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 |
| 4501 | 2014.11.04 02:10 | modify | 818 | 1.00 | 113.555 | 113.192 | 113.755 | ||
| 4502 | 2014.11.04 02:11 | modify | 818 | 1.00 | 113.555 | 113.198 | 113.755 | ||
| 4503 | 2014.11.04 02:12 | modify | 818 | 1.00 | 113.555 | 113.199 | 113.755 | ||
| 4504 | 2014.11.04 02:35 | close | 818 | 1.00 | 113.664 | 113.199 | 113.755 | 10900.00 | 4037697.11 |
| 4505 | 2014.11.12 19:10 | sell | 819 | 1.00 | 115.538 | 0.000 | 0.000 | ||
| 4506 | 2014.11.12 19:10 | modify | 819 | 1.00 | 115.538 | 116.188 | 115.338 | ||
| 4507 | 2014.11.12 19:14 | modify | 819 | 1.00 | 115.538 | 115.931 | 115.338 | ||
| 4508 | 2014.11.12 19:17 | modify | 819 | 1.00 | 115.538 | 115.919 | 115.338 | ||
| 4509 | 2014.11.12 19:18 | modify | 819 | 1.00 | 115.538 | 115.890 | 115.338 | ||
| 4510 | 2014.11.12 19:19 | close | 819 | 1.00 | 115.429 | 115.890 | 115.338 | 10900.00 | 4048597.11 |
| 4511 | 2014.11.14 19:19 | buy | 820 | 1.00 | 116.121 | 0.000 | 0.000 | ||
| 4512 | 2014.11.14 19:19 | modify | 820 | 1.00 | 116.121 | 115.471 | 116.321 | ||
| 4513 | 2014.11.14 19:23 | close | 820 | 1.00 | 116.232 | 115.471 | 116.321 | 11100.00 | 4059697.11 |
| 4514 | 2014.11.17 12:44 | sell | 821 | 1.00 | 116.304 | 0.000 | 0.000 | ||
| 4515 | 2014.11.17 12:44 | modify | 821 | 1.00 | 116.304 | 116.954 | 116.104 | ||
| 4516 | 2014.11.17 12:53 | modify | 821 | 1.00 | 116.304 | 116.696 | 116.104 | ||
| 4517 | 2014.11.17 12:54 | modify | 821 | 1.00 | 116.304 | 116.694 | 116.104 | ||
| 4518 | 2014.11.17 13:03 | modify | 821 | 1.00 | 116.304 | 116.683 | 116.104 | ||
| 4519 | 2014.11.17 13:04 | modify | 821 | 1.00 | 116.304 | 116.680 | 116.104 | ||
| 4520 | 2014.11.17 13:10 | modify | 821 | 1.00 | 116.304 | 116.679 | 116.104 | ||
| 4521 | 2014.11.17 13:11 | modify | 821 | 1.00 | 116.304 | 116.660 | 116.104 | ||
| 4522 | 2014.11.17 13:12 | close | 821 | 1.00 | 116.192 | 116.660 | 116.104 | 11200.00 | 4070897.11 |
| 4523 | 2014.12.01 09:32 | buy | 822 | 1.00 | 118.627 | 0.000 | 0.000 | ||
| 4524 | 2014.12.01 09:32 | modify | 822 | 1.00 | 118.627 | 117.977 | 118.827 | ||
| 4525 | 2014.12.01 09:51 | modify | 822 | 1.00 | 118.627 | 118.238 | 118.827 | ||
| 4526 | 2014.12.01 09:52 | modify | 822 | 1.00 | 118.627 | 118.244 | 118.827 | ||
| 4527 | 2014.12.01 09:54 | modify | 822 | 1.00 | 118.627 | 118.262 | 118.827 | ||
| 4528 | 2014.12.01 09:57 | modify | 822 | 1.00 | 118.627 | 118.263 | 118.827 | ||
| 4529 | 2014.12.01 09:58 | close | 822 | 1.00 | 118.739 | 118.263 | 118.827 | 11200.00 | 4082097.11 |
| 4530 | 2014.12.08 23:22 | sell | 823 | 1.00 | 120.774 | 0.000 | 0.000 | ||
| 4531 | 2014.12.08 23:22 | modify | 823 | 1.00 | 120.774 | 121.424 | 120.574 | ||
| 4532 | 2014.12.08 23:56 | modify | 823 | 1.00 | 120.774 | 121.140 | 120.574 | ||
| 4533 | 2014.12.09 00:16 | close | 823 | 1.00 | 120.658 | 121.140 | 120.574 | 9990.68 | 4092087.79 |
| 4534 | 2014.12.11 03:47 | sell | 824 | 1.00 | 118.301 | 0.000 | 0.000 | ||
| 4535 | 2014.12.11 03:47 | modify | 824 | 1.00 | 118.301 | 118.951 | 118.101 | ||
| 4536 | 2014.12.11 03:51 | modify | 824 | 1.00 | 118.301 | 118.695 | 118.101 | ||
| 4537 | 2014.12.11 03:52 | modify | 824 | 1.00 | 118.301 | 118.691 | 118.101 | ||
| 4538 | 2014.12.11 03:53 | modify | 824 | 1.00 | 118.301 | 118.657 | 118.101 | ||
| 4539 | 2014.12.11 03:54 | close | 824 | 1.00 | 118.194 | 118.657 | 118.101 | 10700.00 | 4102787.79 |
| 4540 | 2014.12.11 23:41 | buy | 825 | 1.00 | 118.836 | 0.000 | 0.000 | ||
| 4541 | 2014.12.11 23:41 | modify | 825 | 1.00 | 118.836 | 118.186 | 119.036 | ||
| 4542 | 2014.12.12 00:29 | modify | 825 | 1.00 | 118.836 | 118.468 | 119.036 | ||
| 4543 | 2014.12.12 00:41 | close | 825 | 1.00 | 118.949 | 118.468 | 119.036 | 12090.99 | 4114878.79 |
| 4544 | 2014.12.16 05:20 | buy | 826 | 1.00 | 117.501 | 0.000 | 0.000 | ||
| 4545 | 2014.12.16 05:20 | modify | 826 | 1.00 | 117.501 | 116.851 | 117.701 | ||
| 4546 | 2014.12.16 05:25 | modify | 826 | 1.00 | 117.501 | 117.103 | 117.701 | ||
| 4547 | 2014.12.16 05:26 | modify | 826 | 1.00 | 117.501 | 117.104 | 117.701 | ||
| 4548 | 2014.12.16 05:29 | modify | 826 | 1.00 | 117.501 | 117.105 | 117.701 | ||
| 4549 | 2014.12.16 05:31 | close | 826 | 1.00 | 117.600 | 117.105 | 117.701 | 9900.00 | 4124778.79 |
| 4550 | 2014.12.16 18:26 | sell | 827 | 1.00 | 117.491 | 0.000 | 0.000 | ||
| 4551 | 2014.12.16 18:26 | modify | 827 | 1.00 | 117.491 | 118.141 | 117.291 | ||
| 4552 | 2014.12.16 18:45 | modify | 827 | 1.00 | 117.491 | 117.858 | 117.291 | ||
| 4553 | 2014.12.16 18:46 | close | 827 | 1.00 | 117.385 | 117.858 | 117.291 | 10600.00 | 4135378.79 |
| 4554 | 2014.12.17 16:05 | buy | 828 | 1.00 | 116.880 | 0.000 | 0.000 | ||
| 4555 | 2014.12.17 16:05 | modify | 828 | 1.00 | 116.880 | 116.230 | 117.080 | ||
| 4556 | 2014.12.17 16:11 | modify | 828 | 1.00 | 116.880 | 116.495 | 117.080 | ||
| 4557 | 2014.12.17 16:12 | modify | 828 | 1.00 | 116.880 | 116.506 | 117.080 | ||
| 4558 | 2014.12.17 16:14 | close | 828 | 1.00 | 117.004 | 116.506 | 117.080 | 12400.00 | 4147778.79 |
| 4559 | 2014.12.19 15:43 | buy | 829 | 1.00 | 118.971 | 0.000 | 0.000 | ||
| 4560 | 2014.12.19 15:43 | modify | 829 | 1.00 | 118.971 | 118.321 | 119.171 | ||
| 4561 | 2014.12.19 15:59 | modify | 829 | 1.00 | 118.971 | 118.602 | 119.171 | ||
| 4562 | 2014.12.19 16:00 | close | 829 | 1.00 | 119.077 | 118.602 | 119.171 | 10600.00 | 4158378.79 |
| 4563 | 2014.12.24 02:45 | buy | 830 | 1.00 | 120.591 | 0.000 | 0.000 | ||
| 4564 | 2014.12.24 02:45 | modify | 830 | 1.00 | 120.591 | 119.941 | 120.791 | ||
| 4565 | 2014.12.24 08:33 | close | 830 | 1.00 | 120.435 | 119.941 | 120.791 | -15600.00 | 4142778.79 |
| 4566 | 2015.01.02 14:32 | sell | 831 | 1.00 | 120.638 | 0.000 | 0.000 | ||
| 4567 | 2015.01.02 14:32 | modify | 831 | 1.00 | 120.638 | 121.288 | 120.438 | ||
| 4568 | 2015.01.02 15:12 | modify | 831 | 1.00 | 120.638 | 121.037 | 120.438 | ||
| 4569 | 2015.01.02 15:13 | modify | 831 | 1.00 | 120.638 | 121.017 | 120.438 | ||
| 4570 | 2015.01.02 17:01 | close | 831 | 1.00 | 120.555 | 121.017 | 120.438 | 8300.00 | 4151078.79 |
| 4571 | 2015.01.06 13:16 | sell | 832 | 1.00 | 119.136 | 0.000 | 0.000 | ||
| 4572 | 2015.01.06 13:16 | modify | 832 | 1.00 | 119.136 | 119.786 | 118.936 | ||
| 4573 | 2015.01.06 13:31 | modify | 832 | 1.00 | 119.136 | 119.532 | 118.936 | ||
| 4574 | 2015.01.06 13:36 | modify | 832 | 1.00 | 119.136 | 119.530 | 118.936 | ||
| 4575 | 2015.01.06 13:37 | modify | 832 | 1.00 | 119.136 | 119.503 | 118.936 | ||
| 4576 | 2015.01.06 13:43 | modify | 832 | 1.00 | 119.136 | 119.492 | 118.936 | ||
| 4577 | 2015.01.06 15:08 | close | 832 | 1.00 | 118.995 | 119.492 | 118.936 | 14100.00 | 4165178.79 |
| 4578 | 2015.01.13 06:56 | sell | 833 | 1.00 | 118.361 | 0.000 | 0.000 | ||
| 4579 | 2015.01.13 06:56 | modify | 833 | 1.00 | 118.361 | 119.011 | 118.161 | ||
| 4580 | 2015.01.13 07:04 | modify | 833 | 1.00 | 118.361 | 118.739 | 118.161 | ||
| 4581 | 2015.01.13 07:06 | modify | 833 | 1.00 | 118.361 | 118.729 | 118.161 | ||
| 4582 | 2015.01.13 08:06 | s/l | 833 | 1.00 | 118.726 | 118.729 | 118.161 | -36500.00 | 4128678.79 |
| 4583 | 2015.01.16 08:05 | sell | 834 | 1.00 | 116.636 | 0.000 | 0.000 | ||
| 4584 | 2015.01.16 08:05 | modify | 834 | 1.00 | 116.636 | 117.286 | 116.436 | ||
| 4585 | 2015.01.16 08:13 | modify | 834 | 1.00 | 116.636 | 117.030 | 116.436 | ||
| 4586 | 2015.01.16 08:15 | modify | 834 | 1.00 | 116.636 | 117.016 | 116.436 | ||
| 4587 | 2015.01.16 08:46 | modify | 834 | 1.00 | 116.636 | 117.011 | 116.436 | ||
| 4588 | 2015.01.16 08:49 | modify | 834 | 1.00 | 116.636 | 117.003 | 116.436 | ||
| 4589 | 2015.01.16 08:52 | modify | 834 | 1.00 | 116.636 | 116.990 | 116.436 | ||
| 4590 | 2015.01.16 08:58 | modify | 834 | 1.00 | 116.636 | 116.987 | 116.436 | ||
| 4591 | 2015.01.16 08:59 | close | 834 | 1.00 | 116.522 | 116.987 | 116.436 | 11400.00 | 4140078.79 |
| 4592 | 2015.01.19 03:24 | buy | 835 | 1.00 | 117.144 | 0.000 | 0.000 | ||
| 4593 | 2015.01.19 03:24 | modify | 835 | 1.00 | 117.144 | 116.494 | 117.344 | ||
| 4594 | 2015.01.19 03:58 | modify | 835 | 1.00 | 117.144 | 116.754 | 117.344 | ||
| 4595 | 2015.01.19 04:12 | modify | 835 | 1.00 | 117.144 | 116.770 | 117.344 | ||
| 4596 | 2015.01.19 04:15 | close | 835 | 1.00 | 117.243 | 116.770 | 117.344 | 9900.00 | 4149978.79 |
| 4597 | 2015.01.28 08:05 | buy | 836 | 1.00 | 117.982 | 0.000 | 0.000 | ||
| 4598 | 2015.01.28 08:05 | modify | 836 | 1.00 | 117.982 | 117.332 | 118.182 | ||
| 4599 | 2015.01.28 09:03 | modify | 836 | 1.00 | 117.982 | 117.584 | 118.182 | ||
| 4600 | 2015.01.28 09:05 | modify | 836 | 1.00 | 117.982 | 117.598 | 118.182 | ||
| 4601 | 2015.01.28 09:09 | modify | 836 | 1.00 | 117.982 | 117.613 | 118.182 | ||
| 4602 | 2015.01.28 09:11 | modify | 836 | 1.00 | 117.982 | 117.624 | 118.182 | ||
| 4603 | 2015.01.28 09:15 | modify | 836 | 1.00 | 117.982 | 117.627 | 118.182 | ||
| 4604 | 2015.01.28 09:33 | close | 836 | 1.00 | 118.114 | 117.627 | 118.182 | 13200.00 | 4163178.79 |
| 4605 | 2015.01.30 03:48 | buy | 837 | 1.00 | 118.025 | 0.000 | 0.000 | ||
| 4606 | 2015.01.30 03:48 | modify | 837 | 1.00 | 118.025 | 117.375 | 118.225 | ||
| 4607 | 2015.01.30 06:02 | modify | 837 | 1.00 | 118.025 | 117.634 | 118.225 | ||
| 4608 | 2015.01.30 06:07 | modify | 837 | 1.00 | 118.025 | 117.654 | 118.225 | ||
| 4609 | 2015.01.30 06:10 | modify | 837 | 1.00 | 118.025 | 117.658 | 118.225 | ||
| 4610 | 2015.01.30 11:05 | s/l | 837 | 1.00 | 117.654 | 117.658 | 118.225 | -37100.00 | 4126078.79 |
| 4611 | 2015.01.30 21:31 | sell | 838 | 1.00 | 117.656 | 0.000 | 0.000 | ||
| 4612 | 2015.01.30 21:31 | modify | 838 | 1.00 | 117.656 | 118.306 | 117.456 | ||
| 4613 | 2015.01.30 21:35 | modify | 838 | 1.00 | 117.656 | 118.053 | 117.456 | ||
| 4614 | 2015.01.30 21:38 | modify | 838 | 1.00 | 117.656 | 118.026 | 117.456 | ||
| 4615 | 2015.01.30 21:39 | modify | 838 | 1.00 | 117.656 | 118.012 | 117.456 | ||
| 4616 | 2015.01.30 21:43 | close | 838 | 1.00 | 117.553 | 118.012 | 117.456 | 10300.00 | 4136378.79 |
| 4617 | 2015.02.11 03:05 | sell | 839 | 1.00 | 119.532 | 0.000 | 0.000 | ||
| 4618 | 2015.02.11 03:05 | modify | 839 | 1.00 | 119.532 | 120.182 | 119.332 | ||
| 4619 | 2015.02.11 03:35 | modify | 839 | 1.00 | 119.532 | 119.931 | 119.332 | ||
| 4620 | 2015.02.11 03:40 | modify | 839 | 1.00 | 119.532 | 119.925 | 119.332 | ||
| 4621 | 2015.02.11 03:41 | modify | 839 | 1.00 | 119.532 | 119.915 | 119.332 | ||
| 4622 | 2015.02.11 03:56 | modify | 839 | 1.00 | 119.532 | 119.904 | 119.332 | ||
| 4623 | 2015.02.11 03:57 | modify | 839 | 1.00 | 119.532 | 119.889 | 119.332 | ||
| 4624 | 2015.02.11 04:00 | modify | 839 | 1.00 | 119.532 | 119.888 | 119.332 | ||
| 4625 | 2015.02.11 04:09 | modify | 839 | 1.00 | 119.532 | 119.887 | 119.332 | ||
| 4626 | 2015.02.11 04:10 | close | 839 | 1.00 | 119.421 | 119.887 | 119.332 | 11100.00 | 4147478.79 |
| 4627 | 2015.02.12 02:06 | buy | 840 | 1.00 | 120.105 | 0.000 | 0.000 | ||
| 4628 | 2015.02.12 02:06 | modify | 840 | 1.00 | 120.105 | 119.455 | 120.305 | ||
| 4629 | 2015.02.12 02:10 | modify | 840 | 1.00 | 120.105 | 119.717 | 120.305 | ||
| 4630 | 2015.02.12 02:14 | modify | 840 | 1.00 | 120.105 | 119.718 | 120.305 | ||
| 4631 | 2015.02.12 02:15 | modify | 840 | 1.00 | 120.105 | 119.726 | 120.305 | ||
| 4632 | 2015.02.12 02:16 | modify | 840 | 1.00 | 120.105 | 119.742 | 120.305 | ||
| 4633 | 2015.02.12 02:17 | close | 840 | 1.00 | 120.212 | 119.742 | 120.305 | 10700.00 | 4158178.79 |
| 4634 | 2015.02.12 05:17 | sell | 841 | 1.00 | 120.292 | 0.000 | 0.000 | ||
| 4635 | 2015.02.12 05:17 | modify | 841 | 1.00 | 120.292 | 120.942 | 120.092 | ||
| 4636 | 2015.02.12 06:13 | modify | 841 | 1.00 | 120.292 | 120.689 | 120.092 | ||
| 4637 | 2015.02.12 06:15 | modify | 841 | 1.00 | 120.292 | 120.670 | 120.092 | ||
| 4638 | 2015.02.12 08:09 | modify | 841 | 1.00 | 120.292 | 120.665 | 120.092 | ||
| 4639 | 2015.02.12 08:10 | modify | 841 | 1.00 | 120.292 | 120.659 | 120.092 | ||
| 4640 | 2015.02.12 08:15 | modify | 841 | 1.00 | 120.292 | 120.657 | 120.092 | ||
| 4641 | 2015.02.12 08:16 | close | 841 | 1.00 | 120.172 | 120.657 | 120.092 | 12000.00 | 4170178.79 |
| 4642 | 2015.02.18 04:50 | buy | 842 | 1.00 | 119.046 | 0.000 | 0.000 | ||
| 4643 | 2015.02.18 04:50 | modify | 842 | 1.00 | 119.046 | 118.396 | 119.246 | ||
| 4644 | 2015.02.18 04:51 | modify | 842 | 1.00 | 119.046 | 118.661 | 119.246 | ||
| 4645 | 2015.02.18 04:55 | modify | 842 | 1.00 | 119.046 | 118.682 | 119.246 | ||
| 4646 | 2015.02.18 04:56 | close | 842 | 1.00 | 119.144 | 118.682 | 119.246 | 9800.00 | 4179978.79 |
| 4647 | 2015.02.27 12:05 | sell | 843 | 1.00 | 119.446 | 0.000 | 0.000 | ||
| 4648 | 2015.02.27 12:05 | modify | 843 | 1.00 | 119.446 | 120.096 | 119.246 | ||
| 4649 | 2015.02.27 12:26 | modify | 843 | 1.00 | 119.446 | 119.836 | 119.246 | ||
| 4650 | 2015.02.27 12:31 | modify | 843 | 1.00 | 119.446 | 119.829 | 119.246 | ||