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 |
| 3751 | 2016.11.09 06:00 | sell | 1251 | 1.00 | 1.12298 | 0.00000 | 0.00000 | ||
| 3752 | 2016.11.09 06:00 | modify | 1251 | 1.00 | 1.12298 | 1.15298 | 1.09298 | ||
| 3753 | 2016.11.09 06:30 | close | 1251 | 1.00 | 1.11998 | 1.15298 | 1.09298 | 300.00 | 98085.64 |
| 3754 | 2016.11.09 07:30 | buy | 1252 | 1.00 | 1.12692 | 0.00000 | 0.00000 | ||
| 3755 | 2016.11.09 07:30 | modify | 1252 | 1.00 | 1.12692 | 1.09692 | 1.15692 | ||
| 3756 | 2016.11.09 08:30 | sell | 1253 | 1.00 | 1.12579 | 0.00000 | 0.00000 | ||
| 3757 | 2016.11.09 08:30 | modify | 1253 | 1.00 | 1.12579 | 1.15579 | 1.09579 | ||
| 3758 | 2016.11.09 09:00 | close | 1253 | 1.00 | 1.12217 | 1.15579 | 1.09579 | 362.00 | 98447.64 |
| 3759 | 2016.11.09 09:30 | sell | 1254 | 1.00 | 1.12117 | 0.00000 | 0.00000 | ||
| 3760 | 2016.11.09 09:30 | modify | 1254 | 1.00 | 1.12117 | 1.15117 | 1.09117 | ||
| 3761 | 2016.11.09 10:00 | close | 1254 | 1.00 | 1.11194 | 1.15117 | 1.09117 | 923.00 | 99370.64 |
| 3762 | 2016.11.09 10:00 | close | 1252 | 1.00 | 1.11179 | 1.09692 | 1.15692 | -1513.00 | 97857.64 |
| 3763 | 2016.11.09 10:30 | sell | 1255 | 1.00 | 1.11165 | 0.00000 | 0.00000 | ||
| 3764 | 2016.11.09 10:30 | modify | 1255 | 1.00 | 1.11165 | 1.14165 | 1.08165 | ||
| 3765 | 2016.11.09 11:30 | close | 1255 | 1.00 | 1.10711 | 1.14165 | 1.08165 | 454.00 | 98311.64 |
| 3766 | 2016.11.09 15:30 | sell | 1256 | 1.00 | 1.10238 | 0.00000 | 0.00000 | ||
| 3767 | 2016.11.09 15:30 | modify | 1256 | 1.00 | 1.10238 | 1.13238 | 1.07238 | ||
| 3768 | 2016.11.09 16:30 | close | 1256 | 1.00 | 1.09723 | 1.13238 | 1.07238 | 515.00 | 98826.64 |
| 3769 | 2016.11.11 16:00 | buy | 1257 | 1.00 | 1.09036 | 0.00000 | 0.00000 | ||
| 3770 | 2016.11.11 16:00 | modify | 1257 | 1.00 | 1.09036 | 1.06036 | 1.12036 | ||
| 3771 | 2016.11.14 10:30 | close | 1257 | 1.00 | 1.07554 | 1.06036 | 1.12036 | -1487.78 | 97338.87 |
| 3772 | 2016.11.21 23:30 | buy | 1258 | 1.00 | 1.06275 | 0.00000 | 0.00000 | ||
| 3773 | 2016.11.21 23:30 | modify | 1258 | 1.00 | 1.06275 | 1.03275 | 1.09275 | ||
| 3774 | 2016.11.22 02:30 | close | 1258 | 1.00 | 1.06480 | 1.03275 | 1.09275 | 199.22 | 97538.09 |
| 3775 | 2016.11.25 11:00 | buy | 1259 | 1.00 | 1.05995 | 0.00000 | 0.00000 | ||
| 3776 | 2016.11.25 11:00 | modify | 1259 | 1.00 | 1.05995 | 1.02995 | 1.08995 | ||
| 3777 | 2016.11.28 03:00 | close | 1259 | 1.00 | 1.06298 | 1.02995 | 1.08995 | 297.22 | 97835.32 |
| 3778 | 2016.11.28 05:00 | buy | 1260 | 1.00 | 1.06640 | 0.00000 | 0.00000 | ||
| 3779 | 2016.11.28 05:00 | modify | 1260 | 1.00 | 1.06640 | 1.03640 | 1.09640 | ||
| 3780 | 2016.12.02 06:30 | close | 1260 | 1.00 | 1.06845 | 1.03640 | 1.09640 | 170.35 | 98005.66 |
| 3781 | 2016.12.02 16:00 | buy | 1261 | 1.00 | 1.06362 | 0.00000 | 0.00000 | ||
| 3782 | 2016.12.02 16:00 | modify | 1261 | 1.00 | 1.06362 | 1.03362 | 1.09362 | ||
| 3783 | 2016.12.02 17:30 | close | 1261 | 1.00 | 1.06652 | 1.03362 | 1.09362 | 290.00 | 98295.66 |
| 3784 | 2016.12.05 02:30 | buy | 1262 | 1.00 | 1.05658 | 0.00000 | 0.00000 | ||
| 3785 | 2016.12.05 02:30 | modify | 1262 | 1.00 | 1.05658 | 1.02658 | 1.08658 | ||
| 3786 | 2016.12.05 09:30 | close | 1262 | 1.00 | 1.05886 | 1.02658 | 1.08658 | 228.00 | 98523.66 |
| 3787 | 2016.12.05 14:00 | buy | 1263 | 1.00 | 1.06986 | 0.00000 | 0.00000 | ||
| 3788 | 2016.12.05 14:00 | modify | 1263 | 1.00 | 1.06986 | 1.03986 | 1.09986 | ||
| 3789 | 2016.12.05 17:00 | close | 1263 | 1.00 | 1.07295 | 1.03986 | 1.09986 | 309.00 | 98832.66 |
| 3790 | 2016.12.08 15:00 | buy | 1264 | 1.00 | 1.07533 | 0.00000 | 0.00000 | ||
| 3791 | 2016.12.08 15:00 | modify | 1264 | 1.00 | 1.07533 | 1.04533 | 1.10533 | ||
| 3792 | 2016.12.08 16:30 | sell | 1265 | 1.00 | 1.06572 | 0.00000 | 0.00000 | ||
| 3793 | 2016.12.08 16:30 | modify | 1265 | 1.00 | 1.06572 | 1.09572 | 1.03572 | ||
| 3794 | 2016.12.08 17:00 | close | 1265 | 1.00 | 1.06312 | 1.09572 | 1.03572 | 260.00 | 99092.66 |
| 3795 | 2016.12.08 17:30 | close | 1264 | 1.00 | 1.06152 | 1.04533 | 1.10533 | -1381.00 | 97711.66 |
| 3796 | 2016.12.14 23:00 | sell | 1266 | 1.00 | 1.05325 | 0.00000 | 0.00000 | ||
| 3797 | 2016.12.14 23:00 | modify | 1266 | 1.00 | 1.05325 | 1.08325 | 1.02325 | ||
| 3798 | 2016.12.15 02:30 | close | 1266 | 1.00 | 1.04742 | 1.08325 | 1.02325 | 591.46 | 98303.12 |
| 3799 | 2016.12.15 17:30 | sell | 1267 | 1.00 | 1.04186 | 0.00000 | 0.00000 | ||
| 3800 | 2016.12.15 17:30 | modify | 1267 | 1.00 | 1.04186 | 1.07186 | 1.01186 | ||
| 3801 | 2016.12.15 19:00 | close | 1267 | 1.00 | 1.03754 | 1.07186 | 1.01186 | 432.00 | 98735.12 |
| 3802 | 2016.12.30 02:00 | buy | 1268 | 1.00 | 1.05672 | 0.00000 | 0.00000 | ||
| 3803 | 2016.12.30 02:00 | modify | 1268 | 1.00 | 1.05672 | 1.02672 | 1.08672 | ||
| 3804 | 2016.12.30 12:00 | close | 1268 | 1.00 | 1.05892 | 1.02672 | 1.08672 | 220.00 | 98955.12 |
| 3805 | 2017.01.03 19:00 | buy | 1269 | 1.00 | 1.04165 | 0.00000 | 0.00000 | ||
| 3806 | 2017.01.03 19:00 | modify | 1269 | 1.00 | 1.04165 | 1.01165 | 1.07165 | ||
| 3807 | 2017.01.04 11:00 | sell | 1270 | 1.00 | 1.04336 | 0.00000 | 0.00000 | ||
| 3808 | 2017.01.04 11:00 | modify | 1270 | 1.00 | 1.04336 | 1.07336 | 1.01336 | ||
| 3809 | 2017.01.04 11:30 | close | 1269 | 1.00 | 1.04398 | 1.01165 | 1.07165 | 227.22 | 99182.34 |
| 3810 | 2017.01.05 07:30 | close | 1270 | 1.00 | 1.05642 | 1.07336 | 1.01336 | -1297.54 | 97884.80 |
| 3811 | 2017.01.06 16:30 | buy | 1271 | 1.00 | 1.05375 | 0.00000 | 0.00000 | ||
| 3812 | 2017.01.06 16:30 | modify | 1271 | 1.00 | 1.05375 | 1.02375 | 1.08375 | ||
| 3813 | 2017.01.06 17:00 | close | 1271 | 1.00 | 1.05582 | 1.02375 | 1.08375 | 207.00 | 98091.80 |
| 3814 | 2017.01.06 17:30 | buy | 1272 | 1.00 | 1.05533 | 0.00000 | 0.00000 | ||
| 3815 | 2017.01.06 17:30 | modify | 1272 | 1.00 | 1.05533 | 1.02533 | 1.08533 | ||
| 3816 | 2017.01.09 19:00 | close | 1272 | 1.00 | 1.05752 | 1.02533 | 1.08533 | 213.22 | 98305.02 |
| 3817 | 2017.01.11 19:00 | buy | 1273 | 1.00 | 1.05011 | 0.00000 | 0.00000 | ||
| 3818 | 2017.01.11 19:00 | modify | 1273 | 1.00 | 1.05011 | 1.02011 | 1.08011 | ||
| 3819 | 2017.01.11 20:00 | close | 1273 | 1.00 | 1.05584 | 1.02011 | 1.08011 | 573.00 | 98878.02 |
| 3820 | 2017.01.12 11:00 | buy | 1274 | 1.00 | 1.06446 | 0.00000 | 0.00000 | ||
| 3821 | 2017.01.12 11:00 | modify | 1274 | 1.00 | 1.06446 | 1.03446 | 1.09446 | ||
| 3822 | 2017.01.12 14:30 | close | 1274 | 1.00 | 1.06717 | 1.03446 | 1.09446 | 271.00 | 99149.02 |
| 3823 | 2017.01.12 17:30 | buy | 1275 | 1.00 | 1.06612 | 0.00000 | 0.00000 | ||
| 3824 | 2017.01.12 17:30 | modify | 1275 | 1.00 | 1.06612 | 1.03612 | 1.09612 | ||
| 3825 | 2017.01.17 13:30 | close | 1275 | 1.00 | 1.06991 | 1.03612 | 1.09612 | 361.67 | 99510.70 |
| 3826 | 2017.01.17 14:30 | sell | 1276 | 1.00 | 1.07038 | 0.00000 | 0.00000 | ||
| 3827 | 2017.01.17 14:30 | modify | 1276 | 1.00 | 1.07038 | 1.10038 | 1.04038 | ||
| 3828 | 2017.01.17 15:30 | close | 1276 | 1.00 | 1.06769 | 1.10038 | 1.04038 | 269.00 | 99779.70 |
| 3829 | 2017.01.17 17:00 | sell | 1277 | 1.00 | 1.07152 | 0.00000 | 0.00000 | ||
| 3830 | 2017.01.17 17:00 | modify | 1277 | 1.00 | 1.07152 | 1.10152 | 1.04152 | ||
| 3831 | 2017.01.18 04:30 | close | 1277 | 1.00 | 1.06900 | 1.10152 | 1.04152 | 254.82 | 100034.52 |
| 3832 | 2017.01.19 16:30 | sell | 1278 | 1.00 | 1.06139 | 0.00000 | 0.00000 | ||
| 3833 | 2017.01.19 16:30 | modify | 1278 | 1.00 | 1.06139 | 1.09139 | 1.03139 | ||
| 3834 | 2017.01.19 17:00 | close | 1278 | 1.00 | 1.05924 | 1.09139 | 1.03139 | 215.00 | 100249.52 |
| 3835 | 2017.01.27 16:30 | buy | 1279 | 1.00 | 1.07080 | 0.00000 | 0.00000 | ||
| 3836 | 2017.01.27 16:30 | modify | 1279 | 1.00 | 1.07080 | 1.04080 | 1.10080 | ||
| 3837 | 2017.01.30 03:30 | close | 1279 | 1.00 | 1.07329 | 1.04080 | 1.10080 | 243.22 | 100492.74 |
| 3838 | 2017.02.06 17:30 | sell | 1280 | 1.00 | 1.07295 | 0.00000 | 0.00000 | ||
| 3839 | 2017.02.06 17:30 | modify | 1280 | 1.00 | 1.07295 | 1.10295 | 1.04295 | ||
| 3840 | 2017.02.07 06:00 | close | 1280 | 1.00 | 1.07093 | 1.10295 | 1.04295 | 204.82 | 100697.56 |
| 3841 | 2017.02.09 18:00 | buy | 1281 | 1.00 | 1.06660 | 0.00000 | 0.00000 | ||
| 3842 | 2017.02.09 18:00 | modify | 1281 | 1.00 | 1.06660 | 1.03660 | 1.09660 | ||
| 3843 | 2017.02.15 16:00 | close | 1281 | 1.00 | 1.05343 | 1.03660 | 1.09660 | -1340.10 | 99357.46 |
| 3844 | 2017.02.28 18:00 | sell | 1282 | 1.00 | 1.06255 | 0.00000 | 0.00000 | ||
| 3845 | 2017.02.28 18:00 | modify | 1282 | 1.00 | 1.06255 | 1.09255 | 1.03255 | ||
| 3846 | 2017.02.28 21:00 | close | 1282 | 1.00 | 1.06030 | 1.09255 | 1.03255 | 225.00 | 99582.46 |
| 3847 | 2017.03.09 16:30 | buy | 1283 | 1.00 | 1.05955 | 0.00000 | 0.00000 | ||
| 3848 | 2017.03.09 16:30 | modify | 1283 | 1.00 | 1.05955 | 1.02955 | 1.08955 | ||
| 3849 | 2017.03.10 12:30 | close | 1283 | 1.00 | 1.06161 | 1.02955 | 1.08955 | 200.22 | 99782.68 |
| 3850 | 2017.04.24 02:00 | sell | 1284 | 1.00 | 1.08838 | 0.00000 | 0.00000 | ||
| 3851 | 2017.04.24 02:00 | modify | 1284 | 1.00 | 1.08838 | 1.11838 | 1.05838 | ||
| 3852 | 2017.04.24 03:30 | close | 1284 | 1.00 | 1.08441 | 1.11838 | 1.05838 | 397.00 | 100179.68 |
| 3853 | 2017.04.26 19:00 | sell | 1285 | 1.00 | 1.08721 | 0.00000 | 0.00000 | ||
| 3854 | 2017.04.26 19:00 | modify | 1285 | 1.00 | 1.08721 | 1.11721 | 1.05721 | ||
| 3855 | 2017.05.05 23:00 | close | 1285 | 1.00 | 1.09990 | 1.11721 | 1.05721 | -1237.99 | 98941.69 |
| 3856 | 2017.06.07 18:00 | buy | 1286 | 1.00 | 1.12643 | 0.00000 | 0.00000 | ||
| 3857 | 2017.06.07 18:00 | modify | 1286 | 1.00 | 1.12643 | 1.09643 | 1.15643 | ||
| 3858 | 2017.06.08 16:30 | sell | 1287 | 1.00 | 1.12218 | 0.00000 | 0.00000 | ||
| 3859 | 2017.06.08 16:30 | modify | 1287 | 1.00 | 1.12218 | 1.15218 | 1.09218 | ||
| 3860 | 2017.06.09 02:30 | close | 1287 | 1.00 | 1.11948 | 1.15218 | 1.09218 | 272.82 | 99214.51 |
| 3861 | 2017.06.15 17:30 | sell | 1288 | 1.00 | 1.11466 | 0.00000 | 0.00000 | ||
| 3862 | 2017.06.15 17:30 | modify | 1288 | 1.00 | 1.11466 | 1.14466 | 1.08466 | ||
| 3863 | 2017.06.20 17:00 | close | 1286 | 1.00 | 1.11360 | 1.09643 | 1.15643 | -1358.08 | 97856.43 |
| 3864 | 2017.06.20 18:30 | close | 1288 | 1.00 | 1.11244 | 1.14466 | 1.08466 | 230.46 | 98086.89 |
| 3865 | 2017.06.27 17:00 | buy | 1289 | 1.00 | 1.12896 | 0.00000 | 0.00000 | ||
| 3866 | 2017.06.27 17:00 | modify | 1289 | 1.00 | 1.12896 | 1.09896 | 1.15896 | ||
| 3867 | 2017.06.27 19:00 | close | 1289 | 1.00 | 1.13263 | 1.09896 | 1.15896 | 367.00 | 98453.89 |
| 3868 | 2017.06.28 17:30 | buy | 1290 | 1.00 | 1.13774 | 0.00000 | 0.00000 | ||
| 3869 | 2017.06.28 17:30 | modify | 1290 | 1.00 | 1.13774 | 1.10774 | 1.16774 | ||
| 3870 | 2017.06.29 05:00 | close | 1290 | 1.00 | 1.14052 | 1.10774 | 1.16774 | 260.67 | 98714.56 |
| 3871 | 2017.07.14 17:00 | sell | 1291 | 1.00 | 1.14590 | 0.00000 | 0.00000 | ||
| 3872 | 2017.07.14 17:00 | modify | 1291 | 1.00 | 1.14590 | 1.17590 | 1.11590 | ||
| 3873 | 2017.07.20 17:30 | close | 1291 | 1.00 | 1.16049 | 1.17590 | 1.11590 | -1442.09 | 97272.47 |
| 3874 | 2017.07.28 16:00 | buy | 1292 | 1.00 | 1.17176 | 0.00000 | 0.00000 | ||
| 3875 | 2017.07.28 16:00 | modify | 1292 | 1.00 | 1.17176 | 1.14176 | 1.20176 | ||
| 3876 | 2017.07.28 17:30 | close | 1292 | 1.00 | 1.17377 | 1.14176 | 1.20176 | 201.00 | 97473.47 |
| 3877 | 2017.07.31 22:30 | buy | 1293 | 1.00 | 1.18307 | 0.00000 | 0.00000 | ||
| 3878 | 2017.07.31 22:30 | modify | 1293 | 1.00 | 1.18307 | 1.15307 | 1.21307 | ||
| 3879 | 2017.08.02 11:30 | close | 1293 | 1.00 | 1.18599 | 1.15307 | 1.21307 | 280.45 | 97753.92 |
| 3880 | 2017.08.04 19:30 | sell | 1294 | 1.00 | 1.17541 | 0.00000 | 0.00000 | ||
| 3881 | 2017.08.04 19:30 | modify | 1294 | 1.00 | 1.17541 | 1.20541 | 1.14541 | ||
| 3882 | 2017.08.08 19:00 | close | 1294 | 1.00 | 1.17258 | 1.20541 | 1.14541 | 288.64 | 98042.56 |
| 3883 | 2017.08.11 17:00 | sell | 1295 | 1.00 | 1.17983 | 0.00000 | 0.00000 | ||
| 3884 | 2017.08.11 17:00 | modify | 1295 | 1.00 | 1.17983 | 1.20983 | 1.14983 | ||
| 3885 | 2017.08.14 21:00 | close | 1295 | 1.00 | 1.17748 | 1.20983 | 1.14983 | 237.82 | 98280.38 |
| 3886 | 2017.08.15 10:30 | sell | 1296 | 1.00 | 1.17381 | 0.00000 | 0.00000 | ||
| 3887 | 2017.08.15 10:30 | modify | 1296 | 1.00 | 1.17381 | 1.20381 | 1.14381 | ||
| 3888 | 2017.08.15 16:00 | close | 1296 | 1.00 | 1.16935 | 1.20381 | 1.14381 | 446.00 | 98726.38 |
| 3889 | 2017.08.16 16:00 | buy | 1297 | 1.00 | 1.17047 | 0.00000 | 0.00000 | ||
| 3890 | 2017.08.16 16:00 | modify | 1297 | 1.00 | 1.17047 | 1.14047 | 1.20047 | ||
| 3891 | 2017.08.16 20:30 | close | 1297 | 1.00 | 1.17296 | 1.14047 | 1.20047 | 249.00 | 98975.38 |
| 3892 | 2017.08.17 15:00 | sell | 1298 | 1.00 | 1.16995 | 0.00000 | 0.00000 | ||
| 3893 | 2017.08.17 15:00 | modify | 1298 | 1.00 | 1.16995 | 1.19995 | 1.13995 | ||
| 3894 | 2017.08.17 17:30 | buy | 1299 | 1.00 | 1.17323 | 0.00000 | 0.00000 | ||
| 3895 | 2017.08.17 17:30 | modify | 1299 | 1.00 | 1.17323 | 1.14323 | 1.20323 | ||
| 3896 | 2017.08.18 17:30 | close | 1299 | 1.00 | 1.17534 | 1.14323 | 1.20323 | 205.22 | 99180.60 |
| 3897 | 2017.08.21 20:00 | close | 1298 | 1.00 | 1.18259 | 1.19995 | 1.13995 | -1258.36 | 97922.24 |
| 3898 | 2017.08.25 23:00 | sell | 1300 | 1.00 | 1.19245 | 0.00000 | 0.00000 | ||
| 3899 | 2017.08.25 23:00 | modify | 1300 | 1.00 | 1.19245 | 1.22245 | 1.16245 | ||
| 3900 | 2017.08.29 11:30 | close | 1300 | 1.00 | 1.20568 | 1.22245 | 1.16245 | -1317.36 | 96604.88 |