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 |
| 7801 | 2008.08.06 16:30 | sell | 1542 | 0.07 | 1.05710 | 0.00000 | 0.00000 | ||
| 7802 | 2008.08.06 16:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04433 | ||
| 7803 | 2008.08.06 16:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04433 | ||
| 7804 | 2008.08.06 16:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04433 | ||
| 7805 | 2008.08.06 16:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04433 | ||
| 7806 | 2008.08.06 16:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04433 | ||
| 7807 | 2008.08.06 16:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04433 | ||
| 7808 | 2008.08.06 16:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04433 | ||
| 7809 | 2008.08.06 16:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04433 | ||
| 7810 | 2008.08.06 16:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04433 | ||
| 7811 | 2008.08.06 16:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04433 | ||
| 7812 | 2008.08.06 16:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04433 | ||
| 7813 | 2008.08.06 16:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04433 | ||
| 7814 | 2008.08.06 16:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04433 | ||
| 7815 | 2008.08.06 16:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04433 | ||
| 7816 | 2008.08.06 16:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04433 | ||
| 7817 | 2008.08.06 16:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04433 | ||
| 7818 | 2008.08.06 16:30 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04433 | ||
| 7819 | 2008.08.06 16:30 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04433 | ||
| 7820 | 2008.08.06 16:30 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.04433 | ||
| 7821 | 2008.08.06 16:30 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.04433 | ||
| 7822 | 2008.08.06 16:30 | modify | 1541 | 0.01 | 1.05720 | 0.00000 | 1.05800 | ||
| 7823 | 2008.08.06 16:30 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.04433 | ||
| 7824 | 2008.08.06 16:36 | t/p | 1541 | 0.01 | 1.05800 | 0.00000 | 1.05800 | 0.76 | 51399.49 |
| 7825 | 2008.08.06 17:00 | buy | 1543 | 0.01 | 1.05820 | 0.00000 | 0.00000 | ||
| 7826 | 2008.08.06 17:00 | sell | 1544 | 0.07 | 1.05810 | 0.00000 | 0.00000 | ||
| 7827 | 2008.08.06 17:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04561 | ||
| 7828 | 2008.08.06 17:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04561 | ||
| 7829 | 2008.08.06 17:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04561 | ||
| 7830 | 2008.08.06 17:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04561 | ||
| 7831 | 2008.08.06 17:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04561 | ||
| 7832 | 2008.08.06 17:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04561 | ||
| 7833 | 2008.08.06 17:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04561 | ||
| 7834 | 2008.08.06 17:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04561 | ||
| 7835 | 2008.08.06 17:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04561 | ||
| 7836 | 2008.08.06 17:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04561 | ||
| 7837 | 2008.08.06 17:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04561 | ||
| 7838 | 2008.08.06 17:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04561 | ||
| 7839 | 2008.08.06 17:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04561 | ||
| 7840 | 2008.08.06 17:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04561 | ||
| 7841 | 2008.08.06 17:00 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04561 | ||
| 7842 | 2008.08.06 17:00 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04561 | ||
| 7843 | 2008.08.06 17:00 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04561 | ||
| 7844 | 2008.08.06 17:00 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04561 | ||
| 7845 | 2008.08.06 17:00 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.04561 | ||
| 7846 | 2008.08.06 17:00 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.04561 | ||
| 7847 | 2008.08.06 17:00 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.04561 | ||
| 7848 | 2008.08.06 17:00 | modify | 1543 | 0.01 | 1.05820 | 0.00000 | 1.05900 | ||
| 7849 | 2008.08.06 17:00 | modify | 1544 | 0.07 | 1.05810 | 0.00000 | 1.04561 | ||
| 7850 | 2008.08.06 17:48 | t/p | 1543 | 0.01 | 1.05900 | 0.00000 | 1.05900 | 0.76 | 51400.25 |
| 7851 | 2008.08.06 18:00 | buy | 1545 | 0.01 | 1.05860 | 0.00000 | 0.00000 | ||
| 7852 | 2008.08.06 18:00 | modify | 1545 | 0.01 | 1.05860 | 0.00000 | 1.05940 | ||
| 7853 | 2008.08.06 18:17 | t/p | 1545 | 0.01 | 1.05940 | 0.00000 | 1.05940 | 0.76 | 51401.01 |
| 7854 | 2008.08.06 18:30 | buy | 1546 | 0.01 | 1.06070 | 0.00000 | 0.00000 | ||
| 7855 | 2008.08.06 18:30 | sell | 1547 | 0.08 | 1.06060 | 0.00000 | 0.00000 | ||
| 7856 | 2008.08.06 18:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04704 | ||
| 7857 | 2008.08.06 18:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04704 | ||
| 7858 | 2008.08.06 18:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04704 | ||
| 7859 | 2008.08.06 18:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04704 | ||
| 7860 | 2008.08.06 18:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04704 | ||
| 7861 | 2008.08.06 18:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04704 | ||
| 7862 | 2008.08.06 18:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04704 | ||
| 7863 | 2008.08.06 18:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04704 | ||
| 7864 | 2008.08.06 18:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04704 | ||
| 7865 | 2008.08.06 18:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04704 | ||
| 7866 | 2008.08.06 18:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04704 | ||
| 7867 | 2008.08.06 18:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04704 | ||
| 7868 | 2008.08.06 18:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04704 | ||
| 7869 | 2008.08.06 18:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04704 | ||
| 7870 | 2008.08.06 18:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04704 | ||
| 7871 | 2008.08.06 18:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04704 | ||
| 7872 | 2008.08.06 18:30 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04704 | ||
| 7873 | 2008.08.06 18:30 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04704 | ||
| 7874 | 2008.08.06 18:30 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.04704 | ||
| 7875 | 2008.08.06 18:30 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.04704 | ||
| 7876 | 2008.08.06 18:30 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.04704 | ||
| 7877 | 2008.08.06 18:30 | modify | 1544 | 0.07 | 1.05810 | 0.00000 | 1.04704 | ||
| 7878 | 2008.08.06 18:30 | modify | 1546 | 0.01 | 1.06070 | 0.00000 | 1.06150 | ||
| 7879 | 2008.08.06 18:30 | modify | 1547 | 0.08 | 1.06060 | 0.00000 | 1.04704 | ||
| 7880 | 2008.08.06 19:30 | buy | 1548 | 0.01 | 1.05930 | 0.00000 | 0.00000 | ||
| 7881 | 2008.08.06 19:30 | modify | 1546 | 0.01 | 1.06070 | 0.00000 | 1.06080 | ||
| 7882 | 2008.08.06 19:30 | modify | 1548 | 0.01 | 1.05930 | 0.00000 | 1.06080 | ||
| 7883 | 2008.08.07 04:00 | buy | 1549 | 0.01 | 1.05820 | 0.00000 | 0.00000 | ||
| 7884 | 2008.08.07 04:00 | modify | 1546 | 0.01 | 1.06070 | 0.00000 | 1.06020 | ||
| 7885 | 2008.08.07 04:00 | modify | 1548 | 0.01 | 1.05930 | 0.00000 | 1.06020 | ||
| 7886 | 2008.08.07 04:00 | modify | 1549 | 0.01 | 1.05820 | 0.00000 | 1.06020 | ||
| 7887 | 2008.08.07 05:30 | buy | 1550 | 0.01 | 1.05690 | 0.00000 | 0.00000 | ||
| 7888 | 2008.08.07 05:30 | modify | 1546 | 0.01 | 1.06070 | 0.00000 | 1.05958 | ||
| 7889 | 2008.08.07 05:30 | modify | 1548 | 0.01 | 1.05930 | 0.00000 | 1.05958 | ||
| 7890 | 2008.08.07 05:30 | modify | 1549 | 0.01 | 1.05820 | 0.00000 | 1.05958 | ||
| 7891 | 2008.08.07 05:30 | modify | 1550 | 0.01 | 1.05690 | 0.00000 | 1.05958 | ||
| 7892 | 2008.08.07 09:30 | buy | 1551 | 0.01 | 1.05540 | 0.00000 | 0.00000 | ||
| 7893 | 2008.08.07 09:30 | modify | 1546 | 0.01 | 1.06070 | 0.00000 | 1.05890 | ||
| 7894 | 2008.08.07 09:30 | modify | 1548 | 0.01 | 1.05930 | 0.00000 | 1.05890 | ||
| 7895 | 2008.08.07 09:30 | modify | 1549 | 0.01 | 1.05820 | 0.00000 | 1.05890 | ||
| 7896 | 2008.08.07 09:30 | modify | 1550 | 0.01 | 1.05690 | 0.00000 | 1.05890 | ||
| 7897 | 2008.08.07 09:30 | modify | 1551 | 0.01 | 1.05540 | 0.00000 | 1.05890 | ||
| 7898 | 2008.08.07 16:17 | t/p | 1546 | 0.01 | 1.05890 | 0.00000 | 1.05890 | -1.68 | 51399.33 |
| 7899 | 2008.08.07 16:17 | t/p | 1548 | 0.01 | 1.05890 | 0.00000 | 1.05890 | -0.36 | 51398.97 |
| 7900 | 2008.08.07 16:17 | t/p | 1549 | 0.01 | 1.05890 | 0.00000 | 1.05890 | 0.66 | 51399.63 |
| 7901 | 2008.08.07 16:17 | t/p | 1550 | 0.01 | 1.05890 | 0.00000 | 1.05890 | 1.89 | 51401.52 |
| 7902 | 2008.08.07 16:17 | t/p | 1551 | 0.01 | 1.05890 | 0.00000 | 1.05890 | 3.30 | 51404.82 |
| 7903 | 2008.08.07 16:30 | buy | 1552 | 0.01 | 1.05840 | 0.00000 | 0.00000 | ||
| 7904 | 2008.08.07 16:30 | modify | 1552 | 0.01 | 1.05840 | 0.00000 | 1.05920 | ||
| 7905 | 2008.08.07 16:47 | t/p | 1552 | 0.01 | 1.05920 | 0.00000 | 1.05920 | 0.76 | 51405.58 |
| 7906 | 2008.08.07 17:00 | buy | 1553 | 0.01 | 1.05920 | 0.00000 | 0.00000 | ||
| 7907 | 2008.08.07 17:00 | modify | 1553 | 0.01 | 1.05920 | 0.00000 | 1.06000 | ||
| 7908 | 2008.08.07 17:00 | t/p | 1553 | 0.01 | 1.06000 | 0.00000 | 1.06000 | 0.75 | 51406.33 |
| 7909 | 2008.08.07 17:30 | buy | 1554 | 0.01 | 1.06150 | 0.00000 | 0.00000 | ||
| 7910 | 2008.08.07 17:30 | modify | 1554 | 0.01 | 1.06150 | 0.00000 | 1.06230 | ||
| 7911 | 2008.08.07 18:00 | buy | 1555 | 0.01 | 1.05970 | 0.00000 | 0.00000 | ||
| 7912 | 2008.08.07 18:00 | modify | 1554 | 0.01 | 1.06150 | 0.00000 | 1.06140 | ||
| 7913 | 2008.08.07 18:00 | modify | 1555 | 0.01 | 1.05970 | 0.00000 | 1.06140 | ||
| 7914 | 2008.08.07 18:46 | t/p | 1554 | 0.01 | 1.06140 | 0.00000 | 1.06140 | -0.09 | 51406.24 |
| 7915 | 2008.08.07 18:46 | t/p | 1555 | 0.01 | 1.06140 | 0.00000 | 1.06140 | 1.60 | 51407.84 |
| 7916 | 2008.08.07 19:00 | buy | 1556 | 0.01 | 1.06170 | 0.00000 | 0.00000 | ||
| 7917 | 2008.08.07 19:00 | sell | 1557 | 0.09 | 1.06160 | 0.00000 | 0.00000 | ||
| 7918 | 2008.08.07 19:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04845 | ||
| 7919 | 2008.08.07 19:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04845 | ||
| 7920 | 2008.08.07 19:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04845 | ||
| 7921 | 2008.08.07 19:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04845 | ||
| 7922 | 2008.08.07 19:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04845 | ||
| 7923 | 2008.08.07 19:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.04845 | ||
| 7924 | 2008.08.07 19:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.04845 | ||
| 7925 | 2008.08.07 19:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.04845 | ||
| 7926 | 2008.08.07 19:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.04845 | ||
| 7927 | 2008.08.07 19:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.04845 | ||
| 7928 | 2008.08.07 19:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.04845 | ||
| 7929 | 2008.08.07 19:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.04845 | ||
| 7930 | 2008.08.07 19:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.04845 | ||
| 7931 | 2008.08.07 19:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.04845 | ||
| 7932 | 2008.08.07 19:00 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.04845 | ||
| 7933 | 2008.08.07 19:00 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.04845 | ||
| 7934 | 2008.08.07 19:00 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.04845 | ||
| 7935 | 2008.08.07 19:00 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.04845 | ||
| 7936 | 2008.08.07 19:00 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.04845 | ||
| 7937 | 2008.08.07 19:00 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.04845 | ||
| 7938 | 2008.08.07 19:00 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.04845 | ||
| 7939 | 2008.08.07 19:00 | modify | 1544 | 0.07 | 1.05810 | 0.00000 | 1.04845 | ||
| 7940 | 2008.08.07 19:00 | modify | 1547 | 0.08 | 1.06060 | 0.00000 | 1.04845 | ||
| 7941 | 2008.08.07 19:00 | modify | 1556 | 0.01 | 1.06170 | 0.00000 | 1.06250 | ||
| 7942 | 2008.08.07 19:00 | modify | 1557 | 0.09 | 1.06160 | 0.00000 | 1.04845 | ||
| 7943 | 2008.08.07 19:36 | t/p | 1556 | 0.01 | 1.06250 | 0.00000 | 1.06250 | 0.75 | 51408.59 |
| 7944 | 2008.08.07 20:00 | buy | 1558 | 0.01 | 1.06300 | 0.00000 | 0.00000 | ||
| 7945 | 2008.08.07 20:00 | sell | 1559 | 0.10 | 1.06290 | 0.00000 | 0.00000 | ||
| 7946 | 2008.08.07 20:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.04984 | ||
| 7947 | 2008.08.07 20:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.04984 | ||
| 7948 | 2008.08.07 20:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.04984 | ||
| 7949 | 2008.08.07 20:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.04984 | ||
| 7950 | 2008.08.07 20:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.04984 | ||