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

通貨ペアGBPUSD (Great Britain Pound 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=3334; HedgeMode=false; MM=30; Lots=0.2; SL=85; TP=55; StartTime=0; EndTime=2; CloseStartTime=4; CloseEndTime=5; CloseProfitPips=14; ExtraClose=false; ExtraCloseTime=25; Slippage=3; MaxSpread=6; UseBreakEven=true; BEStep=45; BEPoint=-5; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=95; OP2=49; OP3=0; OP4=42; OP5=10; EAComment="VZR_GBPUSD_OP2";
Bars in test31235Ticks modelled8417569Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit762777.20Gross profit1082720.90Gross loss-319943.70
Profit factor3.38Expected payoff8475.30
Absolute drawdown1680.80Maximal drawdown124700.00 (15.31%)Relative drawdown60.74% (55685.80)
Total trades90Short positions (won %)41 (90.24%)Long positions (won %)49 (79.59%)
Profit trades (% of total)76 (84.44%)Loss trades (% of total)14 (15.56%)
Largestprofit trade55100.00loss trade-89300.00
Averageprofit trade14246.33loss trade-22853.12
Maximumconsecutive wins (profit in money)19 (669885.70)consecutive losses (loss in money)2 (-31657.30)
Maximalconsecutive profit (count of wins)669885.70 (19)consecutive loss (count of losses)-89300.00 (1)
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
12008.04.14 01:15buy13.001.96831.95941.9738
22008.04.14 09:17modify13.001.96831.96781.9738
32008.04.14 09:18t/p13.001.97381.96781.97381650.0011650.00
42008.04.21 01:06sell23.501.99832.00721.9928
52008.04.21 10:40modify23.501.99831.99881.9928
62008.04.21 10:40t/p23.501.99281.99881.99281925.0013575.00
72008.05.02 01:45sell34.071.97841.98731.9729
82008.05.02 10:01modify34.071.97841.97891.9729
92008.05.02 10:01t/p34.071.97291.97891.97292238.5015813.50
102008.05.22 00:00sell44.741.97301.98191.9675
112008.05.22 14:24s/l44.741.98191.98191.9675-4218.6011594.90
122008.06.02 01:15buy53.481.97641.96751.9819
132008.06.02 10:18s/l53.481.96751.96751.9819-3097.208497.70
142008.07.16 00:07sell62.552.00632.01522.0008
152008.07.16 04:02close62.552.00452.01522.0008459.008956.70
162008.07.18 00:00sell72.692.00392.01281.9984
172008.07.18 00:59modify72.692.00392.00441.9984
182008.07.18 01:18t/p72.691.99842.00441.99841479.5010436.20
192008.07.21 01:15buy83.131.99461.98572.0001
202008.07.21 22:27modify83.131.99461.99412.0001
212008.07.21 23:19t/p83.132.00011.99412.00011721.5012157.70
222008.08.11 01:15buy93.651.91441.90551.9199
232008.08.11 04:00close93.651.91691.90551.9199912.5013070.20
242008.09.02 01:30buy103.921.78641.77751.7919
252008.09.02 01:51modify103.921.78641.78591.7919
262008.09.02 02:05t/p103.921.79191.78591.79192156.0015226.20
272008.09.05 00:30buy114.571.75731.74841.7628
282008.09.05 01:02modify114.571.75731.75681.7628
292008.09.05 04:00close114.571.75921.75681.7628868.3016094.50
302008.09.09 01:06buy124.831.75561.74671.7611
312008.09.09 01:57modify124.831.75561.75511.7611
322008.09.09 01:57sell134.341.76101.76991.7555
332008.09.09 01:58t/p124.831.76111.75511.76112656.5018751.00
342008.09.09 03:58modify134.341.76101.76151.7555
352008.09.09 04:00close134.341.75701.76151.75551736.0020487.00
362008.09.11 00:21buy146.151.75141.74251.7569
372008.09.11 04:48close146.151.75281.74251.7569861.0021348.00
382008.09.12 00:00sell156.401.75791.76681.7524
392008.09.12 04:01close156.401.75651.76681.7524896.0022244.00
402008.09.15 01:16sell166.671.80261.81151.7971
412008.09.15 01:55modify166.671.80261.80311.7971
422008.09.15 02:01t/p166.671.79711.80311.79713668.5025912.50
432008.09.17 00:09buy177.771.78241.77351.7879
442008.09.17 03:01modify177.771.78241.78191.7879
452008.09.17 03:02t/p177.771.78791.78191.78794273.5030186.00
462008.09.18 00:08buy189.061.81571.80681.8212
472008.09.18 03:41modify189.061.81571.81521.8212
482008.09.18 04:00close189.061.81821.81521.82122265.0032451.00
492008.09.19 01:41buy199.741.81421.80531.8197
502008.09.19 03:34s/l199.741.80531.80531.8197-8668.6023782.40
512008.09.22 01:51buy207.131.83151.82261.8370
522008.09.22 06:13modify207.131.83151.83101.8370
532008.09.22 06:33t/p207.131.83701.83101.83703921.5027703.90
542008.09.23 00:00buy218.311.85441.84551.8599
552008.09.23 03:13modify218.311.85441.85391.8599
562008.09.23 04:00close218.311.85731.85391.85992409.9030113.80
572008.09.24 00:00buy229.031.85171.84281.8572
582008.09.24 01:54sell237.561.85551.86441.8500
592008.09.24 02:24modify229.031.85171.85121.8572
602008.09.24 02:42t/p229.031.85721.85121.85724966.5035080.30
612008.09.24 04:12close237.561.85391.86441.85001209.6036289.90
622008.09.30 00:45buy2410.891.80561.79671.8111
632008.09.30 10:16modify2410.891.80561.80511.8111
642008.09.30 10:16t/p2410.891.81111.80511.81115989.5042279.40
652008.10.01 00:15sell2512.681.78211.79101.7766
662008.10.01 04:00close2512.681.78071.79101.77661775.2044054.60
672008.10.02 00:11buy2613.221.76911.76021.7746
682008.10.02 04:34close2613.221.77061.76021.77461983.0046037.60
692008.10.06 01:00buy2713.811.76281.75391.7683
702008.10.06 02:11modify2713.811.76281.76231.7683
712008.10.06 02:11t/p2713.811.76831.76231.76837595.5053633.10
722008.10.08 00:41sell2816.091.75101.75991.7455
732008.10.08 01:52modify2816.091.75101.75151.7455
742008.10.08 02:10t/p2816.091.74551.75151.74558849.5062482.60
752008.10.13 01:03sell2918.741.71371.72261.7082
762008.10.13 04:00close2918.741.71031.72261.70826371.6068854.20
772008.10.14 00:41sell3020.661.74151.75041.7360
782008.10.14 04:37s/l3020.661.75041.75041.7360-18387.4050466.80
792008.10.15 00:00buy3115.141.73981.73091.7453
802008.10.15 01:09sell3213.231.74431.75321.7388
812008.10.15 01:09modify3115.141.73981.73931.7453
822008.10.15 02:25s/l3115.141.73931.73931.7453-757.0049709.80
832008.10.15 02:25modify3213.231.74431.74481.7388
842008.10.15 03:08t/p3213.231.73881.74481.73887276.5056986.30
852008.10.16 00:04buy3317.101.72571.71681.7312
862008.10.16 00:28s/l3317.101.71681.71681.7312-15219.0041767.30
872008.10.16 00:28buy3412.531.71701.70811.7225
882008.10.16 02:20modify3412.531.71701.71651.7225
892008.10.16 03:06t/p3412.531.72251.71651.72256891.5048658.80
902008.10.17 01:37sell3514.601.73461.74351.7291
912008.10.17 04:00close3514.601.73321.74351.72912044.0050702.80
922008.10.21 00:13sell3615.211.71751.72641.7120
932008.10.21 01:36buy3712.891.71401.70511.7195
942008.10.21 03:06modify3712.891.71401.71351.7195
952008.10.21 03:13t/p3712.891.71951.71351.71957089.5057792.30
962008.10.21 09:42modify3615.211.71751.71801.7120
972008.10.21 09:46t/p3615.211.71201.71801.71208365.5066157.80
982008.10.23 00:57buy3819.851.62291.61401.6284
992008.10.23 03:09modify3819.851.62291.62241.6284
1002008.10.23 03:10t/p3819.851.62841.62241.628410917.5077075.30
1012008.10.24 00:04sell3923.121.62511.63401.6196
1022008.10.24 01:38modify3923.121.62511.62561.6196
1032008.10.24 01:44t/p3923.121.61961.62561.619612716.0089791.30
1042008.10.29 00:41sell4026.941.59681.60571.5913
1052008.10.29 02:05s/l4026.941.60571.60571.5913-23976.6065814.70
1062008.10.30 00:18sell4119.741.64161.65051.6361
1072008.10.30 01:59modify4119.741.64161.64211.6361
1082008.10.30 02:09t/p4119.741.63611.64211.636110857.0076671.70
1092008.10.31 00:20buy4223.001.64321.63431.6487
1102008.10.31 01:21s/l4223.001.63431.63431.6487-20470.0056201.70
1112008.10.31 01:21buy4316.861.63421.62531.6397
1122008.10.31 02:04modify4316.861.63421.63371.6397
1132008.10.31 02:04t/p4316.861.63971.63371.63979273.0065474.70
1142008.11.04 01:13buy4419.641.57881.56991.5843
1152008.11.04 04:58close4419.641.58031.56991.58432946.0068420.70
1162008.11.06 00:59buy4520.531.59001.58111.5955
1172008.11.06 06:11s/l4520.531.58111.58111.5955-18271.7050149.00
1182008.11.07 00:00buy4615.041.56581.55691.5713
1192008.11.07 00:23s/l4615.041.55691.55691.5713-13385.6036763.40
1202008.11.07 00:23buy4711.031.55731.54841.5628
1212008.11.07 00:33modify4711.031.55731.55681.5628
1222008.11.07 00:35t/p4711.031.56281.55681.56286066.5042829.90
1232008.11.07 01:56buy4812.851.55721.54831.5627
1242008.11.07 05:27modify4812.851.55721.55671.5627
1252008.11.07 05:42t/p4812.851.56271.55671.56277067.5049897.40
1262008.11.11 00:32sell4914.971.56421.57311.5587
1272008.11.11 03:40modify4914.971.56421.56471.5587
1282008.11.11 03:56t/p4914.971.55871.56471.55878233.5058130.90
1292008.11.13 00:10buy5017.441.49151.48261.4970
1302008.11.13 00:24modify5017.441.49151.49101.4970
1312008.11.13 00:26t/p5017.441.49701.49101.49709592.0067722.90
1322008.11.13 01:10buy5120.321.49131.48241.4968
1332008.11.13 04:08close5120.321.49291.48241.49683251.2070974.10
1342008.11.14 00:00sell5221.291.48821.49711.4827
1352008.11.14 00:45modify5221.291.48821.48871.4827
1362008.11.14 01:03t/p5221.291.48271.48871.482711709.5082683.60
1372008.11.18 00:15buy5324.811.50021.49131.5057
1382008.11.18 10:35modify5324.811.50021.49971.5057
1392008.11.18 10:41t/p5324.811.50571.49971.505713645.5096329.10
1402008.11.19 00:16sell5428.901.49541.50431.4899
1412008.11.19 04:07close5428.901.49401.50431.48994046.00100375.10
1422008.11.21 00:01buy5530.111.47491.46601.4804
1432008.11.21 04:39close5530.111.47641.46601.48044516.50104891.60
1442008.12.02 00:00buy5631.471.48311.47421.4886
1452008.12.02 00:12modify5631.471.48311.48261.4886
1462008.12.02 00:18t/p5631.471.48861.48261.488617308.50122200.10
1472008.12.03 00:59sell5736.661.49191.50081.4864
1482008.12.03 03:14modify5736.661.49191.49241.4864
1492008.12.03 04:00close5736.661.48741.49241.486416497.00138697.10
1502008.12.04 00:00sell5841.611.47711.48601.4716
1512008.12.04 04:00close5841.611.47501.48601.47168738.10147435.20
1522008.12.05 00:01buy5944.231.46771.45881.4732
1532008.12.05 11:18modify5944.231.46771.46721.4732
1542008.12.05 11:19t/p5944.231.47321.46721.473224326.50171761.70
1552008.12.10 00:16buy6051.531.47291.46401.4784
1562008.12.10 03:15modify6051.531.47291.47241.4784
1572008.12.10 04:00close6051.531.47551.47241.478413397.80185159.50
1582008.12.16 00:20sell6155.551.53161.54051.5261
1592008.12.16 04:01close6155.551.52961.54051.526111110.00196269.50
1602008.12.18 00:03sell6258.881.55081.55971.5453
1612008.12.18 08:20s/l6258.881.55971.55971.5453-52403.20143866.30
1622008.12.24 00:15sell6343.161.47811.48701.4726
1632008.12.24 00:39modify6343.161.47811.47861.4726
1642008.12.24 00:51t/p6343.161.47261.47861.472623738.00167604.30
1652008.12.30 00:29buy6450.281.44601.43711.4515
1662008.12.30 04:00close6450.281.44831.43711.451511564.40179168.70
1672009.01.07 01:04buy6553.751.49151.48261.4970
1682009.01.07 10:52modify6553.751.49151.49101.4970
1692009.01.07 11:02s/l6553.751.49101.49101.4970-2687.50176481.20
1702009.01.15 01:03sell6652.941.46121.47011.4557
1712009.01.15 04:00close6652.941.45981.47011.45577411.60183892.80
1722009.01.20 00:58buy6755.171.44371.43481.4492
1732009.01.20 03:28s/l6755.171.43481.43481.4492-49101.30134791.50
1742009.01.21 01:15buy6840.441.38761.37871.3931
1752009.01.21 04:51close6840.441.38911.37871.39316066.00140857.50
1762009.01.22 01:58sell6942.261.40051.40941.3950
1772009.01.22 02:15modify6942.261.40051.40101.3950
1782009.01.22 02:18t/p6942.261.39501.40101.395023243.00164100.50
1792009.01.27 01:15sell7049.231.40121.41011.3957
1802009.01.27 02:19modify7049.231.40121.40171.3957
1812009.01.27 03:08t/p7049.231.39571.40171.395727076.50191177.00
1822009.01.28 00:33buy7157.351.41291.40401.4184
1832009.01.28 01:30modify7157.351.41291.41241.4184
1842009.01.28 01:41t/p7157.351.41841.41241.418431542.50222719.50
1852009.01.29 01:10sell7266.821.42661.43551.4211
1862009.01.29 02:36modify7266.821.42661.42711.4211
1872009.01.29 02:41t/p7266.821.42111.42711.421136751.00259470.50
1882009.02.03 01:45buy7377.841.42421.41531.4297
1892009.02.03 04:22close7377.841.42561.41531.429710897.60270368.10
1902009.02.06 00:18buy7481.111.46141.45251.4669
1912009.02.06 04:50close7481.111.46281.45251.466911355.40281723.50
1922009.02.11 00:36sell7584.521.45221.46111.4467
1932009.02.11 03:44close7584.521.44811.46111.446734653.20316376.70
1942009.02.13 01:33sell7694.911.43121.44011.4257
1952009.02.13 02:11modify7694.911.43121.43171.4257
1962009.02.13 02:37t/p7694.911.42571.43171.425752200.50368577.20
1972009.02.17 01:00sell77100.001.42961.43851.4241
1982009.02.17 03:32modify77100.001.42961.43011.4241
1992009.02.17 04:00close77100.001.42631.43011.424133000.00401577.20
2002009.03.04 01:45buy78100.001.40311.39421.4086
2012009.03.04 11:17modify78100.001.40311.40261.4086
2022009.03.04 11:19t/p78100.001.40861.40261.408655000.00456577.20
2032009.03.05 00:41sell79100.001.41941.42831.4139
2042009.03.05 03:47modify79100.001.41941.41991.4139
2052009.03.05 04:00close79100.001.41511.41991.413943000.00499577.20
2062009.03.19 00:23sell80100.001.43071.43961.4252
2072009.03.19 03:12modify80100.001.43071.43121.4252
2082009.03.19 03:20t/p80100.001.42521.43121.425255000.00554577.20
2092009.04.06 01:15sell81100.001.48871.49761.4832
2102009.04.06 16:10modify81100.001.48871.48921.4832
2112009.04.06 16:11t/p81100.001.48321.48921.483255000.00609577.20
2122009.04.07 00:00sell82100.001.476811.48571.4713
2132009.04.07 02:21modify82100.001.476811.47731.4713
2142009.04.07 02:28t/p82100.001.47131.47731.471355100.00664677.20
2152009.04.16 00:03sell83100.001.50121.51011.4957
2162009.04.16 09:55modify83100.001.50121.50171.4957
2172009.04.16 09:57t/p83100.001.49571.50171.495755000.00719677.20
2182009.05.05 01:08sell84100.001.504181.51311.4987
2192009.05.05 04:00close84100.001.500951.51311.498732300.00751977.20
2202009.05.08 00:15sell85100.001.504271.51321.4988
2212009.05.08 04:00close85100.001.500441.51321.498838300.00790277.20
2222009.05.11 01:15buy86100.001.520181.51131.5257
2232009.05.11 04:24close86100.001.521621.51131.525714400.00804677.20
2242009.06.05 01:00buy87100.001.614131.60521.6196
2252009.06.05 08:51s/l87100.001.60521.60521.6196-89300.00715377.20
2262009.06.08 01:45buy88100.001.594451.58561.6000
2272009.06.08 04:00close88100.001.596881.58561.600024300.00739677.20
2282009.06.15 01:15buy89100.001.640211.63131.6457
2292009.06.15 04:10close89100.001.641631.63131.645714200.00753877.20
2302009.06.22 01:45buy90100.001.646811.63791.6523
2312009.06.22 12:13close90100.001.64871.63791.652318900.00772777.20