Strategy Tester Report
Copernicus_PointMakeUp_USDJPY_M1_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 1分足(M1) 2004.01.01 02:00 - 2025.12.31 23:58 (2004.01.01 - 2026.01.01) | ||||
| 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 | Basic_setting=""; MagicNumber=19063031; FixLots=1; Slippage=5; MaxSpread=3; Kuuhaku2=""; points_pips="1pips=10points"; Kuuhaku3=""; Money_management=""; MoneyManage=false; RiskRate=100; MoneyManageKind=1; Kuuhaku6=""; setumei2=""; Kuuhaku7=""; GMT_Title=""; GMT=2; _summertime=""; Summertime=1; PositionClose2_Title=""; WeekEnd_Close=true; EntryAvoidance_Title=""; EntryNG_MonthDay=true; | ||||
| テストバー数 | 8183875 | モデルティック数 | 376794091 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 5457931.68 | 総利益 | 13362063.57 | 総損失 | -7904131.89 |
| プロフィットファクタ | 1.69 | 期待利得 | 3432.66 | ||
| 絶対ドローダウン | 108700.00 | 最大ドローダウン | 217000.00 (3.93%) | 相対ドローダウン | 11.76% (180023.18) |
| 総取引数 | 1590 | 売りポジション(勝率%） | 807 (80.67%) | 買いポジション(勝率%） | 783 (78.80%) |
| 勝率(%) | 1268 (79.75%) | 負率 (%) | 322 (20.25%) | ||
| 最大 | 勝トレード | 23900.00 | 敗トレード | -66671.72 | |
| 平均 | 勝トレード | 10537.91 | 敗トレード | -24546.99 | |
| 最大 | 連勝(金額) | 26 (274698.18) | 連敗(金額) | 4 (-52742.32) | |
| 最大 | 連勝(トレード数) | 304900.00 (25) | 連敗(トレード数) | -107271.72 (2) | |
| 平均 | 連勝 | 5 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2004.02.06 15:43 | buy | 1 | 1.00 | 106.061 | 0.000 | 0.000 | ||
| 2 | 2004.02.06 15:43 | modify | 1 | 1.00 | 106.061 | 105.411 | 106.261 | ||
| 3 | 2004.02.06 16:45 | close | 1 | 1.00 | 105.507 | 105.411 | 106.261 | -55400.00 | 944600.00 |
| 4 | 2004.02.19 02:00 | buy | 2 | 1.00 | 106.310 | 0.000 | 0.000 | ||
| 5 | 2004.02.19 02:00 | modify | 2 | 1.00 | 106.310 | 105.660 | 106.510 | ||
| 6 | 2004.02.19 02:03 | modify | 2 | 1.00 | 106.310 | 105.917 | 106.510 | ||
| 7 | 2004.02.19 02:05 | modify | 2 | 1.00 | 106.310 | 105.940 | 106.510 | ||
| 8 | 2004.02.19 02:06 | modify | 2 | 1.00 | 106.310 | 105.942 | 106.510 | ||
| 9 | 2004.02.19 02:07 | modify | 2 | 1.00 | 106.310 | 105.952 | 106.510 | ||
| 10 | 2004.02.19 02:08 | close | 2 | 1.00 | 106.412 | 105.952 | 106.510 | 10200.00 | 954800.00 |
| 11 | 2004.02.23 01:41 | buy | 3 | 1.00 | 108.730 | 0.000 | 0.000 | ||
| 12 | 2004.02.23 01:41 | modify | 3 | 1.00 | 108.730 | 108.080 | 108.930 | ||
| 13 | 2004.02.23 02:05 | modify | 3 | 1.00 | 108.730 | 108.343 | 108.930 | ||
| 14 | 2004.02.23 02:10 | close | 3 | 1.00 | 108.868 | 108.343 | 108.930 | 13800.00 | 968600.00 |
| 15 | 2004.02.23 20:45 | sell | 4 | 1.00 | 108.492 | 0.000 | 0.000 | ||
| 16 | 2004.02.23 20:45 | modify | 4 | 1.00 | 108.492 | 109.142 | 108.292 | ||
| 17 | 2004.02.23 21:24 | modify | 4 | 1.00 | 108.492 | 108.892 | 108.292 | ||
| 18 | 2004.02.23 21:25 | modify | 4 | 1.00 | 108.492 | 108.884 | 108.292 | ||
| 19 | 2004.02.23 21:27 | modify | 4 | 1.00 | 108.492 | 108.873 | 108.292 | ||
| 20 | 2004.02.23 22:20 | modify | 4 | 1.00 | 108.492 | 108.863 | 108.292 | ||
| 21 | 2004.02.23 22:46 | close | 4 | 1.00 | 108.370 | 108.863 | 108.292 | 12200.00 | 980800.00 |
| 22 | 2004.02.27 02:27 | sell | 5 | 1.00 | 109.661 | 0.000 | 0.000 | ||
| 23 | 2004.02.27 02:27 | modify | 5 | 1.00 | 109.661 | 110.311 | 109.461 | ||
| 24 | 2004.02.27 02:40 | modify | 5 | 1.00 | 109.661 | 110.049 | 109.461 | ||
| 25 | 2004.02.27 02:41 | modify | 5 | 1.00 | 109.661 | 110.021 | 109.461 | ||
| 26 | 2004.02.27 03:24 | modify | 5 | 1.00 | 109.661 | 110.018 | 109.461 | ||
| 27 | 2004.02.27 03:25 | close | 5 | 1.00 | 109.543 | 110.018 | 109.461 | 11800.00 | 992600.00 |
| 28 | 2004.03.05 18:22 | sell | 6 | 1.00 | 111.312 | 0.000 | 0.000 | ||
| 29 | 2004.03.05 18:22 | modify | 6 | 1.00 | 111.312 | 111.962 | 111.112 | ||
| 30 | 2004.03.05 20:54 | close | 6 | 1.00 | 111.894 | 111.962 | 111.112 | -58200.00 | 934400.00 |
| 31 | 2004.03.12 18:02 | buy | 7 | 1.00 | 110.768 | 0.000 | 0.000 | ||
| 32 | 2004.03.12 18:02 | modify | 7 | 1.00 | 110.768 | 110.118 | 110.968 | ||
| 33 | 2004.03.12 18:08 | modify | 7 | 1.00 | 110.768 | 110.381 | 110.968 | ||
| 34 | 2004.03.12 19:07 | modify | 7 | 1.00 | 110.768 | 110.395 | 110.968 | ||
| 35 | 2004.03.12 19:08 | modify | 7 | 1.00 | 110.768 | 110.407 | 110.968 | ||
| 36 | 2004.03.12 19:09 | modify | 7 | 1.00 | 110.768 | 110.410 | 110.968 | ||
| 37 | 2004.03.12 20:20 | modify | 7 | 1.00 | 110.768 | 110.413 | 110.968 | ||
| 38 | 2004.03.12 20:37 | close | 7 | 1.00 | 110.884 | 110.413 | 110.968 | 11600.00 | 946000.00 |
| 39 | 2004.03.19 09:46 | buy | 8 | 1.00 | 106.783 | 0.000 | 0.000 | ||
| 40 | 2004.03.19 09:46 | modify | 8 | 1.00 | 106.783 | 106.133 | 106.983 | ||
| 41 | 2004.03.19 10:15 | modify | 8 | 1.00 | 106.783 | 106.406 | 106.983 | ||
| 42 | 2004.03.19 10:16 | modify | 8 | 1.00 | 106.783 | 106.432 | 106.983 | ||
| 43 | 2004.03.19 10:20 | close | 8 | 1.00 | 106.903 | 106.432 | 106.983 | 12000.00 | 958000.00 |
| 44 | 2004.03.22 09:35 | buy | 9 | 1.00 | 107.115 | 0.000 | 0.000 | ||
| 45 | 2004.03.22 09:35 | modify | 9 | 1.00 | 107.115 | 106.465 | 107.315 | ||
| 46 | 2004.03.22 11:32 | modify | 9 | 1.00 | 107.115 | 106.745 | 107.315 | ||
| 47 | 2004.03.22 12:00 | modify | 9 | 1.00 | 107.115 | 106.761 | 107.315 | ||
| 48 | 2004.03.22 12:01 | modify | 9 | 1.00 | 107.115 | 106.763 | 107.315 | ||
| 49 | 2004.03.22 17:19 | s/l | 9 | 1.00 | 106.767 | 106.763 | 107.315 | -34800.00 | 923200.00 |
| 50 | 2004.03.29 00:06 | buy | 10 | 1.00 | 105.555 | 0.000 | 0.000 | ||
| 51 | 2004.03.29 00:06 | modify | 10 | 1.00 | 105.555 | 104.905 | 105.755 | ||
| 52 | 2004.03.29 01:23 | close | 10 | 1.00 | 105.660 | 104.905 | 105.755 | 10500.00 | 933700.00 |
| 53 | 2004.04.06 15:26 | buy | 11 | 1.00 | 105.698 | 0.000 | 0.000 | ||
| 54 | 2004.04.06 15:26 | modify | 11 | 1.00 | 105.698 | 105.048 | 105.898 | ||
| 55 | 2004.04.06 15:34 | close | 11 | 1.00 | 105.833 | 105.048 | 105.898 | 13500.00 | 947200.00 |
| 56 | 2004.04.06 21:51 | buy | 12 | 1.00 | 105.801 | 0.000 | 0.000 | ||
| 57 | 2004.04.06 21:51 | modify | 12 | 1.00 | 105.801 | 105.151 | 106.001 | ||
| 58 | 2004.04.07 01:32 | close | 12 | 1.00 | 105.786 | 105.151 | 106.001 | -795.36 | 946404.64 |
| 59 | 2004.04.16 12:55 | sell | 13 | 1.00 | 108.438 | 0.000 | 0.000 | ||
| 60 | 2004.04.16 12:55 | modify | 13 | 1.00 | 108.438 | 109.088 | 108.238 | ||
| 61 | 2004.04.16 13:42 | modify | 13 | 1.00 | 108.438 | 108.818 | 108.238 | ||
| 62 | 2004.04.16 13:43 | modify | 13 | 1.00 | 108.438 | 108.803 | 108.238 | ||
| 63 | 2004.04.16 13:46 | close | 13 | 1.00 | 108.336 | 108.803 | 108.238 | 10200.00 | 956604.64 |
| 64 | 2004.04.23 15:47 | sell | 14 | 1.00 | 109.272 | 0.000 | 0.000 | ||
| 65 | 2004.04.23 15:47 | modify | 14 | 1.00 | 109.272 | 109.922 | 109.072 | ||
| 66 | 2004.04.23 15:55 | modify | 14 | 1.00 | 109.272 | 109.653 | 109.072 | ||
| 67 | 2004.04.23 15:56 | close | 14 | 1.00 | 109.170 | 109.653 | 109.072 | 10200.00 | 966804.64 |
| 68 | 2004.05.12 09:26 | sell | 15 | 1.00 | 112.861 | 0.000 | 0.000 | ||
| 69 | 2004.05.12 09:26 | modify | 15 | 1.00 | 112.861 | 113.511 | 112.661 | ||
| 70 | 2004.05.12 09:41 | modify | 15 | 1.00 | 112.861 | 113.230 | 112.661 | ||
| 71 | 2004.05.12 10:09 | close | 15 | 1.00 | 112.739 | 113.230 | 112.661 | 12200.00 | 979004.64 |
| 72 | 2004.05.12 23:09 | buy | 16 | 1.00 | 112.940 | 0.000 | 0.000 | ||
| 73 | 2004.05.12 23:09 | modify | 16 | 1.00 | 112.940 | 112.290 | 113.140 | ||
| 74 | 2004.05.13 01:47 | modify | 16 | 1.00 | 112.940 | 112.543 | 113.140 | ||
| 75 | 2004.05.13 02:01 | modify | 16 | 1.00 | 112.940 | 112.566 | 113.140 | ||
| 76 | 2004.05.13 02:45 | close | 16 | 1.00 | 113.062 | 112.566 | 113.140 | 14459.46 | 993464.10 |
| 77 | 2004.05.14 03:13 | buy | 17 | 1.00 | 114.371 | 0.000 | 0.000 | ||
| 78 | 2004.05.14 03:13 | modify | 17 | 1.00 | 114.371 | 113.721 | 114.571 | ||
| 79 | 2004.05.14 03:44 | modify | 17 | 1.00 | 114.371 | 113.978 | 114.571 | ||
| 80 | 2004.05.14 03:46 | modify | 17 | 1.00 | 114.371 | 114.003 | 114.571 | ||
| 81 | 2004.05.14 03:48 | modify | 17 | 1.00 | 114.371 | 114.020 | 114.571 | ||
| 82 | 2004.05.14 03:56 | close | 17 | 1.00 | 114.470 | 114.020 | 114.571 | 9900.00 | 1003364.10 |
| 83 | 2004.05.14 15:59 | buy | 18 | 1.00 | 114.361 | 0.000 | 0.000 | ||
| 84 | 2004.05.14 15:59 | modify | 18 | 1.00 | 114.361 | 113.711 | 114.561 | ||
| 85 | 2004.05.14 16:04 | modify | 18 | 1.00 | 114.361 | 113.963 | 114.561 | ||
| 86 | 2004.05.14 16:05 | modify | 18 | 1.00 | 114.361 | 113.985 | 114.561 | ||
| 87 | 2004.05.14 16:06 | close | 18 | 1.00 | 114.473 | 113.985 | 114.561 | 11200.00 | 1014564.10 |
| 88 | 2004.05.17 15:05 | sell | 19 | 1.00 | 113.759 | 0.000 | 0.000 | ||
| 89 | 2004.05.17 15:05 | modify | 19 | 1.00 | 113.759 | 114.409 | 113.559 | ||
| 90 | 2004.05.17 15:14 | modify | 19 | 1.00 | 113.759 | 114.135 | 113.559 | ||
| 91 | 2004.05.17 15:15 | modify | 19 | 1.00 | 113.759 | 114.133 | 113.559 | ||
| 92 | 2004.05.17 15:17 | modify | 19 | 1.00 | 113.759 | 114.121 | 113.559 | ||
| 93 | 2004.05.17 15:25 | close | 19 | 1.00 | 113.663 | 114.121 | 113.559 | 9600.00 | 1024164.10 |
| 94 | 2004.05.18 17:56 | sell | 20 | 1.00 | 114.334 | 0.000 | 0.000 | ||
| 95 | 2004.05.18 17:56 | modify | 20 | 1.00 | 114.334 | 114.984 | 114.134 | ||
| 96 | 2004.05.18 18:05 | modify | 20 | 1.00 | 114.334 | 114.721 | 114.134 | ||
| 97 | 2004.05.18 18:06 | modify | 20 | 1.00 | 114.334 | 114.696 | 114.134 | ||
| 98 | 2004.05.18 18:17 | close | 20 | 1.00 | 114.217 | 114.696 | 114.134 | 11700.00 | 1035864.10 |
| 99 | 2004.05.25 04:51 | buy | 21 | 1.00 | 112.824 | 0.000 | 0.000 | ||
| 100 | 2004.05.25 04:51 | modify | 21 | 1.00 | 112.824 | 112.174 | 113.024 | ||
| 101 | 2004.05.25 05:25 | modify | 21 | 1.00 | 112.824 | 112.437 | 113.024 | ||
| 102 | 2004.05.25 05:26 | modify | 21 | 1.00 | 112.824 | 112.461 | 113.024 | ||
| 103 | 2004.05.25 05:27 | modify | 21 | 1.00 | 112.824 | 112.463 | 113.024 | ||
| 104 | 2004.05.25 05:28 | modify | 21 | 1.00 | 112.824 | 112.468 | 113.024 | ||
| 105 | 2004.05.25 05:38 | close | 21 | 1.00 | 112.928 | 112.468 | 113.024 | 10400.00 | 1046264.10 |
| 106 | 2004.06.14 12:30 | buy | 22 | 1.00 | 110.615 | 0.000 | 0.000 | ||
| 107 | 2004.06.14 12:30 | modify | 22 | 1.00 | 110.615 | 109.965 | 110.815 | ||
| 108 | 2004.06.14 12:45 | modify | 22 | 1.00 | 110.615 | 110.225 | 110.815 | ||
| 109 | 2004.06.14 12:47 | modify | 22 | 1.00 | 110.615 | 110.231 | 110.815 | ||
| 110 | 2004.06.14 12:48 | modify | 22 | 1.00 | 110.615 | 110.258 | 110.815 | ||
| 111 | 2004.06.14 12:53 | close | 22 | 1.00 | 110.762 | 110.258 | 110.815 | 14700.00 | 1060964.10 |
| 112 | 2004.06.29 14:51 | buy | 23 | 1.00 | 108.265 | 0.000 | 0.000 | ||
| 113 | 2004.06.29 14:51 | modify | 23 | 1.00 | 108.265 | 107.615 | 108.465 | ||
| 114 | 2004.06.29 14:54 | modify | 23 | 1.00 | 108.265 | 107.883 | 108.465 | ||
| 115 | 2004.06.29 15:21 | modify | 23 | 1.00 | 108.265 | 107.891 | 108.465 | ||
| 116 | 2004.06.29 15:22 | modify | 23 | 1.00 | 108.265 | 107.903 | 108.465 | ||
| 117 | 2004.06.29 15:43 | close | 23 | 1.00 | 108.364 | 107.903 | 108.465 | 9900.00 | 1070864.10 |
| 118 | 2004.07.05 03:27 | sell | 24 | 1.00 | 108.684 | 0.000 | 0.000 | ||
| 119 | 2004.07.05 03:27 | modify | 24 | 1.00 | 108.684 | 109.334 | 108.484 | ||
| 120 | 2004.07.05 03:32 | modify | 24 | 1.00 | 108.684 | 109.055 | 108.484 | ||
| 121 | 2004.07.05 03:43 | modify | 24 | 1.00 | 108.684 | 109.044 | 108.484 | ||
| 122 | 2004.07.05 03:44 | close | 24 | 1.00 | 108.573 | 109.044 | 108.484 | 11100.00 | 1081964.10 |
| 123 | 2004.07.13 02:31 | sell | 25 | 1.00 | 108.523 | 0.000 | 0.000 | ||
| 124 | 2004.07.13 02:31 | modify | 25 | 1.00 | 108.523 | 109.173 | 108.323 | ||
| 125 | 2004.07.13 02:33 | modify | 25 | 1.00 | 108.523 | 108.921 | 108.323 | ||
| 126 | 2004.07.13 11:32 | close | 25 | 1.00 | 108.415 | 108.921 | 108.323 | 10800.00 | 1092764.10 |
| 127 | 2004.07.14 06:01 | sell | 26 | 1.00 | 109.023 | 0.000 | 0.000 | ||
| 128 | 2004.07.14 06:01 | modify | 26 | 1.00 | 109.023 | 109.673 | 108.823 | ||
| 129 | 2004.07.14 06:03 | modify | 26 | 1.00 | 109.023 | 109.421 | 108.823 | ||
| 130 | 2004.07.14 06:05 | modify | 26 | 1.00 | 109.023 | 109.396 | 108.823 | ||
| 131 | 2004.07.14 06:07 | modify | 26 | 1.00 | 109.023 | 109.382 | 108.823 | ||
| 132 | 2004.07.14 06:11 | modify | 26 | 1.00 | 109.023 | 109.379 | 108.823 | ||
| 133 | 2004.07.14 06:14 | close | 26 | 1.00 | 108.914 | 109.379 | 108.823 | 10900.00 | 1103664.10 |
| 134 | 2004.07.14 17:46 | sell | 27 | 1.00 | 109.109 | 0.000 | 0.000 | ||
| 135 | 2004.07.14 17:46 | modify | 27 | 1.00 | 109.109 | 109.759 | 108.909 | ||
| 136 | 2004.07.14 17:53 | modify | 27 | 1.00 | 109.109 | 109.489 | 108.909 | ||
| 137 | 2004.07.14 17:55 | modify | 27 | 1.00 | 109.109 | 109.478 | 108.909 | ||
| 138 | 2004.07.14 17:57 | close | 27 | 1.00 | 108.992 | 109.478 | 108.909 | 11700.00 | 1115364.10 |
| 139 | 2004.07.16 09:40 | sell | 28 | 1.00 | 109.783 | 0.000 | 0.000 | ||
| 140 | 2004.07.16 09:40 | modify | 28 | 1.00 | 109.783 | 110.433 | 109.583 | ||
| 141 | 2004.07.16 09:53 | modify | 28 | 1.00 | 109.783 | 110.165 | 109.583 | ||
| 142 | 2004.07.16 09:59 | modify | 28 | 1.00 | 109.783 | 110.136 | 109.583 | ||
| 143 | 2004.07.16 10:00 | close | 28 | 1.00 | 109.676 | 110.136 | 109.583 | 10700.00 | 1126064.10 |
| 144 | 2004.08.02 14:15 | sell | 29 | 1.00 | 111.114 | 0.000 | 0.000 | ||
| 145 | 2004.08.02 14:15 | modify | 29 | 1.00 | 111.114 | 111.764 | 110.914 | ||
| 146 | 2004.08.02 14:31 | modify | 29 | 1.00 | 111.114 | 111.506 | 110.914 | ||
| 147 | 2004.08.02 15:28 | modify | 29 | 1.00 | 111.114 | 111.499 | 110.914 | ||
| 148 | 2004.08.02 15:29 | modify | 29 | 1.00 | 111.114 | 111.481 | 110.914 | ||
| 149 | 2004.08.02 15:30 | modify | 29 | 1.00 | 111.114 | 111.471 | 110.914 | ||
| 150 | 2004.08.02 15:33 | modify | 29 | 1.00 | 111.114 | 111.465 | 110.914 | ||
1ページ目次へ