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 |
| 5101 | 2016.02.23 15:06 | modify | 918 | 1.00 | 111.789 | 111.139 | 111.989 | ||
| 5102 | 2016.02.23 15:08 | modify | 918 | 1.00 | 111.789 | 111.432 | 111.989 | ||
| 5103 | 2016.02.23 15:09 | modify | 918 | 1.00 | 111.789 | 111.434 | 111.989 | ||
| 5104 | 2016.02.23 15:11 | close | 918 | 1.00 | 111.898 | 111.434 | 111.989 | 10900.00 | 4319221.35 |
| 5105 | 2016.02.24 21:39 | sell | 919 | 1.00 | 111.739 | 0.000 | 0.000 | ||
| 5106 | 2016.02.24 21:39 | modify | 919 | 1.00 | 111.739 | 112.389 | 111.539 | ||
| 5107 | 2016.02.24 21:58 | modify | 919 | 1.00 | 111.739 | 112.132 | 111.539 | ||
| 5108 | 2016.02.24 21:59 | modify | 919 | 1.00 | 111.739 | 112.121 | 111.539 | ||
| 5109 | 2016.02.24 22:00 | modify | 919 | 1.00 | 111.739 | 112.102 | 111.539 | ||
| 5110 | 2016.02.24 23:29 | s/l | 919 | 1.00 | 112.101 | 112.102 | 111.539 | -36200.00 | 4283021.35 |
| 5111 | 2016.02.25 08:42 | buy | 920 | 1.00 | 112.164 | 0.000 | 0.000 | ||
| 5112 | 2016.02.25 08:42 | modify | 920 | 1.00 | 112.164 | 111.514 | 112.364 | ||
| 5113 | 2016.02.25 08:49 | modify | 920 | 1.00 | 112.164 | 111.767 | 112.364 | ||
| 5114 | 2016.02.25 08:51 | modify | 920 | 1.00 | 112.164 | 111.768 | 112.364 | ||
| 5115 | 2016.02.25 08:52 | modify | 920 | 1.00 | 112.164 | 111.792 | 112.364 | ||
| 5116 | 2016.02.25 08:54 | modify | 920 | 1.00 | 112.164 | 111.795 | 112.364 | ||
| 5117 | 2016.02.25 10:01 | close | 920 | 1.00 | 112.316 | 111.795 | 112.364 | 15200.00 | 4298221.35 |
| 5118 | 2016.03.01 09:38 | sell | 921 | 1.00 | 112.957 | 0.000 | 0.000 | ||
| 5119 | 2016.03.01 09:38 | modify | 921 | 1.00 | 112.957 | 113.607 | 112.757 | ||
| 5120 | 2016.03.01 10:02 | modify | 921 | 1.00 | 112.957 | 113.349 | 112.757 | ||
| 5121 | 2016.03.01 10:03 | modify | 921 | 1.00 | 112.957 | 113.337 | 112.757 | ||
| 5122 | 2016.03.01 10:45 | s/l | 921 | 1.00 | 113.336 | 113.337 | 112.757 | -37900.00 | 4260321.35 |
| 5123 | 2016.03.02 02:13 | buy | 922 | 1.00 | 113.788 | 0.000 | 0.000 | ||
| 5124 | 2016.03.02 02:13 | modify | 922 | 1.00 | 113.788 | 113.138 | 113.988 | ||
| 5125 | 2016.03.02 02:31 | modify | 922 | 1.00 | 113.788 | 113.406 | 113.988 | ||
| 5126 | 2016.03.02 02:32 | modify | 922 | 1.00 | 113.788 | 113.432 | 113.988 | ||
| 5127 | 2016.03.02 02:34 | close | 922 | 1.00 | 113.899 | 113.432 | 113.988 | 11100.00 | 4271421.35 |
| 5128 | 2016.03.11 05:49 | sell | 923 | 1.00 | 113.506 | 0.000 | 0.000 | ||
| 5129 | 2016.03.11 05:49 | modify | 923 | 1.00 | 113.506 | 114.156 | 113.306 | ||
| 5130 | 2016.03.11 05:55 | modify | 923 | 1.00 | 113.506 | 113.900 | 113.306 | ||
| 5131 | 2016.03.11 06:05 | modify | 923 | 1.00 | 113.506 | 113.889 | 113.306 | ||
| 5132 | 2016.03.11 06:09 | modify | 923 | 1.00 | 113.506 | 113.885 | 113.306 | ||
| 5133 | 2016.03.11 06:15 | modify | 923 | 1.00 | 113.506 | 113.881 | 113.306 | ||
| 5134 | 2016.03.11 06:16 | modify | 923 | 1.00 | 113.506 | 113.869 | 113.306 | ||
| 5135 | 2016.03.11 07:41 | modify | 923 | 1.00 | 113.506 | 113.857 | 113.306 | ||
| 5136 | 2016.03.11 07:42 | close | 923 | 1.00 | 113.393 | 113.857 | 113.306 | 11300.00 | 4282721.35 |
| 5137 | 2016.03.11 15:41 | buy | 924 | 1.00 | 113.496 | 0.000 | 0.000 | ||
| 5138 | 2016.03.11 15:41 | modify | 924 | 1.00 | 113.496 | 112.846 | 113.696 | ||
| 5139 | 2016.03.11 15:43 | modify | 924 | 1.00 | 113.496 | 113.103 | 113.696 | ||
| 5140 | 2016.03.11 15:44 | modify | 924 | 1.00 | 113.496 | 113.114 | 113.696 | ||
| 5141 | 2016.03.11 15:45 | modify | 924 | 1.00 | 113.496 | 113.139 | 113.696 | ||
| 5142 | 2016.03.11 15:48 | close | 924 | 1.00 | 113.615 | 113.139 | 113.696 | 11900.00 | 4294621.35 |
| 5143 | 2016.03.17 07:15 | buy | 925 | 1.00 | 112.429 | 0.000 | 0.000 | ||
| 5144 | 2016.03.17 07:15 | modify | 925 | 1.00 | 112.429 | 111.779 | 112.629 | ||
| 5145 | 2016.03.17 10:06 | close | 925 | 1.00 | 111.861 | 111.779 | 112.629 | -56800.00 | 4237821.35 |
| 5146 | 2016.03.23 07:36 | sell | 926 | 1.00 | 112.466 | 0.000 | 0.000 | ||
| 5147 | 2016.03.23 07:36 | modify | 926 | 1.00 | 112.466 | 113.116 | 112.266 | ||
| 5148 | 2016.03.23 08:04 | modify | 926 | 1.00 | 112.466 | 112.847 | 112.266 | ||
| 5149 | 2016.03.23 08:05 | modify | 926 | 1.00 | 112.466 | 112.841 | 112.266 | ||
| 5150 | 2016.03.23 08:07 | modify | 926 | 1.00 | 112.466 | 112.839 | 112.266 | ||
| 5151 | 2016.03.23 08:08 | modify | 926 | 1.00 | 112.466 | 112.833 | 112.266 | ||
| 5152 | 2016.03.23 08:09 | modify | 926 | 1.00 | 112.466 | 112.831 | 112.266 | ||
| 5153 | 2016.03.23 08:12 | modify | 926 | 1.00 | 112.466 | 112.825 | 112.266 | ||
| 5154 | 2016.03.23 08:13 | modify | 926 | 1.00 | 112.466 | 112.821 | 112.266 | ||
| 5155 | 2016.03.23 08:14 | modify | 926 | 1.00 | 112.466 | 112.820 | 112.266 | ||
| 5156 | 2016.03.23 08:15 | close | 926 | 1.00 | 112.360 | 112.820 | 112.266 | 10600.00 | 4248421.35 |
| 5157 | 2016.03.23 21:10 | buy | 927 | 1.00 | 112.487 | 0.000 | 0.000 | ||
| 5158 | 2016.03.23 21:10 | modify | 927 | 1.00 | 112.487 | 111.837 | 112.687 | ||
| 5159 | 2016.03.24 03:57 | close | 927 | 1.00 | 112.531 | 111.837 | 112.687 | 6647.56 | 4255068.91 |
| 5160 | 2016.03.25 09:45 | buy | 928 | 1.00 | 113.001 | 0.000 | 0.000 | ||
| 5161 | 2016.03.25 09:45 | modify | 928 | 1.00 | 113.001 | 112.351 | 113.201 | ||
| 5162 | 2016.03.25 11:00 | modify | 928 | 1.00 | 113.001 | 112.618 | 113.201 | ||
| 5163 | 2016.03.25 11:01 | close | 928 | 1.00 | 113.073 | 112.618 | 113.201 | 7200.00 | 4262268.91 |
| 5164 | 2016.04.05 21:38 | sell | 929 | 1.00 | 110.445 | 0.000 | 0.000 | ||
| 5165 | 2016.04.05 21:38 | modify | 929 | 1.00 | 110.445 | 111.095 | 110.245 | ||
| 5166 | 2016.04.05 22:39 | modify | 929 | 1.00 | 110.445 | 110.818 | 110.245 | ||
| 5167 | 2016.04.05 22:56 | modify | 929 | 1.00 | 110.445 | 110.811 | 110.245 | ||
| 5168 | 2016.04.05 22:57 | modify | 929 | 1.00 | 110.445 | 110.809 | 110.245 | ||
| 5169 | 2016.04.05 22:58 | close | 929 | 1.00 | 110.307 | 110.809 | 110.245 | 13800.00 | 4276068.91 |
| 5170 | 2016.04.11 11:15 | sell | 930 | 1.00 | 108.174 | 0.000 | 0.000 | ||
| 5171 | 2016.04.11 11:15 | modify | 930 | 1.00 | 108.174 | 108.824 | 107.974 | ||
| 5172 | 2016.04.11 11:26 | modify | 930 | 1.00 | 108.174 | 108.566 | 107.974 | ||
| 5173 | 2016.04.11 11:27 | modify | 930 | 1.00 | 108.174 | 108.564 | 107.974 | ||
| 5174 | 2016.04.11 12:09 | modify | 930 | 1.00 | 108.174 | 108.561 | 107.974 | ||
| 5175 | 2016.04.11 12:22 | modify | 930 | 1.00 | 108.174 | 108.537 | 107.974 | ||
| 5176 | 2016.04.11 12:26 | modify | 930 | 1.00 | 108.174 | 108.533 | 107.974 | ||
| 5177 | 2016.04.11 12:27 | modify | 930 | 1.00 | 108.174 | 108.529 | 107.974 | ||
| 5178 | 2016.04.11 12:28 | modify | 930 | 1.00 | 108.174 | 108.527 | 107.974 | ||
| 5179 | 2016.04.11 12:47 | close | 930 | 1.00 | 108.065 | 108.527 | 107.974 | 10900.00 | 4286968.91 |
| 5180 | 2016.04.19 02:33 | sell | 931 | 1.00 | 108.963 | 0.000 | 0.000 | ||
| 5181 | 2016.04.19 02:33 | modify | 931 | 1.00 | 108.963 | 109.613 | 108.763 | ||
| 5182 | 2016.04.19 09:11 | close | 931 | 1.00 | 108.924 | 109.613 | 108.763 | 3900.00 | 4290868.91 |
| 5183 | 2016.04.19 09:11 | buy | 932 | 1.00 | 108.926 | 0.000 | 0.000 | ||
| 5184 | 2016.04.19 09:11 | modify | 932 | 1.00 | 108.926 | 108.276 | 109.126 | ||
| 5185 | 2016.04.19 09:23 | modify | 932 | 1.00 | 108.926 | 108.534 | 109.126 | ||
| 5186 | 2016.04.19 10:37 | modify | 932 | 1.00 | 108.926 | 108.538 | 109.126 | ||
| 5187 | 2016.04.19 10:38 | close | 932 | 1.00 | 109.032 | 108.538 | 109.126 | 10600.00 | 4301468.91 |
| 5188 | 2016.04.25 20:02 | sell | 933 | 1.00 | 111.264 | 0.000 | 0.000 | ||
| 5189 | 2016.04.25 20:02 | modify | 933 | 1.00 | 111.264 | 111.914 | 111.064 | ||
| 5190 | 2016.04.25 20:11 | modify | 933 | 1.00 | 111.264 | 111.663 | 111.064 | ||
| 5191 | 2016.04.25 20:13 | modify | 933 | 1.00 | 111.264 | 111.659 | 111.064 | ||
| 5192 | 2016.04.25 20:38 | modify | 933 | 1.00 | 111.264 | 111.658 | 111.064 | ||
| 5193 | 2016.04.25 20:50 | modify | 933 | 1.00 | 111.264 | 111.650 | 111.064 | ||
| 5194 | 2016.04.25 21:00 | modify | 933 | 1.00 | 111.264 | 111.643 | 111.064 | ||
| 5195 | 2016.04.25 21:06 | modify | 933 | 1.00 | 111.264 | 111.627 | 111.064 | ||
| 5196 | 2016.04.25 21:07 | modify | 933 | 1.00 | 111.264 | 111.618 | 111.064 | ||
| 5197 | 2016.04.25 22:08 | close | 933 | 1.00 | 111.163 | 111.618 | 111.064 | 10100.00 | 4311568.91 |
| 5198 | 2016.04.27 03:10 | buy | 934 | 1.00 | 111.184 | 0.000 | 0.000 | ||
| 5199 | 2016.04.27 03:10 | modify | 934 | 1.00 | 111.184 | 110.534 | 111.384 | ||
| 5200 | 2016.04.27 03:55 | modify | 934 | 1.00 | 111.184 | 110.806 | 111.384 | ||
| 5201 | 2016.04.27 08:56 | close | 934 | 1.00 | 111.205 | 110.806 | 111.384 | 2100.00 | 4313668.91 |
| 5202 | 2016.04.28 20:11 | buy | 935 | 1.00 | 108.210 | 0.000 | 0.000 | ||
| 5203 | 2016.04.28 20:11 | modify | 935 | 1.00 | 108.210 | 107.560 | 108.410 | ||
| 5204 | 2016.04.29 04:28 | close | 935 | 1.00 | 107.663 | 107.560 | 108.410 | -53979.22 | 4259689.69 |
| 5205 | 2016.05.04 09:35 | buy | 936 | 1.00 | 106.869 | 0.000 | 0.000 | ||
| 5206 | 2016.05.04 09:35 | modify | 936 | 1.00 | 106.869 | 106.219 | 107.069 | ||
| 5207 | 2016.05.04 09:39 | modify | 936 | 1.00 | 106.869 | 106.470 | 107.069 | ||
| 5208 | 2016.05.04 09:40 | modify | 936 | 1.00 | 106.869 | 106.480 | 107.069 | ||
| 5209 | 2016.05.04 09:41 | modify | 936 | 1.00 | 106.869 | 106.498 | 107.069 | ||
| 5210 | 2016.05.04 11:05 | modify | 936 | 1.00 | 106.869 | 106.500 | 107.069 | ||
| 5211 | 2016.05.04 11:06 | close | 936 | 1.00 | 107.026 | 106.500 | 107.069 | 15700.00 | 4275389.69 |
| 5212 | 2016.05.04 17:12 | sell | 937 | 1.00 | 107.075 | 0.000 | 0.000 | ||
| 5213 | 2016.05.04 17:12 | modify | 937 | 1.00 | 107.075 | 107.725 | 106.875 | ||
| 5214 | 2016.05.04 17:31 | modify | 937 | 1.00 | 107.075 | 107.457 | 106.875 | ||
| 5215 | 2016.05.04 17:33 | modify | 937 | 1.00 | 107.075 | 107.450 | 106.875 | ||
| 5216 | 2016.05.04 17:36 | modify | 937 | 1.00 | 107.075 | 107.447 | 106.875 | ||
| 5217 | 2016.05.04 17:37 | close | 937 | 1.00 | 106.951 | 107.447 | 106.875 | 12400.00 | 4287789.69 |
| 5218 | 2016.05.06 21:06 | sell | 938 | 1.00 | 106.912 | 0.000 | 0.000 | ||
| 5219 | 2016.05.06 21:06 | modify | 938 | 1.00 | 106.912 | 107.562 | 106.712 | ||
| 5220 | 2016.05.06 23:00 | close | 938 | 1.00 | 107.147 | 107.562 | 106.712 | -23500.00 | 4264289.69 |
| 5221 | 2016.05.11 03:06 | buy | 939 | 1.00 | 109.149 | 0.000 | 0.000 | ||
| 5222 | 2016.05.11 03:06 | modify | 939 | 1.00 | 109.149 | 108.499 | 109.349 | ||
| 5223 | 2016.05.11 04:07 | modify | 939 | 1.00 | 109.149 | 108.760 | 109.349 | ||
| 5224 | 2016.05.11 04:49 | s/l | 939 | 1.00 | 108.738 | 108.760 | 109.349 | -41100.00 | 4223189.69 |
| 5225 | 2016.05.12 16:42 | buy | 940 | 1.00 | 108.926 | 0.000 | 0.000 | ||
| 5226 | 2016.05.12 16:42 | modify | 940 | 1.00 | 108.926 | 108.276 | 109.126 | ||
| 5227 | 2016.05.12 19:56 | modify | 940 | 1.00 | 108.926 | 108.528 | 109.126 | ||
| 5228 | 2016.05.12 20:02 | modify | 940 | 1.00 | 108.926 | 108.549 | 109.126 | ||
| 5229 | 2016.05.12 21:00 | close | 940 | 1.00 | 109.049 | 108.549 | 109.126 | 12300.00 | 4235489.69 |
| 5230 | 2016.05.17 16:38 | buy | 941 | 1.00 | 109.104 | 0.000 | 0.000 | ||
| 5231 | 2016.05.17 16:38 | modify | 941 | 1.00 | 109.104 | 108.454 | 109.304 | ||
| 5232 | 2016.05.17 21:02 | modify | 941 | 1.00 | 109.104 | 108.711 | 109.304 | ||
| 5233 | 2016.05.17 23:45 | close | 941 | 1.00 | 109.127 | 108.711 | 109.304 | 2300.00 | 4237789.69 |
| 5234 | 2016.05.18 02:55 | buy | 942 | 1.00 | 108.942 | 0.000 | 0.000 | ||
| 5235 | 2016.05.18 02:55 | modify | 942 | 1.00 | 108.942 | 108.292 | 109.142 | ||
| 5236 | 2016.05.18 03:00 | modify | 942 | 1.00 | 108.942 | 108.567 | 109.142 | ||
| 5237 | 2016.05.18 03:01 | modify | 942 | 1.00 | 108.942 | 108.579 | 109.142 | ||
| 5238 | 2016.05.18 03:02 | close | 942 | 1.00 | 109.083 | 108.579 | 109.142 | 14100.00 | 4251889.69 |
| 5239 | 2016.05.19 08:10 | sell | 943 | 1.00 | 110.185 | 0.000 | 0.000 | ||
| 5240 | 2016.05.19 08:10 | modify | 943 | 1.00 | 110.185 | 110.835 | 109.985 | ||
| 5241 | 2016.05.19 10:13 | modify | 943 | 1.00 | 110.185 | 110.580 | 109.985 | ||
| 5242 | 2016.05.19 10:14 | modify | 943 | 1.00 | 110.185 | 110.568 | 109.985 | ||
| 5243 | 2016.05.19 10:15 | modify | 943 | 1.00 | 110.185 | 110.545 | 109.985 | ||
| 5244 | 2016.05.19 10:16 | close | 943 | 1.00 | 110.084 | 110.545 | 109.985 | 10100.00 | 4261989.69 |
| 5245 | 2016.05.24 09:06 | buy | 944 | 1.00 | 109.183 | 0.000 | 0.000 | ||
| 5246 | 2016.05.24 09:06 | modify | 944 | 1.00 | 109.183 | 108.533 | 109.383 | ||
| 5247 | 2016.05.24 09:14 | modify | 944 | 1.00 | 109.183 | 108.788 | 109.383 | ||
| 5248 | 2016.05.24 09:23 | modify | 944 | 1.00 | 109.183 | 108.795 | 109.383 | ||
| 5249 | 2016.05.24 09:24 | modify | 944 | 1.00 | 109.183 | 108.809 | 109.383 | ||
| 5250 | 2016.05.24 09:32 | modify | 944 | 1.00 | 109.183 | 108.814 | 109.383 | ||