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 |
| 301 | 2005.08.25 05:20 | modify | 55 | 1.00 | 110.118 | 109.468 | 110.318 | ||
| 302 | 2005.08.25 11:09 | close | 55 | 1.00 | 110.049 | 109.468 | 110.318 | -6900.00 | 1350943.26 |
| 303 | 2005.09.14 08:51 | sell | 56 | 1.00 | 110.648 | 0.000 | 0.000 | ||
| 304 | 2005.09.14 08:51 | modify | 56 | 1.00 | 110.648 | 111.298 | 110.448 | ||
| 305 | 2005.09.14 08:52 | modify | 56 | 1.00 | 110.648 | 111.046 | 110.448 | ||
| 306 | 2005.09.14 09:31 | modify | 56 | 1.00 | 110.648 | 111.019 | 110.448 | ||
| 307 | 2005.09.14 10:13 | close | 56 | 1.00 | 110.498 | 111.019 | 110.448 | 15000.00 | 1365943.26 |
| 308 | 2005.10.14 03:26 | sell | 57 | 1.00 | 114.761 | 0.000 | 0.000 | ||
| 309 | 2005.10.14 03:26 | modify | 57 | 1.00 | 114.761 | 115.411 | 114.561 | ||
| 310 | 2005.10.14 04:05 | modify | 57 | 1.00 | 114.761 | 115.141 | 114.561 | ||
| 311 | 2005.10.14 04:28 | modify | 57 | 1.00 | 114.761 | 115.139 | 114.561 | ||
| 312 | 2005.10.14 04:29 | close | 57 | 1.00 | 114.651 | 115.139 | 114.561 | 11000.00 | 1376943.26 |
| 313 | 2005.10.17 03:15 | buy | 58 | 1.00 | 114.050 | 0.000 | 0.000 | ||
| 314 | 2005.10.17 03:15 | modify | 58 | 1.00 | 114.050 | 113.400 | 114.250 | ||
| 315 | 2005.10.17 08:30 | close | 58 | 1.00 | 114.040 | 113.400 | 114.250 | -1000.00 | 1375943.26 |
| 316 | 2005.10.18 18:50 | buy | 59 | 1.00 | 115.672 | 0.000 | 0.000 | ||
| 317 | 2005.10.18 18:50 | modify | 59 | 1.00 | 115.672 | 115.022 | 115.872 | ||
| 318 | 2005.10.18 20:05 | modify | 59 | 1.00 | 115.672 | 115.299 | 115.872 | ||
| 319 | 2005.10.18 21:38 | modify | 59 | 1.00 | 115.672 | 115.305 | 115.872 | ||
| 320 | 2005.10.18 21:39 | close | 59 | 1.00 | 115.758 | 115.305 | 115.872 | 8600.00 | 1384543.26 |
| 321 | 2005.10.27 21:26 | sell | 60 | 1.00 | 115.452 | 0.000 | 0.000 | ||
| 322 | 2005.10.27 21:26 | modify | 60 | 1.00 | 115.452 | 116.102 | 115.252 | ||
| 323 | 2005.10.27 22:25 | modify | 60 | 1.00 | 115.452 | 115.850 | 115.252 | ||
| 324 | 2005.10.28 01:07 | modify | 60 | 1.00 | 115.452 | 115.846 | 115.252 | ||
| 325 | 2005.10.28 01:10 | modify | 60 | 1.00 | 115.452 | 115.841 | 115.252 | ||
| 326 | 2005.10.28 01:29 | modify | 60 | 1.00 | 115.452 | 115.837 | 115.252 | ||
| 327 | 2005.10.28 01:42 | modify | 60 | 1.00 | 115.452 | 115.831 | 115.252 | ||
| 328 | 2005.10.28 01:45 | modify | 60 | 1.00 | 115.452 | 115.826 | 115.252 | ||
| 329 | 2005.10.28 01:46 | modify | 60 | 1.00 | 115.452 | 115.818 | 115.252 | ||
| 330 | 2005.10.28 01:48 | modify | 60 | 1.00 | 115.452 | 115.817 | 115.252 | ||
| 331 | 2005.10.28 01:53 | modify | 60 | 1.00 | 115.452 | 115.809 | 115.252 | ||
| 332 | 2005.10.28 02:02 | close | 60 | 1.00 | 115.345 | 115.809 | 115.252 | 9160.81 | 1393704.07 |
| 333 | 2005.11.04 15:47 | buy | 61 | 1.00 | 117.438 | 0.000 | 0.000 | ||
| 334 | 2005.11.04 15:47 | modify | 61 | 1.00 | 117.438 | 116.788 | 117.638 | ||
| 335 | 2005.11.04 15:57 | modify | 61 | 1.00 | 117.438 | 117.070 | 117.638 | ||
| 336 | 2005.11.04 16:17 | modify | 61 | 1.00 | 117.438 | 117.071 | 117.638 | ||
| 337 | 2005.11.04 16:18 | modify | 61 | 1.00 | 117.438 | 117.080 | 117.638 | ||
| 338 | 2005.11.04 16:29 | close | 61 | 1.00 | 117.560 | 117.080 | 117.638 | 12200.00 | 1405904.07 |
| 339 | 2005.11.11 01:25 | buy | 62 | 1.00 | 117.984 | 0.000 | 0.000 | ||
| 340 | 2005.11.11 01:25 | modify | 62 | 1.00 | 117.984 | 117.334 | 118.184 | ||
| 341 | 2005.11.11 11:23 | close | 62 | 1.00 | 118.070 | 117.334 | 118.184 | 8600.00 | 1414504.07 |
| 342 | 2005.11.23 22:35 | buy | 63 | 1.00 | 118.687 | 0.000 | 0.000 | ||
| 343 | 2005.11.23 22:35 | modify | 63 | 1.00 | 118.687 | 118.037 | 118.887 | ||
| 344 | 2005.11.24 01:11 | modify | 63 | 1.00 | 118.687 | 118.295 | 118.887 | ||
| 345 | 2005.11.24 01:12 | modify | 63 | 1.00 | 118.687 | 118.302 | 118.887 | ||
| 346 | 2005.11.24 01:14 | modify | 63 | 1.00 | 118.687 | 118.308 | 118.887 | ||
| 347 | 2005.11.24 07:40 | modify | 63 | 1.00 | 118.687 | 118.312 | 118.887 | ||
| 348 | 2005.11.24 07:55 | modify | 63 | 1.00 | 118.687 | 118.322 | 118.887 | ||
| 349 | 2005.11.24 07:57 | modify | 63 | 1.00 | 118.687 | 118.332 | 118.887 | ||
| 350 | 2005.11.24 07:58 | close | 63 | 1.00 | 118.803 | 118.332 | 118.887 | 13973.76 | 1428477.83 |
| 351 | 2005.11.29 03:33 | sell | 64 | 1.00 | 119.218 | 0.000 | 0.000 | ||
| 352 | 2005.11.29 03:33 | modify | 64 | 1.00 | 119.218 | 119.868 | 119.018 | ||
| 353 | 2005.11.29 08:31 | modify | 64 | 1.00 | 119.218 | 119.611 | 119.018 | ||
| 354 | 2005.11.29 08:39 | modify | 64 | 1.00 | 119.218 | 119.609 | 119.018 | ||
| 355 | 2005.11.29 08:40 | modify | 64 | 1.00 | 119.218 | 119.589 | 119.018 | ||
| 356 | 2005.11.29 08:41 | modify | 64 | 1.00 | 119.218 | 119.577 | 119.018 | ||
| 357 | 2005.11.29 08:42 | close | 64 | 1.00 | 119.119 | 119.577 | 119.018 | 9900.00 | 1438377.83 |
| 358 | 2005.11.29 09:15 | buy | 65 | 1.00 | 119.018 | 0.000 | 0.000 | ||
| 359 | 2005.11.29 09:15 | modify | 65 | 1.00 | 119.018 | 118.368 | 119.218 | ||
| 360 | 2005.11.29 09:36 | modify | 65 | 1.00 | 119.018 | 118.619 | 119.218 | ||
| 361 | 2005.11.29 09:42 | modify | 65 | 1.00 | 119.018 | 118.620 | 119.218 | ||
| 362 | 2005.11.29 10:01 | modify | 65 | 1.00 | 119.018 | 118.649 | 119.218 | ||
| 363 | 2005.11.29 10:02 | modify | 65 | 1.00 | 119.018 | 118.657 | 119.218 | ||
| 364 | 2005.11.29 11:46 | close | 65 | 1.00 | 119.122 | 118.657 | 119.218 | 10400.00 | 1448777.83 |
| 365 | 2005.12.06 02:50 | sell | 66 | 1.00 | 121.036 | 0.000 | 0.000 | ||
| 366 | 2005.12.06 02:50 | modify | 66 | 1.00 | 121.036 | 121.686 | 120.836 | ||
| 367 | 2005.12.06 02:57 | modify | 66 | 1.00 | 121.036 | 121.416 | 120.836 | ||
| 368 | 2005.12.06 02:58 | modify | 66 | 1.00 | 121.036 | 121.399 | 120.836 | ||
| 369 | 2005.12.06 03:02 | modify | 66 | 1.00 | 121.036 | 121.395 | 120.836 | ||
| 370 | 2005.12.06 03:03 | close | 66 | 1.00 | 120.915 | 121.395 | 120.836 | 12100.00 | 1460877.83 |
| 371 | 2005.12.14 15:15 | buy | 67 | 1.00 | 118.361 | 0.000 | 0.000 | ||
| 372 | 2005.12.14 15:15 | modify | 67 | 1.00 | 118.361 | 117.711 | 118.561 | ||
| 373 | 2005.12.14 15:38 | s/l | 67 | 1.00 | 117.706 | 117.711 | 118.561 | -65500.00 | 1395377.83 |
| 374 | 2005.12.19 03:58 | sell | 68 | 1.00 | 116.074 | 0.000 | 0.000 | ||
| 375 | 2005.12.19 03:58 | modify | 68 | 1.00 | 116.074 | 116.724 | 115.874 | ||
| 376 | 2005.12.19 11:49 | close | 68 | 1.00 | 116.241 | 116.724 | 115.874 | -16700.00 | 1378677.83 |
| 377 | 2005.12.19 13:26 | buy | 69 | 1.00 | 116.077 | 0.000 | 0.000 | ||
| 378 | 2005.12.19 13:26 | modify | 69 | 1.00 | 116.077 | 115.427 | 116.277 | ||
| 379 | 2005.12.19 13:31 | modify | 69 | 1.00 | 116.077 | 115.716 | 116.277 | ||
| 380 | 2005.12.19 13:32 | close | 69 | 1.00 | 116.214 | 115.716 | 116.277 | 13700.00 | 1392377.83 |
| 381 | 2005.12.19 23:40 | sell | 70 | 1.00 | 116.106 | 0.000 | 0.000 | ||
| 382 | 2005.12.19 23:40 | modify | 70 | 1.00 | 116.106 | 116.756 | 115.906 | ||
| 383 | 2005.12.20 02:01 | modify | 70 | 1.00 | 116.106 | 116.504 | 115.906 | ||
| 384 | 2005.12.20 02:05 | close | 70 | 1.00 | 116.010 | 116.504 | 115.906 | 8051.68 | 1400429.51 |
| 385 | 2006.01.04 09:11 | sell | 71 | 1.00 | 115.954 | 0.000 | 0.000 | ||
| 386 | 2006.01.04 09:11 | modify | 71 | 1.00 | 115.954 | 116.604 | 115.754 | ||
| 387 | 2006.01.04 09:46 | modify | 71 | 1.00 | 115.954 | 116.329 | 115.754 | ||
| 388 | 2006.01.04 09:47 | modify | 71 | 1.00 | 115.954 | 116.318 | 115.754 | ||
| 389 | 2006.01.04 09:48 | modify | 71 | 1.00 | 115.954 | 116.313 | 115.754 | ||
| 390 | 2006.01.04 10:10 | modify | 71 | 1.00 | 115.954 | 116.305 | 115.754 | ||
| 391 | 2006.01.04 12:34 | s/l | 71 | 1.00 | 116.319 | 116.305 | 115.754 | -36500.00 | 1363929.51 |
| 392 | 2006.01.04 19:30 | buy | 72 | 1.00 | 115.904 | 0.000 | 0.000 | ||
| 393 | 2006.01.04 19:30 | modify | 72 | 1.00 | 115.904 | 115.254 | 116.104 | ||
| 394 | 2006.01.04 19:41 | modify | 72 | 1.00 | 115.904 | 115.531 | 116.104 | ||
| 395 | 2006.01.04 19:47 | modify | 72 | 1.00 | 115.904 | 115.546 | 116.104 | ||
| 396 | 2006.01.04 19:48 | modify | 72 | 1.00 | 115.904 | 115.550 | 116.104 | ||
| 397 | 2006.01.04 19:49 | close | 72 | 1.00 | 116.021 | 115.550 | 116.104 | 11700.00 | 1375629.51 |
| 398 | 2006.01.16 07:37 | sell | 73 | 1.00 | 114.450 | 0.000 | 0.000 | ||
| 399 | 2006.01.16 07:37 | modify | 73 | 1.00 | 114.450 | 115.100 | 114.250 | ||
| 400 | 2006.01.16 07:43 | modify | 73 | 1.00 | 114.450 | 114.849 | 114.250 | ||
| 401 | 2006.01.16 07:46 | modify | 73 | 1.00 | 114.450 | 114.829 | 114.250 | ||
| 402 | 2006.01.16 07:47 | modify | 73 | 1.00 | 114.450 | 114.818 | 114.250 | ||
| 403 | 2006.01.16 07:48 | modify | 73 | 1.00 | 114.450 | 114.813 | 114.250 | ||
| 404 | 2006.01.16 08:00 | modify | 73 | 1.00 | 114.450 | 114.803 | 114.250 | ||
| 405 | 2006.01.16 09:02 | modify | 73 | 1.00 | 114.450 | 114.802 | 114.250 | ||
| 406 | 2006.01.16 09:44 | close | 73 | 1.00 | 114.349 | 114.802 | 114.250 | 10100.00 | 1385729.51 |
| 407 | 2006.01.17 13:15 | sell | 74 | 1.00 | 115.116 | 0.000 | 0.000 | ||
| 408 | 2006.01.17 13:15 | modify | 74 | 1.00 | 115.116 | 115.766 | 114.916 | ||
| 409 | 2006.01.17 14:34 | close | 74 | 1.00 | 115.152 | 115.766 | 114.916 | -3600.00 | 1382129.51 |
| 410 | 2006.01.17 22:31 | buy | 75 | 1.00 | 115.459 | 0.000 | 0.000 | ||
| 411 | 2006.01.17 22:31 | modify | 75 | 1.00 | 115.459 | 114.809 | 115.659 | ||
| 412 | 2006.01.18 00:12 | modify | 75 | 1.00 | 115.459 | 115.061 | 115.659 | ||
| 413 | 2006.01.18 00:13 | modify | 75 | 1.00 | 115.459 | 115.063 | 115.659 | ||
| 414 | 2006.01.18 01:48 | modify | 75 | 1.00 | 115.459 | 115.071 | 115.659 | ||
| 415 | 2006.01.18 01:49 | close | 75 | 1.00 | 115.541 | 115.071 | 115.659 | 8969.79 | 1391099.31 |
| 416 | 2006.01.23 21:23 | buy | 76 | 1.00 | 114.408 | 0.000 | 0.000 | ||
| 417 | 2006.01.23 21:23 | modify | 76 | 1.00 | 114.408 | 113.758 | 114.608 | ||
| 418 | 2006.01.23 21:33 | modify | 76 | 1.00 | 114.408 | 114.042 | 114.608 | ||
| 419 | 2006.01.24 00:03 | close | 76 | 1.00 | 114.517 | 114.042 | 114.608 | 11662.79 | 1402762.09 |
| 420 | 2006.01.24 07:42 | buy | 77 | 1.00 | 114.596 | 0.000 | 0.000 | ||
| 421 | 2006.01.24 07:42 | modify | 77 | 1.00 | 114.596 | 113.946 | 114.796 | ||
| 422 | 2006.01.24 08:39 | modify | 77 | 1.00 | 114.596 | 114.207 | 114.796 | ||
| 423 | 2006.01.24 08:40 | modify | 77 | 1.00 | 114.596 | 114.213 | 114.796 | ||
| 424 | 2006.01.24 10:24 | close | 77 | 1.00 | 114.702 | 114.213 | 114.796 | 10600.00 | 1413362.09 |
| 425 | 2006.02.06 02:40 | buy | 78 | 1.00 | 118.615 | 0.000 | 0.000 | ||
| 426 | 2006.02.06 02:40 | modify | 78 | 1.00 | 118.615 | 117.965 | 118.815 | ||
| 427 | 2006.02.06 02:46 | modify | 78 | 1.00 | 118.615 | 118.223 | 118.815 | ||
| 428 | 2006.02.06 02:48 | modify | 78 | 1.00 | 118.615 | 118.231 | 118.815 | ||
| 429 | 2006.02.06 02:49 | modify | 78 | 1.00 | 118.615 | 118.236 | 118.815 | ||
| 430 | 2006.02.06 02:55 | close | 78 | 1.00 | 118.717 | 118.236 | 118.815 | 10200.00 | 1423562.09 |
| 431 | 2006.02.08 22:31 | buy | 79 | 1.00 | 118.492 | 0.000 | 0.000 | ||
| 432 | 2006.02.08 22:31 | modify | 79 | 1.00 | 118.492 | 117.842 | 118.692 | ||
| 433 | 2006.02.09 01:16 | modify | 79 | 1.00 | 118.492 | 118.093 | 118.692 | ||
| 434 | 2006.02.09 03:25 | modify | 79 | 1.00 | 118.492 | 118.110 | 118.692 | ||
| 435 | 2006.02.09 04:45 | modify | 79 | 1.00 | 118.492 | 118.120 | 118.692 | ||
| 436 | 2006.02.09 04:46 | modify | 79 | 1.00 | 118.492 | 118.123 | 118.692 | ||
| 437 | 2006.02.09 04:52 | modify | 79 | 1.00 | 118.492 | 118.131 | 118.692 | ||
| 438 | 2006.02.09 04:57 | modify | 79 | 1.00 | 118.492 | 118.132 | 118.692 | ||
| 439 | 2006.02.09 04:58 | modify | 79 | 1.00 | 118.492 | 118.139 | 118.692 | ||
| 440 | 2006.02.09 05:01 | modify | 79 | 1.00 | 118.492 | 118.140 | 118.692 | ||
| 441 | 2006.02.09 05:03 | close | 79 | 1.00 | 118.598 | 118.140 | 118.692 | 12970.38 | 1436532.47 |
| 442 | 2006.02.16 06:54 | buy | 80 | 1.00 | 117.736 | 0.000 | 0.000 | ||
| 443 | 2006.02.16 06:54 | modify | 80 | 1.00 | 117.736 | 117.086 | 117.936 | ||
| 444 | 2006.02.16 08:47 | modify | 80 | 1.00 | 117.736 | 117.342 | 117.936 | ||
| 445 | 2006.02.16 08:59 | modify | 80 | 1.00 | 117.736 | 117.361 | 117.936 | ||
| 446 | 2006.02.16 10:24 | modify | 80 | 1.00 | 117.736 | 117.368 | 117.936 | ||
| 447 | 2006.02.16 10:36 | modify | 80 | 1.00 | 117.736 | 117.369 | 117.936 | ||
| 448 | 2006.02.16 10:37 | close | 80 | 1.00 | 117.838 | 117.369 | 117.936 | 10200.00 | 1446732.47 |
| 449 | 2006.02.24 10:24 | sell | 81 | 1.00 | 116.942 | 0.000 | 0.000 | ||
| 450 | 2006.02.24 10:24 | modify | 81 | 1.00 | 116.942 | 117.592 | 116.742 | ||