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 |
| # | 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 |
| 1351 | 2008.02.15 14:15 | t/p | 295 | 0.01 | 1.09325 | 0.00000 | 1.09325 | 0.32 | 50240.04 |
| 1352 | 2008.02.15 14:15 | t/p | 296 | 0.01 | 1.09325 | 0.00000 | 1.09325 | 1.14 | 50241.18 |
| 1353 | 2008.02.15 15:30 | sell | 297 | 0.01 | 1.09250 | 0.00000 | 0.00000 | |
| 1354 | 2008.02.15 15:30 | modify | 297 | 0.01 | 1.09250 | 0.00000 | 1.09170 | |
| 1355 | 2008.02.15 15:30 | t/p | 297 | 0.01 | 1.09170 | 0.00000 | 1.09170 | 0.73 | 50241.91 |
| 1356 | 2008.02.15 16:00 | sell | 298 | 0.01 | 1.09210 | 0.00000 | 0.00000 | |
| 1357 | 2008.02.15 16:00 | modify | 298 | 0.01 | 1.09210 | 0.00000 | 1.09130 | |
| 1358 | 2008.02.15 16:03 | t/p | 298 | 0.01 | 1.09130 | 0.00000 | 1.09130 | 0.73 | 50242.64 |
| 1359 | 2008.02.15 16:30 | sell | 299 | 0.01 | 1.09100 | 0.00000 | 0.00000 | |
| 1360 | 2008.02.15 16:30 | modify | 299 | 0.01 | 1.09100 | 0.00000 | 1.09020 | |
| 1361 | 2008.02.15 17:01 | t/p | 299 | 0.01 | 1.09020 | 0.00000 | 1.09020 | 0.73 | 50243.37 |
| 1362 | 2008.02.18 13:00 | buy | 300 | 0.01 | 1.10200 | 0.00000 | 0.00000 | |
| 1363 | 2008.02.18 13:00 | modify | 300 | 0.01 | 1.10200 | 0.00000 | 1.10280 | |
| 1364 | 2008.02.18 13:03 | t/p | 300 | 0.01 | 1.10280 | 0.00000 | 1.10280 | 0.73 | 50244.10 |
| 1365 | 2008.02.18 13:30 | buy | 301 | 0.01 | 1.10410 | 0.00000 | 0.00000 | |
| 1366 | 2008.02.18 13:30 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.10490 | |
| 1367 | 2008.02.18 15:00 | buy | 302 | 0.01 | 1.10210 | 0.00000 | 0.00000 | |
| 1368 | 2008.02.18 15:00 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.10390 | |
| 1369 | 2008.02.18 15:00 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.10390 | |
| 1370 | 2008.02.19 04:30 | buy | 303 | 0.01 | 1.10130 | 0.00000 | 0.00000 | |
| 1371 | 2008.02.19 04:30 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.10330 | |
| 1372 | 2008.02.19 04:30 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.10330 | |
| 1373 | 2008.02.19 04:30 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.10330 | |
| 1374 | 2008.02.19 08:00 | buy | 304 | 0.01 | 1.09930 | 0.00000 | 0.00000 | |
| 1375 | 2008.02.19 08:00 | sell | 305 | 0.01 | 1.09920 | 0.00000 | 0.00000 | |
| 1376 | 2008.02.19 08:00 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.10250 | |
| 1377 | 2008.02.19 08:00 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.10250 | |
| 1378 | 2008.02.19 08:00 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.10250 | |
| 1379 | 2008.02.19 08:00 | modify | 304 | 0.01 | 1.09930 | 0.00000 | 1.10250 | |
| 1380 | 2008.02.19 08:00 | modify | 305 | 0.01 | 1.09920 | 0.00000 | 1.09840 | |
| 1381 | 2008.02.19 08:27 | t/p | 305 | 0.01 | 1.09840 | 0.00000 | 1.09840 | 0.73 | 50244.83 |
| 1382 | 2008.02.19 08:30 | buy | 306 | 0.01 | 1.09840 | 0.00000 | 0.00000 | |
| 1383 | 2008.02.19 08:30 | sell | 307 | 0.01 | 1.09830 | 0.00000 | 0.00000 | |
| 1384 | 2008.02.19 08:30 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.10184 | |
| 1385 | 2008.02.19 08:30 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.10184 | |
| 1386 | 2008.02.19 08:30 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.10184 | |
| 1387 | 2008.02.19 08:30 | modify | 304 | 0.01 | 1.09930 | 0.00000 | 1.10184 | |
| 1388 | 2008.02.19 08:30 | modify | 306 | 0.01 | 1.09840 | 0.00000 | 1.10184 | |
| 1389 | 2008.02.19 08:30 | modify | 307 | 0.01 | 1.09830 | 0.00000 | 1.09750 | |
| 1390 | 2008.02.19 08:33 | t/p | 307 | 0.01 | 1.09750 | 0.00000 | 1.09750 | 0.73 | 50245.56 |
| 1391 | 2008.02.19 09:00 | buy | 308 | 0.02 | 1.09730 | 0.00000 | 0.00000 | |
| 1392 | 2008.02.19 09:00 | sell | 309 | 0.01 | 1.09720 | 0.00000 | 0.00000 | |
| 1393 | 2008.02.19 09:00 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.10077 | |
| 1394 | 2008.02.19 09:00 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.10077 | |
| 1395 | 2008.02.19 09:00 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.10077 | |
| 1396 | 2008.02.19 09:00 | modify | 304 | 0.01 | 1.09930 | 0.00000 | 1.10077 | |
| 1397 | 2008.02.19 09:00 | modify | 306 | 0.01 | 1.09840 | 0.00000 | 1.10077 | |
| 1398 | 2008.02.19 09:00 | modify | 308 | 0.02 | 1.09730 | 0.00000 | 1.10077 | |
| 1399 | 2008.02.19 09:00 | modify | 309 | 0.01 | 1.09720 | 0.00000 | 1.09640 | |
| 1400 | 2008.02.19 09:15 | t/p | 309 | 0.01 | 1.09640 | 0.00000 | 1.09640 | 0.73 | 50246.29 |
| 1401 | 2008.02.19 09:30 | buy | 310 | 0.02 | 1.09630 | 0.00000 | 0.00000 | |
| 1402 | 2008.02.19 09:30 | sell | 311 | 0.01 | 1.09620 | 0.00000 | 0.00000 | |
| 1403 | 2008.02.19 09:30 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.09996 | |
| 1404 | 2008.02.19 09:30 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.09996 | |
| 1405 | 2008.02.19 09:30 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.09996 | |
| 1406 | 2008.02.19 09:30 | modify | 304 | 0.01 | 1.09930 | 0.00000 | 1.09996 | |
| 1407 | 2008.02.19 09:30 | modify | 306 | 0.01 | 1.09840 | 0.00000 | 1.09996 | |
| 1408 | 2008.02.19 09:30 | modify | 308 | 0.02 | 1.09730 | 0.00000 | 1.09996 | |
| 1409 | 2008.02.19 09:30 | modify | 310 | 0.02 | 1.09630 | 0.00000 | 1.09996 | |
| 1410 | 2008.02.19 09:30 | modify | 311 | 0.01 | 1.09620 | 0.00000 | 1.09540 | |
| 1411 | 2008.02.19 09:39 | t/p | 311 | 0.01 | 1.09540 | 0.00000 | 1.09540 | 0.73 | 50247.02 |
| 1412 | 2008.02.19 10:00 | buy | 312 | 0.02 | 1.09540 | 0.00000 | 0.00000 | |
| 1413 | 2008.02.19 10:00 | sell | 313 | 0.01 | 1.09530 | 0.00000 | 0.00000 | |
| 1414 | 2008.02.19 10:00 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.09927 | |
| 1415 | 2008.02.19 10:00 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.09927 | |
| 1416 | 2008.02.19 10:00 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.09927 | |
| 1417 | 2008.02.19 10:00 | modify | 304 | 0.01 | 1.09930 | 0.00000 | 1.09927 | |
| 1418 | 2008.02.19 10:00 | modify | 306 | 0.01 | 1.09840 | 0.00000 | 1.09927 | |
| 1419 | 2008.02.19 10:00 | modify | 308 | 0.02 | 1.09730 | 0.00000 | 1.09927 | |
| 1420 | 2008.02.19 10:00 | modify | 310 | 0.02 | 1.09630 | 0.00000 | 1.09927 | |
| 1421 | 2008.02.19 10:00 | modify | 312 | 0.02 | 1.09540 | 0.00000 | 1.09927 | |
| 1422 | 2008.02.19 10:00 | modify | 313 | 0.01 | 1.09530 | 0.00000 | 1.09450 | |
| 1423 | 2008.02.19 12:31 | t/p | 313 | 0.01 | 1.09450 | 0.00000 | 1.09450 | 0.73 | 50247.75 |
| 1424 | 2008.02.19 13:00 | buy | 314 | 0.02 | 1.09190 | 0.00000 | 0.00000 | |
| 1425 | 2008.02.19 13:00 | sell | 315 | 0.01 | 1.09180 | 0.00000 | 0.00000 | |
| 1426 | 2008.02.19 13:00 | modify | 301 | 0.01 | 1.10410 | 0.00000 | 1.09826 | |
| 1427 | 2008.02.19 13:00 | modify | 302 | 0.01 | 1.10210 | 0.00000 | 1.09826 | |
| 1428 | 2008.02.19 13:00 | modify | 303 | 0.01 | 1.10130 | 0.00000 | 1.09826 | |
| 1429 | 2008.02.19 13:00 | modify | 304 | 0.01 | 1.09930 | 0.00000 | 1.09826 | |
| 1430 | 2008.02.19 13:00 | modify | 306 | 0.01 | 1.09840 | 0.00000 | 1.09826 | |
| 1431 | 2008.02.19 13:00 | modify | 308 | 0.02 | 1.09730 | 0.00000 | 1.09826 | |
| 1432 | 2008.02.19 13:00 | modify | 310 | 0.02 | 1.09630 | 0.00000 | 1.09826 | |
| 1433 | 2008.02.19 13:00 | modify | 312 | 0.02 | 1.09540 | 0.00000 | 1.09826 | |
| 1434 | 2008.02.19 13:00 | modify | 314 | 0.02 | 1.09190 | 0.00000 | 1.09826 | |
| 1435 | 2008.02.19 13:00 | modify | 315 | 0.01 | 1.09180 | 0.00000 | 1.09100 | |
| 1436 | 2008.02.19 13:30 | sell | 316 | 0.01 | 1.09340 | 0.00000 | 0.00000 | |
| 1437 | 2008.02.19 13:30 | modify | 315 | 0.01 | 1.09180 | 0.00000 | 1.09180 | |
| 1438 | 2008.02.19 13:30 | modify | 316 | 0.01 | 1.09340 | 0.00000 | 1.09180 | |
| 1439 | 2008.02.19 16:00 | sell | 317 | 0.01 | 1.09470 | 0.00000 | 0.00000 | |
| 1440 | 2008.02.19 16:00 | modify | 315 | 0.01 | 1.09180 | 0.00000 | 1.09250 | |
| 1441 | 2008.02.19 16:00 | modify | 316 | 0.01 | 1.09340 | 0.00000 | 1.09250 | |
| 1442 | 2008.02.19 16:00 | modify | 317 | 0.01 | 1.09470 | 0.00000 | 1.09250 | |
| 1443 | 2008.02.19 18:17 | t/p | 315 | 0.01 | 1.09250 | 0.00000 | 1.09250 | -0.64 | 50247.11 |
| 1444 | 2008.02.19 18:17 | t/p | 316 | 0.01 | 1.09250 | 0.00000 | 1.09250 | 0.82 | 50247.93 |
| 1445 | 2008.02.19 18:17 | t/p | 317 | 0.01 | 1.09250 | 0.00000 | 1.09250 | 2.01 | 50249.94 |
| 1446 | 2008.02.20 09:30 | sell | 318 | 0.01 | 1.09430 | 0.00000 | 0.00000 | |
| 1447 | 2008.02.20 09:30 | modify | 318 | 0.01 | 1.09430 | 0.00000 | 1.09350 | |
| 1448 | 2008.02.20 10:00 | sell | 319 | 0.01 | 1.09600 | 0.00000 | 0.00000 | |
| 1449 | 2008.02.20 10:00 | modify | 318 | 0.01 | 1.09430 | 0.00000 | 1.09435 | |
| 1450 | 2008.02.20 10:00 | modify | 319 | 0.01 | 1.09600 | 0.00000 | 1.09435 | |
| 1451 | 2008.02.20 12:21 | t/p | 301 | 0.01 | 1.09826 | 0.00000 | 1.09826 | -5.31 | 50244.64 |
| 1452 | 2008.02.20 12:21 | t/p | 302 | 0.01 | 1.09826 | 0.00000 | 1.09826 | -3.49 | 50241.15 |
| 1453 | 2008.02.20 12:21 | t/p | 303 | 0.01 | 1.09826 | 0.00000 | 1.09826 | -2.76 | 50238.38 |
| 1454 | 2008.02.20 12:21 | t/p | 304 | 0.01 | 1.09826 | 0.00000 | 1.09826 | -0.94 | 50237.44 |
| 1455 | 2008.02.20 12:21 | t/p | 306 | 0.01 | 1.09826 | 0.00000 | 1.09826 | -0.12 | 50237.31 |
| 1456 | 2008.02.20 12:21 | t/p | 308 | 0.02 | 1.09826 | 0.00000 | 1.09826 | 1.76 | 50239.07 |
| 1457 | 2008.02.20 12:21 | t/p | 310 | 0.02 | 1.09826 | 0.00000 | 1.09826 | 3.58 | 50242.66 |
| 1458 | 2008.02.20 12:21 | t/p | 312 | 0.02 | 1.09826 | 0.00000 | 1.09826 | 5.22 | 50247.88 |
| 1459 | 2008.02.20 12:21 | t/p | 314 | 0.02 | 1.09826 | 0.00000 | 1.09826 | 11.59 | 50259.47 |
| 1460 | 2008.02.20 12:30 | sell | 320 | 0.01 | 1.09740 | 0.00000 | 0.00000 | |
| 1461 | 2008.02.20 12:30 | modify | 318 | 0.01 | 1.09430 | 0.00000 | 1.09510 | |
| 1462 | 2008.02.20 12:30 | modify | 319 | 0.01 | 1.09600 | 0.00000 | 1.09510 | |
| 1463 | 2008.02.20 12:30 | modify | 320 | 0.01 | 1.09740 | 0.00000 | 1.09510 | |
| 1464 | 2008.02.20 13:30 | buy | 321 | 0.01 | 1.09770 | 0.00000 | 0.00000 | |
| 1465 | 2008.02.20 13:30 | modify | 321 | 0.01 | 1.09770 | 0.00000 | 1.09850 | |
| 1466 | 2008.02.20 13:43 | t/p | 321 | 0.01 | 1.09850 | 0.00000 | 1.09850 | 0.73 | 50260.20 |
| 1467 | 2008.02.20 14:00 | buy | 322 | 0.01 | 1.09980 | 0.00000 | 0.00000 | |
| 1468 | 2008.02.20 14:00 | sell | 323 | 0.01 | 1.09970 | 0.00000 | 0.00000 | |
| 1469 | 2008.02.20 14:00 | modify | 318 | 0.01 | 1.09430 | 0.00000 | 1.09605 | |
| 1470 | 2008.02.20 14:00 | modify | 319 | 0.01 | 1.09600 | 0.00000 | 1.09605 | |
| 1471 | 2008.02.20 14:00 | modify | 320 | 0.01 | 1.09740 | 0.00000 | 1.09605 | |
| 1472 | 2008.02.20 14:00 | modify | 322 | 0.01 | 1.09980 | 0.00000 | 1.10060 | |
| 1473 | 2008.02.20 14:00 | modify | 323 | 0.01 | 1.09970 | 0.00000 | 1.09605 | |
| 1474 | 2008.02.20 14:22 | t/p | 322 | 0.01 | 1.10060 | 0.00000 | 1.10060 | 0.73 | 50260.93 |
| 1475 | 2008.02.20 14:30 | buy | 324 | 0.01 | 1.10070 | 0.00000 | 0.00000 | |
| 1476 | 2008.02.20 14:30 | sell | 325 | 0.01 | 1.10060 | 0.00000 | 0.00000 | |
| 1477 | 2008.02.20 14:30 | modify | 318 | 0.01 | 1.09430 | 0.00000 | 1.09680 | |
| 1478 | 2008.02.20 14:30 | modify | 319 | 0.01 | 1.09600 | 0.00000 | 1.09680 | |
| 1479 | 2008.02.20 14:30 | modify | 320 | 0.01 | 1.09740 | 0.00000 | 1.09680 | |
| 1480 | 2008.02.20 14:30 | modify | 323 | 0.01 | 1.09970 | 0.00000 | 1.09680 | |
| 1481 | 2008.02.20 14:30 | modify | 324 | 0.01 | 1.10070 | 0.00000 | 1.10150 | |
| 1482 | 2008.02.20 14:30 | modify | 325 | 0.01 | 1.10060 | 0.00000 | 1.09680 | |
| 1483 | 2008.02.20 15:30 | buy | 326 | 0.01 | 1.09940 | 0.00000 | 0.00000 | |
| 1484 | 2008.02.20 15:30 | modify | 324 | 0.01 | 1.10070 | 0.00000 | 1.10085 | |
| 1485 | 2008.02.20 15:30 | modify | 326 | 0.01 | 1.09940 | 0.00000 | 1.10085 | |
| 1486 | 2008.02.20 15:32 | t/p | 324 | 0.01 | 1.10085 | 0.00000 | 1.10085 | 0.14 | 50261.07 |
| 1487 | 2008.02.20 15:32 | t/p | 326 | 0.01 | 1.10085 | 0.00000 | 1.10085 | 1.32 | 50262.39 |
| 1488 | 2008.02.20 16:00 | buy | 327 | 0.01 | 1.10130 | 0.00000 | 0.00000 | |
| 1489 | 2008.02.20 16:00 | modify | 327 | 0.01 | 1.10130 | 0.00000 | 1.10210 | |
| 1490 | 2008.02.20 16:30 | buy | 328 | 0.01 | 1.10030 | 0.00000 | 0.00000 | |
| 1491 | 2008.02.20 16:30 | modify | 327 | 0.01 | 1.10130 | 0.00000 | 1.10160 | |
| 1492 | 2008.02.20 16:30 | modify | 328 | 0.01 | 1.10030 | 0.00000 | 1.10160 | |
| 1493 | 2008.02.20 19:34 | t/p | 327 | 0.01 | 1.10160 | 0.00000 | 1.10160 | 0.27 | 50262.66 |
| 1494 | 2008.02.20 19:34 | t/p | 328 | 0.01 | 1.10160 | 0.00000 | 1.10160 | 1.18 | 50263.84 |
| 1495 | 2008.02.21 07:00 | buy | 329 | 0.01 | 1.10000 | 0.00000 | 0.00000 | |
| 1496 | 2008.02.21 07:00 | modify | 329 | 0.01 | 1.10000 | 0.00000 | 1.10080 | |
| 1497 | 2008.02.21 07:32 | t/p | 329 | 0.01 | 1.10080 | 0.00000 | 1.10080 | 0.73 | 50264.57 |
| 1498 | 2008.02.21 08:00 | buy | 330 | 0.01 | 1.10060 | 0.00000 | 0.00000 | |
| 1499 | 2008.02.21 08:00 | modify | 330 | 0.01 | 1.10060 | 0.00000 | 1.10140 | |
| 1500 | 2008.02.21 08:30 | buy | 331 | 0.01 | 1.09980 | 0.00000 | 0.00000 | |