【MQL4】決済履歴からプロフィットファクター(PF)を自動集計して表示するインジケーターの作り方(勝率だけでは見えない収益性)

//+------------------------------------------------------------------+
//|                                 ProfitFactorCalculator.mq4        |
//|                     Copyright 2026, FX-EA System Project Creator |
//|                        https://creator.fx-ea-system-project.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, FX-EA System Project Creator"
#property link      "https://creator.fx-ea-system-project.com/"
#property version   "1.00"
#property strict
#property indicator_chart_window
#property indicator_buffers 0

input bool InpThisSymbolOnly = false; //現在のシンボルだけを対象にする
input int  InpLookbackDays   = 0;     //集計期間(日数、0なら全履歴)
input int  InpUpdateSeconds  = 5;     //再集計の間隔(秒)

string LabelName = "ProfitFactorPanel";

//+------------------------------------------------------------------+
//| 決済履歴を集計し、パネルを更新する                                      |
//+------------------------------------------------------------------+
void UpdatePanel()
  {
   double grossProfit = 0;
   double grossLoss   = 0;
   int winCount  = 0;
   int lossCount = 0;

   for(int i = 0; i < OrdersHistoryTotal(); i++)
     {
      if(!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
         continue;
      if(OrderType() != OP_BUY && OrderType() != OP_SELL)
         continue;
      if(InpThisSymbolOnly && OrderSymbol() != _Symbol)
         continue;
      if(InpLookbackDays > 0 &&
         OrderCloseTime() < TimeCurrent() - InpLookbackDays * 86400)
         continue;

      double netProfit = OrderProfit() + OrderSwap() + OrderCommission();
      if(netProfit > 0)
        {
         grossProfit += netProfit;
         winCount++;
        }
      else if(netProfit < 0)
        {
         grossLoss += MathAbs(netProfit);
         lossCount++;
        }
     }

   int totalCount = winCount + lossCount;
   double winRate = (totalCount > 0) ? (double)winCount / totalCount * 100 : 0;

   bool hasInfinitePF = (grossLoss == 0 && grossProfit > 0);
   double profitFactor = (grossLoss > 0) ? grossProfit / grossLoss : 0;
   string pfText = hasInfinitePF ? "∞(負けなし)" : DoubleToString(profitFactor, 2);

   double expectancy = (totalCount > 0) ? (grossProfit - grossLoss) / totalCount : 0;

   string text = "対象トレード数: " + (string)totalCount + "\n" +
                 "勝率: " + DoubleToString(winRate, 1) + "%\n" +
                 "プロフィットファクター: " + pfText + "\n" +
                 "期待値(1トレードあたり): " + DoubleToString(expectancy, 2);

   ObjectSetString(0, LabelName, OBJPROP_TEXT, text);
  }

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   ObjectCreate(0, LabelName, OBJ_LABEL, 0, 0, 0);
   ObjectSetInteger(0, LabelName, OBJPROP_CORNER, CORNER_LEFT_LOWER);
   ObjectSetInteger(0, LabelName, OBJPROP_XDISTANCE, 10);
   ObjectSetInteger(0, LabelName, OBJPROP_YDISTANCE, 10);

   EventSetTimer(InpUpdateSeconds);
   UpdatePanel();
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   EventKillTimer();
   ObjectDelete(0, LabelName);
  }

void OnTimer()
  {
   UpdatePanel();
  }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   UpdatePanel();
   return(rates_total);
  }
//+------------------------------------------------------------------+