Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 392)

通貨ペアCHFJPY (Swiss Franc vs Japanise Yen)
期間5分足(M5) 2011.02.01 00:00 - 2011.03.11 23:55 (2011.02.01 - 2011.03.14)
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=5; 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=-19; EntryLevel=2; CloseLevel=-7; 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 test9329Ticks modelled264602Modelling quality87.87%
Mismatched charts errors13
Initial deposit10000.00
Total net profit590.93Gross profit659.81Gross loss-68.88
Profit factor9.58Expected payoff11.15
Absolute drawdown204.13Maximal drawdown373.32 (3.67%)Relative drawdown3.67% (373.32)
Total trades53Short positions (won %)44 (79.55%)Long positions (won %)9 (100.00%)
Profit trades (% of total)44 (83.02%)Loss trades (% of total)9 (16.98%)
Largestprofit trade44.71loss trade-15.71
Averageprofit trade15.00loss trade-7.65
Maximumconsecutive wins (profit in money)20 (431.44)consecutive losses (loss in money)3 (-19.35)
Maximalconsecutive profit (count of wins)431.44 (20)consecutive loss (count of losses)-29.00 (2)
Averageconsecutive wins7consecutive losses2
Graph