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 |
| 1201 | 2008.02.11 09:53 | t/p | 237 | 0.02 | 1.09589 | 0.00000 | 1.09589 | -3.64 | 50088.80 |
| 1202 | 2008.02.11 09:53 | t/p | 239 | 0.02 | 1.09589 | 0.00000 | 1.09589 | 1.10 | 50089.90 |
| 1203 | 2008.02.11 09:53 | t/p | 241 | 0.03 | 1.09589 | 0.00000 | 1.09589 | 9.59 | 50099.49 |
| 1204 | 2008.02.11 09:53 | t/p | 243 | 0.03 | 1.09589 | 0.00000 | 1.09589 | 17.80 | 50117.29 |
| 1205 | 2008.02.11 09:53 | t/p | 245 | 0.03 | 1.09589 | 0.00000 | 1.09589 | 21.63 | 50138.92 |
| 1206 | 2008.02.11 09:53 | t/p | 252 | 0.03 | 1.09589 | 0.00000 | 1.09589 | 24.75 | 50163.67 |
| 1207 | 2008.02.11 09:53 | t/p | 254 | 0.04 | 1.09589 | 0.00000 | 1.09589 | 49.42 | 50213.08 |
| 1208 | 2008.02.11 10:00 | sell | 258 | 0.01 | 1.09550 | 0.00000 | 0.00000 | |
| 1209 | 2008.02.11 10:00 | modify | 258 | 0.01 | 1.09550 | 0.00000 | 1.09470 | |
| 1210 | 2008.02.11 12:00 | sell | 259 | 0.01 | 1.09680 | 0.00000 | 0.00000 | |
| 1211 | 2008.02.11 12:00 | modify | 258 | 0.01 | 1.09550 | 0.00000 | 1.09535 | |
| 1212 | 2008.02.11 12:00 | modify | 259 | 0.01 | 1.09680 | 0.00000 | 1.09535 | |
| 1213 | 2008.02.11 15:00 | sell | 260 | 0.01 | 1.09950 | 0.00000 | 0.00000 | |
| 1214 | 2008.02.11 15:00 | modify | 258 | 0.01 | 1.09550 | 0.00000 | 1.09647 | |
| 1215 | 2008.02.11 15:00 | modify | 259 | 0.01 | 1.09680 | 0.00000 | 1.09647 | |
| 1216 | 2008.02.11 15:00 | modify | 260 | 0.01 | 1.09950 | 0.00000 | 1.09647 | |
| 1217 | 2008.02.11 15:30 | buy | 261 | 0.01 | 1.10270 | 0.00000 | 0.00000 | |
| 1218 | 2008.02.11 15:30 | sell | 262 | 0.01 | 1.10260 | 0.00000 | 0.00000 | |
| 1219 | 2008.02.11 15:30 | modify | 258 | 0.01 | 1.09550 | 0.00000 | 1.09780 | |
| 1220 | 2008.02.11 15:30 | modify | 259 | 0.01 | 1.09680 | 0.00000 | 1.09780 | |
| 1221 | 2008.02.11 15:30 | modify | 260 | 0.01 | 1.09950 | 0.00000 | 1.09780 | |
| 1222 | 2008.02.11 15:30 | modify | 261 | 0.01 | 1.10270 | 0.00000 | 1.10350 | |
| 1223 | 2008.02.11 15:30 | modify | 262 | 0.01 | 1.10260 | 0.00000 | 1.09780 | |
| 1224 | 2008.02.11 15:55 | t/p | 261 | 0.01 | 1.10350 | 0.00000 | 1.10350 | 0.72 | 50213.80 |
| 1225 | 2008.02.11 16:00 | buy | 263 | 0.01 | 1.10410 | 0.00000 | 0.00000 | |
| 1226 | 2008.02.11 16:00 | sell | 264 | 0.01 | 1.10400 | 0.00000 | 0.00000 | |
| 1227 | 2008.02.11 16:00 | modify | 258 | 0.01 | 1.09550 | 0.00000 | 1.09888 | |
| 1228 | 2008.02.11 16:00 | modify | 259 | 0.01 | 1.09680 | 0.00000 | 1.09888 | |
| 1229 | 2008.02.11 16:00 | modify | 260 | 0.01 | 1.09950 | 0.00000 | 1.09888 | |
| 1230 | 2008.02.11 16:00 | modify | 262 | 0.01 | 1.10260 | 0.00000 | 1.09888 | |
| 1231 | 2008.02.11 16:00 | modify | 263 | 0.01 | 1.10410 | 0.00000 | 1.10490 | |
| 1232 | 2008.02.11 16:00 | modify | 264 | 0.01 | 1.10400 | 0.00000 | 1.09888 | |
| 1233 | 2008.02.11 16:30 | buy | 265 | 0.01 | 1.10260 | 0.00000 | 0.00000 | |
| 1234 | 2008.02.11 16:30 | modify | 263 | 0.01 | 1.10410 | 0.00000 | 1.10415 | |
| 1235 | 2008.02.11 16:30 | modify | 265 | 0.01 | 1.10260 | 0.00000 | 1.10415 | |
| 1236 | 2008.02.11 17:52 | t/p | 263 | 0.01 | 1.10415 | 0.00000 | 1.10415 | 0.05 | 50213.85 |
| 1237 | 2008.02.11 17:52 | t/p | 265 | 0.01 | 1.10415 | 0.00000 | 1.10415 | 1.40 | 50215.25 |
| 1238 | 2008.02.12 11:00 | buy | 266 | 0.01 | 1.10360 | 0.00000 | 0.00000 | |
| 1239 | 2008.02.12 11:00 | modify | 266 | 0.01 | 1.10360 | 0.00000 | 1.10440 | |
| 1240 | 2008.02.12 11:30 | buy | 267 | 0.01 | 1.10240 | 0.00000 | 0.00000 | |
| 1241 | 2008.02.12 11:30 | modify | 266 | 0.01 | 1.10360 | 0.00000 | 1.10380 | |
| 1242 | 2008.02.12 11:30 | modify | 267 | 0.01 | 1.10240 | 0.00000 | 1.10380 | |
| 1243 | 2008.02.12 13:00 | buy | 268 | 0.01 | 1.10150 | 0.00000 | 0.00000 | |
| 1244 | 2008.02.12 13:00 | modify | 266 | 0.01 | 1.10360 | 0.00000 | 1.10330 | |
| 1245 | 2008.02.12 13:00 | modify | 267 | 0.01 | 1.10240 | 0.00000 | 1.10330 | |
| 1246 | 2008.02.12 13:00 | modify | 268 | 0.01 | 1.10150 | 0.00000 | 1.10330 | |
| 1247 | 2008.02.12 15:08 | t/p | 266 | 0.01 | 1.10330 | 0.00000 | 1.10330 | -0.27 | 50214.98 |
| 1248 | 2008.02.12 15:08 | t/p | 267 | 0.01 | 1.10330 | 0.00000 | 1.10330 | 0.81 | 50215.79 |
| 1249 | 2008.02.12 15:08 | t/p | 268 | 0.01 | 1.10330 | 0.00000 | 1.10330 | 1.63 | 50217.42 |
| 1250 | 2008.02.12 15:30 | buy | 269 | 0.01 | 1.10330 | 0.00000 | 0.00000 | |
| 1251 | 2008.02.12 15:30 | modify | 269 | 0.01 | 1.10330 | 0.00000 | 1.10410 | |
| 1252 | 2008.02.12 16:30 | buy | 270 | 0.01 | 1.09930 | 0.00000 | 0.00000 | |
| 1253 | 2008.02.12 16:30 | modify | 269 | 0.01 | 1.10330 | 0.00000 | 1.10210 | |
| 1254 | 2008.02.12 16:30 | modify | 270 | 0.01 | 1.09930 | 0.00000 | 1.10210 | |
| 1255 | 2008.02.12 16:30 | t/p | 258 | 0.01 | 1.09888 | 0.00000 | 1.09888 | -3.11 | 50214.31 |
| 1256 | 2008.02.12 16:30 | t/p | 259 | 0.01 | 1.09888 | 0.00000 | 1.09888 | -1.92 | 50212.39 |
| 1257 | 2008.02.12 16:30 | t/p | 260 | 0.01 | 1.09888 | 0.00000 | 1.09888 | 0.53 | 50212.92 |
| 1258 | 2008.02.12 16:30 | t/p | 262 | 0.01 | 1.09888 | 0.00000 | 1.09888 | 3.35 | 50216.27 |
| 1259 | 2008.02.12 16:30 | t/p | 264 | 0.01 | 1.09888 | 0.00000 | 1.09888 | 4.63 | 50220.90 |
| 1260 | 2008.02.12 20:00 | t/p | 269 | 0.01 | 1.10210 | 0.00000 | 1.10210 | -1.09 | 50219.81 |
| 1261 | 2008.02.12 20:00 | t/p | 270 | 0.01 | 1.10210 | 0.00000 | 1.10210 | 2.54 | 50222.35 |
| 1262 | 2008.02.13 03:30 | buy | 271 | 0.01 | 1.10330 | 0.00000 | 0.00000 | |
| 1263 | 2008.02.13 03:30 | modify | 271 | 0.01 | 1.10330 | 0.00000 | 1.10410 | |
| 1264 | 2008.02.13 04:30 | buy | 272 | 0.01 | 1.10210 | 0.00000 | 0.00000 | |
| 1265 | 2008.02.13 04:30 | modify | 271 | 0.01 | 1.10330 | 0.00000 | 1.10350 | |
| 1266 | 2008.02.13 04:30 | modify | 272 | 0.01 | 1.10210 | 0.00000 | 1.10350 | |
| 1267 | 2008.02.13 09:39 | t/p | 271 | 0.01 | 1.10350 | 0.00000 | 1.10350 | 0.18 | 50222.53 |
| 1268 | 2008.02.13 09:39 | t/p | 272 | 0.01 | 1.10350 | 0.00000 | 1.10350 | 1.27 | 50223.80 |
| 1269 | 2008.02.13 10:00 | buy | 273 | 0.01 | 1.10390 | 0.00000 | 0.00000 | |
| 1270 | 2008.02.13 10:00 | modify | 273 | 0.01 | 1.10390 | 0.00000 | 1.10470 | |
| 1271 | 2008.02.13 12:30 | buy | 274 | 0.01 | 1.10280 | 0.00000 | 0.00000 | |
| 1272 | 2008.02.13 12:30 | modify | 273 | 0.01 | 1.10390 | 0.00000 | 1.10415 | |
| 1273 | 2008.02.13 12:30 | modify | 274 | 0.01 | 1.10280 | 0.00000 | 1.10415 | |
| 1274 | 2008.02.13 14:08 | t/p | 273 | 0.01 | 1.10415 | 0.00000 | 1.10415 | 0.23 | 50224.03 |
| 1275 | 2008.02.13 14:08 | t/p | 274 | 0.01 | 1.10415 | 0.00000 | 1.10415 | 1.22 | 50225.25 |
| 1276 | 2008.02.13 14:30 | buy | 275 | 0.01 | 1.10450 | 0.00000 | 0.00000 | |
| 1277 | 2008.02.13 14:30 | modify | 275 | 0.01 | 1.10450 | 0.00000 | 1.10530 | |
| 1278 | 2008.02.13 15:00 | buy | 276 | 0.01 | 1.10370 | 0.00000 | 0.00000 | |
| 1279 | 2008.02.13 15:00 | modify | 275 | 0.01 | 1.10450 | 0.00000 | 1.10490 | |
| 1280 | 2008.02.13 15:00 | modify | 276 | 0.01 | 1.10370 | 0.00000 | 1.10490 | |
| 1281 | 2008.02.13 15:30 | t/p | 275 | 0.01 | 1.10490 | 0.00000 | 1.10490 | 0.37 | 50225.62 |
| 1282 | 2008.02.13 15:30 | t/p | 276 | 0.01 | 1.10490 | 0.00000 | 1.10490 | 1.09 | 50226.71 |
| 1283 | 2008.02.13 16:00 | buy | 277 | 0.01 | 1.10790 | 0.00000 | 0.00000 | |
| 1284 | 2008.02.13 16:00 | modify | 277 | 0.01 | 1.10790 | 0.00000 | 1.10870 | |
| 1285 | 2008.02.13 16:00 | t/p | 277 | 0.01 | 1.10870 | 0.00000 | 1.10870 | 0.72 | 50227.43 |
| 1286 | 2008.02.13 16:30 | buy | 278 | 0.01 | 1.10990 | 0.00000 | 0.00000 | |
| 1287 | 2008.02.13 16:30 | modify | 278 | 0.01 | 1.10990 | 0.00000 | 1.11070 | |
| 1288 | 2008.02.13 16:58 | t/p | 278 | 0.01 | 1.11070 | 0.00000 | 1.11070 | 0.72 | 50228.15 |
| 1289 | 2008.02.13 17:00 | buy | 279 | 0.01 | 1.11010 | 0.00000 | 0.00000 | |
| 1290 | 2008.02.13 17:00 | modify | 279 | 0.01 | 1.11010 | 0.00000 | 1.11090 | |
| 1291 | 2008.02.13 17:30 | buy | 280 | 0.01 | 1.10910 | 0.00000 | 0.00000 | |
| 1292 | 2008.02.13 17:30 | modify | 279 | 0.01 | 1.11010 | 0.00000 | 1.11040 | |
| 1293 | 2008.02.13 17:30 | modify | 280 | 0.01 | 1.10910 | 0.00000 | 1.11040 | |
| 1294 | 2008.02.13 18:00 | buy | 281 | 0.01 | 1.10810 | 0.00000 | 0.00000 | |
| 1295 | 2008.02.13 18:00 | modify | 279 | 0.01 | 1.11010 | 0.00000 | 1.10990 | |
| 1296 | 2008.02.13 18:00 | modify | 280 | 0.01 | 1.10910 | 0.00000 | 1.10990 | |
| 1297 | 2008.02.13 18:00 | modify | 281 | 0.01 | 1.10810 | 0.00000 | 1.10990 | |
| 1298 | 2008.02.14 01:30 | buy | 282 | 0.01 | 1.10730 | 0.00000 | 0.00000 | |
| 1299 | 2008.02.14 01:30 | modify | 279 | 0.01 | 1.11010 | 0.00000 | 1.10945 | |
| 1300 | 2008.02.14 01:30 | modify | 280 | 0.01 | 1.10910 | 0.00000 | 1.10945 | |
| 1301 | 2008.02.14 01:30 | modify | 281 | 0.01 | 1.10810 | 0.00000 | 1.10945 | |
| 1302 | 2008.02.14 01:30 | modify | 282 | 0.01 | 1.10730 | 0.00000 | 1.10945 | |
| 1303 | 2008.02.14 09:03 | t/p | 279 | 0.01 | 1.10945 | 0.00000 | 1.10945 | -0.57 | 50227.57 |
| 1304 | 2008.02.14 09:03 | t/p | 280 | 0.01 | 1.10945 | 0.00000 | 1.10945 | 0.33 | 50227.90 |
| 1305 | 2008.02.14 09:03 | t/p | 281 | 0.01 | 1.10945 | 0.00000 | 1.10945 | 1.23 | 50229.13 |
| 1306 | 2008.02.14 09:03 | t/p | 282 | 0.01 | 1.10945 | 0.00000 | 1.10945 | 1.93 | 50231.06 |
| 1307 | 2008.02.14 09:30 | buy | 283 | 0.01 | 1.10890 | 0.00000 | 0.00000 | |
| 1308 | 2008.02.14 09:30 | modify | 283 | 0.01 | 1.10890 | 0.00000 | 1.10970 | |
| 1309 | 2008.02.14 09:40 | t/p | 283 | 0.01 | 1.10970 | 0.00000 | 1.10970 | 0.72 | 50231.78 |
| 1310 | 2008.02.14 15:00 | sell | 284 | 0.01 | 1.10290 | 0.00000 | 0.00000 | |
| 1311 | 2008.02.14 15:00 | modify | 284 | 0.01 | 1.10290 | 0.00000 | 1.10210 | |
| 1312 | 2008.02.14 15:08 | t/p | 284 | 0.01 | 1.10210 | 0.00000 | 1.10210 | 0.72 | 50232.50 |
| 1313 | 2008.02.14 15:30 | sell | 285 | 0.01 | 1.10150 | 0.00000 | 0.00000 | |
| 1314 | 2008.02.14 15:30 | modify | 285 | 0.01 | 1.10150 | 0.00000 | 1.10070 | |
| 1315 | 2008.02.14 16:00 | sell | 286 | 0.01 | 1.10410 | 0.00000 | 0.00000 | |
| 1316 | 2008.02.14 16:00 | modify | 285 | 0.01 | 1.10150 | 0.00000 | 1.10200 | |
| 1317 | 2008.02.14 16:00 | modify | 286 | 0.01 | 1.10410 | 0.00000 | 1.10200 | |
| 1318 | 2008.02.14 16:30 | sell | 287 | 0.01 | 1.10540 | 0.00000 | 0.00000 | |
| 1319 | 2008.02.14 16:30 | modify | 285 | 0.01 | 1.10150 | 0.00000 | 1.10287 | |
| 1320 | 2008.02.14 16:30 | modify | 286 | 0.01 | 1.10410 | 0.00000 | 1.10287 | |
| 1321 | 2008.02.14 16:30 | modify | 287 | 0.01 | 1.10540 | 0.00000 | 1.10287 | |
| 1322 | 2008.02.14 17:22 | t/p | 285 | 0.01 | 1.10287 | 0.00000 | 1.10287 | -1.24 | 50231.26 |
| 1323 | 2008.02.14 17:22 | t/p | 286 | 0.01 | 1.10287 | 0.00000 | 1.10287 | 1.11 | 50232.37 |
| 1324 | 2008.02.14 17:22 | t/p | 287 | 0.01 | 1.10287 | 0.00000 | 1.10287 | 2.29 | 50234.66 |
| 1325 | 2008.02.14 18:00 | sell | 288 | 0.01 | 1.10130 | 0.00000 | 0.00000 | |
| 1326 | 2008.02.14 18:00 | modify | 288 | 0.01 | 1.10130 | 0.00000 | 1.10050 | |
| 1327 | 2008.02.14 18:03 | t/p | 288 | 0.01 | 1.10050 | 0.00000 | 1.10050 | 0.72 | 50235.38 |
| 1328 | 2008.02.14 18:30 | sell | 289 | 0.01 | 1.10050 | 0.00000 | 0.00000 | |
| 1329 | 2008.02.14 18:30 | modify | 289 | 0.01 | 1.10050 | 0.00000 | 1.09970 | |
| 1330 | 2008.02.14 18:31 | t/p | 289 | 0.01 | 1.09970 | 0.00000 | 1.09970 | 0.73 | 50236.11 |
| 1331 | 2008.02.14 19:00 | sell | 290 | 0.01 | 1.09870 | 0.00000 | 0.00000 | |
| 1332 | 2008.02.14 19:00 | modify | 290 | 0.01 | 1.09870 | 0.00000 | 1.09790 | |
| 1333 | 2008.02.14 19:51 | t/p | 290 | 0.01 | 1.09790 | 0.00000 | 1.09790 | 0.73 | 50236.84 |
| 1334 | 2008.02.14 20:00 | sell | 291 | 0.01 | 1.09750 | 0.00000 | 0.00000 | |
| 1335 | 2008.02.14 20:00 | modify | 291 | 0.01 | 1.09750 | 0.00000 | 1.09670 | |
| 1336 | 2008.02.14 20:07 | t/p | 291 | 0.01 | 1.09670 | 0.00000 | 1.09670 | 0.73 | 50237.57 |
| 1337 | 2008.02.14 20:30 | sell | 292 | 0.01 | 1.09730 | 0.00000 | 0.00000 | |
| 1338 | 2008.02.14 20:30 | modify | 292 | 0.01 | 1.09730 | 0.00000 | 1.09650 | |
| 1339 | 2008.02.15 00:22 | t/p | 292 | 0.01 | 1.09650 | 0.00000 | 1.09650 | 0.70 | 50238.26 |
| 1340 | 2008.02.15 12:00 | sell | 293 | 0.01 | 1.09490 | 0.00000 | 0.00000 | |
| 1341 | 2008.02.15 12:00 | modify | 293 | 0.01 | 1.09490 | 0.00000 | 1.09410 | |
| 1342 | 2008.02.15 12:19 | t/p | 293 | 0.01 | 1.09410 | 0.00000 | 1.09410 | 0.73 | 50238.99 |
| 1343 | 2008.02.15 12:30 | sell | 294 | 0.01 | 1.09460 | 0.00000 | 0.00000 | |
| 1344 | 2008.02.15 12:30 | modify | 294 | 0.01 | 1.09460 | 0.00000 | 1.09380 | |
| 1345 | 2008.02.15 12:40 | t/p | 294 | 0.01 | 1.09380 | 0.00000 | 1.09380 | 0.73 | 50239.72 |
| 1346 | 2008.02.15 13:30 | sell | 295 | 0.01 | 1.09360 | 0.00000 | 0.00000 | |
| 1347 | 2008.02.15 13:30 | modify | 295 | 0.01 | 1.09360 | 0.00000 | 1.09280 | |
| 1348 | 2008.02.15 14:00 | sell | 296 | 0.01 | 1.09450 | 0.00000 | 0.00000 | |
| 1349 | 2008.02.15 14:00 | modify | 295 | 0.01 | 1.09360 | 0.00000 | 1.09325 | |
| 1350 | 2008.02.15 14:00 | modify | 296 | 0.01 | 1.09450 | 0.00000 | 1.09325 | |