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 - 2026.02.27 23:59 (2004.01.01 - 2026.03.01) | ||||
| 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 | 8242736 | モデルティック数 | 380780093 | 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 | 5404452.72 | 総利益 | 13521396.49 | 総損失 | -8116943.77 |
| プロフィットファクタ | 1.67 | 期待利得 | 3356.80 | ||
| 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 | 11.77% (180055.55) |
| 総取引数 | 1610 | 売りポジション(勝率%） | 817 (80.54%) | 買いポジション(勝率%） | 793 (78.81%) |
| 勝率(%) | 1283 (79.69%) | 負率 (%) | 327 (20.31%) | ||
| 最大 | 勝トレード | 23900.00 | 敗トレード | -66900.00 | |
| 平均 | 勝トレード | 10538.89 | 敗トレード | -24822.46 | |
| 最大 | 連勝(金額) | 26 (274593.01) | 連敗(金額) | 4 (-52834.27) | |
| 最大 | 連勝(トレード数) | 304900.00 (25) | 連敗(トレード数) | -107293.73 (2) | |
| 平均 | 連勝 | 5 | 連敗 | 1 | |
| # | 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 |
| 1351 | 2008.06.27 21:17 | close | 255 | 1.00 | 106.139 | 105.670 | 106.233 | 10600.00 | 2013026.28 |
| 1352 | 2008.07.01 17:06 | sell | 256 | 1.00 | 105.902 | 0.000 | 0.000 | ||
| 1353 | 2008.07.01 17:06 | modify | 256 | 1.00 | 105.902 | 106.552 | 105.702 | ||
| 1354 | 2008.07.01 17:08 | modify | 256 | 1.00 | 105.902 | 106.301 | 105.702 | ||
| 1355 | 2008.07.01 17:09 | close | 256 | 1.00 | 105.780 | 106.301 | 105.702 | 12200.00 | 2025226.28 |
| 1356 | 2008.07.02 03:44 | buy | 257 | 1.00 | 105.933 | 0.000 | 0.000 | ||
| 1357 | 2008.07.02 03:44 | modify | 257 | 1.00 | 105.933 | 105.283 | 106.133 | ||
| 1358 | 2008.07.02 03:51 | modify | 257 | 1.00 | 105.933 | 105.555 | 106.133 | ||
| 1359 | 2008.07.02 03:53 | modify | 257 | 1.00 | 105.933 | 105.570 | 106.133 | ||
| 1360 | 2008.07.02 09:26 | modify | 257 | 1.00 | 105.933 | 105.575 | 106.133 | ||
| 1361 | 2008.07.02 09:27 | close | 257 | 1.00 | 106.040 | 105.575 | 106.133 | 10700.00 | 2035926.28 |
| 1362 | 2008.07.08 05:23 | sell | 258 | 1.00 | 107.230 | 0.000 | 0.000 | ||
| 1363 | 2008.07.08 05:23 | modify | 258 | 1.00 | 107.230 | 107.880 | 107.030 | ||
| 1364 | 2008.07.08 05:40 | modify | 258 | 1.00 | 107.230 | 107.621 | 107.030 | ||
| 1365 | 2008.07.08 05:42 | modify | 258 | 1.00 | 107.230 | 107.611 | 107.030 | ||
| 1366 | 2008.07.08 05:45 | modify | 258 | 1.00 | 107.230 | 107.581 | 107.030 | ||
| 1367 | 2008.07.08 05:48 | close | 258 | 1.00 | 107.107 | 107.581 | 107.030 | 12300.00 | 2048226.28 |
| 1368 | 2008.07.08 15:05 | sell | 259 | 1.00 | 107.038 | 0.000 | 0.000 | ||
| 1369 | 2008.07.08 15:05 | modify | 259 | 1.00 | 107.038 | 107.688 | 106.838 | ||
| 1370 | 2008.07.08 15:07 | modify | 259 | 1.00 | 107.038 | 107.421 | 106.838 | ||
| 1371 | 2008.07.08 16:43 | s/l | 259 | 1.00 | 107.431 | 107.421 | 106.838 | -39300.00 | 2008926.28 |
| 1372 | 2008.07.11 21:50 | sell | 260 | 1.00 | 106.581 | 0.000 | 0.000 | ||
| 1373 | 2008.07.11 21:50 | modify | 260 | 1.00 | 106.581 | 107.231 | 106.381 | ||
| 1374 | 2008.07.11 21:55 | modify | 260 | 1.00 | 106.581 | 106.951 | 106.381 | ||
| 1375 | 2008.07.11 21:57 | modify | 260 | 1.00 | 106.581 | 106.936 | 106.381 | ||
| 1376 | 2008.07.11 22:09 | modify | 260 | 1.00 | 106.581 | 106.931 | 106.381 | ||
| 1377 | 2008.07.11 22:14 | close | 260 | 1.00 | 106.423 | 106.931 | 106.381 | 15800.00 | 2024726.28 |
| 1378 | 2008.07.14 03:02 | sell | 261 | 1.00 | 106.620 | 0.000 | 0.000 | ||
| 1379 | 2008.07.14 03:02 | modify | 261 | 1.00 | 106.620 | 107.270 | 106.420 | ||
| 1380 | 2008.07.14 03:09 | modify | 261 | 1.00 | 106.620 | 107.011 | 106.420 | ||
| 1381 | 2008.07.14 03:10 | modify | 261 | 1.00 | 106.620 | 107.006 | 106.420 | ||
| 1382 | 2008.07.14 03:11 | modify | 261 | 1.00 | 106.620 | 106.981 | 106.420 | ||
| 1383 | 2008.07.14 04:37 | close | 261 | 1.00 | 106.519 | 106.981 | 106.420 | 10100.00 | 2034826.28 |
| 1384 | 2008.07.16 05:38 | buy | 262 | 1.00 | 104.538 | 0.000 | 0.000 | ||
| 1385 | 2008.07.16 05:38 | modify | 262 | 1.00 | 104.538 | 103.888 | 104.738 | ||
| 1386 | 2008.07.16 05:43 | modify | 262 | 1.00 | 104.538 | 104.140 | 104.738 | ||
| 1387 | 2008.07.16 05:45 | modify | 262 | 1.00 | 104.538 | 104.170 | 104.738 | ||
| 1388 | 2008.07.16 05:52 | close | 262 | 1.00 | 104.645 | 104.170 | 104.738 | 10700.00 | 2045526.28 |
| 1389 | 2008.07.17 04:21 | buy | 263 | 1.00 | 104.937 | 0.000 | 0.000 | ||
| 1390 | 2008.07.17 04:21 | modify | 263 | 1.00 | 104.937 | 104.287 | 105.137 | ||
| 1391 | 2008.07.17 07:41 | modify | 263 | 1.00 | 104.937 | 104.545 | 105.137 | ||
| 1392 | 2008.07.17 09:05 | close | 263 | 1.00 | 105.056 | 104.545 | 105.137 | 11900.00 | 2057426.28 |
| 1393 | 2008.07.18 07:44 | buy | 264 | 1.00 | 106.198 | 0.000 | 0.000 | ||
| 1394 | 2008.07.18 07:44 | modify | 264 | 1.00 | 106.198 | 105.548 | 106.398 | ||
| 1395 | 2008.07.18 08:16 | modify | 264 | 1.00 | 106.198 | 105.800 | 106.398 | ||
| 1396 | 2008.07.18 08:27 | modify | 264 | 1.00 | 106.198 | 105.815 | 106.398 | ||
| 1397 | 2008.07.18 08:28 | modify | 264 | 1.00 | 106.198 | 105.820 | 106.398 | ||
| 1398 | 2008.07.18 10:28 | modify | 264 | 1.00 | 106.198 | 105.830 | 106.398 | ||
| 1399 | 2008.07.18 10:29 | close | 264 | 1.00 | 106.318 | 105.830 | 106.398 | 12000.00 | 2069426.28 |
| 1400 | 2008.07.18 22:30 | sell | 265 | 1.00 | 106.954 | 0.000 | 0.000 | ||
| 1401 | 2008.07.18 22:30 | modify | 265 | 1.00 | 106.954 | 107.604 | 106.754 | ||
| 1402 | 2008.07.18 23:00 | close | 265 | 1.00 | 106.948 | 107.604 | 106.754 | 600.00 | 2070026.28 |
| 1403 | 2008.07.22 08:31 | sell | 266 | 1.00 | 106.546 | 0.000 | 0.000 | ||
| 1404 | 2008.07.22 08:31 | modify | 266 | 1.00 | 106.546 | 107.196 | 106.346 | ||
| 1405 | 2008.07.22 08:40 | modify | 266 | 1.00 | 106.546 | 106.941 | 106.346 | ||
| 1406 | 2008.07.22 09:44 | modify | 266 | 1.00 | 106.546 | 106.931 | 106.346 | ||
| 1407 | 2008.07.22 09:46 | close | 266 | 1.00 | 106.441 | 106.931 | 106.346 | 10500.00 | 2080526.28 |
| 1408 | 2008.07.22 11:20 | buy | 267 | 1.00 | 106.356 | 0.000 | 0.000 | ||
| 1409 | 2008.07.22 11:20 | modify | 267 | 1.00 | 106.356 | 105.706 | 106.556 | ||
| 1410 | 2008.07.22 11:27 | modify | 267 | 1.00 | 106.356 | 105.980 | 106.556 | ||
| 1411 | 2008.07.22 11:49 | modify | 267 | 1.00 | 106.356 | 106.000 | 106.556 | ||
| 1412 | 2008.07.22 11:50 | close | 267 | 1.00 | 106.466 | 106.000 | 106.556 | 11000.00 | 2091526.28 |
| 1413 | 2008.07.24 05:04 | buy | 268 | 1.00 | 107.770 | 0.000 | 0.000 | ||
| 1414 | 2008.07.24 05:04 | modify | 268 | 1.00 | 107.770 | 107.120 | 107.970 | ||
| 1415 | 2008.07.24 07:29 | modify | 268 | 1.00 | 107.770 | 107.395 | 107.970 | ||
| 1416 | 2008.07.24 07:31 | close | 268 | 1.00 | 107.850 | 107.395 | 107.970 | 8000.00 | 2099526.28 |
| 1417 | 2008.07.25 13:13 | sell | 269 | 1.00 | 107.310 | 0.000 | 0.000 | ||
| 1418 | 2008.07.25 13:13 | modify | 269 | 1.00 | 107.310 | 107.960 | 107.110 | ||
| 1419 | 2008.07.25 13:20 | modify | 269 | 1.00 | 107.310 | 107.706 | 107.110 | ||
| 1420 | 2008.07.25 13:48 | modify | 269 | 1.00 | 107.310 | 107.701 | 107.110 | ||
| 1421 | 2008.07.25 13:52 | modify | 269 | 1.00 | 107.310 | 107.686 | 107.110 | ||
| 1422 | 2008.07.25 13:53 | modify | 269 | 1.00 | 107.310 | 107.661 | 107.110 | ||
| 1423 | 2008.07.25 13:54 | close | 269 | 1.00 | 107.192 | 107.661 | 107.110 | 11800.00 | 2111326.28 |
| 1424 | 2008.07.29 23:31 | buy | 270 | 1.00 | 108.034 | 0.000 | 0.000 | ||
| 1425 | 2008.07.29 23:31 | modify | 270 | 1.00 | 108.034 | 107.384 | 108.234 | ||
| 1426 | 2008.07.29 23:44 | modify | 270 | 1.00 | 108.034 | 107.635 | 108.234 | ||
| 1427 | 2008.07.29 23:46 | modify | 270 | 1.00 | 108.034 | 107.640 | 108.234 | ||
| 1428 | 2008.07.29 23:58 | modify | 270 | 1.00 | 108.034 | 107.650 | 108.234 | ||
| 1429 | 2008.07.30 00:31 | modify | 270 | 1.00 | 108.034 | 107.670 | 108.234 | ||
| 1430 | 2008.07.30 00:40 | modify | 270 | 1.00 | 108.034 | 107.680 | 108.234 | ||
| 1431 | 2008.07.30 00:42 | close | 270 | 1.00 | 108.147 | 107.680 | 108.234 | 11990.71 | 2123316.99 |
| 1432 | 2008.07.30 09:08 | sell | 271 | 1.00 | 108.139 | 0.000 | 0.000 | ||
| 1433 | 2008.07.30 09:08 | modify | 271 | 1.00 | 108.139 | 108.789 | 107.939 | ||
| 1434 | 2008.07.30 09:37 | modify | 271 | 1.00 | 108.139 | 108.521 | 107.939 | ||
| 1435 | 2008.07.30 09:39 | modify | 271 | 1.00 | 108.139 | 108.511 | 107.939 | ||
| 1436 | 2008.07.30 09:40 | modify | 271 | 1.00 | 108.139 | 108.501 | 107.939 | ||
| 1437 | 2008.07.30 09:54 | modify | 271 | 1.00 | 108.139 | 108.491 | 107.939 | ||
| 1438 | 2008.07.30 10:04 | close | 271 | 1.00 | 108.041 | 108.491 | 107.939 | 9800.00 | 2133116.99 |
| 1439 | 2008.08.11 02:09 | buy | 272 | 1.00 | 110.028 | 0.000 | 0.000 | ||
| 1440 | 2008.08.11 02:09 | modify | 272 | 1.00 | 110.028 | 109.378 | 110.228 | ||
| 1441 | 2008.08.11 07:32 | close | 272 | 1.00 | 110.035 | 109.378 | 110.228 | 700.00 | 2133816.99 |
| 1442 | 2008.08.14 22:15 | buy | 273 | 1.00 | 109.597 | 0.000 | 0.000 | ||
| 1443 | 2008.08.14 22:15 | modify | 273 | 1.00 | 109.597 | 108.947 | 109.797 | ||
| 1444 | 2008.08.14 22:20 | modify | 273 | 1.00 | 109.597 | 109.200 | 109.797 | ||
| 1445 | 2008.08.14 22:22 | modify | 273 | 1.00 | 109.597 | 109.205 | 109.797 | ||
| 1446 | 2008.08.14 22:27 | modify | 273 | 1.00 | 109.597 | 109.210 | 109.797 | ||
| 1447 | 2008.08.14 22:29 | modify | 273 | 1.00 | 109.597 | 109.220 | 109.797 | ||
| 1448 | 2008.08.14 22:37 | modify | 273 | 1.00 | 109.597 | 109.230 | 109.797 | ||
| 1449 | 2008.08.14 22:43 | modify | 273 | 1.00 | 109.597 | 109.235 | 109.797 | ||
| 1450 | 2008.08.14 22:44 | close | 273 | 1.00 | 109.702 | 109.235 | 109.797 | 10500.00 | 2144316.99 |
| 1451 | 2008.08.25 02:02 | buy | 274 | 1.00 | 109.848 | 0.000 | 0.000 | ||
| 1452 | 2008.08.25 02:02 | modify | 274 | 1.00 | 109.848 | 109.198 | 110.048 | ||
| 1453 | 2008.08.25 02:29 | modify | 274 | 1.00 | 109.848 | 109.470 | 110.048 | ||
| 1454 | 2008.08.25 02:38 | close | 274 | 1.00 | 109.952 | 109.470 | 110.048 | 10400.00 | 2154716.99 |
| 1455 | 2008.08.26 03:48 | sell | 275 | 1.00 | 109.493 | 0.000 | 0.000 | ||
| 1456 | 2008.08.26 03:48 | modify | 275 | 1.00 | 109.493 | 110.143 | 109.293 | ||
| 1457 | 2008.08.26 03:57 | modify | 275 | 1.00 | 109.493 | 109.881 | 109.293 | ||
| 1458 | 2008.08.26 03:58 | modify | 275 | 1.00 | 109.493 | 109.851 | 109.293 | ||
| 1459 | 2008.08.26 04:09 | close | 275 | 1.00 | 109.390 | 109.851 | 109.293 | 10300.00 | 2165016.99 |
| 1460 | 2008.08.26 15:30 | buy | 276 | 1.00 | 109.621 | 0.000 | 0.000 | ||
| 1461 | 2008.08.26 15:30 | modify | 276 | 1.00 | 109.621 | 108.971 | 109.821 | ||
| 1462 | 2008.08.26 15:34 | modify | 276 | 1.00 | 109.621 | 109.250 | 109.821 | ||
| 1463 | 2008.08.26 15:48 | modify | 276 | 1.00 | 109.621 | 109.255 | 109.821 | ||
| 1464 | 2008.08.26 15:51 | close | 276 | 1.00 | 109.754 | 109.255 | 109.821 | 13300.00 | 2178316.99 |
| 1465 | 2008.08.29 04:54 | buy | 277 | 1.00 | 109.016 | 0.000 | 0.000 | ||
| 1466 | 2008.08.29 04:54 | modify | 277 | 1.00 | 109.016 | 108.366 | 109.216 | ||
| 1467 | 2008.08.29 05:08 | modify | 277 | 1.00 | 109.016 | 108.620 | 109.216 | ||
| 1468 | 2008.08.29 05:09 | modify | 277 | 1.00 | 109.016 | 108.650 | 109.216 | ||
| 1469 | 2008.08.29 05:33 | close | 277 | 1.00 | 109.120 | 108.650 | 109.216 | 10400.00 | 2188716.99 |
| 1470 | 2008.09.01 16:43 | sell | 278 | 1.00 | 108.376 | 0.000 | 0.000 | ||
| 1471 | 2008.09.01 16:43 | modify | 278 | 1.00 | 108.376 | 109.026 | 108.176 | ||
| 1472 | 2008.09.01 16:52 | modify | 278 | 1.00 | 108.376 | 108.756 | 108.176 | ||
| 1473 | 2008.09.01 16:53 | close | 278 | 1.00 | 108.262 | 108.756 | 108.176 | 11400.00 | 2200116.99 |
| 1474 | 2008.09.01 23:52 | buy | 279 | 1.00 | 108.082 | 0.000 | 0.000 | ||
| 1475 | 2008.09.01 23:52 | modify | 279 | 1.00 | 108.082 | 107.432 | 108.282 | ||
| 1476 | 2008.09.02 01:01 | modify | 279 | 1.00 | 108.082 | 107.690 | 108.282 | ||
| 1477 | 2008.09.02 02:07 | modify | 279 | 1.00 | 108.082 | 107.700 | 108.282 | ||
| 1478 | 2008.09.02 02:08 | modify | 279 | 1.00 | 108.082 | 107.720 | 108.282 | ||
| 1479 | 2008.09.02 03:33 | modify | 279 | 1.00 | 108.082 | 107.730 | 108.282 | ||
| 1480 | 2008.09.02 03:34 | close | 279 | 1.00 | 108.205 | 107.730 | 108.282 | 12990.82 | 2213107.81 |
| 1481 | 2008.09.04 02:05 | sell | 280 | 1.00 | 108.394 | 0.000 | 0.000 | ||
| 1482 | 2008.09.04 02:05 | modify | 280 | 1.00 | 108.394 | 109.044 | 108.194 | ||
| 1483 | 2008.09.04 02:33 | modify | 280 | 1.00 | 108.394 | 108.791 | 108.194 | ||
| 1484 | 2008.09.04 02:34 | modify | 280 | 1.00 | 108.394 | 108.761 | 108.194 | ||
| 1485 | 2008.09.04 02:35 | modify | 280 | 1.00 | 108.394 | 108.751 | 108.194 | ||
| 1486 | 2008.09.04 03:14 | modify | 280 | 1.00 | 108.394 | 108.746 | 108.194 | ||
| 1487 | 2008.09.04 03:15 | close | 280 | 1.00 | 108.295 | 108.746 | 108.194 | 9900.00 | 2223007.81 |
| 1488 | 2008.09.05 04:31 | sell | 281 | 1.00 | 107.131 | 0.000 | 0.000 | ||
| 1489 | 2008.09.05 04:31 | modify | 281 | 1.00 | 107.131 | 107.781 | 106.931 | ||
| 1490 | 2008.09.05 04:48 | modify | 281 | 1.00 | 107.131 | 107.481 | 106.931 | ||
| 1491 | 2008.09.05 04:49 | close | 281 | 1.00 | 107.004 | 107.481 | 106.931 | 12700.00 | 2235707.81 |
| 1492 | 2008.09.08 11:17 | sell | 282 | 1.00 | 109.058 | 0.000 | 0.000 | ||
| 1493 | 2008.09.08 11:17 | modify | 282 | 1.00 | 109.058 | 109.708 | 108.858 | ||
| 1494 | 2008.09.08 11:22 | modify | 282 | 1.00 | 109.058 | 109.431 | 108.858 | ||
| 1495 | 2008.09.08 11:24 | close | 282 | 1.00 | 108.941 | 109.431 | 108.858 | 11700.00 | 2247407.81 |
| 1496 | 2008.09.08 23:15 | sell | 283 | 1.00 | 108.261 | 0.000 | 0.000 | ||
| 1497 | 2008.09.08 23:15 | modify | 283 | 1.00 | 108.261 | 108.911 | 108.061 | ||
| 1498 | 2008.09.09 00:05 | modify | 283 | 1.00 | 108.261 | 108.651 | 108.061 | ||
| 1499 | 2008.09.09 00:13 | close | 283 | 1.00 | 108.101 | 108.651 | 108.061 | 14511.48 | 2261919.29 |
| 1500 | 2008.09.16 09:53 | buy | 284 | 1.00 | 103.932 | 0.000 | 0.000 | ||