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 |
| 901 | 2008.01.31 09:30 | modify | 203 | 0.01 | 1.08060 | 0.00000 | 1.08127 | ||
| 902 | 2008.01.31 09:30 | modify | 204 | 0.01 | 1.08210 | 0.00000 | 1.08127 | ||
| 903 | 2008.01.31 09:30 | modify | 205 | 0.01 | 1.08350 | 0.00000 | 1.08127 | ||
| 904 | 2008.01.31 10:30 | sell | 206 | 0.01 | 1.08500 | 0.00000 | 0.00000 | ||
| 905 | 2008.01.31 10:30 | modify | 203 | 0.01 | 1.08060 | 0.00000 | 1.08200 | ||
| 906 | 2008.01.31 10:30 | modify | 204 | 0.01 | 1.08210 | 0.00000 | 1.08200 | ||
| 907 | 2008.01.31 10:30 | modify | 205 | 0.01 | 1.08350 | 0.00000 | 1.08200 | ||
| 908 | 2008.01.31 10:30 | modify | 206 | 0.01 | 1.08500 | 0.00000 | 1.08200 | ||
| 909 | 2008.01.31 11:18 | t/p | 203 | 0.01 | 1.08200 | 0.00000 | 1.08200 | -1.29 | 50157.00 |
| 910 | 2008.01.31 11:18 | t/p | 204 | 0.01 | 1.08200 | 0.00000 | 1.08200 | 0.09 | 50157.09 |
| 911 | 2008.01.31 11:18 | t/p | 205 | 0.01 | 1.08200 | 0.00000 | 1.08200 | 1.39 | 50158.48 |
| 912 | 2008.01.31 11:18 | t/p | 206 | 0.01 | 1.08200 | 0.00000 | 1.08200 | 2.77 | 50161.25 |
| 913 | 2008.01.31 11:30 | sell | 207 | 0.01 | 1.08240 | 0.00000 | 0.00000 | ||
| 914 | 2008.01.31 11:30 | modify | 207 | 0.01 | 1.08240 | 0.00000 | 1.08160 | ||
| 915 | 2008.01.31 12:29 | t/p | 207 | 0.01 | 1.08160 | 0.00000 | 1.08160 | 0.74 | 50161.99 |
| 916 | 2008.01.31 13:00 | sell | 208 | 0.01 | 1.08070 | 0.00000 | 0.00000 | ||
| 917 | 2008.01.31 13:00 | modify | 208 | 0.01 | 1.08070 | 0.00000 | 1.07990 | ||
| 918 | 2008.01.31 13:11 | t/p | 208 | 0.01 | 1.07990 | 0.00000 | 1.07990 | 0.74 | 50162.73 |
| 919 | 2008.01.31 13:30 | sell | 209 | 0.01 | 1.07980 | 0.00000 | 0.00000 | ||
| 920 | 2008.01.31 13:30 | modify | 209 | 0.01 | 1.07980 | 0.00000 | 1.07900 | ||
| 921 | 2008.01.31 14:00 | buy | 210 | 0.02 | 1.07950 | 0.00000 | 0.00000 | ||
| 922 | 2008.01.31 14:00 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.08508 | ||
| 923 | 2008.01.31 14:00 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.08508 | ||
| 924 | 2008.01.31 14:00 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.08508 | ||
| 925 | 2008.01.31 14:00 | modify | 195 | 0.01 | 1.08560 | 0.00000 | 1.08508 | ||
| 926 | 2008.01.31 14:00 | modify | 197 | 0.01 | 1.08320 | 0.00000 | 1.08508 | ||
| 927 | 2008.01.31 14:00 | modify | 199 | 0.02 | 1.08220 | 0.00000 | 1.08508 | ||
| 928 | 2008.01.31 14:00 | modify | 202 | 0.02 | 1.08070 | 0.00000 | 1.08508 | ||
| 929 | 2008.01.31 14:00 | modify | 210 | 0.02 | 1.07950 | 0.00000 | 1.08508 | ||
| 930 | 2008.01.31 14:43 | t/p | 209 | 0.01 | 1.07900 | 0.00000 | 1.07900 | 0.74 | 50163.47 |
| 931 | 2008.01.31 15:00 | sell | 211 | 0.01 | 1.07890 | 0.00000 | 0.00000 | ||
| 932 | 2008.01.31 15:00 | modify | 211 | 0.01 | 1.07890 | 0.00000 | 1.07810 | ||
| 933 | 2008.01.31 15:23 | t/p | 211 | 0.01 | 1.07810 | 0.00000 | 1.07810 | 0.74 | 50164.21 |
| 934 | 2008.01.31 16:00 | buy | 212 | 0.02 | 1.07800 | 0.00000 | 0.00000 | ||
| 935 | 2008.01.31 16:00 | sell | 213 | 0.01 | 1.07790 | 0.00000 | 0.00000 | ||
| 936 | 2008.01.31 16:00 | modify | 190 | 0.01 | 1.09390 | 0.00000 | 1.08412 | ||
| 937 | 2008.01.31 16:00 | modify | 192 | 0.01 | 1.09190 | 0.00000 | 1.08412 | ||
| 938 | 2008.01.31 16:00 | modify | 193 | 0.01 | 1.08770 | 0.00000 | 1.08412 | ||
| 939 | 2008.01.31 16:00 | modify | 195 | 0.01 | 1.08560 | 0.00000 | 1.08412 | ||
| 940 | 2008.01.31 16:00 | modify | 197 | 0.01 | 1.08320 | 0.00000 | 1.08412 | ||
| 941 | 2008.01.31 16:00 | modify | 199 | 0.02 | 1.08220 | 0.00000 | 1.08412 | ||
| 942 | 2008.01.31 16:00 | modify | 202 | 0.02 | 1.08070 | 0.00000 | 1.08412 | ||
| 943 | 2008.01.31 16:00 | modify | 210 | 0.02 | 1.07950 | 0.00000 | 1.08412 | ||
| 944 | 2008.01.31 16:00 | modify | 212 | 0.02 | 1.07800 | 0.00000 | 1.08412 | ||
| 945 | 2008.01.31 16:00 | modify | 213 | 0.01 | 1.07790 | 0.00000 | 1.07710 | ||
| 946 | 2008.01.31 16:30 | sell | 214 | 0.01 | 1.08160 | 0.00000 | 0.00000 | ||
| 947 | 2008.01.31 16:30 | modify | 213 | 0.01 | 1.07790 | 0.00000 | 1.07895 | ||
| 948 | 2008.01.31 16:30 | modify | 214 | 0.01 | 1.08160 | 0.00000 | 1.07895 | ||
| 949 | 2008.01.31 17:59 | t/p | 190 | 0.01 | 1.08412 | 0.00000 | 1.08412 | -9.00 | 50155.21 |
| 950 | 2008.01.31 17:59 | t/p | 192 | 0.01 | 1.08412 | 0.00000 | 1.08412 | -7.16 | 50148.05 |
| 951 | 2008.01.31 17:59 | t/p | 193 | 0.01 | 1.08412 | 0.00000 | 1.08412 | -3.29 | 50144.75 |
| 952 | 2008.01.31 17:59 | t/p | 195 | 0.01 | 1.08412 | 0.00000 | 1.08412 | -1.35 | 50143.40 |
| 953 | 2008.01.31 17:59 | t/p | 197 | 0.01 | 1.08412 | 0.00000 | 1.08412 | 0.87 | 50144.27 |
| 954 | 2008.01.31 17:59 | t/p | 199 | 0.02 | 1.08412 | 0.00000 | 1.08412 | 3.58 | 50147.85 |
| 955 | 2008.01.31 17:59 | t/p | 202 | 0.02 | 1.08412 | 0.00000 | 1.08412 | 6.31 | 50154.16 |
| 956 | 2008.01.31 17:59 | t/p | 210 | 0.02 | 1.08412 | 0.00000 | 1.08412 | 8.53 | 50162.69 |
| 957 | 2008.01.31 17:59 | t/p | 212 | 0.02 | 1.08412 | 0.00000 | 1.08412 | 11.29 | 50173.98 |
| 958 | 2008.01.31 18:00 | sell | 215 | 0.01 | 1.08450 | 0.00000 | 0.00000 | ||
| 959 | 2008.01.31 18:00 | modify | 213 | 0.01 | 1.07790 | 0.00000 | 1.08053 | ||
| 960 | 2008.01.31 18:00 | modify | 214 | 0.01 | 1.08160 | 0.00000 | 1.08053 | ||
| 961 | 2008.01.31 18:00 | modify | 215 | 0.01 | 1.08450 | 0.00000 | 1.08053 | ||
| 962 | 2008.01.31 22:59 | t/p | 213 | 0.01 | 1.08053 | 0.00000 | 1.08053 | -2.44 | 50171.54 |
| 963 | 2008.01.31 22:59 | t/p | 214 | 0.01 | 1.08053 | 0.00000 | 1.08053 | 0.99 | 50172.53 |
| 964 | 2008.01.31 22:59 | t/p | 215 | 0.01 | 1.08053 | 0.00000 | 1.08053 | 3.67 | 50176.20 |
| 965 | 2008.02.01 10:00 | sell | 216 | 0.01 | 1.07920 | 0.00000 | 0.00000 | ||
| 966 | 2008.02.01 10:00 | modify | 216 | 0.01 | 1.07920 | 0.00000 | 1.07840 | ||
| 967 | 2008.02.01 12:00 | sell | 217 | 0.01 | 1.08020 | 0.00000 | 0.00000 | ||
| 968 | 2008.02.01 12:00 | modify | 216 | 0.01 | 1.07920 | 0.00000 | 1.07890 | ||
| 969 | 2008.02.01 12:00 | modify | 217 | 0.01 | 1.08020 | 0.00000 | 1.07890 | ||
| 970 | 2008.02.01 12:12 | t/p | 216 | 0.01 | 1.07890 | 0.00000 | 1.07890 | 0.28 | 50176.48 |
| 971 | 2008.02.01 12:12 | t/p | 217 | 0.01 | 1.07890 | 0.00000 | 1.07890 | 1.20 | 50177.68 |
| 972 | 2008.02.01 12:30 | sell | 218 | 0.01 | 1.07860 | 0.00000 | 0.00000 | ||
| 973 | 2008.02.01 12:30 | modify | 218 | 0.01 | 1.07860 | 0.00000 | 1.07780 | ||
| 974 | 2008.02.01 12:35 | t/p | 218 | 0.01 | 1.07780 | 0.00000 | 1.07780 | 0.74 | 50178.42 |
| 975 | 2008.02.01 13:00 | sell | 219 | 0.01 | 1.07730 | 0.00000 | 0.00000 | ||
| 976 | 2008.02.01 13:00 | modify | 219 | 0.01 | 1.07730 | 0.00000 | 1.07650 | ||
| 977 | 2008.02.01 14:30 | sell | 220 | 0.01 | 1.07870 | 0.00000 | 0.00000 | ||
| 978 | 2008.02.01 14:30 | modify | 219 | 0.01 | 1.07730 | 0.00000 | 1.07720 | ||
| 979 | 2008.02.01 14:30 | modify | 220 | 0.01 | 1.07870 | 0.00000 | 1.07720 | ||
| 980 | 2008.02.01 15:00 | sell | 221 | 0.01 | 1.08020 | 0.00000 | 0.00000 | ||
| 981 | 2008.02.01 15:00 | modify | 219 | 0.01 | 1.07730 | 0.00000 | 1.07793 | ||
| 982 | 2008.02.01 15:00 | modify | 220 | 0.01 | 1.07870 | 0.00000 | 1.07793 | ||
| 983 | 2008.02.01 15:00 | modify | 221 | 0.01 | 1.08020 | 0.00000 | 1.07793 | ||
| 984 | 2008.02.01 15:30 | t/p | 219 | 0.01 | 1.07793 | 0.00000 | 1.07793 | -0.59 | 50177.83 |
| 985 | 2008.02.01 15:30 | t/p | 220 | 0.01 | 1.07793 | 0.00000 | 1.07793 | 0.71 | 50178.54 |
| 986 | 2008.02.01 15:30 | t/p | 221 | 0.01 | 1.07793 | 0.00000 | 1.07793 | 2.10 | 50180.64 |
| 987 | 2008.02.01 16:00 | sell | 222 | 0.01 | 1.07530 | 0.00000 | 0.00000 | ||
| 988 | 2008.02.01 16:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.07450 | ||
| 989 | 2008.02.01 16:30 | sell | 223 | 0.01 | 1.07800 | 0.00000 | 0.00000 | ||
| 990 | 2008.02.01 16:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.07585 | ||
| 991 | 2008.02.01 16:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.07585 | ||
| 992 | 2008.02.01 17:00 | sell | 224 | 0.01 | 1.08140 | 0.00000 | 0.00000 | ||
| 993 | 2008.02.01 17:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.07743 | ||
| 994 | 2008.02.01 17:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.07743 | ||
| 995 | 2008.02.01 17:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.07743 | ||
| 996 | 2008.02.01 19:30 | sell | 225 | 0.01 | 1.08350 | 0.00000 | 0.00000 | ||
| 997 | 2008.02.01 19:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.07875 | ||
| 998 | 2008.02.01 19:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.07875 | ||
| 999 | 2008.02.01 19:30 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.07875 | ||
| 1000 | 2008.02.01 19:30 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.07875 | ||
| 1001 | 2008.02.01 21:00 | sell | 226 | 0.01 | 1.08570 | 0.00000 | 0.00000 | ||
| 1002 | 2008.02.01 21:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.07998 | ||
| 1003 | 2008.02.01 21:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.07998 | ||
| 1004 | 2008.02.01 21:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.07998 | ||
| 1005 | 2008.02.01 21:00 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.07998 | ||
| 1006 | 2008.02.01 21:00 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.07998 | ||
| 1007 | 2008.02.01 22:00 | buy | 227 | 0.01 | 1.08890 | 0.00000 | 0.00000 | ||
| 1008 | 2008.02.01 22:00 | sell | 228 | 0.02 | 1.08880 | 0.00000 | 0.00000 | ||
| 1009 | 2008.02.01 22:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.08227 | ||
| 1010 | 2008.02.01 22:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.08227 | ||
| 1011 | 2008.02.01 22:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.08227 | ||
| 1012 | 2008.02.01 22:00 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.08227 | ||
| 1013 | 2008.02.01 22:00 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.08227 | ||
| 1014 | 2008.02.01 22:00 | modify | 227 | 0.01 | 1.08890 | 0.00000 | 1.08970 | ||
| 1015 | 2008.02.01 22:00 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.08227 | ||
| 1016 | 2008.02.04 03:24 | t/p | 227 | 0.01 | 1.08970 | 0.00000 | 1.08970 | 0.74 | 50181.38 |
| 1017 | 2008.02.04 03:30 | sell | 229 | 0.02 | 1.08970 | 0.00000 | 0.00000 | ||
| 1018 | 2008.02.04 03:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.08374 | ||
| 1019 | 2008.02.04 03:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.08374 | ||
| 1020 | 2008.02.04 03:30 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.08374 | ||
| 1021 | 2008.02.04 03:30 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.08374 | ||
| 1022 | 2008.02.04 03:30 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.08374 | ||
| 1023 | 2008.02.04 03:30 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.08374 | ||
| 1024 | 2008.02.04 03:30 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.08374 | ||
| 1025 | 2008.02.04 04:00 | sell | 230 | 0.02 | 1.09170 | 0.00000 | 0.00000 | ||
| 1026 | 2008.02.04 04:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.08505 | ||
| 1027 | 2008.02.04 04:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.08505 | ||
| 1028 | 2008.02.04 04:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.08505 | ||
| 1029 | 2008.02.04 04:00 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.08505 | ||
| 1030 | 2008.02.04 04:00 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.08505 | ||
| 1031 | 2008.02.04 04:00 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.08505 | ||
| 1032 | 2008.02.04 04:00 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.08505 | ||
| 1033 | 2008.02.04 04:00 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.08505 | ||
| 1034 | 2008.02.04 16:30 | buy | 231 | 0.01 | 1.09220 | 0.00000 | 0.00000 | ||
| 1035 | 2008.02.04 16:30 | modify | 231 | 0.01 | 1.09220 | 0.00000 | 1.09300 | ||
| 1036 | 2008.02.04 17:00 | buy | 232 | 0.01 | 1.09060 | 0.00000 | 0.00000 | ||
| 1037 | 2008.02.04 17:00 | modify | 231 | 0.01 | 1.09220 | 0.00000 | 1.09220 | ||
| 1038 | 2008.02.04 17:00 | modify | 232 | 0.01 | 1.09060 | 0.00000 | 1.09220 | ||
| 1039 | 2008.02.04 19:00 | buy | 233 | 0.01 | 1.08930 | 0.00000 | 0.00000 | ||
| 1040 | 2008.02.04 19:00 | modify | 231 | 0.01 | 1.09220 | 0.00000 | 1.09150 | ||
| 1041 | 2008.02.04 19:00 | modify | 232 | 0.01 | 1.09060 | 0.00000 | 1.09150 | ||
| 1042 | 2008.02.04 19:00 | modify | 233 | 0.01 | 1.08930 | 0.00000 | 1.09150 | ||
| 1043 | 2008.02.04 20:00 | buy | 234 | 0.01 | 1.08720 | 0.00000 | 0.00000 | ||
| 1044 | 2008.02.04 20:00 | modify | 231 | 0.01 | 1.09220 | 0.00000 | 1.09063 | ||
| 1045 | 2008.02.04 20:00 | modify | 232 | 0.01 | 1.09060 | 0.00000 | 1.09063 | ||
| 1046 | 2008.02.04 20:00 | modify | 233 | 0.01 | 1.08930 | 0.00000 | 1.09063 | ||
| 1047 | 2008.02.04 20:00 | modify | 234 | 0.01 | 1.08720 | 0.00000 | 1.09063 | ||
| 1048 | 2008.02.05 09:12 | t/p | 231 | 0.01 | 1.09063 | 0.00000 | 1.09063 | -1.43 | 50179.94 |
| 1049 | 2008.02.05 09:12 | t/p | 232 | 0.01 | 1.09063 | 0.00000 | 1.09063 | 0.04 | 50179.98 |
| 1050 | 2008.02.05 09:12 | t/p | 233 | 0.01 | 1.09063 | 0.00000 | 1.09063 | 1.23 | 50181.20 |