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 |
| 3901 | 2013.03.28 15:05 | modify | 714 | 1.00 | 94.351 | 94.734 | 94.151 | ||
| 3902 | 2013.03.28 15:31 | close | 714 | 1.00 | 94.213 | 94.734 | 94.151 | 13800.00 | 3472466.84 |
| 3903 | 2013.04.01 14:30 | sell | 715 | 1.00 | 93.825 | 0.000 | 0.000 | ||
| 3904 | 2013.04.01 14:30 | modify | 715 | 1.00 | 93.825 | 94.475 | 93.625 | ||
| 3905 | 2013.04.01 14:46 | modify | 715 | 1.00 | 93.825 | 94.219 | 93.625 | ||
| 3906 | 2013.04.01 14:47 | modify | 715 | 1.00 | 93.825 | 94.202 | 93.625 | ||
| 3907 | 2013.04.01 14:48 | modify | 715 | 1.00 | 93.825 | 94.177 | 93.625 | ||
| 3908 | 2013.04.01 14:51 | close | 715 | 1.00 | 93.718 | 94.177 | 93.625 | 10700.00 | 3483166.84 |
| 3909 | 2013.04.02 12:36 | sell | 716 | 1.00 | 93.265 | 0.000 | 0.000 | ||
| 3910 | 2013.04.02 12:36 | modify | 716 | 1.00 | 93.265 | 93.915 | 93.065 | ||
| 3911 | 2013.04.02 15:22 | modify | 716 | 1.00 | 93.265 | 93.641 | 93.065 | ||
| 3912 | 2013.04.02 15:27 | modify | 716 | 1.00 | 93.265 | 93.625 | 93.065 | ||
| 3913 | 2013.04.02 15:29 | close | 716 | 1.00 | 93.147 | 93.625 | 93.065 | 11800.00 | 3494966.84 |
| 3914 | 2013.04.02 15:30 | buy | 717 | 1.00 | 93.113 | 0.000 | 0.000 | ||
| 3915 | 2013.04.02 15:30 | modify | 717 | 1.00 | 93.113 | 92.463 | 93.313 | ||
| 3916 | 2013.04.02 15:37 | modify | 717 | 1.00 | 93.113 | 92.732 | 93.313 | ||
| 3917 | 2013.04.02 15:41 | modify | 717 | 1.00 | 93.113 | 92.734 | 93.313 | ||
| 3918 | 2013.04.02 15:49 | modify | 717 | 1.00 | 93.113 | 92.752 | 93.313 | ||
| 3919 | 2013.04.02 15:50 | modify | 717 | 1.00 | 93.113 | 92.753 | 93.313 | ||
| 3920 | 2013.04.02 15:52 | modify | 717 | 1.00 | 93.113 | 92.760 | 93.313 | ||
| 3921 | 2013.04.02 15:53 | close | 717 | 1.00 | 93.218 | 92.760 | 93.313 | 10500.00 | 3505466.84 |
| 3922 | 2013.04.04 00:02 | sell | 718 | 1.00 | 93.049 | 0.000 | 0.000 | ||
| 3923 | 2013.04.04 00:02 | modify | 718 | 1.00 | 93.049 | 93.699 | 92.849 | ||
| 3924 | 2013.04.04 02:03 | modify | 718 | 1.00 | 93.049 | 93.432 | 92.849 | ||
| 3925 | 2013.04.04 02:04 | close | 718 | 1.00 | 92.964 | 93.432 | 92.849 | 8500.00 | 3513966.84 |
| 3926 | 2013.04.04 04:20 | sell | 719 | 1.00 | 93.068 | 0.000 | 0.000 | ||
| 3927 | 2013.04.04 04:20 | modify | 719 | 1.00 | 93.068 | 93.718 | 92.868 | ||
| 3928 | 2013.04.04 04:57 | modify | 719 | 1.00 | 93.068 | 93.458 | 92.868 | ||
| 3929 | 2013.04.04 04:58 | modify | 719 | 1.00 | 93.068 | 93.425 | 92.868 | ||
| 3930 | 2013.04.04 05:06 | close | 719 | 1.00 | 92.950 | 93.425 | 92.868 | 11800.00 | 3525766.84 |
| 3931 | 2013.04.05 07:20 | buy | 720 | 1.00 | 96.395 | 0.000 | 0.000 | ||
| 3932 | 2013.04.05 07:20 | modify | 720 | 1.00 | 96.395 | 95.745 | 96.595 | ||
| 3933 | 2013.04.05 07:26 | close | 720 | 1.00 | 96.509 | 95.745 | 96.595 | 11400.00 | 3537166.84 |
| 3934 | 2013.04.11 02:50 | buy | 721 | 1.00 | 99.651 | 0.000 | 0.000 | ||
| 3935 | 2013.04.11 02:50 | modify | 721 | 1.00 | 99.651 | 99.001 | 99.851 | ||
| 3936 | 2013.04.11 03:03 | modify | 721 | 1.00 | 99.651 | 99.252 | 99.851 | ||
| 3937 | 2013.04.11 03:04 | modify | 721 | 1.00 | 99.651 | 99.257 | 99.851 | ||
| 3938 | 2013.04.11 03:05 | modify | 721 | 1.00 | 99.651 | 99.291 | 99.851 | ||
| 3939 | 2013.04.11 09:19 | close | 721 | 1.00 | 99.758 | 99.291 | 99.851 | 10700.00 | 3547866.84 |
| 3940 | 2013.04.16 06:51 | sell | 722 | 1.00 | 97.524 | 0.000 | 0.000 | ||
| 3941 | 2013.04.16 06:51 | modify | 722 | 1.00 | 97.524 | 98.174 | 97.324 | ||
| 3942 | 2013.04.16 06:55 | modify | 722 | 1.00 | 97.524 | 97.914 | 97.324 | ||
| 3943 | 2013.04.16 06:59 | modify | 722 | 1.00 | 97.524 | 97.892 | 97.324 | ||
| 3944 | 2013.04.16 07:00 | modify | 722 | 1.00 | 97.524 | 97.884 | 97.324 | ||
| 3945 | 2013.04.16 07:01 | close | 722 | 1.00 | 97.397 | 97.884 | 97.324 | 12700.00 | 3560566.84 |
| 3946 | 2013.04.16 07:16 | sell | 723 | 1.00 | 97.673 | 0.000 | 0.000 | ||
| 3947 | 2013.04.16 07:16 | modify | 723 | 1.00 | 97.673 | 98.323 | 97.473 | ||
| 3948 | 2013.04.16 07:32 | modify | 723 | 1.00 | 97.673 | 98.067 | 97.473 | ||
| 3949 | 2013.04.16 07:33 | modify | 723 | 1.00 | 97.673 | 98.060 | 97.473 | ||
| 3950 | 2013.04.16 07:34 | modify | 723 | 1.00 | 97.673 | 98.056 | 97.473 | ||
| 3951 | 2013.04.16 07:35 | modify | 723 | 1.00 | 97.673 | 98.026 | 97.473 | ||
| 3952 | 2013.04.16 07:46 | modify | 723 | 1.00 | 97.673 | 98.024 | 97.473 | ||
| 3953 | 2013.04.16 07:47 | close | 723 | 1.00 | 97.540 | 98.024 | 97.473 | 13300.00 | 3573866.84 |
| 3954 | 2013.04.17 04:09 | sell | 724 | 1.00 | 98.203 | 0.000 | 0.000 | ||
| 3955 | 2013.04.17 04:09 | modify | 724 | 1.00 | 98.203 | 98.853 | 98.003 | ||
| 3956 | 2013.04.17 04:11 | modify | 724 | 1.00 | 98.203 | 98.598 | 98.003 | ||
| 3957 | 2013.04.17 04:17 | modify | 724 | 1.00 | 98.203 | 98.590 | 98.003 | ||
| 3958 | 2013.04.17 04:18 | modify | 724 | 1.00 | 98.203 | 98.553 | 98.003 | ||
| 3959 | 2013.04.17 04:20 | close | 724 | 1.00 | 98.104 | 98.553 | 98.003 | 9900.00 | 3583766.84 |
| 3960 | 2013.04.17 10:50 | buy | 725 | 1.00 | 98.074 | 0.000 | 0.000 | ||
| 3961 | 2013.04.17 10:50 | modify | 725 | 1.00 | 98.074 | 97.424 | 98.274 | ||
| 3962 | 2013.04.17 11:01 | modify | 725 | 1.00 | 98.074 | 97.688 | 98.274 | ||
| 3963 | 2013.04.17 11:03 | modify | 725 | 1.00 | 98.074 | 97.697 | 98.274 | ||
| 3964 | 2013.04.17 11:04 | modify | 725 | 1.00 | 98.074 | 97.701 | 98.274 | ||
| 3965 | 2013.04.17 11:05 | modify | 725 | 1.00 | 98.074 | 97.708 | 98.274 | ||
| 3966 | 2013.04.17 11:06 | modify | 725 | 1.00 | 98.074 | 97.717 | 98.274 | ||
| 3967 | 2013.04.17 11:24 | modify | 725 | 1.00 | 98.074 | 97.721 | 98.274 | ||
| 3968 | 2013.04.17 11:26 | close | 725 | 1.00 | 98.180 | 97.721 | 98.274 | 10600.00 | 3594366.84 |
| 3969 | 2013.04.17 13:25 | buy | 726 | 1.00 | 97.859 | 0.000 | 0.000 | ||
| 3970 | 2013.04.17 13:25 | modify | 726 | 1.00 | 97.859 | 97.209 | 98.059 | ||
| 3971 | 2013.04.17 13:27 | modify | 726 | 1.00 | 97.859 | 97.471 | 98.059 | ||
| 3972 | 2013.04.17 13:29 | modify | 726 | 1.00 | 97.859 | 97.482 | 98.059 | ||
| 3973 | 2013.04.17 13:31 | modify | 726 | 1.00 | 97.859 | 97.496 | 98.059 | ||
| 3974 | 2013.04.17 13:32 | close | 726 | 1.00 | 97.973 | 97.496 | 98.059 | 11400.00 | 3605766.84 |
| 3975 | 2013.04.17 22:57 | sell | 727 | 1.00 | 98.186 | 0.000 | 0.000 | ||
| 3976 | 2013.04.17 22:57 | modify | 727 | 1.00 | 98.186 | 98.836 | 97.986 | ||
| 3977 | 2013.04.17 23:01 | modify | 727 | 1.00 | 98.186 | 98.570 | 97.986 | ||
| 3978 | 2013.04.17 23:02 | modify | 727 | 1.00 | 98.186 | 98.547 | 97.986 | ||
| 3979 | 2013.04.17 23:11 | modify | 727 | 1.00 | 98.186 | 98.546 | 97.986 | ||
| 3980 | 2013.04.17 23:16 | modify | 727 | 1.00 | 98.186 | 98.541 | 97.986 | ||
| 3981 | 2013.04.17 23:17 | close | 727 | 1.00 | 98.086 | 98.541 | 97.986 | 10000.00 | 3615766.84 |
| 3982 | 2013.04.18 16:42 | buy | 728 | 1.00 | 98.080 | 0.000 | 0.000 | ||
| 3983 | 2013.04.18 16:42 | modify | 728 | 1.00 | 98.080 | 97.430 | 98.280 | ||
| 3984 | 2013.04.18 16:46 | modify | 728 | 1.00 | 98.080 | 97.693 | 98.280 | ||
| 3985 | 2013.04.18 16:48 | modify | 728 | 1.00 | 98.080 | 97.703 | 98.280 | ||
| 3986 | 2013.04.18 16:51 | modify | 728 | 1.00 | 98.080 | 97.721 | 98.280 | ||
| 3987 | 2013.04.18 17:33 | close | 728 | 1.00 | 98.188 | 97.721 | 98.280 | 10800.00 | 3626566.84 |
| 3988 | 2013.04.22 08:13 | buy | 729 | 1.00 | 99.667 | 0.000 | 0.000 | ||
| 3989 | 2013.04.22 08:13 | modify | 729 | 1.00 | 99.667 | 99.017 | 99.867 | ||
| 3990 | 2013.04.22 08:53 | modify | 729 | 1.00 | 99.667 | 99.284 | 99.867 | ||
| 3991 | 2013.04.22 09:00 | modify | 729 | 1.00 | 99.667 | 99.304 | 99.867 | ||
| 3992 | 2013.04.22 09:05 | close | 729 | 1.00 | 99.773 | 99.304 | 99.867 | 10600.00 | 3637166.84 |
| 3993 | 2013.04.23 15:01 | sell | 730 | 1.00 | 98.932 | 0.000 | 0.000 | ||
| 3994 | 2013.04.23 15:01 | modify | 730 | 1.00 | 98.932 | 99.582 | 98.732 | ||
| 3995 | 2013.04.23 15:22 | modify | 730 | 1.00 | 98.932 | 99.324 | 98.732 | ||
| 3996 | 2013.04.23 15:23 | modify | 730 | 1.00 | 98.932 | 99.311 | 98.732 | ||
| 3997 | 2013.04.23 15:49 | modify | 730 | 1.00 | 98.932 | 99.298 | 98.732 | ||
| 3998 | 2013.04.23 16:32 | s/l | 730 | 1.00 | 99.295 | 99.298 | 98.732 | -36300.00 | 3600866.84 |
| 3999 | 2013.04.24 02:50 | sell | 731 | 1.00 | 99.607 | 0.000 | 0.000 | ||
| 4000 | 2013.04.24 02:50 | modify | 731 | 1.00 | 99.607 | 100.257 | 99.407 | ||
| 4001 | 2013.04.24 04:03 | modify | 731 | 1.00 | 99.607 | 99.963 | 99.407 | ||
| 4002 | 2013.04.24 04:40 | close | 731 | 1.00 | 99.476 | 99.963 | 99.407 | 13100.00 | 3613966.84 |
| 4003 | 2013.04.26 15:31 | buy | 732 | 1.00 | 98.346 | 0.000 | 0.000 | ||
| 4004 | 2013.04.26 15:31 | modify | 732 | 1.00 | 98.346 | 97.696 | 98.546 | ||
| 4005 | 2013.04.26 15:32 | modify | 732 | 1.00 | 98.346 | 97.965 | 98.546 | ||
| 4006 | 2013.04.26 17:13 | s/l | 732 | 1.00 | 97.966 | 97.965 | 98.546 | -38000.00 | 3575966.84 |
| 4007 | 2013.05.13 08:17 | buy | 733 | 1.00 | 101.670 | 0.000 | 0.000 | ||
| 4008 | 2013.05.13 08:17 | modify | 733 | 1.00 | 101.670 | 101.020 | 101.870 | ||
| 4009 | 2013.05.13 08:36 | modify | 733 | 1.00 | 101.670 | 101.273 | 101.870 | ||
| 4010 | 2013.05.13 08:37 | modify | 733 | 1.00 | 101.670 | 101.286 | 101.870 | ||
| 4011 | 2013.05.13 08:38 | modify | 733 | 1.00 | 101.670 | 101.304 | 101.870 | ||
| 4012 | 2013.05.13 11:44 | modify | 733 | 1.00 | 101.670 | 101.319 | 101.870 | ||
| 4013 | 2013.05.13 11:46 | close | 733 | 1.00 | 101.768 | 101.319 | 101.870 | 9800.00 | 3585766.84 |
| 4014 | 2013.05.13 15:01 | sell | 734 | 1.00 | 101.744 | 0.000 | 0.000 | ||
| 4015 | 2013.05.13 15:01 | modify | 734 | 1.00 | 101.744 | 102.394 | 101.544 | ||
| 4016 | 2013.05.13 16:28 | modify | 734 | 1.00 | 101.744 | 102.143 | 101.544 | ||
| 4017 | 2013.05.13 16:29 | modify | 734 | 1.00 | 101.744 | 102.128 | 101.544 | ||
| 4018 | 2013.05.13 16:47 | close | 734 | 1.00 | 101.618 | 102.128 | 101.544 | 12600.00 | 3598366.84 |
| 4019 | 2013.05.22 22:34 | buy | 735 | 1.00 | 102.809 | 0.000 | 0.000 | ||
| 4020 | 2013.05.22 22:34 | modify | 735 | 1.00 | 102.809 | 102.159 | 103.009 | ||
| 4021 | 2013.05.22 22:35 | modify | 735 | 1.00 | 102.809 | 102.431 | 103.009 | ||
| 4022 | 2013.05.22 22:53 | close | 735 | 1.00 | 102.917 | 102.431 | 103.009 | 10800.00 | 3609166.84 |
| 4023 | 2013.05.24 07:17 | buy | 736 | 1.00 | 101.494 | 0.000 | 0.000 | ||
| 4024 | 2013.05.24 07:17 | modify | 736 | 1.00 | 101.494 | 100.844 | 101.694 | ||
| 4025 | 2013.05.24 08:04 | close | 736 | 1.00 | 101.635 | 100.844 | 101.694 | 14100.00 | 3623266.84 |
| 4026 | 2013.05.30 02:26 | buy | 737 | 1.00 | 100.996 | 0.000 | 0.000 | ||
| 4027 | 2013.05.30 02:26 | modify | 737 | 1.00 | 100.996 | 100.346 | 101.196 | ||
| 4028 | 2013.05.30 03:42 | modify | 737 | 1.00 | 100.996 | 100.618 | 101.196 | ||
| 4029 | 2013.05.30 03:45 | modify | 737 | 1.00 | 100.996 | 100.644 | 101.196 | ||
| 4030 | 2013.05.30 03:46 | close | 737 | 1.00 | 101.115 | 100.644 | 101.196 | 11900.00 | 3635166.84 |
| 4031 | 2013.06.04 02:11 | sell | 738 | 1.00 | 99.684 | 0.000 | 0.000 | ||
| 4032 | 2013.06.04 02:11 | modify | 738 | 1.00 | 99.684 | 100.334 | 99.484 | ||
| 4033 | 2013.06.04 02:16 | modify | 738 | 1.00 | 99.684 | 100.080 | 99.484 | ||
| 4034 | 2013.06.04 02:18 | modify | 738 | 1.00 | 99.684 | 100.078 | 99.484 | ||
| 4035 | 2013.06.04 03:22 | modify | 738 | 1.00 | 99.684 | 100.072 | 99.484 | ||
| 4036 | 2013.06.04 03:23 | close | 738 | 1.00 | 99.572 | 100.072 | 99.484 | 11200.00 | 3646366.84 |
| 4037 | 2013.06.04 13:50 | buy | 739 | 1.00 | 100.016 | 0.000 | 0.000 | ||
| 4038 | 2013.06.04 13:50 | modify | 739 | 1.00 | 100.016 | 99.366 | 100.216 | ||
| 4039 | 2013.06.04 14:28 | close | 739 | 1.00 | 100.136 | 99.366 | 100.216 | 12000.00 | 3658366.84 |
| 4040 | 2013.06.12 08:30 | sell | 740 | 1.00 | 96.843 | 0.000 | 0.000 | ||
| 4041 | 2013.06.12 08:30 | modify | 740 | 1.00 | 96.843 | 97.493 | 96.643 | ||
| 4042 | 2013.06.12 08:39 | modify | 740 | 1.00 | 96.843 | 97.238 | 96.643 | ||
| 4043 | 2013.06.12 08:45 | modify | 740 | 1.00 | 96.843 | 97.232 | 96.643 | ||
| 4044 | 2013.06.12 08:46 | modify | 740 | 1.00 | 96.843 | 97.230 | 96.643 | ||
| 4045 | 2013.06.12 08:47 | modify | 740 | 1.00 | 96.843 | 97.221 | 96.643 | ||
| 4046 | 2013.06.12 08:48 | close | 740 | 1.00 | 96.736 | 97.221 | 96.643 | 10700.00 | 3669066.84 |
| 4047 | 2013.06.13 20:18 | sell | 741 | 1.00 | 94.881 | 0.000 | 0.000 | ||
| 4048 | 2013.06.13 20:18 | modify | 741 | 1.00 | 94.881 | 95.531 | 94.681 | ||
| 4049 | 2013.06.13 20:21 | modify | 741 | 1.00 | 94.881 | 95.279 | 94.681 | ||
| 4050 | 2013.06.13 20:22 | close | 741 | 1.00 | 94.772 | 95.279 | 94.681 | 10900.00 | 3679966.84 |