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 |
| 4951 | 2008.05.21 16:30 | modify | 994 | 0.01 | 1.03010 | 0.00000 | 1.02950 | ||
| 4952 | 2008.05.21 16:30 | modify | 995 | 0.01 | 1.03180 | 0.00000 | 1.02950 | ||
| 4953 | 2008.05.21 17:02 | t/p | 993 | 0.01 | 1.02950 | 0.00000 | 1.02950 | -0.49 | 50873.51 |
| 4954 | 2008.05.21 17:02 | t/p | 994 | 0.01 | 1.02950 | 0.00000 | 1.02950 | 0.58 | 50874.09 |
| 4955 | 2008.05.21 17:02 | t/p | 995 | 0.01 | 1.02950 | 0.00000 | 1.02950 | 2.23 | 50876.32 |
| 4956 | 2008.05.21 21:30 | buy | 996 | 0.05 | 1.02810 | 0.00000 | 0.00000 | ||
| 4957 | 2008.05.21 21:30 | sell | 997 | 0.01 | 1.02800 | 0.00000 | 0.00000 | ||
| 4958 | 2008.05.21 21:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.03862 | ||
| 4959 | 2008.05.21 21:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.03862 | ||
| 4960 | 2008.05.21 21:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.03862 | ||
| 4961 | 2008.05.21 21:30 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.03862 | ||
| 4962 | 2008.05.21 21:30 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.03862 | ||
| 4963 | 2008.05.21 21:30 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.03862 | ||
| 4964 | 2008.05.21 21:30 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.03862 | ||
| 4965 | 2008.05.21 21:30 | modify | 971 | 0.02 | 1.04470 | 0.00000 | 1.03862 | ||
| 4966 | 2008.05.21 21:30 | modify | 974 | 0.02 | 1.04170 | 0.00000 | 1.03862 | ||
| 4967 | 2008.05.21 21:30 | modify | 976 | 0.02 | 1.04070 | 0.00000 | 1.03862 | ||
| 4968 | 2008.05.21 21:30 | modify | 978 | 0.03 | 1.03890 | 0.00000 | 1.03862 | ||
| 4969 | 2008.05.21 21:30 | modify | 979 | 0.03 | 1.03750 | 0.00000 | 1.03862 | ||
| 4970 | 2008.05.21 21:30 | modify | 980 | 0.03 | 1.03680 | 0.00000 | 1.03862 | ||
| 4971 | 2008.05.21 21:30 | modify | 981 | 0.03 | 1.03560 | 0.00000 | 1.03862 | ||
| 4972 | 2008.05.21 21:30 | modify | 987 | 0.04 | 1.03340 | 0.00000 | 1.03862 | ||
| 4973 | 2008.05.21 21:30 | modify | 989 | 0.04 | 1.03100 | 0.00000 | 1.03862 | ||
| 4974 | 2008.05.21 21:30 | modify | 991 | 0.05 | 1.02950 | 0.00000 | 1.03862 | ||
| 4975 | 2008.05.21 21:30 | modify | 996 | 0.05 | 1.02810 | 0.00000 | 1.03862 | ||
| 4976 | 2008.05.21 21:30 | modify | 997 | 0.01 | 1.02800 | 0.00000 | 1.02720 | ||
| 4977 | 2008.05.21 21:34 | t/p | 997 | 0.01 | 1.02720 | 0.00000 | 1.02720 | 0.78 | 50877.10 |
| 4978 | 2008.05.21 22:00 | buy | 998 | 0.06 | 1.02710 | 0.00000 | 0.00000 | ||
| 4979 | 2008.05.21 22:00 | sell | 999 | 0.01 | 1.02700 | 0.00000 | 0.00000 | ||
| 4980 | 2008.05.21 22:00 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.03736 | ||
| 4981 | 2008.05.21 22:00 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.03736 | ||
| 4982 | 2008.05.21 22:00 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.03736 | ||
| 4983 | 2008.05.21 22:00 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.03736 | ||
| 4984 | 2008.05.21 22:00 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.03736 | ||
| 4985 | 2008.05.21 22:00 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.03736 | ||
| 4986 | 2008.05.21 22:00 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.03736 | ||
| 4987 | 2008.05.21 22:00 | modify | 971 | 0.02 | 1.04470 | 0.00000 | 1.03736 | ||
| 4988 | 2008.05.21 22:00 | modify | 974 | 0.02 | 1.04170 | 0.00000 | 1.03736 | ||
| 4989 | 2008.05.21 22:00 | modify | 976 | 0.02 | 1.04070 | 0.00000 | 1.03736 | ||
| 4990 | 2008.05.21 22:00 | modify | 978 | 0.03 | 1.03890 | 0.00000 | 1.03736 | ||
| 4991 | 2008.05.21 22:00 | modify | 979 | 0.03 | 1.03750 | 0.00000 | 1.03736 | ||
| 4992 | 2008.05.21 22:00 | modify | 980 | 0.03 | 1.03680 | 0.00000 | 1.03736 | ||
| 4993 | 2008.05.21 22:00 | modify | 981 | 0.03 | 1.03560 | 0.00000 | 1.03736 | ||
| 4994 | 2008.05.21 22:00 | modify | 987 | 0.04 | 1.03340 | 0.00000 | 1.03736 | ||
| 4995 | 2008.05.21 22:00 | modify | 989 | 0.04 | 1.03100 | 0.00000 | 1.03736 | ||
| 4996 | 2008.05.21 22:00 | modify | 991 | 0.05 | 1.02950 | 0.00000 | 1.03736 | ||
| 4997 | 2008.05.21 22:00 | modify | 996 | 0.05 | 1.02810 | 0.00000 | 1.03736 | ||
| 4998 | 2008.05.21 22:00 | modify | 998 | 0.06 | 1.02710 | 0.00000 | 1.03736 | ||
| 4999 | 2008.05.21 22:00 | modify | 999 | 0.01 | 1.02700 | 0.00000 | 1.02620 | ||
| 5000 | 2008.05.21 22:07 | t/p | 999 | 0.01 | 1.02620 | 0.00000 | 1.02620 | 0.78 | 50877.88 |
| 5001 | 2008.05.21 22:30 | buy | 1000 | 0.06 | 1.02560 | 0.00000 | 0.00000 | ||
| 5002 | 2008.05.21 22:30 | sell | 1001 | 0.01 | 1.02550 | 0.00000 | 0.00000 | ||
| 5003 | 2008.05.21 22:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.03620 | ||
| 5004 | 2008.05.21 22:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.03620 | ||
| 5005 | 2008.05.21 22:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.03620 | ||
| 5006 | 2008.05.21 22:30 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.03620 | ||
| 5007 | 2008.05.21 22:30 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.03620 | ||
| 5008 | 2008.05.21 22:30 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.03620 | ||
| 5009 | 2008.05.21 22:30 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.03620 | ||
| 5010 | 2008.05.21 22:30 | modify | 971 | 0.02 | 1.04470 | 0.00000 | 1.03620 | ||
| 5011 | 2008.05.21 22:30 | modify | 974 | 0.02 | 1.04170 | 0.00000 | 1.03620 | ||
| 5012 | 2008.05.21 22:30 | modify | 976 | 0.02 | 1.04070 | 0.00000 | 1.03620 | ||
| 5013 | 2008.05.21 22:30 | modify | 978 | 0.03 | 1.03890 | 0.00000 | 1.03620 | ||
| 5014 | 2008.05.21 22:30 | modify | 979 | 0.03 | 1.03750 | 0.00000 | 1.03620 | ||
| 5015 | 2008.05.21 22:30 | modify | 980 | 0.03 | 1.03680 | 0.00000 | 1.03620 | ||
| 5016 | 2008.05.21 22:30 | modify | 981 | 0.03 | 1.03560 | 0.00000 | 1.03620 | ||
| 5017 | 2008.05.21 22:30 | modify | 987 | 0.04 | 1.03340 | 0.00000 | 1.03620 | ||
| 5018 | 2008.05.21 22:30 | modify | 989 | 0.04 | 1.03100 | 0.00000 | 1.03620 | ||
| 5019 | 2008.05.21 22:30 | modify | 991 | 0.05 | 1.02950 | 0.00000 | 1.03620 | ||
| 5020 | 2008.05.21 22:30 | modify | 996 | 0.05 | 1.02810 | 0.00000 | 1.03620 | ||
| 5021 | 2008.05.21 22:30 | modify | 998 | 0.06 | 1.02710 | 0.00000 | 1.03620 | ||
| 5022 | 2008.05.21 22:30 | modify | 1000 | 0.06 | 1.02560 | 0.00000 | 1.03620 | ||
| 5023 | 2008.05.21 22:30 | modify | 1001 | 0.01 | 1.02550 | 0.00000 | 1.02470 | ||
| 5024 | 2008.05.22 00:18 | t/p | 1001 | 0.01 | 1.02470 | 0.00000 | 1.02470 | 0.69 | 50878.57 |
| 5025 | 2008.05.22 00:30 | buy | 1002 | 0.07 | 1.02430 | 0.00000 | 0.00000 | ||
| 5026 | 2008.05.22 00:30 | modify | 960 | 0.01 | 1.05610 | 0.00000 | 1.03499 | ||
| 5027 | 2008.05.22 00:30 | modify | 962 | 0.01 | 1.05460 | 0.00000 | 1.03499 | ||
| 5028 | 2008.05.22 00:30 | modify | 963 | 0.01 | 1.05320 | 0.00000 | 1.03499 | ||
| 5029 | 2008.05.22 00:30 | modify | 964 | 0.01 | 1.05240 | 0.00000 | 1.03499 | ||
| 5030 | 2008.05.22 00:30 | modify | 965 | 0.01 | 1.05030 | 0.00000 | 1.03499 | ||
| 5031 | 2008.05.22 00:30 | modify | 966 | 0.02 | 1.04820 | 0.00000 | 1.03499 | ||
| 5032 | 2008.05.22 00:30 | modify | 968 | 0.02 | 1.04630 | 0.00000 | 1.03499 | ||
| 5033 | 2008.05.22 00:30 | modify | 971 | 0.02 | 1.04470 | 0.00000 | 1.03499 | ||
| 5034 | 2008.05.22 00:30 | modify | 974 | 0.02 | 1.04170 | 0.00000 | 1.03499 | ||
| 5035 | 2008.05.22 00:30 | modify | 976 | 0.02 | 1.04070 | 0.00000 | 1.03499 | ||
| 5036 | 2008.05.22 00:30 | modify | 978 | 0.03 | 1.03890 | 0.00000 | 1.03499 | ||
| 5037 | 2008.05.22 00:30 | modify | 979 | 0.03 | 1.03750 | 0.00000 | 1.03499 | ||
| 5038 | 2008.05.22 00:30 | modify | 980 | 0.03 | 1.03680 | 0.00000 | 1.03499 | ||
| 5039 | 2008.05.22 00:30 | modify | 981 | 0.03 | 1.03560 | 0.00000 | 1.03499 | ||
| 5040 | 2008.05.22 00:30 | modify | 987 | 0.04 | 1.03340 | 0.00000 | 1.03499 | ||
| 5041 | 2008.05.22 00:30 | modify | 989 | 0.04 | 1.03100 | 0.00000 | 1.03499 | ||
| 5042 | 2008.05.22 00:30 | modify | 991 | 0.05 | 1.02950 | 0.00000 | 1.03499 | ||
| 5043 | 2008.05.22 00:30 | modify | 996 | 0.05 | 1.02810 | 0.00000 | 1.03499 | ||
| 5044 | 2008.05.22 00:30 | modify | 998 | 0.06 | 1.02710 | 0.00000 | 1.03499 | ||
| 5045 | 2008.05.22 00:30 | modify | 1000 | 0.06 | 1.02560 | 0.00000 | 1.03499 | ||
| 5046 | 2008.05.22 00:30 | modify | 1002 | 0.07 | 1.02430 | 0.00000 | 1.03499 | ||
| 5047 | 2008.05.22 17:24 | t/p | 960 | 0.01 | 1.03499 | 0.00000 | 1.03499 | -20.37 | 50858.20 |
| 5048 | 2008.05.22 17:24 | t/p | 962 | 0.01 | 1.03499 | 0.00000 | 1.03499 | -18.92 | 50839.27 |
| 5049 | 2008.05.22 17:24 | t/p | 963 | 0.01 | 1.03499 | 0.00000 | 1.03499 | -17.56 | 50821.71 |
| 5050 | 2008.05.22 17:24 | t/p | 964 | 0.01 | 1.03499 | 0.00000 | 1.03499 | -16.80 | 50804.91 |
| 5051 | 2008.05.22 17:24 | t/p | 965 | 0.01 | 1.03499 | 0.00000 | 1.03499 | -14.77 | 50790.15 |
| 5052 | 2008.05.22 17:24 | t/p | 966 | 0.02 | 1.03499 | 0.00000 | 1.03499 | -25.49 | 50764.66 |
| 5053 | 2008.05.22 17:24 | t/p | 968 | 0.02 | 1.03499 | 0.00000 | 1.03499 | -21.82 | 50742.85 |
| 5054 | 2008.05.22 17:24 | t/p | 971 | 0.02 | 1.03499 | 0.00000 | 1.03499 | -18.72 | 50724.13 |
| 5055 | 2008.05.22 17:24 | t/p | 974 | 0.02 | 1.03499 | 0.00000 | 1.03499 | -12.93 | 50711.20 |
| 5056 | 2008.05.22 17:24 | t/p | 976 | 0.02 | 1.03499 | 0.00000 | 1.03499 | -10.99 | 50700.22 |
| 5057 | 2008.05.22 17:24 | t/p | 978 | 0.03 | 1.03499 | 0.00000 | 1.03499 | -11.26 | 50688.96 |
| 5058 | 2008.05.22 17:24 | t/p | 979 | 0.03 | 1.03499 | 0.00000 | 1.03499 | -7.21 | 50681.74 |
| 5059 | 2008.05.22 17:24 | t/p | 980 | 0.03 | 1.03499 | 0.00000 | 1.03499 | -5.18 | 50676.56 |
| 5060 | 2008.05.22 17:24 | t/p | 981 | 0.03 | 1.03499 | 0.00000 | 1.03499 | -1.72 | 50674.84 |
| 5061 | 2008.05.22 17:24 | t/p | 987 | 0.04 | 1.03499 | 0.00000 | 1.03499 | 6.21 | 50681.05 |
| 5062 | 2008.05.22 17:24 | t/p | 989 | 0.04 | 1.03499 | 0.00000 | 1.03499 | 15.49 | 50696.53 |
| 5063 | 2008.05.22 17:24 | t/p | 991 | 0.05 | 1.03499 | 0.00000 | 1.03499 | 26.60 | 50723.14 |
| 5064 | 2008.05.22 17:24 | t/p | 996 | 0.05 | 1.03499 | 0.00000 | 1.03499 | 33.37 | 50756.51 |
| 5065 | 2008.05.22 17:24 | t/p | 998 | 0.06 | 1.03499 | 0.00000 | 1.03499 | 45.84 | 50802.35 |
| 5066 | 2008.05.22 17:24 | t/p | 1000 | 0.06 | 1.03499 | 0.00000 | 1.03499 | 54.54 | 50856.89 |
| 5067 | 2008.05.22 17:24 | t/p | 1002 | 0.07 | 1.03499 | 0.00000 | 1.03499 | 72.30 | 50929.19 |
| 5068 | 2008.05.23 09:00 | sell | 1003 | 0.01 | 1.03040 | 0.00000 | 0.00000 | ||
| 5069 | 2008.05.23 09:00 | modify | 1003 | 0.01 | 1.03040 | 0.00000 | 1.02960 | ||
| 5070 | 2008.05.23 09:30 | sell | 1004 | 0.01 | 1.03200 | 0.00000 | 0.00000 | ||
| 5071 | 2008.05.23 09:30 | modify | 1003 | 0.01 | 1.03040 | 0.00000 | 1.03040 | ||
| 5072 | 2008.05.23 09:30 | modify | 1004 | 0.01 | 1.03200 | 0.00000 | 1.03040 | ||
| 5073 | 2008.05.23 09:56 | t/p | 1003 | 0.01 | 1.03040 | 0.00000 | 1.03040 | 0.00 | 50929.19 |
| 5074 | 2008.05.23 09:56 | t/p | 1004 | 0.01 | 1.03040 | 0.00000 | 1.03040 | 1.55 | 50930.74 |
| 5075 | 2008.05.23 11:00 | sell | 1005 | 0.01 | 1.03030 | 0.00000 | 0.00000 | ||
| 5076 | 2008.05.23 11:00 | modify | 1005 | 0.01 | 1.03030 | 0.00000 | 1.02950 | ||
| 5077 | 2008.05.23 11:09 | t/p | 1005 | 0.01 | 1.02950 | 0.00000 | 1.02950 | 0.78 | 50931.52 |
| 5078 | 2008.05.23 11:30 | sell | 1006 | 0.01 | 1.02820 | 0.00000 | 0.00000 | ||
| 5079 | 2008.05.23 11:30 | modify | 1006 | 0.01 | 1.02820 | 0.00000 | 1.02740 | ||
| 5080 | 2008.05.23 12:30 | sell | 1007 | 0.01 | 1.02910 | 0.00000 | 0.00000 | ||
| 5081 | 2008.05.23 12:30 | modify | 1006 | 0.01 | 1.02820 | 0.00000 | 1.02785 | ||
| 5082 | 2008.05.23 12:30 | modify | 1007 | 0.01 | 1.02910 | 0.00000 | 1.02785 | ||
| 5083 | 2008.05.23 13:16 | t/p | 1006 | 0.01 | 1.02785 | 0.00000 | 1.02785 | 0.34 | 50931.86 |
| 5084 | 2008.05.23 13:16 | t/p | 1007 | 0.01 | 1.02785 | 0.00000 | 1.02785 | 1.22 | 50933.08 |
| 5085 | 2008.05.23 13:30 | sell | 1008 | 0.01 | 1.02810 | 0.00000 | 0.00000 | ||
| 5086 | 2008.05.23 13:30 | modify | 1008 | 0.01 | 1.02810 | 0.00000 | 1.02730 | ||
| 5087 | 2008.05.23 14:03 | t/p | 1008 | 0.01 | 1.02730 | 0.00000 | 1.02730 | 0.78 | 50933.86 |
| 5088 | 2008.05.23 14:30 | sell | 1009 | 0.01 | 1.02670 | 0.00000 | 0.00000 | ||
| 5089 | 2008.05.23 14:30 | modify | 1009 | 0.01 | 1.02670 | 0.00000 | 1.02590 | ||
| 5090 | 2008.05.23 15:32 | t/p | 1009 | 0.01 | 1.02590 | 0.00000 | 1.02590 | 0.78 | 50934.64 |
| 5091 | 2008.05.23 16:00 | sell | 1010 | 0.01 | 1.02630 | 0.00000 | 0.00000 | ||
| 5092 | 2008.05.23 16:00 | modify | 1010 | 0.01 | 1.02630 | 0.00000 | 1.02550 | ||
| 5093 | 2008.05.23 16:00 | t/p | 1010 | 0.01 | 1.02550 | 0.00000 | 1.02550 | 0.78 | 50935.42 |
| 5094 | 2008.05.23 16:30 | sell | 1011 | 0.01 | 1.02550 | 0.00000 | 0.00000 | ||
| 5095 | 2008.05.23 16:30 | modify | 1011 | 0.01 | 1.02550 | 0.00000 | 1.02470 | ||
| 5096 | 2008.05.23 16:50 | t/p | 1011 | 0.01 | 1.02470 | 0.00000 | 1.02470 | 0.78 | 50936.20 |
| 5097 | 2008.05.23 17:00 | sell | 1012 | 0.01 | 1.02420 | 0.00000 | 0.00000 | ||
| 5098 | 2008.05.23 17:00 | modify | 1012 | 0.01 | 1.02420 | 0.00000 | 1.02340 | ||
| 5099 | 2008.05.23 17:45 | t/p | 1012 | 0.01 | 1.02340 | 0.00000 | 1.02340 | 0.78 | 50936.98 |
| 5100 | 2008.05.23 18:00 | sell | 1013 | 0.01 | 1.02470 | 0.00000 | 0.00000 | ||