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 |
| 3901 | 2008.04.29 10:30 | modify | 826 | 0.01 | 1.03900 | 0.00000 | 1.03980 | |
| 3902 | 2008.04.29 11:00 | buy | 827 | 0.01 | 1.03780 | 0.00000 | 0.00000 | |
| 3903 | 2008.04.29 11:00 | modify | 826 | 0.01 | 1.03900 | 0.00000 | 1.03920 | |
| 3904 | 2008.04.29 11:00 | modify | 827 | 0.01 | 1.03780 | 0.00000 | 1.03920 | |
| 3905 | 2008.04.29 11:04 | t/p | 826 | 0.01 | 1.03920 | 0.00000 | 1.03920 | 0.19 | 50696.41 |
| 3906 | 2008.04.29 11:04 | t/p | 827 | 0.01 | 1.03920 | 0.00000 | 1.03920 | 1.35 | 50697.76 |
| 3907 | 2008.04.29 11:30 | buy | 828 | 0.01 | 1.03810 | 0.00000 | 0.00000 | |
| 3908 | 2008.04.29 11:30 | modify | 828 | 0.01 | 1.03810 | 0.00000 | 1.03890 | |
| 3909 | 2008.04.29 12:00 | buy | 829 | 0.01 | 1.03690 | 0.00000 | 0.00000 | |
| 3910 | 2008.04.29 12:00 | modify | 828 | 0.01 | 1.03810 | 0.00000 | 1.03830 | |
| 3911 | 2008.04.29 12:00 | modify | 829 | 0.01 | 1.03690 | 0.00000 | 1.03830 | |
| 3912 | 2008.04.29 12:16 | t/p | 828 | 0.01 | 1.03830 | 0.00000 | 1.03830 | 0.19 | 50697.95 |
| 3913 | 2008.04.29 12:16 | t/p | 829 | 0.01 | 1.03830 | 0.00000 | 1.03830 | 1.35 | 50699.30 |
| 3914 | 2008.04.30 12:00 | buy | 830 | 0.01 | 1.03840 | 0.00000 | 0.00000 | |
| 3915 | 2008.04.30 12:00 | modify | 830 | 0.01 | 1.03840 | 0.00000 | 1.03920 | |
| 3916 | 2008.04.30 12:01 | t/p | 830 | 0.01 | 1.03920 | 0.00000 | 1.03920 | 0.77 | 50700.07 |
| 3917 | 2008.04.30 15:30 | buy | 831 | 0.01 | 1.04050 | 0.00000 | 0.00000 | |
| 3918 | 2008.04.30 15:30 | modify | 831 | 0.01 | 1.04050 | 0.00000 | 1.04130 | |
| 3919 | 2008.04.30 15:30 | t/p | 831 | 0.01 | 1.04130 | 0.00000 | 1.04130 | 0.77 | 50700.84 |
| 3920 | 2008.04.30 18:00 | buy | 832 | 0.01 | 1.04180 | 0.00000 | 0.00000 | |
| 3921 | 2008.04.30 18:00 | modify | 832 | 0.01 | 1.04180 | 0.00000 | 1.04260 | |
| 3922 | 2008.04.30 18:10 | t/p | 832 | 0.01 | 1.04260 | 0.00000 | 1.04260 | 0.77 | 50701.61 |
| 3923 | 2008.05.01 09:30 | buy | 833 | 0.01 | 1.03610 | 0.00000 | 0.00000 | |
| 3924 | 2008.05.01 09:30 | modify | 833 | 0.01 | 1.03610 | 0.00000 | 1.03690 | |
| 3925 | 2008.05.01 10:12 | t/p | 833 | 0.01 | 1.03690 | 0.00000 | 1.03690 | 0.77 | 50702.38 |
| 3926 | 2008.05.01 10:30 | buy | 834 | 0.01 | 1.03960 | 0.00000 | 0.00000 | |
| 3927 | 2008.05.01 10:30 | modify | 834 | 0.01 | 1.03960 | 0.00000 | 1.04040 | |
| 3928 | 2008.05.01 10:34 | t/p | 834 | 0.01 | 1.04040 | 0.00000 | 1.04040 | 0.77 | 50703.15 |
| 3929 | 2008.05.01 11:00 | buy | 835 | 0.01 | 1.04350 | 0.00000 | 0.00000 | |
| 3930 | 2008.05.01 11:00 | sell | 836 | 0.06 | 1.04340 | 0.00000 | 0.00000 | |
| 3931 | 2008.05.01 11:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.02720 | |
| 3932 | 2008.05.01 11:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.02720 | |
| 3933 | 2008.05.01 11:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.02720 | |
| 3934 | 2008.05.01 11:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.02720 | |
| 3935 | 2008.05.01 11:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.02720 | |
| 3936 | 2008.05.01 11:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.02720 | |
| 3937 | 2008.05.01 11:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.02720 | |
| 3938 | 2008.05.01 11:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.02720 | |
| 3939 | 2008.05.01 11:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.02720 | |
| 3940 | 2008.05.01 11:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.02720 | |
| 3941 | 2008.05.01 11:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.02720 | |
| 3942 | 2008.05.01 11:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.02720 | |
| 3943 | 2008.05.01 11:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.02720 | |
| 3944 | 2008.05.01 11:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.02720 | |
| 3945 | 2008.05.01 11:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.02720 | |
| 3946 | 2008.05.01 11:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.02720 | |
| 3947 | 2008.05.01 11:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.02720 | |
| 3948 | 2008.05.01 11:00 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.02720 | |
| 3949 | 2008.05.01 11:00 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.02720 | |
| 3950 | 2008.05.01 11:00 | modify | 835 | 0.01 | 1.04350 | 0.00000 | 1.04430 | |
| 3951 | 2008.05.01 11:00 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.02720 | |
| 3952 | 2008.05.01 11:44 | t/p | 835 | 0.01 | 1.04430 | 0.00000 | 1.04430 | 0.77 | 50703.92 |
| 3953 | 2008.05.01 12:00 | buy | 837 | 0.01 | 1.04400 | 0.00000 | 0.00000 | |
| 3954 | 2008.05.01 12:00 | modify | 837 | 0.01 | 1.04400 | 0.00000 | 1.04480 | |
| 3955 | 2008.05.01 12:28 | t/p | 837 | 0.01 | 1.04480 | 0.00000 | 1.04480 | 0.77 | 50704.69 |
| 3956 | 2008.05.01 12:30 | buy | 838 | 0.01 | 1.04440 | 0.00000 | 0.00000 | |
| 3957 | 2008.05.01 12:30 | sell | 839 | 0.07 | 1.04430 | 0.00000 | 0.00000 | |
| 3958 | 2008.05.01 12:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.02899 | |
| 3959 | 2008.05.01 12:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.02899 | |
| 3960 | 2008.05.01 12:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.02899 | |
| 3961 | 2008.05.01 12:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.02899 | |
| 3962 | 2008.05.01 12:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.02899 | |
| 3963 | 2008.05.01 12:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.02899 | |
| 3964 | 2008.05.01 12:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.02899 | |
| 3965 | 2008.05.01 12:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.02899 | |
| 3966 | 2008.05.01 12:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.02899 | |
| 3967 | 2008.05.01 12:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.02899 | |
| 3968 | 2008.05.01 12:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.02899 | |
| 3969 | 2008.05.01 12:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.02899 | |
| 3970 | 2008.05.01 12:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.02899 | |
| 3971 | 2008.05.01 12:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.02899 | |
| 3972 | 2008.05.01 12:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.02899 | |
| 3973 | 2008.05.01 12:30 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.02899 | |
| 3974 | 2008.05.01 12:30 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.02899 | |
| 3975 | 2008.05.01 12:30 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.02899 | |
| 3976 | 2008.05.01 12:30 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.02899 | |
| 3977 | 2008.05.01 12:30 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.02899 | |
| 3978 | 2008.05.01 12:30 | modify | 838 | 0.01 | 1.04440 | 0.00000 | 1.04520 | |
| 3979 | 2008.05.01 12:30 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.02899 | |
| 3980 | 2008.05.01 12:31 | t/p | 838 | 0.01 | 1.04520 | 0.00000 | 1.04520 | 0.77 | 50705.46 |
| 3981 | 2008.05.01 15:30 | sell | 840 | 0.07 | 1.04520 | 0.00000 | 0.00000 | |
| 3982 | 2008.05.01 15:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.03051 | |
| 3983 | 2008.05.01 15:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.03051 | |
| 3984 | 2008.05.01 15:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.03051 | |
| 3985 | 2008.05.01 15:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.03051 | |
| 3986 | 2008.05.01 15:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.03051 | |
| 3987 | 2008.05.01 15:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.03051 | |
| 3988 | 2008.05.01 15:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.03051 | |
| 3989 | 2008.05.01 15:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.03051 | |
| 3990 | 2008.05.01 15:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.03051 | |
| 3991 | 2008.05.01 15:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.03051 | |
| 3992 | 2008.05.01 15:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.03051 | |
| 3993 | 2008.05.01 15:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.03051 | |
| 3994 | 2008.05.01 15:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.03051 | |
| 3995 | 2008.05.01 15:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.03051 | |
| 3996 | 2008.05.01 15:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.03051 | |
| 3997 | 2008.05.01 15:30 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.03051 | |
| 3998 | 2008.05.01 15:30 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.03051 | |
| 3999 | 2008.05.01 15:30 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.03051 | |
| 4000 | 2008.05.01 15:30 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.03051 | |
| 4001 | 2008.05.01 15:30 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.03051 | |
| 4002 | 2008.05.01 15:30 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.03051 | |
| 4003 | 2008.05.01 15:30 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.03051 | |
| 4004 | 2008.05.01 17:00 | sell | 841 | 0.08 | 1.04790 | 0.00000 | 0.00000 | |
| 4005 | 2008.05.01 17:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.03219 | |
| 4006 | 2008.05.01 17:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.03219 | |
| 4007 | 2008.05.01 17:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.03219 | |
| 4008 | 2008.05.01 17:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.03219 | |
| 4009 | 2008.05.01 17:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.03219 | |
| 4010 | 2008.05.01 17:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.03219 | |
| 4011 | 2008.05.01 17:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.03219 | |
| 4012 | 2008.05.01 17:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.03219 | |
| 4013 | 2008.05.01 17:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.03219 | |
| 4014 | 2008.05.01 17:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.03219 | |
| 4015 | 2008.05.01 17:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.03219 | |
| 4016 | 2008.05.01 17:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.03219 | |
| 4017 | 2008.05.01 17:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.03219 | |
| 4018 | 2008.05.01 17:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.03219 | |
| 4019 | 2008.05.01 17:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.03219 | |
| 4020 | 2008.05.01 17:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.03219 | |
| 4021 | 2008.05.01 17:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.03219 | |
| 4022 | 2008.05.01 17:00 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.03219 | |
| 4023 | 2008.05.01 17:00 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.03219 | |
| 4024 | 2008.05.01 17:00 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.03219 | |
| 4025 | 2008.05.01 17:00 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.03219 | |
| 4026 | 2008.05.01 17:00 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.03219 | |
| 4027 | 2008.05.01 17:00 | modify | 841 | 0.08 | 1.04790 | 0.00000 | 1.03219 | |
| 4028 | 2008.05.01 17:30 | sell | 842 | 0.09 | 1.04890 | 0.00000 | 0.00000 | |
| 4029 | 2008.05.01 17:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.03381 | |
| 4030 | 2008.05.01 17:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.03381 | |
| 4031 | 2008.05.01 17:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.03381 | |
| 4032 | 2008.05.01 17:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.03381 | |
| 4033 | 2008.05.01 17:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.03381 | |
| 4034 | 2008.05.01 17:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.03381 | |
| 4035 | 2008.05.01 17:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.03381 | |
| 4036 | 2008.05.01 17:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.03381 | |
| 4037 | 2008.05.01 17:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.03381 | |
| 4038 | 2008.05.01 17:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.03381 | |
| 4039 | 2008.05.01 17:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.03381 | |
| 4040 | 2008.05.01 17:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.03381 | |
| 4041 | 2008.05.01 17:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.03381 | |
| 4042 | 2008.05.01 17:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.03381 | |
| 4043 | 2008.05.01 17:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.03381 | |
| 4044 | 2008.05.01 17:30 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.03381 | |
| 4045 | 2008.05.01 17:30 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.03381 | |
| 4046 | 2008.05.01 17:30 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.03381 | |
| 4047 | 2008.05.01 17:30 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.03381 | |
| 4048 | 2008.05.01 17:30 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.03381 | |
| 4049 | 2008.05.01 17:30 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.03381 | |
| 4050 | 2008.05.01 17:30 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.03381 | |