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 |
| 4201 | 2020.03.20 15:00 | buy | 1401 | 1.00 | 1.07126 | 0.00000 | 0.00000 | ||
| 4202 | 2020.03.20 15:00 | modify | 1401 | 1.00 | 1.07126 | 1.04126 | 1.10126 | ||
| 4203 | 2020.03.23 02:00 | sell | 1402 | 1.00 | 1.06588 | 0.00000 | 0.00000 | ||
| 4204 | 2020.03.23 02:00 | modify | 1402 | 1.00 | 1.06588 | 1.09588 | 1.03588 | ||
| 4205 | 2020.03.23 07:30 | close | 1401 | 1.00 | 1.07329 | 1.04126 | 1.10126 | 197.22 | 101617.66 |
| 4206 | 2020.03.23 17:00 | close | 1402 | 1.00 | 1.07950 | 1.09588 | 1.03588 | -1362.00 | 100255.66 |
| 4207 | 2020.03.23 17:30 | sell | 1403 | 1.00 | 1.07874 | 0.00000 | 0.00000 | ||
| 4208 | 2020.03.23 17:30 | modify | 1403 | 1.00 | 1.07874 | 1.10874 | 1.04874 | ||
| 4209 | 2020.03.23 19:00 | close | 1403 | 1.00 | 1.07603 | 1.10874 | 1.04874 | 271.00 | 100526.66 |
| 4210 | 2020.03.24 04:30 | buy | 1404 | 1.00 | 1.08058 | 0.00000 | 0.00000 | ||
| 4211 | 2020.03.24 04:30 | modify | 1404 | 1.00 | 1.08058 | 1.05058 | 1.11058 | ||
| 4212 | 2020.03.24 10:00 | close | 1404 | 1.00 | 1.08343 | 1.05058 | 1.11058 | 285.00 | 100811.66 |
| 4213 | 2020.03.24 11:30 | buy | 1405 | 1.00 | 1.08276 | 0.00000 | 0.00000 | ||
| 4214 | 2020.03.24 11:30 | modify | 1405 | 1.00 | 1.08276 | 1.05276 | 1.11276 | ||
| 4215 | 2020.03.24 13:00 | close | 1405 | 1.00 | 1.08538 | 1.05276 | 1.11276 | 262.00 | 101073.66 |
| 4216 | 2020.03.24 19:00 | sell | 1406 | 1.00 | 1.07953 | 0.00000 | 0.00000 | ||
| 4217 | 2020.03.24 19:00 | modify | 1406 | 1.00 | 1.07953 | 1.10953 | 1.04953 | ||
| 4218 | 2020.03.24 19:30 | buy | 1407 | 1.00 | 1.07900 | 0.00000 | 0.00000 | ||
| 4219 | 2020.03.24 19:30 | modify | 1407 | 1.00 | 1.07900 | 1.04900 | 1.10900 | ||
| 4220 | 2020.03.24 20:30 | close | 1406 | 1.00 | 1.07693 | 1.10953 | 1.04953 | 260.00 | 101333.66 |
| 4221 | 2020.03.25 02:00 | close | 1407 | 1.00 | 1.08115 | 1.04900 | 1.10900 | 209.22 | 101542.88 |
| 4222 | 2020.03.25 04:00 | sell | 1408 | 1.00 | 1.07868 | 0.00000 | 0.00000 | ||
| 4223 | 2020.03.25 04:00 | modify | 1408 | 1.00 | 1.07868 | 1.10868 | 1.04868 | ||
| 4224 | 2020.03.25 19:30 | buy | 1409 | 1.00 | 1.08352 | 0.00000 | 0.00000 | ||
| 4225 | 2020.03.25 19:30 | modify | 1409 | 1.00 | 1.08352 | 1.05352 | 1.11352 | ||
| 4226 | 2020.03.25 20:30 | close | 1409 | 1.00 | 1.08670 | 1.05352 | 1.11352 | 318.00 | 101860.88 |
| 4227 | 2020.03.26 04:00 | close | 1408 | 1.00 | 1.09231 | 1.10868 | 1.04868 | -1354.54 | 100506.34 |
| 4228 | 2020.03.26 10:00 | buy | 1410 | 1.00 | 1.09020 | 0.00000 | 0.00000 | ||
| 4229 | 2020.03.26 10:00 | modify | 1410 | 1.00 | 1.09020 | 1.06020 | 1.12020 | ||
| 4230 | 2020.03.26 11:00 | close | 1410 | 1.00 | 1.09248 | 1.06020 | 1.12020 | 228.00 | 100734.34 |
| 4231 | 2020.03.26 15:30 | sell | 1411 | 1.00 | 1.09504 | 0.00000 | 0.00000 | ||
| 4232 | 2020.03.26 15:30 | modify | 1411 | 1.00 | 1.09504 | 1.12504 | 1.06504 | ||
| 4233 | 2020.03.26 16:30 | buy | 1412 | 1.00 | 1.09670 | 0.00000 | 0.00000 | ||
| 4234 | 2020.03.26 16:30 | modify | 1412 | 1.00 | 1.09670 | 1.06670 | 1.12670 | ||
| 4235 | 2020.03.26 18:00 | close | 1412 | 1.00 | 1.09915 | 1.06670 | 1.12670 | 245.00 | 100979.34 |
| 4236 | 2020.03.26 21:00 | buy | 1413 | 1.00 | 1.10256 | 0.00000 | 0.00000 | ||
| 4237 | 2020.03.26 21:00 | modify | 1413 | 1.00 | 1.10256 | 1.07256 | 1.13256 | ||
| 4238 | 2020.03.26 23:00 | close | 1413 | 1.00 | 1.10534 | 1.07256 | 1.13256 | 278.00 | 101257.34 |
| 4239 | 2020.03.27 07:00 | close | 1411 | 1.00 | 1.10804 | 1.12504 | 1.06504 | -1297.18 | 99960.16 |
| 4240 | 2020.03.27 11:30 | buy | 1414 | 1.00 | 1.10221 | 0.00000 | 0.00000 | ||
| 4241 | 2020.03.27 11:30 | modify | 1414 | 1.00 | 1.10221 | 1.07221 | 1.13221 | ||
| 4242 | 2020.03.27 19:00 | close | 1414 | 1.00 | 1.10590 | 1.07221 | 1.13221 | 369.00 | 100329.16 |
| 4243 | 2020.03.30 10:30 | buy | 1415 | 1.00 | 1.10690 | 0.00000 | 0.00000 | ||
| 4244 | 2020.03.30 10:30 | modify | 1415 | 1.00 | 1.10690 | 1.07690 | 1.13690 | ||
| 4245 | 2020.03.30 12:00 | close | 1415 | 1.00 | 1.10916 | 1.07690 | 1.13690 | 226.00 | 100555.16 |
| 4246 | 2020.03.30 18:00 | buy | 1416 | 1.00 | 1.10307 | 0.00000 | 0.00000 | ||
| 4247 | 2020.03.30 18:00 | modify | 1416 | 1.00 | 1.10307 | 1.07307 | 1.13307 | ||
| 4248 | 2020.03.30 23:00 | close | 1416 | 1.00 | 1.10528 | 1.07307 | 1.13307 | 221.00 | 100776.16 |
| 4249 | 2020.03.31 14:30 | sell | 1417 | 1.00 | 1.09406 | 0.00000 | 0.00000 | ||
| 4250 | 2020.03.31 14:30 | modify | 1417 | 1.00 | 1.09406 | 1.12406 | 1.06406 | ||
| 4251 | 2020.04.01 20:30 | close | 1417 | 1.00 | 1.09134 | 1.12406 | 1.06406 | 274.82 | 101050.98 |
| 4252 | 2020.04.02 18:00 | buy | 1418 | 1.00 | 1.08637 | 0.00000 | 0.00000 | ||
| 4253 | 2020.04.02 18:00 | modify | 1418 | 1.00 | 1.08637 | 1.05637 | 1.11637 | ||
| 4254 | 2020.04.02 19:00 | sell | 1419 | 1.00 | 1.08618 | 0.00000 | 0.00000 | ||
| 4255 | 2020.04.02 19:00 | modify | 1419 | 1.00 | 1.08618 | 1.11618 | 1.05618 | ||
| 4256 | 2020.04.02 21:00 | close | 1419 | 1.00 | 1.08275 | 1.11618 | 1.05618 | 343.00 | 101393.98 |
| 4257 | 2020.04.07 12:00 | sell | 1420 | 1.00 | 1.08679 | 0.00000 | 0.00000 | ||
| 4258 | 2020.04.07 12:00 | modify | 1420 | 1.00 | 1.08679 | 1.11679 | 1.05679 | ||
| 4259 | 2020.04.07 15:30 | close | 1418 | 1.00 | 1.09099 | 1.05637 | 1.11637 | 444.67 | 101838.65 |
| 4260 | 2020.04.08 09:30 | close | 1420 | 1.00 | 1.08407 | 1.11679 | 1.05679 | 274.82 | 102113.47 |
| 4261 | 2020.04.09 21:30 | sell | 1421 | 1.00 | 1.09415 | 0.00000 | 0.00000 | ||
| 4262 | 2020.04.09 21:30 | modify | 1421 | 1.00 | 1.09415 | 1.12415 | 1.06415 | ||
| 4263 | 2020.04.13 13:30 | close | 1421 | 1.00 | 1.09122 | 1.12415 | 1.06415 | 298.64 | 102412.11 |
| 4264 | 2020.04.14 18:00 | buy | 1422 | 1.00 | 1.09712 | 0.00000 | 0.00000 | ||
| 4265 | 2020.04.14 18:00 | modify | 1422 | 1.00 | 1.09712 | 1.06712 | 1.12712 | ||
| 4266 | 2020.04.16 18:30 | close | 1422 | 1.00 | 1.08344 | 1.06712 | 1.12712 | -1391.10 | 101021.00 |
| 4267 | 2020.04.23 14:00 | sell | 1423 | 1.00 | 1.07753 | 0.00000 | 0.00000 | ||
| 4268 | 2020.04.23 14:00 | modify | 1423 | 1.00 | 1.07753 | 1.10753 | 1.04753 | ||
| 4269 | 2020.04.24 10:00 | close | 1423 | 1.00 | 1.07397 | 1.10753 | 1.04753 | 358.82 | 101379.82 |
| 4270 | 2020.04.30 20:00 | sell | 1424 | 1.00 | 1.09370 | 0.00000 | 0.00000 | ||
| 4271 | 2020.04.30 20:00 | modify | 1424 | 1.00 | 1.09370 | 1.12370 | 1.06370 | ||
| 4272 | 2020.05.04 17:30 | close | 1424 | 1.00 | 1.09100 | 1.12370 | 1.06370 | 275.64 | 101655.46 |
| 4273 | 2020.05.27 13:30 | sell | 1425 | 1.00 | 1.10280 | 0.00000 | 0.00000 | ||
| 4274 | 2020.05.27 13:30 | modify | 1425 | 1.00 | 1.10280 | 1.13280 | 1.07280 | ||
| 4275 | 2020.05.27 16:00 | close | 1425 | 1.00 | 1.09995 | 1.13280 | 1.07280 | 285.00 | 101940.46 |
| 4276 | 2020.05.29 11:00 | sell | 1426 | 1.00 | 1.11049 | 0.00000 | 0.00000 | ||
| 4277 | 2020.05.29 11:00 | modify | 1426 | 1.00 | 1.11049 | 1.14049 | 1.08049 | ||
| 4278 | 2020.05.29 20:30 | close | 1426 | 1.00 | 1.10838 | 1.14049 | 1.08049 | 211.00 | 102151.46 |
| 4279 | 2020.06.03 11:30 | sell | 1427 | 1.00 | 1.12119 | 0.00000 | 0.00000 | ||
| 4280 | 2020.06.03 11:30 | modify | 1427 | 1.00 | 1.12119 | 1.15119 | 1.09119 | ||
| 4281 | 2020.06.03 14:30 | close | 1427 | 1.00 | 1.11908 | 1.15119 | 1.09119 | 211.00 | 102362.46 |
| 4282 | 2020.06.10 22:30 | sell | 1428 | 1.00 | 1.14087 | 0.00000 | 0.00000 | ||
| 4283 | 2020.06.10 22:30 | modify | 1428 | 1.00 | 1.14087 | 1.17087 | 1.11087 | ||
| 4284 | 2020.06.10 23:30 | close | 1428 | 1.00 | 1.13678 | 1.17087 | 1.11087 | 409.00 | 102771.46 |
| 4285 | 2020.06.11 10:30 | sell | 1429 | 1.00 | 1.13660 | 0.00000 | 0.00000 | ||
| 4286 | 2020.06.11 10:30 | modify | 1429 | 1.00 | 1.13660 | 1.16660 | 1.10660 | ||
| 4287 | 2020.06.11 15:30 | close | 1429 | 1.00 | 1.13441 | 1.16660 | 1.10660 | 219.00 | 102990.46 |
| 4288 | 2020.06.17 18:00 | buy | 1430 | 1.00 | 1.12209 | 0.00000 | 0.00000 | ||
| 4289 | 2020.06.17 18:00 | modify | 1430 | 1.00 | 1.12209 | 1.09209 | 1.15209 | ||
| 4290 | 2020.06.17 23:30 | close | 1430 | 1.00 | 1.12419 | 1.09209 | 1.15209 | 210.00 | 103200.46 |
| 4291 | 2020.06.22 18:00 | buy | 1431 | 1.00 | 1.12498 | 0.00000 | 0.00000 | ||
| 4292 | 2020.06.22 18:00 | modify | 1431 | 1.00 | 1.12498 | 1.09498 | 1.15498 | ||
| 4293 | 2020.06.23 02:00 | close | 1431 | 1.00 | 1.12727 | 1.09498 | 1.15498 | 223.22 | 103423.69 |
| 4294 | 2020.06.24 18:00 | sell | 1432 | 1.00 | 1.12776 | 0.00000 | 0.00000 | ||
| 4295 | 2020.06.24 18:00 | modify | 1432 | 1.00 | 1.12776 | 1.15776 | 1.09776 | ||
| 4296 | 2020.06.24 23:00 | close | 1432 | 1.00 | 1.12534 | 1.15776 | 1.09776 | 242.00 | 103665.69 |
| 4297 | 2020.06.29 18:00 | sell | 1433 | 1.00 | 1.12456 | 0.00000 | 0.00000 | ||
| 4298 | 2020.06.29 18:00 | modify | 1433 | 1.00 | 1.12456 | 1.15456 | 1.09456 | ||
| 4299 | 2020.06.30 09:30 | close | 1433 | 1.00 | 1.12181 | 1.15456 | 1.09456 | 277.82 | 103943.50 |
| 4300 | 2020.07.20 17:00 | sell | 1434 | 1.00 | 1.14187 | 0.00000 | 0.00000 | ||
| 4301 | 2020.07.20 17:00 | modify | 1434 | 1.00 | 1.14187 | 1.17187 | 1.11187 | ||
| 4302 | 2020.07.22 06:00 | close | 1434 | 1.00 | 1.15468 | 1.17187 | 1.11187 | -1275.36 | 102668.14 |
| 4303 | 2020.07.27 15:30 | buy | 1435 | 1.00 | 1.17502 | 0.00000 | 0.00000 | ||
| 4304 | 2020.07.27 15:30 | modify | 1435 | 1.00 | 1.17502 | 1.14502 | 1.20502 | ||
| 4305 | 2020.07.27 18:00 | close | 1435 | 1.00 | 1.17770 | 1.14502 | 1.20502 | 268.00 | 102936.14 |
| 4306 | 2020.07.31 03:30 | buy | 1436 | 1.00 | 1.18678 | 0.00000 | 0.00000 | ||
| 4307 | 2020.07.31 03:30 | modify | 1436 | 1.00 | 1.18678 | 1.15678 | 1.21678 | ||
| 4308 | 2020.07.31 06:00 | close | 1436 | 1.00 | 1.18904 | 1.15678 | 1.21678 | 226.00 | 103162.14 |
| 4309 | 2020.07.31 06:00 | buy | 1437 | 1.00 | 1.18919 | 0.00000 | 0.00000 | ||
| 4310 | 2020.07.31 06:00 | modify | 1437 | 1.00 | 1.18919 | 1.15919 | 1.21919 | ||
| 4311 | 2020.07.31 17:00 | sell | 1438 | 1.00 | 1.18243 | 0.00000 | 0.00000 | ||
| 4312 | 2020.07.31 17:00 | modify | 1438 | 1.00 | 1.18243 | 1.21243 | 1.15243 | ||
| 4313 | 2020.07.31 19:30 | close | 1438 | 1.00 | 1.17942 | 1.21243 | 1.15243 | 301.00 | 103463.14 |
| 4314 | 2020.07.31 20:00 | sell | 1439 | 1.00 | 1.17911 | 0.00000 | 0.00000 | ||
| 4315 | 2020.07.31 20:00 | modify | 1439 | 1.00 | 1.17911 | 1.20911 | 1.14911 | ||
| 4316 | 2020.08.03 03:30 | close | 1439 | 1.00 | 1.17512 | 1.20911 | 1.14911 | 401.82 | 103864.96 |
| 4317 | 2020.08.03 03:30 | close | 1437 | 1.00 | 1.17497 | 1.15919 | 1.21919 | -1427.78 | 102437.19 |
| 4318 | 2020.08.05 16:00 | sell | 1440 | 1.00 | 1.18779 | 0.00000 | 0.00000 | ||
| 4319 | 2020.08.05 16:00 | modify | 1440 | 1.00 | 1.18779 | 1.21779 | 1.15779 | ||
| 4320 | 2020.08.06 11:00 | close | 1440 | 1.00 | 1.18439 | 1.21779 | 1.15779 | 348.46 | 102785.64 |
| 4321 | 2020.08.06 16:00 | buy | 1441 | 1.00 | 1.18503 | 0.00000 | 0.00000 | ||
| 4322 | 2020.08.06 16:00 | modify | 1441 | 1.00 | 1.18503 | 1.15503 | 1.21503 | ||
| 4323 | 2020.08.06 19:30 | close | 1441 | 1.00 | 1.18745 | 1.15503 | 1.21503 | 242.00 | 103027.64 |
| 4324 | 2020.08.10 12:00 | sell | 1442 | 1.00 | 1.17726 | 0.00000 | 0.00000 | ||
| 4325 | 2020.08.10 12:00 | modify | 1442 | 1.00 | 1.17726 | 1.20726 | 1.14726 | ||
| 4326 | 2020.08.10 14:00 | close | 1442 | 1.00 | 1.17475 | 1.20726 | 1.14726 | 251.00 | 103278.64 |
| 4327 | 2020.08.11 18:30 | buy | 1443 | 1.00 | 1.17718 | 0.00000 | 0.00000 | ||
| 4328 | 2020.08.11 18:30 | modify | 1443 | 1.00 | 1.17718 | 1.14718 | 1.20718 | ||
| 4329 | 2020.08.12 16:30 | close | 1443 | 1.00 | 1.17952 | 1.14718 | 1.20718 | 228.22 | 103506.87 |
| 4330 | 2020.08.19 22:00 | sell | 1444 | 1.00 | 1.18556 | 0.00000 | 0.00000 | ||
| 4331 | 2020.08.19 22:00 | modify | 1444 | 1.00 | 1.18556 | 1.21556 | 1.15556 | ||
| 4332 | 2020.08.20 11:30 | close | 1444 | 1.00 | 1.18158 | 1.21556 | 1.15556 | 406.46 | 103913.32 |
| 4333 | 2020.08.27 17:30 | sell | 1445 | 1.00 | 1.17966 | 0.00000 | 0.00000 | ||
| 4334 | 2020.08.27 17:30 | modify | 1445 | 1.00 | 1.17966 | 1.20966 | 1.14966 | ||
| 4335 | 2020.08.31 14:30 | close | 1445 | 1.00 | 1.19362 | 1.20966 | 1.14966 | -1390.36 | 102522.96 |
| 4336 | 2020.09.16 22:30 | buy | 1446 | 1.00 | 1.18001 | 0.00000 | 0.00000 | ||
| 4337 | 2020.09.16 22:30 | modify | 1446 | 1.00 | 1.18001 | 1.15001 | 1.21001 | ||
| 4338 | 2020.09.17 18:30 | close | 1446 | 1.00 | 1.18227 | 1.15001 | 1.21001 | 208.67 | 102731.64 |
| 4339 | 2020.10.15 15:30 | sell | 1447 | 1.00 | 1.17082 | 0.00000 | 0.00000 | ||
| 4340 | 2020.10.15 15:30 | modify | 1447 | 1.00 | 1.17082 | 1.20082 | 1.14082 | ||
| 4341 | 2020.10.20 17:30 | close | 1447 | 1.00 | 1.18341 | 1.20082 | 1.14082 | -1250.54 | 101481.09 |
| 4342 | 2020.11.04 03:30 | buy | 1448 | 1.00 | 1.16845 | 0.00000 | 0.00000 | ||
| 4343 | 2020.11.04 03:30 | modify | 1448 | 1.00 | 1.16845 | 1.13845 | 1.19845 | ||
| 4344 | 2020.11.04 14:00 | close | 1448 | 1.00 | 1.17070 | 1.13845 | 1.19845 | 225.00 | 101706.09 |
| 4345 | 2020.11.05 15:30 | buy | 1449 | 1.00 | 1.18368 | 0.00000 | 0.00000 | ||
| 4346 | 2020.11.05 15:30 | modify | 1449 | 1.00 | 1.18368 | 1.15368 | 1.21368 | ||
| 4347 | 2020.11.05 23:00 | sell | 1450 | 1.00 | 1.18260 | 0.00000 | 0.00000 | ||
| 4348 | 2020.11.05 23:00 | modify | 1450 | 1.00 | 1.18260 | 1.21260 | 1.15260 | ||
| 4349 | 2020.11.06 13:00 | close | 1449 | 1.00 | 1.18659 | 1.15368 | 1.21368 | 285.22 | 101991.32 |
| 4350 | 2020.11.10 12:30 | close | 1450 | 1.00 | 1.17992 | 1.21260 | 1.15260 | 276.46 | 102267.77 |