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 |
| 10201 | 2008.09.16 10:30 | modify | 1867 | 0.01 | 1.10750 | 0.00000 | 1.10670 | ||
| 10202 | 2008.09.16 10:47 | t/p | 1867 | 0.01 | 1.10670 | 0.00000 | 1.10670 | 0.72 | 52028.66 |
| 10203 | 2008.09.16 11:00 | sell | 1868 | 0.01 | 1.10620 | 0.00000 | 0.00000 | ||
| 10204 | 2008.09.16 11:00 | modify | 1868 | 0.01 | 1.10620 | 0.00000 | 1.10540 | ||
| 10205 | 2008.09.16 11:11 | t/p | 1868 | 0.01 | 1.10540 | 0.00000 | 1.10540 | 0.72 | 52029.38 |
| 10206 | 2008.09.16 11:30 | sell | 1869 | 0.01 | 1.10580 | 0.00000 | 0.00000 | ||
| 10207 | 2008.09.16 11:30 | modify | 1869 | 0.01 | 1.10580 | 0.00000 | 1.10500 | ||
| 10208 | 2008.09.16 12:00 | sell | 1870 | 0.01 | 1.10720 | 0.00000 | 0.00000 | ||
| 10209 | 2008.09.16 12:00 | modify | 1869 | 0.01 | 1.10580 | 0.00000 | 1.10570 | ||
| 10210 | 2008.09.16 12:00 | modify | 1870 | 0.01 | 1.10720 | 0.00000 | 1.10570 | ||
| 10211 | 2008.09.16 12:01 | t/p | 1869 | 0.01 | 1.10570 | 0.00000 | 1.10570 | 0.09 | 52029.47 |
| 10212 | 2008.09.16 12:01 | t/p | 1870 | 0.01 | 1.10570 | 0.00000 | 1.10570 | 1.35 | 52030.82 |
| 10213 | 2008.09.17 04:30 | sell | 1871 | 0.01 | 1.12040 | 0.00000 | 0.00000 | ||
| 10214 | 2008.09.17 04:30 | modify | 1871 | 0.01 | 1.12040 | 0.00000 | 1.11960 | ||
| 10215 | 2008.09.17 06:00 | sell | 1872 | 0.01 | 1.12170 | 0.00000 | 0.00000 | ||
| 10216 | 2008.09.17 06:00 | modify | 1871 | 0.01 | 1.12040 | 0.00000 | 1.12025 | ||
| 10217 | 2008.09.17 06:00 | modify | 1872 | 0.01 | 1.12170 | 0.00000 | 1.12025 | ||
| 10218 | 2008.09.17 06:30 | sell | 1873 | 0.01 | 1.12380 | 0.00000 | 0.00000 | ||
| 10219 | 2008.09.17 06:30 | modify | 1871 | 0.01 | 1.12040 | 0.00000 | 1.12117 | ||
| 10220 | 2008.09.17 06:30 | modify | 1872 | 0.01 | 1.12170 | 0.00000 | 1.12117 | ||
| 10221 | 2008.09.17 06:30 | modify | 1873 | 0.01 | 1.12380 | 0.00000 | 1.12117 | ||
| 10222 | 2008.09.17 08:19 | t/p | 1871 | 0.01 | 1.12117 | 0.00000 | 1.12117 | -0.69 | 52030.13 |
| 10223 | 2008.09.17 08:19 | t/p | 1872 | 0.01 | 1.12117 | 0.00000 | 1.12117 | 0.47 | 52030.60 |
| 10224 | 2008.09.17 08:19 | t/p | 1873 | 0.01 | 1.12117 | 0.00000 | 1.12117 | 2.34 | 52032.94 |
| 10225 | 2008.09.17 10:00 | sell | 1874 | 0.01 | 1.11940 | 0.00000 | 0.00000 | ||
| 10226 | 2008.09.17 10:00 | modify | 1874 | 0.01 | 1.11940 | 0.00000 | 1.11860 | ||
| 10227 | 2008.09.17 10:11 | t/p | 1874 | 0.01 | 1.11860 | 0.00000 | 1.11860 | 0.72 | 52033.66 |
| 10228 | 2008.09.17 10:30 | sell | 1875 | 0.01 | 1.11780 | 0.00000 | 0.00000 | ||
| 10229 | 2008.09.17 10:30 | modify | 1875 | 0.01 | 1.11780 | 0.00000 | 1.11700 | ||
| 10230 | 2008.09.17 10:34 | t/p | 1875 | 0.01 | 1.11700 | 0.00000 | 1.11700 | 0.72 | 52034.38 |
| 10231 | 2008.09.17 11:00 | sell | 1876 | 0.01 | 1.11650 | 0.00000 | 0.00000 | ||
| 10232 | 2008.09.17 11:00 | modify | 1876 | 0.01 | 1.11650 | 0.00000 | 1.11570 | ||
| 10233 | 2008.09.17 11:30 | sell | 1877 | 0.01 | 1.12040 | 0.00000 | 0.00000 | ||
| 10234 | 2008.09.17 11:30 | modify | 1876 | 0.01 | 1.11650 | 0.00000 | 1.11765 | ||
| 10235 | 2008.09.17 11:30 | modify | 1877 | 0.01 | 1.12040 | 0.00000 | 1.11765 | ||
| 10236 | 2008.09.17 14:30 | sell | 1878 | 0.01 | 1.12130 | 0.00000 | 0.00000 | ||
| 10237 | 2008.09.17 14:30 | modify | 1876 | 0.01 | 1.11650 | 0.00000 | 1.11860 | ||
| 10238 | 2008.09.17 14:30 | modify | 1877 | 0.01 | 1.12040 | 0.00000 | 1.11860 | ||
| 10239 | 2008.09.17 14:30 | modify | 1878 | 0.01 | 1.12130 | 0.00000 | 1.11860 | ||
| 10240 | 2008.09.17 14:48 | t/p | 1876 | 0.01 | 1.11860 | 0.00000 | 1.11860 | -1.88 | 52032.50 |
| 10241 | 2008.09.17 14:48 | t/p | 1877 | 0.01 | 1.11860 | 0.00000 | 1.11860 | 1.61 | 52034.11 |
| 10242 | 2008.09.17 14:48 | t/p | 1878 | 0.01 | 1.11860 | 0.00000 | 1.11860 | 2.41 | 52036.52 |
| 10243 | 2008.09.17 18:00 | sell | 1879 | 0.01 | 1.11790 | 0.00000 | 0.00000 | ||
| 10244 | 2008.09.17 18:00 | modify | 1879 | 0.01 | 1.11790 | 0.00000 | 1.11710 | ||
| 10245 | 2008.09.17 18:01 | t/p | 1879 | 0.01 | 1.11710 | 0.00000 | 1.11710 | 0.72 | 52037.24 |
| 10246 | 2008.09.17 20:00 | sell | 1880 | 0.01 | 1.11570 | 0.00000 | 0.00000 | ||
| 10247 | 2008.09.17 20:00 | modify | 1880 | 0.01 | 1.11570 | 0.00000 | 1.11490 | ||
| 10248 | 2008.09.17 20:17 | t/p | 1880 | 0.01 | 1.11490 | 0.00000 | 1.11490 | 0.72 | 52037.96 |
| 10249 | 2008.09.17 20:30 | sell | 1881 | 0.01 | 1.10870 | 0.00000 | 0.00000 | ||
| 10250 | 2008.09.17 20:30 | modify | 1881 | 0.01 | 1.10870 | 0.00000 | 1.10790 | ||
| 10251 | 2008.09.17 20:32 | t/p | 1881 | 0.01 | 1.10790 | 0.00000 | 1.10790 | 0.72 | 52038.68 |
| 10252 | 2008.09.17 21:00 | sell | 1882 | 0.01 | 1.10680 | 0.00000 | 0.00000 | ||
| 10253 | 2008.09.17 21:00 | modify | 1882 | 0.01 | 1.10680 | 0.00000 | 1.10600 | ||
| 10254 | 2008.09.17 21:00 | t/p | 1882 | 0.01 | 1.10600 | 0.00000 | 1.10600 | 0.72 | 52039.40 |
| 10255 | 2008.09.17 21:30 | sell | 1883 | 0.01 | 1.10390 | 0.00000 | 0.00000 | ||
| 10256 | 2008.09.17 21:30 | modify | 1883 | 0.01 | 1.10390 | 0.00000 | 1.10310 | ||
| 10257 | 2008.09.17 21:31 | t/p | 1883 | 0.01 | 1.10310 | 0.00000 | 1.10310 | 0.72 | 52040.12 |
| 10258 | 2008.09.17 22:00 | sell | 1884 | 0.01 | 1.10020 | 0.00000 | 0.00000 | ||
| 10259 | 2008.09.17 22:00 | modify | 1884 | 0.01 | 1.10020 | 0.00000 | 1.09940 | ||
| 10260 | 2008.09.17 22:30 | sell | 1885 | 0.01 | 1.10560 | 0.00000 | 0.00000 | ||
| 10261 | 2008.09.17 22:30 | modify | 1884 | 0.01 | 1.10020 | 0.00000 | 1.10210 | ||
| 10262 | 2008.09.17 22:30 | modify | 1885 | 0.01 | 1.10560 | 0.00000 | 1.10210 | ||
| 10263 | 2008.09.17 22:49 | t/p | 1884 | 0.01 | 1.10210 | 0.00000 | 1.10210 | -1.72 | 52038.40 |
| 10264 | 2008.09.17 22:49 | t/p | 1885 | 0.01 | 1.10210 | 0.00000 | 1.10210 | 3.18 | 52041.58 |
| 10265 | 2008.09.18 12:30 | sell | 1886 | 0.01 | 1.09670 | 0.00000 | 0.00000 | ||
| 10266 | 2008.09.18 12:30 | modify | 1886 | 0.01 | 1.09670 | 0.00000 | 1.09590 | ||
| 10267 | 2008.09.18 12:51 | t/p | 1886 | 0.01 | 1.09590 | 0.00000 | 1.09590 | 0.73 | 52042.31 |
| 10268 | 2008.09.18 13:00 | sell | 1887 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 10269 | 2008.09.18 13:00 | modify | 1887 | 0.01 | 1.09450 | 0.00000 | 1.09370 | ||
| 10270 | 2008.09.18 13:05 | t/p | 1887 | 0.01 | 1.09370 | 0.00000 | 1.09370 | 0.73 | 52043.04 |
| 10271 | 2008.09.18 13:30 | sell | 1888 | 0.01 | 1.09270 | 0.00000 | 0.00000 | ||
| 10272 | 2008.09.18 13:30 | modify | 1888 | 0.01 | 1.09270 | 0.00000 | 1.09190 | ||
| 10273 | 2008.09.18 13:42 | t/p | 1888 | 0.01 | 1.09190 | 0.00000 | 1.09190 | 0.73 | 52043.77 |
| 10274 | 2008.09.19 03:30 | buy | 1889 | 0.01 | 1.11530 | 0.00000 | 0.00000 | ||
| 10275 | 2008.09.19 03:30 | modify | 1889 | 0.01 | 1.11530 | 0.00000 | 1.11610 | ||
| 10276 | 2008.09.19 04:00 | buy | 1890 | 0.01 | 1.11400 | 0.00000 | 0.00000 | ||
| 10277 | 2008.09.19 04:00 | modify | 1889 | 0.01 | 1.11530 | 0.00000 | 1.11545 | ||
| 10278 | 2008.09.19 04:00 | modify | 1890 | 0.01 | 1.11400 | 0.00000 | 1.11545 | ||
| 10279 | 2008.09.19 04:07 | t/p | 1889 | 0.01 | 1.11545 | 0.00000 | 1.11545 | 0.13 | 52043.90 |
| 10280 | 2008.09.19 04:07 | t/p | 1890 | 0.01 | 1.11545 | 0.00000 | 1.11545 | 1.30 | 52045.20 |
| 10281 | 2008.09.19 10:30 | buy | 1891 | 0.01 | 1.12190 | 0.00000 | 0.00000 | ||
| 10282 | 2008.09.19 10:30 | modify | 1891 | 0.01 | 1.12190 | 0.00000 | 1.12270 | ||
| 10283 | 2008.09.19 10:35 | t/p | 1891 | 0.01 | 1.12270 | 0.00000 | 1.12270 | 0.71 | 52045.91 |
| 10284 | 2008.09.19 11:30 | buy | 1892 | 0.01 | 1.12700 | 0.00000 | 0.00000 | ||
| 10285 | 2008.09.19 11:30 | modify | 1892 | 0.01 | 1.12700 | 0.00000 | 1.12780 | ||
| 10286 | 2008.09.19 12:00 | buy | 1893 | 0.01 | 1.12360 | 0.00000 | 0.00000 | ||
| 10287 | 2008.09.19 12:00 | modify | 1892 | 0.01 | 1.12700 | 0.00000 | 1.12610 | ||
| 10288 | 2008.09.19 12:00 | modify | 1893 | 0.01 | 1.12360 | 0.00000 | 1.12610 | ||
| 10289 | 2008.09.19 12:30 | buy | 1894 | 0.01 | 1.12250 | 0.00000 | 0.00000 | ||
| 10290 | 2008.09.19 12:30 | modify | 1892 | 0.01 | 1.12700 | 0.00000 | 1.12517 | ||
| 10291 | 2008.09.19 12:30 | modify | 1893 | 0.01 | 1.12360 | 0.00000 | 1.12517 | ||
| 10292 | 2008.09.19 12:30 | modify | 1894 | 0.01 | 1.12250 | 0.00000 | 1.12517 | ||
| 10293 | 2008.09.19 14:30 | buy | 1895 | 0.01 | 1.12160 | 0.00000 | 0.00000 | ||
| 10294 | 2008.09.19 14:30 | modify | 1892 | 0.01 | 1.12700 | 0.00000 | 1.12448 | ||
| 10295 | 2008.09.19 14:30 | modify | 1893 | 0.01 | 1.12360 | 0.00000 | 1.12448 | ||
| 10296 | 2008.09.19 14:30 | modify | 1894 | 0.01 | 1.12250 | 0.00000 | 1.12448 | ||
| 10297 | 2008.09.19 14:30 | modify | 1895 | 0.01 | 1.12160 | 0.00000 | 1.12448 | ||
| 10298 | 2008.09.19 14:39 | t/p | 1892 | 0.01 | 1.12448 | 0.00000 | 1.12448 | -2.24 | 52043.67 |
| 10299 | 2008.09.19 14:39 | t/p | 1893 | 0.01 | 1.12448 | 0.00000 | 1.12448 | 0.78 | 52044.45 |
| 10300 | 2008.09.19 14:39 | t/p | 1894 | 0.01 | 1.12448 | 0.00000 | 1.12448 | 1.76 | 52046.21 |
| 10301 | 2008.09.19 14:39 | t/p | 1895 | 0.01 | 1.12448 | 0.00000 | 1.12448 | 2.56 | 52048.77 |
| 10302 | 2008.09.19 17:30 | sell | 1896 | 0.01 | 1.11130 | 0.00000 | 0.00000 | ||
| 10303 | 2008.09.19 17:30 | modify | 1896 | 0.01 | 1.11130 | 0.00000 | 1.11050 | ||
| 10304 | 2008.09.19 17:31 | t/p | 1896 | 0.01 | 1.11050 | 0.00000 | 1.11050 | 0.72 | 52049.49 |
| 10305 | 2008.09.19 18:00 | sell | 1897 | 0.01 | 1.10770 | 0.00000 | 0.00000 | ||
| 10306 | 2008.09.19 18:00 | modify | 1897 | 0.01 | 1.10770 | 0.00000 | 1.10690 | ||
| 10307 | 2008.09.19 18:00 | t/p | 1897 | 0.01 | 1.10690 | 0.00000 | 1.10690 | 0.72 | 52050.21 |
| 10308 | 2008.09.22 05:30 | sell | 1898 | 0.01 | 1.09870 | 0.00000 | 0.00000 | ||
| 10309 | 2008.09.22 05:30 | modify | 1898 | 0.01 | 1.09870 | 0.00000 | 1.09790 | ||
| 10310 | 2008.09.22 06:13 | t/p | 1898 | 0.01 | 1.09790 | 0.00000 | 1.09790 | 0.73 | 52050.94 |
| 10311 | 2008.09.22 06:30 | sell | 1899 | 0.01 | 1.09900 | 0.00000 | 0.00000 | ||
| 10312 | 2008.09.22 06:30 | modify | 1899 | 0.01 | 1.09900 | 0.00000 | 1.09820 | ||
| 10313 | 2008.09.22 06:34 | t/p | 1899 | 0.01 | 1.09820 | 0.00000 | 1.09820 | 0.72 | 52051.66 |
| 10314 | 2008.09.22 11:00 | sell | 1900 | 0.01 | 1.09780 | 0.00000 | 0.00000 | ||
| 10315 | 2008.09.22 11:00 | modify | 1900 | 0.01 | 1.09780 | 0.00000 | 1.09700 | ||
| 10316 | 2008.09.22 11:03 | t/p | 1900 | 0.01 | 1.09700 | 0.00000 | 1.09700 | 0.73 | 52052.39 |
| 10317 | 2008.09.22 11:30 | sell | 1901 | 0.01 | 1.09660 | 0.00000 | 0.00000 | ||
| 10318 | 2008.09.22 11:30 | modify | 1901 | 0.01 | 1.09660 | 0.00000 | 1.09580 | ||
| 10319 | 2008.09.22 11:34 | t/p | 1901 | 0.01 | 1.09580 | 0.00000 | 1.09580 | 0.73 | 52053.12 |
| 10320 | 2008.09.22 12:30 | sell | 1902 | 0.01 | 1.09680 | 0.00000 | 0.00000 | ||
| 10321 | 2008.09.22 12:30 | modify | 1902 | 0.01 | 1.09680 | 0.00000 | 1.09600 | ||
| 10322 | 2008.09.22 12:59 | t/p | 1902 | 0.01 | 1.09600 | 0.00000 | 1.09600 | 0.73 | 52053.85 |
| 10323 | 2008.09.22 13:30 | sell | 1903 | 0.01 | 1.09380 | 0.00000 | 0.00000 | ||
| 10324 | 2008.09.22 13:30 | modify | 1903 | 0.01 | 1.09380 | 0.00000 | 1.09300 | ||
| 10325 | 2008.09.22 14:00 | sell | 1904 | 0.01 | 1.09640 | 0.00000 | 0.00000 | ||
| 10326 | 2008.09.22 14:00 | modify | 1903 | 0.01 | 1.09380 | 0.00000 | 1.09430 | ||
| 10327 | 2008.09.22 14:00 | modify | 1904 | 0.01 | 1.09640 | 0.00000 | 1.09430 | ||
| 10328 | 2008.09.22 14:30 | sell | 1905 | 0.01 | 1.09780 | 0.00000 | 0.00000 | ||
| 10329 | 2008.09.22 14:30 | modify | 1903 | 0.01 | 1.09380 | 0.00000 | 1.09520 | ||
| 10330 | 2008.09.22 14:30 | modify | 1904 | 0.01 | 1.09640 | 0.00000 | 1.09520 | ||
| 10331 | 2008.09.22 14:30 | modify | 1905 | 0.01 | 1.09780 | 0.00000 | 1.09520 | ||
| 10332 | 2008.09.22 14:46 | t/p | 1903 | 0.01 | 1.09520 | 0.00000 | 1.09520 | -1.28 | 52052.57 |
| 10333 | 2008.09.22 14:46 | t/p | 1904 | 0.01 | 1.09520 | 0.00000 | 1.09520 | 1.09 | 52053.66 |
| 10334 | 2008.09.22 14:46 | t/p | 1905 | 0.01 | 1.09520 | 0.00000 | 1.09520 | 2.37 | 52056.03 |
| 10335 | 2008.09.22 17:30 | sell | 1906 | 0.01 | 1.09030 | 0.00000 | 0.00000 | ||
| 10336 | 2008.09.22 17:30 | modify | 1906 | 0.01 | 1.09030 | 0.00000 | 1.08950 | ||
| 10337 | 2008.09.22 17:40 | t/p | 1906 | 0.01 | 1.08950 | 0.00000 | 1.08950 | 0.73 | 52056.76 |
| 10338 | 2008.09.22 18:00 | sell | 1907 | 0.01 | 1.08880 | 0.00000 | 0.00000 | ||
| 10339 | 2008.09.22 18:00 | modify | 1907 | 0.01 | 1.08880 | 0.00000 | 1.08800 | ||
| 10340 | 2008.09.22 18:00 | t/p | 1907 | 0.01 | 1.08800 | 0.00000 | 1.08800 | 0.74 | 52057.50 |
| 10341 | 2008.09.22 18:30 | sell | 1908 | 0.01 | 1.08550 | 0.00000 | 0.00000 | ||
| 10342 | 2008.09.22 18:30 | modify | 1908 | 0.01 | 1.08550 | 0.00000 | 1.08470 | ||
| 10343 | 2008.09.22 18:35 | t/p | 1908 | 0.01 | 1.08470 | 0.00000 | 1.08470 | 0.74 | 52058.24 |
| 10344 | 2008.09.22 19:00 | sell | 1909 | 0.01 | 1.08340 | 0.00000 | 0.00000 | ||
| 10345 | 2008.09.22 19:00 | modify | 1909 | 0.01 | 1.08340 | 0.00000 | 1.08260 | ||
| 10346 | 2008.09.22 19:30 | t/p | 1909 | 0.01 | 1.08260 | 0.00000 | 1.08260 | 0.74 | 52058.98 |
| 10347 | 2008.09.22 20:00 | sell | 1910 | 0.01 | 1.08110 | 0.00000 | 0.00000 | ||
| 10348 | 2008.09.22 20:00 | modify | 1910 | 0.01 | 1.08110 | 0.00000 | 1.08030 | ||
| 10349 | 2008.09.22 20:03 | t/p | 1910 | 0.01 | 1.08030 | 0.00000 | 1.08030 | 0.74 | 52059.72 |
| 10350 | 2008.09.22 20:30 | sell | 1911 | 0.01 | 1.07470 | 0.00000 | 0.00000 | ||