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=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=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=0; 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 profit22909.35Gross profit27862.64Gross loss-4953.29
Profit factor5.63Expected payoff233.77
Absolute drawdown107.37Maximal drawdown1978.72 (7.62%)Relative drawdown11.99% (1686.59)
Total trades98Short positions (won %)19 (78.95%)Long positions (won %)79 (81.01%)
Profit trades (% of total)79 (80.61%)Loss trades (% of total)19 (19.39%)
Largestprofit trade1566.21loss trade-1015.46
Averageprofit trade352.69loss trade-260.70
Maximumconsecutive wins (profit in money)18 (5821.33)consecutive losses (loss in money)4 (-828.49)
Maximalconsecutive profit (count of wins)7444.58 (11)consecutive loss (count of losses)-1015.46 (1)
Averageconsecutive wins5consecutive 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 00:45sell20.9793.4293.8592.84
42009.01.06 00:47t/p11.0093.5793.2893.57352.6810352.68
52009.01.06 01:26modify20.9793.4293.3692.84
62009.01.06 03:12close20.9793.1093.3692.84333.4010686.08
72009.01.06 22:07buy31.0793.7493.0694.63
82009.01.06 22:38modify31.0793.7493.7894.63
92009.01.06 23:22s/l31.0793.7893.7894.6345.6410731.72
102009.01.06 23:31buy41.0793.7593.0794.63
112009.01.07 03:47close41.0793.8593.0794.63114.0110845.73
122009.01.07 23:15buy51.0892.5791.8993.12
132009.01.08 02:58modify51.0892.5792.6193.12
142009.01.08 03:00close51.0892.7592.6193.12209.6011055.33
152009.01.09 00:00buy61.1191.1590.4791.48
162009.01.09 02:17modify61.1191.1591.1991.48
172009.01.09 03:05close61.1191.4291.1991.48327.8311383.16
182009.01.12 22:47buy71.1488.9988.3190.09
192009.01.12 23:02modify71.1488.9989.0390.09
202009.01.12 23:08s/l71.1489.0389.0390.0951.2211434.38
212009.01.12 23:08buy81.1489.0288.3490.09
222009.01.13 00:42modify81.1489.0289.0690.09
232009.01.13 04:04close81.1489.5289.0690.09636.7312071.11
242009.01.13 22:00buy91.2189.1088.4289.89
252009.01.14 00:30modify91.2189.1089.1489.89
262009.01.14 00:30sell101.1789.2789.8688.88
272009.01.14 03:17close101.1789.3089.8688.88-39.3112031.80
282009.01.14 04:08close91.2189.4789.1489.89500.3912532.19
292009.01.14 22:02buy111.2588.9888.3089.54
302009.01.14 22:30modify111.2588.9889.0289.54
312009.01.14 23:06s/l111.2589.0289.0289.5456.1712588.36
322009.01.14 23:15buy121.2688.9788.2989.39
332009.01.14 23:22modify121.2688.9789.0189.39
342009.01.14 23:39s/l121.2689.0189.0189.3956.6212644.98
352009.01.14 23:45buy131.2688.9488.2689.39
362009.01.15 00:05modify131.2688.9488.9889.39
372009.01.15 00:39s/l131.2688.9888.9889.3956.6412701.62
382009.01.20 22:01buy141.2789.8989.2190.59
392009.01.21 03:04close141.2789.8589.2190.59-56.5412645.08
402009.01.22 23:16buy151.2688.8488.1489.36
412009.01.23 01:08modify151.2688.8488.8889.36
422009.01.23 01:23s/l151.2688.8888.8889.3656.7112701.79
432009.01.26 22:07buy161.2788.9288.2489.69
442009.01.26 23:13modify161.2788.9288.9689.69
452009.01.26 23:31s/l161.2788.9688.9689.6957.1012758.89
462009.01.27 22:00buy171.2888.6587.9789.37
472009.01.27 22:51modify171.2888.6588.6989.37
482009.01.28 02:39t/p171.2889.3788.6989.371031.2213790.11
492009.02.02 22:00buy181.3889.5788.8989.98
502009.02.02 23:36modify181.3889.5789.6189.98
512009.02.02 23:47s/l181.3889.6189.6189.9861.6013851.71
522009.02.03 00:12buy191.3989.5288.8489.98
532009.02.03 03:21close191.3989.4788.8489.98-77.6813774.03
542009.02.04 00:30sell201.3889.4189.8488.53
552009.02.04 09:53close201.3889.4789.8488.53-92.5413681.49
562009.02.04 22:31buy211.3789.5288.8489.78
572009.02.05 07:15close211.3789.4188.8489.78-168.5513512.94
582009.02.05 23:26buy221.3591.3089.7392.25
592009.02.06 08:12close221.3590.9789.7392.25-489.7213023.22
602009.02.09 22:27buy231.3091.4490.7691.77
612009.02.10 04:58close231.3091.4490.7691.770.0013023.22
622009.02.10 22:02buy241.3090.3189.6391.55
632009.02.11 00:32sell251.2490.3691.5690.06
642009.02.11 00:45modify241.3090.3190.3591.55
652009.02.11 01:07s/l241.3090.3590.3591.5557.5513080.77
662009.02.11 08:24close251.2490.2991.5690.0696.1313176.90
672009.02.11 22:13buy261.3290.3689.6890.77
682009.02.11 23:17modify261.3290.3690.4090.77
692009.02.11 23:20s/l261.3290.4090.4090.7758.4113235.31
702009.02.12 22:48buy271.3290.3989.7190.73
712009.02.12 23:10modify271.3290.3990.4390.73
722009.02.12 23:34t/p271.3290.7390.4390.73494.6513729.96
732009.02.13 00:36sell281.3791.0491.4790.23
742009.02.13 01:07modify281.3791.0490.9890.23
752009.02.13 03:16close281.3790.5590.9890.23741.3614471.32
762009.02.23 23:02buy291.4594.5993.9194.91
772009.02.24 04:10close291.4594.5293.9194.91-107.3814363.94
782009.02.26 22:05buy301.4498.3497.6698.72
792009.02.27 00:51modify301.4498.3498.3898.72
802009.02.27 02:12s/l301.4498.3898.3898.7258.5514422.49
812009.03.03 00:13buy311.4497.2496.5697.77
822009.03.03 00:38modify311.4497.2497.2897.77
832009.03.03 01:19s/l311.4497.2897.2897.7759.2114481.70
842009.03.05 00:00buy321.4599.0898.4099.45
852009.03.05 03:14close321.4599.2098.4099.45175.4014657.10
862009.03.05 23:00buy331.4798.2897.6099.34
872009.03.06 03:10close331.4798.2397.6099.34-74.8214582.28
882009.03.09 22:11buy341.4698.7498.0699.20
892009.03.10 01:51modify341.4698.7498.7899.20
902009.03.10 03:37close341.4699.1298.7899.20559.7315142.01
912009.03.10 23:22buy351.5198.5997.9198.94
922009.03.11 02:04modify351.5198.5998.6398.94
932009.03.11 03:25s/l351.5198.6398.6398.9461.2415203.25
942009.03.12 22:25buy361.5297.7696.6998.54
952009.03.13 04:18close361.5297.8796.6998.54170.8415374.09
962009.03.17 22:00buy371.5498.5197.8398.98
972009.03.18 01:53modify371.5498.5198.5598.98
982009.03.18 04:04s/l371.5498.5598.5598.9862.5115436.60
992009.03.18 22:04buy381.5496.0895.4098.08
1002009.03.18 22:29modify381.5496.0896.1298.08
1012009.03.18 22:48s/l381.5496.1296.1298.0864.0915500.69
1022009.03.20 00:40sell391.5594.6295.0593.49
1032009.03.20 06:14close391.5594.5395.0593.49147.5715648.26
1042009.03.24 00:42sell401.5697.1397.5696.53
1052009.03.24 01:37modify401.5697.1397.0796.53
1062009.03.24 02:12s/l401.5697.0797.0796.5396.4315744.69
1072009.03.24 22:09buy411.5797.8697.1898.43
1082009.03.25 01:31modify411.5797.8697.9098.43
1092009.03.25 03:00close411.5798.3497.9098.43766.3216511.01
1102009.03.30 22:00buy421.6597.1396.4597.56
1112009.03.31 01:01modify421.6597.1397.1797.56
1122009.03.31 01:01t/p421.6597.5697.1797.56727.2417238.25
1132009.03.31 22:50buy431.7298.9898.2099.37
1142009.04.01 02:50modify431.7298.9899.0299.37
1152009.04.01 02:55t/p431.7299.3799.0299.37675.0517913.30
1162009.04.02 00:00buy441.7998.52697.8599.07
1172009.04.02 00:31modify441.7998.52698.5799.07
1182009.04.02 02:07s/l441.7998.5798.5799.0779.9017993.20
1192009.04.07 23:07buy451.80100.3299.64100.87
1202009.04.08 00:19modify451.80100.32100.36100.87
1212009.04.08 00:33sell461.74100.51100.94100.21
1222009.04.08 03:24close461.74100.48100.94100.2151.9518045.15
1232009.04.08 03:31s/l451.80100.36100.36100.8771.7418116.89
1242009.04.08 22:05buy471.8199.6098.92100.37
1252009.04.08 23:26modify471.8199.6099.64100.37
1262009.04.09 01:19s/l471.8199.6499.64100.3772.6618189.55
1272009.04.22 23:09buy481.8297.8597.1798.34
1282009.04.23 00:04modify481.8297.8597.8998.34
1292009.04.23 03:12close481.8298.1997.8998.34630.2118819.76
1302009.04.23 22:00buy491.8897.8497.1698.44
1312009.04.23 23:34modify491.8897.8497.8898.44
1322009.04.24 00:43sell501.8498.1198.5497.62
1332009.04.24 01:56modify501.8498.1198.0597.62
1342009.04.24 01:57s/l491.8897.8897.8898.4476.8318896.59
1352009.04.24 05:06close501.8497.6898.0597.62809.9919706.58
1362009.04.30 22:18buy511.9798.5797.8999.00
1372009.05.01 02:09modify511.9798.5798.6199.00
1382009.05.01 03:05close511.9798.9298.6199.00697.0320403.61
1392009.05.05 00:11buy522.0498.7998.1199.49
1402009.05.05 08:06close522.0498.7898.1199.49-20.6520382.96
1412009.05.06 22:20buy532.0498.2597.5798.97
1422009.05.07 00:35modify532.0498.2598.2998.97
1432009.05.07 00:45sell541.9898.44698.8898.15
1442009.05.07 03:00close532.0498.6698.2998.97847.7621230.72
1452009.05.07 06:52close541.9898.4698.8898.15-28.1521202.57
1462009.05.11 22:30buy552.1297.35496.6797.67
1472009.05.11 23:50modify552.1297.35497.3997.67
1482009.05.12 00:23t/p552.1297.6797.3997.67685.9021888.47
1492009.05.12 00:30sell562.1997.54897.9897.24
1502009.05.12 04:10close562.1997.3997.9897.24355.2922243.76
1512009.05.13 22:00buy572.2295.51894.8496.35
1522009.05.14 03:55close572.2295.4694.8496.35-134.8822108.88
1532009.05.15 00:30sell582.2195.9596.3895.41
1542009.05.15 04:09close582.2195.8496.3895.41253.6522362.53
1552009.05.19 23:30buy592.2495.98495.3096.37
1562009.05.20 01:52modify592.2495.98496.0296.37
1572009.05.20 02:50s/l592.2496.0296.0296.3783.9922446.52
1582009.05.20 22:07buy602.2494.8794.1996.11
1592009.05.21 00:36sell612.1494.9295.4294.64
1602009.05.21 02:18modify612.1494.9294.8694.64
1612009.05.21 02:22t/p612.1494.6494.8694.64633.1423079.66
1622009.05.21 06:20close602.2494.5594.1996.11-758.1222321.54
1632009.05.22 00:32sell622.2394.4595.2893.93
1642009.05.22 01:12modify622.2394.4594.3993.93
1652009.05.22 02:54t/p622.2393.9394.3993.931234.5423556.08
1662009.05.28 23:45buy632.3696.80396.1297.05
1672009.05.29 00:56modify632.3696.80396.8497.05
1682009.05.29 01:05s/l632.3696.8496.8497.0590.1723646.25
1692009.06.02 22:00buy642.3695.66394.9896.18
1702009.06.03 04:02close642.3695.7094.9896.1891.2423737.49
1712009.06.04 23:59buy652.3796.5995.9196.98
1722009.06.05 04:34close652.3796.6895.9196.98220.6223958.11
1732009.06.17 00:10buy662.4096.3795.6996.71
1742009.06.17 03:36modify662.4096.3796.4196.71
1752009.06.17 03:37close662.4096.6096.4196.71571.4324529.54
1762009.06.17 22:21buy672.4595.6494.9696.22
1772009.06.18 00:18modify672.4595.6495.6896.22
1782009.06.18 00:38s/l672.4595.6895.6896.22102.4424631.98
1792009.07.07 22:00buy682.4694.78394.1095.32
1802009.07.08 05:51close682.4694.6294.1095.32-423.7824208.20
1812009.07.22 22:15buy692.4293.5392.8593.87
1822009.07.23 03:02close692.4293.6192.8593.87206.8224415.02
1832009.07.23 23:30buy702.4494.97294.2995.31
1842009.07.24 01:41modify702.4494.97295.0195.31
1852009.07.24 02:15s/l702.4495.0195.0195.3197.5924512.61
1862009.07.30 22:08buy712.4595.5694.8895.90
1872009.07.31 07:06close712.4595.3894.8895.90-462.3624050.25
1882009.09.01 22:30buy722.4192.87692.2093.44
1892009.09.02 04:32close722.4192.8992.2093.4436.3224086.57
1902009.09.16 22:57buy732.4190.8290.1491.37
1912009.09.17 02:15modify732.4190.8290.8691.37
1922009.09.17 03:01close732.4191.0790.8691.37661.5824748.15
1932009.09.24 00:39sell742.4791.4091.8390.80
1942009.09.24 03:04close742.4791.3191.8390.80243.4624991.61
1952009.10.14 00:11buy752.5089.6488.9690.04
1962009.10.14 02:19modify752.5089.6489.6890.04
1972009.10.14 04:05s/l752.5089.6889.6890.04111.5125103.12
1982009.10.20 22:10buy762.5190.6890.0091.08
1992009.10.21 02:49modify762.5190.6890.7291.08
2002009.10.21 03:02close762.5190.8390.7291.08414.5125517.63
2012009.10.21 23:01buy772.5590.8890.2091.23
2022009.10.22 03:31close772.5590.9990.2091.23308.2825825.91
2032009.11.04 23:15buy782.5890.80690.1391.28
2042009.11.05 08:33close782.5890.4590.1391.28-1015.4624810.45
2052009.11.16 22:01buy792.4889.0588.3789.59
2062009.11.17 07:50close792.4889.1188.3789.59166.9824977.43
2072009.11.25 22:06buy802.5087.4886.8087.76
2082009.11.26 04:26close802.5087.4686.8087.76-57.1724920.26
2092009.12.15 23:15buy812.4989.66588.9989.96
2102009.12.16 10:23close812.4989.5888.9989.96-236.2724683.99
2112009.12.17 22:22buy822.4789.8689.1890.38
2122009.12.17 23:30modify822.4789.8689.9090.38
2132009.12.17 23:52s/l822.4789.9089.9090.38109.9024793.89
2142010.01.06 22:15buy832.4892.32191.6492.75
2152010.01.07 03:53close832.4892.4091.6492.75212.0325005.92
2162010.01.07 22:03buy842.5093.1292.4493.41
2172010.01.07 23:20modify842.5093.1293.1693.41
2182010.01.08 01:04t/p842.5093.4193.1693.41776.1525782.07
2192010.01.14 22:03buy852.5890.8890.2091.82
2202010.01.14 22:36modify852.5890.8890.9291.82
2212010.01.15 00:30sell862.5491.2091.6390.79
2222010.01.15 03:02close852.5891.2990.9291.821158.7226940.79
2232010.01.15 04:01close862.5491.1491.6390.79167.2227108.01
2242010.01.21 22:15buy872.7190.2089.5291.89
2252010.01.21 22:34modify872.7190.2090.2491.89
2262010.01.21 23:13s/l872.7190.2490.2491.89120.1227228.13
2272010.01.22 00:47sell882.7290.4791.7490.06
2282010.01.22 02:08modify882.7290.4790.4190.06
2292010.01.22 02:19t/p882.7290.0690.4190.061238.2928466.42
2302010.02.01 23:03buy892.8590.6389.9590.95
2312010.02.02 02:16modify892.8590.6390.6790.95
2322010.02.02 03:33close892.8590.8290.6790.95596.2329062.65
2332010.02.03 23:00buy902.9190.99490.3191.29
2342010.02.04 04:05close902.9191.0590.3191.29178.9829241.63
2352010.02.04 23:52buy912.9289.0188.3390.67
2362010.02.05 02:02modify912.9289.0189.0590.67
2372010.02.05 03:13close912.9289.4989.0590.671566.2130807.84
2382010.02.18 00:30sell923.0891.3491.7790.63
2392010.02.18 01:32modify923.0891.3491.2890.63
2402010.02.18 05:55close923.0890.9591.2890.631320.7332128.57
2412010.02.19 00:45sell933.2191.76292.1990.77
2422010.02.19 11:49close933.2191.8092.1990.77-132.8831995.69
2432010.03.01 23:39buy943.2089.0488.3689.49
2442010.03.02 03:00close943.2089.1988.3689.49538.1832533.87
2452010.03.02 22:00buy953.2588.67588.0089.26
2462010.03.03 01:00modify953.2588.67588.7289.26
2472010.03.03 01:39s/l953.2588.7288.7289.26164.8432698.71
2482010.04.06 22:19buy963.2793.7493.0694.02
2492010.04.07 04:25close963.2793.82493.0694.02292.7632991.47
2502010.04.07 22:04buy973.3093.2192.5393.85
2512010.04.08 04:36close973.3093.3592.5393.85494.9133486.38
2522010.04.21 22:00buy983.3593.0592.3793.46
2532010.04.22 06:56close983.3592.8992.3793.46-577.0332909.35