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 |
| 5251 | 2008.05.29 11:30 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.03764 | ||
| 5252 | 2008.05.29 11:30 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.03764 | ||
| 5253 | 2008.05.29 11:30 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.03764 | ||
| 5254 | 2008.05.29 11:30 | modify | 1045 | 0.02 | 1.04280 | 0.00000 | 1.03764 | ||
| 5255 | 2008.05.29 11:30 | modify | 1048 | 0.01 | 1.04580 | 0.00000 | 1.04660 | ||
| 5256 | 2008.05.29 11:30 | modify | 1049 | 0.02 | 1.04570 | 0.00000 | 1.03764 | ||
| 5257 | 2008.05.29 13:00 | buy | 1050 | 0.01 | 1.04480 | 0.00000 | 0.00000 | ||
| 5258 | 2008.05.29 13:00 | modify | 1048 | 0.01 | 1.04580 | 0.00000 | 1.04610 | ||
| 5259 | 2008.05.29 13:00 | modify | 1050 | 0.01 | 1.04480 | 0.00000 | 1.04610 | ||
| 5260 | 2008.05.29 13:20 | t/p | 1048 | 0.01 | 1.04610 | 0.00000 | 1.04610 | 0.29 | 50958.77 |
| 5261 | 2008.05.29 13:20 | t/p | 1050 | 0.01 | 1.04610 | 0.00000 | 1.04610 | 1.24 | 50960.01 |
| 5262 | 2008.05.29 15:00 | sell | 1051 | 0.02 | 1.04710 | 0.00000 | 0.00000 | ||
| 5263 | 2008.05.29 15:00 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.03879 | ||
| 5264 | 2008.05.29 15:00 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.03879 | ||
| 5265 | 2008.05.29 15:00 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.03879 | ||
| 5266 | 2008.05.29 15:00 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.03879 | ||
| 5267 | 2008.05.29 15:00 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.03879 | ||
| 5268 | 2008.05.29 15:00 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.03879 | ||
| 5269 | 2008.05.29 15:00 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.03879 | ||
| 5270 | 2008.05.29 15:00 | modify | 1045 | 0.02 | 1.04280 | 0.00000 | 1.03879 | ||
| 5271 | 2008.05.29 15:00 | modify | 1049 | 0.02 | 1.04570 | 0.00000 | 1.03879 | ||
| 5272 | 2008.05.29 15:00 | modify | 1051 | 0.02 | 1.04710 | 0.00000 | 1.03879 | ||
| 5273 | 2008.05.29 18:30 | sell | 1052 | 0.03 | 1.04800 | 0.00000 | 0.00000 | ||
| 5274 | 2008.05.29 18:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.04019 | ||
| 5275 | 2008.05.29 18:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.04019 | ||
| 5276 | 2008.05.29 18:30 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.04019 | ||
| 5277 | 2008.05.29 18:30 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.04019 | ||
| 5278 | 2008.05.29 18:30 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.04019 | ||
| 5279 | 2008.05.29 18:30 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.04019 | ||
| 5280 | 2008.05.29 18:30 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.04019 | ||
| 5281 | 2008.05.29 18:30 | modify | 1045 | 0.02 | 1.04280 | 0.00000 | 1.04019 | ||
| 5282 | 2008.05.29 18:30 | modify | 1049 | 0.02 | 1.04570 | 0.00000 | 1.04019 | ||
| 5283 | 2008.05.29 18:30 | modify | 1051 | 0.02 | 1.04710 | 0.00000 | 1.04019 | ||
| 5284 | 2008.05.29 18:30 | modify | 1052 | 0.03 | 1.04800 | 0.00000 | 1.04019 | ||
| 5285 | 2008.05.29 19:30 | buy | 1053 | 0.01 | 1.05030 | 0.00000 | 0.00000 | ||
| 5286 | 2008.05.29 19:30 | sell | 1054 | 0.03 | 1.05020 | 0.00000 | 0.00000 | ||
| 5287 | 2008.05.29 19:30 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.04151 | ||
| 5288 | 2008.05.29 19:30 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.04151 | ||
| 5289 | 2008.05.29 19:30 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.04151 | ||
| 5290 | 2008.05.29 19:30 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.04151 | ||
| 5291 | 2008.05.29 19:30 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.04151 | ||
| 5292 | 2008.05.29 19:30 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.04151 | ||
| 5293 | 2008.05.29 19:30 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.04151 | ||
| 5294 | 2008.05.29 19:30 | modify | 1045 | 0.02 | 1.04280 | 0.00000 | 1.04151 | ||
| 5295 | 2008.05.29 19:30 | modify | 1049 | 0.02 | 1.04570 | 0.00000 | 1.04151 | ||
| 5296 | 2008.05.29 19:30 | modify | 1051 | 0.02 | 1.04710 | 0.00000 | 1.04151 | ||
| 5297 | 2008.05.29 19:30 | modify | 1052 | 0.03 | 1.04800 | 0.00000 | 1.04151 | ||
| 5298 | 2008.05.29 19:30 | modify | 1053 | 0.01 | 1.05030 | 0.00000 | 1.05110 | ||
| 5299 | 2008.05.29 19:30 | modify | 1054 | 0.03 | 1.05020 | 0.00000 | 1.04151 | ||
| 5300 | 2008.05.29 19:42 | t/p | 1053 | 0.01 | 1.05110 | 0.00000 | 1.05110 | 0.76 | 50960.77 |
| 5301 | 2008.05.29 20:00 | buy | 1055 | 0.01 | 1.05090 | 0.00000 | 0.00000 | ||
| 5302 | 2008.05.29 20:00 | modify | 1055 | 0.01 | 1.05090 | 0.00000 | 1.05170 | ||
| 5303 | 2008.05.29 20:03 | t/p | 1055 | 0.01 | 1.05170 | 0.00000 | 1.05170 | 0.76 | 50961.53 |
| 5304 | 2008.05.29 20:30 | buy | 1056 | 0.01 | 1.05110 | 0.00000 | 0.00000 | ||
| 5305 | 2008.05.29 20:30 | modify | 1056 | 0.01 | 1.05110 | 0.00000 | 1.05190 | ||
| 5306 | 2008.05.29 21:00 | sell | 1057 | 0.03 | 1.05110 | 0.00000 | 0.00000 | ||
| 5307 | 2008.05.29 21:00 | modify | 1028 | 0.01 | 1.02650 | 0.00000 | 1.04261 | ||
| 5308 | 2008.05.29 21:00 | modify | 1029 | 0.01 | 1.03040 | 0.00000 | 1.04261 | ||
| 5309 | 2008.05.29 21:00 | modify | 1030 | 0.01 | 1.03160 | 0.00000 | 1.04261 | ||
| 5310 | 2008.05.29 21:00 | modify | 1031 | 0.01 | 1.03430 | 0.00000 | 1.04261 | ||
| 5311 | 2008.05.29 21:00 | modify | 1033 | 0.01 | 1.03810 | 0.00000 | 1.04261 | ||
| 5312 | 2008.05.29 21:00 | modify | 1036 | 0.02 | 1.04000 | 0.00000 | 1.04261 | ||
| 5313 | 2008.05.29 21:00 | modify | 1043 | 0.02 | 1.04090 | 0.00000 | 1.04261 | ||
| 5314 | 2008.05.29 21:00 | modify | 1045 | 0.02 | 1.04280 | 0.00000 | 1.04261 | ||
| 5315 | 2008.05.29 21:00 | modify | 1049 | 0.02 | 1.04570 | 0.00000 | 1.04261 | ||
| 5316 | 2008.05.29 21:00 | modify | 1051 | 0.02 | 1.04710 | 0.00000 | 1.04261 | ||
| 5317 | 2008.05.29 21:00 | modify | 1052 | 0.03 | 1.04800 | 0.00000 | 1.04261 | ||
| 5318 | 2008.05.29 21:00 | modify | 1054 | 0.03 | 1.05020 | 0.00000 | 1.04261 | ||
| 5319 | 2008.05.29 21:00 | modify | 1057 | 0.03 | 1.05110 | 0.00000 | 1.04261 | ||
| 5320 | 2008.05.29 22:00 | buy | 1058 | 0.01 | 1.04960 | 0.00000 | 0.00000 | ||
| 5321 | 2008.05.29 22:00 | modify | 1056 | 0.01 | 1.05110 | 0.00000 | 1.05115 | ||
| 5322 | 2008.05.29 22:00 | modify | 1058 | 0.01 | 1.04960 | 0.00000 | 1.05115 | ||
| 5323 | 2008.05.30 05:30 | buy | 1059 | 0.01 | 1.04870 | 0.00000 | 0.00000 | ||
| 5324 | 2008.05.30 05:30 | modify | 1056 | 0.01 | 1.05110 | 0.00000 | 1.05060 | ||
| 5325 | 2008.05.30 05:30 | modify | 1058 | 0.01 | 1.04960 | 0.00000 | 1.05060 | ||
| 5326 | 2008.05.30 05:30 | modify | 1059 | 0.01 | 1.04870 | 0.00000 | 1.05060 | ||
| 5327 | 2008.05.30 08:30 | buy | 1060 | 0.01 | 1.04750 | 0.00000 | 0.00000 | ||
| 5328 | 2008.05.30 08:30 | modify | 1056 | 0.01 | 1.05110 | 0.00000 | 1.05003 | ||
| 5329 | 2008.05.30 08:30 | modify | 1058 | 0.01 | 1.04960 | 0.00000 | 1.05003 | ||
| 5330 | 2008.05.30 08:30 | modify | 1059 | 0.01 | 1.04870 | 0.00000 | 1.05003 | ||
| 5331 | 2008.05.30 08:30 | modify | 1060 | 0.01 | 1.04750 | 0.00000 | 1.05003 | ||
| 5332 | 2008.05.30 09:02 | t/p | 1056 | 0.01 | 1.05003 | 0.00000 | 1.05003 | -1.01 | 50960.52 |
| 5333 | 2008.05.30 09:02 | t/p | 1058 | 0.01 | 1.05003 | 0.00000 | 1.05003 | 0.42 | 50960.94 |
| 5334 | 2008.05.30 09:02 | t/p | 1059 | 0.01 | 1.05003 | 0.00000 | 1.05003 | 1.27 | 50962.21 |
| 5335 | 2008.05.30 09:02 | t/p | 1060 | 0.01 | 1.05003 | 0.00000 | 1.05003 | 2.41 | 50964.62 |
| 5336 | 2008.05.30 09:30 | buy | 1061 | 0.01 | 1.04960 | 0.00000 | 0.00000 | ||
| 5337 | 2008.05.30 09:30 | modify | 1061 | 0.01 | 1.04960 | 0.00000 | 1.05040 | ||
| 5338 | 2008.05.30 10:19 | t/p | 1061 | 0.01 | 1.05040 | 0.00000 | 1.05040 | 0.76 | 50965.38 |
| 5339 | 2008.05.30 10:30 | buy | 1062 | 0.01 | 1.05080 | 0.00000 | 0.00000 | ||
| 5340 | 2008.05.30 10:30 | modify | 1062 | 0.01 | 1.05080 | 0.00000 | 1.05160 | ||
| 5341 | 2008.05.30 10:34 | t/p | 1062 | 0.01 | 1.05160 | 0.00000 | 1.05160 | 0.76 | 50966.14 |
| 5342 | 2008.05.30 11:00 | buy | 1063 | 0.01 | 1.05180 | 0.00000 | 0.00000 | ||
| 5343 | 2008.05.30 11:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.05260 | ||
| 5344 | 2008.05.30 12:00 | buy | 1064 | 0.01 | 1.05070 | 0.00000 | 0.00000 | ||
| 5345 | 2008.05.30 12:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.05205 | ||
| 5346 | 2008.05.30 12:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.05205 | ||
| 5347 | 2008.05.30 13:30 | buy | 1065 | 0.01 | 1.04850 | 0.00000 | 0.00000 | ||
| 5348 | 2008.05.30 13:30 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.05113 | ||
| 5349 | 2008.05.30 13:30 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.05113 | ||
| 5350 | 2008.05.30 13:30 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.05113 | ||
| 5351 | 2008.05.30 17:30 | buy | 1066 | 0.01 | 1.04770 | 0.00000 | 0.00000 | ||
| 5352 | 2008.05.30 17:30 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.05048 | ||
| 5353 | 2008.05.30 17:30 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.05048 | ||
| 5354 | 2008.05.30 17:30 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.05048 | ||
| 5355 | 2008.05.30 17:30 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.05048 | ||
| 5356 | 2008.05.30 18:00 | buy | 1067 | 0.01 | 1.04480 | 0.00000 | 0.00000 | ||
| 5357 | 2008.05.30 18:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04950 | ||
| 5358 | 2008.05.30 18:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04950 | ||
| 5359 | 2008.05.30 18:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04950 | ||
| 5360 | 2008.05.30 18:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04950 | ||
| 5361 | 2008.05.30 18:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04950 | ||
| 5362 | 2008.05.30 18:30 | buy | 1068 | 0.02 | 1.04300 | 0.00000 | 0.00000 | ||
| 5363 | 2008.05.30 18:30 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04787 | ||
| 5364 | 2008.05.30 18:30 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04787 | ||
| 5365 | 2008.05.30 18:30 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04787 | ||
| 5366 | 2008.05.30 18:30 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04787 | ||
| 5367 | 2008.05.30 18:30 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04787 | ||
| 5368 | 2008.05.30 18:30 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04787 | ||
| 5369 | 2008.05.30 18:47 | t/p | 1028 | 0.01 | 1.04261 | 0.00000 | 1.04261 | -15.58 | 50950.56 |
| 5370 | 2008.05.30 18:47 | t/p | 1029 | 0.01 | 1.04261 | 0.00000 | 1.04261 | -11.84 | 50938.72 |
| 5371 | 2008.05.30 18:47 | t/p | 1030 | 0.01 | 1.04261 | 0.00000 | 1.04261 | -10.69 | 50928.04 |
| 5372 | 2008.05.30 18:47 | t/p | 1031 | 0.01 | 1.04261 | 0.00000 | 1.04261 | -8.10 | 50919.94 |
| 5373 | 2008.05.30 18:47 | t/p | 1033 | 0.01 | 1.04261 | 0.00000 | 1.04261 | -4.46 | 50915.48 |
| 5374 | 2008.05.30 18:47 | t/p | 1036 | 0.02 | 1.04261 | 0.00000 | 1.04261 | -5.26 | 50910.22 |
| 5375 | 2008.05.30 18:47 | t/p | 1043 | 0.02 | 1.04261 | 0.00000 | 1.04261 | -3.34 | 50906.88 |
| 5376 | 2008.05.30 18:47 | t/p | 1045 | 0.02 | 1.04261 | 0.00000 | 1.04261 | 0.30 | 50907.17 |
| 5377 | 2008.05.30 18:47 | t/p | 1049 | 0.02 | 1.04261 | 0.00000 | 1.04261 | 5.87 | 50913.04 |
| 5378 | 2008.05.30 18:47 | t/p | 1051 | 0.02 | 1.04261 | 0.00000 | 1.04261 | 8.55 | 50921.59 |
| 5379 | 2008.05.30 18:47 | t/p | 1052 | 0.03 | 1.04261 | 0.00000 | 1.04261 | 15.41 | 50937.00 |
| 5380 | 2008.05.30 18:47 | t/p | 1054 | 0.03 | 1.04261 | 0.00000 | 1.04261 | 21.75 | 50958.75 |
| 5381 | 2008.05.30 18:47 | t/p | 1057 | 0.03 | 1.04261 | 0.00000 | 1.04261 | 24.34 | 50983.08 |
| 5382 | 2008.05.30 21:00 | buy | 1069 | 0.02 | 1.04220 | 0.00000 | 0.00000 | ||
| 5383 | 2008.05.30 21:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04679 | ||
| 5384 | 2008.05.30 21:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04679 | ||
| 5385 | 2008.05.30 21:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04679 | ||
| 5386 | 2008.05.30 21:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04679 | ||
| 5387 | 2008.05.30 21:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04679 | ||
| 5388 | 2008.05.30 21:00 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04679 | ||
| 5389 | 2008.05.30 21:00 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.04679 | ||
| 5390 | 2008.06.02 12:00 | buy | 1070 | 0.02 | 1.03940 | 0.00000 | 0.00000 | ||
| 5391 | 2008.06.02 12:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04559 | ||
| 5392 | 2008.06.02 12:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04559 | ||
| 5393 | 2008.06.02 12:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04559 | ||
| 5394 | 2008.06.02 12:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04559 | ||
| 5395 | 2008.06.02 12:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04559 | ||
| 5396 | 2008.06.02 12:00 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04559 | ||
| 5397 | 2008.06.02 12:00 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.04559 | ||
| 5398 | 2008.06.02 12:00 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.04559 | ||
| 5399 | 2008.06.02 18:30 | sell | 1071 | 0.01 | 1.03950 | 0.00000 | 0.00000 | ||
| 5400 | 2008.06.02 18:30 | modify | 1071 | 0.01 | 1.03950 | 0.00000 | 1.03870 | ||