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

通貨ペアUSDCHF (United States Dollar vs. Swiss Franc)
期間5分足(M5) 2010.08.02 00:10 - 2010.08.31 04:45 (2010.08.01 - 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=90; TakeProfit=90; TradeHourOffset_Help="Tradeing Time Offset"; TradeHourOffset=0; SpreadRange_Help="Allowed to Tradeing Spread"; SpreadRange=3; 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=12; EntryLevel=9; CloseLevel=-5; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test6999Ticks modelled129682Modelling quality89.97%
Mismatched charts errors0
Initial deposit10000.00
Total net profit404.96Gross profit414.49Gross loss-9.53
Profit factor43.49Expected payoff14.46
Absolute drawdown201.36Maximal drawdown201.36 (2.01%)Relative drawdown2.01% (201.36)
Total trades28Short positions (won %)15 (100.00%)Long positions (won %)13 (76.92%)
Profit trades (% of total)25 (89.29%)Loss trades (% of total)3 (10.71%)
Largestprofit trade33.30loss trade-5.72
Averageprofit trade16.58loss trade-3.18
Maximumconsecutive wins (profit in money)24 (410.67)consecutive losses (loss in money)3 (-9.53)
Maximalconsecutive profit (count of wins)410.67 (24)consecutive loss (count of losses)-9.53 (3)
Averageconsecutive wins13consecutive losses3
Graph