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 |
| 2401 | 2010.03.08 01:50 | modify | 458 | 1.00 | 90.638 | 91.288 | 90.438 | ||
| 2402 | 2010.03.08 01:56 | modify | 458 | 1.00 | 90.638 | 91.036 | 90.438 | ||
| 2403 | 2010.03.08 01:58 | modify | 458 | 1.00 | 90.638 | 91.021 | 90.438 | ||
| 2404 | 2010.03.08 02:09 | modify | 458 | 1.00 | 90.638 | 91.011 | 90.438 | ||
| 2405 | 2010.03.08 02:10 | modify | 458 | 1.00 | 90.638 | 91.006 | 90.438 | ||
| 2406 | 2010.03.08 02:11 | close | 458 | 1.00 | 90.516 | 91.006 | 90.438 | 12200.00 | 2883359.71 |
| 2407 | 2010.03.16 16:55 | buy | 459 | 1.00 | 90.298 | 0.000 | 0.000 | ||
| 2408 | 2010.03.16 16:55 | modify | 459 | 1.00 | 90.298 | 89.648 | 90.498 | ||
| 2409 | 2010.03.16 17:33 | modify | 459 | 1.00 | 90.298 | 89.900 | 90.498 | ||
| 2410 | 2010.03.16 17:34 | modify | 459 | 1.00 | 90.298 | 89.910 | 90.498 | ||
| 2411 | 2010.03.16 17:35 | modify | 459 | 1.00 | 90.298 | 89.920 | 90.498 | ||
| 2412 | 2010.03.16 17:36 | modify | 459 | 1.00 | 90.298 | 89.925 | 90.498 | ||
| 2413 | 2010.03.16 17:37 | modify | 459 | 1.00 | 90.298 | 89.945 | 90.498 | ||
| 2414 | 2010.03.16 17:57 | close | 459 | 1.00 | 90.404 | 89.945 | 90.498 | 10600.00 | 2893959.71 |
| 2415 | 2010.03.16 20:10 | sell | 460 | 1.00 | 90.550 | 0.000 | 0.000 | ||
| 2416 | 2010.03.16 20:10 | modify | 460 | 1.00 | 90.550 | 91.200 | 90.350 | ||
| 2417 | 2010.03.16 21:13 | t/p | 460 | 1.00 | 90.342 | 91.200 | 90.350 | 20800.00 | 2914759.71 |
| 2418 | 2010.03.23 02:55 | sell | 461 | 1.00 | 90.340 | 0.000 | 0.000 | ||
| 2419 | 2010.03.23 02:55 | modify | 461 | 1.00 | 90.340 | 90.990 | 90.140 | ||
| 2420 | 2010.03.23 03:56 | modify | 461 | 1.00 | 90.340 | 90.731 | 90.140 | ||
| 2421 | 2010.03.23 03:57 | modify | 461 | 1.00 | 90.340 | 90.726 | 90.140 | ||
| 2422 | 2010.03.23 03:59 | modify | 461 | 1.00 | 90.340 | 90.716 | 90.140 | ||
| 2423 | 2010.03.23 04:00 | modify | 461 | 1.00 | 90.340 | 90.701 | 90.140 | ||
| 2424 | 2010.03.23 06:28 | close | 461 | 1.00 | 90.277 | 90.701 | 90.140 | 6300.00 | 2921059.71 |
| 2425 | 2010.03.23 10:48 | buy | 462 | 1.00 | 90.176 | 0.000 | 0.000 | ||
| 2426 | 2010.03.23 10:48 | modify | 462 | 1.00 | 90.176 | 89.526 | 90.376 | ||
| 2427 | 2010.03.23 11:37 | modify | 462 | 1.00 | 90.176 | 89.780 | 90.376 | ||
| 2428 | 2010.03.23 11:38 | modify | 462 | 1.00 | 90.176 | 89.795 | 90.376 | ||
| 2429 | 2010.03.23 11:47 | modify | 462 | 1.00 | 90.176 | 89.805 | 90.376 | ||
| 2430 | 2010.03.23 11:50 | modify | 462 | 1.00 | 90.176 | 89.825 | 90.376 | ||
| 2431 | 2010.03.23 12:02 | close | 462 | 1.00 | 90.284 | 89.825 | 90.376 | 10800.00 | 2931859.71 |
| 2432 | 2010.03.25 03:11 | buy | 463 | 1.00 | 91.968 | 0.000 | 0.000 | ||
| 2433 | 2010.03.25 03:11 | modify | 463 | 1.00 | 91.968 | 91.318 | 92.168 | ||
| 2434 | 2010.03.25 07:23 | close | 463 | 1.00 | 91.865 | 91.318 | 92.168 | -10300.00 | 2921559.71 |
| 2435 | 2010.03.25 07:37 | sell | 464 | 1.00 | 91.957 | 0.000 | 0.000 | ||
| 2436 | 2010.03.25 07:37 | modify | 464 | 1.00 | 91.957 | 92.607 | 91.757 | ||
| 2437 | 2010.03.25 09:57 | close | 464 | 1.00 | 91.954 | 92.607 | 91.757 | 300.00 | 2921859.71 |
| 2438 | 2010.03.26 02:50 | buy | 465 | 1.00 | 92.531 | 0.000 | 0.000 | ||
| 2439 | 2010.03.26 02:50 | modify | 465 | 1.00 | 92.531 | 91.881 | 92.731 | ||
| 2440 | 2010.03.26 04:39 | close | 465 | 1.00 | 92.507 | 91.881 | 92.731 | -2400.00 | 2919459.71 |
| 2441 | 2010.03.26 07:57 | sell | 466 | 1.00 | 92.680 | 0.000 | 0.000 | ||
| 2442 | 2010.03.26 07:57 | modify | 466 | 1.00 | 92.680 | 93.330 | 92.480 | ||
| 2443 | 2010.03.26 08:12 | modify | 466 | 1.00 | 92.680 | 93.076 | 92.480 | ||
| 2444 | 2010.03.26 08:14 | modify | 466 | 1.00 | 92.680 | 93.056 | 92.480 | ||
| 2445 | 2010.03.26 08:18 | modify | 466 | 1.00 | 92.680 | 93.041 | 92.480 | ||
| 2446 | 2010.03.26 08:45 | modify | 466 | 1.00 | 92.680 | 93.031 | 92.480 | ||
| 2447 | 2010.03.26 08:46 | close | 466 | 1.00 | 92.569 | 93.031 | 92.480 | 11100.00 | 2930559.71 |
| 2448 | 2010.04.02 03:01 | buy | 467 | 1.00 | 93.728 | 0.000 | 0.000 | ||
| 2449 | 2010.04.02 03:01 | modify | 467 | 1.00 | 93.728 | 93.078 | 93.928 | ||
| 2450 | 2010.04.02 03:48 | modify | 467 | 1.00 | 93.728 | 93.330 | 93.928 | ||
| 2451 | 2010.04.02 03:49 | modify | 467 | 1.00 | 93.728 | 93.340 | 93.928 | ||
| 2452 | 2010.04.02 03:53 | modify | 467 | 1.00 | 93.728 | 93.360 | 93.928 | ||
| 2453 | 2010.04.02 03:54 | modify | 467 | 1.00 | 93.728 | 93.365 | 93.928 | ||
| 2454 | 2010.04.02 03:57 | modify | 467 | 1.00 | 93.728 | 93.375 | 93.928 | ||
| 2455 | 2010.04.02 04:28 | close | 467 | 1.00 | 93.827 | 93.375 | 93.928 | 9900.00 | 2940459.71 |
| 2456 | 2010.04.02 09:06 | sell | 468 | 1.00 | 93.915 | 0.000 | 0.000 | ||
| 2457 | 2010.04.02 09:06 | modify | 468 | 1.00 | 93.915 | 94.565 | 93.715 | ||
| 2458 | 2010.04.02 10:14 | close | 468 | 1.00 | 93.884 | 94.565 | 93.715 | 3100.00 | 2943559.71 |
| 2459 | 2010.04.05 03:08 | buy | 469 | 1.00 | 94.468 | 0.000 | 0.000 | ||
| 2460 | 2010.04.05 03:08 | modify | 469 | 1.00 | 94.468 | 93.818 | 94.668 | ||
| 2461 | 2010.04.05 07:59 | close | 469 | 1.00 | 94.461 | 93.818 | 94.668 | -700.00 | 2942859.71 |
| 2462 | 2010.04.05 09:23 | sell | 470 | 1.00 | 94.542 | 0.000 | 0.000 | ||
| 2463 | 2010.04.05 09:23 | modify | 470 | 1.00 | 94.542 | 95.192 | 94.342 | ||
| 2464 | 2010.04.05 11:16 | close | 470 | 1.00 | 94.498 | 95.192 | 94.342 | 4400.00 | 2947259.71 |
| 2465 | 2010.04.08 09:16 | sell | 471 | 1.00 | 93.333 | 0.000 | 0.000 | ||
| 2466 | 2010.04.08 09:16 | modify | 471 | 1.00 | 93.333 | 93.983 | 93.133 | ||
| 2467 | 2010.04.08 09:25 | modify | 471 | 1.00 | 93.333 | 93.731 | 93.133 | ||
| 2468 | 2010.04.08 09:29 | modify | 471 | 1.00 | 93.333 | 93.726 | 93.133 | ||
| 2469 | 2010.04.08 09:30 | close | 471 | 1.00 | 93.223 | 93.726 | 93.133 | 11000.00 | 2958259.71 |
| 2470 | 2010.04.22 09:30 | sell | 472 | 1.00 | 93.051 | 0.000 | 0.000 | ||
| 2471 | 2010.04.22 09:30 | modify | 472 | 1.00 | 93.051 | 93.701 | 92.851 | ||
| 2472 | 2010.04.22 09:47 | modify | 472 | 1.00 | 93.051 | 93.451 | 92.851 | ||
| 2473 | 2010.04.22 09:52 | modify | 472 | 1.00 | 93.051 | 93.436 | 92.851 | ||
| 2474 | 2010.04.22 09:54 | modify | 472 | 1.00 | 93.051 | 93.426 | 92.851 | ||
| 2475 | 2010.04.22 09:55 | modify | 472 | 1.00 | 93.051 | 93.421 | 92.851 | ||
| 2476 | 2010.04.22 14:29 | modify | 472 | 1.00 | 93.051 | 93.406 | 92.851 | ||
| 2477 | 2010.04.22 14:30 | close | 472 | 1.00 | 92.909 | 93.406 | 92.851 | 14200.00 | 2972459.71 |
| 2478 | 2010.04.28 06:25 | sell | 473 | 1.00 | 93.345 | 0.000 | 0.000 | ||
| 2479 | 2010.04.28 06:25 | modify | 473 | 1.00 | 93.345 | 93.995 | 93.145 | ||
| 2480 | 2010.04.28 06:41 | modify | 473 | 1.00 | 93.345 | 93.741 | 93.145 | ||
| 2481 | 2010.04.28 06:42 | modify | 473 | 1.00 | 93.345 | 93.706 | 93.145 | ||
| 2482 | 2010.04.28 07:05 | modify | 473 | 1.00 | 93.345 | 93.701 | 93.145 | ||
| 2483 | 2010.04.28 07:10 | close | 473 | 1.00 | 93.240 | 93.701 | 93.145 | 10500.00 | 2982959.71 |
| 2484 | 2010.05.06 08:25 | buy | 474 | 1.00 | 93.812 | 0.000 | 0.000 | ||
| 2485 | 2010.05.06 08:25 | modify | 474 | 1.00 | 93.812 | 93.162 | 94.012 | ||
| 2486 | 2010.05.06 08:41 | modify | 474 | 1.00 | 93.812 | 93.415 | 94.012 | ||
| 2487 | 2010.05.06 09:12 | modify | 474 | 1.00 | 93.812 | 93.420 | 94.012 | ||
| 2488 | 2010.05.06 09:15 | modify | 474 | 1.00 | 93.812 | 93.430 | 94.012 | ||
| 2489 | 2010.05.06 09:44 | s/l | 474 | 1.00 | 93.427 | 93.430 | 94.012 | -38500.00 | 2944459.71 |
| 2490 | 2010.05.12 09:40 | sell | 475 | 1.00 | 92.841 | 0.000 | 0.000 | ||
| 2491 | 2010.05.12 09:40 | modify | 475 | 1.00 | 92.841 | 93.491 | 92.641 | ||
| 2492 | 2010.05.12 09:43 | modify | 475 | 1.00 | 92.841 | 93.231 | 92.641 | ||
| 2493 | 2010.05.12 09:46 | modify | 475 | 1.00 | 92.841 | 93.226 | 92.641 | ||
| 2494 | 2010.05.12 09:48 | modify | 475 | 1.00 | 92.841 | 93.216 | 92.641 | ||
| 2495 | 2010.05.12 09:49 | modify | 475 | 1.00 | 92.841 | 93.201 | 92.641 | ||
| 2496 | 2010.05.12 09:53 | close | 475 | 1.00 | 92.692 | 93.201 | 92.641 | 14900.00 | 2959359.71 |
| 2497 | 2010.05.13 23:12 | buy | 476 | 1.00 | 92.628 | 0.000 | 0.000 | ||
| 2498 | 2010.05.13 23:12 | modify | 476 | 1.00 | 92.628 | 91.978 | 92.828 | ||
| 2499 | 2010.05.13 23:17 | modify | 476 | 1.00 | 92.628 | 92.240 | 92.828 | ||
| 2500 | 2010.05.13 23:20 | modify | 476 | 1.00 | 92.628 | 92.245 | 92.828 | ||
| 2501 | 2010.05.13 23:21 | modify | 476 | 1.00 | 92.628 | 92.255 | 92.828 | ||
| 2502 | 2010.05.13 23:22 | modify | 476 | 1.00 | 92.628 | 92.260 | 92.828 | ||
| 2503 | 2010.05.13 23:27 | close | 476 | 1.00 | 92.731 | 92.260 | 92.828 | 10300.00 | 2969659.71 |
| 2504 | 2010.05.17 12:23 | sell | 477 | 1.00 | 92.436 | 0.000 | 0.000 | ||
| 2505 | 2010.05.17 12:23 | modify | 477 | 1.00 | 92.436 | 93.086 | 92.236 | ||
| 2506 | 2010.05.17 12:29 | modify | 477 | 1.00 | 92.436 | 92.831 | 92.236 | ||
| 2507 | 2010.05.17 12:30 | modify | 477 | 1.00 | 92.436 | 92.821 | 92.236 | ||
| 2508 | 2010.05.17 12:31 | modify | 477 | 1.00 | 92.436 | 92.816 | 92.236 | ||
| 2509 | 2010.05.17 12:32 | close | 477 | 1.00 | 92.318 | 92.816 | 92.236 | 11800.00 | 2981459.71 |
| 2510 | 2010.05.17 19:01 | buy | 478 | 1.00 | 92.012 | 0.000 | 0.000 | ||
| 2511 | 2010.05.17 19:01 | modify | 478 | 1.00 | 92.012 | 91.362 | 92.212 | ||
| 2512 | 2010.05.17 19:12 | modify | 478 | 1.00 | 92.012 | 91.630 | 92.212 | ||
| 2513 | 2010.05.17 19:22 | close | 478 | 1.00 | 92.135 | 91.630 | 92.212 | 12300.00 | 2993759.71 |
| 2514 | 2010.05.18 17:00 | buy | 479 | 1.00 | 92.601 | 0.000 | 0.000 | ||
| 2515 | 2010.05.18 17:00 | modify | 479 | 1.00 | 92.601 | 91.951 | 92.801 | ||
| 2516 | 2010.05.19 00:17 | close | 479 | 1.00 | 92.121 | 91.951 | 92.801 | -47385.08 | 2946374.63 |
| 2517 | 2010.05.19 06:20 | sell | 480 | 1.00 | 92.026 | 0.000 | 0.000 | ||
| 2518 | 2010.05.19 06:20 | modify | 480 | 1.00 | 92.026 | 92.676 | 91.826 | ||
| 2519 | 2010.05.19 06:55 | modify | 480 | 1.00 | 92.026 | 92.426 | 91.826 | ||
| 2520 | 2010.05.19 06:56 | modify | 480 | 1.00 | 92.026 | 92.421 | 91.826 | ||
| 2521 | 2010.05.19 06:58 | modify | 480 | 1.00 | 92.026 | 92.396 | 91.826 | ||
| 2522 | 2010.05.19 07:33 | close | 480 | 1.00 | 91.917 | 92.396 | 91.826 | 10900.00 | 2957274.63 |
| 2523 | 2010.05.26 04:26 | buy | 481 | 1.00 | 90.027 | 0.000 | 0.000 | ||
| 2524 | 2010.05.26 04:26 | modify | 481 | 1.00 | 90.027 | 89.377 | 90.227 | ||
| 2525 | 2010.05.26 04:31 | modify | 481 | 1.00 | 90.027 | 89.635 | 90.227 | ||
| 2526 | 2010.05.26 04:32 | modify | 481 | 1.00 | 90.027 | 89.650 | 90.227 | ||
| 2527 | 2010.05.26 04:35 | modify | 481 | 1.00 | 90.027 | 89.660 | 90.227 | ||
| 2528 | 2010.05.26 04:40 | modify | 481 | 1.00 | 90.027 | 89.665 | 90.227 | ||
| 2529 | 2010.05.26 04:41 | close | 481 | 1.00 | 90.127 | 89.665 | 90.227 | 10000.00 | 2967274.63 |
| 2530 | 2010.06.08 04:40 | sell | 482 | 1.00 | 91.853 | 0.000 | 0.000 | ||
| 2531 | 2010.06.08 04:40 | modify | 482 | 1.00 | 91.853 | 92.503 | 91.653 | ||
| 2532 | 2010.06.08 04:54 | modify | 482 | 1.00 | 91.853 | 92.236 | 91.653 | ||
| 2533 | 2010.06.08 04:55 | modify | 482 | 1.00 | 91.853 | 92.226 | 91.653 | ||
| 2534 | 2010.06.08 04:56 | modify | 482 | 1.00 | 91.853 | 92.221 | 91.653 | ||
| 2535 | 2010.06.08 04:59 | close | 482 | 1.00 | 91.746 | 92.221 | 91.653 | 10700.00 | 2977974.63 |
| 2536 | 2010.06.24 20:54 | sell | 483 | 1.00 | 89.650 | 0.000 | 0.000 | ||
| 2537 | 2010.06.24 20:54 | modify | 483 | 1.00 | 89.650 | 90.300 | 89.450 | ||
| 2538 | 2010.06.24 21:14 | modify | 483 | 1.00 | 89.650 | 90.041 | 89.450 | ||
| 2539 | 2010.06.24 21:55 | modify | 483 | 1.00 | 89.650 | 90.036 | 89.450 | ||
| 2540 | 2010.06.24 21:56 | modify | 483 | 1.00 | 89.650 | 90.026 | 89.450 | ||
| 2541 | 2010.06.24 21:57 | modify | 483 | 1.00 | 89.650 | 90.011 | 89.450 | ||
| 2542 | 2010.06.24 21:58 | close | 483 | 1.00 | 89.545 | 90.011 | 89.450 | 10500.00 | 2988474.63 |
| 2543 | 2010.06.25 07:36 | buy | 484 | 1.00 | 89.436 | 0.000 | 0.000 | ||
| 2544 | 2010.06.25 07:36 | modify | 484 | 1.00 | 89.436 | 88.786 | 89.636 | ||
| 2545 | 2010.06.25 08:02 | modify | 484 | 1.00 | 89.436 | 89.040 | 89.636 | ||
| 2546 | 2010.06.25 08:11 | modify | 484 | 1.00 | 89.436 | 89.055 | 89.636 | ||
| 2547 | 2010.06.25 08:12 | modify | 484 | 1.00 | 89.436 | 89.060 | 89.636 | ||
| 2548 | 2010.06.25 08:18 | modify | 484 | 1.00 | 89.436 | 89.070 | 89.636 | ||
| 2549 | 2010.06.25 08:44 | close | 484 | 1.00 | 89.536 | 89.070 | 89.636 | 10000.00 | 2998474.63 |
| 2550 | 2010.06.25 08:55 | sell | 485 | 1.00 | 89.593 | 0.000 | 0.000 | ||