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 |
| 10651 | 2008.10.06 17:30 | modify | 1992 | 0.01 | 1.14130 | 0.00000 | 1.14230 | ||
| 10652 | 2008.10.06 17:30 | modify | 1993 | 0.01 | 1.14000 | 0.00000 | 1.14230 | ||
| 10653 | 2008.10.06 17:30 | modify | 1994 | 0.01 | 1.13900 | 0.00000 | 1.14230 | ||
| 10654 | 2008.10.06 17:41 | t/p | 1990 | 0.01 | 1.14230 | 0.00000 | 1.14230 | -1.49 | 52115.91 |
| 10655 | 2008.10.06 17:41 | t/p | 1991 | 0.01 | 1.14230 | 0.00000 | 1.14230 | -0.79 | 52115.12 |
| 10656 | 2008.10.06 17:41 | t/p | 1992 | 0.01 | 1.14230 | 0.00000 | 1.14230 | 0.87 | 52115.99 |
| 10657 | 2008.10.06 17:41 | t/p | 1993 | 0.01 | 1.14230 | 0.00000 | 1.14230 | 2.01 | 52118.00 |
| 10658 | 2008.10.06 17:41 | t/p | 1994 | 0.01 | 1.14230 | 0.00000 | 1.14230 | 2.89 | 52120.89 |
| 10659 | 2008.10.06 18:00 | buy | 1995 | 0.01 | 1.14670 | 0.00000 | 0.00000 | ||
| 10660 | 2008.10.06 18:00 | modify | 1995 | 0.01 | 1.14670 | 0.00000 | 1.14750 | ||
| 10661 | 2008.10.06 18:04 | t/p | 1995 | 0.01 | 1.14750 | 0.00000 | 1.14750 | 0.70 | 52121.59 |
| 10662 | 2008.10.06 21:00 | buy | 1996 | 0.01 | 1.14690 | 0.00000 | 0.00000 | ||
| 10663 | 2008.10.06 21:00 | modify | 1996 | 0.01 | 1.14690 | 0.00000 | 1.14770 | ||
| 10664 | 2008.10.06 21:07 | t/p | 1996 | 0.01 | 1.14770 | 0.00000 | 1.14770 | 0.70 | 52122.29 |
| 10665 | 2008.10.08 02:30 | buy | 1997 | 0.01 | 1.14330 | 0.00000 | 0.00000 | ||
| 10666 | 2008.10.08 02:30 | modify | 1997 | 0.01 | 1.14330 | 0.00000 | 1.14410 | ||
| 10667 | 2008.10.08 02:48 | t/p | 1997 | 0.01 | 1.14410 | 0.00000 | 1.14410 | 0.70 | 52122.99 |
| 10668 | 2008.10.08 09:00 | sell | 1998 | 0.01 | 1.13540 | 0.00000 | 0.00000 | ||
| 10669 | 2008.10.08 09:00 | modify | 1998 | 0.01 | 1.13540 | 0.00000 | 1.13460 | ||
| 10670 | 2008.10.08 09:30 | sell | 1999 | 0.01 | 1.13770 | 0.00000 | 0.00000 | ||
| 10671 | 2008.10.08 09:30 | modify | 1998 | 0.01 | 1.13540 | 0.00000 | 1.13575 | ||
| 10672 | 2008.10.08 09:30 | modify | 1999 | 0.01 | 1.13770 | 0.00000 | 1.13575 | ||
| 10673 | 2008.10.08 09:45 | t/p | 1998 | 0.01 | 1.13575 | 0.00000 | 1.13575 | -0.31 | 52122.68 |
| 10674 | 2008.10.08 09:45 | t/p | 1999 | 0.01 | 1.13575 | 0.00000 | 1.13575 | 1.72 | 52124.40 |
| 10675 | 2008.10.08 10:30 | sell | 2000 | 0.01 | 1.13410 | 0.00000 | 0.00000 | ||
| 10676 | 2008.10.08 10:30 | modify | 2000 | 0.01 | 1.13410 | 0.00000 | 1.13330 | ||
| 10677 | 2008.10.08 10:32 | t/p | 2000 | 0.01 | 1.13330 | 0.00000 | 1.13330 | 0.71 | 52125.11 |
| 10678 | 2008.10.08 11:30 | sell | 2001 | 0.01 | 1.13500 | 0.00000 | 0.00000 | ||
| 10679 | 2008.10.08 11:30 | modify | 2001 | 0.01 | 1.13500 | 0.00000 | 1.13420 | ||
| 10680 | 2008.10.08 11:30 | t/p | 2001 | 0.01 | 1.13420 | 0.00000 | 1.13420 | 0.71 | 52125.82 |
| 10681 | 2008.10.08 12:30 | sell | 2002 | 0.01 | 1.13050 | 0.00000 | 0.00000 | ||
| 10682 | 2008.10.08 12:30 | modify | 2002 | 0.01 | 1.13050 | 0.00000 | 1.12970 | ||
| 10683 | 2008.10.08 13:00 | sell | 2003 | 0.01 | 1.13320 | 0.00000 | 0.00000 | ||
| 10684 | 2008.10.08 13:00 | modify | 2002 | 0.01 | 1.13050 | 0.00000 | 1.13105 | ||
| 10685 | 2008.10.08 13:00 | modify | 2003 | 0.01 | 1.13320 | 0.00000 | 1.13105 | ||
| 10686 | 2008.10.08 13:30 | sell | 2004 | 0.01 | 1.13560 | 0.00000 | 0.00000 | ||
| 10687 | 2008.10.08 13:30 | modify | 2002 | 0.01 | 1.13050 | 0.00000 | 1.13230 | ||
| 10688 | 2008.10.08 13:30 | modify | 2003 | 0.01 | 1.13320 | 0.00000 | 1.13230 | ||
| 10689 | 2008.10.08 13:30 | modify | 2004 | 0.01 | 1.13560 | 0.00000 | 1.13230 | ||
| 10690 | 2008.10.08 14:00 | sell | 2005 | 0.01 | 1.13720 | 0.00000 | 0.00000 | ||
| 10691 | 2008.10.08 14:00 | modify | 2002 | 0.01 | 1.13050 | 0.00000 | 1.13333 | ||
| 10692 | 2008.10.08 14:00 | modify | 2003 | 0.01 | 1.13320 | 0.00000 | 1.13333 | ||
| 10693 | 2008.10.08 14:00 | modify | 2004 | 0.01 | 1.13560 | 0.00000 | 1.13333 | ||
| 10694 | 2008.10.08 14:00 | modify | 2005 | 0.01 | 1.13720 | 0.00000 | 1.13333 | ||
| 10695 | 2008.10.08 14:07 | t/p | 2002 | 0.01 | 1.13333 | 0.00000 | 1.13333 | -2.50 | 52123.32 |
| 10696 | 2008.10.08 14:07 | t/p | 2003 | 0.01 | 1.13333 | 0.00000 | 1.13333 | -0.11 | 52123.21 |
| 10697 | 2008.10.08 14:07 | t/p | 2004 | 0.01 | 1.13333 | 0.00000 | 1.13333 | 2.00 | 52125.21 |
| 10698 | 2008.10.08 14:07 | t/p | 2005 | 0.01 | 1.13333 | 0.00000 | 1.13333 | 3.42 | 52128.63 |
| 10699 | 2008.10.08 14:30 | sell | 2006 | 0.01 | 1.13220 | 0.00000 | 0.00000 | ||
| 10700 | 2008.10.08 14:30 | modify | 2006 | 0.01 | 1.13220 | 0.00000 | 1.13140 | ||
| 10701 | 2008.10.08 15:12 | t/p | 2006 | 0.01 | 1.13140 | 0.00000 | 1.13140 | 0.70 | 52129.33 |
| 10702 | 2008.10.08 16:00 | sell | 2007 | 0.01 | 1.13430 | 0.00000 | 0.00000 | ||
| 10703 | 2008.10.08 16:00 | modify | 2007 | 0.01 | 1.13430 | 0.00000 | 1.13350 | ||
| 10704 | 2008.10.08 16:05 | t/p | 2007 | 0.01 | 1.13350 | 0.00000 | 1.13350 | 0.70 | 52130.03 |
| 10705 | 2008.10.08 18:30 | sell | 2008 | 0.01 | 1.12930 | 0.00000 | 0.00000 | ||
| 10706 | 2008.10.08 18:30 | modify | 2008 | 0.01 | 1.12930 | 0.00000 | 1.12850 | ||
| 10707 | 2008.10.08 18:44 | t/p | 2008 | 0.01 | 1.12850 | 0.00000 | 1.12850 | 0.71 | 52130.74 |
| 10708 | 2008.10.08 19:00 | sell | 2009 | 0.01 | 1.12720 | 0.00000 | 0.00000 | ||
| 10709 | 2008.10.08 19:00 | modify | 2009 | 0.01 | 1.12720 | 0.00000 | 1.12640 | ||
| 10710 | 2008.10.08 19:33 | t/p | 2009 | 0.01 | 1.12640 | 0.00000 | 1.12640 | 0.71 | 52131.45 |
| 10711 | 2008.10.08 20:30 | sell | 2010 | 0.01 | 1.12450 | 0.00000 | 0.00000 | ||
| 10712 | 2008.10.08 20:30 | modify | 2010 | 0.01 | 1.12450 | 0.00000 | 1.12370 | ||
| 10713 | 2008.10.08 20:46 | t/p | 2010 | 0.01 | 1.12370 | 0.00000 | 1.12370 | 0.71 | 52132.16 |
| 10714 | 2008.10.08 21:00 | sell | 2011 | 0.01 | 1.12290 | 0.00000 | 0.00000 | ||
| 10715 | 2008.10.08 21:00 | modify | 2011 | 0.01 | 1.12290 | 0.00000 | 1.12210 | ||
| 10716 | 2008.10.08 21:06 | t/p | 2011 | 0.01 | 1.12210 | 0.00000 | 1.12210 | 0.71 | 52132.87 |
| 10717 | 2008.10.08 21:30 | sell | 2012 | 0.01 | 1.12180 | 0.00000 | 0.00000 | ||
| 10718 | 2008.10.08 21:30 | modify | 2012 | 0.01 | 1.12180 | 0.00000 | 1.12100 | ||
| 10719 | 2008.10.08 22:00 | sell | 2013 | 0.01 | 1.12560 | 0.00000 | 0.00000 | ||
| 10720 | 2008.10.08 22:00 | modify | 2012 | 0.01 | 1.12180 | 0.00000 | 1.12290 | ||
| 10721 | 2008.10.08 22:00 | modify | 2013 | 0.01 | 1.12560 | 0.00000 | 1.12290 | ||
| 10722 | 2008.10.08 23:30 | sell | 2014 | 0.01 | 1.12720 | 0.00000 | 0.00000 | ||
| 10723 | 2008.10.08 23:30 | modify | 2012 | 0.01 | 1.12180 | 0.00000 | 1.12407 | ||
| 10724 | 2008.10.08 23:30 | modify | 2013 | 0.01 | 1.12560 | 0.00000 | 1.12407 | ||
| 10725 | 2008.10.08 23:30 | modify | 2014 | 0.01 | 1.12720 | 0.00000 | 1.12407 | ||
| 10726 | 2008.10.09 01:30 | sell | 2015 | 0.01 | 1.12810 | 0.00000 | 0.00000 | ||
| 10727 | 2008.10.09 01:30 | modify | 2012 | 0.01 | 1.12180 | 0.00000 | 1.12488 | ||
| 10728 | 2008.10.09 01:30 | modify | 2013 | 0.01 | 1.12560 | 0.00000 | 1.12488 | ||
| 10729 | 2008.10.09 01:30 | modify | 2014 | 0.01 | 1.12720 | 0.00000 | 1.12488 | ||
| 10730 | 2008.10.09 01:30 | modify | 2015 | 0.01 | 1.12810 | 0.00000 | 1.12488 | ||
| 10731 | 2008.10.09 03:00 | sell | 2016 | 0.01 | 1.12900 | 0.00000 | 0.00000 | ||
| 10732 | 2008.10.09 03:00 | modify | 2012 | 0.01 | 1.12180 | 0.00000 | 1.12554 | ||
| 10733 | 2008.10.09 03:00 | modify | 2013 | 0.01 | 1.12560 | 0.00000 | 1.12554 | ||
| 10734 | 2008.10.09 03:00 | modify | 2014 | 0.01 | 1.12720 | 0.00000 | 1.12554 | ||
| 10735 | 2008.10.09 03:00 | modify | 2015 | 0.01 | 1.12810 | 0.00000 | 1.12554 | ||
| 10736 | 2008.10.09 03:00 | modify | 2016 | 0.01 | 1.12900 | 0.00000 | 1.12554 | ||
| 10737 | 2008.10.09 04:00 | sell | 2017 | 0.02 | 1.13000 | 0.00000 | 0.00000 | ||
| 10738 | 2008.10.09 04:00 | modify | 2012 | 0.01 | 1.12180 | 0.00000 | 1.12659 | ||
| 10739 | 2008.10.09 04:00 | modify | 2013 | 0.01 | 1.12560 | 0.00000 | 1.12659 | ||
| 10740 | 2008.10.09 04:00 | modify | 2014 | 0.01 | 1.12720 | 0.00000 | 1.12659 | ||
| 10741 | 2008.10.09 04:00 | modify | 2015 | 0.01 | 1.12810 | 0.00000 | 1.12659 | ||
| 10742 | 2008.10.09 04:00 | modify | 2016 | 0.01 | 1.12900 | 0.00000 | 1.12659 | ||
| 10743 | 2008.10.09 04:00 | modify | 2017 | 0.02 | 1.13000 | 0.00000 | 1.12659 | ||
| 10744 | 2008.10.09 06:37 | t/p | 2012 | 0.01 | 1.12659 | 0.00000 | 1.12659 | -4.34 | 52128.52 |
| 10745 | 2008.10.09 06:37 | t/p | 2013 | 0.01 | 1.12659 | 0.00000 | 1.12659 | -0.97 | 52127.55 |
| 10746 | 2008.10.09 06:37 | t/p | 2014 | 0.01 | 1.12659 | 0.00000 | 1.12659 | 0.45 | 52127.99 |
| 10747 | 2008.10.09 06:37 | t/p | 2015 | 0.01 | 1.12659 | 0.00000 | 1.12659 | 1.34 | 52129.33 |
| 10748 | 2008.10.09 06:37 | t/p | 2016 | 0.01 | 1.12659 | 0.00000 | 1.12659 | 2.14 | 52131.47 |
| 10749 | 2008.10.09 06:37 | t/p | 2017 | 0.02 | 1.12659 | 0.00000 | 1.12659 | 6.05 | 52137.52 |
| 10750 | 2008.10.09 07:30 | sell | 2018 | 0.01 | 1.12570 | 0.00000 | 0.00000 | ||
| 10751 | 2008.10.09 07:30 | modify | 2018 | 0.01 | 1.12570 | 0.00000 | 1.12490 | ||
| 10752 | 2008.10.09 08:00 | sell | 2019 | 0.01 | 1.12760 | 0.00000 | 0.00000 | ||
| 10753 | 2008.10.09 08:00 | modify | 2018 | 0.01 | 1.12570 | 0.00000 | 1.12585 | ||
| 10754 | 2008.10.09 08:00 | modify | 2019 | 0.01 | 1.12760 | 0.00000 | 1.12585 | ||
| 10755 | 2008.10.09 10:00 | sell | 2020 | 0.01 | 1.12860 | 0.00000 | 0.00000 | ||
| 10756 | 2008.10.09 10:00 | modify | 2018 | 0.01 | 1.12570 | 0.00000 | 1.12650 | ||
| 10757 | 2008.10.09 10:00 | modify | 2019 | 0.01 | 1.12760 | 0.00000 | 1.12650 | ||
| 10758 | 2008.10.09 10:00 | modify | 2020 | 0.01 | 1.12860 | 0.00000 | 1.12650 | ||
| 10759 | 2008.10.09 10:46 | t/p | 2018 | 0.01 | 1.12650 | 0.00000 | 1.12650 | -0.71 | 52136.81 |
| 10760 | 2008.10.09 10:46 | t/p | 2019 | 0.01 | 1.12650 | 0.00000 | 1.12650 | 0.98 | 52137.79 |
| 10761 | 2008.10.09 10:46 | t/p | 2020 | 0.01 | 1.12650 | 0.00000 | 1.12650 | 1.86 | 52139.65 |
| 10762 | 2008.10.09 11:00 | sell | 2021 | 0.01 | 1.12550 | 0.00000 | 0.00000 | ||
| 10763 | 2008.10.09 11:00 | modify | 2021 | 0.01 | 1.12550 | 0.00000 | 1.12470 | ||
| 10764 | 2008.10.09 11:09 | t/p | 2021 | 0.01 | 1.12470 | 0.00000 | 1.12470 | 0.71 | 52140.36 |
| 10765 | 2008.10.09 11:30 | sell | 2022 | 0.01 | 1.12430 | 0.00000 | 0.00000 | ||
| 10766 | 2008.10.09 11:30 | modify | 2022 | 0.01 | 1.12430 | 0.00000 | 1.12350 | ||
| 10767 | 2008.10.09 11:31 | t/p | 2022 | 0.01 | 1.12350 | 0.00000 | 1.12350 | 0.71 | 52141.07 |
| 10768 | 2008.10.09 13:00 | sell | 2023 | 0.01 | 1.12420 | 0.00000 | 0.00000 | ||
| 10769 | 2008.10.09 13:00 | modify | 2023 | 0.01 | 1.12420 | 0.00000 | 1.12340 | ||
| 10770 | 2008.10.09 13:30 | sell | 2024 | 0.01 | 1.12760 | 0.00000 | 0.00000 | ||
| 10771 | 2008.10.09 13:30 | modify | 2023 | 0.01 | 1.12420 | 0.00000 | 1.12510 | ||
| 10772 | 2008.10.09 13:30 | modify | 2024 | 0.01 | 1.12760 | 0.00000 | 1.12510 | ||
| 10773 | 2008.10.09 14:00 | sell | 2025 | 0.01 | 1.12890 | 0.00000 | 0.00000 | ||
| 10774 | 2008.10.09 14:00 | modify | 2023 | 0.01 | 1.12420 | 0.00000 | 1.12610 | ||
| 10775 | 2008.10.09 14:00 | modify | 2024 | 0.01 | 1.12760 | 0.00000 | 1.12610 | ||
| 10776 | 2008.10.09 14:00 | modify | 2025 | 0.01 | 1.12890 | 0.00000 | 1.12610 | ||
| 10777 | 2008.10.09 14:30 | sell | 2026 | 0.01 | 1.13030 | 0.00000 | 0.00000 | ||
| 10778 | 2008.10.09 14:30 | modify | 2023 | 0.01 | 1.12420 | 0.00000 | 1.12695 | ||
| 10779 | 2008.10.09 14:30 | modify | 2024 | 0.01 | 1.12760 | 0.00000 | 1.12695 | ||
| 10780 | 2008.10.09 14:30 | modify | 2025 | 0.01 | 1.12890 | 0.00000 | 1.12695 | ||
| 10781 | 2008.10.09 14:30 | modify | 2026 | 0.01 | 1.13030 | 0.00000 | 1.12695 | ||
| 10782 | 2008.10.09 16:30 | sell | 2027 | 0.01 | 1.13170 | 0.00000 | 0.00000 | ||
| 10783 | 2008.10.09 16:30 | modify | 2023 | 0.01 | 1.12420 | 0.00000 | 1.12774 | ||
| 10784 | 2008.10.09 16:30 | modify | 2024 | 0.01 | 1.12760 | 0.00000 | 1.12774 | ||
| 10785 | 2008.10.09 16:30 | modify | 2025 | 0.01 | 1.12890 | 0.00000 | 1.12774 | ||
| 10786 | 2008.10.09 16:30 | modify | 2026 | 0.01 | 1.13030 | 0.00000 | 1.12774 | ||
| 10787 | 2008.10.09 16:30 | modify | 2027 | 0.01 | 1.13170 | 0.00000 | 1.12774 | ||
| 10788 | 2008.10.09 17:30 | sell | 2028 | 0.02 | 1.13350 | 0.00000 | 0.00000 | ||
| 10789 | 2008.10.09 17:30 | modify | 2023 | 0.01 | 1.12420 | 0.00000 | 1.12916 | ||
| 10790 | 2008.10.09 17:30 | modify | 2024 | 0.01 | 1.12760 | 0.00000 | 1.12916 | ||
| 10791 | 2008.10.09 17:30 | modify | 2025 | 0.01 | 1.12890 | 0.00000 | 1.12916 | ||
| 10792 | 2008.10.09 17:30 | modify | 2026 | 0.01 | 1.13030 | 0.00000 | 1.12916 | ||
| 10793 | 2008.10.09 17:30 | modify | 2027 | 0.01 | 1.13170 | 0.00000 | 1.12916 | ||
| 10794 | 2008.10.09 17:30 | modify | 2028 | 0.02 | 1.13350 | 0.00000 | 1.12916 | ||
| 10795 | 2008.10.09 20:21 | t/p | 2023 | 0.01 | 1.12916 | 0.00000 | 1.12916 | -4.39 | 52136.68 |
| 10796 | 2008.10.09 20:21 | t/p | 2024 | 0.01 | 1.12916 | 0.00000 | 1.12916 | -1.38 | 52135.30 |
| 10797 | 2008.10.09 20:21 | t/p | 2025 | 0.01 | 1.12916 | 0.00000 | 1.12916 | -0.23 | 52135.07 |
| 10798 | 2008.10.09 20:21 | t/p | 2026 | 0.01 | 1.12916 | 0.00000 | 1.12916 | 1.01 | 52136.08 |
| 10799 | 2008.10.09 20:21 | t/p | 2027 | 0.01 | 1.12916 | 0.00000 | 1.12916 | 2.25 | 52138.33 |
| 10800 | 2008.10.09 20:21 | t/p | 2028 | 0.02 | 1.12916 | 0.00000 | 1.12916 | 7.69 | 52146.02 |