Strategy Tester Report
Relax2(Free)_USDCHF_M30_Ver3.4
| 通貨ペア | USDCHF (US Dollar vs Swiss Franc) | ||||
| 期間 | 30分足(M30) 2008.01.02 06:30 - 2022.01.29 00:30 (2008.01.01 - 2022.01.31) | ||||
| 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 | InputLots=0.01; InputTakeProfitPips=8; InputStopLossPips=0; InputMaxPositions=100; InputMagicNumber=65421; InputComment="Relax2_Free"; InputTPValue=0; InputMaxSpread=2; | ||||
| テストバー数 | 174199 | モデルティック数 | 228849482 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 50000.00 | スプレッド | 10 | ||
| 純益 | 30489.72 | 総利益 | 95600.83 | 総損失 | -65111.12 |
| プロフィットファクタ | 1.47 | 期待利得 | 1.08 | ||
| 絶対ドローダウン | 15347.72 | 最大ドローダウン | 24375.87 (41.30%) | 相対ドローダウン | 41.30% (24375.87) |
| 総取引数 | 28322 | 売りポジション(勝率%） | 14105 (74.12%) | 買いポジション(勝率%） | 14217 (72.95%) |
| 勝率(%) | 20825 (73.53%) | 負率 (%) | 7497 (26.47%) | ||
| 最大 | 勝トレード | 1746.21 | 敗トレード | -239.11 | |
| 平均 | 勝トレード | 4.59 | 敗トレード | -8.68 | |
| 最大 | 連勝(金額) | 38 (2188.67) | 連敗(金額) | 37 (-5126.45) | |
| 最大 | 連勝(トレード数) | 5583.60 (10) | 連敗(トレード数) | -5140.37 (31) | |
| 平均 | 連勝 | 6 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2008.01.02 17:30 | sell | 1 | 0.01 | 1.12210 | 0.00000 | 0.00000 | ||
| 2 | 2008.01.02 17:30 | modify | 1 | 0.01 | 1.12210 | 0.00000 | 1.12130 | ||
| 3 | 2008.01.02 17:36 | t/p | 1 | 0.01 | 1.12130 | 0.00000 | 1.12130 | 0.71 | 50000.71 |
| 4 | 2008.01.02 18:00 | sell | 2 | 0.01 | 1.11790 | 0.00000 | 0.00000 | ||
| 5 | 2008.01.02 18:00 | modify | 2 | 0.01 | 1.11790 | 0.00000 | 1.11710 | ||
| 6 | 2008.01.02 18:22 | t/p | 2 | 0.01 | 1.11710 | 0.00000 | 1.11710 | 0.72 | 50001.43 |
| 7 | 2008.01.02 19:00 | sell | 3 | 0.01 | 1.11750 | 0.00000 | 0.00000 | ||
| 8 | 2008.01.02 19:00 | modify | 3 | 0.01 | 1.11750 | 0.00000 | 1.11670 | ||
| 9 | 2008.01.02 19:07 | t/p | 3 | 0.01 | 1.11670 | 0.00000 | 1.11670 | 0.72 | 50002.15 |
| 10 | 2008.01.02 19:30 | sell | 4 | 0.01 | 1.11720 | 0.00000 | 0.00000 | ||
| 11 | 2008.01.02 19:30 | modify | 4 | 0.01 | 1.11720 | 0.00000 | 1.11640 | ||
| 12 | 2008.01.02 19:36 | t/p | 4 | 0.01 | 1.11640 | 0.00000 | 1.11640 | 0.72 | 50002.87 |
| 13 | 2008.01.02 20:00 | sell | 5 | 0.01 | 1.11600 | 0.00000 | 0.00000 | ||
| 14 | 2008.01.02 20:00 | modify | 5 | 0.01 | 1.11600 | 0.00000 | 1.11520 | ||
| 15 | 2008.01.02 20:16 | t/p | 5 | 0.01 | 1.11520 | 0.00000 | 1.11520 | 0.72 | 50003.59 |
| 16 | 2008.01.03 09:00 | sell | 6 | 0.01 | 1.11760 | 0.00000 | 0.00000 | ||
| 17 | 2008.01.03 09:00 | modify | 6 | 0.01 | 1.11760 | 0.00000 | 1.11680 | ||
| 18 | 2008.01.03 09:59 | t/p | 6 | 0.01 | 1.11680 | 0.00000 | 1.11680 | 0.72 | 50004.31 |
| 19 | 2008.01.03 10:00 | sell | 7 | 0.01 | 1.11680 | 0.00000 | 0.00000 | ||
| 20 | 2008.01.03 10:00 | modify | 7 | 0.01 | 1.11680 | 0.00000 | 1.11600 | ||
| 21 | 2008.01.03 11:54 | t/p | 7 | 0.01 | 1.11600 | 0.00000 | 1.11600 | 0.72 | 50005.03 |
| 22 | 2008.01.03 12:30 | sell | 8 | 0.01 | 1.11370 | 0.00000 | 0.00000 | ||
| 23 | 2008.01.03 12:30 | modify | 8 | 0.01 | 1.11370 | 0.00000 | 1.11290 | ||
| 24 | 2008.01.03 12:45 | t/p | 8 | 0.01 | 1.11290 | 0.00000 | 1.11290 | 0.72 | 50005.75 |
| 25 | 2008.01.03 13:00 | sell | 9 | 0.01 | 1.11140 | 0.00000 | 0.00000 | ||
| 26 | 2008.01.03 13:00 | modify | 9 | 0.01 | 1.11140 | 0.00000 | 1.11060 | ||
| 27 | 2008.01.03 14:00 | sell | 10 | 0.01 | 1.11250 | 0.00000 | 0.00000 | ||
| 28 | 2008.01.03 14:00 | modify | 9 | 0.01 | 1.11140 | 0.00000 | 1.11115 | ||
| 29 | 2008.01.03 14:00 | modify | 10 | 0.01 | 1.11250 | 0.00000 | 1.11115 | ||
| 30 | 2008.01.03 15:00 | sell | 11 | 0.01 | 1.11410 | 0.00000 | 0.00000 | ||
| 31 | 2008.01.03 15:00 | modify | 9 | 0.01 | 1.11140 | 0.00000 | 1.11187 | ||
| 32 | 2008.01.03 15:00 | modify | 10 | 0.01 | 1.11250 | 0.00000 | 1.11187 | ||
| 33 | 2008.01.03 15:00 | modify | 11 | 0.01 | 1.11410 | 0.00000 | 1.11187 | ||
| 34 | 2008.01.03 15:30 | sell | 12 | 0.01 | 1.11580 | 0.00000 | 0.00000 | ||
| 35 | 2008.01.03 15:30 | modify | 9 | 0.01 | 1.11140 | 0.00000 | 1.11265 | ||
| 36 | 2008.01.03 15:30 | modify | 10 | 0.01 | 1.11250 | 0.00000 | 1.11265 | ||
| 37 | 2008.01.03 15:30 | modify | 11 | 0.01 | 1.11410 | 0.00000 | 1.11265 | ||
| 38 | 2008.01.03 15:30 | modify | 12 | 0.01 | 1.11580 | 0.00000 | 1.11265 | ||
| 39 | 2008.01.03 16:00 | sell | 13 | 0.01 | 1.11770 | 0.00000 | 0.00000 | ||
| 40 | 2008.01.03 16:00 | modify | 9 | 0.01 | 1.11140 | 0.00000 | 1.11350 | ||
| 41 | 2008.01.03 16:00 | modify | 10 | 0.01 | 1.11250 | 0.00000 | 1.11350 | ||
| 42 | 2008.01.03 16:00 | modify | 11 | 0.01 | 1.11410 | 0.00000 | 1.11350 | ||
| 43 | 2008.01.03 16:00 | modify | 12 | 0.01 | 1.11580 | 0.00000 | 1.11350 | ||
| 44 | 2008.01.03 16:00 | modify | 13 | 0.01 | 1.11770 | 0.00000 | 1.11350 | ||
| 45 | 2008.01.03 18:44 | t/p | 9 | 0.01 | 1.11350 | 0.00000 | 1.11350 | -1.89 | 50003.86 |
| 46 | 2008.01.03 18:44 | t/p | 10 | 0.01 | 1.11350 | 0.00000 | 1.11350 | -0.90 | 50002.96 |
| 47 | 2008.01.03 18:44 | t/p | 11 | 0.01 | 1.11350 | 0.00000 | 1.11350 | 0.54 | 50003.50 |
| 48 | 2008.01.03 18:44 | t/p | 12 | 0.01 | 1.11350 | 0.00000 | 1.11350 | 2.07 | 50005.57 |
| 49 | 2008.01.03 18:44 | t/p | 13 | 0.01 | 1.11350 | 0.00000 | 1.11350 | 3.77 | 50009.34 |
| 50 | 2008.01.04 16:00 | sell | 14 | 0.01 | 1.10540 | 0.00000 | 0.00000 | ||
| 51 | 2008.01.04 16:00 | modify | 14 | 0.01 | 1.10540 | 0.00000 | 1.10460 | ||
| 52 | 2008.01.04 16:02 | t/p | 14 | 0.01 | 1.10460 | 0.00000 | 1.10460 | 0.72 | 50010.06 |
| 53 | 2008.01.08 04:00 | buy | 15 | 0.01 | 1.11890 | 0.00000 | 0.00000 | ||
| 54 | 2008.01.08 04:00 | modify | 15 | 0.01 | 1.11890 | 0.00000 | 1.11970 | ||
| 55 | 2008.01.08 05:00 | buy | 16 | 0.01 | 1.11810 | 0.00000 | 0.00000 | ||
| 56 | 2008.01.08 05:00 | modify | 15 | 0.01 | 1.11890 | 0.00000 | 1.11930 | ||
| 57 | 2008.01.08 05:00 | modify | 16 | 0.01 | 1.11810 | 0.00000 | 1.11930 | ||
| 58 | 2008.01.08 07:30 | buy | 17 | 0.01 | 1.11720 | 0.00000 | 0.00000 | ||
| 59 | 2008.01.08 07:30 | modify | 15 | 0.01 | 1.11890 | 0.00000 | 1.11887 | ||
| 60 | 2008.01.08 07:30 | modify | 16 | 0.01 | 1.11810 | 0.00000 | 1.11887 | ||
| 61 | 2008.01.08 07:30 | modify | 17 | 0.01 | 1.11720 | 0.00000 | 1.11887 | ||
| 62 | 2008.01.08 08:46 | t/p | 15 | 0.01 | 1.11887 | 0.00000 | 1.11887 | -0.03 | 50010.03 |
| 63 | 2008.01.08 08:46 | t/p | 16 | 0.01 | 1.11887 | 0.00000 | 1.11887 | 0.69 | 50010.72 |
| 64 | 2008.01.08 08:46 | t/p | 17 | 0.01 | 1.11887 | 0.00000 | 1.11887 | 1.49 | 50012.21 |
| 65 | 2008.01.08 14:30 | sell | 18 | 0.01 | 1.11490 | 0.00000 | 0.00000 | ||
| 66 | 2008.01.08 14:30 | modify | 18 | 0.01 | 1.11490 | 0.00000 | 1.11410 | ||
| 67 | 2008.01.08 15:00 | sell | 19 | 0.01 | 1.11630 | 0.00000 | 0.00000 | ||
| 68 | 2008.01.08 15:00 | modify | 18 | 0.01 | 1.11490 | 0.00000 | 1.11480 | ||
| 69 | 2008.01.08 15:00 | modify | 19 | 0.01 | 1.11630 | 0.00000 | 1.11480 | ||
| 70 | 2008.01.08 16:33 | t/p | 18 | 0.01 | 1.11480 | 0.00000 | 1.11480 | 0.09 | 50012.30 |
| 71 | 2008.01.08 16:33 | t/p | 19 | 0.01 | 1.11480 | 0.00000 | 1.11480 | 1.34 | 50013.64 |
| 72 | 2008.01.08 17:00 | sell | 20 | 0.01 | 1.11400 | 0.00000 | 0.00000 | ||
| 73 | 2008.01.08 17:00 | modify | 20 | 0.01 | 1.11400 | 0.00000 | 1.11320 | ||
| 74 | 2008.01.08 17:00 | t/p | 20 | 0.01 | 1.11320 | 0.00000 | 1.11320 | 0.72 | 50014.36 |
| 75 | 2008.01.08 18:30 | sell | 21 | 0.01 | 1.11430 | 0.00000 | 0.00000 | ||
| 76 | 2008.01.08 18:30 | modify | 21 | 0.01 | 1.11430 | 0.00000 | 1.11350 | ||
| 77 | 2008.01.08 18:33 | t/p | 21 | 0.01 | 1.11350 | 0.00000 | 1.11350 | 0.72 | 50015.08 |
| 78 | 2008.01.08 19:00 | sell | 22 | 0.01 | 1.11390 | 0.00000 | 0.00000 | ||
| 79 | 2008.01.08 19:00 | modify | 22 | 0.01 | 1.11390 | 0.00000 | 1.11310 | ||
| 80 | 2008.01.08 21:00 | sell | 23 | 0.01 | 1.11530 | 0.00000 | 0.00000 | ||
| 81 | 2008.01.08 21:00 | modify | 22 | 0.01 | 1.11390 | 0.00000 | 1.11380 | ||
| 82 | 2008.01.08 21:00 | modify | 23 | 0.01 | 1.11530 | 0.00000 | 1.11380 | ||
| 83 | 2008.01.08 22:23 | t/p | 22 | 0.01 | 1.11380 | 0.00000 | 1.11380 | 0.09 | 50015.17 |
| 84 | 2008.01.08 22:23 | t/p | 23 | 0.01 | 1.11380 | 0.00000 | 1.11380 | 1.35 | 50016.52 |
| 85 | 2008.01.08 22:30 | sell | 24 | 0.01 | 1.11380 | 0.00000 | 0.00000 | ||
| 86 | 2008.01.08 22:30 | modify | 24 | 0.01 | 1.11380 | 0.00000 | 1.11300 | ||
| 87 | 2008.01.08 22:51 | t/p | 24 | 0.01 | 1.11300 | 0.00000 | 1.11300 | 0.72 | 50017.24 |
| 88 | 2008.01.08 23:00 | sell | 25 | 0.01 | 1.11290 | 0.00000 | 0.00000 | ||
| 89 | 2008.01.08 23:00 | modify | 25 | 0.01 | 1.11290 | 0.00000 | 1.11210 | ||
| 90 | 2008.01.08 23:20 | t/p | 25 | 0.01 | 1.11210 | 0.00000 | 1.11210 | 0.72 | 50017.96 |
| 91 | 2008.01.08 23:30 | sell | 26 | 0.01 | 1.11240 | 0.00000 | 0.00000 | ||
| 92 | 2008.01.08 23:30 | modify | 26 | 0.01 | 1.11240 | 0.00000 | 1.11160 | ||
| 93 | 2008.01.09 00:46 | t/p | 26 | 0.01 | 1.11160 | 0.00000 | 1.11160 | 0.69 | 50018.65 |
| 94 | 2008.01.09 01:00 | sell | 27 | 0.01 | 1.11200 | 0.00000 | 0.00000 | ||
| 95 | 2008.01.09 01:00 | modify | 27 | 0.01 | 1.11200 | 0.00000 | 1.11120 | ||
| 96 | 2008.01.09 02:58 | t/p | 27 | 0.01 | 1.11120 | 0.00000 | 1.11120 | 0.72 | 50019.37 |
| 97 | 2008.01.09 03:30 | sell | 28 | 0.01 | 1.11080 | 0.00000 | 0.00000 | ||
| 98 | 2008.01.09 03:30 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11000 | ||
| 99 | 2008.01.09 04:30 | sell | 29 | 0.01 | 1.11190 | 0.00000 | 0.00000 | ||
| 100 | 2008.01.09 04:30 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11055 | ||
| 101 | 2008.01.09 04:30 | modify | 29 | 0.01 | 1.11190 | 0.00000 | 1.11055 | ||
| 102 | 2008.01.09 08:00 | sell | 30 | 0.01 | 1.11290 | 0.00000 | 0.00000 | ||
| 103 | 2008.01.09 08:00 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11107 | ||
| 104 | 2008.01.09 08:00 | modify | 29 | 0.01 | 1.11190 | 0.00000 | 1.11107 | ||
| 105 | 2008.01.09 08:00 | modify | 30 | 0.01 | 1.11290 | 0.00000 | 1.11107 | ||
| 106 | 2008.01.09 08:30 | sell | 31 | 0.01 | 1.11380 | 0.00000 | 0.00000 | ||
| 107 | 2008.01.09 08:30 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11155 | ||
| 108 | 2008.01.09 08:30 | modify | 29 | 0.01 | 1.11190 | 0.00000 | 1.11155 | ||
| 109 | 2008.01.09 08:30 | modify | 30 | 0.01 | 1.11290 | 0.00000 | 1.11155 | ||
| 110 | 2008.01.09 08:30 | modify | 31 | 0.01 | 1.11380 | 0.00000 | 1.11155 | ||
| 111 | 2008.01.09 10:30 | buy | 32 | 0.01 | 1.11290 | 0.00000 | 0.00000 | ||
| 112 | 2008.01.09 10:30 | modify | 32 | 0.01 | 1.11290 | 0.00000 | 1.11370 | ||
| 113 | 2008.01.09 12:00 | buy | 33 | 0.01 | 1.11210 | 0.00000 | 0.00000 | ||
| 114 | 2008.01.09 12:00 | modify | 32 | 0.01 | 1.11290 | 0.00000 | 1.11330 | ||
| 115 | 2008.01.09 12:00 | modify | 33 | 0.01 | 1.11210 | 0.00000 | 1.11330 | ||
| 116 | 2008.01.09 14:11 | t/p | 32 | 0.01 | 1.11330 | 0.00000 | 1.11330 | 0.36 | 50019.73 |
| 117 | 2008.01.09 14:11 | t/p | 33 | 0.01 | 1.11330 | 0.00000 | 1.11330 | 1.08 | 50020.81 |
| 118 | 2008.01.09 15:00 | buy | 34 | 0.01 | 1.11360 | 0.00000 | 0.00000 | ||
| 119 | 2008.01.09 15:00 | modify | 34 | 0.01 | 1.11360 | 0.00000 | 1.11440 | ||
| 120 | 2008.01.09 15:02 | t/p | 34 | 0.01 | 1.11440 | 0.00000 | 1.11440 | 0.71 | 50021.52 |
| 121 | 2008.01.09 15:30 | buy | 35 | 0.01 | 1.11420 | 0.00000 | 0.00000 | ||
| 122 | 2008.01.09 15:30 | modify | 35 | 0.01 | 1.11420 | 0.00000 | 1.11500 | ||
| 123 | 2008.01.09 15:43 | t/p | 35 | 0.01 | 1.11500 | 0.00000 | 1.11500 | 0.72 | 50022.24 |
| 124 | 2008.01.09 16:30 | buy | 36 | 0.01 | 1.11480 | 0.00000 | 0.00000 | ||
| 125 | 2008.01.09 16:30 | modify | 36 | 0.01 | 1.11480 | 0.00000 | 1.11560 | ||
| 126 | 2008.01.09 17:00 | buy | 37 | 0.01 | 1.11370 | 0.00000 | 0.00000 | ||
| 127 | 2008.01.09 17:00 | modify | 36 | 0.01 | 1.11480 | 0.00000 | 1.11505 | ||
| 128 | 2008.01.09 17:00 | modify | 37 | 0.01 | 1.11370 | 0.00000 | 1.11505 | ||
| 129 | 2008.01.09 17:30 | sell | 38 | 0.01 | 1.11470 | 0.00000 | 0.00000 | ||
| 130 | 2008.01.09 17:30 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11202 | ||
| 131 | 2008.01.09 17:30 | modify | 29 | 0.01 | 1.11190 | 0.00000 | 1.11202 | ||
| 132 | 2008.01.09 17:30 | modify | 30 | 0.01 | 1.11290 | 0.00000 | 1.11202 | ||
| 133 | 2008.01.09 17:30 | modify | 31 | 0.01 | 1.11380 | 0.00000 | 1.11202 | ||
| 134 | 2008.01.09 17:30 | modify | 38 | 0.01 | 1.11470 | 0.00000 | 1.11202 | ||
| 135 | 2008.01.09 17:41 | t/p | 36 | 0.01 | 1.11505 | 0.00000 | 1.11505 | 0.22 | 50022.46 |
| 136 | 2008.01.09 17:41 | t/p | 37 | 0.01 | 1.11505 | 0.00000 | 1.11505 | 1.21 | 50023.67 |
| 137 | 2008.01.09 18:30 | buy | 39 | 0.01 | 1.11520 | 0.00000 | 0.00000 | ||
| 138 | 2008.01.09 18:30 | modify | 39 | 0.01 | 1.11520 | 0.00000 | 1.11600 | ||
| 139 | 2008.01.09 20:00 | sell | 40 | 0.02 | 1.11570 | 0.00000 | 0.00000 | ||
| 140 | 2008.01.09 20:00 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11284 | ||
| 141 | 2008.01.09 20:00 | modify | 29 | 0.01 | 1.11190 | 0.00000 | 1.11284 | ||
| 142 | 2008.01.09 20:00 | modify | 30 | 0.01 | 1.11290 | 0.00000 | 1.11284 | ||
| 143 | 2008.01.09 20:00 | modify | 31 | 0.01 | 1.11380 | 0.00000 | 1.11284 | ||
| 144 | 2008.01.09 20:00 | modify | 38 | 0.01 | 1.11470 | 0.00000 | 1.11284 | ||
| 145 | 2008.01.09 20:00 | modify | 40 | 0.02 | 1.11570 | 0.00000 | 1.11284 | ||
| 146 | 2008.01.09 23:23 | t/p | 39 | 0.01 | 1.11600 | 0.00000 | 1.11600 | 0.72 | 50024.39 |
| 147 | 2008.01.10 00:00 | buy | 41 | 0.01 | 1.11660 | 0.00000 | 0.00000 | ||
| 148 | 2008.01.10 00:00 | modify | 41 | 0.01 | 1.11660 | 0.00000 | 1.11740 | ||
| 149 | 2008.01.10 00:30 | sell | 42 | 0.02 | 1.11670 | 0.00000 | 0.00000 | ||
| 150 | 2008.01.10 00:30 | modify | 28 | 0.01 | 1.11080 | 0.00000 | 1.11352 | ||
1ページ目次へ