Strategy Tester Report
EmpWaveEA_ver3.0
ForexPlace-Main Server (Build 229)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:25 (2010.09.01 - 2011.01.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターPassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false; ProfitCurrency=1000; LossManagemant=false; LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=3; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=0; EntryLevel=10; CloseLevel=-9; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments="";
Bars in test24265Ticks modelled421729Modelling quality90.00%
Mismatched charts errors43
Initial deposit10000.00
Total net profit305.46Gross profit334.78Gross loss-29.32
Profit factor11.42Expected payoff9.55
Absolute drawdown671.47Maximal drawdown748.43 (7.43%)Relative drawdown7.43% (748.43)
Total trades32Short positions (won %)2 (100.00%)Long positions (won %)30 (86.67%)
Profit trades (% of total)28 (87.50%)Loss trades (% of total)4 (12.50%)
Largestprofit trade25.66loss trade-12.22
Averageprofit trade11.96loss trade-7.33
Maximumconsecutive wins (profit in money)16 (223.59)consecutive losses (loss in money)4 (-29.32)
Maximalconsecutive profit (count of wins)223.59 (16)consecutive loss (count of losses)-29.32 (4)
Averageconsecutive wins14consecutive losses4
Graph