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 |
| 301 | 2008.01.15 23:30 | modify | 80 | 0.01 | 1.09200 | 0.00000 | 1.08960 | ||
| 302 | 2008.01.15 23:30 | modify | 81 | 0.01 | 1.09330 | 0.00000 | 1.08960 | ||
| 303 | 2008.01.16 00:30 | sell | 82 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 304 | 2008.01.16 00:30 | modify | 78 | 0.01 | 1.08650 | 0.00000 | 1.09042 | ||
| 305 | 2008.01.16 00:30 | modify | 79 | 0.01 | 1.08980 | 0.00000 | 1.09042 | ||
| 306 | 2008.01.16 00:30 | modify | 80 | 0.01 | 1.09200 | 0.00000 | 1.09042 | ||
| 307 | 2008.01.16 00:30 | modify | 81 | 0.01 | 1.09330 | 0.00000 | 1.09042 | ||
| 308 | 2008.01.16 00:30 | modify | 82 | 0.01 | 1.09450 | 0.00000 | 1.09042 | ||
| 309 | 2008.01.16 03:18 | t/p | 78 | 0.01 | 1.09042 | 0.00000 | 1.09042 | -3.63 | 50052.69 |
| 310 | 2008.01.16 03:18 | t/p | 79 | 0.01 | 1.09042 | 0.00000 | 1.09042 | -0.60 | 50052.09 |
| 311 | 2008.01.16 03:18 | t/p | 80 | 0.01 | 1.09042 | 0.00000 | 1.09042 | 1.42 | 50053.51 |
| 312 | 2008.01.16 03:18 | t/p | 81 | 0.01 | 1.09042 | 0.00000 | 1.09042 | 2.61 | 50056.11 |
| 313 | 2008.01.16 03:18 | t/p | 82 | 0.01 | 1.09042 | 0.00000 | 1.09042 | 3.74 | 50059.85 |
| 314 | 2008.01.16 04:30 | sell | 83 | 0.01 | 1.08970 | 0.00000 | 0.00000 | ||
| 315 | 2008.01.16 04:30 | modify | 83 | 0.01 | 1.08970 | 0.00000 | 1.08890 | ||
| 316 | 2008.01.16 05:16 | t/p | 83 | 0.01 | 1.08890 | 0.00000 | 1.08890 | 0.73 | 50060.58 |
| 317 | 2008.01.16 05:30 | sell | 84 | 0.01 | 1.08800 | 0.00000 | 0.00000 | ||
| 318 | 2008.01.16 05:30 | modify | 84 | 0.01 | 1.08800 | 0.00000 | 1.08720 | ||
| 319 | 2008.01.16 05:35 | t/p | 84 | 0.01 | 1.08720 | 0.00000 | 1.08720 | 0.73 | 50061.31 |
| 320 | 2008.01.16 06:00 | sell | 85 | 0.01 | 1.08420 | 0.00000 | 0.00000 | ||
| 321 | 2008.01.16 06:00 | modify | 85 | 0.01 | 1.08420 | 0.00000 | 1.08340 | ||
| 322 | 2008.01.16 07:00 | sell | 86 | 0.01 | 1.08550 | 0.00000 | 0.00000 | ||
| 323 | 2008.01.16 07:00 | modify | 85 | 0.01 | 1.08420 | 0.00000 | 1.08405 | ||
| 324 | 2008.01.16 07:00 | modify | 86 | 0.01 | 1.08550 | 0.00000 | 1.08405 | ||
| 325 | 2008.01.16 07:24 | t/p | 85 | 0.01 | 1.08405 | 0.00000 | 1.08405 | 0.14 | 50061.45 |
| 326 | 2008.01.16 07:24 | t/p | 86 | 0.01 | 1.08405 | 0.00000 | 1.08405 | 1.34 | 50062.79 |
| 327 | 2008.01.16 18:30 | buy | 87 | 0.01 | 1.09910 | 0.00000 | 0.00000 | ||
| 328 | 2008.01.16 18:30 | modify | 87 | 0.01 | 1.09910 | 0.00000 | 1.09990 | ||
| 329 | 2008.01.16 18:31 | t/p | 87 | 0.01 | 1.09990 | 0.00000 | 1.09990 | 0.72 | 50063.51 |
| 330 | 2008.01.16 19:00 | buy | 88 | 0.01 | 1.10100 | 0.00000 | 0.00000 | ||
| 331 | 2008.01.16 19:00 | modify | 88 | 0.01 | 1.10100 | 0.00000 | 1.10180 | ||
| 332 | 2008.01.16 20:00 | buy | 89 | 0.01 | 1.09970 | 0.00000 | 0.00000 | ||
| 333 | 2008.01.16 20:00 | modify | 88 | 0.01 | 1.10100 | 0.00000 | 1.10115 | ||
| 334 | 2008.01.16 20:00 | modify | 89 | 0.01 | 1.09970 | 0.00000 | 1.10115 | ||
| 335 | 2008.01.16 21:00 | buy | 90 | 0.01 | 1.09830 | 0.00000 | 0.00000 | ||
| 336 | 2008.01.16 21:00 | modify | 88 | 0.01 | 1.10100 | 0.00000 | 1.10047 | ||
| 337 | 2008.01.16 21:00 | modify | 89 | 0.01 | 1.09970 | 0.00000 | 1.10047 | ||
| 338 | 2008.01.16 21:00 | modify | 90 | 0.01 | 1.09830 | 0.00000 | 1.10047 | ||
| 339 | 2008.01.16 21:38 | t/p | 88 | 0.01 | 1.10047 | 0.00000 | 1.10047 | -0.48 | 50063.03 |
| 340 | 2008.01.16 21:38 | t/p | 89 | 0.01 | 1.10047 | 0.00000 | 1.10047 | 0.70 | 50063.73 |
| 341 | 2008.01.16 21:38 | t/p | 90 | 0.01 | 1.10047 | 0.00000 | 1.10047 | 1.97 | 50065.70 |
| 342 | 2008.01.17 09:30 | buy | 91 | 0.01 | 1.10190 | 0.00000 | 0.00000 | ||
| 343 | 2008.01.17 09:30 | modify | 91 | 0.01 | 1.10190 | 0.00000 | 1.10270 | ||
| 344 | 2008.01.17 09:54 | t/p | 91 | 0.01 | 1.10270 | 0.00000 | 1.10270 | 0.73 | 50066.43 |
| 345 | 2008.01.17 10:00 | buy | 92 | 0.01 | 1.10270 | 0.00000 | 0.00000 | ||
| 346 | 2008.01.17 10:00 | modify | 92 | 0.01 | 1.10270 | 0.00000 | 1.10350 | ||
| 347 | 2008.01.17 10:03 | t/p | 92 | 0.01 | 1.10350 | 0.00000 | 1.10350 | 0.72 | 50067.15 |
| 348 | 2008.01.17 10:30 | buy | 93 | 0.01 | 1.10840 | 0.00000 | 0.00000 | ||
| 349 | 2008.01.17 10:30 | modify | 93 | 0.01 | 1.10840 | 0.00000 | 1.10920 | ||
| 350 | 2008.01.17 11:00 | buy | 94 | 0.01 | 1.10670 | 0.00000 | 0.00000 | ||
| 351 | 2008.01.17 11:00 | modify | 93 | 0.01 | 1.10840 | 0.00000 | 1.10835 | ||
| 352 | 2008.01.17 11:00 | modify | 94 | 0.01 | 1.10670 | 0.00000 | 1.10835 | ||
| 353 | 2008.01.17 11:30 | buy | 95 | 0.01 | 1.10590 | 0.00000 | 0.00000 | ||
| 354 | 2008.01.17 11:30 | modify | 93 | 0.01 | 1.10840 | 0.00000 | 1.10780 | ||
| 355 | 2008.01.17 11:30 | modify | 94 | 0.01 | 1.10670 | 0.00000 | 1.10780 | ||
| 356 | 2008.01.17 11:30 | modify | 95 | 0.01 | 1.10590 | 0.00000 | 1.10780 | ||
| 357 | 2008.01.17 13:30 | buy | 96 | 0.01 | 1.10140 | 0.00000 | 0.00000 | ||
| 358 | 2008.01.17 13:30 | modify | 93 | 0.01 | 1.10840 | 0.00000 | 1.10640 | ||
| 359 | 2008.01.17 13:30 | modify | 94 | 0.01 | 1.10670 | 0.00000 | 1.10640 | ||
| 360 | 2008.01.17 13:30 | modify | 95 | 0.01 | 1.10590 | 0.00000 | 1.10640 | ||
| 361 | 2008.01.17 13:30 | modify | 96 | 0.01 | 1.10140 | 0.00000 | 1.10640 | ||
| 362 | 2008.01.17 14:00 | buy | 97 | 0.01 | 1.09940 | 0.00000 | 0.00000 | ||
| 363 | 2008.01.17 14:00 | modify | 93 | 0.01 | 1.10840 | 0.00000 | 1.10516 | ||
| 364 | 2008.01.17 14:00 | modify | 94 | 0.01 | 1.10670 | 0.00000 | 1.10516 | ||
| 365 | 2008.01.17 14:00 | modify | 95 | 0.01 | 1.10590 | 0.00000 | 1.10516 | ||
| 366 | 2008.01.17 14:00 | modify | 96 | 0.01 | 1.10140 | 0.00000 | 1.10516 | ||
| 367 | 2008.01.17 14:00 | modify | 97 | 0.01 | 1.09940 | 0.00000 | 1.10516 | ||
| 368 | 2008.01.17 14:30 | buy | 98 | 0.02 | 1.09840 | 0.00000 | 0.00000 | ||
| 369 | 2008.01.17 14:30 | modify | 93 | 0.01 | 1.10840 | 0.00000 | 1.10346 | ||
| 370 | 2008.01.17 14:30 | modify | 94 | 0.01 | 1.10670 | 0.00000 | 1.10346 | ||
| 371 | 2008.01.17 14:30 | modify | 95 | 0.01 | 1.10590 | 0.00000 | 1.10346 | ||
| 372 | 2008.01.17 14:30 | modify | 96 | 0.01 | 1.10140 | 0.00000 | 1.10346 | ||
| 373 | 2008.01.17 14:30 | modify | 97 | 0.01 | 1.09940 | 0.00000 | 1.10346 | ||
| 374 | 2008.01.17 14:30 | modify | 98 | 0.02 | 1.09840 | 0.00000 | 1.10346 | ||
| 375 | 2008.01.18 06:40 | t/p | 93 | 0.01 | 1.10346 | 0.00000 | 1.10346 | -4.47 | 50062.68 |
| 376 | 2008.01.18 06:40 | t/p | 94 | 0.01 | 1.10346 | 0.00000 | 1.10346 | -2.93 | 50059.74 |
| 377 | 2008.01.18 06:40 | t/p | 95 | 0.01 | 1.10346 | 0.00000 | 1.10346 | -2.20 | 50057.54 |
| 378 | 2008.01.18 06:40 | t/p | 96 | 0.01 | 1.10346 | 0.00000 | 1.10346 | 1.88 | 50059.42 |
| 379 | 2008.01.18 06:40 | t/p | 97 | 0.01 | 1.10346 | 0.00000 | 1.10346 | 3.69 | 50063.10 |
| 380 | 2008.01.18 06:40 | t/p | 98 | 0.02 | 1.10346 | 0.00000 | 1.10346 | 9.18 | 50072.28 |
| 381 | 2008.01.18 07:00 | buy | 99 | 0.01 | 1.10380 | 0.00000 | 0.00000 | ||
| 382 | 2008.01.18 07:00 | modify | 99 | 0.01 | 1.10380 | 0.00000 | 1.10460 | ||
| 383 | 2008.01.18 08:46 | t/p | 99 | 0.01 | 1.10460 | 0.00000 | 1.10460 | 0.72 | 50073.00 |
| 384 | 2008.01.18 09:00 | buy | 100 | 0.01 | 1.10440 | 0.00000 | 0.00000 | ||
| 385 | 2008.01.18 09:00 | modify | 100 | 0.01 | 1.10440 | 0.00000 | 1.10520 | ||
| 386 | 2008.01.18 09:33 | t/p | 100 | 0.01 | 1.10520 | 0.00000 | 1.10520 | 0.72 | 50073.72 |
| 387 | 2008.01.18 10:00 | buy | 101 | 0.01 | 1.10460 | 0.00000 | 0.00000 | ||
| 388 | 2008.01.18 10:00 | modify | 101 | 0.01 | 1.10460 | 0.00000 | 1.10540 | ||
| 389 | 2008.01.18 10:01 | t/p | 101 | 0.01 | 1.10540 | 0.00000 | 1.10540 | 0.73 | 50074.45 |
| 390 | 2008.01.18 13:00 | buy | 102 | 0.01 | 1.10530 | 0.00000 | 0.00000 | ||
| 391 | 2008.01.18 13:00 | modify | 102 | 0.01 | 1.10530 | 0.00000 | 1.10610 | ||
| 392 | 2008.01.18 14:00 | buy | 103 | 0.01 | 1.10160 | 0.00000 | 0.00000 | ||
| 393 | 2008.01.18 14:00 | modify | 102 | 0.01 | 1.10530 | 0.00000 | 1.10425 | ||
| 394 | 2008.01.18 14:00 | modify | 103 | 0.01 | 1.10160 | 0.00000 | 1.10425 | ||
| 395 | 2008.01.18 15:30 | buy | 104 | 0.01 | 1.09940 | 0.00000 | 0.00000 | ||
| 396 | 2008.01.18 15:30 | modify | 102 | 0.01 | 1.10530 | 0.00000 | 1.10290 | ||
| 397 | 2008.01.18 15:30 | modify | 103 | 0.01 | 1.10160 | 0.00000 | 1.10290 | ||
| 398 | 2008.01.18 15:30 | modify | 104 | 0.01 | 1.09940 | 0.00000 | 1.10290 | ||
| 399 | 2008.01.18 17:44 | t/p | 102 | 0.01 | 1.10290 | 0.00000 | 1.10290 | -2.18 | 50072.27 |
| 400 | 2008.01.18 17:44 | t/p | 103 | 0.01 | 1.10290 | 0.00000 | 1.10290 | 1.18 | 50073.45 |
| 401 | 2008.01.18 17:44 | t/p | 104 | 0.01 | 1.10290 | 0.00000 | 1.10290 | 3.17 | 50076.62 |
| 402 | 2008.01.21 02:30 | buy | 105 | 0.01 | 1.10270 | 0.00000 | 0.00000 | ||
| 403 | 2008.01.21 02:30 | modify | 105 | 0.01 | 1.10270 | 0.00000 | 1.10350 | ||
| 404 | 2008.01.21 02:59 | t/p | 105 | 0.01 | 1.10350 | 0.00000 | 1.10350 | 0.72 | 50077.34 |
| 405 | 2008.01.21 03:00 | buy | 106 | 0.01 | 1.10370 | 0.00000 | 0.00000 | ||
| 406 | 2008.01.21 03:00 | modify | 106 | 0.01 | 1.10370 | 0.00000 | 1.10450 | ||
| 407 | 2008.01.21 05:56 | t/p | 106 | 0.01 | 1.10450 | 0.00000 | 1.10450 | 0.72 | 50078.06 |
| 408 | 2008.01.21 06:00 | buy | 107 | 0.01 | 1.10510 | 0.00000 | 0.00000 | ||
| 409 | 2008.01.21 06:00 | modify | 107 | 0.01 | 1.10510 | 0.00000 | 1.10590 | ||
| 410 | 2008.01.21 08:00 | buy | 108 | 0.01 | 1.10370 | 0.00000 | 0.00000 | ||
| 411 | 2008.01.21 08:00 | modify | 107 | 0.01 | 1.10510 | 0.00000 | 1.10520 | ||
| 412 | 2008.01.21 08:00 | modify | 108 | 0.01 | 1.10370 | 0.00000 | 1.10520 | ||
| 413 | 2008.01.21 09:30 | buy | 109 | 0.01 | 1.10190 | 0.00000 | 0.00000 | ||
| 414 | 2008.01.21 09:30 | modify | 107 | 0.01 | 1.10510 | 0.00000 | 1.10437 | ||
| 415 | 2008.01.21 09:30 | modify | 108 | 0.01 | 1.10370 | 0.00000 | 1.10437 | ||
| 416 | 2008.01.21 09:30 | modify | 109 | 0.01 | 1.10190 | 0.00000 | 1.10437 | ||
| 417 | 2008.01.21 10:04 | t/p | 107 | 0.01 | 1.10437 | 0.00000 | 1.10437 | -0.66 | 50077.40 |
| 418 | 2008.01.21 10:04 | t/p | 108 | 0.01 | 1.10437 | 0.00000 | 1.10437 | 0.60 | 50078.00 |
| 419 | 2008.01.21 10:04 | t/p | 109 | 0.01 | 1.10437 | 0.00000 | 1.10437 | 2.23 | 50080.23 |
| 420 | 2008.01.21 17:00 | buy | 110 | 0.01 | 1.10550 | 0.00000 | 0.00000 | ||
| 421 | 2008.01.21 17:00 | modify | 110 | 0.01 | 1.10550 | 0.00000 | 1.10630 | ||
| 422 | 2008.01.21 18:00 | buy | 111 | 0.01 | 1.10460 | 0.00000 | 0.00000 | ||
| 423 | 2008.01.21 18:00 | modify | 110 | 0.01 | 1.10550 | 0.00000 | 1.10585 | ||
| 424 | 2008.01.21 18:00 | modify | 111 | 0.01 | 1.10460 | 0.00000 | 1.10585 | ||
| 425 | 2008.01.21 18:13 | t/p | 110 | 0.01 | 1.10585 | 0.00000 | 1.10585 | 0.32 | 50080.55 |
| 426 | 2008.01.21 18:13 | t/p | 111 | 0.01 | 1.10585 | 0.00000 | 1.10585 | 1.13 | 50081.68 |
| 427 | 2008.01.21 18:30 | buy | 112 | 0.01 | 1.10810 | 0.00000 | 0.00000 | ||
| 428 | 2008.01.21 18:30 | modify | 112 | 0.01 | 1.10810 | 0.00000 | 1.10890 | ||
| 429 | 2008.01.21 18:46 | t/p | 112 | 0.01 | 1.10890 | 0.00000 | 1.10890 | 0.72 | 50082.40 |
| 430 | 2008.01.21 19:00 | buy | 113 | 0.01 | 1.10940 | 0.00000 | 0.00000 | ||
| 431 | 2008.01.21 19:00 | modify | 113 | 0.01 | 1.10940 | 0.00000 | 1.11020 | ||
| 432 | 2008.01.21 20:32 | t/p | 113 | 0.01 | 1.11020 | 0.00000 | 1.11020 | 0.72 | 50083.12 |
| 433 | 2008.01.21 21:00 | buy | 114 | 0.01 | 1.11050 | 0.00000 | 0.00000 | ||
| 434 | 2008.01.21 21:00 | modify | 114 | 0.01 | 1.11050 | 0.00000 | 1.11130 | ||
| 435 | 2008.01.21 21:30 | buy | 115 | 0.01 | 1.10950 | 0.00000 | 0.00000 | ||
| 436 | 2008.01.21 21:30 | modify | 114 | 0.01 | 1.11050 | 0.00000 | 1.11080 | ||
| 437 | 2008.01.21 21:30 | modify | 115 | 0.01 | 1.10950 | 0.00000 | 1.11080 | ||
| 438 | 2008.01.22 00:00 | buy | 116 | 0.01 | 1.10810 | 0.00000 | 0.00000 | ||
| 439 | 2008.01.22 00:00 | modify | 114 | 0.01 | 1.11050 | 0.00000 | 1.11017 | ||
| 440 | 2008.01.22 00:00 | modify | 115 | 0.01 | 1.10950 | 0.00000 | 1.11017 | ||
| 441 | 2008.01.22 00:00 | modify | 116 | 0.01 | 1.10810 | 0.00000 | 1.11017 | ||
| 442 | 2008.01.22 01:14 | t/p | 114 | 0.01 | 1.11017 | 0.00000 | 1.11017 | -0.29 | 50082.83 |
| 443 | 2008.01.22 01:14 | t/p | 115 | 0.01 | 1.11017 | 0.00000 | 1.11017 | 0.61 | 50083.43 |
| 444 | 2008.01.22 01:14 | t/p | 116 | 0.01 | 1.11017 | 0.00000 | 1.11017 | 1.86 | 50085.29 |
| 445 | 2008.01.22 03:00 | buy | 117 | 0.01 | 1.11170 | 0.00000 | 0.00000 | ||
| 446 | 2008.01.22 03:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.11250 | ||
| 447 | 2008.01.22 03:30 | buy | 118 | 0.01 | 1.11100 | 0.00000 | 0.00000 | ||
| 448 | 2008.01.22 03:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.11215 | ||
| 449 | 2008.01.22 03:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.11215 | ||
| 450 | 2008.01.22 04:00 | buy | 119 | 0.01 | 1.10970 | 0.00000 | 0.00000 | ||