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 |
| 2851 | 2008.04.03 14:30 | modify | 579 | 0.01 | 0.98750 | 0.00000 | 1.00756 | ||
| 2852 | 2008.04.03 14:30 | modify | 580 | 0.01 | 0.98900 | 0.00000 | 1.00756 | ||
| 2853 | 2008.04.03 14:30 | modify | 581 | 0.01 | 0.99000 | 0.00000 | 1.00756 | ||
| 2854 | 2008.04.03 14:30 | modify | 582 | 0.01 | 0.99210 | 0.00000 | 1.00756 | ||
| 2855 | 2008.04.03 14:30 | modify | 583 | 0.01 | 0.99300 | 0.00000 | 1.00756 | ||
| 2856 | 2008.04.03 14:30 | modify | 584 | 0.02 | 0.99480 | 0.00000 | 1.00756 | ||
| 2857 | 2008.04.03 14:30 | modify | 586 | 0.02 | 0.99600 | 0.00000 | 1.00756 | ||
| 2858 | 2008.04.03 14:30 | modify | 588 | 0.02 | 0.99800 | 0.00000 | 1.00756 | ||
| 2859 | 2008.04.03 14:30 | modify | 590 | 0.02 | 1.00060 | 0.00000 | 1.00756 | ||
| 2860 | 2008.04.03 14:30 | modify | 592 | 0.02 | 1.00220 | 0.00000 | 1.00756 | ||
| 2861 | 2008.04.03 14:30 | modify | 597 | 0.03 | 1.00390 | 0.00000 | 1.00756 | ||
| 2862 | 2008.04.03 14:30 | modify | 599 | 0.03 | 1.00670 | 0.00000 | 1.00756 | ||
| 2863 | 2008.04.03 14:30 | modify | 600 | 0.03 | 1.00760 | 0.00000 | 1.00756 | ||
| 2864 | 2008.04.03 14:30 | modify | 601 | 0.03 | 1.00870 | 0.00000 | 1.00756 | ||
| 2865 | 2008.04.03 14:30 | modify | 603 | 0.04 | 1.01070 | 0.00000 | 1.00756 | ||
| 2866 | 2008.04.03 14:30 | modify | 605 | 0.04 | 1.01210 | 0.00000 | 1.00756 | ||
| 2867 | 2008.04.03 14:30 | modify | 607 | 0.05 | 1.01350 | 0.00000 | 1.00756 | ||
| 2868 | 2008.04.03 14:30 | modify | 609 | 0.05 | 1.01530 | 0.00000 | 1.00756 | ||
| 2869 | 2008.04.03 14:30 | modify | 623 | 0.06 | 1.01800 | 0.00000 | 1.00756 | ||
| 2870 | 2008.04.03 14:30 | modify | 624 | 0.01 | 1.01970 | 0.00000 | 1.02050 | ||
| 2871 | 2008.04.03 14:30 | modify | 625 | 0.06 | 1.01960 | 0.00000 | 1.00756 | ||
| 2872 | 2008.04.03 14:30 | t/p | 624 | 0.01 | 1.02050 | 0.00000 | 1.02050 | 0.78 | 50499.23 |
| 2873 | 2008.04.03 15:00 | buy | 626 | 0.01 | 1.02050 | 0.00000 | 0.00000 | ||
| 2874 | 2008.04.03 15:00 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.02130 | ||
| 2875 | 2008.04.03 15:30 | buy | 627 | 0.01 | 1.01970 | 0.00000 | 0.00000 | ||
| 2876 | 2008.04.03 15:30 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.02090 | ||
| 2877 | 2008.04.03 15:30 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.02090 | ||
| 2878 | 2008.04.03 16:00 | buy | 628 | 0.01 | 1.01480 | 0.00000 | 0.00000 | ||
| 2879 | 2008.04.03 16:00 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01913 | ||
| 2880 | 2008.04.03 16:00 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01913 | ||
| 2881 | 2008.04.03 16:00 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01913 | ||
| 2882 | 2008.04.03 16:30 | buy | 629 | 0.01 | 1.01310 | 0.00000 | 0.00000 | ||
| 2883 | 2008.04.03 16:30 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01783 | ||
| 2884 | 2008.04.03 16:30 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01783 | ||
| 2885 | 2008.04.03 16:30 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01783 | ||
| 2886 | 2008.04.03 16:30 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.01783 | ||
| 2887 | 2008.04.03 18:00 | buy | 630 | 0.01 | 1.01140 | 0.00000 | 0.00000 | ||
| 2888 | 2008.04.03 18:00 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01670 | ||
| 2889 | 2008.04.03 18:00 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01670 | ||
| 2890 | 2008.04.03 18:00 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01670 | ||
| 2891 | 2008.04.03 18:00 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.01670 | ||
| 2892 | 2008.04.03 18:00 | modify | 630 | 0.01 | 1.01140 | 0.00000 | 1.01670 | ||
| 2893 | 2008.04.03 18:30 | buy | 631 | 0.02 | 1.00830 | 0.00000 | 0.00000 | ||
| 2894 | 2008.04.03 18:30 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01453 | ||
| 2895 | 2008.04.03 18:30 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01453 | ||
| 2896 | 2008.04.03 18:30 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01453 | ||
| 2897 | 2008.04.03 18:30 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.01453 | ||
| 2898 | 2008.04.03 18:30 | modify | 630 | 0.01 | 1.01140 | 0.00000 | 1.01453 | ||
| 2899 | 2008.04.03 18:30 | modify | 631 | 0.02 | 1.00830 | 0.00000 | 1.01453 | ||
| 2900 | 2008.04.03 18:42 | t/p | 579 | 0.01 | 1.00756 | 0.00000 | 1.00756 | -20.07 | 50479.16 |
| 2901 | 2008.04.03 18:42 | t/p | 580 | 0.01 | 1.00756 | 0.00000 | 1.00756 | -18.58 | 50460.58 |
| 2902 | 2008.04.03 18:42 | t/p | 581 | 0.01 | 1.00756 | 0.00000 | 1.00756 | -17.59 | 50442.99 |
| 2903 | 2008.04.03 18:42 | t/p | 582 | 0.01 | 1.00756 | 0.00000 | 1.00756 | -15.50 | 50427.49 |
| 2904 | 2008.04.03 18:42 | t/p | 583 | 0.01 | 1.00756 | 0.00000 | 1.00756 | -14.61 | 50412.89 |
| 2905 | 2008.04.03 18:42 | t/p | 584 | 0.02 | 1.00756 | 0.00000 | 1.00756 | -25.58 | 50387.30 |
| 2906 | 2008.04.03 18:42 | t/p | 586 | 0.02 | 1.00756 | 0.00000 | 1.00756 | -23.20 | 50364.10 |
| 2907 | 2008.04.03 18:42 | t/p | 588 | 0.02 | 1.00756 | 0.00000 | 1.00756 | -19.23 | 50344.87 |
| 2908 | 2008.04.03 18:42 | t/p | 590 | 0.02 | 1.00756 | 0.00000 | 1.00756 | -14.07 | 50330.79 |
| 2909 | 2008.04.03 18:42 | t/p | 592 | 0.02 | 1.00756 | 0.00000 | 1.00756 | -10.89 | 50319.90 |
| 2910 | 2008.04.03 18:42 | t/p | 597 | 0.03 | 1.00756 | 0.00000 | 1.00756 | -11.28 | 50308.62 |
| 2911 | 2008.04.03 18:42 | t/p | 599 | 0.03 | 1.00756 | 0.00000 | 1.00756 | -2.94 | 50305.68 |
| 2912 | 2008.04.03 18:42 | t/p | 600 | 0.03 | 1.00756 | 0.00000 | 1.00756 | -0.26 | 50305.42 |
| 2913 | 2008.04.03 18:42 | t/p | 601 | 0.03 | 1.00756 | 0.00000 | 1.00756 | 3.01 | 50308.43 |
| 2914 | 2008.04.03 18:42 | t/p | 603 | 0.04 | 1.00756 | 0.00000 | 1.00756 | 11.96 | 50320.39 |
| 2915 | 2008.04.03 18:42 | t/p | 605 | 0.04 | 1.00756 | 0.00000 | 1.00756 | 17.51 | 50337.91 |
| 2916 | 2008.04.03 18:42 | t/p | 607 | 0.05 | 1.00756 | 0.00000 | 1.00756 | 28.85 | 50366.75 |
| 2917 | 2008.04.03 18:42 | t/p | 609 | 0.05 | 1.00756 | 0.00000 | 1.00756 | 37.93 | 50404.69 |
| 2918 | 2008.04.03 18:42 | t/p | 623 | 0.06 | 1.00756 | 0.00000 | 1.00756 | 62.17 | 50466.86 |
| 2919 | 2008.04.03 18:42 | t/p | 625 | 0.06 | 1.00756 | 0.00000 | 1.00756 | 71.70 | 50538.56 |
| 2920 | 2008.04.04 11:00 | buy | 632 | 0.02 | 1.00750 | 0.00000 | 0.00000 | ||
| 2921 | 2008.04.04 11:00 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01314 | ||
| 2922 | 2008.04.04 11:00 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01314 | ||
| 2923 | 2008.04.04 11:00 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01314 | ||
| 2924 | 2008.04.04 11:00 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.01314 | ||
| 2925 | 2008.04.04 11:00 | modify | 630 | 0.01 | 1.01140 | 0.00000 | 1.01314 | ||
| 2926 | 2008.04.04 11:00 | modify | 631 | 0.02 | 1.00830 | 0.00000 | 1.01314 | ||
| 2927 | 2008.04.04 11:00 | modify | 632 | 0.02 | 1.00750 | 0.00000 | 1.01314 | ||
| 2928 | 2008.04.04 16:00 | sell | 633 | 0.01 | 1.00930 | 0.00000 | 0.00000 | ||
| 2929 | 2008.04.04 16:00 | modify | 633 | 0.01 | 1.00930 | 0.00000 | 1.00850 | ||
| 2930 | 2008.04.04 16:08 | t/p | 633 | 0.01 | 1.00850 | 0.00000 | 1.00850 | 0.79 | 50539.35 |
| 2931 | 2008.04.04 16:30 | buy | 634 | 0.02 | 1.00530 | 0.00000 | 0.00000 | ||
| 2932 | 2008.04.04 16:30 | sell | 635 | 0.01 | 1.00520 | 0.00000 | 0.00000 | ||
| 2933 | 2008.04.04 16:30 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01186 | ||
| 2934 | 2008.04.04 16:30 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01186 | ||
| 2935 | 2008.04.04 16:30 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01186 | ||
| 2936 | 2008.04.04 16:30 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.01186 | ||
| 2937 | 2008.04.04 16:30 | modify | 630 | 0.01 | 1.01140 | 0.00000 | 1.01186 | ||
| 2938 | 2008.04.04 16:30 | modify | 631 | 0.02 | 1.00830 | 0.00000 | 1.01186 | ||
| 2939 | 2008.04.04 16:30 | modify | 632 | 0.02 | 1.00750 | 0.00000 | 1.01186 | ||
| 2940 | 2008.04.04 16:30 | modify | 634 | 0.02 | 1.00530 | 0.00000 | 1.01186 | ||
| 2941 | 2008.04.04 16:30 | modify | 635 | 0.01 | 1.00520 | 0.00000 | 1.00440 | ||
| 2942 | 2008.04.04 16:33 | t/p | 635 | 0.01 | 1.00440 | 0.00000 | 1.00440 | 0.80 | 50540.15 |
| 2943 | 2008.04.04 17:00 | sell | 636 | 0.01 | 1.00500 | 0.00000 | 0.00000 | ||
| 2944 | 2008.04.04 17:00 | modify | 636 | 0.01 | 1.00500 | 0.00000 | 1.00420 | ||
| 2945 | 2008.04.04 17:03 | t/p | 636 | 0.01 | 1.00420 | 0.00000 | 1.00420 | 0.80 | 50540.95 |
| 2946 | 2008.04.04 17:30 | buy | 637 | 0.02 | 1.00400 | 0.00000 | 0.00000 | ||
| 2947 | 2008.04.04 17:30 | sell | 638 | 0.01 | 1.00390 | 0.00000 | 0.00000 | ||
| 2948 | 2008.04.04 17:30 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.01078 | ||
| 2949 | 2008.04.04 17:30 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.01078 | ||
| 2950 | 2008.04.04 17:30 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.01078 | ||
| 2951 | 2008.04.04 17:30 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.01078 | ||
| 2952 | 2008.04.04 17:30 | modify | 630 | 0.01 | 1.01140 | 0.00000 | 1.01078 | ||
| 2953 | 2008.04.04 17:30 | modify | 631 | 0.02 | 1.00830 | 0.00000 | 1.01078 | ||
| 2954 | 2008.04.04 17:30 | modify | 632 | 0.02 | 1.00750 | 0.00000 | 1.01078 | ||
| 2955 | 2008.04.04 17:30 | modify | 634 | 0.02 | 1.00530 | 0.00000 | 1.01078 | ||
| 2956 | 2008.04.04 17:30 | modify | 637 | 0.02 | 1.00400 | 0.00000 | 1.01078 | ||
| 2957 | 2008.04.04 17:30 | modify | 638 | 0.01 | 1.00390 | 0.00000 | 1.00310 | ||
| 2958 | 2008.04.04 17:32 | t/p | 638 | 0.01 | 1.00310 | 0.00000 | 1.00310 | 0.80 | 50541.75 |
| 2959 | 2008.04.04 18:00 | buy | 639 | 0.02 | 1.00320 | 0.00000 | 0.00000 | ||
| 2960 | 2008.04.04 18:00 | sell | 640 | 0.01 | 1.00310 | 0.00000 | 0.00000 | ||
| 2961 | 2008.04.04 18:00 | modify | 626 | 0.01 | 1.02050 | 0.00000 | 1.00987 | ||
| 2962 | 2008.04.04 18:00 | modify | 627 | 0.01 | 1.01970 | 0.00000 | 1.00987 | ||
| 2963 | 2008.04.04 18:00 | modify | 628 | 0.01 | 1.01480 | 0.00000 | 1.00987 | ||
| 2964 | 2008.04.04 18:00 | modify | 629 | 0.01 | 1.01310 | 0.00000 | 1.00987 | ||
| 2965 | 2008.04.04 18:00 | modify | 630 | 0.01 | 1.01140 | 0.00000 | 1.00987 | ||
| 2966 | 2008.04.04 18:00 | modify | 631 | 0.02 | 1.00830 | 0.00000 | 1.00987 | ||
| 2967 | 2008.04.04 18:00 | modify | 632 | 0.02 | 1.00750 | 0.00000 | 1.00987 | ||
| 2968 | 2008.04.04 18:00 | modify | 634 | 0.02 | 1.00530 | 0.00000 | 1.00987 | ||
| 2969 | 2008.04.04 18:00 | modify | 637 | 0.02 | 1.00400 | 0.00000 | 1.00987 | ||
| 2970 | 2008.04.04 18:00 | modify | 639 | 0.02 | 1.00320 | 0.00000 | 1.00987 | ||
| 2971 | 2008.04.04 18:00 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00230 | ||
| 2972 | 2008.04.04 18:30 | sell | 641 | 0.01 | 1.00550 | 0.00000 | 0.00000 | ||
| 2973 | 2008.04.04 18:30 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00350 | ||
| 2974 | 2008.04.04 18:30 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00350 | ||
| 2975 | 2008.04.04 19:30 | sell | 642 | 0.01 | 1.00700 | 0.00000 | 0.00000 | ||
| 2976 | 2008.04.04 19:30 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00440 | ||
| 2977 | 2008.04.04 19:30 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00440 | ||
| 2978 | 2008.04.04 19:30 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00440 | ||
| 2979 | 2008.04.04 20:00 | sell | 643 | 0.01 | 1.00810 | 0.00000 | 0.00000 | ||
| 2980 | 2008.04.04 20:00 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00513 | ||
| 2981 | 2008.04.04 20:00 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00513 | ||
| 2982 | 2008.04.04 20:00 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00513 | ||
| 2983 | 2008.04.04 20:00 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.00513 | ||
| 2984 | 2008.04.07 04:53 | t/p | 626 | 0.01 | 1.00987 | 0.00000 | 1.00987 | -10.52 | 50531.23 |
| 2985 | 2008.04.07 04:53 | t/p | 627 | 0.01 | 1.00987 | 0.00000 | 1.00987 | -9.72 | 50521.51 |
| 2986 | 2008.04.07 04:53 | t/p | 628 | 0.01 | 1.00987 | 0.00000 | 1.00987 | -4.87 | 50516.64 |
| 2987 | 2008.04.07 04:53 | t/p | 629 | 0.01 | 1.00987 | 0.00000 | 1.00987 | -3.19 | 50513.45 |
| 2988 | 2008.04.07 04:53 | t/p | 630 | 0.01 | 1.00987 | 0.00000 | 1.00987 | -1.51 | 50511.94 |
| 2989 | 2008.04.07 04:53 | t/p | 631 | 0.02 | 1.00987 | 0.00000 | 1.00987 | 3.13 | 50515.08 |
| 2990 | 2008.04.07 04:53 | t/p | 632 | 0.02 | 1.00987 | 0.00000 | 1.00987 | 4.70 | 50519.78 |
| 2991 | 2008.04.07 04:53 | t/p | 634 | 0.02 | 1.00987 | 0.00000 | 1.00987 | 9.06 | 50528.84 |
| 2992 | 2008.04.07 04:53 | t/p | 637 | 0.02 | 1.00987 | 0.00000 | 1.00987 | 11.63 | 50540.47 |
| 2993 | 2008.04.07 04:53 | t/p | 639 | 0.02 | 1.00987 | 0.00000 | 1.00987 | 13.22 | 50553.69 |
| 2994 | 2008.04.07 05:00 | buy | 644 | 0.01 | 1.00990 | 0.00000 | 0.00000 | ||
| 2995 | 2008.04.07 05:00 | sell | 645 | 0.01 | 1.00980 | 0.00000 | 0.00000 | ||
| 2996 | 2008.04.07 05:00 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00590 | ||
| 2997 | 2008.04.07 05:00 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00590 | ||
| 2998 | 2008.04.07 05:00 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00590 | ||
| 2999 | 2008.04.07 05:00 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.00590 | ||
| 3000 | 2008.04.07 05:00 | modify | 644 | 0.01 | 1.00990 | 0.00000 | 1.01070 | ||