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 |
| 4651 | 2008.05.19 09:30 | sell | 949 | 0.01 | 1.04610 | 0.00000 | 0.00000 | ||
| 4652 | 2008.05.19 09:30 | modify | 949 | 0.01 | 1.04610 | 0.00000 | 1.04530 | ||
| 4653 | 2008.05.19 10:30 | sell | 950 | 0.01 | 1.04750 | 0.00000 | 0.00000 | ||
| 4654 | 2008.05.19 10:30 | modify | 949 | 0.01 | 1.04610 | 0.00000 | 1.04600 | ||
| 4655 | 2008.05.19 10:30 | modify | 950 | 0.01 | 1.04750 | 0.00000 | 1.04600 | ||
| 4656 | 2008.05.19 10:44 | t/p | 949 | 0.01 | 1.04600 | 0.00000 | 1.04600 | 0.09 | 50846.91 |
| 4657 | 2008.05.19 10:44 | t/p | 950 | 0.01 | 1.04600 | 0.00000 | 1.04600 | 1.43 | 50848.34 |
| 4658 | 2008.05.19 11:00 | sell | 951 | 0.01 | 1.04360 | 0.00000 | 0.00000 | ||
| 4659 | 2008.05.19 11:00 | modify | 951 | 0.01 | 1.04360 | 0.00000 | 1.04280 | ||
| 4660 | 2008.05.19 11:14 | t/p | 951 | 0.01 | 1.04280 | 0.00000 | 1.04280 | 0.77 | 50849.11 |
| 4661 | 2008.05.19 11:30 | buy | 952 | 0.02 | 1.04180 | 0.00000 | 0.00000 | ||
| 4662 | 2008.05.19 11:30 | sell | 953 | 0.01 | 1.04170 | 0.00000 | 0.00000 | ||
| 4663 | 2008.05.19 11:30 | modify | 941 | 0.01 | 1.05800 | 0.00000 | 1.04931 | ||
| 4664 | 2008.05.19 11:30 | modify | 942 | 0.01 | 1.05510 | 0.00000 | 1.04931 | ||
| 4665 | 2008.05.19 11:30 | modify | 943 | 0.01 | 1.05080 | 0.00000 | 1.04931 | ||
| 4666 | 2008.05.19 11:30 | modify | 945 | 0.01 | 1.04790 | 0.00000 | 1.04931 | ||
| 4667 | 2008.05.19 11:30 | modify | 947 | 0.01 | 1.04420 | 0.00000 | 1.04931 | ||
| 4668 | 2008.05.19 11:30 | modify | 952 | 0.02 | 1.04180 | 0.00000 | 1.04931 | ||
| 4669 | 2008.05.19 11:30 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04090 | ||
| 4670 | 2008.05.19 12:00 | sell | 954 | 0.01 | 1.04270 | 0.00000 | 0.00000 | ||
| 4671 | 2008.05.19 12:00 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04140 | ||
| 4672 | 2008.05.19 12:00 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04140 | ||
| 4673 | 2008.05.19 12:30 | sell | 955 | 0.01 | 1.04400 | 0.00000 | 0.00000 | ||
| 4674 | 2008.05.19 12:30 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04200 | ||
| 4675 | 2008.05.19 12:30 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04200 | ||
| 4676 | 2008.05.19 12:30 | modify | 955 | 0.01 | 1.04400 | 0.00000 | 1.04200 | ||
| 4677 | 2008.05.19 13:00 | sell | 956 | 0.01 | 1.04510 | 0.00000 | 0.00000 | ||
| 4678 | 2008.05.19 13:00 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04258 | ||
| 4679 | 2008.05.19 13:00 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04258 | ||
| 4680 | 2008.05.19 13:00 | modify | 955 | 0.01 | 1.04400 | 0.00000 | 1.04258 | ||
| 4681 | 2008.05.19 13:00 | modify | 956 | 0.01 | 1.04510 | 0.00000 | 1.04258 | ||
| 4682 | 2008.05.19 14:00 | sell | 957 | 0.01 | 1.04640 | 0.00000 | 0.00000 | ||
| 4683 | 2008.05.19 14:00 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04318 | ||
| 4684 | 2008.05.19 14:00 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04318 | ||
| 4685 | 2008.05.19 14:00 | modify | 955 | 0.01 | 1.04400 | 0.00000 | 1.04318 | ||
| 4686 | 2008.05.19 14:00 | modify | 956 | 0.01 | 1.04510 | 0.00000 | 1.04318 | ||
| 4687 | 2008.05.19 14:00 | modify | 957 | 0.01 | 1.04640 | 0.00000 | 1.04318 | ||
| 4688 | 2008.05.19 16:50 | t/p | 941 | 0.01 | 1.04931 | 0.00000 | 1.04931 | -8.27 | 50840.84 |
| 4689 | 2008.05.19 16:50 | t/p | 942 | 0.01 | 1.04931 | 0.00000 | 1.04931 | -5.51 | 50835.33 |
| 4690 | 2008.05.19 16:50 | t/p | 943 | 0.01 | 1.04931 | 0.00000 | 1.04931 | -1.41 | 50833.91 |
| 4691 | 2008.05.19 16:50 | t/p | 945 | 0.01 | 1.04931 | 0.00000 | 1.04931 | 1.35 | 50835.26 |
| 4692 | 2008.05.19 16:50 | t/p | 947 | 0.01 | 1.04931 | 0.00000 | 1.04931 | 4.88 | 50840.13 |
| 4693 | 2008.05.19 16:50 | t/p | 952 | 0.02 | 1.04931 | 0.00000 | 1.04931 | 14.31 | 50854.44 |
| 4694 | 2008.05.19 17:00 | sell | 958 | 0.02 | 1.04950 | 0.00000 | 0.00000 | ||
| 4695 | 2008.05.19 17:00 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04476 | ||
| 4696 | 2008.05.19 17:00 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04476 | ||
| 4697 | 2008.05.19 17:00 | modify | 955 | 0.01 | 1.04400 | 0.00000 | 1.04476 | ||
| 4698 | 2008.05.19 17:00 | modify | 956 | 0.01 | 1.04510 | 0.00000 | 1.04476 | ||
| 4699 | 2008.05.19 17:00 | modify | 957 | 0.01 | 1.04640 | 0.00000 | 1.04476 | ||
| 4700 | 2008.05.19 17:00 | modify | 958 | 0.02 | 1.04950 | 0.00000 | 1.04476 | ||
| 4701 | 2008.05.19 17:30 | sell | 959 | 0.02 | 1.05420 | 0.00000 | 0.00000 | ||
| 4702 | 2008.05.19 17:30 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04668 | ||
| 4703 | 2008.05.19 17:30 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04668 | ||
| 4704 | 2008.05.19 17:30 | modify | 955 | 0.01 | 1.04400 | 0.00000 | 1.04668 | ||
| 4705 | 2008.05.19 17:30 | modify | 956 | 0.01 | 1.04510 | 0.00000 | 1.04668 | ||
| 4706 | 2008.05.19 17:30 | modify | 957 | 0.01 | 1.04640 | 0.00000 | 1.04668 | ||
| 4707 | 2008.05.19 17:30 | modify | 958 | 0.02 | 1.04950 | 0.00000 | 1.04668 | ||
| 4708 | 2008.05.19 17:30 | modify | 959 | 0.02 | 1.05420 | 0.00000 | 1.04668 | ||
| 4709 | 2008.05.19 18:30 | buy | 960 | 0.01 | 1.05610 | 0.00000 | 0.00000 | ||
| 4710 | 2008.05.19 18:30 | sell | 961 | 0.02 | 1.05600 | 0.00000 | 0.00000 | ||
| 4711 | 2008.05.19 18:30 | modify | 953 | 0.01 | 1.04170 | 0.00000 | 1.04823 | ||
| 4712 | 2008.05.19 18:30 | modify | 954 | 0.01 | 1.04270 | 0.00000 | 1.04823 | ||
| 4713 | 2008.05.19 18:30 | modify | 955 | 0.01 | 1.04400 | 0.00000 | 1.04823 | ||
| 4714 | 2008.05.19 18:30 | modify | 956 | 0.01 | 1.04510 | 0.00000 | 1.04823 | ||
| 4715 | 2008.05.19 18:30 | modify | 957 | 0.01 | 1.04640 | 0.00000 | 1.04823 | ||
| 4716 | 2008.05.19 18:30 | modify | 958 | 0.02 | 1.04950 | 0.00000 | 1.04823 | ||
| 4717 | 2008.05.19 18:30 | modify | 959 | 0.02 | 1.05420 | 0.00000 | 1.04823 | ||
| 4718 | 2008.05.19 18:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05690 | ||
| 4719 | 2008.05.19 18:30 | modify | 961 | 0.02 | 1.05600 | 0.00000 | 1.04823 | ||
| 4720 | 2008.05.19 19:00 | buy | 962 | 0.01 | 1.05460 | 0.00000 | 0.00000 | ||
| 4721 | 2008.05.19 19:00 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05615 | ||
| 4722 | 2008.05.19 19:00 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05615 | ||
| 4723 | 2008.05.19 21:30 | buy | 963 | 0.01 | 1.05320 | 0.00000 | 0.00000 | ||
| 4724 | 2008.05.19 21:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05543 | ||
| 4725 | 2008.05.19 21:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05543 | ||
| 4726 | 2008.05.19 21:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.05543 | ||
| 4727 | 2008.05.20 01:30 | buy | 964 | 0.01 | 1.05240 | 0.00000 | 0.00000 | ||
| 4728 | 2008.05.20 01:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05488 | ||
| 4729 | 2008.05.20 01:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05488 | ||
| 4730 | 2008.05.20 01:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.05488 | ||
| 4731 | 2008.05.20 01:30 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.05488 | ||
| 4732 | 2008.05.20 05:00 | buy | 965 | 0.01 | 1.05030 | 0.00000 | 0.00000 | ||
| 4733 | 2008.05.20 05:00 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05412 | ||
| 4734 | 2008.05.20 05:00 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05412 | ||
| 4735 | 2008.05.20 05:00 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.05412 | ||
| 4736 | 2008.05.20 05:00 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.05412 | ||
| 4737 | 2008.05.20 05:00 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.05412 | ||
| 4738 | 2008.05.20 09:21 | t/p | 953 | 0.01 | 1.04823 | 0.00000 | 1.04823 | -6.26 | 50848.18 |
| 4739 | 2008.05.20 09:21 | t/p | 954 | 0.01 | 1.04823 | 0.00000 | 1.04823 | -5.31 | 50842.87 |
| 4740 | 2008.05.20 09:21 | t/p | 955 | 0.01 | 1.04823 | 0.00000 | 1.04823 | -4.07 | 50838.80 |
| 4741 | 2008.05.20 09:21 | t/p | 956 | 0.01 | 1.04823 | 0.00000 | 1.04823 | -3.02 | 50835.78 |
| 4742 | 2008.05.20 09:21 | t/p | 957 | 0.01 | 1.04823 | 0.00000 | 1.04823 | -1.78 | 50833.99 |
| 4743 | 2008.05.20 09:21 | t/p | 958 | 0.02 | 1.04823 | 0.00000 | 1.04823 | 2.36 | 50836.35 |
| 4744 | 2008.05.20 09:21 | t/p | 959 | 0.02 | 1.04823 | 0.00000 | 1.04823 | 11.33 | 50847.68 |
| 4745 | 2008.05.20 09:21 | t/p | 961 | 0.02 | 1.04823 | 0.00000 | 1.04823 | 14.76 | 50862.43 |
| 4746 | 2008.05.20 09:30 | buy | 966 | 0.02 | 1.04820 | 0.00000 | 0.00000 | ||
| 4747 | 2008.05.20 09:30 | sell | 967 | 0.01 | 1.04810 | 0.00000 | 0.00000 | ||
| 4748 | 2008.05.20 09:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05266 | ||
| 4749 | 2008.05.20 09:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05266 | ||
| 4750 | 2008.05.20 09:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.05266 | ||
| 4751 | 2008.05.20 09:30 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.05266 | ||
| 4752 | 2008.05.20 09:30 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.05266 | ||
| 4753 | 2008.05.20 09:30 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.05266 | ||
| 4754 | 2008.05.20 09:30 | modify | 967 | 0.01 | 1.04810 | 0.00000 | 1.04730 | ||
| 4755 | 2008.05.20 09:35 | t/p | 967 | 0.01 | 1.04730 | 0.00000 | 1.04730 | 0.76 | 50863.19 |
| 4756 | 2008.05.20 10:00 | buy | 968 | 0.02 | 1.04630 | 0.00000 | 0.00000 | ||
| 4757 | 2008.05.20 10:00 | sell | 969 | 0.01 | 1.04620 | 0.00000 | 0.00000 | ||
| 4758 | 2008.05.20 10:00 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05142 | ||
| 4759 | 2008.05.20 10:00 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05142 | ||
| 4760 | 2008.05.20 10:00 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.05142 | ||
| 4761 | 2008.05.20 10:00 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.05142 | ||
| 4762 | 2008.05.20 10:00 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.05142 | ||
| 4763 | 2008.05.20 10:00 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.05142 | ||
| 4764 | 2008.05.20 10:00 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.05142 | ||
| 4765 | 2008.05.20 10:00 | modify | 969 | 0.01 | 1.04620 | 0.00000 | 1.04540 | ||
| 4766 | 2008.05.20 10:03 | t/p | 969 | 0.01 | 1.04540 | 0.00000 | 1.04540 | 0.77 | 50863.96 |
| 4767 | 2008.05.20 10:30 | sell | 970 | 0.01 | 1.04560 | 0.00000 | 0.00000 | ||
| 4768 | 2008.05.20 10:30 | modify | 970 | 0.01 | 1.04560 | 0.00000 | 1.04480 | ||
| 4769 | 2008.05.20 10:39 | t/p | 970 | 0.01 | 1.04480 | 0.00000 | 1.04480 | 0.77 | 50864.73 |
| 4770 | 2008.05.20 11:00 | buy | 971 | 0.02 | 1.04470 | 0.00000 | 0.00000 | ||
| 4771 | 2008.05.20 11:00 | sell | 972 | 0.01 | 1.04460 | 0.00000 | 0.00000 | ||
| 4772 | 2008.05.20 11:00 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.05035 | ||
| 4773 | 2008.05.20 11:00 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.05035 | ||
| 4774 | 2008.05.20 11:00 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.05035 | ||
| 4775 | 2008.05.20 11:00 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.05035 | ||
| 4776 | 2008.05.20 11:00 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.05035 | ||
| 4777 | 2008.05.20 11:00 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.05035 | ||
| 4778 | 2008.05.20 11:00 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.05035 | ||
| 4779 | 2008.05.20 11:00 | modify | 971 | 0.02 | 1.04470 | 0.00000 | 1.05035 | ||
| 4780 | 2008.05.20 11:00 | modify | 972 | 0.01 | 1.04460 | 0.00000 | 1.04380 | ||
| 4781 | 2008.05.20 11:16 | t/p | 972 | 0.01 | 1.04380 | 0.00000 | 1.04380 | 0.77 | 50865.50 |
| 4782 | 2008.05.20 11:30 | sell | 973 | 0.01 | 1.04390 | 0.00000 | 0.00000 | ||
| 4783 | 2008.05.20 11:30 | modify | 973 | 0.01 | 1.04390 | 0.00000 | 1.04310 | ||
| 4784 | 2008.05.20 12:23 | t/p | 973 | 0.01 | 1.04310 | 0.00000 | 1.04310 | 0.77 | 50866.27 |
| 4785 | 2008.05.20 12:30 | buy | 974 | 0.02 | 1.04170 | 0.00000 | 0.00000 | ||
| 4786 | 2008.05.20 12:30 | sell | 975 | 0.01 | 1.04160 | 0.00000 | 0.00000 | ||
| 4787 | 2008.05.20 12:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.04914 | ||
| 4788 | 2008.05.20 12:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.04914 | ||
| 4789 | 2008.05.20 12:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.04914 | ||
| 4790 | 2008.05.20 12:30 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.04914 | ||
| 4791 | 2008.05.20 12:30 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.04914 | ||
| 4792 | 2008.05.20 12:30 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.04914 | ||
| 4793 | 2008.05.20 12:30 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.04914 | ||
| 4794 | 2008.05.20 12:30 | modify | 971 | 0.02 | 1.04470 | 0.00000 | 1.04914 | ||
| 4795 | 2008.05.20 12:30 | modify | 974 | 0.02 | 1.04170 | 0.00000 | 1.04914 | ||
| 4796 | 2008.05.20 12:30 | modify | 975 | 0.01 | 1.04160 | 0.00000 | 1.04080 | ||
| 4797 | 2008.05.20 13:13 | t/p | 975 | 0.01 | 1.04080 | 0.00000 | 1.04080 | 0.77 | 50867.04 |
| 4798 | 2008.05.20 13:30 | buy | 976 | 0.02 | 1.04070 | 0.00000 | 0.00000 | ||
| 4799 | 2008.05.20 13:30 | sell | 977 | 0.01 | 1.04060 | 0.00000 | 0.00000 | ||
| 4800 | 2008.05.20 13:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.04812 | ||