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

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2011.01.17 12:30 - 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=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=-7; EntryLevel=5; 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 test21639Ticks modelled373096Modelling quality90.00%
Mismatched charts errors52
Initial deposit10000.00
Total net profit431.42Gross profit3080.51Gross loss-2649.09
Profit factor1.16Expected payoff3.34
Absolute drawdown1467.51Maximal drawdown1844.96 (17.78%)Relative drawdown17.78% (1844.96)
Total trades129Short positions (won %)71 (61.97%)Long positions (won %)58 (74.14%)
Profit trades (% of total)87 (67.44%)Loss trades (% of total)42 (32.56%)
Largestprofit trade115.36loss trade-112.50
Averageprofit trade35.41loss trade-63.07
Maximumconsecutive wins (profit in money)30 (2379.18)consecutive losses (loss in money)11 (-1235.31)
Maximalconsecutive profit (count of wins)2379.18 (30)consecutive loss (count of losses)-1235.31 (11)
Averageconsecutive wins10consecutive losses5
Graph