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 |
| 5551 | 2008.06.04 15:00 | buy | 1096 | 0.01 | 1.03730 | 0.00000 | 0.00000 | ||
| 5552 | 2008.06.04 15:00 | modify | 1093 | 0.01 | 1.04340 | 0.00000 | 1.04100 | ||
| 5553 | 2008.06.04 15:00 | modify | 1094 | 0.01 | 1.04150 | 0.00000 | 1.04100 | ||
| 5554 | 2008.06.04 15:00 | modify | 1095 | 0.01 | 1.03860 | 0.00000 | 1.04100 | ||
| 5555 | 2008.06.04 15:00 | modify | 1096 | 0.01 | 1.03730 | 0.00000 | 1.04100 | ||
| 5556 | 2008.06.04 16:36 | t/p | 1093 | 0.01 | 1.04100 | 0.00000 | 1.04100 | -2.31 | 51010.27 |
| 5557 | 2008.06.04 16:36 | t/p | 1094 | 0.01 | 1.04100 | 0.00000 | 1.04100 | -0.48 | 51009.79 |
| 5558 | 2008.06.04 16:36 | t/p | 1095 | 0.01 | 1.04100 | 0.00000 | 1.04100 | 2.31 | 51012.10 |
| 5559 | 2008.06.04 16:36 | t/p | 1096 | 0.01 | 1.04100 | 0.00000 | 1.04100 | 3.55 | 51015.65 |
| 5560 | 2008.06.04 22:30 | buy | 1097 | 0.01 | 1.04270 | 0.00000 | 0.00000 | ||
| 5561 | 2008.06.04 22:30 | modify | 1097 | 0.01 | 1.04270 | 0.00000 | 1.04350 | ||
| 5562 | 2008.06.05 04:24 | t/p | 1097 | 0.01 | 1.04350 | 0.00000 | 1.04350 | 0.79 | 51016.44 |
| 5563 | 2008.06.05 04:30 | buy | 1098 | 0.01 | 1.04450 | 0.00000 | 0.00000 | ||
| 5564 | 2008.06.05 04:30 | modify | 1098 | 0.01 | 1.04450 | 0.00000 | 1.04530 | ||
| 5565 | 2008.06.05 04:56 | t/p | 1098 | 0.01 | 1.04530 | 0.00000 | 1.04530 | 0.77 | 51017.21 |
| 5566 | 2008.06.05 05:00 | buy | 1099 | 0.01 | 1.04500 | 0.00000 | 0.00000 | ||
| 5567 | 2008.06.05 05:00 | modify | 1099 | 0.01 | 1.04500 | 0.00000 | 1.04580 | ||
| 5568 | 2008.06.05 09:00 | buy | 1100 | 0.01 | 1.04380 | 0.00000 | 0.00000 | ||
| 5569 | 2008.06.05 09:00 | modify | 1099 | 0.01 | 1.04500 | 0.00000 | 1.04520 | ||
| 5570 | 2008.06.05 09:00 | modify | 1100 | 0.01 | 1.04380 | 0.00000 | 1.04520 | ||
| 5571 | 2008.06.05 10:33 | t/p | 1099 | 0.01 | 1.04520 | 0.00000 | 1.04520 | 0.19 | 51017.40 |
| 5572 | 2008.06.05 10:33 | t/p | 1100 | 0.01 | 1.04520 | 0.00000 | 1.04520 | 1.34 | 51018.74 |
| 5573 | 2008.06.05 11:30 | buy | 1101 | 0.01 | 1.04730 | 0.00000 | 0.00000 | ||
| 5574 | 2008.06.05 11:30 | sell | 1102 | 0.02 | 1.04720 | 0.00000 | 0.00000 | ||
| 5575 | 2008.06.05 11:30 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.03691 | ||
| 5576 | 2008.06.05 11:30 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.03691 | ||
| 5577 | 2008.06.05 11:30 | modify | 1088 | 0.01 | 1.03200 | 0.00000 | 1.03691 | ||
| 5578 | 2008.06.05 11:30 | modify | 1089 | 0.01 | 1.03380 | 0.00000 | 1.03691 | ||
| 5579 | 2008.06.05 11:30 | modify | 1090 | 0.01 | 1.04490 | 0.00000 | 1.03691 | ||
| 5580 | 2008.06.05 11:30 | modify | 1101 | 0.01 | 1.04730 | 0.00000 | 1.04810 | ||
| 5581 | 2008.06.05 11:30 | modify | 1102 | 0.02 | 1.04720 | 0.00000 | 1.03691 | ||
| 5582 | 2008.06.05 12:39 | t/p | 1101 | 0.01 | 1.04810 | 0.00000 | 1.04810 | 0.76 | 51019.50 |
| 5583 | 2008.06.05 13:00 | buy | 1103 | 0.01 | 1.04930 | 0.00000 | 0.00000 | ||
| 5584 | 2008.06.05 13:00 | sell | 1104 | 0.02 | 1.04920 | 0.00000 | 0.00000 | ||
| 5585 | 2008.06.05 13:00 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.03947 | ||
| 5586 | 2008.06.05 13:00 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.03947 | ||
| 5587 | 2008.06.05 13:00 | modify | 1088 | 0.01 | 1.03200 | 0.00000 | 1.03947 | ||
| 5588 | 2008.06.05 13:00 | modify | 1089 | 0.01 | 1.03380 | 0.00000 | 1.03947 | ||
| 5589 | 2008.06.05 13:00 | modify | 1090 | 0.01 | 1.04490 | 0.00000 | 1.03947 | ||
| 5590 | 2008.06.05 13:00 | modify | 1102 | 0.02 | 1.04720 | 0.00000 | 1.03947 | ||
| 5591 | 2008.06.05 13:00 | modify | 1103 | 0.01 | 1.04930 | 0.00000 | 1.05010 | ||
| 5592 | 2008.06.05 13:00 | modify | 1104 | 0.02 | 1.04920 | 0.00000 | 1.03947 | ||
| 5593 | 2008.06.05 13:01 | t/p | 1103 | 0.01 | 1.05010 | 0.00000 | 1.05010 | 0.76 | 51020.26 |
| 5594 | 2008.06.05 13:30 | buy | 1105 | 0.01 | 1.05090 | 0.00000 | 0.00000 | ||
| 5595 | 2008.06.05 13:30 | sell | 1106 | 0.02 | 1.05080 | 0.00000 | 0.00000 | ||
| 5596 | 2008.06.05 13:30 | modify | 1086 | 0.01 | 1.02820 | 0.00000 | 1.04138 | ||
| 5597 | 2008.06.05 13:30 | modify | 1087 | 0.01 | 1.03070 | 0.00000 | 1.04138 | ||
| 5598 | 2008.06.05 13:30 | modify | 1088 | 0.01 | 1.03200 | 0.00000 | 1.04138 | ||
| 5599 | 2008.06.05 13:30 | modify | 1089 | 0.01 | 1.03380 | 0.00000 | 1.04138 | ||
| 5600 | 2008.06.05 13:30 | modify | 1090 | 0.01 | 1.04490 | 0.00000 | 1.04138 | ||
| 5601 | 2008.06.05 13:30 | modify | 1102 | 0.02 | 1.04720 | 0.00000 | 1.04138 | ||
| 5602 | 2008.06.05 13:30 | modify | 1104 | 0.02 | 1.04920 | 0.00000 | 1.04138 | ||
| 5603 | 2008.06.05 13:30 | modify | 1105 | 0.01 | 1.05090 | 0.00000 | 1.05170 | ||
| 5604 | 2008.06.05 13:30 | modify | 1106 | 0.02 | 1.05080 | 0.00000 | 1.04138 | ||
| 5605 | 2008.06.05 14:00 | buy | 1107 | 0.01 | 1.04970 | 0.00000 | 0.00000 | ||
| 5606 | 2008.06.05 14:00 | modify | 1105 | 0.01 | 1.05090 | 0.00000 | 1.05110 | ||
| 5607 | 2008.06.05 14:00 | modify | 1107 | 0.01 | 1.04970 | 0.00000 | 1.05110 | ||
| 5608 | 2008.06.05 15:00 | buy | 1108 | 0.01 | 1.04830 | 0.00000 | 0.00000 | ||
| 5609 | 2008.06.05 15:00 | modify | 1105 | 0.01 | 1.05090 | 0.00000 | 1.05043 | ||
| 5610 | 2008.06.05 15:00 | modify | 1107 | 0.01 | 1.04970 | 0.00000 | 1.05043 | ||
| 5611 | 2008.06.05 15:00 | modify | 1108 | 0.01 | 1.04830 | 0.00000 | 1.05043 | ||
| 5612 | 2008.06.05 15:31 | t/p | 1105 | 0.01 | 1.05043 | 0.00000 | 1.05043 | -0.45 | 51019.81 |
| 5613 | 2008.06.05 15:31 | t/p | 1107 | 0.01 | 1.05043 | 0.00000 | 1.05043 | 0.69 | 51020.50 |
| 5614 | 2008.06.05 15:31 | t/p | 1108 | 0.01 | 1.05043 | 0.00000 | 1.05043 | 2.03 | 51022.53 |
| 5615 | 2008.06.05 16:23 | t/p | 1086 | 0.01 | 1.04138 | 0.00000 | 1.04138 | -12.79 | 51009.74 |
| 5616 | 2008.06.05 16:23 | t/p | 1087 | 0.01 | 1.04138 | 0.00000 | 1.04138 | -10.39 | 50999.36 |
| 5617 | 2008.06.05 16:23 | t/p | 1088 | 0.01 | 1.04138 | 0.00000 | 1.04138 | -9.14 | 50990.22 |
| 5618 | 2008.06.05 16:23 | t/p | 1089 | 0.01 | 1.04138 | 0.00000 | 1.04138 | -7.41 | 50982.81 |
| 5619 | 2008.06.05 16:23 | t/p | 1090 | 0.01 | 1.04138 | 0.00000 | 1.04138 | 3.25 | 50986.07 |
| 5620 | 2008.06.05 16:23 | t/p | 1102 | 0.02 | 1.04138 | 0.00000 | 1.04138 | 11.18 | 50997.25 |
| 5621 | 2008.06.05 16:23 | t/p | 1104 | 0.02 | 1.04138 | 0.00000 | 1.04138 | 15.02 | 51012.27 |
| 5622 | 2008.06.05 16:23 | t/p | 1106 | 0.02 | 1.04138 | 0.00000 | 1.04138 | 18.09 | 51030.36 |
| 5623 | 2008.06.05 17:00 | sell | 1109 | 0.01 | 1.03910 | 0.00000 | 0.00000 | ||
| 5624 | 2008.06.05 17:00 | modify | 1109 | 0.01 | 1.03910 | 0.00000 | 1.03830 | ||
| 5625 | 2008.06.05 17:00 | t/p | 1109 | 0.01 | 1.03830 | 0.00000 | 1.03830 | 0.77 | 51031.13 |
| 5626 | 2008.06.06 09:00 | sell | 1110 | 0.01 | 1.03930 | 0.00000 | 0.00000 | ||
| 5627 | 2008.06.06 09:00 | modify | 1110 | 0.01 | 1.03930 | 0.00000 | 1.03850 | ||
| 5628 | 2008.06.06 09:47 | t/p | 1110 | 0.01 | 1.03850 | 0.00000 | 1.03850 | 0.77 | 51031.90 |
| 5629 | 2008.06.06 10:00 | sell | 1111 | 0.01 | 1.03750 | 0.00000 | 0.00000 | ||
| 5630 | 2008.06.06 10:00 | modify | 1111 | 0.01 | 1.03750 | 0.00000 | 1.03670 | ||
| 5631 | 2008.06.06 10:30 | sell | 1112 | 0.01 | 1.03930 | 0.00000 | 0.00000 | ||
| 5632 | 2008.06.06 10:30 | modify | 1111 | 0.01 | 1.03750 | 0.00000 | 1.03760 | ||
| 5633 | 2008.06.06 10:30 | modify | 1112 | 0.01 | 1.03930 | 0.00000 | 1.03760 | ||
| 5634 | 2008.06.06 12:30 | buy | 1113 | 0.01 | 1.04050 | 0.00000 | 0.00000 | ||
| 5635 | 2008.06.06 12:30 | sell | 1114 | 0.01 | 1.04040 | 0.00000 | 0.00000 | ||
| 5636 | 2008.06.06 12:30 | modify | 1111 | 0.01 | 1.03750 | 0.00000 | 1.03827 | ||
| 5637 | 2008.06.06 12:30 | modify | 1112 | 0.01 | 1.03930 | 0.00000 | 1.03827 | ||
| 5638 | 2008.06.06 12:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.04130 | ||
| 5639 | 2008.06.06 12:30 | modify | 1114 | 0.01 | 1.04040 | 0.00000 | 1.03827 | ||
| 5640 | 2008.06.06 13:30 | buy | 1115 | 0.01 | 1.03880 | 0.00000 | 0.00000 | ||
| 5641 | 2008.06.06 13:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.04045 | ||
| 5642 | 2008.06.06 13:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.04045 | ||
| 5643 | 2008.06.06 13:41 | t/p | 1111 | 0.01 | 1.03827 | 0.00000 | 1.03827 | -0.74 | 51031.16 |
| 5644 | 2008.06.06 13:41 | t/p | 1112 | 0.01 | 1.03827 | 0.00000 | 1.03827 | 0.99 | 51032.15 |
| 5645 | 2008.06.06 13:41 | t/p | 1114 | 0.01 | 1.03827 | 0.00000 | 1.03827 | 2.05 | 51034.20 |
| 5646 | 2008.06.06 15:00 | sell | 1116 | 0.01 | 1.03800 | 0.00000 | 0.00000 | ||
| 5647 | 2008.06.06 15:00 | modify | 1116 | 0.01 | 1.03800 | 0.00000 | 1.03720 | ||
| 5648 | 2008.06.06 15:30 | t/p | 1116 | 0.01 | 1.03720 | 0.00000 | 1.03720 | 0.77 | 51034.97 |
| 5649 | 2008.06.06 16:00 | buy | 1117 | 0.01 | 1.03250 | 0.00000 | 0.00000 | ||
| 5650 | 2008.06.06 16:00 | sell | 1118 | 0.01 | 1.03240 | 0.00000 | 0.00000 | ||
| 5651 | 2008.06.06 16:00 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.03807 | ||
| 5652 | 2008.06.06 16:00 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.03807 | ||
| 5653 | 2008.06.06 16:00 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.03807 | ||
| 5654 | 2008.06.06 16:00 | modify | 1118 | 0.01 | 1.03240 | 0.00000 | 1.03160 | ||
| 5655 | 2008.06.06 16:06 | t/p | 1118 | 0.01 | 1.03160 | 0.00000 | 1.03160 | 0.78 | 51035.75 |
| 5656 | 2008.06.06 16:30 | buy | 1119 | 0.01 | 1.03010 | 0.00000 | 0.00000 | ||
| 5657 | 2008.06.06 16:30 | sell | 1120 | 0.01 | 1.03000 | 0.00000 | 0.00000 | ||
| 5658 | 2008.06.06 16:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.03628 | ||
| 5659 | 2008.06.06 16:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.03628 | ||
| 5660 | 2008.06.06 16:30 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.03628 | ||
| 5661 | 2008.06.06 16:30 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.03628 | ||
| 5662 | 2008.06.06 16:30 | modify | 1120 | 0.01 | 1.03000 | 0.00000 | 1.02920 | ||
| 5663 | 2008.06.06 16:51 | t/p | 1120 | 0.01 | 1.02920 | 0.00000 | 1.02920 | 0.78 | 51036.53 |
| 5664 | 2008.06.06 17:00 | buy | 1121 | 0.01 | 1.02780 | 0.00000 | 0.00000 | ||
| 5665 | 2008.06.06 17:00 | sell | 1122 | 0.01 | 1.02770 | 0.00000 | 0.00000 | ||
| 5666 | 2008.06.06 17:00 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.03474 | ||
| 5667 | 2008.06.06 17:00 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.03474 | ||
| 5668 | 2008.06.06 17:00 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.03474 | ||
| 5669 | 2008.06.06 17:00 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.03474 | ||
| 5670 | 2008.06.06 17:00 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.03474 | ||
| 5671 | 2008.06.06 17:00 | modify | 1122 | 0.01 | 1.02770 | 0.00000 | 1.02690 | ||
| 5672 | 2008.06.06 17:03 | t/p | 1122 | 0.01 | 1.02690 | 0.00000 | 1.02690 | 0.78 | 51037.31 |
| 5673 | 2008.06.06 17:30 | buy | 1123 | 0.02 | 1.02660 | 0.00000 | 0.00000 | ||
| 5674 | 2008.06.06 17:30 | sell | 1124 | 0.01 | 1.02650 | 0.00000 | 0.00000 | ||
| 5675 | 2008.06.06 17:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.03264 | ||
| 5676 | 2008.06.06 17:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.03264 | ||
| 5677 | 2008.06.06 17:30 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.03264 | ||
| 5678 | 2008.06.06 17:30 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.03264 | ||
| 5679 | 2008.06.06 17:30 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.03264 | ||
| 5680 | 2008.06.06 17:30 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.03264 | ||
| 5681 | 2008.06.06 17:30 | modify | 1124 | 0.01 | 1.02650 | 0.00000 | 1.02570 | ||
| 5682 | 2008.06.06 17:31 | t/p | 1124 | 0.01 | 1.02570 | 0.00000 | 1.02570 | 0.78 | 51038.09 |
| 5683 | 2008.06.06 18:00 | buy | 1125 | 0.02 | 1.02290 | 0.00000 | 0.00000 | ||
| 5684 | 2008.06.06 18:00 | sell | 1126 | 0.01 | 1.02280 | 0.00000 | 0.00000 | ||
| 5685 | 2008.06.06 18:00 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.03066 | ||
| 5686 | 2008.06.06 18:00 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.03066 | ||
| 5687 | 2008.06.06 18:00 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.03066 | ||
| 5688 | 2008.06.06 18:00 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.03066 | ||
| 5689 | 2008.06.06 18:00 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.03066 | ||
| 5690 | 2008.06.06 18:00 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.03066 | ||
| 5691 | 2008.06.06 18:00 | modify | 1125 | 0.02 | 1.02290 | 0.00000 | 1.03066 | ||
| 5692 | 2008.06.06 18:00 | modify | 1126 | 0.01 | 1.02280 | 0.00000 | 1.02200 | ||
| 5693 | 2008.06.06 18:05 | t/p | 1126 | 0.01 | 1.02200 | 0.00000 | 1.02200 | 0.78 | 51038.87 |
| 5694 | 2008.06.06 18:30 | buy | 1127 | 0.02 | 1.02170 | 0.00000 | 0.00000 | ||
| 5695 | 2008.06.06 18:30 | sell | 1128 | 0.01 | 1.02160 | 0.00000 | 0.00000 | ||
| 5696 | 2008.06.06 18:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.02917 | ||
| 5697 | 2008.06.06 18:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.02917 | ||
| 5698 | 2008.06.06 18:30 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.02917 | ||
| 5699 | 2008.06.06 18:30 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.02917 | ||
| 5700 | 2008.06.06 18:30 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.02917 | ||