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 |
| 5101 | 2008.05.23 18:00 | modify | 1013 | 0.01 | 1.02470 | 0.00000 | 1.02390 | ||
| 5102 | 2008.05.23 18:07 | t/p | 1013 | 0.01 | 1.02390 | 0.00000 | 1.02390 | 0.78 | 50937.76 |
| 5103 | 2008.05.23 18:30 | sell | 1014 | 0.01 | 1.02300 | 0.00000 | 0.00000 | ||
| 5104 | 2008.05.23 18:30 | modify | 1014 | 0.01 | 1.02300 | 0.00000 | 1.02220 | ||
| 5105 | 2008.05.23 18:30 | t/p | 1014 | 0.01 | 1.02220 | 0.00000 | 1.02220 | 0.78 | 50938.54 |
| 5106 | 2008.05.26 17:30 | sell | 1015 | 0.01 | 1.02440 | 0.00000 | 0.00000 | ||
| 5107 | 2008.05.26 17:30 | modify | 1015 | 0.01 | 1.02440 | 0.00000 | 1.02360 | ||
| 5108 | 2008.05.27 03:10 | t/p | 1015 | 0.01 | 1.02360 | 0.00000 | 1.02360 | 0.75 | 50939.29 |
| 5109 | 2008.05.27 03:30 | sell | 1016 | 0.01 | 1.02350 | 0.00000 | 0.00000 | ||
| 5110 | 2008.05.27 03:30 | modify | 1016 | 0.01 | 1.02350 | 0.00000 | 1.02270 | ||
| 5111 | 2008.05.27 08:33 | t/p | 1016 | 0.01 | 1.02270 | 0.00000 | 1.02270 | 0.78 | 50940.07 |
| 5112 | 2008.05.27 09:00 | sell | 1017 | 0.01 | 1.02220 | 0.00000 | 0.00000 | ||
| 5113 | 2008.05.27 09:00 | modify | 1017 | 0.01 | 1.02220 | 0.00000 | 1.02140 | ||
| 5114 | 2008.05.27 09:30 | sell | 1018 | 0.01 | 1.02610 | 0.00000 | 0.00000 | ||
| 5115 | 2008.05.27 09:30 | modify | 1017 | 0.01 | 1.02220 | 0.00000 | 1.02335 | ||
| 5116 | 2008.05.27 09:30 | modify | 1018 | 0.01 | 1.02610 | 0.00000 | 1.02335 | ||
| 5117 | 2008.05.27 10:00 | sell | 1019 | 0.01 | 1.02730 | 0.00000 | 0.00000 | ||
| 5118 | 2008.05.27 10:00 | modify | 1017 | 0.01 | 1.02220 | 0.00000 | 1.02440 | ||
| 5119 | 2008.05.27 10:00 | modify | 1018 | 0.01 | 1.02610 | 0.00000 | 1.02440 | ||
| 5120 | 2008.05.27 10:00 | modify | 1019 | 0.01 | 1.02730 | 0.00000 | 1.02440 | ||
| 5121 | 2008.05.27 16:30 | buy | 1020 | 0.01 | 1.03000 | 0.00000 | 0.00000 | ||
| 5122 | 2008.05.27 16:30 | sell | 1021 | 0.01 | 1.02990 | 0.00000 | 0.00000 | ||
| 5123 | 2008.05.27 16:30 | modify | 1017 | 0.01 | 1.02220 | 0.00000 | 1.02558 | ||
| 5124 | 2008.05.27 16:30 | modify | 1018 | 0.01 | 1.02610 | 0.00000 | 1.02558 | ||
| 5125 | 2008.05.27 16:30 | modify | 1019 | 0.01 | 1.02730 | 0.00000 | 1.02558 | ||
| 5126 | 2008.05.27 16:30 | modify | 1020 | 0.01 | 1.03000 | 0.00000 | 1.03080 | ||
| 5127 | 2008.05.27 16:30 | modify | 1021 | 0.01 | 1.02990 | 0.00000 | 1.02558 | ||
| 5128 | 2008.05.27 17:02 | t/p | 1020 | 0.01 | 1.03080 | 0.00000 | 1.03080 | 0.78 | 50940.85 |
| 5129 | 2008.05.27 17:30 | buy | 1022 | 0.01 | 1.03020 | 0.00000 | 0.00000 | ||
| 5130 | 2008.05.27 17:30 | modify | 1022 | 0.01 | 1.03020 | 0.00000 | 1.03100 | ||
| 5131 | 2008.05.27 18:30 | buy | 1023 | 0.01 | 1.02880 | 0.00000 | 0.00000 | ||
| 5132 | 2008.05.27 18:30 | modify | 1022 | 0.01 | 1.03020 | 0.00000 | 1.03030 | ||
| 5133 | 2008.05.27 18:30 | modify | 1023 | 0.01 | 1.02880 | 0.00000 | 1.03030 | ||
| 5134 | 2008.05.27 21:15 | t/p | 1022 | 0.01 | 1.03030 | 0.00000 | 1.03030 | 0.10 | 50940.95 |
| 5135 | 2008.05.27 21:15 | t/p | 1023 | 0.01 | 1.03030 | 0.00000 | 1.03030 | 1.46 | 50942.41 |
| 5136 | 2008.05.27 22:00 | buy | 1024 | 0.01 | 1.03330 | 0.00000 | 0.00000 | ||
| 5137 | 2008.05.27 22:00 | sell | 1025 | 0.01 | 1.03320 | 0.00000 | 0.00000 | ||
| 5138 | 2008.05.27 22:00 | modify | 1017 | 0.01 | 1.02220 | 0.00000 | 1.02694 | ||
| 5139 | 2008.05.27 22:00 | modify | 1018 | 0.01 | 1.02610 | 0.00000 | 1.02694 | ||
| 5140 | 2008.05.27 22:00 | modify | 1019 | 0.01 | 1.02730 | 0.00000 | 1.02694 | ||
| 5141 | 2008.05.27 22:00 | modify | 1021 | 0.01 | 1.02990 | 0.00000 | 1.02694 | ||
| 5142 | 2008.05.27 22:00 | modify | 1024 | 0.01 | 1.03330 | 0.00000 | 1.03410 | ||
| 5143 | 2008.05.27 22:00 | modify | 1025 | 0.01 | 1.03320 | 0.00000 | 1.02694 | ||
| 5144 | 2008.05.27 22:32 | t/p | 1024 | 0.01 | 1.03410 | 0.00000 | 1.03410 | 0.77 | 50943.18 |
| 5145 | 2008.05.27 23:00 | buy | 1026 | 0.01 | 1.03410 | 0.00000 | 0.00000 | ||
| 5146 | 2008.05.27 23:00 | modify | 1026 | 0.01 | 1.03410 | 0.00000 | 1.03490 | ||
| 5147 | 2008.05.28 00:30 | sell | 1027 | 0.02 | 1.03450 | 0.00000 | 0.00000 | ||
| 5148 | 2008.05.28 00:30 | modify | 1017 | 0.01 | 1.02220 | 0.00000 | 1.02887 | ||
| 5149 | 2008.05.28 00:30 | modify | 1018 | 0.01 | 1.02610 | 0.00000 | 1.02887 | ||
| 5150 | 2008.05.28 00:30 | modify | 1019 | 0.01 | 1.02730 | 0.00000 | 1.02887 | ||
| 5151 | 2008.05.28 00:30 | modify | 1021 | 0.01 | 1.02990 | 0.00000 | 1.02887 | ||
| 5152 | 2008.05.28 00:30 | modify | 1025 | 0.01 | 1.03320 | 0.00000 | 1.02887 | ||
| 5153 | 2008.05.28 00:30 | modify | 1027 | 0.02 | 1.03450 | 0.00000 | 1.02887 | ||
| 5154 | 2008.05.28 00:36 | t/p | 1026 | 0.01 | 1.03490 | 0.00000 | 1.03490 | 0.78 | 50943.95 |
| 5155 | 2008.05.28 09:18 | t/p | 1017 | 0.01 | 1.02887 | 0.00000 | 1.02887 | -6.51 | 50937.44 |
| 5156 | 2008.05.28 09:18 | t/p | 1018 | 0.01 | 1.02887 | 0.00000 | 1.02887 | -2.72 | 50934.72 |
| 5157 | 2008.05.28 09:18 | t/p | 1019 | 0.01 | 1.02887 | 0.00000 | 1.02887 | -1.56 | 50933.16 |
| 5158 | 2008.05.28 09:18 | t/p | 1021 | 0.01 | 1.02887 | 0.00000 | 1.02887 | 0.97 | 50934.13 |
| 5159 | 2008.05.28 09:18 | t/p | 1025 | 0.01 | 1.02887 | 0.00000 | 1.02887 | 4.18 | 50938.30 |
| 5160 | 2008.05.28 09:18 | t/p | 1027 | 0.02 | 1.02887 | 0.00000 | 1.02887 | 10.94 | 50949.24 |
| 5161 | 2008.05.28 11:00 | sell | 1028 | 0.01 | 1.02650 | 0.00000 | 0.00000 | ||
| 5162 | 2008.05.28 11:00 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.02570 | ||
| 5163 | 2008.05.28 11:30 | sell | 1029 | 0.01 | 1.03040 | 0.00000 | 0.00000 | ||
| 5164 | 2008.05.28 11:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.02765 | ||
| 5165 | 2008.05.28 11:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.02765 | ||
| 5166 | 2008.05.28 12:00 | sell | 1030 | 0.01 | 1.03160 | 0.00000 | 0.00000 | ||
| 5167 | 2008.05.28 12:00 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.02870 | ||
| 5168 | 2008.05.28 12:00 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.02870 | ||
| 5169 | 2008.05.28 12:00 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.02870 | ||
| 5170 | 2008.05.28 12:30 | sell | 1031 | 0.01 | 1.03430 | 0.00000 | 0.00000 | ||
| 5171 | 2008.05.28 12:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.02990 | ||
| 5172 | 2008.05.28 12:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.02990 | ||
| 5173 | 2008.05.28 12:30 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.02990 | ||
| 5174 | 2008.05.28 12:30 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.02990 | ||
| 5175 | 2008.05.28 14:30 | buy | 1032 | 0.01 | 1.03820 | 0.00000 | 0.00000 | ||
| 5176 | 2008.05.28 14:30 | sell | 1033 | 0.01 | 1.03810 | 0.00000 | 0.00000 | ||
| 5177 | 2008.05.28 14:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.03138 | ||
| 5178 | 2008.05.28 14:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.03138 | ||
| 5179 | 2008.05.28 14:30 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.03138 | ||
| 5180 | 2008.05.28 14:30 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.03138 | ||
| 5181 | 2008.05.28 14:30 | modify | 1032 | 0.01 | 1.03820 | 0.00000 | 1.03900 | ||
| 5182 | 2008.05.28 14:30 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.03138 | ||
| 5183 | 2008.05.28 14:34 | t/p | 1032 | 0.01 | 1.03900 | 0.00000 | 1.03900 | 0.77 | 50950.01 |
| 5184 | 2008.05.28 15:30 | buy | 1034 | 0.01 | 1.03820 | 0.00000 | 0.00000 | ||
| 5185 | 2008.05.28 15:30 | modify | 1034 | 0.01 | 1.03820 | 0.00000 | 1.03900 | ||
| 5186 | 2008.05.28 15:30 | t/p | 1034 | 0.01 | 1.03900 | 0.00000 | 1.03900 | 0.77 | 50950.78 |
| 5187 | 2008.05.28 16:00 | buy | 1035 | 0.01 | 1.04010 | 0.00000 | 0.00000 | ||
| 5188 | 2008.05.28 16:00 | sell | 1036 | 0.02 | 1.04000 | 0.00000 | 0.00000 | ||
| 5189 | 2008.05.28 16:00 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.03361 | ||
| 5190 | 2008.05.28 16:00 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.03361 | ||
| 5191 | 2008.05.28 16:00 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.03361 | ||
| 5192 | 2008.05.28 16:00 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.03361 | ||
| 5193 | 2008.05.28 16:00 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.03361 | ||
| 5194 | 2008.05.28 16:00 | modify | 1035 | 0.01 | 1.04010 | 0.00000 | 1.04090 | ||
| 5195 | 2008.05.28 16:00 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.03361 | ||
| 5196 | 2008.05.28 16:30 | buy | 1037 | 0.01 | 1.03860 | 0.00000 | 0.00000 | ||
| 5197 | 2008.05.28 16:30 | modify | 1035 | 0.01 | 1.04010 | 0.00000 | 1.04015 | ||
| 5198 | 2008.05.28 16:30 | modify | 1037 | 0.01 | 1.03860 | 0.00000 | 1.04015 | ||
| 5199 | 2008.05.28 17:30 | buy | 1038 | 0.01 | 1.03710 | 0.00000 | 0.00000 | ||
| 5200 | 2008.05.28 17:30 | modify | 1035 | 0.01 | 1.04010 | 0.00000 | 1.03940 | ||
| 5201 | 2008.05.28 17:30 | modify | 1037 | 0.01 | 1.03860 | 0.00000 | 1.03940 | ||
| 5202 | 2008.05.28 17:30 | modify | 1038 | 0.01 | 1.03710 | 0.00000 | 1.03940 | ||
| 5203 | 2008.05.28 18:10 | t/p | 1035 | 0.01 | 1.03940 | 0.00000 | 1.03940 | -0.67 | 50950.11 |
| 5204 | 2008.05.28 18:10 | t/p | 1037 | 0.01 | 1.03940 | 0.00000 | 1.03940 | 0.77 | 50950.88 |
| 5205 | 2008.05.28 18:10 | t/p | 1038 | 0.01 | 1.03940 | 0.00000 | 1.03940 | 2.21 | 50953.09 |
| 5206 | 2008.05.29 05:30 | buy | 1039 | 0.01 | 1.03860 | 0.00000 | 0.00000 | ||
| 5207 | 2008.05.29 05:30 | modify | 1039 | 0.01 | 1.03860 | 0.00000 | 1.03940 | ||
| 5208 | 2008.05.29 06:53 | t/p | 1039 | 0.01 | 1.03940 | 0.00000 | 1.03940 | 0.77 | 50953.86 |
| 5209 | 2008.05.29 07:00 | buy | 1040 | 0.01 | 1.03950 | 0.00000 | 0.00000 | ||
| 5210 | 2008.05.29 07:00 | modify | 1040 | 0.01 | 1.03950 | 0.00000 | 1.04030 | ||
| 5211 | 2008.05.29 07:12 | t/p | 1040 | 0.01 | 1.04030 | 0.00000 | 1.04030 | 0.77 | 50954.63 |
| 5212 | 2008.05.29 08:30 | buy | 1041 | 0.01 | 1.04000 | 0.00000 | 0.00000 | ||
| 5213 | 2008.05.29 08:30 | modify | 1041 | 0.01 | 1.04000 | 0.00000 | 1.04080 | ||
| 5214 | 2008.05.29 08:33 | t/p | 1041 | 0.01 | 1.04080 | 0.00000 | 1.04080 | 0.77 | 50955.40 |
| 5215 | 2008.05.29 09:00 | buy | 1042 | 0.01 | 1.04100 | 0.00000 | 0.00000 | ||
| 5216 | 2008.05.29 09:00 | sell | 1043 | 0.02 | 1.04090 | 0.00000 | 0.00000 | ||
| 5217 | 2008.05.29 09:00 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.03506 | ||
| 5218 | 2008.05.29 09:00 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.03506 | ||
| 5219 | 2008.05.29 09:00 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.03506 | ||
| 5220 | 2008.05.29 09:00 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.03506 | ||
| 5221 | 2008.05.29 09:00 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.03506 | ||
| 5222 | 2008.05.29 09:00 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.03506 | ||
| 5223 | 2008.05.29 09:00 | modify | 1042 | 0.01 | 1.04100 | 0.00000 | 1.04180 | ||
| 5224 | 2008.05.29 09:00 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.03506 | ||
| 5225 | 2008.05.29 09:03 | t/p | 1042 | 0.01 | 1.04180 | 0.00000 | 1.04180 | 0.77 | 50956.17 |
| 5226 | 2008.05.29 09:30 | buy | 1044 | 0.01 | 1.04290 | 0.00000 | 0.00000 | ||
| 5227 | 2008.05.29 09:30 | sell | 1045 | 0.02 | 1.04280 | 0.00000 | 0.00000 | ||
| 5228 | 2008.05.29 09:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.03632 | ||
| 5229 | 2008.05.29 09:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.03632 | ||
| 5230 | 2008.05.29 09:30 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.03632 | ||
| 5231 | 2008.05.29 09:30 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.03632 | ||
| 5232 | 2008.05.29 09:30 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.03632 | ||
| 5233 | 2008.05.29 09:30 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.03632 | ||
| 5234 | 2008.05.29 09:30 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.03632 | ||
| 5235 | 2008.05.29 09:30 | modify | 1044 | 0.01 | 1.04290 | 0.00000 | 1.04370 | ||
| 5236 | 2008.05.29 09:30 | modify | 1045 | 0.02 | 1.04280 | 0.00000 | 1.03632 | ||
| 5237 | 2008.05.29 09:48 | t/p | 1044 | 0.01 | 1.04370 | 0.00000 | 1.04370 | 0.77 | 50956.94 |
| 5238 | 2008.05.29 10:00 | buy | 1046 | 0.01 | 1.04350 | 0.00000 | 0.00000 | ||
| 5239 | 2008.05.29 10:00 | modify | 1046 | 0.01 | 1.04350 | 0.00000 | 1.04430 | ||
| 5240 | 2008.05.29 10:30 | buy | 1047 | 0.01 | 1.04250 | 0.00000 | 0.00000 | ||
| 5241 | 2008.05.29 10:30 | modify | 1046 | 0.01 | 1.04350 | 0.00000 | 1.04380 | ||
| 5242 | 2008.05.29 10:30 | modify | 1047 | 0.01 | 1.04250 | 0.00000 | 1.04380 | ||
| 5243 | 2008.05.29 11:11 | t/p | 1046 | 0.01 | 1.04380 | 0.00000 | 1.04380 | 0.29 | 50957.23 |
| 5244 | 2008.05.29 11:11 | t/p | 1047 | 0.01 | 1.04380 | 0.00000 | 1.04380 | 1.25 | 50958.48 |
| 5245 | 2008.05.29 11:30 | buy | 1048 | 0.01 | 1.04580 | 0.00000 | 0.00000 | ||
| 5246 | 2008.05.29 11:30 | sell | 1049 | 0.02 | 1.04570 | 0.00000 | 0.00000 | ||
| 5247 | 2008.05.29 11:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.03764 | ||
| 5248 | 2008.05.29 11:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.03764 | ||
| 5249 | 2008.05.29 11:30 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.03764 | ||
| 5250 | 2008.05.29 11:30 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.03764 | ||