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 |
| 6151 | 2008.06.16 20:32 | t/p | 1198 | 0.02 | 1.04528 | 0.00000 | 1.04528 | 12.40 | 51122.38 |
| 6152 | 2008.06.16 21:00 | sell | 1203 | 0.01 | 1.04530 | 0.00000 | 0.00000 | ||
| 6153 | 2008.06.16 21:00 | modify | 1199 | 0.01 | 1.03870 | 0.00000 | 1.04142 | ||
| 6154 | 2008.06.16 21:00 | modify | 1200 | 0.01 | 1.04070 | 0.00000 | 1.04142 | ||
| 6155 | 2008.06.16 21:00 | modify | 1201 | 0.01 | 1.04230 | 0.00000 | 1.04142 | ||
| 6156 | 2008.06.16 21:00 | modify | 1202 | 0.01 | 1.04410 | 0.00000 | 1.04142 | ||
| 6157 | 2008.06.16 21:00 | modify | 1203 | 0.01 | 1.04530 | 0.00000 | 1.04142 | ||
| 6158 | 2008.06.17 04:22 | t/p | 1199 | 0.01 | 1.04142 | 0.00000 | 1.04142 | -2.64 | 51119.74 |
| 6159 | 2008.06.17 04:22 | t/p | 1200 | 0.01 | 1.04142 | 0.00000 | 1.04142 | -0.72 | 51119.02 |
| 6160 | 2008.06.17 04:22 | t/p | 1201 | 0.01 | 1.04142 | 0.00000 | 1.04142 | 0.81 | 51119.83 |
| 6161 | 2008.06.17 04:22 | t/p | 1202 | 0.01 | 1.04142 | 0.00000 | 1.04142 | 2.54 | 51122.37 |
| 6162 | 2008.06.17 04:22 | t/p | 1203 | 0.01 | 1.04142 | 0.00000 | 1.04142 | 3.69 | 51126.05 |
| 6163 | 2008.06.17 05:00 | sell | 1204 | 0.01 | 1.04030 | 0.00000 | 0.00000 | ||
| 6164 | 2008.06.17 05:00 | modify | 1204 | 0.01 | 1.04030 | 0.00000 | 1.03950 | ||
| 6165 | 2008.06.17 06:09 | t/p | 1204 | 0.01 | 1.03950 | 0.00000 | 1.03950 | 0.77 | 51126.82 |
| 6166 | 2008.06.17 06:30 | sell | 1205 | 0.01 | 1.03890 | 0.00000 | 0.00000 | ||
| 6167 | 2008.06.17 06:30 | modify | 1205 | 0.01 | 1.03890 | 0.00000 | 1.03810 | ||
| 6168 | 2008.06.17 07:30 | sell | 1206 | 0.01 | 1.03990 | 0.00000 | 0.00000 | ||
| 6169 | 2008.06.17 07:30 | modify | 1205 | 0.01 | 1.03890 | 0.00000 | 1.03860 | ||
| 6170 | 2008.06.17 07:30 | modify | 1206 | 0.01 | 1.03990 | 0.00000 | 1.03860 | ||
| 6171 | 2008.06.17 09:43 | t/p | 1205 | 0.01 | 1.03860 | 0.00000 | 1.03860 | 0.29 | 51127.11 |
| 6172 | 2008.06.17 09:43 | t/p | 1206 | 0.01 | 1.03860 | 0.00000 | 1.03860 | 1.25 | 51128.36 |
| 6173 | 2008.06.17 14:30 | buy | 1207 | 0.01 | 1.04370 | 0.00000 | 0.00000 | ||
| 6174 | 2008.06.17 14:30 | modify | 1207 | 0.01 | 1.04370 | 0.00000 | 1.04450 | ||
| 6175 | 2008.06.17 15:12 | t/p | 1207 | 0.01 | 1.04450 | 0.00000 | 1.04450 | 0.77 | 51129.13 |
| 6176 | 2008.06.17 15:30 | buy | 1208 | 0.01 | 1.04510 | 0.00000 | 0.00000 | ||
| 6177 | 2008.06.17 15:30 | modify | 1208 | 0.01 | 1.04510 | 0.00000 | 1.04590 | ||
| 6178 | 2008.06.17 16:30 | buy | 1209 | 0.01 | 1.04390 | 0.00000 | 0.00000 | ||
| 6179 | 2008.06.17 16:30 | modify | 1208 | 0.01 | 1.04510 | 0.00000 | 1.04530 | ||
| 6180 | 2008.06.17 16:30 | modify | 1209 | 0.01 | 1.04390 | 0.00000 | 1.04530 | ||
| 6181 | 2008.06.17 17:07 | t/p | 1208 | 0.01 | 1.04530 | 0.00000 | 1.04530 | 0.19 | 51129.32 |
| 6182 | 2008.06.17 17:07 | t/p | 1209 | 0.01 | 1.04530 | 0.00000 | 1.04530 | 1.34 | 51130.66 |
| 6183 | 2008.06.18 12:00 | buy | 1210 | 0.01 | 1.04500 | 0.00000 | 0.00000 | ||
| 6184 | 2008.06.18 12:00 | modify | 1210 | 0.01 | 1.04500 | 0.00000 | 1.04580 | ||
| 6185 | 2008.06.18 13:09 | t/p | 1210 | 0.01 | 1.04580 | 0.00000 | 1.04580 | 0.76 | 51131.42 |
| 6186 | 2008.06.18 13:30 | buy | 1211 | 0.01 | 1.04610 | 0.00000 | 0.00000 | ||
| 6187 | 2008.06.18 13:30 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04690 | ||
| 6188 | 2008.06.18 14:00 | buy | 1212 | 0.01 | 1.04500 | 0.00000 | 0.00000 | ||
| 6189 | 2008.06.18 14:00 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04635 | ||
| 6190 | 2008.06.18 14:00 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04635 | ||
| 6191 | 2008.06.18 15:00 | buy | 1213 | 0.01 | 1.04330 | 0.00000 | 0.00000 | ||
| 6192 | 2008.06.18 15:00 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04560 | ||
| 6193 | 2008.06.18 15:00 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04560 | ||
| 6194 | 2008.06.18 15:00 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.04560 | ||
| 6195 | 2008.06.18 17:30 | buy | 1214 | 0.01 | 1.04240 | 0.00000 | 0.00000 | ||
| 6196 | 2008.06.18 17:30 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04500 | ||
| 6197 | 2008.06.18 17:30 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04500 | ||
| 6198 | 2008.06.18 17:30 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.04500 | ||
| 6199 | 2008.06.18 17:30 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.04500 | ||
| 6200 | 2008.06.18 18:00 | buy | 1215 | 0.01 | 1.03930 | 0.00000 | 0.00000 | ||
| 6201 | 2008.06.18 18:00 | sell | 1216 | 0.01 | 1.03920 | 0.00000 | 0.00000 | ||
| 6202 | 2008.06.18 18:00 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04402 | ||
| 6203 | 2008.06.18 18:00 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04402 | ||
| 6204 | 2008.06.18 18:00 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.04402 | ||
| 6205 | 2008.06.18 18:00 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.04402 | ||
| 6206 | 2008.06.18 18:00 | modify | 1215 | 0.01 | 1.03930 | 0.00000 | 1.04402 | ||
| 6207 | 2008.06.18 18:00 | modify | 1216 | 0.01 | 1.03920 | 0.00000 | 1.03840 | ||
| 6208 | 2008.06.18 18:30 | sell | 1217 | 0.01 | 1.04050 | 0.00000 | 0.00000 | ||
| 6209 | 2008.06.18 18:30 | modify | 1216 | 0.01 | 1.03920 | 0.00000 | 1.03905 | ||
| 6210 | 2008.06.18 18:30 | modify | 1217 | 0.01 | 1.04050 | 0.00000 | 1.03905 | ||
| 6211 | 2008.06.18 19:59 | t/p | 1216 | 0.01 | 1.03905 | 0.00000 | 1.03905 | 0.14 | 51131.56 |
| 6212 | 2008.06.18 19:59 | t/p | 1217 | 0.01 | 1.03905 | 0.00000 | 1.03905 | 1.40 | 51132.96 |
| 6213 | 2008.06.18 20:30 | buy | 1218 | 0.02 | 1.03800 | 0.00000 | 0.00000 | ||
| 6214 | 2008.06.18 20:30 | sell | 1219 | 0.01 | 1.03790 | 0.00000 | 0.00000 | ||
| 6215 | 2008.06.18 20:30 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04253 | ||
| 6216 | 2008.06.18 20:30 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04253 | ||
| 6217 | 2008.06.18 20:30 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.04253 | ||
| 6218 | 2008.06.18 20:30 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.04253 | ||
| 6219 | 2008.06.18 20:30 | modify | 1215 | 0.01 | 1.03930 | 0.00000 | 1.04253 | ||
| 6220 | 2008.06.18 20:30 | modify | 1218 | 0.02 | 1.03800 | 0.00000 | 1.04253 | ||
| 6221 | 2008.06.18 20:30 | modify | 1219 | 0.01 | 1.03790 | 0.00000 | 1.03710 | ||
| 6222 | 2008.06.18 20:38 | t/p | 1219 | 0.01 | 1.03710 | 0.00000 | 1.03710 | 0.77 | 51133.73 |
| 6223 | 2008.06.18 21:00 | buy | 1220 | 0.02 | 1.03670 | 0.00000 | 0.00000 | ||
| 6224 | 2008.06.18 21:00 | sell | 1221 | 0.01 | 1.03660 | 0.00000 | 0.00000 | ||
| 6225 | 2008.06.18 21:00 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04141 | ||
| 6226 | 2008.06.18 21:00 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04141 | ||
| 6227 | 2008.06.18 21:00 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.04141 | ||
| 6228 | 2008.06.18 21:00 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.04141 | ||
| 6229 | 2008.06.18 21:00 | modify | 1215 | 0.01 | 1.03930 | 0.00000 | 1.04141 | ||
| 6230 | 2008.06.18 21:00 | modify | 1218 | 0.02 | 1.03800 | 0.00000 | 1.04141 | ||
| 6231 | 2008.06.18 21:00 | modify | 1220 | 0.02 | 1.03670 | 0.00000 | 1.04141 | ||
| 6232 | 2008.06.18 21:00 | modify | 1221 | 0.01 | 1.03660 | 0.00000 | 1.03580 | ||
| 6233 | 2008.06.18 21:23 | t/p | 1221 | 0.01 | 1.03580 | 0.00000 | 1.03580 | 0.77 | 51134.50 |
| 6234 | 2008.06.18 21:30 | buy | 1222 | 0.02 | 1.03580 | 0.00000 | 0.00000 | ||
| 6235 | 2008.06.18 21:30 | sell | 1223 | 0.01 | 1.03570 | 0.00000 | 0.00000 | ||
| 6236 | 2008.06.18 21:30 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.04054 | ||
| 6237 | 2008.06.18 21:30 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.04054 | ||
| 6238 | 2008.06.18 21:30 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.04054 | ||
| 6239 | 2008.06.18 21:30 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.04054 | ||
| 6240 | 2008.06.18 21:30 | modify | 1215 | 0.01 | 1.03930 | 0.00000 | 1.04054 | ||
| 6241 | 2008.06.18 21:30 | modify | 1218 | 0.02 | 1.03800 | 0.00000 | 1.04054 | ||
| 6242 | 2008.06.18 21:30 | modify | 1220 | 0.02 | 1.03670 | 0.00000 | 1.04054 | ||
| 6243 | 2008.06.18 21:30 | modify | 1222 | 0.02 | 1.03580 | 0.00000 | 1.04054 | ||
| 6244 | 2008.06.18 21:30 | modify | 1223 | 0.01 | 1.03570 | 0.00000 | 1.03490 | ||
| 6245 | 2008.06.18 22:30 | sell | 1224 | 0.01 | 1.03660 | 0.00000 | 0.00000 | ||
| 6246 | 2008.06.18 22:30 | modify | 1223 | 0.01 | 1.03570 | 0.00000 | 1.03535 | ||
| 6247 | 2008.06.18 22:30 | modify | 1224 | 0.01 | 1.03660 | 0.00000 | 1.03535 | ||
| 6248 | 2008.06.19 02:19 | t/p | 1223 | 0.01 | 1.03535 | 0.00000 | 1.03535 | 0.25 | 51134.75 |
| 6249 | 2008.06.19 02:19 | t/p | 1224 | 0.01 | 1.03535 | 0.00000 | 1.03535 | 1.11 | 51135.86 |
| 6250 | 2008.06.19 03:30 | buy | 1225 | 0.02 | 1.03340 | 0.00000 | 0.00000 | ||
| 6251 | 2008.06.19 03:30 | sell | 1226 | 0.01 | 1.03330 | 0.00000 | 0.00000 | ||
| 6252 | 2008.06.19 03:30 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.03956 | ||
| 6253 | 2008.06.19 03:30 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.03956 | ||
| 6254 | 2008.06.19 03:30 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.03956 | ||
| 6255 | 2008.06.19 03:30 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.03956 | ||
| 6256 | 2008.06.19 03:30 | modify | 1215 | 0.01 | 1.03930 | 0.00000 | 1.03956 | ||
| 6257 | 2008.06.19 03:30 | modify | 1218 | 0.02 | 1.03800 | 0.00000 | 1.03956 | ||
| 6258 | 2008.06.19 03:30 | modify | 1220 | 0.02 | 1.03670 | 0.00000 | 1.03956 | ||
| 6259 | 2008.06.19 03:30 | modify | 1222 | 0.02 | 1.03580 | 0.00000 | 1.03956 | ||
| 6260 | 2008.06.19 03:30 | modify | 1225 | 0.02 | 1.03340 | 0.00000 | 1.03956 | ||
| 6261 | 2008.06.19 03:30 | modify | 1226 | 0.01 | 1.03330 | 0.00000 | 1.03250 | ||
| 6262 | 2008.06.19 03:47 | t/p | 1226 | 0.01 | 1.03250 | 0.00000 | 1.03250 | 0.77 | 51136.63 |
| 6263 | 2008.06.19 04:00 | sell | 1227 | 0.01 | 1.03290 | 0.00000 | 0.00000 | ||
| 6264 | 2008.06.19 04:00 | modify | 1227 | 0.01 | 1.03290 | 0.00000 | 1.03210 | ||
| 6265 | 2008.06.19 06:38 | t/p | 1227 | 0.01 | 1.03210 | 0.00000 | 1.03210 | 0.78 | 51137.41 |
| 6266 | 2008.06.19 10:00 | buy | 1228 | 0.02 | 1.03260 | 0.00000 | 0.00000 | ||
| 6267 | 2008.06.19 10:00 | modify | 1211 | 0.01 | 1.04610 | 0.00000 | 1.03874 | ||
| 6268 | 2008.06.19 10:00 | modify | 1212 | 0.01 | 1.04500 | 0.00000 | 1.03874 | ||
| 6269 | 2008.06.19 10:00 | modify | 1213 | 0.01 | 1.04330 | 0.00000 | 1.03874 | ||
| 6270 | 2008.06.19 10:00 | modify | 1214 | 0.01 | 1.04240 | 0.00000 | 1.03874 | ||
| 6271 | 2008.06.19 10:00 | modify | 1215 | 0.01 | 1.03930 | 0.00000 | 1.03874 | ||
| 6272 | 2008.06.19 10:00 | modify | 1218 | 0.02 | 1.03800 | 0.00000 | 1.03874 | ||
| 6273 | 2008.06.19 10:00 | modify | 1220 | 0.02 | 1.03670 | 0.00000 | 1.03874 | ||
| 6274 | 2008.06.19 10:00 | modify | 1222 | 0.02 | 1.03580 | 0.00000 | 1.03874 | ||
| 6275 | 2008.06.19 10:00 | modify | 1225 | 0.02 | 1.03340 | 0.00000 | 1.03874 | ||
| 6276 | 2008.06.19 10:00 | modify | 1228 | 0.02 | 1.03260 | 0.00000 | 1.03874 | ||
| 6277 | 2008.06.19 11:04 | t/p | 1211 | 0.01 | 1.03874 | 0.00000 | 1.03874 | -7.07 | 51130.34 |
| 6278 | 2008.06.19 11:04 | t/p | 1212 | 0.01 | 1.03874 | 0.00000 | 1.03874 | -6.01 | 51124.33 |
| 6279 | 2008.06.19 11:04 | t/p | 1213 | 0.01 | 1.03874 | 0.00000 | 1.03874 | -4.37 | 51119.95 |
| 6280 | 2008.06.19 11:04 | t/p | 1214 | 0.01 | 1.03874 | 0.00000 | 1.03874 | -3.50 | 51116.45 |
| 6281 | 2008.06.19 11:04 | t/p | 1215 | 0.01 | 1.03874 | 0.00000 | 1.03874 | -0.52 | 51115.93 |
| 6282 | 2008.06.19 11:04 | t/p | 1218 | 0.02 | 1.03874 | 0.00000 | 1.03874 | 1.45 | 51117.38 |
| 6283 | 2008.06.19 11:04 | t/p | 1220 | 0.02 | 1.03874 | 0.00000 | 1.03874 | 3.96 | 51121.34 |
| 6284 | 2008.06.19 11:04 | t/p | 1222 | 0.02 | 1.03874 | 0.00000 | 1.03874 | 5.69 | 51127.04 |
| 6285 | 2008.06.19 11:04 | t/p | 1225 | 0.02 | 1.03874 | 0.00000 | 1.03874 | 10.28 | 51137.32 |
| 6286 | 2008.06.19 11:04 | t/p | 1228 | 0.02 | 1.03874 | 0.00000 | 1.03874 | 11.82 | 51149.14 |
| 6287 | 2008.06.20 09:00 | sell | 1229 | 0.01 | 1.04210 | 0.00000 | 0.00000 | ||
| 6288 | 2008.06.20 09:00 | modify | 1229 | 0.01 | 1.04210 | 0.00000 | 1.04130 | ||
| 6289 | 2008.06.20 10:14 | t/p | 1229 | 0.01 | 1.04130 | 0.00000 | 1.04130 | 0.77 | 51149.91 |
| 6290 | 2008.06.20 10:30 | sell | 1230 | 0.01 | 1.04170 | 0.00000 | 0.00000 | ||
| 6291 | 2008.06.20 10:30 | modify | 1230 | 0.01 | 1.04170 | 0.00000 | 1.04090 | ||
| 6292 | 2008.06.20 10:40 | t/p | 1230 | 0.01 | 1.04090 | 0.00000 | 1.04090 | 0.77 | 51150.68 |
| 6293 | 2008.06.20 11:00 | sell | 1231 | 0.01 | 1.03970 | 0.00000 | 0.00000 | ||
| 6294 | 2008.06.20 11:00 | modify | 1231 | 0.01 | 1.03970 | 0.00000 | 1.03890 | ||
| 6295 | 2008.06.20 12:40 | t/p | 1231 | 0.01 | 1.03890 | 0.00000 | 1.03890 | 0.77 | 51151.45 |
| 6296 | 2008.06.20 13:00 | sell | 1232 | 0.01 | 1.03700 | 0.00000 | 0.00000 | ||
| 6297 | 2008.06.20 13:00 | modify | 1232 | 0.01 | 1.03700 | 0.00000 | 1.03620 | ||
| 6298 | 2008.06.20 13:05 | t/p | 1232 | 0.01 | 1.03620 | 0.00000 | 1.03620 | 0.77 | 51152.22 |
| 6299 | 2008.06.20 13:30 | sell | 1233 | 0.01 | 1.03610 | 0.00000 | 0.00000 | ||
| 6300 | 2008.06.20 13:30 | modify | 1233 | 0.01 | 1.03610 | 0.00000 | 1.03530 | ||