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 |
| 601 | 2010.07.09 03:30 | buy | 201 | 1.00 | 1.26863 | 0.00000 | 0.00000 | ||
| 602 | 2010.07.09 03:30 | modify | 201 | 1.00 | 1.26863 | 1.23863 | 1.29863 | ||
| 603 | 2010.07.09 10:00 | close | 201 | 1.00 | 1.27136 | 1.23863 | 1.29863 | 273.00 | 26948.24 |
| 604 | 2010.07.15 12:30 | buy | 202 | 1.00 | 1.27875 | 0.00000 | 0.00000 | ||
| 605 | 2010.07.15 12:30 | modify | 202 | 1.00 | 1.27875 | 1.24875 | 1.30875 | ||
| 606 | 2010.07.15 13:00 | sell | 203 | 1.00 | 1.27917 | 0.00000 | 0.00000 | ||
| 607 | 2010.07.15 13:00 | modify | 203 | 1.00 | 1.27917 | 1.30917 | 1.24917 | ||
| 608 | 2010.07.15 13:30 | close | 202 | 1.00 | 1.28134 | 1.24875 | 1.30875 | 259.00 | 27207.24 |
| 609 | 2010.07.15 14:00 | buy | 204 | 1.00 | 1.28150 | 0.00000 | 0.00000 | ||
| 610 | 2010.07.15 14:00 | modify | 204 | 1.00 | 1.28150 | 1.25150 | 1.31150 | ||
| 611 | 2010.07.15 15:30 | close | 204 | 1.00 | 1.28447 | 1.25150 | 1.31150 | 297.00 | 27504.24 |
| 612 | 2010.07.15 16:30 | buy | 205 | 1.00 | 1.28620 | 0.00000 | 0.00000 | ||
| 613 | 2010.07.15 16:30 | modify | 205 | 1.00 | 1.28620 | 1.25620 | 1.31620 | ||
| 614 | 2010.07.15 18:00 | close | 205 | 1.00 | 1.28924 | 1.25620 | 1.31620 | 304.00 | 27808.24 |
| 615 | 2010.07.15 22:00 | buy | 206 | 1.00 | 1.28951 | 0.00000 | 0.00000 | ||
| 616 | 2010.07.15 22:00 | modify | 206 | 1.00 | 1.28951 | 1.25951 | 1.31951 | ||
| 617 | 2010.07.15 23:00 | close | 206 | 1.00 | 1.29332 | 1.25951 | 1.31951 | 381.00 | 28189.24 |
| 618 | 2010.07.15 23:00 | close | 203 | 1.00 | 1.29347 | 1.30917 | 1.24917 | -1430.00 | 26759.24 |
| 619 | 2010.07.16 17:30 | sell | 207 | 1.00 | 1.29489 | 0.00000 | 0.00000 | ||
| 620 | 2010.07.16 17:30 | modify | 207 | 1.00 | 1.29489 | 1.32489 | 1.26489 | ||
| 621 | 2010.07.16 19:00 | close | 207 | 1.00 | 1.29173 | 1.32489 | 1.26489 | 316.00 | 27075.24 |
| 622 | 2010.07.19 13:30 | buy | 208 | 1.00 | 1.29540 | 0.00000 | 0.00000 | ||
| 623 | 2010.07.19 13:30 | modify | 208 | 1.00 | 1.29540 | 1.26540 | 1.32540 | ||
| 624 | 2010.07.19 17:30 | close | 208 | 1.00 | 1.29774 | 1.26540 | 1.32540 | 234.00 | 27309.24 |
| 625 | 2010.07.20 11:00 | sell | 209 | 1.00 | 1.29803 | 0.00000 | 0.00000 | ||
| 626 | 2010.07.20 11:00 | modify | 209 | 1.00 | 1.29803 | 1.32803 | 1.26803 | ||
| 627 | 2010.07.20 12:30 | close | 209 | 1.00 | 1.29546 | 1.32803 | 1.26803 | 257.00 | 27566.24 |
| 628 | 2010.07.20 16:30 | sell | 210 | 1.00 | 1.28616 | 0.00000 | 0.00000 | ||
| 629 | 2010.07.20 16:30 | modify | 210 | 1.00 | 1.28616 | 1.31616 | 1.25616 | ||
| 630 | 2010.07.21 13:00 | close | 210 | 1.00 | 1.28252 | 1.31616 | 1.25616 | 366.82 | 27933.06 |
| 631 | 2010.07.22 15:00 | buy | 211 | 1.00 | 1.28569 | 0.00000 | 0.00000 | ||
| 632 | 2010.07.22 15:00 | modify | 211 | 1.00 | 1.28569 | 1.25569 | 1.31569 | ||
| 633 | 2010.07.22 16:00 | sell | 212 | 1.00 | 1.28664 | 0.00000 | 0.00000 | ||
| 634 | 2010.07.22 16:00 | modify | 212 | 1.00 | 1.28664 | 1.31664 | 1.25664 | ||
| 635 | 2010.07.22 16:30 | close | 212 | 1.00 | 1.28394 | 1.31664 | 1.25664 | 270.00 | 28203.06 |
| 636 | 2010.07.22 17:00 | close | 211 | 1.00 | 1.28917 | 1.25569 | 1.31569 | 348.00 | 28551.06 |
| 637 | 2010.07.23 12:00 | buy | 213 | 1.00 | 1.29373 | 0.00000 | 0.00000 | ||
| 638 | 2010.07.23 12:00 | modify | 213 | 1.00 | 1.29373 | 1.26373 | 1.32373 | ||
| 639 | 2010.07.23 13:30 | sell | 214 | 1.00 | 1.29414 | 0.00000 | 0.00000 | ||
| 640 | 2010.07.23 13:30 | modify | 214 | 1.00 | 1.29414 | 1.32414 | 1.26414 | ||
| 641 | 2010.07.23 14:30 | close | 214 | 1.00 | 1.29142 | 1.32414 | 1.26414 | 272.00 | 28823.06 |
| 642 | 2010.07.23 16:30 | close | 213 | 1.00 | 1.28118 | 1.26373 | 1.32373 | -1255.00 | 27568.06 |
| 643 | 2010.07.23 18:00 | sell | 215 | 1.00 | 1.28161 | 0.00000 | 0.00000 | ||
| 644 | 2010.07.23 18:00 | modify | 215 | 1.00 | 1.28161 | 1.31161 | 1.25161 | ||
| 645 | 2010.07.26 10:00 | close | 215 | 1.00 | 1.29504 | 1.31161 | 1.25161 | -1340.18 | 26227.88 |
| 646 | 2010.07.27 17:00 | sell | 216 | 1.00 | 1.29946 | 0.00000 | 0.00000 | ||
| 647 | 2010.07.27 17:00 | modify | 216 | 1.00 | 1.29946 | 1.32946 | 1.26946 | ||
| 648 | 2010.07.27 20:30 | close | 216 | 1.00 | 1.29675 | 1.32946 | 1.26946 | 271.00 | 26498.88 |
| 649 | 2010.07.28 10:30 | buy | 217 | 1.00 | 1.30150 | 0.00000 | 0.00000 | ||
| 650 | 2010.07.28 10:30 | modify | 217 | 1.00 | 1.30150 | 1.27150 | 1.33150 | ||
| 651 | 2010.07.29 11:30 | close | 217 | 1.00 | 1.30706 | 1.27150 | 1.33150 | 538.67 | 27037.55 |
| 652 | 2010.07.29 17:00 | buy | 218 | 1.00 | 1.30774 | 0.00000 | 0.00000 | ||
| 653 | 2010.07.29 17:00 | modify | 218 | 1.00 | 1.30774 | 1.27774 | 1.33774 | ||
| 654 | 2010.08.02 16:00 | close | 218 | 1.00 | 1.31045 | 1.27774 | 1.33774 | 259.45 | 27297.00 |
| 655 | 2010.08.03 11:30 | buy | 219 | 1.00 | 1.32232 | 0.00000 | 0.00000 | ||
| 656 | 2010.08.03 11:30 | modify | 219 | 1.00 | 1.32232 | 1.29232 | 1.35232 | ||
| 657 | 2010.08.03 13:00 | close | 219 | 1.00 | 1.32453 | 1.29232 | 1.35232 | 221.00 | 27518.00 |
| 658 | 2010.08.03 13:30 | buy | 220 | 1.00 | 1.32444 | 0.00000 | 0.00000 | ||
| 659 | 2010.08.03 13:30 | modify | 220 | 1.00 | 1.32444 | 1.29444 | 1.35444 | ||
| 660 | 2010.08.05 18:30 | sell | 221 | 1.00 | 1.31463 | 0.00000 | 0.00000 | ||
| 661 | 2010.08.05 18:30 | modify | 221 | 1.00 | 1.31463 | 1.34463 | 1.28463 | ||
| 662 | 2010.08.06 16:00 | close | 220 | 1.00 | 1.32697 | 1.29444 | 1.35444 | 224.12 | 27742.13 |
| 663 | 2010.08.06 17:00 | close | 221 | 1.00 | 1.33154 | 1.34463 | 1.28463 | -1688.18 | 26053.94 |
| 664 | 2010.08.06 17:30 | buy | 222 | 1.00 | 1.33182 | 0.00000 | 0.00000 | ||
| 665 | 2010.08.06 17:30 | modify | 222 | 1.00 | 1.33182 | 1.30182 | 1.36182 | ||
| 666 | 2010.08.09 16:30 | sell | 223 | 1.00 | 1.32436 | 0.00000 | 0.00000 | ||
| 667 | 2010.08.09 16:30 | modify | 223 | 1.00 | 1.32436 | 1.35436 | 1.29436 | ||
| 668 | 2010.08.09 19:30 | close | 223 | 1.00 | 1.32190 | 1.35436 | 1.29436 | 246.00 | 26299.94 |
| 669 | 2010.08.10 04:00 | close | 222 | 1.00 | 1.31895 | 1.30182 | 1.36182 | -1298.55 | 25001.39 |
| 670 | 2010.08.12 02:00 | sell | 224 | 1.00 | 1.28411 | 0.00000 | 0.00000 | ||
| 671 | 2010.08.12 02:00 | modify | 224 | 1.00 | 1.28411 | 1.31411 | 1.25411 | ||
| 672 | 2010.08.12 13:00 | close | 224 | 1.00 | 1.28122 | 1.31411 | 1.25411 | 289.00 | 25290.39 |
| 673 | 2010.08.12 16:00 | sell | 225 | 1.00 | 1.28168 | 0.00000 | 0.00000 | ||
| 674 | 2010.08.12 16:00 | modify | 225 | 1.00 | 1.28168 | 1.31168 | 1.25168 | ||
| 675 | 2010.08.12 17:00 | buy | 226 | 1.00 | 1.28318 | 0.00000 | 0.00000 | ||
| 676 | 2010.08.12 17:00 | modify | 226 | 1.00 | 1.28318 | 1.25318 | 1.31318 | ||
| 677 | 2010.08.12 18:30 | close | 226 | 1.00 | 1.28576 | 1.25318 | 1.31318 | 258.00 | 25548.39 |
| 678 | 2010.08.13 10:30 | buy | 227 | 1.00 | 1.28799 | 0.00000 | 0.00000 | ||
| 679 | 2010.08.13 10:30 | modify | 227 | 1.00 | 1.28799 | 1.25799 | 1.31799 | ||
| 680 | 2010.08.13 17:30 | close | 225 | 1.00 | 1.27681 | 1.31168 | 1.25168 | 489.82 | 26038.21 |
| 681 | 2010.08.13 22:00 | close | 227 | 1.00 | 1.27537 | 1.25799 | 1.31799 | -1262.00 | 24776.21 |
| 682 | 2010.08.16 18:00 | buy | 228 | 1.00 | 1.28441 | 0.00000 | 0.00000 | ||
| 683 | 2010.08.16 18:00 | modify | 228 | 1.00 | 1.28441 | 1.25441 | 1.31441 | ||
| 684 | 2010.08.17 11:00 | close | 228 | 1.00 | 1.28663 | 1.25441 | 1.31441 | 216.22 | 24992.44 |
| 685 | 2010.08.17 16:00 | buy | 229 | 1.00 | 1.28762 | 0.00000 | 0.00000 | ||
| 686 | 2010.08.17 16:00 | modify | 229 | 1.00 | 1.28762 | 1.25762 | 1.31762 | ||
| 687 | 2010.08.18 09:30 | sell | 230 | 1.00 | 1.28425 | 0.00000 | 0.00000 | ||
| 688 | 2010.08.18 09:30 | modify | 230 | 1.00 | 1.28425 | 1.31425 | 1.25425 | ||
| 689 | 2010.08.18 13:00 | close | 229 | 1.00 | 1.29002 | 1.25762 | 1.31762 | 234.22 | 25226.66 |
| 690 | 2010.08.19 03:00 | close | 230 | 1.00 | 1.27962 | 1.31425 | 1.25425 | 471.46 | 25698.12 |
| 691 | 2010.08.19 21:30 | sell | 231 | 1.00 | 1.28097 | 0.00000 | 0.00000 | ||
| 692 | 2010.08.19 21:30 | modify | 231 | 1.00 | 1.28097 | 1.31097 | 1.25097 | ||
| 693 | 2010.08.20 12:00 | close | 231 | 1.00 | 1.27569 | 1.31097 | 1.25097 | 530.82 | 26228.94 |
| 694 | 2010.08.20 16:00 | sell | 232 | 1.00 | 1.26991 | 0.00000 | 0.00000 | ||
| 695 | 2010.08.20 16:00 | modify | 232 | 1.00 | 1.26991 | 1.29991 | 1.23991 | ||
| 696 | 2010.08.20 18:30 | close | 232 | 1.00 | 1.26761 | 1.29991 | 1.23991 | 230.00 | 26458.94 |
| 697 | 2010.08.20 18:30 | sell | 233 | 1.00 | 1.26746 | 0.00000 | 0.00000 | ||
| 698 | 2010.08.20 18:30 | modify | 233 | 1.00 | 1.26746 | 1.29746 | 1.23746 | ||
| 699 | 2010.08.24 02:00 | close | 233 | 1.00 | 1.26360 | 1.29746 | 1.23746 | 391.64 | 26850.58 |
| 700 | 2010.08.25 15:00 | sell | 234 | 1.00 | 1.26272 | 0.00000 | 0.00000 | ||
| 701 | 2010.08.25 15:00 | modify | 234 | 1.00 | 1.26272 | 1.29272 | 1.23272 | ||
| 702 | 2010.08.25 16:30 | buy | 235 | 1.00 | 1.26388 | 0.00000 | 0.00000 | ||
| 703 | 2010.08.25 16:30 | modify | 235 | 1.00 | 1.26388 | 1.23388 | 1.29388 | ||
| 704 | 2010.08.25 17:00 | close | 235 | 1.00 | 1.26634 | 1.23388 | 1.29388 | 246.00 | 27096.58 |
| 705 | 2010.08.27 18:30 | close | 234 | 1.00 | 1.27603 | 1.29272 | 1.23272 | -1319.72 | 25776.85 |
| 706 | 2010.08.30 16:30 | sell | 236 | 1.00 | 1.27035 | 0.00000 | 0.00000 | ||
| 707 | 2010.08.30 16:30 | modify | 236 | 1.00 | 1.27035 | 1.30035 | 1.24035 | ||
| 708 | 2010.08.30 17:30 | close | 236 | 1.00 | 1.26767 | 1.30035 | 1.24035 | 268.00 | 26044.85 |
| 709 | 2010.08.31 17:30 | buy | 237 | 1.00 | 1.27264 | 0.00000 | 0.00000 | ||
| 710 | 2010.08.31 17:30 | modify | 237 | 1.00 | 1.27264 | 1.24264 | 1.30264 | ||
| 711 | 2010.08.31 18:30 | sell | 238 | 1.00 | 1.27108 | 0.00000 | 0.00000 | ||
| 712 | 2010.08.31 18:30 | modify | 238 | 1.00 | 1.27108 | 1.30108 | 1.24108 | ||
| 713 | 2010.08.31 19:30 | close | 238 | 1.00 | 1.26904 | 1.30108 | 1.24108 | 204.00 | 26248.85 |
| 714 | 2010.09.01 12:00 | close | 237 | 1.00 | 1.27674 | 1.24264 | 1.30264 | 404.22 | 26653.08 |
| 715 | 2010.09.01 16:30 | buy | 239 | 1.00 | 1.28331 | 0.00000 | 0.00000 | ||
| 716 | 2010.09.01 16:30 | modify | 239 | 1.00 | 1.28331 | 1.25331 | 1.31331 | ||
| 717 | 2010.09.03 16:30 | close | 239 | 1.00 | 1.28539 | 1.25331 | 1.31331 | 184.90 | 26837.97 |
| 718 | 2010.09.03 17:30 | buy | 240 | 1.00 | 1.28630 | 0.00000 | 0.00000 | ||
| 719 | 2010.09.03 17:30 | modify | 240 | 1.00 | 1.28630 | 1.25630 | 1.31630 | ||
| 720 | 2010.09.03 19:00 | close | 240 | 1.00 | 1.28834 | 1.25630 | 1.31630 | 204.00 | 27041.97 |
| 721 | 2010.09.07 04:00 | sell | 241 | 1.00 | 1.28107 | 0.00000 | 0.00000 | ||
| 722 | 2010.09.07 04:00 | modify | 241 | 1.00 | 1.28107 | 1.31107 | 1.25107 | ||
| 723 | 2010.09.07 11:30 | close | 241 | 1.00 | 1.27594 | 1.31107 | 1.25107 | 513.00 | 27554.97 |
| 724 | 2010.09.08 12:30 | sell | 242 | 1.00 | 1.26792 | 0.00000 | 0.00000 | ||
| 725 | 2010.09.08 12:30 | modify | 242 | 1.00 | 1.26792 | 1.29792 | 1.23792 | ||
| 726 | 2010.09.08 18:30 | buy | 243 | 1.00 | 1.27480 | 0.00000 | 0.00000 | ||
| 727 | 2010.09.08 18:30 | modify | 243 | 1.00 | 1.27480 | 1.24480 | 1.30480 | ||
| 728 | 2010.09.10 05:00 | close | 242 | 1.00 | 1.26565 | 1.29792 | 1.23792 | 238.28 | 27793.25 |
| 729 | 2010.09.13 03:30 | close | 243 | 1.00 | 1.27829 | 1.24480 | 1.30480 | 320.12 | 28113.37 |
| 730 | 2010.09.13 09:00 | sell | 244 | 1.00 | 1.27946 | 0.00000 | 0.00000 | ||
| 731 | 2010.09.13 09:00 | modify | 244 | 1.00 | 1.27946 | 1.30946 | 1.24946 | ||
| 732 | 2010.09.14 16:00 | buy | 245 | 1.00 | 1.28505 | 0.00000 | 0.00000 | ||
| 733 | 2010.09.14 16:00 | modify | 245 | 1.00 | 1.28505 | 1.25505 | 1.31505 | ||
| 734 | 2010.09.14 17:00 | close | 245 | 1.00 | 1.28851 | 1.25505 | 1.31505 | 346.00 | 28459.37 |
| 735 | 2010.09.14 17:30 | close | 244 | 1.00 | 1.29554 | 1.30946 | 1.24946 | -1605.18 | 26854.19 |
| 736 | 2010.09.14 18:30 | buy | 246 | 1.00 | 1.29873 | 0.00000 | 0.00000 | ||
| 737 | 2010.09.14 18:30 | modify | 246 | 1.00 | 1.29873 | 1.26873 | 1.32873 | ||
| 738 | 2010.09.14 19:00 | close | 246 | 1.00 | 1.30111 | 1.26873 | 1.32873 | 238.00 | 27092.19 |
| 739 | 2010.09.14 20:00 | buy | 247 | 1.00 | 1.30107 | 0.00000 | 0.00000 | ||
| 740 | 2010.09.14 20:00 | modify | 247 | 1.00 | 1.30107 | 1.27107 | 1.33107 | ||
| 741 | 2010.09.16 12:00 | close | 247 | 1.00 | 1.30540 | 1.27107 | 1.33107 | 409.90 | 27502.09 |
| 742 | 2010.09.17 18:00 | sell | 248 | 1.00 | 1.30441 | 0.00000 | 0.00000 | ||
| 743 | 2010.09.17 18:00 | modify | 248 | 1.00 | 1.30441 | 1.33441 | 1.27441 | ||
| 744 | 2010.09.17 18:30 | buy | 249 | 1.00 | 1.30439 | 0.00000 | 0.00000 | ||
| 745 | 2010.09.17 18:30 | modify | 249 | 1.00 | 1.30439 | 1.27439 | 1.33439 | ||
| 746 | 2010.09.20 04:00 | close | 249 | 1.00 | 1.30647 | 1.27439 | 1.33439 | 202.22 | 27704.31 |
| 747 | 2010.09.21 21:30 | close | 248 | 1.00 | 1.32045 | 1.33441 | 1.27441 | -1598.36 | 26105.95 |
| 748 | 2010.09.22 17:00 | buy | 250 | 1.00 | 1.34192 | 0.00000 | 0.00000 | ||
| 749 | 2010.09.22 17:00 | modify | 250 | 1.00 | 1.34192 | 1.31192 | 1.37192 | ||
| 750 | 2010.09.22 18:00 | sell | 251 | 1.00 | 1.34108 | 0.00000 | 0.00000 | ||