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 |
| 151 | 2010.03.03 04:00 | sell | 51 | 1.00 | 1.36370 | 0.00000 | 0.00000 | ||
| 152 | 2010.03.03 04:00 | modify | 51 | 1.00 | 1.36370 | 1.39370 | 1.33370 | ||
| 153 | 2010.03.03 10:30 | close | 51 | 1.00 | 1.36151 | 1.39370 | 1.33370 | 219.00 | 10385.31 |
| 154 | 2010.03.04 18:00 | sell | 52 | 1.00 | 1.36060 | 0.00000 | 0.00000 | ||
| 155 | 2010.03.04 18:00 | modify | 52 | 1.00 | 1.36060 | 1.39060 | 1.33060 | ||
| 156 | 2010.03.04 19:00 | close | 52 | 1.00 | 1.35698 | 1.39060 | 1.33060 | 362.00 | 10747.31 |
| 157 | 2010.03.09 17:30 | buy | 53 | 1.00 | 1.35783 | 0.00000 | 0.00000 | ||
| 158 | 2010.03.09 17:30 | modify | 53 | 1.00 | 1.35783 | 1.32783 | 1.38783 | ||
| 159 | 2010.03.09 20:00 | close | 53 | 1.00 | 1.36035 | 1.32783 | 1.38783 | 252.00 | 10999.31 |
| 160 | 2010.03.10 18:30 | buy | 54 | 1.00 | 1.36666 | 0.00000 | 0.00000 | ||
| 161 | 2010.03.10 18:30 | modify | 54 | 1.00 | 1.36666 | 1.33666 | 1.39666 | ||
| 162 | 2010.03.10 19:00 | sell | 55 | 1.00 | 1.36564 | 0.00000 | 0.00000 | ||
| 163 | 2010.03.10 19:00 | modify | 55 | 1.00 | 1.36564 | 1.39564 | 1.33564 | ||
| 164 | 2010.03.10 19:30 | close | 55 | 1.00 | 1.36290 | 1.39564 | 1.33564 | 274.00 | 11273.31 |
| 165 | 2010.03.12 06:00 | close | 54 | 1.00 | 1.36882 | 1.33666 | 1.39666 | 192.90 | 11466.20 |
| 166 | 2010.03.16 22:00 | sell | 56 | 1.00 | 1.37547 | 0.00000 | 0.00000 | ||
| 167 | 2010.03.16 22:00 | modify | 56 | 1.00 | 1.37547 | 1.40547 | 1.34547 | ||
| 168 | 2010.03.17 18:30 | close | 56 | 1.00 | 1.37304 | 1.40547 | 1.34547 | 245.82 | 11712.02 |
| 169 | 2010.03.18 19:00 | sell | 57 | 1.00 | 1.36013 | 0.00000 | 0.00000 | ||
| 170 | 2010.03.18 19:00 | modify | 57 | 1.00 | 1.36013 | 1.39013 | 1.33013 | ||
| 171 | 2010.03.19 13:00 | close | 57 | 1.00 | 1.35670 | 1.39013 | 1.33013 | 345.82 | 12057.84 |
| 172 | 2010.03.19 19:30 | sell | 58 | 1.00 | 1.35281 | 0.00000 | 0.00000 | ||
| 173 | 2010.03.19 19:30 | modify | 58 | 1.00 | 1.35281 | 1.38281 | 1.32281 | ||
| 174 | 2010.03.22 09:00 | close | 58 | 1.00 | 1.35041 | 1.38281 | 1.32281 | 242.82 | 12300.66 |
| 175 | 2010.03.22 18:30 | buy | 59 | 1.00 | 1.35179 | 0.00000 | 0.00000 | ||
| 176 | 2010.03.22 18:30 | modify | 59 | 1.00 | 1.35179 | 1.32179 | 1.38179 | ||
| 177 | 2010.03.22 19:30 | close | 59 | 1.00 | 1.35402 | 1.32179 | 1.38179 | 223.00 | 12523.66 |
| 178 | 2010.03.23 16:30 | buy | 60 | 1.00 | 1.35131 | 0.00000 | 0.00000 | ||
| 179 | 2010.03.23 16:30 | modify | 60 | 1.00 | 1.35131 | 1.32131 | 1.38131 | ||
| 180 | 2010.03.23 17:00 | sell | 61 | 1.00 | 1.35106 | 0.00000 | 0.00000 | ||
| 181 | 2010.03.23 17:00 | modify | 61 | 1.00 | 1.35106 | 1.38106 | 1.32106 | ||
| 182 | 2010.03.23 17:30 | close | 60 | 1.00 | 1.35332 | 1.32131 | 1.38131 | 201.00 | 12724.66 |
| 183 | 2010.03.23 22:00 | close | 61 | 1.00 | 1.34892 | 1.38106 | 1.32106 | 214.00 | 12938.66 |
| 184 | 2010.03.24 11:00 | sell | 62 | 1.00 | 1.34255 | 0.00000 | 0.00000 | ||
| 185 | 2010.03.24 11:00 | modify | 62 | 1.00 | 1.34255 | 1.37255 | 1.31255 | ||
| 186 | 2010.03.24 12:00 | close | 62 | 1.00 | 1.33857 | 1.37255 | 1.31255 | 398.00 | 13336.66 |
| 187 | 2010.03.25 22:30 | buy | 63 | 1.00 | 1.32913 | 0.00000 | 0.00000 | ||
| 188 | 2010.03.25 22:30 | modify | 63 | 1.00 | 1.32913 | 1.29913 | 1.35913 | ||
| 189 | 2010.03.26 03:30 | close | 63 | 1.00 | 1.33134 | 1.29913 | 1.35913 | 215.22 | 13551.88 |
| 190 | 2010.03.26 12:00 | buy | 64 | 1.00 | 1.33697 | 0.00000 | 0.00000 | ||
| 191 | 2010.03.26 12:00 | modify | 64 | 1.00 | 1.33697 | 1.30697 | 1.36697 | ||
| 192 | 2010.03.26 13:00 | sell | 65 | 1.00 | 1.33737 | 0.00000 | 0.00000 | ||
| 193 | 2010.03.26 13:00 | modify | 65 | 1.00 | 1.33737 | 1.36737 | 1.30737 | ||
| 194 | 2010.03.26 14:30 | close | 64 | 1.00 | 1.33969 | 1.30697 | 1.36697 | 272.00 | 13823.88 |
| 195 | 2010.03.26 19:30 | buy | 66 | 1.00 | 1.33978 | 0.00000 | 0.00000 | ||
| 196 | 2010.03.26 19:30 | modify | 66 | 1.00 | 1.33978 | 1.30978 | 1.36978 | ||
| 197 | 2010.03.29 02:00 | close | 66 | 1.00 | 1.34456 | 1.30978 | 1.36978 | 472.22 | 14296.11 |
| 198 | 2010.03.29 11:00 | close | 65 | 1.00 | 1.35000 | 1.36737 | 1.30737 | -1260.18 | 13035.93 |
| 199 | 2010.03.29 12:30 | buy | 67 | 1.00 | 1.34717 | 0.00000 | 0.00000 | ||
| 200 | 2010.03.29 12:30 | modify | 67 | 1.00 | 1.34717 | 1.31717 | 1.37717 | ||
| 201 | 2010.03.30 09:00 | close | 67 | 1.00 | 1.35037 | 1.31717 | 1.37717 | 314.22 | 13350.15 |
| 202 | 2010.03.30 12:00 | sell | 68 | 1.00 | 1.34889 | 0.00000 | 0.00000 | ||
| 203 | 2010.03.30 12:00 | modify | 68 | 1.00 | 1.34889 | 1.37889 | 1.31889 | ||
| 204 | 2010.03.30 16:00 | close | 68 | 1.00 | 1.34666 | 1.37889 | 1.31889 | 223.00 | 13573.15 |
| 205 | 2010.03.30 18:00 | buy | 69 | 1.00 | 1.34221 | 0.00000 | 0.00000 | ||
| 206 | 2010.03.30 18:00 | modify | 69 | 1.00 | 1.34221 | 1.31221 | 1.37221 | ||
| 207 | 2010.03.31 12:00 | close | 69 | 1.00 | 1.34484 | 1.31221 | 1.37221 | 257.22 | 13830.38 |
| 208 | 2010.03.31 18:30 | sell | 70 | 1.00 | 1.35198 | 0.00000 | 0.00000 | ||
| 209 | 2010.03.31 18:30 | modify | 70 | 1.00 | 1.35198 | 1.38198 | 1.32198 | ||
| 210 | 2010.03.31 20:00 | buy | 71 | 1.00 | 1.35341 | 0.00000 | 0.00000 | ||
| 211 | 2010.03.31 20:00 | modify | 71 | 1.00 | 1.35341 | 1.32341 | 1.38341 | ||
| 212 | 2010.04.01 06:00 | close | 70 | 1.00 | 1.34991 | 1.38198 | 1.32198 | 215.46 | 14045.83 |
| 213 | 2010.04.01 19:00 | close | 71 | 1.00 | 1.35658 | 1.32341 | 1.38341 | 299.67 | 14345.51 |
| 214 | 2010.04.01 20:00 | buy | 72 | 1.00 | 1.35647 | 0.00000 | 0.00000 | ||
| 215 | 2010.04.01 20:00 | modify | 72 | 1.00 | 1.35647 | 1.32647 | 1.38647 | ||
| 216 | 2010.04.02 03:00 | close | 72 | 1.00 | 1.35867 | 1.32647 | 1.38647 | 214.22 | 14559.73 |
| 217 | 2010.04.02 16:30 | sell | 73 | 1.00 | 1.35086 | 0.00000 | 0.00000 | ||
| 218 | 2010.04.02 16:30 | modify | 73 | 1.00 | 1.35086 | 1.38086 | 1.32086 | ||
| 219 | 2010.04.02 17:30 | close | 73 | 1.00 | 1.34861 | 1.38086 | 1.32086 | 225.00 | 14784.73 |
| 220 | 2010.04.06 18:00 | sell | 74 | 1.00 | 1.33793 | 0.00000 | 0.00000 | ||
| 221 | 2010.04.06 18:00 | modify | 74 | 1.00 | 1.33793 | 1.36793 | 1.30793 | ||
| 222 | 2010.04.07 14:00 | close | 74 | 1.00 | 1.33514 | 1.36793 | 1.30793 | 281.82 | 15066.55 |
| 223 | 2010.04.07 19:00 | sell | 75 | 1.00 | 1.33610 | 0.00000 | 0.00000 | ||
| 224 | 2010.04.07 19:00 | modify | 75 | 1.00 | 1.33610 | 1.36610 | 1.30610 | ||
| 225 | 2010.04.08 02:30 | close | 75 | 1.00 | 1.33275 | 1.36610 | 1.30610 | 343.46 | 15410.01 |
| 226 | 2010.04.09 17:30 | buy | 76 | 1.00 | 1.34391 | 0.00000 | 0.00000 | ||
| 227 | 2010.04.09 17:30 | modify | 76 | 1.00 | 1.34391 | 1.31391 | 1.37391 | ||
| 228 | 2010.04.09 18:30 | close | 76 | 1.00 | 1.34791 | 1.31391 | 1.37391 | 400.00 | 15810.01 |
| 229 | 2010.04.12 17:00 | buy | 77 | 1.00 | 1.35941 | 0.00000 | 0.00000 | ||
| 230 | 2010.04.12 17:00 | modify | 77 | 1.00 | 1.35941 | 1.32941 | 1.38941 | ||
| 231 | 2010.04.14 03:30 | close | 77 | 1.00 | 1.36341 | 1.32941 | 1.38941 | 388.45 | 16198.46 |
| 232 | 2010.04.15 14:30 | buy | 78 | 1.00 | 1.35338 | 0.00000 | 0.00000 | ||
| 233 | 2010.04.15 14:30 | modify | 78 | 1.00 | 1.35338 | 1.32338 | 1.38338 | ||
| 234 | 2010.04.15 16:00 | sell | 79 | 1.00 | 1.35512 | 0.00000 | 0.00000 | ||
| 235 | 2010.04.15 16:00 | modify | 79 | 1.00 | 1.35512 | 1.38512 | 1.32512 | ||
| 236 | 2010.04.15 16:30 | close | 78 | 1.00 | 1.35581 | 1.32338 | 1.38338 | 243.00 | 16441.46 |
| 237 | 2010.04.15 18:30 | buy | 80 | 1.00 | 1.35589 | 0.00000 | 0.00000 | ||
| 238 | 2010.04.15 18:30 | modify | 80 | 1.00 | 1.35589 | 1.32589 | 1.38589 | ||
| 239 | 2010.04.16 09:00 | close | 79 | 1.00 | 1.35309 | 1.38512 | 1.32512 | 205.82 | 16647.28 |
| 240 | 2010.04.19 13:00 | close | 80 | 1.00 | 1.34333 | 1.32589 | 1.38589 | -1267.55 | 15379.72 |
| 241 | 2010.04.20 16:30 | buy | 81 | 1.00 | 1.34722 | 0.00000 | 0.00000 | ||
| 242 | 2010.04.20 16:30 | modify | 81 | 1.00 | 1.34722 | 1.31722 | 1.37722 | ||
| 243 | 2010.04.20 17:00 | sell | 82 | 1.00 | 1.34694 | 0.00000 | 0.00000 | ||
| 244 | 2010.04.20 17:00 | modify | 82 | 1.00 | 1.34694 | 1.37694 | 1.31694 | ||
| 245 | 2010.04.20 18:30 | close | 82 | 1.00 | 1.34482 | 1.37694 | 1.31694 | 212.00 | 15591.72 |
| 246 | 2010.04.20 19:00 | sell | 83 | 1.00 | 1.34434 | 0.00000 | 0.00000 | ||
| 247 | 2010.04.20 19:00 | modify | 83 | 1.00 | 1.34434 | 1.37434 | 1.31434 | ||
| 248 | 2010.04.21 02:30 | close | 83 | 1.00 | 1.34232 | 1.37434 | 1.31434 | 204.82 | 15796.54 |
| 249 | 2010.04.22 13:30 | close | 81 | 1.00 | 1.33449 | 1.31722 | 1.37722 | -1296.10 | 14500.44 |
| 250 | 2010.04.22 18:00 | sell | 84 | 1.00 | 1.33002 | 0.00000 | 0.00000 | ||
| 251 | 2010.04.22 18:00 | modify | 84 | 1.00 | 1.33002 | 1.36002 | 1.30002 | ||
| 252 | 2010.04.23 02:00 | close | 84 | 1.00 | 1.32670 | 1.36002 | 1.30002 | 334.82 | 14835.26 |
| 253 | 2010.04.23 06:30 | sell | 85 | 1.00 | 1.32201 | 0.00000 | 0.00000 | ||
| 254 | 2010.04.23 06:30 | modify | 85 | 1.00 | 1.32201 | 1.35201 | 1.29201 | ||
| 255 | 2010.04.23 18:00 | close | 85 | 1.00 | 1.33604 | 1.35201 | 1.29201 | -1403.00 | 13432.26 |
| 256 | 2010.04.26 17:00 | buy | 86 | 1.00 | 1.33149 | 0.00000 | 0.00000 | ||
| 257 | 2010.04.26 17:00 | modify | 86 | 1.00 | 1.33149 | 1.30149 | 1.36149 | ||
| 258 | 2010.04.26 18:30 | close | 86 | 1.00 | 1.33396 | 1.30149 | 1.36149 | 247.00 | 13679.26 |
| 259 | 2010.04.26 23:30 | sell | 87 | 1.00 | 1.33752 | 0.00000 | 0.00000 | ||
| 260 | 2010.04.26 23:30 | modify | 87 | 1.00 | 1.33752 | 1.36752 | 1.30752 | ||
| 261 | 2010.04.27 11:00 | close | 87 | 1.00 | 1.33471 | 1.36752 | 1.30752 | 283.82 | 13963.08 |
| 262 | 2010.04.27 19:30 | sell | 88 | 1.00 | 1.32296 | 0.00000 | 0.00000 | ||
| 263 | 2010.04.27 19:30 | modify | 88 | 1.00 | 1.32296 | 1.35296 | 1.29296 | ||
| 264 | 2010.04.27 22:00 | close | 88 | 1.00 | 1.32091 | 1.35296 | 1.29296 | 205.00 | 14168.08 |
| 265 | 2010.04.28 14:00 | sell | 89 | 1.00 | 1.31975 | 0.00000 | 0.00000 | ||
| 266 | 2010.04.28 14:00 | modify | 89 | 1.00 | 1.31975 | 1.34975 | 1.28975 | ||
| 267 | 2010.04.28 18:30 | close | 89 | 1.00 | 1.31346 | 1.34975 | 1.28975 | 629.00 | 14797.08 |
| 268 | 2010.04.28 19:00 | buy | 90 | 1.00 | 1.31280 | 0.00000 | 0.00000 | ||
| 269 | 2010.04.28 19:00 | modify | 90 | 1.00 | 1.31280 | 1.28280 | 1.34280 | ||
| 270 | 2010.04.28 20:00 | close | 90 | 1.00 | 1.31596 | 1.28280 | 1.34280 | 316.00 | 15113.08 |
| 271 | 2010.04.28 22:00 | buy | 91 | 1.00 | 1.31871 | 0.00000 | 0.00000 | ||
| 272 | 2010.04.28 22:00 | modify | 91 | 1.00 | 1.31871 | 1.28871 | 1.34871 | ||
| 273 | 2010.04.28 23:30 | close | 91 | 1.00 | 1.32137 | 1.28871 | 1.34871 | 266.00 | 15379.08 |
| 274 | 2010.04.29 02:00 | sell | 92 | 1.00 | 1.32105 | 0.00000 | 0.00000 | ||
| 275 | 2010.04.29 02:00 | modify | 92 | 1.00 | 1.32105 | 1.35105 | 1.29105 | ||
| 276 | 2010.04.29 03:30 | close | 92 | 1.00 | 1.31901 | 1.35105 | 1.29105 | 204.00 | 15583.08 |
| 277 | 2010.04.30 17:30 | sell | 93 | 1.00 | 1.33106 | 0.00000 | 0.00000 | ||
| 278 | 2010.04.30 17:30 | modify | 93 | 1.00 | 1.33106 | 1.36106 | 1.30106 | ||
| 279 | 2010.04.30 18:30 | close | 93 | 1.00 | 1.32845 | 1.36106 | 1.30106 | 261.00 | 15844.08 |
| 280 | 2010.05.03 05:30 | sell | 94 | 1.00 | 1.32226 | 0.00000 | 0.00000 | ||
| 281 | 2010.05.03 05:30 | modify | 94 | 1.00 | 1.32226 | 1.35226 | 1.29226 | ||
| 282 | 2010.05.03 18:00 | close | 94 | 1.00 | 1.31759 | 1.35226 | 1.29226 | 467.00 | 16311.08 |
| 283 | 2010.05.03 18:30 | sell | 95 | 1.00 | 1.31800 | 0.00000 | 0.00000 | ||
| 284 | 2010.05.03 18:30 | modify | 95 | 1.00 | 1.31800 | 1.34800 | 1.28800 | ||
| 285 | 2010.05.04 11:30 | close | 95 | 1.00 | 1.31510 | 1.34800 | 1.28800 | 292.82 | 16603.90 |
| 286 | 2010.05.04 13:00 | buy | 96 | 1.00 | 1.31305 | 0.00000 | 0.00000 | ||
| 287 | 2010.05.04 13:00 | modify | 96 | 1.00 | 1.31305 | 1.28305 | 1.34305 | ||
| 288 | 2010.05.04 13:30 | sell | 97 | 1.00 | 1.31263 | 0.00000 | 0.00000 | ||
| 289 | 2010.05.04 13:30 | modify | 97 | 1.00 | 1.31263 | 1.34263 | 1.28263 | ||
| 290 | 2010.05.04 15:00 | close | 97 | 1.00 | 1.30947 | 1.34263 | 1.28263 | 316.00 | 16919.90 |
| 291 | 2010.05.04 22:00 | close | 96 | 1.00 | 1.30015 | 1.28305 | 1.34305 | -1290.00 | 15629.90 |
| 292 | 2010.05.05 04:30 | buy | 98 | 1.00 | 1.29425 | 0.00000 | 0.00000 | ||
| 293 | 2010.05.05 04:30 | modify | 98 | 1.00 | 1.29425 | 1.26425 | 1.32425 | ||
| 294 | 2010.05.05 06:30 | close | 98 | 1.00 | 1.29636 | 1.26425 | 1.32425 | 211.00 | 15840.90 |
| 295 | 2010.05.05 17:30 | buy | 99 | 1.00 | 1.28512 | 0.00000 | 0.00000 | ||
| 296 | 2010.05.05 17:30 | modify | 99 | 1.00 | 1.28512 | 1.25512 | 1.31512 | ||
| 297 | 2010.05.05 18:30 | sell | 100 | 1.00 | 1.28665 | 0.00000 | 0.00000 | ||
| 298 | 2010.05.05 18:30 | modify | 100 | 1.00 | 1.28665 | 1.31665 | 1.25665 | ||
| 299 | 2010.05.05 19:00 | close | 99 | 1.00 | 1.28892 | 1.25512 | 1.31512 | 380.00 | 16220.90 |
| 300 | 2010.05.05 21:30 | close | 100 | 1.00 | 1.28370 | 1.31665 | 1.25665 | 295.00 | 16515.90 |