Strategy Tester Report
EmpWaveEA_ver3.0
FXDDMalta-MT4 Live Server 3 (Build 229)

通貨ペアUSDCHF (United States Dollar vs. Swiss Franc)
期間5分足(M5) 2009.01.02 06:55 - 2010.12.29 02:35 (2009.01.01 - 2011.01.01)
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=6; 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=18; EntryLevel=5; CloseLevel=-9; 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 test147930Ticks modelled29428894Modelling quality90.00%
Mismatched charts errors6
Initial deposit10000.00
Total net profit7331.06Gross profit10790.97Gross loss-3459.91
Profit factor3.12Expected payoff5.98
Absolute drawdown188.42Maximal drawdown651.85 (4.60%)Relative drawdown5.40% (650.45)
Total trades1226Short positions (won %)577 (77.64%)Long positions (won %)649 (79.97%)
Profit trades (% of total)967 (78.87%)Loss trades (% of total)259 (21.13%)
Largestprofit trade78.93loss trade-76.72
Averageprofit trade11.16loss trade-13.36
Maximumconsecutive wins (profit in money)82 (1294.76)consecutive losses (loss in money)16 (-163.98)
Maximalconsecutive profit (count of wins)1294.76 (82)consecutive loss (count of losses)-320.10 (9)
Averageconsecutive wins13consecutive losses4
Graph