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 |
| 12751 | 2008.12.17 17:00 | sell | 2541 | 0.01 | 1.08740 | 0.00000 | 0.00000 | ||
| 12752 | 2008.12.17 17:00 | modify | 2541 | 0.01 | 1.08740 | 0.00000 | 1.08660 | ||
| 12753 | 2008.12.17 17:01 | t/p | 2541 | 0.01 | 1.08660 | 0.00000 | 1.08660 | 0.74 | 52505.45 |
| 12754 | 2008.12.17 17:30 | sell | 2542 | 0.01 | 1.08590 | 0.00000 | 0.00000 | ||
| 12755 | 2008.12.17 17:30 | modify | 2542 | 0.01 | 1.08590 | 0.00000 | 1.08510 | ||
| 12756 | 2008.12.17 17:31 | t/p | 2542 | 0.01 | 1.08510 | 0.00000 | 1.08510 | 0.74 | 52506.19 |
| 12757 | 2008.12.17 18:00 | sell | 2543 | 0.01 | 1.08530 | 0.00000 | 0.00000 | ||
| 12758 | 2008.12.17 18:00 | modify | 2543 | 0.01 | 1.08530 | 0.00000 | 1.08450 | ||
| 12759 | 2008.12.17 18:05 | t/p | 2543 | 0.01 | 1.08450 | 0.00000 | 1.08450 | 0.74 | 52506.93 |
| 12760 | 2008.12.18 07:30 | sell | 2544 | 0.01 | 1.06440 | 0.00000 | 0.00000 | ||
| 12761 | 2008.12.18 07:30 | modify | 2544 | 0.01 | 1.06440 | 0.00000 | 1.06360 | ||
| 12762 | 2008.12.18 08:00 | sell | 2545 | 0.01 | 1.06760 | 0.00000 | 0.00000 | ||
| 12763 | 2008.12.18 08:00 | modify | 2544 | 0.01 | 1.06440 | 0.00000 | 1.06520 | ||
| 12764 | 2008.12.18 08:00 | modify | 2545 | 0.01 | 1.06760 | 0.00000 | 1.06520 | ||
| 12765 | 2008.12.18 08:30 | sell | 2546 | 0.01 | 1.07040 | 0.00000 | 0.00000 | ||
| 12766 | 2008.12.18 08:30 | modify | 2544 | 0.01 | 1.06440 | 0.00000 | 1.06667 | ||
| 12767 | 2008.12.18 08:30 | modify | 2545 | 0.01 | 1.06760 | 0.00000 | 1.06667 | ||
| 12768 | 2008.12.18 08:30 | modify | 2546 | 0.01 | 1.07040 | 0.00000 | 1.06667 | ||
| 12769 | 2008.12.18 09:00 | sell | 2547 | 0.01 | 1.07160 | 0.00000 | 0.00000 | ||
| 12770 | 2008.12.18 09:00 | modify | 2544 | 0.01 | 1.06440 | 0.00000 | 1.06770 | ||
| 12771 | 2008.12.18 09:00 | modify | 2545 | 0.01 | 1.06760 | 0.00000 | 1.06770 | ||
| 12772 | 2008.12.18 09:00 | modify | 2546 | 0.01 | 1.07040 | 0.00000 | 1.06770 | ||
| 12773 | 2008.12.18 09:00 | modify | 2547 | 0.01 | 1.07160 | 0.00000 | 1.06770 | ||
| 12774 | 2008.12.18 09:30 | sell | 2548 | 0.01 | 1.07590 | 0.00000 | 0.00000 | ||
| 12775 | 2008.12.18 09:30 | modify | 2544 | 0.01 | 1.06440 | 0.00000 | 1.06918 | ||
| 12776 | 2008.12.18 09:30 | modify | 2545 | 0.01 | 1.06760 | 0.00000 | 1.06918 | ||
| 12777 | 2008.12.18 09:30 | modify | 2546 | 0.01 | 1.07040 | 0.00000 | 1.06918 | ||
| 12778 | 2008.12.18 09:30 | modify | 2547 | 0.01 | 1.07160 | 0.00000 | 1.06918 | ||
| 12779 | 2008.12.18 09:30 | modify | 2548 | 0.01 | 1.07590 | 0.00000 | 1.06918 | ||
| 12780 | 2008.12.18 10:45 | t/p | 2544 | 0.01 | 1.06918 | 0.00000 | 1.06918 | -4.47 | 52502.46 |
| 12781 | 2008.12.18 10:45 | t/p | 2545 | 0.01 | 1.06918 | 0.00000 | 1.06918 | -1.48 | 52500.98 |
| 12782 | 2008.12.18 10:45 | t/p | 2546 | 0.01 | 1.06918 | 0.00000 | 1.06918 | 1.14 | 52502.12 |
| 12783 | 2008.12.18 10:45 | t/p | 2547 | 0.01 | 1.06918 | 0.00000 | 1.06918 | 2.26 | 52504.38 |
| 12784 | 2008.12.18 10:45 | t/p | 2548 | 0.01 | 1.06918 | 0.00000 | 1.06918 | 6.28 | 52510.66 |
| 12785 | 2008.12.18 11:00 | sell | 2549 | 0.01 | 1.06340 | 0.00000 | 0.00000 | ||
| 12786 | 2008.12.18 11:00 | modify | 2549 | 0.01 | 1.06340 | 0.00000 | 1.06260 | ||
| 12787 | 2008.12.18 11:08 | t/p | 2549 | 0.01 | 1.06260 | 0.00000 | 1.06260 | 0.75 | 52511.41 |
| 12788 | 2008.12.18 11:30 | sell | 2550 | 0.01 | 1.06060 | 0.00000 | 0.00000 | ||
| 12789 | 2008.12.18 11:30 | modify | 2550 | 0.01 | 1.06060 | 0.00000 | 1.05980 | ||
| 12790 | 2008.12.18 11:33 | t/p | 2550 | 0.01 | 1.05980 | 0.00000 | 1.05980 | 0.75 | 52512.16 |
| 12791 | 2008.12.18 12:00 | sell | 2551 | 0.01 | 1.04750 | 0.00000 | 0.00000 | ||
| 12792 | 2008.12.18 12:00 | modify | 2551 | 0.01 | 1.04750 | 0.00000 | 1.04670 | ||
| 12793 | 2008.12.18 12:01 | t/p | 2551 | 0.01 | 1.04670 | 0.00000 | 1.04670 | 0.76 | 52512.92 |
| 12794 | 2008.12.18 13:00 | sell | 2552 | 0.01 | 1.04870 | 0.00000 | 0.00000 | ||
| 12795 | 2008.12.18 13:00 | modify | 2552 | 0.01 | 1.04870 | 0.00000 | 1.04790 | ||
| 12796 | 2008.12.18 13:01 | t/p | 2552 | 0.01 | 1.04790 | 0.00000 | 1.04790 | 0.76 | 52513.68 |
| 12797 | 2008.12.22 02:30 | sell | 2553 | 0.01 | 1.09760 | 0.00000 | 0.00000 | ||
| 12798 | 2008.12.22 02:30 | modify | 2553 | 0.01 | 1.09760 | 0.00000 | 1.09680 | ||
| 12799 | 2008.12.22 02:31 | t/p | 2553 | 0.01 | 1.09680 | 0.00000 | 1.09680 | 0.73 | 52514.41 |
| 12800 | 2008.12.22 09:30 | sell | 2554 | 0.01 | 1.09550 | 0.00000 | 0.00000 | ||
| 12801 | 2008.12.22 09:30 | modify | 2554 | 0.01 | 1.09550 | 0.00000 | 1.09470 | ||
| 12802 | 2008.12.22 09:31 | t/p | 2554 | 0.01 | 1.09470 | 0.00000 | 1.09470 | 0.73 | 52515.14 |
| 12803 | 2008.12.22 10:00 | sell | 2555 | 0.01 | 1.09470 | 0.00000 | 0.00000 | ||
| 12804 | 2008.12.22 10:00 | modify | 2555 | 0.01 | 1.09470 | 0.00000 | 1.09390 | ||
| 12805 | 2008.12.22 10:01 | t/p | 2555 | 0.01 | 1.09390 | 0.00000 | 1.09390 | 0.73 | 52515.87 |
| 12806 | 2008.12.22 10:30 | sell | 2556 | 0.01 | 1.09310 | 0.00000 | 0.00000 | ||
| 12807 | 2008.12.22 10:30 | modify | 2556 | 0.01 | 1.09310 | 0.00000 | 1.09230 | ||
| 12808 | 2008.12.22 11:00 | sell | 2557 | 0.01 | 1.09440 | 0.00000 | 0.00000 | ||
| 12809 | 2008.12.22 11:00 | modify | 2556 | 0.01 | 1.09310 | 0.00000 | 1.09295 | ||
| 12810 | 2008.12.22 11:00 | modify | 2557 | 0.01 | 1.09440 | 0.00000 | 1.09295 | ||
| 12811 | 2008.12.22 11:33 | t/p | 2556 | 0.01 | 1.09295 | 0.00000 | 1.09295 | 0.14 | 52516.01 |
| 12812 | 2008.12.22 11:33 | t/p | 2557 | 0.01 | 1.09295 | 0.00000 | 1.09295 | 1.33 | 52517.34 |
| 12813 | 2008.12.22 12:00 | sell | 2558 | 0.01 | 1.08840 | 0.00000 | 0.00000 | ||
| 12814 | 2008.12.22 12:00 | modify | 2558 | 0.01 | 1.08840 | 0.00000 | 1.08760 | ||
| 12815 | 2008.12.22 12:30 | sell | 2559 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 12816 | 2008.12.22 12:30 | modify | 2558 | 0.01 | 1.08840 | 0.00000 | 1.09065 | ||
| 12817 | 2008.12.22 12:30 | modify | 2559 | 0.01 | 1.09450 | 0.00000 | 1.09065 | ||
| 12818 | 2008.12.22 13:00 | sell | 2560 | 0.01 | 1.09740 | 0.00000 | 0.00000 | ||
| 12819 | 2008.12.22 13:00 | modify | 2558 | 0.01 | 1.08840 | 0.00000 | 1.09263 | ||
| 12820 | 2008.12.22 13:00 | modify | 2559 | 0.01 | 1.09450 | 0.00000 | 1.09263 | ||
| 12821 | 2008.12.22 13:00 | modify | 2560 | 0.01 | 1.09740 | 0.00000 | 1.09263 | ||
| 12822 | 2008.12.22 14:00 | sell | 2561 | 0.01 | 1.09890 | 0.00000 | 0.00000 | ||
| 12823 | 2008.12.22 14:00 | modify | 2558 | 0.01 | 1.08840 | 0.00000 | 1.09400 | ||
| 12824 | 2008.12.22 14:00 | modify | 2559 | 0.01 | 1.09450 | 0.00000 | 1.09400 | ||
| 12825 | 2008.12.22 14:00 | modify | 2560 | 0.01 | 1.09740 | 0.00000 | 1.09400 | ||
| 12826 | 2008.12.22 14:00 | modify | 2561 | 0.01 | 1.09890 | 0.00000 | 1.09400 | ||
| 12827 | 2008.12.22 17:00 | t/p | 2558 | 0.01 | 1.09400 | 0.00000 | 1.09400 | -5.12 | 52512.22 |
| 12828 | 2008.12.22 17:00 | t/p | 2559 | 0.01 | 1.09400 | 0.00000 | 1.09400 | 0.46 | 52512.68 |
| 12829 | 2008.12.22 17:00 | t/p | 2560 | 0.01 | 1.09400 | 0.00000 | 1.09400 | 3.11 | 52515.79 |
| 12830 | 2008.12.22 17:00 | t/p | 2561 | 0.01 | 1.09400 | 0.00000 | 1.09400 | 4.48 | 52520.27 |
| 12831 | 2008.12.22 20:00 | sell | 2562 | 0.01 | 1.09120 | 0.00000 | 0.00000 | ||
| 12832 | 2008.12.22 20:00 | modify | 2562 | 0.01 | 1.09120 | 0.00000 | 1.09040 | ||
| 12833 | 2008.12.22 20:30 | sell | 2563 | 0.01 | 1.09260 | 0.00000 | 0.00000 | ||
| 12834 | 2008.12.22 20:30 | modify | 2562 | 0.01 | 1.09120 | 0.00000 | 1.09110 | ||
| 12835 | 2008.12.22 20:30 | modify | 2563 | 0.01 | 1.09260 | 0.00000 | 1.09110 | ||
| 12836 | 2008.12.22 21:13 | t/p | 2562 | 0.01 | 1.09110 | 0.00000 | 1.09110 | 0.09 | 52520.36 |
| 12837 | 2008.12.22 21:13 | t/p | 2563 | 0.01 | 1.09110 | 0.00000 | 1.09110 | 1.37 | 52521.73 |
| 12838 | 2008.12.22 21:30 | sell | 2564 | 0.01 | 1.09170 | 0.00000 | 0.00000 | ||
| 12839 | 2008.12.22 21:30 | modify | 2564 | 0.01 | 1.09170 | 0.00000 | 1.09090 | ||
| 12840 | 2008.12.22 21:35 | t/p | 2564 | 0.01 | 1.09090 | 0.00000 | 1.09090 | 0.73 | 52522.46 |
| 12841 | 2008.12.22 22:00 | sell | 2565 | 0.01 | 1.09150 | 0.00000 | 0.00000 | ||
| 12842 | 2008.12.22 22:00 | modify | 2565 | 0.01 | 1.09150 | 0.00000 | 1.09070 | ||
| 12843 | 2008.12.22 23:00 | sell | 2566 | 0.01 | 1.09330 | 0.00000 | 0.00000 | ||
| 12844 | 2008.12.22 23:00 | modify | 2565 | 0.01 | 1.09150 | 0.00000 | 1.09160 | ||
| 12845 | 2008.12.22 23:00 | modify | 2566 | 0.01 | 1.09330 | 0.00000 | 1.09160 | ||
| 12846 | 2008.12.23 00:28 | t/p | 2565 | 0.01 | 1.09160 | 0.00000 | 1.09160 | -0.12 | 52522.34 |
| 12847 | 2008.12.23 00:28 | t/p | 2566 | 0.01 | 1.09160 | 0.00000 | 1.09160 | 1.53 | 52523.87 |
| 12848 | 2008.12.23 05:30 | sell | 2567 | 0.01 | 1.09100 | 0.00000 | 0.00000 | ||
| 12849 | 2008.12.23 05:30 | modify | 2567 | 0.01 | 1.09100 | 0.00000 | 1.09020 | ||
| 12850 | 2008.12.23 06:30 | sell | 2568 | 0.01 | 1.09240 | 0.00000 | 0.00000 | ||
| 12851 | 2008.12.23 06:30 | modify | 2567 | 0.01 | 1.09100 | 0.00000 | 1.09090 | ||
| 12852 | 2008.12.23 06:30 | modify | 2568 | 0.01 | 1.09240 | 0.00000 | 1.09090 | ||
| 12853 | 2008.12.23 07:00 | sell | 2569 | 0.01 | 1.09330 | 0.00000 | 0.00000 | ||
| 12854 | 2008.12.23 07:00 | modify | 2567 | 0.01 | 1.09100 | 0.00000 | 1.09143 | ||
| 12855 | 2008.12.23 07:00 | modify | 2568 | 0.01 | 1.09240 | 0.00000 | 1.09143 | ||
| 12856 | 2008.12.23 07:00 | modify | 2569 | 0.01 | 1.09330 | 0.00000 | 1.09143 | ||
| 12857 | 2008.12.23 08:35 | t/p | 2567 | 0.01 | 1.09143 | 0.00000 | 1.09143 | -0.40 | 52523.47 |
| 12858 | 2008.12.23 08:35 | t/p | 2568 | 0.01 | 1.09143 | 0.00000 | 1.09143 | 0.89 | 52524.36 |
| 12859 | 2008.12.23 08:35 | t/p | 2569 | 0.01 | 1.09143 | 0.00000 | 1.09143 | 1.71 | 52526.07 |
| 12860 | 2008.12.23 14:30 | sell | 2570 | 0.01 | 1.08720 | 0.00000 | 0.00000 | ||
| 12861 | 2008.12.23 14:30 | modify | 2570 | 0.01 | 1.08720 | 0.00000 | 1.08640 | ||
| 12862 | 2008.12.23 14:33 | t/p | 2570 | 0.01 | 1.08640 | 0.00000 | 1.08640 | 0.74 | 52526.81 |
| 12863 | 2008.12.23 15:00 | sell | 2571 | 0.01 | 1.08620 | 0.00000 | 0.00000 | ||
| 12864 | 2008.12.23 15:00 | modify | 2571 | 0.01 | 1.08620 | 0.00000 | 1.08540 | ||
| 12865 | 2008.12.23 15:01 | t/p | 2571 | 0.01 | 1.08540 | 0.00000 | 1.08540 | 0.73 | 52527.54 |
| 12866 | 2008.12.23 15:30 | sell | 2572 | 0.01 | 1.08510 | 0.00000 | 0.00000 | ||
| 12867 | 2008.12.23 15:30 | modify | 2572 | 0.01 | 1.08510 | 0.00000 | 1.08430 | ||
| 12868 | 2008.12.23 15:33 | t/p | 2572 | 0.01 | 1.08430 | 0.00000 | 1.08430 | 0.74 | 52528.28 |
| 12869 | 2008.12.23 16:30 | sell | 2573 | 0.01 | 1.08450 | 0.00000 | 0.00000 | ||
| 12870 | 2008.12.23 16:30 | modify | 2573 | 0.01 | 1.08450 | 0.00000 | 1.08370 | ||
| 12871 | 2008.12.23 16:40 | t/p | 2573 | 0.01 | 1.08370 | 0.00000 | 1.08370 | 0.74 | 52529.02 |
| 12872 | 2008.12.24 04:00 | sell | 2574 | 0.01 | 1.08470 | 0.00000 | 0.00000 | ||
| 12873 | 2008.12.24 04:00 | modify | 2574 | 0.01 | 1.08470 | 0.00000 | 1.08390 | ||
| 12874 | 2008.12.24 05:00 | sell | 2575 | 0.01 | 1.08560 | 0.00000 | 0.00000 | ||
| 12875 | 2008.12.24 05:00 | modify | 2574 | 0.01 | 1.08470 | 0.00000 | 1.08435 | ||
| 12876 | 2008.12.24 05:00 | modify | 2575 | 0.01 | 1.08560 | 0.00000 | 1.08435 | ||
| 12877 | 2008.12.24 06:00 | sell | 2576 | 0.01 | 1.08690 | 0.00000 | 0.00000 | ||
| 12878 | 2008.12.24 06:00 | modify | 2574 | 0.01 | 1.08470 | 0.00000 | 1.08493 | ||
| 12879 | 2008.12.24 06:00 | modify | 2575 | 0.01 | 1.08560 | 0.00000 | 1.08493 | ||
| 12880 | 2008.12.24 06:00 | modify | 2576 | 0.01 | 1.08690 | 0.00000 | 1.08493 | ||
| 12881 | 2008.12.24 07:39 | t/p | 2574 | 0.01 | 1.08493 | 0.00000 | 1.08493 | -0.22 | 52528.80 |
| 12882 | 2008.12.24 07:39 | t/p | 2575 | 0.01 | 1.08493 | 0.00000 | 1.08493 | 0.61 | 52529.41 |
| 12883 | 2008.12.24 07:39 | t/p | 2576 | 0.01 | 1.08493 | 0.00000 | 1.08493 | 1.81 | 52531.22 |
| 12884 | 2008.12.24 10:30 | sell | 2577 | 0.01 | 1.08030 | 0.00000 | 0.00000 | ||
| 12885 | 2008.12.24 10:30 | modify | 2577 | 0.01 | 1.08030 | 0.00000 | 1.07950 | ||
| 12886 | 2008.12.24 10:34 | t/p | 2577 | 0.01 | 1.07950 | 0.00000 | 1.07950 | 0.74 | 52531.96 |
| 12887 | 2008.12.24 11:00 | sell | 2578 | 0.01 | 1.07960 | 0.00000 | 0.00000 | ||
| 12888 | 2008.12.24 11:00 | modify | 2578 | 0.01 | 1.07960 | 0.00000 | 1.07880 | ||
| 12889 | 2008.12.24 11:30 | sell | 2579 | 0.01 | 1.08050 | 0.00000 | 0.00000 | ||
| 12890 | 2008.12.24 11:30 | modify | 2578 | 0.01 | 1.07960 | 0.00000 | 1.07925 | ||
| 12891 | 2008.12.24 11:30 | modify | 2579 | 0.01 | 1.08050 | 0.00000 | 1.07925 | ||
| 12892 | 2008.12.24 11:49 | t/p | 2578 | 0.01 | 1.07925 | 0.00000 | 1.07925 | 0.32 | 52532.28 |
| 12893 | 2008.12.24 11:49 | t/p | 2579 | 0.01 | 1.07925 | 0.00000 | 1.07925 | 1.16 | 52533.44 |
| 12894 | 2008.12.24 12:00 | sell | 2580 | 0.01 | 1.07920 | 0.00000 | 0.00000 | ||
| 12895 | 2008.12.24 12:00 | modify | 2580 | 0.01 | 1.07920 | 0.00000 | 1.07840 | ||
| 12896 | 2008.12.24 12:30 | sell | 2581 | 0.01 | 1.08100 | 0.00000 | 0.00000 | ||
| 12897 | 2008.12.24 12:30 | modify | 2580 | 0.01 | 1.07920 | 0.00000 | 1.07930 | ||
| 12898 | 2008.12.24 12:30 | modify | 2581 | 0.01 | 1.08100 | 0.00000 | 1.07930 | ||
| 12899 | 2008.12.24 12:57 | t/p | 2580 | 0.01 | 1.07930 | 0.00000 | 1.07930 | -0.10 | 52533.34 |
| 12900 | 2008.12.24 12:57 | t/p | 2581 | 0.01 | 1.07930 | 0.00000 | 1.07930 | 1.57 | 52534.91 |