Strategy Tester Report
Profit_Engine_EURUSD_M30
| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 30分足(M30) 2010.01.05 04:00 - 2025.03.31 02:30 (2010.01.01 - 2025.04.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | MagicNumber=48713092; Lots=1; GMT=2; Spread=1.5; maxposition=1; TakeProfit_pips=300; StopLoss_pips=300; Rikaku_pips=20; Songiri_pips=125; | ||||
| テストバー数 | 190084 | モデルティック数 | 333118439 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 10000.00 | スプレッド | 15 | ||
| 純益 | 114621.69 | 総利益 | 446103.29 | 総損失 | -331481.60 |
| プロフィットファクタ | 1.35 | 期待利得 | 68.88 | ||
| 絶対ドローダウン | 937.00 | 最大ドローダウン | 5190.09 (34.21%) | 相対ドローダウン | 34.21% (5190.09) |
| 総取引数 | 1664 | 売りポジション(勝率%） | 821 (85.51%) | 買いポジション(勝率%） | 843 (85.65%) |
| 勝率(%) | 1424 (85.58%) | 負率 (%) | 240 (14.42%) | ||
| 最大 | 勝トレード | 1638.82 | 敗トレード | -2403.00 | |
| 平均 | 勝トレード | 313.27 | 敗トレード | -1381.17 | |
| 最大 | 連勝(金額) | 45 (12422.52) | 連敗(金額) | 3 (-4208.96) | |
| 最大 | 連勝(トレード数) | 12422.52 (45) | 連敗(トレード数) | -4208.96 (3) | |
| 平均 | 連勝 | 6 | 連敗 | 1 | |
1ページ目次へ
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 1 | 2010.01.05 15:00 | buy | 1 | 1.00 | 1.44382 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.05 15:00 | modify | 1 | 1.00 | 1.44382 | 1.41382 | 1.47382 | ||
| 3 | 2010.01.05 21:00 | sell | 2 | 1.00 | 1.43610 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.05 21:00 | modify | 2 | 1.00 | 1.43610 | 1.46610 | 1.40610 | ||
| 5 | 2010.01.06 09:00 | close | 2 | 1.00 | 1.43111 | 1.46610 | 1.40610 | 501.82 | 10501.82 |
| 6 | 2010.01.06 09:00 | close | 1 | 1.00 | 1.43096 | 1.41382 | 1.47382 | -1291.78 | 9210.04 |
| 7 | 2010.01.06 10:30 | buy | 3 | 1.00 | 1.43294 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.06 10:30 | modify | 3 | 1.00 | 1.43294 | 1.40294 | 1.46294 | ||
| 9 | 2010.01.06 11:00 | close | 3 | 1.00 | 1.43514 | 1.40294 | 1.46294 | 220.00 | 9430.04 |
| 10 | 2010.01.06 16:00 | buy | 4 | 1.00 | 1.43582 | 0.00000 | 0.00000 | ||
| 11 | 2010.01.06 16:00 | modify | 4 | 1.00 | 1.43582 | 1.40582 | 1.46582 | ||
| 12 | 2010.01.06 17:30 | close | 4 | 1.00 | 1.43842 | 1.40582 | 1.46582 | 260.00 | 9690.04 |
| 13 | 2010.01.07 13:30 | sell | 5 | 1.00 | 1.43470 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.07 13:30 | modify | 5 | 1.00 | 1.43470 | 1.46470 | 1.40470 | ||
| 15 | 2010.01.07 15:00 | close | 5 | 1.00 | 1.43190 | 1.46470 | 1.40470 | 280.00 | 9970.04 |
| 16 | 2010.01.07 18:00 | sell | 6 | 1.00 | 1.43257 | 0.00000 | 0.00000 | ||
| 17 | 2010.01.07 18:00 | modify | 6 | 1.00 | 1.43257 | 1.46257 | 1.40257 | ||
| 18 | 2010.01.08 08:00 | close | 6 | 1.00 | 1.42943 | 1.46257 | 1.40257 | 316.82 | 10286.86 |
| 19 | 2010.01.13 18:00 | sell | 7 | 1.00 | 1.45082 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.13 18:00 | modify | 7 | 1.00 | 1.45082 | 1.48082 | 1.42082 | ||
| 21 | 2010.01.14 15:00 | close | 7 | 1.00 | 1.44877 | 1.48082 | 1.42082 | 213.46 | 10500.32 |
| 22 | 2010.01.14 18:30 | sell | 8 | 1.00 | 1.44768 | 0.00000 | 0.00000 | ||
| 23 | 2010.01.14 18:30 | modify | 8 | 1.00 | 1.44768 | 1.47768 | 1.41768 | ||
| 24 | 2010.01.15 04:00 | close | 8 | 1.00 | 1.44385 | 1.47768 | 1.41768 | 385.82 | 10886.14 |
| 25 | 2010.01.15 09:00 | sell | 9 | 1.00 | 1.44262 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.15 09:00 | modify | 9 | 1.00 | 1.44262 | 1.47262 | 1.41262 | ||
| 27 | 2010.01.15 10:30 | close | 9 | 1.00 | 1.43993 | 1.47262 | 1.41262 | 269.00 | 11155.14 |
| 28 | 2010.01.15 14:30 | sell | 10 | 1.00 | 1.43859 | 0.00000 | 0.00000 | ||
| 29 | 2010.01.15 14:30 | modify | 10 | 1.00 | 1.43859 | 1.46859 | 1.40859 | ||
| 30 | 2010.01.15 22:00 | close | 10 | 1.00 | 1.43580 | 1.46859 | 1.40859 | 279.00 | 11434.14 |
| 31 | 2010.01.19 16:30 | sell | 11 | 1.00 | 1.42824 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.19 16:30 | modify | 11 | 1.00 | 1.42824 | 1.45824 | 1.39824 | ||
| 33 | 2010.01.19 17:00 | buy | 12 | 1.00 | 1.42928 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.19 17:00 | modify | 12 | 1.00 | 1.42928 | 1.39928 | 1.45928 | ||
| 35 | 2010.01.20 03:30 | close | 11 | 1.00 | 1.42264 | 1.45824 | 1.39824 | 562.82 | 11996.96 |
| 36 | 2010.01.20 04:30 | sell | 13 | 1.00 | 1.42072 | 0.00000 | 0.00000 | ||
| 37 | 2010.01.20 04:30 | modify | 13 | 1.00 | 1.42072 | 1.45072 | 1.39072 | ||
| 38 | 2010.01.20 10:30 | close | 13 | 1.00 | 1.41862 | 1.45072 | 1.39072 | 210.00 | 12206.96 |
| 39 | 2010.01.20 13:30 | close | 12 | 1.00 | 1.41621 | 1.39928 | 1.45928 | -1312.78 | 10894.18 |
| 40 | 2010.01.20 14:30 | sell | 14 | 1.00 | 1.41469 | 0.00000 | 0.00000 | ||
| 41 | 2010.01.20 14:30 | modify | 14 | 1.00 | 1.41469 | 1.44469 | 1.38469 | ||
| 42 | 2010.01.20 17:30 | close | 14 | 1.00 | 1.41181 | 1.44469 | 1.38469 | 288.00 | 11182.18 |
| 43 | 2010.01.20 19:30 | sell | 15 | 1.00 | 1.40987 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.20 19:30 | modify | 15 | 1.00 | 1.40987 | 1.43987 | 1.37987 | ||
| 45 | 2010.01.21 11:00 | close | 15 | 1.00 | 1.40782 | 1.43987 | 1.37987 | 213.46 | 11395.64 |
| 46 | 2010.01.21 15:00 | buy | 16 | 1.00 | 1.40701 | 0.00000 | 0.00000 | ||
| 47 | 2010.01.21 15:00 | modify | 16 | 1.00 | 1.40701 | 1.37701 | 1.43701 | ||
| 48 | 2010.01.21 17:00 | close | 16 | 1.00 | 1.40935 | 1.37701 | 1.43701 | 234.00 | 11629.64 |
| 49 | 2010.01.21 19:30 | buy | 17 | 1.00 | 1.40960 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.21 19:30 | modify | 17 | 1.00 | 1.40960 | 1.37960 | 1.43960 | ||
| 51 | 2010.01.21 20:00 | sell | 18 | 1.00 | 1.41011 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.21 20:00 | modify | 18 | 1.00 | 1.41011 | 1.44011 | 1.38011 | ||
| 53 | 2010.01.22 04:00 | close | 17 | 1.00 | 1.41302 | 1.37960 | 1.43960 | 336.22 | 11965.86 |
| 54 | 2010.01.26 08:00 | close | 18 | 1.00 | 1.40801 | 1.44011 | 1.38011 | 218.46 | 12184.32 |
| 55 | 2010.01.26 10:30 | buy | 19 | 1.00 | 1.40949 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.26 10:30 | modify | 19 | 1.00 | 1.40949 | 1.37949 | 1.43949 | ||
| 57 | 2010.01.28 04:30 | sell | 20 | 1.00 | 1.39828 | 0.00000 | 0.00000 | ||
| 58 | 2010.01.28 04:30 | modify | 20 | 1.00 | 1.39828 | 1.42828 | 1.36828 | ||
| 59 | 2010.01.28 17:00 | close | 19 | 1.00 | 1.39697 | 1.37949 | 1.43949 | -1275.10 | 10909.22 |
| 60 | 2010.01.28 17:30 | close | 20 | 1.00 | 1.39581 | 1.42828 | 1.36828 | 247.00 | 11156.22 |
| 61 | 2010.01.29 03:30 | sell | 21 | 1.00 | 1.39233 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.29 03:30 | modify | 21 | 1.00 | 1.39233 | 1.42233 | 1.36233 | ||
| 63 | 2010.01.29 18:00 | close | 21 | 1.00 | 1.38996 | 1.42233 | 1.36233 | 237.00 | 11393.22 |
| 64 | 2010.02.04 12:30 | sell | 22 | 1.00 | 1.38526 | 0.00000 | 0.00000 | ||
| 65 | 2010.02.04 12:30 | modify | 22 | 1.00 | 1.38526 | 1.41526 | 1.35526 | ||
| 66 | 2010.02.04 16:00 | close | 22 | 1.00 | 1.38224 | 1.41526 | 1.35526 | 302.00 | 11695.22 |
| 67 | 2010.02.04 18:00 | buy | 23 | 1.00 | 1.37814 | 0.00000 | 0.00000 | ||
| 68 | 2010.02.04 18:00 | modify | 23 | 1.00 | 1.37814 | 1.34814 | 1.40814 | ||
| 69 | 2010.02.04 19:00 | sell | 24 | 1.00 | 1.37569 | 0.00000 | 0.00000 | ||
| 70 | 2010.02.04 19:00 | modify | 24 | 1.00 | 1.37569 | 1.40569 | 1.34569 | ||
| 71 | 2010.02.04 23:30 | close | 24 | 1.00 | 1.37367 | 1.40569 | 1.34569 | 202.00 | 11897.22 |
| 72 | 2010.02.05 10:30 | close | 23 | 1.00 | 1.36526 | 1.34814 | 1.40814 | -1293.78 | 10603.44 |
| 73 | 2010.02.05 14:00 | buy | 25 | 1.00 | 1.37069 | 0.00000 | 0.00000 | ||
| 74 | 2010.02.05 14:00 | modify | 25 | 1.00 | 1.37069 | 1.34069 | 1.40069 | ||
| 75 | 2010.02.05 16:00 | close | 25 | 1.00 | 1.37298 | 1.34069 | 1.40069 | 229.00 | 10832.44 |
| 76 | 2010.02.05 20:00 | sell | 26 | 1.00 | 1.36285 | 0.00000 | 0.00000 | ||
| 77 | 2010.02.05 20:00 | modify | 26 | 1.00 | 1.36285 | 1.39285 | 1.33285 | ||
| 78 | 2010.02.05 21:00 | close | 26 | 1.00 | 1.35881 | 1.39285 | 1.33285 | 404.00 | 11236.44 |
| 79 | 2010.02.08 13:00 | buy | 27 | 1.00 | 1.36939 | 0.00000 | 0.00000 | ||
| 80 | 2010.02.08 13:00 | modify | 27 | 1.00 | 1.36939 | 1.33939 | 1.39939 | ||
| 81 | 2010.02.09 09:00 | close | 27 | 1.00 | 1.37236 | 1.33939 | 1.39939 | 291.22 | 11527.67 |
| 82 | 2010.02.09 09:30 | sell | 28 | 1.00 | 1.37289 | 0.00000 | 0.00000 | ||
| 83 | 2010.02.09 09:30 | modify | 28 | 1.00 | 1.37289 | 1.40289 | 1.34289 | ||
| 84 | 2010.02.09 10:00 | buy | 29 | 1.00 | 1.37304 | 0.00000 | 0.00000 | ||
| 85 | 2010.02.09 10:00 | modify | 29 | 1.00 | 1.37304 | 1.34304 | 1.40304 | ||
| 86 | 2010.02.09 13:30 | close | 28 | 1.00 | 1.37079 | 1.40289 | 1.34289 | 210.00 | 11737.67 |
| 87 | 2010.02.09 15:00 | close | 29 | 1.00 | 1.37647 | 1.34304 | 1.40304 | 343.00 | 12080.67 |
| 88 | 2010.02.09 16:30 | sell | 30 | 1.00 | 1.37451 | 0.00000 | 0.00000 | ||
| 89 | 2010.02.09 16:30 | modify | 30 | 1.00 | 1.37451 | 1.40451 | 1.34451 | ||
| 90 | 2010.02.09 18:30 | close | 30 | 1.00 | 1.36988 | 1.40451 | 1.34451 | 463.00 | 12543.67 |
| 91 | 2010.02.10 10:00 | buy | 31 | 1.00 | 1.37647 | 0.00000 | 0.00000 | ||
| 92 | 2010.02.10 10:00 | modify | 31 | 1.00 | 1.37647 | 1.34647 | 1.40647 | ||
| 93 | 2010.02.10 10:30 | sell | 32 | 1.00 | 1.37643 | 0.00000 | 0.00000 | ||
| 94 | 2010.02.10 10:30 | modify | 32 | 1.00 | 1.37643 | 1.40643 | 1.34643 | ||
| 95 | 2010.02.10 13:00 | close | 31 | 1.00 | 1.37915 | 1.34647 | 1.40647 | 268.00 | 12811.67 |
| 96 | 2010.02.10 16:00 | close | 32 | 1.00 | 1.37440 | 1.40643 | 1.34643 | 203.00 | 13014.67 |
| 97 | 2010.02.10 18:30 | sell | 33 | 1.00 | 1.36955 | 0.00000 | 0.00000 | ||
| 98 | 2010.02.10 18:30 | modify | 33 | 1.00 | 1.36955 | 1.39955 | 1.33955 | ||
| 99 | 2010.02.11 16:30 | close | 33 | 1.00 | 1.36676 | 1.39955 | 1.33955 | 287.46 | 13302.12 |
| 100 | 2010.02.11 19:00 | buy | 34 | 1.00 | 1.36385 | 0.00000 | 0.00000 | ||
| 101 | 2010.02.11 19:00 | modify | 34 | 1.00 | 1.36385 | 1.33385 | 1.39385 | ||
| 102 | 2010.02.11 20:00 | close | 34 | 1.00 | 1.36752 | 1.33385 | 1.39385 | 367.00 | 13669.12 |
| 103 | 2010.02.11 20:30 | sell | 35 | 1.00 | 1.36773 | 0.00000 | 0.00000 | ||
| 104 | 2010.02.11 20:30 | modify | 35 | 1.00 | 1.36773 | 1.39773 | 1.33773 | ||
| 105 | 2010.02.12 10:00 | close | 35 | 1.00 | 1.36373 | 1.39773 | 1.33773 | 402.82 | 14071.94 |
| 106 | 2010.02.12 11:00 | sell | 36 | 1.00 | 1.36243 | 0.00000 | 0.00000 | ||
| 107 | 2010.02.12 11:00 | modify | 36 | 1.00 | 1.36243 | 1.39243 | 1.33243 | ||
| 108 | 2010.02.12 12:00 | close | 36 | 1.00 | 1.35681 | 1.39243 | 1.33243 | 562.00 | 14633.94 |
| 109 | 2010.02.17 21:30 | sell | 37 | 1.00 | 1.36061 | 0.00000 | 0.00000 | ||
| 110 | 2010.02.17 21:30 | modify | 37 | 1.00 | 1.36061 | 1.39061 | 1.33061 | ||
| 111 | 2010.02.18 02:30 | close | 37 | 1.00 | 1.35818 | 1.39061 | 1.33061 | 251.46 | 14885.40 |
| 112 | 2010.02.19 03:30 | sell | 38 | 1.00 | 1.34927 | 0.00000 | 0.00000 | ||
| 113 | 2010.02.19 03:30 | modify | 38 | 1.00 | 1.34927 | 1.37927 | 1.31927 | ||
| 114 | 2010.02.19 04:00 | close | 38 | 1.00 | 1.34718 | 1.37927 | 1.31927 | 209.00 | 15094.40 |
| 115 | 2010.02.19 16:30 | buy | 39 | 1.00 | 1.35149 | 0.00000 | 0.00000 | ||
| 116 | 2010.02.19 16:30 | modify | 39 | 1.00 | 1.35149 | 1.32149 | 1.38149 | ||
| 117 | 2010.02.19 17:30 | sell | 40 | 1.00 | 1.35009 | 0.00000 | 0.00000 | ||
| 118 | 2010.02.19 17:30 | modify | 40 | 1.00 | 1.35009 | 1.38009 | 1.32009 | ||
| 119 | 2010.02.19 19:30 | close | 39 | 1.00 | 1.35529 | 1.32149 | 1.38149 | 380.00 | 15474.40 |
| 120 | 2010.02.22 02:00 | close | 40 | 1.00 | 1.36299 | 1.38009 | 1.32009 | -1287.18 | 14187.22 |
| 121 | 2010.02.22 03:00 | buy | 41 | 1.00 | 1.36303 | 0.00000 | 0.00000 | ||
| 122 | 2010.02.22 03:00 | modify | 41 | 1.00 | 1.36303 | 1.33303 | 1.39303 | ||
| 123 | 2010.02.23 09:30 | close | 41 | 1.00 | 1.36660 | 1.33303 | 1.39303 | 351.22 | 14538.44 |
| 124 | 2010.02.23 12:00 | buy | 42 | 1.00 | 1.36370 | 0.00000 | 0.00000 | ||
| 125 | 2010.02.23 12:00 | modify | 42 | 1.00 | 1.36370 | 1.33370 | 1.39370 | ||
| 126 | 2010.02.23 15:00 | sell | 43 | 1.00 | 1.35799 | 0.00000 | 0.00000 | ||
| 127 | 2010.02.23 15:00 | modify | 43 | 1.00 | 1.35799 | 1.38799 | 1.32799 | ||
| 128 | 2010.02.23 16:30 | close | 43 | 1.00 | 1.35538 | 1.38799 | 1.32799 | 261.00 | 14799.44 |
| 129 | 2010.02.23 21:30 | close | 42 | 1.00 | 1.35089 | 1.33370 | 1.39370 | -1281.00 | 13518.44 |
| 130 | 2010.02.25 15:00 | sell | 44 | 1.00 | 1.34848 | 0.00000 | 0.00000 | ||
| 131 | 2010.02.25 15:00 | modify | 44 | 1.00 | 1.34848 | 1.37848 | 1.31848 | ||
| 132 | 2010.02.26 18:00 | close | 44 | 1.00 | 1.36491 | 1.37848 | 1.31848 | -1640.18 | 11878.26 |
| 133 | 2010.02.26 19:00 | buy | 45 | 1.00 | 1.36574 | 0.00000 | 0.00000 | ||
| 134 | 2010.02.26 19:00 | modify | 45 | 1.00 | 1.36574 | 1.33574 | 1.39574 | ||
| 135 | 2010.03.01 14:30 | close | 45 | 1.00 | 1.35292 | 1.33574 | 1.39574 | -1287.78 | 10590.49 |
| 136 | 2010.03.01 16:00 | sell | 46 | 1.00 | 1.35292 | 0.00000 | 0.00000 | ||
| 137 | 2010.03.01 16:00 | modify | 46 | 1.00 | 1.35292 | 1.38292 | 1.32292 | ||
| 138 | 2010.03.01 16:30 | buy | 47 | 1.00 | 1.35347 | 0.00000 | 0.00000 | ||
| 139 | 2010.03.01 16:30 | modify | 47 | 1.00 | 1.35347 | 1.32347 | 1.38347 | ||
| 140 | 2010.03.01 17:00 | close | 46 | 1.00 | 1.35078 | 1.38292 | 1.32292 | 214.00 | 10804.49 |
| 141 | 2010.03.01 21:00 | close | 47 | 1.00 | 1.35568 | 1.32347 | 1.38347 | 221.00 | 11025.49 |
| 142 | 2010.03.01 21:30 | sell | 48 | 1.00 | 1.35614 | 0.00000 | 0.00000 | ||
| 143 | 2010.03.01 21:30 | modify | 48 | 1.00 | 1.35614 | 1.38614 | 1.32614 | ||
| 144 | 2010.03.02 02:00 | buy | 49 | 1.00 | 1.35612 | 0.00000 | 0.00000 | ||
| 145 | 2010.03.02 02:00 | modify | 49 | 1.00 | 1.35612 | 1.32612 | 1.38612 | ||
| 146 | 2010.03.02 03:00 | close | 48 | 1.00 | 1.35342 | 1.38614 | 1.32614 | 274.82 | 11300.31 |
| 147 | 2010.03.02 11:30 | sell | 50 | 1.00 | 1.34691 | 0.00000 | 0.00000 | ||
| 148 | 2010.03.02 11:30 | modify | 50 | 1.00 | 1.34691 | 1.37691 | 1.31691 | ||
| 149 | 2010.03.02 16:00 | close | 49 | 1.00 | 1.35865 | 1.32612 | 1.38612 | 253.00 | 11553.31 |
| 150 | 2010.03.02 20:30 | close | 50 | 1.00 | 1.36078 | 1.37691 | 1.31691 | -1387.00 | 10166.31 |
1ページ目次へ