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 |
| 5401 | 2008.06.02 18:37 | t/p | 1071 | 0.01 | 1.03870 | 0.00000 | 1.03870 | 0.77 | 50983.85 |
| 5402 | 2008.06.02 19:00 | buy | 1072 | 0.02 | 1.03780 | 0.00000 | 0.00000 | ||
| 5403 | 2008.06.02 19:00 | sell | 1073 | 0.01 | 1.03770 | 0.00000 | 0.00000 | ||
| 5404 | 2008.06.02 19:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04452 | ||
| 5405 | 2008.06.02 19:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04452 | ||
| 5406 | 2008.06.02 19:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04452 | ||
| 5407 | 2008.06.02 19:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04452 | ||
| 5408 | 2008.06.02 19:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04452 | ||
| 5409 | 2008.06.02 19:00 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04452 | ||
| 5410 | 2008.06.02 19:00 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.04452 | ||
| 5411 | 2008.06.02 19:00 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.04452 | ||
| 5412 | 2008.06.02 19:00 | modify | 1072 | 0.02 | 1.03780 | 0.00000 | 1.04452 | ||
| 5413 | 2008.06.02 19:00 | modify | 1073 | 0.01 | 1.03770 | 0.00000 | 1.03690 | ||
| 5414 | 2008.06.02 19:35 | t/p | 1073 | 0.01 | 1.03690 | 0.00000 | 1.03690 | 0.77 | 50984.62 |
| 5415 | 2008.06.02 20:00 | buy | 1074 | 0.02 | 1.03420 | 0.00000 | 0.00000 | ||
| 5416 | 2008.06.02 20:00 | sell | 1075 | 0.01 | 1.03410 | 0.00000 | 0.00000 | ||
| 5417 | 2008.06.02 20:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04325 | ||
| 5418 | 2008.06.02 20:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04325 | ||
| 5419 | 2008.06.02 20:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04325 | ||
| 5420 | 2008.06.02 20:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04325 | ||
| 5421 | 2008.06.02 20:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04325 | ||
| 5422 | 2008.06.02 20:00 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04325 | ||
| 5423 | 2008.06.02 20:00 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.04325 | ||
| 5424 | 2008.06.02 20:00 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.04325 | ||
| 5425 | 2008.06.02 20:00 | modify | 1072 | 0.02 | 1.03780 | 0.00000 | 1.04325 | ||
| 5426 | 2008.06.02 20:00 | modify | 1074 | 0.02 | 1.03420 | 0.00000 | 1.04325 | ||
| 5427 | 2008.06.02 20:00 | modify | 1075 | 0.01 | 1.03410 | 0.00000 | 1.03330 | ||
| 5428 | 2008.06.02 20:07 | t/p | 1075 | 0.01 | 1.03330 | 0.00000 | 1.03330 | 0.77 | 50985.39 |
| 5429 | 2008.06.03 08:30 | sell | 1076 | 0.01 | 1.03490 | 0.00000 | 0.00000 | ||
| 5430 | 2008.06.03 08:30 | modify | 1076 | 0.01 | 1.03490 | 0.00000 | 1.03410 | ||
| 5431 | 2008.06.03 08:45 | t/p | 1076 | 0.01 | 1.03410 | 0.00000 | 1.03410 | 0.77 | 50986.16 |
| 5432 | 2008.06.03 09:00 | sell | 1077 | 0.01 | 1.03400 | 0.00000 | 0.00000 | ||
| 5433 | 2008.06.03 09:00 | modify | 1077 | 0.01 | 1.03400 | 0.00000 | 1.03320 | ||
| 5434 | 2008.06.03 09:29 | t/p | 1077 | 0.01 | 1.03320 | 0.00000 | 1.03320 | 0.77 | 50986.93 |
| 5435 | 2008.06.03 09:30 | buy | 1078 | 0.03 | 1.03330 | 0.00000 | 0.00000 | ||
| 5436 | 2008.06.03 09:30 | sell | 1079 | 0.01 | 1.03320 | 0.00000 | 0.00000 | ||
| 5437 | 2008.06.03 09:30 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04172 | ||
| 5438 | 2008.06.03 09:30 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04172 | ||
| 5439 | 2008.06.03 09:30 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04172 | ||
| 5440 | 2008.06.03 09:30 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04172 | ||
| 5441 | 2008.06.03 09:30 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04172 | ||
| 5442 | 2008.06.03 09:30 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04172 | ||
| 5443 | 2008.06.03 09:30 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.04172 | ||
| 5444 | 2008.06.03 09:30 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.04172 | ||
| 5445 | 2008.06.03 09:30 | modify | 1072 | 0.02 | 1.03780 | 0.00000 | 1.04172 | ||
| 5446 | 2008.06.03 09:30 | modify | 1074 | 0.02 | 1.03420 | 0.00000 | 1.04172 | ||
| 5447 | 2008.06.03 09:30 | modify | 1078 | 0.03 | 1.03330 | 0.00000 | 1.04172 | ||
| 5448 | 2008.06.03 09:30 | modify | 1079 | 0.01 | 1.03320 | 0.00000 | 1.03240 | ||
| 5449 | 2008.06.03 09:31 | t/p | 1079 | 0.01 | 1.03240 | 0.00000 | 1.03240 | 0.77 | 50987.70 |
| 5450 | 2008.06.03 10:00 | buy | 1080 | 0.03 | 1.03250 | 0.00000 | 0.00000 | ||
| 5451 | 2008.06.03 10:00 | sell | 1081 | 0.01 | 1.03240 | 0.00000 | 0.00000 | ||
| 5452 | 2008.06.03 10:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.04052 | ||
| 5453 | 2008.06.03 10:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.04052 | ||
| 5454 | 2008.06.03 10:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.04052 | ||
| 5455 | 2008.06.03 10:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.04052 | ||
| 5456 | 2008.06.03 10:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.04052 | ||
| 5457 | 2008.06.03 10:00 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.04052 | ||
| 5458 | 2008.06.03 10:00 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.04052 | ||
| 5459 | 2008.06.03 10:00 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.04052 | ||
| 5460 | 2008.06.03 10:00 | modify | 1072 | 0.02 | 1.03780 | 0.00000 | 1.04052 | ||
| 5461 | 2008.06.03 10:00 | modify | 1074 | 0.02 | 1.03420 | 0.00000 | 1.04052 | ||
| 5462 | 2008.06.03 10:00 | modify | 1078 | 0.03 | 1.03330 | 0.00000 | 1.04052 | ||
| 5463 | 2008.06.03 10:00 | modify | 1080 | 0.03 | 1.03250 | 0.00000 | 1.04052 | ||
| 5464 | 2008.06.03 10:00 | modify | 1081 | 0.01 | 1.03240 | 0.00000 | 1.03160 | ||
| 5465 | 2008.06.03 10:57 | t/p | 1081 | 0.01 | 1.03160 | 0.00000 | 1.03160 | 0.77 | 50988.47 |
| 5466 | 2008.06.03 11:00 | sell | 1082 | 0.01 | 1.03200 | 0.00000 | 0.00000 | ||
| 5467 | 2008.06.03 11:00 | modify | 1082 | 0.01 | 1.03200 | 0.00000 | 1.03120 | ||
| 5468 | 2008.06.03 11:16 | t/p | 1082 | 0.01 | 1.03120 | 0.00000 | 1.03120 | 0.78 | 50989.25 |
| 5469 | 2008.06.03 11:30 | buy | 1083 | 0.03 | 1.03060 | 0.00000 | 0.00000 | ||
| 5470 | 2008.06.03 11:30 | sell | 1084 | 0.01 | 1.03050 | 0.00000 | 0.00000 | ||
| 5471 | 2008.06.03 11:30 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.03938 | ||
| 5472 | 2008.06.03 11:30 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.03938 | ||
| 5473 | 2008.06.03 11:30 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.03938 | ||
| 5474 | 2008.06.03 11:30 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.03938 | ||
| 5475 | 2008.06.03 11:30 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.03938 | ||
| 5476 | 2008.06.03 11:30 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.03938 | ||
| 5477 | 2008.06.03 11:30 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.03938 | ||
| 5478 | 2008.06.03 11:30 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.03938 | ||
| 5479 | 2008.06.03 11:30 | modify | 1072 | 0.02 | 1.03780 | 0.00000 | 1.03938 | ||
| 5480 | 2008.06.03 11:30 | modify | 1074 | 0.02 | 1.03420 | 0.00000 | 1.03938 | ||
| 5481 | 2008.06.03 11:30 | modify | 1078 | 0.03 | 1.03330 | 0.00000 | 1.03938 | ||
| 5482 | 2008.06.03 11:30 | modify | 1080 | 0.03 | 1.03250 | 0.00000 | 1.03938 | ||
| 5483 | 2008.06.03 11:30 | modify | 1083 | 0.03 | 1.03060 | 0.00000 | 1.03938 | ||
| 5484 | 2008.06.03 11:30 | modify | 1084 | 0.01 | 1.03050 | 0.00000 | 1.02970 | ||
| 5485 | 2008.06.03 11:35 | t/p | 1084 | 0.01 | 1.02970 | 0.00000 | 1.02970 | 0.78 | 50990.03 |
| 5486 | 2008.06.03 12:00 | buy | 1085 | 0.03 | 1.02830 | 0.00000 | 0.00000 | ||
| 5487 | 2008.06.03 12:00 | sell | 1086 | 0.01 | 1.02820 | 0.00000 | 0.00000 | ||
| 5488 | 2008.06.03 12:00 | modify | 1063 | 0.01 | 1.05180 | 0.00000 | 1.03824 | ||
| 5489 | 2008.06.03 12:00 | modify | 1064 | 0.01 | 1.05070 | 0.00000 | 1.03824 | ||
| 5490 | 2008.06.03 12:00 | modify | 1065 | 0.01 | 1.04850 | 0.00000 | 1.03824 | ||
| 5491 | 2008.06.03 12:00 | modify | 1066 | 0.01 | 1.04770 | 0.00000 | 1.03824 | ||
| 5492 | 2008.06.03 12:00 | modify | 1067 | 0.01 | 1.04480 | 0.00000 | 1.03824 | ||
| 5493 | 2008.06.03 12:00 | modify | 1068 | 0.02 | 1.04300 | 0.00000 | 1.03824 | ||
| 5494 | 2008.06.03 12:00 | modify | 1069 | 0.02 | 1.04220 | 0.00000 | 1.03824 | ||
| 5495 | 2008.06.03 12:00 | modify | 1070 | 0.02 | 1.03940 | 0.00000 | 1.03824 | ||
| 5496 | 2008.06.03 12:00 | modify | 1072 | 0.02 | 1.03780 | 0.00000 | 1.03824 | ||
| 5497 | 2008.06.03 12:00 | modify | 1074 | 0.02 | 1.03420 | 0.00000 | 1.03824 | ||
| 5498 | 2008.06.03 12:00 | modify | 1078 | 0.03 | 1.03330 | 0.00000 | 1.03824 | ||
| 5499 | 2008.06.03 12:00 | modify | 1080 | 0.03 | 1.03250 | 0.00000 | 1.03824 | ||
| 5500 | 2008.06.03 12:00 | modify | 1083 | 0.03 | 1.03060 | 0.00000 | 1.03824 | ||
| 5501 | 2008.06.03 12:00 | modify | 1085 | 0.03 | 1.02830 | 0.00000 | 1.03824 | ||
| 5502 | 2008.06.03 12:00 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.02740 | ||
| 5503 | 2008.06.03 12:30 | sell | 1087 | 0.01 | 1.03070 | 0.00000 | 0.00000 | ||
| 5504 | 2008.06.03 12:30 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.02865 | ||
| 5505 | 2008.06.03 12:30 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.02865 | ||
| 5506 | 2008.06.03 13:00 | sell | 1088 | 0.01 | 1.03200 | 0.00000 | 0.00000 | ||
| 5507 | 2008.06.03 13:00 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.02950 | ||
| 5508 | 2008.06.03 13:00 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.02950 | ||
| 5509 | 2008.06.03 13:00 | modify | 1088 | 0.01 | 1.03200 | 0.00000 | 1.02950 | ||
| 5510 | 2008.06.03 15:00 | sell | 1089 | 0.01 | 1.03380 | 0.00000 | 0.00000 | ||
| 5511 | 2008.06.03 15:00 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.03038 | ||
| 5512 | 2008.06.03 15:00 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.03038 | ||
| 5513 | 2008.06.03 15:00 | modify | 1088 | 0.01 | 1.03200 | 0.00000 | 1.03038 | ||
| 5514 | 2008.06.03 15:00 | modify | 1089 | 0.01 | 1.03380 | 0.00000 | 1.03038 | ||
| 5515 | 2008.06.03 16:08 | t/p | 1063 | 0.01 | 1.03824 | 0.00000 | 1.03824 | -13.05 | 50976.98 |
| 5516 | 2008.06.03 16:08 | t/p | 1064 | 0.01 | 1.03824 | 0.00000 | 1.03824 | -11.99 | 50964.99 |
| 5517 | 2008.06.03 16:08 | t/p | 1065 | 0.01 | 1.03824 | 0.00000 | 1.03824 | -9.87 | 50955.12 |
| 5518 | 2008.06.03 16:08 | t/p | 1066 | 0.01 | 1.03824 | 0.00000 | 1.03824 | -9.10 | 50946.03 |
| 5519 | 2008.06.03 16:08 | t/p | 1067 | 0.01 | 1.03824 | 0.00000 | 1.03824 | -6.31 | 50939.72 |
| 5520 | 2008.06.03 16:08 | t/p | 1068 | 0.02 | 1.03824 | 0.00000 | 1.03824 | -9.15 | 50930.57 |
| 5521 | 2008.06.03 16:08 | t/p | 1069 | 0.02 | 1.03824 | 0.00000 | 1.03824 | -7.61 | 50922.96 |
| 5522 | 2008.06.03 16:08 | t/p | 1070 | 0.02 | 1.03824 | 0.00000 | 1.03824 | -2.22 | 50920.74 |
| 5523 | 2008.06.03 16:08 | t/p | 1072 | 0.02 | 1.03824 | 0.00000 | 1.03824 | 0.86 | 50921.60 |
| 5524 | 2008.06.03 16:08 | t/p | 1074 | 0.02 | 1.03824 | 0.00000 | 1.03824 | 7.79 | 50929.39 |
| 5525 | 2008.06.03 16:08 | t/p | 1078 | 0.03 | 1.03824 | 0.00000 | 1.03824 | 14.27 | 50943.66 |
| 5526 | 2008.06.03 16:08 | t/p | 1080 | 0.03 | 1.03824 | 0.00000 | 1.03824 | 16.59 | 50960.25 |
| 5527 | 2008.06.03 16:08 | t/p | 1083 | 0.03 | 1.03824 | 0.00000 | 1.03824 | 22.08 | 50982.33 |
| 5528 | 2008.06.03 16:08 | t/p | 1085 | 0.03 | 1.03824 | 0.00000 | 1.03824 | 28.72 | 51011.05 |
| 5529 | 2008.06.03 16:30 | sell | 1090 | 0.01 | 1.04490 | 0.00000 | 0.00000 | ||
| 5530 | 2008.06.03 16:30 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.03312 | ||
| 5531 | 2008.06.03 16:30 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.03312 | ||
| 5532 | 2008.06.03 16:30 | modify | 1088 | 0.01 | 1.03200 | 0.00000 | 1.03312 | ||
| 5533 | 2008.06.03 16:30 | modify | 1089 | 0.01 | 1.03380 | 0.00000 | 1.03312 | ||
| 5534 | 2008.06.03 16:30 | modify | 1090 | 0.01 | 1.04490 | 0.00000 | 1.03312 | ||
| 5535 | 2008.06.04 09:30 | buy | 1091 | 0.01 | 1.04370 | 0.00000 | 0.00000 | ||
| 5536 | 2008.06.04 09:30 | modify | 1091 | 0.01 | 1.04370 | 0.00000 | 1.04450 | ||
| 5537 | 2008.06.04 10:00 | buy | 1092 | 0.01 | 1.04280 | 0.00000 | 0.00000 | ||
| 5538 | 2008.06.04 10:00 | modify | 1091 | 0.01 | 1.04370 | 0.00000 | 1.04405 | ||
| 5539 | 2008.06.04 10:00 | modify | 1092 | 0.01 | 1.04280 | 0.00000 | 1.04405 | ||
| 5540 | 2008.06.04 10:18 | t/p | 1091 | 0.01 | 1.04405 | 0.00000 | 1.04405 | 0.33 | 51011.38 |
| 5541 | 2008.06.04 10:18 | t/p | 1092 | 0.01 | 1.04405 | 0.00000 | 1.04405 | 1.20 | 51012.58 |
| 5542 | 2008.06.04 10:30 | buy | 1093 | 0.01 | 1.04340 | 0.00000 | 0.00000 | ||
| 5543 | 2008.06.04 10:30 | modify | 1093 | 0.01 | 1.04340 | 0.00000 | 1.04420 | ||
| 5544 | 2008.06.04 11:00 | buy | 1094 | 0.01 | 1.04150 | 0.00000 | 0.00000 | ||
| 5545 | 2008.06.04 11:00 | modify | 1093 | 0.01 | 1.04340 | 0.00000 | 1.04325 | ||
| 5546 | 2008.06.04 11:00 | modify | 1094 | 0.01 | 1.04150 | 0.00000 | 1.04325 | ||
| 5547 | 2008.06.04 11:30 | buy | 1095 | 0.01 | 1.03860 | 0.00000 | 0.00000 | ||
| 5548 | 2008.06.04 11:30 | modify | 1093 | 0.01 | 1.04340 | 0.00000 | 1.04197 | ||
| 5549 | 2008.06.04 11:30 | modify | 1094 | 0.01 | 1.04150 | 0.00000 | 1.04197 | ||
| 5550 | 2008.06.04 11:30 | modify | 1095 | 0.01 | 1.03860 | 0.00000 | 1.04197 | ||