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 |
| 1951 | 2008.03.07 14:30 | modify | 443 | 0.01 | 1.01930 | 0.00000 | 1.01850 | |
| 1952 | 2008.03.07 15:00 | sell | 444 | 0.01 | 1.02190 | 0.00000 | 0.00000 | |
| 1953 | 2008.03.07 15:00 | modify | 443 | 0.01 | 1.01930 | 0.00000 | 1.01980 | |
| 1954 | 2008.03.07 15:00 | modify | 444 | 0.01 | 1.02190 | 0.00000 | 1.01980 | |
| 1955 | 2008.03.07 15:30 | t/p | 443 | 0.01 | 1.01980 | 0.00000 | 1.01980 | -0.49 | 50358.94 |
| 1956 | 2008.03.07 15:30 | t/p | 444 | 0.01 | 1.01980 | 0.00000 | 1.01980 | 2.06 | 50361.00 |
| 1957 | 2008.03.07 16:00 | sell | 445 | 0.01 | 1.01890 | 0.00000 | 0.00000 | |
| 1958 | 2008.03.07 16:00 | modify | 445 | 0.01 | 1.01890 | 0.00000 | 1.01810 | |
| 1959 | 2008.03.07 16:06 | t/p | 445 | 0.01 | 1.01810 | 0.00000 | 1.01810 | 0.79 | 50361.79 |
| 1960 | 2008.03.10 02:00 | sell | 446 | 0.01 | 1.02000 | 0.00000 | 0.00000 | |
| 1961 | 2008.03.10 02:00 | modify | 446 | 0.01 | 1.02000 | 0.00000 | 1.01920 | |
| 1962 | 2008.03.10 02:19 | t/p | 446 | 0.01 | 1.01920 | 0.00000 | 1.01920 | 0.78 | 50362.57 |
| 1963 | 2008.03.10 18:30 | sell | 447 | 0.01 | 1.01930 | 0.00000 | 0.00000 | |
| 1964 | 2008.03.10 18:30 | modify | 447 | 0.01 | 1.01930 | 0.00000 | 1.01850 | |
| 1965 | 2008.03.10 18:47 | t/p | 447 | 0.01 | 1.01850 | 0.00000 | 1.01850 | 0.79 | 50363.36 |
| 1966 | 2008.03.10 19:00 | sell | 448 | 0.01 | 1.01920 | 0.00000 | 0.00000 | |
| 1967 | 2008.03.10 19:00 | modify | 448 | 0.01 | 1.01920 | 0.00000 | 1.01840 | |
| 1968 | 2008.03.10 19:02 | t/p | 448 | 0.01 | 1.01840 | 0.00000 | 1.01840 | 0.79 | 50364.15 |
| 1969 | 2008.03.10 21:00 | sell | 449 | 0.01 | 1.01910 | 0.00000 | 0.00000 | |
| 1970 | 2008.03.10 21:00 | modify | 449 | 0.01 | 1.01910 | 0.00000 | 1.01830 | |
| 1971 | 2008.03.10 21:11 | t/p | 449 | 0.01 | 1.01830 | 0.00000 | 1.01830 | 0.78 | 50364.93 |
| 1972 | 2008.03.10 21:30 | sell | 450 | 0.01 | 1.01820 | 0.00000 | 0.00000 | |
| 1973 | 2008.03.10 21:30 | modify | 450 | 0.01 | 1.01820 | 0.00000 | 1.01740 | |
| 1974 | 2008.03.10 22:30 | sell | 451 | 0.01 | 1.01920 | 0.00000 | 0.00000 | |
| 1975 | 2008.03.10 22:30 | modify | 450 | 0.01 | 1.01820 | 0.00000 | 1.01790 | |
| 1976 | 2008.03.10 22:30 | modify | 451 | 0.01 | 1.01920 | 0.00000 | 1.01790 | |
| 1977 | 2008.03.11 01:43 | t/p | 450 | 0.01 | 1.01790 | 0.00000 | 1.01790 | 0.26 | 50365.19 |
| 1978 | 2008.03.11 01:43 | t/p | 451 | 0.01 | 1.01790 | 0.00000 | 1.01790 | 1.25 | 50366.44 |
| 1979 | 2008.03.11 13:30 | sell | 452 | 0.01 | 1.01670 | 0.00000 | 0.00000 | |
| 1980 | 2008.03.11 13:30 | modify | 452 | 0.01 | 1.01670 | 0.00000 | 1.01590 | |
| 1981 | 2008.03.11 13:35 | t/p | 452 | 0.01 | 1.01590 | 0.00000 | 1.01590 | 0.79 | 50367.23 |
| 1982 | 2008.03.11 14:00 | sell | 453 | 0.01 | 1.01600 | 0.00000 | 0.00000 | |
| 1983 | 2008.03.11 14:00 | modify | 453 | 0.01 | 1.01600 | 0.00000 | 1.01520 | |
| 1984 | 2008.03.11 15:30 | sell | 454 | 0.01 | 1.01740 | 0.00000 | 0.00000 | |
| 1985 | 2008.03.11 15:30 | modify | 453 | 0.01 | 1.01600 | 0.00000 | 1.01590 | |
| 1986 | 2008.03.11 15:30 | modify | 454 | 0.01 | 1.01740 | 0.00000 | 1.01590 | |
| 1987 | 2008.03.11 16:00 | sell | 455 | 0.01 | 1.02870 | 0.00000 | 0.00000 | |
| 1988 | 2008.03.11 16:00 | modify | 453 | 0.01 | 1.01600 | 0.00000 | 1.01990 | |
| 1989 | 2008.03.11 16:00 | modify | 454 | 0.01 | 1.01740 | 0.00000 | 1.01990 | |
| 1990 | 2008.03.11 16:00 | modify | 455 | 0.01 | 1.02870 | 0.00000 | 1.01990 | |
| 1991 | 2008.03.11 17:00 | buy | 456 | 0.01 | 1.02650 | 0.00000 | 0.00000 | |
| 1992 | 2008.03.11 17:00 | modify | 456 | 0.01 | 1.02650 | 0.00000 | 1.02730 | |
| 1993 | 2008.03.11 17:01 | t/p | 456 | 0.01 | 1.02730 | 0.00000 | 1.02730 | 0.78 | 50368.01 |
| 1994 | 2008.03.11 17:30 | buy | 457 | 0.01 | 1.03100 | 0.00000 | 0.00000 | |
| 1995 | 2008.03.11 17:30 | sell | 458 | 0.01 | 1.03090 | 0.00000 | 0.00000 | |
| 1996 | 2008.03.11 17:30 | modify | 453 | 0.01 | 1.01600 | 0.00000 | 1.02245 | |
| 1997 | 2008.03.11 17:30 | modify | 454 | 0.01 | 1.01740 | 0.00000 | 1.02245 | |
| 1998 | 2008.03.11 17:30 | modify | 455 | 0.01 | 1.02870 | 0.00000 | 1.02245 | |
| 1999 | 2008.03.11 17:30 | modify | 457 | 0.01 | 1.03100 | 0.00000 | 1.03180 | |
| 2000 | 2008.03.11 17:30 | modify | 458 | 0.01 | 1.03090 | 0.00000 | 1.02245 | |
| 2001 | 2008.03.11 17:32 | t/p | 457 | 0.01 | 1.03180 | 0.00000 | 1.03180 | 0.78 | 50368.79 |
| 2002 | 2008.03.11 18:00 | buy | 459 | 0.01 | 1.03480 | 0.00000 | 0.00000 | |
| 2003 | 2008.03.11 18:00 | sell | 460 | 0.01 | 1.03470 | 0.00000 | 0.00000 | |
| 2004 | 2008.03.11 18:00 | modify | 453 | 0.01 | 1.01600 | 0.00000 | 1.02474 | |
| 2005 | 2008.03.11 18:00 | modify | 454 | 0.01 | 1.01740 | 0.00000 | 1.02474 | |
| 2006 | 2008.03.11 18:00 | modify | 455 | 0.01 | 1.02870 | 0.00000 | 1.02474 | |
| 2007 | 2008.03.11 18:00 | modify | 458 | 0.01 | 1.03090 | 0.00000 | 1.02474 | |
| 2008 | 2008.03.11 18:00 | modify | 459 | 0.01 | 1.03480 | 0.00000 | 1.03560 | |
| 2009 | 2008.03.11 18:00 | modify | 460 | 0.01 | 1.03470 | 0.00000 | 1.02474 | |
| 2010 | 2008.03.11 18:30 | buy | 461 | 0.01 | 1.03310 | 0.00000 | 0.00000 | |
| 2011 | 2008.03.11 18:30 | modify | 459 | 0.01 | 1.03480 | 0.00000 | 1.03475 | |
| 2012 | 2008.03.11 18:30 | modify | 461 | 0.01 | 1.03310 | 0.00000 | 1.03475 | |
| 2013 | 2008.03.11 19:00 | buy | 462 | 0.01 | 1.02950 | 0.00000 | 0.00000 | |
| 2014 | 2008.03.11 19:00 | modify | 459 | 0.01 | 1.03480 | 0.00000 | 1.03327 | |
| 2015 | 2008.03.11 19:00 | modify | 461 | 0.01 | 1.03310 | 0.00000 | 1.03327 | |
| 2016 | 2008.03.11 19:00 | modify | 462 | 0.01 | 1.02950 | 0.00000 | 1.03327 | |
| 2017 | 2008.03.11 21:08 | t/p | 459 | 0.01 | 1.03327 | 0.00000 | 1.03327 | -1.48 | 50367.31 |
| 2018 | 2008.03.11 21:08 | t/p | 461 | 0.01 | 1.03327 | 0.00000 | 1.03327 | 0.16 | 50367.47 |
| 2019 | 2008.03.11 21:08 | t/p | 462 | 0.01 | 1.03327 | 0.00000 | 1.03327 | 3.65 | 50371.12 |
| 2020 | 2008.03.12 13:27 | t/p | 453 | 0.01 | 1.02474 | 0.00000 | 1.02474 | -8.56 | 50362.56 |
| 2021 | 2008.03.12 13:27 | t/p | 454 | 0.01 | 1.02474 | 0.00000 | 1.02474 | -7.19 | 50355.37 |
| 2022 | 2008.03.12 13:27 | t/p | 455 | 0.01 | 1.02474 | 0.00000 | 1.02474 | 3.83 | 50359.20 |
| 2023 | 2008.03.12 13:27 | t/p | 458 | 0.01 | 1.02474 | 0.00000 | 1.02474 | 5.98 | 50365.17 |
| 2024 | 2008.03.12 13:27 | t/p | 460 | 0.01 | 1.02474 | 0.00000 | 1.02474 | 9.69 | 50374.86 |
| 2025 | 2008.03.12 15:30 | sell | 463 | 0.01 | 1.02210 | 0.00000 | 0.00000 | |
| 2026 | 2008.03.12 15:30 | modify | 463 | 0.01 | 1.02210 | 0.00000 | 1.02130 | |
| 2027 | 2008.03.12 15:34 | t/p | 463 | 0.01 | 1.02130 | 0.00000 | 1.02130 | 0.78 | 50375.64 |
| 2028 | 2008.03.12 16:00 | sell | 464 | 0.01 | 1.02130 | 0.00000 | 0.00000 | |
| 2029 | 2008.03.12 16:00 | modify | 464 | 0.01 | 1.02130 | 0.00000 | 1.02050 | |
| 2030 | 2008.03.12 16:30 | sell | 465 | 0.01 | 1.02220 | 0.00000 | 0.00000 | |
| 2031 | 2008.03.12 16:30 | modify | 464 | 0.01 | 1.02130 | 0.00000 | 1.02095 | |
| 2032 | 2008.03.12 16:30 | modify | 465 | 0.01 | 1.02220 | 0.00000 | 1.02095 | |
| 2033 | 2008.03.12 16:51 | t/p | 464 | 0.01 | 1.02095 | 0.00000 | 1.02095 | 0.34 | 50375.98 |
| 2034 | 2008.03.12 16:51 | t/p | 465 | 0.01 | 1.02095 | 0.00000 | 1.02095 | 1.22 | 50377.20 |
| 2035 | 2008.03.12 21:30 | sell | 466 | 0.01 | 1.01740 | 0.00000 | 0.00000 | |
| 2036 | 2008.03.12 21:30 | modify | 466 | 0.01 | 1.01740 | 0.00000 | 1.01660 | |
| 2037 | 2008.03.12 22:07 | t/p | 466 | 0.01 | 1.01660 | 0.00000 | 1.01660 | 0.79 | 50377.99 |
| 2038 | 2008.03.12 22:30 | sell | 467 | 0.01 | 1.01510 | 0.00000 | 0.00000 | |
| 2039 | 2008.03.12 22:30 | modify | 467 | 0.01 | 1.01510 | 0.00000 | 1.01430 | |
| 2040 | 2008.03.12 23:03 | t/p | 467 | 0.01 | 1.01430 | 0.00000 | 1.01430 | 0.79 | 50378.78 |
| 2041 | 2008.03.12 23:30 | sell | 468 | 0.01 | 1.01440 | 0.00000 | 0.00000 | |
| 2042 | 2008.03.12 23:30 | modify | 468 | 0.01 | 1.01440 | 0.00000 | 1.01360 | |
| 2043 | 2008.03.13 00:44 | t/p | 468 | 0.01 | 1.01360 | 0.00000 | 1.01360 | 0.70 | 50379.48 |
| 2044 | 2008.03.13 06:30 | sell | 469 | 0.01 | 1.01080 | 0.00000 | 0.00000 | |
| 2045 | 2008.03.13 06:30 | modify | 469 | 0.01 | 1.01080 | 0.00000 | 1.01000 | |
| 2046 | 2008.03.13 07:57 | t/p | 469 | 0.01 | 1.01000 | 0.00000 | 1.01000 | 0.79 | 50380.27 |
| 2047 | 2008.03.13 08:00 | sell | 470 | 0.01 | 1.01000 | 0.00000 | 0.00000 | |
| 2048 | 2008.03.13 08:00 | modify | 470 | 0.01 | 1.01000 | 0.00000 | 1.00920 | |
| 2049 | 2008.03.13 08:01 | t/p | 470 | 0.01 | 1.00920 | 0.00000 | 1.00920 | 0.79 | 50381.06 |
| 2050 | 2008.03.13 12:00 | sell | 471 | 0.01 | 1.00740 | 0.00000 | 0.00000 | |
| 2051 | 2008.03.13 12:00 | modify | 471 | 0.01 | 1.00740 | 0.00000 | 1.00660 | |
| 2052 | 2008.03.13 12:01 | t/p | 471 | 0.01 | 1.00660 | 0.00000 | 1.00660 | 0.79 | 50381.85 |
| 2053 | 2008.03.13 17:00 | sell | 472 | 0.01 | 1.00720 | 0.00000 | 0.00000 | |
| 2054 | 2008.03.13 17:00 | modify | 472 | 0.01 | 1.00720 | 0.00000 | 1.00640 | |
| 2055 | 2008.03.13 18:00 | sell | 473 | 0.01 | 1.00910 | 0.00000 | 0.00000 | |
| 2056 | 2008.03.13 18:00 | modify | 472 | 0.01 | 1.00720 | 0.00000 | 1.00735 | |
| 2057 | 2008.03.13 18:00 | modify | 473 | 0.01 | 1.00910 | 0.00000 | 1.00735 | |
| 2058 | 2008.03.13 18:30 | sell | 474 | 0.01 | 1.01280 | 0.00000 | 0.00000 | |
| 2059 | 2008.03.13 18:30 | modify | 472 | 0.01 | 1.00720 | 0.00000 | 1.00890 | |
| 2060 | 2008.03.13 18:30 | modify | 473 | 0.01 | 1.00910 | 0.00000 | 1.00890 | |
| 2061 | 2008.03.13 18:30 | modify | 474 | 0.01 | 1.01280 | 0.00000 | 1.00890 | |
| 2062 | 2008.03.13 20:30 | sell | 475 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 2063 | 2008.03.13 20:30 | modify | 472 | 0.01 | 1.00720 | 0.00000 | 1.01000 | |
| 2064 | 2008.03.13 20:30 | modify | 473 | 0.01 | 1.00910 | 0.00000 | 1.01000 | |
| 2065 | 2008.03.13 20:30 | modify | 474 | 0.01 | 1.01280 | 0.00000 | 1.01000 | |
| 2066 | 2008.03.13 20:30 | modify | 475 | 0.01 | 1.01410 | 0.00000 | 1.01000 | |
| 2067 | 2008.03.13 21:00 | sell | 476 | 0.01 | 1.01530 | 0.00000 | 0.00000 | |
| 2068 | 2008.03.13 21:00 | modify | 472 | 0.01 | 1.00720 | 0.00000 | 1.01090 | |
| 2069 | 2008.03.13 21:00 | modify | 473 | 0.01 | 1.00910 | 0.00000 | 1.01090 | |
| 2070 | 2008.03.13 21:00 | modify | 474 | 0.01 | 1.01280 | 0.00000 | 1.01090 | |
| 2071 | 2008.03.13 21:00 | modify | 475 | 0.01 | 1.01410 | 0.00000 | 1.01090 | |
| 2072 | 2008.03.13 21:00 | modify | 476 | 0.01 | 1.01530 | 0.00000 | 1.01090 | |
| 2073 | 2008.03.13 23:03 | t/p | 472 | 0.01 | 1.01090 | 0.00000 | 1.01090 | -3.66 | 50378.19 |
| 2074 | 2008.03.13 23:03 | t/p | 473 | 0.01 | 1.01090 | 0.00000 | 1.01090 | -1.78 | 50376.41 |
| 2075 | 2008.03.13 23:03 | t/p | 474 | 0.01 | 1.01090 | 0.00000 | 1.01090 | 1.88 | 50378.29 |
| 2076 | 2008.03.13 23:03 | t/p | 475 | 0.01 | 1.01090 | 0.00000 | 1.01090 | 3.17 | 50381.46 |
| 2077 | 2008.03.13 23:03 | t/p | 476 | 0.01 | 1.01090 | 0.00000 | 1.01090 | 4.35 | 50385.81 |
| 2078 | 2008.03.14 08:30 | sell | 477 | 0.01 | 1.00660 | 0.00000 | 0.00000 | |
| 2079 | 2008.03.14 08:30 | modify | 477 | 0.01 | 1.00660 | 0.00000 | 1.00580 | |
| 2080 | 2008.03.14 09:00 | sell | 478 | 0.01 | 1.00790 | 0.00000 | 0.00000 | |
| 2081 | 2008.03.14 09:00 | modify | 477 | 0.01 | 1.00660 | 0.00000 | 1.00645 | |
| 2082 | 2008.03.14 09:00 | modify | 478 | 0.01 | 1.00790 | 0.00000 | 1.00645 | |
| 2083 | 2008.03.14 10:00 | sell | 479 | 0.01 | 1.00920 | 0.00000 | 0.00000 | |
| 2084 | 2008.03.14 10:00 | modify | 477 | 0.01 | 1.00660 | 0.00000 | 1.00710 | |
| 2085 | 2008.03.14 10:00 | modify | 478 | 0.01 | 1.00790 | 0.00000 | 1.00710 | |
| 2086 | 2008.03.14 10:00 | modify | 479 | 0.01 | 1.00920 | 0.00000 | 1.00710 | |
| 2087 | 2008.03.14 10:15 | t/p | 477 | 0.01 | 1.00710 | 0.00000 | 1.00710 | -0.50 | 50385.31 |
| 2088 | 2008.03.14 10:15 | t/p | 478 | 0.01 | 1.00710 | 0.00000 | 1.00710 | 0.79 | 50386.10 |
| 2089 | 2008.03.14 10:15 | t/p | 479 | 0.01 | 1.00710 | 0.00000 | 1.00710 | 2.09 | 50388.19 |
| 2090 | 2008.03.14 17:00 | sell | 480 | 0.01 | 1.00200 | 0.00000 | 0.00000 | |
| 2091 | 2008.03.14 17:00 | modify | 480 | 0.01 | 1.00200 | 0.00000 | 1.00120 | |
| 2092 | 2008.03.14 17:01 | t/p | 480 | 0.01 | 1.00120 | 0.00000 | 1.00120 | 0.80 | 50388.99 |
| 2093 | 2008.03.14 18:30 | sell | 481 | 0.01 | 1.00430 | 0.00000 | 0.00000 | |
| 2094 | 2008.03.14 18:30 | modify | 481 | 0.01 | 1.00430 | 0.00000 | 1.00350 | |
| 2095 | 2008.03.14 19:00 | sell | 482 | 0.01 | 1.00710 | 0.00000 | 0.00000 | |
| 2096 | 2008.03.14 19:00 | modify | 481 | 0.01 | 1.00430 | 0.00000 | 1.00490 | |
| 2097 | 2008.03.14 19:00 | modify | 482 | 0.01 | 1.00710 | 0.00000 | 1.00490 | |
| 2098 | 2008.03.14 19:42 | t/p | 481 | 0.01 | 1.00490 | 0.00000 | 1.00490 | -0.60 | 50388.39 |
| 2099 | 2008.03.14 19:42 | t/p | 482 | 0.01 | 1.00490 | 0.00000 | 1.00490 | 2.19 | 50390.58 |
| 2100 | 2008.03.14 21:00 | sell | 483 | 0.01 | 1.00250 | 0.00000 | 0.00000 | |