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 |
| 1801 | 2008.02.29 11:31 | t/p | 399 | 0.01 | 1.04780 | 0.00000 | 1.04780 | 1.43 | 50326.23 |
| 1802 | 2008.02.29 13:00 | sell | 400 | 0.01 | 1.04540 | 0.00000 | 0.00000 | ||
| 1803 | 2008.02.29 13:00 | modify | 400 | 0.01 | 1.04540 | 0.00000 | 1.04460 | ||
| 1804 | 2008.02.29 13:20 | t/p | 400 | 0.01 | 1.04460 | 0.00000 | 1.04460 | 0.77 | 50327.00 |
| 1805 | 2008.02.29 13:30 | sell | 401 | 0.01 | 1.04370 | 0.00000 | 0.00000 | ||
| 1806 | 2008.02.29 13:30 | modify | 401 | 0.01 | 1.04370 | 0.00000 | 1.04290 | ||
| 1807 | 2008.02.29 14:00 | sell | 402 | 0.01 | 1.04600 | 0.00000 | 0.00000 | ||
| 1808 | 2008.02.29 14:00 | modify | 401 | 0.01 | 1.04370 | 0.00000 | 1.04405 | ||
| 1809 | 2008.02.29 14:00 | modify | 402 | 0.01 | 1.04600 | 0.00000 | 1.04405 | ||
| 1810 | 2008.02.29 14:30 | sell | 403 | 0.01 | 1.04820 | 0.00000 | 0.00000 | ||
| 1811 | 2008.02.29 14:30 | modify | 401 | 0.01 | 1.04370 | 0.00000 | 1.04517 | ||
| 1812 | 2008.02.29 14:30 | modify | 402 | 0.01 | 1.04600 | 0.00000 | 1.04517 | ||
| 1813 | 2008.02.29 14:30 | modify | 403 | 0.01 | 1.04820 | 0.00000 | 1.04517 | ||
| 1814 | 2008.02.29 16:42 | t/p | 401 | 0.01 | 1.04517 | 0.00000 | 1.04517 | -1.41 | 50325.59 |
| 1815 | 2008.02.29 16:42 | t/p | 402 | 0.01 | 1.04517 | 0.00000 | 1.04517 | 0.79 | 50326.38 |
| 1816 | 2008.02.29 16:42 | t/p | 403 | 0.01 | 1.04517 | 0.00000 | 1.04517 | 2.90 | 50329.28 |
| 1817 | 2008.02.29 17:00 | sell | 404 | 0.01 | 1.04500 | 0.00000 | 0.00000 | ||
| 1818 | 2008.02.29 17:00 | modify | 404 | 0.01 | 1.04500 | 0.00000 | 1.04420 | ||
| 1819 | 2008.02.29 17:02 | t/p | 404 | 0.01 | 1.04420 | 0.00000 | 1.04420 | 0.77 | 50330.05 |
| 1820 | 2008.03.03 00:30 | sell | 405 | 0.01 | 1.03930 | 0.00000 | 0.00000 | ||
| 1821 | 2008.03.03 00:30 | modify | 405 | 0.01 | 1.03930 | 0.00000 | 1.03850 | ||
| 1822 | 2008.03.03 00:33 | t/p | 405 | 0.01 | 1.03850 | 0.00000 | 1.03850 | 0.77 | 50330.82 |
| 1823 | 2008.03.03 01:00 | sell | 406 | 0.01 | 1.03410 | 0.00000 | 0.00000 | ||
| 1824 | 2008.03.03 01:00 | modify | 406 | 0.01 | 1.03410 | 0.00000 | 1.03330 | ||
| 1825 | 2008.03.03 01:03 | t/p | 406 | 0.01 | 1.03330 | 0.00000 | 1.03330 | 0.77 | 50331.59 |
| 1826 | 2008.03.03 02:00 | sell | 407 | 0.01 | 1.03340 | 0.00000 | 0.00000 | ||
| 1827 | 2008.03.03 02:00 | modify | 407 | 0.01 | 1.03340 | 0.00000 | 1.03260 | ||
| 1828 | 2008.03.03 02:30 | sell | 408 | 0.01 | 1.03500 | 0.00000 | 0.00000 | ||
| 1829 | 2008.03.03 02:30 | modify | 407 | 0.01 | 1.03340 | 0.00000 | 1.03340 | ||
| 1830 | 2008.03.03 02:30 | modify | 408 | 0.01 | 1.03500 | 0.00000 | 1.03340 | ||
| 1831 | 2008.03.03 02:37 | t/p | 407 | 0.01 | 1.03340 | 0.00000 | 1.03340 | 0.00 | 50331.59 |
| 1832 | 2008.03.03 02:37 | t/p | 408 | 0.01 | 1.03340 | 0.00000 | 1.03340 | 1.55 | 50333.14 |
| 1833 | 2008.03.03 03:00 | sell | 409 | 0.01 | 1.03380 | 0.00000 | 0.00000 | ||
| 1834 | 2008.03.03 03:00 | modify | 409 | 0.01 | 1.03380 | 0.00000 | 1.03300 | ||
| 1835 | 2008.03.03 03:30 | sell | 410 | 0.01 | 1.03500 | 0.00000 | 0.00000 | ||
| 1836 | 2008.03.03 03:30 | modify | 409 | 0.01 | 1.03380 | 0.00000 | 1.03360 | ||
| 1837 | 2008.03.03 03:30 | modify | 410 | 0.01 | 1.03500 | 0.00000 | 1.03360 | ||
| 1838 | 2008.03.03 06:03 | t/p | 409 | 0.01 | 1.03360 | 0.00000 | 1.03360 | 0.19 | 50333.33 |
| 1839 | 2008.03.03 06:03 | t/p | 410 | 0.01 | 1.03360 | 0.00000 | 1.03360 | 1.35 | 50334.68 |
| 1840 | 2008.03.04 12:00 | sell | 411 | 0.01 | 1.03920 | 0.00000 | 0.00000 | ||
| 1841 | 2008.03.04 12:00 | modify | 411 | 0.01 | 1.03920 | 0.00000 | 1.03840 | ||
| 1842 | 2008.03.04 12:46 | t/p | 411 | 0.01 | 1.03840 | 0.00000 | 1.03840 | 0.77 | 50335.45 |
| 1843 | 2008.03.04 13:00 | sell | 412 | 0.01 | 1.03570 | 0.00000 | 0.00000 | ||
| 1844 | 2008.03.04 13:00 | modify | 412 | 0.01 | 1.03570 | 0.00000 | 1.03490 | ||
| 1845 | 2008.03.04 15:00 | sell | 413 | 0.01 | 1.03680 | 0.00000 | 0.00000 | ||
| 1846 | 2008.03.04 15:00 | modify | 412 | 0.01 | 1.03570 | 0.00000 | 1.03545 | ||
| 1847 | 2008.03.04 15:00 | modify | 413 | 0.01 | 1.03680 | 0.00000 | 1.03545 | ||
| 1848 | 2008.03.04 15:43 | t/p | 412 | 0.01 | 1.03545 | 0.00000 | 1.03545 | 0.24 | 50335.69 |
| 1849 | 2008.03.04 15:43 | t/p | 413 | 0.01 | 1.03545 | 0.00000 | 1.03545 | 1.30 | 50336.99 |
| 1850 | 2008.03.05 09:00 | sell | 414 | 0.01 | 1.03800 | 0.00000 | 0.00000 | ||
| 1851 | 2008.03.05 09:00 | modify | 414 | 0.01 | 1.03800 | 0.00000 | 1.03720 | ||
| 1852 | 2008.03.05 09:30 | sell | 415 | 0.01 | 1.03940 | 0.00000 | 0.00000 | ||
| 1853 | 2008.03.05 09:30 | modify | 414 | 0.01 | 1.03800 | 0.00000 | 1.03790 | ||
| 1854 | 2008.03.05 09:30 | modify | 415 | 0.01 | 1.03940 | 0.00000 | 1.03790 | ||
| 1855 | 2008.03.05 10:30 | sell | 416 | 0.01 | 1.04040 | 0.00000 | 0.00000 | ||
| 1856 | 2008.03.05 10:30 | modify | 414 | 0.01 | 1.03800 | 0.00000 | 1.03847 | ||
| 1857 | 2008.03.05 10:30 | modify | 415 | 0.01 | 1.03940 | 0.00000 | 1.03847 | ||
| 1858 | 2008.03.05 10:30 | modify | 416 | 0.01 | 1.04040 | 0.00000 | 1.03847 | ||
| 1859 | 2008.03.05 12:00 | sell | 417 | 0.01 | 1.04130 | 0.00000 | 0.00000 | ||
| 1860 | 2008.03.05 12:00 | modify | 414 | 0.01 | 1.03800 | 0.00000 | 1.03898 | ||
| 1861 | 2008.03.05 12:00 | modify | 415 | 0.01 | 1.03940 | 0.00000 | 1.03898 | ||
| 1862 | 2008.03.05 12:00 | modify | 416 | 0.01 | 1.04040 | 0.00000 | 1.03898 | ||
| 1863 | 2008.03.05 12:00 | modify | 417 | 0.01 | 1.04130 | 0.00000 | 1.03898 | ||
| 1864 | 2008.03.05 15:15 | t/p | 414 | 0.01 | 1.03898 | 0.00000 | 1.03898 | -0.94 | 50336.05 |
| 1865 | 2008.03.05 15:15 | t/p | 415 | 0.01 | 1.03898 | 0.00000 | 1.03898 | 0.40 | 50336.45 |
| 1866 | 2008.03.05 15:15 | t/p | 416 | 0.01 | 1.03898 | 0.00000 | 1.03898 | 1.37 | 50337.82 |
| 1867 | 2008.03.05 15:15 | t/p | 417 | 0.01 | 1.03898 | 0.00000 | 1.03898 | 2.23 | 50340.05 |
| 1868 | 2008.03.05 15:30 | sell | 418 | 0.01 | 1.03700 | 0.00000 | 0.00000 | ||
| 1869 | 2008.03.05 15:30 | modify | 418 | 0.01 | 1.03700 | 0.00000 | 1.03620 | ||
| 1870 | 2008.03.05 15:39 | t/p | 418 | 0.01 | 1.03620 | 0.00000 | 1.03620 | 0.77 | 50340.82 |
| 1871 | 2008.03.05 16:00 | sell | 419 | 0.01 | 1.03560 | 0.00000 | 0.00000 | ||
| 1872 | 2008.03.05 16:00 | modify | 419 | 0.01 | 1.03560 | 0.00000 | 1.03480 | ||
| 1873 | 2008.03.05 16:24 | t/p | 419 | 0.01 | 1.03480 | 0.00000 | 1.03480 | 0.77 | 50341.59 |
| 1874 | 2008.03.05 16:30 | sell | 420 | 0.01 | 1.03390 | 0.00000 | 0.00000 | ||
| 1875 | 2008.03.05 16:30 | modify | 420 | 0.01 | 1.03390 | 0.00000 | 1.03310 | ||
| 1876 | 2008.03.05 17:30 | sell | 421 | 0.01 | 1.03860 | 0.00000 | 0.00000 | ||
| 1877 | 2008.03.05 17:30 | modify | 420 | 0.01 | 1.03390 | 0.00000 | 1.03545 | ||
| 1878 | 2008.03.05 17:30 | modify | 421 | 0.01 | 1.03860 | 0.00000 | 1.03545 | ||
| 1879 | 2008.03.05 17:43 | t/p | 420 | 0.01 | 1.03545 | 0.00000 | 1.03545 | -1.50 | 50340.09 |
| 1880 | 2008.03.05 17:43 | t/p | 421 | 0.01 | 1.03545 | 0.00000 | 1.03545 | 3.04 | 50343.13 |
| 1881 | 2008.03.06 09:30 | sell | 422 | 0.01 | 1.03550 | 0.00000 | 0.00000 | ||
| 1882 | 2008.03.06 09:30 | modify | 422 | 0.01 | 1.03550 | 0.00000 | 1.03470 | ||
| 1883 | 2008.03.06 09:41 | t/p | 422 | 0.01 | 1.03470 | 0.00000 | 1.03470 | 0.77 | 50343.90 |
| 1884 | 2008.03.06 10:00 | sell | 423 | 0.01 | 1.03420 | 0.00000 | 0.00000 | ||
| 1885 | 2008.03.06 10:00 | modify | 423 | 0.01 | 1.03420 | 0.00000 | 1.03340 | ||
| 1886 | 2008.03.06 10:04 | t/p | 423 | 0.01 | 1.03340 | 0.00000 | 1.03340 | 0.77 | 50344.67 |
| 1887 | 2008.03.06 10:30 | sell | 424 | 0.01 | 1.03370 | 0.00000 | 0.00000 | ||
| 1888 | 2008.03.06 10:30 | modify | 424 | 0.01 | 1.03370 | 0.00000 | 1.03290 | ||
| 1889 | 2008.03.06 10:34 | t/p | 424 | 0.01 | 1.03290 | 0.00000 | 1.03290 | 0.77 | 50345.44 |
| 1890 | 2008.03.06 11:00 | sell | 425 | 0.01 | 1.03070 | 0.00000 | 0.00000 | ||
| 1891 | 2008.03.06 11:00 | modify | 425 | 0.01 | 1.03070 | 0.00000 | 1.02990 | ||
| 1892 | 2008.03.06 11:30 | sell | 426 | 0.01 | 1.03160 | 0.00000 | 0.00000 | ||
| 1893 | 2008.03.06 11:30 | modify | 425 | 0.01 | 1.03070 | 0.00000 | 1.03035 | ||
| 1894 | 2008.03.06 11:30 | modify | 426 | 0.01 | 1.03160 | 0.00000 | 1.03035 | ||
| 1895 | 2008.03.06 12:04 | t/p | 425 | 0.01 | 1.03035 | 0.00000 | 1.03035 | 0.34 | 50345.78 |
| 1896 | 2008.03.06 12:04 | t/p | 426 | 0.01 | 1.03035 | 0.00000 | 1.03035 | 1.21 | 50346.99 |
| 1897 | 2008.03.06 12:30 | sell | 427 | 0.01 | 1.03130 | 0.00000 | 0.00000 | ||
| 1898 | 2008.03.06 12:30 | modify | 427 | 0.01 | 1.03130 | 0.00000 | 1.03050 | ||
| 1899 | 2008.03.06 13:00 | sell | 428 | 0.01 | 1.03240 | 0.00000 | 0.00000 | ||
| 1900 | 2008.03.06 13:00 | modify | 427 | 0.01 | 1.03130 | 0.00000 | 1.03105 | ||
| 1901 | 2008.03.06 13:00 | modify | 428 | 0.01 | 1.03240 | 0.00000 | 1.03105 | ||
| 1902 | 2008.03.06 15:55 | t/p | 427 | 0.01 | 1.03105 | 0.00000 | 1.03105 | 0.24 | 50347.23 |
| 1903 | 2008.03.06 15:55 | t/p | 428 | 0.01 | 1.03105 | 0.00000 | 1.03105 | 1.31 | 50348.54 |
| 1904 | 2008.03.06 16:00 | sell | 429 | 0.01 | 1.02940 | 0.00000 | 0.00000 | ||
| 1905 | 2008.03.06 16:00 | modify | 429 | 0.01 | 1.02940 | 0.00000 | 1.02860 | ||
| 1906 | 2008.03.06 17:00 | t/p | 429 | 0.01 | 1.02860 | 0.00000 | 1.02860 | 0.78 | 50349.32 |
| 1907 | 2008.03.06 17:30 | sell | 430 | 0.01 | 1.02950 | 0.00000 | 0.00000 | ||
| 1908 | 2008.03.06 17:30 | modify | 430 | 0.01 | 1.02950 | 0.00000 | 1.02870 | ||
| 1909 | 2008.03.06 17:42 | t/p | 430 | 0.01 | 1.02870 | 0.00000 | 1.02870 | 0.78 | 50350.10 |
| 1910 | 2008.03.06 18:00 | sell | 431 | 0.01 | 1.02880 | 0.00000 | 0.00000 | ||
| 1911 | 2008.03.06 18:00 | modify | 431 | 0.01 | 1.02880 | 0.00000 | 1.02800 | ||
| 1912 | 2008.03.06 19:38 | t/p | 431 | 0.01 | 1.02800 | 0.00000 | 1.02800 | 0.78 | 50350.88 |
| 1913 | 2008.03.06 20:00 | sell | 432 | 0.01 | 1.02620 | 0.00000 | 0.00000 | ||
| 1914 | 2008.03.06 20:00 | modify | 432 | 0.01 | 1.02620 | 0.00000 | 1.02540 | ||
| 1915 | 2008.03.06 20:49 | t/p | 432 | 0.01 | 1.02540 | 0.00000 | 1.02540 | 0.78 | 50351.66 |
| 1916 | 2008.03.06 21:00 | sell | 433 | 0.01 | 1.02530 | 0.00000 | 0.00000 | ||
| 1917 | 2008.03.06 21:00 | modify | 433 | 0.01 | 1.02530 | 0.00000 | 1.02450 | ||
| 1918 | 2008.03.06 21:15 | t/p | 433 | 0.01 | 1.02450 | 0.00000 | 1.02450 | 0.78 | 50352.44 |
| 1919 | 2008.03.06 21:30 | sell | 434 | 0.01 | 1.02530 | 0.00000 | 0.00000 | ||
| 1920 | 2008.03.06 21:30 | modify | 434 | 0.01 | 1.02530 | 0.00000 | 1.02450 | ||
| 1921 | 2008.03.06 22:09 | t/p | 434 | 0.01 | 1.02450 | 0.00000 | 1.02450 | 0.78 | 50353.22 |
| 1922 | 2008.03.06 22:30 | sell | 435 | 0.01 | 1.02400 | 0.00000 | 0.00000 | ||
| 1923 | 2008.03.06 22:30 | modify | 435 | 0.01 | 1.02400 | 0.00000 | 1.02320 | ||
| 1924 | 2008.03.06 22:38 | t/p | 435 | 0.01 | 1.02320 | 0.00000 | 1.02320 | 0.78 | 50354.00 |
| 1925 | 2008.03.06 23:00 | sell | 436 | 0.01 | 1.02220 | 0.00000 | 0.00000 | ||
| 1926 | 2008.03.06 23:00 | modify | 436 | 0.01 | 1.02220 | 0.00000 | 1.02140 | ||
| 1927 | 2008.03.07 00:47 | t/p | 436 | 0.01 | 1.02140 | 0.00000 | 1.02140 | 0.75 | 50354.74 |
| 1928 | 2008.03.07 09:00 | sell | 437 | 0.01 | 1.02110 | 0.00000 | 0.00000 | ||
| 1929 | 2008.03.07 09:00 | modify | 437 | 0.01 | 1.02110 | 0.00000 | 1.02030 | ||
| 1930 | 2008.03.07 09:30 | sell | 438 | 0.01 | 1.02240 | 0.00000 | 0.00000 | ||
| 1931 | 2008.03.07 09:30 | modify | 437 | 0.01 | 1.02110 | 0.00000 | 1.02095 | ||
| 1932 | 2008.03.07 09:30 | modify | 438 | 0.01 | 1.02240 | 0.00000 | 1.02095 | ||
| 1933 | 2008.03.07 10:30 | sell | 439 | 0.01 | 1.02340 | 0.00000 | 0.00000 | ||
| 1934 | 2008.03.07 10:30 | modify | 437 | 0.01 | 1.02110 | 0.00000 | 1.02150 | ||
| 1935 | 2008.03.07 10:30 | modify | 438 | 0.01 | 1.02240 | 0.00000 | 1.02150 | ||
| 1936 | 2008.03.07 10:30 | modify | 439 | 0.01 | 1.02340 | 0.00000 | 1.02150 | ||
| 1937 | 2008.03.07 10:47 | t/p | 437 | 0.01 | 1.02150 | 0.00000 | 1.02150 | -0.39 | 50354.35 |
| 1938 | 2008.03.07 10:47 | t/p | 438 | 0.01 | 1.02150 | 0.00000 | 1.02150 | 0.88 | 50355.23 |
| 1939 | 2008.03.07 10:47 | t/p | 439 | 0.01 | 1.02150 | 0.00000 | 1.02150 | 1.86 | 50357.09 |
| 1940 | 2008.03.07 11:00 | sell | 440 | 0.01 | 1.02070 | 0.00000 | 0.00000 | ||
| 1941 | 2008.03.07 11:00 | modify | 440 | 0.01 | 1.02070 | 0.00000 | 1.01990 | ||
| 1942 | 2008.03.07 11:14 | t/p | 440 | 0.01 | 1.01990 | 0.00000 | 1.01990 | 0.78 | 50357.87 |
| 1943 | 2008.03.07 11:30 | sell | 441 | 0.01 | 1.01930 | 0.00000 | 0.00000 | ||
| 1944 | 2008.03.07 11:30 | modify | 441 | 0.01 | 1.01930 | 0.00000 | 1.01850 | ||
| 1945 | 2008.03.07 12:00 | sell | 442 | 0.01 | 1.02040 | 0.00000 | 0.00000 | ||
| 1946 | 2008.03.07 12:00 | modify | 441 | 0.01 | 1.01930 | 0.00000 | 1.01905 | ||
| 1947 | 2008.03.07 12:00 | modify | 442 | 0.01 | 1.02040 | 0.00000 | 1.01905 | ||
| 1948 | 2008.03.07 13:02 | t/p | 441 | 0.01 | 1.01905 | 0.00000 | 1.01905 | 0.24 | 50358.11 |
| 1949 | 2008.03.07 13:02 | t/p | 442 | 0.01 | 1.01905 | 0.00000 | 1.01905 | 1.32 | 50359.43 |
| 1950 | 2008.03.07 14:30 | sell | 443 | 0.01 | 1.01930 | 0.00000 | 0.00000 | ||