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 |
| 12301 | 2008.12.03 17:30 | modify | 2413 | 0.01 | 1.21540 | 0.00000 | 1.21620 | ||
| 12302 | 2008.12.03 17:39 | t/p | 2413 | 0.01 | 1.21620 | 0.00000 | 1.21620 | 0.66 | 52418.85 |
| 12303 | 2008.12.04 10:00 | buy | 2414 | 0.01 | 1.21130 | 0.00000 | 0.00000 | ||
| 12304 | 2008.12.04 10:00 | modify | 2414 | 0.01 | 1.21130 | 0.00000 | 1.21210 | ||
| 12305 | 2008.12.04 10:12 | t/p | 2414 | 0.01 | 1.21210 | 0.00000 | 1.21210 | 0.66 | 52419.51 |
| 12306 | 2008.12.04 10:30 | buy | 2415 | 0.01 | 1.21290 | 0.00000 | 0.00000 | ||
| 12307 | 2008.12.04 10:30 | modify | 2415 | 0.01 | 1.21290 | 0.00000 | 1.21370 | ||
| 12308 | 2008.12.04 10:31 | t/p | 2415 | 0.01 | 1.21370 | 0.00000 | 1.21370 | 0.66 | 52420.17 |
| 12309 | 2008.12.04 11:00 | buy | 2416 | 0.01 | 1.21530 | 0.00000 | 0.00000 | ||
| 12310 | 2008.12.04 11:00 | modify | 2416 | 0.01 | 1.21530 | 0.00000 | 1.21610 | ||
| 12311 | 2008.12.04 11:00 | t/p | 2416 | 0.01 | 1.21610 | 0.00000 | 1.21610 | 0.66 | 52420.83 |
| 12312 | 2008.12.04 11:30 | buy | 2417 | 0.01 | 1.21820 | 0.00000 | 0.00000 | ||
| 12313 | 2008.12.04 11:30 | modify | 2417 | 0.01 | 1.21820 | 0.00000 | 1.21900 | ||
| 12314 | 2008.12.04 12:00 | buy | 2418 | 0.01 | 1.21630 | 0.00000 | 0.00000 | ||
| 12315 | 2008.12.04 12:00 | modify | 2417 | 0.01 | 1.21820 | 0.00000 | 1.21805 | ||
| 12316 | 2008.12.04 12:00 | modify | 2418 | 0.01 | 1.21630 | 0.00000 | 1.21805 | ||
| 12317 | 2008.12.04 12:52 | t/p | 2417 | 0.01 | 1.21805 | 0.00000 | 1.21805 | -0.12 | 52420.71 |
| 12318 | 2008.12.04 12:52 | t/p | 2418 | 0.01 | 1.21805 | 0.00000 | 1.21805 | 1.43 | 52422.14 |
| 12319 | 2008.12.04 13:00 | buy | 2419 | 0.01 | 1.21840 | 0.00000 | 0.00000 | ||
| 12320 | 2008.12.04 13:00 | modify | 2419 | 0.01 | 1.21840 | 0.00000 | 1.21920 | ||
| 12321 | 2008.12.04 13:30 | buy | 2420 | 0.01 | 1.21560 | 0.00000 | 0.00000 | ||
| 12322 | 2008.12.04 13:30 | modify | 2419 | 0.01 | 1.21840 | 0.00000 | 1.21780 | ||
| 12323 | 2008.12.04 13:30 | modify | 2420 | 0.01 | 1.21560 | 0.00000 | 1.21780 | ||
| 12324 | 2008.12.04 14:00 | buy | 2421 | 0.01 | 1.21450 | 0.00000 | 0.00000 | ||
| 12325 | 2008.12.04 14:00 | modify | 2419 | 0.01 | 1.21840 | 0.00000 | 1.21697 | ||
| 12326 | 2008.12.04 14:00 | modify | 2420 | 0.01 | 1.21560 | 0.00000 | 1.21697 | ||
| 12327 | 2008.12.04 14:00 | modify | 2421 | 0.01 | 1.21450 | 0.00000 | 1.21697 | ||
| 12328 | 2008.12.04 14:30 | buy | 2422 | 0.01 | 1.21290 | 0.00000 | 0.00000 | ||
| 12329 | 2008.12.04 14:30 | modify | 2419 | 0.01 | 1.21840 | 0.00000 | 1.21615 | ||
| 12330 | 2008.12.04 14:30 | modify | 2420 | 0.01 | 1.21560 | 0.00000 | 1.21615 | ||
| 12331 | 2008.12.04 14:30 | modify | 2421 | 0.01 | 1.21450 | 0.00000 | 1.21615 | ||
| 12332 | 2008.12.04 14:30 | modify | 2422 | 0.01 | 1.21290 | 0.00000 | 1.21615 | ||
| 12333 | 2008.12.04 15:48 | t/p | 2419 | 0.01 | 1.21615 | 0.00000 | 1.21615 | -1.85 | 52420.29 |
| 12334 | 2008.12.04 15:48 | t/p | 2420 | 0.01 | 1.21615 | 0.00000 | 1.21615 | 0.45 | 52420.74 |
| 12335 | 2008.12.04 15:48 | t/p | 2421 | 0.01 | 1.21615 | 0.00000 | 1.21615 | 1.35 | 52422.09 |
| 12336 | 2008.12.04 15:48 | t/p | 2422 | 0.01 | 1.21615 | 0.00000 | 1.21615 | 2.67 | 52424.76 |
| 12337 | 2008.12.04 18:00 | sell | 2423 | 0.01 | 1.20680 | 0.00000 | 0.00000 | ||
| 12338 | 2008.12.04 18:00 | modify | 2423 | 0.01 | 1.20680 | 0.00000 | 1.20600 | ||
| 12339 | 2008.12.04 18:14 | t/p | 2423 | 0.01 | 1.20600 | 0.00000 | 1.20600 | 0.66 | 52425.42 |
| 12340 | 2008.12.04 18:30 | sell | 2424 | 0.01 | 1.19860 | 0.00000 | 0.00000 | ||
| 12341 | 2008.12.04 18:30 | modify | 2424 | 0.01 | 1.19860 | 0.00000 | 1.19780 | ||
| 12342 | 2008.12.04 18:38 | t/p | 2424 | 0.01 | 1.19780 | 0.00000 | 1.19780 | 0.67 | 52426.09 |
| 12343 | 2008.12.04 19:00 | sell | 2425 | 0.01 | 1.19700 | 0.00000 | 0.00000 | ||
| 12344 | 2008.12.04 19:00 | modify | 2425 | 0.01 | 1.19700 | 0.00000 | 1.19620 | ||
| 12345 | 2008.12.04 19:01 | t/p | 2425 | 0.01 | 1.19620 | 0.00000 | 1.19620 | 0.67 | 52426.76 |
| 12346 | 2008.12.04 19:30 | sell | 2426 | 0.01 | 1.19600 | 0.00000 | 0.00000 | ||
| 12347 | 2008.12.04 19:30 | modify | 2426 | 0.01 | 1.19600 | 0.00000 | 1.19520 | ||
| 12348 | 2008.12.04 20:00 | sell | 2427 | 0.01 | 1.19770 | 0.00000 | 0.00000 | ||
| 12349 | 2008.12.04 20:00 | modify | 2426 | 0.01 | 1.19600 | 0.00000 | 1.19605 | ||
| 12350 | 2008.12.04 20:00 | modify | 2427 | 0.01 | 1.19770 | 0.00000 | 1.19605 | ||
| 12351 | 2008.12.04 20:39 | t/p | 2426 | 0.01 | 1.19605 | 0.00000 | 1.19605 | -0.05 | 52426.71 |
| 12352 | 2008.12.04 20:39 | t/p | 2427 | 0.01 | 1.19605 | 0.00000 | 1.19605 | 1.38 | 52428.09 |
| 12353 | 2008.12.05 14:00 | buy | 2428 | 0.01 | 1.21150 | 0.00000 | 0.00000 | ||
| 12354 | 2008.12.05 14:00 | modify | 2428 | 0.01 | 1.21150 | 0.00000 | 1.21230 | ||
| 12355 | 2008.12.05 14:26 | t/p | 2428 | 0.01 | 1.21230 | 0.00000 | 1.21230 | 0.66 | 52428.75 |
| 12356 | 2008.12.05 14:30 | buy | 2429 | 0.01 | 1.21240 | 0.00000 | 0.00000 | ||
| 12357 | 2008.12.05 14:30 | modify | 2429 | 0.01 | 1.21240 | 0.00000 | 1.21320 | ||
| 12358 | 2008.12.05 15:01 | t/p | 2429 | 0.01 | 1.21320 | 0.00000 | 1.21320 | 0.66 | 52429.41 |
| 12359 | 2008.12.05 17:30 | buy | 2430 | 0.01 | 1.22170 | 0.00000 | 0.00000 | ||
| 12360 | 2008.12.05 17:30 | modify | 2430 | 0.01 | 1.22170 | 0.00000 | 1.22250 | ||
| 12361 | 2008.12.05 17:41 | t/p | 2430 | 0.01 | 1.22250 | 0.00000 | 1.22250 | 0.65 | 52430.06 |
| 12362 | 2008.12.05 18:00 | buy | 2431 | 0.01 | 1.22200 | 0.00000 | 0.00000 | ||
| 12363 | 2008.12.05 18:00 | modify | 2431 | 0.01 | 1.22200 | 0.00000 | 1.22280 | ||
| 12364 | 2008.12.05 18:13 | t/p | 2431 | 0.01 | 1.22280 | 0.00000 | 1.22280 | 0.65 | 52430.71 |
| 12365 | 2008.12.08 17:30 | sell | 2432 | 0.01 | 1.20530 | 0.00000 | 0.00000 | ||
| 12366 | 2008.12.08 17:30 | modify | 2432 | 0.01 | 1.20530 | 0.00000 | 1.20450 | ||
| 12367 | 2008.12.08 17:31 | t/p | 2432 | 0.01 | 1.20450 | 0.00000 | 1.20450 | 0.66 | 52431.37 |
| 12368 | 2008.12.08 18:00 | sell | 2433 | 0.01 | 1.20380 | 0.00000 | 0.00000 | ||
| 12369 | 2008.12.08 18:00 | modify | 2433 | 0.01 | 1.20380 | 0.00000 | 1.20300 | ||
| 12370 | 2008.12.08 18:24 | t/p | 2433 | 0.01 | 1.20300 | 0.00000 | 1.20300 | 0.66 | 52432.03 |
| 12371 | 2008.12.08 18:30 | sell | 2434 | 0.01 | 1.20280 | 0.00000 | 0.00000 | ||
| 12372 | 2008.12.08 18:30 | modify | 2434 | 0.01 | 1.20280 | 0.00000 | 1.20200 | ||
| 12373 | 2008.12.08 18:37 | t/p | 2434 | 0.01 | 1.20200 | 0.00000 | 1.20200 | 0.66 | 52432.69 |
| 12374 | 2008.12.09 06:00 | buy | 2435 | 0.01 | 1.21140 | 0.00000 | 0.00000 | ||
| 12375 | 2008.12.09 06:00 | modify | 2435 | 0.01 | 1.21140 | 0.00000 | 1.21220 | ||
| 12376 | 2008.12.09 08:00 | buy | 2436 | 0.01 | 1.20890 | 0.00000 | 0.00000 | ||
| 12377 | 2008.12.09 08:00 | modify | 2435 | 0.01 | 1.21140 | 0.00000 | 1.21095 | ||
| 12378 | 2008.12.09 08:00 | modify | 2436 | 0.01 | 1.20890 | 0.00000 | 1.21095 | ||
| 12379 | 2008.12.09 09:29 | t/p | 2435 | 0.01 | 1.21095 | 0.00000 | 1.21095 | -0.37 | 52432.32 |
| 12380 | 2008.12.09 09:29 | t/p | 2436 | 0.01 | 1.21095 | 0.00000 | 1.21095 | 1.69 | 52434.01 |
| 12381 | 2008.12.09 10:30 | buy | 2437 | 0.01 | 1.21270 | 0.00000 | 0.00000 | ||
| 12382 | 2008.12.09 10:30 | modify | 2437 | 0.01 | 1.21270 | 0.00000 | 1.21350 | ||
| 12383 | 2008.12.09 11:00 | buy | 2438 | 0.01 | 1.21140 | 0.00000 | 0.00000 | ||
| 12384 | 2008.12.09 11:00 | modify | 2437 | 0.01 | 1.21270 | 0.00000 | 1.21285 | ||
| 12385 | 2008.12.09 11:00 | modify | 2438 | 0.01 | 1.21140 | 0.00000 | 1.21285 | ||
| 12386 | 2008.12.09 12:30 | buy | 2439 | 0.01 | 1.21030 | 0.00000 | 0.00000 | ||
| 12387 | 2008.12.09 12:30 | modify | 2437 | 0.01 | 1.21270 | 0.00000 | 1.21227 | ||
| 12388 | 2008.12.09 12:30 | modify | 2438 | 0.01 | 1.21140 | 0.00000 | 1.21227 | ||
| 12389 | 2008.12.09 12:30 | modify | 2439 | 0.01 | 1.21030 | 0.00000 | 1.21227 | ||
| 12390 | 2008.12.09 13:01 | t/p | 2437 | 0.01 | 1.21227 | 0.00000 | 1.21227 | -0.36 | 52433.65 |
| 12391 | 2008.12.09 13:01 | t/p | 2438 | 0.01 | 1.21227 | 0.00000 | 1.21227 | 0.72 | 52434.37 |
| 12392 | 2008.12.09 13:01 | t/p | 2439 | 0.01 | 1.21227 | 0.00000 | 1.21227 | 1.62 | 52435.99 |
| 12393 | 2008.12.09 13:30 | buy | 2440 | 0.01 | 1.21580 | 0.00000 | 0.00000 | ||
| 12394 | 2008.12.09 13:30 | modify | 2440 | 0.01 | 1.21580 | 0.00000 | 1.21660 | ||
| 12395 | 2008.12.09 14:00 | buy | 2441 | 0.01 | 1.21450 | 0.00000 | 0.00000 | ||
| 12396 | 2008.12.09 14:00 | modify | 2440 | 0.01 | 1.21580 | 0.00000 | 1.21595 | ||
| 12397 | 2008.12.09 14:00 | modify | 2441 | 0.01 | 1.21450 | 0.00000 | 1.21595 | ||
| 12398 | 2008.12.09 14:30 | buy | 2442 | 0.01 | 1.21370 | 0.00000 | 0.00000 | ||
| 12399 | 2008.12.09 14:30 | modify | 2440 | 0.01 | 1.21580 | 0.00000 | 1.21547 | ||
| 12400 | 2008.12.09 14:30 | modify | 2441 | 0.01 | 1.21450 | 0.00000 | 1.21547 | ||
| 12401 | 2008.12.09 14:30 | modify | 2442 | 0.01 | 1.21370 | 0.00000 | 1.21547 | ||
| 12402 | 2008.12.09 15:22 | t/p | 2440 | 0.01 | 1.21547 | 0.00000 | 1.21547 | -0.27 | 52435.72 |
| 12403 | 2008.12.09 15:22 | t/p | 2441 | 0.01 | 1.21547 | 0.00000 | 1.21547 | 0.80 | 52436.52 |
| 12404 | 2008.12.09 15:22 | t/p | 2442 | 0.01 | 1.21547 | 0.00000 | 1.21547 | 1.46 | 52437.98 |
| 12405 | 2008.12.09 15:30 | buy | 2443 | 0.01 | 1.21620 | 0.00000 | 0.00000 | ||
| 12406 | 2008.12.09 15:30 | modify | 2443 | 0.01 | 1.21620 | 0.00000 | 1.21700 | ||
| 12407 | 2008.12.09 15:32 | t/p | 2443 | 0.01 | 1.21700 | 0.00000 | 1.21700 | 0.66 | 52438.64 |
| 12408 | 2008.12.09 19:00 | sell | 2444 | 0.01 | 1.20620 | 0.00000 | 0.00000 | ||
| 12409 | 2008.12.09 19:00 | modify | 2444 | 0.01 | 1.20620 | 0.00000 | 1.20540 | ||
| 12410 | 2008.12.09 19:12 | t/p | 2444 | 0.01 | 1.20540 | 0.00000 | 1.20540 | 0.66 | 52439.31 |
| 12411 | 2008.12.09 19:30 | sell | 2445 | 0.01 | 1.20270 | 0.00000 | 0.00000 | ||
| 12412 | 2008.12.09 19:30 | modify | 2445 | 0.01 | 1.20270 | 0.00000 | 1.20190 | ||
| 12413 | 2008.12.09 19:32 | t/p | 2445 | 0.01 | 1.20190 | 0.00000 | 1.20190 | 0.66 | 52439.97 |
| 12414 | 2008.12.09 20:00 | sell | 2446 | 0.01 | 1.20250 | 0.00000 | 0.00000 | ||
| 12415 | 2008.12.09 20:00 | modify | 2446 | 0.01 | 1.20250 | 0.00000 | 1.20170 | ||
| 12416 | 2008.12.09 20:30 | sell | 2447 | 0.01 | 1.20590 | 0.00000 | 0.00000 | ||
| 12417 | 2008.12.09 20:30 | modify | 2446 | 0.01 | 1.20250 | 0.00000 | 1.20340 | ||
| 12418 | 2008.12.09 20:30 | modify | 2447 | 0.01 | 1.20590 | 0.00000 | 1.20340 | ||
| 12419 | 2008.12.09 21:30 | sell | 2448 | 0.01 | 1.20680 | 0.00000 | 0.00000 | ||
| 12420 | 2008.12.09 21:30 | modify | 2446 | 0.01 | 1.20250 | 0.00000 | 1.20427 | ||
| 12421 | 2008.12.09 21:30 | modify | 2447 | 0.01 | 1.20590 | 0.00000 | 1.20427 | ||
| 12422 | 2008.12.09 21:30 | modify | 2448 | 0.01 | 1.20680 | 0.00000 | 1.20427 | ||
| 12423 | 2008.12.09 22:34 | t/p | 2446 | 0.01 | 1.20427 | 0.00000 | 1.20427 | -1.47 | 52438.50 |
| 12424 | 2008.12.09 22:34 | t/p | 2447 | 0.01 | 1.20427 | 0.00000 | 1.20427 | 1.35 | 52439.85 |
| 12425 | 2008.12.09 22:34 | t/p | 2448 | 0.01 | 1.20427 | 0.00000 | 1.20427 | 2.10 | 52441.94 |
| 12426 | 2008.12.10 06:00 | sell | 2449 | 0.01 | 1.20330 | 0.00000 | 0.00000 | ||
| 12427 | 2008.12.10 06:00 | modify | 2449 | 0.01 | 1.20330 | 0.00000 | 1.20250 | ||
| 12428 | 2008.12.10 08:00 | sell | 2450 | 0.01 | 1.20530 | 0.00000 | 0.00000 | ||
| 12429 | 2008.12.10 08:00 | modify | 2449 | 0.01 | 1.20330 | 0.00000 | 1.20350 | ||
| 12430 | 2008.12.10 08:00 | modify | 2450 | 0.01 | 1.20530 | 0.00000 | 1.20350 | ||
| 12431 | 2008.12.10 08:57 | t/p | 2449 | 0.01 | 1.20350 | 0.00000 | 1.20350 | -0.16 | 52441.78 |
| 12432 | 2008.12.10 08:57 | t/p | 2450 | 0.01 | 1.20350 | 0.00000 | 1.20350 | 1.50 | 52443.28 |
| 12433 | 2008.12.10 09:00 | sell | 2451 | 0.01 | 1.20270 | 0.00000 | 0.00000 | ||
| 12434 | 2008.12.10 09:00 | modify | 2451 | 0.01 | 1.20270 | 0.00000 | 1.20190 | ||
| 12435 | 2008.12.10 09:09 | t/p | 2451 | 0.01 | 1.20190 | 0.00000 | 1.20190 | 0.66 | 52443.94 |
| 12436 | 2008.12.10 09:30 | sell | 2452 | 0.01 | 1.20070 | 0.00000 | 0.00000 | ||
| 12437 | 2008.12.10 09:30 | modify | 2452 | 0.01 | 1.20070 | 0.00000 | 1.19990 | ||
| 12438 | 2008.12.10 10:00 | sell | 2453 | 0.01 | 1.20300 | 0.00000 | 0.00000 | ||
| 12439 | 2008.12.10 10:00 | modify | 2452 | 0.01 | 1.20070 | 0.00000 | 1.20105 | ||
| 12440 | 2008.12.10 10:00 | modify | 2453 | 0.01 | 1.20300 | 0.00000 | 1.20105 | ||
| 12441 | 2008.12.10 11:00 | sell | 2454 | 0.01 | 1.20410 | 0.00000 | 0.00000 | ||
| 12442 | 2008.12.10 11:00 | modify | 2452 | 0.01 | 1.20070 | 0.00000 | 1.20180 | ||
| 12443 | 2008.12.10 11:00 | modify | 2453 | 0.01 | 1.20300 | 0.00000 | 1.20180 | ||
| 12444 | 2008.12.10 11:00 | modify | 2454 | 0.01 | 1.20410 | 0.00000 | 1.20180 | ||
| 12445 | 2008.12.10 12:00 | sell | 2455 | 0.01 | 1.20570 | 0.00000 | 0.00000 | ||
| 12446 | 2008.12.10 12:00 | modify | 2452 | 0.01 | 1.20070 | 0.00000 | 1.20258 | ||
| 12447 | 2008.12.10 12:00 | modify | 2453 | 0.01 | 1.20300 | 0.00000 | 1.20258 | ||
| 12448 | 2008.12.10 12:00 | modify | 2454 | 0.01 | 1.20410 | 0.00000 | 1.20258 | ||
| 12449 | 2008.12.10 12:00 | modify | 2455 | 0.01 | 1.20570 | 0.00000 | 1.20258 | ||
| 12450 | 2008.12.10 13:00 | sell | 2456 | 0.01 | 1.20700 | 0.00000 | 0.00000 | ||