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

通貨ペアUSDCAD (United States Dollar vs. Canadian 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=6666; HedgeMode=false; MM=30; Lots=0.2; SL=100; TP=35; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=-6; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=7; UseBreakEven=true; BEStep=34; BEPoint=30; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=100; OP2=5; OP3=5; OP4=35; OP5=10; EAComment="VZR_USDCAD_OP1";
Bars in test31085Ticks modelled4534975Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit376067.81Gross profit475886.41Gross loss-99818.60
Profit factor4.77Expected payoff2938.03
Absolute drawdown686.59Maximal drawdown100198.66 (27.08%)Relative drawdown39.90% (39137.05)
Total trades128Short positions (won %)68 (79.41%)Long positions (won %)60 (78.33%)
Profit trades (% of total)101 (78.91%)Loss trades (% of total)27 (21.09%)
Largestprofit trade30040.34loss trade-24448.83
Averageprofit trade4711.75loss trade-3696.99
Maximumconsecutive wins (profit in money)21 (13175.70)consecutive losses (loss in money)3 (-22690.46)
Maximalconsecutive profit (count of wins)63851.90 (9)consecutive loss (count of losses)-25490.44 (2)
Averageconsecutive wins6consecutive losses2
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 00:03sell13.001.01471.02521.0112
22008.04.08 03:00close13.001.01301.02521.0112503.4610503.46
32008.04.14 01:03sell23.151.02681.03731.0233
42008.04.14 03:00close23.151.02501.03731.0233553.1711056.63
52008.04.16 00:27buy33.321.01751.00701.0210
62008.04.16 03:00close33.321.01761.00701.021032.6311089.26
72008.04.22 01:36sell43.331.00691.01741.0034
82008.04.22 03:00close43.331.00601.01741.0034297.9111387.17
92008.04.23 01:06buy53.421.00680.99631.0103
102008.04.23 03:03close53.421.00780.99631.0103339.3511726.52
112008.04.28 01:02buy63.521.01341.00291.0169
122008.04.28 13:11close63.521.01561.00291.0169762.5012489.02
132008.04.30 00:14sell73.751.01341.02391.0099
142008.04.30 03:12close73.751.01291.02391.0099185.1112674.13
152008.05.02 00:00sell83.801.02011.03061.0166
162008.05.02 03:01close83.801.01851.03061.0166596.9613271.09
172008.05.14 00:01sell93.981.00401.01451.0005
182008.05.14 03:10close93.981.00421.01451.0005-79.2713191.82
192008.05.16 01:42sell103.961.00081.01130.9973
202008.05.16 03:00close103.961.00091.01130.9973-39.5613152.26
212008.05.23 00:12buy113.950.98410.97360.9876
222008.05.23 03:00close113.950.98510.97360.9876400.9713553.23
232008.05.30 00:06buy124.070.98760.97710.9911
242008.05.30 03:00close124.070.98970.97710.9911863.6014416.83
252008.07.01 01:36buy134.331.01921.00871.0227
262008.07.01 03:00close134.331.01991.00871.0227297.1914714.02
272008.07.02 00:54buy144.411.02141.01091.0249
282008.07.02 03:01close144.411.02211.01091.0249302.0315016.05
292008.07.04 00:07buy154.501.01771.00721.0212
302008.07.04 03:00close154.501.01891.00721.0212529.9815546.03
312008.07.10 00:45sell164.661.01251.02301.0090
322008.07.10 03:02close164.661.01101.02301.0090691.3916237.42
332008.07.14 01:00buy174.871.00770.99721.0112
342008.07.14 03:00close174.871.00860.99721.0112434.5616671.98
352008.07.23 00:56buy185.001.00740.99691.0109
362008.07.23 03:00close185.001.00740.99691.01090.0016671.98
372008.07.24 00:11sell195.001.01181.02231.0083
382008.07.24 03:00close195.001.01161.02231.008398.8516770.83
392008.07.25 00:01sell205.031.01531.02581.0118
402008.07.25 03:00close205.031.01501.02581.0118148.6716919.50
412008.08.13 00:04sell215.081.06481.07531.0613
422008.08.14 01:45buy224.741.06181.05131.0653
432008.08.14 01:50modify215.081.06481.06181.0613
442008.08.14 01:50t/p215.081.06131.06181.06131667.4318586.93
452008.08.14 03:00close224.741.06241.05131.0653267.7018854.63
462008.08.15 00:10sell235.661.06461.07511.0611
472008.08.15 15:45t/p235.661.06111.07511.06111866.9320721.56
482008.08.21 00:08buy246.221.05971.04921.0632
492008.08.21 03:01close246.221.05971.04921.06320.0020721.56
502008.08.26 00:09sell256.221.05191.06241.0484
512008.08.26 03:00close256.221.05161.06241.0484177.4420899.00
522008.08.29 00:19buy266.271.05061.04011.0541
532008.08.29 03:04close266.271.05131.04011.0541417.4821316.48
542008.09.02 01:28sell276.391.06871.07921.0652
552008.09.02 03:00close276.391.06851.07921.0652119.6121436.09
562008.09.05 00:19sell286.431.07111.08161.0676
572008.09.05 03:00close286.431.06891.08161.06761323.4222759.51
582008.09.08 01:02buy296.831.05641.04591.0599
592008.09.08 02:05t/p296.831.05991.04591.05992255.1925014.70
602008.09.10 00:54sell307.501.07261.08311.0691
612008.09.10 01:37buy316.881.07021.05971.0737
622008.09.10 03:01close316.881.07051.05971.0737192.8125207.51
632008.09.10 03:01close307.501.07101.08311.06911120.4526327.96
642008.09.11 00:09sell327.901.07201.08251.0685
652008.09.12 00:08buy336.061.07491.06441.0784
662008.09.12 03:04close336.061.07461.06441.0784-169.1826158.78
672008.09.12 10:10t/p327.901.06851.08251.06852551.0028709.78
682008.09.15 01:01sell348.611.06391.07441.0604
692008.09.15 03:00close348.611.06301.07441.0604728.9729438.75
702008.09.16 00:00sell358.831.07091.08141.0674
712008.09.16 03:00close358.831.06951.08141.06741155.8730594.62
722008.09.17 00:42sell369.181.07121.08171.0677
732008.09.17 03:00close369.181.06801.08171.06772750.5633345.18
742008.09.18 00:00sell3710.001.07381.08431.0703
752008.09.18 01:55t/p3710.001.07031.08431.07033270.4236615.60
762008.09.29 01:05sell3810.981.03591.04641.0324
772008.09.29 03:00close3810.981.03501.04641.0324954.7837570.38
782008.09.30 01:29sell3911.271.04781.05831.0443
792008.09.30 03:01close3911.271.04781.05831.04430.0037570.38
802008.10.06 01:10sell4011.271.08441.09491.0809
812008.10.06 03:00close4011.271.08501.09491.0809-623.2336947.15
822008.10.07 00:50sell4111.081.10411.11461.1006
832008.10.07 01:33t/p4111.081.10061.11461.10063523.5340470.68
842008.10.08 00:14buy4212.141.10411.09361.1076
852008.10.08 03:00close4212.141.10651.09361.10762633.1743103.85
862008.10.09 00:00sell4312.931.12811.13861.1246
872008.10.09 03:00close4312.931.12721.13861.12461032.3844136.23
882008.10.10 01:38buy4413.241.14651.13601.1500
892008.10.10 02:37t/p4413.241.15001.13601.15004028.5248164.75
902008.10.14 01:27buy4514.451.14471.13421.1482
912008.10.14 09:54close4514.451.14431.13421.1482-505.1147659.64
922008.10.16 00:07sell4614.301.19181.20231.1883
932008.10.16 03:04close4614.301.19241.20231.1883-719.5646940.08
942008.10.17 01:50sell4714.081.18311.19361.1796
952008.10.17 02:07t/p4714.081.17961.19361.17964177.6951117.77
962008.10.20 01:09buy4815.341.18221.17171.1857
972008.10.20 02:10t/p4815.341.18571.17171.18574528.1355645.90
982008.10.21 00:04buy4916.691.19081.18031.1943
992008.10.21 02:05modify4916.691.19081.19381.1943
1002008.10.21 02:09t/p4916.691.19431.19381.19434891.1560537.05
1012008.10.22 01:37buy5018.161.21111.20061.2146
1022008.10.22 02:43t/p5018.161.21461.20061.21465233.0065770.05
1032008.10.24 00:12buy5119.731.24351.23301.2470
1042008.10.24 01:44t/p5119.731.24701.23301.24705537.6971307.74
1052008.10.31 00:00buy5221.391.20071.19021.2042
1062008.10.31 02:23t/p5221.391.20421.19021.20426216.4877524.22
1072008.11.04 00:00buy5323.261.18121.17071.1847
1082008.11.04 03:29close5323.261.18071.17071.1847-985.0176539.21
1092008.11.05 00:19buy5422.961.14991.13941.1534
1102008.11.05 03:00close5422.961.15211.13941.15344384.3480923.55
1112008.11.06 00:00sell5524.281.16801.17851.1645
1122008.11.06 03:00close5524.281.16841.17851.1645-831.2280092.33
1132008.11.07 00:00sell5624.031.19221.20271.1887
1142008.11.07 04:43s/l5624.031.20271.20271.1887-20979.0559113.28
1152008.11.12 00:57sell5717.731.20801.21851.2045
1162008.11.12 03:00close5717.731.20861.21851.2045-880.1958233.09
1172008.11.13 01:04sell5817.471.23981.25031.2363
1182008.11.13 01:17modify5817.471.23981.23681.2363
1192008.11.13 01:17t/p5817.471.23631.23681.23634946.2163179.30
1202008.11.13 01:55sell5918.951.24091.25141.2374
1212008.11.13 02:27t/p5918.951.23741.25141.23745360.0368539.33
1222008.11.18 00:20sell6020.561.22571.23621.2222
1232008.11.18 16:42close6020.561.22521.23621.2222839.0569378.38
1242008.11.19 00:03buy6120.811.22941.21891.2329
1252008.11.19 00:42t/p6120.811.23291.21891.23295907.6275286.00
1262008.11.25 00:21buy6222.591.22861.21811.2321
1272008.11.25 00:51modify6222.591.22861.23161.2321
1282008.11.25 00:51t/p6222.591.23211.23161.23216416.0581702.05
1292008.11.27 00:56sell6324.511.23341.24391.2299
1302008.11.27 01:30t/p6324.511.22991.24391.22996975.5388677.58
1312008.11.28 01:23sell6426.601.23411.24461.2306
1322008.11.28 03:00close6426.601.23411.24461.23060.0088677.58
1332008.12.02 00:59sell6526.601.24771.25821.2442
1342008.12.02 03:00close6526.601.24711.25821.24421279.7789957.35
1352008.12.03 00:54buy6626.991.24961.23911.2531
1362008.12.03 03:00close6626.991.24981.23911.2531431.9190389.26
1372008.12.04 00:00buy6727.121.25351.24301.2570
1382008.12.04 03:01close6727.121.25441.24301.25701945.7992335.05
1392008.12.05 00:45buy6827.701.27521.26471.2787
1402008.12.05 03:00close6827.701.27491.26471.2787-651.8291683.23
1412008.12.09 00:59buy6927.501.25081.24031.2543
1422008.12.09 03:02close6927.501.25331.24031.25435485.5297168.75
1432008.12.10 00:57buy7029.151.26301.25251.2665
1442008.12.10 10:03s/l7029.151.25251.25251.2665-24448.8372719.92
1452008.12.11 00:56buy7121.821.25751.24701.2610
1462008.12.11 03:02close7121.821.25691.24701.2610-1041.6171678.31
1472008.12.16 00:00buy7221.501.23291.22241.2364
1482008.12.16 03:00close7221.501.23501.22241.23643655.8775334.18
1492008.12.18 00:21buy7322.601.19521.18471.1987
1502008.12.18 10:19close7322.601.19751.18471.19874340.7179674.89
1512008.12.23 00:53sell7423.901.22181.23231.2183
1522008.12.23 03:00close7423.901.21991.23231.21833722.4483397.33
1532008.12.24 00:02sell7525.021.21601.22651.2125
1542008.12.24 13:17modify7525.021.21601.21301.2125
1552008.12.24 13:17s/l7525.021.21301.21301.21256187.4689584.79
1562008.12.31 00:37buy7626.881.21811.20761.2216
1572008.12.31 12:16t/p7626.881.22161.20761.22167696.3497281.13
1582009.01.06 00:26buy7729.181.18711.17661.1906
1592009.01.06 01:11t/p7729.181.19061.17661.19068577.30105858.43
1602009.01.07 00:11sell7831.761.18461.19511.1811
1612009.01.07 03:00close7831.761.18461.19511.18110.00105858.43
1622009.01.08 00:24buy7931.761.19151.18101.1950
1632009.01.08 00:24modify7931.761.19151.19451.1950
1642009.01.08 00:24t/p7931.761.19501.19451.19509302.09115160.52
1652009.01.08 00:37buy8034.551.19371.18321.1972
1662009.01.08 03:00close8034.551.19661.18321.19728373.31123533.83
1672009.01.13 00:39sell8137.061.21781.22831.2143
1682009.01.13 03:00close8137.061.21701.22831.21432436.15125969.98
1692009.01.16 01:15sell8237.791.25441.26491.2509
1702009.01.16 03:00close8237.791.25221.26491.25096639.35132609.33
1712009.01.20 00:00sell8339.781.25391.26441.2504
1722009.01.20 03:00close8339.781.25451.26441.2504-1902.59130706.74
1732009.01.21 00:05sell8439.211.26811.27861.2646
1742009.01.21 03:00close8439.211.26611.27861.26466193.82136900.56
1752009.01.22 00:00buy8541.071.25581.24531.2593
1762009.01.22 02:41modify8541.071.25581.25881.2593
1772009.01.22 02:42t/p8541.071.25931.25881.259311414.67148315.23
1782009.01.23 01:08buy8644.491.25271.24221.2562
1792009.01.23 03:01close8644.491.25281.24221.2562355.12148670.35
1802009.01.28 00:11sell8744.601.22741.23791.2239
1812009.01.28 02:01modify8744.601.22741.22441.2239
1822009.01.28 02:01t/p8744.601.22391.22441.223912754.31161424.66
1832009.01.30 00:52sell8848.431.22511.23561.2216
1842009.01.30 03:00close8848.431.22501.23561.2216395.35161820.01
1852009.02.03 00:03buy8948.551.24271.23221.2462
1862009.02.03 03:00close8948.551.24551.23221.246210914.49172734.50
1872009.02.06 00:00sell9051.821.23121.24171.2277
1882009.02.06 03:00close9051.821.23101.24171.2277841.92173576.42
1892009.02.11 00:51buy9152.071.24371.23321.2472
1902009.02.11 12:01t/p9152.071.24721.23321.247214612.33188188.75
1912009.02.12 00:58buy9256.461.23951.22901.2430
1922009.02.12 03:00close9256.461.24091.22901.24306369.89194558.64
1932009.02.13 00:06buy9358.371.24421.23371.2477
1942009.02.13 03:28close9358.371.24361.23371.2477-2816.18191742.46
1952009.02.17 00:57buy9457.521.24291.23241.2464
1962009.02.17 03:03close9457.521.24231.23241.2464-2778.07188964.39
1972009.02.20 01:14buy9556.691.25521.24471.2587
1982009.02.20 03:00close9556.691.25651.24471.25875865.26194829.65
1992009.02.25 01:03sell9658.451.24381.25431.2403
2002009.02.25 02:39modify9658.451.24381.24081.2403
2012009.02.25 02:41s/l9658.451.24081.24081.240314132.01208961.66
2022009.02.26 00:07sell9762.691.25561.26611.2521
2032009.02.26 03:00close9762.691.25541.26611.2521998.73209960.39
2042009.03.04 01:10sell9862.991.29481.30531.2913
2052009.03.04 03:00close9862.991.29431.30531.29132433.36212393.75
2062009.03.13 01:37sell9963.721.27981.29031.2763
2072009.03.13 03:01close9963.721.27951.29031.27631494.02213887.77
2082009.03.17 00:48buy10064.171.27011.25961.2736
2092009.03.17 03:01close10064.171.27131.25961.27366057.11219944.88
2102009.03.19 01:28sell10165.981.24771.25821.2442
2112009.03.19 03:00close10165.981.24771.25821.24420.00219944.88
2122009.03.20 01:57sell10265.981.24071.25121.2372
2132009.03.20 03:00close10265.981.241111.25121.2372-2179.65217765.23
2142009.03.24 01:03sell10365.331.22571.23621.2222
2152009.03.24 03:00close10365.331.22411.23621.22228539.17226304.40
2162009.03.25 01:56buy10467.891.22841.21791.2319
2172009.03.25 03:00close10467.891.228051.21791.2319-1934.90224369.50
2182009.03.31 01:58buy10567.311.261151.25071.2647
2192009.03.31 03:00close10567.311.261441.25071.26471547.43225916.93
2202009.04.01 00:57sell10667.781.26321.27371.2597
2212009.04.01 03:00close10667.781.261331.27371.259710048.81235965.74
2222009.04.06 01:15buy10770.791.228681.21821.2322
2232009.04.06 14:41modify10770.791.228681.23171.2322
2242009.04.06 14:42s/l10770.791.23171.23171.232217356.97253322.71
2252009.04.08 01:18buy10876.001.236861.22641.2404
2262009.04.08 03:00close10876.001.23671.22641.2404-983.26252339.45
2272009.04.09 01:53sell10975.701.237461.24801.2340
2282009.04.09 03:14close10975.701.238051.24801.2340-3607.53248731.92
2292009.04.10 01:02sell11074.621.22611.23661.2226
2302009.04.10 03:00close11074.621.225781.23661.22261948.02250679.94
2312009.04.17 00:29sell11175.201.21111.22161.2076
2322009.04.17 03:00close11175.201.208721.22161.207614807.07265487.01
2332009.04.21 01:55buy11279.651.23781.22731.2413
2342009.04.21 03:00close11279.651.240431.22731.241316887.65282374.66
2352009.04.24 01:42sell11384.711.22471.23521.2212
2362009.04.24 03:01close11384.711.22521.23521.2212-3456.99278917.67
2372009.04.27 01:10sell11483.681.211631.22211.2081
2382009.04.27 17:47modify11483.681.211631.20861.2081
2392009.04.27 17:47t/p11483.681.20811.20861.208124450.82303368.49
2402009.04.30 00:44sell11591.011.20481.21531.2013
2412009.04.30 03:00close11591.011.202811.21531.201315057.23318425.72
2422009.05.04 01:01sell11695.531.187111.19761.1836
2432009.05.04 03:00close11695.531.185151.19761.183615798.74334224.46
2442009.05.08 00:10buy117100.001.16941.15891.1729
2452009.05.08 03:00close117100.001.16991.15891.17294273.87338498.33
2462009.05.12 01:33buy118100.001.16581.15531.1693
2472009.05.12 03:00close118100.001.165211.15531.1693-5063.46333434.87
2482009.05.13 01:21buy119100.001.16161.15111.1651
2492009.05.13 15:31modify119100.001.16161.16461.1651
2502009.05.13 15:31t/p119100.001.16511.16461.165130040.34363475.21
2512009.05.20 01:22buy120100.001.15491.14441.1584
2522009.05.20 03:00close120100.001.15431.14441.1584-5197.96358277.25
2532009.05.25 01:00sell121100.001.121311.13181.1178
2542009.05.25 03:00close121100.001.121511.13181.1178-1783.31356493.94
2552009.05.27 00:03buy122100.001.11621.10571.1197
2562009.05.27 03:49close122100.001.11561.10571.1197-5378.27351115.67
2572009.06.04 00:20sell123100.001.11201.12251.1085
2582009.06.04 03:00close123100.001.11091.12251.10859901.88361017.55
2592009.06.05 00:38sell124100.001.09761.10811.0941
2602009.06.05 15:33close124100.001.09731.10811.09412733.98363751.53
2612009.06.08 01:00sell125100.001.120381.13091.1169
2622009.06.08 03:00close125100.001.118761.13091.116914480.32378231.85
2632009.06.10 01:58sell126100.001.104871.11541.1014
2642009.06.10 03:00close126100.001.105471.11541.1014-5427.56372804.29
2652009.06.15 01:00sell127100.001.11981.13031.1163
2662009.06.15 03:00close127100.001.12041.13031.1163-5355.23367449.06
2672009.06.23 01:59buy128100.001.15261.14211.1561
2682009.06.23 03:00close128100.001.154751.14211.156118618.75386067.81