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 |
| 3301 | 2008.04.14 10:30 | modify | 712 | 0.01 | 1.00080 | 0.00000 | 0.99945 | ||
| 3302 | 2008.04.14 10:55 | t/p | 711 | 0.01 | 0.99945 | 0.00000 | 0.99945 | 0.25 | 50614.92 |
| 3303 | 2008.04.14 10:55 | t/p | 712 | 0.01 | 0.99945 | 0.00000 | 0.99945 | 1.35 | 50616.27 |
| 3304 | 2008.04.14 11:00 | sell | 713 | 0.01 | 0.99970 | 0.00000 | 0.00000 | ||
| 3305 | 2008.04.14 11:00 | modify | 713 | 0.01 | 0.99970 | 0.00000 | 0.99890 | ||
| 3306 | 2008.04.14 11:18 | t/p | 713 | 0.01 | 0.99890 | 0.00000 | 0.99890 | 0.80 | 50617.07 |
| 3307 | 2008.04.14 11:30 | sell | 714 | 0.01 | 0.99950 | 0.00000 | 0.00000 | ||
| 3308 | 2008.04.14 11:30 | modify | 714 | 0.01 | 0.99950 | 0.00000 | 0.99870 | ||
| 3309 | 2008.04.14 12:00 | sell | 715 | 0.01 | 1.00160 | 0.00000 | 0.00000 | ||
| 3310 | 2008.04.14 12:00 | modify | 714 | 0.01 | 0.99950 | 0.00000 | 0.99975 | ||
| 3311 | 2008.04.14 12:00 | modify | 715 | 0.01 | 1.00160 | 0.00000 | 0.99975 | ||
| 3312 | 2008.04.14 13:21 | t/p | 714 | 0.01 | 0.99975 | 0.00000 | 0.99975 | -0.25 | 50616.82 |
| 3313 | 2008.04.14 13:21 | t/p | 715 | 0.01 | 0.99975 | 0.00000 | 0.99975 | 1.85 | 50618.67 |
| 3314 | 2008.04.14 13:30 | sell | 716 | 0.01 | 0.99770 | 0.00000 | 0.00000 | ||
| 3315 | 2008.04.14 13:30 | modify | 716 | 0.01 | 0.99770 | 0.00000 | 0.99690 | ||
| 3316 | 2008.04.14 13:33 | t/p | 716 | 0.01 | 0.99690 | 0.00000 | 0.99690 | 0.80 | 50619.47 |
| 3317 | 2008.04.14 14:00 | sell | 717 | 0.01 | 0.99750 | 0.00000 | 0.00000 | ||
| 3318 | 2008.04.14 14:00 | modify | 717 | 0.01 | 0.99750 | 0.00000 | 0.99670 | ||
| 3319 | 2008.04.14 14:12 | t/p | 717 | 0.01 | 0.99670 | 0.00000 | 0.99670 | 0.80 | 50620.27 |
| 3320 | 2008.04.14 14:30 | sell | 718 | 0.01 | 0.99600 | 0.00000 | 0.00000 | ||
| 3321 | 2008.04.14 14:30 | modify | 718 | 0.01 | 0.99600 | 0.00000 | 0.99520 | ||
| 3322 | 2008.04.14 14:30 | t/p | 718 | 0.01 | 0.99520 | 0.00000 | 0.99520 | 0.80 | 50621.07 |
| 3323 | 2008.04.14 15:00 | sell | 719 | 0.01 | 0.99370 | 0.00000 | 0.00000 | ||
| 3324 | 2008.04.14 15:00 | modify | 719 | 0.01 | 0.99370 | 0.00000 | 0.99290 | ||
| 3325 | 2008.04.14 15:04 | t/p | 719 | 0.01 | 0.99290 | 0.00000 | 0.99290 | 0.81 | 50621.88 |
| 3326 | 2008.04.15 09:00 | sell | 720 | 0.01 | 0.99820 | 0.00000 | 0.00000 | ||
| 3327 | 2008.04.15 09:00 | modify | 720 | 0.01 | 0.99820 | 0.00000 | 0.99740 | ||
| 3328 | 2008.04.15 09:30 | sell | 721 | 0.01 | 0.99940 | 0.00000 | 0.00000 | ||
| 3329 | 2008.04.15 09:30 | modify | 720 | 0.01 | 0.99820 | 0.00000 | 0.99800 | ||
| 3330 | 2008.04.15 09:30 | modify | 721 | 0.01 | 0.99940 | 0.00000 | 0.99800 | ||
| 3331 | 2008.04.15 10:09 | t/p | 720 | 0.01 | 0.99800 | 0.00000 | 0.99800 | 0.20 | 50622.08 |
| 3332 | 2008.04.15 10:09 | t/p | 721 | 0.01 | 0.99800 | 0.00000 | 0.99800 | 1.40 | 50623.48 |
| 3333 | 2008.04.15 10:30 | sell | 722 | 0.01 | 0.99700 | 0.00000 | 0.00000 | ||
| 3334 | 2008.04.15 10:30 | modify | 722 | 0.01 | 0.99700 | 0.00000 | 0.99620 | ||
| 3335 | 2008.04.15 10:33 | t/p | 722 | 0.01 | 0.99620 | 0.00000 | 0.99620 | 0.80 | 50624.28 |
| 3336 | 2008.04.15 11:00 | sell | 723 | 0.01 | 0.99630 | 0.00000 | 0.00000 | ||
| 3337 | 2008.04.15 11:00 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 0.99550 | ||
| 3338 | 2008.04.15 11:30 | sell | 724 | 0.01 | 0.99810 | 0.00000 | 0.00000 | ||
| 3339 | 2008.04.15 11:30 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 0.99640 | ||
| 3340 | 2008.04.15 11:30 | modify | 724 | 0.01 | 0.99810 | 0.00000 | 0.99640 | ||
| 3341 | 2008.04.15 15:00 | sell | 725 | 0.01 | 0.99930 | 0.00000 | 0.00000 | ||
| 3342 | 2008.04.15 15:00 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 0.99710 | ||
| 3343 | 2008.04.15 15:00 | modify | 724 | 0.01 | 0.99810 | 0.00000 | 0.99710 | ||
| 3344 | 2008.04.15 15:00 | modify | 725 | 0.01 | 0.99930 | 0.00000 | 0.99710 | ||
| 3345 | 2008.04.15 16:00 | sell | 726 | 0.01 | 1.00130 | 0.00000 | 0.00000 | ||
| 3346 | 2008.04.15 16:00 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 0.99795 | ||
| 3347 | 2008.04.15 16:00 | modify | 724 | 0.01 | 0.99810 | 0.00000 | 0.99795 | ||
| 3348 | 2008.04.15 16:00 | modify | 725 | 0.01 | 0.99930 | 0.00000 | 0.99795 | ||
| 3349 | 2008.04.15 16:00 | modify | 726 | 0.01 | 1.00130 | 0.00000 | 0.99795 | ||
| 3350 | 2008.04.15 16:30 | buy | 727 | 0.01 | 1.00300 | 0.00000 | 0.00000 | ||
| 3351 | 2008.04.15 16:30 | sell | 728 | 0.01 | 1.00290 | 0.00000 | 0.00000 | ||
| 3352 | 2008.04.15 16:30 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 0.99878 | ||
| 3353 | 2008.04.15 16:30 | modify | 724 | 0.01 | 0.99810 | 0.00000 | 0.99878 | ||
| 3354 | 2008.04.15 16:30 | modify | 725 | 0.01 | 0.99930 | 0.00000 | 0.99878 | ||
| 3355 | 2008.04.15 16:30 | modify | 726 | 0.01 | 1.00130 | 0.00000 | 0.99878 | ||
| 3356 | 2008.04.15 16:30 | modify | 727 | 0.01 | 1.00300 | 0.00000 | 1.00380 | ||
| 3357 | 2008.04.15 16:30 | modify | 728 | 0.01 | 1.00290 | 0.00000 | 0.99878 | ||
| 3358 | 2008.04.15 16:34 | t/p | 727 | 0.01 | 1.00380 | 0.00000 | 1.00380 | 0.80 | 50625.08 |
| 3359 | 2008.04.15 20:30 | buy | 729 | 0.01 | 1.00760 | 0.00000 | 0.00000 | ||
| 3360 | 2008.04.15 20:30 | sell | 730 | 0.02 | 1.00750 | 0.00000 | 0.00000 | ||
| 3361 | 2008.04.15 20:30 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 1.00104 | ||
| 3362 | 2008.04.15 20:30 | modify | 724 | 0.01 | 0.99810 | 0.00000 | 1.00104 | ||
| 3363 | 2008.04.15 20:30 | modify | 725 | 0.01 | 0.99930 | 0.00000 | 1.00104 | ||
| 3364 | 2008.04.15 20:30 | modify | 726 | 0.01 | 1.00130 | 0.00000 | 1.00104 | ||
| 3365 | 2008.04.15 20:30 | modify | 728 | 0.01 | 1.00290 | 0.00000 | 1.00104 | ||
| 3366 | 2008.04.15 20:30 | modify | 729 | 0.01 | 1.00760 | 0.00000 | 1.00840 | ||
| 3367 | 2008.04.15 20:30 | modify | 730 | 0.02 | 1.00750 | 0.00000 | 1.00104 | ||
| 3368 | 2008.04.15 20:31 | t/p | 729 | 0.01 | 1.00840 | 0.00000 | 1.00840 | 0.79 | 50625.87 |
| 3369 | 2008.04.16 01:30 | buy | 731 | 0.01 | 1.00900 | 0.00000 | 0.00000 | ||
| 3370 | 2008.04.16 01:30 | sell | 732 | 0.02 | 1.00890 | 0.00000 | 0.00000 | ||
| 3371 | 2008.04.16 01:30 | modify | 723 | 0.01 | 0.99630 | 0.00000 | 1.00261 | ||
| 3372 | 2008.04.16 01:30 | modify | 724 | 0.01 | 0.99810 | 0.00000 | 1.00261 | ||
| 3373 | 2008.04.16 01:30 | modify | 725 | 0.01 | 0.99930 | 0.00000 | 1.00261 | ||
| 3374 | 2008.04.16 01:30 | modify | 726 | 0.01 | 1.00130 | 0.00000 | 1.00261 | ||
| 3375 | 2008.04.16 01:30 | modify | 728 | 0.01 | 1.00290 | 0.00000 | 1.00261 | ||
| 3376 | 2008.04.16 01:30 | modify | 730 | 0.02 | 1.00750 | 0.00000 | 1.00261 | ||
| 3377 | 2008.04.16 01:30 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00980 | ||
| 3378 | 2008.04.16 01:30 | modify | 732 | 0.02 | 1.00890 | 0.00000 | 1.00261 | ||
| 3379 | 2008.04.16 03:00 | buy | 733 | 0.01 | 1.00820 | 0.00000 | 0.00000 | ||
| 3380 | 2008.04.16 03:00 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00940 | ||
| 3381 | 2008.04.16 03:00 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00940 | ||
| 3382 | 2008.04.16 08:00 | buy | 734 | 0.01 | 1.00730 | 0.00000 | 0.00000 | ||
| 3383 | 2008.04.16 08:00 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00897 | ||
| 3384 | 2008.04.16 08:00 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00897 | ||
| 3385 | 2008.04.16 08:00 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00897 | ||
| 3386 | 2008.04.16 09:00 | buy | 735 | 0.01 | 1.00530 | 0.00000 | 0.00000 | ||
| 3387 | 2008.04.16 09:00 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00825 | ||
| 3388 | 2008.04.16 09:00 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00825 | ||
| 3389 | 2008.04.16 09:00 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00825 | ||
| 3390 | 2008.04.16 09:00 | modify | 735 | 0.01 | 1.00530 | 0.00000 | 1.00825 | ||
| 3391 | 2008.04.16 09:30 | buy | 736 | 0.01 | 1.00410 | 0.00000 | 0.00000 | ||
| 3392 | 2008.04.16 09:30 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00758 | ||
| 3393 | 2008.04.16 09:30 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00758 | ||
| 3394 | 2008.04.16 09:30 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00758 | ||
| 3395 | 2008.04.16 09:30 | modify | 735 | 0.01 | 1.00530 | 0.00000 | 1.00758 | ||
| 3396 | 2008.04.16 09:30 | modify | 736 | 0.01 | 1.00410 | 0.00000 | 1.00758 | ||
| 3397 | 2008.04.16 11:58 | t/p | 723 | 0.01 | 1.00261 | 0.00000 | 1.00261 | -6.32 | 50619.54 |
| 3398 | 2008.04.16 11:58 | t/p | 724 | 0.01 | 1.00261 | 0.00000 | 1.00261 | -4.53 | 50615.01 |
| 3399 | 2008.04.16 11:58 | t/p | 725 | 0.01 | 1.00261 | 0.00000 | 1.00261 | -3.33 | 50611.68 |
| 3400 | 2008.04.16 11:58 | t/p | 726 | 0.01 | 1.00261 | 0.00000 | 1.00261 | -1.34 | 50610.34 |
| 3401 | 2008.04.16 11:58 | t/p | 728 | 0.01 | 1.00261 | 0.00000 | 1.00261 | 0.26 | 50610.60 |
| 3402 | 2008.04.16 11:58 | t/p | 730 | 0.02 | 1.00261 | 0.00000 | 1.00261 | 9.69 | 50620.28 |
| 3403 | 2008.04.16 11:58 | t/p | 732 | 0.02 | 1.00261 | 0.00000 | 1.00261 | 12.55 | 50632.83 |
| 3404 | 2008.04.16 12:00 | buy | 737 | 0.02 | 1.00300 | 0.00000 | 0.00000 | ||
| 3405 | 2008.04.16 12:00 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00650 | ||
| 3406 | 2008.04.16 12:00 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00650 | ||
| 3407 | 2008.04.16 12:00 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00650 | ||
| 3408 | 2008.04.16 12:00 | modify | 735 | 0.01 | 1.00530 | 0.00000 | 1.00650 | ||
| 3409 | 2008.04.16 12:00 | modify | 736 | 0.01 | 1.00410 | 0.00000 | 1.00650 | ||
| 3410 | 2008.04.16 12:00 | modify | 737 | 0.02 | 1.00300 | 0.00000 | 1.00650 | ||
| 3411 | 2008.04.16 12:30 | buy | 738 | 0.02 | 0.99970 | 0.00000 | 0.00000 | ||
| 3412 | 2008.04.16 12:30 | sell | 739 | 0.01 | 0.99960 | 0.00000 | 0.00000 | ||
| 3413 | 2008.04.16 12:30 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00517 | ||
| 3414 | 2008.04.16 12:30 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00517 | ||
| 3415 | 2008.04.16 12:30 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00517 | ||
| 3416 | 2008.04.16 12:30 | modify | 735 | 0.01 | 1.00530 | 0.00000 | 1.00517 | ||
| 3417 | 2008.04.16 12:30 | modify | 736 | 0.01 | 1.00410 | 0.00000 | 1.00517 | ||
| 3418 | 2008.04.16 12:30 | modify | 737 | 0.02 | 1.00300 | 0.00000 | 1.00517 | ||
| 3419 | 2008.04.16 12:30 | modify | 738 | 0.02 | 0.99970 | 0.00000 | 1.00517 | ||
| 3420 | 2008.04.16 12:30 | modify | 739 | 0.01 | 0.99960 | 0.00000 | 0.99880 | ||
| 3421 | 2008.04.16 12:32 | t/p | 739 | 0.01 | 0.99880 | 0.00000 | 0.99880 | 0.80 | 50633.63 |
| 3422 | 2008.04.16 13:00 | buy | 740 | 0.02 | 0.99680 | 0.00000 | 0.00000 | ||
| 3423 | 2008.04.16 13:00 | sell | 741 | 0.01 | 0.99670 | 0.00000 | 0.00000 | ||
| 3424 | 2008.04.16 13:00 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00379 | ||
| 3425 | 2008.04.16 13:00 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00379 | ||
| 3426 | 2008.04.16 13:00 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00379 | ||
| 3427 | 2008.04.16 13:00 | modify | 735 | 0.01 | 1.00530 | 0.00000 | 1.00379 | ||
| 3428 | 2008.04.16 13:00 | modify | 736 | 0.01 | 1.00410 | 0.00000 | 1.00379 | ||
| 3429 | 2008.04.16 13:00 | modify | 737 | 0.02 | 1.00300 | 0.00000 | 1.00379 | ||
| 3430 | 2008.04.16 13:00 | modify | 738 | 0.02 | 0.99970 | 0.00000 | 1.00379 | ||
| 3431 | 2008.04.16 13:00 | modify | 740 | 0.02 | 0.99680 | 0.00000 | 1.00379 | ||
| 3432 | 2008.04.16 13:00 | modify | 741 | 0.01 | 0.99670 | 0.00000 | 0.99590 | ||
| 3433 | 2008.04.16 13:00 | t/p | 741 | 0.01 | 0.99590 | 0.00000 | 0.99590 | 0.80 | 50634.43 |
| 3434 | 2008.04.16 13:30 | buy | 742 | 0.02 | 0.99600 | 0.00000 | 0.00000 | ||
| 3435 | 2008.04.16 13:30 | sell | 743 | 0.01 | 0.99590 | 0.00000 | 0.00000 | ||
| 3436 | 2008.04.16 13:30 | modify | 731 | 0.01 | 1.00900 | 0.00000 | 1.00272 | ||
| 3437 | 2008.04.16 13:30 | modify | 733 | 0.01 | 1.00820 | 0.00000 | 1.00272 | ||
| 3438 | 2008.04.16 13:30 | modify | 734 | 0.01 | 1.00730 | 0.00000 | 1.00272 | ||
| 3439 | 2008.04.16 13:30 | modify | 735 | 0.01 | 1.00530 | 0.00000 | 1.00272 | ||
| 3440 | 2008.04.16 13:30 | modify | 736 | 0.01 | 1.00410 | 0.00000 | 1.00272 | ||
| 3441 | 2008.04.16 13:30 | modify | 737 | 0.02 | 1.00300 | 0.00000 | 1.00272 | ||
| 3442 | 2008.04.16 13:30 | modify | 738 | 0.02 | 0.99970 | 0.00000 | 1.00272 | ||
| 3443 | 2008.04.16 13:30 | modify | 740 | 0.02 | 0.99680 | 0.00000 | 1.00272 | ||
| 3444 | 2008.04.16 13:30 | modify | 742 | 0.02 | 0.99600 | 0.00000 | 1.00272 | ||
| 3445 | 2008.04.16 13:30 | modify | 743 | 0.01 | 0.99590 | 0.00000 | 0.99510 | ||
| 3446 | 2008.04.16 13:46 | t/p | 743 | 0.01 | 0.99510 | 0.00000 | 0.99510 | 0.80 | 50635.23 |
| 3447 | 2008.04.16 14:00 | sell | 744 | 0.01 | 0.99590 | 0.00000 | 0.00000 | ||
| 3448 | 2008.04.16 14:00 | modify | 744 | 0.01 | 0.99590 | 0.00000 | 0.99510 | ||
| 3449 | 2008.04.16 14:30 | sell | 745 | 0.01 | 0.99800 | 0.00000 | 0.00000 | ||
| 3450 | 2008.04.16 14:30 | modify | 744 | 0.01 | 0.99590 | 0.00000 | 0.99615 | ||