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 |
| 11851 | 2008.11.19 11:30 | modify | 2300 | 0.01 | 1.20800 | 0.00000 | 1.20880 | ||
| 11852 | 2008.11.19 12:00 | buy | 2301 | 0.01 | 1.20710 | 0.00000 | 0.00000 | ||
| 11853 | 2008.11.19 12:00 | modify | 2300 | 0.01 | 1.20800 | 0.00000 | 1.20835 | ||
| 11854 | 2008.11.19 12:00 | modify | 2301 | 0.01 | 1.20710 | 0.00000 | 1.20835 | ||
| 11855 | 2008.11.19 12:30 | buy | 2302 | 0.01 | 1.20550 | 0.00000 | 0.00000 | ||
| 11856 | 2008.11.19 12:30 | modify | 2300 | 0.01 | 1.20800 | 0.00000 | 1.20767 | ||
| 11857 | 2008.11.19 12:30 | modify | 2301 | 0.01 | 1.20710 | 0.00000 | 1.20767 | ||
| 11858 | 2008.11.19 12:30 | modify | 2302 | 0.01 | 1.20550 | 0.00000 | 1.20767 | ||
| 11859 | 2008.11.19 16:30 | buy | 2303 | 0.01 | 1.20050 | 0.00000 | 0.00000 | ||
| 11860 | 2008.11.19 16:30 | modify | 2300 | 0.01 | 1.20800 | 0.00000 | 1.20608 | ||
| 11861 | 2008.11.19 16:30 | modify | 2301 | 0.01 | 1.20710 | 0.00000 | 1.20608 | ||
| 11862 | 2008.11.19 16:30 | modify | 2302 | 0.01 | 1.20550 | 0.00000 | 1.20608 | ||
| 11863 | 2008.11.19 16:30 | modify | 2303 | 0.01 | 1.20050 | 0.00000 | 1.20608 | ||
| 11864 | 2008.11.19 17:00 | buy | 2304 | 0.01 | 1.19780 | 0.00000 | 0.00000 | ||
| 11865 | 2008.11.19 17:00 | modify | 2300 | 0.01 | 1.20800 | 0.00000 | 1.20458 | ||
| 11866 | 2008.11.19 17:00 | modify | 2301 | 0.01 | 1.20710 | 0.00000 | 1.20458 | ||
| 11867 | 2008.11.19 17:00 | modify | 2302 | 0.01 | 1.20550 | 0.00000 | 1.20458 | ||
| 11868 | 2008.11.19 17:00 | modify | 2303 | 0.01 | 1.20050 | 0.00000 | 1.20458 | ||
| 11869 | 2008.11.19 17:00 | modify | 2304 | 0.01 | 1.19780 | 0.00000 | 1.20458 | ||
| 11870 | 2008.11.19 17:48 | t/p | 2300 | 0.01 | 1.20458 | 0.00000 | 1.20458 | -2.84 | 52338.33 |
| 11871 | 2008.11.19 17:48 | t/p | 2301 | 0.01 | 1.20458 | 0.00000 | 1.20458 | -2.09 | 52336.24 |
| 11872 | 2008.11.19 17:48 | t/p | 2302 | 0.01 | 1.20458 | 0.00000 | 1.20458 | -0.76 | 52335.48 |
| 11873 | 2008.11.19 17:48 | t/p | 2303 | 0.01 | 1.20458 | 0.00000 | 1.20458 | 3.39 | 52338.87 |
| 11874 | 2008.11.19 17:48 | t/p | 2304 | 0.01 | 1.20458 | 0.00000 | 1.20458 | 5.63 | 52344.50 |
| 11875 | 2008.11.19 18:30 | buy | 2305 | 0.01 | 1.21120 | 0.00000 | 0.00000 | ||
| 11876 | 2008.11.19 18:30 | modify | 2305 | 0.01 | 1.21120 | 0.00000 | 1.21200 | ||
| 11877 | 2008.11.19 20:16 | t/p | 2305 | 0.01 | 1.21200 | 0.00000 | 1.21200 | 0.66 | 52345.16 |
| 11878 | 2008.11.20 10:30 | buy | 2306 | 0.01 | 1.21370 | 0.00000 | 0.00000 | ||
| 11879 | 2008.11.20 10:30 | modify | 2306 | 0.01 | 1.21370 | 0.00000 | 1.21450 | ||
| 11880 | 2008.11.20 11:00 | buy | 2307 | 0.01 | 1.21220 | 0.00000 | 0.00000 | ||
| 11881 | 2008.11.20 11:00 | modify | 2306 | 0.01 | 1.21370 | 0.00000 | 1.21375 | ||
| 11882 | 2008.11.20 11:00 | modify | 2307 | 0.01 | 1.21220 | 0.00000 | 1.21375 | ||
| 11883 | 2008.11.20 11:12 | t/p | 2306 | 0.01 | 1.21375 | 0.00000 | 1.21375 | 0.04 | 52345.20 |
| 11884 | 2008.11.20 11:12 | t/p | 2307 | 0.01 | 1.21375 | 0.00000 | 1.21375 | 1.28 | 52346.48 |
| 11885 | 2008.11.20 13:00 | buy | 2308 | 0.01 | 1.21350 | 0.00000 | 0.00000 | ||
| 11886 | 2008.11.20 13:00 | modify | 2308 | 0.01 | 1.21350 | 0.00000 | 1.21430 | ||
| 11887 | 2008.11.20 13:30 | buy | 2309 | 0.01 | 1.21260 | 0.00000 | 0.00000 | ||
| 11888 | 2008.11.20 13:30 | modify | 2308 | 0.01 | 1.21350 | 0.00000 | 1.21385 | ||
| 11889 | 2008.11.20 13:30 | modify | 2309 | 0.01 | 1.21260 | 0.00000 | 1.21385 | ||
| 11890 | 2008.11.20 14:01 | t/p | 2308 | 0.01 | 1.21385 | 0.00000 | 1.21385 | 0.29 | 52346.77 |
| 11891 | 2008.11.20 14:01 | t/p | 2309 | 0.01 | 1.21385 | 0.00000 | 1.21385 | 1.03 | 52347.80 |
| 11892 | 2008.11.20 14:30 | buy | 2310 | 0.01 | 1.21830 | 0.00000 | 0.00000 | ||
| 11893 | 2008.11.20 14:30 | modify | 2310 | 0.01 | 1.21830 | 0.00000 | 1.21910 | ||
| 11894 | 2008.11.20 15:15 | t/p | 2310 | 0.01 | 1.21910 | 0.00000 | 1.21910 | 0.66 | 52348.46 |
| 11895 | 2008.11.20 15:30 | buy | 2311 | 0.01 | 1.22170 | 0.00000 | 0.00000 | ||
| 11896 | 2008.11.20 15:30 | modify | 2311 | 0.01 | 1.22170 | 0.00000 | 1.22250 | ||
| 11897 | 2008.11.20 15:32 | t/p | 2311 | 0.01 | 1.22250 | 0.00000 | 1.22250 | 0.65 | 52349.11 |
| 11898 | 2008.11.20 17:30 | buy | 2312 | 0.01 | 1.22040 | 0.00000 | 0.00000 | ||
| 11899 | 2008.11.20 17:30 | modify | 2312 | 0.01 | 1.22040 | 0.00000 | 1.22120 | ||
| 11900 | 2008.11.20 18:30 | buy | 2313 | 0.01 | 1.21890 | 0.00000 | 0.00000 | ||
| 11901 | 2008.11.20 18:30 | modify | 2312 | 0.01 | 1.22040 | 0.00000 | 1.22045 | ||
| 11902 | 2008.11.20 18:30 | modify | 2313 | 0.01 | 1.21890 | 0.00000 | 1.22045 | ||
| 11903 | 2008.11.20 19:47 | t/p | 2312 | 0.01 | 1.22045 | 0.00000 | 1.22045 | 0.04 | 52349.15 |
| 11904 | 2008.11.20 19:47 | t/p | 2313 | 0.01 | 1.22045 | 0.00000 | 1.22045 | 1.27 | 52350.42 |
| 11905 | 2008.11.21 06:00 | buy | 2314 | 0.01 | 1.22610 | 0.00000 | 0.00000 | ||
| 11906 | 2008.11.21 06:00 | modify | 2314 | 0.01 | 1.22610 | 0.00000 | 1.22690 | ||
| 11907 | 2008.11.21 06:28 | t/p | 2314 | 0.01 | 1.22690 | 0.00000 | 1.22690 | 0.65 | 52351.07 |
| 11908 | 2008.11.21 06:30 | buy | 2315 | 0.01 | 1.22760 | 0.00000 | 0.00000 | ||
| 11909 | 2008.11.21 06:30 | modify | 2315 | 0.01 | 1.22760 | 0.00000 | 1.22840 | ||
| 11910 | 2008.11.21 06:59 | t/p | 2315 | 0.01 | 1.22840 | 0.00000 | 1.22840 | 0.65 | 52351.72 |
| 11911 | 2008.11.21 07:00 | buy | 2316 | 0.01 | 1.22850 | 0.00000 | 0.00000 | ||
| 11912 | 2008.11.21 07:00 | modify | 2316 | 0.01 | 1.22850 | 0.00000 | 1.22930 | ||
| 11913 | 2008.11.21 07:30 | buy | 2317 | 0.01 | 1.22740 | 0.00000 | 0.00000 | ||
| 11914 | 2008.11.21 07:30 | modify | 2316 | 0.01 | 1.22850 | 0.00000 | 1.22875 | ||
| 11915 | 2008.11.21 07:30 | modify | 2317 | 0.01 | 1.22740 | 0.00000 | 1.22875 | ||
| 11916 | 2008.11.21 08:00 | buy | 2318 | 0.01 | 1.22560 | 0.00000 | 0.00000 | ||
| 11917 | 2008.11.21 08:00 | modify | 2316 | 0.01 | 1.22850 | 0.00000 | 1.22797 | ||
| 11918 | 2008.11.21 08:00 | modify | 2317 | 0.01 | 1.22740 | 0.00000 | 1.22797 | ||
| 11919 | 2008.11.21 08:00 | modify | 2318 | 0.01 | 1.22560 | 0.00000 | 1.22797 | ||
| 11920 | 2008.11.21 08:30 | buy | 2319 | 0.01 | 1.22470 | 0.00000 | 0.00000 | ||
| 11921 | 2008.11.21 08:30 | modify | 2316 | 0.01 | 1.22850 | 0.00000 | 1.22735 | ||
| 11922 | 2008.11.21 08:30 | modify | 2317 | 0.01 | 1.22740 | 0.00000 | 1.22735 | ||
| 11923 | 2008.11.21 08:30 | modify | 2318 | 0.01 | 1.22560 | 0.00000 | 1.22735 | ||
| 11924 | 2008.11.21 08:30 | modify | 2319 | 0.01 | 1.22470 | 0.00000 | 1.22735 | ||
| 11925 | 2008.11.21 08:41 | t/p | 2316 | 0.01 | 1.22735 | 0.00000 | 1.22735 | -0.94 | 52350.78 |
| 11926 | 2008.11.21 08:41 | t/p | 2317 | 0.01 | 1.22735 | 0.00000 | 1.22735 | -0.04 | 52350.74 |
| 11927 | 2008.11.21 08:41 | t/p | 2318 | 0.01 | 1.22735 | 0.00000 | 1.22735 | 1.42 | 52352.16 |
| 11928 | 2008.11.21 08:41 | t/p | 2319 | 0.01 | 1.22735 | 0.00000 | 1.22735 | 2.16 | 52354.32 |
| 11929 | 2008.11.21 09:00 | buy | 2320 | 0.01 | 1.22560 | 0.00000 | 0.00000 | ||
| 11930 | 2008.11.21 09:00 | modify | 2320 | 0.01 | 1.22560 | 0.00000 | 1.22640 | ||
| 11931 | 2008.11.21 09:30 | buy | 2321 | 0.01 | 1.22420 | 0.00000 | 0.00000 | ||
| 11932 | 2008.11.21 09:30 | modify | 2320 | 0.01 | 1.22560 | 0.00000 | 1.22570 | ||
| 11933 | 2008.11.21 09:30 | modify | 2321 | 0.01 | 1.22420 | 0.00000 | 1.22570 | ||
| 11934 | 2008.11.21 09:34 | t/p | 2320 | 0.01 | 1.22570 | 0.00000 | 1.22570 | 0.08 | 52354.40 |
| 11935 | 2008.11.21 09:34 | t/p | 2321 | 0.01 | 1.22570 | 0.00000 | 1.22570 | 1.22 | 52355.62 |
| 11936 | 2008.11.21 10:00 | buy | 2322 | 0.01 | 1.22880 | 0.00000 | 0.00000 | ||
| 11937 | 2008.11.21 10:00 | modify | 2322 | 0.01 | 1.22880 | 0.00000 | 1.22960 | ||
| 11938 | 2008.11.21 10:01 | t/p | 2322 | 0.01 | 1.22960 | 0.00000 | 1.22960 | 0.65 | 52356.27 |
| 11939 | 2008.11.24 11:00 | buy | 2323 | 0.01 | 1.22060 | 0.00000 | 0.00000 | ||
| 11940 | 2008.11.24 11:00 | modify | 2323 | 0.01 | 1.22060 | 0.00000 | 1.22140 | ||
| 11941 | 2008.11.24 11:00 | t/p | 2323 | 0.01 | 1.22140 | 0.00000 | 1.22140 | 0.65 | 52356.92 |
| 11942 | 2008.11.24 15:00 | sell | 2324 | 0.01 | 1.20980 | 0.00000 | 0.00000 | ||
| 11943 | 2008.11.24 15:00 | modify | 2324 | 0.01 | 1.20980 | 0.00000 | 1.20900 | ||
| 11944 | 2008.11.24 15:04 | t/p | 2324 | 0.01 | 1.20900 | 0.00000 | 1.20900 | 0.66 | 52357.58 |
| 11945 | 2008.11.24 15:30 | sell | 2325 | 0.01 | 1.20850 | 0.00000 | 0.00000 | ||
| 11946 | 2008.11.24 15:30 | modify | 2325 | 0.01 | 1.20850 | 0.00000 | 1.20770 | ||
| 11947 | 2008.11.24 16:00 | sell | 2326 | 0.01 | 1.20950 | 0.00000 | 0.00000 | ||
| 11948 | 2008.11.24 16:00 | modify | 2325 | 0.01 | 1.20850 | 0.00000 | 1.20820 | ||
| 11949 | 2008.11.24 16:00 | modify | 2326 | 0.01 | 1.20950 | 0.00000 | 1.20820 | ||
| 11950 | 2008.11.24 16:05 | t/p | 2325 | 0.01 | 1.20820 | 0.00000 | 1.20820 | 0.25 | 52357.83 |
| 11951 | 2008.11.24 16:05 | t/p | 2326 | 0.01 | 1.20820 | 0.00000 | 1.20820 | 1.08 | 52358.91 |
| 11952 | 2008.11.24 16:30 | sell | 2327 | 0.01 | 1.20730 | 0.00000 | 0.00000 | ||
| 11953 | 2008.11.24 16:30 | modify | 2327 | 0.01 | 1.20730 | 0.00000 | 1.20650 | ||
| 11954 | 2008.11.24 16:34 | t/p | 2327 | 0.01 | 1.20650 | 0.00000 | 1.20650 | 0.66 | 52359.57 |
| 11955 | 2008.11.24 17:00 | sell | 2328 | 0.01 | 1.20610 | 0.00000 | 0.00000 | ||
| 11956 | 2008.11.24 17:00 | modify | 2328 | 0.01 | 1.20610 | 0.00000 | 1.20530 | ||
| 11957 | 2008.11.24 17:01 | t/p | 2328 | 0.01 | 1.20530 | 0.00000 | 1.20530 | 0.66 | 52360.23 |
| 11958 | 2008.11.24 17:30 | sell | 2329 | 0.01 | 1.19980 | 0.00000 | 0.00000 | ||
| 11959 | 2008.11.24 17:30 | modify | 2329 | 0.01 | 1.19980 | 0.00000 | 1.19900 | ||
| 11960 | 2008.11.24 17:30 | t/p | 2329 | 0.01 | 1.19900 | 0.00000 | 1.19900 | 0.67 | 52360.90 |
| 11961 | 2008.11.24 18:30 | sell | 2330 | 0.01 | 1.19900 | 0.00000 | 0.00000 | ||
| 11962 | 2008.11.24 18:30 | modify | 2330 | 0.01 | 1.19900 | 0.00000 | 1.19820 | ||
| 11963 | 2008.11.24 18:37 | t/p | 2330 | 0.01 | 1.19820 | 0.00000 | 1.19820 | 0.67 | 52361.57 |
| 11964 | 2008.11.25 16:00 | sell | 2331 | 0.01 | 1.19010 | 0.00000 | 0.00000 | ||
| 11965 | 2008.11.25 16:00 | modify | 2331 | 0.01 | 1.19010 | 0.00000 | 1.18930 | ||
| 11966 | 2008.11.25 16:01 | t/p | 2331 | 0.01 | 1.18930 | 0.00000 | 1.18930 | 0.67 | 52362.24 |
| 11967 | 2008.11.25 16:30 | sell | 2332 | 0.01 | 1.18590 | 0.00000 | 0.00000 | ||
| 11968 | 2008.11.25 16:30 | modify | 2332 | 0.01 | 1.18590 | 0.00000 | 1.18510 | ||
| 11969 | 2008.11.25 16:37 | t/p | 2332 | 0.01 | 1.18510 | 0.00000 | 1.18510 | 0.68 | 52362.92 |
| 11970 | 2008.11.25 17:30 | sell | 2333 | 0.01 | 1.18600 | 0.00000 | 0.00000 | ||
| 11971 | 2008.11.25 17:30 | modify | 2333 | 0.01 | 1.18600 | 0.00000 | 1.18520 | ||
| 11972 | 2008.11.25 18:00 | sell | 2334 | 0.01 | 1.18940 | 0.00000 | 0.00000 | ||
| 11973 | 2008.11.25 18:00 | modify | 2333 | 0.01 | 1.18600 | 0.00000 | 1.18690 | ||
| 11974 | 2008.11.25 18:00 | modify | 2334 | 0.01 | 1.18940 | 0.00000 | 1.18690 | ||
| 11975 | 2008.11.25 18:37 | t/p | 2333 | 0.01 | 1.18690 | 0.00000 | 1.18690 | -0.76 | 52362.16 |
| 11976 | 2008.11.25 18:37 | t/p | 2334 | 0.01 | 1.18690 | 0.00000 | 1.18690 | 2.11 | 52364.27 |
| 11977 | 2008.11.27 03:30 | sell | 2335 | 0.01 | 1.20100 | 0.00000 | 0.00000 | ||
| 11978 | 2008.11.27 03:30 | modify | 2335 | 0.01 | 1.20100 | 0.00000 | 1.20020 | ||
| 11979 | 2008.11.27 03:36 | t/p | 2335 | 0.01 | 1.20020 | 0.00000 | 1.20020 | 0.66 | 52364.93 |
| 11980 | 2008.11.27 04:00 | sell | 2336 | 0.01 | 1.19950 | 0.00000 | 0.00000 | ||
| 11981 | 2008.11.27 04:00 | modify | 2336 | 0.01 | 1.19950 | 0.00000 | 1.19870 | ||
| 11982 | 2008.11.27 05:25 | t/p | 2336 | 0.01 | 1.19870 | 0.00000 | 1.19870 | 0.67 | 52365.60 |
| 11983 | 2008.11.27 05:30 | sell | 2337 | 0.01 | 1.19890 | 0.00000 | 0.00000 | ||
| 11984 | 2008.11.27 05:30 | modify | 2337 | 0.01 | 1.19890 | 0.00000 | 1.19810 | ||
| 11985 | 2008.11.27 06:46 | t/p | 2337 | 0.01 | 1.19810 | 0.00000 | 1.19810 | 0.67 | 52366.27 |
| 11986 | 2008.11.27 07:00 | sell | 2338 | 0.01 | 1.19830 | 0.00000 | 0.00000 | ||
| 11987 | 2008.11.27 07:00 | modify | 2338 | 0.01 | 1.19830 | 0.00000 | 1.19750 | ||
| 11988 | 2008.11.27 09:00 | sell | 2339 | 0.01 | 1.19920 | 0.00000 | 0.00000 | ||
| 11989 | 2008.11.27 09:00 | modify | 2338 | 0.01 | 1.19830 | 0.00000 | 1.19795 | ||
| 11990 | 2008.11.27 09:00 | modify | 2339 | 0.01 | 1.19920 | 0.00000 | 1.19795 | ||
| 11991 | 2008.11.27 09:30 | sell | 2340 | 0.01 | 1.20140 | 0.00000 | 0.00000 | ||
| 11992 | 2008.11.27 09:30 | modify | 2338 | 0.01 | 1.19830 | 0.00000 | 1.19883 | ||
| 11993 | 2008.11.27 09:30 | modify | 2339 | 0.01 | 1.19920 | 0.00000 | 1.19883 | ||
| 11994 | 2008.11.27 09:30 | modify | 2340 | 0.01 | 1.20140 | 0.00000 | 1.19883 | ||
| 11995 | 2008.11.27 10:30 | t/p | 2338 | 0.01 | 1.19883 | 0.00000 | 1.19883 | -0.44 | 52365.83 |
| 11996 | 2008.11.27 10:30 | t/p | 2339 | 0.01 | 1.19883 | 0.00000 | 1.19883 | 0.31 | 52366.14 |
| 11997 | 2008.11.27 10:30 | t/p | 2340 | 0.01 | 1.19883 | 0.00000 | 1.19883 | 2.14 | 52368.28 |
| 11998 | 2008.11.27 11:00 | sell | 2341 | 0.01 | 1.19730 | 0.00000 | 0.00000 | ||
| 11999 | 2008.11.27 11:00 | modify | 2341 | 0.01 | 1.19730 | 0.00000 | 1.19650 | ||
| 12000 | 2008.11.27 11:30 | sell | 2342 | 0.01 | 1.19870 | 0.00000 | 0.00000 | ||