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 |
| 2251 | 2009.10.16 18:12 | modify | 431 | 1.00 | 90.662 | 90.012 | 90.862 | ||
| 2252 | 2009.10.16 18:23 | modify | 431 | 1.00 | 90.662 | 90.275 | 90.862 | ||
| 2253 | 2009.10.16 18:24 | modify | 431 | 1.00 | 90.662 | 90.280 | 90.862 | ||
| 2254 | 2009.10.16 18:26 | close | 431 | 1.00 | 90.768 | 90.280 | 90.862 | 10600.00 | 2783875.86 |
| 2255 | 2009.10.19 00:17 | sell | 432 | 1.00 | 91.042 | 0.000 | 0.000 | ||
| 2256 | 2009.10.19 00:17 | modify | 432 | 1.00 | 91.042 | 91.692 | 90.842 | ||
| 2257 | 2009.10.19 01:00 | close | 432 | 1.00 | 90.956 | 91.692 | 90.842 | 8600.00 | 2792475.86 |
| 2258 | 2009.10.29 10:47 | sell | 433 | 1.00 | 90.667 | 0.000 | 0.000 | ||
| 2259 | 2009.10.29 10:47 | modify | 433 | 1.00 | 90.667 | 91.317 | 90.467 | ||
| 2260 | 2009.10.29 10:50 | modify | 433 | 1.00 | 90.667 | 91.066 | 90.467 | ||
| 2261 | 2009.10.29 10:51 | modify | 433 | 1.00 | 90.667 | 91.061 | 90.467 | ||
| 2262 | 2009.10.29 11:06 | modify | 433 | 1.00 | 90.667 | 91.036 | 90.467 | ||
| 2263 | 2009.10.29 15:30 | s/l | 433 | 1.00 | 91.050 | 91.036 | 90.467 | -38300.00 | 2754175.86 |
| 2264 | 2009.10.30 15:02 | sell | 434 | 1.00 | 91.248 | 0.000 | 0.000 | ||
| 2265 | 2009.10.30 15:02 | modify | 434 | 1.00 | 91.248 | 91.898 | 91.048 | ||
| 2266 | 2009.10.30 15:23 | modify | 434 | 1.00 | 91.248 | 91.641 | 91.048 | ||
| 2267 | 2009.10.30 15:24 | modify | 434 | 1.00 | 91.248 | 91.611 | 91.048 | ||
| 2268 | 2009.10.30 15:26 | modify | 434 | 1.00 | 91.248 | 91.601 | 91.048 | ||
| 2269 | 2009.10.30 15:27 | close | 434 | 1.00 | 91.146 | 91.601 | 91.048 | 10200.00 | 2764375.86 |
| 2270 | 2009.11.02 13:36 | buy | 435 | 1.00 | 89.877 | 0.000 | 0.000 | ||
| 2271 | 2009.11.02 13:36 | modify | 435 | 1.00 | 89.877 | 89.227 | 90.077 | ||
| 2272 | 2009.11.02 13:44 | modify | 435 | 1.00 | 89.877 | 89.480 | 90.077 | ||
| 2273 | 2009.11.02 13:46 | modify | 435 | 1.00 | 89.877 | 89.485 | 90.077 | ||
| 2274 | 2009.11.02 13:47 | modify | 435 | 1.00 | 89.877 | 89.500 | 90.077 | ||
| 2275 | 2009.11.02 13:52 | modify | 435 | 1.00 | 89.877 | 89.525 | 90.077 | ||
| 2276 | 2009.11.02 14:03 | close | 435 | 1.00 | 89.979 | 89.525 | 90.077 | 10200.00 | 2774575.86 |
| 2277 | 2009.11.06 13:21 | sell | 436 | 1.00 | 90.700 | 0.000 | 0.000 | ||
| 2278 | 2009.11.06 13:21 | modify | 436 | 1.00 | 90.700 | 91.350 | 90.500 | ||
| 2279 | 2009.11.06 13:26 | modify | 436 | 1.00 | 90.700 | 91.091 | 90.500 | ||
| 2280 | 2009.11.06 13:40 | modify | 436 | 1.00 | 90.700 | 91.081 | 90.500 | ||
| 2281 | 2009.11.06 13:47 | modify | 436 | 1.00 | 90.700 | 91.066 | 90.500 | ||
| 2282 | 2009.11.06 14:06 | modify | 436 | 1.00 | 90.700 | 91.056 | 90.500 | ||
| 2283 | 2009.11.06 14:19 | modify | 436 | 1.00 | 90.700 | 91.051 | 90.500 | ||
| 2284 | 2009.11.06 14:28 | close | 436 | 1.00 | 90.586 | 91.051 | 90.500 | 11400.00 | 2785975.86 |
| 2285 | 2009.11.11 08:10 | sell | 437 | 1.00 | 89.767 | 0.000 | 0.000 | ||
| 2286 | 2009.11.11 08:10 | modify | 437 | 1.00 | 89.767 | 90.417 | 89.567 | ||
| 2287 | 2009.11.11 08:15 | modify | 437 | 1.00 | 89.767 | 90.151 | 89.567 | ||
| 2288 | 2009.11.11 08:18 | modify | 437 | 1.00 | 89.767 | 90.146 | 89.567 | ||
| 2289 | 2009.11.11 15:04 | close | 437 | 1.00 | 89.848 | 90.146 | 89.567 | -8100.00 | 2777875.86 |
| 2290 | 2009.11.27 06:31 | sell | 438 | 1.00 | 86.284 | 0.000 | 0.000 | ||
| 2291 | 2009.11.27 06:31 | modify | 438 | 1.00 | 86.284 | 86.934 | 86.084 | ||
| 2292 | 2009.11.27 07:25 | modify | 438 | 1.00 | 86.284 | 86.646 | 86.084 | ||
| 2293 | 2009.11.27 07:48 | modify | 438 | 1.00 | 86.284 | 86.636 | 86.084 | ||
| 2294 | 2009.11.27 07:52 | close | 438 | 1.00 | 86.136 | 86.636 | 86.084 | 14800.00 | 2792675.86 |
| 2295 | 2009.12.01 14:35 | sell | 439 | 1.00 | 87.000 | 0.000 | 0.000 | ||
| 2296 | 2009.12.01 14:35 | modify | 439 | 1.00 | 87.000 | 87.650 | 86.800 | ||
| 2297 | 2009.12.01 15:02 | modify | 439 | 1.00 | 87.000 | 87.386 | 86.800 | ||
| 2298 | 2009.12.01 15:03 | modify | 439 | 1.00 | 87.000 | 87.356 | 86.800 | ||
| 2299 | 2009.12.01 15:04 | close | 439 | 1.00 | 86.871 | 87.356 | 86.800 | 12900.00 | 2805575.86 |
| 2300 | 2009.12.16 02:00 | buy | 440 | 1.00 | 89.514 | 0.000 | 0.000 | ||
| 2301 | 2009.12.16 02:00 | modify | 440 | 1.00 | 89.514 | 88.864 | 89.714 | ||
| 2302 | 2009.12.16 02:22 | modify | 440 | 1.00 | 89.514 | 89.115 | 89.714 | ||
| 2303 | 2009.12.16 02:24 | modify | 440 | 1.00 | 89.514 | 89.120 | 89.714 | ||
| 2304 | 2009.12.16 02:25 | modify | 440 | 1.00 | 89.514 | 89.125 | 89.714 | ||
| 2305 | 2009.12.16 02:26 | modify | 440 | 1.00 | 89.514 | 89.130 | 89.714 | ||
| 2306 | 2009.12.16 02:27 | modify | 440 | 1.00 | 89.514 | 89.140 | 89.714 | ||
| 2307 | 2009.12.16 02:28 | modify | 440 | 1.00 | 89.514 | 89.155 | 89.714 | ||
| 2308 | 2009.12.16 02:29 | close | 440 | 1.00 | 89.623 | 89.155 | 89.714 | 10900.00 | 2816475.86 |
| 2309 | 2009.12.16 09:35 | sell | 441 | 1.00 | 89.627 | 0.000 | 0.000 | ||
| 2310 | 2009.12.16 09:35 | modify | 441 | 1.00 | 89.627 | 90.277 | 89.427 | ||
| 2311 | 2009.12.16 14:03 | close | 441 | 1.00 | 89.581 | 90.277 | 89.427 | 4600.00 | 2821075.86 |
| 2312 | 2009.12.17 09:15 | buy | 442 | 1.00 | 89.872 | 0.000 | 0.000 | ||
| 2313 | 2009.12.17 09:15 | modify | 442 | 1.00 | 89.872 | 89.222 | 90.072 | ||
| 2314 | 2009.12.17 11:41 | close | 442 | 1.00 | 89.951 | 89.222 | 90.072 | 7900.00 | 2828975.86 |
| 2315 | 2009.12.17 20:49 | buy | 443 | 1.00 | 89.938 | 0.000 | 0.000 | ||
| 2316 | 2009.12.17 20:49 | modify | 443 | 1.00 | 89.938 | 89.288 | 90.138 | ||
| 2317 | 2009.12.17 22:27 | modify | 443 | 1.00 | 89.938 | 89.560 | 90.138 | ||
| 2318 | 2009.12.17 22:30 | modify | 443 | 1.00 | 89.938 | 89.575 | 90.138 | ||
| 2319 | 2009.12.17 22:31 | modify | 443 | 1.00 | 89.938 | 89.580 | 90.138 | ||
| 2320 | 2009.12.17 22:32 | modify | 443 | 1.00 | 89.938 | 89.585 | 90.138 | ||
| 2321 | 2009.12.17 22:33 | close | 443 | 1.00 | 90.040 | 89.585 | 90.138 | 10200.00 | 2839175.86 |
| 2322 | 2009.12.22 07:55 | buy | 444 | 1.00 | 91.244 | 0.000 | 0.000 | ||
| 2323 | 2009.12.22 07:55 | modify | 444 | 1.00 | 91.244 | 90.594 | 91.444 | ||
| 2324 | 2009.12.22 08:22 | modify | 444 | 1.00 | 91.244 | 90.845 | 91.444 | ||
| 2325 | 2009.12.22 08:23 | modify | 444 | 1.00 | 91.244 | 90.860 | 91.444 | ||
| 2326 | 2009.12.22 08:42 | modify | 444 | 1.00 | 91.244 | 90.865 | 91.444 | ||
| 2327 | 2009.12.22 10:58 | modify | 444 | 1.00 | 91.244 | 90.870 | 91.444 | ||
| 2328 | 2009.12.22 11:17 | modify | 444 | 1.00 | 91.244 | 90.875 | 91.444 | ||
| 2329 | 2009.12.22 13:00 | modify | 444 | 1.00 | 91.244 | 90.885 | 91.444 | ||
| 2330 | 2009.12.22 13:14 | modify | 444 | 1.00 | 91.244 | 90.890 | 91.444 | ||
| 2331 | 2009.12.22 13:30 | close | 444 | 1.00 | 91.350 | 90.890 | 91.444 | 10600.00 | 2849775.86 |
| 2332 | 2009.12.23 03:02 | buy | 445 | 1.00 | 91.725 | 0.000 | 0.000 | ||
| 2333 | 2009.12.23 03:02 | modify | 445 | 1.00 | 91.725 | 91.075 | 91.925 | ||
| 2334 | 2009.12.23 04:21 | close | 445 | 1.00 | 91.645 | 91.075 | 91.925 | -8000.00 | 2841775.86 |
| 2335 | 2009.12.23 05:07 | sell | 446 | 1.00 | 91.799 | 0.000 | 0.000 | ||
| 2336 | 2009.12.23 05:07 | modify | 446 | 1.00 | 91.799 | 92.449 | 91.599 | ||
| 2337 | 2009.12.23 05:31 | modify | 446 | 1.00 | 91.799 | 92.196 | 91.599 | ||
| 2338 | 2009.12.23 05:32 | modify | 446 | 1.00 | 91.799 | 92.171 | 91.599 | ||
| 2339 | 2009.12.23 05:34 | modify | 446 | 1.00 | 91.799 | 92.156 | 91.599 | ||
| 2340 | 2009.12.23 05:36 | close | 446 | 1.00 | 91.691 | 92.156 | 91.599 | 10800.00 | 2852575.86 |
| 2341 | 2009.12.24 14:55 | sell | 447 | 1.00 | 91.463 | 0.000 | 0.000 | ||
| 2342 | 2009.12.24 14:55 | modify | 447 | 1.00 | 91.463 | 92.113 | 91.263 | ||
| 2343 | 2009.12.24 15:20 | modify | 447 | 1.00 | 91.463 | 91.861 | 91.263 | ||
| 2344 | 2009.12.24 19:40 | close | 447 | 1.00 | 91.629 | 91.861 | 91.263 | -16600.00 | 2835975.86 |
| 2345 | 2010.01.04 01:23 | buy | 448 | 1.00 | 92.773 | 0.000 | 0.000 | ||
| 2346 | 2010.01.04 01:23 | modify | 448 | 1.00 | 92.773 | 92.123 | 92.973 | ||
| 2347 | 2010.01.04 01:28 | modify | 448 | 1.00 | 92.773 | 92.375 | 92.973 | ||
| 2348 | 2010.01.04 02:05 | modify | 448 | 1.00 | 92.773 | 92.390 | 92.973 | ||
| 2349 | 2010.01.04 02:15 | modify | 448 | 1.00 | 92.773 | 92.410 | 92.973 | ||
| 2350 | 2010.01.04 02:34 | close | 448 | 1.00 | 92.875 | 92.410 | 92.973 | 10200.00 | 2846175.86 |
| 2351 | 2010.01.12 04:20 | sell | 449 | 1.00 | 92.425 | 0.000 | 0.000 | ||
| 2352 | 2010.01.12 04:20 | modify | 449 | 1.00 | 92.425 | 93.075 | 92.225 | ||
| 2353 | 2010.01.12 04:22 | modify | 449 | 1.00 | 92.425 | 92.801 | 92.225 | ||
| 2354 | 2010.01.12 04:23 | close | 449 | 1.00 | 92.316 | 92.801 | 92.225 | 10900.00 | 2857075.86 |
| 2355 | 2010.01.13 03:41 | buy | 450 | 1.00 | 90.933 | 0.000 | 0.000 | ||
| 2356 | 2010.01.13 03:41 | modify | 450 | 1.00 | 90.933 | 90.283 | 91.133 | ||
| 2357 | 2010.01.13 03:48 | modify | 450 | 1.00 | 90.933 | 90.555 | 91.133 | ||
| 2358 | 2010.01.13 03:50 | modify | 450 | 1.00 | 90.933 | 90.560 | 91.133 | ||
| 2359 | 2010.01.13 03:51 | close | 450 | 1.00 | 91.032 | 90.560 | 91.133 | 9900.00 | 2866975.86 |
| 2360 | 2010.01.14 15:41 | buy | 451 | 1.00 | 91.391 | 0.000 | 0.000 | ||
| 2361 | 2010.01.14 15:41 | modify | 451 | 1.00 | 91.391 | 90.741 | 91.591 | ||
| 2362 | 2010.01.14 20:08 | close | 451 | 1.00 | 90.892 | 90.741 | 91.591 | -49900.00 | 2817075.86 |
| 2363 | 2010.01.14 23:25 | sell | 452 | 1.00 | 91.186 | 0.000 | 0.000 | ||
| 2364 | 2010.01.14 23:25 | modify | 452 | 1.00 | 91.186 | 91.836 | 90.986 | ||
| 2365 | 2010.01.15 03:09 | modify | 452 | 1.00 | 91.186 | 91.576 | 90.986 | ||
| 2366 | 2010.01.15 03:10 | close | 452 | 1.00 | 91.082 | 91.576 | 90.986 | 9183.85 | 2826259.71 |
| 2367 | 2010.01.22 14:00 | buy | 453 | 1.00 | 90.076 | 0.000 | 0.000 | ||
| 2368 | 2010.01.22 14:00 | modify | 453 | 1.00 | 90.076 | 89.426 | 90.276 | ||
| 2369 | 2010.01.22 14:10 | modify | 453 | 1.00 | 90.076 | 89.705 | 90.276 | ||
| 2370 | 2010.01.22 14:21 | modify | 453 | 1.00 | 90.076 | 89.710 | 90.276 | ||
| 2371 | 2010.01.22 14:23 | modify | 453 | 1.00 | 90.076 | 89.720 | 90.276 | ||
| 2372 | 2010.01.22 14:24 | close | 453 | 1.00 | 90.176 | 89.720 | 90.276 | 10000.00 | 2836259.71 |
| 2373 | 2010.02.05 02:17 | sell | 454 | 1.00 | 89.625 | 0.000 | 0.000 | ||
| 2374 | 2010.02.05 02:17 | modify | 454 | 1.00 | 89.625 | 90.275 | 89.425 | ||
| 2375 | 2010.02.05 02:19 | modify | 454 | 1.00 | 89.625 | 90.011 | 89.425 | ||
| 2376 | 2010.02.05 02:32 | modify | 454 | 1.00 | 89.625 | 90.006 | 89.425 | ||
| 2377 | 2010.02.05 02:35 | modify | 454 | 1.00 | 89.625 | 89.981 | 89.425 | ||
| 2378 | 2010.02.05 02:37 | modify | 454 | 1.00 | 89.625 | 89.976 | 89.425 | ||
| 2379 | 2010.02.05 02:38 | close | 454 | 1.00 | 89.515 | 89.976 | 89.425 | 11000.00 | 2847259.71 |
| 2380 | 2010.02.11 05:11 | buy | 455 | 1.00 | 89.867 | 0.000 | 0.000 | ||
| 2381 | 2010.02.11 05:11 | modify | 455 | 1.00 | 89.867 | 89.217 | 90.067 | ||
| 2382 | 2010.02.11 05:37 | modify | 455 | 1.00 | 89.867 | 89.470 | 90.067 | ||
| 2383 | 2010.02.11 05:55 | modify | 455 | 1.00 | 89.867 | 89.475 | 90.067 | ||
| 2384 | 2010.02.11 05:56 | modify | 455 | 1.00 | 89.867 | 89.485 | 90.067 | ||
| 2385 | 2010.02.11 08:26 | modify | 455 | 1.00 | 89.867 | 89.490 | 90.067 | ||
| 2386 | 2010.02.11 08:27 | modify | 455 | 1.00 | 89.867 | 89.500 | 90.067 | ||
| 2387 | 2010.02.11 08:29 | modify | 455 | 1.00 | 89.867 | 89.505 | 90.067 | ||
| 2388 | 2010.02.11 08:33 | modify | 455 | 1.00 | 89.867 | 89.510 | 90.067 | ||
| 2389 | 2010.02.11 08:53 | modify | 455 | 1.00 | 89.867 | 89.515 | 90.067 | ||
| 2390 | 2010.02.11 09:00 | close | 455 | 1.00 | 89.989 | 89.515 | 90.067 | 12200.00 | 2859459.71 |
| 2391 | 2010.02.23 01:50 | sell | 456 | 1.00 | 91.287 | 0.000 | 0.000 | ||
| 2392 | 2010.02.23 01:50 | modify | 456 | 1.00 | 91.287 | 91.937 | 91.087 | ||
| 2393 | 2010.02.23 02:03 | modify | 456 | 1.00 | 91.287 | 91.656 | 91.087 | ||
| 2394 | 2010.02.23 02:56 | modify | 456 | 1.00 | 91.287 | 91.646 | 91.087 | ||
| 2395 | 2010.02.23 02:57 | modify | 456 | 1.00 | 91.287 | 91.641 | 91.087 | ||
| 2396 | 2010.02.23 02:58 | close | 456 | 1.00 | 91.177 | 91.641 | 91.087 | 11000.00 | 2870459.71 |
| 2397 | 2010.02.26 01:22 | sell | 457 | 1.00 | 89.215 | 0.000 | 0.000 | ||
| 2398 | 2010.02.26 01:22 | modify | 457 | 1.00 | 89.215 | 89.865 | 89.015 | ||
| 2399 | 2010.02.26 03:08 | close | 457 | 1.00 | 89.208 | 89.865 | 89.015 | 700.00 | 2871159.71 |
| 2400 | 2010.03.08 01:50 | sell | 458 | 1.00 | 90.638 | 0.000 | 0.000 | ||