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

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
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=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; 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 test147907Ticks modelled24073041Modelling quality90.00%
Mismatched charts errors15
Initial deposit10000.00
Total net profit9693.31Gross profit12236.81Gross loss-2543.50
Profit factor4.81Expected payoff8.25
Absolute drawdown371.22Maximal drawdown995.98 (5.56%)Relative drawdown6.27% (942.76)
Total trades1175Short positions (won %)549 (84.34%)Long positions (won %)626 (84.19%)
Profit trades (% of total)990 (84.26%)Loss trades (% of total)185 (15.74%)
Largestprofit trade98.07loss trade-105.35
Averageprofit trade12.36loss trade-13.75
Maximumconsecutive wins (profit in money)46 (454.33)consecutive losses (loss in money)11 (-150.18)
Maximalconsecutive profit (count of wins)1558.07 (30)consecutive loss (count of losses)-736.93 (7)
Averageconsecutive wins17consecutive losses3
Graph