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 |
| 6001 | 2008.06.12 01:30 | modify | 1168 | 0.03 | 1.03080 | 0.00000 | 1.03645 | ||
| 6002 | 2008.06.12 05:41 | t/p | 1158 | 0.01 | 1.03645 | 0.00000 | 1.03645 | -7.17 | 51075.87 |
| 6003 | 2008.06.12 05:41 | t/p | 1159 | 0.01 | 1.03645 | 0.00000 | 1.03645 | -6.01 | 51069.86 |
| 6004 | 2008.06.12 05:41 | t/p | 1160 | 0.01 | 1.03645 | 0.00000 | 1.03645 | -4.66 | 51065.19 |
| 6005 | 2008.06.12 05:41 | t/p | 1161 | 0.01 | 1.03645 | 0.00000 | 1.03645 | -3.31 | 51061.88 |
| 6006 | 2008.06.12 05:41 | t/p | 1162 | 0.01 | 1.03645 | 0.00000 | 1.03645 | -1.77 | 51060.11 |
| 6007 | 2008.06.12 05:41 | t/p | 1163 | 0.02 | 1.03645 | 0.00000 | 1.03645 | -1.81 | 51058.30 |
| 6008 | 2008.06.12 05:41 | t/p | 1164 | 0.02 | 1.03645 | 0.00000 | 1.03645 | 0.32 | 51058.62 |
| 6009 | 2008.06.12 05:41 | t/p | 1165 | 0.02 | 1.03645 | 0.00000 | 1.03645 | 4.95 | 51063.58 |
| 6010 | 2008.06.12 05:41 | t/p | 1166 | 0.02 | 1.03645 | 0.00000 | 1.03645 | 7.84 | 51071.42 |
| 6011 | 2008.06.12 05:41 | t/p | 1167 | 0.02 | 1.03645 | 0.00000 | 1.03645 | 9.38 | 51080.80 |
| 6012 | 2008.06.12 05:41 | t/p | 1168 | 0.03 | 1.03645 | 0.00000 | 1.03645 | 16.36 | 51097.16 |
| 6013 | 2008.06.12 06:00 | buy | 1169 | 0.01 | 1.03680 | 0.00000 | 0.00000 | ||
| 6014 | 2008.06.12 06:00 | modify | 1169 | 0.01 | 1.03680 | 0.00000 | 1.03760 | ||
| 6015 | 2008.06.12 06:30 | buy | 1170 | 0.01 | 1.03580 | 0.00000 | 0.00000 | ||
| 6016 | 2008.06.12 06:30 | modify | 1169 | 0.01 | 1.03680 | 0.00000 | 1.03710 | ||
| 6017 | 2008.06.12 06:30 | modify | 1170 | 0.01 | 1.03580 | 0.00000 | 1.03710 | ||
| 6018 | 2008.06.12 07:48 | t/p | 1169 | 0.01 | 1.03710 | 0.00000 | 1.03710 | 0.29 | 51097.45 |
| 6019 | 2008.06.12 07:48 | t/p | 1170 | 0.01 | 1.03710 | 0.00000 | 1.03710 | 1.25 | 51098.70 |
| 6020 | 2008.06.12 08:30 | buy | 1171 | 0.01 | 1.03760 | 0.00000 | 0.00000 | ||
| 6021 | 2008.06.12 08:30 | modify | 1171 | 0.01 | 1.03760 | 0.00000 | 1.03840 | ||
| 6022 | 2008.06.12 09:18 | t/p | 1171 | 0.01 | 1.03840 | 0.00000 | 1.03840 | 0.77 | 51099.47 |
| 6023 | 2008.06.12 10:00 | buy | 1172 | 0.01 | 1.04200 | 0.00000 | 0.00000 | ||
| 6024 | 2008.06.12 10:00 | modify | 1172 | 0.01 | 1.04200 | 0.00000 | 1.04280 | ||
| 6025 | 2008.06.12 10:03 | t/p | 1172 | 0.01 | 1.04280 | 0.00000 | 1.04280 | 0.77 | 51100.24 |
| 6026 | 2008.06.12 10:30 | buy | 1173 | 0.01 | 1.04270 | 0.00000 | 0.00000 | ||
| 6027 | 2008.06.12 10:30 | modify | 1173 | 0.01 | 1.04270 | 0.00000 | 1.04350 | ||
| 6028 | 2008.06.12 11:00 | buy | 1174 | 0.01 | 1.04180 | 0.00000 | 0.00000 | ||
| 6029 | 2008.06.12 11:00 | modify | 1173 | 0.01 | 1.04270 | 0.00000 | 1.04305 | ||
| 6030 | 2008.06.12 11:00 | modify | 1174 | 0.01 | 1.04180 | 0.00000 | 1.04305 | ||
| 6031 | 2008.06.12 11:30 | buy | 1175 | 0.01 | 1.04020 | 0.00000 | 0.00000 | ||
| 6032 | 2008.06.12 11:30 | modify | 1173 | 0.01 | 1.04270 | 0.00000 | 1.04237 | ||
| 6033 | 2008.06.12 11:30 | modify | 1174 | 0.01 | 1.04180 | 0.00000 | 1.04237 | ||
| 6034 | 2008.06.12 11:30 | modify | 1175 | 0.01 | 1.04020 | 0.00000 | 1.04237 | ||
| 6035 | 2008.06.12 12:35 | t/p | 1173 | 0.01 | 1.04237 | 0.00000 | 1.04237 | -0.32 | 51099.92 |
| 6036 | 2008.06.12 12:35 | t/p | 1174 | 0.01 | 1.04237 | 0.00000 | 1.04237 | 0.55 | 51100.47 |
| 6037 | 2008.06.12 12:35 | t/p | 1175 | 0.01 | 1.04237 | 0.00000 | 1.04237 | 2.08 | 51102.55 |
| 6038 | 2008.06.12 16:00 | buy | 1176 | 0.01 | 1.04640 | 0.00000 | 0.00000 | ||
| 6039 | 2008.06.12 16:00 | modify | 1176 | 0.01 | 1.04640 | 0.00000 | 1.04720 | ||
| 6040 | 2008.06.12 16:30 | buy | 1177 | 0.01 | 1.04410 | 0.00000 | 0.00000 | ||
| 6041 | 2008.06.12 16:30 | modify | 1176 | 0.01 | 1.04640 | 0.00000 | 1.04605 | ||
| 6042 | 2008.06.12 16:30 | modify | 1177 | 0.01 | 1.04410 | 0.00000 | 1.04605 | ||
| 6043 | 2008.06.12 16:46 | t/p | 1176 | 0.01 | 1.04605 | 0.00000 | 1.04605 | -0.34 | 51102.21 |
| 6044 | 2008.06.12 16:46 | t/p | 1177 | 0.01 | 1.04605 | 0.00000 | 1.04605 | 1.86 | 51104.07 |
| 6045 | 2008.06.13 10:00 | buy | 1178 | 0.01 | 1.04410 | 0.00000 | 0.00000 | ||
| 6046 | 2008.06.13 10:00 | modify | 1178 | 0.01 | 1.04410 | 0.00000 | 1.04490 | ||
| 6047 | 2008.06.13 10:13 | t/p | 1178 | 0.01 | 1.04490 | 0.00000 | 1.04490 | 0.77 | 51104.84 |
| 6048 | 2008.06.13 10:30 | buy | 1179 | 0.01 | 1.04510 | 0.00000 | 0.00000 | ||
| 6049 | 2008.06.13 10:30 | modify | 1179 | 0.01 | 1.04510 | 0.00000 | 1.04590 | ||
| 6050 | 2008.06.13 10:55 | t/p | 1179 | 0.01 | 1.04590 | 0.00000 | 1.04590 | 0.76 | 51105.60 |
| 6051 | 2008.06.13 11:00 | buy | 1180 | 0.01 | 1.04710 | 0.00000 | 0.00000 | ||
| 6052 | 2008.06.13 11:00 | modify | 1180 | 0.01 | 1.04710 | 0.00000 | 1.04790 | ||
| 6053 | 2008.06.13 11:30 | buy | 1181 | 0.01 | 1.04570 | 0.00000 | 0.00000 | ||
| 6054 | 2008.06.13 11:30 | modify | 1180 | 0.01 | 1.04710 | 0.00000 | 1.04720 | ||
| 6055 | 2008.06.13 11:30 | modify | 1181 | 0.01 | 1.04570 | 0.00000 | 1.04720 | ||
| 6056 | 2008.06.13 11:58 | t/p | 1180 | 0.01 | 1.04720 | 0.00000 | 1.04720 | 0.10 | 51105.70 |
| 6057 | 2008.06.13 11:58 | t/p | 1181 | 0.01 | 1.04720 | 0.00000 | 1.04720 | 1.43 | 51107.13 |
| 6058 | 2008.06.13 12:00 | buy | 1182 | 0.01 | 1.04650 | 0.00000 | 0.00000 | ||
| 6059 | 2008.06.13 12:00 | modify | 1182 | 0.01 | 1.04650 | 0.00000 | 1.04730 | ||
| 6060 | 2008.06.13 12:18 | t/p | 1182 | 0.01 | 1.04730 | 0.00000 | 1.04730 | 0.76 | 51107.89 |
| 6061 | 2008.06.13 12:30 | buy | 1183 | 0.01 | 1.04790 | 0.00000 | 0.00000 | ||
| 6062 | 2008.06.13 12:30 | modify | 1183 | 0.01 | 1.04790 | 0.00000 | 1.04870 | ||
| 6063 | 2008.06.13 12:31 | t/p | 1183 | 0.01 | 1.04870 | 0.00000 | 1.04870 | 0.76 | 51108.65 |
| 6064 | 2008.06.13 13:00 | buy | 1184 | 0.01 | 1.04920 | 0.00000 | 0.00000 | ||
| 6065 | 2008.06.13 13:00 | modify | 1184 | 0.01 | 1.04920 | 0.00000 | 1.05000 | ||
| 6066 | 2008.06.13 13:11 | t/p | 1184 | 0.01 | 1.05000 | 0.00000 | 1.05000 | 0.76 | 51109.41 |
| 6067 | 2008.06.13 13:30 | buy | 1185 | 0.01 | 1.05100 | 0.00000 | 0.00000 | ||
| 6068 | 2008.06.13 13:30 | modify | 1185 | 0.01 | 1.05100 | 0.00000 | 1.05180 | ||
| 6069 | 2008.06.13 13:32 | t/p | 1185 | 0.01 | 1.05180 | 0.00000 | 1.05180 | 0.76 | 51110.17 |
| 6070 | 2008.06.13 14:00 | buy | 1186 | 0.01 | 1.05140 | 0.00000 | 0.00000 | ||
| 6071 | 2008.06.13 14:00 | modify | 1186 | 0.01 | 1.05140 | 0.00000 | 1.05220 | ||
| 6072 | 2008.06.13 14:02 | t/p | 1186 | 0.01 | 1.05220 | 0.00000 | 1.05220 | 0.76 | 51110.93 |
| 6073 | 2008.06.13 14:30 | buy | 1187 | 0.01 | 1.05270 | 0.00000 | 0.00000 | ||
| 6074 | 2008.06.13 14:30 | modify | 1187 | 0.01 | 1.05270 | 0.00000 | 1.05350 | ||
| 6075 | 2008.06.13 15:30 | buy | 1188 | 0.01 | 1.05080 | 0.00000 | 0.00000 | ||
| 6076 | 2008.06.13 15:30 | modify | 1187 | 0.01 | 1.05270 | 0.00000 | 1.05255 | ||
| 6077 | 2008.06.13 15:30 | modify | 1188 | 0.01 | 1.05080 | 0.00000 | 1.05255 | ||
| 6078 | 2008.06.13 15:40 | t/p | 1187 | 0.01 | 1.05255 | 0.00000 | 1.05255 | -0.14 | 51110.79 |
| 6079 | 2008.06.13 15:40 | t/p | 1188 | 0.01 | 1.05255 | 0.00000 | 1.05255 | 1.66 | 51112.45 |
| 6080 | 2008.06.16 09:30 | buy | 1189 | 0.01 | 1.04960 | 0.00000 | 0.00000 | ||
| 6081 | 2008.06.16 09:30 | modify | 1189 | 0.01 | 1.04960 | 0.00000 | 1.05040 | ||
| 6082 | 2008.06.16 09:42 | t/p | 1189 | 0.01 | 1.05040 | 0.00000 | 1.05040 | 0.76 | 51113.21 |
| 6083 | 2008.06.16 10:00 | buy | 1190 | 0.01 | 1.05120 | 0.00000 | 0.00000 | ||
| 6084 | 2008.06.16 10:00 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.05200 | ||
| 6085 | 2008.06.16 10:30 | buy | 1191 | 0.01 | 1.05000 | 0.00000 | 0.00000 | ||
| 6086 | 2008.06.16 10:30 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.05140 | ||
| 6087 | 2008.06.16 10:30 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.05140 | ||
| 6088 | 2008.06.16 11:00 | buy | 1192 | 0.01 | 1.04920 | 0.00000 | 0.00000 | ||
| 6089 | 2008.06.16 11:00 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.05093 | ||
| 6090 | 2008.06.16 11:00 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.05093 | ||
| 6091 | 2008.06.16 11:00 | modify | 1192 | 0.01 | 1.04920 | 0.00000 | 1.05093 | ||
| 6092 | 2008.06.16 11:30 | buy | 1193 | 0.01 | 1.04630 | 0.00000 | 0.00000 | ||
| 6093 | 2008.06.16 11:30 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.04998 | ||
| 6094 | 2008.06.16 11:30 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.04998 | ||
| 6095 | 2008.06.16 11:30 | modify | 1192 | 0.01 | 1.04920 | 0.00000 | 1.04998 | ||
| 6096 | 2008.06.16 11:30 | modify | 1193 | 0.01 | 1.04630 | 0.00000 | 1.04998 | ||
| 6097 | 2008.06.16 12:00 | buy | 1194 | 0.01 | 1.04520 | 0.00000 | 0.00000 | ||
| 6098 | 2008.06.16 12:00 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.04918 | ||
| 6099 | 2008.06.16 12:00 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.04918 | ||
| 6100 | 2008.06.16 12:00 | modify | 1192 | 0.01 | 1.04920 | 0.00000 | 1.04918 | ||
| 6101 | 2008.06.16 12:00 | modify | 1193 | 0.01 | 1.04630 | 0.00000 | 1.04918 | ||
| 6102 | 2008.06.16 12:00 | modify | 1194 | 0.01 | 1.04520 | 0.00000 | 1.04918 | ||
| 6103 | 2008.06.16 14:00 | buy | 1195 | 0.02 | 1.04380 | 0.00000 | 0.00000 | ||
| 6104 | 2008.06.16 14:00 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.04787 | ||
| 6105 | 2008.06.16 14:00 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.04787 | ||
| 6106 | 2008.06.16 14:00 | modify | 1192 | 0.01 | 1.04920 | 0.00000 | 1.04787 | ||
| 6107 | 2008.06.16 14:00 | modify | 1193 | 0.01 | 1.04630 | 0.00000 | 1.04787 | ||
| 6108 | 2008.06.16 14:00 | modify | 1194 | 0.01 | 1.04520 | 0.00000 | 1.04787 | ||
| 6109 | 2008.06.16 14:00 | modify | 1195 | 0.02 | 1.04380 | 0.00000 | 1.04787 | ||
| 6110 | 2008.06.16 16:00 | buy | 1196 | 0.02 | 1.04110 | 0.00000 | 0.00000 | ||
| 6111 | 2008.06.16 16:00 | sell | 1197 | 0.01 | 1.04100 | 0.00000 | 0.00000 | ||
| 6112 | 2008.06.16 16:00 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.04654 | ||
| 6113 | 2008.06.16 16:00 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.04654 | ||
| 6114 | 2008.06.16 16:00 | modify | 1192 | 0.01 | 1.04920 | 0.00000 | 1.04654 | ||
| 6115 | 2008.06.16 16:00 | modify | 1193 | 0.01 | 1.04630 | 0.00000 | 1.04654 | ||
| 6116 | 2008.06.16 16:00 | modify | 1194 | 0.01 | 1.04520 | 0.00000 | 1.04654 | ||
| 6117 | 2008.06.16 16:00 | modify | 1195 | 0.02 | 1.04380 | 0.00000 | 1.04654 | ||
| 6118 | 2008.06.16 16:00 | modify | 1196 | 0.02 | 1.04110 | 0.00000 | 1.04654 | ||
| 6119 | 2008.06.16 16:00 | modify | 1197 | 0.01 | 1.04100 | 0.00000 | 1.04020 | ||
| 6120 | 2008.06.16 16:06 | t/p | 1197 | 0.01 | 1.04020 | 0.00000 | 1.04020 | 0.77 | 51113.98 |
| 6121 | 2008.06.16 16:30 | buy | 1198 | 0.02 | 1.03880 | 0.00000 | 0.00000 | ||
| 6122 | 2008.06.16 16:30 | sell | 1199 | 0.01 | 1.03870 | 0.00000 | 0.00000 | ||
| 6123 | 2008.06.16 16:30 | modify | 1190 | 0.01 | 1.05120 | 0.00000 | 1.04528 | ||
| 6124 | 2008.06.16 16:30 | modify | 1191 | 0.01 | 1.05000 | 0.00000 | 1.04528 | ||
| 6125 | 2008.06.16 16:30 | modify | 1192 | 0.01 | 1.04920 | 0.00000 | 1.04528 | ||
| 6126 | 2008.06.16 16:30 | modify | 1193 | 0.01 | 1.04630 | 0.00000 | 1.04528 | ||
| 6127 | 2008.06.16 16:30 | modify | 1194 | 0.01 | 1.04520 | 0.00000 | 1.04528 | ||
| 6128 | 2008.06.16 16:30 | modify | 1195 | 0.02 | 1.04380 | 0.00000 | 1.04528 | ||
| 6129 | 2008.06.16 16:30 | modify | 1196 | 0.02 | 1.04110 | 0.00000 | 1.04528 | ||
| 6130 | 2008.06.16 16:30 | modify | 1198 | 0.02 | 1.03880 | 0.00000 | 1.04528 | ||
| 6131 | 2008.06.16 16:30 | modify | 1199 | 0.01 | 1.03870 | 0.00000 | 1.03790 | ||
| 6132 | 2008.06.16 17:00 | sell | 1200 | 0.01 | 1.04070 | 0.00000 | 0.00000 | ||
| 6133 | 2008.06.16 17:00 | modify | 1199 | 0.01 | 1.03870 | 0.00000 | 1.03890 | ||
| 6134 | 2008.06.16 17:00 | modify | 1200 | 0.01 | 1.04070 | 0.00000 | 1.03890 | ||
| 6135 | 2008.06.16 17:30 | sell | 1201 | 0.01 | 1.04230 | 0.00000 | 0.00000 | ||
| 6136 | 2008.06.16 17:30 | modify | 1199 | 0.01 | 1.03870 | 0.00000 | 1.03977 | ||
| 6137 | 2008.06.16 17:30 | modify | 1200 | 0.01 | 1.04070 | 0.00000 | 1.03977 | ||
| 6138 | 2008.06.16 17:30 | modify | 1201 | 0.01 | 1.04230 | 0.00000 | 1.03977 | ||
| 6139 | 2008.06.16 18:00 | sell | 1202 | 0.01 | 1.04410 | 0.00000 | 0.00000 | ||
| 6140 | 2008.06.16 18:00 | modify | 1199 | 0.01 | 1.03870 | 0.00000 | 1.04065 | ||
| 6141 | 2008.06.16 18:00 | modify | 1200 | 0.01 | 1.04070 | 0.00000 | 1.04065 | ||
| 6142 | 2008.06.16 18:00 | modify | 1201 | 0.01 | 1.04230 | 0.00000 | 1.04065 | ||
| 6143 | 2008.06.16 18:00 | modify | 1202 | 0.01 | 1.04410 | 0.00000 | 1.04065 | ||
| 6144 | 2008.06.16 20:32 | t/p | 1190 | 0.01 | 1.04528 | 0.00000 | 1.04528 | -5.66 | 51108.32 |
| 6145 | 2008.06.16 20:32 | t/p | 1191 | 0.01 | 1.04528 | 0.00000 | 1.04528 | -4.52 | 51103.80 |
| 6146 | 2008.06.16 20:32 | t/p | 1192 | 0.01 | 1.04528 | 0.00000 | 1.04528 | -3.75 | 51100.05 |
| 6147 | 2008.06.16 20:32 | t/p | 1193 | 0.01 | 1.04528 | 0.00000 | 1.04528 | -0.98 | 51099.07 |
| 6148 | 2008.06.16 20:32 | t/p | 1194 | 0.01 | 1.04528 | 0.00000 | 1.04528 | 0.08 | 51099.15 |
| 6149 | 2008.06.16 20:32 | t/p | 1195 | 0.02 | 1.04528 | 0.00000 | 1.04528 | 2.83 | 51101.98 |
| 6150 | 2008.06.16 20:32 | t/p | 1196 | 0.02 | 1.04528 | 0.00000 | 1.04528 | 8.00 | 51109.98 |