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 |
| 1501 | 2011.07.08 16:30 | modify | 501 | 1.00 | 1.43180 | 1.40180 | 1.46180 | ||
| 1502 | 2011.07.08 18:30 | close | 500 | 1.00 | 1.42287 | 1.45514 | 1.39514 | 229.82 | 44896.75 |
| 1503 | 2011.07.11 07:30 | close | 501 | 1.00 | 1.41866 | 1.40180 | 1.46180 | -1319.78 | 43576.98 |
| 1504 | 2011.07.11 11:30 | buy | 502 | 1.00 | 1.41370 | 0.00000 | 0.00000 | ||
| 1505 | 2011.07.11 11:30 | modify | 502 | 1.00 | 1.41370 | 1.38370 | 1.44370 | ||
| 1506 | 2011.07.11 13:30 | sell | 503 | 1.00 | 1.41301 | 0.00000 | 0.00000 | ||
| 1507 | 2011.07.11 13:30 | modify | 503 | 1.00 | 1.41301 | 1.44301 | 1.38301 | ||
| 1508 | 2011.07.11 14:00 | close | 503 | 1.00 | 1.41084 | 1.44301 | 1.38301 | 217.00 | 43793.98 |
| 1509 | 2011.07.11 16:30 | sell | 504 | 1.00 | 1.40580 | 0.00000 | 0.00000 | ||
| 1510 | 2011.07.11 16:30 | modify | 504 | 1.00 | 1.40580 | 1.43580 | 1.37580 | ||
| 1511 | 2011.07.11 17:30 | close | 504 | 1.00 | 1.40316 | 1.43580 | 1.37580 | 264.00 | 44057.98 |
| 1512 | 2011.07.11 18:00 | close | 502 | 1.00 | 1.39900 | 1.38370 | 1.44370 | -1470.00 | 42587.98 |
| 1513 | 2011.07.11 22:30 | sell | 505 | 1.00 | 1.40223 | 0.00000 | 0.00000 | ||
| 1514 | 2011.07.11 22:30 | modify | 505 | 1.00 | 1.40223 | 1.43223 | 1.37223 | ||
| 1515 | 2011.07.12 05:30 | close | 505 | 1.00 | 1.39443 | 1.43223 | 1.37223 | 782.82 | 43370.80 |
| 1516 | 2011.07.12 07:00 | sell | 506 | 1.00 | 1.39622 | 0.00000 | 0.00000 | ||
| 1517 | 2011.07.12 07:00 | modify | 506 | 1.00 | 1.39622 | 1.42622 | 1.36622 | ||
| 1518 | 2011.07.12 09:00 | buy | 507 | 1.00 | 1.39618 | 0.00000 | 0.00000 | ||
| 1519 | 2011.07.12 09:00 | modify | 507 | 1.00 | 1.39618 | 1.36618 | 1.42618 | ||
| 1520 | 2011.07.12 09:30 | close | 506 | 1.00 | 1.39352 | 1.42622 | 1.36622 | 270.00 | 43640.80 |
| 1521 | 2011.07.12 10:00 | sell | 508 | 1.00 | 1.39335 | 0.00000 | 0.00000 | ||
| 1522 | 2011.07.12 10:00 | modify | 508 | 1.00 | 1.39335 | 1.42335 | 1.36335 | ||
| 1523 | 2011.07.12 10:30 | close | 508 | 1.00 | 1.38830 | 1.42335 | 1.36335 | 505.00 | 44145.80 |
| 1524 | 2011.07.12 14:30 | sell | 509 | 1.00 | 1.39242 | 0.00000 | 0.00000 | ||
| 1525 | 2011.07.12 14:30 | modify | 509 | 1.00 | 1.39242 | 1.42242 | 1.36242 | ||
| 1526 | 2011.07.12 15:00 | close | 507 | 1.00 | 1.39850 | 1.36618 | 1.42618 | 232.00 | 44377.80 |
| 1527 | 2011.07.12 15:30 | buy | 510 | 1.00 | 1.39755 | 0.00000 | 0.00000 | ||
| 1528 | 2011.07.12 15:30 | modify | 510 | 1.00 | 1.39755 | 1.36755 | 1.42755 | ||
| 1529 | 2011.07.12 19:00 | close | 510 | 1.00 | 1.40130 | 1.36755 | 1.42755 | 375.00 | 44752.80 |
| 1530 | 2011.07.12 20:30 | buy | 511 | 1.00 | 1.40030 | 0.00000 | 0.00000 | ||
| 1531 | 2011.07.12 20:30 | modify | 511 | 1.00 | 1.40030 | 1.37030 | 1.43030 | ||
| 1532 | 2011.07.12 21:30 | close | 511 | 1.00 | 1.40347 | 1.37030 | 1.43030 | 317.00 | 45069.80 |
| 1533 | 2011.07.13 10:30 | close | 509 | 1.00 | 1.40495 | 1.42242 | 1.36242 | -1250.18 | 43819.62 |
| 1534 | 2011.07.13 11:00 | buy | 512 | 1.00 | 1.40486 | 0.00000 | 0.00000 | ||
| 1535 | 2011.07.13 11:00 | modify | 512 | 1.00 | 1.40486 | 1.37486 | 1.43486 | ||
| 1536 | 2011.07.13 11:30 | close | 512 | 1.00 | 1.40720 | 1.37486 | 1.43486 | 234.00 | 44053.62 |
| 1537 | 2011.07.13 21:00 | buy | 513 | 1.00 | 1.41430 | 0.00000 | 0.00000 | ||
| 1538 | 2011.07.13 21:00 | modify | 513 | 1.00 | 1.41430 | 1.38430 | 1.44430 | ||
| 1539 | 2011.07.14 02:00 | close | 513 | 1.00 | 1.42289 | 1.38430 | 1.44430 | 841.67 | 44895.29 |
| 1540 | 2011.07.14 21:00 | buy | 514 | 1.00 | 1.41725 | 0.00000 | 0.00000 | ||
| 1541 | 2011.07.14 21:00 | modify | 514 | 1.00 | 1.41725 | 1.38725 | 1.44725 | ||
| 1542 | 2011.07.18 10:00 | close | 514 | 1.00 | 1.40406 | 1.38725 | 1.44725 | -1330.55 | 43564.74 |
| 1543 | 2011.07.18 11:30 | sell | 515 | 1.00 | 1.40508 | 0.00000 | 0.00000 | ||
| 1544 | 2011.07.18 11:30 | modify | 515 | 1.00 | 1.40508 | 1.43508 | 1.37508 | ||
| 1545 | 2011.07.18 14:30 | buy | 516 | 1.00 | 1.40354 | 0.00000 | 0.00000 | ||
| 1546 | 2011.07.18 14:30 | modify | 516 | 1.00 | 1.40354 | 1.37354 | 1.43354 | ||
| 1547 | 2011.07.18 15:00 | close | 516 | 1.00 | 1.40594 | 1.37354 | 1.43354 | 240.00 | 43804.74 |
| 1548 | 2011.07.18 18:00 | close | 515 | 1.00 | 1.40267 | 1.43508 | 1.37508 | 241.00 | 44045.74 |
| 1549 | 2011.07.19 12:30 | buy | 517 | 1.00 | 1.41926 | 0.00000 | 0.00000 | ||
| 1550 | 2011.07.19 12:30 | modify | 517 | 1.00 | 1.41926 | 1.38926 | 1.44926 | ||
| 1551 | 2011.07.19 16:30 | sell | 518 | 1.00 | 1.41562 | 0.00000 | 0.00000 | ||
| 1552 | 2011.07.19 16:30 | modify | 518 | 1.00 | 1.41562 | 1.44562 | 1.38562 | ||
| 1553 | 2011.07.19 21:30 | close | 518 | 1.00 | 1.41294 | 1.44562 | 1.38562 | 268.00 | 44313.74 |
| 1554 | 2011.07.20 14:00 | close | 517 | 1.00 | 1.42229 | 1.38926 | 1.44926 | 297.22 | 44610.96 |
| 1555 | 2011.07.20 17:30 | buy | 519 | 1.00 | 1.41844 | 0.00000 | 0.00000 | ||
| 1556 | 2011.07.20 17:30 | modify | 519 | 1.00 | 1.41844 | 1.38844 | 1.44844 | ||
| 1557 | 2011.07.20 20:30 | close | 519 | 1.00 | 1.42156 | 1.38844 | 1.44844 | 312.00 | 44922.96 |
| 1558 | 2011.07.21 17:00 | sell | 520 | 1.00 | 1.43283 | 0.00000 | 0.00000 | ||
| 1559 | 2011.07.21 17:00 | modify | 520 | 1.00 | 1.43283 | 1.46283 | 1.40283 | ||
| 1560 | 2011.07.26 06:00 | close | 520 | 1.00 | 1.44704 | 1.46283 | 1.40283 | -1412.54 | 43510.42 |
| 1561 | 2011.07.26 12:00 | buy | 521 | 1.00 | 1.44819 | 0.00000 | 0.00000 | ||
| 1562 | 2011.07.26 12:00 | modify | 521 | 1.00 | 1.44819 | 1.41819 | 1.47819 | ||
| 1563 | 2011.07.26 18:30 | close | 521 | 1.00 | 1.45027 | 1.41819 | 1.47819 | 208.00 | 43718.42 |
| 1564 | 2011.07.27 18:30 | sell | 522 | 1.00 | 1.43764 | 0.00000 | 0.00000 | ||
| 1565 | 2011.07.27 18:30 | modify | 522 | 1.00 | 1.43764 | 1.46764 | 1.40764 | ||
| 1566 | 2011.07.27 19:30 | close | 522 | 1.00 | 1.43476 | 1.46764 | 1.40764 | 288.00 | 44006.42 |
| 1567 | 2011.07.28 15:30 | sell | 523 | 1.00 | 1.42758 | 0.00000 | 0.00000 | ||
| 1568 | 2011.07.28 15:30 | modify | 523 | 1.00 | 1.42758 | 1.45758 | 1.39758 | ||
| 1569 | 2011.07.28 17:30 | buy | 524 | 1.00 | 1.42912 | 0.00000 | 0.00000 | ||
| 1570 | 2011.07.28 17:30 | modify | 524 | 1.00 | 1.42912 | 1.39912 | 1.45912 | ||
| 1571 | 2011.07.28 20:30 | close | 524 | 1.00 | 1.43135 | 1.39912 | 1.45912 | 223.00 | 44229.42 |
| 1572 | 2011.07.29 12:30 | buy | 525 | 1.00 | 1.42802 | 0.00000 | 0.00000 | ||
| 1573 | 2011.07.29 12:30 | modify | 525 | 1.00 | 1.42802 | 1.39802 | 1.45802 | ||
| 1574 | 2011.07.29 14:00 | close | 523 | 1.00 | 1.42452 | 1.45758 | 1.39758 | 308.82 | 44538.24 |
| 1575 | 2011.07.29 16:00 | close | 525 | 1.00 | 1.43258 | 1.39802 | 1.45802 | 456.00 | 44994.24 |
| 1576 | 2011.07.29 18:00 | sell | 526 | 1.00 | 1.43721 | 0.00000 | 0.00000 | ||
| 1577 | 2011.07.29 18:00 | modify | 526 | 1.00 | 1.43721 | 1.46721 | 1.40721 | ||
| 1578 | 2011.08.01 17:00 | close | 526 | 1.00 | 1.43375 | 1.46721 | 1.40721 | 348.82 | 45343.06 |
| 1579 | 2011.08.02 02:30 | sell | 527 | 1.00 | 1.42598 | 0.00000 | 0.00000 | ||
| 1580 | 2011.08.02 02:30 | modify | 527 | 1.00 | 1.42598 | 1.45598 | 1.39598 | ||
| 1581 | 2011.08.02 08:30 | close | 527 | 1.00 | 1.42364 | 1.45598 | 1.39598 | 234.00 | 45577.06 |
| 1582 | 2011.08.02 18:30 | sell | 528 | 1.00 | 1.42145 | 0.00000 | 0.00000 | ||
| 1583 | 2011.08.02 18:30 | modify | 528 | 1.00 | 1.42145 | 1.45145 | 1.39145 | ||
| 1584 | 2011.08.02 20:30 | close | 528 | 1.00 | 1.41920 | 1.45145 | 1.39145 | 225.00 | 45802.06 |
| 1585 | 2011.08.03 11:00 | buy | 529 | 1.00 | 1.42423 | 0.00000 | 0.00000 | ||
| 1586 | 2011.08.03 11:00 | modify | 529 | 1.00 | 1.42423 | 1.39423 | 1.45423 | ||
| 1587 | 2011.08.03 11:30 | close | 529 | 1.00 | 1.42712 | 1.39423 | 1.45423 | 289.00 | 46091.06 |
| 1588 | 2011.08.03 13:00 | buy | 530 | 1.00 | 1.43237 | 0.00000 | 0.00000 | ||
| 1589 | 2011.08.03 13:00 | modify | 530 | 1.00 | 1.43237 | 1.40237 | 1.46237 | ||
| 1590 | 2011.08.03 15:30 | sell | 531 | 1.00 | 1.43097 | 0.00000 | 0.00000 | ||
| 1591 | 2011.08.03 15:30 | modify | 531 | 1.00 | 1.43097 | 1.46097 | 1.40097 | ||
| 1592 | 2011.08.04 02:30 | close | 530 | 1.00 | 1.43512 | 1.40237 | 1.46237 | 257.67 | 46348.73 |
| 1593 | 2011.08.04 05:30 | buy | 532 | 1.00 | 1.43165 | 0.00000 | 0.00000 | ||
| 1594 | 2011.08.04 05:30 | modify | 532 | 1.00 | 1.43165 | 1.40165 | 1.46165 | ||
| 1595 | 2011.08.04 08:00 | close | 531 | 1.00 | 1.42796 | 1.46097 | 1.40097 | 309.46 | 46658.19 |
| 1596 | 2011.08.04 16:00 | sell | 533 | 1.00 | 1.42186 | 0.00000 | 0.00000 | ||
| 1597 | 2011.08.04 16:00 | modify | 533 | 1.00 | 1.42186 | 1.45186 | 1.39186 | ||
| 1598 | 2011.08.04 16:30 | close | 533 | 1.00 | 1.41746 | 1.45186 | 1.39186 | 440.00 | 47098.19 |
| 1599 | 2011.08.04 16:30 | close | 532 | 1.00 | 1.41731 | 1.40165 | 1.46165 | -1434.00 | 45664.19 |
| 1600 | 2011.08.04 19:00 | buy | 534 | 1.00 | 1.41583 | 0.00000 | 0.00000 | ||
| 1601 | 2011.08.04 19:00 | modify | 534 | 1.00 | 1.41583 | 1.38583 | 1.44583 | ||
| 1602 | 2011.08.04 19:30 | sell | 535 | 1.00 | 1.41578 | 0.00000 | 0.00000 | ||
| 1603 | 2011.08.04 19:30 | modify | 535 | 1.00 | 1.41578 | 1.44578 | 1.38578 | ||
| 1604 | 2011.08.04 21:30 | close | 535 | 1.00 | 1.41284 | 1.44578 | 1.38578 | 294.00 | 45958.19 |
| 1605 | 2011.08.05 04:30 | sell | 536 | 1.00 | 1.40910 | 0.00000 | 0.00000 | ||
| 1606 | 2011.08.05 04:30 | modify | 536 | 1.00 | 1.40910 | 1.43910 | 1.37910 | ||
| 1607 | 2011.08.05 16:30 | close | 536 | 1.00 | 1.42180 | 1.43910 | 1.37910 | -1270.00 | 44688.19 |
| 1608 | 2011.08.05 16:30 | close | 534 | 1.00 | 1.42165 | 1.38583 | 1.44583 | 576.22 | 45264.41 |
| 1609 | 2011.08.05 18:30 | sell | 537 | 1.00 | 1.41899 | 0.00000 | 0.00000 | ||
| 1610 | 2011.08.05 18:30 | modify | 537 | 1.00 | 1.41899 | 1.44899 | 1.38899 | ||
| 1611 | 2011.08.05 19:00 | close | 537 | 1.00 | 1.41586 | 1.44899 | 1.38899 | 313.00 | 45577.41 |
| 1612 | 2011.08.08 02:30 | buy | 538 | 1.00 | 1.43106 | 0.00000 | 0.00000 | ||
| 1613 | 2011.08.08 02:30 | modify | 538 | 1.00 | 1.43106 | 1.40106 | 1.46106 | ||
| 1614 | 2011.08.08 03:30 | sell | 539 | 1.00 | 1.43103 | 0.00000 | 0.00000 | ||
| 1615 | 2011.08.08 03:30 | modify | 539 | 1.00 | 1.43103 | 1.46103 | 1.40103 | ||
| 1616 | 2011.08.08 04:30 | close | 538 | 1.00 | 1.43587 | 1.40106 | 1.46106 | 481.00 | 46058.41 |
| 1617 | 2011.08.08 13:00 | close | 539 | 1.00 | 1.42594 | 1.46103 | 1.40103 | 509.00 | 46567.41 |
| 1618 | 2011.08.08 14:30 | sell | 540 | 1.00 | 1.42690 | 0.00000 | 0.00000 | ||
| 1619 | 2011.08.08 14:30 | modify | 540 | 1.00 | 1.42690 | 1.45690 | 1.39690 | ||
| 1620 | 2011.08.08 15:00 | close | 540 | 1.00 | 1.42231 | 1.45690 | 1.39690 | 459.00 | 47026.41 |
| 1621 | 2011.08.08 15:30 | buy | 541 | 1.00 | 1.42230 | 0.00000 | 0.00000 | ||
| 1622 | 2011.08.08 15:30 | modify | 541 | 1.00 | 1.42230 | 1.39230 | 1.45230 | ||
| 1623 | 2011.08.09 10:00 | close | 541 | 1.00 | 1.42713 | 1.39230 | 1.45230 | 477.22 | 47503.64 |
| 1624 | 2011.08.09 12:00 | sell | 542 | 1.00 | 1.42335 | 0.00000 | 0.00000 | ||
| 1625 | 2011.08.09 12:00 | modify | 542 | 1.00 | 1.42335 | 1.45335 | 1.39335 | ||
| 1626 | 2011.08.09 15:30 | buy | 543 | 1.00 | 1.42645 | 0.00000 | 0.00000 | ||
| 1627 | 2011.08.09 15:30 | modify | 543 | 1.00 | 1.42645 | 1.39645 | 1.45645 | ||
| 1628 | 2011.08.09 22:00 | close | 542 | 1.00 | 1.42126 | 1.45335 | 1.39335 | 209.00 | 47712.64 |
| 1629 | 2011.08.09 22:30 | close | 543 | 1.00 | 1.42960 | 1.39645 | 1.45645 | 315.00 | 48027.64 |
| 1630 | 2011.08.10 13:30 | sell | 544 | 1.00 | 1.43795 | 0.00000 | 0.00000 | ||
| 1631 | 2011.08.10 13:30 | modify | 544 | 1.00 | 1.43795 | 1.46795 | 1.40795 | ||
| 1632 | 2011.08.10 14:30 | close | 544 | 1.00 | 1.43560 | 1.46795 | 1.40795 | 235.00 | 48262.64 |
| 1633 | 2011.08.10 17:30 | sell | 545 | 1.00 | 1.41900 | 0.00000 | 0.00000 | ||
| 1634 | 2011.08.10 17:30 | modify | 545 | 1.00 | 1.41900 | 1.44900 | 1.38900 | ||
| 1635 | 2011.08.11 02:00 | close | 545 | 1.00 | 1.41244 | 1.44900 | 1.38900 | 664.46 | 48927.09 |
| 1636 | 2011.08.11 06:30 | buy | 546 | 1.00 | 1.42109 | 0.00000 | 0.00000 | ||
| 1637 | 2011.08.11 06:30 | modify | 546 | 1.00 | 1.42109 | 1.39109 | 1.45109 | ||
| 1638 | 2011.08.11 08:30 | close | 546 | 1.00 | 1.42442 | 1.39109 | 1.45109 | 333.00 | 49260.09 |
| 1639 | 2011.08.11 10:00 | buy | 547 | 1.00 | 1.42575 | 0.00000 | 0.00000 | ||
| 1640 | 2011.08.11 10:00 | modify | 547 | 1.00 | 1.42575 | 1.39575 | 1.45575 | ||
| 1641 | 2011.08.11 13:30 | sell | 548 | 1.00 | 1.41855 | 0.00000 | 0.00000 | ||
| 1642 | 2011.08.11 13:30 | modify | 548 | 1.00 | 1.41855 | 1.44855 | 1.38855 | ||
| 1643 | 2011.08.11 15:00 | close | 548 | 1.00 | 1.41504 | 1.44855 | 1.38855 | 351.00 | 49611.09 |
| 1644 | 2011.08.11 15:30 | close | 547 | 1.00 | 1.41295 | 1.39575 | 1.45575 | -1280.00 | 48331.09 |
| 1645 | 2011.08.11 17:00 | buy | 549 | 1.00 | 1.41999 | 0.00000 | 0.00000 | ||
| 1646 | 2011.08.11 17:00 | modify | 549 | 1.00 | 1.41999 | 1.38999 | 1.44999 | ||
| 1647 | 2011.08.11 18:00 | close | 549 | 1.00 | 1.42664 | 1.38999 | 1.44999 | 665.00 | 48996.09 |
| 1648 | 2011.08.11 20:00 | buy | 550 | 1.00 | 1.42146 | 0.00000 | 0.00000 | ||
| 1649 | 2011.08.11 20:00 | modify | 550 | 1.00 | 1.42146 | 1.39146 | 1.45146 | ||
| 1650 | 2011.08.11 22:30 | close | 550 | 1.00 | 1.42357 | 1.39146 | 1.45146 | 211.00 | 49207.09 |