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 |
| 8401 | 2008.08.11 23:30 | modify | 1574 | 0.19 | 1.07750 | 0.00000 | 1.06984 | ||
| 8402 | 2008.08.11 23:30 | modify | 1575 | 0.21 | 1.08080 | 0.00000 | 1.06984 | ||
| 8403 | 2008.08.11 23:30 | modify | 1576 | 0.23 | 1.08180 | 0.00000 | 1.06984 | ||
| 8404 | 2008.08.11 23:30 | modify | 1577 | 0.26 | 1.08400 | 0.00000 | 1.06984 | ||
| 8405 | 2008.08.11 23:30 | modify | 1583 | 0.28 | 1.08630 | 0.00000 | 1.06984 | ||
| 8406 | 2008.08.11 23:30 | modify | 1584 | 0.31 | 1.08730 | 0.00000 | 1.06984 | ||
| 8407 | 2008.08.12 04:30 | buy | 1585 | 0.01 | 1.08940 | 0.00000 | 0.00000 | ||
| 8408 | 2008.08.12 04:30 | sell | 1586 | 0.34 | 1.08930 | 0.00000 | 0.00000 | ||
| 8409 | 2008.08.12 04:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.07159 | ||
| 8410 | 2008.08.12 04:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.07159 | ||
| 8411 | 2008.08.12 04:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.07159 | ||
| 8412 | 2008.08.12 04:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.07159 | ||
| 8413 | 2008.08.12 04:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.07159 | ||
| 8414 | 2008.08.12 04:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.07159 | ||
| 8415 | 2008.08.12 04:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.07159 | ||
| 8416 | 2008.08.12 04:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.07159 | ||
| 8417 | 2008.08.12 04:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.07159 | ||
| 8418 | 2008.08.12 04:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.07159 | ||
| 8419 | 2008.08.12 04:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.07159 | ||
| 8420 | 2008.08.12 04:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.07159 | ||
| 8421 | 2008.08.12 04:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.07159 | ||
| 8422 | 2008.08.12 04:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.07159 | ||
| 8423 | 2008.08.12 04:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.07159 | ||
| 8424 | 2008.08.12 04:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.07159 | ||
| 8425 | 2008.08.12 04:30 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.07159 | ||
| 8426 | 2008.08.12 04:30 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.07159 | ||
| 8427 | 2008.08.12 04:30 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.07159 | ||
| 8428 | 2008.08.12 04:30 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.07159 | ||
| 8429 | 2008.08.12 04:30 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.07159 | ||
| 8430 | 2008.08.12 04:30 | modify | 1544 | 0.07 | 1.05810 | 0.00000 | 1.07159 | ||
| 8431 | 2008.08.12 04:30 | modify | 1547 | 0.08 | 1.06060 | 0.00000 | 1.07159 | ||
| 8432 | 2008.08.12 04:30 | modify | 1557 | 0.09 | 1.06160 | 0.00000 | 1.07159 | ||
| 8433 | 2008.08.12 04:30 | modify | 1559 | 0.10 | 1.06290 | 0.00000 | 1.07159 | ||
| 8434 | 2008.08.12 04:30 | modify | 1562 | 0.11 | 1.06690 | 0.00000 | 1.07159 | ||
| 8435 | 2008.08.12 04:30 | modify | 1564 | 0.12 | 1.06830 | 0.00000 | 1.07159 | ||
| 8436 | 2008.08.12 04:30 | modify | 1566 | 0.13 | 1.06940 | 0.00000 | 1.07159 | ||
| 8437 | 2008.08.12 04:30 | modify | 1568 | 0.14 | 1.07080 | 0.00000 | 1.07159 | ||
| 8438 | 2008.08.12 04:30 | modify | 1570 | 0.16 | 1.07330 | 0.00000 | 1.07159 | ||
| 8439 | 2008.08.12 04:30 | modify | 1572 | 0.17 | 1.07640 | 0.00000 | 1.07159 | ||
| 8440 | 2008.08.12 04:30 | modify | 1574 | 0.19 | 1.07750 | 0.00000 | 1.07159 | ||
| 8441 | 2008.08.12 04:30 | modify | 1575 | 0.21 | 1.08080 | 0.00000 | 1.07159 | ||
| 8442 | 2008.08.12 04:30 | modify | 1576 | 0.23 | 1.08180 | 0.00000 | 1.07159 | ||
| 8443 | 2008.08.12 04:30 | modify | 1577 | 0.26 | 1.08400 | 0.00000 | 1.07159 | ||
| 8444 | 2008.08.12 04:30 | modify | 1583 | 0.28 | 1.08630 | 0.00000 | 1.07159 | ||
| 8445 | 2008.08.12 04:30 | modify | 1584 | 0.31 | 1.08730 | 0.00000 | 1.07159 | ||
| 8446 | 2008.08.12 04:30 | modify | 1585 | 0.01 | 1.08940 | 0.00000 | 1.09020 | ||
| 8447 | 2008.08.12 04:30 | modify | 1586 | 0.34 | 1.08930 | 0.00000 | 1.07159 | ||
| 8448 | 2008.08.12 05:00 | buy | 1587 | 0.01 | 1.08830 | 0.00000 | 0.00000 | ||
| 8449 | 2008.08.12 05:00 | modify | 1585 | 0.01 | 1.08940 | 0.00000 | 1.08965 | ||
| 8450 | 2008.08.12 05:00 | modify | 1587 | 0.01 | 1.08830 | 0.00000 | 1.08965 | ||
| 8451 | 2008.08.12 08:37 | t/p | 1585 | 0.01 | 1.08965 | 0.00000 | 1.08965 | 0.23 | 51419.23 |
| 8452 | 2008.08.12 08:37 | t/p | 1587 | 0.01 | 1.08965 | 0.00000 | 1.08965 | 1.23 | 51420.46 |
| 8453 | 2008.08.12 09:00 | buy | 1588 | 0.01 | 1.09150 | 0.00000 | 0.00000 | ||
| 8454 | 2008.08.12 09:00 | sell | 1589 | 0.37 | 1.09140 | 0.00000 | 0.00000 | ||
| 8455 | 2008.08.12 09:00 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.07335 | ||
| 8456 | 2008.08.12 09:00 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.07335 | ||
| 8457 | 2008.08.12 09:00 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.07335 | ||
| 8458 | 2008.08.12 09:00 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.07335 | ||
| 8459 | 2008.08.12 09:00 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.07335 | ||
| 8460 | 2008.08.12 09:00 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.07335 | ||
| 8461 | 2008.08.12 09:00 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.07335 | ||
| 8462 | 2008.08.12 09:00 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.07335 | ||
| 8463 | 2008.08.12 09:00 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.07335 | ||
| 8464 | 2008.08.12 09:00 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.07335 | ||
| 8465 | 2008.08.12 09:00 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.07335 | ||
| 8466 | 2008.08.12 09:00 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.07335 | ||
| 8467 | 2008.08.12 09:00 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.07335 | ||
| 8468 | 2008.08.12 09:00 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.07335 | ||
| 8469 | 2008.08.12 09:00 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.07335 | ||
| 8470 | 2008.08.12 09:00 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.07335 | ||
| 8471 | 2008.08.12 09:00 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.07335 | ||
| 8472 | 2008.08.12 09:00 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.07335 | ||
| 8473 | 2008.08.12 09:00 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.07335 | ||
| 8474 | 2008.08.12 09:00 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.07335 | ||
| 8475 | 2008.08.12 09:00 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.07335 | ||
| 8476 | 2008.08.12 09:00 | modify | 1544 | 0.07 | 1.05810 | 0.00000 | 1.07335 | ||
| 8477 | 2008.08.12 09:00 | modify | 1547 | 0.08 | 1.06060 | 0.00000 | 1.07335 | ||
| 8478 | 2008.08.12 09:00 | modify | 1557 | 0.09 | 1.06160 | 0.00000 | 1.07335 | ||
| 8479 | 2008.08.12 09:00 | modify | 1559 | 0.10 | 1.06290 | 0.00000 | 1.07335 | ||
| 8480 | 2008.08.12 09:00 | modify | 1562 | 0.11 | 1.06690 | 0.00000 | 1.07335 | ||
| 8481 | 2008.08.12 09:00 | modify | 1564 | 0.12 | 1.06830 | 0.00000 | 1.07335 | ||
| 8482 | 2008.08.12 09:00 | modify | 1566 | 0.13 | 1.06940 | 0.00000 | 1.07335 | ||
| 8483 | 2008.08.12 09:00 | modify | 1568 | 0.14 | 1.07080 | 0.00000 | 1.07335 | ||
| 8484 | 2008.08.12 09:00 | modify | 1570 | 0.16 | 1.07330 | 0.00000 | 1.07335 | ||
| 8485 | 2008.08.12 09:00 | modify | 1572 | 0.17 | 1.07640 | 0.00000 | 1.07335 | ||
| 8486 | 2008.08.12 09:00 | modify | 1574 | 0.19 | 1.07750 | 0.00000 | 1.07335 | ||
| 8487 | 2008.08.12 09:00 | modify | 1575 | 0.21 | 1.08080 | 0.00000 | 1.07335 | ||
| 8488 | 2008.08.12 09:00 | modify | 1576 | 0.23 | 1.08180 | 0.00000 | 1.07335 | ||
| 8489 | 2008.08.12 09:00 | modify | 1577 | 0.26 | 1.08400 | 0.00000 | 1.07335 | ||
| 8490 | 2008.08.12 09:00 | modify | 1583 | 0.28 | 1.08630 | 0.00000 | 1.07335 | ||
| 8491 | 2008.08.12 09:00 | modify | 1584 | 0.31 | 1.08730 | 0.00000 | 1.07335 | ||
| 8492 | 2008.08.12 09:00 | modify | 1586 | 0.34 | 1.08930 | 0.00000 | 1.07335 | ||
| 8493 | 2008.08.12 09:00 | modify | 1588 | 0.01 | 1.09150 | 0.00000 | 1.09230 | ||
| 8494 | 2008.08.12 09:00 | modify | 1589 | 0.37 | 1.09140 | 0.00000 | 1.07335 | ||
| 8495 | 2008.08.12 09:10 | t/p | 1588 | 0.01 | 1.09230 | 0.00000 | 1.09230 | 0.73 | 51421.19 |
| 8496 | 2008.08.12 12:00 | buy | 1590 | 0.01 | 1.09130 | 0.00000 | 0.00000 | ||
| 8497 | 2008.08.12 12:00 | modify | 1590 | 0.01 | 1.09130 | 0.00000 | 1.09210 | ||
| 8498 | 2008.08.12 12:30 | buy | 1591 | 0.01 | 1.08850 | 0.00000 | 0.00000 | ||
| 8499 | 2008.08.12 12:30 | modify | 1590 | 0.01 | 1.09130 | 0.00000 | 1.09070 | ||
| 8500 | 2008.08.12 12:30 | modify | 1591 | 0.01 | 1.08850 | 0.00000 | 1.09070 | ||
| 8501 | 2008.08.12 12:56 | t/p | 1590 | 0.01 | 1.09070 | 0.00000 | 1.09070 | -0.55 | 51420.64 |
| 8502 | 2008.08.12 12:56 | t/p | 1591 | 0.01 | 1.09070 | 0.00000 | 1.09070 | 2.02 | 51422.66 |
| 8503 | 2008.08.12 13:00 | buy | 1592 | 0.01 | 1.09170 | 0.00000 | 0.00000 | ||
| 8504 | 2008.08.12 13:00 | modify | 1592 | 0.01 | 1.09170 | 0.00000 | 1.09250 | ||
| 8505 | 2008.08.12 13:30 | buy | 1593 | 0.01 | 1.08960 | 0.00000 | 0.00000 | ||
| 8506 | 2008.08.12 13:30 | modify | 1592 | 0.01 | 1.09170 | 0.00000 | 1.09145 | ||
| 8507 | 2008.08.12 13:30 | modify | 1593 | 0.01 | 1.08960 | 0.00000 | 1.09145 | ||
| 8508 | 2008.08.12 15:00 | buy | 1594 | 0.01 | 1.08860 | 0.00000 | 0.00000 | ||
| 8509 | 2008.08.12 15:00 | modify | 1592 | 0.01 | 1.09170 | 0.00000 | 1.09077 | ||
| 8510 | 2008.08.12 15:00 | modify | 1593 | 0.01 | 1.08960 | 0.00000 | 1.09077 | ||
| 8511 | 2008.08.12 15:00 | modify | 1594 | 0.01 | 1.08860 | 0.00000 | 1.09077 | ||
| 8512 | 2008.08.12 15:30 | buy | 1595 | 0.01 | 1.08750 | 0.00000 | 0.00000 | ||
| 8513 | 2008.08.12 15:30 | modify | 1592 | 0.01 | 1.09170 | 0.00000 | 1.09015 | ||
| 8514 | 2008.08.12 15:30 | modify | 1593 | 0.01 | 1.08960 | 0.00000 | 1.09015 | ||
| 8515 | 2008.08.12 15:30 | modify | 1594 | 0.01 | 1.08860 | 0.00000 | 1.09015 | ||
| 8516 | 2008.08.12 15:30 | modify | 1595 | 0.01 | 1.08750 | 0.00000 | 1.09015 | ||
| 8517 | 2008.08.12 16:00 | buy | 1596 | 0.01 | 1.08530 | 0.00000 | 0.00000 | ||
| 8518 | 2008.08.12 16:00 | modify | 1592 | 0.01 | 1.09170 | 0.00000 | 1.08934 | ||
| 8519 | 2008.08.12 16:00 | modify | 1593 | 0.01 | 1.08960 | 0.00000 | 1.08934 | ||
| 8520 | 2008.08.12 16:00 | modify | 1594 | 0.01 | 1.08860 | 0.00000 | 1.08934 | ||
| 8521 | 2008.08.12 16:00 | modify | 1595 | 0.01 | 1.08750 | 0.00000 | 1.08934 | ||
| 8522 | 2008.08.12 16:00 | modify | 1596 | 0.01 | 1.08530 | 0.00000 | 1.08934 | ||
| 8523 | 2008.08.12 18:34 | t/p | 1592 | 0.01 | 1.08934 | 0.00000 | 1.08934 | -2.17 | 51420.49 |
| 8524 | 2008.08.12 18:34 | t/p | 1593 | 0.01 | 1.08934 | 0.00000 | 1.08934 | -0.24 | 51420.25 |
| 8525 | 2008.08.12 18:34 | t/p | 1594 | 0.01 | 1.08934 | 0.00000 | 1.08934 | 0.68 | 51420.93 |
| 8526 | 2008.08.12 18:34 | t/p | 1595 | 0.01 | 1.08934 | 0.00000 | 1.08934 | 1.69 | 51422.62 |
| 8527 | 2008.08.12 18:34 | t/p | 1596 | 0.01 | 1.08934 | 0.00000 | 1.08934 | 3.71 | 51426.33 |
| 8528 | 2008.08.13 11:30 | buy | 1597 | 0.01 | 1.08820 | 0.00000 | 0.00000 | ||
| 8529 | 2008.08.13 11:30 | modify | 1597 | 0.01 | 1.08820 | 0.00000 | 1.08900 | ||
| 8530 | 2008.08.13 12:30 | buy | 1598 | 0.01 | 1.08710 | 0.00000 | 0.00000 | ||
| 8531 | 2008.08.13 12:30 | modify | 1597 | 0.01 | 1.08820 | 0.00000 | 1.08845 | ||
| 8532 | 2008.08.13 12:30 | modify | 1598 | 0.01 | 1.08710 | 0.00000 | 1.08845 | ||
| 8533 | 2008.08.13 13:03 | t/p | 1597 | 0.01 | 1.08845 | 0.00000 | 1.08845 | 0.23 | 51426.56 |
| 8534 | 2008.08.13 13:03 | t/p | 1598 | 0.01 | 1.08845 | 0.00000 | 1.08845 | 1.24 | 51427.80 |
| 8535 | 2008.08.13 13:30 | buy | 1599 | 0.01 | 1.09020 | 0.00000 | 0.00000 | ||
| 8536 | 2008.08.13 13:30 | modify | 1599 | 0.01 | 1.09020 | 0.00000 | 1.09100 | ||
| 8537 | 2008.08.13 13:42 | t/p | 1599 | 0.01 | 1.09100 | 0.00000 | 1.09100 | 0.73 | 51428.53 |
| 8538 | 2008.08.13 14:00 | buy | 1600 | 0.01 | 1.09070 | 0.00000 | 0.00000 | ||
| 8539 | 2008.08.13 14:00 | modify | 1600 | 0.01 | 1.09070 | 0.00000 | 1.09150 | ||
| 8540 | 2008.08.13 14:30 | buy | 1601 | 0.01 | 1.08980 | 0.00000 | 0.00000 | ||
| 8541 | 2008.08.13 14:30 | modify | 1600 | 0.01 | 1.09070 | 0.00000 | 1.09105 | ||
| 8542 | 2008.08.13 14:30 | modify | 1601 | 0.01 | 1.08980 | 0.00000 | 1.09105 | ||
| 8543 | 2008.08.13 15:00 | buy | 1602 | 0.01 | 1.08880 | 0.00000 | 0.00000 | ||
| 8544 | 2008.08.13 15:00 | modify | 1600 | 0.01 | 1.09070 | 0.00000 | 1.09057 | ||
| 8545 | 2008.08.13 15:00 | modify | 1601 | 0.01 | 1.08980 | 0.00000 | 1.09057 | ||
| 8546 | 2008.08.13 15:00 | modify | 1602 | 0.01 | 1.08880 | 0.00000 | 1.09057 | ||
| 8547 | 2008.08.13 15:30 | buy | 1603 | 0.01 | 1.08680 | 0.00000 | 0.00000 | ||
| 8548 | 2008.08.13 15:30 | modify | 1600 | 0.01 | 1.09070 | 0.00000 | 1.08983 | ||
| 8549 | 2008.08.13 15:30 | modify | 1601 | 0.01 | 1.08980 | 0.00000 | 1.08983 | ||
| 8550 | 2008.08.13 15:30 | modify | 1602 | 0.01 | 1.08880 | 0.00000 | 1.08983 | ||