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 |
| 7351 | 2008.07.22 19:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.02344 | ||
| 7352 | 2008.07.22 19:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.02344 | ||
| 7353 | 2008.07.22 19:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.02344 | ||
| 7354 | 2008.07.22 19:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.02344 | ||
| 7355 | 2008.07.22 19:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.02344 | ||
| 7356 | 2008.07.22 19:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.02344 | ||
| 7357 | 2008.07.22 19:30 | modify | 1462 | 0.01 | 1.03330 | 0.00000 | 1.03410 | ||
| 7358 | 2008.07.22 19:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.02344 | ||
| 7359 | 2008.07.22 20:00 | buy | 1464 | 0.01 | 1.03130 | 0.00000 | 0.00000 | ||
| 7360 | 2008.07.22 20:00 | modify | 1462 | 0.01 | 1.03330 | 0.00000 | 1.03310 | ||
| 7361 | 2008.07.22 20:00 | modify | 1464 | 0.01 | 1.03130 | 0.00000 | 1.03310 | ||
| 7362 | 2008.07.22 23:30 | buy | 1465 | 0.01 | 1.03050 | 0.00000 | 0.00000 | ||
| 7363 | 2008.07.22 23:30 | modify | 1462 | 0.01 | 1.03330 | 0.00000 | 1.03250 | ||
| 7364 | 2008.07.22 23:30 | modify | 1464 | 0.01 | 1.03130 | 0.00000 | 1.03250 | ||
| 7365 | 2008.07.22 23:30 | modify | 1465 | 0.01 | 1.03050 | 0.00000 | 1.03250 | ||
| 7366 | 2008.07.23 06:30 | buy | 1466 | 0.01 | 1.02960 | 0.00000 | 0.00000 | ||
| 7367 | 2008.07.23 06:30 | modify | 1462 | 0.01 | 1.03330 | 0.00000 | 1.03198 | ||
| 7368 | 2008.07.23 06:30 | modify | 1464 | 0.01 | 1.03130 | 0.00000 | 1.03198 | ||
| 7369 | 2008.07.23 06:30 | modify | 1465 | 0.01 | 1.03050 | 0.00000 | 1.03198 | ||
| 7370 | 2008.07.23 06:30 | modify | 1466 | 0.01 | 1.02960 | 0.00000 | 1.03198 | ||
| 7371 | 2008.07.23 09:25 | t/p | 1462 | 0.01 | 1.03198 | 0.00000 | 1.03198 | -1.27 | 51345.12 |
| 7372 | 2008.07.23 09:25 | t/p | 1464 | 0.01 | 1.03198 | 0.00000 | 1.03198 | 0.67 | 51345.78 |
| 7373 | 2008.07.23 09:25 | t/p | 1465 | 0.01 | 1.03198 | 0.00000 | 1.03198 | 1.44 | 51347.22 |
| 7374 | 2008.07.23 09:25 | t/p | 1466 | 0.01 | 1.03198 | 0.00000 | 1.03198 | 2.31 | 51349.53 |
| 7375 | 2008.07.23 09:30 | buy | 1467 | 0.01 | 1.03190 | 0.00000 | 0.00000 | ||
| 7376 | 2008.07.23 09:30 | modify | 1467 | 0.01 | 1.03190 | 0.00000 | 1.03270 | ||
| 7377 | 2008.07.23 09:51 | t/p | 1467 | 0.01 | 1.03270 | 0.00000 | 1.03270 | 0.77 | 51350.30 |
| 7378 | 2008.07.23 10:00 | buy | 1468 | 0.01 | 1.03320 | 0.00000 | 0.00000 | ||
| 7379 | 2008.07.23 10:00 | modify | 1468 | 0.01 | 1.03320 | 0.00000 | 1.03400 | ||
| 7380 | 2008.07.23 10:05 | t/p | 1468 | 0.01 | 1.03400 | 0.00000 | 1.03400 | 0.77 | 51351.07 |
| 7381 | 2008.07.23 11:30 | buy | 1469 | 0.01 | 1.03300 | 0.00000 | 0.00000 | ||
| 7382 | 2008.07.23 11:30 | modify | 1469 | 0.01 | 1.03300 | 0.00000 | 1.03380 | ||
| 7383 | 2008.07.23 11:37 | t/p | 1469 | 0.01 | 1.03380 | 0.00000 | 1.03380 | 0.77 | 51351.84 |
| 7384 | 2008.07.23 12:00 | buy | 1470 | 0.01 | 1.03580 | 0.00000 | 0.00000 | ||
| 7385 | 2008.07.23 12:00 | sell | 1471 | 0.02 | 1.03570 | 0.00000 | 0.00000 | ||
| 7386 | 2008.07.23 12:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.02520 | ||
| 7387 | 2008.07.23 12:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.02520 | ||
| 7388 | 2008.07.23 12:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.02520 | ||
| 7389 | 2008.07.23 12:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.02520 | ||
| 7390 | 2008.07.23 12:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.02520 | ||
| 7391 | 2008.07.23 12:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.02520 | ||
| 7392 | 2008.07.23 12:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.02520 | ||
| 7393 | 2008.07.23 12:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.02520 | ||
| 7394 | 2008.07.23 12:00 | modify | 1470 | 0.01 | 1.03580 | 0.00000 | 1.03660 | ||
| 7395 | 2008.07.23 12:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.02520 | ||
| 7396 | 2008.07.23 12:30 | buy | 1472 | 0.01 | 1.03430 | 0.00000 | 0.00000 | ||
| 7397 | 2008.07.23 12:30 | modify | 1470 | 0.01 | 1.03580 | 0.00000 | 1.03585 | ||
| 7398 | 2008.07.23 12:30 | modify | 1472 | 0.01 | 1.03430 | 0.00000 | 1.03585 | ||
| 7399 | 2008.07.23 12:59 | t/p | 1470 | 0.01 | 1.03585 | 0.00000 | 1.03585 | 0.05 | 51351.89 |
| 7400 | 2008.07.23 12:59 | t/p | 1472 | 0.01 | 1.03585 | 0.00000 | 1.03585 | 1.50 | 51353.39 |
| 7401 | 2008.07.23 13:00 | buy | 1473 | 0.01 | 1.03640 | 0.00000 | 0.00000 | ||
| 7402 | 2008.07.23 13:00 | modify | 1473 | 0.01 | 1.03640 | 0.00000 | 1.03720 | ||
| 7403 | 2008.07.23 13:30 | buy | 1474 | 0.01 | 1.03400 | 0.00000 | 0.00000 | ||
| 7404 | 2008.07.23 13:30 | modify | 1473 | 0.01 | 1.03640 | 0.00000 | 1.03600 | ||
| 7405 | 2008.07.23 13:30 | modify | 1474 | 0.01 | 1.03400 | 0.00000 | 1.03600 | ||
| 7406 | 2008.07.23 17:10 | t/p | 1473 | 0.01 | 1.03600 | 0.00000 | 1.03600 | -0.39 | 51353.00 |
| 7407 | 2008.07.23 17:10 | t/p | 1474 | 0.01 | 1.03600 | 0.00000 | 1.03600 | 1.93 | 51354.93 |
| 7408 | 2008.07.23 17:30 | buy | 1475 | 0.01 | 1.03850 | 0.00000 | 0.00000 | ||
| 7409 | 2008.07.23 17:30 | sell | 1476 | 0.02 | 1.03840 | 0.00000 | 0.00000 | ||
| 7410 | 2008.07.23 17:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.02685 | ||
| 7411 | 2008.07.23 17:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.02685 | ||
| 7412 | 2008.07.23 17:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.02685 | ||
| 7413 | 2008.07.23 17:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.02685 | ||
| 7414 | 2008.07.23 17:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.02685 | ||
| 7415 | 2008.07.23 17:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.02685 | ||
| 7416 | 2008.07.23 17:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.02685 | ||
| 7417 | 2008.07.23 17:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.02685 | ||
| 7418 | 2008.07.23 17:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.02685 | ||
| 7419 | 2008.07.23 17:30 | modify | 1475 | 0.01 | 1.03850 | 0.00000 | 1.03930 | ||
| 7420 | 2008.07.23 17:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.02685 | ||
| 7421 | 2008.07.23 19:00 | buy | 1477 | 0.01 | 1.03730 | 0.00000 | 0.00000 | ||
| 7422 | 2008.07.23 19:00 | modify | 1475 | 0.01 | 1.03850 | 0.00000 | 1.03870 | ||
| 7423 | 2008.07.23 19:00 | modify | 1477 | 0.01 | 1.03730 | 0.00000 | 1.03870 | ||
| 7424 | 2008.07.23 19:30 | buy | 1478 | 0.01 | 1.03650 | 0.00000 | 0.00000 | ||
| 7425 | 2008.07.23 19:30 | modify | 1475 | 0.01 | 1.03850 | 0.00000 | 1.03823 | ||
| 7426 | 2008.07.23 19:30 | modify | 1477 | 0.01 | 1.03730 | 0.00000 | 1.03823 | ||
| 7427 | 2008.07.23 19:30 | modify | 1478 | 0.01 | 1.03650 | 0.00000 | 1.03823 | ||
| 7428 | 2008.07.23 20:58 | t/p | 1475 | 0.01 | 1.03823 | 0.00000 | 1.03823 | -0.26 | 51354.67 |
| 7429 | 2008.07.23 20:58 | t/p | 1477 | 0.01 | 1.03823 | 0.00000 | 1.03823 | 0.90 | 51355.57 |
| 7430 | 2008.07.23 20:58 | t/p | 1478 | 0.01 | 1.03823 | 0.00000 | 1.03823 | 1.67 | 51357.24 |
| 7431 | 2008.07.23 21:30 | buy | 1479 | 0.01 | 1.03900 | 0.00000 | 0.00000 | ||
| 7432 | 2008.07.23 21:30 | modify | 1479 | 0.01 | 1.03900 | 0.00000 | 1.03980 | ||
| 7433 | 2008.07.23 22:30 | buy | 1480 | 0.01 | 1.03820 | 0.00000 | 0.00000 | ||
| 7434 | 2008.07.23 22:30 | modify | 1479 | 0.01 | 1.03900 | 0.00000 | 1.03940 | ||
| 7435 | 2008.07.23 22:30 | modify | 1480 | 0.01 | 1.03820 | 0.00000 | 1.03940 | ||
| 7436 | 2008.07.24 07:00 | buy | 1481 | 0.01 | 1.03730 | 0.00000 | 0.00000 | ||
| 7437 | 2008.07.24 07:00 | modify | 1479 | 0.01 | 1.03900 | 0.00000 | 1.03897 | ||
| 7438 | 2008.07.24 07:00 | modify | 1480 | 0.01 | 1.03820 | 0.00000 | 1.03897 | ||
| 7439 | 2008.07.24 07:00 | modify | 1481 | 0.01 | 1.03730 | 0.00000 | 1.03897 | ||
| 7440 | 2008.07.24 09:14 | t/p | 1479 | 0.01 | 1.03897 | 0.00000 | 1.03897 | -0.01 | 51357.23 |
| 7441 | 2008.07.24 09:14 | t/p | 1480 | 0.01 | 1.03897 | 0.00000 | 1.03897 | 0.76 | 51357.98 |
| 7442 | 2008.07.24 09:14 | t/p | 1481 | 0.01 | 1.03897 | 0.00000 | 1.03897 | 1.61 | 51359.59 |
| 7443 | 2008.07.24 09:30 | buy | 1482 | 0.01 | 1.03890 | 0.00000 | 0.00000 | ||
| 7444 | 2008.07.24 09:30 | modify | 1482 | 0.01 | 1.03890 | 0.00000 | 1.03970 | ||
| 7445 | 2008.07.24 11:00 | sell | 1483 | 0.03 | 1.03930 | 0.00000 | 0.00000 | ||
| 7446 | 2008.07.24 11:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.02879 | ||
| 7447 | 2008.07.24 11:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.02879 | ||
| 7448 | 2008.07.24 11:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.02879 | ||
| 7449 | 2008.07.24 11:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.02879 | ||
| 7450 | 2008.07.24 11:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.02879 | ||
| 7451 | 2008.07.24 11:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.02879 | ||
| 7452 | 2008.07.24 11:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.02879 | ||
| 7453 | 2008.07.24 11:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.02879 | ||
| 7454 | 2008.07.24 11:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.02879 | ||
| 7455 | 2008.07.24 11:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.02879 | ||
| 7456 | 2008.07.24 11:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.02879 | ||
| 7457 | 2008.07.24 11:00 | t/p | 1482 | 0.01 | 1.03970 | 0.00000 | 1.03970 | 0.77 | 51360.36 |
| 7458 | 2008.07.24 18:00 | buy | 1484 | 0.01 | 1.03840 | 0.00000 | 0.00000 | ||
| 7459 | 2008.07.24 18:00 | modify | 1484 | 0.01 | 1.03840 | 0.00000 | 1.03920 | ||
| 7460 | 2008.07.24 18:19 | t/p | 1484 | 0.01 | 1.03920 | 0.00000 | 1.03920 | 0.77 | 51361.13 |
| 7461 | 2008.07.25 16:00 | buy | 1485 | 0.01 | 1.03660 | 0.00000 | 0.00000 | ||
| 7462 | 2008.07.25 16:00 | modify | 1485 | 0.01 | 1.03660 | 0.00000 | 1.03740 | ||
| 7463 | 2008.07.25 16:15 | t/p | 1485 | 0.01 | 1.03740 | 0.00000 | 1.03740 | 0.77 | 51361.90 |
| 7464 | 2008.07.25 16:30 | buy | 1486 | 0.01 | 1.03820 | 0.00000 | 0.00000 | ||
| 7465 | 2008.07.25 16:30 | modify | 1486 | 0.01 | 1.03820 | 0.00000 | 1.03900 | ||
| 7466 | 2008.07.25 17:00 | t/p | 1486 | 0.01 | 1.03900 | 0.00000 | 1.03900 | 0.77 | 51362.67 |
| 7467 | 2008.07.25 17:30 | buy | 1487 | 0.01 | 1.03860 | 0.00000 | 0.00000 | ||
| 7468 | 2008.07.25 17:30 | modify | 1487 | 0.01 | 1.03860 | 0.00000 | 1.03940 | ||
| 7469 | 2008.07.25 17:58 | t/p | 1487 | 0.01 | 1.03940 | 0.00000 | 1.03940 | 0.77 | 51363.44 |
| 7470 | 2008.07.25 18:00 | buy | 1488 | 0.01 | 1.03970 | 0.00000 | 0.00000 | ||
| 7471 | 2008.07.25 18:00 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.04050 | ||
| 7472 | 2008.07.25 18:30 | buy | 1489 | 0.01 | 1.03840 | 0.00000 | 0.00000 | ||
| 7473 | 2008.07.25 18:30 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.03985 | ||
| 7474 | 2008.07.25 18:30 | modify | 1489 | 0.01 | 1.03840 | 0.00000 | 1.03985 | ||
| 7475 | 2008.07.25 19:30 | buy | 1490 | 0.01 | 1.03750 | 0.00000 | 0.00000 | ||
| 7476 | 2008.07.25 19:30 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.03933 | ||
| 7477 | 2008.07.25 19:30 | modify | 1489 | 0.01 | 1.03840 | 0.00000 | 1.03933 | ||
| 7478 | 2008.07.25 19:30 | modify | 1490 | 0.01 | 1.03750 | 0.00000 | 1.03933 | ||
| 7479 | 2008.07.25 21:30 | buy | 1491 | 0.01 | 1.03630 | 0.00000 | 0.00000 | ||
| 7480 | 2008.07.25 21:30 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.03878 | ||
| 7481 | 2008.07.25 21:30 | modify | 1489 | 0.01 | 1.03840 | 0.00000 | 1.03878 | ||
| 7482 | 2008.07.25 21:30 | modify | 1490 | 0.01 | 1.03750 | 0.00000 | 1.03878 | ||
| 7483 | 2008.07.25 21:30 | modify | 1491 | 0.01 | 1.03630 | 0.00000 | 1.03878 | ||
| 7484 | 2008.07.28 08:30 | buy | 1492 | 0.01 | 1.03550 | 0.00000 | 0.00000 | ||
| 7485 | 2008.07.28 08:30 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.03828 | ||
| 7486 | 2008.07.28 08:30 | modify | 1489 | 0.01 | 1.03840 | 0.00000 | 1.03828 | ||
| 7487 | 2008.07.28 08:30 | modify | 1490 | 0.01 | 1.03750 | 0.00000 | 1.03828 | ||
| 7488 | 2008.07.28 08:30 | modify | 1491 | 0.01 | 1.03630 | 0.00000 | 1.03828 | ||
| 7489 | 2008.07.28 08:30 | modify | 1492 | 0.01 | 1.03550 | 0.00000 | 1.03828 | ||
| 7490 | 2008.07.28 13:00 | buy | 1493 | 0.02 | 1.03470 | 0.00000 | 0.00000 | ||
| 7491 | 2008.07.28 13:00 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.03749 | ||
| 7492 | 2008.07.28 13:00 | modify | 1489 | 0.01 | 1.03840 | 0.00000 | 1.03749 | ||
| 7493 | 2008.07.28 13:00 | modify | 1490 | 0.01 | 1.03750 | 0.00000 | 1.03749 | ||
| 7494 | 2008.07.28 13:00 | modify | 1491 | 0.01 | 1.03630 | 0.00000 | 1.03749 | ||
| 7495 | 2008.07.28 13:00 | modify | 1492 | 0.01 | 1.03550 | 0.00000 | 1.03749 | ||
| 7496 | 2008.07.28 13:00 | modify | 1493 | 0.02 | 1.03470 | 0.00000 | 1.03749 | ||
| 7497 | 2008.07.28 14:00 | buy | 1494 | 0.02 | 1.03310 | 0.00000 | 0.00000 | ||
| 7498 | 2008.07.28 14:00 | modify | 1488 | 0.01 | 1.03970 | 0.00000 | 1.03669 | ||
| 7499 | 2008.07.28 14:00 | modify | 1489 | 0.01 | 1.03840 | 0.00000 | 1.03669 | ||
| 7500 | 2008.07.28 14:00 | modify | 1490 | 0.01 | 1.03750 | 0.00000 | 1.03669 | ||