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

通貨ペアUSDCHF (United States Dollar vs. Swiss Franc)
期間15分足(M15) 2008.04.07 01:15 - 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=4401; HedgeMode=false; MM=30; Lots=0.2; SL=85; TP=20; StartTime=0; EndTime=2; CloseStartTime=2; CloseEndTime=3; CloseProfitPips=18; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=5; UseBreakEven=false; BEStep=18; BEPoint=8; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=40; OP2=45; OP3=-10; OP4=16; OP5=30; EAComment="VZR_USDCHF_CHIBI_OP1";
Bars in test31140Ticks modelled7192498Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit1004963.34Gross profit1026712.41Gross loss-21749.07
Profit factor47.21Expected payoff7975.90
Absolute drawdown236.06Maximal drawdown79755.15 (8.81%)Relative drawdown31.22% (4686.30)
Total trades126Short positions (won %)66 (96.97%)Long positions (won %)60 (98.33%)
Profit trades (% of total)123 (97.62%)Loss trades (% of total)3 (2.38%)
Largestprofit trade18691.59loss trade-10403.60
Averageprofit trade8347.26loss trade-7249.69
Maximumconsecutive wins (profit in money)69 (658143.18)consecutive losses (loss in money)1 (-10403.60)
Maximalconsecutive profit (count of wins)658143.18 (69)consecutive loss (count of losses)-10403.60 (1)
Averageconsecutive wins31consecutive 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 01:45sell13.001.01591.02471.0139
22008.04.09 03:37t/p13.001.01391.02471.0139591.7710591.77
32008.04.10 01:46sell23.181.00271.01151.0007
42008.04.10 03:22t/p23.181.00071.01151.0007635.5611227.33
52008.04.16 01:12sell33.371.00861.01741.0066
62008.04.16 08:42t/p33.371.00661.01741.0066669.5811896.91
72008.05.08 00:00buy43.571.05501.04621.0570
82008.05.08 02:21close43.571.05681.04621.0570608.0612504.97
92008.05.12 01:30sell53.751.04371.05251.0417
102008.05.12 02:36close53.751.04191.05251.0417647.8513152.82
112008.05.14 00:14sell63.951.05321.06201.0512
122008.05.15 09:12close63.951.05131.06201.0512689.8213842.64
132008.05.19 01:47sell74.151.04821.05701.0462
142008.05.19 08:45t/p74.151.04621.05701.0462793.3514635.99
152008.05.20 00:21buy84.391.05251.04371.0545
162008.05.20 10:41s/l84.391.04371.04371.0545-3702.1610933.83
172008.05.22 00:00buy93.281.02511.01631.0271
182008.05.22 07:57t/p93.281.02711.01631.0271638.6911572.52
192008.05.28 00:01sell103.471.03391.04271.0319
202008.05.28 04:32t/p103.471.03191.04271.0319672.6712245.19
212008.06.09 01:02buy113.671.01751.00871.0195
222008.06.09 03:15t/p113.671.01951.00871.0195719.9612965.15
232008.06.12 00:00buy123.891.03171.02291.0337
242008.06.12 04:26t/p123.891.03371.02291.0337752.6413717.79
252008.06.13 00:00buy134.121.04141.03261.0434
262008.06.13 09:32t/p134.121.04341.03261.0434789.7314507.52
272008.06.16 01:02buy144.351.04511.03631.0471
282008.06.16 01:34t/p144.351.04711.03631.0471830.7915338.31
292008.06.16 01:39buy154.601.04711.03831.0491
302008.06.16 09:24t/p154.601.04911.03831.0491876.9416215.25
312008.06.17 00:07sell164.861.04501.05381.0430
322008.06.17 04:17t/p164.861.04301.05381.0430932.1117147.36
332008.06.18 00:02buy175.141.04151.03271.0435
342008.06.18 08:32t/p175.141.04351.03271.0435985.1518132.51
352008.06.25 01:40sell185.441.04151.05031.0395
362008.06.25 15:12t/p185.441.03951.05031.03951046.6619179.17
372008.07.10 00:00buy195.751.02811.01931.0301
382008.07.10 09:50t/p195.751.03011.01931.03011116.4020295.57
392008.07.22 00:00buy206.091.01781.00901.0198
402008.07.22 15:34t/p206.091.01981.00901.01981194.3521489.92
412008.08.15 01:56sell216.451.09601.10481.0940
422008.08.18 03:21t/p216.451.09401.10481.09401166.0722655.99
432008.08.19 00:44sell226.801.09851.10731.0965
442008.08.19 13:52t/p226.801.09651.10731.09651240.7723896.76
452008.08.20 00:22buy237.171.08991.08111.0919
462008.08.20 02:01close237.171.09171.08111.09191182.1925078.95
472008.09.01 01:03buy247.521.09821.08941.1002
482008.09.01 03:25t/p247.521.10021.08941.10021366.9026445.85
492008.09.05 00:12sell257.931.11061.11941.1086
502008.09.05 08:11t/p257.931.10861.11941.10861430.8927876.74
512008.09.08 01:14sell268.361.11931.12811.1173
522008.09.08 02:04close268.361.11751.12811.11731346.5829223.32
532008.09.09 01:59buy278.771.12861.11981.1306
542008.09.09 02:35close278.771.13041.11981.13061396.5030619.82
552008.09.11 00:01sell289.191.13681.14561.1348
562008.09.11 15:30t/p289.191.13481.14561.13481619.9532239.77
572008.09.12 00:30buy299.671.13651.12771.1385
582008.09.12 02:17close299.671.13831.12771.13851529.1233768.89
592008.09.16 00:58buy3010.131.11101.10221.1130
602008.09.16 00:59t/p3010.131.11301.10221.11301820.3135589.20
612008.09.17 00:42sell3110.681.12401.13281.1220
622008.09.17 01:16t/p3110.681.12201.13281.12201903.7437492.94
632008.09.24 00:05sell3211.251.08651.09531.0845
642008.09.24 02:43close3211.251.08471.09531.08451866.8839359.82
652008.09.25 00:27sell3311.811.09231.10111.0903
662008.09.25 02:05t/p3311.811.09031.10111.09032166.3841526.20
672008.09.26 01:29buy3412.461.08801.07921.0900
682008.09.26 10:29close3412.461.08881.07921.0900915.5042441.70
692008.10.02 00:00sell3512.731.12611.13491.1241
702008.10.02 00:27t/p3512.731.12411.13491.12412264.9244706.62
712008.10.02 00:30sell3613.411.12551.13431.1235
722008.10.02 10:27s/l3613.411.13431.13431.1235-10403.6034303.02
732008.10.07 01:56sell3710.291.14851.15731.1465
742008.10.07 02:14close3710.291.14671.15731.14651615.2435918.26
752008.10.08 00:31buy3810.781.13801.12921.1400
762008.10.08 01:51t/p3810.781.14001.12921.14001891.0737809.33
772008.10.08 01:57sell3911.341.14101.14981.1390
782008.10.08 07:08t/p3911.341.13901.14981.13901991.2239800.55
792008.10.10 00:59buy4011.941.12761.11881.1296
802008.10.10 02:29close4011.941.12941.11881.12961902.9641703.51
812008.10.14 01:49buy4112.511.13541.12661.1374
822008.10.14 04:06t/p4112.511.13741.12661.13742199.5643903.07
832008.10.15 00:00sell4213.171.13711.14591.1351
842008.10.15 01:07t/p4213.171.13511.14591.13512320.5046223.57
852008.10.15 01:35sell4313.871.13581.14461.1338
862008.10.15 13:31t/p4313.871.13381.14461.13382446.8648670.43
872008.10.16 00:53buy4414.601.13151.12271.1335
882008.10.16 01:15t/p4414.601.13351.12271.13352575.8751246.30
892008.10.17 01:55buy4515.371.13381.12501.1358
902008.10.17 03:55t/p4515.371.13581.12501.13582705.9853952.28
912008.10.20 01:14sell4616.191.13651.14531.1345
922008.10.20 02:57close4616.191.13461.14531.13452711.1856663.46
932008.10.21 00:18buy4717.001.14851.13971.1505
942008.10.21 00:49t/p4717.001.15051.13971.15052955.2459618.70
952008.10.22 00:00buy4817.891.15141.14261.1534
962008.10.22 00:32t/p4817.891.15341.14261.15343102.1362720.83
972008.10.23 00:52sell4918.821.16461.17341.1626
982008.10.23 03:10t/p4918.821.16261.17341.16263237.5765958.40
992008.10.24 00:00buy5019.791.15891.15011.1609
1002008.10.24 01:43t/p5019.791.16091.15011.16093409.4269367.82
1012008.10.29 00:14buy5120.811.15591.14711.1579
1022008.10.29 00:25t/p5120.811.15791.14711.15793594.4472962.26
1032008.10.29 00:39buy5221.891.15571.14691.1577
1042008.10.29 08:18t/p5221.891.15771.14691.15773781.6476743.90
1052008.10.30 00:02buy5323.021.12791.11911.1299
1062008.10.30 00:36t/p5323.021.12991.11911.12994074.7080818.60
1072008.10.30 00:41buy5424.251.12871.11991.1307
1082008.10.30 01:46t/p5424.251.13071.11991.13074289.3885107.98
1092008.10.31 00:48sell5525.531.14391.15271.1419
1102008.10.31 02:04t/p5525.531.14191.15271.14194473.0689581.04
1112008.11.04 01:11sell5626.871.17791.18671.1759
1122008.11.04 03:03t/p5626.871.17591.18671.17594570.1294151.16
1132008.11.07 00:07sell5728.251.17821.18701.1762
1142008.11.07 01:21t/p5728.251.17621.18701.17624803.6098954.76
1152008.11.07 01:38sell5829.691.17881.18761.1768
1162008.11.07 02:38t/p5829.691.17681.18761.17685046.75104001.51
1172008.11.11 00:03sell5931.201.17951.18831.1775
1182008.11.11 05:36t/p5931.201.17751.18831.17755299.36109300.87
1192008.11.12 01:19sell6032.791.18811.19691.1861
1202008.11.12 03:08t/p6032.791.18611.19691.18615529.04114829.91
1212008.11.13 01:08sell6134.451.18761.19641.1856
1222008.11.13 02:26close6134.451.18581.19641.18565229.38120059.29
1232008.11.14 00:00buy6236.021.18361.17481.1856
1242008.11.14 00:19t/p6236.021.18561.17481.18566076.25126135.54
1252008.11.14 00:19buy6337.841.18591.17711.1879
1262008.11.14 00:30t/p6337.841.18791.17711.18796370.91132506.45
1272008.11.14 00:50buy6439.751.18571.17691.1877
1282008.11.14 01:00t/p6439.751.18771.17691.18776693.61139200.06
1292008.11.18 01:00sell6541.761.19881.20761.1968
1302008.11.18 20:02t/p6541.761.19681.20761.19686978.61146178.67
1312008.11.19 00:36sell6643.851.20331.21211.2013
1322008.11.19 17:10close6643.851.20291.21211.20131458.14147636.81
1332008.11.21 00:07sell6744.291.22291.23171.2209
1342008.11.21 01:33t/p6744.291.22091.23171.22097255.30154892.11
1352008.11.21 01:57sell6846.471.22481.23361.2228
1362008.11.21 02:12close6846.471.22301.23361.22286839.41161731.52
1372008.11.25 00:57buy6948.521.19411.18531.1961
1382008.11.25 02:40close6948.521.19591.18531.19617302.95169034.47
1392008.11.26 00:03buy7050.711.18471.17591.1867
1402008.11.26 02:24close7050.711.18661.17591.18678119.75177154.22
1412008.12.04 00:00buy7153.151.21031.20151.2123
1422008.12.04 11:23t/p7153.151.21231.20151.21238766.29185920.51
1432008.12.11 00:47sell7255.781.19881.20761.1968
1442008.12.11 01:07t/p7255.781.19681.20761.19689321.52195242.03
1452008.12.11 01:11sell7358.571.19871.20751.1967
1462008.12.11 04:40t/p7358.571.19671.20751.19679794.31205036.34
1472008.12.16 01:17buy7461.511.15751.14871.1595
1482008.12.16 12:54close7461.511.15831.14871.15954248.29209284.63
1492008.12.17 00:00buy7562.791.11751.10871.1195
1502008.12.17 00:00t/p7562.791.11951.10871.119511217.51220502.14
1512008.12.17 00:00buy7666.151.11981.11101.1218
1522008.12.17 00:02t/p7666.151.12181.11101.121811793.55232295.69
1532008.12.17 00:02buy7769.691.12211.11331.1241
1542008.12.17 00:44t/p7769.691.12411.11331.124112399.25244694.94
1552008.12.18 01:01buy7873.411.07201.06321.0740
1562008.12.18 02:01close7873.411.07381.06321.074012305.64257000.58
1572008.12.24 00:00sell7977.101.08871.09751.0867
1582008.12.24 04:07t/p7977.101.08671.09751.086714189.75271190.33
1592008.12.30 00:00sell8081.361.06041.06921.0584
1602008.12.30 00:23t/p8081.361.05841.06921.058415375.60286565.93
1612008.12.30 00:25sell8185.971.05891.06771.0569
1622008.12.30 02:22close8185.971.05711.06771.056914638.73301204.66
1632008.12.31 00:35sell8290.361.05901.06781.0570
1642008.12.31 01:10t/p8290.361.05701.06781.057017099.07318303.73
1652009.01.06 00:49sell8395.491.11191.12071.1099
1662009.01.06 00:57t/p8395.491.10991.12071.109917211.61335515.34
1672009.01.06 01:42sell84100.001.11201.12081.1100
1682009.01.06 01:57t/p84100.001.11001.12081.110018018.02353533.36
1692009.01.07 00:00buy85100.001.11471.10591.1167
1702009.01.07 01:16t/p85100.001.11671.10591.116717909.91371443.27
1712009.01.09 01:05sell86100.001.09431.10311.0923
1722009.01.09 10:23close86100.001.09271.10311.092314642.63386085.90
1732009.01.14 00:13buy87100.001.11851.10971.1205
1742009.01.14 01:08t/p87100.001.12051.10971.120517849.17403935.07
1752009.01.15 00:27buy88100.001.11691.10811.1189
1762009.01.15 10:11close88100.001.11841.10811.118913412.02417347.09
1772009.01.20 00:35sell89100.001.13361.14241.1316
1782009.01.20 02:54close89100.001.13181.14241.131615903.87433250.96
1792009.01.21 00:06sell90100.001.14881.15761.1468
1802009.01.21 00:34t/p90100.001.14681.15761.146817441.35450692.31
1812009.01.21 01:09sell91100.001.14911.15791.1471
1822009.01.21 02:42close91100.001.14731.15791.147115689.01466381.32
1832009.01.23 00:27buy92100.001.15301.14421.1550
1842009.01.23 03:35t/p92100.001.15501.14421.155017316.02483697.34
1852009.01.27 01:11buy93100.001.13571.12691.1377
1862009.01.27 02:24close93100.001.13751.12691.137715824.18499521.52
1872009.01.28 00:30sell94100.001.14201.15081.1400
1882009.01.28 01:31t/p94100.001.14001.15081.140017543.86517065.38
1892009.01.28 01:48sell95100.001.14121.15001.1392
1902009.01.28 03:30t/p95100.001.13921.15001.139217556.18534621.56
1912009.02.05 00:30sell96100.001.15991.16871.1579
1922009.02.05 02:55close96100.001.15811.16871.157915542.70550164.26
1932009.02.06 00:00sell97100.001.16961.17841.1676
1942009.02.06 12:41close97100.001.16891.17841.16765988.54556152.80
1952009.02.12 01:15buy98100.001.15821.14941.1602
1962009.02.12 01:57t/p98100.001.16021.14941.160217236.92573389.72
1972009.02.13 01:14buy99100.001.16141.15261.1634
1982009.02.13 15:42t/p99100.001.16341.15261.163417190.99590580.71
1992009.02.17 00:40buy100100.001.16021.15141.1622
2002009.02.17 03:24t/p100100.001.16221.15141.162217207.26607787.97
2012009.02.18 00:00buy101100.001.16871.15991.1707
2022009.02.18 01:41t/p101100.001.17071.15991.170717083.80624871.77
2032009.02.24 00:00sell102100.001.16851.17731.1665
2042009.02.24 08:15t/p102100.001.16651.17731.166517145.31642017.08
2052009.02.26 00:10sell103100.001.17151.18031.1695
2062009.02.26 00:41t/p103100.001.16951.18031.169517101.33659118.41
2072009.02.27 01:28buy104100.001.16391.15511.1659
2082009.02.27 02:38close104100.001.16581.15511.165916297.82675416.23
2092009.03.03 00:00sell105100.001.17651.18531.1745
2102009.03.03 04:47t/p105100.001.17451.18531.174517029.97692446.20
2112009.03.04 01:35sell106100.001.17661.18541.1746
2122009.03.04 16:11close106100.001.17751.18541.1746-7643.31684802.89
2132009.03.05 00:22buy107100.001.17031.16151.1723
2142009.03.05 04:00t/p107100.001.17231.16151.172317060.48701863.37
2152009.03.10 01:30sell108100.001.16101.16981.1590
2162009.03.10 02:41close108100.001.15921.16981.159015527.95717391.32
2172009.03.12 00:02buy109100.001.15241.14361.1544
2182009.03.12 01:53t/p109100.001.15441.14361.154417325.02734716.34
2192009.03.17 01:39sell110100.001.18571.19451.1837
2202009.03.17 04:09t/p110100.001.18371.19451.183716896.17751612.51
2212009.03.25 00:00sell111100.001.13161.14041.1296
2222009.03.25 01:46t/p111100.001.12961.14041.129617705.38769317.89
2232009.04.02 01:15buy112100.001.145851.13711.1479
2242009.04.02 11:33close112100.001.14781.13711.147916989.02786306.91
2252009.04.06 01:01buy113100.001.12991.12111.1319
2262009.04.06 10:14close113100.001.13081.12111.13197958.97794265.88
2272009.04.09 01:58sell114100.001.14851.15731.1465
2282009.04.09 09:35close114100.001.14681.15731.146514823.86809089.74
2292009.04.13 01:00buy115100.001.155391.14661.1574
2302009.04.13 02:55close115100.001.15721.14661.157415641.20824730.94
2312009.04.16 00:04buy116100.001.14271.13391.1447
2322009.04.16 05:40t/p116100.001.14471.13391.144717471.83842202.77
2332009.05.05 01:15buy117100.001.125991.11721.1280
2342009.05.05 03:46t/p117100.001.12801.11721.128017819.15860021.92
2352009.05.06 00:24sell118100.001.13401.14281.1320
2362009.05.06 11:20t/p118100.001.13201.14281.132017667.84877689.76
2372009.05.07 00:03buy119100.001.13101.12221.1330
2382009.05.07 00:32t/p119100.001.13301.12221.133017652.25895342.01
2392009.05.07 01:32sell120100.001.13411.14291.1321
2402009.05.07 15:57close120100.001.13271.14291.132112359.85907701.86
2412009.05.19 00:13buy121100.001.11411.10531.1161
2422009.05.19 03:33t/p121100.001.11611.10531.116117919.54925621.40
2432009.05.21 00:36sell122100.001.10121.11001.0992
2442009.05.21 02:53close122100.001.09931.11001.099217283.73942905.13
2452009.05.28 00:00sell123100.001.09301.10181.0910
2462009.05.28 10:55t/p123100.001.09101.10181.091018331.81961236.94
2472009.05.29 00:41sell124100.001.08551.09431.0835
2482009.05.29 03:15t/p124100.001.08351.09431.083518458.70979695.64
2492009.06.05 00:13buy125100.001.06801.05921.0700
2502009.06.05 10:42t/p125100.001.07001.05921.070018691.59998387.23
2512009.06.08 01:07sell126100.001.08771.09651.0857
2522009.06.08 02:24close126100.001.08591.09651.085716576.111014963.34