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 |
| 3151 | 2015.05.19 11:00 | sell | 1051 | 1.00 | 1.11818 | 0.00000 | 0.00000 | ||
| 3152 | 2015.05.19 11:00 | modify | 1051 | 1.00 | 1.11818 | 1.14818 | 1.08818 | ||
| 3153 | 2015.05.19 16:00 | close | 1051 | 1.00 | 1.11341 | 1.14818 | 1.08818 | 477.00 | 83356.72 |
| 3154 | 2015.05.19 18:00 | buy | 1052 | 1.00 | 1.11300 | 0.00000 | 0.00000 | ||
| 3155 | 2015.05.19 18:00 | modify | 1052 | 1.00 | 1.11300 | 1.08300 | 1.14300 | ||
| 3156 | 2015.05.19 19:00 | close | 1052 | 1.00 | 1.11502 | 1.08300 | 1.14300 | 202.00 | 83558.72 |
| 3157 | 2015.05.20 10:00 | sell | 1053 | 1.00 | 1.10831 | 0.00000 | 0.00000 | ||
| 3158 | 2015.05.20 10:00 | modify | 1053 | 1.00 | 1.10831 | 1.13831 | 1.07831 | ||
| 3159 | 2015.05.20 11:30 | buy | 1054 | 1.00 | 1.11073 | 0.00000 | 0.00000 | ||
| 3160 | 2015.05.20 11:30 | modify | 1054 | 1.00 | 1.11073 | 1.08073 | 1.14073 | ||
| 3161 | 2015.05.20 15:30 | close | 1054 | 1.00 | 1.11352 | 1.08073 | 1.14073 | 279.00 | 83837.72 |
| 3162 | 2015.05.21 16:30 | buy | 1055 | 1.00 | 1.11166 | 0.00000 | 0.00000 | ||
| 3163 | 2015.05.21 16:30 | modify | 1055 | 1.00 | 1.11166 | 1.08166 | 1.14166 | ||
| 3164 | 2015.05.22 07:00 | close | 1055 | 1.00 | 1.11463 | 1.08166 | 1.14166 | 291.22 | 84128.95 |
| 3165 | 2015.05.22 13:30 | buy | 1056 | 1.00 | 1.11953 | 0.00000 | 0.00000 | ||
| 3166 | 2015.05.22 13:30 | modify | 1056 | 1.00 | 1.11953 | 1.08953 | 1.14953 | ||
| 3167 | 2015.05.22 16:30 | close | 1056 | 1.00 | 1.10384 | 1.08953 | 1.14953 | -1569.00 | 82559.95 |
| 3168 | 2015.05.22 16:30 | close | 1053 | 1.00 | 1.10399 | 1.13831 | 1.07831 | 443.28 | 83003.22 |
| 3169 | 2015.05.22 17:00 | sell | 1057 | 1.00 | 1.10293 | 0.00000 | 0.00000 | ||
| 3170 | 2015.05.22 17:00 | modify | 1057 | 1.00 | 1.10293 | 1.13293 | 1.07293 | ||
| 3171 | 2015.05.22 21:30 | close | 1057 | 1.00 | 1.10067 | 1.13293 | 1.07293 | 226.00 | 83229.22 |
| 3172 | 2015.05.27 18:00 | buy | 1058 | 1.00 | 1.08804 | 0.00000 | 0.00000 | ||
| 3173 | 2015.05.27 18:00 | modify | 1058 | 1.00 | 1.08804 | 1.05804 | 1.11804 | ||
| 3174 | 2015.05.27 21:00 | close | 1058 | 1.00 | 1.09005 | 1.05804 | 1.11804 | 201.00 | 83430.22 |
| 3175 | 2015.05.28 10:30 | sell | 1059 | 1.00 | 1.09249 | 0.00000 | 0.00000 | ||
| 3176 | 2015.05.28 10:30 | modify | 1059 | 1.00 | 1.09249 | 1.12249 | 1.06249 | ||
| 3177 | 2015.05.28 14:30 | close | 1059 | 1.00 | 1.08921 | 1.12249 | 1.06249 | 328.00 | 83758.22 |
| 3178 | 2015.05.28 15:00 | buy | 1060 | 1.00 | 1.08867 | 0.00000 | 0.00000 | ||
| 3179 | 2015.05.28 15:00 | modify | 1060 | 1.00 | 1.08867 | 1.05867 | 1.11867 | ||
| 3180 | 2015.05.28 17:30 | close | 1060 | 1.00 | 1.09138 | 1.05867 | 1.11867 | 271.00 | 84029.22 |
| 3181 | 2015.05.28 18:00 | sell | 1061 | 1.00 | 1.09168 | 0.00000 | 0.00000 | ||
| 3182 | 2015.05.28 18:00 | modify | 1061 | 1.00 | 1.09168 | 1.12168 | 1.06168 | ||
| 3183 | 2015.06.01 16:00 | buy | 1062 | 1.00 | 1.09465 | 0.00000 | 0.00000 | ||
| 3184 | 2015.06.01 16:00 | modify | 1062 | 1.00 | 1.09465 | 1.06465 | 1.12465 | ||
| 3185 | 2015.06.01 16:30 | close | 1062 | 1.00 | 1.09691 | 1.06465 | 1.12465 | 226.00 | 84255.22 |
| 3186 | 2015.06.01 18:30 | close | 1061 | 1.00 | 1.08959 | 1.12168 | 1.06168 | 214.64 | 84469.86 |
| 3187 | 2015.06.01 21:00 | buy | 1063 | 1.00 | 1.09241 | 0.00000 | 0.00000 | ||
| 3188 | 2015.06.01 21:00 | modify | 1063 | 1.00 | 1.09241 | 1.06241 | 1.12241 | ||
| 3189 | 2015.06.02 10:00 | close | 1063 | 1.00 | 1.09552 | 1.06241 | 1.12241 | 305.22 | 84775.08 |
| 3190 | 2015.06.02 13:00 | sell | 1064 | 1.00 | 1.09822 | 0.00000 | 0.00000 | ||
| 3191 | 2015.06.02 13:00 | modify | 1064 | 1.00 | 1.09822 | 1.12822 | 1.06822 | ||
| 3192 | 2015.06.02 16:30 | close | 1064 | 1.00 | 1.11189 | 1.12822 | 1.06822 | -1367.00 | 83408.08 |
| 3193 | 2015.06.02 16:30 | buy | 1065 | 1.00 | 1.11189 | 0.00000 | 0.00000 | ||
| 3194 | 2015.06.02 16:30 | modify | 1065 | 1.00 | 1.11189 | 1.08189 | 1.14189 | ||
| 3195 | 2015.06.02 19:30 | close | 1065 | 1.00 | 1.11500 | 1.08189 | 1.14189 | 311.00 | 83719.08 |
| 3196 | 2015.06.03 15:30 | buy | 1066 | 1.00 | 1.11207 | 0.00000 | 0.00000 | ||
| 3197 | 2015.06.03 15:30 | modify | 1066 | 1.00 | 1.11207 | 1.08207 | 1.14207 | ||
| 3198 | 2015.06.03 16:00 | sell | 1067 | 1.00 | 1.11213 | 0.00000 | 0.00000 | ||
| 3199 | 2015.06.03 16:00 | modify | 1067 | 1.00 | 1.11213 | 1.14213 | 1.08213 | ||
| 3200 | 2015.06.03 16:30 | close | 1066 | 1.00 | 1.11714 | 1.08207 | 1.14207 | 507.00 | 84226.08 |
| 3201 | 2015.06.03 17:30 | close | 1067 | 1.00 | 1.12560 | 1.14213 | 1.08213 | -1347.00 | 82879.08 |
| 3202 | 2015.06.04 12:00 | buy | 1068 | 1.00 | 1.13381 | 0.00000 | 0.00000 | ||
| 3203 | 2015.06.04 12:00 | modify | 1068 | 1.00 | 1.13381 | 1.10381 | 1.16381 | ||
| 3204 | 2015.06.04 14:00 | close | 1068 | 1.00 | 1.13584 | 1.10381 | 1.16381 | 203.00 | 83082.08 |
| 3205 | 2015.06.04 17:30 | buy | 1069 | 1.00 | 1.12702 | 0.00000 | 0.00000 | ||
| 3206 | 2015.06.04 17:30 | modify | 1069 | 1.00 | 1.12702 | 1.09702 | 1.15702 | ||
| 3207 | 2015.06.04 19:00 | sell | 1070 | 1.00 | 1.12698 | 0.00000 | 0.00000 | ||
| 3208 | 2015.06.04 19:00 | modify | 1070 | 1.00 | 1.12698 | 1.15698 | 1.09698 | ||
| 3209 | 2015.06.04 21:00 | close | 1070 | 1.00 | 1.12425 | 1.15698 | 1.09698 | 273.00 | 83355.08 |
| 3210 | 2015.06.05 02:30 | sell | 1071 | 1.00 | 1.11940 | 0.00000 | 0.00000 | ||
| 3211 | 2015.06.05 02:30 | modify | 1071 | 1.00 | 1.11940 | 1.14940 | 1.08940 | ||
| 3212 | 2015.06.05 16:00 | close | 1071 | 1.00 | 1.10990 | 1.14940 | 1.08940 | 950.00 | 84305.08 |
| 3213 | 2015.06.05 16:00 | close | 1069 | 1.00 | 1.10975 | 1.09702 | 1.15702 | -1732.78 | 82572.31 |
| 3214 | 2015.06.05 18:00 | buy | 1072 | 1.00 | 1.11098 | 0.00000 | 0.00000 | ||
| 3215 | 2015.06.05 18:00 | modify | 1072 | 1.00 | 1.11098 | 1.08098 | 1.14098 | ||
| 3216 | 2015.06.05 21:30 | close | 1072 | 1.00 | 1.11298 | 1.08098 | 1.14098 | 200.00 | 82772.31 |
| 3217 | 2015.06.08 16:00 | buy | 1073 | 1.00 | 1.11834 | 0.00000 | 0.00000 | ||
| 3218 | 2015.06.08 16:00 | modify | 1073 | 1.00 | 1.11834 | 1.08834 | 1.14834 | ||
| 3219 | 2015.06.08 17:30 | close | 1073 | 1.00 | 1.12070 | 1.08834 | 1.14834 | 236.00 | 83008.31 |
| 3220 | 2015.06.08 18:00 | buy | 1074 | 1.00 | 1.12075 | 0.00000 | 0.00000 | ||
| 3221 | 2015.06.08 18:00 | modify | 1074 | 1.00 | 1.12075 | 1.09075 | 1.15075 | ||
| 3222 | 2015.06.08 19:00 | close | 1074 | 1.00 | 1.12307 | 1.09075 | 1.15075 | 232.00 | 83240.31 |
| 3223 | 2015.06.09 10:00 | buy | 1075 | 1.00 | 1.12974 | 0.00000 | 0.00000 | ||
| 3224 | 2015.06.09 10:00 | modify | 1075 | 1.00 | 1.12974 | 1.09974 | 1.15974 | ||
| 3225 | 2015.06.09 11:00 | sell | 1076 | 1.00 | 1.12914 | 0.00000 | 0.00000 | ||
| 3226 | 2015.06.09 11:00 | modify | 1076 | 1.00 | 1.12914 | 1.15914 | 1.09914 | ||
| 3227 | 2015.06.09 13:00 | close | 1076 | 1.00 | 1.12710 | 1.15914 | 1.09914 | 204.00 | 83444.31 |
| 3228 | 2015.06.09 13:30 | sell | 1077 | 1.00 | 1.12668 | 0.00000 | 0.00000 | ||
| 3229 | 2015.06.09 13:30 | modify | 1077 | 1.00 | 1.12668 | 1.15668 | 1.09668 | ||
| 3230 | 2015.06.09 15:00 | close | 1077 | 1.00 | 1.12410 | 1.15668 | 1.09668 | 258.00 | 83702.31 |
| 3231 | 2015.06.10 10:30 | close | 1075 | 1.00 | 1.13566 | 1.09974 | 1.15974 | 586.22 | 84288.53 |
| 3232 | 2015.06.10 18:30 | buy | 1078 | 1.00 | 1.13198 | 0.00000 | 0.00000 | ||
| 3233 | 2015.06.10 18:30 | modify | 1078 | 1.00 | 1.13198 | 1.10198 | 1.16198 | ||
| 3234 | 2015.06.11 18:00 | sell | 1079 | 1.00 | 1.12323 | 0.00000 | 0.00000 | ||
| 3235 | 2015.06.11 18:00 | modify | 1079 | 1.00 | 1.12323 | 1.15323 | 1.09323 | ||
| 3236 | 2015.06.12 12:00 | close | 1079 | 1.00 | 1.11683 | 1.15323 | 1.09323 | 642.82 | 84931.35 |
| 3237 | 2015.06.12 12:00 | close | 1078 | 1.00 | 1.11668 | 1.10198 | 1.16198 | -1553.10 | 83378.25 |
| 3238 | 2015.06.12 18:30 | buy | 1080 | 1.00 | 1.12724 | 0.00000 | 0.00000 | ||
| 3239 | 2015.06.12 18:30 | modify | 1080 | 1.00 | 1.12724 | 1.09724 | 1.15724 | ||
| 3240 | 2015.06.16 10:00 | close | 1080 | 1.00 | 1.13154 | 1.09724 | 1.15724 | 418.45 | 83796.70 |
| 3241 | 2015.06.16 11:30 | buy | 1081 | 1.00 | 1.12855 | 0.00000 | 0.00000 | ||
| 3242 | 2015.06.16 11:30 | modify | 1081 | 1.00 | 1.12855 | 1.09855 | 1.15855 | ||
| 3243 | 2015.06.17 22:00 | close | 1081 | 1.00 | 1.13335 | 1.09855 | 1.15855 | 474.22 | 84270.92 |
| 3244 | 2015.06.17 22:30 | buy | 1082 | 1.00 | 1.13388 | 0.00000 | 0.00000 | ||
| 3245 | 2015.06.17 22:30 | modify | 1082 | 1.00 | 1.13388 | 1.10388 | 1.16388 | ||
| 3246 | 2015.06.18 03:00 | close | 1082 | 1.00 | 1.13626 | 1.10388 | 1.16388 | 220.67 | 84491.60 |
| 3247 | 2015.06.18 16:00 | buy | 1083 | 1.00 | 1.13947 | 0.00000 | 0.00000 | ||
| 3248 | 2015.06.18 16:00 | modify | 1083 | 1.00 | 1.13947 | 1.10947 | 1.16947 | ||
| 3249 | 2015.06.18 23:00 | sell | 1084 | 1.00 | 1.13760 | 0.00000 | 0.00000 | ||
| 3250 | 2015.06.18 23:00 | modify | 1084 | 1.00 | 1.13760 | 1.16760 | 1.10760 | ||
| 3251 | 2015.06.19 08:00 | close | 1084 | 1.00 | 1.13546 | 1.16760 | 1.10760 | 216.82 | 84708.41 |
| 3252 | 2015.06.19 10:30 | sell | 1085 | 1.00 | 1.13311 | 0.00000 | 0.00000 | ||
| 3253 | 2015.06.19 10:30 | modify | 1085 | 1.00 | 1.13311 | 1.16311 | 1.10311 | ||
| 3254 | 2015.06.19 13:30 | close | 1085 | 1.00 | 1.13018 | 1.16311 | 1.10311 | 293.00 | 85001.41 |
| 3255 | 2015.06.23 06:00 | close | 1083 | 1.00 | 1.12596 | 1.10947 | 1.16947 | -1368.33 | 83633.09 |
| 3256 | 2015.06.23 18:30 | sell | 1086 | 1.00 | 1.11929 | 0.00000 | 0.00000 | ||
| 3257 | 2015.06.23 18:30 | modify | 1086 | 1.00 | 1.11929 | 1.14929 | 1.08929 | ||
| 3258 | 2015.06.23 21:00 | close | 1086 | 1.00 | 1.11641 | 1.14929 | 1.08929 | 288.00 | 83921.09 |
| 3259 | 2015.06.24 12:00 | buy | 1087 | 1.00 | 1.12203 | 0.00000 | 0.00000 | ||
| 3260 | 2015.06.24 12:00 | modify | 1087 | 1.00 | 1.12203 | 1.09203 | 1.15203 | ||
| 3261 | 2015.06.25 16:00 | sell | 1088 | 1.00 | 1.12042 | 0.00000 | 0.00000 | ||
| 3262 | 2015.06.25 16:00 | modify | 1088 | 1.00 | 1.12042 | 1.15042 | 1.09042 | ||
| 3263 | 2015.06.26 16:00 | close | 1088 | 1.00 | 1.11794 | 1.15042 | 1.09042 | 250.82 | 84171.91 |
| 3264 | 2015.06.26 19:00 | sell | 1089 | 1.00 | 1.11552 | 0.00000 | 0.00000 | ||
| 3265 | 2015.06.26 19:00 | modify | 1089 | 1.00 | 1.11552 | 1.14552 | 1.08552 | ||
| 3266 | 2015.06.29 02:00 | close | 1089 | 1.00 | 1.09916 | 1.14552 | 1.08552 | 1638.82 | 85810.73 |
| 3267 | 2015.06.29 02:00 | close | 1087 | 1.00 | 1.09901 | 1.09203 | 1.15203 | -2330.88 | 83479.85 |
| 3268 | 2015.06.29 14:30 | sell | 1090 | 1.00 | 1.11217 | 0.00000 | 0.00000 | ||
| 3269 | 2015.06.29 14:30 | modify | 1090 | 1.00 | 1.11217 | 1.14217 | 1.08217 | ||
| 3270 | 2015.06.29 17:00 | buy | 1091 | 1.00 | 1.11168 | 0.00000 | 0.00000 | ||
| 3271 | 2015.06.29 17:00 | modify | 1091 | 1.00 | 1.11168 | 1.08168 | 1.14168 | ||
| 3272 | 2015.06.29 17:30 | close | 1091 | 1.00 | 1.11575 | 1.08168 | 1.14168 | 407.00 | 83886.85 |
| 3273 | 2015.06.29 21:30 | close | 1090 | 1.00 | 1.12640 | 1.14217 | 1.08217 | -1423.00 | 82463.85 |
| 3274 | 2015.06.30 09:30 | buy | 1092 | 1.00 | 1.11779 | 0.00000 | 0.00000 | ||
| 3275 | 2015.06.30 09:30 | modify | 1092 | 1.00 | 1.11779 | 1.08779 | 1.14779 | ||
| 3276 | 2015.06.30 16:00 | close | 1092 | 1.00 | 1.12130 | 1.08779 | 1.14779 | 351.00 | 82814.85 |
| 3277 | 2015.06.30 18:30 | sell | 1093 | 1.00 | 1.11392 | 0.00000 | 0.00000 | ||
| 3278 | 2015.06.30 18:30 | modify | 1093 | 1.00 | 1.11392 | 1.14392 | 1.08392 | ||
| 3279 | 2015.07.01 10:30 | close | 1093 | 1.00 | 1.11162 | 1.14392 | 1.08392 | 232.82 | 83047.67 |
| 3280 | 2015.07.06 08:30 | sell | 1094 | 1.00 | 1.10298 | 0.00000 | 0.00000 | ||
| 3281 | 2015.07.06 08:30 | modify | 1094 | 1.00 | 1.10298 | 1.13298 | 1.07298 | ||
| 3282 | 2015.07.07 11:00 | close | 1094 | 1.00 | 1.10082 | 1.13298 | 1.07298 | 218.82 | 83266.49 |
| 3283 | 2015.07.07 19:30 | buy | 1095 | 1.00 | 1.09560 | 0.00000 | 0.00000 | ||
| 3284 | 2015.07.07 19:30 | modify | 1095 | 1.00 | 1.09560 | 1.06560 | 1.12560 | ||
| 3285 | 2015.07.07 22:30 | close | 1095 | 1.00 | 1.10367 | 1.06560 | 1.12560 | 807.00 | 84073.49 |
| 3286 | 2015.07.08 12:30 | buy | 1096 | 1.00 | 1.10412 | 0.00000 | 0.00000 | ||
| 3287 | 2015.07.08 12:30 | modify | 1096 | 1.00 | 1.10412 | 1.07412 | 1.13412 | ||
| 3288 | 2015.07.08 18:00 | close | 1096 | 1.00 | 1.10641 | 1.07412 | 1.13412 | 229.00 | 84302.49 |
| 3289 | 2015.07.09 14:00 | sell | 1097 | 1.00 | 1.10410 | 0.00000 | 0.00000 | ||
| 3290 | 2015.07.09 14:00 | modify | 1097 | 1.00 | 1.10410 | 1.13410 | 1.07410 | ||
| 3291 | 2015.07.09 20:00 | close | 1097 | 1.00 | 1.10048 | 1.13410 | 1.07410 | 362.00 | 84664.49 |
| 3292 | 2015.07.09 20:30 | buy | 1098 | 1.00 | 1.09951 | 0.00000 | 0.00000 | ||
| 3293 | 2015.07.09 20:30 | modify | 1098 | 1.00 | 1.09951 | 1.06951 | 1.12951 | ||
| 3294 | 2015.07.09 22:30 | close | 1098 | 1.00 | 1.10236 | 1.06951 | 1.12951 | 285.00 | 84949.49 |
| 3295 | 2015.07.10 09:30 | buy | 1099 | 1.00 | 1.11150 | 0.00000 | 0.00000 | ||
| 3296 | 2015.07.10 09:30 | modify | 1099 | 1.00 | 1.11150 | 1.08150 | 1.14150 | ||
| 3297 | 2015.07.10 12:30 | close | 1099 | 1.00 | 1.11575 | 1.08150 | 1.14150 | 425.00 | 85374.49 |
| 3298 | 2015.07.10 13:00 | buy | 1100 | 1.00 | 1.11636 | 0.00000 | 0.00000 | ||
| 3299 | 2015.07.10 13:00 | modify | 1100 | 1.00 | 1.11636 | 1.08636 | 1.14636 | ||
| 3300 | 2015.07.10 14:00 | close | 1100 | 1.00 | 1.11920 | 1.08636 | 1.14636 | 284.00 | 85658.49 |