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 |
| 11251 | 2008.10.23 18:00 | modify | 2140 | 0.01 | 1.16890 | 0.00000 | 1.16703 | ||
| 11252 | 2008.10.23 18:00 | modify | 2141 | 0.01 | 1.16780 | 0.00000 | 1.16703 | ||
| 11253 | 2008.10.23 18:00 | modify | 2142 | 0.01 | 1.16200 | 0.00000 | 1.16703 | ||
| 11254 | 2008.10.23 21:30 | buy | 2143 | 0.01 | 1.15980 | 0.00000 | 0.00000 | ||
| 11255 | 2008.10.23 21:30 | modify | 2140 | 0.01 | 1.16890 | 0.00000 | 1.16543 | ||
| 11256 | 2008.10.23 21:30 | modify | 2141 | 0.01 | 1.16780 | 0.00000 | 1.16543 | ||
| 11257 | 2008.10.23 21:30 | modify | 2142 | 0.01 | 1.16200 | 0.00000 | 1.16543 | ||
| 11258 | 2008.10.23 21:30 | modify | 2143 | 0.01 | 1.15980 | 0.00000 | 1.16543 | ||
| 11259 | 2008.10.24 00:00 | buy | 2144 | 0.01 | 1.15870 | 0.00000 | 0.00000 | ||
| 11260 | 2008.10.24 00:00 | modify | 2140 | 0.01 | 1.16890 | 0.00000 | 1.16424 | ||
| 11261 | 2008.10.24 00:00 | modify | 2141 | 0.01 | 1.16780 | 0.00000 | 1.16424 | ||
| 11262 | 2008.10.24 00:00 | modify | 2142 | 0.01 | 1.16200 | 0.00000 | 1.16424 | ||
| 11263 | 2008.10.24 00:00 | modify | 2143 | 0.01 | 1.15980 | 0.00000 | 1.16424 | ||
| 11264 | 2008.10.24 00:00 | modify | 2144 | 0.01 | 1.15870 | 0.00000 | 1.16424 | ||
| 11265 | 2008.10.24 00:30 | buy | 2145 | 0.02 | 1.15770 | 0.00000 | 0.00000 | ||
| 11266 | 2008.10.24 00:30 | modify | 2140 | 0.01 | 1.16890 | 0.00000 | 1.16260 | ||
| 11267 | 2008.10.24 00:30 | modify | 2141 | 0.01 | 1.16780 | 0.00000 | 1.16260 | ||
| 11268 | 2008.10.24 00:30 | modify | 2142 | 0.01 | 1.16200 | 0.00000 | 1.16260 | ||
| 11269 | 2008.10.24 00:30 | modify | 2143 | 0.01 | 1.15980 | 0.00000 | 1.16260 | ||
| 11270 | 2008.10.24 00:30 | modify | 2144 | 0.01 | 1.15870 | 0.00000 | 1.16260 | ||
| 11271 | 2008.10.24 00:30 | modify | 2145 | 0.02 | 1.15770 | 0.00000 | 1.16260 | ||
| 11272 | 2008.10.24 02:58 | t/p | 2140 | 0.01 | 1.16260 | 0.00000 | 1.16260 | -5.41 | 52222.86 |
| 11273 | 2008.10.24 02:58 | t/p | 2141 | 0.01 | 1.16260 | 0.00000 | 1.16260 | -4.46 | 52218.40 |
| 11274 | 2008.10.24 02:58 | t/p | 2142 | 0.01 | 1.16260 | 0.00000 | 1.16260 | 0.53 | 52218.93 |
| 11275 | 2008.10.24 02:58 | t/p | 2143 | 0.01 | 1.16260 | 0.00000 | 1.16260 | 2.42 | 52221.34 |
| 11276 | 2008.10.24 02:58 | t/p | 2144 | 0.01 | 1.16260 | 0.00000 | 1.16260 | 3.35 | 52224.69 |
| 11277 | 2008.10.24 02:58 | t/p | 2145 | 0.02 | 1.16260 | 0.00000 | 1.16260 | 8.43 | 52233.12 |
| 11278 | 2008.10.24 03:30 | buy | 2146 | 0.01 | 1.16410 | 0.00000 | 0.00000 | ||
| 11279 | 2008.10.24 03:30 | modify | 2146 | 0.01 | 1.16410 | 0.00000 | 1.16490 | ||
| 11280 | 2008.10.24 03:51 | t/p | 2146 | 0.01 | 1.16490 | 0.00000 | 1.16490 | 0.68 | 52233.80 |
| 11281 | 2008.10.24 04:00 | buy | 2147 | 0.01 | 1.16650 | 0.00000 | 0.00000 | ||
| 11282 | 2008.10.24 04:00 | modify | 2147 | 0.01 | 1.16650 | 0.00000 | 1.16730 | ||
| 11283 | 2008.10.24 04:30 | buy | 2148 | 0.01 | 1.16270 | 0.00000 | 0.00000 | ||
| 11284 | 2008.10.24 04:30 | modify | 2147 | 0.01 | 1.16650 | 0.00000 | 1.16540 | ||
| 11285 | 2008.10.24 04:30 | modify | 2148 | 0.01 | 1.16270 | 0.00000 | 1.16540 | ||
| 11286 | 2008.10.24 04:50 | t/p | 2147 | 0.01 | 1.16540 | 0.00000 | 1.16540 | -0.94 | 52232.86 |
| 11287 | 2008.10.24 04:50 | t/p | 2148 | 0.01 | 1.16540 | 0.00000 | 1.16540 | 2.32 | 52235.18 |
| 11288 | 2008.10.24 05:00 | buy | 2149 | 0.01 | 1.16830 | 0.00000 | 0.00000 | ||
| 11289 | 2008.10.24 05:00 | modify | 2149 | 0.01 | 1.16830 | 0.00000 | 1.16910 | ||
| 11290 | 2008.10.24 05:18 | t/p | 2149 | 0.01 | 1.16910 | 0.00000 | 1.16910 | 0.68 | 52235.86 |
| 11291 | 2008.10.24 06:00 | buy | 2150 | 0.01 | 1.17030 | 0.00000 | 0.00000 | ||
| 11292 | 2008.10.24 06:00 | modify | 2150 | 0.01 | 1.17030 | 0.00000 | 1.17110 | ||
| 11293 | 2008.10.24 06:22 | t/p | 2150 | 0.01 | 1.17110 | 0.00000 | 1.17110 | 0.68 | 52236.54 |
| 11294 | 2008.10.24 06:30 | buy | 2151 | 0.01 | 1.17090 | 0.00000 | 0.00000 | ||
| 11295 | 2008.10.24 06:30 | modify | 2151 | 0.01 | 1.17090 | 0.00000 | 1.17170 | ||
| 11296 | 2008.10.24 07:00 | buy | 2152 | 0.01 | 1.16880 | 0.00000 | 0.00000 | ||
| 11297 | 2008.10.24 07:00 | modify | 2151 | 0.01 | 1.17090 | 0.00000 | 1.17065 | ||
| 11298 | 2008.10.24 07:00 | modify | 2152 | 0.01 | 1.16880 | 0.00000 | 1.17065 | ||
| 11299 | 2008.10.24 07:30 | buy | 2153 | 0.01 | 1.16730 | 0.00000 | 0.00000 | ||
| 11300 | 2008.10.24 07:30 | modify | 2151 | 0.01 | 1.17090 | 0.00000 | 1.16980 | ||
| 11301 | 2008.10.24 07:30 | modify | 2152 | 0.01 | 1.16880 | 0.00000 | 1.16980 | ||
| 11302 | 2008.10.24 07:30 | modify | 2153 | 0.01 | 1.16730 | 0.00000 | 1.16980 | ||
| 11303 | 2008.10.24 08:00 | buy | 2154 | 0.01 | 1.16570 | 0.00000 | 0.00000 | ||
| 11304 | 2008.10.24 08:00 | modify | 2151 | 0.01 | 1.17090 | 0.00000 | 1.16898 | ||
| 11305 | 2008.10.24 08:00 | modify | 2152 | 0.01 | 1.16880 | 0.00000 | 1.16898 | ||
| 11306 | 2008.10.24 08:00 | modify | 2153 | 0.01 | 1.16730 | 0.00000 | 1.16898 | ||
| 11307 | 2008.10.24 08:00 | modify | 2154 | 0.01 | 1.16570 | 0.00000 | 1.16898 | ||
| 11308 | 2008.10.24 09:16 | t/p | 2151 | 0.01 | 1.16898 | 0.00000 | 1.16898 | -1.65 | 52234.89 |
| 11309 | 2008.10.24 09:16 | t/p | 2152 | 0.01 | 1.16898 | 0.00000 | 1.16898 | 0.15 | 52235.04 |
| 11310 | 2008.10.24 09:16 | t/p | 2153 | 0.01 | 1.16898 | 0.00000 | 1.16898 | 1.43 | 52236.47 |
| 11311 | 2008.10.24 09:16 | t/p | 2154 | 0.01 | 1.16898 | 0.00000 | 1.16898 | 2.80 | 52239.27 |
| 11312 | 2008.10.24 10:00 | buy | 2155 | 0.01 | 1.17190 | 0.00000 | 0.00000 | ||
| 11313 | 2008.10.24 10:00 | modify | 2155 | 0.01 | 1.17190 | 0.00000 | 1.17270 | ||
| 11314 | 2008.10.24 10:01 | t/p | 2155 | 0.01 | 1.17270 | 0.00000 | 1.17270 | 0.68 | 52239.95 |
| 11315 | 2008.10.24 14:00 | sell | 2156 | 0.01 | 1.15580 | 0.00000 | 0.00000 | ||
| 11316 | 2008.10.24 14:00 | modify | 2156 | 0.01 | 1.15580 | 0.00000 | 1.15500 | ||
| 11317 | 2008.10.24 14:00 | t/p | 2156 | 0.01 | 1.15500 | 0.00000 | 1.15500 | 0.69 | 52240.64 |
| 11318 | 2008.10.24 14:30 | sell | 2157 | 0.01 | 1.15230 | 0.00000 | 0.00000 | ||
| 11319 | 2008.10.24 14:30 | modify | 2157 | 0.01 | 1.15230 | 0.00000 | 1.15150 | ||
| 11320 | 2008.10.24 15:00 | sell | 2158 | 0.01 | 1.15800 | 0.00000 | 0.00000 | ||
| 11321 | 2008.10.24 15:00 | modify | 2157 | 0.01 | 1.15230 | 0.00000 | 1.15435 | ||
| 11322 | 2008.10.24 15:00 | modify | 2158 | 0.01 | 1.15800 | 0.00000 | 1.15435 | ||
| 11323 | 2008.10.24 15:18 | t/p | 2157 | 0.01 | 1.15435 | 0.00000 | 1.15435 | -1.78 | 52238.86 |
| 11324 | 2008.10.24 15:18 | t/p | 2158 | 0.01 | 1.15435 | 0.00000 | 1.15435 | 3.16 | 52242.02 |
| 11325 | 2008.10.24 16:00 | sell | 2159 | 0.01 | 1.15050 | 0.00000 | 0.00000 | ||
| 11326 | 2008.10.24 16:00 | modify | 2159 | 0.01 | 1.15050 | 0.00000 | 1.14970 | ||
| 11327 | 2008.10.24 16:30 | sell | 2160 | 0.01 | 1.15350 | 0.00000 | 0.00000 | ||
| 11328 | 2008.10.24 16:30 | modify | 2159 | 0.01 | 1.15050 | 0.00000 | 1.15120 | ||
| 11329 | 2008.10.24 16:30 | modify | 2160 | 0.01 | 1.15350 | 0.00000 | 1.15120 | ||
| 11330 | 2008.10.24 17:00 | sell | 2161 | 0.01 | 1.15510 | 0.00000 | 0.00000 | ||
| 11331 | 2008.10.24 17:00 | modify | 2159 | 0.01 | 1.15050 | 0.00000 | 1.15223 | ||
| 11332 | 2008.10.24 17:00 | modify | 2160 | 0.01 | 1.15350 | 0.00000 | 1.15223 | ||
| 11333 | 2008.10.24 17:00 | modify | 2161 | 0.01 | 1.15510 | 0.00000 | 1.15223 | ||
| 11334 | 2008.10.24 17:30 | sell | 2162 | 0.01 | 1.15650 | 0.00000 | 0.00000 | ||
| 11335 | 2008.10.24 17:30 | modify | 2159 | 0.01 | 1.15050 | 0.00000 | 1.15310 | ||
| 11336 | 2008.10.24 17:30 | modify | 2160 | 0.01 | 1.15350 | 0.00000 | 1.15310 | ||
| 11337 | 2008.10.24 17:30 | modify | 2161 | 0.01 | 1.15510 | 0.00000 | 1.15310 | ||
| 11338 | 2008.10.24 17:30 | modify | 2162 | 0.01 | 1.15650 | 0.00000 | 1.15310 | ||
| 11339 | 2008.10.24 17:57 | t/p | 2159 | 0.01 | 1.15310 | 0.00000 | 1.15310 | -2.26 | 52239.76 |
| 11340 | 2008.10.24 17:57 | t/p | 2160 | 0.01 | 1.15310 | 0.00000 | 1.15310 | 0.34 | 52240.10 |
| 11341 | 2008.10.24 17:57 | t/p | 2161 | 0.01 | 1.15310 | 0.00000 | 1.15310 | 1.73 | 52241.83 |
| 11342 | 2008.10.24 17:57 | t/p | 2162 | 0.01 | 1.15310 | 0.00000 | 1.15310 | 2.95 | 52244.78 |
| 11343 | 2008.10.24 21:30 | buy | 2163 | 0.01 | 1.16750 | 0.00000 | 0.00000 | ||
| 11344 | 2008.10.24 21:30 | modify | 2163 | 0.01 | 1.16750 | 0.00000 | 1.16830 | ||
| 11345 | 2008.10.24 21:39 | t/p | 2163 | 0.01 | 1.16830 | 0.00000 | 1.16830 | 0.68 | 52245.46 |
| 11346 | 2008.10.27 08:00 | sell | 2164 | 0.01 | 1.16060 | 0.00000 | 0.00000 | ||
| 11347 | 2008.10.27 08:00 | modify | 2164 | 0.01 | 1.16060 | 0.00000 | 1.15980 | ||
| 11348 | 2008.10.27 08:30 | sell | 2165 | 0.01 | 1.16250 | 0.00000 | 0.00000 | ||
| 11349 | 2008.10.27 08:30 | modify | 2164 | 0.01 | 1.16060 | 0.00000 | 1.16075 | ||
| 11350 | 2008.10.27 08:30 | modify | 2165 | 0.01 | 1.16250 | 0.00000 | 1.16075 | ||
| 11351 | 2008.10.27 08:49 | t/p | 2164 | 0.01 | 1.16075 | 0.00000 | 1.16075 | -0.13 | 52245.33 |
| 11352 | 2008.10.27 08:49 | t/p | 2165 | 0.01 | 1.16075 | 0.00000 | 1.16075 | 1.51 | 52246.84 |
| 11353 | 2008.10.27 10:30 | buy | 2166 | 0.01 | 1.16430 | 0.00000 | 0.00000 | ||
| 11354 | 2008.10.27 10:30 | modify | 2166 | 0.01 | 1.16430 | 0.00000 | 1.16510 | ||
| 11355 | 2008.10.27 10:31 | t/p | 2166 | 0.01 | 1.16510 | 0.00000 | 1.16510 | 0.69 | 52247.53 |
| 11356 | 2008.10.27 11:00 | buy | 2167 | 0.01 | 1.16780 | 0.00000 | 0.00000 | ||
| 11357 | 2008.10.27 11:00 | modify | 2167 | 0.01 | 1.16780 | 0.00000 | 1.16860 | ||
| 11358 | 2008.10.27 11:00 | t/p | 2167 | 0.01 | 1.16860 | 0.00000 | 1.16860 | 0.68 | 52248.21 |
| 11359 | 2008.10.27 11:30 | buy | 2168 | 0.01 | 1.16900 | 0.00000 | 0.00000 | ||
| 11360 | 2008.10.27 11:30 | modify | 2168 | 0.01 | 1.16900 | 0.00000 | 1.16980 | ||
| 11361 | 2008.10.27 11:37 | t/p | 2168 | 0.01 | 1.16980 | 0.00000 | 1.16980 | 0.69 | 52248.90 |
| 11362 | 2008.10.27 12:30 | sell | 2169 | 0.01 | 1.16290 | 0.00000 | 0.00000 | ||
| 11363 | 2008.10.27 12:30 | modify | 2169 | 0.01 | 1.16290 | 0.00000 | 1.16210 | ||
| 11364 | 2008.10.27 12:44 | t/p | 2169 | 0.01 | 1.16210 | 0.00000 | 1.16210 | 0.69 | 52249.59 |
| 11365 | 2008.10.27 14:30 | sell | 2170 | 0.01 | 1.15760 | 0.00000 | 0.00000 | ||
| 11366 | 2008.10.27 14:30 | modify | 2170 | 0.01 | 1.15760 | 0.00000 | 1.15680 | ||
| 11367 | 2008.10.27 14:33 | t/p | 2170 | 0.01 | 1.15680 | 0.00000 | 1.15680 | 0.69 | 52250.28 |
| 11368 | 2008.10.27 19:30 | sell | 2171 | 0.01 | 1.15650 | 0.00000 | 0.00000 | ||
| 11369 | 2008.10.27 19:30 | modify | 2171 | 0.01 | 1.15650 | 0.00000 | 1.15570 | ||
| 11370 | 2008.10.27 19:35 | t/p | 2171 | 0.01 | 1.15570 | 0.00000 | 1.15570 | 0.69 | 52250.97 |
| 11371 | 2008.10.27 21:00 | sell | 2172 | 0.01 | 1.15360 | 0.00000 | 0.00000 | ||
| 11372 | 2008.10.27 21:00 | modify | 2172 | 0.01 | 1.15360 | 0.00000 | 1.15280 | ||
| 11373 | 2008.10.27 21:30 | sell | 2173 | 0.01 | 1.15690 | 0.00000 | 0.00000 | ||
| 11374 | 2008.10.27 21:30 | modify | 2172 | 0.01 | 1.15360 | 0.00000 | 1.15445 | ||
| 11375 | 2008.10.27 21:30 | modify | 2173 | 0.01 | 1.15690 | 0.00000 | 1.15445 | ||
| 11376 | 2008.10.27 22:05 | t/p | 2172 | 0.01 | 1.15445 | 0.00000 | 1.15445 | -0.73 | 52250.24 |
| 11377 | 2008.10.27 22:05 | t/p | 2173 | 0.01 | 1.15445 | 0.00000 | 1.15445 | 2.13 | 52252.37 |
| 11378 | 2008.10.27 22:30 | sell | 2174 | 0.01 | 1.15530 | 0.00000 | 0.00000 | ||
| 11379 | 2008.10.27 22:30 | modify | 2174 | 0.01 | 1.15530 | 0.00000 | 1.15450 | ||
| 11380 | 2008.10.27 22:30 | t/p | 2174 | 0.01 | 1.15450 | 0.00000 | 1.15450 | 0.70 | 52253.07 |
| 11381 | 2008.10.28 10:00 | sell | 2175 | 0.01 | 1.15710 | 0.00000 | 0.00000 | ||
| 11382 | 2008.10.28 10:00 | modify | 2175 | 0.01 | 1.15710 | 0.00000 | 1.15630 | ||
| 11383 | 2008.10.28 10:00 | t/p | 2175 | 0.01 | 1.15630 | 0.00000 | 1.15630 | 0.70 | 52253.77 |
| 11384 | 2008.10.28 11:00 | buy | 2176 | 0.01 | 1.16290 | 0.00000 | 0.00000 | ||
| 11385 | 2008.10.28 11:00 | modify | 2176 | 0.01 | 1.16290 | 0.00000 | 1.16370 | ||
| 11386 | 2008.10.28 11:24 | t/p | 2176 | 0.01 | 1.16370 | 0.00000 | 1.16370 | 0.69 | 52254.46 |
| 11387 | 2008.10.28 23:30 | sell | 2177 | 0.01 | 1.15620 | 0.00000 | 0.00000 | ||
| 11388 | 2008.10.28 23:30 | modify | 2177 | 0.01 | 1.15620 | 0.00000 | 1.15540 | ||
| 11389 | 2008.10.28 23:31 | t/p | 2177 | 0.01 | 1.15540 | 0.00000 | 1.15540 | 0.70 | 52255.16 |
| 11390 | 2008.10.29 01:00 | sell | 2178 | 0.01 | 1.15450 | 0.00000 | 0.00000 | ||
| 11391 | 2008.10.29 01:00 | modify | 2178 | 0.01 | 1.15450 | 0.00000 | 1.15370 | ||
| 11392 | 2008.10.29 01:00 | t/p | 2178 | 0.01 | 1.15370 | 0.00000 | 1.15370 | 0.69 | 52255.85 |
| 11393 | 2008.10.29 02:00 | sell | 2179 | 0.01 | 1.15250 | 0.00000 | 0.00000 | ||
| 11394 | 2008.10.29 02:00 | modify | 2179 | 0.01 | 1.15250 | 0.00000 | 1.15170 | ||
| 11395 | 2008.10.29 02:01 | t/p | 2179 | 0.01 | 1.15170 | 0.00000 | 1.15170 | 0.69 | 52256.54 |
| 11396 | 2008.10.29 02:30 | sell | 2180 | 0.01 | 1.15070 | 0.00000 | 0.00000 | ||
| 11397 | 2008.10.29 02:30 | modify | 2180 | 0.01 | 1.15070 | 0.00000 | 1.14990 | ||
| 11398 | 2008.10.29 02:52 | t/p | 2180 | 0.01 | 1.14990 | 0.00000 | 1.14990 | 0.70 | 52257.24 |
| 11399 | 2008.10.29 10:00 | sell | 2181 | 0.01 | 1.14630 | 0.00000 | 0.00000 | ||
| 11400 | 2008.10.29 10:00 | modify | 2181 | 0.01 | 1.14630 | 0.00000 | 1.14550 | ||