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 |
| 9301 | 2008.08.26 08:30 | modify | 1681 | 0.01 | 1.10040 | 0.00000 | 1.10120 | ||
| 9302 | 2008.08.26 08:30 | modify | 1682 | 0.02 | 1.10030 | 0.00000 | 1.09614 | ||
| 9303 | 2008.08.26 09:23 | t/p | 1681 | 0.01 | 1.10120 | 0.00000 | 1.10120 | 0.73 | 51866.23 |
| 9304 | 2008.08.26 09:30 | buy | 1683 | 0.01 | 1.10050 | 0.00000 | 0.00000 | ||
| 9305 | 2008.08.26 09:30 | modify | 1683 | 0.01 | 1.10050 | 0.00000 | 1.10130 | ||
| 9306 | 2008.08.26 09:36 | t/p | 1683 | 0.01 | 1.10130 | 0.00000 | 1.10130 | 0.73 | 51866.96 |
| 9307 | 2008.08.26 10:30 | buy | 1684 | 0.01 | 1.10200 | 0.00000 | 0.00000 | ||
| 9308 | 2008.08.26 10:30 | sell | 1685 | 0.02 | 1.10190 | 0.00000 | 0.00000 | ||
| 9309 | 2008.08.26 10:30 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09724 | ||
| 9310 | 2008.08.26 10:30 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09724 | ||
| 9311 | 2008.08.26 10:30 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09724 | ||
| 9312 | 2008.08.26 10:30 | modify | 1677 | 0.01 | 1.09720 | 0.00000 | 1.09724 | ||
| 9313 | 2008.08.26 10:30 | modify | 1679 | 0.01 | 1.09880 | 0.00000 | 1.09724 | ||
| 9314 | 2008.08.26 10:30 | modify | 1682 | 0.02 | 1.10030 | 0.00000 | 1.09724 | ||
| 9315 | 2008.08.26 10:30 | modify | 1684 | 0.01 | 1.10200 | 0.00000 | 1.10280 | ||
| 9316 | 2008.08.26 10:30 | modify | 1685 | 0.02 | 1.10190 | 0.00000 | 1.09724 | ||
| 9317 | 2008.08.26 11:00 | buy | 1686 | 0.01 | 1.09990 | 0.00000 | 0.00000 | ||
| 9318 | 2008.08.26 11:00 | modify | 1684 | 0.01 | 1.10200 | 0.00000 | 1.10175 | ||
| 9319 | 2008.08.26 11:00 | modify | 1686 | 0.01 | 1.09990 | 0.00000 | 1.10175 | ||
| 9320 | 2008.08.26 11:00 | t/p | 1684 | 0.01 | 1.10175 | 0.00000 | 1.10175 | -0.23 | 51866.73 |
| 9321 | 2008.08.26 11:00 | t/p | 1686 | 0.01 | 1.10175 | 0.00000 | 1.10175 | 1.68 | 51868.41 |
| 9322 | 2008.08.26 11:30 | buy | 1687 | 0.01 | 1.10630 | 0.00000 | 0.00000 | ||
| 9323 | 2008.08.26 11:30 | sell | 1688 | 0.02 | 1.10620 | 0.00000 | 0.00000 | ||
| 9324 | 2008.08.26 11:30 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09873 | ||
| 9325 | 2008.08.26 11:30 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09873 | ||
| 9326 | 2008.08.26 11:30 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09873 | ||
| 9327 | 2008.08.26 11:30 | modify | 1677 | 0.01 | 1.09720 | 0.00000 | 1.09873 | ||
| 9328 | 2008.08.26 11:30 | modify | 1679 | 0.01 | 1.09880 | 0.00000 | 1.09873 | ||
| 9329 | 2008.08.26 11:30 | modify | 1682 | 0.02 | 1.10030 | 0.00000 | 1.09873 | ||
| 9330 | 2008.08.26 11:30 | modify | 1685 | 0.02 | 1.10190 | 0.00000 | 1.09873 | ||
| 9331 | 2008.08.26 11:30 | modify | 1687 | 0.01 | 1.10630 | 0.00000 | 1.10710 | ||
| 9332 | 2008.08.26 11:30 | modify | 1688 | 0.02 | 1.10620 | 0.00000 | 1.09873 | ||
| 9333 | 2008.08.26 12:13 | t/p | 1687 | 0.01 | 1.10710 | 0.00000 | 1.10710 | 0.72 | 51869.13 |
| 9334 | 2008.08.26 12:30 | buy | 1689 | 0.01 | 1.10690 | 0.00000 | 0.00000 | ||
| 9335 | 2008.08.26 12:30 | modify | 1689 | 0.01 | 1.10690 | 0.00000 | 1.10770 | ||
| 9336 | 2008.08.26 12:52 | t/p | 1689 | 0.01 | 1.10770 | 0.00000 | 1.10770 | 0.72 | 51869.85 |
| 9337 | 2008.08.26 13:00 | buy | 1690 | 0.01 | 1.10760 | 0.00000 | 0.00000 | ||
| 9338 | 2008.08.26 13:00 | sell | 1691 | 0.02 | 1.10750 | 0.00000 | 0.00000 | ||
| 9339 | 2008.08.26 13:00 | modify | 1673 | 0.01 | 1.09260 | 0.00000 | 1.09995 | ||
| 9340 | 2008.08.26 13:00 | modify | 1674 | 0.01 | 1.09390 | 0.00000 | 1.09995 | ||
| 9341 | 2008.08.26 13:00 | modify | 1675 | 0.01 | 1.09550 | 0.00000 | 1.09995 | ||
| 9342 | 2008.08.26 13:00 | modify | 1677 | 0.01 | 1.09720 | 0.00000 | 1.09995 | ||
| 9343 | 2008.08.26 13:00 | modify | 1679 | 0.01 | 1.09880 | 0.00000 | 1.09995 | ||
| 9344 | 2008.08.26 13:00 | modify | 1682 | 0.02 | 1.10030 | 0.00000 | 1.09995 | ||
| 9345 | 2008.08.26 13:00 | modify | 1685 | 0.02 | 1.10190 | 0.00000 | 1.09995 | ||
| 9346 | 2008.08.26 13:00 | modify | 1688 | 0.02 | 1.10620 | 0.00000 | 1.09995 | ||
| 9347 | 2008.08.26 13:00 | modify | 1690 | 0.01 | 1.10760 | 0.00000 | 1.10840 | ||
| 9348 | 2008.08.26 13:00 | modify | 1691 | 0.02 | 1.10750 | 0.00000 | 1.09995 | ||
| 9349 | 2008.08.26 14:02 | t/p | 1690 | 0.01 | 1.10840 | 0.00000 | 1.10840 | 0.72 | 51870.57 |
| 9350 | 2008.08.26 16:39 | t/p | 1673 | 0.01 | 1.09995 | 0.00000 | 1.09995 | -6.71 | 51863.86 |
| 9351 | 2008.08.26 16:39 | t/p | 1674 | 0.01 | 1.09995 | 0.00000 | 1.09995 | -5.53 | 51858.33 |
| 9352 | 2008.08.26 16:39 | t/p | 1675 | 0.01 | 1.09995 | 0.00000 | 1.09995 | -4.08 | 51854.25 |
| 9353 | 2008.08.26 16:39 | t/p | 1677 | 0.01 | 1.09995 | 0.00000 | 1.09995 | -2.50 | 51851.75 |
| 9354 | 2008.08.26 16:39 | t/p | 1679 | 0.01 | 1.09995 | 0.00000 | 1.09995 | -1.05 | 51850.70 |
| 9355 | 2008.08.26 16:39 | t/p | 1682 | 0.02 | 1.09995 | 0.00000 | 1.09995 | 0.64 | 51851.34 |
| 9356 | 2008.08.26 16:39 | t/p | 1685 | 0.02 | 1.09995 | 0.00000 | 1.09995 | 3.55 | 51854.89 |
| 9357 | 2008.08.26 16:39 | t/p | 1688 | 0.02 | 1.09995 | 0.00000 | 1.09995 | 11.36 | 51866.25 |
| 9358 | 2008.08.26 16:39 | t/p | 1691 | 0.02 | 1.09995 | 0.00000 | 1.09995 | 13.73 | 51879.98 |
| 9359 | 2008.08.27 06:30 | sell | 1692 | 0.01 | 1.09610 | 0.00000 | 0.00000 | ||
| 9360 | 2008.08.27 06:30 | modify | 1692 | 0.01 | 1.09610 | 0.00000 | 1.09530 | ||
| 9361 | 2008.08.27 06:37 | t/p | 1692 | 0.01 | 1.09530 | 0.00000 | 1.09530 | 0.74 | 51880.72 |
| 9362 | 2008.08.27 07:00 | sell | 1693 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 9363 | 2008.08.27 07:00 | modify | 1693 | 0.01 | 1.09450 | 0.00000 | 1.09370 | ||
| 9364 | 2008.08.27 09:00 | sell | 1694 | 0.01 | 1.09740 | 0.00000 | 0.00000 | ||
| 9365 | 2008.08.27 09:00 | modify | 1693 | 0.01 | 1.09450 | 0.00000 | 1.09515 | ||
| 9366 | 2008.08.27 09:00 | modify | 1694 | 0.01 | 1.09740 | 0.00000 | 1.09515 | ||
| 9367 | 2008.08.27 10:37 | t/p | 1693 | 0.01 | 1.09515 | 0.00000 | 1.09515 | -0.59 | 51880.13 |
| 9368 | 2008.08.27 10:37 | t/p | 1694 | 0.01 | 1.09515 | 0.00000 | 1.09515 | 2.05 | 51882.18 |
| 9369 | 2008.08.27 11:30 | sell | 1695 | 0.01 | 1.09400 | 0.00000 | 0.00000 | ||
| 9370 | 2008.08.27 11:30 | modify | 1695 | 0.01 | 1.09400 | 0.00000 | 1.09320 | ||
| 9371 | 2008.08.27 13:00 | sell | 1696 | 0.01 | 1.09530 | 0.00000 | 0.00000 | ||
| 9372 | 2008.08.27 13:00 | modify | 1695 | 0.01 | 1.09400 | 0.00000 | 1.09385 | ||
| 9373 | 2008.08.27 13:00 | modify | 1696 | 0.01 | 1.09530 | 0.00000 | 1.09385 | ||
| 9374 | 2008.08.27 13:16 | t/p | 1695 | 0.01 | 1.09385 | 0.00000 | 1.09385 | 0.14 | 51882.32 |
| 9375 | 2008.08.27 13:16 | t/p | 1696 | 0.01 | 1.09385 | 0.00000 | 1.09385 | 1.32 | 51883.64 |
| 9376 | 2008.08.27 13:30 | sell | 1697 | 0.01 | 1.09340 | 0.00000 | 0.00000 | ||
| 9377 | 2008.08.27 13:30 | modify | 1697 | 0.01 | 1.09340 | 0.00000 | 1.09260 | ||
| 9378 | 2008.08.27 13:40 | t/p | 1697 | 0.01 | 1.09260 | 0.00000 | 1.09260 | 0.73 | 51884.37 |
| 9379 | 2008.08.27 14:00 | sell | 1698 | 0.01 | 1.09300 | 0.00000 | 0.00000 | ||
| 9380 | 2008.08.27 14:00 | modify | 1698 | 0.01 | 1.09300 | 0.00000 | 1.09220 | ||
| 9381 | 2008.08.27 14:44 | t/p | 1698 | 0.01 | 1.09220 | 0.00000 | 1.09220 | 0.73 | 51885.10 |
| 9382 | 2008.08.27 15:00 | sell | 1699 | 0.01 | 1.09230 | 0.00000 | 0.00000 | ||
| 9383 | 2008.08.27 15:00 | modify | 1699 | 0.01 | 1.09230 | 0.00000 | 1.09150 | ||
| 9384 | 2008.08.27 16:00 | sell | 1700 | 0.01 | 1.09710 | 0.00000 | 0.00000 | ||
| 9385 | 2008.08.27 16:00 | modify | 1699 | 0.01 | 1.09230 | 0.00000 | 1.09390 | ||
| 9386 | 2008.08.27 16:00 | modify | 1700 | 0.01 | 1.09710 | 0.00000 | 1.09390 | ||
| 9387 | 2008.08.27 17:30 | buy | 1701 | 0.01 | 1.10040 | 0.00000 | 0.00000 | ||
| 9388 | 2008.08.27 17:30 | sell | 1702 | 0.01 | 1.10030 | 0.00000 | 0.00000 | ||
| 9389 | 2008.08.27 17:30 | modify | 1699 | 0.01 | 1.09230 | 0.00000 | 1.09577 | ||
| 9390 | 2008.08.27 17:30 | modify | 1700 | 0.01 | 1.09710 | 0.00000 | 1.09577 | ||
| 9391 | 2008.08.27 17:30 | modify | 1701 | 0.01 | 1.10040 | 0.00000 | 1.10120 | ||
| 9392 | 2008.08.27 17:30 | modify | 1702 | 0.01 | 1.10030 | 0.00000 | 1.09577 | ||
| 9393 | 2008.08.27 18:00 | buy | 1703 | 0.01 | 1.09920 | 0.00000 | 0.00000 | ||
| 9394 | 2008.08.27 18:00 | modify | 1701 | 0.01 | 1.10040 | 0.00000 | 1.10060 | ||
| 9395 | 2008.08.27 18:00 | modify | 1703 | 0.01 | 1.09920 | 0.00000 | 1.10060 | ||
| 9396 | 2008.08.27 18:48 | t/p | 1701 | 0.01 | 1.10060 | 0.00000 | 1.10060 | 0.18 | 51885.28 |
| 9397 | 2008.08.27 18:48 | t/p | 1703 | 0.01 | 1.10060 | 0.00000 | 1.10060 | 1.27 | 51886.55 |
| 9398 | 2008.08.27 19:00 | buy | 1704 | 0.01 | 1.10090 | 0.00000 | 0.00000 | ||
| 9399 | 2008.08.27 19:00 | modify | 1704 | 0.01 | 1.10090 | 0.00000 | 1.10170 | ||
| 9400 | 2008.08.27 19:23 | t/p | 1704 | 0.01 | 1.10170 | 0.00000 | 1.10170 | 0.73 | 51887.28 |
| 9401 | 2008.08.27 19:30 | buy | 1705 | 0.01 | 1.10170 | 0.00000 | 0.00000 | ||
| 9402 | 2008.08.27 19:30 | sell | 1706 | 0.01 | 1.10160 | 0.00000 | 0.00000 | ||
| 9403 | 2008.08.27 19:30 | modify | 1699 | 0.01 | 1.09230 | 0.00000 | 1.09703 | ||
| 9404 | 2008.08.27 19:30 | modify | 1700 | 0.01 | 1.09710 | 0.00000 | 1.09703 | ||
| 9405 | 2008.08.27 19:30 | modify | 1702 | 0.01 | 1.10030 | 0.00000 | 1.09703 | ||
| 9406 | 2008.08.27 19:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.10250 | ||
| 9407 | 2008.08.27 19:30 | modify | 1706 | 0.01 | 1.10160 | 0.00000 | 1.09703 | ||
| 9408 | 2008.08.27 20:30 | buy | 1707 | 0.01 | 1.10010 | 0.00000 | 0.00000 | ||
| 9409 | 2008.08.27 20:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.10170 | ||
| 9410 | 2008.08.27 20:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.10170 | ||
| 9411 | 2008.08.27 21:30 | buy | 1708 | 0.01 | 1.09880 | 0.00000 | 0.00000 | ||
| 9412 | 2008.08.27 21:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.10100 | ||
| 9413 | 2008.08.27 21:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.10100 | ||
| 9414 | 2008.08.27 21:30 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.10100 | ||
| 9415 | 2008.08.27 22:29 | t/p | 1699 | 0.01 | 1.09703 | 0.00000 | 1.09703 | -4.31 | 51882.97 |
| 9416 | 2008.08.27 22:29 | t/p | 1700 | 0.01 | 1.09703 | 0.00000 | 1.09703 | 0.06 | 51883.03 |
| 9417 | 2008.08.27 22:29 | t/p | 1702 | 0.01 | 1.09703 | 0.00000 | 1.09703 | 2.98 | 51886.01 |
| 9418 | 2008.08.27 22:29 | t/p | 1706 | 0.01 | 1.09703 | 0.00000 | 1.09703 | 4.16 | 51890.17 |
| 9419 | 2008.08.27 22:30 | buy | 1709 | 0.01 | 1.09690 | 0.00000 | 0.00000 | ||
| 9420 | 2008.08.27 22:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.10018 | ||
| 9421 | 2008.08.27 22:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.10018 | ||
| 9422 | 2008.08.27 22:30 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.10018 | ||
| 9423 | 2008.08.27 22:30 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.10018 | ||
| 9424 | 2008.08.28 03:00 | buy | 1710 | 0.01 | 1.09570 | 0.00000 | 0.00000 | ||
| 9425 | 2008.08.28 03:00 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09944 | ||
| 9426 | 2008.08.28 03:00 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09944 | ||
| 9427 | 2008.08.28 03:00 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09944 | ||
| 9428 | 2008.08.28 03:00 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09944 | ||
| 9429 | 2008.08.28 03:00 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09944 | ||
| 9430 | 2008.08.28 03:30 | sell | 1711 | 0.01 | 1.09510 | 0.00000 | 0.00000 | ||
| 9431 | 2008.08.28 03:30 | modify | 1711 | 0.01 | 1.09510 | 0.00000 | 1.09430 | ||
| 9432 | 2008.08.28 04:30 | buy | 1712 | 0.02 | 1.09480 | 0.00000 | 0.00000 | ||
| 9433 | 2008.08.28 04:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09834 | ||
| 9434 | 2008.08.28 04:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09834 | ||
| 9435 | 2008.08.28 04:30 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09834 | ||
| 9436 | 2008.08.28 04:30 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09834 | ||
| 9437 | 2008.08.28 04:30 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09834 | ||
| 9438 | 2008.08.28 04:30 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09834 | ||
| 9439 | 2008.08.28 04:31 | t/p | 1711 | 0.01 | 1.09430 | 0.00000 | 1.09430 | 0.73 | 51890.90 |
| 9440 | 2008.08.28 05:30 | buy | 1713 | 0.02 | 1.09400 | 0.00000 | 0.00000 | ||
| 9441 | 2008.08.28 05:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09756 | ||
| 9442 | 2008.08.28 05:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09756 | ||
| 9443 | 2008.08.28 05:30 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09756 | ||
| 9444 | 2008.08.28 05:30 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09756 | ||
| 9445 | 2008.08.28 05:30 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09756 | ||
| 9446 | 2008.08.28 05:30 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09756 | ||
| 9447 | 2008.08.28 05:30 | modify | 1713 | 0.02 | 1.09400 | 0.00000 | 1.09756 | ||
| 9448 | 2008.08.28 07:00 | buy | 1714 | 0.02 | 1.09310 | 0.00000 | 0.00000 | ||
| 9449 | 2008.08.28 07:00 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09689 | ||
| 9450 | 2008.08.28 07:00 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09689 | ||