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 |
| 3301 | 2012.02.08 15:10 | modify | 620 | 1.00 | 76.844 | 76.462 | 77.044 | |
| 3302 | 2012.02.08 15:11 | modify | 620 | 1.00 | 76.844 | 76.468 | 77.044 | |
| 3303 | 2012.02.08 15:14 | modify | 620 | 1.00 | 76.844 | 76.469 | 77.044 | |
| 3304 | 2012.02.08 15:18 | modify | 620 | 1.00 | 76.844 | 76.471 | 77.044 | |
| 3305 | 2012.02.08 15:19 | modify | 620 | 1.00 | 76.844 | 76.476 | 77.044 | |
| 3306 | 2012.02.08 17:04 | modify | 620 | 1.00 | 76.844 | 76.480 | 77.044 | |
| 3307 | 2012.02.08 17:13 | modify | 620 | 1.00 | 76.844 | 76.483 | 77.044 | |
| 3308 | 2012.02.08 17:14 | close | 620 | 1.00 | 76.944 | 76.483 | 77.044 | 10000.00 | 3078598.53 |
| 3309 | 2012.02.17 01:50 | buy | 621 | 1.00 | 78.805 | 0.000 | 0.000 | |
| 3310 | 2012.02.17 01:50 | modify | 621 | 1.00 | 78.805 | 78.155 | 79.005 | |
| 3311 | 2012.02.17 02:04 | modify | 621 | 1.00 | 78.805 | 78.405 | 79.005 | |
| 3312 | 2012.02.17 02:06 | modify | 621 | 1.00 | 78.805 | 78.425 | 79.005 | |
| 3313 | 2012.02.17 02:09 | close | 621 | 1.00 | 78.886 | 78.425 | 79.005 | 8100.00 | 3086698.53 |
| 3314 | 2012.02.27 04:30 | buy | 622 | 1.00 | 81.011 | 0.000 | 0.000 | |
| 3315 | 2012.02.27 04:30 | modify | 622 | 1.00 | 81.011 | 80.361 | 81.211 | |
| 3316 | 2012.02.27 04:33 | modify | 622 | 1.00 | 81.011 | 80.616 | 81.211 | |
| 3317 | 2012.02.27 04:34 | modify | 622 | 1.00 | 81.011 | 80.617 | 81.211 | |
| 3318 | 2012.02.27 04:35 | modify | 622 | 1.00 | 81.011 | 80.623 | 81.211 | |
| 3319 | 2012.02.27 04:42 | modify | 622 | 1.00 | 81.011 | 80.631 | 81.211 | |
| 3320 | 2012.02.27 04:43 | modify | 622 | 1.00 | 81.011 | 80.651 | 81.211 | |
| 3321 | 2012.02.27 04:44 | close | 622 | 1.00 | 81.112 | 80.651 | 81.211 | 10100.00 | 3096798.53 |
| 3322 | 2012.02.27 09:18 | buy | 623 | 1.00 | 80.995 | 0.000 | 0.000 | |
| 3323 | 2012.02.27 09:18 | modify | 623 | 1.00 | 80.995 | 80.345 | 81.195 | |
| 3324 | 2012.02.27 09:49 | modify | 623 | 1.00 | 80.995 | 80.602 | 81.195 | |
| 3325 | 2012.02.27 09:50 | modify | 623 | 1.00 | 80.995 | 80.610 | 81.195 | |
| 3326 | 2012.02.27 09:51 | modify | 623 | 1.00 | 80.995 | 80.621 | 81.195 | |
| 3327 | 2012.02.27 09:53 | close | 623 | 1.00 | 81.121 | 80.621 | 81.195 | 12600.00 | 3109398.53 |
| 3328 | 2012.02.28 02:39 | buy | 624 | 1.00 | 80.403 | 0.000 | 0.000 | |
| 3329 | 2012.02.28 02:39 | modify | 624 | 1.00 | 80.403 | 79.753 | 80.603 | |
| 3330 | 2012.02.28 04:17 | close | 624 | 1.00 | 80.301 | 79.753 | 80.603 | -10200.00 | 3099198.53 |
| 3331 | 2012.03.01 06:23 | buy | 625 | 1.00 | 80.942 | 0.000 | 0.000 | |
| 3332 | 2012.03.01 06:23 | modify | 625 | 1.00 | 80.942 | 80.292 | 81.142 | |
| 3333 | 2012.03.01 06:51 | modify | 625 | 1.00 | 80.942 | 80.543 | 81.142 | |
| 3334 | 2012.03.01 06:55 | modify | 625 | 1.00 | 80.942 | 80.545 | 81.142 | |
| 3335 | 2012.03.01 06:56 | modify | 625 | 1.00 | 80.942 | 80.548 | 81.142 | |
| 3336 | 2012.03.01 06:57 | modify | 625 | 1.00 | 80.942 | 80.551 | 81.142 | |
| 3337 | 2012.03.01 06:58 | modify | 625 | 1.00 | 80.942 | 80.557 | 81.142 | |
| 3338 | 2012.03.01 06:59 | modify | 625 | 1.00 | 80.942 | 80.564 | 81.142 | |
| 3339 | 2012.03.01 07:00 | modify | 625 | 1.00 | 80.942 | 80.579 | 81.142 | |
| 3340 | 2012.03.01 08:04 | close | 625 | 1.00 | 81.050 | 80.579 | 81.142 | 10800.00 | 3109998.53 |
| 3341 | 2012.03.01 14:50 | sell | 626 | 1.00 | 81.143 | 0.000 | 0.000 | |
| 3342 | 2012.03.01 14:50 | modify | 626 | 1.00 | 81.143 | 81.793 | 80.943 | |
| 3343 | 2012.03.01 14:58 | modify | 626 | 1.00 | 81.143 | 81.536 | 80.943 | |
| 3344 | 2012.03.01 14:59 | modify | 626 | 1.00 | 81.143 | 81.529 | 80.943 | |
| 3345 | 2012.03.01 15:09 | modify | 626 | 1.00 | 81.143 | 81.528 | 80.943 | |
| 3346 | 2012.03.01 15:10 | modify | 626 | 1.00 | 81.143 | 81.527 | 80.943 | |
| 3347 | 2012.03.01 15:11 | modify | 626 | 1.00 | 81.143 | 81.517 | 80.943 | |
| 3348 | 2012.03.01 15:17 | modify | 626 | 1.00 | 81.143 | 81.510 | 80.943 | |
| 3349 | 2012.03.01 17:04 | close | 626 | 1.00 | 81.036 | 81.510 | 80.943 | 10700.00 | 3120698.53 |
| 3350 | 2012.03.05 15:32 | sell | 627 | 1.00 | 81.441 | 0.000 | 0.000 | |
| 3351 | 2012.03.05 15:32 | modify | 627 | 1.00 | 81.441 | 82.091 | 81.241 | |
| 3352 | 2012.03.05 16:57 | close | 627 | 1.00 | 81.387 | 82.091 | 81.241 | 5400.00 | 3126098.53 |
| 3353 | 2012.03.12 03:46 | buy | 628 | 1.00 | 82.243 | 0.000 | 0.000 | |
| 3354 | 2012.03.12 03:46 | modify | 628 | 1.00 | 82.243 | 81.593 | 82.443 | |
| 3355 | 2012.03.12 03:55 | modify | 628 | 1.00 | 82.243 | 81.851 | 82.443 | |
| 3356 | 2012.03.12 03:57 | modify | 628 | 1.00 | 82.243 | 81.855 | 82.443 | |
| 3357 | 2012.03.12 03:58 | modify | 628 | 1.00 | 82.243 | 81.860 | 82.443 | |
| 3358 | 2012.03.12 03:59 | modify | 628 | 1.00 | 82.243 | 81.861 | 82.443 | |
| 3359 | 2012.03.12 06:04 | close | 628 | 1.00 | 82.236 | 81.861 | 82.443 | -700.00 | 3125398.53 |
| 3360 | 2012.03.16 03:05 | buy | 629 | 1.00 | 83.423 | 0.000 | 0.000 | |
| 3361 | 2012.03.16 03:05 | modify | 629 | 1.00 | 83.423 | 82.773 | 83.623 | |
| 3362 | 2012.03.16 03:41 | modify | 629 | 1.00 | 83.423 | 83.034 | 83.623 | |
| 3363 | 2012.03.16 03:42 | modify | 629 | 1.00 | 83.423 | 83.066 | 83.623 | |
| 3364 | 2012.03.16 03:44 | modify | 629 | 1.00 | 83.423 | 83.072 | 83.623 | |
| 3365 | 2012.03.16 03:45 | close | 629 | 1.00 | 83.537 | 83.072 | 83.623 | 11400.00 | 3136798.53 |
| 3366 | 2012.03.19 15:53 | sell | 630 | 1.00 | 83.329 | 0.000 | 0.000 | |
| 3367 | 2012.03.19 15:53 | modify | 630 | 1.00 | 83.329 | 83.979 | 83.129 | |
| 3368 | 2012.03.19 17:46 | close | 630 | 1.00 | 83.338 | 83.979 | 83.129 | -900.00 | 3135898.53 |
| 3369 | 2012.03.23 05:24 | sell | 631 | 1.00 | 82.881 | 0.000 | 0.000 | |
| 3370 | 2012.03.23 05:24 | modify | 631 | 1.00 | 82.881 | 83.531 | 82.681 | |
| 3371 | 2012.03.23 06:11 | modify | 631 | 1.00 | 82.881 | 83.274 | 82.681 | |
| 3372 | 2012.03.23 06:12 | modify | 631 | 1.00 | 82.881 | 83.272 | 82.681 | |
| 3373 | 2012.03.23 06:31 | modify | 631 | 1.00 | 82.881 | 83.264 | 82.681 | |
| 3374 | 2012.03.23 06:34 | modify | 631 | 1.00 | 82.881 | 83.262 | 82.681 | |
| 3375 | 2012.03.23 06:37 | modify | 631 | 1.00 | 82.881 | 83.251 | 82.681 | |
| 3376 | 2012.03.23 06:38 | modify | 631 | 1.00 | 82.881 | 83.249 | 82.681 | |
| 3377 | 2012.03.23 06:39 | modify | 631 | 1.00 | 82.881 | 83.243 | 82.681 | |
| 3378 | 2012.03.23 06:41 | modify | 631 | 1.00 | 82.881 | 83.242 | 82.681 | |
| 3379 | 2012.03.23 06:42 | modify | 631 | 1.00 | 82.881 | 83.234 | 82.681 | |
| 3380 | 2012.03.23 06:43 | close | 631 | 1.00 | 82.777 | 83.234 | 82.681 | 10400.00 | 3146298.53 |
| 3381 | 2012.03.23 11:42 | buy | 632 | 1.00 | 82.601 | 0.000 | 0.000 | |
| 3382 | 2012.03.23 11:42 | modify | 632 | 1.00 | 82.601 | 81.951 | 82.801 | |
| 3383 | 2012.03.23 11:59 | modify | 632 | 1.00 | 82.601 | 82.202 | 82.801 | |
| 3384 | 2012.03.23 12:00 | modify | 632 | 1.00 | 82.601 | 82.215 | 82.801 | |
| 3385 | 2012.03.23 12:01 | modify | 632 | 1.00 | 82.601 | 82.217 | 82.801 | |
| 3386 | 2012.03.23 12:02 | modify | 632 | 1.00 | 82.601 | 82.248 | 82.801 | |
| 3387 | 2012.03.23 12:03 | close | 632 | 1.00 | 82.714 | 82.248 | 82.801 | 11300.00 | 3157598.53 |
| 3388 | 2012.03.26 15:23 | buy | 633 | 1.00 | 82.623 | 0.000 | 0.000 | |
| 3389 | 2012.03.26 15:23 | modify | 633 | 1.00 | 82.623 | 81.973 | 82.823 | |
| 3390 | 2012.03.26 15:29 | modify | 633 | 1.00 | 82.623 | 82.249 | 82.823 | |
| 3391 | 2012.03.26 15:30 | modify | 633 | 1.00 | 82.623 | 82.263 | 82.823 | |
| 3392 | 2012.03.26 15:32 | modify | 633 | 1.00 | 82.623 | 82.268 | 82.823 | |
| 3393 | 2012.03.26 15:33 | close | 633 | 1.00 | 82.731 | 82.268 | 82.823 | 10800.00 | 3168398.53 |
| 3394 | 2012.04.02 11:46 | buy | 634 | 1.00 | 82.798 | 0.000 | 0.000 | |
| 3395 | 2012.04.02 11:46 | modify | 634 | 1.00 | 82.798 | 82.148 | 82.998 | |
| 3396 | 2012.04.02 16:00 | close | 634 | 1.00 | 82.358 | 82.148 | 82.998 | -44000.00 | 3124398.53 |
| 3397 | 2012.04.04 18:18 | sell | 635 | 1.00 | 82.659 | 0.000 | 0.000 | |
| 3398 | 2012.04.04 18:18 | modify | 635 | 1.00 | 82.659 | 83.309 | 82.459 | |
| 3399 | 2012.04.04 18:20 | modify | 635 | 1.00 | 82.659 | 83.057 | 82.459 | |
| 3400 | 2012.04.04 18:22 | modify | 635 | 1.00 | 82.659 | 83.056 | 82.459 | |
| 3401 | 2012.04.04 18:29 | modify | 635 | 1.00 | 82.659 | 83.055 | 82.459 | |
| 3402 | 2012.04.04 18:31 | modify | 635 | 1.00 | 82.659 | 83.033 | 82.459 | |
| 3403 | 2012.04.04 18:32 | modify | 635 | 1.00 | 82.659 | 83.016 | 82.459 | |
| 3404 | 2012.04.04 18:33 | modify | 635 | 1.00 | 82.659 | 83.014 | 82.459 | |
| 3405 | 2012.04.04 19:35 | close | 635 | 1.00 | 82.560 | 83.014 | 82.459 | 9900.00 | 3134298.53 |
| 3406 | 2012.04.04 23:15 | buy | 636 | 1.00 | 82.424 | 0.000 | 0.000 | |
| 3407 | 2012.04.04 23:15 | modify | 636 | 1.00 | 82.424 | 81.774 | 82.624 | |
| 3408 | 2012.04.05 02:53 | close | 636 | 1.00 | 82.461 | 81.774 | 82.624 | 5349.26 | 3139647.79 |
| 3409 | 2012.04.06 02:30 | buy | 637 | 1.00 | 82.277 | 0.000 | 0.000 | |
| 3410 | 2012.04.06 02:30 | modify | 637 | 1.00 | 82.277 | 81.627 | 82.477 | |
| 3411 | 2012.04.06 03:52 | modify | 637 | 1.00 | 82.277 | 81.885 | 82.477 | |
| 3412 | 2012.04.06 03:53 | close | 637 | 1.00 | 82.342 | 81.885 | 82.477 | 6500.00 | 3146147.79 |
| 3413 | 2012.04.11 02:35 | sell | 638 | 1.00 | 80.832 | 0.000 | 0.000 | |
| 3414 | 2012.04.11 02:35 | modify | 638 | 1.00 | 80.832 | 81.482 | 80.632 | |
| 3415 | 2012.04.11 02:47 | modify | 638 | 1.00 | 80.832 | 81.220 | 80.632 | |
| 3416 | 2012.04.11 02:50 | modify | 638 | 1.00 | 80.832 | 81.201 | 80.632 | |
| 3417 | 2012.04.11 02:51 | close | 638 | 1.00 | 80.723 | 81.201 | 80.632 | 10900.00 | 3157047.79 |
| 3418 | 2012.04.16 16:46 | buy | 639 | 1.00 | 80.613 | 0.000 | 0.000 | |
| 3419 | 2012.04.16 16:46 | modify | 639 | 1.00 | 80.613 | 79.963 | 80.813 | |
| 3420 | 2012.04.17 03:52 | close | 639 | 1.00 | 80.517 | 79.963 | 80.813 | -9063.93 | 3147983.85 |
| 3421 | 2012.04.17 03:55 | sell | 640 | 1.00 | 80.540 | 0.000 | 0.000 | |
| 3422 | 2012.04.17 03:55 | modify | 640 | 1.00 | 80.540 | 81.190 | 80.340 | |
| 3423 | 2012.04.17 04:11 | modify | 640 | 1.00 | 80.540 | 80.933 | 80.340 | |
| 3424 | 2012.04.17 04:12 | modify | 640 | 1.00 | 80.540 | 80.924 | 80.340 | |
| 3425 | 2012.04.17 04:15 | modify | 640 | 1.00 | 80.540 | 80.923 | 80.340 | |
| 3426 | 2012.04.17 04:21 | modify | 640 | 1.00 | 80.540 | 80.917 | 80.340 | |
| 3427 | 2012.04.17 04:22 | modify | 640 | 1.00 | 80.540 | 80.908 | 80.340 | |
| 3428 | 2012.04.17 04:26 | modify | 640 | 1.00 | 80.540 | 80.904 | 80.340 | |
| 3429 | 2012.04.17 04:33 | modify | 640 | 1.00 | 80.540 | 80.899 | 80.340 | |
| 3430 | 2012.04.17 06:35 | close | 640 | 1.00 | 80.453 | 80.899 | 80.340 | 8700.00 | 3156683.85 |
| 3431 | 2012.04.18 09:40 | buy | 641 | 1.00 | 81.273 | 0.000 | 0.000 | |
| 3432 | 2012.04.18 09:40 | modify | 641 | 1.00 | 81.273 | 80.623 | 81.473 | |
| 3433 | 2012.04.18 10:48 | modify | 641 | 1.00 | 81.273 | 80.884 | 81.473 | |
| 3434 | 2012.04.18 10:51 | modify | 641 | 1.00 | 81.273 | 80.889 | 81.473 | |
| 3435 | 2012.04.18 11:04 | modify | 641 | 1.00 | 81.273 | 80.899 | 81.473 | |
| 3436 | 2012.04.18 11:27 | modify | 641 | 1.00 | 81.273 | 80.903 | 81.473 | |
| 3437 | 2012.04.18 11:29 | modify | 641 | 1.00 | 81.273 | 80.916 | 81.473 | |
| 3438 | 2012.04.18 11:31 | close | 641 | 1.00 | 81.395 | 80.916 | 81.473 | 12200.00 | 3168883.85 |
| 3439 | 2012.04.24 02:26 | buy | 642 | 1.00 | 81.120 | 0.000 | 0.000 | |
| 3440 | 2012.04.24 02:26 | modify | 642 | 1.00 | 81.120 | 80.470 | 81.320 | |
| 3441 | 2012.04.24 03:34 | close | 642 | 1.00 | 81.170 | 80.470 | 81.320 | 5000.00 | 3173883.85 |
| 3442 | 2012.04.25 08:40 | buy | 643 | 1.00 | 81.366 | 0.000 | 0.000 | |
| 3443 | 2012.04.25 08:40 | modify | 643 | 1.00 | 81.366 | 80.716 | 81.566 | |
| 3444 | 2012.04.25 09:33 | modify | 643 | 1.00 | 81.366 | 80.969 | 81.566 | |
| 3445 | 2012.04.25 09:34 | modify | 643 | 1.00 | 81.366 | 80.970 | 81.566 | |
| 3446 | 2012.04.25 09:38 | modify | 643 | 1.00 | 81.366 | 80.974 | 81.566 | |
| 3447 | 2012.04.25 10:05 | modify | 643 | 1.00 | 81.366 | 80.983 | 81.566 | |
| 3448 | 2012.04.25 18:00 | close | 643 | 1.00 | 81.409 | 80.983 | 81.566 | 4300.00 | 3178183.85 |
| 3449 | 2012.04.27 05:37 | buy | 644 | 1.00 | 80.897 | 0.000 | 0.000 | |
| 3450 | 2012.04.27 05:37 | modify | 644 | 1.00 | 80.897 | 80.247 | 81.097 | |