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 |
| 3001 | 2011.04.12 10:38 | sell | 570 | 1.00 | 84.336 | 0.000 | 0.000 | ||
| 3002 | 2011.04.12 10:38 | modify | 570 | 1.00 | 84.336 | 84.986 | 84.136 | ||
| 3003 | 2011.04.12 11:56 | modify | 570 | 1.00 | 84.336 | 84.720 | 84.136 | ||
| 3004 | 2011.04.12 11:57 | modify | 570 | 1.00 | 84.336 | 84.714 | 84.136 | ||
| 3005 | 2011.04.12 11:59 | modify | 570 | 1.00 | 84.336 | 84.712 | 84.136 | ||
| 3006 | 2011.04.12 12:17 | modify | 570 | 1.00 | 84.336 | 84.711 | 84.136 | ||
| 3007 | 2011.04.12 12:18 | modify | 570 | 1.00 | 84.336 | 84.705 | 84.136 | ||
| 3008 | 2011.04.12 12:21 | close | 570 | 1.00 | 84.231 | 84.705 | 84.136 | 10500.00 | 3133958.21 |
| 3009 | 2011.04.13 03:35 | sell | 571 | 1.00 | 83.980 | 0.000 | 0.000 | ||
| 3010 | 2011.04.13 03:35 | modify | 571 | 1.00 | 83.980 | 84.630 | 83.780 | ||
| 3011 | 2011.04.13 03:59 | modify | 571 | 1.00 | 83.980 | 84.377 | 83.780 | ||
| 3012 | 2011.04.13 04:56 | modify | 571 | 1.00 | 83.980 | 84.369 | 83.780 | ||
| 3013 | 2011.04.13 04:57 | modify | 571 | 1.00 | 83.980 | 84.360 | 83.780 | ||
| 3014 | 2011.04.13 04:58 | modify | 571 | 1.00 | 83.980 | 84.359 | 83.780 | ||
| 3015 | 2011.04.13 04:59 | modify | 571 | 1.00 | 83.980 | 84.343 | 83.780 | ||
| 3016 | 2011.04.13 05:00 | close | 571 | 1.00 | 83.868 | 84.343 | 83.780 | 11200.00 | 3145158.21 |
| 3017 | 2011.04.18 21:58 | sell | 572 | 1.00 | 82.646 | 0.000 | 0.000 | ||
| 3018 | 2011.04.18 21:58 | modify | 572 | 1.00 | 82.646 | 83.296 | 82.446 | ||
| 3019 | 2011.04.18 23:52 | close | 572 | 1.00 | 82.619 | 83.296 | 82.446 | 2700.00 | 3147858.21 |
| 3020 | 2011.04.25 11:32 | buy | 573 | 1.00 | 81.991 | 0.000 | 0.000 | ||
| 3021 | 2011.04.25 11:32 | modify | 573 | 1.00 | 81.991 | 81.341 | 82.191 | ||
| 3022 | 2011.04.25 11:42 | modify | 573 | 1.00 | 81.991 | 81.592 | 82.191 | ||
| 3023 | 2011.04.25 11:44 | modify | 573 | 1.00 | 81.991 | 81.601 | 82.191 | ||
| 3024 | 2011.04.25 12:28 | modify | 573 | 1.00 | 81.991 | 81.608 | 82.191 | ||
| 3025 | 2011.04.25 12:43 | modify | 573 | 1.00 | 81.991 | 81.614 | 82.191 | ||
| 3026 | 2011.04.25 12:44 | modify | 573 | 1.00 | 81.991 | 81.617 | 82.191 | ||
| 3027 | 2011.04.25 15:42 | modify | 573 | 1.00 | 81.991 | 81.624 | 82.191 | ||
| 3028 | 2011.04.25 15:43 | modify | 573 | 1.00 | 81.991 | 81.630 | 82.191 | ||
| 3029 | 2011.04.25 15:45 | modify | 573 | 1.00 | 81.991 | 81.641 | 82.191 | ||
| 3030 | 2011.04.25 23:47 | close | 573 | 1.00 | 81.764 | 81.641 | 82.191 | -22700.00 | 3125158.21 |
| 3031 | 2011.04.26 04:17 | sell | 574 | 1.00 | 81.946 | 0.000 | 0.000 | ||
| 3032 | 2011.04.26 04:17 | modify | 574 | 1.00 | 81.946 | 82.596 | 81.746 | ||
| 3033 | 2011.04.26 04:18 | modify | 574 | 1.00 | 81.946 | 82.342 | 81.746 | ||
| 3034 | 2011.04.26 04:25 | modify | 574 | 1.00 | 81.946 | 82.333 | 81.746 | ||
| 3035 | 2011.04.26 04:26 | modify | 574 | 1.00 | 81.946 | 82.329 | 81.746 | ||
| 3036 | 2011.04.26 04:27 | modify | 574 | 1.00 | 81.946 | 82.302 | 81.746 | ||
| 3037 | 2011.04.26 04:28 | modify | 574 | 1.00 | 81.946 | 82.299 | 81.746 | ||
| 3038 | 2011.04.26 04:30 | modify | 574 | 1.00 | 81.946 | 82.297 | 81.746 | ||
| 3039 | 2011.04.26 04:37 | close | 574 | 1.00 | 81.850 | 82.297 | 81.746 | 9600.00 | 3134758.21 |
| 3040 | 2011.04.27 22:45 | buy | 575 | 1.00 | 82.059 | 0.000 | 0.000 | ||
| 3041 | 2011.04.27 22:45 | modify | 575 | 1.00 | 82.059 | 81.409 | 82.259 | ||
| 3042 | 2011.04.27 23:08 | modify | 575 | 1.00 | 82.059 | 81.667 | 82.259 | ||
| 3043 | 2011.04.27 23:09 | modify | 575 | 1.00 | 82.059 | 81.670 | 82.259 | ||
| 3044 | 2011.04.27 23:43 | modify | 575 | 1.00 | 82.059 | 81.682 | 82.259 | ||
| 3045 | 2011.04.27 23:45 | modify | 575 | 1.00 | 82.059 | 81.685 | 82.259 | ||
| 3046 | 2011.04.27 23:54 | modify | 575 | 1.00 | 82.059 | 81.689 | 82.259 | ||
| 3047 | 2011.04.27 23:55 | modify | 575 | 1.00 | 82.059 | 81.693 | 82.259 | ||
| 3048 | 2011.04.27 23:58 | modify | 575 | 1.00 | 82.059 | 81.698 | 82.259 | ||
| 3049 | 2011.04.28 00:02 | modify | 575 | 1.00 | 82.059 | 81.702 | 82.259 | ||
| 3050 | 2011.04.28 00:05 | close | 575 | 1.00 | 82.165 | 81.702 | 82.259 | 12243.16 | 3147001.37 |
| 3051 | 2011.05.02 14:16 | buy | 576 | 1.00 | 81.386 | 0.000 | 0.000 | ||
| 3052 | 2011.05.02 14:16 | modify | 576 | 1.00 | 81.386 | 80.736 | 81.586 | ||
| 3053 | 2011.05.02 14:37 | modify | 576 | 1.00 | 81.386 | 80.994 | 81.586 | ||
| 3054 | 2011.05.02 14:41 | modify | 576 | 1.00 | 81.386 | 80.995 | 81.586 | ||
| 3055 | 2011.05.02 14:43 | modify | 576 | 1.00 | 81.386 | 80.997 | 81.586 | ||
| 3056 | 2011.05.02 15:15 | modify | 576 | 1.00 | 81.386 | 81.002 | 81.586 | ||
| 3057 | 2011.05.02 15:16 | modify | 576 | 1.00 | 81.386 | 81.010 | 81.586 | ||
| 3058 | 2011.05.02 15:17 | modify | 576 | 1.00 | 81.386 | 81.015 | 81.586 | ||
| 3059 | 2011.05.02 15:18 | modify | 576 | 1.00 | 81.386 | 81.017 | 81.586 | ||
| 3060 | 2011.05.02 15:35 | modify | 576 | 1.00 | 81.386 | 81.026 | 81.586 | ||
| 3061 | 2011.05.02 15:36 | modify | 576 | 1.00 | 81.386 | 81.030 | 81.586 | ||
| 3062 | 2011.05.02 15:37 | modify | 576 | 1.00 | 81.386 | 81.035 | 81.586 | ||
| 3063 | 2011.05.02 18:49 | close | 576 | 1.00 | 81.217 | 81.035 | 81.586 | -16900.00 | 3130101.37 |
| 3064 | 2011.05.05 20:28 | sell | 577 | 1.00 | 80.301 | 0.000 | 0.000 | ||
| 3065 | 2011.05.05 20:28 | modify | 577 | 1.00 | 80.301 | 80.951 | 80.101 | ||
| 3066 | 2011.05.05 20:44 | modify | 577 | 1.00 | 80.301 | 80.700 | 80.101 | ||
| 3067 | 2011.05.05 20:45 | modify | 577 | 1.00 | 80.301 | 80.675 | 80.101 | ||
| 3068 | 2011.05.05 20:48 | modify | 577 | 1.00 | 80.301 | 80.661 | 80.101 | ||
| 3069 | 2011.05.05 20:51 | close | 577 | 1.00 | 80.196 | 80.661 | 80.101 | 10500.00 | 3140601.37 |
| 3070 | 2011.05.11 18:37 | buy | 578 | 1.00 | 80.817 | 0.000 | 0.000 | ||
| 3071 | 2011.05.11 18:37 | modify | 578 | 1.00 | 80.817 | 80.167 | 81.017 | ||
| 3072 | 2011.05.11 19:40 | modify | 578 | 1.00 | 80.817 | 80.427 | 81.017 | ||
| 3073 | 2011.05.11 19:42 | modify | 578 | 1.00 | 80.817 | 80.451 | 81.017 | ||
| 3074 | 2011.05.11 19:43 | modify | 578 | 1.00 | 80.817 | 80.452 | 81.017 | ||
| 3075 | 2011.05.11 19:45 | modify | 578 | 1.00 | 80.817 | 80.463 | 81.017 | ||
| 3076 | 2011.05.11 19:52 | modify | 578 | 1.00 | 80.817 | 80.466 | 81.017 | ||
| 3077 | 2011.05.11 19:55 | close | 578 | 1.00 | 80.915 | 80.466 | 81.017 | 9800.00 | 3150401.37 |
| 3078 | 2011.05.13 15:25 | sell | 579 | 1.00 | 80.822 | 0.000 | 0.000 | ||
| 3079 | 2011.05.13 15:25 | modify | 579 | 1.00 | 80.822 | 81.472 | 80.622 | ||
| 3080 | 2011.05.13 15:32 | modify | 579 | 1.00 | 80.822 | 81.220 | 80.622 | ||
| 3081 | 2011.05.13 15:34 | modify | 579 | 1.00 | 80.822 | 81.218 | 80.622 | ||
| 3082 | 2011.05.13 15:36 | modify | 579 | 1.00 | 80.822 | 81.215 | 80.622 | ||
| 3083 | 2011.05.13 15:37 | close | 579 | 1.00 | 80.704 | 81.215 | 80.622 | 11800.00 | 3162201.37 |
| 3084 | 2011.05.16 02:52 | buy | 580 | 1.00 | 80.675 | 0.000 | 0.000 | ||
| 3085 | 2011.05.16 02:52 | modify | 580 | 1.00 | 80.675 | 80.025 | 80.875 | ||
| 3086 | 2011.05.16 03:06 | modify | 580 | 1.00 | 80.675 | 80.297 | 80.875 | ||
| 3087 | 2011.05.16 03:08 | modify | 580 | 1.00 | 80.675 | 80.302 | 80.875 | ||
| 3088 | 2011.05.16 03:19 | modify | 580 | 1.00 | 80.675 | 80.304 | 80.875 | ||
| 3089 | 2011.05.16 03:20 | modify | 580 | 1.00 | 80.675 | 80.317 | 80.875 | ||
| 3090 | 2011.05.16 03:26 | modify | 580 | 1.00 | 80.675 | 80.324 | 80.875 | ||
| 3091 | 2011.05.16 03:27 | close | 580 | 1.00 | 80.772 | 80.324 | 80.875 | 9700.00 | 3171901.37 |
| 3092 | 2011.05.16 11:06 | buy | 581 | 1.00 | 80.876 | 0.000 | 0.000 | ||
| 3093 | 2011.05.16 11:06 | modify | 581 | 1.00 | 80.876 | 80.226 | 81.076 | ||
| 3094 | 2011.05.16 15:18 | close | 581 | 1.00 | 80.895 | 80.226 | 81.076 | 1900.00 | 3173801.37 |
| 3095 | 2011.05.16 15:22 | sell | 582 | 1.00 | 80.925 | 0.000 | 0.000 | ||
| 3096 | 2011.05.16 15:22 | modify | 582 | 1.00 | 80.925 | 81.575 | 80.725 | ||
| 3097 | 2011.05.16 15:29 | modify | 582 | 1.00 | 80.925 | 81.311 | 80.725 | ||
| 3098 | 2011.05.16 15:30 | modify | 582 | 1.00 | 80.925 | 81.293 | 80.725 | ||
| 3099 | 2011.05.16 15:31 | close | 582 | 1.00 | 80.809 | 81.293 | 80.725 | 11600.00 | 3185401.37 |
| 3100 | 2011.05.17 16:11 | buy | 583 | 1.00 | 81.407 | 0.000 | 0.000 | ||
| 3101 | 2011.05.17 16:11 | modify | 583 | 1.00 | 81.407 | 80.757 | 81.607 | ||
| 3102 | 2011.05.17 16:57 | modify | 583 | 1.00 | 81.407 | 81.020 | 81.607 | ||
| 3103 | 2011.05.17 16:58 | modify | 583 | 1.00 | 81.407 | 81.022 | 81.607 | ||
| 3104 | 2011.05.17 16:59 | modify | 583 | 1.00 | 81.407 | 81.034 | 81.607 | ||
| 3105 | 2011.05.17 20:37 | close | 583 | 1.00 | 81.459 | 81.034 | 81.607 | 5200.00 | 3190601.37 |
| 3106 | 2011.05.18 16:11 | sell | 584 | 1.00 | 81.341 | 0.000 | 0.000 | ||
| 3107 | 2011.05.18 16:11 | modify | 584 | 1.00 | 81.341 | 81.991 | 81.141 | ||
| 3108 | 2011.05.18 21:05 | close | 584 | 1.00 | 81.394 | 81.991 | 81.141 | -5300.00 | 3185301.37 |
| 3109 | 2011.06.02 19:01 | sell | 585 | 1.00 | 81.003 | 0.000 | 0.000 | ||
| 3110 | 2011.06.02 19:01 | modify | 585 | 1.00 | 81.003 | 81.653 | 80.803 | ||
| 3111 | 2011.06.02 19:08 | modify | 585 | 1.00 | 81.003 | 81.401 | 80.803 | ||
| 3112 | 2011.06.02 19:10 | modify | 585 | 1.00 | 81.003 | 81.389 | 80.803 | ||
| 3113 | 2011.06.02 19:11 | modify | 585 | 1.00 | 81.003 | 81.380 | 80.803 | ||
| 3114 | 2011.06.02 19:26 | modify | 585 | 1.00 | 81.003 | 81.376 | 80.803 | ||
| 3115 | 2011.06.02 19:27 | modify | 585 | 1.00 | 81.003 | 81.367 | 80.803 | ||
| 3116 | 2011.06.02 19:28 | modify | 585 | 1.00 | 81.003 | 81.360 | 80.803 | ||
| 3117 | 2011.06.02 19:30 | close | 585 | 1.00 | 80.906 | 81.360 | 80.803 | 9700.00 | 3195001.37 |
| 3118 | 2011.06.08 22:01 | sell | 586 | 1.00 | 79.953 | 0.000 | 0.000 | ||
| 3119 | 2011.06.08 22:01 | modify | 586 | 1.00 | 79.953 | 80.603 | 79.753 | ||
| 3120 | 2011.06.08 22:37 | modify | 586 | 1.00 | 79.953 | 80.346 | 79.753 | ||
| 3121 | 2011.06.08 22:40 | modify | 586 | 1.00 | 79.953 | 80.345 | 79.753 | ||
| 3122 | 2011.06.08 22:48 | modify | 586 | 1.00 | 79.953 | 80.341 | 79.753 | ||
| 3123 | 2011.06.08 22:50 | modify | 586 | 1.00 | 79.953 | 80.336 | 79.753 | ||
| 3124 | 2011.06.08 22:51 | modify | 586 | 1.00 | 79.953 | 80.320 | 79.753 | ||
| 3125 | 2011.06.09 02:50 | modify | 586 | 1.00 | 79.953 | 80.315 | 79.753 | ||
| 3126 | 2011.06.09 03:01 | modify | 586 | 1.00 | 79.953 | 80.312 | 79.753 | ||
| 3127 | 2011.06.09 03:03 | modify | 586 | 1.00 | 79.953 | 80.308 | 79.753 | ||
| 3128 | 2011.06.09 03:04 | close | 586 | 1.00 | 79.847 | 80.308 | 79.753 | 7404.32 | 3202405.69 |
| 3129 | 2011.06.13 09:07 | buy | 587 | 1.00 | 80.435 | 0.000 | 0.000 | ||
| 3130 | 2011.06.13 09:07 | modify | 587 | 1.00 | 80.435 | 79.785 | 80.635 | ||
| 3131 | 2011.06.13 15:24 | close | 587 | 1.00 | 80.424 | 79.785 | 80.635 | -1100.00 | 3201305.69 |
| 3132 | 2011.06.29 07:30 | sell | 588 | 1.00 | 81.065 | 0.000 | 0.000 | ||
| 3133 | 2011.06.29 07:30 | modify | 588 | 1.00 | 81.065 | 81.715 | 80.865 | ||
| 3134 | 2011.06.29 09:24 | close | 588 | 1.00 | 81.010 | 81.715 | 80.865 | 5500.00 | 3206805.69 |
| 3135 | 2011.07.11 13:56 | buy | 589 | 1.00 | 80.679 | 0.000 | 0.000 | ||
| 3136 | 2011.07.11 13:56 | modify | 589 | 1.00 | 80.679 | 80.029 | 80.879 | ||
| 3137 | 2011.07.11 21:03 | close | 589 | 1.00 | 80.273 | 80.029 | 80.879 | -40600.00 | 3166205.69 |
| 3138 | 2011.07.12 21:11 | buy | 590 | 1.00 | 79.433 | 0.000 | 0.000 | ||
| 3139 | 2011.07.12 21:11 | modify | 590 | 1.00 | 79.433 | 78.783 | 79.633 | ||
| 3140 | 2011.07.13 00:13 | s/l | 590 | 1.00 | 78.761 | 78.783 | 79.633 | -66671.72 | 3099533.97 |
| 3141 | 2011.07.27 14:30 | sell | 591 | 1.00 | 77.894 | 0.000 | 0.000 | ||
| 3142 | 2011.07.27 14:30 | modify | 591 | 1.00 | 77.894 | 78.544 | 77.694 | ||
| 3143 | 2011.07.27 14:39 | modify | 591 | 1.00 | 77.894 | 78.287 | 77.694 | ||
| 3144 | 2011.07.27 14:40 | modify | 591 | 1.00 | 77.894 | 78.283 | 77.694 | ||
| 3145 | 2011.07.27 14:42 | modify | 591 | 1.00 | 77.894 | 78.280 | 77.694 | ||
| 3146 | 2011.07.27 14:43 | modify | 591 | 1.00 | 77.894 | 78.267 | 77.694 | ||
| 3147 | 2011.07.27 15:31 | close | 591 | 1.00 | 77.773 | 78.267 | 77.694 | 12100.00 | 3111633.97 |
| 3148 | 2011.08.01 03:23 | sell | 592 | 1.00 | 77.537 | 0.000 | 0.000 | ||
| 3149 | 2011.08.01 03:23 | modify | 592 | 1.00 | 77.537 | 78.187 | 77.337 | ||
| 3150 | 2011.08.01 03:53 | close | 592 | 1.00 | 77.930 | 78.187 | 77.337 | -39300.00 | 3072333.97 |