Strategy Tester Report
PROSPEC_VZR_Ver2.03
FXDDMalta-MT4 Live Server 3 (Build 226)

通貨ペアCADJPY (Canadian Dollar vs. Japanese Yen)
期間5分足(M5) 2009.01.26 06:05 - 2010.04.29 23:55 (2009.01.01 - 2010.04.30)
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=7; 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=55; ChannelPeriodSLBuy=210; ChannelDistanceSLBuy=0; TPBuy=200; AutoTPBuy=true; ChannelPeriodTPBuy=210; ChannelDistanceTPBuy=-5; StartHourBuy=21; StartMinuteBuy=15; EndHourBuy=22; EndMinuteBuy=45; MainasuDemoCloseBuy=true; MainasuDemoCloseStartHourBuy=21; MainasuDemoCloseStartMinuteBuy=15; MainasuDemoClosePointBuy=1; CloseStartHourBuy=23; CloseStartMinuteBuy=45; CloseEndHourBuy=24; CloseEndMinuteBuy=0; CloseProfitPipsBuy=0; ExtraCloseBuy=false; ExtraCloseTimeBuy=5; UseBreakEvenBuy=true; BEStepBuy=18; BEPointBuy=8; UseTrailingStopBuy=false; TStepBuy=15; OP1Buy=100; OP2Buy=27; OP3Buy=0; OP4Buy=6; BB_PeriodBuy=10; UseRSIBuy=false; RSIBuy=45; RSI_PeriodBuy=5; sell_parameters="-------------sell parameters-------------"; SellComment="VZR_Ver2.02 sell"; Sell=true; SLSell=0; AutoSLSell=true; MinSLSell=40; ChannelPeriodSLSell=270; ChannelDistanceSLSell=0; TPSell=200; AutoTPSell=true; ChannelPeriodTPSell=390; ChannelDistanceTPSell=0; StartHourSell=21; StartMinuteSell=0; EndHourSell=22; EndMinuteSell=45; MainasuDemoCloseSell=true; MainasuDemoCloseStartHourSell=21; MainasuDemoCloseStartMinuteSell=0; MainasuDemoClosePointSell=1; CloseStartHourSell=21; CloseStartMinuteSell=30; CloseEndHourSell=24; CloseEndMinuteSell=0; CloseProfitPipsSell=3; ExtraCloseSell=false; ExtraCloseTimeSell=5; UseBreakEvenSell=true; BEStepSell=14; BEPointSell=5; UseTrailingStopSell=false; TStepSell=0; OP1Sell=100; OP2Sell=29; OP3Sell=-2; OP4Sell=8; BB_PeriodSell=10; UseRSISell=false; RSISell=65; RSI_PeriodSell=5;
Bars in test91517Ticks modelled15295213Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit12909.48Gross profit14264.90Gross loss-1355.42
Profit factor10.52Expected payoff129.09
Absolute drawdown370.58Maximal drawdown1467.99 (8.66%)Relative drawdown8.66% (1467.99)
Total trades100Short positions (won %)65 (100.00%)Long positions (won %)35 (91.43%)
Profit trades (% of total)97 (97.00%)Loss trades (% of total)3 (3.00%)
Largestprofit trade710.54loss trade-1135.63
Averageprofit trade147.06loss trade-451.81
Maximumconsecutive wins (profit in money)45 (6840.97)consecutive losses (loss in money)1 (-1135.63)
Maximalconsecutive profit (count of wins)6840.97 (45)consecutive loss (count of losses)-1135.63 (1)
Averageconsecutive wins32consecutive 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
12009.01.28 01:37sell11.0072.7473.2172.06
22009.01.28 03:52modify11.0072.7472.7072.06
32009.01.28 03:54close11.0072.5972.7072.06163.4810163.48
42009.01.29 01:44sell21.0274.7375.2073.96
52009.01.29 01:51close21.0274.7075.2073.9633.3510196.83
62009.02.03 01:00buy31.0271.8971.2772.11
72009.02.03 04:13close31.0271.9171.2772.1122.2410219.07
82009.02.04 00:23sell41.0272.6473.1171.49
92009.02.04 01:42close41.0272.6173.1171.4933.3610252.43
102009.02.06 00:15buy51.0374.0373.4174.89
112009.02.06 02:45close51.0374.0873.4174.8956.1510308.58
122009.02.10 00:21sell61.0375.2375.7074.69
132009.02.10 00:40close61.0375.2075.7074.6933.6810342.26
142009.02.10 01:25sell71.0375.2675.7374.74
152009.02.10 01:29close71.0375.2375.7374.7433.6810375.94
162009.02.11 00:40sell81.0472.6473.8272.15
172009.02.11 08:42close81.0472.5573.8272.15102.0210477.96
182009.02.12 00:12sell91.0572.8673.3372.03
192009.02.12 01:30close91.0572.8373.3372.0334.3410512.30
202009.02.13 00:00sell101.0572.9473.4172.01
212009.02.13 02:41close101.0572.9473.4172.010.0010512.30
222009.02.19 01:20buy111.0574.3573.7374.52
232009.02.19 03:48close111.0574.5073.7374.52171.7210684.02
242009.02.25 00:54buy121.0777.8177.1978.07
252009.02.25 02:28modify121.0777.8177.8978.07
262009.02.25 02:45close121.0777.9377.8978.07139.9910824.01
272009.02.26 00:38buy131.0877.5476.9278.06
282009.02.26 02:45close131.0877.6476.9278.06117.7510941.76
292009.03.03 00:17buy141.0975.3374.7175.89
302009.03.03 04:14close141.0975.4674.7175.89154.4911096.25
312009.03.04 00:24buy151.1176.0275.4076.31
322009.03.04 02:45close151.1176.1175.4076.31108.9211205.17
332009.03.05 00:53buy161.1277.6477.0278.00
342009.03.05 00:58modify161.1277.6477.7278.00
352009.03.05 02:29s/l161.1277.7277.7278.0097.6911302.86
362009.03.11 00:00sell171.1377.1077.5776.58
372009.03.11 00:14modify171.1377.1077.0676.58
382009.03.11 00:14s/l171.1377.0677.0676.5849.2711352.13
392009.03.12 01:21sell181.1475.8576.3275.25
402009.03.12 01:23close181.1475.8276.3275.2537.2711389.40
412009.03.12 01:40sell191.1475.8576.3275.25
422009.03.12 01:46close191.1475.8276.3275.2537.2711426.67
432009.03.13 01:42buy201.1476.3075.6876.58
442009.03.13 04:13modify201.1476.3076.3876.58
452009.03.13 04:17t/p201.1476.5876.3876.58348.0111774.68
462009.03.19 00:24buy211.1876.9376.1877.26
472009.03.19 01:04modify211.1876.9377.0177.26
482009.03.19 01:25s/l211.1877.0177.0177.26102.9211877.60
492009.03.19 01:27buy221.1977.0176.3977.26
502009.03.19 02:12modify221.1977.0177.0977.26
512009.03.19 02:44t/p221.1977.2677.0977.26324.3612201.96
522009.03.24 01:20buy231.2279.17278.5579.51
532009.03.24 02:45close231.2279.25178.5579.51105.0812307.04
542009.03.25 01:15sell241.2379.5980.2279.26
552009.03.25 03:56close241.2379.5780.2279.2626.8112333.85
562009.03.31 00:18sell251.2377.0477.5176.71
572009.03.31 00:32close251.2377.0177.5176.7140.2212374.07
582009.03.31 01:01sell261.2477.29977.7776.71
592009.03.31 01:02modify261.2477.29977.2676.71
602009.03.31 01:02close261.2477.07177.2676.71308.1412682.21
612009.03.31 01:02sell271.2777.36677.8476.71
622009.03.31 01:03modify271.2777.36677.3376.71
632009.03.31 01:03close271.2777.07877.3376.71398.6513080.86
642009.03.31 01:04sell281.3177.33577.8176.71
652009.03.31 01:04modify281.3177.33577.3076.71
662009.03.31 01:04close281.3177.06377.3076.71388.3613469.22
672009.03.31 01:05sell291.3577.26577.7476.71
682009.03.31 01:06modify291.3577.26577.2376.71
692009.03.31 01:06close291.3577.06977.2376.71288.3913757.61
702009.03.31 01:06sell301.3877.23577.7176.71
712009.03.31 01:07modify301.3877.23577.2076.71
722009.03.31 01:07close301.3877.09377.2076.71213.5813971.19
732009.03.31 01:07sell311.4077.23777.7176.71
742009.03.31 01:08modify311.4077.23777.2076.71
752009.03.31 01:08close311.4077.08177.2076.71238.0414209.23
762009.03.31 01:08sell321.4277.23177.7076.71
772009.03.31 01:10modify321.4277.23177.1976.71
782009.03.31 01:10close321.4277.05777.1976.71269.3014478.53
792009.03.31 01:10sell331.4577.25177.7276.71
802009.03.31 01:11modify331.4577.25177.2176.71
812009.03.31 01:11close331.4577.06177.2176.71300.2714778.80
822009.03.31 01:12sell341.4877.25777.7376.71
832009.03.31 01:12modify341.4877.25777.2276.71
842009.03.31 01:12close341.4877.05677.2276.71324.2315103.03
852009.03.31 01:13sell351.5177.25877.7376.71
862009.03.31 01:13modify351.5177.25877.2276.71
872009.03.31 01:13close351.5177.0777.2276.71309.4115412.44
882009.03.31 01:14sell361.5477.2677.7376.71
892009.03.31 01:14modify361.5477.2677.2276.71
902009.03.31 01:14close361.5477.07477.2276.71312.2015724.64
912009.03.31 01:15sell371.5777.25777.7376.71
922009.03.31 01:19modify371.5777.25777.2276.71
932009.03.31 01:19close371.5777.0877.2276.71302.8816027.52
942009.03.31 01:20sell381.6077.1777.6476.71
952009.03.31 01:21close381.6077.09377.6476.71134.2816161.80
962009.03.31 01:22sell391.6277.1577.6276.71
972009.03.31 01:22close391.6277.09977.6276.7190.0516251.85
982009.03.31 01:23sell401.6377.14577.6276.71
992009.03.31 01:23close401.6377.1077.6276.7179.9416331.79
1002009.03.31 01:24sell411.6377.13877.6176.71
1012009.03.31 01:24close411.6377.09977.6176.7169.2916401.08
1022009.03.31 01:25sell421.6477.13877.6176.71
1032009.03.31 01:29close421.6477.1077.6176.7167.9316469.01
1042009.04.02 00:45sell431.6578.35778.8377.72
1052009.04.02 00:50close431.6578.3278.8377.7266.5416535.55
1062009.04.03 00:30sell441.6580.46980.9479.88
1072009.04.03 01:09close441.6580.4380.9479.8870.1316605.68
1082009.04.07 00:45buy451.6681.4180.7981.54
1092009.04.07 01:00t/p451.6681.5480.7981.54235.2916840.97
1102009.04.07 01:30buy461.6881.3280.7081.54
1112009.04.07 02:59s/l461.6880.7080.7081.54-1135.6315705.34
1122009.04.08 01:30sell471.5781.4081.8780.93
1132009.04.08 02:22close471.5781.3681.8780.9368.4415773.78
1142009.04.15 00:30buy481.5881.31680.7081.54
1152009.04.15 01:46modify481.5881.31681.4081.54
1162009.04.15 02:10s/l481.5881.4081.4081.54144.7115918.49
1172009.04.16 01:17buy491.5982.4181.7982.67
1182009.04.16 03:04close491.5982.5281.7982.67190.6916109.18
1192009.04.17 00:30buy501.6182.02781.4182.20
1202009.04.17 02:06t/p501.6182.2081.4182.20303.6716412.85
1212009.04.23 01:06sell511.6479.1079.5778.72
1222009.04.23 02:57close511.6479.0779.5778.7253.6316466.48
1232009.04.24 00:10sell521.6580.1780.6479.49
1242009.04.24 00:39close521.6580.1380.6479.4971.9316538.41
1252009.04.24 00:47sell531.6580.2080.6779.54
1262009.04.24 00:52close531.6580.1780.6779.5453.9516592.36
1272009.04.28 01:41buy541.6679.1978.5779.49
1282009.04.28 04:06close541.6679.3478.5779.49271.4816863.84
1292009.05.05 00:53sell551.6984.3584.8283.77
1302009.05.05 01:16close551.6984.3284.8283.7755.2616919.10
1312009.05.08 00:02sell561.6984.6985.1684.13
1322009.05.08 01:43close561.6984.6685.1684.1355.2616974.36
1332009.05.14 00:30sell571.7081.22782.0180.88
1342009.05.14 01:00close571.7081.1982.0180.8868.5517042.91
1352009.05.15 01:05sell581.7081.9882.4581.32
1362009.05.15 02:52close581.7081.9482.4581.3274.1217117.03
1372009.05.22 00:03sell591.7183.0883.5582.43
1382009.05.22 00:49close591.7183.0583.5582.4355.9117172.94
1392009.06.03 00:03sell601.7288.5989.0688.29
1402009.06.03 00:30close601.7288.49989.0688.29170.6017343.54
1412009.06.04 00:22buy611.7386.2985.6786.54
1422009.06.04 01:59modify611.7386.2986.3786.54
1432009.06.04 02:03t/p611.7386.5486.3786.54471.5417815.08
1442009.06.05 00:38buy621.7887.9987.3788.28
1452009.06.05 04:37close621.7888.0487.3788.2897.0317912.11
1462009.06.17 00:29buy631.7984.9184.2985.15
1472009.06.17 03:36modify631.7984.9184.9985.15
1482009.06.17 03:38t/p631.7985.1584.9985.15468.4318380.54
1492009.06.26 00:00sell641.8483.0783.5482.66
1502009.06.26 02:02close641.8483.0483.5482.6660.1718440.71
1512009.07.07 01:30buy651.8482.0881.4682.21
1522009.07.07 02:45close651.8482.0981.4682.2120.0618460.77
1532009.07.14 01:15sell661.8580.84481.3179.89
1542009.07.14 02:01close661.8580.8181.3179.8968.5618529.33
1552009.07.16 01:15buy671.8584.4983.8784.86
1562009.07.16 02:49close671.8584.5083.8784.8620.1718549.50
1572009.07.17 01:16buy681.8583.8583.2384.03
1582009.07.17 08:43close681.8583.8583.2384.030.0018549.50
1592009.07.21 01:30buy691.8584.9684.3485.21
1602009.07.21 02:45close691.8585.03684.3485.21153.3018702.80
1612009.07.24 01:40sell701.8787.3287.7986.95
1622009.07.24 01:51close701.8787.2987.7986.9561.1518763.95
1632009.07.29 00:11sell711.8887.4687.9386.22
1642009.07.29 00:36close711.8887.4387.9386.2261.4718825.42
1652009.08.14 00:00sell721.8887.7888.2587.22
1662009.08.14 00:49close721.8887.7588.2587.2261.4818886.90
1672009.08.20 00:01sell731.8985.9386.4084.91
1682009.08.20 01:08close731.8985.9086.4084.9161.8018948.70
1692009.08.28 00:25buy741.8985.9585.3386.24
1702009.08.28 02:35close741.8986.0885.3386.24267.8819216.58
1712009.09.01 01:21buy751.9284.9184.2985.11
1722009.09.01 04:01modify751.9284.9184.9985.11
1732009.09.01 04:01t/p751.9285.1184.9985.11418.7119635.29
1742009.09.09 00:00sell761.9685.57386.0485.21
1752009.09.09 00:34close761.9685.5486.0485.2170.5019705.79
1762009.09.10 00:00sell771.9785.3285.7984.87
1772009.09.10 00:45close771.9785.2985.7984.8764.4219770.21
1782009.10.14 00:02sell781.9886.9587.4286.47
1792009.10.14 04:32close781.9886.8387.4286.47258.9920029.20
1802009.10.15 00:00sell792.0087.33587.8186.74
1812009.10.15 00:30close792.0087.28887.8186.74102.4620131.66
1822009.10.29 00:15buy802.0183.90983.2984.18
1832009.10.29 02:46close802.0183.9183.2984.182.1920133.85
1842009.11.04 01:04sell812.0184.7285.1983.82
1852009.11.04 01:50close812.0184.6985.1983.8265.7320199.58
1862009.11.11 00:05sell822.0285.6486.1184.92
1872009.11.11 00:30close822.0285.6186.1184.9266.0520265.63
1882009.12.01 00:00sell832.0381.84782.3281.21
1892009.12.01 00:29modify832.0381.84781.8181.21
1902009.12.01 00:30close832.0381.7181.8181.21303.2520568.88
1912009.12.02 00:18buy842.0682.8082.1883.02
1922009.12.02 02:45close842.0682.8582.1883.02112.3620681.24
1932009.12.04 00:24buy852.0783.61482.9983.78
1942009.12.04 09:43close852.0783.5582.9983.78-144.5220536.72
1952009.12.09 00:29sell862.0583.1483.6182.72
1962009.12.09 01:50close862.0583.1183.6182.7267.0720603.79
1972010.01.08 01:15sell872.0690.42390.8989.83
1982010.01.08 02:27close872.0690.3990.8989.8374.1120677.90
1992010.01.15 00:15sell882.0789.0289.4988.57
2002010.01.15 03:56close882.0789.0289.4988.570.0020677.90
2012010.02.05 00:27buy892.0782.9182.2983.18
2022010.02.05 02:02modify892.0782.9182.9983.18
2032010.02.05 02:04close892.0783.1382.9983.18496.6721174.57
2042010.02.09 00:15buy902.1283.0982.4783.47
2052010.02.09 03:17close902.1283.1682.4783.47161.8521336.42
2062010.02.10 01:00sell912.1384.12684.6083.06
2072010.02.10 06:25modify912.1384.12684.0983.06
2082010.02.10 08:23close912.1383.8284.0983.06710.5422046.96
2092010.02.18 00:08sell922.2087.3287.7986.60
2102010.02.18 00:32close922.2087.2987.7986.6071.9622118.92
2112010.02.19 00:38sell932.2187.7788.2486.92
2122010.02.19 00:40close932.2187.7488.2486.9272.3022191.22
2132010.02.19 00:42sell942.2287.7788.2486.92
2142010.02.19 00:46close942.2287.7488.2486.9272.6222263.84
2152010.04.06 00:02sell952.2394.1894.6593.87
2162010.04.06 02:41close952.2394.1594.6593.8772.9422336.78
2172010.04.21 00:34sell962.2393.3793.8493.14
2182010.04.21 01:25close962.2393.3493.8493.1472.9622409.74
2192010.04.23 00:42buy972.2493.3692.7493.56
2202010.04.23 10:20close972.2493.3792.7493.5624.4322434.17
2212010.04.28 00:26buy982.2491.5290.9092.14
2222010.04.28 01:22modify982.2491.5291.6092.14
2232010.04.28 01:30sell992.1991.7392.2091.16
2242010.04.28 01:44close992.1991.7092.2091.1671.6522505.82
2252010.04.28 02:45close982.2491.71691.6092.14478.9322984.75
2262010.04.29 01:39buy1002.3093.0792.4593.39
2272010.04.29 08:29close1002.3093.0492.4593.39-75.2722909.48