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 |
| 2101 | 2008.03.14 21:00 | modify | 483 | 0.01 | 1.00250 | 0.00000 | 1.00170 | ||
| 2102 | 2008.03.14 21:07 | t/p | 483 | 0.01 | 1.00170 | 0.00000 | 1.00170 | 0.80 | 50391.38 |
| 2103 | 2008.03.14 21:30 | sell | 484 | 0.01 | 0.99990 | 0.00000 | 0.00000 | ||
| 2104 | 2008.03.14 21:30 | modify | 484 | 0.01 | 0.99990 | 0.00000 | 0.99910 | ||
| 2105 | 2008.03.14 21:36 | t/p | 484 | 0.01 | 0.99910 | 0.00000 | 0.99910 | 0.80 | 50392.18 |
| 2106 | 2008.03.14 22:00 | sell | 485 | 0.01 | 0.99940 | 0.00000 | 0.00000 | ||
| 2107 | 2008.03.14 22:00 | modify | 485 | 0.01 | 0.99940 | 0.00000 | 0.99860 | ||
| 2108 | 2008.03.14 22:01 | t/p | 485 | 0.01 | 0.99860 | 0.00000 | 0.99860 | 0.80 | 50392.98 |
| 2109 | 2008.03.17 00:30 | sell | 486 | 0.01 | 0.99600 | 0.00000 | 0.00000 | ||
| 2110 | 2008.03.17 00:30 | modify | 486 | 0.01 | 0.99600 | 0.00000 | 0.99520 | ||
| 2111 | 2008.03.17 00:36 | t/p | 486 | 0.01 | 0.99520 | 0.00000 | 0.99520 | 0.80 | 50393.78 |
| 2112 | 2008.03.17 01:00 | sell | 487 | 0.01 | 0.99060 | 0.00000 | 0.00000 | ||
| 2113 | 2008.03.17 01:00 | modify | 487 | 0.01 | 0.99060 | 0.00000 | 0.98980 | ||
| 2114 | 2008.03.17 01:02 | t/p | 487 | 0.01 | 0.98980 | 0.00000 | 0.98980 | 0.81 | 50394.59 |
| 2115 | 2008.03.17 01:30 | sell | 488 | 0.01 | 0.98960 | 0.00000 | 0.00000 | ||
| 2116 | 2008.03.17 01:30 | modify | 488 | 0.01 | 0.98960 | 0.00000 | 0.98880 | ||
| 2117 | 2008.03.17 02:00 | sell | 489 | 0.01 | 0.99230 | 0.00000 | 0.00000 | ||
| 2118 | 2008.03.17 02:00 | modify | 488 | 0.01 | 0.98960 | 0.00000 | 0.99015 | ||
| 2119 | 2008.03.17 02:00 | modify | 489 | 0.01 | 0.99230 | 0.00000 | 0.99015 | ||
| 2120 | 2008.03.17 02:12 | t/p | 488 | 0.01 | 0.99015 | 0.00000 | 0.99015 | -0.55 | 50394.04 |
| 2121 | 2008.03.17 02:12 | t/p | 489 | 0.01 | 0.99015 | 0.00000 | 0.99015 | 2.17 | 50396.21 |
| 2122 | 2008.03.17 03:00 | sell | 490 | 0.01 | 0.98810 | 0.00000 | 0.00000 | ||
| 2123 | 2008.03.17 03:00 | modify | 490 | 0.01 | 0.98810 | 0.00000 | 0.98730 | ||
| 2124 | 2008.03.17 03:07 | t/p | 490 | 0.01 | 0.98730 | 0.00000 | 0.98730 | 0.81 | 50397.02 |
| 2125 | 2008.03.17 03:30 | sell | 491 | 0.01 | 0.98030 | 0.00000 | 0.00000 | ||
| 2126 | 2008.03.17 03:30 | modify | 491 | 0.01 | 0.98030 | 0.00000 | 0.97950 | ||
| 2127 | 2008.03.17 03:33 | t/p | 491 | 0.01 | 0.97950 | 0.00000 | 0.97950 | 0.82 | 50397.84 |
| 2128 | 2008.03.17 05:00 | sell | 492 | 0.01 | 0.97690 | 0.00000 | 0.00000 | ||
| 2129 | 2008.03.17 05:00 | modify | 492 | 0.01 | 0.97690 | 0.00000 | 0.97610 | ||
| 2130 | 2008.03.17 05:15 | t/p | 492 | 0.01 | 0.97610 | 0.00000 | 0.97610 | 0.82 | 50398.66 |
| 2131 | 2008.03.17 05:30 | sell | 493 | 0.01 | 0.96530 | 0.00000 | 0.00000 | ||
| 2132 | 2008.03.17 05:30 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.96450 | ||
| 2133 | 2008.03.17 06:00 | sell | 494 | 0.01 | 0.97110 | 0.00000 | 0.00000 | ||
| 2134 | 2008.03.17 06:00 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.96740 | ||
| 2135 | 2008.03.17 06:00 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.96740 | ||
| 2136 | 2008.03.17 06:30 | sell | 495 | 0.01 | 0.97290 | 0.00000 | 0.00000 | ||
| 2137 | 2008.03.17 06:30 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.96897 | ||
| 2138 | 2008.03.17 06:30 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.96897 | ||
| 2139 | 2008.03.17 06:30 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.96897 | ||
| 2140 | 2008.03.17 07:00 | sell | 496 | 0.01 | 0.97440 | 0.00000 | 0.00000 | ||
| 2141 | 2008.03.17 07:00 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97013 | ||
| 2142 | 2008.03.17 07:00 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97013 | ||
| 2143 | 2008.03.17 07:00 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97013 | ||
| 2144 | 2008.03.17 07:00 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97013 | ||
| 2145 | 2008.03.17 07:30 | sell | 497 | 0.01 | 0.97540 | 0.00000 | 0.00000 | ||
| 2146 | 2008.03.17 07:30 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97102 | ||
| 2147 | 2008.03.17 07:30 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97102 | ||
| 2148 | 2008.03.17 07:30 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97102 | ||
| 2149 | 2008.03.17 07:30 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97102 | ||
| 2150 | 2008.03.17 07:30 | modify | 497 | 0.01 | 0.97540 | 0.00000 | 0.97102 | ||
| 2151 | 2008.03.17 09:30 | sell | 498 | 0.02 | 0.97710 | 0.00000 | 0.00000 | ||
| 2152 | 2008.03.17 09:30 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97253 | ||
| 2153 | 2008.03.17 09:30 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97253 | ||
| 2154 | 2008.03.17 09:30 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97253 | ||
| 2155 | 2008.03.17 09:30 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97253 | ||
| 2156 | 2008.03.17 09:30 | modify | 497 | 0.01 | 0.97540 | 0.00000 | 0.97253 | ||
| 2157 | 2008.03.17 09:30 | modify | 498 | 0.02 | 0.97710 | 0.00000 | 0.97253 | ||
| 2158 | 2008.03.17 10:30 | sell | 499 | 0.02 | 0.98310 | 0.00000 | 0.00000 | ||
| 2159 | 2008.03.17 10:30 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97470 | ||
| 2160 | 2008.03.17 10:30 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97470 | ||
| 2161 | 2008.03.17 10:30 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97470 | ||
| 2162 | 2008.03.17 10:30 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97470 | ||
| 2163 | 2008.03.17 10:30 | modify | 497 | 0.01 | 0.97540 | 0.00000 | 0.97470 | ||
| 2164 | 2008.03.17 10:30 | modify | 498 | 0.02 | 0.97710 | 0.00000 | 0.97470 | ||
| 2165 | 2008.03.17 10:30 | modify | 499 | 0.02 | 0.98310 | 0.00000 | 0.97470 | ||
| 2166 | 2008.03.17 11:00 | sell | 500 | 0.02 | 0.98520 | 0.00000 | 0.00000 | ||
| 2167 | 2008.03.17 11:00 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97646 | ||
| 2168 | 2008.03.17 11:00 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97646 | ||
| 2169 | 2008.03.17 11:00 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97646 | ||
| 2170 | 2008.03.17 11:00 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97646 | ||
| 2171 | 2008.03.17 11:00 | modify | 497 | 0.01 | 0.97540 | 0.00000 | 0.97646 | ||
| 2172 | 2008.03.17 11:00 | modify | 498 | 0.02 | 0.97710 | 0.00000 | 0.97646 | ||
| 2173 | 2008.03.17 11:00 | modify | 499 | 0.02 | 0.98310 | 0.00000 | 0.97646 | ||
| 2174 | 2008.03.17 11:00 | modify | 500 | 0.02 | 0.98520 | 0.00000 | 0.97646 | ||
| 2175 | 2008.03.17 16:30 | sell | 501 | 0.02 | 0.98620 | 0.00000 | 0.00000 | ||
| 2176 | 2008.03.17 16:30 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97784 | ||
| 2177 | 2008.03.17 16:30 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97784 | ||
| 2178 | 2008.03.17 16:30 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97784 | ||
| 2179 | 2008.03.17 16:30 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97784 | ||
| 2180 | 2008.03.17 16:30 | modify | 497 | 0.01 | 0.97540 | 0.00000 | 0.97784 | ||
| 2181 | 2008.03.17 16:30 | modify | 498 | 0.02 | 0.97710 | 0.00000 | 0.97784 | ||
| 2182 | 2008.03.17 16:30 | modify | 499 | 0.02 | 0.98310 | 0.00000 | 0.97784 | ||
| 2183 | 2008.03.17 16:30 | modify | 500 | 0.02 | 0.98520 | 0.00000 | 0.97784 | ||
| 2184 | 2008.03.17 16:30 | modify | 501 | 0.02 | 0.98620 | 0.00000 | 0.97784 | ||
| 2185 | 2008.03.17 17:00 | sell | 502 | 0.02 | 0.98800 | 0.00000 | 0.00000 | ||
| 2186 | 2008.03.17 17:00 | modify | 493 | 0.01 | 0.96530 | 0.00000 | 0.97909 | ||
| 2187 | 2008.03.17 17:00 | modify | 494 | 0.01 | 0.97110 | 0.00000 | 0.97909 | ||
| 2188 | 2008.03.17 17:00 | modify | 495 | 0.01 | 0.97290 | 0.00000 | 0.97909 | ||
| 2189 | 2008.03.17 17:00 | modify | 496 | 0.01 | 0.97440 | 0.00000 | 0.97909 | ||
| 2190 | 2008.03.17 17:00 | modify | 497 | 0.01 | 0.97540 | 0.00000 | 0.97909 | ||
| 2191 | 2008.03.17 17:00 | modify | 498 | 0.02 | 0.97710 | 0.00000 | 0.97909 | ||
| 2192 | 2008.03.17 17:00 | modify | 499 | 0.02 | 0.98310 | 0.00000 | 0.97909 | ||
| 2193 | 2008.03.17 17:00 | modify | 500 | 0.02 | 0.98520 | 0.00000 | 0.97909 | ||
| 2194 | 2008.03.17 17:00 | modify | 501 | 0.02 | 0.98620 | 0.00000 | 0.97909 | ||
| 2195 | 2008.03.17 17:00 | modify | 502 | 0.02 | 0.98800 | 0.00000 | 0.97909 | ||
| 2196 | 2008.03.18 06:13 | t/p | 493 | 0.01 | 0.97909 | 0.00000 | 0.97909 | -14.11 | 50384.55 |
| 2197 | 2008.03.18 06:13 | t/p | 494 | 0.01 | 0.97909 | 0.00000 | 0.97909 | -8.19 | 50376.35 |
| 2198 | 2008.03.18 06:13 | t/p | 495 | 0.01 | 0.97909 | 0.00000 | 0.97909 | -6.35 | 50370.00 |
| 2199 | 2008.03.18 06:13 | t/p | 496 | 0.01 | 0.97909 | 0.00000 | 0.97909 | -4.82 | 50365.18 |
| 2200 | 2008.03.18 06:13 | t/p | 497 | 0.01 | 0.97909 | 0.00000 | 0.97909 | -3.80 | 50361.38 |
| 2201 | 2008.03.18 06:13 | t/p | 498 | 0.02 | 0.97909 | 0.00000 | 0.97909 | -4.12 | 50357.26 |
| 2202 | 2008.03.18 06:13 | t/p | 499 | 0.02 | 0.97909 | 0.00000 | 0.97909 | 8.14 | 50365.39 |
| 2203 | 2008.03.18 06:13 | t/p | 500 | 0.02 | 0.97909 | 0.00000 | 0.97909 | 12.43 | 50377.82 |
| 2204 | 2008.03.18 06:13 | t/p | 501 | 0.02 | 0.97909 | 0.00000 | 0.97909 | 14.47 | 50392.29 |
| 2205 | 2008.03.18 06:13 | t/p | 502 | 0.02 | 0.97909 | 0.00000 | 0.97909 | 18.15 | 50410.43 |
| 2206 | 2008.03.18 06:30 | sell | 503 | 0.01 | 0.98000 | 0.00000 | 0.00000 | ||
| 2207 | 2008.03.18 06:30 | modify | 503 | 0.01 | 0.98000 | 0.00000 | 0.97920 | ||
| 2208 | 2008.03.18 06:42 | t/p | 503 | 0.01 | 0.97920 | 0.00000 | 0.97920 | 0.82 | 50411.25 |
| 2209 | 2008.03.18 07:00 | sell | 504 | 0.01 | 0.97910 | 0.00000 | 0.00000 | ||
| 2210 | 2008.03.18 07:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.97830 | ||
| 2211 | 2008.03.18 08:00 | sell | 505 | 0.01 | 0.98040 | 0.00000 | 0.00000 | ||
| 2212 | 2008.03.18 08:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.97895 | ||
| 2213 | 2008.03.18 08:00 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.97895 | ||
| 2214 | 2008.03.18 09:00 | sell | 506 | 0.01 | 0.98170 | 0.00000 | 0.00000 | ||
| 2215 | 2008.03.18 09:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.97960 | ||
| 2216 | 2008.03.18 09:00 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.97960 | ||
| 2217 | 2008.03.18 09:00 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.97960 | ||
| 2218 | 2008.03.18 10:00 | sell | 507 | 0.01 | 0.98360 | 0.00000 | 0.00000 | ||
| 2219 | 2008.03.18 10:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98040 | ||
| 2220 | 2008.03.18 10:00 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98040 | ||
| 2221 | 2008.03.18 10:00 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98040 | ||
| 2222 | 2008.03.18 10:00 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98040 | ||
| 2223 | 2008.03.18 10:30 | sell | 508 | 0.01 | 0.98550 | 0.00000 | 0.00000 | ||
| 2224 | 2008.03.18 10:30 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98126 | ||
| 2225 | 2008.03.18 10:30 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98126 | ||
| 2226 | 2008.03.18 10:30 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98126 | ||
| 2227 | 2008.03.18 10:30 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98126 | ||
| 2228 | 2008.03.18 10:30 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.98126 | ||
| 2229 | 2008.03.18 12:00 | sell | 509 | 0.02 | 0.98800 | 0.00000 | 0.00000 | ||
| 2230 | 2008.03.18 12:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98296 | ||
| 2231 | 2008.03.18 12:00 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98296 | ||
| 2232 | 2008.03.18 12:00 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98296 | ||
| 2233 | 2008.03.18 12:00 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98296 | ||
| 2234 | 2008.03.18 12:00 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.98296 | ||
| 2235 | 2008.03.18 12:00 | modify | 509 | 0.02 | 0.98800 | 0.00000 | 0.98296 | ||
| 2236 | 2008.03.18 16:30 | sell | 510 | 0.02 | 0.98890 | 0.00000 | 0.00000 | ||
| 2237 | 2008.03.18 16:30 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98410 | ||
| 2238 | 2008.03.18 16:30 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98410 | ||
| 2239 | 2008.03.18 16:30 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98410 | ||
| 2240 | 2008.03.18 16:30 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98410 | ||
| 2241 | 2008.03.18 16:30 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.98410 | ||
| 2242 | 2008.03.18 16:30 | modify | 509 | 0.02 | 0.98800 | 0.00000 | 0.98410 | ||
| 2243 | 2008.03.18 16:30 | modify | 510 | 0.02 | 0.98890 | 0.00000 | 0.98410 | ||
| 2244 | 2008.03.18 18:30 | sell | 511 | 0.02 | 0.99110 | 0.00000 | 0.00000 | ||
| 2245 | 2008.03.18 18:30 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98523 | ||
| 2246 | 2008.03.18 18:30 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98523 | ||
| 2247 | 2008.03.18 18:30 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98523 | ||
| 2248 | 2008.03.18 18:30 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98523 | ||
| 2249 | 2008.03.18 18:30 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.98523 | ||
| 2250 | 2008.03.18 18:30 | modify | 509 | 0.02 | 0.98800 | 0.00000 | 0.98523 | ||