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 |
| 2401 | 2008.03.25 01:00 | buy | 545 | 0.02 | 1.01860 | 0.00000 | 0.00000 | ||
| 2402 | 2008.03.25 01:00 | modify | 540 | 0.01 | 1.02470 | 0.00000 | 1.02174 | ||
| 2403 | 2008.03.25 01:00 | modify | 541 | 0.01 | 1.02310 | 0.00000 | 1.02174 | ||
| 2404 | 2008.03.25 01:00 | modify | 542 | 0.01 | 1.02150 | 0.00000 | 1.02174 | ||
| 2405 | 2008.03.25 01:00 | modify | 543 | 0.01 | 1.02070 | 0.00000 | 1.02174 | ||
| 2406 | 2008.03.25 01:00 | modify | 544 | 0.01 | 1.01940 | 0.00000 | 1.02174 | ||
| 2407 | 2008.03.25 01:00 | modify | 545 | 0.02 | 1.01860 | 0.00000 | 1.02174 | ||
| 2408 | 2008.03.25 04:03 | t/p | 540 | 0.01 | 1.02174 | 0.00000 | 1.02174 | -2.89 | 50442.27 |
| 2409 | 2008.03.25 04:03 | t/p | 541 | 0.01 | 1.02174 | 0.00000 | 1.02174 | -1.32 | 50440.95 |
| 2410 | 2008.03.25 04:03 | t/p | 542 | 0.01 | 1.02174 | 0.00000 | 1.02174 | 0.24 | 50441.18 |
| 2411 | 2008.03.25 04:03 | t/p | 543 | 0.01 | 1.02174 | 0.00000 | 1.02174 | 1.03 | 50442.21 |
| 2412 | 2008.03.25 04:03 | t/p | 544 | 0.01 | 1.02174 | 0.00000 | 1.02174 | 2.30 | 50444.50 |
| 2413 | 2008.03.25 04:03 | t/p | 545 | 0.02 | 1.02174 | 0.00000 | 1.02174 | 6.15 | 50450.65 |
| 2414 | 2008.03.25 16:00 | sell | 546 | 0.01 | 1.00850 | 0.00000 | 0.00000 | ||
| 2415 | 2008.03.25 16:00 | modify | 546 | 0.01 | 1.00850 | 0.00000 | 1.00770 | ||
| 2416 | 2008.03.25 16:30 | sell | 547 | 0.01 | 1.01070 | 0.00000 | 0.00000 | ||
| 2417 | 2008.03.25 16:30 | modify | 546 | 0.01 | 1.00850 | 0.00000 | 1.00880 | ||
| 2418 | 2008.03.25 16:30 | modify | 547 | 0.01 | 1.01070 | 0.00000 | 1.00880 | ||
| 2419 | 2008.03.25 17:00 | t/p | 546 | 0.01 | 1.00880 | 0.00000 | 1.00880 | -0.30 | 50450.35 |
| 2420 | 2008.03.25 17:00 | t/p | 547 | 0.01 | 1.00880 | 0.00000 | 1.00880 | 1.88 | 50452.23 |
| 2421 | 2008.03.25 17:30 | sell | 548 | 0.01 | 1.00900 | 0.00000 | 0.00000 | ||
| 2422 | 2008.03.25 17:30 | modify | 548 | 0.01 | 1.00900 | 0.00000 | 1.00820 | ||
| 2423 | 2008.03.25 18:44 | t/p | 548 | 0.01 | 1.00820 | 0.00000 | 1.00820 | 0.79 | 50453.02 |
| 2424 | 2008.03.26 00:00 | sell | 549 | 0.01 | 1.00510 | 0.00000 | 0.00000 | ||
| 2425 | 2008.03.26 00:00 | modify | 549 | 0.01 | 1.00510 | 0.00000 | 1.00430 | ||
| 2426 | 2008.03.26 00:30 | sell | 550 | 0.01 | 1.00660 | 0.00000 | 0.00000 | ||
| 2427 | 2008.03.26 00:30 | modify | 549 | 0.01 | 1.00510 | 0.00000 | 1.00505 | ||
| 2428 | 2008.03.26 00:30 | modify | 550 | 0.01 | 1.00660 | 0.00000 | 1.00505 | ||
| 2429 | 2008.03.26 01:30 | sell | 551 | 0.01 | 1.00800 | 0.00000 | 0.00000 | ||
| 2430 | 2008.03.26 01:30 | modify | 549 | 0.01 | 1.00510 | 0.00000 | 1.00577 | ||
| 2431 | 2008.03.26 01:30 | modify | 550 | 0.01 | 1.00660 | 0.00000 | 1.00577 | ||
| 2432 | 2008.03.26 01:30 | modify | 551 | 0.01 | 1.00800 | 0.00000 | 1.00577 | ||
| 2433 | 2008.03.26 02:30 | sell | 552 | 0.01 | 1.00910 | 0.00000 | 0.00000 | ||
| 2434 | 2008.03.26 02:30 | modify | 549 | 0.01 | 1.00510 | 0.00000 | 1.00640 | ||
| 2435 | 2008.03.26 02:30 | modify | 550 | 0.01 | 1.00660 | 0.00000 | 1.00640 | ||
| 2436 | 2008.03.26 02:30 | modify | 551 | 0.01 | 1.00800 | 0.00000 | 1.00640 | ||
| 2437 | 2008.03.26 02:30 | modify | 552 | 0.01 | 1.00910 | 0.00000 | 1.00640 | ||
| 2438 | 2008.03.26 03:32 | t/p | 549 | 0.01 | 1.00640 | 0.00000 | 1.00640 | -1.29 | 50451.73 |
| 2439 | 2008.03.26 03:32 | t/p | 550 | 0.01 | 1.00640 | 0.00000 | 1.00640 | 0.20 | 50451.93 |
| 2440 | 2008.03.26 03:32 | t/p | 551 | 0.01 | 1.00640 | 0.00000 | 1.00640 | 1.59 | 50453.52 |
| 2441 | 2008.03.26 03:32 | t/p | 552 | 0.01 | 1.00640 | 0.00000 | 1.00640 | 2.68 | 50456.20 |
| 2442 | 2008.03.26 12:30 | sell | 553 | 0.01 | 1.00170 | 0.00000 | 0.00000 | ||
| 2443 | 2008.03.26 12:30 | modify | 553 | 0.01 | 1.00170 | 0.00000 | 1.00090 | ||
| 2444 | 2008.03.26 12:32 | t/p | 553 | 0.01 | 1.00090 | 0.00000 | 1.00090 | 0.80 | 50457.00 |
| 2445 | 2008.03.26 13:00 | sell | 554 | 0.01 | 0.99990 | 0.00000 | 0.00000 | ||
| 2446 | 2008.03.26 13:00 | modify | 554 | 0.01 | 0.99990 | 0.00000 | 0.99910 | ||
| 2447 | 2008.03.26 13:15 | t/p | 554 | 0.01 | 0.99910 | 0.00000 | 0.99910 | 0.80 | 50457.80 |
| 2448 | 2008.03.26 13:30 | sell | 555 | 0.01 | 0.99940 | 0.00000 | 0.00000 | ||
| 2449 | 2008.03.26 13:30 | modify | 555 | 0.01 | 0.99940 | 0.00000 | 0.99860 | ||
| 2450 | 2008.03.26 13:49 | t/p | 555 | 0.01 | 0.99860 | 0.00000 | 0.99860 | 0.80 | 50458.60 |
| 2451 | 2008.03.26 14:00 | sell | 556 | 0.01 | 0.99740 | 0.00000 | 0.00000 | ||
| 2452 | 2008.03.26 14:00 | modify | 556 | 0.01 | 0.99740 | 0.00000 | 0.99660 | ||
| 2453 | 2008.03.26 15:30 | t/p | 556 | 0.01 | 0.99660 | 0.00000 | 0.99660 | 0.80 | 50459.40 |
| 2454 | 2008.03.26 21:30 | sell | 557 | 0.01 | 0.99090 | 0.00000 | 0.00000 | ||
| 2455 | 2008.03.26 21:30 | modify | 557 | 0.01 | 0.99090 | 0.00000 | 0.99010 | ||
| 2456 | 2008.03.26 22:00 | sell | 558 | 0.01 | 0.99200 | 0.00000 | 0.00000 | ||
| 2457 | 2008.03.26 22:00 | modify | 557 | 0.01 | 0.99090 | 0.00000 | 0.99065 | ||
| 2458 | 2008.03.26 22:00 | modify | 558 | 0.01 | 0.99200 | 0.00000 | 0.99065 | ||
| 2459 | 2008.03.26 22:39 | t/p | 557 | 0.01 | 0.99065 | 0.00000 | 0.99065 | 0.25 | 50459.65 |
| 2460 | 2008.03.26 22:39 | t/p | 558 | 0.01 | 0.99065 | 0.00000 | 0.99065 | 1.36 | 50461.01 |
| 2461 | 2008.03.26 23:30 | sell | 559 | 0.01 | 0.98880 | 0.00000 | 0.00000 | ||
| 2462 | 2008.03.26 23:30 | modify | 559 | 0.01 | 0.98880 | 0.00000 | 0.98800 | ||
| 2463 | 2008.03.27 02:00 | sell | 560 | 0.01 | 0.99000 | 0.00000 | 0.00000 | ||
| 2464 | 2008.03.27 02:00 | modify | 559 | 0.01 | 0.98880 | 0.00000 | 0.98860 | ||
| 2465 | 2008.03.27 02:00 | modify | 560 | 0.01 | 0.99000 | 0.00000 | 0.98860 | ||
| 2466 | 2008.03.27 03:00 | sell | 561 | 0.01 | 0.99160 | 0.00000 | 0.00000 | ||
| 2467 | 2008.03.27 03:00 | modify | 559 | 0.01 | 0.98880 | 0.00000 | 0.98933 | ||
| 2468 | 2008.03.27 03:00 | modify | 560 | 0.01 | 0.99000 | 0.00000 | 0.98933 | ||
| 2469 | 2008.03.27 03:00 | modify | 561 | 0.01 | 0.99160 | 0.00000 | 0.98933 | ||
| 2470 | 2008.03.27 04:06 | t/p | 559 | 0.01 | 0.98933 | 0.00000 | 0.98933 | -0.64 | 50460.38 |
| 2471 | 2008.03.27 04:06 | t/p | 560 | 0.01 | 0.98933 | 0.00000 | 0.98933 | 0.68 | 50461.06 |
| 2472 | 2008.03.27 04:06 | t/p | 561 | 0.01 | 0.98933 | 0.00000 | 0.98933 | 2.29 | 50463.35 |
| 2473 | 2008.03.28 02:00 | sell | 562 | 0.01 | 0.99180 | 0.00000 | 0.00000 | ||
| 2474 | 2008.03.28 02:00 | modify | 562 | 0.01 | 0.99180 | 0.00000 | 0.99100 | ||
| 2475 | 2008.03.28 03:30 | sell | 563 | 0.01 | 0.99270 | 0.00000 | 0.00000 | ||
| 2476 | 2008.03.28 03:30 | modify | 562 | 0.01 | 0.99180 | 0.00000 | 0.99145 | ||
| 2477 | 2008.03.28 03:30 | modify | 563 | 0.01 | 0.99270 | 0.00000 | 0.99145 | ||
| 2478 | 2008.03.28 07:30 | sell | 564 | 0.01 | 0.99400 | 0.00000 | 0.00000 | ||
| 2479 | 2008.03.28 07:30 | modify | 562 | 0.01 | 0.99180 | 0.00000 | 0.99203 | ||
| 2480 | 2008.03.28 07:30 | modify | 563 | 0.01 | 0.99270 | 0.00000 | 0.99203 | ||
| 2481 | 2008.03.28 07:30 | modify | 564 | 0.01 | 0.99400 | 0.00000 | 0.99203 | ||
| 2482 | 2008.03.28 08:30 | sell | 565 | 0.01 | 0.99520 | 0.00000 | 0.00000 | ||
| 2483 | 2008.03.28 08:30 | modify | 562 | 0.01 | 0.99180 | 0.00000 | 0.99263 | ||
| 2484 | 2008.03.28 08:30 | modify | 563 | 0.01 | 0.99270 | 0.00000 | 0.99263 | ||
| 2485 | 2008.03.28 08:30 | modify | 564 | 0.01 | 0.99400 | 0.00000 | 0.99263 | ||
| 2486 | 2008.03.28 08:30 | modify | 565 | 0.01 | 0.99520 | 0.00000 | 0.99263 | ||
| 2487 | 2008.03.28 10:30 | sell | 566 | 0.01 | 0.99650 | 0.00000 | 0.00000 | ||
| 2488 | 2008.03.28 10:30 | modify | 562 | 0.01 | 0.99180 | 0.00000 | 0.99324 | ||
| 2489 | 2008.03.28 10:30 | modify | 563 | 0.01 | 0.99270 | 0.00000 | 0.99324 | ||
| 2490 | 2008.03.28 10:30 | modify | 564 | 0.01 | 0.99400 | 0.00000 | 0.99324 | ||
| 2491 | 2008.03.28 10:30 | modify | 565 | 0.01 | 0.99520 | 0.00000 | 0.99324 | ||
| 2492 | 2008.03.28 10:30 | modify | 566 | 0.01 | 0.99650 | 0.00000 | 0.99324 | ||
| 2493 | 2008.03.28 11:30 | sell | 567 | 0.02 | 0.99800 | 0.00000 | 0.00000 | ||
| 2494 | 2008.03.28 11:30 | modify | 562 | 0.01 | 0.99180 | 0.00000 | 0.99437 | ||
| 2495 | 2008.03.28 11:30 | modify | 563 | 0.01 | 0.99270 | 0.00000 | 0.99437 | ||
| 2496 | 2008.03.28 11:30 | modify | 564 | 0.01 | 0.99400 | 0.00000 | 0.99437 | ||
| 2497 | 2008.03.28 11:30 | modify | 565 | 0.01 | 0.99520 | 0.00000 | 0.99437 | ||
| 2498 | 2008.03.28 11:30 | modify | 566 | 0.01 | 0.99650 | 0.00000 | 0.99437 | ||
| 2499 | 2008.03.28 11:30 | modify | 567 | 0.02 | 0.99800 | 0.00000 | 0.99437 | ||
| 2500 | 2008.03.28 13:02 | t/p | 562 | 0.01 | 0.99437 | 0.00000 | 0.99437 | -2.58 | 50460.77 |
| 2501 | 2008.03.28 13:02 | t/p | 563 | 0.01 | 0.99437 | 0.00000 | 0.99437 | -1.68 | 50459.09 |
| 2502 | 2008.03.28 13:02 | t/p | 564 | 0.01 | 0.99437 | 0.00000 | 0.99437 | -0.37 | 50458.72 |
| 2503 | 2008.03.28 13:02 | t/p | 565 | 0.01 | 0.99437 | 0.00000 | 0.99437 | 0.83 | 50459.55 |
| 2504 | 2008.03.28 13:02 | t/p | 566 | 0.01 | 0.99437 | 0.00000 | 0.99437 | 2.14 | 50461.69 |
| 2505 | 2008.03.28 13:02 | t/p | 567 | 0.02 | 0.99437 | 0.00000 | 0.99437 | 7.30 | 50468.99 |
| 2506 | 2008.03.28 22:30 | sell | 568 | 0.01 | 0.99490 | 0.00000 | 0.00000 | ||
| 2507 | 2008.03.28 22:30 | modify | 568 | 0.01 | 0.99490 | 0.00000 | 0.99410 | ||
| 2508 | 2008.03.31 00:00 | t/p | 568 | 0.01 | 0.99410 | 0.00000 | 0.99410 | 0.78 | 50469.77 |
| 2509 | 2008.03.31 00:30 | sell | 569 | 0.01 | 0.99310 | 0.00000 | 0.00000 | ||
| 2510 | 2008.03.31 00:30 | modify | 569 | 0.01 | 0.99310 | 0.00000 | 0.99230 | ||
| 2511 | 2008.03.31 01:30 | sell | 570 | 0.01 | 0.99400 | 0.00000 | 0.00000 | ||
| 2512 | 2008.03.31 01:30 | modify | 569 | 0.01 | 0.99310 | 0.00000 | 0.99275 | ||
| 2513 | 2008.03.31 01:30 | modify | 570 | 0.01 | 0.99400 | 0.00000 | 0.99275 | ||
| 2514 | 2008.03.31 02:00 | sell | 571 | 0.01 | 0.99490 | 0.00000 | 0.00000 | ||
| 2515 | 2008.03.31 02:00 | modify | 569 | 0.01 | 0.99310 | 0.00000 | 0.99320 | ||
| 2516 | 2008.03.31 02:00 | modify | 570 | 0.01 | 0.99400 | 0.00000 | 0.99320 | ||
| 2517 | 2008.03.31 02:00 | modify | 571 | 0.01 | 0.99490 | 0.00000 | 0.99320 | ||
| 2518 | 2008.03.31 03:00 | sell | 572 | 0.01 | 0.99760 | 0.00000 | 0.00000 | ||
| 2519 | 2008.03.31 03:00 | modify | 569 | 0.01 | 0.99310 | 0.00000 | 0.99410 | ||
| 2520 | 2008.03.31 03:00 | modify | 570 | 0.01 | 0.99400 | 0.00000 | 0.99410 | ||
| 2521 | 2008.03.31 03:00 | modify | 571 | 0.01 | 0.99490 | 0.00000 | 0.99410 | ||
| 2522 | 2008.03.31 03:00 | modify | 572 | 0.01 | 0.99760 | 0.00000 | 0.99410 | ||
| 2523 | 2008.03.31 04:30 | sell | 573 | 0.01 | 0.99850 | 0.00000 | 0.00000 | ||
| 2524 | 2008.03.31 04:30 | modify | 569 | 0.01 | 0.99310 | 0.00000 | 0.99482 | ||
| 2525 | 2008.03.31 04:30 | modify | 570 | 0.01 | 0.99400 | 0.00000 | 0.99482 | ||
| 2526 | 2008.03.31 04:30 | modify | 571 | 0.01 | 0.99490 | 0.00000 | 0.99482 | ||
| 2527 | 2008.03.31 04:30 | modify | 572 | 0.01 | 0.99760 | 0.00000 | 0.99482 | ||
| 2528 | 2008.03.31 04:30 | modify | 573 | 0.01 | 0.99850 | 0.00000 | 0.99482 | ||
| 2529 | 2008.03.31 10:27 | t/p | 569 | 0.01 | 0.99482 | 0.00000 | 0.99482 | -1.73 | 50468.04 |
| 2530 | 2008.03.31 10:27 | t/p | 570 | 0.01 | 0.99482 | 0.00000 | 0.99482 | -0.82 | 50467.22 |
| 2531 | 2008.03.31 10:27 | t/p | 571 | 0.01 | 0.99482 | 0.00000 | 0.99482 | 0.08 | 50467.30 |
| 2532 | 2008.03.31 10:27 | t/p | 572 | 0.01 | 0.99482 | 0.00000 | 0.99482 | 2.79 | 50470.09 |
| 2533 | 2008.03.31 10:27 | t/p | 573 | 0.01 | 0.99482 | 0.00000 | 0.99482 | 3.70 | 50473.79 |
| 2534 | 2008.03.31 11:00 | sell | 574 | 0.01 | 0.99330 | 0.00000 | 0.00000 | ||
| 2535 | 2008.03.31 11:00 | modify | 574 | 0.01 | 0.99330 | 0.00000 | 0.99250 | ||
| 2536 | 2008.03.31 11:02 | t/p | 574 | 0.01 | 0.99250 | 0.00000 | 0.99250 | 0.81 | 50474.60 |
| 2537 | 2008.03.31 11:30 | sell | 575 | 0.01 | 0.99290 | 0.00000 | 0.00000 | ||
| 2538 | 2008.03.31 11:30 | modify | 575 | 0.01 | 0.99290 | 0.00000 | 0.99210 | ||
| 2539 | 2008.03.31 12:02 | t/p | 575 | 0.01 | 0.99210 | 0.00000 | 0.99210 | 0.81 | 50475.41 |
| 2540 | 2008.03.31 13:00 | sell | 576 | 0.01 | 0.99260 | 0.00000 | 0.00000 | ||
| 2541 | 2008.03.31 13:00 | modify | 576 | 0.01 | 0.99260 | 0.00000 | 0.99180 | ||
| 2542 | 2008.03.31 14:00 | sell | 577 | 0.01 | 0.99370 | 0.00000 | 0.00000 | ||
| 2543 | 2008.03.31 14:00 | modify | 576 | 0.01 | 0.99260 | 0.00000 | 0.99235 | ||
| 2544 | 2008.03.31 14:00 | modify | 577 | 0.01 | 0.99370 | 0.00000 | 0.99235 | ||
| 2545 | 2008.03.31 14:30 | sell | 578 | 0.01 | 0.99490 | 0.00000 | 0.00000 | ||
| 2546 | 2008.03.31 14:30 | modify | 576 | 0.01 | 0.99260 | 0.00000 | 0.99293 | ||
| 2547 | 2008.03.31 14:30 | modify | 577 | 0.01 | 0.99370 | 0.00000 | 0.99293 | ||
| 2548 | 2008.03.31 14:30 | modify | 578 | 0.01 | 0.99490 | 0.00000 | 0.99293 | ||
| 2549 | 2008.03.31 17:02 | t/p | 576 | 0.01 | 0.99293 | 0.00000 | 0.99293 | -0.33 | 50475.08 |
| 2550 | 2008.03.31 17:02 | t/p | 577 | 0.01 | 0.99293 | 0.00000 | 0.99293 | 0.78 | 50475.86 |