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 |
| 11401 | 2008.10.29 10:30 | sell | 2182 | 0.01 | 1.15180 | 0.00000 | 0.00000 | ||
| 11402 | 2008.10.29 10:30 | modify | 2181 | 0.01 | 1.14630 | 0.00000 | 1.14825 | ||
| 11403 | 2008.10.29 10:30 | modify | 2182 | 0.01 | 1.15180 | 0.00000 | 1.14825 | ||
| 11404 | 2008.10.29 11:40 | t/p | 2181 | 0.01 | 1.14825 | 0.00000 | 1.14825 | -1.70 | 52255.54 |
| 11405 | 2008.10.29 11:40 | t/p | 2182 | 0.01 | 1.14825 | 0.00000 | 1.14825 | 3.09 | 52258.63 |
| 11406 | 2008.10.29 12:00 | sell | 2183 | 0.01 | 1.14760 | 0.00000 | 0.00000 | ||
| 11407 | 2008.10.29 12:00 | modify | 2183 | 0.01 | 1.14760 | 0.00000 | 1.14680 | ||
| 11408 | 2008.10.29 12:30 | sell | 2184 | 0.01 | 1.15030 | 0.00000 | 0.00000 | ||
| 11409 | 2008.10.29 12:30 | modify | 2183 | 0.01 | 1.14760 | 0.00000 | 1.14815 | ||
| 11410 | 2008.10.29 12:30 | modify | 2184 | 0.01 | 1.15030 | 0.00000 | 1.14815 | ||
| 11411 | 2008.10.29 12:59 | t/p | 2183 | 0.01 | 1.14815 | 0.00000 | 1.14815 | -0.48 | 52258.15 |
| 11412 | 2008.10.29 12:59 | t/p | 2184 | 0.01 | 1.14815 | 0.00000 | 1.14815 | 1.87 | 52260.02 |
| 11413 | 2008.10.29 13:30 | sell | 2185 | 0.01 | 1.14640 | 0.00000 | 0.00000 | ||
| 11414 | 2008.10.29 13:30 | modify | 2185 | 0.01 | 1.14640 | 0.00000 | 1.14560 | ||
| 11415 | 2008.10.29 13:39 | t/p | 2185 | 0.01 | 1.14560 | 0.00000 | 1.14560 | 0.70 | 52260.72 |
| 11416 | 2008.10.29 14:00 | sell | 2186 | 0.01 | 1.14490 | 0.00000 | 0.00000 | ||
| 11417 | 2008.10.29 14:00 | modify | 2186 | 0.01 | 1.14490 | 0.00000 | 1.14410 | ||
| 11418 | 2008.10.29 14:30 | sell | 2187 | 0.01 | 1.14660 | 0.00000 | 0.00000 | ||
| 11419 | 2008.10.29 14:30 | modify | 2186 | 0.01 | 1.14490 | 0.00000 | 1.14495 | ||
| 11420 | 2008.10.29 14:30 | modify | 2187 | 0.01 | 1.14660 | 0.00000 | 1.14495 | ||
| 11421 | 2008.10.29 15:00 | sell | 2188 | 0.01 | 1.14900 | 0.00000 | 0.00000 | ||
| 11422 | 2008.10.29 15:00 | modify | 2186 | 0.01 | 1.14490 | 0.00000 | 1.14603 | ||
| 11423 | 2008.10.29 15:00 | modify | 2187 | 0.01 | 1.14660 | 0.00000 | 1.14603 | ||
| 11424 | 2008.10.29 15:00 | modify | 2188 | 0.01 | 1.14900 | 0.00000 | 1.14603 | ||
| 11425 | 2008.10.29 16:00 | sell | 2189 | 0.01 | 1.15040 | 0.00000 | 0.00000 | ||
| 11426 | 2008.10.29 16:00 | modify | 2186 | 0.01 | 1.14490 | 0.00000 | 1.14693 | ||
| 11427 | 2008.10.29 16:00 | modify | 2187 | 0.01 | 1.14660 | 0.00000 | 1.14693 | ||
| 11428 | 2008.10.29 16:00 | modify | 2188 | 0.01 | 1.14900 | 0.00000 | 1.14693 | ||
| 11429 | 2008.10.29 16:00 | modify | 2189 | 0.01 | 1.15040 | 0.00000 | 1.14693 | ||
| 11430 | 2008.10.29 16:58 | t/p | 2186 | 0.01 | 1.14693 | 0.00000 | 1.14693 | -1.77 | 52258.95 |
| 11431 | 2008.10.29 16:58 | t/p | 2187 | 0.01 | 1.14693 | 0.00000 | 1.14693 | -0.29 | 52258.66 |
| 11432 | 2008.10.29 16:58 | t/p | 2188 | 0.01 | 1.14693 | 0.00000 | 1.14693 | 1.80 | 52260.46 |
| 11433 | 2008.10.29 16:58 | t/p | 2189 | 0.01 | 1.14693 | 0.00000 | 1.14693 | 3.02 | 52263.48 |
| 11434 | 2008.10.29 17:30 | sell | 2190 | 0.01 | 1.13620 | 0.00000 | 0.00000 | ||
| 11435 | 2008.10.29 17:30 | modify | 2190 | 0.01 | 1.13620 | 0.00000 | 1.13540 | ||
| 11436 | 2008.10.29 17:32 | t/p | 2190 | 0.01 | 1.13540 | 0.00000 | 1.13540 | 0.70 | 52264.18 |
| 11437 | 2008.10.29 18:00 | sell | 2191 | 0.01 | 1.13460 | 0.00000 | 0.00000 | ||
| 11438 | 2008.10.29 18:00 | modify | 2191 | 0.01 | 1.13460 | 0.00000 | 1.13380 | ||
| 11439 | 2008.10.29 18:02 | t/p | 2191 | 0.01 | 1.13380 | 0.00000 | 1.13380 | 0.70 | 52264.88 |
| 11440 | 2008.10.29 18:30 | sell | 2192 | 0.01 | 1.13450 | 0.00000 | 0.00000 | ||
| 11441 | 2008.10.29 18:30 | modify | 2192 | 0.01 | 1.13450 | 0.00000 | 1.13370 | ||
| 11442 | 2008.10.29 18:31 | t/p | 2192 | 0.01 | 1.13370 | 0.00000 | 1.13370 | 0.71 | 52265.59 |
| 11443 | 2008.10.29 20:00 | sell | 2193 | 0.01 | 1.13330 | 0.00000 | 0.00000 | ||
| 11444 | 2008.10.29 20:00 | modify | 2193 | 0.01 | 1.13330 | 0.00000 | 1.13250 | ||
| 11445 | 2008.10.29 20:30 | sell | 2194 | 0.01 | 1.13590 | 0.00000 | 0.00000 | ||
| 11446 | 2008.10.29 20:30 | modify | 2193 | 0.01 | 1.13330 | 0.00000 | 1.13380 | ||
| 11447 | 2008.10.29 20:30 | modify | 2194 | 0.01 | 1.13590 | 0.00000 | 1.13380 | ||
| 11448 | 2008.10.29 20:37 | t/p | 2193 | 0.01 | 1.13380 | 0.00000 | 1.13380 | -0.45 | 52265.14 |
| 11449 | 2008.10.29 20:37 | t/p | 2194 | 0.01 | 1.13380 | 0.00000 | 1.13380 | 1.85 | 52266.99 |
| 11450 | 2008.10.30 03:30 | sell | 2195 | 0.01 | 1.12770 | 0.00000 | 0.00000 | ||
| 11451 | 2008.10.30 03:30 | modify | 2195 | 0.01 | 1.12770 | 0.00000 | 1.12690 | ||
| 11452 | 2008.10.30 03:32 | t/p | 2195 | 0.01 | 1.12690 | 0.00000 | 1.12690 | 0.71 | 52267.70 |
| 11453 | 2008.10.30 04:30 | sell | 2196 | 0.01 | 1.12820 | 0.00000 | 0.00000 | ||
| 11454 | 2008.10.30 04:30 | modify | 2196 | 0.01 | 1.12820 | 0.00000 | 1.12740 | ||
| 11455 | 2008.10.30 04:30 | t/p | 2196 | 0.01 | 1.12740 | 0.00000 | 1.12740 | 0.71 | 52268.41 |
| 11456 | 2008.10.30 06:30 | sell | 2197 | 0.01 | 1.12530 | 0.00000 | 0.00000 | ||
| 11457 | 2008.10.30 06:30 | modify | 2197 | 0.01 | 1.12530 | 0.00000 | 1.12450 | ||
| 11458 | 2008.10.30 06:36 | t/p | 2197 | 0.01 | 1.12450 | 0.00000 | 1.12450 | 0.71 | 52269.12 |
| 11459 | 2008.10.30 09:00 | sell | 2198 | 0.01 | 1.12300 | 0.00000 | 0.00000 | ||
| 11460 | 2008.10.30 09:00 | modify | 2198 | 0.01 | 1.12300 | 0.00000 | 1.12220 | ||
| 11461 | 2008.10.30 09:03 | t/p | 2198 | 0.01 | 1.12220 | 0.00000 | 1.12220 | 0.71 | 52269.83 |
| 11462 | 2008.10.31 11:00 | buy | 2199 | 0.01 | 1.15160 | 0.00000 | 0.00000 | ||
| 11463 | 2008.10.31 11:00 | modify | 2199 | 0.01 | 1.15160 | 0.00000 | 1.15240 | ||
| 11464 | 2008.10.31 11:00 | t/p | 2199 | 0.01 | 1.15240 | 0.00000 | 1.15240 | 0.69 | 52270.52 |
| 11465 | 2008.10.31 11:30 | buy | 2200 | 0.01 | 1.15170 | 0.00000 | 0.00000 | ||
| 11466 | 2008.10.31 11:30 | modify | 2200 | 0.01 | 1.15170 | 0.00000 | 1.15250 | ||
| 11467 | 2008.10.31 12:00 | buy | 2201 | 0.01 | 1.15020 | 0.00000 | 0.00000 | ||
| 11468 | 2008.10.31 12:00 | modify | 2200 | 0.01 | 1.15170 | 0.00000 | 1.15175 | ||
| 11469 | 2008.10.31 12:00 | modify | 2201 | 0.01 | 1.15020 | 0.00000 | 1.15175 | ||
| 11470 | 2008.10.31 12:30 | buy | 2202 | 0.01 | 1.14920 | 0.00000 | 0.00000 | ||
| 11471 | 2008.10.31 12:30 | modify | 2200 | 0.01 | 1.15170 | 0.00000 | 1.15117 | ||
| 11472 | 2008.10.31 12:30 | modify | 2201 | 0.01 | 1.15020 | 0.00000 | 1.15117 | ||
| 11473 | 2008.10.31 12:30 | modify | 2202 | 0.01 | 1.14920 | 0.00000 | 1.15117 | ||
| 11474 | 2008.10.31 13:13 | t/p | 2200 | 0.01 | 1.15117 | 0.00000 | 1.15117 | -0.46 | 52270.06 |
| 11475 | 2008.10.31 13:13 | t/p | 2201 | 0.01 | 1.15117 | 0.00000 | 1.15117 | 0.84 | 52270.90 |
| 11476 | 2008.10.31 13:13 | t/p | 2202 | 0.01 | 1.15117 | 0.00000 | 1.15117 | 1.71 | 52272.61 |
| 11477 | 2008.10.31 15:00 | buy | 2203 | 0.01 | 1.15320 | 0.00000 | 0.00000 | ||
| 11478 | 2008.10.31 15:00 | modify | 2203 | 0.01 | 1.15320 | 0.00000 | 1.15400 | ||
| 11479 | 2008.10.31 15:30 | buy | 2204 | 0.01 | 1.15150 | 0.00000 | 0.00000 | ||
| 11480 | 2008.10.31 15:30 | modify | 2203 | 0.01 | 1.15320 | 0.00000 | 1.15315 | ||
| 11481 | 2008.10.31 15:30 | modify | 2204 | 0.01 | 1.15150 | 0.00000 | 1.15315 | ||
| 11482 | 2008.10.31 15:48 | t/p | 2203 | 0.01 | 1.15315 | 0.00000 | 1.15315 | -0.04 | 52272.57 |
| 11483 | 2008.10.31 15:48 | t/p | 2204 | 0.01 | 1.15315 | 0.00000 | 1.15315 | 1.43 | 52274.00 |
| 11484 | 2008.10.31 17:30 | buy | 2205 | 0.01 | 1.16010 | 0.00000 | 0.00000 | ||
| 11485 | 2008.10.31 17:30 | modify | 2205 | 0.01 | 1.16010 | 0.00000 | 1.16090 | ||
| 11486 | 2008.10.31 18:00 | buy | 2206 | 0.01 | 1.15900 | 0.00000 | 0.00000 | ||
| 11487 | 2008.10.31 18:00 | modify | 2205 | 0.01 | 1.16010 | 0.00000 | 1.16035 | ||
| 11488 | 2008.10.31 18:00 | modify | 2206 | 0.01 | 1.15900 | 0.00000 | 1.16035 | ||
| 11489 | 2008.10.31 18:30 | t/p | 2205 | 0.01 | 1.16035 | 0.00000 | 1.16035 | 0.21 | 52274.21 |
| 11490 | 2008.10.31 18:30 | t/p | 2206 | 0.01 | 1.16035 | 0.00000 | 1.16035 | 1.16 | 52275.37 |
| 11491 | 2008.10.31 19:00 | buy | 2207 | 0.01 | 1.16790 | 0.00000 | 0.00000 | ||
| 11492 | 2008.10.31 19:00 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.16870 | ||
| 11493 | 2008.10.31 19:30 | buy | 2208 | 0.01 | 1.16110 | 0.00000 | 0.00000 | ||
| 11494 | 2008.10.31 19:30 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.16530 | ||
| 11495 | 2008.10.31 19:30 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.16530 | ||
| 11496 | 2008.10.31 20:30 | buy | 2209 | 0.01 | 1.15920 | 0.00000 | 0.00000 | ||
| 11497 | 2008.10.31 20:30 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.16353 | ||
| 11498 | 2008.10.31 20:30 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.16353 | ||
| 11499 | 2008.10.31 20:30 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.16353 | ||
| 11500 | 2008.10.31 22:00 | buy | 2210 | 0.01 | 1.15510 | 0.00000 | 0.00000 | ||
| 11501 | 2008.10.31 22:00 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.16163 | ||
| 11502 | 2008.10.31 22:00 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.16163 | ||
| 11503 | 2008.10.31 22:00 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.16163 | ||
| 11504 | 2008.10.31 22:00 | modify | 2210 | 0.01 | 1.15510 | 0.00000 | 1.16163 | ||
| 11505 | 2008.11.03 03:00 | buy | 2211 | 0.01 | 1.15420 | 0.00000 | 0.00000 | ||
| 11506 | 2008.11.03 03:00 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.16030 | ||
| 11507 | 2008.11.03 03:00 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.16030 | ||
| 11508 | 2008.11.03 03:00 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.16030 | ||
| 11509 | 2008.11.03 03:00 | modify | 2210 | 0.01 | 1.15510 | 0.00000 | 1.16030 | ||
| 11510 | 2008.11.03 03:00 | modify | 2211 | 0.01 | 1.15420 | 0.00000 | 1.16030 | ||
| 11511 | 2008.11.03 03:30 | buy | 2212 | 0.02 | 1.15330 | 0.00000 | 0.00000 | ||
| 11512 | 2008.11.03 03:30 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.15853 | ||
| 11513 | 2008.11.03 03:30 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.15853 | ||
| 11514 | 2008.11.03 03:30 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.15853 | ||
| 11515 | 2008.11.03 03:30 | modify | 2210 | 0.01 | 1.15510 | 0.00000 | 1.15853 | ||
| 11516 | 2008.11.03 03:30 | modify | 2211 | 0.01 | 1.15420 | 0.00000 | 1.15853 | ||
| 11517 | 2008.11.03 03:30 | modify | 2212 | 0.02 | 1.15330 | 0.00000 | 1.15853 | ||
| 11518 | 2008.11.03 04:00 | buy | 2213 | 0.02 | 1.15180 | 0.00000 | 0.00000 | ||
| 11519 | 2008.11.03 04:00 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.15721 | ||
| 11520 | 2008.11.03 04:00 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.15721 | ||
| 11521 | 2008.11.03 04:00 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.15721 | ||
| 11522 | 2008.11.03 04:00 | modify | 2210 | 0.01 | 1.15510 | 0.00000 | 1.15721 | ||
| 11523 | 2008.11.03 04:00 | modify | 2211 | 0.01 | 1.15420 | 0.00000 | 1.15721 | ||
| 11524 | 2008.11.03 04:00 | modify | 2212 | 0.02 | 1.15330 | 0.00000 | 1.15721 | ||
| 11525 | 2008.11.03 04:00 | modify | 2213 | 0.02 | 1.15180 | 0.00000 | 1.15721 | ||
| 11526 | 2008.11.03 05:30 | buy | 2214 | 0.02 | 1.14950 | 0.00000 | 0.00000 | ||
| 11527 | 2008.11.03 05:30 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.15595 | ||
| 11528 | 2008.11.03 05:30 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.15595 | ||
| 11529 | 2008.11.03 05:30 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.15595 | ||
| 11530 | 2008.11.03 05:30 | modify | 2210 | 0.01 | 1.15510 | 0.00000 | 1.15595 | ||
| 11531 | 2008.11.03 05:30 | modify | 2211 | 0.01 | 1.15420 | 0.00000 | 1.15595 | ||
| 11532 | 2008.11.03 05:30 | modify | 2212 | 0.02 | 1.15330 | 0.00000 | 1.15595 | ||
| 11533 | 2008.11.03 05:30 | modify | 2213 | 0.02 | 1.15180 | 0.00000 | 1.15595 | ||
| 11534 | 2008.11.03 05:30 | modify | 2214 | 0.02 | 1.14950 | 0.00000 | 1.15595 | ||
| 11535 | 2008.11.03 06:00 | buy | 2215 | 0.02 | 1.14880 | 0.00000 | 0.00000 | ||
| 11536 | 2008.11.03 06:00 | modify | 2207 | 0.01 | 1.16790 | 0.00000 | 1.15498 | ||
| 11537 | 2008.11.03 06:00 | modify | 2208 | 0.01 | 1.16110 | 0.00000 | 1.15498 | ||
| 11538 | 2008.11.03 06:00 | modify | 2209 | 0.01 | 1.15920 | 0.00000 | 1.15498 | ||
| 11539 | 2008.11.03 06:00 | modify | 2210 | 0.01 | 1.15510 | 0.00000 | 1.15498 | ||
| 11540 | 2008.11.03 06:00 | modify | 2211 | 0.01 | 1.15420 | 0.00000 | 1.15498 | ||
| 11541 | 2008.11.03 06:00 | modify | 2212 | 0.02 | 1.15330 | 0.00000 | 1.15498 | ||
| 11542 | 2008.11.03 06:00 | modify | 2213 | 0.02 | 1.15180 | 0.00000 | 1.15498 | ||
| 11543 | 2008.11.03 06:00 | modify | 2214 | 0.02 | 1.14950 | 0.00000 | 1.15498 | ||
| 11544 | 2008.11.03 06:00 | modify | 2215 | 0.02 | 1.14880 | 0.00000 | 1.15498 | ||
| 11545 | 2008.11.03 09:44 | t/p | 2207 | 0.01 | 1.15498 | 0.00000 | 1.15498 | -11.18 | 52264.19 |
| 11546 | 2008.11.03 09:44 | t/p | 2208 | 0.01 | 1.15498 | 0.00000 | 1.15498 | -5.29 | 52258.89 |
| 11547 | 2008.11.03 09:44 | t/p | 2209 | 0.01 | 1.15498 | 0.00000 | 1.15498 | -3.64 | 52255.25 |
| 11548 | 2008.11.03 09:44 | t/p | 2210 | 0.01 | 1.15498 | 0.00000 | 1.15498 | -0.09 | 52255.15 |
| 11549 | 2008.11.03 09:44 | t/p | 2211 | 0.01 | 1.15498 | 0.00000 | 1.15498 | 0.68 | 52255.83 |
| 11550 | 2008.11.03 09:44 | t/p | 2212 | 0.02 | 1.15498 | 0.00000 | 1.15498 | 2.91 | 52258.74 |