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 |
| 2851 | 2015.01.15 21:00 | buy | 951 | 1.00 | 1.16174 | 0.00000 | 0.00000 | ||
| 2852 | 2015.01.15 21:00 | modify | 951 | 1.00 | 1.16174 | 1.13174 | 1.19174 | ||
| 2853 | 2015.01.16 05:30 | close | 951 | 1.00 | 1.16388 | 1.13174 | 1.19174 | 208.22 | 78915.84 |
| 2854 | 2015.01.19 15:30 | buy | 952 | 1.00 | 1.16102 | 0.00000 | 0.00000 | ||
| 2855 | 2015.01.19 15:30 | modify | 952 | 1.00 | 1.16102 | 1.13102 | 1.19102 | ||
| 2856 | 2015.01.19 18:00 | close | 952 | 1.00 | 1.16314 | 1.13102 | 1.19102 | 212.00 | 79127.84 |
| 2857 | 2015.01.21 17:00 | sell | 953 | 1.00 | 1.16397 | 0.00000 | 0.00000 | ||
| 2858 | 2015.01.21 17:00 | modify | 953 | 1.00 | 1.16397 | 1.19397 | 1.13397 | ||
| 2859 | 2015.01.21 18:00 | close | 953 | 1.00 | 1.15882 | 1.19397 | 1.13397 | 515.00 | 79642.84 |
| 2860 | 2015.01.21 18:30 | buy | 954 | 1.00 | 1.15964 | 0.00000 | 0.00000 | ||
| 2861 | 2015.01.21 18:30 | modify | 954 | 1.00 | 1.15964 | 1.12964 | 1.18964 | ||
| 2862 | 2015.01.22 11:30 | close | 954 | 1.00 | 1.16266 | 1.12964 | 1.18964 | 284.67 | 79927.52 |
| 2863 | 2015.01.22 14:00 | buy | 955 | 1.00 | 1.16278 | 0.00000 | 0.00000 | ||
| 2864 | 2015.01.22 14:00 | modify | 955 | 1.00 | 1.16278 | 1.13278 | 1.19278 | ||
| 2865 | 2015.01.22 15:00 | sell | 956 | 1.00 | 1.16310 | 0.00000 | 0.00000 | ||
| 2866 | 2015.01.22 15:00 | modify | 956 | 1.00 | 1.16310 | 1.19310 | 1.13310 | ||
| 2867 | 2015.01.22 16:00 | close | 956 | 1.00 | 1.15643 | 1.19310 | 1.13310 | 667.00 | 80594.52 |
| 2868 | 2015.01.22 16:30 | close | 955 | 1.00 | 1.14808 | 1.13278 | 1.19278 | -1470.00 | 79124.52 |
| 2869 | 2015.01.23 14:30 | sell | 957 | 1.00 | 1.11593 | 0.00000 | 0.00000 | ||
| 2870 | 2015.01.23 14:30 | modify | 957 | 1.00 | 1.11593 | 1.14593 | 1.08593 | ||
| 2871 | 2015.01.23 15:30 | buy | 958 | 1.00 | 1.11745 | 0.00000 | 0.00000 | ||
| 2872 | 2015.01.23 15:30 | modify | 958 | 1.00 | 1.11745 | 1.08745 | 1.14745 | ||
| 2873 | 2015.01.23 16:00 | close | 958 | 1.00 | 1.12356 | 1.08745 | 1.14745 | 611.00 | 79735.52 |
| 2874 | 2015.01.23 23:30 | buy | 959 | 1.00 | 1.12113 | 0.00000 | 0.00000 | ||
| 2875 | 2015.01.23 23:30 | modify | 959 | 1.00 | 1.12113 | 1.09113 | 1.15113 | ||
| 2876 | 2015.01.26 10:00 | close | 959 | 1.00 | 1.12379 | 1.09113 | 1.15113 | 260.22 | 79995.74 |
| 2877 | 2015.01.26 13:30 | buy | 960 | 1.00 | 1.12312 | 0.00000 | 0.00000 | ||
| 2878 | 2015.01.26 13:30 | modify | 960 | 1.00 | 1.12312 | 1.09312 | 1.15312 | ||
| 2879 | 2015.01.26 15:30 | close | 960 | 1.00 | 1.12543 | 1.09312 | 1.15312 | 231.00 | 80226.74 |
| 2880 | 2015.01.26 19:00 | close | 957 | 1.00 | 1.12905 | 1.14593 | 1.08593 | -1309.18 | 78917.56 |
| 2881 | 2015.01.27 13:00 | buy | 961 | 1.00 | 1.12822 | 0.00000 | 0.00000 | ||
| 2882 | 2015.01.27 13:00 | modify | 961 | 1.00 | 1.12822 | 1.09822 | 1.15822 | ||
| 2883 | 2015.01.27 15:00 | sell | 962 | 1.00 | 1.13001 | 0.00000 | 0.00000 | ||
| 2884 | 2015.01.27 15:00 | modify | 962 | 1.00 | 1.13001 | 1.16001 | 1.10001 | ||
| 2885 | 2015.01.27 15:30 | close | 961 | 1.00 | 1.13131 | 1.09822 | 1.15822 | 309.00 | 79226.56 |
| 2886 | 2015.01.28 21:30 | buy | 963 | 1.00 | 1.13284 | 0.00000 | 0.00000 | ||
| 2887 | 2015.01.28 21:30 | modify | 963 | 1.00 | 1.13284 | 1.10284 | 1.16284 | ||
| 2888 | 2015.01.29 05:30 | close | 962 | 1.00 | 1.12769 | 1.16001 | 1.10001 | 243.28 | 79469.84 |
| 2889 | 2015.01.29 17:30 | close | 963 | 1.00 | 1.13565 | 1.10284 | 1.16284 | 263.67 | 79733.51 |
| 2890 | 2015.01.30 16:00 | buy | 964 | 1.00 | 1.13196 | 0.00000 | 0.00000 | ||
| 2891 | 2015.01.30 16:00 | modify | 964 | 1.00 | 1.13196 | 1.10196 | 1.16196 | ||
| 2892 | 2015.02.02 12:00 | close | 964 | 1.00 | 1.13520 | 1.10196 | 1.16196 | 318.22 | 80051.73 |
| 2893 | 2015.02.02 13:30 | sell | 965 | 1.00 | 1.13324 | 0.00000 | 0.00000 | ||
| 2894 | 2015.02.02 13:30 | modify | 965 | 1.00 | 1.13324 | 1.16324 | 1.10324 | ||
| 2895 | 2015.02.02 15:30 | close | 965 | 1.00 | 1.13069 | 1.16324 | 1.10324 | 255.00 | 80306.73 |
| 2896 | 2015.02.03 20:00 | buy | 966 | 1.00 | 1.14730 | 0.00000 | 0.00000 | ||
| 2897 | 2015.02.03 20:00 | modify | 966 | 1.00 | 1.14730 | 1.11730 | 1.17730 | ||
| 2898 | 2015.02.03 20:30 | close | 966 | 1.00 | 1.15270 | 1.11730 | 1.17730 | 540.00 | 80846.73 |
| 2899 | 2015.02.05 18:00 | buy | 967 | 1.00 | 1.14294 | 0.00000 | 0.00000 | ||
| 2900 | 2015.02.05 18:00 | modify | 967 | 1.00 | 1.14294 | 1.11294 | 1.17294 | ||
| 2901 | 2015.02.05 20:00 | close | 967 | 1.00 | 1.14512 | 1.11294 | 1.17294 | 218.00 | 81064.73 |
| 2902 | 2015.02.06 17:00 | buy | 968 | 1.00 | 1.13434 | 0.00000 | 0.00000 | ||
| 2903 | 2015.02.06 17:00 | modify | 968 | 1.00 | 1.13434 | 1.10434 | 1.16434 | ||
| 2904 | 2015.02.06 17:30 | sell | 969 | 1.00 | 1.13324 | 0.00000 | 0.00000 | ||
| 2905 | 2015.02.06 17:30 | modify | 969 | 1.00 | 1.13324 | 1.16324 | 1.10324 | ||
| 2906 | 2015.02.09 13:30 | close | 969 | 1.00 | 1.13049 | 1.16324 | 1.10324 | 277.82 | 81342.55 |
| 2907 | 2015.02.12 17:00 | close | 968 | 1.00 | 1.13837 | 1.10434 | 1.16434 | 368.35 | 81710.90 |
| 2908 | 2015.02.12 17:30 | sell | 970 | 1.00 | 1.13867 | 0.00000 | 0.00000 | ||
| 2909 | 2015.02.12 17:30 | modify | 970 | 1.00 | 1.13867 | 1.16867 | 1.10867 | ||
| 2910 | 2015.02.13 17:30 | buy | 971 | 1.00 | 1.14164 | 0.00000 | 0.00000 | ||
| 2911 | 2015.02.13 17:30 | modify | 971 | 1.00 | 1.14164 | 1.11164 | 1.17164 | ||
| 2912 | 2015.02.16 19:30 | close | 970 | 1.00 | 1.13580 | 1.16867 | 1.10867 | 292.64 | 82003.54 |
| 2913 | 2015.02.16 20:00 | sell | 972 | 1.00 | 1.13559 | 0.00000 | 0.00000 | ||
| 2914 | 2015.02.16 20:00 | modify | 972 | 1.00 | 1.13559 | 1.16559 | 1.10559 | ||
| 2915 | 2015.02.16 20:30 | close | 972 | 1.00 | 1.13237 | 1.16559 | 1.10559 | 322.00 | 82325.54 |
| 2916 | 2015.02.17 14:00 | close | 971 | 1.00 | 1.14391 | 1.11164 | 1.17164 | 215.45 | 82540.99 |
| 2917 | 2015.02.17 16:30 | buy | 973 | 1.00 | 1.14112 | 0.00000 | 0.00000 | ||
| 2918 | 2015.02.17 16:30 | modify | 973 | 1.00 | 1.14112 | 1.11112 | 1.17112 | ||
| 2919 | 2015.02.19 10:30 | close | 973 | 1.00 | 1.14397 | 1.11112 | 1.17112 | 261.90 | 82802.88 |
| 2920 | 2015.02.23 12:30 | sell | 974 | 1.00 | 1.13129 | 0.00000 | 0.00000 | ||
| 2921 | 2015.02.23 12:30 | modify | 974 | 1.00 | 1.13129 | 1.16129 | 1.10129 | ||
| 2922 | 2015.02.26 16:00 | close | 974 | 1.00 | 1.12598 | 1.16129 | 1.10129 | 545.10 | 83347.98 |
| 2923 | 2015.03.04 16:30 | sell | 975 | 1.00 | 1.11253 | 0.00000 | 0.00000 | ||
| 2924 | 2015.03.04 16:30 | modify | 975 | 1.00 | 1.11253 | 1.14253 | 1.08253 | ||
| 2925 | 2015.03.04 17:00 | close | 975 | 1.00 | 1.10960 | 1.14253 | 1.08253 | 293.00 | 83640.98 |
| 2926 | 2015.03.05 19:30 | sell | 976 | 1.00 | 1.10051 | 0.00000 | 0.00000 | ||
| 2927 | 2015.03.05 19:30 | modify | 976 | 1.00 | 1.10051 | 1.13051 | 1.07051 | ||
| 2928 | 2015.03.06 11:30 | close | 976 | 1.00 | 1.09797 | 1.13051 | 1.07051 | 256.82 | 83897.80 |
| 2929 | 2015.03.09 13:30 | buy | 977 | 1.00 | 1.08895 | 0.00000 | 0.00000 | ||
| 2930 | 2015.03.09 13:30 | modify | 977 | 1.00 | 1.08895 | 1.05895 | 1.11895 | ||
| 2931 | 2015.03.10 12:00 | close | 977 | 1.00 | 1.07581 | 1.05895 | 1.11895 | -1319.78 | 82578.02 |
| 2932 | 2015.03.10 17:00 | buy | 978 | 1.00 | 1.07702 | 0.00000 | 0.00000 | ||
| 2933 | 2015.03.10 17:00 | modify | 978 | 1.00 | 1.07702 | 1.04702 | 1.10702 | ||
| 2934 | 2015.03.11 12:00 | close | 978 | 1.00 | 1.06447 | 1.04702 | 1.10702 | -1260.78 | 81317.25 |
| 2935 | 2015.03.11 21:00 | sell | 979 | 1.00 | 1.05315 | 0.00000 | 0.00000 | ||
| 2936 | 2015.03.11 21:00 | modify | 979 | 1.00 | 1.05315 | 1.08315 | 1.02315 | ||
| 2937 | 2015.03.12 06:00 | close | 979 | 1.00 | 1.05094 | 1.08315 | 1.02315 | 229.46 | 81546.70 |
| 2938 | 2015.03.12 06:30 | buy | 980 | 1.00 | 1.05077 | 0.00000 | 0.00000 | ||
| 2939 | 2015.03.12 06:30 | modify | 980 | 1.00 | 1.05077 | 1.02077 | 1.08077 | ||
| 2940 | 2015.03.12 09:00 | close | 980 | 1.00 | 1.05294 | 1.02077 | 1.08077 | 217.00 | 81763.70 |
| 2941 | 2015.03.12 12:30 | sell | 981 | 1.00 | 1.05987 | 0.00000 | 0.00000 | ||
| 2942 | 2015.03.12 12:30 | modify | 981 | 1.00 | 1.05987 | 1.08987 | 1.02987 | ||
| 2943 | 2015.03.12 16:00 | buy | 982 | 1.00 | 1.06420 | 0.00000 | 0.00000 | ||
| 2944 | 2015.03.12 16:00 | modify | 982 | 1.00 | 1.06420 | 1.03420 | 1.09420 | ||
| 2945 | 2015.03.13 09:30 | close | 981 | 1.00 | 1.05765 | 1.08987 | 1.02987 | 224.82 | 81988.52 |
| 2946 | 2015.03.13 17:30 | sell | 983 | 1.00 | 1.05288 | 0.00000 | 0.00000 | ||
| 2947 | 2015.03.13 17:30 | modify | 983 | 1.00 | 1.05288 | 1.08288 | 1.02288 | ||
| 2948 | 2015.03.13 18:00 | close | 982 | 1.00 | 1.05137 | 1.03420 | 1.09420 | -1288.78 | 80699.75 |
| 2949 | 2015.03.13 18:30 | close | 983 | 1.00 | 1.04840 | 1.08288 | 1.02288 | 448.00 | 81147.75 |
| 2950 | 2015.03.16 09:30 | buy | 984 | 1.00 | 1.05292 | 0.00000 | 0.00000 | ||
| 2951 | 2015.03.16 09:30 | modify | 984 | 1.00 | 1.05292 | 1.02292 | 1.08292 | ||
| 2952 | 2015.03.16 16:30 | close | 984 | 1.00 | 1.05737 | 1.02292 | 1.08292 | 445.00 | 81592.75 |
| 2953 | 2015.03.16 19:00 | buy | 985 | 1.00 | 1.05761 | 0.00000 | 0.00000 | ||
| 2954 | 2015.03.16 19:00 | modify | 985 | 1.00 | 1.05761 | 1.02761 | 1.08761 | ||
| 2955 | 2015.03.16 20:00 | close | 985 | 1.00 | 1.06137 | 1.02761 | 1.08761 | 376.00 | 81968.75 |
| 2956 | 2015.03.17 12:30 | sell | 986 | 1.00 | 1.05917 | 0.00000 | 0.00000 | ||
| 2957 | 2015.03.17 12:30 | modify | 986 | 1.00 | 1.05917 | 1.08917 | 1.02917 | ||
| 2958 | 2015.03.18 21:30 | close | 986 | 1.00 | 1.07528 | 1.08917 | 1.02917 | -1608.18 | 80360.57 |
| 2959 | 2015.03.18 22:00 | buy | 987 | 1.00 | 1.07409 | 0.00000 | 0.00000 | ||
| 2960 | 2015.03.18 22:00 | modify | 987 | 1.00 | 1.07409 | 1.04409 | 1.10409 | ||
| 2961 | 2015.03.18 22:30 | close | 987 | 1.00 | 1.07947 | 1.04409 | 1.10409 | 538.00 | 80898.57 |
| 2962 | 2015.03.18 23:30 | buy | 988 | 1.00 | 1.09168 | 0.00000 | 0.00000 | ||
| 2963 | 2015.03.18 23:30 | modify | 988 | 1.00 | 1.09168 | 1.06168 | 1.12168 | ||
| 2964 | 2015.03.19 07:00 | close | 988 | 1.00 | 1.07686 | 1.06168 | 1.12168 | -1499.33 | 79399.24 |
| 2965 | 2015.03.19 11:00 | sell | 989 | 1.00 | 1.07098 | 0.00000 | 0.00000 | ||
| 2966 | 2015.03.19 11:00 | modify | 989 | 1.00 | 1.07098 | 1.10098 | 1.04098 | ||
| 2967 | 2015.03.19 11:30 | close | 989 | 1.00 | 1.06537 | 1.10098 | 1.04098 | 561.00 | 79960.24 |
| 2968 | 2015.03.19 12:00 | buy | 990 | 1.00 | 1.06587 | 0.00000 | 0.00000 | ||
| 2969 | 2015.03.19 12:00 | modify | 990 | 1.00 | 1.06587 | 1.03587 | 1.09587 | ||
| 2970 | 2015.03.19 13:00 | close | 990 | 1.00 | 1.06911 | 1.03587 | 1.09587 | 324.00 | 80284.24 |
| 2971 | 2015.03.19 15:00 | buy | 991 | 1.00 | 1.07007 | 0.00000 | 0.00000 | ||
| 2972 | 2015.03.19 15:00 | modify | 991 | 1.00 | 1.07007 | 1.04007 | 1.10007 | ||
| 2973 | 2015.03.19 16:00 | sell | 992 | 1.00 | 1.06629 | 0.00000 | 0.00000 | ||
| 2974 | 2015.03.19 16:00 | modify | 992 | 1.00 | 1.06629 | 1.09629 | 1.03629 | ||
| 2975 | 2015.03.19 19:00 | close | 992 | 1.00 | 1.06220 | 1.09629 | 1.03629 | 409.00 | 80693.24 |
| 2976 | 2015.03.20 15:30 | close | 991 | 1.00 | 1.07243 | 1.04007 | 1.10007 | 230.22 | 80923.46 |
| 2977 | 2015.03.20 15:30 | buy | 993 | 1.00 | 1.07258 | 0.00000 | 0.00000 | ||
| 2978 | 2015.03.20 15:30 | modify | 993 | 1.00 | 1.07258 | 1.04258 | 1.10258 | ||
| 2979 | 2015.03.20 16:00 | close | 993 | 1.00 | 1.07500 | 1.04258 | 1.10258 | 242.00 | 81165.46 |
| 2980 | 2015.03.20 17:00 | sell | 994 | 1.00 | 1.07971 | 0.00000 | 0.00000 | ||
| 2981 | 2015.03.20 17:00 | modify | 994 | 1.00 | 1.07971 | 1.10971 | 1.04971 | ||
| 2982 | 2015.03.20 18:30 | close | 994 | 1.00 | 1.07700 | 1.10971 | 1.04971 | 271.00 | 81436.46 |
| 2983 | 2015.03.20 18:30 | buy | 995 | 1.00 | 1.07700 | 0.00000 | 0.00000 | ||
| 2984 | 2015.03.20 18:30 | modify | 995 | 1.00 | 1.07700 | 1.04700 | 1.10700 | ||
| 2985 | 2015.03.20 19:00 | close | 995 | 1.00 | 1.07911 | 1.04700 | 1.10700 | 211.00 | 81647.46 |
| 2986 | 2015.03.23 10:00 | buy | 996 | 1.00 | 1.08045 | 0.00000 | 0.00000 | ||
| 2987 | 2015.03.23 10:00 | modify | 996 | 1.00 | 1.08045 | 1.05045 | 1.11045 | ||
| 2988 | 2015.03.23 12:30 | close | 996 | 1.00 | 1.08264 | 1.05045 | 1.11045 | 219.00 | 81866.46 |
| 2989 | 2015.03.23 14:00 | buy | 997 | 1.00 | 1.08673 | 0.00000 | 0.00000 | ||
| 2990 | 2015.03.23 14:00 | modify | 997 | 1.00 | 1.08673 | 1.05673 | 1.11673 | ||
| 2991 | 2015.03.23 15:00 | close | 997 | 1.00 | 1.08953 | 1.05673 | 1.11673 | 280.00 | 82146.46 |
| 2992 | 2015.03.23 17:30 | buy | 998 | 1.00 | 1.09239 | 0.00000 | 0.00000 | ||
| 2993 | 2015.03.23 17:30 | modify | 998 | 1.00 | 1.09239 | 1.06239 | 1.12239 | ||
| 2994 | 2015.03.23 19:30 | sell | 999 | 1.00 | 1.09373 | 0.00000 | 0.00000 | ||
| 2995 | 2015.03.23 19:30 | modify | 999 | 1.00 | 1.09373 | 1.12373 | 1.06373 | ||
| 2996 | 2015.03.23 20:00 | close | 999 | 1.00 | 1.09169 | 1.12373 | 1.06373 | 204.00 | 82350.46 |
| 2997 | 2015.03.23 22:00 | close | 998 | 1.00 | 1.09457 | 1.06239 | 1.12239 | 218.00 | 82568.46 |
| 2998 | 2015.03.24 09:30 | buy | 1000 | 1.00 | 1.09387 | 0.00000 | 0.00000 | ||
| 2999 | 2015.03.24 09:30 | modify | 1000 | 1.00 | 1.09387 | 1.06387 | 1.12387 | ||
| 3000 | 2015.03.24 11:30 | close | 1000 | 1.00 | 1.09729 | 1.06387 | 1.12387 | 342.00 | 82910.46 |