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 |
| 3001 | 2008.04.07 05:00 | modify | 645 | 0.01 | 1.00980 | 0.00000 | 1.00590 | |
| 3002 | 2008.04.07 05:00 | t/p | 644 | 0.01 | 1.01070 | 0.00000 | 1.01070 | 0.79 | 50554.48 |
| 3003 | 2008.04.07 05:30 | buy | 646 | 0.01 | 1.01100 | 0.00000 | 0.00000 | |
| 3004 | 2008.04.07 05:30 | sell | 647 | 0.02 | 1.01090 | 0.00000 | 0.00000 | |
| 3005 | 2008.04.07 05:30 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00710 | |
| 3006 | 2008.04.07 05:30 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00710 | |
| 3007 | 2008.04.07 05:30 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00710 | |
| 3008 | 2008.04.07 05:30 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.00710 | |
| 3009 | 2008.04.07 05:30 | modify | 645 | 0.01 | 1.00980 | 0.00000 | 1.00710 | |
| 3010 | 2008.04.07 05:30 | modify | 646 | 0.01 | 1.01100 | 0.00000 | 1.01180 | |
| 3011 | 2008.04.07 05:30 | modify | 647 | 0.02 | 1.01090 | 0.00000 | 1.00710 | |
| 3012 | 2008.04.07 06:43 | t/p | 646 | 0.01 | 1.01180 | 0.00000 | 1.01180 | 0.79 | 50555.27 |
| 3013 | 2008.04.07 07:00 | buy | 648 | 0.01 | 1.01210 | 0.00000 | 0.00000 | |
| 3014 | 2008.04.07 07:00 | sell | 649 | 0.02 | 1.01200 | 0.00000 | 0.00000 | |
| 3015 | 2008.04.07 07:00 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00801 | |
| 3016 | 2008.04.07 07:00 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00801 | |
| 3017 | 2008.04.07 07:00 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00801 | |
| 3018 | 2008.04.07 07:00 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.00801 | |
| 3019 | 2008.04.07 07:00 | modify | 645 | 0.01 | 1.00980 | 0.00000 | 1.00801 | |
| 3020 | 2008.04.07 07:00 | modify | 647 | 0.02 | 1.01090 | 0.00000 | 1.00801 | |
| 3021 | 2008.04.07 07:00 | modify | 648 | 0.01 | 1.01210 | 0.00000 | 1.01290 | |
| 3022 | 2008.04.07 07:00 | modify | 649 | 0.02 | 1.01200 | 0.00000 | 1.00801 | |
| 3023 | 2008.04.07 08:58 | t/p | 648 | 0.01 | 1.01290 | 0.00000 | 1.01290 | 0.79 | 50556.06 |
| 3024 | 2008.04.07 09:00 | sell | 650 | 0.02 | 1.01320 | 0.00000 | 0.00000 | |
| 3025 | 2008.04.07 09:00 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00881 | |
| 3026 | 2008.04.07 09:00 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00881 | |
| 3027 | 2008.04.07 09:00 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00881 | |
| 3028 | 2008.04.07 09:00 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.00881 | |
| 3029 | 2008.04.07 09:00 | modify | 645 | 0.01 | 1.00980 | 0.00000 | 1.00881 | |
| 3030 | 2008.04.07 09:00 | modify | 647 | 0.02 | 1.01090 | 0.00000 | 1.00881 | |
| 3031 | 2008.04.07 09:00 | modify | 649 | 0.02 | 1.01200 | 0.00000 | 1.00881 | |
| 3032 | 2008.04.07 09:00 | modify | 650 | 0.02 | 1.01320 | 0.00000 | 1.00881 | |
| 3033 | 2008.04.07 09:30 | sell | 651 | 0.02 | 1.01430 | 0.00000 | 0.00000 | |
| 3034 | 2008.04.07 09:30 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.00953 | |
| 3035 | 2008.04.07 09:30 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.00953 | |
| 3036 | 2008.04.07 09:30 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.00953 | |
| 3037 | 2008.04.07 09:30 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.00953 | |
| 3038 | 2008.04.07 09:30 | modify | 645 | 0.01 | 1.00980 | 0.00000 | 1.00953 | |
| 3039 | 2008.04.07 09:30 | modify | 647 | 0.02 | 1.01090 | 0.00000 | 1.00953 | |
| 3040 | 2008.04.07 09:30 | modify | 649 | 0.02 | 1.01200 | 0.00000 | 1.00953 | |
| 3041 | 2008.04.07 09:30 | modify | 650 | 0.02 | 1.01320 | 0.00000 | 1.00953 | |
| 3042 | 2008.04.07 09:30 | modify | 651 | 0.02 | 1.01430 | 0.00000 | 1.00953 | |
| 3043 | 2008.04.07 10:30 | buy | 652 | 0.01 | 1.01640 | 0.00000 | 0.00000 | |
| 3044 | 2008.04.07 10:30 | sell | 653 | 0.02 | 1.01630 | 0.00000 | 0.00000 | |
| 3045 | 2008.04.07 10:30 | modify | 640 | 0.01 | 1.00310 | 0.00000 | 1.01033 | |
| 3046 | 2008.04.07 10:30 | modify | 641 | 0.01 | 1.00550 | 0.00000 | 1.01033 | |
| 3047 | 2008.04.07 10:30 | modify | 642 | 0.01 | 1.00700 | 0.00000 | 1.01033 | |
| 3048 | 2008.04.07 10:30 | modify | 643 | 0.01 | 1.00810 | 0.00000 | 1.01033 | |
| 3049 | 2008.04.07 10:30 | modify | 645 | 0.01 | 1.00980 | 0.00000 | 1.01033 | |
| 3050 | 2008.04.07 10:30 | modify | 647 | 0.02 | 1.01090 | 0.00000 | 1.01033 | |
| 3051 | 2008.04.07 10:30 | modify | 649 | 0.02 | 1.01200 | 0.00000 | 1.01033 | |
| 3052 | 2008.04.07 10:30 | modify | 650 | 0.02 | 1.01320 | 0.00000 | 1.01033 | |
| 3053 | 2008.04.07 10:30 | modify | 651 | 0.02 | 1.01430 | 0.00000 | 1.01033 | |
| 3054 | 2008.04.07 10:30 | modify | 652 | 0.01 | 1.01640 | 0.00000 | 1.01720 | |
| 3055 | 2008.04.07 10:30 | modify | 653 | 0.02 | 1.01630 | 0.00000 | 1.01033 | |
| 3056 | 2008.04.07 11:00 | buy | 654 | 0.01 | 1.01550 | 0.00000 | 0.00000 | |
| 3057 | 2008.04.07 11:00 | modify | 652 | 0.01 | 1.01640 | 0.00000 | 1.01675 | |
| 3058 | 2008.04.07 11:00 | modify | 654 | 0.01 | 1.01550 | 0.00000 | 1.01675 | |
| 3059 | 2008.04.07 11:30 | buy | 655 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 3060 | 2008.04.07 11:30 | modify | 652 | 0.01 | 1.01640 | 0.00000 | 1.01613 | |
| 3061 | 2008.04.07 11:30 | modify | 654 | 0.01 | 1.01550 | 0.00000 | 1.01613 | |
| 3062 | 2008.04.07 11:30 | modify | 655 | 0.01 | 1.01410 | 0.00000 | 1.01613 | |
| 3063 | 2008.04.07 12:30 | buy | 656 | 0.01 | 1.01330 | 0.00000 | 0.00000 | |
| 3064 | 2008.04.07 12:30 | modify | 652 | 0.01 | 1.01640 | 0.00000 | 1.01563 | |
| 3065 | 2008.04.07 12:30 | modify | 654 | 0.01 | 1.01550 | 0.00000 | 1.01563 | |
| 3066 | 2008.04.07 12:30 | modify | 655 | 0.01 | 1.01410 | 0.00000 | 1.01563 | |
| 3067 | 2008.04.07 12:30 | modify | 656 | 0.01 | 1.01330 | 0.00000 | 1.01563 | |
| 3068 | 2008.04.07 19:35 | t/p | 652 | 0.01 | 1.01563 | 0.00000 | 1.01563 | -0.76 | 50555.30 |
| 3069 | 2008.04.07 19:35 | t/p | 654 | 0.01 | 1.01563 | 0.00000 | 1.01563 | 0.13 | 50555.43 |
| 3070 | 2008.04.07 19:35 | t/p | 655 | 0.01 | 1.01563 | 0.00000 | 1.01563 | 1.51 | 50556.94 |
| 3071 | 2008.04.07 19:35 | t/p | 656 | 0.01 | 1.01563 | 0.00000 | 1.01563 | 2.29 | 50559.23 |
| 3072 | 2008.04.07 20:00 | buy | 657 | 0.01 | 1.01630 | 0.00000 | 0.00000 | |
| 3073 | 2008.04.07 20:00 | modify | 657 | 0.01 | 1.01630 | 0.00000 | 1.01710 | |
| 3074 | 2008.04.07 20:30 | buy | 658 | 0.01 | 1.01530 | 0.00000 | 0.00000 | |
| 3075 | 2008.04.07 20:30 | modify | 657 | 0.01 | 1.01630 | 0.00000 | 1.01660 | |
| 3076 | 2008.04.07 20:30 | modify | 658 | 0.01 | 1.01530 | 0.00000 | 1.01660 | |
| 3077 | 2008.04.07 21:30 | buy | 659 | 0.01 | 1.01450 | 0.00000 | 0.00000 | |
| 3078 | 2008.04.07 21:30 | modify | 657 | 0.01 | 1.01630 | 0.00000 | 1.01617 | |
| 3079 | 2008.04.07 21:30 | modify | 658 | 0.01 | 1.01530 | 0.00000 | 1.01617 | |
| 3080 | 2008.04.07 21:30 | modify | 659 | 0.01 | 1.01450 | 0.00000 | 1.01617 | |
| 3081 | 2008.04.07 23:30 | buy | 660 | 0.01 | 1.01340 | 0.00000 | 0.00000 | |
| 3082 | 2008.04.07 23:30 | modify | 657 | 0.01 | 1.01630 | 0.00000 | 1.01568 | |
| 3083 | 2008.04.07 23:30 | modify | 658 | 0.01 | 1.01530 | 0.00000 | 1.01568 | |
| 3084 | 2008.04.07 23:30 | modify | 659 | 0.01 | 1.01450 | 0.00000 | 1.01568 | |
| 3085 | 2008.04.07 23:30 | modify | 660 | 0.01 | 1.01340 | 0.00000 | 1.01568 | |
| 3086 | 2008.04.08 03:14 | t/p | 640 | 0.01 | 1.01033 | 0.00000 | 1.01033 | -7.22 | 50552.01 |
| 3087 | 2008.04.08 03:14 | t/p | 641 | 0.01 | 1.01033 | 0.00000 | 1.01033 | -4.84 | 50547.16 |
| 3088 | 2008.04.08 03:14 | t/p | 642 | 0.01 | 1.01033 | 0.00000 | 1.01033 | -3.36 | 50543.80 |
| 3089 | 2008.04.08 03:14 | t/p | 643 | 0.01 | 1.01033 | 0.00000 | 1.01033 | -2.27 | 50541.53 |
| 3090 | 2008.04.08 03:14 | t/p | 645 | 0.01 | 1.01033 | 0.00000 | 1.01033 | -0.55 | 50540.98 |
| 3091 | 2008.04.08 03:14 | t/p | 647 | 0.02 | 1.01033 | 0.00000 | 1.01033 | 1.07 | 50542.04 |
| 3092 | 2008.04.08 03:14 | t/p | 649 | 0.02 | 1.01033 | 0.00000 | 1.01033 | 3.25 | 50545.29 |
| 3093 | 2008.04.08 03:14 | t/p | 650 | 0.02 | 1.01033 | 0.00000 | 1.01033 | 5.62 | 50550.91 |
| 3094 | 2008.04.08 03:14 | t/p | 651 | 0.02 | 1.01033 | 0.00000 | 1.01033 | 7.80 | 50558.70 |
| 3095 | 2008.04.08 03:14 | t/p | 653 | 0.02 | 1.01033 | 0.00000 | 1.01033 | 11.76 | 50570.46 |
| 3096 | 2008.04.08 03:30 | buy | 661 | 0.01 | 1.00860 | 0.00000 | 0.00000 | |
| 3097 | 2008.04.08 03:30 | sell | 662 | 0.01 | 1.00850 | 0.00000 | 0.00000 | |
| 3098 | 2008.04.08 03:30 | modify | 657 | 0.01 | 1.01630 | 0.00000 | 1.01442 | |
| 3099 | 2008.04.08 03:30 | modify | 658 | 0.01 | 1.01530 | 0.00000 | 1.01442 | |
| 3100 | 2008.04.08 03:30 | modify | 659 | 0.01 | 1.01450 | 0.00000 | 1.01442 | |
| 3101 | 2008.04.08 03:30 | modify | 660 | 0.01 | 1.01340 | 0.00000 | 1.01442 | |
| 3102 | 2008.04.08 03:30 | modify | 661 | 0.01 | 1.00860 | 0.00000 | 1.01442 | |
| 3103 | 2008.04.08 03:30 | modify | 662 | 0.01 | 1.00850 | 0.00000 | 1.00770 | |
| 3104 | 2008.04.08 03:45 | t/p | 662 | 0.01 | 1.00770 | 0.00000 | 1.00770 | 0.79 | 50571.25 |
| 3105 | 2008.04.08 05:30 | buy | 663 | 0.02 | 1.00750 | 0.00000 | 0.00000 | |
| 3106 | 2008.04.08 05:30 | sell | 664 | 0.01 | 1.00740 | 0.00000 | 0.00000 | |
| 3107 | 2008.04.08 05:30 | modify | 657 | 0.01 | 1.01630 | 0.00000 | 1.01267 | |
| 3108 | 2008.04.08 05:30 | modify | 658 | 0.01 | 1.01530 | 0.00000 | 1.01267 | |
| 3109 | 2008.04.08 05:30 | modify | 659 | 0.01 | 1.01450 | 0.00000 | 1.01267 | |
| 3110 | 2008.04.08 05:30 | modify | 660 | 0.01 | 1.01340 | 0.00000 | 1.01267 | |
| 3111 | 2008.04.08 05:30 | modify | 661 | 0.01 | 1.00860 | 0.00000 | 1.01267 | |
| 3112 | 2008.04.08 05:30 | modify | 663 | 0.02 | 1.00750 | 0.00000 | 1.01267 | |
| 3113 | 2008.04.08 05:30 | modify | 664 | 0.01 | 1.00740 | 0.00000 | 1.00660 | |
| 3114 | 2008.04.08 06:30 | sell | 665 | 0.01 | 1.00880 | 0.00000 | 0.00000 | |
| 3115 | 2008.04.08 06:30 | modify | 664 | 0.01 | 1.00740 | 0.00000 | 1.00730 | |
| 3116 | 2008.04.08 06:30 | modify | 665 | 0.01 | 1.00880 | 0.00000 | 1.00730 | |
| 3117 | 2008.04.08 07:30 | sell | 666 | 0.01 | 1.01010 | 0.00000 | 0.00000 | |
| 3118 | 2008.04.08 07:30 | modify | 664 | 0.01 | 1.00740 | 0.00000 | 1.00797 | |
| 3119 | 2008.04.08 07:30 | modify | 665 | 0.01 | 1.00880 | 0.00000 | 1.00797 | |
| 3120 | 2008.04.08 07:30 | modify | 666 | 0.01 | 1.01010 | 0.00000 | 1.00797 | |
| 3121 | 2008.04.08 11:01 | t/p | 664 | 0.01 | 1.00797 | 0.00000 | 1.00797 | -0.57 | 50570.68 |
| 3122 | 2008.04.08 11:01 | t/p | 665 | 0.01 | 1.00797 | 0.00000 | 1.00797 | 0.82 | 50571.50 |
| 3123 | 2008.04.08 11:01 | t/p | 666 | 0.01 | 1.00797 | 0.00000 | 1.00797 | 2.11 | 50573.61 |
| 3124 | 2008.04.08 15:01 | t/p | 657 | 0.01 | 1.01267 | 0.00000 | 1.01267 | -3.57 | 50570.03 |
| 3125 | 2008.04.08 15:01 | t/p | 658 | 0.01 | 1.01267 | 0.00000 | 1.01267 | -2.59 | 50567.44 |
| 3126 | 2008.04.08 15:01 | t/p | 659 | 0.01 | 1.01267 | 0.00000 | 1.01267 | -1.80 | 50565.64 |
| 3127 | 2008.04.08 15:01 | t/p | 660 | 0.01 | 1.01267 | 0.00000 | 1.01267 | -0.71 | 50564.92 |
| 3128 | 2008.04.08 15:01 | t/p | 661 | 0.01 | 1.01267 | 0.00000 | 1.01267 | 4.02 | 50568.94 |
| 3129 | 2008.04.08 15:01 | t/p | 663 | 0.02 | 1.01267 | 0.00000 | 1.01267 | 10.21 | 50579.15 |
| 3130 | 2008.04.08 15:30 | buy | 667 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 3131 | 2008.04.08 15:30 | modify | 667 | 0.01 | 1.01410 | 0.00000 | 1.01490 | |
| 3132 | 2008.04.08 16:00 | buy | 668 | 0.01 | 1.01300 | 0.00000 | 0.00000 | |
| 3133 | 2008.04.08 16:00 | modify | 667 | 0.01 | 1.01410 | 0.00000 | 1.01435 | |
| 3134 | 2008.04.08 16:00 | modify | 668 | 0.01 | 1.01300 | 0.00000 | 1.01435 | |
| 3135 | 2008.04.08 17:00 | buy | 669 | 0.01 | 1.01230 | 0.00000 | 0.00000 | |
| 3136 | 2008.04.08 17:00 | modify | 667 | 0.01 | 1.01410 | 0.00000 | 1.01393 | |
| 3137 | 2008.04.08 17:00 | modify | 668 | 0.01 | 1.01300 | 0.00000 | 1.01393 | |
| 3138 | 2008.04.08 17:00 | modify | 669 | 0.01 | 1.01230 | 0.00000 | 1.01393 | |
| 3139 | 2008.04.08 17:49 | t/p | 667 | 0.01 | 1.01393 | 0.00000 | 1.01393 | -0.17 | 50578.98 |
| 3140 | 2008.04.08 17:49 | t/p | 668 | 0.01 | 1.01393 | 0.00000 | 1.01393 | 0.92 | 50579.90 |
| 3141 | 2008.04.08 17:49 | t/p | 669 | 0.01 | 1.01393 | 0.00000 | 1.01393 | 1.61 | 50581.51 |
| 3142 | 2008.04.08 18:00 | buy | 670 | 0.01 | 1.01440 | 0.00000 | 0.00000 | |
| 3143 | 2008.04.08 18:00 | modify | 670 | 0.01 | 1.01440 | 0.00000 | 1.01520 | |
| 3144 | 2008.04.08 19:03 | t/p | 670 | 0.01 | 1.01520 | 0.00000 | 1.01520 | 0.79 | 50582.30 |
| 3145 | 2008.04.09 01:30 | buy | 671 | 0.01 | 1.01670 | 0.00000 | 0.00000 | |
| 3146 | 2008.04.09 01:30 | modify | 671 | 0.01 | 1.01670 | 0.00000 | 1.01750 | |
| 3147 | 2008.04.09 03:00 | buy | 672 | 0.01 | 1.01570 | 0.00000 | 0.00000 | |
| 3148 | 2008.04.09 03:00 | modify | 671 | 0.01 | 1.01670 | 0.00000 | 1.01700 | |
| 3149 | 2008.04.09 03:00 | modify | 672 | 0.01 | 1.01570 | 0.00000 | 1.01700 | |
| 3150 | 2008.04.09 03:30 | buy | 673 | 0.01 | 1.01490 | 0.00000 | 0.00000 | |