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 |
| 7651 | 2008.07.31 16:00 | modify | 1515 | 0.01 | 1.04210 | 0.00000 | 1.04585 | ||
| 7652 | 2008.07.31 16:52 | t/p | 1514 | 0.01 | 1.04585 | 0.00000 | 1.04585 | -2.06 | 51378.36 |
| 7653 | 2008.07.31 16:52 | t/p | 1515 | 0.01 | 1.04585 | 0.00000 | 1.04585 | 3.59 | 51381.95 |
| 7654 | 2008.08.01 03:30 | buy | 1516 | 0.01 | 1.04900 | 0.00000 | 0.00000 | ||
| 7655 | 2008.08.01 03:30 | modify | 1516 | 0.01 | 1.04900 | 0.00000 | 1.04980 | ||
| 7656 | 2008.08.01 10:30 | buy | 1517 | 0.01 | 1.04710 | 0.00000 | 0.00000 | ||
| 7657 | 2008.08.01 10:30 | modify | 1516 | 0.01 | 1.04900 | 0.00000 | 1.04885 | ||
| 7658 | 2008.08.01 10:30 | modify | 1517 | 0.01 | 1.04710 | 0.00000 | 1.04885 | ||
| 7659 | 2008.08.01 12:10 | t/p | 1516 | 0.01 | 1.04885 | 0.00000 | 1.04885 | -0.14 | 51381.81 |
| 7660 | 2008.08.01 12:10 | t/p | 1517 | 0.01 | 1.04885 | 0.00000 | 1.04885 | 1.67 | 51383.48 |
| 7661 | 2008.08.01 16:00 | buy | 1518 | 0.01 | 1.05030 | 0.00000 | 0.00000 | ||
| 7662 | 2008.08.01 16:00 | modify | 1518 | 0.01 | 1.05030 | 0.00000 | 1.05110 | ||
| 7663 | 2008.08.01 17:00 | buy | 1519 | 0.01 | 1.04800 | 0.00000 | 0.00000 | ||
| 7664 | 2008.08.01 17:00 | modify | 1518 | 0.01 | 1.05030 | 0.00000 | 1.04995 | ||
| 7665 | 2008.08.01 17:00 | modify | 1519 | 0.01 | 1.04800 | 0.00000 | 1.04995 | ||
| 7666 | 2008.08.01 21:57 | t/p | 1518 | 0.01 | 1.04995 | 0.00000 | 1.04995 | -0.33 | 51383.15 |
| 7667 | 2008.08.01 21:57 | t/p | 1519 | 0.01 | 1.04995 | 0.00000 | 1.04995 | 1.86 | 51385.01 |
| 7668 | 2008.08.01 22:00 | buy | 1520 | 0.01 | 1.05080 | 0.00000 | 0.00000 | ||
| 7669 | 2008.08.01 22:00 | modify | 1520 | 0.01 | 1.05080 | 0.00000 | 1.05160 | ||
| 7670 | 2008.08.04 01:00 | buy | 1521 | 0.01 | 1.04880 | 0.00000 | 0.00000 | ||
| 7671 | 2008.08.04 01:00 | modify | 1520 | 0.01 | 1.05080 | 0.00000 | 1.05060 | ||
| 7672 | 2008.08.04 01:00 | modify | 1521 | 0.01 | 1.04880 | 0.00000 | 1.05060 | ||
| 7673 | 2008.08.04 04:00 | buy | 1522 | 0.01 | 1.04770 | 0.00000 | 0.00000 | ||
| 7674 | 2008.08.04 04:00 | modify | 1520 | 0.01 | 1.05080 | 0.00000 | 1.04990 | ||
| 7675 | 2008.08.04 04:00 | modify | 1521 | 0.01 | 1.04880 | 0.00000 | 1.04990 | ||
| 7676 | 2008.08.04 04:00 | modify | 1522 | 0.01 | 1.04770 | 0.00000 | 1.04990 | ||
| 7677 | 2008.08.04 05:30 | buy | 1523 | 0.01 | 1.04680 | 0.00000 | 0.00000 | ||
| 7678 | 2008.08.04 05:30 | modify | 1520 | 0.01 | 1.05080 | 0.00000 | 1.04933 | ||
| 7679 | 2008.08.04 05:30 | modify | 1521 | 0.01 | 1.04880 | 0.00000 | 1.04933 | ||
| 7680 | 2008.08.04 05:30 | modify | 1522 | 0.01 | 1.04770 | 0.00000 | 1.04933 | ||
| 7681 | 2008.08.04 05:30 | modify | 1523 | 0.01 | 1.04680 | 0.00000 | 1.04933 | ||
| 7682 | 2008.08.04 15:02 | t/p | 1520 | 0.01 | 1.04933 | 0.00000 | 1.04933 | -1.39 | 51383.61 |
| 7683 | 2008.08.04 15:02 | t/p | 1521 | 0.01 | 1.04933 | 0.00000 | 1.04933 | 0.51 | 51384.12 |
| 7684 | 2008.08.04 15:02 | t/p | 1522 | 0.01 | 1.04933 | 0.00000 | 1.04933 | 1.55 | 51385.67 |
| 7685 | 2008.08.04 15:02 | t/p | 1523 | 0.01 | 1.04933 | 0.00000 | 1.04933 | 2.41 | 51388.08 |
| 7686 | 2008.08.04 15:30 | buy | 1524 | 0.01 | 1.04930 | 0.00000 | 0.00000 | ||
| 7687 | 2008.08.04 15:30 | modify | 1524 | 0.01 | 1.04930 | 0.00000 | 1.05010 | ||
| 7688 | 2008.08.04 15:31 | t/p | 1524 | 0.01 | 1.05010 | 0.00000 | 1.05010 | 0.76 | 51388.84 |
| 7689 | 2008.08.05 05:00 | buy | 1525 | 0.01 | 1.05050 | 0.00000 | 0.00000 | ||
| 7690 | 2008.08.05 05:00 | modify | 1525 | 0.01 | 1.05050 | 0.00000 | 1.05130 | ||
| 7691 | 2008.08.05 08:35 | t/p | 1525 | 0.01 | 1.05130 | 0.00000 | 1.05130 | 0.76 | 51389.60 |
| 7692 | 2008.08.05 09:00 | buy | 1526 | 0.01 | 1.05160 | 0.00000 | 0.00000 | ||
| 7693 | 2008.08.05 09:00 | modify | 1526 | 0.01 | 1.05160 | 0.00000 | 1.05240 | ||
| 7694 | 2008.08.05 09:30 | buy | 1527 | 0.01 | 1.05040 | 0.00000 | 0.00000 | ||
| 7695 | 2008.08.05 09:30 | modify | 1526 | 0.01 | 1.05160 | 0.00000 | 1.05180 | ||
| 7696 | 2008.08.05 09:30 | modify | 1527 | 0.01 | 1.05040 | 0.00000 | 1.05180 | ||
| 7697 | 2008.08.05 10:41 | t/p | 1526 | 0.01 | 1.05180 | 0.00000 | 1.05180 | 0.19 | 51389.79 |
| 7698 | 2008.08.05 10:41 | t/p | 1527 | 0.01 | 1.05180 | 0.00000 | 1.05180 | 1.33 | 51391.12 |
| 7699 | 2008.08.05 11:00 | buy | 1528 | 0.01 | 1.05240 | 0.00000 | 0.00000 | ||
| 7700 | 2008.08.05 11:00 | sell | 1529 | 0.05 | 1.05230 | 0.00000 | 0.00000 | ||
| 7701 | 2008.08.05 11:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04007 | ||
| 7702 | 2008.08.05 11:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04007 | ||
| 7703 | 2008.08.05 11:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04007 | ||
| 7704 | 2008.08.05 11:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04007 | ||
| 7705 | 2008.08.05 11:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04007 | ||
| 7706 | 2008.08.05 11:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04007 | ||
| 7707 | 2008.08.05 11:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04007 | ||
| 7708 | 2008.08.05 11:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04007 | ||
| 7709 | 2008.08.05 11:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04007 | ||
| 7710 | 2008.08.05 11:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04007 | ||
| 7711 | 2008.08.05 11:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04007 | ||
| 7712 | 2008.08.05 11:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04007 | ||
| 7713 | 2008.08.05 11:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04007 | ||
| 7714 | 2008.08.05 11:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04007 | ||
| 7715 | 2008.08.05 11:00 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04007 | ||
| 7716 | 2008.08.05 11:00 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04007 | ||
| 7717 | 2008.08.05 11:00 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04007 | ||
| 7718 | 2008.08.05 11:00 | modify | 1528 | 0.01 | 1.05240 | 0.00000 | 1.05320 | ||
| 7719 | 2008.08.05 11:00 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04007 | ||
| 7720 | 2008.08.05 11:37 | t/p | 1528 | 0.01 | 1.05320 | 0.00000 | 1.05320 | 0.76 | 51391.88 |
| 7721 | 2008.08.05 12:00 | buy | 1530 | 0.01 | 1.05280 | 0.00000 | 0.00000 | ||
| 7722 | 2008.08.05 12:00 | modify | 1530 | 0.01 | 1.05280 | 0.00000 | 1.05360 | ||
| 7723 | 2008.08.05 14:00 | sell | 1531 | 0.06 | 1.05340 | 0.00000 | 0.00000 | ||
| 7724 | 2008.08.05 14:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04155 | ||
| 7725 | 2008.08.05 14:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04155 | ||
| 7726 | 2008.08.05 14:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04155 | ||
| 7727 | 2008.08.05 14:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04155 | ||
| 7728 | 2008.08.05 14:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04155 | ||
| 7729 | 2008.08.05 14:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04155 | ||
| 7730 | 2008.08.05 14:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04155 | ||
| 7731 | 2008.08.05 14:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04155 | ||
| 7732 | 2008.08.05 14:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04155 | ||
| 7733 | 2008.08.05 14:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04155 | ||
| 7734 | 2008.08.05 14:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04155 | ||
| 7735 | 2008.08.05 14:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04155 | ||
| 7736 | 2008.08.05 14:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04155 | ||
| 7737 | 2008.08.05 14:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04155 | ||
| 7738 | 2008.08.05 14:00 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04155 | ||
| 7739 | 2008.08.05 14:00 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04155 | ||
| 7740 | 2008.08.05 14:00 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04155 | ||
| 7741 | 2008.08.05 14:00 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04155 | ||
| 7742 | 2008.08.05 14:00 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.04155 | ||
| 7743 | 2008.08.05 14:01 | t/p | 1530 | 0.01 | 1.05360 | 0.00000 | 1.05360 | 0.76 | 51392.64 |
| 7744 | 2008.08.05 14:30 | buy | 1532 | 0.01 | 1.05490 | 0.00000 | 0.00000 | ||
| 7745 | 2008.08.05 14:30 | sell | 1533 | 0.06 | 1.05480 | 0.00000 | 0.00000 | ||
| 7746 | 2008.08.05 14:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04286 | ||
| 7747 | 2008.08.05 14:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04286 | ||
| 7748 | 2008.08.05 14:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04286 | ||
| 7749 | 2008.08.05 14:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04286 | ||
| 7750 | 2008.08.05 14:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04286 | ||
| 7751 | 2008.08.05 14:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04286 | ||
| 7752 | 2008.08.05 14:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04286 | ||
| 7753 | 2008.08.05 14:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04286 | ||
| 7754 | 2008.08.05 14:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04286 | ||
| 7755 | 2008.08.05 14:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04286 | ||
| 7756 | 2008.08.05 14:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04286 | ||
| 7757 | 2008.08.05 14:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04286 | ||
| 7758 | 2008.08.05 14:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04286 | ||
| 7759 | 2008.08.05 14:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04286 | ||
| 7760 | 2008.08.05 14:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04286 | ||
| 7761 | 2008.08.05 14:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04286 | ||
| 7762 | 2008.08.05 14:30 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04286 | ||
| 7763 | 2008.08.05 14:30 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04286 | ||
| 7764 | 2008.08.05 14:30 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.04286 | ||
| 7765 | 2008.08.05 14:30 | modify | 1532 | 0.01 | 1.05490 | 0.00000 | 1.05570 | ||
| 7766 | 2008.08.05 14:30 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.04286 | ||
| 7767 | 2008.08.05 15:00 | buy | 1534 | 0.01 | 1.05340 | 0.00000 | 0.00000 | ||
| 7768 | 2008.08.05 15:00 | modify | 1532 | 0.01 | 1.05490 | 0.00000 | 1.05495 | ||
| 7769 | 2008.08.05 15:00 | modify | 1534 | 0.01 | 1.05340 | 0.00000 | 1.05495 | ||
| 7770 | 2008.08.05 18:30 | t/p | 1532 | 0.01 | 1.05495 | 0.00000 | 1.05495 | 0.05 | 51392.69 |
| 7771 | 2008.08.05 18:30 | t/p | 1534 | 0.01 | 1.05495 | 0.00000 | 1.05495 | 1.47 | 51394.16 |
| 7772 | 2008.08.05 21:00 | buy | 1535 | 0.01 | 1.05460 | 0.00000 | 0.00000 | ||
| 7773 | 2008.08.05 21:00 | modify | 1535 | 0.01 | 1.05460 | 0.00000 | 1.05540 | ||
| 7774 | 2008.08.05 22:00 | buy | 1536 | 0.01 | 1.05360 | 0.00000 | 0.00000 | ||
| 7775 | 2008.08.05 22:00 | modify | 1535 | 0.01 | 1.05460 | 0.00000 | 1.05490 | ||
| 7776 | 2008.08.05 22:00 | modify | 1536 | 0.01 | 1.05360 | 0.00000 | 1.05490 | ||
| 7777 | 2008.08.06 06:30 | buy | 1537 | 0.01 | 1.05250 | 0.00000 | 0.00000 | ||
| 7778 | 2008.08.06 06:30 | modify | 1535 | 0.01 | 1.05460 | 0.00000 | 1.05437 | ||
| 7779 | 2008.08.06 06:30 | modify | 1536 | 0.01 | 1.05360 | 0.00000 | 1.05437 | ||
| 7780 | 2008.08.06 06:30 | modify | 1537 | 0.01 | 1.05250 | 0.00000 | 1.05437 | ||
| 7781 | 2008.08.06 09:30 | buy | 1538 | 0.01 | 1.05170 | 0.00000 | 0.00000 | ||
| 7782 | 2008.08.06 09:30 | modify | 1535 | 0.01 | 1.05460 | 0.00000 | 1.05390 | ||
| 7783 | 2008.08.06 09:30 | modify | 1536 | 0.01 | 1.05360 | 0.00000 | 1.05390 | ||
| 7784 | 2008.08.06 09:30 | modify | 1537 | 0.01 | 1.05250 | 0.00000 | 1.05390 | ||
| 7785 | 2008.08.06 09:30 | modify | 1538 | 0.01 | 1.05170 | 0.00000 | 1.05390 | ||
| 7786 | 2008.08.06 10:30 | buy | 1539 | 0.01 | 1.05040 | 0.00000 | 0.00000 | ||
| 7787 | 2008.08.06 10:30 | modify | 1535 | 0.01 | 1.05460 | 0.00000 | 1.05336 | ||
| 7788 | 2008.08.06 10:30 | modify | 1536 | 0.01 | 1.05360 | 0.00000 | 1.05336 | ||
| 7789 | 2008.08.06 10:30 | modify | 1537 | 0.01 | 1.05250 | 0.00000 | 1.05336 | ||
| 7790 | 2008.08.06 10:30 | modify | 1538 | 0.01 | 1.05170 | 0.00000 | 1.05336 | ||
| 7791 | 2008.08.06 10:30 | modify | 1539 | 0.01 | 1.05040 | 0.00000 | 1.05336 | ||
| 7792 | 2008.08.06 15:38 | t/p | 1535 | 0.01 | 1.05336 | 0.00000 | 1.05336 | -1.17 | 51392.99 |
| 7793 | 2008.08.06 15:38 | t/p | 1536 | 0.01 | 1.05336 | 0.00000 | 1.05336 | -0.22 | 51392.76 |
| 7794 | 2008.08.06 15:38 | t/p | 1537 | 0.01 | 1.05336 | 0.00000 | 1.05336 | 0.82 | 51393.58 |
| 7795 | 2008.08.06 15:38 | t/p | 1538 | 0.01 | 1.05336 | 0.00000 | 1.05336 | 1.58 | 51395.16 |
| 7796 | 2008.08.06 15:38 | t/p | 1539 | 0.01 | 1.05336 | 0.00000 | 1.05336 | 2.81 | 51397.97 |
| 7797 | 2008.08.06 16:00 | buy | 1540 | 0.01 | 1.05470 | 0.00000 | 0.00000 | ||
| 7798 | 2008.08.06 16:00 | modify | 1540 | 0.01 | 1.05470 | 0.00000 | 1.05550 | ||
| 7799 | 2008.08.06 16:04 | t/p | 1540 | 0.01 | 1.05550 | 0.00000 | 1.05550 | 0.76 | 51398.73 |
| 7800 | 2008.08.06 16:30 | buy | 1541 | 0.01 | 1.05720 | 0.00000 | 0.00000 | ||