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 |
| 1801 | 2009.03.30 15:21 | sell | 348 | 1.00 | 97.085 | 0.000 | 0.000 | ||
| 1802 | 2009.03.30 15:21 | modify | 348 | 1.00 | 97.085 | 97.735 | 96.885 | ||
| 1803 | 2009.03.30 15:24 | modify | 348 | 1.00 | 97.085 | 97.481 | 96.885 | ||
| 1804 | 2009.03.30 15:27 | modify | 348 | 1.00 | 97.085 | 97.471 | 96.885 | ||
| 1805 | 2009.03.30 15:28 | modify | 348 | 1.00 | 97.085 | 97.456 | 96.885 | ||
| 1806 | 2009.03.30 15:41 | close | 348 | 1.00 | 96.970 | 97.456 | 96.885 | 11500.00 | 2520894.50 |
| 1807 | 2009.03.30 19:01 | sell | 349 | 1.00 | 97.490 | 0.000 | 0.000 | ||
| 1808 | 2009.03.30 19:01 | modify | 349 | 1.00 | 97.490 | 98.140 | 97.290 | ||
| 1809 | 2009.03.30 19:06 | modify | 349 | 1.00 | 97.490 | 97.881 | 97.290 | ||
| 1810 | 2009.03.30 19:07 | modify | 349 | 1.00 | 97.490 | 97.841 | 97.290 | ||
| 1811 | 2009.03.30 19:11 | close | 349 | 1.00 | 97.383 | 97.841 | 97.290 | 10700.00 | 2531594.50 |
| 1812 | 2009.04.02 21:43 | sell | 350 | 1.00 | 99.597 | 0.000 | 0.000 | ||
| 1813 | 2009.04.02 21:43 | modify | 350 | 1.00 | 99.597 | 100.247 | 99.397 | ||
| 1814 | 2009.04.02 22:17 | modify | 350 | 1.00 | 99.597 | 99.996 | 99.397 | ||
| 1815 | 2009.04.02 22:18 | modify | 350 | 1.00 | 99.597 | 99.981 | 99.397 | ||
| 1816 | 2009.04.02 22:19 | modify | 350 | 1.00 | 99.597 | 99.971 | 99.397 | ||
| 1817 | 2009.04.02 23:07 | modify | 350 | 1.00 | 99.597 | 99.966 | 99.397 | ||
| 1818 | 2009.04.02 23:08 | close | 350 | 1.00 | 99.421 | 99.966 | 99.397 | 17600.00 | 2549194.50 |
| 1819 | 2009.04.06 15:28 | buy | 351 | 1.00 | 100.625 | 0.000 | 0.000 | ||
| 1820 | 2009.04.06 15:28 | modify | 351 | 1.00 | 100.625 | 99.975 | 100.825 | ||
| 1821 | 2009.04.06 15:39 | modify | 351 | 1.00 | 100.625 | 100.235 | 100.825 | ||
| 1822 | 2009.04.06 15:41 | modify | 351 | 1.00 | 100.625 | 100.255 | 100.825 | ||
| 1823 | 2009.04.06 15:42 | modify | 351 | 1.00 | 100.625 | 100.260 | 100.825 | ||
| 1824 | 2009.04.06 15:43 | modify | 351 | 1.00 | 100.625 | 100.275 | 100.825 | ||
| 1825 | 2009.04.06 15:49 | close | 351 | 1.00 | 100.743 | 100.275 | 100.825 | 11800.00 | 2560994.50 |
| 1826 | 2009.04.06 22:21 | sell | 352 | 1.00 | 101.054 | 0.000 | 0.000 | ||
| 1827 | 2009.04.06 22:21 | modify | 352 | 1.00 | 101.054 | 101.704 | 100.854 | ||
| 1828 | 2009.04.06 22:30 | modify | 352 | 1.00 | 101.054 | 101.436 | 100.854 | ||
| 1829 | 2009.04.06 22:36 | modify | 352 | 1.00 | 101.054 | 101.411 | 100.854 | ||
| 1830 | 2009.04.07 01:09 | close | 352 | 1.00 | 100.923 | 101.411 | 100.854 | 11753.39 | 2572747.89 |
| 1831 | 2009.04.08 03:36 | buy | 353 | 1.00 | 100.288 | 0.000 | 0.000 | ||
| 1832 | 2009.04.08 03:36 | modify | 353 | 1.00 | 100.288 | 99.638 | 100.488 | ||
| 1833 | 2009.04.08 03:42 | close | 353 | 1.00 | 100.409 | 99.638 | 100.488 | 12100.00 | 2584847.89 |
| 1834 | 2009.04.14 02:44 | sell | 354 | 1.00 | 100.325 | 0.000 | 0.000 | ||
| 1835 | 2009.04.14 02:44 | modify | 354 | 1.00 | 100.325 | 100.975 | 100.125 | ||
| 1836 | 2009.04.14 03:43 | modify | 354 | 1.00 | 100.325 | 100.716 | 100.125 | ||
| 1837 | 2009.04.14 03:44 | modify | 354 | 1.00 | 100.325 | 100.686 | 100.125 | ||
| 1838 | 2009.04.14 04:01 | close | 354 | 1.00 | 100.193 | 100.686 | 100.125 | 13200.00 | 2598047.89 |
| 1839 | 2009.04.14 15:40 | buy | 355 | 1.00 | 99.529 | 0.000 | 0.000 | ||
| 1840 | 2009.04.14 15:40 | modify | 355 | 1.00 | 99.529 | 98.879 | 99.729 | ||
| 1841 | 2009.04.14 15:41 | modify | 355 | 1.00 | 99.529 | 99.170 | 99.729 | ||
| 1842 | 2009.04.14 15:42 | close | 355 | 1.00 | 99.642 | 99.170 | 99.729 | 11300.00 | 2609347.89 |
| 1843 | 2009.04.17 02:42 | sell | 356 | 1.00 | 99.528 | 0.000 | 0.000 | ||
| 1844 | 2009.04.17 02:42 | modify | 356 | 1.00 | 99.528 | 100.178 | 99.328 | ||
| 1845 | 2009.04.17 03:06 | modify | 356 | 1.00 | 99.528 | 99.921 | 99.328 | ||
| 1846 | 2009.04.17 06:27 | modify | 356 | 1.00 | 99.528 | 99.911 | 99.328 | ||
| 1847 | 2009.04.17 06:29 | modify | 356 | 1.00 | 99.528 | 99.891 | 99.328 | ||
| 1848 | 2009.04.17 06:31 | close | 356 | 1.00 | 99.423 | 99.891 | 99.328 | 10500.00 | 2619847.89 |
| 1849 | 2009.04.17 20:31 | sell | 357 | 1.00 | 99.355 | 0.000 | 0.000 | ||
| 1850 | 2009.04.17 20:31 | modify | 357 | 1.00 | 99.355 | 100.005 | 99.155 | ||
| 1851 | 2009.04.17 21:01 | modify | 357 | 1.00 | 99.355 | 99.736 | 99.155 | ||
| 1852 | 2009.04.17 21:04 | close | 357 | 1.00 | 99.255 | 99.736 | 99.155 | 10000.00 | 2629847.89 |
| 1853 | 2009.04.22 21:47 | sell | 358 | 1.00 | 98.229 | 0.000 | 0.000 | ||
| 1854 | 2009.04.22 21:47 | modify | 358 | 1.00 | 98.229 | 98.879 | 98.029 | ||
| 1855 | 2009.04.22 21:58 | modify | 358 | 1.00 | 98.229 | 98.621 | 98.029 | ||
| 1856 | 2009.04.22 21:59 | modify | 358 | 1.00 | 98.229 | 98.606 | 98.029 | ||
| 1857 | 2009.04.22 22:00 | modify | 358 | 1.00 | 98.229 | 98.601 | 98.029 | ||
| 1858 | 2009.04.22 22:02 | modify | 358 | 1.00 | 98.229 | 98.591 | 98.029 | ||
| 1859 | 2009.04.22 22:39 | close | 358 | 1.00 | 98.120 | 98.591 | 98.029 | 10900.00 | 2640747.89 |
| 1860 | 2009.04.23 08:23 | sell | 359 | 1.00 | 97.971 | 0.000 | 0.000 | ||
| 1861 | 2009.04.23 08:23 | modify | 359 | 1.00 | 97.971 | 98.621 | 97.771 | ||
| 1862 | 2009.04.23 10:06 | modify | 359 | 1.00 | 97.971 | 98.336 | 97.771 | ||
| 1863 | 2009.04.23 11:29 | s/l | 359 | 1.00 | 98.343 | 98.336 | 97.771 | -37200.00 | 2603547.89 |
| 1864 | 2009.04.24 19:02 | buy | 360 | 1.00 | 97.013 | 0.000 | 0.000 | ||
| 1865 | 2009.04.24 19:02 | modify | 360 | 1.00 | 97.013 | 96.363 | 97.213 | ||
| 1866 | 2009.04.24 19:06 | modify | 360 | 1.00 | 97.013 | 96.630 | 97.213 | ||
| 1867 | 2009.04.24 19:10 | modify | 360 | 1.00 | 97.013 | 96.645 | 97.213 | ||
| 1868 | 2009.04.24 19:14 | modify | 360 | 1.00 | 97.013 | 96.650 | 97.213 | ||
| 1869 | 2009.04.24 19:24 | modify | 360 | 1.00 | 97.013 | 96.660 | 97.213 | ||
| 1870 | 2009.04.24 19:26 | close | 360 | 1.00 | 97.112 | 96.660 | 97.213 | 9900.00 | 2613447.89 |
| 1871 | 2009.04.27 06:48 | buy | 361 | 1.00 | 96.670 | 0.000 | 0.000 | ||
| 1872 | 2009.04.27 06:48 | modify | 361 | 1.00 | 96.670 | 96.020 | 96.870 | ||
| 1873 | 2009.04.27 08:05 | modify | 361 | 1.00 | 96.670 | 96.280 | 96.870 | ||
| 1874 | 2009.04.27 08:22 | modify | 361 | 1.00 | 96.670 | 96.285 | 96.870 | ||
| 1875 | 2009.04.27 08:24 | modify | 361 | 1.00 | 96.670 | 96.295 | 96.870 | ||
| 1876 | 2009.04.27 08:26 | modify | 361 | 1.00 | 96.670 | 96.310 | 96.870 | ||
| 1877 | 2009.04.27 10:32 | close | 361 | 1.00 | 96.779 | 96.310 | 96.870 | 10900.00 | 2624347.89 |
| 1878 | 2009.04.27 15:35 | sell | 362 | 1.00 | 96.720 | 0.000 | 0.000 | ||
| 1879 | 2009.04.27 15:35 | modify | 362 | 1.00 | 96.720 | 97.370 | 96.520 | ||
| 1880 | 2009.04.27 15:50 | modify | 362 | 1.00 | 96.720 | 97.116 | 96.520 | ||
| 1881 | 2009.04.27 15:51 | modify | 362 | 1.00 | 96.720 | 97.081 | 96.520 | ||
| 1882 | 2009.04.27 16:43 | close | 362 | 1.00 | 96.608 | 97.081 | 96.520 | 11200.00 | 2635547.89 |
| 1883 | 2009.04.28 13:36 | sell | 363 | 1.00 | 96.221 | 0.000 | 0.000 | ||
| 1884 | 2009.04.28 13:36 | modify | 363 | 1.00 | 96.221 | 96.871 | 96.021 | ||
| 1885 | 2009.04.28 13:52 | modify | 363 | 1.00 | 96.221 | 96.606 | 96.021 | ||
| 1886 | 2009.04.28 13:53 | modify | 363 | 1.00 | 96.221 | 96.586 | 96.021 | ||
| 1887 | 2009.04.28 16:02 | modify | 363 | 1.00 | 96.221 | 96.576 | 96.021 | ||
| 1888 | 2009.04.28 16:03 | close | 363 | 1.00 | 96.046 | 96.576 | 96.021 | 17500.00 | 2653047.89 |
| 1889 | 2009.04.28 17:01 | sell | 364 | 1.00 | 96.660 | 0.000 | 0.000 | ||
| 1890 | 2009.04.28 17:01 | modify | 364 | 1.00 | 96.660 | 97.310 | 96.460 | ||
| 1891 | 2009.04.28 17:04 | modify | 364 | 1.00 | 96.660 | 97.051 | 96.460 | ||
| 1892 | 2009.04.28 17:05 | modify | 364 | 1.00 | 96.660 | 97.031 | 96.460 | ||
| 1893 | 2009.04.28 17:06 | modify | 364 | 1.00 | 96.660 | 97.026 | 96.460 | ||
| 1894 | 2009.04.28 17:11 | close | 364 | 1.00 | 96.528 | 97.026 | 96.460 | 13200.00 | 2666247.89 |
| 1895 | 2009.04.30 07:02 | buy | 365 | 1.00 | 97.306 | 0.000 | 0.000 | ||
| 1896 | 2009.04.30 07:02 | modify | 365 | 1.00 | 97.306 | 96.656 | 97.506 | ||
| 1897 | 2009.04.30 07:56 | modify | 365 | 1.00 | 97.306 | 96.910 | 97.506 | ||
| 1898 | 2009.04.30 07:57 | modify | 365 | 1.00 | 97.306 | 96.930 | 97.506 | ||
| 1899 | 2009.04.30 09:21 | modify | 365 | 1.00 | 97.306 | 96.950 | 97.506 | ||
| 1900 | 2009.04.30 09:51 | close | 365 | 1.00 | 97.411 | 96.950 | 97.506 | 10500.00 | 2676747.89 |
| 1901 | 2009.04.30 10:11 | sell | 366 | 1.00 | 97.630 | 0.000 | 0.000 | ||
| 1902 | 2009.04.30 10:11 | modify | 366 | 1.00 | 97.630 | 98.280 | 97.430 | ||
| 1903 | 2009.04.30 10:42 | modify | 366 | 1.00 | 97.630 | 98.016 | 97.430 | ||
| 1904 | 2009.04.30 10:43 | modify | 366 | 1.00 | 97.630 | 97.991 | 97.430 | ||
| 1905 | 2009.04.30 12:54 | s/l | 366 | 1.00 | 97.992 | 97.991 | 97.430 | -36200.00 | 2640547.89 |
| 1906 | 2009.05.01 02:11 | sell | 367 | 1.00 | 98.774 | 0.000 | 0.000 | ||
| 1907 | 2009.05.01 02:11 | modify | 367 | 1.00 | 98.774 | 99.424 | 98.574 | ||
| 1908 | 2009.05.01 02:26 | modify | 367 | 1.00 | 98.774 | 99.171 | 98.574 | ||
| 1909 | 2009.05.01 02:28 | modify | 367 | 1.00 | 98.774 | 99.161 | 98.574 | ||
| 1910 | 2009.05.01 03:11 | s/l | 367 | 1.00 | 99.161 | 99.161 | 98.574 | -38700.00 | 2601847.89 |
| 1911 | 2009.05.05 05:34 | buy | 368 | 1.00 | 98.721 | 0.000 | 0.000 | ||
| 1912 | 2009.05.05 05:34 | modify | 368 | 1.00 | 98.721 | 98.071 | 98.921 | ||
| 1913 | 2009.05.05 06:05 | modify | 368 | 1.00 | 98.721 | 98.330 | 98.921 | ||
| 1914 | 2009.05.05 08:07 | modify | 368 | 1.00 | 98.721 | 98.350 | 98.921 | ||
| 1915 | 2009.05.05 08:13 | modify | 368 | 1.00 | 98.721 | 98.360 | 98.921 | ||
| 1916 | 2009.05.05 09:02 | modify | 368 | 1.00 | 98.721 | 98.365 | 98.921 | ||
| 1917 | 2009.05.05 09:06 | close | 368 | 1.00 | 98.831 | 98.365 | 98.921 | 11000.00 | 2612847.89 |
| 1918 | 2009.05.06 15:23 | sell | 369 | 1.00 | 98.814 | 0.000 | 0.000 | ||
| 1919 | 2009.05.06 15:23 | modify | 369 | 1.00 | 98.814 | 99.464 | 98.614 | ||
| 1920 | 2009.05.06 16:15 | modify | 369 | 1.00 | 98.814 | 99.211 | 98.614 | ||
| 1921 | 2009.05.06 17:08 | modify | 369 | 1.00 | 98.814 | 99.196 | 98.614 | ||
| 1922 | 2009.05.06 17:09 | close | 369 | 1.00 | 98.681 | 99.196 | 98.614 | 13300.00 | 2626147.89 |
| 1923 | 2009.05.06 20:15 | buy | 370 | 1.00 | 98.330 | 0.000 | 0.000 | ||
| 1924 | 2009.05.06 20:15 | modify | 370 | 1.00 | 98.330 | 97.680 | 98.530 | ||
| 1925 | 2009.05.06 20:24 | modify | 370 | 1.00 | 98.330 | 97.940 | 98.530 | ||
| 1926 | 2009.05.06 20:25 | close | 370 | 1.00 | 98.437 | 97.940 | 98.530 | 10700.00 | 2636847.89 |
| 1927 | 2009.05.08 06:10 | buy | 371 | 1.00 | 99.001 | 0.000 | 0.000 | ||
| 1928 | 2009.05.08 06:10 | modify | 371 | 1.00 | 99.001 | 98.351 | 99.201 | ||
| 1929 | 2009.05.08 06:44 | modify | 371 | 1.00 | 99.001 | 98.615 | 99.201 | ||
| 1930 | 2009.05.08 06:48 | modify | 371 | 1.00 | 99.001 | 98.630 | 99.201 | ||
| 1931 | 2009.05.08 06:53 | modify | 371 | 1.00 | 99.001 | 98.645 | 99.201 | ||
| 1932 | 2009.05.08 07:35 | modify | 371 | 1.00 | 99.001 | 98.650 | 99.201 | ||
| 1933 | 2009.05.08 07:36 | close | 371 | 1.00 | 99.140 | 98.650 | 99.201 | 13900.00 | 2650747.89 |
| 1934 | 2009.05.11 23:54 | sell | 372 | 1.00 | 97.531 | 0.000 | 0.000 | ||
| 1935 | 2009.05.11 23:54 | modify | 372 | 1.00 | 97.531 | 98.181 | 97.331 | ||
| 1936 | 2009.05.12 00:37 | modify | 372 | 1.00 | 97.531 | 97.906 | 97.331 | ||
| 1937 | 2009.05.12 00:41 | close | 372 | 1.00 | 97.431 | 97.906 | 97.331 | 8700.05 | 2659447.94 |
| 1938 | 2009.05.12 04:16 | buy | 373 | 1.00 | 97.327 | 0.000 | 0.000 | ||
| 1939 | 2009.05.12 04:16 | modify | 373 | 1.00 | 97.327 | 96.677 | 97.527 | ||
| 1940 | 2009.05.12 05:48 | modify | 373 | 1.00 | 97.327 | 96.935 | 97.527 | ||
| 1941 | 2009.05.12 06:12 | modify | 373 | 1.00 | 97.327 | 96.970 | 97.527 | ||
| 1942 | 2009.05.12 06:15 | close | 373 | 1.00 | 97.439 | 96.970 | 97.527 | 11200.00 | 2670647.94 |
| 1943 | 2009.05.13 02:32 | buy | 374 | 1.00 | 96.065 | 0.000 | 0.000 | ||
| 1944 | 2009.05.13 02:32 | modify | 374 | 1.00 | 96.065 | 95.415 | 96.265 | ||
| 1945 | 2009.05.13 02:40 | modify | 374 | 1.00 | 96.065 | 95.675 | 96.265 | ||
| 1946 | 2009.05.13 02:43 | close | 374 | 1.00 | 96.193 | 95.675 | 96.265 | 12800.00 | 2683447.94 |
| 1947 | 2009.05.14 09:35 | sell | 375 | 1.00 | 95.698 | 0.000 | 0.000 | ||
| 1948 | 2009.05.14 09:35 | modify | 375 | 1.00 | 95.698 | 96.348 | 95.498 | ||
| 1949 | 2009.05.14 09:47 | modify | 375 | 1.00 | 95.698 | 96.086 | 95.498 | ||
| 1950 | 2009.05.14 09:49 | modify | 375 | 1.00 | 95.698 | 96.066 | 95.498 | ||