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 |
| 1801 | 2011.09.22 10:30 | sell | 601 | 1.00 | 1.35504 | 0.00000 | 0.00000 | ||
| 1802 | 2011.09.22 10:30 | modify | 601 | 1.00 | 1.35504 | 1.38504 | 1.32504 | ||
| 1803 | 2011.09.22 11:00 | close | 601 | 1.00 | 1.35240 | 1.38504 | 1.32504 | 264.00 | 57873.42 |
| 1804 | 2011.09.22 13:30 | sell | 602 | 1.00 | 1.34687 | 0.00000 | 0.00000 | ||
| 1805 | 2011.09.22 13:30 | modify | 602 | 1.00 | 1.34687 | 1.37687 | 1.31687 | ||
| 1806 | 2011.09.22 14:00 | close | 602 | 1.00 | 1.34346 | 1.37687 | 1.31687 | 341.00 | 58214.42 |
| 1807 | 2011.09.22 18:30 | sell | 603 | 1.00 | 1.34634 | 0.00000 | 0.00000 | ||
| 1808 | 2011.09.22 18:30 | modify | 603 | 1.00 | 1.34634 | 1.37634 | 1.31634 | ||
| 1809 | 2011.09.23 05:00 | buy | 604 | 1.00 | 1.35253 | 0.00000 | 0.00000 | ||
| 1810 | 2011.09.23 05:00 | modify | 604 | 1.00 | 1.35253 | 1.32253 | 1.38253 | ||
| 1811 | 2011.09.23 11:30 | close | 604 | 1.00 | 1.35533 | 1.32253 | 1.38253 | 280.00 | 58494.42 |
| 1812 | 2011.09.23 15:00 | close | 603 | 1.00 | 1.34373 | 1.37634 | 1.31634 | 263.82 | 58758.24 |
| 1813 | 2011.09.23 16:00 | sell | 605 | 1.00 | 1.34766 | 0.00000 | 0.00000 | ||
| 1814 | 2011.09.23 16:00 | modify | 605 | 1.00 | 1.34766 | 1.37766 | 1.31766 | ||
| 1815 | 2011.09.23 16:30 | buy | 606 | 1.00 | 1.34834 | 0.00000 | 0.00000 | ||
| 1816 | 2011.09.23 16:30 | modify | 606 | 1.00 | 1.34834 | 1.31834 | 1.37834 | ||
| 1817 | 2011.09.23 17:00 | close | 606 | 1.00 | 1.35092 | 1.31834 | 1.37834 | 258.00 | 59016.24 |
| 1818 | 2011.09.26 04:00 | close | 605 | 1.00 | 1.34203 | 1.37766 | 1.31766 | 565.82 | 59582.06 |
| 1819 | 2011.09.26 08:30 | sell | 607 | 1.00 | 1.34109 | 0.00000 | 0.00000 | ||
| 1820 | 2011.09.26 08:30 | modify | 607 | 1.00 | 1.34109 | 1.37109 | 1.31109 | ||
| 1821 | 2011.09.27 05:00 | close | 607 | 1.00 | 1.35367 | 1.37109 | 1.31109 | -1255.18 | 58326.88 |
| 1822 | 2011.09.27 06:00 | buy | 608 | 1.00 | 1.35481 | 0.00000 | 0.00000 | ||
| 1823 | 2011.09.27 06:00 | modify | 608 | 1.00 | 1.35481 | 1.32481 | 1.38481 | ||
| 1824 | 2011.09.27 10:30 | sell | 609 | 1.00 | 1.35413 | 0.00000 | 0.00000 | ||
| 1825 | 2011.09.27 10:30 | modify | 609 | 1.00 | 1.35413 | 1.38413 | 1.32413 | ||
| 1826 | 2011.09.27 11:00 | close | 609 | 1.00 | 1.35126 | 1.38413 | 1.32413 | 287.00 | 58613.88 |
| 1827 | 2011.09.27 15:00 | close | 608 | 1.00 | 1.35919 | 1.32481 | 1.38481 | 438.00 | 59051.88 |
| 1828 | 2011.09.27 16:00 | sell | 610 | 1.00 | 1.35768 | 0.00000 | 0.00000 | ||
| 1829 | 2011.09.27 16:00 | modify | 610 | 1.00 | 1.35768 | 1.38768 | 1.32768 | ||
| 1830 | 2011.09.27 19:00 | buy | 611 | 1.00 | 1.36059 | 0.00000 | 0.00000 | ||
| 1831 | 2011.09.27 19:00 | modify | 611 | 1.00 | 1.36059 | 1.33059 | 1.39059 | ||
| 1832 | 2011.09.27 21:00 | close | 611 | 1.00 | 1.36357 | 1.33059 | 1.39059 | 298.00 | 59349.88 |
| 1833 | 2011.09.28 23:00 | close | 610 | 1.00 | 1.35482 | 1.38768 | 1.32768 | 288.82 | 59638.70 |
| 1834 | 2011.09.29 03:30 | buy | 612 | 1.00 | 1.35302 | 0.00000 | 0.00000 | ||
| 1835 | 2011.09.29 03:30 | modify | 612 | 1.00 | 1.35302 | 1.32302 | 1.38302 | ||
| 1836 | 2011.09.29 05:00 | close | 612 | 1.00 | 1.35560 | 1.32302 | 1.38302 | 258.00 | 59896.70 |
| 1837 | 2011.09.29 08:30 | sell | 613 | 1.00 | 1.36260 | 0.00000 | 0.00000 | ||
| 1838 | 2011.09.29 08:30 | modify | 613 | 1.00 | 1.36260 | 1.39260 | 1.33260 | ||
| 1839 | 2011.09.29 10:00 | close | 613 | 1.00 | 1.36029 | 1.39260 | 1.33260 | 231.00 | 60127.70 |
| 1840 | 2011.09.29 10:30 | buy | 614 | 1.00 | 1.36075 | 0.00000 | 0.00000 | ||
| 1841 | 2011.09.29 10:30 | modify | 614 | 1.00 | 1.36075 | 1.33075 | 1.39075 | ||
| 1842 | 2011.09.29 11:00 | close | 614 | 1.00 | 1.36581 | 1.33075 | 1.39075 | 506.00 | 60633.70 |
| 1843 | 2011.09.29 11:30 | buy | 615 | 1.00 | 1.36618 | 0.00000 | 0.00000 | ||
| 1844 | 2011.09.29 11:30 | modify | 615 | 1.00 | 1.36618 | 1.33618 | 1.39618 | ||
| 1845 | 2011.09.30 06:30 | close | 615 | 1.00 | 1.35305 | 1.33618 | 1.39618 | -1318.78 | 59314.92 |
| 1846 | 2011.09.30 09:30 | sell | 616 | 1.00 | 1.35515 | 0.00000 | 0.00000 | ||
| 1847 | 2011.09.30 09:30 | modify | 616 | 1.00 | 1.35515 | 1.38515 | 1.32515 | ||
| 1848 | 2011.09.30 10:00 | close | 616 | 1.00 | 1.35121 | 1.38515 | 1.32515 | 394.00 | 59708.92 |
| 1849 | 2011.09.30 10:30 | sell | 617 | 1.00 | 1.35150 | 0.00000 | 0.00000 | ||
| 1850 | 2011.09.30 10:30 | modify | 617 | 1.00 | 1.35150 | 1.38150 | 1.32150 | ||
| 1851 | 2011.09.30 14:30 | close | 617 | 1.00 | 1.34822 | 1.38150 | 1.32150 | 328.00 | 60036.92 |
| 1852 | 2011.09.30 19:30 | sell | 618 | 1.00 | 1.34529 | 0.00000 | 0.00000 | ||
| 1853 | 2011.09.30 19:30 | modify | 618 | 1.00 | 1.34529 | 1.37529 | 1.31529 | ||
| 1854 | 2011.09.30 21:30 | close | 618 | 1.00 | 1.34288 | 1.37529 | 1.31529 | 241.00 | 60277.92 |
| 1855 | 2011.10.03 09:00 | buy | 619 | 1.00 | 1.33203 | 0.00000 | 0.00000 | ||
| 1856 | 2011.10.03 09:00 | modify | 619 | 1.00 | 1.33203 | 1.30203 | 1.36203 | ||
| 1857 | 2011.10.03 10:30 | close | 619 | 1.00 | 1.33477 | 1.30203 | 1.36203 | 274.00 | 60551.92 |
| 1858 | 2011.10.03 11:00 | sell | 620 | 1.00 | 1.33550 | 0.00000 | 0.00000 | ||
| 1859 | 2011.10.03 11:00 | modify | 620 | 1.00 | 1.33550 | 1.36550 | 1.30550 | ||
| 1860 | 2011.10.03 12:00 | close | 620 | 1.00 | 1.33315 | 1.36550 | 1.30550 | 235.00 | 60786.92 |
| 1861 | 2011.10.03 14:00 | buy | 621 | 1.00 | 1.33653 | 0.00000 | 0.00000 | ||
| 1862 | 2011.10.03 14:00 | modify | 621 | 1.00 | 1.33653 | 1.30653 | 1.36653 | ||
| 1863 | 2011.10.03 15:00 | sell | 622 | 1.00 | 1.33499 | 0.00000 | 0.00000 | ||
| 1864 | 2011.10.03 15:00 | modify | 622 | 1.00 | 1.33499 | 1.36499 | 1.30499 | ||
| 1865 | 2011.10.03 15:30 | close | 622 | 1.00 | 1.33160 | 1.36499 | 1.30499 | 339.00 | 61125.92 |
| 1866 | 2011.10.03 18:30 | sell | 623 | 1.00 | 1.32611 | 0.00000 | 0.00000 | ||
| 1867 | 2011.10.03 18:30 | modify | 623 | 1.00 | 1.32611 | 1.35611 | 1.29611 | ||
| 1868 | 2011.10.03 21:30 | close | 623 | 1.00 | 1.32323 | 1.35611 | 1.29611 | 288.00 | 61413.92 |
| 1869 | 2011.10.03 21:30 | close | 621 | 1.00 | 1.32308 | 1.30653 | 1.36653 | -1345.00 | 60068.92 |
| 1870 | 2011.10.03 22:00 | sell | 624 | 1.00 | 1.32201 | 0.00000 | 0.00000 | ||
| 1871 | 2011.10.03 22:00 | modify | 624 | 1.00 | 1.32201 | 1.35201 | 1.29201 | ||
| 1872 | 2011.10.03 23:00 | buy | 625 | 1.00 | 1.32045 | 0.00000 | 0.00000 | ||
| 1873 | 2011.10.03 23:00 | modify | 625 | 1.00 | 1.32045 | 1.29045 | 1.35045 | ||
| 1874 | 2011.10.03 23:30 | close | 624 | 1.00 | 1.31932 | 1.35201 | 1.29201 | 269.00 | 60337.92 |
| 1875 | 2011.10.04 02:00 | sell | 626 | 1.00 | 1.31928 | 0.00000 | 0.00000 | ||
| 1876 | 2011.10.04 02:00 | modify | 626 | 1.00 | 1.31928 | 1.34928 | 1.28928 | ||
| 1877 | 2011.10.04 11:00 | close | 626 | 1.00 | 1.31580 | 1.34928 | 1.28928 | 348.00 | 60685.92 |
| 1878 | 2011.10.04 17:30 | close | 625 | 1.00 | 1.32290 | 1.29045 | 1.35045 | 239.22 | 60925.15 |
| 1879 | 2011.10.04 19:30 | buy | 627 | 1.00 | 1.32958 | 0.00000 | 0.00000 | ||
| 1880 | 2011.10.04 19:30 | modify | 627 | 1.00 | 1.32958 | 1.29958 | 1.35958 | ||
| 1881 | 2011.10.04 23:00 | close | 627 | 1.00 | 1.33207 | 1.29958 | 1.35958 | 249.00 | 61174.15 |
| 1882 | 2011.10.05 04:30 | sell | 628 | 1.00 | 1.32747 | 0.00000 | 0.00000 | ||
| 1883 | 2011.10.05 04:30 | modify | 628 | 1.00 | 1.32747 | 1.35747 | 1.29747 | ||
| 1884 | 2011.10.05 14:00 | buy | 629 | 1.00 | 1.33557 | 0.00000 | 0.00000 | ||
| 1885 | 2011.10.05 14:00 | modify | 629 | 1.00 | 1.33557 | 1.30557 | 1.36557 | ||
| 1886 | 2011.10.06 11:30 | close | 629 | 1.00 | 1.33787 | 1.30557 | 1.36557 | 212.67 | 61386.82 |
| 1887 | 2011.10.06 17:30 | close | 628 | 1.00 | 1.34048 | 1.35747 | 1.29747 | -1292.54 | 60094.28 |
| 1888 | 2011.10.06 18:00 | buy | 630 | 1.00 | 1.34057 | 0.00000 | 0.00000 | ||
| 1889 | 2011.10.06 18:00 | modify | 630 | 1.00 | 1.34057 | 1.31057 | 1.37057 | ||
| 1890 | 2011.10.06 21:00 | close | 630 | 1.00 | 1.34268 | 1.31057 | 1.37057 | 211.00 | 60305.28 |
| 1891 | 2011.10.07 17:00 | sell | 631 | 1.00 | 1.34819 | 0.00000 | 0.00000 | ||
| 1892 | 2011.10.07 17:00 | modify | 631 | 1.00 | 1.34819 | 1.37819 | 1.31819 | ||
| 1893 | 2011.10.07 19:30 | close | 631 | 1.00 | 1.34344 | 1.37819 | 1.31819 | 475.00 | 60780.28 |
| 1894 | 2011.10.07 21:00 | sell | 632 | 1.00 | 1.34088 | 0.00000 | 0.00000 | ||
| 1895 | 2011.10.07 21:00 | modify | 632 | 1.00 | 1.34088 | 1.37088 | 1.31088 | ||
| 1896 | 2011.10.07 23:00 | close | 632 | 1.00 | 1.33875 | 1.37088 | 1.31088 | 213.00 | 60993.28 |
| 1897 | 2011.10.07 23:30 | buy | 633 | 1.00 | 1.33874 | 0.00000 | 0.00000 | ||
| 1898 | 2011.10.07 23:30 | modify | 633 | 1.00 | 1.33874 | 1.30874 | 1.36874 | ||
| 1899 | 2011.10.10 03:30 | close | 633 | 1.00 | 1.34120 | 1.30874 | 1.36874 | 240.22 | 61233.50 |
| 1900 | 2011.10.11 16:30 | sell | 634 | 1.00 | 1.35922 | 0.00000 | 0.00000 | ||
| 1901 | 2011.10.11 16:30 | modify | 634 | 1.00 | 1.35922 | 1.38922 | 1.32922 | ||
| 1902 | 2011.10.12 11:30 | close | 634 | 1.00 | 1.37470 | 1.38922 | 1.32922 | -1545.18 | 59688.32 |
| 1903 | 2011.10.12 20:30 | buy | 635 | 1.00 | 1.38134 | 0.00000 | 0.00000 | ||
| 1904 | 2011.10.12 20:30 | modify | 635 | 1.00 | 1.38134 | 1.35134 | 1.41134 | ||
| 1905 | 2011.10.13 14:30 | sell | 636 | 1.00 | 1.37388 | 0.00000 | 0.00000 | ||
| 1906 | 2011.10.13 14:30 | modify | 636 | 1.00 | 1.37388 | 1.40388 | 1.34388 | ||
| 1907 | 2011.10.13 17:00 | close | 636 | 1.00 | 1.37025 | 1.40388 | 1.34388 | 363.00 | 60051.32 |
| 1908 | 2011.10.13 17:30 | sell | 637 | 1.00 | 1.37000 | 0.00000 | 0.00000 | ||
| 1909 | 2011.10.13 17:30 | modify | 637 | 1.00 | 1.37000 | 1.40000 | 1.34000 | ||
| 1910 | 2011.10.14 16:30 | close | 637 | 1.00 | 1.38647 | 1.40000 | 1.34000 | -1644.18 | 58407.14 |
| 1911 | 2011.10.14 16:30 | close | 635 | 1.00 | 1.38632 | 1.35134 | 1.41134 | 474.90 | 58882.04 |
| 1912 | 2011.10.14 17:00 | buy | 638 | 1.00 | 1.38717 | 0.00000 | 0.00000 | ||
| 1913 | 2011.10.14 17:00 | modify | 638 | 1.00 | 1.38717 | 1.35717 | 1.41717 | ||
| 1914 | 2011.10.17 09:00 | sell | 639 | 1.00 | 1.38509 | 0.00000 | 0.00000 | ||
| 1915 | 2011.10.17 09:00 | modify | 639 | 1.00 | 1.38509 | 1.41509 | 1.35509 | ||
| 1916 | 2011.10.17 12:00 | close | 638 | 1.00 | 1.38924 | 1.35717 | 1.41717 | 201.22 | 59083.26 |
| 1917 | 2011.10.17 12:00 | buy | 640 | 1.00 | 1.38939 | 0.00000 | 0.00000 | ||
| 1918 | 2011.10.17 12:00 | modify | 640 | 1.00 | 1.38939 | 1.35939 | 1.41939 | ||
| 1919 | 2011.10.17 14:00 | close | 639 | 1.00 | 1.37970 | 1.41509 | 1.35509 | 539.00 | 59622.26 |
| 1920 | 2011.10.17 14:30 | sell | 641 | 1.00 | 1.37870 | 0.00000 | 0.00000 | ||
| 1921 | 2011.10.17 14:30 | modify | 641 | 1.00 | 1.37870 | 1.40870 | 1.34870 | ||
| 1922 | 2011.10.17 17:00 | close | 641 | 1.00 | 1.37606 | 1.40870 | 1.34870 | 264.00 | 59886.26 |
| 1923 | 2011.10.17 17:00 | close | 640 | 1.00 | 1.37591 | 1.35939 | 1.41939 | -1348.00 | 58538.26 |
| 1924 | 2011.10.17 17:30 | buy | 642 | 1.00 | 1.37516 | 0.00000 | 0.00000 | ||
| 1925 | 2011.10.17 17:30 | modify | 642 | 1.00 | 1.37516 | 1.34516 | 1.40516 | ||
| 1926 | 2011.10.17 18:30 | sell | 643 | 1.00 | 1.37681 | 0.00000 | 0.00000 | ||
| 1927 | 2011.10.17 18:30 | modify | 643 | 1.00 | 1.37681 | 1.40681 | 1.34681 | ||
| 1928 | 2011.10.17 22:00 | close | 643 | 1.00 | 1.37447 | 1.40681 | 1.34681 | 234.00 | 58772.26 |
| 1929 | 2011.10.18 04:30 | close | 642 | 1.00 | 1.37787 | 1.34516 | 1.40516 | 265.22 | 59037.49 |
| 1930 | 2011.10.18 12:30 | sell | 644 | 1.00 | 1.36876 | 0.00000 | 0.00000 | ||
| 1931 | 2011.10.18 12:30 | modify | 644 | 1.00 | 1.36876 | 1.39876 | 1.33876 | ||
| 1932 | 2011.10.18 16:30 | buy | 645 | 1.00 | 1.37021 | 0.00000 | 0.00000 | ||
| 1933 | 2011.10.18 16:30 | modify | 645 | 1.00 | 1.37021 | 1.34021 | 1.40021 | ||
| 1934 | 2011.10.18 17:00 | close | 644 | 1.00 | 1.36623 | 1.39876 | 1.33876 | 253.00 | 59290.49 |
| 1935 | 2011.10.18 20:00 | close | 645 | 1.00 | 1.37390 | 1.34021 | 1.40021 | 369.00 | 59659.49 |
| 1936 | 2011.10.19 09:30 | buy | 646 | 1.00 | 1.38169 | 0.00000 | 0.00000 | ||
| 1937 | 2011.10.19 09:30 | modify | 646 | 1.00 | 1.38169 | 1.35169 | 1.41169 | ||
| 1938 | 2011.10.19 12:30 | close | 646 | 1.00 | 1.38393 | 1.35169 | 1.41169 | 224.00 | 59883.49 |
| 1939 | 2011.10.19 13:30 | buy | 647 | 1.00 | 1.38508 | 0.00000 | 0.00000 | ||
| 1940 | 2011.10.19 13:30 | modify | 647 | 1.00 | 1.38508 | 1.35508 | 1.41508 | ||
| 1941 | 2011.10.19 17:30 | sell | 648 | 1.00 | 1.38071 | 0.00000 | 0.00000 | ||
| 1942 | 2011.10.19 17:30 | modify | 648 | 1.00 | 1.38071 | 1.41071 | 1.35071 | ||
| 1943 | 2011.10.19 19:00 | close | 648 | 1.00 | 1.37756 | 1.41071 | 1.35071 | 315.00 | 60198.49 |
| 1944 | 2011.10.19 21:00 | sell | 649 | 1.00 | 1.37806 | 0.00000 | 0.00000 | ||
| 1945 | 2011.10.19 21:00 | modify | 649 | 1.00 | 1.37806 | 1.40806 | 1.34806 | ||
| 1946 | 2011.10.19 21:30 | close | 649 | 1.00 | 1.37410 | 1.40806 | 1.34806 | 396.00 | 60594.49 |
| 1947 | 2011.10.20 06:30 | close | 647 | 1.00 | 1.37170 | 1.35508 | 1.41508 | -1355.33 | 59239.16 |
| 1948 | 2011.10.20 09:30 | sell | 650 | 1.00 | 1.37033 | 0.00000 | 0.00000 | ||
| 1949 | 2011.10.20 09:30 | modify | 650 | 1.00 | 1.37033 | 1.40033 | 1.34033 | ||
| 1950 | 2011.10.20 10:30 | close | 650 | 1.00 | 1.36791 | 1.40033 | 1.34033 | 242.00 | 59481.16 |