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 |
| 4501 | 2008.05.13 11:30 | modify | 917 | 0.01 | 1.04440 | 0.00000 | 1.04263 | ||
| 4502 | 2008.05.13 12:00 | sell | 918 | 0.01 | 1.04640 | 0.00000 | 0.00000 | ||
| 4503 | 2008.05.13 12:00 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04338 | ||
| 4504 | 2008.05.13 12:00 | modify | 916 | 0.01 | 1.04340 | 0.00000 | 1.04338 | ||
| 4505 | 2008.05.13 12:00 | modify | 917 | 0.01 | 1.04440 | 0.00000 | 1.04338 | ||
| 4506 | 2008.05.13 12:00 | modify | 918 | 0.01 | 1.04640 | 0.00000 | 1.04338 | ||
| 4507 | 2008.05.13 13:00 | sell | 919 | 0.01 | 1.04850 | 0.00000 | 0.00000 | ||
| 4508 | 2008.05.13 13:00 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04424 | ||
| 4509 | 2008.05.13 13:00 | modify | 916 | 0.01 | 1.04340 | 0.00000 | 1.04424 | ||
| 4510 | 2008.05.13 13:00 | modify | 917 | 0.01 | 1.04440 | 0.00000 | 1.04424 | ||
| 4511 | 2008.05.13 13:00 | modify | 918 | 0.01 | 1.04640 | 0.00000 | 1.04424 | ||
| 4512 | 2008.05.13 13:00 | modify | 919 | 0.01 | 1.04850 | 0.00000 | 1.04424 | ||
| 4513 | 2008.05.13 16:00 | buy | 920 | 0.01 | 1.05330 | 0.00000 | 0.00000 | ||
| 4514 | 2008.05.13 16:00 | sell | 921 | 0.02 | 1.05320 | 0.00000 | 0.00000 | ||
| 4515 | 2008.05.13 16:00 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04657 | ||
| 4516 | 2008.05.13 16:00 | modify | 916 | 0.01 | 1.04340 | 0.00000 | 1.04657 | ||
| 4517 | 2008.05.13 16:00 | modify | 917 | 0.01 | 1.04440 | 0.00000 | 1.04657 | ||
| 4518 | 2008.05.13 16:00 | modify | 918 | 0.01 | 1.04640 | 0.00000 | 1.04657 | ||
| 4519 | 2008.05.13 16:00 | modify | 919 | 0.01 | 1.04850 | 0.00000 | 1.04657 | ||
| 4520 | 2008.05.13 16:00 | modify | 920 | 0.01 | 1.05330 | 0.00000 | 1.05410 | ||
| 4521 | 2008.05.13 16:00 | modify | 921 | 0.02 | 1.05320 | 0.00000 | 1.04657 | ||
| 4522 | 2008.05.13 16:25 | t/p | 920 | 0.01 | 1.05410 | 0.00000 | 1.05410 | 0.76 | 50822.43 |
| 4523 | 2008.05.13 16:30 | buy | 922 | 0.01 | 1.05490 | 0.00000 | 0.00000 | ||
| 4524 | 2008.05.13 16:30 | sell | 923 | 0.02 | 1.05480 | 0.00000 | 0.00000 | ||
| 4525 | 2008.05.13 16:30 | modify | 915 | 0.01 | 1.04250 | 0.00000 | 1.04822 | ||
| 4526 | 2008.05.13 16:30 | modify | 916 | 0.01 | 1.04340 | 0.00000 | 1.04822 | ||
| 4527 | 2008.05.13 16:30 | modify | 917 | 0.01 | 1.04440 | 0.00000 | 1.04822 | ||
| 4528 | 2008.05.13 16:30 | modify | 918 | 0.01 | 1.04640 | 0.00000 | 1.04822 | ||
| 4529 | 2008.05.13 16:30 | modify | 919 | 0.01 | 1.04850 | 0.00000 | 1.04822 | ||
| 4530 | 2008.05.13 16:30 | modify | 921 | 0.02 | 1.05320 | 0.00000 | 1.04822 | ||
| 4531 | 2008.05.13 16:30 | modify | 922 | 0.01 | 1.05490 | 0.00000 | 1.05570 | ||
| 4532 | 2008.05.13 16:30 | modify | 923 | 0.02 | 1.05480 | 0.00000 | 1.04822 | ||
| 4533 | 2008.05.13 17:00 | buy | 924 | 0.01 | 1.05300 | 0.00000 | 0.00000 | ||
| 4534 | 2008.05.13 17:00 | modify | 922 | 0.01 | 1.05490 | 0.00000 | 1.05475 | ||
| 4535 | 2008.05.13 17:00 | modify | 924 | 0.01 | 1.05300 | 0.00000 | 1.05475 | ||
| 4536 | 2008.05.13 18:00 | buy | 925 | 0.01 | 1.05100 | 0.00000 | 0.00000 | ||
| 4537 | 2008.05.13 18:00 | modify | 922 | 0.01 | 1.05490 | 0.00000 | 1.05377 | ||
| 4538 | 2008.05.13 18:00 | modify | 924 | 0.01 | 1.05300 | 0.00000 | 1.05377 | ||
| 4539 | 2008.05.13 18:00 | modify | 925 | 0.01 | 1.05100 | 0.00000 | 1.05377 | ||
| 4540 | 2008.05.13 18:30 | buy | 926 | 0.01 | 1.04870 | 0.00000 | 0.00000 | ||
| 4541 | 2008.05.13 18:30 | modify | 922 | 0.01 | 1.05490 | 0.00000 | 1.05270 | ||
| 4542 | 2008.05.13 18:30 | modify | 924 | 0.01 | 1.05300 | 0.00000 | 1.05270 | ||
| 4543 | 2008.05.13 18:30 | modify | 925 | 0.01 | 1.05100 | 0.00000 | 1.05270 | ||
| 4544 | 2008.05.13 18:30 | modify | 926 | 0.01 | 1.04870 | 0.00000 | 1.05270 | ||
| 4545 | 2008.05.13 18:38 | t/p | 915 | 0.01 | 1.04822 | 0.00000 | 1.04822 | -5.46 | 50816.97 |
| 4546 | 2008.05.13 18:38 | t/p | 916 | 0.01 | 1.04822 | 0.00000 | 1.04822 | -4.60 | 50812.37 |
| 4547 | 2008.05.13 18:38 | t/p | 917 | 0.01 | 1.04822 | 0.00000 | 1.04822 | -3.64 | 50808.73 |
| 4548 | 2008.05.13 18:38 | t/p | 918 | 0.01 | 1.04822 | 0.00000 | 1.04822 | -1.74 | 50806.99 |
| 4549 | 2008.05.13 18:38 | t/p | 919 | 0.01 | 1.04822 | 0.00000 | 1.04822 | 0.27 | 50807.26 |
| 4550 | 2008.05.13 18:38 | t/p | 921 | 0.02 | 1.04822 | 0.00000 | 1.04822 | 9.50 | 50816.76 |
| 4551 | 2008.05.13 18:38 | t/p | 923 | 0.02 | 1.04822 | 0.00000 | 1.04822 | 12.55 | 50829.31 |
| 4552 | 2008.05.13 19:32 | t/p | 922 | 0.01 | 1.05270 | 0.00000 | 1.05270 | -2.09 | 50827.22 |
| 4553 | 2008.05.13 19:32 | t/p | 924 | 0.01 | 1.05270 | 0.00000 | 1.05270 | -0.28 | 50826.94 |
| 4554 | 2008.05.13 19:32 | t/p | 925 | 0.01 | 1.05270 | 0.00000 | 1.05270 | 1.61 | 50828.55 |
| 4555 | 2008.05.13 19:32 | t/p | 926 | 0.01 | 1.05270 | 0.00000 | 1.05270 | 3.80 | 50832.35 |
| 4556 | 2008.05.14 07:00 | buy | 927 | 0.01 | 1.05380 | 0.00000 | 0.00000 | ||
| 4557 | 2008.05.14 07:00 | modify | 927 | 0.01 | 1.05380 | 0.00000 | 1.05460 | ||
| 4558 | 2008.05.14 07:33 | t/p | 927 | 0.01 | 1.05460 | 0.00000 | 1.05460 | 0.76 | 50833.11 |
| 4559 | 2008.05.14 08:00 | buy | 928 | 0.01 | 1.05570 | 0.00000 | 0.00000 | ||
| 4560 | 2008.05.14 08:00 | modify | 928 | 0.01 | 1.05570 | 0.00000 | 1.05650 | ||
| 4561 | 2008.05.14 08:30 | buy | 929 | 0.01 | 1.05480 | 0.00000 | 0.00000 | ||
| 4562 | 2008.05.14 08:30 | modify | 928 | 0.01 | 1.05570 | 0.00000 | 1.05605 | ||
| 4563 | 2008.05.14 08:30 | modify | 929 | 0.01 | 1.05480 | 0.00000 | 1.05605 | ||
| 4564 | 2008.05.14 09:30 | buy | 930 | 0.01 | 1.05400 | 0.00000 | 0.00000 | ||
| 4565 | 2008.05.14 09:30 | modify | 928 | 0.01 | 1.05570 | 0.00000 | 1.05563 | ||
| 4566 | 2008.05.14 09:30 | modify | 929 | 0.01 | 1.05480 | 0.00000 | 1.05563 | ||
| 4567 | 2008.05.14 09:30 | modify | 930 | 0.01 | 1.05400 | 0.00000 | 1.05563 | ||
| 4568 | 2008.05.14 10:04 | t/p | 928 | 0.01 | 1.05563 | 0.00000 | 1.05563 | -0.07 | 50833.04 |
| 4569 | 2008.05.14 10:04 | t/p | 929 | 0.01 | 1.05563 | 0.00000 | 1.05563 | 0.78 | 50833.82 |
| 4570 | 2008.05.14 10:04 | t/p | 930 | 0.01 | 1.05563 | 0.00000 | 1.05563 | 1.54 | 50835.36 |
| 4571 | 2008.05.14 10:30 | buy | 931 | 0.01 | 1.05560 | 0.00000 | 0.00000 | ||
| 4572 | 2008.05.14 10:30 | modify | 931 | 0.01 | 1.05560 | 0.00000 | 1.05640 | ||
| 4573 | 2008.05.14 10:39 | t/p | 931 | 0.01 | 1.05640 | 0.00000 | 1.05640 | 0.76 | 50836.12 |
| 4574 | 2008.05.14 11:00 | buy | 932 | 0.01 | 1.05790 | 0.00000 | 0.00000 | ||
| 4575 | 2008.05.14 11:00 | modify | 932 | 0.01 | 1.05790 | 0.00000 | 1.05870 | ||
| 4576 | 2008.05.14 11:37 | t/p | 932 | 0.01 | 1.05870 | 0.00000 | 1.05870 | 0.76 | 50836.88 |
| 4577 | 2008.05.14 12:00 | buy | 933 | 0.01 | 1.05930 | 0.00000 | 0.00000 | ||
| 4578 | 2008.05.14 12:00 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.06010 | ||
| 4579 | 2008.05.14 12:30 | buy | 934 | 0.01 | 1.05740 | 0.00000 | 0.00000 | ||
| 4580 | 2008.05.14 12:30 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.05915 | ||
| 4581 | 2008.05.14 12:30 | modify | 934 | 0.01 | 1.05740 | 0.00000 | 1.05915 | ||
| 4582 | 2008.05.14 14:30 | buy | 935 | 0.01 | 1.05600 | 0.00000 | 0.00000 | ||
| 4583 | 2008.05.14 14:30 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.05837 | ||
| 4584 | 2008.05.14 14:30 | modify | 934 | 0.01 | 1.05740 | 0.00000 | 1.05837 | ||
| 4585 | 2008.05.14 14:30 | modify | 935 | 0.01 | 1.05600 | 0.00000 | 1.05837 | ||
| 4586 | 2008.05.14 16:00 | buy | 936 | 0.01 | 1.05450 | 0.00000 | 0.00000 | ||
| 4587 | 2008.05.14 16:00 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.05760 | ||
| 4588 | 2008.05.14 16:00 | modify | 934 | 0.01 | 1.05740 | 0.00000 | 1.05760 | ||
| 4589 | 2008.05.14 16:00 | modify | 935 | 0.01 | 1.05600 | 0.00000 | 1.05760 | ||
| 4590 | 2008.05.14 16:00 | modify | 936 | 0.01 | 1.05450 | 0.00000 | 1.05760 | ||
| 4591 | 2008.05.15 07:30 | buy | 937 | 0.01 | 1.05340 | 0.00000 | 0.00000 | ||
| 4592 | 2008.05.15 07:30 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.05692 | ||
| 4593 | 2008.05.15 07:30 | modify | 934 | 0.01 | 1.05740 | 0.00000 | 1.05692 | ||
| 4594 | 2008.05.15 07:30 | modify | 935 | 0.01 | 1.05600 | 0.00000 | 1.05692 | ||
| 4595 | 2008.05.15 07:30 | modify | 936 | 0.01 | 1.05450 | 0.00000 | 1.05692 | ||
| 4596 | 2008.05.15 07:30 | modify | 937 | 0.01 | 1.05340 | 0.00000 | 1.05692 | ||
| 4597 | 2008.05.15 09:30 | buy | 938 | 0.02 | 1.04980 | 0.00000 | 0.00000 | ||
| 4598 | 2008.05.15 09:30 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.05511 | ||
| 4599 | 2008.05.15 09:30 | modify | 934 | 0.01 | 1.05740 | 0.00000 | 1.05511 | ||
| 4600 | 2008.05.15 09:30 | modify | 935 | 0.01 | 1.05600 | 0.00000 | 1.05511 | ||
| 4601 | 2008.05.15 09:30 | modify | 936 | 0.01 | 1.05450 | 0.00000 | 1.05511 | ||
| 4602 | 2008.05.15 09:30 | modify | 937 | 0.01 | 1.05340 | 0.00000 | 1.05511 | ||
| 4603 | 2008.05.15 09:30 | modify | 938 | 0.02 | 1.04980 | 0.00000 | 1.05511 | ||
| 4604 | 2008.05.15 10:00 | buy | 939 | 0.02 | 1.04890 | 0.00000 | 0.00000 | ||
| 4605 | 2008.05.15 10:00 | modify | 933 | 0.01 | 1.05930 | 0.00000 | 1.05391 | ||
| 4606 | 2008.05.15 10:00 | modify | 934 | 0.01 | 1.05740 | 0.00000 | 1.05391 | ||
| 4607 | 2008.05.15 10:00 | modify | 935 | 0.01 | 1.05600 | 0.00000 | 1.05391 | ||
| 4608 | 2008.05.15 10:00 | modify | 936 | 0.01 | 1.05450 | 0.00000 | 1.05391 | ||
| 4609 | 2008.05.15 10:00 | modify | 937 | 0.01 | 1.05340 | 0.00000 | 1.05391 | ||
| 4610 | 2008.05.15 10:00 | modify | 938 | 0.02 | 1.04980 | 0.00000 | 1.05391 | ||
| 4611 | 2008.05.15 10:00 | modify | 939 | 0.02 | 1.04890 | 0.00000 | 1.05391 | ||
| 4612 | 2008.05.15 12:01 | t/p | 933 | 0.01 | 1.05391 | 0.00000 | 1.05391 | -5.09 | 50831.78 |
| 4613 | 2008.05.15 12:01 | t/p | 934 | 0.01 | 1.05391 | 0.00000 | 1.05391 | -3.29 | 50828.49 |
| 4614 | 2008.05.15 12:01 | t/p | 935 | 0.01 | 1.05391 | 0.00000 | 1.05391 | -1.96 | 50826.53 |
| 4615 | 2008.05.15 12:01 | t/p | 936 | 0.01 | 1.05391 | 0.00000 | 1.05391 | -0.54 | 50825.98 |
| 4616 | 2008.05.15 12:01 | t/p | 937 | 0.01 | 1.05391 | 0.00000 | 1.05391 | 0.48 | 50826.46 |
| 4617 | 2008.05.15 12:01 | t/p | 938 | 0.02 | 1.05391 | 0.00000 | 1.05391 | 7.80 | 50834.26 |
| 4618 | 2008.05.15 12:01 | t/p | 939 | 0.02 | 1.05391 | 0.00000 | 1.05391 | 9.51 | 50843.77 |
| 4619 | 2008.05.15 20:00 | buy | 940 | 0.01 | 1.05810 | 0.00000 | 0.00000 | ||
| 4620 | 2008.05.15 20:00 | modify | 940 | 0.01 | 1.05810 | 0.00000 | 1.05890 | ||
| 4621 | 2008.05.15 20:06 | t/p | 940 | 0.01 | 1.05890 | 0.00000 | 1.05890 | 0.76 | 50844.53 |
| 4622 | 2008.05.16 16:00 | buy | 941 | 0.01 | 1.05800 | 0.00000 | 0.00000 | ||
| 4623 | 2008.05.16 16:00 | modify | 941 | 0.01 | 1.05800 | 0.00000 | 1.05880 | ||
| 4624 | 2008.05.16 17:00 | buy | 942 | 0.01 | 1.05510 | 0.00000 | 0.00000 | ||
| 4625 | 2008.05.16 17:00 | modify | 941 | 0.01 | 1.05800 | 0.00000 | 1.05735 | ||
| 4626 | 2008.05.16 17:00 | modify | 942 | 0.01 | 1.05510 | 0.00000 | 1.05735 | ||
| 4627 | 2008.05.16 17:30 | buy | 943 | 0.01 | 1.05080 | 0.00000 | 0.00000 | ||
| 4628 | 2008.05.16 17:30 | sell | 944 | 0.01 | 1.05070 | 0.00000 | 0.00000 | ||
| 4629 | 2008.05.16 17:30 | modify | 941 | 0.01 | 1.05800 | 0.00000 | 1.05543 | ||
| 4630 | 2008.05.16 17:30 | modify | 942 | 0.01 | 1.05510 | 0.00000 | 1.05543 | ||
| 4631 | 2008.05.16 17:30 | modify | 943 | 0.01 | 1.05080 | 0.00000 | 1.05543 | ||
| 4632 | 2008.05.16 17:30 | modify | 944 | 0.01 | 1.05070 | 0.00000 | 1.04990 | ||
| 4633 | 2008.05.16 17:31 | t/p | 944 | 0.01 | 1.04990 | 0.00000 | 1.04990 | 0.76 | 50845.29 |
| 4634 | 2008.05.16 18:00 | buy | 945 | 0.01 | 1.04790 | 0.00000 | 0.00000 | ||
| 4635 | 2008.05.16 18:00 | sell | 946 | 0.01 | 1.04780 | 0.00000 | 0.00000 | ||
| 4636 | 2008.05.16 18:00 | modify | 941 | 0.01 | 1.05800 | 0.00000 | 1.05375 | ||
| 4637 | 2008.05.16 18:00 | modify | 942 | 0.01 | 1.05510 | 0.00000 | 1.05375 | ||
| 4638 | 2008.05.16 18:00 | modify | 943 | 0.01 | 1.05080 | 0.00000 | 1.05375 | ||
| 4639 | 2008.05.16 18:00 | modify | 945 | 0.01 | 1.04790 | 0.00000 | 1.05375 | ||
| 4640 | 2008.05.16 18:00 | modify | 946 | 0.01 | 1.04780 | 0.00000 | 1.04700 | ||
| 4641 | 2008.05.16 18:12 | t/p | 946 | 0.01 | 1.04700 | 0.00000 | 1.04700 | 0.76 | 50846.05 |
| 4642 | 2008.05.16 18:30 | buy | 947 | 0.01 | 1.04420 | 0.00000 | 0.00000 | ||
| 4643 | 2008.05.16 18:30 | sell | 948 | 0.01 | 1.04410 | 0.00000 | 0.00000 | ||
| 4644 | 2008.05.16 18:30 | modify | 941 | 0.01 | 1.05800 | 0.00000 | 1.05200 | ||
| 4645 | 2008.05.16 18:30 | modify | 942 | 0.01 | 1.05510 | 0.00000 | 1.05200 | ||
| 4646 | 2008.05.16 18:30 | modify | 943 | 0.01 | 1.05080 | 0.00000 | 1.05200 | ||
| 4647 | 2008.05.16 18:30 | modify | 945 | 0.01 | 1.04790 | 0.00000 | 1.05200 | ||
| 4648 | 2008.05.16 18:30 | modify | 947 | 0.01 | 1.04420 | 0.00000 | 1.05200 | ||
| 4649 | 2008.05.16 18:30 | modify | 948 | 0.01 | 1.04410 | 0.00000 | 1.04330 | ||
| 4650 | 2008.05.16 18:35 | t/p | 948 | 0.01 | 1.04330 | 0.00000 | 1.04330 | 0.77 | 50846.82 |