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 |
| 4051 | 2013.06.14 03:52 | buy | 742 | 1.00 | 94.755 | 0.000 | 0.000 | ||
| 4052 | 2013.06.14 03:52 | modify | 742 | 1.00 | 94.755 | 94.105 | 94.955 | ||
| 4053 | 2013.06.14 04:57 | modify | 742 | 1.00 | 94.755 | 94.358 | 94.955 | ||
| 4054 | 2013.06.14 04:59 | modify | 742 | 1.00 | 94.755 | 94.359 | 94.955 | ||
| 4055 | 2013.06.14 05:00 | close | 742 | 1.00 | 94.854 | 94.359 | 94.955 | 9900.00 | 3689866.84 |
| 4056 | 2013.06.18 18:51 | buy | 743 | 1.00 | 95.181 | 0.000 | 0.000 | ||
| 4057 | 2013.06.18 18:51 | modify | 743 | 1.00 | 95.181 | 94.531 | 95.381 | ||
| 4058 | 2013.06.18 19:05 | modify | 743 | 1.00 | 95.181 | 94.812 | 95.381 | ||
| 4059 | 2013.06.18 19:09 | modify | 743 | 1.00 | 95.181 | 94.826 | 95.381 | ||
| 4060 | 2013.06.18 19:10 | close | 743 | 1.00 | 95.278 | 94.826 | 95.381 | 9700.00 | 3699566.84 |
| 4061 | 2013.06.18 23:22 | sell | 744 | 1.00 | 95.456 | 0.000 | 0.000 | ||
| 4062 | 2013.06.18 23:22 | modify | 744 | 1.00 | 95.456 | 96.106 | 95.256 | ||
| 4063 | 2013.06.18 23:33 | modify | 744 | 1.00 | 95.456 | 95.845 | 95.256 | ||
| 4064 | 2013.06.18 23:38 | modify | 744 | 1.00 | 95.456 | 95.839 | 95.256 | ||
| 4065 | 2013.06.18 23:39 | modify | 744 | 1.00 | 95.456 | 95.834 | 95.256 | ||
| 4066 | 2013.06.18 23:52 | modify | 744 | 1.00 | 95.456 | 95.817 | 95.256 | ||
| 4067 | 2013.06.18 23:53 | modify | 744 | 1.00 | 95.456 | 95.812 | 95.256 | ||
| 4068 | 2013.06.18 23:54 | modify | 744 | 1.00 | 95.456 | 95.811 | 95.256 | ||
| 4069 | 2013.06.18 23:56 | modify | 744 | 1.00 | 95.456 | 95.808 | 95.256 | ||
| 4070 | 2013.06.18 23:57 | close | 744 | 1.00 | 95.347 | 95.808 | 95.256 | 10900.00 | 3710466.84 |
| 4071 | 2013.06.24 11:56 | buy | 745 | 1.00 | 98.035 | 0.000 | 0.000 | ||
| 4072 | 2013.06.24 11:56 | modify | 745 | 1.00 | 98.035 | 97.385 | 98.235 | ||
| 4073 | 2013.06.24 11:58 | modify | 745 | 1.00 | 98.035 | 97.643 | 98.235 | ||
| 4074 | 2013.06.24 14:40 | t/p | 745 | 1.00 | 98.246 | 97.643 | 98.235 | 21100.00 | 3731566.84 |
| 4075 | 2013.06.25 04:04 | sell | 746 | 1.00 | 97.886 | 0.000 | 0.000 | ||
| 4076 | 2013.06.25 04:04 | modify | 746 | 1.00 | 97.886 | 98.536 | 97.686 | ||
| 4077 | 2013.06.25 05:10 | modify | 746 | 1.00 | 97.886 | 98.280 | 97.686 | ||
| 4078 | 2013.06.25 05:15 | modify | 746 | 1.00 | 97.886 | 98.250 | 97.686 | ||
| 4079 | 2013.06.25 05:16 | modify | 746 | 1.00 | 97.886 | 98.247 | 97.686 | ||
| 4080 | 2013.06.25 05:26 | close | 746 | 1.00 | 97.772 | 98.247 | 97.686 | 11400.00 | 3742966.84 |
| 4081 | 2013.06.26 05:17 | buy | 747 | 1.00 | 97.693 | 0.000 | 0.000 | ||
| 4082 | 2013.06.26 05:17 | modify | 747 | 1.00 | 97.693 | 97.043 | 97.893 | ||
| 4083 | 2013.06.26 05:26 | modify | 747 | 1.00 | 97.693 | 97.309 | 97.893 | ||
| 4084 | 2013.06.26 05:39 | modify | 747 | 1.00 | 97.693 | 97.323 | 97.893 | ||
| 4085 | 2013.06.26 05:53 | modify | 747 | 1.00 | 97.693 | 97.324 | 97.893 | ||
| 4086 | 2013.06.26 05:58 | close | 747 | 1.00 | 97.814 | 97.324 | 97.893 | 12100.00 | 3755066.84 |
| 4087 | 2013.06.26 13:57 | sell | 748 | 1.00 | 97.697 | 0.000 | 0.000 | ||
| 4088 | 2013.06.26 13:57 | modify | 748 | 1.00 | 97.697 | 98.347 | 97.497 | ||
| 4089 | 2013.06.26 14:13 | modify | 748 | 1.00 | 97.697 | 98.092 | 97.497 | ||
| 4090 | 2013.06.26 15:30 | t/p | 748 | 1.00 | 97.478 | 98.092 | 97.497 | 21900.00 | 3776966.84 |
| 4091 | 2013.06.26 15:37 | buy | 749 | 1.00 | 97.357 | 0.000 | 0.000 | ||
| 4092 | 2013.06.26 15:37 | modify | 749 | 1.00 | 97.357 | 96.707 | 97.557 | ||
| 4093 | 2013.06.26 15:38 | modify | 749 | 1.00 | 97.357 | 96.996 | 97.557 | ||
| 4094 | 2013.06.26 15:39 | modify | 749 | 1.00 | 97.357 | 97.004 | 97.557 | ||
| 4095 | 2013.06.26 15:41 | close | 749 | 1.00 | 97.473 | 97.004 | 97.557 | 11600.00 | 3788566.84 |
| 4096 | 2013.07.04 03:01 | buy | 750 | 1.00 | 99.763 | 0.000 | 0.000 | ||
| 4097 | 2013.07.04 03:01 | modify | 750 | 1.00 | 99.763 | 99.113 | 99.963 | ||
| 4098 | 2013.07.04 03:11 | modify | 750 | 1.00 | 99.763 | 99.384 | 99.963 | ||
| 4099 | 2013.07.04 03:13 | modify | 750 | 1.00 | 99.763 | 99.398 | 99.963 | ||
| 4100 | 2013.07.04 03:22 | modify | 750 | 1.00 | 99.763 | 99.403 | 99.963 | ||
| 4101 | 2013.07.04 03:24 | modify | 750 | 1.00 | 99.763 | 99.413 | 99.963 | ||
| 4102 | 2013.07.04 03:26 | close | 750 | 1.00 | 99.889 | 99.413 | 99.963 | 12600.00 | 3801166.84 |
| 4103 | 2013.07.05 11:30 | buy | 751 | 1.00 | 100.124 | 0.000 | 0.000 | ||
| 4104 | 2013.07.05 11:30 | modify | 751 | 1.00 | 100.124 | 99.474 | 100.324 | ||
| 4105 | 2013.07.05 15:30 | t/p | 751 | 1.00 | 100.341 | 99.474 | 100.324 | 21700.00 | 3822866.84 |
| 4106 | 2013.07.08 04:48 | buy | 752 | 1.00 | 101.145 | 0.000 | 0.000 | ||
| 4107 | 2013.07.08 04:48 | modify | 752 | 1.00 | 101.145 | 100.495 | 101.345 | ||
| 4108 | 2013.07.08 05:05 | modify | 752 | 1.00 | 101.145 | 100.748 | 101.345 | ||
| 4109 | 2013.07.08 05:07 | modify | 752 | 1.00 | 101.145 | 100.749 | 101.345 | ||
| 4110 | 2013.07.08 05:08 | modify | 752 | 1.00 | 101.145 | 100.760 | 101.345 | ||
| 4111 | 2013.07.08 05:18 | modify | 752 | 1.00 | 101.145 | 100.774 | 101.345 | ||
| 4112 | 2013.07.08 05:19 | modify | 752 | 1.00 | 101.145 | 100.792 | 101.345 | ||
| 4113 | 2013.07.08 05:21 | close | 752 | 1.00 | 101.251 | 100.792 | 101.345 | 10600.00 | 3833466.84 |
| 4114 | 2013.07.11 17:20 | buy | 753 | 1.00 | 98.967 | 0.000 | 0.000 | ||
| 4115 | 2013.07.11 17:20 | modify | 753 | 1.00 | 98.967 | 98.317 | 99.167 | ||
| 4116 | 2013.07.11 19:26 | close | 753 | 1.00 | 98.993 | 98.317 | 99.167 | 2600.00 | 3836066.84 |
| 4117 | 2013.07.12 04:21 | sell | 754 | 1.00 | 99.301 | 0.000 | 0.000 | ||
| 4118 | 2013.07.12 04:21 | modify | 754 | 1.00 | 99.301 | 99.951 | 99.101 | ||
| 4119 | 2013.07.12 04:31 | modify | 754 | 1.00 | 99.301 | 99.669 | 99.101 | ||
| 4120 | 2013.07.12 04:32 | modify | 754 | 1.00 | 99.301 | 99.654 | 99.101 | ||
| 4121 | 2013.07.12 04:33 | close | 754 | 1.00 | 99.206 | 99.654 | 99.101 | 9500.00 | 3845566.84 |
| 4122 | 2013.07.17 03:50 | sell | 755 | 1.00 | 99.345 | 0.000 | 0.000 | ||
| 4123 | 2013.07.17 03:50 | modify | 755 | 1.00 | 99.345 | 99.995 | 99.145 | ||
| 4124 | 2013.07.17 03:58 | modify | 755 | 1.00 | 99.345 | 99.731 | 99.145 | ||
| 4125 | 2013.07.17 03:59 | modify | 755 | 1.00 | 99.345 | 99.719 | 99.145 | ||
| 4126 | 2013.07.17 04:00 | modify | 755 | 1.00 | 99.345 | 99.718 | 99.145 | ||
| 4127 | 2013.07.17 04:06 | modify | 755 | 1.00 | 99.345 | 99.716 | 99.145 | ||
| 4128 | 2013.07.17 04:07 | modify | 755 | 1.00 | 99.345 | 99.708 | 99.145 | ||
| 4129 | 2013.07.17 04:09 | close | 755 | 1.00 | 99.245 | 99.708 | 99.145 | 10000.00 | 3855566.84 |
| 4130 | 2013.07.23 00:02 | sell | 756 | 1.00 | 99.663 | 0.000 | 0.000 | ||
| 4131 | 2013.07.23 00:02 | modify | 756 | 1.00 | 99.663 | 100.313 | 99.463 | ||
| 4132 | 2013.07.23 00:19 | modify | 756 | 1.00 | 99.663 | 100.059 | 99.463 | ||
| 4133 | 2013.07.23 00:20 | close | 756 | 1.00 | 99.543 | 100.059 | 99.463 | 12000.00 | 3867566.84 |
| 4134 | 2013.07.23 02:10 | buy | 757 | 1.00 | 99.423 | 0.000 | 0.000 | ||
| 4135 | 2013.07.23 02:10 | modify | 757 | 1.00 | 99.423 | 98.773 | 99.623 | ||
| 4136 | 2013.07.23 03:32 | modify | 757 | 1.00 | 99.423 | 99.032 | 99.623 | ||
| 4137 | 2013.07.23 03:33 | modify | 757 | 1.00 | 99.423 | 99.049 | 99.623 | ||
| 4138 | 2013.07.23 03:35 | modify | 757 | 1.00 | 99.423 | 99.065 | 99.623 | ||
| 4139 | 2013.07.23 03:38 | modify | 757 | 1.00 | 99.423 | 99.071 | 99.623 | ||
| 4140 | 2013.07.23 03:39 | close | 757 | 1.00 | 99.556 | 99.071 | 99.623 | 13300.00 | 3880866.84 |
| 4141 | 2013.08.01 05:06 | sell | 758 | 1.00 | 98.168 | 0.000 | 0.000 | ||
| 4142 | 2013.08.01 05:06 | modify | 758 | 1.00 | 98.168 | 98.818 | 97.968 | ||
| 4143 | 2013.08.01 09:48 | close | 758 | 1.00 | 98.664 | 98.818 | 97.968 | -49600.00 | 3831266.84 |
| 4144 | 2013.08.06 07:21 | sell | 759 | 1.00 | 98.245 | 0.000 | 0.000 | ||
| 4145 | 2013.08.06 07:21 | modify | 759 | 1.00 | 98.245 | 98.895 | 98.045 | ||
| 4146 | 2013.08.06 07:46 | modify | 759 | 1.00 | 98.245 | 98.642 | 98.045 | ||
| 4147 | 2013.08.06 08:12 | modify | 759 | 1.00 | 98.245 | 98.641 | 98.045 | ||
| 4148 | 2013.08.06 08:13 | modify | 759 | 1.00 | 98.245 | 98.631 | 98.045 | ||
| 4149 | 2013.08.06 12:13 | close | 759 | 1.00 | 98.291 | 98.631 | 98.045 | -4600.00 | 3826666.84 |
| 4150 | 2013.08.08 03:10 | sell | 760 | 1.00 | 96.700 | 0.000 | 0.000 | ||
| 4151 | 2013.08.08 03:10 | modify | 760 | 1.00 | 96.700 | 97.350 | 96.500 | ||
| 4152 | 2013.08.08 04:49 | modify | 760 | 1.00 | 96.700 | 97.081 | 96.500 | ||
| 4153 | 2013.08.08 04:54 | modify | 760 | 1.00 | 96.700 | 97.067 | 96.500 | ||
| 4154 | 2013.08.08 04:55 | modify | 760 | 1.00 | 96.700 | 97.052 | 96.500 | ||
| 4155 | 2013.08.08 04:56 | close | 760 | 1.00 | 96.591 | 97.052 | 96.500 | 10900.00 | 3837566.84 |
| 4156 | 2013.08.08 20:00 | sell | 761 | 1.00 | 96.360 | 0.000 | 0.000 | ||
| 4157 | 2013.08.08 20:00 | modify | 761 | 1.00 | 96.360 | 97.010 | 96.160 | ||
| 4158 | 2013.08.08 20:06 | modify | 761 | 1.00 | 96.360 | 96.731 | 96.160 | ||
| 4159 | 2013.08.08 20:10 | modify | 761 | 1.00 | 96.360 | 96.718 | 96.160 | ||
| 4160 | 2013.08.08 20:14 | modify | 761 | 1.00 | 96.360 | 96.711 | 96.160 | ||
| 4161 | 2013.08.08 20:15 | close | 761 | 1.00 | 96.238 | 96.711 | 96.160 | 12200.00 | 3849766.84 |
| 4162 | 2013.08.12 23:06 | sell | 762 | 1.00 | 96.827 | 0.000 | 0.000 | ||
| 4163 | 2013.08.12 23:06 | modify | 762 | 1.00 | 96.827 | 97.477 | 96.627 | ||
| 4164 | 2013.08.13 03:20 | close | 762 | 1.00 | 97.351 | 97.477 | 96.627 | -53692.11 | 3796074.73 |
| 4165 | 2013.08.13 22:20 | buy | 763 | 1.00 | 98.113 | 0.000 | 0.000 | ||
| 4166 | 2013.08.13 22:20 | modify | 763 | 1.00 | 98.113 | 97.463 | 98.313 | ||
| 4167 | 2013.08.13 22:50 | modify | 763 | 1.00 | 98.113 | 97.715 | 98.313 | ||
| 4168 | 2013.08.13 23:06 | modify | 763 | 1.00 | 98.113 | 97.722 | 98.313 | ||
| 4169 | 2013.08.13 23:20 | modify | 763 | 1.00 | 98.113 | 97.724 | 98.313 | ||
| 4170 | 2013.08.13 23:21 | modify | 763 | 1.00 | 98.113 | 97.735 | 98.313 | ||
| 4171 | 2013.08.13 23:22 | modify | 763 | 1.00 | 98.113 | 97.753 | 98.313 | ||
| 4172 | 2013.08.13 23:24 | modify | 763 | 1.00 | 98.113 | 97.754 | 98.313 | ||
| 4173 | 2013.08.13 23:34 | modify | 763 | 1.00 | 98.113 | 97.756 | 98.313 | ||
| 4174 | 2013.08.13 23:40 | modify | 763 | 1.00 | 98.113 | 97.758 | 98.313 | ||
| 4175 | 2013.08.13 23:42 | modify | 763 | 1.00 | 98.113 | 97.759 | 98.313 | ||
| 4176 | 2013.08.13 23:43 | close | 763 | 1.00 | 98.231 | 97.759 | 98.313 | 11800.00 | 3807874.73 |
| 4177 | 2013.08.14 03:02 | buy | 764 | 1.00 | 98.125 | 0.000 | 0.000 | ||
| 4178 | 2013.08.14 03:02 | modify | 764 | 1.00 | 98.125 | 97.475 | 98.325 | ||
| 4179 | 2013.08.14 03:12 | modify | 764 | 1.00 | 98.125 | 97.732 | 98.325 | ||
| 4180 | 2013.08.14 03:14 | modify | 764 | 1.00 | 98.125 | 97.740 | 98.325 | ||
| 4181 | 2013.08.14 03:15 | modify | 764 | 1.00 | 98.125 | 97.754 | 98.325 | ||
| 4182 | 2013.08.14 03:16 | modify | 764 | 1.00 | 98.125 | 97.774 | 98.325 | ||
| 4183 | 2013.08.14 03:18 | close | 764 | 1.00 | 98.240 | 97.774 | 98.325 | 11500.00 | 3819374.73 |
| 4184 | 2013.08.19 20:35 | buy | 765 | 1.00 | 97.771 | 0.000 | 0.000 | ||
| 4185 | 2013.08.19 20:35 | modify | 765 | 1.00 | 97.771 | 97.121 | 97.971 | ||
| 4186 | 2013.08.20 01:19 | close | 765 | 1.00 | 97.690 | 97.121 | 97.971 | -7449.71 | 3811925.02 |
| 4187 | 2013.08.29 20:57 | buy | 766 | 1.00 | 98.189 | 0.000 | 0.000 | ||
| 4188 | 2013.08.29 20:57 | modify | 766 | 1.00 | 98.189 | 97.539 | 98.389 | ||
| 4189 | 2013.08.29 21:04 | modify | 766 | 1.00 | 98.189 | 97.790 | 98.389 | ||
| 4190 | 2013.08.29 21:05 | modify | 766 | 1.00 | 98.189 | 97.791 | 98.389 | ||
| 4191 | 2013.08.29 21:06 | modify | 766 | 1.00 | 98.189 | 97.793 | 98.389 | ||
| 4192 | 2013.08.29 21:09 | modify | 766 | 1.00 | 98.189 | 97.799 | 98.389 | ||
| 4193 | 2013.08.29 21:10 | modify | 766 | 1.00 | 98.189 | 97.803 | 98.389 | ||
| 4194 | 2013.08.29 21:13 | modify | 766 | 1.00 | 98.189 | 97.827 | 98.389 | ||
| 4195 | 2013.08.29 21:14 | modify | 766 | 1.00 | 98.189 | 97.828 | 98.389 | ||
| 4196 | 2013.08.29 21:15 | modify | 766 | 1.00 | 98.189 | 97.829 | 98.389 | ||
| 4197 | 2013.08.29 21:16 | close | 766 | 1.00 | 98.296 | 97.829 | 98.389 | 10700.00 | 3822625.02 |
| 4198 | 2013.09.06 21:45 | sell | 767 | 1.00 | 99.270 | 0.000 | 0.000 | ||
| 4199 | 2013.09.06 21:45 | modify | 767 | 1.00 | 99.270 | 99.920 | 99.070 | ||
| 4200 | 2013.09.06 21:50 | modify | 767 | 1.00 | 99.270 | 99.660 | 99.070 | ||