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 |
| 9151 | 2008.08.21 10:00 | modify | 1664 | 0.02 | 1.09330 | 0.00000 | 1.09726 | ||
| 9152 | 2008.08.21 10:00 | modify | 1665 | 0.02 | 1.09190 | 0.00000 | 1.09726 | ||
| 9153 | 2008.08.21 16:00 | buy | 1666 | 0.03 | 1.09060 | 0.00000 | 0.00000 | ||
| 9154 | 2008.08.21 16:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09628 | ||
| 9155 | 2008.08.21 16:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09628 | ||
| 9156 | 2008.08.21 16:00 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09628 | ||
| 9157 | 2008.08.21 16:00 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09628 | ||
| 9158 | 2008.08.21 16:00 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09628 | ||
| 9159 | 2008.08.21 16:00 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09628 | ||
| 9160 | 2008.08.21 16:00 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09628 | ||
| 9161 | 2008.08.21 16:00 | modify | 1663 | 0.02 | 1.09490 | 0.00000 | 1.09628 | ||
| 9162 | 2008.08.21 16:00 | modify | 1664 | 0.02 | 1.09330 | 0.00000 | 1.09628 | ||
| 9163 | 2008.08.21 16:00 | modify | 1665 | 0.02 | 1.09190 | 0.00000 | 1.09628 | ||
| 9164 | 2008.08.21 16:00 | modify | 1666 | 0.03 | 1.09060 | 0.00000 | 1.09628 | ||
| 9165 | 2008.08.21 16:30 | buy | 1667 | 0.03 | 1.08720 | 0.00000 | 0.00000 | ||
| 9166 | 2008.08.21 16:30 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09510 | ||
| 9167 | 2008.08.21 16:30 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09510 | ||
| 9168 | 2008.08.21 16:30 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09510 | ||
| 9169 | 2008.08.21 16:30 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09510 | ||
| 9170 | 2008.08.21 16:30 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09510 | ||
| 9171 | 2008.08.21 16:30 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09510 | ||
| 9172 | 2008.08.21 16:30 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09510 | ||
| 9173 | 2008.08.21 16:30 | modify | 1663 | 0.02 | 1.09490 | 0.00000 | 1.09510 | ||
| 9174 | 2008.08.21 16:30 | modify | 1664 | 0.02 | 1.09330 | 0.00000 | 1.09510 | ||
| 9175 | 2008.08.21 16:30 | modify | 1665 | 0.02 | 1.09190 | 0.00000 | 1.09510 | ||
| 9176 | 2008.08.21 16:30 | modify | 1666 | 0.03 | 1.09060 | 0.00000 | 1.09510 | ||
| 9177 | 2008.08.21 16:30 | modify | 1667 | 0.03 | 1.08720 | 0.00000 | 1.09510 | ||
| 9178 | 2008.08.21 17:11 | t/p | 1449 | 0.01 | 1.08706 | 0.00000 | 1.08706 | -67.76 | 51396.49 |
| 9179 | 2008.08.21 17:11 | t/p | 1450 | 0.01 | 1.08706 | 0.00000 | 1.08706 | -64.72 | 51331.77 |
| 9180 | 2008.08.21 17:11 | t/p | 1452 | 0.01 | 1.08706 | 0.00000 | 1.08706 | -62.33 | 51269.44 |
| 9181 | 2008.08.21 17:11 | t/p | 1454 | 0.01 | 1.08706 | 0.00000 | 1.08706 | -61.60 | 51207.83 |
| 9182 | 2008.08.21 17:11 | t/p | 1456 | 0.01 | 1.08706 | 0.00000 | 1.08706 | -59.85 | 51147.98 |
| 9183 | 2008.08.21 17:11 | t/p | 1458 | 0.02 | 1.08706 | 0.00000 | 1.08706 | -117.87 | 51030.11 |
| 9184 | 2008.08.21 17:11 | t/p | 1460 | 0.02 | 1.08706 | 0.00000 | 1.08706 | -111.61 | 50918.51 |
| 9185 | 2008.08.21 17:11 | t/p | 1463 | 0.02 | 1.08706 | 0.00000 | 1.08706 | -101.13 | 50817.38 |
| 9186 | 2008.08.21 17:11 | t/p | 1471 | 0.02 | 1.08706 | 0.00000 | 1.08706 | -96.46 | 50720.92 |
| 9187 | 2008.08.21 17:11 | t/p | 1476 | 0.02 | 1.08706 | 0.00000 | 1.08706 | -91.49 | 50629.42 |
| 9188 | 2008.08.21 17:11 | t/p | 1483 | 0.03 | 1.08706 | 0.00000 | 1.08706 | -134.47 | 50494.95 |
| 9189 | 2008.08.21 17:11 | t/p | 1500 | 0.03 | 1.08706 | 0.00000 | 1.08706 | -122.59 | 50372.36 |
| 9190 | 2008.08.21 17:11 | t/p | 1502 | 0.03 | 1.08706 | 0.00000 | 1.08706 | -118.45 | 50253.90 |
| 9191 | 2008.08.21 17:11 | t/p | 1503 | 0.03 | 1.08706 | 0.00000 | 1.08706 | -115.14 | 50138.76 |
| 9192 | 2008.08.21 17:11 | t/p | 1504 | 0.04 | 1.08706 | 0.00000 | 1.08706 | -149.48 | 49989.28 |
| 9193 | 2008.08.21 17:11 | t/p | 1511 | 0.04 | 1.08706 | 0.00000 | 1.08706 | -142.36 | 49846.92 |
| 9194 | 2008.08.21 17:11 | t/p | 1513 | 0.05 | 1.08706 | 0.00000 | 1.08706 | -169.67 | 49677.25 |
| 9195 | 2008.08.21 17:11 | t/p | 1529 | 0.05 | 1.08706 | 0.00000 | 1.08706 | -162.74 | 49514.51 |
| 9196 | 2008.08.21 17:11 | t/p | 1531 | 0.06 | 1.08706 | 0.00000 | 1.08706 | -189.21 | 49325.30 |
| 9197 | 2008.08.21 17:11 | t/p | 1533 | 0.06 | 1.08706 | 0.00000 | 1.08706 | -181.48 | 49143.82 |
| 9198 | 2008.08.21 17:11 | t/p | 1542 | 0.07 | 1.08706 | 0.00000 | 1.08706 | -196.69 | 48947.13 |
| 9199 | 2008.08.21 17:11 | t/p | 1544 | 0.07 | 1.08706 | 0.00000 | 1.08706 | -190.25 | 48756.89 |
| 9200 | 2008.08.21 17:11 | t/p | 1547 | 0.08 | 1.08706 | 0.00000 | 1.08706 | -199.04 | 48557.85 |
| 9201 | 2008.08.21 17:11 | t/p | 1557 | 0.09 | 1.08706 | 0.00000 | 1.08706 | -214.78 | 48343.07 |
| 9202 | 2008.08.21 17:11 | t/p | 1559 | 0.10 | 1.08706 | 0.00000 | 1.08706 | -226.68 | 48116.39 |
| 9203 | 2008.08.21 17:11 | t/p | 1562 | 0.11 | 1.08706 | 0.00000 | 1.08706 | -208.53 | 47907.86 |
| 9204 | 2008.08.21 17:11 | t/p | 1564 | 0.12 | 1.08706 | 0.00000 | 1.08706 | -212.03 | 47695.83 |
| 9205 | 2008.08.21 17:11 | t/p | 1566 | 0.13 | 1.08706 | 0.00000 | 1.08706 | -216.55 | 47479.28 |
| 9206 | 2008.08.21 17:11 | t/p | 1568 | 0.14 | 1.08706 | 0.00000 | 1.08706 | -215.17 | 47264.10 |
| 9207 | 2008.08.21 17:11 | t/p | 1570 | 0.16 | 1.08706 | 0.00000 | 1.08706 | -209.12 | 47054.99 |
| 9208 | 2008.08.21 17:11 | t/p | 1572 | 0.17 | 1.08706 | 0.00000 | 1.08706 | -173.71 | 46881.28 |
| 9209 | 2008.08.21 17:11 | t/p | 1574 | 0.19 | 1.08706 | 0.00000 | 1.08706 | -174.91 | 46706.37 |
| 9210 | 2008.08.21 17:11 | t/p | 1575 | 0.21 | 1.08706 | 0.00000 | 1.08706 | -129.58 | 46576.79 |
| 9211 | 2008.08.21 17:11 | t/p | 1576 | 0.23 | 1.08706 | 0.00000 | 1.08706 | -120.76 | 46456.03 |
| 9212 | 2008.08.21 17:11 | t/p | 1577 | 0.26 | 1.08706 | 0.00000 | 1.08706 | -83.07 | 46372.96 |
| 9213 | 2008.08.21 17:11 | t/p | 1583 | 0.28 | 1.08706 | 0.00000 | 1.08706 | -30.22 | 46342.74 |
| 9214 | 2008.08.21 17:11 | t/p | 1584 | 0.31 | 1.08706 | 0.00000 | 1.08706 | -4.94 | 46337.80 |
| 9215 | 2008.08.21 17:11 | t/p | 1586 | 0.34 | 1.08706 | 0.00000 | 1.08706 | 58.22 | 46396.02 |
| 9216 | 2008.08.21 17:11 | t/p | 1589 | 0.37 | 1.08706 | 0.00000 | 1.08706 | 134.83 | 46530.85 |
| 9217 | 2008.08.21 17:11 | t/p | 1617 | 0.41 | 1.08706 | 0.00000 | 1.08706 | 275.29 | 46806.14 |
| 9218 | 2008.08.21 17:11 | t/p | 1619 | 0.45 | 1.08706 | 0.00000 | 1.08706 | 355.97 | 47162.12 |
| 9219 | 2008.08.21 17:11 | t/p | 1622 | 0.50 | 1.08706 | 0.00000 | 1.08706 | 438.50 | 47600.62 |
| 9220 | 2008.08.21 17:11 | t/p | 1623 | 0.55 | 1.08706 | 0.00000 | 1.08706 | 543.06 | 48143.68 |
| 9221 | 2008.08.21 17:11 | t/p | 1625 | 0.60 | 1.08706 | 0.00000 | 1.08706 | 647.63 | 48791.31 |
| 9222 | 2008.08.21 17:11 | t/p | 1629 | 0.66 | 1.08706 | 0.00000 | 1.08706 | 779.18 | 49570.49 |
| 9223 | 2008.08.21 17:11 | t/p | 1642 | 0.73 | 1.08706 | 0.00000 | 1.08706 | 1047.76 | 50618.25 |
| 9224 | 2008.08.21 17:11 | t/p | 1656 | 0.80 | 1.08706 | 0.00000 | 1.08706 | 1224.35 | 51842.60 |
| 9225 | 2008.08.21 17:30 | sell | 1668 | 0.01 | 1.08730 | 0.00000 | 0.00000 | ||
| 9226 | 2008.08.21 17:30 | modify | 1668 | 0.01 | 1.08730 | 0.00000 | 1.08650 | ||
| 9227 | 2008.08.21 17:43 | t/p | 1668 | 0.01 | 1.08650 | 0.00000 | 1.08650 | 0.74 | 51843.34 |
| 9228 | 2008.08.21 18:00 | buy | 1669 | 0.03 | 1.08590 | 0.00000 | 0.00000 | ||
| 9229 | 2008.08.21 18:00 | sell | 1670 | 0.01 | 1.08580 | 0.00000 | 0.00000 | ||
| 9230 | 2008.08.21 18:00 | modify | 1655 | 0.01 | 1.10390 | 0.00000 | 1.09405 | ||
| 9231 | 2008.08.21 18:00 | modify | 1657 | 0.01 | 1.10100 | 0.00000 | 1.09405 | ||
| 9232 | 2008.08.21 18:00 | modify | 1658 | 0.01 | 1.09980 | 0.00000 | 1.09405 | ||
| 9233 | 2008.08.21 18:00 | modify | 1659 | 0.01 | 1.09890 | 0.00000 | 1.09405 | ||
| 9234 | 2008.08.21 18:00 | modify | 1660 | 0.01 | 1.09810 | 0.00000 | 1.09405 | ||
| 9235 | 2008.08.21 18:00 | modify | 1661 | 0.02 | 1.09670 | 0.00000 | 1.09405 | ||
| 9236 | 2008.08.21 18:00 | modify | 1662 | 0.02 | 1.09580 | 0.00000 | 1.09405 | ||
| 9237 | 2008.08.21 18:00 | modify | 1663 | 0.02 | 1.09490 | 0.00000 | 1.09405 | ||
| 9238 | 2008.08.21 18:00 | modify | 1664 | 0.02 | 1.09330 | 0.00000 | 1.09405 | ||
| 9239 | 2008.08.21 18:00 | modify | 1665 | 0.02 | 1.09190 | 0.00000 | 1.09405 | ||
| 9240 | 2008.08.21 18:00 | modify | 1666 | 0.03 | 1.09060 | 0.00000 | 1.09405 | ||
| 9241 | 2008.08.21 18:00 | modify | 1667 | 0.03 | 1.08720 | 0.00000 | 1.09405 | ||
| 9242 | 2008.08.21 18:00 | modify | 1669 | 0.03 | 1.08590 | 0.00000 | 1.09405 | ||
| 9243 | 2008.08.21 18:00 | modify | 1670 | 0.01 | 1.08580 | 0.00000 | 1.08500 | ||
| 9244 | 2008.08.21 18:02 | t/p | 1670 | 0.01 | 1.08500 | 0.00000 | 1.08500 | 0.74 | 51844.08 |
| 9245 | 2008.08.22 14:39 | t/p | 1655 | 0.01 | 1.09405 | 0.00000 | 1.09405 | -8.99 | 51835.09 |
| 9246 | 2008.08.22 14:39 | t/p | 1657 | 0.01 | 1.09405 | 0.00000 | 1.09405 | -6.33 | 51828.76 |
| 9247 | 2008.08.22 14:39 | t/p | 1658 | 0.01 | 1.09405 | 0.00000 | 1.09405 | -5.24 | 51823.53 |
| 9248 | 2008.08.22 14:39 | t/p | 1659 | 0.01 | 1.09405 | 0.00000 | 1.09405 | -4.42 | 51819.11 |
| 9249 | 2008.08.22 14:39 | t/p | 1660 | 0.01 | 1.09405 | 0.00000 | 1.09405 | -3.69 | 51815.41 |
| 9250 | 2008.08.22 14:39 | t/p | 1661 | 0.02 | 1.09405 | 0.00000 | 1.09405 | -4.83 | 51810.59 |
| 9251 | 2008.08.22 14:39 | t/p | 1662 | 0.02 | 1.09405 | 0.00000 | 1.09405 | -3.18 | 51807.41 |
| 9252 | 2008.08.22 14:39 | t/p | 1663 | 0.02 | 1.09405 | 0.00000 | 1.09405 | -1.54 | 51805.87 |
| 9253 | 2008.08.22 14:39 | t/p | 1664 | 0.02 | 1.09405 | 0.00000 | 1.09405 | 1.39 | 51807.26 |
| 9254 | 2008.08.22 14:39 | t/p | 1665 | 0.02 | 1.09405 | 0.00000 | 1.09405 | 3.95 | 51811.21 |
| 9255 | 2008.08.22 14:39 | t/p | 1666 | 0.03 | 1.09405 | 0.00000 | 1.09405 | 9.48 | 51820.69 |
| 9256 | 2008.08.22 14:39 | t/p | 1667 | 0.03 | 1.09405 | 0.00000 | 1.09405 | 18.81 | 51839.49 |
| 9257 | 2008.08.22 14:39 | t/p | 1669 | 0.03 | 1.09405 | 0.00000 | 1.09405 | 22.37 | 51861.86 |
| 9258 | 2008.08.22 15:00 | buy | 1671 | 0.01 | 1.09560 | 0.00000 | 0.00000 | ||
| 9259 | 2008.08.22 15:00 | modify | 1671 | 0.01 | 1.09560 | 0.00000 | 1.09640 | ||
| 9260 | 2008.08.22 15:05 | t/p | 1671 | 0.01 | 1.09640 | 0.00000 | 1.09640 | 0.73 | 51862.59 |
| 9261 | 2008.08.25 03:30 | buy | 1672 | 0.01 | 1.10190 | 0.00000 | 0.00000 | ||
| 9262 | 2008.08.25 03:30 | modify | 1672 | 0.01 | 1.10190 | 0.00000 | 1.10270 | ||
| 9263 | 2008.08.25 03:32 | t/p | 1672 | 0.01 | 1.10270 | 0.00000 | 1.10270 | 0.73 | 51863.32 |
| 9264 | 2008.08.25 19:00 | sell | 1673 | 0.01 | 1.09260 | 0.00000 | 0.00000 | ||
| 9265 | 2008.08.25 19:00 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09180 | ||
| 9266 | 2008.08.25 20:00 | sell | 1674 | 0.01 | 1.09390 | 0.00000 | 0.00000 | ||
| 9267 | 2008.08.25 20:00 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09245 | ||
| 9268 | 2008.08.25 20:00 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09245 | ||
| 9269 | 2008.08.25 20:30 | sell | 1675 | 0.01 | 1.09550 | 0.00000 | 0.00000 | ||
| 9270 | 2008.08.25 20:30 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09320 | ||
| 9271 | 2008.08.25 20:30 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09320 | ||
| 9272 | 2008.08.25 20:30 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09320 | ||
| 9273 | 2008.08.26 03:00 | buy | 1676 | 0.01 | 1.09730 | 0.00000 | 0.00000 | ||
| 9274 | 2008.08.26 03:00 | sell | 1677 | 0.01 | 1.09720 | 0.00000 | 0.00000 | ||
| 9275 | 2008.08.26 03:00 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09400 | ||
| 9276 | 2008.08.26 03:00 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09400 | ||
| 9277 | 2008.08.26 03:00 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09400 | ||
| 9278 | 2008.08.26 03:00 | modify | 1676 | 0.01 | 1.09730 | 0.00000 | 1.09810 | ||
| 9279 | 2008.08.26 03:00 | modify | 1677 | 0.01 | 1.09720 | 0.00000 | 1.09400 | ||
| 9280 | 2008.08.26 03:07 | t/p | 1676 | 0.01 | 1.09810 | 0.00000 | 1.09810 | 0.73 | 51864.05 |
| 9281 | 2008.08.26 03:30 | buy | 1678 | 0.01 | 1.09890 | 0.00000 | 0.00000 | ||
| 9282 | 2008.08.26 03:30 | sell | 1679 | 0.01 | 1.09880 | 0.00000 | 0.00000 | ||
| 9283 | 2008.08.26 03:30 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09480 | ||
| 9284 | 2008.08.26 03:30 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09480 | ||
| 9285 | 2008.08.26 03:30 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09480 | ||
| 9286 | 2008.08.26 03:30 | modify | 1677 | 0.01 | 1.09720 | 0.00000 | 1.09480 | ||
| 9287 | 2008.08.26 03:30 | modify | 1678 | 0.01 | 1.09890 | 0.00000 | 1.09970 | ||
| 9288 | 2008.08.26 03:30 | modify | 1679 | 0.01 | 1.09880 | 0.00000 | 1.09480 | ||
| 9289 | 2008.08.26 04:30 | buy | 1680 | 0.01 | 1.09810 | 0.00000 | 0.00000 | ||
| 9290 | 2008.08.26 04:30 | modify | 1678 | 0.01 | 1.09890 | 0.00000 | 1.09930 | ||
| 9291 | 2008.08.26 04:30 | modify | 1680 | 0.01 | 1.09810 | 0.00000 | 1.09930 | ||
| 9292 | 2008.08.26 08:06 | t/p | 1678 | 0.01 | 1.09930 | 0.00000 | 1.09930 | 0.36 | 51864.41 |
| 9293 | 2008.08.26 08:06 | t/p | 1680 | 0.01 | 1.09930 | 0.00000 | 1.09930 | 1.09 | 51865.50 |
| 9294 | 2008.08.26 08:30 | buy | 1681 | 0.01 | 1.10040 | 0.00000 | 0.00000 | ||
| 9295 | 2008.08.26 08:30 | sell | 1682 | 0.02 | 1.10030 | 0.00000 | 0.00000 | ||
| 9296 | 2008.08.26 08:30 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09614 | ||
| 9297 | 2008.08.26 08:30 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09614 | ||
| 9298 | 2008.08.26 08:30 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09614 | ||
| 9299 | 2008.08.26 08:30 | modify | 1677 | 0.01 | 1.09720 | 0.00000 | 1.09614 | ||
| 9300 | 2008.08.26 08:30 | modify | 1679 | 0.01 | 1.09880 | 0.00000 | 1.09614 | ||