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 |
| 3451 | 2008.04.16 14:30 | modify | 745 | 0.01 | 0.99800 | 0.00000 | 0.99615 | ||
| 3452 | 2008.04.16 15:32 | t/p | 744 | 0.01 | 0.99615 | 0.00000 | 0.99615 | -0.25 | 50634.98 |
| 3453 | 2008.04.16 15:32 | t/p | 745 | 0.01 | 0.99615 | 0.00000 | 0.99615 | 1.86 | 50636.84 |
| 3454 | 2008.04.17 09:45 | t/p | 731 | 0.01 | 1.00272 | 0.00000 | 1.00272 | -6.24 | 50630.60 |
| 3455 | 2008.04.17 09:45 | t/p | 733 | 0.01 | 1.00272 | 0.00000 | 1.00272 | -5.45 | 50625.15 |
| 3456 | 2008.04.17 09:45 | t/p | 734 | 0.01 | 1.00272 | 0.00000 | 1.00272 | -4.55 | 50620.59 |
| 3457 | 2008.04.17 09:45 | t/p | 735 | 0.01 | 1.00272 | 0.00000 | 1.00272 | -2.55 | 50618.04 |
| 3458 | 2008.04.17 09:45 | t/p | 736 | 0.01 | 1.00272 | 0.00000 | 1.00272 | -1.36 | 50616.68 |
| 3459 | 2008.04.17 09:45 | t/p | 737 | 0.02 | 1.00272 | 0.00000 | 1.00272 | -0.53 | 50616.15 |
| 3460 | 2008.04.17 09:45 | t/p | 738 | 0.02 | 1.00272 | 0.00000 | 1.00272 | 6.05 | 50622.20 |
| 3461 | 2008.04.17 09:45 | t/p | 740 | 0.02 | 1.00272 | 0.00000 | 1.00272 | 11.84 | 50634.05 |
| 3462 | 2008.04.17 09:45 | t/p | 742 | 0.02 | 1.00272 | 0.00000 | 1.00272 | 13.43 | 50647.48 |
| 3463 | 2008.04.17 11:00 | sell | 746 | 0.01 | 0.99600 | 0.00000 | 0.00000 | ||
| 3464 | 2008.04.17 11:00 | modify | 746 | 0.01 | 0.99600 | 0.00000 | 0.99520 | ||
| 3465 | 2008.04.17 11:30 | sell | 747 | 0.01 | 0.99910 | 0.00000 | 0.00000 | ||
| 3466 | 2008.04.17 11:30 | modify | 746 | 0.01 | 0.99600 | 0.00000 | 0.99675 | ||
| 3467 | 2008.04.17 11:30 | modify | 747 | 0.01 | 0.99910 | 0.00000 | 0.99675 | ||
| 3468 | 2008.04.17 13:00 | buy | 748 | 0.01 | 1.00050 | 0.00000 | 0.00000 | ||
| 3469 | 2008.04.17 13:00 | sell | 749 | 0.01 | 1.00040 | 0.00000 | 0.00000 | ||
| 3470 | 2008.04.17 13:00 | modify | 746 | 0.01 | 0.99600 | 0.00000 | 0.99770 | ||
| 3471 | 2008.04.17 13:00 | modify | 747 | 0.01 | 0.99910 | 0.00000 | 0.99770 | ||
| 3472 | 2008.04.17 13:00 | modify | 748 | 0.01 | 1.00050 | 0.00000 | 1.00130 | ||
| 3473 | 2008.04.17 13:00 | modify | 749 | 0.01 | 1.00040 | 0.00000 | 0.99770 | ||
| 3474 | 2008.04.17 13:20 | t/p | 748 | 0.01 | 1.00130 | 0.00000 | 1.00130 | 0.80 | 50648.28 |
| 3475 | 2008.04.17 13:30 | buy | 750 | 0.01 | 1.00270 | 0.00000 | 0.00000 | ||
| 3476 | 2008.04.17 13:30 | sell | 751 | 0.01 | 1.00260 | 0.00000 | 0.00000 | ||
| 3477 | 2008.04.17 13:30 | modify | 746 | 0.01 | 0.99600 | 0.00000 | 0.99873 | ||
| 3478 | 2008.04.17 13:30 | modify | 747 | 0.01 | 0.99910 | 0.00000 | 0.99873 | ||
| 3479 | 2008.04.17 13:30 | modify | 749 | 0.01 | 1.00040 | 0.00000 | 0.99873 | ||
| 3480 | 2008.04.17 13:30 | modify | 750 | 0.01 | 1.00270 | 0.00000 | 1.00350 | ||
| 3481 | 2008.04.17 13:30 | modify | 751 | 0.01 | 1.00260 | 0.00000 | 0.99873 | ||
| 3482 | 2008.04.17 13:39 | t/p | 750 | 0.01 | 1.00350 | 0.00000 | 1.00350 | 0.80 | 50649.08 |
| 3483 | 2008.04.17 14:00 | buy | 752 | 0.01 | 1.00350 | 0.00000 | 0.00000 | ||
| 3484 | 2008.04.17 14:00 | modify | 752 | 0.01 | 1.00350 | 0.00000 | 1.00430 | ||
| 3485 | 2008.04.17 14:02 | t/p | 752 | 0.01 | 1.00430 | 0.00000 | 1.00430 | 0.80 | 50649.88 |
| 3486 | 2008.04.17 15:00 | buy | 753 | 0.01 | 1.00930 | 0.00000 | 0.00000 | ||
| 3487 | 2008.04.17 15:00 | sell | 754 | 0.01 | 1.00920 | 0.00000 | 0.00000 | ||
| 3488 | 2008.04.17 15:00 | modify | 746 | 0.01 | 0.99600 | 0.00000 | 1.00066 | ||
| 3489 | 2008.04.17 15:00 | modify | 747 | 0.01 | 0.99910 | 0.00000 | 1.00066 | ||
| 3490 | 2008.04.17 15:00 | modify | 749 | 0.01 | 1.00040 | 0.00000 | 1.00066 | ||
| 3491 | 2008.04.17 15:00 | modify | 751 | 0.01 | 1.00260 | 0.00000 | 1.00066 | ||
| 3492 | 2008.04.17 15:00 | modify | 753 | 0.01 | 1.00930 | 0.00000 | 1.01010 | ||
| 3493 | 2008.04.17 15:00 | modify | 754 | 0.01 | 1.00920 | 0.00000 | 1.00066 | ||
| 3494 | 2008.04.17 15:30 | buy | 755 | 0.01 | 1.00620 | 0.00000 | 0.00000 | ||
| 3495 | 2008.04.17 15:30 | modify | 753 | 0.01 | 1.00930 | 0.00000 | 1.00855 | ||
| 3496 | 2008.04.17 15:30 | modify | 755 | 0.01 | 1.00620 | 0.00000 | 1.00855 | ||
| 3497 | 2008.04.17 16:00 | buy | 756 | 0.01 | 1.00400 | 0.00000 | 0.00000 | ||
| 3498 | 2008.04.17 16:00 | modify | 753 | 0.01 | 1.00930 | 0.00000 | 1.00730 | ||
| 3499 | 2008.04.17 16:00 | modify | 755 | 0.01 | 1.00620 | 0.00000 | 1.00730 | ||
| 3500 | 2008.04.17 16:00 | modify | 756 | 0.01 | 1.00400 | 0.00000 | 1.00730 | ||
| 3501 | 2008.04.17 17:02 | t/p | 746 | 0.01 | 1.00066 | 0.00000 | 1.00066 | -4.66 | 50645.22 |
| 3502 | 2008.04.17 17:02 | t/p | 747 | 0.01 | 1.00066 | 0.00000 | 1.00066 | -1.56 | 50643.66 |
| 3503 | 2008.04.17 17:02 | t/p | 749 | 0.01 | 1.00066 | 0.00000 | 1.00066 | -0.26 | 50643.40 |
| 3504 | 2008.04.17 17:02 | t/p | 751 | 0.01 | 1.00066 | 0.00000 | 1.00066 | 1.94 | 50645.34 |
| 3505 | 2008.04.17 17:02 | t/p | 754 | 0.01 | 1.00066 | 0.00000 | 1.00066 | 8.53 | 50653.87 |
| 3506 | 2008.04.17 19:00 | buy | 757 | 0.01 | 1.00270 | 0.00000 | 0.00000 | ||
| 3507 | 2008.04.17 19:00 | modify | 753 | 0.01 | 1.00930 | 0.00000 | 1.00635 | ||
| 3508 | 2008.04.17 19:00 | modify | 755 | 0.01 | 1.00620 | 0.00000 | 1.00635 | ||
| 3509 | 2008.04.17 19:00 | modify | 756 | 0.01 | 1.00400 | 0.00000 | 1.00635 | ||
| 3510 | 2008.04.17 19:00 | modify | 757 | 0.01 | 1.00270 | 0.00000 | 1.00635 | ||
| 3511 | 2008.04.17 20:48 | t/p | 753 | 0.01 | 1.00635 | 0.00000 | 1.00635 | -2.93 | 50650.94 |
| 3512 | 2008.04.17 20:48 | t/p | 755 | 0.01 | 1.00635 | 0.00000 | 1.00635 | 0.15 | 50651.09 |
| 3513 | 2008.04.17 20:48 | t/p | 756 | 0.01 | 1.00635 | 0.00000 | 1.00635 | 2.34 | 50653.43 |
| 3514 | 2008.04.17 20:48 | t/p | 757 | 0.01 | 1.00635 | 0.00000 | 1.00635 | 3.63 | 50657.06 |
| 3515 | 2008.04.18 12:30 | buy | 758 | 0.01 | 1.00950 | 0.00000 | 0.00000 | ||
| 3516 | 2008.04.18 12:30 | modify | 758 | 0.01 | 1.00950 | 0.00000 | 1.01030 | ||
| 3517 | 2008.04.18 12:43 | t/p | 758 | 0.01 | 1.01030 | 0.00000 | 1.01030 | 0.79 | 50657.85 |
| 3518 | 2008.04.18 13:00 | buy | 759 | 0.01 | 1.01330 | 0.00000 | 0.00000 | ||
| 3519 | 2008.04.18 13:00 | modify | 759 | 0.01 | 1.01330 | 0.00000 | 1.01410 | ||
| 3520 | 2008.04.18 13:23 | t/p | 759 | 0.01 | 1.01410 | 0.00000 | 1.01410 | 0.79 | 50658.64 |
| 3521 | 2008.04.18 13:30 | buy | 760 | 0.01 | 1.01360 | 0.00000 | 0.00000 | ||
| 3522 | 2008.04.18 13:30 | modify | 760 | 0.01 | 1.01360 | 0.00000 | 1.01440 | ||
| 3523 | 2008.04.18 13:31 | t/p | 760 | 0.01 | 1.01440 | 0.00000 | 1.01440 | 0.79 | 50659.43 |
| 3524 | 2008.04.18 14:00 | buy | 761 | 0.01 | 1.01730 | 0.00000 | 0.00000 | ||
| 3525 | 2008.04.18 14:00 | modify | 761 | 0.01 | 1.01730 | 0.00000 | 1.01810 | ||
| 3526 | 2008.04.18 14:01 | t/p | 761 | 0.01 | 1.01810 | 0.00000 | 1.01810 | 0.79 | 50660.22 |
| 3527 | 2008.04.18 14:30 | buy | 762 | 0.01 | 1.01780 | 0.00000 | 0.00000 | ||
| 3528 | 2008.04.18 14:30 | modify | 762 | 0.01 | 1.01780 | 0.00000 | 1.01860 | ||
| 3529 | 2008.04.18 14:36 | t/p | 762 | 0.01 | 1.01860 | 0.00000 | 1.01860 | 0.79 | 50661.01 |
| 3530 | 2008.04.18 15:00 | buy | 763 | 0.01 | 1.02270 | 0.00000 | 0.00000 | ||
| 3531 | 2008.04.18 15:00 | modify | 763 | 0.01 | 1.02270 | 0.00000 | 1.02350 | ||
| 3532 | 2008.04.18 15:02 | t/p | 763 | 0.01 | 1.02350 | 0.00000 | 1.02350 | 0.78 | 50661.79 |
| 3533 | 2008.04.18 15:30 | buy | 764 | 0.01 | 1.02340 | 0.00000 | 0.00000 | ||
| 3534 | 2008.04.18 15:30 | modify | 764 | 0.01 | 1.02340 | 0.00000 | 1.02420 | ||
| 3535 | 2008.04.18 15:37 | t/p | 764 | 0.01 | 1.02420 | 0.00000 | 1.02420 | 0.78 | 50662.57 |
| 3536 | 2008.04.18 16:00 | buy | 765 | 0.01 | 1.02590 | 0.00000 | 0.00000 | ||
| 3537 | 2008.04.18 16:00 | modify | 765 | 0.01 | 1.02590 | 0.00000 | 1.02670 | ||
| 3538 | 2008.04.18 16:30 | buy | 766 | 0.01 | 1.02400 | 0.00000 | 0.00000 | ||
| 3539 | 2008.04.18 16:30 | modify | 765 | 0.01 | 1.02590 | 0.00000 | 1.02575 | ||
| 3540 | 2008.04.18 16:30 | modify | 766 | 0.01 | 1.02400 | 0.00000 | 1.02575 | ||
| 3541 | 2008.04.18 16:59 | t/p | 765 | 0.01 | 1.02575 | 0.00000 | 1.02575 | -0.15 | 50662.42 |
| 3542 | 2008.04.18 16:59 | t/p | 766 | 0.01 | 1.02575 | 0.00000 | 1.02575 | 1.71 | 50664.13 |
| 3543 | 2008.04.21 09:30 | buy | 767 | 0.01 | 1.01890 | 0.00000 | 0.00000 | ||
| 3544 | 2008.04.21 09:30 | modify | 767 | 0.01 | 1.01890 | 0.00000 | 1.01970 | ||
| 3545 | 2008.04.21 10:30 | buy | 768 | 0.01 | 1.01580 | 0.00000 | 0.00000 | ||
| 3546 | 2008.04.21 10:30 | modify | 767 | 0.01 | 1.01890 | 0.00000 | 1.01815 | ||
| 3547 | 2008.04.21 10:30 | modify | 768 | 0.01 | 1.01580 | 0.00000 | 1.01815 | ||
| 3548 | 2008.04.21 11:00 | buy | 769 | 0.01 | 1.01050 | 0.00000 | 0.00000 | ||
| 3549 | 2008.04.21 11:00 | modify | 767 | 0.01 | 1.01890 | 0.00000 | 1.01587 | ||
| 3550 | 2008.04.21 11:00 | modify | 768 | 0.01 | 1.01580 | 0.00000 | 1.01587 | ||
| 3551 | 2008.04.21 11:00 | modify | 769 | 0.01 | 1.01050 | 0.00000 | 1.01587 | ||
| 3552 | 2008.04.21 14:00 | buy | 770 | 0.01 | 1.00940 | 0.00000 | 0.00000 | ||
| 3553 | 2008.04.21 14:00 | modify | 767 | 0.01 | 1.01890 | 0.00000 | 1.01445 | ||
| 3554 | 2008.04.21 14:00 | modify | 768 | 0.01 | 1.01580 | 0.00000 | 1.01445 | ||
| 3555 | 2008.04.21 14:00 | modify | 769 | 0.01 | 1.01050 | 0.00000 | 1.01445 | ||
| 3556 | 2008.04.21 14:00 | modify | 770 | 0.01 | 1.00940 | 0.00000 | 1.01445 | ||
| 3557 | 2008.04.21 14:30 | buy | 771 | 0.01 | 1.00840 | 0.00000 | 0.00000 | ||
| 3558 | 2008.04.21 14:30 | modify | 767 | 0.01 | 1.01890 | 0.00000 | 1.01340 | ||
| 3559 | 2008.04.21 14:30 | modify | 768 | 0.01 | 1.01580 | 0.00000 | 1.01340 | ||
| 3560 | 2008.04.21 14:30 | modify | 769 | 0.01 | 1.01050 | 0.00000 | 1.01340 | ||
| 3561 | 2008.04.21 14:30 | modify | 770 | 0.01 | 1.00940 | 0.00000 | 1.01340 | ||
| 3562 | 2008.04.21 14:30 | modify | 771 | 0.01 | 1.00840 | 0.00000 | 1.01340 | ||
| 3563 | 2008.04.21 17:30 | buy | 772 | 0.02 | 1.00690 | 0.00000 | 0.00000 | ||
| 3564 | 2008.04.21 17:30 | modify | 767 | 0.01 | 1.01890 | 0.00000 | 1.01177 | ||
| 3565 | 2008.04.21 17:30 | modify | 768 | 0.01 | 1.01580 | 0.00000 | 1.01177 | ||
| 3566 | 2008.04.21 17:30 | modify | 769 | 0.01 | 1.01050 | 0.00000 | 1.01177 | ||
| 3567 | 2008.04.21 17:30 | modify | 770 | 0.01 | 1.00940 | 0.00000 | 1.01177 | ||
| 3568 | 2008.04.21 17:30 | modify | 771 | 0.01 | 1.00840 | 0.00000 | 1.01177 | ||
| 3569 | 2008.04.21 17:30 | modify | 772 | 0.02 | 1.00690 | 0.00000 | 1.01177 | ||
| 3570 | 2008.04.21 18:24 | t/p | 767 | 0.01 | 1.01177 | 0.00000 | 1.01177 | -7.05 | 50657.08 |
| 3571 | 2008.04.21 18:24 | t/p | 768 | 0.01 | 1.01177 | 0.00000 | 1.01177 | -3.98 | 50653.10 |
| 3572 | 2008.04.21 18:24 | t/p | 769 | 0.01 | 1.01177 | 0.00000 | 1.01177 | 1.26 | 50654.36 |
| 3573 | 2008.04.21 18:24 | t/p | 770 | 0.01 | 1.01177 | 0.00000 | 1.01177 | 2.34 | 50656.70 |
| 3574 | 2008.04.21 18:24 | t/p | 771 | 0.01 | 1.01177 | 0.00000 | 1.01177 | 3.33 | 50660.03 |
| 3575 | 2008.04.21 18:24 | t/p | 772 | 0.02 | 1.01177 | 0.00000 | 1.01177 | 9.63 | 50669.66 |
| 3576 | 2008.04.22 08:30 | buy | 773 | 0.01 | 1.01080 | 0.00000 | 0.00000 | ||
| 3577 | 2008.04.22 08:30 | modify | 773 | 0.01 | 1.01080 | 0.00000 | 1.01160 | ||
| 3578 | 2008.04.22 09:30 | buy | 774 | 0.01 | 1.00950 | 0.00000 | 0.00000 | ||
| 3579 | 2008.04.22 09:30 | modify | 773 | 0.01 | 1.01080 | 0.00000 | 1.01095 | ||
| 3580 | 2008.04.22 09:30 | modify | 774 | 0.01 | 1.00950 | 0.00000 | 1.01095 | ||
| 3581 | 2008.04.22 09:45 | t/p | 773 | 0.01 | 1.01095 | 0.00000 | 1.01095 | 0.15 | 50669.81 |
| 3582 | 2008.04.22 09:45 | t/p | 774 | 0.01 | 1.01095 | 0.00000 | 1.01095 | 1.43 | 50671.24 |
| 3583 | 2008.04.22 10:00 | buy | 775 | 0.01 | 1.01260 | 0.00000 | 0.00000 | ||
| 3584 | 2008.04.22 10:00 | modify | 775 | 0.01 | 1.01260 | 0.00000 | 1.01340 | ||
| 3585 | 2008.04.22 10:30 | buy | 776 | 0.01 | 1.01160 | 0.00000 | 0.00000 | ||
| 3586 | 2008.04.22 10:30 | modify | 775 | 0.01 | 1.01260 | 0.00000 | 1.01290 | ||
| 3587 | 2008.04.22 10:30 | modify | 776 | 0.01 | 1.01160 | 0.00000 | 1.01290 | ||
| 3588 | 2008.04.22 11:30 | buy | 777 | 0.01 | 1.00910 | 0.00000 | 0.00000 | ||
| 3589 | 2008.04.22 11:30 | modify | 775 | 0.01 | 1.01260 | 0.00000 | 1.01190 | ||
| 3590 | 2008.04.22 11:30 | modify | 776 | 0.01 | 1.01160 | 0.00000 | 1.01190 | ||
| 3591 | 2008.04.22 11:30 | modify | 777 | 0.01 | 1.00910 | 0.00000 | 1.01190 | ||
| 3592 | 2008.04.22 12:00 | buy | 778 | 0.01 | 1.00730 | 0.00000 | 0.00000 | ||
| 3593 | 2008.04.22 12:00 | modify | 775 | 0.01 | 1.01260 | 0.00000 | 1.01095 | ||
| 3594 | 2008.04.22 12:00 | modify | 776 | 0.01 | 1.01160 | 0.00000 | 1.01095 | ||
| 3595 | 2008.04.22 12:00 | modify | 777 | 0.01 | 1.00910 | 0.00000 | 1.01095 | ||
| 3596 | 2008.04.22 12:00 | modify | 778 | 0.01 | 1.00730 | 0.00000 | 1.01095 | ||
| 3597 | 2008.04.22 16:25 | t/p | 775 | 0.01 | 1.01095 | 0.00000 | 1.01095 | -1.63 | 50669.61 |
| 3598 | 2008.04.22 16:25 | t/p | 776 | 0.01 | 1.01095 | 0.00000 | 1.01095 | -0.64 | 50668.97 |
| 3599 | 2008.04.22 16:25 | t/p | 777 | 0.01 | 1.01095 | 0.00000 | 1.01095 | 1.83 | 50670.80 |
| 3600 | 2008.04.22 16:25 | t/p | 778 | 0.01 | 1.01095 | 0.00000 | 1.01095 | 3.61 | 50674.41 |