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 |
| 12001 | 2008.11.27 11:30 | modify | 2341 | 0.01 | 1.19730 | 0.00000 | 1.19720 | ||
| 12002 | 2008.11.27 11:30 | modify | 2342 | 0.01 | 1.19870 | 0.00000 | 1.19720 | ||
| 12003 | 2008.11.27 11:40 | t/p | 2341 | 0.01 | 1.19720 | 0.00000 | 1.19720 | 0.08 | 52368.36 |
| 12004 | 2008.11.27 11:40 | t/p | 2342 | 0.01 | 1.19720 | 0.00000 | 1.19720 | 1.25 | 52369.61 |
| 12005 | 2008.11.27 12:00 | sell | 2343 | 0.01 | 1.19730 | 0.00000 | 0.00000 | ||
| 12006 | 2008.11.27 12:00 | modify | 2343 | 0.01 | 1.19730 | 0.00000 | 1.19650 | ||
| 12007 | 2008.11.27 12:01 | t/p | 2343 | 0.01 | 1.19650 | 0.00000 | 1.19650 | 0.67 | 52370.28 |
| 12008 | 2008.11.27 12:30 | sell | 2344 | 0.01 | 1.19710 | 0.00000 | 0.00000 | ||
| 12009 | 2008.11.27 12:30 | modify | 2344 | 0.01 | 1.19710 | 0.00000 | 1.19630 | ||
| 12010 | 2008.11.27 12:59 | t/p | 2344 | 0.01 | 1.19630 | 0.00000 | 1.19630 | 0.67 | 52370.95 |
| 12011 | 2008.11.27 13:00 | sell | 2345 | 0.01 | 1.19650 | 0.00000 | 0.00000 | ||
| 12012 | 2008.11.27 13:00 | modify | 2345 | 0.01 | 1.19650 | 0.00000 | 1.19570 | ||
| 12013 | 2008.11.27 13:04 | t/p | 2345 | 0.01 | 1.19570 | 0.00000 | 1.19570 | 0.67 | 52371.62 |
| 12014 | 2008.11.27 16:00 | sell | 2346 | 0.01 | 1.19650 | 0.00000 | 0.00000 | ||
| 12015 | 2008.11.27 16:00 | modify | 2346 | 0.01 | 1.19650 | 0.00000 | 1.19570 | ||
| 12016 | 2008.11.27 17:00 | sell | 2347 | 0.01 | 1.19850 | 0.00000 | 0.00000 | ||
| 12017 | 2008.11.27 17:00 | modify | 2346 | 0.01 | 1.19650 | 0.00000 | 1.19670 | ||
| 12018 | 2008.11.27 17:00 | modify | 2347 | 0.01 | 1.19850 | 0.00000 | 1.19670 | ||
| 12019 | 2008.11.27 18:00 | sell | 2348 | 0.01 | 1.20170 | 0.00000 | 0.00000 | ||
| 12020 | 2008.11.27 18:00 | modify | 2346 | 0.01 | 1.19650 | 0.00000 | 1.19810 | ||
| 12021 | 2008.11.27 18:00 | modify | 2347 | 0.01 | 1.19850 | 0.00000 | 1.19810 | ||
| 12022 | 2008.11.27 18:00 | modify | 2348 | 0.01 | 1.20170 | 0.00000 | 1.19810 | ||
| 12023 | 2008.11.27 18:30 | sell | 2349 | 0.01 | 1.20300 | 0.00000 | 0.00000 | ||
| 12024 | 2008.11.27 18:30 | modify | 2346 | 0.01 | 1.19650 | 0.00000 | 1.19913 | ||
| 12025 | 2008.11.27 18:30 | modify | 2347 | 0.01 | 1.19850 | 0.00000 | 1.19913 | ||
| 12026 | 2008.11.27 18:30 | modify | 2348 | 0.01 | 1.20170 | 0.00000 | 1.19913 | ||
| 12027 | 2008.11.27 18:30 | modify | 2349 | 0.01 | 1.20300 | 0.00000 | 1.19913 | ||
| 12028 | 2008.11.27 19:30 | buy | 2350 | 0.01 | 1.20220 | 0.00000 | 0.00000 | ||
| 12029 | 2008.11.27 19:30 | modify | 2350 | 0.01 | 1.20220 | 0.00000 | 1.20300 | ||
| 12030 | 2008.11.27 20:00 | buy | 2351 | 0.01 | 1.20110 | 0.00000 | 0.00000 | ||
| 12031 | 2008.11.27 20:00 | modify | 2350 | 0.01 | 1.20220 | 0.00000 | 1.20245 | ||
| 12032 | 2008.11.27 20:00 | modify | 2351 | 0.01 | 1.20110 | 0.00000 | 1.20245 | ||
| 12033 | 2008.11.27 21:00 | buy | 2352 | 0.01 | 1.20030 | 0.00000 | 0.00000 | ||
| 12034 | 2008.11.27 21:00 | modify | 2350 | 0.01 | 1.20220 | 0.00000 | 1.20200 | ||
| 12035 | 2008.11.27 21:00 | modify | 2351 | 0.01 | 1.20110 | 0.00000 | 1.20200 | ||
| 12036 | 2008.11.27 21:00 | modify | 2352 | 0.01 | 1.20030 | 0.00000 | 1.20200 | ||
| 12037 | 2008.11.28 02:54 | t/p | 2346 | 0.01 | 1.19913 | 0.00000 | 1.19913 | -2.22 | 52369.40 |
| 12038 | 2008.11.28 02:54 | t/p | 2347 | 0.01 | 1.19913 | 0.00000 | 1.19913 | -0.55 | 52368.85 |
| 12039 | 2008.11.28 02:54 | t/p | 2348 | 0.01 | 1.19913 | 0.00000 | 1.19913 | 2.12 | 52370.97 |
| 12040 | 2008.11.28 02:54 | t/p | 2349 | 0.01 | 1.19913 | 0.00000 | 1.19913 | 3.20 | 52374.17 |
| 12041 | 2008.11.28 03:00 | sell | 2353 | 0.01 | 1.20040 | 0.00000 | 0.00000 | ||
| 12042 | 2008.11.28 03:00 | modify | 2353 | 0.01 | 1.20040 | 0.00000 | 1.19960 | ||
| 12043 | 2008.11.28 03:58 | t/p | 2353 | 0.01 | 1.19960 | 0.00000 | 1.19960 | 0.67 | 52374.84 |
| 12044 | 2008.11.28 04:38 | t/p | 2350 | 0.01 | 1.20200 | 0.00000 | 1.20200 | -0.16 | 52374.67 |
| 12045 | 2008.11.28 04:38 | t/p | 2351 | 0.01 | 1.20200 | 0.00000 | 1.20200 | 0.76 | 52375.43 |
| 12046 | 2008.11.28 04:38 | t/p | 2352 | 0.01 | 1.20200 | 0.00000 | 1.20200 | 1.42 | 52376.84 |
| 12047 | 2008.11.28 07:00 | buy | 2354 | 0.01 | 1.20120 | 0.00000 | 0.00000 | ||
| 12048 | 2008.11.28 07:00 | modify | 2354 | 0.01 | 1.20120 | 0.00000 | 1.20200 | ||
| 12049 | 2008.11.28 07:30 | buy | 2355 | 0.01 | 1.19990 | 0.00000 | 0.00000 | ||
| 12050 | 2008.11.28 07:30 | modify | 2354 | 0.01 | 1.20120 | 0.00000 | 1.20135 | ||
| 12051 | 2008.11.28 07:30 | modify | 2355 | 0.01 | 1.19990 | 0.00000 | 1.20135 | ||
| 12052 | 2008.11.28 09:00 | buy | 2356 | 0.01 | 1.19850 | 0.00000 | 0.00000 | ||
| 12053 | 2008.11.28 09:00 | sell | 2357 | 0.01 | 1.19840 | 0.00000 | 0.00000 | ||
| 12054 | 2008.11.28 09:00 | modify | 2354 | 0.01 | 1.20120 | 0.00000 | 1.20067 | ||
| 12055 | 2008.11.28 09:00 | modify | 2355 | 0.01 | 1.19990 | 0.00000 | 1.20067 | ||
| 12056 | 2008.11.28 09:00 | modify | 2356 | 0.01 | 1.19850 | 0.00000 | 1.20067 | ||
| 12057 | 2008.11.28 09:00 | modify | 2357 | 0.01 | 1.19840 | 0.00000 | 1.19760 | ||
| 12058 | 2008.11.28 09:12 | t/p | 2357 | 0.01 | 1.19760 | 0.00000 | 1.19760 | 0.67 | 52377.51 |
| 12059 | 2008.11.28 09:30 | buy | 2358 | 0.01 | 1.19730 | 0.00000 | 0.00000 | ||
| 12060 | 2008.11.28 09:30 | sell | 2359 | 0.01 | 1.19720 | 0.00000 | 0.00000 | ||
| 12061 | 2008.11.28 09:30 | modify | 2354 | 0.01 | 1.20120 | 0.00000 | 1.20003 | ||
| 12062 | 2008.11.28 09:30 | modify | 2355 | 0.01 | 1.19990 | 0.00000 | 1.20003 | ||
| 12063 | 2008.11.28 09:30 | modify | 2356 | 0.01 | 1.19850 | 0.00000 | 1.20003 | ||
| 12064 | 2008.11.28 09:30 | modify | 2358 | 0.01 | 1.19730 | 0.00000 | 1.20003 | ||
| 12065 | 2008.11.28 09:30 | modify | 2359 | 0.01 | 1.19720 | 0.00000 | 1.19640 | ||
| 12066 | 2008.11.28 09:34 | t/p | 2359 | 0.01 | 1.19640 | 0.00000 | 1.19640 | 0.67 | 52378.18 |
| 12067 | 2008.11.28 10:00 | buy | 2360 | 0.01 | 1.19650 | 0.00000 | 0.00000 | ||
| 12068 | 2008.11.28 10:00 | sell | 2361 | 0.01 | 1.19640 | 0.00000 | 0.00000 | ||
| 12069 | 2008.11.28 10:00 | modify | 2354 | 0.01 | 1.20120 | 0.00000 | 1.19948 | ||
| 12070 | 2008.11.28 10:00 | modify | 2355 | 0.01 | 1.19990 | 0.00000 | 1.19948 | ||
| 12071 | 2008.11.28 10:00 | modify | 2356 | 0.01 | 1.19850 | 0.00000 | 1.19948 | ||
| 12072 | 2008.11.28 10:00 | modify | 2358 | 0.01 | 1.19730 | 0.00000 | 1.19948 | ||
| 12073 | 2008.11.28 10:00 | modify | 2360 | 0.01 | 1.19650 | 0.00000 | 1.19948 | ||
| 12074 | 2008.11.28 10:00 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.19560 | ||
| 12075 | 2008.11.28 11:00 | sell | 2362 | 0.01 | 1.19800 | 0.00000 | 0.00000 | ||
| 12076 | 2008.11.28 11:00 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.19640 | ||
| 12077 | 2008.11.28 11:00 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.19640 | ||
| 12078 | 2008.11.28 11:05 | t/p | 2354 | 0.01 | 1.19948 | 0.00000 | 1.19948 | -1.44 | 52376.74 |
| 12079 | 2008.11.28 11:05 | t/p | 2355 | 0.01 | 1.19948 | 0.00000 | 1.19948 | -0.35 | 52376.39 |
| 12080 | 2008.11.28 11:05 | t/p | 2356 | 0.01 | 1.19948 | 0.00000 | 1.19948 | 0.82 | 52377.21 |
| 12081 | 2008.11.28 11:05 | t/p | 2358 | 0.01 | 1.19948 | 0.00000 | 1.19948 | 1.82 | 52379.03 |
| 12082 | 2008.11.28 11:05 | t/p | 2360 | 0.01 | 1.19948 | 0.00000 | 1.19948 | 2.48 | 52381.51 |
| 12083 | 2008.11.28 11:30 | sell | 2363 | 0.01 | 1.20260 | 0.00000 | 0.00000 | ||
| 12084 | 2008.11.28 11:30 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.19820 | ||
| 12085 | 2008.11.28 11:30 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.19820 | ||
| 12086 | 2008.11.28 11:30 | modify | 2363 | 0.01 | 1.20260 | 0.00000 | 1.19820 | ||
| 12087 | 2008.11.28 12:00 | buy | 2364 | 0.01 | 1.20320 | 0.00000 | 0.00000 | ||
| 12088 | 2008.11.28 12:00 | modify | 2364 | 0.01 | 1.20320 | 0.00000 | 1.20400 | ||
| 12089 | 2008.11.28 12:14 | t/p | 2364 | 0.01 | 1.20400 | 0.00000 | 1.20400 | 0.66 | 52382.17 |
| 12090 | 2008.11.28 12:30 | buy | 2365 | 0.01 | 1.20570 | 0.00000 | 0.00000 | ||
| 12091 | 2008.11.28 12:30 | sell | 2366 | 0.01 | 1.20560 | 0.00000 | 0.00000 | ||
| 12092 | 2008.11.28 12:30 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.19985 | ||
| 12093 | 2008.11.28 12:30 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.19985 | ||
| 12094 | 2008.11.28 12:30 | modify | 2363 | 0.01 | 1.20260 | 0.00000 | 1.19985 | ||
| 12095 | 2008.11.28 12:30 | modify | 2365 | 0.01 | 1.20570 | 0.00000 | 1.20650 | ||
| 12096 | 2008.11.28 12:30 | modify | 2366 | 0.01 | 1.20560 | 0.00000 | 1.19985 | ||
| 12097 | 2008.11.28 12:30 | t/p | 2365 | 0.01 | 1.20650 | 0.00000 | 1.20650 | 0.67 | 52382.84 |
| 12098 | 2008.11.28 13:30 | buy | 2367 | 0.01 | 1.20610 | 0.00000 | 0.00000 | ||
| 12099 | 2008.11.28 13:30 | modify | 2367 | 0.01 | 1.20610 | 0.00000 | 1.20690 | ||
| 12100 | 2008.11.28 13:34 | t/p | 2367 | 0.01 | 1.20690 | 0.00000 | 1.20690 | 0.66 | 52383.50 |
| 12101 | 2008.11.28 14:00 | buy | 2368 | 0.01 | 1.20950 | 0.00000 | 0.00000 | ||
| 12102 | 2008.11.28 14:00 | sell | 2369 | 0.01 | 1.20940 | 0.00000 | 0.00000 | ||
| 12103 | 2008.11.28 14:00 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.20160 | ||
| 12104 | 2008.11.28 14:00 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.20160 | ||
| 12105 | 2008.11.28 14:00 | modify | 2363 | 0.01 | 1.20260 | 0.00000 | 1.20160 | ||
| 12106 | 2008.11.28 14:00 | modify | 2366 | 0.01 | 1.20560 | 0.00000 | 1.20160 | ||
| 12107 | 2008.11.28 14:00 | modify | 2368 | 0.01 | 1.20950 | 0.00000 | 1.21030 | ||
| 12108 | 2008.11.28 14:00 | modify | 2369 | 0.01 | 1.20940 | 0.00000 | 1.20160 | ||
| 12109 | 2008.11.28 14:00 | t/p | 2368 | 0.01 | 1.21030 | 0.00000 | 1.21030 | 0.66 | 52384.16 |
| 12110 | 2008.11.28 14:30 | buy | 2370 | 0.01 | 1.21240 | 0.00000 | 0.00000 | ||
| 12111 | 2008.11.28 14:30 | sell | 2371 | 0.02 | 1.21230 | 0.00000 | 0.00000 | ||
| 12112 | 2008.11.28 14:30 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.20443 | ||
| 12113 | 2008.11.28 14:30 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.20443 | ||
| 12114 | 2008.11.28 14:30 | modify | 2363 | 0.01 | 1.20260 | 0.00000 | 1.20443 | ||
| 12115 | 2008.11.28 14:30 | modify | 2366 | 0.01 | 1.20560 | 0.00000 | 1.20443 | ||
| 12116 | 2008.11.28 14:30 | modify | 2369 | 0.01 | 1.20940 | 0.00000 | 1.20443 | ||
| 12117 | 2008.11.28 14:30 | modify | 2370 | 0.01 | 1.21240 | 0.00000 | 1.21320 | ||
| 12118 | 2008.11.28 14:30 | modify | 2371 | 0.02 | 1.21230 | 0.00000 | 1.20443 | ||
| 12119 | 2008.11.28 14:30 | t/p | 2370 | 0.01 | 1.21320 | 0.00000 | 1.21320 | 0.66 | 52384.82 |
| 12120 | 2008.11.28 15:00 | buy | 2372 | 0.01 | 1.21590 | 0.00000 | 0.00000 | ||
| 12121 | 2008.11.28 15:00 | sell | 2373 | 0.02 | 1.21580 | 0.00000 | 0.00000 | ||
| 12122 | 2008.11.28 15:00 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.20678 | ||
| 12123 | 2008.11.28 15:00 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.20678 | ||
| 12124 | 2008.11.28 15:00 | modify | 2363 | 0.01 | 1.20260 | 0.00000 | 1.20678 | ||
| 12125 | 2008.11.28 15:00 | modify | 2366 | 0.01 | 1.20560 | 0.00000 | 1.20678 | ||
| 12126 | 2008.11.28 15:00 | modify | 2369 | 0.01 | 1.20940 | 0.00000 | 1.20678 | ||
| 12127 | 2008.11.28 15:00 | modify | 2371 | 0.02 | 1.21230 | 0.00000 | 1.20678 | ||
| 12128 | 2008.11.28 15:00 | modify | 2372 | 0.01 | 1.21590 | 0.00000 | 1.21670 | ||
| 12129 | 2008.11.28 15:00 | modify | 2373 | 0.02 | 1.21580 | 0.00000 | 1.20678 | ||
| 12130 | 2008.11.28 15:30 | buy | 2374 | 0.01 | 1.21310 | 0.00000 | 0.00000 | ||
| 12131 | 2008.11.28 15:30 | modify | 2372 | 0.01 | 1.21590 | 0.00000 | 1.21530 | ||
| 12132 | 2008.11.28 15:30 | modify | 2374 | 0.01 | 1.21310 | 0.00000 | 1.21530 | ||
| 12133 | 2008.11.28 16:00 | buy | 2375 | 0.01 | 1.21090 | 0.00000 | 0.00000 | ||
| 12134 | 2008.11.28 16:00 | modify | 2372 | 0.01 | 1.21590 | 0.00000 | 1.21410 | ||
| 12135 | 2008.11.28 16:00 | modify | 2374 | 0.01 | 1.21310 | 0.00000 | 1.21410 | ||
| 12136 | 2008.11.28 16:00 | modify | 2375 | 0.01 | 1.21090 | 0.00000 | 1.21410 | ||
| 12137 | 2008.11.28 16:15 | t/p | 2372 | 0.01 | 1.21410 | 0.00000 | 1.21410 | -1.48 | 52383.34 |
| 12138 | 2008.11.28 16:15 | t/p | 2374 | 0.01 | 1.21410 | 0.00000 | 1.21410 | 0.82 | 52384.16 |
| 12139 | 2008.11.28 16:15 | t/p | 2375 | 0.01 | 1.21410 | 0.00000 | 1.21410 | 2.64 | 52386.80 |
| 12140 | 2008.11.28 18:30 | sell | 2376 | 0.02 | 1.21760 | 0.00000 | 0.00000 | ||
| 12141 | 2008.11.28 18:30 | modify | 2361 | 0.01 | 1.19640 | 0.00000 | 1.20860 | ||
| 12142 | 2008.11.28 18:30 | modify | 2362 | 0.01 | 1.19800 | 0.00000 | 1.20860 | ||
| 12143 | 2008.11.28 18:30 | modify | 2363 | 0.01 | 1.20260 | 0.00000 | 1.20860 | ||
| 12144 | 2008.11.28 18:30 | modify | 2366 | 0.01 | 1.20560 | 0.00000 | 1.20860 | ||
| 12145 | 2008.11.28 18:30 | modify | 2369 | 0.01 | 1.20940 | 0.00000 | 1.20860 | ||
| 12146 | 2008.11.28 18:30 | modify | 2371 | 0.02 | 1.21230 | 0.00000 | 1.20860 | ||
| 12147 | 2008.11.28 18:30 | modify | 2373 | 0.02 | 1.21580 | 0.00000 | 1.20860 | ||
| 12148 | 2008.11.28 18:30 | modify | 2376 | 0.02 | 1.21760 | 0.00000 | 1.20860 | ||
| 12149 | 2008.12.01 12:11 | t/p | 2361 | 0.01 | 1.20860 | 0.00000 | 1.20860 | -10.13 | 52376.67 |
| 12150 | 2008.12.01 12:11 | t/p | 2362 | 0.01 | 1.20860 | 0.00000 | 1.20860 | -8.80 | 52367.87 |