Strategy Tester Report
EmpWaveEA
ForexPlace-Main Server (Build 226)

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2010.10.01 00:00 - 2010.10.29 05:25 (2010.10.01 - 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=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=20; EntryLevel=1; CloseLevel=-1; CloseRegulation_Help="Close Regulation Minute:[-60] - [60]"; CloseRegulationMinute=0; Setting_Help="Magic Number and OrderSend Comment"; MagicNo=0; Comments="";
Bars in test6649Ticks modelled133567Modelling quality90.00%
Mismatched charts errors3
Initial deposit10000.00
Total net profit407.12Gross profit621.78Gross loss-214.66
Profit factor2.90Expected payoff8.14
Absolute drawdown60.94Maximal drawdown196.00 (1.88%)Relative drawdown1.88% (196.00)
Total trades50Short positions (won %)17 (82.35%)Long positions (won %)33 (84.85%)
Profit trades (% of total)42 (84.00%)Loss trades (% of total)8 (16.00%)
Largestprofit trade36.81loss trade-54.54
Averageprofit trade14.80loss trade-26.83
Maximumconsecutive wins (profit in money)30 (417.34)consecutive losses (loss in money)4 (-175.12)
Maximalconsecutive profit (count of wins)417.34 (30)consecutive loss (count of losses)-175.12 (4)
Averageconsecutive wins21consecutive losses4
Graph