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 |
| 301 | 2010.05.06 11:30 | sell | 101 | 1.00 | 1.27944 | 0.00000 | 0.00000 | ||
| 302 | 2010.05.06 11:30 | modify | 101 | 1.00 | 1.27944 | 1.30944 | 1.24944 | ||
| 303 | 2010.05.06 13:00 | close | 101 | 1.00 | 1.27725 | 1.30944 | 1.24944 | 219.00 | 16734.90 |
| 304 | 2010.05.06 18:30 | sell | 102 | 1.00 | 1.27113 | 0.00000 | 0.00000 | ||
| 305 | 2010.05.06 18:30 | modify | 102 | 1.00 | 1.27113 | 1.30113 | 1.24113 | ||
| 306 | 2010.05.06 19:00 | close | 102 | 1.00 | 1.26885 | 1.30113 | 1.24113 | 228.00 | 16962.90 |
| 307 | 2010.05.06 20:00 | sell | 103 | 1.00 | 1.27318 | 0.00000 | 0.00000 | ||
| 308 | 2010.05.06 20:00 | modify | 103 | 1.00 | 1.27318 | 1.30318 | 1.24318 | ||
| 309 | 2010.05.06 20:30 | close | 103 | 1.00 | 1.27055 | 1.30318 | 1.24318 | 263.00 | 17225.90 |
| 310 | 2010.05.06 22:00 | sell | 104 | 1.00 | 1.25971 | 0.00000 | 0.00000 | ||
| 311 | 2010.05.06 22:00 | modify | 104 | 1.00 | 1.25971 | 1.28971 | 1.22971 | ||
| 312 | 2010.05.06 22:30 | buy | 105 | 1.00 | 1.25909 | 0.00000 | 0.00000 | ||
| 313 | 2010.05.06 22:30 | modify | 105 | 1.00 | 1.25909 | 1.22909 | 1.28909 | ||
| 314 | 2010.05.06 23:00 | close | 105 | 1.00 | 1.26258 | 1.22909 | 1.28909 | 349.00 | 17574.90 |
| 315 | 2010.05.07 07:30 | buy | 106 | 1.00 | 1.27147 | 0.00000 | 0.00000 | ||
| 316 | 2010.05.07 07:30 | modify | 106 | 1.00 | 1.27147 | 1.24147 | 1.30147 | ||
| 317 | 2010.05.07 11:30 | close | 106 | 1.00 | 1.27487 | 1.24147 | 1.30147 | 340.00 | 17914.90 |
| 318 | 2010.05.07 11:30 | close | 104 | 1.00 | 1.27502 | 1.28971 | 1.22971 | -1528.18 | 16386.72 |
| 319 | 2010.05.07 17:00 | buy | 107 | 1.00 | 1.26809 | 0.00000 | 0.00000 | ||
| 320 | 2010.05.07 17:00 | modify | 107 | 1.00 | 1.26809 | 1.23809 | 1.29809 | ||
| 321 | 2010.05.07 18:30 | close | 107 | 1.00 | 1.27031 | 1.23809 | 1.29809 | 222.00 | 16608.72 |
| 322 | 2010.05.07 19:30 | buy | 108 | 1.00 | 1.27189 | 0.00000 | 0.00000 | ||
| 323 | 2010.05.07 19:30 | modify | 108 | 1.00 | 1.27189 | 1.24189 | 1.30189 | ||
| 324 | 2010.05.10 02:00 | close | 108 | 1.00 | 1.28716 | 1.24189 | 1.30189 | 1521.22 | 18129.94 |
| 325 | 2010.05.10 03:00 | sell | 109 | 1.00 | 1.28673 | 0.00000 | 0.00000 | ||
| 326 | 2010.05.10 03:00 | modify | 109 | 1.00 | 1.28673 | 1.31673 | 1.25673 | ||
| 327 | 2010.05.10 04:00 | close | 109 | 1.00 | 1.28463 | 1.31673 | 1.25673 | 210.00 | 18339.94 |
| 328 | 2010.05.10 05:00 | sell | 110 | 1.00 | 1.28808 | 0.00000 | 0.00000 | ||
| 329 | 2010.05.10 05:00 | modify | 110 | 1.00 | 1.28808 | 1.31808 | 1.25808 | ||
| 330 | 2010.05.10 07:30 | buy | 111 | 1.00 | 1.29363 | 0.00000 | 0.00000 | ||
| 331 | 2010.05.10 07:30 | modify | 111 | 1.00 | 1.29363 | 1.26363 | 1.32363 | ||
| 332 | 2010.05.10 09:30 | close | 111 | 1.00 | 1.29720 | 1.26363 | 1.32363 | 357.00 | 18696.94 |
| 333 | 2010.05.10 10:00 | buy | 112 | 1.00 | 1.29752 | 0.00000 | 0.00000 | ||
| 334 | 2010.05.10 10:00 | modify | 112 | 1.00 | 1.29752 | 1.26752 | 1.32752 | ||
| 335 | 2010.05.10 11:00 | close | 112 | 1.00 | 1.30365 | 1.26752 | 1.32752 | 613.00 | 19309.94 |
| 336 | 2010.05.10 11:00 | close | 110 | 1.00 | 1.30380 | 1.31808 | 1.25808 | -1572.00 | 17737.94 |
| 337 | 2010.05.10 16:00 | sell | 113 | 1.00 | 1.29275 | 0.00000 | 0.00000 | ||
| 338 | 2010.05.10 16:00 | modify | 113 | 1.00 | 1.29275 | 1.32275 | 1.26275 | ||
| 339 | 2010.05.10 17:00 | close | 113 | 1.00 | 1.28810 | 1.32275 | 1.26275 | 465.00 | 18202.94 |
| 340 | 2010.05.10 20:30 | sell | 114 | 1.00 | 1.28015 | 0.00000 | 0.00000 | ||
| 341 | 2010.05.10 20:30 | modify | 114 | 1.00 | 1.28015 | 1.31015 | 1.25015 | ||
| 342 | 2010.05.10 21:00 | buy | 115 | 1.00 | 1.27980 | 0.00000 | 0.00000 | ||
| 343 | 2010.05.10 21:00 | modify | 115 | 1.00 | 1.27980 | 1.24980 | 1.30980 | ||
| 344 | 2010.05.10 22:30 | close | 114 | 1.00 | 1.27806 | 1.31015 | 1.25015 | 209.00 | 18411.94 |
| 345 | 2010.05.10 23:00 | sell | 116 | 1.00 | 1.27836 | 0.00000 | 0.00000 | ||
| 346 | 2010.05.10 23:00 | modify | 116 | 1.00 | 1.27836 | 1.30836 | 1.24836 | ||
| 347 | 2010.05.11 02:30 | close | 116 | 1.00 | 1.27415 | 1.30836 | 1.24836 | 423.82 | 18835.76 |
| 348 | 2010.05.11 03:00 | sell | 117 | 1.00 | 1.27355 | 0.00000 | 0.00000 | ||
| 349 | 2010.05.11 03:00 | modify | 117 | 1.00 | 1.27355 | 1.30355 | 1.24355 | ||
| 350 | 2010.05.11 07:30 | close | 117 | 1.00 | 1.27113 | 1.30355 | 1.24355 | 242.00 | 19077.76 |
| 351 | 2010.05.11 21:00 | sell | 118 | 1.00 | 1.27414 | 0.00000 | 0.00000 | ||
| 352 | 2010.05.11 21:00 | modify | 118 | 1.00 | 1.27414 | 1.30414 | 1.24414 | ||
| 353 | 2010.05.11 21:30 | close | 118 | 1.00 | 1.27178 | 1.30414 | 1.24414 | 236.00 | 19313.76 |
| 354 | 2010.05.11 22:30 | sell | 119 | 1.00 | 1.26924 | 0.00000 | 0.00000 | ||
| 355 | 2010.05.11 22:30 | modify | 119 | 1.00 | 1.26924 | 1.29924 | 1.23924 | ||
| 356 | 2010.05.12 02:00 | close | 119 | 1.00 | 1.26320 | 1.29924 | 1.23924 | 606.82 | 19920.58 |
| 357 | 2010.05.12 02:00 | close | 115 | 1.00 | 1.26305 | 1.24980 | 1.30980 | -1686.55 | 18234.03 |
| 358 | 2010.05.12 13:00 | sell | 120 | 1.00 | 1.26959 | 0.00000 | 0.00000 | ||
| 359 | 2010.05.12 13:00 | modify | 120 | 1.00 | 1.26959 | 1.29959 | 1.23959 | ||
| 360 | 2010.05.12 13:30 | close | 120 | 1.00 | 1.26734 | 1.29959 | 1.23959 | 225.00 | 18459.03 |
| 361 | 2010.05.12 16:30 | buy | 121 | 1.00 | 1.26727 | 0.00000 | 0.00000 | ||
| 362 | 2010.05.12 16:30 | modify | 121 | 1.00 | 1.26727 | 1.23727 | 1.29727 | ||
| 363 | 2010.05.12 17:00 | close | 121 | 1.00 | 1.26939 | 1.23727 | 1.29727 | 212.00 | 18671.03 |
| 364 | 2010.05.13 12:30 | sell | 122 | 1.00 | 1.25797 | 0.00000 | 0.00000 | ||
| 365 | 2010.05.13 12:30 | modify | 122 | 1.00 | 1.25797 | 1.28797 | 1.22797 | ||
| 366 | 2010.05.13 13:30 | buy | 123 | 1.00 | 1.25873 | 0.00000 | 0.00000 | ||
| 367 | 2010.05.13 13:30 | modify | 123 | 1.00 | 1.25873 | 1.22873 | 1.28873 | ||
| 368 | 2010.05.13 16:00 | close | 122 | 1.00 | 1.25584 | 1.28797 | 1.22797 | 213.00 | 18884.03 |
| 369 | 2010.05.13 16:30 | sell | 124 | 1.00 | 1.25554 | 0.00000 | 0.00000 | ||
| 370 | 2010.05.13 16:30 | modify | 124 | 1.00 | 1.25554 | 1.28554 | 1.22554 | ||
| 371 | 2010.05.13 23:00 | close | 124 | 1.00 | 1.25318 | 1.28554 | 1.22554 | 236.00 | 19120.03 |
| 372 | 2010.05.14 13:00 | close | 123 | 1.00 | 1.24413 | 1.22873 | 1.28873 | -1465.78 | 17654.25 |
| 373 | 2010.05.14 14:00 | sell | 125 | 1.00 | 1.24620 | 0.00000 | 0.00000 | ||
| 374 | 2010.05.14 14:00 | modify | 125 | 1.00 | 1.24620 | 1.27620 | 1.21620 | ||
| 375 | 2010.05.14 14:30 | buy | 126 | 1.00 | 1.24653 | 0.00000 | 0.00000 | ||
| 376 | 2010.05.14 14:30 | modify | 126 | 1.00 | 1.24653 | 1.21653 | 1.27653 | ||
| 377 | 2010.05.14 15:30 | close | 126 | 1.00 | 1.24895 | 1.21653 | 1.27653 | 242.00 | 17896.25 |
| 378 | 2010.05.14 17:30 | close | 125 | 1.00 | 1.24406 | 1.27620 | 1.21620 | 214.00 | 18110.25 |
| 379 | 2010.05.14 19:30 | sell | 127 | 1.00 | 1.23897 | 0.00000 | 0.00000 | ||
| 380 | 2010.05.14 19:30 | modify | 127 | 1.00 | 1.23897 | 1.26897 | 1.20897 | ||
| 381 | 2010.05.14 23:00 | buy | 128 | 1.00 | 1.23806 | 0.00000 | 0.00000 | ||
| 382 | 2010.05.14 23:00 | modify | 128 | 1.00 | 1.23806 | 1.20806 | 1.26806 | ||
| 383 | 2010.05.14 23:30 | close | 127 | 1.00 | 1.23579 | 1.26897 | 1.20897 | 318.00 | 18428.25 |
| 384 | 2010.05.18 08:30 | sell | 129 | 1.00 | 1.23363 | 0.00000 | 0.00000 | ||
| 385 | 2010.05.18 08:30 | modify | 129 | 1.00 | 1.23363 | 1.26363 | 1.20363 | ||
| 386 | 2010.05.18 10:30 | close | 128 | 1.00 | 1.24130 | 1.20806 | 1.26806 | 312.45 | 18740.70 |
| 387 | 2010.05.18 12:30 | buy | 130 | 1.00 | 1.23746 | 0.00000 | 0.00000 | ||
| 388 | 2010.05.18 12:30 | modify | 130 | 1.00 | 1.23746 | 1.20746 | 1.26746 | ||
| 389 | 2010.05.18 13:00 | close | 130 | 1.00 | 1.24069 | 1.20746 | 1.26746 | 323.00 | 19063.70 |
| 390 | 2010.05.18 14:30 | buy | 131 | 1.00 | 1.24091 | 0.00000 | 0.00000 | ||
| 391 | 2010.05.18 14:30 | modify | 131 | 1.00 | 1.24091 | 1.21091 | 1.27091 | ||
| 392 | 2010.05.18 16:30 | close | 131 | 1.00 | 1.24306 | 1.21091 | 1.27091 | 215.00 | 19278.70 |
| 393 | 2010.05.18 20:30 | close | 129 | 1.00 | 1.22972 | 1.26363 | 1.20363 | 391.00 | 19669.70 |
| 394 | 2010.05.19 02:30 | sell | 132 | 1.00 | 1.21860 | 0.00000 | 0.00000 | ||
| 395 | 2010.05.19 02:30 | modify | 132 | 1.00 | 1.21860 | 1.24860 | 1.18860 | ||
| 396 | 2010.05.19 03:00 | close | 132 | 1.00 | 1.21450 | 1.24860 | 1.18860 | 410.00 | 20079.70 |
| 397 | 2010.05.19 05:00 | sell | 133 | 1.00 | 1.21800 | 0.00000 | 0.00000 | ||
| 398 | 2010.05.19 05:00 | modify | 133 | 1.00 | 1.21800 | 1.24800 | 1.18800 | ||
| 399 | 2010.05.19 15:30 | buy | 134 | 1.00 | 1.22385 | 0.00000 | 0.00000 | ||
| 400 | 2010.05.19 15:30 | modify | 134 | 1.00 | 1.22385 | 1.19385 | 1.25385 | ||
| 401 | 2010.05.19 16:00 | close | 134 | 1.00 | 1.23128 | 1.19385 | 1.25385 | 743.00 | 20822.70 |
| 402 | 2010.05.19 16:00 | close | 133 | 1.00 | 1.23143 | 1.24800 | 1.18800 | -1343.00 | 19479.70 |
| 403 | 2010.05.19 17:30 | sell | 135 | 1.00 | 1.23306 | 0.00000 | 0.00000 | ||
| 404 | 2010.05.19 17:30 | modify | 135 | 1.00 | 1.23306 | 1.26306 | 1.20306 | ||
| 405 | 2010.05.19 18:00 | buy | 136 | 1.00 | 1.23383 | 0.00000 | 0.00000 | ||
| 406 | 2010.05.19 18:00 | modify | 136 | 1.00 | 1.23383 | 1.20383 | 1.26383 | ||
| 407 | 2010.05.19 21:00 | close | 136 | 1.00 | 1.23793 | 1.20383 | 1.26383 | 410.00 | 19889.70 |
| 408 | 2010.05.19 22:00 | buy | 137 | 1.00 | 1.23746 | 0.00000 | 0.00000 | ||
| 409 | 2010.05.19 22:00 | modify | 137 | 1.00 | 1.23746 | 1.20746 | 1.26746 | ||
| 410 | 2010.05.20 10:00 | close | 137 | 1.00 | 1.24195 | 1.20746 | 1.26746 | 431.67 | 20321.37 |
| 411 | 2010.05.20 16:30 | buy | 138 | 1.00 | 1.23537 | 0.00000 | 0.00000 | ||
| 412 | 2010.05.20 16:30 | modify | 138 | 1.00 | 1.23537 | 1.20537 | 1.26537 | ||
| 413 | 2010.05.20 18:30 | close | 138 | 1.00 | 1.23739 | 1.20537 | 1.26537 | 202.00 | 20523.37 |
| 414 | 2010.05.20 20:30 | close | 135 | 1.00 | 1.24605 | 1.26306 | 1.20306 | -1290.54 | 19232.83 |
| 415 | 2010.05.21 02:00 | sell | 139 | 1.00 | 1.24815 | 0.00000 | 0.00000 | ||
| 416 | 2010.05.21 02:00 | modify | 139 | 1.00 | 1.24815 | 1.27815 | 1.21815 | ||
| 417 | 2010.05.21 07:30 | close | 139 | 1.00 | 1.26502 | 1.27815 | 1.21815 | -1687.00 | 17545.83 |
| 418 | 2010.05.21 08:30 | sell | 140 | 1.00 | 1.26324 | 0.00000 | 0.00000 | ||
| 419 | 2010.05.21 08:30 | modify | 140 | 1.00 | 1.26324 | 1.29324 | 1.23324 | ||
| 420 | 2010.05.21 09:30 | close | 140 | 1.00 | 1.25723 | 1.29324 | 1.23324 | 601.00 | 18146.83 |
| 421 | 2010.05.21 13:30 | buy | 141 | 1.00 | 1.25096 | 0.00000 | 0.00000 | ||
| 422 | 2010.05.21 13:30 | modify | 141 | 1.00 | 1.25096 | 1.22096 | 1.28096 | ||
| 423 | 2010.05.21 14:00 | sell | 142 | 1.00 | 1.25064 | 0.00000 | 0.00000 | ||
| 424 | 2010.05.21 14:00 | modify | 142 | 1.00 | 1.25064 | 1.28064 | 1.22064 | ||
| 425 | 2010.05.21 15:00 | close | 141 | 1.00 | 1.25368 | 1.22096 | 1.28096 | 272.00 | 18418.83 |
| 426 | 2010.05.21 23:00 | buy | 143 | 1.00 | 1.25727 | 0.00000 | 0.00000 | ||
| 427 | 2010.05.21 23:00 | modify | 143 | 1.00 | 1.25727 | 1.22727 | 1.28727 | ||
| 428 | 2010.05.24 04:30 | close | 142 | 1.00 | 1.24835 | 1.28064 | 1.22064 | 231.82 | 18650.65 |
| 429 | 2010.05.24 11:30 | close | 143 | 1.00 | 1.24356 | 1.22727 | 1.28727 | -1376.78 | 17273.88 |
| 430 | 2010.05.24 12:00 | sell | 144 | 1.00 | 1.24357 | 0.00000 | 0.00000 | ||
| 431 | 2010.05.24 12:00 | modify | 144 | 1.00 | 1.24357 | 1.27357 | 1.21357 | ||
| 432 | 2010.05.24 12:30 | close | 144 | 1.00 | 1.24151 | 1.27357 | 1.21357 | 206.00 | 17479.88 |
| 433 | 2010.05.24 15:30 | sell | 145 | 1.00 | 1.23691 | 0.00000 | 0.00000 | ||
| 434 | 2010.05.24 15:30 | modify | 145 | 1.00 | 1.23691 | 1.26691 | 1.20691 | ||
| 435 | 2010.05.25 02:00 | close | 145 | 1.00 | 1.23487 | 1.26691 | 1.20691 | 206.82 | 17686.69 |
| 436 | 2010.05.25 05:30 | sell | 146 | 1.00 | 1.23063 | 0.00000 | 0.00000 | ||
| 437 | 2010.05.25 05:30 | modify | 146 | 1.00 | 1.23063 | 1.26063 | 1.20063 | ||
| 438 | 2010.05.25 09:30 | close | 146 | 1.00 | 1.22790 | 1.26063 | 1.20063 | 273.00 | 17959.69 |
| 439 | 2010.05.25 10:00 | buy | 147 | 1.00 | 1.22769 | 0.00000 | 0.00000 | ||
| 440 | 2010.05.25 10:00 | modify | 147 | 1.00 | 1.22769 | 1.19769 | 1.25769 | ||
| 441 | 2010.05.25 11:30 | sell | 148 | 1.00 | 1.22344 | 0.00000 | 0.00000 | ||
| 442 | 2010.05.25 11:30 | modify | 148 | 1.00 | 1.22344 | 1.25344 | 1.19344 | ||
| 443 | 2010.05.25 12:00 | close | 148 | 1.00 | 1.22069 | 1.25344 | 1.19344 | 275.00 | 18234.69 |
| 444 | 2010.05.25 13:30 | sell | 149 | 1.00 | 1.21982 | 0.00000 | 0.00000 | ||
| 445 | 2010.05.25 13:30 | modify | 149 | 1.00 | 1.21982 | 1.24982 | 1.18982 | ||
| 446 | 2010.05.25 21:30 | close | 147 | 1.00 | 1.23160 | 1.19769 | 1.25769 | 391.00 | 18625.69 |
| 447 | 2010.05.25 22:00 | buy | 150 | 1.00 | 1.23134 | 0.00000 | 0.00000 | ||
| 448 | 2010.05.25 22:00 | modify | 150 | 1.00 | 1.23134 | 1.20134 | 1.26134 | ||
| 449 | 2010.05.25 22:30 | close | 149 | 1.00 | 1.23244 | 1.24982 | 1.18982 | -1262.00 | 17363.69 |
| 450 | 2010.05.25 23:00 | close | 150 | 1.00 | 1.23343 | 1.20134 | 1.26134 | 209.00 | 17572.69 |