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 |
| 2701 | 2013.11.21 17:30 | buy | 901 | 1.00 | 1.34512 | 0.00000 | 0.00000 | ||
| 2702 | 2013.11.21 17:30 | modify | 901 | 1.00 | 1.34512 | 1.31512 | 1.37512 | ||
| 2703 | 2013.11.21 18:30 | close | 901 | 1.00 | 1.34740 | 1.31512 | 1.37512 | 228.00 | 74100.99 |
| 2704 | 2013.12.02 17:30 | sell | 902 | 1.00 | 1.35500 | 0.00000 | 0.00000 | ||
| 2705 | 2013.12.02 17:30 | modify | 902 | 1.00 | 1.35500 | 1.38500 | 1.32500 | ||
| 2706 | 2013.12.04 17:30 | buy | 903 | 1.00 | 1.35438 | 0.00000 | 0.00000 | ||
| 2707 | 2013.12.04 17:30 | modify | 903 | 1.00 | 1.35438 | 1.32438 | 1.38438 | ||
| 2708 | 2013.12.04 18:30 | close | 903 | 1.00 | 1.35642 | 1.32438 | 1.38438 | 204.00 | 74304.99 |
| 2709 | 2013.12.05 22:00 | close | 902 | 1.00 | 1.36769 | 1.38500 | 1.32500 | -1254.90 | 73050.09 |
| 2710 | 2013.12.27 17:00 | sell | 904 | 1.00 | 1.37998 | 0.00000 | 0.00000 | ||
| 2711 | 2013.12.27 17:00 | modify | 904 | 1.00 | 1.37998 | 1.40998 | 1.34998 | ||
| 2712 | 2013.12.27 18:00 | close | 904 | 1.00 | 1.37767 | 1.40998 | 1.34998 | 231.00 | 73281.09 |
| 2713 | 2014.01.02 17:30 | buy | 905 | 1.00 | 1.36455 | 0.00000 | 0.00000 | ||
| 2714 | 2014.01.02 17:30 | modify | 905 | 1.00 | 1.36455 | 1.33455 | 1.39455 | ||
| 2715 | 2014.01.02 19:00 | close | 905 | 1.00 | 1.36697 | 1.33455 | 1.39455 | 242.00 | 73523.09 |
| 2716 | 2014.01.30 15:30 | sell | 906 | 1.00 | 1.35835 | 0.00000 | 0.00000 | ||
| 2717 | 2014.01.30 15:30 | modify | 906 | 1.00 | 1.35835 | 1.38835 | 1.32835 | ||
| 2718 | 2014.01.30 18:30 | close | 906 | 1.00 | 1.35568 | 1.38835 | 1.32835 | 267.00 | 73790.09 |
| 2719 | 2014.02.13 16:00 | buy | 907 | 1.00 | 1.36680 | 0.00000 | 0.00000 | ||
| 2720 | 2014.02.13 16:00 | modify | 907 | 1.00 | 1.36680 | 1.33680 | 1.39680 | ||
| 2721 | 2014.02.14 09:30 | close | 907 | 1.00 | 1.37006 | 1.33680 | 1.39680 | 320.22 | 74110.31 |
| 2722 | 2014.03.20 17:30 | sell | 908 | 1.00 | 1.37723 | 0.00000 | 0.00000 | ||
| 2723 | 2014.03.20 17:30 | modify | 908 | 1.00 | 1.37723 | 1.40723 | 1.34723 | ||
| 2724 | 2014.03.25 21:00 | buy | 909 | 1.00 | 1.38283 | 0.00000 | 0.00000 | ||
| 2725 | 2014.03.25 21:00 | modify | 909 | 1.00 | 1.38283 | 1.35283 | 1.41283 | ||
| 2726 | 2014.03.27 13:30 | close | 908 | 1.00 | 1.37510 | 1.40723 | 1.34723 | 232.73 | 74343.04 |
| 2727 | 2014.04.04 09:30 | close | 909 | 1.00 | 1.37029 | 1.35283 | 1.41283 | -1323.31 | 73019.74 |
| 2728 | 2014.05.21 20:30 | sell | 910 | 1.00 | 1.36545 | 0.00000 | 0.00000 | ||
| 2729 | 2014.05.21 20:30 | modify | 910 | 1.00 | 1.36545 | 1.39545 | 1.33545 | ||
| 2730 | 2014.05.23 11:30 | close | 910 | 1.00 | 1.36325 | 1.39545 | 1.33545 | 231.28 | 73251.01 |
| 2731 | 2014.07.22 16:00 | sell | 911 | 1.00 | 1.34857 | 0.00000 | 0.00000 | ||
| 2732 | 2014.07.22 16:00 | modify | 911 | 1.00 | 1.34857 | 1.37857 | 1.31857 | ||
| 2733 | 2014.07.23 05:00 | close | 911 | 1.00 | 1.34644 | 1.37857 | 1.31857 | 215.82 | 73466.83 |
| 2734 | 2014.08.01 18:00 | buy | 912 | 1.00 | 1.34297 | 0.00000 | 0.00000 | ||
| 2735 | 2014.08.01 18:00 | modify | 912 | 1.00 | 1.34297 | 1.31297 | 1.37297 | ||
| 2736 | 2014.08.20 08:30 | close | 912 | 1.00 | 1.33039 | 1.31297 | 1.37297 | -1356.19 | 72110.65 |
| 2737 | 2014.09.04 15:30 | sell | 913 | 1.00 | 1.30390 | 0.00000 | 0.00000 | ||
| 2738 | 2014.09.04 15:30 | modify | 913 | 1.00 | 1.30390 | 1.33390 | 1.27390 | ||
| 2739 | 2014.09.04 17:00 | close | 913 | 1.00 | 1.30129 | 1.33390 | 1.27390 | 261.00 | 72371.65 |
| 2740 | 2014.09.17 23:00 | sell | 914 | 1.00 | 1.28751 | 0.00000 | 0.00000 | ||
| 2741 | 2014.09.17 23:00 | modify | 914 | 1.00 | 1.28751 | 1.31751 | 1.25751 | ||
| 2742 | 2014.09.18 02:00 | close | 914 | 1.00 | 1.28400 | 1.31751 | 1.25751 | 359.46 | 72731.10 |
| 2743 | 2014.09.25 10:30 | buy | 915 | 1.00 | 1.27363 | 0.00000 | 0.00000 | ||
| 2744 | 2014.09.25 10:30 | modify | 915 | 1.00 | 1.27363 | 1.24363 | 1.30363 | ||
| 2745 | 2014.09.25 11:30 | sell | 916 | 1.00 | 1.27198 | 0.00000 | 0.00000 | ||
| 2746 | 2014.09.25 11:30 | modify | 916 | 1.00 | 1.27198 | 1.30198 | 1.24198 | ||
| 2747 | 2014.09.26 02:00 | close | 915 | 1.00 | 1.27571 | 1.24363 | 1.30363 | 202.22 | 72933.33 |
| 2748 | 2014.09.26 17:00 | close | 916 | 1.00 | 1.26988 | 1.30198 | 1.24198 | 212.82 | 73146.15 |
| 2749 | 2014.10.06 22:00 | buy | 917 | 1.00 | 1.26272 | 0.00000 | 0.00000 | ||
| 2750 | 2014.10.06 22:00 | modify | 917 | 1.00 | 1.26272 | 1.23272 | 1.29272 | ||
| 2751 | 2014.10.06 23:30 | close | 917 | 1.00 | 1.26490 | 1.23272 | 1.29272 | 218.00 | 73364.15 |
| 2752 | 2014.10.08 22:00 | buy | 918 | 1.00 | 1.27331 | 0.00000 | 0.00000 | ||
| 2753 | 2014.10.08 22:00 | modify | 918 | 1.00 | 1.27331 | 1.24331 | 1.30331 | ||
| 2754 | 2014.10.09 10:00 | close | 918 | 1.00 | 1.27615 | 1.24331 | 1.30331 | 266.67 | 73630.82 |
| 2755 | 2014.10.09 15:00 | buy | 919 | 1.00 | 1.27705 | 0.00000 | 0.00000 | ||
| 2756 | 2014.10.09 15:00 | modify | 919 | 1.00 | 1.27705 | 1.24705 | 1.30705 | ||
| 2757 | 2014.10.09 19:30 | sell | 920 | 1.00 | 1.26835 | 0.00000 | 0.00000 | ||
| 2758 | 2014.10.09 19:30 | modify | 920 | 1.00 | 1.26835 | 1.29835 | 1.23835 | ||
| 2759 | 2014.10.10 11:30 | close | 920 | 1.00 | 1.26602 | 1.29835 | 1.23835 | 235.82 | 73866.64 |
| 2760 | 2014.10.10 15:30 | close | 919 | 1.00 | 1.26295 | 1.24705 | 1.30705 | -1415.78 | 72450.86 |
| 2761 | 2014.10.14 12:00 | buy | 921 | 1.00 | 1.26823 | 0.00000 | 0.00000 | ||
| 2762 | 2014.10.14 12:00 | modify | 921 | 1.00 | 1.26823 | 1.23823 | 1.29823 | ||
| 2763 | 2014.10.15 16:00 | close | 921 | 1.00 | 1.27436 | 1.23823 | 1.29823 | 607.22 | 73058.09 |
| 2764 | 2014.10.15 17:00 | buy | 922 | 1.00 | 1.27768 | 0.00000 | 0.00000 | ||
| 2765 | 2014.10.15 17:00 | modify | 922 | 1.00 | 1.27768 | 1.24768 | 1.30768 | ||
| 2766 | 2014.10.15 23:00 | close | 922 | 1.00 | 1.28073 | 1.24768 | 1.30768 | 305.00 | 73363.09 |
| 2767 | 2014.10.16 11:30 | buy | 923 | 1.00 | 1.27910 | 0.00000 | 0.00000 | ||
| 2768 | 2014.10.16 11:30 | modify | 923 | 1.00 | 1.27910 | 1.24910 | 1.30910 | ||
| 2769 | 2014.10.16 20:00 | close | 923 | 1.00 | 1.28251 | 1.24910 | 1.30910 | 341.00 | 73704.09 |
| 2770 | 2014.10.21 15:30 | sell | 924 | 1.00 | 1.27690 | 0.00000 | 0.00000 | ||
| 2771 | 2014.10.21 15:30 | modify | 924 | 1.00 | 1.27690 | 1.30690 | 1.24690 | ||
| 2772 | 2014.10.21 16:30 | close | 924 | 1.00 | 1.27417 | 1.30690 | 1.24690 | 273.00 | 73977.09 |
| 2773 | 2014.10.28 17:30 | sell | 925 | 1.00 | 1.27350 | 0.00000 | 0.00000 | ||
| 2774 | 2014.10.28 17:30 | modify | 925 | 1.00 | 1.27350 | 1.30350 | 1.24350 | ||
| 2775 | 2014.10.29 21:30 | close | 925 | 1.00 | 1.26457 | 1.30350 | 1.24350 | 895.82 | 74872.91 |
| 2776 | 2014.10.30 12:30 | sell | 926 | 1.00 | 1.25812 | 0.00000 | 0.00000 | ||
| 2777 | 2014.10.30 12:30 | modify | 926 | 1.00 | 1.25812 | 1.28812 | 1.22812 | ||
| 2778 | 2014.10.31 10:30 | close | 926 | 1.00 | 1.25543 | 1.28812 | 1.22812 | 271.82 | 75144.73 |
| 2779 | 2014.10.31 14:00 | sell | 927 | 1.00 | 1.25773 | 0.00000 | 0.00000 | ||
| 2780 | 2014.10.31 14:00 | modify | 927 | 1.00 | 1.25773 | 1.28773 | 1.22773 | ||
| 2781 | 2014.10.31 16:00 | close | 927 | 1.00 | 1.25242 | 1.28773 | 1.22773 | 531.00 | 75675.73 |
| 2782 | 2014.11.03 03:30 | buy | 928 | 1.00 | 1.24565 | 0.00000 | 0.00000 | ||
| 2783 | 2014.11.03 03:30 | modify | 928 | 1.00 | 1.24565 | 1.21565 | 1.27565 | ||
| 2784 | 2014.11.03 04:30 | close | 928 | 1.00 | 1.24769 | 1.21565 | 1.27565 | 204.00 | 75879.73 |
| 2785 | 2014.11.06 16:30 | sell | 929 | 1.00 | 1.24214 | 0.00000 | 0.00000 | ||
| 2786 | 2014.11.06 16:30 | modify | 929 | 1.00 | 1.24214 | 1.27214 | 1.21214 | ||
| 2787 | 2014.11.06 20:00 | close | 929 | 1.00 | 1.23988 | 1.27214 | 1.21214 | 226.00 | 76105.73 |
| 2788 | 2014.11.07 17:30 | sell | 930 | 1.00 | 1.24379 | 0.00000 | 0.00000 | ||
| 2789 | 2014.11.07 17:30 | modify | 930 | 1.00 | 1.24379 | 1.27379 | 1.21379 | ||
| 2790 | 2014.11.07 18:00 | close | 930 | 1.00 | 1.24154 | 1.27379 | 1.21379 | 225.00 | 76330.73 |
| 2791 | 2014.11.11 21:30 | buy | 931 | 1.00 | 1.24843 | 0.00000 | 0.00000 | ||
| 2792 | 2014.11.11 21:30 | modify | 931 | 1.00 | 1.24843 | 1.21843 | 1.27843 | ||
| 2793 | 2014.11.12 16:30 | sell | 932 | 1.00 | 1.24656 | 0.00000 | 0.00000 | ||
| 2794 | 2014.11.12 16:30 | modify | 932 | 1.00 | 1.24656 | 1.27656 | 1.21656 | ||
| 2795 | 2014.11.12 19:30 | close | 932 | 1.00 | 1.24407 | 1.27656 | 1.21656 | 249.00 | 76579.73 |
| 2796 | 2014.11.14 18:30 | sell | 933 | 1.00 | 1.24793 | 0.00000 | 0.00000 | ||
| 2797 | 2014.11.14 18:30 | modify | 933 | 1.00 | 1.24793 | 1.27793 | 1.21793 | ||
| 2798 | 2014.11.14 19:30 | close | 931 | 1.00 | 1.25194 | 1.21843 | 1.27843 | 322.12 | 76901.85 |
| 2799 | 2014.11.17 18:00 | close | 933 | 1.00 | 1.24579 | 1.27793 | 1.21793 | 216.82 | 77118.67 |
| 2800 | 2014.11.18 12:30 | buy | 934 | 1.00 | 1.25180 | 0.00000 | 0.00000 | ||
| 2801 | 2014.11.18 12:30 | modify | 934 | 1.00 | 1.25180 | 1.22180 | 1.28180 | ||
| 2802 | 2014.11.18 16:00 | sell | 935 | 1.00 | 1.25293 | 0.00000 | 0.00000 | ||
| 2803 | 2014.11.18 16:00 | modify | 935 | 1.00 | 1.25293 | 1.28293 | 1.22293 | ||
| 2804 | 2014.11.18 20:30 | close | 934 | 1.00 | 1.25410 | 1.22180 | 1.28180 | 230.00 | 77348.67 |
| 2805 | 2014.11.21 11:00 | close | 935 | 1.00 | 1.24675 | 1.28293 | 1.22293 | 632.10 | 77980.76 |
| 2806 | 2014.11.21 13:00 | buy | 936 | 1.00 | 1.24327 | 0.00000 | 0.00000 | ||
| 2807 | 2014.11.21 13:00 | modify | 936 | 1.00 | 1.24327 | 1.21327 | 1.27327 | ||
| 2808 | 2014.11.25 17:00 | close | 936 | 1.00 | 1.24566 | 1.21327 | 1.27327 | 227.45 | 78208.21 |
| 2809 | 2014.12.04 17:30 | sell | 937 | 1.00 | 1.23978 | 0.00000 | 0.00000 | ||
| 2810 | 2014.12.04 17:30 | modify | 937 | 1.00 | 1.23978 | 1.26978 | 1.20978 | ||
| 2811 | 2014.12.04 20:00 | close | 937 | 1.00 | 1.23759 | 1.26978 | 1.20978 | 219.00 | 78427.21 |
| 2812 | 2014.12.05 16:30 | buy | 938 | 1.00 | 1.23051 | 0.00000 | 0.00000 | ||
| 2813 | 2014.12.05 16:30 | modify | 938 | 1.00 | 1.23051 | 1.20051 | 1.26051 | ||
| 2814 | 2014.12.08 21:00 | close | 938 | 1.00 | 1.23287 | 1.20051 | 1.26051 | 230.22 | 78657.44 |
| 2815 | 2014.12.08 21:30 | buy | 939 | 1.00 | 1.23301 | 0.00000 | 0.00000 | ||
| 2816 | 2014.12.08 21:30 | modify | 939 | 1.00 | 1.23301 | 1.20301 | 1.26301 | ||
| 2817 | 2014.12.09 10:30 | close | 939 | 1.00 | 1.23576 | 1.20301 | 1.26301 | 269.22 | 78926.66 |
| 2818 | 2014.12.11 17:00 | sell | 940 | 1.00 | 1.23944 | 0.00000 | 0.00000 | ||
| 2819 | 2014.12.11 17:00 | modify | 940 | 1.00 | 1.23944 | 1.26944 | 1.20944 | ||
| 2820 | 2014.12.16 14:00 | close | 940 | 1.00 | 1.25449 | 1.26944 | 1.20944 | -1496.54 | 77430.12 |
| 2821 | 2014.12.16 15:00 | sell | 941 | 1.00 | 1.25533 | 0.00000 | 0.00000 | ||
| 2822 | 2014.12.16 15:00 | modify | 941 | 1.00 | 1.25533 | 1.28533 | 1.22533 | ||
| 2823 | 2014.12.16 15:30 | close | 941 | 1.00 | 1.25243 | 1.28533 | 1.22533 | 290.00 | 77720.12 |
| 2824 | 2014.12.16 17:00 | sell | 942 | 1.00 | 1.25245 | 0.00000 | 0.00000 | ||
| 2825 | 2014.12.16 17:00 | modify | 942 | 1.00 | 1.25245 | 1.28245 | 1.22245 | ||
| 2826 | 2014.12.16 18:30 | close | 942 | 1.00 | 1.24890 | 1.28245 | 1.22245 | 355.00 | 78075.12 |
| 2827 | 2015.01.05 16:30 | buy | 943 | 1.00 | 1.19158 | 0.00000 | 0.00000 | ||
| 2828 | 2015.01.05 16:30 | modify | 943 | 1.00 | 1.19158 | 1.16158 | 1.22158 | ||
| 2829 | 2015.01.05 18:00 | close | 943 | 1.00 | 1.19367 | 1.16158 | 1.22158 | 209.00 | 78284.12 |
| 2830 | 2015.01.05 18:00 | sell | 944 | 1.00 | 1.19367 | 0.00000 | 0.00000 | ||
| 2831 | 2015.01.05 18:00 | modify | 944 | 1.00 | 1.19367 | 1.22367 | 1.16367 | ||
| 2832 | 2015.01.06 12:00 | close | 944 | 1.00 | 1.19094 | 1.22367 | 1.16367 | 275.82 | 78559.94 |
| 2833 | 2015.01.06 13:30 | buy | 945 | 1.00 | 1.18983 | 0.00000 | 0.00000 | ||
| 2834 | 2015.01.06 13:30 | modify | 945 | 1.00 | 1.18983 | 1.15983 | 1.21983 | ||
| 2835 | 2015.01.06 18:00 | close | 945 | 1.00 | 1.19189 | 1.15983 | 1.21983 | 206.00 | 78765.94 |
| 2836 | 2015.01.13 12:00 | sell | 946 | 1.00 | 1.18081 | 0.00000 | 0.00000 | ||
| 2837 | 2015.01.13 12:00 | modify | 946 | 1.00 | 1.18081 | 1.21081 | 1.15081 | ||
| 2838 | 2015.01.13 15:00 | close | 946 | 1.00 | 1.17823 | 1.21081 | 1.15081 | 258.00 | 79023.94 |
| 2839 | 2015.01.13 18:00 | buy | 947 | 1.00 | 1.17829 | 0.00000 | 0.00000 | ||
| 2840 | 2015.01.13 18:00 | modify | 947 | 1.00 | 1.17829 | 1.14829 | 1.20829 | ||
| 2841 | 2015.01.14 16:00 | close | 947 | 1.00 | 1.18252 | 1.14829 | 1.20829 | 417.22 | 79441.16 |
| 2842 | 2015.01.14 17:30 | sell | 948 | 1.00 | 1.17875 | 0.00000 | 0.00000 | ||
| 2843 | 2015.01.14 17:30 | modify | 948 | 1.00 | 1.17875 | 1.20875 | 1.14875 | ||
| 2844 | 2015.01.15 08:30 | close | 948 | 1.00 | 1.17639 | 1.20875 | 1.14875 | 244.46 | 79685.62 |
| 2845 | 2015.01.15 12:00 | sell | 949 | 1.00 | 1.17230 | 0.00000 | 0.00000 | ||
| 2846 | 2015.01.15 12:00 | modify | 949 | 1.00 | 1.17230 | 1.20230 | 1.14230 | ||
| 2847 | 2015.01.15 12:30 | buy | 950 | 1.00 | 1.17187 | 0.00000 | 0.00000 | ||
| 2848 | 2015.01.15 12:30 | modify | 950 | 1.00 | 1.17187 | 1.14187 | 1.20187 | ||
| 2849 | 2015.01.15 13:00 | close | 949 | 1.00 | 1.16878 | 1.20230 | 1.14230 | 352.00 | 80037.62 |
| 2850 | 2015.01.15 18:00 | close | 950 | 1.00 | 1.15857 | 1.14187 | 1.20187 | -1330.00 | 78707.62 |