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 |
| 12901 | 2008.12.24 13:00 | sell | 2582 | 0.01 | 1.07880 | 0.00000 | 0.00000 | ||
| 12902 | 2008.12.24 13:00 | modify | 2582 | 0.01 | 1.07880 | 0.00000 | 1.07800 | ||
| 12903 | 2008.12.24 13:25 | t/p | 2582 | 0.01 | 1.07800 | 0.00000 | 1.07800 | 0.74 | 52535.65 |
| 12904 | 2008.12.24 13:30 | sell | 2583 | 0.01 | 1.07760 | 0.00000 | 0.00000 | ||
| 12905 | 2008.12.24 13:30 | modify | 2583 | 0.01 | 1.07760 | 0.00000 | 1.07680 | ||
| 12906 | 2008.12.24 13:33 | t/p | 2583 | 0.01 | 1.07680 | 0.00000 | 1.07680 | 0.74 | 52536.39 |
| 12907 | 2008.12.24 14:00 | sell | 2584 | 0.01 | 1.07270 | 0.00000 | 0.00000 | ||
| 12908 | 2008.12.24 14:00 | modify | 2584 | 0.01 | 1.07270 | 0.00000 | 1.07190 | ||
| 12909 | 2008.12.24 15:00 | sell | 2585 | 0.01 | 1.07380 | 0.00000 | 0.00000 | ||
| 12910 | 2008.12.24 15:00 | modify | 2584 | 0.01 | 1.07270 | 0.00000 | 1.07245 | ||
| 12911 | 2008.12.24 15:00 | modify | 2585 | 0.01 | 1.07380 | 0.00000 | 1.07245 | ||
| 12912 | 2008.12.24 16:35 | t/p | 2584 | 0.01 | 1.07245 | 0.00000 | 1.07245 | 0.23 | 52536.62 |
| 12913 | 2008.12.24 16:35 | t/p | 2585 | 0.01 | 1.07245 | 0.00000 | 1.07245 | 1.26 | 52537.88 |
| 12914 | 2008.12.26 15:30 | sell | 2586 | 0.01 | 1.07320 | 0.00000 | 0.00000 | ||
| 12915 | 2008.12.26 15:30 | modify | 2586 | 0.01 | 1.07320 | 0.00000 | 1.07240 | ||
| 12916 | 2008.12.26 15:31 | t/p | 2586 | 0.01 | 1.07240 | 0.00000 | 1.07240 | 0.75 | 52538.63 |
| 12917 | 2008.12.26 16:00 | sell | 2587 | 0.01 | 1.07060 | 0.00000 | 0.00000 | ||
| 12918 | 2008.12.26 16:00 | modify | 2587 | 0.01 | 1.07060 | 0.00000 | 1.06980 | ||
| 12919 | 2008.12.26 17:00 | sell | 2588 | 0.01 | 1.07150 | 0.00000 | 0.00000 | ||
| 12920 | 2008.12.26 17:00 | modify | 2587 | 0.01 | 1.07060 | 0.00000 | 1.07025 | ||
| 12921 | 2008.12.26 17:00 | modify | 2588 | 0.01 | 1.07150 | 0.00000 | 1.07025 | ||
| 12922 | 2008.12.26 17:25 | t/p | 2587 | 0.01 | 1.07025 | 0.00000 | 1.07025 | 0.33 | 52538.96 |
| 12923 | 2008.12.26 17:25 | t/p | 2588 | 0.01 | 1.07025 | 0.00000 | 1.07025 | 1.17 | 52540.13 |
| 12924 | 2008.12.26 17:30 | sell | 2589 | 0.01 | 1.07060 | 0.00000 | 0.00000 | ||
| 12925 | 2008.12.26 17:30 | modify | 2589 | 0.01 | 1.07060 | 0.00000 | 1.06980 | ||
| 12926 | 2008.12.26 17:57 | t/p | 2589 | 0.01 | 1.06980 | 0.00000 | 1.06980 | 0.75 | 52540.88 |
| 12927 | 2008.12.26 18:00 | sell | 2590 | 0.01 | 1.06980 | 0.00000 | 0.00000 | ||
| 12928 | 2008.12.26 18:00 | modify | 2590 | 0.01 | 1.06980 | 0.00000 | 1.06900 | ||
| 12929 | 2008.12.26 18:36 | t/p | 2590 | 0.01 | 1.06900 | 0.00000 | 1.06900 | 0.75 | 52541.63 |
| 12930 | 2008.12.26 20:00 | sell | 2591 | 0.01 | 1.06810 | 0.00000 | 0.00000 | ||
| 12931 | 2008.12.26 20:00 | modify | 2591 | 0.01 | 1.06810 | 0.00000 | 1.06730 | ||
| 12932 | 2008.12.26 20:30 | sell | 2592 | 0.01 | 1.06940 | 0.00000 | 0.00000 | ||
| 12933 | 2008.12.26 20:30 | modify | 2591 | 0.01 | 1.06810 | 0.00000 | 1.06795 | ||
| 12934 | 2008.12.26 20:30 | modify | 2592 | 0.01 | 1.06940 | 0.00000 | 1.06795 | ||
| 12935 | 2008.12.26 21:07 | t/p | 2591 | 0.01 | 1.06795 | 0.00000 | 1.06795 | 0.14 | 52541.77 |
| 12936 | 2008.12.26 21:07 | t/p | 2592 | 0.01 | 1.06795 | 0.00000 | 1.06795 | 1.36 | 52543.13 |
| 12937 | 2008.12.29 01:30 | sell | 2593 | 0.01 | 1.06570 | 0.00000 | 0.00000 | ||
| 12938 | 2008.12.29 01:30 | modify | 2593 | 0.01 | 1.06570 | 0.00000 | 1.06490 | ||
| 12939 | 2008.12.29 02:16 | t/p | 2593 | 0.01 | 1.06490 | 0.00000 | 1.06490 | 0.75 | 52543.88 |
| 12940 | 2008.12.29 02:30 | sell | 2594 | 0.01 | 1.06460 | 0.00000 | 0.00000 | ||
| 12941 | 2008.12.29 02:30 | modify | 2594 | 0.01 | 1.06460 | 0.00000 | 1.06380 | ||
| 12942 | 2008.12.29 02:31 | t/p | 2594 | 0.01 | 1.06380 | 0.00000 | 1.06380 | 0.75 | 52544.63 |
| 12943 | 2008.12.29 03:00 | sell | 2595 | 0.01 | 1.06360 | 0.00000 | 0.00000 | ||
| 12944 | 2008.12.29 03:00 | modify | 2595 | 0.01 | 1.06360 | 0.00000 | 1.06280 | ||
| 12945 | 2008.12.29 03:00 | t/p | 2595 | 0.01 | 1.06280 | 0.00000 | 1.06280 | 0.75 | 52545.38 |
| 12946 | 2008.12.29 03:30 | sell | 2596 | 0.01 | 1.06060 | 0.00000 | 0.00000 | ||
| 12947 | 2008.12.29 03:30 | modify | 2596 | 0.01 | 1.06060 | 0.00000 | 1.05980 | ||
| 12948 | 2008.12.29 03:30 | t/p | 2596 | 0.01 | 1.05980 | 0.00000 | 1.05980 | 0.75 | 52546.13 |
| 12949 | 2008.12.29 04:00 | sell | 2597 | 0.01 | 1.05650 | 0.00000 | 0.00000 | ||
| 12950 | 2008.12.29 04:00 | modify | 2597 | 0.01 | 1.05650 | 0.00000 | 1.05570 | ||
| 12951 | 2008.12.29 04:03 | t/p | 2597 | 0.01 | 1.05570 | 0.00000 | 1.05570 | 0.75 | 52546.88 |
| 12952 | 2008.12.29 10:00 | sell | 2598 | 0.01 | 1.05130 | 0.00000 | 0.00000 | ||
| 12953 | 2008.12.29 10:00 | modify | 2598 | 0.01 | 1.05130 | 0.00000 | 1.05050 | ||
| 12954 | 2008.12.29 10:30 | sell | 2599 | 0.01 | 1.05450 | 0.00000 | 0.00000 | ||
| 12955 | 2008.12.29 10:30 | modify | 2598 | 0.01 | 1.05130 | 0.00000 | 1.05210 | ||
| 12956 | 2008.12.29 10:30 | modify | 2599 | 0.01 | 1.05450 | 0.00000 | 1.05210 | ||
| 12957 | 2008.12.29 11:11 | t/p | 2598 | 0.01 | 1.05210 | 0.00000 | 1.05210 | -0.76 | 52546.12 |
| 12958 | 2008.12.29 11:11 | t/p | 2599 | 0.01 | 1.05210 | 0.00000 | 1.05210 | 2.28 | 52548.40 |
| 12959 | 2008.12.29 13:00 | sell | 2600 | 0.01 | 1.04340 | 0.00000 | 0.00000 | ||
| 12960 | 2008.12.29 13:00 | modify | 2600 | 0.01 | 1.04340 | 0.00000 | 1.04260 | ||
| 12961 | 2008.12.29 13:01 | t/p | 2600 | 0.01 | 1.04260 | 0.00000 | 1.04260 | 0.77 | 52549.17 |
| 12962 | 2008.12.29 14:00 | sell | 2601 | 0.01 | 1.04350 | 0.00000 | 0.00000 | ||
| 12963 | 2008.12.29 14:00 | modify | 2601 | 0.01 | 1.04350 | 0.00000 | 1.04270 | ||
| 12964 | 2008.12.29 14:08 | t/p | 2601 | 0.01 | 1.04270 | 0.00000 | 1.04270 | 0.77 | 52549.94 |
| 12965 | 2008.12.29 18:30 | sell | 2602 | 0.01 | 1.03970 | 0.00000 | 0.00000 | ||
| 12966 | 2008.12.29 18:30 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.03890 | ||
| 12967 | 2008.12.29 19:00 | sell | 2603 | 0.01 | 1.04140 | 0.00000 | 0.00000 | ||
| 12968 | 2008.12.29 19:00 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.03975 | ||
| 12969 | 2008.12.29 19:00 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.03975 | ||
| 12970 | 2008.12.29 19:30 | sell | 2604 | 0.01 | 1.04410 | 0.00000 | 0.00000 | ||
| 12971 | 2008.12.29 19:30 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.04093 | ||
| 12972 | 2008.12.29 19:30 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.04093 | ||
| 12973 | 2008.12.29 19:30 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.04093 | ||
| 12974 | 2008.12.29 20:00 | sell | 2605 | 0.01 | 1.04520 | 0.00000 | 0.00000 | ||
| 12975 | 2008.12.29 20:00 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.04180 | ||
| 12976 | 2008.12.29 20:00 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.04180 | ||
| 12977 | 2008.12.29 20:00 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.04180 | ||
| 12978 | 2008.12.29 20:00 | modify | 2605 | 0.01 | 1.04520 | 0.00000 | 1.04180 | ||
| 12979 | 2008.12.29 20:30 | sell | 2606 | 0.01 | 1.04680 | 0.00000 | 0.00000 | ||
| 12980 | 2008.12.29 20:30 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.04264 | ||
| 12981 | 2008.12.29 20:30 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.04264 | ||
| 12982 | 2008.12.29 20:30 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.04264 | ||
| 12983 | 2008.12.29 20:30 | modify | 2605 | 0.01 | 1.04520 | 0.00000 | 1.04264 | ||
| 12984 | 2008.12.29 20:30 | modify | 2606 | 0.01 | 1.04680 | 0.00000 | 1.04264 | ||
| 12985 | 2008.12.29 21:00 | sell | 2607 | 0.02 | 1.05420 | 0.00000 | 0.00000 | ||
| 12986 | 2008.12.29 21:00 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.04571 | ||
| 12987 | 2008.12.29 21:00 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.04571 | ||
| 12988 | 2008.12.29 21:00 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.04571 | ||
| 12989 | 2008.12.29 21:00 | modify | 2605 | 0.01 | 1.04520 | 0.00000 | 1.04571 | ||
| 12990 | 2008.12.29 21:00 | modify | 2606 | 0.01 | 1.04680 | 0.00000 | 1.04571 | ||
| 12991 | 2008.12.29 21:00 | modify | 2607 | 0.02 | 1.05420 | 0.00000 | 1.04571 | ||
| 12992 | 2008.12.29 22:30 | sell | 2608 | 0.02 | 1.05590 | 0.00000 | 0.00000 | ||
| 12993 | 2008.12.29 22:30 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.04780 | ||
| 12994 | 2008.12.29 22:30 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.04780 | ||
| 12995 | 2008.12.29 22:30 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.04780 | ||
| 12996 | 2008.12.29 22:30 | modify | 2605 | 0.01 | 1.04520 | 0.00000 | 1.04780 | ||
| 12997 | 2008.12.29 22:30 | modify | 2606 | 0.01 | 1.04680 | 0.00000 | 1.04780 | ||
| 12998 | 2008.12.29 22:30 | modify | 2607 | 0.02 | 1.05420 | 0.00000 | 1.04780 | ||
| 12999 | 2008.12.29 22:30 | modify | 2608 | 0.02 | 1.05590 | 0.00000 | 1.04780 | ||
| 13000 | 2008.12.29 23:00 | sell | 2609 | 0.02 | 1.06070 | 0.00000 | 0.00000 | ||
| 13001 | 2008.12.29 23:00 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.05000 | ||
| 13002 | 2008.12.29 23:00 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.05000 | ||
| 13003 | 2008.12.29 23:00 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.05000 | ||
| 13004 | 2008.12.29 23:00 | modify | 2605 | 0.01 | 1.04520 | 0.00000 | 1.05000 | ||
| 13005 | 2008.12.29 23:00 | modify | 2606 | 0.01 | 1.04680 | 0.00000 | 1.05000 | ||
| 13006 | 2008.12.29 23:00 | modify | 2607 | 0.02 | 1.05420 | 0.00000 | 1.05000 | ||
| 13007 | 2008.12.29 23:00 | modify | 2608 | 0.02 | 1.05590 | 0.00000 | 1.05000 | ||
| 13008 | 2008.12.29 23:00 | modify | 2609 | 0.02 | 1.06070 | 0.00000 | 1.05000 | ||
| 13009 | 2008.12.30 00:00 | sell | 2610 | 0.02 | 1.06200 | 0.00000 | 0.00000 | ||
| 13010 | 2008.12.30 00:00 | modify | 2602 | 0.01 | 1.03970 | 0.00000 | 1.05172 | ||
| 13011 | 2008.12.30 00:00 | modify | 2603 | 0.01 | 1.04140 | 0.00000 | 1.05172 | ||
| 13012 | 2008.12.30 00:00 | modify | 2604 | 0.01 | 1.04410 | 0.00000 | 1.05172 | ||
| 13013 | 2008.12.30 00:00 | modify | 2605 | 0.01 | 1.04520 | 0.00000 | 1.05172 | ||
| 13014 | 2008.12.30 00:00 | modify | 2606 | 0.01 | 1.04680 | 0.00000 | 1.05172 | ||
| 13015 | 2008.12.30 00:00 | modify | 2607 | 0.02 | 1.05420 | 0.00000 | 1.05172 | ||
| 13016 | 2008.12.30 00:00 | modify | 2608 | 0.02 | 1.05590 | 0.00000 | 1.05172 | ||
| 13017 | 2008.12.30 00:00 | modify | 2609 | 0.02 | 1.06070 | 0.00000 | 1.05172 | ||
| 13018 | 2008.12.30 00:00 | modify | 2610 | 0.02 | 1.06200 | 0.00000 | 1.05172 | ||
| 13019 | 2008.12.30 03:17 | t/p | 2602 | 0.01 | 1.05172 | 0.00000 | 1.05172 | -11.46 | 52538.47 |
| 13020 | 2008.12.30 03:17 | t/p | 2603 | 0.01 | 1.05172 | 0.00000 | 1.05172 | -9.84 | 52528.63 |
| 13021 | 2008.12.30 03:17 | t/p | 2604 | 0.01 | 1.05172 | 0.00000 | 1.05172 | -7.28 | 52521.35 |
| 13022 | 2008.12.30 03:17 | t/p | 2605 | 0.01 | 1.05172 | 0.00000 | 1.05172 | -6.23 | 52515.12 |
| 13023 | 2008.12.30 03:17 | t/p | 2606 | 0.01 | 1.05172 | 0.00000 | 1.05172 | -4.71 | 52510.41 |
| 13024 | 2008.12.30 03:17 | t/p | 2607 | 0.02 | 1.05172 | 0.00000 | 1.05172 | 4.65 | 52515.05 |
| 13025 | 2008.12.30 03:17 | t/p | 2608 | 0.02 | 1.05172 | 0.00000 | 1.05172 | 7.89 | 52522.94 |
| 13026 | 2008.12.30 03:17 | t/p | 2609 | 0.02 | 1.05172 | 0.00000 | 1.05172 | 17.01 | 52539.95 |
| 13027 | 2008.12.30 03:17 | t/p | 2610 | 0.02 | 1.05172 | 0.00000 | 1.05172 | 19.55 | 52559.50 |
| 13028 | 2008.12.30 12:00 | sell | 2611 | 0.01 | 1.05300 | 0.00000 | 0.00000 | ||
| 13029 | 2008.12.30 12:00 | modify | 2611 | 0.01 | 1.05300 | 0.00000 | 1.05220 | ||
| 13030 | 2008.12.30 12:12 | t/p | 2611 | 0.01 | 1.05220 | 0.00000 | 1.05220 | 0.76 | 52560.26 |
| 13031 | 2008.12.30 12:30 | sell | 2612 | 0.01 | 1.05070 | 0.00000 | 0.00000 | ||
| 13032 | 2008.12.30 12:30 | modify | 2612 | 0.01 | 1.05070 | 0.00000 | 1.04990 | ||
| 13033 | 2008.12.30 12:36 | t/p | 2612 | 0.01 | 1.04990 | 0.00000 | 1.04990 | 0.76 | 52561.02 |
| 13034 | 2008.12.31 09:00 | sell | 2613 | 0.01 | 1.05620 | 0.00000 | 0.00000 | ||
| 13035 | 2008.12.31 09:00 | modify | 2613 | 0.01 | 1.05620 | 0.00000 | 1.05540 | ||
| 13036 | 2008.12.31 09:30 | sell | 2614 | 0.01 | 1.05740 | 0.00000 | 0.00000 | ||
| 13037 | 2008.12.31 09:30 | modify | 2613 | 0.01 | 1.05620 | 0.00000 | 1.05600 | ||
| 13038 | 2008.12.31 09:30 | modify | 2614 | 0.01 | 1.05740 | 0.00000 | 1.05600 | ||
| 13039 | 2008.12.31 09:54 | t/p | 2613 | 0.01 | 1.05600 | 0.00000 | 1.05600 | 0.19 | 52561.21 |
| 13040 | 2008.12.31 09:54 | t/p | 2614 | 0.01 | 1.05600 | 0.00000 | 1.05600 | 1.33 | 52562.54 |
| 13041 | 2008.12.31 10:30 | sell | 2615 | 0.01 | 1.05440 | 0.00000 | 0.00000 | ||
| 13042 | 2008.12.31 10:30 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.05360 | ||
| 13043 | 2008.12.31 11:00 | sell | 2616 | 0.01 | 1.05560 | 0.00000 | 0.00000 | ||
| 13044 | 2008.12.31 11:00 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.05420 | ||
| 13045 | 2008.12.31 11:00 | modify | 2616 | 0.01 | 1.05560 | 0.00000 | 1.05420 | ||
| 13046 | 2008.12.31 12:00 | sell | 2617 | 0.01 | 1.05660 | 0.00000 | 0.00000 | ||
| 13047 | 2008.12.31 12:00 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.05473 | ||
| 13048 | 2008.12.31 12:00 | modify | 2616 | 0.01 | 1.05560 | 0.00000 | 1.05473 | ||
| 13049 | 2008.12.31 12:00 | modify | 2617 | 0.01 | 1.05660 | 0.00000 | 1.05473 | ||
| 13050 | 2008.12.31 12:30 | sell | 2618 | 0.01 | 1.05990 | 0.00000 | 0.00000 | ||