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 |
| 2551 | 2010.06.25 08:55 | modify | 485 | 1.00 | 89.593 | 90.243 | 89.393 | ||
| 2552 | 2010.06.25 09:11 | modify | 485 | 1.00 | 89.593 | 89.991 | 89.393 | ||
| 2553 | 2010.06.25 09:12 | modify | 485 | 1.00 | 89.593 | 89.981 | 89.393 | ||
| 2554 | 2010.06.25 09:15 | modify | 485 | 1.00 | 89.593 | 89.956 | 89.393 | ||
| 2555 | 2010.06.25 09:25 | close | 485 | 1.00 | 89.477 | 89.956 | 89.393 | 11600.00 | 3010074.63 |
| 2556 | 2010.07.01 08:14 | sell | 486 | 1.00 | 88.415 | 0.000 | 0.000 | ||
| 2557 | 2010.07.01 08:14 | modify | 486 | 1.00 | 88.415 | 89.065 | 88.215 | ||
| 2558 | 2010.07.01 08:22 | modify | 486 | 1.00 | 88.415 | 88.811 | 88.215 | ||
| 2559 | 2010.07.01 08:25 | modify | 486 | 1.00 | 88.415 | 88.801 | 88.215 | ||
| 2560 | 2010.07.01 08:26 | modify | 486 | 1.00 | 88.415 | 88.791 | 88.215 | ||
| 2561 | 2010.07.01 08:27 | modify | 486 | 1.00 | 88.415 | 88.776 | 88.215 | ||
| 2562 | 2010.07.01 11:44 | close | 486 | 1.00 | 88.309 | 88.776 | 88.215 | 10600.00 | 3020674.63 |
| 2563 | 2010.07.08 11:25 | buy | 487 | 1.00 | 88.181 | 0.000 | 0.000 | ||
| 2564 | 2010.07.08 11:25 | modify | 487 | 1.00 | 88.181 | 87.531 | 88.381 | ||
| 2565 | 2010.07.08 15:31 | modify | 487 | 1.00 | 88.181 | 87.790 | 88.381 | ||
| 2566 | 2010.07.08 15:32 | modify | 487 | 1.00 | 88.181 | 87.795 | 88.381 | ||
| 2567 | 2010.07.08 15:41 | modify | 487 | 1.00 | 88.181 | 87.805 | 88.381 | ||
| 2568 | 2010.07.08 15:46 | modify | 487 | 1.00 | 88.181 | 87.810 | 88.381 | ||
| 2569 | 2010.07.08 15:47 | close | 487 | 1.00 | 88.287 | 87.810 | 88.381 | 10600.00 | 3031274.63 |
| 2570 | 2010.07.12 09:26 | buy | 488 | 1.00 | 88.866 | 0.000 | 0.000 | ||
| 2571 | 2010.07.12 09:26 | modify | 488 | 1.00 | 88.866 | 88.216 | 89.066 | ||
| 2572 | 2010.07.12 11:18 | close | 488 | 1.00 | 88.915 | 88.216 | 89.066 | 4900.00 | 3036174.63 |
| 2573 | 2010.07.12 11:58 | buy | 489 | 1.00 | 88.706 | 0.000 | 0.000 | ||
| 2574 | 2010.07.12 11:58 | modify | 489 | 1.00 | 88.706 | 88.056 | 88.906 | ||
| 2575 | 2010.07.12 20:55 | close | 489 | 1.00 | 88.611 | 88.056 | 88.906 | -9500.00 | 3026674.63 |
| 2576 | 2010.07.13 06:37 | buy | 490 | 1.00 | 88.493 | 0.000 | 0.000 | ||
| 2577 | 2010.07.13 06:37 | modify | 490 | 1.00 | 88.493 | 87.843 | 88.693 | ||
| 2578 | 2010.07.13 07:10 | modify | 490 | 1.00 | 88.493 | 88.100 | 88.693 | ||
| 2579 | 2010.07.13 07:11 | modify | 490 | 1.00 | 88.493 | 88.110 | 88.693 | ||
| 2580 | 2010.07.13 07:12 | modify | 490 | 1.00 | 88.493 | 88.115 | 88.693 | ||
| 2581 | 2010.07.13 07:13 | modify | 490 | 1.00 | 88.493 | 88.120 | 88.693 | ||
| 2582 | 2010.07.13 07:14 | modify | 490 | 1.00 | 88.493 | 88.130 | 88.693 | ||
| 2583 | 2010.07.13 07:17 | modify | 490 | 1.00 | 88.493 | 88.135 | 88.693 | ||
| 2584 | 2010.07.13 07:22 | close | 490 | 1.00 | 88.599 | 88.135 | 88.693 | 10600.00 | 3037274.63 |
| 2585 | 2010.07.13 21:49 | sell | 491 | 1.00 | 88.516 | 0.000 | 0.000 | ||
| 2586 | 2010.07.13 21:49 | modify | 491 | 1.00 | 88.516 | 89.166 | 88.316 | ||
| 2587 | 2010.07.13 22:24 | modify | 491 | 1.00 | 88.516 | 88.901 | 88.316 | ||
| 2588 | 2010.07.13 22:29 | modify | 491 | 1.00 | 88.516 | 88.896 | 88.316 | ||
| 2589 | 2010.07.13 22:31 | modify | 491 | 1.00 | 88.516 | 88.891 | 88.316 | ||
| 2590 | 2010.07.13 22:32 | close | 491 | 1.00 | 88.426 | 88.891 | 88.316 | 9000.00 | 3046274.63 |
| 2591 | 2010.07.14 12:49 | buy | 492 | 1.00 | 88.688 | 0.000 | 0.000 | ||
| 2592 | 2010.07.14 12:49 | modify | 492 | 1.00 | 88.688 | 88.038 | 88.888 | ||
| 2593 | 2010.07.14 17:02 | close | 492 | 1.00 | 88.227 | 88.038 | 88.888 | -46100.00 | 3000174.63 |
| 2594 | 2010.07.16 04:20 | buy | 493 | 1.00 | 87.304 | 0.000 | 0.000 | ||
| 2595 | 2010.07.16 04:20 | modify | 493 | 1.00 | 87.304 | 86.654 | 87.504 | ||
| 2596 | 2010.07.16 09:02 | close | 493 | 1.00 | 87.112 | 86.654 | 87.504 | -19200.00 | 2980974.63 |
| 2597 | 2010.07.16 10:05 | sell | 494 | 1.00 | 87.300 | 0.000 | 0.000 | ||
| 2598 | 2010.07.16 10:05 | modify | 494 | 1.00 | 87.300 | 87.950 | 87.100 | ||
| 2599 | 2010.07.16 10:30 | modify | 494 | 1.00 | 87.300 | 87.686 | 87.100 | ||
| 2600 | 2010.07.16 10:31 | modify | 494 | 1.00 | 87.300 | 87.676 | 87.100 | ||
| 2601 | 2010.07.16 10:33 | close | 494 | 1.00 | 87.190 | 87.676 | 87.100 | 11000.00 | 2991974.63 |
| 2602 | 2010.07.19 17:12 | buy | 495 | 1.00 | 86.839 | 0.000 | 0.000 | ||
| 2603 | 2010.07.19 17:12 | modify | 495 | 1.00 | 86.839 | 86.189 | 87.039 | ||
| 2604 | 2010.07.19 19:52 | close | 495 | 1.00 | 86.852 | 86.189 | 87.039 | 1300.00 | 2993274.63 |
| 2605 | 2010.07.22 12:01 | sell | 496 | 1.00 | 86.724 | 0.000 | 0.000 | ||
| 2606 | 2010.07.22 12:01 | modify | 496 | 1.00 | 86.724 | 87.374 | 86.524 | ||
| 2607 | 2010.07.22 12:21 | modify | 496 | 1.00 | 86.724 | 87.121 | 86.524 | ||
| 2608 | 2010.07.22 12:22 | modify | 496 | 1.00 | 86.724 | 87.111 | 86.524 | ||
| 2609 | 2010.07.22 12:24 | modify | 496 | 1.00 | 86.724 | 87.096 | 86.524 | ||
| 2610 | 2010.07.22 13:11 | modify | 496 | 1.00 | 86.724 | 87.091 | 86.524 | ||
| 2611 | 2010.07.22 13:13 | modify | 496 | 1.00 | 86.724 | 87.086 | 86.524 | ||
| 2612 | 2010.07.22 13:14 | modify | 496 | 1.00 | 86.724 | 87.076 | 86.524 | ||
| 2613 | 2010.07.22 13:17 | close | 496 | 1.00 | 86.617 | 87.076 | 86.524 | 10700.00 | 3003974.63 |
| 2614 | 2010.07.23 04:15 | buy | 497 | 1.00 | 86.927 | 0.000 | 0.000 | ||
| 2615 | 2010.07.23 04:15 | modify | 497 | 1.00 | 86.927 | 86.277 | 87.127 | ||
| 2616 | 2010.07.23 04:22 | modify | 497 | 1.00 | 86.927 | 86.530 | 87.127 | ||
| 2617 | 2010.07.23 04:32 | modify | 497 | 1.00 | 86.927 | 86.540 | 87.127 | ||
| 2618 | 2010.07.23 08:16 | close | 497 | 1.00 | 86.995 | 86.540 | 87.127 | 6800.00 | 3010774.63 |
| 2619 | 2010.07.23 08:21 | sell | 498 | 1.00 | 87.027 | 0.000 | 0.000 | ||
| 2620 | 2010.07.23 08:21 | modify | 498 | 1.00 | 87.027 | 87.677 | 86.827 | ||
| 2621 | 2010.07.23 08:38 | modify | 498 | 1.00 | 87.027 | 87.406 | 86.827 | ||
| 2622 | 2010.07.23 08:40 | modify | 498 | 1.00 | 87.027 | 87.396 | 86.827 | ||
| 2623 | 2010.07.23 08:41 | close | 498 | 1.00 | 86.879 | 87.396 | 86.827 | 14800.00 | 3025574.63 |
| 2624 | 2010.07.29 09:30 | sell | 499 | 1.00 | 87.348 | 0.000 | 0.000 | ||
| 2625 | 2010.07.29 09:30 | modify | 499 | 1.00 | 87.348 | 87.998 | 87.148 | ||
| 2626 | 2010.07.29 09:44 | modify | 499 | 1.00 | 87.348 | 87.731 | 87.148 | ||
| 2627 | 2010.07.29 11:24 | modify | 499 | 1.00 | 87.348 | 87.701 | 87.148 | ||
| 2628 | 2010.07.29 11:33 | close | 499 | 1.00 | 87.213 | 87.701 | 87.148 | 13500.00 | 3039074.63 |
| 2629 | 2010.08.02 15:51 | buy | 500 | 1.00 | 86.524 | 0.000 | 0.000 | ||
| 2630 | 2010.08.02 15:51 | modify | 500 | 1.00 | 86.524 | 85.874 | 86.724 | ||
| 2631 | 2010.08.02 16:07 | modify | 500 | 1.00 | 86.524 | 86.125 | 86.724 | ||
| 2632 | 2010.08.02 16:08 | modify | 500 | 1.00 | 86.524 | 86.130 | 86.724 | ||
| 2633 | 2010.08.02 16:11 | modify | 500 | 1.00 | 86.524 | 86.140 | 86.724 | ||
| 2634 | 2010.08.02 16:13 | modify | 500 | 1.00 | 86.524 | 86.150 | 86.724 | ||
| 2635 | 2010.08.02 16:18 | modify | 500 | 1.00 | 86.524 | 86.155 | 86.724 | ||
| 2636 | 2010.08.02 16:19 | modify | 500 | 1.00 | 86.524 | 86.170 | 86.724 | ||
| 2637 | 2010.08.02 16:21 | close | 500 | 1.00 | 86.634 | 86.170 | 86.724 | 11000.00 | 3050074.63 |
| 2638 | 2010.08.04 15:23 | sell | 501 | 1.00 | 85.659 | 0.000 | 0.000 | ||
| 2639 | 2010.08.04 15:23 | modify | 501 | 1.00 | 85.659 | 86.309 | 85.459 | ||
| 2640 | 2010.08.04 17:06 | close | 501 | 1.00 | 86.108 | 86.309 | 85.459 | -44900.00 | 3005174.63 |
| 2641 | 2010.08.05 04:50 | buy | 502 | 1.00 | 86.113 | 0.000 | 0.000 | ||
| 2642 | 2010.08.05 04:50 | modify | 502 | 1.00 | 86.113 | 85.463 | 86.313 | ||
| 2643 | 2010.08.05 04:56 | modify | 502 | 1.00 | 86.113 | 85.715 | 86.313 | ||
| 2644 | 2010.08.05 04:57 | modify | 502 | 1.00 | 86.113 | 85.720 | 86.313 | ||
| 2645 | 2010.08.05 05:29 | modify | 502 | 1.00 | 86.113 | 85.750 | 86.313 | ||
| 2646 | 2010.08.05 08:00 | close | 502 | 1.00 | 86.162 | 85.750 | 86.313 | 4900.00 | 3010074.63 |
| 2647 | 2010.08.11 17:40 | sell | 503 | 1.00 | 85.244 | 0.000 | 0.000 | ||
| 2648 | 2010.08.11 17:40 | modify | 503 | 1.00 | 85.244 | 85.894 | 85.044 | ||
| 2649 | 2010.08.11 19:36 | close | 503 | 1.00 | 85.200 | 85.894 | 85.044 | 4400.00 | 3014474.63 |
| 2650 | 2010.08.12 03:10 | buy | 504 | 1.00 | 85.008 | 0.000 | 0.000 | ||
| 2651 | 2010.08.12 03:10 | modify | 504 | 1.00 | 85.008 | 84.358 | 85.208 | ||
| 2652 | 2010.08.12 03:14 | modify | 504 | 1.00 | 85.008 | 84.625 | 85.208 | ||
| 2653 | 2010.08.12 03:15 | modify | 504 | 1.00 | 85.008 | 84.635 | 85.208 | ||
| 2654 | 2010.08.12 03:16 | modify | 504 | 1.00 | 85.008 | 84.645 | 85.208 | ||
| 2655 | 2010.08.12 03:23 | close | 504 | 1.00 | 85.105 | 84.645 | 85.208 | 9700.00 | 3024174.63 |
| 2656 | 2010.08.12 11:36 | buy | 505 | 1.00 | 85.272 | 0.000 | 0.000 | ||
| 2657 | 2010.08.12 11:36 | modify | 505 | 1.00 | 85.272 | 84.622 | 85.472 | ||
| 2658 | 2010.08.12 11:37 | modify | 505 | 1.00 | 85.272 | 84.900 | 85.472 | ||
| 2659 | 2010.08.12 11:40 | modify | 505 | 1.00 | 85.272 | 84.920 | 85.472 | ||
| 2660 | 2010.08.12 11:43 | close | 505 | 1.00 | 85.379 | 84.920 | 85.472 | 10700.00 | 3034874.63 |
| 2661 | 2010.08.13 17:46 | sell | 506 | 1.00 | 86.078 | 0.000 | 0.000 | ||
| 2662 | 2010.08.13 17:46 | modify | 506 | 1.00 | 86.078 | 86.728 | 85.878 | ||
| 2663 | 2010.08.13 21:48 | close | 506 | 1.00 | 86.170 | 86.728 | 85.878 | -9200.00 | 3025674.63 |
| 2664 | 2010.08.16 02:51 | buy | 507 | 1.00 | 85.958 | 0.000 | 0.000 | ||
| 2665 | 2010.08.16 02:51 | modify | 507 | 1.00 | 85.958 | 85.308 | 86.158 | ||
| 2666 | 2010.08.16 09:51 | close | 507 | 1.00 | 85.950 | 85.308 | 86.158 | -800.00 | 3024874.63 |
| 2667 | 2010.08.16 09:51 | sell | 508 | 1.00 | 85.941 | 0.000 | 0.000 | ||
| 2668 | 2010.08.16 09:51 | modify | 508 | 1.00 | 85.941 | 86.591 | 85.741 | ||
| 2669 | 2010.08.16 10:55 | modify | 508 | 1.00 | 85.941 | 86.316 | 85.741 | ||
| 2670 | 2010.08.16 10:57 | close | 508 | 1.00 | 85.859 | 86.316 | 85.741 | 8200.00 | 3033074.63 |
| 2671 | 2010.08.16 12:11 | buy | 509 | 1.00 | 85.696 | 0.000 | 0.000 | ||
| 2672 | 2010.08.16 12:11 | modify | 509 | 1.00 | 85.696 | 85.046 | 85.896 | ||
| 2673 | 2010.08.16 12:22 | modify | 509 | 1.00 | 85.696 | 85.305 | 85.896 | ||
| 2674 | 2010.08.16 12:23 | modify | 509 | 1.00 | 85.696 | 85.310 | 85.896 | ||
| 2675 | 2010.08.16 15:35 | s/l | 509 | 1.00 | 85.314 | 85.310 | 85.896 | -38200.00 | 2994874.63 |
| 2676 | 2010.08.19 12:28 | buy | 510 | 1.00 | 85.496 | 0.000 | 0.000 | ||
| 2677 | 2010.08.19 12:28 | modify | 510 | 1.00 | 85.496 | 84.846 | 85.696 | ||
| 2678 | 2010.08.19 12:34 | modify | 510 | 1.00 | 85.496 | 85.100 | 85.696 | ||
| 2679 | 2010.08.19 12:35 | modify | 510 | 1.00 | 85.496 | 85.105 | 85.696 | ||
| 2680 | 2010.08.19 12:36 | modify | 510 | 1.00 | 85.496 | 85.110 | 85.696 | ||
| 2681 | 2010.08.19 12:48 | modify | 510 | 1.00 | 85.496 | 85.130 | 85.696 | ||
| 2682 | 2010.08.19 12:51 | modify | 510 | 1.00 | 85.496 | 85.135 | 85.696 | ||
| 2683 | 2010.08.19 12:53 | modify | 510 | 1.00 | 85.496 | 85.145 | 85.696 | ||
| 2684 | 2010.08.19 13:03 | close | 510 | 1.00 | 85.607 | 85.145 | 85.696 | 11100.00 | 3005974.63 |
| 2685 | 2010.08.24 20:12 | sell | 511 | 1.00 | 84.421 | 0.000 | 0.000 | ||
| 2686 | 2010.08.24 20:12 | modify | 511 | 1.00 | 84.421 | 85.071 | 84.221 | ||
| 2687 | 2010.08.24 20:19 | modify | 511 | 1.00 | 84.421 | 84.811 | 84.221 | ||
| 2688 | 2010.08.24 20:21 | modify | 511 | 1.00 | 84.421 | 84.791 | 84.221 | ||
| 2689 | 2010.08.24 20:22 | close | 511 | 1.00 | 84.304 | 84.791 | 84.221 | 11700.00 | 3017674.63 |
| 2690 | 2010.08.24 23:31 | buy | 512 | 1.00 | 84.069 | 0.000 | 0.000 | ||
| 2691 | 2010.08.24 23:31 | modify | 512 | 1.00 | 84.069 | 83.419 | 84.269 | ||
| 2692 | 2010.08.25 00:50 | close | 512 | 1.00 | 84.149 | 83.419 | 84.269 | 8559.37 | 3026234.01 |
| 2693 | 2010.08.27 06:11 | sell | 513 | 1.00 | 84.563 | 0.000 | 0.000 | ||
| 2694 | 2010.08.27 06:11 | modify | 513 | 1.00 | 84.563 | 85.213 | 84.363 | ||
| 2695 | 2010.08.27 06:15 | modify | 513 | 1.00 | 84.563 | 84.951 | 84.363 | ||
| 2696 | 2010.08.27 06:23 | modify | 513 | 1.00 | 84.563 | 84.931 | 84.363 | ||
| 2697 | 2010.08.27 06:38 | close | 513 | 1.00 | 84.458 | 84.931 | 84.363 | 10500.00 | 3036734.01 |
| 2698 | 2010.08.30 06:25 | buy | 514 | 1.00 | 85.536 | 0.000 | 0.000 | ||
| 2699 | 2010.08.30 06:25 | modify | 514 | 1.00 | 85.536 | 84.886 | 85.736 | ||
| 2700 | 2010.08.30 09:11 | close | 514 | 1.00 | 85.097 | 84.886 | 85.736 | -43900.00 | 2992834.01 |