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=3335; HedgeMode=false; MM=30; Lots=0.2; SL=80; TP=35; StartTime=0; EndTime=1; CloseStartTime=2; CloseEndTime=7; CloseProfitPips=4; ExtraClose=false; ExtraCloseTime=25; Slippage=3; MaxSpread=6; UseBreakEven=true; BEStep=28; BEPoint=23; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=1; OP2=20; OP3=-5; OP4=33; OP5=15; EAComment="VZR_GBPUSD_OP3";
Bars in test31235Ticks modelled8417569Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit284236.06Gross profit407783.26Gross loss-123547.20
Profit factor3.30Expected payoff2368.63
Absolute drawdown979.00Maximal drawdown108727.98 (33.01%)Relative drawdown45.71% (21937.60)
Total trades120Short positions (won %)62 (98.39%)Long positions (won %)58 (93.10%)
Profit trades (% of total)115 (95.83%)Loss trades (% of total)5 (4.17%)
Largestprofit trade26575.50loss trade-79195.20
Averageprofit trade3545.94loss trade-24709.44
Maximumconsecutive wins (profit in money)46 (299137.38)consecutive losses (loss in money)2 (-20890.80)
Maximalconsecutive profit (count of wins)299137.38 (46)consecutive loss (count of losses)-79195.20 (1)
Averageconsecutive wins23consecutive 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
12008.04.08 00:44sell13.001.98881.99721.9853
22008.04.08 02:00close13.001.98821.99721.9853180.0010180.00
32008.04.09 00:23buy23.051.96891.96051.9724
42008.04.09 12:13modify23.051.96891.97121.9724
52008.04.09 12:13s/l23.051.97121.97121.9724701.5010881.50
62008.04.11 00:00buy33.261.97111.96271.9746
72008.04.11 02:00close33.261.97151.96271.9746130.4011011.90
82008.04.16 00:00sell43.301.96241.97081.9589
92008.04.16 02:03close43.301.96161.97081.9589264.0011275.90
102008.04.17 00:03sell53.381.97271.98111.9692
112008.04.17 02:00close53.381.97161.98111.9692371.8011647.70
122008.04.18 00:00sell63.491.99121.99961.9877
132008.04.18 02:00close63.491.99061.99961.9877209.4011857.10
142008.04.22 00:53buy73.561.97991.97151.9834
152008.04.22 02:00close73.561.98041.97151.9834178.0012035.10
162008.04.24 00:45buy83.611.97891.97051.9824
172008.04.24 02:09close83.611.97931.97051.9824144.4012179.50
182008.04.29 00:01sell93.651.99131.99971.9878
192008.04.29 02:01close93.651.99091.99971.9878146.0012325.50
202008.04.30 00:00sell103.701.96971.97811.9662
212008.04.30 02:00close103.701.96761.97811.9662777.0013102.50
222008.05.08 00:00sell113.931.95401.96241.9505
232008.05.08 02:00close113.931.95301.96241.9505393.0013495.50
242008.05.09 00:18sell124.051.95511.96351.9516
252008.05.09 09:13modify124.051.95511.95281.9516
262008.05.09 09:13close124.051.95171.95281.95161377.0014872.50
272008.05.20 00:00sell134.461.94871.95711.9452
282008.05.20 03:18close134.461.94821.95711.9452223.0015095.50
292008.05.22 00:00sell144.531.97301.98141.9695
302008.05.22 02:00close144.531.97141.98141.9695724.8015820.30
312008.05.23 00:00sell154.751.98041.98881.9769
322008.05.23 03:29close154.751.97991.98881.9769237.5016057.80
332008.05.30 00:00sell164.821.97651.98491.9730
342008.05.30 02:00close164.821.97601.98491.9730241.0016298.80
352008.06.10 00:19sell174.891.97551.98391.9720
362008.06.10 02:00close174.891.97391.98391.9720782.4017081.20
372008.06.11 00:03sell185.121.95451.96291.9510
382008.06.11 02:00close185.121.95361.96291.9510460.8017542.00
392008.06.12 00:22sell195.261.96381.97221.9603
402008.06.12 02:03close195.261.96291.97221.9603473.4018015.40
412008.06.13 00:02buy205.401.94621.93781.9497
422008.06.13 02:00close205.401.94701.93781.9497432.0018447.40
432008.06.19 00:19buy215.531.95911.95071.9626
442008.06.19 03:01close215.531.95961.95071.9626276.5018723.90
452008.06.20 00:46buy225.621.97231.96391.9758
462008.06.20 13:05modify225.621.97231.97461.9758
472008.06.20 13:06t/p225.621.97581.97461.97581967.0020690.90
482008.06.24 00:17sell236.211.96551.97391.9620
492008.06.24 02:17close236.211.96511.97391.9620248.4020939.30
502008.06.27 00:00sell246.281.98911.99751.9856
512008.06.27 02:01close246.281.98771.99751.9856879.2021818.50
522008.07.01 00:15sell256.551.99282.00121.9893
532008.07.01 03:44close256.551.99232.00121.9893327.5022146.00
542008.07.08 00:00buy266.641.97641.96801.9799
552008.07.08 02:48close266.641.97691.96801.9799332.0022478.00
562008.07.10 00:00sell276.741.98311.99151.9796
572008.07.10 02:00close276.741.98221.99151.9796606.6023084.60
582008.07.11 00:00sell286.931.97801.98641.9745
592008.07.11 00:13buy295.181.97651.96811.9800
602008.07.11 02:03close295.181.97751.96811.9800518.0023602.60
612008.07.11 02:44close286.931.97691.98641.9745762.3024364.90
622008.07.22 00:00sell307.312.00332.01171.9998
632008.07.22 02:00close307.312.00202.01171.9998950.3025315.20
642008.07.24 00:38buy317.591.99771.98932.0012
652008.07.24 02:31close317.591.99821.98932.0012379.5025694.70
662008.07.29 00:05buy327.711.99411.98571.9976
672008.07.29 02:33close327.711.99461.98571.9976385.5026080.20
682008.08.01 00:00sell337.821.98401.99241.9805
692008.08.01 02:03close337.821.98301.99241.9805782.0026862.20
702008.08.05 00:18buy348.061.96181.95341.9653
712008.08.05 02:13close348.061.96241.95341.9653483.6027345.80
722008.08.14 00:04buy358.201.86981.86141.8733
732008.08.14 09:39close358.201.87201.86141.87331804.0029149.80
742008.08.15 00:00sell368.741.86981.87821.8663
752008.08.15 01:44modify368.741.86981.86751.8663
762008.08.15 01:52s/l368.741.86751.86751.86632010.2031160.00
772008.08.19 00:44buy379.351.86431.85591.8678
782008.08.19 02:52close379.351.86471.85591.8678374.0031534.00
792008.08.20 00:08sell389.461.86761.87601.8641
802008.08.20 02:00close389.461.86671.87601.8641851.4032385.40
812008.08.22 00:00sell399.721.87821.88661.8747
822008.08.22 01:50modify399.721.87821.87591.8747
832008.08.22 01:51s/l399.721.87591.87591.87472235.6034621.00
842008.08.26 00:00sell4010.391.85311.86151.8496
852008.08.26 02:20close4010.391.85261.86151.8496519.5035140.50
862008.08.27 00:00sell4110.541.84001.84841.8365
872008.08.27 00:50buy428.301.83791.82951.8414
882008.08.27 02:00close428.301.83891.82951.8414830.0035970.50
892008.08.27 02:00close4110.541.83931.84841.8365737.8036708.30
902008.09.03 00:17buy4311.011.78221.77381.7857
912008.09.03 02:15close4311.011.78281.77381.7857660.6037368.90
922008.09.05 00:12buy4411.211.76711.75871.7706
932008.09.05 00:28s/l4411.211.75871.75871.7706-9416.4027952.50
942008.09.05 00:28buy458.391.75911.75071.7626
952008.09.05 01:02modify458.391.75911.76141.7626
962008.09.05 01:03s/l458.391.76141.76141.76261929.7029882.20
972008.09.12 00:00sell468.961.75791.76631.7544
982008.09.12 02:00close468.961.75591.76631.75441792.0031674.20
992008.09.17 00:42buy479.501.78161.77321.7851
1002008.09.17 02:00close479.501.78341.77321.78511710.0033384.20
1012008.09.23 00:00buy4810.021.85441.84601.8579
1022008.09.23 00:27modify4810.021.85441.85671.8579
1032008.09.23 00:32s/l4810.021.85671.85671.85792304.6035688.80
1042008.09.25 00:09buy4910.711.84631.83791.8498
1052008.09.25 01:51modify4910.711.84631.84861.8498
1062008.09.25 01:52t/p4910.711.84981.84861.84983748.5039437.30
1072008.10.01 00:00sell5011.831.78061.78901.7771
1082008.10.01 03:21close5011.831.78001.78901.7771709.8040147.10
1092008.10.02 00:11buy5112.041.76911.76071.7726
1102008.10.02 00:51modify5112.041.76911.77141.7726
1112008.10.02 00:56s/l5112.041.77141.77141.77262769.2042916.30
1122008.10.08 00:47sell5212.871.75171.76011.7482
1132008.10.08 01:44modify5212.871.75171.74941.7482
1142008.10.08 01:46t/p5212.871.74821.74941.74824504.5047420.80
1152008.10.09 00:21buy5314.231.72861.72021.7321
1162008.10.09 03:55s/l5314.231.72021.72021.7321-11953.2035467.60
1172008.10.14 00:24sell5410.641.73881.74721.7353
1182008.10.14 03:16s/l5410.641.74721.74721.7353-8937.6026530.00
1192008.10.15 00:00buy557.961.73981.73141.7433
1202008.10.15 01:07modify557.961.73981.74211.7433
1212008.10.15 01:08t/p557.961.74331.74211.74332786.0029316.00
1222008.10.28 00:01buy568.791.55511.54671.5586
1232008.10.28 02:10close568.791.55551.54671.5586351.6029667.60
1242008.11.14 00:00sell578.901.48821.49661.4847
1252008.11.14 00:04modify578.901.48821.48591.4847
1262008.11.14 00:04t/p578.901.48471.48591.48473115.0032782.60
1272008.11.14 00:04sell589.831.48431.49271.4808
1282008.11.14 01:25modify589.831.48431.48201.4808
1292008.11.14 01:26t/p589.831.48081.48201.48083440.5036223.10
1302008.11.19 00:30sell5910.871.49781.50621.4943
1312008.11.19 02:01close5910.871.49721.50621.4943652.2036875.30
1322008.11.20 00:03buy6011.061.49721.48881.5007
1332008.11.20 02:22close6011.061.49791.48881.5007774.2037649.50
1342008.12.02 00:00buy6111.291.48311.47471.4866
1352008.12.02 00:07modify6111.291.48311.48541.4866
1362008.12.02 00:09t/p6111.291.48661.48541.48663951.5041601.00
1372008.12.04 00:00sell6212.481.47651.48491.4730
1382008.12.04 03:54close6212.481.47531.48491.47301497.6043098.60
1392008.12.05 00:00buy6312.931.46851.46011.4720
1402008.12.05 11:14modify6312.931.46851.47081.4720
1412008.12.05 11:16s/l6312.931.47081.47081.47202973.9046072.50
1422008.12.16 00:19sell6413.821.53131.53971.5278
1432008.12.16 02:02close6413.821.53091.53971.5278552.8046625.30
1442008.12.17 00:00sell6513.991.56321.57161.5597
1452008.12.17 00:01modify6513.991.56321.56091.5597
1462008.12.17 00:01t/p6513.991.55971.56091.55974896.5051521.80
1472008.12.18 00:02sell6615.461.55011.55851.5466
1482008.12.18 05:09close6615.461.54971.55851.5466618.4052140.20
1492008.12.24 00:00sell6715.641.47611.48451.4726
1502008.12.24 00:39modify6715.641.47611.47381.4726
1512008.12.24 00:48s/l6715.641.47381.47381.47263597.2055737.40
1522008.12.30 00:02buy6816.721.44741.43901.4509
1532008.12.30 00:56s/l6816.721.43901.43901.4509-14044.8041692.60
1542008.12.30 00:56buy6912.511.43891.43051.4424
1552008.12.30 01:08modify6912.511.43891.44121.4424
1562008.12.30 01:08s/l6912.511.44121.44121.44242877.3044569.90
1572008.12.31 00:46buy7013.371.44131.43291.4448
1582008.12.31 02:00close7013.371.44271.43291.44481871.8046441.70
1592009.01.09 00:00sell7113.931.52451.53291.5210
1602009.01.09 02:01close7113.931.52261.53291.52102646.7049088.40
1612009.01.13 00:00buy7214.731.48201.47361.4855
1622009.01.13 02:27close7214.731.48251.47361.4855736.5049824.90
1632009.01.14 00:00buy7314.951.44741.43901.4509
1642009.01.14 00:14modify7314.951.44741.44971.4509
1652009.01.14 00:35t/p7314.951.45091.44971.45095232.5055057.40
1662009.01.15 00:00buy7416.521.45721.44881.4607
1672009.01.15 00:30sell7514.001.45941.46781.4559
1682009.01.15 00:40modify7416.521.45721.45951.4607
1692009.01.15 00:52t/p7416.521.46071.45951.46075782.0060839.40
1702009.01.15 02:00close7514.001.45861.46781.45591120.0061959.40
1712009.01.20 00:58buy7618.591.44371.43531.4472
1722009.01.20 02:50close7618.591.44421.43531.4472929.5062888.90
1732009.01.22 00:13sell7718.871.40021.40861.3967
1742009.01.22 00:54modify7718.871.40021.39791.3967
1752009.01.22 00:55t/p7718.871.39671.39791.39676604.5069493.40
1762009.01.28 00:20buy7820.851.41461.40621.4181
1772009.01.28 01:30modify7820.851.41461.41691.4181
1782009.01.28 01:39t/p7820.851.41811.41691.41817297.5076790.90
1792009.02.03 00:51sell7923.041.42851.43691.4250
1802009.02.03 01:08modify7923.041.42851.42621.4250
1812009.02.03 01:24t/p7923.041.42501.42621.42508064.0084854.90
1822009.02.06 00:17buy8025.461.46201.45361.4655
1832009.02.06 02:00close8025.461.46251.45361.46551273.0086127.90
1842009.02.12 00:00sell8125.841.43881.44721.4353
1852009.02.12 02:00close8125.841.43721.44721.43534134.4090262.30
1862009.02.17 00:00sell8227.081.42701.43541.4235
1872009.02.17 03:24close8227.081.42651.43541.42351354.0091616.30
1882009.02.19 00:00sell8327.481.42351.43191.4200
1892009.02.19 00:10buy8422.851.42201.41361.4255
1902009.02.19 02:00close8422.851.42371.41361.42553884.5095500.80
1912009.02.19 02:06close8327.481.42291.43191.42001648.8097149.60
1922009.02.20 00:00buy8529.141.42831.41991.4318
1932009.02.20 02:01close8529.141.42931.41991.43182914.00100063.60
1942009.02.24 00:50buy8630.021.44691.43851.4504
1952009.02.24 01:22modify8630.021.44691.44921.4504
1962009.02.24 01:27t/p8630.021.45041.44921.450410507.00110570.60
1972009.02.27 00:19buy8733.171.43001.42161.4335
1982009.02.27 00:49modify8733.171.43001.43231.4335
1992009.02.27 00:50s/l8733.171.43231.43231.43357629.10118199.70
2002009.03.04 00:30buy8835.461.40511.39671.4086
2012009.03.04 10:38close8835.461.40741.39671.40868155.80126355.50
2022009.03.05 00:41sell8937.911.41931.42771.4158
2032009.03.05 02:00close8937.911.41871.42771.41582274.60128630.10
2042009.03.10 00:00buy9038.591.37781.36941.3813
2052009.03.10 02:39close9038.591.37831.36941.38131929.50130559.60
2062009.03.18 00:16sell9139.171.40461.41301.4011
2072009.03.18 03:53close9139.171.40401.41301.40112350.20132909.80
2082009.03.26 00:33sell9239.871.45601.46441.4525
2092009.03.26 02:00close9239.871.454941.46441.45254226.22137136.02
2102009.03.27 00:15sell9341.141.44581.45421.4423
2112009.03.27 10:46modify9341.141.44581.44351.4423
2122009.03.27 10:48s/l9341.141.44351.44351.44239462.20146598.22
2132009.03.31 00:00sell9443.981.42571.43411.4222
2142009.03.31 02:00close9443.981.424631.43411.42224705.86151304.08
2152009.04.01 00:31buy9545.391.43211.42371.4356
2162009.04.01 01:21modify9545.391.43211.43441.4356
2172009.04.01 01:26t/p9545.391.43561.43441.435615886.50167190.58
2182009.04.02 00:00sell9650.161.44681.45521.4433
2192009.04.02 02:00close9650.161.44611.45521.44333511.20170701.78
2202009.04.07 00:00sell9751.211.476811.48521.4733
2212009.04.07 01:08modify9751.211.476811.47451.4733
2222009.04.07 01:10t/p9751.211.47331.47451.473317974.71188676.49
2232009.04.09 00:00sell9856.601.471591.48001.4681
2242009.04.09 02:00close9856.601.469561.48001.468111489.80200166.29
2252009.04.16 00:03sell9960.051.50011.50851.4966
2262009.04.16 02:03close9960.051.49961.50851.49663002.50203168.79
2272009.04.17 00:35sell10060.951.49381.50221.4903
2282009.04.17 02:00close10060.951.492261.50221.49039386.30212555.09
2292009.04.21 00:15buy10163.771.452961.44461.4565
2302009.04.21 02:00close10163.771.45381.44461.45655356.68217911.77
2312009.04.22 00:23buy10265.371.46651.45811.4700
2322009.04.22 02:10close10265.371.46691.45811.47002614.80220526.57
2332009.04.28 00:27buy10366.161.46171.45331.4652
2342009.04.28 02:00close10366.161.46221.45331.46523308.00223834.57
2352009.04.30 00:30buy10467.151.47571.46731.4792
2362009.04.30 02:00close10467.151.476441.46731.47924969.10228803.67
2372009.05.06 00:44buy10568.641.50581.49741.5093
2382009.05.06 02:00close10568.641.506881.49741.50937413.12236216.79
2392009.05.08 00:01sell10670.871.50251.51091.4990
2402009.05.08 03:05close10670.871.502091.51091.49902905.67239122.46
2412009.05.12 00:25buy10771.741.511421.50301.5149
2422009.05.12 02:00close10771.741.513541.50301.514915208.88254331.34
2432009.05.13 00:01sell10876.301.52731.53571.5238
2442009.05.13 02:04close10876.301.52691.53571.52383052.00257383.34
2452009.05.15 00:47buy10977.221.521621.51321.5251
2462009.05.15 02:00close10977.221.523021.51321.525110810.80268194.14
2472009.05.28 00:00buy11080.461.59581.58741.5993
2482009.05.28 02:02close11080.461.59621.58741.59933218.40271412.54
2492009.05.29 00:45buy11181.421.593261.58491.5968
2502009.05.29 02:52close11181.421.59371.58491.59683582.48274995.02
2512009.06.03 00:37buy11282.501.657731.64931.6612
2522009.06.03 07:22modify11282.501.657731.66001.6612
2532009.06.03 07:22s/l11282.501.66001.66001.661218727.50293722.52
2542009.06.04 00:00sell11388.121.631631.64001.6281
2552009.06.04 01:15modify11388.121.631631.62931.6281
2562009.06.04 01:19s/l11388.121.62931.62931.628120531.96314254.48
2572009.06.05 00:00buy11494.281.61771.60931.6212
2582009.06.05 00:09sell11575.931.61931.62771.6158
2592009.06.05 00:48modify11575.931.61931.61701.6158
2602009.06.05 00:52t/p11575.931.61581.61701.615826575.50340829.98
2612009.06.05 08:20s/l11494.281.60931.60931.6212-79195.20261634.78
2622009.06.12 00:04buy11678.491.65811.64971.6616
2632009.06.12 02:10close11678.491.65851.64971.66163139.60264774.38
2642009.06.17 00:00buy11779.431.640861.63251.6444
2652009.06.17 06:46close11779.431.64131.63251.64443494.92268269.30
2662009.06.23 00:02buy11880.481.63411.62571.6376
2672009.06.23 02:00close11880.481.63451.62571.63763219.20271488.50
2682009.06.24 00:22sell11981.451.645881.65431.6424
2692009.06.24 01:49modify11981.451.645881.64361.6424
2702009.06.24 01:59s/l11981.451.64361.64361.642418570.60290059.10
2712009.06.26 00:59sell12087.021.63771.64611.6342
2722009.06.26 02:00close12087.021.637221.64611.63424176.96294236.06