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 |
| 3451 | 2012.04.27 06:38 | modify | 644 | 1.00 | 80.897 | 80.506 | 81.097 | |
| 3452 | 2012.04.27 06:39 | modify | 644 | 1.00 | 80.897 | 80.510 | 81.097 | |
| 3453 | 2012.04.27 06:46 | s/l | 644 | 1.00 | 80.513 | 80.510 | 81.097 | -38400.00 | 3139783.85 |
| 3454 | 2012.05.01 03:00 | sell | 645 | 1.00 | 79.934 | 0.000 | 0.000 | |
| 3455 | 2012.05.01 03:00 | modify | 645 | 1.00 | 79.934 | 80.584 | 79.734 | |
| 3456 | 2012.05.01 03:04 | modify | 645 | 1.00 | 79.934 | 80.324 | 79.734 | |
| 3457 | 2012.05.01 03:08 | modify | 645 | 1.00 | 79.934 | 80.316 | 79.734 | |
| 3458 | 2012.05.01 03:09 | modify | 645 | 1.00 | 79.934 | 80.307 | 79.734 | |
| 3459 | 2012.05.01 03:56 | modify | 645 | 1.00 | 79.934 | 80.297 | 79.734 | |
| 3460 | 2012.05.01 05:27 | modify | 645 | 1.00 | 79.934 | 80.296 | 79.734 | |
| 3461 | 2012.05.01 05:28 | close | 645 | 1.00 | 79.824 | 80.296 | 79.734 | 11000.00 | 3150783.85 |
| 3462 | 2012.05.16 13:21 | sell | 646 | 1.00 | 80.478 | 0.000 | 0.000 | |
| 3463 | 2012.05.16 13:21 | modify | 646 | 1.00 | 80.478 | 81.128 | 80.278 | |
| 3464 | 2012.05.16 13:38 | modify | 646 | 1.00 | 80.478 | 80.877 | 80.278 | |
| 3465 | 2012.05.16 13:39 | modify | 646 | 1.00 | 80.478 | 80.874 | 80.278 | |
| 3466 | 2012.05.16 13:42 | modify | 646 | 1.00 | 80.478 | 80.862 | 80.278 | |
| 3467 | 2012.05.16 13:43 | modify | 646 | 1.00 | 80.478 | 80.853 | 80.278 | |
| 3468 | 2012.05.16 13:45 | modify | 646 | 1.00 | 80.478 | 80.852 | 80.278 | |
| 3469 | 2012.05.16 13:46 | modify | 646 | 1.00 | 80.478 | 80.851 | 80.278 | |
| 3470 | 2012.05.16 13:48 | modify | 646 | 1.00 | 80.478 | 80.841 | 80.278 | |
| 3471 | 2012.05.16 13:49 | modify | 646 | 1.00 | 80.478 | 80.840 | 80.278 | |
| 3472 | 2012.05.16 13:50 | close | 646 | 1.00 | 80.380 | 80.840 | 80.278 | 9800.00 | 3160583.85 |
| 3473 | 2012.05.22 22:44 | buy | 647 | 1.00 | 79.948 | 0.000 | 0.000 | |
| 3474 | 2012.05.22 22:44 | modify | 647 | 1.00 | 79.948 | 79.298 | 80.148 | |
| 3475 | 2012.05.22 23:10 | modify | 647 | 1.00 | 79.948 | 79.551 | 80.148 | |
| 3476 | 2012.05.22 23:13 | modify | 647 | 1.00 | 79.948 | 79.555 | 80.148 | |
| 3477 | 2012.05.22 23:14 | modify | 647 | 1.00 | 79.948 | 79.560 | 80.148 | |
| 3478 | 2012.05.22 23:16 | modify | 647 | 1.00 | 79.948 | 79.562 | 80.148 | |
| 3479 | 2012.05.22 23:44 | modify | 647 | 1.00 | 79.948 | 79.565 | 80.148 | |
| 3480 | 2012.05.22 23:45 | modify | 647 | 1.00 | 79.948 | 79.571 | 80.148 | |
| 3481 | 2012.05.23 02:23 | close | 647 | 1.00 | 80.025 | 79.571 | 80.148 | 8233.07 | 3168816.93 |
| 3482 | 2012.05.23 22:01 | sell | 648 | 1.00 | 79.469 | 0.000 | 0.000 | |
| 3483 | 2012.05.23 22:01 | modify | 648 | 1.00 | 79.469 | 80.119 | 79.269 | |
| 3484 | 2012.05.24 10:31 | close | 648 | 1.00 | 79.453 | 80.119 | 79.269 | -1579.44 | 3167237.49 |
| 3485 | 2012.05.30 22:26 | sell | 649 | 1.00 | 79.096 | 0.000 | 0.000 | |
| 3486 | 2012.05.30 22:26 | modify | 649 | 1.00 | 79.096 | 79.746 | 78.896 | |
| 3487 | 2012.05.31 02:52 | close | 649 | 1.00 | 79.038 | 79.746 | 78.896 | 2636.96 | 3169874.45 |
| 3488 | 2012.06.01 02:50 | sell | 650 | 1.00 | 78.518 | 0.000 | 0.000 | |
| 3489 | 2012.06.01 02:50 | modify | 650 | 1.00 | 78.518 | 79.168 | 78.318 | |
| 3490 | 2012.06.01 05:07 | close | 650 | 1.00 | 78.491 | 79.168 | 78.318 | 2700.00 | 3172574.45 |
| 3491 | 2012.06.06 03:20 | buy | 651 | 1.00 | 78.658 | 0.000 | 0.000 | |
| 3492 | 2012.06.06 03:20 | modify | 651 | 1.00 | 78.658 | 78.008 | 78.858 | |
| 3493 | 2012.06.06 05:16 | modify | 651 | 1.00 | 78.658 | 78.272 | 78.858 | |
| 3494 | 2012.06.06 05:17 | modify | 651 | 1.00 | 78.658 | 78.279 | 78.858 | |
| 3495 | 2012.06.06 05:18 | close | 651 | 1.00 | 78.766 | 78.279 | 78.858 | 10800.00 | 3183374.45 |
| 3496 | 2012.06.06 21:24 | sell | 652 | 1.00 | 79.226 | 0.000 | 0.000 | |
| 3497 | 2012.06.06 21:24 | modify | 652 | 1.00 | 79.226 | 79.876 | 79.026 | |
| 3498 | 2012.06.06 21:52 | modify | 652 | 1.00 | 79.226 | 79.622 | 79.026 | |
| 3499 | 2012.06.06 21:53 | modify | 652 | 1.00 | 79.226 | 79.615 | 79.026 | |
| 3500 | 2012.06.06 21:54 | modify | 652 | 1.00 | 79.226 | 79.612 | 79.026 | |
| 3501 | 2012.06.06 22:00 | modify | 652 | 1.00 | 79.226 | 79.601 | 79.026 | |
| 3502 | 2012.06.07 02:56 | close | 652 | 1.00 | 79.270 | 79.601 | 79.026 | -7567.88 | 3175806.57 |
| 3503 | 2012.06.18 11:25 | buy | 653 | 1.00 | 79.080 | 0.000 | 0.000 | |
| 3504 | 2012.06.18 11:25 | modify | 653 | 1.00 | 79.080 | 78.430 | 79.280 | |
| 3505 | 2012.06.18 11:49 | modify | 653 | 1.00 | 79.080 | 78.682 | 79.280 | |
| 3506 | 2012.06.18 11:50 | modify | 653 | 1.00 | 79.080 | 78.700 | 79.280 | |
| 3507 | 2012.06.18 12:54 | modify | 653 | 1.00 | 79.080 | 78.708 | 79.280 | |
| 3508 | 2012.06.18 15:34 | close | 653 | 1.00 | 79.122 | 78.708 | 79.280 | 4200.00 | 3180006.57 |
| 3509 | 2012.06.22 02:46 | buy | 654 | 1.00 | 80.111 | 0.000 | 0.000 | |
| 3510 | 2012.06.22 02:46 | modify | 654 | 1.00 | 80.111 | 79.461 | 80.311 | |
| 3511 | 2012.06.22 04:43 | modify | 654 | 1.00 | 80.111 | 79.726 | 80.311 | |
| 3512 | 2012.06.22 04:44 | close | 654 | 1.00 | 80.185 | 79.726 | 80.311 | 7400.00 | 3187406.57 |
| 3513 | 2012.06.25 21:07 | sell | 655 | 1.00 | 79.664 | 0.000 | 0.000 | |
| 3514 | 2012.06.25 21:07 | modify | 655 | 1.00 | 79.664 | 80.314 | 79.464 | |
| 3515 | 2012.06.25 22:55 | close | 655 | 1.00 | 79.637 | 80.314 | 79.464 | 2700.00 | 3190106.57 |
| 3516 | 2012.06.26 03:16 | sell | 656 | 1.00 | 79.756 | 0.000 | 0.000 | |
| 3517 | 2012.06.26 03:16 | modify | 656 | 1.00 | 79.756 | 80.406 | 79.556 | |
| 3518 | 2012.06.26 03:52 | modify | 656 | 1.00 | 79.756 | 80.150 | 79.556 | |
| 3519 | 2012.06.26 03:53 | modify | 656 | 1.00 | 79.756 | 80.148 | 79.556 | |
| 3520 | 2012.06.26 03:55 | modify | 656 | 1.00 | 79.756 | 80.137 | 79.556 | |
| 3521 | 2012.06.26 03:58 | modify | 656 | 1.00 | 79.756 | 80.131 | 79.556 | |
| 3522 | 2012.06.26 06:08 | close | 656 | 1.00 | 79.681 | 80.131 | 79.556 | 7500.00 | 3197606.57 |
| 3523 | 2012.07.02 14:21 | sell | 657 | 1.00 | 79.765 | 0.000 | 0.000 | |
| 3524 | 2012.07.02 14:21 | modify | 657 | 1.00 | 79.765 | 80.415 | 79.565 | |
| 3525 | 2012.07.02 17:01 | close | 657 | 1.00 | 79.575 | 80.415 | 79.565 | 19000.00 | 3216606.57 |
| 3526 | 2012.07.23 13:36 | sell | 658 | 1.00 | 78.148 | 0.000 | 0.000 | |
| 3527 | 2012.07.23 13:36 | modify | 658 | 1.00 | 78.148 | 78.798 | 77.948 | |
| 3528 | 2012.07.24 00:48 | close | 658 | 1.00 | 78.348 | 78.798 | 77.948 | -21045.11 | 3195561.46 |
| 3529 | 2012.07.24 02:01 | buy | 659 | 1.00 | 78.284 | 0.000 | 0.000 | |
| 3530 | 2012.07.24 02:01 | modify | 659 | 1.00 | 78.284 | 77.634 | 78.484 | |
| 3531 | 2012.07.24 02:42 | modify | 659 | 1.00 | 78.284 | 77.884 | 78.484 | |
| 3532 | 2012.07.24 03:49 | modify | 659 | 1.00 | 78.284 | 77.887 | 78.484 | |
| 3533 | 2012.07.24 08:15 | close | 659 | 1.00 | 78.317 | 77.887 | 78.484 | 3300.00 | 3198861.46 |
| 3534 | 2012.08.08 14:58 | sell | 660 | 1.00 | 78.421 | 0.000 | 0.000 | |
| 3535 | 2012.08.08 14:58 | modify | 660 | 1.00 | 78.421 | 79.071 | 78.221 | |
| 3536 | 2012.08.08 15:12 | modify | 660 | 1.00 | 78.421 | 78.815 | 78.221 | |
| 3537 | 2012.08.08 15:16 | modify | 660 | 1.00 | 78.421 | 78.813 | 78.221 | |
| 3538 | 2012.08.08 15:24 | modify | 660 | 1.00 | 78.421 | 78.804 | 78.221 | |
| 3539 | 2012.08.08 15:25 | modify | 660 | 1.00 | 78.421 | 78.789 | 78.221 | |
| 3540 | 2012.08.08 15:26 | modify | 660 | 1.00 | 78.421 | 78.786 | 78.221 | |
| 3541 | 2012.08.08 15:27 | modify | 660 | 1.00 | 78.421 | 78.781 | 78.221 | |
| 3542 | 2012.08.08 15:28 | modify | 660 | 1.00 | 78.421 | 78.772 | 78.221 | |
| 3543 | 2012.08.08 18:00 | close | 660 | 1.00 | 78.366 | 78.772 | 78.221 | 5500.00 | 3204361.46 |
| 3544 | 2012.08.16 15:21 | sell | 661 | 1.00 | 79.339 | 0.000 | 0.000 | |
| 3545 | 2012.08.16 15:21 | modify | 661 | 1.00 | 79.339 | 79.989 | 79.139 | |
| 3546 | 2012.08.16 15:38 | modify | 661 | 1.00 | 79.339 | 79.722 | 79.139 | |
| 3547 | 2012.08.16 15:46 | modify | 661 | 1.00 | 79.339 | 79.710 | 79.139 | |
| 3548 | 2012.08.16 15:47 | modify | 661 | 1.00 | 79.339 | 79.692 | 79.139 | |
| 3549 | 2012.08.16 15:51 | close | 661 | 1.00 | 79.229 | 79.692 | 79.139 | 11000.00 | 3215361.46 |
| 3550 | 2012.09.12 03:50 | sell | 662 | 1.00 | 77.873 | 0.000 | 0.000 | |
| 3551 | 2012.09.12 03:50 | modify | 662 | 1.00 | 77.873 | 78.523 | 77.673 | |
| 3552 | 2012.09.12 10:33 | modify | 662 | 1.00 | 77.873 | 78.273 | 77.673 | |
| 3553 | 2012.09.12 10:38 | modify | 662 | 1.00 | 77.873 | 78.267 | 77.673 | |
| 3554 | 2012.09.12 10:44 | modify | 662 | 1.00 | 77.873 | 78.260 | 77.673 | |
| 3555 | 2012.09.12 11:19 | modify | 662 | 1.00 | 77.873 | 78.254 | 77.673 | |
| 3556 | 2012.09.12 11:20 | modify | 662 | 1.00 | 77.873 | 78.240 | 77.673 | |
| 3557 | 2012.09.12 13:23 | modify | 662 | 1.00 | 77.873 | 78.237 | 77.673 | |
| 3558 | 2012.09.12 13:24 | modify | 662 | 1.00 | 77.873 | 78.236 | 77.673 | |
| 3559 | 2012.09.12 13:28 | close | 662 | 1.00 | 77.759 | 78.236 | 77.673 | 11400.00 | 3226761.46 |
| 3560 | 2012.09.14 02:01 | sell | 663 | 1.00 | 77.627 | 0.000 | 0.000 | |
| 3561 | 2012.09.14 02:01 | modify | 663 | 1.00 | 77.627 | 78.277 | 77.427 | |
| 3562 | 2012.09.14 02:11 | modify | 663 | 1.00 | 77.627 | 78.019 | 77.427 | |
| 3563 | 2012.09.14 02:12 | modify | 663 | 1.00 | 77.627 | 78.018 | 77.427 | |
| 3564 | 2012.09.14 04:27 | modify | 663 | 1.00 | 77.627 | 78.009 | 77.427 | |
| 3565 | 2012.09.14 04:28 | close | 663 | 1.00 | 77.551 | 78.009 | 77.427 | 7600.00 | 3234361.46 |
| 3566 | 2012.09.17 04:53 | buy | 664 | 1.00 | 78.240 | 0.000 | 0.000 | |
| 3567 | 2012.09.17 04:53 | modify | 664 | 1.00 | 78.240 | 77.590 | 78.440 | |
| 3568 | 2012.09.17 07:17 | close | 664 | 1.00 | 78.252 | 77.590 | 78.440 | 1200.00 | 3235561.46 |
| 3569 | 2012.09.17 08:05 | sell | 665 | 1.00 | 78.304 | 0.000 | 0.000 | |
| 3570 | 2012.09.17 08:05 | modify | 665 | 1.00 | 78.304 | 78.954 | 78.104 | |
| 3571 | 2012.09.17 09:01 | close | 665 | 1.00 | 78.283 | 78.954 | 78.104 | 2100.00 | 3237661.46 |
| 3572 | 2012.09.18 04:21 | buy | 666 | 1.00 | 78.533 | 0.000 | 0.000 | |
| 3573 | 2012.09.18 04:21 | modify | 666 | 1.00 | 78.533 | 77.883 | 78.733 | |
| 3574 | 2012.09.18 04:45 | modify | 666 | 1.00 | 78.533 | 78.139 | 78.733 | |
| 3575 | 2012.09.18 04:46 | modify | 666 | 1.00 | 78.533 | 78.142 | 78.733 | |
| 3576 | 2012.09.18 04:47 | modify | 666 | 1.00 | 78.533 | 78.153 | 78.733 | |
| 3577 | 2012.09.18 04:49 | modify | 666 | 1.00 | 78.533 | 78.161 | 78.733 | |
| 3578 | 2012.09.18 04:50 | modify | 666 | 1.00 | 78.533 | 78.162 | 78.733 | |
| 3579 | 2012.09.18 07:44 | modify | 666 | 1.00 | 78.533 | 78.163 | 78.733 | |
| 3580 | 2012.09.18 07:45 | close | 666 | 1.00 | 78.633 | 78.163 | 78.733 | 10000.00 | 3247661.46 |
| 3581 | 2012.09.18 08:42 | sell | 667 | 1.00 | 78.702 | 0.000 | 0.000 | |
| 3582 | 2012.09.18 08:42 | modify | 667 | 1.00 | 78.702 | 79.352 | 78.502 | |
| 3583 | 2012.09.18 08:59 | modify | 667 | 1.00 | 78.702 | 79.098 | 78.502 | |
| 3584 | 2012.09.18 09:06 | modify | 667 | 1.00 | 78.702 | 79.095 | 78.502 | |
| 3585 | 2012.09.18 09:38 | modify | 667 | 1.00 | 78.702 | 79.094 | 78.502 | |
| 3586 | 2012.09.18 09:40 | modify | 667 | 1.00 | 78.702 | 79.092 | 78.502 | |
| 3587 | 2012.09.18 09:47 | modify | 667 | 1.00 | 78.702 | 79.091 | 78.502 | |
| 3588 | 2012.09.18 09:48 | modify | 667 | 1.00 | 78.702 | 79.090 | 78.502 | |
| 3589 | 2012.09.18 09:51 | modify | 667 | 1.00 | 78.702 | 79.086 | 78.502 | |
| 3590 | 2012.09.18 12:36 | modify | 667 | 1.00 | 78.702 | 79.081 | 78.502 | |
| 3591 | 2012.09.18 12:37 | modify | 667 | 1.00 | 78.702 | 79.077 | 78.502 | |
| 3592 | 2012.09.18 12:38 | modify | 667 | 1.00 | 78.702 | 79.073 | 78.502 | |
| 3593 | 2012.09.18 12:39 | modify | 667 | 1.00 | 78.702 | 79.057 | 78.502 | |
| 3594 | 2012.09.18 12:40 | close | 667 | 1.00 | 78.598 | 79.057 | 78.502 | 10400.00 | 3258061.46 |
| 3595 | 2012.10.01 10:28 | sell | 668 | 1.00 | 77.982 | 0.000 | 0.000 | |
| 3596 | 2012.10.01 10:28 | modify | 668 | 1.00 | 77.982 | 78.632 | 77.782 | |
| 3597 | 2012.10.01 10:36 | modify | 668 | 1.00 | 77.982 | 78.366 | 77.782 | |
| 3598 | 2012.10.01 10:52 | modify | 668 | 1.00 | 77.982 | 78.359 | 77.782 | |
| 3599 | 2012.10.01 16:15 | modify | 668 | 1.00 | 77.982 | 78.358 | 77.782 | |
| 3600 | 2012.10.01 22:27 | close | 668 | 1.00 | 77.997 | 78.358 | 77.782 | -1500.00 | 3256561.46 |