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

通貨ペアEURUSD (Euro vs. United States 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=1111; HedgeMode=false; MM=30; Lots=0.2; SL=110; TP=95; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=15; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=3; UseBreakEven=true; BEStep=65; BEPoint=5; UseTrailingStop=false; TStep=80; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=50; OP2=36; OP3=-9; OP4=41; OP5=35; EAComment="VZR_EURUSD_OP1";
Bars in test31247Ticks modelled8734951Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1951323.56Gross profit2950770.74Gross loss-999447.18
Profit factor2.95Expected payoff16821.75
Absolute drawdown180.00Maximal drawdown213800.00 (12.06%)Relative drawdown43.63% (136064.70)
Total trades116Short positions (won %)53 (90.57%)Long positions (won %)63 (90.48%)
Profit trades (% of total)105 (90.52%)Loss trades (% of total)11 (9.48%)
Largestprofit trade95200.00loss trade-112000.00
Averageprofit trade28102.58loss trade-90858.83
Maximumconsecutive wins (profit in money)17 (61758.53)consecutive losses (loss in money)1 (-112000.00)
Maximalconsecutive profit (count of wins)776000.00 (16)consecutive loss (count of losses)-112000.00 (1)
Averageconsecutive wins9consecutive 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 01:32buy13.001.57161.56041.5811
22008.04.07 03:00close13.001.57311.56041.5811450.0010450.00
32008.04.16 01:20buy23.141.57751.56631.5870
42008.04.16 03:25close23.141.57901.56631.5870471.0010921.00
52008.04.21 01:09sell33.281.58161.59281.5721
62008.04.21 03:13close33.281.57991.59281.5721557.6011478.60
72008.04.29 00:00sell43.441.56571.57691.5562
82008.04.29 10:03modify43.441.56571.56521.5562
92008.04.29 10:05close43.441.55741.56521.55622855.2014333.80
102008.05.01 01:27sell54.301.56361.57481.5541
112008.05.01 10:23close54.301.55781.57481.55412494.0016827.80
122008.05.02 01:08sell65.051.54711.55831.5376
132008.05.02 15:30modify65.051.54711.54661.5376
142008.05.02 15:30close65.051.54031.54661.53763434.0020261.80
152008.05.05 01:16sell76.081.54341.55461.5339
162008.05.06 14:47s/l76.081.55461.55461.5339-6824.7113437.09
172008.05.09 01:27buy84.031.53981.52861.5493
182008.05.09 10:24modify84.031.53981.54031.5493
192008.05.12 03:00close84.031.54681.54031.54932821.0016258.09
202008.05.14 00:18buy94.881.54561.53441.5551
212008.05.14 03:00close94.881.54721.53441.5551780.8017038.89
222008.05.15 00:00sell105.111.54731.55851.5378
232008.05.15 03:05close105.111.54571.55851.5378817.6017856.49
242008.05.20 01:30sell115.361.55261.56381.5431
252008.05.20 03:18close115.361.55111.56381.5431804.0018660.49
262008.05.21 00:00buy125.601.56481.55361.5743
272008.05.21 03:26close125.601.56631.55361.5743840.0019500.49
282008.05.22 00:00sell135.851.57931.59051.5698
292008.05.22 15:56modify135.851.57931.57881.5698
302008.05.22 21:11t/p135.851.56981.57881.56985557.5025057.99
312008.05.23 01:31sell147.521.57281.58401.5633
322008.05.26 01:22buy155.081.57571.56451.5852
332008.05.26 03:00close155.081.57791.56451.58521117.6026175.59
342008.05.28 00:00buy166.901.56911.55791.5786
352008.05.28 03:00close147.521.56911.58401.56332726.3328901.92
362008.05.28 11:00modify166.901.56911.56961.5786
372008.05.28 12:06s/l166.901.56961.56961.5786345.0029246.92
382008.05.29 00:31sell178.771.56461.57581.5551
392008.05.29 09:24modify178.771.56461.56411.5551
402008.05.29 11:33t/p178.771.55511.56411.55518331.5037578.42
412008.06.04 00:47buy1811.271.54321.53201.5527
422008.06.04 03:00close1811.271.54491.53201.55271915.9039494.32
432008.06.05 00:10buy1911.851.54381.53261.5533
442008.06.05 16:14close1911.851.54981.53261.55337110.0046604.32
452008.06.13 00:00sell2013.981.54371.55491.5342
462008.06.13 12:28modify2013.981.54371.54321.5342
472008.06.13 12:37t/p2013.981.53421.54321.534213281.0059885.32
482008.06.16 01:01sell2117.971.54041.55161.5309
492008.06.16 03:00close2117.971.53851.55161.53093414.3063299.62
502008.06.17 00:12buy2218.991.54701.53581.5565
512008.06.17 04:47modify2218.991.54701.54751.5565
522008.06.17 12:00s/l2218.991.54751.54751.5565949.5064249.12
532008.06.19 01:48sell2319.271.55381.56501.5443
542008.06.19 11:39close2319.271.54981.56501.54437708.0071957.12
552008.06.23 01:42buy2421.591.56101.54981.5705
562008.06.23 03:12close2421.591.56251.54981.57053238.5075195.62
572008.06.24 00:25sell2522.561.55241.56361.5429
582008.06.25 01:39buy2614.511.55651.54531.5660
592008.06.25 21:25modify2614.511.55651.55701.5660
602008.06.25 21:25s/l2522.561.56361.56361.5429-25323.2749872.35
612008.06.25 21:28close2614.511.56521.55701.566012623.7062496.05
622008.06.27 00:21sell2718.751.57601.58721.5665
632008.06.27 03:33close2718.751.57441.58721.56653000.0065496.05
642008.06.30 01:54sell2819.651.57901.59021.5695
652008.07.01 03:00close2819.651.57631.59021.56955256.6670752.71
662008.07.03 00:01sell2921.231.58841.59961.5789
672008.07.03 15:35close2921.231.58201.59961.578913587.2084339.91
682008.07.10 00:01sell3025.301.57431.58551.5648
692008.07.10 03:41close3025.301.57281.58551.56483795.0088134.91
702008.07.14 01:00sell3126.441.59611.60731.5866
712008.07.14 03:00close3126.441.59021.60731.586615599.60103734.51
722008.07.15 01:31buy3231.121.58991.57871.5994
732008.07.15 10:24modify3231.121.58991.59041.5994
742008.07.15 11:15t/p3231.121.59941.59041.599429564.00133298.51
752008.07.22 00:00sell3339.991.59201.60321.5825
762008.07.22 17:03modify3339.991.59201.59151.5825
772008.07.22 18:05t/p3339.991.58251.59151.582537990.50171289.01
782008.08.04 01:00sell3451.391.55741.56861.5479
792008.08.05 03:12close3451.391.55581.56861.54798094.68179383.69
802008.08.06 00:00buy3553.821.54561.53441.5551
812008.08.06 03:19close3553.821.54721.53441.55518611.20187994.89
822008.08.19 00:42buy3656.401.46921.45801.4787
832008.08.19 19:03modify3656.401.46921.46971.4787
842008.08.19 19:12close3656.401.47711.46971.478744556.00232550.89
852008.08.22 00:07sell3769.771.49051.50171.4810
862008.08.22 03:00close3769.771.48901.50171.481010465.50243016.39
872008.09.02 01:30buy3872.901.45731.44611.4668
882008.09.02 03:17close3872.901.45881.44611.466810935.00253951.39
892008.09.05 00:13buy3976.191.42711.41591.4366
902008.09.05 15:48modify3976.191.42711.42761.4366
912008.09.05 17:11s/l3976.191.42761.42761.43663809.50257760.89
922008.09.11 00:04buy4077.331.39871.38751.4082
932008.09.12 00:00sell4163.661.39981.41101.3903
942008.09.12 00:01close4077.331.40161.38751.408222425.70280186.59
952008.09.12 11:24s/l4163.661.41101.41101.3903-71299.20208887.39
962008.09.16 00:58sell4262.671.42831.43951.4188
972008.09.16 03:00close4262.671.42471.43951.418822561.20231448.59
982008.09.17 00:41buy4369.431.41031.39911.4198
992008.09.17 03:00modify4369.431.41031.41081.4198
1002008.09.17 03:00close4369.431.41681.41081.419845129.50276578.09
1012008.09.24 00:09buy4482.971.46451.45331.4740
1022008.09.24 03:00close4482.971.46851.45331.474033188.00309766.09
1032008.09.30 01:07buy4592.931.43781.42661.4473
1042008.09.30 03:54close4592.931.43931.42661.447313939.50323705.59
1052008.10.03 01:13buy4697.111.37911.36791.3886
1062008.10.03 03:15close4697.111.38061.36791.388614566.50338272.09
1072008.10.08 01:55buy47100.001.35821.34701.3677
1082008.10.08 03:57close47100.001.35991.34701.367717000.00355272.09
1092008.10.09 01:22buy48100.001.36281.35161.3723
1102008.10.09 05:43modify48100.001.36281.36331.3723
1112008.10.09 10:49t/p48100.001.37231.36331.372395000.00450272.09
1122008.10.10 00:00buy49100.001.36051.34931.3700
1132008.10.10 10:32close49100.001.36491.34931.370044000.00494272.09
1142008.10.15 00:09buy50100.001.36121.35001.3707
1152008.10.15 13:45modify50100.001.36121.36171.3707
1162008.10.15 13:49close50100.001.36851.36171.370773000.00567272.09
1172008.10.16 00:06buy51100.001.34791.33671.3574
1182008.10.16 03:44close51100.001.34941.33671.357415000.00582272.09
1192008.10.17 00:31sell52100.001.34901.36021.3395
1202008.10.17 03:54close52100.001.34741.36021.339516000.00598272.09
1212008.10.20 01:00buy53100.001.34071.32951.3502
1222008.10.20 03:01close53100.001.34431.32951.350236000.00634272.09
1232008.10.21 01:53buy54100.001.33001.31881.3395
1242008.10.21 03:00close54100.001.33401.31881.339540000.00674272.09
1252008.10.23 00:29buy55100.001.28341.27221.2929
1262008.10.23 03:10close55100.001.28491.27221.292915000.00689272.09
1272008.10.24 00:00sell56100.001.29341.30461.2839
1282008.10.24 03:00close56100.001.29021.30461.283932000.00721272.09
1292008.10.29 00:10sell57100.001.27071.28191.2612
1302008.10.29 01:57s/l57100.001.28191.28191.2612-112000.00609272.09
1312008.10.29 01:57sell58100.001.28191.29311.2724
1322008.10.29 03:07close58100.001.28041.29311.272415000.00624272.09
1332008.10.31 00:48buy59100.001.28551.27431.2950
1342008.10.31 03:00close59100.001.28711.27431.295016000.00640272.09
1352008.11.07 00:22buy60100.001.26821.25701.2777
1362008.11.07 03:02close60100.001.26971.25701.277715000.00655272.09
1372008.11.13 00:00buy61100.001.24801.23681.2575
1382008.11.13 15:05modify61100.001.24801.24851.2575
1392008.11.13 15:26t/p61100.001.25751.24851.257595000.00750272.09
1402008.11.14 00:00sell62100.001.28501.29621.2755
1412008.11.14 00:27modify62100.001.28501.28451.2755
1422008.11.14 01:24t/p62100.001.27551.28451.275595000.00845272.09
1432008.11.21 00:00buy63100.001.24741.23621.2569
1442008.11.21 09:18modify63100.001.24741.24791.2569
1452008.11.21 12:38t/p63100.001.25691.24791.256995000.00940272.09
1462008.11.25 00:56sell64100.001.29421.30541.2847
1472008.11.25 03:00close64100.001.29161.30541.284726000.00966272.09
1482008.12.02 00:00buy65100.001.25981.24861.2693
1492008.12.02 03:15close65100.001.26141.24861.269316000.00982272.09
1502008.12.04 00:00sell66100.001.27101.28221.2615
1512008.12.04 03:28close66100.001.26941.28221.261516000.00998272.09
1522008.12.09 00:26sell67100.001.29581.30701.2863
1532008.12.09 03:00close67100.001.29131.30701.286345000.001043272.09
1542008.12.17 00:00sell68100.001.41261.42381.4031
1552008.12.17 00:27modify68100.001.41261.41211.4031
1562008.12.17 00:56t/p68100.001.40311.41211.403195000.001138272.09
1572008.12.24 00:38buy69100.001.39451.38331.4040
1582008.12.24 14:49modify69100.001.39451.39501.4040
1592008.12.26 10:03t/p69100.001.40401.39501.404095000.001233272.09
1602008.12.30 00:00buy70100.001.39751.38631.4070
1612008.12.30 02:56modify70100.001.39751.39801.4070
1622008.12.30 03:00close70100.001.40321.39801.407057000.001290272.09
1632008.12.31 00:00buy71100.001.40741.39621.4169
1642008.12.31 02:34modify71100.001.40741.40791.4169
1652008.12.31 03:00close71100.001.41381.40791.416964000.001354272.09
1662009.01.06 00:59sell72100.001.36311.37431.3536
1672009.01.06 03:05close72100.001.36151.37431.353616000.001370272.09
1682009.01.15 00:52sell73100.001.31871.32991.3092
1692009.01.15 03:31close73100.001.31721.32991.309215000.001385272.09
1702009.01.20 00:34buy74100.001.31011.29891.3196
1712009.01.20 07:26s/l74100.001.29891.29891.3196-112000.001273272.09
1722009.01.21 00:00buy75100.001.28821.27701.2977
1732009.01.21 03:51close75100.001.28971.27701.297715000.001288272.09
1742009.01.22 00:00sell76100.001.30171.31291.2922
1752009.01.22 03:00close76100.001.30011.31291.292216000.001304272.09
1762009.01.23 00:02sell77100.001.30131.31251.2918
1772009.01.23 03:33close77100.001.29971.31251.291816000.001320272.09
1782009.01.27 01:11sell78100.001.32161.33281.3121
1792009.01.27 03:00close78100.001.31871.33281.312129000.001349272.09
1802009.01.28 00:26buy79100.001.31491.30371.3244
1812009.01.28 02:16modify79100.001.31491.31541.3244
1822009.01.28 03:00close79100.001.32141.31541.324465000.001414272.09
1832009.02.05 01:54buy80100.001.28321.27201.2927
1842009.02.05 03:00close80100.001.28531.27201.292721000.001435272.09
1852009.02.10 00:58buy81100.001.30031.28911.3098
1862009.02.10 03:32s/l81100.001.28911.28911.3098-112000.001323272.09
1872009.02.13 01:14sell82100.001.28801.29921.2785
1882009.02.16 02:00modify82100.001.28801.28751.2785
1892009.02.16 02:00close82100.001.27921.28751.278587751.471411023.56
1902009.02.17 00:58sell83100.001.28041.29161.2709
1912009.02.17 03:03close83100.001.27891.29161.270915000.001426023.56
1922009.02.18 01:18buy84100.001.25731.24611.2668
1932009.02.18 03:01close84100.001.25891.24611.266816000.001442023.56
1942009.02.20 00:00buy85100.001.26561.25441.2751
1952009.02.20 19:57close85100.001.26891.25441.275133000.001475023.56
1962009.02.24 00:21buy86100.001.26971.25851.2792
1972009.02.24 11:03modify86100.001.26971.27021.2792
1982009.02.24 12:42t/p86100.001.27921.27021.279295000.001570023.56
1992009.02.26 00:10buy87100.001.26991.25871.2794
2002009.02.26 03:00close87100.001.27161.25871.279417000.001587023.56
2012009.02.27 00:01buy88100.001.27361.26241.2831
2022009.02.27 16:20s/l88100.001.26241.26241.2831-112000.001475023.56
2032009.03.03 00:09buy89100.001.25711.24591.2666
2042009.03.03 06:54modify89100.001.25711.25761.2666
2052009.03.03 09:15t/p89100.001.26661.25761.266695000.001570023.56
2062009.03.04 01:45buy90100.001.25381.24261.2633
2072009.03.04 19:30modify90100.001.25381.25431.2633
2082009.03.04 19:35close90100.001.26281.25431.263390000.001660023.56
2092009.03.05 00:36sell91100.001.26581.27701.2563
2102009.03.05 03:00close91100.001.26341.27701.256324000.001684023.56
2112009.03.10 01:15buy92100.001.26001.24881.2695
2122009.03.10 03:00close92100.001.26201.24881.269520000.001704023.56
2132009.03.17 01:54buy93100.001.29641.28521.3059
2142009.03.17 08:22modify93100.001.29641.29691.3059
2152009.03.17 09:09s/l93100.001.29691.29691.30595000.001709023.56
2162009.03.18 01:38sell94100.001.30301.31421.2935
2172009.03.18 03:50close94100.001.30141.31421.293516000.001725023.56
2182009.03.31 00:46sell95100.001.31971.33091.3102
2192009.03.31 03:04close95100.001.31821.33091.310215000.001740023.56
2202009.04.02 01:50sell96100.001.32461.33581.3151
2212009.04.02 13:22s/l96100.001.33581.33581.3151-112000.001628023.56
2222009.04.06 01:00sell97100.001.351421.36261.3419
2232009.04.06 16:37modify97100.001.351421.35091.3419
2242009.04.06 17:29t/p97100.001.34191.35091.341995200.001723223.56
2252009.04.13 01:00sell98100.001.318981.33021.3095
2262009.04.13 03:00close98100.001.315441.33021.309535400.001758623.56
2272009.04.15 00:11buy99100.001.32511.31391.3346
2282009.04.15 03:00close99100.001.326681.31391.334615800.001774423.56
2292009.04.16 00:00sell100100.001.322621.33381.3131
2302009.04.16 10:42modify100100.001.322621.32211.3131
2312009.04.16 12:37t/p100100.001.31311.32211.313195200.001869623.56
2322009.04.20 01:10buy101100.001.30291.29171.3124
2332009.04.20 01:59sell102100.001.30481.31601.2953
2342009.04.20 03:00close102100.001.30091.31601.295339000.001908623.56
2352009.04.20 16:55s/l101100.001.29171.29171.3124-112000.001796623.56
2362009.04.22 00:29buy103100.001.29351.28231.3030
2372009.04.22 16:49modify103100.001.29351.29401.3030
2382009.04.22 17:03close103100.001.30221.29401.303087000.001883623.56
2392009.04.27 01:10buy104100.001.32321.31201.3327
2402009.04.27 10:01s/l104100.001.31201.31201.3327-112000.001771623.56
2412009.05.04 01:01sell105100.001.328181.33941.3187
2422009.05.04 15:08modify105100.001.328181.32771.3187
2432009.05.04 16:39s/l105100.001.32771.32771.31874800.001776423.56
2442009.05.05 01:17sell106100.001.34311.35431.3336
2452009.05.05 03:05close106100.001.341591.35431.333615100.001791523.56
2462009.05.11 01:00sell107100.001.36581.37701.3563
2472009.05.11 03:00close107100.001.36341.37701.356324000.001815523.56
2482009.05.12 00:16buy108100.001.35761.34641.3671
2492009.05.12 03:39close108100.001.35911.34641.367115000.001830523.56
2502009.05.19 00:00sell109100.001.356071.36731.3466
2512009.05.19 03:03close109100.001.35451.36731.346615700.001846223.56
2522009.05.25 01:06sell110100.001.40341.41461.3939
2532009.05.25 03:02close110100.001.40191.41461.393915000.001861223.56
2542009.05.28 00:00buy111100.001.382711.37151.3922
2552009.05.28 03:58close111100.001.38431.37151.392215900.001877123.56
2562009.06.02 00:47buy112100.001.41451.40331.4240
2572009.06.02 03:00close112100.001.41801.40331.424035000.001912123.56
2582009.06.08 01:48buy113100.001.39301.38181.4025
2592009.06.08 03:00close113100.001.397471.38181.402544700.001956823.56
2602009.06.15 01:14buy114100.001.39701.38581.4065
2612009.06.15 12:19s/l114100.001.38581.38581.4065-112000.001844823.56
2622009.06.23 01:41buy115100.001.38531.37411.3948
2632009.06.23 12:04modify115100.001.38531.38581.3948
2642009.06.23 13:21t/p115100.001.39481.38581.394895000.001939823.56
2652009.06.29 01:20buy116100.001.405971.39481.4155
2662009.06.29 23:59close at stop116100.001.408121.39481.415521500.001961323.56