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 |
| 2101 | 2009.08.12 04:22 | modify | 404 | 1.00 | 95.743 | 95.345 | 95.943 | ||
| 2102 | 2009.08.12 04:23 | modify | 404 | 1.00 | 95.743 | 95.350 | 95.943 | ||
| 2103 | 2009.08.12 04:37 | modify | 404 | 1.00 | 95.743 | 95.365 | 95.943 | ||
| 2104 | 2009.08.12 04:44 | modify | 404 | 1.00 | 95.743 | 95.370 | 95.943 | ||
| 2105 | 2009.08.12 07:43 | s/l | 404 | 1.00 | 95.367 | 95.370 | 95.943 | -37600.00 | 2778247.94 |
| 2106 | 2009.08.12 13:35 | sell | 405 | 1.00 | 95.945 | 0.000 | 0.000 | ||
| 2107 | 2009.08.12 13:35 | modify | 405 | 1.00 | 95.945 | 96.595 | 95.745 | ||
| 2108 | 2009.08.12 13:39 | modify | 405 | 1.00 | 95.945 | 96.341 | 95.745 | ||
| 2109 | 2009.08.12 13:50 | modify | 405 | 1.00 | 95.945 | 96.326 | 95.745 | ||
| 2110 | 2009.08.12 13:52 | modify | 405 | 1.00 | 95.945 | 96.311 | 95.745 | ||
| 2111 | 2009.08.12 13:53 | close | 405 | 1.00 | 95.834 | 96.311 | 95.745 | 11100.00 | 2789347.94 |
| 2112 | 2009.08.14 08:55 | sell | 406 | 1.00 | 95.328 | 0.000 | 0.000 | ||
| 2113 | 2009.08.14 08:55 | modify | 406 | 1.00 | 95.328 | 95.978 | 95.128 | ||
| 2114 | 2009.08.14 09:07 | modify | 406 | 1.00 | 95.328 | 95.681 | 95.128 | ||
| 2115 | 2009.08.14 09:13 | close | 406 | 1.00 | 95.223 | 95.681 | 95.128 | 10500.00 | 2799847.94 |
| 2116 | 2009.08.17 10:25 | sell | 407 | 1.00 | 94.731 | 0.000 | 0.000 | ||
| 2117 | 2009.08.17 10:25 | modify | 407 | 1.00 | 94.731 | 95.381 | 94.531 | ||
| 2118 | 2009.08.17 10:27 | modify | 407 | 1.00 | 94.731 | 95.126 | 94.531 | ||
| 2119 | 2009.08.17 10:29 | modify | 407 | 1.00 | 94.731 | 95.121 | 94.531 | ||
| 2120 | 2009.08.17 11:01 | modify | 407 | 1.00 | 94.731 | 95.086 | 94.531 | ||
| 2121 | 2009.08.17 11:02 | modify | 407 | 1.00 | 94.731 | 95.081 | 94.531 | ||
| 2122 | 2009.08.17 11:03 | close | 407 | 1.00 | 94.611 | 95.081 | 94.531 | 12000.00 | 2811847.94 |
| 2123 | 2009.08.18 14:37 | buy | 408 | 1.00 | 94.944 | 0.000 | 0.000 | ||
| 2124 | 2009.08.18 14:37 | modify | 408 | 1.00 | 94.944 | 94.294 | 95.144 | ||
| 2125 | 2009.08.18 15:09 | modify | 408 | 1.00 | 94.944 | 94.560 | 95.144 | ||
| 2126 | 2009.08.18 15:10 | modify | 408 | 1.00 | 94.944 | 94.565 | 95.144 | ||
| 2127 | 2009.08.18 15:11 | modify | 408 | 1.00 | 94.944 | 94.575 | 95.144 | ||
| 2128 | 2009.08.18 15:12 | modify | 408 | 1.00 | 94.944 | 94.580 | 95.144 | ||
| 2129 | 2009.08.18 15:14 | close | 408 | 1.00 | 95.054 | 94.580 | 95.144 | 11000.00 | 2822847.94 |
| 2130 | 2009.08.19 02:26 | sell | 409 | 1.00 | 94.936 | 0.000 | 0.000 | ||
| 2131 | 2009.08.19 02:26 | modify | 409 | 1.00 | 94.936 | 95.586 | 94.736 | ||
| 2132 | 2009.08.19 02:42 | modify | 409 | 1.00 | 94.936 | 95.331 | 94.736 | ||
| 2133 | 2009.08.19 02:59 | modify | 409 | 1.00 | 94.936 | 95.311 | 94.736 | ||
| 2134 | 2009.08.19 03:01 | close | 409 | 1.00 | 94.821 | 95.311 | 94.736 | 11500.00 | 2834347.94 |
| 2135 | 2009.08.24 14:25 | buy | 410 | 1.00 | 94.744 | 0.000 | 0.000 | ||
| 2136 | 2009.08.24 14:25 | modify | 410 | 1.00 | 94.744 | 94.094 | 94.944 | ||
| 2137 | 2009.08.24 16:36 | modify | 410 | 1.00 | 94.744 | 94.345 | 94.944 | ||
| 2138 | 2009.08.24 17:46 | modify | 410 | 1.00 | 94.744 | 94.370 | 94.944 | ||
| 2139 | 2009.08.24 17:47 | modify | 410 | 1.00 | 94.744 | 94.375 | 94.944 | ||
| 2140 | 2009.08.24 17:48 | modify | 410 | 1.00 | 94.744 | 94.380 | 94.944 | ||
| 2141 | 2009.08.24 17:50 | close | 410 | 1.00 | 94.854 | 94.380 | 94.944 | 11000.00 | 2845347.94 |
| 2142 | 2009.08.25 02:17 | buy | 411 | 1.00 | 94.403 | 0.000 | 0.000 | ||
| 2143 | 2009.08.25 02:17 | modify | 411 | 1.00 | 94.403 | 93.753 | 94.603 | ||
| 2144 | 2009.08.25 02:24 | modify | 411 | 1.00 | 94.403 | 94.005 | 94.603 | ||
| 2145 | 2009.08.25 05:31 | s/l | 411 | 1.00 | 94.006 | 94.005 | 94.603 | -39700.00 | 2805647.94 |
| 2146 | 2009.08.25 11:10 | sell | 412 | 1.00 | 94.370 | 0.000 | 0.000 | ||
| 2147 | 2009.08.25 11:10 | modify | 412 | 1.00 | 94.370 | 95.020 | 94.170 | ||
| 2148 | 2009.08.25 11:39 | modify | 412 | 1.00 | 94.370 | 94.761 | 94.170 | ||
| 2149 | 2009.08.25 11:41 | modify | 412 | 1.00 | 94.370 | 94.746 | 94.170 | ||
| 2150 | 2009.08.25 11:42 | modify | 412 | 1.00 | 94.370 | 94.726 | 94.170 | ||
| 2151 | 2009.08.25 12:15 | modify | 412 | 1.00 | 94.370 | 94.721 | 94.170 | ||
| 2152 | 2009.08.25 12:31 | close | 412 | 1.00 | 94.268 | 94.721 | 94.170 | 10200.00 | 2815847.94 |
| 2153 | 2009.08.25 20:18 | buy | 413 | 1.00 | 94.127 | 0.000 | 0.000 | ||
| 2154 | 2009.08.25 20:18 | modify | 413 | 1.00 | 94.127 | 93.477 | 94.327 | ||
| 2155 | 2009.08.25 21:55 | modify | 413 | 1.00 | 94.127 | 93.740 | 94.327 | ||
| 2156 | 2009.08.25 21:56 | modify | 413 | 1.00 | 94.127 | 93.750 | 94.327 | ||
| 2157 | 2009.08.26 00:46 | modify | 413 | 1.00 | 94.127 | 93.755 | 94.327 | ||
| 2158 | 2009.08.26 00:47 | modify | 413 | 1.00 | 94.127 | 93.765 | 94.327 | ||
| 2159 | 2009.08.26 01:03 | modify | 413 | 1.00 | 94.127 | 93.775 | 94.327 | ||
| 2160 | 2009.08.26 01:05 | close | 413 | 1.00 | 94.225 | 93.775 | 94.327 | 10427.92 | 2826275.86 |
| 2161 | 2009.08.27 15:43 | sell | 414 | 1.00 | 93.915 | 0.000 | 0.000 | ||
| 2162 | 2009.08.27 15:43 | modify | 414 | 1.00 | 93.915 | 94.565 | 93.715 | ||
| 2163 | 2009.08.27 15:50 | modify | 414 | 1.00 | 93.915 | 94.311 | 93.715 | ||
| 2164 | 2009.08.27 15:53 | modify | 414 | 1.00 | 93.915 | 94.301 | 93.715 | ||
| 2165 | 2009.08.27 15:57 | modify | 414 | 1.00 | 93.915 | 94.271 | 93.715 | ||
| 2166 | 2009.08.27 16:02 | modify | 414 | 1.00 | 93.915 | 94.266 | 93.715 | ||
| 2167 | 2009.08.27 16:35 | close | 414 | 1.00 | 93.806 | 94.266 | 93.715 | 10900.00 | 2837175.86 |
| 2168 | 2009.08.28 02:51 | sell | 415 | 1.00 | 93.692 | 0.000 | 0.000 | ||
| 2169 | 2009.08.28 02:51 | modify | 415 | 1.00 | 93.692 | 94.342 | 93.492 | ||
| 2170 | 2009.08.28 05:04 | modify | 415 | 1.00 | 93.692 | 94.091 | 93.492 | ||
| 2171 | 2009.08.28 05:19 | modify | 415 | 1.00 | 93.692 | 94.071 | 93.492 | ||
| 2172 | 2009.08.28 11:36 | s/l | 415 | 1.00 | 94.069 | 94.071 | 93.492 | -37700.00 | 2799475.86 |
| 2173 | 2009.09.11 02:33 | buy | 416 | 1.00 | 91.652 | 0.000 | 0.000 | ||
| 2174 | 2009.09.11 02:33 | modify | 416 | 1.00 | 91.652 | 91.002 | 91.852 | ||
| 2175 | 2009.09.11 03:00 | modify | 416 | 1.00 | 91.652 | 91.255 | 91.852 | ||
| 2176 | 2009.09.11 07:15 | s/l | 416 | 1.00 | 91.252 | 91.255 | 91.852 | -40000.00 | 2759475.86 |
| 2177 | 2009.09.11 22:44 | sell | 417 | 1.00 | 90.722 | 0.000 | 0.000 | ||
| 2178 | 2009.09.11 22:44 | modify | 417 | 1.00 | 90.722 | 91.372 | 90.522 | ||
| 2179 | 2009.09.11 22:54 | modify | 417 | 1.00 | 90.722 | 91.121 | 90.522 | ||
| 2180 | 2009.09.11 22:56 | modify | 417 | 1.00 | 90.722 | 91.116 | 90.522 | ||
| 2181 | 2009.09.11 22:57 | modify | 417 | 1.00 | 90.722 | 91.111 | 90.522 | ||
| 2182 | 2009.09.11 22:59 | modify | 417 | 1.00 | 90.722 | 91.101 | 90.522 | ||
| 2183 | 2009.09.11 23:00 | close | 417 | 1.00 | 90.661 | 91.101 | 90.522 | 6100.00 | 2765575.86 |
| 2184 | 2009.09.14 03:18 | sell | 418 | 1.00 | 90.629 | 0.000 | 0.000 | ||
| 2185 | 2009.09.14 03:18 | modify | 418 | 1.00 | 90.629 | 91.279 | 90.429 | ||
| 2186 | 2009.09.14 03:23 | modify | 418 | 1.00 | 90.629 | 91.026 | 90.429 | ||
| 2187 | 2009.09.14 03:28 | modify | 418 | 1.00 | 90.629 | 91.011 | 90.429 | ||
| 2188 | 2009.09.14 03:29 | modify | 418 | 1.00 | 90.629 | 90.981 | 90.429 | ||
| 2189 | 2009.09.14 04:17 | close | 418 | 1.00 | 90.517 | 90.981 | 90.429 | 11200.00 | 2776775.86 |
| 2190 | 2009.09.14 17:52 | buy | 419 | 1.00 | 90.633 | 0.000 | 0.000 | ||
| 2191 | 2009.09.14 17:52 | modify | 419 | 1.00 | 90.633 | 89.983 | 90.833 | ||
| 2192 | 2009.09.14 18:00 | modify | 419 | 1.00 | 90.633 | 90.240 | 90.833 | ||
| 2193 | 2009.09.14 18:08 | modify | 419 | 1.00 | 90.633 | 90.265 | 90.833 | ||
| 2194 | 2009.09.14 18:09 | modify | 419 | 1.00 | 90.633 | 90.270 | 90.833 | ||
| 2195 | 2009.09.14 18:10 | modify | 419 | 1.00 | 90.633 | 90.275 | 90.833 | ||
| 2196 | 2009.09.14 18:12 | close | 419 | 1.00 | 90.738 | 90.275 | 90.833 | 10500.00 | 2787275.86 |
| 2197 | 2009.09.17 03:02 | sell | 420 | 1.00 | 91.066 | 0.000 | 0.000 | ||
| 2198 | 2009.09.17 03:02 | modify | 420 | 1.00 | 91.066 | 91.716 | 90.866 | ||
| 2199 | 2009.09.17 09:22 | close | 420 | 1.00 | 90.999 | 91.716 | 90.866 | 6700.00 | 2793975.86 |
| 2200 | 2009.09.18 02:00 | sell | 421 | 1.00 | 91.215 | 0.000 | 0.000 | ||
| 2201 | 2009.09.18 02:00 | modify | 421 | 1.00 | 91.215 | 91.865 | 91.015 | ||
| 2202 | 2009.09.18 02:07 | modify | 421 | 1.00 | 91.215 | 91.606 | 91.015 | ||
| 2203 | 2009.09.18 02:21 | modify | 421 | 1.00 | 91.215 | 91.591 | 91.015 | ||
| 2204 | 2009.09.18 08:37 | modify | 421 | 1.00 | 91.215 | 91.586 | 91.015 | ||
| 2205 | 2009.09.18 08:38 | close | 421 | 1.00 | 91.101 | 91.586 | 91.015 | 11400.00 | 2805375.86 |
| 2206 | 2009.09.23 10:00 | sell | 422 | 1.00 | 90.952 | 0.000 | 0.000 | ||
| 2207 | 2009.09.23 10:00 | modify | 422 | 1.00 | 90.952 | 91.602 | 90.752 | ||
| 2208 | 2009.09.23 10:02 | modify | 422 | 1.00 | 90.952 | 91.331 | 90.752 | ||
| 2209 | 2009.09.23 11:40 | modify | 422 | 1.00 | 90.952 | 91.321 | 90.752 | ||
| 2210 | 2009.09.23 13:43 | s/l | 422 | 1.00 | 91.329 | 91.321 | 90.752 | -37700.00 | 2767675.86 |
| 2211 | 2009.09.23 21:22 | buy | 423 | 1.00 | 90.925 | 0.000 | 0.000 | ||
| 2212 | 2009.09.23 21:22 | modify | 423 | 1.00 | 90.925 | 90.275 | 91.125 | ||
| 2213 | 2009.09.23 21:25 | close | 423 | 1.00 | 91.027 | 90.275 | 91.125 | 10200.00 | 2777875.86 |
| 2214 | 2009.09.24 17:02 | sell | 424 | 1.00 | 90.953 | 0.000 | 0.000 | ||
| 2215 | 2009.09.24 17:02 | modify | 424 | 1.00 | 90.953 | 91.603 | 90.753 | ||
| 2216 | 2009.09.24 20:21 | close | 424 | 1.00 | 91.418 | 91.603 | 90.753 | -46500.00 | 2731375.86 |
| 2217 | 2009.09.25 04:27 | buy | 425 | 1.00 | 90.618 | 0.000 | 0.000 | ||
| 2218 | 2009.09.25 04:27 | modify | 425 | 1.00 | 90.618 | 89.968 | 90.818 | ||
| 2219 | 2009.09.25 04:30 | modify | 425 | 1.00 | 90.618 | 90.235 | 90.818 | ||
| 2220 | 2009.09.25 04:31 | modify | 425 | 1.00 | 90.618 | 90.260 | 90.818 | ||
| 2221 | 2009.09.25 04:36 | close | 425 | 1.00 | 90.725 | 90.260 | 90.818 | 10700.00 | 2742075.86 |
| 2222 | 2009.09.28 06:10 | sell | 426 | 1.00 | 89.348 | 0.000 | 0.000 | ||
| 2223 | 2009.09.28 06:10 | modify | 426 | 1.00 | 89.348 | 89.998 | 89.148 | ||
| 2224 | 2009.09.28 06:38 | modify | 426 | 1.00 | 89.348 | 89.746 | 89.148 | ||
| 2225 | 2009.09.28 08:47 | modify | 426 | 1.00 | 89.348 | 89.721 | 89.148 | ||
| 2226 | 2009.09.28 08:48 | modify | 426 | 1.00 | 89.348 | 89.701 | 89.148 | ||
| 2227 | 2009.09.28 08:59 | close | 426 | 1.00 | 89.222 | 89.701 | 89.148 | 12600.00 | 2754675.86 |
| 2228 | 2009.10.06 02:50 | sell | 427 | 1.00 | 89.644 | 0.000 | 0.000 | ||
| 2229 | 2009.10.06 02:50 | modify | 427 | 1.00 | 89.644 | 90.294 | 89.444 | ||
| 2230 | 2009.10.06 03:03 | modify | 427 | 1.00 | 89.644 | 90.036 | 89.444 | ||
| 2231 | 2009.10.06 03:04 | modify | 427 | 1.00 | 89.644 | 90.031 | 89.444 | ||
| 2232 | 2009.10.06 03:06 | modify | 427 | 1.00 | 89.644 | 90.026 | 89.444 | ||
| 2233 | 2009.10.06 03:07 | modify | 427 | 1.00 | 89.644 | 89.996 | 89.444 | ||
| 2234 | 2009.10.06 03:11 | close | 427 | 1.00 | 89.539 | 89.996 | 89.444 | 10500.00 | 2765175.86 |
| 2235 | 2009.10.08 02:30 | buy | 428 | 1.00 | 88.529 | 0.000 | 0.000 | ||
| 2236 | 2009.10.08 02:30 | modify | 428 | 1.00 | 88.529 | 87.879 | 88.729 | ||
| 2237 | 2009.10.08 03:13 | modify | 428 | 1.00 | 88.529 | 88.130 | 88.729 | ||
| 2238 | 2009.10.08 08:51 | close | 428 | 1.00 | 88.371 | 88.130 | 88.729 | -15800.00 | 2749375.86 |
| 2239 | 2009.10.08 13:30 | sell | 429 | 1.00 | 88.513 | 0.000 | 0.000 | ||
| 2240 | 2009.10.08 13:30 | modify | 429 | 1.00 | 88.513 | 89.163 | 88.313 | ||
| 2241 | 2009.10.08 13:46 | modify | 429 | 1.00 | 88.513 | 88.911 | 88.313 | ||
| 2242 | 2009.10.08 13:49 | modify | 429 | 1.00 | 88.513 | 88.906 | 88.313 | ||
| 2243 | 2009.10.08 13:51 | modify | 429 | 1.00 | 88.513 | 88.901 | 88.313 | ||
| 2244 | 2009.10.08 13:52 | modify | 429 | 1.00 | 88.513 | 88.891 | 88.313 | ||
| 2245 | 2009.10.08 13:57 | modify | 429 | 1.00 | 88.513 | 88.866 | 88.313 | ||
| 2246 | 2009.10.08 13:58 | close | 429 | 1.00 | 88.402 | 88.866 | 88.313 | 11100.00 | 2760475.86 |
| 2247 | 2009.10.14 14:11 | sell | 430 | 1.00 | 89.471 | 0.000 | 0.000 | ||
| 2248 | 2009.10.14 14:11 | modify | 430 | 1.00 | 89.471 | 90.121 | 89.271 | ||
| 2249 | 2009.10.14 16:31 | close | 430 | 1.00 | 89.343 | 90.121 | 89.271 | 12800.00 | 2773275.86 |
| 2250 | 2009.10.16 18:12 | buy | 431 | 1.00 | 90.662 | 0.000 | 0.000 | ||