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 |
| 1951 | 2011.10.20 12:00 | buy | 651 | 1.00 | 1.37286 | 0.00000 | 0.00000 | ||
| 1952 | 2011.10.20 12:00 | modify | 651 | 1.00 | 1.37286 | 1.34286 | 1.40286 | ||
| 1953 | 2011.10.20 12:30 | close | 651 | 1.00 | 1.37871 | 1.34286 | 1.40286 | 585.00 | 60066.16 |
| 1954 | 2011.10.20 13:00 | buy | 652 | 1.00 | 1.38028 | 0.00000 | 0.00000 | ||
| 1955 | 2011.10.20 13:00 | modify | 652 | 1.00 | 1.38028 | 1.35028 | 1.41028 | ||
| 1956 | 2011.10.20 13:30 | close | 652 | 1.00 | 1.38290 | 1.35028 | 1.41028 | 262.00 | 60328.16 |
| 1957 | 2011.10.20 21:00 | buy | 653 | 1.00 | 1.37316 | 0.00000 | 0.00000 | ||
| 1958 | 2011.10.20 21:00 | modify | 653 | 1.00 | 1.37316 | 1.34316 | 1.40316 | ||
| 1959 | 2011.10.20 22:00 | close | 653 | 1.00 | 1.37689 | 1.34316 | 1.40316 | 373.00 | 60701.16 |
| 1960 | 2011.10.20 22:30 | buy | 654 | 1.00 | 1.37752 | 0.00000 | 0.00000 | ||
| 1961 | 2011.10.20 22:30 | modify | 654 | 1.00 | 1.37752 | 1.34752 | 1.40752 | ||
| 1962 | 2011.10.21 11:30 | sell | 655 | 1.00 | 1.37345 | 0.00000 | 0.00000 | ||
| 1963 | 2011.10.21 11:30 | modify | 655 | 1.00 | 1.37345 | 1.40345 | 1.34345 | ||
| 1964 | 2011.10.21 14:30 | close | 654 | 1.00 | 1.38025 | 1.34752 | 1.40752 | 267.22 | 60968.39 |
| 1965 | 2011.10.21 16:30 | close | 655 | 1.00 | 1.38773 | 1.40345 | 1.34345 | -1428.00 | 59540.39 |
| 1966 | 2011.10.24 17:00 | buy | 656 | 1.00 | 1.38424 | 0.00000 | 0.00000 | ||
| 1967 | 2011.10.24 17:00 | modify | 656 | 1.00 | 1.38424 | 1.35424 | 1.41424 | ||
| 1968 | 2011.10.24 17:30 | close | 656 | 1.00 | 1.38830 | 1.35424 | 1.41424 | 406.00 | 59946.39 |
| 1969 | 2011.10.24 19:00 | buy | 657 | 1.00 | 1.39325 | 0.00000 | 0.00000 | ||
| 1970 | 2011.10.24 19:00 | modify | 657 | 1.00 | 1.39325 | 1.36325 | 1.42325 | ||
| 1971 | 2011.10.26 16:30 | close | 657 | 1.00 | 1.39566 | 1.36325 | 1.42325 | 229.45 | 60175.83 |
| 1972 | 2011.10.26 19:00 | buy | 658 | 1.00 | 1.38387 | 0.00000 | 0.00000 | ||
| 1973 | 2011.10.26 19:00 | modify | 658 | 1.00 | 1.38387 | 1.35387 | 1.41387 | ||
| 1974 | 2011.10.26 21:00 | close | 658 | 1.00 | 1.38915 | 1.35387 | 1.41387 | 528.00 | 60703.83 |
| 1975 | 2011.10.26 22:00 | buy | 659 | 1.00 | 1.38977 | 0.00000 | 0.00000 | ||
| 1976 | 2011.10.26 22:00 | modify | 659 | 1.00 | 1.38977 | 1.35977 | 1.41977 | ||
| 1977 | 2011.10.27 04:30 | close | 659 | 1.00 | 1.39310 | 1.35977 | 1.41977 | 315.67 | 61019.51 |
| 1978 | 2011.10.27 05:30 | buy | 660 | 1.00 | 1.39797 | 0.00000 | 0.00000 | ||
| 1979 | 2011.10.27 05:30 | modify | 660 | 1.00 | 1.39797 | 1.36797 | 1.42797 | ||
| 1980 | 2011.10.27 10:00 | close | 660 | 1.00 | 1.40110 | 1.36797 | 1.42797 | 313.00 | 61332.51 |
| 1981 | 2011.10.27 10:30 | buy | 661 | 1.00 | 1.40050 | 0.00000 | 0.00000 | ||
| 1982 | 2011.10.27 10:30 | modify | 661 | 1.00 | 1.40050 | 1.37050 | 1.43050 | ||
| 1983 | 2011.10.27 14:00 | close | 661 | 1.00 | 1.40309 | 1.37050 | 1.43050 | 259.00 | 61591.51 |
| 1984 | 2011.10.31 06:00 | sell | 662 | 1.00 | 1.40471 | 0.00000 | 0.00000 | ||
| 1985 | 2011.10.31 06:00 | modify | 662 | 1.00 | 1.40471 | 1.43471 | 1.37471 | ||
| 1986 | 2011.10.31 07:00 | close | 662 | 1.00 | 1.40158 | 1.43471 | 1.37471 | 313.00 | 61904.51 |
| 1987 | 2011.10.31 09:30 | sell | 663 | 1.00 | 1.39957 | 0.00000 | 0.00000 | ||
| 1988 | 2011.10.31 09:30 | modify | 663 | 1.00 | 1.39957 | 1.42957 | 1.36957 | ||
| 1989 | 2011.10.31 18:30 | close | 663 | 1.00 | 1.39545 | 1.42957 | 1.36957 | 412.00 | 62316.51 |
| 1990 | 2011.11.01 04:30 | sell | 664 | 1.00 | 1.38366 | 0.00000 | 0.00000 | ||
| 1991 | 2011.11.01 04:30 | modify | 664 | 1.00 | 1.38366 | 1.41366 | 1.35366 | ||
| 1992 | 2011.11.01 08:00 | close | 664 | 1.00 | 1.38152 | 1.41366 | 1.35366 | 214.00 | 62530.51 |
| 1993 | 2011.11.01 10:30 | sell | 665 | 1.00 | 1.37653 | 0.00000 | 0.00000 | ||
| 1994 | 2011.11.01 10:30 | modify | 665 | 1.00 | 1.37653 | 1.40653 | 1.34653 | ||
| 1995 | 2011.11.01 11:30 | close | 665 | 1.00 | 1.36908 | 1.40653 | 1.34653 | 745.00 | 63275.51 |
| 1996 | 2011.11.01 15:30 | sell | 666 | 1.00 | 1.36802 | 0.00000 | 0.00000 | ||
| 1997 | 2011.11.01 15:30 | modify | 666 | 1.00 | 1.36802 | 1.39802 | 1.33802 | ||
| 1998 | 2011.11.01 16:00 | close | 666 | 1.00 | 1.36374 | 1.39802 | 1.33802 | 428.00 | 63703.51 |
| 1999 | 2011.11.01 16:30 | sell | 667 | 1.00 | 1.36341 | 0.00000 | 0.00000 | ||
| 2000 | 2011.11.01 16:30 | modify | 667 | 1.00 | 1.36341 | 1.39341 | 1.33341 | ||
| 2001 | 2011.11.01 18:00 | buy | 668 | 1.00 | 1.36679 | 0.00000 | 0.00000 | ||
| 2002 | 2011.11.01 18:00 | modify | 668 | 1.00 | 1.36679 | 1.33679 | 1.39679 | ||
| 2003 | 2011.11.01 20:30 | close | 668 | 1.00 | 1.37232 | 1.33679 | 1.39679 | 553.00 | 64256.51 |
| 2004 | 2011.11.01 21:00 | buy | 669 | 1.00 | 1.37380 | 0.00000 | 0.00000 | ||
| 2005 | 2011.11.01 21:00 | modify | 669 | 1.00 | 1.37380 | 1.34380 | 1.40380 | ||
| 2006 | 2011.11.02 11:00 | close | 667 | 1.00 | 1.37595 | 1.39341 | 1.33341 | -1251.18 | 63005.33 |
| 2007 | 2011.11.02 11:30 | close | 669 | 1.00 | 1.37727 | 1.34380 | 1.40380 | 341.22 | 63346.55 |
| 2008 | 2011.11.02 12:30 | buy | 670 | 1.00 | 1.37848 | 0.00000 | 0.00000 | ||
| 2009 | 2011.11.02 12:30 | modify | 670 | 1.00 | 1.37848 | 1.34848 | 1.40848 | ||
| 2010 | 2011.11.02 16:00 | sell | 671 | 1.00 | 1.37871 | 0.00000 | 0.00000 | ||
| 2011 | 2011.11.02 16:00 | modify | 671 | 1.00 | 1.37871 | 1.40871 | 1.34871 | ||
| 2012 | 2011.11.02 16:30 | close | 670 | 1.00 | 1.38108 | 1.34848 | 1.40848 | 260.00 | 63606.55 |
| 2013 | 2011.11.02 17:00 | buy | 672 | 1.00 | 1.38090 | 0.00000 | 0.00000 | ||
| 2014 | 2011.11.02 17:00 | modify | 672 | 1.00 | 1.38090 | 1.35090 | 1.41090 | ||
| 2015 | 2011.11.02 20:00 | close | 671 | 1.00 | 1.37348 | 1.40871 | 1.34871 | 523.00 | 64129.55 |
| 2016 | 2011.11.03 03:30 | sell | 673 | 1.00 | 1.36908 | 0.00000 | 0.00000 | ||
| 2017 | 2011.11.03 03:30 | modify | 673 | 1.00 | 1.36908 | 1.39908 | 1.33908 | ||
| 2018 | 2011.11.03 04:30 | close | 672 | 1.00 | 1.36814 | 1.35090 | 1.41090 | -1293.33 | 62836.22 |
| 2019 | 2011.11.03 10:30 | close | 673 | 1.00 | 1.36625 | 1.39908 | 1.33908 | 283.00 | 63119.22 |
| 2020 | 2011.11.03 13:30 | buy | 674 | 1.00 | 1.37851 | 0.00000 | 0.00000 | ||
| 2021 | 2011.11.03 13:30 | modify | 674 | 1.00 | 1.37851 | 1.34851 | 1.40851 | ||
| 2022 | 2011.11.03 15:30 | close | 674 | 1.00 | 1.38180 | 1.34851 | 1.40851 | 329.00 | 63448.22 |
| 2023 | 2011.11.03 16:00 | sell | 675 | 1.00 | 1.37831 | 0.00000 | 0.00000 | ||
| 2024 | 2011.11.03 16:00 | modify | 675 | 1.00 | 1.37831 | 1.40831 | 1.34831 | ||
| 2025 | 2011.11.03 16:30 | close | 675 | 1.00 | 1.37561 | 1.40831 | 1.34831 | 270.00 | 63718.22 |
| 2026 | 2011.11.04 03:00 | buy | 676 | 1.00 | 1.38235 | 0.00000 | 0.00000 | ||
| 2027 | 2011.11.04 03:00 | modify | 676 | 1.00 | 1.38235 | 1.35235 | 1.41235 | ||
| 2028 | 2011.11.04 13:00 | close | 676 | 1.00 | 1.38466 | 1.35235 | 1.41235 | 231.00 | 63949.22 |
| 2029 | 2011.11.04 17:30 | sell | 677 | 1.00 | 1.37323 | 0.00000 | 0.00000 | ||
| 2030 | 2011.11.04 17:30 | modify | 677 | 1.00 | 1.37323 | 1.40323 | 1.34323 | ||
| 2031 | 2011.11.07 10:30 | close | 677 | 1.00 | 1.37090 | 1.40323 | 1.34323 | 235.82 | 64185.04 |
| 2032 | 2011.11.07 12:30 | sell | 678 | 1.00 | 1.37043 | 0.00000 | 0.00000 | ||
| 2033 | 2011.11.07 12:30 | modify | 678 | 1.00 | 1.37043 | 1.40043 | 1.34043 | ||
| 2034 | 2011.11.07 14:00 | buy | 679 | 1.00 | 1.37505 | 0.00000 | 0.00000 | ||
| 2035 | 2011.11.07 14:00 | modify | 679 | 1.00 | 1.37505 | 1.34505 | 1.40505 | ||
| 2036 | 2011.11.07 16:30 | close | 679 | 1.00 | 1.37710 | 1.34505 | 1.40505 | 205.00 | 64390.04 |
| 2037 | 2011.11.07 18:30 | buy | 680 | 1.00 | 1.37396 | 0.00000 | 0.00000 | ||
| 2038 | 2011.11.07 18:30 | modify | 680 | 1.00 | 1.37396 | 1.34396 | 1.40396 | ||
| 2039 | 2011.11.07 21:00 | close | 680 | 1.00 | 1.37620 | 1.34396 | 1.40396 | 224.00 | 64614.04 |
| 2040 | 2011.11.08 17:00 | close | 678 | 1.00 | 1.38367 | 1.40043 | 1.34043 | -1321.18 | 63292.86 |
| 2041 | 2011.11.08 20:30 | sell | 681 | 1.00 | 1.37858 | 0.00000 | 0.00000 | ||
| 2042 | 2011.11.08 20:30 | modify | 681 | 1.00 | 1.37858 | 1.40858 | 1.34858 | ||
| 2043 | 2011.11.09 11:30 | close | 681 | 1.00 | 1.37432 | 1.40858 | 1.34858 | 428.82 | 63721.68 |
| 2044 | 2011.11.09 16:00 | sell | 682 | 1.00 | 1.36145 | 0.00000 | 0.00000 | ||
| 2045 | 2011.11.09 16:00 | modify | 682 | 1.00 | 1.36145 | 1.39145 | 1.33145 | ||
| 2046 | 2011.11.09 17:00 | close | 682 | 1.00 | 1.35646 | 1.39145 | 1.33145 | 499.00 | 64220.68 |
| 2047 | 2011.11.09 17:30 | buy | 683 | 1.00 | 1.35662 | 0.00000 | 0.00000 | ||
| 2048 | 2011.11.09 17:30 | modify | 683 | 1.00 | 1.35662 | 1.32662 | 1.38662 | ||
| 2049 | 2011.11.09 18:30 | close | 683 | 1.00 | 1.35951 | 1.32662 | 1.38662 | 289.00 | 64509.68 |
| 2050 | 2011.11.09 22:00 | sell | 684 | 1.00 | 1.35379 | 0.00000 | 0.00000 | ||
| 2051 | 2011.11.09 22:00 | modify | 684 | 1.00 | 1.35379 | 1.38379 | 1.32379 | ||
| 2052 | 2011.11.10 09:00 | close | 684 | 1.00 | 1.35068 | 1.38379 | 1.32379 | 319.46 | 64829.14 |
| 2053 | 2011.11.10 12:30 | buy | 685 | 1.00 | 1.35908 | 0.00000 | 0.00000 | ||
| 2054 | 2011.11.10 12:30 | modify | 685 | 1.00 | 1.35908 | 1.32908 | 1.38908 | ||
| 2055 | 2011.11.10 13:00 | sell | 686 | 1.00 | 1.35821 | 0.00000 | 0.00000 | ||
| 2056 | 2011.11.10 13:00 | modify | 686 | 1.00 | 1.35821 | 1.38821 | 1.32821 | ||
| 2057 | 2011.11.10 15:00 | close | 685 | 1.00 | 1.36313 | 1.32908 | 1.38908 | 405.00 | 65234.14 |
| 2058 | 2011.11.11 17:00 | buy | 687 | 1.00 | 1.36858 | 0.00000 | 0.00000 | ||
| 2059 | 2011.11.11 17:00 | modify | 687 | 1.00 | 1.36858 | 1.33858 | 1.39858 | ||
| 2060 | 2011.11.11 18:00 | close | 687 | 1.00 | 1.37347 | 1.33858 | 1.39858 | 489.00 | 65723.14 |
| 2061 | 2011.11.11 18:00 | close | 686 | 1.00 | 1.37362 | 1.38821 | 1.32821 | -1538.18 | 64184.96 |
| 2062 | 2011.11.11 19:30 | buy | 688 | 1.00 | 1.37811 | 0.00000 | 0.00000 | ||
| 2063 | 2011.11.11 19:30 | modify | 688 | 1.00 | 1.37811 | 1.34811 | 1.40811 | ||
| 2064 | 2011.11.14 11:00 | sell | 689 | 1.00 | 1.37263 | 0.00000 | 0.00000 | ||
| 2065 | 2011.11.14 11:00 | modify | 689 | 1.00 | 1.37263 | 1.40263 | 1.34263 | ||
| 2066 | 2011.11.14 11:30 | close | 689 | 1.00 | 1.37000 | 1.40263 | 1.34263 | 263.00 | 64447.96 |
| 2067 | 2011.11.14 14:30 | close | 688 | 1.00 | 1.36501 | 1.34811 | 1.40811 | -1315.78 | 63132.18 |
| 2068 | 2011.11.14 16:00 | buy | 690 | 1.00 | 1.36500 | 0.00000 | 0.00000 | ||
| 2069 | 2011.11.14 16:00 | modify | 690 | 1.00 | 1.36500 | 1.33500 | 1.39500 | ||
| 2070 | 2011.11.14 16:30 | sell | 691 | 1.00 | 1.36518 | 0.00000 | 0.00000 | ||
| 2071 | 2011.11.14 16:30 | modify | 691 | 1.00 | 1.36518 | 1.39518 | 1.33518 | ||
| 2072 | 2011.11.14 17:00 | close | 691 | 1.00 | 1.36299 | 1.39518 | 1.33518 | 219.00 | 63351.18 |
| 2073 | 2011.11.15 13:30 | close | 690 | 1.00 | 1.35242 | 1.33500 | 1.39500 | -1263.78 | 62087.41 |
| 2074 | 2011.11.15 15:00 | buy | 692 | 1.00 | 1.35421 | 0.00000 | 0.00000 | ||
| 2075 | 2011.11.15 15:00 | modify | 692 | 1.00 | 1.35421 | 1.32421 | 1.38421 | ||
| 2076 | 2011.11.15 17:30 | sell | 693 | 1.00 | 1.35487 | 0.00000 | 0.00000 | ||
| 2077 | 2011.11.15 17:30 | modify | 693 | 1.00 | 1.35487 | 1.38487 | 1.32487 | ||
| 2078 | 2011.11.15 18:00 | close | 693 | 1.00 | 1.35219 | 1.38487 | 1.32487 | 268.00 | 62355.41 |
| 2079 | 2011.11.16 05:00 | sell | 694 | 1.00 | 1.34549 | 0.00000 | 0.00000 | ||
| 2080 | 2011.11.16 05:00 | modify | 694 | 1.00 | 1.34549 | 1.37549 | 1.31549 | ||
| 2081 | 2011.11.18 14:00 | close | 694 | 1.00 | 1.35957 | 1.37549 | 1.31549 | -1396.72 | 60958.68 |
| 2082 | 2011.11.18 14:00 | close | 692 | 1.00 | 1.35942 | 1.32421 | 1.38421 | 492.12 | 61450.80 |
| 2083 | 2011.11.18 14:30 | sell | 695 | 1.00 | 1.35950 | 0.00000 | 0.00000 | ||
| 2084 | 2011.11.18 14:30 | modify | 695 | 1.00 | 1.35950 | 1.38950 | 1.32950 | ||
| 2085 | 2011.11.18 15:30 | close | 695 | 1.00 | 1.35720 | 1.38950 | 1.32950 | 230.00 | 61680.80 |
| 2086 | 2011.11.18 20:00 | buy | 696 | 1.00 | 1.35150 | 0.00000 | 0.00000 | ||
| 2087 | 2011.11.18 20:00 | modify | 696 | 1.00 | 1.35150 | 1.32150 | 1.38150 | ||
| 2088 | 2011.11.21 02:00 | close | 696 | 1.00 | 1.35355 | 1.32150 | 1.38150 | 199.22 | 61880.03 |
| 2089 | 2011.11.21 12:00 | sell | 697 | 1.00 | 1.34548 | 0.00000 | 0.00000 | ||
| 2090 | 2011.11.21 12:00 | modify | 697 | 1.00 | 1.34548 | 1.37548 | 1.31548 | ||
| 2091 | 2011.11.21 19:30 | buy | 698 | 1.00 | 1.35168 | 0.00000 | 0.00000 | ||
| 2092 | 2011.11.21 19:30 | modify | 698 | 1.00 | 1.35168 | 1.32168 | 1.38168 | ||
| 2093 | 2011.11.22 12:30 | close | 698 | 1.00 | 1.35387 | 1.32168 | 1.38168 | 213.22 | 62093.25 |
| 2094 | 2011.11.23 12:30 | close | 697 | 1.00 | 1.33791 | 1.37548 | 1.31548 | 762.64 | 62855.89 |
| 2095 | 2011.11.23 15:30 | buy | 699 | 1.00 | 1.33895 | 0.00000 | 0.00000 | ||
| 2096 | 2011.11.23 15:30 | modify | 699 | 1.00 | 1.33895 | 1.30895 | 1.36895 | ||
| 2097 | 2011.11.24 17:30 | sell | 700 | 1.00 | 1.33356 | 0.00000 | 0.00000 | ||
| 2098 | 2011.11.24 17:30 | modify | 700 | 1.00 | 1.33356 | 1.36356 | 1.30356 | ||
| 2099 | 2011.11.25 06:00 | close | 700 | 1.00 | 1.33103 | 1.36356 | 1.30356 | 255.82 | 63111.71 |
| 2100 | 2011.11.25 11:30 | sell | 701 | 1.00 | 1.32686 | 0.00000 | 0.00000 | ||