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 |
| 4051 | 2008.05.01 17:30 | modify | 841 | 0.08 | 1.04790 | 0.00000 | 1.03381 | ||
| 4052 | 2008.05.01 17:30 | modify | 842 | 0.09 | 1.04890 | 0.00000 | 1.03381 | ||
| 4053 | 2008.05.01 20:30 | buy | 843 | 0.01 | 1.05010 | 0.00000 | 0.00000 | ||
| 4054 | 2008.05.01 20:30 | sell | 844 | 0.10 | 1.05000 | 0.00000 | 0.00000 | ||
| 4055 | 2008.05.01 20:30 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.03538 | ||
| 4056 | 2008.05.01 20:30 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.03538 | ||
| 4057 | 2008.05.01 20:30 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.03538 | ||
| 4058 | 2008.05.01 20:30 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.03538 | ||
| 4059 | 2008.05.01 20:30 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.03538 | ||
| 4060 | 2008.05.01 20:30 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.03538 | ||
| 4061 | 2008.05.01 20:30 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.03538 | ||
| 4062 | 2008.05.01 20:30 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.03538 | ||
| 4063 | 2008.05.01 20:30 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.03538 | ||
| 4064 | 2008.05.01 20:30 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.03538 | ||
| 4065 | 2008.05.01 20:30 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.03538 | ||
| 4066 | 2008.05.01 20:30 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.03538 | ||
| 4067 | 2008.05.01 20:30 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.03538 | ||
| 4068 | 2008.05.01 20:30 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.03538 | ||
| 4069 | 2008.05.01 20:30 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.03538 | ||
| 4070 | 2008.05.01 20:30 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.03538 | ||
| 4071 | 2008.05.01 20:30 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.03538 | ||
| 4072 | 2008.05.01 20:30 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.03538 | ||
| 4073 | 2008.05.01 20:30 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.03538 | ||
| 4074 | 2008.05.01 20:30 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.03538 | ||
| 4075 | 2008.05.01 20:30 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.03538 | ||
| 4076 | 2008.05.01 20:30 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.03538 | ||
| 4077 | 2008.05.01 20:30 | modify | 841 | 0.08 | 1.04790 | 0.00000 | 1.03538 | ||
| 4078 | 2008.05.01 20:30 | modify | 842 | 0.09 | 1.04890 | 0.00000 | 1.03538 | ||
| 4079 | 2008.05.01 20:30 | modify | 843 | 0.01 | 1.05010 | 0.00000 | 1.05090 | ||
| 4080 | 2008.05.01 20:30 | modify | 844 | 0.10 | 1.05000 | 0.00000 | 1.03538 | ||
| 4081 | 2008.05.01 21:00 | buy | 845 | 0.01 | 1.04920 | 0.00000 | 0.00000 | ||
| 4082 | 2008.05.01 21:00 | modify | 843 | 0.01 | 1.05010 | 0.00000 | 1.05045 | ||
| 4083 | 2008.05.01 21:00 | modify | 845 | 0.01 | 1.04920 | 0.00000 | 1.05045 | ||
| 4084 | 2008.05.02 00:00 | buy | 846 | 0.01 | 1.04840 | 0.00000 | 0.00000 | ||
| 4085 | 2008.05.02 00:00 | modify | 843 | 0.01 | 1.05010 | 0.00000 | 1.05003 | ||
| 4086 | 2008.05.02 00:00 | modify | 845 | 0.01 | 1.04920 | 0.00000 | 1.05003 | ||
| 4087 | 2008.05.02 00:00 | modify | 846 | 0.01 | 1.04840 | 0.00000 | 1.05003 | ||
| 4088 | 2008.05.02 03:00 | buy | 847 | 0.01 | 1.04760 | 0.00000 | 0.00000 | ||
| 4089 | 2008.05.02 03:00 | modify | 843 | 0.01 | 1.05010 | 0.00000 | 1.04963 | ||
| 4090 | 2008.05.02 03:00 | modify | 845 | 0.01 | 1.04920 | 0.00000 | 1.04963 | ||
| 4091 | 2008.05.02 03:00 | modify | 846 | 0.01 | 1.04840 | 0.00000 | 1.04963 | ||
| 4092 | 2008.05.02 03:00 | modify | 847 | 0.01 | 1.04760 | 0.00000 | 1.04963 | ||
| 4093 | 2008.05.02 09:26 | t/p | 843 | 0.01 | 1.04963 | 0.00000 | 1.04963 | -0.44 | 50705.02 |
| 4094 | 2008.05.02 09:26 | t/p | 845 | 0.01 | 1.04963 | 0.00000 | 1.04963 | 0.42 | 50705.43 |
| 4095 | 2008.05.02 09:26 | t/p | 846 | 0.01 | 1.04963 | 0.00000 | 1.04963 | 1.17 | 50706.60 |
| 4096 | 2008.05.02 09:26 | t/p | 847 | 0.01 | 1.04963 | 0.00000 | 1.04963 | 1.93 | 50708.53 |
| 4097 | 2008.05.02 09:30 | buy | 848 | 0.01 | 1.04980 | 0.00000 | 0.00000 | ||
| 4098 | 2008.05.02 09:30 | modify | 848 | 0.01 | 1.04980 | 0.00000 | 1.05060 | ||
| 4099 | 2008.05.02 10:30 | buy | 849 | 0.01 | 1.04910 | 0.00000 | 0.00000 | ||
| 4100 | 2008.05.02 10:30 | modify | 848 | 0.01 | 1.04980 | 0.00000 | 1.05025 | ||
| 4101 | 2008.05.02 10:30 | modify | 849 | 0.01 | 1.04910 | 0.00000 | 1.05025 | ||
| 4102 | 2008.05.02 12:00 | buy | 850 | 0.01 | 1.04830 | 0.00000 | 0.00000 | ||
| 4103 | 2008.05.02 12:00 | modify | 848 | 0.01 | 1.04980 | 0.00000 | 1.04987 | ||
| 4104 | 2008.05.02 12:00 | modify | 849 | 0.01 | 1.04910 | 0.00000 | 1.04987 | ||
| 4105 | 2008.05.02 12:00 | modify | 850 | 0.01 | 1.04830 | 0.00000 | 1.04987 | ||
| 4106 | 2008.05.02 12:30 | buy | 851 | 0.01 | 1.04750 | 0.00000 | 0.00000 | ||
| 4107 | 2008.05.02 12:30 | modify | 848 | 0.01 | 1.04980 | 0.00000 | 1.04948 | ||
| 4108 | 2008.05.02 12:30 | modify | 849 | 0.01 | 1.04910 | 0.00000 | 1.04948 | ||
| 4109 | 2008.05.02 12:30 | modify | 850 | 0.01 | 1.04830 | 0.00000 | 1.04948 | ||
| 4110 | 2008.05.02 12:30 | modify | 851 | 0.01 | 1.04750 | 0.00000 | 1.04948 | ||
| 4111 | 2008.05.02 13:42 | t/p | 848 | 0.01 | 1.04948 | 0.00000 | 1.04948 | -0.30 | 50708.23 |
| 4112 | 2008.05.02 13:42 | t/p | 849 | 0.01 | 1.04948 | 0.00000 | 1.04948 | 0.36 | 50708.59 |
| 4113 | 2008.05.02 13:42 | t/p | 850 | 0.01 | 1.04948 | 0.00000 | 1.04948 | 1.12 | 50709.71 |
| 4114 | 2008.05.02 13:42 | t/p | 851 | 0.01 | 1.04948 | 0.00000 | 1.04948 | 1.89 | 50711.60 |
| 4115 | 2008.05.02 14:30 | buy | 852 | 0.01 | 1.05000 | 0.00000 | 0.00000 | ||
| 4116 | 2008.05.02 14:30 | modify | 852 | 0.01 | 1.05000 | 0.00000 | 1.05080 | ||
| 4117 | 2008.05.02 14:31 | t/p | 852 | 0.01 | 1.05080 | 0.00000 | 1.05080 | 0.76 | 50712.36 |
| 4118 | 2008.05.02 15:00 | buy | 853 | 0.01 | 1.05020 | 0.00000 | 0.00000 | ||
| 4119 | 2008.05.02 15:00 | modify | 853 | 0.01 | 1.05020 | 0.00000 | 1.05100 | ||
| 4120 | 2008.05.02 15:15 | t/p | 853 | 0.01 | 1.05100 | 0.00000 | 1.05100 | 0.76 | 50713.12 |
| 4121 | 2008.05.02 16:00 | buy | 854 | 0.01 | 1.05760 | 0.00000 | 0.00000 | ||
| 4122 | 2008.05.02 16:00 | sell | 855 | 0.11 | 1.05750 | 0.00000 | 0.00000 | ||
| 4123 | 2008.05.02 16:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.03753 | ||
| 4124 | 2008.05.02 16:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.03753 | ||
| 4125 | 2008.05.02 16:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.03753 | ||
| 4126 | 2008.05.02 16:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.03753 | ||
| 4127 | 2008.05.02 16:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.03753 | ||
| 4128 | 2008.05.02 16:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.03753 | ||
| 4129 | 2008.05.02 16:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.03753 | ||
| 4130 | 2008.05.02 16:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.03753 | ||
| 4131 | 2008.05.02 16:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.03753 | ||
| 4132 | 2008.05.02 16:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.03753 | ||
| 4133 | 2008.05.02 16:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.03753 | ||
| 4134 | 2008.05.02 16:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.03753 | ||
| 4135 | 2008.05.02 16:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.03753 | ||
| 4136 | 2008.05.02 16:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.03753 | ||
| 4137 | 2008.05.02 16:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.03753 | ||
| 4138 | 2008.05.02 16:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.03753 | ||
| 4139 | 2008.05.02 16:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.03753 | ||
| 4140 | 2008.05.02 16:00 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.03753 | ||
| 4141 | 2008.05.02 16:00 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.03753 | ||
| 4142 | 2008.05.02 16:00 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.03753 | ||
| 4143 | 2008.05.02 16:00 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.03753 | ||
| 4144 | 2008.05.02 16:00 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.03753 | ||
| 4145 | 2008.05.02 16:00 | modify | 841 | 0.08 | 1.04790 | 0.00000 | 1.03753 | ||
| 4146 | 2008.05.02 16:00 | modify | 842 | 0.09 | 1.04890 | 0.00000 | 1.03753 | ||
| 4147 | 2008.05.02 16:00 | modify | 844 | 0.10 | 1.05000 | 0.00000 | 1.03753 | ||
| 4148 | 2008.05.02 16:00 | modify | 854 | 0.01 | 1.05760 | 0.00000 | 1.05840 | ||
| 4149 | 2008.05.02 16:00 | modify | 855 | 0.11 | 1.05750 | 0.00000 | 1.03753 | ||
| 4150 | 2008.05.02 16:03 | t/p | 854 | 0.01 | 1.05840 | 0.00000 | 1.05840 | 0.75 | 50713.87 |
| 4151 | 2008.05.02 16:30 | buy | 856 | 0.01 | 1.05810 | 0.00000 | 0.00000 | ||
| 4152 | 2008.05.02 16:30 | modify | 856 | 0.01 | 1.05810 | 0.00000 | 1.05890 | ||
| 4153 | 2008.05.02 16:55 | t/p | 856 | 0.01 | 1.05890 | 0.00000 | 1.05890 | 0.75 | 50714.62 |
| 4154 | 2008.05.02 17:00 | buy | 857 | 0.01 | 1.05910 | 0.00000 | 0.00000 | ||
| 4155 | 2008.05.02 17:00 | sell | 858 | 0.12 | 1.05900 | 0.00000 | 0.00000 | ||
| 4156 | 2008.05.02 17:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.03958 | ||
| 4157 | 2008.05.02 17:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.03958 | ||
| 4158 | 2008.05.02 17:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.03958 | ||
| 4159 | 2008.05.02 17:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.03958 | ||
| 4160 | 2008.05.02 17:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.03958 | ||
| 4161 | 2008.05.02 17:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.03958 | ||
| 4162 | 2008.05.02 17:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.03958 | ||
| 4163 | 2008.05.02 17:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.03958 | ||
| 4164 | 2008.05.02 17:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.03958 | ||
| 4165 | 2008.05.02 17:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.03958 | ||
| 4166 | 2008.05.02 17:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.03958 | ||
| 4167 | 2008.05.02 17:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.03958 | ||
| 4168 | 2008.05.02 17:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.03958 | ||
| 4169 | 2008.05.02 17:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.03958 | ||
| 4170 | 2008.05.02 17:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.03958 | ||
| 4171 | 2008.05.02 17:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.03958 | ||
| 4172 | 2008.05.02 17:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.03958 | ||
| 4173 | 2008.05.02 17:00 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.03958 | ||
| 4174 | 2008.05.02 17:00 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.03958 | ||
| 4175 | 2008.05.02 17:00 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.03958 | ||
| 4176 | 2008.05.02 17:00 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.03958 | ||
| 4177 | 2008.05.02 17:00 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.03958 | ||
| 4178 | 2008.05.02 17:00 | modify | 841 | 0.08 | 1.04790 | 0.00000 | 1.03958 | ||
| 4179 | 2008.05.02 17:00 | modify | 842 | 0.09 | 1.04890 | 0.00000 | 1.03958 | ||
| 4180 | 2008.05.02 17:00 | modify | 844 | 0.10 | 1.05000 | 0.00000 | 1.03958 | ||
| 4181 | 2008.05.02 17:00 | modify | 855 | 0.11 | 1.05750 | 0.00000 | 1.03958 | ||
| 4182 | 2008.05.02 17:00 | modify | 857 | 0.01 | 1.05910 | 0.00000 | 1.05990 | ||
| 4183 | 2008.05.02 17:00 | modify | 858 | 0.12 | 1.05900 | 0.00000 | 1.03958 | ||
| 4184 | 2008.05.02 17:00 | t/p | 857 | 0.01 | 1.05990 | 0.00000 | 1.05990 | 0.75 | 50715.37 |
| 4185 | 2008.05.05 14:30 | buy | 859 | 0.01 | 1.05510 | 0.00000 | 0.00000 | ||
| 4186 | 2008.05.05 14:30 | modify | 859 | 0.01 | 1.05510 | 0.00000 | 1.05590 | ||
| 4187 | 2008.05.05 15:30 | buy | 860 | 0.01 | 1.05410 | 0.00000 | 0.00000 | ||
| 4188 | 2008.05.05 15:30 | modify | 859 | 0.01 | 1.05510 | 0.00000 | 1.05540 | ||
| 4189 | 2008.05.05 15:30 | modify | 860 | 0.01 | 1.05410 | 0.00000 | 1.05540 | ||
| 4190 | 2008.05.05 16:00 | buy | 861 | 0.01 | 1.05260 | 0.00000 | 0.00000 | ||
| 4191 | 2008.05.05 16:00 | modify | 859 | 0.01 | 1.05510 | 0.00000 | 1.05473 | ||
| 4192 | 2008.05.05 16:00 | modify | 860 | 0.01 | 1.05410 | 0.00000 | 1.05473 | ||
| 4193 | 2008.05.05 16:00 | modify | 861 | 0.01 | 1.05260 | 0.00000 | 1.05473 | ||
| 4194 | 2008.05.05 17:00 | t/p | 859 | 0.01 | 1.05473 | 0.00000 | 1.05473 | -0.35 | 50715.02 |
| 4195 | 2008.05.05 17:00 | t/p | 860 | 0.01 | 1.05473 | 0.00000 | 1.05473 | 0.59 | 50715.61 |
| 4196 | 2008.05.05 17:00 | t/p | 861 | 0.01 | 1.05473 | 0.00000 | 1.05473 | 2.02 | 50717.63 |
| 4197 | 2008.05.05 17:30 | buy | 862 | 0.01 | 1.05640 | 0.00000 | 0.00000 | ||
| 4198 | 2008.05.05 17:30 | modify | 862 | 0.01 | 1.05640 | 0.00000 | 1.05720 | ||
| 4199 | 2008.05.05 18:00 | buy | 863 | 0.01 | 1.05440 | 0.00000 | 0.00000 | ||
| 4200 | 2008.05.05 18:00 | modify | 862 | 0.01 | 1.05640 | 0.00000 | 1.05620 | ||