Strategy Tester Report
EmpWaveEA_ver3.0
ForexPlace-Main Server (Build 229)

通貨ペアAUDUSD (Australian Dollar vs US Dollar)
期間5分足(M5) 2010.09.01 00:00 - 2010.12.24 11:20 (2010.09.01 - 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=-3; EntryLevel=10; CloseLevel=-6; 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 test24467Ticks modelled702950Modelling quality90.00%
Mismatched charts errors20
Initial deposit10000.00
Total net profit296.00Gross profit1007.00Gross loss-711.00
Profit factor1.42Expected payoff2.06
Absolute drawdown219.00Maximal drawdown686.00 (6.40%)Relative drawdown6.40% (686.00)
Total trades144Short positions (won %)72 (76.39%)Long positions (won %)72 (73.61%)
Profit trades (% of total)108 (75.00%)Loss trades (% of total)36 (25.00%)
Largestprofit trade34.00loss trade-67.00
Averageprofit trade9.32loss trade-19.75
Maximumconsecutive wins (profit in money)28 (365.00)consecutive losses (loss in money)13 (-546.00)
Maximalconsecutive profit (count of wins)365.00 (28)consecutive loss (count of losses)-546.00 (13)
Averageconsecutive wins12consecutive losses5
Graph