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 |
| 6901 | 2008.07.10 18:00 | modify | 1365 | 0.01 | 1.02620 | 0.00000 | 1.03030 | ||
| 6902 | 2008.07.10 18:00 | modify | 1366 | 0.01 | 1.02610 | 0.00000 | 1.02530 | ||
| 6903 | 2008.07.10 18:19 | t/p | 1366 | 0.01 | 1.02530 | 0.00000 | 1.02530 | 0.78 | 51265.50 |
| 6904 | 2008.07.11 04:30 | sell | 1367 | 0.01 | 1.02690 | 0.00000 | 0.00000 | ||
| 6905 | 2008.07.11 04:30 | modify | 1367 | 0.01 | 1.02690 | 0.00000 | 1.02610 | ||
| 6906 | 2008.07.11 05:00 | sell | 1368 | 0.01 | 1.02790 | 0.00000 | 0.00000 | ||
| 6907 | 2008.07.11 05:00 | modify | 1367 | 0.01 | 1.02690 | 0.00000 | 1.02660 | ||
| 6908 | 2008.07.11 05:00 | modify | 1368 | 0.01 | 1.02790 | 0.00000 | 1.02660 | ||
| 6909 | 2008.07.11 07:30 | sell | 1369 | 0.01 | 1.02910 | 0.00000 | 0.00000 | ||
| 6910 | 2008.07.11 07:30 | modify | 1367 | 0.01 | 1.02690 | 0.00000 | 1.02717 | ||
| 6911 | 2008.07.11 07:30 | modify | 1368 | 0.01 | 1.02790 | 0.00000 | 1.02717 | ||
| 6912 | 2008.07.11 07:30 | modify | 1369 | 0.01 | 1.02910 | 0.00000 | 1.02717 | ||
| 6913 | 2008.07.11 12:32 | t/p | 1367 | 0.01 | 1.02717 | 0.00000 | 1.02717 | -0.26 | 51265.24 |
| 6914 | 2008.07.11 12:32 | t/p | 1368 | 0.01 | 1.02717 | 0.00000 | 1.02717 | 0.71 | 51265.95 |
| 6915 | 2008.07.11 12:32 | t/p | 1369 | 0.01 | 1.02717 | 0.00000 | 1.02717 | 1.88 | 51267.83 |
| 6916 | 2008.07.11 13:00 | sell | 1370 | 0.01 | 1.02640 | 0.00000 | 0.00000 | ||
| 6917 | 2008.07.11 13:00 | modify | 1370 | 0.01 | 1.02640 | 0.00000 | 1.02560 | ||
| 6918 | 2008.07.11 13:06 | t/p | 1370 | 0.01 | 1.02560 | 0.00000 | 1.02560 | 0.78 | 51268.61 |
| 6919 | 2008.07.11 13:30 | sell | 1371 | 0.01 | 1.02600 | 0.00000 | 0.00000 | ||
| 6920 | 2008.07.11 13:30 | modify | 1371 | 0.01 | 1.02600 | 0.00000 | 1.02520 | ||
| 6921 | 2008.07.11 14:30 | sell | 1372 | 0.01 | 1.02710 | 0.00000 | 0.00000 | ||
| 6922 | 2008.07.11 14:30 | modify | 1371 | 0.01 | 1.02600 | 0.00000 | 1.02575 | ||
| 6923 | 2008.07.11 14:30 | modify | 1372 | 0.01 | 1.02710 | 0.00000 | 1.02575 | ||
| 6924 | 2008.07.11 14:42 | t/p | 1371 | 0.01 | 1.02575 | 0.00000 | 1.02575 | 0.24 | 51268.85 |
| 6925 | 2008.07.11 14:42 | t/p | 1372 | 0.01 | 1.02575 | 0.00000 | 1.02575 | 1.32 | 51270.17 |
| 6926 | 2008.07.11 15:00 | buy | 1373 | 0.01 | 1.02420 | 0.00000 | 0.00000 | ||
| 6927 | 2008.07.11 15:00 | sell | 1374 | 0.01 | 1.02410 | 0.00000 | 0.00000 | ||
| 6928 | 2008.07.11 15:00 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.02924 | ||
| 6929 | 2008.07.11 15:00 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.02924 | ||
| 6930 | 2008.07.11 15:00 | modify | 1363 | 0.01 | 1.02760 | 0.00000 | 1.02924 | ||
| 6931 | 2008.07.11 15:00 | modify | 1365 | 0.01 | 1.02620 | 0.00000 | 1.02924 | ||
| 6932 | 2008.07.11 15:00 | modify | 1373 | 0.01 | 1.02420 | 0.00000 | 1.02924 | ||
| 6933 | 2008.07.11 15:00 | modify | 1374 | 0.01 | 1.02410 | 0.00000 | 1.02330 | ||
| 6934 | 2008.07.11 15:07 | t/p | 1374 | 0.01 | 1.02330 | 0.00000 | 1.02330 | 0.78 | 51270.95 |
| 6935 | 2008.07.11 15:30 | buy | 1375 | 0.02 | 1.02070 | 0.00000 | 0.00000 | ||
| 6936 | 2008.07.11 15:30 | sell | 1376 | 0.01 | 1.02060 | 0.00000 | 0.00000 | ||
| 6937 | 2008.07.11 15:30 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.02703 | ||
| 6938 | 2008.07.11 15:30 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.02703 | ||
| 6939 | 2008.07.11 15:30 | modify | 1363 | 0.01 | 1.02760 | 0.00000 | 1.02703 | ||
| 6940 | 2008.07.11 15:30 | modify | 1365 | 0.01 | 1.02620 | 0.00000 | 1.02703 | ||
| 6941 | 2008.07.11 15:30 | modify | 1373 | 0.01 | 1.02420 | 0.00000 | 1.02703 | ||
| 6942 | 2008.07.11 15:30 | modify | 1375 | 0.02 | 1.02070 | 0.00000 | 1.02703 | ||
| 6943 | 2008.07.11 15:30 | modify | 1376 | 0.01 | 1.02060 | 0.00000 | 1.01980 | ||
| 6944 | 2008.07.11 16:01 | t/p | 1376 | 0.01 | 1.01980 | 0.00000 | 1.01980 | 0.78 | 51271.73 |
| 6945 | 2008.07.11 16:30 | buy | 1377 | 0.02 | 1.01630 | 0.00000 | 0.00000 | ||
| 6946 | 2008.07.11 16:30 | sell | 1378 | 0.01 | 1.01620 | 0.00000 | 0.00000 | ||
| 6947 | 2008.07.11 16:30 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.02482 | ||
| 6948 | 2008.07.11 16:30 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.02482 | ||
| 6949 | 2008.07.11 16:30 | modify | 1363 | 0.01 | 1.02760 | 0.00000 | 1.02482 | ||
| 6950 | 2008.07.11 16:30 | modify | 1365 | 0.01 | 1.02620 | 0.00000 | 1.02482 | ||
| 6951 | 2008.07.11 16:30 | modify | 1373 | 0.01 | 1.02420 | 0.00000 | 1.02482 | ||
| 6952 | 2008.07.11 16:30 | modify | 1375 | 0.02 | 1.02070 | 0.00000 | 1.02482 | ||
| 6953 | 2008.07.11 16:30 | modify | 1377 | 0.02 | 1.01630 | 0.00000 | 1.02482 | ||
| 6954 | 2008.07.11 16:30 | modify | 1378 | 0.01 | 1.01620 | 0.00000 | 1.01540 | ||
| 6955 | 2008.07.11 16:34 | t/p | 1378 | 0.01 | 1.01540 | 0.00000 | 1.01540 | 0.79 | 51272.52 |
| 6956 | 2008.07.11 17:30 | buy | 1379 | 0.02 | 1.01460 | 0.00000 | 0.00000 | ||
| 6957 | 2008.07.11 17:30 | sell | 1380 | 0.01 | 1.01450 | 0.00000 | 0.00000 | ||
| 6958 | 2008.07.11 17:30 | modify | 1361 | 0.01 | 1.03300 | 0.00000 | 1.02311 | ||
| 6959 | 2008.07.11 17:30 | modify | 1362 | 0.01 | 1.03120 | 0.00000 | 1.02311 | ||
| 6960 | 2008.07.11 17:30 | modify | 1363 | 0.01 | 1.02760 | 0.00000 | 1.02311 | ||
| 6961 | 2008.07.11 17:30 | modify | 1365 | 0.01 | 1.02620 | 0.00000 | 1.02311 | ||
| 6962 | 2008.07.11 17:30 | modify | 1373 | 0.01 | 1.02420 | 0.00000 | 1.02311 | ||
| 6963 | 2008.07.11 17:30 | modify | 1375 | 0.02 | 1.02070 | 0.00000 | 1.02311 | ||
| 6964 | 2008.07.11 17:30 | modify | 1377 | 0.02 | 1.01630 | 0.00000 | 1.02311 | ||
| 6965 | 2008.07.11 17:30 | modify | 1379 | 0.02 | 1.01460 | 0.00000 | 1.02311 | ||
| 6966 | 2008.07.11 17:30 | modify | 1380 | 0.01 | 1.01450 | 0.00000 | 1.01370 | ||
| 6967 | 2008.07.11 18:00 | sell | 1381 | 0.01 | 1.01700 | 0.00000 | 0.00000 | ||
| 6968 | 2008.07.11 18:00 | modify | 1380 | 0.01 | 1.01450 | 0.00000 | 1.01495 | ||
| 6969 | 2008.07.11 18:00 | modify | 1381 | 0.01 | 1.01700 | 0.00000 | 1.01495 | ||
| 6970 | 2008.07.11 19:00 | sell | 1382 | 0.01 | 1.01810 | 0.00000 | 0.00000 | ||
| 6971 | 2008.07.11 19:00 | modify | 1380 | 0.01 | 1.01450 | 0.00000 | 1.01573 | ||
| 6972 | 2008.07.11 19:00 | modify | 1381 | 0.01 | 1.01700 | 0.00000 | 1.01573 | ||
| 6973 | 2008.07.11 19:00 | modify | 1382 | 0.01 | 1.01810 | 0.00000 | 1.01573 | ||
| 6974 | 2008.07.11 22:00 | sell | 1383 | 0.01 | 1.01900 | 0.00000 | 0.00000 | ||
| 6975 | 2008.07.11 22:00 | modify | 1380 | 0.01 | 1.01450 | 0.00000 | 1.01635 | ||
| 6976 | 2008.07.11 22:00 | modify | 1381 | 0.01 | 1.01700 | 0.00000 | 1.01635 | ||
| 6977 | 2008.07.11 22:00 | modify | 1382 | 0.01 | 1.01810 | 0.00000 | 1.01635 | ||
| 6978 | 2008.07.11 22:00 | modify | 1383 | 0.01 | 1.01900 | 0.00000 | 1.01635 | ||
| 6979 | 2008.07.11 22:15 | t/p | 1380 | 0.01 | 1.01635 | 0.00000 | 1.01635 | -1.82 | 51270.70 |
| 6980 | 2008.07.11 22:15 | t/p | 1381 | 0.01 | 1.01635 | 0.00000 | 1.01635 | 0.64 | 51271.34 |
| 6981 | 2008.07.11 22:15 | t/p | 1382 | 0.01 | 1.01635 | 0.00000 | 1.01635 | 1.72 | 51273.06 |
| 6982 | 2008.07.11 22:15 | t/p | 1383 | 0.01 | 1.01635 | 0.00000 | 1.01635 | 2.61 | 51275.67 |
| 6983 | 2008.07.14 10:03 | t/p | 1361 | 0.01 | 1.02311 | 0.00000 | 1.02311 | -9.66 | 51266.01 |
| 6984 | 2008.07.14 10:03 | t/p | 1362 | 0.01 | 1.02311 | 0.00000 | 1.02311 | -7.90 | 51258.11 |
| 6985 | 2008.07.14 10:03 | t/p | 1363 | 0.01 | 1.02311 | 0.00000 | 1.02311 | -4.38 | 51253.73 |
| 6986 | 2008.07.14 10:03 | t/p | 1365 | 0.01 | 1.02311 | 0.00000 | 1.02311 | -3.01 | 51250.72 |
| 6987 | 2008.07.14 10:03 | t/p | 1373 | 0.01 | 1.02311 | 0.00000 | 1.02311 | -1.06 | 51249.66 |
| 6988 | 2008.07.14 10:03 | t/p | 1375 | 0.02 | 1.02311 | 0.00000 | 1.02311 | 4.72 | 51254.38 |
| 6989 | 2008.07.14 10:03 | t/p | 1377 | 0.02 | 1.02311 | 0.00000 | 1.02311 | 13.32 | 51267.70 |
| 6990 | 2008.07.14 10:03 | t/p | 1379 | 0.02 | 1.02311 | 0.00000 | 1.02311 | 16.64 | 51284.34 |
| 6991 | 2008.07.14 17:30 | sell | 1384 | 0.01 | 1.01760 | 0.00000 | 0.00000 | ||
| 6992 | 2008.07.14 17:30 | modify | 1384 | 0.01 | 1.01760 | 0.00000 | 1.01680 | ||
| 6993 | 2008.07.14 18:00 | sell | 1385 | 0.01 | 1.01900 | 0.00000 | 0.00000 | ||
| 6994 | 2008.07.14 18:00 | modify | 1384 | 0.01 | 1.01760 | 0.00000 | 1.01750 | ||
| 6995 | 2008.07.14 18:00 | modify | 1385 | 0.01 | 1.01900 | 0.00000 | 1.01750 | ||
| 6996 | 2008.07.14 18:09 | t/p | 1384 | 0.01 | 1.01750 | 0.00000 | 1.01750 | 0.10 | 51284.44 |
| 6997 | 2008.07.14 18:09 | t/p | 1385 | 0.01 | 1.01750 | 0.00000 | 1.01750 | 1.47 | 51285.91 |
| 6998 | 2008.07.14 18:30 | sell | 1386 | 0.01 | 1.01720 | 0.00000 | 0.00000 | ||
| 6999 | 2008.07.14 18:30 | modify | 1386 | 0.01 | 1.01720 | 0.00000 | 1.01640 | ||
| 7000 | 2008.07.14 18:57 | t/p | 1386 | 0.01 | 1.01640 | 0.00000 | 1.01640 | 0.79 | 51286.70 |
| 7001 | 2008.07.14 19:00 | sell | 1387 | 0.01 | 1.01620 | 0.00000 | 0.00000 | ||
| 7002 | 2008.07.14 19:00 | modify | 1387 | 0.01 | 1.01620 | 0.00000 | 1.01540 | ||
| 7003 | 2008.07.14 19:36 | t/p | 1387 | 0.01 | 1.01540 | 0.00000 | 1.01540 | 0.79 | 51287.49 |
| 7004 | 2008.07.14 20:00 | sell | 1388 | 0.01 | 1.01520 | 0.00000 | 0.00000 | ||
| 7005 | 2008.07.14 20:00 | modify | 1388 | 0.01 | 1.01520 | 0.00000 | 1.01440 | ||
| 7006 | 2008.07.14 20:12 | t/p | 1388 | 0.01 | 1.01440 | 0.00000 | 1.01440 | 0.79 | 51288.28 |
| 7007 | 2008.07.15 04:00 | sell | 1389 | 0.01 | 1.01540 | 0.00000 | 0.00000 | ||
| 7008 | 2008.07.15 04:00 | modify | 1389 | 0.01 | 1.01540 | 0.00000 | 1.01460 | ||
| 7009 | 2008.07.15 04:41 | t/p | 1389 | 0.01 | 1.01460 | 0.00000 | 1.01460 | 0.79 | 51289.07 |
| 7010 | 2008.07.15 05:00 | sell | 1390 | 0.01 | 1.01420 | 0.00000 | 0.00000 | ||
| 7011 | 2008.07.15 05:00 | modify | 1390 | 0.01 | 1.01420 | 0.00000 | 1.01340 | ||
| 7012 | 2008.07.15 05:44 | t/p | 1390 | 0.01 | 1.01340 | 0.00000 | 1.01340 | 0.79 | 51289.86 |
| 7013 | 2008.07.15 06:00 | sell | 1391 | 0.01 | 1.01320 | 0.00000 | 0.00000 | ||
| 7014 | 2008.07.15 06:00 | modify | 1391 | 0.01 | 1.01320 | 0.00000 | 1.01240 | ||
| 7015 | 2008.07.15 09:00 | sell | 1392 | 0.01 | 1.01420 | 0.00000 | 0.00000 | ||
| 7016 | 2008.07.15 09:00 | modify | 1391 | 0.01 | 1.01320 | 0.00000 | 1.01290 | ||
| 7017 | 2008.07.15 09:00 | modify | 1392 | 0.01 | 1.01420 | 0.00000 | 1.01290 | ||
| 7018 | 2008.07.15 09:36 | t/p | 1391 | 0.01 | 1.01290 | 0.00000 | 1.01290 | 0.30 | 51290.16 |
| 7019 | 2008.07.15 09:36 | t/p | 1392 | 0.01 | 1.01290 | 0.00000 | 1.01290 | 1.28 | 51291.44 |
| 7020 | 2008.07.15 10:00 | sell | 1393 | 0.01 | 1.01290 | 0.00000 | 0.00000 | ||
| 7021 | 2008.07.15 10:00 | modify | 1393 | 0.01 | 1.01290 | 0.00000 | 1.01210 | ||
| 7022 | 2008.07.15 10:07 | t/p | 1393 | 0.01 | 1.01210 | 0.00000 | 1.01210 | 0.79 | 51292.23 |
| 7023 | 2008.07.15 10:30 | sell | 1394 | 0.01 | 1.00990 | 0.00000 | 0.00000 | ||
| 7024 | 2008.07.15 10:30 | modify | 1394 | 0.01 | 1.00990 | 0.00000 | 1.00910 | ||
| 7025 | 2008.07.15 10:49 | t/p | 1394 | 0.01 | 1.00910 | 0.00000 | 1.00910 | 0.79 | 51293.02 |
| 7026 | 2008.07.15 11:00 | sell | 1395 | 0.01 | 1.00830 | 0.00000 | 0.00000 | ||
| 7027 | 2008.07.15 11:00 | modify | 1395 | 0.01 | 1.00830 | 0.00000 | 1.00750 | ||
| 7028 | 2008.07.15 11:01 | t/p | 1395 | 0.01 | 1.00750 | 0.00000 | 1.00750 | 0.79 | 51293.81 |
| 7029 | 2008.07.15 11:30 | sell | 1396 | 0.01 | 1.00550 | 0.00000 | 0.00000 | ||
| 7030 | 2008.07.15 11:30 | modify | 1396 | 0.01 | 1.00550 | 0.00000 | 1.00470 | ||
| 7031 | 2008.07.15 12:00 | sell | 1397 | 0.01 | 1.00800 | 0.00000 | 0.00000 | ||
| 7032 | 2008.07.15 12:00 | modify | 1396 | 0.01 | 1.00550 | 0.00000 | 1.00595 | ||
| 7033 | 2008.07.15 12:00 | modify | 1397 | 0.01 | 1.00800 | 0.00000 | 1.00595 | ||
| 7034 | 2008.07.15 12:04 | t/p | 1396 | 0.01 | 1.00595 | 0.00000 | 1.00595 | -0.45 | 51293.36 |
| 7035 | 2008.07.15 12:04 | t/p | 1397 | 0.01 | 1.00595 | 0.00000 | 1.00595 | 2.04 | 51295.40 |
| 7036 | 2008.07.15 12:30 | sell | 1398 | 0.01 | 1.00450 | 0.00000 | 0.00000 | ||
| 7037 | 2008.07.15 12:30 | modify | 1398 | 0.01 | 1.00450 | 0.00000 | 1.00370 | ||
| 7038 | 2008.07.15 13:00 | sell | 1399 | 0.01 | 1.00550 | 0.00000 | 0.00000 | ||
| 7039 | 2008.07.15 13:00 | modify | 1398 | 0.01 | 1.00450 | 0.00000 | 1.00420 | ||
| 7040 | 2008.07.15 13:00 | modify | 1399 | 0.01 | 1.00550 | 0.00000 | 1.00420 | ||
| 7041 | 2008.07.15 13:40 | t/p | 1398 | 0.01 | 1.00420 | 0.00000 | 1.00420 | 0.30 | 51295.70 |
| 7042 | 2008.07.15 13:40 | t/p | 1399 | 0.01 | 1.00420 | 0.00000 | 1.00420 | 1.29 | 51296.99 |
| 7043 | 2008.07.15 14:00 | sell | 1400 | 0.01 | 1.00280 | 0.00000 | 0.00000 | ||
| 7044 | 2008.07.15 14:00 | modify | 1400 | 0.01 | 1.00280 | 0.00000 | 1.00200 | ||
| 7045 | 2008.07.15 14:30 | sell | 1401 | 0.01 | 1.00390 | 0.00000 | 0.00000 | ||
| 7046 | 2008.07.15 14:30 | modify | 1400 | 0.01 | 1.00280 | 0.00000 | 1.00255 | ||
| 7047 | 2008.07.15 14:30 | modify | 1401 | 0.01 | 1.00390 | 0.00000 | 1.00255 | ||
| 7048 | 2008.07.15 14:41 | t/p | 1400 | 0.01 | 1.00255 | 0.00000 | 1.00255 | 0.25 | 51297.24 |
| 7049 | 2008.07.15 14:41 | t/p | 1401 | 0.01 | 1.00255 | 0.00000 | 1.00255 | 1.35 | 51298.59 |
| 7050 | 2008.07.16 10:30 | sell | 1402 | 0.01 | 1.00730 | 0.00000 | 0.00000 | ||