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 |
| 4351 | 2008.05.08 10:00 | modify | 889 | 0.01 | 1.06000 | 0.00000 | 1.06008 | ||
| 4352 | 2008.05.08 10:00 | modify | 890 | 0.01 | 1.05870 | 0.00000 | 1.06008 | ||
| 4353 | 2008.05.08 10:00 | modify | 891 | 0.01 | 1.05700 | 0.00000 | 1.06008 | ||
| 4354 | 2008.05.08 11:00 | buy | 892 | 0.01 | 1.05550 | 0.00000 | 0.00000 | ||
| 4355 | 2008.05.08 11:00 | modify | 887 | 0.01 | 1.06140 | 0.00000 | 1.05932 | ||
| 4356 | 2008.05.08 11:00 | modify | 889 | 0.01 | 1.06000 | 0.00000 | 1.05932 | ||
| 4357 | 2008.05.08 11:00 | modify | 890 | 0.01 | 1.05870 | 0.00000 | 1.05932 | ||
| 4358 | 2008.05.08 11:00 | modify | 891 | 0.01 | 1.05700 | 0.00000 | 1.05932 | ||
| 4359 | 2008.05.08 11:00 | modify | 892 | 0.01 | 1.05550 | 0.00000 | 1.05932 | ||
| 4360 | 2008.05.08 13:00 | buy | 893 | 0.02 | 1.05470 | 0.00000 | 0.00000 | ||
| 4361 | 2008.05.08 13:00 | modify | 887 | 0.01 | 1.06140 | 0.00000 | 1.05823 | ||
| 4362 | 2008.05.08 13:00 | modify | 889 | 0.01 | 1.06000 | 0.00000 | 1.05823 | ||
| 4363 | 2008.05.08 13:00 | modify | 890 | 0.01 | 1.05870 | 0.00000 | 1.05823 | ||
| 4364 | 2008.05.08 13:00 | modify | 891 | 0.01 | 1.05700 | 0.00000 | 1.05823 | ||
| 4365 | 2008.05.08 13:00 | modify | 892 | 0.01 | 1.05550 | 0.00000 | 1.05823 | ||
| 4366 | 2008.05.08 13:00 | modify | 893 | 0.02 | 1.05470 | 0.00000 | 1.05823 | ||
| 4367 | 2008.05.08 15:34 | t/p | 887 | 0.01 | 1.05823 | 0.00000 | 1.05823 | -3.00 | 50735.24 |
| 4368 | 2008.05.08 15:34 | t/p | 889 | 0.01 | 1.05823 | 0.00000 | 1.05823 | -1.67 | 50733.57 |
| 4369 | 2008.05.08 15:34 | t/p | 890 | 0.01 | 1.05823 | 0.00000 | 1.05823 | -0.44 | 50733.13 |
| 4370 | 2008.05.08 15:34 | t/p | 891 | 0.01 | 1.05823 | 0.00000 | 1.05823 | 1.16 | 50734.29 |
| 4371 | 2008.05.08 15:34 | t/p | 892 | 0.01 | 1.05823 | 0.00000 | 1.05823 | 2.58 | 50736.87 |
| 4372 | 2008.05.08 15:34 | t/p | 893 | 0.02 | 1.05823 | 0.00000 | 1.05823 | 6.67 | 50743.54 |
| 4373 | 2008.05.09 11:58 | t/p | 781 | 0.01 | 1.04161 | 0.00000 | 1.04161 | -40.16 | 50703.37 |
| 4374 | 2008.05.09 11:58 | t/p | 782 | 0.01 | 1.04161 | 0.00000 | 1.04161 | -38.53 | 50664.84 |
| 4375 | 2008.05.09 11:58 | t/p | 783 | 0.01 | 1.04161 | 0.00000 | 1.04161 | -36.71 | 50628.13 |
| 4376 | 2008.05.09 11:58 | t/p | 784 | 0.01 | 1.04161 | 0.00000 | 1.04161 | -35.81 | 50592.32 |
| 4377 | 2008.05.09 11:58 | t/p | 785 | 0.01 | 1.04161 | 0.00000 | 1.04161 | -34.47 | 50557.85 |
| 4378 | 2008.05.09 11:58 | t/p | 786 | 0.02 | 1.04161 | 0.00000 | 1.04161 | -66.44 | 50491.41 |
| 4379 | 2008.05.09 11:58 | t/p | 788 | 0.02 | 1.04161 | 0.00000 | 1.04161 | -62.41 | 50429.00 |
| 4380 | 2008.05.09 11:58 | t/p | 790 | 0.02 | 1.04161 | 0.00000 | 1.04161 | -55.88 | 50373.12 |
| 4381 | 2008.05.09 11:58 | t/p | 793 | 0.02 | 1.04161 | 0.00000 | 1.04161 | -52.62 | 50320.50 |
| 4382 | 2008.05.09 11:58 | t/p | 795 | 0.02 | 1.04161 | 0.00000 | 1.04161 | -50.51 | 50269.99 |
| 4383 | 2008.05.09 11:58 | t/p | 798 | 0.03 | 1.04161 | 0.00000 | 1.04161 | -65.69 | 50204.31 |
| 4384 | 2008.05.09 11:58 | t/p | 802 | 0.03 | 1.04161 | 0.00000 | 1.04161 | -52.14 | 50152.16 |
| 4385 | 2008.05.09 11:58 | t/p | 804 | 0.03 | 1.04161 | 0.00000 | 1.04161 | -46.67 | 50105.49 |
| 4386 | 2008.05.09 11:58 | t/p | 807 | 0.03 | 1.04161 | 0.00000 | 1.04161 | -34.57 | 50070.91 |
| 4387 | 2008.05.09 11:58 | t/p | 809 | 0.04 | 1.04161 | 0.00000 | 1.04161 | -39.19 | 50031.72 |
| 4388 | 2008.05.09 11:58 | t/p | 810 | 0.04 | 1.04161 | 0.00000 | 1.04161 | -26.13 | 50005.59 |
| 4389 | 2008.05.09 11:58 | t/p | 811 | 0.05 | 1.04161 | 0.00000 | 1.04161 | -25.46 | 49980.13 |
| 4390 | 2008.05.09 11:58 | t/p | 817 | 0.05 | 1.04161 | 0.00000 | 1.04161 | -17.63 | 49962.50 |
| 4391 | 2008.05.09 11:58 | t/p | 819 | 0.06 | 1.04161 | 0.00000 | 1.04161 | 0.74 | 49963.24 |
| 4392 | 2008.05.09 11:58 | t/p | 836 | 0.06 | 1.04161 | 0.00000 | 1.04161 | 8.79 | 49972.03 |
| 4393 | 2008.05.09 11:58 | t/p | 839 | 0.07 | 1.04161 | 0.00000 | 1.04161 | 16.31 | 49988.34 |
| 4394 | 2008.05.09 11:58 | t/p | 840 | 0.07 | 1.04161 | 0.00000 | 1.04161 | 22.36 | 50010.69 |
| 4395 | 2008.05.09 11:58 | t/p | 841 | 0.08 | 1.04161 | 0.00000 | 1.04161 | 46.28 | 50056.98 |
| 4396 | 2008.05.09 11:58 | t/p | 842 | 0.09 | 1.04161 | 0.00000 | 1.04161 | 60.71 | 50117.69 |
| 4397 | 2008.05.09 11:58 | t/p | 844 | 0.10 | 1.04161 | 0.00000 | 1.04161 | 78.02 | 50195.70 |
| 4398 | 2008.05.09 11:58 | t/p | 855 | 0.11 | 1.04161 | 0.00000 | 1.04161 | 165.37 | 50361.07 |
| 4399 | 2008.05.09 11:58 | t/p | 858 | 0.12 | 1.04161 | 0.00000 | 1.04161 | 197.68 | 50558.75 |
| 4400 | 2008.05.09 11:58 | t/p | 888 | 0.13 | 1.04161 | 0.00000 | 1.04161 | 245.33 | 50804.08 |
| 4401 | 2008.05.09 12:00 | sell | 894 | 0.01 | 1.04200 | 0.00000 | 0.00000 | ||
| 4402 | 2008.05.09 12:00 | modify | 894 | 0.01 | 1.04200 | 0.00000 | 1.04120 | ||
| 4403 | 2008.05.09 12:30 | sell | 895 | 0.01 | 1.04320 | 0.00000 | 0.00000 | ||
| 4404 | 2008.05.09 12:30 | modify | 894 | 0.01 | 1.04200 | 0.00000 | 1.04180 | ||
| 4405 | 2008.05.09 12:30 | modify | 895 | 0.01 | 1.04320 | 0.00000 | 1.04180 | ||
| 4406 | 2008.05.09 12:52 | t/p | 894 | 0.01 | 1.04180 | 0.00000 | 1.04180 | 0.19 | 50804.27 |
| 4407 | 2008.05.09 12:52 | t/p | 895 | 0.01 | 1.04180 | 0.00000 | 1.04180 | 1.34 | 50805.61 |
| 4408 | 2008.05.09 13:00 | sell | 896 | 0.01 | 1.04240 | 0.00000 | 0.00000 | ||
| 4409 | 2008.05.09 13:00 | modify | 896 | 0.01 | 1.04240 | 0.00000 | 1.04160 | ||
| 4410 | 2008.05.09 13:20 | t/p | 896 | 0.01 | 1.04160 | 0.00000 | 1.04160 | 0.77 | 50806.38 |
| 4411 | 2008.05.09 14:00 | sell | 897 | 0.01 | 1.04110 | 0.00000 | 0.00000 | ||
| 4412 | 2008.05.09 14:00 | modify | 897 | 0.01 | 1.04110 | 0.00000 | 1.04030 | ||
| 4413 | 2008.05.09 14:17 | t/p | 897 | 0.01 | 1.04030 | 0.00000 | 1.04030 | 0.77 | 50807.15 |
| 4414 | 2008.05.09 15:00 | sell | 898 | 0.01 | 1.03990 | 0.00000 | 0.00000 | ||
| 4415 | 2008.05.09 15:00 | modify | 898 | 0.01 | 1.03990 | 0.00000 | 1.03910 | ||
| 4416 | 2008.05.09 16:00 | sell | 899 | 0.01 | 1.04350 | 0.00000 | 0.00000 | ||
| 4417 | 2008.05.09 16:00 | modify | 898 | 0.01 | 1.03990 | 0.00000 | 1.04090 | ||
| 4418 | 2008.05.09 16:00 | modify | 899 | 0.01 | 1.04350 | 0.00000 | 1.04090 | ||
| 4419 | 2008.05.09 21:34 | t/p | 898 | 0.01 | 1.04090 | 0.00000 | 1.04090 | -0.96 | 50806.19 |
| 4420 | 2008.05.09 21:34 | t/p | 899 | 0.01 | 1.04090 | 0.00000 | 1.04090 | 2.50 | 50808.69 |
| 4421 | 2008.05.12 15:30 | buy | 900 | 0.01 | 1.05070 | 0.00000 | 0.00000 | ||
| 4422 | 2008.05.12 15:30 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.05150 | ||
| 4423 | 2008.05.12 16:00 | buy | 901 | 0.01 | 1.04970 | 0.00000 | 0.00000 | ||
| 4424 | 2008.05.12 16:00 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.05100 | ||
| 4425 | 2008.05.12 16:00 | modify | 901 | 0.01 | 1.04970 | 0.00000 | 1.05100 | ||
| 4426 | 2008.05.12 17:00 | buy | 902 | 0.01 | 1.04710 | 0.00000 | 0.00000 | ||
| 4427 | 2008.05.12 17:00 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.04997 | ||
| 4428 | 2008.05.12 17:00 | modify | 901 | 0.01 | 1.04970 | 0.00000 | 1.04997 | ||
| 4429 | 2008.05.12 17:00 | modify | 902 | 0.01 | 1.04710 | 0.00000 | 1.04997 | ||
| 4430 | 2008.05.12 17:30 | buy | 903 | 0.01 | 1.04560 | 0.00000 | 0.00000 | ||
| 4431 | 2008.05.12 17:30 | sell | 904 | 0.01 | 1.04550 | 0.00000 | 0.00000 | ||
| 4432 | 2008.05.12 17:30 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.04908 | ||
| 4433 | 2008.05.12 17:30 | modify | 901 | 0.01 | 1.04970 | 0.00000 | 1.04908 | ||
| 4434 | 2008.05.12 17:30 | modify | 902 | 0.01 | 1.04710 | 0.00000 | 1.04908 | ||
| 4435 | 2008.05.12 17:30 | modify | 903 | 0.01 | 1.04560 | 0.00000 | 1.04908 | ||
| 4436 | 2008.05.12 17:30 | modify | 904 | 0.01 | 1.04550 | 0.00000 | 1.04470 | ||
| 4437 | 2008.05.12 18:16 | t/p | 904 | 0.01 | 1.04470 | 0.00000 | 1.04470 | 0.77 | 50809.46 |
| 4438 | 2008.05.12 18:30 | buy | 905 | 0.01 | 1.04470 | 0.00000 | 0.00000 | ||
| 4439 | 2008.05.12 18:30 | sell | 906 | 0.01 | 1.04460 | 0.00000 | 0.00000 | ||
| 4440 | 2008.05.12 18:30 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.04836 | ||
| 4441 | 2008.05.12 18:30 | modify | 901 | 0.01 | 1.04970 | 0.00000 | 1.04836 | ||
| 4442 | 2008.05.12 18:30 | modify | 902 | 0.01 | 1.04710 | 0.00000 | 1.04836 | ||
| 4443 | 2008.05.12 18:30 | modify | 903 | 0.01 | 1.04560 | 0.00000 | 1.04836 | ||
| 4444 | 2008.05.12 18:30 | modify | 905 | 0.01 | 1.04470 | 0.00000 | 1.04836 | ||
| 4445 | 2008.05.12 18:30 | modify | 906 | 0.01 | 1.04460 | 0.00000 | 1.04380 | ||
| 4446 | 2008.05.12 18:33 | t/p | 906 | 0.01 | 1.04380 | 0.00000 | 1.04380 | 0.77 | 50810.23 |
| 4447 | 2008.05.12 19:00 | sell | 907 | 0.01 | 1.04420 | 0.00000 | 0.00000 | ||
| 4448 | 2008.05.12 19:00 | modify | 907 | 0.01 | 1.04420 | 0.00000 | 1.04340 | ||
| 4449 | 2008.05.12 19:49 | t/p | 907 | 0.01 | 1.04340 | 0.00000 | 1.04340 | 0.77 | 50811.00 |
| 4450 | 2008.05.12 20:00 | buy | 908 | 0.02 | 1.04310 | 0.00000 | 0.00000 | ||
| 4451 | 2008.05.12 20:00 | sell | 909 | 0.01 | 1.04300 | 0.00000 | 0.00000 | ||
| 4452 | 2008.05.12 20:00 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.04709 | ||
| 4453 | 2008.05.12 20:00 | modify | 901 | 0.01 | 1.04970 | 0.00000 | 1.04709 | ||
| 4454 | 2008.05.12 20:00 | modify | 902 | 0.01 | 1.04710 | 0.00000 | 1.04709 | ||
| 4455 | 2008.05.12 20:00 | modify | 903 | 0.01 | 1.04560 | 0.00000 | 1.04709 | ||
| 4456 | 2008.05.12 20:00 | modify | 905 | 0.01 | 1.04470 | 0.00000 | 1.04709 | ||
| 4457 | 2008.05.12 20:00 | modify | 908 | 0.02 | 1.04310 | 0.00000 | 1.04709 | ||
| 4458 | 2008.05.12 20:00 | modify | 909 | 0.01 | 1.04300 | 0.00000 | 1.04220 | ||
| 4459 | 2008.05.12 20:08 | t/p | 909 | 0.01 | 1.04220 | 0.00000 | 1.04220 | 0.77 | 50811.77 |
| 4460 | 2008.05.12 20:30 | buy | 910 | 0.02 | 1.04130 | 0.00000 | 0.00000 | ||
| 4461 | 2008.05.12 20:30 | sell | 911 | 0.01 | 1.04120 | 0.00000 | 0.00000 | ||
| 4462 | 2008.05.12 20:30 | modify | 900 | 0.01 | 1.05070 | 0.00000 | 1.04598 | ||
| 4463 | 2008.05.12 20:30 | modify | 901 | 0.01 | 1.04970 | 0.00000 | 1.04598 | ||
| 4464 | 2008.05.12 20:30 | modify | 902 | 0.01 | 1.04710 | 0.00000 | 1.04598 | ||
| 4465 | 2008.05.12 20:30 | modify | 903 | 0.01 | 1.04560 | 0.00000 | 1.04598 | ||
| 4466 | 2008.05.12 20:30 | modify | 905 | 0.01 | 1.04470 | 0.00000 | 1.04598 | ||
| 4467 | 2008.05.12 20:30 | modify | 908 | 0.02 | 1.04310 | 0.00000 | 1.04598 | ||
| 4468 | 2008.05.12 20:30 | modify | 910 | 0.02 | 1.04130 | 0.00000 | 1.04598 | ||
| 4469 | 2008.05.12 20:30 | modify | 911 | 0.01 | 1.04120 | 0.00000 | 1.04040 | ||
| 4470 | 2008.05.12 21:30 | sell | 912 | 0.01 | 1.04350 | 0.00000 | 0.00000 | ||
| 4471 | 2008.05.12 21:30 | modify | 911 | 0.01 | 1.04120 | 0.00000 | 1.04155 | ||
| 4472 | 2008.05.12 21:30 | modify | 912 | 0.01 | 1.04350 | 0.00000 | 1.04155 | ||
| 4473 | 2008.05.12 22:30 | sell | 913 | 0.01 | 1.04470 | 0.00000 | 0.00000 | ||
| 4474 | 2008.05.12 22:30 | modify | 911 | 0.01 | 1.04120 | 0.00000 | 1.04233 | ||
| 4475 | 2008.05.12 22:30 | modify | 912 | 0.01 | 1.04350 | 0.00000 | 1.04233 | ||
| 4476 | 2008.05.12 22:30 | modify | 913 | 0.01 | 1.04470 | 0.00000 | 1.04233 | ||
| 4477 | 2008.05.13 07:51 | t/p | 900 | 0.01 | 1.04598 | 0.00000 | 1.04598 | -4.50 | 50807.27 |
| 4478 | 2008.05.13 07:51 | t/p | 901 | 0.01 | 1.04598 | 0.00000 | 1.04598 | -3.55 | 50803.71 |
| 4479 | 2008.05.13 07:51 | t/p | 902 | 0.01 | 1.04598 | 0.00000 | 1.04598 | -1.06 | 50802.65 |
| 4480 | 2008.05.13 07:51 | t/p | 903 | 0.01 | 1.04598 | 0.00000 | 1.04598 | 0.37 | 50803.02 |
| 4481 | 2008.05.13 07:51 | t/p | 905 | 0.01 | 1.04598 | 0.00000 | 1.04598 | 1.23 | 50804.24 |
| 4482 | 2008.05.13 07:51 | t/p | 908 | 0.02 | 1.04598 | 0.00000 | 1.04598 | 5.51 | 50809.75 |
| 4483 | 2008.05.13 07:51 | t/p | 910 | 0.02 | 1.04598 | 0.00000 | 1.04598 | 8.96 | 50818.71 |
| 4484 | 2008.05.13 08:00 | sell | 914 | 0.01 | 1.04570 | 0.00000 | 0.00000 | ||
| 4485 | 2008.05.13 08:00 | modify | 911 | 0.01 | 1.04120 | 0.00000 | 1.04298 | ||
| 4486 | 2008.05.13 08:00 | modify | 912 | 0.01 | 1.04350 | 0.00000 | 1.04298 | ||
| 4487 | 2008.05.13 08:00 | modify | 913 | 0.01 | 1.04470 | 0.00000 | 1.04298 | ||
| 4488 | 2008.05.13 08:00 | modify | 914 | 0.01 | 1.04570 | 0.00000 | 1.04298 | ||
| 4489 | 2008.05.13 08:38 | t/p | 911 | 0.01 | 1.04298 | 0.00000 | 1.04298 | -1.74 | 50816.97 |
| 4490 | 2008.05.13 08:38 | t/p | 912 | 0.01 | 1.04298 | 0.00000 | 1.04298 | 0.47 | 50817.44 |
| 4491 | 2008.05.13 08:38 | t/p | 913 | 0.01 | 1.04298 | 0.00000 | 1.04298 | 1.62 | 50819.06 |
| 4492 | 2008.05.13 08:38 | t/p | 914 | 0.01 | 1.04298 | 0.00000 | 1.04298 | 2.61 | 50821.67 |
| 4493 | 2008.05.13 09:00 | sell | 915 | 0.01 | 1.04250 | 0.00000 | 0.00000 | ||
| 4494 | 2008.05.13 09:00 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04170 | ||
| 4495 | 2008.05.13 10:00 | sell | 916 | 0.01 | 1.04340 | 0.00000 | 0.00000 | ||
| 4496 | 2008.05.13 10:00 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04215 | ||
| 4497 | 2008.05.13 10:00 | modify | 916 | 0.01 | 1.04340 | 0.00000 | 1.04215 | ||
| 4498 | 2008.05.13 11:30 | sell | 917 | 0.01 | 1.04440 | 0.00000 | 0.00000 | ||
| 4499 | 2008.05.13 11:30 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04263 | ||
| 4500 | 2008.05.13 11:30 | modify | 916 | 0.01 | 1.04340 | 0.00000 | 1.04263 | ||