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 |
| 751 | 2010.09.22 18:00 | modify | 251 | 1.00 | 1.34108 | 1.37108 | 1.31108 | ||
| 752 | 2010.09.22 18:30 | close | 251 | 1.00 | 1.33824 | 1.37108 | 1.31108 | 284.00 | 26389.95 |
| 753 | 2010.09.22 20:30 | sell | 252 | 1.00 | 1.33651 | 0.00000 | 0.00000 | ||
| 754 | 2010.09.22 20:30 | modify | 252 | 1.00 | 1.33651 | 1.36651 | 1.30651 | ||
| 755 | 2010.09.23 12:00 | close | 252 | 1.00 | 1.33379 | 1.36651 | 1.30651 | 280.46 | 26670.41 |
| 756 | 2010.09.23 13:00 | sell | 253 | 1.00 | 1.33395 | 0.00000 | 0.00000 | ||
| 757 | 2010.09.23 13:00 | modify | 253 | 1.00 | 1.33395 | 1.36395 | 1.30395 | ||
| 758 | 2010.09.23 17:00 | close | 253 | 1.00 | 1.33140 | 1.36395 | 1.30395 | 255.00 | 26925.41 |
| 759 | 2010.09.23 18:30 | sell | 254 | 1.00 | 1.33370 | 0.00000 | 0.00000 | ||
| 760 | 2010.09.23 18:30 | modify | 254 | 1.00 | 1.33370 | 1.36370 | 1.30370 | ||
| 761 | 2010.09.23 23:30 | close | 254 | 1.00 | 1.33144 | 1.36370 | 1.30370 | 226.00 | 27151.41 |
| 762 | 2010.09.24 03:00 | close | 250 | 1.00 | 1.32924 | 1.31192 | 1.37192 | -1291.10 | 25860.30 |
| 763 | 2010.09.24 18:00 | sell | 255 | 1.00 | 1.34752 | 0.00000 | 0.00000 | ||
| 764 | 2010.09.24 18:00 | modify | 255 | 1.00 | 1.34752 | 1.37752 | 1.31752 | ||
| 765 | 2010.09.27 04:30 | close | 255 | 1.00 | 1.34530 | 1.37752 | 1.31752 | 224.82 | 26085.12 |
| 766 | 2010.09.28 16:30 | buy | 256 | 1.00 | 1.34770 | 0.00000 | 0.00000 | ||
| 767 | 2010.09.28 16:30 | modify | 256 | 1.00 | 1.34770 | 1.31770 | 1.37770 | ||
| 768 | 2010.09.28 17:30 | close | 256 | 1.00 | 1.35262 | 1.31770 | 1.37770 | 492.00 | 26577.12 |
| 769 | 2010.09.29 12:30 | buy | 257 | 1.00 | 1.35915 | 0.00000 | 0.00000 | ||
| 770 | 2010.09.29 12:30 | modify | 257 | 1.00 | 1.35915 | 1.32915 | 1.38915 | ||
| 771 | 2010.09.29 13:30 | close | 257 | 1.00 | 1.36142 | 1.32915 | 1.38915 | 227.00 | 26804.12 |
| 772 | 2010.09.29 20:00 | sell | 258 | 1.00 | 1.36289 | 0.00000 | 0.00000 | ||
| 773 | 2010.09.29 20:00 | modify | 258 | 1.00 | 1.36289 | 1.39289 | 1.33289 | ||
| 774 | 2010.09.30 05:00 | close | 258 | 1.00 | 1.36080 | 1.39289 | 1.33289 | 217.46 | 27021.58 |
| 775 | 2010.09.30 09:30 | sell | 259 | 1.00 | 1.35764 | 0.00000 | 0.00000 | ||
| 776 | 2010.09.30 09:30 | modify | 259 | 1.00 | 1.35764 | 1.38764 | 1.32764 | ||
| 777 | 2010.10.01 11:30 | close | 259 | 1.00 | 1.37161 | 1.38764 | 1.32764 | -1394.18 | 25627.40 |
| 778 | 2010.10.04 13:00 | sell | 260 | 1.00 | 1.36828 | 0.00000 | 0.00000 | ||
| 779 | 2010.10.04 13:00 | modify | 260 | 1.00 | 1.36828 | 1.39828 | 1.33828 | ||
| 780 | 2010.10.04 17:00 | buy | 261 | 1.00 | 1.37043 | 0.00000 | 0.00000 | ||
| 781 | 2010.10.04 17:00 | modify | 261 | 1.00 | 1.37043 | 1.34043 | 1.40043 | ||
| 782 | 2010.10.05 03:00 | close | 260 | 1.00 | 1.36480 | 1.39828 | 1.33828 | 350.82 | 25978.22 |
| 783 | 2010.10.05 07:00 | sell | 262 | 1.00 | 1.36499 | 0.00000 | 0.00000 | ||
| 784 | 2010.10.05 07:00 | modify | 262 | 1.00 | 1.36499 | 1.39499 | 1.33499 | ||
| 785 | 2010.10.05 11:00 | close | 261 | 1.00 | 1.37675 | 1.34043 | 1.40043 | 626.22 | 26604.44 |
| 786 | 2010.10.05 11:30 | close | 262 | 1.00 | 1.37801 | 1.39499 | 1.33499 | -1302.00 | 25302.44 |
| 787 | 2010.10.05 12:00 | buy | 263 | 1.00 | 1.37765 | 0.00000 | 0.00000 | ||
| 788 | 2010.10.05 12:00 | modify | 263 | 1.00 | 1.37765 | 1.34765 | 1.40765 | ||
| 789 | 2010.10.05 16:00 | close | 263 | 1.00 | 1.37989 | 1.34765 | 1.40765 | 224.00 | 25526.44 |
| 790 | 2010.10.06 19:30 | buy | 264 | 1.00 | 1.39326 | 0.00000 | 0.00000 | ||
| 791 | 2010.10.06 19:30 | modify | 264 | 1.00 | 1.39326 | 1.36326 | 1.42326 | ||
| 792 | 2010.10.07 10:00 | close | 264 | 1.00 | 1.39740 | 1.36326 | 1.42326 | 396.67 | 25923.12 |
| 793 | 2010.10.07 15:30 | sell | 265 | 1.00 | 1.39833 | 0.00000 | 0.00000 | ||
| 794 | 2010.10.07 15:30 | modify | 265 | 1.00 | 1.39833 | 1.42833 | 1.36833 | ||
| 795 | 2010.10.07 17:00 | close | 265 | 1.00 | 1.39444 | 1.42833 | 1.36833 | 389.00 | 26312.12 |
| 796 | 2010.10.07 17:30 | sell | 266 | 1.00 | 1.39396 | 0.00000 | 0.00000 | ||
| 797 | 2010.10.07 17:30 | modify | 266 | 1.00 | 1.39396 | 1.42396 | 1.36396 | ||
| 798 | 2010.10.07 19:30 | close | 266 | 1.00 | 1.38736 | 1.42396 | 1.36396 | 660.00 | 26972.12 |
| 799 | 2010.10.07 20:00 | sell | 267 | 1.00 | 1.38817 | 0.00000 | 0.00000 | ||
| 800 | 2010.10.07 20:00 | modify | 267 | 1.00 | 1.38817 | 1.41817 | 1.35817 | ||
| 801 | 2010.10.08 10:00 | buy | 268 | 1.00 | 1.39272 | 0.00000 | 0.00000 | ||
| 802 | 2010.10.08 10:00 | modify | 268 | 1.00 | 1.39272 | 1.36272 | 1.42272 | ||
| 803 | 2010.10.11 02:00 | close | 268 | 1.00 | 1.39780 | 1.36272 | 1.42272 | 502.22 | 27474.34 |
| 804 | 2010.10.11 21:00 | buy | 269 | 1.00 | 1.38864 | 0.00000 | 0.00000 | ||
| 805 | 2010.10.11 21:00 | modify | 269 | 1.00 | 1.38864 | 1.35864 | 1.41864 | ||
| 806 | 2010.10.12 09:00 | close | 267 | 1.00 | 1.38382 | 1.41817 | 1.35817 | 443.46 | 27917.80 |
| 807 | 2010.10.12 21:30 | close | 269 | 1.00 | 1.39199 | 1.35864 | 1.41864 | 329.22 | 28247.02 |
| 808 | 2010.10.13 10:00 | sell | 270 | 1.00 | 1.39528 | 0.00000 | 0.00000 | ||
| 809 | 2010.10.13 10:00 | modify | 270 | 1.00 | 1.39528 | 1.42528 | 1.36528 | ||
| 810 | 2010.10.13 17:00 | close | 270 | 1.00 | 1.39156 | 1.42528 | 1.36528 | 372.00 | 28619.02 |
| 811 | 2010.10.14 10:30 | sell | 271 | 1.00 | 1.40899 | 0.00000 | 0.00000 | ||
| 812 | 2010.10.14 10:30 | modify | 271 | 1.00 | 1.40899 | 1.43899 | 1.37899 | ||
| 813 | 2010.10.14 13:30 | close | 271 | 1.00 | 1.40620 | 1.43899 | 1.37899 | 279.00 | 28898.02 |
| 814 | 2010.10.15 16:30 | sell | 272 | 1.00 | 1.40877 | 0.00000 | 0.00000 | ||
| 815 | 2010.10.15 16:30 | modify | 272 | 1.00 | 1.40877 | 1.43877 | 1.37877 | ||
| 816 | 2010.10.15 17:00 | close | 272 | 1.00 | 1.40307 | 1.43877 | 1.37877 | 570.00 | 29468.02 |
| 817 | 2010.10.15 17:30 | sell | 273 | 1.00 | 1.40199 | 0.00000 | 0.00000 | ||
| 818 | 2010.10.15 17:30 | modify | 273 | 1.00 | 1.40199 | 1.43199 | 1.37199 | ||
| 819 | 2010.10.15 19:00 | close | 273 | 1.00 | 1.39976 | 1.43199 | 1.37199 | 223.00 | 29691.02 |
| 820 | 2010.10.15 19:30 | sell | 274 | 1.00 | 1.40056 | 0.00000 | 0.00000 | ||
| 821 | 2010.10.15 19:30 | modify | 274 | 1.00 | 1.40056 | 1.43056 | 1.37056 | ||
| 822 | 2010.10.15 21:00 | close | 274 | 1.00 | 1.39642 | 1.43056 | 1.37056 | 414.00 | 30105.02 |
| 823 | 2010.10.15 21:30 | sell | 275 | 1.00 | 1.39630 | 0.00000 | 0.00000 | ||
| 824 | 2010.10.15 21:30 | modify | 275 | 1.00 | 1.39630 | 1.42630 | 1.36630 | ||
| 825 | 2010.10.18 03:30 | close | 275 | 1.00 | 1.39217 | 1.42630 | 1.36630 | 415.82 | 30520.84 |
| 826 | 2010.10.18 06:00 | sell | 276 | 1.00 | 1.38796 | 0.00000 | 0.00000 | ||
| 827 | 2010.10.18 06:00 | modify | 276 | 1.00 | 1.38796 | 1.41796 | 1.35796 | ||
| 828 | 2010.10.18 11:30 | close | 276 | 1.00 | 1.38568 | 1.41796 | 1.35796 | 228.00 | 30748.84 |
| 829 | 2010.10.18 11:30 | sell | 277 | 1.00 | 1.38553 | 0.00000 | 0.00000 | ||
| 830 | 2010.10.18 11:30 | modify | 277 | 1.00 | 1.38553 | 1.41553 | 1.35553 | ||
| 831 | 2010.10.18 20:00 | close | 277 | 1.00 | 1.39904 | 1.41553 | 1.35553 | -1351.00 | 29397.84 |
| 832 | 2010.10.19 10:30 | sell | 278 | 1.00 | 1.39005 | 0.00000 | 0.00000 | ||
| 833 | 2010.10.19 10:30 | modify | 278 | 1.00 | 1.39005 | 1.42005 | 1.36005 | ||
| 834 | 2010.10.19 11:30 | buy | 279 | 1.00 | 1.39210 | 0.00000 | 0.00000 | ||
| 835 | 2010.10.19 11:30 | modify | 279 | 1.00 | 1.39210 | 1.36210 | 1.42210 | ||
| 836 | 2010.10.19 15:00 | close | 278 | 1.00 | 1.38729 | 1.42005 | 1.36005 | 276.00 | 29673.84 |
| 837 | 2010.10.19 18:00 | close | 279 | 1.00 | 1.37884 | 1.36210 | 1.42210 | -1326.00 | 28347.84 |
| 838 | 2010.10.19 18:30 | sell | 280 | 1.00 | 1.37940 | 0.00000 | 0.00000 | ||
| 839 | 2010.10.19 18:30 | modify | 280 | 1.00 | 1.37940 | 1.40940 | 1.34940 | ||
| 840 | 2010.10.19 21:30 | close | 280 | 1.00 | 1.37330 | 1.40940 | 1.34940 | 610.00 | 28957.84 |
| 841 | 2010.10.20 04:30 | buy | 281 | 1.00 | 1.37375 | 0.00000 | 0.00000 | ||
| 842 | 2010.10.20 04:30 | modify | 281 | 1.00 | 1.37375 | 1.34375 | 1.40375 | ||
| 843 | 2010.10.20 05:30 | close | 281 | 1.00 | 1.37578 | 1.34375 | 1.40375 | 203.00 | 29160.84 |
| 844 | 2010.10.20 10:00 | buy | 282 | 1.00 | 1.37862 | 0.00000 | 0.00000 | ||
| 845 | 2010.10.20 10:00 | modify | 282 | 1.00 | 1.37862 | 1.34862 | 1.40862 | ||
| 846 | 2010.10.20 11:00 | close | 282 | 1.00 | 1.38105 | 1.34862 | 1.40862 | 243.00 | 29403.84 |
| 847 | 2010.10.20 15:30 | buy | 283 | 1.00 | 1.38498 | 0.00000 | 0.00000 | ||
| 848 | 2010.10.20 15:30 | modify | 283 | 1.00 | 1.38498 | 1.35498 | 1.41498 | ||
| 849 | 2010.10.20 17:00 | close | 283 | 1.00 | 1.38965 | 1.35498 | 1.41498 | 467.00 | 29870.84 |
| 850 | 2010.10.20 20:00 | sell | 284 | 1.00 | 1.39615 | 0.00000 | 0.00000 | ||
| 851 | 2010.10.20 20:00 | modify | 284 | 1.00 | 1.39615 | 1.42615 | 1.36615 | ||
| 852 | 2010.10.21 04:30 | close | 284 | 1.00 | 1.38790 | 1.42615 | 1.36615 | 833.46 | 30704.30 |
| 853 | 2010.10.21 15:30 | sell | 285 | 1.00 | 1.40197 | 0.00000 | 0.00000 | ||
| 854 | 2010.10.21 15:30 | modify | 285 | 1.00 | 1.40197 | 1.43197 | 1.37197 | ||
| 855 | 2010.10.21 16:00 | close | 285 | 1.00 | 1.39919 | 1.43197 | 1.37197 | 278.00 | 30982.30 |
| 856 | 2010.10.21 16:30 | sell | 286 | 1.00 | 1.39871 | 0.00000 | 0.00000 | ||
| 857 | 2010.10.21 16:30 | modify | 286 | 1.00 | 1.39871 | 1.42871 | 1.36871 | ||
| 858 | 2010.10.21 20:00 | close | 286 | 1.00 | 1.39383 | 1.42871 | 1.36871 | 488.00 | 31470.30 |
| 859 | 2010.10.22 11:00 | sell | 287 | 1.00 | 1.39004 | 0.00000 | 0.00000 | ||
| 860 | 2010.10.22 11:00 | modify | 287 | 1.00 | 1.39004 | 1.42004 | 1.36004 | ||
| 861 | 2010.10.25 05:30 | close | 287 | 1.00 | 1.40318 | 1.42004 | 1.36004 | -1311.18 | 30159.12 |
| 862 | 2010.10.25 12:30 | sell | 288 | 1.00 | 1.40416 | 0.00000 | 0.00000 | ||
| 863 | 2010.10.25 12:30 | modify | 288 | 1.00 | 1.40416 | 1.43416 | 1.37416 | ||
| 864 | 2010.10.25 15:30 | close | 288 | 1.00 | 1.40128 | 1.43416 | 1.37416 | 288.00 | 30447.12 |
| 865 | 2010.10.26 15:00 | sell | 289 | 1.00 | 1.39272 | 0.00000 | 0.00000 | ||
| 866 | 2010.10.26 15:00 | modify | 289 | 1.00 | 1.39272 | 1.42272 | 1.36272 | ||
| 867 | 2010.10.26 15:30 | close | 289 | 1.00 | 1.38878 | 1.42272 | 1.36272 | 394.00 | 30841.12 |
| 868 | 2010.10.26 18:30 | sell | 290 | 1.00 | 1.38614 | 0.00000 | 0.00000 | ||
| 869 | 2010.10.26 18:30 | modify | 290 | 1.00 | 1.38614 | 1.41614 | 1.35614 | ||
| 870 | 2010.10.26 21:00 | close | 290 | 1.00 | 1.38403 | 1.41614 | 1.35614 | 211.00 | 31052.12 |
| 871 | 2010.10.27 09:00 | sell | 291 | 1.00 | 1.38186 | 0.00000 | 0.00000 | ||
| 872 | 2010.10.27 09:00 | modify | 291 | 1.00 | 1.38186 | 1.41186 | 1.35186 | ||
| 873 | 2010.10.27 10:00 | close | 291 | 1.00 | 1.37926 | 1.41186 | 1.35186 | 260.00 | 31312.12 |
| 874 | 2010.10.28 17:30 | buy | 292 | 1.00 | 1.38925 | 0.00000 | 0.00000 | ||
| 875 | 2010.10.28 17:30 | modify | 292 | 1.00 | 1.38925 | 1.35925 | 1.41925 | ||
| 876 | 2010.10.28 18:30 | close | 292 | 1.00 | 1.39340 | 1.35925 | 1.41925 | 415.00 | 31727.12 |
| 877 | 2010.10.29 10:00 | buy | 293 | 1.00 | 1.38819 | 0.00000 | 0.00000 | ||
| 878 | 2010.10.29 10:00 | modify | 293 | 1.00 | 1.38819 | 1.35819 | 1.41819 | ||
| 879 | 2010.10.29 16:00 | close | 293 | 1.00 | 1.39126 | 1.35819 | 1.41819 | 307.00 | 32034.12 |
| 880 | 2010.11.01 03:30 | sell | 294 | 1.00 | 1.39656 | 0.00000 | 0.00000 | ||
| 881 | 2010.11.01 03:30 | modify | 294 | 1.00 | 1.39656 | 1.42656 | 1.36656 | ||
| 882 | 2010.11.01 15:00 | close | 294 | 1.00 | 1.39375 | 1.42656 | 1.36656 | 281.00 | 32315.12 |
| 883 | 2010.11.01 15:00 | buy | 295 | 1.00 | 1.39375 | 0.00000 | 0.00000 | ||
| 884 | 2010.11.01 15:00 | modify | 295 | 1.00 | 1.39375 | 1.36375 | 1.42375 | ||
| 885 | 2010.11.01 22:30 | sell | 296 | 1.00 | 1.38852 | 0.00000 | 0.00000 | ||
| 886 | 2010.11.01 22:30 | modify | 296 | 1.00 | 1.38852 | 1.41852 | 1.35852 | ||
| 887 | 2010.11.02 12:30 | close | 295 | 1.00 | 1.39830 | 1.36375 | 1.42375 | 449.22 | 32764.34 |
| 888 | 2010.11.02 15:30 | close | 296 | 1.00 | 1.40307 | 1.41852 | 1.35852 | -1452.18 | 31312.16 |
| 889 | 2010.11.02 17:00 | buy | 297 | 1.00 | 1.40313 | 0.00000 | 0.00000 | ||
| 890 | 2010.11.02 17:00 | modify | 297 | 1.00 | 1.40313 | 1.37313 | 1.43313 | ||
| 891 | 2010.11.02 20:30 | close | 297 | 1.00 | 1.40513 | 1.37313 | 1.43313 | 200.00 | 31512.16 |
| 892 | 2010.11.04 22:00 | buy | 298 | 1.00 | 1.42098 | 0.00000 | 0.00000 | ||
| 893 | 2010.11.04 22:00 | modify | 298 | 1.00 | 1.42098 | 1.39098 | 1.45098 | ||
| 894 | 2010.11.05 16:00 | close | 298 | 1.00 | 1.40727 | 1.39098 | 1.45098 | -1376.78 | 30135.39 |
| 895 | 2010.11.05 20:00 | buy | 299 | 1.00 | 1.40441 | 0.00000 | 0.00000 | ||
| 896 | 2010.11.05 20:00 | modify | 299 | 1.00 | 1.40441 | 1.37441 | 1.43441 | ||
| 897 | 2010.11.05 21:00 | close | 299 | 1.00 | 1.40665 | 1.37441 | 1.43441 | 224.00 | 30359.39 |
| 898 | 2010.11.08 06:00 | sell | 300 | 1.00 | 1.39494 | 0.00000 | 0.00000 | ||
| 899 | 2010.11.08 06:00 | modify | 300 | 1.00 | 1.39494 | 1.42494 | 1.36494 | ||
| 900 | 2010.11.08 11:30 | close | 300 | 1.00 | 1.39157 | 1.42494 | 1.36494 | 337.00 | 30696.39 |