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 |
| 6301 | 2008.06.20 14:06 | t/p | 1233 | 0.01 | 1.03530 | 0.00000 | 1.03530 | 0.77 | 51152.99 |
| 6302 | 2008.06.20 14:30 | sell | 1234 | 0.01 | 1.03490 | 0.00000 | 0.00000 | ||
| 6303 | 2008.06.20 14:30 | modify | 1234 | 0.01 | 1.03490 | 0.00000 | 1.03410 | ||
| 6304 | 2008.06.20 16:30 | sell | 1235 | 0.01 | 1.03630 | 0.00000 | 0.00000 | ||
| 6305 | 2008.06.20 16:30 | modify | 1234 | 0.01 | 1.03490 | 0.00000 | 1.03480 | ||
| 6306 | 2008.06.20 16:30 | modify | 1235 | 0.01 | 1.03630 | 0.00000 | 1.03480 | ||
| 6307 | 2008.06.20 16:49 | t/p | 1234 | 0.01 | 1.03480 | 0.00000 | 1.03480 | 0.10 | 51153.09 |
| 6308 | 2008.06.20 16:49 | t/p | 1235 | 0.01 | 1.03480 | 0.00000 | 1.03480 | 1.45 | 51154.54 |
| 6309 | 2008.06.20 17:30 | sell | 1236 | 0.01 | 1.03100 | 0.00000 | 0.00000 | ||
| 6310 | 2008.06.20 17:30 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03020 | ||
| 6311 | 2008.06.20 18:00 | sell | 1237 | 0.01 | 1.03390 | 0.00000 | 0.00000 | ||
| 6312 | 2008.06.20 18:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03165 | ||
| 6313 | 2008.06.20 18:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03165 | ||
| 6314 | 2008.06.20 20:00 | sell | 1238 | 0.01 | 1.03490 | 0.00000 | 0.00000 | ||
| 6315 | 2008.06.20 20:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03247 | ||
| 6316 | 2008.06.20 20:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03247 | ||
| 6317 | 2008.06.20 20:00 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03247 | ||
| 6318 | 2008.06.23 02:00 | sell | 1239 | 0.01 | 1.03710 | 0.00000 | 0.00000 | ||
| 6319 | 2008.06.23 02:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03343 | ||
| 6320 | 2008.06.23 02:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03343 | ||
| 6321 | 2008.06.23 02:00 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03343 | ||
| 6322 | 2008.06.23 02:00 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03343 | ||
| 6323 | 2008.06.23 10:00 | sell | 1240 | 0.01 | 1.03810 | 0.00000 | 0.00000 | ||
| 6324 | 2008.06.23 10:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03420 | ||
| 6325 | 2008.06.23 10:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03420 | ||
| 6326 | 2008.06.23 10:00 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03420 | ||
| 6327 | 2008.06.23 10:00 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03420 | ||
| 6328 | 2008.06.23 10:00 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.03420 | ||
| 6329 | 2008.06.23 10:30 | sell | 1241 | 0.02 | 1.03960 | 0.00000 | 0.00000 | ||
| 6330 | 2008.06.23 10:30 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03551 | ||
| 6331 | 2008.06.23 10:30 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03551 | ||
| 6332 | 2008.06.23 10:30 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03551 | ||
| 6333 | 2008.06.23 10:30 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03551 | ||
| 6334 | 2008.06.23 10:30 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.03551 | ||
| 6335 | 2008.06.23 10:30 | modify | 1241 | 0.02 | 1.03960 | 0.00000 | 1.03551 | ||
| 6336 | 2008.06.23 11:00 | sell | 1242 | 0.02 | 1.04150 | 0.00000 | 0.00000 | ||
| 6337 | 2008.06.23 11:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03667 | ||
| 6338 | 2008.06.23 11:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03667 | ||
| 6339 | 2008.06.23 11:00 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03667 | ||
| 6340 | 2008.06.23 11:00 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03667 | ||
| 6341 | 2008.06.23 11:00 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.03667 | ||
| 6342 | 2008.06.23 11:00 | modify | 1241 | 0.02 | 1.03960 | 0.00000 | 1.03667 | ||
| 6343 | 2008.06.23 11:00 | modify | 1242 | 0.02 | 1.04150 | 0.00000 | 1.03667 | ||
| 6344 | 2008.06.23 11:30 | buy | 1243 | 0.01 | 1.04380 | 0.00000 | 0.00000 | ||
| 6345 | 2008.06.23 11:30 | sell | 1244 | 0.02 | 1.04370 | 0.00000 | 0.00000 | ||
| 6346 | 2008.06.23 11:30 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03780 | ||
| 6347 | 2008.06.23 11:30 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03780 | ||
| 6348 | 2008.06.23 11:30 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03780 | ||
| 6349 | 2008.06.23 11:30 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03780 | ||
| 6350 | 2008.06.23 11:30 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.03780 | ||
| 6351 | 2008.06.23 11:30 | modify | 1241 | 0.02 | 1.03960 | 0.00000 | 1.03780 | ||
| 6352 | 2008.06.23 11:30 | modify | 1242 | 0.02 | 1.04150 | 0.00000 | 1.03780 | ||
| 6353 | 2008.06.23 11:30 | modify | 1243 | 0.01 | 1.04380 | 0.00000 | 1.04460 | ||
| 6354 | 2008.06.23 11:30 | modify | 1244 | 0.02 | 1.04370 | 0.00000 | 1.03780 | ||
| 6355 | 2008.06.23 12:30 | buy | 1245 | 0.01 | 1.04230 | 0.00000 | 0.00000 | ||
| 6356 | 2008.06.23 12:30 | modify | 1243 | 0.01 | 1.04380 | 0.00000 | 1.04385 | ||
| 6357 | 2008.06.23 12:30 | modify | 1245 | 0.01 | 1.04230 | 0.00000 | 1.04385 | ||
| 6358 | 2008.06.23 13:00 | t/p | 1243 | 0.01 | 1.04385 | 0.00000 | 1.04385 | 0.05 | 51154.59 |
| 6359 | 2008.06.23 13:00 | t/p | 1245 | 0.01 | 1.04385 | 0.00000 | 1.04385 | 1.48 | 51156.07 |
| 6360 | 2008.06.23 15:00 | sell | 1246 | 0.02 | 1.04480 | 0.00000 | 0.00000 | ||
| 6361 | 2008.06.23 15:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03875 | ||
| 6362 | 2008.06.23 15:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03875 | ||
| 6363 | 2008.06.23 15:00 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03875 | ||
| 6364 | 2008.06.23 15:00 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03875 | ||
| 6365 | 2008.06.23 15:00 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.03875 | ||
| 6366 | 2008.06.23 15:00 | modify | 1241 | 0.02 | 1.03960 | 0.00000 | 1.03875 | ||
| 6367 | 2008.06.23 15:00 | modify | 1242 | 0.02 | 1.04150 | 0.00000 | 1.03875 | ||
| 6368 | 2008.06.23 15:00 | modify | 1244 | 0.02 | 1.04370 | 0.00000 | 1.03875 | ||
| 6369 | 2008.06.23 15:00 | modify | 1246 | 0.02 | 1.04480 | 0.00000 | 1.03875 | ||
| 6370 | 2008.06.23 15:30 | sell | 1247 | 0.02 | 1.04630 | 0.00000 | 0.00000 | ||
| 6371 | 2008.06.23 15:30 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.03965 | ||
| 6372 | 2008.06.23 15:30 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.03965 | ||
| 6373 | 2008.06.23 15:30 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.03965 | ||
| 6374 | 2008.06.23 15:30 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.03965 | ||
| 6375 | 2008.06.23 15:30 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.03965 | ||
| 6376 | 2008.06.23 15:30 | modify | 1241 | 0.02 | 1.03960 | 0.00000 | 1.03965 | ||
| 6377 | 2008.06.23 15:30 | modify | 1242 | 0.02 | 1.04150 | 0.00000 | 1.03965 | ||
| 6378 | 2008.06.23 15:30 | modify | 1244 | 0.02 | 1.04370 | 0.00000 | 1.03965 | ||
| 6379 | 2008.06.23 15:30 | modify | 1246 | 0.02 | 1.04480 | 0.00000 | 1.03965 | ||
| 6380 | 2008.06.23 15:30 | modify | 1247 | 0.02 | 1.04630 | 0.00000 | 1.03965 | ||
| 6381 | 2008.06.23 16:00 | sell | 1248 | 0.03 | 1.04730 | 0.00000 | 0.00000 | ||
| 6382 | 2008.06.23 16:00 | modify | 1236 | 0.01 | 1.03100 | 0.00000 | 1.04079 | ||
| 6383 | 2008.06.23 16:00 | modify | 1237 | 0.01 | 1.03390 | 0.00000 | 1.04079 | ||
| 6384 | 2008.06.23 16:00 | modify | 1238 | 0.01 | 1.03490 | 0.00000 | 1.04079 | ||
| 6385 | 2008.06.23 16:00 | modify | 1239 | 0.01 | 1.03710 | 0.00000 | 1.04079 | ||
| 6386 | 2008.06.23 16:00 | modify | 1240 | 0.01 | 1.03810 | 0.00000 | 1.04079 | ||
| 6387 | 2008.06.23 16:00 | modify | 1241 | 0.02 | 1.03960 | 0.00000 | 1.04079 | ||
| 6388 | 2008.06.23 16:00 | modify | 1242 | 0.02 | 1.04150 | 0.00000 | 1.04079 | ||
| 6389 | 2008.06.23 16:00 | modify | 1244 | 0.02 | 1.04370 | 0.00000 | 1.04079 | ||
| 6390 | 2008.06.23 16:00 | modify | 1246 | 0.02 | 1.04480 | 0.00000 | 1.04079 | ||
| 6391 | 2008.06.23 16:00 | modify | 1247 | 0.02 | 1.04630 | 0.00000 | 1.04079 | ||
| 6392 | 2008.06.23 16:00 | modify | 1248 | 0.03 | 1.04730 | 0.00000 | 1.04079 | ||
| 6393 | 2008.06.24 05:30 | buy | 1249 | 0.01 | 1.04650 | 0.00000 | 0.00000 | ||
| 6394 | 2008.06.24 05:30 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04730 | ||
| 6395 | 2008.06.24 07:00 | buy | 1250 | 0.01 | 1.04510 | 0.00000 | 0.00000 | ||
| 6396 | 2008.06.24 07:00 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04660 | ||
| 6397 | 2008.06.24 07:00 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04660 | ||
| 6398 | 2008.06.24 09:30 | buy | 1251 | 0.01 | 1.04410 | 0.00000 | 0.00000 | ||
| 6399 | 2008.06.24 09:30 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04603 | ||
| 6400 | 2008.06.24 09:30 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04603 | ||
| 6401 | 2008.06.24 09:30 | modify | 1251 | 0.01 | 1.04410 | 0.00000 | 1.04603 | ||
| 6402 | 2008.06.24 10:30 | buy | 1252 | 0.01 | 1.04190 | 0.00000 | 0.00000 | ||
| 6403 | 2008.06.24 10:30 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04520 | ||
| 6404 | 2008.06.24 10:30 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04520 | ||
| 6405 | 2008.06.24 10:30 | modify | 1251 | 0.01 | 1.04410 | 0.00000 | 1.04520 | ||
| 6406 | 2008.06.24 10:30 | modify | 1252 | 0.01 | 1.04190 | 0.00000 | 1.04520 | ||
| 6407 | 2008.06.24 10:32 | t/p | 1236 | 0.01 | 1.04079 | 0.00000 | 1.04079 | -9.47 | 51146.59 |
| 6408 | 2008.06.24 10:32 | t/p | 1237 | 0.01 | 1.04079 | 0.00000 | 1.04079 | -6.68 | 51139.91 |
| 6409 | 2008.06.24 10:32 | t/p | 1238 | 0.01 | 1.04079 | 0.00000 | 1.04079 | -5.72 | 51134.19 |
| 6410 | 2008.06.24 10:32 | t/p | 1239 | 0.01 | 1.04079 | 0.00000 | 1.04079 | -3.58 | 51130.61 |
| 6411 | 2008.06.24 10:32 | t/p | 1240 | 0.01 | 1.04079 | 0.00000 | 1.04079 | -2.61 | 51127.99 |
| 6412 | 2008.06.24 10:32 | t/p | 1241 | 0.02 | 1.04079 | 0.00000 | 1.04079 | -2.35 | 51125.64 |
| 6413 | 2008.06.24 10:32 | t/p | 1242 | 0.02 | 1.04079 | 0.00000 | 1.04079 | 1.30 | 51126.94 |
| 6414 | 2008.06.24 10:32 | t/p | 1244 | 0.02 | 1.04079 | 0.00000 | 1.04079 | 5.53 | 51132.46 |
| 6415 | 2008.06.24 10:32 | t/p | 1246 | 0.02 | 1.04079 | 0.00000 | 1.04079 | 7.65 | 51140.11 |
| 6416 | 2008.06.24 10:32 | t/p | 1247 | 0.02 | 1.04079 | 0.00000 | 1.04079 | 10.53 | 51150.64 |
| 6417 | 2008.06.24 10:32 | t/p | 1248 | 0.03 | 1.04079 | 0.00000 | 1.04079 | 18.67 | 51169.30 |
| 6418 | 2008.06.24 12:30 | buy | 1253 | 0.01 | 1.04120 | 0.00000 | 0.00000 | ||
| 6419 | 2008.06.24 12:30 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04456 | ||
| 6420 | 2008.06.24 12:30 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04456 | ||
| 6421 | 2008.06.24 12:30 | modify | 1251 | 0.01 | 1.04410 | 0.00000 | 1.04456 | ||
| 6422 | 2008.06.24 12:30 | modify | 1252 | 0.01 | 1.04190 | 0.00000 | 1.04456 | ||
| 6423 | 2008.06.24 12:30 | modify | 1253 | 0.01 | 1.04120 | 0.00000 | 1.04456 | ||
| 6424 | 2008.06.24 13:00 | sell | 1254 | 0.01 | 1.04080 | 0.00000 | 0.00000 | ||
| 6425 | 2008.06.24 13:00 | modify | 1254 | 0.01 | 1.04080 | 0.00000 | 1.04000 | ||
| 6426 | 2008.06.24 13:10 | t/p | 1254 | 0.01 | 1.04000 | 0.00000 | 1.04000 | 0.77 | 51170.07 |
| 6427 | 2008.06.24 15:00 | buy | 1255 | 0.02 | 1.04020 | 0.00000 | 0.00000 | ||
| 6428 | 2008.06.24 15:00 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04354 | ||
| 6429 | 2008.06.24 15:00 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04354 | ||
| 6430 | 2008.06.24 15:00 | modify | 1251 | 0.01 | 1.04410 | 0.00000 | 1.04354 | ||
| 6431 | 2008.06.24 15:00 | modify | 1252 | 0.01 | 1.04190 | 0.00000 | 1.04354 | ||
| 6432 | 2008.06.24 15:00 | modify | 1253 | 0.01 | 1.04120 | 0.00000 | 1.04354 | ||
| 6433 | 2008.06.24 15:00 | modify | 1255 | 0.02 | 1.04020 | 0.00000 | 1.04354 | ||
| 6434 | 2008.06.24 15:30 | buy | 1256 | 0.02 | 1.03920 | 0.00000 | 0.00000 | ||
| 6435 | 2008.06.24 15:30 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04276 | ||
| 6436 | 2008.06.24 15:30 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04276 | ||
| 6437 | 2008.06.24 15:30 | modify | 1251 | 0.01 | 1.04410 | 0.00000 | 1.04276 | ||
| 6438 | 2008.06.24 15:30 | modify | 1252 | 0.01 | 1.04190 | 0.00000 | 1.04276 | ||
| 6439 | 2008.06.24 15:30 | modify | 1253 | 0.01 | 1.04120 | 0.00000 | 1.04276 | ||
| 6440 | 2008.06.24 15:30 | modify | 1255 | 0.02 | 1.04020 | 0.00000 | 1.04276 | ||
| 6441 | 2008.06.24 15:30 | modify | 1256 | 0.02 | 1.03920 | 0.00000 | 1.04276 | ||
| 6442 | 2008.06.24 17:30 | buy | 1257 | 0.02 | 1.03600 | 0.00000 | 0.00000 | ||
| 6443 | 2008.06.24 17:30 | sell | 1258 | 0.01 | 1.03590 | 0.00000 | 0.00000 | ||
| 6444 | 2008.06.24 17:30 | modify | 1249 | 0.01 | 1.04650 | 0.00000 | 1.04167 | ||
| 6445 | 2008.06.24 17:30 | modify | 1250 | 0.01 | 1.04510 | 0.00000 | 1.04167 | ||
| 6446 | 2008.06.24 17:30 | modify | 1251 | 0.01 | 1.04410 | 0.00000 | 1.04167 | ||
| 6447 | 2008.06.24 17:30 | modify | 1252 | 0.01 | 1.04190 | 0.00000 | 1.04167 | ||
| 6448 | 2008.06.24 17:30 | modify | 1253 | 0.01 | 1.04120 | 0.00000 | 1.04167 | ||
| 6449 | 2008.06.24 17:30 | modify | 1255 | 0.02 | 1.04020 | 0.00000 | 1.04167 | ||
| 6450 | 2008.06.24 17:30 | modify | 1256 | 0.02 | 1.03920 | 0.00000 | 1.04167 | ||