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 |
| 6601 | 2008.06.30 18:30 | modify | 1296 | 0.01 | 1.02110 | 0.00000 | 1.01664 | |
| 6602 | 2008.07.01 04:30 | sell | 1297 | 0.02 | 1.02230 | 0.00000 | 0.00000 | |
| 6603 | 2008.07.01 04:30 | modify | 1292 | 0.01 | 1.01370 | 0.00000 | 1.01803 | |
| 6604 | 2008.07.01 04:30 | modify | 1293 | 0.01 | 1.01530 | 0.00000 | 1.01803 | |
| 6605 | 2008.07.01 04:30 | modify | 1294 | 0.01 | 1.01730 | 0.00000 | 1.01803 | |
| 6606 | 2008.07.01 04:30 | modify | 1295 | 0.01 | 1.01980 | 0.00000 | 1.01803 | |
| 6607 | 2008.07.01 04:30 | modify | 1296 | 0.01 | 1.02110 | 0.00000 | 1.01803 | |
| 6608 | 2008.07.01 04:30 | modify | 1297 | 0.02 | 1.02230 | 0.00000 | 1.01803 | |
| 6609 | 2008.07.01 09:07 | t/p | 1292 | 0.01 | 1.01803 | 0.00000 | 1.01803 | -4.28 | 51200.32 |
| 6610 | 2008.07.01 09:07 | t/p | 1293 | 0.01 | 1.01803 | 0.00000 | 1.01803 | -2.71 | 51197.61 |
| 6611 | 2008.07.01 09:07 | t/p | 1294 | 0.01 | 1.01803 | 0.00000 | 1.01803 | -0.75 | 51196.85 |
| 6612 | 2008.07.01 09:07 | t/p | 1295 | 0.01 | 1.01803 | 0.00000 | 1.01803 | 1.71 | 51198.56 |
| 6613 | 2008.07.01 09:07 | t/p | 1296 | 0.01 | 1.01803 | 0.00000 | 1.01803 | 2.99 | 51201.55 |
| 6614 | 2008.07.01 09:07 | t/p | 1297 | 0.02 | 1.01803 | 0.00000 | 1.01803 | 8.39 | 51209.94 |
| 6615 | 2008.07.01 09:30 | sell | 1298 | 0.01 | 1.01830 | 0.00000 | 0.00000 | |
| 6616 | 2008.07.01 09:30 | modify | 1298 | 0.01 | 1.01830 | 0.00000 | 1.01750 | |
| 6617 | 2008.07.01 10:00 | sell | 1299 | 0.01 | 1.02140 | 0.00000 | 0.00000 | |
| 6618 | 2008.07.01 10:00 | modify | 1298 | 0.01 | 1.01830 | 0.00000 | 1.01905 | |
| 6619 | 2008.07.01 10:00 | modify | 1299 | 0.01 | 1.02140 | 0.00000 | 1.01905 | |
| 6620 | 2008.07.01 12:19 | t/p | 1298 | 0.01 | 1.01905 | 0.00000 | 1.01905 | -0.74 | 51209.20 |
| 6621 | 2008.07.01 12:19 | t/p | 1299 | 0.01 | 1.01905 | 0.00000 | 1.01905 | 2.31 | 51211.51 |
| 6622 | 2008.07.01 12:30 | sell | 1300 | 0.01 | 1.01800 | 0.00000 | 0.00000 | |
| 6623 | 2008.07.01 12:30 | modify | 1300 | 0.01 | 1.01800 | 0.00000 | 1.01720 | |
| 6624 | 2008.07.01 12:47 | t/p | 1300 | 0.01 | 1.01720 | 0.00000 | 1.01720 | 0.79 | 51212.30 |
| 6625 | 2008.07.01 13:00 | sell | 1301 | 0.01 | 1.01740 | 0.00000 | 0.00000 | |
| 6626 | 2008.07.01 13:00 | modify | 1301 | 0.01 | 1.01740 | 0.00000 | 1.01660 | |
| 6627 | 2008.07.01 13:21 | t/p | 1301 | 0.01 | 1.01660 | 0.00000 | 1.01660 | 0.79 | 51213.09 |
| 6628 | 2008.07.01 13:30 | sell | 1302 | 0.01 | 1.01560 | 0.00000 | 0.00000 | |
| 6629 | 2008.07.01 13:30 | modify | 1302 | 0.01 | 1.01560 | 0.00000 | 1.01480 | |
| 6630 | 2008.07.01 13:52 | t/p | 1302 | 0.01 | 1.01480 | 0.00000 | 1.01480 | 0.79 | 51213.88 |
| 6631 | 2008.07.01 14:00 | sell | 1303 | 0.01 | 1.01410 | 0.00000 | 0.00000 | |
| 6632 | 2008.07.01 14:00 | modify | 1303 | 0.01 | 1.01410 | 0.00000 | 1.01330 | |
| 6633 | 2008.07.01 14:30 | sell | 1304 | 0.01 | 1.01520 | 0.00000 | 0.00000 | |
| 6634 | 2008.07.01 14:30 | modify | 1303 | 0.01 | 1.01410 | 0.00000 | 1.01385 | |
| 6635 | 2008.07.01 14:30 | modify | 1304 | 0.01 | 1.01520 | 0.00000 | 1.01385 | |
| 6636 | 2008.07.01 15:00 | sell | 1305 | 0.01 | 1.01680 | 0.00000 | 0.00000 | |
| 6637 | 2008.07.01 15:00 | modify | 1303 | 0.01 | 1.01410 | 0.00000 | 1.01457 | |
| 6638 | 2008.07.01 15:00 | modify | 1304 | 0.01 | 1.01520 | 0.00000 | 1.01457 | |
| 6639 | 2008.07.01 15:00 | modify | 1305 | 0.01 | 1.01680 | 0.00000 | 1.01457 | |
| 6640 | 2008.07.01 16:17 | t/p | 1303 | 0.01 | 1.01457 | 0.00000 | 1.01457 | -0.46 | 51213.42 |
| 6641 | 2008.07.01 16:17 | t/p | 1304 | 0.01 | 1.01457 | 0.00000 | 1.01457 | 0.62 | 51214.04 |
| 6642 | 2008.07.01 16:17 | t/p | 1305 | 0.01 | 1.01457 | 0.00000 | 1.01457 | 2.20 | 51216.24 |
| 6643 | 2008.07.02 09:00 | sell | 1306 | 0.01 | 1.01820 | 0.00000 | 0.00000 | |
| 6644 | 2008.07.02 09:00 | modify | 1306 | 0.01 | 1.01820 | 0.00000 | 1.01740 | |
| 6645 | 2008.07.02 09:20 | t/p | 1306 | 0.01 | 1.01740 | 0.00000 | 1.01740 | 0.79 | 51217.03 |
| 6646 | 2008.07.02 10:00 | sell | 1307 | 0.01 | 1.01630 | 0.00000 | 0.00000 | |
| 6647 | 2008.07.02 10:00 | modify | 1307 | 0.01 | 1.01630 | 0.00000 | 1.01550 | |
| 6648 | 2008.07.02 10:03 | t/p | 1307 | 0.01 | 1.01550 | 0.00000 | 1.01550 | 0.79 | 51217.82 |
| 6649 | 2008.07.02 10:30 | sell | 1308 | 0.01 | 1.01570 | 0.00000 | 0.00000 | |
| 6650 | 2008.07.02 10:30 | modify | 1308 | 0.01 | 1.01570 | 0.00000 | 1.01490 | |
| 6651 | 2008.07.02 11:00 | sell | 1309 | 0.01 | 1.01770 | 0.00000 | 0.00000 | |
| 6652 | 2008.07.02 11:00 | modify | 1308 | 0.01 | 1.01570 | 0.00000 | 1.01590 | |
| 6653 | 2008.07.02 11:00 | modify | 1309 | 0.01 | 1.01770 | 0.00000 | 1.01590 | |
| 6654 | 2008.07.02 11:30 | sell | 1310 | 0.01 | 1.01900 | 0.00000 | 0.00000 | |
| 6655 | 2008.07.02 11:30 | modify | 1308 | 0.01 | 1.01570 | 0.00000 | 1.01667 | |
| 6656 | 2008.07.02 11:30 | modify | 1309 | 0.01 | 1.01770 | 0.00000 | 1.01667 | |
| 6657 | 2008.07.02 11:30 | modify | 1310 | 0.01 | 1.01900 | 0.00000 | 1.01667 | |
| 6658 | 2008.07.02 13:00 | sell | 1311 | 0.01 | 1.02080 | 0.00000 | 0.00000 | |
| 6659 | 2008.07.02 13:00 | modify | 1308 | 0.01 | 1.01570 | 0.00000 | 1.01750 | |
| 6660 | 2008.07.02 13:00 | modify | 1309 | 0.01 | 1.01770 | 0.00000 | 1.01750 | |
| 6661 | 2008.07.02 13:00 | modify | 1310 | 0.01 | 1.01900 | 0.00000 | 1.01750 | |
| 6662 | 2008.07.02 13:00 | modify | 1311 | 0.01 | 1.02080 | 0.00000 | 1.01750 | |
| 6663 | 2008.07.02 13:30 | buy | 1312 | 0.01 | 1.02180 | 0.00000 | 0.00000 | |
| 6664 | 2008.07.02 13:30 | sell | 1313 | 0.01 | 1.02170 | 0.00000 | 0.00000 | |
| 6665 | 2008.07.02 13:30 | modify | 1308 | 0.01 | 1.01570 | 0.00000 | 1.01818 | |
| 6666 | 2008.07.02 13:30 | modify | 1309 | 0.01 | 1.01770 | 0.00000 | 1.01818 | |
| 6667 | 2008.07.02 13:30 | modify | 1310 | 0.01 | 1.01900 | 0.00000 | 1.01818 | |
| 6668 | 2008.07.02 13:30 | modify | 1311 | 0.01 | 1.02080 | 0.00000 | 1.01818 | |
| 6669 | 2008.07.02 13:30 | modify | 1312 | 0.01 | 1.02180 | 0.00000 | 1.02260 | |
| 6670 | 2008.07.02 13:30 | modify | 1313 | 0.01 | 1.02170 | 0.00000 | 1.01818 | |
| 6671 | 2008.07.02 13:54 | t/p | 1312 | 0.01 | 1.02260 | 0.00000 | 1.02260 | 0.78 | 51218.60 |
| 6672 | 2008.07.02 14:00 | buy | 1314 | 0.01 | 1.02290 | 0.00000 | 0.00000 | |
| 6673 | 2008.07.02 14:00 | sell | 1315 | 0.02 | 1.02280 | 0.00000 | 0.00000 | |
| 6674 | 2008.07.02 14:00 | modify | 1308 | 0.01 | 1.01570 | 0.00000 | 1.01927 | |
| 6675 | 2008.07.02 14:00 | modify | 1309 | 0.01 | 1.01770 | 0.00000 | 1.01927 | |
| 6676 | 2008.07.02 14:00 | modify | 1310 | 0.01 | 1.01900 | 0.00000 | 1.01927 | |
| 6677 | 2008.07.02 14:00 | modify | 1311 | 0.01 | 1.02080 | 0.00000 | 1.01927 | |
| 6678 | 2008.07.02 14:00 | modify | 1313 | 0.01 | 1.02170 | 0.00000 | 1.01927 | |
| 6679 | 2008.07.02 14:00 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.02370 | |
| 6680 | 2008.07.02 14:00 | modify | 1315 | 0.02 | 1.02280 | 0.00000 | 1.01927 | |
| 6681 | 2008.07.02 14:30 | buy | 1316 | 0.01 | 1.02220 | 0.00000 | 0.00000 | |
| 6682 | 2008.07.02 14:30 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.02335 | |
| 6683 | 2008.07.02 14:30 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.02335 | |
| 6684 | 2008.07.02 15:00 | buy | 1317 | 0.01 | 1.02090 | 0.00000 | 0.00000 | |
| 6685 | 2008.07.02 15:00 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.02280 | |
| 6686 | 2008.07.02 15:00 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.02280 | |
| 6687 | 2008.07.02 15:00 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.02280 | |
| 6688 | 2008.07.02 15:15 | t/p | 1308 | 0.01 | 1.01927 | 0.00000 | 1.01927 | -3.50 | 51215.10 |
| 6689 | 2008.07.02 15:15 | t/p | 1309 | 0.01 | 1.01927 | 0.00000 | 1.01927 | -1.54 | 51213.56 |
| 6690 | 2008.07.02 15:15 | t/p | 1310 | 0.01 | 1.01927 | 0.00000 | 1.01927 | -0.27 | 51213.29 |
| 6691 | 2008.07.02 15:15 | t/p | 1311 | 0.01 | 1.01927 | 0.00000 | 1.01927 | 1.50 | 51214.79 |
| 6692 | 2008.07.02 15:15 | t/p | 1313 | 0.01 | 1.01927 | 0.00000 | 1.01927 | 2.38 | 51217.17 |
| 6693 | 2008.07.02 15:15 | t/p | 1315 | 0.02 | 1.01927 | 0.00000 | 1.01927 | 6.92 | 51224.09 |
| 6694 | 2008.07.02 15:30 | buy | 1318 | 0.01 | 1.01950 | 0.00000 | 0.00000 | |
| 6695 | 2008.07.02 15:30 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.02218 | |
| 6696 | 2008.07.02 15:30 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.02218 | |
| 6697 | 2008.07.02 15:30 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.02218 | |
| 6698 | 2008.07.02 15:30 | modify | 1318 | 0.01 | 1.01950 | 0.00000 | 1.02218 | |
| 6699 | 2008.07.02 16:00 | buy | 1319 | 0.01 | 1.01650 | 0.00000 | 0.00000 | |
| 6700 | 2008.07.02 16:00 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.02120 | |
| 6701 | 2008.07.02 16:00 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.02120 | |
| 6702 | 2008.07.02 16:00 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.02120 | |
| 6703 | 2008.07.02 16:00 | modify | 1318 | 0.01 | 1.01950 | 0.00000 | 1.02120 | |
| 6704 | 2008.07.02 16:00 | modify | 1319 | 0.01 | 1.01650 | 0.00000 | 1.02120 | |
| 6705 | 2008.07.02 17:30 | buy | 1320 | 0.02 | 1.01570 | 0.00000 | 0.00000 | |
| 6706 | 2008.07.02 17:30 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.01986 | |
| 6707 | 2008.07.02 17:30 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.01986 | |
| 6708 | 2008.07.02 17:30 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.01986 | |
| 6709 | 2008.07.02 17:30 | modify | 1318 | 0.01 | 1.01950 | 0.00000 | 1.01986 | |
| 6710 | 2008.07.02 17:30 | modify | 1319 | 0.01 | 1.01650 | 0.00000 | 1.01986 | |
| 6711 | 2008.07.02 17:30 | modify | 1320 | 0.02 | 1.01570 | 0.00000 | 1.01986 | |
| 6712 | 2008.07.02 19:30 | buy | 1321 | 0.02 | 1.01470 | 0.00000 | 0.00000 | |
| 6713 | 2008.07.02 19:30 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.01889 | |
| 6714 | 2008.07.02 19:30 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.01889 | |
| 6715 | 2008.07.02 19:30 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.01889 | |
| 6716 | 2008.07.02 19:30 | modify | 1318 | 0.01 | 1.01950 | 0.00000 | 1.01889 | |
| 6717 | 2008.07.02 19:30 | modify | 1319 | 0.01 | 1.01650 | 0.00000 | 1.01889 | |
| 6718 | 2008.07.02 19:30 | modify | 1320 | 0.02 | 1.01570 | 0.00000 | 1.01889 | |
| 6719 | 2008.07.02 19:30 | modify | 1321 | 0.02 | 1.01470 | 0.00000 | 1.01889 | |
| 6720 | 2008.07.03 00:30 | buy | 1322 | 0.02 | 1.01390 | 0.00000 | 0.00000 | |
| 6721 | 2008.07.03 00:30 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.01813 | |
| 6722 | 2008.07.03 00:30 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.01813 | |
| 6723 | 2008.07.03 00:30 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.01813 | |
| 6724 | 2008.07.03 00:30 | modify | 1318 | 0.01 | 1.01950 | 0.00000 | 1.01813 | |
| 6725 | 2008.07.03 00:30 | modify | 1319 | 0.01 | 1.01650 | 0.00000 | 1.01813 | |
| 6726 | 2008.07.03 00:30 | modify | 1320 | 0.02 | 1.01570 | 0.00000 | 1.01813 | |
| 6727 | 2008.07.03 00:30 | modify | 1321 | 0.02 | 1.01470 | 0.00000 | 1.01813 | |
| 6728 | 2008.07.03 00:30 | modify | 1322 | 0.02 | 1.01390 | 0.00000 | 1.01813 | |
| 6729 | 2008.07.03 14:00 | buy | 1323 | 0.02 | 1.01210 | 0.00000 | 0.00000 | |
| 6730 | 2008.07.03 14:00 | sell | 1324 | 0.01 | 1.01200 | 0.00000 | 0.00000 | |
| 6731 | 2008.07.03 14:00 | modify | 1314 | 0.01 | 1.02290 | 0.00000 | 1.01732 | |
| 6732 | 2008.07.03 14:00 | modify | 1316 | 0.01 | 1.02220 | 0.00000 | 1.01732 | |
| 6733 | 2008.07.03 14:00 | modify | 1317 | 0.01 | 1.02090 | 0.00000 | 1.01732 | |
| 6734 | 2008.07.03 14:00 | modify | 1318 | 0.01 | 1.01950 | 0.00000 | 1.01732 | |
| 6735 | 2008.07.03 14:00 | modify | 1319 | 0.01 | 1.01650 | 0.00000 | 1.01732 | |
| 6736 | 2008.07.03 14:00 | modify | 1320 | 0.02 | 1.01570 | 0.00000 | 1.01732 | |
| 6737 | 2008.07.03 14:00 | modify | 1321 | 0.02 | 1.01470 | 0.00000 | 1.01732 | |
| 6738 | 2008.07.03 14:00 | modify | 1322 | 0.02 | 1.01390 | 0.00000 | 1.01732 | |
| 6739 | 2008.07.03 14:00 | modify | 1323 | 0.02 | 1.01210 | 0.00000 | 1.01732 | |
| 6740 | 2008.07.03 14:00 | modify | 1324 | 0.01 | 1.01200 | 0.00000 | 1.01120 | |
| 6741 | 2008.07.03 14:21 | t/p | 1324 | 0.01 | 1.01120 | 0.00000 | 1.01120 | 0.79 | 51224.88 |
| 6742 | 2008.07.03 14:30 | sell | 1325 | 0.01 | 1.01170 | 0.00000 | 0.00000 | |
| 6743 | 2008.07.03 14:30 | modify | 1325 | 0.01 | 1.01170 | 0.00000 | 1.01090 | |
| 6744 | 2008.07.03 15:00 | sell | 1326 | 0.01 | 1.01320 | 0.00000 | 0.00000 | |
| 6745 | 2008.07.03 15:00 | modify | 1325 | 0.01 | 1.01170 | 0.00000 | 1.01165 | |
| 6746 | 2008.07.03 15:00 | modify | 1326 | 0.01 | 1.01320 | 0.00000 | 1.01165 | |
| 6747 | 2008.07.03 15:30 | t/p | 1325 | 0.01 | 1.01165 | 0.00000 | 1.01165 | 0.05 | 51224.93 |
| 6748 | 2008.07.03 15:30 | t/p | 1326 | 0.01 | 1.01165 | 0.00000 | 1.01165 | 1.53 | 51226.46 |
| 6749 | 2008.07.03 15:35 | t/p | 1314 | 0.01 | 1.01732 | 0.00000 | 1.01732 | -5.47 | 51220.99 |
| 6750 | 2008.07.03 15:35 | t/p | 1316 | 0.01 | 1.01732 | 0.00000 | 1.01732 | -4.78 | 51216.20 |