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 |
| 2251 | 2012.02.15 21:30 | sell | 751 | 1.00 | 1.30809 | 0.00000 | 0.00000 | ||
| 2252 | 2012.02.15 21:30 | modify | 751 | 1.00 | 1.30809 | 1.33809 | 1.27809 | ||
| 2253 | 2012.02.16 02:00 | close | 751 | 1.00 | 1.30563 | 1.33809 | 1.27809 | 254.46 | 64668.18 |
| 2254 | 2012.02.16 20:30 | buy | 752 | 1.00 | 1.31092 | 0.00000 | 0.00000 | ||
| 2255 | 2012.02.16 20:30 | modify | 752 | 1.00 | 1.31092 | 1.28092 | 1.34092 | ||
| 2256 | 2012.02.16 22:00 | close | 752 | 1.00 | 1.31392 | 1.28092 | 1.34092 | 300.00 | 64968.18 |
| 2257 | 2012.02.16 23:00 | buy | 753 | 1.00 | 1.31379 | 0.00000 | 0.00000 | ||
| 2258 | 2012.02.16 23:00 | modify | 753 | 1.00 | 1.31379 | 1.28379 | 1.34379 | ||
| 2259 | 2012.02.17 14:30 | close | 753 | 1.00 | 1.31664 | 1.28379 | 1.34379 | 279.22 | 65247.41 |
| 2260 | 2012.02.17 15:00 | sell | 754 | 1.00 | 1.31692 | 0.00000 | 0.00000 | ||
| 2261 | 2012.02.17 15:00 | modify | 754 | 1.00 | 1.31692 | 1.34692 | 1.28692 | ||
| 2262 | 2012.02.17 18:30 | close | 754 | 1.00 | 1.31487 | 1.34692 | 1.28692 | 205.00 | 65452.41 |
| 2263 | 2012.02.21 10:00 | sell | 755 | 1.00 | 1.32526 | 0.00000 | 0.00000 | ||
| 2264 | 2012.02.21 10:00 | modify | 755 | 1.00 | 1.32526 | 1.35526 | 1.29526 | ||
| 2265 | 2012.02.21 12:30 | close | 755 | 1.00 | 1.32278 | 1.35526 | 1.29526 | 248.00 | 65700.41 |
| 2266 | 2012.02.27 18:00 | buy | 756 | 1.00 | 1.33957 | 0.00000 | 0.00000 | ||
| 2267 | 2012.02.27 18:00 | modify | 756 | 1.00 | 1.33957 | 1.30957 | 1.36957 | ||
| 2268 | 2012.02.28 06:00 | close | 756 | 1.00 | 1.34272 | 1.30957 | 1.36957 | 309.22 | 66009.63 |
| 2269 | 2012.02.28 10:00 | sell | 757 | 1.00 | 1.34440 | 0.00000 | 0.00000 | ||
| 2270 | 2012.02.28 10:00 | modify | 757 | 1.00 | 1.34440 | 1.37440 | 1.31440 | ||
| 2271 | 2012.02.28 17:30 | close | 757 | 1.00 | 1.34003 | 1.37440 | 1.31440 | 437.00 | 66446.63 |
| 2272 | 2012.02.29 14:00 | sell | 758 | 1.00 | 1.34420 | 0.00000 | 0.00000 | ||
| 2273 | 2012.02.29 14:00 | modify | 758 | 1.00 | 1.34420 | 1.37420 | 1.31420 | ||
| 2274 | 2012.02.29 17:30 | close | 758 | 1.00 | 1.34012 | 1.37420 | 1.31420 | 408.00 | 66854.63 |
| 2275 | 2012.03.01 18:30 | sell | 759 | 1.00 | 1.33331 | 0.00000 | 0.00000 | ||
| 2276 | 2012.03.01 18:30 | modify | 759 | 1.00 | 1.33331 | 1.36331 | 1.30331 | ||
| 2277 | 2012.03.01 19:30 | close | 759 | 1.00 | 1.33126 | 1.36331 | 1.30331 | 205.00 | 67059.63 |
| 2278 | 2012.03.05 18:30 | sell | 760 | 1.00 | 1.32347 | 0.00000 | 0.00000 | ||
| 2279 | 2012.03.05 18:30 | modify | 760 | 1.00 | 1.32347 | 1.35347 | 1.29347 | ||
| 2280 | 2012.03.06 05:30 | close | 760 | 1.00 | 1.32090 | 1.35347 | 1.29347 | 259.82 | 67319.45 |
| 2281 | 2012.03.07 19:00 | buy | 761 | 1.00 | 1.31495 | 0.00000 | 0.00000 | ||
| 2282 | 2012.03.07 19:00 | modify | 761 | 1.00 | 1.31495 | 1.28495 | 1.34495 | ||
| 2283 | 2012.03.08 06:00 | close | 761 | 1.00 | 1.31695 | 1.28495 | 1.34495 | 182.67 | 67502.13 |
| 2284 | 2012.03.08 16:00 | buy | 762 | 1.00 | 1.32483 | 0.00000 | 0.00000 | ||
| 2285 | 2012.03.08 16:00 | modify | 762 | 1.00 | 1.32483 | 1.29483 | 1.35483 | ||
| 2286 | 2012.03.08 18:00 | close | 762 | 1.00 | 1.32714 | 1.29483 | 1.35483 | 231.00 | 67733.13 |
| 2287 | 2012.03.09 17:30 | buy | 763 | 1.00 | 1.31151 | 0.00000 | 0.00000 | ||
| 2288 | 2012.03.09 17:30 | modify | 763 | 1.00 | 1.31151 | 1.28151 | 1.34151 | ||
| 2289 | 2012.03.12 19:00 | close | 763 | 1.00 | 1.31400 | 1.28151 | 1.34151 | 243.22 | 67976.35 |
| 2290 | 2012.03.15 12:00 | sell | 764 | 1.00 | 1.30505 | 0.00000 | 0.00000 | ||
| 2291 | 2012.03.15 12:00 | modify | 764 | 1.00 | 1.30505 | 1.33505 | 1.27505 | ||
| 2292 | 2012.03.16 17:30 | close | 764 | 1.00 | 1.31809 | 1.33505 | 1.27505 | -1301.18 | 66675.17 |
| 2293 | 2012.03.19 19:00 | buy | 765 | 1.00 | 1.32430 | 0.00000 | 0.00000 | ||
| 2294 | 2012.03.19 19:00 | modify | 765 | 1.00 | 1.32430 | 1.29430 | 1.35430 | ||
| 2295 | 2012.03.21 04:00 | close | 765 | 1.00 | 1.32642 | 1.29430 | 1.35430 | 200.45 | 66875.62 |
| 2296 | 2012.03.22 13:00 | sell | 766 | 1.00 | 1.31584 | 0.00000 | 0.00000 | ||
| 2297 | 2012.03.22 13:00 | modify | 766 | 1.00 | 1.31584 | 1.34584 | 1.28584 | ||
| 2298 | 2012.03.23 12:30 | buy | 767 | 1.00 | 1.32672 | 0.00000 | 0.00000 | ||
| 2299 | 2012.03.23 12:30 | modify | 767 | 1.00 | 1.32672 | 1.29672 | 1.35672 | ||
| 2300 | 2012.03.26 03:00 | close | 766 | 1.00 | 1.32847 | 1.34584 | 1.28584 | -1257.36 | 65618.26 |
| 2301 | 2012.03.26 15:30 | close | 767 | 1.00 | 1.33097 | 1.29672 | 1.35672 | 419.22 | 66037.48 |
| 2302 | 2012.03.26 16:00 | buy | 768 | 1.00 | 1.33140 | 0.00000 | 0.00000 | ||
| 2303 | 2012.03.26 16:00 | modify | 768 | 1.00 | 1.33140 | 1.30140 | 1.36140 | ||
| 2304 | 2012.03.26 21:30 | close | 768 | 1.00 | 1.33354 | 1.30140 | 1.36140 | 214.00 | 66251.48 |
| 2305 | 2012.03.28 19:30 | sell | 769 | 1.00 | 1.33064 | 0.00000 | 0.00000 | ||
| 2306 | 2012.03.28 19:30 | modify | 769 | 1.00 | 1.33064 | 1.36064 | 1.30064 | ||
| 2307 | 2012.03.29 13:00 | close | 769 | 1.00 | 1.32832 | 1.36064 | 1.30064 | 240.46 | 66491.94 |
| 2308 | 2012.04.11 12:30 | buy | 770 | 1.00 | 1.31131 | 0.00000 | 0.00000 | ||
| 2309 | 2012.04.11 12:30 | modify | 770 | 1.00 | 1.31131 | 1.28131 | 1.34131 | ||
| 2310 | 2012.04.11 13:00 | close | 770 | 1.00 | 1.31377 | 1.28131 | 1.34131 | 246.00 | 66737.94 |
| 2311 | 2012.04.11 13:30 | buy | 771 | 1.00 | 1.31415 | 0.00000 | 0.00000 | ||
| 2312 | 2012.04.11 13:30 | modify | 771 | 1.00 | 1.31415 | 1.28415 | 1.34415 | ||
| 2313 | 2012.04.11 16:30 | sell | 772 | 1.00 | 1.31406 | 0.00000 | 0.00000 | ||
| 2314 | 2012.04.11 16:30 | modify | 772 | 1.00 | 1.31406 | 1.34406 | 1.28406 | ||
| 2315 | 2012.04.11 18:30 | close | 772 | 1.00 | 1.31111 | 1.34406 | 1.28406 | 295.00 | 67032.94 |
| 2316 | 2012.04.12 15:00 | close | 771 | 1.00 | 1.31639 | 1.28415 | 1.34415 | 206.67 | 67239.61 |
| 2317 | 2012.04.16 19:00 | buy | 773 | 1.00 | 1.30676 | 0.00000 | 0.00000 | ||
| 2318 | 2012.04.16 19:00 | modify | 773 | 1.00 | 1.30676 | 1.27676 | 1.33676 | ||
| 2319 | 2012.04.16 20:00 | close | 773 | 1.00 | 1.30920 | 1.27676 | 1.33676 | 244.00 | 67483.61 |
| 2320 | 2012.04.19 15:00 | sell | 774 | 1.00 | 1.30879 | 0.00000 | 0.00000 | ||
| 2321 | 2012.04.19 15:00 | modify | 774 | 1.00 | 1.30879 | 1.33879 | 1.27879 | ||
| 2322 | 2012.04.20 14:00 | buy | 775 | 1.00 | 1.31921 | 0.00000 | 0.00000 | ||
| 2323 | 2012.04.20 14:00 | modify | 775 | 1.00 | 1.31921 | 1.28921 | 1.34921 | ||
| 2324 | 2012.04.20 17:30 | close | 775 | 1.00 | 1.32146 | 1.28921 | 1.34921 | 225.00 | 67708.61 |
| 2325 | 2012.04.20 17:30 | close | 774 | 1.00 | 1.32161 | 1.33879 | 1.27879 | -1279.18 | 66429.43 |
| 2326 | 2012.05.07 02:00 | sell | 776 | 1.00 | 1.29856 | 0.00000 | 0.00000 | ||
| 2327 | 2012.05.07 02:00 | modify | 776 | 1.00 | 1.29856 | 1.32856 | 1.26856 | ||
| 2328 | 2012.05.07 03:00 | close | 776 | 1.00 | 1.29623 | 1.32856 | 1.26856 | 233.00 | 66662.43 |
| 2329 | 2012.05.07 10:30 | sell | 777 | 1.00 | 1.30082 | 0.00000 | 0.00000 | ||
| 2330 | 2012.05.07 10:30 | modify | 777 | 1.00 | 1.30082 | 1.33082 | 1.27082 | ||
| 2331 | 2012.05.09 04:30 | close | 777 | 1.00 | 1.29797 | 1.33082 | 1.27082 | 290.64 | 66953.07 |
| 2332 | 2012.05.15 17:30 | sell | 778 | 1.00 | 1.27926 | 0.00000 | 0.00000 | ||
| 2333 | 2012.05.15 17:30 | modify | 778 | 1.00 | 1.27926 | 1.30926 | 1.24926 | ||
| 2334 | 2012.05.15 18:30 | close | 778 | 1.00 | 1.27606 | 1.30926 | 1.24926 | 320.00 | 67273.07 |
| 2335 | 2012.05.16 16:00 | buy | 779 | 1.00 | 1.27439 | 0.00000 | 0.00000 | ||
| 2336 | 2012.05.16 16:00 | modify | 779 | 1.00 | 1.27439 | 1.24439 | 1.30439 | ||
| 2337 | 2012.05.16 17:00 | sell | 780 | 1.00 | 1.27467 | 0.00000 | 0.00000 | ||
| 2338 | 2012.05.16 17:00 | modify | 780 | 1.00 | 1.27467 | 1.30467 | 1.24467 | ||
| 2339 | 2012.05.16 18:30 | close | 780 | 1.00 | 1.27183 | 1.30467 | 1.24467 | 284.00 | 67557.07 |
| 2340 | 2012.05.17 18:00 | sell | 781 | 1.00 | 1.27071 | 0.00000 | 0.00000 | ||
| 2341 | 2012.05.17 18:00 | modify | 781 | 1.00 | 1.27071 | 1.30071 | 1.24071 | ||
| 2342 | 2012.05.18 04:30 | close | 781 | 1.00 | 1.26795 | 1.30071 | 1.24071 | 278.82 | 67835.89 |
| 2343 | 2012.05.18 23:00 | close | 779 | 1.00 | 1.27759 | 1.24439 | 1.30439 | 296.90 | 68132.78 |
| 2344 | 2012.05.18 23:30 | buy | 782 | 1.00 | 1.27773 | 0.00000 | 0.00000 | ||
| 2345 | 2012.05.18 23:30 | modify | 782 | 1.00 | 1.27773 | 1.24773 | 1.30773 | ||
| 2346 | 2012.05.21 05:00 | close | 782 | 1.00 | 1.28106 | 1.24773 | 1.30773 | 327.22 | 68460.01 |
| 2347 | 2012.05.24 18:00 | buy | 783 | 1.00 | 1.25829 | 0.00000 | 0.00000 | ||
| 2348 | 2012.05.24 18:00 | modify | 783 | 1.00 | 1.25829 | 1.22829 | 1.28829 | ||
| 2349 | 2012.05.28 10:00 | close | 783 | 1.00 | 1.26134 | 1.22829 | 1.28829 | 293.45 | 68753.46 |
| 2350 | 2012.05.30 15:00 | buy | 784 | 1.00 | 1.24530 | 0.00000 | 0.00000 | ||
| 2351 | 2012.05.30 15:00 | modify | 784 | 1.00 | 1.24530 | 1.21530 | 1.27530 | ||
| 2352 | 2012.05.30 22:30 | sell | 785 | 1.00 | 1.23767 | 0.00000 | 0.00000 | ||
| 2353 | 2012.05.30 22:30 | modify | 785 | 1.00 | 1.23767 | 1.26767 | 1.20767 | ||
| 2354 | 2012.05.31 18:30 | close | 785 | 1.00 | 1.23522 | 1.26767 | 1.20767 | 253.46 | 69006.91 |
| 2355 | 2012.06.01 12:30 | close | 784 | 1.00 | 1.23225 | 1.21530 | 1.27530 | -1328.10 | 67678.81 |
| 2356 | 2012.06.01 16:00 | sell | 786 | 1.00 | 1.23342 | 0.00000 | 0.00000 | ||
| 2357 | 2012.06.01 16:00 | modify | 786 | 1.00 | 1.23342 | 1.26342 | 1.20342 | ||
| 2358 | 2012.06.01 17:00 | buy | 787 | 1.00 | 1.24011 | 0.00000 | 0.00000 | ||
| 2359 | 2012.06.01 17:00 | modify | 787 | 1.00 | 1.24011 | 1.21011 | 1.27011 | ||
| 2360 | 2012.06.01 21:30 | close | 787 | 1.00 | 1.24277 | 1.21011 | 1.27011 | 266.00 | 67944.81 |
| 2361 | 2012.06.01 23:30 | buy | 788 | 1.00 | 1.24160 | 0.00000 | 0.00000 | ||
| 2362 | 2012.06.01 23:30 | modify | 788 | 1.00 | 1.24160 | 1.21160 | 1.27160 | ||
| 2363 | 2012.06.04 15:00 | close | 788 | 1.00 | 1.24445 | 1.21160 | 1.27160 | 279.22 | 68224.04 |
| 2364 | 2012.06.04 16:30 | close | 786 | 1.00 | 1.24737 | 1.26342 | 1.20342 | -1392.18 | 66831.86 |
| 2365 | 2012.06.04 17:30 | buy | 789 | 1.00 | 1.24941 | 0.00000 | 0.00000 | ||
| 2366 | 2012.06.04 17:30 | modify | 789 | 1.00 | 1.24941 | 1.21941 | 1.27941 | ||
| 2367 | 2012.06.04 18:00 | sell | 790 | 1.00 | 1.24961 | 0.00000 | 0.00000 | ||
| 2368 | 2012.06.04 18:00 | modify | 790 | 1.00 | 1.24961 | 1.27961 | 1.21961 | ||
| 2369 | 2012.06.05 03:00 | close | 789 | 1.00 | 1.25261 | 1.21941 | 1.27941 | 314.22 | 67146.08 |
| 2370 | 2012.06.05 10:30 | close | 790 | 1.00 | 1.24529 | 1.27961 | 1.21961 | 434.82 | 67580.90 |
| 2371 | 2012.06.05 20:00 | buy | 791 | 1.00 | 1.24394 | 0.00000 | 0.00000 | ||
| 2372 | 2012.06.05 20:00 | modify | 791 | 1.00 | 1.24394 | 1.21394 | 1.27394 | ||
| 2373 | 2012.06.06 03:00 | close | 791 | 1.00 | 1.24610 | 1.21394 | 1.27394 | 210.22 | 67791.12 |
| 2374 | 2012.06.08 16:30 | buy | 792 | 1.00 | 1.24467 | 0.00000 | 0.00000 | ||
| 2375 | 2012.06.08 16:30 | modify | 792 | 1.00 | 1.24467 | 1.21467 | 1.27467 | ||
| 2376 | 2012.06.08 18:30 | close | 792 | 1.00 | 1.24765 | 1.21467 | 1.27467 | 298.00 | 68089.12 |
| 2377 | 2012.06.11 17:30 | buy | 793 | 1.00 | 1.25339 | 0.00000 | 0.00000 | ||
| 2378 | 2012.06.11 17:30 | modify | 793 | 1.00 | 1.25339 | 1.22339 | 1.28339 | ||
| 2379 | 2012.06.13 13:00 | sell | 794 | 1.00 | 1.25458 | 0.00000 | 0.00000 | ||
| 2380 | 2012.06.13 13:00 | modify | 794 | 1.00 | 1.25458 | 1.28458 | 1.22458 | ||
| 2381 | 2012.06.13 18:00 | close | 793 | 1.00 | 1.25731 | 1.22339 | 1.28339 | 380.45 | 68469.57 |
| 2382 | 2012.06.13 19:00 | buy | 795 | 1.00 | 1.25967 | 0.00000 | 0.00000 | ||
| 2383 | 2012.06.13 19:00 | modify | 795 | 1.00 | 1.25967 | 1.22967 | 1.28967 | ||
| 2384 | 2012.06.14 23:00 | close | 795 | 1.00 | 1.26193 | 1.22967 | 1.28967 | 208.67 | 68678.25 |
| 2385 | 2012.06.18 02:00 | close | 794 | 1.00 | 1.27197 | 1.28458 | 1.22458 | -1724.90 | 66953.34 |
| 2386 | 2012.06.18 03:30 | buy | 796 | 1.00 | 1.27122 | 0.00000 | 0.00000 | ||
| 2387 | 2012.06.18 03:30 | modify | 796 | 1.00 | 1.27122 | 1.24122 | 1.30122 | ||
| 2388 | 2012.06.18 14:30 | sell | 797 | 1.00 | 1.26352 | 0.00000 | 0.00000 | ||
| 2389 | 2012.06.18 14:30 | modify | 797 | 1.00 | 1.26352 | 1.29352 | 1.23352 | ||
| 2390 | 2012.06.18 16:00 | close | 797 | 1.00 | 1.25937 | 1.29352 | 1.23352 | 415.00 | 67368.34 |
| 2391 | 2012.06.18 18:00 | close | 796 | 1.00 | 1.25795 | 1.24122 | 1.30122 | -1327.00 | 66041.34 |
| 2392 | 2012.06.21 22:00 | buy | 798 | 1.00 | 1.25531 | 0.00000 | 0.00000 | ||
| 2393 | 2012.06.21 22:00 | modify | 798 | 1.00 | 1.25531 | 1.22531 | 1.28531 | ||
| 2394 | 2012.06.22 16:30 | close | 798 | 1.00 | 1.25759 | 1.22531 | 1.28531 | 222.22 | 66263.57 |
| 2395 | 2012.06.26 17:30 | buy | 799 | 1.00 | 1.24766 | 0.00000 | 0.00000 | ||
| 2396 | 2012.06.26 17:30 | modify | 799 | 1.00 | 1.24766 | 1.21766 | 1.27766 | ||
| 2397 | 2012.06.26 22:30 | close | 799 | 1.00 | 1.24979 | 1.21766 | 1.27766 | 213.00 | 66476.57 |
| 2398 | 2012.06.29 08:00 | buy | 800 | 1.00 | 1.25760 | 0.00000 | 0.00000 | ||
| 2399 | 2012.06.29 08:00 | modify | 800 | 1.00 | 1.25760 | 1.22760 | 1.28760 | ||
| 2400 | 2012.06.29 15:30 | close | 800 | 1.00 | 1.26410 | 1.22760 | 1.28760 | 650.00 | 67126.57 |