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 |
| 10501 | 2008.09.30 12:30 | buy | 1954 | 0.01 | 1.09880 | 0.00000 | 0.00000 | ||
| 10502 | 2008.09.30 12:30 | modify | 1954 | 0.01 | 1.09880 | 0.00000 | 1.09960 | ||
| 10503 | 2008.09.30 13:02 | t/p | 1954 | 0.01 | 1.09960 | 0.00000 | 1.09960 | 0.73 | 52091.91 |
| 10504 | 2008.09.30 13:30 | buy | 1955 | 0.01 | 1.10150 | 0.00000 | 0.00000 | ||
| 10505 | 2008.09.30 13:30 | modify | 1955 | 0.01 | 1.10150 | 0.00000 | 1.10230 | ||
| 10506 | 2008.09.30 13:30 | t/p | 1955 | 0.01 | 1.10230 | 0.00000 | 1.10230 | 0.73 | 52092.64 |
| 10507 | 2008.09.30 14:00 | buy | 1956 | 0.01 | 1.10180 | 0.00000 | 0.00000 | ||
| 10508 | 2008.09.30 14:00 | modify | 1956 | 0.01 | 1.10180 | 0.00000 | 1.10260 | ||
| 10509 | 2008.09.30 14:30 | buy | 1957 | 0.01 | 1.10090 | 0.00000 | 0.00000 | ||
| 10510 | 2008.09.30 14:30 | modify | 1956 | 0.01 | 1.10180 | 0.00000 | 1.10215 | ||
| 10511 | 2008.09.30 14:30 | modify | 1957 | 0.01 | 1.10090 | 0.00000 | 1.10215 | ||
| 10512 | 2008.09.30 14:41 | t/p | 1956 | 0.01 | 1.10215 | 0.00000 | 1.10215 | 0.32 | 52092.96 |
| 10513 | 2008.09.30 14:41 | t/p | 1957 | 0.01 | 1.10215 | 0.00000 | 1.10215 | 1.13 | 52094.09 |
| 10514 | 2008.09.30 15:00 | buy | 1958 | 0.01 | 1.10300 | 0.00000 | 0.00000 | ||
| 10515 | 2008.09.30 15:00 | modify | 1958 | 0.01 | 1.10300 | 0.00000 | 1.10380 | ||
| 10516 | 2008.09.30 15:36 | t/p | 1958 | 0.01 | 1.10380 | 0.00000 | 1.10380 | 0.72 | 52094.81 |
| 10517 | 2008.09.30 16:00 | buy | 1959 | 0.01 | 1.10410 | 0.00000 | 0.00000 | ||
| 10518 | 2008.09.30 16:00 | modify | 1959 | 0.01 | 1.10410 | 0.00000 | 1.10490 | ||
| 10519 | 2008.09.30 16:14 | t/p | 1959 | 0.01 | 1.10490 | 0.00000 | 1.10490 | 0.72 | 52095.53 |
| 10520 | 2008.09.30 16:30 | buy | 1960 | 0.01 | 1.10780 | 0.00000 | 0.00000 | ||
| 10521 | 2008.09.30 16:30 | modify | 1960 | 0.01 | 1.10780 | 0.00000 | 1.10860 | ||
| 10522 | 2008.09.30 16:31 | t/p | 1960 | 0.01 | 1.10860 | 0.00000 | 1.10860 | 0.72 | 52096.25 |
| 10523 | 2008.09.30 17:00 | buy | 1961 | 0.01 | 1.10960 | 0.00000 | 0.00000 | ||
| 10524 | 2008.09.30 17:00 | modify | 1961 | 0.01 | 1.10960 | 0.00000 | 1.11040 | ||
| 10525 | 2008.09.30 17:03 | t/p | 1961 | 0.01 | 1.11040 | 0.00000 | 1.11040 | 0.72 | 52096.97 |
| 10526 | 2008.09.30 17:30 | buy | 1962 | 0.01 | 1.11220 | 0.00000 | 0.00000 | ||
| 10527 | 2008.09.30 17:30 | modify | 1962 | 0.01 | 1.11220 | 0.00000 | 1.11300 | ||
| 10528 | 2008.09.30 17:34 | t/p | 1962 | 0.01 | 1.11300 | 0.00000 | 1.11300 | 0.72 | 52097.69 |
| 10529 | 2008.09.30 18:00 | buy | 1963 | 0.01 | 1.12090 | 0.00000 | 0.00000 | ||
| 10530 | 2008.09.30 18:00 | modify | 1963 | 0.01 | 1.12090 | 0.00000 | 1.12170 | ||
| 10531 | 2008.09.30 18:00 | t/p | 1963 | 0.01 | 1.12170 | 0.00000 | 1.12170 | 0.71 | 52098.40 |
| 10532 | 2008.10.01 15:00 | buy | 1964 | 0.01 | 1.12240 | 0.00000 | 0.00000 | ||
| 10533 | 2008.10.01 15:00 | modify | 1964 | 0.01 | 1.12240 | 0.00000 | 1.12320 | ||
| 10534 | 2008.10.01 15:03 | t/p | 1964 | 0.01 | 1.12320 | 0.00000 | 1.12320 | 0.71 | 52099.11 |
| 10535 | 2008.10.01 15:30 | buy | 1965 | 0.01 | 1.12660 | 0.00000 | 0.00000 | ||
| 10536 | 2008.10.01 15:30 | modify | 1965 | 0.01 | 1.12660 | 0.00000 | 1.12740 | ||
| 10537 | 2008.10.01 16:00 | buy | 1966 | 0.01 | 1.12560 | 0.00000 | 0.00000 | ||
| 10538 | 2008.10.01 16:00 | modify | 1965 | 0.01 | 1.12660 | 0.00000 | 1.12690 | ||
| 10539 | 2008.10.01 16:00 | modify | 1966 | 0.01 | 1.12560 | 0.00000 | 1.12690 | ||
| 10540 | 2008.10.01 16:07 | t/p | 1965 | 0.01 | 1.12690 | 0.00000 | 1.12690 | 0.27 | 52099.38 |
| 10541 | 2008.10.01 16:07 | t/p | 1966 | 0.01 | 1.12690 | 0.00000 | 1.12690 | 1.15 | 52100.53 |
| 10542 | 2008.10.01 16:30 | buy | 1967 | 0.01 | 1.12820 | 0.00000 | 0.00000 | ||
| 10543 | 2008.10.01 16:30 | modify | 1967 | 0.01 | 1.12820 | 0.00000 | 1.12900 | ||
| 10544 | 2008.10.01 17:00 | buy | 1968 | 0.01 | 1.12390 | 0.00000 | 0.00000 | ||
| 10545 | 2008.10.01 17:00 | modify | 1967 | 0.01 | 1.12820 | 0.00000 | 1.12685 | ||
| 10546 | 2008.10.01 17:00 | modify | 1968 | 0.01 | 1.12390 | 0.00000 | 1.12685 | ||
| 10547 | 2008.10.01 17:30 | buy | 1969 | 0.01 | 1.12300 | 0.00000 | 0.00000 | ||
| 10548 | 2008.10.01 17:30 | modify | 1967 | 0.01 | 1.12820 | 0.00000 | 1.12583 | ||
| 10549 | 2008.10.01 17:30 | modify | 1968 | 0.01 | 1.12390 | 0.00000 | 1.12583 | ||
| 10550 | 2008.10.01 17:30 | modify | 1969 | 0.01 | 1.12300 | 0.00000 | 1.12583 | ||
| 10551 | 2008.10.01 18:00 | buy | 1970 | 0.01 | 1.12070 | 0.00000 | 0.00000 | ||
| 10552 | 2008.10.01 18:00 | modify | 1967 | 0.01 | 1.12820 | 0.00000 | 1.12475 | ||
| 10553 | 2008.10.01 18:00 | modify | 1968 | 0.01 | 1.12390 | 0.00000 | 1.12475 | ||
| 10554 | 2008.10.01 18:00 | modify | 1969 | 0.01 | 1.12300 | 0.00000 | 1.12475 | ||
| 10555 | 2008.10.01 18:00 | modify | 1970 | 0.01 | 1.12070 | 0.00000 | 1.12475 | ||
| 10556 | 2008.10.01 22:15 | t/p | 1967 | 0.01 | 1.12475 | 0.00000 | 1.12475 | -3.07 | 52097.46 |
| 10557 | 2008.10.01 22:15 | t/p | 1968 | 0.01 | 1.12475 | 0.00000 | 1.12475 | 0.75 | 52098.21 |
| 10558 | 2008.10.01 22:15 | t/p | 1969 | 0.01 | 1.12475 | 0.00000 | 1.12475 | 1.55 | 52099.76 |
| 10559 | 2008.10.01 22:15 | t/p | 1970 | 0.01 | 1.12475 | 0.00000 | 1.12475 | 3.60 | 52103.36 |
| 10560 | 2008.10.02 03:30 | buy | 1971 | 0.01 | 1.12890 | 0.00000 | 0.00000 | ||
| 10561 | 2008.10.02 03:30 | modify | 1971 | 0.01 | 1.12890 | 0.00000 | 1.12970 | ||
| 10562 | 2008.10.02 05:00 | buy | 1972 | 0.01 | 1.12690 | 0.00000 | 0.00000 | ||
| 10563 | 2008.10.02 05:00 | modify | 1971 | 0.01 | 1.12890 | 0.00000 | 1.12870 | ||
| 10564 | 2008.10.02 05:00 | modify | 1972 | 0.01 | 1.12690 | 0.00000 | 1.12870 | ||
| 10565 | 2008.10.02 05:08 | t/p | 1971 | 0.01 | 1.12870 | 0.00000 | 1.12870 | -0.18 | 52103.18 |
| 10566 | 2008.10.02 05:08 | t/p | 1972 | 0.01 | 1.12870 | 0.00000 | 1.12870 | 1.59 | 52104.77 |
| 10567 | 2008.10.02 10:30 | buy | 1973 | 0.01 | 1.13270 | 0.00000 | 0.00000 | ||
| 10568 | 2008.10.02 10:30 | modify | 1973 | 0.01 | 1.13270 | 0.00000 | 1.13350 | ||
| 10569 | 2008.10.02 10:34 | t/p | 1973 | 0.01 | 1.13350 | 0.00000 | 1.13350 | 0.71 | 52105.48 |
| 10570 | 2008.10.02 11:00 | buy | 1974 | 0.01 | 1.13310 | 0.00000 | 0.00000 | ||
| 10571 | 2008.10.02 11:00 | modify | 1974 | 0.01 | 1.13310 | 0.00000 | 1.13390 | ||
| 10572 | 2008.10.02 11:30 | buy | 1975 | 0.01 | 1.12990 | 0.00000 | 0.00000 | ||
| 10573 | 2008.10.02 11:30 | modify | 1974 | 0.01 | 1.13310 | 0.00000 | 1.13230 | ||
| 10574 | 2008.10.02 11:30 | modify | 1975 | 0.01 | 1.12990 | 0.00000 | 1.13230 | ||
| 10575 | 2008.10.02 13:55 | t/p | 1974 | 0.01 | 1.13230 | 0.00000 | 1.13230 | -0.71 | 52104.77 |
| 10576 | 2008.10.02 13:55 | t/p | 1975 | 0.01 | 1.13230 | 0.00000 | 1.13230 | 2.12 | 52106.89 |
| 10577 | 2008.10.02 16:00 | buy | 1976 | 0.01 | 1.14020 | 0.00000 | 0.00000 | ||
| 10578 | 2008.10.02 16:00 | modify | 1976 | 0.01 | 1.14020 | 0.00000 | 1.14100 | ||
| 10579 | 2008.10.02 16:27 | t/p | 1976 | 0.01 | 1.14100 | 0.00000 | 1.14100 | 0.70 | 52107.59 |
| 10580 | 2008.10.03 16:00 | buy | 1977 | 0.01 | 1.13640 | 0.00000 | 0.00000 | ||
| 10581 | 2008.10.03 16:00 | modify | 1977 | 0.01 | 1.13640 | 0.00000 | 1.13720 | ||
| 10582 | 2008.10.03 16:13 | t/p | 1977 | 0.01 | 1.13720 | 0.00000 | 1.13720 | 0.70 | 52108.29 |
| 10583 | 2008.10.03 16:30 | buy | 1978 | 0.01 | 1.13890 | 0.00000 | 0.00000 | ||
| 10584 | 2008.10.03 16:30 | modify | 1978 | 0.01 | 1.13890 | 0.00000 | 1.13970 | ||
| 10585 | 2008.10.03 17:16 | t/p | 1978 | 0.01 | 1.13970 | 0.00000 | 1.13970 | 0.70 | 52108.99 |
| 10586 | 2008.10.03 17:30 | buy | 1979 | 0.01 | 1.13890 | 0.00000 | 0.00000 | ||
| 10587 | 2008.10.03 17:30 | modify | 1979 | 0.01 | 1.13890 | 0.00000 | 1.13970 | ||
| 10588 | 2008.10.03 18:00 | buy | 1980 | 0.01 | 1.13240 | 0.00000 | 0.00000 | ||
| 10589 | 2008.10.03 18:00 | modify | 1979 | 0.01 | 1.13890 | 0.00000 | 1.13645 | ||
| 10590 | 2008.10.03 18:00 | modify | 1980 | 0.01 | 1.13240 | 0.00000 | 1.13645 | ||
| 10591 | 2008.10.03 18:30 | buy | 1981 | 0.01 | 1.13100 | 0.00000 | 0.00000 | ||
| 10592 | 2008.10.03 18:30 | modify | 1979 | 0.01 | 1.13890 | 0.00000 | 1.13490 | ||
| 10593 | 2008.10.03 18:30 | modify | 1980 | 0.01 | 1.13240 | 0.00000 | 1.13490 | ||
| 10594 | 2008.10.03 18:30 | modify | 1981 | 0.01 | 1.13100 | 0.00000 | 1.13490 | ||
| 10595 | 2008.10.03 19:00 | buy | 1982 | 0.01 | 1.12960 | 0.00000 | 0.00000 | ||
| 10596 | 2008.10.03 19:00 | modify | 1979 | 0.01 | 1.13890 | 0.00000 | 1.13378 | ||
| 10597 | 2008.10.03 19:00 | modify | 1980 | 0.01 | 1.13240 | 0.00000 | 1.13378 | ||
| 10598 | 2008.10.03 19:00 | modify | 1981 | 0.01 | 1.13100 | 0.00000 | 1.13378 | ||
| 10599 | 2008.10.03 19:00 | modify | 1982 | 0.01 | 1.12960 | 0.00000 | 1.13378 | ||
| 10600 | 2008.10.03 20:30 | buy | 1983 | 0.01 | 1.12770 | 0.00000 | 0.00000 | ||
| 10601 | 2008.10.03 20:30 | modify | 1979 | 0.01 | 1.13890 | 0.00000 | 1.13272 | ||
| 10602 | 2008.10.03 20:30 | modify | 1980 | 0.01 | 1.13240 | 0.00000 | 1.13272 | ||
| 10603 | 2008.10.03 20:30 | modify | 1981 | 0.01 | 1.13100 | 0.00000 | 1.13272 | ||
| 10604 | 2008.10.03 20:30 | modify | 1982 | 0.01 | 1.12960 | 0.00000 | 1.13272 | ||
| 10605 | 2008.10.03 20:30 | modify | 1983 | 0.01 | 1.12770 | 0.00000 | 1.13272 | ||
| 10606 | 2008.10.03 21:00 | buy | 1984 | 0.02 | 1.12500 | 0.00000 | 0.00000 | ||
| 10607 | 2008.10.03 21:00 | modify | 1979 | 0.01 | 1.13890 | 0.00000 | 1.13074 | ||
| 10608 | 2008.10.03 21:00 | modify | 1980 | 0.01 | 1.13240 | 0.00000 | 1.13074 | ||
| 10609 | 2008.10.03 21:00 | modify | 1981 | 0.01 | 1.13100 | 0.00000 | 1.13074 | ||
| 10610 | 2008.10.03 21:00 | modify | 1982 | 0.01 | 1.12960 | 0.00000 | 1.13074 | ||
| 10611 | 2008.10.03 21:00 | modify | 1983 | 0.01 | 1.12770 | 0.00000 | 1.13074 | ||
| 10612 | 2008.10.03 21:00 | modify | 1984 | 0.02 | 1.12500 | 0.00000 | 1.13074 | ||
| 10613 | 2008.10.05 23:59 | t/p | 1979 | 0.01 | 1.13074 | 0.00000 | 1.13074 | -7.19 | 52101.80 |
| 10614 | 2008.10.05 23:59 | t/p | 1980 | 0.01 | 1.13074 | 0.00000 | 1.13074 | -1.46 | 52100.34 |
| 10615 | 2008.10.05 23:59 | t/p | 1981 | 0.01 | 1.13074 | 0.00000 | 1.13074 | -0.23 | 52100.11 |
| 10616 | 2008.10.05 23:59 | t/p | 1982 | 0.01 | 1.13074 | 0.00000 | 1.13074 | 1.00 | 52101.11 |
| 10617 | 2008.10.05 23:59 | t/p | 1983 | 0.01 | 1.13074 | 0.00000 | 1.13074 | 2.68 | 52103.79 |
| 10618 | 2008.10.05 23:59 | t/p | 1984 | 0.02 | 1.13074 | 0.00000 | 1.13074 | 10.11 | 52113.90 |
| 10619 | 2008.10.06 09:30 | buy | 1985 | 0.01 | 1.13730 | 0.00000 | 0.00000 | ||
| 10620 | 2008.10.06 09:30 | modify | 1985 | 0.01 | 1.13730 | 0.00000 | 1.13810 | ||
| 10621 | 2008.10.06 09:32 | t/p | 1985 | 0.01 | 1.13810 | 0.00000 | 1.13810 | 0.70 | 52114.60 |
| 10622 | 2008.10.06 10:00 | buy | 1986 | 0.01 | 1.13890 | 0.00000 | 0.00000 | ||
| 10623 | 2008.10.06 10:00 | modify | 1986 | 0.01 | 1.13890 | 0.00000 | 1.13970 | ||
| 10624 | 2008.10.06 10:01 | t/p | 1986 | 0.01 | 1.13970 | 0.00000 | 1.13970 | 0.70 | 52115.30 |
| 10625 | 2008.10.06 10:30 | buy | 1987 | 0.01 | 1.13970 | 0.00000 | 0.00000 | ||
| 10626 | 2008.10.06 10:30 | modify | 1987 | 0.01 | 1.13970 | 0.00000 | 1.14050 | ||
| 10627 | 2008.10.06 10:39 | t/p | 1987 | 0.01 | 1.14050 | 0.00000 | 1.14050 | 0.70 | 52116.00 |
| 10628 | 2008.10.06 11:30 | buy | 1988 | 0.01 | 1.14020 | 0.00000 | 0.00000 | ||
| 10629 | 2008.10.06 11:30 | modify | 1988 | 0.01 | 1.14020 | 0.00000 | 1.14100 | ||
| 10630 | 2008.10.06 11:46 | t/p | 1988 | 0.01 | 1.14100 | 0.00000 | 1.14100 | 0.70 | 52116.70 |
| 10631 | 2008.10.06 12:00 | buy | 1989 | 0.01 | 1.14230 | 0.00000 | 0.00000 | ||
| 10632 | 2008.10.06 12:00 | modify | 1989 | 0.01 | 1.14230 | 0.00000 | 1.14310 | ||
| 10633 | 2008.10.06 12:02 | t/p | 1989 | 0.01 | 1.14310 | 0.00000 | 1.14310 | 0.70 | 52117.40 |
| 10634 | 2008.10.06 12:30 | buy | 1990 | 0.01 | 1.14400 | 0.00000 | 0.00000 | ||
| 10635 | 2008.10.06 12:30 | modify | 1990 | 0.01 | 1.14400 | 0.00000 | 1.14480 | ||
| 10636 | 2008.10.06 13:00 | buy | 1991 | 0.01 | 1.14320 | 0.00000 | 0.00000 | ||
| 10637 | 2008.10.06 13:00 | modify | 1990 | 0.01 | 1.14400 | 0.00000 | 1.14440 | ||
| 10638 | 2008.10.06 13:00 | modify | 1991 | 0.01 | 1.14320 | 0.00000 | 1.14440 | ||
| 10639 | 2008.10.06 13:30 | buy | 1992 | 0.01 | 1.14130 | 0.00000 | 0.00000 | ||
| 10640 | 2008.10.06 13:30 | modify | 1990 | 0.01 | 1.14400 | 0.00000 | 1.14363 | ||
| 10641 | 2008.10.06 13:30 | modify | 1991 | 0.01 | 1.14320 | 0.00000 | 1.14363 | ||
| 10642 | 2008.10.06 13:30 | modify | 1992 | 0.01 | 1.14130 | 0.00000 | 1.14363 | ||
| 10643 | 2008.10.06 15:00 | buy | 1993 | 0.01 | 1.14000 | 0.00000 | 0.00000 | ||
| 10644 | 2008.10.06 15:00 | modify | 1990 | 0.01 | 1.14400 | 0.00000 | 1.14293 | ||
| 10645 | 2008.10.06 15:00 | modify | 1991 | 0.01 | 1.14320 | 0.00000 | 1.14293 | ||
| 10646 | 2008.10.06 15:00 | modify | 1992 | 0.01 | 1.14130 | 0.00000 | 1.14293 | ||
| 10647 | 2008.10.06 15:00 | modify | 1993 | 0.01 | 1.14000 | 0.00000 | 1.14293 | ||
| 10648 | 2008.10.06 17:30 | buy | 1994 | 0.01 | 1.13900 | 0.00000 | 0.00000 | ||
| 10649 | 2008.10.06 17:30 | modify | 1990 | 0.01 | 1.14400 | 0.00000 | 1.14230 | ||
| 10650 | 2008.10.06 17:30 | modify | 1991 | 0.01 | 1.14320 | 0.00000 | 1.14230 | ||