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 |
| 13501 | 2009.01.19 11:00 | modify | 2725 | 0.01 | 1.12200 | 0.00000 | 1.12075 | ||
| 13502 | 2009.01.19 11:00 | modify | 2726 | 0.01 | 1.11790 | 0.00000 | 1.12075 | ||
| 13503 | 2009.01.19 11:38 | t/p | 2725 | 0.01 | 1.12075 | 0.00000 | 1.12075 | -1.12 | 52645.51 |
| 13504 | 2009.01.19 11:38 | t/p | 2726 | 0.01 | 1.12075 | 0.00000 | 1.12075 | 2.54 | 52648.05 |
| 13505 | 2009.01.19 12:00 | buy | 2727 | 0.01 | 1.12120 | 0.00000 | 0.00000 | ||
| 13506 | 2009.01.19 12:00 | modify | 2727 | 0.01 | 1.12120 | 0.00000 | 1.12200 | ||
| 13507 | 2009.01.19 12:00 | t/p | 2727 | 0.01 | 1.12200 | 0.00000 | 1.12200 | 0.71 | 52648.76 |
| 13508 | 2009.01.19 12:30 | buy | 2728 | 0.01 | 1.12140 | 0.00000 | 0.00000 | ||
| 13509 | 2009.01.19 12:30 | modify | 2728 | 0.01 | 1.12140 | 0.00000 | 1.12220 | ||
| 13510 | 2009.01.19 12:45 | t/p | 2728 | 0.01 | 1.12220 | 0.00000 | 1.12220 | 0.71 | 52649.47 |
| 13511 | 2009.01.19 13:30 | buy | 2729 | 0.01 | 1.12190 | 0.00000 | 0.00000 | ||
| 13512 | 2009.01.19 13:30 | modify | 2729 | 0.01 | 1.12190 | 0.00000 | 1.12270 | ||
| 13513 | 2009.01.19 14:00 | buy | 2730 | 0.01 | 1.12050 | 0.00000 | 0.00000 | ||
| 13514 | 2009.01.19 14:00 | modify | 2729 | 0.01 | 1.12190 | 0.00000 | 1.12200 | ||
| 13515 | 2009.01.19 14:00 | modify | 2730 | 0.01 | 1.12050 | 0.00000 | 1.12200 | ||
| 13516 | 2009.01.19 14:11 | t/p | 2729 | 0.01 | 1.12200 | 0.00000 | 1.12200 | 0.09 | 52649.56 |
| 13517 | 2009.01.19 14:11 | t/p | 2730 | 0.01 | 1.12200 | 0.00000 | 1.12200 | 1.34 | 52650.89 |
| 13518 | 2009.01.19 15:30 | buy | 2731 | 0.01 | 1.12460 | 0.00000 | 0.00000 | ||
| 13519 | 2009.01.19 15:30 | modify | 2731 | 0.01 | 1.12460 | 0.00000 | 1.12540 | ||
| 13520 | 2009.01.19 15:40 | t/p | 2731 | 0.01 | 1.12540 | 0.00000 | 1.12540 | 0.71 | 52651.60 |
| 13521 | 2009.01.19 16:30 | buy | 2732 | 0.01 | 1.13240 | 0.00000 | 0.00000 | ||
| 13522 | 2009.01.19 16:30 | modify | 2732 | 0.01 | 1.13240 | 0.00000 | 1.13320 | ||
| 13523 | 2009.01.19 16:35 | t/p | 2732 | 0.01 | 1.13320 | 0.00000 | 1.13320 | 0.70 | 52652.30 |
| 13524 | 2009.01.19 17:00 | buy | 2733 | 0.01 | 1.13390 | 0.00000 | 0.00000 | ||
| 13525 | 2009.01.19 17:00 | modify | 2733 | 0.01 | 1.13390 | 0.00000 | 1.13470 | ||
| 13526 | 2009.01.19 17:30 | buy | 2734 | 0.01 | 1.13160 | 0.00000 | 0.00000 | ||
| 13527 | 2009.01.19 17:30 | modify | 2733 | 0.01 | 1.13390 | 0.00000 | 1.13355 | ||
| 13528 | 2009.01.19 17:30 | modify | 2734 | 0.01 | 1.13160 | 0.00000 | 1.13355 | ||
| 13529 | 2009.01.19 19:00 | buy | 2735 | 0.01 | 1.13010 | 0.00000 | 0.00000 | ||
| 13530 | 2009.01.19 19:00 | modify | 2733 | 0.01 | 1.13390 | 0.00000 | 1.13267 | ||
| 13531 | 2009.01.19 19:00 | modify | 2734 | 0.01 | 1.13160 | 0.00000 | 1.13267 | ||
| 13532 | 2009.01.19 19:00 | modify | 2735 | 0.01 | 1.13010 | 0.00000 | 1.13267 | ||
| 13533 | 2009.01.19 20:30 | buy | 2736 | 0.01 | 1.12910 | 0.00000 | 0.00000 | ||
| 13534 | 2009.01.19 20:30 | modify | 2733 | 0.01 | 1.13390 | 0.00000 | 1.13198 | ||
| 13535 | 2009.01.19 20:30 | modify | 2734 | 0.01 | 1.13160 | 0.00000 | 1.13198 | ||
| 13536 | 2009.01.19 20:30 | modify | 2735 | 0.01 | 1.13010 | 0.00000 | 1.13198 | ||
| 13537 | 2009.01.19 20:30 | modify | 2736 | 0.01 | 1.12910 | 0.00000 | 1.13198 | ||
| 13538 | 2009.01.19 22:08 | t/p | 2733 | 0.01 | 1.13198 | 0.00000 | 1.13198 | -1.70 | 52650.60 |
| 13539 | 2009.01.19 22:08 | t/p | 2734 | 0.01 | 1.13198 | 0.00000 | 1.13198 | 0.33 | 52650.93 |
| 13540 | 2009.01.19 22:08 | t/p | 2735 | 0.01 | 1.13198 | 0.00000 | 1.13198 | 1.66 | 52652.60 |
| 13541 | 2009.01.19 22:08 | t/p | 2736 | 0.01 | 1.13198 | 0.00000 | 1.13198 | 2.54 | 52655.14 |
| 13542 | 2009.01.20 03:00 | buy | 2737 | 0.01 | 1.13750 | 0.00000 | 0.00000 | ||
| 13543 | 2009.01.20 03:00 | modify | 2737 | 0.01 | 1.13750 | 0.00000 | 1.13830 | ||
| 13544 | 2009.01.20 03:30 | buy | 2738 | 0.01 | 1.13620 | 0.00000 | 0.00000 | ||
| 13545 | 2009.01.20 03:30 | modify | 2737 | 0.01 | 1.13750 | 0.00000 | 1.13765 | ||
| 13546 | 2009.01.20 03:30 | modify | 2738 | 0.01 | 1.13620 | 0.00000 | 1.13765 | ||
| 13547 | 2009.01.20 04:00 | buy | 2739 | 0.01 | 1.13470 | 0.00000 | 0.00000 | ||
| 13548 | 2009.01.20 04:00 | modify | 2737 | 0.01 | 1.13750 | 0.00000 | 1.13693 | ||
| 13549 | 2009.01.20 04:00 | modify | 2738 | 0.01 | 1.13620 | 0.00000 | 1.13693 | ||
| 13550 | 2009.01.20 04:00 | modify | 2739 | 0.01 | 1.13470 | 0.00000 | 1.13693 | ||
| 13551 | 2009.01.20 06:19 | t/p | 2737 | 0.01 | 1.13693 | 0.00000 | 1.13693 | -0.50 | 52654.64 |
| 13552 | 2009.01.20 06:19 | t/p | 2738 | 0.01 | 1.13693 | 0.00000 | 1.13693 | 0.64 | 52655.28 |
| 13553 | 2009.01.20 06:19 | t/p | 2739 | 0.01 | 1.13693 | 0.00000 | 1.13693 | 1.96 | 52657.24 |
| 13554 | 2009.01.20 09:30 | buy | 2740 | 0.01 | 1.14110 | 0.00000 | 0.00000 | ||
| 13555 | 2009.01.20 09:30 | modify | 2740 | 0.01 | 1.14110 | 0.00000 | 1.14190 | ||
| 13556 | 2009.01.20 09:52 | t/p | 2740 | 0.01 | 1.14190 | 0.00000 | 1.14190 | 0.70 | 52657.93 |
| 13557 | 2009.01.20 10:00 | buy | 2741 | 0.01 | 1.14180 | 0.00000 | 0.00000 | ||
| 13558 | 2009.01.20 10:00 | modify | 2741 | 0.01 | 1.14180 | 0.00000 | 1.14260 | ||
| 13559 | 2009.01.20 10:00 | t/p | 2741 | 0.01 | 1.14260 | 0.00000 | 1.14260 | 0.70 | 52658.63 |
| 13560 | 2009.01.20 10:30 | buy | 2742 | 0.01 | 1.14480 | 0.00000 | 0.00000 | ||
| 13561 | 2009.01.20 10:30 | modify | 2742 | 0.01 | 1.14480 | 0.00000 | 1.14560 | ||
| 13562 | 2009.01.20 10:35 | t/p | 2742 | 0.01 | 1.14560 | 0.00000 | 1.14560 | 0.70 | 52659.33 |
| 13563 | 2009.01.20 11:30 | buy | 2743 | 0.01 | 1.14530 | 0.00000 | 0.00000 | ||
| 13564 | 2009.01.20 11:30 | modify | 2743 | 0.01 | 1.14530 | 0.00000 | 1.14610 | ||
| 13565 | 2009.01.20 12:30 | buy | 2744 | 0.01 | 1.14270 | 0.00000 | 0.00000 | ||
| 13566 | 2009.01.20 12:30 | modify | 2743 | 0.01 | 1.14530 | 0.00000 | 1.14480 | ||
| 13567 | 2009.01.20 12:30 | modify | 2744 | 0.01 | 1.14270 | 0.00000 | 1.14480 | ||
| 13568 | 2009.01.20 13:00 | buy | 2745 | 0.01 | 1.14140 | 0.00000 | 0.00000 | ||
| 13569 | 2009.01.20 13:00 | modify | 2743 | 0.01 | 1.14530 | 0.00000 | 1.14393 | ||
| 13570 | 2009.01.20 13:00 | modify | 2744 | 0.01 | 1.14270 | 0.00000 | 1.14393 | ||
| 13571 | 2009.01.20 13:00 | modify | 2745 | 0.01 | 1.14140 | 0.00000 | 1.14393 | ||
| 13572 | 2009.01.20 14:46 | t/p | 2743 | 0.01 | 1.14393 | 0.00000 | 1.14393 | -1.20 | 52658.13 |
| 13573 | 2009.01.20 14:46 | t/p | 2744 | 0.01 | 1.14393 | 0.00000 | 1.14393 | 1.07 | 52659.20 |
| 13574 | 2009.01.20 14:46 | t/p | 2745 | 0.01 | 1.14393 | 0.00000 | 1.14393 | 2.21 | 52661.41 |
| 13575 | 2009.01.20 21:00 | buy | 2746 | 0.01 | 1.14980 | 0.00000 | 0.00000 | ||
| 13576 | 2009.01.20 21:00 | modify | 2746 | 0.01 | 1.14980 | 0.00000 | 1.15060 | ||
| 13577 | 2009.01.20 21:02 | t/p | 2746 | 0.01 | 1.15060 | 0.00000 | 1.15060 | 0.70 | 52662.11 |
| 13578 | 2009.01.21 17:30 | buy | 2747 | 0.01 | 1.14880 | 0.00000 | 0.00000 | ||
| 13579 | 2009.01.21 17:30 | modify | 2747 | 0.01 | 1.14880 | 0.00000 | 1.14960 | ||
| 13580 | 2009.01.21 17:35 | t/p | 2747 | 0.01 | 1.14960 | 0.00000 | 1.14960 | 0.69 | 52662.80 |
| 13581 | 2009.01.21 20:00 | buy | 2748 | 0.01 | 1.15620 | 0.00000 | 0.00000 | ||
| 13582 | 2009.01.21 20:00 | modify | 2748 | 0.01 | 1.15620 | 0.00000 | 1.15700 | ||
| 13583 | 2009.01.21 20:04 | t/p | 2748 | 0.01 | 1.15700 | 0.00000 | 1.15700 | 0.69 | 52663.49 |
| 13584 | 2009.01.21 20:30 | buy | 2749 | 0.01 | 1.15830 | 0.00000 | 0.00000 | ||
| 13585 | 2009.01.21 20:30 | modify | 2749 | 0.01 | 1.15830 | 0.00000 | 1.15910 | ||
| 13586 | 2009.01.21 20:35 | t/p | 2749 | 0.01 | 1.15910 | 0.00000 | 1.15910 | 0.69 | 52664.18 |
| 13587 | 2009.01.21 21:30 | buy | 2750 | 0.01 | 1.16100 | 0.00000 | 0.00000 | ||
| 13588 | 2009.01.21 21:30 | modify | 2750 | 0.01 | 1.16100 | 0.00000 | 1.16180 | ||
| 13589 | 2009.01.21 22:00 | buy | 2751 | 0.01 | 1.15760 | 0.00000 | 0.00000 | ||
| 13590 | 2009.01.21 22:00 | modify | 2750 | 0.01 | 1.16100 | 0.00000 | 1.16010 | ||
| 13591 | 2009.01.21 22:00 | modify | 2751 | 0.01 | 1.15760 | 0.00000 | 1.16010 | ||
| 13592 | 2009.01.21 23:00 | buy | 2752 | 0.01 | 1.15470 | 0.00000 | 0.00000 | ||
| 13593 | 2009.01.21 23:00 | modify | 2750 | 0.01 | 1.16100 | 0.00000 | 1.15857 | ||
| 13594 | 2009.01.21 23:00 | modify | 2751 | 0.01 | 1.15760 | 0.00000 | 1.15857 | ||
| 13595 | 2009.01.21 23:00 | modify | 2752 | 0.01 | 1.15470 | 0.00000 | 1.15857 | ||
| 13596 | 2009.01.21 23:30 | buy | 2753 | 0.01 | 1.15120 | 0.00000 | 0.00000 | ||
| 13597 | 2009.01.21 23:30 | modify | 2750 | 0.01 | 1.16100 | 0.00000 | 1.15693 | ||
| 13598 | 2009.01.21 23:30 | modify | 2751 | 0.01 | 1.15760 | 0.00000 | 1.15693 | ||
| 13599 | 2009.01.21 23:30 | modify | 2752 | 0.01 | 1.15470 | 0.00000 | 1.15693 | ||
| 13600 | 2009.01.21 23:30 | modify | 2753 | 0.01 | 1.15120 | 0.00000 | 1.15693 | ||
| 13601 | 2009.01.22 03:24 | t/p | 2750 | 0.01 | 1.15693 | 0.00000 | 1.15693 | -3.50 | 52660.68 |
| 13602 | 2009.01.22 03:24 | t/p | 2751 | 0.01 | 1.15693 | 0.00000 | 1.15693 | -0.56 | 52660.12 |
| 13603 | 2009.01.22 03:24 | t/p | 2752 | 0.01 | 1.15693 | 0.00000 | 1.15693 | 1.95 | 52662.06 |
| 13604 | 2009.01.22 03:24 | t/p | 2753 | 0.01 | 1.15693 | 0.00000 | 1.15693 | 4.97 | 52667.03 |
| 13605 | 2009.01.22 07:30 | buy | 2754 | 0.01 | 1.15850 | 0.00000 | 0.00000 | ||
| 13606 | 2009.01.22 07:30 | modify | 2754 | 0.01 | 1.15850 | 0.00000 | 1.15930 | ||
| 13607 | 2009.01.22 08:00 | buy | 2755 | 0.01 | 1.15750 | 0.00000 | 0.00000 | ||
| 13608 | 2009.01.22 08:00 | modify | 2754 | 0.01 | 1.15850 | 0.00000 | 1.15880 | ||
| 13609 | 2009.01.22 08:00 | modify | 2755 | 0.01 | 1.15750 | 0.00000 | 1.15880 | ||
| 13610 | 2009.01.22 08:01 | t/p | 2754 | 0.01 | 1.15880 | 0.00000 | 1.15880 | 0.26 | 52667.29 |
| 13611 | 2009.01.22 08:01 | t/p | 2755 | 0.01 | 1.15880 | 0.00000 | 1.15880 | 1.12 | 52668.41 |
| 13612 | 2009.01.22 08:30 | buy | 2756 | 0.01 | 1.15760 | 0.00000 | 0.00000 | ||
| 13613 | 2009.01.22 08:30 | modify | 2756 | 0.01 | 1.15760 | 0.00000 | 1.15840 | ||
| 13614 | 2009.01.22 09:03 | t/p | 2756 | 0.01 | 1.15840 | 0.00000 | 1.15840 | 0.69 | 52669.10 |
| 13615 | 2009.01.22 16:30 | buy | 2757 | 0.01 | 1.15670 | 0.00000 | 0.00000 | ||
| 13616 | 2009.01.22 16:30 | modify | 2757 | 0.01 | 1.15670 | 0.00000 | 1.15750 | ||
| 13617 | 2009.01.22 17:00 | buy | 2758 | 0.01 | 1.15400 | 0.00000 | 0.00000 | ||
| 13618 | 2009.01.22 17:00 | modify | 2757 | 0.01 | 1.15670 | 0.00000 | 1.15615 | ||
| 13619 | 2009.01.22 17:00 | modify | 2758 | 0.01 | 1.15400 | 0.00000 | 1.15615 | ||
| 13620 | 2009.01.22 17:07 | t/p | 2757 | 0.01 | 1.15615 | 0.00000 | 1.15615 | -0.47 | 52668.63 |
| 13621 | 2009.01.22 17:07 | t/p | 2758 | 0.01 | 1.15615 | 0.00000 | 1.15615 | 1.86 | 52670.49 |
| 13622 | 2009.01.23 05:00 | buy | 2759 | 0.01 | 1.15710 | 0.00000 | 0.00000 | ||
| 13623 | 2009.01.23 05:00 | modify | 2759 | 0.01 | 1.15710 | 0.00000 | 1.15790 | ||
| 13624 | 2009.01.23 05:49 | t/p | 2759 | 0.01 | 1.15790 | 0.00000 | 1.15790 | 0.69 | 52671.18 |
| 13625 | 2009.01.23 06:30 | buy | 2760 | 0.01 | 1.15870 | 0.00000 | 0.00000 | ||
| 13626 | 2009.01.23 06:30 | modify | 2760 | 0.01 | 1.15870 | 0.00000 | 1.15950 | ||
| 13627 | 2009.01.23 08:00 | buy | 2761 | 0.01 | 1.15770 | 0.00000 | 0.00000 | ||
| 13628 | 2009.01.23 08:00 | modify | 2760 | 0.01 | 1.15870 | 0.00000 | 1.15900 | ||
| 13629 | 2009.01.23 08:00 | modify | 2761 | 0.01 | 1.15770 | 0.00000 | 1.15900 | ||
| 13630 | 2009.01.23 09:36 | t/p | 2760 | 0.01 | 1.15900 | 0.00000 | 1.15900 | 0.26 | 52671.44 |
| 13631 | 2009.01.23 09:36 | t/p | 2761 | 0.01 | 1.15900 | 0.00000 | 1.15900 | 1.12 | 52672.56 |
| 13632 | 2009.01.23 10:00 | buy | 2762 | 0.01 | 1.16170 | 0.00000 | 0.00000 | ||
| 13633 | 2009.01.23 10:00 | modify | 2762 | 0.01 | 1.16170 | 0.00000 | 1.16250 | ||
| 13634 | 2009.01.23 10:12 | t/p | 2762 | 0.01 | 1.16250 | 0.00000 | 1.16250 | 0.69 | 52673.25 |
| 13635 | 2009.01.23 10:30 | buy | 2763 | 0.01 | 1.16290 | 0.00000 | 0.00000 | ||
| 13636 | 2009.01.23 10:30 | modify | 2763 | 0.01 | 1.16290 | 0.00000 | 1.16370 | ||
| 13637 | 2009.01.23 11:02 | t/p | 2763 | 0.01 | 1.16370 | 0.00000 | 1.16370 | 0.68 | 52673.93 |
| 13638 | 2009.01.23 11:30 | buy | 2764 | 0.01 | 1.16400 | 0.00000 | 0.00000 | ||
| 13639 | 2009.01.23 11:30 | modify | 2764 | 0.01 | 1.16400 | 0.00000 | 1.16480 | ||
| 13640 | 2009.01.23 11:35 | t/p | 2764 | 0.01 | 1.16480 | 0.00000 | 1.16480 | 0.69 | 52674.62 |
| 13641 | 2009.01.23 12:00 | buy | 2765 | 0.01 | 1.16620 | 0.00000 | 0.00000 | ||
| 13642 | 2009.01.23 12:00 | modify | 2765 | 0.01 | 1.16620 | 0.00000 | 1.16700 | ||
| 13643 | 2009.01.23 13:00 | buy | 2766 | 0.01 | 1.16420 | 0.00000 | 0.00000 | ||
| 13644 | 2009.01.23 13:00 | modify | 2765 | 0.01 | 1.16620 | 0.00000 | 1.16600 | ||
| 13645 | 2009.01.23 13:00 | modify | 2766 | 0.01 | 1.16420 | 0.00000 | 1.16600 | ||
| 13646 | 2009.01.23 13:24 | t/p | 2765 | 0.01 | 1.16600 | 0.00000 | 1.16600 | -0.17 | 52674.45 |
| 13647 | 2009.01.23 13:24 | t/p | 2766 | 0.01 | 1.16600 | 0.00000 | 1.16600 | 1.54 | 52675.99 |
| 13648 | 2009.01.23 15:30 | buy | 2767 | 0.01 | 1.16900 | 0.00000 | 0.00000 | ||
| 13649 | 2009.01.23 15:30 | modify | 2767 | 0.01 | 1.16900 | 0.00000 | 1.16980 | ||
| 13650 | 2009.01.23 15:32 | t/p | 2767 | 0.01 | 1.16980 | 0.00000 | 1.16980 | 0.68 | 52676.67 |