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 |
| 151 | 2004.08.02 15:34 | close | 29 | 1.00 | 110.966 | 111.465 | 110.914 | 14800.00 | 1140864.10 |
| 152 | 2004.08.26 09:15 | sell | 30 | 1.00 | 110.220 | 0.000 | 0.000 | ||
| 153 | 2004.08.26 09:15 | modify | 30 | 1.00 | 110.220 | 110.870 | 110.020 | ||
| 154 | 2004.08.26 09:25 | modify | 30 | 1.00 | 110.220 | 110.603 | 110.020 | ||
| 155 | 2004.08.26 09:27 | close | 30 | 1.00 | 110.115 | 110.603 | 110.020 | 10500.00 | 1151364.10 |
| 156 | 2004.09.06 02:44 | buy | 31 | 1.00 | 110.364 | 0.000 | 0.000 | ||
| 157 | 2004.09.06 02:44 | modify | 31 | 1.00 | 110.364 | 109.714 | 110.564 | ||
| 158 | 2004.09.06 03:05 | modify | 31 | 1.00 | 110.364 | 109.968 | 110.564 | ||
| 159 | 2004.09.06 03:06 | modify | 31 | 1.00 | 110.364 | 109.998 | 110.564 | ||
| 160 | 2004.09.06 03:19 | modify | 31 | 1.00 | 110.364 | 110.001 | 110.564 | ||
| 161 | 2004.09.06 03:21 | modify | 31 | 1.00 | 110.364 | 110.010 | 110.564 | ||
| 162 | 2004.09.06 03:22 | modify | 31 | 1.00 | 110.364 | 110.012 | 110.564 | ||
| 163 | 2004.09.06 03:24 | close | 31 | 1.00 | 110.488 | 110.012 | 110.564 | 12400.00 | 1163764.10 |
| 164 | 2004.09.16 16:46 | sell | 32 | 1.00 | 109.847 | 0.000 | 0.000 | ||
| 165 | 2004.09.16 16:46 | modify | 32 | 1.00 | 109.847 | 110.497 | 109.647 | ||
| 166 | 2004.09.16 16:50 | modify | 32 | 1.00 | 109.847 | 110.233 | 109.647 | ||
| 167 | 2004.09.16 16:59 | modify | 32 | 1.00 | 109.847 | 110.230 | 109.647 | ||
| 168 | 2004.09.16 17:24 | modify | 32 | 1.00 | 109.847 | 110.229 | 109.647 | ||
| 169 | 2004.09.16 17:25 | modify | 32 | 1.00 | 109.847 | 110.211 | 109.647 | ||
| 170 | 2004.09.16 17:33 | close | 32 | 1.00 | 109.737 | 110.211 | 109.647 | 11000.00 | 1174764.10 |
| 171 | 2004.10.29 02:59 | buy | 33 | 1.00 | 106.137 | 0.000 | 0.000 | ||
| 172 | 2004.10.29 02:59 | modify | 33 | 1.00 | 106.137 | 105.487 | 106.337 | ||
| 173 | 2004.10.29 04:00 | modify | 33 | 1.00 | 106.137 | 105.754 | 106.337 | ||
| 174 | 2004.10.29 04:06 | modify | 33 | 1.00 | 106.137 | 105.773 | 106.337 | ||
| 175 | 2004.10.29 04:07 | modify | 33 | 1.00 | 106.137 | 105.774 | 106.337 | ||
| 176 | 2004.10.29 04:09 | close | 33 | 1.00 | 106.251 | 105.774 | 106.337 | 11400.00 | 1186164.10 |
| 177 | 2004.12.02 11:22 | sell | 34 | 1.00 | 102.358 | 0.000 | 0.000 | ||
| 178 | 2004.12.02 11:22 | modify | 34 | 1.00 | 102.358 | 103.008 | 102.158 | ||
| 179 | 2004.12.02 13:30 | close | 34 | 1.00 | 102.447 | 103.008 | 102.158 | -8900.00 | 1177264.10 |
| 180 | 2004.12.08 20:00 | buy | 35 | 1.00 | 104.194 | 0.000 | 0.000 | ||
| 181 | 2004.12.08 20:00 | modify | 35 | 1.00 | 104.194 | 103.544 | 104.394 | ||
| 182 | 2004.12.08 20:10 | modify | 35 | 1.00 | 104.194 | 103.817 | 104.394 | ||
| 183 | 2004.12.08 20:11 | modify | 35 | 1.00 | 104.194 | 103.818 | 104.394 | ||
| 184 | 2004.12.08 20:14 | close | 35 | 1.00 | 104.309 | 103.818 | 104.394 | 11500.00 | 1188764.10 |
| 185 | 2004.12.08 22:00 | buy | 36 | 1.00 | 104.045 | 0.000 | 0.000 | ||
| 186 | 2004.12.08 22:00 | modify | 36 | 1.00 | 104.045 | 103.395 | 104.245 | ||
| 187 | 2004.12.08 22:30 | modify | 36 | 1.00 | 104.045 | 103.665 | 104.245 | ||
| 188 | 2004.12.08 22:31 | modify | 36 | 1.00 | 104.045 | 103.673 | 104.245 | ||
| 189 | 2004.12.08 22:34 | modify | 36 | 1.00 | 104.045 | 103.675 | 104.245 | ||
| 190 | 2004.12.08 22:36 | modify | 36 | 1.00 | 104.045 | 103.681 | 104.245 | ||
| 191 | 2004.12.09 01:44 | close | 36 | 1.00 | 104.017 | 103.681 | 104.245 | -720.84 | 1188043.26 |
| 192 | 2004.12.13 02:41 | buy | 37 | 1.00 | 105.147 | 0.000 | 0.000 | ||
| 193 | 2004.12.13 02:41 | modify | 37 | 1.00 | 105.147 | 104.497 | 105.347 | ||
| 194 | 2004.12.13 08:58 | close | 37 | 1.00 | 105.088 | 104.497 | 105.347 | -5900.00 | 1182143.26 |
| 195 | 2004.12.16 16:25 | sell | 38 | 1.00 | 104.268 | 0.000 | 0.000 | ||
| 196 | 2004.12.16 16:25 | modify | 38 | 1.00 | 104.268 | 104.918 | 104.068 | ||
| 197 | 2004.12.16 16:30 | modify | 38 | 1.00 | 104.268 | 104.650 | 104.068 | ||
| 198 | 2004.12.16 16:31 | modify | 38 | 1.00 | 104.268 | 104.624 | 104.068 | ||
| 199 | 2004.12.16 16:34 | close | 38 | 1.00 | 104.100 | 104.624 | 104.068 | 16800.00 | 1198943.26 |
| 200 | 2005.01.06 01:56 | buy | 39 | 1.00 | 103.905 | 0.000 | 0.000 | ||
| 201 | 2005.01.06 01:56 | modify | 39 | 1.00 | 103.905 | 103.255 | 104.105 | ||
| 202 | 2005.01.06 02:02 | modify | 39 | 1.00 | 103.905 | 103.528 | 104.105 | ||
| 203 | 2005.01.06 02:04 | modify | 39 | 1.00 | 103.905 | 103.535 | 104.105 | ||
| 204 | 2005.01.06 02:05 | close | 39 | 1.00 | 104.003 | 103.535 | 104.105 | 9800.00 | 1208743.26 |
| 205 | 2005.01.27 08:46 | sell | 40 | 1.00 | 103.335 | 0.000 | 0.000 | ||
| 206 | 2005.01.27 08:46 | modify | 40 | 1.00 | 103.335 | 103.985 | 103.135 | ||
| 207 | 2005.01.27 09:03 | modify | 40 | 1.00 | 103.335 | 103.715 | 103.135 | ||
| 208 | 2005.01.27 09:04 | modify | 40 | 1.00 | 103.335 | 103.704 | 103.135 | ||
| 209 | 2005.01.27 09:20 | modify | 40 | 1.00 | 103.335 | 103.697 | 103.135 | ||
| 210 | 2005.01.27 09:21 | close | 40 | 1.00 | 103.214 | 103.697 | 103.135 | 12100.00 | 1220843.26 |
| 211 | 2005.02.04 09:10 | sell | 41 | 1.00 | 104.553 | 0.000 | 0.000 | ||
| 212 | 2005.02.04 09:10 | modify | 41 | 1.00 | 104.553 | 105.203 | 104.353 | ||
| 213 | 2005.02.04 09:34 | modify | 41 | 1.00 | 104.553 | 104.908 | 104.353 | ||
| 214 | 2005.02.04 09:37 | close | 41 | 1.00 | 104.406 | 104.908 | 104.353 | 14700.00 | 1235543.26 |
| 215 | 2005.02.17 05:01 | buy | 42 | 1.00 | 105.274 | 0.000 | 0.000 | ||
| 216 | 2005.02.17 05:01 | modify | 42 | 1.00 | 105.274 | 104.624 | 105.474 | ||
| 217 | 2005.02.17 10:32 | modify | 42 | 1.00 | 105.274 | 104.888 | 105.474 | ||
| 218 | 2005.02.17 10:35 | modify | 42 | 1.00 | 105.274 | 104.912 | 105.474 | ||
| 219 | 2005.02.17 10:36 | close | 42 | 1.00 | 105.378 | 104.912 | 105.474 | 10400.00 | 1245943.26 |
| 220 | 2005.03.18 02:10 | sell | 43 | 1.00 | 104.618 | 0.000 | 0.000 | ||
| 221 | 2005.03.18 02:10 | modify | 43 | 1.00 | 104.618 | 105.268 | 104.418 | ||
| 222 | 2005.03.18 04:19 | modify | 43 | 1.00 | 104.618 | 105.018 | 104.418 | ||
| 223 | 2005.03.18 04:20 | modify | 43 | 1.00 | 104.618 | 105.015 | 104.418 | ||
| 224 | 2005.03.18 10:26 | close | 43 | 1.00 | 104.695 | 105.015 | 104.418 | -7700.00 | 1238243.26 |
| 225 | 2005.03.18 10:35 | buy | 44 | 1.00 | 104.608 | 0.000 | 0.000 | ||
| 226 | 2005.03.18 10:35 | modify | 44 | 1.00 | 104.608 | 103.958 | 104.808 | ||
| 227 | 2005.03.18 10:45 | modify | 44 | 1.00 | 104.608 | 104.210 | 104.808 | ||
| 228 | 2005.03.18 10:46 | close | 44 | 1.00 | 104.725 | 104.210 | 104.808 | 11700.00 | 1249943.26 |
| 229 | 2005.04.05 15:45 | buy | 45 | 1.00 | 108.342 | 0.000 | 0.000 | ||
| 230 | 2005.04.05 15:45 | modify | 45 | 1.00 | 108.342 | 107.692 | 108.542 | ||
| 231 | 2005.04.05 17:13 | modify | 45 | 1.00 | 108.342 | 107.959 | 108.542 | ||
| 232 | 2005.04.05 17:38 | modify | 45 | 1.00 | 108.342 | 107.963 | 108.542 | ||
| 233 | 2005.04.05 17:56 | modify | 45 | 1.00 | 108.342 | 107.968 | 108.542 | ||
| 234 | 2005.04.05 17:57 | modify | 45 | 1.00 | 108.342 | 107.969 | 108.542 | ||
| 235 | 2005.04.05 17:59 | close | 45 | 1.00 | 108.446 | 107.969 | 108.542 | 10400.00 | 1260343.26 |
| 236 | 2005.04.12 21:25 | buy | 46 | 1.00 | 107.933 | 0.000 | 0.000 | ||
| 237 | 2005.04.12 21:25 | modify | 46 | 1.00 | 107.933 | 107.283 | 108.133 | ||
| 238 | 2005.04.12 21:34 | modify | 46 | 1.00 | 107.933 | 107.548 | 108.133 | ||
| 239 | 2005.04.12 21:38 | modify | 46 | 1.00 | 107.933 | 107.565 | 108.133 | ||
| 240 | 2005.04.12 21:40 | modify | 46 | 1.00 | 107.933 | 107.568 | 108.133 | ||
| 241 | 2005.04.12 21:41 | close | 46 | 1.00 | 108.036 | 107.568 | 108.133 | 10300.00 | 1270643.26 |
| 242 | 2005.04.18 04:05 | sell | 47 | 1.00 | 107.849 | 0.000 | 0.000 | ||
| 243 | 2005.04.18 04:05 | modify | 47 | 1.00 | 107.849 | 108.499 | 107.649 | ||
| 244 | 2005.04.18 09:04 | modify | 47 | 1.00 | 107.849 | 108.244 | 107.649 | ||
| 245 | 2005.04.18 09:05 | modify | 47 | 1.00 | 107.849 | 108.229 | 107.649 | ||
| 246 | 2005.04.18 09:25 | modify | 47 | 1.00 | 107.849 | 108.211 | 107.649 | ||
| 247 | 2005.04.18 09:26 | modify | 47 | 1.00 | 107.849 | 108.204 | 107.649 | ||
| 248 | 2005.04.18 09:27 | close | 47 | 1.00 | 107.737 | 108.204 | 107.649 | 11200.00 | 1281843.26 |
| 249 | 2005.04.19 11:41 | sell | 48 | 1.00 | 107.374 | 0.000 | 0.000 | ||
| 250 | 2005.04.19 11:41 | modify | 48 | 1.00 | 107.374 | 108.024 | 107.174 | ||
| 251 | 2005.04.19 12:17 | modify | 48 | 1.00 | 107.374 | 107.768 | 107.174 | ||
| 252 | 2005.04.19 12:18 | modify | 48 | 1.00 | 107.374 | 107.743 | 107.174 | ||
| 253 | 2005.04.19 12:54 | modify | 48 | 1.00 | 107.374 | 107.734 | 107.174 | ||
| 254 | 2005.04.19 12:58 | modify | 48 | 1.00 | 107.374 | 107.733 | 107.174 | ||
| 255 | 2005.04.19 12:59 | close | 48 | 1.00 | 107.252 | 107.733 | 107.174 | 12200.00 | 1294043.26 |
| 256 | 2005.05.04 18:36 | sell | 49 | 1.00 | 104.703 | 0.000 | 0.000 | ||
| 257 | 2005.05.04 18:36 | modify | 49 | 1.00 | 104.703 | 105.353 | 104.503 | ||
| 258 | 2005.05.04 18:43 | modify | 49 | 1.00 | 104.703 | 105.078 | 104.503 | ||
| 259 | 2005.05.04 21:04 | modify | 49 | 1.00 | 104.703 | 105.059 | 104.503 | ||
| 260 | 2005.05.04 21:06 | close | 49 | 1.00 | 104.591 | 105.059 | 104.503 | 11200.00 | 1305243.26 |
| 261 | 2005.05.17 05:24 | sell | 50 | 1.00 | 107.121 | 0.000 | 0.000 | ||
| 262 | 2005.05.17 05:24 | modify | 50 | 1.00 | 107.121 | 107.771 | 106.921 | ||
| 263 | 2005.05.17 05:33 | modify | 50 | 1.00 | 107.121 | 107.518 | 106.921 | ||
| 264 | 2005.05.17 05:34 | modify | 50 | 1.00 | 107.121 | 107.516 | 106.921 | ||
| 265 | 2005.05.17 05:35 | modify | 50 | 1.00 | 107.121 | 107.497 | 106.921 | ||
| 266 | 2005.05.17 05:38 | modify | 50 | 1.00 | 107.121 | 107.489 | 106.921 | ||
| 267 | 2005.05.17 05:39 | modify | 50 | 1.00 | 107.121 | 107.476 | 106.921 | ||
| 268 | 2005.05.17 05:41 | modify | 50 | 1.00 | 107.121 | 107.472 | 106.921 | ||
| 269 | 2005.05.17 05:42 | close | 50 | 1.00 | 107.016 | 107.472 | 106.921 | 10500.00 | 1315743.26 |
| 270 | 2005.05.19 03:46 | sell | 51 | 1.00 | 107.168 | 0.000 | 0.000 | ||
| 271 | 2005.05.19 03:46 | modify | 51 | 1.00 | 107.168 | 107.818 | 106.968 | ||
| 272 | 2005.05.19 04:28 | modify | 51 | 1.00 | 107.168 | 107.566 | 106.968 | ||
| 273 | 2005.05.19 04:29 | modify | 51 | 1.00 | 107.168 | 107.549 | 106.968 | ||
| 274 | 2005.05.19 05:00 | modify | 51 | 1.00 | 107.168 | 107.543 | 106.968 | ||
| 275 | 2005.05.19 05:02 | modify | 51 | 1.00 | 107.168 | 107.541 | 106.968 | ||
| 276 | 2005.05.19 05:44 | modify | 51 | 1.00 | 107.168 | 107.537 | 106.968 | ||
| 277 | 2005.05.19 05:49 | modify | 51 | 1.00 | 107.168 | 107.536 | 106.968 | ||
| 278 | 2005.05.19 06:01 | modify | 51 | 1.00 | 107.168 | 107.531 | 106.968 | ||
| 279 | 2005.05.19 06:04 | modify | 51 | 1.00 | 107.168 | 107.521 | 106.968 | ||
| 280 | 2005.05.19 06:06 | close | 51 | 1.00 | 107.040 | 107.521 | 106.968 | 12800.00 | 1328543.26 |
| 281 | 2005.06.01 17:35 | buy | 52 | 1.00 | 108.203 | 0.000 | 0.000 | ||
| 282 | 2005.06.01 17:35 | modify | 52 | 1.00 | 108.203 | 107.553 | 108.403 | ||
| 283 | 2005.06.01 17:39 | modify | 52 | 1.00 | 108.203 | 107.810 | 108.403 | ||
| 284 | 2005.06.01 18:03 | modify | 52 | 1.00 | 108.203 | 107.815 | 108.403 | ||
| 285 | 2005.06.01 18:04 | modify | 52 | 1.00 | 108.203 | 107.822 | 108.403 | ||
| 286 | 2005.06.01 18:10 | modify | 52 | 1.00 | 108.203 | 107.833 | 108.403 | ||
| 287 | 2005.06.01 18:13 | close | 52 | 1.00 | 108.326 | 107.833 | 108.403 | 12300.00 | 1340843.26 |
| 288 | 2005.08.08 10:31 | buy | 53 | 1.00 | 112.134 | 0.000 | 0.000 | ||
| 289 | 2005.08.08 10:31 | modify | 53 | 1.00 | 112.134 | 111.484 | 112.334 | ||
| 290 | 2005.08.08 11:04 | modify | 53 | 1.00 | 112.134 | 111.744 | 112.334 | ||
| 291 | 2005.08.08 11:09 | modify | 53 | 1.00 | 112.134 | 111.750 | 112.334 | ||
| 292 | 2005.08.08 11:11 | modify | 53 | 1.00 | 112.134 | 111.760 | 112.334 | ||
| 293 | 2005.08.08 11:15 | modify | 53 | 1.00 | 112.134 | 111.768 | 112.334 | ||
| 294 | 2005.08.08 11:16 | close | 53 | 1.00 | 112.237 | 111.768 | 112.334 | 10300.00 | 1351143.26 |
| 295 | 2005.08.24 15:35 | buy | 54 | 1.00 | 110.203 | 0.000 | 0.000 | ||
| 296 | 2005.08.24 15:35 | modify | 54 | 1.00 | 110.203 | 109.553 | 110.403 | ||
| 297 | 2005.08.24 15:38 | modify | 54 | 1.00 | 110.203 | 109.807 | 110.403 | ||
| 298 | 2005.08.24 15:41 | modify | 54 | 1.00 | 110.203 | 109.833 | 110.403 | ||
| 299 | 2005.08.24 17:17 | close | 54 | 1.00 | 110.270 | 109.833 | 110.403 | 6700.00 | 1357843.26 |
| 300 | 2005.08.25 05:20 | buy | 55 | 1.00 | 110.118 | 0.000 | 0.000 | ||