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 |
| 7051 | 2008.07.16 10:30 | modify | 1402 | 0.01 | 1.00730 | 0.00000 | 1.00650 | ||
| 7052 | 2008.07.16 10:33 | t/p | 1402 | 0.01 | 1.00650 | 0.00000 | 1.00650 | 0.79 | 51299.38 |
| 7053 | 2008.07.16 11:30 | sell | 1403 | 0.01 | 1.00650 | 0.00000 | 0.00000 | ||
| 7054 | 2008.07.16 11:30 | modify | 1403 | 0.01 | 1.00650 | 0.00000 | 1.00570 | ||
| 7055 | 2008.07.16 12:30 | sell | 1404 | 0.01 | 1.00770 | 0.00000 | 0.00000 | ||
| 7056 | 2008.07.16 12:30 | modify | 1403 | 0.01 | 1.00650 | 0.00000 | 1.00630 | ||
| 7057 | 2008.07.16 12:30 | modify | 1404 | 0.01 | 1.00770 | 0.00000 | 1.00630 | ||
| 7058 | 2008.07.16 12:50 | t/p | 1403 | 0.01 | 1.00630 | 0.00000 | 1.00630 | 0.20 | 51299.58 |
| 7059 | 2008.07.16 12:50 | t/p | 1404 | 0.01 | 1.00630 | 0.00000 | 1.00630 | 1.39 | 51300.97 |
| 7060 | 2008.07.16 13:00 | sell | 1405 | 0.01 | 1.00560 | 0.00000 | 0.00000 | ||
| 7061 | 2008.07.16 13:00 | modify | 1405 | 0.01 | 1.00560 | 0.00000 | 1.00480 | ||
| 7062 | 2008.07.16 13:16 | t/p | 1405 | 0.01 | 1.00480 | 0.00000 | 1.00480 | 0.80 | 51301.77 |
| 7063 | 2008.07.16 13:30 | sell | 1406 | 0.01 | 1.00460 | 0.00000 | 0.00000 | ||
| 7064 | 2008.07.16 13:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.00380 | ||
| 7065 | 2008.07.16 14:30 | sell | 1407 | 0.01 | 1.00770 | 0.00000 | 0.00000 | ||
| 7066 | 2008.07.16 14:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.00535 | ||
| 7067 | 2008.07.16 14:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.00535 | ||
| 7068 | 2008.07.16 15:30 | sell | 1408 | 0.01 | 1.00950 | 0.00000 | 0.00000 | ||
| 7069 | 2008.07.16 15:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.00647 | ||
| 7070 | 2008.07.16 15:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.00647 | ||
| 7071 | 2008.07.16 15:30 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.00647 | ||
| 7072 | 2008.07.16 16:30 | sell | 1409 | 0.01 | 1.01140 | 0.00000 | 0.00000 | ||
| 7073 | 2008.07.16 16:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.00750 | ||
| 7074 | 2008.07.16 16:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.00750 | ||
| 7075 | 2008.07.16 16:30 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.00750 | ||
| 7076 | 2008.07.16 16:30 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.00750 | ||
| 7077 | 2008.07.16 18:00 | sell | 1410 | 0.01 | 1.01620 | 0.00000 | 0.00000 | ||
| 7078 | 2008.07.16 18:00 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.00908 | ||
| 7079 | 2008.07.16 18:00 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.00908 | ||
| 7080 | 2008.07.16 18:00 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.00908 | ||
| 7081 | 2008.07.16 18:00 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.00908 | ||
| 7082 | 2008.07.16 18:00 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.00908 | ||
| 7083 | 2008.07.16 21:30 | sell | 1411 | 0.02 | 1.01740 | 0.00000 | 0.00000 | ||
| 7084 | 2008.07.16 21:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.01123 | ||
| 7085 | 2008.07.16 21:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.01123 | ||
| 7086 | 2008.07.16 21:30 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.01123 | ||
| 7087 | 2008.07.16 21:30 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.01123 | ||
| 7088 | 2008.07.16 21:30 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.01123 | ||
| 7089 | 2008.07.16 21:30 | modify | 1411 | 0.02 | 1.01740 | 0.00000 | 1.01123 | ||
| 7090 | 2008.07.17 01:30 | sell | 1412 | 0.02 | 1.01840 | 0.00000 | 0.00000 | ||
| 7091 | 2008.07.17 01:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.01264 | ||
| 7092 | 2008.07.17 01:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.01264 | ||
| 7093 | 2008.07.17 01:30 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.01264 | ||
| 7094 | 2008.07.17 01:30 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.01264 | ||
| 7095 | 2008.07.17 01:30 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.01264 | ||
| 7096 | 2008.07.17 01:30 | modify | 1411 | 0.02 | 1.01740 | 0.00000 | 1.01264 | ||
| 7097 | 2008.07.17 01:30 | modify | 1412 | 0.02 | 1.01840 | 0.00000 | 1.01264 | ||
| 7098 | 2008.07.17 13:30 | buy | 1413 | 0.01 | 1.01800 | 0.00000 | 0.00000 | ||
| 7099 | 2008.07.17 13:30 | modify | 1413 | 0.01 | 1.01800 | 0.00000 | 1.01880 | ||
| 7100 | 2008.07.17 13:36 | t/p | 1413 | 0.01 | 1.01880 | 0.00000 | 1.01880 | 0.78 | 51302.55 |
| 7101 | 2008.07.17 14:00 | buy | 1414 | 0.01 | 1.01840 | 0.00000 | 0.00000 | ||
| 7102 | 2008.07.17 14:00 | modify | 1414 | 0.01 | 1.01840 | 0.00000 | 1.01920 | ||
| 7103 | 2008.07.17 14:07 | t/p | 1414 | 0.01 | 1.01920 | 0.00000 | 1.01920 | 0.78 | 51303.33 |
| 7104 | 2008.07.17 14:30 | buy | 1415 | 0.01 | 1.01940 | 0.00000 | 0.00000 | ||
| 7105 | 2008.07.17 14:30 | sell | 1416 | 0.02 | 1.01930 | 0.00000 | 0.00000 | ||
| 7106 | 2008.07.17 14:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.01371 | ||
| 7107 | 2008.07.17 14:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.01371 | ||
| 7108 | 2008.07.17 14:30 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.01371 | ||
| 7109 | 2008.07.17 14:30 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.01371 | ||
| 7110 | 2008.07.17 14:30 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.01371 | ||
| 7111 | 2008.07.17 14:30 | modify | 1411 | 0.02 | 1.01740 | 0.00000 | 1.01371 | ||
| 7112 | 2008.07.17 14:30 | modify | 1412 | 0.02 | 1.01840 | 0.00000 | 1.01371 | ||
| 7113 | 2008.07.17 14:30 | modify | 1415 | 0.01 | 1.01940 | 0.00000 | 1.02020 | ||
| 7114 | 2008.07.17 14:30 | modify | 1416 | 0.02 | 1.01930 | 0.00000 | 1.01371 | ||
| 7115 | 2008.07.17 14:44 | t/p | 1415 | 0.01 | 1.02020 | 0.00000 | 1.02020 | 0.78 | 51304.11 |
| 7116 | 2008.07.17 16:00 | buy | 1417 | 0.01 | 1.02050 | 0.00000 | 0.00000 | ||
| 7117 | 2008.07.17 16:00 | sell | 1418 | 0.02 | 1.02040 | 0.00000 | 0.00000 | ||
| 7118 | 2008.07.17 16:00 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.01462 | ||
| 7119 | 2008.07.17 16:00 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.01462 | ||
| 7120 | 2008.07.17 16:00 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.01462 | ||
| 7121 | 2008.07.17 16:00 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.01462 | ||
| 7122 | 2008.07.17 16:00 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.01462 | ||
| 7123 | 2008.07.17 16:00 | modify | 1411 | 0.02 | 1.01740 | 0.00000 | 1.01462 | ||
| 7124 | 2008.07.17 16:00 | modify | 1412 | 0.02 | 1.01840 | 0.00000 | 1.01462 | ||
| 7125 | 2008.07.17 16:00 | modify | 1416 | 0.02 | 1.01930 | 0.00000 | 1.01462 | ||
| 7126 | 2008.07.17 16:00 | modify | 1417 | 0.01 | 1.02050 | 0.00000 | 1.02130 | ||
| 7127 | 2008.07.17 16:00 | modify | 1418 | 0.02 | 1.02040 | 0.00000 | 1.01462 | ||
| 7128 | 2008.07.17 16:30 | buy | 1419 | 0.01 | 1.01940 | 0.00000 | 0.00000 | ||
| 7129 | 2008.07.17 16:30 | modify | 1417 | 0.01 | 1.02050 | 0.00000 | 1.02075 | ||
| 7130 | 2008.07.17 16:30 | modify | 1419 | 0.01 | 1.01940 | 0.00000 | 1.02075 | ||
| 7131 | 2008.07.17 17:00 | buy | 1420 | 0.01 | 1.01840 | 0.00000 | 0.00000 | ||
| 7132 | 2008.07.17 17:00 | modify | 1417 | 0.01 | 1.02050 | 0.00000 | 1.02023 | ||
| 7133 | 2008.07.17 17:00 | modify | 1419 | 0.01 | 1.01940 | 0.00000 | 1.02023 | ||
| 7134 | 2008.07.17 17:00 | modify | 1420 | 0.01 | 1.01840 | 0.00000 | 1.02023 | ||
| 7135 | 2008.07.17 17:30 | buy | 1421 | 0.01 | 1.01720 | 0.00000 | 0.00000 | ||
| 7136 | 2008.07.17 17:30 | modify | 1417 | 0.01 | 1.02050 | 0.00000 | 1.01968 | ||
| 7137 | 2008.07.17 17:30 | modify | 1419 | 0.01 | 1.01940 | 0.00000 | 1.01968 | ||
| 7138 | 2008.07.17 17:30 | modify | 1420 | 0.01 | 1.01840 | 0.00000 | 1.01968 | ||
| 7139 | 2008.07.17 17:30 | modify | 1421 | 0.01 | 1.01720 | 0.00000 | 1.01968 | ||
| 7140 | 2008.07.17 18:58 | t/p | 1417 | 0.01 | 1.01968 | 0.00000 | 1.01968 | -0.80 | 51303.31 |
| 7141 | 2008.07.17 18:58 | t/p | 1419 | 0.01 | 1.01968 | 0.00000 | 1.01968 | 0.27 | 51303.58 |
| 7142 | 2008.07.17 18:58 | t/p | 1420 | 0.01 | 1.01968 | 0.00000 | 1.01968 | 1.26 | 51304.84 |
| 7143 | 2008.07.17 18:58 | t/p | 1421 | 0.01 | 1.01968 | 0.00000 | 1.01968 | 2.43 | 51307.27 |
| 7144 | 2008.07.17 20:30 | buy | 1422 | 0.01 | 1.02070 | 0.00000 | 0.00000 | ||
| 7145 | 2008.07.17 20:30 | modify | 1422 | 0.01 | 1.02070 | 0.00000 | 1.02150 | ||
| 7146 | 2008.07.17 20:33 | t/p | 1422 | 0.01 | 1.02150 | 0.00000 | 1.02150 | 0.78 | 51308.05 |
| 7147 | 2008.07.17 21:00 | buy | 1423 | 0.01 | 1.02300 | 0.00000 | 0.00000 | ||
| 7148 | 2008.07.17 21:00 | sell | 1424 | 0.02 | 1.02290 | 0.00000 | 0.00000 | ||
| 7149 | 2008.07.17 21:00 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.01561 | ||
| 7150 | 2008.07.17 21:00 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.01561 | ||
| 7151 | 2008.07.17 21:00 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.01561 | ||
| 7152 | 2008.07.17 21:00 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.01561 | ||
| 7153 | 2008.07.17 21:00 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.01561 | ||
| 7154 | 2008.07.17 21:00 | modify | 1411 | 0.02 | 1.01740 | 0.00000 | 1.01561 | ||
| 7155 | 2008.07.17 21:00 | modify | 1412 | 0.02 | 1.01840 | 0.00000 | 1.01561 | ||
| 7156 | 2008.07.17 21:00 | modify | 1416 | 0.02 | 1.01930 | 0.00000 | 1.01561 | ||
| 7157 | 2008.07.17 21:00 | modify | 1418 | 0.02 | 1.02040 | 0.00000 | 1.01561 | ||
| 7158 | 2008.07.17 21:00 | modify | 1423 | 0.01 | 1.02300 | 0.00000 | 1.02380 | ||
| 7159 | 2008.07.17 21:00 | modify | 1424 | 0.02 | 1.02290 | 0.00000 | 1.01561 | ||
| 7160 | 2008.07.17 21:04 | t/p | 1423 | 0.01 | 1.02380 | 0.00000 | 1.02380 | 0.78 | 51308.83 |
| 7161 | 2008.07.17 21:30 | buy | 1425 | 0.01 | 1.02510 | 0.00000 | 0.00000 | ||
| 7162 | 2008.07.17 21:30 | sell | 1426 | 0.03 | 1.02500 | 0.00000 | 0.00000 | ||
| 7163 | 2008.07.17 21:30 | modify | 1406 | 0.01 | 1.00460 | 0.00000 | 1.01704 | ||
| 7164 | 2008.07.17 21:30 | modify | 1407 | 0.01 | 1.00770 | 0.00000 | 1.01704 | ||
| 7165 | 2008.07.17 21:30 | modify | 1408 | 0.01 | 1.00950 | 0.00000 | 1.01704 | ||
| 7166 | 2008.07.17 21:30 | modify | 1409 | 0.01 | 1.01140 | 0.00000 | 1.01704 | ||
| 7167 | 2008.07.17 21:30 | modify | 1410 | 0.01 | 1.01620 | 0.00000 | 1.01704 | ||
| 7168 | 2008.07.17 21:30 | modify | 1411 | 0.02 | 1.01740 | 0.00000 | 1.01704 | ||
| 7169 | 2008.07.17 21:30 | modify | 1412 | 0.02 | 1.01840 | 0.00000 | 1.01704 | ||
| 7170 | 2008.07.17 21:30 | modify | 1416 | 0.02 | 1.01930 | 0.00000 | 1.01704 | ||
| 7171 | 2008.07.17 21:30 | modify | 1418 | 0.02 | 1.02040 | 0.00000 | 1.01704 | ||
| 7172 | 2008.07.17 21:30 | modify | 1424 | 0.02 | 1.02290 | 0.00000 | 1.01704 | ||
| 7173 | 2008.07.17 21:30 | modify | 1425 | 0.01 | 1.02510 | 0.00000 | 1.02590 | ||
| 7174 | 2008.07.17 21:30 | modify | 1426 | 0.03 | 1.02500 | 0.00000 | 1.01704 | ||
| 7175 | 2008.07.17 22:00 | buy | 1427 | 0.01 | 1.02310 | 0.00000 | 0.00000 | ||
| 7176 | 2008.07.17 22:00 | modify | 1425 | 0.01 | 1.02510 | 0.00000 | 1.02490 | ||
| 7177 | 2008.07.17 22:00 | modify | 1427 | 0.01 | 1.02310 | 0.00000 | 1.02490 | ||
| 7178 | 2008.07.17 23:30 | buy | 1428 | 0.01 | 1.02010 | 0.00000 | 0.00000 | ||
| 7179 | 2008.07.17 23:30 | modify | 1425 | 0.01 | 1.02510 | 0.00000 | 1.02357 | ||
| 7180 | 2008.07.17 23:30 | modify | 1427 | 0.01 | 1.02310 | 0.00000 | 1.02357 | ||
| 7181 | 2008.07.17 23:30 | modify | 1428 | 0.01 | 1.02010 | 0.00000 | 1.02357 | ||
| 7182 | 2008.07.18 00:00 | buy | 1429 | 0.01 | 1.01930 | 0.00000 | 0.00000 | ||
| 7183 | 2008.07.18 00:00 | modify | 1425 | 0.01 | 1.02510 | 0.00000 | 1.02270 | ||
| 7184 | 2008.07.18 00:00 | modify | 1427 | 0.01 | 1.02310 | 0.00000 | 1.02270 | ||
| 7185 | 2008.07.18 00:00 | modify | 1428 | 0.01 | 1.02010 | 0.00000 | 1.02270 | ||
| 7186 | 2008.07.18 00:00 | modify | 1429 | 0.01 | 1.01930 | 0.00000 | 1.02270 | ||
| 7187 | 2008.07.18 14:06 | t/p | 1425 | 0.01 | 1.02270 | 0.00000 | 1.02270 | -2.34 | 51306.49 |
| 7188 | 2008.07.18 14:06 | t/p | 1427 | 0.01 | 1.02270 | 0.00000 | 1.02270 | -0.38 | 51306.10 |
| 7189 | 2008.07.18 14:06 | t/p | 1428 | 0.01 | 1.02270 | 0.00000 | 1.02270 | 2.55 | 51308.65 |
| 7190 | 2008.07.18 14:06 | t/p | 1429 | 0.01 | 1.02270 | 0.00000 | 1.02270 | 3.32 | 51311.97 |
| 7191 | 2008.07.18 14:30 | buy | 1430 | 0.01 | 1.02300 | 0.00000 | 0.00000 | ||
| 7192 | 2008.07.18 14:30 | modify | 1430 | 0.01 | 1.02300 | 0.00000 | 1.02380 | ||
| 7193 | 2008.07.18 15:03 | t/p | 1430 | 0.01 | 1.02380 | 0.00000 | 1.02380 | 0.78 | 51312.75 |
| 7194 | 2008.07.18 15:30 | buy | 1431 | 0.01 | 1.02460 | 0.00000 | 0.00000 | ||
| 7195 | 2008.07.18 15:30 | modify | 1431 | 0.01 | 1.02460 | 0.00000 | 1.02540 | ||
| 7196 | 2008.07.18 16:00 | buy | 1432 | 0.01 | 1.02300 | 0.00000 | 0.00000 | ||
| 7197 | 2008.07.18 16:00 | modify | 1431 | 0.01 | 1.02460 | 0.00000 | 1.02460 | ||
| 7198 | 2008.07.18 16:00 | modify | 1432 | 0.01 | 1.02300 | 0.00000 | 1.02460 | ||
| 7199 | 2008.07.18 17:00 | buy | 1433 | 0.01 | 1.02110 | 0.00000 | 0.00000 | ||
| 7200 | 2008.07.18 17:00 | modify | 1431 | 0.01 | 1.02460 | 0.00000 | 1.02370 | ||