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 |
| 6451 | 2008.06.24 17:30 | modify | 1257 | 0.02 | 1.03600 | 0.00000 | 1.04167 | ||
| 6452 | 2008.06.24 17:30 | modify | 1258 | 0.01 | 1.03590 | 0.00000 | 1.03510 | ||
| 6453 | 2008.06.24 18:00 | sell | 1259 | 0.01 | 1.03810 | 0.00000 | 0.00000 | ||
| 6454 | 2008.06.24 18:00 | modify | 1258 | 0.01 | 1.03590 | 0.00000 | 1.03620 | ||
| 6455 | 2008.06.24 18:00 | modify | 1259 | 0.01 | 1.03810 | 0.00000 | 1.03620 | ||
| 6456 | 2008.06.24 19:30 | sell | 1260 | 0.01 | 1.04000 | 0.00000 | 0.00000 | ||
| 6457 | 2008.06.24 19:30 | modify | 1258 | 0.01 | 1.03590 | 0.00000 | 1.03720 | ||
| 6458 | 2008.06.24 19:30 | modify | 1259 | 0.01 | 1.03810 | 0.00000 | 1.03720 | ||
| 6459 | 2008.06.24 19:30 | modify | 1260 | 0.01 | 1.04000 | 0.00000 | 1.03720 | ||
| 6460 | 2008.06.24 23:00 | sell | 1261 | 0.01 | 1.04120 | 0.00000 | 0.00000 | ||
| 6461 | 2008.06.24 23:00 | modify | 1258 | 0.01 | 1.03590 | 0.00000 | 1.03800 | ||
| 6462 | 2008.06.24 23:00 | modify | 1259 | 0.01 | 1.03810 | 0.00000 | 1.03800 | ||
| 6463 | 2008.06.24 23:00 | modify | 1260 | 0.01 | 1.04000 | 0.00000 | 1.03800 | ||
| 6464 | 2008.06.24 23:00 | modify | 1261 | 0.01 | 1.04120 | 0.00000 | 1.03800 | ||
| 6465 | 2008.06.24 23:14 | t/p | 1249 | 0.01 | 1.04167 | 0.00000 | 1.04167 | -4.64 | 51165.43 |
| 6466 | 2008.06.24 23:14 | t/p | 1250 | 0.01 | 1.04167 | 0.00000 | 1.04167 | -3.29 | 51162.14 |
| 6467 | 2008.06.24 23:14 | t/p | 1251 | 0.01 | 1.04167 | 0.00000 | 1.04167 | -2.33 | 51159.81 |
| 6468 | 2008.06.24 23:14 | t/p | 1252 | 0.01 | 1.04167 | 0.00000 | 1.04167 | -0.22 | 51159.59 |
| 6469 | 2008.06.24 23:14 | t/p | 1253 | 0.01 | 1.04167 | 0.00000 | 1.04167 | 0.45 | 51160.04 |
| 6470 | 2008.06.24 23:14 | t/p | 1255 | 0.02 | 1.04167 | 0.00000 | 1.04167 | 2.82 | 51162.86 |
| 6471 | 2008.06.24 23:14 | t/p | 1256 | 0.02 | 1.04167 | 0.00000 | 1.04167 | 4.74 | 51167.60 |
| 6472 | 2008.06.24 23:14 | t/p | 1257 | 0.02 | 1.04167 | 0.00000 | 1.04167 | 10.89 | 51178.49 |
| 6473 | 2008.06.25 09:30 | buy | 1262 | 0.01 | 1.04220 | 0.00000 | 0.00000 | ||
| 6474 | 2008.06.25 09:30 | sell | 1263 | 0.01 | 1.04210 | 0.00000 | 0.00000 | ||
| 6475 | 2008.06.25 09:30 | modify | 1258 | 0.01 | 1.03590 | 0.00000 | 1.03866 | ||
| 6476 | 2008.06.25 09:30 | modify | 1259 | 0.01 | 1.03810 | 0.00000 | 1.03866 | ||
| 6477 | 2008.06.25 09:30 | modify | 1260 | 0.01 | 1.04000 | 0.00000 | 1.03866 | ||
| 6478 | 2008.06.25 09:30 | modify | 1261 | 0.01 | 1.04120 | 0.00000 | 1.03866 | ||
| 6479 | 2008.06.25 09:30 | modify | 1262 | 0.01 | 1.04220 | 0.00000 | 1.04300 | ||
| 6480 | 2008.06.25 09:30 | modify | 1263 | 0.01 | 1.04210 | 0.00000 | 1.03866 | ||
| 6481 | 2008.06.25 10:01 | t/p | 1262 | 0.01 | 1.04300 | 0.00000 | 1.04300 | 0.77 | 51179.26 |
| 6482 | 2008.06.25 10:30 | buy | 1264 | 0.01 | 1.04240 | 0.00000 | 0.00000 | ||
| 6483 | 2008.06.25 10:30 | modify | 1264 | 0.01 | 1.04240 | 0.00000 | 1.04320 | ||
| 6484 | 2008.06.25 10:37 | t/p | 1264 | 0.01 | 1.04320 | 0.00000 | 1.04320 | 0.77 | 51180.03 |
| 6485 | 2008.06.25 11:00 | buy | 1265 | 0.01 | 1.04250 | 0.00000 | 0.00000 | ||
| 6486 | 2008.06.25 11:00 | modify | 1265 | 0.01 | 1.04250 | 0.00000 | 1.04330 | ||
| 6487 | 2008.06.25 11:30 | t/p | 1265 | 0.01 | 1.04330 | 0.00000 | 1.04330 | 0.77 | 51180.80 |
| 6488 | 2008.06.25 16:20 | t/p | 1258 | 0.01 | 1.03866 | 0.00000 | 1.03866 | -2.69 | 51178.11 |
| 6489 | 2008.06.25 16:20 | t/p | 1259 | 0.01 | 1.03866 | 0.00000 | 1.03866 | -0.57 | 51177.54 |
| 6490 | 2008.06.25 16:20 | t/p | 1260 | 0.01 | 1.03866 | 0.00000 | 1.03866 | 1.26 | 51178.80 |
| 6491 | 2008.06.25 16:20 | t/p | 1261 | 0.01 | 1.03866 | 0.00000 | 1.03866 | 2.42 | 51181.22 |
| 6492 | 2008.06.25 16:20 | t/p | 1263 | 0.01 | 1.03866 | 0.00000 | 1.03866 | 3.31 | 51184.53 |
| 6493 | 2008.06.25 16:30 | sell | 1266 | 0.01 | 1.03820 | 0.00000 | 0.00000 | ||
| 6494 | 2008.06.25 16:30 | modify | 1266 | 0.01 | 1.03820 | 0.00000 | 1.03740 | ||
| 6495 | 2008.06.25 17:30 | sell | 1267 | 0.01 | 1.03990 | 0.00000 | 0.00000 | ||
| 6496 | 2008.06.25 17:30 | modify | 1266 | 0.01 | 1.03820 | 0.00000 | 1.03825 | ||
| 6497 | 2008.06.25 17:30 | modify | 1267 | 0.01 | 1.03990 | 0.00000 | 1.03825 | ||
| 6498 | 2008.06.25 18:00 | sell | 1268 | 0.01 | 1.04250 | 0.00000 | 0.00000 | ||
| 6499 | 2008.06.25 18:00 | modify | 1266 | 0.01 | 1.03820 | 0.00000 | 1.03940 | ||
| 6500 | 2008.06.25 18:00 | modify | 1267 | 0.01 | 1.03990 | 0.00000 | 1.03940 | ||
| 6501 | 2008.06.25 18:00 | modify | 1268 | 0.01 | 1.04250 | 0.00000 | 1.03940 | ||
| 6502 | 2008.06.25 21:13 | t/p | 1266 | 0.01 | 1.03940 | 0.00000 | 1.03940 | -1.15 | 51183.38 |
| 6503 | 2008.06.25 21:13 | t/p | 1267 | 0.01 | 1.03940 | 0.00000 | 1.03940 | 0.48 | 51183.86 |
| 6504 | 2008.06.25 21:13 | t/p | 1268 | 0.01 | 1.03940 | 0.00000 | 1.03940 | 2.98 | 51186.84 |
| 6505 | 2008.06.25 21:30 | sell | 1269 | 0.01 | 1.03630 | 0.00000 | 0.00000 | ||
| 6506 | 2008.06.25 21:30 | modify | 1269 | 0.01 | 1.03630 | 0.00000 | 1.03550 | ||
| 6507 | 2008.06.25 21:39 | t/p | 1269 | 0.01 | 1.03550 | 0.00000 | 1.03550 | 0.77 | 51187.61 |
| 6508 | 2008.06.25 22:00 | sell | 1270 | 0.01 | 1.03610 | 0.00000 | 0.00000 | ||
| 6509 | 2008.06.25 22:00 | modify | 1270 | 0.01 | 1.03610 | 0.00000 | 1.03530 | ||
| 6510 | 2008.06.25 22:15 | t/p | 1270 | 0.01 | 1.03530 | 0.00000 | 1.03530 | 0.77 | 51188.38 |
| 6511 | 2008.06.25 22:30 | sell | 1271 | 0.01 | 1.03510 | 0.00000 | 0.00000 | ||
| 6512 | 2008.06.25 22:30 | modify | 1271 | 0.01 | 1.03510 | 0.00000 | 1.03430 | ||
| 6513 | 2008.06.26 05:00 | sell | 1272 | 0.01 | 1.03600 | 0.00000 | 0.00000 | ||
| 6514 | 2008.06.26 05:00 | modify | 1271 | 0.01 | 1.03510 | 0.00000 | 1.03475 | ||
| 6515 | 2008.06.26 05:00 | modify | 1272 | 0.01 | 1.03600 | 0.00000 | 1.03475 | ||
| 6516 | 2008.06.26 08:06 | t/p | 1271 | 0.01 | 1.03475 | 0.00000 | 1.03475 | 0.24 | 51188.61 |
| 6517 | 2008.06.26 08:06 | t/p | 1272 | 0.01 | 1.03475 | 0.00000 | 1.03475 | 1.20 | 51189.81 |
| 6518 | 2008.06.26 08:30 | sell | 1273 | 0.01 | 1.03530 | 0.00000 | 0.00000 | ||
| 6519 | 2008.06.26 08:30 | modify | 1273 | 0.01 | 1.03530 | 0.00000 | 1.03450 | ||
| 6520 | 2008.06.26 09:30 | sell | 1274 | 0.01 | 1.03630 | 0.00000 | 0.00000 | ||
| 6521 | 2008.06.26 09:30 | modify | 1273 | 0.01 | 1.03530 | 0.00000 | 1.03500 | ||
| 6522 | 2008.06.26 09:30 | modify | 1274 | 0.01 | 1.03630 | 0.00000 | 1.03500 | ||
| 6523 | 2008.06.26 10:00 | sell | 1275 | 0.01 | 1.03840 | 0.00000 | 0.00000 | ||
| 6524 | 2008.06.26 10:00 | modify | 1273 | 0.01 | 1.03530 | 0.00000 | 1.03587 | ||
| 6525 | 2008.06.26 10:00 | modify | 1274 | 0.01 | 1.03630 | 0.00000 | 1.03587 | ||
| 6526 | 2008.06.26 10:00 | modify | 1275 | 0.01 | 1.03840 | 0.00000 | 1.03587 | ||
| 6527 | 2008.06.26 11:10 | t/p | 1273 | 0.01 | 1.03587 | 0.00000 | 1.03587 | -0.55 | 51189.26 |
| 6528 | 2008.06.26 11:10 | t/p | 1274 | 0.01 | 1.03587 | 0.00000 | 1.03587 | 0.41 | 51189.67 |
| 6529 | 2008.06.26 11:10 | t/p | 1275 | 0.01 | 1.03587 | 0.00000 | 1.03587 | 2.44 | 51192.11 |
| 6530 | 2008.06.26 11:30 | sell | 1276 | 0.01 | 1.03370 | 0.00000 | 0.00000 | ||
| 6531 | 2008.06.26 11:30 | modify | 1276 | 0.01 | 1.03370 | 0.00000 | 1.03290 | ||
| 6532 | 2008.06.26 12:00 | t/p | 1276 | 0.01 | 1.03290 | 0.00000 | 1.03290 | 0.77 | 51192.88 |
| 6533 | 2008.06.26 13:00 | sell | 1277 | 0.01 | 1.03000 | 0.00000 | 0.00000 | ||
| 6534 | 2008.06.26 13:00 | modify | 1277 | 0.01 | 1.03000 | 0.00000 | 1.02920 | ||
| 6535 | 2008.06.26 13:30 | sell | 1278 | 0.01 | 1.03120 | 0.00000 | 0.00000 | ||
| 6536 | 2008.06.26 13:30 | modify | 1277 | 0.01 | 1.03000 | 0.00000 | 1.02980 | ||
| 6537 | 2008.06.26 13:30 | modify | 1278 | 0.01 | 1.03120 | 0.00000 | 1.02980 | ||
| 6538 | 2008.06.26 14:42 | t/p | 1277 | 0.01 | 1.02980 | 0.00000 | 1.02980 | 0.19 | 51193.07 |
| 6539 | 2008.06.26 14:42 | t/p | 1278 | 0.01 | 1.02980 | 0.00000 | 1.02980 | 1.36 | 51194.43 |
| 6540 | 2008.06.26 15:00 | sell | 1279 | 0.01 | 1.02830 | 0.00000 | 0.00000 | ||
| 6541 | 2008.06.26 15:00 | modify | 1279 | 0.01 | 1.02830 | 0.00000 | 1.02750 | ||
| 6542 | 2008.06.26 15:22 | t/p | 1279 | 0.01 | 1.02750 | 0.00000 | 1.02750 | 0.78 | 51195.21 |
| 6543 | 2008.06.26 15:30 | sell | 1280 | 0.01 | 1.02760 | 0.00000 | 0.00000 | ||
| 6544 | 2008.06.26 15:30 | modify | 1280 | 0.01 | 1.02760 | 0.00000 | 1.02680 | ||
| 6545 | 2008.06.26 16:00 | sell | 1281 | 0.01 | 1.02970 | 0.00000 | 0.00000 | ||
| 6546 | 2008.06.26 16:00 | modify | 1280 | 0.01 | 1.02760 | 0.00000 | 1.02785 | ||
| 6547 | 2008.06.26 16:00 | modify | 1281 | 0.01 | 1.02970 | 0.00000 | 1.02785 | ||
| 6548 | 2008.06.26 17:17 | t/p | 1280 | 0.01 | 1.02785 | 0.00000 | 1.02785 | -0.24 | 51194.97 |
| 6549 | 2008.06.26 17:17 | t/p | 1281 | 0.01 | 1.02785 | 0.00000 | 1.02785 | 1.80 | 51196.77 |
| 6550 | 2008.06.26 21:30 | sell | 1282 | 0.01 | 1.02290 | 0.00000 | 0.00000 | ||
| 6551 | 2008.06.26 21:30 | modify | 1282 | 0.01 | 1.02290 | 0.00000 | 1.02210 | ||
| 6552 | 2008.06.26 21:38 | t/p | 1282 | 0.01 | 1.02210 | 0.00000 | 1.02210 | 0.78 | 51197.55 |
| 6553 | 2008.06.26 22:30 | sell | 1283 | 0.01 | 1.02250 | 0.00000 | 0.00000 | ||
| 6554 | 2008.06.26 22:30 | modify | 1283 | 0.01 | 1.02250 | 0.00000 | 1.02170 | ||
| 6555 | 2008.06.27 00:00 | sell | 1284 | 0.01 | 1.02370 | 0.00000 | 0.00000 | ||
| 6556 | 2008.06.27 00:00 | modify | 1283 | 0.01 | 1.02250 | 0.00000 | 1.02230 | ||
| 6557 | 2008.06.27 00:00 | modify | 1284 | 0.01 | 1.02370 | 0.00000 | 1.02230 | ||
| 6558 | 2008.06.27 03:05 | t/p | 1283 | 0.01 | 1.02230 | 0.00000 | 1.02230 | 0.17 | 51197.72 |
| 6559 | 2008.06.27 03:05 | t/p | 1284 | 0.01 | 1.02230 | 0.00000 | 1.02230 | 1.37 | 51199.09 |
| 6560 | 2008.06.27 11:00 | sell | 1285 | 0.01 | 1.02130 | 0.00000 | 0.00000 | ||
| 6561 | 2008.06.27 11:00 | modify | 1285 | 0.01 | 1.02130 | 0.00000 | 1.02050 | ||
| 6562 | 2008.06.27 11:37 | t/p | 1285 | 0.01 | 1.02050 | 0.00000 | 1.02050 | 0.78 | 51199.87 |
| 6563 | 2008.06.27 12:00 | sell | 1286 | 0.01 | 1.01890 | 0.00000 | 0.00000 | ||
| 6564 | 2008.06.27 12:00 | modify | 1286 | 0.01 | 1.01890 | 0.00000 | 1.01810 | ||
| 6565 | 2008.06.27 12:04 | t/p | 1286 | 0.01 | 1.01810 | 0.00000 | 1.01810 | 0.79 | 51200.66 |
| 6566 | 2008.06.27 20:30 | sell | 1287 | 0.01 | 1.01730 | 0.00000 | 0.00000 | ||
| 6567 | 2008.06.27 20:30 | modify | 1287 | 0.01 | 1.01730 | 0.00000 | 1.01650 | ||
| 6568 | 2008.06.27 21:30 | sell | 1288 | 0.01 | 1.01890 | 0.00000 | 0.00000 | ||
| 6569 | 2008.06.27 21:30 | modify | 1287 | 0.01 | 1.01730 | 0.00000 | 1.01730 | ||
| 6570 | 2008.06.27 21:30 | modify | 1288 | 0.01 | 1.01890 | 0.00000 | 1.01730 | ||
| 6571 | 2008.06.27 22:31 | t/p | 1287 | 0.01 | 1.01730 | 0.00000 | 1.01730 | 0.00 | 51200.66 |
| 6572 | 2008.06.27 22:31 | t/p | 1288 | 0.01 | 1.01730 | 0.00000 | 1.01730 | 1.57 | 51202.23 |
| 6573 | 2008.06.30 08:00 | sell | 1289 | 0.01 | 1.01710 | 0.00000 | 0.00000 | ||
| 6574 | 2008.06.30 08:00 | modify | 1289 | 0.01 | 1.01710 | 0.00000 | 1.01630 | ||
| 6575 | 2008.06.30 09:01 | t/p | 1289 | 0.01 | 1.01630 | 0.00000 | 1.01630 | 0.79 | 51203.02 |
| 6576 | 2008.06.30 09:30 | sell | 1290 | 0.01 | 1.01620 | 0.00000 | 0.00000 | ||
| 6577 | 2008.06.30 09:30 | modify | 1290 | 0.01 | 1.01620 | 0.00000 | 1.01540 | ||
| 6578 | 2008.06.30 11:07 | t/p | 1290 | 0.01 | 1.01540 | 0.00000 | 1.01540 | 0.79 | 51203.81 |
| 6579 | 2008.06.30 11:30 | sell | 1291 | 0.01 | 1.01550 | 0.00000 | 0.00000 | ||
| 6580 | 2008.06.30 11:30 | modify | 1291 | 0.01 | 1.01550 | 0.00000 | 1.01470 | ||
| 6581 | 2008.06.30 11:35 | t/p | 1291 | 0.01 | 1.01470 | 0.00000 | 1.01470 | 0.79 | 51204.60 |
| 6582 | 2008.06.30 12:00 | sell | 1292 | 0.01 | 1.01370 | 0.00000 | 0.00000 | ||
| 6583 | 2008.06.30 12:00 | modify | 1292 | 0.01 | 1.01370 | 0.00000 | 1.01290 | ||
| 6584 | 2008.06.30 12:30 | sell | 1293 | 0.01 | 1.01530 | 0.00000 | 0.00000 | ||
| 6585 | 2008.06.30 12:30 | modify | 1292 | 0.01 | 1.01370 | 0.00000 | 1.01370 | ||
| 6586 | 2008.06.30 12:30 | modify | 1293 | 0.01 | 1.01530 | 0.00000 | 1.01370 | ||
| 6587 | 2008.06.30 14:00 | sell | 1294 | 0.01 | 1.01730 | 0.00000 | 0.00000 | ||
| 6588 | 2008.06.30 14:00 | modify | 1292 | 0.01 | 1.01370 | 0.00000 | 1.01463 | ||
| 6589 | 2008.06.30 14:00 | modify | 1293 | 0.01 | 1.01530 | 0.00000 | 1.01463 | ||
| 6590 | 2008.06.30 14:00 | modify | 1294 | 0.01 | 1.01730 | 0.00000 | 1.01463 | ||
| 6591 | 2008.06.30 14:30 | sell | 1295 | 0.01 | 1.01980 | 0.00000 | 0.00000 | ||
| 6592 | 2008.06.30 14:30 | modify | 1292 | 0.01 | 1.01370 | 0.00000 | 1.01573 | ||
| 6593 | 2008.06.30 14:30 | modify | 1293 | 0.01 | 1.01530 | 0.00000 | 1.01573 | ||
| 6594 | 2008.06.30 14:30 | modify | 1294 | 0.01 | 1.01730 | 0.00000 | 1.01573 | ||
| 6595 | 2008.06.30 14:30 | modify | 1295 | 0.01 | 1.01980 | 0.00000 | 1.01573 | ||
| 6596 | 2008.06.30 18:30 | sell | 1296 | 0.01 | 1.02110 | 0.00000 | 0.00000 | ||
| 6597 | 2008.06.30 18:30 | modify | 1292 | 0.01 | 1.01370 | 0.00000 | 1.01664 | ||
| 6598 | 2008.06.30 18:30 | modify | 1293 | 0.01 | 1.01530 | 0.00000 | 1.01664 | ||
| 6599 | 2008.06.30 18:30 | modify | 1294 | 0.01 | 1.01730 | 0.00000 | 1.01664 | ||
| 6600 | 2008.06.30 18:30 | modify | 1295 | 0.01 | 1.01980 | 0.00000 | 1.01664 | ||