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 |
| 2551 | 2008.03.31 17:02 | t/p | 578 | 0.01 | 0.99293 | 0.00000 | 0.99293 | 1.98 | 50477.84 |
| 2552 | 2008.03.31 17:30 | sell | 579 | 0.01 | 0.98750 | 0.00000 | 0.00000 | ||
| 2553 | 2008.03.31 17:30 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.98670 | ||
| 2554 | 2008.03.31 18:00 | sell | 580 | 0.01 | 0.98900 | 0.00000 | 0.00000 | ||
| 2555 | 2008.03.31 18:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.98745 | ||
| 2556 | 2008.03.31 18:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.98745 | ||
| 2557 | 2008.03.31 18:30 | sell | 581 | 0.01 | 0.99000 | 0.00000 | 0.00000 | ||
| 2558 | 2008.03.31 18:30 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.98803 | ||
| 2559 | 2008.03.31 18:30 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.98803 | ||
| 2560 | 2008.03.31 18:30 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.98803 | ||
| 2561 | 2008.03.31 19:00 | sell | 582 | 0.01 | 0.99210 | 0.00000 | 0.00000 | ||
| 2562 | 2008.03.31 19:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.98885 | ||
| 2563 | 2008.03.31 19:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.98885 | ||
| 2564 | 2008.03.31 19:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.98885 | ||
| 2565 | 2008.03.31 19:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.98885 | ||
| 2566 | 2008.03.31 21:00 | sell | 583 | 0.01 | 0.99300 | 0.00000 | 0.00000 | ||
| 2567 | 2008.03.31 21:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.98952 | ||
| 2568 | 2008.03.31 21:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.98952 | ||
| 2569 | 2008.03.31 21:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.98952 | ||
| 2570 | 2008.03.31 21:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.98952 | ||
| 2571 | 2008.03.31 21:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.98952 | ||
| 2572 | 2008.04.01 01:00 | sell | 584 | 0.02 | 0.99480 | 0.00000 | 0.00000 | ||
| 2573 | 2008.04.01 01:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99080 | ||
| 2574 | 2008.04.01 01:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99080 | ||
| 2575 | 2008.04.01 01:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99080 | ||
| 2576 | 2008.04.01 01:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99080 | ||
| 2577 | 2008.04.01 01:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99080 | ||
| 2578 | 2008.04.01 01:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99080 | ||
| 2579 | 2008.04.01 08:30 | buy | 585 | 0.01 | 0.99610 | 0.00000 | 0.00000 | ||
| 2580 | 2008.04.01 08:30 | sell | 586 | 0.02 | 0.99600 | 0.00000 | 0.00000 | ||
| 2581 | 2008.04.01 08:30 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99178 | ||
| 2582 | 2008.04.01 08:30 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99178 | ||
| 2583 | 2008.04.01 08:30 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99178 | ||
| 2584 | 2008.04.01 08:30 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99178 | ||
| 2585 | 2008.04.01 08:30 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99178 | ||
| 2586 | 2008.04.01 08:30 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99178 | ||
| 2587 | 2008.04.01 08:30 | modify | 585 | 0.01 | 0.99610 | 0.00000 | 0.99690 | ||
| 2588 | 2008.04.01 08:30 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99178 | ||
| 2589 | 2008.04.01 08:38 | t/p | 585 | 0.01 | 0.99690 | 0.00000 | 0.99690 | 0.80 | 50478.64 |
| 2590 | 2008.04.01 09:00 | buy | 587 | 0.01 | 0.99810 | 0.00000 | 0.00000 | ||
| 2591 | 2008.04.01 09:00 | sell | 588 | 0.02 | 0.99800 | 0.00000 | 0.00000 | ||
| 2592 | 2008.04.01 09:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99276 | ||
| 2593 | 2008.04.01 09:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99276 | ||
| 2594 | 2008.04.01 09:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99276 | ||
| 2595 | 2008.04.01 09:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99276 | ||
| 2596 | 2008.04.01 09:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99276 | ||
| 2597 | 2008.04.01 09:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99276 | ||
| 2598 | 2008.04.01 09:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99276 | ||
| 2599 | 2008.04.01 09:00 | modify | 587 | 0.01 | 0.99810 | 0.00000 | 0.99890 | ||
| 2600 | 2008.04.01 09:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99276 | ||
| 2601 | 2008.04.01 09:21 | t/p | 587 | 0.01 | 0.99890 | 0.00000 | 0.99890 | 0.80 | 50479.44 |
| 2602 | 2008.04.01 09:30 | buy | 589 | 0.01 | 1.00070 | 0.00000 | 0.00000 | ||
| 2603 | 2008.04.01 09:30 | sell | 590 | 0.02 | 1.00060 | 0.00000 | 0.00000 | ||
| 2604 | 2008.04.01 09:30 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99385 | ||
| 2605 | 2008.04.01 09:30 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99385 | ||
| 2606 | 2008.04.01 09:30 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99385 | ||
| 2607 | 2008.04.01 09:30 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99385 | ||
| 2608 | 2008.04.01 09:30 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99385 | ||
| 2609 | 2008.04.01 09:30 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99385 | ||
| 2610 | 2008.04.01 09:30 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99385 | ||
| 2611 | 2008.04.01 09:30 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99385 | ||
| 2612 | 2008.04.01 09:30 | modify | 589 | 0.01 | 1.00070 | 0.00000 | 1.00150 | ||
| 2613 | 2008.04.01 09:30 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 0.99385 | ||
| 2614 | 2008.04.01 09:37 | t/p | 589 | 0.01 | 1.00150 | 0.00000 | 1.00150 | 0.80 | 50480.24 |
| 2615 | 2008.04.01 10:00 | buy | 591 | 0.01 | 1.00230 | 0.00000 | 0.00000 | ||
| 2616 | 2008.04.01 10:00 | sell | 592 | 0.02 | 1.00220 | 0.00000 | 0.00000 | ||
| 2617 | 2008.04.01 10:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99485 | ||
| 2618 | 2008.04.01 10:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99485 | ||
| 2619 | 2008.04.01 10:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99485 | ||
| 2620 | 2008.04.01 10:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99485 | ||
| 2621 | 2008.04.01 10:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99485 | ||
| 2622 | 2008.04.01 10:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99485 | ||
| 2623 | 2008.04.01 10:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99485 | ||
| 2624 | 2008.04.01 10:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99485 | ||
| 2625 | 2008.04.01 10:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 0.99485 | ||
| 2626 | 2008.04.01 10:00 | modify | 591 | 0.01 | 1.00230 | 0.00000 | 1.00310 | ||
| 2627 | 2008.04.01 10:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 0.99485 | ||
| 2628 | 2008.04.01 10:30 | buy | 593 | 0.01 | 1.00060 | 0.00000 | 0.00000 | ||
| 2629 | 2008.04.01 10:30 | modify | 591 | 0.01 | 1.00230 | 0.00000 | 1.00225 | ||
| 2630 | 2008.04.01 10:30 | modify | 593 | 0.01 | 1.00060 | 0.00000 | 1.00225 | ||
| 2631 | 2008.04.01 10:41 | t/p | 591 | 0.01 | 1.00225 | 0.00000 | 1.00225 | -0.05 | 50480.19 |
| 2632 | 2008.04.01 10:41 | t/p | 593 | 0.01 | 1.00225 | 0.00000 | 1.00225 | 1.65 | 50481.84 |
| 2633 | 2008.04.01 11:00 | buy | 594 | 0.01 | 1.00170 | 0.00000 | 0.00000 | ||
| 2634 | 2008.04.01 11:00 | modify | 594 | 0.01 | 1.00170 | 0.00000 | 1.00250 | ||
| 2635 | 2008.04.01 11:09 | t/p | 594 | 0.01 | 1.00250 | 0.00000 | 1.00250 | 0.80 | 50482.64 |
| 2636 | 2008.04.01 11:30 | buy | 595 | 0.01 | 1.00280 | 0.00000 | 0.00000 | ||
| 2637 | 2008.04.01 11:30 | modify | 595 | 0.01 | 1.00280 | 0.00000 | 1.00360 | ||
| 2638 | 2008.04.01 11:43 | t/p | 595 | 0.01 | 1.00360 | 0.00000 | 1.00360 | 0.80 | 50483.44 |
| 2639 | 2008.04.01 12:00 | buy | 596 | 0.01 | 1.00400 | 0.00000 | 0.00000 | ||
| 2640 | 2008.04.01 12:00 | sell | 597 | 0.03 | 1.00390 | 0.00000 | 0.00000 | ||
| 2641 | 2008.04.01 12:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99623 | ||
| 2642 | 2008.04.01 12:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99623 | ||
| 2643 | 2008.04.01 12:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99623 | ||
| 2644 | 2008.04.01 12:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99623 | ||
| 2645 | 2008.04.01 12:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99623 | ||
| 2646 | 2008.04.01 12:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99623 | ||
| 2647 | 2008.04.01 12:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99623 | ||
| 2648 | 2008.04.01 12:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99623 | ||
| 2649 | 2008.04.01 12:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 0.99623 | ||
| 2650 | 2008.04.01 12:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 0.99623 | ||
| 2651 | 2008.04.01 12:00 | modify | 596 | 0.01 | 1.00400 | 0.00000 | 1.00480 | ||
| 2652 | 2008.04.01 12:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 0.99623 | ||
| 2653 | 2008.04.01 12:35 | t/p | 596 | 0.01 | 1.00480 | 0.00000 | 1.00480 | 0.80 | 50484.24 |
| 2654 | 2008.04.01 13:00 | buy | 598 | 0.01 | 1.00680 | 0.00000 | 0.00000 | ||
| 2655 | 2008.04.01 13:00 | sell | 599 | 0.03 | 1.00670 | 0.00000 | 0.00000 | ||
| 2656 | 2008.04.01 13:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99761 | ||
| 2657 | 2008.04.01 13:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99761 | ||
| 2658 | 2008.04.01 13:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99761 | ||
| 2659 | 2008.04.01 13:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99761 | ||
| 2660 | 2008.04.01 13:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99761 | ||
| 2661 | 2008.04.01 13:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99761 | ||
| 2662 | 2008.04.01 13:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99761 | ||
| 2663 | 2008.04.01 13:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99761 | ||
| 2664 | 2008.04.01 13:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 0.99761 | ||
| 2665 | 2008.04.01 13:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 0.99761 | ||
| 2666 | 2008.04.01 13:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 0.99761 | ||
| 2667 | 2008.04.01 13:00 | modify | 598 | 0.01 | 1.00680 | 0.00000 | 1.00760 | ||
| 2668 | 2008.04.01 13:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 0.99761 | ||
| 2669 | 2008.04.01 13:07 | t/p | 598 | 0.01 | 1.00760 | 0.00000 | 1.00760 | 0.79 | 50485.03 |
| 2670 | 2008.04.01 16:00 | sell | 600 | 0.03 | 1.00760 | 0.00000 | 0.00000 | ||
| 2671 | 2008.04.01 16:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99876 | ||
| 2672 | 2008.04.01 16:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99876 | ||
| 2673 | 2008.04.01 16:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99876 | ||
| 2674 | 2008.04.01 16:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99876 | ||
| 2675 | 2008.04.01 16:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99876 | ||
| 2676 | 2008.04.01 16:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99876 | ||
| 2677 | 2008.04.01 16:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99876 | ||
| 2678 | 2008.04.01 16:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99876 | ||
| 2679 | 2008.04.01 16:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 0.99876 | ||
| 2680 | 2008.04.01 16:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 0.99876 | ||
| 2681 | 2008.04.01 16:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 0.99876 | ||
| 2682 | 2008.04.01 16:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 0.99876 | ||
| 2683 | 2008.04.01 16:00 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 0.99876 | ||
| 2684 | 2008.04.01 17:00 | sell | 601 | 0.03 | 1.00870 | 0.00000 | 0.00000 | ||
| 2685 | 2008.04.01 17:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 0.99977 | ||
| 2686 | 2008.04.01 17:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 0.99977 | ||
| 2687 | 2008.04.01 17:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 0.99977 | ||
| 2688 | 2008.04.01 17:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 0.99977 | ||
| 2689 | 2008.04.01 17:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 0.99977 | ||
| 2690 | 2008.04.01 17:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 0.99977 | ||
| 2691 | 2008.04.01 17:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 0.99977 | ||
| 2692 | 2008.04.01 17:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 0.99977 | ||
| 2693 | 2008.04.01 17:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 0.99977 | ||
| 2694 | 2008.04.01 17:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 0.99977 | ||
| 2695 | 2008.04.01 17:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 0.99977 | ||
| 2696 | 2008.04.01 17:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 0.99977 | ||
| 2697 | 2008.04.01 17:00 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 0.99977 | ||
| 2698 | 2008.04.01 17:00 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 0.99977 | ||
| 2699 | 2008.04.01 17:30 | buy | 602 | 0.01 | 1.01080 | 0.00000 | 0.00000 | ||
| 2700 | 2008.04.01 17:30 | sell | 603 | 0.04 | 1.01070 | 0.00000 | 0.00000 | ||