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 |
| 13051 | 2008.12.31 12:30 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.05583 | ||
| 13052 | 2008.12.31 12:30 | modify | 2616 | 0.01 | 1.05560 | 0.00000 | 1.05583 | ||
| 13053 | 2008.12.31 12:30 | modify | 2617 | 0.01 | 1.05660 | 0.00000 | 1.05583 | ||
| 13054 | 2008.12.31 12:30 | modify | 2618 | 0.01 | 1.05990 | 0.00000 | 1.05583 | ||
| 13055 | 2008.12.31 14:00 | sell | 2619 | 0.01 | 1.06370 | 0.00000 | 0.00000 | ||
| 13056 | 2008.12.31 14:00 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.05724 | ||
| 13057 | 2008.12.31 14:00 | modify | 2616 | 0.01 | 1.05560 | 0.00000 | 1.05724 | ||
| 13058 | 2008.12.31 14:00 | modify | 2617 | 0.01 | 1.05660 | 0.00000 | 1.05724 | ||
| 13059 | 2008.12.31 14:00 | modify | 2618 | 0.01 | 1.05990 | 0.00000 | 1.05724 | ||
| 13060 | 2008.12.31 14:00 | modify | 2619 | 0.01 | 1.06370 | 0.00000 | 1.05724 | ||
| 13061 | 2008.12.31 14:30 | buy | 2620 | 0.01 | 1.06670 | 0.00000 | 0.00000 | ||
| 13062 | 2008.12.31 14:30 | sell | 2621 | 0.02 | 1.06660 | 0.00000 | 0.00000 | ||
| 13063 | 2008.12.31 14:30 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.05969 | ||
| 13064 | 2008.12.31 14:30 | modify | 2616 | 0.01 | 1.05560 | 0.00000 | 1.05969 | ||
| 13065 | 2008.12.31 14:30 | modify | 2617 | 0.01 | 1.05660 | 0.00000 | 1.05969 | ||
| 13066 | 2008.12.31 14:30 | modify | 2618 | 0.01 | 1.05990 | 0.00000 | 1.05969 | ||
| 13067 | 2008.12.31 14:30 | modify | 2619 | 0.01 | 1.06370 | 0.00000 | 1.05969 | ||
| 13068 | 2008.12.31 14:30 | modify | 2620 | 0.01 | 1.06670 | 0.00000 | 1.06750 | ||
| 13069 | 2008.12.31 14:30 | modify | 2621 | 0.02 | 1.06660 | 0.00000 | 1.05969 | ||
| 13070 | 2008.12.31 14:52 | t/p | 2620 | 0.01 | 1.06750 | 0.00000 | 1.06750 | 0.75 | 52563.29 |
| 13071 | 2008.12.31 15:00 | buy | 2622 | 0.01 | 1.06720 | 0.00000 | 0.00000 | ||
| 13072 | 2008.12.31 15:00 | modify | 2622 | 0.01 | 1.06720 | 0.00000 | 1.06800 | ||
| 13073 | 2008.12.31 15:16 | t/p | 2622 | 0.01 | 1.06800 | 0.00000 | 1.06800 | 0.75 | 52564.04 |
| 13074 | 2008.12.31 15:30 | buy | 2623 | 0.01 | 1.07340 | 0.00000 | 0.00000 | ||
| 13075 | 2008.12.31 15:30 | sell | 2624 | 0.02 | 1.07330 | 0.00000 | 0.00000 | ||
| 13076 | 2008.12.31 15:30 | modify | 2615 | 0.01 | 1.05440 | 0.00000 | 1.06253 | ||
| 13077 | 2008.12.31 15:30 | modify | 2616 | 0.01 | 1.05560 | 0.00000 | 1.06253 | ||
| 13078 | 2008.12.31 15:30 | modify | 2617 | 0.01 | 1.05660 | 0.00000 | 1.06253 | ||
| 13079 | 2008.12.31 15:30 | modify | 2618 | 0.01 | 1.05990 | 0.00000 | 1.06253 | ||
| 13080 | 2008.12.31 15:30 | modify | 2619 | 0.01 | 1.06370 | 0.00000 | 1.06253 | ||
| 13081 | 2008.12.31 15:30 | modify | 2621 | 0.02 | 1.06660 | 0.00000 | 1.06253 | ||
| 13082 | 2008.12.31 15:30 | modify | 2623 | 0.01 | 1.07340 | 0.00000 | 1.07420 | ||
| 13083 | 2008.12.31 15:30 | modify | 2624 | 0.02 | 1.07330 | 0.00000 | 1.06253 | ||
| 13084 | 2008.12.31 16:00 | buy | 2625 | 0.01 | 1.07230 | 0.00000 | 0.00000 | ||
| 13085 | 2008.12.31 16:00 | modify | 2623 | 0.01 | 1.07340 | 0.00000 | 1.07365 | ||
| 13086 | 2008.12.31 16:00 | modify | 2625 | 0.01 | 1.07230 | 0.00000 | 1.07365 | ||
| 13087 | 2008.12.31 16:30 | buy | 2626 | 0.01 | 1.06850 | 0.00000 | 0.00000 | ||
| 13088 | 2008.12.31 16:30 | modify | 2623 | 0.01 | 1.07340 | 0.00000 | 1.07220 | ||
| 13089 | 2008.12.31 16:30 | modify | 2625 | 0.01 | 1.07230 | 0.00000 | 1.07220 | ||
| 13090 | 2008.12.31 16:30 | modify | 2626 | 0.01 | 1.06850 | 0.00000 | 1.07220 | ||
| 13091 | 2008.12.31 17:00 | buy | 2627 | 0.01 | 1.06560 | 0.00000 | 0.00000 | ||
| 13092 | 2008.12.31 17:00 | modify | 2623 | 0.01 | 1.07340 | 0.00000 | 1.07075 | ||
| 13093 | 2008.12.31 17:00 | modify | 2625 | 0.01 | 1.07230 | 0.00000 | 1.07075 | ||
| 13094 | 2008.12.31 17:00 | modify | 2626 | 0.01 | 1.06850 | 0.00000 | 1.07075 | ||
| 13095 | 2008.12.31 17:00 | modify | 2627 | 0.01 | 1.06560 | 0.00000 | 1.07075 | ||
| 13096 | 2008.12.31 17:30 | buy | 2628 | 0.01 | 1.06410 | 0.00000 | 0.00000 | ||
| 13097 | 2008.12.31 17:30 | modify | 2623 | 0.01 | 1.07340 | 0.00000 | 1.06958 | ||
| 13098 | 2008.12.31 17:30 | modify | 2625 | 0.01 | 1.07230 | 0.00000 | 1.06958 | ||
| 13099 | 2008.12.31 17:30 | modify | 2626 | 0.01 | 1.06850 | 0.00000 | 1.06958 | ||
| 13100 | 2008.12.31 17:30 | modify | 2627 | 0.01 | 1.06560 | 0.00000 | 1.06958 | ||
| 13101 | 2008.12.31 17:30 | modify | 2628 | 0.01 | 1.06410 | 0.00000 | 1.06958 | ||
| 13102 | 2008.12.31 18:00 | t/p | 2615 | 0.01 | 1.06253 | 0.00000 | 1.06253 | -7.65 | 52556.39 |
| 13103 | 2008.12.31 18:00 | t/p | 2616 | 0.01 | 1.06253 | 0.00000 | 1.06253 | -6.53 | 52549.86 |
| 13104 | 2008.12.31 18:00 | t/p | 2617 | 0.01 | 1.06253 | 0.00000 | 1.06253 | -5.58 | 52544.28 |
| 13105 | 2008.12.31 18:00 | t/p | 2618 | 0.01 | 1.06253 | 0.00000 | 1.06253 | -2.48 | 52541.80 |
| 13106 | 2008.12.31 18:00 | t/p | 2619 | 0.01 | 1.06253 | 0.00000 | 1.06253 | 1.10 | 52542.90 |
| 13107 | 2008.12.31 18:00 | t/p | 2621 | 0.02 | 1.06253 | 0.00000 | 1.06253 | 7.67 | 52550.57 |
| 13108 | 2008.12.31 18:00 | t/p | 2624 | 0.02 | 1.06253 | 0.00000 | 1.06253 | 20.28 | 52570.85 |
| 13109 | 2008.12.31 19:18 | t/p | 2623 | 0.01 | 1.06958 | 0.00000 | 1.06958 | -3.57 | 52567.28 |
| 13110 | 2008.12.31 19:18 | t/p | 2625 | 0.01 | 1.06958 | 0.00000 | 1.06958 | -2.54 | 52564.74 |
| 13111 | 2008.12.31 19:18 | t/p | 2626 | 0.01 | 1.06958 | 0.00000 | 1.06958 | 1.01 | 52565.75 |
| 13112 | 2008.12.31 19:18 | t/p | 2627 | 0.01 | 1.06958 | 0.00000 | 1.06958 | 3.72 | 52569.47 |
| 13113 | 2008.12.31 19:18 | t/p | 2628 | 0.01 | 1.06958 | 0.00000 | 1.06958 | 5.12 | 52574.59 |
| 13114 | 2009.01.02 21:00 | buy | 2629 | 0.01 | 1.07860 | 0.00000 | 0.00000 | ||
| 13115 | 2009.01.02 21:00 | modify | 2629 | 0.01 | 1.07860 | 0.00000 | 1.07940 | ||
| 13116 | 2009.01.02 21:25 | t/p | 2629 | 0.01 | 1.07940 | 0.00000 | 1.07940 | 0.74 | 52575.33 |
| 13117 | 2009.01.02 21:30 | buy | 2630 | 0.01 | 1.08010 | 0.00000 | 0.00000 | ||
| 13118 | 2009.01.02 21:30 | modify | 2630 | 0.01 | 1.08010 | 0.00000 | 1.08090 | ||
| 13119 | 2009.01.02 22:00 | buy | 2631 | 0.01 | 1.07930 | 0.00000 | 0.00000 | ||
| 13120 | 2009.01.02 22:00 | modify | 2630 | 0.01 | 1.08010 | 0.00000 | 1.08050 | ||
| 13121 | 2009.01.02 22:00 | modify | 2631 | 0.01 | 1.07930 | 0.00000 | 1.08050 | ||
| 13122 | 2009.01.02 22:22 | t/p | 2630 | 0.01 | 1.08050 | 0.00000 | 1.08050 | 0.37 | 52575.70 |
| 13123 | 2009.01.02 22:22 | t/p | 2631 | 0.01 | 1.08050 | 0.00000 | 1.08050 | 1.11 | 52576.81 |
| 13124 | 2009.01.02 22:30 | buy | 2632 | 0.01 | 1.08290 | 0.00000 | 0.00000 | ||
| 13125 | 2009.01.02 22:30 | modify | 2632 | 0.01 | 1.08290 | 0.00000 | 1.08370 | ||
| 13126 | 2009.01.02 22:37 | t/p | 2632 | 0.01 | 1.08370 | 0.00000 | 1.08370 | 0.74 | 52577.55 |
| 13127 | 2009.01.02 23:00 | buy | 2633 | 0.01 | 1.08310 | 0.00000 | 0.00000 | ||
| 13128 | 2009.01.02 23:00 | modify | 2633 | 0.01 | 1.08310 | 0.00000 | 1.08390 | ||
| 13129 | 2009.01.05 00:30 | buy | 2634 | 0.01 | 1.08220 | 0.00000 | 0.00000 | ||
| 13130 | 2009.01.05 00:30 | modify | 2633 | 0.01 | 1.08310 | 0.00000 | 1.08345 | ||
| 13131 | 2009.01.05 00:30 | modify | 2634 | 0.01 | 1.08220 | 0.00000 | 1.08345 | ||
| 13132 | 2009.01.05 01:30 | buy | 2635 | 0.01 | 1.07890 | 0.00000 | 0.00000 | ||
| 13133 | 2009.01.05 01:30 | modify | 2633 | 0.01 | 1.08310 | 0.00000 | 1.08220 | ||
| 13134 | 2009.01.05 01:30 | modify | 2634 | 0.01 | 1.08220 | 0.00000 | 1.08220 | ||
| 13135 | 2009.01.05 01:30 | modify | 2635 | 0.01 | 1.07890 | 0.00000 | 1.08220 | ||
| 13136 | 2009.01.05 02:00 | buy | 2636 | 0.01 | 1.07140 | 0.00000 | 0.00000 | ||
| 13137 | 2009.01.05 02:00 | modify | 2633 | 0.01 | 1.08310 | 0.00000 | 1.07970 | ||
| 13138 | 2009.01.05 02:00 | modify | 2634 | 0.01 | 1.08220 | 0.00000 | 1.07970 | ||
| 13139 | 2009.01.05 02:00 | modify | 2635 | 0.01 | 1.07890 | 0.00000 | 1.07970 | ||
| 13140 | 2009.01.05 02:00 | modify | 2636 | 0.01 | 1.07140 | 0.00000 | 1.07970 | ||
| 13141 | 2009.01.05 06:11 | t/p | 2633 | 0.01 | 1.07970 | 0.00000 | 1.07970 | -3.14 | 52574.40 |
| 13142 | 2009.01.05 06:11 | t/p | 2634 | 0.01 | 1.07970 | 0.00000 | 1.07970 | -2.32 | 52572.08 |
| 13143 | 2009.01.05 06:11 | t/p | 2635 | 0.01 | 1.07970 | 0.00000 | 1.07970 | 0.74 | 52572.82 |
| 13144 | 2009.01.05 06:11 | t/p | 2636 | 0.01 | 1.07970 | 0.00000 | 1.07970 | 7.69 | 52580.51 |
| 13145 | 2009.01.05 10:30 | buy | 2637 | 0.01 | 1.09270 | 0.00000 | 0.00000 | ||
| 13146 | 2009.01.05 10:30 | modify | 2637 | 0.01 | 1.09270 | 0.00000 | 1.09350 | ||
| 13147 | 2009.01.05 10:30 | t/p | 2637 | 0.01 | 1.09350 | 0.00000 | 1.09350 | 0.73 | 52581.24 |
| 13148 | 2009.01.05 11:00 | buy | 2638 | 0.01 | 1.10260 | 0.00000 | 0.00000 | ||
| 13149 | 2009.01.05 11:00 | modify | 2638 | 0.01 | 1.10260 | 0.00000 | 1.10340 | ||
| 13150 | 2009.01.05 11:30 | buy | 2639 | 0.01 | 1.10020 | 0.00000 | 0.00000 | ||
| 13151 | 2009.01.05 11:30 | modify | 2638 | 0.01 | 1.10260 | 0.00000 | 1.10220 | ||
| 13152 | 2009.01.05 11:30 | modify | 2639 | 0.01 | 1.10020 | 0.00000 | 1.10220 | ||
| 13153 | 2009.01.05 11:34 | t/p | 2638 | 0.01 | 1.10220 | 0.00000 | 1.10220 | -0.36 | 52580.88 |
| 13154 | 2009.01.05 11:34 | t/p | 2639 | 0.01 | 1.10220 | 0.00000 | 1.10220 | 1.81 | 52582.69 |
| 13155 | 2009.01.05 12:00 | buy | 2640 | 0.01 | 1.10220 | 0.00000 | 0.00000 | ||
| 13156 | 2009.01.05 12:00 | modify | 2640 | 0.01 | 1.10220 | 0.00000 | 1.10300 | ||
| 13157 | 2009.01.05 12:30 | buy | 2641 | 0.01 | 1.09900 | 0.00000 | 0.00000 | ||
| 13158 | 2009.01.05 12:30 | modify | 2640 | 0.01 | 1.10220 | 0.00000 | 1.10140 | ||
| 13159 | 2009.01.05 12:30 | modify | 2641 | 0.01 | 1.09900 | 0.00000 | 1.10140 | ||
| 13160 | 2009.01.05 12:57 | t/p | 2640 | 0.01 | 1.10140 | 0.00000 | 1.10140 | -0.73 | 52581.96 |
| 13161 | 2009.01.05 12:57 | t/p | 2641 | 0.01 | 1.10140 | 0.00000 | 1.10140 | 2.18 | 52584.14 |
| 13162 | 2009.01.06 07:00 | buy | 2642 | 0.01 | 1.11140 | 0.00000 | 0.00000 | ||
| 13163 | 2009.01.06 07:00 | modify | 2642 | 0.01 | 1.11140 | 0.00000 | 1.11220 | ||
| 13164 | 2009.01.06 07:05 | t/p | 2642 | 0.01 | 1.11220 | 0.00000 | 1.11220 | 0.72 | 52584.86 |
| 13165 | 2009.01.06 07:30 | buy | 2643 | 0.01 | 1.11510 | 0.00000 | 0.00000 | ||
| 13166 | 2009.01.06 07:30 | modify | 2643 | 0.01 | 1.11510 | 0.00000 | 1.11590 | ||
| 13167 | 2009.01.06 07:32 | t/p | 2643 | 0.01 | 1.11590 | 0.00000 | 1.11590 | 0.71 | 52585.57 |
| 13168 | 2009.01.06 08:00 | buy | 2644 | 0.01 | 1.11540 | 0.00000 | 0.00000 | ||
| 13169 | 2009.01.06 08:00 | modify | 2644 | 0.01 | 1.11540 | 0.00000 | 1.11620 | ||
| 13170 | 2009.01.06 08:30 | buy | 2645 | 0.01 | 1.11280 | 0.00000 | 0.00000 | ||
| 13171 | 2009.01.06 08:30 | modify | 2644 | 0.01 | 1.11540 | 0.00000 | 1.11490 | ||
| 13172 | 2009.01.06 08:30 | modify | 2645 | 0.01 | 1.11280 | 0.00000 | 1.11490 | ||
| 13173 | 2009.01.06 09:00 | buy | 2646 | 0.01 | 1.11120 | 0.00000 | 0.00000 | ||
| 13174 | 2009.01.06 09:00 | modify | 2644 | 0.01 | 1.11540 | 0.00000 | 1.11393 | ||
| 13175 | 2009.01.06 09:00 | modify | 2645 | 0.01 | 1.11280 | 0.00000 | 1.11393 | ||
| 13176 | 2009.01.06 09:00 | modify | 2646 | 0.01 | 1.11120 | 0.00000 | 1.11393 | ||
| 13177 | 2009.01.06 09:42 | t/p | 2644 | 0.01 | 1.11393 | 0.00000 | 1.11393 | -1.32 | 52584.25 |
| 13178 | 2009.01.06 09:42 | t/p | 2645 | 0.01 | 1.11393 | 0.00000 | 1.11393 | 1.01 | 52585.26 |
| 13179 | 2009.01.06 09:42 | t/p | 2646 | 0.01 | 1.11393 | 0.00000 | 1.11393 | 2.45 | 52587.71 |
| 13180 | 2009.01.06 10:00 | buy | 2647 | 0.01 | 1.11690 | 0.00000 | 0.00000 | ||
| 13181 | 2009.01.06 10:00 | modify | 2647 | 0.01 | 1.11690 | 0.00000 | 1.11770 | ||
| 13182 | 2009.01.06 10:02 | t/p | 2647 | 0.01 | 1.11770 | 0.00000 | 1.11770 | 0.71 | 52588.42 |
| 13183 | 2009.01.06 10:30 | buy | 2648 | 0.01 | 1.11910 | 0.00000 | 0.00000 | ||
| 13184 | 2009.01.06 10:30 | modify | 2648 | 0.01 | 1.11910 | 0.00000 | 1.11990 | ||
| 13185 | 2009.01.06 10:43 | t/p | 2648 | 0.01 | 1.11990 | 0.00000 | 1.11990 | 0.71 | 52589.13 |
| 13186 | 2009.01.06 12:30 | buy | 2649 | 0.01 | 1.12020 | 0.00000 | 0.00000 | ||
| 13187 | 2009.01.06 12:30 | modify | 2649 | 0.01 | 1.12020 | 0.00000 | 1.12100 | ||
| 13188 | 2009.01.06 12:32 | t/p | 2649 | 0.01 | 1.12100 | 0.00000 | 1.12100 | 0.71 | 52589.84 |
| 13189 | 2009.01.06 14:00 | buy | 2650 | 0.01 | 1.12430 | 0.00000 | 0.00000 | ||
| 13190 | 2009.01.06 14:00 | modify | 2650 | 0.01 | 1.12430 | 0.00000 | 1.12510 | ||
| 13191 | 2009.01.06 14:29 | t/p | 2650 | 0.01 | 1.12510 | 0.00000 | 1.12510 | 0.71 | 52590.55 |
| 13192 | 2009.01.07 16:00 | sell | 2651 | 0.01 | 1.09130 | 0.00000 | 0.00000 | ||
| 13193 | 2009.01.07 16:00 | modify | 2651 | 0.01 | 1.09130 | 0.00000 | 1.09050 | ||
| 13194 | 2009.01.07 16:30 | sell | 2652 | 0.01 | 1.09520 | 0.00000 | 0.00000 | ||
| 13195 | 2009.01.07 16:30 | modify | 2651 | 0.01 | 1.09130 | 0.00000 | 1.09245 | ||
| 13196 | 2009.01.07 16:30 | modify | 2652 | 0.01 | 1.09520 | 0.00000 | 1.09245 | ||
| 13197 | 2009.01.07 17:00 | sell | 2653 | 0.01 | 1.09730 | 0.00000 | 0.00000 | ||
| 13198 | 2009.01.07 17:00 | modify | 2651 | 0.01 | 1.09130 | 0.00000 | 1.09380 | ||
| 13199 | 2009.01.07 17:00 | modify | 2652 | 0.01 | 1.09520 | 0.00000 | 1.09380 | ||
| 13200 | 2009.01.07 17:00 | modify | 2653 | 0.01 | 1.09730 | 0.00000 | 1.09380 | ||