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=8803; HedgeMode=false; MM=30; Lots=0.2; SL=75; TP=20; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=15; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=7; UseBreakEven=false; BEStep=12; BEPoint=2; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=1; OP2=37; OP3=-16; OP4=11; OP5=20; EAComment="VZR_EURCHF_CHIBI_OP3";
Bars in test31233Ticks modelled7190304Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1120658.77Gross profit1298000.58Gross loss-177341.81
Profit factor7.32Expected payoff7183.71
Absolute drawdown278.34Maximal drawdown110433.86 (10.67%)Relative drawdown30.23% (5536.52)
Total trades156Short positions (won %)86 (96.51%)Long positions (won %)70 (85.71%)
Profit trades (% of total)143 (91.67%)Loss trades (% of total)13 (8.33%)
Largestprofit trade18563.21loss trade-73317.86
Averageprofit trade9076.93loss trade-13641.68
Maximumconsecutive wins (profit in money)30 (39885.11)consecutive losses (loss in money)3 (-5567.15)
Maximalconsecutive profit (count of wins)433035.98 (27)consecutive loss (count of losses)-73317.86 (1)
Averageconsecutive wins13consecutive 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 01:15sell13.001.59481.60271.5928
22008.04.09 03:52close13.001.59321.60271.5928445.3510445.35
32008.04.10 00:00sell23.131.58591.59381.5839
42008.04.10 03:23close23.131.58431.59381.5839464.6510910.00
52008.04.11 00:00sell33.271.58711.59501.5851
62008.04.11 13:40close33.271.58521.59501.5851576.4511486.45
72008.04.15 00:15buy43.451.58201.57411.5840
82008.04.15 05:17t/p43.451.58401.57411.5840640.3712126.82
92008.04.16 00:00sell53.641.58951.59741.5875
102008.04.16 12:51t/p53.641.58751.59741.5875675.4512802.27
112008.04.18 00:00sell63.841.60071.60861.5987
122008.04.18 01:09buy73.121.59981.59191.6018
132008.04.18 03:06close63.841.59921.60861.5987534.4213336.69
142008.04.18 08:58close73.121.60041.59191.6018173.7413510.43
152008.04.22 00:41buy84.051.60461.59671.6066
162008.04.22 01:15sell93.241.60501.61291.6030
172008.04.22 07:09t/p93.241.60301.61291.6030601.2314111.66
182008.04.22 10:48t/p84.051.60661.59671.6066751.7414863.40
192008.04.25 00:00sell104.461.62381.63171.6218
202008.04.25 08:13close104.461.62221.63171.6218662.0915525.49
212008.04.30 00:00sell114.661.61561.62351.6136
222008.04.30 09:50t/p114.661.61361.62351.6136864.7216390.21
232008.05.01 00:00buy124.921.61641.60851.6184
242008.05.01 06:17t/p124.921.61841.60851.6184913.2317303.44
252008.05.07 00:00sell135.191.63381.64171.6318
262008.05.07 07:41t/p135.191.63181.64171.6318963.0718266.51
272008.05.08 00:00buy145.481.62471.61681.6267
282008.05.08 15:34close145.481.62281.61681.6267-966.3117300.20
292008.05.20 00:08buy155.191.63361.62571.6356
302008.05.20 17:37s/l155.191.62571.62571.6356-3805.1913495.01
312008.05.21 00:00buy164.051.62361.61571.6256
322008.05.21 08:46close164.051.62451.61571.6256338.2813833.29
332008.06.04 00:48sell174.151.61041.61831.6084
342008.06.04 03:00close174.151.60881.61831.6084616.0714449.36
352008.06.06 01:00sell184.331.61891.62681.6169
362008.06.06 15:34close184.331.61721.62681.6169682.9715132.33
372008.06.12 00:00buy194.541.60471.59681.6067
382008.06.12 09:36close194.541.60641.59681.6067716.2815848.61
392008.06.17 00:18sell204.751.61731.62521.6153
402008.06.17 00:37buy213.821.61681.60891.6188
412008.06.17 04:56t/p204.751.61531.62521.6153881.4316730.04
422008.06.17 15:25close213.821.61871.60891.6188673.5917403.63
432008.06.27 01:00sell225.221.61341.62131.6114
442008.06.27 03:08close225.221.61191.62131.6114726.4818130.11
452008.06.30 01:02sell235.441.60821.61611.6062
462008.06.30 07:36close235.441.60661.61611.6062807.5718937.68
472008.07.01 00:00sell245.681.60851.61641.6065
482008.07.01 08:43t/p245.681.60651.61641.60651053.9919991.67
492008.07.02 00:52sell256.001.61061.61851.6086
502008.07.02 10:19t/p256.001.60861.61851.60861113.3821105.05
512008.07.08 00:00sell266.331.61501.62291.6130
522008.07.08 03:02close266.331.61351.62291.6130880.9621986.01
532008.07.09 00:02sell276.601.61971.62761.6177
542008.07.09 07:30t/p276.601.61771.62761.61771224.7223210.73
552008.07.10 00:00buy286.961.61911.61121.6211
562008.07.10 09:19close286.961.62051.61121.6211904.3124115.04
572008.07.22 01:32buy297.231.62001.61211.6220
582008.07.22 17:09close297.231.62171.61211.62201140.7025255.74
592008.07.30 01:00sell307.581.63141.63931.6294
602008.07.30 03:38close307.581.62991.63931.62941054.9326310.67
612008.08.14 00:15buy317.891.61891.61101.6209
622008.08.14 12:09t/p317.891.62091.61101.62091464.5127775.18
632008.08.21 00:00sell328.331.62061.62851.6186
642008.08.21 09:12close328.331.61871.62851.61861468.4629243.64
652008.09.05 00:06buy338.771.58821.58031.5902
662008.09.05 09:56t/p338.771.59021.58031.59021627.8430871.48
672008.09.10 00:00buy349.261.59281.58491.5948
682008.09.10 01:55sell357.461.59341.60131.5914
692008.09.10 03:00close357.461.59181.60131.59141107.4431978.92
702008.09.10 04:23t/p349.261.59481.58491.59481718.7933697.71
712008.09.12 00:00sell3610.111.59281.60071.5908
722008.09.12 06:51t/p3610.111.59081.60071.59081876.0535573.76
732008.09.16 00:00sell3710.671.58931.59721.5873
742008.09.16 00:30t/p3710.671.58731.59721.58731979.9637553.72
752008.09.16 01:00sell3811.271.58891.59681.5869
762008.09.16 01:50t/p3811.271.58691.59681.58692091.3039645.02
772008.09.17 00:45buy3911.891.58371.57581.5857
782008.09.17 02:00t/p3911.891.58571.57581.58572206.9641851.98
792008.09.18 00:00buy4012.561.58031.57241.5823
802008.09.18 08:26close4012.561.58101.57241.5823815.9642667.94
812008.09.19 00:08sell4112.801.58541.59331.5834
822008.09.19 08:08close4112.801.58441.59331.58341187.6043855.54
832008.09.30 01:23buy4213.161.57071.56281.5727
842008.09.30 02:27t/p4213.161.57271.56281.57272442.6946298.23
852008.10.01 01:02sell4313.891.58221.59011.5802
862008.10.01 01:29t/p4313.891.58021.59011.58022577.4848875.71
872008.10.02 00:01sell4414.661.57741.58531.5754
882008.10.02 00:07buy4511.811.57681.56891.5788
892008.10.02 02:42t/p4511.811.57881.56891.57882192.1151067.82
902008.10.02 03:01close4414.661.57571.58531.57542312.3053380.12
912008.10.03 00:00buy4616.011.56981.56191.5718
922008.10.03 07:10close4616.011.56881.56191.5718-1485.8451894.28
932008.10.07 00:03sell4715.571.55041.55831.5484
942008.10.07 00:25t/p4715.571.54841.55831.54842889.2254783.50
952008.10.07 00:37sell4816.441.55081.55871.5488
962008.10.07 00:52t/p4816.441.54881.55871.54883050.6557834.15
972008.10.07 01:58sell4917.351.55131.55921.5493
982008.10.07 03:21close4917.351.54961.55921.54932736.6060570.75
992008.10.08 00:00buy5018.171.54901.54111.5510
1002008.10.08 01:22t/p5018.171.55101.54111.55103372.6263943.37
1012008.10.08 01:51buy5119.181.54961.54171.5516
1022008.10.08 02:16t/p5119.181.55161.54171.55163560.0967503.46
1032008.10.09 00:00buy5220.251.53851.53061.5405
1042008.10.09 04:51close5220.251.53941.53061.54051691.4269194.88
1052008.10.15 00:01buy5320.761.54871.54081.5507
1062008.10.15 08:40close5320.761.54701.54081.5507-3275.3665919.52
1072008.10.16 00:03buy5419.781.52801.52011.5300
1082008.10.16 03:40close5419.781.52951.52011.53002753.6068673.12
1092008.10.21 00:00sell5520.601.53361.54151.5316
1102008.10.21 00:19buy5616.651.53291.52501.5349
1112008.10.21 03:19close5616.651.53441.52501.53492317.8770990.99
1122008.10.21 09:45t/p5520.601.53161.54151.53163822.6074813.59
1132008.10.22 00:00buy5722.441.50441.49651.5064
1142008.10.22 00:32t/p5722.441.50641.49651.50644165.1978978.78
1152008.10.23 00:00sell5823.691.49501.50291.4930
1162008.10.23 00:22t/p5823.691.49301.50291.49304396.0083374.78
1172008.10.23 00:43sell5925.011.49421.50211.4922
1182008.10.23 02:05t/p5925.011.49221.50211.49224640.9488015.72
1192008.10.28 00:00buy6026.401.44391.43601.4459
1202008.10.28 03:21close6026.401.44541.43601.44593675.1791690.89
1212008.11.04 00:00sell6127.511.48451.49241.4825
1222008.11.04 03:54close6127.511.48301.49241.48253828.6395519.52
1232008.11.06 00:00buy6228.661.50211.49421.5041
1242008.11.06 08:59close6228.661.49951.49421.5041-6915.6488603.88
1252008.11.07 00:01buy6326.581.49701.48911.4990
1262008.11.07 00:04sell6421.551.49781.50571.4958
1272008.11.07 00:21t/p6421.551.49581.50571.49583998.8992602.77
1282008.11.07 00:33sell6522.601.49761.50551.4956
1292008.11.07 00:37t/p6326.581.49901.48911.49904933.6597536.42
1302008.11.07 00:38buy6624.731.49721.48931.4992
1312008.11.07 01:38t/p6522.601.49561.50551.49564193.73101730.15
1322008.11.07 06:56close6624.731.49871.48931.49923442.69105172.84
1332008.11.11 00:00buy6731.551.50251.49461.5045
1342008.11.11 00:35sell6826.461.50431.51221.5023
1352008.11.11 01:06t/p6826.461.50231.51221.50234910.01110082.85
1362008.11.11 07:59t/p6731.551.50451.49461.50455856.15115939.00
1372008.11.12 00:10buy6934.781.48761.47971.4896
1382008.11.12 04:57t/p6934.781.48961.47971.48966456.28122395.28
1392008.11.13 00:16buy7036.721.48081.47291.4828
1402008.11.13 00:27t/p7036.721.48281.47291.48286816.41129211.69
1412008.11.13 00:53sell7138.761.48441.49231.4824
1422008.11.13 01:02buy7232.621.48251.47461.4845
1432008.11.13 01:02t/p7138.761.48241.49231.48247193.09136404.78
1442008.11.13 11:39close7232.621.48441.47461.48455752.56142157.34
1452008.11.14 00:00sell7342.651.52101.52891.5190
1462008.11.14 00:03t/p7342.651.51901.52891.51907915.01150072.35
1472008.11.14 00:03sell7445.021.51861.52651.5166
1482008.11.14 00:30t/p7445.021.51661.52651.51668354.83158427.18
1492008.11.18 00:00buy7547.531.51621.50831.5182
1502008.11.18 10:39close7547.531.51531.50831.5182-3970.39154456.79
1512008.11.19 00:20sell7646.341.51821.52611.5162
1522008.11.19 03:49close7646.341.51671.52611.51626449.85160906.64
1532008.11.20 00:00buy7748.271.51991.51201.5219
1542008.11.20 10:38close7748.271.51811.51201.5219-8064.42152842.22
1552008.11.25 00:00sell7845.851.54431.55221.5423
1562008.11.25 01:45buy7936.031.54441.53651.5464
1572008.11.25 02:48t/p7936.031.54641.53651.54646688.33159530.55
1582008.11.25 03:30close7845.851.54281.55221.54236381.65165912.20
1592008.11.26 00:00sell8049.771.54801.55591.5460
1602008.11.26 00:14t/p8049.771.54601.55591.54609236.34175148.54
1612008.11.26 00:16sell8152.541.54751.55541.5455
1622008.11.26 02:19t/p8152.541.54551.55541.54559750.39184898.93
1632008.11.27 00:00sell8255.471.55271.56061.5507
1642008.11.27 00:57t/p8255.471.55071.56061.550710294.14195193.07
1652008.11.27 01:04buy8358.561.55001.54211.5520
1662008.11.27 02:25t/p8358.561.55201.54211.552010870.62206063.69
1672008.12.04 00:00sell8461.821.53781.54571.5358
1682008.12.04 01:16t/p8461.821.53581.54571.535811472.58217536.27
1692008.12.05 01:04buy8565.261.52611.51821.5281
1702008.12.05 03:14close8565.261.52761.51821.52819085.76226622.03
1712008.12.09 00:00sell8667.991.55831.56621.5563
1722008.12.09 04:58t/p8667.991.55631.56621.556312617.61239239.64
1732008.12.10 00:00buy8771.771.55721.54931.5592
1742008.12.10 01:45sell8858.991.55841.56631.5564
1752008.12.10 03:05close8771.771.55871.54931.55929992.11249231.75
1762008.12.10 17:52close8858.991.55661.56631.55649852.65259084.40
1772008.12.11 00:00sell8977.731.55941.56731.5574
1782008.12.11 13:26s/l8977.731.56731.56731.5574-56979.40202105.00
1792008.12.12 00:00sell9060.631.58071.58861.5787
1802008.12.12 03:36close9060.631.57921.58861.57878438.80210543.80
1812008.12.16 00:00sell9163.161.58781.59571.5858
1822008.12.16 03:00close9163.161.58631.59571.58588790.94219334.74
1832008.12.17 00:00sell9265.801.57861.58651.5766
1842008.12.17 00:21t/p9265.801.57661.58651.576612211.19231545.93
1852008.12.17 00:25sell9369.461.57731.58521.5753
1862008.12.17 00:57buy9457.871.57571.56781.5777
1872008.12.17 00:59t/p9369.461.57531.58521.575312890.41244436.34
1882008.12.17 07:26close9457.871.57721.56781.57778056.89252493.23
1892008.12.19 00:01sell9575.751.54381.55171.5418
1902008.12.19 00:15t/p9575.751.54181.55171.541814057.72266550.95
1912008.12.19 00:25sell9679.971.54331.55121.5413
1922008.12.19 00:33t/p9679.971.54131.55121.541314840.87281391.82
1932008.12.19 00:33buy9784.421.54071.53281.5427
1942008.12.19 00:34t/p9784.421.54271.53281.542715671.06297062.88
1952008.12.19 00:48sell9889.121.54281.55071.5408
1962008.12.19 03:02t/p9889.121.54081.55071.540816538.92313601.80
1972008.12.23 00:50sell9994.081.52551.53341.5235
1982008.12.23 01:28t/p9994.081.52351.53341.523517459.40331061.20
1992008.12.23 01:28buy10099.321.52291.51501.5249
2002008.12.23 02:02t/p10099.321.52491.51501.524918436.98349498.18
2012008.12.24 00:00sell101100.001.51941.52731.5174
2022008.12.24 00:22t/p101100.001.51741.52731.517418558.04368056.22
2032008.12.24 00:36sell102100.001.51861.52651.5166
2042008.12.24 00:42buy10394.001.51691.50901.5189
2052008.12.24 00:58t/p102100.001.51661.52651.516618558.04386614.26
2062008.12.24 08:35t/p10394.001.51891.50901.518917449.42404063.68
2072008.12.30 00:09buy104100.001.48041.47251.4824
2082008.12.30 01:06t/p104100.001.48241.47251.482418563.20422626.88
2092008.12.30 01:08buy105100.001.48001.47211.4820
2102008.12.30 02:25t/p105100.001.48201.47211.482018563.21441190.09
2112009.01.06 00:06sell106100.001.50801.51591.5060
2122009.01.06 07:45close106100.001.50621.51591.506016702.23457892.32
2132009.01.07 00:10buy107100.001.50711.49921.5091
2142009.01.07 01:08t/p107100.001.50911.49921.509118563.21476455.53
2152009.01.07 01:10sell108100.001.50981.51771.5078
2162009.01.07 01:58t/p108100.001.50781.51771.507818558.04495013.57
2172009.01.08 00:48sell109100.001.50321.51111.5012
2182009.01.08 09:14t/p109100.001.50121.51111.501218558.04513571.61
2192009.01.09 00:00buy110100.001.49821.49031.5002
2202009.01.09 00:01sell111100.001.49941.50731.4974
2212009.01.09 00:10t/p110100.001.50021.49031.500218563.21532134.82
2222009.01.09 04:12t/p111100.001.49741.50731.497418558.04550692.86
2232009.01.13 00:00sell112100.001.49101.49891.4890
2242009.01.13 00:30t/p112100.001.48901.49891.489018558.04569250.90
2252009.01.14 00:45buy113100.001.47551.46761.4775
2262009.01.14 03:07close113100.001.47701.46761.477513922.40583173.30
2272009.01.15 00:00buy114100.001.47081.46291.4728
2282009.01.15 00:38sell115100.001.47171.47961.4697
2292009.01.15 02:52t/p114100.001.47281.46291.472818563.21601736.51
2302009.01.15 04:03t/p115100.001.46971.47961.469718558.04620294.55
2312009.01.16 00:00sell116100.001.47741.48531.4754
2322009.01.16 03:40close116100.001.47581.48531.475414846.43635140.98
2332009.01.20 01:15buy117100.001.48321.47531.4852
2342009.01.20 11:02close117100.001.48181.47531.4852-12994.25622146.73
2352009.01.29 00:00buy118100.001.51331.50541.5153
2362009.01.29 00:55t/p118100.001.51531.50541.515318561.49640708.22
2372009.01.30 00:34sell119100.001.49391.50181.4919
2382009.01.30 03:16close119100.001.49241.50181.491913917.24654625.46
2392009.02.03 00:00sell120100.001.49261.50051.4906
2402009.02.03 01:08t/p120100.001.49061.50051.490618556.32673181.78
2412009.02.04 00:00sell121100.001.48961.49751.4876
2422009.02.04 03:53close121100.001.48811.49751.487613917.23687099.01
2432009.02.05 00:00buy122100.001.48841.48051.4904
2442009.02.05 01:10sell123100.001.49021.49811.4882
2452009.02.05 03:02close123100.001.48871.49811.488213917.24701016.25
2462009.02.05 10:00t/p122100.001.49041.48051.490418561.48719577.73
2472009.02.06 00:15buy124100.001.49671.48881.4987
2482009.02.06 01:09sell125100.001.49861.50651.4966
2492009.02.06 01:09t/p124100.001.49871.48881.498718561.48738139.21
2502009.02.06 09:56close125100.001.49681.50651.496616700.69754839.90
2512009.02.10 00:00sell126100.001.51351.52141.5115
2522009.02.10 01:50buy127100.001.51251.50461.5145
2532009.02.10 02:25t/p127100.001.51451.50461.514518561.48773401.38
2542009.02.10 03:11close126100.001.51181.52141.511515772.87789174.25
2552009.02.12 00:15sell128100.001.49411.50201.4921
2562009.02.12 11:36close128100.001.49451.50201.4921-3711.26785462.99
2572009.02.13 00:00sell129100.001.49461.50251.4926
2582009.02.13 14:05close129100.001.49471.50251.4926-927.82784535.17
2592009.02.18 00:00buy130100.001.47371.46581.4757
2602009.02.18 09:22close130100.001.47361.46581.4757-928.07783607.10
2612009.02.24 00:00buy131100.001.48461.47671.4866
2622009.02.24 09:10t/p131100.001.48661.47671.486618561.48802168.58
2632009.02.25 00:00sell132100.001.49091.49881.4889
2642009.02.25 01:12buy133100.001.48961.48171.4916
2652009.02.25 03:08close133100.001.49111.48171.491613921.11816089.69
2662009.02.25 10:07close132100.001.48911.49881.488916700.69832790.38
2672009.03.03 01:01buy134100.001.47851.47061.4805
2682009.03.03 01:02sell135100.001.47921.48711.4772
2692009.03.03 02:03t/p135100.001.47721.48711.477218556.32851346.70
2702009.03.03 06:53t/p134100.001.48051.47061.480518561.48869908.18
2712009.03.04 00:00sell136100.001.47891.48681.4769
2722009.03.04 00:38t/p136100.001.47691.48681.476918556.32888464.50
2732009.03.04 01:00buy137100.001.47681.46891.4788
2742009.03.04 01:20sell138100.001.47741.48531.4754
2752009.03.04 03:35close138100.001.47591.48531.475413917.24902381.74
2762009.03.04 10:23close137100.001.47871.46891.478817633.41920015.15
2772009.03.05 01:15buy139100.001.47691.46901.4789
2782009.03.05 03:15close139100.001.47841.46901.478913921.11933936.26
2792009.03.10 01:03buy140100.001.46111.45321.4631
2802009.03.10 03:23close140100.001.46271.45321.463114849.19948785.45
2812009.03.12 00:28sell141100.001.48081.48871.4788
2822009.03.12 10:34t/p141100.001.47881.48871.478818556.32967341.77
2832009.03.17 00:00buy142100.001.53681.52891.5388
2842009.03.17 04:28t/p142100.001.53881.52891.538818561.49985903.26
2852009.03.18 00:03sell143100.001.53901.54691.5370
2862009.03.18 10:31t/p143100.001.53701.54691.537018556.321004459.58
2872009.03.19 00:14sell144100.001.54021.54811.5382
2882009.03.19 01:40t/p144100.001.53821.54811.538218556.321023015.90
2892009.03.20 00:01buy145100.001.53491.52701.5369
2902009.03.20 13:49s/l145100.001.52701.52701.5369-73317.86949698.04
2912009.03.24 00:00sell146100.001.53341.54131.5314
2922009.03.24 09:41t/p146100.001.53141.54131.531418556.32968254.36
2932009.03.25 01:45sell147100.001.52411.53201.5221
2942009.03.25 03:55close147100.001.52261.53201.522113917.24982171.60
2952009.03.26 00:15sell148100.001.522621.53051.5206
2962009.03.26 12:14close148100.001.52111.53051.520614102.80996274.40
2972009.03.27 00:05buy149100.001.52441.51651.5264
2982009.03.27 04:36t/p149100.001.52641.51651.526418561.481014835.88
2992009.04.01 00:00buy150100.001.510121.50221.5121
3002009.04.01 12:55t/p150100.001.51211.50221.512118375.871033211.75
3012009.04.15 00:06buy151100.001.50951.50161.5115
3022009.04.15 08:06close151100.001.51031.50161.51157425.281040637.03
3032009.04.23 01:15buy152100.001.51341.50551.5154
3042009.04.23 08:51t/p152100.001.51541.50551.515418563.211059200.24
3052009.06.03 00:01sell153100.001.51881.52671.5168
3062009.06.03 16:53t/p153100.001.51681.52671.516818558.041077758.28
3072009.06.04 01:01sell154100.001.51561.52351.5136
3082009.06.04 06:51close154100.001.51381.52351.513616702.241094460.52
3092009.06.19 00:01buy155100.001.51021.50231.5122
3102009.06.19 09:32t/p155100.001.51221.50231.512218563.211113023.73
3112009.06.25 01:33buy156100.001.52961.52171.5316
3122009.06.25 12:38close156100.001.53151.52171.531617635.041130658.77