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 |
| 2401 | 2012.07.06 19:30 | sell | 801 | 1.00 | 1.22816 | 0.00000 | 0.00000 | ||
| 2402 | 2012.07.06 19:30 | modify | 801 | 1.00 | 1.22816 | 1.25816 | 1.19816 | ||
| 2403 | 2012.07.10 17:30 | close | 801 | 1.00 | 1.22585 | 1.25816 | 1.19816 | 236.64 | 67363.20 |
| 2404 | 2012.07.12 16:00 | sell | 802 | 1.00 | 1.21826 | 0.00000 | 0.00000 | ||
| 2405 | 2012.07.12 16:00 | modify | 802 | 1.00 | 1.21826 | 1.24826 | 1.18826 | ||
| 2406 | 2012.07.17 04:30 | close | 802 | 1.00 | 1.23083 | 1.24826 | 1.18826 | -1248.54 | 66114.66 |
| 2407 | 2012.07.17 18:00 | sell | 803 | 1.00 | 1.22141 | 0.00000 | 0.00000 | ||
| 2408 | 2012.07.17 18:00 | modify | 803 | 1.00 | 1.22141 | 1.25141 | 1.19141 | ||
| 2409 | 2012.07.18 17:00 | buy | 804 | 1.00 | 1.22442 | 0.00000 | 0.00000 | ||
| 2410 | 2012.07.18 17:00 | modify | 804 | 1.00 | 1.22442 | 1.19442 | 1.25442 | ||
| 2411 | 2012.07.18 18:00 | close | 804 | 1.00 | 1.22647 | 1.19442 | 1.25442 | 205.00 | 66319.66 |
| 2412 | 2012.07.20 16:30 | close | 803 | 1.00 | 1.21837 | 1.25141 | 1.19141 | 318.10 | 66637.76 |
| 2413 | 2012.07.20 18:00 | sell | 805 | 1.00 | 1.21681 | 0.00000 | 0.00000 | ||
| 2414 | 2012.07.20 18:00 | modify | 805 | 1.00 | 1.21681 | 1.24681 | 1.18681 | ||
| 2415 | 2012.07.23 02:00 | close | 805 | 1.00 | 1.21223 | 1.24681 | 1.18681 | 460.82 | 67098.57 |
| 2416 | 2012.07.25 14:30 | buy | 806 | 1.00 | 1.21496 | 0.00000 | 0.00000 | ||
| 2417 | 2012.07.25 14:30 | modify | 806 | 1.00 | 1.21496 | 1.18496 | 1.24496 | ||
| 2418 | 2012.07.26 13:30 | close | 806 | 1.00 | 1.21830 | 1.18496 | 1.24496 | 316.67 | 67415.25 |
| 2419 | 2012.07.26 17:00 | buy | 807 | 1.00 | 1.22963 | 0.00000 | 0.00000 | ||
| 2420 | 2012.07.26 17:00 | modify | 807 | 1.00 | 1.22963 | 1.19963 | 1.25963 | ||
| 2421 | 2012.07.27 15:30 | close | 807 | 1.00 | 1.23191 | 1.19963 | 1.25963 | 222.22 | 67637.47 |
| 2422 | 2012.07.27 18:30 | sell | 808 | 1.00 | 1.23692 | 0.00000 | 0.00000 | ||
| 2423 | 2012.07.27 18:30 | modify | 808 | 1.00 | 1.23692 | 1.26692 | 1.20692 | ||
| 2424 | 2012.07.27 21:00 | close | 808 | 1.00 | 1.23233 | 1.26692 | 1.20692 | 459.00 | 68096.47 |
| 2425 | 2012.07.27 23:00 | buy | 809 | 1.00 | 1.23010 | 0.00000 | 0.00000 | ||
| 2426 | 2012.07.27 23:00 | modify | 809 | 1.00 | 1.23010 | 1.20010 | 1.26010 | ||
| 2427 | 2012.07.31 17:30 | sell | 810 | 1.00 | 1.22976 | 0.00000 | 0.00000 | ||
| 2428 | 2012.07.31 17:30 | modify | 810 | 1.00 | 1.22976 | 1.25976 | 1.19976 | ||
| 2429 | 2012.08.01 10:30 | close | 809 | 1.00 | 1.23284 | 1.20010 | 1.26010 | 256.67 | 68353.15 |
| 2430 | 2012.08.01 21:30 | close | 810 | 1.00 | 1.22548 | 1.25976 | 1.19976 | 430.82 | 68783.96 |
| 2431 | 2012.08.02 18:30 | sell | 811 | 1.00 | 1.21502 | 0.00000 | 0.00000 | ||
| 2432 | 2012.08.02 18:30 | modify | 811 | 1.00 | 1.21502 | 1.24502 | 1.18502 | ||
| 2433 | 2012.08.03 14:00 | close | 811 | 1.00 | 1.22887 | 1.24502 | 1.18502 | -1382.18 | 67401.78 |
| 2434 | 2012.08.03 18:00 | sell | 812 | 1.00 | 1.23401 | 0.00000 | 0.00000 | ||
| 2435 | 2012.08.03 18:00 | modify | 812 | 1.00 | 1.23401 | 1.26401 | 1.20401 | ||
| 2436 | 2012.08.09 13:30 | close | 812 | 1.00 | 1.23124 | 1.26401 | 1.20401 | 293.91 | 67695.70 |
| 2437 | 2012.08.31 13:00 | buy | 813 | 1.00 | 1.25633 | 0.00000 | 0.00000 | ||
| 2438 | 2012.08.31 13:00 | modify | 813 | 1.00 | 1.25633 | 1.22633 | 1.28633 | ||
| 2439 | 2012.08.31 14:30 | close | 813 | 1.00 | 1.25871 | 1.22633 | 1.28633 | 238.00 | 67933.70 |
| 2440 | 2012.09.04 17:30 | buy | 814 | 1.00 | 1.25733 | 0.00000 | 0.00000 | ||
| 2441 | 2012.09.04 17:30 | modify | 814 | 1.00 | 1.25733 | 1.22733 | 1.28733 | ||
| 2442 | 2012.09.05 16:00 | close | 814 | 1.00 | 1.26046 | 1.22733 | 1.28733 | 307.22 | 68240.92 |
| 2443 | 2012.09.05 17:30 | buy | 815 | 1.00 | 1.26030 | 0.00000 | 0.00000 | ||
| 2444 | 2012.09.05 17:30 | modify | 815 | 1.00 | 1.26030 | 1.23030 | 1.29030 | ||
| 2445 | 2012.09.06 09:30 | close | 815 | 1.00 | 1.26267 | 1.23030 | 1.29030 | 219.67 | 68460.59 |
| 2446 | 2012.09.14 17:30 | buy | 816 | 1.00 | 1.31494 | 0.00000 | 0.00000 | ||
| 2447 | 2012.09.14 17:30 | modify | 816 | 1.00 | 1.31494 | 1.28494 | 1.34494 | ||
| 2448 | 2012.09.14 18:00 | sell | 817 | 1.00 | 1.31478 | 0.00000 | 0.00000 | ||
| 2449 | 2012.09.14 18:00 | modify | 817 | 1.00 | 1.31478 | 1.34478 | 1.28478 | ||
| 2450 | 2012.09.14 20:00 | close | 817 | 1.00 | 1.31225 | 1.34478 | 1.28478 | 253.00 | 68713.59 |
| 2451 | 2012.09.18 17:00 | sell | 818 | 1.00 | 1.30608 | 0.00000 | 0.00000 | ||
| 2452 | 2012.09.18 17:00 | modify | 818 | 1.00 | 1.30608 | 1.33608 | 1.27608 | ||
| 2453 | 2012.09.18 21:00 | close | 818 | 1.00 | 1.30375 | 1.33608 | 1.27608 | 233.00 | 68946.59 |
| 2454 | 2012.09.19 13:00 | close | 816 | 1.00 | 1.30139 | 1.28494 | 1.34494 | -1372.33 | 67574.27 |
| 2455 | 2012.09.20 10:30 | sell | 819 | 1.00 | 1.29687 | 0.00000 | 0.00000 | ||
| 2456 | 2012.09.20 10:30 | modify | 819 | 1.00 | 1.29687 | 1.32687 | 1.26687 | ||
| 2457 | 2012.09.20 12:00 | buy | 820 | 1.00 | 1.29670 | 0.00000 | 0.00000 | ||
| 2458 | 2012.09.20 12:00 | modify | 820 | 1.00 | 1.29670 | 1.26670 | 1.32670 | ||
| 2459 | 2012.09.20 12:30 | close | 819 | 1.00 | 1.29426 | 1.32687 | 1.26687 | 261.00 | 67835.27 |
| 2460 | 2012.09.21 07:30 | close | 820 | 1.00 | 1.29879 | 1.26670 | 1.32670 | 203.22 | 68038.49 |
| 2461 | 2012.09.24 15:00 | buy | 821 | 1.00 | 1.29231 | 0.00000 | 0.00000 | ||
| 2462 | 2012.09.24 15:00 | modify | 821 | 1.00 | 1.29231 | 1.26231 | 1.32231 | ||
| 2463 | 2012.09.25 05:30 | close | 821 | 1.00 | 1.29470 | 1.26231 | 1.32231 | 233.22 | 68271.72 |
| 2464 | 2012.09.25 10:00 | buy | 822 | 1.00 | 1.29038 | 0.00000 | 0.00000 | ||
| 2465 | 2012.09.25 10:00 | modify | 822 | 1.00 | 1.29038 | 1.26038 | 1.32038 | ||
| 2466 | 2012.09.25 12:00 | sell | 823 | 1.00 | 1.29105 | 0.00000 | 0.00000 | ||
| 2467 | 2012.09.25 12:00 | modify | 823 | 1.00 | 1.29105 | 1.32105 | 1.26105 | ||
| 2468 | 2012.09.25 14:30 | close | 822 | 1.00 | 1.29345 | 1.26038 | 1.32038 | 307.00 | 68578.72 |
| 2469 | 2012.09.26 07:30 | close | 823 | 1.00 | 1.28775 | 1.32105 | 1.26105 | 332.82 | 68911.54 |
| 2470 | 2012.09.27 14:30 | buy | 824 | 1.00 | 1.28667 | 0.00000 | 0.00000 | ||
| 2471 | 2012.09.27 14:30 | modify | 824 | 1.00 | 1.28667 | 1.25667 | 1.31667 | ||
| 2472 | 2012.09.27 19:30 | close | 824 | 1.00 | 1.28936 | 1.25667 | 1.31667 | 269.00 | 69180.54 |
| 2473 | 2012.10.01 17:30 | buy | 825 | 1.00 | 1.29131 | 0.00000 | 0.00000 | ||
| 2474 | 2012.10.01 17:30 | modify | 825 | 1.00 | 1.29131 | 1.26131 | 1.32131 | ||
| 2475 | 2012.10.02 16:30 | close | 825 | 1.00 | 1.29422 | 1.26131 | 1.32131 | 285.22 | 69465.76 |
| 2476 | 2012.10.26 17:30 | buy | 826 | 1.00 | 1.29318 | 0.00000 | 0.00000 | ||
| 2477 | 2012.10.26 17:30 | modify | 826 | 1.00 | 1.29318 | 1.26318 | 1.32318 | ||
| 2478 | 2012.10.30 14:00 | close | 826 | 1.00 | 1.29528 | 1.26318 | 1.32318 | 198.45 | 69664.21 |
| 2479 | 2012.11.05 15:00 | sell | 827 | 1.00 | 1.27816 | 0.00000 | 0.00000 | ||
| 2480 | 2012.11.05 15:00 | modify | 827 | 1.00 | 1.27816 | 1.30816 | 1.24816 | ||
| 2481 | 2012.11.07 14:30 | close | 827 | 1.00 | 1.27594 | 1.30816 | 1.24816 | 227.64 | 69891.85 |
| 2482 | 2012.11.07 15:30 | sell | 828 | 1.00 | 1.27518 | 0.00000 | 0.00000 | ||
| 2483 | 2012.11.07 15:30 | modify | 828 | 1.00 | 1.27518 | 1.30518 | 1.24518 | ||
| 2484 | 2012.11.08 12:30 | close | 828 | 1.00 | 1.27244 | 1.30518 | 1.24518 | 282.46 | 70174.30 |
| 2485 | 2012.11.21 06:30 | sell | 829 | 1.00 | 1.27546 | 0.00000 | 0.00000 | ||
| 2486 | 2012.11.21 06:30 | modify | 829 | 1.00 | 1.27546 | 1.30546 | 1.24546 | ||
| 2487 | 2012.11.22 13:30 | close | 829 | 1.00 | 1.28797 | 1.30546 | 1.24546 | -1242.54 | 68931.76 |
| 2488 | 2012.11.27 03:00 | buy | 830 | 1.00 | 1.29913 | 0.00000 | 0.00000 | ||
| 2489 | 2012.11.27 03:00 | modify | 830 | 1.00 | 1.29913 | 1.26913 | 1.32913 | ||
| 2490 | 2012.11.30 09:30 | close | 830 | 1.00 | 1.30204 | 1.26913 | 1.32913 | 262.12 | 69193.88 |
| 2491 | 2012.12.07 16:00 | sell | 831 | 1.00 | 1.29051 | 0.00000 | 0.00000 | ||
| 2492 | 2012.12.07 16:00 | modify | 831 | 1.00 | 1.29051 | 1.32051 | 1.26051 | ||
| 2493 | 2012.12.12 14:30 | close | 831 | 1.00 | 1.30414 | 1.32051 | 1.26051 | -1354.54 | 67839.34 |
| 2494 | 2012.12.28 15:30 | sell | 832 | 1.00 | 1.31966 | 0.00000 | 0.00000 | ||
| 2495 | 2012.12.28 15:30 | modify | 832 | 1.00 | 1.31966 | 1.34966 | 1.28966 | ||
| 2496 | 2013.01.02 19:30 | close | 832 | 1.00 | 1.31705 | 1.34966 | 1.28966 | 269.46 | 68108.80 |
| 2497 | 2013.01.11 17:30 | sell | 833 | 1.00 | 1.33424 | 0.00000 | 0.00000 | ||
| 2498 | 2013.01.11 17:30 | modify | 833 | 1.00 | 1.33424 | 1.36424 | 1.30424 | ||
| 2499 | 2013.01.15 17:30 | buy | 834 | 1.00 | 1.33358 | 0.00000 | 0.00000 | ||
| 2500 | 2013.01.15 17:30 | modify | 834 | 1.00 | 1.33358 | 1.30358 | 1.36358 | ||
| 2501 | 2013.01.15 21:00 | close | 833 | 1.00 | 1.32880 | 1.36424 | 1.30424 | 549.64 | 68658.44 |
| 2502 | 2013.01.17 13:00 | close | 834 | 1.00 | 1.33657 | 1.30358 | 1.36358 | 275.90 | 68934.33 |
| 2503 | 2013.01.18 16:00 | buy | 835 | 1.00 | 1.33152 | 0.00000 | 0.00000 | ||
| 2504 | 2013.01.18 16:00 | modify | 835 | 1.00 | 1.33152 | 1.30152 | 1.36152 | ||
| 2505 | 2013.01.22 06:30 | close | 835 | 1.00 | 1.33446 | 1.30152 | 1.36152 | 282.45 | 69216.78 |
| 2506 | 2013.01.24 18:30 | buy | 836 | 1.00 | 1.33794 | 0.00000 | 0.00000 | ||
| 2507 | 2013.01.24 18:30 | modify | 836 | 1.00 | 1.33794 | 1.30794 | 1.36794 | ||
| 2508 | 2013.01.25 09:30 | close | 836 | 1.00 | 1.34097 | 1.30794 | 1.36794 | 297.22 | 69514.01 |
| 2509 | 2013.01.25 12:30 | buy | 837 | 1.00 | 1.34363 | 0.00000 | 0.00000 | ||
| 2510 | 2013.01.25 12:30 | modify | 837 | 1.00 | 1.34363 | 1.31363 | 1.37363 | ||
| 2511 | 2013.01.25 16:30 | close | 837 | 1.00 | 1.34605 | 1.31363 | 1.37363 | 242.00 | 69756.01 |
| 2512 | 2013.01.30 16:00 | buy | 838 | 1.00 | 1.35407 | 0.00000 | 0.00000 | ||
| 2513 | 2013.01.30 16:00 | modify | 838 | 1.00 | 1.35407 | 1.32407 | 1.38407 | ||
| 2514 | 2013.01.30 17:30 | close | 838 | 1.00 | 1.35614 | 1.32407 | 1.38407 | 207.00 | 69963.01 |
| 2515 | 2013.02.05 17:30 | buy | 839 | 1.00 | 1.35301 | 0.00000 | 0.00000 | ||
| 2516 | 2013.02.05 17:30 | modify | 839 | 1.00 | 1.35301 | 1.32301 | 1.38301 | ||
| 2517 | 2013.02.05 18:30 | close | 839 | 1.00 | 1.35876 | 1.32301 | 1.38301 | 575.00 | 70538.01 |
| 2518 | 2013.02.06 10:30 | sell | 840 | 1.00 | 1.35331 | 0.00000 | 0.00000 | ||
| 2519 | 2013.02.06 10:30 | modify | 840 | 1.00 | 1.35331 | 1.38331 | 1.32331 | ||
| 2520 | 2013.02.06 16:00 | close | 840 | 1.00 | 1.34985 | 1.38331 | 1.32331 | 346.00 | 70884.01 |
| 2521 | 2013.02.12 16:30 | sell | 841 | 1.00 | 1.34238 | 0.00000 | 0.00000 | ||
| 2522 | 2013.02.12 16:30 | modify | 841 | 1.00 | 1.34238 | 1.37238 | 1.31238 | ||
| 2523 | 2013.02.14 09:30 | close | 841 | 1.00 | 1.33943 | 1.37238 | 1.31238 | 306.28 | 71190.28 |
| 2524 | 2013.02.14 17:30 | sell | 842 | 1.00 | 1.33424 | 0.00000 | 0.00000 | ||
| 2525 | 2013.02.14 17:30 | modify | 842 | 1.00 | 1.33424 | 1.36424 | 1.30424 | ||
| 2526 | 2013.02.15 14:30 | close | 842 | 1.00 | 1.33127 | 1.36424 | 1.30424 | 299.82 | 71490.10 |
| 2527 | 2013.02.21 12:00 | sell | 843 | 1.00 | 1.31993 | 0.00000 | 0.00000 | ||
| 2528 | 2013.02.21 12:00 | modify | 843 | 1.00 | 1.31993 | 1.34993 | 1.28993 | ||
| 2529 | 2013.02.21 21:30 | close | 843 | 1.00 | 1.31747 | 1.34993 | 1.28993 | 246.00 | 71736.10 |
| 2530 | 2013.02.25 15:30 | buy | 844 | 1.00 | 1.33015 | 0.00000 | 0.00000 | ||
| 2531 | 2013.02.25 15:30 | modify | 844 | 1.00 | 1.33015 | 1.30015 | 1.36015 | ||
| 2532 | 2013.02.25 19:00 | close | 844 | 1.00 | 1.31725 | 1.30015 | 1.36015 | -1290.00 | 70446.10 |
| 2533 | 2013.02.25 22:00 | sell | 845 | 1.00 | 1.31210 | 0.00000 | 0.00000 | ||
| 2534 | 2013.02.25 22:00 | modify | 845 | 1.00 | 1.31210 | 1.34210 | 1.28210 | ||
| 2535 | 2013.02.25 22:30 | close | 845 | 1.00 | 1.30831 | 1.34210 | 1.28210 | 379.00 | 70825.10 |
| 2536 | 2013.02.26 13:30 | buy | 846 | 1.00 | 1.30867 | 0.00000 | 0.00000 | ||
| 2537 | 2013.02.26 13:30 | modify | 846 | 1.00 | 1.30867 | 1.27867 | 1.33867 | ||
| 2538 | 2013.02.27 10:30 | sell | 847 | 1.00 | 1.30892 | 0.00000 | 0.00000 | ||
| 2539 | 2013.02.27 10:30 | modify | 847 | 1.00 | 1.30892 | 1.33892 | 1.27892 | ||
| 2540 | 2013.02.27 14:30 | close | 846 | 1.00 | 1.31079 | 1.27867 | 1.33867 | 206.22 | 71031.33 |
| 2541 | 2013.02.27 14:30 | buy | 848 | 1.00 | 1.31094 | 0.00000 | 0.00000 | ||
| 2542 | 2013.02.27 14:30 | modify | 848 | 1.00 | 1.31094 | 1.28094 | 1.34094 | ||
| 2543 | 2013.02.27 21:30 | close | 848 | 1.00 | 1.31303 | 1.28094 | 1.34094 | 209.00 | 71240.33 |
| 2544 | 2013.02.28 22:00 | close | 847 | 1.00 | 1.30644 | 1.33892 | 1.27892 | 256.46 | 71496.78 |
| 2545 | 2013.03.07 16:30 | buy | 849 | 1.00 | 1.30816 | 0.00000 | 0.00000 | ||
| 2546 | 2013.03.07 16:30 | modify | 849 | 1.00 | 1.30816 | 1.27816 | 1.33816 | ||
| 2547 | 2013.03.07 17:30 | close | 849 | 1.00 | 1.31058 | 1.27816 | 1.33816 | 242.00 | 71738.78 |
| 2548 | 2013.03.08 16:30 | sell | 850 | 1.00 | 1.29815 | 0.00000 | 0.00000 | ||
| 2549 | 2013.03.08 16:30 | modify | 850 | 1.00 | 1.29815 | 1.32815 | 1.26815 | ||
| 2550 | 2013.03.13 17:00 | close | 850 | 1.00 | 1.29423 | 1.32815 | 1.26815 | 400.46 | 72139.24 |