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 |
| 11551 | 2008.11.03 09:44 | t/p | 2213 | 0.02 | 1.15498 | 0.00000 | 1.15498 | 5.51 | 52264.25 |
| 11552 | 2008.11.03 09:44 | t/p | 2214 | 0.02 | 1.15498 | 0.00000 | 1.15498 | 9.49 | 52273.74 |
| 11553 | 2008.11.03 09:44 | t/p | 2215 | 0.02 | 1.15498 | 0.00000 | 1.15498 | 10.70 | 52284.44 |
| 11554 | 2008.11.03 10:00 | buy | 2216 | 0.01 | 1.15760 | 0.00000 | 0.00000 | ||
| 11555 | 2008.11.03 10:00 | modify | 2216 | 0.01 | 1.15760 | 0.00000 | 1.15840 | ||
| 11556 | 2008.11.03 10:11 | t/p | 2216 | 0.01 | 1.15840 | 0.00000 | 1.15840 | 0.69 | 52285.13 |
| 11557 | 2008.11.03 10:30 | buy | 2217 | 0.01 | 1.15790 | 0.00000 | 0.00000 | ||
| 11558 | 2008.11.03 10:30 | modify | 2217 | 0.01 | 1.15790 | 0.00000 | 1.15870 | ||
| 11559 | 2008.11.03 10:51 | t/p | 2217 | 0.01 | 1.15870 | 0.00000 | 1.15870 | 0.69 | 52285.82 |
| 11560 | 2008.11.03 16:30 | buy | 2218 | 0.01 | 1.16350 | 0.00000 | 0.00000 | ||
| 11561 | 2008.11.03 16:30 | modify | 2218 | 0.01 | 1.16350 | 0.00000 | 1.16430 | ||
| 11562 | 2008.11.03 17:00 | buy | 2219 | 0.01 | 1.16180 | 0.00000 | 0.00000 | ||
| 11563 | 2008.11.03 17:00 | modify | 2218 | 0.01 | 1.16350 | 0.00000 | 1.16345 | ||
| 11564 | 2008.11.03 17:00 | modify | 2219 | 0.01 | 1.16180 | 0.00000 | 1.16345 | ||
| 11565 | 2008.11.03 17:05 | t/p | 2218 | 0.01 | 1.16345 | 0.00000 | 1.16345 | -0.04 | 52285.78 |
| 11566 | 2008.11.03 17:05 | t/p | 2219 | 0.01 | 1.16345 | 0.00000 | 1.16345 | 1.42 | 52287.20 |
| 11567 | 2008.11.03 18:00 | buy | 2220 | 0.01 | 1.16540 | 0.00000 | 0.00000 | ||
| 11568 | 2008.11.03 18:00 | modify | 2220 | 0.01 | 1.16540 | 0.00000 | 1.16620 | ||
| 11569 | 2008.11.03 18:08 | t/p | 2220 | 0.01 | 1.16620 | 0.00000 | 1.16620 | 0.69 | 52287.89 |
| 11570 | 2008.11.03 18:30 | buy | 2221 | 0.01 | 1.16720 | 0.00000 | 0.00000 | ||
| 11571 | 2008.11.03 18:30 | modify | 2221 | 0.01 | 1.16720 | 0.00000 | 1.16800 | ||
| 11572 | 2008.11.03 18:30 | t/p | 2221 | 0.01 | 1.16800 | 0.00000 | 1.16800 | 0.68 | 52288.57 |
| 11573 | 2008.11.03 19:00 | buy | 2222 | 0.01 | 1.16840 | 0.00000 | 0.00000 | ||
| 11574 | 2008.11.03 19:00 | modify | 2222 | 0.01 | 1.16840 | 0.00000 | 1.16920 | ||
| 11575 | 2008.11.03 19:12 | t/p | 2222 | 0.01 | 1.16920 | 0.00000 | 1.16920 | 0.68 | 52289.25 |
| 11576 | 2008.11.03 19:30 | buy | 2223 | 0.01 | 1.17130 | 0.00000 | 0.00000 | ||
| 11577 | 2008.11.03 19:30 | modify | 2223 | 0.01 | 1.17130 | 0.00000 | 1.17210 | ||
| 11578 | 2008.11.03 19:54 | t/p | 2223 | 0.01 | 1.17210 | 0.00000 | 1.17210 | 0.68 | 52289.93 |
| 11579 | 2008.11.03 20:00 | buy | 2224 | 0.01 | 1.17230 | 0.00000 | 0.00000 | ||
| 11580 | 2008.11.03 20:00 | modify | 2224 | 0.01 | 1.17230 | 0.00000 | 1.17310 | ||
| 11581 | 2008.11.03 20:11 | t/p | 2224 | 0.01 | 1.17310 | 0.00000 | 1.17310 | 0.68 | 52290.61 |
| 11582 | 2008.11.05 03:30 | buy | 2225 | 0.01 | 1.16760 | 0.00000 | 0.00000 | ||
| 11583 | 2008.11.05 03:30 | modify | 2225 | 0.01 | 1.16760 | 0.00000 | 1.16840 | ||
| 11584 | 2008.11.05 03:41 | t/p | 2225 | 0.01 | 1.16840 | 0.00000 | 1.16840 | 0.68 | 52291.29 |
| 11585 | 2008.11.05 04:00 | buy | 2226 | 0.01 | 1.16850 | 0.00000 | 0.00000 | ||
| 11586 | 2008.11.05 04:00 | modify | 2226 | 0.01 | 1.16850 | 0.00000 | 1.16930 | ||
| 11587 | 2008.11.05 05:00 | buy | 2227 | 0.01 | 1.16710 | 0.00000 | 0.00000 | ||
| 11588 | 2008.11.05 05:00 | modify | 2226 | 0.01 | 1.16850 | 0.00000 | 1.16860 | ||
| 11589 | 2008.11.05 05:00 | modify | 2227 | 0.01 | 1.16710 | 0.00000 | 1.16860 | ||
| 11590 | 2008.11.05 05:30 | buy | 2228 | 0.01 | 1.16520 | 0.00000 | 0.00000 | ||
| 11591 | 2008.11.05 05:30 | modify | 2226 | 0.01 | 1.16850 | 0.00000 | 1.16773 | ||
| 11592 | 2008.11.05 05:30 | modify | 2227 | 0.01 | 1.16710 | 0.00000 | 1.16773 | ||
| 11593 | 2008.11.05 05:30 | modify | 2228 | 0.01 | 1.16520 | 0.00000 | 1.16773 | ||
| 11594 | 2008.11.05 06:11 | t/p | 2226 | 0.01 | 1.16773 | 0.00000 | 1.16773 | -0.66 | 52290.63 |
| 11595 | 2008.11.05 06:11 | t/p | 2227 | 0.01 | 1.16773 | 0.00000 | 1.16773 | 0.54 | 52291.17 |
| 11596 | 2008.11.05 06:11 | t/p | 2228 | 0.01 | 1.16773 | 0.00000 | 1.16773 | 2.17 | 52293.34 |
| 11597 | 2008.11.05 06:30 | buy | 2229 | 0.01 | 1.17050 | 0.00000 | 0.00000 | ||
| 11598 | 2008.11.05 06:30 | modify | 2229 | 0.01 | 1.17050 | 0.00000 | 1.17130 | ||
| 11599 | 2008.11.05 06:36 | t/p | 2229 | 0.01 | 1.17130 | 0.00000 | 1.17130 | 0.69 | 52294.03 |
| 11600 | 2008.11.05 07:00 | buy | 2230 | 0.01 | 1.17130 | 0.00000 | 0.00000 | ||
| 11601 | 2008.11.05 07:00 | modify | 2230 | 0.01 | 1.17130 | 0.00000 | 1.17210 | ||
| 11602 | 2008.11.05 07:00 | t/p | 2230 | 0.01 | 1.17210 | 0.00000 | 1.17210 | 0.69 | 52294.72 |
| 11603 | 2008.11.06 05:00 | buy | 2231 | 0.01 | 1.16470 | 0.00000 | 0.00000 | ||
| 11604 | 2008.11.06 05:00 | modify | 2231 | 0.01 | 1.16470 | 0.00000 | 1.16550 | ||
| 11605 | 2008.11.06 05:11 | t/p | 2231 | 0.01 | 1.16550 | 0.00000 | 1.16550 | 0.69 | 52295.41 |
| 11606 | 2008.11.06 05:30 | buy | 2232 | 0.01 | 1.16620 | 0.00000 | 0.00000 | ||
| 11607 | 2008.11.06 05:30 | modify | 2232 | 0.01 | 1.16620 | 0.00000 | 1.16700 | ||
| 11608 | 2008.11.06 06:00 | buy | 2233 | 0.01 | 1.16390 | 0.00000 | 0.00000 | ||
| 11609 | 2008.11.06 06:00 | modify | 2232 | 0.01 | 1.16620 | 0.00000 | 1.16585 | ||
| 11610 | 2008.11.06 06:00 | modify | 2233 | 0.01 | 1.16390 | 0.00000 | 1.16585 | ||
| 11611 | 2008.11.06 06:30 | buy | 2234 | 0.01 | 1.16240 | 0.00000 | 0.00000 | ||
| 11612 | 2008.11.06 06:30 | modify | 2232 | 0.01 | 1.16620 | 0.00000 | 1.16497 | ||
| 11613 | 2008.11.06 06:30 | modify | 2233 | 0.01 | 1.16390 | 0.00000 | 1.16497 | ||
| 11614 | 2008.11.06 06:30 | modify | 2234 | 0.01 | 1.16240 | 0.00000 | 1.16497 | ||
| 11615 | 2008.11.06 07:33 | t/p | 2232 | 0.01 | 1.16497 | 0.00000 | 1.16497 | -1.06 | 52294.35 |
| 11616 | 2008.11.06 07:33 | t/p | 2233 | 0.01 | 1.16497 | 0.00000 | 1.16497 | 0.91 | 52295.26 |
| 11617 | 2008.11.06 07:33 | t/p | 2234 | 0.01 | 1.16497 | 0.00000 | 1.16497 | 2.20 | 52297.46 |
| 11618 | 2008.11.06 10:00 | buy | 2235 | 0.01 | 1.16850 | 0.00000 | 0.00000 | ||
| 11619 | 2008.11.06 10:00 | modify | 2235 | 0.01 | 1.16850 | 0.00000 | 1.16930 | ||
| 11620 | 2008.11.06 10:30 | buy | 2236 | 0.01 | 1.16720 | 0.00000 | 0.00000 | ||
| 11621 | 2008.11.06 10:30 | modify | 2235 | 0.01 | 1.16850 | 0.00000 | 1.16865 | ||
| 11622 | 2008.11.06 10:30 | modify | 2236 | 0.01 | 1.16720 | 0.00000 | 1.16865 | ||
| 11623 | 2008.11.06 11:00 | buy | 2237 | 0.01 | 1.16630 | 0.00000 | 0.00000 | ||
| 11624 | 2008.11.06 11:00 | modify | 2235 | 0.01 | 1.16850 | 0.00000 | 1.16813 | ||
| 11625 | 2008.11.06 11:00 | modify | 2236 | 0.01 | 1.16720 | 0.00000 | 1.16813 | ||
| 11626 | 2008.11.06 11:00 | modify | 2237 | 0.01 | 1.16630 | 0.00000 | 1.16813 | ||
| 11627 | 2008.11.06 11:30 | buy | 2238 | 0.01 | 1.16490 | 0.00000 | 0.00000 | ||
| 11628 | 2008.11.06 11:30 | modify | 2235 | 0.01 | 1.16850 | 0.00000 | 1.16753 | ||
| 11629 | 2008.11.06 11:30 | modify | 2236 | 0.01 | 1.16720 | 0.00000 | 1.16753 | ||
| 11630 | 2008.11.06 11:30 | modify | 2237 | 0.01 | 1.16630 | 0.00000 | 1.16753 | ||
| 11631 | 2008.11.06 11:30 | modify | 2238 | 0.01 | 1.16490 | 0.00000 | 1.16753 | ||
| 11632 | 2008.11.06 12:20 | t/p | 2235 | 0.01 | 1.16753 | 0.00000 | 1.16753 | -0.83 | 52296.63 |
| 11633 | 2008.11.06 12:20 | t/p | 2236 | 0.01 | 1.16753 | 0.00000 | 1.16753 | 0.28 | 52296.91 |
| 11634 | 2008.11.06 12:20 | t/p | 2237 | 0.01 | 1.16753 | 0.00000 | 1.16753 | 1.05 | 52297.96 |
| 11635 | 2008.11.06 12:20 | t/p | 2238 | 0.01 | 1.16753 | 0.00000 | 1.16753 | 2.25 | 52300.21 |
| 11636 | 2008.11.06 14:30 | buy | 2239 | 0.01 | 1.16710 | 0.00000 | 0.00000 | ||
| 11637 | 2008.11.06 14:30 | modify | 2239 | 0.01 | 1.16710 | 0.00000 | 1.16790 | ||
| 11638 | 2008.11.06 14:30 | t/p | 2239 | 0.01 | 1.16790 | 0.00000 | 1.16790 | 0.68 | 52300.89 |
| 11639 | 2008.11.06 15:00 | buy | 2240 | 0.01 | 1.17300 | 0.00000 | 0.00000 | ||
| 11640 | 2008.11.06 15:00 | modify | 2240 | 0.01 | 1.17300 | 0.00000 | 1.17380 | ||
| 11641 | 2008.11.06 15:01 | t/p | 2240 | 0.01 | 1.17380 | 0.00000 | 1.17380 | 0.68 | 52301.57 |
| 11642 | 2008.11.06 16:30 | buy | 2241 | 0.01 | 1.17170 | 0.00000 | 0.00000 | ||
| 11643 | 2008.11.06 16:30 | modify | 2241 | 0.01 | 1.17170 | 0.00000 | 1.17250 | ||
| 11644 | 2008.11.06 16:50 | t/p | 2241 | 0.01 | 1.17250 | 0.00000 | 1.17250 | 0.68 | 52302.25 |
| 11645 | 2008.11.06 18:30 | buy | 2242 | 0.01 | 1.17610 | 0.00000 | 0.00000 | ||
| 11646 | 2008.11.06 18:30 | modify | 2242 | 0.01 | 1.17610 | 0.00000 | 1.17690 | ||
| 11647 | 2008.11.06 19:00 | buy | 2243 | 0.01 | 1.17470 | 0.00000 | 0.00000 | ||
| 11648 | 2008.11.06 19:00 | modify | 2242 | 0.01 | 1.17610 | 0.00000 | 1.17620 | ||
| 11649 | 2008.11.06 19:00 | modify | 2243 | 0.01 | 1.17470 | 0.00000 | 1.17620 | ||
| 11650 | 2008.11.06 19:06 | t/p | 2242 | 0.01 | 1.17620 | 0.00000 | 1.17620 | 0.09 | 52302.34 |
| 11651 | 2008.11.06 19:06 | t/p | 2243 | 0.01 | 1.17620 | 0.00000 | 1.17620 | 1.28 | 52303.62 |
| 11652 | 2008.11.06 19:30 | buy | 2244 | 0.01 | 1.17480 | 0.00000 | 0.00000 | ||
| 11653 | 2008.11.06 19:30 | modify | 2244 | 0.01 | 1.17480 | 0.00000 | 1.17560 | ||
| 11654 | 2008.11.06 19:31 | t/p | 2244 | 0.01 | 1.17560 | 0.00000 | 1.17560 | 0.68 | 52304.30 |
| 11655 | 2008.11.07 16:00 | sell | 2245 | 0.01 | 1.17150 | 0.00000 | 0.00000 | ||
| 11656 | 2008.11.07 16:00 | modify | 2245 | 0.01 | 1.17150 | 0.00000 | 1.17070 | ||
| 11657 | 2008.11.07 16:04 | t/p | 2245 | 0.01 | 1.17070 | 0.00000 | 1.17070 | 0.68 | 52304.98 |
| 11658 | 2008.11.07 19:30 | buy | 2246 | 0.01 | 1.17700 | 0.00000 | 0.00000 | ||
| 11659 | 2008.11.07 19:30 | modify | 2246 | 0.01 | 1.17700 | 0.00000 | 1.17780 | ||
| 11660 | 2008.11.07 19:33 | t/p | 2246 | 0.01 | 1.17780 | 0.00000 | 1.17780 | 0.68 | 52305.66 |
| 11661 | 2008.11.10 09:00 | buy | 2247 | 0.01 | 1.17720 | 0.00000 | 0.00000 | ||
| 11662 | 2008.11.10 09:00 | modify | 2247 | 0.01 | 1.17720 | 0.00000 | 1.17800 | ||
| 11663 | 2008.11.10 09:10 | t/p | 2247 | 0.01 | 1.17800 | 0.00000 | 1.17800 | 0.68 | 52306.34 |
| 11664 | 2008.11.10 10:00 | buy | 2248 | 0.01 | 1.17730 | 0.00000 | 0.00000 | ||
| 11665 | 2008.11.10 10:00 | modify | 2248 | 0.01 | 1.17730 | 0.00000 | 1.17810 | ||
| 11666 | 2008.11.10 10:01 | t/p | 2248 | 0.01 | 1.17810 | 0.00000 | 1.17810 | 0.68 | 52307.02 |
| 11667 | 2008.11.10 17:00 | buy | 2249 | 0.01 | 1.17770 | 0.00000 | 0.00000 | ||
| 11668 | 2008.11.10 17:00 | modify | 2249 | 0.01 | 1.17770 | 0.00000 | 1.17850 | ||
| 11669 | 2008.11.10 18:00 | buy | 2250 | 0.01 | 1.17540 | 0.00000 | 0.00000 | ||
| 11670 | 2008.11.10 18:00 | modify | 2249 | 0.01 | 1.17770 | 0.00000 | 1.17735 | ||
| 11671 | 2008.11.10 18:00 | modify | 2250 | 0.01 | 1.17540 | 0.00000 | 1.17735 | ||
| 11672 | 2008.11.10 18:17 | t/p | 2249 | 0.01 | 1.17735 | 0.00000 | 1.17735 | -0.30 | 52306.72 |
| 11673 | 2008.11.10 18:17 | t/p | 2250 | 0.01 | 1.17735 | 0.00000 | 1.17735 | 1.65 | 52308.37 |
| 11674 | 2008.11.10 19:00 | buy | 2251 | 0.01 | 1.17850 | 0.00000 | 0.00000 | ||
| 11675 | 2008.11.10 19:00 | modify | 2251 | 0.01 | 1.17850 | 0.00000 | 1.17930 | ||
| 11676 | 2008.11.10 19:30 | buy | 2252 | 0.01 | 1.17750 | 0.00000 | 0.00000 | ||
| 11677 | 2008.11.10 19:30 | modify | 2251 | 0.01 | 1.17850 | 0.00000 | 1.17880 | ||
| 11678 | 2008.11.10 19:30 | modify | 2252 | 0.01 | 1.17750 | 0.00000 | 1.17880 | ||
| 11679 | 2008.11.10 19:43 | t/p | 2251 | 0.01 | 1.17880 | 0.00000 | 1.17880 | 0.25 | 52308.62 |
| 11680 | 2008.11.10 19:43 | t/p | 2252 | 0.01 | 1.17880 | 0.00000 | 1.17880 | 1.10 | 52309.72 |
| 11681 | 2008.11.11 03:30 | buy | 2253 | 0.01 | 1.18230 | 0.00000 | 0.00000 | ||
| 11682 | 2008.11.11 03:30 | modify | 2253 | 0.01 | 1.18230 | 0.00000 | 1.18310 | ||
| 11683 | 2008.11.11 03:41 | t/p | 2253 | 0.01 | 1.18310 | 0.00000 | 1.18310 | 0.67 | 52310.39 |
| 11684 | 2008.11.11 17:00 | buy | 2254 | 0.01 | 1.18220 | 0.00000 | 0.00000 | ||
| 11685 | 2008.11.11 17:00 | modify | 2254 | 0.01 | 1.18220 | 0.00000 | 1.18300 | ||
| 11686 | 2008.11.11 17:05 | t/p | 2254 | 0.01 | 1.18300 | 0.00000 | 1.18300 | 0.67 | 52311.06 |
| 11687 | 2008.11.11 17:30 | buy | 2255 | 0.01 | 1.18440 | 0.00000 | 0.00000 | ||
| 11688 | 2008.11.11 17:30 | modify | 2255 | 0.01 | 1.18440 | 0.00000 | 1.18520 | ||
| 11689 | 2008.11.11 17:47 | t/p | 2255 | 0.01 | 1.18520 | 0.00000 | 1.18520 | 0.67 | 52311.73 |
| 11690 | 2008.11.11 18:30 | buy | 2256 | 0.01 | 1.18350 | 0.00000 | 0.00000 | ||
| 11691 | 2008.11.11 18:30 | modify | 2256 | 0.01 | 1.18350 | 0.00000 | 1.18430 | ||
| 11692 | 2008.11.11 18:49 | t/p | 2256 | 0.01 | 1.18430 | 0.00000 | 1.18430 | 0.68 | 52312.41 |
| 11693 | 2008.11.11 19:30 | buy | 2257 | 0.01 | 1.18670 | 0.00000 | 0.00000 | ||
| 11694 | 2008.11.11 19:30 | modify | 2257 | 0.01 | 1.18670 | 0.00000 | 1.18750 | ||
| 11695 | 2008.11.11 20:26 | t/p | 2257 | 0.01 | 1.18750 | 0.00000 | 1.18750 | 0.67 | 52313.08 |
| 11696 | 2008.11.13 10:00 | buy | 2258 | 0.01 | 1.19370 | 0.00000 | 0.00000 | ||
| 11697 | 2008.11.13 10:00 | modify | 2258 | 0.01 | 1.19370 | 0.00000 | 1.19450 | ||
| 11698 | 2008.11.13 10:30 | buy | 2259 | 0.01 | 1.18990 | 0.00000 | 0.00000 | ||
| 11699 | 2008.11.13 10:30 | modify | 2258 | 0.01 | 1.19370 | 0.00000 | 1.19260 | ||
| 11700 | 2008.11.13 10:30 | modify | 2259 | 0.01 | 1.18990 | 0.00000 | 1.19260 | ||