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 |
| 1651 | 2008.12.19 14:48 | modify | 318 | 1.00 | 89.321 | 89.681 | 89.121 | ||
| 1652 | 2008.12.19 14:49 | close | 318 | 1.00 | 89.154 | 89.681 | 89.121 | 16700.00 | 2452803.11 |
| 1653 | 2008.12.24 03:05 | buy | 319 | 1.00 | 90.626 | 0.000 | 0.000 | ||
| 1654 | 2008.12.24 03:05 | modify | 319 | 1.00 | 90.626 | 89.976 | 90.826 | ||
| 1655 | 2008.12.24 06:00 | close | 319 | 1.00 | 90.495 | 89.976 | 90.826 | -13100.00 | 2439703.11 |
| 1656 | 2009.01.05 09:10 | buy | 320 | 1.00 | 91.850 | 0.000 | 0.000 | ||
| 1657 | 2009.01.05 09:10 | modify | 320 | 1.00 | 91.850 | 91.200 | 92.050 | ||
| 1658 | 2009.01.05 09:12 | modify | 320 | 1.00 | 91.850 | 91.455 | 92.050 | ||
| 1659 | 2009.01.05 09:31 | modify | 320 | 1.00 | 91.850 | 91.470 | 92.050 | ||
| 1660 | 2009.01.05 09:33 | modify | 320 | 1.00 | 91.850 | 91.480 | 92.050 | ||
| 1661 | 2009.01.05 09:34 | close | 320 | 1.00 | 91.954 | 91.480 | 92.050 | 10400.00 | 2450103.11 |
| 1662 | 2009.01.06 19:21 | buy | 321 | 1.00 | 94.026 | 0.000 | 0.000 | ||
| 1663 | 2009.01.06 19:21 | modify | 321 | 1.00 | 94.026 | 93.376 | 94.226 | ||
| 1664 | 2009.01.06 19:35 | modify | 321 | 1.00 | 94.026 | 93.630 | 94.226 | ||
| 1665 | 2009.01.06 19:37 | modify | 321 | 1.00 | 94.026 | 93.660 | 94.226 | ||
| 1666 | 2009.01.06 19:50 | modify | 321 | 1.00 | 94.026 | 93.675 | 94.226 | ||
| 1667 | 2009.01.06 21:06 | s/l | 321 | 1.00 | 93.675 | 93.675 | 94.226 | -35100.00 | 2415003.11 |
| 1668 | 2009.01.08 06:20 | buy | 322 | 1.00 | 92.607 | 0.000 | 0.000 | ||
| 1669 | 2009.01.08 06:20 | modify | 322 | 1.00 | 92.607 | 91.957 | 92.807 | ||
| 1670 | 2009.01.08 08:32 | close | 322 | 1.00 | 92.135 | 91.957 | 92.807 | -47200.00 | 2367803.11 |
| 1671 | 2009.01.19 09:22 | buy | 323 | 1.00 | 90.429 | 0.000 | 0.000 | ||
| 1672 | 2009.01.19 09:22 | modify | 323 | 1.00 | 90.429 | 89.779 | 90.629 | ||
| 1673 | 2009.01.19 09:29 | modify | 323 | 1.00 | 90.429 | 90.030 | 90.629 | ||
| 1674 | 2009.01.19 09:34 | modify | 323 | 1.00 | 90.429 | 90.045 | 90.629 | ||
| 1675 | 2009.01.19 09:35 | modify | 323 | 1.00 | 90.429 | 90.075 | 90.629 | ||
| 1676 | 2009.01.19 09:56 | close | 323 | 1.00 | 90.551 | 90.075 | 90.629 | 12200.00 | 2380003.11 |
| 1677 | 2009.01.19 22:59 | sell | 324 | 1.00 | 90.721 | 0.000 | 0.000 | ||
| 1678 | 2009.01.19 22:59 | modify | 324 | 1.00 | 90.721 | 91.371 | 90.521 | ||
| 1679 | 2009.01.20 00:00 | modify | 324 | 1.00 | 90.721 | 91.116 | 90.521 | ||
| 1680 | 2009.01.20 00:01 | modify | 324 | 1.00 | 90.721 | 91.111 | 90.521 | ||
| 1681 | 2009.01.20 00:04 | close | 324 | 1.00 | 90.611 | 91.111 | 90.521 | 9791.39 | 2389794.50 |
| 1682 | 2009.01.23 18:53 | buy | 325 | 1.00 | 88.882 | 0.000 | 0.000 | ||
| 1683 | 2009.01.23 18:53 | modify | 325 | 1.00 | 88.882 | 88.232 | 89.082 | ||
| 1684 | 2009.01.23 19:06 | modify | 325 | 1.00 | 88.882 | 88.500 | 89.082 | ||
| 1685 | 2009.01.23 19:07 | modify | 325 | 1.00 | 88.882 | 88.515 | 89.082 | ||
| 1686 | 2009.01.23 19:08 | close | 325 | 1.00 | 89.019 | 88.515 | 89.082 | 13700.00 | 2403494.50 |
| 1687 | 2009.01.28 09:20 | buy | 326 | 1.00 | 88.898 | 0.000 | 0.000 | ||
| 1688 | 2009.01.28 09:20 | modify | 326 | 1.00 | 88.898 | 88.248 | 89.098 | ||
| 1689 | 2009.01.28 09:21 | modify | 326 | 1.00 | 88.898 | 88.525 | 89.098 | ||
| 1690 | 2009.01.28 09:22 | modify | 326 | 1.00 | 88.898 | 88.535 | 89.098 | ||
| 1691 | 2009.01.28 09:23 | close | 326 | 1.00 | 89.017 | 88.535 | 89.098 | 11900.00 | 2415394.50 |
| 1692 | 2009.02.02 17:12 | sell | 327 | 1.00 | 89.765 | 0.000 | 0.000 | ||
| 1693 | 2009.02.02 17:12 | modify | 327 | 1.00 | 89.765 | 90.415 | 89.565 | ||
| 1694 | 2009.02.02 17:46 | modify | 327 | 1.00 | 89.765 | 90.146 | 89.565 | ||
| 1695 | 2009.02.02 17:49 | modify | 327 | 1.00 | 89.765 | 90.126 | 89.565 | ||
| 1696 | 2009.02.02 20:25 | modify | 327 | 1.00 | 89.765 | 90.121 | 89.565 | ||
| 1697 | 2009.02.02 20:26 | close | 327 | 1.00 | 89.651 | 90.121 | 89.565 | 11400.00 | 2426794.50 |
| 1698 | 2009.02.05 06:21 | sell | 328 | 1.00 | 89.470 | 0.000 | 0.000 | ||
| 1699 | 2009.02.05 06:21 | modify | 328 | 1.00 | 89.470 | 90.120 | 89.270 | ||
| 1700 | 2009.02.05 06:46 | modify | 328 | 1.00 | 89.470 | 89.856 | 89.270 | ||
| 1701 | 2009.02.05 06:54 | modify | 328 | 1.00 | 89.470 | 89.841 | 89.270 | ||
| 1702 | 2009.02.05 06:56 | modify | 328 | 1.00 | 89.470 | 89.836 | 89.270 | ||
| 1703 | 2009.02.05 07:01 | modify | 328 | 1.00 | 89.470 | 89.826 | 89.270 | ||
| 1704 | 2009.02.05 07:10 | modify | 328 | 1.00 | 89.470 | 89.821 | 89.270 | ||
| 1705 | 2009.02.05 07:15 | close | 328 | 1.00 | 89.365 | 89.821 | 89.270 | 10500.00 | 2437294.50 |
| 1706 | 2009.02.06 02:18 | buy | 329 | 1.00 | 90.982 | 0.000 | 0.000 | ||
| 1707 | 2009.02.06 02:18 | modify | 329 | 1.00 | 90.982 | 90.332 | 91.182 | ||
| 1708 | 2009.02.06 03:44 | modify | 329 | 1.00 | 90.982 | 90.585 | 91.182 | ||
| 1709 | 2009.02.06 03:45 | modify | 329 | 1.00 | 90.982 | 90.630 | 91.182 | ||
| 1710 | 2009.02.06 03:46 | close | 329 | 1.00 | 91.123 | 90.630 | 91.182 | 14100.00 | 2451394.50 |
| 1711 | 2009.02.17 11:05 | buy | 330 | 1.00 | 91.949 | 0.000 | 0.000 | ||
| 1712 | 2009.02.17 11:05 | modify | 330 | 1.00 | 91.949 | 91.299 | 92.149 | ||
| 1713 | 2009.02.17 11:06 | modify | 330 | 1.00 | 91.949 | 91.560 | 92.149 | ||
| 1714 | 2009.02.17 11:23 | s/l | 330 | 1.00 | 91.562 | 91.560 | 92.149 | -38700.00 | 2412694.50 |
| 1715 | 2009.02.17 18:15 | sell | 331 | 1.00 | 92.524 | 0.000 | 0.000 | ||
| 1716 | 2009.02.17 18:15 | modify | 331 | 1.00 | 92.524 | 93.174 | 92.324 | ||
| 1717 | 2009.02.17 18:21 | modify | 331 | 1.00 | 92.524 | 92.916 | 92.324 | ||
| 1718 | 2009.02.17 18:22 | modify | 331 | 1.00 | 92.524 | 92.906 | 92.324 | ||
| 1719 | 2009.02.17 18:26 | close | 331 | 1.00 | 92.395 | 92.906 | 92.324 | 12900.00 | 2425594.50 |
| 1720 | 2009.02.18 02:36 | buy | 332 | 1.00 | 92.167 | 0.000 | 0.000 | ||
| 1721 | 2009.02.18 02:36 | modify | 332 | 1.00 | 92.167 | 91.517 | 92.367 | ||
| 1722 | 2009.02.18 02:51 | modify | 332 | 1.00 | 92.167 | 91.785 | 92.367 | ||
| 1723 | 2009.02.18 02:53 | modify | 332 | 1.00 | 92.167 | 91.795 | 92.367 | ||
| 1724 | 2009.02.18 02:54 | modify | 332 | 1.00 | 92.167 | 91.800 | 92.367 | ||
| 1725 | 2009.02.18 02:55 | close | 332 | 1.00 | 92.267 | 91.800 | 92.367 | 10000.00 | 2435594.50 |
| 1726 | 2009.02.26 05:55 | sell | 333 | 1.00 | 97.955 | 0.000 | 0.000 | ||
| 1727 | 2009.02.26 05:55 | modify | 333 | 1.00 | 97.955 | 98.605 | 97.755 | ||
| 1728 | 2009.02.26 06:01 | modify | 333 | 1.00 | 97.955 | 98.351 | 97.755 | ||
| 1729 | 2009.02.26 06:04 | modify | 333 | 1.00 | 97.955 | 98.341 | 97.755 | ||
| 1730 | 2009.02.26 06:07 | modify | 333 | 1.00 | 97.955 | 98.336 | 97.755 | ||
| 1731 | 2009.02.26 06:09 | modify | 333 | 1.00 | 97.955 | 98.321 | 97.755 | ||
| 1732 | 2009.02.26 06:59 | modify | 333 | 1.00 | 97.955 | 98.316 | 97.755 | ||
| 1733 | 2009.02.26 07:00 | modify | 333 | 1.00 | 97.955 | 98.306 | 97.755 | ||
| 1734 | 2009.02.26 07:02 | close | 333 | 1.00 | 97.852 | 98.306 | 97.755 | 10300.00 | 2445894.50 |
| 1735 | 2009.02.27 02:18 | buy | 334 | 1.00 | 98.079 | 0.000 | 0.000 | ||
| 1736 | 2009.02.27 02:18 | modify | 334 | 1.00 | 98.079 | 97.429 | 98.279 | ||
| 1737 | 2009.02.27 03:25 | close | 334 | 1.00 | 97.585 | 97.429 | 98.279 | -49400.00 | 2396494.50 |
| 1738 | 2009.03.02 04:00 | sell | 335 | 1.00 | 97.608 | 0.000 | 0.000 | ||
| 1739 | 2009.03.02 04:00 | modify | 335 | 1.00 | 97.608 | 98.258 | 97.408 | ||
| 1740 | 2009.03.02 05:10 | modify | 335 | 1.00 | 97.608 | 97.996 | 97.408 | ||
| 1741 | 2009.03.02 05:11 | modify | 335 | 1.00 | 97.608 | 97.986 | 97.408 | ||
| 1742 | 2009.03.02 05:12 | close | 335 | 1.00 | 97.498 | 97.986 | 97.408 | 11000.00 | 2407494.50 |
| 1743 | 2009.03.02 16:51 | sell | 336 | 1.00 | 97.665 | 0.000 | 0.000 | ||
| 1744 | 2009.03.02 16:51 | modify | 336 | 1.00 | 97.665 | 98.315 | 97.465 | ||
| 1745 | 2009.03.02 17:06 | modify | 336 | 1.00 | 97.665 | 98.061 | 97.465 | ||
| 1746 | 2009.03.02 17:07 | modify | 336 | 1.00 | 97.665 | 98.056 | 97.465 | ||
| 1747 | 2009.03.02 17:08 | modify | 336 | 1.00 | 97.665 | 98.036 | 97.465 | ||
| 1748 | 2009.03.02 17:13 | modify | 336 | 1.00 | 97.665 | 98.031 | 97.465 | ||
| 1749 | 2009.03.02 17:14 | close | 336 | 1.00 | 97.554 | 98.031 | 97.465 | 11100.00 | 2418594.50 |
| 1750 | 2009.03.04 01:25 | sell | 337 | 1.00 | 98.475 | 0.000 | 0.000 | ||
| 1751 | 2009.03.04 01:25 | modify | 337 | 1.00 | 98.475 | 99.125 | 98.275 | ||
| 1752 | 2009.03.04 01:33 | modify | 337 | 1.00 | 98.475 | 98.866 | 98.275 | ||
| 1753 | 2009.03.04 02:13 | modify | 337 | 1.00 | 98.475 | 98.831 | 98.275 | ||
| 1754 | 2009.03.04 02:20 | close | 337 | 1.00 | 98.361 | 98.831 | 98.275 | 11400.00 | 2429994.50 |
| 1755 | 2009.03.12 14:42 | sell | 338 | 1.00 | 96.563 | 0.000 | 0.000 | ||
| 1756 | 2009.03.12 14:42 | modify | 338 | 1.00 | 96.563 | 97.213 | 96.363 | ||
| 1757 | 2009.03.12 15:00 | modify | 338 | 1.00 | 96.563 | 96.956 | 96.363 | ||
| 1758 | 2009.03.12 15:11 | modify | 338 | 1.00 | 96.563 | 96.926 | 96.363 | ||
| 1759 | 2009.03.12 15:11 | t/p | 338 | 1.00 | 96.360 | 96.926 | 96.363 | 20300.00 | 2450294.50 |
| 1760 | 2009.03.12 15:45 | sell | 339 | 1.00 | 96.830 | 0.000 | 0.000 | ||
| 1761 | 2009.03.12 15:45 | modify | 339 | 1.00 | 96.830 | 97.480 | 96.630 | ||
| 1762 | 2009.03.12 15:47 | close | 339 | 1.00 | 96.701 | 97.480 | 96.630 | 12900.00 | 2463194.50 |
| 1763 | 2009.03.13 03:06 | buy | 340 | 1.00 | 97.279 | 0.000 | 0.000 | ||
| 1764 | 2009.03.13 03:06 | modify | 340 | 1.00 | 97.279 | 96.629 | 97.479 | ||
| 1765 | 2009.03.13 03:26 | modify | 340 | 1.00 | 97.279 | 96.895 | 97.479 | ||
| 1766 | 2009.03.13 03:38 | close | 340 | 1.00 | 97.432 | 96.895 | 97.479 | 15300.00 | 2478494.50 |
| 1767 | 2009.03.13 04:25 | sell | 341 | 1.00 | 97.892 | 0.000 | 0.000 | ||
| 1768 | 2009.03.13 04:25 | modify | 341 | 1.00 | 97.892 | 98.542 | 97.692 | ||
| 1769 | 2009.03.13 04:38 | modify | 341 | 1.00 | 97.892 | 98.281 | 97.692 | ||
| 1770 | 2009.03.13 04:39 | modify | 341 | 1.00 | 97.892 | 98.271 | 97.692 | ||
| 1771 | 2009.03.13 04:40 | modify | 341 | 1.00 | 97.892 | 98.261 | 97.692 | ||
| 1772 | 2009.03.13 05:17 | close | 341 | 1.00 | 97.796 | 98.261 | 97.692 | 9600.00 | 2488094.50 |
| 1773 | 2009.03.19 08:29 | buy | 342 | 1.00 | 95.600 | 0.000 | 0.000 | ||
| 1774 | 2009.03.19 08:29 | modify | 342 | 1.00 | 95.600 | 94.950 | 95.800 | ||
| 1775 | 2009.03.19 11:13 | close | 342 | 1.00 | 95.708 | 94.950 | 95.800 | 10800.00 | 2498894.50 |
| 1776 | 2009.03.23 23:10 | sell | 343 | 1.00 | 97.115 | 0.000 | 0.000 | ||
| 1777 | 2009.03.23 23:10 | modify | 343 | 1.00 | 97.115 | 97.765 | 96.915 | ||
| 1778 | 2009.03.23 23:18 | modify | 343 | 1.00 | 97.115 | 97.496 | 96.915 | ||
| 1779 | 2009.03.23 23:26 | modify | 343 | 1.00 | 97.115 | 97.491 | 96.915 | ||
| 1780 | 2009.03.23 23:28 | modify | 343 | 1.00 | 97.115 | 97.476 | 96.915 | ||
| 1781 | 2009.03.23 23:32 | close | 343 | 1.00 | 97.001 | 97.476 | 96.915 | 11400.00 | 2510294.50 |
| 1782 | 2009.03.24 18:45 | buy | 344 | 1.00 | 97.821 | 0.000 | 0.000 | ||
| 1783 | 2009.03.24 18:45 | modify | 344 | 1.00 | 97.821 | 97.171 | 98.021 | ||
| 1784 | 2009.03.24 19:01 | modify | 344 | 1.00 | 97.821 | 97.435 | 98.021 | ||
| 1785 | 2009.03.24 19:14 | close | 344 | 1.00 | 97.986 | 97.435 | 98.021 | 16500.00 | 2526794.50 |
| 1786 | 2009.03.25 02:43 | sell | 345 | 1.00 | 98.210 | 0.000 | 0.000 | ||
| 1787 | 2009.03.25 02:43 | modify | 345 | 1.00 | 98.210 | 98.860 | 98.010 | ||
| 1788 | 2009.03.25 03:14 | modify | 345 | 1.00 | 98.210 | 98.606 | 98.010 | ||
| 1789 | 2009.03.25 03:16 | modify | 345 | 1.00 | 98.210 | 98.571 | 98.010 | ||
| 1790 | 2009.03.25 03:24 | close | 345 | 1.00 | 98.030 | 98.571 | 98.010 | 18000.00 | 2544794.50 |
| 1791 | 2009.03.27 03:16 | buy | 346 | 1.00 | 98.389 | 0.000 | 0.000 | ||
| 1792 | 2009.03.27 03:16 | modify | 346 | 1.00 | 98.389 | 97.739 | 98.589 | ||
| 1793 | 2009.03.27 03:21 | modify | 346 | 1.00 | 98.389 | 98.005 | 98.589 | ||
| 1794 | 2009.03.27 03:22 | modify | 346 | 1.00 | 98.389 | 98.010 | 98.589 | ||
| 1795 | 2009.03.27 03:23 | modify | 346 | 1.00 | 98.389 | 98.025 | 98.589 | ||
| 1796 | 2009.03.27 03:24 | modify | 346 | 1.00 | 98.389 | 98.035 | 98.589 | ||
| 1797 | 2009.03.27 03:33 | close | 346 | 1.00 | 98.527 | 98.035 | 98.589 | 13800.00 | 2558594.50 |
| 1798 | 2009.03.30 05:26 | buy | 347 | 1.00 | 97.772 | 0.000 | 0.000 | ||
| 1799 | 2009.03.30 05:26 | modify | 347 | 1.00 | 97.772 | 97.122 | 97.972 | ||
| 1800 | 2009.03.30 07:20 | close | 347 | 1.00 | 97.280 | 97.122 | 97.972 | -49200.00 | 2509394.50 |