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

通貨ペアGBPCHF (Great Britain Pound 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=9990; HedgeMode=false; MM=30; Lots=0.2; SL=90; TP=30; StartTime=0; EndTime=2; CloseStartTime=5; CloseEndTime=24; CloseProfitPips=15; ExtraClose=true; ExtraCloseTime=24; Slippage=3; MaxSpread=11; UseBreakEven=true; BEStep=28; BEPoint=15; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=55; OP2=60; OP3=-10; OP4=-19; OP5=15; EAComment="VZR_GBPCHF_OP2";
Bars in test31228Ticks modelled13292176Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit733654.88Gross profit949921.45Gross loss-216266.57
Profit factor4.39Expected payoff5240.39
Absolute drawdown950.74Maximal drawdown88134.34 (16.80%)Relative drawdown53.62% (54747.18)
Total trades140Short positions (won %)70 (88.57%)Long positions (won %)70 (78.57%)
Profit trades (% of total)117 (83.57%)Loss trades (% of total)23 (16.43%)
Largestprofit trade27839.65loss trade-46310.91
Averageprofit trade8118.99loss trade-9402.89
Maximumconsecutive wins (profit in money)31 (350659.41)consecutive losses (loss in money)2 (-53733.44)
Maximalconsecutive profit (count of wins)350659.41 (31)consecutive loss (count of losses)-53733.44 (2)
Averageconsecutive wins7consecutive 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 00:16sell13.001.99752.00741.9945
22008.04.09 02:39close13.001.99862.00741.9945-306.189693.82
32008.04.17 00:00sell22.911.97251.98241.9695
42008.04.17 02:16modify22.911.97251.97101.9695
52008.04.17 02:16close22.911.96961.97101.9695782.9810476.80
62008.04.21 01:50sell33.142.03542.04532.0324
72008.04.21 03:53close33.142.03462.04532.0324233.0710709.87
82008.04.29 00:15buy43.212.05792.04802.0609
92008.04.29 01:15close43.212.05872.04802.0609238.3310948.20
102008.04.30 00:41sell53.282.04392.05382.0409
112008.04.30 01:19close53.282.04342.05382.0409152.1611100.36
122008.05.06 00:26sell63.332.07812.08802.0751
132008.05.06 01:35close63.332.07822.08802.0751-30.9011069.46
142008.05.12 01:30sell73.322.03572.04562.0327
152008.05.12 02:26close73.322.03322.04562.0327770.0911839.55
162008.05.19 01:14buy83.552.04492.03502.0479
172008.05.19 01:19t/p83.552.04792.03502.0479988.4012827.95
182008.05.19 01:36sell93.852.04952.05942.0465
192008.05.19 05:31close93.852.05192.05942.0465-857.3011970.65
202008.05.23 00:00buy103.592.04152.03162.0445
212008.05.23 02:34close103.592.04052.03162.0445-333.1811637.47
222008.05.26 01:30sell113.492.03092.04082.0279
232008.05.26 03:06close113.492.02822.04082.0279874.2812511.75
242008.06.03 00:12sell123.752.04162.05152.0386
252008.06.03 01:20close123.752.03892.05152.0386939.4113451.16
262008.06.04 00:34sell134.042.04722.05712.0442
272008.06.04 01:30close134.042.04692.05712.0442112.4513563.61
282008.06.09 01:01buy144.072.00531.99542.0083
292008.06.09 03:15close144.072.00791.99542.0083982.0814545.69
302008.06.12 00:10buy154.362.02492.01502.0279
312008.06.12 02:00close154.362.02502.01502.027940.4614586.15
322008.06.13 00:15buy164.382.02722.01732.0302
332008.06.13 03:15close164.382.02612.01732.0302-447.1414139.01
342008.06.16 01:01buy174.242.03492.02502.0379
352008.06.16 01:28modify174.242.03492.03642.0379
362008.06.16 01:28t/p174.242.03792.03642.03791180.5115319.52
372008.06.16 01:28buy184.602.03882.02892.0418
382008.06.16 03:35close184.602.04162.02892.04181195.3616514.88
392008.06.20 01:17buy194.952.06082.05092.0638
402008.06.20 03:09close194.952.06042.05092.0638-183.7616331.12
412008.06.25 00:00sell204.902.05312.06302.0501
422008.06.25 02:13close204.902.05182.06302.0501591.0216922.14
432008.06.27 00:54sell215.082.03692.04682.0339
442008.06.27 02:32close215.082.03482.04682.0339989.7917911.93
452008.07.03 00:00buy225.372.02102.01112.0240
462008.07.03 01:26close225.372.02072.01112.0240-149.5117762.42
472008.07.14 01:30sell235.332.02602.03592.0230
482008.07.14 02:16modify235.332.02602.02452.0230
492008.07.14 02:19t/p235.332.02302.02452.02301483.5819246.00
502008.07.16 00:20buy245.772.02292.01302.0259
512008.07.16 01:19modify245.772.02292.02442.0259
522008.07.16 01:20t/p245.772.02592.02442.02591606.5020852.50
532008.07.18 00:30buy256.262.04002.03012.0430
542008.07.18 03:30close256.262.04002.03012.04300.0020852.50
552008.07.30 01:00sell266.262.07222.08212.0692
562008.07.30 02:31close266.262.07072.08212.0692871.2221723.72
572008.08.13 01:15buy276.522.05892.04902.0619
582008.08.13 02:12close276.522.06072.04902.06191089.1822812.90
592008.08.14 00:17buy286.842.02872.01882.0317
602008.08.14 01:45close286.842.02892.01882.0317126.9622939.86
612008.09.02 01:30buy296.881.97021.96031.9732
622008.09.02 01:45modify296.881.97021.97171.9732
632008.09.02 01:46t/p296.881.97321.97171.97321915.5524855.41
642008.09.02 01:46buy307.461.97411.96421.9771
652008.09.02 03:36modify307.461.97411.97561.9771
662008.09.02 03:36t/p307.461.97711.97561.97712077.0326932.44
672008.09.05 00:30buy318.081.95891.94901.9619
682008.09.05 04:40close318.081.95801.94901.9619-674.9026257.54
692008.09.09 00:00sell327.881.98941.99931.9864
702008.09.09 00:11t/p327.881.98641.99931.98642193.3628450.90
712008.09.09 00:22sell338.541.98931.99921.9863
722008.09.09 01:07t/p338.541.98631.99921.98632377.0730827.97
732008.09.09 01:07buy349.251.98561.97571.9886
742008.09.09 01:59modify349.251.98561.98711.9886
752008.09.09 02:02s/l349.251.98711.98711.98861287.7032115.67
762008.09.10 00:03buy359.631.98311.97321.9861
772008.09.10 02:05close359.631.98541.97321.98612055.5934171.26
782008.09.12 00:00sell3610.252.00032.01021.9973
792008.09.12 00:13modify3610.252.00031.99881.9973
802008.09.12 00:13s/l3610.251.99881.99881.99731426.5135597.77
812008.09.12 00:45sell3710.682.00112.01101.9981
822008.09.12 00:53modify3710.682.00111.99961.9981
832008.09.12 00:53t/p3710.681.99811.99961.99812972.7338570.50
842008.09.12 01:14buy3811.571.99671.98681.9997
852008.09.12 03:42close3811.571.99921.98681.99972684.4641254.96
862008.09.16 00:00sell3912.382.00842.01832.0054
872008.09.16 00:04t/p3912.382.00542.01832.00543445.9044700.86
882008.09.16 00:07sell4013.412.00592.01582.0029
892008.09.16 00:30t/p4013.412.00292.01582.00293732.6148433.47
902008.09.16 00:34sell4114.532.00642.01632.0034
912008.09.16 00:57modify4114.532.00642.00492.0034
922008.09.16 00:58t/p4114.532.00342.00492.00344044.3552477.82
932008.09.16 01:51buy4215.741.99841.98852.0014
942008.09.16 05:15close4215.741.99761.98852.0014-1168.6351309.19
952008.09.17 01:06buy4315.391.99951.98962.0025
962008.09.17 02:02modify4315.391.99952.00102.0025
972008.09.17 02:02t/p4315.392.00252.00102.00254284.9155594.10
982008.09.19 01:40sell4416.682.01232.02222.0093
992008.09.19 02:39close4416.682.01022.02222.00933249.9658844.06
1002008.09.22 01:59buy4517.652.02162.01172.0246
1012008.09.22 07:46close4517.652.01702.01172.0246-7535.0351309.03
1022008.09.30 00:31buy4615.391.96741.95751.9704
1032008.09.30 01:46close4615.391.96891.95751.97042142.4653451.49
1042008.10.06 01:01sell4716.042.00442.01432.0014
1052008.10.06 02:04t/p4716.042.00142.01432.00144464.6557916.14
1062008.10.07 00:03sell4817.372.00392.01382.0009
1072008.10.07 00:22t/p4817.372.00092.01382.00094834.8462750.98
1082008.10.08 00:37buy4918.831.98821.97831.9912
1092008.10.08 00:41t/p4918.831.99121.97831.99125242.6967993.67
1102008.10.08 01:01sell5020.401.99442.00431.9914
1112008.10.08 01:51modify5020.401.99441.99291.9914
1122008.10.08 01:52t/p5020.401.99141.99291.99145678.2373671.90
1132008.10.09 00:52sell5122.101.94991.95981.9469
1142008.10.09 01:30close5122.101.94761.95981.94694716.0978387.99
1152008.10.14 00:23sell5223.521.97631.98621.9733
1162008.10.14 05:57close5223.521.98041.98621.9733-8947.1169440.88
1172008.10.16 00:00buy5320.831.95511.94521.9581
1182008.10.16 00:30s/l5320.831.94521.94521.9581-19138.4750302.41
1192008.10.16 00:30buy5415.091.94611.93621.9491
1202008.10.16 01:27modify5415.091.94611.94761.9491
1212008.10.16 01:27t/p5415.091.94911.94761.94914201.3954503.80
1222008.10.17 01:29sell5516.351.96971.97961.9667
1232008.10.17 01:54close5516.351.96731.97961.96673640.7558144.55
1242008.10.17 01:55buy5617.441.96631.95641.9693
1252008.10.17 03:53close5617.441.96781.95641.96932427.8460572.39
1262008.10.23 01:57buy5718.171.88681.87691.8898
1272008.10.23 02:08t/p5718.171.88981.87691.88985058.9365631.32
1282008.10.24 00:04sell5819.691.88191.89181.8789
1292008.10.24 01:38modify5819.691.88191.88041.8789
1302008.10.24 01:38t/p5819.691.87891.88041.87895480.6071111.92
1312008.10.28 00:00buy5921.331.79761.78771.8006
1322008.10.28 02:28t/p5921.331.80061.78771.80065938.7577050.67
1332008.10.29 01:25sell6023.121.85061.86051.8476
1342008.10.29 01:57modify6023.121.85061.84911.8476
1352008.10.29 01:57t/p6023.121.84761.84911.84766435.3383486.00
1362008.10.30 00:01buy6125.051.84951.83961.8525
1372008.10.30 00:18t/p6125.051.85251.83961.85256974.4890460.48
1382008.10.30 00:51buy6227.141.84831.83841.8513
1392008.10.30 01:04modify6227.141.84831.84981.8513
1402008.10.30 01:04t/p6227.141.85131.84981.85137556.3898016.86
1412008.10.31 01:21buy6329.411.87081.86091.8738
1422008.10.31 03:20s/l6329.411.86091.86091.8738-27021.7270995.14
1432008.11.04 00:00sell6421.301.86011.87001.8571
1442008.11.04 00:34t/p6421.301.85711.87001.85715928.7476923.88
1452008.11.04 00:53sell6523.081.85941.86931.8564
1462008.11.04 01:55modify6523.081.85941.85791.8564
1472008.11.04 01:55close6523.081.85661.85791.85645995.9182919.79
1482008.11.04 01:55buy6624.881.85581.84591.8588
1492008.11.04 02:09t/p6624.881.85881.84591.85886927.1589846.94
1502008.11.06 00:46buy6726.951.84581.83591.8488
1512008.11.06 04:53close6726.951.84131.83591.8488-11255.2278591.72
1522008.11.07 00:00buy6823.581.84391.83401.8469
1532008.11.07 02:38s/l6823.581.83401.83401.8469-21665.1556926.57
1542008.11.12 00:03buy6917.081.82691.81701.8299
1552008.11.12 03:01close6917.081.82711.81701.8299317.0357243.60
1562008.11.13 01:49buy7017.171.76821.75831.7712
1572008.11.13 02:36modify7017.171.76821.76971.7712
1582008.11.13 02:37t/p7017.171.77121.76971.77124780.5162024.11
1592008.11.14 00:24sell7118.611.76381.77371.7608
1602008.11.14 00:50modify7118.611.76381.76231.7608
1612008.11.14 00:50t/p7118.611.76081.76231.76085179.9967204.10
1622008.11.18 00:11buy7220.161.79601.78611.7990
1632008.11.18 00:55modify7220.161.79601.79751.7990
1642008.11.18 00:55t/p7220.161.79901.79751.79905613.0072817.10
1652008.11.18 01:41buy7321.851.79631.78641.7993
1662008.11.18 03:17close7321.851.79851.78641.79934461.2677278.36
1672008.11.19 00:30sell7423.181.80081.81071.7978
1682008.11.19 02:48modify7423.181.80081.79931.7978
1692008.11.19 03:00s/l7423.181.79931.79931.79783226.0180504.37
1702008.11.20 00:01buy7524.151.81601.80611.8190
1712008.11.20 02:22close7524.151.81701.80611.81902241.3082745.67
1722008.11.21 00:00buy7624.821.80331.79341.8063
1732008.11.21 00:39t/p7624.821.80631.79341.80636910.4489656.11
1742008.11.21 00:48buy7726.901.80281.79291.8058
1752008.11.21 02:10modify7726.901.80281.80431.8058
1762008.11.21 02:10t/p7726.901.80581.80431.80587489.5697145.67
1772008.11.25 01:38buy7829.141.81091.80101.8139
1782008.11.25 02:27close7829.141.81281.80101.81395138.37102284.04
1792008.11.27 00:14sell7930.691.84871.85861.8457
1802008.11.27 00:29modify7930.691.84871.84721.8457
1812008.11.27 00:29t/p7930.691.84571.84721.84578542.40110826.44
1822008.11.27 01:02sell8033.251.85161.86151.8486
1832008.11.27 01:03t/p8033.251.84861.86151.84869254.97120081.41
1842008.12.02 00:00buy8136.021.78771.77781.7907
1852008.12.02 00:18t/p8136.021.79071.77781.790710028.77130110.18
1862008.12.02 00:19sell8239.031.79311.80301.7901
1872008.12.02 02:29modify8239.031.79311.79161.7901
1882008.12.02 02:29close8239.031.79021.79161.790110501.67140611.85
1892008.12.03 01:40sell8342.181.80001.80991.7970
1902008.12.03 02:43close8342.181.79741.80991.797010175.17150787.02
1912008.12.05 00:00buy8445.241.75401.74411.7570
1922008.12.05 01:09t/p8445.241.75701.74411.757012595.82163382.84
1932008.12.10 00:00buy8549.011.77671.76681.7797
1942008.12.10 00:56t/p8549.011.77971.76681.779713644.21177027.05
1952008.12.10 01:15buy8653.111.77651.76661.7795
1962008.12.10 01:38modify8653.111.77651.77801.7795
1972008.12.10 01:38t/p8653.111.77951.77801.779514785.64191812.69
1982008.12.10 01:38sell8757.541.78041.79031.7774
1992008.12.10 02:00close8757.541.77821.79031.777411743.94203556.63
2002008.12.11 01:22sell8861.071.77431.78421.7713
2012008.12.11 02:18close8861.071.77201.78421.771313030.99216587.62
2022008.12.12 01:17sell8964.981.78171.79161.7787
2032008.12.12 03:44close8964.981.77981.79161.778711453.94228041.56
2042008.12.16 00:30sell9068.411.77371.78361.7707
2052008.12.16 01:18modify9068.411.77371.77221.7707
2062008.12.16 01:20s/l9068.411.77221.77221.77079519.90237561.46
2072008.12.17 00:00sell9171.271.74821.75811.7452
2082008.12.17 00:21close9171.271.74581.75811.745215868.64253430.10
2092008.12.17 00:30sell9276.031.74911.75901.7461
2102008.12.17 01:26modify9276.031.74911.74761.7461
2112008.12.17 01:26t/p9276.031.74611.74761.746121160.59274590.69
2122008.12.17 01:28buy9382.381.74431.73441.7473
2132008.12.17 02:11modify9382.381.74431.74581.7473
2142008.12.17 02:12t/p9382.381.74731.74581.747322934.30297524.99
2152008.12.18 00:00buy9489.261.66461.65471.6676
2162008.12.18 02:05close9489.261.66601.65471.667611596.51309121.50
2172008.12.19 00:00sell9592.741.62591.63581.6229
2182008.12.19 02:54close9592.741.62541.63581.62294301.89313423.39
2192008.12.23 00:13sell9694.031.62271.63261.6197
2202008.12.23 00:58close9694.031.62121.63261.619713085.17326508.56
2212008.12.24 00:00sell9797.951.60701.61691.6040
2222008.12.24 00:20modify9797.951.60701.60551.6040
2232008.12.24 00:20t/p9797.951.60401.60551.604027261.34353769.90
2242008.12.31 00:00sell98100.001.52661.53651.5236
2252008.12.31 01:10modify98100.001.52661.52511.5236
2262008.12.31 01:10close98100.001.52381.52511.523625976.43379746.33
2272008.12.31 01:10buy99100.001.52311.51321.5261
2282008.12.31 02:12modify99100.001.52311.52461.5261
2292008.12.31 02:16t/p99100.001.52611.52461.526127839.65407585.98
2302009.01.07 00:43buy100100.001.66411.65421.6671
2312009.01.07 03:48close100100.001.66401.65421.6671-927.98406658.00
2322009.01.08 00:00buy101100.001.66441.65451.6674
2332009.01.08 02:45close101100.001.66581.65451.667412991.83419649.83
2342009.01.09 00:10sell102100.001.66591.67581.6629
2352009.01.09 03:09close102100.001.66581.67581.6629927.73420577.56
2362009.01.14 00:00buy103100.001.62151.61161.6245
2372009.01.14 01:05close103100.001.62341.61161.624517631.78438209.34
2382009.01.16 00:00sell104100.001.64681.65671.6438
2392009.01.16 02:04close104100.001.64611.65671.64386494.11444703.45
2402009.01.20 01:15buy105100.001.63081.62091.6338
2412009.01.20 02:44modify105100.001.63081.63231.6338
2422009.01.20 02:44t/p105100.001.63381.63231.633827839.64472543.09
2432009.01.21 00:04buy106100.001.59661.58671.5996
2442009.01.21 04:00close106100.001.59381.58671.5996-25983.67446559.42
2452009.01.23 00:40buy107100.001.59861.58871.6016
2462009.01.23 01:55t/p107100.001.60161.58871.601627839.65474399.07
2472009.01.27 00:58sell108100.001.59091.60081.5879
2482009.01.27 01:13modify108100.001.59091.58941.5879
2492009.01.27 01:13t/p108100.001.58791.58941.587927831.90502230.97
2502009.01.27 01:17sell109100.001.59091.60081.5879
2512009.01.27 04:19close109100.001.59081.60081.5879927.73503158.70
2522009.01.28 00:19sell110100.001.61431.62421.6113
2532009.01.28 03:57close110100.001.61491.62421.6113-5566.38497592.32
2542009.01.29 00:00buy111100.001.63691.62701.6399
2552009.01.29 00:31modify111100.001.63691.63841.6399
2562009.01.29 00:31t/p111100.001.63991.63841.639927839.65525431.97
2572009.01.29 01:47sell112100.001.64371.65361.6407
2582009.01.29 02:10modify112100.001.64371.64221.6407
2592009.01.29 02:10t/p112100.001.64071.64221.640727831.89553263.86
2602009.02.04 00:00sell113100.001.65231.66221.6493
2612009.02.04 02:00close113100.001.65161.66221.64936494.11559757.97
2622009.02.06 01:09sell114100.001.71371.72361.7107
2632009.02.06 03:33close114100.001.71231.72361.710712988.21572746.18
2642009.02.10 01:16sell115100.001.73521.74511.7322
2652009.02.10 02:43close115100.001.73481.74511.73223710.92576457.10
2662009.02.11 01:00sell116100.001.68191.69181.6789
2672009.02.11 03:24close116100.001.68071.69181.678911132.75587589.85
2682009.02.13 00:18sell117100.001.65841.66831.6554
2692009.02.13 02:47close117100.001.65761.66831.65547421.84595011.69
2702009.02.18 00:00buy118100.001.66601.65611.6690
2712009.02.18 03:17close118100.001.66441.65611.6690-14847.81580163.88
2722009.03.05 00:41sell119100.001.65991.66981.6569
2732009.03.05 00:58close119100.001.65741.66981.656923193.25603357.13
2742009.03.05 01:11buy120100.001.65611.64621.6591
2752009.03.05 03:30close120100.001.65761.64621.659113919.83617276.96
2762009.03.10 00:00buy121100.001.59611.58621.5991
2772009.03.10 01:30close121100.001.59731.58621.599111135.86628412.82
2782009.03.11 01:12buy122100.001.59441.58451.5974
2792009.03.11 01:50close122100.001.59651.58451.597419487.75647900.57
2802009.03.12 00:09buy123100.001.59661.58671.5996
2812009.03.12 00:28modify123100.001.59661.59811.5996
2822009.03.12 00:28close123100.001.59951.59811.599626911.66674812.23
2832009.03.17 00:05buy124100.001.66601.65611.6690
2842009.03.17 01:45close124100.001.66661.65611.66905567.93680380.16
2852009.03.19 00:13sell125100.001.62951.63941.6265
2862009.03.19 02:21close125100.001.62941.63941.6265927.73681307.89
2872009.03.20 00:30buy126100.001.62991.62001.6329
2882009.03.20 01:40close126100.001.63001.62001.6329927.98682235.87
2892009.03.26 00:00sell127100.001.63121.64111.6282
2902009.03.26 02:36close127100.001.63141.64111.6282-1855.46680380.41
2912009.03.31 00:30sell128100.001.638931.64881.6359
2922009.03.31 05:19close128100.001.64041.64881.6359-13637.63666742.78
2932009.04.02 01:15sell129100.001.65781.66771.6548
2942009.04.02 02:49close129100.001.65711.66771.65486494.11673236.89
2952009.04.06 01:05buy130100.001.67631.66641.6793
2962009.04.06 01:58close130100.001.67881.66641.679323199.71696436.60
2972009.04.27 01:30buy131100.001.667971.65811.6710
2982009.04.27 03:47close131100.001.66971.65811.671016054.20712490.80
2992009.05.05 00:45sell132100.001.692721.70261.6897
3002009.05.05 02:25close132100.001.69231.70261.68973896.46716387.26
3012009.05.07 01:45sell133100.001.717591.72751.7146
3022009.05.07 04:18close133100.001.71541.72751.714620317.29736704.55
3032009.05.08 00:15sell134100.001.699631.70951.6966
3042009.05.08 02:44close134100.001.69841.70951.696611411.08748115.63
3052009.05.11 01:00buy135100.001.681661.67181.6847
3062009.05.11 04:16close135100.001.68201.67181.68473155.16751270.79
3072009.05.25 01:00sell136100.001.72841.73831.7254
3082009.05.25 01:44modify136100.001.72841.72691.7254
3092009.05.25 01:44t/p136100.001.72541.72691.725427834.47779105.26
3102009.06.01 01:07sell137100.001.72801.73791.7250
3112009.06.01 03:55close137100.001.72881.73791.7250-7422.53771682.73
3122009.06.05 01:15buy138100.001.726491.71661.7295
3132009.06.05 07:15close138100.001.72151.71661.7295-46310.91725371.82
3142009.06.08 01:01buy139100.001.73481.72491.7378
3152009.06.08 01:30close139100.001.736771.72491.737818283.06743654.88
3162009.06.11 00:04sell140100.001.76821.77811.7652
3172009.06.11 01:47close140100.001.76821.77811.76520.00743654.88