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 - 2026.02.27 23:59 (2004.01.01 - 2026.03.01) | ||||
| 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 | 8242736 | モデルティック数 | 380780093 | 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 | 5404452.72 | 総利益 | 13521396.49 | 総損失 | -8116943.77 |
| プロフィットファクタ | 1.67 | 期待利得 | 3356.80 | ||
| 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 | 11.77% (180055.55) |
| 総取引数 | 1610 | 売りポジション(勝率%） | 817 (80.54%) | 買いポジション(勝率%） | 793 (78.81%) |
| 勝率(%) | 1283 (79.69%) | 負率 (%) | 327 (20.31%) | ||
| 最大 | 勝トレード | 23900.00 | 敗トレード | -66900.00 | |
| 平均 | 勝トレード | 10538.89 | 敗トレード | -24822.46 | |
| 最大 | 連勝(金額) | 26 (274593.01) | 連敗(金額) | 4 (-52834.27) | |
| 最大 | 連勝(トレード数) | 304900.00 (25) | 連敗(トレード数) | -107293.73 (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 |
| 2701 | 2010.09.01 03:56 | sell | 515 | 1.00 | 84.366 | 0.000 | 0.000 | ||
| 2702 | 2010.09.01 03:56 | modify | 515 | 1.00 | 84.366 | 85.016 | 84.166 | ||
| 2703 | 2010.09.01 04:15 | modify | 515 | 1.00 | 84.366 | 84.751 | 84.166 | ||
| 2704 | 2010.09.01 04:16 | modify | 515 | 1.00 | 84.366 | 84.726 | 84.166 | ||
| 2705 | 2010.09.01 07:35 | close | 515 | 1.00 | 84.366 | 84.726 | 84.166 | 0.00 | 2991400.98 |
| 2706 | 2010.09.02 05:17 | buy | 516 | 1.00 | 84.158 | 0.000 | 0.000 | ||
| 2707 | 2010.09.02 05:17 | modify | 516 | 1.00 | 84.158 | 83.508 | 84.358 | ||
| 2708 | 2010.09.02 07:22 | modify | 516 | 1.00 | 84.158 | 83.760 | 84.358 | ||
| 2709 | 2010.09.02 08:19 | modify | 516 | 1.00 | 84.158 | 83.770 | 84.358 | ||
| 2710 | 2010.09.02 08:20 | modify | 516 | 1.00 | 84.158 | 83.780 | 84.358 | ||
| 2711 | 2010.09.02 08:31 | modify | 516 | 1.00 | 84.158 | 83.785 | 84.358 | ||
| 2712 | 2010.09.02 08:34 | modify | 516 | 1.00 | 84.158 | 83.790 | 84.358 | ||
| 2713 | 2010.09.02 08:37 | modify | 516 | 1.00 | 84.158 | 83.800 | 84.358 | ||
| 2714 | 2010.09.02 08:41 | close | 516 | 1.00 | 84.269 | 83.800 | 84.358 | 11100.00 | 3002500.98 |
| 2715 | 2010.09.02 13:00 | sell | 517 | 1.00 | 84.267 | 0.000 | 0.000 | ||
| 2716 | 2010.09.02 13:00 | modify | 517 | 1.00 | 84.267 | 84.917 | 84.067 | ||
| 2717 | 2010.09.02 13:36 | modify | 517 | 1.00 | 84.267 | 84.666 | 84.067 | ||
| 2718 | 2010.09.02 13:38 | modify | 517 | 1.00 | 84.267 | 84.646 | 84.067 | ||
| 2719 | 2010.09.02 13:39 | modify | 517 | 1.00 | 84.267 | 84.636 | 84.067 | ||
| 2720 | 2010.09.02 13:40 | modify | 517 | 1.00 | 84.267 | 84.631 | 84.067 | ||
| 2721 | 2010.09.02 13:42 | close | 517 | 1.00 | 84.163 | 84.631 | 84.067 | 10400.00 | 3012900.98 |
| 2722 | 2010.09.14 03:48 | buy | 518 | 1.00 | 83.421 | 0.000 | 0.000 | ||
| 2723 | 2010.09.14 03:48 | modify | 518 | 1.00 | 83.421 | 82.771 | 83.621 | ||
| 2724 | 2010.09.14 08:58 | t/p | 518 | 1.00 | 83.645 | 82.771 | 83.621 | 22400.00 | 3035300.98 |
| 2725 | 2010.09.14 09:01 | sell | 519 | 1.00 | 83.682 | 0.000 | 0.000 | ||
| 2726 | 2010.09.14 09:01 | modify | 519 | 1.00 | 83.682 | 84.332 | 83.482 | ||
| 2727 | 2010.09.14 09:06 | modify | 519 | 1.00 | 83.682 | 84.081 | 83.482 | ||
| 2728 | 2010.09.14 09:15 | modify | 519 | 1.00 | 83.682 | 84.056 | 83.482 | ||
| 2729 | 2010.09.14 09:16 | modify | 519 | 1.00 | 83.682 | 84.041 | 83.482 | ||
| 2730 | 2010.09.14 09:17 | close | 519 | 1.00 | 83.547 | 84.041 | 83.482 | 13500.00 | 3048800.98 |
| 2731 | 2010.09.16 03:10 | buy | 520 | 1.00 | 85.444 | 0.000 | 0.000 | ||
| 2732 | 2010.09.16 03:10 | modify | 520 | 1.00 | 85.444 | 84.794 | 85.644 | ||
| 2733 | 2010.09.16 03:20 | modify | 520 | 1.00 | 85.444 | 85.045 | 85.644 | ||
| 2734 | 2010.09.16 03:22 | modify | 520 | 1.00 | 85.444 | 85.060 | 85.644 | ||
| 2735 | 2010.09.16 03:37 | modify | 520 | 1.00 | 85.444 | 85.085 | 85.644 | ||
| 2736 | 2010.09.16 03:38 | modify | 520 | 1.00 | 85.444 | 85.090 | 85.644 | ||
| 2737 | 2010.09.16 03:39 | close | 520 | 1.00 | 85.556 | 85.090 | 85.644 | 11200.00 | 3060000.98 |
| 2738 | 2010.09.16 11:25 | sell | 521 | 1.00 | 85.505 | 0.000 | 0.000 | ||
| 2739 | 2010.09.16 11:25 | modify | 521 | 1.00 | 85.505 | 86.155 | 85.305 | ||
| 2740 | 2010.09.16 23:53 | close | 521 | 1.00 | 85.795 | 86.155 | 85.305 | -29000.00 | 3031000.98 |
| 2741 | 2010.09.17 03:36 | buy | 522 | 1.00 | 85.667 | 0.000 | 0.000 | ||
| 2742 | 2010.09.17 03:36 | modify | 522 | 1.00 | 85.667 | 85.017 | 85.867 | ||
| 2743 | 2010.09.17 03:48 | modify | 522 | 1.00 | 85.667 | 85.280 | 85.867 | ||
| 2744 | 2010.09.17 03:52 | modify | 522 | 1.00 | 85.667 | 85.310 | 85.867 | ||
| 2745 | 2010.09.17 03:53 | modify | 522 | 1.00 | 85.667 | 85.315 | 85.867 | ||
| 2746 | 2010.09.17 03:54 | close | 522 | 1.00 | 85.771 | 85.315 | 85.867 | 10400.00 | 3041400.98 |
| 2747 | 2010.09.23 09:07 | buy | 523 | 1.00 | 84.530 | 0.000 | 0.000 | ||
| 2748 | 2010.09.23 09:07 | modify | 523 | 1.00 | 84.530 | 83.880 | 84.730 | ||
| 2749 | 2010.09.23 09:34 | modify | 523 | 1.00 | 84.530 | 84.135 | 84.730 | ||
| 2750 | 2010.09.23 09:49 | modify | 523 | 1.00 | 84.530 | 84.140 | 84.730 | ||
| 2751 | 2010.09.23 10:08 | modify | 523 | 1.00 | 84.530 | 84.160 | 84.730 | ||
| 2752 | 2010.09.23 10:17 | modify | 523 | 1.00 | 84.530 | 84.170 | 84.730 | ||
| 2753 | 2010.09.23 10:18 | modify | 523 | 1.00 | 84.530 | 84.175 | 84.730 | ||
| 2754 | 2010.09.23 10:19 | close | 523 | 1.00 | 84.631 | 84.175 | 84.730 | 10100.00 | 3051500.98 |
| 2755 | 2010.09.24 12:40 | buy | 524 | 1.00 | 84.430 | 0.000 | 0.000 | ||
| 2756 | 2010.09.24 12:40 | modify | 524 | 1.00 | 84.430 | 83.780 | 84.630 | ||
| 2757 | 2010.09.24 19:02 | close | 524 | 1.00 | 84.389 | 83.780 | 84.630 | -4100.00 | 3047400.98 |
| 2758 | 2010.09.29 03:20 | sell | 525 | 1.00 | 84.049 | 0.000 | 0.000 | ||
| 2759 | 2010.09.29 03:20 | modify | 525 | 1.00 | 84.049 | 84.699 | 83.849 | ||
| 2760 | 2010.09.29 03:51 | modify | 525 | 1.00 | 84.049 | 84.431 | 83.849 | ||
| 2761 | 2010.09.29 03:52 | modify | 525 | 1.00 | 84.049 | 84.426 | 83.849 | ||
| 2762 | 2010.09.29 03:55 | modify | 525 | 1.00 | 84.049 | 84.406 | 83.849 | ||
| 2763 | 2010.09.29 03:57 | close | 525 | 1.00 | 83.944 | 84.406 | 83.849 | 10500.00 | 3057900.98 |
| 2764 | 2010.09.30 16:48 | sell | 526 | 1.00 | 83.532 | 0.000 | 0.000 | ||
| 2765 | 2010.09.30 16:48 | modify | 526 | 1.00 | 83.532 | 84.182 | 83.332 | ||
| 2766 | 2010.09.30 17:03 | modify | 526 | 1.00 | 83.532 | 83.911 | 83.332 | ||
| 2767 | 2010.09.30 17:04 | modify | 526 | 1.00 | 83.532 | 83.901 | 83.332 | ||
| 2768 | 2010.09.30 17:32 | close | 526 | 1.00 | 83.431 | 83.901 | 83.332 | 10100.00 | 3068000.98 |
| 2769 | 2010.10.05 11:11 | buy | 527 | 1.00 | 83.377 | 0.000 | 0.000 | ||
| 2770 | 2010.10.05 11:11 | modify | 527 | 1.00 | 83.377 | 82.727 | 83.577 | ||
| 2771 | 2010.10.05 12:34 | modify | 527 | 1.00 | 83.377 | 82.980 | 83.577 | ||
| 2772 | 2010.10.05 13:02 | modify | 527 | 1.00 | 83.377 | 82.985 | 83.577 | ||
| 2773 | 2010.10.05 17:51 | s/l | 527 | 1.00 | 82.981 | 82.985 | 83.577 | -39600.00 | 3028400.98 |
| 2774 | 2010.10.11 03:55 | sell | 528 | 1.00 | 82.118 | 0.000 | 0.000 | ||
| 2775 | 2010.10.11 03:55 | modify | 528 | 1.00 | 82.118 | 82.768 | 81.918 | ||
| 2776 | 2010.10.11 04:05 | modify | 528 | 1.00 | 82.118 | 82.516 | 81.918 | ||
| 2777 | 2010.10.11 04:34 | modify | 528 | 1.00 | 82.118 | 82.506 | 81.918 | ||
| 2778 | 2010.10.11 04:48 | modify | 528 | 1.00 | 82.118 | 82.486 | 81.918 | ||
| 2779 | 2010.10.11 04:49 | modify | 528 | 1.00 | 82.118 | 82.481 | 81.918 | ||
| 2780 | 2010.10.11 04:50 | modify | 528 | 1.00 | 82.118 | 82.471 | 81.918 | ||
| 2781 | 2010.10.11 04:52 | close | 528 | 1.00 | 82.005 | 82.471 | 81.918 | 11300.00 | 3039700.98 |
| 2782 | 2010.10.14 16:12 | sell | 529 | 1.00 | 81.342 | 0.000 | 0.000 | ||
| 2783 | 2010.10.14 16:12 | modify | 529 | 1.00 | 81.342 | 81.992 | 81.142 | ||
| 2784 | 2010.10.14 20:49 | close | 529 | 1.00 | 81.433 | 81.992 | 81.142 | -9100.00 | 3030600.98 |
| 2785 | 2010.10.25 14:41 | sell | 530 | 1.00 | 80.713 | 0.000 | 0.000 | ||
| 2786 | 2010.10.25 14:41 | modify | 530 | 1.00 | 80.713 | 81.363 | 80.513 | ||
| 2787 | 2010.10.25 15:33 | modify | 530 | 1.00 | 80.713 | 81.105 | 80.513 | ||
| 2788 | 2010.10.25 15:34 | modify | 530 | 1.00 | 80.713 | 81.097 | 80.513 | ||
| 2789 | 2010.10.25 15:36 | modify | 530 | 1.00 | 80.713 | 81.091 | 80.513 | ||
| 2790 | 2010.10.25 15:39 | modify | 530 | 1.00 | 80.713 | 81.081 | 80.513 | ||
| 2791 | 2010.10.25 15:42 | modify | 530 | 1.00 | 80.713 | 81.079 | 80.513 | ||
| 2792 | 2010.10.25 15:53 | close | 530 | 1.00 | 80.615 | 81.079 | 80.513 | 9800.00 | 3040400.98 |
| 2793 | 2010.10.25 20:01 | sell | 531 | 1.00 | 80.719 | 0.000 | 0.000 | ||
| 2794 | 2010.10.25 20:01 | modify | 531 | 1.00 | 80.719 | 81.369 | 80.519 | ||
| 2795 | 2010.10.26 08:24 | close | 531 | 1.00 | 80.756 | 81.369 | 80.519 | -4811.22 | 3035589.76 |
| 2796 | 2010.10.27 12:25 | buy | 532 | 1.00 | 81.654 | 0.000 | 0.000 | ||
| 2797 | 2010.10.27 12:25 | modify | 532 | 1.00 | 81.654 | 81.004 | 81.854 | ||
| 2798 | 2010.10.27 14:58 | modify | 532 | 1.00 | 81.654 | 81.284 | 81.854 | ||
| 2799 | 2010.10.27 15:18 | modify | 532 | 1.00 | 81.654 | 81.299 | 81.854 | ||
| 2800 | 2010.10.27 15:19 | close | 532 | 1.00 | 81.759 | 81.299 | 81.854 | 10500.00 | 3046089.76 |
| 2801 | 2010.11.01 17:10 | sell | 533 | 1.00 | 80.523 | 0.000 | 0.000 | ||
| 2802 | 2010.11.01 17:10 | modify | 533 | 1.00 | 80.523 | 81.173 | 80.323 | ||
| 2803 | 2010.11.01 20:52 | close | 533 | 1.00 | 80.598 | 81.173 | 80.323 | -7500.00 | 3038589.76 |
| 2804 | 2010.11.04 10:33 | sell | 534 | 1.00 | 81.128 | 0.000 | 0.000 | ||
| 2805 | 2010.11.04 10:33 | modify | 534 | 1.00 | 81.128 | 81.778 | 80.928 | ||
| 2806 | 2010.11.04 10:42 | modify | 534 | 1.00 | 81.128 | 81.515 | 80.928 | ||
| 2807 | 2010.11.04 10:58 | modify | 534 | 1.00 | 81.128 | 81.507 | 80.928 | ||
| 2808 | 2010.11.04 11:00 | modify | 534 | 1.00 | 81.128 | 81.501 | 80.928 | ||
| 2809 | 2010.11.04 11:02 | close | 534 | 1.00 | 81.004 | 81.501 | 80.928 | 12400.00 | 3050989.76 |
| 2810 | 2010.11.05 03:42 | sell | 535 | 1.00 | 80.894 | 0.000 | 0.000 | ||
| 2811 | 2010.11.05 03:42 | modify | 535 | 1.00 | 80.894 | 81.544 | 80.694 | ||
| 2812 | 2010.11.05 05:38 | close | 535 | 1.00 | 80.838 | 81.544 | 80.694 | 5600.00 | 3056589.76 |
| 2813 | 2010.11.08 03:44 | sell | 536 | 1.00 | 81.331 | 0.000 | 0.000 | ||
| 2814 | 2010.11.08 03:44 | modify | 536 | 1.00 | 81.331 | 81.981 | 81.131 | ||
| 2815 | 2010.11.08 04:22 | modify | 536 | 1.00 | 81.331 | 81.725 | 81.131 | ||
| 2816 | 2010.11.08 04:23 | close | 536 | 1.00 | 81.204 | 81.725 | 81.131 | 12700.00 | 3069289.76 |
| 2817 | 2010.11.08 16:22 | sell | 537 | 1.00 | 81.241 | 0.000 | 0.000 | ||
| 2818 | 2010.11.08 16:22 | modify | 537 | 1.00 | 81.241 | 81.891 | 81.041 | ||
| 2819 | 2010.11.08 16:36 | modify | 537 | 1.00 | 81.241 | 81.639 | 81.041 | ||
| 2820 | 2010.11.08 16:37 | modify | 537 | 1.00 | 81.241 | 81.621 | 81.041 | ||
| 2821 | 2010.11.08 16:40 | modify | 537 | 1.00 | 81.241 | 81.611 | 81.041 | ||
| 2822 | 2010.11.08 16:41 | modify | 537 | 1.00 | 81.241 | 81.605 | 81.041 | ||
| 2823 | 2010.11.08 16:42 | close | 537 | 1.00 | 81.142 | 81.605 | 81.041 | 9900.00 | 3079189.76 |
| 2824 | 2010.11.11 08:00 | sell | 538 | 1.00 | 82.277 | 0.000 | 0.000 | ||
| 2825 | 2010.11.11 08:00 | modify | 538 | 1.00 | 82.277 | 82.927 | 82.077 | ||
| 2826 | 2010.11.11 08:49 | modify | 538 | 1.00 | 82.277 | 82.652 | 82.077 | ||
| 2827 | 2010.11.11 08:52 | modify | 538 | 1.00 | 82.277 | 82.644 | 82.077 | ||
| 2828 | 2010.11.11 08:53 | modify | 538 | 1.00 | 82.277 | 82.638 | 82.077 | ||
| 2829 | 2010.11.11 10:53 | modify | 538 | 1.00 | 82.277 | 82.629 | 82.077 | ||
| 2830 | 2010.11.11 10:54 | modify | 538 | 1.00 | 82.277 | 82.628 | 82.077 | ||
| 2831 | 2010.11.11 10:55 | close | 538 | 1.00 | 82.157 | 82.628 | 82.077 | 12000.00 | 3091189.76 |
| 2832 | 2010.11.18 21:50 | buy | 539 | 1.00 | 83.443 | 0.000 | 0.000 | ||
| 2833 | 2010.11.18 21:50 | modify | 539 | 1.00 | 83.443 | 82.793 | 83.643 | ||
| 2834 | 2010.11.18 22:35 | modify | 539 | 1.00 | 83.443 | 83.044 | 83.643 | ||
| 2835 | 2010.11.18 22:36 | modify | 539 | 1.00 | 83.443 | 83.062 | 83.643 | ||
| 2836 | 2010.11.18 22:38 | modify | 539 | 1.00 | 83.443 | 83.063 | 83.643 | ||
| 2837 | 2010.11.18 22:41 | modify | 539 | 1.00 | 83.443 | 83.064 | 83.643 | ||
| 2838 | 2010.11.18 22:49 | modify | 539 | 1.00 | 83.443 | 83.069 | 83.643 | ||
| 2839 | 2010.11.18 22:50 | modify | 539 | 1.00 | 83.443 | 83.087 | 83.643 | ||
| 2840 | 2010.11.18 22:52 | close | 539 | 1.00 | 83.550 | 83.087 | 83.643 | 10700.00 | 3101889.76 |
| 2841 | 2010.11.19 14:25 | sell | 540 | 1.00 | 83.380 | 0.000 | 0.000 | ||
| 2842 | 2010.11.19 14:25 | modify | 540 | 1.00 | 83.380 | 84.030 | 83.180 | ||
| 2843 | 2010.11.19 21:11 | close | 540 | 1.00 | 83.475 | 84.030 | 83.180 | -9500.00 | 3092389.76 |
| 2844 | 2010.11.24 02:00 | sell | 541 | 1.00 | 83.283 | 0.000 | 0.000 | ||
| 2845 | 2010.11.24 02:00 | modify | 541 | 1.00 | 83.283 | 83.933 | 83.083 | ||
| 2846 | 2010.11.24 03:55 | close | 541 | 1.00 | 83.234 | 83.933 | 83.083 | 4900.00 | 3097289.76 |
| 2847 | 2010.11.25 02:57 | buy | 542 | 1.00 | 83.433 | 0.000 | 0.000 | ||
| 2848 | 2010.11.25 02:57 | modify | 542 | 1.00 | 83.433 | 82.783 | 83.633 | ||
| 2849 | 2010.11.25 03:23 | modify | 542 | 1.00 | 83.433 | 83.045 | 83.633 | ||
| 2850 | 2010.11.25 04:48 | modify | 542 | 1.00 | 83.433 | 83.057 | 83.633 | ||