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 |
| 3001 | 2015.03.24 17:00 | sell | 1001 | 1.00 | 1.09382 | 0.00000 | 0.00000 | ||
| 3002 | 2015.03.24 17:00 | modify | 1001 | 1.00 | 1.09382 | 1.12382 | 1.06382 | ||
| 3003 | 2015.03.24 17:30 | close | 1001 | 1.00 | 1.09098 | 1.12382 | 1.06382 | 284.00 | 83194.46 |
| 3004 | 2015.03.25 18:00 | sell | 1002 | 1.00 | 1.09669 | 0.00000 | 0.00000 | ||
| 3005 | 2015.03.25 18:00 | modify | 1002 | 1.00 | 1.09669 | 1.12669 | 1.06669 | ||
| 3006 | 2015.03.26 17:30 | close | 1002 | 1.00 | 1.09188 | 1.12669 | 1.06669 | 489.46 | 83683.92 |
| 3007 | 2015.03.27 12:00 | buy | 1003 | 1.00 | 1.08224 | 0.00000 | 0.00000 | ||
| 3008 | 2015.03.27 12:00 | modify | 1003 | 1.00 | 1.08224 | 1.05224 | 1.11224 | ||
| 3009 | 2015.03.27 14:30 | close | 1003 | 1.00 | 1.08503 | 1.05224 | 1.11224 | 279.00 | 83962.92 |
| 3010 | 2015.03.27 16:00 | buy | 1004 | 1.00 | 1.08780 | 0.00000 | 0.00000 | ||
| 3011 | 2015.03.27 16:00 | modify | 1004 | 1.00 | 1.08780 | 1.05780 | 1.11780 | ||
| 3012 | 2015.03.27 16:30 | sell | 1005 | 1.00 | 1.08765 | 0.00000 | 0.00000 | ||
| 3013 | 2015.03.27 16:30 | modify | 1005 | 1.00 | 1.08765 | 1.11765 | 1.05765 | ||
| 3014 | 2015.03.27 19:30 | close | 1004 | 1.00 | 1.09021 | 1.05780 | 1.11780 | 241.00 | 84203.92 |
| 3015 | 2015.03.27 19:30 | buy | 1006 | 1.00 | 1.09036 | 0.00000 | 0.00000 | ||
| 3016 | 2015.03.27 19:30 | modify | 1006 | 1.00 | 1.09036 | 1.06036 | 1.12036 | ||
| 3017 | 2015.03.30 10:30 | close | 1005 | 1.00 | 1.08393 | 1.11765 | 1.05765 | 374.82 | 84578.74 |
| 3018 | 2015.03.31 10:30 | close | 1006 | 1.00 | 1.07681 | 1.06036 | 1.12036 | -1366.55 | 83212.19 |
| 3019 | 2015.03.31 13:30 | buy | 1007 | 1.00 | 1.07300 | 0.00000 | 0.00000 | ||
| 3020 | 2015.03.31 13:30 | modify | 1007 | 1.00 | 1.07300 | 1.04300 | 1.10300 | ||
| 3021 | 2015.03.31 14:30 | close | 1007 | 1.00 | 1.07513 | 1.04300 | 1.10300 | 213.00 | 83425.19 |
| 3022 | 2015.03.31 17:00 | buy | 1008 | 1.00 | 1.07395 | 0.00000 | 0.00000 | ||
| 3023 | 2015.03.31 17:00 | modify | 1008 | 1.00 | 1.07395 | 1.04395 | 1.10395 | ||
| 3024 | 2015.04.01 04:30 | close | 1008 | 1.00 | 1.07737 | 1.04395 | 1.10395 | 336.22 | 83761.41 |
| 3025 | 2015.04.01 14:00 | buy | 1009 | 1.00 | 1.07585 | 0.00000 | 0.00000 | ||
| 3026 | 2015.04.01 14:00 | modify | 1009 | 1.00 | 1.07585 | 1.04585 | 1.10585 | ||
| 3027 | 2015.04.01 15:30 | close | 1009 | 1.00 | 1.07835 | 1.04585 | 1.10585 | 250.00 | 84011.41 |
| 3028 | 2015.04.01 16:30 | sell | 1010 | 1.00 | 1.07745 | 0.00000 | 0.00000 | ||
| 3029 | 2015.04.01 16:30 | modify | 1010 | 1.00 | 1.07745 | 1.10745 | 1.04745 | ||
| 3030 | 2015.04.01 17:00 | close | 1010 | 1.00 | 1.07454 | 1.10745 | 1.04745 | 291.00 | 84302.41 |
| 3031 | 2015.04.02 13:00 | buy | 1011 | 1.00 | 1.08240 | 0.00000 | 0.00000 | ||
| 3032 | 2015.04.02 13:00 | modify | 1011 | 1.00 | 1.08240 | 1.05240 | 1.11240 | ||
| 3033 | 2015.04.02 16:00 | close | 1011 | 1.00 | 1.08477 | 1.05240 | 1.11240 | 237.00 | 84539.41 |
| 3034 | 2015.04.06 16:30 | buy | 1012 | 1.00 | 1.10200 | 0.00000 | 0.00000 | ||
| 3035 | 2015.04.06 16:30 | modify | 1012 | 1.00 | 1.10200 | 1.07200 | 1.13200 | ||
| 3036 | 2015.04.06 17:30 | sell | 1013 | 1.00 | 1.10326 | 0.00000 | 0.00000 | ||
| 3037 | 2015.04.06 17:30 | modify | 1013 | 1.00 | 1.10326 | 1.13326 | 1.07326 | ||
| 3038 | 2015.04.06 19:00 | close | 1013 | 1.00 | 1.10083 | 1.13326 | 1.07326 | 243.00 | 84782.41 |
| 3039 | 2015.04.07 11:30 | close | 1012 | 1.00 | 1.08719 | 1.07200 | 1.13200 | -1486.78 | 83295.64 |
| 3040 | 2015.04.07 17:30 | buy | 1014 | 1.00 | 1.08702 | 0.00000 | 0.00000 | ||
| 3041 | 2015.04.07 17:30 | modify | 1014 | 1.00 | 1.08702 | 1.05702 | 1.11702 | ||
| 3042 | 2015.04.08 22:00 | sell | 1015 | 1.00 | 1.08000 | 0.00000 | 0.00000 | ||
| 3043 | 2015.04.08 22:00 | modify | 1015 | 1.00 | 1.08000 | 1.11000 | 1.05000 | ||
| 3044 | 2015.04.09 02:30 | close | 1015 | 1.00 | 1.07794 | 1.11000 | 1.05000 | 214.46 | 83510.09 |
| 3045 | 2015.04.09 11:00 | close | 1014 | 1.00 | 1.07443 | 1.05702 | 1.11702 | -1282.10 | 82227.99 |
| 3046 | 2015.04.10 15:30 | sell | 1016 | 1.00 | 1.05846 | 0.00000 | 0.00000 | ||
| 3047 | 2015.04.10 15:30 | modify | 1016 | 1.00 | 1.05846 | 1.08846 | 1.02846 | ||
| 3048 | 2015.04.10 17:00 | buy | 1017 | 1.00 | 1.06047 | 0.00000 | 0.00000 | ||
| 3049 | 2015.04.10 17:00 | modify | 1017 | 1.00 | 1.06047 | 1.03047 | 1.09047 | ||
| 3050 | 2015.04.13 11:30 | close | 1016 | 1.00 | 1.05594 | 1.08846 | 1.02846 | 254.82 | 82482.81 |
| 3051 | 2015.04.13 13:00 | sell | 1018 | 1.00 | 1.05459 | 0.00000 | 0.00000 | ||
| 3052 | 2015.04.13 13:00 | modify | 1018 | 1.00 | 1.05459 | 1.08459 | 1.02459 | ||
| 3053 | 2015.04.13 13:30 | close | 1018 | 1.00 | 1.05255 | 1.08459 | 1.02459 | 204.00 | 82686.81 |
| 3054 | 2015.04.14 16:00 | close | 1017 | 1.00 | 1.06369 | 1.03047 | 1.09047 | 310.45 | 82997.26 |
| 3055 | 2015.04.15 16:00 | buy | 1019 | 1.00 | 1.05985 | 0.00000 | 0.00000 | ||
| 3056 | 2015.04.15 16:00 | modify | 1019 | 1.00 | 1.05985 | 1.02985 | 1.08985 | ||
| 3057 | 2015.04.15 16:30 | close | 1019 | 1.00 | 1.06545 | 1.02985 | 1.08985 | 560.00 | 83557.26 |
| 3058 | 2015.04.15 18:30 | sell | 1020 | 1.00 | 1.06027 | 0.00000 | 0.00000 | ||
| 3059 | 2015.04.15 18:30 | modify | 1020 | 1.00 | 1.06027 | 1.09027 | 1.03027 | ||
| 3060 | 2015.04.16 03:30 | close | 1020 | 1.00 | 1.07329 | 1.09027 | 1.03027 | -1293.54 | 82263.72 |
| 3061 | 2015.04.16 15:30 | sell | 1021 | 1.00 | 1.07255 | 0.00000 | 0.00000 | ||
| 3062 | 2015.04.16 15:30 | modify | 1021 | 1.00 | 1.07255 | 1.10255 | 1.04255 | ||
| 3063 | 2015.04.16 16:00 | buy | 1022 | 1.00 | 1.07424 | 0.00000 | 0.00000 | ||
| 3064 | 2015.04.16 16:00 | modify | 1022 | 1.00 | 1.07424 | 1.04424 | 1.10424 | ||
| 3065 | 2015.04.16 17:30 | close | 1021 | 1.00 | 1.07026 | 1.10255 | 1.04255 | 229.00 | 82492.72 |
| 3066 | 2015.04.16 18:00 | sell | 1023 | 1.00 | 1.07004 | 0.00000 | 0.00000 | ||
| 3067 | 2015.04.16 18:00 | modify | 1023 | 1.00 | 1.07004 | 1.10004 | 1.04004 | ||
| 3068 | 2015.04.16 21:00 | close | 1022 | 1.00 | 1.07885 | 1.04424 | 1.10424 | 461.00 | 82953.72 |
| 3069 | 2015.04.16 22:00 | buy | 1024 | 1.00 | 1.07999 | 0.00000 | 0.00000 | ||
| 3070 | 2015.04.16 22:00 | modify | 1024 | 1.00 | 1.07999 | 1.04999 | 1.10999 | ||
| 3071 | 2015.04.17 12:00 | close | 1024 | 1.00 | 1.08203 | 1.04999 | 1.10999 | 198.22 | 83151.94 |
| 3072 | 2015.04.17 13:30 | close | 1023 | 1.00 | 1.08339 | 1.10004 | 1.04004 | -1332.18 | 81819.76 |
| 3073 | 2015.04.17 16:30 | sell | 1025 | 1.00 | 1.07579 | 0.00000 | 0.00000 | ||
| 3074 | 2015.04.17 16:30 | modify | 1025 | 1.00 | 1.07579 | 1.10579 | 1.04579 | ||
| 3075 | 2015.04.17 18:30 | buy | 1026 | 1.00 | 1.07768 | 0.00000 | 0.00000 | ||
| 3076 | 2015.04.17 18:30 | modify | 1026 | 1.00 | 1.07768 | 1.04768 | 1.10768 | ||
| 3077 | 2015.04.17 22:30 | close | 1026 | 1.00 | 1.08171 | 1.04768 | 1.10768 | 403.00 | 82222.76 |
| 3078 | 2015.04.20 11:30 | buy | 1027 | 1.00 | 1.07810 | 0.00000 | 0.00000 | ||
| 3079 | 2015.04.20 11:30 | modify | 1027 | 1.00 | 1.07810 | 1.04810 | 1.10810 | ||
| 3080 | 2015.04.20 12:30 | close | 1025 | 1.00 | 1.07377 | 1.10579 | 1.04579 | 204.82 | 82427.58 |
| 3081 | 2015.04.20 15:30 | sell | 1028 | 1.00 | 1.07312 | 0.00000 | 0.00000 | ||
| 3082 | 2015.04.20 15:30 | modify | 1028 | 1.00 | 1.07312 | 1.10312 | 1.04312 | ||
| 3083 | 2015.04.21 09:30 | close | 1028 | 1.00 | 1.07034 | 1.10312 | 1.04312 | 280.82 | 82708.40 |
| 3084 | 2015.04.21 12:30 | sell | 1029 | 1.00 | 1.06901 | 0.00000 | 0.00000 | ||
| 3085 | 2015.04.21 12:30 | modify | 1029 | 1.00 | 1.06901 | 1.09901 | 1.03901 | ||
| 3086 | 2015.04.23 18:00 | close | 1027 | 1.00 | 1.08021 | 1.04810 | 1.10810 | 182.12 | 82890.52 |
| 3087 | 2015.04.23 18:30 | close | 1029 | 1.00 | 1.08159 | 1.09901 | 1.03901 | -1246.72 | 81643.80 |
| 3088 | 2015.04.24 18:30 | buy | 1030 | 1.00 | 1.08621 | 0.00000 | 0.00000 | ||
| 3089 | 2015.04.24 18:30 | modify | 1030 | 1.00 | 1.08621 | 1.05621 | 1.11621 | ||
| 3090 | 2015.04.27 15:30 | sell | 1031 | 1.00 | 1.08356 | 0.00000 | 0.00000 | ||
| 3091 | 2015.04.27 15:30 | modify | 1031 | 1.00 | 1.08356 | 1.11356 | 1.05356 | ||
| 3092 | 2015.04.27 18:00 | close | 1030 | 1.00 | 1.08839 | 1.05621 | 1.11621 | 212.22 | 81856.02 |
| 3093 | 2015.04.28 16:30 | buy | 1032 | 1.00 | 1.09276 | 0.00000 | 0.00000 | ||
| 3094 | 2015.04.28 16:30 | modify | 1032 | 1.00 | 1.09276 | 1.06276 | 1.12276 | ||
| 3095 | 2015.04.28 17:30 | close | 1032 | 1.00 | 1.09647 | 1.06276 | 1.12276 | 371.00 | 82227.02 |
| 3096 | 2015.04.28 17:30 | close | 1031 | 1.00 | 1.09662 | 1.11356 | 1.05356 | -1303.18 | 80923.84 |
| 3097 | 2015.04.29 16:00 | buy | 1033 | 1.00 | 1.10300 | 0.00000 | 0.00000 | ||
| 3098 | 2015.04.29 16:00 | modify | 1033 | 1.00 | 1.10300 | 1.07300 | 1.13300 | ||
| 3099 | 2015.04.29 16:30 | close | 1033 | 1.00 | 1.10627 | 1.07300 | 1.13300 | 327.00 | 81250.84 |
| 3100 | 2015.04.29 18:00 | sell | 1034 | 1.00 | 1.11487 | 0.00000 | 0.00000 | ||
| 3101 | 2015.04.29 18:00 | modify | 1034 | 1.00 | 1.11487 | 1.14487 | 1.08487 | ||
| 3102 | 2015.04.29 18:30 | buy | 1035 | 1.00 | 1.11482 | 0.00000 | 0.00000 | ||
| 3103 | 2015.04.29 18:30 | modify | 1035 | 1.00 | 1.11482 | 1.08482 | 1.14482 | ||
| 3104 | 2015.04.29 19:00 | close | 1035 | 1.00 | 1.11723 | 1.08482 | 1.14482 | 241.00 | 81491.84 |
| 3105 | 2015.04.29 19:30 | buy | 1036 | 1.00 | 1.11704 | 0.00000 | 0.00000 | ||
| 3106 | 2015.04.29 19:30 | modify | 1036 | 1.00 | 1.11704 | 1.08704 | 1.14704 | ||
| 3107 | 2015.04.29 21:30 | close | 1034 | 1.00 | 1.11029 | 1.14487 | 1.08487 | 458.00 | 81949.84 |
| 3108 | 2015.04.30 11:00 | close | 1036 | 1.00 | 1.12206 | 1.08704 | 1.14704 | 484.67 | 82434.51 |
| 3109 | 2015.04.30 11:30 | buy | 1037 | 1.00 | 1.12295 | 0.00000 | 0.00000 | ||
| 3110 | 2015.04.30 11:30 | modify | 1037 | 1.00 | 1.12295 | 1.09295 | 1.15295 | ||
| 3111 | 2015.04.30 13:30 | sell | 1038 | 1.00 | 1.11751 | 0.00000 | 0.00000 | ||
| 3112 | 2015.04.30 13:30 | modify | 1038 | 1.00 | 1.11751 | 1.14751 | 1.08751 | ||
| 3113 | 2015.04.30 16:30 | close | 1038 | 1.00 | 1.11281 | 1.14751 | 1.08751 | 470.00 | 82904.51 |
| 3114 | 2015.04.30 22:00 | close | 1037 | 1.00 | 1.12583 | 1.09295 | 1.15295 | 288.00 | 83192.51 |
| 3115 | 2015.05.01 12:30 | buy | 1039 | 1.00 | 1.12647 | 0.00000 | 0.00000 | ||
| 3116 | 2015.05.01 12:30 | modify | 1039 | 1.00 | 1.12647 | 1.09647 | 1.15647 | ||
| 3117 | 2015.05.04 12:30 | close | 1039 | 1.00 | 1.11396 | 1.09647 | 1.15647 | -1256.78 | 81935.74 |
| 3118 | 2015.05.05 17:30 | sell | 1040 | 1.00 | 1.11687 | 0.00000 | 0.00000 | ||
| 3119 | 2015.05.05 17:30 | modify | 1040 | 1.00 | 1.11687 | 1.14687 | 1.08687 | ||
| 3120 | 2015.05.05 20:30 | buy | 1041 | 1.00 | 1.11939 | 0.00000 | 0.00000 | ||
| 3121 | 2015.05.05 20:30 | modify | 1041 | 1.00 | 1.11939 | 1.08939 | 1.14939 | ||
| 3122 | 2015.05.06 06:00 | close | 1041 | 1.00 | 1.12156 | 1.08939 | 1.14939 | 211.22 | 82146.96 |
| 3123 | 2015.05.06 11:00 | buy | 1042 | 1.00 | 1.12474 | 0.00000 | 0.00000 | ||
| 3124 | 2015.05.06 11:00 | modify | 1042 | 1.00 | 1.12474 | 1.09474 | 1.15474 | ||
| 3125 | 2015.05.06 15:30 | close | 1042 | 1.00 | 1.12744 | 1.09474 | 1.15474 | 270.00 | 82416.96 |
| 3126 | 2015.05.06 17:00 | close | 1040 | 1.00 | 1.13359 | 1.14687 | 1.08687 | -1669.18 | 80747.78 |
| 3127 | 2015.05.06 18:00 | buy | 1043 | 1.00 | 1.13548 | 0.00000 | 0.00000 | ||
| 3128 | 2015.05.06 18:00 | modify | 1043 | 1.00 | 1.13548 | 1.10548 | 1.16548 | ||
| 3129 | 2015.05.07 13:00 | close | 1043 | 1.00 | 1.13783 | 1.10548 | 1.16548 | 217.67 | 80965.45 |
| 3130 | 2015.05.07 16:00 | sell | 1044 | 1.00 | 1.12950 | 0.00000 | 0.00000 | ||
| 3131 | 2015.05.07 16:00 | modify | 1044 | 1.00 | 1.12950 | 1.15950 | 1.09950 | ||
| 3132 | 2015.05.07 17:00 | close | 1044 | 1.00 | 1.12708 | 1.15950 | 1.09950 | 242.00 | 81207.45 |
| 3133 | 2015.05.07 17:30 | sell | 1045 | 1.00 | 1.12647 | 0.00000 | 0.00000 | ||
| 3134 | 2015.05.07 17:30 | modify | 1045 | 1.00 | 1.12647 | 1.15647 | 1.09647 | ||
| 3135 | 2015.05.08 02:00 | close | 1045 | 1.00 | 1.12428 | 1.15647 | 1.09647 | 221.82 | 81429.27 |
| 3136 | 2015.05.08 16:00 | sell | 1046 | 1.00 | 1.12622 | 0.00000 | 0.00000 | ||
| 3137 | 2015.05.08 16:00 | modify | 1046 | 1.00 | 1.12622 | 1.15622 | 1.09622 | ||
| 3138 | 2015.05.08 17:00 | close | 1046 | 1.00 | 1.12282 | 1.15622 | 1.09622 | 340.00 | 81769.27 |
| 3139 | 2015.05.08 19:00 | buy | 1047 | 1.00 | 1.12418 | 0.00000 | 0.00000 | ||
| 3140 | 2015.05.08 19:00 | modify | 1047 | 1.00 | 1.12418 | 1.09418 | 1.15418 | ||
| 3141 | 2015.05.12 12:30 | close | 1047 | 1.00 | 1.12654 | 1.09418 | 1.15418 | 224.45 | 81993.72 |
| 3142 | 2015.05.13 10:30 | sell | 1048 | 1.00 | 1.12548 | 0.00000 | 0.00000 | ||
| 3143 | 2015.05.13 10:30 | modify | 1048 | 1.00 | 1.12548 | 1.15548 | 1.09548 | ||
| 3144 | 2015.05.13 11:30 | close | 1048 | 1.00 | 1.12230 | 1.15548 | 1.09548 | 318.00 | 82311.72 |
| 3145 | 2015.05.14 13:00 | sell | 1049 | 1.00 | 1.14203 | 0.00000 | 0.00000 | ||
| 3146 | 2015.05.14 13:00 | modify | 1049 | 1.00 | 1.14203 | 1.17203 | 1.11203 | ||
| 3147 | 2015.05.14 17:30 | close | 1049 | 1.00 | 1.13986 | 1.17203 | 1.11203 | 217.00 | 82528.72 |
| 3148 | 2015.05.15 19:00 | buy | 1050 | 1.00 | 1.14295 | 0.00000 | 0.00000 | ||
| 3149 | 2015.05.15 19:00 | modify | 1050 | 1.00 | 1.14295 | 1.11295 | 1.17295 | ||
| 3150 | 2015.05.15 22:00 | close | 1050 | 1.00 | 1.14646 | 1.11295 | 1.17295 | 351.00 | 82879.72 |