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 |
| 1651 | 2008.02.25 12:00 | modify | 357 | 0.01 | 1.08650 | 0.00000 | 1.08691 | ||
| 1652 | 2008.02.25 12:00 | modify | 358 | 0.01 | 1.08740 | 0.00000 | 1.08691 | ||
| 1653 | 2008.02.25 12:00 | modify | 359 | 0.01 | 1.08890 | 0.00000 | 1.08691 | ||
| 1654 | 2008.02.25 12:00 | modify | 360 | 0.02 | 1.09050 | 0.00000 | 1.08691 | ||
| 1655 | 2008.02.25 13:07 | t/p | 333 | 0.01 | 1.09173 | 0.00000 | 1.09173 | -10.04 | 50267.90 |
| 1656 | 2008.02.25 13:07 | t/p | 334 | 0.01 | 1.09173 | 0.00000 | 1.09173 | -9.12 | 50258.78 |
| 1657 | 2008.02.25 13:07 | t/p | 335 | 0.01 | 1.09173 | 0.00000 | 1.09173 | -8.21 | 50250.57 |
| 1658 | 2008.02.25 13:07 | t/p | 336 | 0.01 | 1.09173 | 0.00000 | 1.09173 | -7.02 | 50243.55 |
| 1659 | 2008.02.25 13:07 | t/p | 337 | 0.01 | 1.09173 | 0.00000 | 1.09173 | -2.71 | 50240.84 |
| 1660 | 2008.02.25 13:07 | t/p | 339 | 0.02 | 1.09173 | 0.00000 | 1.09173 | 0.26 | 50241.11 |
| 1661 | 2008.02.25 13:07 | t/p | 341 | 0.02 | 1.09173 | 0.00000 | 1.09173 | 4.10 | 50245.21 |
| 1662 | 2008.02.25 13:07 | t/p | 343 | 0.02 | 1.09173 | 0.00000 | 1.09173 | 7.03 | 50252.24 |
| 1663 | 2008.02.25 13:07 | t/p | 350 | 0.02 | 1.09173 | 0.00000 | 1.09173 | 9.04 | 50261.28 |
| 1664 | 2008.02.25 13:07 | t/p | 352 | 0.02 | 1.09173 | 0.00000 | 1.09173 | 10.69 | 50271.97 |
| 1665 | 2008.02.25 13:07 | t/p | 354 | 0.03 | 1.09173 | 0.00000 | 1.09173 | 19.34 | 50291.31 |
| 1666 | 2008.02.25 13:30 | sell | 361 | 0.02 | 1.09160 | 0.00000 | 0.00000 | ||
| 1667 | 2008.02.25 13:30 | modify | 355 | 0.01 | 1.08460 | 0.00000 | 1.08778 | ||
| 1668 | 2008.02.25 13:30 | modify | 356 | 0.01 | 1.08560 | 0.00000 | 1.08778 | ||
| 1669 | 2008.02.25 13:30 | modify | 357 | 0.01 | 1.08650 | 0.00000 | 1.08778 | ||
| 1670 | 2008.02.25 13:30 | modify | 358 | 0.01 | 1.08740 | 0.00000 | 1.08778 | ||
| 1671 | 2008.02.25 13:30 | modify | 359 | 0.01 | 1.08890 | 0.00000 | 1.08778 | ||
| 1672 | 2008.02.25 13:30 | modify | 360 | 0.02 | 1.09050 | 0.00000 | 1.08778 | ||
| 1673 | 2008.02.25 13:30 | modify | 361 | 0.02 | 1.09160 | 0.00000 | 1.08778 | ||
| 1674 | 2008.02.25 15:23 | t/p | 355 | 0.01 | 1.08778 | 0.00000 | 1.08778 | -2.96 | 50288.35 |
| 1675 | 2008.02.25 15:23 | t/p | 356 | 0.01 | 1.08778 | 0.00000 | 1.08778 | -2.01 | 50286.34 |
| 1676 | 2008.02.25 15:23 | t/p | 357 | 0.01 | 1.08778 | 0.00000 | 1.08778 | -1.18 | 50285.16 |
| 1677 | 2008.02.25 15:23 | t/p | 358 | 0.01 | 1.08778 | 0.00000 | 1.08778 | -0.35 | 50284.81 |
| 1678 | 2008.02.25 15:23 | t/p | 359 | 0.01 | 1.08778 | 0.00000 | 1.08778 | 1.03 | 50285.84 |
| 1679 | 2008.02.25 15:23 | t/p | 360 | 0.02 | 1.08778 | 0.00000 | 1.08778 | 5.00 | 50290.84 |
| 1680 | 2008.02.25 15:23 | t/p | 361 | 0.02 | 1.08778 | 0.00000 | 1.08778 | 7.02 | 50297.86 |
| 1681 | 2008.02.26 11:30 | sell | 362 | 0.01 | 1.08770 | 0.00000 | 0.00000 | ||
| 1682 | 2008.02.26 11:30 | modify | 362 | 0.01 | 1.08770 | 0.00000 | 1.08690 | ||
| 1683 | 2008.02.26 11:36 | t/p | 362 | 0.01 | 1.08690 | 0.00000 | 1.08690 | 0.73 | 50298.59 |
| 1684 | 2008.02.26 12:00 | sell | 363 | 0.01 | 1.08750 | 0.00000 | 0.00000 | ||
| 1685 | 2008.02.26 12:00 | modify | 363 | 0.01 | 1.08750 | 0.00000 | 1.08670 | ||
| 1686 | 2008.02.26 12:05 | t/p | 363 | 0.01 | 1.08670 | 0.00000 | 1.08670 | 0.73 | 50299.32 |
| 1687 | 2008.02.26 12:30 | sell | 364 | 0.01 | 1.08630 | 0.00000 | 0.00000 | ||
| 1688 | 2008.02.26 12:30 | modify | 364 | 0.01 | 1.08630 | 0.00000 | 1.08550 | ||
| 1689 | 2008.02.26 13:00 | sell | 365 | 0.01 | 1.08730 | 0.00000 | 0.00000 | ||
| 1690 | 2008.02.26 13:00 | modify | 364 | 0.01 | 1.08630 | 0.00000 | 1.08600 | ||
| 1691 | 2008.02.26 13:00 | modify | 365 | 0.01 | 1.08730 | 0.00000 | 1.08600 | ||
| 1692 | 2008.02.26 14:17 | t/p | 364 | 0.01 | 1.08600 | 0.00000 | 1.08600 | 0.28 | 50299.60 |
| 1693 | 2008.02.26 14:17 | t/p | 365 | 0.01 | 1.08600 | 0.00000 | 1.08600 | 1.20 | 50300.80 |
| 1694 | 2008.02.26 14:30 | sell | 366 | 0.01 | 1.08600 | 0.00000 | 0.00000 | ||
| 1695 | 2008.02.26 14:30 | modify | 366 | 0.01 | 1.08600 | 0.00000 | 1.08520 | ||
| 1696 | 2008.02.26 15:38 | t/p | 366 | 0.01 | 1.08520 | 0.00000 | 1.08520 | 0.73 | 50301.53 |
| 1697 | 2008.02.26 20:00 | sell | 367 | 0.01 | 1.08130 | 0.00000 | 0.00000 | ||
| 1698 | 2008.02.26 20:00 | modify | 367 | 0.01 | 1.08130 | 0.00000 | 1.08050 | ||
| 1699 | 2008.02.26 20:22 | t/p | 367 | 0.01 | 1.08050 | 0.00000 | 1.08050 | 0.74 | 50302.27 |
| 1700 | 2008.02.26 20:30 | sell | 368 | 0.01 | 1.07930 | 0.00000 | 0.00000 | ||
| 1701 | 2008.02.26 20:30 | modify | 368 | 0.01 | 1.07930 | 0.00000 | 1.07850 | ||
| 1702 | 2008.02.26 20:33 | t/p | 368 | 0.01 | 1.07850 | 0.00000 | 1.07850 | 0.74 | 50303.01 |
| 1703 | 2008.02.26 21:00 | sell | 369 | 0.01 | 1.07860 | 0.00000 | 0.00000 | ||
| 1704 | 2008.02.26 21:00 | modify | 369 | 0.01 | 1.07860 | 0.00000 | 1.07780 | ||
| 1705 | 2008.02.26 21:29 | t/p | 369 | 0.01 | 1.07780 | 0.00000 | 1.07780 | 0.74 | 50303.75 |
| 1706 | 2008.02.26 21:30 | sell | 370 | 0.01 | 1.07760 | 0.00000 | 0.00000 | ||
| 1707 | 2008.02.26 21:30 | modify | 370 | 0.01 | 1.07760 | 0.00000 | 1.07680 | ||
| 1708 | 2008.02.26 21:34 | t/p | 370 | 0.01 | 1.07680 | 0.00000 | 1.07680 | 0.74 | 50304.49 |
| 1709 | 2008.02.26 22:00 | sell | 371 | 0.01 | 1.07600 | 0.00000 | 0.00000 | ||
| 1710 | 2008.02.26 22:00 | modify | 371 | 0.01 | 1.07600 | 0.00000 | 1.07520 | ||
| 1711 | 2008.02.26 22:04 | t/p | 371 | 0.01 | 1.07520 | 0.00000 | 1.07520 | 0.74 | 50305.23 |
| 1712 | 2008.02.26 22:30 | sell | 372 | 0.01 | 1.07540 | 0.00000 | 0.00000 | ||
| 1713 | 2008.02.26 22:30 | modify | 372 | 0.01 | 1.07540 | 0.00000 | 1.07460 | ||
| 1714 | 2008.02.27 00:19 | t/p | 372 | 0.01 | 1.07460 | 0.00000 | 1.07460 | 0.71 | 50305.94 |
| 1715 | 2008.02.27 00:30 | sell | 373 | 0.01 | 1.07340 | 0.00000 | 0.00000 | ||
| 1716 | 2008.02.27 00:30 | modify | 373 | 0.01 | 1.07340 | 0.00000 | 1.07260 | ||
| 1717 | 2008.02.27 02:00 | sell | 374 | 0.01 | 1.07570 | 0.00000 | 0.00000 | ||
| 1718 | 2008.02.27 02:00 | modify | 373 | 0.01 | 1.07340 | 0.00000 | 1.07375 | ||
| 1719 | 2008.02.27 02:00 | modify | 374 | 0.01 | 1.07570 | 0.00000 | 1.07375 | ||
| 1720 | 2008.02.27 05:19 | t/p | 373 | 0.01 | 1.07375 | 0.00000 | 1.07375 | -0.33 | 50305.61 |
| 1721 | 2008.02.27 05:19 | t/p | 374 | 0.01 | 1.07375 | 0.00000 | 1.07375 | 1.81 | 50307.42 |
| 1722 | 2008.02.27 08:00 | sell | 375 | 0.01 | 1.07340 | 0.00000 | 0.00000 | ||
| 1723 | 2008.02.27 08:00 | modify | 375 | 0.01 | 1.07340 | 0.00000 | 1.07260 | ||
| 1724 | 2008.02.27 08:14 | t/p | 375 | 0.01 | 1.07260 | 0.00000 | 1.07260 | 0.74 | 50308.16 |
| 1725 | 2008.02.27 08:30 | sell | 376 | 0.01 | 1.07240 | 0.00000 | 0.00000 | ||
| 1726 | 2008.02.27 08:30 | modify | 376 | 0.01 | 1.07240 | 0.00000 | 1.07160 | ||
| 1727 | 2008.02.27 08:40 | t/p | 376 | 0.01 | 1.07160 | 0.00000 | 1.07160 | 0.75 | 50308.91 |
| 1728 | 2008.02.27 09:00 | sell | 377 | 0.01 | 1.07140 | 0.00000 | 0.00000 | ||
| 1729 | 2008.02.27 09:00 | modify | 377 | 0.01 | 1.07140 | 0.00000 | 1.07060 | ||
| 1730 | 2008.02.27 09:05 | t/p | 377 | 0.01 | 1.07060 | 0.00000 | 1.07060 | 0.75 | 50309.66 |
| 1731 | 2008.02.27 09:30 | sell | 378 | 0.01 | 1.06850 | 0.00000 | 0.00000 | ||
| 1732 | 2008.02.27 09:30 | modify | 378 | 0.01 | 1.06850 | 0.00000 | 1.06770 | ||
| 1733 | 2008.02.27 10:00 | sell | 379 | 0.01 | 1.07190 | 0.00000 | 0.00000 | ||
| 1734 | 2008.02.27 10:00 | modify | 378 | 0.01 | 1.06850 | 0.00000 | 1.06940 | ||
| 1735 | 2008.02.27 10:00 | modify | 379 | 0.01 | 1.07190 | 0.00000 | 1.06940 | ||
| 1736 | 2008.02.27 10:45 | t/p | 378 | 0.01 | 1.06940 | 0.00000 | 1.06940 | -0.85 | 50308.81 |
| 1737 | 2008.02.27 10:45 | t/p | 379 | 0.01 | 1.06940 | 0.00000 | 1.06940 | 2.33 | 50311.14 |
| 1738 | 2008.02.27 11:00 | sell | 380 | 0.01 | 1.06890 | 0.00000 | 0.00000 | ||
| 1739 | 2008.02.27 11:00 | modify | 380 | 0.01 | 1.06890 | 0.00000 | 1.06810 | ||
| 1740 | 2008.02.27 11:04 | t/p | 380 | 0.01 | 1.06810 | 0.00000 | 1.06810 | 0.75 | 50311.89 |
| 1741 | 2008.02.27 12:00 | sell | 381 | 0.01 | 1.06920 | 0.00000 | 0.00000 | ||
| 1742 | 2008.02.27 12:00 | modify | 381 | 0.01 | 1.06920 | 0.00000 | 1.06840 | ||
| 1743 | 2008.02.27 12:23 | t/p | 381 | 0.01 | 1.06840 | 0.00000 | 1.06840 | 0.75 | 50312.64 |
| 1744 | 2008.02.27 17:00 | sell | 382 | 0.01 | 1.06520 | 0.00000 | 0.00000 | ||
| 1745 | 2008.02.27 17:00 | modify | 382 | 0.01 | 1.06520 | 0.00000 | 1.06440 | ||
| 1746 | 2008.02.27 17:00 | t/p | 382 | 0.01 | 1.06440 | 0.00000 | 1.06440 | 0.75 | 50313.39 |
| 1747 | 2008.02.27 18:30 | sell | 383 | 0.01 | 1.06430 | 0.00000 | 0.00000 | ||
| 1748 | 2008.02.27 18:30 | modify | 383 | 0.01 | 1.06430 | 0.00000 | 1.06350 | ||
| 1749 | 2008.02.27 18:32 | t/p | 383 | 0.01 | 1.06350 | 0.00000 | 1.06350 | 0.75 | 50314.14 |
| 1750 | 2008.02.27 19:00 | sell | 384 | 0.01 | 1.06390 | 0.00000 | 0.00000 | ||
| 1751 | 2008.02.27 19:00 | modify | 384 | 0.01 | 1.06390 | 0.00000 | 1.06310 | ||
| 1752 | 2008.02.27 21:00 | sell | 385 | 0.01 | 1.06490 | 0.00000 | 0.00000 | ||
| 1753 | 2008.02.27 21:00 | modify | 384 | 0.01 | 1.06390 | 0.00000 | 1.06360 | ||
| 1754 | 2008.02.27 21:00 | modify | 385 | 0.01 | 1.06490 | 0.00000 | 1.06360 | ||
| 1755 | 2008.02.27 21:27 | t/p | 384 | 0.01 | 1.06360 | 0.00000 | 1.06360 | 0.28 | 50314.42 |
| 1756 | 2008.02.27 21:27 | t/p | 385 | 0.01 | 1.06360 | 0.00000 | 1.06360 | 1.22 | 50315.64 |
| 1757 | 2008.02.28 10:00 | sell | 386 | 0.01 | 1.06200 | 0.00000 | 0.00000 | ||
| 1758 | 2008.02.28 10:00 | modify | 386 | 0.01 | 1.06200 | 0.00000 | 1.06120 | ||
| 1759 | 2008.02.28 11:00 | sell | 387 | 0.01 | 1.06310 | 0.00000 | 0.00000 | ||
| 1760 | 2008.02.28 11:00 | modify | 386 | 0.01 | 1.06200 | 0.00000 | 1.06175 | ||
| 1761 | 2008.02.28 11:00 | modify | 387 | 0.01 | 1.06310 | 0.00000 | 1.06175 | ||
| 1762 | 2008.02.28 13:05 | t/p | 386 | 0.01 | 1.06175 | 0.00000 | 1.06175 | 0.24 | 50315.88 |
| 1763 | 2008.02.28 13:05 | t/p | 387 | 0.01 | 1.06175 | 0.00000 | 1.06175 | 1.27 | 50317.15 |
| 1764 | 2008.02.28 13:30 | sell | 388 | 0.01 | 1.06180 | 0.00000 | 0.00000 | ||
| 1765 | 2008.02.28 13:30 | modify | 388 | 0.01 | 1.06180 | 0.00000 | 1.06100 | ||
| 1766 | 2008.02.28 14:59 | t/p | 388 | 0.01 | 1.06100 | 0.00000 | 1.06100 | 0.75 | 50317.90 |
| 1767 | 2008.02.28 15:00 | sell | 389 | 0.01 | 1.06100 | 0.00000 | 0.00000 | ||
| 1768 | 2008.02.28 15:00 | modify | 389 | 0.01 | 1.06100 | 0.00000 | 1.06020 | ||
| 1769 | 2008.02.28 15:06 | t/p | 389 | 0.01 | 1.06020 | 0.00000 | 1.06020 | 0.75 | 50318.65 |
| 1770 | 2008.02.28 15:30 | sell | 390 | 0.01 | 1.05980 | 0.00000 | 0.00000 | ||
| 1771 | 2008.02.28 15:30 | modify | 390 | 0.01 | 1.05980 | 0.00000 | 1.05900 | ||
| 1772 | 2008.02.28 15:30 | t/p | 390 | 0.01 | 1.05900 | 0.00000 | 1.05900 | 0.75 | 50319.40 |
| 1773 | 2008.02.28 16:00 | sell | 391 | 0.01 | 1.05900 | 0.00000 | 0.00000 | ||
| 1774 | 2008.02.28 16:00 | modify | 391 | 0.01 | 1.05900 | 0.00000 | 1.05820 | ||
| 1775 | 2008.02.28 16:03 | t/p | 391 | 0.01 | 1.05820 | 0.00000 | 1.05820 | 0.75 | 50320.15 |
| 1776 | 2008.02.28 16:30 | sell | 392 | 0.01 | 1.05720 | 0.00000 | 0.00000 | ||
| 1777 | 2008.02.28 16:30 | modify | 392 | 0.01 | 1.05720 | 0.00000 | 1.05640 | ||
| 1778 | 2008.02.28 17:30 | sell | 393 | 0.01 | 1.05800 | 0.00000 | 0.00000 | ||
| 1779 | 2008.02.28 17:30 | modify | 392 | 0.01 | 1.05720 | 0.00000 | 1.05680 | ||
| 1780 | 2008.02.28 17:30 | modify | 393 | 0.01 | 1.05800 | 0.00000 | 1.05680 | ||
| 1781 | 2008.02.28 17:46 | t/p | 392 | 0.01 | 1.05680 | 0.00000 | 1.05680 | 0.38 | 50320.53 |
| 1782 | 2008.02.28 17:46 | t/p | 393 | 0.01 | 1.05680 | 0.00000 | 1.05680 | 1.13 | 50321.66 |
| 1783 | 2008.02.28 18:00 | sell | 394 | 0.01 | 1.05280 | 0.00000 | 0.00000 | ||
| 1784 | 2008.02.28 18:00 | modify | 394 | 0.01 | 1.05280 | 0.00000 | 1.05200 | ||
| 1785 | 2008.02.28 18:01 | t/p | 394 | 0.01 | 1.05200 | 0.00000 | 1.05200 | 0.76 | 50322.42 |
| 1786 | 2008.02.28 18:30 | sell | 395 | 0.01 | 1.05190 | 0.00000 | 0.00000 | ||
| 1787 | 2008.02.28 18:30 | modify | 395 | 0.01 | 1.05190 | 0.00000 | 1.05110 | ||
| 1788 | 2008.02.28 18:36 | t/p | 395 | 0.01 | 1.05110 | 0.00000 | 1.05110 | 0.76 | 50323.18 |
| 1789 | 2008.02.28 19:30 | sell | 396 | 0.01 | 1.05020 | 0.00000 | 0.00000 | ||
| 1790 | 2008.02.28 19:30 | modify | 396 | 0.01 | 1.05020 | 0.00000 | 1.04940 | ||
| 1791 | 2008.02.28 19:59 | t/p | 396 | 0.01 | 1.04940 | 0.00000 | 1.04940 | 0.76 | 50323.94 |
| 1792 | 2008.02.28 20:00 | sell | 397 | 0.01 | 1.04930 | 0.00000 | 0.00000 | ||
| 1793 | 2008.02.28 20:00 | modify | 397 | 0.01 | 1.04930 | 0.00000 | 1.04850 | ||
| 1794 | 2008.02.28 20:09 | t/p | 397 | 0.01 | 1.04850 | 0.00000 | 1.04850 | 0.76 | 50324.70 |
| 1795 | 2008.02.29 10:00 | sell | 398 | 0.01 | 1.04790 | 0.00000 | 0.00000 | ||
| 1796 | 2008.02.29 10:00 | modify | 398 | 0.01 | 1.04790 | 0.00000 | 1.04710 | ||
| 1797 | 2008.02.29 11:00 | sell | 399 | 0.01 | 1.04930 | 0.00000 | 0.00000 | ||
| 1798 | 2008.02.29 11:00 | modify | 398 | 0.01 | 1.04790 | 0.00000 | 1.04780 | ||
| 1799 | 2008.02.29 11:00 | modify | 399 | 0.01 | 1.04930 | 0.00000 | 1.04780 | ||
| 1800 | 2008.02.29 11:31 | t/p | 398 | 0.01 | 1.04780 | 0.00000 | 1.04780 | 0.10 | 50324.80 |