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

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2011.02.01 00:00 - 2011.03.31 09:05 (2011.02.01 - 2011.04.01)
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=4; 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=28; EntryLevel=1; CloseLevel=-4; 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 test12808Ticks modelled259325Modelling quality90.00%
Mismatched charts errors17
Initial deposit10000.00
Total net profit1046.80Gross profit1069.14Gross loss-22.34
Profit factor47.86Expected payoff15.17
Absolute drawdown22.23Maximal drawdown201.63 (1.93%)Relative drawdown1.93% (201.63)
Total trades69Short positions (won %)20 (75.00%)Long positions (won %)49 (91.84%)
Profit trades (% of total)60 (86.96%)Loss trades (% of total)9 (13.04%)
Largestprofit trade82.91loss trade-6.23
Averageprofit trade17.82loss trade-2.48
Maximumconsecutive wins (profit in money)22 (814.65)consecutive losses (loss in money)3 (-6.45)
Maximalconsecutive profit (count of wins)814.65 (22)consecutive loss (count of losses)-7.28 (2)
Averageconsecutive wins10consecutive losses2
Graph