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 | |
| # | 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 |
| 1501 | 2008.09.16 09:53 | modify | 284 | 1.00 | 103.932 | 103.282 | 104.132 | ||
| 1502 | 2008.09.16 09:54 | modify | 284 | 1.00 | 103.932 | 103.540 | 104.132 | ||
| 1503 | 2008.09.16 10:01 | close | 284 | 1.00 | 104.038 | 103.540 | 104.132 | 10600.00 | 2273693.34 |
| 1504 | 2008.09.17 05:10 | sell | 285 | 1.00 | 106.545 | 0.000 | 0.000 | ||
| 1505 | 2008.09.17 05:10 | modify | 285 | 1.00 | 106.545 | 107.195 | 106.345 | ||
| 1506 | 2008.09.17 05:13 | modify | 285 | 1.00 | 106.545 | 106.931 | 106.345 | ||
| 1507 | 2008.09.17 05:15 | close | 285 | 1.00 | 106.435 | 106.931 | 106.345 | 11000.00 | 2284693.34 |
| 1508 | 2008.09.19 10:16 | sell | 286 | 1.00 | 107.176 | 0.000 | 0.000 | ||
| 1509 | 2008.09.19 10:16 | modify | 286 | 1.00 | 107.176 | 107.826 | 106.976 | ||
| 1510 | 2008.09.19 11:25 | close | 286 | 1.00 | 107.739 | 107.826 | 106.976 | -56300.00 | 2228393.34 |
| 1511 | 2008.09.19 17:53 | buy | 287 | 1.00 | 106.816 | 0.000 | 0.000 | ||
| 1512 | 2008.09.19 17:53 | modify | 287 | 1.00 | 106.816 | 106.166 | 107.016 | ||
| 1513 | 2008.09.19 17:58 | modify | 287 | 1.00 | 106.816 | 106.420 | 107.016 | ||
| 1514 | 2008.09.19 17:59 | modify | 287 | 1.00 | 106.816 | 106.425 | 107.016 | ||
| 1515 | 2008.09.19 18:11 | modify | 287 | 1.00 | 106.816 | 106.465 | 107.016 | ||
| 1516 | 2008.09.19 18:12 | close | 287 | 1.00 | 106.965 | 106.465 | 107.016 | 14900.00 | 2243293.34 |
| 1517 | 2008.09.24 16:43 | buy | 288 | 1.00 | 105.555 | 0.000 | 0.000 | ||
| 1518 | 2008.09.24 16:43 | modify | 288 | 1.00 | 105.555 | 104.905 | 105.755 | ||
| 1519 | 2008.09.24 16:45 | modify | 288 | 1.00 | 105.555 | 105.165 | 105.755 | ||
| 1520 | 2008.09.24 16:49 | modify | 288 | 1.00 | 105.555 | 105.180 | 105.755 | ||
| 1521 | 2008.09.24 16:50 | modify | 288 | 1.00 | 105.555 | 105.185 | 105.755 | ||
| 1522 | 2008.09.24 16:51 | close | 288 | 1.00 | 105.671 | 105.185 | 105.755 | 11600.00 | 2254893.34 |
| 1523 | 2008.09.25 04:20 | buy | 289 | 1.00 | 105.879 | 0.000 | 0.000 | ||
| 1524 | 2008.09.25 04:20 | modify | 289 | 1.00 | 105.879 | 105.229 | 106.079 | ||
| 1525 | 2008.09.25 04:22 | modify | 289 | 1.00 | 105.879 | 105.490 | 106.079 | ||
| 1526 | 2008.09.25 04:23 | modify | 289 | 1.00 | 105.879 | 105.500 | 106.079 | ||
| 1527 | 2008.09.25 04:34 | modify | 289 | 1.00 | 105.879 | 105.505 | 106.079 | ||
| 1528 | 2008.09.25 04:35 | close | 289 | 1.00 | 105.986 | 105.505 | 106.079 | 10700.00 | 2265593.34 |
| 1529 | 2008.09.26 09:25 | sell | 290 | 1.00 | 105.850 | 0.000 | 0.000 | ||
| 1530 | 2008.09.26 09:25 | modify | 290 | 1.00 | 105.850 | 106.500 | 105.650 | ||
| 1531 | 2008.09.26 09:55 | modify | 290 | 1.00 | 105.850 | 106.236 | 105.650 | ||
| 1532 | 2008.09.26 09:57 | modify | 290 | 1.00 | 105.850 | 106.231 | 105.650 | ||
| 1533 | 2008.09.26 09:58 | modify | 290 | 1.00 | 105.850 | 106.226 | 105.650 | ||
| 1534 | 2008.09.26 10:02 | modify | 290 | 1.00 | 105.850 | 106.211 | 105.650 | ||
| 1535 | 2008.09.26 10:03 | close | 290 | 1.00 | 105.725 | 106.211 | 105.650 | 12500.00 | 2278093.34 |
| 1536 | 2008.10.01 00:15 | buy | 291 | 1.00 | 106.079 | 0.000 | 0.000 | ||
| 1537 | 2008.10.01 00:15 | modify | 291 | 1.00 | 106.079 | 105.429 | 106.279 | ||
| 1538 | 2008.10.01 03:05 | modify | 291 | 1.00 | 106.079 | 105.715 | 106.279 | ||
| 1539 | 2008.10.01 03:16 | modify | 291 | 1.00 | 106.079 | 105.725 | 106.279 | ||
| 1540 | 2008.10.01 03:21 | close | 291 | 1.00 | 106.195 | 105.725 | 106.279 | 11600.00 | 2289693.34 |
| 1541 | 2008.10.01 03:48 | sell | 292 | 1.00 | 106.389 | 0.000 | 0.000 | ||
| 1542 | 2008.10.01 03:48 | modify | 292 | 1.00 | 106.389 | 107.039 | 106.189 | ||
| 1543 | 2008.10.01 04:08 | modify | 292 | 1.00 | 106.389 | 106.751 | 106.189 | ||
| 1544 | 2008.10.01 04:09 | close | 292 | 1.00 | 106.287 | 106.751 | 106.189 | 10200.00 | 2299893.34 |
| 1545 | 2008.10.01 05:35 | buy | 293 | 1.00 | 105.782 | 0.000 | 0.000 | ||
| 1546 | 2008.10.01 05:35 | modify | 293 | 1.00 | 105.782 | 105.132 | 105.982 | ||
| 1547 | 2008.10.01 05:41 | modify | 293 | 1.00 | 105.782 | 105.390 | 105.982 | ||
| 1548 | 2008.10.01 05:42 | modify | 293 | 1.00 | 105.782 | 105.400 | 105.982 | ||
| 1549 | 2008.10.01 05:44 | modify | 293 | 1.00 | 105.782 | 105.405 | 105.982 | ||
| 1550 | 2008.10.01 05:54 | modify | 293 | 1.00 | 105.782 | 105.410 | 105.982 | ||
| 1551 | 2008.10.01 06:16 | modify | 293 | 1.00 | 105.782 | 105.430 | 105.982 | ||
| 1552 | 2008.10.01 06:17 | close | 293 | 1.00 | 105.886 | 105.430 | 105.982 | 10400.00 | 2310293.34 |
| 1553 | 2008.10.02 02:29 | sell | 294 | 1.00 | 106.133 | 0.000 | 0.000 | ||
| 1554 | 2008.10.02 02:29 | modify | 294 | 1.00 | 106.133 | 106.783 | 105.933 | ||
| 1555 | 2008.10.02 02:52 | modify | 294 | 1.00 | 106.133 | 106.511 | 105.933 | ||
| 1556 | 2008.10.02 02:55 | modify | 294 | 1.00 | 106.133 | 106.506 | 105.933 | ||
| 1557 | 2008.10.02 03:02 | modify | 294 | 1.00 | 106.133 | 106.501 | 105.933 | ||
| 1558 | 2008.10.02 04:38 | close | 294 | 1.00 | 106.022 | 106.501 | 105.933 | 11100.00 | 2321393.34 |
| 1559 | 2008.10.02 04:45 | buy | 295 | 1.00 | 105.807 | 0.000 | 0.000 | ||
| 1560 | 2008.10.02 04:45 | modify | 295 | 1.00 | 105.807 | 105.157 | 106.007 | ||
| 1561 | 2008.10.02 04:49 | modify | 295 | 1.00 | 105.807 | 105.450 | 106.007 | ||
| 1562 | 2008.10.02 05:09 | close | 295 | 1.00 | 105.945 | 105.450 | 106.007 | 13800.00 | 2335193.34 |
| 1563 | 2008.10.06 23:21 | sell | 296 | 1.00 | 102.136 | 0.000 | 0.000 | ||
| 1564 | 2008.10.06 23:21 | modify | 296 | 1.00 | 102.136 | 102.786 | 101.936 | ||
| 1565 | 2008.10.06 23:23 | close | 296 | 1.00 | 102.008 | 102.786 | 101.936 | 12800.00 | 2347993.34 |
| 1566 | 2008.10.08 16:40 | sell | 297 | 1.00 | 100.393 | 0.000 | 0.000 | ||
| 1567 | 2008.10.08 16:40 | modify | 297 | 1.00 | 100.393 | 101.043 | 100.193 | ||
| 1568 | 2008.10.08 16:41 | modify | 297 | 1.00 | 100.393 | 100.751 | 100.193 | ||
| 1569 | 2008.10.08 16:42 | t/p | 297 | 1.00 | 100.183 | 100.751 | 100.193 | 21000.00 | 2368993.34 |
| 1570 | 2008.10.16 10:26 | sell | 298 | 1.00 | 100.749 | 0.000 | 0.000 | ||
| 1571 | 2008.10.16 10:26 | modify | 298 | 1.00 | 100.749 | 101.399 | 100.549 | ||
| 1572 | 2008.10.16 10:27 | close | 298 | 1.00 | 100.641 | 101.399 | 100.549 | 10800.00 | 2379793.34 |
| 1573 | 2008.10.17 18:00 | sell | 299 | 1.00 | 101.387 | 0.000 | 0.000 | ||
| 1574 | 2008.10.17 18:00 | modify | 299 | 1.00 | 101.387 | 102.037 | 101.187 | ||
| 1575 | 2008.10.17 18:23 | modify | 299 | 1.00 | 101.387 | 101.786 | 101.187 | ||
| 1576 | 2008.10.17 18:28 | modify | 299 | 1.00 | 101.387 | 101.776 | 101.187 | ||
| 1577 | 2008.10.17 18:39 | modify | 299 | 1.00 | 101.387 | 101.756 | 101.187 | ||
| 1578 | 2008.10.17 19:36 | close | 299 | 1.00 | 101.276 | 101.756 | 101.187 | 11100.00 | 2390893.34 |
| 1579 | 2008.10.23 06:45 | buy | 300 | 1.00 | 97.268 | 0.000 | 0.000 | ||
| 1580 | 2008.10.23 06:45 | modify | 300 | 1.00 | 97.268 | 96.618 | 97.468 | ||
| 1581 | 2008.10.23 07:43 | close | 300 | 1.00 | 97.329 | 96.618 | 97.468 | 6100.00 | 2396993.34 |
| 1582 | 2008.10.23 09:37 | sell | 301 | 1.00 | 98.252 | 0.000 | 0.000 | ||
| 1583 | 2008.10.23 09:37 | modify | 301 | 1.00 | 98.252 | 98.902 | 98.052 | ||
| 1584 | 2008.10.23 09:41 | modify | 301 | 1.00 | 98.252 | 98.611 | 98.052 | ||
| 1585 | 2008.10.23 09:44 | close | 301 | 1.00 | 98.112 | 98.611 | 98.052 | 14000.00 | 2410993.34 |
| 1586 | 2008.10.24 00:05 | sell | 302 | 1.00 | 97.574 | 0.000 | 0.000 | ||
| 1587 | 2008.10.24 00:05 | modify | 302 | 1.00 | 97.574 | 98.224 | 97.374 | ||
| 1588 | 2008.10.24 00:44 | close | 302 | 1.00 | 98.078 | 98.224 | 97.374 | -50400.00 | 2360593.34 |
| 1589 | 2008.10.28 10:14 | buy | 303 | 1.00 | 94.801 | 0.000 | 0.000 | ||
| 1590 | 2008.10.28 10:14 | modify | 303 | 1.00 | 94.801 | 94.151 | 95.001 | ||
| 1591 | 2008.10.28 10:18 | close | 303 | 1.00 | 94.932 | 94.151 | 95.001 | 13100.00 | 2373693.34 |
| 1592 | 2008.10.29 07:15 | buy | 304 | 1.00 | 96.524 | 0.000 | 0.000 | ||
| 1593 | 2008.10.29 07:15 | modify | 304 | 1.00 | 96.524 | 95.874 | 96.724 | ||
| 1594 | 2008.10.29 07:55 | modify | 304 | 1.00 | 96.524 | 96.165 | 96.724 | ||
| 1595 | 2008.10.29 07:55 | t/p | 304 | 1.00 | 96.740 | 96.165 | 96.724 | 21600.00 | 2395293.34 |
| 1596 | 2008.11.11 06:11 | sell | 305 | 1.00 | 98.277 | 0.000 | 0.000 | ||
| 1597 | 2008.11.11 06:11 | modify | 305 | 1.00 | 98.277 | 98.927 | 98.077 | ||
| 1598 | 2008.11.11 06:12 | modify | 305 | 1.00 | 98.277 | 98.656 | 98.077 | ||
| 1599 | 2008.11.11 06:13 | modify | 305 | 1.00 | 98.277 | 98.641 | 98.077 | ||
| 1600 | 2008.11.11 06:14 | close | 305 | 1.00 | 98.175 | 98.641 | 98.077 | 10200.00 | 2405493.34 |
| 1601 | 2008.11.13 03:10 | sell | 306 | 1.00 | 95.839 | 0.000 | 0.000 | ||
| 1602 | 2008.11.13 03:10 | modify | 306 | 1.00 | 95.839 | 96.489 | 95.639 | ||
| 1603 | 2008.11.13 03:18 | modify | 306 | 1.00 | 95.839 | 96.216 | 95.639 | ||
| 1604 | 2008.11.13 03:18 | t/p | 306 | 1.00 | 95.634 | 96.216 | 95.639 | 20500.00 | 2425993.34 |
| 1605 | 2008.11.14 14:09 | buy | 307 | 1.00 | 96.697 | 0.000 | 0.000 | ||
| 1606 | 2008.11.14 14:09 | modify | 307 | 1.00 | 96.697 | 96.047 | 96.897 | ||
| 1607 | 2008.11.14 16:43 | close | 307 | 1.00 | 96.796 | 96.047 | 96.897 | 9900.00 | 2435893.34 |
| 1608 | 2008.11.17 05:30 | sell | 308 | 1.00 | 97.283 | 0.000 | 0.000 | ||
| 1609 | 2008.11.17 05:30 | modify | 308 | 1.00 | 97.283 | 97.933 | 97.083 | ||
| 1610 | 2008.11.17 05:35 | modify | 308 | 1.00 | 97.283 | 97.681 | 97.083 | ||
| 1611 | 2008.11.17 07:20 | close | 308 | 1.00 | 97.139 | 97.681 | 97.083 | 14400.00 | 2450293.34 |
| 1612 | 2008.11.24 02:53 | buy | 309 | 1.00 | 95.232 | 0.000 | 0.000 | ||
| 1613 | 2008.11.24 02:53 | modify | 309 | 1.00 | 95.232 | 94.582 | 95.432 | ||
| 1614 | 2008.11.24 04:34 | t/p | 309 | 1.00 | 95.447 | 94.582 | 95.432 | 21500.00 | 2471793.34 |
| 1615 | 2008.11.24 14:11 | sell | 310 | 1.00 | 95.564 | 0.000 | 0.000 | ||
| 1616 | 2008.11.24 14:11 | modify | 310 | 1.00 | 95.564 | 96.214 | 95.364 | ||
| 1617 | 2008.11.24 14:29 | modify | 310 | 1.00 | 95.564 | 95.956 | 95.364 | ||
| 1618 | 2008.11.24 15:06 | s/l | 310 | 1.00 | 95.963 | 95.956 | 95.364 | -39900.00 | 2431893.34 |
| 1619 | 2008.11.25 03:10 | buy | 311 | 1.00 | 96.537 | 0.000 | 0.000 | ||
| 1620 | 2008.11.25 03:10 | modify | 311 | 1.00 | 96.537 | 95.887 | 96.737 | ||
| 1621 | 2008.11.25 03:17 | modify | 311 | 1.00 | 96.537 | 96.140 | 96.737 | ||
| 1622 | 2008.11.25 03:18 | modify | 311 | 1.00 | 96.537 | 96.145 | 96.737 | ||
| 1623 | 2008.11.25 03:26 | modify | 311 | 1.00 | 96.537 | 96.155 | 96.737 | ||
| 1624 | 2008.11.25 03:27 | modify | 311 | 1.00 | 96.537 | 96.185 | 96.737 | ||
| 1625 | 2008.11.25 03:30 | close | 311 | 1.00 | 96.645 | 96.185 | 96.737 | 10800.00 | 2442693.34 |
| 1626 | 2008.11.25 05:58 | buy | 312 | 1.00 | 96.333 | 0.000 | 0.000 | ||
| 1627 | 2008.11.25 05:58 | modify | 312 | 1.00 | 96.333 | 95.683 | 96.533 | ||
| 1628 | 2008.11.25 06:05 | close | 312 | 1.00 | 96.517 | 95.683 | 96.533 | 18400.00 | 2461093.34 |
| 1629 | 2008.11.25 13:56 | sell | 313 | 1.00 | 96.360 | 0.000 | 0.000 | ||
| 1630 | 2008.11.25 13:56 | modify | 313 | 1.00 | 96.360 | 97.010 | 96.160 | ||
| 1631 | 2008.11.25 13:58 | close | 313 | 1.00 | 96.232 | 97.010 | 96.160 | 12800.00 | 2473893.34 |
| 1632 | 2008.12.02 02:21 | sell | 314 | 1.00 | 93.497 | 0.000 | 0.000 | ||
| 1633 | 2008.12.02 02:21 | modify | 314 | 1.00 | 93.497 | 94.147 | 93.297 | ||
| 1634 | 2008.12.02 04:55 | close | 314 | 1.00 | 93.562 | 94.147 | 93.297 | -6500.00 | 2467393.34 |
| 1635 | 2008.12.11 23:51 | buy | 315 | 1.00 | 91.431 | 0.000 | 0.000 | ||
| 1636 | 2008.12.11 23:51 | modify | 315 | 1.00 | 91.431 | 90.781 | 91.631 | ||
| 1637 | 2008.12.12 00:03 | modify | 315 | 1.00 | 91.431 | 91.040 | 91.631 | ||
| 1638 | 2008.12.12 00:05 | modify | 315 | 1.00 | 91.431 | 91.050 | 91.631 | ||
| 1639 | 2008.12.12 00:19 | modify | 315 | 1.00 | 91.431 | 91.065 | 91.631 | ||
| 1640 | 2008.12.12 00:20 | close | 315 | 1.00 | 91.556 | 91.065 | 91.631 | 13109.77 | 2480503.11 |
| 1641 | 2008.12.12 17:30 | sell | 316 | 1.00 | 90.873 | 0.000 | 0.000 | ||
| 1642 | 2008.12.12 17:30 | modify | 316 | 1.00 | 90.873 | 91.523 | 90.673 | ||
| 1643 | 2008.12.12 17:56 | close | 316 | 1.00 | 91.385 | 91.523 | 90.673 | -51200.00 | 2429303.11 |
| 1644 | 2008.12.18 03:45 | sell | 317 | 1.00 | 87.752 | 0.000 | 0.000 | ||
| 1645 | 2008.12.18 03:45 | modify | 317 | 1.00 | 87.752 | 88.402 | 87.552 | ||
| 1646 | 2008.12.18 05:23 | close | 317 | 1.00 | 87.684 | 88.402 | 87.552 | 6800.00 | 2436103.11 |
| 1647 | 2008.12.19 14:02 | sell | 318 | 1.00 | 89.321 | 0.000 | 0.000 | ||
| 1648 | 2008.12.19 14:02 | modify | 318 | 1.00 | 89.321 | 89.971 | 89.121 | ||
| 1649 | 2008.12.19 14:44 | modify | 318 | 1.00 | 89.321 | 89.716 | 89.121 | ||
| 1650 | 2008.12.19 14:46 | modify | 318 | 1.00 | 89.321 | 89.696 | 89.121 | ||