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 |
| 2701 | 2008.04.01 17:30 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 1.00108 | |
| 2702 | 2008.04.01 17:30 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 1.00108 | |
| 2703 | 2008.04.01 17:30 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 1.00108 | |
| 2704 | 2008.04.01 17:30 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 1.00108 | |
| 2705 | 2008.04.01 17:30 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 1.00108 | |
| 2706 | 2008.04.01 17:30 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 1.00108 | |
| 2707 | 2008.04.01 17:30 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 1.00108 | |
| 2708 | 2008.04.01 17:30 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 1.00108 | |
| 2709 | 2008.04.01 17:30 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 1.00108 | |
| 2710 | 2008.04.01 17:30 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 1.00108 | |
| 2711 | 2008.04.01 17:30 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 1.00108 | |
| 2712 | 2008.04.01 17:30 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 1.00108 | |
| 2713 | 2008.04.01 17:30 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 1.00108 | |
| 2714 | 2008.04.01 17:30 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 1.00108 | |
| 2715 | 2008.04.01 17:30 | modify | 602 | 0.01 | 1.01080 | 0.00000 | 1.01160 | |
| 2716 | 2008.04.01 17:30 | modify | 603 | 0.04 | 1.01070 | 0.00000 | 1.00108 | |
| 2717 | 2008.04.01 17:31 | t/p | 602 | 0.01 | 1.01160 | 0.00000 | 1.01160 | 0.79 | 50485.82 |
| 2718 | 2008.04.01 18:00 | buy | 604 | 0.01 | 1.01220 | 0.00000 | 0.00000 | |
| 2719 | 2008.04.01 18:00 | sell | 605 | 0.04 | 1.01210 | 0.00000 | 0.00000 | |
| 2720 | 2008.04.01 18:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 1.00225 | |
| 2721 | 2008.04.01 18:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 1.00225 | |
| 2722 | 2008.04.01 18:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 1.00225 | |
| 2723 | 2008.04.01 18:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 1.00225 | |
| 2724 | 2008.04.01 18:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 1.00225 | |
| 2725 | 2008.04.01 18:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 1.00225 | |
| 2726 | 2008.04.01 18:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 1.00225 | |
| 2727 | 2008.04.01 18:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 1.00225 | |
| 2728 | 2008.04.01 18:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 1.00225 | |
| 2729 | 2008.04.01 18:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 1.00225 | |
| 2730 | 2008.04.01 18:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 1.00225 | |
| 2731 | 2008.04.01 18:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 1.00225 | |
| 2732 | 2008.04.01 18:00 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 1.00225 | |
| 2733 | 2008.04.01 18:00 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 1.00225 | |
| 2734 | 2008.04.01 18:00 | modify | 603 | 0.04 | 1.01070 | 0.00000 | 1.00225 | |
| 2735 | 2008.04.01 18:00 | modify | 604 | 0.01 | 1.01220 | 0.00000 | 1.01300 | |
| 2736 | 2008.04.01 18:00 | modify | 605 | 0.04 | 1.01210 | 0.00000 | 1.00225 | |
| 2737 | 2008.04.01 18:30 | buy | 606 | 0.01 | 1.01050 | 0.00000 | 0.00000 | |
| 2738 | 2008.04.01 18:30 | modify | 604 | 0.01 | 1.01220 | 0.00000 | 1.01215 | |
| 2739 | 2008.04.01 18:30 | modify | 606 | 0.01 | 1.01050 | 0.00000 | 1.01215 | |
| 2740 | 2008.04.01 19:14 | t/p | 604 | 0.01 | 1.01215 | 0.00000 | 1.01215 | -0.05 | 50485.77 |
| 2741 | 2008.04.01 19:14 | t/p | 606 | 0.01 | 1.01215 | 0.00000 | 1.01215 | 1.63 | 50487.40 |
| 2742 | 2008.04.01 23:00 | sell | 607 | 0.05 | 1.01350 | 0.00000 | 0.00000 | |
| 2743 | 2008.04.01 23:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 1.00356 | |
| 2744 | 2008.04.01 23:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 1.00356 | |
| 2745 | 2008.04.01 23:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 1.00356 | |
| 2746 | 2008.04.01 23:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 1.00356 | |
| 2747 | 2008.04.01 23:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 1.00356 | |
| 2748 | 2008.04.01 23:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 1.00356 | |
| 2749 | 2008.04.01 23:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 1.00356 | |
| 2750 | 2008.04.01 23:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 1.00356 | |
| 2751 | 2008.04.01 23:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 1.00356 | |
| 2752 | 2008.04.01 23:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 1.00356 | |
| 2753 | 2008.04.01 23:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 1.00356 | |
| 2754 | 2008.04.01 23:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 1.00356 | |
| 2755 | 2008.04.01 23:00 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 1.00356 | |
| 2756 | 2008.04.01 23:00 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 1.00356 | |
| 2757 | 2008.04.01 23:00 | modify | 603 | 0.04 | 1.01070 | 0.00000 | 1.00356 | |
| 2758 | 2008.04.01 23:00 | modify | 605 | 0.04 | 1.01210 | 0.00000 | 1.00356 | |
| 2759 | 2008.04.01 23:00 | modify | 607 | 0.05 | 1.01350 | 0.00000 | 1.00356 | |
| 2760 | 2008.04.02 09:00 | buy | 608 | 0.01 | 1.01540 | 0.00000 | 0.00000 | |
| 2761 | 2008.04.02 09:00 | sell | 609 | 0.05 | 1.01530 | 0.00000 | 0.00000 | |
| 2762 | 2008.04.02 09:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 1.00477 | |
| 2763 | 2008.04.02 09:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 1.00477 | |
| 2764 | 2008.04.02 09:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 1.00477 | |
| 2765 | 2008.04.02 09:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 1.00477 | |
| 2766 | 2008.04.02 09:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 1.00477 | |
| 2767 | 2008.04.02 09:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 1.00477 | |
| 2768 | 2008.04.02 09:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 1.00477 | |
| 2769 | 2008.04.02 09:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 1.00477 | |
| 2770 | 2008.04.02 09:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 1.00477 | |
| 2771 | 2008.04.02 09:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 1.00477 | |
| 2772 | 2008.04.02 09:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 1.00477 | |
| 2773 | 2008.04.02 09:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 1.00477 | |
| 2774 | 2008.04.02 09:00 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 1.00477 | |
| 2775 | 2008.04.02 09:00 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 1.00477 | |
| 2776 | 2008.04.02 09:00 | modify | 603 | 0.04 | 1.01070 | 0.00000 | 1.00477 | |
| 2777 | 2008.04.02 09:00 | modify | 605 | 0.04 | 1.01210 | 0.00000 | 1.00477 | |
| 2778 | 2008.04.02 09:00 | modify | 607 | 0.05 | 1.01350 | 0.00000 | 1.00477 | |
| 2779 | 2008.04.02 09:00 | modify | 608 | 0.01 | 1.01540 | 0.00000 | 1.01620 | |
| 2780 | 2008.04.02 09:00 | modify | 609 | 0.05 | 1.01530 | 0.00000 | 1.00477 | |
| 2781 | 2008.04.02 09:30 | buy | 610 | 0.01 | 1.01390 | 0.00000 | 0.00000 | |
| 2782 | 2008.04.02 09:30 | modify | 608 | 0.01 | 1.01540 | 0.00000 | 1.01545 | |
| 2783 | 2008.04.02 09:30 | modify | 610 | 0.01 | 1.01390 | 0.00000 | 1.01545 | |
| 2784 | 2008.04.02 09:50 | t/p | 608 | 0.01 | 1.01545 | 0.00000 | 1.01545 | 0.05 | 50487.45 |
| 2785 | 2008.04.02 09:50 | t/p | 610 | 0.01 | 1.01545 | 0.00000 | 1.01545 | 1.53 | 50488.98 |
| 2786 | 2008.04.02 10:00 | buy | 611 | 0.01 | 1.01470 | 0.00000 | 0.00000 | |
| 2787 | 2008.04.02 10:00 | modify | 611 | 0.01 | 1.01470 | 0.00000 | 1.01550 | |
| 2788 | 2008.04.02 10:30 | buy | 612 | 0.01 | 1.01290 | 0.00000 | 0.00000 | |
| 2789 | 2008.04.02 10:30 | modify | 611 | 0.01 | 1.01470 | 0.00000 | 1.01460 | |
| 2790 | 2008.04.02 10:30 | modify | 612 | 0.01 | 1.01290 | 0.00000 | 1.01460 | |
| 2791 | 2008.04.02 12:00 | buy | 613 | 0.01 | 1.01140 | 0.00000 | 0.00000 | |
| 2792 | 2008.04.02 12:00 | modify | 611 | 0.01 | 1.01470 | 0.00000 | 1.01380 | |
| 2793 | 2008.04.02 12:00 | modify | 612 | 0.01 | 1.01290 | 0.00000 | 1.01380 | |
| 2794 | 2008.04.02 12:00 | modify | 613 | 0.01 | 1.01140 | 0.00000 | 1.01380 | |
| 2795 | 2008.04.02 14:30 | buy | 614 | 0.01 | 1.00940 | 0.00000 | 0.00000 | |
| 2796 | 2008.04.02 14:30 | modify | 611 | 0.01 | 1.01470 | 0.00000 | 1.01290 | |
| 2797 | 2008.04.02 14:30 | modify | 612 | 0.01 | 1.01290 | 0.00000 | 1.01290 | |
| 2798 | 2008.04.02 14:30 | modify | 613 | 0.01 | 1.01140 | 0.00000 | 1.01290 | |
| 2799 | 2008.04.02 14:30 | modify | 614 | 0.01 | 1.00940 | 0.00000 | 1.01290 | |
| 2800 | 2008.04.02 15:15 | t/p | 611 | 0.01 | 1.01290 | 0.00000 | 1.01290 | -1.78 | 50487.20 |
| 2801 | 2008.04.02 15:15 | t/p | 612 | 0.01 | 1.01290 | 0.00000 | 1.01290 | 0.00 | 50487.20 |
| 2802 | 2008.04.02 15:15 | t/p | 613 | 0.01 | 1.01290 | 0.00000 | 1.01290 | 1.48 | 50488.68 |
| 2803 | 2008.04.02 15:15 | t/p | 614 | 0.01 | 1.01290 | 0.00000 | 1.01290 | 3.46 | 50492.14 |
| 2804 | 2008.04.02 15:30 | buy | 615 | 0.01 | 1.01480 | 0.00000 | 0.00000 | |
| 2805 | 2008.04.02 15:30 | modify | 615 | 0.01 | 1.01480 | 0.00000 | 1.01560 | |
| 2806 | 2008.04.02 15:31 | t/p | 615 | 0.01 | 1.01560 | 0.00000 | 1.01560 | 0.79 | 50492.93 |
| 2807 | 2008.04.02 16:00 | buy | 616 | 0.01 | 1.01590 | 0.00000 | 0.00000 | |
| 2808 | 2008.04.02 16:00 | modify | 616 | 0.01 | 1.01590 | 0.00000 | 1.01670 | |
| 2809 | 2008.04.02 17:00 | buy | 617 | 0.01 | 1.01280 | 0.00000 | 0.00000 | |
| 2810 | 2008.04.02 17:00 | modify | 616 | 0.01 | 1.01590 | 0.00000 | 1.01515 | |
| 2811 | 2008.04.02 17:00 | modify | 617 | 0.01 | 1.01280 | 0.00000 | 1.01515 | |
| 2812 | 2008.04.02 18:44 | t/p | 616 | 0.01 | 1.01515 | 0.00000 | 1.01515 | -0.74 | 50492.19 |
| 2813 | 2008.04.02 18:44 | t/p | 617 | 0.01 | 1.01515 | 0.00000 | 1.01515 | 2.31 | 50494.50 |
| 2814 | 2008.04.03 06:00 | buy | 618 | 0.01 | 1.01200 | 0.00000 | 0.00000 | |
| 2815 | 2008.04.03 06:00 | modify | 618 | 0.01 | 1.01200 | 0.00000 | 1.01280 | |
| 2816 | 2008.04.03 06:51 | t/p | 618 | 0.01 | 1.01280 | 0.00000 | 1.01280 | 0.79 | 50495.29 |
| 2817 | 2008.04.03 07:00 | buy | 619 | 0.01 | 1.01240 | 0.00000 | 0.00000 | |
| 2818 | 2008.04.03 07:00 | modify | 619 | 0.01 | 1.01240 | 0.00000 | 1.01320 | |
| 2819 | 2008.04.03 07:11 | t/p | 619 | 0.01 | 1.01320 | 0.00000 | 1.01320 | 0.79 | 50496.08 |
| 2820 | 2008.04.03 07:30 | buy | 620 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 2821 | 2008.04.03 07:30 | modify | 620 | 0.01 | 1.01410 | 0.00000 | 1.01490 | |
| 2822 | 2008.04.03 08:35 | t/p | 620 | 0.01 | 1.01490 | 0.00000 | 1.01490 | 0.79 | 50496.87 |
| 2823 | 2008.04.03 12:00 | buy | 621 | 0.01 | 1.01620 | 0.00000 | 0.00000 | |
| 2824 | 2008.04.03 12:00 | modify | 621 | 0.01 | 1.01620 | 0.00000 | 1.01700 | |
| 2825 | 2008.04.03 12:38 | t/p | 621 | 0.01 | 1.01700 | 0.00000 | 1.01700 | 0.79 | 50497.66 |
| 2826 | 2008.04.03 13:00 | buy | 622 | 0.01 | 1.01810 | 0.00000 | 0.00000 | |
| 2827 | 2008.04.03 13:00 | sell | 623 | 0.06 | 1.01800 | 0.00000 | 0.00000 | |
| 2828 | 2008.04.03 13:00 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 1.00623 | |
| 2829 | 2008.04.03 13:00 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 1.00623 | |
| 2830 | 2008.04.03 13:00 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 1.00623 | |
| 2831 | 2008.04.03 13:00 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 1.00623 | |
| 2832 | 2008.04.03 13:00 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 1.00623 | |
| 2833 | 2008.04.03 13:00 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 1.00623 | |
| 2834 | 2008.04.03 13:00 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 1.00623 | |
| 2835 | 2008.04.03 13:00 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 1.00623 | |
| 2836 | 2008.04.03 13:00 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 1.00623 | |
| 2837 | 2008.04.03 13:00 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 1.00623 | |
| 2838 | 2008.04.03 13:00 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 1.00623 | |
| 2839 | 2008.04.03 13:00 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 1.00623 | |
| 2840 | 2008.04.03 13:00 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 1.00623 | |
| 2841 | 2008.04.03 13:00 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 1.00623 | |
| 2842 | 2008.04.03 13:00 | modify | 603 | 0.04 | 1.01070 | 0.00000 | 1.00623 | |
| 2843 | 2008.04.03 13:00 | modify | 605 | 0.04 | 1.01210 | 0.00000 | 1.00623 | |
| 2844 | 2008.04.03 13:00 | modify | 607 | 0.05 | 1.01350 | 0.00000 | 1.00623 | |
| 2845 | 2008.04.03 13:00 | modify | 609 | 0.05 | 1.01530 | 0.00000 | 1.00623 | |
| 2846 | 2008.04.03 13:00 | modify | 622 | 0.01 | 1.01810 | 0.00000 | 1.01890 | |
| 2847 | 2008.04.03 13:00 | modify | 623 | 0.06 | 1.01800 | 0.00000 | 1.00623 | |
| 2848 | 2008.04.03 13:32 | t/p | 622 | 0.01 | 1.01890 | 0.00000 | 1.01890 | 0.79 | 50498.45 |
| 2849 | 2008.04.03 14:30 | buy | 624 | 0.01 | 1.01970 | 0.00000 | 0.00000 | |
| 2850 | 2008.04.03 14:30 | sell | 625 | 0.06 | 1.01960 | 0.00000 | 0.00000 | |