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 |
| 1051 | 2008.02.05 09:12 | t/p | 234 | 0.01 | 1.09063 | 0.00000 | 1.09063 | 3.15 | 50184.35 |
| 1052 | 2008.02.05 09:30 | buy | 235 | 0.01 | 1.09080 | 0.00000 | 0.00000 | |
| 1053 | 2008.02.05 09:30 | modify | 235 | 0.01 | 1.09080 | 0.00000 | 1.09160 | |
| 1054 | 2008.02.05 10:01 | t/p | 235 | 0.01 | 1.09160 | 0.00000 | 1.09160 | 0.73 | 50185.08 |
| 1055 | 2008.02.05 10:30 | buy | 236 | 0.01 | 1.09420 | 0.00000 | 0.00000 | |
| 1056 | 2008.02.05 10:30 | sell | 237 | 0.02 | 1.09410 | 0.00000 | 0.00000 | |
| 1057 | 2008.02.05 10:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.08632 | |
| 1058 | 2008.02.05 10:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.08632 | |
| 1059 | 2008.02.05 10:30 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.08632 | |
| 1060 | 2008.02.05 10:30 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.08632 | |
| 1061 | 2008.02.05 10:30 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.08632 | |
| 1062 | 2008.02.05 10:30 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.08632 | |
| 1063 | 2008.02.05 10:30 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.08632 | |
| 1064 | 2008.02.05 10:30 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.08632 | |
| 1065 | 2008.02.05 10:30 | modify | 236 | 0.01 | 1.09420 | 0.00000 | 1.09500 | |
| 1066 | 2008.02.05 10:30 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.08632 | |
| 1067 | 2008.02.05 10:38 | t/p | 236 | 0.01 | 1.09500 | 0.00000 | 1.09500 | 0.73 | 50185.81 |
| 1068 | 2008.02.05 11:00 | buy | 238 | 0.01 | 1.09680 | 0.00000 | 0.00000 | |
| 1069 | 2008.02.05 11:00 | sell | 239 | 0.02 | 1.09670 | 0.00000 | 0.00000 | |
| 1070 | 2008.02.05 11:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.08759 | |
| 1071 | 2008.02.05 11:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.08759 | |
| 1072 | 2008.02.05 11:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.08759 | |
| 1073 | 2008.02.05 11:00 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.08759 | |
| 1074 | 2008.02.05 11:00 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.08759 | |
| 1075 | 2008.02.05 11:00 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.08759 | |
| 1076 | 2008.02.05 11:00 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.08759 | |
| 1077 | 2008.02.05 11:00 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.08759 | |
| 1078 | 2008.02.05 11:00 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.08759 | |
| 1079 | 2008.02.05 11:00 | modify | 238 | 0.01 | 1.09680 | 0.00000 | 1.09760 | |
| 1080 | 2008.02.05 11:00 | modify | 239 | 0.02 | 1.09670 | 0.00000 | 1.08759 | |
| 1081 | 2008.02.05 11:01 | t/p | 238 | 0.01 | 1.09760 | 0.00000 | 1.09760 | 0.73 | 50186.54 |
| 1082 | 2008.02.05 11:30 | buy | 240 | 0.01 | 1.09970 | 0.00000 | 0.00000 | |
| 1083 | 2008.02.05 11:30 | sell | 241 | 0.03 | 1.09960 | 0.00000 | 0.00000 | |
| 1084 | 2008.02.05 11:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.08946 | |
| 1085 | 2008.02.05 11:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.08946 | |
| 1086 | 2008.02.05 11:30 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.08946 | |
| 1087 | 2008.02.05 11:30 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.08946 | |
| 1088 | 2008.02.05 11:30 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.08946 | |
| 1089 | 2008.02.05 11:30 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.08946 | |
| 1090 | 2008.02.05 11:30 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.08946 | |
| 1091 | 2008.02.05 11:30 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.08946 | |
| 1092 | 2008.02.05 11:30 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.08946 | |
| 1093 | 2008.02.05 11:30 | modify | 239 | 0.02 | 1.09670 | 0.00000 | 1.08946 | |
| 1094 | 2008.02.05 11:30 | modify | 240 | 0.01 | 1.09970 | 0.00000 | 1.10050 | |
| 1095 | 2008.02.05 11:30 | modify | 241 | 0.03 | 1.09960 | 0.00000 | 1.08946 | |
| 1096 | 2008.02.05 11:32 | t/p | 240 | 0.01 | 1.10050 | 0.00000 | 1.10050 | 0.72 | 50187.26 |
| 1097 | 2008.02.05 12:30 | buy | 242 | 0.01 | 1.10270 | 0.00000 | 0.00000 | |
| 1098 | 2008.02.05 12:30 | sell | 243 | 0.03 | 1.10260 | 0.00000 | 0.00000 | |
| 1099 | 2008.02.05 12:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.09122 | |
| 1100 | 2008.02.05 12:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.09122 | |
| 1101 | 2008.02.05 12:30 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.09122 | |
| 1102 | 2008.02.05 12:30 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.09122 | |
| 1103 | 2008.02.05 12:30 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.09122 | |
| 1104 | 2008.02.05 12:30 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.09122 | |
| 1105 | 2008.02.05 12:30 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.09122 | |
| 1106 | 2008.02.05 12:30 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.09122 | |
| 1107 | 2008.02.05 12:30 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.09122 | |
| 1108 | 2008.02.05 12:30 | modify | 239 | 0.02 | 1.09670 | 0.00000 | 1.09122 | |
| 1109 | 2008.02.05 12:30 | modify | 241 | 0.03 | 1.09960 | 0.00000 | 1.09122 | |
| 1110 | 2008.02.05 12:30 | modify | 242 | 0.01 | 1.10270 | 0.00000 | 1.10350 | |
| 1111 | 2008.02.05 12:30 | modify | 243 | 0.03 | 1.10260 | 0.00000 | 1.09122 | |
| 1112 | 2008.02.05 12:51 | t/p | 242 | 0.01 | 1.10350 | 0.00000 | 1.10350 | 0.72 | 50187.98 |
| 1113 | 2008.02.05 13:00 | buy | 244 | 0.01 | 1.10340 | 0.00000 | 0.00000 | |
| 1114 | 2008.02.05 13:00 | modify | 244 | 0.01 | 1.10340 | 0.00000 | 1.10420 | |
| 1115 | 2008.02.05 13:13 | t/p | 244 | 0.01 | 1.10420 | 0.00000 | 1.10420 | 0.72 | 50188.70 |
| 1116 | 2008.02.05 14:00 | sell | 245 | 0.03 | 1.10400 | 0.00000 | 0.00000 | |
| 1117 | 2008.02.05 14:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.09272 | |
| 1118 | 2008.02.05 14:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.09272 | |
| 1119 | 2008.02.05 14:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.09272 | |
| 1120 | 2008.02.05 14:00 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.09272 | |
| 1121 | 2008.02.05 14:00 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.09272 | |
| 1122 | 2008.02.05 14:00 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.09272 | |
| 1123 | 2008.02.05 14:00 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.09272 | |
| 1124 | 2008.02.05 14:00 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.09272 | |
| 1125 | 2008.02.05 14:00 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.09272 | |
| 1126 | 2008.02.05 14:00 | modify | 239 | 0.02 | 1.09670 | 0.00000 | 1.09272 | |
| 1127 | 2008.02.05 14:00 | modify | 241 | 0.03 | 1.09960 | 0.00000 | 1.09272 | |
| 1128 | 2008.02.05 14:00 | modify | 243 | 0.03 | 1.10260 | 0.00000 | 1.09272 | |
| 1129 | 2008.02.05 14:00 | modify | 245 | 0.03 | 1.10400 | 0.00000 | 1.09272 | |
| 1130 | 2008.02.06 10:30 | buy | 246 | 0.01 | 1.09920 | 0.00000 | 0.00000 | |
| 1131 | 2008.02.06 10:30 | modify | 246 | 0.01 | 1.09920 | 0.00000 | 1.10000 | |
| 1132 | 2008.02.06 11:30 | buy | 247 | 0.01 | 1.09710 | 0.00000 | 0.00000 | |
| 1133 | 2008.02.06 11:30 | modify | 246 | 0.01 | 1.09920 | 0.00000 | 1.09895 | |
| 1134 | 2008.02.06 11:30 | modify | 247 | 0.01 | 1.09710 | 0.00000 | 1.09895 | |
| 1135 | 2008.02.06 14:37 | t/p | 246 | 0.01 | 1.09895 | 0.00000 | 1.09895 | -0.23 | 50188.47 |
| 1136 | 2008.02.06 14:37 | t/p | 247 | 0.01 | 1.09895 | 0.00000 | 1.09895 | 1.68 | 50190.15 |
| 1137 | 2008.02.07 08:00 | buy | 248 | 0.01 | 1.09800 | 0.00000 | 0.00000 | |
| 1138 | 2008.02.07 08:00 | modify | 248 | 0.01 | 1.09800 | 0.00000 | 1.09880 | |
| 1139 | 2008.02.07 09:22 | t/p | 248 | 0.01 | 1.09880 | 0.00000 | 1.09880 | 0.73 | 50190.88 |
| 1140 | 2008.02.07 09:30 | buy | 249 | 0.01 | 1.09890 | 0.00000 | 0.00000 | |
| 1141 | 2008.02.07 09:30 | modify | 249 | 0.01 | 1.09890 | 0.00000 | 1.09970 | |
| 1142 | 2008.02.07 10:08 | t/p | 249 | 0.01 | 1.09970 | 0.00000 | 1.09970 | 0.73 | 50191.61 |
| 1143 | 2008.02.07 16:00 | buy | 250 | 0.01 | 1.10330 | 0.00000 | 0.00000 | |
| 1144 | 2008.02.07 16:00 | modify | 250 | 0.01 | 1.10330 | 0.00000 | 1.10410 | |
| 1145 | 2008.02.07 16:01 | t/p | 250 | 0.01 | 1.10410 | 0.00000 | 1.10410 | 0.72 | 50192.33 |
| 1146 | 2008.02.07 19:00 | buy | 251 | 0.01 | 1.10510 | 0.00000 | 0.00000 | |
| 1147 | 2008.02.07 19:00 | sell | 252 | 0.03 | 1.10500 | 0.00000 | 0.00000 | |
| 1148 | 2008.02.07 19:00 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.09400 | |
| 1149 | 2008.02.07 19:00 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.09400 | |
| 1150 | 2008.02.07 19:00 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.09400 | |
| 1151 | 2008.02.07 19:00 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.09400 | |
| 1152 | 2008.02.07 19:00 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.09400 | |
| 1153 | 2008.02.07 19:00 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.09400 | |
| 1154 | 2008.02.07 19:00 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.09400 | |
| 1155 | 2008.02.07 19:00 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.09400 | |
| 1156 | 2008.02.07 19:00 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.09400 | |
| 1157 | 2008.02.07 19:00 | modify | 239 | 0.02 | 1.09670 | 0.00000 | 1.09400 | |
| 1158 | 2008.02.07 19:00 | modify | 241 | 0.03 | 1.09960 | 0.00000 | 1.09400 | |
| 1159 | 2008.02.07 19:00 | modify | 243 | 0.03 | 1.10260 | 0.00000 | 1.09400 | |
| 1160 | 2008.02.07 19:00 | modify | 245 | 0.03 | 1.10400 | 0.00000 | 1.09400 | |
| 1161 | 2008.02.07 19:00 | modify | 251 | 0.01 | 1.10510 | 0.00000 | 1.10590 | |
| 1162 | 2008.02.07 19:00 | modify | 252 | 0.03 | 1.10500 | 0.00000 | 1.09400 | |
| 1163 | 2008.02.07 19:06 | t/p | 251 | 0.01 | 1.10590 | 0.00000 | 1.10590 | 0.72 | 50193.05 |
| 1164 | 2008.02.07 20:30 | buy | 253 | 0.01 | 1.10960 | 0.00000 | 0.00000 | |
| 1165 | 2008.02.07 20:30 | sell | 254 | 0.04 | 1.10950 | 0.00000 | 0.00000 | |
| 1166 | 2008.02.07 20:30 | modify | 222 | 0.01 | 1.07530 | 0.00000 | 1.09589 | |
| 1167 | 2008.02.07 20:30 | modify | 223 | 0.01 | 1.07800 | 0.00000 | 1.09589 | |
| 1168 | 2008.02.07 20:30 | modify | 224 | 0.01 | 1.08140 | 0.00000 | 1.09589 | |
| 1169 | 2008.02.07 20:30 | modify | 225 | 0.01 | 1.08350 | 0.00000 | 1.09589 | |
| 1170 | 2008.02.07 20:30 | modify | 226 | 0.01 | 1.08570 | 0.00000 | 1.09589 | |
| 1171 | 2008.02.07 20:30 | modify | 228 | 0.02 | 1.08880 | 0.00000 | 1.09589 | |
| 1172 | 2008.02.07 20:30 | modify | 229 | 0.02 | 1.08970 | 0.00000 | 1.09589 | |
| 1173 | 2008.02.07 20:30 | modify | 230 | 0.02 | 1.09170 | 0.00000 | 1.09589 | |
| 1174 | 2008.02.07 20:30 | modify | 237 | 0.02 | 1.09410 | 0.00000 | 1.09589 | |
| 1175 | 2008.02.07 20:30 | modify | 239 | 0.02 | 1.09670 | 0.00000 | 1.09589 | |
| 1176 | 2008.02.07 20:30 | modify | 241 | 0.03 | 1.09960 | 0.00000 | 1.09589 | |
| 1177 | 2008.02.07 20:30 | modify | 243 | 0.03 | 1.10260 | 0.00000 | 1.09589 | |
| 1178 | 2008.02.07 20:30 | modify | 245 | 0.03 | 1.10400 | 0.00000 | 1.09589 | |
| 1179 | 2008.02.07 20:30 | modify | 252 | 0.03 | 1.10500 | 0.00000 | 1.09589 | |
| 1180 | 2008.02.07 20:30 | modify | 253 | 0.01 | 1.10960 | 0.00000 | 1.11040 | |
| 1181 | 2008.02.07 20:30 | modify | 254 | 0.04 | 1.10950 | 0.00000 | 1.09589 | |
| 1182 | 2008.02.07 20:30 | t/p | 253 | 0.01 | 1.11040 | 0.00000 | 1.11040 | 0.72 | 50193.77 |
| 1183 | 2008.02.08 09:30 | buy | 255 | 0.01 | 1.10710 | 0.00000 | 0.00000 | |
| 1184 | 2008.02.08 09:30 | modify | 255 | 0.01 | 1.10710 | 0.00000 | 1.10790 | |
| 1185 | 2008.02.08 10:00 | buy | 256 | 0.01 | 1.10560 | 0.00000 | 0.00000 | |
| 1186 | 2008.02.08 10:00 | modify | 255 | 0.01 | 1.10710 | 0.00000 | 1.10715 | |
| 1187 | 2008.02.08 10:00 | modify | 256 | 0.01 | 1.10560 | 0.00000 | 1.10715 | |
| 1188 | 2008.02.08 10:17 | t/p | 255 | 0.01 | 1.10715 | 0.00000 | 1.10715 | 0.04 | 50193.81 |
| 1189 | 2008.02.08 10:17 | t/p | 256 | 0.01 | 1.10715 | 0.00000 | 1.10715 | 1.40 | 50195.21 |
| 1190 | 2008.02.08 10:30 | buy | 257 | 0.01 | 1.10700 | 0.00000 | 0.00000 | |
| 1191 | 2008.02.08 10:30 | modify | 257 | 0.01 | 1.10700 | 0.00000 | 1.10780 | |
| 1192 | 2008.02.08 10:33 | t/p | 257 | 0.01 | 1.10780 | 0.00000 | 1.10780 | 0.72 | 50195.93 |
| 1193 | 2008.02.11 09:53 | t/p | 222 | 0.01 | 1.09589 | 0.00000 | 1.09589 | -19.04 | 50176.88 |
| 1194 | 2008.02.11 09:53 | t/p | 223 | 0.01 | 1.09589 | 0.00000 | 1.09589 | -16.58 | 50160.30 |
| 1195 | 2008.02.11 09:53 | t/p | 224 | 0.01 | 1.09589 | 0.00000 | 1.09589 | -13.48 | 50146.82 |
| 1196 | 2008.02.11 09:53 | t/p | 225 | 0.01 | 1.09589 | 0.00000 | 1.09589 | -11.56 | 50135.25 |
| 1197 | 2008.02.11 09:53 | t/p | 226 | 0.01 | 1.09589 | 0.00000 | 1.09589 | -9.55 | 50125.70 |
| 1198 | 2008.02.11 09:53 | t/p | 228 | 0.02 | 1.09589 | 0.00000 | 1.09589 | -13.45 | 50112.25 |
| 1199 | 2008.02.11 09:53 | t/p | 229 | 0.02 | 1.09589 | 0.00000 | 1.09589 | -11.73 | 50100.52 |
| 1200 | 2008.02.11 09:53 | t/p | 230 | 0.02 | 1.09589 | 0.00000 | 1.09589 | -8.08 | 50092.44 |