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 |
| 4351 | 2020.11.10 14:30 | buy | 1451 | 1.00 | 1.18045 | 0.00000 | 0.00000 | ||
| 4352 | 2020.11.10 14:30 | modify | 1451 | 1.00 | 1.18045 | 1.15045 | 1.21045 | ||
| 4353 | 2020.11.10 16:30 | close | 1451 | 1.00 | 1.18247 | 1.15045 | 1.21045 | 202.00 | 102469.77 |
| 4354 | 2020.11.23 18:30 | sell | 1452 | 1.00 | 1.18224 | 0.00000 | 0.00000 | ||
| 4355 | 2020.11.23 18:30 | modify | 1452 | 1.00 | 1.18224 | 1.21224 | 1.15224 | ||
| 4356 | 2020.11.27 18:30 | close | 1452 | 1.00 | 1.19590 | 1.21224 | 1.15224 | -1349.09 | 101120.69 |
| 4357 | 2020.12.03 17:00 | sell | 1453 | 1.00 | 1.21597 | 0.00000 | 0.00000 | ||
| 4358 | 2020.12.03 17:00 | modify | 1453 | 1.00 | 1.21597 | 1.24597 | 1.18597 | ||
| 4359 | 2020.12.03 20:30 | close | 1453 | 1.00 | 1.21394 | 1.24597 | 1.18597 | 203.00 | 101323.69 |
| 4360 | 2020.12.21 14:00 | buy | 1454 | 1.00 | 1.21638 | 0.00000 | 0.00000 | ||
| 4361 | 2020.12.21 14:00 | modify | 1454 | 1.00 | 1.21638 | 1.18638 | 1.24638 | ||
| 4362 | 2020.12.21 15:30 | close | 1454 | 1.00 | 1.21920 | 1.18638 | 1.24638 | 282.00 | 101605.69 |
| 4363 | 2020.12.21 16:00 | buy | 1455 | 1.00 | 1.21929 | 0.00000 | 0.00000 | ||
| 4364 | 2020.12.21 16:00 | modify | 1455 | 1.00 | 1.21929 | 1.18929 | 1.24929 | ||
| 4365 | 2020.12.21 16:30 | close | 1455 | 1.00 | 1.22144 | 1.18929 | 1.24929 | 215.00 | 101820.69 |
| 4366 | 2021.01.07 16:30 | buy | 1456 | 1.00 | 1.22702 | 0.00000 | 0.00000 | ||
| 4367 | 2021.01.07 16:30 | modify | 1456 | 1.00 | 1.22702 | 1.19702 | 1.25702 | ||
| 4368 | 2021.01.11 16:00 | close | 1456 | 1.00 | 1.21447 | 1.19702 | 1.25702 | -1266.55 | 100554.14 |
| 4369 | 2021.01.29 18:00 | sell | 1457 | 1.00 | 1.21491 | 0.00000 | 0.00000 | ||
| 4370 | 2021.01.29 18:00 | modify | 1457 | 1.00 | 1.21491 | 1.24491 | 1.18491 | ||
| 4371 | 2021.02.01 02:00 | close | 1457 | 1.00 | 1.21240 | 1.24491 | 1.18491 | 253.82 | 100807.96 |
| 4372 | 2021.02.22 17:00 | sell | 1458 | 1.00 | 1.21457 | 0.00000 | 0.00000 | ||
| 4373 | 2021.02.22 17:00 | modify | 1458 | 1.00 | 1.21457 | 1.24457 | 1.18457 | ||
| 4374 | 2021.02.24 18:00 | close | 1458 | 1.00 | 1.21236 | 1.24457 | 1.18457 | 226.64 | 101034.59 |
| 4375 | 2021.02.25 21:00 | sell | 1459 | 1.00 | 1.21799 | 0.00000 | 0.00000 | ||
| 4376 | 2021.02.25 21:00 | modify | 1459 | 1.00 | 1.21799 | 1.24799 | 1.18799 | ||
| 4377 | 2021.02.26 02:00 | close | 1459 | 1.00 | 1.21594 | 1.24799 | 1.18799 | 207.82 | 101242.41 |
| 4378 | 2021.03.01 16:30 | buy | 1460 | 1.00 | 1.20565 | 0.00000 | 0.00000 | ||
| 4379 | 2021.03.01 16:30 | modify | 1460 | 1.00 | 1.20565 | 1.17565 | 1.23565 | ||
| 4380 | 2021.03.02 19:00 | close | 1460 | 1.00 | 1.20783 | 1.17565 | 1.23565 | 212.22 | 101454.64 |
| 4381 | 2021.03.11 15:30 | buy | 1461 | 1.00 | 1.19576 | 0.00000 | 0.00000 | ||
| 4382 | 2021.03.11 15:30 | modify | 1461 | 1.00 | 1.19576 | 1.16576 | 1.22576 | ||
| 4383 | 2021.03.11 20:30 | close | 1461 | 1.00 | 1.19804 | 1.16576 | 1.22576 | 228.00 | 101682.64 |
| 4384 | 2021.06.16 22:30 | buy | 1462 | 1.00 | 1.20181 | 0.00000 | 0.00000 | ||
| 4385 | 2021.06.16 22:30 | modify | 1462 | 1.00 | 1.20181 | 1.17181 | 1.23181 | ||
| 4386 | 2021.06.18 10:00 | close | 1462 | 1.00 | 1.18907 | 1.17181 | 1.23181 | -1297.10 | 100385.54 |
| 4387 | 2021.12.30 18:00 | sell | 1463 | 1.00 | 1.13305 | 0.00000 | 0.00000 | ||
| 4388 | 2021.12.30 18:00 | modify | 1463 | 1.00 | 1.13305 | 1.16305 | 1.10305 | ||
| 4389 | 2021.12.30 20:30 | close | 1463 | 1.00 | 1.13082 | 1.16305 | 1.10305 | 223.00 | 100608.54 |
| 4390 | 2022.01.12 16:30 | sell | 1464 | 1.00 | 1.14112 | 0.00000 | 0.00000 | ||
| 4391 | 2022.01.12 16:30 | modify | 1464 | 1.00 | 1.14112 | 1.17112 | 1.11112 | ||
| 4392 | 2022.01.18 13:30 | close | 1464 | 1.00 | 1.13908 | 1.17112 | 1.11112 | 220.91 | 100829.45 |
| 4393 | 2022.01.24 18:00 | buy | 1465 | 1.00 | 1.13103 | 0.00000 | 0.00000 | ||
| 4394 | 2022.01.24 18:00 | modify | 1465 | 1.00 | 1.13103 | 1.10103 | 1.16103 | ||
| 4395 | 2022.01.24 20:30 | close | 1465 | 1.00 | 1.13313 | 1.10103 | 1.16103 | 210.00 | 101039.45 |
| 4396 | 2022.01.27 16:00 | sell | 1466 | 1.00 | 1.11490 | 0.00000 | 0.00000 | ||
| 4397 | 2022.01.27 16:00 | modify | 1466 | 1.00 | 1.11490 | 1.14490 | 1.08490 | ||
| 4398 | 2022.01.28 11:30 | close | 1466 | 1.00 | 1.11287 | 1.14490 | 1.08490 | 205.82 | 101245.27 |
| 4399 | 2022.02.14 15:30 | sell | 1467 | 1.00 | 1.13271 | 0.00000 | 0.00000 | ||
| 4400 | 2022.02.14 15:30 | modify | 1467 | 1.00 | 1.13271 | 1.16271 | 1.10271 | ||
| 4401 | 2022.02.14 17:30 | close | 1467 | 1.00 | 1.13057 | 1.16271 | 1.10271 | 214.00 | 101459.27 |
| 4402 | 2022.02.18 18:30 | sell | 1468 | 1.00 | 1.13351 | 0.00000 | 0.00000 | ||
| 4403 | 2022.02.18 18:30 | modify | 1468 | 1.00 | 1.13351 | 1.16351 | 1.10351 | ||
| 4404 | 2022.02.21 21:30 | close | 1468 | 1.00 | 1.13102 | 1.16351 | 1.10351 | 251.82 | 101711.09 |
| 4405 | 2022.02.22 18:00 | buy | 1469 | 1.00 | 1.13370 | 0.00000 | 0.00000 | ||
| 4406 | 2022.02.22 18:00 | modify | 1469 | 1.00 | 1.13370 | 1.10370 | 1.16370 | ||
| 4407 | 2022.02.24 08:00 | sell | 1470 | 1.00 | 1.12376 | 0.00000 | 0.00000 | ||
| 4408 | 2022.02.24 08:00 | modify | 1470 | 1.00 | 1.12376 | 1.15376 | 1.09376 | ||
| 4409 | 2022.02.24 12:00 | close | 1470 | 1.00 | 1.12126 | 1.15376 | 1.09376 | 250.00 | 101961.09 |
| 4410 | 2022.02.24 12:00 | close | 1469 | 1.00 | 1.12111 | 1.10370 | 1.16370 | -1282.10 | 100678.98 |
| 4411 | 2022.02.24 13:00 | sell | 1471 | 1.00 | 1.11780 | 0.00000 | 0.00000 | ||
| 4412 | 2022.02.24 13:00 | modify | 1471 | 1.00 | 1.11780 | 1.14780 | 1.08780 | ||
| 4413 | 2022.02.24 16:30 | close | 1471 | 1.00 | 1.11540 | 1.14780 | 1.08780 | 240.00 | 100918.98 |
| 4414 | 2022.02.24 22:00 | buy | 1472 | 1.00 | 1.11890 | 0.00000 | 0.00000 | ||
| 4415 | 2022.02.24 22:00 | modify | 1472 | 1.00 | 1.11890 | 1.08890 | 1.14890 | ||
| 4416 | 2022.02.24 22:30 | close | 1472 | 1.00 | 1.12095 | 1.08890 | 1.14890 | 205.00 | 101123.98 |
| 4417 | 2022.02.25 17:00 | buy | 1473 | 1.00 | 1.12340 | 0.00000 | 0.00000 | ||
| 4418 | 2022.02.25 17:00 | modify | 1473 | 1.00 | 1.12340 | 1.09340 | 1.15340 | ||
| 4419 | 2022.02.25 18:30 | close | 1473 | 1.00 | 1.12582 | 1.09340 | 1.15340 | 242.00 | 101365.98 |
| 4420 | 2022.02.25 19:00 | sell | 1474 | 1.00 | 1.12591 | 0.00000 | 0.00000 | ||
| 4421 | 2022.02.25 19:00 | modify | 1474 | 1.00 | 1.12591 | 1.15591 | 1.09591 | ||
| 4422 | 2022.02.28 02:00 | close | 1474 | 1.00 | 1.11816 | 1.15591 | 1.09591 | 777.82 | 102143.80 |
| 4423 | 2022.02.28 17:30 | buy | 1475 | 1.00 | 1.12163 | 0.00000 | 0.00000 | ||
| 4424 | 2022.02.28 17:30 | modify | 1475 | 1.00 | 1.12163 | 1.09163 | 1.15163 | ||
| 4425 | 2022.02.28 18:30 | close | 1475 | 1.00 | 1.12443 | 1.09163 | 1.15163 | 280.00 | 102423.80 |
| 4426 | 2022.03.01 20:00 | buy | 1476 | 1.00 | 1.11105 | 0.00000 | 0.00000 | ||
| 4427 | 2022.03.01 20:00 | modify | 1476 | 1.00 | 1.11105 | 1.08105 | 1.14105 | ||
| 4428 | 2022.03.02 02:00 | close | 1476 | 1.00 | 1.11321 | 1.08105 | 1.14105 | 210.22 | 102634.03 |
| 4429 | 2022.03.02 15:00 | sell | 1477 | 1.00 | 1.11173 | 0.00000 | 0.00000 | ||
| 4430 | 2022.03.02 15:00 | modify | 1477 | 1.00 | 1.11173 | 1.14173 | 1.08173 | ||
| 4431 | 2022.03.02 17:00 | close | 1477 | 1.00 | 1.10953 | 1.14173 | 1.08173 | 220.00 | 102854.03 |
| 4432 | 2022.03.04 16:30 | buy | 1478 | 1.00 | 1.09129 | 0.00000 | 0.00000 | ||
| 4433 | 2022.03.04 16:30 | modify | 1478 | 1.00 | 1.09129 | 1.06129 | 1.12129 | ||
| 4434 | 2022.03.04 21:00 | close | 1478 | 1.00 | 1.09335 | 1.06129 | 1.12129 | 206.00 | 103060.03 |
| 4435 | 2022.03.07 10:30 | buy | 1479 | 1.00 | 1.08703 | 0.00000 | 0.00000 | ||
| 4436 | 2022.03.07 10:30 | modify | 1479 | 1.00 | 1.08703 | 1.05703 | 1.11703 | ||
| 4437 | 2022.03.07 15:30 | close | 1479 | 1.00 | 1.09037 | 1.05703 | 1.11703 | 334.00 | 103394.03 |
| 4438 | 2022.03.08 15:30 | sell | 1480 | 1.00 | 1.08981 | 0.00000 | 0.00000 | ||
| 4439 | 2022.03.08 15:30 | modify | 1480 | 1.00 | 1.08981 | 1.11981 | 1.05981 | ||
| 4440 | 2022.03.08 18:00 | close | 1480 | 1.00 | 1.08771 | 1.11981 | 1.05981 | 210.00 | 103604.03 |
| 4441 | 2022.03.10 17:00 | sell | 1481 | 1.00 | 1.10164 | 0.00000 | 0.00000 | ||
| 4442 | 2022.03.10 17:00 | modify | 1481 | 1.00 | 1.10164 | 1.13164 | 1.07164 | ||
| 4443 | 2022.03.10 20:00 | close | 1481 | 1.00 | 1.09918 | 1.13164 | 1.07164 | 246.00 | 103850.03 |
| 4444 | 2022.03.11 14:00 | buy | 1482 | 1.00 | 1.10127 | 0.00000 | 0.00000 | ||
| 4445 | 2022.03.11 14:00 | modify | 1482 | 1.00 | 1.10127 | 1.07127 | 1.13127 | ||
| 4446 | 2022.03.16 18:00 | sell | 1483 | 1.00 | 1.10171 | 0.00000 | 0.00000 | ||
| 4447 | 2022.03.16 18:00 | modify | 1483 | 1.00 | 1.10171 | 1.13171 | 1.07171 | ||
| 4448 | 2022.03.16 19:00 | close | 1483 | 1.00 | 1.09933 | 1.13171 | 1.07171 | 238.00 | 104088.03 |
| 4449 | 2022.03.16 23:00 | close | 1482 | 1.00 | 1.10447 | 1.07127 | 1.13127 | 302.67 | 104390.70 |
| 4450 | 2022.03.18 17:30 | buy | 1484 | 1.00 | 1.10297 | 0.00000 | 0.00000 | ||
| 4451 | 2022.03.18 17:30 | modify | 1484 | 1.00 | 1.10297 | 1.07297 | 1.13297 | ||
| 4452 | 2022.03.18 19:30 | close | 1484 | 1.00 | 1.10602 | 1.07297 | 1.13297 | 305.00 | 104695.70 |
| 4453 | 2022.03.31 12:00 | sell | 1485 | 1.00 | 1.11293 | 0.00000 | 0.00000 | ||
| 4454 | 2022.03.31 12:00 | modify | 1485 | 1.00 | 1.11293 | 1.14293 | 1.08293 | ||
| 4455 | 2022.03.31 13:30 | close | 1485 | 1.00 | 1.11035 | 1.14293 | 1.08293 | 258.00 | 104953.70 |
| 4456 | 2022.04.07 14:30 | buy | 1486 | 1.00 | 1.08940 | 0.00000 | 0.00000 | ||
| 4457 | 2022.04.07 14:30 | modify | 1486 | 1.00 | 1.08940 | 1.05940 | 1.11940 | ||
| 4458 | 2022.04.07 16:30 | close | 1486 | 1.00 | 1.09307 | 1.05940 | 1.11940 | 367.00 | 105320.70 |
| 4459 | 2022.04.26 16:30 | sell | 1487 | 1.00 | 1.06816 | 0.00000 | 0.00000 | ||
| 4460 | 2022.04.26 16:30 | modify | 1487 | 1.00 | 1.06816 | 1.09816 | 1.03816 | ||
| 4461 | 2022.04.26 18:00 | close | 1487 | 1.00 | 1.06516 | 1.09816 | 1.03816 | 300.00 | 105620.70 |
| 4462 | 2022.04.28 16:00 | buy | 1488 | 1.00 | 1.04871 | 0.00000 | 0.00000 | ||
| 4463 | 2022.04.28 16:00 | modify | 1488 | 1.00 | 1.04871 | 1.01871 | 1.07871 | ||
| 4464 | 2022.04.28 17:00 | close | 1488 | 1.00 | 1.05082 | 1.01871 | 1.07871 | 211.00 | 105831.70 |
| 4465 | 2022.04.28 18:00 | sell | 1489 | 1.00 | 1.05151 | 0.00000 | 0.00000 | ||
| 4466 | 2022.04.28 18:00 | modify | 1489 | 1.00 | 1.05151 | 1.08151 | 1.02151 | ||
| 4467 | 2022.04.29 11:00 | buy | 1490 | 1.00 | 1.05632 | 0.00000 | 0.00000 | ||
| 4468 | 2022.04.29 11:00 | modify | 1490 | 1.00 | 1.05632 | 1.02632 | 1.08632 | ||
| 4469 | 2022.05.02 21:00 | close | 1489 | 1.00 | 1.04948 | 1.08151 | 1.02151 | 208.64 | 106040.34 |
| 4470 | 2022.05.04 22:00 | close | 1490 | 1.00 | 1.06159 | 1.02632 | 1.08632 | 509.67 | 106550.01 |
| 4471 | 2022.05.04 22:30 | sell | 1491 | 1.00 | 1.06069 | 0.00000 | 0.00000 | ||
| 4472 | 2022.05.04 22:30 | modify | 1491 | 1.00 | 1.06069 | 1.09069 | 1.03069 | ||
| 4473 | 2022.05.05 10:30 | close | 1491 | 1.00 | 1.05864 | 1.09069 | 1.03069 | 213.46 | 106763.47 |
| 4474 | 2022.05.05 17:00 | sell | 1492 | 1.00 | 1.05565 | 0.00000 | 0.00000 | ||
| 4475 | 2022.05.05 17:00 | modify | 1492 | 1.00 | 1.05565 | 1.08565 | 1.02565 | ||
| 4476 | 2022.05.05 18:00 | close | 1492 | 1.00 | 1.05344 | 1.08565 | 1.02565 | 221.00 | 106984.47 |
| 4477 | 2022.05.05 19:30 | sell | 1493 | 1.00 | 1.05086 | 0.00000 | 0.00000 | ||
| 4478 | 2022.05.05 19:30 | modify | 1493 | 1.00 | 1.05086 | 1.08086 | 1.02086 | ||
| 4479 | 2022.05.05 20:30 | buy | 1494 | 1.00 | 1.05102 | 0.00000 | 0.00000 | ||
| 4480 | 2022.05.05 20:30 | modify | 1494 | 1.00 | 1.05102 | 1.02102 | 1.08102 | ||
| 4481 | 2022.05.05 22:30 | close | 1494 | 1.00 | 1.05360 | 1.02102 | 1.08102 | 258.00 | 107242.47 |
| 4482 | 2022.05.06 10:00 | close | 1493 | 1.00 | 1.04877 | 1.08086 | 1.02086 | 211.82 | 107454.29 |
| 4483 | 2022.05.06 12:00 | buy | 1495 | 1.00 | 1.05588 | 0.00000 | 0.00000 | ||
| 4484 | 2022.05.06 12:00 | modify | 1495 | 1.00 | 1.05588 | 1.02588 | 1.08588 | ||
| 4485 | 2022.05.06 13:30 | close | 1495 | 1.00 | 1.05908 | 1.02588 | 1.08588 | 320.00 | 107774.29 |
| 4486 | 2022.05.06 18:00 | sell | 1496 | 1.00 | 1.05814 | 0.00000 | 0.00000 | ||
| 4487 | 2022.05.06 18:00 | modify | 1496 | 1.00 | 1.05814 | 1.08814 | 1.02814 | ||
| 4488 | 2022.05.06 21:00 | close | 1496 | 1.00 | 1.05517 | 1.08814 | 1.02814 | 297.00 | 108071.29 |
| 4489 | 2022.05.12 16:00 | buy | 1497 | 1.00 | 1.04166 | 0.00000 | 0.00000 | ||
| 4490 | 2022.05.12 16:00 | modify | 1497 | 1.00 | 1.04166 | 1.01166 | 1.07166 | ||
| 4491 | 2022.05.16 22:00 | close | 1497 | 1.00 | 1.04369 | 1.01166 | 1.07166 | 191.45 | 108262.74 |
| 4492 | 2022.05.17 15:00 | buy | 1498 | 1.00 | 1.05408 | 0.00000 | 0.00000 | ||
| 4493 | 2022.05.17 15:00 | modify | 1498 | 1.00 | 1.05408 | 1.02408 | 1.08408 | ||
| 4494 | 2022.05.19 17:30 | close | 1498 | 1.00 | 1.05706 | 1.02408 | 1.08408 | 274.90 | 108537.64 |
| 4495 | 2022.05.19 18:30 | sell | 1499 | 1.00 | 1.05908 | 0.00000 | 0.00000 | ||
| 4496 | 2022.05.19 18:30 | modify | 1499 | 1.00 | 1.05908 | 1.08908 | 1.02908 | ||
| 4497 | 2022.05.20 05:30 | close | 1499 | 1.00 | 1.05637 | 1.08908 | 1.02908 | 273.82 | 108811.45 |
| 4498 | 2022.05.25 16:00 | buy | 1500 | 1.00 | 1.06524 | 0.00000 | 0.00000 | ||
| 4499 | 2022.05.25 16:00 | modify | 1500 | 1.00 | 1.06524 | 1.03524 | 1.09524 | ||
| 4500 | 2022.05.25 17:30 | close | 1500 | 1.00 | 1.06836 | 1.03524 | 1.09524 | 312.00 | 109123.45 |