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 |
| 11101 | 2008.10.17 20:00 | modify | 2098 | 0.01 | 1.13400 | 0.00000 | 1.13293 | ||
| 11102 | 2008.10.17 20:00 | modify | 2099 | 0.01 | 1.13560 | 0.00000 | 1.13293 | ||
| 11103 | 2008.10.17 21:00 | t/p | 2097 | 0.01 | 1.13293 | 0.00000 | 1.13293 | -1.18 | 52197.32 |
| 11104 | 2008.10.17 21:00 | t/p | 2098 | 0.01 | 1.13293 | 0.00000 | 1.13293 | 0.94 | 52198.26 |
| 11105 | 2008.10.17 21:00 | t/p | 2099 | 0.01 | 1.13293 | 0.00000 | 1.13293 | 2.35 | 52200.61 |
| 11106 | 2008.10.20 07:00 | sell | 2100 | 0.01 | 1.13440 | 0.00000 | 0.00000 | ||
| 11107 | 2008.10.20 07:00 | modify | 2100 | 0.01 | 1.13440 | 0.00000 | 1.13360 | ||
| 11108 | 2008.10.20 07:08 | t/p | 2100 | 0.01 | 1.13360 | 0.00000 | 1.13360 | 0.70 | 52201.31 |
| 11109 | 2008.10.20 07:30 | sell | 2101 | 0.01 | 1.13380 | 0.00000 | 0.00000 | ||
| 11110 | 2008.10.20 07:30 | modify | 2101 | 0.01 | 1.13380 | 0.00000 | 1.13300 | ||
| 11111 | 2008.10.20 07:50 | t/p | 2101 | 0.01 | 1.13300 | 0.00000 | 1.13300 | 0.70 | 52202.01 |
| 11112 | 2008.10.20 08:00 | sell | 2102 | 0.01 | 1.13260 | 0.00000 | 0.00000 | ||
| 11113 | 2008.10.20 08:00 | modify | 2102 | 0.01 | 1.13260 | 0.00000 | 1.13180 | ||
| 11114 | 2008.10.20 08:30 | sell | 2103 | 0.01 | 1.13480 | 0.00000 | 0.00000 | ||
| 11115 | 2008.10.20 08:30 | modify | 2102 | 0.01 | 1.13260 | 0.00000 | 1.13290 | ||
| 11116 | 2008.10.20 08:30 | modify | 2103 | 0.01 | 1.13480 | 0.00000 | 1.13290 | ||
| 11117 | 2008.10.20 09:00 | sell | 2104 | 0.01 | 1.13720 | 0.00000 | 0.00000 | ||
| 11118 | 2008.10.20 09:00 | modify | 2102 | 0.01 | 1.13260 | 0.00000 | 1.13407 | ||
| 11119 | 2008.10.20 09:00 | modify | 2103 | 0.01 | 1.13480 | 0.00000 | 1.13407 | ||
| 11120 | 2008.10.20 09:00 | modify | 2104 | 0.01 | 1.13720 | 0.00000 | 1.13407 | ||
| 11121 | 2008.10.20 09:19 | t/p | 2102 | 0.01 | 1.13407 | 0.00000 | 1.13407 | -1.30 | 52200.71 |
| 11122 | 2008.10.20 09:19 | t/p | 2103 | 0.01 | 1.13407 | 0.00000 | 1.13407 | 0.64 | 52201.35 |
| 11123 | 2008.10.20 09:19 | t/p | 2104 | 0.01 | 1.13407 | 0.00000 | 1.13407 | 2.76 | 52204.11 |
| 11124 | 2008.10.20 09:30 | sell | 2105 | 0.01 | 1.13520 | 0.00000 | 0.00000 | ||
| 11125 | 2008.10.20 09:30 | modify | 2105 | 0.01 | 1.13520 | 0.00000 | 1.13440 | ||
| 11126 | 2008.10.20 09:45 | t/p | 2105 | 0.01 | 1.13440 | 0.00000 | 1.13440 | 0.71 | 52204.82 |
| 11127 | 2008.10.20 14:00 | buy | 2106 | 0.01 | 1.13830 | 0.00000 | 0.00000 | ||
| 11128 | 2008.10.20 14:00 | modify | 2106 | 0.01 | 1.13830 | 0.00000 | 1.13910 | ||
| 11129 | 2008.10.20 14:13 | t/p | 2106 | 0.01 | 1.13910 | 0.00000 | 1.13910 | 0.70 | 52205.52 |
| 11130 | 2008.10.20 14:30 | buy | 2107 | 0.01 | 1.13930 | 0.00000 | 0.00000 | ||
| 11131 | 2008.10.20 14:30 | modify | 2107 | 0.01 | 1.13930 | 0.00000 | 1.14010 | ||
| 11132 | 2008.10.20 15:35 | t/p | 2107 | 0.01 | 1.14010 | 0.00000 | 1.14010 | 0.70 | 52206.22 |
| 11133 | 2008.10.20 16:30 | buy | 2108 | 0.01 | 1.14230 | 0.00000 | 0.00000 | ||
| 11134 | 2008.10.20 16:30 | modify | 2108 | 0.01 | 1.14230 | 0.00000 | 1.14310 | ||
| 11135 | 2008.10.20 16:31 | t/p | 2108 | 0.01 | 1.14310 | 0.00000 | 1.14310 | 0.70 | 52206.92 |
| 11136 | 2008.10.20 17:00 | buy | 2109 | 0.01 | 1.14510 | 0.00000 | 0.00000 | ||
| 11137 | 2008.10.20 17:00 | modify | 2109 | 0.01 | 1.14510 | 0.00000 | 1.14590 | ||
| 11138 | 2008.10.20 17:02 | t/p | 2109 | 0.01 | 1.14590 | 0.00000 | 1.14590 | 0.70 | 52207.62 |
| 11139 | 2008.10.20 17:30 | buy | 2110 | 0.01 | 1.14820 | 0.00000 | 0.00000 | ||
| 11140 | 2008.10.20 17:30 | modify | 2110 | 0.01 | 1.14820 | 0.00000 | 1.14900 | ||
| 11141 | 2008.10.20 17:30 | t/p | 2110 | 0.01 | 1.14900 | 0.00000 | 1.14900 | 0.69 | 52208.31 |
| 11142 | 2008.10.20 18:00 | buy | 2111 | 0.01 | 1.15150 | 0.00000 | 0.00000 | ||
| 11143 | 2008.10.20 18:00 | modify | 2111 | 0.01 | 1.15150 | 0.00000 | 1.15230 | ||
| 11144 | 2008.10.20 18:30 | buy | 2112 | 0.01 | 1.14980 | 0.00000 | 0.00000 | ||
| 11145 | 2008.10.20 18:30 | modify | 2111 | 0.01 | 1.15150 | 0.00000 | 1.15145 | ||
| 11146 | 2008.10.20 18:30 | modify | 2112 | 0.01 | 1.14980 | 0.00000 | 1.15145 | ||
| 11147 | 2008.10.20 18:51 | t/p | 2111 | 0.01 | 1.15145 | 0.00000 | 1.15145 | -0.04 | 52208.27 |
| 11148 | 2008.10.20 18:51 | t/p | 2112 | 0.01 | 1.15145 | 0.00000 | 1.15145 | 1.43 | 52209.70 |
| 11149 | 2008.10.20 19:00 | buy | 2113 | 0.01 | 1.15120 | 0.00000 | 0.00000 | ||
| 11150 | 2008.10.20 19:00 | modify | 2113 | 0.01 | 1.15120 | 0.00000 | 1.15200 | ||
| 11151 | 2008.10.20 19:04 | t/p | 2113 | 0.01 | 1.15200 | 0.00000 | 1.15200 | 0.69 | 52210.39 |
| 11152 | 2008.10.21 09:00 | buy | 2114 | 0.01 | 1.15180 | 0.00000 | 0.00000 | ||
| 11153 | 2008.10.21 09:00 | modify | 2114 | 0.01 | 1.15180 | 0.00000 | 1.15260 | ||
| 11154 | 2008.10.21 09:30 | buy | 2115 | 0.01 | 1.15090 | 0.00000 | 0.00000 | ||
| 11155 | 2008.10.21 09:30 | modify | 2114 | 0.01 | 1.15180 | 0.00000 | 1.15215 | ||
| 11156 | 2008.10.21 09:30 | modify | 2115 | 0.01 | 1.15090 | 0.00000 | 1.15215 | ||
| 11157 | 2008.10.21 09:40 | t/p | 2114 | 0.01 | 1.15215 | 0.00000 | 1.15215 | 0.30 | 52210.69 |
| 11158 | 2008.10.21 09:40 | t/p | 2115 | 0.01 | 1.15215 | 0.00000 | 1.15215 | 1.08 | 52211.77 |
| 11159 | 2008.10.21 10:00 | buy | 2116 | 0.01 | 1.15320 | 0.00000 | 0.00000 | ||
| 11160 | 2008.10.21 10:00 | modify | 2116 | 0.01 | 1.15320 | 0.00000 | 1.15400 | ||
| 11161 | 2008.10.21 10:30 | buy | 2117 | 0.01 | 1.15170 | 0.00000 | 0.00000 | ||
| 11162 | 2008.10.21 10:30 | modify | 2116 | 0.01 | 1.15320 | 0.00000 | 1.15325 | ||
| 11163 | 2008.10.21 10:30 | modify | 2117 | 0.01 | 1.15170 | 0.00000 | 1.15325 | ||
| 11164 | 2008.10.21 10:50 | t/p | 2116 | 0.01 | 1.15325 | 0.00000 | 1.15325 | 0.04 | 52211.81 |
| 11165 | 2008.10.21 10:50 | t/p | 2117 | 0.01 | 1.15325 | 0.00000 | 1.15325 | 1.34 | 52213.15 |
| 11166 | 2008.10.21 11:00 | buy | 2118 | 0.01 | 1.15250 | 0.00000 | 0.00000 | ||
| 11167 | 2008.10.21 11:00 | modify | 2118 | 0.01 | 1.15250 | 0.00000 | 1.15330 | ||
| 11168 | 2008.10.21 11:28 | t/p | 2118 | 0.01 | 1.15330 | 0.00000 | 1.15330 | 0.69 | 52213.84 |
| 11169 | 2008.10.21 11:30 | buy | 2119 | 0.01 | 1.15380 | 0.00000 | 0.00000 | ||
| 11170 | 2008.10.21 11:30 | modify | 2119 | 0.01 | 1.15380 | 0.00000 | 1.15460 | ||
| 11171 | 2008.10.21 12:30 | buy | 2120 | 0.01 | 1.15190 | 0.00000 | 0.00000 | ||
| 11172 | 2008.10.21 12:30 | modify | 2119 | 0.01 | 1.15380 | 0.00000 | 1.15365 | ||
| 11173 | 2008.10.21 12:30 | modify | 2120 | 0.01 | 1.15190 | 0.00000 | 1.15365 | ||
| 11174 | 2008.10.21 15:02 | t/p | 2119 | 0.01 | 1.15365 | 0.00000 | 1.15365 | -0.13 | 52213.71 |
| 11175 | 2008.10.21 15:02 | t/p | 2120 | 0.01 | 1.15365 | 0.00000 | 1.15365 | 1.52 | 52215.23 |
| 11176 | 2008.10.21 16:00 | buy | 2121 | 0.01 | 1.15580 | 0.00000 | 0.00000 | ||
| 11177 | 2008.10.21 16:00 | modify | 2121 | 0.01 | 1.15580 | 0.00000 | 1.15660 | ||
| 11178 | 2008.10.21 16:30 | buy | 2122 | 0.01 | 1.15360 | 0.00000 | 0.00000 | ||
| 11179 | 2008.10.21 16:30 | modify | 2121 | 0.01 | 1.15580 | 0.00000 | 1.15550 | ||
| 11180 | 2008.10.21 16:30 | modify | 2122 | 0.01 | 1.15360 | 0.00000 | 1.15550 | ||
| 11181 | 2008.10.21 17:47 | t/p | 2121 | 0.01 | 1.15550 | 0.00000 | 1.15550 | -0.26 | 52214.97 |
| 11182 | 2008.10.21 17:47 | t/p | 2122 | 0.01 | 1.15550 | 0.00000 | 1.15550 | 1.64 | 52216.61 |
| 11183 | 2008.10.21 18:00 | buy | 2123 | 0.01 | 1.15460 | 0.00000 | 0.00000 | ||
| 11184 | 2008.10.21 18:00 | modify | 2123 | 0.01 | 1.15460 | 0.00000 | 1.15540 | ||
| 11185 | 2008.10.21 18:35 | t/p | 2123 | 0.01 | 1.15540 | 0.00000 | 1.15540 | 0.69 | 52217.30 |
| 11186 | 2008.10.21 19:00 | buy | 2124 | 0.01 | 1.15810 | 0.00000 | 0.00000 | ||
| 11187 | 2008.10.21 19:00 | modify | 2124 | 0.01 | 1.15810 | 0.00000 | 1.15890 | ||
| 11188 | 2008.10.21 19:17 | t/p | 2124 | 0.01 | 1.15890 | 0.00000 | 1.15890 | 0.69 | 52217.99 |
| 11189 | 2008.10.22 05:30 | buy | 2125 | 0.01 | 1.15930 | 0.00000 | 0.00000 | ||
| 11190 | 2008.10.22 05:30 | modify | 2125 | 0.01 | 1.15930 | 0.00000 | 1.16010 | ||
| 11191 | 2008.10.22 06:00 | buy | 2126 | 0.01 | 1.15760 | 0.00000 | 0.00000 | ||
| 11192 | 2008.10.22 06:00 | modify | 2125 | 0.01 | 1.15930 | 0.00000 | 1.15925 | ||
| 11193 | 2008.10.22 06:00 | modify | 2126 | 0.01 | 1.15760 | 0.00000 | 1.15925 | ||
| 11194 | 2008.10.22 06:25 | t/p | 2125 | 0.01 | 1.15925 | 0.00000 | 1.15925 | -0.04 | 52217.95 |
| 11195 | 2008.10.22 06:25 | t/p | 2126 | 0.01 | 1.15925 | 0.00000 | 1.15925 | 1.42 | 52219.37 |
| 11196 | 2008.10.22 06:30 | buy | 2127 | 0.01 | 1.15990 | 0.00000 | 0.00000 | ||
| 11197 | 2008.10.22 06:30 | modify | 2127 | 0.01 | 1.15990 | 0.00000 | 1.16070 | ||
| 11198 | 2008.10.22 07:01 | t/p | 2127 | 0.01 | 1.16070 | 0.00000 | 1.16070 | 0.69 | 52220.06 |
| 11199 | 2008.10.22 07:30 | buy | 2128 | 0.01 | 1.16490 | 0.00000 | 0.00000 | ||
| 11200 | 2008.10.22 07:30 | modify | 2128 | 0.01 | 1.16490 | 0.00000 | 1.16570 | ||
| 11201 | 2008.10.22 08:00 | buy | 2129 | 0.01 | 1.16210 | 0.00000 | 0.00000 | ||
| 11202 | 2008.10.22 08:00 | modify | 2128 | 0.01 | 1.16490 | 0.00000 | 1.16430 | ||
| 11203 | 2008.10.22 08:00 | modify | 2129 | 0.01 | 1.16210 | 0.00000 | 1.16430 | ||
| 11204 | 2008.10.22 08:38 | t/p | 2128 | 0.01 | 1.16430 | 0.00000 | 1.16430 | -0.52 | 52219.54 |
| 11205 | 2008.10.22 08:38 | t/p | 2129 | 0.01 | 1.16430 | 0.00000 | 1.16430 | 1.89 | 52221.43 |
| 11206 | 2008.10.22 09:00 | buy | 2130 | 0.01 | 1.16340 | 0.00000 | 0.00000 | ||
| 11207 | 2008.10.22 09:00 | modify | 2130 | 0.01 | 1.16340 | 0.00000 | 1.16420 | ||
| 11208 | 2008.10.22 09:06 | t/p | 2130 | 0.01 | 1.16420 | 0.00000 | 1.16420 | 0.68 | 52222.11 |
| 11209 | 2008.10.22 09:30 | buy | 2131 | 0.01 | 1.16720 | 0.00000 | 0.00000 | ||
| 11210 | 2008.10.22 09:30 | modify | 2131 | 0.01 | 1.16720 | 0.00000 | 1.16800 | ||
| 11211 | 2008.10.22 09:31 | t/p | 2131 | 0.01 | 1.16800 | 0.00000 | 1.16800 | 0.68 | 52222.79 |
| 11212 | 2008.10.23 02:30 | buy | 2132 | 0.01 | 1.16900 | 0.00000 | 0.00000 | ||
| 11213 | 2008.10.23 02:30 | modify | 2132 | 0.01 | 1.16900 | 0.00000 | 1.16980 | ||
| 11214 | 2008.10.23 03:00 | buy | 2133 | 0.01 | 1.16550 | 0.00000 | 0.00000 | ||
| 11215 | 2008.10.23 03:00 | modify | 2132 | 0.01 | 1.16900 | 0.00000 | 1.16805 | ||
| 11216 | 2008.10.23 03:00 | modify | 2133 | 0.01 | 1.16550 | 0.00000 | 1.16805 | ||
| 11217 | 2008.10.23 03:30 | buy | 2134 | 0.01 | 1.16300 | 0.00000 | 0.00000 | ||
| 11218 | 2008.10.23 03:30 | modify | 2132 | 0.01 | 1.16900 | 0.00000 | 1.16663 | ||
| 11219 | 2008.10.23 03:30 | modify | 2133 | 0.01 | 1.16550 | 0.00000 | 1.16663 | ||
| 11220 | 2008.10.23 03:30 | modify | 2134 | 0.01 | 1.16300 | 0.00000 | 1.16663 | ||
| 11221 | 2008.10.23 04:30 | buy | 2135 | 0.01 | 1.16140 | 0.00000 | 0.00000 | ||
| 11222 | 2008.10.23 04:30 | modify | 2132 | 0.01 | 1.16900 | 0.00000 | 1.16553 | ||
| 11223 | 2008.10.23 04:30 | modify | 2133 | 0.01 | 1.16550 | 0.00000 | 1.16553 | ||
| 11224 | 2008.10.23 04:30 | modify | 2134 | 0.01 | 1.16300 | 0.00000 | 1.16553 | ||
| 11225 | 2008.10.23 04:30 | modify | 2135 | 0.01 | 1.16140 | 0.00000 | 1.16553 | ||
| 11226 | 2008.10.23 06:35 | t/p | 2132 | 0.01 | 1.16553 | 0.00000 | 1.16553 | -2.98 | 52219.81 |
| 11227 | 2008.10.23 06:35 | t/p | 2133 | 0.01 | 1.16553 | 0.00000 | 1.16553 | 0.02 | 52219.83 |
| 11228 | 2008.10.23 06:35 | t/p | 2134 | 0.01 | 1.16553 | 0.00000 | 1.16553 | 2.17 | 52222.00 |
| 11229 | 2008.10.23 06:35 | t/p | 2135 | 0.01 | 1.16553 | 0.00000 | 1.16553 | 3.54 | 52225.54 |
| 11230 | 2008.10.23 10:00 | buy | 2136 | 0.01 | 1.16790 | 0.00000 | 0.00000 | ||
| 11231 | 2008.10.23 10:00 | modify | 2136 | 0.01 | 1.16790 | 0.00000 | 1.16870 | ||
| 11232 | 2008.10.23 11:00 | buy | 2137 | 0.01 | 1.16580 | 0.00000 | 0.00000 | ||
| 11233 | 2008.10.23 11:00 | modify | 2136 | 0.01 | 1.16790 | 0.00000 | 1.16765 | ||
| 11234 | 2008.10.23 11:00 | modify | 2137 | 0.01 | 1.16580 | 0.00000 | 1.16765 | ||
| 11235 | 2008.10.23 12:30 | buy | 2138 | 0.01 | 1.16420 | 0.00000 | 0.00000 | ||
| 11236 | 2008.10.23 12:30 | modify | 2136 | 0.01 | 1.16790 | 0.00000 | 1.16677 | ||
| 11237 | 2008.10.23 12:30 | modify | 2137 | 0.01 | 1.16580 | 0.00000 | 1.16677 | ||
| 11238 | 2008.10.23 12:30 | modify | 2138 | 0.01 | 1.16420 | 0.00000 | 1.16677 | ||
| 11239 | 2008.10.23 13:35 | t/p | 2136 | 0.01 | 1.16677 | 0.00000 | 1.16677 | -0.97 | 52224.57 |
| 11240 | 2008.10.23 13:35 | t/p | 2137 | 0.01 | 1.16677 | 0.00000 | 1.16677 | 0.83 | 52225.40 |
| 11241 | 2008.10.23 13:35 | t/p | 2138 | 0.01 | 1.16677 | 0.00000 | 1.16677 | 2.20 | 52227.60 |
| 11242 | 2008.10.23 15:30 | buy | 2139 | 0.01 | 1.16750 | 0.00000 | 0.00000 | ||
| 11243 | 2008.10.23 15:30 | modify | 2139 | 0.01 | 1.16750 | 0.00000 | 1.16830 | ||
| 11244 | 2008.10.23 15:33 | t/p | 2139 | 0.01 | 1.16830 | 0.00000 | 1.16830 | 0.68 | 52228.28 |
| 11245 | 2008.10.23 16:30 | buy | 2140 | 0.01 | 1.16890 | 0.00000 | 0.00000 | ||
| 11246 | 2008.10.23 16:30 | modify | 2140 | 0.01 | 1.16890 | 0.00000 | 1.16970 | ||
| 11247 | 2008.10.23 17:00 | buy | 2141 | 0.01 | 1.16780 | 0.00000 | 0.00000 | ||
| 11248 | 2008.10.23 17:00 | modify | 2140 | 0.01 | 1.16890 | 0.00000 | 1.16915 | ||
| 11249 | 2008.10.23 17:00 | modify | 2141 | 0.01 | 1.16780 | 0.00000 | 1.16915 | ||
| 11250 | 2008.10.23 18:00 | buy | 2142 | 0.01 | 1.16200 | 0.00000 | 0.00000 | ||