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 |
| 11701 | 2008.11.13 11:00 | buy | 2260 | 0.01 | 1.18870 | 0.00000 | 0.00000 | |
| 11702 | 2008.11.13 11:00 | modify | 2258 | 0.01 | 1.19370 | 0.00000 | 1.19157 | |
| 11703 | 2008.11.13 11:00 | modify | 2259 | 0.01 | 1.18990 | 0.00000 | 1.19157 | |
| 11704 | 2008.11.13 11:00 | modify | 2260 | 0.01 | 1.18870 | 0.00000 | 1.19157 | |
| 11705 | 2008.11.13 11:30 | buy | 2261 | 0.01 | 1.18780 | 0.00000 | 0.00000 | |
| 11706 | 2008.11.13 11:30 | modify | 2258 | 0.01 | 1.19370 | 0.00000 | 1.19083 | |
| 11707 | 2008.11.13 11:30 | modify | 2259 | 0.01 | 1.18990 | 0.00000 | 1.19083 | |
| 11708 | 2008.11.13 11:30 | modify | 2260 | 0.01 | 1.18870 | 0.00000 | 1.19083 | |
| 11709 | 2008.11.13 11:30 | modify | 2261 | 0.01 | 1.18780 | 0.00000 | 1.19083 | |
| 11710 | 2008.11.13 11:48 | t/p | 2258 | 0.01 | 1.19083 | 0.00000 | 1.19083 | -2.41 | 52310.67 |
| 11711 | 2008.11.13 11:48 | t/p | 2259 | 0.01 | 1.19083 | 0.00000 | 1.19083 | 0.78 | 52311.45 |
| 11712 | 2008.11.13 11:48 | t/p | 2260 | 0.01 | 1.19083 | 0.00000 | 1.19083 | 1.79 | 52313.24 |
| 11713 | 2008.11.13 11:48 | t/p | 2261 | 0.01 | 1.19083 | 0.00000 | 1.19083 | 2.54 | 52315.78 |
| 11714 | 2008.11.13 12:00 | buy | 2262 | 0.01 | 1.19260 | 0.00000 | 0.00000 | |
| 11715 | 2008.11.13 12:00 | modify | 2262 | 0.01 | 1.19260 | 0.00000 | 1.19340 | |
| 11716 | 2008.11.13 12:30 | buy | 2263 | 0.01 | 1.18970 | 0.00000 | 0.00000 | |
| 11717 | 2008.11.13 12:30 | modify | 2262 | 0.01 | 1.19260 | 0.00000 | 1.19195 | |
| 11718 | 2008.11.13 12:30 | modify | 2263 | 0.01 | 1.18970 | 0.00000 | 1.19195 | |
| 11719 | 2008.11.13 14:30 | buy | 2264 | 0.01 | 1.18660 | 0.00000 | 0.00000 | |
| 11720 | 2008.11.13 14:30 | modify | 2262 | 0.01 | 1.19260 | 0.00000 | 1.19043 | |
| 11721 | 2008.11.13 14:30 | modify | 2263 | 0.01 | 1.18970 | 0.00000 | 1.19043 | |
| 11722 | 2008.11.13 14:30 | modify | 2264 | 0.01 | 1.18660 | 0.00000 | 1.19043 | |
| 11723 | 2008.11.13 14:44 | t/p | 2262 | 0.01 | 1.19043 | 0.00000 | 1.19043 | -1.82 | 52313.96 |
| 11724 | 2008.11.13 14:44 | t/p | 2263 | 0.01 | 1.19043 | 0.00000 | 1.19043 | 0.61 | 52314.57 |
| 11725 | 2008.11.13 14:44 | t/p | 2264 | 0.01 | 1.19043 | 0.00000 | 1.19043 | 3.22 | 52317.79 |
| 11726 | 2008.11.13 17:00 | buy | 2265 | 0.01 | 1.19450 | 0.00000 | 0.00000 | |
| 11727 | 2008.11.13 17:00 | modify | 2265 | 0.01 | 1.19450 | 0.00000 | 1.19530 | |
| 11728 | 2008.11.13 17:30 | buy | 2266 | 0.01 | 1.19310 | 0.00000 | 0.00000 | |
| 11729 | 2008.11.13 17:30 | modify | 2265 | 0.01 | 1.19450 | 0.00000 | 1.19460 | |
| 11730 | 2008.11.13 17:30 | modify | 2266 | 0.01 | 1.19310 | 0.00000 | 1.19460 | |
| 11731 | 2008.11.13 17:32 | t/p | 2265 | 0.01 | 1.19460 | 0.00000 | 1.19460 | 0.08 | 52317.87 |
| 11732 | 2008.11.13 17:32 | t/p | 2266 | 0.01 | 1.19460 | 0.00000 | 1.19460 | 1.26 | 52319.13 |
| 11733 | 2008.11.13 18:00 | buy | 2267 | 0.01 | 1.19360 | 0.00000 | 0.00000 | |
| 11734 | 2008.11.13 18:00 | modify | 2267 | 0.01 | 1.19360 | 0.00000 | 1.19440 | |
| 11735 | 2008.11.13 18:00 | t/p | 2267 | 0.01 | 1.19440 | 0.00000 | 1.19440 | 0.67 | 52319.80 |
| 11736 | 2008.11.13 18:30 | buy | 2268 | 0.01 | 1.19660 | 0.00000 | 0.00000 | |
| 11737 | 2008.11.13 18:30 | modify | 2268 | 0.01 | 1.19660 | 0.00000 | 1.19740 | |
| 11738 | 2008.11.13 18:34 | t/p | 2268 | 0.01 | 1.19740 | 0.00000 | 1.19740 | 0.66 | 52320.46 |
| 11739 | 2008.11.13 19:00 | buy | 2269 | 0.01 | 1.19950 | 0.00000 | 0.00000 | |
| 11740 | 2008.11.13 19:00 | modify | 2269 | 0.01 | 1.19950 | 0.00000 | 1.20030 | |
| 11741 | 2008.11.13 19:30 | buy | 2270 | 0.01 | 1.19790 | 0.00000 | 0.00000 | |
| 11742 | 2008.11.13 19:30 | modify | 2269 | 0.01 | 1.19950 | 0.00000 | 1.19950 | |
| 11743 | 2008.11.13 19:30 | modify | 2270 | 0.01 | 1.19790 | 0.00000 | 1.19950 | |
| 11744 | 2008.11.13 20:30 | buy | 2271 | 0.01 | 1.19710 | 0.00000 | 0.00000 | |
| 11745 | 2008.11.13 20:30 | modify | 2269 | 0.01 | 1.19950 | 0.00000 | 1.19897 | |
| 11746 | 2008.11.13 20:30 | modify | 2270 | 0.01 | 1.19790 | 0.00000 | 1.19897 | |
| 11747 | 2008.11.13 20:30 | modify | 2271 | 0.01 | 1.19710 | 0.00000 | 1.19897 | |
| 11748 | 2008.11.13 21:30 | buy | 2272 | 0.01 | 1.19540 | 0.00000 | 0.00000 | |
| 11749 | 2008.11.13 21:30 | modify | 2269 | 0.01 | 1.19950 | 0.00000 | 1.19828 | |
| 11750 | 2008.11.13 21:30 | modify | 2270 | 0.01 | 1.19790 | 0.00000 | 1.19828 | |
| 11751 | 2008.11.13 21:30 | modify | 2271 | 0.01 | 1.19710 | 0.00000 | 1.19828 | |
| 11752 | 2008.11.13 21:30 | modify | 2272 | 0.01 | 1.19540 | 0.00000 | 1.19828 | |
| 11753 | 2008.11.13 21:32 | t/p | 2269 | 0.01 | 1.19828 | 0.00000 | 1.19828 | -1.02 | 52319.44 |
| 11754 | 2008.11.13 21:32 | t/p | 2270 | 0.01 | 1.19828 | 0.00000 | 1.19828 | 0.32 | 52319.76 |
| 11755 | 2008.11.13 21:32 | t/p | 2271 | 0.01 | 1.19828 | 0.00000 | 1.19828 | 0.98 | 52320.74 |
| 11756 | 2008.11.13 21:32 | t/p | 2272 | 0.01 | 1.19828 | 0.00000 | 1.19828 | 2.40 | 52323.14 |
| 11757 | 2008.11.14 08:30 | buy | 2273 | 0.01 | 1.19020 | 0.00000 | 0.00000 | |
| 11758 | 2008.11.14 08:30 | modify | 2273 | 0.01 | 1.19020 | 0.00000 | 1.19100 | |
| 11759 | 2008.11.14 09:00 | buy | 2274 | 0.01 | 1.18870 | 0.00000 | 0.00000 | |
| 11760 | 2008.11.14 09:00 | modify | 2273 | 0.01 | 1.19020 | 0.00000 | 1.19025 | |
| 11761 | 2008.11.14 09:00 | modify | 2274 | 0.01 | 1.18870 | 0.00000 | 1.19025 | |
| 11762 | 2008.11.14 09:30 | buy | 2275 | 0.01 | 1.18780 | 0.00000 | 0.00000 | |
| 11763 | 2008.11.14 09:30 | modify | 2273 | 0.01 | 1.19020 | 0.00000 | 1.18970 | |
| 11764 | 2008.11.14 09:30 | modify | 2274 | 0.01 | 1.18870 | 0.00000 | 1.18970 | |
| 11765 | 2008.11.14 09:30 | modify | 2275 | 0.01 | 1.18780 | 0.00000 | 1.18970 | |
| 11766 | 2008.11.14 10:02 | t/p | 2273 | 0.01 | 1.18970 | 0.00000 | 1.18970 | -0.42 | 52322.72 |
| 11767 | 2008.11.14 10:02 | t/p | 2274 | 0.01 | 1.18970 | 0.00000 | 1.18970 | 0.84 | 52323.56 |
| 11768 | 2008.11.14 10:02 | t/p | 2275 | 0.01 | 1.18970 | 0.00000 | 1.18970 | 1.60 | 52325.16 |
| 11769 | 2008.11.14 11:30 | buy | 2276 | 0.01 | 1.19110 | 0.00000 | 0.00000 | |
| 11770 | 2008.11.14 11:30 | modify | 2276 | 0.01 | 1.19110 | 0.00000 | 1.19190 | |
| 11771 | 2008.11.14 12:30 | buy | 2277 | 0.01 | 1.18890 | 0.00000 | 0.00000 | |
| 11772 | 2008.11.14 12:30 | modify | 2276 | 0.01 | 1.19110 | 0.00000 | 1.19080 | |
| 11773 | 2008.11.14 12:30 | modify | 2277 | 0.01 | 1.18890 | 0.00000 | 1.19080 | |
| 11774 | 2008.11.14 14:23 | t/p | 2276 | 0.01 | 1.19080 | 0.00000 | 1.19080 | -0.25 | 52324.91 |
| 11775 | 2008.11.14 14:23 | t/p | 2277 | 0.01 | 1.19080 | 0.00000 | 1.19080 | 1.60 | 52326.51 |
| 11776 | 2008.11.14 15:30 | buy | 2278 | 0.01 | 1.19130 | 0.00000 | 0.00000 | |
| 11777 | 2008.11.14 15:30 | modify | 2278 | 0.01 | 1.19130 | 0.00000 | 1.19210 | |
| 11778 | 2008.11.14 15:30 | t/p | 2278 | 0.01 | 1.19210 | 0.00000 | 1.19210 | 0.67 | 52327.18 |
| 11779 | 2008.11.14 17:30 | buy | 2279 | 0.01 | 1.19010 | 0.00000 | 0.00000 | |
| 11780 | 2008.11.14 17:30 | modify | 2279 | 0.01 | 1.19010 | 0.00000 | 1.19090 | |
| 11781 | 2008.11.14 17:30 | t/p | 2279 | 0.01 | 1.19090 | 0.00000 | 1.19090 | 0.67 | 52327.85 |
| 11782 | 2008.11.14 18:00 | buy | 2280 | 0.01 | 1.19200 | 0.00000 | 0.00000 | |
| 11783 | 2008.11.14 18:00 | modify | 2280 | 0.01 | 1.19200 | 0.00000 | 1.19280 | |
| 11784 | 2008.11.14 18:30 | buy | 2281 | 0.01 | 1.19110 | 0.00000 | 0.00000 | |
| 11785 | 2008.11.14 18:30 | modify | 2280 | 0.01 | 1.19200 | 0.00000 | 1.19235 | |
| 11786 | 2008.11.14 18:30 | modify | 2281 | 0.01 | 1.19110 | 0.00000 | 1.19235 | |
| 11787 | 2008.11.14 19:00 | buy | 2282 | 0.01 | 1.18730 | 0.00000 | 0.00000 | |
| 11788 | 2008.11.14 19:00 | modify | 2280 | 0.01 | 1.19200 | 0.00000 | 1.19093 | |
| 11789 | 2008.11.14 19:00 | modify | 2281 | 0.01 | 1.19110 | 0.00000 | 1.19093 | |
| 11790 | 2008.11.14 19:00 | modify | 2282 | 0.01 | 1.18730 | 0.00000 | 1.19093 | |
| 11791 | 2008.11.14 19:08 | t/p | 2280 | 0.01 | 1.19093 | 0.00000 | 1.19093 | -0.90 | 52326.95 |
| 11792 | 2008.11.14 19:08 | t/p | 2281 | 0.01 | 1.19093 | 0.00000 | 1.19093 | -0.15 | 52326.80 |
| 11793 | 2008.11.14 19:08 | t/p | 2282 | 0.01 | 1.19093 | 0.00000 | 1.19093 | 3.04 | 52329.84 |
| 11794 | 2008.11.17 01:00 | buy | 2283 | 0.01 | 1.19960 | 0.00000 | 0.00000 | |
| 11795 | 2008.11.17 01:00 | modify | 2283 | 0.01 | 1.19960 | 0.00000 | 1.20040 | |
| 11796 | 2008.11.17 01:36 | t/p | 2283 | 0.01 | 1.20040 | 0.00000 | 1.20040 | 0.67 | 52330.51 |
| 11797 | 2008.11.18 00:00 | buy | 2284 | 0.01 | 1.19870 | 0.00000 | 0.00000 | |
| 11798 | 2008.11.18 00:00 | modify | 2284 | 0.01 | 1.19870 | 0.00000 | 1.19950 | |
| 11799 | 2008.11.18 02:37 | t/p | 2284 | 0.01 | 1.19950 | 0.00000 | 1.19950 | 0.66 | 52331.17 |
| 11800 | 2008.11.18 08:30 | buy | 2285 | 0.01 | 1.19970 | 0.00000 | 0.00000 | |
| 11801 | 2008.11.18 08:30 | modify | 2285 | 0.01 | 1.19970 | 0.00000 | 1.20050 | |
| 11802 | 2008.11.18 08:33 | t/p | 2285 | 0.01 | 1.20050 | 0.00000 | 1.20050 | 0.67 | 52331.84 |
| 11803 | 2008.11.18 09:30 | buy | 2286 | 0.01 | 1.19870 | 0.00000 | 0.00000 | |
| 11804 | 2008.11.18 09:30 | modify | 2286 | 0.01 | 1.19870 | 0.00000 | 1.19950 | |
| 11805 | 2008.11.18 09:39 | t/p | 2286 | 0.01 | 1.19950 | 0.00000 | 1.19950 | 0.67 | 52332.51 |
| 11806 | 2008.11.18 10:30 | buy | 2287 | 0.01 | 1.20160 | 0.00000 | 0.00000 | |
| 11807 | 2008.11.18 10:30 | modify | 2287 | 0.01 | 1.20160 | 0.00000 | 1.20240 | |
| 11808 | 2008.11.18 10:40 | t/p | 2287 | 0.01 | 1.20240 | 0.00000 | 1.20240 | 0.67 | 52333.18 |
| 11809 | 2008.11.18 11:30 | buy | 2288 | 0.01 | 1.20020 | 0.00000 | 0.00000 | |
| 11810 | 2008.11.18 11:30 | modify | 2288 | 0.01 | 1.20020 | 0.00000 | 1.20100 | |
| 11811 | 2008.11.18 11:41 | t/p | 2288 | 0.01 | 1.20100 | 0.00000 | 1.20100 | 0.66 | 52333.84 |
| 11812 | 2008.11.18 12:00 | buy | 2289 | 0.01 | 1.20080 | 0.00000 | 0.00000 | |
| 11813 | 2008.11.18 12:00 | modify | 2289 | 0.01 | 1.20080 | 0.00000 | 1.20160 | |
| 11814 | 2008.11.18 12:30 | buy | 2290 | 0.01 | 1.19980 | 0.00000 | 0.00000 | |
| 11815 | 2008.11.18 12:30 | modify | 2289 | 0.01 | 1.20080 | 0.00000 | 1.20110 | |
| 11816 | 2008.11.18 12:30 | modify | 2290 | 0.01 | 1.19980 | 0.00000 | 1.20110 | |
| 11817 | 2008.11.18 12:47 | t/p | 2289 | 0.01 | 1.20110 | 0.00000 | 1.20110 | 0.25 | 52334.09 |
| 11818 | 2008.11.18 12:47 | t/p | 2290 | 0.01 | 1.20110 | 0.00000 | 1.20110 | 1.08 | 52335.17 |
| 11819 | 2008.11.18 18:00 | buy | 2291 | 0.01 | 1.20020 | 0.00000 | 0.00000 | |
| 11820 | 2008.11.18 18:00 | modify | 2291 | 0.01 | 1.20020 | 0.00000 | 1.20100 | |
| 11821 | 2008.11.18 18:03 | t/p | 2291 | 0.01 | 1.20100 | 0.00000 | 1.20100 | 0.67 | 52335.84 |
| 11822 | 2008.11.18 20:30 | buy | 2292 | 0.01 | 1.20180 | 0.00000 | 0.00000 | |
| 11823 | 2008.11.18 20:30 | modify | 2292 | 0.01 | 1.20180 | 0.00000 | 1.20260 | |
| 11824 | 2008.11.18 20:36 | t/p | 2292 | 0.01 | 1.20260 | 0.00000 | 1.20260 | 0.67 | 52336.51 |
| 11825 | 2008.11.18 21:00 | buy | 2293 | 0.01 | 1.20250 | 0.00000 | 0.00000 | |
| 11826 | 2008.11.18 21:00 | modify | 2293 | 0.01 | 1.20250 | 0.00000 | 1.20330 | |
| 11827 | 2008.11.18 21:30 | t/p | 2293 | 0.01 | 1.20330 | 0.00000 | 1.20330 | 0.67 | 52337.18 |
| 11828 | 2008.11.18 22:00 | buy | 2294 | 0.01 | 1.20420 | 0.00000 | 0.00000 | |
| 11829 | 2008.11.18 22:00 | modify | 2294 | 0.01 | 1.20420 | 0.00000 | 1.20500 | |
| 11830 | 2008.11.18 22:30 | buy | 2295 | 0.01 | 1.20270 | 0.00000 | 0.00000 | |
| 11831 | 2008.11.18 22:30 | modify | 2294 | 0.01 | 1.20420 | 0.00000 | 1.20425 | |
| 11832 | 2008.11.18 22:30 | modify | 2295 | 0.01 | 1.20270 | 0.00000 | 1.20425 | |
| 11833 | 2008.11.18 23:00 | buy | 2296 | 0.01 | 1.20110 | 0.00000 | 0.00000 | |
| 11834 | 2008.11.18 23:00 | modify | 2294 | 0.01 | 1.20420 | 0.00000 | 1.20347 | |
| 11835 | 2008.11.18 23:00 | modify | 2295 | 0.01 | 1.20270 | 0.00000 | 1.20347 | |
| 11836 | 2008.11.18 23:00 | modify | 2296 | 0.01 | 1.20110 | 0.00000 | 1.20347 | |
| 11837 | 2008.11.18 23:37 | t/p | 2294 | 0.01 | 1.20347 | 0.00000 | 1.20347 | -0.60 | 52336.58 |
| 11838 | 2008.11.18 23:37 | t/p | 2295 | 0.01 | 1.20347 | 0.00000 | 1.20347 | 0.64 | 52337.22 |
| 11839 | 2008.11.18 23:37 | t/p | 2296 | 0.01 | 1.20347 | 0.00000 | 1.20347 | 1.97 | 52339.19 |
| 11840 | 2008.11.19 06:30 | buy | 2297 | 0.01 | 1.20510 | 0.00000 | 0.00000 | |
| 11841 | 2008.11.19 06:30 | modify | 2297 | 0.01 | 1.20510 | 0.00000 | 1.20590 | |
| 11842 | 2008.11.19 08:36 | t/p | 2297 | 0.01 | 1.20590 | 0.00000 | 1.20590 | 0.66 | 52339.85 |
| 11843 | 2008.11.19 10:00 | buy | 2298 | 0.01 | 1.20670 | 0.00000 | 0.00000 | |
| 11844 | 2008.11.19 10:00 | modify | 2298 | 0.01 | 1.20670 | 0.00000 | 1.20750 | |
| 11845 | 2008.11.19 10:30 | buy | 2299 | 0.01 | 1.20590 | 0.00000 | 0.00000 | |
| 11846 | 2008.11.19 10:30 | modify | 2298 | 0.01 | 1.20670 | 0.00000 | 1.20710 | |
| 11847 | 2008.11.19 10:30 | modify | 2299 | 0.01 | 1.20590 | 0.00000 | 1.20710 | |
| 11848 | 2008.11.19 11:16 | t/p | 2298 | 0.01 | 1.20710 | 0.00000 | 1.20710 | 0.33 | 52340.18 |
| 11849 | 2008.11.19 11:16 | t/p | 2299 | 0.01 | 1.20710 | 0.00000 | 1.20710 | 0.99 | 52341.17 |
| 11850 | 2008.11.19 11:30 | buy | 2300 | 0.01 | 1.20800 | 0.00000 | 0.00000 | |