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 |
| 4051 | 2018.11.14 21:30 | buy | 1351 | 1.00 | 1.13060 | 0.00000 | 0.00000 | ||
| 4052 | 2018.11.14 21:30 | modify | 1351 | 1.00 | 1.13060 | 1.10060 | 1.16060 | ||
| 4053 | 2018.11.14 22:00 | close | 1351 | 1.00 | 1.13398 | 1.10060 | 1.16060 | 338.00 | 101554.00 |
| 4054 | 2018.11.20 17:30 | sell | 1352 | 1.00 | 1.13986 | 0.00000 | 0.00000 | ||
| 4055 | 2018.11.20 17:30 | modify | 1352 | 1.00 | 1.13986 | 1.16986 | 1.10986 | ||
| 4056 | 2018.11.20 20:00 | close | 1352 | 1.00 | 1.13776 | 1.16986 | 1.10986 | 210.00 | 101764.00 |
| 4057 | 2018.11.21 12:30 | buy | 1353 | 1.00 | 1.13869 | 0.00000 | 0.00000 | ||
| 4058 | 2018.11.21 12:30 | modify | 1353 | 1.00 | 1.13869 | 1.10869 | 1.16869 | ||
| 4059 | 2018.11.21 13:30 | close | 1353 | 1.00 | 1.14106 | 1.10869 | 1.16869 | 237.00 | 102001.00 |
| 4060 | 2018.11.28 20:00 | sell | 1354 | 1.00 | 1.13440 | 0.00000 | 0.00000 | ||
| 4061 | 2018.11.28 20:00 | modify | 1354 | 1.00 | 1.13440 | 1.16440 | 1.10440 | ||
| 4062 | 2018.11.30 18:30 | close | 1354 | 1.00 | 1.13236 | 1.16440 | 1.10440 | 215.28 | 102216.28 |
| 4063 | 2018.12.20 16:30 | buy | 1355 | 1.00 | 1.14479 | 0.00000 | 0.00000 | ||
| 4064 | 2018.12.20 16:30 | modify | 1355 | 1.00 | 1.14479 | 1.11479 | 1.17479 | ||
| 4065 | 2018.12.20 20:30 | close | 1355 | 1.00 | 1.14689 | 1.11479 | 1.17479 | 210.00 | 102426.28 |
| 4066 | 2019.01.02 11:00 | sell | 1356 | 1.00 | 1.14480 | 0.00000 | 0.00000 | ||
| 4067 | 2019.01.02 11:00 | modify | 1356 | 1.00 | 1.14480 | 1.17480 | 1.11480 | ||
| 4068 | 2019.01.02 14:30 | close | 1356 | 1.00 | 1.14044 | 1.17480 | 1.11480 | 436.00 | 102862.28 |
| 4069 | 2019.01.03 10:30 | sell | 1357 | 1.00 | 1.13783 | 0.00000 | 0.00000 | ||
| 4070 | 2019.01.03 10:30 | modify | 1357 | 1.00 | 1.13783 | 1.16783 | 1.10783 | ||
| 4071 | 2019.01.03 13:30 | close | 1357 | 1.00 | 1.13560 | 1.16783 | 1.10783 | 223.00 | 103085.28 |
| 4072 | 2019.01.24 16:00 | sell | 1358 | 1.00 | 1.13353 | 0.00000 | 0.00000 | ||
| 4073 | 2019.01.24 16:00 | modify | 1358 | 1.00 | 1.13353 | 1.16353 | 1.10353 | ||
| 4074 | 2019.01.24 19:30 | close | 1358 | 1.00 | 1.13033 | 1.16353 | 1.10353 | 320.00 | 103405.28 |
| 4075 | 2019.02.01 16:00 | sell | 1359 | 1.00 | 1.14736 | 0.00000 | 0.00000 | ||
| 4076 | 2019.02.01 16:00 | modify | 1359 | 1.00 | 1.14736 | 1.17736 | 1.11736 | ||
| 4077 | 2019.02.04 05:30 | close | 1359 | 1.00 | 1.14520 | 1.17736 | 1.11736 | 218.82 | 103624.10 |
| 4078 | 2019.06.19 22:00 | sell | 1360 | 1.00 | 1.12460 | 0.00000 | 0.00000 | ||
| 4079 | 2019.06.19 22:00 | modify | 1360 | 1.00 | 1.12460 | 1.15460 | 1.09460 | ||
| 4080 | 2019.06.21 22:30 | close | 1360 | 1.00 | 1.13770 | 1.15460 | 1.09460 | -1298.72 | 102325.37 |
| 4081 | 2019.07.31 22:30 | buy | 1361 | 1.00 | 1.10853 | 0.00000 | 0.00000 | ||
| 4082 | 2019.07.31 22:30 | modify | 1361 | 1.00 | 1.10853 | 1.07853 | 1.13853 | ||
| 4083 | 2019.08.02 11:00 | close | 1361 | 1.00 | 1.11133 | 1.07853 | 1.13853 | 256.90 | 102582.27 |
| 4084 | 2019.08.13 17:30 | buy | 1362 | 1.00 | 1.11774 | 0.00000 | 0.00000 | ||
| 4085 | 2019.08.13 17:30 | modify | 1362 | 1.00 | 1.11774 | 1.08774 | 1.14774 | ||
| 4086 | 2019.08.29 20:30 | close | 1362 | 1.00 | 1.10514 | 1.08774 | 1.14774 | -1363.96 | 101218.31 |
| 4087 | 2019.09.12 20:30 | buy | 1363 | 1.00 | 1.10742 | 0.00000 | 0.00000 | ||
| 4088 | 2019.09.12 20:30 | modify | 1363 | 1.00 | 1.10742 | 1.07742 | 1.13742 | ||
| 4089 | 2019.09.13 10:00 | close | 1363 | 1.00 | 1.10957 | 1.07742 | 1.13742 | 209.22 | 101427.53 |
| 4090 | 2019.10.17 15:30 | sell | 1364 | 1.00 | 1.11170 | 0.00000 | 0.00000 | ||
| 4091 | 2019.10.17 15:30 | modify | 1364 | 1.00 | 1.11170 | 1.14170 | 1.08170 | ||
| 4092 | 2019.10.25 17:00 | close | 1364 | 1.00 | 1.10955 | 1.14170 | 1.08170 | 237.55 | 101665.08 |
| 4093 | 2020.02.28 17:00 | sell | 1365 | 1.00 | 1.09659 | 0.00000 | 0.00000 | ||
| 4094 | 2020.02.28 17:00 | modify | 1365 | 1.00 | 1.09659 | 1.12659 | 1.06659 | ||
| 4095 | 2020.03.02 13:30 | close | 1365 | 1.00 | 1.10989 | 1.12659 | 1.06659 | -1327.18 | 100337.90 |
| 4096 | 2020.03.02 16:00 | buy | 1366 | 1.00 | 1.11233 | 0.00000 | 0.00000 | ||
| 4097 | 2020.03.02 16:00 | modify | 1366 | 1.00 | 1.11233 | 1.08233 | 1.14233 | ||
| 4098 | 2020.03.02 18:30 | close | 1366 | 1.00 | 1.11488 | 1.08233 | 1.14233 | 255.00 | 100592.90 |
| 4099 | 2020.03.06 13:00 | sell | 1367 | 1.00 | 1.13164 | 0.00000 | 0.00000 | ||
| 4100 | 2020.03.06 13:00 | modify | 1367 | 1.00 | 1.13164 | 1.16164 | 1.10164 | ||
| 4101 | 2020.03.06 20:30 | close | 1367 | 1.00 | 1.12962 | 1.16164 | 1.10164 | 202.00 | 100794.90 |
| 4102 | 2020.03.09 02:30 | sell | 1368 | 1.00 | 1.13854 | 0.00000 | 0.00000 | ||
| 4103 | 2020.03.09 02:30 | modify | 1368 | 1.00 | 1.13854 | 1.16854 | 1.10854 | ||
| 4104 | 2020.03.09 04:00 | close | 1368 | 1.00 | 1.13614 | 1.16854 | 1.10854 | 240.00 | 101034.90 |
| 4105 | 2020.03.09 05:30 | buy | 1369 | 1.00 | 1.14307 | 0.00000 | 0.00000 | ||
| 4106 | 2020.03.09 05:30 | modify | 1369 | 1.00 | 1.14307 | 1.11307 | 1.17307 | ||
| 4107 | 2020.03.09 10:30 | close | 1369 | 1.00 | 1.14615 | 1.11307 | 1.17307 | 308.00 | 101342.90 |
| 4108 | 2020.03.09 17:30 | buy | 1370 | 1.00 | 1.14204 | 0.00000 | 0.00000 | ||
| 4109 | 2020.03.09 17:30 | modify | 1370 | 1.00 | 1.14204 | 1.11204 | 1.17204 | ||
| 4110 | 2020.03.09 20:00 | close | 1370 | 1.00 | 1.14707 | 1.11204 | 1.17204 | 503.00 | 101845.90 |
| 4111 | 2020.03.09 20:30 | sell | 1371 | 1.00 | 1.14640 | 0.00000 | 0.00000 | ||
| 4112 | 2020.03.09 20:30 | modify | 1371 | 1.00 | 1.14640 | 1.17640 | 1.11640 | ||
| 4113 | 2020.03.09 21:00 | buy | 1372 | 1.00 | 1.14646 | 0.00000 | 0.00000 | ||
| 4114 | 2020.03.09 21:00 | modify | 1372 | 1.00 | 1.14646 | 1.11646 | 1.17646 | ||
| 4115 | 2020.03.09 21:30 | close | 1371 | 1.00 | 1.14408 | 1.17640 | 1.11640 | 232.00 | 102077.90 |
| 4116 | 2020.03.09 23:00 | sell | 1373 | 1.00 | 1.14519 | 0.00000 | 0.00000 | ||
| 4117 | 2020.03.09 23:00 | modify | 1373 | 1.00 | 1.14519 | 1.17519 | 1.11519 | ||
| 4118 | 2020.03.10 02:30 | close | 1373 | 1.00 | 1.14216 | 1.17519 | 1.11519 | 305.82 | 102383.72 |
| 4119 | 2020.03.10 14:00 | sell | 1374 | 1.00 | 1.13532 | 0.00000 | 0.00000 | ||
| 4120 | 2020.03.10 14:00 | modify | 1374 | 1.00 | 1.13532 | 1.16532 | 1.10532 | ||
| 4121 | 2020.03.10 19:30 | close | 1372 | 1.00 | 1.13388 | 1.11646 | 1.17646 | -1263.78 | 101119.95 |
| 4122 | 2020.03.10 20:00 | close | 1374 | 1.00 | 1.13072 | 1.16532 | 1.10532 | 460.00 | 101579.95 |
| 4123 | 2020.03.10 22:30 | sell | 1375 | 1.00 | 1.12971 | 0.00000 | 0.00000 | ||
| 4124 | 2020.03.10 22:30 | modify | 1375 | 1.00 | 1.12971 | 1.15971 | 1.09971 | ||
| 4125 | 2020.03.11 12:30 | buy | 1376 | 1.00 | 1.13185 | 0.00000 | 0.00000 | ||
| 4126 | 2020.03.11 12:30 | modify | 1376 | 1.00 | 1.13185 | 1.10185 | 1.16185 | ||
| 4127 | 2020.03.11 15:30 | close | 1376 | 1.00 | 1.13479 | 1.10185 | 1.16185 | 294.00 | 101873.95 |
| 4128 | 2020.03.11 20:00 | close | 1375 | 1.00 | 1.12702 | 1.15971 | 1.09971 | 271.82 | 102145.77 |
| 4129 | 2020.03.12 05:00 | buy | 1377 | 1.00 | 1.13205 | 0.00000 | 0.00000 | ||
| 4130 | 2020.03.12 05:00 | modify | 1377 | 1.00 | 1.13205 | 1.10205 | 1.16205 | ||
| 4131 | 2020.03.12 17:00 | sell | 1378 | 1.00 | 1.12392 | 0.00000 | 0.00000 | ||
| 4132 | 2020.03.12 17:00 | modify | 1378 | 1.00 | 1.12392 | 1.15392 | 1.09392 | ||
| 4133 | 2020.03.12 17:30 | close | 1378 | 1.00 | 1.11753 | 1.15392 | 1.09392 | 639.00 | 102784.77 |
| 4134 | 2020.03.12 17:30 | close | 1377 | 1.00 | 1.11738 | 1.10205 | 1.16205 | -1467.00 | 101317.77 |
| 4135 | 2020.03.12 18:30 | sell | 1379 | 1.00 | 1.11380 | 0.00000 | 0.00000 | ||
| 4136 | 2020.03.12 18:30 | modify | 1379 | 1.00 | 1.11380 | 1.14380 | 1.08380 | ||
| 4137 | 2020.03.12 19:00 | close | 1379 | 1.00 | 1.10832 | 1.14380 | 1.08380 | 548.00 | 101865.77 |
| 4138 | 2020.03.12 19:30 | sell | 1380 | 1.00 | 1.10824 | 0.00000 | 0.00000 | ||
| 4139 | 2020.03.12 19:30 | modify | 1380 | 1.00 | 1.10824 | 1.13824 | 1.07824 | ||
| 4140 | 2020.03.12 21:30 | buy | 1381 | 1.00 | 1.11718 | 0.00000 | 0.00000 | ||
| 4141 | 2020.03.12 21:30 | modify | 1381 | 1.00 | 1.11718 | 1.08718 | 1.14718 | ||
| 4142 | 2020.03.13 06:00 | close | 1381 | 1.00 | 1.12071 | 1.08718 | 1.14718 | 347.22 | 102212.99 |
| 4143 | 2020.03.13 06:00 | close | 1380 | 1.00 | 1.12086 | 1.13824 | 1.07824 | -1259.18 | 100953.81 |
| 4144 | 2020.03.13 11:00 | sell | 1382 | 1.00 | 1.11812 | 0.00000 | 0.00000 | ||
| 4145 | 2020.03.13 11:00 | modify | 1382 | 1.00 | 1.11812 | 1.14812 | 1.08812 | ||
| 4146 | 2020.03.13 11:30 | buy | 1383 | 1.00 | 1.11869 | 0.00000 | 0.00000 | ||
| 4147 | 2020.03.13 11:30 | modify | 1383 | 1.00 | 1.11869 | 1.08869 | 1.14869 | ||
| 4148 | 2020.03.13 12:00 | close | 1383 | 1.00 | 1.12074 | 1.08869 | 1.14869 | 205.00 | 101158.81 |
| 4149 | 2020.03.13 14:00 | close | 1382 | 1.00 | 1.11605 | 1.14812 | 1.08812 | 207.00 | 101365.81 |
| 4150 | 2020.03.13 15:30 | buy | 1384 | 1.00 | 1.11559 | 0.00000 | 0.00000 | ||
| 4151 | 2020.03.13 15:30 | modify | 1384 | 1.00 | 1.11559 | 1.08559 | 1.14559 | ||
| 4152 | 2020.03.13 20:00 | sell | 1385 | 1.00 | 1.10809 | 0.00000 | 0.00000 | ||
| 4153 | 2020.03.13 20:00 | modify | 1385 | 1.00 | 1.10809 | 1.13809 | 1.07809 | ||
| 4154 | 2020.03.16 02:30 | close | 1384 | 1.00 | 1.11788 | 1.08559 | 1.14559 | 223.22 | 101589.03 |
| 4155 | 2020.03.16 11:30 | close | 1385 | 1.00 | 1.12105 | 1.13809 | 1.07809 | -1293.18 | 100295.85 |
| 4156 | 2020.03.16 14:00 | buy | 1386 | 1.00 | 1.11670 | 0.00000 | 0.00000 | ||
| 4157 | 2020.03.16 14:00 | modify | 1386 | 1.00 | 1.11670 | 1.08670 | 1.14670 | ||
| 4158 | 2020.03.16 22:00 | sell | 1387 | 1.00 | 1.11701 | 0.00000 | 0.00000 | ||
| 4159 | 2020.03.16 22:00 | modify | 1387 | 1.00 | 1.11701 | 1.14701 | 1.08701 | ||
| 4160 | 2020.03.17 10:30 | close | 1387 | 1.00 | 1.11431 | 1.14701 | 1.08701 | 272.82 | 100568.67 |
| 4161 | 2020.03.17 14:00 | close | 1386 | 1.00 | 1.10281 | 1.08670 | 1.14670 | -1394.78 | 99173.90 |
| 4162 | 2020.03.17 16:00 | sell | 1388 | 1.00 | 1.09886 | 0.00000 | 0.00000 | ||
| 4163 | 2020.03.17 16:00 | modify | 1388 | 1.00 | 1.09886 | 1.12886 | 1.06886 | ||
| 4164 | 2020.03.17 17:00 | buy | 1389 | 1.00 | 1.09964 | 0.00000 | 0.00000 | ||
| 4165 | 2020.03.17 17:00 | modify | 1389 | 1.00 | 1.09964 | 1.06964 | 1.12964 | ||
| 4166 | 2020.03.17 17:30 | close | 1388 | 1.00 | 1.09684 | 1.12886 | 1.06886 | 202.00 | 99375.90 |
| 4167 | 2020.03.17 21:00 | sell | 1390 | 1.00 | 1.09883 | 0.00000 | 0.00000 | ||
| 4168 | 2020.03.17 21:00 | modify | 1390 | 1.00 | 1.09883 | 1.12883 | 1.06883 | ||
| 4169 | 2020.03.18 06:30 | close | 1389 | 1.00 | 1.10220 | 1.06964 | 1.12964 | 250.22 | 99626.12 |
| 4170 | 2020.03.18 11:30 | buy | 1391 | 1.00 | 1.09729 | 0.00000 | 0.00000 | ||
| 4171 | 2020.03.18 11:30 | modify | 1391 | 1.00 | 1.09729 | 1.06729 | 1.12729 | ||
| 4172 | 2020.03.18 13:00 | close | 1391 | 1.00 | 1.09950 | 1.06729 | 1.12729 | 221.00 | 99847.12 |
| 4173 | 2020.03.18 13:00 | buy | 1392 | 1.00 | 1.09965 | 0.00000 | 0.00000 | ||
| 4174 | 2020.03.18 13:00 | modify | 1392 | 1.00 | 1.09965 | 1.06965 | 1.12965 | ||
| 4175 | 2020.03.18 13:30 | close | 1392 | 1.00 | 1.10168 | 1.06965 | 1.12965 | 203.00 | 100050.12 |
| 4176 | 2020.03.18 15:30 | close | 1390 | 1.00 | 1.09638 | 1.12883 | 1.06883 | 247.82 | 100297.94 |
| 4177 | 2020.03.18 16:30 | buy | 1393 | 1.00 | 1.09263 | 0.00000 | 0.00000 | ||
| 4178 | 2020.03.18 16:30 | modify | 1393 | 1.00 | 1.09263 | 1.06263 | 1.12263 | ||
| 4179 | 2020.03.19 02:30 | close | 1393 | 1.00 | 1.09577 | 1.06263 | 1.12263 | 296.67 | 100594.61 |
| 4180 | 2020.03.19 05:30 | sell | 1394 | 1.00 | 1.09137 | 0.00000 | 0.00000 | ||
| 4181 | 2020.03.19 05:30 | modify | 1394 | 1.00 | 1.09137 | 1.12137 | 1.06137 | ||
| 4182 | 2020.03.19 06:00 | close | 1394 | 1.00 | 1.08825 | 1.12137 | 1.06137 | 312.00 | 100906.61 |
| 4183 | 2020.03.19 07:00 | buy | 1395 | 1.00 | 1.08988 | 0.00000 | 0.00000 | ||
| 4184 | 2020.03.19 07:00 | modify | 1395 | 1.00 | 1.08988 | 1.05988 | 1.11988 | ||
| 4185 | 2020.03.19 09:30 | close | 1395 | 1.00 | 1.09250 | 1.05988 | 1.11988 | 262.00 | 101168.61 |
| 4186 | 2020.03.19 10:00 | buy | 1396 | 1.00 | 1.09262 | 0.00000 | 0.00000 | ||
| 4187 | 2020.03.19 10:00 | modify | 1396 | 1.00 | 1.09262 | 1.06262 | 1.12262 | ||
| 4188 | 2020.03.19 13:30 | close | 1396 | 1.00 | 1.08005 | 1.06262 | 1.12262 | -1257.00 | 99911.61 |
| 4189 | 2020.03.19 18:30 | sell | 1397 | 1.00 | 1.07861 | 0.00000 | 0.00000 | ||
| 4190 | 2020.03.19 18:30 | modify | 1397 | 1.00 | 1.07861 | 1.10861 | 1.04861 | ||
| 4191 | 2020.03.19 19:00 | close | 1397 | 1.00 | 1.07008 | 1.10861 | 1.04861 | 853.00 | 100764.61 |
| 4192 | 2020.03.19 23:00 | sell | 1398 | 1.00 | 1.06789 | 0.00000 | 0.00000 | ||
| 4193 | 2020.03.19 23:00 | modify | 1398 | 1.00 | 1.06789 | 1.09789 | 1.03789 | ||
| 4194 | 2020.03.20 03:00 | close | 1398 | 1.00 | 1.06558 | 1.09789 | 1.03789 | 233.82 | 100998.43 |
| 4195 | 2020.03.20 06:30 | sell | 1399 | 1.00 | 1.07306 | 0.00000 | 0.00000 | ||
| 4196 | 2020.03.20 06:30 | modify | 1399 | 1.00 | 1.07306 | 1.10306 | 1.04306 | ||
| 4197 | 2020.03.20 10:00 | buy | 1400 | 1.00 | 1.07607 | 0.00000 | 0.00000 | ||
| 4198 | 2020.03.20 10:00 | modify | 1400 | 1.00 | 1.07607 | 1.04607 | 1.10607 | ||
| 4199 | 2020.03.20 10:30 | close | 1400 | 1.00 | 1.07823 | 1.04607 | 1.10607 | 216.00 | 101214.43 |
| 4200 | 2020.03.20 14:30 | close | 1399 | 1.00 | 1.07100 | 1.10306 | 1.04306 | 206.00 | 101420.43 |