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 |
| 3601 | 2008.04.22 17:30 | sell | 779 | 0.01 | 1.00400 | 0.00000 | 0.00000 | ||
| 3602 | 2008.04.22 17:30 | modify | 779 | 0.01 | 1.00400 | 0.00000 | 1.00320 | ||
| 3603 | 2008.04.22 17:35 | t/p | 779 | 0.01 | 1.00320 | 0.00000 | 1.00320 | 0.80 | 50675.21 |
| 3604 | 2008.04.22 18:30 | sell | 780 | 0.01 | 1.00310 | 0.00000 | 0.00000 | ||
| 3605 | 2008.04.22 18:30 | modify | 780 | 0.01 | 1.00310 | 0.00000 | 1.00230 | ||
| 3606 | 2008.04.22 18:30 | t/p | 780 | 0.01 | 1.00230 | 0.00000 | 1.00230 | 0.80 | 50676.01 |
| 3607 | 2008.04.22 19:00 | sell | 781 | 0.01 | 1.00040 | 0.00000 | 0.00000 | ||
| 3608 | 2008.04.22 19:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 0.99960 | ||
| 3609 | 2008.04.22 19:30 | sell | 782 | 0.01 | 1.00210 | 0.00000 | 0.00000 | ||
| 3610 | 2008.04.22 19:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00045 | ||
| 3611 | 2008.04.22 19:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00045 | ||
| 3612 | 2008.04.22 21:30 | sell | 783 | 0.01 | 1.00400 | 0.00000 | 0.00000 | ||
| 3613 | 2008.04.22 21:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00137 | ||
| 3614 | 2008.04.22 21:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00137 | ||
| 3615 | 2008.04.22 21:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00137 | ||
| 3616 | 2008.04.23 09:00 | sell | 784 | 0.01 | 1.00490 | 0.00000 | 0.00000 | ||
| 3617 | 2008.04.23 09:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00205 | ||
| 3618 | 2008.04.23 09:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00205 | ||
| 3619 | 2008.04.23 09:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00205 | ||
| 3620 | 2008.04.23 09:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00205 | ||
| 3621 | 2008.04.23 10:30 | sell | 785 | 0.01 | 1.00630 | 0.00000 | 0.00000 | ||
| 3622 | 2008.04.23 10:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00274 | ||
| 3623 | 2008.04.23 10:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00274 | ||
| 3624 | 2008.04.23 10:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00274 | ||
| 3625 | 2008.04.23 10:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00274 | ||
| 3626 | 2008.04.23 10:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.00274 | ||
| 3627 | 2008.04.23 13:00 | sell | 786 | 0.02 | 1.00760 | 0.00000 | 0.00000 | ||
| 3628 | 2008.04.23 13:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00390 | ||
| 3629 | 2008.04.23 13:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00390 | ||
| 3630 | 2008.04.23 13:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00390 | ||
| 3631 | 2008.04.23 13:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00390 | ||
| 3632 | 2008.04.23 13:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.00390 | ||
| 3633 | 2008.04.23 13:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.00390 | ||
| 3634 | 2008.04.23 16:00 | buy | 787 | 0.01 | 1.00980 | 0.00000 | 0.00000 | ||
| 3635 | 2008.04.23 16:00 | sell | 788 | 0.02 | 1.00970 | 0.00000 | 0.00000 | ||
| 3636 | 2008.04.23 16:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00501 | ||
| 3637 | 2008.04.23 16:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00501 | ||
| 3638 | 2008.04.23 16:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00501 | ||
| 3639 | 2008.04.23 16:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00501 | ||
| 3640 | 2008.04.23 16:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.00501 | ||
| 3641 | 2008.04.23 16:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.00501 | ||
| 3642 | 2008.04.23 16:00 | modify | 787 | 0.01 | 1.00980 | 0.00000 | 1.01060 | ||
| 3643 | 2008.04.23 16:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.00501 | ||
| 3644 | 2008.04.23 16:01 | t/p | 787 | 0.01 | 1.01060 | 0.00000 | 1.01060 | 0.79 | 50676.80 |
| 3645 | 2008.04.23 16:30 | buy | 789 | 0.01 | 1.01320 | 0.00000 | 0.00000 | ||
| 3646 | 2008.04.23 16:30 | sell | 790 | 0.02 | 1.01310 | 0.00000 | 0.00000 | ||
| 3647 | 2008.04.23 16:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00634 | ||
| 3648 | 2008.04.23 16:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00634 | ||
| 3649 | 2008.04.23 16:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00634 | ||
| 3650 | 2008.04.23 16:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00634 | ||
| 3651 | 2008.04.23 16:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.00634 | ||
| 3652 | 2008.04.23 16:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.00634 | ||
| 3653 | 2008.04.23 16:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.00634 | ||
| 3654 | 2008.04.23 16:30 | modify | 789 | 0.01 | 1.01320 | 0.00000 | 1.01400 | ||
| 3655 | 2008.04.23 16:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.00634 | ||
| 3656 | 2008.04.23 16:30 | t/p | 789 | 0.01 | 1.01400 | 0.00000 | 1.01400 | 0.79 | 50677.59 |
| 3657 | 2008.04.23 17:00 | buy | 791 | 0.01 | 1.01390 | 0.00000 | 0.00000 | ||
| 3658 | 2008.04.23 17:00 | modify | 791 | 0.01 | 1.01390 | 0.00000 | 1.01470 | ||
| 3659 | 2008.04.23 17:08 | t/p | 791 | 0.01 | 1.01470 | 0.00000 | 1.01470 | 0.79 | 50678.38 |
| 3660 | 2008.04.23 17:30 | buy | 792 | 0.01 | 1.01490 | 0.00000 | 0.00000 | ||
| 3661 | 2008.04.23 17:30 | sell | 793 | 0.02 | 1.01480 | 0.00000 | 0.00000 | ||
| 3662 | 2008.04.23 17:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00752 | ||
| 3663 | 2008.04.23 17:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00752 | ||
| 3664 | 2008.04.23 17:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00752 | ||
| 3665 | 2008.04.23 17:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00752 | ||
| 3666 | 2008.04.23 17:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.00752 | ||
| 3667 | 2008.04.23 17:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.00752 | ||
| 3668 | 2008.04.23 17:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.00752 | ||
| 3669 | 2008.04.23 17:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.00752 | ||
| 3670 | 2008.04.23 17:30 | modify | 792 | 0.01 | 1.01490 | 0.00000 | 1.01570 | ||
| 3671 | 2008.04.23 17:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.00752 | ||
| 3672 | 2008.04.23 17:30 | t/p | 792 | 0.01 | 1.01570 | 0.00000 | 1.01570 | 0.79 | 50679.17 |
| 3673 | 2008.04.23 18:00 | buy | 794 | 0.01 | 1.01580 | 0.00000 | 0.00000 | ||
| 3674 | 2008.04.23 18:00 | modify | 794 | 0.01 | 1.01580 | 0.00000 | 1.01660 | ||
| 3675 | 2008.04.23 18:13 | t/p | 794 | 0.01 | 1.01660 | 0.00000 | 1.01660 | 0.79 | 50679.96 |
| 3676 | 2008.04.23 20:30 | sell | 795 | 0.02 | 1.01590 | 0.00000 | 0.00000 | ||
| 3677 | 2008.04.23 20:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.00853 | ||
| 3678 | 2008.04.23 20:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.00853 | ||
| 3679 | 2008.04.23 20:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.00853 | ||
| 3680 | 2008.04.23 20:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.00853 | ||
| 3681 | 2008.04.23 20:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.00853 | ||
| 3682 | 2008.04.23 20:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.00853 | ||
| 3683 | 2008.04.23 20:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.00853 | ||
| 3684 | 2008.04.23 20:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.00853 | ||
| 3685 | 2008.04.23 20:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.00853 | ||
| 3686 | 2008.04.23 20:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.00853 | ||
| 3687 | 2008.04.24 04:30 | buy | 796 | 0.01 | 1.01660 | 0.00000 | 0.00000 | ||
| 3688 | 2008.04.24 04:30 | modify | 796 | 0.01 | 1.01660 | 0.00000 | 1.01740 | ||
| 3689 | 2008.04.24 04:38 | t/p | 796 | 0.01 | 1.01740 | 0.00000 | 1.01740 | 0.79 | 50680.75 |
| 3690 | 2008.04.24 05:00 | buy | 797 | 0.01 | 1.01940 | 0.00000 | 0.00000 | ||
| 3691 | 2008.04.24 05:00 | sell | 798 | 0.03 | 1.01930 | 0.00000 | 0.00000 | ||
| 3692 | 2008.04.24 05:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.01019 | ||
| 3693 | 2008.04.24 05:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.01019 | ||
| 3694 | 2008.04.24 05:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.01019 | ||
| 3695 | 2008.04.24 05:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.01019 | ||
| 3696 | 2008.04.24 05:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.01019 | ||
| 3697 | 2008.04.24 05:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.01019 | ||
| 3698 | 2008.04.24 05:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.01019 | ||
| 3699 | 2008.04.24 05:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.01019 | ||
| 3700 | 2008.04.24 05:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.01019 | ||
| 3701 | 2008.04.24 05:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.01019 | ||
| 3702 | 2008.04.24 05:00 | modify | 797 | 0.01 | 1.01940 | 0.00000 | 1.02020 | ||
| 3703 | 2008.04.24 05:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.01019 | ||
| 3704 | 2008.04.24 05:30 | buy | 799 | 0.01 | 1.01820 | 0.00000 | 0.00000 | ||
| 3705 | 2008.04.24 05:30 | modify | 797 | 0.01 | 1.01940 | 0.00000 | 1.01960 | ||
| 3706 | 2008.04.24 05:30 | modify | 799 | 0.01 | 1.01820 | 0.00000 | 1.01960 | ||
| 3707 | 2008.04.24 09:38 | t/p | 797 | 0.01 | 1.01960 | 0.00000 | 1.01960 | 0.20 | 50680.95 |
| 3708 | 2008.04.24 09:38 | t/p | 799 | 0.01 | 1.01960 | 0.00000 | 1.01960 | 1.37 | 50682.32 |
| 3709 | 2008.04.24 10:30 | buy | 800 | 0.01 | 1.01870 | 0.00000 | 0.00000 | ||
| 3710 | 2008.04.24 10:30 | modify | 800 | 0.01 | 1.01870 | 0.00000 | 1.01950 | ||
| 3711 | 2008.04.24 11:00 | t/p | 800 | 0.01 | 1.01950 | 0.00000 | 1.01950 | 0.78 | 50683.10 |
| 3712 | 2008.04.24 11:30 | buy | 801 | 0.01 | 1.02410 | 0.00000 | 0.00000 | ||
| 3713 | 2008.04.24 11:30 | sell | 802 | 0.03 | 1.02400 | 0.00000 | 0.00000 | ||
| 3714 | 2008.04.24 11:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.01205 | ||
| 3715 | 2008.04.24 11:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.01205 | ||
| 3716 | 2008.04.24 11:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.01205 | ||
| 3717 | 2008.04.24 11:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.01205 | ||
| 3718 | 2008.04.24 11:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.01205 | ||
| 3719 | 2008.04.24 11:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.01205 | ||
| 3720 | 2008.04.24 11:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.01205 | ||
| 3721 | 2008.04.24 11:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.01205 | ||
| 3722 | 2008.04.24 11:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.01205 | ||
| 3723 | 2008.04.24 11:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.01205 | ||
| 3724 | 2008.04.24 11:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.01205 | ||
| 3725 | 2008.04.24 11:30 | modify | 801 | 0.01 | 1.02410 | 0.00000 | 1.02490 | ||
| 3726 | 2008.04.24 11:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.01205 | ||
| 3727 | 2008.04.24 12:00 | t/p | 801 | 0.01 | 1.02490 | 0.00000 | 1.02490 | 0.78 | 50683.88 |
| 3728 | 2008.04.24 12:30 | buy | 803 | 0.01 | 1.02600 | 0.00000 | 0.00000 | ||
| 3729 | 2008.04.24 12:30 | sell | 804 | 0.03 | 1.02590 | 0.00000 | 0.00000 | ||
| 3730 | 2008.04.24 12:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.01368 | ||
| 3731 | 2008.04.24 12:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.01368 | ||
| 3732 | 2008.04.24 12:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.01368 | ||
| 3733 | 2008.04.24 12:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.01368 | ||
| 3734 | 2008.04.24 12:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.01368 | ||
| 3735 | 2008.04.24 12:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.01368 | ||
| 3736 | 2008.04.24 12:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.01368 | ||
| 3737 | 2008.04.24 12:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.01368 | ||
| 3738 | 2008.04.24 12:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.01368 | ||
| 3739 | 2008.04.24 12:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.01368 | ||
| 3740 | 2008.04.24 12:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.01368 | ||
| 3741 | 2008.04.24 12:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.01368 | ||
| 3742 | 2008.04.24 12:30 | modify | 803 | 0.01 | 1.02600 | 0.00000 | 1.02680 | ||
| 3743 | 2008.04.24 12:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.01368 | ||
| 3744 | 2008.04.24 13:00 | buy | 805 | 0.01 | 1.02480 | 0.00000 | 0.00000 | ||
| 3745 | 2008.04.24 13:00 | modify | 803 | 0.01 | 1.02600 | 0.00000 | 1.02620 | ||
| 3746 | 2008.04.24 13:00 | modify | 805 | 0.01 | 1.02480 | 0.00000 | 1.02620 | ||
| 3747 | 2008.04.24 15:30 | t/p | 803 | 0.01 | 1.02620 | 0.00000 | 1.02620 | 0.19 | 50684.07 |
| 3748 | 2008.04.24 15:30 | t/p | 805 | 0.01 | 1.02620 | 0.00000 | 1.02620 | 1.36 | 50685.43 |
| 3749 | 2008.04.24 16:00 | buy | 806 | 0.01 | 1.03020 | 0.00000 | 0.00000 | ||
| 3750 | 2008.04.24 16:00 | sell | 807 | 0.03 | 1.03010 | 0.00000 | 0.00000 | ||