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 |
| 14701 | 2009.03.02 16:00 | modify | 3000 | 0.01 | 1.17500 | 0.00000 | 1.17713 | ||
| 14702 | 2009.03.02 16:00 | modify | 3001 | 0.01 | 1.17420 | 0.00000 | 1.17713 | ||
| 14703 | 2009.03.02 16:21 | t/p | 2984 | 0.01 | 1.17186 | 0.00000 | 1.17186 | -5.89 | 52840.85 |
| 14704 | 2009.03.02 16:21 | t/p | 2985 | 0.01 | 1.17186 | 0.00000 | 1.17186 | -4.43 | 52836.42 |
| 14705 | 2009.03.02 16:21 | t/p | 2986 | 0.01 | 1.17186 | 0.00000 | 1.17186 | -2.90 | 52833.52 |
| 14706 | 2009.03.02 16:21 | t/p | 2987 | 0.01 | 1.17186 | 0.00000 | 1.17186 | -1.70 | 52831.82 |
| 14707 | 2009.03.02 16:21 | t/p | 2988 | 0.01 | 1.17186 | 0.00000 | 1.17186 | -0.56 | 52831.26 |
| 14708 | 2009.03.02 16:21 | t/p | 2989 | 0.02 | 1.17186 | 0.00000 | 1.17186 | 0.24 | 52831.50 |
| 14709 | 2009.03.02 16:21 | t/p | 2990 | 0.02 | 1.17186 | 0.00000 | 1.17186 | 2.28 | 52833.78 |
| 14710 | 2009.03.02 16:21 | t/p | 2991 | 0.02 | 1.17186 | 0.00000 | 1.17186 | 4.67 | 52838.45 |
| 14711 | 2009.03.02 16:21 | t/p | 2994 | 0.02 | 1.17186 | 0.00000 | 1.17186 | 6.89 | 52845.34 |
| 14712 | 2009.03.02 16:21 | t/p | 2998 | 0.02 | 1.17186 | 0.00000 | 1.17186 | 11.50 | 52856.84 |
| 14713 | 2009.03.02 16:30 | buy | 3002 | 0.01 | 1.17180 | 0.00000 | 0.00000 | ||
| 14714 | 2009.03.02 16:30 | modify | 2997 | 0.01 | 1.17870 | 0.00000 | 1.17622 | ||
| 14715 | 2009.03.02 16:30 | modify | 2999 | 0.01 | 1.17740 | 0.00000 | 1.17622 | ||
| 14716 | 2009.03.02 16:30 | modify | 3000 | 0.01 | 1.17500 | 0.00000 | 1.17622 | ||
| 14717 | 2009.03.02 16:30 | modify | 3001 | 0.01 | 1.17420 | 0.00000 | 1.17622 | ||
| 14718 | 2009.03.02 16:30 | modify | 3002 | 0.01 | 1.17180 | 0.00000 | 1.17622 | ||
| 14719 | 2009.03.02 19:57 | t/p | 2997 | 0.01 | 1.17622 | 0.00000 | 1.17622 | -2.11 | 52854.73 |
| 14720 | 2009.03.02 19:57 | t/p | 2999 | 0.01 | 1.17622 | 0.00000 | 1.17622 | -1.00 | 52853.73 |
| 14721 | 2009.03.02 19:57 | t/p | 3000 | 0.01 | 1.17622 | 0.00000 | 1.17622 | 1.04 | 52854.77 |
| 14722 | 2009.03.02 19:57 | t/p | 3001 | 0.01 | 1.17622 | 0.00000 | 1.17622 | 1.72 | 52856.49 |
| 14723 | 2009.03.02 19:57 | t/p | 3002 | 0.01 | 1.17622 | 0.00000 | 1.17622 | 3.76 | 52860.25 |
| 14724 | 2009.03.03 14:00 | buy | 3003 | 0.01 | 1.17570 | 0.00000 | 0.00000 | ||
| 14725 | 2009.03.03 14:00 | modify | 3003 | 0.01 | 1.17570 | 0.00000 | 1.17650 | ||
| 14726 | 2009.03.03 15:30 | buy | 3004 | 0.01 | 1.17380 | 0.00000 | 0.00000 | ||
| 14727 | 2009.03.03 15:30 | modify | 3003 | 0.01 | 1.17570 | 0.00000 | 1.17555 | ||
| 14728 | 2009.03.03 15:30 | modify | 3004 | 0.01 | 1.17380 | 0.00000 | 1.17555 | ||
| 14729 | 2009.03.03 16:00 | buy | 3005 | 0.01 | 1.17100 | 0.00000 | 0.00000 | ||
| 14730 | 2009.03.03 16:00 | modify | 3003 | 0.01 | 1.17570 | 0.00000 | 1.17430 | ||
| 14731 | 2009.03.03 16:00 | modify | 3004 | 0.01 | 1.17380 | 0.00000 | 1.17430 | ||
| 14732 | 2009.03.03 16:00 | modify | 3005 | 0.01 | 1.17100 | 0.00000 | 1.17430 | ||
| 14733 | 2009.03.03 16:45 | t/p | 3003 | 0.01 | 1.17430 | 0.00000 | 1.17430 | -1.19 | 52859.06 |
| 14734 | 2009.03.03 16:45 | t/p | 3004 | 0.01 | 1.17430 | 0.00000 | 1.17430 | 0.43 | 52859.49 |
| 14735 | 2009.03.03 16:45 | t/p | 3005 | 0.01 | 1.17430 | 0.00000 | 1.17430 | 2.81 | 52862.30 |
| 14736 | 2009.03.03 18:00 | buy | 3006 | 0.01 | 1.17740 | 0.00000 | 0.00000 | ||
| 14737 | 2009.03.03 18:00 | modify | 3006 | 0.01 | 1.17740 | 0.00000 | 1.17820 | ||
| 14738 | 2009.03.03 18:15 | t/p | 3006 | 0.01 | 1.17820 | 0.00000 | 1.17820 | 0.68 | 52862.98 |
| 14739 | 2009.03.04 01:30 | buy | 3007 | 0.01 | 1.17810 | 0.00000 | 0.00000 | ||
| 14740 | 2009.03.04 01:30 | modify | 3007 | 0.01 | 1.17810 | 0.00000 | 1.17890 | ||
| 14741 | 2009.03.04 01:59 | t/p | 3007 | 0.01 | 1.17890 | 0.00000 | 1.17890 | 0.68 | 52863.66 |
| 14742 | 2009.03.04 02:00 | buy | 3008 | 0.01 | 1.17900 | 0.00000 | 0.00000 | ||
| 14743 | 2009.03.04 02:00 | modify | 3008 | 0.01 | 1.17900 | 0.00000 | 1.17980 | ||
| 14744 | 2009.03.04 02:30 | buy | 3009 | 0.01 | 1.17820 | 0.00000 | 0.00000 | ||
| 14745 | 2009.03.04 02:30 | modify | 3008 | 0.01 | 1.17900 | 0.00000 | 1.17940 | ||
| 14746 | 2009.03.04 02:30 | modify | 3009 | 0.01 | 1.17820 | 0.00000 | 1.17940 | ||
| 14747 | 2009.03.04 02:34 | t/p | 3008 | 0.01 | 1.17940 | 0.00000 | 1.17940 | 0.34 | 52864.00 |
| 14748 | 2009.03.04 02:34 | t/p | 3009 | 0.01 | 1.17940 | 0.00000 | 1.17940 | 1.02 | 52865.02 |
| 14749 | 2009.03.04 03:00 | buy | 3010 | 0.01 | 1.18210 | 0.00000 | 0.00000 | ||
| 14750 | 2009.03.04 03:00 | modify | 3010 | 0.01 | 1.18210 | 0.00000 | 1.18290 | ||
| 14751 | 2009.03.04 03:30 | buy | 3011 | 0.01 | 1.18070 | 0.00000 | 0.00000 | ||
| 14752 | 2009.03.04 03:30 | modify | 3010 | 0.01 | 1.18210 | 0.00000 | 1.18220 | ||
| 14753 | 2009.03.04 03:30 | modify | 3011 | 0.01 | 1.18070 | 0.00000 | 1.18220 | ||
| 14754 | 2009.03.04 08:29 | t/p | 3010 | 0.01 | 1.18220 | 0.00000 | 1.18220 | 0.08 | 52865.10 |
| 14755 | 2009.03.04 08:29 | t/p | 3011 | 0.01 | 1.18220 | 0.00000 | 1.18220 | 1.27 | 52866.37 |
| 14756 | 2009.03.04 21:30 | sell | 3012 | 0.01 | 1.17160 | 0.00000 | 0.00000 | ||
| 14757 | 2009.03.04 21:30 | modify | 3012 | 0.01 | 1.17160 | 0.00000 | 1.17080 | ||
| 14758 | 2009.03.04 21:47 | t/p | 3012 | 0.01 | 1.17080 | 0.00000 | 1.17080 | 0.68 | 52867.05 |
| 14759 | 2009.03.04 22:00 | sell | 3013 | 0.01 | 1.17130 | 0.00000 | 0.00000 | ||
| 14760 | 2009.03.04 22:00 | modify | 3013 | 0.01 | 1.17130 | 0.00000 | 1.17050 | ||
| 14761 | 2009.03.04 22:16 | t/p | 3013 | 0.01 | 1.17050 | 0.00000 | 1.17050 | 0.68 | 52867.73 |
| 14762 | 2009.03.05 00:00 | sell | 3014 | 0.01 | 1.16750 | 0.00000 | 0.00000 | ||
| 14763 | 2009.03.05 00:00 | modify | 3014 | 0.01 | 1.16750 | 0.00000 | 1.16670 | ||
| 14764 | 2009.03.05 00:12 | t/p | 3014 | 0.01 | 1.16670 | 0.00000 | 1.16670 | 0.68 | 52868.41 |
| 14765 | 2009.03.05 00:30 | sell | 3015 | 0.01 | 1.16620 | 0.00000 | 0.00000 | ||
| 14766 | 2009.03.05 00:30 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.16540 | ||
| 14767 | 2009.03.05 01:00 | sell | 3016 | 0.01 | 1.16770 | 0.00000 | 0.00000 | ||
| 14768 | 2009.03.05 01:00 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.16615 | ||
| 14769 | 2009.03.05 01:00 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.16615 | ||
| 14770 | 2009.03.05 01:30 | sell | 3017 | 0.01 | 1.16870 | 0.00000 | 0.00000 | ||
| 14771 | 2009.03.05 01:30 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.16673 | ||
| 14772 | 2009.03.05 01:30 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.16673 | ||
| 14773 | 2009.03.05 01:30 | modify | 3017 | 0.01 | 1.16870 | 0.00000 | 1.16673 | ||
| 14774 | 2009.03.05 02:30 | sell | 3018 | 0.01 | 1.17050 | 0.00000 | 0.00000 | ||
| 14775 | 2009.03.05 02:30 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.16748 | ||
| 14776 | 2009.03.05 02:30 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.16748 | ||
| 14777 | 2009.03.05 02:30 | modify | 3017 | 0.01 | 1.16870 | 0.00000 | 1.16748 | ||
| 14778 | 2009.03.05 02:30 | modify | 3018 | 0.01 | 1.17050 | 0.00000 | 1.16748 | ||
| 14779 | 2009.03.05 03:00 | sell | 3019 | 0.01 | 1.17230 | 0.00000 | 0.00000 | ||
| 14780 | 2009.03.05 03:00 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.16828 | ||
| 14781 | 2009.03.05 03:00 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.16828 | ||
| 14782 | 2009.03.05 03:00 | modify | 3017 | 0.01 | 1.16870 | 0.00000 | 1.16828 | ||
| 14783 | 2009.03.05 03:00 | modify | 3018 | 0.01 | 1.17050 | 0.00000 | 1.16828 | ||
| 14784 | 2009.03.05 03:00 | modify | 3019 | 0.01 | 1.17230 | 0.00000 | 1.16828 | ||
| 14785 | 2009.03.05 08:30 | sell | 3020 | 0.02 | 1.17410 | 0.00000 | 0.00000 | ||
| 14786 | 2009.03.05 08:30 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.16971 | ||
| 14787 | 2009.03.05 08:30 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.16971 | ||
| 14788 | 2009.03.05 08:30 | modify | 3017 | 0.01 | 1.16870 | 0.00000 | 1.16971 | ||
| 14789 | 2009.03.05 08:30 | modify | 3018 | 0.01 | 1.17050 | 0.00000 | 1.16971 | ||
| 14790 | 2009.03.05 08:30 | modify | 3019 | 0.01 | 1.17230 | 0.00000 | 1.16971 | ||
| 14791 | 2009.03.05 08:30 | modify | 3020 | 0.02 | 1.17410 | 0.00000 | 1.16971 | ||
| 14792 | 2009.03.05 11:30 | buy | 3021 | 0.01 | 1.17570 | 0.00000 | 0.00000 | ||
| 14793 | 2009.03.05 11:30 | sell | 3022 | 0.02 | 1.17560 | 0.00000 | 0.00000 | ||
| 14794 | 2009.03.05 11:30 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.17084 | ||
| 14795 | 2009.03.05 11:30 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.17084 | ||
| 14796 | 2009.03.05 11:30 | modify | 3017 | 0.01 | 1.16870 | 0.00000 | 1.17084 | ||
| 14797 | 2009.03.05 11:30 | modify | 3018 | 0.01 | 1.17050 | 0.00000 | 1.17084 | ||
| 14798 | 2009.03.05 11:30 | modify | 3019 | 0.01 | 1.17230 | 0.00000 | 1.17084 | ||
| 14799 | 2009.03.05 11:30 | modify | 3020 | 0.02 | 1.17410 | 0.00000 | 1.17084 | ||
| 14800 | 2009.03.05 11:30 | modify | 3021 | 0.01 | 1.17570 | 0.00000 | 1.17650 | ||
| 14801 | 2009.03.05 11:30 | modify | 3022 | 0.02 | 1.17560 | 0.00000 | 1.17084 | ||
| 14802 | 2009.03.05 11:33 | t/p | 3021 | 0.01 | 1.17650 | 0.00000 | 1.17650 | 0.68 | 52869.09 |
| 14803 | 2009.03.05 12:00 | buy | 3023 | 0.01 | 1.17620 | 0.00000 | 0.00000 | ||
| 14804 | 2009.03.05 12:00 | modify | 3023 | 0.01 | 1.17620 | 0.00000 | 1.17700 | ||
| 14805 | 2009.03.05 12:30 | buy | 3024 | 0.01 | 1.17540 | 0.00000 | 0.00000 | ||
| 14806 | 2009.03.05 12:30 | modify | 3023 | 0.01 | 1.17620 | 0.00000 | 1.17660 | ||
| 14807 | 2009.03.05 12:30 | modify | 3024 | 0.01 | 1.17540 | 0.00000 | 1.17660 | ||
| 14808 | 2009.03.05 14:14 | t/p | 3023 | 0.01 | 1.17660 | 0.00000 | 1.17660 | 0.34 | 52869.43 |
| 14809 | 2009.03.05 14:14 | t/p | 3024 | 0.01 | 1.17660 | 0.00000 | 1.17660 | 1.02 | 52870.45 |
| 14810 | 2009.03.05 14:30 | buy | 3025 | 0.01 | 1.17620 | 0.00000 | 0.00000 | ||
| 14811 | 2009.03.05 14:30 | modify | 3025 | 0.01 | 1.17620 | 0.00000 | 1.17700 | ||
| 14812 | 2009.03.05 14:38 | t/p | 3025 | 0.01 | 1.17700 | 0.00000 | 1.17700 | 0.68 | 52871.13 |
| 14813 | 2009.03.05 16:00 | buy | 3026 | 0.01 | 1.17920 | 0.00000 | 0.00000 | ||
| 14814 | 2009.03.05 16:00 | sell | 3027 | 0.02 | 1.17910 | 0.00000 | 0.00000 | ||
| 14815 | 2009.03.05 16:00 | modify | 3015 | 0.01 | 1.16620 | 0.00000 | 1.17220 | ||
| 14816 | 2009.03.05 16:00 | modify | 3016 | 0.01 | 1.16770 | 0.00000 | 1.17220 | ||
| 14817 | 2009.03.05 16:00 | modify | 3017 | 0.01 | 1.16870 | 0.00000 | 1.17220 | ||
| 14818 | 2009.03.05 16:00 | modify | 3018 | 0.01 | 1.17050 | 0.00000 | 1.17220 | ||
| 14819 | 2009.03.05 16:00 | modify | 3019 | 0.01 | 1.17230 | 0.00000 | 1.17220 | ||
| 14820 | 2009.03.05 16:00 | modify | 3020 | 0.02 | 1.17410 | 0.00000 | 1.17220 | ||
| 14821 | 2009.03.05 16:00 | modify | 3022 | 0.02 | 1.17560 | 0.00000 | 1.17220 | ||
| 14822 | 2009.03.05 16:00 | modify | 3026 | 0.01 | 1.17920 | 0.00000 | 1.18000 | ||
| 14823 | 2009.03.05 16:00 | modify | 3027 | 0.02 | 1.17910 | 0.00000 | 1.17220 | ||
| 14824 | 2009.03.05 16:04 | t/p | 3026 | 0.01 | 1.18000 | 0.00000 | 1.18000 | 0.68 | 52871.81 |
| 14825 | 2009.03.05 17:35 | t/p | 3015 | 0.01 | 1.17220 | 0.00000 | 1.17220 | -5.12 | 52866.69 |
| 14826 | 2009.03.05 17:35 | t/p | 3016 | 0.01 | 1.17220 | 0.00000 | 1.17220 | -3.84 | 52862.85 |
| 14827 | 2009.03.05 17:35 | t/p | 3017 | 0.01 | 1.17220 | 0.00000 | 1.17220 | -2.99 | 52859.86 |
| 14828 | 2009.03.05 17:35 | t/p | 3018 | 0.01 | 1.17220 | 0.00000 | 1.17220 | -1.45 | 52858.41 |
| 14829 | 2009.03.05 17:35 | t/p | 3019 | 0.01 | 1.17220 | 0.00000 | 1.17220 | 0.09 | 52858.50 |
| 14830 | 2009.03.05 17:35 | t/p | 3020 | 0.02 | 1.17220 | 0.00000 | 1.17220 | 3.24 | 52861.74 |
| 14831 | 2009.03.05 17:35 | t/p | 3022 | 0.02 | 1.17220 | 0.00000 | 1.17220 | 5.80 | 52867.54 |
| 14832 | 2009.03.05 17:35 | t/p | 3027 | 0.02 | 1.17220 | 0.00000 | 1.17220 | 11.77 | 52879.31 |
| 14833 | 2009.03.05 20:30 | sell | 3028 | 0.01 | 1.17000 | 0.00000 | 0.00000 | ||
| 14834 | 2009.03.05 20:30 | modify | 3028 | 0.01 | 1.17000 | 0.00000 | 1.16920 | ||
| 14835 | 2009.03.05 20:35 | t/p | 3028 | 0.01 | 1.16920 | 0.00000 | 1.16920 | 0.68 | 52879.99 |
| 14836 | 2009.03.05 21:00 | sell | 3029 | 0.01 | 1.16950 | 0.00000 | 0.00000 | ||
| 14837 | 2009.03.05 21:00 | modify | 3029 | 0.01 | 1.16950 | 0.00000 | 1.16870 | ||
| 14838 | 2009.03.05 22:00 | sell | 3030 | 0.01 | 1.17120 | 0.00000 | 0.00000 | ||
| 14839 | 2009.03.05 22:00 | modify | 3029 | 0.01 | 1.16950 | 0.00000 | 1.16955 | ||
| 14840 | 2009.03.05 22:00 | modify | 3030 | 0.01 | 1.17120 | 0.00000 | 1.16955 | ||
| 14841 | 2009.03.05 22:46 | t/p | 3029 | 0.01 | 1.16955 | 0.00000 | 1.16955 | -0.04 | 52879.95 |
| 14842 | 2009.03.05 22:46 | t/p | 3030 | 0.01 | 1.16955 | 0.00000 | 1.16955 | 1.41 | 52881.36 |
| 14843 | 2009.03.06 04:30 | sell | 3031 | 0.01 | 1.16800 | 0.00000 | 0.00000 | ||
| 14844 | 2009.03.06 04:30 | modify | 3031 | 0.01 | 1.16800 | 0.00000 | 1.16720 | ||
| 14845 | 2009.03.06 04:41 | t/p | 3031 | 0.01 | 1.16720 | 0.00000 | 1.16720 | 0.69 | 52882.05 |
| 14846 | 2009.03.06 05:00 | sell | 3032 | 0.01 | 1.16580 | 0.00000 | 0.00000 | ||
| 14847 | 2009.03.06 05:00 | modify | 3032 | 0.01 | 1.16580 | 0.00000 | 1.16500 | ||
| 14848 | 2009.03.06 05:27 | t/p | 3032 | 0.01 | 1.16500 | 0.00000 | 1.16500 | 0.69 | 52882.74 |
| 14849 | 2009.03.06 05:30 | sell | 3033 | 0.01 | 1.16500 | 0.00000 | 0.00000 | ||
| 14850 | 2009.03.06 05:30 | modify | 3033 | 0.01 | 1.16500 | 0.00000 | 1.16420 | ||