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 |
| 14251 | 2009.02.13 11:00 | modify | 2895 | 0.01 | 1.15790 | 0.00000 | 1.15765 | ||
| 14252 | 2009.02.13 11:00 | modify | 2896 | 0.01 | 1.15890 | 0.00000 | 1.15765 | ||
| 14253 | 2009.02.13 11:00 | modify | 2897 | 0.01 | 1.16050 | 0.00000 | 1.15765 | ||
| 14254 | 2009.02.13 13:30 | buy | 2898 | 0.01 | 1.16210 | 0.00000 | 0.00000 | ||
| 14255 | 2009.02.13 13:30 | sell | 2899 | 0.01 | 1.16200 | 0.00000 | 0.00000 | ||
| 14256 | 2009.02.13 13:30 | modify | 2894 | 0.01 | 1.15650 | 0.00000 | 1.15836 | ||
| 14257 | 2009.02.13 13:30 | modify | 2895 | 0.01 | 1.15790 | 0.00000 | 1.15836 | ||
| 14258 | 2009.02.13 13:30 | modify | 2896 | 0.01 | 1.15890 | 0.00000 | 1.15836 | ||
| 14259 | 2009.02.13 13:30 | modify | 2897 | 0.01 | 1.16050 | 0.00000 | 1.15836 | ||
| 14260 | 2009.02.13 13:30 | modify | 2898 | 0.01 | 1.16210 | 0.00000 | 1.16290 | ||
| 14261 | 2009.02.13 13:30 | modify | 2899 | 0.01 | 1.16200 | 0.00000 | 1.15836 | ||
| 14262 | 2009.02.13 14:30 | buy | 2900 | 0.01 | 1.16080 | 0.00000 | 0.00000 | ||
| 14263 | 2009.02.13 14:30 | modify | 2898 | 0.01 | 1.16210 | 0.00000 | 1.16225 | ||
| 14264 | 2009.02.13 14:30 | modify | 2900 | 0.01 | 1.16080 | 0.00000 | 1.16225 | ||
| 14265 | 2009.02.13 14:34 | t/p | 2898 | 0.01 | 1.16225 | 0.00000 | 1.16225 | 0.13 | 52777.96 |
| 14266 | 2009.02.13 14:34 | t/p | 2900 | 0.01 | 1.16225 | 0.00000 | 1.16225 | 1.25 | 52779.21 |
| 14267 | 2009.02.13 15:00 | buy | 2901 | 0.01 | 1.16580 | 0.00000 | 0.00000 | ||
| 14268 | 2009.02.13 15:00 | sell | 2902 | 0.02 | 1.16570 | 0.00000 | 0.00000 | ||
| 14269 | 2009.02.13 15:00 | modify | 2894 | 0.01 | 1.15650 | 0.00000 | 1.16023 | ||
| 14270 | 2009.02.13 15:00 | modify | 2895 | 0.01 | 1.15790 | 0.00000 | 1.16023 | ||
| 14271 | 2009.02.13 15:00 | modify | 2896 | 0.01 | 1.15890 | 0.00000 | 1.16023 | ||
| 14272 | 2009.02.13 15:00 | modify | 2897 | 0.01 | 1.16050 | 0.00000 | 1.16023 | ||
| 14273 | 2009.02.13 15:00 | modify | 2899 | 0.01 | 1.16200 | 0.00000 | 1.16023 | ||
| 14274 | 2009.02.13 15:00 | modify | 2901 | 0.01 | 1.16580 | 0.00000 | 1.16660 | ||
| 14275 | 2009.02.13 15:00 | modify | 2902 | 0.02 | 1.16570 | 0.00000 | 1.16023 | ||
| 14276 | 2009.02.13 15:30 | buy | 2903 | 0.01 | 1.16350 | 0.00000 | 0.00000 | ||
| 14277 | 2009.02.13 15:30 | modify | 2901 | 0.01 | 1.16580 | 0.00000 | 1.16545 | ||
| 14278 | 2009.02.13 15:30 | modify | 2903 | 0.01 | 1.16350 | 0.00000 | 1.16545 | ||
| 14279 | 2009.02.13 16:00 | buy | 2904 | 0.01 | 1.16210 | 0.00000 | 0.00000 | ||
| 14280 | 2009.02.13 16:00 | modify | 2901 | 0.01 | 1.16580 | 0.00000 | 1.16460 | ||
| 14281 | 2009.02.13 16:00 | modify | 2903 | 0.01 | 1.16350 | 0.00000 | 1.16460 | ||
| 14282 | 2009.02.13 16:00 | modify | 2904 | 0.01 | 1.16210 | 0.00000 | 1.16460 | ||
| 14283 | 2009.02.13 16:13 | t/p | 2901 | 0.01 | 1.16460 | 0.00000 | 1.16460 | -1.03 | 52778.18 |
| 14284 | 2009.02.13 16:13 | t/p | 2903 | 0.01 | 1.16460 | 0.00000 | 1.16460 | 0.94 | 52779.12 |
| 14285 | 2009.02.13 16:13 | t/p | 2904 | 0.01 | 1.16460 | 0.00000 | 1.16460 | 2.15 | 52781.27 |
| 14286 | 2009.02.13 16:30 | buy | 2905 | 0.01 | 1.16320 | 0.00000 | 0.00000 | ||
| 14287 | 2009.02.13 16:30 | modify | 2905 | 0.01 | 1.16320 | 0.00000 | 1.16400 | ||
| 14288 | 2009.02.13 16:39 | t/p | 2905 | 0.01 | 1.16400 | 0.00000 | 1.16400 | 0.69 | 52781.96 |
| 14289 | 2009.02.13 17:20 | t/p | 2894 | 0.01 | 1.16023 | 0.00000 | 1.16023 | -3.22 | 52778.74 |
| 14290 | 2009.02.13 17:20 | t/p | 2895 | 0.01 | 1.16023 | 0.00000 | 1.16023 | -2.01 | 52776.73 |
| 14291 | 2009.02.13 17:20 | t/p | 2896 | 0.01 | 1.16023 | 0.00000 | 1.16023 | -1.15 | 52775.58 |
| 14292 | 2009.02.13 17:20 | t/p | 2897 | 0.01 | 1.16023 | 0.00000 | 1.16023 | 0.23 | 52775.81 |
| 14293 | 2009.02.13 17:20 | t/p | 2899 | 0.01 | 1.16023 | 0.00000 | 1.16023 | 1.52 | 52777.33 |
| 14294 | 2009.02.13 17:20 | t/p | 2902 | 0.02 | 1.16023 | 0.00000 | 1.16023 | 9.43 | 52786.76 |
| 14295 | 2009.02.13 19:30 | sell | 2906 | 0.01 | 1.15680 | 0.00000 | 0.00000 | ||
| 14296 | 2009.02.13 19:30 | modify | 2906 | 0.01 | 1.15680 | 0.00000 | 1.15600 | ||
| 14297 | 2009.02.13 19:41 | t/p | 2906 | 0.01 | 1.15600 | 0.00000 | 1.15600 | 0.69 | 52787.45 |
| 14298 | 2009.02.13 20:30 | sell | 2907 | 0.01 | 1.15660 | 0.00000 | 0.00000 | ||
| 14299 | 2009.02.13 20:30 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.15580 | ||
| 14300 | 2009.02.13 21:00 | sell | 2908 | 0.01 | 1.15750 | 0.00000 | 0.00000 | ||
| 14301 | 2009.02.13 21:00 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.15625 | ||
| 14302 | 2009.02.13 21:00 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.15625 | ||
| 14303 | 2009.02.13 21:30 | sell | 2909 | 0.01 | 1.15860 | 0.00000 | 0.00000 | ||
| 14304 | 2009.02.13 21:30 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.15677 | ||
| 14305 | 2009.02.13 21:30 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.15677 | ||
| 14306 | 2009.02.13 21:30 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.15677 | ||
| 14307 | 2009.02.13 22:30 | sell | 2910 | 0.01 | 1.16030 | 0.00000 | 0.00000 | ||
| 14308 | 2009.02.13 22:30 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.15745 | ||
| 14309 | 2009.02.13 22:30 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.15745 | ||
| 14310 | 2009.02.13 22:30 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.15745 | ||
| 14311 | 2009.02.13 22:30 | modify | 2910 | 0.01 | 1.16030 | 0.00000 | 1.15745 | ||
| 14312 | 2009.02.16 00:30 | sell | 2911 | 0.01 | 1.16300 | 0.00000 | 0.00000 | ||
| 14313 | 2009.02.16 00:30 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.15840 | ||
| 14314 | 2009.02.16 00:30 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.15840 | ||
| 14315 | 2009.02.16 00:30 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.15840 | ||
| 14316 | 2009.02.16 00:30 | modify | 2910 | 0.01 | 1.16030 | 0.00000 | 1.15840 | ||
| 14317 | 2009.02.16 00:30 | modify | 2911 | 0.01 | 1.16300 | 0.00000 | 1.15840 | ||
| 14318 | 2009.02.16 01:30 | buy | 2912 | 0.01 | 1.16430 | 0.00000 | 0.00000 | ||
| 14319 | 2009.02.16 01:30 | sell | 2913 | 0.02 | 1.16420 | 0.00000 | 0.00000 | ||
| 14320 | 2009.02.16 01:30 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.15983 | ||
| 14321 | 2009.02.16 01:30 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.15983 | ||
| 14322 | 2009.02.16 01:30 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.15983 | ||
| 14323 | 2009.02.16 01:30 | modify | 2910 | 0.01 | 1.16030 | 0.00000 | 1.15983 | ||
| 14324 | 2009.02.16 01:30 | modify | 2911 | 0.01 | 1.16300 | 0.00000 | 1.15983 | ||
| 14325 | 2009.02.16 01:30 | modify | 2912 | 0.01 | 1.16430 | 0.00000 | 1.16510 | ||
| 14326 | 2009.02.16 01:30 | modify | 2913 | 0.02 | 1.16420 | 0.00000 | 1.15983 | ||
| 14327 | 2009.02.16 02:30 | buy | 2914 | 0.01 | 1.16310 | 0.00000 | 0.00000 | ||
| 14328 | 2009.02.16 02:30 | modify | 2912 | 0.01 | 1.16430 | 0.00000 | 1.16450 | ||
| 14329 | 2009.02.16 02:30 | modify | 2914 | 0.01 | 1.16310 | 0.00000 | 1.16450 | ||
| 14330 | 2009.02.16 02:52 | t/p | 2912 | 0.01 | 1.16450 | 0.00000 | 1.16450 | 0.17 | 52787.62 |
| 14331 | 2009.02.16 02:52 | t/p | 2914 | 0.01 | 1.16450 | 0.00000 | 1.16450 | 1.20 | 52788.82 |
| 14332 | 2009.02.16 03:00 | buy | 2915 | 0.01 | 1.16620 | 0.00000 | 0.00000 | ||
| 14333 | 2009.02.16 03:00 | sell | 2916 | 0.02 | 1.16610 | 0.00000 | 0.00000 | ||
| 14334 | 2009.02.16 03:00 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.16104 | ||
| 14335 | 2009.02.16 03:00 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.16104 | ||
| 14336 | 2009.02.16 03:00 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.16104 | ||
| 14337 | 2009.02.16 03:00 | modify | 2910 | 0.01 | 1.16030 | 0.00000 | 1.16104 | ||
| 14338 | 2009.02.16 03:00 | modify | 2911 | 0.01 | 1.16300 | 0.00000 | 1.16104 | ||
| 14339 | 2009.02.16 03:00 | modify | 2913 | 0.02 | 1.16420 | 0.00000 | 1.16104 | ||
| 14340 | 2009.02.16 03:00 | modify | 2915 | 0.01 | 1.16620 | 0.00000 | 1.16700 | ||
| 14341 | 2009.02.16 03:00 | modify | 2916 | 0.02 | 1.16610 | 0.00000 | 1.16104 | ||
| 14342 | 2009.02.16 03:30 | buy | 2917 | 0.01 | 1.16490 | 0.00000 | 0.00000 | ||
| 14343 | 2009.02.16 03:30 | modify | 2915 | 0.01 | 1.16620 | 0.00000 | 1.16635 | ||
| 14344 | 2009.02.16 03:30 | modify | 2917 | 0.01 | 1.16490 | 0.00000 | 1.16635 | ||
| 14345 | 2009.02.16 04:06 | t/p | 2915 | 0.01 | 1.16635 | 0.00000 | 1.16635 | 0.13 | 52788.95 |
| 14346 | 2009.02.16 04:06 | t/p | 2917 | 0.01 | 1.16635 | 0.00000 | 1.16635 | 1.24 | 52790.19 |
| 14347 | 2009.02.16 08:00 | sell | 2918 | 0.02 | 1.16760 | 0.00000 | 0.00000 | ||
| 14348 | 2009.02.16 08:00 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.16209 | ||
| 14349 | 2009.02.16 08:00 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.16209 | ||
| 14350 | 2009.02.16 08:00 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.16209 | ||
| 14351 | 2009.02.16 08:00 | modify | 2910 | 0.01 | 1.16030 | 0.00000 | 1.16209 | ||
| 14352 | 2009.02.16 08:00 | modify | 2911 | 0.01 | 1.16300 | 0.00000 | 1.16209 | ||
| 14353 | 2009.02.16 08:00 | modify | 2913 | 0.02 | 1.16420 | 0.00000 | 1.16209 | ||
| 14354 | 2009.02.16 08:00 | modify | 2916 | 0.02 | 1.16610 | 0.00000 | 1.16209 | ||
| 14355 | 2009.02.16 08:00 | modify | 2918 | 0.02 | 1.16760 | 0.00000 | 1.16209 | ||
| 14356 | 2009.02.16 09:00 | buy | 2919 | 0.01 | 1.16870 | 0.00000 | 0.00000 | ||
| 14357 | 2009.02.16 09:00 | sell | 2920 | 0.02 | 1.16860 | 0.00000 | 0.00000 | ||
| 14358 | 2009.02.16 09:00 | modify | 2907 | 0.01 | 1.15660 | 0.00000 | 1.16297 | ||
| 14359 | 2009.02.16 09:00 | modify | 2908 | 0.01 | 1.15750 | 0.00000 | 1.16297 | ||
| 14360 | 2009.02.16 09:00 | modify | 2909 | 0.01 | 1.15860 | 0.00000 | 1.16297 | ||
| 14361 | 2009.02.16 09:00 | modify | 2910 | 0.01 | 1.16030 | 0.00000 | 1.16297 | ||
| 14362 | 2009.02.16 09:00 | modify | 2911 | 0.01 | 1.16300 | 0.00000 | 1.16297 | ||
| 14363 | 2009.02.16 09:00 | modify | 2913 | 0.02 | 1.16420 | 0.00000 | 1.16297 | ||
| 14364 | 2009.02.16 09:00 | modify | 2916 | 0.02 | 1.16610 | 0.00000 | 1.16297 | ||
| 14365 | 2009.02.16 09:00 | modify | 2918 | 0.02 | 1.16760 | 0.00000 | 1.16297 | ||
| 14366 | 2009.02.16 09:00 | modify | 2919 | 0.01 | 1.16870 | 0.00000 | 1.16950 | ||
| 14367 | 2009.02.16 09:00 | modify | 2920 | 0.02 | 1.16860 | 0.00000 | 1.16297 | ||
| 14368 | 2009.02.16 09:37 | t/p | 2919 | 0.01 | 1.16950 | 0.00000 | 1.16950 | 0.69 | 52790.88 |
| 14369 | 2009.02.16 11:00 | buy | 2921 | 0.01 | 1.16890 | 0.00000 | 0.00000 | ||
| 14370 | 2009.02.16 11:00 | modify | 2921 | 0.01 | 1.16890 | 0.00000 | 1.16970 | ||
| 14371 | 2009.02.16 11:09 | t/p | 2921 | 0.01 | 1.16970 | 0.00000 | 1.16970 | 0.68 | 52791.56 |
| 14372 | 2009.02.16 15:58 | t/p | 2907 | 0.01 | 1.16297 | 0.00000 | 1.16297 | -5.51 | 52786.05 |
| 14373 | 2009.02.16 15:58 | t/p | 2908 | 0.01 | 1.16297 | 0.00000 | 1.16297 | -4.73 | 52781.31 |
| 14374 | 2009.02.16 15:58 | t/p | 2909 | 0.01 | 1.16297 | 0.00000 | 1.16297 | -3.79 | 52777.52 |
| 14375 | 2009.02.16 15:58 | t/p | 2910 | 0.01 | 1.16297 | 0.00000 | 1.16297 | -2.33 | 52775.19 |
| 14376 | 2009.02.16 15:58 | t/p | 2911 | 0.01 | 1.16297 | 0.00000 | 1.16297 | 0.03 | 52775.22 |
| 14377 | 2009.02.16 15:58 | t/p | 2913 | 0.02 | 1.16297 | 0.00000 | 1.16297 | 2.12 | 52777.34 |
| 14378 | 2009.02.16 15:58 | t/p | 2916 | 0.02 | 1.16297 | 0.00000 | 1.16297 | 5.38 | 52782.72 |
| 14379 | 2009.02.16 15:58 | t/p | 2918 | 0.02 | 1.16297 | 0.00000 | 1.16297 | 7.96 | 52790.68 |
| 14380 | 2009.02.16 15:58 | t/p | 2920 | 0.02 | 1.16297 | 0.00000 | 1.16297 | 9.68 | 52800.36 |
| 14381 | 2009.02.16 18:00 | sell | 2922 | 0.01 | 1.15970 | 0.00000 | 0.00000 | ||
| 14382 | 2009.02.16 18:00 | modify | 2922 | 0.01 | 1.15970 | 0.00000 | 1.15890 | ||
| 14383 | 2009.02.16 18:30 | sell | 2923 | 0.01 | 1.16200 | 0.00000 | 0.00000 | ||
| 14384 | 2009.02.16 18:30 | modify | 2922 | 0.01 | 1.15970 | 0.00000 | 1.16005 | ||
| 14385 | 2009.02.16 18:30 | modify | 2923 | 0.01 | 1.16200 | 0.00000 | 1.16005 | ||
| 14386 | 2009.02.16 23:02 | t/p | 2922 | 0.01 | 1.16005 | 0.00000 | 1.16005 | -0.30 | 52800.06 |
| 14387 | 2009.02.16 23:02 | t/p | 2923 | 0.01 | 1.16005 | 0.00000 | 1.16005 | 1.68 | 52801.74 |
| 14388 | 2009.02.17 03:30 | buy | 2924 | 0.01 | 1.17150 | 0.00000 | 0.00000 | ||
| 14389 | 2009.02.17 03:30 | modify | 2924 | 0.01 | 1.17150 | 0.00000 | 1.17230 | ||
| 14390 | 2009.02.17 04:13 | t/p | 2924 | 0.01 | 1.17230 | 0.00000 | 1.17230 | 0.68 | 52802.42 |
| 14391 | 2009.02.17 04:30 | buy | 2925 | 0.01 | 1.17160 | 0.00000 | 0.00000 | ||
| 14392 | 2009.02.17 04:30 | modify | 2925 | 0.01 | 1.17160 | 0.00000 | 1.17240 | ||
| 14393 | 2009.02.17 04:50 | t/p | 2925 | 0.01 | 1.17240 | 0.00000 | 1.17240 | 0.68 | 52803.10 |
| 14394 | 2009.02.17 05:00 | buy | 2926 | 0.01 | 1.17380 | 0.00000 | 0.00000 | ||
| 14395 | 2009.02.17 05:00 | modify | 2926 | 0.01 | 1.17380 | 0.00000 | 1.17460 | ||
| 14396 | 2009.02.17 05:30 | buy | 2927 | 0.01 | 1.17260 | 0.00000 | 0.00000 | ||
| 14397 | 2009.02.17 05:30 | modify | 2926 | 0.01 | 1.17380 | 0.00000 | 1.17400 | ||
| 14398 | 2009.02.17 05:30 | modify | 2927 | 0.01 | 1.17260 | 0.00000 | 1.17400 | ||
| 14399 | 2009.02.17 05:36 | t/p | 2926 | 0.01 | 1.17400 | 0.00000 | 1.17400 | 0.17 | 52803.27 |
| 14400 | 2009.02.17 05:36 | t/p | 2927 | 0.01 | 1.17400 | 0.00000 | 1.17400 | 1.19 | 52804.46 |