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 |
| 5851 | 2008.06.10 13:00 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.02879 | ||
| 5852 | 2008.06.10 13:00 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.02879 | ||
| 5853 | 2008.06.10 13:00 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.02879 | ||
| 5854 | 2008.06.10 13:00 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.02879 | ||
| 5855 | 2008.06.10 13:00 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.02879 | ||
| 5856 | 2008.06.10 13:00 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.02879 | ||
| 5857 | 2008.06.10 13:00 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.02879 | ||
| 5858 | 2008.06.10 13:00 | modify | 1143 | 0.02 | 1.03160 | 0.00000 | 1.02879 | ||
| 5859 | 2008.06.10 13:00 | modify | 1144 | 0.02 | 1.03280 | 0.00000 | 1.02879 | ||
| 5860 | 2008.06.10 13:00 | modify | 1147 | 0.02 | 1.03510 | 0.00000 | 1.02879 | ||
| 5861 | 2008.06.10 13:00 | modify | 1149 | 0.01 | 1.03920 | 0.00000 | 1.04000 | ||
| 5862 | 2008.06.10 13:00 | modify | 1150 | 0.03 | 1.03910 | 0.00000 | 1.02879 | ||
| 5863 | 2008.06.10 14:30 | buy | 1151 | 0.01 | 1.03690 | 0.00000 | 0.00000 | ||
| 5864 | 2008.06.10 14:30 | modify | 1149 | 0.01 | 1.03920 | 0.00000 | 1.03885 | ||
| 5865 | 2008.06.10 14:30 | modify | 1151 | 0.01 | 1.03690 | 0.00000 | 1.03885 | ||
| 5866 | 2008.06.10 15:30 | buy | 1152 | 0.01 | 1.03570 | 0.00000 | 0.00000 | ||
| 5867 | 2008.06.10 15:30 | modify | 1149 | 0.01 | 1.03920 | 0.00000 | 1.03807 | ||
| 5868 | 2008.06.10 15:30 | modify | 1151 | 0.01 | 1.03690 | 0.00000 | 1.03807 | ||
| 5869 | 2008.06.10 15:30 | modify | 1152 | 0.01 | 1.03570 | 0.00000 | 1.03807 | ||
| 5870 | 2008.06.10 16:21 | t/p | 1149 | 0.01 | 1.03807 | 0.00000 | 1.03807 | -1.09 | 51059.79 |
| 5871 | 2008.06.10 16:21 | t/p | 1151 | 0.01 | 1.03807 | 0.00000 | 1.03807 | 1.13 | 51060.92 |
| 5872 | 2008.06.10 16:21 | t/p | 1152 | 0.01 | 1.03807 | 0.00000 | 1.03807 | 2.28 | 51063.20 |
| 5873 | 2008.06.10 18:30 | sell | 1153 | 0.03 | 1.04140 | 0.00000 | 0.00000 | ||
| 5874 | 2008.06.10 18:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.03048 | ||
| 5875 | 2008.06.10 18:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.03048 | ||
| 5876 | 2008.06.10 18:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.03048 | ||
| 5877 | 2008.06.10 18:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.03048 | ||
| 5878 | 2008.06.10 18:30 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.03048 | ||
| 5879 | 2008.06.10 18:30 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.03048 | ||
| 5880 | 2008.06.10 18:30 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.03048 | ||
| 5881 | 2008.06.10 18:30 | modify | 1143 | 0.02 | 1.03160 | 0.00000 | 1.03048 | ||
| 5882 | 2008.06.10 18:30 | modify | 1144 | 0.02 | 1.03280 | 0.00000 | 1.03048 | ||
| 5883 | 2008.06.10 18:30 | modify | 1147 | 0.02 | 1.03510 | 0.00000 | 1.03048 | ||
| 5884 | 2008.06.10 18:30 | modify | 1150 | 0.03 | 1.03910 | 0.00000 | 1.03048 | ||
| 5885 | 2008.06.10 18:30 | modify | 1153 | 0.03 | 1.04140 | 0.00000 | 1.03048 | ||
| 5886 | 2008.06.10 20:30 | buy | 1154 | 0.01 | 1.04380 | 0.00000 | 0.00000 | ||
| 5887 | 2008.06.10 20:30 | sell | 1155 | 0.03 | 1.04370 | 0.00000 | 0.00000 | ||
| 5888 | 2008.06.10 20:30 | modify | 1136 | 0.01 | 1.01740 | 0.00000 | 1.03203 | ||
| 5889 | 2008.06.10 20:30 | modify | 1137 | 0.01 | 1.02010 | 0.00000 | 1.03203 | ||
| 5890 | 2008.06.10 20:30 | modify | 1138 | 0.01 | 1.02180 | 0.00000 | 1.03203 | ||
| 5891 | 2008.06.10 20:30 | modify | 1139 | 0.01 | 1.02310 | 0.00000 | 1.03203 | ||
| 5892 | 2008.06.10 20:30 | modify | 1140 | 0.01 | 1.02490 | 0.00000 | 1.03203 | ||
| 5893 | 2008.06.10 20:30 | modify | 1141 | 0.02 | 1.02670 | 0.00000 | 1.03203 | ||
| 5894 | 2008.06.10 20:30 | modify | 1142 | 0.02 | 1.02780 | 0.00000 | 1.03203 | ||
| 5895 | 2008.06.10 20:30 | modify | 1143 | 0.02 | 1.03160 | 0.00000 | 1.03203 | ||
| 5896 | 2008.06.10 20:30 | modify | 1144 | 0.02 | 1.03280 | 0.00000 | 1.03203 | ||
| 5897 | 2008.06.10 20:30 | modify | 1147 | 0.02 | 1.03510 | 0.00000 | 1.03203 | ||
| 5898 | 2008.06.10 20:30 | modify | 1150 | 0.03 | 1.03910 | 0.00000 | 1.03203 | ||
| 5899 | 2008.06.10 20:30 | modify | 1153 | 0.03 | 1.04140 | 0.00000 | 1.03203 | ||
| 5900 | 2008.06.10 20:30 | modify | 1154 | 0.01 | 1.04380 | 0.00000 | 1.04460 | ||
| 5901 | 2008.06.10 20:30 | modify | 1155 | 0.03 | 1.04370 | 0.00000 | 1.03203 | ||
| 5902 | 2008.06.10 21:00 | buy | 1156 | 0.01 | 1.04290 | 0.00000 | 0.00000 | ||
| 5903 | 2008.06.10 21:00 | modify | 1154 | 0.01 | 1.04380 | 0.00000 | 1.04415 | ||
| 5904 | 2008.06.10 21:00 | modify | 1156 | 0.01 | 1.04290 | 0.00000 | 1.04415 | ||
| 5905 | 2008.06.10 22:30 | buy | 1157 | 0.01 | 1.04210 | 0.00000 | 0.00000 | ||
| 5906 | 2008.06.10 22:30 | modify | 1154 | 0.01 | 1.04380 | 0.00000 | 1.04373 | ||
| 5907 | 2008.06.10 22:30 | modify | 1156 | 0.01 | 1.04290 | 0.00000 | 1.04373 | ||
| 5908 | 2008.06.10 22:30 | modify | 1157 | 0.01 | 1.04210 | 0.00000 | 1.04373 | ||
| 5909 | 2008.06.11 07:57 | t/p | 1154 | 0.01 | 1.04373 | 0.00000 | 1.04373 | -0.06 | 51063.14 |
| 5910 | 2008.06.11 07:57 | t/p | 1156 | 0.01 | 1.04373 | 0.00000 | 1.04373 | 0.81 | 51063.94 |
| 5911 | 2008.06.11 07:57 | t/p | 1157 | 0.01 | 1.04373 | 0.00000 | 1.04373 | 1.57 | 51065.51 |
| 5912 | 2008.06.11 08:00 | buy | 1158 | 0.01 | 1.04390 | 0.00000 | 0.00000 | ||
| 5913 | 2008.06.11 08:00 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04470 | ||
| 5914 | 2008.06.11 09:00 | buy | 1159 | 0.01 | 1.04270 | 0.00000 | 0.00000 | ||
| 5915 | 2008.06.11 09:00 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04410 | ||
| 5916 | 2008.06.11 09:00 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.04410 | ||
| 5917 | 2008.06.11 10:00 | buy | 1160 | 0.01 | 1.04130 | 0.00000 | 0.00000 | ||
| 5918 | 2008.06.11 10:00 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04343 | ||
| 5919 | 2008.06.11 10:00 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.04343 | ||
| 5920 | 2008.06.11 10:00 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.04343 | ||
| 5921 | 2008.06.11 12:30 | buy | 1161 | 0.01 | 1.03990 | 0.00000 | 0.00000 | ||
| 5922 | 2008.06.11 12:30 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04275 | ||
| 5923 | 2008.06.11 12:30 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.04275 | ||
| 5924 | 2008.06.11 12:30 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.04275 | ||
| 5925 | 2008.06.11 12:30 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.04275 | ||
| 5926 | 2008.06.11 15:00 | buy | 1162 | 0.01 | 1.03830 | 0.00000 | 0.00000 | ||
| 5927 | 2008.06.11 15:00 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04202 | ||
| 5928 | 2008.06.11 15:00 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.04202 | ||
| 5929 | 2008.06.11 15:00 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.04202 | ||
| 5930 | 2008.06.11 15:00 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.04202 | ||
| 5931 | 2008.06.11 15:00 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.04202 | ||
| 5932 | 2008.06.11 16:30 | buy | 1163 | 0.02 | 1.03740 | 0.00000 | 0.00000 | ||
| 5933 | 2008.06.11 16:30 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04093 | ||
| 5934 | 2008.06.11 16:30 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.04093 | ||
| 5935 | 2008.06.11 16:30 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.04093 | ||
| 5936 | 2008.06.11 16:30 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.04093 | ||
| 5937 | 2008.06.11 16:30 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.04093 | ||
| 5938 | 2008.06.11 16:30 | modify | 1163 | 0.02 | 1.03740 | 0.00000 | 1.04093 | ||
| 5939 | 2008.06.11 17:00 | buy | 1164 | 0.02 | 1.03630 | 0.00000 | 0.00000 | ||
| 5940 | 2008.06.11 17:00 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.04008 | ||
| 5941 | 2008.06.11 17:00 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.04008 | ||
| 5942 | 2008.06.11 17:00 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.04008 | ||
| 5943 | 2008.06.11 17:00 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.04008 | ||
| 5944 | 2008.06.11 17:00 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.04008 | ||
| 5945 | 2008.06.11 17:00 | modify | 1163 | 0.02 | 1.03740 | 0.00000 | 1.04008 | ||
| 5946 | 2008.06.11 17:00 | modify | 1164 | 0.02 | 1.03630 | 0.00000 | 1.04008 | ||
| 5947 | 2008.06.11 17:30 | buy | 1165 | 0.02 | 1.03390 | 0.00000 | 0.00000 | ||
| 5948 | 2008.06.11 17:30 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.03910 | ||
| 5949 | 2008.06.11 17:30 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.03910 | ||
| 5950 | 2008.06.11 17:30 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.03910 | ||
| 5951 | 2008.06.11 17:30 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.03910 | ||
| 5952 | 2008.06.11 17:30 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.03910 | ||
| 5953 | 2008.06.11 17:30 | modify | 1163 | 0.02 | 1.03740 | 0.00000 | 1.03910 | ||
| 5954 | 2008.06.11 17:30 | modify | 1164 | 0.02 | 1.03630 | 0.00000 | 1.03910 | ||
| 5955 | 2008.06.11 17:30 | modify | 1165 | 0.02 | 1.03390 | 0.00000 | 1.03910 | ||
| 5956 | 2008.06.11 18:30 | buy | 1166 | 0.02 | 1.03240 | 0.00000 | 0.00000 | ||
| 5957 | 2008.06.11 18:30 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.03819 | ||
| 5958 | 2008.06.11 18:30 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.03819 | ||
| 5959 | 2008.06.11 18:30 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.03819 | ||
| 5960 | 2008.06.11 18:30 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.03819 | ||
| 5961 | 2008.06.11 18:30 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.03819 | ||
| 5962 | 2008.06.11 18:30 | modify | 1163 | 0.02 | 1.03740 | 0.00000 | 1.03819 | ||
| 5963 | 2008.06.11 18:30 | modify | 1164 | 0.02 | 1.03630 | 0.00000 | 1.03819 | ||
| 5964 | 2008.06.11 18:30 | modify | 1165 | 0.02 | 1.03390 | 0.00000 | 1.03819 | ||
| 5965 | 2008.06.11 18:30 | modify | 1166 | 0.02 | 1.03240 | 0.00000 | 1.03819 | ||
| 5966 | 2008.06.11 18:30 | t/p | 1136 | 0.01 | 1.03203 | 0.00000 | 1.03203 | -14.24 | 51051.26 |
| 5967 | 2008.06.11 18:30 | t/p | 1137 | 0.01 | 1.03203 | 0.00000 | 1.03203 | -11.62 | 51039.64 |
| 5968 | 2008.06.11 18:30 | t/p | 1138 | 0.01 | 1.03203 | 0.00000 | 1.03203 | -9.97 | 51029.67 |
| 5969 | 2008.06.11 18:30 | t/p | 1139 | 0.01 | 1.03203 | 0.00000 | 1.03203 | -8.71 | 51020.95 |
| 5970 | 2008.06.11 18:30 | t/p | 1140 | 0.01 | 1.03203 | 0.00000 | 1.03203 | -6.97 | 51013.98 |
| 5971 | 2008.06.11 18:30 | t/p | 1141 | 0.02 | 1.03203 | 0.00000 | 1.03203 | -10.46 | 51003.52 |
| 5972 | 2008.06.11 18:30 | t/p | 1142 | 0.02 | 1.03203 | 0.00000 | 1.03203 | -8.33 | 50995.20 |
| 5973 | 2008.06.11 18:30 | t/p | 1143 | 0.02 | 1.03203 | 0.00000 | 1.03203 | -0.89 | 50994.30 |
| 5974 | 2008.06.11 18:30 | t/p | 1144 | 0.02 | 1.03203 | 0.00000 | 1.03203 | 1.43 | 50995.73 |
| 5975 | 2008.06.11 18:30 | t/p | 1147 | 0.02 | 1.03203 | 0.00000 | 1.03203 | 5.89 | 51001.62 |
| 5976 | 2008.06.11 18:30 | t/p | 1150 | 0.03 | 1.03203 | 0.00000 | 1.03203 | 20.46 | 51022.07 |
| 5977 | 2008.06.11 18:30 | t/p | 1153 | 0.03 | 1.03203 | 0.00000 | 1.03203 | 27.14 | 51049.22 |
| 5978 | 2008.06.11 18:30 | t/p | 1155 | 0.03 | 1.03203 | 0.00000 | 1.03203 | 33.83 | 51083.04 |
| 5979 | 2008.06.11 22:00 | buy | 1167 | 0.02 | 1.03160 | 0.00000 | 0.00000 | ||
| 5980 | 2008.06.11 22:00 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.03742 | ||
| 5981 | 2008.06.11 22:00 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.03742 | ||
| 5982 | 2008.06.11 22:00 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.03742 | ||
| 5983 | 2008.06.11 22:00 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.03742 | ||
| 5984 | 2008.06.11 22:00 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.03742 | ||
| 5985 | 2008.06.11 22:00 | modify | 1163 | 0.02 | 1.03740 | 0.00000 | 1.03742 | ||
| 5986 | 2008.06.11 22:00 | modify | 1164 | 0.02 | 1.03630 | 0.00000 | 1.03742 | ||
| 5987 | 2008.06.11 22:00 | modify | 1165 | 0.02 | 1.03390 | 0.00000 | 1.03742 | ||
| 5988 | 2008.06.11 22:00 | modify | 1166 | 0.02 | 1.03240 | 0.00000 | 1.03742 | ||
| 5989 | 2008.06.11 22:00 | modify | 1167 | 0.02 | 1.03160 | 0.00000 | 1.03742 | ||
| 5990 | 2008.06.12 01:30 | buy | 1168 | 0.03 | 1.03080 | 0.00000 | 0.00000 | ||
| 5991 | 2008.06.12 01:30 | modify | 1158 | 0.01 | 1.04390 | 0.00000 | 1.03645 | ||
| 5992 | 2008.06.12 01:30 | modify | 1159 | 0.01 | 1.04270 | 0.00000 | 1.03645 | ||
| 5993 | 2008.06.12 01:30 | modify | 1160 | 0.01 | 1.04130 | 0.00000 | 1.03645 | ||
| 5994 | 2008.06.12 01:30 | modify | 1161 | 0.01 | 1.03990 | 0.00000 | 1.03645 | ||
| 5995 | 2008.06.12 01:30 | modify | 1162 | 0.01 | 1.03830 | 0.00000 | 1.03645 | ||
| 5996 | 2008.06.12 01:30 | modify | 1163 | 0.02 | 1.03740 | 0.00000 | 1.03645 | ||
| 5997 | 2008.06.12 01:30 | modify | 1164 | 0.02 | 1.03630 | 0.00000 | 1.03645 | ||
| 5998 | 2008.06.12 01:30 | modify | 1165 | 0.02 | 1.03390 | 0.00000 | 1.03645 | ||
| 5999 | 2008.06.12 01:30 | modify | 1166 | 0.02 | 1.03240 | 0.00000 | 1.03645 | ||
| 6000 | 2008.06.12 01:30 | modify | 1167 | 0.02 | 1.03160 | 0.00000 | 1.03645 | ||