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 |
| 4501 | 2022.05.31 17:30 | sell | 1501 | 1.00 | 1.07032 | 0.00000 | 0.00000 | ||
| 4502 | 2022.05.31 17:30 | modify | 1501 | 1.00 | 1.07032 | 1.10032 | 1.04032 | ||
| 4503 | 2022.05.31 18:00 | buy | 1502 | 1.00 | 1.07134 | 0.00000 | 0.00000 | ||
| 4504 | 2022.05.31 18:00 | modify | 1502 | 1.00 | 1.07134 | 1.04134 | 1.10134 | ||
| 4505 | 2022.05.31 21:00 | close | 1502 | 1.00 | 1.07377 | 1.04134 | 1.10134 | 243.00 | 109366.45 |
| 4506 | 2022.06.01 17:30 | close | 1501 | 1.00 | 1.06547 | 1.10032 | 1.04032 | 487.82 | 109854.27 |
| 4507 | 2022.06.01 19:00 | sell | 1503 | 1.00 | 1.06447 | 0.00000 | 0.00000 | ||
| 4508 | 2022.06.01 19:00 | modify | 1503 | 1.00 | 1.06447 | 1.09447 | 1.03447 | ||
| 4509 | 2022.06.02 17:30 | buy | 1504 | 1.00 | 1.07036 | 0.00000 | 0.00000 | ||
| 4510 | 2022.06.02 17:30 | modify | 1504 | 1.00 | 1.07036 | 1.04036 | 1.10036 | ||
| 4511 | 2022.06.02 18:30 | close | 1504 | 1.00 | 1.07254 | 1.04036 | 1.10036 | 218.00 | 110072.27 |
| 4512 | 2022.06.09 22:30 | close | 1503 | 1.00 | 1.06176 | 1.09447 | 1.03447 | 299.19 | 110371.46 |
| 4513 | 2022.06.13 22:30 | buy | 1505 | 1.00 | 1.04095 | 0.00000 | 0.00000 | ||
| 4514 | 2022.06.13 22:30 | modify | 1505 | 1.00 | 1.04095 | 1.01095 | 1.07095 | ||
| 4515 | 2022.06.14 07:30 | close | 1505 | 1.00 | 1.04313 | 1.01095 | 1.07095 | 212.22 | 110583.69 |
| 4516 | 2022.06.14 20:30 | buy | 1506 | 1.00 | 1.04279 | 0.00000 | 0.00000 | ||
| 4517 | 2022.06.14 20:30 | modify | 1506 | 1.00 | 1.04279 | 1.01279 | 1.07279 | ||
| 4518 | 2022.06.15 04:30 | close | 1506 | 1.00 | 1.04489 | 1.01279 | 1.07279 | 204.22 | 110787.91 |
| 4519 | 2022.06.15 23:00 | sell | 1507 | 1.00 | 1.04539 | 0.00000 | 0.00000 | ||
| 4520 | 2022.06.15 23:00 | modify | 1507 | 1.00 | 1.04539 | 1.07539 | 1.01539 | ||
| 4521 | 2022.06.15 23:30 | buy | 1508 | 1.00 | 1.04529 | 0.00000 | 0.00000 | ||
| 4522 | 2022.06.15 23:30 | modify | 1508 | 1.00 | 1.04529 | 1.01529 | 1.07529 | ||
| 4523 | 2022.06.16 09:00 | close | 1507 | 1.00 | 1.04308 | 1.07539 | 1.01539 | 239.46 | 111027.37 |
| 4524 | 2022.06.16 17:30 | close | 1508 | 1.00 | 1.04748 | 1.01529 | 1.07529 | 201.67 | 111229.04 |
| 4525 | 2022.06.17 12:30 | buy | 1509 | 1.00 | 1.05192 | 0.00000 | 0.00000 | ||
| 4526 | 2022.06.17 12:30 | modify | 1509 | 1.00 | 1.05192 | 1.02192 | 1.08192 | ||
| 4527 | 2022.06.20 12:30 | close | 1509 | 1.00 | 1.05421 | 1.02192 | 1.08192 | 223.22 | 111452.27 |
| 4528 | 2022.06.22 10:30 | sell | 1510 | 1.00 | 1.04902 | 0.00000 | 0.00000 | ||
| 4529 | 2022.06.22 10:30 | modify | 1510 | 1.00 | 1.04902 | 1.07902 | 1.01902 | ||
| 4530 | 2022.06.29 10:30 | buy | 1511 | 1.00 | 1.04997 | 0.00000 | 0.00000 | ||
| 4531 | 2022.06.29 10:30 | modify | 1511 | 1.00 | 1.04997 | 1.01997 | 1.07997 | ||
| 4532 | 2022.06.29 13:30 | close | 1511 | 1.00 | 1.05241 | 1.01997 | 1.07997 | 244.00 | 111696.27 |
| 4533 | 2022.06.29 19:30 | close | 1510 | 1.00 | 1.04634 | 1.07902 | 1.01902 | 287.73 | 111984.00 |
| 4534 | 2022.07.06 17:30 | sell | 1512 | 1.00 | 1.01769 | 0.00000 | 0.00000 | ||
| 4535 | 2022.07.06 17:30 | modify | 1512 | 1.00 | 1.01769 | 1.04769 | 0.98769 | ||
| 4536 | 2022.07.07 19:30 | close | 1512 | 1.00 | 1.01537 | 1.04769 | 0.98769 | 240.46 | 112224.46 |
| 4537 | 2022.07.08 11:00 | sell | 1513 | 1.00 | 1.01082 | 0.00000 | 0.00000 | ||
| 4538 | 2022.07.08 11:00 | modify | 1513 | 1.00 | 1.01082 | 1.04082 | 0.98082 | ||
| 4539 | 2022.07.11 16:00 | close | 1513 | 1.00 | 1.00823 | 1.04082 | 0.98082 | 261.82 | 112486.28 |
| 4540 | 2022.07.13 15:30 | buy | 1514 | 1.00 | 1.00684 | 0.00000 | 0.00000 | ||
| 4541 | 2022.07.13 15:30 | modify | 1514 | 1.00 | 1.00684 | 0.97684 | 1.03684 | ||
| 4542 | 2022.07.13 18:00 | close | 1514 | 1.00 | 1.01072 | 0.97684 | 1.03684 | 388.00 | 112874.28 |
| 4543 | 2022.07.14 17:00 | sell | 1515 | 1.00 | 0.99803 | 0.00000 | 0.00000 | ||
| 4544 | 2022.07.14 17:00 | modify | 1515 | 1.00 | 0.99803 | 1.02803 | 0.96803 | ||
| 4545 | 2022.07.14 18:30 | buy | 1516 | 1.00 | 1.00099 | 0.00000 | 0.00000 | ||
| 4546 | 2022.07.14 18:30 | modify | 1516 | 1.00 | 1.00099 | 0.97099 | 1.03099 | ||
| 4547 | 2022.07.15 05:00 | close | 1516 | 1.00 | 1.00332 | 0.97099 | 1.03099 | 227.22 | 113101.50 |
| 4548 | 2022.07.18 04:30 | close | 1515 | 1.00 | 1.01100 | 1.02803 | 0.96803 | -1291.36 | 111810.14 |
| 4549 | 2022.07.19 17:00 | buy | 1517 | 1.00 | 1.02431 | 0.00000 | 0.00000 | ||
| 4550 | 2022.07.19 17:00 | modify | 1517 | 1.00 | 1.02431 | 0.99431 | 1.05431 | ||
| 4551 | 2022.07.19 18:00 | sell | 1518 | 1.00 | 1.02455 | 0.00000 | 0.00000 | ||
| 4552 | 2022.07.19 18:00 | modify | 1518 | 1.00 | 1.02455 | 1.05455 | 0.99455 | ||
| 4553 | 2022.07.19 23:00 | close | 1518 | 1.00 | 1.02229 | 1.05455 | 0.99455 | 226.00 | 112036.14 |
| 4554 | 2022.07.21 16:00 | close | 1517 | 1.00 | 1.02646 | 0.99431 | 1.05431 | 191.90 | 112228.04 |
| 4555 | 2022.07.21 18:30 | buy | 1519 | 1.00 | 1.01965 | 0.00000 | 0.00000 | ||
| 4556 | 2022.07.21 18:30 | modify | 1519 | 1.00 | 1.01965 | 0.98965 | 1.04965 | ||
| 4557 | 2022.07.21 23:30 | close | 1519 | 1.00 | 1.02212 | 0.98965 | 1.04965 | 247.00 | 112475.04 |
| 4558 | 2022.07.22 12:00 | buy | 1520 | 1.00 | 1.01547 | 0.00000 | 0.00000 | ||
| 4559 | 2022.07.22 12:00 | modify | 1520 | 1.00 | 1.01547 | 0.98547 | 1.04547 | ||
| 4560 | 2022.07.22 15:00 | close | 1520 | 1.00 | 1.01757 | 0.98547 | 1.04547 | 210.00 | 112685.04 |
| 4561 | 2022.07.22 17:30 | buy | 1521 | 1.00 | 1.02372 | 0.00000 | 0.00000 | ||
| 4562 | 2022.07.22 17:30 | modify | 1521 | 1.00 | 1.02372 | 0.99372 | 1.05372 | ||
| 4563 | 2022.07.26 16:30 | sell | 1522 | 1.00 | 1.01486 | 0.00000 | 0.00000 | ||
| 4564 | 2022.07.26 16:30 | modify | 1522 | 1.00 | 1.01486 | 1.04486 | 0.98486 | ||
| 4565 | 2022.07.26 18:30 | close | 1522 | 1.00 | 1.01243 | 1.04486 | 0.98486 | 243.00 | 112928.04 |
| 4566 | 2022.07.27 17:30 | close | 1521 | 1.00 | 1.01102 | 0.99372 | 1.05372 | -1287.33 | 111640.71 |
| 4567 | 2022.07.28 16:30 | sell | 1523 | 1.00 | 1.01685 | 0.00000 | 0.00000 | ||
| 4568 | 2022.07.28 16:30 | modify | 1523 | 1.00 | 1.01685 | 1.04685 | 0.98685 | ||
| 4569 | 2022.07.28 17:00 | close | 1523 | 1.00 | 1.01411 | 1.04685 | 0.98685 | 274.00 | 111914.71 |
| 4570 | 2022.08.02 17:30 | sell | 1524 | 1.00 | 1.02072 | 0.00000 | 0.00000 | ||
| 4571 | 2022.08.02 17:30 | modify | 1524 | 1.00 | 1.02072 | 1.05072 | 0.99072 | ||
| 4572 | 2022.08.02 20:30 | close | 1524 | 1.00 | 1.01767 | 1.05072 | 0.99072 | 305.00 | 112219.71 |
| 4573 | 2022.08.04 15:00 | sell | 1525 | 1.00 | 1.01758 | 0.00000 | 0.00000 | ||
| 4574 | 2022.08.04 15:00 | modify | 1525 | 1.00 | 1.01758 | 1.04758 | 0.98758 | ||
| 4575 | 2022.08.05 18:30 | close | 1525 | 1.00 | 1.01531 | 1.04758 | 0.98758 | 229.82 | 112449.53 |
| 4576 | 2022.08.10 17:00 | sell | 1526 | 1.00 | 1.03219 | 0.00000 | 0.00000 | ||
| 4577 | 2022.08.10 17:00 | modify | 1526 | 1.00 | 1.03219 | 1.06219 | 1.00219 | ||
| 4578 | 2022.08.10 23:30 | close | 1526 | 1.00 | 1.03016 | 1.06219 | 1.00219 | 203.00 | 112652.53 |
| 4579 | 2022.08.23 10:30 | buy | 1527 | 1.00 | 0.99081 | 0.00000 | 0.00000 | ||
| 4580 | 2022.08.23 10:30 | modify | 1527 | 1.00 | 0.99081 | 0.96081 | 1.02081 | ||
| 4581 | 2022.08.23 11:00 | close | 1527 | 1.00 | 0.99332 | 0.96081 | 1.02081 | 251.00 | 112903.53 |
| 4582 | 2022.08.23 18:30 | buy | 1528 | 1.00 | 0.99907 | 0.00000 | 0.00000 | ||
| 4583 | 2022.08.23 18:30 | modify | 1528 | 1.00 | 0.99907 | 0.96907 | 1.02907 | ||
| 4584 | 2022.08.25 09:30 | close | 1528 | 1.00 | 1.00147 | 0.96907 | 1.02907 | 216.90 | 113120.43 |
| 4585 | 2022.08.25 10:00 | buy | 1529 | 1.00 | 1.00121 | 0.00000 | 0.00000 | ||
| 4586 | 2022.08.25 10:00 | modify | 1529 | 1.00 | 1.00121 | 0.97121 | 1.03121 | ||
| 4587 | 2022.08.26 16:00 | close | 1529 | 1.00 | 1.00327 | 0.97121 | 1.03121 | 200.22 | 113320.65 |
| 4588 | 2022.08.26 19:00 | buy | 1530 | 1.00 | 0.99983 | 0.00000 | 0.00000 | ||
| 4589 | 2022.08.26 19:00 | modify | 1530 | 1.00 | 0.99983 | 0.96983 | 1.02983 | ||
| 4590 | 2022.08.29 15:30 | close | 1530 | 1.00 | 1.00191 | 0.96983 | 1.02983 | 202.22 | 113522.87 |
| 4591 | 2022.08.31 15:30 | buy | 1531 | 1.00 | 0.99949 | 0.00000 | 0.00000 | ||
| 4592 | 2022.08.31 15:30 | modify | 1531 | 1.00 | 0.99949 | 0.96949 | 1.02949 | ||
| 4593 | 2022.08.31 17:30 | close | 1531 | 1.00 | 1.00275 | 0.96949 | 1.02949 | 326.00 | 113848.87 |
| 4594 | 2022.08.31 19:00 | buy | 1532 | 1.00 | 1.00644 | 0.00000 | 0.00000 | ||
| 4595 | 2022.08.31 19:00 | modify | 1532 | 1.00 | 1.00644 | 0.97644 | 1.03644 | ||
| 4596 | 2022.09.01 18:00 | close | 1532 | 1.00 | 0.99320 | 0.97644 | 1.03644 | -1341.33 | 112507.55 |
| 4597 | 2022.09.01 18:30 | buy | 1533 | 1.00 | 0.99363 | 0.00000 | 0.00000 | ||
| 4598 | 2022.09.01 18:30 | modify | 1533 | 1.00 | 0.99363 | 0.96363 | 1.02363 | ||
| 4599 | 2022.09.01 21:30 | close | 1533 | 1.00 | 0.99575 | 0.96363 | 1.02363 | 212.00 | 112719.55 |
| 4600 | 2022.09.05 11:00 | buy | 1534 | 1.00 | 0.99126 | 0.00000 | 0.00000 | ||
| 4601 | 2022.09.05 11:00 | modify | 1534 | 1.00 | 0.99126 | 0.96126 | 1.02126 | ||
| 4602 | 2022.09.05 13:30 | close | 1534 | 1.00 | 0.99372 | 0.96126 | 1.02126 | 246.00 | 112965.55 |
| 4603 | 2022.09.06 18:30 | buy | 1535 | 1.00 | 0.99120 | 0.00000 | 0.00000 | ||
| 4604 | 2022.09.06 18:30 | modify | 1535 | 1.00 | 0.99120 | 0.96120 | 1.02120 | ||
| 4605 | 2022.09.07 17:30 | close | 1535 | 1.00 | 0.99358 | 0.96120 | 1.02120 | 232.22 | 113197.77 |
| 4606 | 2022.09.08 17:00 | buy | 1536 | 1.00 | 0.99664 | 0.00000 | 0.00000 | ||
| 4607 | 2022.09.08 17:00 | modify | 1536 | 1.00 | 0.99664 | 0.96664 | 1.02664 | ||
| 4608 | 2022.09.08 17:30 | sell | 1537 | 1.00 | 0.99654 | 0.00000 | 0.00000 | ||
| 4609 | 2022.09.08 17:30 | modify | 1537 | 1.00 | 0.99654 | 1.02654 | 0.96654 | ||
| 4610 | 2022.09.08 20:30 | close | 1536 | 1.00 | 0.99924 | 0.96664 | 1.02664 | 260.00 | 113457.77 |
| 4611 | 2022.09.09 10:30 | close | 1537 | 1.00 | 1.01104 | 1.02654 | 0.96654 | -1447.18 | 112010.59 |
| 4612 | 2022.09.09 16:00 | buy | 1538 | 1.00 | 1.00458 | 0.00000 | 0.00000 | ||
| 4613 | 2022.09.09 16:00 | modify | 1538 | 1.00 | 1.00458 | 0.97458 | 1.03458 | ||
| 4614 | 2022.09.12 02:00 | close | 1538 | 1.00 | 1.00673 | 0.97458 | 1.03458 | 209.22 | 112219.82 |
| 4615 | 2022.09.12 15:30 | buy | 1539 | 1.00 | 1.01404 | 0.00000 | 0.00000 | ||
| 4616 | 2022.09.12 15:30 | modify | 1539 | 1.00 | 1.01404 | 0.98404 | 1.04404 | ||
| 4617 | 2022.09.13 13:00 | close | 1539 | 1.00 | 1.01655 | 0.98404 | 1.04404 | 245.22 | 112465.04 |
| 4618 | 2022.09.21 21:00 | buy | 1540 | 1.00 | 0.98740 | 0.00000 | 0.00000 | ||
| 4619 | 2022.09.21 21:00 | modify | 1540 | 1.00 | 0.98740 | 0.95740 | 1.01740 | ||
| 4620 | 2022.09.21 22:00 | close | 1540 | 1.00 | 0.99053 | 0.95740 | 1.01740 | 313.00 | 112778.04 |
| 4621 | 2022.09.22 12:00 | buy | 1541 | 1.00 | 0.98808 | 0.00000 | 0.00000 | ||
| 4622 | 2022.09.22 12:00 | modify | 1541 | 1.00 | 0.98808 | 0.95808 | 1.01808 | ||
| 4623 | 2022.09.23 12:00 | close | 1541 | 1.00 | 0.97530 | 0.95808 | 1.01808 | -1283.78 | 111494.26 |
| 4624 | 2022.09.23 12:30 | buy | 1542 | 1.00 | 0.97545 | 0.00000 | 0.00000 | ||
| 4625 | 2022.09.23 12:30 | modify | 1542 | 1.00 | 0.97545 | 0.94545 | 1.00545 | ||
| 4626 | 2022.09.26 04:00 | close | 1542 | 1.00 | 0.95694 | 0.94545 | 1.00545 | -1856.78 | 109637.49 |
| 4627 | 2022.09.26 15:00 | buy | 1543 | 1.00 | 0.96392 | 0.00000 | 0.00000 | ||
| 4628 | 2022.09.26 15:00 | modify | 1543 | 1.00 | 0.96392 | 0.93392 | 0.99392 | ||
| 4629 | 2022.09.26 16:00 | close | 1543 | 1.00 | 0.96692 | 0.93392 | 0.99392 | 300.00 | 109937.49 |
| 4630 | 2022.09.26 17:30 | sell | 1544 | 1.00 | 0.96653 | 0.00000 | 0.00000 | ||
| 4631 | 2022.09.26 17:30 | modify | 1544 | 1.00 | 0.96653 | 0.99653 | 0.93653 | ||
| 4632 | 2022.09.26 18:30 | close | 1544 | 1.00 | 0.96437 | 0.99653 | 0.93653 | 216.00 | 110153.49 |
| 4633 | 2022.09.27 11:30 | sell | 1545 | 1.00 | 0.96365 | 0.00000 | 0.00000 | ||
| 4634 | 2022.09.27 11:30 | modify | 1545 | 1.00 | 0.96365 | 0.99365 | 0.93365 | ||
| 4635 | 2022.09.27 13:00 | close | 1545 | 1.00 | 0.96092 | 0.99365 | 0.93365 | 273.00 | 110426.49 |
| 4636 | 2022.09.27 15:00 | buy | 1546 | 1.00 | 0.96400 | 0.00000 | 0.00000 | ||
| 4637 | 2022.09.27 15:00 | modify | 1546 | 1.00 | 0.96400 | 0.93400 | 0.99400 | ||
| 4638 | 2022.09.28 19:00 | close | 1546 | 1.00 | 0.96791 | 0.93400 | 0.99400 | 385.22 | 110811.71 |
| 4639 | 2022.09.28 19:30 | buy | 1547 | 1.00 | 0.96841 | 0.00000 | 0.00000 | ||
| 4640 | 2022.09.28 19:30 | modify | 1547 | 1.00 | 0.96841 | 0.93841 | 0.99841 | ||
| 4641 | 2022.09.28 20:30 | close | 1547 | 1.00 | 0.97340 | 0.93841 | 0.99841 | 499.00 | 111310.71 |
| 4642 | 2022.09.29 11:00 | sell | 1548 | 1.00 | 0.96551 | 0.00000 | 0.00000 | ||
| 4643 | 2022.09.29 11:00 | modify | 1548 | 1.00 | 0.96551 | 0.99551 | 0.93551 | ||
| 4644 | 2022.09.29 15:00 | buy | 1549 | 1.00 | 0.97244 | 0.00000 | 0.00000 | ||
| 4645 | 2022.09.29 15:00 | modify | 1549 | 1.00 | 0.97244 | 0.94244 | 1.00244 | ||
| 4646 | 2022.09.29 18:00 | close | 1549 | 1.00 | 0.97655 | 0.94244 | 1.00244 | 411.00 | 111721.71 |
| 4647 | 2022.09.29 19:00 | buy | 1550 | 1.00 | 0.97744 | 0.00000 | 0.00000 | ||
| 4648 | 2022.09.29 19:00 | modify | 1550 | 1.00 | 0.97744 | 0.94744 | 1.00744 | ||
| 4649 | 2022.09.29 19:30 | close | 1548 | 1.00 | 0.97906 | 0.99551 | 0.93551 | -1355.00 | 110366.71 |
| 4650 | 2022.09.29 22:30 | close | 1550 | 1.00 | 0.97984 | 0.94744 | 1.00744 | 240.00 | 110606.71 |