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 |
| 751 | 2008.01.28 17:00 | modify | 170 | 0.01 | 1.08930 | 0.00000 | 1.08850 | ||
| 752 | 2008.01.28 18:28 | t/p | 170 | 0.01 | 1.08850 | 0.00000 | 1.08850 | 0.73 | 50138.99 |
| 753 | 2008.01.28 19:00 | sell | 171 | 0.01 | 1.08780 | 0.00000 | 0.00000 | ||
| 754 | 2008.01.28 19:00 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.08700 | ||
| 755 | 2008.01.28 19:30 | sell | 172 | 0.01 | 1.08870 | 0.00000 | 0.00000 | ||
| 756 | 2008.01.28 19:30 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.08745 | ||
| 757 | 2008.01.28 19:30 | modify | 172 | 0.01 | 1.08870 | 0.00000 | 1.08745 | ||
| 758 | 2008.01.28 20:00 | sell | 173 | 0.01 | 1.08980 | 0.00000 | 0.00000 | ||
| 759 | 2008.01.28 20:00 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.08797 | ||
| 760 | 2008.01.28 20:00 | modify | 172 | 0.01 | 1.08870 | 0.00000 | 1.08797 | ||
| 761 | 2008.01.28 20:00 | modify | 173 | 0.01 | 1.08980 | 0.00000 | 1.08797 | ||
| 762 | 2008.01.29 09:30 | sell | 174 | 0.01 | 1.09070 | 0.00000 | 0.00000 | ||
| 763 | 2008.01.29 09:30 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.08845 | ||
| 764 | 2008.01.29 09:30 | modify | 172 | 0.01 | 1.08870 | 0.00000 | 1.08845 | ||
| 765 | 2008.01.29 09:30 | modify | 173 | 0.01 | 1.08980 | 0.00000 | 1.08845 | ||
| 766 | 2008.01.29 09:30 | modify | 174 | 0.01 | 1.09070 | 0.00000 | 1.08845 | ||
| 767 | 2008.01.29 10:00 | sell | 175 | 0.01 | 1.09190 | 0.00000 | 0.00000 | ||
| 768 | 2008.01.29 10:00 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.08898 | ||
| 769 | 2008.01.29 10:00 | modify | 172 | 0.01 | 1.08870 | 0.00000 | 1.08898 | ||
| 770 | 2008.01.29 10:00 | modify | 173 | 0.01 | 1.08980 | 0.00000 | 1.08898 | ||
| 771 | 2008.01.29 10:00 | modify | 174 | 0.01 | 1.09070 | 0.00000 | 1.08898 | ||
| 772 | 2008.01.29 10:00 | modify | 175 | 0.01 | 1.09190 | 0.00000 | 1.08898 | ||
| 773 | 2008.01.29 10:30 | buy | 176 | 0.01 | 1.09280 | 0.00000 | 0.00000 | ||
| 774 | 2008.01.29 10:30 | modify | 176 | 0.01 | 1.09280 | 0.00000 | 1.09360 | ||
| 775 | 2008.01.29 12:00 | sell | 177 | 0.02 | 1.09300 | 0.00000 | 0.00000 | ||
| 776 | 2008.01.29 12:00 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.08990 | ||
| 777 | 2008.01.29 12:00 | modify | 172 | 0.01 | 1.08870 | 0.00000 | 1.08990 | ||
| 778 | 2008.01.29 12:00 | modify | 173 | 0.01 | 1.08980 | 0.00000 | 1.08990 | ||
| 779 | 2008.01.29 12:00 | modify | 174 | 0.01 | 1.09070 | 0.00000 | 1.08990 | ||
| 780 | 2008.01.29 12:00 | modify | 175 | 0.01 | 1.09190 | 0.00000 | 1.08990 | ||
| 781 | 2008.01.29 12:00 | modify | 177 | 0.02 | 1.09300 | 0.00000 | 1.08990 | ||
| 782 | 2008.01.29 14:42 | t/p | 176 | 0.01 | 1.09360 | 0.00000 | 1.09360 | 0.73 | 50139.72 |
| 783 | 2008.01.29 16:00 | buy | 178 | 0.01 | 1.09500 | 0.00000 | 0.00000 | ||
| 784 | 2008.01.29 16:00 | sell | 179 | 0.02 | 1.09490 | 0.00000 | 0.00000 | ||
| 785 | 2008.01.29 16:00 | modify | 171 | 0.01 | 1.08780 | 0.00000 | 1.09083 | ||
| 786 | 2008.01.29 16:00 | modify | 172 | 0.01 | 1.08870 | 0.00000 | 1.09083 | ||
| 787 | 2008.01.29 16:00 | modify | 173 | 0.01 | 1.08980 | 0.00000 | 1.09083 | ||
| 788 | 2008.01.29 16:00 | modify | 174 | 0.01 | 1.09070 | 0.00000 | 1.09083 | ||
| 789 | 2008.01.29 16:00 | modify | 175 | 0.01 | 1.09190 | 0.00000 | 1.09083 | ||
| 790 | 2008.01.29 16:00 | modify | 177 | 0.02 | 1.09300 | 0.00000 | 1.09083 | ||
| 791 | 2008.01.29 16:00 | modify | 178 | 0.01 | 1.09500 | 0.00000 | 1.09580 | ||
| 792 | 2008.01.29 16:00 | modify | 179 | 0.02 | 1.09490 | 0.00000 | 1.09083 | ||
| 793 | 2008.01.29 16:30 | buy | 180 | 0.01 | 1.09390 | 0.00000 | 0.00000 | ||
| 794 | 2008.01.29 16:30 | modify | 178 | 0.01 | 1.09500 | 0.00000 | 1.09525 | ||
| 795 | 2008.01.29 16:30 | modify | 180 | 0.01 | 1.09390 | 0.00000 | 1.09525 | ||
| 796 | 2008.01.29 17:00 | buy | 181 | 0.01 | 1.09300 | 0.00000 | 0.00000 | ||
| 797 | 2008.01.29 17:00 | modify | 178 | 0.01 | 1.09500 | 0.00000 | 1.09477 | ||
| 798 | 2008.01.29 17:00 | modify | 180 | 0.01 | 1.09390 | 0.00000 | 1.09477 | ||
| 799 | 2008.01.29 17:00 | modify | 181 | 0.01 | 1.09300 | 0.00000 | 1.09477 | ||
| 800 | 2008.01.29 17:09 | t/p | 178 | 0.01 | 1.09477 | 0.00000 | 1.09477 | -0.21 | 50139.51 |
| 801 | 2008.01.29 17:09 | t/p | 180 | 0.01 | 1.09477 | 0.00000 | 1.09477 | 0.79 | 50140.30 |
| 802 | 2008.01.29 17:09 | t/p | 181 | 0.01 | 1.09477 | 0.00000 | 1.09477 | 1.61 | 50141.91 |
| 803 | 2008.01.29 17:30 | buy | 182 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 804 | 2008.01.29 17:30 | modify | 182 | 0.01 | 1.09450 | 0.00000 | 1.09530 | ||
| 805 | 2008.01.29 18:00 | buy | 183 | 0.01 | 1.09360 | 0.00000 | 0.00000 | ||
| 806 | 2008.01.29 18:00 | modify | 182 | 0.01 | 1.09450 | 0.00000 | 1.09485 | ||
| 807 | 2008.01.29 18:00 | modify | 183 | 0.01 | 1.09360 | 0.00000 | 1.09485 | ||
| 808 | 2008.01.29 21:00 | buy | 184 | 0.01 | 1.09250 | 0.00000 | 0.00000 | ||
| 809 | 2008.01.29 21:00 | modify | 182 | 0.01 | 1.09450 | 0.00000 | 1.09433 | ||
| 810 | 2008.01.29 21:00 | modify | 183 | 0.01 | 1.09360 | 0.00000 | 1.09433 | ||
| 811 | 2008.01.29 21:00 | modify | 184 | 0.01 | 1.09250 | 0.00000 | 1.09433 | ||
| 812 | 2008.01.30 00:12 | t/p | 182 | 0.01 | 1.09433 | 0.00000 | 1.09433 | -0.15 | 50141.76 |
| 813 | 2008.01.30 00:12 | t/p | 183 | 0.01 | 1.09433 | 0.00000 | 1.09433 | 0.67 | 50142.42 |
| 814 | 2008.01.30 00:12 | t/p | 184 | 0.01 | 1.09433 | 0.00000 | 1.09433 | 1.68 | 50144.10 |
| 815 | 2008.01.30 09:23 | t/p | 171 | 0.01 | 1.09083 | 0.00000 | 1.09083 | -2.84 | 50141.25 |
| 816 | 2008.01.30 09:23 | t/p | 172 | 0.01 | 1.09083 | 0.00000 | 1.09083 | -2.02 | 50139.23 |
| 817 | 2008.01.30 09:23 | t/p | 173 | 0.01 | 1.09083 | 0.00000 | 1.09083 | -1.01 | 50138.22 |
| 818 | 2008.01.30 09:23 | t/p | 174 | 0.01 | 1.09083 | 0.00000 | 1.09083 | -0.15 | 50138.07 |
| 819 | 2008.01.30 09:23 | t/p | 175 | 0.01 | 1.09083 | 0.00000 | 1.09083 | 0.95 | 50139.01 |
| 820 | 2008.01.30 09:23 | t/p | 177 | 0.02 | 1.09083 | 0.00000 | 1.09083 | 3.91 | 50142.92 |
| 821 | 2008.01.30 09:23 | t/p | 179 | 0.02 | 1.09083 | 0.00000 | 1.09083 | 7.40 | 50150.32 |
| 822 | 2008.01.30 09:30 | sell | 185 | 0.01 | 1.09100 | 0.00000 | 0.00000 | ||
| 823 | 2008.01.30 09:30 | modify | 185 | 0.01 | 1.09100 | 0.00000 | 1.09020 | ||
| 824 | 2008.01.30 10:00 | sell | 186 | 0.01 | 1.09210 | 0.00000 | 0.00000 | ||
| 825 | 2008.01.30 10:00 | modify | 185 | 0.01 | 1.09100 | 0.00000 | 1.09075 | ||
| 826 | 2008.01.30 10:00 | modify | 186 | 0.01 | 1.09210 | 0.00000 | 1.09075 | ||
| 827 | 2008.01.30 12:11 | t/p | 185 | 0.01 | 1.09075 | 0.00000 | 1.09075 | 0.23 | 50150.55 |
| 828 | 2008.01.30 12:11 | t/p | 186 | 0.01 | 1.09075 | 0.00000 | 1.09075 | 1.23 | 50151.78 |
| 829 | 2008.01.30 12:30 | sell | 187 | 0.01 | 1.08940 | 0.00000 | 0.00000 | ||
| 830 | 2008.01.30 12:30 | modify | 187 | 0.01 | 1.08940 | 0.00000 | 1.08860 | ||
| 831 | 2008.01.30 13:43 | t/p | 187 | 0.01 | 1.08860 | 0.00000 | 1.08860 | 0.73 | 50152.51 |
| 832 | 2008.01.30 14:00 | sell | 188 | 0.01 | 1.08830 | 0.00000 | 0.00000 | ||
| 833 | 2008.01.30 14:00 | modify | 188 | 0.01 | 1.08830 | 0.00000 | 1.08750 | ||
| 834 | 2008.01.30 14:30 | sell | 189 | 0.01 | 1.08930 | 0.00000 | 0.00000 | ||
| 835 | 2008.01.30 14:30 | modify | 188 | 0.01 | 1.08830 | 0.00000 | 1.08800 | ||
| 836 | 2008.01.30 14:30 | modify | 189 | 0.01 | 1.08930 | 0.00000 | 1.08800 | ||
| 837 | 2008.01.30 15:30 | buy | 190 | 0.01 | 1.09390 | 0.00000 | 0.00000 | ||
| 838 | 2008.01.30 15:30 | sell | 191 | 0.01 | 1.09380 | 0.00000 | 0.00000 | ||
| 839 | 2008.01.30 15:30 | modify | 188 | 0.01 | 1.08830 | 0.00000 | 1.08967 | ||
| 840 | 2008.01.30 15:30 | modify | 189 | 0.01 | 1.08930 | 0.00000 | 1.08967 | ||
| 841 | 2008.01.30 15:30 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.09470 | ||
| 842 | 2008.01.30 15:30 | modify | 191 | 0.01 | 1.09380 | 0.00000 | 1.08967 | ||
| 843 | 2008.01.30 16:00 | buy | 192 | 0.01 | 1.09190 | 0.00000 | 0.00000 | ||
| 844 | 2008.01.30 16:00 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.09370 | ||
| 845 | 2008.01.30 16:00 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.09370 | ||
| 846 | 2008.01.30 21:14 | t/p | 188 | 0.01 | 1.08967 | 0.00000 | 1.08967 | -1.26 | 50151.25 |
| 847 | 2008.01.30 21:14 | t/p | 189 | 0.01 | 1.08967 | 0.00000 | 1.08967 | -0.34 | 50150.91 |
| 848 | 2008.01.30 21:14 | t/p | 191 | 0.01 | 1.08967 | 0.00000 | 1.08967 | 3.79 | 50154.70 |
| 849 | 2008.01.30 21:30 | buy | 193 | 0.01 | 1.08770 | 0.00000 | 0.00000 | ||
| 850 | 2008.01.30 21:30 | sell | 194 | 0.01 | 1.08760 | 0.00000 | 0.00000 | ||
| 851 | 2008.01.30 21:30 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.09197 | ||
| 852 | 2008.01.30 21:30 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.09197 | ||
| 853 | 2008.01.30 21:30 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.09197 | ||
| 854 | 2008.01.30 21:30 | modify | 194 | 0.01 | 1.08760 | 0.00000 | 1.08680 | ||
| 855 | 2008.01.30 21:31 | t/p | 194 | 0.01 | 1.08680 | 0.00000 | 1.08680 | 0.74 | 50155.44 |
| 856 | 2008.01.30 22:00 | buy | 195 | 0.01 | 1.08560 | 0.00000 | 0.00000 | ||
| 857 | 2008.01.30 22:00 | sell | 196 | 0.01 | 1.08550 | 0.00000 | 0.00000 | ||
| 858 | 2008.01.30 22:00 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.09058 | ||
| 859 | 2008.01.30 22:00 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.09058 | ||
| 860 | 2008.01.30 22:00 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.09058 | ||
| 861 | 2008.01.30 22:00 | modify | 195 | 0.01 | 1.08560 | 0.00000 | 1.09058 | ||
| 862 | 2008.01.30 22:00 | modify | 196 | 0.01 | 1.08550 | 0.00000 | 1.08470 | ||
| 863 | 2008.01.30 22:25 | t/p | 196 | 0.01 | 1.08470 | 0.00000 | 1.08470 | 0.74 | 50156.18 |
| 864 | 2008.01.30 23:00 | buy | 197 | 0.01 | 1.08320 | 0.00000 | 0.00000 | ||
| 865 | 2008.01.30 23:00 | sell | 198 | 0.01 | 1.08310 | 0.00000 | 0.00000 | ||
| 866 | 2008.01.30 23:00 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.08926 | ||
| 867 | 2008.01.30 23:00 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.08926 | ||
| 868 | 2008.01.30 23:00 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.08926 | ||
| 869 | 2008.01.30 23:00 | modify | 195 | 0.01 | 1.08560 | 0.00000 | 1.08926 | ||
| 870 | 2008.01.30 23:00 | modify | 197 | 0.01 | 1.08320 | 0.00000 | 1.08926 | ||
| 871 | 2008.01.30 23:00 | modify | 198 | 0.01 | 1.08310 | 0.00000 | 1.08230 | ||
| 872 | 2008.01.30 23:03 | t/p | 198 | 0.01 | 1.08230 | 0.00000 | 1.08230 | 0.74 | 50156.92 |
| 873 | 2008.01.30 23:30 | buy | 199 | 0.02 | 1.08220 | 0.00000 | 0.00000 | ||
| 874 | 2008.01.30 23:30 | sell | 200 | 0.01 | 1.08210 | 0.00000 | 0.00000 | ||
| 875 | 2008.01.30 23:30 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.08747 | ||
| 876 | 2008.01.30 23:30 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.08747 | ||
| 877 | 2008.01.30 23:30 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.08747 | ||
| 878 | 2008.01.30 23:30 | modify | 195 | 0.01 | 1.08560 | 0.00000 | 1.08747 | ||
| 879 | 2008.01.30 23:30 | modify | 197 | 0.01 | 1.08320 | 0.00000 | 1.08747 | ||
| 880 | 2008.01.30 23:30 | modify | 199 | 0.02 | 1.08220 | 0.00000 | 1.08747 | ||
| 881 | 2008.01.30 23:30 | modify | 200 | 0.01 | 1.08210 | 0.00000 | 1.08130 | ||
| 882 | 2008.01.31 00:00 | sell | 201 | 0.01 | 1.08320 | 0.00000 | 0.00000 | ||
| 883 | 2008.01.31 00:00 | modify | 200 | 0.01 | 1.08210 | 0.00000 | 1.08185 | ||
| 884 | 2008.01.31 00:00 | modify | 201 | 0.01 | 1.08320 | 0.00000 | 1.08185 | ||
| 885 | 2008.01.31 00:14 | t/p | 200 | 0.01 | 1.08185 | 0.00000 | 1.08185 | 0.14 | 50157.05 |
| 886 | 2008.01.31 00:14 | t/p | 201 | 0.01 | 1.08185 | 0.00000 | 1.08185 | 1.24 | 50158.29 |
| 887 | 2008.01.31 08:30 | buy | 202 | 0.02 | 1.08070 | 0.00000 | 0.00000 | ||
| 888 | 2008.01.31 08:30 | sell | 203 | 0.01 | 1.08060 | 0.00000 | 0.00000 | ||
| 889 | 2008.01.31 08:30 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.08614 | ||
| 890 | 2008.01.31 08:30 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.08614 | ||
| 891 | 2008.01.31 08:30 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.08614 | ||
| 892 | 2008.01.31 08:30 | modify | 195 | 0.01 | 1.08560 | 0.00000 | 1.08614 | ||
| 893 | 2008.01.31 08:30 | modify | 197 | 0.01 | 1.08320 | 0.00000 | 1.08614 | ||
| 894 | 2008.01.31 08:30 | modify | 199 | 0.02 | 1.08220 | 0.00000 | 1.08614 | ||
| 895 | 2008.01.31 08:30 | modify | 202 | 0.02 | 1.08070 | 0.00000 | 1.08614 | ||
| 896 | 2008.01.31 08:30 | modify | 203 | 0.01 | 1.08060 | 0.00000 | 1.07980 | ||
| 897 | 2008.01.31 09:00 | sell | 204 | 0.01 | 1.08210 | 0.00000 | 0.00000 | ||
| 898 | 2008.01.31 09:00 | modify | 203 | 0.01 | 1.08060 | 0.00000 | 1.08055 | ||
| 899 | 2008.01.31 09:00 | modify | 204 | 0.01 | 1.08210 | 0.00000 | 1.08055 | ||
| 900 | 2008.01.31 09:30 | sell | 205 | 0.01 | 1.08350 | 0.00000 | 0.00000 | ||