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

通貨ペアUSDCHF (US Dollar vs Swiss Franc)
期間5分足(M5) 2011.04.01 00:00 - 2011.04.28 11:30 (2011.04.01 - 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=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=28; EntryLevel=1; CloseLevel=-4; 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 test6430Ticks modelled103011Modelling quality90.00%
Mismatched charts errors95
Initial deposit10000.00
Total net profit-209.29Gross profit137.83Gross loss-347.12
Profit factor0.40Expected payoff-5.66
Absolute drawdown757.83Maximal drawdown867.35 (8.58%)Relative drawdown8.58% (867.35)
Total trades37Short positions (won %)12 (83.33%)Long positions (won %)25 (52.00%)
Profit trades (% of total)23 (62.16%)Loss trades (% of total)14 (37.84%)
Largestprofit trade18.70loss trade-41.32
Averageprofit trade5.99loss trade-24.79
Maximumconsecutive wins (profit in money)12 (52.70)consecutive losses (loss in money)11 (-318.81)
Maximalconsecutive profit (count of wins)85.13 (11)consecutive loss (count of losses)-318.81 (11)
Averageconsecutive wins12consecutive losses5
Graph