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

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
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=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=-19; EntryLevel=-1; CloseLevel=-5; 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 test7402Ticks modelled135854Modelling quality90.00%
Mismatched charts errors7
Initial deposit10000.00
Total net profit328.16Gross profit346.57Gross loss-18.41
Profit factor18.83Expected payoff12.15
Absolute drawdown59.45Maximal drawdown201.63 (1.98%)Relative drawdown1.98% (201.63)
Total trades27Short positions (won %)6 (83.33%)Long positions (won %)21 (90.48%)
Profit trades (% of total)24 (88.89%)Loss trades (% of total)3 (11.11%)
Largestprofit trade32.22loss trade-14.10
Averageprofit trade14.44loss trade-6.14
Maximumconsecutive wins (profit in money)21 (340.09)consecutive losses (loss in money)2 (-4.31)
Maximalconsecutive profit (count of wins)340.09 (21)consecutive loss (count of losses)-14.10 (1)
Averageconsecutive wins8consecutive losses2
Graph