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 |
| 10951 | 2008.10.14 14:30 | modify | 2064 | 0.01 | 1.12820 | 0.00000 | 1.12740 | ||
| 10952 | 2008.10.14 14:42 | t/p | 2064 | 0.01 | 1.12740 | 0.00000 | 1.12740 | 0.71 | 52173.94 |
| 10953 | 2008.10.14 18:00 | buy | 2065 | 0.01 | 1.13610 | 0.00000 | 0.00000 | ||
| 10954 | 2008.10.14 18:00 | modify | 2065 | 0.01 | 1.13610 | 0.00000 | 1.13690 | ||
| 10955 | 2008.10.14 18:30 | buy | 2066 | 0.01 | 1.13300 | 0.00000 | 0.00000 | ||
| 10956 | 2008.10.14 18:30 | modify | 2065 | 0.01 | 1.13610 | 0.00000 | 1.13535 | ||
| 10957 | 2008.10.14 18:30 | modify | 2066 | 0.01 | 1.13300 | 0.00000 | 1.13535 | ||
| 10958 | 2008.10.14 23:31 | t/p | 2065 | 0.01 | 1.13535 | 0.00000 | 1.13535 | -0.66 | 52173.28 |
| 10959 | 2008.10.14 23:31 | t/p | 2066 | 0.01 | 1.13535 | 0.00000 | 1.13535 | 2.07 | 52175.35 |
| 10960 | 2008.10.15 02:30 | buy | 2067 | 0.01 | 1.13770 | 0.00000 | 0.00000 | ||
| 10961 | 2008.10.15 02:30 | modify | 2067 | 0.01 | 1.13770 | 0.00000 | 1.13850 | ||
| 10962 | 2008.10.15 03:00 | t/p | 2067 | 0.01 | 1.13850 | 0.00000 | 1.13850 | 0.70 | 52176.05 |
| 10963 | 2008.10.15 03:30 | buy | 2068 | 0.01 | 1.13900 | 0.00000 | 0.00000 | ||
| 10964 | 2008.10.15 03:30 | modify | 2068 | 0.01 | 1.13900 | 0.00000 | 1.13980 | ||
| 10965 | 2008.10.15 04:00 | buy | 2069 | 0.01 | 1.13750 | 0.00000 | 0.00000 | ||
| 10966 | 2008.10.15 04:00 | modify | 2068 | 0.01 | 1.13900 | 0.00000 | 1.13905 | ||
| 10967 | 2008.10.15 04:00 | modify | 2069 | 0.01 | 1.13750 | 0.00000 | 1.13905 | ||
| 10968 | 2008.10.15 04:46 | t/p | 2068 | 0.01 | 1.13905 | 0.00000 | 1.13905 | 0.04 | 52176.09 |
| 10969 | 2008.10.15 04:46 | t/p | 2069 | 0.01 | 1.13905 | 0.00000 | 1.13905 | 1.36 | 52177.45 |
| 10970 | 2008.10.15 12:00 | buy | 2070 | 0.01 | 1.14020 | 0.00000 | 0.00000 | ||
| 10971 | 2008.10.15 12:00 | modify | 2070 | 0.01 | 1.14020 | 0.00000 | 1.14100 | ||
| 10972 | 2008.10.15 12:30 | buy | 2071 | 0.01 | 1.13740 | 0.00000 | 0.00000 | ||
| 10973 | 2008.10.15 12:30 | modify | 2070 | 0.01 | 1.14020 | 0.00000 | 1.13960 | ||
| 10974 | 2008.10.15 12:30 | modify | 2071 | 0.01 | 1.13740 | 0.00000 | 1.13960 | ||
| 10975 | 2008.10.15 13:00 | buy | 2072 | 0.01 | 1.13590 | 0.00000 | 0.00000 | ||
| 10976 | 2008.10.15 13:00 | modify | 2070 | 0.01 | 1.14020 | 0.00000 | 1.13863 | ||
| 10977 | 2008.10.15 13:00 | modify | 2071 | 0.01 | 1.13740 | 0.00000 | 1.13863 | ||
| 10978 | 2008.10.15 13:00 | modify | 2072 | 0.01 | 1.13590 | 0.00000 | 1.13863 | ||
| 10979 | 2008.10.15 13:30 | buy | 2073 | 0.01 | 1.13500 | 0.00000 | 0.00000 | ||
| 10980 | 2008.10.15 13:30 | modify | 2070 | 0.01 | 1.14020 | 0.00000 | 1.13793 | ||
| 10981 | 2008.10.15 13:30 | modify | 2071 | 0.01 | 1.13740 | 0.00000 | 1.13793 | ||
| 10982 | 2008.10.15 13:30 | modify | 2072 | 0.01 | 1.13590 | 0.00000 | 1.13793 | ||
| 10983 | 2008.10.15 13:30 | modify | 2073 | 0.01 | 1.13500 | 0.00000 | 1.13793 | ||
| 10984 | 2008.10.15 14:00 | buy | 2074 | 0.01 | 1.13370 | 0.00000 | 0.00000 | ||
| 10985 | 2008.10.15 14:00 | modify | 2070 | 0.01 | 1.14020 | 0.00000 | 1.13724 | ||
| 10986 | 2008.10.15 14:00 | modify | 2071 | 0.01 | 1.13740 | 0.00000 | 1.13724 | ||
| 10987 | 2008.10.15 14:00 | modify | 2072 | 0.01 | 1.13590 | 0.00000 | 1.13724 | ||
| 10988 | 2008.10.15 14:00 | modify | 2073 | 0.01 | 1.13500 | 0.00000 | 1.13724 | ||
| 10989 | 2008.10.15 14:00 | modify | 2074 | 0.01 | 1.13370 | 0.00000 | 1.13724 | ||
| 10990 | 2008.10.15 15:30 | buy | 2075 | 0.02 | 1.13280 | 0.00000 | 0.00000 | ||
| 10991 | 2008.10.15 15:30 | modify | 2070 | 0.01 | 1.14020 | 0.00000 | 1.13620 | ||
| 10992 | 2008.10.15 15:30 | modify | 2071 | 0.01 | 1.13740 | 0.00000 | 1.13620 | ||
| 10993 | 2008.10.15 15:30 | modify | 2072 | 0.01 | 1.13590 | 0.00000 | 1.13620 | ||
| 10994 | 2008.10.15 15:30 | modify | 2073 | 0.01 | 1.13500 | 0.00000 | 1.13620 | ||
| 10995 | 2008.10.15 15:30 | modify | 2074 | 0.01 | 1.13370 | 0.00000 | 1.13620 | ||
| 10996 | 2008.10.15 15:30 | modify | 2075 | 0.02 | 1.13280 | 0.00000 | 1.13620 | ||
| 10997 | 2008.10.15 19:07 | t/p | 2070 | 0.01 | 1.13620 | 0.00000 | 1.13620 | -3.52 | 52173.93 |
| 10998 | 2008.10.15 19:07 | t/p | 2071 | 0.01 | 1.13620 | 0.00000 | 1.13620 | -1.06 | 52172.87 |
| 10999 | 2008.10.15 19:07 | t/p | 2072 | 0.01 | 1.13620 | 0.00000 | 1.13620 | 0.26 | 52173.13 |
| 11000 | 2008.10.15 19:07 | t/p | 2073 | 0.01 | 1.13620 | 0.00000 | 1.13620 | 1.06 | 52174.19 |
| 11001 | 2008.10.15 19:07 | t/p | 2074 | 0.01 | 1.13620 | 0.00000 | 1.13620 | 2.20 | 52176.39 |
| 11002 | 2008.10.15 19:07 | t/p | 2075 | 0.02 | 1.13620 | 0.00000 | 1.13620 | 5.98 | 52182.37 |
| 11003 | 2008.10.16 07:00 | buy | 2076 | 0.01 | 1.13690 | 0.00000 | 0.00000 | ||
| 11004 | 2008.10.16 07:00 | modify | 2076 | 0.01 | 1.13690 | 0.00000 | 1.13770 | ||
| 11005 | 2008.10.16 07:09 | t/p | 2076 | 0.01 | 1.13770 | 0.00000 | 1.13770 | 0.70 | 52183.07 |
| 11006 | 2008.10.16 07:30 | buy | 2077 | 0.01 | 1.14140 | 0.00000 | 0.00000 | ||
| 11007 | 2008.10.16 07:30 | modify | 2077 | 0.01 | 1.14140 | 0.00000 | 1.14220 | ||
| 11008 | 2008.10.16 07:35 | t/p | 2077 | 0.01 | 1.14220 | 0.00000 | 1.14220 | 0.70 | 52183.77 |
| 11009 | 2008.10.16 08:00 | buy | 2078 | 0.01 | 1.14460 | 0.00000 | 0.00000 | ||
| 11010 | 2008.10.16 08:00 | modify | 2078 | 0.01 | 1.14460 | 0.00000 | 1.14540 | ||
| 11011 | 2008.10.16 08:34 | t/p | 2078 | 0.01 | 1.14540 | 0.00000 | 1.14540 | 0.70 | 52184.47 |
| 11012 | 2008.10.16 09:00 | buy | 2079 | 0.01 | 1.14460 | 0.00000 | 0.00000 | ||
| 11013 | 2008.10.16 09:00 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.14540 | ||
| 11014 | 2008.10.16 09:30 | buy | 2080 | 0.01 | 1.14300 | 0.00000 | 0.00000 | ||
| 11015 | 2008.10.16 09:30 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.14460 | ||
| 11016 | 2008.10.16 09:30 | modify | 2080 | 0.01 | 1.14300 | 0.00000 | 1.14460 | ||
| 11017 | 2008.10.16 11:00 | buy | 2081 | 0.01 | 1.13960 | 0.00000 | 0.00000 | ||
| 11018 | 2008.10.16 11:00 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.14320 | ||
| 11019 | 2008.10.16 11:00 | modify | 2080 | 0.01 | 1.14300 | 0.00000 | 1.14320 | ||
| 11020 | 2008.10.16 11:00 | modify | 2081 | 0.01 | 1.13960 | 0.00000 | 1.14320 | ||
| 11021 | 2008.10.16 11:30 | buy | 2082 | 0.01 | 1.13700 | 0.00000 | 0.00000 | ||
| 11022 | 2008.10.16 11:30 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.14185 | ||
| 11023 | 2008.10.16 11:30 | modify | 2080 | 0.01 | 1.14300 | 0.00000 | 1.14185 | ||
| 11024 | 2008.10.16 11:30 | modify | 2081 | 0.01 | 1.13960 | 0.00000 | 1.14185 | ||
| 11025 | 2008.10.16 11:30 | modify | 2082 | 0.01 | 1.13700 | 0.00000 | 1.14185 | ||
| 11026 | 2008.10.16 12:30 | buy | 2083 | 0.01 | 1.13450 | 0.00000 | 0.00000 | ||
| 11027 | 2008.10.16 12:30 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.14054 | ||
| 11028 | 2008.10.16 12:30 | modify | 2080 | 0.01 | 1.14300 | 0.00000 | 1.14054 | ||
| 11029 | 2008.10.16 12:30 | modify | 2081 | 0.01 | 1.13960 | 0.00000 | 1.14054 | ||
| 11030 | 2008.10.16 12:30 | modify | 2082 | 0.01 | 1.13700 | 0.00000 | 1.14054 | ||
| 11031 | 2008.10.16 12:30 | modify | 2083 | 0.01 | 1.13450 | 0.00000 | 1.14054 | ||
| 11032 | 2008.10.16 14:00 | buy | 2084 | 0.02 | 1.13270 | 0.00000 | 0.00000 | ||
| 11033 | 2008.10.16 14:00 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.13853 | ||
| 11034 | 2008.10.16 14:00 | modify | 2080 | 0.01 | 1.14300 | 0.00000 | 1.13853 | ||
| 11035 | 2008.10.16 14:00 | modify | 2081 | 0.01 | 1.13960 | 0.00000 | 1.13853 | ||
| 11036 | 2008.10.16 14:00 | modify | 2082 | 0.01 | 1.13700 | 0.00000 | 1.13853 | ||
| 11037 | 2008.10.16 14:00 | modify | 2083 | 0.01 | 1.13450 | 0.00000 | 1.13853 | ||
| 11038 | 2008.10.16 14:00 | modify | 2084 | 0.02 | 1.13270 | 0.00000 | 1.13853 | ||
| 11039 | 2008.10.16 14:30 | buy | 2085 | 0.02 | 1.12880 | 0.00000 | 0.00000 | ||
| 11040 | 2008.10.16 14:30 | sell | 2086 | 0.01 | 1.12870 | 0.00000 | 0.00000 | ||
| 11041 | 2008.10.16 14:30 | modify | 2079 | 0.01 | 1.14460 | 0.00000 | 1.13654 | ||
| 11042 | 2008.10.16 14:30 | modify | 2080 | 0.01 | 1.14300 | 0.00000 | 1.13654 | ||
| 11043 | 2008.10.16 14:30 | modify | 2081 | 0.01 | 1.13960 | 0.00000 | 1.13654 | ||
| 11044 | 2008.10.16 14:30 | modify | 2082 | 0.01 | 1.13700 | 0.00000 | 1.13654 | ||
| 11045 | 2008.10.16 14:30 | modify | 2083 | 0.01 | 1.13450 | 0.00000 | 1.13654 | ||
| 11046 | 2008.10.16 14:30 | modify | 2084 | 0.02 | 1.13270 | 0.00000 | 1.13654 | ||
| 11047 | 2008.10.16 14:30 | modify | 2085 | 0.02 | 1.12880 | 0.00000 | 1.13654 | ||
| 11048 | 2008.10.16 14:30 | modify | 2086 | 0.01 | 1.12870 | 0.00000 | 1.12790 | ||
| 11049 | 2008.10.16 15:00 | sell | 2087 | 0.01 | 1.13180 | 0.00000 | 0.00000 | ||
| 11050 | 2008.10.16 15:00 | modify | 2086 | 0.01 | 1.12870 | 0.00000 | 1.12945 | ||
| 11051 | 2008.10.16 15:00 | modify | 2087 | 0.01 | 1.13180 | 0.00000 | 1.12945 | ||
| 11052 | 2008.10.16 16:00 | sell | 2088 | 0.01 | 1.13280 | 0.00000 | 0.00000 | ||
| 11053 | 2008.10.16 16:00 | modify | 2086 | 0.01 | 1.12870 | 0.00000 | 1.13030 | ||
| 11054 | 2008.10.16 16:00 | modify | 2087 | 0.01 | 1.13180 | 0.00000 | 1.13030 | ||
| 11055 | 2008.10.16 16:00 | modify | 2088 | 0.01 | 1.13280 | 0.00000 | 1.13030 | ||
| 11056 | 2008.10.16 16:30 | t/p | 2086 | 0.01 | 1.13030 | 0.00000 | 1.13030 | -1.42 | 52183.05 |
| 11057 | 2008.10.16 16:30 | t/p | 2087 | 0.01 | 1.13030 | 0.00000 | 1.13030 | 1.33 | 52184.38 |
| 11058 | 2008.10.16 16:30 | t/p | 2088 | 0.01 | 1.13030 | 0.00000 | 1.13030 | 2.21 | 52186.59 |
| 11059 | 2008.10.16 20:07 | t/p | 2079 | 0.01 | 1.13654 | 0.00000 | 1.13654 | -7.09 | 52179.50 |
| 11060 | 2008.10.16 20:07 | t/p | 2080 | 0.01 | 1.13654 | 0.00000 | 1.13654 | -5.69 | 52173.81 |
| 11061 | 2008.10.16 20:07 | t/p | 2081 | 0.01 | 1.13654 | 0.00000 | 1.13654 | -2.69 | 52171.12 |
| 11062 | 2008.10.16 20:07 | t/p | 2082 | 0.01 | 1.13654 | 0.00000 | 1.13654 | -0.41 | 52170.71 |
| 11063 | 2008.10.16 20:07 | t/p | 2083 | 0.01 | 1.13654 | 0.00000 | 1.13654 | 1.79 | 52172.50 |
| 11064 | 2008.10.16 20:07 | t/p | 2084 | 0.02 | 1.13654 | 0.00000 | 1.13654 | 6.75 | 52179.25 |
| 11065 | 2008.10.16 20:07 | t/p | 2085 | 0.02 | 1.13654 | 0.00000 | 1.13654 | 13.62 | 52192.87 |
| 11066 | 2008.10.17 05:00 | buy | 2089 | 0.01 | 1.13740 | 0.00000 | 0.00000 | ||
| 11067 | 2008.10.17 05:00 | modify | 2089 | 0.01 | 1.13740 | 0.00000 | 1.13820 | ||
| 11068 | 2008.10.17 07:30 | buy | 2090 | 0.01 | 1.13560 | 0.00000 | 0.00000 | ||
| 11069 | 2008.10.17 07:30 | modify | 2089 | 0.01 | 1.13740 | 0.00000 | 1.13730 | ||
| 11070 | 2008.10.17 07:30 | modify | 2090 | 0.01 | 1.13560 | 0.00000 | 1.13730 | ||
| 11071 | 2008.10.17 08:35 | t/p | 2089 | 0.01 | 1.13730 | 0.00000 | 1.13730 | -0.09 | 52192.78 |
| 11072 | 2008.10.17 08:35 | t/p | 2090 | 0.01 | 1.13730 | 0.00000 | 1.13730 | 1.49 | 52194.27 |
| 11073 | 2008.10.17 10:30 | sell | 2091 | 0.01 | 1.13250 | 0.00000 | 0.00000 | ||
| 11074 | 2008.10.17 10:30 | modify | 2091 | 0.01 | 1.13250 | 0.00000 | 1.13170 | ||
| 11075 | 2008.10.17 11:00 | sell | 2092 | 0.01 | 1.13560 | 0.00000 | 0.00000 | ||
| 11076 | 2008.10.17 11:00 | modify | 2091 | 0.01 | 1.13250 | 0.00000 | 1.13325 | ||
| 11077 | 2008.10.17 11:00 | modify | 2092 | 0.01 | 1.13560 | 0.00000 | 1.13325 | ||
| 11078 | 2008.10.17 12:30 | sell | 2093 | 0.01 | 1.13660 | 0.00000 | 0.00000 | ||
| 11079 | 2008.10.17 12:30 | modify | 2091 | 0.01 | 1.13250 | 0.00000 | 1.13410 | ||
| 11080 | 2008.10.17 12:30 | modify | 2092 | 0.01 | 1.13560 | 0.00000 | 1.13410 | ||
| 11081 | 2008.10.17 12:30 | modify | 2093 | 0.01 | 1.13660 | 0.00000 | 1.13410 | ||
| 11082 | 2008.10.17 13:02 | t/p | 2091 | 0.01 | 1.13410 | 0.00000 | 1.13410 | -1.41 | 52192.86 |
| 11083 | 2008.10.17 13:02 | t/p | 2092 | 0.01 | 1.13410 | 0.00000 | 1.13410 | 1.32 | 52194.18 |
| 11084 | 2008.10.17 13:02 | t/p | 2093 | 0.01 | 1.13410 | 0.00000 | 1.13410 | 2.20 | 52196.38 |
| 11085 | 2008.10.17 15:30 | sell | 2094 | 0.01 | 1.13360 | 0.00000 | 0.00000 | ||
| 11086 | 2008.10.17 15:30 | modify | 2094 | 0.01 | 1.13360 | 0.00000 | 1.13280 | ||
| 11087 | 2008.10.17 15:30 | t/p | 2094 | 0.01 | 1.13280 | 0.00000 | 1.13280 | 0.71 | 52197.09 |
| 11088 | 2008.10.17 16:00 | sell | 2095 | 0.01 | 1.13160 | 0.00000 | 0.00000 | ||
| 11089 | 2008.10.17 16:00 | modify | 2095 | 0.01 | 1.13160 | 0.00000 | 1.13080 | ||
| 11090 | 2008.10.17 16:19 | t/p | 2095 | 0.01 | 1.13080 | 0.00000 | 1.13080 | 0.71 | 52197.80 |
| 11091 | 2008.10.17 17:00 | sell | 2096 | 0.01 | 1.13010 | 0.00000 | 0.00000 | ||
| 11092 | 2008.10.17 17:00 | modify | 2096 | 0.01 | 1.13010 | 0.00000 | 1.12930 | ||
| 11093 | 2008.10.17 17:02 | t/p | 2096 | 0.01 | 1.12930 | 0.00000 | 1.12930 | 0.70 | 52198.50 |
| 11094 | 2008.10.17 18:30 | sell | 2097 | 0.01 | 1.13160 | 0.00000 | 0.00000 | ||
| 11095 | 2008.10.17 18:30 | modify | 2097 | 0.01 | 1.13160 | 0.00000 | 1.13080 | ||
| 11096 | 2008.10.17 19:00 | sell | 2098 | 0.01 | 1.13400 | 0.00000 | 0.00000 | ||
| 11097 | 2008.10.17 19:00 | modify | 2097 | 0.01 | 1.13160 | 0.00000 | 1.13200 | ||
| 11098 | 2008.10.17 19:00 | modify | 2098 | 0.01 | 1.13400 | 0.00000 | 1.13200 | ||
| 11099 | 2008.10.17 20:00 | sell | 2099 | 0.01 | 1.13560 | 0.00000 | 0.00000 | ||
| 11100 | 2008.10.17 20:00 | modify | 2097 | 0.01 | 1.13160 | 0.00000 | 1.13293 | ||