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 |
| 6751 | 2008.07.03 15:35 | t/p | 1317 | 0.01 | 1.01732 | 0.00000 | 1.01732 | -3.50 | 51212.70 |
| 6752 | 2008.07.03 15:35 | t/p | 1318 | 0.01 | 1.01732 | 0.00000 | 1.01732 | -2.12 | 51210.58 |
| 6753 | 2008.07.03 15:35 | t/p | 1319 | 0.01 | 1.01732 | 0.00000 | 1.01732 | 0.83 | 51211.40 |
| 6754 | 2008.07.03 15:35 | t/p | 1320 | 0.02 | 1.01732 | 0.00000 | 1.01732 | 3.21 | 51214.62 |
| 6755 | 2008.07.03 15:35 | t/p | 1321 | 0.02 | 1.01732 | 0.00000 | 1.01732 | 5.18 | 51219.80 |
| 6756 | 2008.07.03 15:35 | t/p | 1322 | 0.02 | 1.01732 | 0.00000 | 1.01732 | 6.72 | 51226.52 |
| 6757 | 2008.07.03 15:35 | t/p | 1323 | 0.02 | 1.01732 | 0.00000 | 1.01732 | 10.26 | 51236.78 |
| 6758 | 2008.07.03 16:00 | buy | 1327 | 0.01 | 1.02230 | 0.00000 | 0.00000 | |
| 6759 | 2008.07.03 16:00 | modify | 1327 | 0.01 | 1.02230 | 0.00000 | 1.02310 | |
| 6760 | 2008.07.03 16:06 | t/p | 1327 | 0.01 | 1.02310 | 0.00000 | 1.02310 | 0.78 | 51237.56 |
| 6761 | 2008.07.03 16:30 | buy | 1328 | 0.01 | 1.02410 | 0.00000 | 0.00000 | |
| 6762 | 2008.07.03 16:30 | modify | 1328 | 0.01 | 1.02410 | 0.00000 | 1.02490 | |
| 6763 | 2008.07.03 17:30 | t/p | 1328 | 0.01 | 1.02490 | 0.00000 | 1.02490 | 0.78 | 51238.34 |
| 6764 | 2008.07.03 18:00 | buy | 1329 | 0.01 | 1.02620 | 0.00000 | 0.00000 | |
| 6765 | 2008.07.03 18:00 | modify | 1329 | 0.01 | 1.02620 | 0.00000 | 1.02700 | |
| 6766 | 2008.07.03 18:29 | t/p | 1329 | 0.01 | 1.02700 | 0.00000 | 1.02700 | 0.78 | 51239.12 |
| 6767 | 2008.07.04 10:30 | buy | 1330 | 0.01 | 1.02590 | 0.00000 | 0.00000 | |
| 6768 | 2008.07.04 10:30 | modify | 1330 | 0.01 | 1.02590 | 0.00000 | 1.02670 | |
| 6769 | 2008.07.04 11:00 | buy | 1331 | 0.01 | 1.02430 | 0.00000 | 0.00000 | |
| 6770 | 2008.07.04 11:00 | modify | 1330 | 0.01 | 1.02590 | 0.00000 | 1.02590 | |
| 6771 | 2008.07.04 11:00 | modify | 1331 | 0.01 | 1.02430 | 0.00000 | 1.02590 | |
| 6772 | 2008.07.04 11:55 | t/p | 1330 | 0.01 | 1.02590 | 0.00000 | 1.02590 | 0.00 | 51239.12 |
| 6773 | 2008.07.04 11:55 | t/p | 1331 | 0.01 | 1.02590 | 0.00000 | 1.02590 | 1.56 | 51240.68 |
| 6774 | 2008.07.04 12:30 | buy | 1332 | 0.01 | 1.02650 | 0.00000 | 0.00000 | |
| 6775 | 2008.07.04 12:30 | modify | 1332 | 0.01 | 1.02650 | 0.00000 | 1.02730 | |
| 6776 | 2008.07.04 14:21 | t/p | 1332 | 0.01 | 1.02730 | 0.00000 | 1.02730 | 0.78 | 51241.46 |
| 6777 | 2008.07.04 14:30 | buy | 1333 | 0.01 | 1.02680 | 0.00000 | 0.00000 | |
| 6778 | 2008.07.04 14:30 | modify | 1333 | 0.01 | 1.02680 | 0.00000 | 1.02760 | |
| 6779 | 2008.07.04 15:30 | buy | 1334 | 0.01 | 1.02570 | 0.00000 | 0.00000 | |
| 6780 | 2008.07.04 15:30 | modify | 1333 | 0.01 | 1.02680 | 0.00000 | 1.02705 | |
| 6781 | 2008.07.04 15:30 | modify | 1334 | 0.01 | 1.02570 | 0.00000 | 1.02705 | |
| 6782 | 2008.07.04 18:00 | buy | 1335 | 0.01 | 1.02380 | 0.00000 | 0.00000 | |
| 6783 | 2008.07.04 18:00 | modify | 1333 | 0.01 | 1.02680 | 0.00000 | 1.02623 | |
| 6784 | 2008.07.04 18:00 | modify | 1334 | 0.01 | 1.02570 | 0.00000 | 1.02623 | |
| 6785 | 2008.07.04 18:00 | modify | 1335 | 0.01 | 1.02380 | 0.00000 | 1.02623 | |
| 6786 | 2008.07.07 03:26 | t/p | 1333 | 0.01 | 1.02623 | 0.00000 | 1.02623 | -0.55 | 51240.91 |
| 6787 | 2008.07.07 03:26 | t/p | 1334 | 0.01 | 1.02623 | 0.00000 | 1.02623 | 0.53 | 51241.43 |
| 6788 | 2008.07.07 03:26 | t/p | 1335 | 0.01 | 1.02623 | 0.00000 | 1.02623 | 2.38 | 51243.81 |
| 6789 | 2008.07.07 03:30 | buy | 1336 | 0.01 | 1.02630 | 0.00000 | 0.00000 | |
| 6790 | 2008.07.07 03:30 | modify | 1336 | 0.01 | 1.02630 | 0.00000 | 1.02710 | |
| 6791 | 2008.07.07 03:55 | t/p | 1336 | 0.01 | 1.02710 | 0.00000 | 1.02710 | 0.78 | 51244.59 |
| 6792 | 2008.07.07 04:00 | buy | 1337 | 0.01 | 1.02750 | 0.00000 | 0.00000 | |
| 6793 | 2008.07.07 04:00 | modify | 1337 | 0.01 | 1.02750 | 0.00000 | 1.02830 | |
| 6794 | 2008.07.07 04:48 | t/p | 1337 | 0.01 | 1.02830 | 0.00000 | 1.02830 | 0.78 | 51245.37 |
| 6795 | 2008.07.07 05:00 | buy | 1338 | 0.01 | 1.02920 | 0.00000 | 0.00000 | |
| 6796 | 2008.07.07 05:00 | modify | 1338 | 0.01 | 1.02920 | 0.00000 | 1.03000 | |
| 6797 | 2008.07.07 05:46 | t/p | 1338 | 0.01 | 1.03000 | 0.00000 | 1.03000 | 0.78 | 51246.15 |
| 6798 | 2008.07.07 06:00 | buy | 1339 | 0.01 | 1.02970 | 0.00000 | 0.00000 | |
| 6799 | 2008.07.07 06:00 | modify | 1339 | 0.01 | 1.02970 | 0.00000 | 1.03050 | |
| 6800 | 2008.07.07 08:06 | t/p | 1339 | 0.01 | 1.03050 | 0.00000 | 1.03050 | 0.78 | 51246.93 |
| 6801 | 2008.07.07 10:00 | buy | 1340 | 0.01 | 1.03220 | 0.00000 | 0.00000 | |
| 6802 | 2008.07.07 10:00 | modify | 1340 | 0.01 | 1.03220 | 0.00000 | 1.03300 | |
| 6803 | 2008.07.07 10:04 | t/p | 1340 | 0.01 | 1.03300 | 0.00000 | 1.03300 | 0.77 | 51247.70 |
| 6804 | 2008.07.07 16:30 | buy | 1341 | 0.01 | 1.03360 | 0.00000 | 0.00000 | |
| 6805 | 2008.07.07 16:30 | modify | 1341 | 0.01 | 1.03360 | 0.00000 | 1.03440 | |
| 6806 | 2008.07.07 17:30 | buy | 1342 | 0.01 | 1.03180 | 0.00000 | 0.00000 | |
| 6807 | 2008.07.07 17:30 | modify | 1341 | 0.01 | 1.03360 | 0.00000 | 1.03350 | |
| 6808 | 2008.07.07 17:30 | modify | 1342 | 0.01 | 1.03180 | 0.00000 | 1.03350 | |
| 6809 | 2008.07.07 19:30 | buy | 1343 | 0.01 | 1.02880 | 0.00000 | 0.00000 | |
| 6810 | 2008.07.07 19:30 | modify | 1341 | 0.01 | 1.03360 | 0.00000 | 1.03220 | |
| 6811 | 2008.07.07 19:30 | modify | 1342 | 0.01 | 1.03180 | 0.00000 | 1.03220 | |
| 6812 | 2008.07.07 19:30 | modify | 1343 | 0.01 | 1.02880 | 0.00000 | 1.03220 | |
| 6813 | 2008.07.07 20:00 | buy | 1344 | 0.01 | 1.02560 | 0.00000 | 0.00000 | |
| 6814 | 2008.07.07 20:00 | modify | 1341 | 0.01 | 1.03360 | 0.00000 | 1.03075 | |
| 6815 | 2008.07.07 20:00 | modify | 1342 | 0.01 | 1.03180 | 0.00000 | 1.03075 | |
| 6816 | 2008.07.07 20:00 | modify | 1343 | 0.01 | 1.02880 | 0.00000 | 1.03075 | |
| 6817 | 2008.07.07 20:00 | modify | 1344 | 0.01 | 1.02560 | 0.00000 | 1.03075 | |
| 6818 | 2008.07.07 20:30 | buy | 1345 | 0.01 | 1.02370 | 0.00000 | 0.00000 | |
| 6819 | 2008.07.07 20:30 | modify | 1341 | 0.01 | 1.03360 | 0.00000 | 1.02950 | |
| 6820 | 2008.07.07 20:30 | modify | 1342 | 0.01 | 1.03180 | 0.00000 | 1.02950 | |
| 6821 | 2008.07.07 20:30 | modify | 1343 | 0.01 | 1.02880 | 0.00000 | 1.02950 | |
| 6822 | 2008.07.07 20:30 | modify | 1344 | 0.01 | 1.02560 | 0.00000 | 1.02950 | |
| 6823 | 2008.07.07 20:30 | modify | 1345 | 0.01 | 1.02370 | 0.00000 | 1.02950 | |
| 6824 | 2008.07.08 11:00 | buy | 1346 | 0.02 | 1.02290 | 0.00000 | 0.00000 | |
| 6825 | 2008.07.08 11:00 | modify | 1341 | 0.01 | 1.03360 | 0.00000 | 1.02784 | |
| 6826 | 2008.07.08 11:00 | modify | 1342 | 0.01 | 1.03180 | 0.00000 | 1.02784 | |
| 6827 | 2008.07.08 11:00 | modify | 1343 | 0.01 | 1.02880 | 0.00000 | 1.02784 | |
| 6828 | 2008.07.08 11:00 | modify | 1344 | 0.01 | 1.02560 | 0.00000 | 1.02784 | |
| 6829 | 2008.07.08 11:00 | modify | 1345 | 0.01 | 1.02370 | 0.00000 | 1.02784 | |
| 6830 | 2008.07.08 11:00 | modify | 1346 | 0.02 | 1.02290 | 0.00000 | 1.02784 | |
| 6831 | 2008.07.08 15:37 | t/p | 1341 | 0.01 | 1.02784 | 0.00000 | 1.02784 | -5.59 | 51242.10 |
| 6832 | 2008.07.08 15:37 | t/p | 1342 | 0.01 | 1.02784 | 0.00000 | 1.02784 | -3.84 | 51238.26 |
| 6833 | 2008.07.08 15:37 | t/p | 1343 | 0.01 | 1.02784 | 0.00000 | 1.02784 | -0.92 | 51237.33 |
| 6834 | 2008.07.08 15:37 | t/p | 1344 | 0.01 | 1.02784 | 0.00000 | 1.02784 | 2.19 | 51239.52 |
| 6835 | 2008.07.08 15:37 | t/p | 1345 | 0.01 | 1.02784 | 0.00000 | 1.02784 | 4.04 | 51243.55 |
| 6836 | 2008.07.08 15:37 | t/p | 1346 | 0.02 | 1.02784 | 0.00000 | 1.02784 | 9.61 | 51253.16 |
| 6837 | 2008.07.08 16:00 | buy | 1347 | 0.01 | 1.02720 | 0.00000 | 0.00000 | |
| 6838 | 2008.07.08 16:00 | modify | 1347 | 0.01 | 1.02720 | 0.00000 | 1.02800 | |
| 6839 | 2008.07.08 16:09 | t/p | 1347 | 0.01 | 1.02800 | 0.00000 | 1.02800 | 0.78 | 51253.94 |
| 6840 | 2008.07.08 17:00 | buy | 1348 | 0.01 | 1.02970 | 0.00000 | 0.00000 | |
| 6841 | 2008.07.08 17:00 | modify | 1348 | 0.01 | 1.02970 | 0.00000 | 1.03050 | |
| 6842 | 2008.07.08 17:10 | t/p | 1348 | 0.01 | 1.03050 | 0.00000 | 1.03050 | 0.78 | 51254.72 |
| 6843 | 2008.07.08 17:30 | buy | 1349 | 0.01 | 1.03000 | 0.00000 | 0.00000 | |
| 6844 | 2008.07.08 17:30 | modify | 1349 | 0.01 | 1.03000 | 0.00000 | 1.03080 | |
| 6845 | 2008.07.08 17:32 | t/p | 1349 | 0.01 | 1.03080 | 0.00000 | 1.03080 | 0.78 | 51255.50 |
| 6846 | 2008.07.08 18:30 | buy | 1350 | 0.01 | 1.03170 | 0.00000 | 0.00000 | |
| 6847 | 2008.07.08 18:30 | modify | 1350 | 0.01 | 1.03170 | 0.00000 | 1.03250 | |
| 6848 | 2008.07.08 18:34 | t/p | 1350 | 0.01 | 1.03250 | 0.00000 | 1.03250 | 0.77 | 51256.27 |
| 6849 | 2008.07.08 19:00 | buy | 1351 | 0.01 | 1.03250 | 0.00000 | 0.00000 | |
| 6850 | 2008.07.08 19:00 | modify | 1351 | 0.01 | 1.03250 | 0.00000 | 1.03330 | |
| 6851 | 2008.07.08 19:06 | t/p | 1351 | 0.01 | 1.03330 | 0.00000 | 1.03330 | 0.77 | 51257.04 |
| 6852 | 2008.07.08 19:30 | buy | 1352 | 0.01 | 1.03300 | 0.00000 | 0.00000 | |
| 6853 | 2008.07.08 19:30 | modify | 1352 | 0.01 | 1.03300 | 0.00000 | 1.03380 | |
| 6854 | 2008.07.08 20:08 | t/p | 1352 | 0.01 | 1.03380 | 0.00000 | 1.03380 | 0.77 | 51257.81 |
| 6855 | 2008.07.09 23:30 | sell | 1353 | 0.01 | 1.02780 | 0.00000 | 0.00000 | |
| 6856 | 2008.07.09 23:30 | modify | 1353 | 0.01 | 1.02780 | 0.00000 | 1.02700 | |
| 6857 | 2008.07.10 01:30 | sell | 1354 | 0.01 | 1.02870 | 0.00000 | 0.00000 | |
| 6858 | 2008.07.10 01:30 | modify | 1353 | 0.01 | 1.02780 | 0.00000 | 1.02745 | |
| 6859 | 2008.07.10 01:30 | modify | 1354 | 0.01 | 1.02870 | 0.00000 | 1.02745 | |
| 6860 | 2008.07.10 08:30 | buy | 1355 | 0.01 | 1.02970 | 0.00000 | 0.00000 | |
| 6861 | 2008.07.10 08:30 | sell | 1356 | 0.01 | 1.02960 | 0.00000 | 0.00000 | |
| 6862 | 2008.07.10 08:30 | modify | 1353 | 0.01 | 1.02780 | 0.00000 | 1.02790 | |
| 6863 | 2008.07.10 08:30 | modify | 1354 | 0.01 | 1.02870 | 0.00000 | 1.02790 | |
| 6864 | 2008.07.10 08:30 | modify | 1355 | 0.01 | 1.02970 | 0.00000 | 1.03050 | |
| 6865 | 2008.07.10 08:30 | modify | 1356 | 0.01 | 1.02960 | 0.00000 | 1.02790 | |
| 6866 | 2008.07.10 09:30 | buy | 1357 | 0.01 | 1.02840 | 0.00000 | 0.00000 | |
| 6867 | 2008.07.10 09:30 | modify | 1355 | 0.01 | 1.02970 | 0.00000 | 1.02985 | |
| 6868 | 2008.07.10 09:30 | modify | 1357 | 0.01 | 1.02840 | 0.00000 | 1.02985 | |
| 6869 | 2008.07.10 09:34 | t/p | 1353 | 0.01 | 1.02790 | 0.00000 | 1.02790 | -0.20 | 51257.62 |
| 6870 | 2008.07.10 09:34 | t/p | 1354 | 0.01 | 1.02790 | 0.00000 | 1.02790 | 0.78 | 51258.40 |
| 6871 | 2008.07.10 09:34 | t/p | 1356 | 0.01 | 1.02790 | 0.00000 | 1.02790 | 1.65 | 51260.05 |
| 6872 | 2008.07.10 09:49 | t/p | 1355 | 0.01 | 1.02985 | 0.00000 | 1.02985 | 0.15 | 51260.20 |
| 6873 | 2008.07.10 09:49 | t/p | 1357 | 0.01 | 1.02985 | 0.00000 | 1.02985 | 1.41 | 51261.61 |
| 6874 | 2008.07.10 10:00 | buy | 1358 | 0.01 | 1.02960 | 0.00000 | 0.00000 | |
| 6875 | 2008.07.10 10:00 | modify | 1358 | 0.01 | 1.02960 | 0.00000 | 1.03040 | |
| 6876 | 2008.07.10 10:12 | t/p | 1358 | 0.01 | 1.03040 | 0.00000 | 1.03040 | 0.78 | 51262.39 |
| 6877 | 2008.07.10 10:30 | buy | 1359 | 0.01 | 1.03230 | 0.00000 | 0.00000 | |
| 6878 | 2008.07.10 10:30 | modify | 1359 | 0.01 | 1.03230 | 0.00000 | 1.03310 | |
| 6879 | 2008.07.10 11:00 | buy | 1360 | 0.01 | 1.03090 | 0.00000 | 0.00000 | |
| 6880 | 2008.07.10 11:00 | modify | 1359 | 0.01 | 1.03230 | 0.00000 | 1.03240 | |
| 6881 | 2008.07.10 11:00 | modify | 1360 | 0.01 | 1.03090 | 0.00000 | 1.03240 | |
| 6882 | 2008.07.10 11:54 | t/p | 1359 | 0.01 | 1.03240 | 0.00000 | 1.03240 | 0.10 | 51262.49 |
| 6883 | 2008.07.10 11:54 | t/p | 1360 | 0.01 | 1.03240 | 0.00000 | 1.03240 | 1.45 | 51263.94 |
| 6884 | 2008.07.10 12:00 | buy | 1361 | 0.01 | 1.03300 | 0.00000 | 0.00000 | |
| 6885 | 2008.07.10 12:00 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.03380 | |
| 6886 | 2008.07.10 16:00 | buy | 1362 | 0.01 | 1.03120 | 0.00000 | 0.00000 | |
| 6887 | 2008.07.10 16:00 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.03290 | |
| 6888 | 2008.07.10 16:00 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.03290 | |
| 6889 | 2008.07.10 17:30 | buy | 1363 | 0.01 | 1.02760 | 0.00000 | 0.00000 | |
| 6890 | 2008.07.10 17:30 | sell | 1364 | 0.01 | 1.02750 | 0.00000 | 0.00000 | |
| 6891 | 2008.07.10 17:30 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.03140 | |
| 6892 | 2008.07.10 17:30 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.03140 | |
| 6893 | 2008.07.10 17:30 | modify | 1363 | 0.01 | 1.02760 | 0.00000 | 1.03140 | |
| 6894 | 2008.07.10 17:30 | modify | 1364 | 0.01 | 1.02750 | 0.00000 | 1.02670 | |
| 6895 | 2008.07.10 17:30 | t/p | 1364 | 0.01 | 1.02670 | 0.00000 | 1.02670 | 0.78 | 51264.72 |
| 6896 | 2008.07.10 18:00 | buy | 1365 | 0.01 | 1.02620 | 0.00000 | 0.00000 | |
| 6897 | 2008.07.10 18:00 | sell | 1366 | 0.01 | 1.02610 | 0.00000 | 0.00000 | |
| 6898 | 2008.07.10 18:00 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.03030 | |
| 6899 | 2008.07.10 18:00 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.03030 | |
| 6900 | 2008.07.10 18:00 | modify | 1363 | 0.01 | 1.02760 | 0.00000 | 1.03030 | |