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 |
| 3301 | 2015.07.10 14:30 | buy | 1101 | 1.00 | 1.11898 | 0.00000 | 0.00000 | ||
| 3302 | 2015.07.10 14:30 | modify | 1101 | 1.00 | 1.11898 | 1.08898 | 1.14898 | ||
| 3303 | 2015.07.10 17:00 | sell | 1102 | 1.00 | 1.11812 | 0.00000 | 0.00000 | ||
| 3304 | 2015.07.10 17:00 | modify | 1102 | 1.00 | 1.11812 | 1.14812 | 1.08812 | ||
| 3305 | 2015.07.10 18:30 | close | 1102 | 1.00 | 1.11427 | 1.14812 | 1.08812 | 385.00 | 86043.49 |
| 3306 | 2015.07.13 12:00 | close | 1101 | 1.00 | 1.10621 | 1.08898 | 1.14898 | -1282.78 | 84760.71 |
| 3307 | 2015.07.14 16:00 | buy | 1103 | 1.00 | 1.10561 | 0.00000 | 0.00000 | ||
| 3308 | 2015.07.14 16:00 | modify | 1103 | 1.00 | 1.10561 | 1.07561 | 1.13561 | ||
| 3309 | 2015.07.15 17:30 | sell | 1104 | 1.00 | 1.09525 | 0.00000 | 0.00000 | ||
| 3310 | 2015.07.15 17:30 | modify | 1104 | 1.00 | 1.09525 | 1.12525 | 1.06525 | ||
| 3311 | 2015.07.16 05:00 | close | 1104 | 1.00 | 1.09245 | 1.12525 | 1.06525 | 288.46 | 85049.17 |
| 3312 | 2015.07.16 05:00 | close | 1103 | 1.00 | 1.09230 | 1.07561 | 1.13561 | -1354.10 | 83695.07 |
| 3313 | 2015.07.16 16:00 | buy | 1105 | 1.00 | 1.08580 | 0.00000 | 0.00000 | ||
| 3314 | 2015.07.16 16:00 | modify | 1105 | 1.00 | 1.08580 | 1.05580 | 1.11580 | ||
| 3315 | 2015.07.16 17:00 | close | 1105 | 1.00 | 1.09085 | 1.05580 | 1.11580 | 505.00 | 84200.07 |
| 3316 | 2015.07.16 18:00 | sell | 1106 | 1.00 | 1.09075 | 0.00000 | 0.00000 | ||
| 3317 | 2015.07.16 18:00 | modify | 1106 | 1.00 | 1.09075 | 1.12075 | 1.06075 | ||
| 3318 | 2015.07.16 19:30 | close | 1106 | 1.00 | 1.08785 | 1.12075 | 1.06075 | 290.00 | 84490.07 |
| 3319 | 2015.07.22 19:30 | sell | 1107 | 1.00 | 1.08839 | 0.00000 | 0.00000 | ||
| 3320 | 2015.07.22 19:30 | modify | 1107 | 1.00 | 1.08839 | 1.11839 | 1.05839 | ||
| 3321 | 2015.07.23 11:30 | buy | 1108 | 1.00 | 1.09872 | 0.00000 | 0.00000 | ||
| 3322 | 2015.07.23 11:30 | modify | 1108 | 1.00 | 1.09872 | 1.06872 | 1.12872 | ||
| 3323 | 2015.07.23 15:30 | close | 1108 | 1.00 | 1.10176 | 1.06872 | 1.12872 | 304.00 | 84794.07 |
| 3324 | 2015.07.23 15:30 | close | 1107 | 1.00 | 1.10191 | 1.11839 | 1.05839 | -1343.54 | 83450.52 |
| 3325 | 2015.07.27 11:30 | buy | 1109 | 1.00 | 1.10851 | 0.00000 | 0.00000 | ||
| 3326 | 2015.07.27 11:30 | modify | 1109 | 1.00 | 1.10851 | 1.07851 | 1.13851 | ||
| 3327 | 2015.07.27 19:00 | close | 1109 | 1.00 | 1.11119 | 1.07851 | 1.13851 | 268.00 | 83718.52 |
| 3328 | 2015.07.27 19:00 | buy | 1110 | 1.00 | 1.11134 | 0.00000 | 0.00000 | ||
| 3329 | 2015.07.27 19:00 | modify | 1110 | 1.00 | 1.11134 | 1.08134 | 1.14134 | ||
| 3330 | 2015.07.29 22:30 | close | 1110 | 1.00 | 1.09834 | 1.08134 | 1.14134 | -1311.55 | 82406.97 |
| 3331 | 2015.07.30 17:00 | sell | 1111 | 1.00 | 1.09314 | 0.00000 | 0.00000 | ||
| 3332 | 2015.07.30 17:00 | modify | 1111 | 1.00 | 1.09314 | 1.12314 | 1.06314 | ||
| 3333 | 2015.07.30 19:30 | close | 1111 | 1.00 | 1.08999 | 1.12314 | 1.06314 | 315.00 | 82721.97 |
| 3334 | 2015.07.31 17:00 | sell | 1112 | 1.00 | 1.10952 | 0.00000 | 0.00000 | ||
| 3335 | 2015.07.31 17:00 | modify | 1112 | 1.00 | 1.10952 | 1.13952 | 1.07952 | ||
| 3336 | 2015.07.31 18:00 | close | 1112 | 1.00 | 1.10486 | 1.13952 | 1.07952 | 466.00 | 83187.97 |
| 3337 | 2015.07.31 18:30 | sell | 1113 | 1.00 | 1.10493 | 0.00000 | 0.00000 | ||
| 3338 | 2015.07.31 18:30 | modify | 1113 | 1.00 | 1.10493 | 1.13493 | 1.07493 | ||
| 3339 | 2015.07.31 19:00 | close | 1113 | 1.00 | 1.10291 | 1.13493 | 1.07493 | 202.00 | 83389.97 |
| 3340 | 2015.08.03 16:00 | sell | 1114 | 1.00 | 1.09601 | 0.00000 | 0.00000 | ||
| 3341 | 2015.08.03 16:00 | modify | 1114 | 1.00 | 1.09601 | 1.12601 | 1.06601 | ||
| 3342 | 2015.08.04 03:30 | close | 1114 | 1.00 | 1.09384 | 1.12601 | 1.06601 | 219.82 | 83609.79 |
| 3343 | 2015.08.07 19:30 | buy | 1115 | 1.00 | 1.09640 | 0.00000 | 0.00000 | ||
| 3344 | 2015.08.07 19:30 | modify | 1115 | 1.00 | 1.09640 | 1.06640 | 1.12640 | ||
| 3345 | 2015.08.10 18:30 | close | 1115 | 1.00 | 1.09872 | 1.06640 | 1.12640 | 226.22 | 83836.01 |
| 3346 | 2015.08.20 18:00 | buy | 1116 | 1.00 | 1.11969 | 0.00000 | 0.00000 | ||
| 3347 | 2015.08.20 18:00 | modify | 1116 | 1.00 | 1.11969 | 1.08969 | 1.14969 | ||
| 3348 | 2015.08.20 23:00 | close | 1116 | 1.00 | 1.12171 | 1.08969 | 1.14969 | 202.00 | 84038.01 |
| 3349 | 2015.08.21 17:00 | sell | 1117 | 1.00 | 1.12970 | 0.00000 | 0.00000 | ||
| 3350 | 2015.08.21 17:00 | modify | 1117 | 1.00 | 1.12970 | 1.15970 | 1.09970 | ||
| 3351 | 2015.08.24 04:30 | close | 1117 | 1.00 | 1.14341 | 1.15970 | 1.09970 | -1368.18 | 82669.83 |
| 3352 | 2015.08.24 05:00 | buy | 1118 | 1.00 | 1.14286 | 0.00000 | 0.00000 | ||
| 3353 | 2015.08.24 05:00 | modify | 1118 | 1.00 | 1.14286 | 1.11286 | 1.17286 | ||
| 3354 | 2015.08.24 06:00 | close | 1118 | 1.00 | 1.14720 | 1.11286 | 1.17286 | 434.00 | 83103.83 |
| 3355 | 2015.08.24 06:30 | buy | 1119 | 1.00 | 1.14755 | 0.00000 | 0.00000 | ||
| 3356 | 2015.08.24 06:30 | modify | 1119 | 1.00 | 1.14755 | 1.11755 | 1.17755 | ||
| 3357 | 2015.08.24 09:30 | sell | 1120 | 1.00 | 1.14360 | 0.00000 | 0.00000 | ||
| 3358 | 2015.08.24 09:30 | modify | 1120 | 1.00 | 1.14360 | 1.17360 | 1.11360 | ||
| 3359 | 2015.08.24 15:00 | close | 1119 | 1.00 | 1.15044 | 1.11755 | 1.17755 | 289.00 | 83392.83 |
| 3360 | 2015.08.24 15:00 | buy | 1121 | 1.00 | 1.15059 | 0.00000 | 0.00000 | ||
| 3361 | 2015.08.24 15:00 | modify | 1121 | 1.00 | 1.15059 | 1.12059 | 1.18059 | ||
| 3362 | 2015.08.24 16:00 | close | 1121 | 1.00 | 1.15489 | 1.12059 | 1.18059 | 430.00 | 83822.83 |
| 3363 | 2015.08.24 16:30 | close | 1120 | 1.00 | 1.16763 | 1.17360 | 1.11360 | -2403.00 | 81419.83 |
| 3364 | 2015.08.24 23:30 | sell | 1122 | 1.00 | 1.16025 | 0.00000 | 0.00000 | ||
| 3365 | 2015.08.24 23:30 | modify | 1122 | 1.00 | 1.16025 | 1.19025 | 1.13025 | ||
| 3366 | 2015.08.25 03:00 | close | 1122 | 1.00 | 1.15821 | 1.19025 | 1.13025 | 206.82 | 81626.65 |
| 3367 | 2015.08.25 05:30 | buy | 1123 | 1.00 | 1.15354 | 0.00000 | 0.00000 | ||
| 3368 | 2015.08.25 05:30 | modify | 1123 | 1.00 | 1.15354 | 1.12354 | 1.18354 | ||
| 3369 | 2015.08.25 09:00 | close | 1123 | 1.00 | 1.15684 | 1.12354 | 1.18354 | 330.00 | 81956.65 |
| 3370 | 2015.08.25 09:30 | sell | 1124 | 1.00 | 1.15672 | 0.00000 | 0.00000 | ||
| 3371 | 2015.08.25 09:30 | modify | 1124 | 1.00 | 1.15672 | 1.18672 | 1.12672 | ||
| 3372 | 2015.08.25 10:30 | close | 1124 | 1.00 | 1.15375 | 1.18672 | 1.12672 | 297.00 | 82253.65 |
| 3373 | 2015.08.25 11:00 | buy | 1125 | 1.00 | 1.15296 | 0.00000 | 0.00000 | ||
| 3374 | 2015.08.25 11:00 | modify | 1125 | 1.00 | 1.15296 | 1.12296 | 1.18296 | ||
| 3375 | 2015.08.25 12:00 | close | 1125 | 1.00 | 1.15554 | 1.12296 | 1.18296 | 258.00 | 82511.65 |
| 3376 | 2015.08.25 14:00 | sell | 1126 | 1.00 | 1.14955 | 0.00000 | 0.00000 | ||
| 3377 | 2015.08.25 14:00 | modify | 1126 | 1.00 | 1.14955 | 1.17955 | 1.11955 | ||
| 3378 | 2015.08.25 16:00 | close | 1126 | 1.00 | 1.14753 | 1.17955 | 1.11955 | 202.00 | 82713.65 |
| 3379 | 2015.08.25 16:30 | sell | 1127 | 1.00 | 1.14731 | 0.00000 | 0.00000 | ||
| 3380 | 2015.08.25 16:30 | modify | 1127 | 1.00 | 1.14731 | 1.17731 | 1.11731 | ||
| 3381 | 2015.08.25 18:00 | close | 1127 | 1.00 | 1.14136 | 1.17731 | 1.11731 | 595.00 | 83308.65 |
| 3382 | 2015.08.26 04:00 | sell | 1128 | 1.00 | 1.15232 | 0.00000 | 0.00000 | ||
| 3383 | 2015.08.26 04:00 | modify | 1128 | 1.00 | 1.15232 | 1.18232 | 1.12232 | ||
| 3384 | 2015.08.26 05:00 | buy | 1129 | 1.00 | 1.15225 | 0.00000 | 0.00000 | ||
| 3385 | 2015.08.26 05:00 | modify | 1129 | 1.00 | 1.15225 | 1.12225 | 1.18225 | ||
| 3386 | 2015.08.26 08:00 | close | 1128 | 1.00 | 1.14946 | 1.18232 | 1.12232 | 286.00 | 83594.65 |
| 3387 | 2015.08.26 15:30 | close | 1129 | 1.00 | 1.13889 | 1.12225 | 1.18225 | -1336.00 | 82258.65 |
| 3388 | 2015.08.26 16:00 | sell | 1130 | 1.00 | 1.13792 | 0.00000 | 0.00000 | ||
| 3389 | 2015.08.26 16:00 | modify | 1130 | 1.00 | 1.13792 | 1.16792 | 1.10792 | ||
| 3390 | 2015.08.26 17:00 | buy | 1131 | 1.00 | 1.13810 | 0.00000 | 0.00000 | ||
| 3391 | 2015.08.26 17:00 | modify | 1131 | 1.00 | 1.13810 | 1.10810 | 1.16810 | ||
| 3392 | 2015.08.26 18:00 | close | 1131 | 1.00 | 1.14088 | 1.10810 | 1.16810 | 278.00 | 82536.65 |
| 3393 | 2015.08.26 19:00 | buy | 1132 | 1.00 | 1.13899 | 0.00000 | 0.00000 | ||
| 3394 | 2015.08.26 19:00 | modify | 1132 | 1.00 | 1.13899 | 1.10899 | 1.16899 | ||
| 3395 | 2015.08.26 22:00 | close | 1130 | 1.00 | 1.13491 | 1.16792 | 1.10792 | 301.00 | 82837.65 |
| 3396 | 2015.08.27 16:00 | close | 1132 | 1.00 | 1.12435 | 1.10899 | 1.16899 | -1481.33 | 81356.33 |
| 3397 | 2015.08.27 17:30 | buy | 1133 | 1.00 | 1.12424 | 0.00000 | 0.00000 | ||
| 3398 | 2015.08.27 17:30 | modify | 1133 | 1.00 | 1.12424 | 1.09424 | 1.15424 | ||
| 3399 | 2015.08.27 22:00 | close | 1133 | 1.00 | 1.12667 | 1.09424 | 1.15424 | 243.00 | 81599.33 |
| 3400 | 2015.08.28 19:30 | buy | 1134 | 1.00 | 1.11704 | 0.00000 | 0.00000 | ||
| 3401 | 2015.08.28 19:30 | modify | 1134 | 1.00 | 1.11704 | 1.08704 | 1.14704 | ||
| 3402 | 2015.08.28 20:30 | close | 1134 | 1.00 | 1.12068 | 1.08704 | 1.14704 | 364.00 | 81963.33 |
| 3403 | 2015.08.31 13:00 | buy | 1135 | 1.00 | 1.12054 | 0.00000 | 0.00000 | ||
| 3404 | 2015.08.31 13:00 | modify | 1135 | 1.00 | 1.12054 | 1.09054 | 1.15054 | ||
| 3405 | 2015.08.31 16:00 | close | 1135 | 1.00 | 1.12265 | 1.09054 | 1.15054 | 211.00 | 82174.33 |
| 3406 | 2015.09.01 09:30 | buy | 1136 | 1.00 | 1.12848 | 0.00000 | 0.00000 | ||
| 3407 | 2015.09.01 09:30 | modify | 1136 | 1.00 | 1.12848 | 1.09848 | 1.15848 | ||
| 3408 | 2015.09.01 10:30 | close | 1136 | 1.00 | 1.13081 | 1.09848 | 1.15848 | 233.00 | 82407.33 |
| 3409 | 2015.09.01 17:30 | buy | 1137 | 1.00 | 1.12434 | 0.00000 | 0.00000 | ||
| 3410 | 2015.09.01 17:30 | modify | 1137 | 1.00 | 1.12434 | 1.09434 | 1.15434 | ||
| 3411 | 2015.09.01 19:00 | close | 1137 | 1.00 | 1.12636 | 1.09434 | 1.15434 | 202.00 | 82609.33 |
| 3412 | 2015.09.03 17:00 | buy | 1138 | 1.00 | 1.11325 | 0.00000 | 0.00000 | ||
| 3413 | 2015.09.03 17:00 | modify | 1138 | 1.00 | 1.11325 | 1.08325 | 1.14325 | ||
| 3414 | 2015.09.04 20:30 | close | 1138 | 1.00 | 1.11631 | 1.08325 | 1.14325 | 300.22 | 82909.55 |
| 3415 | 2015.09.09 18:00 | buy | 1139 | 1.00 | 1.11650 | 0.00000 | 0.00000 | ||
| 3416 | 2015.09.09 18:00 | modify | 1139 | 1.00 | 1.11650 | 1.08650 | 1.14650 | ||
| 3417 | 2015.09.09 21:30 | close | 1139 | 1.00 | 1.11902 | 1.08650 | 1.14650 | 252.00 | 83161.55 |
| 3418 | 2015.09.10 04:30 | sell | 1140 | 1.00 | 1.12341 | 0.00000 | 0.00000 | ||
| 3419 | 2015.09.10 04:30 | modify | 1140 | 1.00 | 1.12341 | 1.15341 | 1.09341 | ||
| 3420 | 2015.09.10 05:30 | close | 1140 | 1.00 | 1.12123 | 1.15341 | 1.09341 | 218.00 | 83379.55 |
| 3421 | 2015.09.10 19:30 | buy | 1141 | 1.00 | 1.12652 | 0.00000 | 0.00000 | ||
| 3422 | 2015.09.10 19:30 | modify | 1141 | 1.00 | 1.12652 | 1.09652 | 1.15652 | ||
| 3423 | 2015.09.10 22:00 | close | 1141 | 1.00 | 1.12855 | 1.09652 | 1.15652 | 203.00 | 83582.55 |
| 3424 | 2015.09.11 20:00 | sell | 1142 | 1.00 | 1.13447 | 0.00000 | 0.00000 | ||
| 3425 | 2015.09.11 20:00 | modify | 1142 | 1.00 | 1.13447 | 1.16447 | 1.10447 | ||
| 3426 | 2015.09.14 13:30 | close | 1142 | 1.00 | 1.13217 | 1.16447 | 1.10447 | 232.82 | 83815.37 |
| 3427 | 2015.09.22 11:30 | sell | 1143 | 1.00 | 1.11819 | 0.00000 | 0.00000 | ||
| 3428 | 2015.09.22 11:30 | modify | 1143 | 1.00 | 1.11819 | 1.14819 | 1.08819 | ||
| 3429 | 2015.09.22 14:00 | close | 1143 | 1.00 | 1.11603 | 1.14819 | 1.08819 | 216.00 | 84031.37 |
| 3430 | 2015.09.22 16:30 | buy | 1144 | 1.00 | 1.11572 | 0.00000 | 0.00000 | ||
| 3431 | 2015.09.22 16:30 | modify | 1144 | 1.00 | 1.11572 | 1.08572 | 1.14572 | ||
| 3432 | 2015.09.22 17:00 | sell | 1145 | 1.00 | 1.11516 | 0.00000 | 0.00000 | ||
| 3433 | 2015.09.22 17:00 | modify | 1145 | 1.00 | 1.11516 | 1.14516 | 1.08516 | ||
| 3434 | 2015.09.22 19:30 | close | 1145 | 1.00 | 1.11202 | 1.14516 | 1.08516 | 314.00 | 84345.37 |
| 3435 | 2015.09.23 20:30 | close | 1144 | 1.00 | 1.11853 | 1.08572 | 1.14572 | 275.22 | 84620.59 |
| 3436 | 2015.09.24 16:30 | buy | 1146 | 1.00 | 1.12587 | 0.00000 | 0.00000 | ||
| 3437 | 2015.09.24 16:30 | modify | 1146 | 1.00 | 1.12587 | 1.09587 | 1.15587 | ||
| 3438 | 2015.09.24 17:30 | sell | 1147 | 1.00 | 1.12684 | 0.00000 | 0.00000 | ||
| 3439 | 2015.09.24 17:30 | modify | 1147 | 1.00 | 1.12684 | 1.15684 | 1.09684 | ||
| 3440 | 2015.09.24 18:00 | close | 1146 | 1.00 | 1.12925 | 1.09587 | 1.15587 | 338.00 | 84958.59 |
| 3441 | 2015.09.24 19:30 | close | 1147 | 1.00 | 1.12421 | 1.15684 | 1.09684 | 263.00 | 85221.59 |
| 3442 | 2015.09.29 18:00 | buy | 1148 | 1.00 | 1.12194 | 0.00000 | 0.00000 | ||
| 3443 | 2015.09.29 18:00 | modify | 1148 | 1.00 | 1.12194 | 1.09194 | 1.15194 | ||
| 3444 | 2015.09.29 19:00 | close | 1148 | 1.00 | 1.12447 | 1.09194 | 1.15194 | 253.00 | 85474.59 |
| 3445 | 2015.10.02 18:30 | sell | 1149 | 1.00 | 1.12734 | 0.00000 | 0.00000 | ||
| 3446 | 2015.10.02 18:30 | modify | 1149 | 1.00 | 1.12734 | 1.15734 | 1.09734 | ||
| 3447 | 2015.10.02 20:00 | close | 1149 | 1.00 | 1.12433 | 1.15734 | 1.09734 | 301.00 | 85775.59 |
| 3448 | 2015.10.13 14:00 | sell | 1150 | 1.00 | 1.13803 | 0.00000 | 0.00000 | ||
| 3449 | 2015.10.13 14:00 | modify | 1150 | 1.00 | 1.13803 | 1.16803 | 1.10803 | ||
| 3450 | 2015.10.13 17:30 | close | 1150 | 1.00 | 1.13597 | 1.16803 | 1.10803 | 206.00 | 85981.59 |