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 |
| 2251 | 2008.03.18 18:30 | modify | 510 | 0.02 | 0.98890 | 0.00000 | 0.98523 | |
| 2252 | 2008.03.18 18:30 | modify | 511 | 0.02 | 0.99110 | 0.00000 | 0.98523 | |
| 2253 | 2008.03.18 22:00 | sell | 512 | 0.02 | 0.99660 | 0.00000 | 0.00000 | |
| 2254 | 2008.03.18 22:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98685 | |
| 2255 | 2008.03.18 22:00 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98685 | |
| 2256 | 2008.03.18 22:00 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98685 | |
| 2257 | 2008.03.18 22:00 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98685 | |
| 2258 | 2008.03.18 22:00 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.98685 | |
| 2259 | 2008.03.18 22:00 | modify | 509 | 0.02 | 0.98800 | 0.00000 | 0.98685 | |
| 2260 | 2008.03.18 22:00 | modify | 510 | 0.02 | 0.98890 | 0.00000 | 0.98685 | |
| 2261 | 2008.03.18 22:00 | modify | 511 | 0.02 | 0.99110 | 0.00000 | 0.98685 | |
| 2262 | 2008.03.18 22:00 | modify | 512 | 0.02 | 0.99660 | 0.00000 | 0.98685 | |
| 2263 | 2008.03.18 23:00 | sell | 513 | 0.02 | 1.00170 | 0.00000 | 0.00000 | |
| 2264 | 2008.03.18 23:00 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.98873 | |
| 2265 | 2008.03.18 23:00 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.98873 | |
| 2266 | 2008.03.18 23:00 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.98873 | |
| 2267 | 2008.03.18 23:00 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.98873 | |
| 2268 | 2008.03.18 23:00 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.98873 | |
| 2269 | 2008.03.18 23:00 | modify | 509 | 0.02 | 0.98800 | 0.00000 | 0.98873 | |
| 2270 | 2008.03.18 23:00 | modify | 510 | 0.02 | 0.98890 | 0.00000 | 0.98873 | |
| 2271 | 2008.03.18 23:00 | modify | 511 | 0.02 | 0.99110 | 0.00000 | 0.98873 | |
| 2272 | 2008.03.18 23:00 | modify | 512 | 0.02 | 0.99660 | 0.00000 | 0.98873 | |
| 2273 | 2008.03.18 23:00 | modify | 513 | 0.02 | 1.00170 | 0.00000 | 0.98873 | |
| 2274 | 2008.03.18 23:30 | buy | 514 | 0.01 | 1.00230 | 0.00000 | 0.00000 | |
| 2275 | 2008.03.18 23:30 | modify | 514 | 0.01 | 1.00230 | 0.00000 | 1.00310 | |
| 2276 | 2008.03.18 23:34 | t/p | 514 | 0.01 | 1.00310 | 0.00000 | 1.00310 | 0.80 | 50412.05 |
| 2277 | 2008.03.19 00:00 | buy | 515 | 0.01 | 1.00250 | 0.00000 | 0.00000 | |
| 2278 | 2008.03.19 00:00 | modify | 515 | 0.01 | 1.00250 | 0.00000 | 1.00330 | |
| 2279 | 2008.03.19 00:30 | sell | 516 | 0.03 | 1.00300 | 0.00000 | 0.00000 | |
| 2280 | 2008.03.19 00:30 | modify | 504 | 0.01 | 0.97910 | 0.00000 | 0.99097 | |
| 2281 | 2008.03.19 00:30 | modify | 505 | 0.01 | 0.98040 | 0.00000 | 0.99097 | |
| 2282 | 2008.03.19 00:30 | modify | 506 | 0.01 | 0.98170 | 0.00000 | 0.99097 | |
| 2283 | 2008.03.19 00:30 | modify | 507 | 0.01 | 0.98360 | 0.00000 | 0.99097 | |
| 2284 | 2008.03.19 00:30 | modify | 508 | 0.01 | 0.98550 | 0.00000 | 0.99097 | |
| 2285 | 2008.03.19 00:30 | modify | 509 | 0.02 | 0.98800 | 0.00000 | 0.99097 | |
| 2286 | 2008.03.19 00:30 | modify | 510 | 0.02 | 0.98890 | 0.00000 | 0.99097 | |
| 2287 | 2008.03.19 00:30 | modify | 511 | 0.02 | 0.99110 | 0.00000 | 0.99097 | |
| 2288 | 2008.03.19 00:30 | modify | 512 | 0.02 | 0.99660 | 0.00000 | 0.99097 | |
| 2289 | 2008.03.19 00:30 | modify | 513 | 0.02 | 1.00170 | 0.00000 | 0.99097 | |
| 2290 | 2008.03.19 00:30 | modify | 516 | 0.03 | 1.00300 | 0.00000 | 0.99097 | |
| 2291 | 2008.03.19 00:38 | t/p | 515 | 0.01 | 1.00330 | 0.00000 | 1.00330 | 0.80 | 50412.85 |
| 2292 | 2008.03.19 11:48 | t/p | 504 | 0.01 | 0.99097 | 0.00000 | 0.99097 | -12.01 | 50400.84 |
| 2293 | 2008.03.19 11:48 | t/p | 505 | 0.01 | 0.99097 | 0.00000 | 0.99097 | -10.70 | 50390.14 |
| 2294 | 2008.03.19 11:48 | t/p | 506 | 0.01 | 0.99097 | 0.00000 | 0.99097 | -9.38 | 50380.76 |
| 2295 | 2008.03.19 11:48 | t/p | 507 | 0.01 | 0.99097 | 0.00000 | 0.99097 | -7.47 | 50373.29 |
| 2296 | 2008.03.19 11:48 | t/p | 508 | 0.01 | 0.99097 | 0.00000 | 0.99097 | -5.55 | 50367.73 |
| 2297 | 2008.03.19 11:48 | t/p | 509 | 0.02 | 0.99097 | 0.00000 | 0.99097 | -6.05 | 50361.68 |
| 2298 | 2008.03.19 11:48 | t/p | 510 | 0.02 | 0.99097 | 0.00000 | 0.99097 | -4.24 | 50357.44 |
| 2299 | 2008.03.19 11:48 | t/p | 511 | 0.02 | 0.99097 | 0.00000 | 0.99097 | 0.20 | 50357.63 |
| 2300 | 2008.03.19 11:48 | t/p | 512 | 0.02 | 0.99097 | 0.00000 | 0.99097 | 11.30 | 50368.93 |
| 2301 | 2008.03.19 11:48 | t/p | 513 | 0.02 | 0.99097 | 0.00000 | 0.99097 | 21.60 | 50390.53 |
| 2302 | 2008.03.19 11:48 | t/p | 516 | 0.03 | 0.99097 | 0.00000 | 0.99097 | 36.42 | 50426.95 |
| 2303 | 2008.03.19 12:00 | sell | 517 | 0.01 | 0.99020 | 0.00000 | 0.00000 | |
| 2304 | 2008.03.19 12:00 | modify | 517 | 0.01 | 0.99020 | 0.00000 | 0.98940 | |
| 2305 | 2008.03.19 12:11 | t/p | 517 | 0.01 | 0.98940 | 0.00000 | 0.98940 | 0.81 | 50427.76 |
| 2306 | 2008.03.19 16:30 | buy | 518 | 0.01 | 0.99900 | 0.00000 | 0.00000 | |
| 2307 | 2008.03.19 16:30 | modify | 518 | 0.01 | 0.99900 | 0.00000 | 0.99980 | |
| 2308 | 2008.03.19 16:48 | t/p | 518 | 0.01 | 0.99980 | 0.00000 | 0.99980 | 0.80 | 50428.56 |
| 2309 | 2008.03.19 18:30 | buy | 519 | 0.01 | 1.00050 | 0.00000 | 0.00000 | |
| 2310 | 2008.03.19 18:30 | modify | 519 | 0.01 | 1.00050 | 0.00000 | 1.00130 | |
| 2311 | 2008.03.19 18:34 | t/p | 519 | 0.01 | 1.00130 | 0.00000 | 1.00130 | 0.80 | 50429.36 |
| 2312 | 2008.03.19 19:00 | buy | 520 | 0.01 | 1.00070 | 0.00000 | 0.00000 | |
| 2313 | 2008.03.19 19:00 | modify | 520 | 0.01 | 1.00070 | 0.00000 | 1.00150 | |
| 2314 | 2008.03.19 19:07 | t/p | 520 | 0.01 | 1.00150 | 0.00000 | 1.00150 | 0.80 | 50430.16 |
| 2315 | 2008.03.19 19:30 | buy | 521 | 0.01 | 1.00120 | 0.00000 | 0.00000 | |
| 2316 | 2008.03.19 19:30 | modify | 521 | 0.01 | 1.00120 | 0.00000 | 1.00200 | |
| 2317 | 2008.03.19 20:00 | buy | 522 | 0.01 | 0.99920 | 0.00000 | 0.00000 | |
| 2318 | 2008.03.19 20:00 | modify | 521 | 0.01 | 1.00120 | 0.00000 | 1.00100 | |
| 2319 | 2008.03.19 20:00 | modify | 522 | 0.01 | 0.99920 | 0.00000 | 1.00100 | |
| 2320 | 2008.03.19 21:00 | buy | 523 | 0.01 | 0.99610 | 0.00000 | 0.00000 | |
| 2321 | 2008.03.19 21:00 | modify | 521 | 0.01 | 1.00120 | 0.00000 | 0.99963 | |
| 2322 | 2008.03.19 21:00 | modify | 522 | 0.01 | 0.99920 | 0.00000 | 0.99963 | |
| 2323 | 2008.03.19 21:00 | modify | 523 | 0.01 | 0.99610 | 0.00000 | 0.99963 | |
| 2324 | 2008.03.19 21:31 | t/p | 521 | 0.01 | 0.99963 | 0.00000 | 0.99963 | -1.57 | 50428.59 |
| 2325 | 2008.03.19 21:31 | t/p | 522 | 0.01 | 0.99963 | 0.00000 | 0.99963 | 0.43 | 50429.02 |
| 2326 | 2008.03.19 21:31 | t/p | 523 | 0.01 | 0.99963 | 0.00000 | 0.99963 | 3.53 | 50432.55 |
| 2327 | 2008.03.20 11:00 | buy | 524 | 0.01 | 1.00290 | 0.00000 | 0.00000 | |
| 2328 | 2008.03.20 11:00 | modify | 524 | 0.01 | 1.00290 | 0.00000 | 1.00370 | |
| 2329 | 2008.03.20 11:04 | t/p | 524 | 0.01 | 1.00370 | 0.00000 | 1.00370 | 0.80 | 50433.35 |
| 2330 | 2008.03.20 11:30 | buy | 525 | 0.01 | 1.00500 | 0.00000 | 0.00000 | |
| 2331 | 2008.03.20 11:30 | modify | 525 | 0.01 | 1.00500 | 0.00000 | 1.00580 | |
| 2332 | 2008.03.20 12:03 | t/p | 525 | 0.01 | 1.00580 | 0.00000 | 1.00580 | 0.80 | 50434.15 |
| 2333 | 2008.03.20 12:30 | buy | 526 | 0.01 | 1.00920 | 0.00000 | 0.00000 | |
| 2334 | 2008.03.20 12:30 | modify | 526 | 0.01 | 1.00920 | 0.00000 | 1.01000 | |
| 2335 | 2008.03.20 12:34 | t/p | 526 | 0.01 | 1.01000 | 0.00000 | 1.01000 | 0.79 | 50434.94 |
| 2336 | 2008.03.20 13:00 | buy | 527 | 0.01 | 1.01420 | 0.00000 | 0.00000 | |
| 2337 | 2008.03.20 13:00 | modify | 527 | 0.01 | 1.01420 | 0.00000 | 1.01500 | |
| 2338 | 2008.03.20 13:34 | t/p | 527 | 0.01 | 1.01500 | 0.00000 | 1.01500 | 0.79 | 50435.73 |
| 2339 | 2008.03.24 00:30 | buy | 528 | 0.01 | 1.01000 | 0.00000 | 0.00000 | |
| 2340 | 2008.03.24 00:30 | modify | 528 | 0.01 | 1.01000 | 0.00000 | 1.01080 | |
| 2341 | 2008.03.24 01:24 | t/p | 528 | 0.01 | 1.01080 | 0.00000 | 1.01080 | 0.79 | 50436.52 |
| 2342 | 2008.03.24 01:30 | buy | 529 | 0.01 | 1.01150 | 0.00000 | 0.00000 | |
| 2343 | 2008.03.24 01:30 | modify | 529 | 0.01 | 1.01150 | 0.00000 | 1.01230 | |
| 2344 | 2008.03.24 01:40 | t/p | 529 | 0.01 | 1.01230 | 0.00000 | 1.01230 | 0.79 | 50437.31 |
| 2345 | 2008.03.24 02:00 | buy | 530 | 0.01 | 1.01200 | 0.00000 | 0.00000 | |
| 2346 | 2008.03.24 02:00 | modify | 530 | 0.01 | 1.01200 | 0.00000 | 1.01280 | |
| 2347 | 2008.03.24 03:08 | t/p | 530 | 0.01 | 1.01280 | 0.00000 | 1.01280 | 0.79 | 50438.10 |
| 2348 | 2008.03.24 03:30 | buy | 531 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 2349 | 2008.03.24 03:30 | modify | 531 | 0.01 | 1.01410 | 0.00000 | 1.01490 | |
| 2350 | 2008.03.24 04:35 | t/p | 531 | 0.01 | 1.01490 | 0.00000 | 1.01490 | 0.79 | 50438.89 |
| 2351 | 2008.03.24 05:00 | buy | 532 | 0.01 | 1.01720 | 0.00000 | 0.00000 | |
| 2352 | 2008.03.24 05:00 | modify | 532 | 0.01 | 1.01720 | 0.00000 | 1.01800 | |
| 2353 | 2008.03.24 05:23 | t/p | 532 | 0.01 | 1.01800 | 0.00000 | 1.01800 | 0.79 | 50439.68 |
| 2354 | 2008.03.24 05:30 | buy | 533 | 0.01 | 1.01800 | 0.00000 | 0.00000 | |
| 2355 | 2008.03.24 05:30 | modify | 533 | 0.01 | 1.01800 | 0.00000 | 1.01880 | |
| 2356 | 2008.03.24 06:14 | t/p | 533 | 0.01 | 1.01880 | 0.00000 | 1.01880 | 0.79 | 50440.47 |
| 2357 | 2008.03.24 06:30 | buy | 534 | 0.01 | 1.01910 | 0.00000 | 0.00000 | |
| 2358 | 2008.03.24 06:30 | modify | 534 | 0.01 | 1.01910 | 0.00000 | 1.01990 | |
| 2359 | 2008.03.24 08:00 | buy | 535 | 0.01 | 1.01810 | 0.00000 | 0.00000 | |
| 2360 | 2008.03.24 08:00 | modify | 534 | 0.01 | 1.01910 | 0.00000 | 1.01940 | |
| 2361 | 2008.03.24 08:00 | modify | 535 | 0.01 | 1.01810 | 0.00000 | 1.01940 | |
| 2362 | 2008.03.24 09:30 | buy | 536 | 0.01 | 1.01730 | 0.00000 | 0.00000 | |
| 2363 | 2008.03.24 09:30 | modify | 534 | 0.01 | 1.01910 | 0.00000 | 1.01897 | |
| 2364 | 2008.03.24 09:30 | modify | 535 | 0.01 | 1.01810 | 0.00000 | 1.01897 | |
| 2365 | 2008.03.24 09:30 | modify | 536 | 0.01 | 1.01730 | 0.00000 | 1.01897 | |
| 2366 | 2008.03.24 13:30 | buy | 537 | 0.01 | 1.01430 | 0.00000 | 0.00000 | |
| 2367 | 2008.03.24 13:30 | modify | 534 | 0.01 | 1.01910 | 0.00000 | 1.01800 | |
| 2368 | 2008.03.24 13:30 | modify | 535 | 0.01 | 1.01810 | 0.00000 | 1.01800 | |
| 2369 | 2008.03.24 13:30 | modify | 536 | 0.01 | 1.01730 | 0.00000 | 1.01800 | |
| 2370 | 2008.03.24 13:30 | modify | 537 | 0.01 | 1.01430 | 0.00000 | 1.01800 | |
| 2371 | 2008.03.24 17:00 | t/p | 534 | 0.01 | 1.01800 | 0.00000 | 1.01800 | -1.08 | 50439.39 |
| 2372 | 2008.03.24 17:00 | t/p | 535 | 0.01 | 1.01800 | 0.00000 | 1.01800 | -0.10 | 50439.29 |
| 2373 | 2008.03.24 17:00 | t/p | 536 | 0.01 | 1.01800 | 0.00000 | 1.01800 | 0.69 | 50439.98 |
| 2374 | 2008.03.24 17:00 | t/p | 537 | 0.01 | 1.01800 | 0.00000 | 1.01800 | 3.63 | 50443.61 |
| 2375 | 2008.03.24 17:30 | buy | 538 | 0.01 | 1.02070 | 0.00000 | 0.00000 | |
| 2376 | 2008.03.24 17:30 | modify | 538 | 0.01 | 1.02070 | 0.00000 | 1.02150 | |
| 2377 | 2008.03.24 17:36 | t/p | 538 | 0.01 | 1.02150 | 0.00000 | 1.02150 | 0.78 | 50444.39 |
| 2378 | 2008.03.24 18:00 | buy | 539 | 0.01 | 1.02400 | 0.00000 | 0.00000 | |
| 2379 | 2008.03.24 18:00 | modify | 539 | 0.01 | 1.02400 | 0.00000 | 1.02480 | |
| 2380 | 2008.03.24 18:13 | t/p | 539 | 0.01 | 1.02480 | 0.00000 | 1.02480 | 0.78 | 50445.17 |
| 2381 | 2008.03.24 18:30 | buy | 540 | 0.01 | 1.02470 | 0.00000 | 0.00000 | |
| 2382 | 2008.03.24 18:30 | modify | 540 | 0.01 | 1.02470 | 0.00000 | 1.02550 | |
| 2383 | 2008.03.24 19:00 | buy | 541 | 0.01 | 1.02310 | 0.00000 | 0.00000 | |
| 2384 | 2008.03.24 19:00 | modify | 540 | 0.01 | 1.02470 | 0.00000 | 1.02470 | |
| 2385 | 2008.03.24 19:00 | modify | 541 | 0.01 | 1.02310 | 0.00000 | 1.02470 | |
| 2386 | 2008.03.24 20:00 | buy | 542 | 0.01 | 1.02150 | 0.00000 | 0.00000 | |
| 2387 | 2008.03.24 20:00 | modify | 540 | 0.01 | 1.02470 | 0.00000 | 1.02390 | |
| 2388 | 2008.03.24 20:00 | modify | 541 | 0.01 | 1.02310 | 0.00000 | 1.02390 | |
| 2389 | 2008.03.24 20:00 | modify | 542 | 0.01 | 1.02150 | 0.00000 | 1.02390 | |
| 2390 | 2008.03.24 22:30 | buy | 543 | 0.01 | 1.02070 | 0.00000 | 0.00000 | |
| 2391 | 2008.03.24 22:30 | modify | 540 | 0.01 | 1.02470 | 0.00000 | 1.02330 | |
| 2392 | 2008.03.24 22:30 | modify | 541 | 0.01 | 1.02310 | 0.00000 | 1.02330 | |
| 2393 | 2008.03.24 22:30 | modify | 542 | 0.01 | 1.02150 | 0.00000 | 1.02330 | |
| 2394 | 2008.03.24 22:30 | modify | 543 | 0.01 | 1.02070 | 0.00000 | 1.02330 | |
| 2395 | 2008.03.24 23:30 | buy | 544 | 0.01 | 1.01940 | 0.00000 | 0.00000 | |
| 2396 | 2008.03.24 23:30 | modify | 540 | 0.01 | 1.02470 | 0.00000 | 1.02268 | |
| 2397 | 2008.03.24 23:30 | modify | 541 | 0.01 | 1.02310 | 0.00000 | 1.02268 | |
| 2398 | 2008.03.24 23:30 | modify | 542 | 0.01 | 1.02150 | 0.00000 | 1.02268 | |
| 2399 | 2008.03.24 23:30 | modify | 543 | 0.01 | 1.02070 | 0.00000 | 1.02268 | |
| 2400 | 2008.03.24 23:30 | modify | 544 | 0.01 | 1.01940 | 0.00000 | 1.02268 | |