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 |
| 7501 | 2008.07.28 14:00 | modify | 1491 | 0.01 | 1.03630 | 0.00000 | 1.03669 | ||
| 7502 | 2008.07.28 14:00 | modify | 1492 | 0.01 | 1.03550 | 0.00000 | 1.03669 | ||
| 7503 | 2008.07.28 14:00 | modify | 1493 | 0.02 | 1.03470 | 0.00000 | 1.03669 | ||
| 7504 | 2008.07.28 14:00 | modify | 1494 | 0.02 | 1.03310 | 0.00000 | 1.03669 | ||
| 7505 | 2008.07.29 14:18 | t/p | 1488 | 0.01 | 1.03669 | 0.00000 | 1.03669 | -2.89 | 51360.55 |
| 7506 | 2008.07.29 14:18 | t/p | 1489 | 0.01 | 1.03669 | 0.00000 | 1.03669 | -1.64 | 51358.92 |
| 7507 | 2008.07.29 14:18 | t/p | 1490 | 0.01 | 1.03669 | 0.00000 | 1.03669 | -0.77 | 51358.15 |
| 7508 | 2008.07.29 14:18 | t/p | 1491 | 0.01 | 1.03669 | 0.00000 | 1.03669 | 0.39 | 51358.54 |
| 7509 | 2008.07.29 14:18 | t/p | 1492 | 0.01 | 1.03669 | 0.00000 | 1.03669 | 1.16 | 51359.69 |
| 7510 | 2008.07.29 14:18 | t/p | 1493 | 0.02 | 1.03669 | 0.00000 | 1.03669 | 3.85 | 51363.54 |
| 7511 | 2008.07.29 14:18 | t/p | 1494 | 0.02 | 1.03669 | 0.00000 | 1.03669 | 6.94 | 51370.49 |
| 7512 | 2008.07.29 15:00 | buy | 1495 | 0.01 | 1.03720 | 0.00000 | 0.00000 | ||
| 7513 | 2008.07.29 15:00 | modify | 1495 | 0.01 | 1.03720 | 0.00000 | 1.03800 | ||
| 7514 | 2008.07.29 15:12 | t/p | 1495 | 0.01 | 1.03800 | 0.00000 | 1.03800 | 0.77 | 51371.26 |
| 7515 | 2008.07.29 15:30 | buy | 1496 | 0.01 | 1.03760 | 0.00000 | 0.00000 | ||
| 7516 | 2008.07.29 15:30 | modify | 1496 | 0.01 | 1.03760 | 0.00000 | 1.03840 | ||
| 7517 | 2008.07.29 15:54 | t/p | 1496 | 0.01 | 1.03840 | 0.00000 | 1.03840 | 0.77 | 51372.03 |
| 7518 | 2008.07.29 16:00 | buy | 1497 | 0.01 | 1.03840 | 0.00000 | 0.00000 | ||
| 7519 | 2008.07.29 16:00 | modify | 1497 | 0.01 | 1.03840 | 0.00000 | 1.03920 | ||
| 7520 | 2008.07.29 16:06 | t/p | 1497 | 0.01 | 1.03920 | 0.00000 | 1.03920 | 0.77 | 51372.80 |
| 7521 | 2008.07.29 17:00 | buy | 1498 | 0.01 | 1.03980 | 0.00000 | 0.00000 | ||
| 7522 | 2008.07.29 17:00 | modify | 1498 | 0.01 | 1.03980 | 0.00000 | 1.04060 | ||
| 7523 | 2008.07.29 17:00 | t/p | 1498 | 0.01 | 1.04060 | 0.00000 | 1.04060 | 0.77 | 51373.57 |
| 7524 | 2008.07.29 17:30 | buy | 1499 | 0.01 | 1.04360 | 0.00000 | 0.00000 | ||
| 7525 | 2008.07.29 17:30 | sell | 1500 | 0.03 | 1.04350 | 0.00000 | 0.00000 | ||
| 7526 | 2008.07.29 17:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.03078 | ||
| 7527 | 2008.07.29 17:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.03078 | ||
| 7528 | 2008.07.29 17:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.03078 | ||
| 7529 | 2008.07.29 17:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.03078 | ||
| 7530 | 2008.07.29 17:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.03078 | ||
| 7531 | 2008.07.29 17:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.03078 | ||
| 7532 | 2008.07.29 17:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.03078 | ||
| 7533 | 2008.07.29 17:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.03078 | ||
| 7534 | 2008.07.29 17:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.03078 | ||
| 7535 | 2008.07.29 17:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.03078 | ||
| 7536 | 2008.07.29 17:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.03078 | ||
| 7537 | 2008.07.29 17:30 | modify | 1499 | 0.01 | 1.04360 | 0.00000 | 1.04440 | ||
| 7538 | 2008.07.29 17:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.03078 | ||
| 7539 | 2008.07.29 17:36 | t/p | 1499 | 0.01 | 1.04440 | 0.00000 | 1.04440 | 0.77 | 51374.34 |
| 7540 | 2008.07.29 18:00 | buy | 1501 | 0.01 | 1.04510 | 0.00000 | 0.00000 | ||
| 7541 | 2008.07.29 18:00 | sell | 1502 | 0.03 | 1.04500 | 0.00000 | 0.00000 | ||
| 7542 | 2008.07.29 18:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.03246 | ||
| 7543 | 2008.07.29 18:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.03246 | ||
| 7544 | 2008.07.29 18:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.03246 | ||
| 7545 | 2008.07.29 18:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.03246 | ||
| 7546 | 2008.07.29 18:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.03246 | ||
| 7547 | 2008.07.29 18:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.03246 | ||
| 7548 | 2008.07.29 18:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.03246 | ||
| 7549 | 2008.07.29 18:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.03246 | ||
| 7550 | 2008.07.29 18:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.03246 | ||
| 7551 | 2008.07.29 18:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.03246 | ||
| 7552 | 2008.07.29 18:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.03246 | ||
| 7553 | 2008.07.29 18:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.03246 | ||
| 7554 | 2008.07.29 18:00 | modify | 1501 | 0.01 | 1.04510 | 0.00000 | 1.04590 | ||
| 7555 | 2008.07.29 18:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.03246 | ||
| 7556 | 2008.07.29 19:07 | t/p | 1501 | 0.01 | 1.04590 | 0.00000 | 1.04590 | 0.76 | 51375.10 |
| 7557 | 2008.07.29 20:00 | sell | 1503 | 0.03 | 1.04620 | 0.00000 | 0.00000 | ||
| 7558 | 2008.07.29 20:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.03390 | ||
| 7559 | 2008.07.29 20:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.03390 | ||
| 7560 | 2008.07.29 20:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.03390 | ||
| 7561 | 2008.07.29 20:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.03390 | ||
| 7562 | 2008.07.29 20:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.03390 | ||
| 7563 | 2008.07.29 20:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.03390 | ||
| 7564 | 2008.07.29 20:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.03390 | ||
| 7565 | 2008.07.29 20:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.03390 | ||
| 7566 | 2008.07.29 20:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.03390 | ||
| 7567 | 2008.07.29 20:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.03390 | ||
| 7568 | 2008.07.29 20:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.03390 | ||
| 7569 | 2008.07.29 20:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.03390 | ||
| 7570 | 2008.07.29 20:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.03390 | ||
| 7571 | 2008.07.29 20:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.03390 | ||
| 7572 | 2008.07.29 21:00 | sell | 1504 | 0.04 | 1.04730 | 0.00000 | 0.00000 | ||
| 7573 | 2008.07.29 21:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.03552 | ||
| 7574 | 2008.07.29 21:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.03552 | ||
| 7575 | 2008.07.29 21:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.03552 | ||
| 7576 | 2008.07.29 21:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.03552 | ||
| 7577 | 2008.07.29 21:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.03552 | ||
| 7578 | 2008.07.29 21:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.03552 | ||
| 7579 | 2008.07.29 21:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.03552 | ||
| 7580 | 2008.07.29 21:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.03552 | ||
| 7581 | 2008.07.29 21:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.03552 | ||
| 7582 | 2008.07.29 21:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.03552 | ||
| 7583 | 2008.07.29 21:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.03552 | ||
| 7584 | 2008.07.29 21:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.03552 | ||
| 7585 | 2008.07.29 21:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.03552 | ||
| 7586 | 2008.07.29 21:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.03552 | ||
| 7587 | 2008.07.29 21:00 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.03552 | ||
| 7588 | 2008.07.30 09:00 | buy | 1505 | 0.01 | 1.04630 | 0.00000 | 0.00000 | ||
| 7589 | 2008.07.30 09:00 | modify | 1505 | 0.01 | 1.04630 | 0.00000 | 1.04710 | ||
| 7590 | 2008.07.30 09:17 | t/p | 1505 | 0.01 | 1.04710 | 0.00000 | 1.04710 | 0.76 | 51375.86 |
| 7591 | 2008.07.30 09:30 | buy | 1506 | 0.01 | 1.04660 | 0.00000 | 0.00000 | ||
| 7592 | 2008.07.30 09:30 | modify | 1506 | 0.01 | 1.04660 | 0.00000 | 1.04740 | ||
| 7593 | 2008.07.30 10:00 | buy | 1507 | 0.01 | 1.04550 | 0.00000 | 0.00000 | ||
| 7594 | 2008.07.30 10:00 | modify | 1506 | 0.01 | 1.04660 | 0.00000 | 1.04685 | ||
| 7595 | 2008.07.30 10:00 | modify | 1507 | 0.01 | 1.04550 | 0.00000 | 1.04685 | ||
| 7596 | 2008.07.30 11:30 | buy | 1508 | 0.01 | 1.04450 | 0.00000 | 0.00000 | ||
| 7597 | 2008.07.30 11:30 | modify | 1506 | 0.01 | 1.04660 | 0.00000 | 1.04633 | ||
| 7598 | 2008.07.30 11:30 | modify | 1507 | 0.01 | 1.04550 | 0.00000 | 1.04633 | ||
| 7599 | 2008.07.30 11:30 | modify | 1508 | 0.01 | 1.04450 | 0.00000 | 1.04633 | ||
| 7600 | 2008.07.30 12:48 | t/p | 1506 | 0.01 | 1.04633 | 0.00000 | 1.04633 | -0.26 | 51375.60 |
| 7601 | 2008.07.30 12:48 | t/p | 1507 | 0.01 | 1.04633 | 0.00000 | 1.04633 | 0.79 | 51376.39 |
| 7602 | 2008.07.30 12:48 | t/p | 1508 | 0.01 | 1.04633 | 0.00000 | 1.04633 | 1.75 | 51378.14 |
| 7603 | 2008.07.30 13:00 | buy | 1509 | 0.01 | 1.04750 | 0.00000 | 0.00000 | ||
| 7604 | 2008.07.30 13:00 | modify | 1509 | 0.01 | 1.04750 | 0.00000 | 1.04830 | ||
| 7605 | 2008.07.30 15:16 | t/p | 1509 | 0.01 | 1.04830 | 0.00000 | 1.04830 | 0.76 | 51378.90 |
| 7606 | 2008.07.30 15:30 | buy | 1510 | 0.01 | 1.04930 | 0.00000 | 0.00000 | ||
| 7607 | 2008.07.30 15:30 | sell | 1511 | 0.04 | 1.04920 | 0.00000 | 0.00000 | ||
| 7608 | 2008.07.30 15:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.03699 | ||
| 7609 | 2008.07.30 15:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.03699 | ||
| 7610 | 2008.07.30 15:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.03699 | ||
| 7611 | 2008.07.30 15:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.03699 | ||
| 7612 | 2008.07.30 15:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.03699 | ||
| 7613 | 2008.07.30 15:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.03699 | ||
| 7614 | 2008.07.30 15:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.03699 | ||
| 7615 | 2008.07.30 15:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.03699 | ||
| 7616 | 2008.07.30 15:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.03699 | ||
| 7617 | 2008.07.30 15:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.03699 | ||
| 7618 | 2008.07.30 15:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.03699 | ||
| 7619 | 2008.07.30 15:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.03699 | ||
| 7620 | 2008.07.30 15:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.03699 | ||
| 7621 | 2008.07.30 15:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.03699 | ||
| 7622 | 2008.07.30 15:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.03699 | ||
| 7623 | 2008.07.30 15:30 | modify | 1510 | 0.01 | 1.04930 | 0.00000 | 1.05010 | ||
| 7624 | 2008.07.30 15:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.03699 | ||
| 7625 | 2008.07.30 16:04 | t/p | 1510 | 0.01 | 1.05010 | 0.00000 | 1.05010 | 0.76 | 51379.66 |
| 7626 | 2008.07.30 16:30 | buy | 1512 | 0.01 | 1.05110 | 0.00000 | 0.00000 | ||
| 7627 | 2008.07.30 16:30 | sell | 1513 | 0.05 | 1.05100 | 0.00000 | 0.00000 | ||
| 7628 | 2008.07.30 16:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.03865 | ||
| 7629 | 2008.07.30 16:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.03865 | ||
| 7630 | 2008.07.30 16:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.03865 | ||
| 7631 | 2008.07.30 16:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.03865 | ||
| 7632 | 2008.07.30 16:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.03865 | ||
| 7633 | 2008.07.30 16:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.03865 | ||
| 7634 | 2008.07.30 16:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.03865 | ||
| 7635 | 2008.07.30 16:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.03865 | ||
| 7636 | 2008.07.30 16:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.03865 | ||
| 7637 | 2008.07.30 16:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.03865 | ||
| 7638 | 2008.07.30 16:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.03865 | ||
| 7639 | 2008.07.30 16:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.03865 | ||
| 7640 | 2008.07.30 16:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.03865 | ||
| 7641 | 2008.07.30 16:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.03865 | ||
| 7642 | 2008.07.30 16:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.03865 | ||
| 7643 | 2008.07.30 16:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.03865 | ||
| 7644 | 2008.07.30 16:30 | modify | 1512 | 0.01 | 1.05110 | 0.00000 | 1.05190 | ||
| 7645 | 2008.07.30 16:30 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.03865 | ||
| 7646 | 2008.07.30 16:34 | t/p | 1512 | 0.01 | 1.05190 | 0.00000 | 1.05190 | 0.76 | 51380.42 |
| 7647 | 2008.07.31 14:30 | buy | 1514 | 0.01 | 1.04800 | 0.00000 | 0.00000 | ||
| 7648 | 2008.07.31 14:30 | modify | 1514 | 0.01 | 1.04800 | 0.00000 | 1.04880 | ||
| 7649 | 2008.07.31 16:00 | buy | 1515 | 0.01 | 1.04210 | 0.00000 | 0.00000 | ||
| 7650 | 2008.07.31 16:00 | modify | 1514 | 0.01 | 1.04800 | 0.00000 | 1.04585 | ||