Strategy Tester Report
EmpWaveEA_ver4
ForexPlace-Main Server (Build 399)

通貨ペアEURUSD (Euro vs US Dollar)
期間5分足(M5) 2011.01.03 00:00 - 2011.04.28 11:45 (2011.01.01 - 2012.01.01)
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=3; 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=20; EntryLevel=5; CloseLevel=-10; 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 test24928Ticks modelled762786Modelling quality90.00%
Mismatched charts errors94
Initial deposit10000.00
Total net profit766.00Gross profit910.00Gross loss-144.00
Profit factor6.32Expected payoff9.70
Absolute drawdown154.00Maximal drawdown312.00 (2.87%)Relative drawdown2.87% (312.00)
Total trades79Short positions (won %)38 (94.74%)Long positions (won %)41 (80.49%)
Profit trades (% of total)69 (87.34%)Loss trades (% of total)10 (12.66%)
Largestprofit trade46.00loss trade-50.00
Averageprofit trade13.19loss trade-14.40
Maximumconsecutive wins (profit in money)27 (334.00)consecutive losses (loss in money)3 (-30.00)
Maximalconsecutive profit (count of wins)365.00 (20)consecutive loss (count of losses)-50.00 (1)
Averageconsecutive wins12consecutive losses2
Graph