Strategy Tester Report
PROSPEC_VZR_Ver2.02
FXDDMalta-MT4 Live Server 3 (Build 225)

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
期間5分足(M5) 2009.01.02 08:00 - 2010.04.23 23:55 (2009.01.01 - 2010.04.24)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターcommon_parameters="-------------common parameters-------------"; MagicNumber=0; CountdownMode=false; YenMode=false; AggressiveRetry=false; SegmentClose=false; SegmentLot=2; HedgeMode=false; SingleMode=false; AggressiveMode=true; MM=10; Lots=0.1; Slippage=3; MaxSpread=5; GMTOffset=3; OnceADay=false; MondayMode=true; FridayMode=false; SaturdayMode=true; NewsMode=false; StopHigh=false; StopHighStartTime=-6; StopHighEndTime=6; StopMedium=false; StopMediumStartTime=-4; StopMediumEndTime=4; StopLow=false; StopLowStartTime=-2; StopLowEndTime=2; buy_parameters="-------------buy parameters-------------"; BuyComment="VZR_Ver2.02 buy"; Buy=true; SLBuy=0; AutoSLBuy=false; MinSLBuy=65; ChannelPeriodSLBuy=390; ChannelDistanceSLBuy=0; TPBuy=200; AutoTPBuy=true; ChannelPeriodTPBuy=390; ChannelDistanceTPBuy=2; StartHourBuy=19; StartMinuteBuy=0; EndHourBuy=21; EndMinuteBuy=15; MainasuDemoCloseBuy=false; MainasuDemoCloseStartHourBuy=24; MainasuDemoCloseStartMinuteBuy=0; MainasuDemoClosePointBuy=1; CloseStartHourBuy=21; CloseStartMinuteBuy=15; CloseEndHourBuy=21; CloseEndMinuteBuy=15; CloseProfitPipsBuy=0; ExtraCloseBuy=false; ExtraCloseTimeBuy=5; UseBreakEvenBuy=true; BEStepBuy=17; BEPointBuy=4; UseTrailingStopBuy=false; TStepBuy=15; OP1Buy=100; OP2Buy=20; OP3Buy=0; OP4Buy=1; BB_PeriodBuy=10; UseRSIBuy=true; RSIBuy=45; RSI_PeriodBuy=5; sell_parameters="-------------sell parameters-------------"; SellComment="VZR_Ver2.02 sell"; Sell=true; SLSell=0; AutoSLSell=false; MinSLSell=40; ChannelPeriodSLSell=390; ChannelDistanceSLSell=3; TPSell=200; AutoTPSell=true; ChannelPeriodTPSell=390; ChannelDistanceTPSell=5; StartHourSell=21; StartMinuteSell=30; EndHourSell=22; EndMinuteSell=0; MainasuDemoCloseSell=false; MainasuDemoCloseStartHourSell=0; MainasuDemoCloseStartMinuteSell=0; MainasuDemoClosePointSell=1; CloseStartHourSell=22; CloseStartMinuteSell=0; CloseEndHourSell=22; CloseEndMinuteSell=0; CloseProfitPipsSell=0; ExtraCloseSell=false; ExtraCloseTimeSell=5; UseBreakEvenSell=true; BEStepSell=15; BEPointSell=5; UseTrailingStopSell=false; TStepSell=15; OP1Sell=100; OP2Sell=21; OP3Sell=0; OP4Sell=5; BB_PeriodSell=10; UseRSISell=false; RSISell=65; RSI_PeriodSell=5;
Bars in test94911Ticks modelled12081705Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit32487.34Gross profit32487.34Gross loss-0.00
Profit factorExpected payoff331.50
Absolute drawdown107.37Maximal drawdown9862.45 (31.72%)Relative drawdown34.26% (9790.45)
Total trades98Short positions (won %)19 (100.00%)Long positions (won %)79 (100.00%)
Profit trades (% of total)98 (100.00%)Loss trades (% of total)0 (0.00%)
Largestprofit trade1973.85loss trade-0.00
Averageprofit trade331.50loss trade-0.00
Maximumconsecutive wins (profit in money)98 (32487.34)consecutive losses (loss in money)0 (-0.00)
Maximalconsecutive profit (count of wins)32487.34 (98)consecutive loss (count of losses)-0.00 (0)
Averageconsecutive wins98consecutive losses0
Graph
#時間取引種別注文番号数量PriceS/L:決済逆指値T/P:決済指値損益Balance
12009.01.05 22:31buy11.0093.240.0093.57
22009.01.06 00:09modify11.0093.2493.2893.57
32009.01.06 00:45sell20.9793.420.0092.84
42009.01.06 00:47t/p11.0093.5793.2893.57352.6810352.68
52009.01.06 03:12close20.9793.100.0092.84333.4010686.08
62009.01.06 22:07buy31.0793.740.0094.63
72009.01.06 22:38modify31.0793.7493.7894.63
82009.01.06 23:22s/l31.0793.7893.7894.6345.6410731.72
92009.01.06 23:31buy41.0793.750.0094.63
102009.01.07 03:47close41.0793.850.0094.63114.0110845.73
112009.01.07 23:15buy51.0892.570.0093.12
122009.01.08 02:58modify51.0892.5792.6193.12
132009.01.08 03:00close51.0892.7592.6193.12209.6011055.33
142009.01.09 00:00buy61.1191.150.0091.48
152009.01.09 02:17modify61.1191.1591.1991.48
162009.01.09 03:05close61.1191.4291.1991.48327.8311383.16
172009.01.12 22:47buy71.1488.990.0090.09
182009.01.12 23:02modify71.1488.9989.0390.09
192009.01.12 23:08s/l71.1489.0389.0390.0951.2211434.38
202009.01.12 23:08buy81.1489.020.0090.09
212009.01.13 00:42modify81.1489.0289.0690.09
222009.01.13 04:04close81.1489.5289.0690.09636.7312071.11
232009.01.13 22:00buy91.2189.100.0089.89
242009.01.14 00:30modify91.2189.1089.1489.89
252009.01.14 00:30sell101.1789.270.0088.88
262009.01.14 03:30close101.1789.250.0088.8826.2212097.33
272009.01.14 04:08close91.2189.4789.1489.89500.3912597.72
282009.01.14 22:02buy111.2688.980.0089.54
292009.01.14 22:30modify111.2688.9889.0289.54
302009.01.14 23:06s/l111.2689.0289.0289.5456.6212654.34
312009.01.14 23:15buy121.2788.970.0089.39
322009.01.14 23:22modify121.2788.9789.0189.39
332009.01.14 23:39s/l121.2789.0189.0189.3957.0712711.41
342009.01.14 23:45buy131.2788.940.0089.39
352009.01.15 00:05modify131.2788.9488.9889.39
362009.01.15 00:39s/l131.2788.9888.9889.3957.0912768.50
372009.01.20 22:01buy141.2889.890.0090.59
382009.01.21 03:45close141.2889.900.0090.5914.2412782.74
392009.01.22 23:16buy151.2888.840.0089.36
402009.01.23 01:08modify151.2888.8488.8889.36
412009.01.23 01:23s/l151.2888.8888.8889.3657.6112840.35
422009.01.26 22:07buy161.2888.920.0089.69
432009.01.26 23:13modify161.2888.9288.9689.69
442009.01.26 23:31s/l161.2888.9688.9689.6957.5512897.90
452009.01.27 22:00buy171.2988.650.0089.37
462009.01.27 22:51modify171.2988.6588.6989.37
472009.01.28 02:39t/p171.2989.3788.6989.371039.2713937.17
482009.02.02 22:00buy181.3989.570.0089.98
492009.02.02 23:36modify181.3989.5789.6189.98
502009.02.02 23:47s/l181.3989.6189.6189.9862.0513999.22
512009.02.03 00:12buy191.4089.520.0089.98
522009.02.03 04:13close191.4089.530.0089.9815.6414014.86
532009.02.04 00:30sell201.4089.410.0088.53
542009.02.04 09:55close201.4089.390.0088.5331.3214046.18
552009.02.04 22:31buy211.4089.520.0089.78
562009.02.05 10:15close211.4089.530.0089.7815.6414061.82
572009.02.05 23:26buy221.4191.300.0092.25
582009.02.06 11:57close221.4191.310.0092.2515.4414077.26
592009.02.09 22:27buy231.4191.440.0091.77
602009.02.10 04:59close231.4191.450.0091.7715.4214092.68
612009.02.10 22:02buy241.4190.310.0091.55
622009.02.11 00:32sell251.3590.360.0090.06
632009.02.11 00:45modify241.4190.3190.3591.55
642009.02.11 01:07s/l241.4190.3590.3591.5562.4214155.10
652009.02.11 08:24close251.3590.290.0090.06104.6614259.76
662009.02.11 22:13buy261.4390.360.0090.77
672009.02.11 23:17modify261.4390.3690.4090.77
682009.02.11 23:20s/l261.4390.4090.4090.7763.2714323.03
692009.02.12 22:48buy271.4390.390.0090.73
702009.02.12 23:10modify271.4390.3990.4390.73
712009.02.12 23:34t/p271.4390.7390.4390.73535.8814858.91
722009.02.13 00:36sell281.4991.040.0090.23
732009.02.13 03:16close281.4990.550.0090.23806.2915665.20
742009.02.23 23:02buy291.5794.590.0094.91
752009.02.24 04:10close291.5794.610.0094.9133.1915698.39
762009.02.26 22:05buy301.5798.340.0098.72
772009.02.27 00:51modify301.5798.3498.3898.72
782009.02.27 02:12s/l301.5798.3898.3898.7263.8315762.22
792009.03.03 00:13buy311.5897.240.0097.77
802009.03.03 00:38modify311.5897.2497.2897.77
812009.03.03 01:19s/l311.5897.2897.2897.7764.9715827.19
822009.03.05 00:00buy321.5899.080.0099.45
832009.03.05 03:14close321.5899.200.0099.45191.1316018.32
842009.03.05 23:00buy331.6098.280.0099.34
852009.03.06 03:18close331.6098.290.0099.3416.2816034.60
862009.03.09 22:11buy341.6098.740.0099.20
872009.03.10 01:51modify341.6098.7498.7899.20
882009.03.10 03:37close341.6099.1298.7899.20613.4016648.00
892009.03.10 23:22buy351.6698.590.0098.94
902009.03.11 02:04modify351.6698.5998.6398.94
912009.03.11 03:25s/l351.6698.6398.6398.9467.3216715.32
922009.03.12 22:25buy361.6797.760.0098.54
932009.03.13 04:18close361.6797.870.0098.54187.7016903.02
942009.03.17 22:00buy371.6998.510.0098.98
952009.03.18 01:53modify371.6998.5198.5598.98
962009.03.18 04:04s/l371.6998.5598.5598.9868.5916971.61
972009.03.18 22:04buy381.7096.080.0098.08
982009.03.18 22:29modify381.7096.0896.1298.08
992009.03.18 22:48s/l381.7096.1296.1298.0870.7517042.36
1002009.03.20 00:40sell391.7094.620.0093.49
1012009.03.20 06:14close391.7094.530.0093.49161.8517204.21
1022009.03.24 00:42sell401.7297.130.0096.53
1032009.03.24 22:09buy411.5197.860.0098.43
1042009.03.25 01:31modify411.5197.8697.9098.43
1052009.03.25 03:00close411.5198.3497.9098.43737.0317941.24
1062009.03.25 17:00close401.7297.110.0096.5332.2417973.48
1072009.03.30 22:00buy421.8097.130.0097.56
1082009.03.31 01:01modify421.8097.1397.1797.56
1092009.03.31 01:01t/p421.8097.5697.1797.56793.3618766.84
1102009.03.31 22:50buy431.8898.980.0099.37
1112009.04.01 02:50modify431.8898.9899.0299.37
1122009.04.01 02:55t/p431.8899.3799.0299.37737.8519504.69
1132009.04.02 00:00buy441.9598.5260.0099.07
1142009.04.02 00:31modify441.9598.52698.5799.07
1152009.04.02 02:07s/l441.9598.5798.5799.0787.0419591.73
1162009.04.07 23:07buy451.96100.320.00100.87
1172009.04.08 00:19modify451.96100.32100.36100.87
1182009.04.08 00:33sell461.90100.510.00100.21
1192009.04.08 03:24close461.90100.480.00100.2156.7319648.46
1202009.04.08 03:31s/l451.96100.36100.36100.8778.1219726.58
1212009.04.08 22:05buy471.9799.600.00100.37
1222009.04.08 23:26modify471.9799.6099.64100.37
1232009.04.09 01:19s/l471.9799.6499.64100.3779.0819805.66
1242009.04.22 23:09buy481.9897.850.0098.34
1252009.04.23 00:04modify481.9897.8597.8998.34
1262009.04.23 03:12close481.9898.1997.8998.34685.6120491.27
1272009.04.23 22:00buy492.0597.840.0098.44
1282009.04.23 23:34modify492.0597.8497.8898.44
1292009.04.24 00:43sell502.0098.110.0097.62
1302009.04.24 01:57s/l492.0597.8897.8898.4483.7820575.05
1312009.04.24 05:06close502.0097.680.0097.62880.4321455.48
1322009.04.30 22:18buy512.1598.570.0099.00
1332009.05.01 02:09modify512.1598.5798.6199.00
1342009.05.01 03:05close512.1598.9298.6199.00760.7222216.20
1352009.05.05 00:11buy522.2298.790.0099.49
1362009.05.05 08:07close522.2298.8050.0099.4933.7022249.90
1372009.05.06 22:20buy532.2298.250.0098.97
1382009.05.07 00:35modify532.2298.2598.2998.97
1392009.05.07 00:45sell542.1698.4460.0098.15
1402009.05.07 03:00close532.2298.6698.2998.97922.5623172.46
1412009.05.08 21:38close542.1698.430.0098.1531.1123203.57
1422009.05.11 22:30buy552.3297.3540.0097.67
1432009.05.11 23:50modify552.3297.35497.3997.67
1442009.05.12 00:23t/p552.3297.6797.3997.67750.6123954.18
1452009.05.12 00:30sell562.4097.5480.0097.24
1462009.05.12 04:10close562.4097.390.0097.24389.3624343.54
1472009.05.13 22:00buy572.4395.5180.0096.35
1482009.05.14 03:58close572.4395.530.0096.3530.5224374.06
1492009.05.15 00:30sell582.4495.950.0095.41
1502009.05.15 04:09close582.4495.840.0095.41280.0524654.11
1512009.05.19 23:30buy592.4795.9840.0096.37
1522009.05.20 01:52modify592.4795.98496.0296.37
1532009.05.20 02:50s/l592.4796.0296.0296.3792.6224746.73
1542009.05.20 22:07buy602.4794.870.0096.11
1552009.05.21 00:36sell612.3694.920.0094.64
1562009.05.21 02:22t/p612.3694.640.0094.64698.2225444.95
1572009.05.21 10:18close602.4794.890.0096.1152.0625497.01
1582009.05.22 00:32sell622.5594.450.0093.93
1592009.05.22 02:54t/p622.5593.930.0093.931411.6926908.70
1602009.05.28 23:45buy632.6996.8030.0097.05
1612009.05.29 00:56modify632.6996.80396.8497.05
1622009.05.29 01:05s/l632.6996.8496.8497.05102.7827011.48
1632009.06.02 22:00buy642.7095.6630.0096.18
1642009.06.03 04:02close642.7095.700.0096.18104.3927115.87
1652009.06.04 23:59buy652.7196.590.0096.98
1662009.06.05 04:34close652.7196.680.0096.98252.2827368.15
1672009.06.17 00:10buy662.7496.370.0096.71
1682009.06.17 03:36modify662.7496.3796.4196.71
1692009.06.17 03:37close662.7496.6096.4196.71652.3828020.53
1702009.06.17 22:21buy672.8095.640.0096.22
1712009.06.18 00:18modify672.8095.6495.6896.22
1722009.06.18 00:38s/l672.8095.6895.6896.22117.0728137.60
1732009.07.07 22:00buy682.8194.7830.0095.32
1742009.07.22 22:15buy692.2993.530.0093.87
1752009.07.23 03:02close692.2993.610.0093.87195.7128333.31
1762009.07.23 16:55close682.8194.800.0095.3250.3928383.70
1772009.07.23 23:30buy702.8494.9720.0095.31
1782009.07.24 01:41modify702.8494.97295.0195.31
1792009.07.24 02:15s/l702.8495.0195.0195.31113.5928497.29
1802009.07.30 22:08buy712.8595.560.0095.90
1812009.07.31 10:44close712.8595.580.0095.9059.6428556.93
1822009.09.01 22:30buy722.8692.8760.0093.44
1832009.09.02 04:32close722.8692.890.0093.4443.1028600.03
1842009.09.16 22:57buy732.8690.820.0091.37
1852009.09.17 02:15modify732.8690.8290.8691.37
1862009.09.17 03:01close732.8691.0790.8691.37785.1129385.14
1872009.09.24 00:39sell742.9491.400.0090.80
1882009.09.24 03:04close742.9491.310.0090.80289.7829674.92
1892009.10.14 00:11buy752.9789.640.0090.04
1902009.10.14 02:19modify752.9789.6489.6890.04
1912009.10.14 04:05s/l752.9789.6889.6890.04132.4729807.39
1922009.10.20 22:10buy762.9890.680.0091.08
1932009.10.21 02:49modify762.9890.6890.7291.08
1942009.10.21 03:02close762.9890.8390.7291.08492.1330299.52
1952009.10.21 23:01buy773.0390.880.0091.23
1962009.10.22 03:31close773.0390.990.0091.23366.3030665.82
1972009.11.04 23:15buy783.0790.8060.0091.28
1982009.11.06 02:23close783.0790.820.0091.2847.3230713.14
1992009.11.16 22:01buy793.0789.050.0089.59
2002009.11.17 07:50close793.0789.110.0089.59206.7130919.85
2012009.11.25 22:06buy803.0987.480.0087.76
2022009.12.01 08:16close803.0987.510.0087.76105.9331025.78
2032009.12.15 23:15buy813.1089.6650.0089.96
2042009.12.16 10:51close813.1089.680.0089.9651.8531077.63
2052009.12.17 22:22buy823.1189.860.0090.38
2062009.12.17 23:30modify823.1189.8689.9090.38
2072009.12.17 23:52s/l823.1189.9089.9090.38138.3831216.01
2082010.01.06 22:15buy833.1292.3210.0092.75
2092010.01.07 03:53close833.1292.400.0092.75266.7531482.76
2102010.01.07 22:03buy843.1593.120.0093.41
2112010.01.07 23:20modify843.1593.1293.1693.41
2122010.01.08 01:04t/p843.1593.4193.1693.41977.9532460.71
2132010.01.14 22:03buy853.2590.880.0091.82
2142010.01.14 22:36modify853.2590.8890.9291.82
2152010.01.15 00:30sell863.2091.200.0090.79
2162010.01.15 03:02close853.2591.2990.9291.821459.6333920.34
2172010.01.15 04:01close863.2091.140.0090.79210.6634131.00
2182010.01.21 22:15buy873.4190.200.0091.89
2192010.01.21 22:34modify873.4190.2090.2491.89
2202010.01.21 23:13s/l873.4190.2490.2491.89151.1534282.15
2212010.01.22 00:47sell883.4390.470.0090.06
2222010.01.22 02:19t/p883.4390.060.0090.061561.5135843.66
2232010.02.01 23:03buy893.5890.630.0090.95
2242010.02.02 02:16modify893.5890.6390.6790.95
2252010.02.02 03:33close893.5890.8290.6790.95748.9536592.61
2262010.02.03 23:00buy903.6690.9940.0091.29
2272010.02.04 04:05close903.6691.050.0091.29225.1136817.72
2282010.02.04 23:52buy913.6889.010.0090.67
2292010.02.05 02:02modify913.6889.0189.0590.67
2302010.02.05 03:13close913.6889.4989.0590.671973.8538791.57
2312010.02.18 00:30sell923.8891.340.0090.63
2322010.02.18 05:55close923.8890.950.0090.631663.7740455.34
2332010.02.19 00:45sell934.0591.7620.0090.77
2342010.02.19 12:09close934.0591.740.0090.7797.1240552.46
2352010.03.01 23:39buy944.0689.040.0089.49
2362010.03.02 03:00close944.0689.190.0089.49682.8141235.27
2372010.03.02 22:00buy954.1288.6750.0089.26
2382010.03.03 01:00modify954.1288.67588.7289.26
2392010.03.03 01:39s/l954.1288.7288.7289.26208.9741444.24
2402010.04.06 22:19buy964.1493.740.0094.02
2412010.04.07 04:25close964.1493.8240.0094.02370.6541814.89
2422010.04.07 22:04buy974.1893.210.0093.85
2432010.04.08 04:36close974.1893.350.0093.85626.8942441.78
2442010.04.21 22:00buy984.2493.050.0093.46
2452010.04.22 09:30close984.2493.060.0093.4645.5642487.34