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 |
| 4801 | 2023.05.04 17:30 | sell | 1601 | 1.00 | 1.10261 | 0.00000 | 0.00000 | ||
| 4802 | 2023.05.04 17:30 | modify | 1601 | 1.00 | 1.10261 | 1.13261 | 1.07261 | ||
| 4803 | 2023.05.04 18:00 | close | 1601 | 1.00 | 1.10022 | 1.13261 | 1.07261 | 239.00 | 117393.30 |
| 4804 | 2023.05.11 16:00 | buy | 1602 | 1.00 | 1.09342 | 0.00000 | 0.00000 | ||
| 4805 | 2023.05.11 16:00 | modify | 1602 | 1.00 | 1.09342 | 1.06342 | 1.12342 | ||
| 4806 | 2023.05.18 12:30 | close | 1602 | 1.00 | 1.08079 | 1.06342 | 1.12342 | -1303.43 | 116089.87 |
| 4807 | 2023.06.23 11:00 | sell | 1603 | 1.00 | 1.08688 | 0.00000 | 0.00000 | ||
| 4808 | 2023.06.23 11:00 | modify | 1603 | 1.00 | 1.08688 | 1.11688 | 1.05688 | ||
| 4809 | 2023.06.30 11:30 | close | 1603 | 1.00 | 1.08452 | 1.11688 | 1.05688 | 255.73 | 116345.60 |
| 4810 | 2023.07.06 16:00 | sell | 1604 | 1.00 | 1.08739 | 0.00000 | 0.00000 | ||
| 4811 | 2023.07.06 16:00 | modify | 1604 | 1.00 | 1.08739 | 1.11739 | 1.05739 | ||
| 4812 | 2023.07.06 17:30 | close | 1604 | 1.00 | 1.08464 | 1.11739 | 1.05739 | 275.00 | 116620.60 |
| 4813 | 2023.07.13 16:00 | sell | 1605 | 1.00 | 1.11797 | 0.00000 | 0.00000 | ||
| 4814 | 2023.07.13 16:00 | modify | 1605 | 1.00 | 1.11797 | 1.14797 | 1.08797 | ||
| 4815 | 2023.07.20 17:30 | close | 1605 | 1.00 | 1.11501 | 1.14797 | 1.08797 | 315.73 | 116936.33 |
| 4816 | 2023.07.24 17:00 | buy | 1606 | 1.00 | 1.10864 | 0.00000 | 0.00000 | ||
| 4817 | 2023.07.24 17:00 | modify | 1606 | 1.00 | 1.10864 | 1.07864 | 1.13864 | ||
| 4818 | 2023.07.27 10:30 | close | 1606 | 1.00 | 1.11169 | 1.07864 | 1.13864 | 276.12 | 117212.46 |
| 4819 | 2023.07.27 20:30 | buy | 1607 | 1.00 | 1.09962 | 0.00000 | 0.00000 | ||
| 4820 | 2023.07.27 20:30 | modify | 1607 | 1.00 | 1.09962 | 1.06962 | 1.12962 | ||
| 4821 | 2023.07.28 14:30 | close | 1607 | 1.00 | 1.10177 | 1.06962 | 1.12962 | 209.22 | 117421.68 |
| 4822 | 2023.07.28 16:00 | buy | 1608 | 1.00 | 1.10107 | 0.00000 | 0.00000 | ||
| 4823 | 2023.07.28 16:00 | modify | 1608 | 1.00 | 1.10107 | 1.07107 | 1.13107 | ||
| 4824 | 2023.07.28 17:30 | close | 1608 | 1.00 | 1.10377 | 1.07107 | 1.13107 | 270.00 | 117691.68 |
| 4825 | 2023.08.25 17:30 | buy | 1609 | 1.00 | 1.07918 | 0.00000 | 0.00000 | ||
| 4826 | 2023.08.25 17:30 | modify | 1609 | 1.00 | 1.07918 | 1.04918 | 1.10918 | ||
| 4827 | 2023.08.28 09:30 | close | 1609 | 1.00 | 1.08146 | 1.04918 | 1.10918 | 222.22 | 117913.90 |
| 4828 | 2023.09.14 16:30 | buy | 1610 | 1.00 | 1.06692 | 0.00000 | 0.00000 | ||
| 4829 | 2023.09.14 16:30 | modify | 1610 | 1.00 | 1.06692 | 1.03692 | 1.09692 | ||
| 4830 | 2023.09.18 19:00 | close | 1610 | 1.00 | 1.06940 | 1.03692 | 1.09692 | 236.45 | 118150.35 |
| 4831 | 2023.09.20 22:00 | buy | 1611 | 1.00 | 1.06881 | 0.00000 | 0.00000 | ||
| 4832 | 2023.09.20 22:00 | modify | 1611 | 1.00 | 1.06881 | 1.03881 | 1.09881 | ||
| 4833 | 2023.09.27 04:00 | close | 1611 | 1.00 | 1.05598 | 1.03881 | 1.09881 | -1323.43 | 116826.92 |
| 4834 | 2023.10.06 18:00 | buy | 1612 | 1.00 | 1.05392 | 0.00000 | 0.00000 | ||
| 4835 | 2023.10.06 18:00 | modify | 1612 | 1.00 | 1.05392 | 1.02392 | 1.08392 | ||
| 4836 | 2023.10.06 18:30 | close | 1612 | 1.00 | 1.05885 | 1.02392 | 1.08392 | 493.00 | 117319.92 |
| 4837 | 2023.10.19 20:00 | sell | 1613 | 1.00 | 1.05963 | 0.00000 | 0.00000 | ||
| 4838 | 2023.10.19 20:00 | modify | 1613 | 1.00 | 1.05963 | 1.08963 | 1.02963 | ||
| 4839 | 2023.10.20 04:30 | close | 1613 | 1.00 | 1.05706 | 1.08963 | 1.02963 | 259.82 | 117579.74 |
| 4840 | 2023.11.09 20:30 | sell | 1614 | 1.00 | 1.06982 | 0.00000 | 0.00000 | ||
| 4841 | 2023.11.09 20:30 | modify | 1614 | 1.00 | 1.06982 | 1.09982 | 1.03982 | ||
| 4842 | 2023.11.09 21:30 | close | 1614 | 1.00 | 1.06749 | 1.09982 | 1.03982 | 233.00 | 117812.74 |
| 4843 | 2023.11.28 18:00 | buy | 1615 | 1.00 | 1.09824 | 0.00000 | 0.00000 | ||
| 4844 | 2023.11.28 18:00 | modify | 1615 | 1.00 | 1.09824 | 1.06824 | 1.12824 | ||
| 4845 | 2023.11.28 19:00 | close | 1615 | 1.00 | 1.10055 | 1.06824 | 1.12824 | 231.00 | 118043.74 |
| 4846 | 2023.11.30 17:00 | sell | 1616 | 1.00 | 1.09085 | 0.00000 | 0.00000 | ||
| 4847 | 2023.11.30 17:00 | modify | 1616 | 1.00 | 1.09085 | 1.12085 | 1.06085 | ||
| 4848 | 2023.11.30 21:30 | close | 1616 | 1.00 | 1.08877 | 1.12085 | 1.06085 | 208.00 | 118251.74 |
| 4849 | 2023.12.01 17:30 | buy | 1617 | 1.00 | 1.08506 | 0.00000 | 0.00000 | ||
| 4850 | 2023.12.01 17:30 | modify | 1617 | 1.00 | 1.08506 | 1.05506 | 1.11506 | ||
| 4851 | 2023.12.01 19:00 | close | 1617 | 1.00 | 1.08771 | 1.05506 | 1.11506 | 265.00 | 118516.74 |
| 4852 | 2023.12.12 16:30 | buy | 1618 | 1.00 | 1.07851 | 0.00000 | 0.00000 | ||
| 4853 | 2023.12.12 16:30 | modify | 1618 | 1.00 | 1.07851 | 1.04851 | 1.10851 | ||
| 4854 | 2023.12.13 21:30 | close | 1618 | 1.00 | 1.08641 | 1.04851 | 1.10851 | 784.22 | 119300.97 |
| 4855 | 2023.12.14 15:30 | sell | 1619 | 1.00 | 1.09226 | 0.00000 | 0.00000 | ||
| 4856 | 2023.12.14 15:30 | modify | 1619 | 1.00 | 1.09226 | 1.12226 | 1.06226 | ||
| 4857 | 2023.12.14 16:30 | buy | 1620 | 1.00 | 1.09524 | 0.00000 | 0.00000 | ||
| 4858 | 2023.12.14 16:30 | modify | 1620 | 1.00 | 1.09524 | 1.06524 | 1.12524 | ||
| 4859 | 2023.12.14 17:00 | close | 1620 | 1.00 | 1.09910 | 1.06524 | 1.12524 | 386.00 | 119686.97 |
| 4860 | 2023.12.15 20:30 | close | 1619 | 1.00 | 1.09011 | 1.12226 | 1.06226 | 217.82 | 119904.79 |
| 4861 | 2023.12.22 16:00 | sell | 1621 | 1.00 | 1.10288 | 0.00000 | 0.00000 | ||
| 4862 | 2023.12.22 16:00 | modify | 1621 | 1.00 | 1.10288 | 1.13288 | 1.07288 | ||
| 4863 | 2023.12.22 19:00 | close | 1621 | 1.00 | 1.10086 | 1.13288 | 1.07288 | 202.00 | 120106.79 |
| 4864 | 2024.01.03 17:30 | buy | 1622 | 1.00 | 1.09166 | 0.00000 | 0.00000 | ||
| 4865 | 2024.01.03 17:30 | modify | 1622 | 1.00 | 1.09166 | 1.06166 | 1.12166 | ||
| 4866 | 2024.01.04 10:00 | close | 1622 | 1.00 | 1.09375 | 1.06166 | 1.12166 | 191.67 | 120298.46 |
| 4867 | 2024.01.04 16:00 | sell | 1623 | 1.00 | 1.09469 | 0.00000 | 0.00000 | ||
| 4868 | 2024.01.04 16:00 | modify | 1623 | 1.00 | 1.09469 | 1.12469 | 1.06469 | ||
| 4869 | 2024.01.05 10:00 | close | 1623 | 1.00 | 1.09246 | 1.12469 | 1.06469 | 225.82 | 120524.28 |
| 4870 | 2024.01.11 18:00 | buy | 1624 | 1.00 | 1.09481 | 0.00000 | 0.00000 | ||
| 4871 | 2024.01.11 18:00 | modify | 1624 | 1.00 | 1.09481 | 1.06481 | 1.12481 | ||
| 4872 | 2024.01.11 21:30 | close | 1624 | 1.00 | 1.09788 | 1.06481 | 1.12481 | 307.00 | 120831.28 |
| 4873 | 2024.01.16 16:00 | buy | 1625 | 1.00 | 1.08755 | 0.00000 | 0.00000 | ||
| 4874 | 2024.01.16 16:00 | modify | 1625 | 1.00 | 1.08755 | 1.05755 | 1.11755 | ||
| 4875 | 2024.01.18 03:30 | close | 1625 | 1.00 | 1.08978 | 1.05755 | 1.11755 | 199.90 | 121031.18 |
| 4876 | 2024.02.01 17:30 | sell | 1626 | 1.00 | 1.08313 | 0.00000 | 0.00000 | ||
| 4877 | 2024.02.01 17:30 | modify | 1626 | 1.00 | 1.08313 | 1.11313 | 1.05313 | ||
| 4878 | 2024.02.02 16:00 | close | 1626 | 1.00 | 1.08086 | 1.11313 | 1.05313 | 229.82 | 121261.00 |
| 4879 | 2024.06.12 17:30 | sell | 1627 | 1.00 | 1.08423 | 0.00000 | 0.00000 | ||
| 4880 | 2024.06.12 17:30 | modify | 1627 | 1.00 | 1.08423 | 1.11423 | 1.05423 | ||
| 4881 | 2024.06.12 22:00 | close | 1627 | 1.00 | 1.08131 | 1.11423 | 1.05423 | 292.00 | 121553.00 |
| 4882 | 2024.07.11 17:00 | sell | 1628 | 1.00 | 1.08866 | 0.00000 | 0.00000 | ||
| 4883 | 2024.07.11 17:00 | modify | 1628 | 1.00 | 1.08866 | 1.11866 | 1.05866 | ||
| 4884 | 2024.07.11 21:00 | close | 1628 | 1.00 | 1.08622 | 1.11866 | 1.05866 | 244.00 | 121797.00 |
| 4885 | 2024.08.05 11:00 | buy | 1629 | 1.00 | 1.09503 | 0.00000 | 0.00000 | ||
| 4886 | 2024.08.05 11:00 | modify | 1629 | 1.00 | 1.09503 | 1.06503 | 1.12503 | ||
| 4887 | 2024.08.05 13:30 | sell | 1630 | 1.00 | 1.09481 | 0.00000 | 0.00000 | ||
| 4888 | 2024.08.05 13:30 | modify | 1630 | 1.00 | 1.09481 | 1.12481 | 1.06481 | ||
| 4889 | 2024.08.05 16:00 | close | 1629 | 1.00 | 1.09910 | 1.06503 | 1.12503 | 407.00 | 122204.00 |
| 4890 | 2024.08.06 12:30 | close | 1630 | 1.00 | 1.09165 | 1.12481 | 1.06481 | 318.82 | 122522.81 |
| 4891 | 2024.08.14 16:30 | buy | 1631 | 1.00 | 1.10238 | 0.00000 | 0.00000 | ||
| 4892 | 2024.08.14 16:30 | modify | 1631 | 1.00 | 1.10238 | 1.07238 | 1.13238 | ||
| 4893 | 2024.08.19 09:00 | close | 1631 | 1.00 | 1.10475 | 1.07238 | 1.13238 | 208.12 | 122730.94 |
| 4894 | 2024.11.06 06:00 | sell | 1632 | 1.00 | 1.07463 | 0.00000 | 0.00000 | ||
| 4895 | 2024.11.06 06:00 | modify | 1632 | 1.00 | 1.07463 | 1.10463 | 1.04463 | ||
| 4896 | 2024.11.06 07:30 | buy | 1633 | 1.00 | 1.07775 | 0.00000 | 0.00000 | ||
| 4897 | 2024.11.06 07:30 | modify | 1633 | 1.00 | 1.07775 | 1.04775 | 1.10775 | ||
| 4898 | 2024.11.06 08:30 | close | 1632 | 1.00 | 1.07220 | 1.10463 | 1.04463 | 243.00 | 122973.94 |
| 4899 | 2024.11.06 09:00 | sell | 1634 | 1.00 | 1.07258 | 0.00000 | 0.00000 | ||
| 4900 | 2024.11.06 09:00 | modify | 1634 | 1.00 | 1.07258 | 1.10258 | 1.04258 | ||
| 4901 | 2024.11.06 14:30 | close | 1634 | 1.00 | 1.06989 | 1.10258 | 1.04258 | 269.00 | 123242.94 |
| 4902 | 2024.11.07 17:00 | close | 1633 | 1.00 | 1.08091 | 1.04775 | 1.10775 | 298.67 | 123541.61 |
| 4903 | 2024.11.13 16:00 | buy | 1635 | 1.00 | 1.06380 | 0.00000 | 0.00000 | ||
| 4904 | 2024.11.13 16:00 | modify | 1635 | 1.00 | 1.06380 | 1.03380 | 1.09380 | ||
| 4905 | 2024.11.14 12:30 | close | 1635 | 1.00 | 1.05091 | 1.03380 | 1.09380 | -1306.33 | 122235.28 |
| 4906 | 2024.11.14 16:00 | sell | 1636 | 1.00 | 1.05303 | 0.00000 | 0.00000 | ||
| 4907 | 2024.11.14 16:00 | modify | 1636 | 1.00 | 1.05303 | 1.08303 | 1.02303 | ||
| 4908 | 2024.11.14 17:00 | buy | 1637 | 1.00 | 1.05543 | 0.00000 | 0.00000 | ||
| 4909 | 2024.11.14 17:00 | modify | 1637 | 1.00 | 1.05543 | 1.02543 | 1.08543 | ||
| 4910 | 2024.11.14 18:00 | close | 1637 | 1.00 | 1.05747 | 1.02543 | 1.08543 | 204.00 | 122439.28 |
| 4911 | 2024.11.19 16:00 | buy | 1638 | 1.00 | 1.05783 | 0.00000 | 0.00000 | ||
| 4912 | 2024.11.19 16:00 | modify | 1638 | 1.00 | 1.05783 | 1.02783 | 1.08783 | ||
| 4913 | 2024.11.20 02:00 | close | 1638 | 1.00 | 1.06070 | 1.02783 | 1.08783 | 281.22 | 122720.51 |
| 4914 | 2024.11.21 18:30 | close | 1636 | 1.00 | 1.04903 | 1.08303 | 1.02303 | 419.73 | 123140.24 |
| 4915 | 2024.11.22 11:30 | sell | 1639 | 1.00 | 1.04082 | 0.00000 | 0.00000 | ||
| 4916 | 2024.11.22 11:30 | modify | 1639 | 1.00 | 1.04082 | 1.07082 | 1.01082 | ||
| 4917 | 2024.11.22 17:00 | buy | 1640 | 1.00 | 1.04056 | 0.00000 | 0.00000 | ||
| 4918 | 2024.11.22 17:00 | modify | 1640 | 1.00 | 1.04056 | 1.01056 | 1.07056 | ||
| 4919 | 2024.11.25 02:00 | close | 1640 | 1.00 | 1.04792 | 1.01056 | 1.07056 | 730.22 | 123870.46 |
| 4920 | 2024.11.26 11:30 | buy | 1641 | 1.00 | 1.04997 | 0.00000 | 0.00000 | ||
| 4921 | 2024.11.26 11:30 | modify | 1641 | 1.00 | 1.04997 | 1.01997 | 1.07997 | ||
| 4922 | 2024.11.26 14:30 | close | 1641 | 1.00 | 1.05314 | 1.01997 | 1.07997 | 317.00 | 124187.46 |
| 4923 | 2024.11.26 18:00 | buy | 1642 | 1.00 | 1.04811 | 0.00000 | 0.00000 | ||
| 4924 | 2024.11.26 18:00 | modify | 1642 | 1.00 | 1.04811 | 1.01811 | 1.07811 | ||
| 4925 | 2024.11.27 10:30 | close | 1642 | 1.00 | 1.05294 | 1.01811 | 1.07811 | 477.22 | 124664.69 |
| 4926 | 2024.11.27 15:30 | close | 1639 | 1.00 | 1.05349 | 1.07082 | 1.01082 | -1258.54 | 123406.15 |
| 4927 | 2024.12.12 16:00 | buy | 1643 | 1.00 | 1.04865 | 0.00000 | 0.00000 | ||
| 4928 | 2024.12.12 16:00 | modify | 1643 | 1.00 | 1.04865 | 1.01865 | 1.07865 | ||
| 4929 | 2024.12.12 17:00 | close | 1643 | 1.00 | 1.05195 | 1.01865 | 1.07865 | 330.00 | 123736.15 |
| 4930 | 2024.12.30 17:00 | sell | 1644 | 1.00 | 1.04052 | 0.00000 | 0.00000 | ||
| 4931 | 2024.12.30 17:00 | modify | 1644 | 1.00 | 1.04052 | 1.07052 | 1.01052 | ||
| 4932 | 2024.12.30 18:00 | close | 1644 | 1.00 | 1.03818 | 1.07052 | 1.01052 | 234.00 | 123970.15 |
| 4933 | 2025.01.07 17:30 | sell | 1645 | 1.00 | 1.03792 | 0.00000 | 0.00000 | ||
| 4934 | 2025.01.07 17:30 | modify | 1645 | 1.00 | 1.03792 | 1.06792 | 1.00792 | ||
| 4935 | 2025.01.07 21:00 | close | 1645 | 1.00 | 1.03558 | 1.06792 | 1.00792 | 234.00 | 124204.15 |
| 4936 | 2025.01.08 14:00 | sell | 1646 | 1.00 | 1.02975 | 0.00000 | 0.00000 | ||
| 4937 | 2025.01.08 14:00 | modify | 1646 | 1.00 | 1.02975 | 1.05975 | 0.99975 | ||
| 4938 | 2025.01.10 16:00 | close | 1646 | 1.00 | 1.02578 | 1.05975 | 0.99975 | 408.28 | 124612.42 |
| 4939 | 2025.01.15 17:30 | sell | 1647 | 1.00 | 1.03262 | 0.00000 | 0.00000 | ||
| 4940 | 2025.01.15 17:30 | modify | 1647 | 1.00 | 1.03262 | 1.06262 | 1.00262 | ||
| 4941 | 2025.01.15 18:30 | close | 1647 | 1.00 | 1.02905 | 1.06262 | 1.00262 | 357.00 | 124969.42 |
| 4942 | 2025.01.15 19:00 | sell | 1648 | 1.00 | 1.02813 | 0.00000 | 0.00000 | ||
| 4943 | 2025.01.15 19:00 | modify | 1648 | 1.00 | 1.02813 | 1.05813 | 0.99813 | ||
| 4944 | 2025.01.20 17:00 | close | 1648 | 1.00 | 1.04162 | 1.05813 | 0.99813 | -1334.90 | 123634.52 |
| 4945 | 2025.01.20 18:00 | sell | 1649 | 1.00 | 1.04005 | 0.00000 | 0.00000 | ||
| 4946 | 2025.01.20 18:00 | modify | 1649 | 1.00 | 1.04005 | 1.07005 | 1.01005 | ||
| 4947 | 2025.01.20 19:30 | close | 1649 | 1.00 | 1.03716 | 1.07005 | 1.01005 | 289.00 | 123923.52 |
| 4948 | 2025.02.03 06:30 | buy | 1650 | 1.00 | 1.02255 | 0.00000 | 0.00000 | ||
| 4949 | 2025.02.03 06:30 | modify | 1650 | 1.00 | 1.02255 | 0.99255 | 1.05255 | ||
| 4950 | 2025.02.03 08:30 | close | 1650 | 1.00 | 1.02460 | 0.99255 | 1.05255 | 205.00 | 124128.52 |