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 |
| 12151 | 2008.12.01 12:11 | t/p | 2363 | 0.01 | 1.20860 | 0.00000 | 1.20860 | -5.00 | 52362.87 |
| 12152 | 2008.12.01 12:11 | t/p | 2366 | 0.01 | 1.20860 | 0.00000 | 1.20860 | -2.52 | 52360.35 |
| 12153 | 2008.12.01 12:11 | t/p | 2369 | 0.01 | 1.20860 | 0.00000 | 1.20860 | 0.63 | 52360.97 |
| 12154 | 2008.12.01 12:11 | t/p | 2371 | 0.02 | 1.20860 | 0.00000 | 1.20860 | 6.07 | 52367.04 |
| 12155 | 2008.12.01 12:11 | t/p | 2373 | 0.02 | 1.20860 | 0.00000 | 1.20860 | 11.86 | 52378.90 |
| 12156 | 2008.12.01 12:11 | t/p | 2376 | 0.02 | 1.20860 | 0.00000 | 1.20860 | 14.84 | 52393.73 |
| 12157 | 2008.12.01 16:00 | buy | 2377 | 0.01 | 1.21220 | 0.00000 | 0.00000 | |
| 12158 | 2008.12.01 16:00 | modify | 2377 | 0.01 | 1.21220 | 0.00000 | 1.21300 | |
| 12159 | 2008.12.01 16:04 | t/p | 2377 | 0.01 | 1.21300 | 0.00000 | 1.21300 | 0.66 | 52394.39 |
| 12160 | 2008.12.01 16:30 | buy | 2378 | 0.01 | 1.21270 | 0.00000 | 0.00000 | |
| 12161 | 2008.12.01 16:30 | modify | 2378 | 0.01 | 1.21270 | 0.00000 | 1.21350 | |
| 12162 | 2008.12.01 17:00 | buy | 2379 | 0.01 | 1.21000 | 0.00000 | 0.00000 | |
| 12163 | 2008.12.01 17:00 | modify | 2378 | 0.01 | 1.21270 | 0.00000 | 1.21215 | |
| 12164 | 2008.12.01 17:00 | modify | 2379 | 0.01 | 1.21000 | 0.00000 | 1.21215 | |
| 12165 | 2008.12.01 17:30 | buy | 2380 | 0.01 | 1.20920 | 0.00000 | 0.00000 | |
| 12166 | 2008.12.01 17:30 | modify | 2378 | 0.01 | 1.21270 | 0.00000 | 1.21143 | |
| 12167 | 2008.12.01 17:30 | modify | 2379 | 0.01 | 1.21000 | 0.00000 | 1.21143 | |
| 12168 | 2008.12.01 17:30 | modify | 2380 | 0.01 | 1.20920 | 0.00000 | 1.21143 | |
| 12169 | 2008.12.01 17:53 | t/p | 2378 | 0.01 | 1.21143 | 0.00000 | 1.21143 | -1.05 | 52393.34 |
| 12170 | 2008.12.01 17:53 | t/p | 2379 | 0.01 | 1.21143 | 0.00000 | 1.21143 | 1.18 | 52394.52 |
| 12171 | 2008.12.01 17:53 | t/p | 2380 | 0.01 | 1.21143 | 0.00000 | 1.21143 | 1.84 | 52396.36 |
| 12172 | 2008.12.02 09:00 | sell | 2381 | 0.01 | 1.20430 | 0.00000 | 0.00000 | |
| 12173 | 2008.12.02 09:00 | modify | 2381 | 0.01 | 1.20430 | 0.00000 | 1.20350 | |
| 12174 | 2008.12.02 09:08 | t/p | 2381 | 0.01 | 1.20350 | 0.00000 | 1.20350 | 0.66 | 52397.02 |
| 12175 | 2008.12.02 09:30 | sell | 2382 | 0.01 | 1.20290 | 0.00000 | 0.00000 | |
| 12176 | 2008.12.02 09:30 | modify | 2382 | 0.01 | 1.20290 | 0.00000 | 1.20210 | |
| 12177 | 2008.12.02 10:00 | sell | 2383 | 0.01 | 1.20490 | 0.00000 | 0.00000 | |
| 12178 | 2008.12.02 10:00 | modify | 2382 | 0.01 | 1.20290 | 0.00000 | 1.20310 | |
| 12179 | 2008.12.02 10:00 | modify | 2383 | 0.01 | 1.20490 | 0.00000 | 1.20310 | |
| 12180 | 2008.12.02 10:30 | buy | 2384 | 0.01 | 1.20650 | 0.00000 | 0.00000 | |
| 12181 | 2008.12.02 10:30 | sell | 2385 | 0.01 | 1.20640 | 0.00000 | 0.00000 | |
| 12182 | 2008.12.02 10:30 | modify | 2382 | 0.01 | 1.20290 | 0.00000 | 1.20393 | |
| 12183 | 2008.12.02 10:30 | modify | 2383 | 0.01 | 1.20490 | 0.00000 | 1.20393 | |
| 12184 | 2008.12.02 10:30 | modify | 2384 | 0.01 | 1.20650 | 0.00000 | 1.20730 | |
| 12185 | 2008.12.02 10:30 | modify | 2385 | 0.01 | 1.20640 | 0.00000 | 1.20393 | |
| 12186 | 2008.12.02 10:39 | t/p | 2384 | 0.01 | 1.20730 | 0.00000 | 1.20730 | 0.66 | 52397.68 |
| 12187 | 2008.12.02 11:00 | buy | 2386 | 0.01 | 1.20790 | 0.00000 | 0.00000 | |
| 12188 | 2008.12.02 11:00 | sell | 2387 | 0.01 | 1.20780 | 0.00000 | 0.00000 | |
| 12189 | 2008.12.02 11:00 | modify | 2382 | 0.01 | 1.20290 | 0.00000 | 1.20470 | |
| 12190 | 2008.12.02 11:00 | modify | 2383 | 0.01 | 1.20490 | 0.00000 | 1.20470 | |
| 12191 | 2008.12.02 11:00 | modify | 2385 | 0.01 | 1.20640 | 0.00000 | 1.20470 | |
| 12192 | 2008.12.02 11:00 | modify | 2386 | 0.01 | 1.20790 | 0.00000 | 1.20870 | |
| 12193 | 2008.12.02 11:00 | modify | 2387 | 0.01 | 1.20780 | 0.00000 | 1.20470 | |
| 12194 | 2008.12.02 11:09 | t/p | 2386 | 0.01 | 1.20870 | 0.00000 | 1.20870 | 0.66 | 52398.34 |
| 12195 | 2008.12.02 11:30 | buy | 2388 | 0.01 | 1.20820 | 0.00000 | 0.00000 | |
| 12196 | 2008.12.02 11:30 | modify | 2388 | 0.01 | 1.20820 | 0.00000 | 1.20900 | |
| 12197 | 2008.12.02 12:00 | buy | 2389 | 0.01 | 1.20580 | 0.00000 | 0.00000 | |
| 12198 | 2008.12.02 12:00 | modify | 2388 | 0.01 | 1.20820 | 0.00000 | 1.20780 | |
| 12199 | 2008.12.02 12:00 | modify | 2389 | 0.01 | 1.20580 | 0.00000 | 1.20780 | |
| 12200 | 2008.12.02 12:05 | t/p | 2382 | 0.01 | 1.20470 | 0.00000 | 1.20470 | -1.49 | 52396.85 |
| 12201 | 2008.12.02 12:05 | t/p | 2383 | 0.01 | 1.20470 | 0.00000 | 1.20470 | 0.17 | 52397.02 |
| 12202 | 2008.12.02 12:05 | t/p | 2385 | 0.01 | 1.20470 | 0.00000 | 1.20470 | 1.41 | 52398.43 |
| 12203 | 2008.12.02 12:05 | t/p | 2387 | 0.01 | 1.20470 | 0.00000 | 1.20470 | 2.57 | 52401.00 |
| 12204 | 2008.12.02 12:30 | buy | 2390 | 0.01 | 1.20490 | 0.00000 | 0.00000 | |
| 12205 | 2008.12.02 12:30 | modify | 2388 | 0.01 | 1.20820 | 0.00000 | 1.20710 | |
| 12206 | 2008.12.02 12:30 | modify | 2389 | 0.01 | 1.20580 | 0.00000 | 1.20710 | |
| 12207 | 2008.12.02 12:30 | modify | 2390 | 0.01 | 1.20490 | 0.00000 | 1.20710 | |
| 12208 | 2008.12.02 12:35 | t/p | 2388 | 0.01 | 1.20710 | 0.00000 | 1.20710 | -0.91 | 52400.09 |
| 12209 | 2008.12.02 12:35 | t/p | 2389 | 0.01 | 1.20710 | 0.00000 | 1.20710 | 1.07 | 52401.16 |
| 12210 | 2008.12.02 12:35 | t/p | 2390 | 0.01 | 1.20710 | 0.00000 | 1.20710 | 1.82 | 52402.98 |
| 12211 | 2008.12.02 13:00 | buy | 2391 | 0.01 | 1.20710 | 0.00000 | 0.00000 | |
| 12212 | 2008.12.02 13:00 | modify | 2391 | 0.01 | 1.20710 | 0.00000 | 1.20790 | |
| 12213 | 2008.12.02 13:04 | t/p | 2391 | 0.01 | 1.20790 | 0.00000 | 1.20790 | 0.66 | 52403.64 |
| 12214 | 2008.12.02 13:30 | buy | 2392 | 0.01 | 1.20930 | 0.00000 | 0.00000 | |
| 12215 | 2008.12.02 13:30 | modify | 2392 | 0.01 | 1.20930 | 0.00000 | 1.21010 | |
| 12216 | 2008.12.02 14:00 | buy | 2393 | 0.01 | 1.20810 | 0.00000 | 0.00000 | |
| 12217 | 2008.12.02 14:00 | modify | 2392 | 0.01 | 1.20930 | 0.00000 | 1.20950 | |
| 12218 | 2008.12.02 14:00 | modify | 2393 | 0.01 | 1.20810 | 0.00000 | 1.20950 | |
| 12219 | 2008.12.02 14:30 | buy | 2394 | 0.01 | 1.20650 | 0.00000 | 0.00000 | |
| 12220 | 2008.12.02 14:30 | modify | 2392 | 0.01 | 1.20930 | 0.00000 | 1.20877 | |
| 12221 | 2008.12.02 14:30 | modify | 2393 | 0.01 | 1.20810 | 0.00000 | 1.20877 | |
| 12222 | 2008.12.02 14:30 | modify | 2394 | 0.01 | 1.20650 | 0.00000 | 1.20877 | |
| 12223 | 2008.12.02 15:00 | buy | 2395 | 0.01 | 1.20560 | 0.00000 | 0.00000 | |
| 12224 | 2008.12.02 15:00 | modify | 2392 | 0.01 | 1.20930 | 0.00000 | 1.20818 | |
| 12225 | 2008.12.02 15:00 | modify | 2393 | 0.01 | 1.20810 | 0.00000 | 1.20818 | |
| 12226 | 2008.12.02 15:00 | modify | 2394 | 0.01 | 1.20650 | 0.00000 | 1.20818 | |
| 12227 | 2008.12.02 15:00 | modify | 2395 | 0.01 | 1.20560 | 0.00000 | 1.20818 | |
| 12228 | 2008.12.02 15:30 | buy | 2396 | 0.01 | 1.20430 | 0.00000 | 0.00000 | |
| 12229 | 2008.12.02 15:30 | modify | 2392 | 0.01 | 1.20930 | 0.00000 | 1.20756 | |
| 12230 | 2008.12.02 15:30 | modify | 2393 | 0.01 | 1.20810 | 0.00000 | 1.20756 | |
| 12231 | 2008.12.02 15:30 | modify | 2394 | 0.01 | 1.20650 | 0.00000 | 1.20756 | |
| 12232 | 2008.12.02 15:30 | modify | 2395 | 0.01 | 1.20560 | 0.00000 | 1.20756 | |
| 12233 | 2008.12.02 15:30 | modify | 2396 | 0.01 | 1.20430 | 0.00000 | 1.20756 | |
| 12234 | 2008.12.02 17:00 | buy | 2397 | 0.02 | 1.20240 | 0.00000 | 0.00000 | |
| 12235 | 2008.12.02 17:00 | sell | 2398 | 0.01 | 1.20230 | 0.00000 | 0.00000 | |
| 12236 | 2008.12.02 17:00 | modify | 2392 | 0.01 | 1.20930 | 0.00000 | 1.20631 | |
| 12237 | 2008.12.02 17:00 | modify | 2393 | 0.01 | 1.20810 | 0.00000 | 1.20631 | |
| 12238 | 2008.12.02 17:00 | modify | 2394 | 0.01 | 1.20650 | 0.00000 | 1.20631 | |
| 12239 | 2008.12.02 17:00 | modify | 2395 | 0.01 | 1.20560 | 0.00000 | 1.20631 | |
| 12240 | 2008.12.02 17:00 | modify | 2396 | 0.01 | 1.20430 | 0.00000 | 1.20631 | |
| 12241 | 2008.12.02 17:00 | modify | 2397 | 0.02 | 1.20240 | 0.00000 | 1.20631 | |
| 12242 | 2008.12.02 17:00 | modify | 2398 | 0.01 | 1.20230 | 0.00000 | 1.20150 | |
| 12243 | 2008.12.02 17:01 | t/p | 2398 | 0.01 | 1.20150 | 0.00000 | 1.20150 | 0.67 | 52404.31 |
| 12244 | 2008.12.02 18:14 | t/p | 2392 | 0.01 | 1.20631 | 0.00000 | 1.20631 | -2.48 | 52401.83 |
| 12245 | 2008.12.02 18:14 | t/p | 2393 | 0.01 | 1.20631 | 0.00000 | 1.20631 | -1.48 | 52400.35 |
| 12246 | 2008.12.02 18:14 | t/p | 2394 | 0.01 | 1.20631 | 0.00000 | 1.20631 | -0.16 | 52400.19 |
| 12247 | 2008.12.02 18:14 | t/p | 2395 | 0.01 | 1.20631 | 0.00000 | 1.20631 | 0.59 | 52400.78 |
| 12248 | 2008.12.02 18:14 | t/p | 2396 | 0.01 | 1.20631 | 0.00000 | 1.20631 | 1.67 | 52402.45 |
| 12249 | 2008.12.02 18:14 | t/p | 2397 | 0.02 | 1.20631 | 0.00000 | 1.20631 | 6.48 | 52408.93 |
| 12250 | 2008.12.03 07:00 | buy | 2399 | 0.01 | 1.20920 | 0.00000 | 0.00000 | |
| 12251 | 2008.12.03 07:00 | modify | 2399 | 0.01 | 1.20920 | 0.00000 | 1.21000 | |
| 12252 | 2008.12.03 08:00 | buy | 2400 | 0.01 | 1.20830 | 0.00000 | 0.00000 | |
| 12253 | 2008.12.03 08:00 | modify | 2399 | 0.01 | 1.20920 | 0.00000 | 1.20955 | |
| 12254 | 2008.12.03 08:00 | modify | 2400 | 0.01 | 1.20830 | 0.00000 | 1.20955 | |
| 12255 | 2008.12.03 08:30 | buy | 2401 | 0.01 | 1.20700 | 0.00000 | 0.00000 | |
| 12256 | 2008.12.03 08:30 | modify | 2399 | 0.01 | 1.20920 | 0.00000 | 1.20897 | |
| 12257 | 2008.12.03 08:30 | modify | 2400 | 0.01 | 1.20830 | 0.00000 | 1.20897 | |
| 12258 | 2008.12.03 08:30 | modify | 2401 | 0.01 | 1.20700 | 0.00000 | 1.20897 | |
| 12259 | 2008.12.03 08:40 | t/p | 2399 | 0.01 | 1.20897 | 0.00000 | 1.20897 | -0.19 | 52408.74 |
| 12260 | 2008.12.03 08:40 | t/p | 2400 | 0.01 | 1.20897 | 0.00000 | 1.20897 | 0.55 | 52409.29 |
| 12261 | 2008.12.03 08:40 | t/p | 2401 | 0.01 | 1.20897 | 0.00000 | 1.20897 | 1.63 | 52410.92 |
| 12262 | 2008.12.03 09:00 | buy | 2402 | 0.01 | 1.20920 | 0.00000 | 0.00000 | |
| 12263 | 2008.12.03 09:00 | modify | 2402 | 0.01 | 1.20920 | 0.00000 | 1.21000 | |
| 12264 | 2008.12.03 09:30 | buy | 2403 | 0.01 | 1.20710 | 0.00000 | 0.00000 | |
| 12265 | 2008.12.03 09:30 | modify | 2402 | 0.01 | 1.20920 | 0.00000 | 1.20895 | |
| 12266 | 2008.12.03 09:30 | modify | 2403 | 0.01 | 1.20710 | 0.00000 | 1.20895 | |
| 12267 | 2008.12.03 09:56 | t/p | 2402 | 0.01 | 1.20895 | 0.00000 | 1.20895 | -0.21 | 52410.71 |
| 12268 | 2008.12.03 09:56 | t/p | 2403 | 0.01 | 1.20895 | 0.00000 | 1.20895 | 1.53 | 52412.24 |
| 12269 | 2008.12.03 10:30 | buy | 2404 | 0.01 | 1.20940 | 0.00000 | 0.00000 | |
| 12270 | 2008.12.03 10:30 | modify | 2404 | 0.01 | 1.20940 | 0.00000 | 1.21020 | |
| 12271 | 2008.12.03 10:37 | t/p | 2404 | 0.01 | 1.21020 | 0.00000 | 1.21020 | 0.66 | 52412.90 |
| 12272 | 2008.12.03 11:00 | buy | 2405 | 0.01 | 1.21030 | 0.00000 | 0.00000 | |
| 12273 | 2008.12.03 11:00 | modify | 2405 | 0.01 | 1.21030 | 0.00000 | 1.21110 | |
| 12274 | 2008.12.03 11:14 | t/p | 2405 | 0.01 | 1.21110 | 0.00000 | 1.21110 | 0.66 | 52413.56 |
| 12275 | 2008.12.03 11:30 | buy | 2406 | 0.01 | 1.21290 | 0.00000 | 0.00000 | |
| 12276 | 2008.12.03 11:30 | modify | 2406 | 0.01 | 1.21290 | 0.00000 | 1.21370 | |
| 12277 | 2008.12.03 12:00 | buy | 2407 | 0.01 | 1.21150 | 0.00000 | 0.00000 | |
| 12278 | 2008.12.03 12:00 | modify | 2406 | 0.01 | 1.21290 | 0.00000 | 1.21300 | |
| 12279 | 2008.12.03 12:00 | modify | 2407 | 0.01 | 1.21150 | 0.00000 | 1.21300 | |
| 12280 | 2008.12.03 12:30 | buy | 2408 | 0.01 | 1.20910 | 0.00000 | 0.00000 | |
| 12281 | 2008.12.03 12:30 | modify | 2406 | 0.01 | 1.21290 | 0.00000 | 1.21197 | |
| 12282 | 2008.12.03 12:30 | modify | 2407 | 0.01 | 1.21150 | 0.00000 | 1.21197 | |
| 12283 | 2008.12.03 12:30 | modify | 2408 | 0.01 | 1.20910 | 0.00000 | 1.21197 | |
| 12284 | 2008.12.03 14:52 | t/p | 2406 | 0.01 | 1.21197 | 0.00000 | 1.21197 | -0.77 | 52412.79 |
| 12285 | 2008.12.03 14:52 | t/p | 2407 | 0.01 | 1.21197 | 0.00000 | 1.21197 | 0.39 | 52413.18 |
| 12286 | 2008.12.03 14:52 | t/p | 2408 | 0.01 | 1.21197 | 0.00000 | 1.21197 | 2.37 | 52415.55 |
| 12287 | 2008.12.03 15:00 | buy | 2409 | 0.01 | 1.21380 | 0.00000 | 0.00000 | |
| 12288 | 2008.12.03 15:00 | modify | 2409 | 0.01 | 1.21380 | 0.00000 | 1.21460 | |
| 12289 | 2008.12.03 15:02 | t/p | 2409 | 0.01 | 1.21460 | 0.00000 | 1.21460 | 0.66 | 52416.21 |
| 12290 | 2008.12.03 15:30 | buy | 2410 | 0.01 | 1.21560 | 0.00000 | 0.00000 | |
| 12291 | 2008.12.03 15:30 | modify | 2410 | 0.01 | 1.21560 | 0.00000 | 1.21640 | |
| 12292 | 2008.12.03 15:31 | t/p | 2410 | 0.01 | 1.21640 | 0.00000 | 1.21640 | 0.66 | 52416.87 |
| 12293 | 2008.12.03 16:00 | buy | 2411 | 0.01 | 1.21570 | 0.00000 | 0.00000 | |
| 12294 | 2008.12.03 16:00 | modify | 2411 | 0.01 | 1.21570 | 0.00000 | 1.21650 | |
| 12295 | 2008.12.03 16:30 | buy | 2412 | 0.01 | 1.21480 | 0.00000 | 0.00000 | |
| 12296 | 2008.12.03 16:30 | modify | 2411 | 0.01 | 1.21570 | 0.00000 | 1.21605 | |
| 12297 | 2008.12.03 16:30 | modify | 2412 | 0.01 | 1.21480 | 0.00000 | 1.21605 | |
| 12298 | 2008.12.03 17:23 | t/p | 2411 | 0.01 | 1.21605 | 0.00000 | 1.21605 | 0.29 | 52417.16 |
| 12299 | 2008.12.03 17:23 | t/p | 2412 | 0.01 | 1.21605 | 0.00000 | 1.21605 | 1.03 | 52418.19 |
| 12300 | 2008.12.03 17:30 | buy | 2413 | 0.01 | 1.21540 | 0.00000 | 0.00000 | |