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 |
| 13351 | 2009.01.14 21:30 | modify | 2690 | 0.01 | 1.11980 | 0.00000 | 1.11950 | ||
| 13352 | 2009.01.14 21:30 | modify | 2691 | 0.01 | 1.11870 | 0.00000 | 1.11950 | ||
| 13353 | 2009.01.14 21:30 | modify | 2692 | 0.01 | 1.11780 | 0.00000 | 1.11950 | ||
| 13354 | 2009.01.14 21:30 | modify | 2693 | 0.01 | 1.11590 | 0.00000 | 1.11950 | ||
| 13355 | 2009.01.15 02:00 | buy | 2694 | 0.02 | 1.11510 | 0.00000 | 0.00000 | ||
| 13356 | 2009.01.15 02:00 | modify | 2689 | 0.01 | 1.12130 | 0.00000 | 1.11847 | ||
| 13357 | 2009.01.15 02:00 | modify | 2690 | 0.01 | 1.11980 | 0.00000 | 1.11847 | ||
| 13358 | 2009.01.15 02:00 | modify | 2691 | 0.01 | 1.11870 | 0.00000 | 1.11847 | ||
| 13359 | 2009.01.15 02:00 | modify | 2692 | 0.01 | 1.11780 | 0.00000 | 1.11847 | ||
| 13360 | 2009.01.15 02:00 | modify | 2693 | 0.01 | 1.11590 | 0.00000 | 1.11847 | ||
| 13361 | 2009.01.15 02:00 | modify | 2694 | 0.02 | 1.11510 | 0.00000 | 1.11847 | ||
| 13362 | 2009.01.15 09:11 | t/p | 2689 | 0.01 | 1.11847 | 0.00000 | 1.11847 | -2.51 | 52615.47 |
| 13363 | 2009.01.15 09:11 | t/p | 2690 | 0.01 | 1.11847 | 0.00000 | 1.11847 | -1.17 | 52614.30 |
| 13364 | 2009.01.15 09:11 | t/p | 2691 | 0.01 | 1.11847 | 0.00000 | 1.11847 | -0.19 | 52614.10 |
| 13365 | 2009.01.15 09:11 | t/p | 2692 | 0.01 | 1.11847 | 0.00000 | 1.11847 | 0.62 | 52614.72 |
| 13366 | 2009.01.15 09:11 | t/p | 2693 | 0.01 | 1.11847 | 0.00000 | 1.11847 | 2.32 | 52617.04 |
| 13367 | 2009.01.15 09:11 | t/p | 2694 | 0.02 | 1.11847 | 0.00000 | 1.11847 | 6.02 | 52623.06 |
| 13368 | 2009.01.15 09:30 | buy | 2695 | 0.01 | 1.11700 | 0.00000 | 0.00000 | ||
| 13369 | 2009.01.15 09:30 | modify | 2695 | 0.01 | 1.11700 | 0.00000 | 1.11780 | ||
| 13370 | 2009.01.15 10:01 | t/p | 2695 | 0.01 | 1.11780 | 0.00000 | 1.11780 | 0.71 | 52623.77 |
| 13371 | 2009.01.15 12:00 | buy | 2696 | 0.01 | 1.12000 | 0.00000 | 0.00000 | ||
| 13372 | 2009.01.15 12:00 | modify | 2696 | 0.01 | 1.12000 | 0.00000 | 1.12080 | ||
| 13373 | 2009.01.15 12:30 | buy | 2697 | 0.01 | 1.11890 | 0.00000 | 0.00000 | ||
| 13374 | 2009.01.15 12:30 | modify | 2696 | 0.01 | 1.12000 | 0.00000 | 1.12025 | ||
| 13375 | 2009.01.15 12:30 | modify | 2697 | 0.01 | 1.11890 | 0.00000 | 1.12025 | ||
| 13376 | 2009.01.15 12:31 | t/p | 2696 | 0.01 | 1.12025 | 0.00000 | 1.12025 | 0.22 | 52623.99 |
| 13377 | 2009.01.15 12:31 | t/p | 2697 | 0.01 | 1.12025 | 0.00000 | 1.12025 | 1.20 | 52625.19 |
| 13378 | 2009.01.15 13:00 | buy | 2698 | 0.01 | 1.12060 | 0.00000 | 0.00000 | ||
| 13379 | 2009.01.15 13:00 | modify | 2698 | 0.01 | 1.12060 | 0.00000 | 1.12140 | ||
| 13380 | 2009.01.15 13:02 | t/p | 2698 | 0.01 | 1.12140 | 0.00000 | 1.12140 | 0.71 | 52625.90 |
| 13381 | 2009.01.15 13:30 | buy | 2699 | 0.01 | 1.12120 | 0.00000 | 0.00000 | ||
| 13382 | 2009.01.15 13:30 | modify | 2699 | 0.01 | 1.12120 | 0.00000 | 1.12200 | ||
| 13383 | 2009.01.15 13:31 | t/p | 2699 | 0.01 | 1.12200 | 0.00000 | 1.12200 | 0.71 | 52626.61 |
| 13384 | 2009.01.15 15:00 | buy | 2700 | 0.01 | 1.12720 | 0.00000 | 0.00000 | ||
| 13385 | 2009.01.15 15:00 | modify | 2700 | 0.01 | 1.12720 | 0.00000 | 1.12800 | ||
| 13386 | 2009.01.15 15:30 | buy | 2701 | 0.01 | 1.12340 | 0.00000 | 0.00000 | ||
| 13387 | 2009.01.15 15:30 | modify | 2700 | 0.01 | 1.12720 | 0.00000 | 1.12610 | ||
| 13388 | 2009.01.15 15:30 | modify | 2701 | 0.01 | 1.12340 | 0.00000 | 1.12610 | ||
| 13389 | 2009.01.15 15:41 | t/p | 2700 | 0.01 | 1.12610 | 0.00000 | 1.12610 | -0.98 | 52625.63 |
| 13390 | 2009.01.15 15:41 | t/p | 2701 | 0.01 | 1.12610 | 0.00000 | 1.12610 | 2.40 | 52628.03 |
| 13391 | 2009.01.15 17:00 | buy | 2702 | 0.01 | 1.12840 | 0.00000 | 0.00000 | ||
| 13392 | 2009.01.15 17:00 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12920 | ||
| 13393 | 2009.01.15 17:30 | buy | 2703 | 0.01 | 1.12570 | 0.00000 | 0.00000 | ||
| 13394 | 2009.01.15 17:30 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12785 | ||
| 13395 | 2009.01.15 17:30 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12785 | ||
| 13396 | 2009.01.15 18:30 | buy | 2704 | 0.01 | 1.12440 | 0.00000 | 0.00000 | ||
| 13397 | 2009.01.15 18:30 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12697 | ||
| 13398 | 2009.01.15 18:30 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12697 | ||
| 13399 | 2009.01.15 18:30 | modify | 2704 | 0.01 | 1.12440 | 0.00000 | 1.12697 | ||
| 13400 | 2009.01.15 19:00 | buy | 2705 | 0.01 | 1.12360 | 0.00000 | 0.00000 | ||
| 13401 | 2009.01.15 19:00 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12633 | ||
| 13402 | 2009.01.15 19:00 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12633 | ||
| 13403 | 2009.01.15 19:00 | modify | 2704 | 0.01 | 1.12440 | 0.00000 | 1.12633 | ||
| 13404 | 2009.01.15 19:00 | modify | 2705 | 0.01 | 1.12360 | 0.00000 | 1.12633 | ||
| 13405 | 2009.01.15 22:00 | buy | 2706 | 0.01 | 1.12200 | 0.00000 | 0.00000 | ||
| 13406 | 2009.01.15 22:00 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12562 | ||
| 13407 | 2009.01.15 22:00 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12562 | ||
| 13408 | 2009.01.15 22:00 | modify | 2704 | 0.01 | 1.12440 | 0.00000 | 1.12562 | ||
| 13409 | 2009.01.15 22:00 | modify | 2705 | 0.01 | 1.12360 | 0.00000 | 1.12562 | ||
| 13410 | 2009.01.15 22:00 | modify | 2706 | 0.01 | 1.12200 | 0.00000 | 1.12562 | ||
| 13411 | 2009.01.16 04:00 | buy | 2707 | 0.02 | 1.11890 | 0.00000 | 0.00000 | ||
| 13412 | 2009.01.16 04:00 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12393 | ||
| 13413 | 2009.01.16 04:00 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12393 | ||
| 13414 | 2009.01.16 04:00 | modify | 2704 | 0.01 | 1.12440 | 0.00000 | 1.12393 | ||
| 13415 | 2009.01.16 04:00 | modify | 2705 | 0.01 | 1.12360 | 0.00000 | 1.12393 | ||
| 13416 | 2009.01.16 04:00 | modify | 2706 | 0.01 | 1.12200 | 0.00000 | 1.12393 | ||
| 13417 | 2009.01.16 04:00 | modify | 2707 | 0.02 | 1.11890 | 0.00000 | 1.12393 | ||
| 13418 | 2009.01.16 04:30 | buy | 2708 | 0.02 | 1.11790 | 0.00000 | 0.00000 | ||
| 13419 | 2009.01.16 04:30 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12277 | ||
| 13420 | 2009.01.16 04:30 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12277 | ||
| 13421 | 2009.01.16 04:30 | modify | 2704 | 0.01 | 1.12440 | 0.00000 | 1.12277 | ||
| 13422 | 2009.01.16 04:30 | modify | 2705 | 0.01 | 1.12360 | 0.00000 | 1.12277 | ||
| 13423 | 2009.01.16 04:30 | modify | 2706 | 0.01 | 1.12200 | 0.00000 | 1.12277 | ||
| 13424 | 2009.01.16 04:30 | modify | 2707 | 0.02 | 1.11890 | 0.00000 | 1.12277 | ||
| 13425 | 2009.01.16 04:30 | modify | 2708 | 0.02 | 1.11790 | 0.00000 | 1.12277 | ||
| 13426 | 2009.01.16 05:00 | sell | 2709 | 0.01 | 1.11740 | 0.00000 | 0.00000 | ||
| 13427 | 2009.01.16 05:00 | modify | 2709 | 0.01 | 1.11740 | 0.00000 | 1.11660 | ||
| 13428 | 2009.01.16 05:06 | t/p | 2709 | 0.01 | 1.11660 | 0.00000 | 1.11660 | 0.72 | 52628.75 |
| 13429 | 2009.01.16 05:30 | buy | 2710 | 0.02 | 1.11660 | 0.00000 | 0.00000 | ||
| 13430 | 2009.01.16 05:30 | sell | 2711 | 0.01 | 1.11650 | 0.00000 | 0.00000 | ||
| 13431 | 2009.01.16 05:30 | modify | 2702 | 0.01 | 1.12840 | 0.00000 | 1.12179 | ||
| 13432 | 2009.01.16 05:30 | modify | 2703 | 0.01 | 1.12570 | 0.00000 | 1.12179 | ||
| 13433 | 2009.01.16 05:30 | modify | 2704 | 0.01 | 1.12440 | 0.00000 | 1.12179 | ||
| 13434 | 2009.01.16 05:30 | modify | 2705 | 0.01 | 1.12360 | 0.00000 | 1.12179 | ||
| 13435 | 2009.01.16 05:30 | modify | 2706 | 0.01 | 1.12200 | 0.00000 | 1.12179 | ||
| 13436 | 2009.01.16 05:30 | modify | 2707 | 0.02 | 1.11890 | 0.00000 | 1.12179 | ||
| 13437 | 2009.01.16 05:30 | modify | 2708 | 0.02 | 1.11790 | 0.00000 | 1.12179 | ||
| 13438 | 2009.01.16 05:30 | modify | 2710 | 0.02 | 1.11660 | 0.00000 | 1.12179 | ||
| 13439 | 2009.01.16 05:30 | modify | 2711 | 0.01 | 1.11650 | 0.00000 | 1.11570 | ||
| 13440 | 2009.01.16 05:31 | t/p | 2711 | 0.01 | 1.11570 | 0.00000 | 1.11570 | 0.72 | 52629.47 |
| 13441 | 2009.01.16 06:00 | sell | 2712 | 0.01 | 1.11640 | 0.00000 | 0.00000 | ||
| 13442 | 2009.01.16 06:00 | modify | 2712 | 0.01 | 1.11640 | 0.00000 | 1.11560 | ||
| 13443 | 2009.01.16 06:30 | sell | 2713 | 0.01 | 1.11760 | 0.00000 | 0.00000 | ||
| 13444 | 2009.01.16 06:30 | modify | 2712 | 0.01 | 1.11640 | 0.00000 | 1.11620 | ||
| 13445 | 2009.01.16 06:30 | modify | 2713 | 0.01 | 1.11760 | 0.00000 | 1.11620 | ||
| 13446 | 2009.01.16 07:00 | sell | 2714 | 0.01 | 1.12080 | 0.00000 | 0.00000 | ||
| 13447 | 2009.01.16 07:00 | modify | 2712 | 0.01 | 1.11640 | 0.00000 | 1.11747 | ||
| 13448 | 2009.01.16 07:00 | modify | 2713 | 0.01 | 1.11760 | 0.00000 | 1.11747 | ||
| 13449 | 2009.01.16 07:00 | modify | 2714 | 0.01 | 1.12080 | 0.00000 | 1.11747 | ||
| 13450 | 2009.01.16 08:24 | t/p | 2712 | 0.01 | 1.11747 | 0.00000 | 1.11747 | -0.96 | 52628.51 |
| 13451 | 2009.01.16 08:24 | t/p | 2713 | 0.01 | 1.11747 | 0.00000 | 1.11747 | 0.12 | 52628.63 |
| 13452 | 2009.01.16 08:24 | t/p | 2714 | 0.01 | 1.11747 | 0.00000 | 1.11747 | 2.98 | 52631.61 |
| 13453 | 2009.01.16 10:32 | t/p | 2702 | 0.01 | 1.12179 | 0.00000 | 1.12179 | -5.88 | 52625.72 |
| 13454 | 2009.01.16 10:32 | t/p | 2703 | 0.01 | 1.12179 | 0.00000 | 1.12179 | -3.48 | 52622.24 |
| 13455 | 2009.01.16 10:32 | t/p | 2704 | 0.01 | 1.12179 | 0.00000 | 1.12179 | -2.32 | 52619.91 |
| 13456 | 2009.01.16 10:32 | t/p | 2705 | 0.01 | 1.12179 | 0.00000 | 1.12179 | -1.61 | 52618.30 |
| 13457 | 2009.01.16 10:32 | t/p | 2706 | 0.01 | 1.12179 | 0.00000 | 1.12179 | -0.18 | 52618.12 |
| 13458 | 2009.01.16 10:32 | t/p | 2707 | 0.02 | 1.12179 | 0.00000 | 1.12179 | 5.15 | 52623.27 |
| 13459 | 2009.01.16 10:32 | t/p | 2708 | 0.02 | 1.12179 | 0.00000 | 1.12179 | 6.93 | 52630.20 |
| 13460 | 2009.01.16 10:32 | t/p | 2710 | 0.02 | 1.12179 | 0.00000 | 1.12179 | 9.25 | 52639.45 |
| 13461 | 2009.01.16 11:30 | buy | 2715 | 0.01 | 1.12210 | 0.00000 | 0.00000 | ||
| 13462 | 2009.01.16 11:30 | modify | 2715 | 0.01 | 1.12210 | 0.00000 | 1.12290 | ||
| 13463 | 2009.01.16 12:00 | buy | 2716 | 0.01 | 1.12030 | 0.00000 | 0.00000 | ||
| 13464 | 2009.01.16 12:00 | modify | 2715 | 0.01 | 1.12210 | 0.00000 | 1.12200 | ||
| 13465 | 2009.01.16 12:00 | modify | 2716 | 0.01 | 1.12030 | 0.00000 | 1.12200 | ||
| 13466 | 2009.01.16 12:30 | buy | 2717 | 0.01 | 1.11890 | 0.00000 | 0.00000 | ||
| 13467 | 2009.01.16 12:30 | modify | 2715 | 0.01 | 1.12210 | 0.00000 | 1.12123 | ||
| 13468 | 2009.01.16 12:30 | modify | 2716 | 0.01 | 1.12030 | 0.00000 | 1.12123 | ||
| 13469 | 2009.01.16 12:30 | modify | 2717 | 0.01 | 1.11890 | 0.00000 | 1.12123 | ||
| 13470 | 2009.01.16 13:30 | buy | 2718 | 0.01 | 1.11680 | 0.00000 | 0.00000 | ||
| 13471 | 2009.01.16 13:30 | modify | 2715 | 0.01 | 1.12210 | 0.00000 | 1.12033 | ||
| 13472 | 2009.01.16 13:30 | modify | 2716 | 0.01 | 1.12030 | 0.00000 | 1.12033 | ||
| 13473 | 2009.01.16 13:30 | modify | 2717 | 0.01 | 1.11890 | 0.00000 | 1.12033 | ||
| 13474 | 2009.01.16 13:30 | modify | 2718 | 0.01 | 1.11680 | 0.00000 | 1.12033 | ||
| 13475 | 2009.01.16 14:59 | t/p | 2715 | 0.01 | 1.12033 | 0.00000 | 1.12033 | -1.58 | 52637.87 |
| 13476 | 2009.01.16 14:59 | t/p | 2716 | 0.01 | 1.12033 | 0.00000 | 1.12033 | 0.03 | 52637.90 |
| 13477 | 2009.01.16 14:59 | t/p | 2717 | 0.01 | 1.12033 | 0.00000 | 1.12033 | 1.28 | 52639.18 |
| 13478 | 2009.01.16 14:59 | t/p | 2718 | 0.01 | 1.12033 | 0.00000 | 1.12033 | 3.15 | 52642.33 |
| 13479 | 2009.01.16 16:00 | sell | 2719 | 0.01 | 1.11310 | 0.00000 | 0.00000 | ||
| 13480 | 2009.01.16 16:00 | modify | 2719 | 0.01 | 1.11310 | 0.00000 | 1.11230 | ||
| 13481 | 2009.01.16 16:00 | t/p | 2719 | 0.01 | 1.11230 | 0.00000 | 1.11230 | 0.72 | 52643.05 |
| 13482 | 2009.01.19 01:00 | sell | 2720 | 0.01 | 1.11370 | 0.00000 | 0.00000 | ||
| 13483 | 2009.01.19 01:00 | modify | 2720 | 0.01 | 1.11370 | 0.00000 | 1.11290 | ||
| 13484 | 2009.01.19 01:12 | t/p | 2720 | 0.01 | 1.11290 | 0.00000 | 1.11290 | 0.72 | 52643.77 |
| 13485 | 2009.01.19 01:30 | sell | 2721 | 0.01 | 1.11360 | 0.00000 | 0.00000 | ||
| 13486 | 2009.01.19 01:30 | modify | 2721 | 0.01 | 1.11360 | 0.00000 | 1.11280 | ||
| 13487 | 2009.01.19 02:00 | sell | 2722 | 0.01 | 1.11670 | 0.00000 | 0.00000 | ||
| 13488 | 2009.01.19 02:00 | modify | 2721 | 0.01 | 1.11360 | 0.00000 | 1.11435 | ||
| 13489 | 2009.01.19 02:00 | modify | 2722 | 0.01 | 1.11670 | 0.00000 | 1.11435 | ||
| 13490 | 2009.01.19 02:09 | t/p | 2721 | 0.01 | 1.11435 | 0.00000 | 1.11435 | -0.67 | 52643.10 |
| 13491 | 2009.01.19 02:09 | t/p | 2722 | 0.01 | 1.11435 | 0.00000 | 1.11435 | 2.11 | 52645.21 |
| 13492 | 2009.01.19 09:30 | buy | 2723 | 0.01 | 1.11850 | 0.00000 | 0.00000 | ||
| 13493 | 2009.01.19 09:30 | modify | 2723 | 0.01 | 1.11850 | 0.00000 | 1.11930 | ||
| 13494 | 2009.01.19 09:35 | t/p | 2723 | 0.01 | 1.11930 | 0.00000 | 1.11930 | 0.71 | 52645.92 |
| 13495 | 2009.01.19 10:00 | buy | 2724 | 0.01 | 1.12100 | 0.00000 | 0.00000 | ||
| 13496 | 2009.01.19 10:00 | modify | 2724 | 0.01 | 1.12100 | 0.00000 | 1.12180 | ||
| 13497 | 2009.01.19 10:02 | t/p | 2724 | 0.01 | 1.12180 | 0.00000 | 1.12180 | 0.71 | 52646.63 |
| 13498 | 2009.01.19 10:30 | buy | 2725 | 0.01 | 1.12200 | 0.00000 | 0.00000 | ||
| 13499 | 2009.01.19 10:30 | modify | 2725 | 0.01 | 1.12200 | 0.00000 | 1.12280 | ||
| 13500 | 2009.01.19 11:00 | buy | 2726 | 0.01 | 1.11790 | 0.00000 | 0.00000 | ||