Free Serial Port Monitor allows you to intercept, display and analyze all data exchanged between the Windows application and the serial device. It can be successfully used in application development, device driver or serial hardware development and offers the powerful platform for effective coding, testing and optimization.
Download and install from:
http://www.serial-port-monitor.com/
Connect USB relay to PC and run.
Go to New Session >> Serial Port Monitor >> Choose COM port and mark Request View
Run control software and send ON command "FF 01 01"
Logged command must looks like this: