Strategy Tester Report
PROSPEC_VZR_Ver1.3
FXDD-MT4 Live Server (Build 224)

通貨ペアEURAUD (Euro vs. Australian Dollar)
期間15分足(M15) 2008.04.07 01:00 - 2009.06.29 23:45 (2008.04.05 - 2009.06.30)
モデルEvery tick (the most precise method based on all available least timeframes)
パラメーターMagicNumber=5555; HedgeMode=false; MM=30; Lots=0.2; SL=75; TP=120; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=5; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=15; UseBreakEven=true; BEStep=110; BEPoint=20; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=30; OP2=43; OP3=-12; OP4=-12; OP5=20; EAComment="VZR_EURAUD_OP1";
Bars in test31247Ticks modelled14378347Modelling quality90.00%
Mismatched charts errors3
Initial deposit10000.00
Total net profit1728849.33Gross profit3043877.73Gross loss-1315028.40
Profit factor2.31Expected payoff6833.40
Absolute drawdown263.96Maximal drawdown165778.22 (9.70%)Relative drawdown59.17% (159487.54)
Total trades253Short positions (won %)150 (76.67%)Long positions (won %)103 (84.47%)
Profit trades (% of total)202 (79.84%)Loss trades (% of total)51 (20.16%)
Largestprofit trade72763.60loss trade-66808.35
Averageprofit trade15068.70loss trade-25784.87
Maximumconsecutive wins (profit in money)23 (686150.63)consecutive losses (loss in money)2 (-93692.33)
Maximalconsecutive profit (count of wins)686150.63 (23)consecutive loss (count of losses)-93692.33 (2)
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
12008.04.07 01:01sell13.001.70751.71581.6955
22008.04.07 01:40close13.001.70451.71581.6955719.9110719.91
32008.04.07 01:40buy23.221.70451.69621.7165
42008.04.07 02:23close23.221.70641.69621.7165489.0711208.98
52008.04.08 00:00sell33.361.69661.70491.6846
62008.04.08 02:17close33.361.69511.70491.6846403.1511612.13
72008.04.09 00:00buy43.481.68641.67811.6984
82008.04.09 03:24close43.481.68711.67811.6984194.7311806.86
92008.04.10 00:00sell53.541.70451.71281.6925
102008.04.10 00:13close53.541.70271.71281.6925509.7012316.56
112008.04.10 00:13buy63.691.70271.69441.7147
122008.04.10 00:31close63.691.70431.69441.7147471.9712788.53
132008.04.15 00:02buy73.841.70741.69911.7194
142008.04.15 02:59close73.841.70911.69911.7194521.8413310.37
152008.04.16 00:00buy83.991.70401.69571.7160
162008.04.16 03:29close83.991.70461.69571.7160191.3813501.75
172008.04.18 00:35sell94.051.69831.70661.6863
182008.04.18 01:53close94.051.69681.70661.6863485.9413987.69
192008.04.21 01:06sell104.201.69411.70241.6821
202008.04.21 01:53close104.201.69261.70241.6821503.9414491.63
212008.04.21 01:53buy114.351.69261.68431.7046
222008.04.21 02:45close114.351.69301.68431.7046139.1014630.73
232008.04.22 00:00buy124.391.68791.67961.6999
242008.04.22 01:12close124.391.68921.67961.6999456.2115086.94
252008.04.22 01:45buy134.531.68761.67931.6996
262008.04.22 04:30close134.531.68751.67931.6996-36.2115050.73
272008.04.24 01:45sell144.521.67571.68401.6637
282008.04.24 03:54close144.521.67511.68401.6637216.9315267.66
292008.04.25 01:45sell154.581.67151.67981.6595
302008.04.25 02:51close154.581.66831.67981.65951172.3416440.00
312008.04.28 01:01buy164.931.67221.66391.6842
322008.04.28 05:32close164.931.67221.66391.68420.0016440.00
332008.04.29 00:00sell174.931.66751.67581.6555
342008.04.29 08:17close174.931.67081.67581.6555-1301.3615138.64
352008.04.30 00:46sell184.541.66931.67761.6573
362008.04.30 04:35close184.541.66851.67761.6573290.5615429.20
372008.05.01 00:01sell194.631.65571.66401.6437
382008.05.01 03:12close194.631.65561.66401.643737.0415466.24
392008.05.02 00:00sell204.641.65721.66551.6452
402008.05.02 04:30close204.641.65731.66551.6452-37.1215429.12
412008.05.05 01:00sell214.631.65061.65891.6386
422008.05.05 03:54close214.631.65001.65891.6386222.2415651.36
432008.05.07 00:16buy224.701.63441.62611.6464
442008.05.07 01:49close224.701.63471.62611.6464112.7315764.09
452008.05.08 00:07sell234.731.63471.64301.6227
462008.05.08 04:30close234.731.63351.64301.6227454.0816218.17
472008.05.09 00:07buy244.871.63111.62281.6431
482008.05.09 00:35close244.871.63191.62281.6431311.4816529.65
492008.05.13 00:03buy254.961.64081.63251.6528
502008.05.13 01:48close254.961.64211.63251.6528515.5217045.17
512008.05.13 01:48sell265.111.64211.65041.6301
522008.05.13 02:34close265.111.64081.65041.6301531.4417576.61
532008.05.15 00:15sell275.271.65691.66521.6449
542008.05.15 08:30close275.271.66041.66521.6449-1475.6016101.01
552008.05.16 00:06buy284.831.64261.63431.6546
562008.05.16 01:09close284.831.64371.63431.6546424.7816525.79
572008.05.19 01:45buy294.961.63241.62411.6444
582008.05.19 03:05close294.961.63291.62411.6444198.2816724.07
592008.05.21 00:00buy305.021.63231.62401.6443
602008.05.21 02:38close305.021.63401.62401.6443682.3017406.37
612008.05.23 00:00sell315.221.64561.65391.6336
622008.05.23 00:14close315.221.64291.65391.63361127.5218533.89
632008.05.23 00:14buy325.561.64291.63461.6549
642008.05.23 03:07close325.561.64341.63461.6549222.2618756.15
652008.05.28 00:01buy335.631.63701.62871.6490
662008.05.28 02:46close335.631.63671.62871.6490-135.0318621.12
672008.05.30 00:16sell345.591.62401.63231.6120
682008.05.30 01:27close345.591.62231.63231.6120760.2419381.36
692008.06.03 00:00buy355.811.62661.61831.6386
702008.06.03 02:01close355.811.62871.61831.6386975.4720356.83
712008.06.04 01:07sell366.111.62331.63161.6113
722008.06.04 04:30close366.111.62151.63161.6113879.8421236.67
732008.06.05 00:00sell376.371.61321.62151.6012
742008.06.05 02:30close376.371.61241.62151.6012407.6821644.35
752008.06.06 00:43sell386.491.62661.63491.6146
762008.06.06 01:19close386.491.62621.63491.6146207.6821852.03
772008.06.09 01:15sell396.561.64071.64901.6287
782008.06.09 03:00close396.561.64021.64901.6287262.4022114.43
792008.06.10 01:09buy406.631.64671.63841.6587
802008.06.10 07:59close406.631.64311.63841.6587-1908.2520206.18
812008.06.11 00:36sell416.061.63571.64401.6237
822008.06.11 00:56close416.061.63401.64401.6237824.1621030.34
832008.06.20 00:15sell426.311.63071.63901.6187
842008.06.20 04:03close426.311.63131.63901.6187-302.8820727.46
852008.06.26 00:00buy436.221.63221.62391.6442
862008.06.26 00:40close436.221.63351.62391.6442646.4721373.93
872008.06.26 00:40sell446.411.63351.64181.6215
882008.06.26 01:45close446.411.63311.64181.6215205.1221579.05
892008.06.27 00:00sell456.471.64811.65641.6361
902008.06.27 01:44close456.471.64701.65641.6361569.3622148.41
912008.07.02 00:00buy466.641.65381.64551.6658
922008.07.02 03:38close466.641.65431.64551.6658265.4322413.84
932008.07.03 00:00sell476.721.65071.65901.6387
942008.07.03 03:00close476.721.64981.65901.6387483.8422897.68
952008.07.08 00:00buy486.871.64441.63611.6564
962008.07.08 02:08close486.871.64501.63611.6564329.5523227.23
972008.07.10 00:26sell496.971.64681.65511.6348
982008.07.10 02:59close496.971.64591.65511.6348501.8423729.07
992008.07.18 00:45buy507.121.63011.62181.6421
1002008.07.18 04:50close507.121.62981.62181.6421-170.7723558.30
1012008.07.23 00:00buy517.071.62501.61671.6370
1022008.07.23 02:36close517.071.62471.61671.6370-169.5723388.73
1032008.07.25 00:00buy527.021.63491.62661.6469
1042008.07.25 02:02close527.021.63531.62661.6469224.5023613.23
1052008.07.28 01:02sell537.081.64421.65251.6322
1062008.07.28 07:17close537.081.64591.65251.6322-963.0022650.23
1072008.08.04 01:00sell546.801.67401.68231.6620
1082008.08.04 04:45close546.801.67431.68231.6620-163.2222487.01
1092008.08.05 00:03sell556.751.67611.68441.6641
1102008.08.05 01:30close556.751.67591.68441.6641108.0022595.01
1112008.08.06 00:00buy566.781.68711.67881.6991
1122008.08.06 04:22close566.781.68671.67881.6991-216.8222378.19
1132008.08.08 00:45sell576.711.69191.70021.6799
1142008.08.08 02:25close576.711.68991.70021.67991073.6023451.79
1152008.08.12 00:00buy587.041.68701.67871.6990
1162008.08.12 01:00close587.041.68931.67871.69901294.5524746.34
1172008.08.12 01:00sell597.421.68931.69761.6773
1182008.08.12 01:38close597.421.68761.69761.67731009.1225755.46
1192008.08.12 01:38buy607.731.68761.67931.6996
1202008.08.12 01:54close607.731.68961.67931.69961236.0326991.49
1212008.08.12 01:54sell618.101.68961.69791.6776
1222008.08.12 02:19close618.101.68771.69791.67761231.2028222.69
1232008.08.13 00:00sell628.471.70841.71671.6964
1242008.08.13 03:14s/l628.471.71671.71671.6964-5624.0822598.61
1252008.08.18 01:41sell636.781.69451.70281.6825
1262008.08.18 02:26close636.781.69371.70281.6825433.9223032.53
1272008.08.19 00:44buy646.911.69021.68191.7022
1282008.08.19 03:00close646.911.69211.68191.70221049.6624082.19
1292008.08.21 00:34buy657.221.68801.67971.7000
1302008.08.21 00:58close657.221.68931.67971.7000750.4124832.60
1312008.08.21 00:58sell667.451.68931.69761.6773
1322008.08.21 08:47close667.451.69331.69761.6773-2384.0022448.60
1332008.08.29 00:30buy676.731.70481.69651.7168
1342008.08.29 04:45close676.731.70441.69651.7168-215.2222233.38
1352008.09.02 00:01sell686.671.71891.72721.7069
1362008.09.02 01:39close686.671.71721.72721.7069907.1223140.50
1372008.09.02 01:45sell696.941.71881.72711.7068
1382008.09.02 02:02close696.941.71711.72711.7068943.8424084.34
1392008.09.03 00:07sell707.231.73431.74261.7223
1402008.09.03 02:56s/l707.231.74261.74261.7223-4800.7219283.62
1412008.09.04 00:03sell715.791.73551.74381.7235
1422008.09.04 00:51close715.791.73441.74381.7235509.5219793.14
1432008.09.05 00:12sell725.941.74401.75231.7320
1442008.09.05 01:07s/l725.941.75231.75231.7320-3944.1615848.98
1452008.09.05 01:07sell734.751.75161.75991.7396
1462008.09.05 03:00close734.751.75071.75991.7396342.0016190.98
1472008.09.10 00:02sell744.861.76221.77051.7502
1482008.09.10 03:00close744.861.75941.77051.75021088.7717279.75
1492008.09.11 00:00sell755.181.74741.75571.7354
1502008.09.11 00:06close755.181.74271.75571.73541947.9319227.68
1512008.09.11 00:06buy765.771.74271.73441.7547
1522008.09.11 00:07close765.771.74761.73441.75472260.7121488.39
1532008.09.11 00:07sell776.451.74761.75591.7356
1542008.09.11 00:24s/l776.451.75591.75591.7356-4283.3417205.05
1552008.09.11 00:24sell785.161.75511.76341.7431
1562008.09.11 03:00close785.161.74831.76341.74312807.3920012.44
1572008.09.12 00:00buy796.001.73431.72601.7463
1582008.09.12 01:37modify796.001.73431.73631.7463
1592008.09.12 01:40t/p796.001.74631.73631.74635757.1225769.56
1602008.09.12 01:45sell807.731.74701.75531.7350
1612008.09.12 03:00close807.731.74261.75531.73502721.3028490.86
1622008.09.16 00:44sell818.551.77061.77891.7586
1632008.09.16 01:39s/l818.551.77891.77891.7586-5677.9122812.95
1642008.09.16 01:39sell826.841.77821.78651.7662
1652008.09.16 01:46s/l826.841.78651.78651.7662-4542.3318270.62
1662008.09.16 01:46sell835.481.78601.79431.7740
1672008.09.16 03:00close835.481.78541.79431.7740263.0718533.69
1682008.09.18 00:03sell845.561.81311.82141.8011
1692008.09.18 00:27s/l845.561.82141.82141.8011-3692.3014841.39
1702008.09.18 00:27sell854.451.82061.82891.8086
1712008.09.18 03:00close854.451.81301.82891.80862705.9417547.33
1722008.09.22 01:00buy865.261.73271.72441.7447
1732008.09.22 01:50close865.261.74111.72441.74473532.9521080.28
1742008.09.22 01:50sell876.321.74111.74941.7291
1752008.09.22 03:16close876.321.74061.74941.7291252.8321333.11
1762008.09.23 00:02sell886.401.75111.75941.7391
1772008.09.23 03:52close886.401.75061.75941.7391256.0321589.14
1782008.09.24 00:16sell896.481.76421.77251.7522
1792008.09.24 01:01close896.481.75531.77251.75224614.3426203.48
1802008.09.24 01:01buy907.861.75531.74701.7673
1812008.09.24 03:00close907.861.75871.74701.76732136.8528340.33
1822008.09.25 01:00sell918.501.75461.76291.7426
1832008.09.25 04:42close918.501.75381.76291.7426544.0728884.40
1842008.09.26 00:24sell928.671.75091.75921.7389
1852008.09.26 03:54close928.671.75031.75921.7389416.2729300.67
1862008.09.30 01:33sell938.791.81121.81951.7992
1872008.09.30 01:44modify938.791.81121.80921.7992
1882008.09.30 01:44t/p938.791.79921.80921.79928440.5137741.18
1892008.10.01 00:04buy9411.321.77781.76951.7898
1902008.10.01 01:29close9411.321.78101.76951.78982896.8340638.01
1912008.10.01 01:29sell9512.191.78101.78931.7690
1922008.10.01 02:30close9512.191.77711.78931.76903804.2344442.24
1932008.10.02 00:10sell9613.331.78141.78971.7694
1942008.10.02 00:46close9613.331.77391.78971.76948000.0052442.24
1952008.10.02 00:46buy9715.731.77391.76561.7859
1962008.10.02 02:51s/l9715.731.76561.76561.7859-10440.8142001.43
1972008.10.03 00:06sell9812.601.78951.79781.7775
1982008.10.03 01:48close9812.601.78521.79781.77754335.4846336.91
1992008.10.03 01:48buy9913.901.78521.77691.7972
2002008.10.03 03:47close9913.901.78571.77691.7972555.7946892.70
2012008.10.15 01:03buy10014.071.94051.93221.9525
2022008.10.15 02:47modify10014.071.94051.94251.9525
2032008.10.15 02:57t/p10014.071.95251.94251.952513502.1460394.84
2042008.10.16 00:13sell10118.122.04752.05582.0355
2052008.10.16 00:28s/l10118.122.05582.05582.0355-12034.6948360.15
2062008.10.16 00:28sell10214.512.06462.07292.0526
2072008.10.16 00:35modify10214.512.06462.06262.0526
2082008.10.16 00:37s/l10214.512.06262.06262.05262322.1850682.33
2092008.10.16 00:37sell10315.202.06332.07162.0513
2102008.10.16 01:16modify10315.202.06332.06132.0513
2112008.10.16 01:16t/p10315.202.05132.06132.051314595.6465277.97
2122008.10.17 00:04buy10419.581.93891.93061.9509
2132008.10.17 00:37modify10419.581.93891.94091.9509
2142008.10.17 00:37t/p10419.581.95091.94091.950918789.7584067.72
2152008.10.22 00:00sell10525.221.94671.95501.9347
2162008.10.22 00:25modify10525.221.94671.94471.9347
2172008.10.22 00:35t/p10525.221.93471.94471.934724217.26108284.98
2182008.10.23 00:14buy10632.491.90291.89461.9149
2192008.10.23 01:29modify10632.491.90291.90491.9149
2202008.10.23 01:35t/p10632.491.91491.90491.914931178.71139463.69
2212008.10.24 00:13buy10741.841.92401.91571.9360
2222008.10.24 01:36modify10741.841.92401.92601.9360
2232008.10.24 01:36t/p10741.841.93601.92601.936040151.33179615.02
2242008.10.29 00:09buy10853.881.97231.96401.9843
2252008.10.29 00:15s/l10853.881.96401.96401.9843-35767.38143847.64
2262008.10.29 00:15buy10943.151.96461.95631.9766
2272008.10.29 02:05modify10943.151.96461.96661.9766
2282008.10.29 02:08t/p10943.151.97661.96661.976641413.64185261.28
2292008.10.30 00:05sell11055.581.94401.95231.9320
2302008.10.30 01:21s/l11055.581.95231.95231.9320-36918.96148342.32
2312008.10.30 01:21sell11144.501.95161.95991.9396
2322008.10.30 01:31modify11144.501.95161.94961.9396
2332008.10.30 01:31t/p11144.501.93961.94961.939642736.02191078.34
2342008.11.04 01:03sell11257.321.87081.87911.8588
2352008.11.04 03:00close11257.321.86831.87911.858811468.30202546.64
2362008.11.05 00:04buy11360.761.85801.84971.8700
2372008.11.05 01:41close11360.761.86461.84971.870032073.26234619.90
2382008.11.05 01:41sell11470.391.86461.87291.8526
2392008.11.05 03:00close11470.391.85991.87291.852626476.57261096.47
2402008.11.06 00:00sell11578.331.88901.89731.8770
2412008.11.06 00:33s/l11578.331.89731.89731.8770-52030.63209065.84
2422008.11.06 00:33sell11662.721.89661.90491.8846
2432008.11.06 00:58s/l11662.721.90491.90491.8846-41661.70167404.14
2442008.11.06 00:58sell11750.221.90421.91251.8922
2452008.11.06 03:00close11750.221.89991.91251.892217282.16184686.30
2462008.11.07 00:05sell11855.411.90981.91811.8978
2472008.11.07 01:21s/l11855.411.91811.91811.8978-36806.04147880.26
2482008.11.07 01:21sell11944.361.91731.92561.9053
2492008.11.07 03:00close11944.361.90681.92561.905337276.37185156.63
2502008.11.11 01:23buy12055.551.89871.89041.9107
2512008.11.11 03:02close12055.551.89921.89041.91072221.45187378.08
2522008.11.14 00:00buy12156.211.92891.92061.9409
2532008.11.14 00:05s/l12156.211.92061.92061.9409-37314.11150063.97
2542008.11.14 00:05buy12245.021.92121.91291.9332
2552008.11.14 01:05s/l12245.021.91291.91291.9332-29885.81120178.16
2562008.11.14 01:05buy12336.051.91301.90471.9250
2572008.11.14 01:49modify12336.051.91301.91501.9250
2582008.11.14 01:52t/p12336.051.92501.91501.925034599.35154777.51
2592008.11.18 00:06sell12446.431.94581.95411.9338
2602008.11.18 01:51s/l12446.431.95411.95411.9338-30841.09123936.42
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