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 |
| 13801 | 2009.02.03 18:30 | modify | 2810 | 0.01 | 1.14030 | 0.00000 | 1.13950 | |
| 13802 | 2009.02.03 19:00 | sell | 2811 | 0.01 | 1.14190 | 0.00000 | 0.00000 | |
| 13803 | 2009.02.03 19:00 | modify | 2810 | 0.01 | 1.14030 | 0.00000 | 1.14030 | |
| 13804 | 2009.02.03 19:00 | modify | 2811 | 0.01 | 1.14190 | 0.00000 | 1.14030 | |
| 13805 | 2009.02.03 19:30 | sell | 2812 | 0.01 | 1.14420 | 0.00000 | 0.00000 | |
| 13806 | 2009.02.03 19:30 | modify | 2810 | 0.01 | 1.14030 | 0.00000 | 1.14133 | |
| 13807 | 2009.02.03 19:30 | modify | 2811 | 0.01 | 1.14190 | 0.00000 | 1.14133 | |
| 13808 | 2009.02.03 19:30 | modify | 2812 | 0.01 | 1.14420 | 0.00000 | 1.14133 | |
| 13809 | 2009.02.03 20:00 | sell | 2813 | 0.01 | 1.14840 | 0.00000 | 0.00000 | |
| 13810 | 2009.02.03 20:00 | modify | 2810 | 0.01 | 1.14030 | 0.00000 | 1.14290 | |
| 13811 | 2009.02.03 20:00 | modify | 2811 | 0.01 | 1.14190 | 0.00000 | 1.14290 | |
| 13812 | 2009.02.03 20:00 | modify | 2812 | 0.01 | 1.14420 | 0.00000 | 1.14290 | |
| 13813 | 2009.02.03 20:00 | modify | 2813 | 0.01 | 1.14840 | 0.00000 | 1.14290 | |
| 13814 | 2009.02.03 21:15 | t/p | 2810 | 0.01 | 1.14290 | 0.00000 | 1.14290 | -2.27 | 52703.46 |
| 13815 | 2009.02.03 21:15 | t/p | 2811 | 0.01 | 1.14290 | 0.00000 | 1.14290 | -0.87 | 52702.59 |
| 13816 | 2009.02.03 21:15 | t/p | 2812 | 0.01 | 1.14290 | 0.00000 | 1.14290 | 1.14 | 52703.73 |
| 13817 | 2009.02.03 21:15 | t/p | 2813 | 0.01 | 1.14290 | 0.00000 | 1.14290 | 4.81 | 52708.54 |
| 13818 | 2009.02.04 14:00 | buy | 2814 | 0.01 | 1.15970 | 0.00000 | 0.00000 | |
| 13819 | 2009.02.04 14:00 | modify | 2814 | 0.01 | 1.15970 | 0.00000 | 1.16050 | |
| 13820 | 2009.02.04 14:06 | t/p | 2814 | 0.01 | 1.16050 | 0.00000 | 1.16050 | 0.69 | 52709.23 |
| 13821 | 2009.02.04 14:30 | buy | 2815 | 0.01 | 1.16160 | 0.00000 | 0.00000 | |
| 13822 | 2009.02.04 14:30 | modify | 2815 | 0.01 | 1.16160 | 0.00000 | 1.16240 | |
| 13823 | 2009.02.04 14:30 | t/p | 2815 | 0.01 | 1.16240 | 0.00000 | 1.16240 | 0.69 | 52709.92 |
| 13824 | 2009.02.05 01:00 | buy | 2816 | 0.01 | 1.15990 | 0.00000 | 0.00000 | |
| 13825 | 2009.02.05 01:00 | modify | 2816 | 0.01 | 1.15990 | 0.00000 | 1.16070 | |
| 13826 | 2009.02.05 01:30 | buy | 2817 | 0.01 | 1.15880 | 0.00000 | 0.00000 | |
| 13827 | 2009.02.05 01:30 | modify | 2816 | 0.01 | 1.15990 | 0.00000 | 1.16015 | |
| 13828 | 2009.02.05 01:30 | modify | 2817 | 0.01 | 1.15880 | 0.00000 | 1.16015 | |
| 13829 | 2009.02.05 02:00 | buy | 2818 | 0.01 | 1.15800 | 0.00000 | 0.00000 | |
| 13830 | 2009.02.05 02:00 | modify | 2816 | 0.01 | 1.15990 | 0.00000 | 1.15970 | |
| 13831 | 2009.02.05 02:00 | modify | 2817 | 0.01 | 1.15880 | 0.00000 | 1.15970 | |
| 13832 | 2009.02.05 02:00 | modify | 2818 | 0.01 | 1.15800 | 0.00000 | 1.15970 | |
| 13833 | 2009.02.05 02:21 | t/p | 2816 | 0.01 | 1.15970 | 0.00000 | 1.15970 | -0.17 | 52709.75 |
| 13834 | 2009.02.05 02:21 | t/p | 2817 | 0.01 | 1.15970 | 0.00000 | 1.15970 | 0.78 | 52710.53 |
| 13835 | 2009.02.05 02:21 | t/p | 2818 | 0.01 | 1.15970 | 0.00000 | 1.15970 | 1.47 | 52712.00 |
| 13836 | 2009.02.05 10:30 | buy | 2819 | 0.01 | 1.16120 | 0.00000 | 0.00000 | |
| 13837 | 2009.02.05 10:30 | modify | 2819 | 0.01 | 1.16120 | 0.00000 | 1.16200 | |
| 13838 | 2009.02.05 11:00 | buy | 2820 | 0.01 | 1.16010 | 0.00000 | 0.00000 | |
| 13839 | 2009.02.05 11:00 | modify | 2819 | 0.01 | 1.16120 | 0.00000 | 1.16145 | |
| 13840 | 2009.02.05 11:00 | modify | 2820 | 0.01 | 1.16010 | 0.00000 | 1.16145 | |
| 13841 | 2009.02.05 12:30 | buy | 2821 | 0.01 | 1.15880 | 0.00000 | 0.00000 | |
| 13842 | 2009.02.05 12:30 | modify | 2819 | 0.01 | 1.16120 | 0.00000 | 1.16083 | |
| 13843 | 2009.02.05 12:30 | modify | 2820 | 0.01 | 1.16010 | 0.00000 | 1.16083 | |
| 13844 | 2009.02.05 12:30 | modify | 2821 | 0.01 | 1.15880 | 0.00000 | 1.16083 | |
| 13845 | 2009.02.05 12:55 | t/p | 2819 | 0.01 | 1.16083 | 0.00000 | 1.16083 | -0.32 | 52711.68 |
| 13846 | 2009.02.05 12:55 | t/p | 2820 | 0.01 | 1.16083 | 0.00000 | 1.16083 | 0.62 | 52712.30 |
| 13847 | 2009.02.05 12:55 | t/p | 2821 | 0.01 | 1.16083 | 0.00000 | 1.16083 | 1.74 | 52714.04 |
| 13848 | 2009.02.05 13:00 | buy | 2822 | 0.01 | 1.16150 | 0.00000 | 0.00000 | |
| 13849 | 2009.02.05 13:00 | modify | 2822 | 0.01 | 1.16150 | 0.00000 | 1.16230 | |
| 13850 | 2009.02.05 13:04 | t/p | 2822 | 0.01 | 1.16230 | 0.00000 | 1.16230 | 0.69 | 52714.73 |
| 13851 | 2009.02.05 14:30 | buy | 2823 | 0.01 | 1.16240 | 0.00000 | 0.00000 | |
| 13852 | 2009.02.05 14:30 | modify | 2823 | 0.01 | 1.16240 | 0.00000 | 1.16320 | |
| 13853 | 2009.02.05 15:03 | t/p | 2823 | 0.01 | 1.16320 | 0.00000 | 1.16320 | 0.68 | 52715.41 |
| 13854 | 2009.02.05 15:30 | buy | 2824 | 0.01 | 1.16330 | 0.00000 | 0.00000 | |
| 13855 | 2009.02.05 15:30 | modify | 2824 | 0.01 | 1.16330 | 0.00000 | 1.16410 | |
| 13856 | 2009.02.05 15:32 | t/p | 2824 | 0.01 | 1.16410 | 0.00000 | 1.16410 | 0.69 | 52716.10 |
| 13857 | 2009.02.05 16:00 | buy | 2825 | 0.01 | 1.16470 | 0.00000 | 0.00000 | |
| 13858 | 2009.02.05 16:00 | modify | 2825 | 0.01 | 1.16470 | 0.00000 | 1.16550 | |
| 13859 | 2009.02.05 16:01 | t/p | 2825 | 0.01 | 1.16550 | 0.00000 | 1.16550 | 0.68 | 52716.78 |
| 13860 | 2009.02.05 16:30 | buy | 2826 | 0.01 | 1.16520 | 0.00000 | 0.00000 | |
| 13861 | 2009.02.05 16:30 | modify | 2826 | 0.01 | 1.16520 | 0.00000 | 1.16600 | |
| 13862 | 2009.02.05 16:48 | t/p | 2826 | 0.01 | 1.16600 | 0.00000 | 1.16600 | 0.69 | 52717.47 |
| 13863 | 2009.02.05 21:00 | buy | 2827 | 0.01 | 1.16820 | 0.00000 | 0.00000 | |
| 13864 | 2009.02.05 21:00 | modify | 2827 | 0.01 | 1.16820 | 0.00000 | 1.16900 | |
| 13865 | 2009.02.05 21:05 | t/p | 2827 | 0.01 | 1.16900 | 0.00000 | 1.16900 | 0.68 | 52718.15 |
| 13866 | 2009.02.05 22:00 | buy | 2828 | 0.01 | 1.17080 | 0.00000 | 0.00000 | |
| 13867 | 2009.02.05 22:00 | modify | 2828 | 0.01 | 1.17080 | 0.00000 | 1.17160 | |
| 13868 | 2009.02.05 23:00 | buy | 2829 | 0.01 | 1.16980 | 0.00000 | 0.00000 | |
| 13869 | 2009.02.05 23:00 | modify | 2828 | 0.01 | 1.17080 | 0.00000 | 1.17110 | |
| 13870 | 2009.02.05 23:00 | modify | 2829 | 0.01 | 1.16980 | 0.00000 | 1.17110 | |
| 13871 | 2009.02.05 23:34 | t/p | 2828 | 0.01 | 1.17110 | 0.00000 | 1.17110 | 0.25 | 52718.40 |
| 13872 | 2009.02.05 23:34 | t/p | 2829 | 0.01 | 1.17110 | 0.00000 | 1.17110 | 1.11 | 52719.51 |
| 13873 | 2009.02.06 00:00 | buy | 2830 | 0.01 | 1.17050 | 0.00000 | 0.00000 | |
| 13874 | 2009.02.06 00:00 | modify | 2830 | 0.01 | 1.17050 | 0.00000 | 1.17130 | |
| 13875 | 2009.02.06 00:08 | t/p | 2830 | 0.01 | 1.17130 | 0.00000 | 1.17130 | 0.68 | 52720.19 |
| 13876 | 2009.02.09 08:30 | buy | 2831 | 0.01 | 1.16440 | 0.00000 | 0.00000 | |
| 13877 | 2009.02.09 08:30 | modify | 2831 | 0.01 | 1.16440 | 0.00000 | 1.16520 | |
| 13878 | 2009.02.09 09:00 | buy | 2832 | 0.01 | 1.16300 | 0.00000 | 0.00000 | |
| 13879 | 2009.02.09 09:00 | modify | 2831 | 0.01 | 1.16440 | 0.00000 | 1.16450 | |
| 13880 | 2009.02.09 09:00 | modify | 2832 | 0.01 | 1.16300 | 0.00000 | 1.16450 | |
| 13881 | 2009.02.09 09:52 | t/p | 2831 | 0.01 | 1.16450 | 0.00000 | 1.16450 | 0.08 | 52720.27 |
| 13882 | 2009.02.09 09:52 | t/p | 2832 | 0.01 | 1.16450 | 0.00000 | 1.16450 | 1.29 | 52721.56 |
| 13883 | 2009.02.09 10:00 | buy | 2833 | 0.01 | 1.16550 | 0.00000 | 0.00000 | |
| 13884 | 2009.02.09 10:00 | modify | 2833 | 0.01 | 1.16550 | 0.00000 | 1.16630 | |
| 13885 | 2009.02.09 10:05 | t/p | 2833 | 0.01 | 1.16630 | 0.00000 | 1.16630 | 0.69 | 52722.25 |
| 13886 | 2009.02.09 10:30 | buy | 2834 | 0.01 | 1.16640 | 0.00000 | 0.00000 | |
| 13887 | 2009.02.09 10:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16720 | |
| 13888 | 2009.02.09 11:30 | buy | 2835 | 0.01 | 1.16510 | 0.00000 | 0.00000 | |
| 13889 | 2009.02.09 11:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16655 | |
| 13890 | 2009.02.09 11:30 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.16655 | |
| 13891 | 2009.02.09 12:30 | buy | 2836 | 0.01 | 1.16310 | 0.00000 | 0.00000 | |
| 13892 | 2009.02.09 12:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16567 | |
| 13893 | 2009.02.09 12:30 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.16567 | |
| 13894 | 2009.02.09 12:30 | modify | 2836 | 0.01 | 1.16310 | 0.00000 | 1.16567 | |
| 13895 | 2009.02.09 13:30 | buy | 2837 | 0.01 | 1.16180 | 0.00000 | 0.00000 | |
| 13896 | 2009.02.09 13:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16490 | |
| 13897 | 2009.02.09 13:30 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.16490 | |
| 13898 | 2009.02.09 13:30 | modify | 2836 | 0.01 | 1.16310 | 0.00000 | 1.16490 | |
| 13899 | 2009.02.09 13:30 | modify | 2837 | 0.01 | 1.16180 | 0.00000 | 1.16490 | |
| 13900 | 2009.02.09 14:30 | buy | 2838 | 0.01 | 1.15990 | 0.00000 | 0.00000 | |
| 13901 | 2009.02.09 14:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16406 | |
| 13902 | 2009.02.09 14:30 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.16406 | |
| 13903 | 2009.02.09 14:30 | modify | 2836 | 0.01 | 1.16310 | 0.00000 | 1.16406 | |
| 13904 | 2009.02.09 14:30 | modify | 2837 | 0.01 | 1.16180 | 0.00000 | 1.16406 | |
| 13905 | 2009.02.09 14:30 | modify | 2838 | 0.01 | 1.15990 | 0.00000 | 1.16406 | |
| 13906 | 2009.02.09 15:00 | buy | 2839 | 0.02 | 1.15820 | 0.00000 | 0.00000 | |
| 13907 | 2009.02.09 15:00 | sell | 2840 | 0.01 | 1.15810 | 0.00000 | 0.00000 | |
| 13908 | 2009.02.09 15:00 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16261 | |
| 13909 | 2009.02.09 15:00 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.16261 | |
| 13910 | 2009.02.09 15:00 | modify | 2836 | 0.01 | 1.16310 | 0.00000 | 1.16261 | |
| 13911 | 2009.02.09 15:00 | modify | 2837 | 0.01 | 1.16180 | 0.00000 | 1.16261 | |
| 13912 | 2009.02.09 15:00 | modify | 2838 | 0.01 | 1.15990 | 0.00000 | 1.16261 | |
| 13913 | 2009.02.09 15:00 | modify | 2839 | 0.02 | 1.15820 | 0.00000 | 1.16261 | |
| 13914 | 2009.02.09 15:00 | modify | 2840 | 0.01 | 1.15810 | 0.00000 | 1.15730 | |
| 13915 | 2009.02.09 15:06 | t/p | 2840 | 0.01 | 1.15730 | 0.00000 | 1.15730 | 0.69 | 52722.94 |
| 13916 | 2009.02.09 15:30 | buy | 2841 | 0.02 | 1.15400 | 0.00000 | 0.00000 | |
| 13917 | 2009.02.09 15:30 | sell | 2842 | 0.01 | 1.15390 | 0.00000 | 0.00000 | |
| 13918 | 2009.02.09 15:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.16088 | |
| 13919 | 2009.02.09 15:30 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.16088 | |
| 13920 | 2009.02.09 15:30 | modify | 2836 | 0.01 | 1.16310 | 0.00000 | 1.16088 | |
| 13921 | 2009.02.09 15:30 | modify | 2837 | 0.01 | 1.16180 | 0.00000 | 1.16088 | |
| 13922 | 2009.02.09 15:30 | modify | 2838 | 0.01 | 1.15990 | 0.00000 | 1.16088 | |
| 13923 | 2009.02.09 15:30 | modify | 2839 | 0.02 | 1.15820 | 0.00000 | 1.16088 | |
| 13924 | 2009.02.09 15:30 | modify | 2841 | 0.02 | 1.15400 | 0.00000 | 1.16088 | |
| 13925 | 2009.02.09 15:30 | modify | 2842 | 0.01 | 1.15390 | 0.00000 | 1.15310 | |
| 13926 | 2009.02.09 16:00 | sell | 2843 | 0.01 | 1.15610 | 0.00000 | 0.00000 | |
| 13927 | 2009.02.09 16:00 | modify | 2842 | 0.01 | 1.15390 | 0.00000 | 1.15420 | |
| 13928 | 2009.02.09 16:00 | modify | 2843 | 0.01 | 1.15610 | 0.00000 | 1.15420 | |
| 13929 | 2009.02.09 16:02 | t/p | 2842 | 0.01 | 1.15420 | 0.00000 | 1.15420 | -0.26 | 52722.68 |
| 13930 | 2009.02.09 16:02 | t/p | 2843 | 0.01 | 1.15420 | 0.00000 | 1.15420 | 1.64 | 52724.32 |
| 13931 | 2009.02.09 16:30 | buy | 2844 | 0.02 | 1.15100 | 0.00000 | 0.00000 | |
| 13932 | 2009.02.09 16:30 | sell | 2845 | 0.01 | 1.15090 | 0.00000 | 0.00000 | |
| 13933 | 2009.02.09 16:30 | modify | 2834 | 0.01 | 1.16640 | 0.00000 | 1.15923 | |
| 13934 | 2009.02.09 16:30 | modify | 2835 | 0.01 | 1.16510 | 0.00000 | 1.15923 | |
| 13935 | 2009.02.09 16:30 | modify | 2836 | 0.01 | 1.16310 | 0.00000 | 1.15923 | |
| 13936 | 2009.02.09 16:30 | modify | 2837 | 0.01 | 1.16180 | 0.00000 | 1.15923 | |
| 13937 | 2009.02.09 16:30 | modify | 2838 | 0.01 | 1.15990 | 0.00000 | 1.15923 | |
| 13938 | 2009.02.09 16:30 | modify | 2839 | 0.02 | 1.15820 | 0.00000 | 1.15923 | |
| 13939 | 2009.02.09 16:30 | modify | 2841 | 0.02 | 1.15400 | 0.00000 | 1.15923 | |
| 13940 | 2009.02.09 16:30 | modify | 2844 | 0.02 | 1.15100 | 0.00000 | 1.15923 | |
| 13941 | 2009.02.09 16:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15010 | |
| 13942 | 2009.02.09 17:00 | sell | 2846 | 0.01 | 1.15300 | 0.00000 | 0.00000 | |
| 13943 | 2009.02.09 17:00 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15115 | |
| 13944 | 2009.02.09 17:00 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15115 | |
| 13945 | 2009.02.09 17:30 | sell | 2847 | 0.01 | 1.15550 | 0.00000 | 0.00000 | |
| 13946 | 2009.02.09 17:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15233 | |
| 13947 | 2009.02.09 17:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15233 | |
| 13948 | 2009.02.09 17:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15233 | |
| 13949 | 2009.02.09 18:00 | sell | 2848 | 0.01 | 1.15650 | 0.00000 | 0.00000 | |
| 13950 | 2009.02.09 18:00 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15318 | |