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 |
| 9451 | 2008.08.28 07:00 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09689 | ||
| 9452 | 2008.08.28 07:00 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09689 | ||
| 9453 | 2008.08.28 07:00 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09689 | ||
| 9454 | 2008.08.28 07:00 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09689 | ||
| 9455 | 2008.08.28 07:00 | modify | 1713 | 0.02 | 1.09400 | 0.00000 | 1.09689 | ||
| 9456 | 2008.08.28 07:00 | modify | 1714 | 0.02 | 1.09310 | 0.00000 | 1.09689 | ||
| 9457 | 2008.08.28 07:30 | sell | 1715 | 0.01 | 1.09250 | 0.00000 | 0.00000 | ||
| 9458 | 2008.08.28 07:30 | modify | 1715 | 0.01 | 1.09250 | 0.00000 | 1.09170 | ||
| 9459 | 2008.08.28 08:09 | t/p | 1715 | 0.01 | 1.09170 | 0.00000 | 1.09170 | 0.73 | 51891.63 |
| 9460 | 2008.08.28 08:30 | buy | 1716 | 0.02 | 1.09200 | 0.00000 | 0.00000 | ||
| 9461 | 2008.08.28 08:30 | sell | 1717 | 0.01 | 1.09190 | 0.00000 | 0.00000 | ||
| 9462 | 2008.08.28 08:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09626 | ||
| 9463 | 2008.08.28 08:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09626 | ||
| 9464 | 2008.08.28 08:30 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09626 | ||
| 9465 | 2008.08.28 08:30 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09626 | ||
| 9466 | 2008.08.28 08:30 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09626 | ||
| 9467 | 2008.08.28 08:30 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09626 | ||
| 9468 | 2008.08.28 08:30 | modify | 1713 | 0.02 | 1.09400 | 0.00000 | 1.09626 | ||
| 9469 | 2008.08.28 08:30 | modify | 1714 | 0.02 | 1.09310 | 0.00000 | 1.09626 | ||
| 9470 | 2008.08.28 08:30 | modify | 1716 | 0.02 | 1.09200 | 0.00000 | 1.09626 | ||
| 9471 | 2008.08.28 08:30 | modify | 1717 | 0.01 | 1.09190 | 0.00000 | 1.09110 | ||
| 9472 | 2008.08.28 08:50 | t/p | 1717 | 0.01 | 1.09110 | 0.00000 | 1.09110 | 0.73 | 51892.36 |
| 9473 | 2008.08.28 10:00 | buy | 1718 | 0.02 | 1.09090 | 0.00000 | 0.00000 | ||
| 9474 | 2008.08.28 10:00 | sell | 1719 | 0.01 | 1.09080 | 0.00000 | 0.00000 | ||
| 9475 | 2008.08.28 10:00 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09565 | ||
| 9476 | 2008.08.28 10:00 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09565 | ||
| 9477 | 2008.08.28 10:00 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09565 | ||
| 9478 | 2008.08.28 10:00 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09565 | ||
| 9479 | 2008.08.28 10:00 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09565 | ||
| 9480 | 2008.08.28 10:00 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09565 | ||
| 9481 | 2008.08.28 10:00 | modify | 1713 | 0.02 | 1.09400 | 0.00000 | 1.09565 | ||
| 9482 | 2008.08.28 10:00 | modify | 1714 | 0.02 | 1.09310 | 0.00000 | 1.09565 | ||
| 9483 | 2008.08.28 10:00 | modify | 1716 | 0.02 | 1.09200 | 0.00000 | 1.09565 | ||
| 9484 | 2008.08.28 10:00 | modify | 1718 | 0.02 | 1.09090 | 0.00000 | 1.09565 | ||
| 9485 | 2008.08.28 10:00 | modify | 1719 | 0.01 | 1.09080 | 0.00000 | 1.09000 | ||
| 9486 | 2008.08.28 11:00 | sell | 1720 | 0.01 | 1.09280 | 0.00000 | 0.00000 | ||
| 9487 | 2008.08.28 11:00 | modify | 1719 | 0.01 | 1.09080 | 0.00000 | 1.09100 | ||
| 9488 | 2008.08.28 11:00 | modify | 1720 | 0.01 | 1.09280 | 0.00000 | 1.09100 | ||
| 9489 | 2008.08.28 12:23 | t/p | 1719 | 0.01 | 1.09100 | 0.00000 | 1.09100 | -0.18 | 51892.18 |
| 9490 | 2008.08.28 12:23 | t/p | 1720 | 0.01 | 1.09100 | 0.00000 | 1.09100 | 1.65 | 51893.83 |
| 9491 | 2008.08.28 12:30 | sell | 1721 | 0.01 | 1.09100 | 0.00000 | 0.00000 | ||
| 9492 | 2008.08.28 12:30 | modify | 1721 | 0.01 | 1.09100 | 0.00000 | 1.09020 | ||
| 9493 | 2008.08.28 13:00 | sell | 1722 | 0.01 | 1.09290 | 0.00000 | 0.00000 | ||
| 9494 | 2008.08.28 13:00 | modify | 1721 | 0.01 | 1.09100 | 0.00000 | 1.09115 | ||
| 9495 | 2008.08.28 13:00 | modify | 1722 | 0.01 | 1.09290 | 0.00000 | 1.09115 | ||
| 9496 | 2008.08.28 13:44 | t/p | 1721 | 0.01 | 1.09115 | 0.00000 | 1.09115 | -0.14 | 51893.69 |
| 9497 | 2008.08.28 13:44 | t/p | 1722 | 0.01 | 1.09115 | 0.00000 | 1.09115 | 1.60 | 51895.29 |
| 9498 | 2008.08.28 14:00 | sell | 1723 | 0.01 | 1.09050 | 0.00000 | 0.00000 | ||
| 9499 | 2008.08.28 14:00 | modify | 1723 | 0.01 | 1.09050 | 0.00000 | 1.08970 | ||
| 9500 | 2008.08.28 14:42 | t/p | 1723 | 0.01 | 1.08970 | 0.00000 | 1.08970 | 0.73 | 51896.02 |
| 9501 | 2008.08.28 15:00 | buy | 1724 | 0.03 | 1.08960 | 0.00000 | 0.00000 | ||
| 9502 | 2008.08.28 15:00 | sell | 1725 | 0.01 | 1.08950 | 0.00000 | 0.00000 | ||
| 9503 | 2008.08.28 15:00 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09478 | ||
| 9504 | 2008.08.28 15:00 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09478 | ||
| 9505 | 2008.08.28 15:00 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09478 | ||
| 9506 | 2008.08.28 15:00 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09478 | ||
| 9507 | 2008.08.28 15:00 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09478 | ||
| 9508 | 2008.08.28 15:00 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09478 | ||
| 9509 | 2008.08.28 15:00 | modify | 1713 | 0.02 | 1.09400 | 0.00000 | 1.09478 | ||
| 9510 | 2008.08.28 15:00 | modify | 1714 | 0.02 | 1.09310 | 0.00000 | 1.09478 | ||
| 9511 | 2008.08.28 15:00 | modify | 1716 | 0.02 | 1.09200 | 0.00000 | 1.09478 | ||
| 9512 | 2008.08.28 15:00 | modify | 1718 | 0.02 | 1.09090 | 0.00000 | 1.09478 | ||
| 9513 | 2008.08.28 15:00 | modify | 1724 | 0.03 | 1.08960 | 0.00000 | 1.09478 | ||
| 9514 | 2008.08.28 15:00 | modify | 1725 | 0.01 | 1.08950 | 0.00000 | 1.08870 | ||
| 9515 | 2008.08.28 15:30 | sell | 1726 | 0.01 | 1.09170 | 0.00000 | 0.00000 | ||
| 9516 | 2008.08.28 15:30 | modify | 1725 | 0.01 | 1.08950 | 0.00000 | 1.08980 | ||
| 9517 | 2008.08.28 15:30 | modify | 1726 | 0.01 | 1.09170 | 0.00000 | 1.08980 | ||
| 9518 | 2008.08.28 16:10 | t/p | 1725 | 0.01 | 1.08980 | 0.00000 | 1.08980 | -0.28 | 51895.74 |
| 9519 | 2008.08.28 16:10 | t/p | 1726 | 0.01 | 1.08980 | 0.00000 | 1.08980 | 1.74 | 51897.48 |
| 9520 | 2008.08.28 16:30 | buy | 1727 | 0.03 | 1.08860 | 0.00000 | 0.00000 | ||
| 9521 | 2008.08.28 16:30 | sell | 1728 | 0.01 | 1.08850 | 0.00000 | 0.00000 | ||
| 9522 | 2008.08.28 16:30 | modify | 1705 | 0.01 | 1.10170 | 0.00000 | 1.09401 | ||
| 9523 | 2008.08.28 16:30 | modify | 1707 | 0.01 | 1.10010 | 0.00000 | 1.09401 | ||
| 9524 | 2008.08.28 16:30 | modify | 1708 | 0.01 | 1.09880 | 0.00000 | 1.09401 | ||
| 9525 | 2008.08.28 16:30 | modify | 1709 | 0.01 | 1.09690 | 0.00000 | 1.09401 | ||
| 9526 | 2008.08.28 16:30 | modify | 1710 | 0.01 | 1.09570 | 0.00000 | 1.09401 | ||
| 9527 | 2008.08.28 16:30 | modify | 1712 | 0.02 | 1.09480 | 0.00000 | 1.09401 | ||
| 9528 | 2008.08.28 16:30 | modify | 1713 | 0.02 | 1.09400 | 0.00000 | 1.09401 | ||
| 9529 | 2008.08.28 16:30 | modify | 1714 | 0.02 | 1.09310 | 0.00000 | 1.09401 | ||
| 9530 | 2008.08.28 16:30 | modify | 1716 | 0.02 | 1.09200 | 0.00000 | 1.09401 | ||
| 9531 | 2008.08.28 16:30 | modify | 1718 | 0.02 | 1.09090 | 0.00000 | 1.09401 | ||
| 9532 | 2008.08.28 16:30 | modify | 1724 | 0.03 | 1.08960 | 0.00000 | 1.09401 | ||
| 9533 | 2008.08.28 16:30 | modify | 1727 | 0.03 | 1.08860 | 0.00000 | 1.09401 | ||
| 9534 | 2008.08.28 16:30 | modify | 1728 | 0.01 | 1.08850 | 0.00000 | 1.08770 | ||
| 9535 | 2008.08.28 17:00 | sell | 1729 | 0.01 | 1.09130 | 0.00000 | 0.00000 | ||
| 9536 | 2008.08.28 17:00 | modify | 1728 | 0.01 | 1.08850 | 0.00000 | 1.08910 | ||
| 9537 | 2008.08.28 17:00 | modify | 1729 | 0.01 | 1.09130 | 0.00000 | 1.08910 | ||
| 9538 | 2008.08.28 17:43 | t/p | 1705 | 0.01 | 1.09401 | 0.00000 | 1.09401 | -7.01 | 51890.46 |
| 9539 | 2008.08.28 17:43 | t/p | 1707 | 0.01 | 1.09401 | 0.00000 | 1.09401 | -5.55 | 51884.91 |
| 9540 | 2008.08.28 17:43 | t/p | 1708 | 0.01 | 1.09401 | 0.00000 | 1.09401 | -4.36 | 51880.55 |
| 9541 | 2008.08.28 17:43 | t/p | 1709 | 0.01 | 1.09401 | 0.00000 | 1.09401 | -2.62 | 51877.92 |
| 9542 | 2008.08.28 17:43 | t/p | 1710 | 0.01 | 1.09401 | 0.00000 | 1.09401 | -1.54 | 51876.38 |
| 9543 | 2008.08.28 17:43 | t/p | 1712 | 0.02 | 1.09401 | 0.00000 | 1.09401 | -1.44 | 51874.94 |
| 9544 | 2008.08.28 17:43 | t/p | 1713 | 0.02 | 1.09401 | 0.00000 | 1.09401 | 0.02 | 51874.96 |
| 9545 | 2008.08.28 17:43 | t/p | 1714 | 0.02 | 1.09401 | 0.00000 | 1.09401 | 1.66 | 51876.62 |
| 9546 | 2008.08.28 17:43 | t/p | 1716 | 0.02 | 1.09401 | 0.00000 | 1.09401 | 3.67 | 51880.29 |
| 9547 | 2008.08.28 17:43 | t/p | 1718 | 0.02 | 1.09401 | 0.00000 | 1.09401 | 5.69 | 51885.98 |
| 9548 | 2008.08.28 17:43 | t/p | 1724 | 0.03 | 1.09401 | 0.00000 | 1.09401 | 12.09 | 51898.07 |
| 9549 | 2008.08.28 17:43 | t/p | 1727 | 0.03 | 1.09401 | 0.00000 | 1.09401 | 14.84 | 51912.91 |
| 9550 | 2008.08.28 18:00 | sell | 1730 | 0.01 | 1.09590 | 0.00000 | 0.00000 | ||
| 9551 | 2008.08.28 18:00 | modify | 1728 | 0.01 | 1.08850 | 0.00000 | 1.09110 | ||
| 9552 | 2008.08.28 18:00 | modify | 1729 | 0.01 | 1.09130 | 0.00000 | 1.09110 | ||
| 9553 | 2008.08.28 18:00 | modify | 1730 | 0.01 | 1.09590 | 0.00000 | 1.09110 | ||
| 9554 | 2008.08.28 19:00 | sell | 1731 | 0.01 | 1.09940 | 0.00000 | 0.00000 | ||
| 9555 | 2008.08.28 19:00 | modify | 1728 | 0.01 | 1.08850 | 0.00000 | 1.09298 | ||
| 9556 | 2008.08.28 19:00 | modify | 1729 | 0.01 | 1.09130 | 0.00000 | 1.09298 | ||
| 9557 | 2008.08.28 19:00 | modify | 1730 | 0.01 | 1.09590 | 0.00000 | 1.09298 | ||
| 9558 | 2008.08.28 19:00 | modify | 1731 | 0.01 | 1.09940 | 0.00000 | 1.09298 | ||
| 9559 | 2008.08.28 20:30 | buy | 1732 | 0.01 | 1.10000 | 0.00000 | 0.00000 | ||
| 9560 | 2008.08.28 20:30 | modify | 1732 | 0.01 | 1.10000 | 0.00000 | 1.10080 | ||
| 9561 | 2008.08.28 22:30 | buy | 1733 | 0.01 | 1.09900 | 0.00000 | 0.00000 | ||
| 9562 | 2008.08.28 22:30 | modify | 1732 | 0.01 | 1.10000 | 0.00000 | 1.10030 | ||
| 9563 | 2008.08.28 22:30 | modify | 1733 | 0.01 | 1.09900 | 0.00000 | 1.10030 | ||
| 9564 | 2008.08.28 23:17 | t/p | 1732 | 0.01 | 1.10030 | 0.00000 | 1.10030 | 0.27 | 51913.18 |
| 9565 | 2008.08.28 23:17 | t/p | 1733 | 0.01 | 1.10030 | 0.00000 | 1.10030 | 1.18 | 51914.36 |
| 9566 | 2008.08.29 11:10 | t/p | 1728 | 0.01 | 1.09298 | 0.00000 | 1.09298 | -4.13 | 51910.23 |
| 9567 | 2008.08.29 11:10 | t/p | 1729 | 0.01 | 1.09298 | 0.00000 | 1.09298 | -1.57 | 51908.66 |
| 9568 | 2008.08.29 11:10 | t/p | 1730 | 0.01 | 1.09298 | 0.00000 | 1.09298 | 2.64 | 51911.30 |
| 9569 | 2008.08.29 11:10 | t/p | 1731 | 0.01 | 1.09298 | 0.00000 | 1.09298 | 5.84 | 51917.14 |
| 9570 | 2008.08.29 14:00 | buy | 1734 | 0.01 | 1.09740 | 0.00000 | 0.00000 | ||
| 9571 | 2008.08.29 14:00 | modify | 1734 | 0.01 | 1.09740 | 0.00000 | 1.09820 | ||
| 9572 | 2008.08.29 14:28 | t/p | 1734 | 0.01 | 1.09820 | 0.00000 | 1.09820 | 0.73 | 51917.87 |
| 9573 | 2008.08.29 14:30 | buy | 1735 | 0.01 | 1.09770 | 0.00000 | 0.00000 | ||
| 9574 | 2008.08.29 14:30 | modify | 1735 | 0.01 | 1.09770 | 0.00000 | 1.09850 | ||
| 9575 | 2008.08.29 15:30 | buy | 1736 | 0.01 | 1.09670 | 0.00000 | 0.00000 | ||
| 9576 | 2008.08.29 15:30 | modify | 1735 | 0.01 | 1.09770 | 0.00000 | 1.09800 | ||
| 9577 | 2008.08.29 15:30 | modify | 1736 | 0.01 | 1.09670 | 0.00000 | 1.09800 | ||
| 9578 | 2008.08.29 15:57 | t/p | 1735 | 0.01 | 1.09800 | 0.00000 | 1.09800 | 0.27 | 51918.14 |
| 9579 | 2008.08.29 15:57 | t/p | 1736 | 0.01 | 1.09800 | 0.00000 | 1.09800 | 1.18 | 51919.32 |
| 9580 | 2008.08.29 17:00 | buy | 1737 | 0.01 | 1.09980 | 0.00000 | 0.00000 | ||
| 9581 | 2008.08.29 17:00 | modify | 1737 | 0.01 | 1.09980 | 0.00000 | 1.10060 | ||
| 9582 | 2008.08.29 18:00 | buy | 1738 | 0.01 | 1.09840 | 0.00000 | 0.00000 | ||
| 9583 | 2008.08.29 18:00 | modify | 1737 | 0.01 | 1.09980 | 0.00000 | 1.09990 | ||
| 9584 | 2008.08.29 18:00 | modify | 1738 | 0.01 | 1.09840 | 0.00000 | 1.09990 | ||
| 9585 | 2008.08.29 18:18 | t/p | 1737 | 0.01 | 1.09990 | 0.00000 | 1.09990 | 0.09 | 51919.41 |
| 9586 | 2008.08.29 18:18 | t/p | 1738 | 0.01 | 1.09990 | 0.00000 | 1.09990 | 1.36 | 51920.77 |
| 9587 | 2008.08.29 18:30 | buy | 1739 | 0.01 | 1.10050 | 0.00000 | 0.00000 | ||
| 9588 | 2008.08.29 18:30 | modify | 1739 | 0.01 | 1.10050 | 0.00000 | 1.10130 | ||
| 9589 | 2008.08.29 18:41 | t/p | 1739 | 0.01 | 1.10130 | 0.00000 | 1.10130 | 0.73 | 51921.50 |
| 9590 | 2008.08.29 19:00 | buy | 1740 | 0.01 | 1.10200 | 0.00000 | 0.00000 | ||
| 9591 | 2008.08.29 19:00 | modify | 1740 | 0.01 | 1.10200 | 0.00000 | 1.10280 | ||
| 9592 | 2008.08.29 19:50 | t/p | 1740 | 0.01 | 1.10280 | 0.00000 | 1.10280 | 0.73 | 51922.23 |
| 9593 | 2008.08.29 20:00 | buy | 1741 | 0.01 | 1.10380 | 0.00000 | 0.00000 | ||
| 9594 | 2008.08.29 20:00 | modify | 1741 | 0.01 | 1.10380 | 0.00000 | 1.10460 | ||
| 9595 | 2008.08.29 20:30 | buy | 1742 | 0.01 | 1.10290 | 0.00000 | 0.00000 | ||
| 9596 | 2008.08.29 20:30 | modify | 1741 | 0.01 | 1.10380 | 0.00000 | 1.10415 | ||
| 9597 | 2008.08.29 20:30 | modify | 1742 | 0.01 | 1.10290 | 0.00000 | 1.10415 | ||
| 9598 | 2008.08.29 21:00 | buy | 1743 | 0.01 | 1.10180 | 0.00000 | 0.00000 | ||
| 9599 | 2008.08.29 21:00 | modify | 1741 | 0.01 | 1.10380 | 0.00000 | 1.10363 | ||
| 9600 | 2008.08.29 21:00 | modify | 1742 | 0.01 | 1.10290 | 0.00000 | 1.10363 | ||