Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 229)

通貨ペアUSDJPY (US Dollar vs Japanese Yen)
期間5分足(M5) 2010.12.01 00:00 - 2011.01.28 03:40 (2010.12.01 - 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=-2; EntryLevel=1; 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 test12725Ticks modelled202958Modelling quality90.00%
Mismatched charts errors7
Initial deposit10000.00
Total net profit262.44Gross profit367.49Gross loss-105.05
Profit factor3.50Expected payoff4.10
Absolute drawdown90.51Maximal drawdown127.59 (1.27%)Relative drawdown1.27% (127.59)
Total trades64Short positions (won %)39 (71.79%)Long positions (won %)25 (100.00%)
Profit trades (% of total)53 (82.81%)Loss trades (% of total)11 (17.19%)
Largestprofit trade24.64loss trade-22.57
Averageprofit trade6.93loss trade-9.55
Maximumconsecutive wins (profit in money)23 (192.95)consecutive losses (loss in money)4 (-22.86)
Maximalconsecutive profit (count of wins)192.95 (23)consecutive loss (count of losses)-60.59 (3)
Averageconsecutive wins11consecutive losses3
Graph