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

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2010.12.01 00:00 - 2010.12.31 23:55 (2010.12.01 - 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=4; 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=18; EntryLevel=5; 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 test7213Ticks modelled128000Modelling quality90.00%
Mismatched charts errors5
Initial deposit10000.00
Total net profit-193.09Gross profit171.19Gross loss-364.28
Profit factor0.47Expected payoff-4.20
Absolute drawdown411.12Maximal drawdown568.83 (5.60%)Relative drawdown5.60% (568.83)
Total trades46Short positions (won %)16 (68.75%)Long positions (won %)30 (53.33%)
Profit trades (% of total)27 (58.70%)Loss trades (% of total)19 (41.30%)
Largestprofit trade15.37loss trade-43.93
Averageprofit trade6.34loss trade-19.17
Maximumconsecutive wins (profit in money)14 (98.69)consecutive losses (loss in money)9 (-114.43)
Maximalconsecutive profit (count of wins)98.69 (14)consecutive loss (count of losses)-114.43 (9)
Averageconsecutive wins4consecutive losses3
Graph