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 |
| 9901 | 2008.09.04 10:30 | modify | 1784 | 0.01 | 1.11400 | 0.00000 | 1.10790 | ||
| 9902 | 2008.09.04 10:30 | modify | 1785 | 0.01 | 1.11260 | 0.00000 | 1.10790 | ||
| 9903 | 2008.09.04 10:30 | modify | 1786 | 0.01 | 1.11120 | 0.00000 | 1.10790 | ||
| 9904 | 2008.09.04 10:30 | modify | 1787 | 0.02 | 1.11050 | 0.00000 | 1.10790 | ||
| 9905 | 2008.09.04 10:30 | modify | 1788 | 0.02 | 1.10910 | 0.00000 | 1.10790 | ||
| 9906 | 2008.09.04 10:30 | modify | 1789 | 0.02 | 1.10560 | 0.00000 | 1.10790 | ||
| 9907 | 2008.09.04 10:30 | modify | 1790 | 0.02 | 1.10480 | 0.00000 | 1.10790 | ||
| 9908 | 2008.09.04 10:30 | modify | 1791 | 0.02 | 1.10370 | 0.00000 | 1.10790 | ||
| 9909 | 2008.09.04 10:30 | modify | 1794 | 0.03 | 1.10280 | 0.00000 | 1.10790 | ||
| 9910 | 2008.09.04 10:30 | modify | 1796 | 0.03 | 1.10160 | 0.00000 | 1.10790 | ||
| 9911 | 2008.09.04 10:30 | modify | 1797 | 0.01 | 1.10150 | 0.00000 | 1.10070 | ||
| 9912 | 2008.09.04 11:30 | sell | 1798 | 0.01 | 1.10390 | 0.00000 | 0.00000 | ||
| 9913 | 2008.09.04 11:30 | modify | 1797 | 0.01 | 1.10150 | 0.00000 | 1.10190 | ||
| 9914 | 2008.09.04 11:30 | modify | 1798 | 0.01 | 1.10390 | 0.00000 | 1.10190 | ||
| 9915 | 2008.09.04 13:30 | sell | 1799 | 0.01 | 1.10590 | 0.00000 | 0.00000 | ||
| 9916 | 2008.09.04 13:30 | modify | 1797 | 0.01 | 1.10150 | 0.00000 | 1.10297 | ||
| 9917 | 2008.09.04 13:30 | modify | 1798 | 0.01 | 1.10390 | 0.00000 | 1.10297 | ||
| 9918 | 2008.09.04 13:30 | modify | 1799 | 0.01 | 1.10590 | 0.00000 | 1.10297 | ||
| 9919 | 2008.09.04 13:43 | t/p | 1782 | 0.01 | 1.10790 | 0.00000 | 1.10790 | -7.20 | 51954.10 |
| 9920 | 2008.09.04 13:43 | t/p | 1783 | 0.01 | 1.10790 | 0.00000 | 1.10790 | -6.30 | 51947.79 |
| 9921 | 2008.09.04 13:43 | t/p | 1784 | 0.01 | 1.10790 | 0.00000 | 1.10790 | -5.49 | 51942.30 |
| 9922 | 2008.09.04 13:43 | t/p | 1785 | 0.01 | 1.10790 | 0.00000 | 1.10790 | -4.22 | 51938.08 |
| 9923 | 2008.09.04 13:43 | t/p | 1786 | 0.01 | 1.10790 | 0.00000 | 1.10790 | -2.96 | 51935.11 |
| 9924 | 2008.09.04 13:43 | t/p | 1787 | 0.02 | 1.10790 | 0.00000 | 1.10790 | -4.66 | 51930.46 |
| 9925 | 2008.09.04 13:43 | t/p | 1788 | 0.02 | 1.10790 | 0.00000 | 1.10790 | -2.14 | 51928.32 |
| 9926 | 2008.09.04 13:43 | t/p | 1789 | 0.02 | 1.10790 | 0.00000 | 1.10790 | 4.18 | 51932.50 |
| 9927 | 2008.09.04 13:43 | t/p | 1790 | 0.02 | 1.10790 | 0.00000 | 1.10790 | 5.63 | 51938.14 |
| 9928 | 2008.09.04 13:43 | t/p | 1791 | 0.02 | 1.10790 | 0.00000 | 1.10790 | 7.58 | 51945.72 |
| 9929 | 2008.09.04 13:43 | t/p | 1794 | 0.03 | 1.10790 | 0.00000 | 1.10790 | 13.81 | 51959.53 |
| 9930 | 2008.09.04 13:43 | t/p | 1796 | 0.03 | 1.10790 | 0.00000 | 1.10790 | 17.06 | 51976.59 |
| 9931 | 2008.09.04 14:00 | buy | 1800 | 0.01 | 1.10780 | 0.00000 | 0.00000 | ||
| 9932 | 2008.09.04 14:00 | sell | 1801 | 0.01 | 1.10770 | 0.00000 | 0.00000 | ||
| 9933 | 2008.09.04 14:00 | modify | 1797 | 0.01 | 1.10150 | 0.00000 | 1.10395 | ||
| 9934 | 2008.09.04 14:00 | modify | 1798 | 0.01 | 1.10390 | 0.00000 | 1.10395 | ||
| 9935 | 2008.09.04 14:00 | modify | 1799 | 0.01 | 1.10590 | 0.00000 | 1.10395 | ||
| 9936 | 2008.09.04 14:00 | modify | 1800 | 0.01 | 1.10780 | 0.00000 | 1.10860 | ||
| 9937 | 2008.09.04 14:00 | modify | 1801 | 0.01 | 1.10770 | 0.00000 | 1.10395 | ||
| 9938 | 2008.09.04 14:11 | t/p | 1800 | 0.01 | 1.10860 | 0.00000 | 1.10860 | 0.72 | 51977.31 |
| 9939 | 2008.09.04 14:30 | buy | 1802 | 0.01 | 1.10950 | 0.00000 | 0.00000 | ||
| 9940 | 2008.09.04 14:30 | sell | 1803 | 0.01 | 1.10940 | 0.00000 | 0.00000 | ||
| 9941 | 2008.09.04 14:30 | modify | 1797 | 0.01 | 1.10150 | 0.00000 | 1.10488 | ||
| 9942 | 2008.09.04 14:30 | modify | 1798 | 0.01 | 1.10390 | 0.00000 | 1.10488 | ||
| 9943 | 2008.09.04 14:30 | modify | 1799 | 0.01 | 1.10590 | 0.00000 | 1.10488 | ||
| 9944 | 2008.09.04 14:30 | modify | 1801 | 0.01 | 1.10770 | 0.00000 | 1.10488 | ||
| 9945 | 2008.09.04 14:30 | modify | 1802 | 0.01 | 1.10950 | 0.00000 | 1.11030 | ||
| 9946 | 2008.09.04 14:30 | modify | 1803 | 0.01 | 1.10940 | 0.00000 | 1.10488 | ||
| 9947 | 2008.09.04 15:00 | buy | 1804 | 0.01 | 1.10770 | 0.00000 | 0.00000 | ||
| 9948 | 2008.09.04 15:00 | modify | 1802 | 0.01 | 1.10950 | 0.00000 | 1.10940 | ||
| 9949 | 2008.09.04 15:00 | modify | 1804 | 0.01 | 1.10770 | 0.00000 | 1.10940 | ||
| 9950 | 2008.09.04 15:36 | t/p | 1802 | 0.01 | 1.10940 | 0.00000 | 1.10940 | -0.09 | 51977.22 |
| 9951 | 2008.09.04 15:36 | t/p | 1804 | 0.01 | 1.10940 | 0.00000 | 1.10940 | 1.53 | 51978.75 |
| 9952 | 2008.09.04 16:29 | t/p | 1797 | 0.01 | 1.10488 | 0.00000 | 1.10488 | -3.06 | 51975.69 |
| 9953 | 2008.09.04 16:29 | t/p | 1798 | 0.01 | 1.10488 | 0.00000 | 1.10488 | -0.89 | 51974.80 |
| 9954 | 2008.09.04 16:29 | t/p | 1799 | 0.01 | 1.10488 | 0.00000 | 1.10488 | 0.92 | 51975.72 |
| 9955 | 2008.09.04 16:29 | t/p | 1801 | 0.01 | 1.10488 | 0.00000 | 1.10488 | 2.55 | 51978.27 |
| 9956 | 2008.09.04 16:29 | t/p | 1803 | 0.01 | 1.10488 | 0.00000 | 1.10488 | 4.09 | 51982.36 |
| 9957 | 2008.09.04 17:30 | buy | 1805 | 0.01 | 1.11210 | 0.00000 | 0.00000 | ||
| 9958 | 2008.09.04 17:30 | modify | 1805 | 0.01 | 1.11210 | 0.00000 | 1.11290 | ||
| 9959 | 2008.09.04 18:00 | buy | 1806 | 0.01 | 1.11110 | 0.00000 | 0.00000 | ||
| 9960 | 2008.09.04 18:00 | modify | 1805 | 0.01 | 1.11210 | 0.00000 | 1.11240 | ||
| 9961 | 2008.09.04 18:00 | modify | 1806 | 0.01 | 1.11110 | 0.00000 | 1.11240 | ||
| 9962 | 2008.09.04 18:18 | t/p | 1805 | 0.01 | 1.11240 | 0.00000 | 1.11240 | 0.27 | 51982.63 |
| 9963 | 2008.09.04 18:18 | t/p | 1806 | 0.01 | 1.11240 | 0.00000 | 1.11240 | 1.17 | 51983.80 |
| 9964 | 2008.09.04 18:30 | buy | 1807 | 0.01 | 1.11120 | 0.00000 | 0.00000 | ||
| 9965 | 2008.09.04 18:30 | modify | 1807 | 0.01 | 1.11120 | 0.00000 | 1.11200 | ||
| 9966 | 2008.09.04 19:00 | buy | 1808 | 0.01 | 1.10950 | 0.00000 | 0.00000 | ||
| 9967 | 2008.09.04 19:00 | modify | 1807 | 0.01 | 1.11120 | 0.00000 | 1.11115 | ||
| 9968 | 2008.09.04 19:00 | modify | 1808 | 0.01 | 1.10950 | 0.00000 | 1.11115 | ||
| 9969 | 2008.09.04 20:00 | buy | 1809 | 0.01 | 1.10740 | 0.00000 | 0.00000 | ||
| 9970 | 2008.09.04 20:00 | modify | 1807 | 0.01 | 1.11120 | 0.00000 | 1.11017 | ||
| 9971 | 2008.09.04 20:00 | modify | 1808 | 0.01 | 1.10950 | 0.00000 | 1.11017 | ||
| 9972 | 2008.09.04 20:00 | modify | 1809 | 0.01 | 1.10740 | 0.00000 | 1.11017 | ||
| 9973 | 2008.09.04 20:30 | buy | 1810 | 0.01 | 1.10610 | 0.00000 | 0.00000 | ||
| 9974 | 2008.09.04 20:30 | modify | 1807 | 0.01 | 1.11120 | 0.00000 | 1.10935 | ||
| 9975 | 2008.09.04 20:30 | modify | 1808 | 0.01 | 1.10950 | 0.00000 | 1.10935 | ||
| 9976 | 2008.09.04 20:30 | modify | 1809 | 0.01 | 1.10740 | 0.00000 | 1.10935 | ||
| 9977 | 2008.09.04 20:30 | modify | 1810 | 0.01 | 1.10610 | 0.00000 | 1.10935 | ||
| 9978 | 2008.09.04 22:10 | t/p | 1807 | 0.01 | 1.10935 | 0.00000 | 1.10935 | -1.67 | 51982.13 |
| 9979 | 2008.09.04 22:10 | t/p | 1808 | 0.01 | 1.10935 | 0.00000 | 1.10935 | -0.14 | 51981.99 |
| 9980 | 2008.09.04 22:10 | t/p | 1809 | 0.01 | 1.10935 | 0.00000 | 1.10935 | 1.76 | 51983.75 |
| 9981 | 2008.09.04 22:10 | t/p | 1810 | 0.01 | 1.10935 | 0.00000 | 1.10935 | 2.93 | 51986.68 |
| 9982 | 2008.09.05 00:30 | buy | 1811 | 0.01 | 1.11440 | 0.00000 | 0.00000 | ||
| 9983 | 2008.09.05 00:30 | modify | 1811 | 0.01 | 1.11440 | 0.00000 | 1.11520 | ||
| 9984 | 2008.09.05 01:00 | buy | 1812 | 0.01 | 1.11330 | 0.00000 | 0.00000 | ||
| 9985 | 2008.09.05 01:00 | modify | 1811 | 0.01 | 1.11440 | 0.00000 | 1.11465 | ||
| 9986 | 2008.09.05 01:00 | modify | 1812 | 0.01 | 1.11330 | 0.00000 | 1.11465 | ||
| 9987 | 2008.09.05 02:00 | buy | 1813 | 0.01 | 1.11150 | 0.00000 | 0.00000 | ||
| 9988 | 2008.09.05 02:00 | modify | 1811 | 0.01 | 1.11440 | 0.00000 | 1.11387 | ||
| 9989 | 2008.09.05 02:00 | modify | 1812 | 0.01 | 1.11330 | 0.00000 | 1.11387 | ||
| 9990 | 2008.09.05 02:00 | modify | 1813 | 0.01 | 1.11150 | 0.00000 | 1.11387 | ||
| 9991 | 2008.09.05 02:30 | buy | 1814 | 0.01 | 1.11070 | 0.00000 | 0.00000 | ||
| 9992 | 2008.09.05 02:30 | modify | 1811 | 0.01 | 1.11440 | 0.00000 | 1.11328 | ||
| 9993 | 2008.09.05 02:30 | modify | 1812 | 0.01 | 1.11330 | 0.00000 | 1.11328 | ||
| 9994 | 2008.09.05 02:30 | modify | 1813 | 0.01 | 1.11150 | 0.00000 | 1.11328 | ||
| 9995 | 2008.09.05 02:30 | modify | 1814 | 0.01 | 1.11070 | 0.00000 | 1.11328 | ||
| 9996 | 2008.09.05 07:30 | buy | 1815 | 0.01 | 1.10980 | 0.00000 | 0.00000 | ||
| 9997 | 2008.09.05 07:30 | modify | 1811 | 0.01 | 1.11440 | 0.00000 | 1.11274 | ||
| 9998 | 2008.09.05 07:30 | modify | 1812 | 0.01 | 1.11330 | 0.00000 | 1.11274 | ||
| 9999 | 2008.09.05 07:30 | modify | 1813 | 0.01 | 1.11150 | 0.00000 | 1.11274 | ||
| 10000 | 2008.09.05 07:30 | modify | 1814 | 0.01 | 1.11070 | 0.00000 | 1.11274 | ||
| 10001 | 2008.09.05 07:30 | modify | 1815 | 0.01 | 1.10980 | 0.00000 | 1.11274 | ||
| 10002 | 2008.09.05 08:30 | buy | 1816 | 0.02 | 1.10860 | 0.00000 | 0.00000 | ||
| 10003 | 2008.09.05 08:30 | modify | 1811 | 0.01 | 1.11440 | 0.00000 | 1.11179 | ||
| 10004 | 2008.09.05 08:30 | modify | 1812 | 0.01 | 1.11330 | 0.00000 | 1.11179 | ||
| 10005 | 2008.09.05 08:30 | modify | 1813 | 0.01 | 1.11150 | 0.00000 | 1.11179 | ||
| 10006 | 2008.09.05 08:30 | modify | 1814 | 0.01 | 1.11070 | 0.00000 | 1.11179 | ||
| 10007 | 2008.09.05 08:30 | modify | 1815 | 0.01 | 1.10980 | 0.00000 | 1.11179 | ||
| 10008 | 2008.09.05 08:30 | modify | 1816 | 0.02 | 1.10860 | 0.00000 | 1.11179 | ||
| 10009 | 2008.09.05 09:39 | t/p | 1811 | 0.01 | 1.11179 | 0.00000 | 1.11179 | -2.35 | 51984.33 |
| 10010 | 2008.09.05 09:39 | t/p | 1812 | 0.01 | 1.11179 | 0.00000 | 1.11179 | -1.36 | 51982.97 |
| 10011 | 2008.09.05 09:39 | t/p | 1813 | 0.01 | 1.11179 | 0.00000 | 1.11179 | 0.26 | 51983.23 |
| 10012 | 2008.09.05 09:39 | t/p | 1814 | 0.01 | 1.11179 | 0.00000 | 1.11179 | 0.98 | 51984.21 |
| 10013 | 2008.09.05 09:39 | t/p | 1815 | 0.01 | 1.11179 | 0.00000 | 1.11179 | 1.79 | 51986.00 |
| 10014 | 2008.09.05 09:39 | t/p | 1816 | 0.02 | 1.11179 | 0.00000 | 1.11179 | 5.74 | 51991.74 |
| 10015 | 2008.09.05 11:00 | buy | 1817 | 0.01 | 1.11310 | 0.00000 | 0.00000 | ||
| 10016 | 2008.09.05 11:00 | modify | 1817 | 0.01 | 1.11310 | 0.00000 | 1.11390 | ||
| 10017 | 2008.09.05 11:01 | t/p | 1817 | 0.01 | 1.11390 | 0.00000 | 1.11390 | 0.72 | 51992.46 |
| 10018 | 2008.09.05 11:30 | buy | 1818 | 0.01 | 1.11450 | 0.00000 | 0.00000 | ||
| 10019 | 2008.09.05 11:30 | modify | 1818 | 0.01 | 1.11450 | 0.00000 | 1.11530 | ||
| 10020 | 2008.09.05 11:32 | t/p | 1818 | 0.01 | 1.11530 | 0.00000 | 1.11530 | 0.71 | 51993.17 |
| 10021 | 2008.09.05 12:30 | buy | 1819 | 0.01 | 1.11420 | 0.00000 | 0.00000 | ||
| 10022 | 2008.09.05 12:30 | modify | 1819 | 0.01 | 1.11420 | 0.00000 | 1.11500 | ||
| 10023 | 2008.09.05 12:48 | t/p | 1819 | 0.01 | 1.11500 | 0.00000 | 1.11500 | 0.72 | 51993.89 |
| 10024 | 2008.09.05 13:00 | buy | 1820 | 0.01 | 1.11540 | 0.00000 | 0.00000 | ||
| 10025 | 2008.09.05 13:00 | modify | 1820 | 0.01 | 1.11540 | 0.00000 | 1.11620 | ||
| 10026 | 2008.09.05 13:06 | t/p | 1820 | 0.01 | 1.11620 | 0.00000 | 1.11620 | 0.72 | 51994.61 |
| 10027 | 2008.09.05 13:30 | buy | 1821 | 0.01 | 1.11580 | 0.00000 | 0.00000 | ||
| 10028 | 2008.09.05 13:30 | modify | 1821 | 0.01 | 1.11580 | 0.00000 | 1.11660 | ||
| 10029 | 2008.09.05 13:56 | t/p | 1821 | 0.01 | 1.11660 | 0.00000 | 1.11660 | 0.71 | 51995.32 |
| 10030 | 2008.09.05 14:00 | buy | 1822 | 0.01 | 1.11660 | 0.00000 | 0.00000 | ||
| 10031 | 2008.09.05 14:00 | modify | 1822 | 0.01 | 1.11660 | 0.00000 | 1.11740 | ||
| 10032 | 2008.09.05 14:01 | t/p | 1822 | 0.01 | 1.11740 | 0.00000 | 1.11740 | 0.72 | 51996.04 |
| 10033 | 2008.09.08 01:30 | buy | 1823 | 0.01 | 1.11990 | 0.00000 | 0.00000 | ||
| 10034 | 2008.09.08 01:30 | modify | 1823 | 0.01 | 1.11990 | 0.00000 | 1.12070 | ||
| 10035 | 2008.09.08 02:00 | buy | 1824 | 0.01 | 1.11880 | 0.00000 | 0.00000 | ||
| 10036 | 2008.09.08 02:00 | modify | 1823 | 0.01 | 1.11990 | 0.00000 | 1.12015 | ||
| 10037 | 2008.09.08 02:00 | modify | 1824 | 0.01 | 1.11880 | 0.00000 | 1.12015 | ||
| 10038 | 2008.09.08 03:30 | buy | 1825 | 0.01 | 1.11800 | 0.00000 | 0.00000 | ||
| 10039 | 2008.09.08 03:30 | modify | 1823 | 0.01 | 1.11990 | 0.00000 | 1.11970 | ||
| 10040 | 2008.09.08 03:30 | modify | 1824 | 0.01 | 1.11880 | 0.00000 | 1.11970 | ||
| 10041 | 2008.09.08 03:30 | modify | 1825 | 0.01 | 1.11800 | 0.00000 | 1.11970 | ||
| 10042 | 2008.09.08 04:30 | buy | 1826 | 0.01 | 1.11590 | 0.00000 | 0.00000 | ||
| 10043 | 2008.09.08 04:30 | modify | 1823 | 0.01 | 1.11990 | 0.00000 | 1.11895 | ||
| 10044 | 2008.09.08 04:30 | modify | 1824 | 0.01 | 1.11880 | 0.00000 | 1.11895 | ||
| 10045 | 2008.09.08 04:30 | modify | 1825 | 0.01 | 1.11800 | 0.00000 | 1.11895 | ||
| 10046 | 2008.09.08 04:30 | modify | 1826 | 0.01 | 1.11590 | 0.00000 | 1.11895 | ||
| 10047 | 2008.09.08 05:00 | buy | 1827 | 0.01 | 1.11460 | 0.00000 | 0.00000 | ||
| 10048 | 2008.09.08 05:00 | modify | 1823 | 0.01 | 1.11990 | 0.00000 | 1.11824 | ||
| 10049 | 2008.09.08 05:00 | modify | 1824 | 0.01 | 1.11880 | 0.00000 | 1.11824 | ||
| 10050 | 2008.09.08 05:00 | modify | 1825 | 0.01 | 1.11800 | 0.00000 | 1.11824 | ||