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 |
| 1201 | 2011.02.24 18:00 | sell | 401 | 1.00 | 1.37922 | 0.00000 | 0.00000 | ||
| 1202 | 2011.02.24 18:00 | modify | 401 | 1.00 | 1.37922 | 1.40922 | 1.34922 | ||
| 1203 | 2011.02.25 15:30 | close | 401 | 1.00 | 1.37650 | 1.40922 | 1.34922 | 274.82 | 38010.41 |
| 1204 | 2011.02.25 16:00 | buy | 402 | 1.00 | 1.37513 | 0.00000 | 0.00000 | ||
| 1205 | 2011.02.25 16:00 | modify | 402 | 1.00 | 1.37513 | 1.34513 | 1.40513 | ||
| 1206 | 2011.02.28 09:00 | close | 402 | 1.00 | 1.37719 | 1.34513 | 1.40513 | 200.22 | 38210.63 |
| 1207 | 2011.03.08 15:30 | buy | 403 | 1.00 | 1.38949 | 0.00000 | 0.00000 | ||
| 1208 | 2011.03.08 15:30 | modify | 403 | 1.00 | 1.38949 | 1.35949 | 1.41949 | ||
| 1209 | 2011.03.09 13:30 | close | 403 | 1.00 | 1.39150 | 1.35949 | 1.41949 | 195.22 | 38405.85 |
| 1210 | 2011.03.10 12:30 | buy | 404 | 1.00 | 1.38353 | 0.00000 | 0.00000 | ||
| 1211 | 2011.03.10 12:30 | modify | 404 | 1.00 | 1.38353 | 1.35353 | 1.41353 | ||
| 1212 | 2011.03.11 19:00 | close | 404 | 1.00 | 1.38631 | 1.35353 | 1.41353 | 272.22 | 38678.08 |
| 1213 | 2011.03.14 03:00 | buy | 405 | 1.00 | 1.39359 | 0.00000 | 0.00000 | ||
| 1214 | 2011.03.14 03:00 | modify | 405 | 1.00 | 1.39359 | 1.36359 | 1.42359 | ||
| 1215 | 2011.03.14 13:30 | close | 405 | 1.00 | 1.39605 | 1.36359 | 1.42359 | 246.00 | 38924.08 |
| 1216 | 2011.03.14 15:30 | sell | 406 | 1.00 | 1.39575 | 0.00000 | 0.00000 | ||
| 1217 | 2011.03.14 15:30 | modify | 406 | 1.00 | 1.39575 | 1.42575 | 1.36575 | ||
| 1218 | 2011.03.15 07:00 | close | 406 | 1.00 | 1.39302 | 1.42575 | 1.36575 | 275.82 | 39199.90 |
| 1219 | 2011.03.15 07:30 | sell | 407 | 1.00 | 1.39203 | 0.00000 | 0.00000 | ||
| 1220 | 2011.03.15 07:30 | modify | 407 | 1.00 | 1.39203 | 1.42203 | 1.36203 | ||
| 1221 | 2011.03.15 12:30 | close | 407 | 1.00 | 1.38832 | 1.42203 | 1.36203 | 371.00 | 39570.90 |
| 1222 | 2011.03.15 13:30 | sell | 408 | 1.00 | 1.38704 | 0.00000 | 0.00000 | ||
| 1223 | 2011.03.15 13:30 | modify | 408 | 1.00 | 1.38704 | 1.41704 | 1.35704 | ||
| 1224 | 2011.03.15 21:00 | buy | 409 | 1.00 | 1.39780 | 0.00000 | 0.00000 | ||
| 1225 | 2011.03.15 21:00 | modify | 409 | 1.00 | 1.39780 | 1.36780 | 1.42780 | ||
| 1226 | 2011.03.15 22:00 | close | 408 | 1.00 | 1.39971 | 1.41704 | 1.35704 | -1267.00 | 38303.90 |
| 1227 | 2011.03.15 22:30 | close | 409 | 1.00 | 1.39996 | 1.36780 | 1.42780 | 216.00 | 38519.90 |
| 1228 | 2011.03.16 17:00 | sell | 410 | 1.00 | 1.39317 | 0.00000 | 0.00000 | ||
| 1229 | 2011.03.16 17:00 | modify | 410 | 1.00 | 1.39317 | 1.42317 | 1.36317 | ||
| 1230 | 2011.03.16 20:30 | close | 410 | 1.00 | 1.39007 | 1.42317 | 1.36317 | 310.00 | 38829.90 |
| 1231 | 2011.03.17 13:30 | buy | 411 | 1.00 | 1.40292 | 0.00000 | 0.00000 | ||
| 1232 | 2011.03.17 13:30 | modify | 411 | 1.00 | 1.40292 | 1.37292 | 1.43292 | ||
| 1233 | 2011.03.18 05:00 | close | 411 | 1.00 | 1.40626 | 1.37292 | 1.43292 | 328.22 | 39158.12 |
| 1234 | 2011.03.18 15:30 | sell | 412 | 1.00 | 1.41407 | 0.00000 | 0.00000 | ||
| 1235 | 2011.03.18 15:30 | modify | 412 | 1.00 | 1.41407 | 1.44407 | 1.38407 | ||
| 1236 | 2011.03.23 16:30 | close | 412 | 1.00 | 1.41114 | 1.44407 | 1.38407 | 301.46 | 39459.58 |
| 1237 | 2011.03.23 18:00 | buy | 413 | 1.00 | 1.41439 | 0.00000 | 0.00000 | ||
| 1238 | 2011.03.23 18:00 | modify | 413 | 1.00 | 1.41439 | 1.38439 | 1.44439 | ||
| 1239 | 2011.03.23 19:30 | sell | 414 | 1.00 | 1.41217 | 0.00000 | 0.00000 | ||
| 1240 | 2011.03.23 19:30 | modify | 414 | 1.00 | 1.41217 | 1.44217 | 1.38217 | ||
| 1241 | 2011.03.24 05:00 | close | 414 | 1.00 | 1.40860 | 1.44217 | 1.38217 | 365.46 | 39825.04 |
| 1242 | 2011.03.24 18:00 | close | 413 | 1.00 | 1.42003 | 1.38439 | 1.44439 | 546.67 | 40371.71 |
| 1243 | 2011.03.24 19:00 | sell | 415 | 1.00 | 1.41989 | 0.00000 | 0.00000 | ||
| 1244 | 2011.03.24 19:00 | modify | 415 | 1.00 | 1.41989 | 1.44989 | 1.38989 | ||
| 1245 | 2011.03.24 20:00 | close | 415 | 1.00 | 1.41753 | 1.44989 | 1.38989 | 236.00 | 40607.71 |
| 1246 | 2011.03.24 20:00 | buy | 416 | 1.00 | 1.41753 | 0.00000 | 0.00000 | ||
| 1247 | 2011.03.24 20:00 | modify | 416 | 1.00 | 1.41753 | 1.38753 | 1.44753 | ||
| 1248 | 2011.03.25 17:30 | sell | 417 | 1.00 | 1.41301 | 0.00000 | 0.00000 | ||
| 1249 | 2011.03.25 17:30 | modify | 417 | 1.00 | 1.41301 | 1.44301 | 1.38301 | ||
| 1250 | 2011.03.25 19:30 | close | 417 | 1.00 | 1.40901 | 1.44301 | 1.38301 | 400.00 | 41007.71 |
| 1251 | 2011.03.28 02:00 | close | 416 | 1.00 | 1.40237 | 1.38753 | 1.44753 | -1527.55 | 39480.16 |
| 1252 | 2011.04.12 07:00 | sell | 418 | 1.00 | 1.43913 | 0.00000 | 0.00000 | ||
| 1253 | 2011.04.12 07:00 | modify | 418 | 1.00 | 1.43913 | 1.46913 | 1.40913 | ||
| 1254 | 2011.04.12 13:30 | buy | 419 | 1.00 | 1.44596 | 0.00000 | 0.00000 | ||
| 1255 | 2011.04.12 13:30 | modify | 419 | 1.00 | 1.44596 | 1.41596 | 1.47596 | ||
| 1256 | 2011.04.12 15:30 | close | 419 | 1.00 | 1.44926 | 1.41596 | 1.47596 | 330.00 | 39810.16 |
| 1257 | 2011.04.12 16:30 | close | 418 | 1.00 | 1.45181 | 1.46913 | 1.40913 | -1268.00 | 38542.16 |
| 1258 | 2011.04.12 17:30 | sell | 420 | 1.00 | 1.44962 | 0.00000 | 0.00000 | ||
| 1259 | 2011.04.12 17:30 | modify | 420 | 1.00 | 1.44962 | 1.47962 | 1.41962 | ||
| 1260 | 2011.04.12 18:00 | buy | 421 | 1.00 | 1.44954 | 0.00000 | 0.00000 | ||
| 1261 | 2011.04.12 18:00 | modify | 421 | 1.00 | 1.44954 | 1.41954 | 1.47954 | ||
| 1262 | 2011.04.12 18:30 | close | 420 | 1.00 | 1.44428 | 1.47962 | 1.41962 | 534.00 | 39076.16 |
| 1263 | 2011.04.13 11:30 | sell | 422 | 1.00 | 1.44989 | 0.00000 | 0.00000 | ||
| 1264 | 2011.04.13 11:30 | modify | 422 | 1.00 | 1.44989 | 1.47989 | 1.41989 | ||
| 1265 | 2011.04.13 17:00 | close | 422 | 1.00 | 1.44769 | 1.47989 | 1.41989 | 220.00 | 39296.16 |
| 1266 | 2011.04.13 21:30 | sell | 423 | 1.00 | 1.44342 | 0.00000 | 0.00000 | ||
| 1267 | 2011.04.13 21:30 | modify | 423 | 1.00 | 1.44342 | 1.47342 | 1.41342 | ||
| 1268 | 2011.04.14 13:00 | close | 423 | 1.00 | 1.44134 | 1.47342 | 1.41342 | 216.46 | 39512.62 |
| 1269 | 2011.04.14 14:30 | sell | 424 | 1.00 | 1.43871 | 0.00000 | 0.00000 | ||
| 1270 | 2011.04.14 14:30 | modify | 424 | 1.00 | 1.43871 | 1.46871 | 1.40871 | ||
| 1271 | 2011.04.18 04:00 | close | 421 | 1.00 | 1.43695 | 1.41954 | 1.47954 | -1293.65 | 38218.96 |
| 1272 | 2011.04.18 04:30 | close | 424 | 1.00 | 1.43565 | 1.46871 | 1.40871 | 311.64 | 38530.60 |
| 1273 | 2011.04.18 18:30 | sell | 425 | 1.00 | 1.41938 | 0.00000 | 0.00000 | ||
| 1274 | 2011.04.18 18:30 | modify | 425 | 1.00 | 1.41938 | 1.44938 | 1.38938 | ||
| 1275 | 2011.04.18 19:30 | buy | 426 | 1.00 | 1.42120 | 0.00000 | 0.00000 | ||
| 1276 | 2011.04.18 19:30 | modify | 426 | 1.00 | 1.42120 | 1.39120 | 1.45120 | ||
| 1277 | 2011.04.18 20:00 | close | 426 | 1.00 | 1.42384 | 1.39120 | 1.45120 | 264.00 | 38794.60 |
| 1278 | 2011.04.19 18:30 | buy | 427 | 1.00 | 1.43136 | 0.00000 | 0.00000 | ||
| 1279 | 2011.04.19 18:30 | modify | 427 | 1.00 | 1.43136 | 1.40136 | 1.46136 | ||
| 1280 | 2011.04.19 19:00 | close | 425 | 1.00 | 1.43195 | 1.44938 | 1.38938 | -1254.18 | 37540.42 |
| 1281 | 2011.04.19 21:00 | close | 427 | 1.00 | 1.43388 | 1.40136 | 1.46136 | 252.00 | 37792.42 |
| 1282 | 2011.04.20 05:00 | buy | 428 | 1.00 | 1.43939 | 0.00000 | 0.00000 | ||
| 1283 | 2011.04.20 05:00 | modify | 428 | 1.00 | 1.43939 | 1.40939 | 1.46939 | ||
| 1284 | 2011.04.20 10:00 | close | 428 | 1.00 | 1.44173 | 1.40939 | 1.46939 | 234.00 | 38026.42 |
| 1285 | 2011.04.20 13:00 | buy | 429 | 1.00 | 1.44950 | 0.00000 | 0.00000 | ||
| 1286 | 2011.04.20 13:00 | modify | 429 | 1.00 | 1.44950 | 1.41950 | 1.47950 | ||
| 1287 | 2011.04.20 14:00 | close | 429 | 1.00 | 1.45251 | 1.41950 | 1.47950 | 301.00 | 38327.42 |
| 1288 | 2011.04.20 17:30 | buy | 430 | 1.00 | 1.45168 | 0.00000 | 0.00000 | ||
| 1289 | 2011.04.20 17:30 | modify | 430 | 1.00 | 1.45168 | 1.42168 | 1.48168 | ||
| 1290 | 2011.04.21 04:00 | close | 430 | 1.00 | 1.45554 | 1.42168 | 1.48168 | 368.67 | 38696.09 |
| 1291 | 2011.04.27 02:00 | buy | 431 | 1.00 | 1.46896 | 0.00000 | 0.00000 | ||
| 1292 | 2011.04.27 02:00 | modify | 431 | 1.00 | 1.46896 | 1.43896 | 1.49896 | ||
| 1293 | 2011.04.27 21:00 | close | 431 | 1.00 | 1.47271 | 1.43896 | 1.49896 | 375.00 | 39071.09 |
| 1294 | 2011.04.28 16:00 | buy | 432 | 1.00 | 1.47974 | 0.00000 | 0.00000 | ||
| 1295 | 2011.04.28 16:00 | modify | 432 | 1.00 | 1.47974 | 1.44974 | 1.50974 | ||
| 1296 | 2011.04.28 16:30 | sell | 433 | 1.00 | 1.47992 | 0.00000 | 0.00000 | ||
| 1297 | 2011.04.28 16:30 | modify | 433 | 1.00 | 1.47992 | 1.50992 | 1.44992 | ||
| 1298 | 2011.04.28 17:00 | close | 432 | 1.00 | 1.48313 | 1.44974 | 1.50974 | 339.00 | 39410.09 |
| 1299 | 2011.04.28 17:30 | buy | 434 | 1.00 | 1.48211 | 0.00000 | 0.00000 | ||
| 1300 | 2011.04.28 17:30 | modify | 434 | 1.00 | 1.48211 | 1.45211 | 1.51211 | ||
| 1301 | 2011.04.29 02:00 | close | 434 | 1.00 | 1.48419 | 1.45211 | 1.51211 | 202.22 | 39612.32 |
| 1302 | 2011.05.03 14:00 | close | 433 | 1.00 | 1.47693 | 1.50992 | 1.44992 | 307.46 | 39919.77 |
| 1303 | 2011.05.03 16:30 | buy | 435 | 1.00 | 1.48157 | 0.00000 | 0.00000 | ||
| 1304 | 2011.05.03 16:30 | modify | 435 | 1.00 | 1.48157 | 1.45157 | 1.51157 | ||
| 1305 | 2011.05.03 18:00 | close | 435 | 1.00 | 1.48419 | 1.45157 | 1.51157 | 262.00 | 40181.77 |
| 1306 | 2011.05.03 19:00 | buy | 436 | 1.00 | 1.48757 | 0.00000 | 0.00000 | ||
| 1307 | 2011.05.03 19:00 | modify | 436 | 1.00 | 1.48757 | 1.45757 | 1.51757 | ||
| 1308 | 2011.05.03 21:30 | sell | 437 | 1.00 | 1.48390 | 0.00000 | 0.00000 | ||
| 1309 | 2011.05.03 21:30 | modify | 437 | 1.00 | 1.48390 | 1.51390 | 1.45390 | ||
| 1310 | 2011.05.04 04:30 | close | 437 | 1.00 | 1.47922 | 1.51390 | 1.45390 | 470.82 | 40652.59 |
| 1311 | 2011.05.04 15:30 | close | 436 | 1.00 | 1.49063 | 1.45757 | 1.51757 | 300.22 | 40952.82 |
| 1312 | 2011.05.05 13:30 | sell | 438 | 1.00 | 1.48385 | 0.00000 | 0.00000 | ||
| 1313 | 2011.05.05 13:30 | modify | 438 | 1.00 | 1.48385 | 1.51385 | 1.45385 | ||
| 1314 | 2011.05.05 16:00 | close | 438 | 1.00 | 1.47057 | 1.51385 | 1.45385 | 1328.00 | 42280.82 |
| 1315 | 2011.05.05 16:30 | sell | 439 | 1.00 | 1.47085 | 0.00000 | 0.00000 | ||
| 1316 | 2011.05.05 16:30 | modify | 439 | 1.00 | 1.47085 | 1.50085 | 1.44085 | ||
| 1317 | 2011.05.05 17:00 | close | 439 | 1.00 | 1.46735 | 1.50085 | 1.44085 | 350.00 | 42630.82 |
| 1318 | 2011.05.05 22:30 | buy | 440 | 1.00 | 1.45154 | 0.00000 | 0.00000 | ||
| 1319 | 2011.05.05 22:30 | modify | 440 | 1.00 | 1.45154 | 1.42154 | 1.48154 | ||
| 1320 | 2011.05.06 02:00 | close | 440 | 1.00 | 1.45419 | 1.42154 | 1.48154 | 259.22 | 42890.04 |
| 1321 | 2011.05.06 12:00 | buy | 441 | 1.00 | 1.45230 | 0.00000 | 0.00000 | ||
| 1322 | 2011.05.06 12:00 | modify | 441 | 1.00 | 1.45230 | 1.42230 | 1.48230 | ||
| 1323 | 2011.05.06 15:00 | sell | 442 | 1.00 | 1.45134 | 0.00000 | 0.00000 | ||
| 1324 | 2011.05.06 15:00 | modify | 442 | 1.00 | 1.45134 | 1.48134 | 1.42134 | ||
| 1325 | 2011.05.06 19:30 | close | 442 | 1.00 | 1.44184 | 1.48134 | 1.42134 | 950.00 | 43840.04 |
| 1326 | 2011.05.06 20:30 | close | 441 | 1.00 | 1.43846 | 1.42230 | 1.48230 | -1384.00 | 42456.04 |
| 1327 | 2011.05.09 04:30 | sell | 443 | 1.00 | 1.43893 | 0.00000 | 0.00000 | ||
| 1328 | 2011.05.09 04:30 | modify | 443 | 1.00 | 1.43893 | 1.46893 | 1.40893 | ||
| 1329 | 2011.05.09 15:30 | close | 443 | 1.00 | 1.43547 | 1.46893 | 1.40893 | 346.00 | 42802.04 |
| 1330 | 2011.05.09 19:30 | buy | 444 | 1.00 | 1.42934 | 0.00000 | 0.00000 | ||
| 1331 | 2011.05.09 19:30 | modify | 444 | 1.00 | 1.42934 | 1.39934 | 1.45934 | ||
| 1332 | 2011.05.09 21:00 | close | 444 | 1.00 | 1.43361 | 1.39934 | 1.45934 | 427.00 | 43229.04 |
| 1333 | 2011.05.09 22:00 | buy | 445 | 1.00 | 1.43380 | 0.00000 | 0.00000 | ||
| 1334 | 2011.05.09 22:00 | modify | 445 | 1.00 | 1.43380 | 1.40380 | 1.46380 | ||
| 1335 | 2011.05.10 02:00 | close | 445 | 1.00 | 1.43736 | 1.40380 | 1.46380 | 350.22 | 43579.27 |
| 1336 | 2011.05.10 09:30 | sell | 446 | 1.00 | 1.42842 | 0.00000 | 0.00000 | ||
| 1337 | 2011.05.10 09:30 | modify | 446 | 1.00 | 1.42842 | 1.45842 | 1.39842 | ||
| 1338 | 2011.05.10 12:30 | buy | 447 | 1.00 | 1.43645 | 0.00000 | 0.00000 | ||
| 1339 | 2011.05.10 12:30 | modify | 447 | 1.00 | 1.43645 | 1.40645 | 1.46645 | ||
| 1340 | 2011.05.10 15:30 | close | 447 | 1.00 | 1.43930 | 1.40645 | 1.46645 | 285.00 | 43864.27 |
| 1341 | 2011.05.10 22:30 | close | 446 | 1.00 | 1.44094 | 1.45842 | 1.39842 | -1252.00 | 42612.27 |
| 1342 | 2011.05.11 18:00 | sell | 448 | 1.00 | 1.42952 | 0.00000 | 0.00000 | ||
| 1343 | 2011.05.11 18:00 | modify | 448 | 1.00 | 1.42952 | 1.45952 | 1.39952 | ||
| 1344 | 2011.05.11 19:00 | close | 448 | 1.00 | 1.42691 | 1.45952 | 1.39952 | 261.00 | 42873.27 |
| 1345 | 2011.05.11 23:00 | sell | 449 | 1.00 | 1.42019 | 0.00000 | 0.00000 | ||
| 1346 | 2011.05.11 23:00 | modify | 449 | 1.00 | 1.42019 | 1.45019 | 1.39019 | ||
| 1347 | 2011.05.12 13:00 | close | 449 | 1.00 | 1.41514 | 1.45019 | 1.39019 | 513.46 | 43386.72 |
| 1348 | 2011.05.12 19:00 | buy | 450 | 1.00 | 1.42295 | 0.00000 | 0.00000 | ||
| 1349 | 2011.05.12 19:00 | modify | 450 | 1.00 | 1.42295 | 1.39295 | 1.45295 | ||
| 1350 | 2011.05.12 20:30 | close | 450 | 1.00 | 1.42669 | 1.39295 | 1.45295 | 374.00 | 43760.72 |