Strategy Tester Report
EmpWaveEA
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアCHFJPY (Swiss Franc vs. Japanese Yen)
期間5分足(M5) 2010.05.03 00:00 - 2010.07.30 09:25 (2010.05.01 - 2011.01.01)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターLot_Help="Order Send Setting"; MaxOrders=15; LotManagemant=false; Lots=0.1; Leverage=5; Slippage=3; StopLoss=0; TakeProfit=0; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=4; NextOrderMagin_Help="Next Order Pips Magin"; NextOrderMagin=2; NextOrderWait_Help="Next Order Wait Minute:[0]no wait"; NextOrderWaitMinute=0; WeekTrade_Help="Monday and Friday Trade"; MondayTrade=true; FridayTrade=true; Entry_and_Close_Help="Order Period and EntryClose Position"; PeriodLength=0; EntryLevel=7; CloseLevel=-7; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test19391Ticks modelled2014837Modelling quality90.00%
Mismatched charts errors7
Initial deposit10000.00
Total net profit4572.97Gross profit4994.09Gross loss-421.12
Profit factor11.86Expected payoff15.40
Absolute drawdown6.94Maximal drawdown1016.99 (7.92%)Relative drawdown7.92% (1016.99)
Total trades297Short positions (won %)167 (93.41%)Long positions (won %)130 (80.00%)
Profit trades (% of total)260 (87.54%)Loss trades (% of total)37 (12.46%)
Largestprofit trade104.09loss trade-30.08
Averageprofit trade19.21loss trade-11.38
Maximumconsecutive wins (profit in money)81 (2787.23)consecutive losses (loss in money)12 (-194.41)
Maximalconsecutive profit (count of wins)2787.23 (81)consecutive loss (count of losses)-194.41 (12)
Averageconsecutive wins26consecutive losses4
Graph