Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 392)

通貨ペアCHFJPY (Swiss Franc vs Japanise Yen)
期間5分足(M5) 2011.03.01 00:00 - 2011.03.31 23:55 (2011.03.01 - 2011.04.01)
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=5; 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=16; EntryLevel=3; CloseLevel=0; RiversOrder_Help="反対売買に関する設定 true:する/false:しない"; RiversOrderManagemant=true; OpenAgeinOrder_Help="決済後の再取引に関する設定 true:する/false:しない"; OpenAgeinOrderManagemant=true; 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 test7573Ticks modelled240368Modelling quality90.00%
Mismatched charts errors7
Initial deposit10000.00
Total net profit1335.38Gross profit3969.12Gross loss-2633.74
Profit factor1.51Expected payoff13.77
Absolute drawdown2018.59Maximal drawdown2066.43 (20.57%)Relative drawdown20.57% (2066.43)
Total trades97Short positions (won %)29 (51.72%)Long positions (won %)68 (77.94%)
Profit trades (% of total)68 (70.10%)Loss trades (% of total)29 (29.90%)
Largestprofit trade107.57loss trade-107.57
Averageprofit trade58.37loss trade-90.82
Maximumconsecutive wins (profit in money)41 (3694.20)consecutive losses (loss in money)15 (-1613.46)
Maximalconsecutive profit (count of wins)3694.20 (41)consecutive loss (count of losses)-1613.46 (15)
Averageconsecutive wins14consecutive losses6
Graph