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 |
| 5701 | 2008.06.06 18:30 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.02917 | ||
| 5702 | 2008.06.06 18:30 | modify | 1125 | 0.02 | 1.02290 | 0.00000 | 1.02917 | ||
| 5703 | 2008.06.06 18:30 | modify | 1127 | 0.02 | 1.02170 | 0.00000 | 1.02917 | ||
| 5704 | 2008.06.06 18:30 | modify | 1128 | 0.01 | 1.02160 | 0.00000 | 1.02080 | ||
| 5705 | 2008.06.06 19:00 | sell | 1129 | 0.01 | 1.02370 | 0.00000 | 0.00000 | ||
| 5706 | 2008.06.06 19:00 | modify | 1128 | 0.01 | 1.02160 | 0.00000 | 1.02185 | ||
| 5707 | 2008.06.06 19:00 | modify | 1129 | 0.01 | 1.02370 | 0.00000 | 1.02185 | ||
| 5708 | 2008.06.06 21:12 | t/p | 1128 | 0.01 | 1.02185 | 0.00000 | 1.02185 | -0.25 | 51038.62 |
| 5709 | 2008.06.06 21:12 | t/p | 1129 | 0.01 | 1.02185 | 0.00000 | 1.02185 | 1.81 | 51040.43 |
| 5710 | 2008.06.06 21:30 | buy | 1130 | 0.02 | 1.02080 | 0.00000 | 0.00000 | ||
| 5711 | 2008.06.06 21:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.02801 | ||
| 5712 | 2008.06.06 21:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.02801 | ||
| 5713 | 2008.06.06 21:30 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.02801 | ||
| 5714 | 2008.06.06 21:30 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.02801 | ||
| 5715 | 2008.06.06 21:30 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.02801 | ||
| 5716 | 2008.06.06 21:30 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.02801 | ||
| 5717 | 2008.06.06 21:30 | modify | 1125 | 0.02 | 1.02290 | 0.00000 | 1.02801 | ||
| 5718 | 2008.06.06 21:30 | modify | 1127 | 0.02 | 1.02170 | 0.00000 | 1.02801 | ||
| 5719 | 2008.06.06 21:30 | modify | 1130 | 0.02 | 1.02080 | 0.00000 | 1.02801 | ||
| 5720 | 2008.06.06 22:30 | buy | 1131 | 0.02 | 1.01990 | 0.00000 | 0.00000 | ||
| 5721 | 2008.06.06 22:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.02703 | ||
| 5722 | 2008.06.06 22:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.02703 | ||
| 5723 | 2008.06.06 22:30 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.02703 | ||
| 5724 | 2008.06.06 22:30 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.02703 | ||
| 5725 | 2008.06.06 22:30 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.02703 | ||
| 5726 | 2008.06.06 22:30 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.02703 | ||
| 5727 | 2008.06.06 22:30 | modify | 1125 | 0.02 | 1.02290 | 0.00000 | 1.02703 | ||
| 5728 | 2008.06.06 22:30 | modify | 1127 | 0.02 | 1.02170 | 0.00000 | 1.02703 | ||
| 5729 | 2008.06.06 22:30 | modify | 1130 | 0.02 | 1.02080 | 0.00000 | 1.02703 | ||
| 5730 | 2008.06.06 22:30 | modify | 1131 | 0.02 | 1.01990 | 0.00000 | 1.02703 | ||
| 5731 | 2008.06.09 00:30 | buy | 1132 | 0.03 | 1.01810 | 0.00000 | 0.00000 | ||
| 5732 | 2008.06.09 00:30 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.02568 | ||
| 5733 | 2008.06.09 00:30 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.02568 | ||
| 5734 | 2008.06.09 00:30 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.02568 | ||
| 5735 | 2008.06.09 00:30 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.02568 | ||
| 5736 | 2008.06.09 00:30 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.02568 | ||
| 5737 | 2008.06.09 00:30 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.02568 | ||
| 5738 | 2008.06.09 00:30 | modify | 1125 | 0.02 | 1.02290 | 0.00000 | 1.02568 | ||
| 5739 | 2008.06.09 00:30 | modify | 1127 | 0.02 | 1.02170 | 0.00000 | 1.02568 | ||
| 5740 | 2008.06.09 00:30 | modify | 1130 | 0.02 | 1.02080 | 0.00000 | 1.02568 | ||
| 5741 | 2008.06.09 00:30 | modify | 1131 | 0.02 | 1.01990 | 0.00000 | 1.02568 | ||
| 5742 | 2008.06.09 00:30 | modify | 1132 | 0.03 | 1.01810 | 0.00000 | 1.02568 | ||
| 5743 | 2008.06.09 01:00 | buy | 1133 | 0.03 | 1.01730 | 0.00000 | 0.00000 | ||
| 5744 | 2008.06.09 01:00 | modify | 1113 | 0.01 | 1.04050 | 0.00000 | 1.02460 | ||
| 5745 | 2008.06.09 01:00 | modify | 1115 | 0.01 | 1.03880 | 0.00000 | 1.02460 | ||
| 5746 | 2008.06.09 01:00 | modify | 1117 | 0.01 | 1.03250 | 0.00000 | 1.02460 | ||
| 5747 | 2008.06.09 01:00 | modify | 1119 | 0.01 | 1.03010 | 0.00000 | 1.02460 | ||
| 5748 | 2008.06.09 01:00 | modify | 1121 | 0.01 | 1.02780 | 0.00000 | 1.02460 | ||
| 5749 | 2008.06.09 01:00 | modify | 1123 | 0.02 | 1.02660 | 0.00000 | 1.02460 | ||
| 5750 | 2008.06.09 01:00 | modify | 1125 | 0.02 | 1.02290 | 0.00000 | 1.02460 | ||
| 5751 | 2008.06.09 01:00 | modify | 1127 | 0.02 | 1.02170 | 0.00000 | 1.02460 | ||
| 5752 | 2008.06.09 01:00 | modify | 1130 | 0.02 | 1.02080 | 0.00000 | 1.02460 | ||
| 5753 | 2008.06.09 01:00 | modify | 1131 | 0.02 | 1.01990 | 0.00000 | 1.02460 | ||
| 5754 | 2008.06.09 01:00 | modify | 1132 | 0.03 | 1.01810 | 0.00000 | 1.02460 | ||
| 5755 | 2008.06.09 01:00 | modify | 1133 | 0.03 | 1.01730 | 0.00000 | 1.02460 | ||
| 5756 | 2008.06.09 11:00 | sell | 1134 | 0.01 | 1.01660 | 0.00000 | 0.00000 | ||
| 5757 | 2008.06.09 11:00 | modify | 1134 | 0.01 | 1.01660 | 0.00000 | 1.01580 | ||
| 5758 | 2008.06.09 11:30 | sell | 1135 | 0.01 | 1.01820 | 0.00000 | 0.00000 | ||
| 5759 | 2008.06.09 11:30 | modify | 1134 | 0.01 | 1.01660 | 0.00000 | 1.01660 | ||
| 5760 | 2008.06.09 11:30 | modify | 1135 | 0.01 | 1.01820 | 0.00000 | 1.01660 | ||
| 5761 | 2008.06.09 11:33 | t/p | 1134 | 0.01 | 1.01660 | 0.00000 | 1.01660 | 0.00 | 51040.43 |
| 5762 | 2008.06.09 11:33 | t/p | 1135 | 0.01 | 1.01660 | 0.00000 | 1.01660 | 1.57 | 51042.00 |
| 5763 | 2008.06.09 14:30 | sell | 1136 | 0.01 | 1.01740 | 0.00000 | 0.00000 | ||
| 5764 | 2008.06.09 14:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.01660 | ||
| 5765 | 2008.06.09 15:00 | sell | 1137 | 0.01 | 1.02010 | 0.00000 | 0.00000 | ||
| 5766 | 2008.06.09 15:00 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.01795 | ||
| 5767 | 2008.06.09 15:00 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.01795 | ||
| 5768 | 2008.06.09 16:00 | sell | 1138 | 0.01 | 1.02180 | 0.00000 | 0.00000 | ||
| 5769 | 2008.06.09 16:00 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.01897 | ||
| 5770 | 2008.06.09 16:00 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.01897 | ||
| 5771 | 2008.06.09 16:00 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.01897 | ||
| 5772 | 2008.06.09 16:30 | sell | 1139 | 0.01 | 1.02310 | 0.00000 | 0.00000 | ||
| 5773 | 2008.06.09 16:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.01980 | ||
| 5774 | 2008.06.09 16:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.01980 | ||
| 5775 | 2008.06.09 16:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.01980 | ||
| 5776 | 2008.06.09 16:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.01980 | ||
| 5777 | 2008.06.09 16:31 | t/p | 1113 | 0.01 | 1.02460 | 0.00000 | 1.02460 | -15.51 | 51026.48 |
| 5778 | 2008.06.09 16:31 | t/p | 1115 | 0.01 | 1.02460 | 0.00000 | 1.02460 | -13.85 | 51012.63 |
| 5779 | 2008.06.09 16:31 | t/p | 1117 | 0.01 | 1.02460 | 0.00000 | 1.02460 | -7.70 | 51004.92 |
| 5780 | 2008.06.09 16:31 | t/p | 1119 | 0.01 | 1.02460 | 0.00000 | 1.02460 | -5.36 | 50999.56 |
| 5781 | 2008.06.09 16:31 | t/p | 1121 | 0.01 | 1.02460 | 0.00000 | 1.02460 | -3.11 | 50996.45 |
| 5782 | 2008.06.09 16:31 | t/p | 1123 | 0.02 | 1.02460 | 0.00000 | 1.02460 | -3.89 | 50992.56 |
| 5783 | 2008.06.09 16:31 | t/p | 1125 | 0.02 | 1.02460 | 0.00000 | 1.02460 | 3.33 | 50995.89 |
| 5784 | 2008.06.09 16:31 | t/p | 1127 | 0.02 | 1.02460 | 0.00000 | 1.02460 | 5.67 | 51001.56 |
| 5785 | 2008.06.09 16:31 | t/p | 1130 | 0.02 | 1.02460 | 0.00000 | 1.02460 | 7.43 | 51008.99 |
| 5786 | 2008.06.09 16:31 | t/p | 1131 | 0.02 | 1.02460 | 0.00000 | 1.02460 | 9.18 | 51018.17 |
| 5787 | 2008.06.09 16:31 | t/p | 1132 | 0.03 | 1.02460 | 0.00000 | 1.02460 | 19.03 | 51037.20 |
| 5788 | 2008.06.09 16:31 | t/p | 1133 | 0.03 | 1.02460 | 0.00000 | 1.02460 | 21.37 | 51058.57 |
| 5789 | 2008.06.09 17:00 | sell | 1140 | 0.01 | 1.02490 | 0.00000 | 0.00000 | ||
| 5790 | 2008.06.09 17:00 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02066 | ||
| 5791 | 2008.06.09 17:00 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02066 | ||
| 5792 | 2008.06.09 17:00 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02066 | ||
| 5793 | 2008.06.09 17:00 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02066 | ||
| 5794 | 2008.06.09 17:00 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02066 | ||
| 5795 | 2008.06.09 17:30 | sell | 1141 | 0.02 | 1.02670 | 0.00000 | 0.00000 | ||
| 5796 | 2008.06.09 17:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02216 | ||
| 5797 | 2008.06.09 17:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02216 | ||
| 5798 | 2008.06.09 17:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02216 | ||
| 5799 | 2008.06.09 17:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02216 | ||
| 5800 | 2008.06.09 17:30 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02216 | ||
| 5801 | 2008.06.09 17:30 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.02216 | ||
| 5802 | 2008.06.09 22:30 | sell | 1142 | 0.02 | 1.02780 | 0.00000 | 0.00000 | ||
| 5803 | 2008.06.09 22:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02323 | ||
| 5804 | 2008.06.09 22:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02323 | ||
| 5805 | 2008.06.09 22:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02323 | ||
| 5806 | 2008.06.09 22:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02323 | ||
| 5807 | 2008.06.09 22:30 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02323 | ||
| 5808 | 2008.06.09 22:30 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.02323 | ||
| 5809 | 2008.06.09 22:30 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.02323 | ||
| 5810 | 2008.06.10 03:30 | sell | 1143 | 0.02 | 1.03160 | 0.00000 | 0.00000 | ||
| 5811 | 2008.06.10 03:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02461 | ||
| 5812 | 2008.06.10 03:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02461 | ||
| 5813 | 2008.06.10 03:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02461 | ||
| 5814 | 2008.06.10 03:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02461 | ||
| 5815 | 2008.06.10 03:30 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02461 | ||
| 5816 | 2008.06.10 03:30 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.02461 | ||
| 5817 | 2008.06.10 03:30 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.02461 | ||
| 5818 | 2008.06.10 03:30 | modify | 1143 | 0.02 | 1.03160 | 0.00000 | 1.02461 | ||
| 5819 | 2008.06.10 10:30 | sell | 1144 | 0.02 | 1.03280 | 0.00000 | 0.00000 | ||
| 5820 | 2008.06.10 10:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02575 | ||
| 5821 | 2008.06.10 10:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02575 | ||
| 5822 | 2008.06.10 10:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02575 | ||
| 5823 | 2008.06.10 10:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02575 | ||
| 5824 | 2008.06.10 10:30 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02575 | ||
| 5825 | 2008.06.10 10:30 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.02575 | ||
| 5826 | 2008.06.10 10:30 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.02575 | ||
| 5827 | 2008.06.10 10:30 | modify | 1143 | 0.02 | 1.03160 | 0.00000 | 1.02575 | ||
| 5828 | 2008.06.10 10:30 | modify | 1144 | 0.02 | 1.03280 | 0.00000 | 1.02575 | ||
| 5829 | 2008.06.10 11:00 | buy | 1145 | 0.01 | 1.03330 | 0.00000 | 0.00000 | ||
| 5830 | 2008.06.10 11:00 | modify | 1145 | 0.01 | 1.03330 | 0.00000 | 1.03410 | ||
| 5831 | 2008.06.10 11:47 | t/p | 1145 | 0.01 | 1.03410 | 0.00000 | 1.03410 | 0.77 | 51059.34 |
| 5832 | 2008.06.10 12:00 | buy | 1146 | 0.01 | 1.03520 | 0.00000 | 0.00000 | ||
| 5833 | 2008.06.10 12:00 | sell | 1147 | 0.02 | 1.03510 | 0.00000 | 0.00000 | ||
| 5834 | 2008.06.10 12:00 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02689 | ||
| 5835 | 2008.06.10 12:00 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02689 | ||
| 5836 | 2008.06.10 12:00 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02689 | ||
| 5837 | 2008.06.10 12:00 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02689 | ||
| 5838 | 2008.06.10 12:00 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02689 | ||
| 5839 | 2008.06.10 12:00 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.02689 | ||
| 5840 | 2008.06.10 12:00 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.02689 | ||
| 5841 | 2008.06.10 12:00 | modify | 1143 | 0.02 | 1.03160 | 0.00000 | 1.02689 | ||
| 5842 | 2008.06.10 12:00 | modify | 1144 | 0.02 | 1.03280 | 0.00000 | 1.02689 | ||
| 5843 | 2008.06.10 12:00 | modify | 1146 | 0.01 | 1.03520 | 0.00000 | 1.03600 | ||
| 5844 | 2008.06.10 12:00 | modify | 1147 | 0.02 | 1.03510 | 0.00000 | 1.02689 | ||
| 5845 | 2008.06.10 12:03 | t/p | 1146 | 0.01 | 1.03600 | 0.00000 | 1.03600 | 0.77 | 51060.11 |
| 5846 | 2008.06.10 12:30 | buy | 1148 | 0.01 | 1.03570 | 0.00000 | 0.00000 | ||
| 5847 | 2008.06.10 12:30 | modify | 1148 | 0.01 | 1.03570 | 0.00000 | 1.03650 | ||
| 5848 | 2008.06.10 12:32 | t/p | 1148 | 0.01 | 1.03650 | 0.00000 | 1.03650 | 0.77 | 51060.88 |
| 5849 | 2008.06.10 13:00 | buy | 1149 | 0.01 | 1.03920 | 0.00000 | 0.00000 | ||
| 5850 | 2008.06.10 13:00 | sell | 1150 | 0.03 | 1.03910 | 0.00000 | 0.00000 | ||