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 |
| 12451 | 2008.12.10 13:00 | modify | 2452 | 0.01 | 1.20070 | 0.00000 | 1.20330 | ||
| 12452 | 2008.12.10 13:00 | modify | 2453 | 0.01 | 1.20300 | 0.00000 | 1.20330 | ||
| 12453 | 2008.12.10 13:00 | modify | 2454 | 0.01 | 1.20410 | 0.00000 | 1.20330 | ||
| 12454 | 2008.12.10 13:00 | modify | 2455 | 0.01 | 1.20570 | 0.00000 | 1.20330 | ||
| 12455 | 2008.12.10 13:00 | modify | 2456 | 0.01 | 1.20700 | 0.00000 | 1.20330 | ||
| 12456 | 2008.12.10 15:45 | t/p | 2452 | 0.01 | 1.20330 | 0.00000 | 1.20330 | -2.16 | 52441.78 |
| 12457 | 2008.12.10 15:45 | t/p | 2453 | 0.01 | 1.20330 | 0.00000 | 1.20330 | -0.25 | 52441.53 |
| 12458 | 2008.12.10 15:45 | t/p | 2454 | 0.01 | 1.20330 | 0.00000 | 1.20330 | 0.66 | 52442.19 |
| 12459 | 2008.12.10 15:45 | t/p | 2455 | 0.01 | 1.20330 | 0.00000 | 1.20330 | 1.99 | 52444.18 |
| 12460 | 2008.12.10 15:45 | t/p | 2456 | 0.01 | 1.20330 | 0.00000 | 1.20330 | 3.07 | 52447.25 |
| 12461 | 2008.12.10 16:30 | sell | 2457 | 0.01 | 1.20000 | 0.00000 | 0.00000 | ||
| 12462 | 2008.12.10 16:30 | modify | 2457 | 0.01 | 1.20000 | 0.00000 | 1.19920 | ||
| 12463 | 2008.12.10 16:38 | t/p | 2457 | 0.01 | 1.19920 | 0.00000 | 1.19920 | 0.67 | 52447.92 |
| 12464 | 2008.12.10 17:00 | sell | 2458 | 0.01 | 1.19770 | 0.00000 | 0.00000 | ||
| 12465 | 2008.12.10 17:00 | modify | 2458 | 0.01 | 1.19770 | 0.00000 | 1.19690 | ||
| 12466 | 2008.12.10 17:06 | t/p | 2458 | 0.01 | 1.19690 | 0.00000 | 1.19690 | 0.67 | 52448.59 |
| 12467 | 2008.12.10 17:30 | sell | 2459 | 0.01 | 1.19490 | 0.00000 | 0.00000 | ||
| 12468 | 2008.12.10 17:30 | modify | 2459 | 0.01 | 1.19490 | 0.00000 | 1.19410 | ||
| 12469 | 2008.12.10 18:00 | sell | 2460 | 0.01 | 1.19890 | 0.00000 | 0.00000 | ||
| 12470 | 2008.12.10 18:00 | modify | 2459 | 0.01 | 1.19490 | 0.00000 | 1.19610 | ||
| 12471 | 2008.12.10 18:00 | modify | 2460 | 0.01 | 1.19890 | 0.00000 | 1.19610 | ||
| 12472 | 2008.12.10 18:14 | t/p | 2459 | 0.01 | 1.19610 | 0.00000 | 1.19610 | -1.00 | 52447.59 |
| 12473 | 2008.12.10 18:14 | t/p | 2460 | 0.01 | 1.19610 | 0.00000 | 1.19610 | 2.34 | 52449.93 |
| 12474 | 2008.12.10 18:30 | sell | 2461 | 0.01 | 1.19610 | 0.00000 | 0.00000 | ||
| 12475 | 2008.12.10 18:30 | modify | 2461 | 0.01 | 1.19610 | 0.00000 | 1.19530 | ||
| 12476 | 2008.12.10 18:48 | t/p | 2461 | 0.01 | 1.19530 | 0.00000 | 1.19530 | 0.67 | 52450.60 |
| 12477 | 2008.12.10 19:30 | sell | 2462 | 0.01 | 1.19470 | 0.00000 | 0.00000 | ||
| 12478 | 2008.12.10 19:30 | modify | 2462 | 0.01 | 1.19470 | 0.00000 | 1.19390 | ||
| 12479 | 2008.12.10 19:55 | t/p | 2462 | 0.01 | 1.19390 | 0.00000 | 1.19390 | 0.67 | 52451.27 |
| 12480 | 2008.12.11 05:30 | sell | 2463 | 0.01 | 1.19560 | 0.00000 | 0.00000 | ||
| 12481 | 2008.12.11 05:30 | modify | 2463 | 0.01 | 1.19560 | 0.00000 | 1.19480 | ||
| 12482 | 2008.12.11 05:38 | t/p | 2463 | 0.01 | 1.19480 | 0.00000 | 1.19480 | 0.67 | 52451.94 |
| 12483 | 2008.12.11 06:00 | sell | 2464 | 0.01 | 1.19530 | 0.00000 | 0.00000 | ||
| 12484 | 2008.12.11 06:00 | modify | 2464 | 0.01 | 1.19530 | 0.00000 | 1.19450 | ||
| 12485 | 2008.12.11 07:00 | sell | 2465 | 0.01 | 1.19640 | 0.00000 | 0.00000 | ||
| 12486 | 2008.12.11 07:00 | modify | 2464 | 0.01 | 1.19530 | 0.00000 | 1.19505 | ||
| 12487 | 2008.12.11 07:00 | modify | 2465 | 0.01 | 1.19640 | 0.00000 | 1.19505 | ||
| 12488 | 2008.12.11 07:27 | t/p | 2464 | 0.01 | 1.19505 | 0.00000 | 1.19505 | 0.21 | 52452.15 |
| 12489 | 2008.12.11 07:27 | t/p | 2465 | 0.01 | 1.19505 | 0.00000 | 1.19505 | 1.13 | 52453.28 |
| 12490 | 2008.12.11 07:30 | sell | 2466 | 0.01 | 1.19440 | 0.00000 | 0.00000 | ||
| 12491 | 2008.12.11 07:30 | modify | 2466 | 0.01 | 1.19440 | 0.00000 | 1.19360 | ||
| 12492 | 2008.12.11 07:30 | t/p | 2466 | 0.01 | 1.19360 | 0.00000 | 1.19360 | 0.67 | 52453.95 |
| 12493 | 2008.12.11 08:00 | sell | 2467 | 0.01 | 1.19080 | 0.00000 | 0.00000 | ||
| 12494 | 2008.12.11 08:00 | modify | 2467 | 0.01 | 1.19080 | 0.00000 | 1.19000 | ||
| 12495 | 2008.12.11 08:04 | t/p | 2467 | 0.01 | 1.19000 | 0.00000 | 1.19000 | 0.67 | 52454.62 |
| 12496 | 2008.12.11 08:30 | sell | 2468 | 0.01 | 1.18960 | 0.00000 | 0.00000 | ||
| 12497 | 2008.12.11 08:30 | modify | 2468 | 0.01 | 1.18960 | 0.00000 | 1.18880 | ||
| 12498 | 2008.12.11 09:00 | sell | 2469 | 0.01 | 1.19090 | 0.00000 | 0.00000 | ||
| 12499 | 2008.12.11 09:00 | modify | 2468 | 0.01 | 1.18960 | 0.00000 | 1.18945 | ||
| 12500 | 2008.12.11 09:00 | modify | 2469 | 0.01 | 1.19090 | 0.00000 | 1.18945 | ||
| 12501 | 2008.12.11 09:39 | t/p | 2468 | 0.01 | 1.18945 | 0.00000 | 1.18945 | 0.13 | 52454.75 |
| 12502 | 2008.12.11 09:39 | t/p | 2469 | 0.01 | 1.18945 | 0.00000 | 1.18945 | 1.22 | 52455.97 |
| 12503 | 2008.12.11 10:00 | sell | 2470 | 0.01 | 1.19090 | 0.00000 | 0.00000 | ||
| 12504 | 2008.12.11 10:00 | modify | 2470 | 0.01 | 1.19090 | 0.00000 | 1.19010 | ||
| 12505 | 2008.12.11 10:08 | t/p | 2470 | 0.01 | 1.19010 | 0.00000 | 1.19010 | 0.67 | 52456.64 |
| 12506 | 2008.12.11 15:00 | sell | 2471 | 0.01 | 1.18900 | 0.00000 | 0.00000 | ||
| 12507 | 2008.12.11 15:00 | modify | 2471 | 0.01 | 1.18900 | 0.00000 | 1.18820 | ||
| 12508 | 2008.12.11 15:30 | sell | 2472 | 0.01 | 1.19140 | 0.00000 | 0.00000 | ||
| 12509 | 2008.12.11 15:30 | modify | 2471 | 0.01 | 1.18900 | 0.00000 | 1.18940 | ||
| 12510 | 2008.12.11 15:30 | modify | 2472 | 0.01 | 1.19140 | 0.00000 | 1.18940 | ||
| 12511 | 2008.12.11 15:32 | t/p | 2471 | 0.01 | 1.18940 | 0.00000 | 1.18940 | -0.34 | 52456.30 |
| 12512 | 2008.12.11 15:32 | t/p | 2472 | 0.01 | 1.18940 | 0.00000 | 1.18940 | 1.68 | 52457.98 |
| 12513 | 2008.12.11 16:30 | sell | 2473 | 0.01 | 1.18740 | 0.00000 | 0.00000 | ||
| 12514 | 2008.12.11 16:30 | modify | 2473 | 0.01 | 1.18740 | 0.00000 | 1.18660 | ||
| 12515 | 2008.12.11 17:29 | t/p | 2473 | 0.01 | 1.18660 | 0.00000 | 1.18660 | 0.67 | 52458.65 |
| 12516 | 2008.12.11 17:30 | sell | 2474 | 0.01 | 1.18710 | 0.00000 | 0.00000 | ||
| 12517 | 2008.12.11 17:30 | modify | 2474 | 0.01 | 1.18710 | 0.00000 | 1.18630 | ||
| 12518 | 2008.12.11 18:00 | sell | 2475 | 0.01 | 1.19020 | 0.00000 | 0.00000 | ||
| 12519 | 2008.12.11 18:00 | modify | 2474 | 0.01 | 1.18710 | 0.00000 | 1.18785 | ||
| 12520 | 2008.12.11 18:00 | modify | 2475 | 0.01 | 1.19020 | 0.00000 | 1.18785 | ||
| 12521 | 2008.12.11 18:41 | t/p | 2474 | 0.01 | 1.18785 | 0.00000 | 1.18785 | -0.63 | 52458.02 |
| 12522 | 2008.12.11 18:41 | t/p | 2475 | 0.01 | 1.18785 | 0.00000 | 1.18785 | 1.98 | 52460.00 |
| 12523 | 2008.12.11 19:30 | sell | 2476 | 0.01 | 1.18520 | 0.00000 | 0.00000 | ||
| 12524 | 2008.12.11 19:30 | modify | 2476 | 0.01 | 1.18520 | 0.00000 | 1.18440 | ||
| 12525 | 2008.12.11 19:31 | t/p | 2476 | 0.01 | 1.18440 | 0.00000 | 1.18440 | 0.67 | 52460.67 |
| 12526 | 2008.12.11 20:00 | sell | 2477 | 0.01 | 1.17950 | 0.00000 | 0.00000 | ||
| 12527 | 2008.12.11 20:00 | modify | 2477 | 0.01 | 1.17950 | 0.00000 | 1.17870 | ||
| 12528 | 2008.12.11 20:30 | sell | 2478 | 0.01 | 1.18060 | 0.00000 | 0.00000 | ||
| 12529 | 2008.12.11 20:30 | modify | 2477 | 0.01 | 1.17950 | 0.00000 | 1.17925 | ||
| 12530 | 2008.12.11 20:30 | modify | 2478 | 0.01 | 1.18060 | 0.00000 | 1.17925 | ||
| 12531 | 2008.12.11 21:00 | sell | 2479 | 0.01 | 1.18430 | 0.00000 | 0.00000 | ||
| 12532 | 2008.12.11 21:00 | modify | 2477 | 0.01 | 1.17950 | 0.00000 | 1.18067 | ||
| 12533 | 2008.12.11 21:00 | modify | 2478 | 0.01 | 1.18060 | 0.00000 | 1.18067 | ||
| 12534 | 2008.12.11 21:00 | modify | 2479 | 0.01 | 1.18430 | 0.00000 | 1.18067 | ||
| 12535 | 2008.12.11 21:30 | sell | 2480 | 0.01 | 1.18550 | 0.00000 | 0.00000 | ||
| 12536 | 2008.12.11 21:30 | modify | 2477 | 0.01 | 1.17950 | 0.00000 | 1.18168 | ||
| 12537 | 2008.12.11 21:30 | modify | 2478 | 0.01 | 1.18060 | 0.00000 | 1.18168 | ||
| 12538 | 2008.12.11 21:30 | modify | 2479 | 0.01 | 1.18430 | 0.00000 | 1.18168 | ||
| 12539 | 2008.12.11 21:30 | modify | 2480 | 0.01 | 1.18550 | 0.00000 | 1.18168 | ||
| 12540 | 2008.12.11 22:00 | sell | 2481 | 0.01 | 1.18680 | 0.00000 | 0.00000 | ||
| 12541 | 2008.12.11 22:00 | modify | 2477 | 0.01 | 1.17950 | 0.00000 | 1.18254 | ||
| 12542 | 2008.12.11 22:00 | modify | 2478 | 0.01 | 1.18060 | 0.00000 | 1.18254 | ||
| 12543 | 2008.12.11 22:00 | modify | 2479 | 0.01 | 1.18430 | 0.00000 | 1.18254 | ||
| 12544 | 2008.12.11 22:00 | modify | 2480 | 0.01 | 1.18550 | 0.00000 | 1.18254 | ||
| 12545 | 2008.12.11 22:00 | modify | 2481 | 0.01 | 1.18680 | 0.00000 | 1.18254 | ||
| 12546 | 2008.12.12 05:05 | t/p | 2477 | 0.01 | 1.18254 | 0.00000 | 1.18254 | -2.61 | 52458.06 |
| 12547 | 2008.12.12 05:05 | t/p | 2478 | 0.01 | 1.18254 | 0.00000 | 1.18254 | -1.68 | 52456.38 |
| 12548 | 2008.12.12 05:05 | t/p | 2479 | 0.01 | 1.18254 | 0.00000 | 1.18254 | 1.45 | 52457.83 |
| 12549 | 2008.12.12 05:05 | t/p | 2480 | 0.01 | 1.18254 | 0.00000 | 1.18254 | 2.47 | 52460.30 |
| 12550 | 2008.12.12 05:05 | t/p | 2481 | 0.01 | 1.18254 | 0.00000 | 1.18254 | 3.57 | 52463.87 |
| 12551 | 2008.12.12 06:00 | sell | 2482 | 0.01 | 1.17770 | 0.00000 | 0.00000 | ||
| 12552 | 2008.12.12 06:00 | modify | 2482 | 0.01 | 1.17770 | 0.00000 | 1.17690 | ||
| 12553 | 2008.12.12 06:30 | sell | 2483 | 0.01 | 1.18200 | 0.00000 | 0.00000 | ||
| 12554 | 2008.12.12 06:30 | modify | 2482 | 0.01 | 1.17770 | 0.00000 | 1.17905 | ||
| 12555 | 2008.12.12 06:30 | modify | 2483 | 0.01 | 1.18200 | 0.00000 | 1.17905 | ||
| 12556 | 2008.12.12 06:31 | t/p | 2482 | 0.01 | 1.17905 | 0.00000 | 1.17905 | -1.14 | 52462.73 |
| 12557 | 2008.12.12 06:31 | t/p | 2483 | 0.01 | 1.17905 | 0.00000 | 1.17905 | 2.50 | 52465.23 |
| 12558 | 2008.12.12 07:00 | sell | 2484 | 0.01 | 1.17830 | 0.00000 | 0.00000 | ||
| 12559 | 2008.12.12 07:00 | modify | 2484 | 0.01 | 1.17830 | 0.00000 | 1.17750 | ||
| 12560 | 2008.12.12 07:06 | t/p | 2484 | 0.01 | 1.17750 | 0.00000 | 1.17750 | 0.68 | 52465.91 |
| 12561 | 2008.12.12 12:00 | sell | 2485 | 0.01 | 1.17740 | 0.00000 | 0.00000 | ||
| 12562 | 2008.12.12 12:00 | modify | 2485 | 0.01 | 1.17740 | 0.00000 | 1.17660 | ||
| 12563 | 2008.12.12 13:00 | sell | 2486 | 0.01 | 1.18010 | 0.00000 | 0.00000 | ||
| 12564 | 2008.12.12 13:00 | modify | 2485 | 0.01 | 1.17740 | 0.00000 | 1.17795 | ||
| 12565 | 2008.12.12 13:00 | modify | 2486 | 0.01 | 1.18010 | 0.00000 | 1.17795 | ||
| 12566 | 2008.12.12 13:30 | sell | 2487 | 0.01 | 1.18290 | 0.00000 | 0.00000 | ||
| 12567 | 2008.12.12 13:30 | modify | 2485 | 0.01 | 1.17740 | 0.00000 | 1.17933 | ||
| 12568 | 2008.12.12 13:30 | modify | 2486 | 0.01 | 1.18010 | 0.00000 | 1.17933 | ||
| 12569 | 2008.12.12 13:30 | modify | 2487 | 0.01 | 1.18290 | 0.00000 | 1.17933 | ||
| 12570 | 2008.12.12 13:41 | t/p | 2485 | 0.01 | 1.17933 | 0.00000 | 1.17933 | -1.64 | 52464.27 |
| 12571 | 2008.12.12 13:41 | t/p | 2486 | 0.01 | 1.17933 | 0.00000 | 1.17933 | 0.65 | 52464.92 |
| 12572 | 2008.12.12 13:41 | t/p | 2487 | 0.01 | 1.17933 | 0.00000 | 1.17933 | 3.02 | 52467.94 |
| 12573 | 2008.12.12 16:00 | sell | 2488 | 0.01 | 1.17810 | 0.00000 | 0.00000 | ||
| 12574 | 2008.12.12 16:00 | modify | 2488 | 0.01 | 1.17810 | 0.00000 | 1.17730 | ||
| 12575 | 2008.12.12 16:02 | t/p | 2488 | 0.01 | 1.17730 | 0.00000 | 1.17730 | 0.68 | 52468.62 |
| 12576 | 2008.12.12 17:00 | sell | 2489 | 0.01 | 1.17670 | 0.00000 | 0.00000 | ||
| 12577 | 2008.12.12 17:00 | modify | 2489 | 0.01 | 1.17670 | 0.00000 | 1.17590 | ||
| 12578 | 2008.12.12 17:30 | sell | 2490 | 0.01 | 1.17780 | 0.00000 | 0.00000 | ||
| 12579 | 2008.12.12 17:30 | modify | 2489 | 0.01 | 1.17670 | 0.00000 | 1.17645 | ||
| 12580 | 2008.12.12 17:30 | modify | 2490 | 0.01 | 1.17780 | 0.00000 | 1.17645 | ||
| 12581 | 2008.12.12 17:38 | t/p | 2489 | 0.01 | 1.17645 | 0.00000 | 1.17645 | 0.21 | 52468.83 |
| 12582 | 2008.12.12 17:38 | t/p | 2490 | 0.01 | 1.17645 | 0.00000 | 1.17645 | 1.14 | 52469.97 |
| 12583 | 2008.12.12 22:30 | sell | 2491 | 0.01 | 1.17550 | 0.00000 | 0.00000 | ||
| 12584 | 2008.12.12 22:30 | modify | 2491 | 0.01 | 1.17550 | 0.00000 | 1.17470 | ||
| 12585 | 2008.12.12 23:00 | sell | 2492 | 0.01 | 1.17650 | 0.00000 | 0.00000 | ||
| 12586 | 2008.12.12 23:00 | modify | 2491 | 0.01 | 1.17550 | 0.00000 | 1.17520 | ||
| 12587 | 2008.12.12 23:00 | modify | 2492 | 0.01 | 1.17650 | 0.00000 | 1.17520 | ||
| 12588 | 2008.12.15 00:12 | t/p | 2491 | 0.01 | 1.17520 | 0.00000 | 1.17520 | 0.22 | 52470.18 |
| 12589 | 2008.12.15 00:12 | t/p | 2492 | 0.01 | 1.17520 | 0.00000 | 1.17520 | 1.07 | 52471.25 |
| 12590 | 2008.12.15 00:30 | sell | 2493 | 0.01 | 1.17530 | 0.00000 | 0.00000 | ||
| 12591 | 2008.12.15 00:30 | modify | 2493 | 0.01 | 1.17530 | 0.00000 | 1.17450 | ||
| 12592 | 2008.12.15 00:47 | t/p | 2493 | 0.01 | 1.17450 | 0.00000 | 1.17450 | 0.68 | 52471.93 |
| 12593 | 2008.12.15 01:00 | sell | 2494 | 0.01 | 1.17390 | 0.00000 | 0.00000 | ||
| 12594 | 2008.12.15 01:00 | modify | 2494 | 0.01 | 1.17390 | 0.00000 | 1.17310 | ||
| 12595 | 2008.12.15 01:16 | t/p | 2494 | 0.01 | 1.17310 | 0.00000 | 1.17310 | 0.68 | 52472.61 |
| 12596 | 2008.12.15 01:30 | sell | 2495 | 0.01 | 1.17160 | 0.00000 | 0.00000 | ||
| 12597 | 2008.12.15 01:30 | modify | 2495 | 0.01 | 1.17160 | 0.00000 | 1.17080 | ||
| 12598 | 2008.12.15 01:33 | t/p | 2495 | 0.01 | 1.17080 | 0.00000 | 1.17080 | 0.68 | 52473.29 |
| 12599 | 2008.12.15 02:30 | sell | 2496 | 0.01 | 1.17190 | 0.00000 | 0.00000 | ||
| 12600 | 2008.12.15 02:30 | modify | 2496 | 0.01 | 1.17190 | 0.00000 | 1.17110 | ||