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 |
| 601 | 2008.01.23 16:43 | t/p | 144 | 0.01 | 1.08925 | 0.00000 | 1.08925 | 1.61 | 50096.20 |
| 602 | 2008.01.23 17:00 | buy | 145 | 0.03 | 1.08810 | 0.00000 | 0.00000 | ||
| 603 | 2008.01.23 17:00 | sell | 146 | 0.01 | 1.08800 | 0.00000 | 0.00000 | ||
| 604 | 2008.01.23 17:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.09892 | ||
| 605 | 2008.01.23 17:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.09892 | ||
| 606 | 2008.01.23 17:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.09892 | ||
| 607 | 2008.01.23 17:00 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.09892 | ||
| 608 | 2008.01.23 17:00 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.09892 | ||
| 609 | 2008.01.23 17:00 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.09892 | ||
| 610 | 2008.01.23 17:00 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.09892 | ||
| 611 | 2008.01.23 17:00 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.09892 | ||
| 612 | 2008.01.23 17:00 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.09892 | ||
| 613 | 2008.01.23 17:00 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.09892 | ||
| 614 | 2008.01.23 17:00 | modify | 133 | 0.03 | 1.09500 | 0.00000 | 1.09892 | ||
| 615 | 2008.01.23 17:00 | modify | 135 | 0.03 | 1.09220 | 0.00000 | 1.09892 | ||
| 616 | 2008.01.23 17:00 | modify | 142 | 0.03 | 1.08920 | 0.00000 | 1.09892 | ||
| 617 | 2008.01.23 17:00 | modify | 145 | 0.03 | 1.08810 | 0.00000 | 1.09892 | ||
| 618 | 2008.01.23 17:00 | modify | 146 | 0.01 | 1.08800 | 0.00000 | 1.08720 | ||
| 619 | 2008.01.23 17:30 | sell | 147 | 0.01 | 1.08930 | 0.00000 | 0.00000 | ||
| 620 | 2008.01.23 17:30 | modify | 146 | 0.01 | 1.08800 | 0.00000 | 1.08785 | ||
| 621 | 2008.01.23 17:30 | modify | 147 | 0.01 | 1.08930 | 0.00000 | 1.08785 | ||
| 622 | 2008.01.23 18:00 | sell | 148 | 0.01 | 1.09130 | 0.00000 | 0.00000 | ||
| 623 | 2008.01.23 18:00 | modify | 146 | 0.01 | 1.08800 | 0.00000 | 1.08873 | ||
| 624 | 2008.01.23 18:00 | modify | 147 | 0.01 | 1.08930 | 0.00000 | 1.08873 | ||
| 625 | 2008.01.23 18:00 | modify | 148 | 0.01 | 1.09130 | 0.00000 | 1.08873 | ||
| 626 | 2008.01.24 01:30 | sell | 149 | 0.01 | 1.09220 | 0.00000 | 0.00000 | ||
| 627 | 2008.01.24 01:30 | modify | 146 | 0.01 | 1.08800 | 0.00000 | 1.08940 | ||
| 628 | 2008.01.24 01:30 | modify | 147 | 0.01 | 1.08930 | 0.00000 | 1.08940 | ||
| 629 | 2008.01.24 01:30 | modify | 148 | 0.01 | 1.09130 | 0.00000 | 1.08940 | ||
| 630 | 2008.01.24 01:30 | modify | 149 | 0.01 | 1.09220 | 0.00000 | 1.08940 | ||
| 631 | 2008.01.24 02:30 | sell | 150 | 0.01 | 1.09340 | 0.00000 | 0.00000 | ||
| 632 | 2008.01.24 02:30 | modify | 146 | 0.01 | 1.08800 | 0.00000 | 1.09004 | ||
| 633 | 2008.01.24 02:30 | modify | 147 | 0.01 | 1.08930 | 0.00000 | 1.09004 | ||
| 634 | 2008.01.24 02:30 | modify | 148 | 0.01 | 1.09130 | 0.00000 | 1.09004 | ||
| 635 | 2008.01.24 02:30 | modify | 149 | 0.01 | 1.09220 | 0.00000 | 1.09004 | ||
| 636 | 2008.01.24 02:30 | modify | 150 | 0.01 | 1.09340 | 0.00000 | 1.09004 | ||
| 637 | 2008.01.24 04:09 | t/p | 146 | 0.01 | 1.09004 | 0.00000 | 1.09004 | -1.97 | 50094.24 |
| 638 | 2008.01.24 04:09 | t/p | 147 | 0.01 | 1.09004 | 0.00000 | 1.09004 | -0.78 | 50093.46 |
| 639 | 2008.01.24 04:09 | t/p | 148 | 0.01 | 1.09004 | 0.00000 | 1.09004 | 1.05 | 50094.52 |
| 640 | 2008.01.24 04:09 | t/p | 149 | 0.01 | 1.09004 | 0.00000 | 1.09004 | 1.98 | 50096.50 |
| 641 | 2008.01.24 04:09 | t/p | 150 | 0.01 | 1.09004 | 0.00000 | 1.09004 | 3.08 | 50099.58 |
| 642 | 2008.01.24 04:30 | sell | 151 | 0.01 | 1.08890 | 0.00000 | 0.00000 | ||
| 643 | 2008.01.24 04:30 | modify | 151 | 0.01 | 1.08890 | 0.00000 | 1.08810 | ||
| 644 | 2008.01.24 06:00 | sell | 152 | 0.01 | 1.08980 | 0.00000 | 0.00000 | ||
| 645 | 2008.01.24 06:00 | modify | 151 | 0.01 | 1.08890 | 0.00000 | 1.08855 | ||
| 646 | 2008.01.24 06:00 | modify | 152 | 0.01 | 1.08980 | 0.00000 | 1.08855 | ||
| 647 | 2008.01.24 07:00 | sell | 153 | 0.01 | 1.09080 | 0.00000 | 0.00000 | ||
| 648 | 2008.01.24 07:00 | modify | 151 | 0.01 | 1.08890 | 0.00000 | 1.08903 | ||
| 649 | 2008.01.24 07:00 | modify | 152 | 0.01 | 1.08980 | 0.00000 | 1.08903 | ||
| 650 | 2008.01.24 07:00 | modify | 153 | 0.01 | 1.09080 | 0.00000 | 1.08903 | ||
| 651 | 2008.01.24 08:44 | t/p | 151 | 0.01 | 1.08903 | 0.00000 | 1.08903 | -0.12 | 50099.46 |
| 652 | 2008.01.24 08:44 | t/p | 152 | 0.01 | 1.08903 | 0.00000 | 1.08903 | 0.71 | 50100.17 |
| 653 | 2008.01.24 08:44 | t/p | 153 | 0.01 | 1.08903 | 0.00000 | 1.08903 | 1.63 | 50101.80 |
| 654 | 2008.01.24 11:00 | sell | 154 | 0.01 | 1.08780 | 0.00000 | 0.00000 | ||
| 655 | 2008.01.24 11:00 | modify | 154 | 0.01 | 1.08780 | 0.00000 | 1.08700 | ||
| 656 | 2008.01.24 11:30 | sell | 155 | 0.01 | 1.09010 | 0.00000 | 0.00000 | ||
| 657 | 2008.01.24 11:30 | modify | 154 | 0.01 | 1.08780 | 0.00000 | 1.08815 | ||
| 658 | 2008.01.24 11:30 | modify | 155 | 0.01 | 1.09010 | 0.00000 | 1.08815 | ||
| 659 | 2008.01.24 13:22 | t/p | 154 | 0.01 | 1.08815 | 0.00000 | 1.08815 | -0.32 | 50101.48 |
| 660 | 2008.01.24 13:22 | t/p | 155 | 0.01 | 1.08815 | 0.00000 | 1.08815 | 1.79 | 50103.27 |
| 661 | 2008.01.24 13:30 | sell | 156 | 0.01 | 1.08810 | 0.00000 | 0.00000 | ||
| 662 | 2008.01.24 13:30 | modify | 156 | 0.01 | 1.08810 | 0.00000 | 1.08730 | ||
| 663 | 2008.01.24 14:00 | sell | 157 | 0.01 | 1.08910 | 0.00000 | 0.00000 | ||
| 664 | 2008.01.24 14:00 | modify | 156 | 0.01 | 1.08810 | 0.00000 | 1.08780 | ||
| 665 | 2008.01.24 14:00 | modify | 157 | 0.01 | 1.08910 | 0.00000 | 1.08780 | ||
| 666 | 2008.01.24 14:15 | t/p | 156 | 0.01 | 1.08780 | 0.00000 | 1.08780 | 0.28 | 50103.55 |
| 667 | 2008.01.24 14:15 | t/p | 157 | 0.01 | 1.08780 | 0.00000 | 1.08780 | 1.20 | 50104.75 |
| 668 | 2008.01.24 14:30 | sell | 158 | 0.01 | 1.08880 | 0.00000 | 0.00000 | ||
| 669 | 2008.01.24 14:30 | modify | 158 | 0.01 | 1.08880 | 0.00000 | 1.08800 | ||
| 670 | 2008.01.24 15:00 | sell | 159 | 0.01 | 1.09040 | 0.00000 | 0.00000 | ||
| 671 | 2008.01.24 15:00 | modify | 158 | 0.01 | 1.08880 | 0.00000 | 1.08880 | ||
| 672 | 2008.01.24 15:00 | modify | 159 | 0.01 | 1.09040 | 0.00000 | 1.08880 | ||
| 673 | 2008.01.24 16:12 | t/p | 158 | 0.01 | 1.08880 | 0.00000 | 1.08880 | 0.00 | 50104.75 |
| 674 | 2008.01.24 16:12 | t/p | 159 | 0.01 | 1.08880 | 0.00000 | 1.08880 | 1.47 | 50106.22 |
| 675 | 2008.01.24 16:30 | sell | 160 | 0.01 | 1.08760 | 0.00000 | 0.00000 | ||
| 676 | 2008.01.24 16:30 | modify | 160 | 0.01 | 1.08760 | 0.00000 | 1.08680 | ||
| 677 | 2008.01.24 17:30 | buy | 161 | 0.04 | 1.08730 | 0.00000 | 0.00000 | ||
| 678 | 2008.01.24 17:30 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.09753 | ||
| 679 | 2008.01.24 17:30 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.09753 | ||
| 680 | 2008.01.24 17:30 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.09753 | ||
| 681 | 2008.01.24 17:30 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.09753 | ||
| 682 | 2008.01.24 17:30 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.09753 | ||
| 683 | 2008.01.24 17:30 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.09753 | ||
| 684 | 2008.01.24 17:30 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.09753 | ||
| 685 | 2008.01.24 17:30 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.09753 | ||
| 686 | 2008.01.24 17:30 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.09753 | ||
| 687 | 2008.01.24 17:30 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.09753 | ||
| 688 | 2008.01.24 17:30 | modify | 133 | 0.03 | 1.09500 | 0.00000 | 1.09753 | ||
| 689 | 2008.01.24 17:30 | modify | 135 | 0.03 | 1.09220 | 0.00000 | 1.09753 | ||
| 690 | 2008.01.24 17:30 | modify | 142 | 0.03 | 1.08920 | 0.00000 | 1.09753 | ||
| 691 | 2008.01.24 17:30 | modify | 145 | 0.03 | 1.08810 | 0.00000 | 1.09753 | ||
| 692 | 2008.01.24 17:30 | modify | 161 | 0.04 | 1.08730 | 0.00000 | 1.09753 | ||
| 693 | 2008.01.24 19:39 | t/p | 160 | 0.01 | 1.08680 | 0.00000 | 1.08680 | 0.74 | 50106.96 |
| 694 | 2008.01.24 21:00 | buy | 162 | 0.04 | 1.08620 | 0.00000 | 0.00000 | ||
| 695 | 2008.01.24 21:00 | sell | 163 | 0.01 | 1.08610 | 0.00000 | 0.00000 | ||
| 696 | 2008.01.24 21:00 | modify | 117 | 0.01 | 1.11170 | 0.00000 | 1.09632 | ||
| 697 | 2008.01.24 21:00 | modify | 118 | 0.01 | 1.11100 | 0.00000 | 1.09632 | ||
| 698 | 2008.01.24 21:00 | modify | 119 | 0.01 | 1.10970 | 0.00000 | 1.09632 | ||
| 699 | 2008.01.24 21:00 | modify | 120 | 0.01 | 1.10880 | 0.00000 | 1.09632 | ||
| 700 | 2008.01.24 21:00 | modify | 121 | 0.01 | 1.10620 | 0.00000 | 1.09632 | ||
| 701 | 2008.01.24 21:00 | modify | 122 | 0.02 | 1.10480 | 0.00000 | 1.09632 | ||
| 702 | 2008.01.24 21:00 | modify | 123 | 0.02 | 1.10300 | 0.00000 | 1.09632 | ||
| 703 | 2008.01.24 21:00 | modify | 124 | 0.02 | 1.10090 | 0.00000 | 1.09632 | ||
| 704 | 2008.01.24 21:00 | modify | 127 | 0.02 | 1.09820 | 0.00000 | 1.09632 | ||
| 705 | 2008.01.24 21:00 | modify | 131 | 0.02 | 1.09730 | 0.00000 | 1.09632 | ||
| 706 | 2008.01.24 21:00 | modify | 133 | 0.03 | 1.09500 | 0.00000 | 1.09632 | ||
| 707 | 2008.01.24 21:00 | modify | 135 | 0.03 | 1.09220 | 0.00000 | 1.09632 | ||
| 708 | 2008.01.24 21:00 | modify | 142 | 0.03 | 1.08920 | 0.00000 | 1.09632 | ||
| 709 | 2008.01.24 21:00 | modify | 145 | 0.03 | 1.08810 | 0.00000 | 1.09632 | ||
| 710 | 2008.01.24 21:00 | modify | 161 | 0.04 | 1.08730 | 0.00000 | 1.09632 | ||
| 711 | 2008.01.24 21:00 | modify | 162 | 0.04 | 1.08620 | 0.00000 | 1.09632 | ||
| 712 | 2008.01.24 21:00 | modify | 163 | 0.01 | 1.08610 | 0.00000 | 1.08530 | ||
| 713 | 2008.01.24 21:07 | t/p | 163 | 0.01 | 1.08530 | 0.00000 | 1.08530 | 0.74 | 50107.70 |
| 714 | 2008.01.25 12:53 | t/p | 117 | 0.01 | 1.09632 | 0.00000 | 1.09632 | -14.00 | 50093.69 |
| 715 | 2008.01.25 12:53 | t/p | 118 | 0.01 | 1.09632 | 0.00000 | 1.09632 | -13.36 | 50080.33 |
| 716 | 2008.01.25 12:53 | t/p | 119 | 0.01 | 1.09632 | 0.00000 | 1.09632 | -12.17 | 50068.16 |
| 717 | 2008.01.25 12:53 | t/p | 120 | 0.01 | 1.09632 | 0.00000 | 1.09632 | -11.35 | 50056.81 |
| 718 | 2008.01.25 12:53 | t/p | 121 | 0.01 | 1.09632 | 0.00000 | 1.09632 | -8.98 | 50047.83 |
| 719 | 2008.01.25 12:53 | t/p | 122 | 0.02 | 1.09632 | 0.00000 | 1.09632 | -15.41 | 50032.41 |
| 720 | 2008.01.25 12:53 | t/p | 123 | 0.02 | 1.09632 | 0.00000 | 1.09632 | -12.13 | 50020.28 |
| 721 | 2008.01.25 12:53 | t/p | 124 | 0.02 | 1.09632 | 0.00000 | 1.09632 | -8.30 | 50011.97 |
| 722 | 2008.01.25 12:53 | t/p | 127 | 0.02 | 1.09632 | 0.00000 | 1.09632 | -3.37 | 50008.60 |
| 723 | 2008.01.25 12:53 | t/p | 131 | 0.02 | 1.09632 | 0.00000 | 1.09632 | -1.73 | 50006.86 |
| 724 | 2008.01.25 12:53 | t/p | 133 | 0.03 | 1.09632 | 0.00000 | 1.09632 | 3.69 | 50010.56 |
| 725 | 2008.01.25 12:53 | t/p | 135 | 0.03 | 1.09632 | 0.00000 | 1.09632 | 11.34 | 50021.89 |
| 726 | 2008.01.25 12:53 | t/p | 142 | 0.03 | 1.09632 | 0.00000 | 1.09632 | 19.55 | 50041.44 |
| 727 | 2008.01.25 12:53 | t/p | 145 | 0.03 | 1.09632 | 0.00000 | 1.09632 | 22.56 | 50064.00 |
| 728 | 2008.01.25 12:53 | t/p | 161 | 0.04 | 1.09632 | 0.00000 | 1.09632 | 32.93 | 50096.93 |
| 729 | 2008.01.25 12:53 | t/p | 162 | 0.04 | 1.09632 | 0.00000 | 1.09632 | 36.94 | 50133.87 |
| 730 | 2008.01.28 01:00 | sell | 164 | 0.01 | 1.09480 | 0.00000 | 0.00000 | ||
| 731 | 2008.01.28 01:00 | modify | 164 | 0.01 | 1.09480 | 0.00000 | 1.09400 | ||
| 732 | 2008.01.28 01:31 | t/p | 164 | 0.01 | 1.09400 | 0.00000 | 1.09400 | 0.73 | 50134.60 |
| 733 | 2008.01.28 02:30 | sell | 165 | 0.01 | 1.09440 | 0.00000 | 0.00000 | ||
| 734 | 2008.01.28 02:30 | modify | 165 | 0.01 | 1.09440 | 0.00000 | 1.09360 | ||
| 735 | 2008.01.28 03:00 | sell | 166 | 0.01 | 1.09610 | 0.00000 | 0.00000 | ||
| 736 | 2008.01.28 03:00 | modify | 165 | 0.01 | 1.09440 | 0.00000 | 1.09445 | ||
| 737 | 2008.01.28 03:00 | modify | 166 | 0.01 | 1.09610 | 0.00000 | 1.09445 | ||
| 738 | 2008.01.28 06:13 | t/p | 165 | 0.01 | 1.09445 | 0.00000 | 1.09445 | -0.05 | 50134.55 |
| 739 | 2008.01.28 06:13 | t/p | 166 | 0.01 | 1.09445 | 0.00000 | 1.09445 | 1.51 | 50136.06 |
| 740 | 2008.01.28 07:30 | sell | 167 | 0.01 | 1.09270 | 0.00000 | 0.00000 | ||
| 741 | 2008.01.28 07:30 | modify | 167 | 0.01 | 1.09270 | 0.00000 | 1.09190 | ||
| 742 | 2008.01.28 09:00 | sell | 168 | 0.01 | 1.09400 | 0.00000 | 0.00000 | ||
| 743 | 2008.01.28 09:00 | modify | 167 | 0.01 | 1.09270 | 0.00000 | 1.09255 | ||
| 744 | 2008.01.28 09:00 | modify | 168 | 0.01 | 1.09400 | 0.00000 | 1.09255 | ||
| 745 | 2008.01.28 10:49 | t/p | 167 | 0.01 | 1.09255 | 0.00000 | 1.09255 | 0.14 | 50136.20 |
| 746 | 2008.01.28 10:49 | t/p | 168 | 0.01 | 1.09255 | 0.00000 | 1.09255 | 1.33 | 50137.53 |
| 747 | 2008.01.28 11:00 | sell | 169 | 0.01 | 1.09180 | 0.00000 | 0.00000 | ||
| 748 | 2008.01.28 11:00 | modify | 169 | 0.01 | 1.09180 | 0.00000 | 1.09100 | ||
| 749 | 2008.01.28 11:00 | t/p | 169 | 0.01 | 1.09100 | 0.00000 | 1.09100 | 0.73 | 50138.26 |
| 750 | 2008.01.28 17:00 | sell | 170 | 0.01 | 1.08930 | 0.00000 | 0.00000 | ||