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 |
| 3451 | 2015.10.15 12:00 | buy | 1151 | 1.00 | 1.14434 | 0.00000 | 0.00000 | ||
| 3452 | 2015.10.15 12:00 | modify | 1151 | 1.00 | 1.14434 | 1.11434 | 1.17434 | ||
| 3453 | 2015.10.15 16:30 | sell | 1152 | 1.00 | 1.13824 | 0.00000 | 0.00000 | ||
| 3454 | 2015.10.15 16:30 | modify | 1152 | 1.00 | 1.13824 | 1.16824 | 1.10824 | ||
| 3455 | 2015.10.16 11:30 | close | 1152 | 1.00 | 1.13611 | 1.16824 | 1.10824 | 215.82 | 86197.41 |
| 3456 | 2015.10.19 13:30 | close | 1151 | 1.00 | 1.13127 | 1.11434 | 1.17434 | -1318.55 | 84878.86 |
| 3457 | 2015.10.23 16:00 | sell | 1153 | 1.00 | 1.10467 | 0.00000 | 0.00000 | ||
| 3458 | 2015.10.23 16:00 | modify | 1153 | 1.00 | 1.10467 | 1.13467 | 1.07467 | ||
| 3459 | 2015.10.23 17:00 | close | 1153 | 1.00 | 1.10255 | 1.13467 | 1.07467 | 212.00 | 85090.86 |
| 3460 | 2015.10.26 20:30 | buy | 1154 | 1.00 | 1.10518 | 0.00000 | 0.00000 | ||
| 3461 | 2015.10.26 20:30 | modify | 1154 | 1.00 | 1.10518 | 1.07518 | 1.13518 | ||
| 3462 | 2015.10.27 15:30 | close | 1154 | 1.00 | 1.10725 | 1.07518 | 1.13518 | 201.22 | 85292.09 |
| 3463 | 2015.10.28 19:00 | buy | 1155 | 1.00 | 1.10653 | 0.00000 | 0.00000 | ||
| 3464 | 2015.10.28 19:00 | modify | 1155 | 1.00 | 1.10653 | 1.07653 | 1.13653 | ||
| 3465 | 2015.10.28 21:30 | close | 1155 | 1.00 | 1.09347 | 1.07653 | 1.13653 | -1306.00 | 83986.09 |
| 3466 | 2015.10.29 14:00 | sell | 1156 | 1.00 | 1.09701 | 0.00000 | 0.00000 | ||
| 3467 | 2015.10.29 14:00 | modify | 1156 | 1.00 | 1.09701 | 1.12701 | 1.06701 | ||
| 3468 | 2015.10.29 16:00 | close | 1156 | 1.00 | 1.09369 | 1.12701 | 1.06701 | 332.00 | 84318.09 |
| 3469 | 2015.10.30 14:30 | buy | 1157 | 1.00 | 1.10077 | 0.00000 | 0.00000 | ||
| 3470 | 2015.10.30 14:30 | modify | 1157 | 1.00 | 1.10077 | 1.07077 | 1.13077 | ||
| 3471 | 2015.10.30 16:30 | close | 1157 | 1.00 | 1.10331 | 1.07077 | 1.13077 | 254.00 | 84572.09 |
| 3472 | 2015.10.30 17:30 | buy | 1158 | 1.00 | 1.10539 | 0.00000 | 0.00000 | ||
| 3473 | 2015.10.30 17:30 | modify | 1158 | 1.00 | 1.10539 | 1.07539 | 1.13539 | ||
| 3474 | 2015.11.04 11:00 | close | 1158 | 1.00 | 1.09236 | 1.07539 | 1.13539 | -1320.33 | 83251.76 |
| 3475 | 2015.11.04 12:30 | buy | 1159 | 1.00 | 1.09185 | 0.00000 | 0.00000 | ||
| 3476 | 2015.11.04 12:30 | modify | 1159 | 1.00 | 1.09185 | 1.06185 | 1.12185 | ||
| 3477 | 2015.11.06 16:00 | close | 1159 | 1.00 | 1.07347 | 1.06185 | 1.12185 | -1861.10 | 81390.66 |
| 3478 | 2015.11.06 16:30 | sell | 1160 | 1.00 | 1.07265 | 0.00000 | 0.00000 | ||
| 3479 | 2015.11.06 16:30 | modify | 1160 | 1.00 | 1.07265 | 1.10265 | 1.04265 | ||
| 3480 | 2015.11.06 17:30 | buy | 1161 | 1.00 | 1.07364 | 0.00000 | 0.00000 | ||
| 3481 | 2015.11.06 17:30 | modify | 1161 | 1.00 | 1.07364 | 1.04364 | 1.10364 | ||
| 3482 | 2015.11.09 05:00 | close | 1161 | 1.00 | 1.07588 | 1.04364 | 1.10364 | 218.22 | 81608.88 |
| 3483 | 2015.11.10 15:00 | close | 1160 | 1.00 | 1.07026 | 1.10265 | 1.04265 | 244.64 | 81853.52 |
| 3484 | 2015.11.11 18:00 | sell | 1162 | 1.00 | 1.07283 | 0.00000 | 0.00000 | ||
| 3485 | 2015.11.11 18:00 | modify | 1162 | 1.00 | 1.07283 | 1.10283 | 1.04283 | ||
| 3486 | 2015.11.12 16:00 | buy | 1163 | 1.00 | 1.07269 | 0.00000 | 0.00000 | ||
| 3487 | 2015.11.12 16:00 | modify | 1163 | 1.00 | 1.07269 | 1.04269 | 1.10269 | ||
| 3488 | 2015.11.12 17:00 | close | 1163 | 1.00 | 1.07800 | 1.04269 | 1.10269 | 531.00 | 82384.52 |
| 3489 | 2015.11.13 16:00 | buy | 1164 | 1.00 | 1.07367 | 0.00000 | 0.00000 | ||
| 3490 | 2015.11.13 16:00 | modify | 1164 | 1.00 | 1.07367 | 1.04367 | 1.10367 | ||
| 3491 | 2015.11.16 02:00 | close | 1162 | 1.00 | 1.07017 | 1.10283 | 1.04283 | 280.10 | 82664.61 |
| 3492 | 2015.11.23 04:30 | close | 1164 | 1.00 | 1.06079 | 1.04367 | 1.10367 | -1334.20 | 81330.41 |
| 3493 | 2015.12.03 15:30 | buy | 1165 | 1.00 | 1.06682 | 0.00000 | 0.00000 | ||
| 3494 | 2015.12.03 15:30 | modify | 1165 | 1.00 | 1.06682 | 1.03682 | 1.09682 | ||
| 3495 | 2015.12.03 16:00 | close | 1165 | 1.00 | 1.08240 | 1.03682 | 1.09682 | 1558.00 | 82888.41 |
| 3496 | 2015.12.03 19:00 | buy | 1166 | 1.00 | 1.09022 | 0.00000 | 0.00000 | ||
| 3497 | 2015.12.03 19:00 | modify | 1166 | 1.00 | 1.09022 | 1.06022 | 1.12022 | ||
| 3498 | 2015.12.03 19:30 | close | 1166 | 1.00 | 1.09254 | 1.06022 | 1.12022 | 232.00 | 83120.41 |
| 3499 | 2015.12.04 16:00 | sell | 1167 | 1.00 | 1.09256 | 0.00000 | 0.00000 | ||
| 3500 | 2015.12.04 16:00 | modify | 1167 | 1.00 | 1.09256 | 1.12256 | 1.06256 | ||
| 3501 | 2015.12.04 16:30 | buy | 1168 | 1.00 | 1.09245 | 0.00000 | 0.00000 | ||
| 3502 | 2015.12.04 16:30 | modify | 1168 | 1.00 | 1.09245 | 1.06245 | 1.12245 | ||
| 3503 | 2015.12.04 18:00 | close | 1167 | 1.00 | 1.08894 | 1.12256 | 1.06256 | 362.00 | 83482.41 |
| 3504 | 2015.12.04 20:00 | sell | 1169 | 1.00 | 1.08684 | 0.00000 | 0.00000 | ||
| 3505 | 2015.12.04 20:00 | modify | 1169 | 1.00 | 1.08684 | 1.11684 | 1.05684 | ||
| 3506 | 2015.12.07 10:30 | close | 1169 | 1.00 | 1.08382 | 1.11684 | 1.05684 | 304.82 | 83787.23 |
| 3507 | 2015.12.09 15:30 | close | 1168 | 1.00 | 1.09501 | 1.06245 | 1.12245 | 238.67 | 84025.90 |
| 3508 | 2015.12.09 16:30 | buy | 1170 | 1.00 | 1.09752 | 0.00000 | 0.00000 | ||
| 3509 | 2015.12.09 16:30 | modify | 1170 | 1.00 | 1.09752 | 1.06752 | 1.12752 | ||
| 3510 | 2015.12.09 17:00 | sell | 1171 | 1.00 | 1.09733 | 0.00000 | 0.00000 | ||
| 3511 | 2015.12.09 17:00 | modify | 1171 | 1.00 | 1.09733 | 1.12733 | 1.06733 | ||
| 3512 | 2015.12.09 20:00 | close | 1170 | 1.00 | 1.10028 | 1.06752 | 1.12752 | 276.00 | 84301.90 |
| 3513 | 2015.12.09 22:00 | buy | 1172 | 1.00 | 1.10263 | 0.00000 | 0.00000 | ||
| 3514 | 2015.12.09 22:00 | modify | 1172 | 1.00 | 1.10263 | 1.07263 | 1.13263 | ||
| 3515 | 2015.12.10 12:30 | close | 1171 | 1.00 | 1.09453 | 1.12733 | 1.06733 | 288.46 | 84590.36 |
| 3516 | 2015.12.10 17:00 | sell | 1173 | 1.00 | 1.09594 | 0.00000 | 0.00000 | ||
| 3517 | 2015.12.10 17:00 | modify | 1173 | 1.00 | 1.09594 | 1.12594 | 1.06594 | ||
| 3518 | 2015.12.10 18:00 | close | 1173 | 1.00 | 1.09373 | 1.12594 | 1.06594 | 221.00 | 84811.36 |
| 3519 | 2015.12.15 10:00 | close | 1172 | 1.00 | 1.10527 | 1.07263 | 1.13263 | 229.35 | 85040.71 |
| 3520 | 2015.12.15 17:00 | sell | 1174 | 1.00 | 1.09575 | 0.00000 | 0.00000 | ||
| 3521 | 2015.12.15 17:00 | modify | 1174 | 1.00 | 1.09575 | 1.12575 | 1.06575 | ||
| 3522 | 2015.12.15 18:00 | close | 1174 | 1.00 | 1.09228 | 1.12575 | 1.06575 | 347.00 | 85387.71 |
| 3523 | 2015.12.16 21:30 | sell | 1175 | 1.00 | 1.09471 | 0.00000 | 0.00000 | ||
| 3524 | 2015.12.16 21:30 | modify | 1175 | 1.00 | 1.09471 | 1.12471 | 1.06471 | ||
| 3525 | 2015.12.16 22:30 | close | 1175 | 1.00 | 1.09012 | 1.12471 | 1.06471 | 459.00 | 85846.71 |
| 3526 | 2015.12.18 11:30 | sell | 1176 | 1.00 | 1.08228 | 0.00000 | 0.00000 | ||
| 3527 | 2015.12.18 11:30 | modify | 1176 | 1.00 | 1.08228 | 1.11228 | 1.05228 | ||
| 3528 | 2015.12.22 15:30 | close | 1176 | 1.00 | 1.09556 | 1.11228 | 1.05228 | -1322.36 | 84524.34 |
| 3529 | 2015.12.23 18:30 | buy | 1177 | 1.00 | 1.08777 | 0.00000 | 0.00000 | ||
| 3530 | 2015.12.23 18:30 | modify | 1177 | 1.00 | 1.08777 | 1.05777 | 1.11777 | ||
| 3531 | 2015.12.23 21:00 | close | 1177 | 1.00 | 1.09059 | 1.05777 | 1.11777 | 282.00 | 84806.34 |
| 3532 | 2016.01.08 04:00 | buy | 1178 | 1.00 | 1.08858 | 0.00000 | 0.00000 | ||
| 3533 | 2016.01.08 04:00 | modify | 1178 | 1.00 | 1.08858 | 1.05858 | 1.11858 | ||
| 3534 | 2016.01.08 18:00 | close | 1178 | 1.00 | 1.09083 | 1.05858 | 1.11858 | 225.00 | 85031.34 |
| 3535 | 2016.01.11 03:30 | sell | 1179 | 1.00 | 1.09386 | 0.00000 | 0.00000 | ||
| 3536 | 2016.01.11 03:30 | modify | 1179 | 1.00 | 1.09386 | 1.12386 | 1.06386 | ||
| 3537 | 2016.01.11 06:00 | close | 1179 | 1.00 | 1.09156 | 1.12386 | 1.06386 | 230.00 | 85261.34 |
| 3538 | 2016.01.12 19:30 | sell | 1180 | 1.00 | 1.08362 | 0.00000 | 0.00000 | ||
| 3539 | 2016.01.12 19:30 | modify | 1180 | 1.00 | 1.08362 | 1.11362 | 1.05362 | ||
| 3540 | 2016.01.13 11:30 | close | 1180 | 1.00 | 1.08101 | 1.11362 | 1.05362 | 263.82 | 85525.16 |
| 3541 | 2016.01.14 16:30 | sell | 1181 | 1.00 | 1.08982 | 0.00000 | 0.00000 | ||
| 3542 | 2016.01.14 16:30 | modify | 1181 | 1.00 | 1.08982 | 1.11982 | 1.05982 | ||
| 3543 | 2016.01.14 18:00 | close | 1181 | 1.00 | 1.08411 | 1.11982 | 1.05982 | 571.00 | 86096.16 |
| 3544 | 2016.01.15 16:30 | sell | 1182 | 1.00 | 1.09677 | 0.00000 | 0.00000 | ||
| 3545 | 2016.01.15 16:30 | modify | 1182 | 1.00 | 1.09677 | 1.12677 | 1.06677 | ||
| 3546 | 2016.01.15 17:30 | close | 1182 | 1.00 | 1.09463 | 1.12677 | 1.06677 | 214.00 | 86310.16 |
| 3547 | 2016.01.15 21:30 | sell | 1183 | 1.00 | 1.09463 | 0.00000 | 0.00000 | ||
| 3548 | 2016.01.15 21:30 | modify | 1183 | 1.00 | 1.09463 | 1.12463 | 1.06463 | ||
| 3549 | 2016.01.15 22:00 | close | 1183 | 1.00 | 1.09106 | 1.12463 | 1.06463 | 357.00 | 86667.16 |
| 3550 | 2016.01.20 16:30 | buy | 1184 | 1.00 | 1.09146 | 0.00000 | 0.00000 | ||
| 3551 | 2016.01.20 16:30 | modify | 1184 | 1.00 | 1.09146 | 1.06146 | 1.12146 | ||
| 3552 | 2016.01.20 17:30 | sell | 1185 | 1.00 | 1.09148 | 0.00000 | 0.00000 | ||
| 3553 | 2016.01.20 17:30 | modify | 1185 | 1.00 | 1.09148 | 1.12148 | 1.06148 | ||
| 3554 | 2016.01.20 22:30 | close | 1185 | 1.00 | 1.08808 | 1.12148 | 1.06148 | 340.00 | 87007.16 |
| 3555 | 2016.01.28 16:30 | sell | 1186 | 1.00 | 1.09189 | 0.00000 | 0.00000 | ||
| 3556 | 2016.01.28 16:30 | modify | 1186 | 1.00 | 1.09189 | 1.12189 | 1.06189 | ||
| 3557 | 2016.01.28 17:30 | close | 1184 | 1.00 | 1.09404 | 1.06146 | 1.12146 | 200.24 | 87207.41 |
| 3558 | 2016.01.29 09:30 | close | 1186 | 1.00 | 1.08946 | 1.12189 | 1.06189 | 245.82 | 87453.23 |
| 3559 | 2016.02.03 18:00 | buy | 1187 | 1.00 | 1.10484 | 0.00000 | 0.00000 | ||
| 3560 | 2016.02.03 18:00 | modify | 1187 | 1.00 | 1.10484 | 1.07484 | 1.13484 | ||
| 3561 | 2016.02.03 20:30 | close | 1187 | 1.00 | 1.10941 | 1.07484 | 1.13484 | 457.00 | 87910.23 |
| 3562 | 2016.02.03 22:30 | sell | 1188 | 1.00 | 1.11053 | 0.00000 | 0.00000 | ||
| 3563 | 2016.02.03 22:30 | modify | 1188 | 1.00 | 1.11053 | 1.14053 | 1.08053 | ||
| 3564 | 2016.02.04 05:00 | close | 1188 | 1.00 | 1.10853 | 1.14053 | 1.08053 | 208.46 | 88118.68 |
| 3565 | 2016.02.05 17:00 | buy | 1189 | 1.00 | 1.11391 | 0.00000 | 0.00000 | ||
| 3566 | 2016.02.05 17:00 | modify | 1189 | 1.00 | 1.11391 | 1.08391 | 1.14391 | ||
| 3567 | 2016.02.05 23:30 | close | 1189 | 1.00 | 1.11639 | 1.08391 | 1.14391 | 248.00 | 88366.68 |
| 3568 | 2016.02.08 19:00 | buy | 1190 | 1.00 | 1.11704 | 0.00000 | 0.00000 | ||
| 3569 | 2016.02.08 19:00 | modify | 1190 | 1.00 | 1.11704 | 1.08704 | 1.14704 | ||
| 3570 | 2016.02.08 21:30 | close | 1190 | 1.00 | 1.11911 | 1.08704 | 1.14704 | 207.00 | 88573.68 |
| 3571 | 2016.02.09 17:30 | sell | 1191 | 1.00 | 1.12834 | 0.00000 | 0.00000 | ||
| 3572 | 2016.02.09 17:30 | modify | 1191 | 1.00 | 1.12834 | 1.15834 | 1.09834 | ||
| 3573 | 2016.02.10 11:00 | close | 1191 | 1.00 | 1.12604 | 1.15834 | 1.09834 | 232.82 | 88806.50 |
| 3574 | 2016.02.10 19:00 | buy | 1192 | 1.00 | 1.12240 | 0.00000 | 0.00000 | ||
| 3575 | 2016.02.10 19:00 | modify | 1192 | 1.00 | 1.12240 | 1.09240 | 1.15240 | ||
| 3576 | 2016.02.10 20:30 | close | 1192 | 1.00 | 1.12523 | 1.09240 | 1.15240 | 283.00 | 89089.50 |
| 3577 | 2016.02.11 15:30 | buy | 1193 | 1.00 | 1.13445 | 0.00000 | 0.00000 | ||
| 3578 | 2016.02.11 15:30 | modify | 1193 | 1.00 | 1.13445 | 1.10445 | 1.16445 | ||
| 3579 | 2016.02.11 16:00 | sell | 1194 | 1.00 | 1.13305 | 0.00000 | 0.00000 | ||
| 3580 | 2016.02.11 16:00 | modify | 1194 | 1.00 | 1.13305 | 1.16305 | 1.10305 | ||
| 3581 | 2016.02.12 03:00 | close | 1194 | 1.00 | 1.13099 | 1.16305 | 1.10305 | 208.82 | 89298.32 |
| 3582 | 2016.02.15 04:30 | close | 1193 | 1.00 | 1.12181 | 1.10445 | 1.16445 | -1275.55 | 88022.77 |
| 3583 | 2016.02.15 16:30 | buy | 1195 | 1.00 | 1.11750 | 0.00000 | 0.00000 | ||
| 3584 | 2016.02.15 16:30 | modify | 1195 | 1.00 | 1.11750 | 1.08750 | 1.14750 | ||
| 3585 | 2016.02.22 14:00 | close | 1195 | 1.00 | 1.10342 | 1.08750 | 1.14750 | -1448.43 | 86574.34 |
| 3586 | 2016.02.23 17:30 | buy | 1196 | 1.00 | 1.10083 | 0.00000 | 0.00000 | ||
| 3587 | 2016.02.23 17:30 | modify | 1196 | 1.00 | 1.10083 | 1.07083 | 1.13083 | ||
| 3588 | 2016.02.24 18:30 | close | 1196 | 1.00 | 1.10367 | 1.07083 | 1.13083 | 278.22 | 86852.56 |
| 3589 | 2016.02.26 16:30 | sell | 1197 | 1.00 | 1.09698 | 0.00000 | 0.00000 | ||
| 3590 | 2016.02.26 16:30 | modify | 1197 | 1.00 | 1.09698 | 1.12698 | 1.06698 | ||
| 3591 | 2016.02.26 18:00 | close | 1197 | 1.00 | 1.09273 | 1.12698 | 1.06698 | 425.00 | 87277.56 |
| 3592 | 2016.02.26 18:30 | sell | 1198 | 1.00 | 1.09340 | 0.00000 | 0.00000 | ||
| 3593 | 2016.02.26 18:30 | modify | 1198 | 1.00 | 1.09340 | 1.12340 | 1.06340 | ||
| 3594 | 2016.02.29 12:30 | close | 1198 | 1.00 | 1.09078 | 1.12340 | 1.06340 | 264.82 | 87542.38 |
| 3595 | 2016.03.03 19:00 | buy | 1199 | 1.00 | 1.09480 | 0.00000 | 0.00000 | ||
| 3596 | 2016.03.03 19:00 | modify | 1199 | 1.00 | 1.09480 | 1.06480 | 1.12480 | ||
| 3597 | 2016.03.04 12:30 | close | 1199 | 1.00 | 1.09706 | 1.06480 | 1.12480 | 220.22 | 87762.61 |
| 3598 | 2016.03.04 16:00 | sell | 1200 | 1.00 | 1.09805 | 0.00000 | 0.00000 | ||
| 3599 | 2016.03.04 16:00 | modify | 1200 | 1.00 | 1.09805 | 1.12805 | 1.06805 | ||
| 3600 | 2016.03.04 16:30 | buy | 1201 | 1.00 | 1.09799 | 0.00000 | 0.00000 | ||