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 |
| 9001 | 2008.08.19 14:00 | modify | 1643 | 0.01 | 1.10090 | 0.00000 | 1.09984 | ||
| 9002 | 2008.08.19 14:00 | modify | 1644 | 0.01 | 1.10000 | 0.00000 | 1.09984 | ||
| 9003 | 2008.08.19 14:00 | modify | 1645 | 0.01 | 1.09920 | 0.00000 | 1.09984 | ||
| 9004 | 2008.08.19 14:00 | modify | 1646 | 0.01 | 1.09830 | 0.00000 | 1.09984 | ||
| 9005 | 2008.08.19 14:00 | modify | 1647 | 0.02 | 1.09600 | 0.00000 | 1.09984 | ||
| 9006 | 2008.08.19 15:40 | t/p | 1641 | 0.01 | 1.09984 | 0.00000 | 1.09984 | -2.78 | 51451.30 |
| 9007 | 2008.08.19 15:40 | t/p | 1643 | 0.01 | 1.09984 | 0.00000 | 1.09984 | -0.96 | 51450.34 |
| 9008 | 2008.08.19 15:40 | t/p | 1644 | 0.01 | 1.09984 | 0.00000 | 1.09984 | -0.15 | 51450.19 |
| 9009 | 2008.08.19 15:40 | t/p | 1645 | 0.01 | 1.09984 | 0.00000 | 1.09984 | 0.58 | 51450.77 |
| 9010 | 2008.08.19 15:40 | t/p | 1646 | 0.01 | 1.09984 | 0.00000 | 1.09984 | 1.40 | 51452.17 |
| 9011 | 2008.08.19 15:40 | t/p | 1647 | 0.02 | 1.09984 | 0.00000 | 1.09984 | 6.98 | 51459.15 |
| 9012 | 2008.08.20 10:30 | buy | 1648 | 0.01 | 1.09550 | 0.00000 | 0.00000 | ||
| 9013 | 2008.08.20 10:30 | modify | 1648 | 0.01 | 1.09550 | 0.00000 | 1.09630 | ||
| 9014 | 2008.08.20 11:00 | buy | 1649 | 0.01 | 1.09460 | 0.00000 | 0.00000 | ||
| 9015 | 2008.08.20 11:00 | modify | 1648 | 0.01 | 1.09550 | 0.00000 | 1.09585 | ||
| 9016 | 2008.08.20 11:00 | modify | 1649 | 0.01 | 1.09460 | 0.00000 | 1.09585 | ||
| 9017 | 2008.08.20 11:36 | t/p | 1648 | 0.01 | 1.09585 | 0.00000 | 1.09585 | 0.32 | 51459.47 |
| 9018 | 2008.08.20 11:36 | t/p | 1649 | 0.01 | 1.09585 | 0.00000 | 1.09585 | 1.14 | 51460.61 |
| 9019 | 2008.08.20 12:00 | buy | 1650 | 0.01 | 1.09760 | 0.00000 | 0.00000 | ||
| 9020 | 2008.08.20 12:00 | modify | 1650 | 0.01 | 1.09760 | 0.00000 | 1.09840 | ||
| 9021 | 2008.08.20 12:20 | t/p | 1650 | 0.01 | 1.09840 | 0.00000 | 1.09840 | 0.73 | 51461.34 |
| 9022 | 2008.08.20 12:30 | buy | 1651 | 0.01 | 1.09940 | 0.00000 | 0.00000 | ||
| 9023 | 2008.08.20 12:30 | modify | 1651 | 0.01 | 1.09940 | 0.00000 | 1.10020 | ||
| 9024 | 2008.08.20 13:30 | buy | 1652 | 0.01 | 1.09850 | 0.00000 | 0.00000 | ||
| 9025 | 2008.08.20 13:30 | modify | 1651 | 0.01 | 1.09940 | 0.00000 | 1.09975 | ||
| 9026 | 2008.08.20 13:30 | modify | 1652 | 0.01 | 1.09850 | 0.00000 | 1.09975 | ||
| 9027 | 2008.08.20 16:30 | buy | 1653 | 0.01 | 1.09740 | 0.00000 | 0.00000 | ||
| 9028 | 2008.08.20 16:30 | modify | 1651 | 0.01 | 1.09940 | 0.00000 | 1.09923 | ||
| 9029 | 2008.08.20 16:30 | modify | 1652 | 0.01 | 1.09850 | 0.00000 | 1.09923 | ||
| 9030 | 2008.08.20 16:30 | modify | 1653 | 0.01 | 1.09740 | 0.00000 | 1.09923 | ||
| 9031 | 2008.08.20 17:00 | buy | 1654 | 0.01 | 1.09610 | 0.00000 | 0.00000 | ||
| 9032 | 2008.08.20 17:00 | modify | 1651 | 0.01 | 1.09940 | 0.00000 | 1.09865 | ||
| 9033 | 2008.08.20 17:00 | modify | 1652 | 0.01 | 1.09850 | 0.00000 | 1.09865 | ||
| 9034 | 2008.08.20 17:00 | modify | 1653 | 0.01 | 1.09740 | 0.00000 | 1.09865 | ||
| 9035 | 2008.08.20 17:00 | modify | 1654 | 0.01 | 1.09610 | 0.00000 | 1.09865 | ||
| 9036 | 2008.08.20 18:10 | t/p | 1651 | 0.01 | 1.09865 | 0.00000 | 1.09865 | -0.68 | 51460.66 |
| 9037 | 2008.08.20 18:10 | t/p | 1652 | 0.01 | 1.09865 | 0.00000 | 1.09865 | 0.14 | 51460.80 |
| 9038 | 2008.08.20 18:10 | t/p | 1653 | 0.01 | 1.09865 | 0.00000 | 1.09865 | 1.14 | 51461.94 |
| 9039 | 2008.08.20 18:10 | t/p | 1654 | 0.01 | 1.09865 | 0.00000 | 1.09865 | 2.32 | 51464.26 |
| 9040 | 2008.08.20 18:30 | buy | 1655 | 0.01 | 1.10390 | 0.00000 | 0.00000 | ||
| 9041 | 2008.08.20 18:30 | sell | 1656 | 0.80 | 1.10380 | 0.00000 | 0.00000 | ||
| 9042 | 2008.08.20 18:30 | modify | 1449 | 0.01 | 1.01450 | 0.00000 | 1.08706 | ||
| 9043 | 2008.08.20 18:30 | modify | 1450 | 0.01 | 1.01780 | 0.00000 | 1.08706 | ||
| 9044 | 2008.08.20 18:30 | modify | 1452 | 0.01 | 1.02040 | 0.00000 | 1.08706 | ||
| 9045 | 2008.08.20 18:30 | modify | 1454 | 0.01 | 1.02120 | 0.00000 | 1.08706 | ||
| 9046 | 2008.08.20 18:30 | modify | 1456 | 0.01 | 1.02310 | 0.00000 | 1.08706 | ||
| 9047 | 2008.08.20 18:30 | modify | 1458 | 0.02 | 1.02410 | 0.00000 | 1.08706 | ||
| 9048 | 2008.08.20 18:30 | modify | 1460 | 0.02 | 1.02750 | 0.00000 | 1.08706 | ||
| 9049 | 2008.08.20 18:30 | modify | 1463 | 0.02 | 1.03320 | 0.00000 | 1.08706 | ||
| 9050 | 2008.08.20 18:30 | modify | 1471 | 0.02 | 1.03570 | 0.00000 | 1.08706 | ||
| 9051 | 2008.08.20 18:30 | modify | 1476 | 0.02 | 1.03840 | 0.00000 | 1.08706 | ||
| 9052 | 2008.08.20 18:30 | modify | 1483 | 0.03 | 1.03930 | 0.00000 | 1.08706 | ||
| 9053 | 2008.08.20 18:30 | modify | 1500 | 0.03 | 1.04350 | 0.00000 | 1.08706 | ||
| 9054 | 2008.08.20 18:30 | modify | 1502 | 0.03 | 1.04500 | 0.00000 | 1.08706 | ||
| 9055 | 2008.08.20 18:30 | modify | 1503 | 0.03 | 1.04620 | 0.00000 | 1.08706 | ||
| 9056 | 2008.08.20 18:30 | modify | 1504 | 0.04 | 1.04730 | 0.00000 | 1.08706 | ||
| 9057 | 2008.08.20 18:30 | modify | 1511 | 0.04 | 1.04920 | 0.00000 | 1.08706 | ||
| 9058 | 2008.08.20 18:30 | modify | 1513 | 0.05 | 1.05100 | 0.00000 | 1.08706 | ||
| 9059 | 2008.08.20 18:30 | modify | 1529 | 0.05 | 1.05230 | 0.00000 | 1.08706 | ||
| 9060 | 2008.08.20 18:30 | modify | 1531 | 0.06 | 1.05340 | 0.00000 | 1.08706 | ||
| 9061 | 2008.08.20 18:30 | modify | 1533 | 0.06 | 1.05480 | 0.00000 | 1.08706 | ||
| 9062 | 2008.08.20 18:30 | modify | 1542 | 0.07 | 1.05710 | 0.00000 | 1.08706 | ||
| 9063 | 2008.08.20 18:30 | modify | 1544 | 0.07 | 1.05810 | 0.00000 | 1.08706 | ||
| 9064 | 2008.08.20 18:30 | modify | 1547 | 0.08 | 1.06060 | 0.00000 | 1.08706 | ||
| 9065 | 2008.08.20 18:30 | modify | 1557 | 0.09 | 1.06160 | 0.00000 | 1.08706 | ||
| 9066 | 2008.08.20 18:30 | modify | 1559 | 0.10 | 1.06290 | 0.00000 | 1.08706 | ||
| 9067 | 2008.08.20 18:30 | modify | 1562 | 0.11 | 1.06690 | 0.00000 | 1.08706 | ||
| 9068 | 2008.08.20 18:30 | modify | 1564 | 0.12 | 1.06830 | 0.00000 | 1.08706 | ||
| 9069 | 2008.08.20 18:30 | modify | 1566 | 0.13 | 1.06940 | 0.00000 | 1.08706 | ||
| 9070 | 2008.08.20 18:30 | modify | 1568 | 0.14 | 1.07080 | 0.00000 | 1.08706 | ||
| 9071 | 2008.08.20 18:30 | modify | 1570 | 0.16 | 1.07330 | 0.00000 | 1.08706 | ||
| 9072 | 2008.08.20 18:30 | modify | 1572 | 0.17 | 1.07640 | 0.00000 | 1.08706 | ||
| 9073 | 2008.08.20 18:30 | modify | 1574 | 0.19 | 1.07750 | 0.00000 | 1.08706 | ||
| 9074 | 2008.08.20 18:30 | modify | 1575 | 0.21 | 1.08080 | 0.00000 | 1.08706 | ||
| 9075 | 2008.08.20 18:30 | modify | 1576 | 0.23 | 1.08180 | 0.00000 | 1.08706 | ||
| 9076 | 2008.08.20 18:30 | modify | 1577 | 0.26 | 1.08400 | 0.00000 | 1.08706 | ||
| 9077 | 2008.08.20 18:30 | modify | 1583 | 0.28 | 1.08630 | 0.00000 | 1.08706 | ||
| 9078 | 2008.08.20 18:30 | modify | 1584 | 0.31 | 1.08730 | 0.00000 | 1.08706 | ||
| 9079 | 2008.08.20 18:30 | modify | 1586 | 0.34 | 1.08930 | 0.00000 | 1.08706 | ||
| 9080 | 2008.08.20 18:30 | modify | 1589 | 0.37 | 1.09140 | 0.00000 | 1.08706 | ||
| 9081 | 2008.08.20 18:30 | modify | 1617 | 0.41 | 1.09460 | 0.00000 | 1.08706 | ||
| 9082 | 2008.08.20 18:30 | modify | 1619 | 0.45 | 1.09590 | 0.00000 | 1.08706 | ||
| 9083 | 2008.08.20 18:30 | modify | 1622 | 0.50 | 1.09680 | 0.00000 | 1.08706 | ||
| 9084 | 2008.08.20 18:30 | modify | 1623 | 0.55 | 1.09800 | 0.00000 | 1.08706 | ||
| 9085 | 2008.08.20 18:30 | modify | 1625 | 0.60 | 1.09900 | 0.00000 | 1.08706 | ||
| 9086 | 2008.08.20 18:30 | modify | 1629 | 0.66 | 1.10010 | 0.00000 | 1.08706 | ||
| 9087 | 2008.08.20 18:30 | modify | 1642 | 0.73 | 1.10280 | 0.00000 | 1.08706 | ||
| 9088 | 2008.08.20 18:30 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.10470 | ||
| 9089 | 2008.08.20 18:30 | modify | 1656 | 0.80 | 1.10380 | 0.00000 | 1.08706 | ||
| 9090 | 2008.08.20 19:00 | buy | 1657 | 0.01 | 1.10100 | 0.00000 | 0.00000 | ||
| 9091 | 2008.08.20 19:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.10325 | ||
| 9092 | 2008.08.20 19:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.10325 | ||
| 9093 | 2008.08.20 21:30 | buy | 1658 | 0.01 | 1.09980 | 0.00000 | 0.00000 | ||
| 9094 | 2008.08.20 21:30 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.10237 | ||
| 9095 | 2008.08.20 21:30 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.10237 | ||
| 9096 | 2008.08.20 21:30 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.10237 | ||
| 9097 | 2008.08.20 23:00 | buy | 1659 | 0.01 | 1.09890 | 0.00000 | 0.00000 | ||
| 9098 | 2008.08.20 23:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.10170 | ||
| 9099 | 2008.08.20 23:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.10170 | ||
| 9100 | 2008.08.20 23:00 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.10170 | ||
| 9101 | 2008.08.20 23:00 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.10170 | ||
| 9102 | 2008.08.21 03:00 | buy | 1660 | 0.01 | 1.09810 | 0.00000 | 0.00000 | ||
| 9103 | 2008.08.21 03:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.10114 | ||
| 9104 | 2008.08.21 03:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.10114 | ||
| 9105 | 2008.08.21 03:00 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.10114 | ||
| 9106 | 2008.08.21 03:00 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.10114 | ||
| 9107 | 2008.08.21 03:00 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.10114 | ||
| 9108 | 2008.08.21 03:30 | buy | 1661 | 0.02 | 1.09670 | 0.00000 | 0.00000 | ||
| 9109 | 2008.08.21 03:30 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.10010 | ||
| 9110 | 2008.08.21 03:30 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.10010 | ||
| 9111 | 2008.08.21 03:30 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.10010 | ||
| 9112 | 2008.08.21 03:30 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.10010 | ||
| 9113 | 2008.08.21 03:30 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.10010 | ||
| 9114 | 2008.08.21 03:30 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.10010 | ||
| 9115 | 2008.08.21 08:30 | buy | 1662 | 0.02 | 1.09580 | 0.00000 | 0.00000 | ||
| 9116 | 2008.08.21 08:30 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09932 | ||
| 9117 | 2008.08.21 08:30 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09932 | ||
| 9118 | 2008.08.21 08:30 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09932 | ||
| 9119 | 2008.08.21 08:30 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09932 | ||
| 9120 | 2008.08.21 08:30 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09932 | ||
| 9121 | 2008.08.21 08:30 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09932 | ||
| 9122 | 2008.08.21 08:30 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09932 | ||
| 9123 | 2008.08.21 09:00 | buy | 1663 | 0.02 | 1.09490 | 0.00000 | 0.00000 | ||
| 9124 | 2008.08.21 09:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09866 | ||
| 9125 | 2008.08.21 09:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09866 | ||
| 9126 | 2008.08.21 09:00 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09866 | ||
| 9127 | 2008.08.21 09:00 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09866 | ||
| 9128 | 2008.08.21 09:00 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09866 | ||
| 9129 | 2008.08.21 09:00 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09866 | ||
| 9130 | 2008.08.21 09:00 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09866 | ||
| 9131 | 2008.08.21 09:00 | modify | 1663 | 0.02 | 1.09490 | 0.00000 | 1.09866 | ||
| 9132 | 2008.08.21 09:30 | buy | 1664 | 0.02 | 1.09330 | 0.00000 | 0.00000 | ||
| 9133 | 2008.08.21 09:30 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09796 | ||
| 9134 | 2008.08.21 09:30 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09796 | ||
| 9135 | 2008.08.21 09:30 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09796 | ||
| 9136 | 2008.08.21 09:30 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09796 | ||
| 9137 | 2008.08.21 09:30 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09796 | ||
| 9138 | 2008.08.21 09:30 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09796 | ||
| 9139 | 2008.08.21 09:30 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09796 | ||
| 9140 | 2008.08.21 09:30 | modify | 1663 | 0.02 | 1.09490 | 0.00000 | 1.09796 | ||
| 9141 | 2008.08.21 09:30 | modify | 1664 | 0.02 | 1.09330 | 0.00000 | 1.09796 | ||
| 9142 | 2008.08.21 10:00 | buy | 1665 | 0.02 | 1.09190 | 0.00000 | 0.00000 | ||
| 9143 | 2008.08.21 10:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09726 | ||
| 9144 | 2008.08.21 10:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09726 | ||
| 9145 | 2008.08.21 10:00 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09726 | ||
| 9146 | 2008.08.21 10:00 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09726 | ||
| 9147 | 2008.08.21 10:00 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09726 | ||
| 9148 | 2008.08.21 10:00 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09726 | ||
| 9149 | 2008.08.21 10:00 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09726 | ||
| 9150 | 2008.08.21 10:00 | modify | 1663 | 0.02 | 1.09490 | 0.00000 | 1.09726 | ||