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 |
| 13651 | 2009.01.26 16:30 | sell | 2768 | 0.01 | 1.14630 | 0.00000 | 0.00000 | ||
| 13652 | 2009.01.26 16:30 | modify | 2768 | 0.01 | 1.14630 | 0.00000 | 1.14550 | ||
| 13653 | 2009.01.26 16:42 | t/p | 2768 | 0.01 | 1.14550 | 0.00000 | 1.14550 | 0.70 | 52677.37 |
| 13654 | 2009.01.26 18:00 | sell | 2769 | 0.01 | 1.14590 | 0.00000 | 0.00000 | ||
| 13655 | 2009.01.26 18:00 | modify | 2769 | 0.01 | 1.14590 | 0.00000 | 1.14510 | ||
| 13656 | 2009.01.26 18:00 | t/p | 2769 | 0.01 | 1.14510 | 0.00000 | 1.14510 | 0.70 | 52678.07 |
| 13657 | 2009.01.26 18:30 | sell | 2770 | 0.01 | 1.14330 | 0.00000 | 0.00000 | ||
| 13658 | 2009.01.26 18:30 | modify | 2770 | 0.01 | 1.14330 | 0.00000 | 1.14250 | ||
| 13659 | 2009.01.26 18:39 | t/p | 2770 | 0.01 | 1.14250 | 0.00000 | 1.14250 | 0.70 | 52678.77 |
| 13660 | 2009.01.27 11:30 | sell | 2771 | 0.01 | 1.13280 | 0.00000 | 0.00000 | ||
| 13661 | 2009.01.27 11:30 | modify | 2771 | 0.01 | 1.13280 | 0.00000 | 1.13200 | ||
| 13662 | 2009.01.27 12:00 | sell | 2772 | 0.01 | 1.13570 | 0.00000 | 0.00000 | ||
| 13663 | 2009.01.27 12:00 | modify | 2771 | 0.01 | 1.13280 | 0.00000 | 1.13345 | ||
| 13664 | 2009.01.27 12:00 | modify | 2772 | 0.01 | 1.13570 | 0.00000 | 1.13345 | ||
| 13665 | 2009.01.27 12:30 | sell | 2773 | 0.01 | 1.13710 | 0.00000 | 0.00000 | ||
| 13666 | 2009.01.27 12:30 | modify | 2771 | 0.01 | 1.13280 | 0.00000 | 1.13440 | ||
| 13667 | 2009.01.27 12:30 | modify | 2772 | 0.01 | 1.13570 | 0.00000 | 1.13440 | ||
| 13668 | 2009.01.27 12:30 | modify | 2773 | 0.01 | 1.13710 | 0.00000 | 1.13440 | ||
| 13669 | 2009.01.27 14:00 | sell | 2774 | 0.01 | 1.13940 | 0.00000 | 0.00000 | ||
| 13670 | 2009.01.27 14:00 | modify | 2771 | 0.01 | 1.13280 | 0.00000 | 1.13545 | ||
| 13671 | 2009.01.27 14:00 | modify | 2772 | 0.01 | 1.13570 | 0.00000 | 1.13545 | ||
| 13672 | 2009.01.27 14:00 | modify | 2773 | 0.01 | 1.13710 | 0.00000 | 1.13545 | ||
| 13673 | 2009.01.27 14:00 | modify | 2774 | 0.01 | 1.13940 | 0.00000 | 1.13545 | ||
| 13674 | 2009.01.27 14:30 | sell | 2775 | 0.01 | 1.14060 | 0.00000 | 0.00000 | ||
| 13675 | 2009.01.27 14:30 | modify | 2771 | 0.01 | 1.13280 | 0.00000 | 1.13632 | ||
| 13676 | 2009.01.27 14:30 | modify | 2772 | 0.01 | 1.13570 | 0.00000 | 1.13632 | ||
| 13677 | 2009.01.27 14:30 | modify | 2773 | 0.01 | 1.13710 | 0.00000 | 1.13632 | ||
| 13678 | 2009.01.27 14:30 | modify | 2774 | 0.01 | 1.13940 | 0.00000 | 1.13632 | ||
| 13679 | 2009.01.27 14:30 | modify | 2775 | 0.01 | 1.14060 | 0.00000 | 1.13632 | ||
| 13680 | 2009.01.27 21:03 | t/p | 2771 | 0.01 | 1.13632 | 0.00000 | 1.13632 | -3.09 | 52675.68 |
| 13681 | 2009.01.27 21:03 | t/p | 2772 | 0.01 | 1.13632 | 0.00000 | 1.13632 | -0.54 | 52675.14 |
| 13682 | 2009.01.27 21:03 | t/p | 2773 | 0.01 | 1.13632 | 0.00000 | 1.13632 | 0.69 | 52675.83 |
| 13683 | 2009.01.27 21:03 | t/p | 2774 | 0.01 | 1.13632 | 0.00000 | 1.13632 | 2.71 | 52678.54 |
| 13684 | 2009.01.27 21:03 | t/p | 2775 | 0.01 | 1.13632 | 0.00000 | 1.13632 | 3.77 | 52682.31 |
| 13685 | 2009.01.27 21:30 | sell | 2776 | 0.01 | 1.13720 | 0.00000 | 0.00000 | ||
| 13686 | 2009.01.27 21:30 | modify | 2776 | 0.01 | 1.13720 | 0.00000 | 1.13640 | ||
| 13687 | 2009.01.27 22:17 | t/p | 2776 | 0.01 | 1.13640 | 0.00000 | 1.13640 | 0.70 | 52683.01 |
| 13688 | 2009.01.27 22:30 | sell | 2777 | 0.01 | 1.13650 | 0.00000 | 0.00000 | ||
| 13689 | 2009.01.27 22:30 | modify | 2777 | 0.01 | 1.13650 | 0.00000 | 1.13570 | ||
| 13690 | 2009.01.27 23:00 | sell | 2778 | 0.01 | 1.13970 | 0.00000 | 0.00000 | ||
| 13691 | 2009.01.27 23:00 | modify | 2777 | 0.01 | 1.13650 | 0.00000 | 1.13730 | ||
| 13692 | 2009.01.27 23:00 | modify | 2778 | 0.01 | 1.13970 | 0.00000 | 1.13730 | ||
| 13693 | 2009.01.27 23:30 | sell | 2779 | 0.01 | 1.14220 | 0.00000 | 0.00000 | ||
| 13694 | 2009.01.27 23:30 | modify | 2777 | 0.01 | 1.13650 | 0.00000 | 1.13867 | ||
| 13695 | 2009.01.27 23:30 | modify | 2778 | 0.01 | 1.13970 | 0.00000 | 1.13867 | ||
| 13696 | 2009.01.27 23:30 | modify | 2779 | 0.01 | 1.14220 | 0.00000 | 1.13867 | ||
| 13697 | 2009.01.28 02:30 | t/p | 2777 | 0.01 | 1.13867 | 0.00000 | 1.13867 | -1.94 | 52681.07 |
| 13698 | 2009.01.28 02:30 | t/p | 2778 | 0.01 | 1.13867 | 0.00000 | 1.13867 | 0.87 | 52681.94 |
| 13699 | 2009.01.28 02:30 | t/p | 2779 | 0.01 | 1.13867 | 0.00000 | 1.13867 | 3.07 | 52685.01 |
| 13700 | 2009.01.28 10:00 | sell | 2780 | 0.01 | 1.13640 | 0.00000 | 0.00000 | ||
| 13701 | 2009.01.28 10:00 | modify | 2780 | 0.01 | 1.13640 | 0.00000 | 1.13560 | ||
| 13702 | 2009.01.28 10:01 | t/p | 2780 | 0.01 | 1.13560 | 0.00000 | 1.13560 | 0.70 | 52685.71 |
| 13703 | 2009.01.28 10:30 | sell | 2781 | 0.01 | 1.13510 | 0.00000 | 0.00000 | ||
| 13704 | 2009.01.28 10:30 | modify | 2781 | 0.01 | 1.13510 | 0.00000 | 1.13430 | ||
| 13705 | 2009.01.28 10:38 | t/p | 2781 | 0.01 | 1.13430 | 0.00000 | 1.13430 | 0.71 | 52686.42 |
| 13706 | 2009.01.28 21:30 | buy | 2782 | 0.01 | 1.15350 | 0.00000 | 0.00000 | ||
| 13707 | 2009.01.28 21:30 | modify | 2782 | 0.01 | 1.15350 | 0.00000 | 1.15430 | ||
| 13708 | 2009.01.28 21:30 | t/p | 2782 | 0.01 | 1.15430 | 0.00000 | 1.15430 | 0.69 | 52687.11 |
| 13709 | 2009.01.28 22:00 | buy | 2783 | 0.01 | 1.15360 | 0.00000 | 0.00000 | ||
| 13710 | 2009.01.28 22:00 | modify | 2783 | 0.01 | 1.15360 | 0.00000 | 1.15440 | ||
| 13711 | 2009.01.28 22:00 | t/p | 2783 | 0.01 | 1.15440 | 0.00000 | 1.15440 | 0.69 | 52687.80 |
| 13712 | 2009.01.29 09:30 | buy | 2784 | 0.01 | 1.15730 | 0.00000 | 0.00000 | ||
| 13713 | 2009.01.29 09:30 | modify | 2784 | 0.01 | 1.15730 | 0.00000 | 1.15810 | ||
| 13714 | 2009.01.29 10:00 | buy | 2785 | 0.01 | 1.15630 | 0.00000 | 0.00000 | ||
| 13715 | 2009.01.29 10:00 | modify | 2784 | 0.01 | 1.15730 | 0.00000 | 1.15760 | ||
| 13716 | 2009.01.29 10:00 | modify | 2785 | 0.01 | 1.15630 | 0.00000 | 1.15760 | ||
| 13717 | 2009.01.29 10:34 | t/p | 2784 | 0.01 | 1.15760 | 0.00000 | 1.15760 | 0.26 | 52688.06 |
| 13718 | 2009.01.29 10:34 | t/p | 2785 | 0.01 | 1.15760 | 0.00000 | 1.15760 | 1.12 | 52689.18 |
| 13719 | 2009.01.29 14:30 | sell | 2786 | 0.01 | 1.14540 | 0.00000 | 0.00000 | ||
| 13720 | 2009.01.29 14:30 | modify | 2786 | 0.01 | 1.14540 | 0.00000 | 1.14460 | ||
| 13721 | 2009.01.29 14:33 | t/p | 2786 | 0.01 | 1.14460 | 0.00000 | 1.14460 | 0.70 | 52689.88 |
| 13722 | 2009.01.29 16:00 | sell | 2787 | 0.01 | 1.14510 | 0.00000 | 0.00000 | ||
| 13723 | 2009.01.29 16:00 | modify | 2787 | 0.01 | 1.14510 | 0.00000 | 1.14430 | ||
| 13724 | 2009.01.29 16:03 | t/p | 2787 | 0.01 | 1.14430 | 0.00000 | 1.14430 | 0.70 | 52690.58 |
| 13725 | 2009.01.29 17:00 | sell | 2788 | 0.01 | 1.14420 | 0.00000 | 0.00000 | ||
| 13726 | 2009.01.29 17:00 | modify | 2788 | 0.01 | 1.14420 | 0.00000 | 1.14340 | ||
| 13727 | 2009.01.29 17:00 | t/p | 2788 | 0.01 | 1.14340 | 0.00000 | 1.14340 | 0.70 | 52691.28 |
| 13728 | 2009.01.30 09:30 | buy | 2789 | 0.01 | 1.15740 | 0.00000 | 0.00000 | ||
| 13729 | 2009.01.30 09:30 | modify | 2789 | 0.01 | 1.15740 | 0.00000 | 1.15820 | ||
| 13730 | 2009.01.30 09:53 | t/p | 2789 | 0.01 | 1.15820 | 0.00000 | 1.15820 | 0.69 | 52691.97 |
| 13731 | 2009.01.30 12:00 | buy | 2790 | 0.01 | 1.15600 | 0.00000 | 0.00000 | ||
| 13732 | 2009.01.30 12:00 | modify | 2790 | 0.01 | 1.15600 | 0.00000 | 1.15680 | ||
| 13733 | 2009.01.30 13:00 | buy | 2791 | 0.01 | 1.15520 | 0.00000 | 0.00000 | ||
| 13734 | 2009.01.30 13:00 | modify | 2790 | 0.01 | 1.15600 | 0.00000 | 1.15640 | ||
| 13735 | 2009.01.30 13:00 | modify | 2791 | 0.01 | 1.15520 | 0.00000 | 1.15640 | ||
| 13736 | 2009.01.30 13:13 | t/p | 2790 | 0.01 | 1.15640 | 0.00000 | 1.15640 | 0.35 | 52692.32 |
| 13737 | 2009.01.30 13:13 | t/p | 2791 | 0.01 | 1.15640 | 0.00000 | 1.15640 | 1.04 | 52693.36 |
| 13738 | 2009.01.30 14:00 | buy | 2792 | 0.01 | 1.16160 | 0.00000 | 0.00000 | ||
| 13739 | 2009.01.30 14:00 | modify | 2792 | 0.01 | 1.16160 | 0.00000 | 1.16240 | ||
| 13740 | 2009.01.30 14:02 | t/p | 2792 | 0.01 | 1.16240 | 0.00000 | 1.16240 | 0.69 | 52694.05 |
| 13741 | 2009.01.30 15:00 | buy | 2793 | 0.01 | 1.16190 | 0.00000 | 0.00000 | ||
| 13742 | 2009.01.30 15:00 | modify | 2793 | 0.01 | 1.16190 | 0.00000 | 1.16270 | ||
| 13743 | 2009.01.30 15:00 | t/p | 2793 | 0.01 | 1.16270 | 0.00000 | 1.16270 | 0.69 | 52694.74 |
| 13744 | 2009.01.30 16:00 | buy | 2794 | 0.01 | 1.15990 | 0.00000 | 0.00000 | ||
| 13745 | 2009.01.30 16:00 | modify | 2794 | 0.01 | 1.15990 | 0.00000 | 1.16070 | ||
| 13746 | 2009.01.30 16:00 | t/p | 2794 | 0.01 | 1.16070 | 0.00000 | 1.16070 | 0.69 | 52695.43 |
| 13747 | 2009.01.30 16:30 | buy | 2795 | 0.01 | 1.16080 | 0.00000 | 0.00000 | ||
| 13748 | 2009.01.30 16:30 | modify | 2795 | 0.01 | 1.16080 | 0.00000 | 1.16160 | ||
| 13749 | 2009.01.30 16:31 | t/p | 2795 | 0.01 | 1.16160 | 0.00000 | 1.16160 | 0.69 | 52696.12 |
| 13750 | 2009.02.02 01:00 | buy | 2796 | 0.01 | 1.16380 | 0.00000 | 0.00000 | ||
| 13751 | 2009.02.02 01:00 | modify | 2796 | 0.01 | 1.16380 | 0.00000 | 1.16460 | ||
| 13752 | 2009.02.02 01:30 | buy | 2797 | 0.01 | 1.16170 | 0.00000 | 0.00000 | ||
| 13753 | 2009.02.02 01:30 | modify | 2796 | 0.01 | 1.16380 | 0.00000 | 1.16355 | ||
| 13754 | 2009.02.02 01:30 | modify | 2797 | 0.01 | 1.16170 | 0.00000 | 1.16355 | ||
| 13755 | 2009.02.02 02:32 | t/p | 2796 | 0.01 | 1.16355 | 0.00000 | 1.16355 | -0.22 | 52695.90 |
| 13756 | 2009.02.02 02:32 | t/p | 2797 | 0.01 | 1.16355 | 0.00000 | 1.16355 | 1.59 | 52697.49 |
| 13757 | 2009.02.02 03:30 | buy | 2798 | 0.01 | 1.16670 | 0.00000 | 0.00000 | ||
| 13758 | 2009.02.02 03:30 | modify | 2798 | 0.01 | 1.16670 | 0.00000 | 1.16750 | ||
| 13759 | 2009.02.02 06:00 | buy | 2799 | 0.01 | 1.16580 | 0.00000 | 0.00000 | ||
| 13760 | 2009.02.02 06:00 | modify | 2798 | 0.01 | 1.16670 | 0.00000 | 1.16705 | ||
| 13761 | 2009.02.02 06:00 | modify | 2799 | 0.01 | 1.16580 | 0.00000 | 1.16705 | ||
| 13762 | 2009.02.02 07:00 | buy | 2800 | 0.01 | 1.16490 | 0.00000 | 0.00000 | ||
| 13763 | 2009.02.02 07:00 | modify | 2798 | 0.01 | 1.16670 | 0.00000 | 1.16660 | ||
| 13764 | 2009.02.02 07:00 | modify | 2799 | 0.01 | 1.16580 | 0.00000 | 1.16660 | ||
| 13765 | 2009.02.02 07:00 | modify | 2800 | 0.01 | 1.16490 | 0.00000 | 1.16660 | ||
| 13766 | 2009.02.02 08:58 | t/p | 2798 | 0.01 | 1.16660 | 0.00000 | 1.16660 | -0.09 | 52697.40 |
| 13767 | 2009.02.02 08:58 | t/p | 2799 | 0.01 | 1.16660 | 0.00000 | 1.16660 | 0.68 | 52698.08 |
| 13768 | 2009.02.02 08:58 | t/p | 2800 | 0.01 | 1.16660 | 0.00000 | 1.16660 | 1.45 | 52699.53 |
| 13769 | 2009.02.03 08:00 | buy | 2801 | 0.01 | 1.16240 | 0.00000 | 0.00000 | ||
| 13770 | 2009.02.03 08:00 | modify | 2801 | 0.01 | 1.16240 | 0.00000 | 1.16320 | ||
| 13771 | 2009.02.03 08:39 | t/p | 2801 | 0.01 | 1.16320 | 0.00000 | 1.16320 | 0.69 | 52700.22 |
| 13772 | 2009.02.03 09:00 | buy | 2802 | 0.01 | 1.16330 | 0.00000 | 0.00000 | ||
| 13773 | 2009.02.03 09:00 | modify | 2802 | 0.01 | 1.16330 | 0.00000 | 1.16410 | ||
| 13774 | 2009.02.03 09:30 | buy | 2803 | 0.01 | 1.16200 | 0.00000 | 0.00000 | ||
| 13775 | 2009.02.03 09:30 | modify | 2802 | 0.01 | 1.16330 | 0.00000 | 1.16345 | ||
| 13776 | 2009.02.03 09:30 | modify | 2803 | 0.01 | 1.16200 | 0.00000 | 1.16345 | ||
| 13777 | 2009.02.03 10:00 | buy | 2804 | 0.01 | 1.16110 | 0.00000 | 0.00000 | ||
| 13778 | 2009.02.03 10:00 | modify | 2802 | 0.01 | 1.16330 | 0.00000 | 1.16293 | ||
| 13779 | 2009.02.03 10:00 | modify | 2803 | 0.01 | 1.16200 | 0.00000 | 1.16293 | ||
| 13780 | 2009.02.03 10:00 | modify | 2804 | 0.01 | 1.16110 | 0.00000 | 1.16293 | ||
| 13781 | 2009.02.03 10:04 | t/p | 2802 | 0.01 | 1.16293 | 0.00000 | 1.16293 | -0.32 | 52699.90 |
| 13782 | 2009.02.03 10:04 | t/p | 2803 | 0.01 | 1.16293 | 0.00000 | 1.16293 | 0.80 | 52700.70 |
| 13783 | 2009.02.03 10:04 | t/p | 2804 | 0.01 | 1.16293 | 0.00000 | 1.16293 | 1.57 | 52702.27 |
| 13784 | 2009.02.03 11:30 | buy | 2805 | 0.01 | 1.16460 | 0.00000 | 0.00000 | ||
| 13785 | 2009.02.03 11:30 | modify | 2805 | 0.01 | 1.16460 | 0.00000 | 1.16540 | ||
| 13786 | 2009.02.03 11:32 | t/p | 2805 | 0.01 | 1.16540 | 0.00000 | 1.16540 | 0.68 | 52702.95 |
| 13787 | 2009.02.03 16:00 | sell | 2806 | 0.01 | 1.15460 | 0.00000 | 0.00000 | ||
| 13788 | 2009.02.03 16:00 | modify | 2806 | 0.01 | 1.15460 | 0.00000 | 1.15380 | ||
| 13789 | 2009.02.03 16:01 | t/p | 2806 | 0.01 | 1.15380 | 0.00000 | 1.15380 | 0.69 | 52703.64 |
| 13790 | 2009.02.03 16:30 | sell | 2807 | 0.01 | 1.14970 | 0.00000 | 0.00000 | ||
| 13791 | 2009.02.03 16:30 | modify | 2807 | 0.01 | 1.14970 | 0.00000 | 1.14890 | ||
| 13792 | 2009.02.03 16:30 | t/p | 2807 | 0.01 | 1.14890 | 0.00000 | 1.14890 | 0.69 | 52704.33 |
| 13793 | 2009.02.03 17:30 | sell | 2808 | 0.01 | 1.14380 | 0.00000 | 0.00000 | ||
| 13794 | 2009.02.03 17:30 | modify | 2808 | 0.01 | 1.14380 | 0.00000 | 1.14300 | ||
| 13795 | 2009.02.03 18:00 | sell | 2809 | 0.01 | 1.14480 | 0.00000 | 0.00000 | ||
| 13796 | 2009.02.03 18:00 | modify | 2808 | 0.01 | 1.14380 | 0.00000 | 1.14350 | ||
| 13797 | 2009.02.03 18:00 | modify | 2809 | 0.01 | 1.14480 | 0.00000 | 1.14350 | ||
| 13798 | 2009.02.03 18:11 | t/p | 2808 | 0.01 | 1.14350 | 0.00000 | 1.14350 | 0.26 | 52704.59 |
| 13799 | 2009.02.03 18:11 | t/p | 2809 | 0.01 | 1.14350 | 0.00000 | 1.14350 | 1.14 | 52705.73 |
| 13800 | 2009.02.03 18:30 | sell | 2810 | 0.01 | 1.14030 | 0.00000 | 0.00000 | ||