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 |
| 14401 | 2009.02.18 11:00 | buy | 2928 | 0.01 | 1.17250 | 0.00000 | 0.00000 | ||
| 14402 | 2009.02.18 11:00 | modify | 2928 | 0.01 | 1.17250 | 0.00000 | 1.17330 | ||
| 14403 | 2009.02.18 11:27 | t/p | 2928 | 0.01 | 1.17330 | 0.00000 | 1.17330 | 0.68 | 52805.14 |
| 14404 | 2009.02.18 11:30 | buy | 2929 | 0.01 | 1.17350 | 0.00000 | 0.00000 | ||
| 14405 | 2009.02.18 11:30 | modify | 2929 | 0.01 | 1.17350 | 0.00000 | 1.17430 | ||
| 14406 | 2009.02.18 11:31 | t/p | 2929 | 0.01 | 1.17430 | 0.00000 | 1.17430 | 0.68 | 52805.82 |
| 14407 | 2009.02.18 12:00 | buy | 2930 | 0.01 | 1.17490 | 0.00000 | 0.00000 | ||
| 14408 | 2009.02.18 12:00 | modify | 2930 | 0.01 | 1.17490 | 0.00000 | 1.17570 | ||
| 14409 | 2009.02.18 12:11 | t/p | 2930 | 0.01 | 1.17570 | 0.00000 | 1.17570 | 0.68 | 52806.50 |
| 14410 | 2009.02.18 18:00 | buy | 2931 | 0.01 | 1.17950 | 0.00000 | 0.00000 | ||
| 14411 | 2009.02.18 18:00 | modify | 2931 | 0.01 | 1.17950 | 0.00000 | 1.18030 | ||
| 14412 | 2009.02.18 18:07 | t/p | 2931 | 0.01 | 1.18030 | 0.00000 | 1.18030 | 0.68 | 52807.18 |
| 14413 | 2009.02.18 18:30 | buy | 2932 | 0.01 | 1.18160 | 0.00000 | 0.00000 | ||
| 14414 | 2009.02.18 18:30 | modify | 2932 | 0.01 | 1.18160 | 0.00000 | 1.18240 | ||
| 14415 | 2009.02.18 18:40 | t/p | 2932 | 0.01 | 1.18240 | 0.00000 | 1.18240 | 0.68 | 52807.86 |
| 14416 | 2009.02.19 10:30 | buy | 2933 | 0.01 | 1.17710 | 0.00000 | 0.00000 | ||
| 14417 | 2009.02.19 10:30 | modify | 2933 | 0.01 | 1.17710 | 0.00000 | 1.17790 | ||
| 14418 | 2009.02.19 11:00 | buy | 2934 | 0.01 | 1.17510 | 0.00000 | 0.00000 | ||
| 14419 | 2009.02.19 11:00 | modify | 2933 | 0.01 | 1.17710 | 0.00000 | 1.17690 | ||
| 14420 | 2009.02.19 11:00 | modify | 2934 | 0.01 | 1.17510 | 0.00000 | 1.17690 | ||
| 14421 | 2009.02.19 11:47 | t/p | 2933 | 0.01 | 1.17690 | 0.00000 | 1.17690 | -0.17 | 52807.69 |
| 14422 | 2009.02.19 11:47 | t/p | 2934 | 0.01 | 1.17690 | 0.00000 | 1.17690 | 1.53 | 52809.22 |
| 14423 | 2009.02.19 12:00 | buy | 2935 | 0.01 | 1.17620 | 0.00000 | 0.00000 | ||
| 14424 | 2009.02.19 12:00 | modify | 2935 | 0.01 | 1.17620 | 0.00000 | 1.17700 | ||
| 14425 | 2009.02.19 12:02 | t/p | 2935 | 0.01 | 1.17700 | 0.00000 | 1.17700 | 0.68 | 52809.90 |
| 14426 | 2009.02.19 12:30 | buy | 2936 | 0.01 | 1.17790 | 0.00000 | 0.00000 | ||
| 14427 | 2009.02.19 12:30 | modify | 2936 | 0.01 | 1.17790 | 0.00000 | 1.17870 | ||
| 14428 | 2009.02.19 12:42 | t/p | 2936 | 0.01 | 1.17870 | 0.00000 | 1.17870 | 0.68 | 52810.58 |
| 14429 | 2009.02.19 13:30 | buy | 2937 | 0.01 | 1.17720 | 0.00000 | 0.00000 | ||
| 14430 | 2009.02.19 13:30 | modify | 2937 | 0.01 | 1.17720 | 0.00000 | 1.17800 | ||
| 14431 | 2009.02.19 14:30 | buy | 2938 | 0.01 | 1.17630 | 0.00000 | 0.00000 | ||
| 14432 | 2009.02.19 14:30 | modify | 2937 | 0.01 | 1.17720 | 0.00000 | 1.17755 | ||
| 14433 | 2009.02.19 14:30 | modify | 2938 | 0.01 | 1.17630 | 0.00000 | 1.17755 | ||
| 14434 | 2009.02.19 15:00 | buy | 2939 | 0.01 | 1.17480 | 0.00000 | 0.00000 | ||
| 14435 | 2009.02.19 15:00 | modify | 2937 | 0.01 | 1.17720 | 0.00000 | 1.17690 | ||
| 14436 | 2009.02.19 15:00 | modify | 2938 | 0.01 | 1.17630 | 0.00000 | 1.17690 | ||
| 14437 | 2009.02.19 15:00 | modify | 2939 | 0.01 | 1.17480 | 0.00000 | 1.17690 | ||
| 14438 | 2009.02.19 16:00 | buy | 2940 | 0.01 | 1.17390 | 0.00000 | 0.00000 | ||
| 14439 | 2009.02.19 16:00 | modify | 2937 | 0.01 | 1.17720 | 0.00000 | 1.17635 | ||
| 14440 | 2009.02.19 16:00 | modify | 2938 | 0.01 | 1.17630 | 0.00000 | 1.17635 | ||
| 14441 | 2009.02.19 16:00 | modify | 2939 | 0.01 | 1.17480 | 0.00000 | 1.17635 | ||
| 14442 | 2009.02.19 16:00 | modify | 2940 | 0.01 | 1.17390 | 0.00000 | 1.17635 | ||
| 14443 | 2009.02.19 16:30 | buy | 2941 | 0.01 | 1.17210 | 0.00000 | 0.00000 | ||
| 14444 | 2009.02.19 16:30 | modify | 2937 | 0.01 | 1.17720 | 0.00000 | 1.17566 | ||
| 14445 | 2009.02.19 16:30 | modify | 2938 | 0.01 | 1.17630 | 0.00000 | 1.17566 | ||
| 14446 | 2009.02.19 16:30 | modify | 2939 | 0.01 | 1.17480 | 0.00000 | 1.17566 | ||
| 14447 | 2009.02.19 16:30 | modify | 2940 | 0.01 | 1.17390 | 0.00000 | 1.17566 | ||
| 14448 | 2009.02.19 16:30 | modify | 2941 | 0.01 | 1.17210 | 0.00000 | 1.17566 | ||
| 14449 | 2009.02.19 17:00 | buy | 2942 | 0.02 | 1.17130 | 0.00000 | 0.00000 | ||
| 14450 | 2009.02.19 17:00 | modify | 2937 | 0.01 | 1.17720 | 0.00000 | 1.17464 | ||
| 14451 | 2009.02.19 17:00 | modify | 2938 | 0.01 | 1.17630 | 0.00000 | 1.17464 | ||
| 14452 | 2009.02.19 17:00 | modify | 2939 | 0.01 | 1.17480 | 0.00000 | 1.17464 | ||
| 14453 | 2009.02.19 17:00 | modify | 2940 | 0.01 | 1.17390 | 0.00000 | 1.17464 | ||
| 14454 | 2009.02.19 17:00 | modify | 2941 | 0.01 | 1.17210 | 0.00000 | 1.17464 | ||
| 14455 | 2009.02.19 17:00 | modify | 2942 | 0.02 | 1.17130 | 0.00000 | 1.17464 | ||
| 14456 | 2009.02.19 18:46 | t/p | 2937 | 0.01 | 1.17464 | 0.00000 | 1.17464 | -2.18 | 52808.40 |
| 14457 | 2009.02.19 18:46 | t/p | 2938 | 0.01 | 1.17464 | 0.00000 | 1.17464 | -1.41 | 52806.99 |
| 14458 | 2009.02.19 18:46 | t/p | 2939 | 0.01 | 1.17464 | 0.00000 | 1.17464 | -0.14 | 52806.85 |
| 14459 | 2009.02.19 18:46 | t/p | 2940 | 0.01 | 1.17464 | 0.00000 | 1.17464 | 0.63 | 52807.48 |
| 14460 | 2009.02.19 18:46 | t/p | 2941 | 0.01 | 1.17464 | 0.00000 | 1.17464 | 2.16 | 52809.64 |
| 14461 | 2009.02.19 18:46 | t/p | 2942 | 0.02 | 1.17464 | 0.00000 | 1.17464 | 5.68 | 52815.32 |
| 14462 | 2009.02.20 03:00 | buy | 2943 | 0.01 | 1.17670 | 0.00000 | 0.00000 | ||
| 14463 | 2009.02.20 03:00 | modify | 2943 | 0.01 | 1.17670 | 0.00000 | 1.17750 | ||
| 14464 | 2009.02.20 03:41 | t/p | 2943 | 0.01 | 1.17750 | 0.00000 | 1.17750 | 0.68 | 52816.00 |
| 14465 | 2009.02.20 04:00 | buy | 2944 | 0.01 | 1.17780 | 0.00000 | 0.00000 | ||
| 14466 | 2009.02.20 04:00 | modify | 2944 | 0.01 | 1.17780 | 0.00000 | 1.17860 | ||
| 14467 | 2009.02.20 05:56 | t/p | 2944 | 0.01 | 1.17860 | 0.00000 | 1.17860 | 0.68 | 52816.68 |
| 14468 | 2009.02.20 06:00 | buy | 2945 | 0.01 | 1.17830 | 0.00000 | 0.00000 | ||
| 14469 | 2009.02.20 06:00 | modify | 2945 | 0.01 | 1.17830 | 0.00000 | 1.17910 | ||
| 14470 | 2009.02.20 06:08 | t/p | 2945 | 0.01 | 1.17910 | 0.00000 | 1.17910 | 0.68 | 52817.36 |
| 14471 | 2009.02.20 06:30 | buy | 2946 | 0.01 | 1.17920 | 0.00000 | 0.00000 | ||
| 14472 | 2009.02.20 06:30 | modify | 2946 | 0.01 | 1.17920 | 0.00000 | 1.18000 | ||
| 14473 | 2009.02.20 06:36 | t/p | 2946 | 0.01 | 1.18000 | 0.00000 | 1.18000 | 0.68 | 52818.04 |
| 14474 | 2009.02.20 07:00 | buy | 2947 | 0.01 | 1.17990 | 0.00000 | 0.00000 | ||
| 14475 | 2009.02.20 07:00 | modify | 2947 | 0.01 | 1.17990 | 0.00000 | 1.18070 | ||
| 14476 | 2009.02.20 07:01 | t/p | 2947 | 0.01 | 1.18070 | 0.00000 | 1.18070 | 0.68 | 52818.72 |
| 14477 | 2009.02.20 07:30 | buy | 2948 | 0.01 | 1.18110 | 0.00000 | 0.00000 | ||
| 14478 | 2009.02.20 07:30 | modify | 2948 | 0.01 | 1.18110 | 0.00000 | 1.18190 | ||
| 14479 | 2009.02.20 08:00 | buy | 2949 | 0.01 | 1.17980 | 0.00000 | 0.00000 | ||
| 14480 | 2009.02.20 08:00 | modify | 2948 | 0.01 | 1.18110 | 0.00000 | 1.18125 | ||
| 14481 | 2009.02.20 08:00 | modify | 2949 | 0.01 | 1.17980 | 0.00000 | 1.18125 | ||
| 14482 | 2009.02.20 08:38 | t/p | 2948 | 0.01 | 1.18125 | 0.00000 | 1.18125 | 0.13 | 52818.85 |
| 14483 | 2009.02.20 08:38 | t/p | 2949 | 0.01 | 1.18125 | 0.00000 | 1.18125 | 1.23 | 52820.08 |
| 14484 | 2009.02.20 11:00 | buy | 2950 | 0.01 | 1.18530 | 0.00000 | 0.00000 | ||
| 14485 | 2009.02.20 11:00 | modify | 2950 | 0.01 | 1.18530 | 0.00000 | 1.18610 | ||
| 14486 | 2009.02.20 11:05 | t/p | 2950 | 0.01 | 1.18610 | 0.00000 | 1.18610 | 0.67 | 52820.75 |
| 14487 | 2009.02.20 11:30 | buy | 2951 | 0.01 | 1.18640 | 0.00000 | 0.00000 | ||
| 14488 | 2009.02.20 11:30 | modify | 2951 | 0.01 | 1.18640 | 0.00000 | 1.18720 | ||
| 14489 | 2009.02.20 11:35 | t/p | 2951 | 0.01 | 1.18720 | 0.00000 | 1.18720 | 0.67 | 52821.42 |
| 14490 | 2009.02.20 12:00 | buy | 2952 | 0.01 | 1.18690 | 0.00000 | 0.00000 | ||
| 14491 | 2009.02.20 12:00 | modify | 2952 | 0.01 | 1.18690 | 0.00000 | 1.18770 | ||
| 14492 | 2009.02.20 12:29 | t/p | 2952 | 0.01 | 1.18770 | 0.00000 | 1.18770 | 0.67 | 52822.09 |
| 14493 | 2009.02.20 12:30 | buy | 2953 | 0.01 | 1.18790 | 0.00000 | 0.00000 | ||
| 14494 | 2009.02.20 12:30 | modify | 2953 | 0.01 | 1.18790 | 0.00000 | 1.18870 | ||
| 14495 | 2009.02.20 13:00 | buy | 2954 | 0.01 | 1.18610 | 0.00000 | 0.00000 | ||
| 14496 | 2009.02.20 13:00 | modify | 2953 | 0.01 | 1.18790 | 0.00000 | 1.18780 | ||
| 14497 | 2009.02.20 13:00 | modify | 2954 | 0.01 | 1.18610 | 0.00000 | 1.18780 | ||
| 14498 | 2009.02.20 14:30 | buy | 2955 | 0.01 | 1.18410 | 0.00000 | 0.00000 | ||
| 14499 | 2009.02.20 14:30 | modify | 2953 | 0.01 | 1.18790 | 0.00000 | 1.18683 | ||
| 14500 | 2009.02.20 14:30 | modify | 2954 | 0.01 | 1.18610 | 0.00000 | 1.18683 | ||
| 14501 | 2009.02.20 14:30 | modify | 2955 | 0.01 | 1.18410 | 0.00000 | 1.18683 | ||
| 14502 | 2009.02.20 16:06 | t/p | 2953 | 0.01 | 1.18683 | 0.00000 | 1.18683 | -0.90 | 52821.19 |
| 14503 | 2009.02.20 16:06 | t/p | 2954 | 0.01 | 1.18683 | 0.00000 | 1.18683 | 0.62 | 52821.81 |
| 14504 | 2009.02.20 16:06 | t/p | 2955 | 0.01 | 1.18683 | 0.00000 | 1.18683 | 2.30 | 52824.11 |
| 14505 | 2009.02.20 19:30 | sell | 2956 | 0.01 | 1.15960 | 0.00000 | 0.00000 | ||
| 14506 | 2009.02.20 19:30 | modify | 2956 | 0.01 | 1.15960 | 0.00000 | 1.15880 | ||
| 14507 | 2009.02.20 20:00 | t/p | 2956 | 0.01 | 1.15880 | 0.00000 | 1.15880 | 0.69 | 52824.80 |
| 14508 | 2009.02.20 20:30 | sell | 2957 | 0.01 | 1.14960 | 0.00000 | 0.00000 | ||
| 14509 | 2009.02.20 20:30 | modify | 2957 | 0.01 | 1.14960 | 0.00000 | 1.14880 | ||
| 14510 | 2009.02.20 20:31 | t/p | 2957 | 0.01 | 1.14880 | 0.00000 | 1.14880 | 0.69 | 52825.49 |
| 14511 | 2009.02.24 09:30 | sell | 2958 | 0.01 | 1.16440 | 0.00000 | 0.00000 | ||
| 14512 | 2009.02.24 09:30 | modify | 2958 | 0.01 | 1.16440 | 0.00000 | 1.16360 | ||
| 14513 | 2009.02.24 09:31 | t/p | 2958 | 0.01 | 1.16360 | 0.00000 | 1.16360 | 0.69 | 52826.18 |
| 14514 | 2009.02.24 10:00 | sell | 2959 | 0.01 | 1.16160 | 0.00000 | 0.00000 | ||
| 14515 | 2009.02.24 10:00 | modify | 2959 | 0.01 | 1.16160 | 0.00000 | 1.16080 | ||
| 14516 | 2009.02.24 10:00 | t/p | 2959 | 0.01 | 1.16080 | 0.00000 | 1.16080 | 0.69 | 52826.87 |
| 14517 | 2009.02.24 11:00 | sell | 2960 | 0.01 | 1.16050 | 0.00000 | 0.00000 | ||
| 14518 | 2009.02.24 11:00 | modify | 2960 | 0.01 | 1.16050 | 0.00000 | 1.15970 | ||
| 14519 | 2009.02.24 11:00 | t/p | 2960 | 0.01 | 1.15970 | 0.00000 | 1.15970 | 0.69 | 52827.56 |
| 14520 | 2009.02.24 11:30 | sell | 2961 | 0.01 | 1.15810 | 0.00000 | 0.00000 | ||
| 14521 | 2009.02.24 11:30 | modify | 2961 | 0.01 | 1.15810 | 0.00000 | 1.15730 | ||
| 14522 | 2009.02.24 11:36 | t/p | 2961 | 0.01 | 1.15730 | 0.00000 | 1.15730 | 0.69 | 52828.25 |
| 14523 | 2009.02.24 12:00 | sell | 2962 | 0.01 | 1.15520 | 0.00000 | 0.00000 | ||
| 14524 | 2009.02.24 12:00 | modify | 2962 | 0.01 | 1.15520 | 0.00000 | 1.15440 | ||
| 14525 | 2009.02.24 12:15 | t/p | 2962 | 0.01 | 1.15440 | 0.00000 | 1.15440 | 0.69 | 52828.94 |
| 14526 | 2009.02.24 12:30 | sell | 2963 | 0.01 | 1.15500 | 0.00000 | 0.00000 | ||
| 14527 | 2009.02.24 12:30 | modify | 2963 | 0.01 | 1.15500 | 0.00000 | 1.15420 | ||
| 14528 | 2009.02.24 13:34 | t/p | 2963 | 0.01 | 1.15420 | 0.00000 | 1.15420 | 0.69 | 52829.63 |
| 14529 | 2009.02.25 10:30 | sell | 2964 | 0.01 | 1.15560 | 0.00000 | 0.00000 | ||
| 14530 | 2009.02.25 10:30 | modify | 2964 | 0.01 | 1.15560 | 0.00000 | 1.15480 | ||
| 14531 | 2009.02.25 10:33 | t/p | 2964 | 0.01 | 1.15480 | 0.00000 | 1.15480 | 0.69 | 52830.32 |
| 14532 | 2009.02.25 22:00 | buy | 2965 | 0.01 | 1.17340 | 0.00000 | 0.00000 | ||
| 14533 | 2009.02.25 22:00 | modify | 2965 | 0.01 | 1.17340 | 0.00000 | 1.17420 | ||
| 14534 | 2009.02.25 22:30 | buy | 2966 | 0.01 | 1.17000 | 0.00000 | 0.00000 | ||
| 14535 | 2009.02.25 22:30 | modify | 2965 | 0.01 | 1.17340 | 0.00000 | 1.17250 | ||
| 14536 | 2009.02.25 22:30 | modify | 2966 | 0.01 | 1.17000 | 0.00000 | 1.17250 | ||
| 14537 | 2009.02.26 03:00 | buy | 2967 | 0.01 | 1.16890 | 0.00000 | 0.00000 | ||
| 14538 | 2009.02.26 03:00 | modify | 2965 | 0.01 | 1.17340 | 0.00000 | 1.17157 | ||
| 14539 | 2009.02.26 03:00 | modify | 2966 | 0.01 | 1.17000 | 0.00000 | 1.17157 | ||
| 14540 | 2009.02.26 03:00 | modify | 2967 | 0.01 | 1.16890 | 0.00000 | 1.17157 | ||
| 14541 | 2009.02.26 07:34 | t/p | 2965 | 0.01 | 1.17157 | 0.00000 | 1.17157 | -1.54 | 52828.78 |
| 14542 | 2009.02.26 07:34 | t/p | 2966 | 0.01 | 1.17157 | 0.00000 | 1.17157 | 1.36 | 52830.13 |
| 14543 | 2009.02.26 07:34 | t/p | 2967 | 0.01 | 1.17157 | 0.00000 | 1.17157 | 2.28 | 52832.41 |
| 14544 | 2009.02.26 08:30 | buy | 2968 | 0.01 | 1.17220 | 0.00000 | 0.00000 | ||
| 14545 | 2009.02.26 08:30 | modify | 2968 | 0.01 | 1.17220 | 0.00000 | 1.17300 | ||
| 14546 | 2009.02.26 09:00 | buy | 2969 | 0.01 | 1.17090 | 0.00000 | 0.00000 | ||
| 14547 | 2009.02.26 09:00 | modify | 2968 | 0.01 | 1.17220 | 0.00000 | 1.17235 | ||
| 14548 | 2009.02.26 09:00 | modify | 2969 | 0.01 | 1.17090 | 0.00000 | 1.17235 | ||
| 14549 | 2009.02.26 10:30 | buy | 2970 | 0.01 | 1.16850 | 0.00000 | 0.00000 | ||
| 14550 | 2009.02.26 10:30 | modify | 2968 | 0.01 | 1.17220 | 0.00000 | 1.17133 | ||