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 |
| 3151 | 2008.04.09 03:30 | modify | 671 | 0.01 | 1.01670 | 0.00000 | 1.01657 | |
| 3152 | 2008.04.09 03:30 | modify | 672 | 0.01 | 1.01570 | 0.00000 | 1.01657 | |
| 3153 | 2008.04.09 03:30 | modify | 673 | 0.01 | 1.01490 | 0.00000 | 1.01657 | |
| 3154 | 2008.04.09 05:30 | buy | 674 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 3155 | 2008.04.09 05:30 | modify | 671 | 0.01 | 1.01670 | 0.00000 | 1.01615 | |
| 3156 | 2008.04.09 05:30 | modify | 672 | 0.01 | 1.01570 | 0.00000 | 1.01615 | |
| 3157 | 2008.04.09 05:30 | modify | 673 | 0.01 | 1.01490 | 0.00000 | 1.01615 | |
| 3158 | 2008.04.09 05:30 | modify | 674 | 0.01 | 1.01410 | 0.00000 | 1.01615 | |
| 3159 | 2008.04.09 07:30 | buy | 675 | 0.01 | 1.01320 | 0.00000 | 0.00000 | |
| 3160 | 2008.04.09 07:30 | modify | 671 | 0.01 | 1.01670 | 0.00000 | 1.01572 | |
| 3161 | 2008.04.09 07:30 | modify | 672 | 0.01 | 1.01570 | 0.00000 | 1.01572 | |
| 3162 | 2008.04.09 07:30 | modify | 673 | 0.01 | 1.01490 | 0.00000 | 1.01572 | |
| 3163 | 2008.04.09 07:30 | modify | 674 | 0.01 | 1.01410 | 0.00000 | 1.01572 | |
| 3164 | 2008.04.09 07:30 | modify | 675 | 0.01 | 1.01320 | 0.00000 | 1.01572 | |
| 3165 | 2008.04.09 09:30 | buy | 676 | 0.02 | 1.01160 | 0.00000 | 0.00000 | |
| 3166 | 2008.04.09 09:30 | modify | 671 | 0.01 | 1.01670 | 0.00000 | 1.01477 | |
| 3167 | 2008.04.09 09:30 | modify | 672 | 0.01 | 1.01570 | 0.00000 | 1.01477 | |
| 3168 | 2008.04.09 09:30 | modify | 673 | 0.01 | 1.01490 | 0.00000 | 1.01477 | |
| 3169 | 2008.04.09 09:30 | modify | 674 | 0.01 | 1.01410 | 0.00000 | 1.01477 | |
| 3170 | 2008.04.09 09:30 | modify | 675 | 0.01 | 1.01320 | 0.00000 | 1.01477 | |
| 3171 | 2008.04.09 09:30 | modify | 676 | 0.02 | 1.01160 | 0.00000 | 1.01477 | |
| 3172 | 2008.04.09 10:00 | sell | 677 | 0.01 | 1.01100 | 0.00000 | 0.00000 | |
| 3173 | 2008.04.09 10:00 | modify | 677 | 0.01 | 1.01100 | 0.00000 | 1.01020 | |
| 3174 | 2008.04.09 10:30 | sell | 678 | 0.01 | 1.01270 | 0.00000 | 0.00000 | |
| 3175 | 2008.04.09 10:30 | modify | 677 | 0.01 | 1.01100 | 0.00000 | 1.01105 | |
| 3176 | 2008.04.09 10:30 | modify | 678 | 0.01 | 1.01270 | 0.00000 | 1.01105 | |
| 3177 | 2008.04.09 14:19 | t/p | 671 | 0.01 | 1.01477 | 0.00000 | 1.01477 | -1.90 | 50580.40 |
| 3178 | 2008.04.09 14:19 | t/p | 672 | 0.01 | 1.01477 | 0.00000 | 1.01477 | -0.92 | 50579.48 |
| 3179 | 2008.04.09 14:19 | t/p | 673 | 0.01 | 1.01477 | 0.00000 | 1.01477 | -0.13 | 50579.35 |
| 3180 | 2008.04.09 14:19 | t/p | 674 | 0.01 | 1.01477 | 0.00000 | 1.01477 | 0.66 | 50580.01 |
| 3181 | 2008.04.09 14:19 | t/p | 675 | 0.01 | 1.01477 | 0.00000 | 1.01477 | 1.55 | 50581.56 |
| 3182 | 2008.04.09 14:19 | t/p | 676 | 0.02 | 1.01477 | 0.00000 | 1.01477 | 6.25 | 50587.81 |
| 3183 | 2008.04.09 14:30 | sell | 679 | 0.01 | 1.01390 | 0.00000 | 0.00000 | |
| 3184 | 2008.04.09 14:30 | modify | 677 | 0.01 | 1.01100 | 0.00000 | 1.01173 | |
| 3185 | 2008.04.09 14:30 | modify | 678 | 0.01 | 1.01270 | 0.00000 | 1.01173 | |
| 3186 | 2008.04.09 14:30 | modify | 679 | 0.01 | 1.01390 | 0.00000 | 1.01173 | |
| 3187 | 2008.04.09 15:48 | t/p | 677 | 0.01 | 1.01173 | 0.00000 | 1.01173 | -0.72 | 50587.09 |
| 3188 | 2008.04.09 15:48 | t/p | 678 | 0.01 | 1.01173 | 0.00000 | 1.01173 | 0.96 | 50588.05 |
| 3189 | 2008.04.09 15:48 | t/p | 679 | 0.01 | 1.01173 | 0.00000 | 1.01173 | 2.14 | 50590.19 |
| 3190 | 2008.04.09 16:00 | sell | 680 | 0.01 | 1.01080 | 0.00000 | 0.00000 | |
| 3191 | 2008.04.09 16:00 | modify | 680 | 0.01 | 1.01080 | 0.00000 | 1.01000 | |
| 3192 | 2008.04.09 16:05 | t/p | 680 | 0.01 | 1.01000 | 0.00000 | 1.01000 | 0.79 | 50590.98 |
| 3193 | 2008.04.09 16:30 | sell | 681 | 0.01 | 1.00930 | 0.00000 | 0.00000 | |
| 3194 | 2008.04.09 16:30 | modify | 681 | 0.01 | 1.00930 | 0.00000 | 1.00850 | |
| 3195 | 2008.04.09 16:53 | t/p | 681 | 0.01 | 1.00850 | 0.00000 | 1.00850 | 0.79 | 50591.77 |
| 3196 | 2008.04.09 17:00 | sell | 682 | 0.01 | 1.00900 | 0.00000 | 0.00000 | |
| 3197 | 2008.04.09 17:00 | modify | 682 | 0.01 | 1.00900 | 0.00000 | 1.00820 | |
| 3198 | 2008.04.09 17:02 | t/p | 682 | 0.01 | 1.00820 | 0.00000 | 1.00820 | 0.79 | 50592.56 |
| 3199 | 2008.04.09 17:30 | sell | 683 | 0.01 | 1.00790 | 0.00000 | 0.00000 | |
| 3200 | 2008.04.09 17:30 | modify | 683 | 0.01 | 1.00790 | 0.00000 | 1.00710 | |
| 3201 | 2008.04.09 17:30 | t/p | 683 | 0.01 | 1.00710 | 0.00000 | 1.00710 | 0.79 | 50593.35 |
| 3202 | 2008.04.09 18:00 | sell | 684 | 0.01 | 1.00610 | 0.00000 | 0.00000 | |
| 3203 | 2008.04.09 18:00 | modify | 684 | 0.01 | 1.00610 | 0.00000 | 1.00530 | |
| 3204 | 2008.04.09 18:15 | t/p | 684 | 0.01 | 1.00530 | 0.00000 | 1.00530 | 0.80 | 50594.15 |
| 3205 | 2008.04.09 18:30 | sell | 685 | 0.01 | 1.00310 | 0.00000 | 0.00000 | |
| 3206 | 2008.04.09 18:30 | modify | 685 | 0.01 | 1.00310 | 0.00000 | 1.00230 | |
| 3207 | 2008.04.09 18:33 | t/p | 685 | 0.01 | 1.00230 | 0.00000 | 1.00230 | 0.80 | 50594.95 |
| 3208 | 2008.04.09 19:00 | sell | 686 | 0.01 | 1.00190 | 0.00000 | 0.00000 | |
| 3209 | 2008.04.09 19:00 | modify | 686 | 0.01 | 1.00190 | 0.00000 | 1.00110 | |
| 3210 | 2008.04.09 19:47 | t/p | 686 | 0.01 | 1.00110 | 0.00000 | 1.00110 | 0.80 | 50595.75 |
| 3211 | 2008.04.09 20:00 | sell | 687 | 0.01 | 0.99810 | 0.00000 | 0.00000 | |
| 3212 | 2008.04.09 20:00 | modify | 687 | 0.01 | 0.99810 | 0.00000 | 0.99730 | |
| 3213 | 2008.04.09 20:30 | sell | 688 | 0.01 | 0.99940 | 0.00000 | 0.00000 | |
| 3214 | 2008.04.09 20:30 | modify | 687 | 0.01 | 0.99810 | 0.00000 | 0.99795 | |
| 3215 | 2008.04.09 20:30 | modify | 688 | 0.01 | 0.99940 | 0.00000 | 0.99795 | |
| 3216 | 2008.04.09 22:00 | sell | 689 | 0.01 | 1.00140 | 0.00000 | 0.00000 | |
| 3217 | 2008.04.09 22:00 | modify | 687 | 0.01 | 0.99810 | 0.00000 | 0.99883 | |
| 3218 | 2008.04.09 22:00 | modify | 688 | 0.01 | 0.99940 | 0.00000 | 0.99883 | |
| 3219 | 2008.04.09 22:00 | modify | 689 | 0.01 | 1.00140 | 0.00000 | 0.99883 | |
| 3220 | 2008.04.10 01:30 | sell | 690 | 0.01 | 1.00280 | 0.00000 | 0.00000 | |
| 3221 | 2008.04.10 01:30 | modify | 687 | 0.01 | 0.99810 | 0.00000 | 0.99963 | |
| 3222 | 2008.04.10 01:30 | modify | 688 | 0.01 | 0.99940 | 0.00000 | 0.99963 | |
| 3223 | 2008.04.10 01:30 | modify | 689 | 0.01 | 1.00140 | 0.00000 | 0.99963 | |
| 3224 | 2008.04.10 01:30 | modify | 690 | 0.01 | 1.00280 | 0.00000 | 0.99963 | |
| 3225 | 2008.04.10 03:23 | t/p | 687 | 0.01 | 0.99963 | 0.00000 | 0.99963 | -1.62 | 50594.13 |
| 3226 | 2008.04.10 03:23 | t/p | 688 | 0.01 | 0.99963 | 0.00000 | 0.99963 | -0.33 | 50593.80 |
| 3227 | 2008.04.10 03:23 | t/p | 689 | 0.01 | 0.99963 | 0.00000 | 0.99963 | 1.68 | 50595.48 |
| 3228 | 2008.04.10 03:23 | t/p | 690 | 0.01 | 0.99963 | 0.00000 | 0.99963 | 3.17 | 50598.65 |
| 3229 | 2008.04.10 04:00 | sell | 691 | 0.01 | 0.99880 | 0.00000 | 0.00000 | |
| 3230 | 2008.04.10 04:00 | modify | 691 | 0.01 | 0.99880 | 0.00000 | 0.99800 | |
| 3231 | 2008.04.10 04:19 | t/p | 691 | 0.01 | 0.99800 | 0.00000 | 0.99800 | 0.80 | 50599.45 |
| 3232 | 2008.04.10 04:30 | sell | 692 | 0.01 | 0.99810 | 0.00000 | 0.00000 | |
| 3233 | 2008.04.10 04:30 | modify | 692 | 0.01 | 0.99810 | 0.00000 | 0.99730 | |
| 3234 | 2008.04.10 05:00 | sell | 693 | 0.01 | 0.99980 | 0.00000 | 0.00000 | |
| 3235 | 2008.04.10 05:00 | modify | 692 | 0.01 | 0.99810 | 0.00000 | 0.99815 | |
| 3236 | 2008.04.10 05:00 | modify | 693 | 0.01 | 0.99980 | 0.00000 | 0.99815 | |
| 3237 | 2008.04.10 06:54 | t/p | 692 | 0.01 | 0.99815 | 0.00000 | 0.99815 | -0.05 | 50599.40 |
| 3238 | 2008.04.10 06:54 | t/p | 693 | 0.01 | 0.99815 | 0.00000 | 0.99815 | 1.65 | 50601.05 |
| 3239 | 2008.04.10 08:00 | sell | 694 | 0.01 | 0.99790 | 0.00000 | 0.00000 | |
| 3240 | 2008.04.10 08:00 | modify | 694 | 0.01 | 0.99790 | 0.00000 | 0.99710 | |
| 3241 | 2008.04.10 08:57 | t/p | 694 | 0.01 | 0.99710 | 0.00000 | 0.99710 | 0.80 | 50601.85 |
| 3242 | 2008.04.10 11:30 | sell | 695 | 0.01 | 0.99240 | 0.00000 | 0.00000 | |
| 3243 | 2008.04.10 11:30 | modify | 695 | 0.01 | 0.99240 | 0.00000 | 0.99160 | |
| 3244 | 2008.04.10 11:40 | t/p | 695 | 0.01 | 0.99160 | 0.00000 | 0.99160 | 0.81 | 50602.66 |
| 3245 | 2008.04.10 12:00 | sell | 696 | 0.01 | 0.99200 | 0.00000 | 0.00000 | |
| 3246 | 2008.04.10 12:00 | modify | 696 | 0.01 | 0.99200 | 0.00000 | 0.99120 | |
| 3247 | 2008.04.10 12:11 | t/p | 696 | 0.01 | 0.99120 | 0.00000 | 0.99120 | 0.81 | 50603.47 |
| 3248 | 2008.04.10 12:30 | sell | 697 | 0.01 | 0.98980 | 0.00000 | 0.00000 | |
| 3249 | 2008.04.10 12:30 | modify | 697 | 0.01 | 0.98980 | 0.00000 | 0.98900 | |
| 3250 | 2008.04.10 13:00 | sell | 698 | 0.01 | 0.99090 | 0.00000 | 0.00000 | |
| 3251 | 2008.04.10 13:00 | modify | 697 | 0.01 | 0.98980 | 0.00000 | 0.98955 | |
| 3252 | 2008.04.10 13:00 | modify | 698 | 0.01 | 0.99090 | 0.00000 | 0.98955 | |
| 3253 | 2008.04.10 14:15 | t/p | 697 | 0.01 | 0.98955 | 0.00000 | 0.98955 | 0.25 | 50603.72 |
| 3254 | 2008.04.10 14:15 | t/p | 698 | 0.01 | 0.98955 | 0.00000 | 0.98955 | 1.36 | 50605.08 |
| 3255 | 2008.04.11 06:30 | sell | 699 | 0.01 | 1.00640 | 0.00000 | 0.00000 | |
| 3256 | 2008.04.11 06:30 | modify | 699 | 0.01 | 1.00640 | 0.00000 | 1.00560 | |
| 3257 | 2008.04.11 07:30 | sell | 700 | 0.01 | 1.00740 | 0.00000 | 0.00000 | |
| 3258 | 2008.04.11 07:30 | modify | 699 | 0.01 | 1.00640 | 0.00000 | 1.00610 | |
| 3259 | 2008.04.11 07:30 | modify | 700 | 0.01 | 1.00740 | 0.00000 | 1.00610 | |
| 3260 | 2008.04.11 09:03 | t/p | 699 | 0.01 | 1.00610 | 0.00000 | 1.00610 | 0.30 | 50605.38 |
| 3261 | 2008.04.11 09:03 | t/p | 700 | 0.01 | 1.00610 | 0.00000 | 1.00610 | 1.29 | 50606.67 |
| 3262 | 2008.04.11 09:30 | sell | 701 | 0.01 | 1.00540 | 0.00000 | 0.00000 | |
| 3263 | 2008.04.11 09:30 | modify | 701 | 0.01 | 1.00540 | 0.00000 | 1.00460 | |
| 3264 | 2008.04.11 09:32 | t/p | 701 | 0.01 | 1.00460 | 0.00000 | 1.00460 | 0.80 | 50607.47 |
| 3265 | 2008.04.11 10:00 | sell | 702 | 0.01 | 1.00370 | 0.00000 | 0.00000 | |
| 3266 | 2008.04.11 10:00 | modify | 702 | 0.01 | 1.00370 | 0.00000 | 1.00290 | |
| 3267 | 2008.04.11 10:31 | t/p | 702 | 0.01 | 1.00290 | 0.00000 | 1.00290 | 0.80 | 50608.27 |
| 3268 | 2008.04.11 11:00 | sell | 703 | 0.01 | 1.00230 | 0.00000 | 0.00000 | |
| 3269 | 2008.04.11 11:00 | modify | 703 | 0.01 | 1.00230 | 0.00000 | 1.00150 | |
| 3270 | 2008.04.11 11:30 | sell | 704 | 0.01 | 1.00390 | 0.00000 | 0.00000 | |
| 3271 | 2008.04.11 11:30 | modify | 703 | 0.01 | 1.00230 | 0.00000 | 1.00230 | |
| 3272 | 2008.04.11 11:30 | modify | 704 | 0.01 | 1.00390 | 0.00000 | 1.00230 | |
| 3273 | 2008.04.11 13:00 | sell | 705 | 0.01 | 1.00500 | 0.00000 | 0.00000 | |
| 3274 | 2008.04.11 13:00 | modify | 703 | 0.01 | 1.00230 | 0.00000 | 1.00293 | |
| 3275 | 2008.04.11 13:00 | modify | 704 | 0.01 | 1.00390 | 0.00000 | 1.00293 | |
| 3276 | 2008.04.11 13:00 | modify | 705 | 0.01 | 1.00500 | 0.00000 | 1.00293 | |
| 3277 | 2008.04.11 13:35 | t/p | 703 | 0.01 | 1.00293 | 0.00000 | 1.00293 | -0.63 | 50607.64 |
| 3278 | 2008.04.11 13:35 | t/p | 704 | 0.01 | 1.00293 | 0.00000 | 1.00293 | 0.97 | 50608.61 |
| 3279 | 2008.04.11 13:35 | t/p | 705 | 0.01 | 1.00293 | 0.00000 | 1.00293 | 2.06 | 50610.67 |
| 3280 | 2008.04.11 14:00 | sell | 706 | 0.01 | 1.00140 | 0.00000 | 0.00000 | |
| 3281 | 2008.04.11 14:00 | modify | 706 | 0.01 | 1.00140 | 0.00000 | 1.00060 | |
| 3282 | 2008.04.11 14:11 | t/p | 706 | 0.01 | 1.00060 | 0.00000 | 1.00060 | 0.80 | 50611.47 |
| 3283 | 2008.04.11 14:30 | sell | 707 | 0.01 | 0.99800 | 0.00000 | 0.00000 | |
| 3284 | 2008.04.11 14:30 | modify | 707 | 0.01 | 0.99800 | 0.00000 | 0.99720 | |
| 3285 | 2008.04.11 15:00 | sell | 708 | 0.01 | 0.99950 | 0.00000 | 0.00000 | |
| 3286 | 2008.04.11 15:00 | modify | 707 | 0.01 | 0.99800 | 0.00000 | 0.99795 | |
| 3287 | 2008.04.11 15:00 | modify | 708 | 0.01 | 0.99950 | 0.00000 | 0.99795 | |
| 3288 | 2008.04.11 15:20 | t/p | 707 | 0.01 | 0.99795 | 0.00000 | 0.99795 | 0.05 | 50611.52 |
| 3289 | 2008.04.11 15:20 | t/p | 708 | 0.01 | 0.99795 | 0.00000 | 0.99795 | 1.55 | 50613.07 |
| 3290 | 2008.04.11 15:30 | sell | 709 | 0.01 | 0.99790 | 0.00000 | 0.00000 | |
| 3291 | 2008.04.11 15:30 | modify | 709 | 0.01 | 0.99790 | 0.00000 | 0.99710 | |
| 3292 | 2008.04.11 16:30 | sell | 710 | 0.01 | 0.99910 | 0.00000 | 0.00000 | |
| 3293 | 2008.04.11 16:30 | modify | 709 | 0.01 | 0.99790 | 0.00000 | 0.99770 | |
| 3294 | 2008.04.11 16:30 | modify | 710 | 0.01 | 0.99910 | 0.00000 | 0.99770 | |
| 3295 | 2008.04.11 17:02 | t/p | 709 | 0.01 | 0.99770 | 0.00000 | 0.99770 | 0.20 | 50613.27 |
| 3296 | 2008.04.11 17:02 | t/p | 710 | 0.01 | 0.99770 | 0.00000 | 0.99770 | 1.40 | 50614.67 |
| 3297 | 2008.04.14 10:00 | sell | 711 | 0.01 | 0.99970 | 0.00000 | 0.00000 | |
| 3298 | 2008.04.14 10:00 | modify | 711 | 0.01 | 0.99970 | 0.00000 | 0.99890 | |
| 3299 | 2008.04.14 10:30 | sell | 712 | 0.01 | 1.00080 | 0.00000 | 0.00000 | |
| 3300 | 2008.04.14 10:30 | modify | 711 | 0.01 | 0.99970 | 0.00000 | 0.99945 | |