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 |
| 2551 | 2013.03.15 19:00 | buy | 851 | 1.00 | 1.30671 | 0.00000 | 0.00000 | ||
| 2552 | 2013.03.15 19:00 | modify | 851 | 1.00 | 1.30671 | 1.27671 | 1.33671 | ||
| 2553 | 2013.03.15 19:30 | sell | 852 | 1.00 | 1.30648 | 0.00000 | 0.00000 | ||
| 2554 | 2013.03.15 19:30 | modify | 852 | 1.00 | 1.30648 | 1.33648 | 1.27648 | ||
| 2555 | 2013.03.18 02:00 | close | 852 | 1.00 | 1.29065 | 1.33648 | 1.27648 | 1585.82 | 73725.06 |
| 2556 | 2013.03.18 02:00 | close | 851 | 1.00 | 1.29050 | 1.27671 | 1.33671 | -1626.78 | 72098.28 |
| 2557 | 2013.03.18 16:00 | buy | 853 | 1.00 | 1.29438 | 0.00000 | 0.00000 | ||
| 2558 | 2013.03.18 16:00 | modify | 853 | 1.00 | 1.29438 | 1.26438 | 1.32438 | ||
| 2559 | 2013.03.18 17:30 | close | 853 | 1.00 | 1.29655 | 1.26438 | 1.32438 | 217.00 | 72315.28 |
| 2560 | 2013.03.19 19:30 | sell | 854 | 1.00 | 1.28850 | 0.00000 | 0.00000 | ||
| 2561 | 2013.03.19 19:30 | modify | 854 | 1.00 | 1.28850 | 1.31850 | 1.25850 | ||
| 2562 | 2013.03.19 20:00 | close | 854 | 1.00 | 1.28590 | 1.31850 | 1.25850 | 260.00 | 72575.28 |
| 2563 | 2013.03.25 17:00 | sell | 855 | 1.00 | 1.29394 | 0.00000 | 0.00000 | ||
| 2564 | 2013.03.25 17:00 | modify | 855 | 1.00 | 1.29394 | 1.32394 | 1.26394 | ||
| 2565 | 2013.03.25 17:30 | close | 855 | 1.00 | 1.29092 | 1.32394 | 1.26394 | 302.00 | 72877.28 |
| 2566 | 2013.03.25 20:30 | sell | 856 | 1.00 | 1.28509 | 0.00000 | 0.00000 | ||
| 2567 | 2013.03.25 20:30 | modify | 856 | 1.00 | 1.28509 | 1.31509 | 1.25509 | ||
| 2568 | 2013.03.27 11:00 | close | 856 | 1.00 | 1.28257 | 1.31509 | 1.25509 | 257.64 | 73134.92 |
| 2569 | 2013.03.28 18:30 | sell | 857 | 1.00 | 1.28371 | 0.00000 | 0.00000 | ||
| 2570 | 2013.03.28 18:30 | modify | 857 | 1.00 | 1.28371 | 1.31371 | 1.25371 | ||
| 2571 | 2013.03.28 20:30 | close | 857 | 1.00 | 1.28135 | 1.31371 | 1.25371 | 236.00 | 73370.92 |
| 2572 | 2013.04.05 17:30 | buy | 858 | 1.00 | 1.30042 | 0.00000 | 0.00000 | ||
| 2573 | 2013.04.05 17:30 | modify | 858 | 1.00 | 1.30042 | 1.27042 | 1.33042 | ||
| 2574 | 2013.04.05 18:30 | close | 858 | 1.00 | 1.30291 | 1.27042 | 1.33042 | 249.00 | 73619.92 |
| 2575 | 2013.04.08 15:00 | sell | 859 | 1.00 | 1.30330 | 0.00000 | 0.00000 | ||
| 2576 | 2013.04.08 15:00 | modify | 859 | 1.00 | 1.30330 | 1.33330 | 1.27330 | ||
| 2577 | 2013.04.08 18:30 | close | 859 | 1.00 | 1.30067 | 1.33330 | 1.27330 | 263.00 | 73882.92 |
| 2578 | 2013.04.09 18:00 | sell | 860 | 1.00 | 1.30579 | 0.00000 | 0.00000 | ||
| 2579 | 2013.04.09 18:00 | modify | 860 | 1.00 | 1.30579 | 1.33579 | 1.27579 | ||
| 2580 | 2013.04.15 23:00 | close | 860 | 1.00 | 1.30346 | 1.33579 | 1.27579 | 249.91 | 74132.84 |
| 2581 | 2013.04.15 23:00 | buy | 861 | 1.00 | 1.30346 | 0.00000 | 0.00000 | ||
| 2582 | 2013.04.15 23:00 | modify | 861 | 1.00 | 1.30346 | 1.27346 | 1.33346 | ||
| 2583 | 2013.04.16 07:00 | close | 861 | 1.00 | 1.30635 | 1.27346 | 1.33346 | 283.22 | 74416.06 |
| 2584 | 2013.04.17 20:00 | sell | 862 | 1.00 | 1.30237 | 0.00000 | 0.00000 | ||
| 2585 | 2013.04.17 20:00 | modify | 862 | 1.00 | 1.30237 | 1.33237 | 1.27237 | ||
| 2586 | 2013.04.23 11:00 | close | 862 | 1.00 | 1.29928 | 1.33237 | 1.27237 | 325.91 | 74741.97 |
| 2587 | 2013.05.08 13:30 | buy | 863 | 1.00 | 1.31333 | 0.00000 | 0.00000 | ||
| 2588 | 2013.05.08 13:30 | modify | 863 | 1.00 | 1.31333 | 1.28333 | 1.34333 | ||
| 2589 | 2013.05.08 16:00 | close | 863 | 1.00 | 1.31604 | 1.28333 | 1.34333 | 271.00 | 75012.97 |
| 2590 | 2013.05.10 16:30 | sell | 864 | 1.00 | 1.30099 | 0.00000 | 0.00000 | ||
| 2591 | 2013.05.10 16:30 | modify | 864 | 1.00 | 1.30099 | 1.33099 | 1.27099 | ||
| 2592 | 2013.05.10 17:30 | close | 864 | 1.00 | 1.29663 | 1.33099 | 1.27099 | 436.00 | 75448.97 |
| 2593 | 2013.05.14 16:00 | sell | 865 | 1.00 | 1.29732 | 0.00000 | 0.00000 | ||
| 2594 | 2013.05.14 16:00 | modify | 865 | 1.00 | 1.29732 | 1.32732 | 1.26732 | ||
| 2595 | 2013.05.14 18:30 | buy | 866 | 1.00 | 1.29764 | 0.00000 | 0.00000 | ||
| 2596 | 2013.05.14 18:30 | modify | 866 | 1.00 | 1.29764 | 1.26764 | 1.32764 | ||
| 2597 | 2013.05.14 20:30 | close | 865 | 1.00 | 1.29420 | 1.32732 | 1.26732 | 312.00 | 75760.97 |
| 2598 | 2013.05.16 11:30 | close | 866 | 1.00 | 1.28511 | 1.26764 | 1.32764 | -1276.10 | 74484.87 |
| 2599 | 2013.05.17 18:00 | buy | 867 | 1.00 | 1.28237 | 0.00000 | 0.00000 | ||
| 2600 | 2013.05.17 18:00 | modify | 867 | 1.00 | 1.28237 | 1.25237 | 1.31237 | ||
| 2601 | 2013.05.17 19:00 | sell | 868 | 1.00 | 1.28183 | 0.00000 | 0.00000 | ||
| 2602 | 2013.05.17 19:00 | modify | 868 | 1.00 | 1.28183 | 1.31183 | 1.25183 | ||
| 2603 | 2013.05.20 08:30 | close | 867 | 1.00 | 1.28488 | 1.25237 | 1.31237 | 245.22 | 74730.10 |
| 2604 | 2013.05.21 20:30 | buy | 869 | 1.00 | 1.29111 | 0.00000 | 0.00000 | ||
| 2605 | 2013.05.21 20:30 | modify | 869 | 1.00 | 1.29111 | 1.26111 | 1.32111 | ||
| 2606 | 2013.05.22 03:30 | close | 869 | 1.00 | 1.29351 | 1.26111 | 1.32111 | 234.22 | 74964.32 |
| 2607 | 2013.05.22 17:00 | close | 868 | 1.00 | 1.29474 | 1.31183 | 1.25183 | -1282.54 | 73681.78 |
| 2608 | 2013.05.22 18:30 | buy | 870 | 1.00 | 1.28800 | 0.00000 | 0.00000 | ||
| 2609 | 2013.05.22 18:30 | modify | 870 | 1.00 | 1.28800 | 1.25800 | 1.31800 | ||
| 2610 | 2013.05.23 15:30 | close | 870 | 1.00 | 1.29058 | 1.25800 | 1.31800 | 240.67 | 73922.45 |
| 2611 | 2013.05.24 16:00 | sell | 871 | 1.00 | 1.29316 | 0.00000 | 0.00000 | ||
| 2612 | 2013.05.24 16:00 | modify | 871 | 1.00 | 1.29316 | 1.32316 | 1.26316 | ||
| 2613 | 2013.05.28 03:30 | close | 871 | 1.00 | 1.29016 | 1.32316 | 1.26316 | 305.64 | 74228.09 |
| 2614 | 2013.05.29 14:30 | buy | 872 | 1.00 | 1.29488 | 0.00000 | 0.00000 | ||
| 2615 | 2013.05.29 14:30 | modify | 872 | 1.00 | 1.29488 | 1.26488 | 1.32488 | ||
| 2616 | 2013.05.30 08:30 | close | 872 | 1.00 | 1.29701 | 1.26488 | 1.32488 | 195.67 | 74423.76 |
| 2617 | 2013.05.30 17:00 | buy | 873 | 1.00 | 1.30329 | 0.00000 | 0.00000 | ||
| 2618 | 2013.05.30 17:00 | modify | 873 | 1.00 | 1.30329 | 1.27329 | 1.33329 | ||
| 2619 | 2013.05.30 17:30 | close | 873 | 1.00 | 1.30582 | 1.27329 | 1.33329 | 253.00 | 74676.76 |
| 2620 | 2013.05.31 18:30 | sell | 874 | 1.00 | 1.29645 | 0.00000 | 0.00000 | ||
| 2621 | 2013.05.31 18:30 | modify | 874 | 1.00 | 1.29645 | 1.32645 | 1.26645 | ||
| 2622 | 2013.06.03 19:00 | close | 874 | 1.00 | 1.30980 | 1.32645 | 1.26645 | -1332.18 | 73344.58 |
| 2623 | 2013.06.06 19:30 | buy | 875 | 1.00 | 1.32669 | 0.00000 | 0.00000 | ||
| 2624 | 2013.06.06 19:30 | modify | 875 | 1.00 | 1.32669 | 1.29669 | 1.35669 | ||
| 2625 | 2013.06.07 18:00 | sell | 876 | 1.00 | 1.32205 | 0.00000 | 0.00000 | ||
| 2626 | 2013.06.07 18:00 | modify | 876 | 1.00 | 1.32205 | 1.35205 | 1.29205 | ||
| 2627 | 2013.06.10 07:30 | close | 876 | 1.00 | 1.31960 | 1.35205 | 1.29205 | 247.82 | 73592.40 |
| 2628 | 2013.06.11 12:30 | close | 875 | 1.00 | 1.32877 | 1.29669 | 1.35669 | 190.67 | 73783.07 |
| 2629 | 2013.06.13 16:30 | sell | 877 | 1.00 | 1.33044 | 0.00000 | 0.00000 | ||
| 2630 | 2013.06.13 16:30 | modify | 877 | 1.00 | 1.33044 | 1.36044 | 1.30044 | ||
| 2631 | 2013.06.13 19:30 | buy | 878 | 1.00 | 1.33096 | 0.00000 | 0.00000 | ||
| 2632 | 2013.06.13 19:30 | modify | 878 | 1.00 | 1.33096 | 1.30096 | 1.36096 | ||
| 2633 | 2013.06.13 21:00 | close | 878 | 1.00 | 1.33400 | 1.30096 | 1.36096 | 304.00 | 74087.07 |
| 2634 | 2013.06.13 23:00 | buy | 879 | 1.00 | 1.33616 | 0.00000 | 0.00000 | ||
| 2635 | 2013.06.13 23:00 | modify | 879 | 1.00 | 1.33616 | 1.30616 | 1.36616 | ||
| 2636 | 2013.06.18 11:30 | close | 879 | 1.00 | 1.33868 | 1.30616 | 1.36616 | 234.67 | 74321.75 |
| 2637 | 2013.06.19 22:00 | close | 877 | 1.00 | 1.32748 | 1.36044 | 1.30044 | 307.28 | 74629.02 |
| 2638 | 2013.06.20 09:30 | buy | 880 | 1.00 | 1.32541 | 0.00000 | 0.00000 | ||
| 2639 | 2013.06.20 09:30 | modify | 880 | 1.00 | 1.32541 | 1.29541 | 1.35541 | ||
| 2640 | 2013.06.20 12:00 | sell | 881 | 1.00 | 1.32206 | 0.00000 | 0.00000 | ||
| 2641 | 2013.06.20 12:00 | modify | 881 | 1.00 | 1.32206 | 1.35206 | 1.29206 | ||
| 2642 | 2013.06.20 13:00 | close | 881 | 1.00 | 1.31960 | 1.35206 | 1.29206 | 246.00 | 74875.02 |
| 2643 | 2013.06.20 15:00 | sell | 882 | 1.00 | 1.32114 | 0.00000 | 0.00000 | ||
| 2644 | 2013.06.20 15:00 | modify | 882 | 1.00 | 1.32114 | 1.35114 | 1.29114 | ||
| 2645 | 2013.06.20 17:30 | close | 882 | 1.00 | 1.31813 | 1.35114 | 1.29114 | 301.00 | 75176.02 |
| 2646 | 2013.06.21 18:30 | close | 880 | 1.00 | 1.31199 | 1.29541 | 1.35541 | -1347.78 | 73828.25 |
| 2647 | 2013.06.21 20:30 | buy | 883 | 1.00 | 1.31411 | 0.00000 | 0.00000 | ||
| 2648 | 2013.06.21 20:30 | modify | 883 | 1.00 | 1.31411 | 1.28411 | 1.34411 | ||
| 2649 | 2013.06.26 18:00 | close | 883 | 1.00 | 1.30018 | 1.28411 | 1.34411 | -1410.33 | 72417.92 |
| 2650 | 2013.07.04 17:00 | sell | 884 | 1.00 | 1.29145 | 0.00000 | 0.00000 | ||
| 2651 | 2013.07.04 17:00 | modify | 884 | 1.00 | 1.29145 | 1.32145 | 1.26145 | ||
| 2652 | 2013.07.05 03:00 | close | 884 | 1.00 | 1.28939 | 1.32145 | 1.26145 | 208.82 | 72626.74 |
| 2653 | 2013.07.11 14:00 | buy | 885 | 1.00 | 1.30565 | 0.00000 | 0.00000 | ||
| 2654 | 2013.07.11 14:00 | modify | 885 | 1.00 | 1.30565 | 1.27565 | 1.33565 | ||
| 2655 | 2013.07.11 22:00 | close | 885 | 1.00 | 1.30970 | 1.27565 | 1.33565 | 405.00 | 73031.74 |
| 2656 | 2013.07.11 23:00 | buy | 886 | 1.00 | 1.31030 | 0.00000 | 0.00000 | ||
| 2657 | 2013.07.11 23:00 | modify | 886 | 1.00 | 1.31030 | 1.28030 | 1.34030 | ||
| 2658 | 2013.07.16 14:30 | close | 886 | 1.00 | 1.31238 | 1.28030 | 1.34030 | 190.67 | 73222.41 |
| 2659 | 2013.07.16 16:30 | sell | 887 | 1.00 | 1.31166 | 0.00000 | 0.00000 | ||
| 2660 | 2013.07.16 16:30 | modify | 887 | 1.00 | 1.31166 | 1.34166 | 1.28166 | ||
| 2661 | 2013.07.17 18:00 | close | 887 | 1.00 | 1.30948 | 1.34166 | 1.28166 | 220.82 | 73443.23 |
| 2662 | 2013.07.22 17:30 | buy | 888 | 1.00 | 1.32010 | 0.00000 | 0.00000 | ||
| 2663 | 2013.07.22 17:30 | modify | 888 | 1.00 | 1.32010 | 1.29010 | 1.35010 | ||
| 2664 | 2013.07.23 22:00 | close | 888 | 1.00 | 1.32334 | 1.29010 | 1.35010 | 318.22 | 73761.46 |
| 2665 | 2013.08.01 16:00 | sell | 889 | 1.00 | 1.32419 | 0.00000 | 0.00000 | ||
| 2666 | 2013.08.01 16:00 | modify | 889 | 1.00 | 1.32419 | 1.35419 | 1.29419 | ||
| 2667 | 2013.08.01 19:00 | close | 889 | 1.00 | 1.32182 | 1.35419 | 1.29419 | 237.00 | 73998.46 |
| 2668 | 2013.08.02 17:00 | buy | 890 | 1.00 | 1.32614 | 0.00000 | 0.00000 | ||
| 2669 | 2013.08.02 17:00 | modify | 890 | 1.00 | 1.32614 | 1.29614 | 1.35614 | ||
| 2670 | 2013.08.02 17:30 | close | 890 | 1.00 | 1.32846 | 1.29614 | 1.35614 | 232.00 | 74230.46 |
| 2671 | 2013.08.15 17:30 | sell | 891 | 1.00 | 1.32372 | 0.00000 | 0.00000 | ||
| 2672 | 2013.08.15 17:30 | modify | 891 | 1.00 | 1.32372 | 1.35372 | 1.29372 | ||
| 2673 | 2013.08.15 21:30 | buy | 892 | 1.00 | 1.33373 | 0.00000 | 0.00000 | ||
| 2674 | 2013.08.15 21:30 | modify | 892 | 1.00 | 1.33373 | 1.30373 | 1.36373 | ||
| 2675 | 2013.08.16 16:00 | close | 892 | 1.00 | 1.33643 | 1.30373 | 1.36373 | 264.22 | 74494.68 |
| 2676 | 2013.08.16 16:00 | close | 891 | 1.00 | 1.33658 | 1.35372 | 1.29372 | -1283.18 | 73211.50 |
| 2677 | 2013.08.28 17:30 | buy | 893 | 1.00 | 1.33204 | 0.00000 | 0.00000 | ||
| 2678 | 2013.08.28 17:30 | modify | 893 | 1.00 | 1.33204 | 1.30204 | 1.36204 | ||
| 2679 | 2013.08.28 22:30 | close | 893 | 1.00 | 1.33418 | 1.30204 | 1.36204 | 214.00 | 73425.50 |
| 2680 | 2013.09.05 16:30 | sell | 894 | 1.00 | 1.31624 | 0.00000 | 0.00000 | ||
| 2681 | 2013.09.05 16:30 | modify | 894 | 1.00 | 1.31624 | 1.34624 | 1.28624 | ||
| 2682 | 2013.09.05 17:30 | close | 894 | 1.00 | 1.31248 | 1.34624 | 1.28624 | 376.00 | 73801.50 |
| 2683 | 2013.09.27 17:30 | buy | 895 | 1.00 | 1.35440 | 0.00000 | 0.00000 | ||
| 2684 | 2013.09.27 17:30 | modify | 895 | 1.00 | 1.35440 | 1.32440 | 1.38440 | ||
| 2685 | 2013.10.01 10:00 | close | 895 | 1.00 | 1.35840 | 1.32440 | 1.38440 | 388.45 | 74189.95 |
| 2686 | 2013.10.04 20:00 | sell | 896 | 1.00 | 1.35522 | 0.00000 | 0.00000 | ||
| 2687 | 2013.10.04 20:00 | modify | 896 | 1.00 | 1.35522 | 1.38522 | 1.32522 | ||
| 2688 | 2013.10.09 10:30 | close | 896 | 1.00 | 1.35278 | 1.38522 | 1.32522 | 252.46 | 74442.40 |
| 2689 | 2013.10.16 18:30 | sell | 897 | 1.00 | 1.34943 | 0.00000 | 0.00000 | ||
| 2690 | 2013.10.16 18:30 | modify | 897 | 1.00 | 1.34943 | 1.37943 | 1.31943 | ||
| 2691 | 2013.10.17 11:00 | close | 897 | 1.00 | 1.36275 | 1.37943 | 1.31943 | -1323.54 | 73118.86 |
| 2692 | 2013.11.07 18:30 | buy | 898 | 1.00 | 1.33955 | 0.00000 | 0.00000 | ||
| 2693 | 2013.11.07 18:30 | modify | 898 | 1.00 | 1.33955 | 1.30955 | 1.36955 | ||
| 2694 | 2013.11.07 20:30 | close | 898 | 1.00 | 1.34263 | 1.30955 | 1.36955 | 308.00 | 73426.86 |
| 2695 | 2013.11.07 22:00 | buy | 899 | 1.00 | 1.34294 | 0.00000 | 0.00000 | ||
| 2696 | 2013.11.07 22:00 | modify | 899 | 1.00 | 1.34294 | 1.31294 | 1.37294 | ||
| 2697 | 2013.11.12 17:00 | close | 899 | 1.00 | 1.34494 | 1.31294 | 1.37294 | 182.67 | 73609.54 |
| 2698 | 2013.11.20 21:30 | sell | 900 | 1.00 | 1.34349 | 0.00000 | 0.00000 | ||
| 2699 | 2013.11.20 21:30 | modify | 900 | 1.00 | 1.34349 | 1.37349 | 1.31349 | ||
| 2700 | 2013.11.21 10:00 | close | 900 | 1.00 | 1.34094 | 1.37349 | 1.31349 | 263.46 | 73872.99 |