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 |
| 14551 | 2009.02.26 10:30 | modify | 2969 | 0.01 | 1.17090 | 0.00000 | 1.17133 | ||
| 14552 | 2009.02.26 10:30 | modify | 2970 | 0.01 | 1.16850 | 0.00000 | 1.17133 | ||
| 14553 | 2009.02.26 11:30 | buy | 2971 | 0.01 | 1.16510 | 0.00000 | 0.00000 | ||
| 14554 | 2009.02.26 11:30 | modify | 2968 | 0.01 | 1.17220 | 0.00000 | 1.16998 | ||
| 14555 | 2009.02.26 11:30 | modify | 2969 | 0.01 | 1.17090 | 0.00000 | 1.16998 | ||
| 14556 | 2009.02.26 11:30 | modify | 2970 | 0.01 | 1.16850 | 0.00000 | 1.16998 | ||
| 14557 | 2009.02.26 11:30 | modify | 2971 | 0.01 | 1.16510 | 0.00000 | 1.16998 | ||
| 14558 | 2009.02.26 12:00 | buy | 2972 | 0.01 | 1.16200 | 0.00000 | 0.00000 | ||
| 14559 | 2009.02.26 12:00 | modify | 2968 | 0.01 | 1.17220 | 0.00000 | 1.16854 | ||
| 14560 | 2009.02.26 12:00 | modify | 2969 | 0.01 | 1.17090 | 0.00000 | 1.16854 | ||
| 14561 | 2009.02.26 12:00 | modify | 2970 | 0.01 | 1.16850 | 0.00000 | 1.16854 | ||
| 14562 | 2009.02.26 12:00 | modify | 2971 | 0.01 | 1.16510 | 0.00000 | 1.16854 | ||
| 14563 | 2009.02.26 12:00 | modify | 2972 | 0.01 | 1.16200 | 0.00000 | 1.16854 | ||
| 14564 | 2009.02.26 16:00 | buy | 2973 | 0.02 | 1.16000 | 0.00000 | 0.00000 | ||
| 14565 | 2009.02.26 16:00 | modify | 2968 | 0.01 | 1.17220 | 0.00000 | 1.16633 | ||
| 14566 | 2009.02.26 16:00 | modify | 2969 | 0.01 | 1.17090 | 0.00000 | 1.16633 | ||
| 14567 | 2009.02.26 16:00 | modify | 2970 | 0.01 | 1.16850 | 0.00000 | 1.16633 | ||
| 14568 | 2009.02.26 16:00 | modify | 2971 | 0.01 | 1.16510 | 0.00000 | 1.16633 | ||
| 14569 | 2009.02.26 16:00 | modify | 2972 | 0.01 | 1.16200 | 0.00000 | 1.16633 | ||
| 14570 | 2009.02.26 16:00 | modify | 2973 | 0.02 | 1.16000 | 0.00000 | 1.16633 | ||
| 14571 | 2009.02.26 17:07 | t/p | 2968 | 0.01 | 1.16633 | 0.00000 | 1.16633 | -5.03 | 52827.38 |
| 14572 | 2009.02.26 17:07 | t/p | 2969 | 0.01 | 1.16633 | 0.00000 | 1.16633 | -3.92 | 52823.46 |
| 14573 | 2009.02.26 17:07 | t/p | 2970 | 0.01 | 1.16633 | 0.00000 | 1.16633 | -1.86 | 52821.60 |
| 14574 | 2009.02.26 17:07 | t/p | 2971 | 0.01 | 1.16633 | 0.00000 | 1.16633 | 1.05 | 52822.65 |
| 14575 | 2009.02.26 17:07 | t/p | 2972 | 0.01 | 1.16633 | 0.00000 | 1.16633 | 3.71 | 52826.36 |
| 14576 | 2009.02.26 17:07 | t/p | 2973 | 0.02 | 1.16633 | 0.00000 | 1.16633 | 10.85 | 52837.21 |
| 14577 | 2009.02.27 03:00 | buy | 2974 | 0.01 | 1.16680 | 0.00000 | 0.00000 | ||
| 14578 | 2009.02.27 03:00 | modify | 2974 | 0.01 | 1.16680 | 0.00000 | 1.16760 | ||
| 14579 | 2009.02.27 03:30 | buy | 2975 | 0.01 | 1.16590 | 0.00000 | 0.00000 | ||
| 14580 | 2009.02.27 03:30 | modify | 2974 | 0.01 | 1.16680 | 0.00000 | 1.16715 | ||
| 14581 | 2009.02.27 03:30 | modify | 2975 | 0.01 | 1.16590 | 0.00000 | 1.16715 | ||
| 14582 | 2009.02.27 07:30 | buy | 2976 | 0.01 | 1.16450 | 0.00000 | 0.00000 | ||
| 14583 | 2009.02.27 07:30 | modify | 2974 | 0.01 | 1.16680 | 0.00000 | 1.16653 | ||
| 14584 | 2009.02.27 07:30 | modify | 2975 | 0.01 | 1.16590 | 0.00000 | 1.16653 | ||
| 14585 | 2009.02.27 07:30 | modify | 2976 | 0.01 | 1.16450 | 0.00000 | 1.16653 | ||
| 14586 | 2009.02.27 08:56 | t/p | 2974 | 0.01 | 1.16653 | 0.00000 | 1.16653 | -0.23 | 52836.98 |
| 14587 | 2009.02.27 08:56 | t/p | 2975 | 0.01 | 1.16653 | 0.00000 | 1.16653 | 0.54 | 52837.52 |
| 14588 | 2009.02.27 08:56 | t/p | 2976 | 0.01 | 1.16653 | 0.00000 | 1.16653 | 1.74 | 52839.26 |
| 14589 | 2009.02.27 09:00 | buy | 2977 | 0.01 | 1.16660 | 0.00000 | 0.00000 | ||
| 14590 | 2009.02.27 09:00 | modify | 2977 | 0.01 | 1.16660 | 0.00000 | 1.16740 | ||
| 14591 | 2009.02.27 09:07 | t/p | 2977 | 0.01 | 1.16740 | 0.00000 | 1.16740 | 0.68 | 52839.94 |
| 14592 | 2009.02.27 09:30 | buy | 2978 | 0.01 | 1.16800 | 0.00000 | 0.00000 | ||
| 14593 | 2009.02.27 09:30 | modify | 2978 | 0.01 | 1.16800 | 0.00000 | 1.16880 | ||
| 14594 | 2009.02.27 09:58 | t/p | 2978 | 0.01 | 1.16880 | 0.00000 | 1.16880 | 0.68 | 52840.62 |
| 14595 | 2009.02.27 10:00 | buy | 2979 | 0.01 | 1.16940 | 0.00000 | 0.00000 | ||
| 14596 | 2009.02.27 10:00 | modify | 2979 | 0.01 | 1.16940 | 0.00000 | 1.17020 | ||
| 14597 | 2009.02.27 10:02 | t/p | 2979 | 0.01 | 1.17020 | 0.00000 | 1.17020 | 0.68 | 52841.30 |
| 14598 | 2009.02.27 10:30 | buy | 2980 | 0.01 | 1.17410 | 0.00000 | 0.00000 | ||
| 14599 | 2009.02.27 10:30 | modify | 2980 | 0.01 | 1.17410 | 0.00000 | 1.17490 | ||
| 14600 | 2009.02.27 10:53 | t/p | 2980 | 0.01 | 1.17490 | 0.00000 | 1.17490 | 0.68 | 52841.98 |
| 14601 | 2009.02.27 11:00 | buy | 2981 | 0.01 | 1.17450 | 0.00000 | 0.00000 | ||
| 14602 | 2009.02.27 11:00 | modify | 2981 | 0.01 | 1.17450 | 0.00000 | 1.17530 | ||
| 14603 | 2009.02.27 11:30 | buy | 2982 | 0.01 | 1.17210 | 0.00000 | 0.00000 | ||
| 14604 | 2009.02.27 11:30 | modify | 2981 | 0.01 | 1.17450 | 0.00000 | 1.17410 | ||
| 14605 | 2009.02.27 11:30 | modify | 2982 | 0.01 | 1.17210 | 0.00000 | 1.17410 | ||
| 14606 | 2009.02.27 12:12 | t/p | 2981 | 0.01 | 1.17410 | 0.00000 | 1.17410 | -0.34 | 52841.64 |
| 14607 | 2009.02.27 12:12 | t/p | 2982 | 0.01 | 1.17410 | 0.00000 | 1.17410 | 1.70 | 52843.34 |
| 14608 | 2009.02.27 18:00 | sell | 2983 | 0.01 | 1.16460 | 0.00000 | 0.00000 | ||
| 14609 | 2009.02.27 18:00 | modify | 2983 | 0.01 | 1.16460 | 0.00000 | 1.16380 | ||
| 14610 | 2009.02.27 18:00 | t/p | 2983 | 0.01 | 1.16380 | 0.00000 | 1.16380 | 0.69 | 52844.03 |
| 14611 | 2009.02.27 20:00 | sell | 2984 | 0.01 | 1.16500 | 0.00000 | 0.00000 | ||
| 14612 | 2009.02.27 20:00 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16420 | ||
| 14613 | 2009.02.27 20:30 | sell | 2985 | 0.01 | 1.16670 | 0.00000 | 0.00000 | ||
| 14614 | 2009.02.27 20:30 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16505 | ||
| 14615 | 2009.02.27 20:30 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.16505 | ||
| 14616 | 2009.02.27 22:00 | sell | 2986 | 0.01 | 1.16850 | 0.00000 | 0.00000 | ||
| 14617 | 2009.02.27 22:00 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16593 | ||
| 14618 | 2009.02.27 22:00 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.16593 | ||
| 14619 | 2009.02.27 22:00 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.16593 | ||
| 14620 | 2009.02.27 23:00 | sell | 2987 | 0.01 | 1.16990 | 0.00000 | 0.00000 | ||
| 14621 | 2009.02.27 23:00 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16673 | ||
| 14622 | 2009.02.27 23:00 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.16673 | ||
| 14623 | 2009.02.27 23:00 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.16673 | ||
| 14624 | 2009.02.27 23:00 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.16673 | ||
| 14625 | 2009.03.02 00:30 | sell | 2988 | 0.01 | 1.17120 | 0.00000 | 0.00000 | ||
| 14626 | 2009.03.02 00:30 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16746 | ||
| 14627 | 2009.03.02 00:30 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.16746 | ||
| 14628 | 2009.03.02 00:30 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.16746 | ||
| 14629 | 2009.03.02 00:30 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.16746 | ||
| 14630 | 2009.03.02 00:30 | modify | 2988 | 0.01 | 1.17120 | 0.00000 | 1.16746 | ||
| 14631 | 2009.03.02 01:30 | sell | 2989 | 0.02 | 1.17200 | 0.00000 | 0.00000 | ||
| 14632 | 2009.03.02 01:30 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16853 | ||
| 14633 | 2009.03.02 01:30 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.16853 | ||
| 14634 | 2009.03.02 01:30 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.16853 | ||
| 14635 | 2009.03.02 01:30 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.16853 | ||
| 14636 | 2009.03.02 01:30 | modify | 2988 | 0.01 | 1.17120 | 0.00000 | 1.16853 | ||
| 14637 | 2009.03.02 01:30 | modify | 2989 | 0.02 | 1.17200 | 0.00000 | 1.16853 | ||
| 14638 | 2009.03.02 02:00 | sell | 2990 | 0.02 | 1.17320 | 0.00000 | 0.00000 | ||
| 14639 | 2009.03.02 02:00 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.16939 | ||
| 14640 | 2009.03.02 02:00 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.16939 | ||
| 14641 | 2009.03.02 02:00 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.16939 | ||
| 14642 | 2009.03.02 02:00 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.16939 | ||
| 14643 | 2009.03.02 02:00 | modify | 2988 | 0.01 | 1.17120 | 0.00000 | 1.16939 | ||
| 14644 | 2009.03.02 02:00 | modify | 2989 | 0.02 | 1.17200 | 0.00000 | 1.16939 | ||
| 14645 | 2009.03.02 02:00 | modify | 2990 | 0.02 | 1.17320 | 0.00000 | 1.16939 | ||
| 14646 | 2009.03.02 06:30 | sell | 2991 | 0.02 | 1.17460 | 0.00000 | 0.00000 | ||
| 14647 | 2009.03.02 06:30 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.17019 | ||
| 14648 | 2009.03.02 06:30 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.17019 | ||
| 14649 | 2009.03.02 06:30 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.17019 | ||
| 14650 | 2009.03.02 06:30 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.17019 | ||
| 14651 | 2009.03.02 06:30 | modify | 2988 | 0.01 | 1.17120 | 0.00000 | 1.17019 | ||
| 14652 | 2009.03.02 06:30 | modify | 2989 | 0.02 | 1.17200 | 0.00000 | 1.17019 | ||
| 14653 | 2009.03.02 06:30 | modify | 2990 | 0.02 | 1.17320 | 0.00000 | 1.17019 | ||
| 14654 | 2009.03.02 06:30 | modify | 2991 | 0.02 | 1.17460 | 0.00000 | 1.17019 | ||
| 14655 | 2009.03.02 10:30 | buy | 2992 | 0.01 | 1.17510 | 0.00000 | 0.00000 | ||
| 14656 | 2009.03.02 10:30 | modify | 2992 | 0.01 | 1.17510 | 0.00000 | 1.17590 | ||
| 14657 | 2009.03.02 10:32 | t/p | 2992 | 0.01 | 1.17590 | 0.00000 | 1.17590 | 0.68 | 52844.71 |
| 14658 | 2009.03.02 11:00 | buy | 2993 | 0.01 | 1.17600 | 0.00000 | 0.00000 | ||
| 14659 | 2009.03.02 11:00 | sell | 2994 | 0.02 | 1.17590 | 0.00000 | 0.00000 | ||
| 14660 | 2009.03.02 11:00 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.17095 | ||
| 14661 | 2009.03.02 11:00 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.17095 | ||
| 14662 | 2009.03.02 11:00 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.17095 | ||
| 14663 | 2009.03.02 11:00 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.17095 | ||
| 14664 | 2009.03.02 11:00 | modify | 2988 | 0.01 | 1.17120 | 0.00000 | 1.17095 | ||
| 14665 | 2009.03.02 11:00 | modify | 2989 | 0.02 | 1.17200 | 0.00000 | 1.17095 | ||
| 14666 | 2009.03.02 11:00 | modify | 2990 | 0.02 | 1.17320 | 0.00000 | 1.17095 | ||
| 14667 | 2009.03.02 11:00 | modify | 2991 | 0.02 | 1.17460 | 0.00000 | 1.17095 | ||
| 14668 | 2009.03.02 11:00 | modify | 2993 | 0.01 | 1.17600 | 0.00000 | 1.17680 | ||
| 14669 | 2009.03.02 11:00 | modify | 2994 | 0.02 | 1.17590 | 0.00000 | 1.17095 | ||
| 14670 | 2009.03.02 12:00 | buy | 2995 | 0.01 | 1.17420 | 0.00000 | 0.00000 | ||
| 14671 | 2009.03.02 12:00 | modify | 2993 | 0.01 | 1.17600 | 0.00000 | 1.17590 | ||
| 14672 | 2009.03.02 12:00 | modify | 2995 | 0.01 | 1.17420 | 0.00000 | 1.17590 | ||
| 14673 | 2009.03.02 12:51 | t/p | 2993 | 0.01 | 1.17590 | 0.00000 | 1.17590 | -0.09 | 52844.62 |
| 14674 | 2009.03.02 12:51 | t/p | 2995 | 0.01 | 1.17590 | 0.00000 | 1.17590 | 1.44 | 52846.06 |
| 14675 | 2009.03.02 13:00 | buy | 2996 | 0.01 | 1.17550 | 0.00000 | 0.00000 | ||
| 14676 | 2009.03.02 13:00 | modify | 2996 | 0.01 | 1.17550 | 0.00000 | 1.17630 | ||
| 14677 | 2009.03.02 13:14 | t/p | 2996 | 0.01 | 1.17630 | 0.00000 | 1.17630 | 0.68 | 52846.74 |
| 14678 | 2009.03.02 14:30 | buy | 2997 | 0.01 | 1.17870 | 0.00000 | 0.00000 | ||
| 14679 | 2009.03.02 14:30 | sell | 2998 | 0.02 | 1.17860 | 0.00000 | 0.00000 | ||
| 14680 | 2009.03.02 14:30 | modify | 2984 | 0.01 | 1.16500 | 0.00000 | 1.17186 | ||
| 14681 | 2009.03.02 14:30 | modify | 2985 | 0.01 | 1.16670 | 0.00000 | 1.17186 | ||
| 14682 | 2009.03.02 14:30 | modify | 2986 | 0.01 | 1.16850 | 0.00000 | 1.17186 | ||
| 14683 | 2009.03.02 14:30 | modify | 2987 | 0.01 | 1.16990 | 0.00000 | 1.17186 | ||
| 14684 | 2009.03.02 14:30 | modify | 2988 | 0.01 | 1.17120 | 0.00000 | 1.17186 | ||
| 14685 | 2009.03.02 14:30 | modify | 2989 | 0.02 | 1.17200 | 0.00000 | 1.17186 | ||
| 14686 | 2009.03.02 14:30 | modify | 2990 | 0.02 | 1.17320 | 0.00000 | 1.17186 | ||
| 14687 | 2009.03.02 14:30 | modify | 2991 | 0.02 | 1.17460 | 0.00000 | 1.17186 | ||
| 14688 | 2009.03.02 14:30 | modify | 2994 | 0.02 | 1.17590 | 0.00000 | 1.17186 | ||
| 14689 | 2009.03.02 14:30 | modify | 2997 | 0.01 | 1.17870 | 0.00000 | 1.17950 | ||
| 14690 | 2009.03.02 14:30 | modify | 2998 | 0.02 | 1.17860 | 0.00000 | 1.17186 | ||
| 14691 | 2009.03.02 15:00 | buy | 2999 | 0.01 | 1.17740 | 0.00000 | 0.00000 | ||
| 14692 | 2009.03.02 15:00 | modify | 2997 | 0.01 | 1.17870 | 0.00000 | 1.17885 | ||
| 14693 | 2009.03.02 15:00 | modify | 2999 | 0.01 | 1.17740 | 0.00000 | 1.17885 | ||
| 14694 | 2009.03.02 15:30 | buy | 3000 | 0.01 | 1.17500 | 0.00000 | 0.00000 | ||
| 14695 | 2009.03.02 15:30 | modify | 2997 | 0.01 | 1.17870 | 0.00000 | 1.17783 | ||
| 14696 | 2009.03.02 15:30 | modify | 2999 | 0.01 | 1.17740 | 0.00000 | 1.17783 | ||
| 14697 | 2009.03.02 15:30 | modify | 3000 | 0.01 | 1.17500 | 0.00000 | 1.17783 | ||
| 14698 | 2009.03.02 16:00 | buy | 3001 | 0.01 | 1.17420 | 0.00000 | 0.00000 | ||
| 14699 | 2009.03.02 16:00 | modify | 2997 | 0.01 | 1.17870 | 0.00000 | 1.17713 | ||
| 14700 | 2009.03.02 16:00 | modify | 2999 | 0.01 | 1.17740 | 0.00000 | 1.17713 | ||