Strategy Tester Report
PROSPEC_VZR_Ver2.03
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=true; MinSLBuy=65; ChannelPeriodSLBuy=390; ChannelDistanceSLBuy=0; TPBuy=200; AutoTPBuy=true; ChannelPeriodTPBuy=390; ChannelDistanceTPBuy=2; StartHourBuy=19; StartMinuteBuy=0; EndHourBuy=21; EndMinuteBuy=15; MainasuDemoCloseBuy=true; MainasuDemoCloseStartHourBuy=21; MainasuDemoCloseStartMinuteBuy=15; 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=true; MinSLSell=40; ChannelPeriodSLSell=390; ChannelDistanceSLSell=3; TPSell=200; AutoTPSell=true; ChannelPeriodTPSell=390; ChannelDistanceTPSell=5; StartHourSell=21; StartMinuteSell=30; EndHourSell=22; EndMinuteSell=0; MainasuDemoCloseSell=true; MainasuDemoCloseStartHourSell=22; MainasuDemoCloseStartMinuteSell=0; MainasuDemoClosePointSell=1; CloseStartHourSell=22; CloseStartMinuteSell=0; CloseEndHourSell=22; CloseEndMinuteSell=0; CloseProfitPipsSell=0; ExtraCloseSell=false; ExtraCloseTimeSell=5; UseBreakEvenSell=true; BEStepSell=18; BEPointSell=6; 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 modelled12082039Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit16790.79Gross profit18503.98Gross loss-1713.19
Profit factor10.80Expected payoff171.33
Absolute drawdown107.37Maximal drawdown1381.17 (4.98%)Relative drawdown8.89% (971.01)
Total trades98Short positions (won %)19 (78.95%)Long positions (won %)79 (86.08%)
Profit trades (% of total)83 (84.69%)Loss trades (% of total)15 (15.31%)
Largestprofit trade1076.31loss trade-470.23
Averageprofit trade222.94loss trade-114.21
Maximumconsecutive wins (profit in money)18 (3801.16)consecutive losses (loss in money)4 (-270.59)
Maximalconsecutive profit (count of wins)4119.38 (12)consecutive loss (count of losses)-470.23 (1)
Averageconsecutive wins7consecutive losses1
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 22:31buy11.0093.2492.5693.57
22009.01.06 00:09modify11.0093.2493.2893.57
32009.01.06 00:41close11.0093.4093.2893.57171.3110171.31
42009.01.06 00:45sell21.0293.4293.8592.84
52009.01.06 01:26modify21.0293.4293.3692.84
62009.01.06 03:12close21.0293.1093.3692.84350.5910521.90
72009.01.06 22:07buy31.0593.7493.0694.63
82009.01.06 22:38modify31.0593.7493.7894.63
92009.01.06 23:22s/l31.0593.7893.7894.6344.7910566.69
102009.01.06 23:31buy41.0693.7593.0794.63
112009.01.07 03:47close41.0693.8593.0794.63112.9510679.64
122009.01.07 23:15buy51.0792.5791.8993.12
132009.01.08 02:20close51.0792.7191.8993.12161.5810841.22
142009.01.09 00:00buy61.0891.1590.4791.48
152009.01.09 02:12close61.0891.2790.4791.48142.0010983.22
162009.01.12 22:47buy71.1088.9988.3190.09
172009.01.12 23:02modify71.1088.9989.0390.09
182009.01.12 23:08s/l71.1089.0389.0390.0949.4211032.64
192009.01.12 23:08buy81.1089.0288.3490.09
202009.01.13 00:42modify81.1089.0289.0690.09
212009.01.13 00:42close81.1089.1989.0690.09209.6611242.30
222009.01.13 22:00buy91.1289.1088.4289.89
232009.01.14 00:30modify91.1289.1089.1489.89
242009.01.14 00:30sell101.0989.2789.8688.88
252009.01.14 00:30close91.1289.2889.1489.89225.8111468.11
262009.01.14 03:17close101.0989.3089.8688.88-36.6211431.49
272009.01.14 22:02buy111.1488.9888.3089.54
282009.01.14 22:30modify111.1488.9889.0289.54
292009.01.14 23:06s/l111.1489.0289.0289.5451.2211482.71
302009.01.14 23:15buy121.1588.9788.2989.39
312009.01.14 23:22modify121.1588.9789.0189.39
322009.01.14 23:39s/l121.1589.0189.0189.3951.6811534.39
332009.01.14 23:45buy131.1588.9488.2689.39
342009.01.15 00:05modify131.1588.9488.9889.39
352009.01.15 00:39s/l131.1588.9888.9889.3951.7011586.09
362009.01.20 22:01buy141.1689.8989.2190.59
372009.01.21 02:49close141.1689.8789.2190.59-25.8211560.27
382009.01.22 23:16buy151.1688.8488.1489.36
392009.01.23 01:08modify151.1688.8488.8889.36
402009.01.23 01:23s/l151.1688.8888.8889.3652.2111612.48
412009.01.26 22:07buy161.1688.9288.2489.69
422009.01.26 23:13modify161.1688.9288.9689.69
432009.01.26 23:31s/l161.1688.9688.9689.6952.1611664.64
442009.01.27 22:00buy171.1788.6587.9789.37
452009.01.27 22:51modify171.1788.6588.6989.37
462009.01.28 01:26close171.1789.0488.6989.37512.4712177.11
472009.02.02 22:00buy181.2289.5788.8989.98
482009.02.02 23:36modify181.2289.5789.6189.98
492009.02.02 23:47s/l181.2289.6189.6189.9854.4612231.57
502009.02.03 00:12buy191.2289.5288.8489.98
512009.02.03 03:21close191.2289.4788.8489.98-68.1812163.39
522009.02.04 00:30sell201.2289.4189.8488.53
532009.02.04 09:53close201.2289.4789.8488.53-81.8212081.57
542009.02.04 22:31buy211.2189.5288.8489.78
552009.02.05 02:51close211.2189.4688.8489.78-81.1512000.42
562009.02.05 23:26buy221.2091.3089.7392.25
572009.02.06 02:12close221.2091.2789.7392.25-39.4411960.98
582009.02.09 22:27buy231.2091.4490.7691.77
592009.02.10 01:11close231.2091.4890.7691.7752.4712013.45
602009.02.10 22:02buy241.2090.3189.6391.55
612009.02.11 00:32sell251.1590.3691.5690.06
622009.02.11 00:32close241.2090.3789.6391.5579.6712093.12
632009.02.11 08:24close251.1590.2991.5690.0689.1612182.28
642009.02.11 22:13buy261.2290.3689.6890.77
652009.02.11 23:17modify261.2290.3690.4090.77
662009.02.11 23:20s/l261.2290.4090.4090.7753.9812236.26
672009.02.12 22:48buy271.2290.3989.7190.73
682009.02.12 23:10modify271.2290.3990.4390.73
692009.02.12 23:34t/p271.2290.7390.4390.73457.1812693.44
702009.02.13 00:36sell281.2791.0491.4790.23
712009.02.13 01:07modify281.2791.0490.9890.23
722009.02.13 02:40close281.2790.6790.9890.23518.2513211.69
732009.02.23 23:02buy291.3294.5993.9194.91
742009.02.24 04:10close291.3294.5293.9194.91-97.7613113.93
752009.02.26 22:05buy301.3198.3497.6698.72
762009.02.27 00:19close301.3198.4297.6698.72106.4813220.41
772009.03.03 00:13buy311.3297.2496.5697.77
782009.03.03 00:38modify311.3297.2497.2897.77
792009.03.03 01:19s/l311.3297.2897.2897.7754.2813274.69
802009.03.05 00:00buy321.3399.0898.4099.45
812009.03.05 03:14close321.3399.2098.4099.45160.8913435.58
822009.03.05 23:00buy331.3498.2897.6099.34
832009.03.06 02:08close331.3498.1897.6099.34-136.4813299.10
842009.03.09 22:11buy341.3398.7498.0699.20
852009.03.10 00:15close341.3398.8798.0699.20174.8813473.98
862009.03.10 23:22buy351.3598.5997.9198.94
872009.03.11 02:04close351.3598.7497.9198.94205.0813679.06
882009.03.12 22:25buy361.3797.7696.6998.54
892009.03.13 04:18close361.3797.8796.6998.54153.9813833.04
902009.03.17 22:00buy371.3898.5197.8398.98
912009.03.18 00:16close371.3898.6597.8398.98195.8414028.88
922009.03.18 22:04buy381.4096.0895.4098.08
932009.03.18 22:29modify381.4096.0896.1298.08
942009.03.18 22:48s/l381.4096.1296.1298.0858.2714087.15
952009.03.20 00:40sell391.4194.6295.0593.49
962009.03.20 06:14close391.4194.5395.0593.49134.2414221.39
972009.03.24 00:42sell401.4297.1397.5696.53
982009.03.24 01:37modify401.4297.1397.0796.53
992009.03.24 02:12s/l401.4297.0797.0796.5387.7714309.16
1002009.03.24 22:09buy411.4397.8697.1898.43
1012009.03.25 01:13close411.4397.9797.1898.43160.5614469.72
1022009.03.30 22:00buy421.4597.1396.4597.56
1032009.03.31 00:20close421.4597.2796.4597.56208.7014678.42
1042009.03.31 22:50buy431.4798.9898.2099.37
1052009.04.01 01:47close431.4799.0698.2099.37118.7214797.14
1062009.04.02 00:00buy441.4898.52697.8599.07
1072009.04.02 00:31modify441.4898.52698.5799.07
1082009.04.02 00:38close441.4898.7298.5799.07290.8415087.98
1092009.04.07 23:07buy451.51100.3299.64100.87
1102009.04.08 00:19modify451.51100.32100.36100.87
1112009.04.08 00:19close451.51100.51100.36100.87285.4415373.42
1122009.04.08 00:33sell461.54100.51100.94100.21
1132009.04.08 03:24close461.54100.48100.94100.2145.9815419.40
1142009.04.08 22:05buy471.5499.6098.92100.37
1152009.04.08 23:26modify471.5499.6099.64100.37
1162009.04.09 01:19s/l471.5499.6499.64100.3761.8215481.22
1172009.04.22 23:09buy481.5597.8597.1798.34
1182009.04.23 00:04modify481.5597.8597.8998.34
1192009.04.23 01:08close481.5598.1097.8998.34395.0115876.23
1202009.04.23 22:00buy491.5997.8497.1698.44
1212009.04.23 23:34modify491.5997.8497.8898.44
1222009.04.24 00:19close491.5998.0697.8898.44356.7216232.95
1232009.04.24 00:43sell501.6298.1198.5497.62
1242009.04.24 01:56modify501.6298.1198.0597.62
1252009.04.24 05:06close501.6297.6898.0597.62713.1416946.09
1262009.04.30 22:18buy511.6998.5797.8999.00
1272009.05.01 01:49close511.6998.6697.8999.00154.1717100.26
1282009.05.05 00:11buy521.7198.7998.1199.49
1292009.05.05 08:06close521.7198.7898.1199.49-17.3117082.95
1302009.05.06 22:20buy531.7198.2597.5798.97
1312009.05.07 00:17close531.7198.3897.5798.97225.9617308.91
1322009.05.07 00:45sell541.7398.44698.8898.15
1332009.05.07 06:52close541.7398.4698.8898.15-24.6017284.31
1342009.05.11 22:30buy551.7397.35496.6797.67
1352009.05.11 23:50modify551.7397.35497.3997.67
1362009.05.12 00:15close551.7397.5197.3997.67276.7717561.08
1372009.05.12 00:30sell561.7697.54897.9897.24
1382009.05.12 04:10close561.7697.3997.9897.24285.5317846.61
1392009.05.13 22:00buy571.7895.51894.8496.35
1402009.05.14 02:10close571.7895.4594.8496.35-126.8117719.80
1412009.05.15 00:30sell581.7795.9596.3895.41
1422009.05.15 04:09close581.7795.8496.3895.41203.1517922.95
1432009.05.19 23:30buy591.7995.98495.3096.37
1442009.05.20 01:15close591.7996.1195.3096.37234.6718157.62
1452009.05.20 22:07buy601.8294.8794.1996.11
1462009.05.21 00:36sell611.7394.9295.4294.64
1472009.05.21 00:37close601.8294.9394.1996.11115.0318272.65
1482009.05.21 02:17close611.7394.7795.4294.64273.8218546.47
1492009.05.22 00:32sell621.8594.4595.2893.93
1502009.05.22 01:12modify621.8594.4594.3993.93
1512009.05.22 01:46close621.8594.1494.3993.93609.2019155.67
1522009.05.28 23:45buy631.9296.80396.1297.05
1532009.05.29 00:25close631.9296.94296.1297.05275.3019430.97
1542009.06.02 22:00buy641.9495.66394.9896.18
1552009.06.03 04:02close641.9495.7094.9896.1875.0119505.98
1562009.06.04 23:59buy651.9596.5995.9196.98
1572009.06.05 04:34close651.9596.6895.9196.98181.5319687.51
1582009.06.17 00:10buy661.9796.3795.6996.71
1592009.06.17 01:50close661.9796.4795.6996.71204.2119891.72
1602009.06.17 22:21buy671.9995.6494.9696.22
1612009.06.18 00:15close671.9995.7794.9696.22270.1320161.85
1622009.07.07 22:00buy682.0294.78394.1095.32
1632009.07.08 05:51close682.0294.6294.1095.32-347.9819813.87
1642009.07.22 22:15buy691.9893.5392.8593.87
1652009.07.23 03:02close691.9893.6192.8593.87169.2119983.08
1662009.07.23 23:30buy702.0094.97294.2995.31
1672009.07.24 01:40close702.0095.1194.2995.31290.1920273.27
1682009.07.30 22:08buy712.0395.5694.8895.90
1692009.07.31 02:50close712.0395.6194.8895.90106.1620379.43
1702009.09.01 22:30buy722.0492.87692.2093.44
1712009.09.02 01:05close722.0492.9592.2093.44162.4120541.84
1722009.09.16 22:57buy732.0590.8290.1491.37
1732009.09.17 02:09close732.0590.9590.1491.37293.0220834.86
1742009.09.24 00:39sell742.0891.4091.8390.80
1752009.09.24 03:04close742.0891.3191.8390.80205.0221039.88
1762009.10.14 00:11buy752.1089.6488.9690.04
1772009.10.14 01:47close752.1089.7688.9690.04280.7521320.63
1782009.10.20 22:10buy762.1390.6890.0091.08
1792009.10.21 02:31close762.1390.7790.0091.08211.1921531.82
1802009.10.21 23:01buy772.1590.8890.2091.23
1812009.10.22 03:31close772.1590.9990.2091.23259.9221791.74
1822009.11.04 23:15buy782.1890.80690.1391.28
1832009.11.05 01:46close782.1890.8390.1391.2857.6021849.34
1842009.11.16 22:01buy792.1889.0588.3789.59
1852009.11.17 01:57close792.1889.1588.3789.59244.5322093.87
1862009.11.25 22:06buy802.2187.4886.8087.76
1872009.11.26 04:26close802.2187.4686.8087.76-50.5422043.33
1882009.12.15 23:15buy812.2089.66588.9989.96
1892009.12.16 01:47close812.2089.6988.9989.9661.3222104.65
1902009.12.17 22:22buy822.2189.8689.1890.38
1912009.12.17 23:30modify822.2189.8689.9090.38
1922009.12.17 23:52s/l822.2189.9089.9090.3898.3322202.98
1932010.01.06 22:15buy832.2292.32191.6492.75
1942010.01.07 02:18close832.2292.3991.6492.75165.8022368.78
1952010.01.07 22:03buy842.2493.1292.4493.41
1962010.01.07 23:20modify842.2493.1293.1693.41
1972010.01.08 01:04close842.2493.3993.1693.41647.6123016.39
1982010.01.14 22:03buy852.3090.8890.2091.82
1992010.01.14 22:36modify852.3090.8890.9291.82
2002010.01.15 00:15close852.3091.1290.9291.82605.7923622.18
2012010.01.15 00:30sell862.3691.2091.6390.79
2022010.01.15 04:01close862.3691.1491.6390.79155.3723777.55
2032010.01.21 22:15buy872.3890.2089.5291.89
2042010.01.21 22:34modify872.3890.2090.2491.89
2052010.01.21 23:13s/l872.3890.2490.2491.89105.5023883.05
2062010.01.22 00:47sell882.3990.4791.7490.06
2072010.01.22 02:08close882.3990.2991.7490.06476.4624359.51
2082010.02.01 23:03buy892.4490.6389.9590.95
2092010.02.02 01:36close892.4490.7089.9590.95188.3124547.82
2102010.02.03 23:00buy902.4590.99490.3191.29
2112010.02.04 04:05close902.4591.0590.3191.29150.6924698.51
2122010.02.04 23:52buy912.4789.0188.3390.67
2132010.02.05 02:01close912.4789.1588.3390.67387.8925086.40
2142010.02.18 00:30sell922.5191.3491.7790.63
2152010.02.18 01:32modify922.5191.3491.2890.63
2162010.02.18 05:55close922.5190.9591.2890.631076.3126162.71
2172010.02.19 00:45sell932.6291.76292.1990.77
2182010.02.19 11:49close932.6291.8092.1990.77-108.4526054.26
2192010.03.01 23:39buy942.6189.0488.3689.49
2202010.03.02 01:44close942.6189.1688.3689.49351.2826405.54
2212010.03.02 22:00buy952.6488.67588.0089.26
2222010.03.03 00:22close952.6488.7688.0089.26252.8226658.36
2232010.04.06 22:19buy962.6793.7493.0694.02
2242010.04.07 01:33close962.6793.8193.0694.02199.2326857.59
2252010.04.07 22:04buy972.6993.2192.5393.85
2262010.04.08 04:36close972.6993.3592.5393.85403.4327261.02
2272010.04.21 22:00buy982.7393.0592.3793.46
2282010.04.22 06:56close982.7392.8992.3793.46-470.2326790.79