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 |
| 10351 | 2008.09.22 20:30 | modify | 1911 | 0.01 | 1.07470 | 0.00000 | 1.07390 | ||
| 10352 | 2008.09.22 20:30 | t/p | 1911 | 0.01 | 1.07390 | 0.00000 | 1.07390 | 0.74 | 52060.46 |
| 10353 | 2008.09.24 15:00 | sell | 1912 | 0.01 | 1.08610 | 0.00000 | 0.00000 | ||
| 10354 | 2008.09.24 15:00 | modify | 1912 | 0.01 | 1.08610 | 0.00000 | 1.08530 | ||
| 10355 | 2008.09.24 15:11 | t/p | 1912 | 0.01 | 1.08530 | 0.00000 | 1.08530 | 0.74 | 52061.20 |
| 10356 | 2008.09.24 15:30 | sell | 1913 | 0.01 | 1.08330 | 0.00000 | 0.00000 | ||
| 10357 | 2008.09.24 15:30 | modify | 1913 | 0.01 | 1.08330 | 0.00000 | 1.08250 | ||
| 10358 | 2008.09.24 15:33 | t/p | 1913 | 0.01 | 1.08250 | 0.00000 | 1.08250 | 0.74 | 52061.94 |
| 10359 | 2008.09.24 16:00 | sell | 1914 | 0.01 | 1.08170 | 0.00000 | 0.00000 | ||
| 10360 | 2008.09.24 16:00 | modify | 1914 | 0.01 | 1.08170 | 0.00000 | 1.08090 | ||
| 10361 | 2008.09.24 16:24 | t/p | 1914 | 0.01 | 1.08090 | 0.00000 | 1.08090 | 0.74 | 52062.68 |
| 10362 | 2008.09.24 16:30 | sell | 1915 | 0.01 | 1.08110 | 0.00000 | 0.00000 | ||
| 10363 | 2008.09.24 16:30 | modify | 1915 | 0.01 | 1.08110 | 0.00000 | 1.08030 | ||
| 10364 | 2008.09.24 17:00 | sell | 1916 | 0.01 | 1.08250 | 0.00000 | 0.00000 | ||
| 10365 | 2008.09.24 17:00 | modify | 1915 | 0.01 | 1.08110 | 0.00000 | 1.08100 | ||
| 10366 | 2008.09.24 17:00 | modify | 1916 | 0.01 | 1.08250 | 0.00000 | 1.08100 | ||
| 10367 | 2008.09.24 17:02 | t/p | 1915 | 0.01 | 1.08100 | 0.00000 | 1.08100 | 0.09 | 52062.77 |
| 10368 | 2008.09.24 17:02 | t/p | 1916 | 0.01 | 1.08100 | 0.00000 | 1.08100 | 1.39 | 52064.16 |
| 10369 | 2008.09.25 04:30 | sell | 1917 | 0.01 | 1.08470 | 0.00000 | 0.00000 | ||
| 10370 | 2008.09.25 04:30 | modify | 1917 | 0.01 | 1.08470 | 0.00000 | 1.08390 | ||
| 10371 | 2008.09.25 04:50 | t/p | 1917 | 0.01 | 1.08390 | 0.00000 | 1.08390 | 0.74 | 52064.90 |
| 10372 | 2008.09.25 05:00 | sell | 1918 | 0.01 | 1.08300 | 0.00000 | 0.00000 | ||
| 10373 | 2008.09.25 05:00 | modify | 1918 | 0.01 | 1.08300 | 0.00000 | 1.08220 | ||
| 10374 | 2008.09.25 05:30 | sell | 1919 | 0.01 | 1.08510 | 0.00000 | 0.00000 | ||
| 10375 | 2008.09.25 05:30 | modify | 1918 | 0.01 | 1.08300 | 0.00000 | 1.08325 | ||
| 10376 | 2008.09.25 05:30 | modify | 1919 | 0.01 | 1.08510 | 0.00000 | 1.08325 | ||
| 10377 | 2008.09.25 05:59 | t/p | 1918 | 0.01 | 1.08325 | 0.00000 | 1.08325 | -0.23 | 52064.67 |
| 10378 | 2008.09.25 05:59 | t/p | 1919 | 0.01 | 1.08325 | 0.00000 | 1.08325 | 1.71 | 52066.38 |
| 10379 | 2008.09.25 06:00 | sell | 1920 | 0.01 | 1.08330 | 0.00000 | 0.00000 | ||
| 10380 | 2008.09.25 06:00 | modify | 1920 | 0.01 | 1.08330 | 0.00000 | 1.08250 | ||
| 10381 | 2008.09.25 07:00 | sell | 1921 | 0.01 | 1.08440 | 0.00000 | 0.00000 | ||
| 10382 | 2008.09.25 07:00 | modify | 1920 | 0.01 | 1.08330 | 0.00000 | 1.08305 | ||
| 10383 | 2008.09.25 07:00 | modify | 1921 | 0.01 | 1.08440 | 0.00000 | 1.08305 | ||
| 10384 | 2008.09.25 08:03 | t/p | 1920 | 0.01 | 1.08305 | 0.00000 | 1.08305 | 0.23 | 52066.61 |
| 10385 | 2008.09.25 08:03 | t/p | 1921 | 0.01 | 1.08305 | 0.00000 | 1.08305 | 1.25 | 52067.86 |
| 10386 | 2008.09.25 16:00 | sell | 1922 | 0.01 | 1.08280 | 0.00000 | 0.00000 | ||
| 10387 | 2008.09.25 16:00 | modify | 1922 | 0.01 | 1.08280 | 0.00000 | 1.08200 | ||
| 10388 | 2008.09.25 16:05 | t/p | 1922 | 0.01 | 1.08200 | 0.00000 | 1.08200 | 0.74 | 52068.60 |
| 10389 | 2008.09.25 16:30 | sell | 1923 | 0.01 | 1.08120 | 0.00000 | 0.00000 | ||
| 10390 | 2008.09.25 16:30 | modify | 1923 | 0.01 | 1.08120 | 0.00000 | 1.08040 | ||
| 10391 | 2008.09.25 17:30 | sell | 1924 | 0.01 | 1.08650 | 0.00000 | 0.00000 | ||
| 10392 | 2008.09.25 17:30 | modify | 1923 | 0.01 | 1.08120 | 0.00000 | 1.08305 | ||
| 10393 | 2008.09.25 17:30 | modify | 1924 | 0.01 | 1.08650 | 0.00000 | 1.08305 | ||
| 10394 | 2008.09.25 18:30 | sell | 1925 | 0.01 | 1.08860 | 0.00000 | 0.00000 | ||
| 10395 | 2008.09.25 18:30 | modify | 1923 | 0.01 | 1.08120 | 0.00000 | 1.08463 | ||
| 10396 | 2008.09.25 18:30 | modify | 1924 | 0.01 | 1.08650 | 0.00000 | 1.08463 | ||
| 10397 | 2008.09.25 18:30 | modify | 1925 | 0.01 | 1.08860 | 0.00000 | 1.08463 | ||
| 10398 | 2008.09.25 19:30 | buy | 1926 | 0.01 | 1.08900 | 0.00000 | 0.00000 | ||
| 10399 | 2008.09.25 19:30 | modify | 1926 | 0.01 | 1.08900 | 0.00000 | 1.08980 | ||
| 10400 | 2008.09.25 19:52 | t/p | 1926 | 0.01 | 1.08980 | 0.00000 | 1.08980 | 0.73 | 52069.33 |
| 10401 | 2008.09.25 20:00 | buy | 1927 | 0.01 | 1.09280 | 0.00000 | 0.00000 | ||
| 10402 | 2008.09.25 20:00 | sell | 1928 | 0.01 | 1.09270 | 0.00000 | 0.00000 | ||
| 10403 | 2008.09.25 20:00 | modify | 1923 | 0.01 | 1.08120 | 0.00000 | 1.08645 | ||
| 10404 | 2008.09.25 20:00 | modify | 1924 | 0.01 | 1.08650 | 0.00000 | 1.08645 | ||
| 10405 | 2008.09.25 20:00 | modify | 1925 | 0.01 | 1.08860 | 0.00000 | 1.08645 | ||
| 10406 | 2008.09.25 20:00 | modify | 1927 | 0.01 | 1.09280 | 0.00000 | 1.09360 | ||
| 10407 | 2008.09.25 20:00 | modify | 1928 | 0.01 | 1.09270 | 0.00000 | 1.08645 | ||
| 10408 | 2008.09.25 20:00 | t/p | 1927 | 0.01 | 1.09360 | 0.00000 | 1.09360 | 0.73 | 52070.06 |
| 10409 | 2008.09.25 21:00 | buy | 1929 | 0.01 | 1.09150 | 0.00000 | 0.00000 | ||
| 10410 | 2008.09.25 21:00 | modify | 1929 | 0.01 | 1.09150 | 0.00000 | 1.09230 | ||
| 10411 | 2008.09.25 22:00 | buy | 1930 | 0.01 | 1.08930 | 0.00000 | 0.00000 | ||
| 10412 | 2008.09.25 22:00 | modify | 1929 | 0.01 | 1.09150 | 0.00000 | 1.09120 | ||
| 10413 | 2008.09.25 22:00 | modify | 1930 | 0.01 | 1.08930 | 0.00000 | 1.09120 | ||
| 10414 | 2008.09.25 23:56 | t/p | 1929 | 0.01 | 1.09120 | 0.00000 | 1.09120 | -0.27 | 52069.79 |
| 10415 | 2008.09.25 23:56 | t/p | 1930 | 0.01 | 1.09120 | 0.00000 | 1.09120 | 1.74 | 52071.53 |
| 10416 | 2008.09.26 02:52 | t/p | 1923 | 0.01 | 1.08645 | 0.00000 | 1.08645 | -4.86 | 52066.67 |
| 10417 | 2008.09.26 02:52 | t/p | 1924 | 0.01 | 1.08645 | 0.00000 | 1.08645 | 0.02 | 52066.69 |
| 10418 | 2008.09.26 02:52 | t/p | 1925 | 0.01 | 1.08645 | 0.00000 | 1.08645 | 1.95 | 52068.64 |
| 10419 | 2008.09.26 02:52 | t/p | 1928 | 0.01 | 1.08645 | 0.00000 | 1.08645 | 5.72 | 52074.36 |
| 10420 | 2008.09.26 03:00 | sell | 1931 | 0.01 | 1.08520 | 0.00000 | 0.00000 | ||
| 10421 | 2008.09.26 03:00 | modify | 1931 | 0.01 | 1.08520 | 0.00000 | 1.08440 | ||
| 10422 | 2008.09.26 03:36 | t/p | 1931 | 0.01 | 1.08440 | 0.00000 | 1.08440 | 0.74 | 52075.10 |
| 10423 | 2008.09.26 04:00 | sell | 1932 | 0.01 | 1.08470 | 0.00000 | 0.00000 | ||
| 10424 | 2008.09.26 04:00 | modify | 1932 | 0.01 | 1.08470 | 0.00000 | 1.08390 | ||
| 10425 | 2008.09.26 04:08 | t/p | 1932 | 0.01 | 1.08390 | 0.00000 | 1.08390 | 0.74 | 52075.84 |
| 10426 | 2008.09.26 04:30 | sell | 1933 | 0.01 | 1.08440 | 0.00000 | 0.00000 | ||
| 10427 | 2008.09.26 04:30 | modify | 1933 | 0.01 | 1.08440 | 0.00000 | 1.08360 | ||
| 10428 | 2008.09.26 05:35 | t/p | 1933 | 0.01 | 1.08360 | 0.00000 | 1.08360 | 0.74 | 52076.58 |
| 10429 | 2008.09.26 11:00 | buy | 1934 | 0.01 | 1.08990 | 0.00000 | 0.00000 | ||
| 10430 | 2008.09.26 11:00 | modify | 1934 | 0.01 | 1.08990 | 0.00000 | 1.09070 | ||
| 10431 | 2008.09.26 11:30 | buy | 1935 | 0.01 | 1.08900 | 0.00000 | 0.00000 | ||
| 10432 | 2008.09.26 11:30 | modify | 1934 | 0.01 | 1.08990 | 0.00000 | 1.09025 | ||
| 10433 | 2008.09.26 11:30 | modify | 1935 | 0.01 | 1.08900 | 0.00000 | 1.09025 | ||
| 10434 | 2008.09.26 12:13 | t/p | 1934 | 0.01 | 1.09025 | 0.00000 | 1.09025 | 0.32 | 52076.90 |
| 10435 | 2008.09.26 12:13 | t/p | 1935 | 0.01 | 1.09025 | 0.00000 | 1.09025 | 1.15 | 52078.05 |
| 10436 | 2008.09.26 12:30 | buy | 1936 | 0.01 | 1.08970 | 0.00000 | 0.00000 | ||
| 10437 | 2008.09.26 12:30 | modify | 1936 | 0.01 | 1.08970 | 0.00000 | 1.09050 | ||
| 10438 | 2008.09.26 13:00 | buy | 1937 | 0.01 | 1.08890 | 0.00000 | 0.00000 | ||
| 10439 | 2008.09.26 13:00 | modify | 1936 | 0.01 | 1.08970 | 0.00000 | 1.09010 | ||
| 10440 | 2008.09.26 13:00 | modify | 1937 | 0.01 | 1.08890 | 0.00000 | 1.09010 | ||
| 10441 | 2008.09.26 13:25 | t/p | 1936 | 0.01 | 1.09010 | 0.00000 | 1.09010 | 0.37 | 52078.42 |
| 10442 | 2008.09.26 13:25 | t/p | 1937 | 0.01 | 1.09010 | 0.00000 | 1.09010 | 1.10 | 52079.52 |
| 10443 | 2008.09.29 00:30 | buy | 1938 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 10444 | 2008.09.29 00:30 | modify | 1938 | 0.01 | 1.09450 | 0.00000 | 1.09530 | ||
| 10445 | 2008.09.29 01:30 | buy | 1939 | 0.01 | 1.09260 | 0.00000 | 0.00000 | ||
| 10446 | 2008.09.29 01:30 | modify | 1938 | 0.01 | 1.09450 | 0.00000 | 1.09435 | ||
| 10447 | 2008.09.29 01:30 | modify | 1939 | 0.01 | 1.09260 | 0.00000 | 1.09435 | ||
| 10448 | 2008.09.29 02:30 | buy | 1940 | 0.01 | 1.09130 | 0.00000 | 0.00000 | ||
| 10449 | 2008.09.29 02:30 | modify | 1938 | 0.01 | 1.09450 | 0.00000 | 1.09360 | ||
| 10450 | 2008.09.29 02:30 | modify | 1939 | 0.01 | 1.09260 | 0.00000 | 1.09360 | ||
| 10451 | 2008.09.29 02:30 | modify | 1940 | 0.01 | 1.09130 | 0.00000 | 1.09360 | ||
| 10452 | 2008.09.29 03:08 | t/p | 1938 | 0.01 | 1.09360 | 0.00000 | 1.09360 | -0.82 | 52078.70 |
| 10453 | 2008.09.29 03:08 | t/p | 1939 | 0.01 | 1.09360 | 0.00000 | 1.09360 | 0.91 | 52079.61 |
| 10454 | 2008.09.29 03:08 | t/p | 1940 | 0.01 | 1.09360 | 0.00000 | 1.09360 | 2.10 | 52081.71 |
| 10455 | 2008.09.29 03:30 | buy | 1941 | 0.01 | 1.09620 | 0.00000 | 0.00000 | ||
| 10456 | 2008.09.29 03:30 | modify | 1941 | 0.01 | 1.09620 | 0.00000 | 1.09700 | ||
| 10457 | 2008.09.29 03:42 | t/p | 1941 | 0.01 | 1.09700 | 0.00000 | 1.09700 | 0.73 | 52082.44 |
| 10458 | 2008.09.29 04:00 | buy | 1942 | 0.01 | 1.09840 | 0.00000 | 0.00000 | ||
| 10459 | 2008.09.29 04:00 | modify | 1942 | 0.01 | 1.09840 | 0.00000 | 1.09920 | ||
| 10460 | 2008.09.29 04:30 | buy | 1943 | 0.01 | 1.09660 | 0.00000 | 0.00000 | ||
| 10461 | 2008.09.29 04:30 | modify | 1942 | 0.01 | 1.09840 | 0.00000 | 1.09830 | ||
| 10462 | 2008.09.29 04:30 | modify | 1943 | 0.01 | 1.09660 | 0.00000 | 1.09830 | ||
| 10463 | 2008.09.29 06:30 | buy | 1944 | 0.01 | 1.09540 | 0.00000 | 0.00000 | ||
| 10464 | 2008.09.29 06:30 | modify | 1942 | 0.01 | 1.09840 | 0.00000 | 1.09760 | ||
| 10465 | 2008.09.29 06:30 | modify | 1943 | 0.01 | 1.09660 | 0.00000 | 1.09760 | ||
| 10466 | 2008.09.29 06:30 | modify | 1944 | 0.01 | 1.09540 | 0.00000 | 1.09760 | ||
| 10467 | 2008.09.29 08:08 | t/p | 1942 | 0.01 | 1.09760 | 0.00000 | 1.09760 | -0.73 | 52081.71 |
| 10468 | 2008.09.29 08:08 | t/p | 1943 | 0.01 | 1.09760 | 0.00000 | 1.09760 | 0.91 | 52082.62 |
| 10469 | 2008.09.29 08:08 | t/p | 1944 | 0.01 | 1.09760 | 0.00000 | 1.09760 | 2.00 | 52084.62 |
| 10470 | 2008.09.29 10:00 | buy | 1945 | 0.01 | 1.10120 | 0.00000 | 0.00000 | ||
| 10471 | 2008.09.29 10:00 | modify | 1945 | 0.01 | 1.10120 | 0.00000 | 1.10200 | ||
| 10472 | 2008.09.29 10:12 | t/p | 1945 | 0.01 | 1.10200 | 0.00000 | 1.10200 | 0.73 | 52085.35 |
| 10473 | 2008.09.29 10:30 | buy | 1946 | 0.01 | 1.10700 | 0.00000 | 0.00000 | ||
| 10474 | 2008.09.29 10:30 | modify | 1946 | 0.01 | 1.10700 | 0.00000 | 1.10780 | ||
| 10475 | 2008.09.29 11:00 | buy | 1947 | 0.01 | 1.10490 | 0.00000 | 0.00000 | ||
| 10476 | 2008.09.29 11:00 | modify | 1946 | 0.01 | 1.10700 | 0.00000 | 1.10675 | ||
| 10477 | 2008.09.29 11:00 | modify | 1947 | 0.01 | 1.10490 | 0.00000 | 1.10675 | ||
| 10478 | 2008.09.29 12:23 | t/p | 1946 | 0.01 | 1.10675 | 0.00000 | 1.10675 | -0.23 | 52085.12 |
| 10479 | 2008.09.29 12:23 | t/p | 1947 | 0.01 | 1.10675 | 0.00000 | 1.10675 | 1.67 | 52086.79 |
| 10480 | 2008.09.29 21:30 | sell | 1948 | 0.01 | 1.08580 | 0.00000 | 0.00000 | ||
| 10481 | 2008.09.29 21:30 | modify | 1948 | 0.01 | 1.08580 | 0.00000 | 1.08500 | ||
| 10482 | 2008.09.29 21:36 | t/p | 1948 | 0.01 | 1.08500 | 0.00000 | 1.08500 | 0.74 | 52087.53 |
| 10483 | 2008.09.30 06:00 | buy | 1949 | 0.01 | 1.09670 | 0.00000 | 0.00000 | ||
| 10484 | 2008.09.30 06:00 | modify | 1949 | 0.01 | 1.09670 | 0.00000 | 1.09750 | ||
| 10485 | 2008.09.30 07:00 | buy | 1950 | 0.01 | 1.09510 | 0.00000 | 0.00000 | ||
| 10486 | 2008.09.30 07:00 | modify | 1949 | 0.01 | 1.09670 | 0.00000 | 1.09670 | ||
| 10487 | 2008.09.30 07:00 | modify | 1950 | 0.01 | 1.09510 | 0.00000 | 1.09670 | ||
| 10488 | 2008.09.30 08:30 | buy | 1951 | 0.01 | 1.09340 | 0.00000 | 0.00000 | ||
| 10489 | 2008.09.30 08:30 | modify | 1949 | 0.01 | 1.09670 | 0.00000 | 1.09587 | ||
| 10490 | 2008.09.30 08:30 | modify | 1950 | 0.01 | 1.09510 | 0.00000 | 1.09587 | ||
| 10491 | 2008.09.30 08:30 | modify | 1951 | 0.01 | 1.09340 | 0.00000 | 1.09587 | ||
| 10492 | 2008.09.30 09:12 | t/p | 1949 | 0.01 | 1.09587 | 0.00000 | 1.09587 | -0.76 | 52086.77 |
| 10493 | 2008.09.30 09:12 | t/p | 1950 | 0.01 | 1.09587 | 0.00000 | 1.09587 | 0.70 | 52087.47 |
| 10494 | 2008.09.30 09:12 | t/p | 1951 | 0.01 | 1.09587 | 0.00000 | 1.09587 | 2.25 | 52089.72 |
| 10495 | 2008.09.30 11:00 | buy | 1952 | 0.01 | 1.09770 | 0.00000 | 0.00000 | ||
| 10496 | 2008.09.30 11:00 | modify | 1952 | 0.01 | 1.09770 | 0.00000 | 1.09850 | ||
| 10497 | 2008.09.30 11:11 | t/p | 1952 | 0.01 | 1.09850 | 0.00000 | 1.09850 | 0.73 | 52090.45 |
| 10498 | 2008.09.30 11:30 | buy | 1953 | 0.01 | 1.09870 | 0.00000 | 0.00000 | ||
| 10499 | 2008.09.30 11:30 | modify | 1953 | 0.01 | 1.09870 | 0.00000 | 1.09950 | ||
| 10500 | 2008.09.30 12:22 | t/p | 1953 | 0.01 | 1.09950 | 0.00000 | 1.09950 | 0.73 | 52091.18 |