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 |
| 4651 | 2015.02.27 12:32 | modify | 843 | 1.00 | 119.446 | 119.819 | 119.246 | |
| 4652 | 2015.02.27 12:33 | modify | 843 | 1.00 | 119.446 | 119.818 | 119.246 | |
| 4653 | 2015.02.27 12:34 | modify | 843 | 1.00 | 119.446 | 119.809 | 119.246 | |
| 4654 | 2015.02.27 12:35 | modify | 843 | 1.00 | 119.446 | 119.798 | 119.246 | |
| 4655 | 2015.02.27 13:14 | close | 843 | 1.00 | 119.346 | 119.798 | 119.246 | 10000.00 | 4189978.79 |
| 4656 | 2015.03.11 02:25 | buy | 844 | 1.00 | 120.980 | 0.000 | 0.000 | |
| 4657 | 2015.03.11 02:25 | modify | 844 | 1.00 | 120.980 | 120.330 | 121.180 | |
| 4658 | 2015.03.11 02:57 | modify | 844 | 1.00 | 120.980 | 120.586 | 121.180 | |
| 4659 | 2015.03.11 02:59 | modify | 844 | 1.00 | 120.980 | 120.594 | 121.180 | |
| 4660 | 2015.03.11 03:00 | modify | 844 | 1.00 | 120.980 | 120.602 | 121.180 | |
| 4661 | 2015.03.11 03:01 | close | 844 | 1.00 | 121.090 | 120.602 | 121.180 | 11000.00 | 4200978.79 |
| 4662 | 2015.03.19 05:55 | sell | 845 | 1.00 | 120.247 | 0.000 | 0.000 | |
| 4663 | 2015.03.19 05:55 | modify | 845 | 1.00 | 120.247 | 120.897 | 120.047 | |
| 4664 | 2015.03.19 05:57 | modify | 845 | 1.00 | 120.247 | 120.645 | 120.047 | |
| 4665 | 2015.03.19 06:12 | modify | 845 | 1.00 | 120.247 | 120.631 | 120.047 | |
| 4666 | 2015.03.19 10:21 | s/l | 845 | 1.00 | 120.638 | 120.631 | 120.047 | -39100.00 | 4161878.79 |
| 4667 | 2015.03.19 16:17 | sell | 846 | 1.00 | 120.981 | 0.000 | 0.000 | |
| 4668 | 2015.03.19 16:17 | modify | 846 | 1.00 | 120.981 | 121.631 | 120.781 | |
| 4669 | 2015.03.19 16:25 | modify | 846 | 1.00 | 120.981 | 121.380 | 120.781 | |
| 4670 | 2015.03.19 16:27 | modify | 846 | 1.00 | 120.981 | 121.342 | 120.781 | |
| 4671 | 2015.03.19 16:28 | modify | 846 | 1.00 | 120.981 | 121.341 | 120.781 | |
| 4672 | 2015.03.19 16:29 | close | 846 | 1.00 | 120.879 | 121.341 | 120.781 | 10200.00 | 4172078.79 |
| 4673 | 2015.03.23 07:16 | buy | 847 | 1.00 | 119.771 | 0.000 | 0.000 | |
| 4674 | 2015.03.23 07:16 | modify | 847 | 1.00 | 119.771 | 119.121 | 119.971 | |
| 4675 | 2015.03.23 07:18 | modify | 847 | 1.00 | 119.771 | 119.395 | 119.971 | |
| 4676 | 2015.03.23 07:22 | modify | 847 | 1.00 | 119.771 | 119.403 | 119.971 | |
| 4677 | 2015.03.23 07:23 | modify | 847 | 1.00 | 119.771 | 119.412 | 119.971 | |
| 4678 | 2015.03.23 07:40 | close | 847 | 1.00 | 119.881 | 119.412 | 119.971 | 11000.00 | 4183078.79 |
| 4679 | 2015.03.26 15:47 | sell | 848 | 1.00 | 118.996 | 0.000 | 0.000 | |
| 4680 | 2015.03.26 15:47 | modify | 848 | 1.00 | 118.996 | 119.646 | 118.796 | |
| 4681 | 2015.03.26 15:49 | modify | 848 | 1.00 | 118.996 | 119.392 | 118.796 | |
| 4682 | 2015.03.26 15:51 | modify | 848 | 1.00 | 118.996 | 119.372 | 118.796 | |
| 4683 | 2015.03.26 19:13 | close | 848 | 1.00 | 118.912 | 119.372 | 118.796 | 8400.00 | 4191478.79 |
| 4684 | 2015.04.06 04:12 | sell | 849 | 1.00 | 119.126 | 0.000 | 0.000 | |
| 4685 | 2015.04.06 04:12 | modify | 849 | 1.00 | 119.126 | 119.776 | 118.926 | |
| 4686 | 2015.04.06 06:06 | modify | 849 | 1.00 | 119.126 | 119.525 | 118.926 | |
| 4687 | 2015.04.06 06:40 | modify | 849 | 1.00 | 119.126 | 119.502 | 118.926 | |
| 4688 | 2015.04.06 06:41 | modify | 849 | 1.00 | 119.126 | 119.493 | 118.926 | |
| 4689 | 2015.04.06 06:42 | close | 849 | 1.00 | 119.046 | 119.493 | 118.926 | 8000.00 | 4199478.79 |
| 4690 | 2015.04.06 07:02 | buy | 850 | 1.00 | 118.970 | 0.000 | 0.000 | |
| 4691 | 2015.04.06 07:02 | modify | 850 | 1.00 | 118.970 | 118.320 | 119.170 | |
| 4692 | 2015.04.06 07:13 | modify | 850 | 1.00 | 118.970 | 118.571 | 119.170 | |
| 4693 | 2015.04.06 07:15 | modify | 850 | 1.00 | 118.970 | 118.592 | 119.170 | |
| 4694 | 2015.04.06 07:16 | modify | 850 | 1.00 | 118.970 | 118.596 | 119.170 | |
| 4695 | 2015.04.06 07:22 | modify | 850 | 1.00 | 118.970 | 118.614 | 119.170 | |
| 4696 | 2015.04.06 07:23 | close | 850 | 1.00 | 119.070 | 118.614 | 119.170 | 10000.00 | 4209478.79 |
| 4697 | 2015.04.16 03:19 | buy | 851 | 1.00 | 118.966 | 0.000 | 0.000 | |
| 4698 | 2015.04.16 03:19 | modify | 851 | 1.00 | 118.966 | 118.316 | 119.166 | |
| 4699 | 2015.04.16 03:45 | modify | 851 | 1.00 | 118.966 | 118.581 | 119.166 | |
| 4700 | 2015.04.16 04:12 | modify | 851 | 1.00 | 118.966 | 118.582 | 119.166 | |
| 4701 | 2015.04.16 05:18 | modify | 851 | 1.00 | 118.966 | 118.585 | 119.166 | |
| 4702 | 2015.04.16 05:38 | modify | 851 | 1.00 | 118.966 | 118.586 | 119.166 | |
| 4703 | 2015.04.16 05:39 | modify | 851 | 1.00 | 118.966 | 118.592 | 119.166 | |
| 4704 | 2015.04.16 05:40 | modify | 851 | 1.00 | 118.966 | 118.600 | 119.166 | |
| 4705 | 2015.04.16 05:41 | modify | 851 | 1.00 | 118.966 | 118.603 | 119.166 | |
| 4706 | 2015.04.16 05:42 | modify | 851 | 1.00 | 118.966 | 118.605 | 119.166 | |
| 4707 | 2015.04.16 05:46 | close | 851 | 1.00 | 119.079 | 118.605 | 119.166 | 11300.00 | 4220778.79 |
| 4708 | 2015.04.16 13:15 | buy | 852 | 1.00 | 119.127 | 0.000 | 0.000 | |
| 4709 | 2015.04.16 13:15 | modify | 852 | 1.00 | 119.127 | 118.477 | 119.327 | |
| 4710 | 2015.04.16 15:04 | close | 852 | 1.00 | 119.145 | 118.477 | 119.327 | 1800.00 | 4222578.79 |
| 4711 | 2015.04.30 22:01 | buy | 853 | 1.00 | 119.340 | 0.000 | 0.000 | |
| 4712 | 2015.04.30 22:01 | modify | 853 | 1.00 | 119.340 | 118.690 | 119.540 | |
| 4713 | 2015.04.30 22:18 | modify | 853 | 1.00 | 119.340 | 118.952 | 119.540 | |
| 4714 | 2015.04.30 22:24 | modify | 853 | 1.00 | 119.340 | 118.972 | 119.540 | |
| 4715 | 2015.04.30 22:25 | modify | 853 | 1.00 | 119.340 | 118.987 | 119.540 | |
| 4716 | 2015.04.30 22:51 | modify | 853 | 1.00 | 119.340 | 118.989 | 119.540 | |
| 4717 | 2015.04.30 22:52 | close | 853 | 1.00 | 119.476 | 118.989 | 119.540 | 13600.00 | 4236178.79 |
| 4718 | 2015.05.01 03:24 | sell | 854 | 1.00 | 119.616 | 0.000 | 0.000 | |
| 4719 | 2015.05.01 03:24 | modify | 854 | 1.00 | 119.616 | 120.266 | 119.416 | |
| 4720 | 2015.05.01 15:54 | close | 854 | 1.00 | 119.889 | 120.266 | 119.416 | -27300.00 | 4208878.79 |
| 4721 | 2015.05.08 04:40 | sell | 855 | 1.00 | 119.922 | 0.000 | 0.000 | |
| 4722 | 2015.05.08 04:40 | modify | 855 | 1.00 | 119.922 | 120.572 | 119.722 | |
| 4723 | 2015.05.08 05:27 | modify | 855 | 1.00 | 119.922 | 120.319 | 119.722 | |
| 4724 | 2015.05.08 05:28 | modify | 855 | 1.00 | 119.922 | 120.317 | 119.722 | |
| 4725 | 2015.05.08 07:25 | modify | 855 | 1.00 | 119.922 | 120.312 | 119.722 | |
| 4726 | 2015.05.08 07:30 | modify | 855 | 1.00 | 119.922 | 120.311 | 119.722 | |
| 4727 | 2015.05.08 07:32 | modify | 855 | 1.00 | 119.922 | 120.303 | 119.722 | |
| 4728 | 2015.05.08 07:35 | modify | 855 | 1.00 | 119.922 | 120.297 | 119.722 | |
| 4729 | 2015.05.08 07:37 | modify | 855 | 1.00 | 119.922 | 120.292 | 119.722 | |
| 4730 | 2015.05.08 07:38 | modify | 855 | 1.00 | 119.922 | 120.287 | 119.722 | |
| 4731 | 2015.05.08 07:40 | modify | 855 | 1.00 | 119.922 | 120.286 | 119.722 | |
| 4732 | 2015.05.08 15:30 | close | 855 | 1.00 | 119.949 | 120.286 | 119.722 | -2700.00 | 4206178.79 |
| 4733 | 2015.05.13 23:26 | sell | 856 | 1.00 | 119.185 | 0.000 | 0.000 | |
| 4734 | 2015.05.13 23:26 | modify | 856 | 1.00 | 119.185 | 119.835 | 118.985 | |
| 4735 | 2015.05.14 01:43 | modify | 856 | 1.00 | 119.185 | 119.584 | 118.985 | |
| 4736 | 2015.05.14 01:44 | modify | 856 | 1.00 | 119.185 | 119.583 | 118.985 | |
| 4737 | 2015.05.14 01:46 | close | 856 | 1.00 | 119.118 | 119.583 | 118.985 | 1933.76 | 4208112.55 |
| 4738 | 2015.05.14 02:32 | sell | 857 | 1.00 | 119.230 | 0.000 | 0.000 | |
| 4739 | 2015.05.14 02:32 | modify | 857 | 1.00 | 119.230 | 119.880 | 119.030 | |
| 4740 | 2015.05.14 02:55 | modify | 857 | 1.00 | 119.230 | 119.630 | 119.030 | |
| 4741 | 2015.05.14 03:17 | modify | 857 | 1.00 | 119.230 | 119.627 | 119.030 | |
| 4742 | 2015.05.14 03:18 | modify | 857 | 1.00 | 119.230 | 119.604 | 119.030 | |
| 4743 | 2015.05.14 06:47 | modify | 857 | 1.00 | 119.230 | 119.599 | 119.030 | |
| 4744 | 2015.05.14 06:58 | modify | 857 | 1.00 | 119.230 | 119.597 | 119.030 | |
| 4745 | 2015.05.14 06:59 | modify | 857 | 1.00 | 119.230 | 119.587 | 119.030 | |
| 4746 | 2015.05.14 07:01 | modify | 857 | 1.00 | 119.230 | 119.585 | 119.030 | |
| 4747 | 2015.05.14 07:07 | close | 857 | 1.00 | 119.130 | 119.585 | 119.030 | 10000.00 | 4218112.55 |
| 4748 | 2015.05.25 03:15 | sell | 858 | 1.00 | 121.647 | 0.000 | 0.000 | |
| 4749 | 2015.05.25 03:15 | modify | 858 | 1.00 | 121.647 | 122.297 | 121.447 | |
| 4750 | 2015.05.25 09:06 | modify | 858 | 1.00 | 121.647 | 122.030 | 121.447 | |
| 4751 | 2015.05.25 09:07 | close | 858 | 1.00 | 121.530 | 122.030 | 121.447 | 11700.00 | 4229812.55 |
| 4752 | 2015.05.27 23:24 | buy | 859 | 1.00 | 123.647 | 0.000 | 0.000 | |
| 4753 | 2015.05.27 23:24 | modify | 859 | 1.00 | 123.647 | 122.997 | 123.847 | |
| 4754 | 2015.05.27 23:32 | modify | 859 | 1.00 | 123.647 | 123.256 | 123.847 | |
| 4755 | 2015.05.27 23:35 | modify | 859 | 1.00 | 123.647 | 123.273 | 123.847 | |
| 4756 | 2015.05.28 01:04 | modify | 859 | 1.00 | 123.647 | 123.276 | 123.847 | |
| 4757 | 2015.05.28 01:20 | modify | 859 | 1.00 | 123.647 | 123.277 | 123.847 | |
| 4758 | 2015.05.28 01:23 | modify | 859 | 1.00 | 123.647 | 123.279 | 123.847 | |
| 4759 | 2015.05.28 01:30 | modify | 859 | 1.00 | 123.647 | 123.281 | 123.847 | |
| 4760 | 2015.05.28 01:31 | modify | 859 | 1.00 | 123.647 | 123.290 | 123.847 | |
| 4761 | 2015.05.28 01:33 | modify | 859 | 1.00 | 123.647 | 123.292 | 123.847 | |
| 4762 | 2015.05.28 02:22 | close | 859 | 1.00 | 123.751 | 123.292 | 123.847 | 12873.32 | 4242685.87 |
| 4763 | 2015.06.11 02:16 | sell | 860 | 1.00 | 122.869 | 0.000 | 0.000 | |
| 4764 | 2015.06.11 02:16 | modify | 860 | 1.00 | 122.869 | 123.519 | 122.669 | |
| 4765 | 2015.06.11 10:42 | modify | 860 | 1.00 | 122.869 | 123.519 | 123.269 | |
| 4766 | 2015.06.11 10:42 | s/l | 860 | 1.00 | 123.521 | 123.519 | 123.269 | -65200.00 | 4177485.87 |
| 4767 | 2015.06.11 21:55 | buy | 861 | 1.00 | 123.407 | 0.000 | 0.000 | |
| 4768 | 2015.06.11 21:55 | modify | 861 | 1.00 | 123.407 | 122.757 | 123.607 | |
| 4769 | 2015.06.11 22:23 | modify | 861 | 1.00 | 123.407 | 123.017 | 123.607 | |
| 4770 | 2015.06.12 00:08 | modify | 861 | 1.00 | 123.407 | 123.027 | 123.607 | |
| 4771 | 2015.06.12 00:48 | modify | 861 | 1.00 | 123.407 | 123.032 | 123.607 | |
| 4772 | 2015.06.12 00:49 | modify | 861 | 1.00 | 123.407 | 123.033 | 123.607 | |
| 4773 | 2015.06.12 00:50 | modify | 861 | 1.00 | 123.407 | 123.035 | 123.607 | |
| 4774 | 2015.06.12 00:54 | modify | 861 | 1.00 | 123.407 | 123.039 | 123.607 | |
| 4775 | 2015.06.12 00:55 | modify | 861 | 1.00 | 123.407 | 123.044 | 123.607 | |
| 4776 | 2015.06.12 00:56 | close | 861 | 1.00 | 123.509 | 123.044 | 123.607 | 11022.84 | 4188508.71 |
| 4777 | 2015.06.17 21:48 | buy | 862 | 1.00 | 123.403 | 0.000 | 0.000 | |
| 4778 | 2015.06.17 21:48 | modify | 862 | 1.00 | 123.403 | 122.753 | 123.603 | |
| 4779 | 2015.06.17 21:49 | modify | 862 | 1.00 | 123.403 | 123.044 | 123.603 | |
| 4780 | 2015.06.17 21:51 | modify | 862 | 1.00 | 123.403 | 123.045 | 123.603 | |
| 4781 | 2015.06.18 01:46 | close | 862 | 1.00 | 123.493 | 123.045 | 123.603 | 11468.58 | 4199977.29 |
| 4782 | 2015.06.18 08:25 | buy | 863 | 1.00 | 122.956 | 0.000 | 0.000 | |
| 4783 | 2015.06.18 08:25 | modify | 863 | 1.00 | 122.956 | 122.306 | 123.156 | |
| 4784 | 2015.06.18 09:30 | modify | 863 | 1.00 | 122.956 | 122.580 | 123.156 | |
| 4785 | 2015.06.18 09:31 | modify | 863 | 1.00 | 122.956 | 122.591 | 123.156 | |
| 4786 | 2015.06.18 09:33 | modify | 863 | 1.00 | 122.956 | 122.596 | 123.156 | |
| 4787 | 2015.06.18 09:41 | modify | 863 | 1.00 | 122.956 | 122.599 | 123.156 | |
| 4788 | 2015.06.18 09:45 | close | 863 | 1.00 | 123.061 | 122.599 | 123.156 | 10500.00 | 4210477.29 |
| 4789 | 2015.06.18 17:30 | sell | 864 | 1.00 | 122.992 | 0.000 | 0.000 | |
| 4790 | 2015.06.18 17:30 | modify | 864 | 1.00 | 122.992 | 123.642 | 122.792 | |
| 4791 | 2015.06.18 18:06 | modify | 864 | 1.00 | 122.992 | 123.390 | 122.792 | |
| 4792 | 2015.06.18 18:07 | modify | 864 | 1.00 | 122.992 | 123.365 | 122.792 | |
| 4793 | 2015.06.18 18:08 | modify | 864 | 1.00 | 122.992 | 123.348 | 122.792 | |
| 4794 | 2015.06.18 18:13 | close | 864 | 1.00 | 122.884 | 123.348 | 122.792 | 10800.00 | 4221277.29 |
| 4795 | 2015.06.18 19:31 | sell | 865 | 1.00 | 123.065 | 0.000 | 0.000 | |
| 4796 | 2015.06.18 19:31 | modify | 865 | 1.00 | 123.065 | 123.715 | 122.865 | |
| 4797 | 2015.06.18 20:05 | modify | 865 | 1.00 | 123.065 | 123.453 | 122.865 | |
| 4798 | 2015.06.18 20:10 | modify | 865 | 1.00 | 123.065 | 123.450 | 122.865 | |
| 4799 | 2015.06.18 20:11 | modify | 865 | 1.00 | 123.065 | 123.442 | 122.865 | |
| 4800 | 2015.06.18 20:12 | modify | 865 | 1.00 | 123.065 | 123.427 | 122.865 | |