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 |
| 4651 | 2022.09.30 17:30 | sell | 1551 | 1.00 | 0.97713 | 0.00000 | 0.00000 | ||
| 4652 | 2022.09.30 17:30 | modify | 1551 | 1.00 | 0.97713 | 1.00713 | 0.94713 | ||
| 4653 | 2022.09.30 18:30 | buy | 1552 | 1.00 | 0.97973 | 0.00000 | 0.00000 | ||
| 4654 | 2022.09.30 18:30 | modify | 1552 | 1.00 | 0.97973 | 0.94973 | 1.00973 | ||
| 4655 | 2022.10.03 05:00 | close | 1552 | 1.00 | 0.98254 | 0.94973 | 1.00973 | 275.22 | 110881.94 |
| 4656 | 2022.10.04 13:30 | close | 1551 | 1.00 | 0.99005 | 1.00713 | 0.94713 | -1286.36 | 109595.58 |
| 4657 | 2022.10.04 17:30 | buy | 1553 | 1.00 | 0.99400 | 0.00000 | 0.00000 | ||
| 4658 | 2022.10.04 17:30 | modify | 1553 | 1.00 | 0.99400 | 0.96400 | 1.02400 | ||
| 4659 | 2022.10.04 18:30 | close | 1553 | 1.00 | 0.99760 | 0.96400 | 1.02400 | 360.00 | 109955.58 |
| 4660 | 2022.10.05 16:00 | sell | 1554 | 1.00 | 0.99113 | 0.00000 | 0.00000 | ||
| 4661 | 2022.10.05 16:00 | modify | 1554 | 1.00 | 0.99113 | 1.02113 | 0.96113 | ||
| 4662 | 2022.10.05 16:30 | close | 1554 | 1.00 | 0.98798 | 1.02113 | 0.96113 | 315.00 | 110270.58 |
| 4663 | 2022.10.07 18:30 | sell | 1555 | 1.00 | 0.97874 | 0.00000 | 0.00000 | ||
| 4664 | 2022.10.07 18:30 | modify | 1555 | 1.00 | 0.97874 | 1.00874 | 0.94874 | ||
| 4665 | 2022.10.07 19:30 | close | 1555 | 1.00 | 0.97664 | 1.00874 | 0.94874 | 210.00 | 110480.58 |
| 4666 | 2022.10.11 22:30 | sell | 1556 | 1.00 | 0.97109 | 0.00000 | 0.00000 | ||
| 4667 | 2022.10.11 22:30 | modify | 1556 | 1.00 | 0.97109 | 1.00109 | 0.94109 | ||
| 4668 | 2022.10.12 05:30 | close | 1556 | 1.00 | 0.96887 | 1.00109 | 0.94109 | 224.82 | 110705.39 |
| 4669 | 2022.10.12 11:00 | buy | 1557 | 1.00 | 0.97087 | 0.00000 | 0.00000 | ||
| 4670 | 2022.10.12 11:00 | modify | 1557 | 1.00 | 0.97087 | 0.94087 | 1.00087 | ||
| 4671 | 2022.10.13 12:30 | close | 1557 | 1.00 | 0.97405 | 0.94087 | 1.00087 | 300.67 | 111006.07 |
| 4672 | 2022.10.14 17:30 | sell | 1558 | 1.00 | 0.97400 | 0.00000 | 0.00000 | ||
| 4673 | 2022.10.14 17:30 | modify | 1558 | 1.00 | 0.97400 | 1.00400 | 0.94400 | ||
| 4674 | 2022.10.14 20:00 | close | 1558 | 1.00 | 0.97189 | 1.00400 | 0.94400 | 211.00 | 111217.07 |
| 4675 | 2022.10.17 17:00 | buy | 1559 | 1.00 | 0.97836 | 0.00000 | 0.00000 | ||
| 4676 | 2022.10.17 17:00 | modify | 1559 | 1.00 | 0.97836 | 0.94836 | 1.00836 | ||
| 4677 | 2022.10.17 18:00 | close | 1559 | 1.00 | 0.98166 | 0.94836 | 1.00836 | 330.00 | 111547.07 |
| 4678 | 2022.10.20 18:00 | sell | 1560 | 1.00 | 0.98447 | 0.00000 | 0.00000 | ||
| 4679 | 2022.10.20 18:00 | modify | 1560 | 1.00 | 0.98447 | 1.01447 | 0.95447 | ||
| 4680 | 2022.10.20 19:00 | close | 1560 | 1.00 | 0.98237 | 1.01447 | 0.95447 | 210.00 | 111757.07 |
| 4681 | 2022.10.21 20:00 | buy | 1561 | 1.00 | 0.98402 | 0.00000 | 0.00000 | ||
| 4682 | 2022.10.21 20:00 | modify | 1561 | 1.00 | 0.98402 | 0.95402 | 1.01402 | ||
| 4683 | 2022.10.21 22:30 | close | 1561 | 1.00 | 0.98628 | 0.95402 | 1.01402 | 226.00 | 111983.07 |
| 4684 | 2022.10.24 15:30 | buy | 1562 | 1.00 | 0.98383 | 0.00000 | 0.00000 | ||
| 4685 | 2022.10.24 15:30 | modify | 1562 | 1.00 | 0.98383 | 0.95383 | 1.01383 | ||
| 4686 | 2022.10.24 17:00 | close | 1562 | 1.00 | 0.98755 | 0.95383 | 1.01383 | 372.00 | 112355.07 |
| 4687 | 2022.10.26 17:00 | buy | 1563 | 1.00 | 1.00148 | 0.00000 | 0.00000 | ||
| 4688 | 2022.10.26 17:00 | modify | 1563 | 1.00 | 1.00148 | 0.97148 | 1.03148 | ||
| 4689 | 2022.10.26 18:00 | close | 1563 | 1.00 | 1.00478 | 0.97148 | 1.03148 | 330.00 | 112685.07 |
| 4690 | 2022.10.27 17:00 | buy | 1564 | 1.00 | 1.00071 | 0.00000 | 0.00000 | ||
| 4691 | 2022.10.27 17:00 | modify | 1564 | 1.00 | 1.00071 | 0.97071 | 1.03071 | ||
| 4692 | 2022.10.27 17:30 | close | 1564 | 1.00 | 1.00424 | 0.97071 | 1.03071 | 353.00 | 113038.07 |
| 4693 | 2022.11.01 19:30 | buy | 1565 | 1.00 | 0.98675 | 0.00000 | 0.00000 | ||
| 4694 | 2022.11.01 19:30 | modify | 1565 | 1.00 | 0.98675 | 0.95675 | 1.01675 | ||
| 4695 | 2022.11.02 05:00 | close | 1565 | 1.00 | 0.98878 | 0.95675 | 1.01675 | 197.22 | 113235.29 |
| 4696 | 2022.11.04 10:00 | buy | 1566 | 1.00 | 0.97817 | 0.00000 | 0.00000 | ||
| 4697 | 2022.11.04 10:00 | modify | 1566 | 1.00 | 0.97817 | 0.94817 | 1.00817 | ||
| 4698 | 2022.11.04 16:00 | close | 1566 | 1.00 | 0.98469 | 0.94817 | 1.00817 | 652.00 | 113887.29 |
| 4699 | 2022.11.04 17:00 | sell | 1567 | 1.00 | 0.98664 | 0.00000 | 0.00000 | ||
| 4700 | 2022.11.04 17:00 | modify | 1567 | 1.00 | 0.98664 | 1.01664 | 0.95664 | ||
| 4701 | 2022.11.07 02:30 | buy | 1568 | 1.00 | 0.99323 | 0.00000 | 0.00000 | ||
| 4702 | 2022.11.07 02:30 | modify | 1568 | 1.00 | 0.99323 | 0.96323 | 1.02323 | ||
| 4703 | 2022.11.07 10:30 | close | 1568 | 1.00 | 0.99587 | 0.96323 | 1.02323 | 264.00 | 114151.29 |
| 4704 | 2022.11.07 11:30 | close | 1567 | 1.00 | 0.99922 | 1.01664 | 0.95664 | -1255.18 | 112896.11 |
| 4705 | 2022.11.07 11:30 | buy | 1569 | 1.00 | 0.99922 | 0.00000 | 0.00000 | ||
| 4706 | 2022.11.07 11:30 | modify | 1569 | 1.00 | 0.99922 | 0.96922 | 1.02922 | ||
| 4707 | 2022.11.07 19:30 | close | 1569 | 1.00 | 1.00238 | 0.96922 | 1.02922 | 316.00 | 113212.11 |
| 4708 | 2022.11.09 17:30 | buy | 1570 | 1.00 | 1.00418 | 0.00000 | 0.00000 | ||
| 4709 | 2022.11.09 17:30 | modify | 1570 | 1.00 | 1.00418 | 0.97418 | 1.03418 | ||
| 4710 | 2022.11.10 13:30 | sell | 1571 | 1.00 | 0.99522 | 0.00000 | 0.00000 | ||
| 4711 | 2022.11.10 13:30 | modify | 1571 | 1.00 | 0.99522 | 1.02522 | 0.96522 | ||
| 4712 | 2022.11.10 16:00 | close | 1571 | 1.00 | 1.01242 | 1.02522 | 0.96522 | -1720.00 | 111492.11 |
| 4713 | 2022.11.10 16:00 | close | 1570 | 1.00 | 1.01227 | 0.97418 | 1.03418 | 791.67 | 112283.78 |
| 4714 | 2022.11.10 17:30 | sell | 1572 | 1.00 | 1.01734 | 0.00000 | 0.00000 | ||
| 4715 | 2022.11.10 17:30 | modify | 1572 | 1.00 | 1.01734 | 1.04734 | 0.98734 | ||
| 4716 | 2022.11.10 20:00 | close | 1572 | 1.00 | 1.01438 | 1.04734 | 0.98734 | 296.00 | 112579.78 |
| 4717 | 2022.11.11 10:30 | sell | 1573 | 1.00 | 1.02442 | 0.00000 | 0.00000 | ||
| 4718 | 2022.11.11 10:30 | modify | 1573 | 1.00 | 1.02442 | 1.05442 | 0.99442 | ||
| 4719 | 2022.11.11 13:00 | buy | 1574 | 1.00 | 1.02570 | 0.00000 | 0.00000 | ||
| 4720 | 2022.11.11 13:00 | modify | 1574 | 1.00 | 1.02570 | 0.99570 | 1.05570 | ||
| 4721 | 2022.11.11 14:00 | close | 1574 | 1.00 | 1.02908 | 0.99570 | 1.05570 | 338.00 | 112917.78 |
| 4722 | 2022.11.14 03:30 | buy | 1575 | 1.00 | 1.03333 | 0.00000 | 0.00000 | ||
| 4723 | 2022.11.14 03:30 | modify | 1575 | 1.00 | 1.03333 | 1.00333 | 1.06333 | ||
| 4724 | 2022.11.14 20:30 | close | 1575 | 1.00 | 1.03533 | 1.00333 | 1.06333 | 200.00 | 113117.78 |
| 4725 | 2022.11.15 09:30 | close | 1573 | 1.00 | 1.03797 | 1.05442 | 0.99442 | -1349.36 | 111768.42 |
| 4726 | 2022.11.15 17:30 | sell | 1576 | 1.00 | 1.03995 | 0.00000 | 0.00000 | ||
| 4727 | 2022.11.15 17:30 | modify | 1576 | 1.00 | 1.03995 | 1.06995 | 1.00995 | ||
| 4728 | 2022.11.15 18:00 | close | 1576 | 1.00 | 1.03696 | 1.06995 | 1.00995 | 299.00 | 112067.42 |
| 4729 | 2022.11.15 19:30 | sell | 1577 | 1.00 | 1.03726 | 0.00000 | 0.00000 | ||
| 4730 | 2022.11.15 19:30 | modify | 1577 | 1.00 | 1.03726 | 1.06726 | 1.00726 | ||
| 4731 | 2022.11.15 20:30 | close | 1577 | 1.00 | 1.03267 | 1.06726 | 1.00726 | 459.00 | 112526.42 |
| 4732 | 2022.11.16 10:30 | buy | 1578 | 1.00 | 1.03998 | 0.00000 | 0.00000 | ||
| 4733 | 2022.11.16 10:30 | modify | 1578 | 1.00 | 1.03998 | 1.00998 | 1.06998 | ||
| 4734 | 2022.11.16 12:30 | close | 1578 | 1.00 | 1.04265 | 1.00998 | 1.06998 | 267.00 | 112793.42 |
| 4735 | 2022.11.17 15:30 | sell | 1579 | 1.00 | 1.03331 | 0.00000 | 0.00000 | ||
| 4736 | 2022.11.17 15:30 | modify | 1579 | 1.00 | 1.03331 | 1.06331 | 1.00331 | ||
| 4737 | 2022.11.21 03:30 | close | 1579 | 1.00 | 1.03073 | 1.06331 | 1.00331 | 263.64 | 113057.06 |
| 4738 | 2022.11.29 16:30 | buy | 1580 | 1.00 | 1.03317 | 0.00000 | 0.00000 | ||
| 4739 | 2022.11.29 16:30 | modify | 1580 | 1.00 | 1.03317 | 1.00317 | 1.06317 | ||
| 4740 | 2022.11.29 17:30 | close | 1580 | 1.00 | 1.03670 | 1.00317 | 1.06317 | 353.00 | 113410.06 |
| 4741 | 2022.11.30 17:00 | buy | 1581 | 1.00 | 1.03868 | 0.00000 | 0.00000 | ||
| 4742 | 2022.11.30 17:00 | modify | 1581 | 1.00 | 1.03868 | 1.00868 | 1.06868 | ||
| 4743 | 2022.11.30 22:00 | close | 1581 | 1.00 | 1.04135 | 1.00868 | 1.06868 | 267.00 | 113677.06 |
| 4744 | 2022.12.01 19:30 | sell | 1582 | 1.00 | 1.04991 | 0.00000 | 0.00000 | ||
| 4745 | 2022.12.01 19:30 | modify | 1582 | 1.00 | 1.04991 | 1.07991 | 1.01991 | ||
| 4746 | 2022.12.02 16:00 | close | 1582 | 1.00 | 1.04635 | 1.07991 | 1.01991 | 358.82 | 114035.88 |
| 4747 | 2022.12.07 17:30 | sell | 1583 | 1.00 | 1.05236 | 0.00000 | 0.00000 | ||
| 4748 | 2022.12.07 17:30 | modify | 1583 | 1.00 | 1.05236 | 1.08236 | 1.02236 | ||
| 4749 | 2022.12.07 18:30 | close | 1583 | 1.00 | 1.04924 | 1.08236 | 1.02236 | 312.00 | 114347.88 |
| 4750 | 2022.12.09 17:30 | buy | 1584 | 1.00 | 1.05243 | 0.00000 | 0.00000 | ||
| 4751 | 2022.12.09 17:30 | modify | 1584 | 1.00 | 1.05243 | 1.02243 | 1.08243 | ||
| 4752 | 2022.12.09 19:00 | close | 1584 | 1.00 | 1.05490 | 1.02243 | 1.08243 | 247.00 | 114594.88 |
| 4753 | 2022.12.12 17:30 | buy | 1585 | 1.00 | 1.05569 | 0.00000 | 0.00000 | ||
| 4754 | 2022.12.12 17:30 | modify | 1585 | 1.00 | 1.05569 | 1.02569 | 1.08569 | ||
| 4755 | 2022.12.13 16:00 | close | 1585 | 1.00 | 1.06466 | 1.02569 | 1.08569 | 891.22 | 115486.10 |
| 4756 | 2022.12.20 16:30 | sell | 1586 | 1.00 | 1.06146 | 0.00000 | 0.00000 | ||
| 4757 | 2022.12.20 16:30 | modify | 1586 | 1.00 | 1.06146 | 1.09146 | 1.03146 | ||
| 4758 | 2022.12.22 19:00 | close | 1586 | 1.00 | 1.05885 | 1.09146 | 1.03146 | 272.28 | 115758.38 |
| 4759 | 2023.01.03 17:00 | buy | 1587 | 1.00 | 1.05757 | 0.00000 | 0.00000 | ||
| 4760 | 2023.01.03 17:00 | modify | 1587 | 1.00 | 1.05757 | 1.02757 | 1.08757 | ||
| 4761 | 2023.01.03 19:00 | sell | 1588 | 1.00 | 1.05579 | 0.00000 | 0.00000 | ||
| 4762 | 2023.01.03 19:00 | modify | 1588 | 1.00 | 1.05579 | 1.08579 | 1.02579 | ||
| 4763 | 2023.01.04 10:30 | close | 1587 | 1.00 | 1.06215 | 1.02757 | 1.08757 | 452.22 | 116210.60 |
| 4764 | 2023.01.05 17:30 | close | 1588 | 1.00 | 1.05299 | 1.08579 | 1.02579 | 291.28 | 116501.88 |
| 4765 | 2023.01.05 17:30 | buy | 1589 | 1.00 | 1.05299 | 0.00000 | 0.00000 | ||
| 4766 | 2023.01.05 17:30 | modify | 1589 | 1.00 | 1.05299 | 1.02299 | 1.08299 | ||
| 4767 | 2023.01.06 17:30 | close | 1589 | 1.00 | 1.05814 | 1.02299 | 1.08299 | 509.22 | 117011.11 |
| 4768 | 2023.01.12 20:30 | buy | 1590 | 1.00 | 1.08509 | 0.00000 | 0.00000 | ||
| 4769 | 2023.01.12 20:30 | modify | 1590 | 1.00 | 1.08509 | 1.05509 | 1.11509 | ||
| 4770 | 2023.01.16 04:30 | close | 1590 | 1.00 | 1.08731 | 1.05509 | 1.11509 | 210.45 | 117221.55 |
| 4771 | 2023.02.01 17:30 | sell | 1591 | 1.00 | 1.09044 | 0.00000 | 0.00000 | ||
| 4772 | 2023.02.01 17:30 | modify | 1591 | 1.00 | 1.09044 | 1.12044 | 1.06044 | ||
| 4773 | 2023.02.03 16:00 | close | 1591 | 1.00 | 1.08411 | 1.12044 | 1.06044 | 644.28 | 117865.83 |
| 4774 | 2023.02.03 17:30 | sell | 1592 | 1.00 | 1.08521 | 0.00000 | 0.00000 | ||
| 4775 | 2023.02.03 17:30 | modify | 1592 | 1.00 | 1.08521 | 1.11521 | 1.05521 | ||
| 4776 | 2023.02.03 19:00 | close | 1592 | 1.00 | 1.08263 | 1.11521 | 1.05521 | 258.00 | 118123.83 |
| 4777 | 2023.02.09 11:30 | buy | 1593 | 1.00 | 1.07557 | 0.00000 | 0.00000 | ||
| 4778 | 2023.02.09 11:30 | modify | 1593 | 1.00 | 1.07557 | 1.04557 | 1.10557 | ||
| 4779 | 2023.02.09 13:00 | close | 1593 | 1.00 | 1.07773 | 1.04557 | 1.10557 | 216.00 | 118339.83 |
| 4780 | 2023.03.01 10:30 | sell | 1594 | 1.00 | 1.06396 | 0.00000 | 0.00000 | ||
| 4781 | 2023.03.01 10:30 | modify | 1594 | 1.00 | 1.06396 | 1.09396 | 1.03396 | ||
| 4782 | 2023.03.02 13:00 | close | 1594 | 1.00 | 1.06152 | 1.09396 | 1.03396 | 252.46 | 118592.29 |
| 4783 | 2023.03.13 17:30 | buy | 1595 | 1.00 | 1.06991 | 0.00000 | 0.00000 | ||
| 4784 | 2023.03.13 17:30 | modify | 1595 | 1.00 | 1.06991 | 1.03991 | 1.09991 | ||
| 4785 | 2023.03.13 18:00 | close | 1595 | 1.00 | 1.07224 | 1.03991 | 1.09991 | 233.00 | 118825.29 |
| 4786 | 2023.03.13 19:00 | sell | 1596 | 1.00 | 1.07332 | 0.00000 | 0.00000 | ||
| 4787 | 2023.03.13 19:00 | modify | 1596 | 1.00 | 1.07332 | 1.10332 | 1.04332 | ||
| 4788 | 2023.03.14 04:30 | close | 1596 | 1.00 | 1.07129 | 1.10332 | 1.04332 | 205.82 | 119031.11 |
| 4789 | 2023.03.15 19:00 | sell | 1597 | 1.00 | 1.05338 | 0.00000 | 0.00000 | ||
| 4790 | 2023.03.15 19:00 | modify | 1597 | 1.00 | 1.05338 | 1.08338 | 1.02338 | ||
| 4791 | 2023.03.17 10:00 | close | 1597 | 1.00 | 1.06641 | 1.08338 | 1.02338 | -1291.72 | 117739.38 |
| 4792 | 2023.03.22 22:30 | sell | 1598 | 1.00 | 1.08920 | 0.00000 | 0.00000 | ||
| 4793 | 2023.03.22 22:30 | modify | 1598 | 1.00 | 1.08920 | 1.11920 | 1.05920 | ||
| 4794 | 2023.03.22 23:00 | close | 1598 | 1.00 | 1.08667 | 1.11920 | 1.05920 | 253.00 | 117992.38 |
| 4795 | 2023.03.24 15:30 | sell | 1599 | 1.00 | 1.07376 | 0.00000 | 0.00000 | ||
| 4796 | 2023.03.24 15:30 | modify | 1599 | 1.00 | 1.07376 | 1.10376 | 1.04376 | ||
| 4797 | 2023.03.30 11:30 | close | 1599 | 1.00 | 1.08641 | 1.10376 | 1.04376 | -1248.09 | 116744.30 |
| 4798 | 2023.04.26 14:00 | buy | 1600 | 1.00 | 1.10466 | 0.00000 | 0.00000 | ||
| 4799 | 2023.04.26 14:00 | modify | 1600 | 1.00 | 1.10466 | 1.07466 | 1.13466 | ||
| 4800 | 2023.04.26 16:30 | close | 1600 | 1.00 | 1.10876 | 1.07466 | 1.13466 | 410.00 | 117154.30 |