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

通貨ペアUSDJPY (United States Dollar vs. Japanese Yen)
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=2222; HedgeMode=false; MM=30; Lots=0.2; SL=95; TP=75; StartTime=0; EndTime=2; CloseStartTime=3; CloseEndTime=4; CloseProfitPips=18; ExtraClose=false; ExtraCloseTime=5; Slippage=3; MaxSpread=4; UseBreakEven=true; BEStep=70; BEPoint=5; UseTrailingStop=false; TStep=15; OnceADay=false; MondayMode=false; FridayMode=true; SingleMode=false; OP1=100; OP2=10; OP3=0; OP4=33; OP5=10; EAComment="VZR_USDJPY_OP1";
Bars in test31242Ticks modelled7031361Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit2898735.20Gross profit6601641.07Gross loss-3702905.87
Profit factor1.78Expected payoff11457.45
Absolute drawdown4252.21Maximal drawdown389862.96 (13.82%)Relative drawdown44.17% (4547.60)
Total trades253Short positions (won %)119 (83.19%)Long positions (won %)134 (81.34%)
Profit trades (% of total)208 (82.21%)Loss trades (% of total)45 (17.79%)
Largestprofit trade85062.95loss trade-109314.00
Averageprofit trade31738.66loss trade-82286.80
Maximumconsecutive wins (profit in money)16 (680905.90)consecutive losses (loss in money)2 (-217148.51)
Maximalconsecutive profit (count of wins)680905.90 (16)consecutive loss (count of losses)-217148.51 (2)
Averageconsecutive wins5consecutive 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 01:40sell13.00101.66102.64100.91
22008.04.07 05:09s/l13.00102.64102.64100.91-2864.107135.90
32008.04.08 00:16buy22.14102.41101.43103.16
42008.04.09 01:10sell31.98102.66103.64101.91
52008.04.09 03:00close22.14102.73101.43103.16666.607802.50
62008.04.09 18:34modify31.98102.66102.61101.91
72008.04.09 18:35t/p31.98101.91102.61101.911457.179259.67
82008.04.10 00:52buy42.78101.72100.74102.47
92008.04.10 01:14sell52.49101.88102.86101.13
102008.04.10 03:02close52.49101.69102.86101.13465.249724.91
112008.04.10 08:56s/l42.78100.74100.74102.47-2704.657020.26
122008.04.11 01:54sell62.11101.99102.97101.24
132008.04.11 03:00close62.11101.71102.97101.24580.877601.13
142008.04.14 01:03sell72.28101.26102.24100.51
152008.04.14 10:55modify72.28101.26101.21100.51
162008.04.14 10:56t/p72.28100.51101.21100.511701.329302.45
172008.04.15 00:53sell82.79101.13102.11100.38
182008.04.16 12:41close82.79101.04102.11100.38242.809545.25
192008.04.18 00:01buy92.86102.50101.52103.25
202008.04.18 13:33modify92.86102.50102.55103.25
212008.04.18 13:33close92.86103.23102.55103.252022.4711567.72
222008.04.21 01:36sell103.47103.82104.80103.07
232008.04.21 10:59close103.47103.36104.80103.071544.3113112.03
242008.04.22 00:01sell113.93103.28104.26102.53
252008.04.22 03:41close113.93103.10104.26102.53686.1313798.16
262008.04.23 00:34buy124.14102.96101.98103.71
272008.04.23 18:06modify124.14102.96103.01103.71
282008.04.23 18:06t/p124.14103.71103.01103.712993.9316792.09
292008.04.24 00:00buy135.04103.39102.41104.14
302008.04.24 15:44close135.04104.00102.41104.142956.1519748.24
312008.04.25 00:00buy145.92104.23103.25104.98
322008.04.25 03:04close145.92104.42103.25104.981077.1920825.43
332008.04.29 00:11buy156.25104.10103.12104.85
342008.04.30 00:58sell165.29104.09105.07103.34
352008.04.30 03:01close165.29103.91105.07103.34916.3721741.80
362008.04.30 15:15modify156.25104.10104.15104.85
372008.04.30 15:30t/p156.25104.85104.15104.854470.6726212.47
382008.05.01 01:22buy177.86103.89102.91104.64
392008.05.02 03:00close177.86104.38102.91104.643689.7929902.26
402008.05.05 01:30buy188.97105.30104.32106.05
412008.05.06 00:17sell196.57104.89105.87104.14
422008.05.06 16:00s/l188.97104.32104.32106.05-8426.5721475.69
432008.05.06 16:15modify196.57104.89104.84104.14
442008.05.06 17:14t/p196.57104.14104.84104.144731.6126207.30
452008.05.08 00:05buy207.86104.65103.67105.40
462008.05.08 01:41sell216.91104.75105.73104.00
472008.05.08 03:00close207.86104.89103.67105.401798.4628005.76
482008.05.08 09:42modify216.91104.75104.70104.00
492008.05.08 09:42t/p216.91104.00104.70104.004983.1732988.93
502008.05.09 00:04buy229.90103.66102.68104.41
512008.05.09 01:43sell238.98103.86104.84103.11
522008.05.09 03:00close229.90103.84102.68104.411716.1034705.03
532008.05.09 10:34modify238.98103.86103.81103.11
542008.05.09 10:34t/p238.98103.11103.81103.116533.1241238.15
552008.05.12 01:10sell2412.37103.06104.04102.31
562008.05.12 03:00close2412.37102.68104.04102.314577.9145816.06
572008.05.13 00:00buy2513.74103.76102.78104.51
582008.05.13 15:31close2513.74104.27102.78104.516720.4452536.50
592008.05.14 00:18sell2615.76104.85105.83104.10
602008.05.14 00:49buy2714.07104.70103.72105.45
612008.05.14 03:14close2714.07104.89103.72105.452548.6755085.17
622008.05.15 00:57buy2813.55104.98104.00105.73
632008.05.15 03:00close2813.55105.17104.00105.732447.9457533.11
642008.05.16 00:08buy2915.90104.62103.64105.37
652008.05.16 17:36modify2615.76104.85104.80104.10
662008.05.16 17:37t/p2615.76104.10104.80104.1011225.2468758.35
672008.05.16 18:17s/l2915.90103.64103.64105.37-15034.7453723.61
682008.05.21 00:05buy3016.12103.61102.63104.36
692008.05.22 21:18modify3016.12103.61103.66104.36
702008.05.22 21:25t/p3016.12104.36103.66104.3611584.9065308.51
712008.05.23 01:21buy3119.59104.05103.07104.80
722008.05.23 19:59s/l3119.59103.07103.07104.80-18626.3746682.14
732008.05.26 01:45sell3214.00103.39104.37102.64
742008.05.26 03:00close3214.00103.20104.37102.642577.5249259.66
752008.05.30 00:04buy3314.78105.50104.52106.25
762008.05.30 03:41close3314.78105.68104.52106.252517.4151777.07
772008.06.02 01:00buy3415.53105.25104.27106.00
782008.06.02 03:00close3415.53105.43104.27106.002651.4354428.50
792008.06.03 00:47buy3516.33104.43103.45105.18
802008.06.03 16:12close3516.33105.06103.45105.189792.4064220.90
812008.06.04 01:30sell3619.27105.20106.18104.45
822008.06.04 03:00close3619.27104.97106.18104.454222.2568443.15
832008.06.05 00:27sell3720.53105.33106.31104.58
842008.06.05 15:30s/l3720.53106.31106.31104.58-18925.2249517.93
852008.06.09 01:00buy3814.86104.47103.49105.22
862008.06.09 03:00close3814.86104.82103.49105.224961.8454479.77
872008.06.12 00:05buy3916.34106.89105.91107.64
882008.06.12 10:04modify3916.34106.89106.94107.64
892008.06.12 12:48t/p3916.34107.64106.94107.6411385.1765864.94
902008.06.13 00:27buy4019.76107.86106.88108.61
912008.06.16 01:45sell4119.04108.27109.25107.52
922008.06.16 03:00close4019.76108.29106.88108.617846.3473711.28
932008.06.18 00:15buy4221.09107.92106.94108.67
942008.06.18 03:01close4119.04107.93109.25107.525919.9079631.17
952008.06.20 00:15sell4321.37108.03109.01107.28
962008.06.20 17:02modify4321.37108.03107.98107.28
972008.06.20 17:06t/p4321.37107.28107.98107.2814939.8894571.05
982008.06.23 01:18sell4421.97107.37108.35106.62
992008.06.24 17:03close4421.97107.45108.35106.62-1680.7892890.28
1002008.06.26 00:05sell4524.59107.90108.88107.15
1012008.06.26 17:58modify4524.59107.90107.85107.15
1022008.06.26 19:48t/p4524.59107.15107.85107.1517211.85110102.13
1032008.06.26 19:58s/l4221.09106.94106.94108.67-19326.9190775.22
1042008.06.27 00:00sell4627.23106.80107.78106.05
1052008.06.27 15:14modify4627.23106.80106.75106.05
1062008.06.27 20:26t/p4627.23106.05106.75106.0519257.43110032.65
1072008.06.30 01:05sell4733.01106.26107.24105.51
1082008.06.30 10:11modify4733.01106.26106.21105.51
1092008.06.30 10:44t/p4733.01105.51106.21105.5123464.60133497.25
1102008.07.01 00:09buy4840.05106.06105.08106.81
1112008.07.02 13:55modify4840.05106.06106.11106.81
1122008.07.02 15:55s/l4840.05106.11106.11106.811887.19135384.44
1132008.07.03 00:07buy4940.62105.85104.87106.60
1142008.07.03 01:34sell5035.44105.93106.91105.18
1152008.07.03 15:35modify4940.62105.85105.90106.60
1162008.07.03 15:35t/p4940.62106.60105.90106.6028578.80163963.24
1172008.07.03 16:12s/l5035.44106.91106.91105.18-32483.35131479.89
1182008.07.04 01:00sell5139.44106.81107.79106.06
1192008.07.07 01:25buy5234.39106.73105.75107.48
1202008.07.07 09:38modify5234.39106.73106.78107.48
1212008.07.07 09:46t/p5234.39107.48106.78107.4823997.49155477.38
1222008.07.08 00:58buy5336.92107.15106.17107.90
1232008.07.09 03:00close5336.92107.47106.17107.9010993.21166470.59
1242008.07.11 14:56close5139.44106.55107.79106.069058.07175528.65
1252008.07.14 01:00buy5452.66106.16105.18106.91
1262008.07.14 03:00close5452.66106.57105.18106.9120259.55195788.20
1272008.07.15 00:06sell5558.74106.20107.18105.45
1282008.07.15 10:25modify5558.74106.20106.15105.45
1292008.07.15 10:54t/p5558.74105.45106.15105.4541778.09237566.29
1302008.07.16 01:39sell5671.27104.78105.76104.03
1312008.07.16 10:23modify5671.27104.78104.73104.03
1322008.07.16 10:40t/p5671.27104.03104.73104.0351381.81288948.10
1332008.07.17 01:06sell5786.68105.19106.17104.44
1342008.07.17 03:18close5786.68105.00106.17104.4415684.95304633.05
1352008.07.18 00:01buy5891.39106.26105.28107.01
1362008.07.18 03:34close5891.39106.46105.28107.0117168.89321801.94
1372008.07.22 00:07buy5996.54106.42105.44107.17
1382008.07.22 18:33modify5996.54106.42106.47107.17
1392008.07.22 18:35t/p5996.54107.17106.47107.1767560.88389362.82
1402008.07.23 00:11sell60100.00107.38108.36106.63
1412008.07.23 01:42buy61100.00107.23106.25107.98
1422008.07.23 21:06modify61100.00107.23107.28107.98
1432008.07.24 00:11t/p61100.00107.98107.28107.9869457.31458820.13
1442008.07.25 09:35modify60100.00107.38107.33106.63
1452008.07.25 09:37t/p60100.00106.63107.33106.6369523.28528343.41
1462008.07.29 00:36buy62100.00107.43106.45108.18
1472008.07.29 17:03modify62100.00107.43107.48108.18
1482008.07.29 17:07t/p62100.00108.18107.48108.1869328.90597672.31
1492008.07.30 00:43sell63100.00108.17109.15107.42
1502008.07.31 15:32close63100.00107.83109.15107.4230916.11628588.42
1512008.08.01 00:34buy64100.00107.84106.86108.59
1522008.08.05 03:00close64100.00108.21106.86108.5934192.77662781.19
1532008.08.06 00:02sell65100.00108.36109.34107.61
1542008.08.06 18:29s/l65100.00109.34109.34107.61-89620.49573160.70
1552008.08.07 01:04buy66100.00109.56108.58110.31
1562008.08.08 17:09modify66100.00109.56109.61110.31
1572008.08.08 17:11t/p66100.00110.31109.61110.3167990.21641150.91
1582008.08.11 01:00sell67100.00110.37111.35109.62
1592008.08.11 01:47buy68100.00110.11109.13110.86
1602008.08.11 02:50modify67100.00110.37110.32109.62
1612008.08.11 03:00close67100.00109.71110.32109.6260158.60701309.51
1622008.08.13 01:32s/l68100.00109.13109.13110.86-89801.15611508.36
1632008.08.13 01:32buy69100.00109.16108.18109.91
1642008.08.13 20:35close69100.00109.58108.18109.9138328.16649836.52
1652008.08.14 00:00buy70100.00109.51108.53110.26
1662008.08.15 00:39sell71100.00109.78110.76109.03
1672008.08.15 03:00close70100.00109.77108.53110.2623685.89673522.41
1682008.08.18 01:09buy72100.00110.48109.50111.23
1692008.08.21 03:23close71100.00109.60110.76109.0315193.36688715.77
1702008.08.21 08:07s/l72100.00109.50109.50111.23-89497.72599218.05
1712008.08.22 00:02buy73100.00108.39107.41109.14
1722008.08.22 01:32sell74100.00108.49109.47107.74
1732008.08.22 03:30close73100.00108.58107.41109.1417498.62616716.67
1742008.08.22 14:28s/l74100.00109.47109.47107.74-89514.07527202.60
1752008.08.25 01:09buy75100.00110.00109.02110.75
1762008.08.25 03:30close75100.00110.18109.02110.7516336.90543539.50
1772008.08.26 01:45buy76100.00109.28108.30110.03
1782008.08.26 03:44close76100.00109.47108.30110.0317356.35560895.85
1792008.08.27 01:17sell77100.00109.68110.66108.93
1802008.08.27 03:05close77100.00109.50110.66108.9316438.36577334.21
1812008.08.28 00:00buy78100.00109.48108.50110.23
1822008.08.29 11:16s/l78100.00108.50108.50110.23-90322.58487011.63
1832008.09.01 01:15buy79100.00108.24107.26108.99
1842008.09.01 03:00close79100.00108.45107.26108.9919363.76506375.39
1852008.09.02 00:00buy80100.00108.14107.16108.89
1862008.09.02 03:37close80100.00108.34107.16108.8918460.40524835.79
1872008.09.03 01:28sell81100.00108.72109.70107.97
1882008.09.03 03:00close81100.00108.50109.70107.9720276.50545112.29
1892008.09.04 00:00sell82100.00108.31109.29107.56
1902008.09.04 18:32modify82100.00108.31108.26107.56
1912008.09.04 19:56t/p82100.00107.56108.26107.5669728.52614840.81
1922008.09.05 00:12sell83100.00107.22108.20106.47
1932008.09.05 00:18buy84100.00106.99106.01107.74
1942008.09.05 00:22close83100.00106.65108.20106.4753445.85668286.66
1952008.09.05 01:06s/l84100.00106.01106.01107.74-92444.11575842.55
1962008.09.05 01:06buy85100.00106.04105.06106.79
1972008.09.05 01:59modify85100.00106.04106.09106.79
1982008.09.05 02:12t/p85100.00106.79106.09106.7970231.30646073.85
1992008.09.10 00:00buy86100.00106.82105.84107.57
2002008.09.10 01:30sell87100.00107.15108.13106.40
2012008.09.10 03:00close86100.00107.02105.84107.5718688.10664761.95
2022008.09.10 03:23close87100.00106.97108.13106.4016827.15681589.10
2032008.09.11 00:04sell88100.00107.81108.79107.06
2042008.09.11 03:00close88100.00107.43108.79107.0635371.87716960.97
2052008.09.12 00:27sell89100.00107.33108.31106.58
2062008.09.12 03:41close89100.00107.13108.31106.5818668.91735629.88
2072008.09.16 00:58buy90100.00104.36103.38105.11
2082008.09.16 12:42close90100.00104.59103.38105.1121990.63757620.51
2092008.09.17 00:33buy91100.00105.40104.42106.15
2102008.09.17 02:28modify91100.00105.40105.45106.15
2112008.09.17 02:28t/p91100.00106.15105.45106.1570654.73828275.24
2122008.09.18 00:10buy92100.00104.44103.46105.19
2132008.09.18 03:22close92100.00104.62103.46105.1917205.12845480.36
2142008.09.22 01:34buy93100.00106.81105.83107.56
2152008.09.22 20:29s/l93100.00105.83105.83107.56-92601.34752879.02
2162008.09.23 01:51sell94100.00105.51106.49104.76
2172008.09.23 03:40close94100.00105.33106.49104.7617089.15769968.17
2182008.09.24 00:47sell95100.00105.77106.75105.02
2192008.09.24 03:01close95100.00105.58106.75105.0217995.83787964.00
2202008.09.25 00:11sell96100.00106.28107.26105.53
2212008.09.25 01:39buy97100.00106.13105.15106.88
2222008.09.25 03:01close96100.00106.10107.26105.5316965.13804929.13
2232008.09.25 20:01modify97100.00106.13106.18106.88
2242008.09.25 20:01t/p97100.00106.88106.18106.8870172.16875101.29
2252008.09.26 01:11buy98100.00106.34105.36107.09
2262008.09.26 10:58s/l98100.00105.36105.36107.09-93014.43782086.86
2272008.09.29 01:01sell99100.00106.24107.22105.49
2282008.09.29 16:25modify99100.00106.24106.19105.49
2292008.09.29 16:34t/p99100.00105.49106.19105.4971096.79853183.65
2302008.09.30 00:02buy100100.00104.05103.07104.80
2312008.09.30 03:00close100100.00104.23103.07104.8017269.50870453.15
2322008.10.01 00:00buy101100.00106.16105.18106.91
2332008.10.01 03:40close101100.00106.34105.18106.9116926.84887379.99
2342008.10.02 01:45sell102100.00105.92106.90105.17
2352008.10.02 17:25modify102100.00105.92105.87105.17
2362008.10.02 18:34t/p102100.00105.17105.87105.1771313.11958693.10
2372008.10.03 00:00sell103100.00105.36106.34104.61
2382008.10.03 01:55buy104100.00105.18104.20105.93
2392008.10.03 03:00close103100.00105.03106.34104.6131419.59990112.69
2402008.10.03 17:53modify104100.00105.18105.23105.93
2412008.10.03 17:54t/p104100.00105.93105.23105.9370801.471060914.16
2422008.10.06 01:00buy105100.00104.92103.94105.67
2432008.10.06 06:25s/l105100.00103.94103.94105.67-94285.16966629.00
2442008.10.07 01:58sell106100.00102.02103.00101.27
2452008.10.07 03:00close106100.00101.64103.00101.2737386.861004015.86
2462008.10.08 00:47sell107100.00101.57102.55100.82
2472008.10.08 03:00close107100.00101.33102.55100.8223684.991027700.85
2482008.10.09 00:00buy108100.0099.1498.1699.89
2492008.10.09 03:00close108100.0099.7798.1699.8963145.231090846.08
2502008.10.10 01:06buy109100.0099.4598.47100.20
2512008.10.10 03:11s/l109100.0098.4798.47100.20-99522.70991323.38
2522008.10.13 01:00sell110100.00100.98101.96100.23
2532008.10.13 03:00close110100.00100.78101.96100.2319845.211011168.59
2542008.10.14 01:25sell111100.00102.12103.10101.37
2552008.10.14 20:56close111100.00101.73103.10101.3738336.771049505.36
2562008.10.15 00:10sell112100.00102.16103.14101.41
2572008.10.15 03:00close112100.00101.59103.14101.4156107.881105613.24
2582008.10.16 00:29buy113100.0099.6298.64100.37
2592008.10.16 03:40close113100.0099.8198.64100.3719036.171124649.41
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5302009.05.27 16:27close237100.0094.7395.8794.1416685.113041974.16
5312009.05.28 00:00sell239100.0095.32896.3194.58
5322009.05.28 07:03s/l239100.0096.3196.3194.58-101962.412940011.75
5332009.05.29 00:25sell240100.0096.9497.9296.19
5342009.05.29 01:09buy241100.0096.7995.8197.54
5352009.05.29 03:00close240100.0096.7497.9296.1920673.972960685.72
5362009.05.29 12:37s/l241100.0095.8195.8197.54-102285.772858399.95
5372009.06.02 00:17buy242100.0096.5095.5297.25
5382009.06.02 13:51s/l242100.0095.5295.5297.25-102596.312755803.64
5392009.06.03 01:40buy243100.0095.5894.6096.33
5402009.06.03 10:16modify243100.0095.5895.6396.33
5412009.06.03 10:19t/p243100.0096.3395.6396.3377857.372833661.01
5422009.06.05 00:07buy244100.0096.5495.5697.29
5432009.06.05 15:30modify244100.0096.5496.5997.29
5442009.06.05 15:30t/p244100.0097.2996.5997.2977081.192910742.20
5452009.06.12 00:56sell245100.0097.6698.6496.91
5462009.06.16 01:30buy246100.0097.75796.7898.51
5472009.06.16 03:42close245100.0097.4798.6496.9119083.182929825.38
5482009.06.16 04:13s/l246100.0096.7896.7898.51-100950.612828874.77
5492009.06.17 00:10buy247100.0096.3795.3997.12
5502009.06.17 01:50sell248100.0096.4697.4495.71
5512009.06.17 03:00close248100.0096.04197.4495.7143627.202872501.97
5522009.06.17 03:36close247100.0096.5695.3997.1219676.882892178.85
5532009.06.18 00:00sell249100.0095.73796.7294.99
5542009.06.19 01:44buy250100.0096.51195.5397.26
5552009.06.19 03:00s/l249100.0096.7296.7294.99-101838.582790340.27
5562009.06.19 03:00close250100.0096.7095.5397.2619544.982809885.25
5572009.06.22 01:19sell251100.0096.28997.2795.54
5582009.06.22 03:00close251100.0096.1097.2795.5419667.012829552.26
5592009.06.24 00:15buy252100.0095.18294.2095.93
5602009.06.24 03:06close252100.0095.3794.2095.9319712.702849264.96
5612009.06.25 00:19sell253100.0095.7696.7495.01
5622009.06.29 03:00close253100.0095.1996.7495.0159470.242908735.20