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 |
| 3601 | 2016.03.04 16:30 | modify | 1201 | 1.00 | 1.09799 | 1.06799 | 1.12799 | ||
| 3602 | 2016.03.04 17:00 | close | 1201 | 1.00 | 1.10255 | 1.06799 | 1.12799 | 456.00 | 88218.61 |
| 3603 | 2016.03.04 17:30 | buy | 1202 | 1.00 | 1.10233 | 0.00000 | 0.00000 | ||
| 3604 | 2016.03.04 17:30 | modify | 1202 | 1.00 | 1.10233 | 1.07233 | 1.13233 | ||
| 3605 | 2016.03.07 10:30 | close | 1200 | 1.00 | 1.09559 | 1.12805 | 1.06805 | 248.82 | 88467.43 |
| 3606 | 2016.03.08 16:30 | close | 1202 | 1.00 | 1.10477 | 1.07233 | 1.13233 | 232.45 | 88699.88 |
| 3607 | 2016.03.10 15:30 | buy | 1203 | 1.00 | 1.08481 | 0.00000 | 0.00000 | ||
| 3608 | 2016.03.10 15:30 | modify | 1203 | 1.00 | 1.08481 | 1.05481 | 1.11481 | ||
| 3609 | 2016.03.10 16:00 | close | 1203 | 1.00 | 1.09199 | 1.05481 | 1.11481 | 718.00 | 89417.88 |
| 3610 | 2016.03.10 17:00 | buy | 1204 | 1.00 | 1.10431 | 0.00000 | 0.00000 | ||
| 3611 | 2016.03.10 17:00 | modify | 1204 | 1.00 | 1.10431 | 1.07431 | 1.13431 | ||
| 3612 | 2016.03.10 17:30 | close | 1204 | 1.00 | 1.11207 | 1.07431 | 1.13431 | 776.00 | 90193.88 |
| 3613 | 2016.03.10 19:00 | buy | 1205 | 1.00 | 1.11613 | 0.00000 | 0.00000 | ||
| 3614 | 2016.03.10 19:00 | modify | 1205 | 1.00 | 1.11613 | 1.08613 | 1.14613 | ||
| 3615 | 2016.03.10 20:00 | close | 1205 | 1.00 | 1.11934 | 1.08613 | 1.14613 | 321.00 | 90514.88 |
| 3616 | 2016.03.10 20:00 | buy | 1206 | 1.00 | 1.11949 | 0.00000 | 0.00000 | ||
| 3617 | 2016.03.10 20:00 | modify | 1206 | 1.00 | 1.11949 | 1.08949 | 1.14949 | ||
| 3618 | 2016.03.16 17:00 | close | 1206 | 1.00 | 1.10637 | 1.08949 | 1.14949 | -1335.10 | 89179.77 |
| 3619 | 2016.03.16 20:00 | sell | 1207 | 1.00 | 1.10795 | 0.00000 | 0.00000 | ||
| 3620 | 2016.03.16 20:00 | modify | 1207 | 1.00 | 1.10795 | 1.13795 | 1.07795 | ||
| 3621 | 2016.03.16 22:30 | close | 1207 | 1.00 | 1.12228 | 1.13795 | 1.07795 | -1433.00 | 87746.77 |
| 3622 | 2016.03.17 16:00 | sell | 1208 | 1.00 | 1.13018 | 0.00000 | 0.00000 | ||
| 3623 | 2016.03.17 16:00 | modify | 1208 | 1.00 | 1.13018 | 1.16018 | 1.10018 | ||
| 3624 | 2016.03.18 12:00 | close | 1208 | 1.00 | 1.12654 | 1.16018 | 1.10018 | 366.82 | 88113.59 |
| 3625 | 2016.03.22 16:30 | sell | 1209 | 1.00 | 1.12228 | 0.00000 | 0.00000 | ||
| 3626 | 2016.03.22 16:30 | modify | 1209 | 1.00 | 1.12228 | 1.15228 | 1.09228 | ||
| 3627 | 2016.03.23 10:00 | close | 1209 | 1.00 | 1.11949 | 1.15228 | 1.09228 | 281.82 | 88395.41 |
| 3628 | 2016.03.31 18:00 | sell | 1210 | 1.00 | 1.13976 | 0.00000 | 0.00000 | ||
| 3629 | 2016.03.31 18:00 | modify | 1210 | 1.00 | 1.13976 | 1.16976 | 1.10976 | ||
| 3630 | 2016.04.01 05:00 | close | 1210 | 1.00 | 1.13735 | 1.16976 | 1.10976 | 243.82 | 88639.23 |
| 3631 | 2016.04.01 18:00 | buy | 1211 | 1.00 | 1.13456 | 0.00000 | 0.00000 | ||
| 3632 | 2016.04.01 18:00 | modify | 1211 | 1.00 | 1.13456 | 1.10456 | 1.16456 | ||
| 3633 | 2016.04.01 19:00 | close | 1211 | 1.00 | 1.13844 | 1.10456 | 1.16456 | 388.00 | 89027.23 |
| 3634 | 2016.04.06 21:30 | sell | 1212 | 1.00 | 1.14121 | 0.00000 | 0.00000 | ||
| 3635 | 2016.04.06 21:30 | modify | 1212 | 1.00 | 1.14121 | 1.17121 | 1.11121 | ||
| 3636 | 2016.04.07 11:30 | close | 1212 | 1.00 | 1.13676 | 1.17121 | 1.11121 | 453.46 | 89480.69 |
| 3637 | 2016.04.12 17:30 | sell | 1213 | 1.00 | 1.13659 | 0.00000 | 0.00000 | ||
| 3638 | 2016.04.12 17:30 | modify | 1213 | 1.00 | 1.13659 | 1.16659 | 1.10659 | ||
| 3639 | 2016.04.13 12:00 | close | 1213 | 1.00 | 1.13391 | 1.16659 | 1.10659 | 270.82 | 89751.51 |
| 3640 | 2016.04.28 10:00 | buy | 1214 | 1.00 | 1.13435 | 0.00000 | 0.00000 | ||
| 3641 | 2016.04.28 10:00 | modify | 1214 | 1.00 | 1.13435 | 1.10435 | 1.16435 | ||
| 3642 | 2016.04.29 04:30 | close | 1214 | 1.00 | 1.13744 | 1.10435 | 1.16435 | 303.22 | 90054.73 |
| 3643 | 2016.04.29 10:30 | buy | 1215 | 1.00 | 1.13997 | 0.00000 | 0.00000 | ||
| 3644 | 2016.04.29 10:30 | modify | 1215 | 1.00 | 1.13997 | 1.10997 | 1.16997 | ||
| 3645 | 2016.04.29 16:30 | close | 1215 | 1.00 | 1.14367 | 1.10997 | 1.16997 | 370.00 | 90424.73 |
| 3646 | 2016.05.13 17:30 | sell | 1216 | 1.00 | 1.13020 | 0.00000 | 0.00000 | ||
| 3647 | 2016.05.13 17:30 | modify | 1216 | 1.00 | 1.13020 | 1.16020 | 1.10020 | ||
| 3648 | 2016.05.18 10:00 | close | 1216 | 1.00 | 1.12779 | 1.16020 | 1.10020 | 249.46 | 90674.19 |
| 3649 | 2016.05.19 18:00 | buy | 1217 | 1.00 | 1.12064 | 0.00000 | 0.00000 | ||
| 3650 | 2016.05.19 18:00 | modify | 1217 | 1.00 | 1.12064 | 1.09064 | 1.15064 | ||
| 3651 | 2016.05.20 16:30 | close | 1217 | 1.00 | 1.12342 | 1.09064 | 1.15064 | 272.22 | 90946.41 |
| 3652 | 2016.06.01 17:30 | sell | 1218 | 1.00 | 1.11779 | 0.00000 | 0.00000 | ||
| 3653 | 2016.06.01 17:30 | modify | 1218 | 1.00 | 1.11779 | 1.14779 | 1.08779 | ||
| 3654 | 2016.06.02 19:00 | close | 1218 | 1.00 | 1.11575 | 1.14779 | 1.08779 | 212.46 | 91158.87 |
| 3655 | 2016.06.03 16:30 | buy | 1219 | 1.00 | 1.13073 | 0.00000 | 0.00000 | ||
| 3656 | 2016.06.03 16:30 | modify | 1219 | 1.00 | 1.13073 | 1.10073 | 1.16073 | ||
| 3657 | 2016.06.03 17:30 | close | 1219 | 1.00 | 1.13356 | 1.10073 | 1.16073 | 283.00 | 91441.87 |
| 3658 | 2016.06.03 17:30 | buy | 1220 | 1.00 | 1.13371 | 0.00000 | 0.00000 | ||
| 3659 | 2016.06.03 17:30 | modify | 1220 | 1.00 | 1.13371 | 1.10371 | 1.16371 | ||
| 3660 | 2016.06.03 23:30 | close | 1220 | 1.00 | 1.13659 | 1.10371 | 1.16371 | 288.00 | 91729.87 |
| 3661 | 2016.06.14 19:00 | buy | 1221 | 1.00 | 1.12059 | 0.00000 | 0.00000 | ||
| 3662 | 2016.06.14 19:00 | modify | 1221 | 1.00 | 1.12059 | 1.09059 | 1.15059 | ||
| 3663 | 2016.06.15 10:00 | close | 1221 | 1.00 | 1.12271 | 1.09059 | 1.15059 | 206.22 | 91936.09 |
| 3664 | 2016.06.15 22:30 | sell | 1222 | 1.00 | 1.12646 | 0.00000 | 0.00000 | ||
| 3665 | 2016.06.15 22:30 | modify | 1222 | 1.00 | 1.12646 | 1.15646 | 1.09646 | ||
| 3666 | 2016.06.16 13:00 | close | 1222 | 1.00 | 1.12420 | 1.15646 | 1.09646 | 234.46 | 92170.55 |
| 3667 | 2016.06.16 15:00 | buy | 1223 | 1.00 | 1.11781 | 0.00000 | 0.00000 | ||
| 3668 | 2016.06.16 15:00 | modify | 1223 | 1.00 | 1.11781 | 1.08781 | 1.14781 | ||
| 3669 | 2016.06.16 20:00 | close | 1223 | 1.00 | 1.12064 | 1.08781 | 1.14781 | 283.00 | 92453.55 |
| 3670 | 2016.06.16 20:00 | buy | 1224 | 1.00 | 1.12079 | 0.00000 | 0.00000 | ||
| 3671 | 2016.06.16 20:00 | modify | 1224 | 1.00 | 1.12079 | 1.09079 | 1.15079 | ||
| 3672 | 2016.06.16 20:30 | close | 1224 | 1.00 | 1.12339 | 1.09079 | 1.15079 | 260.00 | 92713.55 |
| 3673 | 2016.06.22 17:30 | buy | 1225 | 1.00 | 1.13133 | 0.00000 | 0.00000 | ||
| 3674 | 2016.06.22 17:30 | modify | 1225 | 1.00 | 1.13133 | 1.10133 | 1.16133 | ||
| 3675 | 2016.06.23 02:30 | close | 1225 | 1.00 | 1.13338 | 1.10133 | 1.16133 | 187.67 | 92901.22 |
| 3676 | 2016.06.23 14:00 | buy | 1226 | 1.00 | 1.13993 | 0.00000 | 0.00000 | ||
| 3677 | 2016.06.23 14:00 | modify | 1226 | 1.00 | 1.13993 | 1.10993 | 1.16993 | ||
| 3678 | 2016.06.24 02:30 | sell | 1227 | 1.00 | 1.13424 | 0.00000 | 0.00000 | ||
| 3679 | 2016.06.24 02:30 | modify | 1227 | 1.00 | 1.13424 | 1.16424 | 1.10424 | ||
| 3680 | 2016.06.24 03:30 | close | 1227 | 1.00 | 1.13147 | 1.16424 | 1.10424 | 277.00 | 93178.22 |
| 3681 | 2016.06.24 04:30 | close | 1226 | 1.00 | 1.12666 | 1.10993 | 1.16993 | -1332.78 | 91845.45 |
| 3682 | 2016.06.24 04:30 | sell | 1228 | 1.00 | 1.12666 | 0.00000 | 0.00000 | ||
| 3683 | 2016.06.24 04:30 | modify | 1228 | 1.00 | 1.12666 | 1.15666 | 1.09666 | ||
| 3684 | 2016.06.24 05:00 | buy | 1229 | 1.00 | 1.12636 | 0.00000 | 0.00000 | ||
| 3685 | 2016.06.24 05:00 | modify | 1229 | 1.00 | 1.12636 | 1.09636 | 1.15636 | ||
| 3686 | 2016.06.24 05:30 | close | 1228 | 1.00 | 1.11574 | 1.15666 | 1.09666 | 1092.00 | 92937.45 |
| 3687 | 2016.06.24 06:00 | close | 1229 | 1.00 | 1.10338 | 1.09636 | 1.15636 | -2298.00 | 90639.45 |
| 3688 | 2016.06.24 09:30 | buy | 1230 | 1.00 | 1.10180 | 0.00000 | 0.00000 | ||
| 3689 | 2016.06.24 09:30 | modify | 1230 | 1.00 | 1.10180 | 1.07180 | 1.13180 | ||
| 3690 | 2016.06.24 10:30 | close | 1230 | 1.00 | 1.10699 | 1.07180 | 1.13180 | 519.00 | 91158.45 |
| 3691 | 2016.06.24 11:30 | sell | 1231 | 1.00 | 1.11502 | 0.00000 | 0.00000 | ||
| 3692 | 2016.06.24 11:30 | modify | 1231 | 1.00 | 1.11502 | 1.14502 | 1.08502 | ||
| 3693 | 2016.06.24 12:00 | close | 1231 | 1.00 | 1.11290 | 1.14502 | 1.08502 | 212.00 | 91370.45 |
| 3694 | 2016.06.24 17:00 | buy | 1232 | 1.00 | 1.10608 | 0.00000 | 0.00000 | ||
| 3695 | 2016.06.24 17:00 | modify | 1232 | 1.00 | 1.10608 | 1.07608 | 1.13608 | ||
| 3696 | 2016.06.24 17:30 | close | 1232 | 1.00 | 1.10953 | 1.07608 | 1.13608 | 345.00 | 91715.45 |
| 3697 | 2016.06.24 18:30 | sell | 1233 | 1.00 | 1.11213 | 0.00000 | 0.00000 | ||
| 3698 | 2016.06.24 18:30 | modify | 1233 | 1.00 | 1.11213 | 1.14213 | 1.08213 | ||
| 3699 | 2016.06.24 23:00 | close | 1233 | 1.00 | 1.10883 | 1.14213 | 1.08213 | 330.00 | 92045.45 |
| 3700 | 2016.06.27 03:00 | sell | 1234 | 1.00 | 1.10395 | 0.00000 | 0.00000 | ||
| 3701 | 2016.06.27 03:00 | modify | 1234 | 1.00 | 1.10395 | 1.13395 | 1.07395 | ||
| 3702 | 2016.06.27 04:00 | close | 1234 | 1.00 | 1.10135 | 1.13395 | 1.07395 | 260.00 | 92305.45 |
| 3703 | 2016.06.27 08:00 | sell | 1235 | 1.00 | 1.10141 | 0.00000 | 0.00000 | ||
| 3704 | 2016.06.27 08:00 | modify | 1235 | 1.00 | 1.10141 | 1.13141 | 1.07141 | ||
| 3705 | 2016.06.27 11:30 | buy | 1236 | 1.00 | 1.10599 | 0.00000 | 0.00000 | ||
| 3706 | 2016.06.27 11:30 | modify | 1236 | 1.00 | 1.10599 | 1.07599 | 1.13599 | ||
| 3707 | 2016.06.27 15:30 | close | 1235 | 1.00 | 1.09752 | 1.13141 | 1.07141 | 389.00 | 92694.45 |
| 3708 | 2016.06.27 17:00 | sell | 1237 | 1.00 | 1.10146 | 0.00000 | 0.00000 | ||
| 3709 | 2016.06.27 17:00 | modify | 1237 | 1.00 | 1.10146 | 1.13146 | 1.07146 | ||
| 3710 | 2016.06.27 18:00 | close | 1237 | 1.00 | 1.09745 | 1.13146 | 1.07146 | 401.00 | 93095.45 |
| 3711 | 2016.06.28 13:00 | close | 1236 | 1.00 | 1.10928 | 1.07599 | 1.13599 | 323.22 | 93418.67 |
| 3712 | 2016.06.28 13:30 | buy | 1238 | 1.00 | 1.10887 | 0.00000 | 0.00000 | ||
| 3713 | 2016.06.28 13:30 | modify | 1238 | 1.00 | 1.10887 | 1.07887 | 1.13887 | ||
| 3714 | 2016.06.29 15:00 | sell | 1239 | 1.00 | 1.10863 | 0.00000 | 0.00000 | ||
| 3715 | 2016.06.29 15:00 | modify | 1239 | 1.00 | 1.10863 | 1.13863 | 1.07863 | ||
| 3716 | 2016.06.29 17:00 | close | 1238 | 1.00 | 1.11183 | 1.07887 | 1.13887 | 290.22 | 93708.90 |
| 3717 | 2016.06.30 19:00 | close | 1239 | 1.00 | 1.10352 | 1.13863 | 1.07863 | 519.46 | 94228.35 |
| 3718 | 2016.06.30 21:00 | sell | 1240 | 1.00 | 1.10506 | 0.00000 | 0.00000 | ||
| 3719 | 2016.06.30 21:00 | modify | 1240 | 1.00 | 1.10506 | 1.13506 | 1.07506 | ||
| 3720 | 2016.07.08 16:00 | close | 1240 | 1.00 | 1.10260 | 1.13506 | 1.07506 | 268.55 | 94496.91 |
| 3721 | 2016.07.13 18:00 | buy | 1241 | 1.00 | 1.11032 | 0.00000 | 0.00000 | ||
| 3722 | 2016.07.13 18:00 | modify | 1241 | 1.00 | 1.11032 | 1.08032 | 1.14032 | ||
| 3723 | 2016.07.14 14:30 | close | 1241 | 1.00 | 1.11483 | 1.08032 | 1.14032 | 433.67 | 94930.58 |
| 3724 | 2016.07.21 18:00 | sell | 1242 | 1.00 | 1.09937 | 0.00000 | 0.00000 | ||
| 3725 | 2016.07.21 18:00 | modify | 1242 | 1.00 | 1.09937 | 1.12937 | 1.06937 | ||
| 3726 | 2016.07.22 19:00 | close | 1242 | 1.00 | 1.09691 | 1.12937 | 1.06937 | 248.82 | 95179.40 |
| 3727 | 2016.07.26 12:30 | buy | 1243 | 1.00 | 1.10168 | 0.00000 | 0.00000 | ||
| 3728 | 2016.07.26 12:30 | modify | 1243 | 1.00 | 1.10168 | 1.07168 | 1.13168 | ||
| 3729 | 2016.07.27 22:30 | close | 1243 | 1.00 | 1.10470 | 1.07168 | 1.13168 | 296.22 | 95475.62 |
| 3730 | 2016.07.29 18:30 | buy | 1244 | 1.00 | 1.11754 | 0.00000 | 0.00000 | ||
| 3731 | 2016.07.29 18:30 | modify | 1244 | 1.00 | 1.11754 | 1.08754 | 1.14754 | ||
| 3732 | 2016.08.02 10:30 | close | 1244 | 1.00 | 1.12011 | 1.08754 | 1.14754 | 245.45 | 95721.07 |
| 3733 | 2016.08.26 19:30 | sell | 1245 | 1.00 | 1.12313 | 0.00000 | 0.00000 | ||
| 3734 | 2016.08.26 19:30 | modify | 1245 | 1.00 | 1.12313 | 1.15313 | 1.09313 | ||
| 3735 | 2016.08.26 21:30 | close | 1245 | 1.00 | 1.12076 | 1.15313 | 1.09313 | 237.00 | 95958.07 |
| 3736 | 2016.09.06 18:00 | buy | 1246 | 1.00 | 1.12401 | 0.00000 | 0.00000 | ||
| 3737 | 2016.09.06 18:00 | modify | 1246 | 1.00 | 1.12401 | 1.09401 | 1.15401 | ||
| 3738 | 2016.09.08 10:30 | close | 1246 | 1.00 | 1.12635 | 1.09401 | 1.15401 | 210.90 | 96168.97 |
| 3739 | 2016.09.08 15:00 | buy | 1247 | 1.00 | 1.12935 | 0.00000 | 0.00000 | ||
| 3740 | 2016.09.08 15:00 | modify | 1247 | 1.00 | 1.12935 | 1.09935 | 1.15935 | ||
| 3741 | 2016.09.08 16:30 | close | 1247 | 1.00 | 1.13173 | 1.09935 | 1.15935 | 238.00 | 96406.97 |
| 3742 | 2016.10.07 18:00 | buy | 1248 | 1.00 | 1.11770 | 0.00000 | 0.00000 | ||
| 3743 | 2016.10.07 18:00 | modify | 1248 | 1.00 | 1.11770 | 1.08770 | 1.14770 | ||
| 3744 | 2016.10.07 23:30 | close | 1248 | 1.00 | 1.11997 | 1.08770 | 1.14770 | 227.00 | 96633.97 |
| 3745 | 2016.11.02 21:30 | buy | 1249 | 1.00 | 1.11007 | 0.00000 | 0.00000 | ||
| 3746 | 2016.11.02 21:30 | modify | 1249 | 1.00 | 1.11007 | 1.08007 | 1.14007 | ||
| 3747 | 2016.11.03 06:00 | close | 1249 | 1.00 | 1.11257 | 1.08007 | 1.14007 | 232.67 | 96866.64 |
| 3748 | 2016.11.09 05:00 | buy | 1250 | 1.00 | 1.11259 | 0.00000 | 0.00000 | ||
| 3749 | 2016.11.09 05:00 | modify | 1250 | 1.00 | 1.11259 | 1.08259 | 1.14259 | ||
| 3750 | 2016.11.09 05:30 | close | 1250 | 1.00 | 1.12178 | 1.08259 | 1.14259 | 919.00 | 97785.64 |