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;
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|
| 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 |
| 4801 | 2015.06.18 20:48 | modify | 865 | 1.00 | 123.065 | 123.419 | 122.865 | |
| 4802 | 2015.06.18 21:29 | close | 865 | 1.00 | 122.962 | 123.419 | 122.865 | 10300.00 | 4231577.29 |
| 4803 | 2015.06.23 04:32 | sell | 866 | 1.00 | 123.565 | 0.000 | 0.000 | |
| 4804 | 2015.06.23 04:32 | modify | 866 | 1.00 | 123.565 | 124.215 | 123.365 | |
| 4805 | 2015.06.23 09:00 | close | 866 | 1.00 | 123.613 | 124.215 | 123.365 | -4800.00 | 4226777.29 |
| 4806 | 2015.06.23 14:51 | sell | 867 | 1.00 | 123.804 | 0.000 | 0.000 | |
| 4807 | 2015.06.23 14:51 | modify | 867 | 1.00 | 123.804 | 124.454 | 123.604 | |
| 4808 | 2015.06.23 15:32 | modify | 867 | 1.00 | 123.804 | 124.188 | 123.604 | |
| 4809 | 2015.06.23 15:33 | modify | 867 | 1.00 | 123.804 | 124.176 | 123.604 | |
| 4810 | 2015.06.23 16:22 | s/l | 867 | 1.00 | 124.176 | 124.176 | 123.604 | -37200.00 | 4189577.29 |
| 4811 | 2015.06.24 03:13 | buy | 868 | 1.00 | 123.762 | 0.000 | 0.000 | |
| 4812 | 2015.06.24 03:13 | modify | 868 | 1.00 | 123.762 | 123.112 | 123.962 | |
| 4813 | 2015.06.24 03:17 | modify | 868 | 1.00 | 123.762 | 123.368 | 123.962 | |
| 4814 | 2015.06.24 03:18 | modify | 868 | 1.00 | 123.762 | 123.370 | 123.962 | |
| 4815 | 2015.06.24 03:23 | modify | 868 | 1.00 | 123.762 | 123.376 | 123.962 | |
| 4816 | 2015.06.24 03:24 | modify | 868 | 1.00 | 123.762 | 123.387 | 123.962 | |
| 4817 | 2015.06.24 03:41 | modify | 868 | 1.00 | 123.762 | 123.388 | 123.962 | |
| 4818 | 2015.06.24 03:42 | modify | 868 | 1.00 | 123.762 | 123.398 | 123.962 | |
| 4819 | 2015.06.24 03:45 | modify | 868 | 1.00 | 123.762 | 123.402 | 123.962 | |
| 4820 | 2015.06.24 03:46 | close | 868 | 1.00 | 123.868 | 123.402 | 123.962 | 10600.00 | 4200177.29 |
| 4821 | 2015.06.30 05:36 | buy | 869 | 1.00 | 122.265 | 0.000 | 0.000 | |
| 4822 | 2015.06.30 05:36 | modify | 869 | 1.00 | 122.265 | 121.615 | 122.465 | |
| 4823 | 2015.06.30 06:16 | modify | 869 | 1.00 | 122.265 | 121.873 | 122.465 | |
| 4824 | 2015.06.30 06:20 | modify | 869 | 1.00 | 122.265 | 121.886 | 122.465 | |
| 4825 | 2015.06.30 06:21 | modify | 869 | 1.00 | 122.265 | 121.901 | 122.465 | |
| 4826 | 2015.06.30 06:22 | modify | 869 | 1.00 | 122.265 | 121.906 | 122.465 | |
| 4827 | 2015.06.30 06:30 | close | 869 | 1.00 | 122.366 | 121.906 | 122.465 | 10100.00 | 4210277.29 |
| 4828 | 2015.06.30 15:05 | sell | 870 | 1.00 | 122.587 | 0.000 | 0.000 | |
| 4829 | 2015.06.30 15:05 | modify | 870 | 1.00 | 122.587 | 123.237 | 122.387 | |
| 4830 | 2015.06.30 15:11 | modify | 870 | 1.00 | 122.587 | 122.961 | 122.387 | |
| 4831 | 2015.06.30 15:12 | modify | 870 | 1.00 | 122.587 | 122.945 | 122.387 | |
| 4832 | 2015.06.30 15:14 | modify | 870 | 1.00 | 122.587 | 122.941 | 122.387 | |
| 4833 | 2015.06.30 15:15 | close | 870 | 1.00 | 122.467 | 122.941 | 122.387 | 12000.00 | 4222277.29 |
| 4834 | 2015.07.13 09:52 | sell | 871 | 1.00 | 122.872 | 0.000 | 0.000 | |
| 4835 | 2015.07.13 09:52 | modify | 871 | 1.00 | 122.872 | 123.522 | 122.672 | |
| 4836 | 2015.07.13 11:50 | modify | 871 | 1.00 | 122.872 | 123.522 | 123.272 | |
| 4837 | 2015.07.13 12:10 | close | 871 | 1.00 | 123.493 | 123.522 | 123.272 | -62100.00 | 4160177.29 |
| 4838 | 2015.07.14 08:10 | sell | 872 | 1.00 | 123.554 | 0.000 | 0.000 | |
| 4839 | 2015.07.14 08:10 | modify | 872 | 1.00 | 123.554 | 124.204 | 123.354 | |
| 4840 | 2015.07.14 08:16 | modify | 872 | 1.00 | 123.554 | 123.941 | 123.354 | |
| 4841 | 2015.07.14 08:18 | modify | 872 | 1.00 | 123.554 | 123.920 | 123.354 | |
| 4842 | 2015.07.14 08:19 | close | 872 | 1.00 | 123.449 | 123.920 | 123.354 | 10500.00 | 4170677.29 |
| 4843 | 2015.07.22 03:45 | buy | 873 | 1.00 | 123.771 | 0.000 | 0.000 | |
| 4844 | 2015.07.22 03:45 | modify | 873 | 1.00 | 123.771 | 123.121 | 123.971 | |
| 4845 | 2015.07.22 03:59 | modify | 873 | 1.00 | 123.771 | 123.373 | 123.971 | |
| 4846 | 2015.07.22 04:00 | modify | 873 | 1.00 | 123.771 | 123.380 | 123.971 | |
| 4847 | 2015.07.22 04:11 | modify | 873 | 1.00 | 123.771 | 123.386 | 123.971 | |
| 4848 | 2015.07.22 04:12 | modify | 873 | 1.00 | 123.771 | 123.395 | 123.971 | |
| 4849 | 2015.07.22 13:22 | close | 873 | 1.00 | 123.774 | 123.395 | 123.971 | 300.00 | 4170977.29 |
| 4850 | 2015.07.28 02:15 | sell | 874 | 1.00 | 123.302 | 0.000 | 0.000 | |
| 4851 | 2015.07.28 02:15 | modify | 874 | 1.00 | 123.302 | 123.952 | 123.102 | |
| 4852 | 2015.07.28 03:25 | modify | 874 | 1.00 | 123.302 | 123.694 | 123.102 | |
| 4853 | 2015.07.28 03:26 | modify | 874 | 1.00 | 123.302 | 123.672 | 123.102 | |
| 4854 | 2015.07.28 03:29 | modify | 874 | 1.00 | 123.302 | 123.664 | 123.102 | |
| 4855 | 2015.07.28 03:30 | close | 874 | 1.00 | 123.189 | 123.664 | 123.102 | 11300.00 | 4182277.29 |
| 4856 | 2015.08.06 02:11 | buy | 875 | 1.00 | 124.767 | 0.000 | 0.000 | |
| 4857 | 2015.08.06 02:11 | modify | 875 | 1.00 | 124.767 | 124.117 | 124.967 | |
| 4858 | 2015.08.06 03:04 | modify | 875 | 1.00 | 124.767 | 124.396 | 124.967 | |
| 4859 | 2015.08.06 04:15 | modify | 875 | 1.00 | 124.767 | 124.406 | 124.967 | |
| 4860 | 2015.08.06 08:00 | close | 875 | 1.00 | 124.789 | 124.406 | 124.967 | 2200.00 | 4184477.29 |
| 4861 | 2015.08.25 02:46 | sell | 876 | 1.00 | 118.949 | 0.000 | 0.000 | |
| 4862 | 2015.08.25 02:46 | modify | 876 | 1.00 | 118.949 | 119.599 | 118.749 | |
| 4863 | 2015.08.25 02:55 | modify | 876 | 1.00 | 118.949 | 119.319 | 118.749 | |
| 4864 | 2015.08.25 03:04 | close | 876 | 1.00 | 118.843 | 119.319 | 118.749 | 10600.00 | 4195077.29 |
| 4865 | 2015.08.25 04:16 | sell | 877 | 1.00 | 119.404 | 0.000 | 0.000 | |
| 4866 | 2015.08.25 04:16 | modify | 877 | 1.00 | 119.404 | 120.054 | 119.204 | |
| 4867 | 2015.08.25 04:25 | modify | 877 | 1.00 | 119.404 | 119.794 | 119.204 | |
| 4868 | 2015.08.25 04:26 | close | 877 | 1.00 | 119.287 | 119.794 | 119.204 | 11700.00 | 4206777.29 |
| 4869 | 2015.08.25 16:38 | buy | 878 | 1.00 | 119.473 | 0.000 | 0.000 | |
| 4870 | 2015.08.25 16:38 | modify | 878 | 1.00 | 119.473 | 118.823 | 119.673 | |
| 4871 | 2015.08.25 16:40 | close | 878 | 1.00 | 119.589 | 118.823 | 119.673 | 11600.00 | 4218377.29 |
| 4872 | 2015.08.25 22:38 | buy | 879 | 1.00 | 119.224 | 0.000 | 0.000 | |
| 4873 | 2015.08.25 22:38 | modify | 879 | 1.00 | 119.224 | 118.574 | 119.424 | |
| 4874 | 2015.08.25 23:36 | close | 879 | 1.00 | 118.621 | 118.574 | 119.424 | -60300.00 | 4158077.29 |
| 4875 | 2015.08.26 06:33 | sell | 880 | 1.00 | 119.419 | 0.000 | 0.000 | |
| 4876 | 2015.08.26 06:33 | modify | 880 | 1.00 | 119.419 | 120.069 | 119.219 | |
| 4877 | 2015.08.26 06:36 | modify | 880 | 1.00 | 119.419 | 119.799 | 119.219 | |
| 4878 | 2015.08.26 06:37 | modify | 880 | 1.00 | 119.419 | 119.776 | 119.219 | |
| 4879 | 2015.08.26 06:38 | modify | 880 | 1.00 | 119.419 | 119.769 | 119.219 | |
| 4880 | 2015.08.26 06:43 | close | 880 | 1.00 | 119.296 | 119.769 | 119.219 | 12300.00 | 4170377.29 |
| 4881 | 2015.08.27 22:04 | buy | 881 | 1.00 | 120.564 | 0.000 | 0.000 | |
| 4882 | 2015.08.27 22:04 | modify | 881 | 1.00 | 120.564 | 119.914 | 120.764 | |
| 4883 | 2015.08.27 22:08 | modify | 881 | 1.00 | 120.564 | 120.164 | 120.764 | |
| 4884 | 2015.08.27 22:09 | modify | 881 | 1.00 | 120.564 | 120.190 | 120.764 | |
| 4885 | 2015.08.27 22:10 | close | 881 | 1.00 | 120.726 | 120.190 | 120.764 | 16200.00 | 4186577.29 |
| 4886 | 2015.08.28 10:52 | buy | 882 | 1.00 | 120.811 | 0.000 | 0.000 | |
| 4887 | 2015.08.28 10:52 | modify | 882 | 1.00 | 120.811 | 120.161 | 121.011 | |
| 4888 | 2015.08.28 11:22 | modify | 882 | 1.00 | 120.811 | 120.419 | 121.011 | |
| 4889 | 2015.08.28 11:23 | modify | 882 | 1.00 | 120.811 | 120.453 | 121.011 | |
| 4890 | 2015.08.28 12:31 | close | 882 | 1.00 | 120.917 | 120.453 | 121.011 | 10600.00 | 4197177.29 |
| 4891 | 2015.09.02 03:05 | sell | 883 | 1.00 | 119.887 | 0.000 | 0.000 | |
| 4892 | 2015.09.02 03:05 | modify | 883 | 1.00 | 119.887 | 120.537 | 119.687 | |
| 4893 | 2015.09.02 11:22 | modify | 883 | 1.00 | 119.887 | 120.282 | 119.687 | |
| 4894 | 2015.09.02 11:23 | close | 883 | 1.00 | 119.775 | 120.282 | 119.687 | 11200.00 | 4208377.29 |
| 4895 | 2015.09.11 09:40 | buy | 884 | 1.00 | 120.632 | 0.000 | 0.000 | |
| 4896 | 2015.09.11 09:40 | modify | 884 | 1.00 | 120.632 | 119.982 | 120.832 | |
| 4897 | 2015.09.11 09:54 | modify | 884 | 1.00 | 120.632 | 120.233 | 120.832 | |
| 4898 | 2015.09.11 09:55 | modify | 884 | 1.00 | 120.632 | 120.243 | 120.832 | |
| 4899 | 2015.09.11 10:00 | modify | 884 | 1.00 | 120.632 | 120.254 | 120.832 | |
| 4900 | 2015.09.11 15:04 | close | 884 | 1.00 | 120.745 | 120.254 | 120.832 | 11300.00 | 4219677.29 |
| 4901 | 2015.09.14 22:31 | sell | 885 | 1.00 | 120.183 | 0.000 | 0.000 | |
| 4902 | 2015.09.14 22:31 | modify | 885 | 1.00 | 120.183 | 120.833 | 119.983 | |
| 4903 | 2015.09.14 22:44 | modify | 885 | 1.00 | 120.183 | 120.581 | 119.983 | |
| 4904 | 2015.09.14 22:50 | modify | 885 | 1.00 | 120.183 | 120.577 | 119.983 | |
| 4905 | 2015.09.14 22:54 | modify | 885 | 1.00 | 120.183 | 120.575 | 119.983 | |
| 4906 | 2015.09.15 03:52 | s/l | 885 | 1.00 | 120.572 | 120.575 | 119.983 | -40503.20 | 4179174.09 |
| 4907 | 2015.09.18 17:24 | sell | 886 | 1.00 | 119.740 | 0.000 | 0.000 | |
| 4908 | 2015.09.18 17:24 | modify | 886 | 1.00 | 119.740 | 120.390 | 119.540 | |
| 4909 | 2015.09.18 23:00 | close | 886 | 1.00 | 119.967 | 120.390 | 119.540 | -22700.00 | 4156474.09 |
| 4910 | 2015.09.24 21:56 | sell | 887 | 1.00 | 120.078 | 0.000 | 0.000 | |
| 4911 | 2015.09.24 21:56 | modify | 887 | 1.00 | 120.078 | 120.728 | 119.878 | |
| 4912 | 2015.09.24 22:04 | modify | 887 | 1.00 | 120.078 | 120.455 | 119.878 | |
| 4913 | 2015.09.24 22:05 | modify | 887 | 1.00 | 120.078 | 120.441 | 119.878 | |
| 4914 | 2015.09.24 22:06 | modify | 887 | 1.00 | 120.078 | 120.437 | 119.878 | |
| 4915 | 2015.09.24 22:07 | close | 887 | 1.00 | 119.967 | 120.437 | 119.878 | 11100.00 | 4167574.09 |
| 4916 | 2015.09.25 20:50 | sell | 888 | 1.00 | 120.907 | 0.000 | 0.000 | |
| 4917 | 2015.09.25 20:50 | modify | 888 | 1.00 | 120.907 | 121.557 | 120.707 | |
| 4918 | 2015.09.25 20:58 | modify | 888 | 1.00 | 120.907 | 121.295 | 120.707 | |
| 4919 | 2015.09.25 20:59 | modify | 888 | 1.00 | 120.907 | 121.290 | 120.707 | |
| 4920 | 2015.09.25 21:00 | modify | 888 | 1.00 | 120.907 | 121.287 | 120.707 | |
| 4921 | 2015.09.25 21:20 | modify | 888 | 1.00 | 120.907 | 121.283 | 120.707 | |
| 4922 | 2015.09.25 21:22 | modify | 888 | 1.00 | 120.907 | 121.280 | 120.707 | |
| 4923 | 2015.09.25 21:23 | modify | 888 | 1.00 | 120.907 | 121.264 | 120.707 | |
| 4924 | 2015.09.25 21:24 | modify | 888 | 1.00 | 120.907 | 121.258 | 120.707 | |
| 4925 | 2015.09.25 21:25 | close | 888 | 1.00 | 120.806 | 121.258 | 120.707 | 10100.00 | 4177674.09 |
| 4926 | 2015.09.25 21:51 | buy | 889 | 1.00 | 120.599 | 0.000 | 0.000 | |
| 4927 | 2015.09.25 21:51 | modify | 889 | 1.00 | 120.599 | 119.949 | 120.799 | |
| 4928 | 2015.09.25 21:58 | modify | 889 | 1.00 | 120.599 | 120.213 | 120.799 | |
| 4929 | 2015.09.25 23:00 | close | 889 | 1.00 | 120.567 | 120.213 | 120.799 | -3200.00 | 4174474.09 |
| 4930 | 2015.10.16 09:44 | buy | 890 | 1.00 | 118.967 | 0.000 | 0.000 | |
| 4931 | 2015.10.16 09:44 | modify | 890 | 1.00 | 118.967 | 118.317 | 119.167 | |
| 4932 | 2015.10.16 09:52 | modify | 890 | 1.00 | 118.967 | 118.571 | 119.167 | |
| 4933 | 2015.10.16 09:53 | modify | 890 | 1.00 | 118.967 | 118.593 | 119.167 | |
| 4934 | 2015.10.16 09:54 | modify | 890 | 1.00 | 118.967 | 118.603 | 119.167 | |
| 4935 | 2015.10.16 09:55 | modify | 890 | 1.00 | 118.967 | 118.605 | 119.167 | |
| 4936 | 2015.10.16 09:57 | modify | 890 | 1.00 | 118.967 | 118.607 | 119.167 | |
| 4937 | 2015.10.16 09:58 | close | 890 | 1.00 | 119.083 | 118.607 | 119.167 | 11600.00 | 4186074.09 |
| 4938 | 2015.10.23 02:46 | sell | 891 | 1.00 | 120.904 | 0.000 | 0.000 | |
| 4939 | 2015.10.23 02:46 | modify | 891 | 1.00 | 120.904 | 121.554 | 120.704 | |
| 4940 | 2015.10.23 03:31 | modify | 891 | 1.00 | 120.904 | 121.295 | 120.704 | |
| 4941 | 2015.10.23 03:37 | modify | 891 | 1.00 | 120.904 | 121.285 | 120.704 | |
| 4942 | 2015.10.23 04:07 | modify | 891 | 1.00 | 120.904 | 121.266 | 120.704 | |
| 4943 | 2015.10.23 04:08 | modify | 891 | 1.00 | 120.904 | 121.260 | 120.704 | |
| 4944 | 2015.10.23 04:09 | close | 891 | 1.00 | 120.773 | 121.260 | 120.704 | 13100.00 | 4199174.09 |
| 4945 | 2015.10.23 15:21 | sell | 892 | 1.00 | 120.832 | 0.000 | 0.000 | |
| 4946 | 2015.10.23 15:21 | modify | 892 | 1.00 | 120.832 | 121.482 | 120.632 | |
| 4947 | 2015.10.23 20:46 | close | 892 | 1.00 | 121.440 | 121.482 | 120.632 | -60800.00 | 4138374.09 |
| 4948 | 2015.10.26 03:08 | buy | 893 | 1.00 | 121.214 | 0.000 | 0.000 | |
| 4949 | 2015.10.26 03:08 | modify | 893 | 1.00 | 121.214 | 120.564 | 121.414 | |
| 4950 | 2015.10.26 12:10 | close | 893 | 1.00 | 121.009 | 120.564 | 121.414 | -20500.00 | 4117874.09 |