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 |
| 1501 | 2008.02.21 08:30 | modify | 330 | 0.01 | 1.10060 | 0.00000 | 1.10100 | ||
| 1502 | 2008.02.21 08:30 | modify | 331 | 0.01 | 1.09980 | 0.00000 | 1.10100 | ||
| 1503 | 2008.02.21 09:30 | buy | 332 | 0.01 | 1.09780 | 0.00000 | 0.00000 | ||
| 1504 | 2008.02.21 09:30 | modify | 330 | 0.01 | 1.10060 | 0.00000 | 1.10020 | ||
| 1505 | 2008.02.21 09:30 | modify | 331 | 0.01 | 1.09980 | 0.00000 | 1.10020 | ||
| 1506 | 2008.02.21 09:30 | modify | 332 | 0.01 | 1.09780 | 0.00000 | 1.10020 | ||
| 1507 | 2008.02.21 09:38 | t/p | 318 | 0.01 | 1.09680 | 0.00000 | 1.09680 | -2.38 | 50262.19 |
| 1508 | 2008.02.21 09:38 | t/p | 319 | 0.01 | 1.09680 | 0.00000 | 1.09680 | -0.82 | 50261.37 |
| 1509 | 2008.02.21 09:38 | t/p | 320 | 0.01 | 1.09680 | 0.00000 | 1.09680 | 0.46 | 50261.82 |
| 1510 | 2008.02.21 09:38 | t/p | 323 | 0.01 | 1.09680 | 0.00000 | 1.09680 | 2.54 | 50264.37 |
| 1511 | 2008.02.21 09:38 | t/p | 325 | 0.01 | 1.09680 | 0.00000 | 1.09680 | 3.36 | 50267.73 |
| 1512 | 2008.02.21 13:03 | t/p | 330 | 0.01 | 1.10020 | 0.00000 | 1.10020 | -0.36 | 50267.37 |
| 1513 | 2008.02.21 13:03 | t/p | 331 | 0.01 | 1.10020 | 0.00000 | 1.10020 | 0.37 | 50267.74 |
| 1514 | 2008.02.21 13:03 | t/p | 332 | 0.01 | 1.10020 | 0.00000 | 1.10020 | 2.19 | 50269.93 |
| 1515 | 2008.02.21 13:30 | buy | 333 | 0.01 | 1.10270 | 0.00000 | 0.00000 | ||
| 1516 | 2008.02.21 13:30 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.10350 | ||
| 1517 | 2008.02.21 14:30 | buy | 334 | 0.01 | 1.10170 | 0.00000 | 0.00000 | ||
| 1518 | 2008.02.21 14:30 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.10300 | ||
| 1519 | 2008.02.21 14:30 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.10300 | ||
| 1520 | 2008.02.21 15:00 | buy | 335 | 0.01 | 1.10070 | 0.00000 | 0.00000 | ||
| 1521 | 2008.02.21 15:00 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.10250 | ||
| 1522 | 2008.02.21 15:00 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.10250 | ||
| 1523 | 2008.02.21 15:00 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.10250 | ||
| 1524 | 2008.02.21 15:30 | buy | 336 | 0.01 | 1.09940 | 0.00000 | 0.00000 | ||
| 1525 | 2008.02.21 15:30 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.10193 | ||
| 1526 | 2008.02.21 15:30 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.10193 | ||
| 1527 | 2008.02.21 15:30 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.10193 | ||
| 1528 | 2008.02.21 15:30 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.10193 | ||
| 1529 | 2008.02.21 18:00 | buy | 337 | 0.01 | 1.09470 | 0.00000 | 0.00000 | ||
| 1530 | 2008.02.21 18:00 | sell | 338 | 0.01 | 1.09460 | 0.00000 | 0.00000 | ||
| 1531 | 2008.02.21 18:00 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.10064 | ||
| 1532 | 2008.02.21 18:00 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.10064 | ||
| 1533 | 2008.02.21 18:00 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.10064 | ||
| 1534 | 2008.02.21 18:00 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.10064 | ||
| 1535 | 2008.02.21 18:00 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.10064 | ||
| 1536 | 2008.02.21 18:00 | modify | 338 | 0.01 | 1.09460 | 0.00000 | 1.09380 | ||
| 1537 | 2008.02.21 18:42 | t/p | 338 | 0.01 | 1.09380 | 0.00000 | 1.09380 | 0.73 | 50270.66 |
| 1538 | 2008.02.21 19:00 | buy | 339 | 0.02 | 1.09160 | 0.00000 | 0.00000 | ||
| 1539 | 2008.02.21 19:00 | sell | 340 | 0.01 | 1.09150 | 0.00000 | 0.00000 | ||
| 1540 | 2008.02.21 19:00 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.09829 | ||
| 1541 | 2008.02.21 19:00 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.09829 | ||
| 1542 | 2008.02.21 19:00 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.09829 | ||
| 1543 | 2008.02.21 19:00 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.09829 | ||
| 1544 | 2008.02.21 19:00 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.09829 | ||
| 1545 | 2008.02.21 19:00 | modify | 339 | 0.02 | 1.09160 | 0.00000 | 1.09829 | ||
| 1546 | 2008.02.21 19:00 | modify | 340 | 0.01 | 1.09150 | 0.00000 | 1.09070 | ||
| 1547 | 2008.02.21 19:24 | t/p | 340 | 0.01 | 1.09070 | 0.00000 | 1.09070 | 0.73 | 50271.39 |
| 1548 | 2008.02.21 19:30 | buy | 341 | 0.02 | 1.08950 | 0.00000 | 0.00000 | ||
| 1549 | 2008.02.21 19:30 | sell | 342 | 0.01 | 1.08940 | 0.00000 | 0.00000 | ||
| 1550 | 2008.02.21 19:30 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.09651 | ||
| 1551 | 2008.02.21 19:30 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.09651 | ||
| 1552 | 2008.02.21 19:30 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.09651 | ||
| 1553 | 2008.02.21 19:30 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.09651 | ||
| 1554 | 2008.02.21 19:30 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.09651 | ||
| 1555 | 2008.02.21 19:30 | modify | 339 | 0.02 | 1.09160 | 0.00000 | 1.09651 | ||
| 1556 | 2008.02.21 19:30 | modify | 341 | 0.02 | 1.08950 | 0.00000 | 1.09651 | ||
| 1557 | 2008.02.21 19:30 | modify | 342 | 0.01 | 1.08940 | 0.00000 | 1.08860 | ||
| 1558 | 2008.02.21 20:12 | t/p | 342 | 0.01 | 1.08860 | 0.00000 | 1.08860 | 0.73 | 50272.12 |
| 1559 | 2008.02.21 20:30 | buy | 343 | 0.02 | 1.08790 | 0.00000 | 0.00000 | ||
| 1560 | 2008.02.21 20:30 | sell | 344 | 0.01 | 1.08780 | 0.00000 | 0.00000 | ||
| 1561 | 2008.02.21 20:30 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.09509 | ||
| 1562 | 2008.02.21 20:30 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.09509 | ||
| 1563 | 2008.02.21 20:30 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.09509 | ||
| 1564 | 2008.02.21 20:30 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.09509 | ||
| 1565 | 2008.02.21 20:30 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.09509 | ||
| 1566 | 2008.02.21 20:30 | modify | 339 | 0.02 | 1.09160 | 0.00000 | 1.09509 | ||
| 1567 | 2008.02.21 20:30 | modify | 341 | 0.02 | 1.08950 | 0.00000 | 1.09509 | ||
| 1568 | 2008.02.21 20:30 | modify | 343 | 0.02 | 1.08790 | 0.00000 | 1.09509 | ||
| 1569 | 2008.02.21 20:30 | modify | 344 | 0.01 | 1.08780 | 0.00000 | 1.08700 | ||
| 1570 | 2008.02.21 20:48 | t/p | 344 | 0.01 | 1.08700 | 0.00000 | 1.08700 | 0.74 | 50272.86 |
| 1571 | 2008.02.21 21:00 | sell | 345 | 0.01 | 1.08750 | 0.00000 | 0.00000 | ||
| 1572 | 2008.02.21 21:00 | modify | 345 | 0.01 | 1.08750 | 0.00000 | 1.08670 | ||
| 1573 | 2008.02.21 21:30 | sell | 346 | 0.01 | 1.08900 | 0.00000 | 0.00000 | ||
| 1574 | 2008.02.21 21:30 | modify | 345 | 0.01 | 1.08750 | 0.00000 | 1.08745 | ||
| 1575 | 2008.02.21 21:30 | modify | 346 | 0.01 | 1.08900 | 0.00000 | 1.08745 | ||
| 1576 | 2008.02.21 23:30 | sell | 347 | 0.01 | 1.08990 | 0.00000 | 0.00000 | ||
| 1577 | 2008.02.21 23:30 | modify | 345 | 0.01 | 1.08750 | 0.00000 | 1.08800 | ||
| 1578 | 2008.02.21 23:30 | modify | 346 | 0.01 | 1.08900 | 0.00000 | 1.08800 | ||
| 1579 | 2008.02.21 23:30 | modify | 347 | 0.01 | 1.08990 | 0.00000 | 1.08800 | ||
| 1580 | 2008.02.22 00:16 | t/p | 345 | 0.01 | 1.08800 | 0.00000 | 1.08800 | -0.49 | 50272.37 |
| 1581 | 2008.02.22 00:16 | t/p | 346 | 0.01 | 1.08800 | 0.00000 | 1.08800 | 0.89 | 50273.26 |
| 1582 | 2008.02.22 00:16 | t/p | 347 | 0.01 | 1.08800 | 0.00000 | 1.08800 | 1.72 | 50274.98 |
| 1583 | 2008.02.22 11:30 | sell | 348 | 0.01 | 1.08750 | 0.00000 | 0.00000 | ||
| 1584 | 2008.02.22 11:30 | modify | 348 | 0.01 | 1.08750 | 0.00000 | 1.08670 | ||
| 1585 | 2008.02.22 11:36 | t/p | 348 | 0.01 | 1.08670 | 0.00000 | 1.08670 | 0.74 | 50275.72 |
| 1586 | 2008.02.22 12:00 | sell | 349 | 0.01 | 1.08730 | 0.00000 | 0.00000 | ||
| 1587 | 2008.02.22 12:00 | modify | 349 | 0.01 | 1.08730 | 0.00000 | 1.08650 | ||
| 1588 | 2008.02.22 12:30 | buy | 350 | 0.02 | 1.08680 | 0.00000 | 0.00000 | ||
| 1589 | 2008.02.22 12:30 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.09394 | ||
| 1590 | 2008.02.22 12:30 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.09394 | ||
| 1591 | 2008.02.22 12:30 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.09394 | ||
| 1592 | 2008.02.22 12:30 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.09394 | ||
| 1593 | 2008.02.22 12:30 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.09394 | ||
| 1594 | 2008.02.22 12:30 | modify | 339 | 0.02 | 1.09160 | 0.00000 | 1.09394 | ||
| 1595 | 2008.02.22 12:30 | modify | 341 | 0.02 | 1.08950 | 0.00000 | 1.09394 | ||
| 1596 | 2008.02.22 12:30 | modify | 343 | 0.02 | 1.08790 | 0.00000 | 1.09394 | ||
| 1597 | 2008.02.22 12:30 | modify | 350 | 0.02 | 1.08680 | 0.00000 | 1.09394 | ||
| 1598 | 2008.02.22 12:33 | t/p | 349 | 0.01 | 1.08650 | 0.00000 | 1.08650 | 0.74 | 50276.46 |
| 1599 | 2008.02.22 13:30 | sell | 351 | 0.01 | 1.08660 | 0.00000 | 0.00000 | ||
| 1600 | 2008.02.22 13:30 | modify | 351 | 0.01 | 1.08660 | 0.00000 | 1.08580 | ||
| 1601 | 2008.02.22 13:53 | t/p | 351 | 0.01 | 1.08580 | 0.00000 | 1.08580 | 0.74 | 50277.20 |
| 1602 | 2008.02.22 14:00 | buy | 352 | 0.02 | 1.08590 | 0.00000 | 0.00000 | ||
| 1603 | 2008.02.22 14:00 | sell | 353 | 0.01 | 1.08580 | 0.00000 | 0.00000 | ||
| 1604 | 2008.02.22 14:00 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.09297 | ||
| 1605 | 2008.02.22 14:00 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.09297 | ||
| 1606 | 2008.02.22 14:00 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.09297 | ||
| 1607 | 2008.02.22 14:00 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.09297 | ||
| 1608 | 2008.02.22 14:00 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.09297 | ||
| 1609 | 2008.02.22 14:00 | modify | 339 | 0.02 | 1.09160 | 0.00000 | 1.09297 | ||
| 1610 | 2008.02.22 14:00 | modify | 341 | 0.02 | 1.08950 | 0.00000 | 1.09297 | ||
| 1611 | 2008.02.22 14:00 | modify | 343 | 0.02 | 1.08790 | 0.00000 | 1.09297 | ||
| 1612 | 2008.02.22 14:00 | modify | 350 | 0.02 | 1.08680 | 0.00000 | 1.09297 | ||
| 1613 | 2008.02.22 14:00 | modify | 352 | 0.02 | 1.08590 | 0.00000 | 1.09297 | ||
| 1614 | 2008.02.22 14:00 | modify | 353 | 0.01 | 1.08580 | 0.00000 | 1.08500 | ||
| 1615 | 2008.02.22 15:08 | t/p | 353 | 0.01 | 1.08500 | 0.00000 | 1.08500 | 0.74 | 50277.94 |
| 1616 | 2008.02.22 20:00 | buy | 354 | 0.03 | 1.08470 | 0.00000 | 0.00000 | ||
| 1617 | 2008.02.22 20:00 | sell | 355 | 0.01 | 1.08460 | 0.00000 | 0.00000 | ||
| 1618 | 2008.02.22 20:00 | modify | 333 | 0.01 | 1.10270 | 0.00000 | 1.09173 | ||
| 1619 | 2008.02.22 20:00 | modify | 334 | 0.01 | 1.10170 | 0.00000 | 1.09173 | ||
| 1620 | 2008.02.22 20:00 | modify | 335 | 0.01 | 1.10070 | 0.00000 | 1.09173 | ||
| 1621 | 2008.02.22 20:00 | modify | 336 | 0.01 | 1.09940 | 0.00000 | 1.09173 | ||
| 1622 | 2008.02.22 20:00 | modify | 337 | 0.01 | 1.09470 | 0.00000 | 1.09173 | ||
| 1623 | 2008.02.22 20:00 | modify | 339 | 0.02 | 1.09160 | 0.00000 | 1.09173 | ||
| 1624 | 2008.02.22 20:00 | modify | 341 | 0.02 | 1.08950 | 0.00000 | 1.09173 | ||
| 1625 | 2008.02.22 20:00 | modify | 343 | 0.02 | 1.08790 | 0.00000 | 1.09173 | ||
| 1626 | 2008.02.22 20:00 | modify | 350 | 0.02 | 1.08680 | 0.00000 | 1.09173 | ||
| 1627 | 2008.02.22 20:00 | modify | 352 | 0.02 | 1.08590 | 0.00000 | 1.09173 | ||
| 1628 | 2008.02.22 20:00 | modify | 354 | 0.03 | 1.08470 | 0.00000 | 1.09173 | ||
| 1629 | 2008.02.22 20:00 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08380 | ||
| 1630 | 2008.02.25 02:00 | sell | 356 | 0.01 | 1.08560 | 0.00000 | 0.00000 | ||
| 1631 | 2008.02.25 02:00 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08430 | ||
| 1632 | 2008.02.25 02:00 | modify | 356 | 0.01 | 1.08560 | 0.00000 | 1.08430 | ||
| 1633 | 2008.02.25 04:30 | sell | 357 | 0.01 | 1.08650 | 0.00000 | 0.00000 | ||
| 1634 | 2008.02.25 04:30 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08477 | ||
| 1635 | 2008.02.25 04:30 | modify | 356 | 0.01 | 1.08560 | 0.00000 | 1.08477 | ||
| 1636 | 2008.02.25 04:30 | modify | 357 | 0.01 | 1.08650 | 0.00000 | 1.08477 | ||
| 1637 | 2008.02.25 05:30 | sell | 358 | 0.01 | 1.08740 | 0.00000 | 0.00000 | ||
| 1638 | 2008.02.25 05:30 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08523 | ||
| 1639 | 2008.02.25 05:30 | modify | 356 | 0.01 | 1.08560 | 0.00000 | 1.08523 | ||
| 1640 | 2008.02.25 05:30 | modify | 357 | 0.01 | 1.08650 | 0.00000 | 1.08523 | ||
| 1641 | 2008.02.25 05:30 | modify | 358 | 0.01 | 1.08740 | 0.00000 | 1.08523 | ||
| 1642 | 2008.02.25 07:00 | sell | 359 | 0.01 | 1.08890 | 0.00000 | 0.00000 | ||
| 1643 | 2008.02.25 07:00 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08580 | ||
| 1644 | 2008.02.25 07:00 | modify | 356 | 0.01 | 1.08560 | 0.00000 | 1.08580 | ||
| 1645 | 2008.02.25 07:00 | modify | 357 | 0.01 | 1.08650 | 0.00000 | 1.08580 | ||
| 1646 | 2008.02.25 07:00 | modify | 358 | 0.01 | 1.08740 | 0.00000 | 1.08580 | ||
| 1647 | 2008.02.25 07:00 | modify | 359 | 0.01 | 1.08890 | 0.00000 | 1.08580 | ||
| 1648 | 2008.02.25 12:00 | sell | 360 | 0.02 | 1.09050 | 0.00000 | 0.00000 | ||
| 1649 | 2008.02.25 12:00 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08691 | ||
| 1650 | 2008.02.25 12:00 | modify | 356 | 0.01 | 1.08560 | 0.00000 | 1.08691 | ||