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=9991; HedgeMode=false; MM=30; Lots=0.2; SL=90; TP=30; StartTime=1; EndTime=2; CloseStartTime=5; CloseEndTime=7; CloseProfitPips=9; ExtraClose=true; ExtraCloseTime=24; Slippage=3; MaxSpread=11; UseBreakEven=true; BEStep=22; BEPoint=0; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=100; OP2=50; OP3=-10; OP4=-20; OP5=15; EAComment="VZR_GBPCHF_OP3";
Bars in test31228Ticks modelled13292176Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit491182.05Gross profit596427.40Gross loss-105245.35
Profit factor5.67Expected payoff3837.36
Absolute drawdown400.82Maximal drawdown87366.90 (17.83%)Relative drawdown37.83% (20888.11)
Total trades128Short positions (won %)61 (85.25%)Long positions (won %)67 (82.09%)
Profit trades (% of total)107 (83.59%)Loss trades (% of total)21 (16.41%)
Largestprofit trade27847.40loss trade-40947.07
Averageprofit trade5574.09loss trade-5011.68
Maximumconsecutive wins (profit in money)30 (194239.54)consecutive losses (loss in money)3 (-2709.88)
Maximalconsecutive profit (count of wins)194239.54 (30)consecutive loss (count of losses)-49301.29 (2)
Averageconsecutive wins6consecutive 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 01:23sell13.002.00762.01752.0046
22008.04.07 01:47close13.002.00592.01752.0046473.1810473.18
32008.04.09 01:07sell23.141.99792.00781.9949
42008.04.09 02:39close23.141.99872.00781.9949-233.0610240.12
52008.04.10 01:15sell33.071.97961.98951.9766
62008.04.10 01:46close33.071.97901.98951.9766170.9010411.02
72008.04.14 01:15sell43.121.98181.99171.9788
82008.04.14 01:59modify43.121.98181.98181.9788
92008.04.14 02:44t/p43.121.97881.98181.9788868.4311279.45
102008.04.16 01:30sell53.381.97821.98811.9752
112008.04.16 03:04close53.381.97711.98811.9752344.9611624.41
122008.04.18 01:30buy63.492.00291.99302.0059
132008.04.18 04:24close63.492.00151.99302.0059-453.4611170.95
142008.04.21 01:50sell73.352.03542.04532.0324
152008.04.21 03:53close73.352.03482.04532.0324186.4911357.44
162008.04.22 01:18sell83.411.99792.00781.9949
172008.04.22 02:08close83.411.99832.00781.9949-126.5511230.89
182008.04.24 01:15buy93.372.00921.99932.0122
192008.04.24 02:19close93.372.01011.99932.0122281.4911512.38
202008.05.12 01:00sell103.452.03422.04412.0312
212008.05.12 02:26close103.452.03322.04412.0312320.1311832.51
222008.05.19 01:14buy113.552.04492.03502.0479
232008.05.19 01:19modify113.552.04492.04492.0479
242008.05.19 01:19t/p113.552.04792.04492.0479988.5812821.09
252008.05.19 01:36sell123.852.04952.05942.0465
262008.05.19 05:29close123.852.05202.05942.0465-893.1911927.90
272008.05.23 01:40buy133.582.04092.03102.0439
282008.05.23 02:30close133.582.04042.03102.0439-166.1611761.74
292008.05.26 01:30sell143.532.03092.04082.0279
302008.05.26 03:00modify143.532.03092.03092.0279
312008.05.26 03:01close143.532.02842.03092.0279818.9512580.69
322008.06.02 01:15buy153.772.06012.05022.0631
332008.06.02 04:46close153.772.05732.05022.0631-979.8511600.84
342008.06.09 01:01buy163.482.00531.99542.0083
352008.06.09 03:15modify163.482.00532.00532.0083
362008.06.09 03:15close163.482.00782.00532.0083807.5812408.42
372008.06.12 01:11buy173.722.02472.01482.0277
382008.06.12 02:00close173.722.02492.01482.027769.0612477.48
392008.06.13 01:00buy183.742.02482.01492.0278
402008.06.13 03:15close183.742.02602.01492.0278416.5912894.07
412008.06.16 01:01buy193.872.03492.02502.0379
422008.06.16 01:28modify193.872.03492.03492.0379
432008.06.16 01:28t/p193.872.03792.03492.03791077.6913971.76
442008.06.16 01:28buy204.192.03882.02892.0418
452008.06.16 01:44modify204.192.03882.03882.0418
462008.06.16 03:34close204.192.04132.03882.0418972.3414944.10
472008.06.20 01:09buy214.482.06122.05132.0642
482008.06.20 03:09close214.482.06032.05132.0642-374.2614569.84
492008.06.27 01:00sell224.372.03692.04682.0339
502008.06.27 02:24modify224.372.03692.03692.0339
512008.06.27 02:26close224.372.03462.03692.0339932.7315502.57
522008.07.14 01:16sell234.652.02312.03302.0201
532008.07.14 04:57close234.652.02362.03302.0201-215.7515286.82
542008.07.18 01:00buy244.592.03782.02792.0408
552008.07.18 03:29modify244.592.03782.03782.0408
562008.07.18 03:30close244.592.03992.03782.0408894.7416181.56
572008.07.21 01:45buy254.852.04042.03052.0434
582008.07.21 06:02close254.852.03722.03052.0434-1440.6414740.92
592008.07.30 01:00sell264.422.07222.08212.0692
602008.07.30 02:30close264.422.07082.08212.0692574.2415315.16
612008.08.11 01:01buy274.592.07332.06342.0763
622008.08.11 03:04modify274.592.07332.07332.0763
632008.08.11 03:45s/l274.592.07332.07332.07630.0015315.16
642008.08.13 01:15buy284.592.05892.04902.0619
652008.08.13 02:11close284.592.06052.04902.0619681.7115996.87
662008.08.14 01:08buy294.802.02812.01822.0311
672008.08.14 01:45close294.802.02892.01822.0311356.4516353.32
682008.09.02 01:30buy304.911.97021.96031.9732
692008.09.02 01:45modify304.911.97021.97021.9732
702008.09.02 01:46t/p304.911.97321.97021.97321367.3017720.62
712008.09.02 01:46buy315.321.97411.96421.9771
722008.09.02 03:36modify315.321.97411.97411.9771
732008.09.02 03:36t/p315.321.97711.97411.97711481.4819202.10
742008.09.05 01:00buy325.761.95911.94921.9621
752008.09.05 04:40close325.761.95791.94921.9621-641.6018560.50
762008.09.09 01:07buy335.571.98561.97571.9886
772008.09.09 01:20modify335.571.98561.98561.9886
782008.09.09 02:36t/p335.571.98861.98561.98861551.1020111.60
792008.09.10 01:09buy346.031.98331.97341.9863
802008.09.10 02:05close346.031.98541.97341.98631175.4421287.04
812008.09.11 01:45buy356.391.98971.97981.9927
822008.09.11 01:55modify356.391.98971.98971.9927
832008.09.11 01:55close356.391.99261.98971.99271720.1323007.17
842008.09.12 01:14buy366.901.99671.98681.9997
852008.09.12 02:50modify366.901.99671.99671.9997
862008.09.12 02:57s/l366.901.99671.99671.99970.0023007.17
872008.09.16 01:51buy376.901.99841.98852.0014
882008.09.16 03:03modify376.901.99841.99842.0014
892008.09.16 03:10s/l376.901.99841.99842.00140.0023007.17
902008.09.17 01:06buy386.901.99951.98962.0025
912008.09.17 01:59modify386.901.99951.99952.0025
922008.09.17 02:02t/p386.902.00251.99952.00251921.4724928.64
932008.09.19 01:40sell397.482.01232.02222.0093
942008.09.19 02:36close397.482.01032.02222.00931388.2726316.91
952008.09.22 01:59buy407.902.02162.01172.0246
962008.09.22 07:15close407.902.01812.01172.0246-2566.6123750.30
972008.09.29 01:01buy417.132.00221.99232.0052
982008.09.29 03:10modify417.132.00222.00222.0052
992008.09.29 03:52t/p417.132.00522.00222.00521985.7125736.01
1002008.09.30 01:00buy427.721.96691.95701.9699
1012008.09.30 01:08modify427.721.96691.96691.9699
1022008.09.30 01:15s/l427.721.96691.96691.96990.0025736.01
1032008.09.30 01:18buy437.721.96671.95681.9697
1042008.09.30 01:46modify437.721.96671.96671.9697
1052008.09.30 01:46close437.721.96891.96671.96971576.6827312.69
1062008.09.30 01:48sell448.191.97001.97991.9670
1072008.09.30 01:54close448.191.96791.97991.96701596.1928908.88
1082008.09.30 01:58buy458.671.96691.95701.9699
1092008.09.30 02:08close458.671.96861.95701.96991368.2730277.15
1102008.10.06 01:01sell469.082.00442.01432.0014
1112008.10.06 02:02modify469.082.00442.00442.0014
1122008.10.06 02:04t/p469.082.00142.00442.00142528.0732805.22
1132008.10.08 01:01sell479.841.99442.00431.9914
1142008.10.08 01:01modify479.841.99441.99441.9914
1152008.10.08 01:07s/l479.841.99441.99441.99140.0032805.22
1162008.10.08 01:18sell489.841.99432.00421.9913
1172008.10.08 01:25modify489.841.99431.99431.9913
1182008.10.08 01:52t/p489.841.99131.99431.99132739.6735544.89
1192008.10.09 01:03sell4910.661.95001.95991.9470
1202008.10.09 01:30modify4910.661.95001.95001.9470
1212008.10.09 01:30close4910.661.94761.95001.94702374.3937919.28
1222008.10.14 01:00sell5011.381.98101.99091.9780
1232008.10.14 05:56close5011.381.98051.99091.9780528.1238447.40
1242008.10.17 01:29sell5111.531.96971.97961.9667
1252008.10.17 01:54modify5111.531.96971.96971.9667
1262008.10.17 01:54close5111.531.96731.96971.96672568.4041015.80
1272008.10.17 01:55buy5212.301.96631.95641.9693
1282008.10.17 03:53close5212.301.96771.95641.96931598.7442614.54
1292008.10.20 01:00sell5312.781.96701.97691.9640
1302008.10.20 02:04close5312.781.96631.97691.9640830.3343444.87
1312008.10.21 01:11buy5413.031.97191.96201.9749
1322008.10.21 01:24close5413.031.97331.96201.97491693.6245138.49
1332008.10.23 01:57buy5513.541.88681.87691.8898
1342008.10.23 02:04modify5513.541.88681.88681.8898
1352008.10.23 02:08t/p5513.541.88981.88681.88983771.2448909.73
1362008.10.29 01:25sell5614.671.85061.86051.8476
1372008.10.29 01:56modify5614.671.85061.85061.8476
1382008.10.29 01:57t/p5614.671.84761.85061.84764084.8452994.57
1392008.10.31 01:21buy5715.901.87081.86091.8738
1402008.10.31 03:20s/l5715.901.86091.86091.8738-14614.2438380.33
1412008.11.04 01:03sell5811.511.86001.86991.8570
1422008.11.04 01:54modify5811.511.86001.86001.8570
1432008.11.04 01:55t/p5811.511.85701.86001.85703204.9341585.26
1442008.11.04 01:55buy5912.481.85581.84591.8588
1452008.11.04 02:07modify5912.481.85581.85581.8588
1462008.11.04 02:09t/p5912.481.85881.85581.85883476.0045061.26
1472008.11.06 01:00buy6013.521.84231.83241.8453
1482008.11.06 04:53close6013.521.84131.83241.8453-1255.2343806.03
1492008.11.07 01:38buy6113.141.83711.82721.8401
1502008.11.07 05:16close6113.141.83621.82721.8401-1097.9542708.08
1512008.11.11 01:58sell6212.811.84161.85151.8386
1522008.11.11 03:39close6212.811.84191.85151.8386-356.7042351.38
1532008.11.12 01:05buy6312.711.82601.81611.8290
1542008.11.12 03:01close6312.711.82711.81611.82901298.0243649.40
1552008.11.13 01:49buy6413.091.76821.75831.7712
1562008.11.13 02:33modify6413.091.76821.76821.7712
1572008.11.13 02:37t/p6413.091.77121.76821.77123645.9047295.30
1582008.11.18 01:41buy6514.191.79631.78641.7993
1592008.11.18 03:08modify6514.191.79631.79631.7993
1602008.11.18 03:17close6514.191.79831.79631.79932634.8649930.16
1612008.11.19 01:00sell6614.981.79961.80951.7966
1622008.11.19 03:38modify6614.981.79961.79961.7966
1632008.11.19 03:38close6614.981.79741.79961.79663058.8452989.00
1642008.11.20 01:51buy6715.901.81431.80441.8173
1652008.11.20 02:22close6715.901.81641.80441.81733099.9956088.99
1662008.11.21 01:00buy6816.831.80211.79221.8051
1672008.11.21 01:52modify6816.831.80211.80211.8051
1682008.11.21 02:02t/p6816.831.80511.80211.80514687.5960776.58
1692008.11.25 01:38buy6918.231.81091.80101.8139
1702008.11.25 02:26close6918.231.81271.80101.81393046.5163823.09
1712008.11.27 01:02sell7019.151.85161.86151.8486
1722008.11.27 01:03t/p7019.151.84861.86151.84865332.2869155.37
1732008.12.02 01:00sell7120.751.79521.80511.7922
1742008.12.02 01:05modify7120.751.79521.79521.7922
1752008.12.02 01:15t/p7120.751.79221.79521.79225777.7974933.16
1762008.12.03 01:40sell7222.481.80001.80991.7970
1772008.12.03 02:43modify7222.481.80001.80001.7970
1782008.12.03 02:43close7222.481.79751.80001.79705216.2680149.42
1792008.12.10 01:15buy7324.041.77651.76661.7795
1802008.12.10 01:35modify7324.041.77651.77651.7795
1812008.12.10 01:38close7324.041.77931.77651.77956249.3786398.79
1822008.12.10 01:38sell7425.921.78041.79031.7774
1832008.12.10 02:00close7425.921.77821.79031.77745292.7491691.53
1842008.12.11 01:22sell7527.511.77431.78421.7713
1852008.12.11 02:18modify7527.511.77431.77431.7713
1862008.12.11 02:18close7527.511.77201.77431.77135872.7597564.28
1872008.12.12 01:17sell7629.271.78171.79161.7787
1882008.12.12 02:17modify7629.271.78171.78171.7787
1892008.12.12 02:28s/l7629.271.78171.78171.77870.0097564.28
1902008.12.16 01:00sell7729.271.77431.78421.7713
1912008.12.16 01:15modify7729.271.77431.77431.7713
1922008.12.16 01:16t/p7729.271.77131.77431.77138150.18105714.46
1932008.12.17 01:00sell7831.711.75031.76021.7473
1942008.12.17 01:25modify7831.711.75031.75031.7473
1952008.12.17 01:25t/p7831.711.74731.75031.74738829.59114544.05
1962008.12.17 01:28buy7934.361.74431.73441.7473
1972008.12.17 02:10modify7934.361.74431.74431.7473
1982008.12.17 02:12t/p7934.361.74731.74431.74739570.14124114.19
1992008.12.18 01:15buy8037.231.66371.65381.6667
2002008.12.18 02:05modify8037.231.66371.66371.6667
2012008.12.18 02:05close8037.231.66601.66371.66677949.95132064.14
2022008.12.19 01:22sell8139.621.62791.63781.6249
2032008.12.19 01:42modify8139.621.62791.62791.6249
2042008.12.19 01:49s/l8139.621.62791.62791.62490.00132064.14
2052008.12.19 01:49sell8239.621.62881.63871.6258
2062008.12.19 01:50modify8239.621.62881.62881.6258
2072008.12.19 02:02t/p8239.621.62581.62881.625811032.12143096.26
2082008.12.23 01:45buy8342.931.61881.60891.6218
2092008.12.23 02:03modify8342.931.61881.61881.6218
2102008.12.23 02:39close8342.931.62151.61881.621810761.40153857.66
2112008.12.31 01:00sell8446.161.52711.53701.5241
2122008.12.31 01:10modify8446.161.52711.52711.5241
2132008.12.31 01:10t/p8446.161.52411.52711.524112853.17166710.83
2142008.12.31 01:10buy8550.011.52311.51321.5261
2152008.12.31 02:12modify8550.011.52311.52311.5261
2162008.12.31 02:16t/p8550.011.52611.52311.526113929.07180639.90
2172009.01.06 01:45sell8654.191.63271.64261.6297
2182009.01.06 01:57close8654.191.63111.64261.62978047.52188687.42
2192009.01.07 01:00buy8756.611.66221.65231.6652
2202009.01.07 01:10modify8756.611.66221.66221.6652
2212009.01.07 01:10s/l8756.611.66221.66221.66520.00188687.42
2222009.01.07 01:11buy8856.611.66261.65271.6656
2232009.01.07 01:42modify8856.611.66261.66261.6656
2242009.01.07 02:08t/p8856.611.66561.66261.665615767.34204454.76
2252009.01.08 01:00buy8961.341.66441.65451.6674
2262009.01.08 02:45close8961.341.66571.65451.66747403.39211858.15
2272009.01.16 01:09sell9063.561.64721.65711.6442
2282009.01.16 02:04close9063.561.64611.65711.64426489.33218347.48
2292009.01.20 01:15buy9165.501.63081.62091.6338
2302009.01.20 01:23modify9165.501.63081.63081.6338
2312009.01.20 01:30s/l9165.501.63081.63081.63380.00218347.48
2322009.01.20 01:30buy9265.501.63161.62171.6346
2332009.01.20 02:44modify9265.501.63161.63161.6346
2342009.01.20 02:50t/p9265.501.63461.63161.634618243.44236590.92
2352009.01.21 01:01buy9370.981.59471.58481.5977
2362009.01.21 03:47close9370.981.59401.58481.5977-4612.94231977.98
2372009.01.23 01:00buy9469.591.59841.58851.6014
2382009.01.23 01:15modify9469.591.59841.59841.6014
2392009.01.23 01:55t/p9469.591.60141.59841.601419382.60251360.58
2402009.01.27 01:00sell9575.411.59101.60091.5880
2412009.01.27 01:12modify9575.411.59101.59101.5880
2422009.01.27 01:13t/p9575.411.58801.59101.588020997.77272358.35
2432009.01.27 01:17sell9681.711.59091.60081.5879
2442009.01.27 02:19modify9681.711.59091.59091.5879
2452009.01.27 02:25s/l9681.711.59091.59091.58790.00272358.35
2462009.01.28 01:02sell9781.711.61431.62421.6113
2472009.01.28 03:57close9781.711.61501.62421.6113-5308.80267049.55
2482009.01.29 01:47sell9880.111.64371.65361.6407
2492009.01.29 02:10modify9880.111.64371.64371.6407
2502009.01.29 02:10t/p9880.111.64071.64371.640722306.48289356.03
2512009.01.30 01:30sell9986.811.65041.66031.6474
2522009.01.30 01:45close9986.811.65011.66031.64742417.21291773.24
2532009.02.06 01:09sell10087.531.71371.72361.7107
2542009.02.06 03:27close10087.531.71241.72361.710710561.45302334.69
2552009.02.10 01:05sell10190.701.73511.74501.7321
2562009.02.10 02:31close10190.701.73491.74501.73211683.68304018.37
2572009.02.11 01:00sell10291.211.68191.69181.6789
2582009.02.11 03:24close10291.211.68071.69181.678910158.90314177.27
2592009.02.13 01:00sell10394.251.65931.66921.6563
2602009.02.13 01:22modify10394.251.65931.65931.6563
2612009.02.13 01:23s/l10394.251.65931.65931.65630.00314177.27
2622009.02.13 01:30sell10494.251.65971.66961.6567
2632009.02.13 02:47close10494.251.65771.66961.656717495.83331673.10
2642009.02.18 01:11buy10599.501.66401.65411.6670
2652009.02.18 03:15close10599.501.66431.65411.66702771.33334444.43
2662009.02.20 01:45buy106100.001.67621.66631.6792
2672009.02.20 03:09close106100.001.67671.66631.67924642.53339086.96
2682009.03.05 01:11buy107100.001.65611.64621.6591
2692009.03.05 01:50modify107100.001.65611.65611.6591
2702009.03.05 01:59s/l107100.001.65611.65611.65910.00339086.96
2712009.03.11 01:12buy108100.001.59441.58451.5974
2722009.03.11 01:50close108100.001.59641.58451.597418570.10357657.06
2732009.03.13 01:30sell109100.001.65491.66481.6519
2742009.03.13 02:06modify109100.001.65491.65491.6519
2752009.03.13 02:09close109100.001.65231.65491.651924134.41381791.47
2762009.03.19 01:05sell110100.001.63021.64011.6272
2772009.03.19 01:46close110100.001.62851.64011.627215780.19397571.66
2782009.03.19 01:57sell111100.001.63001.63991.6270
2792009.03.19 02:21close111100.001.62951.63991.62704641.23402212.89
2802009.03.31 01:02sell112100.001.63861.64851.6356
2812009.03.31 05:19close112100.001.64061.64851.6356-18564.93383647.96
2822009.04.02 01:04sell113100.001.65751.66741.6545
2832009.04.02 02:49close113100.001.65721.66741.65452784.74386432.70
2842009.04.06 01:05buy114100.001.67631.66641.6793
2852009.04.06 01:19modify114100.001.67631.67631.6793
2862009.04.06 01:49close114100.001.67861.67631.679321355.62407788.32
2872009.04.27 01:15buy115100.001.667141.65721.6701
2882009.04.27 03:27modify115100.001.667141.66711.6701
2892009.04.27 03:47close115100.001.66961.66711.670122841.22430629.54
2902009.05.05 01:04sell116100.001.69251.70241.6895
2912009.05.05 02:21close116100.001.69241.70241.6895928.25431557.79
2922009.05.07 01:45sell117100.001.717591.72751.7146
2932009.05.07 04:18close117100.001.71551.72751.714619400.36450958.15
2942009.05.11 01:00buy118100.001.681661.67181.6847
2952009.05.11 04:16close118100.001.68191.67181.68472228.41453186.56
2962009.05.18 01:04sell119100.001.70341.71331.7004
2972009.05.18 01:30close119100.001.703621.71331.7004-2042.14451144.42
2982009.05.25 01:00sell120100.001.72841.73831.7254
2992009.05.25 01:25modify120100.001.72841.72841.7254
3002009.05.25 01:44t/p120100.001.72541.72841.725427847.40478991.82
3012009.06.01 01:07sell121100.001.72801.73791.7250
3022009.06.01 03:54close121100.001.72891.73791.7250-8354.22470637.60
3032009.06.05 01:00buy122100.001.726411.71651.7294
3042009.06.05 07:00close122100.001.72201.71651.7294-40947.07429690.53
3052009.06.08 01:01buy123100.001.73481.72491.7378
3062009.06.08 01:25modify123100.001.73481.73481.7378
3072009.06.08 01:25close123100.001.73701.73481.737820427.11450117.64
3082009.06.11 01:01sell124100.001.76841.77831.7654
3092009.06.11 01:47close124100.001.76831.77831.7654928.24451045.88
3102009.06.19 01:03buy125100.001.77411.76421.7771
3112009.06.19 01:40close125100.001.77531.76421.777111142.06462187.94
3122009.06.22 01:45buy126100.001.780261.77041.7833
3132009.06.22 03:01close126100.001.78221.77041.783318013.00480200.94
3142009.06.29 01:05buy127100.001.787541.77761.7905
3152009.06.29 01:53close127100.001.78861.77761.79059842.15490043.09
3162009.06.29 01:59sell128100.001.78961.79951.7866
3172009.06.29 03:25close128100.001.78841.79951.786611138.96501182.05