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 |
| 3151 | 2011.08.01 12:36 | buy | 593 | 1.00 | 77.359 | 0.000 | 0.000 | ||
| 3152 | 2011.08.01 12:36 | modify | 593 | 1.00 | 77.359 | 76.709 | 77.559 | ||
| 3153 | 2011.08.01 14:31 | close | 593 | 1.00 | 76.958 | 76.709 | 77.559 | -40100.00 | 3032233.97 |
| 3154 | 2011.08.02 09:05 | buy | 594 | 1.00 | 77.321 | 0.000 | 0.000 | ||
| 3155 | 2011.08.02 09:05 | modify | 594 | 1.00 | 77.321 | 76.671 | 77.521 | ||
| 3156 | 2011.08.02 09:27 | modify | 594 | 1.00 | 77.321 | 76.929 | 77.521 | ||
| 3157 | 2011.08.02 11:12 | close | 594 | 1.00 | 77.346 | 76.929 | 77.521 | 2500.00 | 3034733.97 |
| 3158 | 2011.08.02 14:10 | sell | 595 | 1.00 | 77.439 | 0.000 | 0.000 | ||
| 3159 | 2011.08.02 14:10 | modify | 595 | 1.00 | 77.439 | 78.089 | 77.239 | ||
| 3160 | 2011.08.02 14:29 | modify | 595 | 1.00 | 77.439 | 77.838 | 77.239 | ||
| 3161 | 2011.08.02 14:30 | modify | 595 | 1.00 | 77.439 | 77.835 | 77.239 | ||
| 3162 | 2011.08.02 14:55 | modify | 595 | 1.00 | 77.439 | 77.829 | 77.239 | ||
| 3163 | 2011.08.02 14:57 | modify | 595 | 1.00 | 77.439 | 77.822 | 77.239 | ||
| 3164 | 2011.08.02 14:58 | modify | 595 | 1.00 | 77.439 | 77.810 | 77.239 | ||
| 3165 | 2011.08.02 14:59 | modify | 595 | 1.00 | 77.439 | 77.805 | 77.239 | ||
| 3166 | 2011.08.02 15:00 | modify | 595 | 1.00 | 77.439 | 77.800 | 77.239 | ||
| 3167 | 2011.08.02 15:01 | close | 595 | 1.00 | 77.319 | 77.800 | 77.239 | 12000.00 | 3046733.97 |
| 3168 | 2011.08.04 16:37 | buy | 596 | 1.00 | 79.171 | 0.000 | 0.000 | ||
| 3169 | 2011.08.04 16:37 | modify | 596 | 1.00 | 79.171 | 78.521 | 79.371 | ||
| 3170 | 2011.08.04 19:59 | close | 596 | 1.00 | 78.729 | 78.521 | 79.371 | -44200.00 | 3002533.97 |
| 3171 | 2011.08.05 02:00 | sell | 597 | 1.00 | 79.309 | 0.000 | 0.000 | ||
| 3172 | 2011.08.05 02:00 | modify | 597 | 1.00 | 79.309 | 79.959 | 79.109 | ||
| 3173 | 2011.08.05 02:01 | modify | 597 | 1.00 | 79.309 | 79.708 | 79.109 | ||
| 3174 | 2011.08.05 02:02 | modify | 597 | 1.00 | 79.309 | 79.707 | 79.109 | ||
| 3175 | 2011.08.05 02:13 | modify | 597 | 1.00 | 79.309 | 79.691 | 79.109 | ||
| 3176 | 2011.08.05 02:23 | modify | 597 | 1.00 | 79.309 | 79.681 | 79.109 | ||
| 3177 | 2011.08.05 02:48 | modify | 597 | 1.00 | 79.309 | 79.667 | 79.109 | ||
| 3178 | 2011.08.05 02:50 | close | 597 | 1.00 | 79.180 | 79.667 | 79.109 | 12900.00 | 3015433.97 |
| 3179 | 2011.08.05 03:25 | buy | 598 | 1.00 | 78.816 | 0.000 | 0.000 | ||
| 3180 | 2011.08.05 03:25 | modify | 598 | 1.00 | 78.816 | 78.166 | 79.016 | ||
| 3181 | 2011.08.05 03:41 | modify | 598 | 1.00 | 78.816 | 78.422 | 79.016 | ||
| 3182 | 2011.08.05 03:42 | modify | 598 | 1.00 | 78.816 | 78.427 | 79.016 | ||
| 3183 | 2011.08.05 03:43 | modify | 598 | 1.00 | 78.816 | 78.462 | 79.016 | ||
| 3184 | 2011.08.05 03:44 | close | 598 | 1.00 | 78.954 | 78.462 | 79.016 | 13800.00 | 3029233.97 |
| 3185 | 2011.08.05 15:21 | sell | 599 | 1.00 | 78.684 | 0.000 | 0.000 | ||
| 3186 | 2011.08.05 15:21 | modify | 599 | 1.00 | 78.684 | 79.334 | 78.484 | ||
| 3187 | 2011.08.05 15:30 | close | 599 | 1.00 | 78.489 | 79.334 | 78.484 | 19500.00 | 3048733.97 |
| 3188 | 2011.08.11 16:16 | sell | 600 | 1.00 | 76.929 | 0.000 | 0.000 | ||
| 3189 | 2011.08.11 16:16 | modify | 600 | 1.00 | 76.929 | 77.579 | 76.729 | ||
| 3190 | 2011.08.11 16:17 | modify | 600 | 1.00 | 76.929 | 77.312 | 76.729 | ||
| 3191 | 2011.08.11 16:18 | close | 600 | 1.00 | 76.824 | 77.312 | 76.729 | 10500.00 | 3059233.97 |
| 3192 | 2011.08.22 11:10 | sell | 601 | 1.00 | 76.821 | 0.000 | 0.000 | ||
| 3193 | 2011.08.22 11:10 | modify | 601 | 1.00 | 76.821 | 77.471 | 76.621 | ||
| 3194 | 2011.08.22 11:32 | modify | 601 | 1.00 | 76.821 | 77.203 | 76.621 | ||
| 3195 | 2011.08.22 11:38 | modify | 601 | 1.00 | 76.821 | 77.183 | 76.621 | ||
| 3196 | 2011.08.22 11:40 | close | 601 | 1.00 | 76.714 | 77.183 | 76.621 | 10700.00 | 3069933.97 |
| 3197 | 2011.08.26 17:43 | sell | 602 | 1.00 | 77.032 | 0.000 | 0.000 | ||
| 3198 | 2011.08.26 17:43 | modify | 602 | 1.00 | 77.032 | 77.682 | 76.832 | ||
| 3199 | 2011.08.26 17:54 | modify | 602 | 1.00 | 77.032 | 77.408 | 76.832 | ||
| 3200 | 2011.08.26 17:55 | close | 602 | 1.00 | 76.915 | 77.408 | 76.832 | 11700.00 | 3081633.97 |
| 3201 | 2011.08.29 06:00 | buy | 603 | 1.00 | 76.678 | 0.000 | 0.000 | ||
| 3202 | 2011.08.29 06:00 | modify | 603 | 1.00 | 76.678 | 76.028 | 76.878 | ||
| 3203 | 2011.08.29 06:52 | modify | 603 | 1.00 | 76.678 | 76.282 | 76.878 | ||
| 3204 | 2011.08.29 06:54 | modify | 603 | 1.00 | 76.678 | 76.288 | 76.878 | ||
| 3205 | 2011.08.29 15:23 | close | 603 | 1.00 | 76.696 | 76.288 | 76.878 | 1800.00 | 3083433.97 |
| 3206 | 2011.09.06 23:25 | sell | 604 | 1.00 | 77.719 | 0.000 | 0.000 | ||
| 3207 | 2011.09.06 23:25 | modify | 604 | 1.00 | 77.719 | 78.369 | 77.519 | ||
| 3208 | 2011.09.07 00:00 | modify | 604 | 1.00 | 77.719 | 78.114 | 77.519 | ||
| 3209 | 2011.09.07 00:15 | modify | 604 | 1.00 | 77.719 | 78.111 | 77.519 | ||
| 3210 | 2011.09.07 00:16 | modify | 604 | 1.00 | 77.719 | 78.104 | 77.519 | ||
| 3211 | 2011.09.07 00:22 | modify | 604 | 1.00 | 77.719 | 78.097 | 77.519 | ||
| 3212 | 2011.09.07 00:23 | modify | 604 | 1.00 | 77.719 | 78.096 | 77.519 | ||
| 3213 | 2011.09.07 00:26 | modify | 604 | 1.00 | 77.719 | 78.088 | 77.519 | ||
| 3214 | 2011.09.07 00:27 | modify | 604 | 1.00 | 77.719 | 78.084 | 77.519 | ||
| 3215 | 2011.09.07 00:31 | modify | 604 | 1.00 | 77.719 | 78.072 | 77.519 | ||
| 3216 | 2011.09.07 00:36 | close | 604 | 1.00 | 77.601 | 78.072 | 77.519 | 10764.56 | 3094198.53 |
| 3217 | 2011.09.12 16:19 | sell | 605 | 1.00 | 77.216 | 0.000 | 0.000 | ||
| 3218 | 2011.09.12 16:19 | modify | 605 | 1.00 | 77.216 | 77.866 | 77.016 | ||
| 3219 | 2011.09.12 17:00 | modify | 605 | 1.00 | 77.216 | 77.593 | 77.016 | ||
| 3220 | 2011.09.12 17:01 | modify | 605 | 1.00 | 77.216 | 77.586 | 77.016 | ||
| 3221 | 2011.09.12 17:39 | modify | 605 | 1.00 | 77.216 | 77.575 | 77.016 | ||
| 3222 | 2011.09.12 17:40 | modify | 605 | 1.00 | 77.216 | 77.569 | 77.016 | ||
| 3223 | 2011.09.12 17:41 | modify | 605 | 1.00 | 77.216 | 77.567 | 77.016 | ||
| 3224 | 2011.09.12 17:47 | close | 605 | 1.00 | 77.112 | 77.567 | 77.016 | 10400.00 | 3104598.53 |
| 3225 | 2011.09.22 19:35 | sell | 606 | 1.00 | 76.464 | 0.000 | 0.000 | ||
| 3226 | 2011.09.22 19:35 | modify | 606 | 1.00 | 76.464 | 77.114 | 76.264 | ||
| 3227 | 2011.09.22 20:05 | modify | 606 | 1.00 | 76.464 | 76.862 | 76.264 | ||
| 3228 | 2011.09.22 20:08 | modify | 606 | 1.00 | 76.464 | 76.852 | 76.264 | ||
| 3229 | 2011.09.22 20:09 | modify | 606 | 1.00 | 76.464 | 76.846 | 76.264 | ||
| 3230 | 2011.09.22 20:13 | modify | 606 | 1.00 | 76.464 | 76.826 | 76.264 | ||
| 3231 | 2011.09.22 21:04 | modify | 606 | 1.00 | 76.464 | 76.822 | 76.264 | ||
| 3232 | 2011.09.22 21:05 | close | 606 | 1.00 | 76.334 | 76.822 | 76.264 | 13000.00 | 3117598.53 |
| 3233 | 2011.09.26 10:51 | sell | 607 | 1.00 | 76.459 | 0.000 | 0.000 | ||
| 3234 | 2011.09.26 10:51 | modify | 607 | 1.00 | 76.459 | 77.109 | 76.259 | ||
| 3235 | 2011.09.26 11:05 | modify | 607 | 1.00 | 76.459 | 76.841 | 76.259 | ||
| 3236 | 2011.09.26 11:06 | modify | 607 | 1.00 | 76.459 | 76.829 | 76.259 | ||
| 3237 | 2011.09.26 11:07 | modify | 607 | 1.00 | 76.459 | 76.823 | 76.259 | ||
| 3238 | 2011.09.26 11:08 | close | 607 | 1.00 | 76.355 | 76.823 | 76.259 | 10400.00 | 3127998.53 |
| 3239 | 2011.09.28 03:52 | buy | 608 | 1.00 | 76.512 | 0.000 | 0.000 | ||
| 3240 | 2011.09.28 03:52 | modify | 608 | 1.00 | 76.512 | 75.862 | 76.712 | ||
| 3241 | 2011.09.28 03:59 | modify | 608 | 1.00 | 76.512 | 76.120 | 76.712 | ||
| 3242 | 2011.09.28 04:00 | modify | 608 | 1.00 | 76.512 | 76.129 | 76.712 | ||
| 3243 | 2011.09.28 04:01 | modify | 608 | 1.00 | 76.512 | 76.140 | 76.712 | ||
| 3244 | 2011.09.28 07:02 | modify | 608 | 1.00 | 76.512 | 76.152 | 76.712 | ||
| 3245 | 2011.09.28 07:03 | modify | 608 | 1.00 | 76.512 | 76.159 | 76.712 | ||
| 3246 | 2011.09.28 15:37 | close | 608 | 1.00 | 76.511 | 76.159 | 76.712 | -100.00 | 3127898.53 |
| 3247 | 2011.10.13 02:31 | buy | 609 | 1.00 | 77.117 | 0.000 | 0.000 | ||
| 3248 | 2011.10.13 02:31 | modify | 609 | 1.00 | 77.117 | 76.467 | 77.317 | ||
| 3249 | 2011.10.13 03:04 | modify | 609 | 1.00 | 77.117 | 76.717 | 77.317 | ||
| 3250 | 2011.10.13 03:46 | modify | 609 | 1.00 | 77.117 | 76.720 | 77.317 | ||
| 3251 | 2011.10.13 03:47 | modify | 609 | 1.00 | 77.117 | 76.748 | 77.317 | ||
| 3252 | 2011.10.13 09:02 | close | 609 | 1.00 | 77.129 | 76.748 | 77.317 | 1200.00 | 3129098.53 |
| 3253 | 2011.10.24 02:45 | sell | 610 | 1.00 | 76.391 | 0.000 | 0.000 | ||
| 3254 | 2011.10.24 02:45 | modify | 610 | 1.00 | 76.391 | 77.041 | 76.191 | ||
| 3255 | 2011.10.24 02:47 | modify | 610 | 1.00 | 76.391 | 76.785 | 76.191 | ||
| 3256 | 2011.10.24 04:37 | modify | 610 | 1.00 | 76.391 | 76.781 | 76.191 | ||
| 3257 | 2011.10.24 04:38 | modify | 610 | 1.00 | 76.391 | 76.778 | 76.191 | ||
| 3258 | 2011.10.24 04:39 | modify | 610 | 1.00 | 76.391 | 76.767 | 76.191 | ||
| 3259 | 2011.10.24 04:40 | modify | 610 | 1.00 | 76.391 | 76.761 | 76.191 | ||
| 3260 | 2011.10.24 05:09 | modify | 610 | 1.00 | 76.391 | 76.760 | 76.191 | ||
| 3261 | 2011.10.24 05:11 | modify | 610 | 1.00 | 76.391 | 76.758 | 76.191 | ||
| 3262 | 2011.10.24 05:16 | modify | 610 | 1.00 | 76.391 | 76.751 | 76.191 | ||
| 3263 | 2011.10.24 05:48 | modify | 610 | 1.00 | 76.391 | 76.746 | 76.191 | ||
| 3264 | 2011.10.24 05:49 | close | 610 | 1.00 | 76.296 | 76.746 | 76.191 | 9500.00 | 3138598.53 |
| 3265 | 2011.10.27 14:30 | sell | 611 | 1.00 | 75.943 | 0.000 | 0.000 | ||
| 3266 | 2011.10.27 14:30 | modify | 611 | 1.00 | 75.943 | 76.593 | 75.743 | ||
| 3267 | 2011.10.27 14:32 | modify | 611 | 1.00 | 75.943 | 76.302 | 75.743 | ||
| 3268 | 2011.10.27 14:35 | close | 611 | 1.00 | 75.839 | 76.302 | 75.743 | 10400.00 | 3148998.53 |
| 3269 | 2011.11.14 04:45 | buy | 612 | 1.00 | 77.116 | 0.000 | 0.000 | ||
| 3270 | 2011.11.14 04:45 | modify | 612 | 1.00 | 77.116 | 76.466 | 77.316 | ||
| 3271 | 2011.11.14 12:28 | close | 612 | 1.00 | 76.962 | 76.466 | 77.316 | -15400.00 | 3133598.53 |
| 3272 | 2011.11.24 02:11 | buy | 613 | 1.00 | 77.213 | 0.000 | 0.000 | ||
| 3273 | 2011.11.24 02:11 | modify | 613 | 1.00 | 77.213 | 76.563 | 77.413 | ||
| 3274 | 2011.11.24 05:42 | close | 613 | 1.00 | 77.067 | 76.563 | 77.413 | -14600.00 | 3118998.53 |
| 3275 | 2011.11.29 06:12 | buy | 614 | 1.00 | 78.073 | 0.000 | 0.000 | ||
| 3276 | 2011.11.29 06:12 | modify | 614 | 1.00 | 78.073 | 77.423 | 78.273 | ||
| 3277 | 2011.11.29 12:35 | close | 614 | 1.00 | 77.667 | 77.423 | 78.273 | -40600.00 | 3078398.53 |
| 3278 | 2011.11.29 17:00 | sell | 615 | 1.00 | 77.972 | 0.000 | 0.000 | ||
| 3279 | 2011.11.29 17:00 | modify | 615 | 1.00 | 77.972 | 78.622 | 77.772 | ||
| 3280 | 2011.11.29 17:05 | modify | 615 | 1.00 | 77.972 | 78.354 | 77.772 | ||
| 3281 | 2011.11.29 17:06 | modify | 615 | 1.00 | 77.972 | 78.348 | 77.772 | ||
| 3282 | 2011.11.29 17:07 | modify | 615 | 1.00 | 77.972 | 78.343 | 77.772 | ||
| 3283 | 2011.11.29 17:08 | modify | 615 | 1.00 | 77.972 | 78.338 | 77.772 | ||
| 3284 | 2011.11.29 17:21 | modify | 615 | 1.00 | 77.972 | 78.334 | 77.772 | ||
| 3285 | 2011.11.29 17:24 | close | 615 | 1.00 | 77.864 | 78.334 | 77.772 | 10800.00 | 3089198.53 |
| 3286 | 2011.12.08 17:32 | sell | 616 | 1.00 | 77.554 | 0.000 | 0.000 | ||
| 3287 | 2011.12.08 17:32 | modify | 616 | 1.00 | 77.554 | 78.204 | 77.354 | ||
| 3288 | 2011.12.08 20:51 | close | 616 | 1.00 | 77.672 | 78.204 | 77.354 | -11800.00 | 3077398.53 |
| 3289 | 2012.01.02 04:55 | buy | 617 | 1.00 | 77.010 | 0.000 | 0.000 | ||
| 3290 | 2012.01.02 04:55 | modify | 617 | 1.00 | 77.010 | 76.360 | 77.210 | ||
| 3291 | 2012.01.02 14:55 | close | 617 | 1.00 | 76.944 | 76.360 | 77.210 | -6600.00 | 3070798.53 |
| 3292 | 2012.01.25 19:32 | buy | 618 | 1.00 | 77.902 | 0.000 | 0.000 | ||
| 3293 | 2012.01.25 19:32 | modify | 618 | 1.00 | 77.902 | 77.252 | 78.102 | ||
| 3294 | 2012.01.25 21:13 | close | 618 | 1.00 | 77.942 | 77.252 | 78.102 | 4000.00 | 3074798.53 |
| 3295 | 2012.01.26 06:53 | buy | 619 | 1.00 | 77.712 | 0.000 | 0.000 | ||
| 3296 | 2012.01.26 06:53 | modify | 619 | 1.00 | 77.712 | 77.062 | 77.912 | ||
| 3297 | 2012.01.26 10:16 | close | 619 | 1.00 | 77.650 | 77.062 | 77.912 | -6200.00 | 3068598.53 |
| 3298 | 2012.02.08 14:20 | buy | 620 | 1.00 | 76.844 | 0.000 | 0.000 | ||
| 3299 | 2012.02.08 14:20 | modify | 620 | 1.00 | 76.844 | 76.194 | 77.044 | ||
| 3300 | 2012.02.08 15:09 | modify | 620 | 1.00 | 76.844 | 76.445 | 77.044 | ||