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 |
| 4201 | 2013.09.06 21:53 | modify | 767 | 1.00 | 99.270 | 99.657 | 99.070 | |
| 4202 | 2013.09.06 22:08 | modify | 767 | 1.00 | 99.270 | 99.637 | 99.070 | |
| 4203 | 2013.09.06 22:09 | close | 767 | 1.00 | 99.134 | 99.637 | 99.070 | 13600.00 | 3836225.02 |
| 4204 | 2013.09.19 06:05 | sell | 768 | 1.00 | 98.340 | 0.000 | 0.000 | |
| 4205 | 2013.09.19 06:05 | modify | 768 | 1.00 | 98.340 | 98.990 | 98.140 | |
| 4206 | 2013.09.19 08:09 | close | 768 | 1.00 | 98.260 | 98.990 | 98.140 | 8000.00 | 3844225.02 |
| 4207 | 2013.09.26 12:00 | buy | 769 | 1.00 | 98.669 | 0.000 | 0.000 | |
| 4208 | 2013.09.26 12:00 | modify | 769 | 1.00 | 98.669 | 98.019 | 98.869 | |
| 4209 | 2013.09.26 12:19 | modify | 769 | 1.00 | 98.669 | 98.274 | 98.869 | |
| 4210 | 2013.09.26 14:02 | close | 769 | 1.00 | 98.670 | 98.274 | 98.869 | 100.00 | 3844325.02 |
| 4211 | 2013.09.26 17:16 | sell | 770 | 1.00 | 99.123 | 0.000 | 0.000 | |
| 4212 | 2013.09.26 17:16 | modify | 770 | 1.00 | 99.123 | 99.773 | 98.923 | |
| 4213 | 2013.09.26 17:25 | modify | 770 | 1.00 | 99.123 | 99.510 | 98.923 | |
| 4214 | 2013.09.26 17:26 | modify | 770 | 1.00 | 99.123 | 99.484 | 98.923 | |
| 4215 | 2013.09.26 17:28 | close | 770 | 1.00 | 99.008 | 99.484 | 98.923 | 11500.00 | 3855825.02 |
| 4216 | 2013.10.01 05:11 | sell | 771 | 1.00 | 98.678 | 0.000 | 0.000 | |
| 4217 | 2013.10.01 05:11 | modify | 771 | 1.00 | 98.678 | 99.328 | 98.478 | |
| 4218 | 2013.10.01 05:18 | modify | 771 | 1.00 | 98.678 | 99.072 | 98.478 | |
| 4219 | 2013.10.01 05:20 | modify | 771 | 1.00 | 98.678 | 99.068 | 98.478 | |
| 4220 | 2013.10.01 05:21 | modify | 771 | 1.00 | 98.678 | 99.049 | 98.478 | |
| 4221 | 2013.10.01 05:22 | modify | 771 | 1.00 | 98.678 | 99.029 | 98.478 | |
| 4222 | 2013.10.01 05:32 | close | 771 | 1.00 | 98.562 | 99.029 | 98.478 | 11600.00 | 3867425.02 |
| 4223 | 2013.10.08 06:30 | sell | 772 | 1.00 | 96.921 | 0.000 | 0.000 | |
| 4224 | 2013.10.08 06:30 | modify | 772 | 1.00 | 96.921 | 97.571 | 96.721 | |
| 4225 | 2013.10.08 11:57 | close | 772 | 1.00 | 97.005 | 97.571 | 96.721 | -8400.00 | 3859025.02 |
| 4226 | 2013.10.23 17:01 | buy | 773 | 1.00 | 97.218 | 0.000 | 0.000 | |
| 4227 | 2013.10.23 17:01 | modify | 773 | 1.00 | 97.218 | 96.568 | 97.418 | |
| 4228 | 2013.10.23 17:04 | modify | 773 | 1.00 | 97.218 | 96.840 | 97.418 | |
| 4229 | 2013.10.23 17:05 | modify | 773 | 1.00 | 97.218 | 96.845 | 97.418 | |
| 4230 | 2013.10.23 17:07 | close | 773 | 1.00 | 97.329 | 96.845 | 97.418 | 11100.00 | 3870125.02 |
| 4231 | 2013.11.08 08:10 | buy | 774 | 1.00 | 98.062 | 0.000 | 0.000 | |
| 4232 | 2013.11.08 08:10 | modify | 774 | 1.00 | 98.062 | 97.412 | 98.262 | |
| 4233 | 2013.11.08 08:17 | modify | 774 | 1.00 | 98.062 | 97.664 | 98.262 | |
| 4234 | 2013.11.08 08:35 | modify | 774 | 1.00 | 98.062 | 97.673 | 98.262 | |
| 4235 | 2013.11.08 09:19 | modify | 774 | 1.00 | 98.062 | 97.687 | 98.262 | |
| 4236 | 2013.11.08 09:20 | modify | 774 | 1.00 | 98.062 | 97.689 | 98.262 | |
| 4237 | 2013.11.08 09:28 | modify | 774 | 1.00 | 98.062 | 97.697 | 98.262 | |
| 4238 | 2013.11.08 09:29 | modify | 774 | 1.00 | 98.062 | 97.698 | 98.262 | |
| 4239 | 2013.11.08 09:35 | modify | 774 | 1.00 | 98.062 | 97.699 | 98.262 | |
| 4240 | 2013.11.08 09:37 | modify | 774 | 1.00 | 98.062 | 97.704 | 98.262 | |
| 4241 | 2013.11.08 09:38 | modify | 774 | 1.00 | 98.062 | 97.705 | 98.262 | |
| 4242 | 2013.11.08 09:40 | modify | 774 | 1.00 | 98.062 | 97.707 | 98.262 | |
| 4243 | 2013.11.08 09:55 | close | 774 | 1.00 | 98.161 | 97.707 | 98.262 | 9900.00 | 3880025.02 |
| 4244 | 2013.11.11 02:55 | buy | 775 | 1.00 | 98.996 | 0.000 | 0.000 | |
| 4245 | 2013.11.11 02:55 | modify | 775 | 1.00 | 98.996 | 98.346 | 99.196 | |
| 4246 | 2013.11.11 02:59 | modify | 775 | 1.00 | 98.996 | 98.598 | 99.196 | |
| 4247 | 2013.11.11 03:00 | modify | 775 | 1.00 | 98.996 | 98.602 | 99.196 | |
| 4248 | 2013.11.11 03:01 | modify | 775 | 1.00 | 98.996 | 98.612 | 99.196 | |
| 4249 | 2013.11.11 03:02 | modify | 775 | 1.00 | 98.996 | 98.619 | 99.196 | |
| 4250 | 2013.11.11 03:03 | modify | 775 | 1.00 | 98.996 | 98.632 | 99.196 | |
| 4251 | 2013.11.11 10:30 | close | 775 | 1.00 | 99.023 | 98.632 | 99.196 | 2700.00 | 3882725.02 |
| 4252 | 2013.11.22 06:41 | buy | 776 | 1.00 | 101.059 | 0.000 | 0.000 | |
| 4253 | 2013.11.22 06:41 | modify | 776 | 1.00 | 101.059 | 100.409 | 101.259 | |
| 4254 | 2013.11.22 06:50 | modify | 776 | 1.00 | 101.059 | 100.660 | 101.259 | |
| 4255 | 2013.11.22 06:57 | modify | 776 | 1.00 | 101.059 | 100.665 | 101.259 | |
| 4256 | 2013.11.22 06:58 | modify | 776 | 1.00 | 101.059 | 100.675 | 101.259 | |
| 4257 | 2013.11.22 06:59 | modify | 776 | 1.00 | 101.059 | 100.685 | 101.259 | |
| 4258 | 2013.11.22 11:38 | close | 776 | 1.00 | 101.130 | 100.685 | 101.259 | 7100.00 | 3889825.02 |
| 4259 | 2013.11.28 02:53 | buy | 777 | 1.00 | 101.999 | 0.000 | 0.000 | |
| 4260 | 2013.11.28 02:53 | modify | 777 | 1.00 | 101.999 | 101.349 | 102.199 | |
| 4261 | 2013.11.28 03:04 | modify | 777 | 1.00 | 101.999 | 101.612 | 102.199 | |
| 4262 | 2013.11.28 03:05 | modify | 777 | 1.00 | 101.999 | 101.613 | 102.199 | |
| 4263 | 2013.11.28 03:15 | modify | 777 | 1.00 | 101.999 | 101.631 | 102.199 | |
| 4264 | 2013.11.28 03:16 | modify | 777 | 1.00 | 101.999 | 101.634 | 102.199 | |
| 4265 | 2013.11.28 03:17 | modify | 777 | 1.00 | 101.999 | 101.635 | 102.199 | |
| 4266 | 2013.11.28 03:52 | modify | 777 | 1.00 | 101.999 | 101.636 | 102.199 | |
| 4267 | 2013.11.28 03:53 | modify | 777 | 1.00 | 101.999 | 101.643 | 102.199 | |
| 4268 | 2013.11.28 03:54 | close | 777 | 1.00 | 102.115 | 101.643 | 102.199 | 11600.00 | 3901425.02 |
| 4269 | 2013.12.05 07:01 | buy | 778 | 1.00 | 102.190 | 0.000 | 0.000 | |
| 4270 | 2013.12.05 07:01 | modify | 778 | 1.00 | 102.190 | 101.540 | 102.390 | |
| 4271 | 2013.12.05 11:16 | close | 778 | 1.00 | 102.147 | 101.540 | 102.390 | -4300.00 | 3897125.02 |
| 4272 | 2013.12.11 15:43 | sell | 779 | 1.00 | 102.691 | 0.000 | 0.000 | |
| 4273 | 2013.12.11 15:43 | modify | 779 | 1.00 | 102.691 | 103.341 | 102.491 | |
| 4274 | 2013.12.11 16:21 | modify | 779 | 1.00 | 102.691 | 103.084 | 102.491 | |
| 4275 | 2013.12.11 16:41 | modify | 779 | 1.00 | 102.691 | 103.047 | 102.491 | |
| 4276 | 2013.12.11 16:47 | close | 779 | 1.00 | 102.565 | 103.047 | 102.491 | 12600.00 | 3909725.02 |
| 4277 | 2013.12.13 09:13 | buy | 780 | 1.00 | 103.564 | 0.000 | 0.000 | |
| 4278 | 2013.12.13 09:13 | modify | 780 | 1.00 | 103.564 | 102.914 | 103.764 | |
| 4279 | 2013.12.13 09:18 | modify | 780 | 1.00 | 103.564 | 103.171 | 103.764 | |
| 4280 | 2013.12.13 09:19 | modify | 780 | 1.00 | 103.564 | 103.187 | 103.764 | |
| 4281 | 2013.12.13 12:48 | modify | 780 | 1.00 | 103.564 | 103.201 | 103.764 | |
| 4282 | 2013.12.13 12:49 | close | 780 | 1.00 | 103.669 | 103.201 | 103.764 | 10500.00 | 3920225.02 |
| 4283 | 2013.12.19 13:33 | sell | 781 | 1.00 | 104.143 | 0.000 | 0.000 | |
| 4284 | 2013.12.19 13:33 | modify | 781 | 1.00 | 104.143 | 104.793 | 103.943 | |
| 4285 | 2013.12.19 13:47 | modify | 781 | 1.00 | 104.143 | 104.538 | 103.943 | |
| 4286 | 2013.12.19 13:48 | modify | 781 | 1.00 | 104.143 | 104.535 | 103.943 | |
| 4287 | 2013.12.19 13:50 | modify | 781 | 1.00 | 104.143 | 104.534 | 103.943 | |
| 4288 | 2013.12.19 13:55 | modify | 781 | 1.00 | 104.143 | 104.515 | 103.943 | |
| 4289 | 2013.12.20 02:04 | close | 781 | 1.00 | 104.274 | 104.515 | 103.943 | -14489.93 | 3905735.09 |
| 4290 | 2014.01.08 12:38 | buy | 782 | 1.00 | 104.789 | 0.000 | 0.000 | |
| 4291 | 2014.01.08 12:38 | modify | 782 | 1.00 | 104.789 | 104.139 | 104.989 | |
| 4292 | 2014.01.08 15:16 | close | 782 | 1.00 | 104.932 | 104.139 | 104.989 | 14300.00 | 3920035.09 |
| 4293 | 2014.01.13 01:55 | buy | 783 | 1.00 | 103.976 | 0.000 | 0.000 | |
| 4294 | 2014.01.13 01:55 | modify | 783 | 1.00 | 103.976 | 103.326 | 104.176 | |
| 4295 | 2014.01.13 02:22 | modify | 783 | 1.00 | 103.976 | 103.578 | 104.176 | |
| 4296 | 2014.01.13 03:39 | s/l | 783 | 1.00 | 103.573 | 103.578 | 104.176 | -40300.00 | 3879735.09 |
| 4297 | 2014.01.13 14:51 | sell | 784 | 1.00 | 103.541 | 0.000 | 0.000 | |
| 4298 | 2014.01.13 14:51 | modify | 784 | 1.00 | 103.541 | 104.191 | 103.341 | |
| 4299 | 2014.01.13 15:29 | modify | 784 | 1.00 | 103.541 | 103.919 | 103.341 | |
| 4300 | 2014.01.13 15:30 | modify | 784 | 1.00 | 103.541 | 103.898 | 103.341 | |
| 4301 | 2014.01.13 15:31 | close | 784 | 1.00 | 103.440 | 103.898 | 103.341 | 10100.00 | 3889835.09 |
| 4302 | 2014.01.13 16:02 | buy | 785 | 1.00 | 103.170 | 0.000 | 0.000 | |
| 4303 | 2014.01.13 16:02 | modify | 785 | 1.00 | 103.170 | 102.520 | 103.370 | |
| 4304 | 2014.01.13 16:05 | modify | 785 | 1.00 | 103.170 | 102.795 | 103.370 | |
| 4305 | 2014.01.13 16:59 | modify | 785 | 1.00 | 103.170 | 102.798 | 103.370 | |
| 4306 | 2014.01.13 17:04 | modify | 785 | 1.00 | 103.170 | 102.802 | 103.370 | |
| 4307 | 2014.01.13 17:07 | close | 785 | 1.00 | 103.273 | 102.802 | 103.370 | 10300.00 | 3900135.09 |
| 4308 | 2014.01.14 02:40 | sell | 786 | 1.00 | 103.303 | 0.000 | 0.000 | |
| 4309 | 2014.01.14 02:40 | modify | 786 | 1.00 | 103.303 | 103.953 | 103.103 | |
| 4310 | 2014.01.14 02:56 | modify | 786 | 1.00 | 103.303 | 103.703 | 103.103 | |
| 4311 | 2014.01.14 02:58 | modify | 786 | 1.00 | 103.303 | 103.702 | 103.103 | |
| 4312 | 2014.01.14 02:59 | modify | 786 | 1.00 | 103.303 | 103.688 | 103.103 | |
| 4313 | 2014.01.14 06:54 | close | 786 | 1.00 | 103.300 | 103.688 | 103.103 | 300.00 | 3900435.09 |
| 4314 | 2014.01.22 01:45 | buy | 787 | 1.00 | 104.200 | 0.000 | 0.000 | |
| 4315 | 2014.01.22 01:45 | modify | 787 | 1.00 | 104.200 | 103.550 | 104.400 | |
| 4316 | 2014.01.22 02:06 | modify | 787 | 1.00 | 104.200 | 103.811 | 104.400 | |
| 4317 | 2014.01.22 02:07 | modify | 787 | 1.00 | 104.200 | 103.824 | 104.400 | |
| 4318 | 2014.01.22 02:08 | close | 787 | 1.00 | 104.307 | 103.824 | 104.400 | 10700.00 | 3911135.09 |
| 4319 | 2014.01.24 06:53 | buy | 788 | 1.00 | 103.274 | 0.000 | 0.000 | |
| 4320 | 2014.01.24 06:53 | modify | 788 | 1.00 | 103.274 | 102.624 | 103.474 | |
| 4321 | 2014.01.24 08:04 | modify | 788 | 1.00 | 103.274 | 102.875 | 103.474 | |
| 4322 | 2014.01.24 08:06 | modify | 788 | 1.00 | 103.274 | 102.907 | 103.474 | |
| 4323 | 2014.01.24 08:35 | modify | 788 | 1.00 | 103.274 | 102.912 | 103.474 | |
| 4324 | 2014.01.24 08:36 | close | 788 | 1.00 | 103.383 | 102.912 | 103.474 | 10900.00 | 3922035.09 |
| 4325 | 2014.01.28 15:39 | buy | 789 | 1.00 | 102.672 | 0.000 | 0.000 | |
| 4326 | 2014.01.28 15:39 | modify | 789 | 1.00 | 102.672 | 102.022 | 102.872 | |
| 4327 | 2014.01.28 15:43 | modify | 789 | 1.00 | 102.672 | 102.281 | 102.872 | |
| 4328 | 2014.01.28 15:44 | modify | 789 | 1.00 | 102.672 | 102.296 | 102.872 | |
| 4329 | 2014.01.28 15:48 | modify | 789 | 1.00 | 102.672 | 102.309 | 102.872 | |
| 4330 | 2014.01.28 15:53 | modify | 789 | 1.00 | 102.672 | 102.310 | 102.872 | |
| 4331 | 2014.01.28 15:54 | close | 789 | 1.00 | 102.777 | 102.310 | 102.872 | 10500.00 | 3932535.09 |
| 4332 | 2014.02.05 04:21 | buy | 790 | 1.00 | 101.350 | 0.000 | 0.000 | |
| 4333 | 2014.02.05 04:21 | modify | 790 | 1.00 | 101.350 | 100.700 | 101.550 | |
| 4334 | 2014.02.05 05:50 | modify | 790 | 1.00 | 101.350 | 100.980 | 101.550 | |
| 4335 | 2014.02.05 05:51 | modify | 790 | 1.00 | 101.350 | 100.998 | 101.550 | |
| 4336 | 2014.02.05 05:54 | close | 790 | 1.00 | 101.450 | 100.998 | 101.550 | 10000.00 | 3942535.09 |
| 4337 | 2014.02.13 15:32 | buy | 791 | 1.00 | 101.728 | 0.000 | 0.000 | |
| 4338 | 2014.02.13 15:32 | modify | 791 | 1.00 | 101.728 | 101.078 | 101.928 | |
| 4339 | 2014.02.13 15:34 | modify | 791 | 1.00 | 101.728 | 101.339 | 101.928 | |
| 4340 | 2014.02.13 15:35 | modify | 791 | 1.00 | 101.728 | 101.362 | 101.928 | |
| 4341 | 2014.02.13 15:53 | close | 791 | 1.00 | 101.846 | 101.362 | 101.928 | 11800.00 | 3954335.09 |
| 4342 | 2014.02.13 18:01 | sell | 792 | 1.00 | 102.156 | 0.000 | 0.000 | |
| 4343 | 2014.02.13 18:01 | modify | 792 | 1.00 | 102.156 | 102.806 | 101.956 | |
| 4344 | 2014.02.13 23:53 | close | 792 | 1.00 | 102.154 | 102.806 | 101.956 | 200.00 | 3954535.09 |
| 4345 | 2014.02.14 05:02 | buy | 793 | 1.00 | 101.955 | 0.000 | 0.000 | |
| 4346 | 2014.02.14 05:02 | modify | 793 | 1.00 | 101.955 | 101.305 | 102.155 | |
| 4347 | 2014.02.14 08:45 | close | 793 | 1.00 | 101.808 | 101.305 | 102.155 | -14700.00 | 3939835.09 |
| 4348 | 2014.02.18 17:07 | buy | 794 | 1.00 | 102.263 | 0.000 | 0.000 | |
| 4349 | 2014.02.18 17:07 | modify | 794 | 1.00 | 102.263 | 101.613 | 102.463 | |
| 4350 | 2014.02.18 17:26 | modify | 794 | 1.00 | 102.263 | 101.869 | 102.463 | |