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) 2011.04.01 00:00 - 2011.04.28 11:30 (2011.04.01 - 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=-11; EntryLevel=0; CloseLevel=-3; 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 test6562Ticks modelled101711Modelling quality90.00%
Mismatched charts errors25
Initial deposit10000.00
Total net profit-156.98Gross profit315.96Gross loss-472.94
Profit factor0.67Expected payoff-2.07
Absolute drawdown631.08Maximal drawdown631.08 (6.31%)Relative drawdown6.31% (631.08)
Total trades76Short positions (won %)58 (56.90%)Long positions (won %)18 (66.67%)
Profit trades (% of total)45 (59.21%)Loss trades (% of total)31 (40.79%)
Largestprofit trade14.32loss trade-47.86
Averageprofit trade7.02loss trade-15.26
Maximumconsecutive wins (profit in money)16 (109.56)consecutive losses (loss in money)10 (-117.57)
Maximalconsecutive profit (count of wins)109.56 (16)consecutive loss (count of losses)-136.41 (3)
Averageconsecutive wins8consecutive losses5
Graph