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 | |
| # | 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 |
| 1351 | 2011.05.13 13:30 | buy | 451 | 1.00 | 1.42892 | 0.00000 | 0.00000 | ||
| 1352 | 2011.05.13 13:30 | modify | 451 | 1.00 | 1.42892 | 1.39892 | 1.45892 | ||
| 1353 | 2011.05.13 19:00 | close | 451 | 1.00 | 1.41415 | 1.39892 | 1.45892 | -1477.00 | 42283.72 |
| 1354 | 2011.05.16 14:30 | sell | 452 | 1.00 | 1.41124 | 0.00000 | 0.00000 | ||
| 1355 | 2011.05.16 14:30 | modify | 452 | 1.00 | 1.41124 | 1.44124 | 1.38124 | ||
| 1356 | 2011.05.16 20:00 | buy | 453 | 1.00 | 1.42002 | 0.00000 | 0.00000 | ||
| 1357 | 2011.05.16 20:00 | modify | 453 | 1.00 | 1.42002 | 1.39002 | 1.45002 | ||
| 1358 | 2011.05.17 22:00 | close | 453 | 1.00 | 1.42271 | 1.39002 | 1.45002 | 263.22 | 42546.95 |
| 1359 | 2011.05.18 02:00 | close | 452 | 1.00 | 1.42691 | 1.44124 | 1.38124 | -1561.36 | 40985.59 |
| 1360 | 2011.05.18 15:30 | sell | 454 | 1.00 | 1.42318 | 0.00000 | 0.00000 | ||
| 1361 | 2011.05.18 15:30 | modify | 454 | 1.00 | 1.42318 | 1.45318 | 1.39318 | ||
| 1362 | 2011.05.19 14:00 | buy | 455 | 1.00 | 1.42718 | 0.00000 | 0.00000 | ||
| 1363 | 2011.05.19 14:00 | modify | 455 | 1.00 | 1.42718 | 1.39718 | 1.45718 | ||
| 1364 | 2011.05.19 19:30 | close | 455 | 1.00 | 1.42971 | 1.39718 | 1.45718 | 253.00 | 41238.59 |
| 1365 | 2011.05.19 20:00 | buy | 456 | 1.00 | 1.43074 | 0.00000 | 0.00000 | ||
| 1366 | 2011.05.19 20:00 | modify | 456 | 1.00 | 1.43074 | 1.40074 | 1.46074 | ||
| 1367 | 2011.05.20 11:00 | close | 456 | 1.00 | 1.43380 | 1.40074 | 1.46074 | 300.22 | 41538.81 |
| 1368 | 2011.05.20 17:00 | close | 454 | 1.00 | 1.41902 | 1.45318 | 1.39318 | 427.28 | 41966.09 |
| 1369 | 2011.05.20 19:00 | buy | 457 | 1.00 | 1.41731 | 0.00000 | 0.00000 | ||
| 1370 | 2011.05.20 19:00 | modify | 457 | 1.00 | 1.41731 | 1.38731 | 1.44731 | ||
| 1371 | 2011.05.20 19:30 | close | 457 | 1.00 | 1.41955 | 1.38731 | 1.44731 | 224.00 | 42190.09 |
| 1372 | 2011.05.20 20:00 | buy | 458 | 1.00 | 1.41968 | 0.00000 | 0.00000 | ||
| 1373 | 2011.05.20 20:00 | modify | 458 | 1.00 | 1.41968 | 1.38968 | 1.44968 | ||
| 1374 | 2011.05.20 21:00 | close | 458 | 1.00 | 1.42188 | 1.38968 | 1.44968 | 220.00 | 42410.09 |
| 1375 | 2011.05.20 23:30 | sell | 459 | 1.00 | 1.41612 | 0.00000 | 0.00000 | ||
| 1376 | 2011.05.20 23:30 | modify | 459 | 1.00 | 1.41612 | 1.44612 | 1.38612 | ||
| 1377 | 2011.05.23 02:00 | close | 459 | 1.00 | 1.41058 | 1.44612 | 1.38612 | 556.82 | 42966.90 |
| 1378 | 2011.05.23 02:30 | buy | 460 | 1.00 | 1.41052 | 0.00000 | 0.00000 | ||
| 1379 | 2011.05.23 02:30 | modify | 460 | 1.00 | 1.41052 | 1.38052 | 1.44052 | ||
| 1380 | 2011.05.23 03:30 | close | 460 | 1.00 | 1.41283 | 1.38052 | 1.44052 | 231.00 | 43197.90 |
| 1381 | 2011.05.23 10:30 | buy | 461 | 1.00 | 1.40237 | 0.00000 | 0.00000 | ||
| 1382 | 2011.05.23 10:30 | modify | 461 | 1.00 | 1.40237 | 1.37237 | 1.43237 | ||
| 1383 | 2011.05.23 19:30 | sell | 462 | 1.00 | 1.40239 | 0.00000 | 0.00000 | ||
| 1384 | 2011.05.23 19:30 | modify | 462 | 1.00 | 1.40239 | 1.43239 | 1.37239 | ||
| 1385 | 2011.05.23 21:00 | close | 461 | 1.00 | 1.40559 | 1.37237 | 1.43237 | 322.00 | 43519.90 |
| 1386 | 2011.05.24 12:00 | buy | 463 | 1.00 | 1.40872 | 0.00000 | 0.00000 | ||
| 1387 | 2011.05.24 12:00 | modify | 463 | 1.00 | 1.40872 | 1.37872 | 1.43872 | ||
| 1388 | 2011.05.24 18:30 | close | 463 | 1.00 | 1.41144 | 1.37872 | 1.43872 | 272.00 | 43791.90 |
| 1389 | 2011.05.25 10:30 | buy | 464 | 1.00 | 1.40259 | 0.00000 | 0.00000 | ||
| 1390 | 2011.05.25 10:30 | modify | 464 | 1.00 | 1.40259 | 1.37259 | 1.43259 | ||
| 1391 | 2011.05.25 12:00 | close | 464 | 1.00 | 1.40636 | 1.37259 | 1.43259 | 377.00 | 44168.90 |
| 1392 | 2011.05.25 16:00 | buy | 465 | 1.00 | 1.40746 | 0.00000 | 0.00000 | ||
| 1393 | 2011.05.25 16:00 | modify | 465 | 1.00 | 1.40746 | 1.37746 | 1.43746 | ||
| 1394 | 2011.05.25 19:00 | close | 465 | 1.00 | 1.41019 | 1.37746 | 1.43746 | 273.00 | 44441.90 |
| 1395 | 2011.05.25 19:00 | buy | 466 | 1.00 | 1.41034 | 0.00000 | 0.00000 | ||
| 1396 | 2011.05.25 19:00 | modify | 466 | 1.00 | 1.41034 | 1.38034 | 1.44034 | ||
| 1397 | 2011.05.26 04:00 | close | 466 | 1.00 | 1.41428 | 1.38034 | 1.44034 | 376.67 | 44818.58 |
| 1398 | 2011.05.26 05:00 | close | 462 | 1.00 | 1.41668 | 1.43239 | 1.37239 | -1414.90 | 43403.67 |
| 1399 | 2011.05.26 18:30 | sell | 467 | 1.00 | 1.40994 | 0.00000 | 0.00000 | ||
| 1400 | 2011.05.26 18:30 | modify | 467 | 1.00 | 1.40994 | 1.43994 | 1.37994 | ||
| 1401 | 2011.05.27 06:30 | close | 467 | 1.00 | 1.42417 | 1.43994 | 1.37994 | -1420.18 | 41983.49 |
| 1402 | 2011.05.27 09:30 | buy | 468 | 1.00 | 1.42420 | 0.00000 | 0.00000 | ||
| 1403 | 2011.05.27 09:30 | modify | 468 | 1.00 | 1.42420 | 1.39420 | 1.45420 | ||
| 1404 | 2011.05.27 10:30 | close | 468 | 1.00 | 1.42639 | 1.39420 | 1.45420 | 219.00 | 42202.49 |
| 1405 | 2011.05.27 20:00 | buy | 469 | 1.00 | 1.42720 | 0.00000 | 0.00000 | ||
| 1406 | 2011.05.27 20:00 | modify | 469 | 1.00 | 1.42720 | 1.39720 | 1.45720 | ||
| 1407 | 2011.05.27 22:30 | close | 469 | 1.00 | 1.42959 | 1.39720 | 1.45720 | 239.00 | 42441.49 |
| 1408 | 2011.06.01 16:30 | sell | 470 | 1.00 | 1.44216 | 0.00000 | 0.00000 | ||
| 1409 | 2011.06.01 16:30 | modify | 470 | 1.00 | 1.44216 | 1.47216 | 1.41216 | ||
| 1410 | 2011.06.01 20:00 | close | 470 | 1.00 | 1.43946 | 1.47216 | 1.41216 | 270.00 | 42711.49 |
| 1411 | 2011.06.02 18:00 | buy | 471 | 1.00 | 1.44408 | 0.00000 | 0.00000 | ||
| 1412 | 2011.06.02 18:00 | modify | 471 | 1.00 | 1.44408 | 1.41408 | 1.47408 | ||
| 1413 | 2011.06.02 20:00 | close | 471 | 1.00 | 1.44666 | 1.41408 | 1.47408 | 258.00 | 42969.49 |
| 1414 | 2011.06.03 18:30 | buy | 472 | 1.00 | 1.45702 | 0.00000 | 0.00000 | ||
| 1415 | 2011.06.03 18:30 | modify | 472 | 1.00 | 1.45702 | 1.42702 | 1.48702 | ||
| 1416 | 2011.06.03 19:00 | close | 472 | 1.00 | 1.46029 | 1.42702 | 1.48702 | 327.00 | 43296.49 |
| 1417 | 2011.06.09 17:30 | buy | 473 | 1.00 | 1.44978 | 0.00000 | 0.00000 | ||
| 1418 | 2011.06.09 17:30 | modify | 473 | 1.00 | 1.44978 | 1.41978 | 1.47978 | ||
| 1419 | 2011.06.09 19:00 | close | 473 | 1.00 | 1.45318 | 1.41978 | 1.47978 | 340.00 | 43636.49 |
| 1420 | 2011.06.14 21:00 | buy | 474 | 1.00 | 1.44819 | 0.00000 | 0.00000 | ||
| 1421 | 2011.06.14 21:00 | modify | 474 | 1.00 | 1.44819 | 1.41819 | 1.47819 | ||
| 1422 | 2011.06.15 10:30 | sell | 475 | 1.00 | 1.43718 | 0.00000 | 0.00000 | ||
| 1423 | 2011.06.15 10:30 | modify | 475 | 1.00 | 1.43718 | 1.46718 | 1.40718 | ||
| 1424 | 2011.06.15 12:00 | close | 475 | 1.00 | 1.43365 | 1.46718 | 1.40718 | 353.00 | 43989.49 |
| 1425 | 2011.06.15 12:00 | close | 474 | 1.00 | 1.43350 | 1.41819 | 1.47819 | -1474.78 | 42514.72 |
| 1426 | 2011.06.15 13:00 | sell | 476 | 1.00 | 1.43151 | 0.00000 | 0.00000 | ||
| 1427 | 2011.06.15 13:00 | modify | 476 | 1.00 | 1.43151 | 1.46151 | 1.40151 | ||
| 1428 | 2011.06.15 15:30 | close | 476 | 1.00 | 1.42888 | 1.46151 | 1.40151 | 263.00 | 42777.72 |
| 1429 | 2011.06.15 16:00 | sell | 477 | 1.00 | 1.42849 | 0.00000 | 0.00000 | ||
| 1430 | 2011.06.15 16:00 | modify | 477 | 1.00 | 1.42849 | 1.45849 | 1.39849 | ||
| 1431 | 2011.06.15 19:00 | close | 477 | 1.00 | 1.42214 | 1.45849 | 1.39849 | 635.00 | 43412.72 |
| 1432 | 2011.06.16 09:00 | sell | 478 | 1.00 | 1.41139 | 0.00000 | 0.00000 | ||
| 1433 | 2011.06.16 09:00 | modify | 478 | 1.00 | 1.41139 | 1.44139 | 1.38139 | ||
| 1434 | 2011.06.16 09:30 | buy | 479 | 1.00 | 1.41176 | 0.00000 | 0.00000 | ||
| 1435 | 2011.06.16 09:30 | modify | 479 | 1.00 | 1.41176 | 1.38176 | 1.44176 | ||
| 1436 | 2011.06.16 10:00 | close | 479 | 1.00 | 1.41408 | 1.38176 | 1.44176 | 232.00 | 43644.72 |
| 1437 | 2011.06.16 14:30 | buy | 480 | 1.00 | 1.41104 | 0.00000 | 0.00000 | ||
| 1438 | 2011.06.16 14:30 | modify | 480 | 1.00 | 1.41104 | 1.38104 | 1.44104 | ||
| 1439 | 2011.06.16 15:30 | close | 478 | 1.00 | 1.40904 | 1.44139 | 1.38139 | 235.00 | 43879.72 |
| 1440 | 2011.06.16 17:00 | close | 480 | 1.00 | 1.41463 | 1.38104 | 1.44104 | 359.00 | 44238.72 |
| 1441 | 2011.06.17 13:00 | buy | 481 | 1.00 | 1.42298 | 0.00000 | 0.00000 | ||
| 1442 | 2011.06.17 13:00 | modify | 481 | 1.00 | 1.42298 | 1.39298 | 1.45298 | ||
| 1443 | 2011.06.17 13:30 | close | 481 | 1.00 | 1.42748 | 1.39298 | 1.45298 | 450.00 | 44688.72 |
| 1444 | 2011.06.17 19:00 | sell | 482 | 1.00 | 1.43245 | 0.00000 | 0.00000 | ||
| 1445 | 2011.06.17 19:00 | modify | 482 | 1.00 | 1.43245 | 1.46245 | 1.40245 | ||
| 1446 | 2011.06.17 20:00 | close | 482 | 1.00 | 1.42954 | 1.46245 | 1.40245 | 291.00 | 44979.72 |
| 1447 | 2011.06.20 11:00 | buy | 483 | 1.00 | 1.42094 | 0.00000 | 0.00000 | ||
| 1448 | 2011.06.20 11:00 | modify | 483 | 1.00 | 1.42094 | 1.39094 | 1.45094 | ||
| 1449 | 2011.06.20 12:30 | close | 483 | 1.00 | 1.42333 | 1.39094 | 1.45094 | 239.00 | 45218.72 |
| 1450 | 2011.06.20 12:30 | buy | 484 | 1.00 | 1.42348 | 0.00000 | 0.00000 | ||
| 1451 | 2011.06.20 12:30 | modify | 484 | 1.00 | 1.42348 | 1.39348 | 1.45348 | ||
| 1452 | 2011.06.20 16:00 | close | 484 | 1.00 | 1.42628 | 1.39348 | 1.45348 | 280.00 | 45498.72 |
| 1453 | 2011.06.20 18:00 | buy | 485 | 1.00 | 1.43139 | 0.00000 | 0.00000 | ||
| 1454 | 2011.06.20 18:00 | modify | 485 | 1.00 | 1.43139 | 1.40139 | 1.46139 | ||
| 1455 | 2011.06.21 02:30 | close | 485 | 1.00 | 1.43410 | 1.40139 | 1.46139 | 265.22 | 45763.94 |
| 1456 | 2011.06.21 05:00 | sell | 486 | 1.00 | 1.43403 | 0.00000 | 0.00000 | ||
| 1457 | 2011.06.21 05:00 | modify | 486 | 1.00 | 1.43403 | 1.46403 | 1.40403 | ||
| 1458 | 2011.06.22 21:30 | buy | 487 | 1.00 | 1.44017 | 0.00000 | 0.00000 | ||
| 1459 | 2011.06.22 21:30 | modify | 487 | 1.00 | 1.44017 | 1.41017 | 1.47017 | ||
| 1460 | 2011.06.23 02:00 | close | 486 | 1.00 | 1.43165 | 1.46403 | 1.40403 | 249.28 | 46013.22 |
| 1461 | 2011.06.23 10:30 | close | 487 | 1.00 | 1.42562 | 1.41017 | 1.47017 | -1472.33 | 44540.89 |
| 1462 | 2011.06.23 17:30 | buy | 488 | 1.00 | 1.41537 | 0.00000 | 0.00000 | ||
| 1463 | 2011.06.23 17:30 | modify | 488 | 1.00 | 1.41537 | 1.38537 | 1.44537 | ||
| 1464 | 2011.06.23 18:00 | sell | 489 | 1.00 | 1.41467 | 0.00000 | 0.00000 | ||
| 1465 | 2011.06.23 18:00 | modify | 489 | 1.00 | 1.41467 | 1.44467 | 1.38467 | ||
| 1466 | 2011.06.23 20:00 | close | 488 | 1.00 | 1.41874 | 1.38537 | 1.44537 | 337.00 | 44877.89 |
| 1467 | 2011.06.24 12:00 | close | 489 | 1.00 | 1.43056 | 1.44467 | 1.38467 | -1586.18 | 43291.71 |
| 1468 | 2011.06.24 18:00 | buy | 490 | 1.00 | 1.41651 | 0.00000 | 0.00000 | ||
| 1469 | 2011.06.24 18:00 | modify | 490 | 1.00 | 1.41651 | 1.38651 | 1.44651 | ||
| 1470 | 2011.06.24 19:00 | close | 490 | 1.00 | 1.41878 | 1.38651 | 1.44651 | 227.00 | 43518.71 |
| 1471 | 2011.06.24 20:30 | sell | 491 | 1.00 | 1.41908 | 0.00000 | 0.00000 | ||
| 1472 | 2011.06.24 20:30 | modify | 491 | 1.00 | 1.41908 | 1.44908 | 1.38908 | ||
| 1473 | 2011.06.24 22:30 | close | 491 | 1.00 | 1.41664 | 1.44908 | 1.38908 | 244.00 | 43762.71 |
| 1474 | 2011.06.27 09:00 | sell | 492 | 1.00 | 1.41316 | 0.00000 | 0.00000 | ||
| 1475 | 2011.06.27 09:00 | modify | 492 | 1.00 | 1.41316 | 1.44316 | 1.38316 | ||
| 1476 | 2011.06.27 14:00 | buy | 493 | 1.00 | 1.42152 | 0.00000 | 0.00000 | ||
| 1477 | 2011.06.27 14:00 | modify | 493 | 1.00 | 1.42152 | 1.39152 | 1.45152 | ||
| 1478 | 2011.06.27 17:30 | close | 493 | 1.00 | 1.42715 | 1.39152 | 1.45152 | 563.00 | 44325.71 |
| 1479 | 2011.06.27 17:30 | close | 492 | 1.00 | 1.42730 | 1.44316 | 1.38316 | -1414.00 | 42911.71 |
| 1480 | 2011.06.28 12:30 | sell | 494 | 1.00 | 1.42758 | 0.00000 | 0.00000 | ||
| 1481 | 2011.06.28 12:30 | modify | 494 | 1.00 | 1.42758 | 1.45758 | 1.39758 | ||
| 1482 | 2011.06.28 14:30 | close | 494 | 1.00 | 1.42422 | 1.45758 | 1.39758 | 336.00 | 43247.71 |
| 1483 | 2011.06.29 11:00 | buy | 495 | 1.00 | 1.43959 | 0.00000 | 0.00000 | ||
| 1484 | 2011.06.29 11:00 | modify | 495 | 1.00 | 1.43959 | 1.40959 | 1.46959 | ||
| 1485 | 2011.06.29 14:00 | close | 495 | 1.00 | 1.44284 | 1.40959 | 1.46959 | 325.00 | 43572.71 |
| 1486 | 2011.06.29 16:00 | sell | 496 | 1.00 | 1.44137 | 0.00000 | 0.00000 | ||
| 1487 | 2011.06.29 16:00 | modify | 496 | 1.00 | 1.44137 | 1.47137 | 1.41137 | ||
| 1488 | 2011.06.29 16:30 | close | 496 | 1.00 | 1.43892 | 1.47137 | 1.41137 | 245.00 | 43817.71 |
| 1489 | 2011.07.01 10:00 | buy | 497 | 1.00 | 1.45376 | 0.00000 | 0.00000 | ||
| 1490 | 2011.07.01 10:00 | modify | 497 | 1.00 | 1.45376 | 1.42376 | 1.48376 | ||
| 1491 | 2011.07.04 02:30 | close | 497 | 1.00 | 1.45710 | 1.42376 | 1.48376 | 328.22 | 44145.93 |
| 1492 | 2011.07.06 14:30 | sell | 498 | 1.00 | 1.43297 | 0.00000 | 0.00000 | ||
| 1493 | 2011.07.06 14:30 | modify | 498 | 1.00 | 1.43297 | 1.46297 | 1.40297 | ||
| 1494 | 2011.07.06 17:30 | close | 498 | 1.00 | 1.43019 | 1.46297 | 1.40297 | 278.00 | 44423.93 |
| 1495 | 2011.07.06 18:00 | buy | 499 | 1.00 | 1.43057 | 0.00000 | 0.00000 | ||
| 1496 | 2011.07.06 18:00 | modify | 499 | 1.00 | 1.43057 | 1.40057 | 1.46057 | ||
| 1497 | 2011.07.06 18:30 | close | 499 | 1.00 | 1.43300 | 1.40057 | 1.46057 | 243.00 | 44666.93 |
| 1498 | 2011.07.07 15:30 | sell | 500 | 1.00 | 1.42514 | 0.00000 | 0.00000 | ||
| 1499 | 2011.07.07 15:30 | modify | 500 | 1.00 | 1.42514 | 1.45514 | 1.39514 | ||
| 1500 | 2011.07.08 16:30 | buy | 501 | 1.00 | 1.43180 | 0.00000 | 0.00000 | ||