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 |
| 3901 | 2017.08.29 23:30 | sell | 1301 | 1.00 | 1.19719 | 0.00000 | 0.00000 | ||
| 3902 | 2017.08.29 23:30 | modify | 1301 | 1.00 | 1.19719 | 1.22719 | 1.16719 | ||
| 3903 | 2017.08.30 10:30 | close | 1301 | 1.00 | 1.19460 | 1.22719 | 1.16719 | 261.82 | 96866.70 |
| 3904 | 2017.08.30 16:00 | sell | 1302 | 1.00 | 1.19182 | 0.00000 | 0.00000 | ||
| 3905 | 2017.08.30 16:00 | modify | 1302 | 1.00 | 1.19182 | 1.22182 | 1.16182 | ||
| 3906 | 2017.08.30 20:30 | close | 1302 | 1.00 | 1.18981 | 1.22182 | 1.16182 | 201.00 | 97067.70 |
| 3907 | 2017.09.01 18:00 | buy | 1303 | 1.00 | 1.18793 | 0.00000 | 0.00000 | ||
| 3908 | 2017.09.01 18:00 | modify | 1303 | 1.00 | 1.18793 | 1.15793 | 1.21793 | ||
| 3909 | 2017.09.04 11:30 | close | 1303 | 1.00 | 1.19130 | 1.15793 | 1.21793 | 331.22 | 97398.92 |
| 3910 | 2017.09.20 22:00 | sell | 1304 | 1.00 | 1.18910 | 0.00000 | 0.00000 | ||
| 3911 | 2017.09.20 22:00 | modify | 1304 | 1.00 | 1.18910 | 1.21910 | 1.15910 | ||
| 3912 | 2017.09.25 18:00 | close | 1304 | 1.00 | 1.18674 | 1.21910 | 1.15910 | 250.10 | 97649.02 |
| 3913 | 2017.09.26 20:00 | sell | 1305 | 1.00 | 1.17818 | 0.00000 | 0.00000 | ||
| 3914 | 2017.09.26 20:00 | modify | 1305 | 1.00 | 1.17818 | 1.20818 | 1.14818 | ||
| 3915 | 2017.09.27 10:00 | close | 1305 | 1.00 | 1.17601 | 1.20818 | 1.14818 | 219.82 | 97868.84 |
| 3916 | 2017.09.27 18:00 | buy | 1306 | 1.00 | 1.17335 | 0.00000 | 0.00000 | ||
| 3917 | 2017.09.27 18:00 | modify | 1306 | 1.00 | 1.17335 | 1.14335 | 1.20335 | ||
| 3918 | 2017.09.27 19:30 | close | 1306 | 1.00 | 1.17692 | 1.14335 | 1.20335 | 357.00 | 98225.84 |
| 3919 | 2017.11.30 12:30 | sell | 1307 | 1.00 | 1.18270 | 0.00000 | 0.00000 | ||
| 3920 | 2017.11.30 12:30 | modify | 1307 | 1.00 | 1.18270 | 1.21270 | 1.15270 | ||
| 3921 | 2017.12.05 20:30 | close | 1307 | 1.00 | 1.18039 | 1.21270 | 1.15270 | 239.46 | 98465.29 |
| 3922 | 2018.01.10 13:30 | buy | 1308 | 1.00 | 1.19979 | 0.00000 | 0.00000 | ||
| 3923 | 2018.01.10 13:30 | modify | 1308 | 1.00 | 1.19979 | 1.16979 | 1.22979 | ||
| 3924 | 2018.01.11 16:00 | close | 1308 | 1.00 | 1.20312 | 1.16979 | 1.22979 | 315.67 | 98780.97 |
| 3925 | 2018.01.12 23:30 | buy | 1309 | 1.00 | 1.21986 | 0.00000 | 0.00000 | ||
| 3926 | 2018.01.12 23:30 | modify | 1309 | 1.00 | 1.21986 | 1.18986 | 1.24986 | ||
| 3927 | 2018.01.15 07:30 | close | 1309 | 1.00 | 1.22249 | 1.18986 | 1.24986 | 257.22 | 99038.19 |
| 3928 | 2018.01.15 18:30 | buy | 1310 | 1.00 | 1.22651 | 0.00000 | 0.00000 | ||
| 3929 | 2018.01.15 18:30 | modify | 1310 | 1.00 | 1.22651 | 1.19651 | 1.25651 | ||
| 3930 | 2018.01.17 03:00 | close | 1310 | 1.00 | 1.23034 | 1.19651 | 1.25651 | 371.45 | 99409.64 |
| 3931 | 2018.01.19 11:30 | sell | 1311 | 1.00 | 1.22790 | 0.00000 | 0.00000 | ||
| 3932 | 2018.01.19 11:30 | modify | 1311 | 1.00 | 1.22790 | 1.25790 | 1.19790 | ||
| 3933 | 2018.01.19 14:30 | close | 1311 | 1.00 | 1.22563 | 1.25790 | 1.19790 | 227.00 | 99636.64 |
| 3934 | 2018.01.25 17:00 | sell | 1312 | 1.00 | 1.24901 | 0.00000 | 0.00000 | ||
| 3935 | 2018.01.25 17:00 | modify | 1312 | 1.00 | 1.24901 | 1.27901 | 1.21901 | ||
| 3936 | 2018.01.25 21:30 | close | 1312 | 1.00 | 1.24133 | 1.27901 | 1.21901 | 768.00 | 100404.64 |
| 3937 | 2018.01.26 09:30 | buy | 1313 | 1.00 | 1.24552 | 0.00000 | 0.00000 | ||
| 3938 | 2018.01.26 09:30 | modify | 1313 | 1.00 | 1.24552 | 1.21552 | 1.27552 | ||
| 3939 | 2018.01.30 15:30 | sell | 1314 | 1.00 | 1.24319 | 0.00000 | 0.00000 | ||
| 3940 | 2018.01.30 15:30 | modify | 1314 | 1.00 | 1.24319 | 1.27319 | 1.21319 | ||
| 3941 | 2018.01.30 18:00 | close | 1314 | 1.00 | 1.24118 | 1.27319 | 1.21319 | 201.00 | 100605.64 |
| 3942 | 2018.02.01 19:00 | close | 1313 | 1.00 | 1.24809 | 1.21552 | 1.27552 | 222.35 | 100827.99 |
| 3943 | 2018.02.02 22:00 | buy | 1315 | 1.00 | 1.24525 | 0.00000 | 0.00000 | ||
| 3944 | 2018.02.02 22:00 | modify | 1315 | 1.00 | 1.24525 | 1.21525 | 1.27525 | ||
| 3945 | 2018.02.06 15:30 | sell | 1316 | 1.00 | 1.23398 | 0.00000 | 0.00000 | ||
| 3946 | 2018.02.06 15:30 | modify | 1316 | 1.00 | 1.23398 | 1.26398 | 1.20398 | ||
| 3947 | 2018.02.06 17:30 | close | 1315 | 1.00 | 1.23207 | 1.21525 | 1.27525 | -1329.55 | 99498.43 |
| 3948 | 2018.02.07 17:30 | close | 1316 | 1.00 | 1.23173 | 1.26398 | 1.20398 | 227.82 | 99726.25 |
| 3949 | 2018.02.08 14:30 | buy | 1317 | 1.00 | 1.22291 | 0.00000 | 0.00000 | ||
| 3950 | 2018.02.08 14:30 | modify | 1317 | 1.00 | 1.22291 | 1.19291 | 1.25291 | ||
| 3951 | 2018.02.08 15:00 | sell | 1318 | 1.00 | 1.22366 | 0.00000 | 0.00000 | ||
| 3952 | 2018.02.08 15:00 | modify | 1318 | 1.00 | 1.22366 | 1.25366 | 1.19366 | ||
| 3953 | 2018.02.08 15:30 | close | 1317 | 1.00 | 1.22698 | 1.19291 | 1.25291 | 407.00 | 100133.25 |
| 3954 | 2018.02.08 19:00 | buy | 1319 | 1.00 | 1.22412 | 0.00000 | 0.00000 | ||
| 3955 | 2018.02.08 19:00 | modify | 1319 | 1.00 | 1.22412 | 1.19412 | 1.25412 | ||
| 3956 | 2018.02.08 20:30 | close | 1319 | 1.00 | 1.22614 | 1.19412 | 1.25412 | 202.00 | 100335.25 |
| 3957 | 2018.02.09 20:00 | close | 1318 | 1.00 | 1.22156 | 1.25366 | 1.19366 | 212.82 | 100548.07 |
| 3958 | 2018.02.16 21:30 | sell | 1320 | 1.00 | 1.24111 | 0.00000 | 0.00000 | ||
| 3959 | 2018.02.16 21:30 | modify | 1320 | 1.00 | 1.24111 | 1.27111 | 1.21111 | ||
| 3960 | 2018.02.19 16:00 | close | 1320 | 1.00 | 1.23741 | 1.27111 | 1.21111 | 372.82 | 100920.89 |
| 3961 | 2018.02.26 10:00 | buy | 1321 | 1.00 | 1.23212 | 0.00000 | 0.00000 | ||
| 3962 | 2018.02.26 10:00 | modify | 1321 | 1.00 | 1.23212 | 1.20212 | 1.26212 | ||
| 3963 | 2018.02.26 12:00 | close | 1321 | 1.00 | 1.23429 | 1.20212 | 1.26212 | 217.00 | 101137.89 |
| 3964 | 2018.02.27 17:30 | sell | 1322 | 1.00 | 1.22665 | 0.00000 | 0.00000 | ||
| 3965 | 2018.02.27 17:30 | modify | 1322 | 1.00 | 1.22665 | 1.25665 | 1.19665 | ||
| 3966 | 2018.02.27 18:00 | close | 1322 | 1.00 | 1.22403 | 1.25665 | 1.19665 | 262.00 | 101399.89 |
| 3967 | 2018.03.02 17:00 | sell | 1323 | 1.00 | 1.23136 | 0.00000 | 0.00000 | ||
| 3968 | 2018.03.02 17:00 | modify | 1323 | 1.00 | 1.23136 | 1.26136 | 1.20136 | ||
| 3969 | 2018.03.05 09:00 | close | 1323 | 1.00 | 1.22926 | 1.26136 | 1.20136 | 212.82 | 101612.71 |
| 3970 | 2018.03.08 22:00 | buy | 1324 | 1.00 | 1.23063 | 0.00000 | 0.00000 | ||
| 3971 | 2018.03.08 22:00 | modify | 1324 | 1.00 | 1.23063 | 1.20063 | 1.26063 | ||
| 3972 | 2018.03.12 10:30 | close | 1324 | 1.00 | 1.23283 | 1.20063 | 1.26063 | 208.45 | 101821.16 |
| 3973 | 2018.03.22 15:30 | sell | 1325 | 1.00 | 1.23230 | 0.00000 | 0.00000 | ||
| 3974 | 2018.03.22 15:30 | modify | 1325 | 1.00 | 1.23230 | 1.26230 | 1.20230 | ||
| 3975 | 2018.03.22 18:30 | close | 1325 | 1.00 | 1.23027 | 1.26230 | 1.20230 | 203.00 | 102024.16 |
| 3976 | 2018.03.22 19:30 | sell | 1326 | 1.00 | 1.23140 | 0.00000 | 0.00000 | ||
| 3977 | 2018.03.22 19:30 | modify | 1326 | 1.00 | 1.23140 | 1.26140 | 1.20140 | ||
| 3978 | 2018.03.26 18:00 | close | 1326 | 1.00 | 1.24431 | 1.26140 | 1.20140 | -1285.36 | 100738.80 |
| 3979 | 2018.05.04 18:00 | buy | 1327 | 1.00 | 1.19296 | 0.00000 | 0.00000 | ||
| 3980 | 2018.05.04 18:00 | modify | 1327 | 1.00 | 1.19296 | 1.16296 | 1.22296 | ||
| 3981 | 2018.05.04 20:00 | close | 1327 | 1.00 | 1.19631 | 1.16296 | 1.22296 | 335.00 | 101073.80 |
| 3982 | 2018.05.16 15:00 | sell | 1328 | 1.00 | 1.17868 | 0.00000 | 0.00000 | ||
| 3983 | 2018.05.16 15:00 | modify | 1328 | 1.00 | 1.17868 | 1.20868 | 1.14868 | ||
| 3984 | 2018.05.16 17:30 | buy | 1329 | 1.00 | 1.17975 | 0.00000 | 0.00000 | ||
| 3985 | 2018.05.16 17:30 | modify | 1329 | 1.00 | 1.17975 | 1.14975 | 1.20975 | ||
| 3986 | 2018.05.17 05:30 | close | 1329 | 1.00 | 1.18328 | 1.14975 | 1.20975 | 335.67 | 101409.47 |
| 3987 | 2018.05.18 16:30 | close | 1328 | 1.00 | 1.17598 | 1.20868 | 1.14868 | 281.28 | 101690.75 |
| 3988 | 2018.05.22 15:00 | buy | 1330 | 1.00 | 1.18104 | 0.00000 | 0.00000 | ||
| 3989 | 2018.05.22 15:00 | modify | 1330 | 1.00 | 1.18104 | 1.15104 | 1.21104 | ||
| 3990 | 2018.05.23 20:30 | close | 1330 | 1.00 | 1.16834 | 1.15104 | 1.21104 | -1275.78 | 100414.97 |
| 3991 | 2018.05.29 13:00 | sell | 1331 | 1.00 | 1.15424 | 0.00000 | 0.00000 | ||
| 3992 | 2018.05.29 13:00 | modify | 1331 | 1.00 | 1.15424 | 1.18424 | 1.12424 | ||
| 3993 | 2018.05.30 23:30 | close | 1331 | 1.00 | 1.16691 | 1.18424 | 1.12424 | -1264.18 | 99150.79 |
| 3994 | 2018.05.31 19:00 | buy | 1332 | 1.00 | 1.16700 | 0.00000 | 0.00000 | ||
| 3995 | 2018.05.31 19:00 | modify | 1332 | 1.00 | 1.16700 | 1.13700 | 1.19700 | ||
| 3996 | 2018.05.31 23:00 | close | 1332 | 1.00 | 1.16904 | 1.13700 | 1.19700 | 204.00 | 99354.79 |
| 3997 | 2018.06.14 16:30 | sell | 1333 | 1.00 | 1.16815 | 0.00000 | 0.00000 | ||
| 3998 | 2018.06.14 16:30 | modify | 1333 | 1.00 | 1.16815 | 1.19815 | 1.13815 | ||
| 3999 | 2018.06.14 17:00 | close | 1333 | 1.00 | 1.16536 | 1.19815 | 1.13815 | 279.00 | 99633.79 |
| 4000 | 2018.06.15 13:30 | sell | 1334 | 1.00 | 1.15939 | 0.00000 | 0.00000 | ||
| 4001 | 2018.06.15 13:30 | modify | 1334 | 1.00 | 1.15939 | 1.18939 | 1.12939 | ||
| 4002 | 2018.06.19 11:30 | close | 1334 | 1.00 | 1.15579 | 1.18939 | 1.12939 | 365.64 | 99999.43 |
| 4003 | 2018.06.21 18:00 | buy | 1335 | 1.00 | 1.16082 | 0.00000 | 0.00000 | ||
| 4004 | 2018.06.21 18:00 | modify | 1335 | 1.00 | 1.16082 | 1.13082 | 1.19082 | ||
| 4005 | 2018.06.22 08:30 | close | 1335 | 1.00 | 1.16291 | 1.13082 | 1.19082 | 203.22 | 100202.65 |
| 4006 | 2018.07.02 18:00 | buy | 1336 | 1.00 | 1.16069 | 0.00000 | 0.00000 | ||
| 4007 | 2018.07.02 18:00 | modify | 1336 | 1.00 | 1.16069 | 1.13069 | 1.19069 | ||
| 4008 | 2018.07.02 23:30 | close | 1336 | 1.00 | 1.16402 | 1.13069 | 1.19069 | 333.00 | 100535.65 |
| 4009 | 2018.07.05 10:00 | buy | 1337 | 1.00 | 1.16984 | 0.00000 | 0.00000 | ||
| 4010 | 2018.07.05 10:00 | modify | 1337 | 1.00 | 1.16984 | 1.13984 | 1.19984 | ||
| 4011 | 2018.07.06 10:00 | close | 1337 | 1.00 | 1.17221 | 1.13984 | 1.19984 | 231.22 | 100766.88 |
| 4012 | 2018.08.02 15:00 | sell | 1338 | 1.00 | 1.16170 | 0.00000 | 0.00000 | ||
| 4013 | 2018.08.02 15:00 | modify | 1338 | 1.00 | 1.16170 | 1.19170 | 1.13170 | ||
| 4014 | 2018.08.02 22:00 | close | 1338 | 1.00 | 1.15881 | 1.19170 | 1.13170 | 289.00 | 101055.88 |
| 4015 | 2018.08.10 09:30 | sell | 1339 | 1.00 | 1.14594 | 0.00000 | 0.00000 | ||
| 4016 | 2018.08.10 09:30 | modify | 1339 | 1.00 | 1.14594 | 1.17594 | 1.11594 | ||
| 4017 | 2018.08.10 16:30 | close | 1339 | 1.00 | 1.14173 | 1.17594 | 1.11594 | 421.00 | 101476.88 |
| 4018 | 2018.08.10 17:30 | buy | 1340 | 1.00 | 1.14342 | 0.00000 | 0.00000 | ||
| 4019 | 2018.08.10 17:30 | modify | 1340 | 1.00 | 1.14342 | 1.11342 | 1.17342 | ||
| 4020 | 2018.08.15 17:00 | close | 1340 | 1.00 | 1.13024 | 1.11342 | 1.17342 | -1335.33 | 100141.55 |
| 4021 | 2018.08.20 19:00 | buy | 1341 | 1.00 | 1.14395 | 0.00000 | 0.00000 | ||
| 4022 | 2018.08.20 19:00 | modify | 1341 | 1.00 | 1.14395 | 1.11395 | 1.17395 | ||
| 4023 | 2018.08.20 19:30 | close | 1341 | 1.00 | 1.14632 | 1.11395 | 1.17395 | 237.00 | 100378.55 |
| 4024 | 2018.09.11 15:30 | sell | 1342 | 1.00 | 1.15806 | 0.00000 | 0.00000 | ||
| 4025 | 2018.09.11 15:30 | modify | 1342 | 1.00 | 1.15806 | 1.18806 | 1.12806 | ||
| 4026 | 2018.09.14 10:00 | close | 1342 | 1.00 | 1.17074 | 1.18806 | 1.12806 | -1253.90 | 99124.65 |
| 4027 | 2018.09.19 18:30 | buy | 1343 | 1.00 | 1.16756 | 0.00000 | 0.00000 | ||
| 4028 | 2018.09.19 18:30 | modify | 1343 | 1.00 | 1.16756 | 1.13756 | 1.19756 | ||
| 4029 | 2018.09.20 10:30 | close | 1343 | 1.00 | 1.16957 | 1.13756 | 1.19756 | 183.67 | 99308.32 |
| 4030 | 2018.09.24 19:00 | sell | 1344 | 1.00 | 1.17727 | 0.00000 | 0.00000 | ||
| 4031 | 2018.09.24 19:00 | modify | 1344 | 1.00 | 1.17727 | 1.20727 | 1.14727 | ||
| 4032 | 2018.09.24 23:00 | close | 1344 | 1.00 | 1.17470 | 1.20727 | 1.14727 | 257.00 | 99565.32 |
| 4033 | 2018.09.27 10:30 | sell | 1345 | 1.00 | 1.17054 | 0.00000 | 0.00000 | ||
| 4034 | 2018.09.27 10:30 | modify | 1345 | 1.00 | 1.17054 | 1.20054 | 1.14054 | ||
| 4035 | 2018.09.27 16:00 | close | 1345 | 1.00 | 1.16761 | 1.20054 | 1.14054 | 293.00 | 99858.32 |
| 4036 | 2018.10.03 18:00 | sell | 1346 | 1.00 | 1.15373 | 0.00000 | 0.00000 | ||
| 4037 | 2018.10.03 18:00 | modify | 1346 | 1.00 | 1.15373 | 1.18373 | 1.12373 | ||
| 4038 | 2018.10.03 20:00 | close | 1346 | 1.00 | 1.15162 | 1.18373 | 1.12373 | 211.00 | 100069.32 |
| 4039 | 2018.10.11 16:00 | buy | 1347 | 1.00 | 1.15756 | 0.00000 | 0.00000 | ||
| 4040 | 2018.10.11 16:00 | modify | 1347 | 1.00 | 1.15756 | 1.12756 | 1.18756 | ||
| 4041 | 2018.10.11 23:30 | close | 1347 | 1.00 | 1.15976 | 1.12756 | 1.18756 | 220.00 | 100289.32 |
| 4042 | 2018.10.19 20:00 | buy | 1348 | 1.00 | 1.15213 | 0.00000 | 0.00000 | ||
| 4043 | 2018.10.19 20:00 | modify | 1348 | 1.00 | 1.15213 | 1.12213 | 1.18213 | ||
| 4044 | 2018.10.22 10:00 | close | 1348 | 1.00 | 1.15430 | 1.12213 | 1.18213 | 211.22 | 100500.54 |
| 4045 | 2018.10.26 18:00 | buy | 1349 | 1.00 | 1.13718 | 0.00000 | 0.00000 | ||
| 4046 | 2018.10.26 18:00 | modify | 1349 | 1.00 | 1.13718 | 1.10718 | 1.16718 | ||
| 4047 | 2018.10.26 19:30 | close | 1349 | 1.00 | 1.14106 | 1.10718 | 1.16718 | 388.00 | 100888.54 |
| 4048 | 2018.11.07 04:30 | sell | 1350 | 1.00 | 1.14129 | 0.00000 | 0.00000 | ||
| 4049 | 2018.11.07 04:30 | modify | 1350 | 1.00 | 1.14129 | 1.17129 | 1.11129 | ||
| 4050 | 2018.11.08 21:30 | close | 1350 | 1.00 | 1.13810 | 1.17129 | 1.11129 | 327.46 | 101216.00 |