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 |
| 14101 | 2009.02.10 06:00 | modify | 2846 | 0.01 | 1.15300 | 0.00000 | 1.16667 | ||
| 14102 | 2009.02.10 06:00 | modify | 2847 | 0.01 | 1.15550 | 0.00000 | 1.16667 | ||
| 14103 | 2009.02.10 06:00 | modify | 2848 | 0.01 | 1.15650 | 0.00000 | 1.16667 | ||
| 14104 | 2009.02.10 06:00 | modify | 2849 | 0.01 | 1.15870 | 0.00000 | 1.16667 | ||
| 14105 | 2009.02.10 06:00 | modify | 2850 | 0.02 | 1.16000 | 0.00000 | 1.16667 | ||
| 14106 | 2009.02.10 06:00 | modify | 2851 | 0.02 | 1.16150 | 0.00000 | 1.16667 | ||
| 14107 | 2009.02.10 06:00 | modify | 2852 | 0.02 | 1.16240 | 0.00000 | 1.16667 | ||
| 14108 | 2009.02.10 06:00 | modify | 2853 | 0.02 | 1.16380 | 0.00000 | 1.16667 | ||
| 14109 | 2009.02.10 06:00 | modify | 2854 | 0.02 | 1.16480 | 0.00000 | 1.16667 | ||
| 14110 | 2009.02.10 06:00 | modify | 2855 | 0.03 | 1.16740 | 0.00000 | 1.16667 | ||
| 14111 | 2009.02.10 06:00 | modify | 2857 | 0.03 | 1.16950 | 0.00000 | 1.16667 | ||
| 14112 | 2009.02.10 06:00 | modify | 2859 | 0.03 | 1.17190 | 0.00000 | 1.16667 | ||
| 14113 | 2009.02.10 06:00 | modify | 2862 | 0.03 | 1.17390 | 0.00000 | 1.16667 | ||
| 14114 | 2009.02.10 06:00 | modify | 2864 | 0.04 | 1.17600 | 0.00000 | 1.16667 | ||
| 14115 | 2009.02.10 06:00 | modify | 2865 | 0.01 | 1.17750 | 0.00000 | 1.17830 | ||
| 14116 | 2009.02.10 06:00 | modify | 2866 | 0.04 | 1.17740 | 0.00000 | 1.16667 | ||
| 14117 | 2009.02.10 06:30 | buy | 2867 | 0.01 | 1.17640 | 0.00000 | 0.00000 | ||
| 14118 | 2009.02.10 06:30 | modify | 2865 | 0.01 | 1.17750 | 0.00000 | 1.17775 | ||
| 14119 | 2009.02.10 06:30 | modify | 2867 | 0.01 | 1.17640 | 0.00000 | 1.17775 | ||
| 14120 | 2009.02.10 07:00 | buy | 2868 | 0.01 | 1.17540 | 0.00000 | 0.00000 | ||
| 14121 | 2009.02.10 07:00 | modify | 2865 | 0.01 | 1.17750 | 0.00000 | 1.17723 | ||
| 14122 | 2009.02.10 07:00 | modify | 2867 | 0.01 | 1.17640 | 0.00000 | 1.17723 | ||
| 14123 | 2009.02.10 07:00 | modify | 2868 | 0.01 | 1.17540 | 0.00000 | 1.17723 | ||
| 14124 | 2009.02.10 07:30 | buy | 2869 | 0.01 | 1.17450 | 0.00000 | 0.00000 | ||
| 14125 | 2009.02.10 07:30 | modify | 2865 | 0.01 | 1.17750 | 0.00000 | 1.17675 | ||
| 14126 | 2009.02.10 07:30 | modify | 2867 | 0.01 | 1.17640 | 0.00000 | 1.17675 | ||
| 14127 | 2009.02.10 07:30 | modify | 2868 | 0.01 | 1.17540 | 0.00000 | 1.17675 | ||
| 14128 | 2009.02.10 07:30 | modify | 2869 | 0.01 | 1.17450 | 0.00000 | 1.17675 | ||
| 14129 | 2009.02.10 08:00 | buy | 2870 | 0.01 | 1.17190 | 0.00000 | 0.00000 | ||
| 14130 | 2009.02.10 08:00 | modify | 2865 | 0.01 | 1.17750 | 0.00000 | 1.17594 | ||
| 14131 | 2009.02.10 08:00 | modify | 2867 | 0.01 | 1.17640 | 0.00000 | 1.17594 | ||
| 14132 | 2009.02.10 08:00 | modify | 2868 | 0.01 | 1.17540 | 0.00000 | 1.17594 | ||
| 14133 | 2009.02.10 08:00 | modify | 2869 | 0.01 | 1.17450 | 0.00000 | 1.17594 | ||
| 14134 | 2009.02.10 08:00 | modify | 2870 | 0.01 | 1.17190 | 0.00000 | 1.17594 | ||
| 14135 | 2009.02.10 08:30 | t/p | 2865 | 0.01 | 1.17594 | 0.00000 | 1.17594 | -1.33 | 52734.00 |
| 14136 | 2009.02.10 08:30 | t/p | 2867 | 0.01 | 1.17594 | 0.00000 | 1.17594 | -0.39 | 52733.61 |
| 14137 | 2009.02.10 08:30 | t/p | 2868 | 0.01 | 1.17594 | 0.00000 | 1.17594 | 0.46 | 52734.07 |
| 14138 | 2009.02.10 08:30 | t/p | 2869 | 0.01 | 1.17594 | 0.00000 | 1.17594 | 1.22 | 52735.29 |
| 14139 | 2009.02.10 08:30 | t/p | 2870 | 0.01 | 1.17594 | 0.00000 | 1.17594 | 3.43 | 52738.72 |
| 14140 | 2009.02.10 10:14 | t/p | 2845 | 0.01 | 1.16667 | 0.00000 | 1.16667 | -13.55 | 52725.17 |
| 14141 | 2009.02.10 10:14 | t/p | 2846 | 0.01 | 1.16667 | 0.00000 | 1.16667 | -11.75 | 52713.41 |
| 14142 | 2009.02.10 10:14 | t/p | 2847 | 0.01 | 1.16667 | 0.00000 | 1.16667 | -9.61 | 52703.80 |
| 14143 | 2009.02.10 10:14 | t/p | 2848 | 0.01 | 1.16667 | 0.00000 | 1.16667 | -8.75 | 52695.05 |
| 14144 | 2009.02.10 10:14 | t/p | 2849 | 0.01 | 1.16667 | 0.00000 | 1.16667 | -6.87 | 52688.18 |
| 14145 | 2009.02.10 10:14 | t/p | 2850 | 0.02 | 1.16667 | 0.00000 | 1.16667 | -11.49 | 52676.69 |
| 14146 | 2009.02.10 10:14 | t/p | 2851 | 0.02 | 1.16667 | 0.00000 | 1.16667 | -8.92 | 52667.76 |
| 14147 | 2009.02.10 10:14 | t/p | 2852 | 0.02 | 1.16667 | 0.00000 | 1.16667 | -7.38 | 52660.38 |
| 14148 | 2009.02.10 10:14 | t/p | 2853 | 0.02 | 1.16667 | 0.00000 | 1.16667 | -4.98 | 52655.40 |
| 14149 | 2009.02.10 10:14 | t/p | 2854 | 0.02 | 1.16667 | 0.00000 | 1.16667 | -3.20 | 52652.20 |
| 14150 | 2009.02.10 10:14 | t/p | 2855 | 0.03 | 1.16667 | 0.00000 | 1.16667 | 1.87 | 52654.07 |
| 14151 | 2009.02.10 10:14 | t/p | 2857 | 0.03 | 1.16667 | 0.00000 | 1.16667 | 7.27 | 52661.34 |
| 14152 | 2009.02.10 10:14 | t/p | 2859 | 0.03 | 1.16667 | 0.00000 | 1.16667 | 13.45 | 52674.79 |
| 14153 | 2009.02.10 10:14 | t/p | 2862 | 0.03 | 1.16667 | 0.00000 | 1.16667 | 18.59 | 52693.38 |
| 14154 | 2009.02.10 10:14 | t/p | 2864 | 0.04 | 1.16667 | 0.00000 | 1.16667 | 31.99 | 52725.37 |
| 14155 | 2009.02.10 10:14 | t/p | 2866 | 0.04 | 1.16667 | 0.00000 | 1.16667 | 36.79 | 52762.16 |
| 14156 | 2009.02.10 12:30 | sell | 2871 | 0.01 | 1.16210 | 0.00000 | 0.00000 | ||
| 14157 | 2009.02.10 12:30 | modify | 2871 | 0.01 | 1.16210 | 0.00000 | 1.16130 | ||
| 14158 | 2009.02.10 12:31 | t/p | 2871 | 0.01 | 1.16130 | 0.00000 | 1.16130 | 0.69 | 52762.85 |
| 14159 | 2009.02.10 13:00 | sell | 2872 | 0.01 | 1.16050 | 0.00000 | 0.00000 | ||
| 14160 | 2009.02.10 13:00 | modify | 2872 | 0.01 | 1.16050 | 0.00000 | 1.15970 | ||
| 14161 | 2009.02.10 13:30 | sell | 2873 | 0.01 | 1.16200 | 0.00000 | 0.00000 | ||
| 14162 | 2009.02.10 13:30 | modify | 2872 | 0.01 | 1.16050 | 0.00000 | 1.16045 | ||
| 14163 | 2009.02.10 13:30 | modify | 2873 | 0.01 | 1.16200 | 0.00000 | 1.16045 | ||
| 14164 | 2009.02.10 13:45 | t/p | 2872 | 0.01 | 1.16045 | 0.00000 | 1.16045 | 0.04 | 52762.89 |
| 14165 | 2009.02.10 13:45 | t/p | 2873 | 0.01 | 1.16045 | 0.00000 | 1.16045 | 1.33 | 52764.22 |
| 14166 | 2009.02.10 18:30 | sell | 2874 | 0.01 | 1.15160 | 0.00000 | 0.00000 | ||
| 14167 | 2009.02.10 18:30 | modify | 2874 | 0.01 | 1.15160 | 0.00000 | 1.15080 | ||
| 14168 | 2009.02.10 19:00 | sell | 2875 | 0.01 | 1.15350 | 0.00000 | 0.00000 | ||
| 14169 | 2009.02.10 19:00 | modify | 2874 | 0.01 | 1.15160 | 0.00000 | 1.15175 | ||
| 14170 | 2009.02.10 19:00 | modify | 2875 | 0.01 | 1.15350 | 0.00000 | 1.15175 | ||
| 14171 | 2009.02.10 19:30 | sell | 2876 | 0.01 | 1.15540 | 0.00000 | 0.00000 | ||
| 14172 | 2009.02.10 19:30 | modify | 2874 | 0.01 | 1.15160 | 0.00000 | 1.15270 | ||
| 14173 | 2009.02.10 19:30 | modify | 2875 | 0.01 | 1.15350 | 0.00000 | 1.15270 | ||
| 14174 | 2009.02.10 19:30 | modify | 2876 | 0.01 | 1.15540 | 0.00000 | 1.15270 | ||
| 14175 | 2009.02.10 20:30 | sell | 2877 | 0.01 | 1.15780 | 0.00000 | 0.00000 | ||
| 14176 | 2009.02.10 20:30 | modify | 2874 | 0.01 | 1.15160 | 0.00000 | 1.15378 | ||
| 14177 | 2009.02.10 20:30 | modify | 2875 | 0.01 | 1.15350 | 0.00000 | 1.15378 | ||
| 14178 | 2009.02.10 20:30 | modify | 2876 | 0.01 | 1.15540 | 0.00000 | 1.15378 | ||
| 14179 | 2009.02.10 20:30 | modify | 2877 | 0.01 | 1.15780 | 0.00000 | 1.15378 | ||
| 14180 | 2009.02.10 21:30 | sell | 2878 | 0.01 | 1.16060 | 0.00000 | 0.00000 | ||
| 14181 | 2009.02.10 21:30 | modify | 2874 | 0.01 | 1.15160 | 0.00000 | 1.15498 | ||
| 14182 | 2009.02.10 21:30 | modify | 2875 | 0.01 | 1.15350 | 0.00000 | 1.15498 | ||
| 14183 | 2009.02.10 21:30 | modify | 2876 | 0.01 | 1.15540 | 0.00000 | 1.15498 | ||
| 14184 | 2009.02.10 21:30 | modify | 2877 | 0.01 | 1.15780 | 0.00000 | 1.15498 | ||
| 14185 | 2009.02.10 21:30 | modify | 2878 | 0.01 | 1.16060 | 0.00000 | 1.15498 | ||
| 14186 | 2009.02.11 01:34 | t/p | 2874 | 0.01 | 1.15498 | 0.00000 | 1.15498 | -2.96 | 52761.25 |
| 14187 | 2009.02.11 01:34 | t/p | 2875 | 0.01 | 1.15498 | 0.00000 | 1.15498 | -1.31 | 52759.94 |
| 14188 | 2009.02.11 01:34 | t/p | 2876 | 0.01 | 1.15498 | 0.00000 | 1.15498 | 0.33 | 52760.27 |
| 14189 | 2009.02.11 01:34 | t/p | 2877 | 0.01 | 1.15498 | 0.00000 | 1.15498 | 2.41 | 52762.68 |
| 14190 | 2009.02.11 01:34 | t/p | 2878 | 0.01 | 1.15498 | 0.00000 | 1.15498 | 4.83 | 52767.51 |
| 14191 | 2009.02.11 09:30 | sell | 2879 | 0.01 | 1.15530 | 0.00000 | 0.00000 | ||
| 14192 | 2009.02.11 09:30 | modify | 2879 | 0.01 | 1.15530 | 0.00000 | 1.15450 | ||
| 14193 | 2009.02.11 10:00 | sell | 2880 | 0.01 | 1.15890 | 0.00000 | 0.00000 | ||
| 14194 | 2009.02.11 10:00 | modify | 2879 | 0.01 | 1.15530 | 0.00000 | 1.15630 | ||
| 14195 | 2009.02.11 10:00 | modify | 2880 | 0.01 | 1.15890 | 0.00000 | 1.15630 | ||
| 14196 | 2009.02.11 10:24 | t/p | 2879 | 0.01 | 1.15630 | 0.00000 | 1.15630 | -0.87 | 52766.64 |
| 14197 | 2009.02.11 10:24 | t/p | 2880 | 0.01 | 1.15630 | 0.00000 | 1.15630 | 2.25 | 52768.89 |
| 14198 | 2009.02.11 11:00 | sell | 2881 | 0.01 | 1.15230 | 0.00000 | 0.00000 | ||
| 14199 | 2009.02.11 11:00 | modify | 2881 | 0.01 | 1.15230 | 0.00000 | 1.15150 | ||
| 14200 | 2009.02.11 11:20 | t/p | 2881 | 0.01 | 1.15150 | 0.00000 | 1.15150 | 0.69 | 52769.58 |
| 14201 | 2009.02.12 03:00 | sell | 2882 | 0.01 | 1.15800 | 0.00000 | 0.00000 | ||
| 14202 | 2009.02.12 03:00 | modify | 2882 | 0.01 | 1.15800 | 0.00000 | 1.15720 | ||
| 14203 | 2009.02.12 03:40 | t/p | 2882 | 0.01 | 1.15720 | 0.00000 | 1.15720 | 0.69 | 52770.27 |
| 14204 | 2009.02.12 04:00 | sell | 2883 | 0.01 | 1.15720 | 0.00000 | 0.00000 | ||
| 14205 | 2009.02.12 04:00 | modify | 2883 | 0.01 | 1.15720 | 0.00000 | 1.15640 | ||
| 14206 | 2009.02.12 04:00 | t/p | 2883 | 0.01 | 1.15640 | 0.00000 | 1.15640 | 0.69 | 52770.96 |
| 14207 | 2009.02.12 09:30 | sell | 2884 | 0.01 | 1.15780 | 0.00000 | 0.00000 | ||
| 14208 | 2009.02.12 09:30 | modify | 2884 | 0.01 | 1.15780 | 0.00000 | 1.15700 | ||
| 14209 | 2009.02.12 09:57 | t/p | 2884 | 0.01 | 1.15700 | 0.00000 | 1.15700 | 0.69 | 52771.65 |
| 14210 | 2009.02.12 12:00 | buy | 2885 | 0.01 | 1.16220 | 0.00000 | 0.00000 | ||
| 14211 | 2009.02.12 12:00 | modify | 2885 | 0.01 | 1.16220 | 0.00000 | 1.16300 | ||
| 14212 | 2009.02.12 12:01 | t/p | 2885 | 0.01 | 1.16300 | 0.00000 | 1.16300 | 0.69 | 52772.34 |
| 14213 | 2009.02.12 12:30 | buy | 2886 | 0.01 | 1.16450 | 0.00000 | 0.00000 | ||
| 14214 | 2009.02.12 12:30 | modify | 2886 | 0.01 | 1.16450 | 0.00000 | 1.16530 | ||
| 14215 | 2009.02.12 12:31 | t/p | 2886 | 0.01 | 1.16530 | 0.00000 | 1.16530 | 0.69 | 52773.03 |
| 14216 | 2009.02.12 13:00 | buy | 2887 | 0.01 | 1.16460 | 0.00000 | 0.00000 | ||
| 14217 | 2009.02.12 13:00 | modify | 2887 | 0.01 | 1.16460 | 0.00000 | 1.16540 | ||
| 14218 | 2009.02.12 13:13 | t/p | 2887 | 0.01 | 1.16540 | 0.00000 | 1.16540 | 0.69 | 52773.72 |
| 14219 | 2009.02.12 13:30 | buy | 2888 | 0.01 | 1.16480 | 0.00000 | 0.00000 | ||
| 14220 | 2009.02.12 13:30 | modify | 2888 | 0.01 | 1.16480 | 0.00000 | 1.16560 | ||
| 14221 | 2009.02.12 14:30 | buy | 2889 | 0.01 | 1.16000 | 0.00000 | 0.00000 | ||
| 14222 | 2009.02.12 14:30 | modify | 2888 | 0.01 | 1.16480 | 0.00000 | 1.16320 | ||
| 14223 | 2009.02.12 14:30 | modify | 2889 | 0.01 | 1.16000 | 0.00000 | 1.16320 | ||
| 14224 | 2009.02.12 16:00 | buy | 2890 | 0.01 | 1.15890 | 0.00000 | 0.00000 | ||
| 14225 | 2009.02.12 16:00 | modify | 2888 | 0.01 | 1.16480 | 0.00000 | 1.16203 | ||
| 14226 | 2009.02.12 16:00 | modify | 2889 | 0.01 | 1.16000 | 0.00000 | 1.16203 | ||
| 14227 | 2009.02.12 16:00 | modify | 2890 | 0.01 | 1.15890 | 0.00000 | 1.16203 | ||
| 14228 | 2009.02.12 16:14 | t/p | 2888 | 0.01 | 1.16203 | 0.00000 | 1.16203 | -2.38 | 52771.34 |
| 14229 | 2009.02.12 16:14 | t/p | 2889 | 0.01 | 1.16203 | 0.00000 | 1.16203 | 1.75 | 52773.09 |
| 14230 | 2009.02.12 16:14 | t/p | 2890 | 0.01 | 1.16203 | 0.00000 | 1.16203 | 2.69 | 52775.78 |
| 14231 | 2009.02.12 16:30 | buy | 2891 | 0.01 | 1.16740 | 0.00000 | 0.00000 | ||
| 14232 | 2009.02.12 16:30 | modify | 2891 | 0.01 | 1.16740 | 0.00000 | 1.16820 | ||
| 14233 | 2009.02.12 16:32 | t/p | 2891 | 0.01 | 1.16820 | 0.00000 | 1.16820 | 0.68 | 52776.46 |
| 14234 | 2009.02.12 17:00 | buy | 2892 | 0.01 | 1.17030 | 0.00000 | 0.00000 | ||
| 14235 | 2009.02.12 17:00 | modify | 2892 | 0.01 | 1.17030 | 0.00000 | 1.17110 | ||
| 14236 | 2009.02.12 17:01 | t/p | 2892 | 0.01 | 1.17110 | 0.00000 | 1.17110 | 0.68 | 52777.14 |
| 14237 | 2009.02.13 05:30 | sell | 2893 | 0.01 | 1.15830 | 0.00000 | 0.00000 | ||
| 14238 | 2009.02.13 05:30 | modify | 2893 | 0.01 | 1.15830 | 0.00000 | 1.15750 | ||
| 14239 | 2009.02.13 05:47 | t/p | 2893 | 0.01 | 1.15750 | 0.00000 | 1.15750 | 0.69 | 52777.83 |
| 14240 | 2009.02.13 06:00 | sell | 2894 | 0.01 | 1.15650 | 0.00000 | 0.00000 | ||
| 14241 | 2009.02.13 06:00 | modify | 2894 | 0.01 | 1.15650 | 0.00000 | 1.15570 | ||
| 14242 | 2009.02.13 06:30 | sell | 2895 | 0.01 | 1.15790 | 0.00000 | 0.00000 | ||
| 14243 | 2009.02.13 06:30 | modify | 2894 | 0.01 | 1.15650 | 0.00000 | 1.15640 | ||
| 14244 | 2009.02.13 06:30 | modify | 2895 | 0.01 | 1.15790 | 0.00000 | 1.15640 | ||
| 14245 | 2009.02.13 10:30 | sell | 2896 | 0.01 | 1.15890 | 0.00000 | 0.00000 | ||
| 14246 | 2009.02.13 10:30 | modify | 2894 | 0.01 | 1.15650 | 0.00000 | 1.15697 | ||
| 14247 | 2009.02.13 10:30 | modify | 2895 | 0.01 | 1.15790 | 0.00000 | 1.15697 | ||
| 14248 | 2009.02.13 10:30 | modify | 2896 | 0.01 | 1.15890 | 0.00000 | 1.15697 | ||
| 14249 | 2009.02.13 11:00 | sell | 2897 | 0.01 | 1.16050 | 0.00000 | 0.00000 | ||
| 14250 | 2009.02.13 11:00 | modify | 2894 | 0.01 | 1.15650 | 0.00000 | 1.15765 | ||