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 |
| 2101 | 2011.11.25 11:30 | modify | 701 | 1.00 | 1.32686 | 1.35686 | 1.29686 | ||
| 2102 | 2011.11.25 12:30 | close | 699 | 1.00 | 1.32591 | 1.30895 | 1.36895 | -1327.10 | 61784.61 |
| 2103 | 2011.11.25 13:00 | close | 701 | 1.00 | 1.32387 | 1.35686 | 1.29686 | 299.00 | 62083.61 |
| 2104 | 2011.11.25 13:30 | buy | 702 | 1.00 | 1.32286 | 0.00000 | 0.00000 | ||
| 2105 | 2011.11.25 13:30 | modify | 702 | 1.00 | 1.32286 | 1.29286 | 1.35286 | ||
| 2106 | 2011.11.25 14:30 | close | 702 | 1.00 | 1.32524 | 1.29286 | 1.35286 | 238.00 | 62321.61 |
| 2107 | 2011.11.28 15:00 | buy | 703 | 1.00 | 1.33559 | 0.00000 | 0.00000 | ||
| 2108 | 2011.11.28 15:00 | modify | 703 | 1.00 | 1.33559 | 1.30559 | 1.36559 | ||
| 2109 | 2011.11.28 16:00 | close | 703 | 1.00 | 1.33871 | 1.30559 | 1.36559 | 312.00 | 62633.61 |
| 2110 | 2011.11.29 10:00 | buy | 704 | 1.00 | 1.33446 | 0.00000 | 0.00000 | ||
| 2111 | 2011.11.29 10:00 | modify | 704 | 1.00 | 1.33446 | 1.30446 | 1.36446 | ||
| 2112 | 2011.11.29 12:30 | close | 704 | 1.00 | 1.34128 | 1.30446 | 1.36446 | 682.00 | 63315.61 |
| 2113 | 2011.11.29 13:00 | buy | 705 | 1.00 | 1.34210 | 0.00000 | 0.00000 | ||
| 2114 | 2011.11.29 13:00 | modify | 705 | 1.00 | 1.34210 | 1.31210 | 1.37210 | ||
| 2115 | 2011.11.29 16:30 | sell | 706 | 1.00 | 1.33152 | 0.00000 | 0.00000 | ||
| 2116 | 2011.11.29 16:30 | modify | 706 | 1.00 | 1.33152 | 1.36152 | 1.30152 | ||
| 2117 | 2011.11.30 09:00 | close | 705 | 1.00 | 1.32956 | 1.31210 | 1.37210 | -1259.78 | 62055.83 |
| 2118 | 2011.11.30 09:30 | close | 706 | 1.00 | 1.32704 | 1.36152 | 1.30152 | 450.82 | 62506.65 |
| 2119 | 2011.11.30 10:30 | buy | 707 | 1.00 | 1.32715 | 0.00000 | 0.00000 | ||
| 2120 | 2011.11.30 10:30 | modify | 707 | 1.00 | 1.32715 | 1.29715 | 1.35715 | ||
| 2121 | 2011.11.30 11:30 | close | 707 | 1.00 | 1.32986 | 1.29715 | 1.35715 | 271.00 | 62777.65 |
| 2122 | 2011.11.30 14:00 | buy | 708 | 1.00 | 1.33140 | 0.00000 | 0.00000 | ||
| 2123 | 2011.11.30 14:00 | modify | 708 | 1.00 | 1.33140 | 1.30140 | 1.36140 | ||
| 2124 | 2011.11.30 15:30 | close | 708 | 1.00 | 1.34342 | 1.30140 | 1.36140 | 1202.00 | 63979.65 |
| 2125 | 2011.11.30 17:30 | sell | 709 | 1.00 | 1.34746 | 0.00000 | 0.00000 | ||
| 2126 | 2011.11.30 17:30 | modify | 709 | 1.00 | 1.34746 | 1.37746 | 1.31746 | ||
| 2127 | 2011.11.30 18:30 | buy | 710 | 1.00 | 1.34572 | 0.00000 | 0.00000 | ||
| 2128 | 2011.11.30 18:30 | modify | 710 | 1.00 | 1.34572 | 1.31572 | 1.37572 | ||
| 2129 | 2011.11.30 19:00 | close | 709 | 1.00 | 1.34534 | 1.37746 | 1.31746 | 212.00 | 64191.65 |
| 2130 | 2011.12.01 12:00 | close | 710 | 1.00 | 1.34960 | 1.31572 | 1.37572 | 370.67 | 64562.32 |
| 2131 | 2011.12.02 15:00 | buy | 711 | 1.00 | 1.35216 | 0.00000 | 0.00000 | ||
| 2132 | 2011.12.02 15:00 | modify | 711 | 1.00 | 1.35216 | 1.32216 | 1.38216 | ||
| 2133 | 2011.12.02 18:30 | close | 711 | 1.00 | 1.33842 | 1.32216 | 1.38216 | -1374.00 | 63188.32 |
| 2134 | 2011.12.02 19:00 | sell | 712 | 1.00 | 1.33843 | 0.00000 | 0.00000 | ||
| 2135 | 2011.12.02 19:00 | modify | 712 | 1.00 | 1.33843 | 1.36843 | 1.30843 | ||
| 2136 | 2011.12.06 09:30 | close | 712 | 1.00 | 1.33445 | 1.36843 | 1.30843 | 403.64 | 63591.96 |
| 2137 | 2011.12.07 16:00 | buy | 713 | 1.00 | 1.33611 | 0.00000 | 0.00000 | ||
| 2138 | 2011.12.07 16:00 | modify | 713 | 1.00 | 1.33611 | 1.30611 | 1.36611 | ||
| 2139 | 2011.12.07 17:00 | close | 713 | 1.00 | 1.33812 | 1.30611 | 1.36611 | 201.00 | 63792.96 |
| 2140 | 2011.12.07 23:00 | buy | 714 | 1.00 | 1.34039 | 0.00000 | 0.00000 | ||
| 2141 | 2011.12.07 23:00 | modify | 714 | 1.00 | 1.34039 | 1.31039 | 1.37039 | ||
| 2142 | 2011.12.09 16:30 | sell | 715 | 1.00 | 1.33366 | 0.00000 | 0.00000 | ||
| 2143 | 2011.12.09 16:30 | modify | 715 | 1.00 | 1.33366 | 1.36366 | 1.30366 | ||
| 2144 | 2011.12.12 10:00 | close | 715 | 1.00 | 1.33103 | 1.36366 | 1.30366 | 265.82 | 64058.78 |
| 2145 | 2011.12.12 10:30 | sell | 716 | 1.00 | 1.33136 | 0.00000 | 0.00000 | ||
| 2146 | 2011.12.12 10:30 | modify | 716 | 1.00 | 1.33136 | 1.36136 | 1.30136 | ||
| 2147 | 2011.12.12 12:00 | close | 716 | 1.00 | 1.32651 | 1.36136 | 1.30136 | 485.00 | 64543.78 |
| 2148 | 2011.12.12 12:00 | close | 714 | 1.00 | 1.32636 | 1.31039 | 1.37039 | -1431.88 | 63111.90 |
| 2149 | 2011.12.12 12:30 | buy | 717 | 1.00 | 1.32588 | 0.00000 | 0.00000 | ||
| 2150 | 2011.12.12 12:30 | modify | 717 | 1.00 | 1.32588 | 1.29588 | 1.35588 | ||
| 2151 | 2011.12.12 21:30 | sell | 718 | 1.00 | 1.31789 | 0.00000 | 0.00000 | ||
| 2152 | 2011.12.12 21:30 | modify | 718 | 1.00 | 1.31789 | 1.34789 | 1.28789 | ||
| 2153 | 2011.12.13 17:30 | close | 718 | 1.00 | 1.31584 | 1.34789 | 1.28789 | 207.82 | 63319.72 |
| 2154 | 2011.12.13 18:00 | close | 717 | 1.00 | 1.30904 | 1.29588 | 1.35588 | -1689.78 | 61629.95 |
| 2155 | 2011.12.13 18:30 | sell | 719 | 1.00 | 1.30874 | 0.00000 | 0.00000 | ||
| 2156 | 2011.12.13 18:30 | modify | 719 | 1.00 | 1.30874 | 1.33874 | 1.27874 | ||
| 2157 | 2011.12.13 22:00 | close | 719 | 1.00 | 1.30387 | 1.33874 | 1.27874 | 487.00 | 62116.95 |
| 2158 | 2011.12.14 15:00 | sell | 720 | 1.00 | 1.29841 | 0.00000 | 0.00000 | ||
| 2159 | 2011.12.14 15:00 | modify | 720 | 1.00 | 1.29841 | 1.32841 | 1.26841 | ||
| 2160 | 2011.12.14 18:00 | close | 720 | 1.00 | 1.29513 | 1.32841 | 1.26841 | 328.00 | 62444.95 |
| 2161 | 2011.12.14 20:00 | buy | 721 | 1.00 | 1.29948 | 0.00000 | 0.00000 | ||
| 2162 | 2011.12.14 20:00 | modify | 721 | 1.00 | 1.29948 | 1.26948 | 1.32948 | ||
| 2163 | 2011.12.15 10:00 | close | 721 | 1.00 | 1.30232 | 1.26948 | 1.32948 | 266.67 | 62711.62 |
| 2164 | 2011.12.21 13:30 | sell | 722 | 1.00 | 1.31100 | 0.00000 | 0.00000 | ||
| 2165 | 2011.12.21 13:30 | modify | 722 | 1.00 | 1.31100 | 1.34100 | 1.28100 | ||
| 2166 | 2011.12.21 14:00 | close | 722 | 1.00 | 1.30895 | 1.34100 | 1.28100 | 205.00 | 62916.62 |
| 2167 | 2011.12.22 13:00 | sell | 723 | 1.00 | 1.30569 | 0.00000 | 0.00000 | ||
| 2168 | 2011.12.22 13:00 | modify | 723 | 1.00 | 1.30569 | 1.33569 | 1.27569 | ||
| 2169 | 2011.12.22 16:00 | close | 723 | 1.00 | 1.30314 | 1.33569 | 1.27569 | 255.00 | 63171.62 |
| 2170 | 2011.12.28 18:30 | buy | 724 | 1.00 | 1.29458 | 0.00000 | 0.00000 | ||
| 2171 | 2011.12.28 18:30 | modify | 724 | 1.00 | 1.29458 | 1.26458 | 1.32458 | ||
| 2172 | 2011.12.29 15:30 | sell | 725 | 1.00 | 1.28867 | 0.00000 | 0.00000 | ||
| 2173 | 2011.12.29 15:30 | modify | 725 | 1.00 | 1.28867 | 1.31867 | 1.25867 | ||
| 2174 | 2011.12.30 17:00 | close | 724 | 1.00 | 1.29794 | 1.26458 | 1.32458 | 312.90 | 63484.52 |
| 2175 | 2011.12.30 18:00 | buy | 726 | 1.00 | 1.29825 | 0.00000 | 0.00000 | ||
| 2176 | 2011.12.30 18:00 | modify | 726 | 1.00 | 1.29825 | 1.26825 | 1.32825 | ||
| 2177 | 2012.01.03 12:00 | close | 726 | 1.00 | 1.30089 | 1.26825 | 1.32825 | 252.45 | 63736.97 |
| 2178 | 2012.01.03 12:30 | close | 725 | 1.00 | 1.30260 | 1.31867 | 1.25867 | -1384.54 | 62352.42 |
| 2179 | 2012.01.05 12:30 | sell | 727 | 1.00 | 1.28607 | 0.00000 | 0.00000 | ||
| 2180 | 2012.01.05 12:30 | modify | 727 | 1.00 | 1.28607 | 1.31607 | 1.25607 | ||
| 2181 | 2012.01.05 13:00 | close | 727 | 1.00 | 1.28356 | 1.31607 | 1.25607 | 251.00 | 62603.42 |
| 2182 | 2012.01.05 14:30 | sell | 728 | 1.00 | 1.28399 | 0.00000 | 0.00000 | ||
| 2183 | 2012.01.05 14:30 | modify | 728 | 1.00 | 1.28399 | 1.31399 | 1.25399 | ||
| 2184 | 2012.01.05 16:00 | close | 728 | 1.00 | 1.28143 | 1.31399 | 1.25399 | 256.00 | 62859.42 |
| 2185 | 2012.01.05 17:00 | sell | 729 | 1.00 | 1.28006 | 0.00000 | 0.00000 | ||
| 2186 | 2012.01.05 17:00 | modify | 729 | 1.00 | 1.28006 | 1.31006 | 1.25006 | ||
| 2187 | 2012.01.06 07:30 | close | 729 | 1.00 | 1.27748 | 1.31006 | 1.25006 | 260.82 | 63120.24 |
| 2188 | 2012.01.09 16:00 | sell | 730 | 1.00 | 1.27595 | 0.00000 | 0.00000 | ||
| 2189 | 2012.01.09 16:00 | modify | 730 | 1.00 | 1.27595 | 1.30595 | 1.24595 | ||
| 2190 | 2012.01.09 18:00 | close | 730 | 1.00 | 1.27378 | 1.30595 | 1.24595 | 217.00 | 63337.24 |
| 2191 | 2012.01.11 14:30 | sell | 731 | 1.00 | 1.27055 | 0.00000 | 0.00000 | ||
| 2192 | 2012.01.11 14:30 | modify | 731 | 1.00 | 1.27055 | 1.30055 | 1.24055 | ||
| 2193 | 2012.01.11 17:00 | close | 731 | 1.00 | 1.26776 | 1.30055 | 1.24055 | 279.00 | 63616.24 |
| 2194 | 2012.01.13 10:30 | sell | 732 | 1.00 | 1.28645 | 0.00000 | 0.00000 | ||
| 2195 | 2012.01.13 10:30 | modify | 732 | 1.00 | 1.28645 | 1.31645 | 1.25645 | ||
| 2196 | 2012.01.13 11:30 | close | 732 | 1.00 | 1.28312 | 1.31645 | 1.25645 | 333.00 | 63949.24 |
| 2197 | 2012.01.13 12:00 | sell | 733 | 1.00 | 1.28294 | 0.00000 | 0.00000 | ||
| 2198 | 2012.01.13 12:00 | modify | 733 | 1.00 | 1.28294 | 1.31294 | 1.25294 | ||
| 2199 | 2012.01.13 13:00 | close | 733 | 1.00 | 1.27964 | 1.31294 | 1.25294 | 330.00 | 64279.24 |
| 2200 | 2012.01.13 14:30 | sell | 734 | 1.00 | 1.27898 | 0.00000 | 0.00000 | ||
| 2201 | 2012.01.13 14:30 | modify | 734 | 1.00 | 1.27898 | 1.30898 | 1.24898 | ||
| 2202 | 2012.01.13 16:00 | close | 734 | 1.00 | 1.27307 | 1.30898 | 1.24898 | 591.00 | 64870.24 |
| 2203 | 2012.01.18 13:30 | sell | 735 | 1.00 | 1.28182 | 0.00000 | 0.00000 | ||
| 2204 | 2012.01.18 13:30 | modify | 735 | 1.00 | 1.28182 | 1.31182 | 1.25182 | ||
| 2205 | 2012.01.18 14:30 | close | 735 | 1.00 | 1.27928 | 1.31182 | 1.25182 | 254.00 | 65124.24 |
| 2206 | 2012.01.18 17:30 | sell | 736 | 1.00 | 1.28343 | 0.00000 | 0.00000 | ||
| 2207 | 2012.01.18 17:30 | modify | 736 | 1.00 | 1.28343 | 1.31343 | 1.25343 | ||
| 2208 | 2012.01.19 23:00 | close | 736 | 1.00 | 1.29676 | 1.31343 | 1.25343 | -1324.54 | 63799.70 |
| 2209 | 2012.01.20 13:00 | buy | 737 | 1.00 | 1.29100 | 0.00000 | 0.00000 | ||
| 2210 | 2012.01.20 13:00 | modify | 737 | 1.00 | 1.29100 | 1.26100 | 1.32100 | ||
| 2211 | 2012.01.20 17:30 | close | 737 | 1.00 | 1.29413 | 1.26100 | 1.32100 | 313.00 | 64112.70 |
| 2212 | 2012.01.25 15:00 | sell | 738 | 1.00 | 1.29481 | 0.00000 | 0.00000 | ||
| 2213 | 2012.01.25 15:00 | modify | 738 | 1.00 | 1.29481 | 1.32481 | 1.26481 | ||
| 2214 | 2012.01.25 20:30 | close | 738 | 1.00 | 1.30989 | 1.32481 | 1.26481 | -1508.00 | 62604.70 |
| 2215 | 2012.01.26 16:30 | sell | 739 | 1.00 | 1.31716 | 0.00000 | 0.00000 | ||
| 2216 | 2012.01.26 16:30 | modify | 739 | 1.00 | 1.31716 | 1.34716 | 1.28716 | ||
| 2217 | 2012.01.26 19:30 | close | 739 | 1.00 | 1.31423 | 1.34716 | 1.28716 | 293.00 | 62897.70 |
| 2218 | 2012.01.30 11:30 | sell | 740 | 1.00 | 1.31427 | 0.00000 | 0.00000 | ||
| 2219 | 2012.01.30 11:30 | modify | 740 | 1.00 | 1.31427 | 1.34427 | 1.28427 | ||
| 2220 | 2012.01.30 14:30 | close | 740 | 1.00 | 1.31175 | 1.34427 | 1.28427 | 252.00 | 63149.70 |
| 2221 | 2012.02.01 15:30 | sell | 741 | 1.00 | 1.31815 | 0.00000 | 0.00000 | ||
| 2222 | 2012.02.01 15:30 | modify | 741 | 1.00 | 1.31815 | 1.34815 | 1.28815 | ||
| 2223 | 2012.02.01 17:00 | buy | 742 | 1.00 | 1.31689 | 0.00000 | 0.00000 | ||
| 2224 | 2012.02.01 17:00 | modify | 742 | 1.00 | 1.31689 | 1.28689 | 1.34689 | ||
| 2225 | 2012.02.01 18:00 | close | 742 | 1.00 | 1.31980 | 1.28689 | 1.34689 | 291.00 | 63440.70 |
| 2226 | 2012.02.01 18:30 | buy | 743 | 1.00 | 1.31941 | 0.00000 | 0.00000 | ||
| 2227 | 2012.02.01 18:30 | modify | 743 | 1.00 | 1.31941 | 1.28941 | 1.34941 | ||
| 2228 | 2012.02.01 22:00 | close | 741 | 1.00 | 1.31582 | 1.34815 | 1.28815 | 233.00 | 63673.70 |
| 2229 | 2012.02.02 15:30 | sell | 744 | 1.00 | 1.31072 | 0.00000 | 0.00000 | ||
| 2230 | 2012.02.02 15:30 | modify | 744 | 1.00 | 1.31072 | 1.34072 | 1.28072 | ||
| 2231 | 2012.02.03 16:30 | close | 744 | 1.00 | 1.30869 | 1.34072 | 1.28072 | 205.82 | 63879.52 |
| 2232 | 2012.02.06 08:30 | close | 743 | 1.00 | 1.30589 | 1.28941 | 1.34941 | -1380.88 | 62498.64 |
| 2233 | 2012.02.06 14:00 | sell | 745 | 1.00 | 1.30569 | 0.00000 | 0.00000 | ||
| 2234 | 2012.02.06 14:00 | modify | 745 | 1.00 | 1.30569 | 1.33569 | 1.27569 | ||
| 2235 | 2012.02.06 16:00 | close | 745 | 1.00 | 1.30318 | 1.33569 | 1.27569 | 251.00 | 62749.64 |
| 2236 | 2012.02.09 17:00 | sell | 746 | 1.00 | 1.33104 | 0.00000 | 0.00000 | ||
| 2237 | 2012.02.09 17:00 | modify | 746 | 1.00 | 1.33104 | 1.36104 | 1.30104 | ||
| 2238 | 2012.02.09 17:30 | close | 746 | 1.00 | 1.32854 | 1.36104 | 1.30104 | 250.00 | 62999.64 |
| 2239 | 2012.02.10 16:00 | sell | 747 | 1.00 | 1.31730 | 0.00000 | 0.00000 | ||
| 2240 | 2012.02.10 16:00 | modify | 747 | 1.00 | 1.31730 | 1.34730 | 1.28730 | ||
| 2241 | 2012.02.10 17:00 | buy | 748 | 1.00 | 1.31819 | 0.00000 | 0.00000 | ||
| 2242 | 2012.02.10 17:00 | modify | 748 | 1.00 | 1.31819 | 1.28819 | 1.34819 | ||
| 2243 | 2012.02.13 02:00 | close | 748 | 1.00 | 1.32398 | 1.28819 | 1.34819 | 573.22 | 63572.87 |
| 2244 | 2012.02.14 08:30 | close | 747 | 1.00 | 1.31369 | 1.34730 | 1.28730 | 366.64 | 63939.50 |
| 2245 | 2012.02.14 17:00 | buy | 749 | 1.00 | 1.31604 | 0.00000 | 0.00000 | ||
| 2246 | 2012.02.14 17:00 | modify | 749 | 1.00 | 1.31604 | 1.28604 | 1.34604 | ||
| 2247 | 2012.02.15 09:30 | close | 749 | 1.00 | 1.31850 | 1.28604 | 1.34604 | 240.22 | 64179.73 |
| 2248 | 2012.02.15 16:00 | sell | 750 | 1.00 | 1.30900 | 0.00000 | 0.00000 | ||
| 2249 | 2012.02.15 16:00 | modify | 750 | 1.00 | 1.30900 | 1.33900 | 1.27900 | ||
| 2250 | 2012.02.15 18:00 | close | 750 | 1.00 | 1.30666 | 1.33900 | 1.27900 | 234.00 | 64413.73 |