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 |
| 1051 | 2010.12.09 19:30 | buy | 351 | 1.00 | 1.32089 | 0.00000 | 0.00000 | ||
| 1052 | 2010.12.09 19:30 | modify | 351 | 1.00 | 1.32089 | 1.29089 | 1.35089 | ||
| 1053 | 2010.12.09 20:30 | close | 351 | 1.00 | 1.32434 | 1.29089 | 1.35089 | 345.00 | 35654.16 |
| 1054 | 2010.12.14 10:30 | buy | 352 | 1.00 | 1.34573 | 0.00000 | 0.00000 | ||
| 1055 | 2010.12.14 10:30 | modify | 352 | 1.00 | 1.34573 | 1.31573 | 1.37573 | ||
| 1056 | 2010.12.14 13:00 | close | 352 | 1.00 | 1.34965 | 1.31573 | 1.37573 | 392.00 | 36046.16 |
| 1057 | 2010.12.15 09:00 | buy | 353 | 1.00 | 1.33013 | 0.00000 | 0.00000 | ||
| 1058 | 2010.12.15 09:00 | modify | 353 | 1.00 | 1.33013 | 1.30013 | 1.36013 | ||
| 1059 | 2010.12.15 10:30 | close | 353 | 1.00 | 1.33240 | 1.30013 | 1.36013 | 227.00 | 36273.16 |
| 1060 | 2010.12.15 16:00 | sell | 354 | 1.00 | 1.33520 | 0.00000 | 0.00000 | ||
| 1061 | 2010.12.15 16:00 | modify | 354 | 1.00 | 1.33520 | 1.36520 | 1.30520 | ||
| 1062 | 2010.12.15 18:00 | close | 354 | 1.00 | 1.33289 | 1.36520 | 1.30520 | 231.00 | 36504.16 |
| 1063 | 2010.12.15 20:00 | sell | 355 | 1.00 | 1.32756 | 0.00000 | 0.00000 | ||
| 1064 | 2010.12.15 20:00 | modify | 355 | 1.00 | 1.32756 | 1.35756 | 1.29756 | ||
| 1065 | 2010.12.15 21:30 | close | 355 | 1.00 | 1.32292 | 1.35756 | 1.29756 | 464.00 | 36968.16 |
| 1066 | 2010.12.16 18:30 | buy | 356 | 1.00 | 1.32000 | 0.00000 | 0.00000 | ||
| 1067 | 2010.12.16 18:30 | modify | 356 | 1.00 | 1.32000 | 1.29000 | 1.35000 | ||
| 1068 | 2010.12.16 20:00 | close | 356 | 1.00 | 1.32320 | 1.29000 | 1.35000 | 320.00 | 37288.16 |
| 1069 | 2010.12.17 20:00 | sell | 357 | 1.00 | 1.31558 | 0.00000 | 0.00000 | ||
| 1070 | 2010.12.17 20:00 | modify | 357 | 1.00 | 1.31558 | 1.34558 | 1.28558 | ||
| 1071 | 2010.12.20 03:00 | close | 357 | 1.00 | 1.31296 | 1.34558 | 1.28558 | 264.82 | 37552.98 |
| 1072 | 2010.12.20 20:00 | sell | 358 | 1.00 | 1.31225 | 0.00000 | 0.00000 | ||
| 1073 | 2010.12.20 20:00 | modify | 358 | 1.00 | 1.31225 | 1.34225 | 1.28225 | ||
| 1074 | 2010.12.21 20:30 | close | 358 | 1.00 | 1.30863 | 1.34225 | 1.28225 | 364.82 | 37917.80 |
| 1075 | 2010.12.23 20:00 | buy | 359 | 1.00 | 1.31138 | 0.00000 | 0.00000 | ||
| 1076 | 2010.12.23 20:00 | modify | 359 | 1.00 | 1.31138 | 1.28138 | 1.34138 | ||
| 1077 | 2010.12.24 09:30 | close | 359 | 1.00 | 1.31349 | 1.28138 | 1.34138 | 205.22 | 38123.02 |
| 1078 | 2010.12.28 03:00 | buy | 360 | 1.00 | 1.32344 | 0.00000 | 0.00000 | ||
| 1079 | 2010.12.28 03:00 | modify | 360 | 1.00 | 1.32344 | 1.29344 | 1.35344 | ||
| 1080 | 2010.12.28 14:00 | close | 360 | 1.00 | 1.32665 | 1.29344 | 1.35344 | 321.00 | 38444.02 |
| 1081 | 2010.12.28 19:00 | sell | 361 | 1.00 | 1.31202 | 0.00000 | 0.00000 | ||
| 1082 | 2010.12.28 19:00 | modify | 361 | 1.00 | 1.31202 | 1.34202 | 1.28202 | ||
| 1083 | 2010.12.29 02:00 | close | 361 | 1.00 | 1.30862 | 1.34202 | 1.28202 | 342.82 | 38786.84 |
| 1084 | 2010.12.30 18:00 | sell | 362 | 1.00 | 1.32814 | 0.00000 | 0.00000 | ||
| 1085 | 2010.12.30 18:00 | modify | 362 | 1.00 | 1.32814 | 1.35814 | 1.29814 | ||
| 1086 | 2010.12.31 18:00 | close | 362 | 1.00 | 1.34152 | 1.35814 | 1.29814 | -1335.18 | 37451.66 |
| 1087 | 2011.01.03 04:30 | buy | 363 | 1.00 | 1.32836 | 0.00000 | 0.00000 | ||
| 1088 | 2011.01.03 04:30 | modify | 363 | 1.00 | 1.32836 | 1.29836 | 1.35836 | ||
| 1089 | 2011.01.03 09:00 | close | 363 | 1.00 | 1.33089 | 1.29836 | 1.35836 | 253.00 | 37704.66 |
| 1090 | 2011.01.03 15:30 | buy | 364 | 1.00 | 1.33404 | 0.00000 | 0.00000 | ||
| 1091 | 2011.01.03 15:30 | modify | 364 | 1.00 | 1.33404 | 1.30404 | 1.36404 | ||
| 1092 | 2011.01.03 18:00 | close | 364 | 1.00 | 1.33618 | 1.30404 | 1.36404 | 214.00 | 37918.66 |
| 1093 | 2011.01.04 18:30 | sell | 365 | 1.00 | 1.33084 | 0.00000 | 0.00000 | ||
| 1094 | 2011.01.04 18:30 | modify | 365 | 1.00 | 1.33084 | 1.36084 | 1.30084 | ||
| 1095 | 2011.01.05 03:30 | close | 365 | 1.00 | 1.32783 | 1.36084 | 1.30084 | 303.82 | 38222.48 |
| 1096 | 2011.01.05 07:30 | buy | 366 | 1.00 | 1.32738 | 0.00000 | 0.00000 | ||
| 1097 | 2011.01.05 07:30 | modify | 366 | 1.00 | 1.32738 | 1.29738 | 1.35738 | ||
| 1098 | 2011.01.05 16:30 | close | 366 | 1.00 | 1.31367 | 1.29738 | 1.35738 | -1371.00 | 36851.48 |
| 1099 | 2011.01.05 22:00 | sell | 367 | 1.00 | 1.31498 | 0.00000 | 0.00000 | ||
| 1100 | 2011.01.05 22:00 | modify | 367 | 1.00 | 1.31498 | 1.34498 | 1.28498 | ||
| 1101 | 2011.01.06 10:00 | close | 367 | 1.00 | 1.31145 | 1.34498 | 1.28498 | 361.46 | 37212.94 |
| 1102 | 2011.01.07 20:00 | sell | 368 | 1.00 | 1.29255 | 0.00000 | 0.00000 | ||
| 1103 | 2011.01.07 20:00 | modify | 368 | 1.00 | 1.29255 | 1.32255 | 1.26255 | ||
| 1104 | 2011.01.10 02:00 | close | 368 | 1.00 | 1.28962 | 1.32255 | 1.26255 | 295.82 | 37508.75 |
| 1105 | 2011.01.12 14:30 | buy | 369 | 1.00 | 1.29675 | 0.00000 | 0.00000 | ||
| 1106 | 2011.01.12 14:30 | modify | 369 | 1.00 | 1.29675 | 1.26675 | 1.32675 | ||
| 1107 | 2011.01.12 16:00 | close | 369 | 1.00 | 1.30232 | 1.26675 | 1.32675 | 557.00 | 38065.75 |
| 1108 | 2011.01.12 17:00 | sell | 370 | 1.00 | 1.30428 | 0.00000 | 0.00000 | ||
| 1109 | 2011.01.12 17:00 | modify | 370 | 1.00 | 1.30428 | 1.33428 | 1.27428 | ||
| 1110 | 2011.01.13 14:30 | close | 370 | 1.00 | 1.31734 | 1.33428 | 1.27428 | -1297.54 | 36768.21 |
| 1111 | 2011.01.13 18:00 | sell | 371 | 1.00 | 1.33339 | 0.00000 | 0.00000 | ||
| 1112 | 2011.01.13 18:00 | modify | 371 | 1.00 | 1.33339 | 1.36339 | 1.30339 | ||
| 1113 | 2011.01.14 17:30 | buy | 372 | 1.00 | 1.33721 | 0.00000 | 0.00000 | ||
| 1114 | 2011.01.14 17:30 | modify | 372 | 1.00 | 1.33721 | 1.30721 | 1.36721 | ||
| 1115 | 2011.01.17 09:00 | close | 371 | 1.00 | 1.33013 | 1.36339 | 1.30339 | 331.64 | 37099.85 |
| 1116 | 2011.01.17 10:30 | sell | 373 | 1.00 | 1.32932 | 0.00000 | 0.00000 | ||
| 1117 | 2011.01.17 10:30 | modify | 373 | 1.00 | 1.32932 | 1.35932 | 1.29932 | ||
| 1118 | 2011.01.17 11:30 | close | 373 | 1.00 | 1.32608 | 1.35932 | 1.29932 | 324.00 | 37423.85 |
| 1119 | 2011.01.18 11:30 | close | 372 | 1.00 | 1.34082 | 1.30721 | 1.36721 | 349.45 | 37773.30 |
| 1120 | 2011.01.18 12:30 | buy | 374 | 1.00 | 1.33996 | 0.00000 | 0.00000 | ||
| 1121 | 2011.01.18 12:30 | modify | 374 | 1.00 | 1.33996 | 1.30996 | 1.36996 | ||
| 1122 | 2011.01.18 15:00 | sell | 375 | 1.00 | 1.34052 | 0.00000 | 0.00000 | ||
| 1123 | 2011.01.18 15:00 | modify | 375 | 1.00 | 1.34052 | 1.37052 | 1.31052 | ||
| 1124 | 2011.01.18 15:30 | close | 375 | 1.00 | 1.33847 | 1.37052 | 1.31052 | 205.00 | 37978.30 |
| 1125 | 2011.01.18 17:00 | close | 374 | 1.00 | 1.34416 | 1.30996 | 1.36996 | 420.00 | 38398.30 |
| 1126 | 2011.01.18 17:30 | buy | 376 | 1.00 | 1.34358 | 0.00000 | 0.00000 | ||
| 1127 | 2011.01.18 17:30 | modify | 376 | 1.00 | 1.34358 | 1.31358 | 1.37358 | ||
| 1128 | 2011.01.19 08:00 | close | 376 | 1.00 | 1.34738 | 1.31358 | 1.37358 | 374.22 | 38772.52 |
| 1129 | 2011.01.19 09:00 | sell | 377 | 1.00 | 1.34843 | 0.00000 | 0.00000 | ||
| 1130 | 2011.01.19 09:00 | modify | 377 | 1.00 | 1.34843 | 1.37843 | 1.31843 | ||
| 1131 | 2011.01.19 10:30 | close | 377 | 1.00 | 1.34504 | 1.37843 | 1.31843 | 339.00 | 39111.52 |
| 1132 | 2011.01.19 12:00 | buy | 378 | 1.00 | 1.34578 | 0.00000 | 0.00000 | ||
| 1133 | 2011.01.19 12:00 | modify | 378 | 1.00 | 1.34578 | 1.31578 | 1.37578 | ||
| 1134 | 2011.01.19 12:30 | sell | 379 | 1.00 | 1.34522 | 0.00000 | 0.00000 | ||
| 1135 | 2011.01.19 12:30 | modify | 379 | 1.00 | 1.34522 | 1.37522 | 1.31522 | ||
| 1136 | 2011.01.19 14:30 | close | 378 | 1.00 | 1.34862 | 1.31578 | 1.37578 | 284.00 | 39395.52 |
| 1137 | 2011.01.19 16:00 | buy | 380 | 1.00 | 1.35115 | 0.00000 | 0.00000 | ||
| 1138 | 2011.01.19 16:00 | modify | 380 | 1.00 | 1.35115 | 1.32115 | 1.38115 | ||
| 1139 | 2011.01.20 09:30 | close | 379 | 1.00 | 1.34321 | 1.37522 | 1.31522 | 209.46 | 39604.98 |
| 1140 | 2011.01.20 16:30 | sell | 381 | 1.00 | 1.34487 | 0.00000 | 0.00000 | ||
| 1141 | 2011.01.20 16:30 | modify | 381 | 1.00 | 1.34487 | 1.37487 | 1.31487 | ||
| 1142 | 2011.01.20 18:00 | close | 381 | 1.00 | 1.34120 | 1.37487 | 1.31487 | 367.00 | 39971.98 |
| 1143 | 2011.01.21 10:30 | close | 380 | 1.00 | 1.35315 | 1.32115 | 1.38115 | 176.90 | 40148.88 |
| 1144 | 2011.01.21 13:00 | buy | 382 | 1.00 | 1.35306 | 0.00000 | 0.00000 | ||
| 1145 | 2011.01.21 13:00 | modify | 382 | 1.00 | 1.35306 | 1.32306 | 1.38306 | ||
| 1146 | 2011.01.21 17:00 | close | 382 | 1.00 | 1.35528 | 1.32306 | 1.38306 | 222.00 | 40370.88 |
| 1147 | 2011.01.24 19:30 | buy | 383 | 1.00 | 1.36520 | 0.00000 | 0.00000 | ||
| 1148 | 2011.01.24 19:30 | modify | 383 | 1.00 | 1.36520 | 1.33520 | 1.39520 | ||
| 1149 | 2011.01.25 04:00 | close | 383 | 1.00 | 1.36775 | 1.33520 | 1.39520 | 249.22 | 40620.10 |
| 1150 | 2011.01.25 21:30 | buy | 384 | 1.00 | 1.36605 | 0.00000 | 0.00000 | ||
| 1151 | 2011.01.25 21:30 | modify | 384 | 1.00 | 1.36605 | 1.33605 | 1.39605 | ||
| 1152 | 2011.01.25 22:30 | close | 384 | 1.00 | 1.37023 | 1.33605 | 1.39605 | 418.00 | 41038.10 |
| 1153 | 2011.01.27 18:00 | buy | 385 | 1.00 | 1.37333 | 0.00000 | 0.00000 | ||
| 1154 | 2011.01.27 18:00 | modify | 385 | 1.00 | 1.37333 | 1.34333 | 1.40333 | ||
| 1155 | 2011.01.28 19:00 | close | 385 | 1.00 | 1.36044 | 1.34333 | 1.40333 | -1294.78 | 39743.33 |
| 1156 | 2011.01.31 12:30 | buy | 386 | 1.00 | 1.36482 | 0.00000 | 0.00000 | ||
| 1157 | 2011.01.31 12:30 | modify | 386 | 1.00 | 1.36482 | 1.33482 | 1.39482 | ||
| 1158 | 2011.01.31 13:30 | close | 386 | 1.00 | 1.36686 | 1.33482 | 1.39482 | 204.00 | 39947.33 |
| 1159 | 2011.01.31 15:30 | sell | 387 | 1.00 | 1.37025 | 0.00000 | 0.00000 | ||
| 1160 | 2011.01.31 15:30 | modify | 387 | 1.00 | 1.37025 | 1.40025 | 1.34025 | ||
| 1161 | 2011.01.31 16:00 | buy | 388 | 1.00 | 1.37121 | 0.00000 | 0.00000 | ||
| 1162 | 2011.01.31 16:00 | modify | 388 | 1.00 | 1.37121 | 1.34121 | 1.40121 | ||
| 1163 | 2011.01.31 17:30 | close | 388 | 1.00 | 1.37380 | 1.34121 | 1.40121 | 259.00 | 40206.33 |
| 1164 | 2011.01.31 19:30 | buy | 389 | 1.00 | 1.37079 | 0.00000 | 0.00000 | ||
| 1165 | 2011.01.31 19:30 | modify | 389 | 1.00 | 1.37079 | 1.34079 | 1.40079 | ||
| 1166 | 2011.01.31 21:00 | close | 387 | 1.00 | 1.36757 | 1.40025 | 1.34025 | 268.00 | 40474.33 |
| 1167 | 2011.02.01 07:00 | close | 389 | 1.00 | 1.37280 | 1.34079 | 1.40079 | 195.22 | 40669.55 |
| 1168 | 2011.02.01 17:30 | sell | 390 | 1.00 | 1.37643 | 0.00000 | 0.00000 | ||
| 1169 | 2011.02.01 17:30 | modify | 390 | 1.00 | 1.37643 | 1.40643 | 1.34643 | ||
| 1170 | 2011.02.02 18:00 | buy | 391 | 1.00 | 1.38110 | 0.00000 | 0.00000 | ||
| 1171 | 2011.02.02 18:00 | modify | 391 | 1.00 | 1.38110 | 1.35110 | 1.41110 | ||
| 1172 | 2011.02.03 16:00 | close | 391 | 1.00 | 1.36655 | 1.35110 | 1.41110 | -1472.33 | 39197.22 |
| 1173 | 2011.02.03 16:00 | close | 390 | 1.00 | 1.36670 | 1.40643 | 1.34643 | 984.28 | 40181.50 |
| 1174 | 2011.02.03 17:30 | sell | 392 | 1.00 | 1.36380 | 0.00000 | 0.00000 | ||
| 1175 | 2011.02.03 17:30 | modify | 392 | 1.00 | 1.36380 | 1.39380 | 1.33380 | ||
| 1176 | 2011.02.03 21:00 | close | 392 | 1.00 | 1.36173 | 1.39380 | 1.33380 | 207.00 | 40388.50 |
| 1177 | 2011.02.04 16:30 | buy | 393 | 1.00 | 1.35813 | 0.00000 | 0.00000 | ||
| 1178 | 2011.02.04 16:30 | modify | 393 | 1.00 | 1.35813 | 1.32813 | 1.38813 | ||
| 1179 | 2011.02.07 04:30 | close | 393 | 1.00 | 1.36167 | 1.32813 | 1.38813 | 348.22 | 40736.72 |
| 1180 | 2011.02.10 14:30 | sell | 394 | 1.00 | 1.36354 | 0.00000 | 0.00000 | ||
| 1181 | 2011.02.10 14:30 | modify | 394 | 1.00 | 1.36354 | 1.39354 | 1.33354 | ||
| 1182 | 2011.02.10 15:30 | close | 394 | 1.00 | 1.36141 | 1.39354 | 1.33354 | 213.00 | 40949.72 |
| 1183 | 2011.02.15 13:00 | sell | 395 | 1.00 | 1.35294 | 0.00000 | 0.00000 | ||
| 1184 | 2011.02.15 13:00 | modify | 395 | 1.00 | 1.35294 | 1.38294 | 1.32294 | ||
| 1185 | 2011.02.15 15:30 | close | 395 | 1.00 | 1.35020 | 1.38294 | 1.32294 | 274.00 | 41223.72 |
| 1186 | 2011.02.16 12:00 | sell | 396 | 1.00 | 1.35507 | 0.00000 | 0.00000 | ||
| 1187 | 2011.02.16 12:00 | modify | 396 | 1.00 | 1.35507 | 1.38507 | 1.32507 | ||
| 1188 | 2011.02.16 13:00 | close | 396 | 1.00 | 1.35238 | 1.38507 | 1.32507 | 269.00 | 41492.72 |
| 1189 | 2011.02.17 11:30 | sell | 397 | 1.00 | 1.35529 | 0.00000 | 0.00000 | ||
| 1190 | 2011.02.17 11:30 | modify | 397 | 1.00 | 1.35529 | 1.38529 | 1.32529 | ||
| 1191 | 2011.02.18 20:30 | close | 397 | 1.00 | 1.36878 | 1.38529 | 1.32529 | -1346.18 | 40146.54 |
| 1192 | 2011.02.18 21:30 | buy | 398 | 1.00 | 1.36904 | 0.00000 | 0.00000 | ||
| 1193 | 2011.02.18 21:30 | modify | 398 | 1.00 | 1.36904 | 1.33904 | 1.39904 | ||
| 1194 | 2011.02.21 02:00 | close | 398 | 1.00 | 1.37122 | 1.33904 | 1.39904 | 212.22 | 40358.77 |
| 1195 | 2011.02.22 10:00 | sell | 399 | 1.00 | 1.35479 | 0.00000 | 0.00000 | ||
| 1196 | 2011.02.22 10:00 | modify | 399 | 1.00 | 1.35479 | 1.38479 | 1.32479 | ||
| 1197 | 2011.02.22 14:30 | close | 399 | 1.00 | 1.36790 | 1.38479 | 1.32479 | -1311.00 | 39047.77 |
| 1198 | 2011.02.22 19:30 | sell | 400 | 1.00 | 1.36520 | 0.00000 | 0.00000 | ||
| 1199 | 2011.02.22 19:30 | modify | 400 | 1.00 | 1.36520 | 1.39520 | 1.33520 | ||
| 1200 | 2011.02.23 17:30 | close | 400 | 1.00 | 1.37835 | 1.39520 | 1.33520 | -1312.18 | 37735.59 |