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 |
| 901 | 2010.11.08 15:30 | buy | 301 | 1.00 | 1.39116 | 0.00000 | 0.00000 | ||
| 902 | 2010.11.08 15:30 | modify | 301 | 1.00 | 1.39116 | 1.36116 | 1.42116 | ||
| 903 | 2010.11.08 16:00 | close | 301 | 1.00 | 1.39427 | 1.36116 | 1.42116 | 311.00 | 31007.39 |
| 904 | 2010.11.08 18:30 | sell | 302 | 1.00 | 1.39021 | 0.00000 | 0.00000 | ||
| 905 | 2010.11.08 18:30 | modify | 302 | 1.00 | 1.39021 | 1.42021 | 1.36021 | ||
| 906 | 2010.11.09 02:00 | close | 302 | 1.00 | 1.38631 | 1.42021 | 1.36021 | 392.82 | 31400.20 |
| 907 | 2010.11.09 04:00 | buy | 303 | 1.00 | 1.38757 | 0.00000 | 0.00000 | ||
| 908 | 2010.11.09 04:00 | modify | 303 | 1.00 | 1.38757 | 1.35757 | 1.41757 | ||
| 909 | 2010.11.09 08:00 | sell | 304 | 1.00 | 1.38590 | 0.00000 | 0.00000 | ||
| 910 | 2010.11.09 08:00 | modify | 304 | 1.00 | 1.38590 | 1.41590 | 1.35590 | ||
| 911 | 2010.11.09 10:30 | close | 304 | 1.00 | 1.38354 | 1.41590 | 1.35590 | 236.00 | 31636.20 |
| 912 | 2010.11.09 12:00 | close | 303 | 1.00 | 1.39061 | 1.35757 | 1.41757 | 304.00 | 31940.20 |
| 913 | 2010.11.09 13:30 | sell | 305 | 1.00 | 1.39218 | 0.00000 | 0.00000 | ||
| 914 | 2010.11.09 13:30 | modify | 305 | 1.00 | 1.39218 | 1.42218 | 1.36218 | ||
| 915 | 2010.11.09 14:30 | buy | 306 | 1.00 | 1.39552 | 0.00000 | 0.00000 | ||
| 916 | 2010.11.09 14:30 | modify | 306 | 1.00 | 1.39552 | 1.36552 | 1.42552 | ||
| 917 | 2010.11.09 18:30 | close | 305 | 1.00 | 1.38688 | 1.42218 | 1.36218 | 530.00 | 32470.20 |
| 918 | 2010.11.09 21:00 | close | 306 | 1.00 | 1.38271 | 1.36552 | 1.42552 | -1281.00 | 31189.20 |
| 919 | 2010.11.09 23:00 | sell | 307 | 1.00 | 1.37763 | 0.00000 | 0.00000 | ||
| 920 | 2010.11.09 23:00 | modify | 307 | 1.00 | 1.37763 | 1.40763 | 1.34763 | ||
| 921 | 2010.11.10 02:30 | close | 307 | 1.00 | 1.37472 | 1.40763 | 1.34763 | 293.82 | 31483.02 |
| 922 | 2010.11.10 11:00 | buy | 308 | 1.00 | 1.37999 | 0.00000 | 0.00000 | ||
| 923 | 2010.11.10 11:00 | modify | 308 | 1.00 | 1.37999 | 1.34999 | 1.40999 | ||
| 924 | 2010.11.11 03:00 | sell | 309 | 1.00 | 1.37751 | 0.00000 | 0.00000 | ||
| 925 | 2010.11.11 03:00 | modify | 309 | 1.00 | 1.37751 | 1.40751 | 1.34751 | ||
| 926 | 2010.11.11 11:30 | close | 309 | 1.00 | 1.37330 | 1.40751 | 1.34751 | 421.00 | 31904.02 |
| 927 | 2010.11.11 17:00 | close | 308 | 1.00 | 1.36737 | 1.34999 | 1.40999 | -1279.33 | 30624.70 |
| 928 | 2010.11.11 19:30 | buy | 310 | 1.00 | 1.36617 | 0.00000 | 0.00000 | ||
| 929 | 2010.11.11 19:30 | modify | 310 | 1.00 | 1.36617 | 1.33617 | 1.39617 | ||
| 930 | 2010.11.12 12:30 | close | 310 | 1.00 | 1.36852 | 1.33617 | 1.39617 | 229.22 | 30853.92 |
| 931 | 2010.11.12 14:00 | buy | 311 | 1.00 | 1.36964 | 0.00000 | 0.00000 | ||
| 932 | 2010.11.12 14:00 | modify | 311 | 1.00 | 1.36964 | 1.33964 | 1.39964 | ||
| 933 | 2010.11.12 14:30 | close | 311 | 1.00 | 1.37173 | 1.33964 | 1.39964 | 209.00 | 31062.92 |
| 934 | 2010.11.12 16:30 | buy | 312 | 1.00 | 1.37443 | 0.00000 | 0.00000 | ||
| 935 | 2010.11.12 16:30 | modify | 312 | 1.00 | 1.37443 | 1.34443 | 1.40443 | ||
| 936 | 2010.11.12 17:00 | close | 312 | 1.00 | 1.37649 | 1.34443 | 1.40443 | 206.00 | 31268.92 |
| 937 | 2010.11.12 18:00 | buy | 313 | 1.00 | 1.37023 | 0.00000 | 0.00000 | ||
| 938 | 2010.11.12 18:00 | modify | 313 | 1.00 | 1.37023 | 1.34023 | 1.40023 | ||
| 939 | 2010.11.12 18:30 | close | 313 | 1.00 | 1.37223 | 1.34023 | 1.40023 | 200.00 | 31468.92 |
| 940 | 2010.11.15 09:30 | sell | 314 | 1.00 | 1.36738 | 0.00000 | 0.00000 | ||
| 941 | 2010.11.15 09:30 | modify | 314 | 1.00 | 1.36738 | 1.39738 | 1.33738 | ||
| 942 | 2010.11.15 10:30 | close | 314 | 1.00 | 1.36382 | 1.39738 | 1.33738 | 356.00 | 31824.92 |
| 943 | 2010.11.15 14:00 | buy | 315 | 1.00 | 1.36218 | 0.00000 | 0.00000 | ||
| 944 | 2010.11.15 14:00 | modify | 315 | 1.00 | 1.36218 | 1.33218 | 1.39218 | ||
| 945 | 2010.11.15 16:30 | close | 315 | 1.00 | 1.36619 | 1.33218 | 1.39218 | 401.00 | 32225.92 |
| 946 | 2010.11.15 17:30 | sell | 316 | 1.00 | 1.36216 | 0.00000 | 0.00000 | ||
| 947 | 2010.11.15 17:30 | modify | 316 | 1.00 | 1.36216 | 1.39216 | 1.33216 | ||
| 948 | 2010.11.15 18:00 | close | 316 | 1.00 | 1.35966 | 1.39216 | 1.33216 | 250.00 | 32475.92 |
| 949 | 2010.11.16 09:30 | sell | 317 | 1.00 | 1.35914 | 0.00000 | 0.00000 | ||
| 950 | 2010.11.16 09:30 | modify | 317 | 1.00 | 1.35914 | 1.38914 | 1.32914 | ||
| 951 | 2010.11.16 18:00 | close | 317 | 1.00 | 1.35530 | 1.38914 | 1.32914 | 384.00 | 32859.92 |
| 952 | 2010.11.16 20:00 | sell | 318 | 1.00 | 1.34848 | 0.00000 | 0.00000 | ||
| 953 | 2010.11.16 20:00 | modify | 318 | 1.00 | 1.34848 | 1.37848 | 1.31848 | ||
| 954 | 2010.11.17 14:30 | close | 318 | 1.00 | 1.34644 | 1.37848 | 1.31848 | 206.82 | 33066.74 |
| 955 | 2010.11.18 11:30 | buy | 319 | 1.00 | 1.36317 | 0.00000 | 0.00000 | ||
| 956 | 2010.11.18 11:30 | modify | 319 | 1.00 | 1.36317 | 1.33317 | 1.39317 | ||
| 957 | 2010.11.18 14:30 | close | 319 | 1.00 | 1.36605 | 1.33317 | 1.39317 | 288.00 | 33354.74 |
| 958 | 2010.11.18 16:00 | buy | 320 | 1.00 | 1.36433 | 0.00000 | 0.00000 | ||
| 959 | 2010.11.18 16:00 | modify | 320 | 1.00 | 1.36433 | 1.33433 | 1.39433 | ||
| 960 | 2010.11.18 18:30 | sell | 321 | 1.00 | 1.36050 | 0.00000 | 0.00000 | ||
| 961 | 2010.11.18 18:30 | modify | 321 | 1.00 | 1.36050 | 1.39050 | 1.33050 | ||
| 962 | 2010.11.19 09:00 | close | 320 | 1.00 | 1.36814 | 1.33433 | 1.39433 | 375.22 | 33729.96 |
| 963 | 2010.11.19 18:00 | buy | 322 | 1.00 | 1.36632 | 0.00000 | 0.00000 | ||
| 964 | 2010.11.19 18:00 | modify | 322 | 1.00 | 1.36632 | 1.33632 | 1.39632 | ||
| 965 | 2010.11.19 23:00 | close | 322 | 1.00 | 1.36848 | 1.33632 | 1.39632 | 216.00 | 33945.96 |
| 966 | 2010.11.22 02:00 | close | 321 | 1.00 | 1.37429 | 1.39050 | 1.33050 | -1373.36 | 32572.60 |
| 967 | 2010.11.22 16:00 | sell | 323 | 1.00 | 1.36448 | 0.00000 | 0.00000 | ||
| 968 | 2010.11.22 16:00 | modify | 323 | 1.00 | 1.36448 | 1.39448 | 1.33448 | ||
| 969 | 2010.11.22 18:00 | close | 323 | 1.00 | 1.36111 | 1.39448 | 1.33448 | 337.00 | 32909.60 |
| 970 | 2010.11.22 18:30 | sell | 324 | 1.00 | 1.36087 | 0.00000 | 0.00000 | ||
| 971 | 2010.11.22 18:30 | modify | 324 | 1.00 | 1.36087 | 1.39087 | 1.33087 | ||
| 972 | 2010.11.22 20:30 | close | 324 | 1.00 | 1.35841 | 1.39087 | 1.33087 | 246.00 | 33155.60 |
| 973 | 2010.11.23 09:00 | sell | 325 | 1.00 | 1.35603 | 0.00000 | 0.00000 | ||
| 974 | 2010.11.23 09:00 | modify | 325 | 1.00 | 1.35603 | 1.38603 | 1.32603 | ||
| 975 | 2010.11.23 09:30 | buy | 326 | 1.00 | 1.35629 | 0.00000 | 0.00000 | ||
| 976 | 2010.11.23 09:30 | modify | 326 | 1.00 | 1.35629 | 1.32629 | 1.38629 | ||
| 977 | 2010.11.23 11:30 | close | 326 | 1.00 | 1.35843 | 1.32629 | 1.38629 | 214.00 | 33369.60 |
| 978 | 2010.11.23 14:30 | close | 325 | 1.00 | 1.35355 | 1.38603 | 1.32603 | 248.00 | 33617.60 |
| 979 | 2010.11.23 15:30 | sell | 327 | 1.00 | 1.35085 | 0.00000 | 0.00000 | ||
| 980 | 2010.11.23 15:30 | modify | 327 | 1.00 | 1.35085 | 1.38085 | 1.32085 | ||
| 981 | 2010.11.23 16:00 | close | 327 | 1.00 | 1.34785 | 1.38085 | 1.32085 | 300.00 | 33917.60 |
| 982 | 2010.11.23 16:30 | buy | 328 | 1.00 | 1.34685 | 0.00000 | 0.00000 | ||
| 983 | 2010.11.23 16:30 | modify | 328 | 1.00 | 1.34685 | 1.31685 | 1.37685 | ||
| 984 | 2010.11.24 11:00 | close | 328 | 1.00 | 1.33339 | 1.31685 | 1.37685 | -1351.78 | 32565.83 |
| 985 | 2010.11.24 12:30 | sell | 329 | 1.00 | 1.33166 | 0.00000 | 0.00000 | ||
| 986 | 2010.11.24 12:30 | modify | 329 | 1.00 | 1.33166 | 1.36166 | 1.30166 | ||
| 987 | 2010.11.24 15:00 | buy | 330 | 1.00 | 1.33446 | 0.00000 | 0.00000 | ||
| 988 | 2010.11.24 15:00 | modify | 330 | 1.00 | 1.33446 | 1.30446 | 1.36446 | ||
| 989 | 2010.11.24 16:00 | close | 330 | 1.00 | 1.33889 | 1.30446 | 1.36446 | 443.00 | 33008.83 |
| 990 | 2010.11.24 17:00 | buy | 331 | 1.00 | 1.33990 | 0.00000 | 0.00000 | ||
| 991 | 2010.11.24 17:00 | modify | 331 | 1.00 | 1.33990 | 1.30990 | 1.36990 | ||
| 992 | 2010.11.26 09:00 | close | 331 | 1.00 | 1.32725 | 1.30990 | 1.36990 | -1288.10 | 31720.72 |
| 993 | 2010.11.26 09:00 | close | 329 | 1.00 | 1.32740 | 1.36166 | 1.30166 | 437.28 | 32158.00 |
| 994 | 2010.11.26 09:30 | buy | 332 | 1.00 | 1.32758 | 0.00000 | 0.00000 | ||
| 995 | 2010.11.26 09:30 | modify | 332 | 1.00 | 1.32758 | 1.29758 | 1.35758 | ||
| 996 | 2010.11.26 13:30 | sell | 333 | 1.00 | 1.32234 | 0.00000 | 0.00000 | ||
| 997 | 2010.11.26 13:30 | modify | 333 | 1.00 | 1.32234 | 1.35234 | 1.29234 | ||
| 998 | 2010.11.29 03:30 | close | 333 | 1.00 | 1.31967 | 1.35234 | 1.29234 | 269.82 | 32427.82 |
| 999 | 2010.11.29 10:00 | close | 332 | 1.00 | 1.32970 | 1.29758 | 1.35758 | 206.22 | 32634.04 |
| 1000 | 2010.11.29 14:00 | buy | 334 | 1.00 | 1.31677 | 0.00000 | 0.00000 | ||
| 1001 | 2010.11.29 14:00 | modify | 334 | 1.00 | 1.31677 | 1.28677 | 1.34677 | ||
| 1002 | 2010.11.29 15:30 | sell | 335 | 1.00 | 1.31559 | 0.00000 | 0.00000 | ||
| 1003 | 2010.11.29 15:30 | modify | 335 | 1.00 | 1.31559 | 1.34559 | 1.28559 | ||
| 1004 | 2010.11.29 16:00 | close | 335 | 1.00 | 1.31194 | 1.34559 | 1.28559 | 365.00 | 32999.04 |
| 1005 | 2010.11.30 10:00 | sell | 336 | 1.00 | 1.31170 | 0.00000 | 0.00000 | ||
| 1006 | 2010.11.30 10:00 | modify | 336 | 1.00 | 1.31170 | 1.34170 | 1.28170 | ||
| 1007 | 2010.11.30 11:00 | close | 336 | 1.00 | 1.30417 | 1.34170 | 1.28170 | 753.00 | 33752.04 |
| 1008 | 2010.11.30 11:00 | close | 334 | 1.00 | 1.30402 | 1.28677 | 1.34677 | -1280.78 | 32471.27 |
| 1009 | 2010.11.30 12:30 | sell | 337 | 1.00 | 1.30189 | 0.00000 | 0.00000 | ||
| 1010 | 2010.11.30 12:30 | modify | 337 | 1.00 | 1.30189 | 1.33189 | 1.27189 | ||
| 1011 | 2010.11.30 15:30 | close | 337 | 1.00 | 1.29976 | 1.33189 | 1.27189 | 213.00 | 32684.27 |
| 1012 | 2010.11.30 16:00 | sell | 338 | 1.00 | 1.29959 | 0.00000 | 0.00000 | ||
| 1013 | 2010.11.30 16:00 | modify | 338 | 1.00 | 1.29959 | 1.32959 | 1.26959 | ||
| 1014 | 2010.11.30 16:30 | close | 338 | 1.00 | 1.29750 | 1.32959 | 1.26959 | 209.00 | 32893.27 |
| 1015 | 2010.11.30 18:00 | sell | 339 | 1.00 | 1.30158 | 0.00000 | 0.00000 | ||
| 1016 | 2010.11.30 18:00 | modify | 339 | 1.00 | 1.30158 | 1.33158 | 1.27158 | ||
| 1017 | 2010.11.30 23:00 | close | 339 | 1.00 | 1.29814 | 1.33158 | 1.27158 | 344.00 | 33237.27 |
| 1018 | 2010.12.01 03:00 | sell | 340 | 1.00 | 1.29937 | 0.00000 | 0.00000 | ||
| 1019 | 2010.12.01 03:00 | modify | 340 | 1.00 | 1.29937 | 1.32937 | 1.26937 | ||
| 1020 | 2010.12.01 16:00 | close | 340 | 1.00 | 1.31310 | 1.32937 | 1.26937 | -1373.00 | 31864.27 |
| 1021 | 2010.12.01 20:00 | buy | 341 | 1.00 | 1.31314 | 0.00000 | 0.00000 | ||
| 1022 | 2010.12.01 20:00 | modify | 341 | 1.00 | 1.31314 | 1.28314 | 1.34314 | ||
| 1023 | 2010.12.02 09:30 | close | 341 | 1.00 | 1.31590 | 1.28314 | 1.34314 | 258.67 | 32122.94 |
| 1024 | 2010.12.02 11:00 | sell | 342 | 1.00 | 1.31296 | 0.00000 | 0.00000 | ||
| 1025 | 2010.12.02 11:00 | modify | 342 | 1.00 | 1.31296 | 1.34296 | 1.28296 | ||
| 1026 | 2010.12.02 15:00 | buy | 343 | 1.00 | 1.31626 | 0.00000 | 0.00000 | ||
| 1027 | 2010.12.02 15:00 | modify | 343 | 1.00 | 1.31626 | 1.28626 | 1.34626 | ||
| 1028 | 2010.12.02 16:00 | close | 342 | 1.00 | 1.30795 | 1.34296 | 1.28296 | 501.00 | 32623.94 |
| 1029 | 2010.12.02 18:30 | close | 343 | 1.00 | 1.32348 | 1.28626 | 1.34626 | 722.00 | 33345.94 |
| 1030 | 2010.12.03 17:00 | buy | 344 | 1.00 | 1.33515 | 0.00000 | 0.00000 | ||
| 1031 | 2010.12.03 17:00 | modify | 344 | 1.00 | 1.33515 | 1.30515 | 1.36515 | ||
| 1032 | 2010.12.03 18:00 | close | 344 | 1.00 | 1.33821 | 1.30515 | 1.36515 | 306.00 | 33651.94 |
| 1033 | 2010.12.03 18:30 | buy | 345 | 1.00 | 1.33774 | 0.00000 | 0.00000 | ||
| 1034 | 2010.12.03 18:30 | modify | 345 | 1.00 | 1.33774 | 1.30774 | 1.36774 | ||
| 1035 | 2010.12.03 23:00 | close | 345 | 1.00 | 1.34108 | 1.30774 | 1.36774 | 334.00 | 33985.94 |
| 1036 | 2010.12.06 10:00 | buy | 346 | 1.00 | 1.33655 | 0.00000 | 0.00000 | ||
| 1037 | 2010.12.06 10:00 | modify | 346 | 1.00 | 1.33655 | 1.30655 | 1.36655 | ||
| 1038 | 2010.12.06 16:30 | sell | 347 | 1.00 | 1.32737 | 0.00000 | 0.00000 | ||
| 1039 | 2010.12.06 16:30 | modify | 347 | 1.00 | 1.32737 | 1.35737 | 1.29737 | ||
| 1040 | 2010.12.07 16:30 | close | 346 | 1.00 | 1.33880 | 1.30655 | 1.36655 | 219.22 | 34205.17 |
| 1041 | 2010.12.07 22:00 | buy | 348 | 1.00 | 1.32868 | 0.00000 | 0.00000 | ||
| 1042 | 2010.12.07 22:00 | modify | 348 | 1.00 | 1.32868 | 1.29868 | 1.35868 | ||
| 1043 | 2010.12.08 02:00 | close | 347 | 1.00 | 1.32494 | 1.35737 | 1.29737 | 248.64 | 34453.80 |
| 1044 | 2010.12.08 04:00 | sell | 349 | 1.00 | 1.32669 | 0.00000 | 0.00000 | ||
| 1045 | 2010.12.08 04:00 | modify | 349 | 1.00 | 1.32669 | 1.35669 | 1.29669 | ||
| 1046 | 2010.12.08 05:00 | close | 349 | 1.00 | 1.32282 | 1.35669 | 1.29669 | 387.00 | 34840.80 |
| 1047 | 2010.12.08 11:30 | sell | 350 | 1.00 | 1.32035 | 0.00000 | 0.00000 | ||
| 1048 | 2010.12.08 11:30 | modify | 350 | 1.00 | 1.32035 | 1.35035 | 1.29035 | ||
| 1049 | 2010.12.09 04:00 | close | 348 | 1.00 | 1.33090 | 1.29868 | 1.35868 | 198.90 | 35039.70 |
| 1050 | 2010.12.09 18:00 | close | 350 | 1.00 | 1.31774 | 1.35035 | 1.29035 | 269.46 | 35309.16 |