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 |
| 10051 | 2008.09.08 05:00 | modify | 1826 | 0.01 | 1.11590 | 0.00000 | 1.11824 | ||
| 10052 | 2008.09.08 05:00 | modify | 1827 | 0.01 | 1.11460 | 0.00000 | 1.11824 | ||
| 10053 | 2008.09.08 05:30 | buy | 1828 | 0.02 | 1.11330 | 0.00000 | 0.00000 | ||
| 10054 | 2008.09.08 05:30 | modify | 1823 | 0.01 | 1.11990 | 0.00000 | 1.11706 | ||
| 10055 | 2008.09.08 05:30 | modify | 1824 | 0.01 | 1.11880 | 0.00000 | 1.11706 | ||
| 10056 | 2008.09.08 05:30 | modify | 1825 | 0.01 | 1.11800 | 0.00000 | 1.11706 | ||
| 10057 | 2008.09.08 05:30 | modify | 1826 | 0.01 | 1.11590 | 0.00000 | 1.11706 | ||
| 10058 | 2008.09.08 05:30 | modify | 1827 | 0.01 | 1.11460 | 0.00000 | 1.11706 | ||
| 10059 | 2008.09.08 05:30 | modify | 1828 | 0.02 | 1.11330 | 0.00000 | 1.11706 | ||
| 10060 | 2008.09.08 09:18 | t/p | 1823 | 0.01 | 1.11706 | 0.00000 | 1.11706 | -2.54 | 51993.50 |
| 10061 | 2008.09.08 09:18 | t/p | 1824 | 0.01 | 1.11706 | 0.00000 | 1.11706 | -1.56 | 51991.94 |
| 10062 | 2008.09.08 09:18 | t/p | 1825 | 0.01 | 1.11706 | 0.00000 | 1.11706 | -0.84 | 51991.10 |
| 10063 | 2008.09.08 09:18 | t/p | 1826 | 0.01 | 1.11706 | 0.00000 | 1.11706 | 1.04 | 51992.14 |
| 10064 | 2008.09.08 09:18 | t/p | 1827 | 0.01 | 1.11706 | 0.00000 | 1.11706 | 2.20 | 51994.34 |
| 10065 | 2008.09.08 09:18 | t/p | 1828 | 0.02 | 1.11706 | 0.00000 | 1.11706 | 6.73 | 52001.07 |
| 10066 | 2008.09.08 11:30 | buy | 1829 | 0.01 | 1.12370 | 0.00000 | 0.00000 | ||
| 10067 | 2008.09.08 11:30 | modify | 1829 | 0.01 | 1.12370 | 0.00000 | 1.12450 | ||
| 10068 | 2008.09.08 11:30 | t/p | 1829 | 0.01 | 1.12450 | 0.00000 | 1.12450 | 0.71 | 52001.78 |
| 10069 | 2008.09.08 12:00 | buy | 1830 | 0.01 | 1.12600 | 0.00000 | 0.00000 | ||
| 10070 | 2008.09.08 12:00 | modify | 1830 | 0.01 | 1.12600 | 0.00000 | 1.12680 | ||
| 10071 | 2008.09.08 12:04 | t/p | 1830 | 0.01 | 1.12680 | 0.00000 | 1.12680 | 0.71 | 52002.49 |
| 10072 | 2008.09.08 12:30 | buy | 1831 | 0.01 | 1.12750 | 0.00000 | 0.00000 | ||
| 10073 | 2008.09.08 12:30 | modify | 1831 | 0.01 | 1.12750 | 0.00000 | 1.12830 | ||
| 10074 | 2008.09.08 12:44 | t/p | 1831 | 0.01 | 1.12830 | 0.00000 | 1.12830 | 0.71 | 52003.20 |
| 10075 | 2008.09.08 13:30 | buy | 1832 | 0.01 | 1.12840 | 0.00000 | 0.00000 | ||
| 10076 | 2008.09.08 13:30 | modify | 1832 | 0.01 | 1.12840 | 0.00000 | 1.12920 | ||
| 10077 | 2008.09.08 13:37 | t/p | 1832 | 0.01 | 1.12920 | 0.00000 | 1.12920 | 0.71 | 52003.91 |
| 10078 | 2008.09.08 20:00 | buy | 1833 | 0.01 | 1.13200 | 0.00000 | 0.00000 | ||
| 10079 | 2008.09.08 20:00 | modify | 1833 | 0.01 | 1.13200 | 0.00000 | 1.13280 | ||
| 10080 | 2008.09.08 20:00 | t/p | 1833 | 0.01 | 1.13280 | 0.00000 | 1.13280 | 0.71 | 52004.62 |
| 10081 | 2008.09.08 20:30 | buy | 1834 | 0.01 | 1.13440 | 0.00000 | 0.00000 | ||
| 10082 | 2008.09.08 20:30 | modify | 1834 | 0.01 | 1.13440 | 0.00000 | 1.13520 | ||
| 10083 | 2008.09.08 20:38 | t/p | 1834 | 0.01 | 1.13520 | 0.00000 | 1.13520 | 0.70 | 52005.32 |
| 10084 | 2008.09.09 16:00 | buy | 1835 | 0.01 | 1.13280 | 0.00000 | 0.00000 | ||
| 10085 | 2008.09.09 16:00 | modify | 1835 | 0.01 | 1.13280 | 0.00000 | 1.13360 | ||
| 10086 | 2008.09.09 16:08 | t/p | 1835 | 0.01 | 1.13360 | 0.00000 | 1.13360 | 0.71 | 52006.03 |
| 10087 | 2008.09.09 16:30 | buy | 1836 | 0.01 | 1.13510 | 0.00000 | 0.00000 | ||
| 10088 | 2008.09.09 16:30 | modify | 1836 | 0.01 | 1.13510 | 0.00000 | 1.13590 | ||
| 10089 | 2008.09.09 16:39 | t/p | 1836 | 0.01 | 1.13590 | 0.00000 | 1.13590 | 0.70 | 52006.73 |
| 10090 | 2008.09.10 13:30 | buy | 1837 | 0.01 | 1.13070 | 0.00000 | 0.00000 | ||
| 10091 | 2008.09.10 13:30 | modify | 1837 | 0.01 | 1.13070 | 0.00000 | 1.13150 | ||
| 10092 | 2008.09.10 13:37 | t/p | 1837 | 0.01 | 1.13150 | 0.00000 | 1.13150 | 0.71 | 52007.44 |
| 10093 | 2008.09.10 14:00 | buy | 1838 | 0.01 | 1.13240 | 0.00000 | 0.00000 | ||
| 10094 | 2008.09.10 14:00 | modify | 1838 | 0.01 | 1.13240 | 0.00000 | 1.13320 | ||
| 10095 | 2008.09.10 15:00 | buy | 1839 | 0.01 | 1.12750 | 0.00000 | 0.00000 | ||
| 10096 | 2008.09.10 15:00 | modify | 1838 | 0.01 | 1.13240 | 0.00000 | 1.13075 | ||
| 10097 | 2008.09.10 15:00 | modify | 1839 | 0.01 | 1.12750 | 0.00000 | 1.13075 | ||
| 10098 | 2008.09.10 15:08 | t/p | 1838 | 0.01 | 1.13075 | 0.00000 | 1.13075 | -1.46 | 52005.98 |
| 10099 | 2008.09.10 15:08 | t/p | 1839 | 0.01 | 1.13075 | 0.00000 | 1.13075 | 2.87 | 52008.85 |
| 10100 | 2008.09.10 18:00 | buy | 1840 | 0.01 | 1.13390 | 0.00000 | 0.00000 | ||
| 10101 | 2008.09.10 18:00 | modify | 1840 | 0.01 | 1.13390 | 0.00000 | 1.13470 | ||
| 10102 | 2008.09.10 18:13 | t/p | 1840 | 0.01 | 1.13470 | 0.00000 | 1.13470 | 0.71 | 52009.56 |
| 10103 | 2008.09.10 18:30 | buy | 1841 | 0.01 | 1.13590 | 0.00000 | 0.00000 | ||
| 10104 | 2008.09.10 18:30 | modify | 1841 | 0.01 | 1.13590 | 0.00000 | 1.13670 | ||
| 10105 | 2008.09.10 19:30 | buy | 1842 | 0.01 | 1.13470 | 0.00000 | 0.00000 | ||
| 10106 | 2008.09.10 19:30 | modify | 1841 | 0.01 | 1.13590 | 0.00000 | 1.13610 | ||
| 10107 | 2008.09.10 19:30 | modify | 1842 | 0.01 | 1.13470 | 0.00000 | 1.13610 | ||
| 10108 | 2008.09.10 20:00 | buy | 1843 | 0.01 | 1.13320 | 0.00000 | 0.00000 | ||
| 10109 | 2008.09.10 20:00 | modify | 1841 | 0.01 | 1.13590 | 0.00000 | 1.13540 | ||
| 10110 | 2008.09.10 20:00 | modify | 1842 | 0.01 | 1.13470 | 0.00000 | 1.13540 | ||
| 10111 | 2008.09.10 20:00 | modify | 1843 | 0.01 | 1.13320 | 0.00000 | 1.13540 | ||
| 10112 | 2008.09.10 23:02 | t/p | 1841 | 0.01 | 1.13540 | 0.00000 | 1.13540 | -0.44 | 52009.12 |
| 10113 | 2008.09.10 23:02 | t/p | 1842 | 0.01 | 1.13540 | 0.00000 | 1.13540 | 0.62 | 52009.74 |
| 10114 | 2008.09.10 23:02 | t/p | 1843 | 0.01 | 1.13540 | 0.00000 | 1.13540 | 1.94 | 52011.68 |
| 10115 | 2008.09.11 00:30 | buy | 1844 | 0.01 | 1.13900 | 0.00000 | 0.00000 | ||
| 10116 | 2008.09.11 00:30 | modify | 1844 | 0.01 | 1.13900 | 0.00000 | 1.13980 | ||
| 10117 | 2008.09.11 01:30 | buy | 1845 | 0.01 | 1.13770 | 0.00000 | 0.00000 | ||
| 10118 | 2008.09.11 01:30 | modify | 1844 | 0.01 | 1.13900 | 0.00000 | 1.13915 | ||
| 10119 | 2008.09.11 01:30 | modify | 1845 | 0.01 | 1.13770 | 0.00000 | 1.13915 | ||
| 10120 | 2008.09.11 02:00 | buy | 1846 | 0.01 | 1.13660 | 0.00000 | 0.00000 | ||
| 10121 | 2008.09.11 02:00 | modify | 1844 | 0.01 | 1.13900 | 0.00000 | 1.13857 | ||
| 10122 | 2008.09.11 02:00 | modify | 1845 | 0.01 | 1.13770 | 0.00000 | 1.13857 | ||
| 10123 | 2008.09.11 02:00 | modify | 1846 | 0.01 | 1.13660 | 0.00000 | 1.13857 | ||
| 10124 | 2008.09.11 02:52 | t/p | 1844 | 0.01 | 1.13857 | 0.00000 | 1.13857 | -0.38 | 52011.30 |
| 10125 | 2008.09.11 02:52 | t/p | 1845 | 0.01 | 1.13857 | 0.00000 | 1.13857 | 0.76 | 52012.06 |
| 10126 | 2008.09.11 02:52 | t/p | 1846 | 0.01 | 1.13857 | 0.00000 | 1.13857 | 1.73 | 52013.79 |
| 10127 | 2008.09.11 12:00 | buy | 1847 | 0.01 | 1.14060 | 0.00000 | 0.00000 | ||
| 10128 | 2008.09.11 12:00 | modify | 1847 | 0.01 | 1.14060 | 0.00000 | 1.14140 | ||
| 10129 | 2008.09.11 12:41 | t/p | 1847 | 0.01 | 1.14140 | 0.00000 | 1.14140 | 0.70 | 52014.49 |
| 10130 | 2008.09.11 13:00 | buy | 1848 | 0.01 | 1.14070 | 0.00000 | 0.00000 | ||
| 10131 | 2008.09.11 13:00 | modify | 1848 | 0.01 | 1.14070 | 0.00000 | 1.14150 | ||
| 10132 | 2008.09.11 14:00 | buy | 1849 | 0.01 | 1.13870 | 0.00000 | 0.00000 | ||
| 10133 | 2008.09.11 14:00 | modify | 1848 | 0.01 | 1.14070 | 0.00000 | 1.14050 | ||
| 10134 | 2008.09.11 14:00 | modify | 1849 | 0.01 | 1.13870 | 0.00000 | 1.14050 | ||
| 10135 | 2008.09.11 15:00 | buy | 1850 | 0.01 | 1.13740 | 0.00000 | 0.00000 | ||
| 10136 | 2008.09.11 15:00 | modify | 1848 | 0.01 | 1.14070 | 0.00000 | 1.13973 | ||
| 10137 | 2008.09.11 15:00 | modify | 1849 | 0.01 | 1.13870 | 0.00000 | 1.13973 | ||
| 10138 | 2008.09.11 15:00 | modify | 1850 | 0.01 | 1.13740 | 0.00000 | 1.13973 | ||
| 10139 | 2008.09.11 15:30 | buy | 1851 | 0.01 | 1.13650 | 0.00000 | 0.00000 | ||
| 10140 | 2008.09.11 15:30 | modify | 1848 | 0.01 | 1.14070 | 0.00000 | 1.13913 | ||
| 10141 | 2008.09.11 15:30 | modify | 1849 | 0.01 | 1.13870 | 0.00000 | 1.13913 | ||
| 10142 | 2008.09.11 15:30 | modify | 1850 | 0.01 | 1.13740 | 0.00000 | 1.13913 | ||
| 10143 | 2008.09.11 15:30 | modify | 1851 | 0.01 | 1.13650 | 0.00000 | 1.13913 | ||
| 10144 | 2008.09.11 16:09 | t/p | 1848 | 0.01 | 1.13913 | 0.00000 | 1.13913 | -1.38 | 52013.11 |
| 10145 | 2008.09.11 16:09 | t/p | 1849 | 0.01 | 1.13913 | 0.00000 | 1.13913 | 0.37 | 52013.48 |
| 10146 | 2008.09.11 16:09 | t/p | 1850 | 0.01 | 1.13913 | 0.00000 | 1.13913 | 1.51 | 52014.99 |
| 10147 | 2008.09.11 16:09 | t/p | 1851 | 0.01 | 1.13913 | 0.00000 | 1.13913 | 2.31 | 52017.30 |
| 10148 | 2008.09.12 15:00 | buy | 1852 | 0.01 | 1.13720 | 0.00000 | 0.00000 | ||
| 10149 | 2008.09.12 15:00 | modify | 1852 | 0.01 | 1.13720 | 0.00000 | 1.13800 | ||
| 10150 | 2008.09.12 15:23 | t/p | 1852 | 0.01 | 1.13800 | 0.00000 | 1.13800 | 0.70 | 52018.00 |
| 10151 | 2008.09.12 15:30 | buy | 1853 | 0.01 | 1.13760 | 0.00000 | 0.00000 | ||
| 10152 | 2008.09.12 15:30 | modify | 1853 | 0.01 | 1.13760 | 0.00000 | 1.13840 | ||
| 10153 | 2008.09.12 16:00 | buy | 1854 | 0.01 | 1.13260 | 0.00000 | 0.00000 | ||
| 10154 | 2008.09.12 16:00 | modify | 1853 | 0.01 | 1.13760 | 0.00000 | 1.13590 | ||
| 10155 | 2008.09.12 16:00 | modify | 1854 | 0.01 | 1.13260 | 0.00000 | 1.13590 | ||
| 10156 | 2008.09.12 16:30 | buy | 1855 | 0.01 | 1.13120 | 0.00000 | 0.00000 | ||
| 10157 | 2008.09.12 16:30 | sell | 1856 | 0.01 | 1.13110 | 0.00000 | 0.00000 | ||
| 10158 | 2008.09.12 16:30 | modify | 1853 | 0.01 | 1.13760 | 0.00000 | 1.13460 | ||
| 10159 | 2008.09.12 16:30 | modify | 1854 | 0.01 | 1.13260 | 0.00000 | 1.13460 | ||
| 10160 | 2008.09.12 16:30 | modify | 1855 | 0.01 | 1.13120 | 0.00000 | 1.13460 | ||
| 10161 | 2008.09.12 16:30 | modify | 1856 | 0.01 | 1.13110 | 0.00000 | 1.13030 | ||
| 10162 | 2008.09.12 16:38 | t/p | 1856 | 0.01 | 1.13030 | 0.00000 | 1.13030 | 0.71 | 52018.71 |
| 10163 | 2008.09.12 17:02 | t/p | 1853 | 0.01 | 1.13460 | 0.00000 | 1.13460 | -2.65 | 52016.06 |
| 10164 | 2008.09.12 17:02 | t/p | 1854 | 0.01 | 1.13460 | 0.00000 | 1.13460 | 1.76 | 52017.82 |
| 10165 | 2008.09.12 17:02 | t/p | 1855 | 0.01 | 1.13460 | 0.00000 | 1.13460 | 2.99 | 52020.81 |
| 10166 | 2008.09.12 18:30 | sell | 1857 | 0.01 | 1.13100 | 0.00000 | 0.00000 | ||
| 10167 | 2008.09.12 18:30 | modify | 1857 | 0.01 | 1.13100 | 0.00000 | 1.13020 | ||
| 10168 | 2008.09.12 19:00 | sell | 1858 | 0.01 | 1.13340 | 0.00000 | 0.00000 | ||
| 10169 | 2008.09.12 19:00 | modify | 1857 | 0.01 | 1.13100 | 0.00000 | 1.13140 | ||
| 10170 | 2008.09.12 19:00 | modify | 1858 | 0.01 | 1.13340 | 0.00000 | 1.13140 | ||
| 10171 | 2008.09.12 19:53 | t/p | 1857 | 0.01 | 1.13140 | 0.00000 | 1.13140 | -0.35 | 52020.46 |
| 10172 | 2008.09.12 19:53 | t/p | 1858 | 0.01 | 1.13140 | 0.00000 | 1.13140 | 1.77 | 52022.23 |
| 10173 | 2008.09.15 01:00 | sell | 1859 | 0.01 | 1.11950 | 0.00000 | 0.00000 | ||
| 10174 | 2008.09.15 01:00 | modify | 1859 | 0.01 | 1.11950 | 0.00000 | 1.11870 | ||
| 10175 | 2008.09.15 01:02 | t/p | 1859 | 0.01 | 1.11870 | 0.00000 | 1.11870 | 0.72 | 52022.95 |
| 10176 | 2008.09.15 01:30 | sell | 1860 | 0.01 | 1.11790 | 0.00000 | 0.00000 | ||
| 10177 | 2008.09.15 01:30 | modify | 1860 | 0.01 | 1.11790 | 0.00000 | 1.11710 | ||
| 10178 | 2008.09.15 01:33 | t/p | 1860 | 0.01 | 1.11710 | 0.00000 | 1.11710 | 0.72 | 52023.67 |
| 10179 | 2008.09.15 06:30 | sell | 1861 | 0.01 | 1.10780 | 0.00000 | 0.00000 | ||
| 10180 | 2008.09.15 06:30 | modify | 1861 | 0.01 | 1.10780 | 0.00000 | 1.10700 | ||
| 10181 | 2008.09.15 06:30 | t/p | 1861 | 0.01 | 1.10700 | 0.00000 | 1.10700 | 0.72 | 52024.39 |
| 10182 | 2008.09.15 22:30 | sell | 1862 | 0.01 | 1.11260 | 0.00000 | 0.00000 | ||
| 10183 | 2008.09.15 22:30 | modify | 1862 | 0.01 | 1.11260 | 0.00000 | 1.11180 | ||
| 10184 | 2008.09.15 22:35 | t/p | 1862 | 0.01 | 1.11180 | 0.00000 | 1.11180 | 0.72 | 52025.11 |
| 10185 | 2008.09.15 23:00 | sell | 1863 | 0.01 | 1.10780 | 0.00000 | 0.00000 | ||
| 10186 | 2008.09.15 23:00 | modify | 1863 | 0.01 | 1.10780 | 0.00000 | 1.10700 | ||
| 10187 | 2008.09.15 23:30 | sell | 1864 | 0.01 | 1.11430 | 0.00000 | 0.00000 | ||
| 10188 | 2008.09.15 23:30 | modify | 1863 | 0.01 | 1.10780 | 0.00000 | 1.11025 | ||
| 10189 | 2008.09.15 23:30 | modify | 1864 | 0.01 | 1.11430 | 0.00000 | 1.11025 | ||
| 10190 | 2008.09.16 00:00 | sell | 1865 | 0.01 | 1.11580 | 0.00000 | 0.00000 | ||
| 10191 | 2008.09.16 00:00 | modify | 1863 | 0.01 | 1.10780 | 0.00000 | 1.11183 | ||
| 10192 | 2008.09.16 00:00 | modify | 1864 | 0.01 | 1.11430 | 0.00000 | 1.11183 | ||
| 10193 | 2008.09.16 00:00 | modify | 1865 | 0.01 | 1.11580 | 0.00000 | 1.11183 | ||
| 10194 | 2008.09.16 00:30 | t/p | 1863 | 0.01 | 1.11183 | 0.00000 | 1.11183 | -3.65 | 52021.45 |
| 10195 | 2008.09.16 00:30 | t/p | 1864 | 0.01 | 1.11183 | 0.00000 | 1.11183 | 2.20 | 52023.65 |
| 10196 | 2008.09.16 00:30 | t/p | 1865 | 0.01 | 1.11183 | 0.00000 | 1.11183 | 3.57 | 52027.22 |
| 10197 | 2008.09.16 09:00 | sell | 1866 | 0.01 | 1.10870 | 0.00000 | 0.00000 | ||
| 10198 | 2008.09.16 09:00 | modify | 1866 | 0.01 | 1.10870 | 0.00000 | 1.10790 | ||
| 10199 | 2008.09.16 09:00 | t/p | 1866 | 0.01 | 1.10790 | 0.00000 | 1.10790 | 0.72 | 52027.94 |
| 10200 | 2008.09.16 10:30 | sell | 1867 | 0.01 | 1.10750 | 0.00000 | 0.00000 | ||