Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 399)

通貨ペアCHFJPY (Swiss Franc vs Japanise Yen)
期間5分足(M5) 2011.01.03 00:00 - 2011.04.28 11:45 (2011.01.01 - 2012.01.01)
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=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=-2; EntryLevel=13; 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 test24968Ticks modelled850551Modelling quality90.00%
Mismatched charts errors68
Initial deposit10000.00
Total net profit2131.92Gross profit3709.63Gross loss-1577.71
Profit factor2.35Expected payoff18.54
Absolute drawdown1382.93Maximal drawdown1968.81 (18.60%)Relative drawdown18.60% (1968.81)
Total trades115Short positions (won %)56 (71.43%)Long positions (won %)59 (77.97%)
Profit trades (% of total)86 (74.78%)Loss trades (% of total)29 (25.22%)
Largestprofit trade110.34loss trade-110.34
Averageprofit trade43.14loss trade-54.40
Maximumconsecutive wins (profit in money)45 (2988.90)consecutive losses (loss in money)15 (-1445.38)
Maximalconsecutive profit (count of wins)2988.90 (45)consecutive loss (count of losses)-1445.38 (15)
Averageconsecutive wins17consecutive losses6
Graph