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 |
| 1651 | 2011.08.12 14:00 | buy | 551 | 1.00 | 1.42317 | 0.00000 | 0.00000 | ||
| 1652 | 2011.08.12 14:00 | modify | 551 | 1.00 | 1.42317 | 1.39317 | 1.45317 | ||
| 1653 | 2011.08.12 14:30 | close | 551 | 1.00 | 1.42663 | 1.39317 | 1.45317 | 346.00 | 49553.09 |
| 1654 | 2011.08.12 15:30 | sell | 552 | 1.00 | 1.42615 | 0.00000 | 0.00000 | ||
| 1655 | 2011.08.12 15:30 | modify | 552 | 1.00 | 1.42615 | 1.45615 | 1.39615 | ||
| 1656 | 2011.08.12 18:00 | close | 552 | 1.00 | 1.42154 | 1.45615 | 1.39615 | 461.00 | 50014.09 |
| 1657 | 2011.08.12 19:00 | buy | 553 | 1.00 | 1.42394 | 0.00000 | 0.00000 | ||
| 1658 | 2011.08.12 19:00 | modify | 553 | 1.00 | 1.42394 | 1.39394 | 1.45394 | ||
| 1659 | 2011.08.15 02:00 | close | 553 | 1.00 | 1.42718 | 1.39394 | 1.45394 | 318.22 | 50332.32 |
| 1660 | 2011.08.15 19:00 | sell | 554 | 1.00 | 1.44505 | 0.00000 | 0.00000 | ||
| 1661 | 2011.08.15 19:00 | modify | 554 | 1.00 | 1.44505 | 1.47505 | 1.41505 | ||
| 1662 | 2011.08.16 03:30 | close | 554 | 1.00 | 1.44241 | 1.47505 | 1.41505 | 266.82 | 50599.14 |
| 1663 | 2011.08.16 10:00 | sell | 555 | 1.00 | 1.43892 | 0.00000 | 0.00000 | ||
| 1664 | 2011.08.16 10:00 | modify | 555 | 1.00 | 1.43892 | 1.46892 | 1.40892 | ||
| 1665 | 2011.08.16 14:00 | close | 555 | 1.00 | 1.43625 | 1.46892 | 1.40892 | 267.00 | 50866.14 |
| 1666 | 2011.08.16 16:00 | buy | 556 | 1.00 | 1.43758 | 0.00000 | 0.00000 | ||
| 1667 | 2011.08.16 16:00 | modify | 556 | 1.00 | 1.43758 | 1.40758 | 1.46758 | ||
| 1668 | 2011.08.16 16:30 | close | 556 | 1.00 | 1.43960 | 1.40758 | 1.46758 | 202.00 | 51068.14 |
| 1669 | 2011.08.16 21:30 | buy | 557 | 1.00 | 1.44071 | 0.00000 | 0.00000 | ||
| 1670 | 2011.08.16 21:30 | modify | 557 | 1.00 | 1.44071 | 1.41071 | 1.47071 | ||
| 1671 | 2011.08.17 12:30 | close | 557 | 1.00 | 1.44381 | 1.41071 | 1.47071 | 304.22 | 51372.36 |
| 1672 | 2011.08.17 13:00 | buy | 558 | 1.00 | 1.44333 | 0.00000 | 0.00000 | ||
| 1673 | 2011.08.17 13:00 | modify | 558 | 1.00 | 1.44333 | 1.41333 | 1.47333 | ||
| 1674 | 2011.08.17 14:30 | close | 558 | 1.00 | 1.44835 | 1.41333 | 1.47333 | 502.00 | 51874.36 |
| 1675 | 2011.08.18 15:30 | sell | 559 | 1.00 | 1.43715 | 0.00000 | 0.00000 | ||
| 1676 | 2011.08.18 15:30 | modify | 559 | 1.00 | 1.43715 | 1.46715 | 1.40715 | ||
| 1677 | 2011.08.18 16:00 | buy | 560 | 1.00 | 1.43716 | 0.00000 | 0.00000 | ||
| 1678 | 2011.08.18 16:00 | modify | 560 | 1.00 | 1.43716 | 1.40716 | 1.46716 | ||
| 1679 | 2011.08.18 17:00 | close | 559 | 1.00 | 1.43430 | 1.46715 | 1.40715 | 285.00 | 52159.36 |
| 1680 | 2011.08.18 17:00 | sell | 561 | 1.00 | 1.43415 | 0.00000 | 0.00000 | ||
| 1681 | 2011.08.18 17:00 | modify | 561 | 1.00 | 1.43415 | 1.46415 | 1.40415 | ||
| 1682 | 2011.08.18 17:30 | close | 561 | 1.00 | 1.42939 | 1.46415 | 1.40415 | 476.00 | 52635.36 |
| 1683 | 2011.08.19 15:30 | close | 560 | 1.00 | 1.44107 | 1.40716 | 1.46716 | 385.22 | 53020.58 |
| 1684 | 2011.08.23 11:30 | buy | 562 | 1.00 | 1.44710 | 0.00000 | 0.00000 | ||
| 1685 | 2011.08.23 11:30 | modify | 562 | 1.00 | 1.44710 | 1.41710 | 1.47710 | ||
| 1686 | 2011.08.23 12:30 | close | 562 | 1.00 | 1.44937 | 1.41710 | 1.47710 | 227.00 | 53247.58 |
| 1687 | 2011.08.23 18:00 | buy | 563 | 1.00 | 1.43923 | 0.00000 | 0.00000 | ||
| 1688 | 2011.08.23 18:00 | modify | 563 | 1.00 | 1.43923 | 1.40923 | 1.46923 | ||
| 1689 | 2011.08.23 19:00 | close | 563 | 1.00 | 1.44295 | 1.40923 | 1.46923 | 372.00 | 53619.58 |
| 1690 | 2011.08.24 16:00 | buy | 564 | 1.00 | 1.44498 | 0.00000 | 0.00000 | ||
| 1691 | 2011.08.24 16:00 | modify | 564 | 1.00 | 1.44498 | 1.41498 | 1.47498 | ||
| 1692 | 2011.08.24 17:00 | close | 564 | 1.00 | 1.44730 | 1.41498 | 1.47498 | 232.00 | 53851.58 |
| 1693 | 2011.08.25 11:30 | buy | 565 | 1.00 | 1.44578 | 0.00000 | 0.00000 | ||
| 1694 | 2011.08.25 11:30 | modify | 565 | 1.00 | 1.44578 | 1.41578 | 1.47578 | ||
| 1695 | 2011.08.26 19:30 | close | 565 | 1.00 | 1.44949 | 1.41578 | 1.47578 | 365.22 | 54216.81 |
| 1696 | 2011.08.30 17:30 | sell | 566 | 1.00 | 1.44336 | 0.00000 | 0.00000 | ||
| 1697 | 2011.08.30 17:30 | modify | 566 | 1.00 | 1.44336 | 1.47336 | 1.41336 | ||
| 1698 | 2011.08.31 17:30 | close | 566 | 1.00 | 1.44046 | 1.47336 | 1.41336 | 292.82 | 54509.63 |
| 1699 | 2011.09.01 17:00 | buy | 567 | 1.00 | 1.42915 | 0.00000 | 0.00000 | ||
| 1700 | 2011.09.01 17:00 | modify | 567 | 1.00 | 1.42915 | 1.39915 | 1.45915 | ||
| 1701 | 2011.09.01 18:00 | sell | 568 | 1.00 | 1.42503 | 0.00000 | 0.00000 | ||
| 1702 | 2011.09.01 18:00 | modify | 568 | 1.00 | 1.42503 | 1.45503 | 1.39503 | ||
| 1703 | 2011.09.02 10:30 | close | 568 | 1.00 | 1.42183 | 1.45503 | 1.39503 | 322.82 | 54832.45 |
| 1704 | 2011.09.05 02:00 | close | 567 | 1.00 | 1.41566 | 1.39915 | 1.45915 | -1360.55 | 53471.90 |
| 1705 | 2011.09.05 16:30 | buy | 569 | 1.00 | 1.41114 | 0.00000 | 0.00000 | ||
| 1706 | 2011.09.05 16:30 | modify | 569 | 1.00 | 1.41114 | 1.38114 | 1.44114 | ||
| 1707 | 2011.09.06 11:30 | close | 569 | 1.00 | 1.41747 | 1.38114 | 1.44114 | 627.22 | 54099.12 |
| 1708 | 2011.09.06 17:30 | buy | 570 | 1.00 | 1.40504 | 0.00000 | 0.00000 | ||
| 1709 | 2011.09.06 17:30 | modify | 570 | 1.00 | 1.40504 | 1.37504 | 1.43504 | ||
| 1710 | 2011.09.07 09:30 | close | 570 | 1.00 | 1.40755 | 1.37504 | 1.43504 | 245.22 | 54344.34 |
| 1711 | 2011.09.07 11:30 | buy | 571 | 1.00 | 1.40878 | 0.00000 | 0.00000 | ||
| 1712 | 2011.09.07 11:30 | modify | 571 | 1.00 | 1.40878 | 1.37878 | 1.43878 | ||
| 1713 | 2011.09.07 13:00 | sell | 572 | 1.00 | 1.40584 | 0.00000 | 0.00000 | ||
| 1714 | 2011.09.07 13:00 | modify | 572 | 1.00 | 1.40584 | 1.43584 | 1.37584 | ||
| 1715 | 2011.09.07 16:30 | close | 572 | 1.00 | 1.40269 | 1.43584 | 1.37584 | 315.00 | 54659.34 |
| 1716 | 2011.09.07 19:30 | sell | 573 | 1.00 | 1.40619 | 0.00000 | 0.00000 | ||
| 1717 | 2011.09.07 19:30 | modify | 573 | 1.00 | 1.40619 | 1.43619 | 1.37619 | ||
| 1718 | 2011.09.08 15:00 | close | 573 | 1.00 | 1.40412 | 1.43619 | 1.37619 | 215.46 | 54874.80 |
| 1719 | 2011.09.08 19:00 | close | 571 | 1.00 | 1.39463 | 1.37878 | 1.43878 | -1432.33 | 53442.48 |
| 1720 | 2011.09.08 19:30 | sell | 574 | 1.00 | 1.39475 | 0.00000 | 0.00000 | ||
| 1721 | 2011.09.08 19:30 | modify | 574 | 1.00 | 1.39475 | 1.42475 | 1.36475 | ||
| 1722 | 2011.09.08 21:00 | close | 574 | 1.00 | 1.38994 | 1.42475 | 1.36475 | 481.00 | 53923.48 |
| 1723 | 2011.09.08 21:30 | sell | 575 | 1.00 | 1.39004 | 0.00000 | 0.00000 | ||
| 1724 | 2011.09.08 21:30 | modify | 575 | 1.00 | 1.39004 | 1.42004 | 1.36004 | ||
| 1725 | 2011.09.09 03:00 | buy | 576 | 1.00 | 1.38905 | 0.00000 | 0.00000 | ||
| 1726 | 2011.09.09 03:00 | modify | 576 | 1.00 | 1.38905 | 1.35905 | 1.41905 | ||
| 1727 | 2011.09.09 03:30 | close | 576 | 1.00 | 1.39246 | 1.35905 | 1.41905 | 341.00 | 54264.48 |
| 1728 | 2011.09.09 11:30 | close | 575 | 1.00 | 1.38761 | 1.42004 | 1.36004 | 245.82 | 54510.29 |
| 1729 | 2011.09.09 11:30 | sell | 577 | 1.00 | 1.38746 | 0.00000 | 0.00000 | ||
| 1730 | 2011.09.09 11:30 | modify | 577 | 1.00 | 1.38746 | 1.41746 | 1.35746 | ||
| 1731 | 2011.09.09 12:00 | close | 577 | 1.00 | 1.38544 | 1.41746 | 1.35746 | 202.00 | 54712.29 |
| 1732 | 2011.09.09 14:00 | sell | 578 | 1.00 | 1.38079 | 0.00000 | 0.00000 | ||
| 1733 | 2011.09.09 14:00 | modify | 578 | 1.00 | 1.38079 | 1.41079 | 1.35079 | ||
| 1734 | 2011.09.09 16:30 | close | 578 | 1.00 | 1.37483 | 1.41079 | 1.35079 | 596.00 | 55308.29 |
| 1735 | 2011.09.09 19:00 | sell | 579 | 1.00 | 1.36653 | 0.00000 | 0.00000 | ||
| 1736 | 2011.09.09 19:00 | modify | 579 | 1.00 | 1.36653 | 1.39653 | 1.33653 | ||
| 1737 | 2011.09.09 20:30 | buy | 580 | 1.00 | 1.36886 | 0.00000 | 0.00000 | ||
| 1738 | 2011.09.09 20:30 | modify | 580 | 1.00 | 1.36886 | 1.33886 | 1.39886 | ||
| 1739 | 2011.09.12 02:00 | close | 579 | 1.00 | 1.36080 | 1.39653 | 1.33653 | 575.82 | 55884.11 |
| 1740 | 2011.09.12 08:00 | close | 580 | 1.00 | 1.35172 | 1.33886 | 1.39886 | -1719.78 | 54164.34 |
| 1741 | 2011.09.12 09:30 | buy | 581 | 1.00 | 1.35435 | 0.00000 | 0.00000 | ||
| 1742 | 2011.09.12 09:30 | modify | 581 | 1.00 | 1.35435 | 1.32435 | 1.38435 | ||
| 1743 | 2011.09.12 11:30 | close | 581 | 1.00 | 1.35957 | 1.32435 | 1.38435 | 522.00 | 54686.34 |
| 1744 | 2011.09.12 12:00 | buy | 582 | 1.00 | 1.35980 | 0.00000 | 0.00000 | ||
| 1745 | 2011.09.12 12:00 | modify | 582 | 1.00 | 1.35980 | 1.32980 | 1.38980 | ||
| 1746 | 2011.09.12 13:00 | close | 582 | 1.00 | 1.36250 | 1.32980 | 1.38980 | 270.00 | 54956.34 |
| 1747 | 2011.09.12 15:00 | buy | 583 | 1.00 | 1.36303 | 0.00000 | 0.00000 | ||
| 1748 | 2011.09.12 15:00 | modify | 583 | 1.00 | 1.36303 | 1.33303 | 1.39303 | ||
| 1749 | 2011.09.12 15:30 | close | 583 | 1.00 | 1.36575 | 1.33303 | 1.39303 | 272.00 | 55228.34 |
| 1750 | 2011.09.12 19:00 | buy | 584 | 1.00 | 1.36361 | 0.00000 | 0.00000 | ||
| 1751 | 2011.09.12 19:00 | modify | 584 | 1.00 | 1.36361 | 1.33361 | 1.39361 | ||
| 1752 | 2011.09.12 21:00 | sell | 585 | 1.00 | 1.35775 | 0.00000 | 0.00000 | ||
| 1753 | 2011.09.12 21:00 | modify | 585 | 1.00 | 1.35775 | 1.38775 | 1.32775 | ||
| 1754 | 2011.09.12 23:00 | close | 584 | 1.00 | 1.36635 | 1.33361 | 1.39361 | 274.00 | 55502.34 |
| 1755 | 2011.09.12 23:30 | buy | 586 | 1.00 | 1.36557 | 0.00000 | 0.00000 | ||
| 1756 | 2011.09.12 23:30 | modify | 586 | 1.00 | 1.36557 | 1.33557 | 1.39557 | ||
| 1757 | 2011.09.13 06:00 | close | 586 | 1.00 | 1.36769 | 1.33557 | 1.39557 | 206.22 | 55708.56 |
| 1758 | 2011.09.13 14:00 | buy | 587 | 1.00 | 1.36438 | 0.00000 | 0.00000 | ||
| 1759 | 2011.09.13 14:00 | modify | 587 | 1.00 | 1.36438 | 1.33438 | 1.39438 | ||
| 1760 | 2011.09.13 14:30 | close | 587 | 1.00 | 1.36789 | 1.33438 | 1.39438 | 351.00 | 56059.56 |
| 1761 | 2011.09.13 16:00 | buy | 588 | 1.00 | 1.36609 | 0.00000 | 0.00000 | ||
| 1762 | 2011.09.13 16:00 | modify | 588 | 1.00 | 1.36609 | 1.33609 | 1.39609 | ||
| 1763 | 2011.09.13 17:00 | close | 588 | 1.00 | 1.36998 | 1.33609 | 1.39609 | 389.00 | 56448.56 |
| 1764 | 2011.09.13 17:30 | close | 585 | 1.00 | 1.37118 | 1.38775 | 1.32775 | -1340.18 | 55108.38 |
| 1765 | 2011.09.14 05:30 | buy | 589 | 1.00 | 1.36596 | 0.00000 | 0.00000 | ||
| 1766 | 2011.09.14 05:30 | modify | 589 | 1.00 | 1.36596 | 1.33596 | 1.39596 | ||
| 1767 | 2011.09.14 13:00 | close | 589 | 1.00 | 1.36859 | 1.33596 | 1.39596 | 263.00 | 55371.38 |
| 1768 | 2011.09.14 13:30 | buy | 590 | 1.00 | 1.36916 | 0.00000 | 0.00000 | ||
| 1769 | 2011.09.14 13:30 | modify | 590 | 1.00 | 1.36916 | 1.33916 | 1.39916 | ||
| 1770 | 2011.09.14 14:00 | close | 590 | 1.00 | 1.37160 | 1.33916 | 1.39916 | 244.00 | 55615.38 |
| 1771 | 2011.09.14 18:00 | buy | 591 | 1.00 | 1.36734 | 0.00000 | 0.00000 | ||
| 1772 | 2011.09.14 18:00 | modify | 591 | 1.00 | 1.36734 | 1.33734 | 1.39734 | ||
| 1773 | 2011.09.14 18:30 | close | 591 | 1.00 | 1.37061 | 1.33734 | 1.39734 | 327.00 | 55942.38 |
| 1774 | 2011.09.15 13:30 | buy | 592 | 1.00 | 1.38015 | 0.00000 | 0.00000 | ||
| 1775 | 2011.09.15 13:30 | modify | 592 | 1.00 | 1.38015 | 1.35015 | 1.41015 | ||
| 1776 | 2011.09.15 16:30 | close | 592 | 1.00 | 1.38874 | 1.35015 | 1.41015 | 859.00 | 56801.38 |
| 1777 | 2011.09.15 20:00 | buy | 593 | 1.00 | 1.38678 | 0.00000 | 0.00000 | ||
| 1778 | 2011.09.15 20:00 | modify | 593 | 1.00 | 1.38678 | 1.35678 | 1.41678 | ||
| 1779 | 2011.09.15 22:00 | close | 593 | 1.00 | 1.38893 | 1.35678 | 1.41678 | 215.00 | 57016.38 |
| 1780 | 2011.09.16 11:00 | buy | 594 | 1.00 | 1.37964 | 0.00000 | 0.00000 | ||
| 1781 | 2011.09.16 11:00 | modify | 594 | 1.00 | 1.37964 | 1.34964 | 1.40964 | ||
| 1782 | 2011.09.16 17:00 | close | 594 | 1.00 | 1.38278 | 1.34964 | 1.40964 | 314.00 | 57330.38 |
| 1783 | 2011.09.19 09:00 | buy | 595 | 1.00 | 1.36578 | 0.00000 | 0.00000 | ||
| 1784 | 2011.09.19 09:00 | modify | 595 | 1.00 | 1.36578 | 1.33578 | 1.39578 | ||
| 1785 | 2011.09.19 10:00 | close | 595 | 1.00 | 1.36876 | 1.33578 | 1.39578 | 298.00 | 57628.38 |
| 1786 | 2011.09.20 03:30 | buy | 596 | 1.00 | 1.36170 | 0.00000 | 0.00000 | ||
| 1787 | 2011.09.20 03:30 | modify | 596 | 1.00 | 1.36170 | 1.33170 | 1.39170 | ||
| 1788 | 2011.09.20 04:30 | close | 596 | 1.00 | 1.36378 | 1.33170 | 1.39170 | 208.00 | 57836.38 |
| 1789 | 2011.09.20 06:00 | sell | 597 | 1.00 | 1.36141 | 0.00000 | 0.00000 | ||
| 1790 | 2011.09.20 06:00 | modify | 597 | 1.00 | 1.36141 | 1.39141 | 1.33141 | ||
| 1791 | 2011.09.20 11:30 | buy | 598 | 1.00 | 1.36751 | 0.00000 | 0.00000 | ||
| 1792 | 2011.09.20 11:30 | modify | 598 | 1.00 | 1.36751 | 1.33751 | 1.39751 | ||
| 1793 | 2011.09.20 13:00 | close | 598 | 1.00 | 1.37100 | 1.33751 | 1.39751 | 349.00 | 58185.38 |
| 1794 | 2011.09.20 15:30 | buy | 599 | 1.00 | 1.37088 | 0.00000 | 0.00000 | ||
| 1795 | 2011.09.20 15:30 | modify | 599 | 1.00 | 1.37088 | 1.34088 | 1.40088 | ||
| 1796 | 2011.09.21 20:00 | close | 599 | 1.00 | 1.37421 | 1.34088 | 1.40088 | 327.22 | 58512.61 |
| 1797 | 2011.09.21 20:00 | close | 597 | 1.00 | 1.37436 | 1.39141 | 1.33141 | -1292.18 | 57220.42 |
| 1798 | 2011.09.22 03:00 | sell | 600 | 1.00 | 1.35774 | 0.00000 | 0.00000 | ||
| 1799 | 2011.09.22 03:00 | modify | 600 | 1.00 | 1.35774 | 1.38774 | 1.32774 | ||
| 1800 | 2011.09.22 06:00 | close | 600 | 1.00 | 1.35385 | 1.38774 | 1.32774 | 389.00 | 57609.42 |