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 |
| 2851 | 2010.11.25 04:50 | close | 542 | 1.00 | 83.531 | 83.057 | 83.633 | 9800.00 | 3108556.46 |
| 2852 | 2010.12.01 02:36 | buy | 543 | 1.00 | 83.568 | 0.000 | 0.000 | ||
| 2853 | 2010.12.01 02:36 | modify | 543 | 1.00 | 83.568 | 82.918 | 83.768 | ||
| 2854 | 2010.12.01 02:48 | modify | 543 | 1.00 | 83.568 | 83.177 | 83.768 | ||
| 2855 | 2010.12.01 02:52 | modify | 543 | 1.00 | 83.568 | 83.189 | 83.768 | ||
| 2856 | 2010.12.01 02:53 | modify | 543 | 1.00 | 83.568 | 83.199 | 83.768 | ||
| 2857 | 2010.12.01 02:54 | modify | 543 | 1.00 | 83.568 | 83.214 | 83.768 | ||
| 2858 | 2010.12.01 02:55 | close | 543 | 1.00 | 83.677 | 83.214 | 83.768 | 10900.00 | 3119456.46 |
| 2859 | 2010.12.02 02:07 | buy | 544 | 1.00 | 84.092 | 0.000 | 0.000 | ||
| 2860 | 2010.12.02 02:07 | modify | 544 | 1.00 | 84.092 | 83.442 | 84.292 | ||
| 2861 | 2010.12.02 02:38 | modify | 544 | 1.00 | 84.092 | 83.697 | 84.292 | ||
| 2862 | 2010.12.02 02:40 | modify | 544 | 1.00 | 84.092 | 83.700 | 84.292 | ||
| 2863 | 2010.12.02 02:41 | modify | 544 | 1.00 | 84.092 | 83.707 | 84.292 | ||
| 2864 | 2010.12.02 02:43 | modify | 544 | 1.00 | 84.092 | 83.717 | 84.292 | ||
| 2865 | 2010.12.02 02:44 | modify | 544 | 1.00 | 84.092 | 83.718 | 84.292 | ||
| 2866 | 2010.12.02 07:54 | close | 544 | 1.00 | 84.121 | 83.718 | 84.292 | 2900.00 | 3122356.46 |
| 2867 | 2010.12.08 02:45 | sell | 545 | 1.00 | 83.581 | 0.000 | 0.000 | ||
| 2868 | 2010.12.08 02:45 | modify | 545 | 1.00 | 83.581 | 84.231 | 83.381 | ||
| 2869 | 2010.12.08 08:42 | close | 545 | 1.00 | 84.015 | 84.231 | 83.381 | -43400.00 | 3078956.46 |
| 2870 | 2010.12.14 02:45 | sell | 546 | 1.00 | 83.516 | 0.000 | 0.000 | ||
| 2871 | 2010.12.14 02:45 | modify | 546 | 1.00 | 83.516 | 84.166 | 83.316 | ||
| 2872 | 2010.12.14 03:16 | modify | 546 | 1.00 | 83.516 | 83.904 | 83.316 | ||
| 2873 | 2010.12.14 04:58 | modify | 546 | 1.00 | 83.516 | 83.901 | 83.316 | ||
| 2874 | 2010.12.14 08:50 | modify | 546 | 1.00 | 83.516 | 83.898 | 83.316 | ||
| 2875 | 2010.12.14 08:56 | modify | 546 | 1.00 | 83.516 | 83.894 | 83.316 | ||
| 2876 | 2010.12.14 08:57 | modify | 546 | 1.00 | 83.516 | 83.883 | 83.316 | ||
| 2877 | 2010.12.14 09:00 | modify | 546 | 1.00 | 83.516 | 83.873 | 83.316 | ||
| 2878 | 2010.12.14 09:01 | modify | 546 | 1.00 | 83.516 | 83.867 | 83.316 | ||
| 2879 | 2010.12.14 09:47 | close | 546 | 1.00 | 83.400 | 83.867 | 83.316 | 11600.00 | 3090556.46 |
| 2880 | 2010.12.14 10:13 | buy | 547 | 1.00 | 83.280 | 0.000 | 0.000 | ||
| 2881 | 2010.12.14 10:13 | modify | 547 | 1.00 | 83.280 | 82.630 | 83.480 | ||
| 2882 | 2010.12.14 10:46 | modify | 547 | 1.00 | 83.280 | 82.904 | 83.480 | ||
| 2883 | 2010.12.14 10:49 | modify | 547 | 1.00 | 83.280 | 82.917 | 83.480 | ||
| 2884 | 2010.12.14 10:54 | modify | 547 | 1.00 | 83.280 | 82.918 | 83.480 | ||
| 2885 | 2010.12.14 10:57 | modify | 547 | 1.00 | 83.280 | 82.923 | 83.480 | ||
| 2886 | 2010.12.14 10:59 | modify | 547 | 1.00 | 83.280 | 82.927 | 83.480 | ||
| 2887 | 2010.12.14 11:00 | close | 547 | 1.00 | 83.387 | 82.927 | 83.480 | 10700.00 | 3101256.46 |
| 2888 | 2010.12.17 13:55 | sell | 548 | 1.00 | 84.020 | 0.000 | 0.000 | ||
| 2889 | 2010.12.17 13:55 | modify | 548 | 1.00 | 84.020 | 84.670 | 83.820 | ||
| 2890 | 2010.12.17 14:44 | modify | 548 | 1.00 | 84.020 | 84.414 | 83.820 | ||
| 2891 | 2010.12.17 14:45 | modify | 548 | 1.00 | 84.020 | 84.398 | 83.820 | ||
| 2892 | 2010.12.17 14:46 | modify | 548 | 1.00 | 84.020 | 84.376 | 83.820 | ||
| 2893 | 2010.12.17 14:48 | modify | 548 | 1.00 | 84.020 | 84.372 | 83.820 | ||
| 2894 | 2010.12.17 15:03 | close | 548 | 1.00 | 83.905 | 84.372 | 83.820 | 11500.00 | 3112756.46 |
| 2895 | 2010.12.23 14:43 | sell | 549 | 1.00 | 83.163 | 0.000 | 0.000 | ||
| 2896 | 2010.12.23 14:43 | modify | 549 | 1.00 | 83.163 | 83.813 | 82.963 | ||
| 2897 | 2010.12.23 15:47 | modify | 549 | 1.00 | 83.163 | 83.558 | 82.963 | ||
| 2898 | 2010.12.23 15:48 | modify | 549 | 1.00 | 83.163 | 83.537 | 82.963 | ||
| 2899 | 2010.12.23 15:49 | modify | 549 | 1.00 | 83.163 | 83.532 | 82.963 | ||
| 2900 | 2010.12.23 15:50 | close | 549 | 1.00 | 83.071 | 83.532 | 82.963 | 9200.00 | 3121956.46 |
| 2901 | 2011.01.04 01:35 | buy | 550 | 1.00 | 81.675 | 0.000 | 0.000 | ||
| 2902 | 2011.01.04 01:35 | modify | 550 | 1.00 | 81.675 | 81.025 | 81.875 | ||
| 2903 | 2011.01.04 02:42 | close | 550 | 1.00 | 81.733 | 81.025 | 81.875 | 5800.00 | 3127756.46 |
| 2904 | 2011.01.11 02:25 | sell | 551 | 1.00 | 82.805 | 0.000 | 0.000 | ||
| 2905 | 2011.01.11 02:25 | modify | 551 | 1.00 | 82.805 | 83.455 | 82.605 | ||
| 2906 | 2011.01.11 06:58 | close | 551 | 1.00 | 83.031 | 83.455 | 82.605 | -22600.00 | 3105156.46 |
| 2907 | 2011.01.12 05:06 | buy | 552 | 1.00 | 83.152 | 0.000 | 0.000 | ||
| 2908 | 2011.01.12 05:06 | modify | 552 | 1.00 | 83.152 | 82.502 | 83.352 | ||
| 2909 | 2011.01.12 12:08 | close | 552 | 1.00 | 83.138 | 82.502 | 83.352 | -1400.00 | 3103756.46 |
| 2910 | 2011.01.14 11:33 | sell | 553 | 1.00 | 82.675 | 0.000 | 0.000 | ||
| 2911 | 2011.01.14 11:33 | modify | 553 | 1.00 | 82.675 | 83.325 | 82.475 | ||
| 2912 | 2011.01.14 15:34 | close | 553 | 1.00 | 82.734 | 83.325 | 82.475 | -5900.00 | 3097856.46 |
| 2913 | 2011.02.02 04:09 | sell | 554 | 1.00 | 81.595 | 0.000 | 0.000 | ||
| 2914 | 2011.02.02 04:09 | modify | 554 | 1.00 | 81.595 | 82.245 | 81.395 | ||
| 2915 | 2011.02.02 04:27 | modify | 554 | 1.00 | 81.595 | 81.990 | 81.395 | ||
| 2916 | 2011.02.02 04:29 | modify | 554 | 1.00 | 81.595 | 81.973 | 81.395 | ||
| 2917 | 2011.02.02 04:30 | modify | 554 | 1.00 | 81.595 | 81.961 | 81.395 | ||
| 2918 | 2011.02.02 04:31 | close | 554 | 1.00 | 81.498 | 81.961 | 81.395 | 9700.00 | 3107556.46 |
| 2919 | 2011.02.08 20:16 | sell | 555 | 1.00 | 82.093 | 0.000 | 0.000 | ||
| 2920 | 2011.02.08 20:16 | modify | 555 | 1.00 | 82.093 | 82.743 | 81.893 | ||
| 2921 | 2011.02.09 08:46 | close | 555 | 1.00 | 82.427 | 82.743 | 81.893 | -34498.25 | 3073058.21 |
| 2922 | 2011.02.11 17:00 | buy | 556 | 1.00 | 83.391 | 0.000 | 0.000 | ||
| 2923 | 2011.02.11 17:00 | modify | 556 | 1.00 | 83.391 | 82.741 | 83.591 | ||
| 2924 | 2011.02.11 18:06 | modify | 556 | 1.00 | 83.391 | 82.997 | 83.591 | ||
| 2925 | 2011.02.11 18:29 | modify | 556 | 1.00 | 83.391 | 83.002 | 83.591 | ||
| 2926 | 2011.02.11 18:30 | modify | 556 | 1.00 | 83.391 | 83.006 | 83.591 | ||
| 2927 | 2011.02.11 18:31 | modify | 556 | 1.00 | 83.391 | 83.022 | 83.591 | ||
| 2928 | 2011.02.11 18:43 | modify | 556 | 1.00 | 83.391 | 83.024 | 83.591 | ||
| 2929 | 2011.02.11 18:45 | modify | 556 | 1.00 | 83.391 | 83.026 | 83.591 | ||
| 2930 | 2011.02.11 18:46 | close | 556 | 1.00 | 83.501 | 83.026 | 83.591 | 11000.00 | 3084058.21 |
| 2931 | 2011.02.25 08:20 | sell | 557 | 1.00 | 82.003 | 0.000 | 0.000 | ||
| 2932 | 2011.02.25 08:20 | modify | 557 | 1.00 | 82.003 | 82.653 | 81.803 | ||
| 2933 | 2011.02.25 08:47 | modify | 557 | 1.00 | 82.003 | 82.402 | 81.803 | ||
| 2934 | 2011.02.25 08:51 | modify | 557 | 1.00 | 82.003 | 82.390 | 81.803 | ||
| 2935 | 2011.02.25 08:53 | modify | 557 | 1.00 | 82.003 | 82.379 | 81.803 | ||
| 2936 | 2011.02.25 08:54 | close | 557 | 1.00 | 81.922 | 82.379 | 81.803 | 8100.00 | 3092158.21 |
| 2937 | 2011.03.14 04:04 | sell | 558 | 1.00 | 82.440 | 0.000 | 0.000 | ||
| 2938 | 2011.03.14 04:04 | modify | 558 | 1.00 | 82.440 | 83.090 | 82.240 | ||
| 2939 | 2011.03.14 04:05 | close | 558 | 1.00 | 82.308 | 83.090 | 82.240 | 13200.00 | 3105358.21 |
| 2940 | 2011.03.16 02:17 | sell | 559 | 1.00 | 80.884 | 0.000 | 0.000 | ||
| 2941 | 2011.03.16 02:17 | modify | 559 | 1.00 | 80.884 | 81.534 | 80.684 | ||
| 2942 | 2011.03.16 05:07 | close | 559 | 1.00 | 80.864 | 81.534 | 80.684 | 2000.00 | 3107358.21 |
| 2943 | 2011.03.17 02:01 | sell | 560 | 1.00 | 78.704 | 0.000 | 0.000 | ||
| 2944 | 2011.03.17 02:01 | modify | 560 | 1.00 | 78.704 | 79.354 | 78.504 | ||
| 2945 | 2011.03.17 02:04 | modify | 560 | 1.00 | 78.704 | 79.092 | 78.504 | ||
| 2946 | 2011.03.17 02:05 | modify | 560 | 1.00 | 78.704 | 79.091 | 78.504 | ||
| 2947 | 2011.03.17 02:06 | close | 560 | 1.00 | 78.608 | 79.091 | 78.504 | 9600.00 | 3116958.21 |
| 2948 | 2011.03.17 13:42 | buy | 561 | 1.00 | 78.389 | 0.000 | 0.000 | ||
| 2949 | 2011.03.17 13:42 | modify | 561 | 1.00 | 78.389 | 77.739 | 78.589 | ||
| 2950 | 2011.03.17 13:46 | modify | 561 | 1.00 | 78.389 | 78.005 | 78.589 | ||
| 2951 | 2011.03.17 13:55 | close | 561 | 1.00 | 78.500 | 78.005 | 78.589 | 11100.00 | 3128058.21 |
| 2952 | 2011.03.30 02:50 | sell | 562 | 1.00 | 82.501 | 0.000 | 0.000 | ||
| 2953 | 2011.03.30 02:50 | modify | 562 | 1.00 | 82.501 | 83.151 | 82.301 | ||
| 2954 | 2011.03.30 03:06 | modify | 562 | 1.00 | 82.501 | 82.899 | 82.301 | ||
| 2955 | 2011.03.30 03:07 | modify | 562 | 1.00 | 82.501 | 82.885 | 82.301 | ||
| 2956 | 2011.03.30 03:34 | modify | 562 | 1.00 | 82.501 | 82.883 | 82.301 | ||
| 2957 | 2011.03.30 03:41 | modify | 562 | 1.00 | 82.501 | 82.882 | 82.301 | ||
| 2958 | 2011.03.30 05:49 | s/l | 562 | 1.00 | 82.881 | 82.882 | 82.301 | -38000.00 | 3090058.21 |
| 2959 | 2011.04.04 06:40 | sell | 563 | 1.00 | 84.246 | 0.000 | 0.000 | ||
| 2960 | 2011.04.04 06:40 | modify | 563 | 1.00 | 84.246 | 84.896 | 84.046 | ||
| 2961 | 2011.04.04 07:39 | modify | 563 | 1.00 | 84.246 | 84.626 | 84.046 | ||
| 2962 | 2011.04.04 07:45 | modify | 563 | 1.00 | 84.246 | 84.622 | 84.046 | ||
| 2963 | 2011.04.04 07:46 | modify | 563 | 1.00 | 84.246 | 84.619 | 84.046 | ||
| 2964 | 2011.04.04 07:49 | modify | 563 | 1.00 | 84.246 | 84.618 | 84.046 | ||
| 2965 | 2011.04.04 07:50 | modify | 563 | 1.00 | 84.246 | 84.616 | 84.046 | ||
| 2966 | 2011.04.04 07:51 | modify | 563 | 1.00 | 84.246 | 84.614 | 84.046 | ||
| 2967 | 2011.04.04 08:06 | modify | 563 | 1.00 | 84.246 | 84.613 | 84.046 | ||
| 2968 | 2011.04.04 08:12 | close | 563 | 1.00 | 84.144 | 84.613 | 84.046 | 10200.00 | 3100258.21 |
| 2969 | 2011.04.04 19:11 | sell | 564 | 1.00 | 84.043 | 0.000 | 0.000 | ||
| 2970 | 2011.04.04 19:11 | modify | 564 | 1.00 | 84.043 | 84.693 | 83.843 | ||
| 2971 | 2011.04.04 19:22 | modify | 564 | 1.00 | 84.043 | 84.438 | 83.843 | ||
| 2972 | 2011.04.04 19:40 | modify | 564 | 1.00 | 84.043 | 84.430 | 83.843 | ||
| 2973 | 2011.04.04 19:41 | modify | 564 | 1.00 | 84.043 | 84.427 | 83.843 | ||
| 2974 | 2011.04.04 19:57 | modify | 564 | 1.00 | 84.043 | 84.426 | 83.843 | ||
| 2975 | 2011.04.04 20:05 | modify | 564 | 1.00 | 84.043 | 84.420 | 83.843 | ||
| 2976 | 2011.04.04 20:35 | modify | 564 | 1.00 | 84.043 | 84.416 | 83.843 | ||
| 2977 | 2011.04.04 20:36 | close | 564 | 1.00 | 83.938 | 84.416 | 83.843 | 10500.00 | 3110758.21 |
| 2978 | 2011.04.05 11:45 | buy | 565 | 1.00 | 84.201 | 0.000 | 0.000 | ||
| 2979 | 2011.04.05 11:45 | modify | 565 | 1.00 | 84.201 | 83.551 | 84.401 | ||
| 2980 | 2011.04.05 11:55 | modify | 565 | 1.00 | 84.201 | 83.815 | 84.401 | ||
| 2981 | 2011.04.05 11:56 | modify | 565 | 1.00 | 84.201 | 83.839 | 84.401 | ||
| 2982 | 2011.04.05 12:03 | modify | 565 | 1.00 | 84.201 | 83.849 | 84.401 | ||
| 2983 | 2011.04.05 13:00 | close | 565 | 1.00 | 84.305 | 83.849 | 84.401 | 10400.00 | 3121158.21 |
| 2984 | 2011.04.06 10:45 | buy | 566 | 1.00 | 85.135 | 0.000 | 0.000 | ||
| 2985 | 2011.04.06 10:45 | modify | 566 | 1.00 | 85.135 | 84.485 | 85.335 | ||
| 2986 | 2011.04.06 10:49 | modify | 566 | 1.00 | 85.135 | 84.737 | 85.335 | ||
| 2987 | 2011.04.06 12:59 | close | 566 | 1.00 | 85.135 | 84.737 | 85.335 | 0.00 | 3121158.21 |
| 2988 | 2011.04.08 03:55 | sell | 567 | 1.00 | 85.133 | 0.000 | 0.000 | ||
| 2989 | 2011.04.08 03:55 | modify | 567 | 1.00 | 85.133 | 85.783 | 84.933 | ||
| 2990 | 2011.04.08 06:15 | close | 567 | 1.00 | 85.166 | 85.783 | 84.933 | -3300.00 | 3117858.21 |
| 2991 | 2011.04.11 02:36 | sell | 568 | 1.00 | 85.102 | 0.000 | 0.000 | ||
| 2992 | 2011.04.11 02:36 | modify | 568 | 1.00 | 85.102 | 85.752 | 84.902 | ||
| 2993 | 2011.04.11 03:05 | modify | 568 | 1.00 | 85.102 | 85.492 | 84.902 | ||
| 2994 | 2011.04.11 03:11 | modify | 568 | 1.00 | 85.102 | 85.486 | 84.902 | ||
| 2995 | 2011.04.11 03:12 | modify | 568 | 1.00 | 85.102 | 85.482 | 84.902 | ||
| 2996 | 2011.04.11 03:14 | modify | 568 | 1.00 | 85.102 | 85.461 | 84.902 | ||
| 2997 | 2011.04.11 03:15 | close | 568 | 1.00 | 85.000 | 85.461 | 84.902 | 10200.00 | 3128058.21 |
| 2998 | 2011.04.11 04:08 | buy | 569 | 1.00 | 84.840 | 0.000 | 0.000 | ||
| 2999 | 2011.04.11 04:08 | modify | 569 | 1.00 | 84.840 | 84.190 | 85.040 | ||
| 3000 | 2011.04.11 08:34 | close | 569 | 1.00 | 84.794 | 84.190 | 85.040 | -4600.00 | 3123458.21 |