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 |
| 451 | 2010.05.26 17:00 | buy | 151 | 1.00 | 1.22696 | 0.00000 | 0.00000 | ||
| 452 | 2010.05.26 17:00 | modify | 151 | 1.00 | 1.22696 | 1.19696 | 1.25696 | ||
| 453 | 2010.05.26 22:00 | sell | 152 | 1.00 | 1.21986 | 0.00000 | 0.00000 | ||
| 454 | 2010.05.26 22:00 | modify | 152 | 1.00 | 1.21986 | 1.24986 | 1.18986 | ||
| 455 | 2010.05.26 23:30 | close | 152 | 1.00 | 1.21715 | 1.24986 | 1.18986 | 271.00 | 17843.69 |
| 456 | 2010.05.27 10:00 | close | 151 | 1.00 | 1.23132 | 1.19696 | 1.25696 | 418.67 | 18262.37 |
| 457 | 2010.05.27 14:00 | sell | 153 | 1.00 | 1.23023 | 0.00000 | 0.00000 | ||
| 458 | 2010.05.27 14:00 | modify | 153 | 1.00 | 1.23023 | 1.26023 | 1.20023 | ||
| 459 | 2010.05.27 14:30 | close | 153 | 1.00 | 1.22666 | 1.26023 | 1.20023 | 357.00 | 18619.37 |
| 460 | 2010.05.27 15:00 | buy | 154 | 1.00 | 1.22637 | 0.00000 | 0.00000 | ||
| 461 | 2010.05.27 15:00 | modify | 154 | 1.00 | 1.22637 | 1.19637 | 1.25637 | ||
| 462 | 2010.05.27 18:30 | close | 154 | 1.00 | 1.23164 | 1.19637 | 1.25637 | 527.00 | 19146.37 |
| 463 | 2010.05.27 20:00 | buy | 155 | 1.00 | 1.23494 | 0.00000 | 0.00000 | ||
| 464 | 2010.05.27 20:00 | modify | 155 | 1.00 | 1.23494 | 1.20494 | 1.26494 | ||
| 465 | 2010.05.27 20:30 | close | 155 | 1.00 | 1.23791 | 1.20494 | 1.26494 | 297.00 | 19443.37 |
| 466 | 2010.05.27 23:00 | sell | 156 | 1.00 | 1.23592 | 0.00000 | 0.00000 | ||
| 467 | 2010.05.27 23:00 | modify | 156 | 1.00 | 1.23592 | 1.26592 | 1.20592 | ||
| 468 | 2010.05.28 03:30 | close | 156 | 1.00 | 1.23324 | 1.26592 | 1.20592 | 270.82 | 19714.19 |
| 469 | 2010.05.28 04:30 | sell | 157 | 1.00 | 1.23150 | 0.00000 | 0.00000 | ||
| 470 | 2010.05.28 04:30 | modify | 157 | 1.00 | 1.23150 | 1.26150 | 1.20150 | ||
| 471 | 2010.05.28 06:00 | close | 157 | 1.00 | 1.22915 | 1.26150 | 1.20150 | 235.00 | 19949.19 |
| 472 | 2010.05.28 09:30 | sell | 158 | 1.00 | 1.23198 | 0.00000 | 0.00000 | ||
| 473 | 2010.05.28 09:30 | modify | 158 | 1.00 | 1.23198 | 1.26198 | 1.20198 | ||
| 474 | 2010.05.28 21:00 | close | 158 | 1.00 | 1.22927 | 1.26198 | 1.20198 | 271.00 | 20220.19 |
| 475 | 2010.05.28 21:30 | sell | 159 | 1.00 | 1.22940 | 0.00000 | 0.00000 | ||
| 476 | 2010.05.28 21:30 | modify | 159 | 1.00 | 1.22940 | 1.25940 | 1.19940 | ||
| 477 | 2010.05.28 23:00 | close | 159 | 1.00 | 1.22703 | 1.25940 | 1.19940 | 237.00 | 20457.19 |
| 478 | 2010.06.01 05:30 | buy | 160 | 1.00 | 1.22559 | 0.00000 | 0.00000 | ||
| 479 | 2010.06.01 05:30 | modify | 160 | 1.00 | 1.22559 | 1.19559 | 1.25559 | ||
| 480 | 2010.06.01 11:00 | sell | 161 | 1.00 | 1.21976 | 0.00000 | 0.00000 | ||
| 481 | 2010.06.01 11:00 | modify | 161 | 1.00 | 1.21976 | 1.24976 | 1.18976 | ||
| 482 | 2010.06.01 12:00 | close | 161 | 1.00 | 1.21416 | 1.24976 | 1.18976 | 560.00 | 21017.19 |
| 483 | 2010.06.01 12:30 | close | 160 | 1.00 | 1.21180 | 1.19559 | 1.25559 | -1379.00 | 19638.19 |
| 484 | 2010.06.01 15:00 | buy | 162 | 1.00 | 1.21638 | 0.00000 | 0.00000 | ||
| 485 | 2010.06.01 15:00 | modify | 162 | 1.00 | 1.21638 | 1.18638 | 1.24638 | ||
| 486 | 2010.06.01 16:30 | close | 162 | 1.00 | 1.21930 | 1.18638 | 1.24638 | 292.00 | 19930.19 |
| 487 | 2010.06.02 05:30 | sell | 163 | 1.00 | 1.22528 | 0.00000 | 0.00000 | ||
| 488 | 2010.06.02 05:30 | modify | 163 | 1.00 | 1.22528 | 1.25528 | 1.19528 | ||
| 489 | 2010.06.02 07:00 | close | 163 | 1.00 | 1.22119 | 1.25528 | 1.19528 | 409.00 | 20339.19 |
| 490 | 2010.06.02 11:30 | sell | 164 | 1.00 | 1.22222 | 0.00000 | 0.00000 | ||
| 491 | 2010.06.02 11:30 | modify | 164 | 1.00 | 1.22222 | 1.25222 | 1.19222 | ||
| 492 | 2010.06.02 15:30 | close | 164 | 1.00 | 1.21996 | 1.25222 | 1.19222 | 226.00 | 20565.19 |
| 493 | 2010.06.02 18:30 | buy | 165 | 1.00 | 1.22014 | 0.00000 | 0.00000 | ||
| 494 | 2010.06.02 18:30 | modify | 165 | 1.00 | 1.22014 | 1.19014 | 1.25014 | ||
| 495 | 2010.06.02 19:30 | close | 165 | 1.00 | 1.22301 | 1.19014 | 1.25014 | 287.00 | 20852.19 |
| 496 | 2010.06.03 08:00 | buy | 166 | 1.00 | 1.22880 | 0.00000 | 0.00000 | ||
| 497 | 2010.06.03 08:00 | modify | 166 | 1.00 | 1.22880 | 1.19880 | 1.25880 | ||
| 498 | 2010.06.03 08:30 | close | 166 | 1.00 | 1.23107 | 1.19880 | 1.25880 | 227.00 | 21079.19 |
| 499 | 2010.06.03 10:00 | sell | 167 | 1.00 | 1.23023 | 0.00000 | 0.00000 | ||
| 500 | 2010.06.03 10:00 | modify | 167 | 1.00 | 1.23023 | 1.26023 | 1.20023 | ||
| 501 | 2010.06.03 13:30 | close | 167 | 1.00 | 1.22543 | 1.26023 | 1.20023 | 480.00 | 21559.19 |
| 502 | 2010.06.03 17:00 | sell | 168 | 1.00 | 1.22506 | 0.00000 | 0.00000 | ||
| 503 | 2010.06.03 17:00 | modify | 168 | 1.00 | 1.22506 | 1.25506 | 1.19506 | ||
| 504 | 2010.06.03 17:30 | close | 168 | 1.00 | 1.21976 | 1.25506 | 1.19506 | 530.00 | 22089.19 |
| 505 | 2010.06.03 19:00 | buy | 169 | 1.00 | 1.21929 | 0.00000 | 0.00000 | ||
| 506 | 2010.06.03 19:00 | modify | 169 | 1.00 | 1.21929 | 1.18929 | 1.24929 | ||
| 507 | 2010.06.03 20:00 | sell | 170 | 1.00 | 1.21748 | 0.00000 | 0.00000 | ||
| 508 | 2010.06.03 20:00 | modify | 170 | 1.00 | 1.21748 | 1.24748 | 1.18748 | ||
| 509 | 2010.06.04 14:30 | close | 170 | 1.00 | 1.21140 | 1.24748 | 1.18748 | 610.82 | 22700.01 |
| 510 | 2010.06.04 15:00 | close | 169 | 1.00 | 1.20503 | 1.18929 | 1.24929 | -1431.78 | 21268.23 |
| 511 | 2010.06.04 16:00 | sell | 171 | 1.00 | 1.20478 | 0.00000 | 0.00000 | ||
| 512 | 2010.06.04 16:00 | modify | 171 | 1.00 | 1.20478 | 1.23478 | 1.17478 | ||
| 513 | 2010.06.04 18:30 | close | 171 | 1.00 | 1.20092 | 1.23478 | 1.17478 | 386.00 | 21654.23 |
| 514 | 2010.06.04 19:30 | sell | 172 | 1.00 | 1.19889 | 0.00000 | 0.00000 | ||
| 515 | 2010.06.04 19:30 | modify | 172 | 1.00 | 1.19889 | 1.22889 | 1.16889 | ||
| 516 | 2010.06.04 22:00 | close | 172 | 1.00 | 1.19670 | 1.22889 | 1.16889 | 219.00 | 21873.23 |
| 517 | 2010.06.04 22:30 | buy | 173 | 1.00 | 1.19652 | 0.00000 | 0.00000 | ||
| 518 | 2010.06.04 22:30 | modify | 173 | 1.00 | 1.19652 | 1.16652 | 1.22652 | ||
| 519 | 2010.06.07 04:00 | sell | 174 | 1.00 | 1.19074 | 0.00000 | 0.00000 | ||
| 520 | 2010.06.07 04:00 | modify | 174 | 1.00 | 1.19074 | 1.22074 | 1.16074 | ||
| 521 | 2010.06.07 05:00 | close | 174 | 1.00 | 1.18868 | 1.22074 | 1.16074 | 206.00 | 22079.23 |
| 522 | 2010.06.07 12:30 | sell | 175 | 1.00 | 1.19482 | 0.00000 | 0.00000 | ||
| 523 | 2010.06.07 12:30 | modify | 175 | 1.00 | 1.19482 | 1.22482 | 1.16482 | ||
| 524 | 2010.06.07 23:00 | close | 175 | 1.00 | 1.19172 | 1.22482 | 1.16482 | 310.00 | 22389.23 |
| 525 | 2010.06.08 19:00 | close | 173 | 1.00 | 1.19925 | 1.16652 | 1.22652 | 261.45 | 22650.68 |
| 526 | 2010.06.09 15:30 | buy | 176 | 1.00 | 1.20030 | 0.00000 | 0.00000 | ||
| 527 | 2010.06.09 15:30 | modify | 176 | 1.00 | 1.20030 | 1.17030 | 1.23030 | ||
| 528 | 2010.06.09 16:30 | close | 176 | 1.00 | 1.20375 | 1.17030 | 1.23030 | 345.00 | 22995.68 |
| 529 | 2010.06.09 17:00 | sell | 177 | 1.00 | 1.20373 | 0.00000 | 0.00000 | ||
| 530 | 2010.06.09 17:00 | modify | 177 | 1.00 | 1.20373 | 1.23373 | 1.17373 | ||
| 531 | 2010.06.09 21:30 | close | 177 | 1.00 | 1.20122 | 1.23373 | 1.17373 | 251.00 | 23246.68 |
| 532 | 2010.06.10 10:30 | buy | 178 | 1.00 | 1.20290 | 0.00000 | 0.00000 | ||
| 533 | 2010.06.10 10:30 | modify | 178 | 1.00 | 1.20290 | 1.17290 | 1.23290 | ||
| 534 | 2010.06.10 12:00 | close | 178 | 1.00 | 1.20545 | 1.17290 | 1.23290 | 255.00 | 23501.68 |
| 535 | 2010.06.10 18:00 | buy | 179 | 1.00 | 1.21055 | 0.00000 | 0.00000 | ||
| 536 | 2010.06.10 18:00 | modify | 179 | 1.00 | 1.21055 | 1.18055 | 1.24055 | ||
| 537 | 2010.06.10 19:00 | sell | 180 | 1.00 | 1.21079 | 0.00000 | 0.00000 | ||
| 538 | 2010.06.10 19:00 | modify | 180 | 1.00 | 1.21079 | 1.24079 | 1.18079 | ||
| 539 | 2010.06.10 20:00 | close | 180 | 1.00 | 1.20860 | 1.24079 | 1.18079 | 219.00 | 23720.68 |
| 540 | 2010.06.10 23:00 | close | 179 | 1.00 | 1.21405 | 1.18055 | 1.24055 | 350.00 | 24070.68 |
| 541 | 2010.06.11 16:30 | buy | 181 | 1.00 | 1.20832 | 0.00000 | 0.00000 | ||
| 542 | 2010.06.11 16:30 | modify | 181 | 1.00 | 1.20832 | 1.17832 | 1.23832 | ||
| 543 | 2010.06.11 17:00 | close | 181 | 1.00 | 1.21164 | 1.17832 | 1.23832 | 332.00 | 24402.68 |
| 544 | 2010.06.11 20:00 | buy | 182 | 1.00 | 1.20609 | 0.00000 | 0.00000 | ||
| 545 | 2010.06.11 20:00 | modify | 182 | 1.00 | 1.20609 | 1.17609 | 1.23609 | ||
| 546 | 2010.06.11 23:00 | close | 182 | 1.00 | 1.20928 | 1.17609 | 1.23609 | 319.00 | 24721.68 |
| 547 | 2010.06.14 22:00 | sell | 183 | 1.00 | 1.22401 | 0.00000 | 0.00000 | ||
| 548 | 2010.06.14 22:00 | modify | 183 | 1.00 | 1.22401 | 1.25401 | 1.19401 | ||
| 549 | 2010.06.15 02:00 | close | 183 | 1.00 | 1.22150 | 1.25401 | 1.19401 | 253.82 | 24975.50 |
| 550 | 2010.06.15 12:30 | sell | 184 | 1.00 | 1.22075 | 0.00000 | 0.00000 | ||
| 551 | 2010.06.15 12:30 | modify | 184 | 1.00 | 1.22075 | 1.25075 | 1.19075 | ||
| 552 | 2010.06.15 19:30 | buy | 185 | 1.00 | 1.23260 | 0.00000 | 0.00000 | ||
| 553 | 2010.06.15 19:30 | modify | 185 | 1.00 | 1.23260 | 1.20260 | 1.26260 | ||
| 554 | 2010.06.15 20:00 | close | 184 | 1.00 | 1.23335 | 1.25075 | 1.19075 | -1260.00 | 23715.50 |
| 555 | 2010.06.16 18:00 | sell | 186 | 1.00 | 1.23149 | 0.00000 | 0.00000 | ||
| 556 | 2010.06.16 18:00 | modify | 186 | 1.00 | 1.23149 | 1.26149 | 1.20149 | ||
| 557 | 2010.06.17 03:30 | close | 186 | 1.00 | 1.22887 | 1.26149 | 1.20149 | 270.46 | 23985.95 |
| 558 | 2010.06.17 12:30 | close | 185 | 1.00 | 1.23644 | 1.20260 | 1.26260 | 360.90 | 24346.85 |
| 559 | 2010.06.21 11:30 | sell | 187 | 1.00 | 1.24271 | 0.00000 | 0.00000 | ||
| 560 | 2010.06.21 11:30 | modify | 187 | 1.00 | 1.24271 | 1.27271 | 1.21271 | ||
| 561 | 2010.06.21 12:00 | close | 187 | 1.00 | 1.24019 | 1.27271 | 1.21271 | 252.00 | 24598.85 |
| 562 | 2010.06.21 14:00 | sell | 188 | 1.00 | 1.23916 | 0.00000 | 0.00000 | ||
| 563 | 2010.06.21 14:00 | modify | 188 | 1.00 | 1.23916 | 1.26916 | 1.20916 | ||
| 564 | 2010.06.21 15:30 | close | 188 | 1.00 | 1.23593 | 1.26916 | 1.20916 | 323.00 | 24921.85 |
| 565 | 2010.06.23 22:00 | buy | 189 | 1.00 | 1.23214 | 0.00000 | 0.00000 | ||
| 566 | 2010.06.23 22:00 | modify | 189 | 1.00 | 1.23214 | 1.20214 | 1.26214 | ||
| 567 | 2010.06.24 06:30 | close | 189 | 1.00 | 1.23448 | 1.20214 | 1.26214 | 216.67 | 25138.53 |
| 568 | 2010.06.24 12:00 | sell | 190 | 1.00 | 1.22773 | 0.00000 | 0.00000 | ||
| 569 | 2010.06.24 12:00 | modify | 190 | 1.00 | 1.22773 | 1.25773 | 1.19773 | ||
| 570 | 2010.06.24 14:30 | buy | 191 | 1.00 | 1.22887 | 0.00000 | 0.00000 | ||
| 571 | 2010.06.24 14:30 | modify | 191 | 1.00 | 1.22887 | 1.19887 | 1.25887 | ||
| 572 | 2010.06.24 16:30 | close | 191 | 1.00 | 1.23104 | 1.19887 | 1.25887 | 217.00 | 25355.53 |
| 573 | 2010.06.24 19:30 | buy | 192 | 1.00 | 1.23711 | 0.00000 | 0.00000 | ||
| 574 | 2010.06.24 19:30 | modify | 192 | 1.00 | 1.23711 | 1.20711 | 1.26711 | ||
| 575 | 2010.06.28 04:00 | close | 192 | 1.00 | 1.23922 | 1.20711 | 1.26711 | 199.45 | 25554.97 |
| 576 | 2010.06.29 08:30 | close | 190 | 1.00 | 1.22555 | 1.25773 | 1.19773 | 226.46 | 25781.43 |
| 577 | 2010.06.29 15:00 | sell | 193 | 1.00 | 1.21956 | 0.00000 | 0.00000 | ||
| 578 | 2010.06.29 15:00 | modify | 193 | 1.00 | 1.21956 | 1.24956 | 1.18956 | ||
| 579 | 2010.06.29 16:00 | buy | 194 | 1.00 | 1.22045 | 0.00000 | 0.00000 | ||
| 580 | 2010.06.29 16:00 | modify | 194 | 1.00 | 1.22045 | 1.19045 | 1.25045 | ||
| 581 | 2010.06.29 17:30 | close | 193 | 1.00 | 1.21551 | 1.24956 | 1.18956 | 405.00 | 26186.43 |
| 582 | 2010.06.30 10:00 | close | 194 | 1.00 | 1.22329 | 1.19045 | 1.25045 | 278.22 | 26464.66 |
| 583 | 2010.06.30 11:00 | sell | 195 | 1.00 | 1.22275 | 0.00000 | 0.00000 | ||
| 584 | 2010.06.30 11:00 | modify | 195 | 1.00 | 1.22275 | 1.25275 | 1.19275 | ||
| 585 | 2010.07.01 04:30 | close | 195 | 1.00 | 1.22024 | 1.25275 | 1.19275 | 259.46 | 26724.11 |
| 586 | 2010.07.01 23:30 | buy | 196 | 1.00 | 1.25169 | 0.00000 | 0.00000 | ||
| 587 | 2010.07.01 23:30 | modify | 196 | 1.00 | 1.25169 | 1.22169 | 1.28169 | ||
| 588 | 2010.07.02 15:30 | close | 196 | 1.00 | 1.25479 | 1.22169 | 1.28169 | 304.22 | 27028.34 |
| 589 | 2010.07.02 17:00 | buy | 197 | 1.00 | 1.25876 | 0.00000 | 0.00000 | ||
| 590 | 2010.07.02 17:00 | modify | 197 | 1.00 | 1.25876 | 1.22876 | 1.28876 | ||
| 591 | 2010.07.02 18:00 | sell | 198 | 1.00 | 1.25998 | 0.00000 | 0.00000 | ||
| 592 | 2010.07.02 18:00 | modify | 198 | 1.00 | 1.25998 | 1.28998 | 1.22998 | ||
| 593 | 2010.07.02 19:00 | close | 198 | 1.00 | 1.25770 | 1.28998 | 1.22998 | 228.00 | 27256.34 |
| 594 | 2010.07.06 17:30 | close | 197 | 1.00 | 1.26266 | 1.22876 | 1.28876 | 378.45 | 27634.79 |
| 595 | 2010.07.07 09:30 | buy | 199 | 1.00 | 1.25869 | 0.00000 | 0.00000 | ||
| 596 | 2010.07.07 09:30 | modify | 199 | 1.00 | 1.25869 | 1.22869 | 1.28869 | ||
| 597 | 2010.07.07 13:30 | sell | 200 | 1.00 | 1.25718 | 0.00000 | 0.00000 | ||
| 598 | 2010.07.07 13:30 | modify | 200 | 1.00 | 1.25718 | 1.28718 | 1.22718 | ||
| 599 | 2010.07.07 17:30 | close | 199 | 1.00 | 1.26175 | 1.22869 | 1.28869 | 306.00 | 27940.79 |
| 600 | 2010.07.08 23:30 | close | 200 | 1.00 | 1.26992 | 1.28718 | 1.22718 | -1265.54 | 26675.24 |