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 |
| 1951 | 2009.05.14 09:58 | close | 375 | 1.00 | 95.565 | 96.066 | 95.498 | 13300.00 | 2696747.94 |
| 1952 | 2009.05.19 12:17 | buy | 376 | 1.00 | 96.244 | 0.000 | 0.000 | ||
| 1953 | 2009.05.19 12:17 | modify | 376 | 1.00 | 96.244 | 95.594 | 96.444 | ||
| 1954 | 2009.05.19 12:26 | modify | 376 | 1.00 | 96.244 | 95.890 | 96.444 | ||
| 1955 | 2009.05.19 12:36 | close | 376 | 1.00 | 96.355 | 95.890 | 96.444 | 11100.00 | 2707847.94 |
| 1956 | 2009.05.25 18:23 | buy | 377 | 1.00 | 95.001 | 0.000 | 0.000 | ||
| 1957 | 2009.05.25 18:23 | modify | 377 | 1.00 | 95.001 | 94.351 | 95.201 | ||
| 1958 | 2009.05.25 20:34 | close | 377 | 1.00 | 94.805 | 94.351 | 95.201 | -19600.00 | 2688247.94 |
| 1959 | 2009.05.26 03:16 | sell | 378 | 1.00 | 95.035 | 0.000 | 0.000 | ||
| 1960 | 2009.05.26 03:16 | modify | 378 | 1.00 | 95.035 | 95.685 | 94.835 | ||
| 1961 | 2009.05.26 03:24 | modify | 378 | 1.00 | 95.035 | 95.426 | 94.835 | ||
| 1962 | 2009.05.26 03:28 | modify | 378 | 1.00 | 95.035 | 95.421 | 94.835 | ||
| 1963 | 2009.05.26 03:29 | modify | 378 | 1.00 | 95.035 | 95.401 | 94.835 | ||
| 1964 | 2009.05.26 03:32 | close | 378 | 1.00 | 94.930 | 95.401 | 94.835 | 10500.00 | 2698747.94 |
| 1965 | 2009.05.28 18:10 | buy | 379 | 1.00 | 96.576 | 0.000 | 0.000 | ||
| 1966 | 2009.05.28 18:10 | modify | 379 | 1.00 | 96.576 | 95.926 | 96.776 | ||
| 1967 | 2009.05.28 18:15 | modify | 379 | 1.00 | 96.576 | 96.210 | 96.776 | ||
| 1968 | 2009.05.28 18:16 | modify | 379 | 1.00 | 96.576 | 96.215 | 96.776 | ||
| 1969 | 2009.05.28 18:23 | close | 379 | 1.00 | 96.690 | 96.215 | 96.776 | 11400.00 | 2710147.94 |
| 1970 | 2009.05.29 09:17 | sell | 380 | 1.00 | 96.686 | 0.000 | 0.000 | ||
| 1971 | 2009.05.29 09:17 | modify | 380 | 1.00 | 96.686 | 97.336 | 96.486 | ||
| 1972 | 2009.05.29 10:57 | close | 380 | 1.00 | 96.581 | 97.336 | 96.486 | 10500.00 | 2720647.94 |
| 1973 | 2009.06.01 07:28 | sell | 381 | 1.00 | 95.123 | 0.000 | 0.000 | ||
| 1974 | 2009.06.01 07:28 | modify | 381 | 1.00 | 95.123 | 95.773 | 94.923 | ||
| 1975 | 2009.06.01 07:35 | modify | 381 | 1.00 | 95.123 | 95.511 | 94.923 | ||
| 1976 | 2009.06.01 09:55 | close | 381 | 1.00 | 95.045 | 95.511 | 94.923 | 7800.00 | 2728447.94 |
| 1977 | 2009.06.01 14:37 | sell | 382 | 1.00 | 94.923 | 0.000 | 0.000 | ||
| 1978 | 2009.06.01 14:37 | modify | 382 | 1.00 | 94.923 | 95.573 | 94.723 | ||
| 1979 | 2009.06.01 15:06 | modify | 382 | 1.00 | 94.923 | 95.281 | 94.723 | ||
| 1980 | 2009.06.01 15:07 | close | 382 | 1.00 | 94.823 | 95.281 | 94.723 | 10000.00 | 2738447.94 |
| 1981 | 2009.06.01 15:39 | sell | 383 | 1.00 | 95.193 | 0.000 | 0.000 | ||
| 1982 | 2009.06.01 15:39 | modify | 383 | 1.00 | 95.193 | 95.843 | 94.993 | ||
| 1983 | 2009.06.01 16:14 | close | 383 | 1.00 | 95.686 | 95.843 | 94.993 | -49300.00 | 2689147.94 |
| 1984 | 2009.06.02 03:15 | buy | 384 | 1.00 | 96.180 | 0.000 | 0.000 | ||
| 1985 | 2009.06.02 03:15 | modify | 384 | 1.00 | 96.180 | 95.530 | 96.380 | ||
| 1986 | 2009.06.02 03:51 | modify | 384 | 1.00 | 96.180 | 95.810 | 96.380 | ||
| 1987 | 2009.06.02 03:52 | close | 384 | 1.00 | 96.287 | 95.810 | 96.380 | 10700.00 | 2699847.94 |
| 1988 | 2009.06.08 04:35 | buy | 385 | 1.00 | 98.373 | 0.000 | 0.000 | ||
| 1989 | 2009.06.08 04:35 | modify | 385 | 1.00 | 98.373 | 97.723 | 98.573 | ||
| 1990 | 2009.06.08 04:38 | modify | 385 | 1.00 | 98.373 | 97.980 | 98.573 | ||
| 1991 | 2009.06.08 04:39 | modify | 385 | 1.00 | 98.373 | 97.985 | 98.573 | ||
| 1992 | 2009.06.08 04:40 | modify | 385 | 1.00 | 98.373 | 97.995 | 98.573 | ||
| 1993 | 2009.06.08 04:41 | close | 385 | 1.00 | 98.480 | 97.995 | 98.573 | 10700.00 | 2710547.94 |
| 1994 | 2009.06.08 08:58 | sell | 386 | 1.00 | 98.541 | 0.000 | 0.000 | ||
| 1995 | 2009.06.08 08:58 | modify | 386 | 1.00 | 98.541 | 99.191 | 98.341 | ||
| 1996 | 2009.06.08 09:20 | modify | 386 | 1.00 | 98.541 | 98.921 | 98.341 | ||
| 1997 | 2009.06.08 09:21 | modify | 386 | 1.00 | 98.541 | 98.906 | 98.341 | ||
| 1998 | 2009.06.08 09:31 | modify | 386 | 1.00 | 98.541 | 98.896 | 98.341 | ||
| 1999 | 2009.06.08 09:32 | close | 386 | 1.00 | 98.437 | 98.896 | 98.341 | 10400.00 | 2720947.94 |
| 2000 | 2009.06.11 14:03 | sell | 387 | 1.00 | 98.089 | 0.000 | 0.000 | ||
| 2001 | 2009.06.11 14:03 | modify | 387 | 1.00 | 98.089 | 98.739 | 97.889 | ||
| 2002 | 2009.06.11 17:16 | modify | 387 | 1.00 | 98.089 | 98.481 | 97.889 | ||
| 2003 | 2009.06.11 17:17 | close | 387 | 1.00 | 97.979 | 98.481 | 97.889 | 11000.00 | 2731947.94 |
| 2004 | 2009.06.22 04:48 | buy | 388 | 1.00 | 95.891 | 0.000 | 0.000 | ||
| 2005 | 2009.06.22 04:48 | modify | 388 | 1.00 | 95.891 | 95.241 | 96.091 | ||
| 2006 | 2009.06.22 05:16 | modify | 388 | 1.00 | 95.891 | 95.505 | 96.091 | ||
| 2007 | 2009.06.22 05:24 | modify | 388 | 1.00 | 95.891 | 95.520 | 96.091 | ||
| 2008 | 2009.06.22 05:25 | modify | 388 | 1.00 | 95.891 | 95.525 | 96.091 | ||
| 2009 | 2009.06.22 05:30 | modify | 388 | 1.00 | 95.891 | 95.535 | 96.091 | ||
| 2010 | 2009.06.22 05:32 | close | 388 | 1.00 | 96.022 | 95.535 | 96.091 | 13100.00 | 2745047.94 |
| 2011 | 2009.06.23 13:46 | sell | 389 | 1.00 | 95.580 | 0.000 | 0.000 | ||
| 2012 | 2009.06.23 13:46 | modify | 389 | 1.00 | 95.580 | 96.230 | 95.380 | ||
| 2013 | 2009.06.23 14:05 | modify | 389 | 1.00 | 95.580 | 95.971 | 95.380 | ||
| 2014 | 2009.06.23 14:06 | modify | 389 | 1.00 | 95.580 | 95.961 | 95.380 | ||
| 2015 | 2009.06.23 14:10 | modify | 389 | 1.00 | 95.580 | 95.951 | 95.380 | ||
| 2016 | 2009.06.23 14:12 | close | 389 | 1.00 | 95.466 | 95.951 | 95.380 | 11400.00 | 2756447.94 |
| 2017 | 2009.06.23 18:08 | buy | 390 | 1.00 | 95.184 | 0.000 | 0.000 | ||
| 2018 | 2009.06.23 18:08 | modify | 390 | 1.00 | 95.184 | 94.534 | 95.384 | ||
| 2019 | 2009.06.23 18:25 | modify | 390 | 1.00 | 95.184 | 94.785 | 95.384 | ||
| 2020 | 2009.06.23 18:33 | modify | 390 | 1.00 | 95.184 | 94.790 | 95.384 | ||
| 2021 | 2009.06.23 18:34 | modify | 390 | 1.00 | 95.184 | 94.815 | 95.384 | ||
| 2022 | 2009.06.23 18:35 | modify | 390 | 1.00 | 95.184 | 94.825 | 95.384 | ||
| 2023 | 2009.06.23 18:36 | close | 390 | 1.00 | 95.305 | 94.825 | 95.384 | 12100.00 | 2768547.94 |
| 2024 | 2009.06.24 03:09 | sell | 391 | 1.00 | 95.445 | 0.000 | 0.000 | ||
| 2025 | 2009.06.24 03:09 | modify | 391 | 1.00 | 95.445 | 96.095 | 95.245 | ||
| 2026 | 2009.06.24 03:11 | modify | 391 | 1.00 | 95.445 | 95.841 | 95.245 | ||
| 2027 | 2009.06.24 03:12 | modify | 391 | 1.00 | 95.445 | 95.816 | 95.245 | ||
| 2028 | 2009.06.24 03:13 | modify | 391 | 1.00 | 95.445 | 95.806 | 95.245 | ||
| 2029 | 2009.06.24 03:16 | modify | 391 | 1.00 | 95.445 | 95.801 | 95.245 | ||
| 2030 | 2009.06.24 03:17 | modify | 391 | 1.00 | 95.445 | 95.796 | 95.245 | ||
| 2031 | 2009.06.24 03:19 | close | 391 | 1.00 | 95.313 | 95.796 | 95.245 | 13200.00 | 2781747.94 |
| 2032 | 2009.06.25 15:46 | buy | 392 | 1.00 | 96.122 | 0.000 | 0.000 | ||
| 2033 | 2009.06.25 15:46 | modify | 392 | 1.00 | 96.122 | 95.472 | 96.322 | ||
| 2034 | 2009.06.25 16:11 | modify | 392 | 1.00 | 96.122 | 95.725 | 96.322 | ||
| 2035 | 2009.06.25 16:12 | modify | 392 | 1.00 | 96.122 | 95.730 | 96.322 | ||
| 2036 | 2009.06.25 16:13 | modify | 392 | 1.00 | 96.122 | 95.745 | 96.322 | ||
| 2037 | 2009.06.25 16:14 | modify | 392 | 1.00 | 96.122 | 95.760 | 96.322 | ||
| 2038 | 2009.06.25 16:56 | modify | 392 | 1.00 | 96.122 | 95.765 | 96.322 | ||
| 2039 | 2009.06.25 17:06 | close | 392 | 1.00 | 96.242 | 95.765 | 96.322 | 12000.00 | 2793747.94 |
| 2040 | 2009.06.30 13:53 | sell | 393 | 1.00 | 95.923 | 0.000 | 0.000 | ||
| 2041 | 2009.06.30 13:53 | modify | 393 | 1.00 | 95.923 | 96.573 | 95.723 | ||
| 2042 | 2009.06.30 14:24 | modify | 393 | 1.00 | 95.923 | 96.321 | 95.723 | ||
| 2043 | 2009.06.30 14:26 | modify | 393 | 1.00 | 95.923 | 96.316 | 95.723 | ||
| 2044 | 2009.06.30 14:28 | modify | 393 | 1.00 | 95.923 | 96.311 | 95.723 | ||
| 2045 | 2009.06.30 14:34 | modify | 393 | 1.00 | 95.923 | 96.306 | 95.723 | ||
| 2046 | 2009.06.30 14:46 | modify | 393 | 1.00 | 95.923 | 96.296 | 95.723 | ||
| 2047 | 2009.06.30 14:47 | modify | 393 | 1.00 | 95.923 | 96.291 | 95.723 | ||
| 2048 | 2009.06.30 14:48 | close | 393 | 1.00 | 95.816 | 96.291 | 95.723 | 10700.00 | 2804447.94 |
| 2049 | 2009.07.01 16:15 | buy | 394 | 1.00 | 96.588 | 0.000 | 0.000 | ||
| 2050 | 2009.07.01 16:15 | modify | 394 | 1.00 | 96.588 | 95.938 | 96.788 | ||
| 2051 | 2009.07.01 17:18 | modify | 394 | 1.00 | 96.588 | 96.195 | 96.788 | ||
| 2052 | 2009.07.01 17:27 | modify | 394 | 1.00 | 96.588 | 96.205 | 96.788 | ||
| 2053 | 2009.07.01 17:29 | close | 394 | 1.00 | 96.692 | 96.205 | 96.788 | 10400.00 | 2814847.94 |
| 2054 | 2009.07.08 14:25 | sell | 395 | 1.00 | 94.419 | 0.000 | 0.000 | ||
| 2055 | 2009.07.08 14:25 | modify | 395 | 1.00 | 94.419 | 95.069 | 94.219 | ||
| 2056 | 2009.07.08 14:34 | modify | 395 | 1.00 | 94.419 | 94.811 | 94.219 | ||
| 2057 | 2009.07.08 14:36 | modify | 395 | 1.00 | 94.419 | 94.791 | 94.219 | ||
| 2058 | 2009.07.08 15:02 | close | 395 | 1.00 | 94.309 | 94.791 | 94.219 | 11000.00 | 2825847.94 |
| 2059 | 2009.07.14 10:07 | buy | 396 | 1.00 | 92.868 | 0.000 | 0.000 | ||
| 2060 | 2009.07.14 10:07 | modify | 396 | 1.00 | 92.868 | 92.218 | 93.068 | ||
| 2061 | 2009.07.14 10:11 | modify | 396 | 1.00 | 92.868 | 92.470 | 93.068 | ||
| 2062 | 2009.07.14 10:12 | modify | 396 | 1.00 | 92.868 | 92.485 | 93.068 | ||
| 2063 | 2009.07.14 10:13 | close | 396 | 1.00 | 92.969 | 92.485 | 93.068 | 10100.00 | 2835947.94 |
| 2064 | 2009.07.16 13:40 | sell | 397 | 1.00 | 94.047 | 0.000 | 0.000 | ||
| 2065 | 2009.07.16 13:40 | modify | 397 | 1.00 | 94.047 | 94.697 | 93.847 | ||
| 2066 | 2009.07.16 13:44 | modify | 397 | 1.00 | 94.047 | 94.431 | 93.847 | ||
| 2067 | 2009.07.16 13:48 | modify | 397 | 1.00 | 94.047 | 94.406 | 93.847 | ||
| 2068 | 2009.07.16 13:49 | close | 397 | 1.00 | 93.938 | 94.406 | 93.847 | 10900.00 | 2846847.94 |
| 2069 | 2009.07.22 02:30 | buy | 398 | 1.00 | 93.558 | 0.000 | 0.000 | ||
| 2070 | 2009.07.22 02:30 | modify | 398 | 1.00 | 93.558 | 92.908 | 93.758 | ||
| 2071 | 2009.07.22 04:55 | modify | 398 | 1.00 | 93.558 | 93.160 | 93.758 | ||
| 2072 | 2009.07.22 04:56 | modify | 398 | 1.00 | 93.558 | 93.170 | 93.758 | ||
| 2073 | 2009.07.22 04:57 | close | 398 | 1.00 | 93.630 | 93.170 | 93.758 | 7200.00 | 2854047.94 |
| 2074 | 2009.07.24 11:19 | sell | 399 | 1.00 | 94.977 | 0.000 | 0.000 | ||
| 2075 | 2009.07.24 11:19 | modify | 399 | 1.00 | 94.977 | 95.627 | 94.777 | ||
| 2076 | 2009.07.24 11:50 | modify | 399 | 1.00 | 94.977 | 95.371 | 94.777 | ||
| 2077 | 2009.07.24 11:51 | modify | 399 | 1.00 | 94.977 | 95.361 | 94.777 | ||
| 2078 | 2009.07.24 11:52 | modify | 399 | 1.00 | 94.977 | 95.356 | 94.777 | ||
| 2079 | 2009.07.24 11:53 | close | 399 | 1.00 | 94.864 | 95.356 | 94.777 | 11300.00 | 2865347.94 |
| 2080 | 2009.07.28 03:10 | buy | 400 | 1.00 | 95.104 | 0.000 | 0.000 | ||
| 2081 | 2009.07.28 03:10 | modify | 400 | 1.00 | 95.104 | 94.454 | 95.304 | ||
| 2082 | 2009.07.28 08:41 | modify | 400 | 1.00 | 95.104 | 94.705 | 95.304 | ||
| 2083 | 2009.07.28 08:43 | modify | 400 | 1.00 | 95.104 | 94.715 | 95.304 | ||
| 2084 | 2009.07.28 12:06 | s/l | 400 | 1.00 | 94.702 | 94.715 | 95.304 | -40200.00 | 2825147.94 |
| 2085 | 2009.08.04 04:40 | sell | 401 | 1.00 | 95.395 | 0.000 | 0.000 | ||
| 2086 | 2009.08.04 04:40 | modify | 401 | 1.00 | 95.395 | 96.045 | 95.195 | ||
| 2087 | 2009.08.04 06:25 | modify | 401 | 1.00 | 95.395 | 95.781 | 95.195 | ||
| 2088 | 2009.08.04 06:26 | modify | 401 | 1.00 | 95.395 | 95.771 | 95.195 | ||
| 2089 | 2009.08.04 06:28 | modify | 401 | 1.00 | 95.395 | 95.756 | 95.195 | ||
| 2090 | 2009.08.04 07:33 | modify | 401 | 1.00 | 95.395 | 95.751 | 95.195 | ||
| 2091 | 2009.08.04 07:35 | close | 401 | 1.00 | 95.280 | 95.751 | 95.195 | 11500.00 | 2836647.94 |
| 2092 | 2009.08.04 17:05 | sell | 402 | 1.00 | 94.982 | 0.000 | 0.000 | ||
| 2093 | 2009.08.04 17:05 | modify | 402 | 1.00 | 94.982 | 95.632 | 94.782 | ||
| 2094 | 2009.08.04 20:28 | close | 402 | 1.00 | 95.310 | 95.632 | 94.782 | -32800.00 | 2803847.94 |
| 2095 | 2009.08.06 04:06 | sell | 403 | 1.00 | 95.066 | 0.000 | 0.000 | ||
| 2096 | 2009.08.06 04:06 | modify | 403 | 1.00 | 95.066 | 95.716 | 94.866 | ||
| 2097 | 2009.08.06 05:33 | modify | 403 | 1.00 | 95.066 | 95.451 | 94.866 | ||
| 2098 | 2009.08.06 05:34 | close | 403 | 1.00 | 94.946 | 95.451 | 94.866 | 12000.00 | 2815847.94 |
| 2099 | 2009.08.12 04:16 | buy | 404 | 1.00 | 95.743 | 0.000 | 0.000 | ||
| 2100 | 2009.08.12 04:16 | modify | 404 | 1.00 | 95.743 | 95.093 | 95.943 | ||