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 |
| 9751 | 2008.09.03 10:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10592 | ||
| 9752 | 2008.09.03 10:30 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10592 | ||
| 9753 | 2008.09.03 10:30 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10592 | ||
| 9754 | 2008.09.03 10:30 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10592 | ||
| 9755 | 2008.09.03 10:30 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10592 | ||
| 9756 | 2008.09.03 10:30 | modify | 1763 | 0.02 | 1.10870 | 0.00000 | 1.10592 | ||
| 9757 | 2008.09.03 10:30 | modify | 1765 | 0.02 | 1.11050 | 0.00000 | 1.10592 | ||
| 9758 | 2008.09.03 10:30 | modify | 1767 | 0.02 | 1.11180 | 0.00000 | 1.10592 | ||
| 9759 | 2008.09.03 10:30 | modify | 1776 | 0.03 | 1.11310 | 0.00000 | 1.10592 | ||
| 9760 | 2008.09.03 11:00 | buy | 1777 | 0.01 | 1.11460 | 0.00000 | 0.00000 | ||
| 9761 | 2008.09.03 11:00 | sell | 1778 | 0.03 | 1.11450 | 0.00000 | 0.00000 | ||
| 9762 | 2008.09.03 11:00 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10703 | ||
| 9763 | 2008.09.03 11:00 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10703 | ||
| 9764 | 2008.09.03 11:00 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10703 | ||
| 9765 | 2008.09.03 11:00 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10703 | ||
| 9766 | 2008.09.03 11:00 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10703 | ||
| 9767 | 2008.09.03 11:00 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10703 | ||
| 9768 | 2008.09.03 11:00 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10703 | ||
| 9769 | 2008.09.03 11:00 | modify | 1763 | 0.02 | 1.10870 | 0.00000 | 1.10703 | ||
| 9770 | 2008.09.03 11:00 | modify | 1765 | 0.02 | 1.11050 | 0.00000 | 1.10703 | ||
| 9771 | 2008.09.03 11:00 | modify | 1767 | 0.02 | 1.11180 | 0.00000 | 1.10703 | ||
| 9772 | 2008.09.03 11:00 | modify | 1776 | 0.03 | 1.11310 | 0.00000 | 1.10703 | ||
| 9773 | 2008.09.03 11:00 | modify | 1777 | 0.01 | 1.11460 | 0.00000 | 1.11540 | ||
| 9774 | 2008.09.03 11:00 | modify | 1778 | 0.03 | 1.11450 | 0.00000 | 1.10703 | ||
| 9775 | 2008.09.03 11:09 | t/p | 1777 | 0.01 | 1.11540 | 0.00000 | 1.11540 | 0.72 | 51941.00 |
| 9776 | 2008.09.03 11:30 | buy | 1779 | 0.01 | 1.11570 | 0.00000 | 0.00000 | ||
| 9777 | 2008.09.03 11:30 | sell | 1780 | 0.03 | 1.11560 | 0.00000 | 0.00000 | ||
| 9778 | 2008.09.03 11:30 | modify | 1749 | 0.01 | 1.09510 | 0.00000 | 1.10800 | ||
| 9779 | 2008.09.03 11:30 | modify | 1750 | 0.01 | 1.09880 | 0.00000 | 1.10800 | ||
| 9780 | 2008.09.03 11:30 | modify | 1751 | 0.01 | 1.09970 | 0.00000 | 1.10800 | ||
| 9781 | 2008.09.03 11:30 | modify | 1752 | 0.01 | 1.10090 | 0.00000 | 1.10800 | ||
| 9782 | 2008.09.03 11:30 | modify | 1753 | 0.01 | 1.10290 | 0.00000 | 1.10800 | ||
| 9783 | 2008.09.03 11:30 | modify | 1759 | 0.02 | 1.10400 | 0.00000 | 1.10800 | ||
| 9784 | 2008.09.03 11:30 | modify | 1761 | 0.02 | 1.10710 | 0.00000 | 1.10800 | ||
| 9785 | 2008.09.03 11:30 | modify | 1763 | 0.02 | 1.10870 | 0.00000 | 1.10800 | ||
| 9786 | 2008.09.03 11:30 | modify | 1765 | 0.02 | 1.11050 | 0.00000 | 1.10800 | ||
| 9787 | 2008.09.03 11:30 | modify | 1767 | 0.02 | 1.11180 | 0.00000 | 1.10800 | ||
| 9788 | 2008.09.03 11:30 | modify | 1776 | 0.03 | 1.11310 | 0.00000 | 1.10800 | ||
| 9789 | 2008.09.03 11:30 | modify | 1778 | 0.03 | 1.11450 | 0.00000 | 1.10800 | ||
| 9790 | 2008.09.03 11:30 | modify | 1779 | 0.01 | 1.11570 | 0.00000 | 1.11650 | ||
| 9791 | 2008.09.03 11:30 | modify | 1780 | 0.03 | 1.11560 | 0.00000 | 1.10800 | ||
| 9792 | 2008.09.03 12:00 | buy | 1781 | 0.01 | 1.11380 | 0.00000 | 0.00000 | ||
| 9793 | 2008.09.03 12:00 | modify | 1779 | 0.01 | 1.11570 | 0.00000 | 1.11555 | ||
| 9794 | 2008.09.03 12:00 | modify | 1781 | 0.01 | 1.11380 | 0.00000 | 1.11555 | ||
| 9795 | 2008.09.03 12:03 | t/p | 1779 | 0.01 | 1.11555 | 0.00000 | 1.11555 | -0.13 | 51940.87 |
| 9796 | 2008.09.03 12:03 | t/p | 1781 | 0.01 | 1.11555 | 0.00000 | 1.11555 | 1.57 | 51942.44 |
| 9797 | 2008.09.03 12:30 | buy | 1782 | 0.01 | 1.11590 | 0.00000 | 0.00000 | ||
| 9798 | 2008.09.03 12:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11670 | ||
| 9799 | 2008.09.03 13:00 | buy | 1783 | 0.01 | 1.11490 | 0.00000 | 0.00000 | ||
| 9800 | 2008.09.03 13:00 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11620 | ||
| 9801 | 2008.09.03 13:00 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11620 | ||
| 9802 | 2008.09.03 14:00 | buy | 1784 | 0.01 | 1.11400 | 0.00000 | 0.00000 | ||
| 9803 | 2008.09.03 14:00 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11573 | ||
| 9804 | 2008.09.03 14:00 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11573 | ||
| 9805 | 2008.09.03 14:00 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11573 | ||
| 9806 | 2008.09.03 14:30 | buy | 1785 | 0.01 | 1.11260 | 0.00000 | 0.00000 | ||
| 9807 | 2008.09.03 14:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11515 | ||
| 9808 | 2008.09.03 14:30 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11515 | ||
| 9809 | 2008.09.03 14:30 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11515 | ||
| 9810 | 2008.09.03 14:30 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.11515 | ||
| 9811 | 2008.09.03 15:30 | buy | 1786 | 0.01 | 1.11120 | 0.00000 | 0.00000 | ||
| 9812 | 2008.09.03 15:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11452 | ||
| 9813 | 2008.09.03 15:30 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11452 | ||
| 9814 | 2008.09.03 15:30 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11452 | ||
| 9815 | 2008.09.03 15:30 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.11452 | ||
| 9816 | 2008.09.03 15:30 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.11452 | ||
| 9817 | 2008.09.03 16:30 | buy | 1787 | 0.02 | 1.11050 | 0.00000 | 0.00000 | ||
| 9818 | 2008.09.03 16:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11360 | ||
| 9819 | 2008.09.03 16:30 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11360 | ||
| 9820 | 2008.09.03 16:30 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11360 | ||
| 9821 | 2008.09.03 16:30 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.11360 | ||
| 9822 | 2008.09.03 16:30 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.11360 | ||
| 9823 | 2008.09.03 16:30 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.11360 | ||
| 9824 | 2008.09.03 17:30 | buy | 1788 | 0.02 | 1.10910 | 0.00000 | 0.00000 | ||
| 9825 | 2008.09.03 17:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11278 | ||
| 9826 | 2008.09.03 17:30 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11278 | ||
| 9827 | 2008.09.03 17:30 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11278 | ||
| 9828 | 2008.09.03 17:30 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.11278 | ||
| 9829 | 2008.09.03 17:30 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.11278 | ||
| 9830 | 2008.09.03 17:30 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.11278 | ||
| 9831 | 2008.09.03 17:30 | modify | 1788 | 0.02 | 1.10910 | 0.00000 | 1.11278 | ||
| 9832 | 2008.09.03 18:42 | t/p | 1749 | 0.01 | 1.10800 | 0.00000 | 1.10800 | -11.70 | 51930.74 |
| 9833 | 2008.09.03 18:42 | t/p | 1750 | 0.01 | 1.10800 | 0.00000 | 1.10800 | -8.36 | 51922.38 |
| 9834 | 2008.09.03 18:42 | t/p | 1751 | 0.01 | 1.10800 | 0.00000 | 1.10800 | -7.55 | 51914.82 |
| 9835 | 2008.09.03 18:42 | t/p | 1752 | 0.01 | 1.10800 | 0.00000 | 1.10800 | -6.47 | 51908.35 |
| 9836 | 2008.09.03 18:42 | t/p | 1753 | 0.01 | 1.10800 | 0.00000 | 1.10800 | -4.66 | 51903.69 |
| 9837 | 2008.09.03 18:42 | t/p | 1759 | 0.02 | 1.10800 | 0.00000 | 1.10800 | -7.28 | 51896.40 |
| 9838 | 2008.09.03 18:42 | t/p | 1761 | 0.02 | 1.10800 | 0.00000 | 1.10800 | -1.69 | 51894.71 |
| 9839 | 2008.09.03 18:42 | t/p | 1763 | 0.02 | 1.10800 | 0.00000 | 1.10800 | 1.20 | 51895.91 |
| 9840 | 2008.09.03 18:42 | t/p | 1765 | 0.02 | 1.10800 | 0.00000 | 1.10800 | 4.45 | 51900.35 |
| 9841 | 2008.09.03 18:42 | t/p | 1767 | 0.02 | 1.10800 | 0.00000 | 1.10800 | 6.80 | 51907.15 |
| 9842 | 2008.09.03 18:42 | t/p | 1776 | 0.03 | 1.10800 | 0.00000 | 1.10800 | 13.81 | 51920.96 |
| 9843 | 2008.09.03 18:42 | t/p | 1778 | 0.03 | 1.10800 | 0.00000 | 1.10800 | 17.60 | 51938.56 |
| 9844 | 2008.09.03 18:42 | t/p | 1780 | 0.03 | 1.10800 | 0.00000 | 1.10800 | 20.57 | 51959.13 |
| 9845 | 2008.09.03 19:00 | buy | 1789 | 0.02 | 1.10560 | 0.00000 | 0.00000 | ||
| 9846 | 2008.09.03 19:00 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11162 | ||
| 9847 | 2008.09.03 19:00 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11162 | ||
| 9848 | 2008.09.03 19:00 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11162 | ||
| 9849 | 2008.09.03 19:00 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.11162 | ||
| 9850 | 2008.09.03 19:00 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.11162 | ||
| 9851 | 2008.09.03 19:00 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.11162 | ||
| 9852 | 2008.09.03 19:00 | modify | 1788 | 0.02 | 1.10910 | 0.00000 | 1.11162 | ||
| 9853 | 2008.09.03 19:00 | modify | 1789 | 0.02 | 1.10560 | 0.00000 | 1.11162 | ||
| 9854 | 2008.09.03 23:00 | buy | 1790 | 0.02 | 1.10480 | 0.00000 | 0.00000 | ||
| 9855 | 2008.09.03 23:00 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.11069 | ||
| 9856 | 2008.09.03 23:00 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.11069 | ||
| 9857 | 2008.09.03 23:00 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.11069 | ||
| 9858 | 2008.09.03 23:00 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.11069 | ||
| 9859 | 2008.09.03 23:00 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.11069 | ||
| 9860 | 2008.09.03 23:00 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.11069 | ||
| 9861 | 2008.09.03 23:00 | modify | 1788 | 0.02 | 1.10910 | 0.00000 | 1.11069 | ||
| 9862 | 2008.09.03 23:00 | modify | 1789 | 0.02 | 1.10560 | 0.00000 | 1.11069 | ||
| 9863 | 2008.09.03 23:00 | modify | 1790 | 0.02 | 1.10480 | 0.00000 | 1.11069 | ||
| 9864 | 2008.09.04 07:00 | buy | 1791 | 0.02 | 1.10370 | 0.00000 | 0.00000 | ||
| 9865 | 2008.09.04 07:00 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.10987 | ||
| 9866 | 2008.09.04 07:00 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.10987 | ||
| 9867 | 2008.09.04 07:00 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.10987 | ||
| 9868 | 2008.09.04 07:00 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.10987 | ||
| 9869 | 2008.09.04 07:00 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.10987 | ||
| 9870 | 2008.09.04 07:00 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.10987 | ||
| 9871 | 2008.09.04 07:00 | modify | 1788 | 0.02 | 1.10910 | 0.00000 | 1.10987 | ||
| 9872 | 2008.09.04 07:00 | modify | 1789 | 0.02 | 1.10560 | 0.00000 | 1.10987 | ||
| 9873 | 2008.09.04 07:00 | modify | 1790 | 0.02 | 1.10480 | 0.00000 | 1.10987 | ||
| 9874 | 2008.09.04 07:00 | modify | 1791 | 0.02 | 1.10370 | 0.00000 | 1.10987 | ||
| 9875 | 2008.09.04 07:30 | sell | 1792 | 0.01 | 1.10340 | 0.00000 | 0.00000 | ||
| 9876 | 2008.09.04 07:30 | modify | 1792 | 0.01 | 1.10340 | 0.00000 | 1.10260 | ||
| 9877 | 2008.09.04 08:00 | sell | 1793 | 0.01 | 1.10540 | 0.00000 | 0.00000 | ||
| 9878 | 2008.09.04 08:00 | modify | 1792 | 0.01 | 1.10340 | 0.00000 | 1.10360 | ||
| 9879 | 2008.09.04 08:00 | modify | 1793 | 0.01 | 1.10540 | 0.00000 | 1.10360 | ||
| 9880 | 2008.09.04 09:13 | t/p | 1792 | 0.01 | 1.10360 | 0.00000 | 1.10360 | -0.18 | 51958.95 |
| 9881 | 2008.09.04 09:13 | t/p | 1793 | 0.01 | 1.10360 | 0.00000 | 1.10360 | 1.63 | 51960.58 |
| 9882 | 2008.09.04 09:30 | buy | 1794 | 0.03 | 1.10280 | 0.00000 | 0.00000 | ||
| 9883 | 2008.09.04 09:30 | sell | 1795 | 0.01 | 1.10270 | 0.00000 | 0.00000 | ||
| 9884 | 2008.09.04 09:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.10882 | ||
| 9885 | 2008.09.04 09:30 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.10882 | ||
| 9886 | 2008.09.04 09:30 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.10882 | ||
| 9887 | 2008.09.04 09:30 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.10882 | ||
| 9888 | 2008.09.04 09:30 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.10882 | ||
| 9889 | 2008.09.04 09:30 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.10882 | ||
| 9890 | 2008.09.04 09:30 | modify | 1788 | 0.02 | 1.10910 | 0.00000 | 1.10882 | ||
| 9891 | 2008.09.04 09:30 | modify | 1789 | 0.02 | 1.10560 | 0.00000 | 1.10882 | ||
| 9892 | 2008.09.04 09:30 | modify | 1790 | 0.02 | 1.10480 | 0.00000 | 1.10882 | ||
| 9893 | 2008.09.04 09:30 | modify | 1791 | 0.02 | 1.10370 | 0.00000 | 1.10882 | ||
| 9894 | 2008.09.04 09:30 | modify | 1794 | 0.03 | 1.10280 | 0.00000 | 1.10882 | ||
| 9895 | 2008.09.04 09:30 | modify | 1795 | 0.01 | 1.10270 | 0.00000 | 1.10190 | ||
| 9896 | 2008.09.04 10:09 | t/p | 1795 | 0.01 | 1.10190 | 0.00000 | 1.10190 | 0.72 | 51961.30 |
| 9897 | 2008.09.04 10:30 | buy | 1796 | 0.03 | 1.10160 | 0.00000 | 0.00000 | ||
| 9898 | 2008.09.04 10:30 | sell | 1797 | 0.01 | 1.10150 | 0.00000 | 0.00000 | ||
| 9899 | 2008.09.04 10:30 | modify | 1782 | 0.01 | 1.11590 | 0.00000 | 1.10790 | ||
| 9900 | 2008.09.04 10:30 | modify | 1783 | 0.01 | 1.11490 | 0.00000 | 1.10790 | ||