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 |
| 13951 | 2009.02.09 18:00 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15318 | ||
| 13952 | 2009.02.09 18:00 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15318 | ||
| 13953 | 2009.02.09 18:00 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15318 | ||
| 13954 | 2009.02.09 19:30 | sell | 2849 | 0.01 | 1.15870 | 0.00000 | 0.00000 | ||
| 13955 | 2009.02.09 19:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15412 | ||
| 13956 | 2009.02.09 19:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15412 | ||
| 13957 | 2009.02.09 19:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15412 | ||
| 13958 | 2009.02.09 19:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15412 | ||
| 13959 | 2009.02.09 19:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.15412 | ||
| 13960 | 2009.02.09 19:38 | t/p | 2834 | 0.01 | 1.15923 | 0.00000 | 1.15923 | -6.19 | 52718.13 |
| 13961 | 2009.02.09 19:38 | t/p | 2835 | 0.01 | 1.15923 | 0.00000 | 1.15923 | -5.07 | 52713.06 |
| 13962 | 2009.02.09 19:38 | t/p | 2836 | 0.01 | 1.15923 | 0.00000 | 1.15923 | -3.34 | 52709.72 |
| 13963 | 2009.02.09 19:38 | t/p | 2837 | 0.01 | 1.15923 | 0.00000 | 1.15923 | -2.22 | 52707.50 |
| 13964 | 2009.02.09 19:38 | t/p | 2838 | 0.01 | 1.15923 | 0.00000 | 1.15923 | -0.58 | 52706.92 |
| 13965 | 2009.02.09 19:38 | t/p | 2839 | 0.02 | 1.15923 | 0.00000 | 1.15923 | 1.78 | 52708.70 |
| 13966 | 2009.02.09 19:38 | t/p | 2841 | 0.02 | 1.15923 | 0.00000 | 1.15923 | 9.03 | 52717.73 |
| 13967 | 2009.02.09 19:38 | t/p | 2844 | 0.02 | 1.15923 | 0.00000 | 1.15923 | 14.20 | 52731.93 |
| 13968 | 2009.02.09 20:00 | sell | 2850 | 0.02 | 1.16000 | 0.00000 | 0.00000 | ||
| 13969 | 2009.02.09 20:00 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15557 | ||
| 13970 | 2009.02.09 20:00 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15557 | ||
| 13971 | 2009.02.09 20:00 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15557 | ||
| 13972 | 2009.02.09 20:00 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15557 | ||
| 13973 | 2009.02.09 20:00 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.15557 | ||
| 13974 | 2009.02.09 20:00 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.15557 | ||
| 13975 | 2009.02.09 21:30 | sell | 2851 | 0.02 | 1.16150 | 0.00000 | 0.00000 | ||
| 13976 | 2009.02.09 21:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15671 | ||
| 13977 | 2009.02.09 21:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15671 | ||
| 13978 | 2009.02.09 21:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15671 | ||
| 13979 | 2009.02.09 21:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15671 | ||
| 13980 | 2009.02.09 21:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.15671 | ||
| 13981 | 2009.02.09 21:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.15671 | ||
| 13982 | 2009.02.09 21:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.15671 | ||
| 13983 | 2009.02.09 22:30 | sell | 2852 | 0.02 | 1.16240 | 0.00000 | 0.00000 | ||
| 13984 | 2009.02.09 22:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15760 | ||
| 13985 | 2009.02.09 22:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15760 | ||
| 13986 | 2009.02.09 22:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15760 | ||
| 13987 | 2009.02.09 22:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15760 | ||
| 13988 | 2009.02.09 22:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.15760 | ||
| 13989 | 2009.02.09 22:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.15760 | ||
| 13990 | 2009.02.09 22:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.15760 | ||
| 13991 | 2009.02.09 22:30 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.15760 | ||
| 13992 | 2009.02.09 23:30 | sell | 2853 | 0.02 | 1.16380 | 0.00000 | 0.00000 | ||
| 13993 | 2009.02.09 23:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15843 | ||
| 13994 | 2009.02.09 23:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15843 | ||
| 13995 | 2009.02.09 23:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15843 | ||
| 13996 | 2009.02.09 23:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15843 | ||
| 13997 | 2009.02.09 23:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.15843 | ||
| 13998 | 2009.02.09 23:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.15843 | ||
| 13999 | 2009.02.09 23:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.15843 | ||
| 14000 | 2009.02.09 23:30 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.15843 | ||
| 14001 | 2009.02.09 23:30 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.15843 | ||
| 14002 | 2009.02.10 00:30 | sell | 2854 | 0.02 | 1.16480 | 0.00000 | 0.00000 | ||
| 14003 | 2009.02.10 00:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.15917 | ||
| 14004 | 2009.02.10 00:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.15917 | ||
| 14005 | 2009.02.10 00:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.15917 | ||
| 14006 | 2009.02.10 00:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.15917 | ||
| 14007 | 2009.02.10 00:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.15917 | ||
| 14008 | 2009.02.10 00:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.15917 | ||
| 14009 | 2009.02.10 00:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.15917 | ||
| 14010 | 2009.02.10 00:30 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.15917 | ||
| 14011 | 2009.02.10 00:30 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.15917 | ||
| 14012 | 2009.02.10 00:30 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.15917 | ||
| 14013 | 2009.02.10 02:00 | sell | 2855 | 0.03 | 1.16740 | 0.00000 | 0.00000 | ||
| 14014 | 2009.02.10 02:00 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.16041 | ||
| 14015 | 2009.02.10 02:00 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.16041 | ||
| 14016 | 2009.02.10 02:00 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.16041 | ||
| 14017 | 2009.02.10 02:00 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.16041 | ||
| 14018 | 2009.02.10 02:00 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.16041 | ||
| 14019 | 2009.02.10 02:00 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.16041 | ||
| 14020 | 2009.02.10 02:00 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.16041 | ||
| 14021 | 2009.02.10 02:00 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.16041 | ||
| 14022 | 2009.02.10 02:00 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.16041 | ||
| 14023 | 2009.02.10 02:00 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.16041 | ||
| 14024 | 2009.02.10 02:00 | modify | 2855 | 0.03 | 1.16740 | 0.00000 | 1.16041 | ||
| 14025 | 2009.02.10 02:30 | buy | 2856 | 0.01 | 1.16960 | 0.00000 | 0.00000 | ||
| 14026 | 2009.02.10 02:30 | sell | 2857 | 0.03 | 1.16950 | 0.00000 | 0.00000 | ||
| 14027 | 2009.02.10 02:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.16160 | ||
| 14028 | 2009.02.10 02:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.16160 | ||
| 14029 | 2009.02.10 02:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.16160 | ||
| 14030 | 2009.02.10 02:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.16160 | ||
| 14031 | 2009.02.10 02:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.16160 | ||
| 14032 | 2009.02.10 02:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.16160 | ||
| 14033 | 2009.02.10 02:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.16160 | ||
| 14034 | 2009.02.10 02:30 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.16160 | ||
| 14035 | 2009.02.10 02:30 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.16160 | ||
| 14036 | 2009.02.10 02:30 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.16160 | ||
| 14037 | 2009.02.10 02:30 | modify | 2855 | 0.03 | 1.16740 | 0.00000 | 1.16160 | ||
| 14038 | 2009.02.10 02:30 | modify | 2856 | 0.01 | 1.16960 | 0.00000 | 1.17040 | ||
| 14039 | 2009.02.10 02:30 | modify | 2857 | 0.03 | 1.16950 | 0.00000 | 1.16160 | ||
| 14040 | 2009.02.10 02:30 | t/p | 2856 | 0.01 | 1.17040 | 0.00000 | 1.17040 | 0.68 | 52732.61 |
| 14041 | 2009.02.10 03:30 | buy | 2858 | 0.01 | 1.17200 | 0.00000 | 0.00000 | ||
| 14042 | 2009.02.10 03:30 | sell | 2859 | 0.03 | 1.17190 | 0.00000 | 0.00000 | ||
| 14043 | 2009.02.10 03:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.16278 | ||
| 14044 | 2009.02.10 03:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.16278 | ||
| 14045 | 2009.02.10 03:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.16278 | ||
| 14046 | 2009.02.10 03:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.16278 | ||
| 14047 | 2009.02.10 03:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.16278 | ||
| 14048 | 2009.02.10 03:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.16278 | ||
| 14049 | 2009.02.10 03:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.16278 | ||
| 14050 | 2009.02.10 03:30 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.16278 | ||
| 14051 | 2009.02.10 03:30 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.16278 | ||
| 14052 | 2009.02.10 03:30 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.16278 | ||
| 14053 | 2009.02.10 03:30 | modify | 2855 | 0.03 | 1.16740 | 0.00000 | 1.16278 | ||
| 14054 | 2009.02.10 03:30 | modify | 2857 | 0.03 | 1.16950 | 0.00000 | 1.16278 | ||
| 14055 | 2009.02.10 03:30 | modify | 2858 | 0.01 | 1.17200 | 0.00000 | 1.17280 | ||
| 14056 | 2009.02.10 03:30 | modify | 2859 | 0.03 | 1.17190 | 0.00000 | 1.16278 | ||
| 14057 | 2009.02.10 03:39 | t/p | 2858 | 0.01 | 1.17280 | 0.00000 | 1.17280 | 0.68 | 52733.29 |
| 14058 | 2009.02.10 04:30 | buy | 2860 | 0.01 | 1.17280 | 0.00000 | 0.00000 | ||
| 14059 | 2009.02.10 04:30 | modify | 2860 | 0.01 | 1.17280 | 0.00000 | 1.17360 | ||
| 14060 | 2009.02.10 04:34 | t/p | 2860 | 0.01 | 1.17360 | 0.00000 | 1.17360 | 0.68 | 52733.97 |
| 14061 | 2009.02.10 05:00 | buy | 2861 | 0.01 | 1.17400 | 0.00000 | 0.00000 | ||
| 14062 | 2009.02.10 05:00 | sell | 2862 | 0.03 | 1.17390 | 0.00000 | 0.00000 | ||
| 14063 | 2009.02.10 05:00 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.16393 | ||
| 14064 | 2009.02.10 05:00 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.16393 | ||
| 14065 | 2009.02.10 05:00 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.16393 | ||
| 14066 | 2009.02.10 05:00 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.16393 | ||
| 14067 | 2009.02.10 05:00 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.16393 | ||
| 14068 | 2009.02.10 05:00 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.16393 | ||
| 14069 | 2009.02.10 05:00 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.16393 | ||
| 14070 | 2009.02.10 05:00 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.16393 | ||
| 14071 | 2009.02.10 05:00 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.16393 | ||
| 14072 | 2009.02.10 05:00 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.16393 | ||
| 14073 | 2009.02.10 05:00 | modify | 2855 | 0.03 | 1.16740 | 0.00000 | 1.16393 | ||
| 14074 | 2009.02.10 05:00 | modify | 2857 | 0.03 | 1.16950 | 0.00000 | 1.16393 | ||
| 14075 | 2009.02.10 05:00 | modify | 2859 | 0.03 | 1.17190 | 0.00000 | 1.16393 | ||
| 14076 | 2009.02.10 05:00 | modify | 2861 | 0.01 | 1.17400 | 0.00000 | 1.17480 | ||
| 14077 | 2009.02.10 05:00 | modify | 2862 | 0.03 | 1.17390 | 0.00000 | 1.16393 | ||
| 14078 | 2009.02.10 05:19 | t/p | 2861 | 0.01 | 1.17480 | 0.00000 | 1.17480 | 0.68 | 52734.65 |
| 14079 | 2009.02.10 05:30 | buy | 2863 | 0.01 | 1.17610 | 0.00000 | 0.00000 | ||
| 14080 | 2009.02.10 05:30 | sell | 2864 | 0.04 | 1.17600 | 0.00000 | 0.00000 | ||
| 14081 | 2009.02.10 05:30 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.16538 | ||
| 14082 | 2009.02.10 05:30 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.16538 | ||
| 14083 | 2009.02.10 05:30 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.16538 | ||
| 14084 | 2009.02.10 05:30 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.16538 | ||
| 14085 | 2009.02.10 05:30 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.16538 | ||
| 14086 | 2009.02.10 05:30 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.16538 | ||
| 14087 | 2009.02.10 05:30 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.16538 | ||
| 14088 | 2009.02.10 05:30 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.16538 | ||
| 14089 | 2009.02.10 05:30 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.16538 | ||
| 14090 | 2009.02.10 05:30 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.16538 | ||
| 14091 | 2009.02.10 05:30 | modify | 2855 | 0.03 | 1.16740 | 0.00000 | 1.16538 | ||
| 14092 | 2009.02.10 05:30 | modify | 2857 | 0.03 | 1.16950 | 0.00000 | 1.16538 | ||
| 14093 | 2009.02.10 05:30 | modify | 2859 | 0.03 | 1.17190 | 0.00000 | 1.16538 | ||
| 14094 | 2009.02.10 05:30 | modify | 2862 | 0.03 | 1.17390 | 0.00000 | 1.16538 | ||
| 14095 | 2009.02.10 05:30 | modify | 2863 | 0.01 | 1.17610 | 0.00000 | 1.17690 | ||
| 14096 | 2009.02.10 05:30 | modify | 2864 | 0.04 | 1.17600 | 0.00000 | 1.16538 | ||
| 14097 | 2009.02.10 05:40 | t/p | 2863 | 0.01 | 1.17690 | 0.00000 | 1.17690 | 0.68 | 52735.33 |
| 14098 | 2009.02.10 06:00 | buy | 2865 | 0.01 | 1.17750 | 0.00000 | 0.00000 | ||
| 14099 | 2009.02.10 06:00 | sell | 2866 | 0.04 | 1.17740 | 0.00000 | 0.00000 | ||
| 14100 | 2009.02.10 06:00 | modify | 2845 | 0.01 | 1.15090 | 0.00000 | 1.16667 | ||