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 |
| 451 | 2008.01.22 04:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.11160 | ||
| 452 | 2008.01.22 04:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.11160 | ||
| 453 | 2008.01.22 04:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.11160 | ||
| 454 | 2008.01.22 08:00 | buy | 120 | 0.01 | 1.10880 | 0.00000 | 0.00000 | ||
| 455 | 2008.01.22 08:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.11110 | ||
| 456 | 2008.01.22 08:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.11110 | ||
| 457 | 2008.01.22 08:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.11110 | ||
| 458 | 2008.01.22 08:00 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.11110 | ||
| 459 | 2008.01.22 11:00 | buy | 121 | 0.01 | 1.10620 | 0.00000 | 0.00000 | ||
| 460 | 2008.01.22 11:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.11028 | ||
| 461 | 2008.01.22 11:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.11028 | ||
| 462 | 2008.01.22 11:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.11028 | ||
| 463 | 2008.01.22 11:00 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.11028 | ||
| 464 | 2008.01.22 11:00 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.11028 | ||
| 465 | 2008.01.22 13:00 | buy | 122 | 0.02 | 1.10480 | 0.00000 | 0.00000 | ||
| 466 | 2008.01.22 13:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10894 | ||
| 467 | 2008.01.22 13:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10894 | ||
| 468 | 2008.01.22 13:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10894 | ||
| 469 | 2008.01.22 13:00 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10894 | ||
| 470 | 2008.01.22 13:00 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10894 | ||
| 471 | 2008.01.22 13:00 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10894 | ||
| 472 | 2008.01.22 13:30 | buy | 123 | 0.02 | 1.10300 | 0.00000 | 0.00000 | ||
| 473 | 2008.01.22 13:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10780 | ||
| 474 | 2008.01.22 13:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10780 | ||
| 475 | 2008.01.22 13:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10780 | ||
| 476 | 2008.01.22 13:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10780 | ||
| 477 | 2008.01.22 13:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10780 | ||
| 478 | 2008.01.22 13:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10780 | ||
| 479 | 2008.01.22 13:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10780 | ||
| 480 | 2008.01.22 16:00 | buy | 124 | 0.02 | 1.10090 | 0.00000 | 0.00000 | ||
| 481 | 2008.01.22 16:00 | sell | 125 | 0.01 | 1.10080 | 0.00000 | 0.00000 | ||
| 482 | 2008.01.22 16:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10669 | ||
| 483 | 2008.01.22 16:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10669 | ||
| 484 | 2008.01.22 16:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10669 | ||
| 485 | 2008.01.22 16:00 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10669 | ||
| 486 | 2008.01.22 16:00 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10669 | ||
| 487 | 2008.01.22 16:00 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10669 | ||
| 488 | 2008.01.22 16:00 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10669 | ||
| 489 | 2008.01.22 16:00 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.10669 | ||
| 490 | 2008.01.22 16:00 | modify | 125 | 0.01 | 1.10080 | 0.00000 | 1.10000 | ||
| 491 | 2008.01.22 16:00 | t/p | 125 | 0.01 | 1.10000 | 0.00000 | 1.10000 | 0.73 | 50086.02 |
| 492 | 2008.01.22 16:30 | sell | 126 | 0.01 | 1.10070 | 0.00000 | 0.00000 | ||
| 493 | 2008.01.22 16:30 | modify | 126 | 0.01 | 1.10070 | 0.00000 | 1.09990 | ||
| 494 | 2008.01.22 16:47 | t/p | 126 | 0.01 | 1.09990 | 0.00000 | 1.09990 | 0.73 | 50086.75 |
| 495 | 2008.01.22 17:30 | buy | 127 | 0.02 | 1.09820 | 0.00000 | 0.00000 | ||
| 496 | 2008.01.22 17:30 | sell | 128 | 0.01 | 1.09810 | 0.00000 | 0.00000 | ||
| 497 | 2008.01.22 17:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10551 | ||
| 498 | 2008.01.22 17:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10551 | ||
| 499 | 2008.01.22 17:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10551 | ||
| 500 | 2008.01.22 17:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10551 | ||
| 501 | 2008.01.22 17:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10551 | ||
| 502 | 2008.01.22 17:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10551 | ||
| 503 | 2008.01.22 17:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10551 | ||
| 504 | 2008.01.22 17:30 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.10551 | ||
| 505 | 2008.01.22 17:30 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.10551 | ||
| 506 | 2008.01.22 17:30 | modify | 128 | 0.01 | 1.09810 | 0.00000 | 1.09730 | ||
| 507 | 2008.01.22 17:31 | t/p | 128 | 0.01 | 1.09730 | 0.00000 | 1.09730 | 0.73 | 50087.48 |
| 508 | 2008.01.22 18:00 | sell | 129 | 0.01 | 1.09790 | 0.00000 | 0.00000 | ||
| 509 | 2008.01.22 18:00 | modify | 129 | 0.01 | 1.09790 | 0.00000 | 1.09710 | ||
| 510 | 2008.01.22 20:00 | sell | 130 | 0.01 | 1.09960 | 0.00000 | 0.00000 | ||
| 511 | 2008.01.22 20:00 | modify | 129 | 0.01 | 1.09790 | 0.00000 | 1.09795 | ||
| 512 | 2008.01.22 20:00 | modify | 130 | 0.01 | 1.09960 | 0.00000 | 1.09795 | ||
| 513 | 2008.01.22 21:54 | t/p | 129 | 0.01 | 1.09795 | 0.00000 | 1.09795 | -0.05 | 50087.43 |
| 514 | 2008.01.22 21:54 | t/p | 130 | 0.01 | 1.09795 | 0.00000 | 1.09795 | 1.50 | 50088.93 |
| 515 | 2008.01.22 22:30 | buy | 131 | 0.02 | 1.09730 | 0.00000 | 0.00000 | ||
| 516 | 2008.01.22 22:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10452 | ||
| 517 | 2008.01.22 22:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10452 | ||
| 518 | 2008.01.22 22:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10452 | ||
| 519 | 2008.01.22 22:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10452 | ||
| 520 | 2008.01.22 22:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10452 | ||
| 521 | 2008.01.22 22:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10452 | ||
| 522 | 2008.01.22 22:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10452 | ||
| 523 | 2008.01.22 22:30 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.10452 | ||
| 524 | 2008.01.22 22:30 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.10452 | ||
| 525 | 2008.01.22 22:30 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.10452 | ||
| 526 | 2008.01.22 23:00 | sell | 132 | 0.01 | 1.09660 | 0.00000 | 0.00000 | ||
| 527 | 2008.01.22 23:00 | modify | 132 | 0.01 | 1.09660 | 0.00000 | 1.09580 | ||
| 528 | 2008.01.22 23:15 | t/p | 132 | 0.01 | 1.09580 | 0.00000 | 1.09580 | 0.73 | 50089.66 |
| 529 | 2008.01.22 23:30 | buy | 133 | 0.03 | 1.09500 | 0.00000 | 0.00000 | ||
| 530 | 2008.01.22 23:30 | sell | 134 | 0.01 | 1.09490 | 0.00000 | 0.00000 | ||
| 531 | 2008.01.22 23:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10307 | ||
| 532 | 2008.01.22 23:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10307 | ||
| 533 | 2008.01.22 23:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10307 | ||
| 534 | 2008.01.22 23:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10307 | ||
| 535 | 2008.01.22 23:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10307 | ||
| 536 | 2008.01.22 23:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10307 | ||
| 537 | 2008.01.22 23:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10307 | ||
| 538 | 2008.01.22 23:30 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.10307 | ||
| 539 | 2008.01.22 23:30 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.10307 | ||
| 540 | 2008.01.22 23:30 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.10307 | ||
| 541 | 2008.01.22 23:30 | modify | 133 | 0.03 | 1.09500 | 0.00000 | 1.10307 | ||
| 542 | 2008.01.22 23:30 | modify | 134 | 0.01 | 1.09490 | 0.00000 | 1.09410 | ||
| 543 | 2008.01.23 00:14 | t/p | 134 | 0.01 | 1.09410 | 0.00000 | 1.09410 | 0.70 | 50090.36 |
| 544 | 2008.01.23 00:30 | buy | 135 | 0.03 | 1.09220 | 0.00000 | 0.00000 | ||
| 545 | 2008.01.23 00:30 | sell | 136 | 0.01 | 1.09210 | 0.00000 | 0.00000 | ||
| 546 | 2008.01.23 00:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10163 | ||
| 547 | 2008.01.23 00:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10163 | ||
| 548 | 2008.01.23 00:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10163 | ||
| 549 | 2008.01.23 00:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10163 | ||
| 550 | 2008.01.23 00:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10163 | ||
| 551 | 2008.01.23 00:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10163 | ||
| 552 | 2008.01.23 00:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10163 | ||
| 553 | 2008.01.23 00:30 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.10163 | ||
| 554 | 2008.01.23 00:30 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.10163 | ||
| 555 | 2008.01.23 00:30 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.10163 | ||
| 556 | 2008.01.23 00:30 | modify | 133 | 0.03 | 1.09500 | 0.00000 | 1.10163 | ||
| 557 | 2008.01.23 00:30 | modify | 135 | 0.03 | 1.09220 | 0.00000 | 1.10163 | ||
| 558 | 2008.01.23 00:30 | modify | 136 | 0.01 | 1.09210 | 0.00000 | 1.09130 | ||
| 559 | 2008.01.23 01:30 | sell | 137 | 0.01 | 1.09590 | 0.00000 | 0.00000 | ||
| 560 | 2008.01.23 01:30 | modify | 136 | 0.01 | 1.09210 | 0.00000 | 1.09320 | ||
| 561 | 2008.01.23 01:30 | modify | 137 | 0.01 | 1.09590 | 0.00000 | 1.09320 | ||
| 562 | 2008.01.23 02:00 | sell | 138 | 0.01 | 1.09690 | 0.00000 | 0.00000 | ||
| 563 | 2008.01.23 02:00 | modify | 136 | 0.01 | 1.09210 | 0.00000 | 1.09417 | ||
| 564 | 2008.01.23 02:00 | modify | 137 | 0.01 | 1.09590 | 0.00000 | 1.09417 | ||
| 565 | 2008.01.23 02:00 | modify | 138 | 0.01 | 1.09690 | 0.00000 | 1.09417 | ||
| 566 | 2008.01.23 02:30 | sell | 139 | 0.01 | 1.09780 | 0.00000 | 0.00000 | ||
| 567 | 2008.01.23 02:30 | modify | 136 | 0.01 | 1.09210 | 0.00000 | 1.09488 | ||
| 568 | 2008.01.23 02:30 | modify | 137 | 0.01 | 1.09590 | 0.00000 | 1.09488 | ||
| 569 | 2008.01.23 02:30 | modify | 138 | 0.01 | 1.09690 | 0.00000 | 1.09488 | ||
| 570 | 2008.01.23 02:30 | modify | 139 | 0.01 | 1.09780 | 0.00000 | 1.09488 | ||
| 571 | 2008.01.23 05:09 | t/p | 136 | 0.01 | 1.09488 | 0.00000 | 1.09488 | -2.54 | 50087.82 |
| 572 | 2008.01.23 05:09 | t/p | 137 | 0.01 | 1.09488 | 0.00000 | 1.09488 | 0.93 | 50088.75 |
| 573 | 2008.01.23 05:09 | t/p | 138 | 0.01 | 1.09488 | 0.00000 | 1.09488 | 1.85 | 50090.60 |
| 574 | 2008.01.23 05:09 | t/p | 139 | 0.01 | 1.09488 | 0.00000 | 1.09488 | 2.67 | 50093.27 |
| 575 | 2008.01.23 14:00 | sell | 140 | 0.01 | 1.09250 | 0.00000 | 0.00000 | ||
| 576 | 2008.01.23 14:00 | modify | 140 | 0.01 | 1.09250 | 0.00000 | 1.09170 | ||
| 577 | 2008.01.23 14:02 | t/p | 140 | 0.01 | 1.09170 | 0.00000 | 1.09170 | 0.73 | 50094.00 |
| 578 | 2008.01.23 14:30 | sell | 141 | 0.01 | 1.09170 | 0.00000 | 0.00000 | ||
| 579 | 2008.01.23 14:30 | modify | 141 | 0.01 | 1.09170 | 0.00000 | 1.09090 | ||
| 580 | 2008.01.23 15:07 | t/p | 141 | 0.01 | 1.09090 | 0.00000 | 1.09090 | 0.73 | 50094.73 |
| 581 | 2008.01.23 15:30 | buy | 142 | 0.03 | 1.08920 | 0.00000 | 0.00000 | ||
| 582 | 2008.01.23 15:30 | sell | 143 | 0.01 | 1.08910 | 0.00000 | 0.00000 | ||
| 583 | 2008.01.23 15:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.10018 | ||
| 584 | 2008.01.23 15:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.10018 | ||
| 585 | 2008.01.23 15:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.10018 | ||
| 586 | 2008.01.23 15:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.10018 | ||
| 587 | 2008.01.23 15:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.10018 | ||
| 588 | 2008.01.23 15:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.10018 | ||
| 589 | 2008.01.23 15:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.10018 | ||
| 590 | 2008.01.23 15:30 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.10018 | ||
| 591 | 2008.01.23 15:30 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.10018 | ||
| 592 | 2008.01.23 15:30 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.10018 | ||
| 593 | 2008.01.23 15:30 | modify | 133 | 0.03 | 1.09500 | 0.00000 | 1.10018 | ||
| 594 | 2008.01.23 15:30 | modify | 135 | 0.03 | 1.09220 | 0.00000 | 1.10018 | ||
| 595 | 2008.01.23 15:30 | modify | 142 | 0.03 | 1.08920 | 0.00000 | 1.10018 | ||
| 596 | 2008.01.23 15:30 | modify | 143 | 0.01 | 1.08910 | 0.00000 | 1.08830 | ||
| 597 | 2008.01.23 16:00 | sell | 144 | 0.01 | 1.09100 | 0.00000 | 0.00000 | ||
| 598 | 2008.01.23 16:00 | modify | 143 | 0.01 | 1.08910 | 0.00000 | 1.08925 | ||
| 599 | 2008.01.23 16:00 | modify | 144 | 0.01 | 1.09100 | 0.00000 | 1.08925 | ||
| 600 | 2008.01.23 16:43 | t/p | 143 | 0.01 | 1.08925 | 0.00000 | 1.08925 | -0.14 | 50094.59 |