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 |
| 3601 | 2012.10.04 03:10 | buy | 669 | 1.00 | 78.436 | 0.000 | 0.000 | ||
| 3602 | 2012.10.04 03:10 | modify | 669 | 1.00 | 78.436 | 77.786 | 78.636 | ||
| 3603 | 2012.10.04 03:45 | modify | 669 | 1.00 | 78.436 | 78.037 | 78.636 | ||
| 3604 | 2012.10.04 03:54 | modify | 669 | 1.00 | 78.436 | 78.043 | 78.636 | ||
| 3605 | 2012.10.04 03:55 | close | 669 | 1.00 | 78.510 | 78.043 | 78.636 | 7400.00 | 3263961.46 |
| 3606 | 2012.10.11 20:47 | buy | 670 | 1.00 | 78.296 | 0.000 | 0.000 | ||
| 3607 | 2012.10.11 20:47 | modify | 670 | 1.00 | 78.296 | 77.646 | 78.496 | ||
| 3608 | 2012.10.11 22:06 | modify | 670 | 1.00 | 78.296 | 77.899 | 78.496 | ||
| 3609 | 2012.10.11 22:15 | modify | 670 | 1.00 | 78.296 | 77.905 | 78.496 | ||
| 3610 | 2012.10.12 00:15 | modify | 670 | 1.00 | 78.296 | 77.910 | 78.496 | ||
| 3611 | 2012.10.12 00:22 | modify | 670 | 1.00 | 78.296 | 77.911 | 78.496 | ||
| 3612 | 2012.10.12 00:24 | modify | 670 | 1.00 | 78.296 | 77.912 | 78.496 | ||
| 3613 | 2012.10.12 00:32 | modify | 670 | 1.00 | 78.296 | 77.914 | 78.496 | ||
| 3614 | 2012.10.12 00:33 | modify | 670 | 1.00 | 78.296 | 77.918 | 78.496 | ||
| 3615 | 2012.10.12 00:38 | modify | 670 | 1.00 | 78.296 | 77.921 | 78.496 | ||
| 3616 | 2012.10.12 00:41 | modify | 670 | 1.00 | 78.296 | 77.923 | 78.496 | ||
| 3617 | 2012.10.12 00:42 | modify | 670 | 1.00 | 78.296 | 77.929 | 78.496 | ||
| 3618 | 2012.10.12 00:44 | modify | 670 | 1.00 | 78.296 | 77.939 | 78.496 | ||
| 3619 | 2012.10.12 00:56 | modify | 670 | 1.00 | 78.296 | 77.946 | 78.496 | ||
| 3620 | 2012.10.12 00:57 | close | 670 | 1.00 | 78.398 | 77.946 | 78.496 | 10722.22 | 3274683.68 |
| 3621 | 2012.10.12 09:41 | sell | 671 | 1.00 | 78.422 | 0.000 | 0.000 | ||
| 3622 | 2012.10.12 09:41 | modify | 671 | 1.00 | 78.422 | 79.072 | 78.222 | ||
| 3623 | 2012.10.12 12:16 | close | 671 | 1.00 | 78.396 | 79.072 | 78.222 | 2600.00 | 3277283.68 |
| 3624 | 2012.10.22 21:34 | sell | 672 | 1.00 | 79.923 | 0.000 | 0.000 | ||
| 3625 | 2012.10.22 21:34 | modify | 672 | 1.00 | 79.923 | 80.573 | 79.723 | ||
| 3626 | 2012.10.23 04:16 | modify | 672 | 1.00 | 79.923 | 80.321 | 79.723 | ||
| 3627 | 2012.10.23 04:17 | close | 672 | 1.00 | 79.852 | 80.321 | 79.723 | 6034.09 | 3283317.77 |
| 3628 | 2012.10.23 04:17 | buy | 673 | 1.00 | 79.853 | 0.000 | 0.000 | ||
| 3629 | 2012.10.23 04:17 | modify | 673 | 1.00 | 79.853 | 79.203 | 80.053 | ||
| 3630 | 2012.10.23 04:41 | modify | 673 | 1.00 | 79.853 | 79.460 | 80.053 | ||
| 3631 | 2012.10.23 04:45 | modify | 673 | 1.00 | 79.853 | 79.472 | 80.053 | ||
| 3632 | 2012.10.23 04:46 | modify | 673 | 1.00 | 79.853 | 79.479 | 80.053 | ||
| 3633 | 2012.10.23 07:53 | close | 673 | 1.00 | 79.919 | 79.479 | 80.053 | 6600.00 | 3289917.77 |
| 3634 | 2012.10.25 18:31 | buy | 674 | 1.00 | 80.076 | 0.000 | 0.000 | ||
| 3635 | 2012.10.25 18:31 | modify | 674 | 1.00 | 80.076 | 79.426 | 80.276 | ||
| 3636 | 2012.10.25 19:40 | modify | 674 | 1.00 | 80.076 | 79.688 | 80.276 | ||
| 3637 | 2012.10.25 19:41 | modify | 674 | 1.00 | 80.076 | 79.695 | 80.276 | ||
| 3638 | 2012.10.25 19:42 | modify | 674 | 1.00 | 80.076 | 79.699 | 80.276 | ||
| 3639 | 2012.10.25 19:48 | modify | 674 | 1.00 | 80.076 | 79.703 | 80.276 | ||
| 3640 | 2012.10.25 19:49 | modify | 674 | 1.00 | 80.076 | 79.705 | 80.276 | ||
| 3641 | 2012.10.25 19:50 | modify | 674 | 1.00 | 80.076 | 79.712 | 80.276 | ||
| 3642 | 2012.10.25 19:51 | modify | 674 | 1.00 | 80.076 | 79.716 | 80.276 | ||
| 3643 | 2012.10.25 19:54 | modify | 674 | 1.00 | 80.076 | 79.717 | 80.276 | ||
| 3644 | 2012.10.25 19:57 | close | 674 | 1.00 | 80.187 | 79.717 | 80.276 | 11100.00 | 3301017.77 |
| 3645 | 2012.10.26 03:00 | buy | 675 | 1.00 | 80.232 | 0.000 | 0.000 | ||
| 3646 | 2012.10.26 03:00 | modify | 675 | 1.00 | 80.232 | 79.582 | 80.432 | ||
| 3647 | 2012.10.26 13:42 | close | 675 | 1.00 | 79.818 | 79.582 | 80.432 | -41400.00 | 3259617.77 |
| 3648 | 2012.10.30 17:06 | sell | 676 | 1.00 | 79.583 | 0.000 | 0.000 | ||
| 3649 | 2012.10.30 17:06 | modify | 676 | 1.00 | 79.583 | 80.233 | 79.383 | ||
| 3650 | 2012.10.30 21:56 | close | 676 | 1.00 | 79.602 | 80.233 | 79.383 | -1900.00 | 3257717.77 |
| 3651 | 2012.11.14 22:50 | sell | 677 | 1.00 | 80.236 | 0.000 | 0.000 | ||
| 3652 | 2012.11.14 22:50 | modify | 677 | 1.00 | 80.236 | 80.886 | 80.036 | ||
| 3653 | 2012.11.15 01:00 | close | 677 | 1.00 | 80.176 | 80.886 | 80.036 | 2790.00 | 3260507.77 |
| 3654 | 2012.11.22 02:50 | buy | 678 | 1.00 | 82.383 | 0.000 | 0.000 | ||
| 3655 | 2012.11.22 02:50 | modify | 678 | 1.00 | 82.383 | 81.733 | 82.583 | ||
| 3656 | 2012.11.22 02:55 | modify | 678 | 1.00 | 82.383 | 82.002 | 82.583 | ||
| 3657 | 2012.11.22 02:56 | modify | 678 | 1.00 | 82.383 | 82.026 | 82.583 | ||
| 3658 | 2012.11.22 03:02 | close | 678 | 1.00 | 82.498 | 82.026 | 82.583 | 11500.00 | 3272007.77 |
| 3659 | 2012.11.30 17:12 | buy | 679 | 1.00 | 82.447 | 0.000 | 0.000 | ||
| 3660 | 2012.11.30 17:12 | modify | 679 | 1.00 | 82.447 | 81.797 | 82.647 | ||
| 3661 | 2012.11.30 17:29 | modify | 679 | 1.00 | 82.447 | 82.055 | 82.647 | ||
| 3662 | 2012.11.30 17:30 | modify | 679 | 1.00 | 82.447 | 82.060 | 82.647 | ||
| 3663 | 2012.11.30 17:32 | modify | 679 | 1.00 | 82.447 | 82.061 | 82.647 | ||
| 3664 | 2012.11.30 17:36 | modify | 679 | 1.00 | 82.447 | 82.075 | 82.647 | ||
| 3665 | 2012.11.30 17:37 | modify | 679 | 1.00 | 82.447 | 82.089 | 82.647 | ||
| 3666 | 2012.11.30 17:38 | modify | 679 | 1.00 | 82.447 | 82.092 | 82.647 | ||
| 3667 | 2012.11.30 17:39 | modify | 679 | 1.00 | 82.447 | 82.094 | 82.647 | ||
| 3668 | 2012.11.30 17:40 | close | 679 | 1.00 | 82.550 | 82.094 | 82.647 | 10300.00 | 3282307.77 |
| 3669 | 2012.12.06 05:10 | sell | 680 | 1.00 | 82.571 | 0.000 | 0.000 | ||
| 3670 | 2012.12.06 05:10 | modify | 680 | 1.00 | 82.571 | 83.221 | 82.371 | ||
| 3671 | 2012.12.06 05:39 | modify | 680 | 1.00 | 82.571 | 82.958 | 82.371 | ||
| 3672 | 2012.12.06 05:40 | modify | 680 | 1.00 | 82.571 | 82.956 | 82.371 | ||
| 3673 | 2012.12.06 06:15 | modify | 680 | 1.00 | 82.571 | 82.954 | 82.371 | ||
| 3674 | 2012.12.06 06:18 | modify | 680 | 1.00 | 82.571 | 82.953 | 82.371 | ||
| 3675 | 2012.12.06 06:20 | modify | 680 | 1.00 | 82.571 | 82.951 | 82.371 | ||
| 3676 | 2012.12.06 06:22 | modify | 680 | 1.00 | 82.571 | 82.942 | 82.371 | ||
| 3677 | 2012.12.06 06:23 | modify | 680 | 1.00 | 82.571 | 82.934 | 82.371 | ||
| 3678 | 2012.12.06 06:29 | modify | 680 | 1.00 | 82.571 | 82.932 | 82.371 | ||
| 3679 | 2012.12.06 06:30 | modify | 680 | 1.00 | 82.571 | 82.929 | 82.371 | ||
| 3680 | 2012.12.06 08:01 | modify | 680 | 1.00 | 82.571 | 82.928 | 82.371 | ||
| 3681 | 2012.12.06 08:04 | close | 680 | 1.00 | 82.465 | 82.928 | 82.371 | 10600.00 | 3292907.77 |
| 3682 | 2012.12.13 10:06 | buy | 681 | 1.00 | 83.455 | 0.000 | 0.000 | ||
| 3683 | 2012.12.13 10:06 | modify | 681 | 1.00 | 83.455 | 82.805 | 83.655 | ||
| 3684 | 2012.12.13 10:19 | modify | 681 | 1.00 | 83.455 | 83.058 | 83.655 | ||
| 3685 | 2012.12.13 10:20 | modify | 681 | 1.00 | 83.455 | 83.062 | 83.655 | ||
| 3686 | 2012.12.13 10:23 | modify | 681 | 1.00 | 83.455 | 83.075 | 83.655 | ||
| 3687 | 2012.12.13 12:50 | close | 681 | 1.00 | 83.397 | 83.075 | 83.655 | -5800.00 | 3287107.77 |
| 3688 | 2012.12.13 14:23 | sell | 682 | 1.00 | 83.530 | 0.000 | 0.000 | ||
| 3689 | 2012.12.13 14:23 | modify | 682 | 1.00 | 83.530 | 84.180 | 83.330 | ||
| 3690 | 2012.12.13 14:33 | modify | 682 | 1.00 | 83.530 | 83.924 | 83.330 | ||
| 3691 | 2012.12.13 14:34 | modify | 682 | 1.00 | 83.530 | 83.910 | 83.330 | ||
| 3692 | 2012.12.13 14:35 | modify | 682 | 1.00 | 83.530 | 83.883 | 83.330 | ||
| 3693 | 2012.12.13 14:39 | modify | 682 | 1.00 | 83.530 | 83.881 | 83.330 | ||
| 3694 | 2012.12.13 15:24 | close | 682 | 1.00 | 83.422 | 83.881 | 83.330 | 10800.00 | 3297907.77 |
| 3695 | 2012.12.14 12:41 | buy | 683 | 1.00 | 83.661 | 0.000 | 0.000 | ||
| 3696 | 2012.12.14 12:41 | modify | 683 | 1.00 | 83.661 | 83.011 | 83.861 | ||
| 3697 | 2012.12.14 13:01 | modify | 683 | 1.00 | 83.661 | 83.269 | 83.861 | ||
| 3698 | 2012.12.14 13:02 | modify | 683 | 1.00 | 83.661 | 83.271 | 83.861 | ||
| 3699 | 2012.12.14 13:13 | modify | 683 | 1.00 | 83.661 | 83.275 | 83.861 | ||
| 3700 | 2012.12.14 13:14 | modify | 683 | 1.00 | 83.661 | 83.277 | 83.861 | ||
| 3701 | 2012.12.14 13:16 | modify | 683 | 1.00 | 83.661 | 83.283 | 83.861 | ||
| 3702 | 2012.12.14 13:18 | modify | 683 | 1.00 | 83.661 | 83.285 | 83.861 | ||
| 3703 | 2012.12.14 13:19 | modify | 683 | 1.00 | 83.661 | 83.289 | 83.861 | ||
| 3704 | 2012.12.14 13:20 | modify | 683 | 1.00 | 83.661 | 83.309 | 83.861 | ||
| 3705 | 2012.12.14 13:21 | close | 683 | 1.00 | 83.767 | 83.309 | 83.861 | 10600.00 | 3308507.77 |
| 3706 | 2012.12.17 12:22 | buy | 684 | 1.00 | 83.656 | 0.000 | 0.000 | ||
| 3707 | 2012.12.17 12:22 | modify | 684 | 1.00 | 83.656 | 83.006 | 83.856 | ||
| 3708 | 2012.12.17 12:38 | modify | 684 | 1.00 | 83.656 | 83.260 | 83.856 | ||
| 3709 | 2012.12.17 12:39 | modify | 684 | 1.00 | 83.656 | 83.273 | 83.856 | ||
| 3710 | 2012.12.17 12:40 | modify | 684 | 1.00 | 83.656 | 83.277 | 83.856 | ||
| 3711 | 2012.12.17 12:41 | modify | 684 | 1.00 | 83.656 | 83.278 | 83.856 | ||
| 3712 | 2012.12.17 13:45 | modify | 684 | 1.00 | 83.656 | 83.287 | 83.856 | ||
| 3713 | 2012.12.17 13:51 | modify | 684 | 1.00 | 83.656 | 83.290 | 83.856 | ||
| 3714 | 2012.12.17 13:52 | modify | 684 | 1.00 | 83.656 | 83.291 | 83.856 | ||
| 3715 | 2012.12.17 13:53 | modify | 684 | 1.00 | 83.656 | 83.302 | 83.856 | ||
| 3716 | 2012.12.17 14:04 | modify | 684 | 1.00 | 83.656 | 83.303 | 83.856 | ||
| 3717 | 2012.12.17 14:05 | close | 684 | 1.00 | 83.765 | 83.303 | 83.856 | 10900.00 | 3319407.77 |
| 3718 | 2012.12.19 17:21 | buy | 685 | 1.00 | 84.342 | 0.000 | 0.000 | ||
| 3719 | 2012.12.19 17:21 | modify | 685 | 1.00 | 84.342 | 83.692 | 84.542 | ||
| 3720 | 2012.12.19 19:44 | modify | 685 | 1.00 | 84.342 | 83.944 | 84.542 | ||
| 3721 | 2012.12.19 19:45 | modify | 685 | 1.00 | 84.342 | 83.949 | 84.542 | ||
| 3722 | 2012.12.19 19:46 | modify | 685 | 1.00 | 84.342 | 83.979 | 84.542 | ||
| 3723 | 2012.12.19 19:51 | modify | 685 | 1.00 | 84.342 | 83.990 | 84.542 | ||
| 3724 | 2012.12.19 20:03 | close | 685 | 1.00 | 84.446 | 83.990 | 84.542 | 10400.00 | 3329807.77 |
| 3725 | 2012.12.24 05:32 | buy | 686 | 1.00 | 84.351 | 0.000 | 0.000 | ||
| 3726 | 2012.12.24 05:32 | modify | 686 | 1.00 | 84.351 | 83.701 | 84.551 | ||
| 3727 | 2012.12.24 07:17 | close | 686 | 1.00 | 84.399 | 83.701 | 84.551 | 4800.00 | 3334607.77 |
| 3728 | 2013.01.02 14:26 | buy | 687 | 1.00 | 86.969 | 0.000 | 0.000 | ||
| 3729 | 2013.01.02 14:26 | modify | 687 | 1.00 | 86.969 | 86.319 | 87.169 | ||
| 3730 | 2013.01.02 14:34 | modify | 687 | 1.00 | 86.969 | 86.580 | 87.169 | ||
| 3731 | 2013.01.02 15:13 | modify | 687 | 1.00 | 86.969 | 86.594 | 87.169 | ||
| 3732 | 2013.01.02 15:25 | modify | 687 | 1.00 | 86.969 | 86.607 | 87.169 | ||
| 3733 | 2013.01.02 15:47 | modify | 687 | 1.00 | 86.969 | 86.615 | 87.169 | ||
| 3734 | 2013.01.02 15:48 | close | 687 | 1.00 | 87.089 | 86.615 | 87.169 | 12000.00 | 3346607.77 |
| 3735 | 2013.01.04 16:12 | buy | 688 | 1.00 | 87.695 | 0.000 | 0.000 | ||
| 3736 | 2013.01.04 16:12 | modify | 688 | 1.00 | 87.695 | 87.045 | 87.895 | ||
| 3737 | 2013.01.04 16:30 | modify | 688 | 1.00 | 87.695 | 87.337 | 87.895 | ||
| 3738 | 2013.01.04 16:31 | close | 688 | 1.00 | 87.799 | 87.337 | 87.895 | 10400.00 | 3357007.77 |
| 3739 | 2013.01.16 02:58 | buy | 689 | 1.00 | 88.451 | 0.000 | 0.000 | ||
| 3740 | 2013.01.16 02:58 | modify | 689 | 1.00 | 88.451 | 87.801 | 88.651 | ||
| 3741 | 2013.01.16 03:00 | modify | 689 | 1.00 | 88.451 | 88.051 | 88.651 | ||
| 3742 | 2013.01.16 03:03 | modify | 689 | 1.00 | 88.451 | 88.063 | 88.651 | ||
| 3743 | 2013.01.16 03:05 | modify | 689 | 1.00 | 88.451 | 88.078 | 88.651 | ||
| 3744 | 2013.01.16 03:49 | s/l | 689 | 1.00 | 88.081 | 88.078 | 88.651 | -37000.00 | 3320007.77 |
| 3745 | 2013.01.17 04:25 | buy | 690 | 1.00 | 88.458 | 0.000 | 0.000 | ||
| 3746 | 2013.01.17 04:25 | modify | 690 | 1.00 | 88.458 | 87.808 | 88.658 | ||
| 3747 | 2013.01.17 04:32 | modify | 690 | 1.00 | 88.458 | 88.064 | 88.658 | ||
| 3748 | 2013.01.17 04:33 | modify | 690 | 1.00 | 88.458 | 88.067 | 88.658 | ||
| 3749 | 2013.01.17 04:34 | modify | 690 | 1.00 | 88.458 | 88.087 | 88.658 | ||
| 3750 | 2013.01.17 07:56 | close | 690 | 1.00 | 88.495 | 88.087 | 88.658 | 3700.00 | 3323707.77 |