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 |
| 3751 | 2013.01.22 16:14 | sell | 691 | 1.00 | 88.964 | 0.000 | 0.000 | ||
| 3752 | 2013.01.22 16:14 | modify | 691 | 1.00 | 88.964 | 89.614 | 88.764 | ||
| 3753 | 2013.01.22 16:23 | modify | 691 | 1.00 | 88.964 | 89.343 | 88.764 | ||
| 3754 | 2013.01.22 16:24 | modify | 691 | 1.00 | 88.964 | 89.342 | 88.764 | ||
| 3755 | 2013.01.22 16:25 | modify | 691 | 1.00 | 88.964 | 89.334 | 88.764 | ||
| 3756 | 2013.01.22 16:28 | close | 691 | 1.00 | 88.850 | 89.334 | 88.764 | 11400.00 | 3335107.77 |
| 3757 | 2013.01.24 01:04 | buy | 692 | 1.00 | 88.447 | 0.000 | 0.000 | ||
| 3758 | 2013.01.24 01:04 | modify | 692 | 1.00 | 88.447 | 87.797 | 88.647 | ||
| 3759 | 2013.01.24 01:14 | modify | 692 | 1.00 | 88.447 | 88.075 | 88.647 | ||
| 3760 | 2013.01.24 01:16 | modify | 692 | 1.00 | 88.447 | 88.085 | 88.647 | ||
| 3761 | 2013.01.24 01:17 | modify | 692 | 1.00 | 88.447 | 88.086 | 88.647 | ||
| 3762 | 2013.01.24 01:22 | modify | 692 | 1.00 | 88.447 | 88.093 | 88.647 | ||
| 3763 | 2013.01.24 01:28 | modify | 692 | 1.00 | 88.447 | 88.094 | 88.647 | ||
| 3764 | 2013.01.24 01:43 | close | 692 | 1.00 | 88.549 | 88.094 | 88.647 | 10200.00 | 3345307.77 |
| 3765 | 2013.01.28 14:24 | sell | 693 | 1.00 | 90.910 | 0.000 | 0.000 | ||
| 3766 | 2013.01.28 14:24 | modify | 693 | 1.00 | 90.910 | 91.560 | 90.710 | ||
| 3767 | 2013.01.28 14:38 | modify | 693 | 1.00 | 90.910 | 91.294 | 90.710 | ||
| 3768 | 2013.01.28 14:39 | modify | 693 | 1.00 | 90.910 | 91.289 | 90.710 | ||
| 3769 | 2013.01.28 16:42 | modify | 693 | 1.00 | 90.910 | 91.270 | 90.710 | ||
| 3770 | 2013.01.28 16:43 | close | 693 | 1.00 | 90.804 | 91.270 | 90.710 | 10600.00 | 3355907.77 |
| 3771 | 2013.02.04 12:55 | buy | 694 | 1.00 | 92.852 | 0.000 | 0.000 | ||
| 3772 | 2013.02.04 12:55 | modify | 694 | 1.00 | 92.852 | 92.202 | 93.052 | ||
| 3773 | 2013.02.04 13:05 | modify | 694 | 1.00 | 92.852 | 92.453 | 93.052 | ||
| 3774 | 2013.02.04 13:14 | modify | 694 | 1.00 | 92.852 | 92.461 | 93.052 | ||
| 3775 | 2013.02.04 13:15 | modify | 694 | 1.00 | 92.852 | 92.477 | 93.052 | ||
| 3776 | 2013.02.04 13:16 | close | 694 | 1.00 | 92.952 | 92.477 | 93.052 | 10000.00 | 3365907.77 |
| 3777 | 2013.02.05 22:32 | sell | 695 | 1.00 | 93.604 | 0.000 | 0.000 | ||
| 3778 | 2013.02.05 22:32 | modify | 695 | 1.00 | 93.604 | 94.254 | 93.404 | ||
| 3779 | 2013.02.05 22:35 | modify | 695 | 1.00 | 93.604 | 93.990 | 93.404 | ||
| 3780 | 2013.02.05 22:39 | modify | 695 | 1.00 | 93.604 | 93.988 | 93.404 | ||
| 3781 | 2013.02.05 22:44 | modify | 695 | 1.00 | 93.604 | 93.987 | 93.404 | ||
| 3782 | 2013.02.05 22:47 | modify | 695 | 1.00 | 93.604 | 93.982 | 93.404 | ||
| 3783 | 2013.02.05 22:48 | modify | 695 | 1.00 | 93.604 | 93.976 | 93.404 | ||
| 3784 | 2013.02.05 22:49 | modify | 695 | 1.00 | 93.604 | 93.974 | 93.404 | ||
| 3785 | 2013.02.05 22:50 | modify | 695 | 1.00 | 93.604 | 93.966 | 93.404 | ||
| 3786 | 2013.02.05 22:54 | modify | 695 | 1.00 | 93.604 | 93.956 | 93.404 | ||
| 3787 | 2013.02.06 02:14 | close | 695 | 1.00 | 93.492 | 93.956 | 93.404 | 9951.47 | 3375859.24 |
| 3788 | 2013.02.06 23:56 | sell | 696 | 1.00 | 93.621 | 0.000 | 0.000 | ||
| 3789 | 2013.02.06 23:56 | modify | 696 | 1.00 | 93.621 | 94.271 | 93.421 | ||
| 3790 | 2013.02.07 00:52 | modify | 696 | 1.00 | 93.621 | 94.015 | 93.421 | ||
| 3791 | 2013.02.07 00:53 | modify | 696 | 1.00 | 93.621 | 94.008 | 93.421 | ||
| 3792 | 2013.02.07 00:55 | modify | 696 | 1.00 | 93.621 | 94.006 | 93.421 | ||
| 3793 | 2013.02.07 00:56 | modify | 696 | 1.00 | 93.621 | 93.996 | 93.421 | ||
| 3794 | 2013.02.07 00:57 | close | 696 | 1.00 | 93.535 | 93.996 | 93.421 | 4855.24 | 3380714.48 |
| 3795 | 2013.02.08 20:45 | sell | 697 | 1.00 | 92.859 | 0.000 | 0.000 | ||
| 3796 | 2013.02.08 20:45 | modify | 697 | 1.00 | 92.859 | 93.509 | 92.659 | ||
| 3797 | 2013.02.08 21:53 | modify | 697 | 1.00 | 92.859 | 93.251 | 92.659 | ||
| 3798 | 2013.02.08 21:54 | close | 697 | 1.00 | 92.783 | 93.251 | 92.659 | 7600.00 | 3388314.48 |
| 3799 | 2013.02.11 22:20 | sell | 698 | 1.00 | 93.621 | 0.000 | 0.000 | ||
| 3800 | 2013.02.11 22:20 | modify | 698 | 1.00 | 93.621 | 94.271 | 93.421 | ||
| 3801 | 2013.02.11 23:28 | close | 698 | 1.00 | 94.174 | 94.271 | 93.421 | -55300.00 | 3333014.48 |
| 3802 | 2013.02.12 07:30 | buy | 699 | 1.00 | 93.933 | 0.000 | 0.000 | ||
| 3803 | 2013.02.12 07:30 | modify | 699 | 1.00 | 93.933 | 93.283 | 94.133 | ||
| 3804 | 2013.02.12 07:34 | modify | 699 | 1.00 | 93.933 | 93.540 | 94.133 | ||
| 3805 | 2013.02.12 07:36 | modify | 699 | 1.00 | 93.933 | 93.569 | 94.133 | ||
| 3806 | 2013.02.12 07:40 | close | 699 | 1.00 | 94.066 | 93.569 | 94.133 | 13300.00 | 3346314.48 |
| 3807 | 2013.02.13 09:50 | sell | 700 | 1.00 | 93.292 | 0.000 | 0.000 | ||
| 3808 | 2013.02.13 09:50 | modify | 700 | 1.00 | 93.292 | 93.942 | 93.092 | ||
| 3809 | 2013.02.13 09:58 | modify | 700 | 1.00 | 93.292 | 93.689 | 93.092 | ||
| 3810 | 2013.02.13 09:59 | modify | 700 | 1.00 | 93.292 | 93.669 | 93.092 | ||
| 3811 | 2013.02.13 10:00 | modify | 700 | 1.00 | 93.292 | 93.656 | 93.092 | ||
| 3812 | 2013.02.13 10:01 | close | 700 | 1.00 | 93.166 | 93.656 | 93.092 | 12600.00 | 3358914.48 |
| 3813 | 2013.02.18 03:15 | sell | 701 | 1.00 | 93.972 | 0.000 | 0.000 | ||
| 3814 | 2013.02.18 03:15 | modify | 701 | 1.00 | 93.972 | 94.622 | 93.772 | ||
| 3815 | 2013.02.18 06:56 | close | 701 | 1.00 | 94.055 | 94.622 | 93.772 | -8300.00 | 3350614.48 |
| 3816 | 2013.02.18 17:56 | sell | 702 | 1.00 | 94.004 | 0.000 | 0.000 | ||
| 3817 | 2013.02.18 17:56 | modify | 702 | 1.00 | 94.004 | 94.654 | 93.804 | ||
| 3818 | 2013.02.18 18:05 | modify | 702 | 1.00 | 94.004 | 94.398 | 93.804 | ||
| 3819 | 2013.02.18 18:08 | modify | 702 | 1.00 | 94.004 | 94.393 | 93.804 | ||
| 3820 | 2013.02.18 18:15 | modify | 702 | 1.00 | 94.004 | 94.386 | 93.804 | ||
| 3821 | 2013.02.18 18:16 | modify | 702 | 1.00 | 94.004 | 94.364 | 93.804 | ||
| 3822 | 2013.02.18 19:40 | close | 702 | 1.00 | 93.882 | 94.364 | 93.804 | 12200.00 | 3362814.48 |
| 3823 | 2013.02.19 22:50 | sell | 703 | 1.00 | 93.571 | 0.000 | 0.000 | ||
| 3824 | 2013.02.19 22:50 | modify | 703 | 1.00 | 93.571 | 94.221 | 93.371 | ||
| 3825 | 2013.02.20 04:26 | close | 703 | 1.00 | 93.565 | 94.221 | 93.371 | -647.64 | 3362166.84 |
| 3826 | 2013.02.25 10:55 | buy | 704 | 1.00 | 93.872 | 0.000 | 0.000 | ||
| 3827 | 2013.02.25 10:55 | modify | 704 | 1.00 | 93.872 | 93.222 | 94.072 | ||
| 3828 | 2013.02.25 10:56 | modify | 704 | 1.00 | 93.872 | 93.483 | 94.072 | ||
| 3829 | 2013.02.25 10:57 | modify | 704 | 1.00 | 93.872 | 93.505 | 94.072 | ||
| 3830 | 2013.02.25 10:58 | modify | 704 | 1.00 | 93.872 | 93.520 | 94.072 | ||
| 3831 | 2013.02.25 14:55 | close | 704 | 1.00 | 93.976 | 93.520 | 94.072 | 10400.00 | 3372566.84 |
| 3832 | 2013.02.26 06:45 | buy | 705 | 1.00 | 91.910 | 0.000 | 0.000 | ||
| 3833 | 2013.02.26 06:45 | modify | 705 | 1.00 | 91.910 | 91.260 | 92.110 | ||
| 3834 | 2013.02.26 06:51 | modify | 705 | 1.00 | 91.910 | 91.518 | 92.110 | ||
| 3835 | 2013.02.26 06:54 | modify | 705 | 1.00 | 91.910 | 91.540 | 92.110 | ||
| 3836 | 2013.02.26 06:55 | close | 705 | 1.00 | 92.014 | 91.540 | 92.110 | 10400.00 | 3382966.84 |
| 3837 | 2013.02.28 11:24 | buy | 706 | 1.00 | 92.239 | 0.000 | 0.000 | ||
| 3838 | 2013.02.28 11:24 | modify | 706 | 1.00 | 92.239 | 91.589 | 92.439 | ||
| 3839 | 2013.02.28 14:55 | modify | 706 | 1.00 | 92.239 | 91.851 | 92.439 | ||
| 3840 | 2013.02.28 15:47 | close | 706 | 1.00 | 92.355 | 91.851 | 92.439 | 11600.00 | 3394566.84 |
| 3841 | 2013.03.01 08:23 | buy | 707 | 1.00 | 92.470 | 0.000 | 0.000 | ||
| 3842 | 2013.03.01 08:23 | modify | 707 | 1.00 | 92.470 | 91.820 | 92.670 | ||
| 3843 | 2013.03.01 09:08 | modify | 707 | 1.00 | 92.470 | 92.074 | 92.670 | ||
| 3844 | 2013.03.01 09:12 | modify | 707 | 1.00 | 92.470 | 92.080 | 92.670 | ||
| 3845 | 2013.03.01 09:15 | modify | 707 | 1.00 | 92.470 | 92.081 | 92.670 | ||
| 3846 | 2013.03.01 09:16 | modify | 707 | 1.00 | 92.470 | 92.093 | 92.670 | ||
| 3847 | 2013.03.01 09:40 | modify | 707 | 1.00 | 92.470 | 92.100 | 92.670 | ||
| 3848 | 2013.03.01 09:53 | modify | 707 | 1.00 | 92.470 | 92.110 | 92.670 | ||
| 3849 | 2013.03.01 09:54 | close | 707 | 1.00 | 92.586 | 92.110 | 92.670 | 11600.00 | 3406166.84 |
| 3850 | 2013.03.12 17:10 | sell | 708 | 1.00 | 96.224 | 0.000 | 0.000 | ||
| 3851 | 2013.03.12 17:10 | modify | 708 | 1.00 | 96.224 | 96.874 | 96.024 | ||
| 3852 | 2013.03.12 17:19 | modify | 708 | 1.00 | 96.224 | 96.615 | 96.024 | ||
| 3853 | 2013.03.12 17:39 | modify | 708 | 1.00 | 96.224 | 96.605 | 96.024 | ||
| 3854 | 2013.03.12 17:41 | modify | 708 | 1.00 | 96.224 | 96.583 | 96.024 | ||
| 3855 | 2013.03.12 17:42 | close | 708 | 1.00 | 96.114 | 96.583 | 96.024 | 11000.00 | 3417166.84 |
| 3856 | 2013.03.13 11:55 | sell | 709 | 1.00 | 95.876 | 0.000 | 0.000 | ||
| 3857 | 2013.03.13 11:55 | modify | 709 | 1.00 | 95.876 | 96.526 | 95.676 | ||
| 3858 | 2013.03.13 12:11 | modify | 709 | 1.00 | 95.876 | 96.275 | 95.676 | ||
| 3859 | 2013.03.13 12:14 | modify | 709 | 1.00 | 95.876 | 96.271 | 95.676 | ||
| 3860 | 2013.03.13 12:15 | modify | 709 | 1.00 | 95.876 | 96.266 | 95.676 | ||
| 3861 | 2013.03.13 12:16 | modify | 709 | 1.00 | 95.876 | 96.246 | 95.676 | ||
| 3862 | 2013.03.13 12:17 | modify | 709 | 1.00 | 95.876 | 96.238 | 95.676 | ||
| 3863 | 2013.03.13 12:18 | modify | 709 | 1.00 | 95.876 | 96.235 | 95.676 | ||
| 3864 | 2013.03.13 12:47 | modify | 709 | 1.00 | 95.876 | 96.233 | 95.676 | ||
| 3865 | 2013.03.13 12:48 | modify | 709 | 1.00 | 95.876 | 96.229 | 95.676 | ||
| 3866 | 2013.03.13 12:49 | close | 709 | 1.00 | 95.765 | 96.229 | 95.676 | 11100.00 | 3428266.84 |
| 3867 | 2013.03.14 19:46 | buy | 710 | 1.00 | 95.906 | 0.000 | 0.000 | ||
| 3868 | 2013.03.14 19:46 | modify | 710 | 1.00 | 95.906 | 95.256 | 96.106 | ||
| 3869 | 2013.03.14 20:50 | modify | 710 | 1.00 | 95.906 | 95.513 | 96.106 | ||
| 3870 | 2013.03.14 21:07 | modify | 710 | 1.00 | 95.906 | 95.519 | 96.106 | ||
| 3871 | 2013.03.14 21:09 | modify | 710 | 1.00 | 95.906 | 95.520 | 96.106 | ||
| 3872 | 2013.03.14 21:14 | modify | 710 | 1.00 | 95.906 | 95.527 | 96.106 | ||
| 3873 | 2013.03.14 21:15 | modify | 710 | 1.00 | 95.906 | 95.530 | 96.106 | ||
| 3874 | 2013.03.14 21:18 | modify | 710 | 1.00 | 95.906 | 95.531 | 96.106 | ||
| 3875 | 2013.03.14 21:56 | modify | 710 | 1.00 | 95.906 | 95.556 | 96.106 | ||
| 3876 | 2013.03.14 21:57 | close | 710 | 1.00 | 96.018 | 95.556 | 96.106 | 11200.00 | 3439466.84 |
| 3877 | 2013.03.18 11:10 | sell | 711 | 1.00 | 94.859 | 0.000 | 0.000 | ||
| 3878 | 2013.03.18 11:10 | modify | 711 | 1.00 | 94.859 | 95.509 | 94.659 | ||
| 3879 | 2013.03.18 13:31 | close | 711 | 1.00 | 94.875 | 95.509 | 94.659 | -1600.00 | 3437866.84 |
| 3880 | 2013.03.26 04:20 | sell | 712 | 1.00 | 94.355 | 0.000 | 0.000 | ||
| 3881 | 2013.03.26 04:20 | modify | 712 | 1.00 | 94.355 | 95.005 | 94.155 | ||
| 3882 | 2013.03.26 04:33 | modify | 712 | 1.00 | 94.355 | 94.735 | 94.155 | ||
| 3883 | 2013.03.26 05:52 | modify | 712 | 1.00 | 94.355 | 94.715 | 94.155 | ||
| 3884 | 2013.03.26 05:53 | close | 712 | 1.00 | 94.257 | 94.715 | 94.155 | 9800.00 | 3447666.84 |
| 3885 | 2013.03.27 09:40 | buy | 713 | 1.00 | 94.659 | 0.000 | 0.000 | ||
| 3886 | 2013.03.27 09:40 | modify | 713 | 1.00 | 94.659 | 94.009 | 94.859 | ||
| 3887 | 2013.03.27 09:54 | modify | 713 | 1.00 | 94.659 | 94.264 | 94.859 | ||
| 3888 | 2013.03.27 10:00 | modify | 713 | 1.00 | 94.659 | 94.270 | 94.859 | ||
| 3889 | 2013.03.27 10:01 | modify | 713 | 1.00 | 94.659 | 94.273 | 94.859 | ||
| 3890 | 2013.03.27 10:05 | modify | 713 | 1.00 | 94.659 | 94.283 | 94.859 | ||
| 3891 | 2013.03.27 10:06 | modify | 713 | 1.00 | 94.659 | 94.290 | 94.859 | ||
| 3892 | 2013.03.27 10:10 | modify | 713 | 1.00 | 94.659 | 94.295 | 94.859 | ||
| 3893 | 2013.03.27 10:11 | modify | 713 | 1.00 | 94.659 | 94.296 | 94.859 | ||
| 3894 | 2013.03.27 10:12 | modify | 713 | 1.00 | 94.659 | 94.300 | 94.859 | ||
| 3895 | 2013.03.27 10:14 | modify | 713 | 1.00 | 94.659 | 94.307 | 94.859 | ||
| 3896 | 2013.03.27 10:15 | close | 713 | 1.00 | 94.769 | 94.307 | 94.859 | 11000.00 | 3458666.84 |
| 3897 | 2013.03.28 14:41 | sell | 714 | 1.00 | 94.351 | 0.000 | 0.000 | ||
| 3898 | 2013.03.28 14:41 | modify | 714 | 1.00 | 94.351 | 95.001 | 94.151 | ||
| 3899 | 2013.03.28 15:01 | modify | 714 | 1.00 | 94.351 | 94.749 | 94.151 | ||
| 3900 | 2013.03.28 15:04 | modify | 714 | 1.00 | 94.351 | 94.741 | 94.151 | ||