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

通貨ペアEURCHF (Euro vs. Swiss Franc)
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=8802; HedgeMode=false; MM=30; Lots=0.2; SL=85; TP=20; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=1; CloseProfitPips=17; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=7; UseBreakEven=false; BEStep=18; BEPoint=4; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=1; OP2=28; OP3=-15; OP4=10; OP5=20; EAComment="VZR_EURCHF_CHIBI_OP2";
Bars in test31233Ticks modelled7190304Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1204226.03Gross profit1540629.78Gross loss-336403.75
Profit factor4.58Expected payoff5601.05
Absolute drawdown807.13Maximal drawdown132670.36 (26.54%)Relative drawdown41.01% (8099.93)
Total trades215Short positions (won %)109 (92.66%)Long positions (won %)106 (83.02%)
Profit trades (% of total)189 (87.91%)Loss trades (% of total)26 (12.09%)
Largestprofit trade18558.04loss trade-82583.28
Averageprofit trade8151.48loss trade-12938.61
Maximumconsecutive wins (profit in money)25 (333840.46)consecutive losses (loss in money)3 (-7421.66)
Maximalconsecutive profit (count of wins)333840.46 (25)consecutive loss (count of losses)-82583.28 (1)
Averageconsecutive wins8consecutive 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
12008.04.09 00:00sell13.001.59291.60181.5909
22008.04.09 10:51close13.001.59121.60181.5909473.1410473.14
32008.04.10 00:00sell23.141.58591.59481.5839
42008.04.10 03:24close23.141.58421.59481.5839495.2210968.36
52008.04.11 00:00sell33.291.58711.59601.5851
62008.04.11 00:26buy42.671.58631.57741.5883
72008.04.11 04:49close42.671.58821.57741.5883470.7711439.13
82008.04.11 13:40close33.291.58541.59601.5851518.8811958.01
92008.04.15 00:18buy53.591.58181.57291.5838
102008.04.15 04:43close53.591.58371.57291.5838632.9812590.99
112008.04.16 00:01sell63.781.58961.59851.5876
122008.04.16 12:14close63.781.58851.59851.5876385.7512976.74
132008.04.17 00:01sell73.891.59511.60401.5931
142008.04.17 01:33buy83.161.59431.58541.5963
152008.04.17 02:20t/p73.891.59311.60401.5931721.7713698.51
162008.04.17 08:59close83.161.59481.58541.5963146.6213845.13
172008.04.18 00:00sell94.151.60071.60961.5987
182008.04.18 01:15buy103.381.59981.59091.6018
192008.04.18 03:19close94.151.59901.60961.5987654.5114499.64
202008.04.18 08:58close103.381.60041.59091.6018188.2014687.84
212008.04.22 01:15sell114.411.60501.61391.6030
222008.04.22 04:40close114.411.60331.61391.6030695.5215383.36
232008.04.25 00:00sell124.621.62401.63291.6220
242008.04.25 08:13close124.621.62231.63291.6220728.6416112.00
252008.04.30 00:00sell134.831.61561.62451.6136
262008.04.30 01:46buy143.851.61531.60641.6173
272008.04.30 09:48close134.831.61391.62451.6136761.7616873.76
282008.04.30 15:28close143.851.61651.60641.6173428.7317302.49
292008.05.01 00:00buy155.191.61641.60751.6184
302008.05.01 06:17close155.191.61811.60751.6184818.7618121.25
312008.05.02 00:00sell165.441.62221.63111.6202
322008.05.02 00:18buy174.361.62171.61281.6237
332008.05.02 00:31close165.441.62041.63111.6202908.4319029.68
342008.05.02 01:29sell184.801.62181.63071.6198
352008.05.02 09:51close174.361.62261.61281.6237364.1519393.83
362008.05.02 16:07s/l184.801.63071.63071.6198-3963.2615430.57
372008.05.07 00:00sell194.631.63381.64271.6318
382008.05.07 05:02close194.631.63211.64271.6318730.2116160.78
392008.05.08 00:00buy204.851.62471.61581.6267
402008.05.08 15:34close204.851.62271.61581.6267-900.1515260.63
412008.05.09 00:01buy214.581.61821.60931.6202
422008.05.09 09:42close214.581.61821.60931.62020.0015260.63
432008.05.13 00:00sell224.581.62291.63181.6209
442008.05.13 01:09buy233.651.62261.61371.6246
452008.05.13 09:06close224.581.62121.63181.6209722.3315982.96
462008.05.13 15:30close233.651.62371.61371.6246372.5816355.54
472008.05.20 00:08buy244.911.63361.62471.6356
482008.05.20 18:05s/l244.911.62471.62471.6356-4054.8412300.70
492008.05.21 00:00buy253.691.62361.61471.6256
502008.05.21 08:46close253.691.62451.61471.6256308.1612608.86
512008.06.04 00:48sell263.781.61051.61941.6085
522008.06.04 03:00close263.781.60881.61941.6085596.1013204.96
532008.06.06 00:03sell273.961.61851.62741.6165
542008.06.06 13:44close273.961.61911.62741.6165-220.4112984.55
552008.06.12 00:00buy283.901.60471.59581.6067
562008.06.12 09:36close283.901.60631.59581.6067579.0113563.56
572008.06.13 00:00buy294.071.60851.59961.6105
582008.06.13 00:40sell303.251.60891.61781.6069
592008.06.13 10:11close294.071.61011.59961.6105604.2514167.81
602008.06.13 23:39close303.251.61001.61781.6069-331.6313836.18
612008.06.17 00:30sell314.151.61731.62621.6153
622008.06.17 00:37buy323.331.61681.60791.6188
632008.06.17 04:54close314.151.61561.62621.6153654.4514490.63
642008.06.17 15:25close323.331.61851.60791.6188525.2815015.91
652008.06.27 01:00sell334.501.61351.62241.6115
662008.06.27 03:09close334.501.61181.62241.6115709.7215725.63
672008.06.30 01:02sell344.721.60821.61711.6062
682008.06.30 07:36close344.721.60661.61711.6062700.6216426.25
692008.07.01 00:00sell354.931.60851.61741.6065
702008.07.01 07:57close354.931.60681.61741.6065777.5317203.78
712008.07.02 00:55sell365.161.61071.61961.6087
722008.07.02 08:40close365.161.60901.61961.6087813.8018017.58
732008.07.03 00:00buy375.411.61111.60221.6131
742008.07.03 08:45close375.411.61281.60221.6131853.4718871.05
752008.07.08 00:00sell385.661.61501.62391.6130
762008.07.08 01:56buy394.651.61381.60491.6158
772008.07.08 03:03close385.661.61331.62391.6130892.6619763.71
782008.07.08 16:42close394.651.61301.60491.6158-345.2119418.50
792008.07.09 00:02sell405.831.61971.62861.6177
802008.07.09 07:28close405.831.61791.62861.6177973.5620392.06
812008.07.10 00:00buy416.121.61911.61021.6211
822008.07.10 09:19close416.121.62041.61021.6211738.3021130.36
832008.07.22 00:46buy426.341.62021.61131.6222
842008.07.22 17:05close426.341.62161.61131.6222823.6821954.04
852008.07.25 00:00sell436.591.62591.63481.6239
862008.07.25 04:14close436.591.62411.63481.62391100.4723054.51
872008.07.28 01:00sell446.921.62801.63691.6260
882008.07.28 01:17buy455.431.62811.61921.6301
892008.07.29 03:56close446.921.62621.63691.62601138.2124192.72
902008.07.29 07:40close455.431.62811.61921.63010.0024192.72
912008.07.30 00:00sell467.261.63191.64081.6299
922008.07.30 02:35t/p467.261.62991.64081.62991347.0625539.78
932008.08.08 01:32buy477.661.62681.61791.6288
942008.08.08 01:55sell486.191.62751.63641.6255
952008.08.08 04:24close486.191.62581.63641.6255976.2526516.03
962008.08.08 09:27close477.661.62861.61791.62881279.5127795.54
972008.08.12 00:30buy498.341.61921.61031.6212
982008.08.12 01:59sell506.691.61971.62861.6177
992008.08.12 08:50close506.691.61891.62861.6177496.5228292.06
1002008.08.12 11:45close498.341.62091.61031.62121315.7029607.76
1012008.08.14 00:23buy518.881.61851.60961.6205
1022008.08.14 10:48close518.881.62021.60961.62051400.8931008.65
1032008.08.15 00:00buy529.301.62061.61171.6226
1042008.08.15 05:40close529.301.62171.61171.6226949.3331957.98
1052008.08.21 00:00sell539.591.62061.62951.6186
1062008.08.21 01:36buy547.611.62041.61151.6224
1072008.08.21 09:08close539.591.61891.62951.61861512.4833470.46
1082008.08.22 14:40close547.611.62211.61151.62241200.5334670.99
1092008.09.02 01:30buy5510.401.60731.59841.6093
1102008.09.02 07:57close5510.401.60921.59841.60931833.7036504.69
1112008.09.03 00:01buy5610.951.60691.59801.6089
1122008.09.03 00:52sell578.511.60651.61541.6045
1132008.09.03 09:35close578.511.60481.61541.60451342.1437846.83
1142008.09.03 11:10close5610.951.60841.59801.60891524.2239371.05
1152008.09.05 00:12buy5811.811.58811.57921.5901
1162008.09.05 09:49close5811.811.58991.57921.59011972.7241343.77
1172008.09.10 00:00buy5912.401.59281.58391.5948
1182008.09.10 01:55sell6010.021.59351.60241.5915
1192008.09.10 03:00close6010.021.59181.60241.59151580.2942924.06
1202008.09.10 04:18close5912.401.59451.58391.59481956.1944880.25
1212008.09.12 00:00sell6113.461.59281.60171.5908
1222008.09.12 06:17close6113.461.59111.60171.59082122.8347003.08
1232008.09.16 00:00sell6214.101.58931.59821.5873
1242008.09.16 00:30close6214.101.58761.59821.58732223.7749226.85
1252008.09.16 00:30buy6314.771.58761.57871.5896
1262008.09.16 00:33sell6411.811.58801.59691.5860
1272008.09.16 00:34close6314.771.58951.57871.58962604.2251831.07
1282008.09.16 01:47buy6513.121.58781.57891.5898
1292008.09.16 02:06t/p6411.811.58601.59691.58602191.3054022.37
1302008.09.16 10:13s/l6513.121.57891.57891.5898-10835.9443186.43
1312008.09.17 00:45buy6612.961.58351.57461.5855
1322008.09.17 02:00t/p6612.961.58551.57461.58552405.3545591.78
1332008.09.18 00:00buy6713.681.58031.57141.5823
1342008.09.18 08:26close6713.681.58101.57141.5823888.6446480.42
1352008.09.19 00:08sell6813.941.58541.59431.5834
1362008.09.19 08:08close6813.941.58451.59431.58341163.9347644.35
1372008.09.24 01:30sell6914.291.59381.60271.5918
1382008.09.24 16:40close6914.291.59291.60271.59181193.1648837.51
1392008.09.26 00:00buy7014.651.59381.58491.5958
1402008.09.26 19:07close7014.651.59091.58491.5958-3942.2044895.31
1412008.09.30 01:23buy7113.471.57071.56181.5727
1422008.09.30 02:27t/p7113.471.57271.56181.57272499.7747395.08
1432008.10.01 01:20buy7214.221.58141.57251.5834
1442008.10.01 10:31close7214.221.58121.57251.5834-263.9047131.18
1452008.10.02 00:02sell7314.141.57751.58641.5755
1462008.10.02 00:07buy7411.421.57681.56791.5788
1472008.10.02 02:42t/p7411.421.57881.56791.57882119.3349250.51
1482008.10.02 03:01close7314.141.57571.58641.57552361.0451611.55
1492008.10.03 00:00buy7515.481.56981.56091.5718
1502008.10.03 07:10close7515.481.56861.56091.5718-1723.6749887.88
1512008.10.07 00:37sell7614.971.55081.55971.5488
1522008.10.07 00:52close7614.971.54911.55971.54882360.7652248.64
1532008.10.08 00:00buy7715.671.54901.54011.5510
1542008.10.08 01:22t/p7715.671.55101.54011.55102908.0555156.69
1552008.10.08 01:51buy7816.551.54941.54051.5514
1562008.10.08 02:16t/p7816.551.55141.54051.55143071.3658228.05
1572008.10.09 00:00buy7917.471.53851.52961.5405
1582008.10.09 04:51close7917.471.53931.52961.54051296.8459524.89
1592008.10.15 00:01buy8017.861.54861.53971.5506
1602008.10.15 00:32sell8114.181.54881.55771.5468
1612008.10.15 02:14t/p8114.181.54681.55771.54682630.8062155.69
1622008.10.15 08:40close8017.861.54701.53971.5506-2651.5759504.12
1632008.10.16 00:03buy8217.851.52801.51911.5300
1642008.10.16 03:41close8217.851.52971.51911.53002815.7262319.84
1652008.10.21 00:00sell8318.701.53371.54261.5317
1662008.10.21 00:19buy8415.161.53291.52401.5349
1672008.10.21 03:19close8415.161.53461.52401.53492391.3964711.23
1682008.10.21 09:43close8318.701.53191.54261.53173122.4567833.68
1692008.10.22 00:00buy8520.351.50431.49541.5063
1702008.10.22 00:31close8520.351.50601.49541.50633210.0871043.76
1712008.10.23 00:00sell8621.311.49501.50391.4930
1722008.10.23 00:22close8621.311.49321.50391.49303558.2574602.01
1732008.10.23 00:43sell8722.381.49431.50321.4923
1742008.10.23 02:05t/p8722.381.49231.50321.49234152.1378754.14
1752008.10.28 00:00buy8823.631.44391.43501.4459
1762008.10.28 03:21close8823.631.44561.43501.44593727.4782481.61
1772008.11.04 00:00sell8924.741.48451.49341.4825
1782008.11.04 03:54close8924.741.48281.49341.48253901.4986383.10
1792008.11.06 00:00buy9025.911.50211.49321.5041
1802008.11.06 08:59close9025.911.49951.49321.5041-6250.9080132.20
1812008.11.07 00:01buy9124.041.49701.48811.4990
1822008.11.07 00:04sell9219.561.49791.50681.4959
1832008.11.07 00:21close9219.561.49611.50681.49593266.0483398.24
1842008.11.07 00:34sell9320.401.49771.50661.4957
1852008.11.07 00:36close9124.041.49871.48811.49903792.1587190.39
1862008.11.07 00:38buy9422.131.49721.48831.4992
1872008.11.07 00:38close9422.131.49891.48831.49923490.8690681.25
1882008.11.07 00:50buy9523.171.49721.48831.4992
1892008.11.07 01:38t/p9320.401.49571.50661.49573784.7994466.04
1902008.11.07 06:56close9523.171.49831.48831.49922364.9496830.98
1912008.11.11 00:00buy9629.051.50251.49361.5045
1922008.11.11 00:35close9629.051.50421.49361.50454582.45101413.43
1932008.11.11 00:45buy9730.421.50341.49451.5054
1942008.11.11 07:54close9730.421.50441.49451.50542822.68104236.11
1952008.11.12 00:15buy9831.271.48761.47871.4896
1962008.11.12 04:49close9831.271.48931.47871.48964932.63109168.74
1972008.11.13 00:54sell9932.751.48451.49341.4825
1982008.11.13 01:02t/p9932.751.48251.49341.48256076.07115244.81
1992008.11.13 01:02buy10034.571.48251.47361.4845
2002008.11.13 11:39close10034.571.48431.47361.48455773.96121018.77
2012008.11.14 00:00sell10136.311.52101.52991.5190
2022008.11.14 00:02close10136.311.51921.52991.51906062.89127081.66
2032008.11.14 00:02sell10238.121.51881.52771.5168
2042008.11.14 00:30close10238.121.51711.52771.51686011.50133093.16
2052008.11.18 00:00buy10339.931.51621.50731.5182
2062008.11.18 10:39close10339.931.51521.50731.5182-3705.12129388.04
2072008.11.19 00:22sell10438.821.51831.52721.5163
2082008.11.19 03:49close10438.821.51661.52721.51636121.89135509.93
2092008.11.20 00:00buy10540.651.51991.51101.5219
2102008.11.20 10:38close10540.651.51801.51101.5219-7166.65128343.28
2112008.11.25 00:00sell10638.501.54431.55321.5423
2122008.11.25 03:30close10638.501.54261.55321.54236071.43134414.71
2132008.11.26 00:00sell10740.321.54801.55691.5460
2142008.11.26 00:13close10740.321.54631.55691.54606358.44140773.15
2152008.11.26 00:16sell10842.231.54751.55641.5455
2162008.11.26 02:19t/p10842.231.54551.55641.54557834.88148608.03
2172008.11.27 00:00sell10944.581.55271.56161.5507
2182008.11.27 00:57close10944.581.55101.56161.55077030.25155638.28
2192008.11.27 01:04buy11046.691.54971.54081.5517
2202008.11.27 02:25t/p11046.691.55171.54081.55178664.75164303.03
2212008.11.28 00:00sell11149.291.54921.55811.5472
2222008.11.28 01:29buy11239.831.54851.53961.5505
2232008.11.28 03:55close11149.291.54751.55811.54727773.01172076.04
2242008.11.28 05:19close11239.831.55021.53961.55056282.91178358.95
2252008.12.04 00:00sell11353.511.53801.54691.5360
2262008.12.04 01:16t/p11353.511.53601.54691.53609927.64188286.59
2272008.12.05 01:04buy11456.491.52611.51721.5281
2282008.12.05 03:19close11456.491.52781.51721.52818910.93197197.52
2292008.12.09 00:00sell11559.161.55831.56721.5563
2302008.12.09 04:58close11559.161.55661.56721.55639329.49206527.01
2312008.12.10 00:04buy11661.961.55711.54821.5591
2322008.12.10 01:45sell11751.101.55841.56731.5564
2332008.12.10 03:05close11661.961.55881.54821.55919773.78216300.79
2342008.12.10 17:51close11751.101.55671.56731.55648058.44224359.23
2352008.12.11 00:00sell11867.311.55941.56831.5574
2362008.12.11 13:42s/l11867.311.56831.56831.5574-55571.34168787.89
2372008.12.12 00:00sell11950.641.58071.58961.5787
2382008.12.12 03:51close11950.641.57901.58961.57877985.90176773.79
2392008.12.16 00:00sell12053.031.58781.59671.5858
2402008.12.16 03:01close12053.031.58611.59671.58588362.81185136.60
2412008.12.17 00:00sell12155.541.57861.58751.5766
2422008.12.17 00:21t/p12155.541.57661.58751.576610304.27195440.87
2432008.12.17 00:25sell12258.631.57731.58621.5753
2442008.12.17 00:57buy12348.841.57571.56681.5777
2452008.12.17 00:58close12258.631.57561.58621.57539245.92204686.79
2462008.12.17 07:25close12348.841.57711.56681.57776344.62211031.41
2472008.12.19 00:25sell12463.311.54351.55241.5415
2482008.12.19 00:31close12463.311.54181.55241.54159983.95221015.36
2492008.12.19 00:33sell12566.301.54321.55211.5412
2502008.12.19 00:33t/p12566.301.54121.55211.541212300.55233315.91
2512008.12.19 00:33buy12669.991.54071.53181.5427
2522008.12.19 00:34close12669.991.54261.53181.542712339.33245655.24
2532008.12.19 00:48sell12773.701.54291.55181.5409
2542008.12.19 03:02t/p12773.701.54091.55181.540913673.47259328.71
2552008.12.23 01:00sell12877.801.52531.53421.5233
2562008.12.23 01:28t/p12877.801.52331.53421.523314434.14273762.85
2572008.12.23 01:28buy12982.131.52291.51401.5249
2582008.12.23 02:02t/p12982.131.52491.51401.524915241.72289004.57
2592008.12.24 00:00sell13086.701.51941.52831.5174
2602008.12.24 00:21close13086.701.51771.52831.517413672.54302677.11
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2632008.12.24 00:42buy13295.101.51691.50801.5189
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2742009.01.08 07:41close137100.001.50151.51211.501215769.94420062.90
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2782009.01.09 00:30buy140100.001.49881.48991.5008
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2802009.01.09 01:19sell141100.001.49901.50791.4970
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