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 |
| 13201 | 2009.01.07 18:00 | sell | 2654 | 0.01 | 1.09890 | 0.00000 | 0.00000 | ||
| 13202 | 2009.01.07 18:00 | modify | 2651 | 0.01 | 1.09130 | 0.00000 | 1.09488 | ||
| 13203 | 2009.01.07 18:00 | modify | 2652 | 0.01 | 1.09520 | 0.00000 | 1.09488 | ||
| 13204 | 2009.01.07 18:00 | modify | 2653 | 0.01 | 1.09730 | 0.00000 | 1.09488 | ||
| 13205 | 2009.01.07 18:00 | modify | 2654 | 0.01 | 1.09890 | 0.00000 | 1.09488 | ||
| 13206 | 2009.01.07 18:50 | t/p | 2651 | 0.01 | 1.09488 | 0.00000 | 1.09488 | -3.27 | 52587.28 |
| 13207 | 2009.01.07 18:50 | t/p | 2652 | 0.01 | 1.09488 | 0.00000 | 1.09488 | 0.29 | 52587.57 |
| 13208 | 2009.01.07 18:50 | t/p | 2653 | 0.01 | 1.09488 | 0.00000 | 1.09488 | 2.21 | 52589.78 |
| 13209 | 2009.01.07 18:50 | t/p | 2654 | 0.01 | 1.09488 | 0.00000 | 1.09488 | 3.67 | 52593.45 |
| 13210 | 2009.01.08 03:00 | buy | 2655 | 0.01 | 1.10600 | 0.00000 | 0.00000 | ||
| 13211 | 2009.01.08 03:00 | modify | 2655 | 0.01 | 1.10600 | 0.00000 | 1.10680 | ||
| 13212 | 2009.01.08 06:30 | buy | 2656 | 0.01 | 1.10370 | 0.00000 | 0.00000 | ||
| 13213 | 2009.01.08 06:30 | modify | 2655 | 0.01 | 1.10600 | 0.00000 | 1.10565 | ||
| 13214 | 2009.01.08 06:30 | modify | 2656 | 0.01 | 1.10370 | 0.00000 | 1.10565 | ||
| 13215 | 2009.01.08 07:00 | buy | 2657 | 0.01 | 1.10150 | 0.00000 | 0.00000 | ||
| 13216 | 2009.01.08 07:00 | modify | 2655 | 0.01 | 1.10600 | 0.00000 | 1.10453 | ||
| 13217 | 2009.01.08 07:00 | modify | 2656 | 0.01 | 1.10370 | 0.00000 | 1.10453 | ||
| 13218 | 2009.01.08 07:00 | modify | 2657 | 0.01 | 1.10150 | 0.00000 | 1.10453 | ||
| 13219 | 2009.01.08 08:30 | buy | 2658 | 0.01 | 1.09920 | 0.00000 | 0.00000 | ||
| 13220 | 2009.01.08 08:30 | modify | 2655 | 0.01 | 1.10600 | 0.00000 | 1.10340 | ||
| 13221 | 2009.01.08 08:30 | modify | 2656 | 0.01 | 1.10370 | 0.00000 | 1.10340 | ||
| 13222 | 2009.01.08 08:30 | modify | 2657 | 0.01 | 1.10150 | 0.00000 | 1.10340 | ||
| 13223 | 2009.01.08 08:30 | modify | 2658 | 0.01 | 1.09920 | 0.00000 | 1.10340 | ||
| 13224 | 2009.01.08 09:00 | buy | 2659 | 0.01 | 1.09650 | 0.00000 | 0.00000 | ||
| 13225 | 2009.01.08 09:00 | sell | 2660 | 0.01 | 1.09640 | 0.00000 | 0.00000 | ||
| 13226 | 2009.01.08 09:00 | modify | 2655 | 0.01 | 1.10600 | 0.00000 | 1.10218 | ||
| 13227 | 2009.01.08 09:00 | modify | 2656 | 0.01 | 1.10370 | 0.00000 | 1.10218 | ||
| 13228 | 2009.01.08 09:00 | modify | 2657 | 0.01 | 1.10150 | 0.00000 | 1.10218 | ||
| 13229 | 2009.01.08 09:00 | modify | 2658 | 0.01 | 1.09920 | 0.00000 | 1.10218 | ||
| 13230 | 2009.01.08 09:00 | modify | 2659 | 0.01 | 1.09650 | 0.00000 | 1.10218 | ||
| 13231 | 2009.01.08 09:00 | modify | 2660 | 0.01 | 1.09640 | 0.00000 | 1.09560 | ||
| 13232 | 2009.01.08 09:51 | t/p | 2655 | 0.01 | 1.10218 | 0.00000 | 1.10218 | -3.47 | 52589.98 |
| 13233 | 2009.01.08 09:51 | t/p | 2656 | 0.01 | 1.10218 | 0.00000 | 1.10218 | -1.38 | 52588.60 |
| 13234 | 2009.01.08 09:51 | t/p | 2657 | 0.01 | 1.10218 | 0.00000 | 1.10218 | 0.62 | 52589.22 |
| 13235 | 2009.01.08 09:51 | t/p | 2658 | 0.01 | 1.10218 | 0.00000 | 1.10218 | 2.70 | 52591.92 |
| 13236 | 2009.01.08 09:51 | t/p | 2659 | 0.01 | 1.10218 | 0.00000 | 1.10218 | 5.15 | 52597.07 |
| 13237 | 2009.01.08 10:00 | sell | 2661 | 0.01 | 1.10280 | 0.00000 | 0.00000 | ||
| 13238 | 2009.01.08 10:00 | modify | 2660 | 0.01 | 1.09640 | 0.00000 | 1.09880 | ||
| 13239 | 2009.01.08 10:00 | modify | 2661 | 0.01 | 1.10280 | 0.00000 | 1.09880 | ||
| 13240 | 2009.01.08 11:00 | sell | 2662 | 0.01 | 1.10420 | 0.00000 | 0.00000 | ||
| 13241 | 2009.01.08 11:00 | modify | 2660 | 0.01 | 1.09640 | 0.00000 | 1.10033 | ||
| 13242 | 2009.01.08 11:00 | modify | 2661 | 0.01 | 1.10280 | 0.00000 | 1.10033 | ||
| 13243 | 2009.01.08 11:00 | modify | 2662 | 0.01 | 1.10420 | 0.00000 | 1.10033 | ||
| 13244 | 2009.01.08 11:45 | t/p | 2660 | 0.01 | 1.10033 | 0.00000 | 1.10033 | -3.57 | 52593.50 |
| 13245 | 2009.01.08 11:45 | t/p | 2661 | 0.01 | 1.10033 | 0.00000 | 1.10033 | 2.24 | 52595.74 |
| 13246 | 2009.01.08 11:45 | t/p | 2662 | 0.01 | 1.10033 | 0.00000 | 1.10033 | 3.52 | 52599.26 |
| 13247 | 2009.01.08 16:00 | sell | 2663 | 0.01 | 1.09280 | 0.00000 | 0.00000 | ||
| 13248 | 2009.01.08 16:00 | modify | 2663 | 0.01 | 1.09280 | 0.00000 | 1.09200 | ||
| 13249 | 2009.01.08 16:00 | t/p | 2663 | 0.01 | 1.09200 | 0.00000 | 1.09200 | 0.73 | 52599.99 |
| 13250 | 2009.01.08 16:30 | sell | 2664 | 0.01 | 1.09080 | 0.00000 | 0.00000 | ||
| 13251 | 2009.01.08 16:30 | modify | 2664 | 0.01 | 1.09080 | 0.00000 | 1.09000 | ||
| 13252 | 2009.01.08 16:30 | t/p | 2664 | 0.01 | 1.09000 | 0.00000 | 1.09000 | 0.73 | 52600.72 |
| 13253 | 2009.01.09 09:30 | sell | 2665 | 0.01 | 1.09310 | 0.00000 | 0.00000 | ||
| 13254 | 2009.01.09 09:30 | modify | 2665 | 0.01 | 1.09310 | 0.00000 | 1.09230 | ||
| 13255 | 2009.01.09 10:00 | sell | 2666 | 0.01 | 1.09400 | 0.00000 | 0.00000 | ||
| 13256 | 2009.01.09 10:00 | modify | 2665 | 0.01 | 1.09310 | 0.00000 | 1.09275 | ||
| 13257 | 2009.01.09 10:00 | modify | 2666 | 0.01 | 1.09400 | 0.00000 | 1.09275 | ||
| 13258 | 2009.01.09 10:05 | t/p | 2665 | 0.01 | 1.09275 | 0.00000 | 1.09275 | 0.32 | 52601.04 |
| 13259 | 2009.01.09 10:05 | t/p | 2666 | 0.01 | 1.09275 | 0.00000 | 1.09275 | 1.14 | 52602.18 |
| 13260 | 2009.01.09 10:30 | sell | 2667 | 0.01 | 1.09360 | 0.00000 | 0.00000 | ||
| 13261 | 2009.01.09 10:30 | modify | 2667 | 0.01 | 1.09360 | 0.00000 | 1.09280 | ||
| 13262 | 2009.01.09 11:00 | sell | 2668 | 0.01 | 1.09450 | 0.00000 | 0.00000 | ||
| 13263 | 2009.01.09 11:00 | modify | 2667 | 0.01 | 1.09360 | 0.00000 | 1.09325 | ||
| 13264 | 2009.01.09 11:00 | modify | 2668 | 0.01 | 1.09450 | 0.00000 | 1.09325 | ||
| 13265 | 2009.01.09 11:20 | t/p | 2667 | 0.01 | 1.09325 | 0.00000 | 1.09325 | 0.32 | 52602.50 |
| 13266 | 2009.01.09 11:20 | t/p | 2668 | 0.01 | 1.09325 | 0.00000 | 1.09325 | 1.14 | 52603.64 |
| 13267 | 2009.01.09 11:30 | sell | 2669 | 0.01 | 1.09240 | 0.00000 | 0.00000 | ||
| 13268 | 2009.01.09 11:30 | modify | 2669 | 0.01 | 1.09240 | 0.00000 | 1.09160 | ||
| 13269 | 2009.01.09 11:54 | t/p | 2669 | 0.01 | 1.09160 | 0.00000 | 1.09160 | 0.73 | 52604.37 |
| 13270 | 2009.01.09 12:00 | sell | 2670 | 0.01 | 1.09140 | 0.00000 | 0.00000 | ||
| 13271 | 2009.01.09 12:00 | modify | 2670 | 0.01 | 1.09140 | 0.00000 | 1.09060 | ||
| 13272 | 2009.01.09 12:00 | t/p | 2670 | 0.01 | 1.09060 | 0.00000 | 1.09060 | 0.73 | 52605.10 |
| 13273 | 2009.01.09 12:30 | sell | 2671 | 0.01 | 1.09100 | 0.00000 | 0.00000 | ||
| 13274 | 2009.01.09 12:30 | modify | 2671 | 0.01 | 1.09100 | 0.00000 | 1.09020 | ||
| 13275 | 2009.01.09 12:34 | t/p | 2671 | 0.01 | 1.09020 | 0.00000 | 1.09020 | 0.73 | 52605.83 |
| 13276 | 2009.01.09 17:30 | buy | 2672 | 0.01 | 1.10970 | 0.00000 | 0.00000 | ||
| 13277 | 2009.01.09 17:30 | modify | 2672 | 0.01 | 1.10970 | 0.00000 | 1.11050 | ||
| 13278 | 2009.01.09 17:31 | t/p | 2672 | 0.01 | 1.11050 | 0.00000 | 1.11050 | 0.72 | 52606.55 |
| 13279 | 2009.01.12 06:00 | buy | 2673 | 0.01 | 1.11790 | 0.00000 | 0.00000 | ||
| 13280 | 2009.01.12 06:00 | modify | 2673 | 0.01 | 1.11790 | 0.00000 | 1.11870 | ||
| 13281 | 2009.01.12 06:23 | t/p | 2673 | 0.01 | 1.11870 | 0.00000 | 1.11870 | 0.72 | 52607.27 |
| 13282 | 2009.01.12 10:30 | buy | 2674 | 0.01 | 1.12120 | 0.00000 | 0.00000 | ||
| 13283 | 2009.01.12 10:30 | modify | 2674 | 0.01 | 1.12120 | 0.00000 | 1.12200 | ||
| 13284 | 2009.01.12 10:31 | t/p | 2674 | 0.01 | 1.12200 | 0.00000 | 1.12200 | 0.71 | 52607.98 |
| 13285 | 2009.01.12 12:00 | buy | 2675 | 0.01 | 1.12110 | 0.00000 | 0.00000 | ||
| 13286 | 2009.01.12 12:00 | modify | 2675 | 0.01 | 1.12110 | 0.00000 | 1.12190 | ||
| 13287 | 2009.01.12 13:00 | buy | 2676 | 0.01 | 1.11980 | 0.00000 | 0.00000 | ||
| 13288 | 2009.01.12 13:00 | modify | 2675 | 0.01 | 1.12110 | 0.00000 | 1.12125 | ||
| 13289 | 2009.01.12 13:00 | modify | 2676 | 0.01 | 1.11980 | 0.00000 | 1.12125 | ||
| 13290 | 2009.01.12 14:00 | buy | 2677 | 0.01 | 1.11800 | 0.00000 | 0.00000 | ||
| 13291 | 2009.01.12 14:00 | modify | 2675 | 0.01 | 1.12110 | 0.00000 | 1.12043 | ||
| 13292 | 2009.01.12 14:00 | modify | 2676 | 0.01 | 1.11980 | 0.00000 | 1.12043 | ||
| 13293 | 2009.01.12 14:00 | modify | 2677 | 0.01 | 1.11800 | 0.00000 | 1.12043 | ||
| 13294 | 2009.01.12 14:30 | buy | 2678 | 0.01 | 1.11710 | 0.00000 | 0.00000 | ||
| 13295 | 2009.01.12 14:30 | modify | 2675 | 0.01 | 1.12110 | 0.00000 | 1.11980 | ||
| 13296 | 2009.01.12 14:30 | modify | 2676 | 0.01 | 1.11980 | 0.00000 | 1.11980 | ||
| 13297 | 2009.01.12 14:30 | modify | 2677 | 0.01 | 1.11800 | 0.00000 | 1.11980 | ||
| 13298 | 2009.01.12 14:30 | modify | 2678 | 0.01 | 1.11710 | 0.00000 | 1.11980 | ||
| 13299 | 2009.01.12 15:04 | t/p | 2675 | 0.01 | 1.11980 | 0.00000 | 1.11980 | -1.16 | 52606.82 |
| 13300 | 2009.01.12 15:04 | t/p | 2676 | 0.01 | 1.11980 | 0.00000 | 1.11980 | 0.00 | 52606.82 |
| 13301 | 2009.01.12 15:04 | t/p | 2677 | 0.01 | 1.11980 | 0.00000 | 1.11980 | 1.61 | 52608.43 |
| 13302 | 2009.01.12 15:04 | t/p | 2678 | 0.01 | 1.11980 | 0.00000 | 1.11980 | 2.41 | 52610.84 |
| 13303 | 2009.01.13 03:00 | buy | 2679 | 0.01 | 1.11860 | 0.00000 | 0.00000 | ||
| 13304 | 2009.01.13 03:00 | modify | 2679 | 0.01 | 1.11860 | 0.00000 | 1.11940 | ||
| 13305 | 2009.01.13 03:30 | buy | 2680 | 0.01 | 1.11770 | 0.00000 | 0.00000 | ||
| 13306 | 2009.01.13 03:30 | modify | 2679 | 0.01 | 1.11860 | 0.00000 | 1.11895 | ||
| 13307 | 2009.01.13 03:30 | modify | 2680 | 0.01 | 1.11770 | 0.00000 | 1.11895 | ||
| 13308 | 2009.01.13 07:42 | t/p | 2679 | 0.01 | 1.11895 | 0.00000 | 1.11895 | 0.32 | 52611.16 |
| 13309 | 2009.01.13 07:42 | t/p | 2680 | 0.01 | 1.11895 | 0.00000 | 1.11895 | 1.12 | 52612.28 |
| 13310 | 2009.01.13 08:00 | buy | 2681 | 0.01 | 1.12170 | 0.00000 | 0.00000 | ||
| 13311 | 2009.01.13 08:00 | modify | 2681 | 0.01 | 1.12170 | 0.00000 | 1.12250 | ||
| 13312 | 2009.01.13 09:02 | t/p | 2681 | 0.01 | 1.12250 | 0.00000 | 1.12250 | 0.71 | 52612.99 |
| 13313 | 2009.01.13 15:30 | buy | 2682 | 0.01 | 1.11950 | 0.00000 | 0.00000 | ||
| 13314 | 2009.01.13 15:30 | modify | 2682 | 0.01 | 1.11950 | 0.00000 | 1.12030 | ||
| 13315 | 2009.01.13 15:30 | t/p | 2682 | 0.01 | 1.12030 | 0.00000 | 1.12030 | 0.72 | 52613.71 |
| 13316 | 2009.01.13 16:00 | buy | 2683 | 0.01 | 1.12360 | 0.00000 | 0.00000 | ||
| 13317 | 2009.01.13 16:00 | modify | 2683 | 0.01 | 1.12360 | 0.00000 | 1.12440 | ||
| 13318 | 2009.01.13 16:25 | t/p | 2683 | 0.01 | 1.12440 | 0.00000 | 1.12440 | 0.71 | 52614.42 |
| 13319 | 2009.01.14 11:00 | buy | 2684 | 0.01 | 1.11990 | 0.00000 | 0.00000 | ||
| 13320 | 2009.01.14 11:00 | modify | 2684 | 0.01 | 1.11990 | 0.00000 | 1.12070 | ||
| 13321 | 2009.01.14 11:00 | t/p | 2684 | 0.01 | 1.12070 | 0.00000 | 1.12070 | 0.71 | 52615.13 |
| 13322 | 2009.01.14 12:00 | buy | 2685 | 0.01 | 1.11900 | 0.00000 | 0.00000 | ||
| 13323 | 2009.01.14 12:00 | modify | 2685 | 0.01 | 1.11900 | 0.00000 | 1.11980 | ||
| 13324 | 2009.01.14 12:30 | buy | 2686 | 0.01 | 1.11510 | 0.00000 | 0.00000 | ||
| 13325 | 2009.01.14 12:30 | modify | 2685 | 0.01 | 1.11900 | 0.00000 | 1.11785 | ||
| 13326 | 2009.01.14 12:30 | modify | 2686 | 0.01 | 1.11510 | 0.00000 | 1.11785 | ||
| 13327 | 2009.01.14 14:17 | t/p | 2685 | 0.01 | 1.11785 | 0.00000 | 1.11785 | -1.03 | 52614.10 |
| 13328 | 2009.01.14 14:17 | t/p | 2686 | 0.01 | 1.11785 | 0.00000 | 1.11785 | 2.46 | 52616.56 |
| 13329 | 2009.01.14 15:00 | buy | 2687 | 0.01 | 1.12030 | 0.00000 | 0.00000 | ||
| 13330 | 2009.01.14 15:00 | modify | 2687 | 0.01 | 1.12030 | 0.00000 | 1.12110 | ||
| 13331 | 2009.01.14 15:00 | t/p | 2687 | 0.01 | 1.12110 | 0.00000 | 1.12110 | 0.71 | 52617.27 |
| 13332 | 2009.01.14 15:30 | buy | 2688 | 0.01 | 1.12040 | 0.00000 | 0.00000 | ||
| 13333 | 2009.01.14 15:30 | modify | 2688 | 0.01 | 1.12040 | 0.00000 | 1.12120 | ||
| 13334 | 2009.01.14 15:37 | t/p | 2688 | 0.01 | 1.12120 | 0.00000 | 1.12120 | 0.71 | 52617.98 |
| 13335 | 2009.01.14 16:00 | buy | 2689 | 0.01 | 1.12130 | 0.00000 | 0.00000 | ||
| 13336 | 2009.01.14 16:00 | modify | 2689 | 0.01 | 1.12130 | 0.00000 | 1.12210 | ||
| 13337 | 2009.01.14 16:30 | buy | 2690 | 0.01 | 1.11980 | 0.00000 | 0.00000 | ||
| 13338 | 2009.01.14 16:30 | modify | 2689 | 0.01 | 1.12130 | 0.00000 | 1.12135 | ||
| 13339 | 2009.01.14 16:30 | modify | 2690 | 0.01 | 1.11980 | 0.00000 | 1.12135 | ||
| 13340 | 2009.01.14 17:30 | buy | 2691 | 0.01 | 1.11870 | 0.00000 | 0.00000 | ||
| 13341 | 2009.01.14 17:30 | modify | 2689 | 0.01 | 1.12130 | 0.00000 | 1.12073 | ||
| 13342 | 2009.01.14 17:30 | modify | 2690 | 0.01 | 1.11980 | 0.00000 | 1.12073 | ||
| 13343 | 2009.01.14 17:30 | modify | 2691 | 0.01 | 1.11870 | 0.00000 | 1.12073 | ||
| 13344 | 2009.01.14 18:30 | buy | 2692 | 0.01 | 1.11780 | 0.00000 | 0.00000 | ||
| 13345 | 2009.01.14 18:30 | modify | 2689 | 0.01 | 1.12130 | 0.00000 | 1.12020 | ||
| 13346 | 2009.01.14 18:30 | modify | 2690 | 0.01 | 1.11980 | 0.00000 | 1.12020 | ||
| 13347 | 2009.01.14 18:30 | modify | 2691 | 0.01 | 1.11870 | 0.00000 | 1.12020 | ||
| 13348 | 2009.01.14 18:30 | modify | 2692 | 0.01 | 1.11780 | 0.00000 | 1.12020 | ||
| 13349 | 2009.01.14 21:30 | buy | 2693 | 0.01 | 1.11590 | 0.00000 | 0.00000 | ||
| 13350 | 2009.01.14 21:30 | modify | 2689 | 0.01 | 1.12130 | 0.00000 | 1.11950 | ||