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 |
| 10801 | 2008.10.10 04:30 | sell | 2029 | 0.01 | 1.12700 | 0.00000 | 0.00000 | ||
| 10802 | 2008.10.10 04:30 | modify | 2029 | 0.01 | 1.12700 | 0.00000 | 1.12620 | ||
| 10803 | 2008.10.10 05:00 | sell | 2030 | 0.01 | 1.12960 | 0.00000 | 0.00000 | ||
| 10804 | 2008.10.10 05:00 | modify | 2029 | 0.01 | 1.12700 | 0.00000 | 1.12750 | ||
| 10805 | 2008.10.10 05:00 | modify | 2030 | 0.01 | 1.12960 | 0.00000 | 1.12750 | ||
| 10806 | 2008.10.10 05:21 | t/p | 2029 | 0.01 | 1.12750 | 0.00000 | 1.12750 | -0.45 | 52145.57 |
| 10807 | 2008.10.10 05:21 | t/p | 2030 | 0.01 | 1.12750 | 0.00000 | 1.12750 | 1.86 | 52147.43 |
| 10808 | 2008.10.10 05:30 | sell | 2031 | 0.01 | 1.12830 | 0.00000 | 0.00000 | ||
| 10809 | 2008.10.10 05:30 | modify | 2031 | 0.01 | 1.12830 | 0.00000 | 1.12750 | ||
| 10810 | 2008.10.10 05:32 | t/p | 2031 | 0.01 | 1.12750 | 0.00000 | 1.12750 | 0.71 | 52148.14 |
| 10811 | 2008.10.10 06:00 | sell | 2032 | 0.01 | 1.12630 | 0.00000 | 0.00000 | ||
| 10812 | 2008.10.10 06:00 | modify | 2032 | 0.01 | 1.12630 | 0.00000 | 1.12550 | ||
| 10813 | 2008.10.10 06:17 | t/p | 2032 | 0.01 | 1.12550 | 0.00000 | 1.12550 | 0.71 | 52148.85 |
| 10814 | 2008.10.10 06:30 | sell | 2033 | 0.01 | 1.12480 | 0.00000 | 0.00000 | ||
| 10815 | 2008.10.10 06:30 | modify | 2033 | 0.01 | 1.12480 | 0.00000 | 1.12400 | ||
| 10816 | 2008.10.10 06:36 | t/p | 2033 | 0.01 | 1.12400 | 0.00000 | 1.12400 | 0.71 | 52149.56 |
| 10817 | 2008.10.10 07:00 | sell | 2034 | 0.01 | 1.12320 | 0.00000 | 0.00000 | ||
| 10818 | 2008.10.10 07:00 | modify | 2034 | 0.01 | 1.12320 | 0.00000 | 1.12240 | ||
| 10819 | 2008.10.10 07:03 | t/p | 2034 | 0.01 | 1.12240 | 0.00000 | 1.12240 | 0.71 | 52150.27 |
| 10820 | 2008.10.10 09:30 | sell | 2035 | 0.01 | 1.12250 | 0.00000 | 0.00000 | ||
| 10821 | 2008.10.10 09:30 | modify | 2035 | 0.01 | 1.12250 | 0.00000 | 1.12170 | ||
| 10822 | 2008.10.10 09:32 | t/p | 2035 | 0.01 | 1.12170 | 0.00000 | 1.12170 | 0.71 | 52150.98 |
| 10823 | 2008.10.10 10:00 | sell | 2036 | 0.01 | 1.11970 | 0.00000 | 0.00000 | ||
| 10824 | 2008.10.10 10:00 | modify | 2036 | 0.01 | 1.11970 | 0.00000 | 1.11890 | ||
| 10825 | 2008.10.10 10:02 | t/p | 2036 | 0.01 | 1.11890 | 0.00000 | 1.11890 | 0.71 | 52151.69 |
| 10826 | 2008.10.10 10:30 | sell | 2037 | 0.01 | 1.11850 | 0.00000 | 0.00000 | ||
| 10827 | 2008.10.10 10:30 | modify | 2037 | 0.01 | 1.11850 | 0.00000 | 1.11770 | ||
| 10828 | 2008.10.10 10:31 | t/p | 2037 | 0.01 | 1.11770 | 0.00000 | 1.11770 | 0.72 | 52152.41 |
| 10829 | 2008.10.10 11:00 | sell | 2038 | 0.01 | 1.11820 | 0.00000 | 0.00000 | ||
| 10830 | 2008.10.10 11:00 | modify | 2038 | 0.01 | 1.11820 | 0.00000 | 1.11740 | ||
| 10831 | 2008.10.10 11:30 | sell | 2039 | 0.01 | 1.12040 | 0.00000 | 0.00000 | ||
| 10832 | 2008.10.10 11:30 | modify | 2038 | 0.01 | 1.11820 | 0.00000 | 1.11850 | ||
| 10833 | 2008.10.10 11:30 | modify | 2039 | 0.01 | 1.12040 | 0.00000 | 1.11850 | ||
| 10834 | 2008.10.10 11:44 | t/p | 2038 | 0.01 | 1.11850 | 0.00000 | 1.11850 | -0.27 | 52152.14 |
| 10835 | 2008.10.10 11:44 | t/p | 2039 | 0.01 | 1.11850 | 0.00000 | 1.11850 | 1.70 | 52153.84 |
| 10836 | 2008.10.10 14:00 | sell | 2040 | 0.01 | 1.11550 | 0.00000 | 0.00000 | ||
| 10837 | 2008.10.10 14:00 | modify | 2040 | 0.01 | 1.11550 | 0.00000 | 1.11470 | ||
| 10838 | 2008.10.10 14:01 | t/p | 2040 | 0.01 | 1.11470 | 0.00000 | 1.11470 | 0.72 | 52154.56 |
| 10839 | 2008.10.10 15:00 | sell | 2041 | 0.01 | 1.11450 | 0.00000 | 0.00000 | ||
| 10840 | 2008.10.10 15:00 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.11370 | ||
| 10841 | 2008.10.10 15:30 | sell | 2042 | 0.01 | 1.11590 | 0.00000 | 0.00000 | ||
| 10842 | 2008.10.10 15:30 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.11440 | ||
| 10843 | 2008.10.10 15:30 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.11440 | ||
| 10844 | 2008.10.10 16:00 | sell | 2043 | 0.01 | 1.11830 | 0.00000 | 0.00000 | ||
| 10845 | 2008.10.10 16:00 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.11543 | ||
| 10846 | 2008.10.10 16:00 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.11543 | ||
| 10847 | 2008.10.10 16:00 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.11543 | ||
| 10848 | 2008.10.10 17:00 | sell | 2044 | 0.01 | 1.11960 | 0.00000 | 0.00000 | ||
| 10849 | 2008.10.10 17:00 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.11628 | ||
| 10850 | 2008.10.10 17:00 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.11628 | ||
| 10851 | 2008.10.10 17:00 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.11628 | ||
| 10852 | 2008.10.10 17:00 | modify | 2044 | 0.01 | 1.11960 | 0.00000 | 1.11628 | ||
| 10853 | 2008.10.10 18:00 | sell | 2045 | 0.01 | 1.12240 | 0.00000 | 0.00000 | ||
| 10854 | 2008.10.10 18:00 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.11734 | ||
| 10855 | 2008.10.10 18:00 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.11734 | ||
| 10856 | 2008.10.10 18:00 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.11734 | ||
| 10857 | 2008.10.10 18:00 | modify | 2044 | 0.01 | 1.11960 | 0.00000 | 1.11734 | ||
| 10858 | 2008.10.10 18:00 | modify | 2045 | 0.01 | 1.12240 | 0.00000 | 1.11734 | ||
| 10859 | 2008.10.10 19:30 | sell | 2046 | 0.02 | 1.12690 | 0.00000 | 0.00000 | ||
| 10860 | 2008.10.10 19:30 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.11984 | ||
| 10861 | 2008.10.10 19:30 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.11984 | ||
| 10862 | 2008.10.10 19:30 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.11984 | ||
| 10863 | 2008.10.10 19:30 | modify | 2044 | 0.01 | 1.11960 | 0.00000 | 1.11984 | ||
| 10864 | 2008.10.10 19:30 | modify | 2045 | 0.01 | 1.12240 | 0.00000 | 1.11984 | ||
| 10865 | 2008.10.10 19:30 | modify | 2046 | 0.02 | 1.12690 | 0.00000 | 1.11984 | ||
| 10866 | 2008.10.10 20:00 | sell | 2047 | 0.02 | 1.13020 | 0.00000 | 0.00000 | ||
| 10867 | 2008.10.10 20:00 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.12197 | ||
| 10868 | 2008.10.10 20:00 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.12197 | ||
| 10869 | 2008.10.10 20:00 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.12197 | ||
| 10870 | 2008.10.10 20:00 | modify | 2044 | 0.01 | 1.11960 | 0.00000 | 1.12197 | ||
| 10871 | 2008.10.10 20:00 | modify | 2045 | 0.01 | 1.12240 | 0.00000 | 1.12197 | ||
| 10872 | 2008.10.10 20:00 | modify | 2046 | 0.02 | 1.12690 | 0.00000 | 1.12197 | ||
| 10873 | 2008.10.10 20:00 | modify | 2047 | 0.02 | 1.13020 | 0.00000 | 1.12197 | ||
| 10874 | 2008.10.10 21:00 | sell | 2048 | 0.02 | 1.13210 | 0.00000 | 0.00000 | ||
| 10875 | 2008.10.10 21:00 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.12366 | ||
| 10876 | 2008.10.10 21:00 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.12366 | ||
| 10877 | 2008.10.10 21:00 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.12366 | ||
| 10878 | 2008.10.10 21:00 | modify | 2044 | 0.01 | 1.11960 | 0.00000 | 1.12366 | ||
| 10879 | 2008.10.10 21:00 | modify | 2045 | 0.01 | 1.12240 | 0.00000 | 1.12366 | ||
| 10880 | 2008.10.10 21:00 | modify | 2046 | 0.02 | 1.12690 | 0.00000 | 1.12366 | ||
| 10881 | 2008.10.10 21:00 | modify | 2047 | 0.02 | 1.13020 | 0.00000 | 1.12366 | ||
| 10882 | 2008.10.10 21:00 | modify | 2048 | 0.02 | 1.13210 | 0.00000 | 1.12366 | ||
| 10883 | 2008.10.10 21:30 | buy | 2049 | 0.01 | 1.13870 | 0.00000 | 0.00000 | ||
| 10884 | 2008.10.10 21:30 | sell | 2050 | 0.02 | 1.13860 | 0.00000 | 0.00000 | ||
| 10885 | 2008.10.10 21:30 | modify | 2041 | 0.01 | 1.11450 | 0.00000 | 1.12584 | ||
| 10886 | 2008.10.10 21:30 | modify | 2042 | 0.01 | 1.11590 | 0.00000 | 1.12584 | ||
| 10887 | 2008.10.10 21:30 | modify | 2043 | 0.01 | 1.11830 | 0.00000 | 1.12584 | ||
| 10888 | 2008.10.10 21:30 | modify | 2044 | 0.01 | 1.11960 | 0.00000 | 1.12584 | ||
| 10889 | 2008.10.10 21:30 | modify | 2045 | 0.01 | 1.12240 | 0.00000 | 1.12584 | ||
| 10890 | 2008.10.10 21:30 | modify | 2046 | 0.02 | 1.12690 | 0.00000 | 1.12584 | ||
| 10891 | 2008.10.10 21:30 | modify | 2047 | 0.02 | 1.13020 | 0.00000 | 1.12584 | ||
| 10892 | 2008.10.10 21:30 | modify | 2048 | 0.02 | 1.13210 | 0.00000 | 1.12584 | ||
| 10893 | 2008.10.10 21:30 | modify | 2049 | 0.01 | 1.13870 | 0.00000 | 1.13950 | ||
| 10894 | 2008.10.10 21:30 | modify | 2050 | 0.02 | 1.13860 | 0.00000 | 1.12584 | ||
| 10895 | 2008.10.10 21:35 | t/p | 2049 | 0.01 | 1.13950 | 0.00000 | 1.13950 | 0.70 | 52155.26 |
| 10896 | 2008.10.13 06:00 | buy | 2051 | 0.01 | 1.13880 | 0.00000 | 0.00000 | ||
| 10897 | 2008.10.13 06:00 | modify | 2051 | 0.01 | 1.13880 | 0.00000 | 1.13960 | ||
| 10898 | 2008.10.13 06:23 | t/p | 2051 | 0.01 | 1.13960 | 0.00000 | 1.13960 | 0.70 | 52155.96 |
| 10899 | 2008.10.13 06:30 | buy | 2052 | 0.01 | 1.13950 | 0.00000 | 0.00000 | ||
| 10900 | 2008.10.13 06:30 | modify | 2052 | 0.01 | 1.13950 | 0.00000 | 1.14030 | ||
| 10901 | 2008.10.13 07:00 | buy | 2053 | 0.01 | 1.13490 | 0.00000 | 0.00000 | ||
| 10902 | 2008.10.13 07:00 | modify | 2052 | 0.01 | 1.13950 | 0.00000 | 1.13800 | ||
| 10903 | 2008.10.13 07:00 | modify | 2053 | 0.01 | 1.13490 | 0.00000 | 1.13800 | ||
| 10904 | 2008.10.13 08:14 | t/p | 2052 | 0.01 | 1.13800 | 0.00000 | 1.13800 | -1.32 | 52154.64 |
| 10905 | 2008.10.13 08:14 | t/p | 2053 | 0.01 | 1.13800 | 0.00000 | 1.13800 | 2.72 | 52157.36 |
| 10906 | 2008.10.13 08:30 | buy | 2054 | 0.01 | 1.13680 | 0.00000 | 0.00000 | ||
| 10907 | 2008.10.13 08:30 | modify | 2054 | 0.01 | 1.13680 | 0.00000 | 1.13760 | ||
| 10908 | 2008.10.13 09:00 | buy | 2055 | 0.01 | 1.13340 | 0.00000 | 0.00000 | ||
| 10909 | 2008.10.13 09:00 | modify | 2054 | 0.01 | 1.13680 | 0.00000 | 1.13590 | ||
| 10910 | 2008.10.13 09:00 | modify | 2055 | 0.01 | 1.13340 | 0.00000 | 1.13590 | ||
| 10911 | 2008.10.13 09:19 | t/p | 2054 | 0.01 | 1.13590 | 0.00000 | 1.13590 | -0.79 | 52156.57 |
| 10912 | 2008.10.13 09:19 | t/p | 2055 | 0.01 | 1.13590 | 0.00000 | 1.13590 | 2.20 | 52158.77 |
| 10913 | 2008.10.13 15:36 | t/p | 2041 | 0.01 | 1.12584 | 0.00000 | 1.12584 | -10.10 | 52148.67 |
| 10914 | 2008.10.13 15:36 | t/p | 2042 | 0.01 | 1.12584 | 0.00000 | 1.12584 | -8.86 | 52139.81 |
| 10915 | 2008.10.13 15:36 | t/p | 2043 | 0.01 | 1.12584 | 0.00000 | 1.12584 | -6.73 | 52133.08 |
| 10916 | 2008.10.13 15:36 | t/p | 2044 | 0.01 | 1.12584 | 0.00000 | 1.12584 | -5.57 | 52127.50 |
| 10917 | 2008.10.13 15:36 | t/p | 2045 | 0.01 | 1.12584 | 0.00000 | 1.12584 | -3.09 | 52124.41 |
| 10918 | 2008.10.13 15:36 | t/p | 2046 | 0.02 | 1.12584 | 0.00000 | 1.12584 | 1.82 | 52126.23 |
| 10919 | 2008.10.13 15:36 | t/p | 2047 | 0.02 | 1.12584 | 0.00000 | 1.12584 | 7.69 | 52133.92 |
| 10920 | 2008.10.13 15:36 | t/p | 2048 | 0.02 | 1.12584 | 0.00000 | 1.12584 | 11.06 | 52144.97 |
| 10921 | 2008.10.13 15:36 | t/p | 2050 | 0.02 | 1.12584 | 0.00000 | 1.12584 | 22.61 | 52167.58 |
| 10922 | 2008.10.13 16:00 | sell | 2056 | 0.01 | 1.12610 | 0.00000 | 0.00000 | ||
| 10923 | 2008.10.13 16:00 | modify | 2056 | 0.01 | 1.12610 | 0.00000 | 1.12530 | ||
| 10924 | 2008.10.13 16:03 | t/p | 2056 | 0.01 | 1.12530 | 0.00000 | 1.12530 | 0.71 | 52168.29 |
| 10925 | 2008.10.13 19:30 | buy | 2057 | 0.01 | 1.14100 | 0.00000 | 0.00000 | ||
| 10926 | 2008.10.13 19:30 | modify | 2057 | 0.01 | 1.14100 | 0.00000 | 1.14180 | ||
| 10927 | 2008.10.13 19:36 | t/p | 2057 | 0.01 | 1.14180 | 0.00000 | 1.14180 | 0.70 | 52168.99 |
| 10928 | 2008.10.13 20:00 | buy | 2058 | 0.01 | 1.14170 | 0.00000 | 0.00000 | ||
| 10929 | 2008.10.13 20:00 | modify | 2058 | 0.01 | 1.14170 | 0.00000 | 1.14250 | ||
| 10930 | 2008.10.13 21:00 | buy | 2059 | 0.01 | 1.13860 | 0.00000 | 0.00000 | ||
| 10931 | 2008.10.13 21:00 | modify | 2058 | 0.01 | 1.14170 | 0.00000 | 1.14095 | ||
| 10932 | 2008.10.13 21:00 | modify | 2059 | 0.01 | 1.13860 | 0.00000 | 1.14095 | ||
| 10933 | 2008.10.13 22:15 | t/p | 2058 | 0.01 | 1.14095 | 0.00000 | 1.14095 | -0.66 | 52168.33 |
| 10934 | 2008.10.13 22:15 | t/p | 2059 | 0.01 | 1.14095 | 0.00000 | 1.14095 | 2.06 | 52170.39 |
| 10935 | 2008.10.14 07:00 | sell | 2060 | 0.01 | 1.13080 | 0.00000 | 0.00000 | ||
| 10936 | 2008.10.14 07:00 | modify | 2060 | 0.01 | 1.13080 | 0.00000 | 1.13000 | ||
| 10937 | 2008.10.14 07:30 | sell | 2061 | 0.01 | 1.13190 | 0.00000 | 0.00000 | ||
| 10938 | 2008.10.14 07:30 | modify | 2060 | 0.01 | 1.13080 | 0.00000 | 1.13055 | ||
| 10939 | 2008.10.14 07:30 | modify | 2061 | 0.01 | 1.13190 | 0.00000 | 1.13055 | ||
| 10940 | 2008.10.14 08:00 | sell | 2062 | 0.01 | 1.13310 | 0.00000 | 0.00000 | ||
| 10941 | 2008.10.14 08:00 | modify | 2060 | 0.01 | 1.13080 | 0.00000 | 1.13113 | ||
| 10942 | 2008.10.14 08:00 | modify | 2061 | 0.01 | 1.13190 | 0.00000 | 1.13113 | ||
| 10943 | 2008.10.14 08:00 | modify | 2062 | 0.01 | 1.13310 | 0.00000 | 1.13113 | ||
| 10944 | 2008.10.14 08:13 | t/p | 2060 | 0.01 | 1.13113 | 0.00000 | 1.13113 | -0.29 | 52170.10 |
| 10945 | 2008.10.14 08:13 | t/p | 2061 | 0.01 | 1.13113 | 0.00000 | 1.13113 | 0.68 | 52170.78 |
| 10946 | 2008.10.14 08:13 | t/p | 2062 | 0.01 | 1.13113 | 0.00000 | 1.13113 | 1.74 | 52172.52 |
| 10947 | 2008.10.14 14:00 | sell | 2063 | 0.01 | 1.12950 | 0.00000 | 0.00000 | ||
| 10948 | 2008.10.14 14:00 | modify | 2063 | 0.01 | 1.12950 | 0.00000 | 1.12870 | ||
| 10949 | 2008.10.14 14:02 | t/p | 2063 | 0.01 | 1.12870 | 0.00000 | 1.12870 | 0.71 | 52173.23 |
| 10950 | 2008.10.14 14:30 | sell | 2064 | 0.01 | 1.12820 | 0.00000 | 0.00000 | ||