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 |
| 4201 | 2008.05.05 18:00 | modify | 863 | 0.01 | 1.05440 | 0.00000 | 1.05620 | |
| 4202 | 2008.05.05 20:30 | buy | 864 | 0.01 | 1.05270 | 0.00000 | 0.00000 | |
| 4203 | 2008.05.05 20:30 | modify | 862 | 0.01 | 1.05640 | 0.00000 | 1.05530 | |
| 4204 | 2008.05.05 20:30 | modify | 863 | 0.01 | 1.05440 | 0.00000 | 1.05530 | |
| 4205 | 2008.05.05 20:30 | modify | 864 | 0.01 | 1.05270 | 0.00000 | 1.05530 | |
| 4206 | 2008.05.05 21:00 | buy | 865 | 0.01 | 1.05120 | 0.00000 | 0.00000 | |
| 4207 | 2008.05.05 21:00 | modify | 862 | 0.01 | 1.05640 | 0.00000 | 1.05448 | |
| 4208 | 2008.05.05 21:00 | modify | 863 | 0.01 | 1.05440 | 0.00000 | 1.05448 | |
| 4209 | 2008.05.05 21:00 | modify | 864 | 0.01 | 1.05270 | 0.00000 | 1.05448 | |
| 4210 | 2008.05.05 21:00 | modify | 865 | 0.01 | 1.05120 | 0.00000 | 1.05448 | |
| 4211 | 2008.05.06 05:30 | buy | 866 | 0.01 | 1.05000 | 0.00000 | 0.00000 | |
| 4212 | 2008.05.06 05:30 | modify | 862 | 0.01 | 1.05640 | 0.00000 | 1.05374 | |
| 4213 | 2008.05.06 05:30 | modify | 863 | 0.01 | 1.05440 | 0.00000 | 1.05374 | |
| 4214 | 2008.05.06 05:30 | modify | 864 | 0.01 | 1.05270 | 0.00000 | 1.05374 | |
| 4215 | 2008.05.06 05:30 | modify | 865 | 0.01 | 1.05120 | 0.00000 | 1.05374 | |
| 4216 | 2008.05.06 05:30 | modify | 866 | 0.01 | 1.05000 | 0.00000 | 1.05374 | |
| 4217 | 2008.05.06 10:04 | t/p | 862 | 0.01 | 1.05374 | 0.00000 | 1.05374 | -2.52 | 50715.11 |
| 4218 | 2008.05.06 10:04 | t/p | 863 | 0.01 | 1.05374 | 0.00000 | 1.05374 | -0.62 | 50714.48 |
| 4219 | 2008.05.06 10:04 | t/p | 864 | 0.01 | 1.05374 | 0.00000 | 1.05374 | 1.00 | 50715.48 |
| 4220 | 2008.05.06 10:04 | t/p | 865 | 0.01 | 1.05374 | 0.00000 | 1.05374 | 2.42 | 50717.89 |
| 4221 | 2008.05.06 10:04 | t/p | 866 | 0.01 | 1.05374 | 0.00000 | 1.05374 | 3.55 | 50721.44 |
| 4222 | 2008.05.06 10:30 | buy | 867 | 0.01 | 1.05400 | 0.00000 | 0.00000 | |
| 4223 | 2008.05.06 10:30 | modify | 867 | 0.01 | 1.05400 | 0.00000 | 1.05480 | |
| 4224 | 2008.05.06 10:36 | t/p | 867 | 0.01 | 1.05480 | 0.00000 | 1.05480 | 0.76 | 50722.20 |
| 4225 | 2008.05.06 11:00 | buy | 868 | 0.01 | 1.05410 | 0.00000 | 0.00000 | |
| 4226 | 2008.05.06 11:00 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.05490 | |
| 4227 | 2008.05.06 12:00 | buy | 869 | 0.01 | 1.05040 | 0.00000 | 0.00000 | |
| 4228 | 2008.05.06 12:00 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.05305 | |
| 4229 | 2008.05.06 12:00 | modify | 869 | 0.01 | 1.05040 | 0.00000 | 1.05305 | |
| 4230 | 2008.05.06 13:00 | buy | 870 | 0.01 | 1.04890 | 0.00000 | 0.00000 | |
| 4231 | 2008.05.06 13:00 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.05193 | |
| 4232 | 2008.05.06 13:00 | modify | 869 | 0.01 | 1.05040 | 0.00000 | 1.05193 | |
| 4233 | 2008.05.06 13:00 | modify | 870 | 0.01 | 1.04890 | 0.00000 | 1.05193 | |
| 4234 | 2008.05.06 15:00 | buy | 871 | 0.01 | 1.04770 | 0.00000 | 0.00000 | |
| 4235 | 2008.05.06 15:00 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.05108 | |
| 4236 | 2008.05.06 15:00 | modify | 869 | 0.01 | 1.05040 | 0.00000 | 1.05108 | |
| 4237 | 2008.05.06 15:00 | modify | 870 | 0.01 | 1.04890 | 0.00000 | 1.05108 | |
| 4238 | 2008.05.06 15:00 | modify | 871 | 0.01 | 1.04770 | 0.00000 | 1.05108 | |
| 4239 | 2008.05.06 16:30 | buy | 872 | 0.01 | 1.04690 | 0.00000 | 0.00000 | |
| 4240 | 2008.05.06 16:30 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.05040 | |
| 4241 | 2008.05.06 16:30 | modify | 869 | 0.01 | 1.05040 | 0.00000 | 1.05040 | |
| 4242 | 2008.05.06 16:30 | modify | 870 | 0.01 | 1.04890 | 0.00000 | 1.05040 | |
| 4243 | 2008.05.06 16:30 | modify | 871 | 0.01 | 1.04770 | 0.00000 | 1.05040 | |
| 4244 | 2008.05.06 16:30 | modify | 872 | 0.01 | 1.04690 | 0.00000 | 1.05040 | |
| 4245 | 2008.05.06 17:00 | buy | 873 | 0.02 | 1.04610 | 0.00000 | 0.00000 | |
| 4246 | 2008.05.06 17:00 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.04940 | |
| 4247 | 2008.05.06 17:00 | modify | 869 | 0.01 | 1.05040 | 0.00000 | 1.04940 | |
| 4248 | 2008.05.06 17:00 | modify | 870 | 0.01 | 1.04890 | 0.00000 | 1.04940 | |
| 4249 | 2008.05.06 17:00 | modify | 871 | 0.01 | 1.04770 | 0.00000 | 1.04940 | |
| 4250 | 2008.05.06 17:00 | modify | 872 | 0.01 | 1.04690 | 0.00000 | 1.04940 | |
| 4251 | 2008.05.06 17:00 | modify | 873 | 0.02 | 1.04610 | 0.00000 | 1.04940 | |
| 4252 | 2008.05.06 17:30 | buy | 874 | 0.02 | 1.04490 | 0.00000 | 0.00000 | |
| 4253 | 2008.05.06 17:30 | modify | 868 | 0.01 | 1.05410 | 0.00000 | 1.04858 | |
| 4254 | 2008.05.06 17:30 | modify | 869 | 0.01 | 1.05040 | 0.00000 | 1.04858 | |
| 4255 | 2008.05.06 17:30 | modify | 870 | 0.01 | 1.04890 | 0.00000 | 1.04858 | |
| 4256 | 2008.05.06 17:30 | modify | 871 | 0.01 | 1.04770 | 0.00000 | 1.04858 | |
| 4257 | 2008.05.06 17:30 | modify | 872 | 0.01 | 1.04690 | 0.00000 | 1.04858 | |
| 4258 | 2008.05.06 17:30 | modify | 873 | 0.02 | 1.04610 | 0.00000 | 1.04858 | |
| 4259 | 2008.05.06 17:30 | modify | 874 | 0.02 | 1.04490 | 0.00000 | 1.04858 | |
| 4260 | 2008.05.06 19:00 | t/p | 868 | 0.01 | 1.04858 | 0.00000 | 1.04858 | -5.26 | 50716.94 |
| 4261 | 2008.05.06 19:00 | t/p | 869 | 0.01 | 1.04858 | 0.00000 | 1.04858 | -1.74 | 50715.20 |
| 4262 | 2008.05.06 19:00 | t/p | 870 | 0.01 | 1.04858 | 0.00000 | 1.04858 | -0.31 | 50714.89 |
| 4263 | 2008.05.06 19:00 | t/p | 871 | 0.01 | 1.04858 | 0.00000 | 1.04858 | 0.84 | 50715.73 |
| 4264 | 2008.05.06 19:00 | t/p | 872 | 0.01 | 1.04858 | 0.00000 | 1.04858 | 1.60 | 50717.33 |
| 4265 | 2008.05.06 19:00 | t/p | 873 | 0.02 | 1.04858 | 0.00000 | 1.04858 | 4.73 | 50722.06 |
| 4266 | 2008.05.06 19:00 | t/p | 874 | 0.02 | 1.04858 | 0.00000 | 1.04858 | 7.02 | 50729.08 |
| 4267 | 2008.05.06 23:00 | buy | 875 | 0.01 | 1.05180 | 0.00000 | 0.00000 | |
| 4268 | 2008.05.06 23:00 | modify | 875 | 0.01 | 1.05180 | 0.00000 | 1.05260 | |
| 4269 | 2008.05.07 03:01 | t/p | 875 | 0.01 | 1.05260 | 0.00000 | 1.05260 | 0.77 | 50729.85 |
| 4270 | 2008.05.07 09:00 | buy | 876 | 0.01 | 1.05400 | 0.00000 | 0.00000 | |
| 4271 | 2008.05.07 09:00 | modify | 876 | 0.01 | 1.05400 | 0.00000 | 1.05480 | |
| 4272 | 2008.05.07 09:23 | t/p | 876 | 0.01 | 1.05480 | 0.00000 | 1.05480 | 0.76 | 50730.61 |
| 4273 | 2008.05.07 09:30 | buy | 877 | 0.01 | 1.05450 | 0.00000 | 0.00000 | |
| 4274 | 2008.05.07 09:30 | modify | 877 | 0.01 | 1.05450 | 0.00000 | 1.05530 | |
| 4275 | 2008.05.07 11:00 | buy | 878 | 0.01 | 1.05320 | 0.00000 | 0.00000 | |
| 4276 | 2008.05.07 11:00 | modify | 877 | 0.01 | 1.05450 | 0.00000 | 1.05465 | |
| 4277 | 2008.05.07 11:00 | modify | 878 | 0.01 | 1.05320 | 0.00000 | 1.05465 | |
| 4278 | 2008.05.07 12:00 | t/p | 877 | 0.01 | 1.05465 | 0.00000 | 1.05465 | 0.14 | 50730.75 |
| 4279 | 2008.05.07 12:00 | t/p | 878 | 0.01 | 1.05465 | 0.00000 | 1.05465 | 1.37 | 50732.12 |
| 4280 | 2008.05.07 13:30 | buy | 879 | 0.01 | 1.05660 | 0.00000 | 0.00000 | |
| 4281 | 2008.05.07 13:30 | modify | 879 | 0.01 | 1.05660 | 0.00000 | 1.05740 | |
| 4282 | 2008.05.07 14:30 | buy | 880 | 0.01 | 1.05570 | 0.00000 | 0.00000 | |
| 4283 | 2008.05.07 14:30 | modify | 879 | 0.01 | 1.05660 | 0.00000 | 1.05695 | |
| 4284 | 2008.05.07 14:30 | modify | 880 | 0.01 | 1.05570 | 0.00000 | 1.05695 | |
| 4285 | 2008.05.07 15:36 | t/p | 879 | 0.01 | 1.05695 | 0.00000 | 1.05695 | 0.33 | 50732.45 |
| 4286 | 2008.05.07 15:36 | t/p | 880 | 0.01 | 1.05695 | 0.00000 | 1.05695 | 1.18 | 50733.63 |
| 4287 | 2008.05.07 16:00 | buy | 881 | 0.01 | 1.05770 | 0.00000 | 0.00000 | |
| 4288 | 2008.05.07 16:00 | modify | 881 | 0.01 | 1.05770 | 0.00000 | 1.05850 | |
| 4289 | 2008.05.07 16:02 | t/p | 881 | 0.01 | 1.05850 | 0.00000 | 1.05850 | 0.76 | 50734.39 |
| 4290 | 2008.05.07 17:30 | buy | 882 | 0.01 | 1.05770 | 0.00000 | 0.00000 | |
| 4291 | 2008.05.07 17:30 | modify | 882 | 0.01 | 1.05770 | 0.00000 | 1.05850 | |
| 4292 | 2008.05.07 17:31 | t/p | 882 | 0.01 | 1.05850 | 0.00000 | 1.05850 | 0.76 | 50735.15 |
| 4293 | 2008.05.07 19:00 | buy | 883 | 0.01 | 1.05840 | 0.00000 | 0.00000 | |
| 4294 | 2008.05.07 19:00 | modify | 883 | 0.01 | 1.05840 | 0.00000 | 1.05920 | |
| 4295 | 2008.05.07 19:30 | buy | 884 | 0.01 | 1.05740 | 0.00000 | 0.00000 | |
| 4296 | 2008.05.07 19:30 | modify | 883 | 0.01 | 1.05840 | 0.00000 | 1.05870 | |
| 4297 | 2008.05.07 19:30 | modify | 884 | 0.01 | 1.05740 | 0.00000 | 1.05870 | |
| 4298 | 2008.05.07 21:00 | buy | 885 | 0.01 | 1.05640 | 0.00000 | 0.00000 | |
| 4299 | 2008.05.07 21:00 | modify | 883 | 0.01 | 1.05840 | 0.00000 | 1.05820 | |
| 4300 | 2008.05.07 21:00 | modify | 884 | 0.01 | 1.05740 | 0.00000 | 1.05820 | |
| 4301 | 2008.05.07 21:00 | modify | 885 | 0.01 | 1.05640 | 0.00000 | 1.05820 | |
| 4302 | 2008.05.07 21:30 | buy | 886 | 0.01 | 1.05500 | 0.00000 | 0.00000 | |
| 4303 | 2008.05.07 21:30 | modify | 883 | 0.01 | 1.05840 | 0.00000 | 1.05760 | |
| 4304 | 2008.05.07 21:30 | modify | 884 | 0.01 | 1.05740 | 0.00000 | 1.05760 | |
| 4305 | 2008.05.07 21:30 | modify | 885 | 0.01 | 1.05640 | 0.00000 | 1.05760 | |
| 4306 | 2008.05.07 21:30 | modify | 886 | 0.01 | 1.05500 | 0.00000 | 1.05760 | |
| 4307 | 2008.05.08 02:34 | t/p | 883 | 0.01 | 1.05760 | 0.00000 | 1.05760 | -0.74 | 50734.41 |
| 4308 | 2008.05.08 02:34 | t/p | 884 | 0.01 | 1.05760 | 0.00000 | 1.05760 | 0.21 | 50734.61 |
| 4309 | 2008.05.08 02:34 | t/p | 885 | 0.01 | 1.05760 | 0.00000 | 1.05760 | 1.15 | 50735.76 |
| 4310 | 2008.05.08 02:34 | t/p | 886 | 0.01 | 1.05760 | 0.00000 | 1.05760 | 2.48 | 50738.24 |
| 4311 | 2008.05.08 05:00 | buy | 887 | 0.01 | 1.06140 | 0.00000 | 0.00000 | |
| 4312 | 2008.05.08 05:00 | sell | 888 | 0.13 | 1.06130 | 0.00000 | 0.00000 | |
| 4313 | 2008.05.08 05:00 | modify | 781 | 0.01 | 1.00040 | 0.00000 | 1.04161 | |
| 4314 | 2008.05.08 05:00 | modify | 782 | 0.01 | 1.00210 | 0.00000 | 1.04161 | |
| 4315 | 2008.05.08 05:00 | modify | 783 | 0.01 | 1.00400 | 0.00000 | 1.04161 | |
| 4316 | 2008.05.08 05:00 | modify | 784 | 0.01 | 1.00490 | 0.00000 | 1.04161 | |
| 4317 | 2008.05.08 05:00 | modify | 785 | 0.01 | 1.00630 | 0.00000 | 1.04161 | |
| 4318 | 2008.05.08 05:00 | modify | 786 | 0.02 | 1.00760 | 0.00000 | 1.04161 | |
| 4319 | 2008.05.08 05:00 | modify | 788 | 0.02 | 1.00970 | 0.00000 | 1.04161 | |
| 4320 | 2008.05.08 05:00 | modify | 790 | 0.02 | 1.01310 | 0.00000 | 1.04161 | |
| 4321 | 2008.05.08 05:00 | modify | 793 | 0.02 | 1.01480 | 0.00000 | 1.04161 | |
| 4322 | 2008.05.08 05:00 | modify | 795 | 0.02 | 1.01590 | 0.00000 | 1.04161 | |
| 4323 | 2008.05.08 05:00 | modify | 798 | 0.03 | 1.01930 | 0.00000 | 1.04161 | |
| 4324 | 2008.05.08 05:00 | modify | 802 | 0.03 | 1.02400 | 0.00000 | 1.04161 | |
| 4325 | 2008.05.08 05:00 | modify | 804 | 0.03 | 1.02590 | 0.00000 | 1.04161 | |
| 4326 | 2008.05.08 05:00 | modify | 807 | 0.03 | 1.03010 | 0.00000 | 1.04161 | |
| 4327 | 2008.05.08 05:00 | modify | 809 | 0.04 | 1.03190 | 0.00000 | 1.04161 | |
| 4328 | 2008.05.08 05:00 | modify | 810 | 0.04 | 1.03530 | 0.00000 | 1.04161 | |
| 4329 | 2008.05.08 05:00 | modify | 811 | 0.05 | 1.03680 | 0.00000 | 1.04161 | |
| 4330 | 2008.05.08 05:00 | modify | 817 | 0.05 | 1.03840 | 0.00000 | 1.04161 | |
| 4331 | 2008.05.08 05:00 | modify | 819 | 0.06 | 1.04220 | 0.00000 | 1.04161 | |
| 4332 | 2008.05.08 05:00 | modify | 836 | 0.06 | 1.04340 | 0.00000 | 1.04161 | |
| 4333 | 2008.05.08 05:00 | modify | 839 | 0.07 | 1.04430 | 0.00000 | 1.04161 | |
| 4334 | 2008.05.08 05:00 | modify | 840 | 0.07 | 1.04520 | 0.00000 | 1.04161 | |
| 4335 | 2008.05.08 05:00 | modify | 841 | 0.08 | 1.04790 | 0.00000 | 1.04161 | |
| 4336 | 2008.05.08 05:00 | modify | 842 | 0.09 | 1.04890 | 0.00000 | 1.04161 | |
| 4337 | 2008.05.08 05:00 | modify | 844 | 0.10 | 1.05000 | 0.00000 | 1.04161 | |
| 4338 | 2008.05.08 05:00 | modify | 855 | 0.11 | 1.05750 | 0.00000 | 1.04161 | |
| 4339 | 2008.05.08 05:00 | modify | 858 | 0.12 | 1.05900 | 0.00000 | 1.04161 | |
| 4340 | 2008.05.08 05:00 | modify | 887 | 0.01 | 1.06140 | 0.00000 | 1.06220 | |
| 4341 | 2008.05.08 05:00 | modify | 888 | 0.13 | 1.06130 | 0.00000 | 1.04161 | |
| 4342 | 2008.05.08 05:30 | buy | 889 | 0.01 | 1.06000 | 0.00000 | 0.00000 | |
| 4343 | 2008.05.08 05:30 | modify | 887 | 0.01 | 1.06140 | 0.00000 | 1.06150 | |
| 4344 | 2008.05.08 05:30 | modify | 889 | 0.01 | 1.06000 | 0.00000 | 1.06150 | |
| 4345 | 2008.05.08 06:00 | buy | 890 | 0.01 | 1.05870 | 0.00000 | 0.00000 | |
| 4346 | 2008.05.08 06:00 | modify | 887 | 0.01 | 1.06140 | 0.00000 | 1.06083 | |
| 4347 | 2008.05.08 06:00 | modify | 889 | 0.01 | 1.06000 | 0.00000 | 1.06083 | |
| 4348 | 2008.05.08 06:00 | modify | 890 | 0.01 | 1.05870 | 0.00000 | 1.06083 | |
| 4349 | 2008.05.08 10:00 | buy | 891 | 0.01 | 1.05700 | 0.00000 | 0.00000 | |
| 4350 | 2008.05.08 10:00 | modify | 887 | 0.01 | 1.06140 | 0.00000 | 1.06008 | |