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 |
| 3751 | 2008.04.24 16:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.01541 | |
| 3752 | 2008.04.24 16:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.01541 | |
| 3753 | 2008.04.24 16:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.01541 | |
| 3754 | 2008.04.24 16:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.01541 | |
| 3755 | 2008.04.24 16:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.01541 | |
| 3756 | 2008.04.24 16:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.01541 | |
| 3757 | 2008.04.24 16:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.01541 | |
| 3758 | 2008.04.24 16:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.01541 | |
| 3759 | 2008.04.24 16:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.01541 | |
| 3760 | 2008.04.24 16:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.01541 | |
| 3761 | 2008.04.24 16:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.01541 | |
| 3762 | 2008.04.24 16:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.01541 | |
| 3763 | 2008.04.24 16:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.01541 | |
| 3764 | 2008.04.24 16:00 | modify | 806 | 0.01 | 1.03020 | 0.00000 | 1.03100 | |
| 3765 | 2008.04.24 16:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.01541 | |
| 3766 | 2008.04.24 16:05 | t/p | 806 | 0.01 | 1.03100 | 0.00000 | 1.03100 | 0.78 | 50686.21 |
| 3767 | 2008.04.24 16:30 | buy | 808 | 0.01 | 1.03200 | 0.00000 | 0.00000 | |
| 3768 | 2008.04.24 16:30 | sell | 809 | 0.04 | 1.03190 | 0.00000 | 0.00000 | |
| 3769 | 2008.04.24 16:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.01744 | |
| 3770 | 2008.04.24 16:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.01744 | |
| 3771 | 2008.04.24 16:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.01744 | |
| 3772 | 2008.04.24 16:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.01744 | |
| 3773 | 2008.04.24 16:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.01744 | |
| 3774 | 2008.04.24 16:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.01744 | |
| 3775 | 2008.04.24 16:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.01744 | |
| 3776 | 2008.04.24 16:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.01744 | |
| 3777 | 2008.04.24 16:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.01744 | |
| 3778 | 2008.04.24 16:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.01744 | |
| 3779 | 2008.04.24 16:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.01744 | |
| 3780 | 2008.04.24 16:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.01744 | |
| 3781 | 2008.04.24 16:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.01744 | |
| 3782 | 2008.04.24 16:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.01744 | |
| 3783 | 2008.04.24 16:30 | modify | 808 | 0.01 | 1.03200 | 0.00000 | 1.03280 | |
| 3784 | 2008.04.24 16:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.01744 | |
| 3785 | 2008.04.24 17:19 | t/p | 808 | 0.01 | 1.03280 | 0.00000 | 1.03280 | 0.77 | 50686.98 |
| 3786 | 2008.04.24 18:30 | sell | 810 | 0.04 | 1.03530 | 0.00000 | 0.00000 | |
| 3787 | 2008.04.24 18:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.01939 | |
| 3788 | 2008.04.24 18:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.01939 | |
| 3789 | 2008.04.24 18:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.01939 | |
| 3790 | 2008.04.24 18:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.01939 | |
| 3791 | 2008.04.24 18:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.01939 | |
| 3792 | 2008.04.24 18:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.01939 | |
| 3793 | 2008.04.24 18:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.01939 | |
| 3794 | 2008.04.24 18:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.01939 | |
| 3795 | 2008.04.24 18:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.01939 | |
| 3796 | 2008.04.24 18:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.01939 | |
| 3797 | 2008.04.24 18:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.01939 | |
| 3798 | 2008.04.24 18:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.01939 | |
| 3799 | 2008.04.24 18:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.01939 | |
| 3800 | 2008.04.24 18:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.01939 | |
| 3801 | 2008.04.24 18:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.01939 | |
| 3802 | 2008.04.24 18:30 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.01939 | |
| 3803 | 2008.04.24 20:00 | sell | 811 | 0.05 | 1.03680 | 0.00000 | 0.00000 | |
| 3804 | 2008.04.24 20:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.02147 | |
| 3805 | 2008.04.24 20:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.02147 | |
| 3806 | 2008.04.24 20:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.02147 | |
| 3807 | 2008.04.24 20:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.02147 | |
| 3808 | 2008.04.24 20:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.02147 | |
| 3809 | 2008.04.24 20:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.02147 | |
| 3810 | 2008.04.24 20:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.02147 | |
| 3811 | 2008.04.24 20:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.02147 | |
| 3812 | 2008.04.24 20:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.02147 | |
| 3813 | 2008.04.24 20:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.02147 | |
| 3814 | 2008.04.24 20:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.02147 | |
| 3815 | 2008.04.24 20:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.02147 | |
| 3816 | 2008.04.24 20:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.02147 | |
| 3817 | 2008.04.24 20:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.02147 | |
| 3818 | 2008.04.24 20:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.02147 | |
| 3819 | 2008.04.24 20:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.02147 | |
| 3820 | 2008.04.24 20:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.02147 | |
| 3821 | 2008.04.25 08:00 | buy | 812 | 0.01 | 1.03590 | 0.00000 | 0.00000 | |
| 3822 | 2008.04.25 08:00 | modify | 812 | 0.01 | 1.03590 | 0.00000 | 1.03670 | |
| 3823 | 2008.04.25 08:30 | buy | 813 | 0.01 | 1.03450 | 0.00000 | 0.00000 | |
| 3824 | 2008.04.25 08:30 | modify | 812 | 0.01 | 1.03590 | 0.00000 | 1.03600 | |
| 3825 | 2008.04.25 08:30 | modify | 813 | 0.01 | 1.03450 | 0.00000 | 1.03600 | |
| 3826 | 2008.04.25 08:43 | t/p | 812 | 0.01 | 1.03600 | 0.00000 | 1.03600 | 0.10 | 50687.08 |
| 3827 | 2008.04.25 08:43 | t/p | 813 | 0.01 | 1.03600 | 0.00000 | 1.03600 | 1.45 | 50688.53 |
| 3828 | 2008.04.25 09:00 | buy | 814 | 0.01 | 1.03550 | 0.00000 | 0.00000 | |
| 3829 | 2008.04.25 09:00 | modify | 814 | 0.01 | 1.03550 | 0.00000 | 1.03630 | |
| 3830 | 2008.04.25 09:21 | t/p | 814 | 0.01 | 1.03630 | 0.00000 | 1.03630 | 0.77 | 50689.30 |
| 3831 | 2008.04.25 09:30 | buy | 815 | 0.01 | 1.03680 | 0.00000 | 0.00000 | |
| 3832 | 2008.04.25 09:30 | modify | 815 | 0.01 | 1.03680 | 0.00000 | 1.03760 | |
| 3833 | 2008.04.25 09:41 | t/p | 815 | 0.01 | 1.03760 | 0.00000 | 1.03760 | 0.77 | 50690.07 |
| 3834 | 2008.04.25 10:30 | buy | 816 | 0.01 | 1.03850 | 0.00000 | 0.00000 | |
| 3835 | 2008.04.25 10:30 | sell | 817 | 0.05 | 1.03840 | 0.00000 | 0.00000 | |
| 3836 | 2008.04.25 10:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.02326 | |
| 3837 | 2008.04.25 10:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.02326 | |
| 3838 | 2008.04.25 10:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.02326 | |
| 3839 | 2008.04.25 10:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.02326 | |
| 3840 | 2008.04.25 10:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.02326 | |
| 3841 | 2008.04.25 10:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.02326 | |
| 3842 | 2008.04.25 10:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.02326 | |
| 3843 | 2008.04.25 10:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.02326 | |
| 3844 | 2008.04.25 10:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.02326 | |
| 3845 | 2008.04.25 10:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.02326 | |
| 3846 | 2008.04.25 10:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.02326 | |
| 3847 | 2008.04.25 10:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.02326 | |
| 3848 | 2008.04.25 10:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.02326 | |
| 3849 | 2008.04.25 10:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.02326 | |
| 3850 | 2008.04.25 10:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.02326 | |
| 3851 | 2008.04.25 10:30 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.02326 | |
| 3852 | 2008.04.25 10:30 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.02326 | |
| 3853 | 2008.04.25 10:30 | modify | 816 | 0.01 | 1.03850 | 0.00000 | 1.03930 | |
| 3854 | 2008.04.25 10:30 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.02326 | |
| 3855 | 2008.04.25 10:32 | t/p | 816 | 0.01 | 1.03930 | 0.00000 | 1.03930 | 0.77 | 50690.84 |
| 3856 | 2008.04.25 11:00 | buy | 818 | 0.01 | 1.04230 | 0.00000 | 0.00000 | |
| 3857 | 2008.04.25 11:00 | sell | 819 | 0.06 | 1.04220 | 0.00000 | 0.00000 | |
| 3858 | 2008.04.25 11:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.02539 | |
| 3859 | 2008.04.25 11:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.02539 | |
| 3860 | 2008.04.25 11:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.02539 | |
| 3861 | 2008.04.25 11:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.02539 | |
| 3862 | 2008.04.25 11:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.02539 | |
| 3863 | 2008.04.25 11:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.02539 | |
| 3864 | 2008.04.25 11:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.02539 | |
| 3865 | 2008.04.25 11:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.02539 | |
| 3866 | 2008.04.25 11:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.02539 | |
| 3867 | 2008.04.25 11:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.02539 | |
| 3868 | 2008.04.25 11:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.02539 | |
| 3869 | 2008.04.25 11:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.02539 | |
| 3870 | 2008.04.25 11:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.02539 | |
| 3871 | 2008.04.25 11:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.02539 | |
| 3872 | 2008.04.25 11:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.02539 | |
| 3873 | 2008.04.25 11:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.02539 | |
| 3874 | 2008.04.25 11:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.02539 | |
| 3875 | 2008.04.25 11:00 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.02539 | |
| 3876 | 2008.04.25 11:00 | modify | 818 | 0.01 | 1.04230 | 0.00000 | 1.04310 | |
| 3877 | 2008.04.25 11:00 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.02539 | |
| 3878 | 2008.04.25 11:03 | t/p | 818 | 0.01 | 1.04310 | 0.00000 | 1.04310 | 0.77 | 50691.61 |
| 3879 | 2008.04.28 15:30 | buy | 820 | 0.01 | 1.03500 | 0.00000 | 0.00000 | |
| 3880 | 2008.04.28 15:30 | modify | 820 | 0.01 | 1.03500 | 0.00000 | 1.03580 | |
| 3881 | 2008.04.28 15:39 | t/p | 820 | 0.01 | 1.03580 | 0.00000 | 1.03580 | 0.77 | 50692.38 |
| 3882 | 2008.04.28 16:00 | buy | 821 | 0.01 | 1.03640 | 0.00000 | 0.00000 | |
| 3883 | 2008.04.28 16:00 | modify | 821 | 0.01 | 1.03640 | 0.00000 | 1.03720 | |
| 3884 | 2008.04.28 16:30 | buy | 822 | 0.01 | 1.03460 | 0.00000 | 0.00000 | |
| 3885 | 2008.04.28 16:30 | modify | 821 | 0.01 | 1.03640 | 0.00000 | 1.03630 | |
| 3886 | 2008.04.28 16:30 | modify | 822 | 0.01 | 1.03460 | 0.00000 | 1.03630 | |
| 3887 | 2008.04.28 18:00 | buy | 823 | 0.01 | 1.03380 | 0.00000 | 0.00000 | |
| 3888 | 2008.04.28 18:00 | modify | 821 | 0.01 | 1.03640 | 0.00000 | 1.03573 | |
| 3889 | 2008.04.28 18:00 | modify | 822 | 0.01 | 1.03460 | 0.00000 | 1.03573 | |
| 3890 | 2008.04.28 18:00 | modify | 823 | 0.01 | 1.03380 | 0.00000 | 1.03573 | |
| 3891 | 2008.04.28 20:34 | t/p | 821 | 0.01 | 1.03573 | 0.00000 | 1.03573 | -0.65 | 50691.73 |
| 3892 | 2008.04.28 20:34 | t/p | 822 | 0.01 | 1.03573 | 0.00000 | 1.03573 | 1.09 | 50692.82 |
| 3893 | 2008.04.28 20:34 | t/p | 823 | 0.01 | 1.03573 | 0.00000 | 1.03573 | 1.86 | 50694.68 |
| 3894 | 2008.04.29 09:00 | buy | 824 | 0.01 | 1.03560 | 0.00000 | 0.00000 | |
| 3895 | 2008.04.29 09:00 | modify | 824 | 0.01 | 1.03560 | 0.00000 | 1.03640 | |
| 3896 | 2008.04.29 09:05 | t/p | 824 | 0.01 | 1.03640 | 0.00000 | 1.03640 | 0.77 | 50695.45 |
| 3897 | 2008.04.29 09:30 | buy | 825 | 0.01 | 1.03580 | 0.00000 | 0.00000 | |
| 3898 | 2008.04.29 09:30 | modify | 825 | 0.01 | 1.03580 | 0.00000 | 1.03660 | |
| 3899 | 2008.04.29 09:38 | t/p | 825 | 0.01 | 1.03660 | 0.00000 | 1.03660 | 0.77 | 50696.22 |
| 3900 | 2008.04.29 10:30 | buy | 826 | 0.01 | 1.03900 | 0.00000 | 0.00000 | |