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 |
| 9601 | 2008.08.29 21:00 | modify | 1743 | 0.01 | 1.10180 | 0.00000 | 1.10363 | ||
| 9602 | 2008.09.01 00:30 | buy | 1744 | 0.01 | 1.09780 | 0.00000 | 0.00000 | ||
| 9603 | 2008.09.01 00:30 | modify | 1741 | 0.01 | 1.10380 | 0.00000 | 1.10238 | ||
| 9604 | 2008.09.01 00:30 | modify | 1742 | 0.01 | 1.10290 | 0.00000 | 1.10238 | ||
| 9605 | 2008.09.01 00:30 | modify | 1743 | 0.01 | 1.10180 | 0.00000 | 1.10238 | ||
| 9606 | 2008.09.01 00:30 | modify | 1744 | 0.01 | 1.09780 | 0.00000 | 1.10238 | ||
| 9607 | 2008.09.01 01:30 | buy | 1745 | 0.01 | 1.09690 | 0.00000 | 0.00000 | ||
| 9608 | 2008.09.01 01:30 | modify | 1741 | 0.01 | 1.10380 | 0.00000 | 1.10144 | ||
| 9609 | 2008.09.01 01:30 | modify | 1742 | 0.01 | 1.10290 | 0.00000 | 1.10144 | ||
| 9610 | 2008.09.01 01:30 | modify | 1743 | 0.01 | 1.10180 | 0.00000 | 1.10144 | ||
| 9611 | 2008.09.01 01:30 | modify | 1744 | 0.01 | 1.09780 | 0.00000 | 1.10144 | ||
| 9612 | 2008.09.01 01:30 | modify | 1745 | 0.01 | 1.09690 | 0.00000 | 1.10144 | ||
| 9613 | 2008.09.01 03:41 | t/p | 1741 | 0.01 | 1.10144 | 0.00000 | 1.10144 | -2.13 | 51920.09 |
| 9614 | 2008.09.01 03:41 | t/p | 1742 | 0.01 | 1.10144 | 0.00000 | 1.10144 | -1.32 | 51918.77 |
| 9615 | 2008.09.01 03:41 | t/p | 1743 | 0.01 | 1.10144 | 0.00000 | 1.10144 | -0.32 | 51918.44 |
| 9616 | 2008.09.01 03:41 | t/p | 1744 | 0.01 | 1.10144 | 0.00000 | 1.10144 | 3.30 | 51921.74 |
| 9617 | 2008.09.01 03:41 | t/p | 1745 | 0.01 | 1.10144 | 0.00000 | 1.10144 | 4.12 | 51925.86 |
| 9618 | 2008.09.01 11:30 | sell | 1746 | 0.01 | 1.09730 | 0.00000 | 0.00000 | ||
| 9619 | 2008.09.01 11:30 | modify | 1746 | 0.01 | 1.09730 | 0.00000 | 1.09650 | ||
| 9620 | 2008.09.01 12:00 | sell | 1747 | 0.01 | 1.09830 | 0.00000 | 0.00000 | ||
| 9621 | 2008.09.01 12:00 | modify | 1746 | 0.01 | 1.09730 | 0.00000 | 1.09700 | ||
| 9622 | 2008.09.01 12:00 | modify | 1747 | 0.01 | 1.09830 | 0.00000 | 1.09700 | ||
| 9623 | 2008.09.01 12:54 | t/p | 1746 | 0.01 | 1.09700 | 0.00000 | 1.09700 | 0.27 | 51926.13 |
| 9624 | 2008.09.01 12:54 | t/p | 1747 | 0.01 | 1.09700 | 0.00000 | 1.09700 | 1.18 | 51927.31 |
| 9625 | 2008.09.01 13:00 | sell | 1748 | 0.01 | 1.09720 | 0.00000 | 0.00000 | ||
| 9626 | 2008.09.01 13:00 | modify | 1748 | 0.01 | 1.09720 | 0.00000 | 1.09640 | ||
| 9627 | 2008.09.01 13:03 | t/p | 1748 | 0.01 | 1.09640 | 0.00000 | 1.09640 | 0.73 | 51928.04 |
| 9628 | 2008.09.01 13:30 | sell | 1749 | 0.01 | 1.09510 | 0.00000 | 0.00000 | ||
| 9629 | 2008.09.01 13:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.09430 | ||
| 9630 | 2008.09.01 14:00 | sell | 1750 | 0.01 | 1.09880 | 0.00000 | 0.00000 | ||
| 9631 | 2008.09.01 14:00 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.09615 | ||
| 9632 | 2008.09.01 14:00 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.09615 | ||
| 9633 | 2008.09.01 16:30 | sell | 1751 | 0.01 | 1.09970 | 0.00000 | 0.00000 | ||
| 9634 | 2008.09.01 16:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.09707 | ||
| 9635 | 2008.09.01 16:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.09707 | ||
| 9636 | 2008.09.01 16:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.09707 | ||
| 9637 | 2008.09.01 17:00 | sell | 1752 | 0.01 | 1.10090 | 0.00000 | 0.00000 | ||
| 9638 | 2008.09.01 17:00 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.09783 | ||
| 9639 | 2008.09.01 17:00 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.09783 | ||
| 9640 | 2008.09.01 17:00 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.09783 | ||
| 9641 | 2008.09.01 17:00 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.09783 | ||
| 9642 | 2008.09.01 17:30 | sell | 1753 | 0.01 | 1.10290 | 0.00000 | 0.00000 | ||
| 9643 | 2008.09.01 17:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.09868 | ||
| 9644 | 2008.09.01 17:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.09868 | ||
| 9645 | 2008.09.01 17:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.09868 | ||
| 9646 | 2008.09.01 17:30 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.09868 | ||
| 9647 | 2008.09.01 17:30 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.09868 | ||
| 9648 | 2008.09.02 04:00 | buy | 1754 | 0.01 | 1.10300 | 0.00000 | 0.00000 | ||
| 9649 | 2008.09.02 04:00 | modify | 1754 | 0.01 | 1.10300 | 0.00000 | 1.10380 | ||
| 9650 | 2008.09.02 05:00 | buy | 1755 | 0.01 | 1.10220 | 0.00000 | 0.00000 | ||
| 9651 | 2008.09.02 05:00 | modify | 1754 | 0.01 | 1.10300 | 0.00000 | 1.10340 | ||
| 9652 | 2008.09.02 05:00 | modify | 1755 | 0.01 | 1.10220 | 0.00000 | 1.10340 | ||
| 9653 | 2008.09.02 06:04 | t/p | 1754 | 0.01 | 1.10340 | 0.00000 | 1.10340 | 0.36 | 51928.40 |
| 9654 | 2008.09.02 06:04 | t/p | 1755 | 0.01 | 1.10340 | 0.00000 | 1.10340 | 1.09 | 51929.49 |
| 9655 | 2008.09.02 06:30 | buy | 1756 | 0.01 | 1.10360 | 0.00000 | 0.00000 | ||
| 9656 | 2008.09.02 06:30 | modify | 1756 | 0.01 | 1.10360 | 0.00000 | 1.10440 | ||
| 9657 | 2008.09.02 08:30 | buy | 1757 | 0.01 | 1.10210 | 0.00000 | 0.00000 | ||
| 9658 | 2008.09.02 08:30 | modify | 1756 | 0.01 | 1.10360 | 0.00000 | 1.10365 | ||
| 9659 | 2008.09.02 08:30 | modify | 1757 | 0.01 | 1.10210 | 0.00000 | 1.10365 | ||
| 9660 | 2008.09.02 09:16 | t/p | 1756 | 0.01 | 1.10365 | 0.00000 | 1.10365 | 0.05 | 51929.54 |
| 9661 | 2008.09.02 09:16 | t/p | 1757 | 0.01 | 1.10365 | 0.00000 | 1.10365 | 1.40 | 51930.94 |
| 9662 | 2008.09.02 09:30 | buy | 1758 | 0.01 | 1.10410 | 0.00000 | 0.00000 | ||
| 9663 | 2008.09.02 09:30 | sell | 1759 | 0.02 | 1.10400 | 0.00000 | 0.00000 | ||
| 9664 | 2008.09.02 09:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.09997 | ||
| 9665 | 2008.09.02 09:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.09997 | ||
| 9666 | 2008.09.02 09:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.09997 | ||
| 9667 | 2008.09.02 09:30 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.09997 | ||
| 9668 | 2008.09.02 09:30 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.09997 | ||
| 9669 | 2008.09.02 09:30 | modify | 1758 | 0.01 | 1.10410 | 0.00000 | 1.10490 | ||
| 9670 | 2008.09.02 09:30 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.09997 | ||
| 9671 | 2008.09.02 09:37 | t/p | 1758 | 0.01 | 1.10490 | 0.00000 | 1.10490 | 0.72 | 51931.66 |
| 9672 | 2008.09.02 10:00 | buy | 1760 | 0.01 | 1.10720 | 0.00000 | 0.00000 | ||
| 9673 | 2008.09.02 10:00 | sell | 1761 | 0.02 | 1.10710 | 0.00000 | 0.00000 | ||
| 9674 | 2008.09.02 10:00 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10138 | ||
| 9675 | 2008.09.02 10:00 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10138 | ||
| 9676 | 2008.09.02 10:00 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10138 | ||
| 9677 | 2008.09.02 10:00 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10138 | ||
| 9678 | 2008.09.02 10:00 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10138 | ||
| 9679 | 2008.09.02 10:00 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10138 | ||
| 9680 | 2008.09.02 10:00 | modify | 1760 | 0.01 | 1.10720 | 0.00000 | 1.10800 | ||
| 9681 | 2008.09.02 10:00 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10138 | ||
| 9682 | 2008.09.02 10:49 | t/p | 1760 | 0.01 | 1.10800 | 0.00000 | 1.10800 | 0.72 | 51932.38 |
| 9683 | 2008.09.02 11:00 | buy | 1762 | 0.01 | 1.10880 | 0.00000 | 0.00000 | ||
| 9684 | 2008.09.02 11:00 | sell | 1763 | 0.02 | 1.10870 | 0.00000 | 0.00000 | ||
| 9685 | 2008.09.02 11:00 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10256 | ||
| 9686 | 2008.09.02 11:00 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10256 | ||
| 9687 | 2008.09.02 11:00 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10256 | ||
| 9688 | 2008.09.02 11:00 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10256 | ||
| 9689 | 2008.09.02 11:00 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10256 | ||
| 9690 | 2008.09.02 11:00 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10256 | ||
| 9691 | 2008.09.02 11:00 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10256 | ||
| 9692 | 2008.09.02 11:00 | modify | 1762 | 0.01 | 1.10880 | 0.00000 | 1.10960 | ||
| 9693 | 2008.09.02 11:00 | modify | 1763 | 0.02 | 1.10870 | 0.00000 | 1.10256 | ||
| 9694 | 2008.09.02 11:10 | t/p | 1762 | 0.01 | 1.10960 | 0.00000 | 1.10960 | 0.72 | 51933.10 |
| 9695 | 2008.09.02 11:30 | buy | 1764 | 0.01 | 1.11060 | 0.00000 | 0.00000 | ||
| 9696 | 2008.09.02 11:30 | sell | 1765 | 0.02 | 1.11050 | 0.00000 | 0.00000 | ||
| 9697 | 2008.09.02 11:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10366 | ||
| 9698 | 2008.09.02 11:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10366 | ||
| 9699 | 2008.09.02 11:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10366 | ||
| 9700 | 2008.09.02 11:30 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10366 | ||
| 9701 | 2008.09.02 11:30 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10366 | ||
| 9702 | 2008.09.02 11:30 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10366 | ||
| 9703 | 2008.09.02 11:30 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10366 | ||
| 9704 | 2008.09.02 11:30 | modify | 1763 | 0.02 | 1.10870 | 0.00000 | 1.10366 | ||
| 9705 | 2008.09.02 11:30 | modify | 1764 | 0.01 | 1.11060 | 0.00000 | 1.11140 | ||
| 9706 | 2008.09.02 11:30 | modify | 1765 | 0.02 | 1.11050 | 0.00000 | 1.10366 | ||
| 9707 | 2008.09.02 12:18 | t/p | 1764 | 0.01 | 1.11140 | 0.00000 | 1.11140 | 0.72 | 51933.82 |
| 9708 | 2008.09.02 12:30 | buy | 1766 | 0.01 | 1.11190 | 0.00000 | 0.00000 | ||
| 9709 | 2008.09.02 12:30 | sell | 1767 | 0.02 | 1.11180 | 0.00000 | 0.00000 | ||
| 9710 | 2008.09.02 12:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10464 | ||
| 9711 | 2008.09.02 12:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10464 | ||
| 9712 | 2008.09.02 12:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10464 | ||
| 9713 | 2008.09.02 12:30 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10464 | ||
| 9714 | 2008.09.02 12:30 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10464 | ||
| 9715 | 2008.09.02 12:30 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10464 | ||
| 9716 | 2008.09.02 12:30 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10464 | ||
| 9717 | 2008.09.02 12:30 | modify | 1763 | 0.02 | 1.10870 | 0.00000 | 1.10464 | ||
| 9718 | 2008.09.02 12:30 | modify | 1765 | 0.02 | 1.11050 | 0.00000 | 1.10464 | ||
| 9719 | 2008.09.02 12:30 | modify | 1766 | 0.01 | 1.11190 | 0.00000 | 1.11270 | ||
| 9720 | 2008.09.02 12:30 | modify | 1767 | 0.02 | 1.11180 | 0.00000 | 1.10464 | ||
| 9721 | 2008.09.02 12:30 | t/p | 1766 | 0.01 | 1.11270 | 0.00000 | 1.11270 | 0.72 | 51934.54 |
| 9722 | 2008.09.03 03:00 | buy | 1768 | 0.01 | 1.10810 | 0.00000 | 0.00000 | ||
| 9723 | 2008.09.03 03:00 | modify | 1768 | 0.01 | 1.10810 | 0.00000 | 1.10890 | ||
| 9724 | 2008.09.03 03:30 | buy | 1769 | 0.01 | 1.10690 | 0.00000 | 0.00000 | ||
| 9725 | 2008.09.03 03:30 | modify | 1768 | 0.01 | 1.10810 | 0.00000 | 1.10830 | ||
| 9726 | 2008.09.03 03:30 | modify | 1769 | 0.01 | 1.10690 | 0.00000 | 1.10830 | ||
| 9727 | 2008.09.03 04:13 | t/p | 1768 | 0.01 | 1.10830 | 0.00000 | 1.10830 | 0.18 | 51934.72 |
| 9728 | 2008.09.03 04:13 | t/p | 1769 | 0.01 | 1.10830 | 0.00000 | 1.10830 | 1.26 | 51935.98 |
| 9729 | 2008.09.03 04:30 | buy | 1770 | 0.01 | 1.10760 | 0.00000 | 0.00000 | ||
| 9730 | 2008.09.03 04:30 | modify | 1770 | 0.01 | 1.10760 | 0.00000 | 1.10840 | ||
| 9731 | 2008.09.03 04:30 | t/p | 1770 | 0.01 | 1.10840 | 0.00000 | 1.10840 | 0.72 | 51936.70 |
| 9732 | 2008.09.03 06:00 | buy | 1771 | 0.01 | 1.10820 | 0.00000 | 0.00000 | ||
| 9733 | 2008.09.03 06:00 | modify | 1771 | 0.01 | 1.10820 | 0.00000 | 1.10900 | ||
| 9734 | 2008.09.03 07:04 | t/p | 1771 | 0.01 | 1.10900 | 0.00000 | 1.10900 | 0.72 | 51937.42 |
| 9735 | 2008.09.03 07:30 | buy | 1772 | 0.01 | 1.11240 | 0.00000 | 0.00000 | ||
| 9736 | 2008.09.03 07:30 | modify | 1772 | 0.01 | 1.11240 | 0.00000 | 1.11320 | ||
| 9737 | 2008.09.03 07:34 | t/p | 1772 | 0.01 | 1.11320 | 0.00000 | 1.11320 | 0.71 | 51938.13 |
| 9738 | 2008.09.03 08:00 | buy | 1773 | 0.01 | 1.11270 | 0.00000 | 0.00000 | ||
| 9739 | 2008.09.03 08:00 | modify | 1773 | 0.01 | 1.11270 | 0.00000 | 1.11350 | ||
| 9740 | 2008.09.03 08:09 | t/p | 1773 | 0.01 | 1.11350 | 0.00000 | 1.11350 | 0.72 | 51938.85 |
| 9741 | 2008.09.03 09:00 | buy | 1774 | 0.01 | 1.11220 | 0.00000 | 0.00000 | ||
| 9742 | 2008.09.03 09:00 | modify | 1774 | 0.01 | 1.11220 | 0.00000 | 1.11300 | ||
| 9743 | 2008.09.03 09:30 | buy | 1775 | 0.01 | 1.11090 | 0.00000 | 0.00000 | ||
| 9744 | 2008.09.03 09:30 | modify | 1774 | 0.01 | 1.11220 | 0.00000 | 1.11235 | ||
| 9745 | 2008.09.03 09:30 | modify | 1775 | 0.01 | 1.11090 | 0.00000 | 1.11235 | ||
| 9746 | 2008.09.03 10:21 | t/p | 1774 | 0.01 | 1.11235 | 0.00000 | 1.11235 | 0.13 | 51938.98 |
| 9747 | 2008.09.03 10:21 | t/p | 1775 | 0.01 | 1.11235 | 0.00000 | 1.11235 | 1.30 | 51940.28 |
| 9748 | 2008.09.03 10:30 | sell | 1776 | 0.03 | 1.11310 | 0.00000 | 0.00000 | ||
| 9749 | 2008.09.03 10:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10592 | ||
| 9750 | 2008.09.03 10:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10592 | ||