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 |
| 4351 | 2014.02.18 17:28 | modify | 794 | 1.00 | 102.263 | 101.877 | 102.463 | ||
| 4352 | 2014.02.18 17:31 | modify | 794 | 1.00 | 102.263 | 101.896 | 102.463 | ||
| 4353 | 2014.02.18 17:34 | modify | 794 | 1.00 | 102.263 | 101.899 | 102.463 | ||
| 4354 | 2014.02.18 17:46 | modify | 794 | 1.00 | 102.263 | 101.901 | 102.463 | ||
| 4355 | 2014.02.18 17:47 | modify | 794 | 1.00 | 102.263 | 101.909 | 102.463 | ||
| 4356 | 2014.02.18 17:48 | close | 794 | 1.00 | 102.361 | 101.909 | 102.463 | 9800.00 | 3949635.09 |
| 4357 | 2014.02.28 02:57 | buy | 795 | 1.00 | 101.870 | 0.000 | 0.000 | ||
| 4358 | 2014.02.28 02:57 | modify | 795 | 1.00 | 101.870 | 101.220 | 102.070 | ||
| 4359 | 2014.02.28 03:14 | modify | 795 | 1.00 | 101.870 | 101.479 | 102.070 | ||
| 4360 | 2014.02.28 03:15 | modify | 795 | 1.00 | 101.870 | 101.491 | 102.070 | ||
| 4361 | 2014.02.28 04:08 | modify | 795 | 1.00 | 101.870 | 101.507 | 102.070 | ||
| 4362 | 2014.02.28 04:09 | modify | 795 | 1.00 | 101.870 | 101.511 | 102.070 | ||
| 4363 | 2014.02.28 08:35 | close | 795 | 1.00 | 101.843 | 101.511 | 102.070 | -2700.00 | 3946935.09 |
| 4364 | 2014.03.14 06:16 | buy | 796 | 1.00 | 101.649 | 0.000 | 0.000 | ||
| 4365 | 2014.03.14 06:16 | modify | 796 | 1.00 | 101.649 | 100.999 | 101.849 | ||
| 4366 | 2014.03.14 06:30 | modify | 796 | 1.00 | 101.649 | 101.262 | 101.849 | ||
| 4367 | 2014.03.14 07:22 | modify | 796 | 1.00 | 101.649 | 101.267 | 101.849 | ||
| 4368 | 2014.03.14 10:30 | modify | 796 | 1.00 | 101.649 | 101.273 | 101.849 | ||
| 4369 | 2014.03.14 10:34 | modify | 796 | 1.00 | 101.649 | 101.285 | 101.849 | ||
| 4370 | 2014.03.14 10:49 | modify | 796 | 1.00 | 101.649 | 101.291 | 101.849 | ||
| 4371 | 2014.03.14 10:53 | modify | 796 | 1.00 | 101.649 | 101.293 | 101.849 | ||
| 4372 | 2014.03.14 10:54 | modify | 796 | 1.00 | 101.649 | 101.299 | 101.849 | ||
| 4373 | 2014.03.14 10:55 | close | 796 | 1.00 | 101.756 | 101.299 | 101.849 | 10700.00 | 3957635.09 |
| 4374 | 2014.03.17 17:48 | buy | 797 | 1.00 | 101.588 | 0.000 | 0.000 | ||
| 4375 | 2014.03.17 17:48 | modify | 797 | 1.00 | 101.588 | 100.938 | 101.788 | ||
| 4376 | 2014.03.17 17:52 | modify | 797 | 1.00 | 101.588 | 101.189 | 101.788 | ||
| 4377 | 2014.03.17 18:03 | modify | 797 | 1.00 | 101.588 | 101.194 | 101.788 | ||
| 4378 | 2014.03.17 18:05 | modify | 797 | 1.00 | 101.588 | 101.202 | 101.788 | ||
| 4379 | 2014.03.17 18:06 | modify | 797 | 1.00 | 101.588 | 101.224 | 101.788 | ||
| 4380 | 2014.03.17 21:21 | modify | 797 | 1.00 | 101.588 | 101.237 | 101.788 | ||
| 4381 | 2014.03.17 21:23 | close | 797 | 1.00 | 101.692 | 101.237 | 101.788 | 10400.00 | 3968035.09 |
| 4382 | 2014.03.27 07:07 | sell | 798 | 1.00 | 102.138 | 0.000 | 0.000 | ||
| 4383 | 2014.03.27 07:07 | modify | 798 | 1.00 | 102.138 | 102.788 | 101.938 | ||
| 4384 | 2014.03.27 11:09 | modify | 798 | 1.00 | 102.138 | 102.523 | 101.938 | ||
| 4385 | 2014.03.27 11:11 | modify | 798 | 1.00 | 102.138 | 102.503 | 101.938 | ||
| 4386 | 2014.03.27 11:21 | modify | 798 | 1.00 | 102.138 | 102.501 | 101.938 | ||
| 4387 | 2014.03.27 11:22 | modify | 798 | 1.00 | 102.138 | 102.493 | 101.938 | ||
| 4388 | 2014.03.27 11:24 | close | 798 | 1.00 | 102.024 | 102.493 | 101.938 | 11400.00 | 3979435.09 |
| 4389 | 2014.04.02 04:08 | sell | 799 | 1.00 | 103.809 | 0.000 | 0.000 | ||
| 4390 | 2014.04.02 04:08 | modify | 799 | 1.00 | 103.809 | 104.459 | 103.609 | ||
| 4391 | 2014.04.02 08:08 | close | 799 | 1.00 | 103.793 | 104.459 | 103.609 | 1600.00 | 3981035.09 |
| 4392 | 2014.04.11 04:26 | sell | 800 | 1.00 | 101.690 | 0.000 | 0.000 | ||
| 4393 | 2014.04.11 04:26 | modify | 800 | 1.00 | 101.690 | 102.340 | 101.490 | ||
| 4394 | 2014.04.11 04:31 | modify | 800 | 1.00 | 101.690 | 102.087 | 101.490 | ||
| 4395 | 2014.04.11 04:57 | modify | 800 | 1.00 | 101.690 | 102.080 | 101.490 | ||
| 4396 | 2014.04.11 04:59 | modify | 800 | 1.00 | 101.690 | 102.060 | 101.490 | ||
| 4397 | 2014.04.11 05:00 | modify | 800 | 1.00 | 101.690 | 102.052 | 101.490 | ||
| 4398 | 2014.04.11 05:18 | modify | 800 | 1.00 | 101.690 | 102.050 | 101.490 | ||
| 4399 | 2014.04.11 05:25 | modify | 800 | 1.00 | 101.690 | 102.046 | 101.490 | ||
| 4400 | 2014.04.11 05:26 | close | 800 | 1.00 | 101.573 | 102.046 | 101.490 | 11700.00 | 3992735.09 |
| 4401 | 2014.05.05 10:50 | sell | 801 | 1.00 | 102.099 | 0.000 | 0.000 | ||
| 4402 | 2014.05.05 10:50 | modify | 801 | 1.00 | 102.099 | 102.749 | 101.899 | ||
| 4403 | 2014.05.05 11:25 | modify | 801 | 1.00 | 102.099 | 102.496 | 101.899 | ||
| 4404 | 2014.05.05 11:26 | modify | 801 | 1.00 | 102.099 | 102.485 | 101.899 | ||
| 4405 | 2014.05.05 11:27 | modify | 801 | 1.00 | 102.099 | 102.480 | 101.899 | ||
| 4406 | 2014.05.05 11:28 | close | 801 | 1.00 | 102.017 | 102.480 | 101.899 | 8200.00 | 4000935.09 |
| 4407 | 2014.05.05 16:55 | sell | 802 | 1.00 | 102.063 | 0.000 | 0.000 | ||
| 4408 | 2014.05.05 16:55 | modify | 802 | 1.00 | 102.063 | 102.713 | 101.863 | ||
| 4409 | 2014.05.06 02:09 | close | 802 | 1.00 | 102.139 | 102.713 | 101.863 | -8961.93 | 3991973.15 |
| 4410 | 2014.05.14 23:50 | sell | 803 | 1.00 | 101.894 | 0.000 | 0.000 | ||
| 4411 | 2014.05.14 23:50 | modify | 803 | 1.00 | 101.894 | 102.544 | 101.694 | ||
| 4412 | 2014.05.15 01:01 | modify | 803 | 1.00 | 101.894 | 102.285 | 101.694 | ||
| 4413 | 2014.05.15 01:55 | modify | 803 | 1.00 | 101.894 | 102.276 | 101.694 | ||
| 4414 | 2014.05.15 02:25 | modify | 803 | 1.00 | 101.894 | 102.271 | 101.694 | ||
| 4415 | 2014.05.15 02:27 | modify | 803 | 1.00 | 101.894 | 102.261 | 101.694 | ||
| 4416 | 2014.05.15 02:28 | close | 803 | 1.00 | 101.806 | 102.261 | 101.694 | 4723.96 | 3996697.11 |
| 4417 | 2014.05.16 05:51 | buy | 804 | 1.00 | 101.481 | 0.000 | 0.000 | ||
| 4418 | 2014.05.16 05:51 | modify | 804 | 1.00 | 101.481 | 100.831 | 101.681 | ||
| 4419 | 2014.05.16 09:04 | modify | 804 | 1.00 | 101.481 | 101.101 | 101.681 | ||
| 4420 | 2014.05.16 09:05 | close | 804 | 1.00 | 101.563 | 101.101 | 101.681 | 8200.00 | 4004897.11 |
| 4421 | 2014.08.08 14:22 | sell | 805 | 1.00 | 101.976 | 0.000 | 0.000 | ||
| 4422 | 2014.08.08 14:22 | modify | 805 | 1.00 | 101.976 | 102.626 | 101.776 | ||
| 4423 | 2014.08.08 14:52 | modify | 805 | 1.00 | 101.976 | 102.373 | 101.776 | ||
| 4424 | 2014.08.08 14:54 | modify | 805 | 1.00 | 101.976 | 102.369 | 101.776 | ||
| 4425 | 2014.08.08 14:55 | modify | 805 | 1.00 | 101.976 | 102.368 | 101.776 | ||
| 4426 | 2014.08.08 15:19 | modify | 805 | 1.00 | 101.976 | 102.367 | 101.776 | ||
| 4427 | 2014.08.08 15:25 | modify | 805 | 1.00 | 101.976 | 102.364 | 101.776 | ||
| 4428 | 2014.08.08 15:54 | modify | 805 | 1.00 | 101.976 | 102.334 | 101.776 | ||
| 4429 | 2014.08.08 15:55 | modify | 805 | 1.00 | 101.976 | 102.329 | 101.776 | ||
| 4430 | 2014.08.08 16:03 | close | 805 | 1.00 | 101.864 | 102.329 | 101.776 | 11200.00 | 4016097.11 |
| 4431 | 2014.08.25 11:03 | buy | 806 | 1.00 | 104.080 | 0.000 | 0.000 | ||
| 4432 | 2014.08.25 11:03 | modify | 806 | 1.00 | 104.080 | 103.430 | 104.280 | ||
| 4433 | 2014.08.25 15:46 | close | 806 | 1.00 | 104.029 | 103.430 | 104.280 | -5100.00 | 4010997.11 |
| 4434 | 2014.09.02 15:25 | sell | 807 | 1.00 | 105.009 | 0.000 | 0.000 | ||
| 4435 | 2014.09.02 15:25 | modify | 807 | 1.00 | 105.009 | 105.659 | 104.809 | ||
| 4436 | 2014.09.02 15:30 | modify | 807 | 1.00 | 105.009 | 105.405 | 104.809 | ||
| 4437 | 2014.09.02 15:33 | modify | 807 | 1.00 | 105.009 | 105.394 | 104.809 | ||
| 4438 | 2014.09.02 15:34 | modify | 807 | 1.00 | 105.009 | 105.374 | 104.809 | ||
| 4439 | 2014.09.02 15:37 | modify | 807 | 1.00 | 105.009 | 105.372 | 104.809 | ||
| 4440 | 2014.09.02 23:28 | close | 807 | 1.00 | 105.067 | 105.372 | 104.809 | -5800.00 | 4005197.11 |
| 4441 | 2014.09.05 04:25 | buy | 808 | 1.00 | 105.307 | 0.000 | 0.000 | ||
| 4442 | 2014.09.05 04:25 | modify | 808 | 1.00 | 105.307 | 104.657 | 105.507 | ||
| 4443 | 2014.09.05 04:29 | modify | 808 | 1.00 | 105.307 | 104.908 | 105.507 | ||
| 4444 | 2014.09.05 04:30 | modify | 808 | 1.00 | 105.307 | 104.925 | 105.507 | ||
| 4445 | 2014.09.05 04:32 | modify | 808 | 1.00 | 105.307 | 104.934 | 105.507 | ||
| 4446 | 2014.09.05 04:35 | modify | 808 | 1.00 | 105.307 | 104.954 | 105.507 | ||
| 4447 | 2014.09.05 15:30 | s/l | 808 | 1.00 | 104.874 | 104.954 | 105.507 | -43300.00 | 3961897.11 |
| 4448 | 2014.09.11 03:15 | buy | 809 | 1.00 | 106.737 | 0.000 | 0.000 | ||
| 4449 | 2014.09.11 03:15 | modify | 809 | 1.00 | 106.737 | 106.087 | 106.937 | ||
| 4450 | 2014.09.11 04:04 | modify | 809 | 1.00 | 106.737 | 106.337 | 106.937 | ||
| 4451 | 2014.09.11 07:22 | modify | 809 | 1.00 | 106.737 | 106.366 | 106.937 | ||
| 4452 | 2014.09.11 07:23 | close | 809 | 1.00 | 106.840 | 106.366 | 106.937 | 10300.00 | 3972197.11 |
| 4453 | 2014.09.18 11:04 | buy | 810 | 1.00 | 108.548 | 0.000 | 0.000 | ||
| 4454 | 2014.09.18 11:04 | modify | 810 | 1.00 | 108.548 | 107.898 | 108.748 | ||
| 4455 | 2014.09.18 11:15 | modify | 810 | 1.00 | 108.548 | 108.165 | 108.748 | ||
| 4456 | 2014.09.18 11:16 | modify | 810 | 1.00 | 108.548 | 108.172 | 108.748 | ||
| 4457 | 2014.09.18 12:08 | modify | 810 | 1.00 | 108.548 | 108.177 | 108.748 | ||
| 4458 | 2014.09.18 12:09 | modify | 810 | 1.00 | 108.548 | 108.184 | 108.748 | ||
| 4459 | 2014.09.18 12:16 | modify | 810 | 1.00 | 108.548 | 108.186 | 108.748 | ||
| 4460 | 2014.09.18 12:17 | modify | 810 | 1.00 | 108.548 | 108.187 | 108.748 | ||
| 4461 | 2014.09.18 12:18 | modify | 810 | 1.00 | 108.548 | 108.196 | 108.748 | ||
| 4462 | 2014.09.18 12:20 | close | 810 | 1.00 | 108.655 | 108.196 | 108.748 | 10700.00 | 3982897.11 |
| 4463 | 2014.09.26 05:07 | sell | 811 | 1.00 | 108.804 | 0.000 | 0.000 | ||
| 4464 | 2014.09.26 05:07 | modify | 811 | 1.00 | 108.804 | 109.454 | 108.604 | ||
| 4465 | 2014.09.26 10:30 | close | 811 | 1.00 | 108.853 | 109.454 | 108.604 | -4900.00 | 3977997.11 |
| 4466 | 2014.10.08 02:17 | buy | 812 | 1.00 | 107.897 | 0.000 | 0.000 | ||
| 4467 | 2014.10.08 02:17 | modify | 812 | 1.00 | 107.897 | 107.247 | 108.097 | ||
| 4468 | 2014.10.08 02:42 | modify | 812 | 1.00 | 107.897 | 107.498 | 108.097 | ||
| 4469 | 2014.10.08 02:43 | modify | 812 | 1.00 | 107.897 | 107.505 | 108.097 | ||
| 4470 | 2014.10.08 02:44 | close | 812 | 1.00 | 108.003 | 107.505 | 108.097 | 10600.00 | 3988597.11 |
| 4471 | 2014.10.13 11:55 | sell | 813 | 1.00 | 107.571 | 0.000 | 0.000 | ||
| 4472 | 2014.10.13 11:55 | modify | 813 | 1.00 | 107.571 | 108.221 | 107.371 | ||
| 4473 | 2014.10.13 12:03 | modify | 813 | 1.00 | 107.571 | 107.966 | 107.371 | ||
| 4474 | 2014.10.13 12:08 | modify | 813 | 1.00 | 107.571 | 107.942 | 107.371 | ||
| 4475 | 2014.10.13 12:09 | modify | 813 | 1.00 | 107.571 | 107.937 | 107.371 | ||
| 4476 | 2014.10.13 12:10 | modify | 813 | 1.00 | 107.571 | 107.936 | 107.371 | ||
| 4477 | 2014.10.13 12:11 | modify | 813 | 1.00 | 107.571 | 107.935 | 107.371 | ||
| 4478 | 2014.10.13 12:12 | modify | 813 | 1.00 | 107.571 | 107.925 | 107.371 | ||
| 4479 | 2014.10.13 12:14 | close | 813 | 1.00 | 107.465 | 107.925 | 107.371 | 10600.00 | 3999197.11 |
| 4480 | 2014.10.22 08:15 | sell | 814 | 1.00 | 107.023 | 0.000 | 0.000 | ||
| 4481 | 2014.10.22 08:15 | modify | 814 | 1.00 | 107.023 | 107.673 | 106.823 | ||
| 4482 | 2014.10.22 08:58 | modify | 814 | 1.00 | 107.023 | 107.404 | 106.823 | ||
| 4483 | 2014.10.22 08:59 | modify | 814 | 1.00 | 107.023 | 107.397 | 106.823 | ||
| 4484 | 2014.10.22 09:00 | modify | 814 | 1.00 | 107.023 | 107.373 | 106.823 | ||
| 4485 | 2014.10.22 09:03 | close | 814 | 1.00 | 106.918 | 107.373 | 106.823 | 10500.00 | 4009697.11 |
| 4486 | 2014.10.24 03:32 | buy | 815 | 1.00 | 108.039 | 0.000 | 0.000 | ||
| 4487 | 2014.10.24 03:32 | modify | 815 | 1.00 | 108.039 | 107.389 | 108.239 | ||
| 4488 | 2014.10.24 09:58 | close | 815 | 1.00 | 108.073 | 107.389 | 108.239 | 3400.00 | 4013097.11 |
| 4489 | 2014.10.24 10:18 | sell | 816 | 1.00 | 108.221 | 0.000 | 0.000 | ||
| 4490 | 2014.10.24 10:18 | modify | 816 | 1.00 | 108.221 | 108.871 | 108.021 | ||
| 4491 | 2014.10.24 11:17 | modify | 816 | 1.00 | 108.221 | 108.621 | 108.021 | ||
| 4492 | 2014.10.24 11:20 | modify | 816 | 1.00 | 108.221 | 108.588 | 108.021 | ||
| 4493 | 2014.10.24 11:21 | modify | 816 | 1.00 | 108.221 | 108.586 | 108.021 | ||
| 4494 | 2014.10.24 11:22 | close | 816 | 1.00 | 108.117 | 108.586 | 108.021 | 10400.00 | 4023497.11 |
| 4495 | 2014.10.30 08:10 | sell | 817 | 1.00 | 109.126 | 0.000 | 0.000 | ||
| 4496 | 2014.10.30 08:10 | modify | 817 | 1.00 | 109.126 | 109.776 | 108.926 | ||
| 4497 | 2014.10.30 12:19 | close | 817 | 1.00 | 109.093 | 109.776 | 108.926 | 3300.00 | 4026797.11 |
| 4498 | 2014.11.04 02:05 | buy | 818 | 1.00 | 113.555 | 0.000 | 0.000 | ||
| 4499 | 2014.11.04 02:05 | modify | 818 | 1.00 | 113.555 | 112.905 | 113.755 | ||
| 4500 | 2014.11.04 02:09 | modify | 818 | 1.00 | 113.555 | 113.172 | 113.755 | ||