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 - 2026.02.27 23:59 (2004.01.01 - 2026.03.01) | ||||
| 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 | 8242736 | モデルティック数 | 380780093 | 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 | 5404452.72 | 総利益 | 13521396.49 | 総損失 | -8116943.77 |
| プロフィットファクタ | 1.67 | 期待利得 | 3356.80 | ||
| 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 | 11.77% (180055.55) |
| 総取引数 | 1610 | 売りポジション(勝率%） | 817 (80.54%) | 買いポジション(勝率%） | 793 (78.81%) |
| 勝率(%) | 1283 (79.69%) | 負率 (%) | 327 (20.31%) | ||
| 最大 | 勝トレード | 23900.00 | 敗トレード | -66900.00 | |
| 平均 | 勝トレード | 10538.89 | 敗トレード | -24822.46 | |
| 最大 | 連勝(金額) | 26 (274593.01) | 連敗(金額) | 4 (-52834.27) | |
| 最大 | 連勝(トレード数) | 304900.00 (25) | 連敗(トレード数) | -107293.73 (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 |
| 5251 | 2016.05.24 09:33 | close | 944 | 1.00 | 109.288 | 108.814 | 109.383 | 10500.00 | 4268810.71 |
| 5252 | 2016.05.25 02:36 | sell | 945 | 1.00 | 110.169 | 0.000 | 0.000 | ||
| 5253 | 2016.05.25 02:36 | modify | 945 | 1.00 | 110.169 | 110.819 | 109.969 | ||
| 5254 | 2016.05.25 03:11 | modify | 945 | 1.00 | 110.169 | 110.564 | 109.969 | ||
| 5255 | 2016.05.25 03:12 | modify | 945 | 1.00 | 110.169 | 110.549 | 109.969 | ||
| 5256 | 2016.05.25 03:13 | modify | 945 | 1.00 | 110.169 | 110.530 | 109.969 | ||
| 5257 | 2016.05.25 03:15 | modify | 945 | 1.00 | 110.169 | 110.528 | 109.969 | ||
| 5258 | 2016.05.25 03:22 | modify | 945 | 1.00 | 110.169 | 110.522 | 109.969 | ||
| 5259 | 2016.05.25 03:23 | modify | 945 | 1.00 | 110.169 | 110.520 | 109.969 | ||
| 5260 | 2016.05.25 03:32 | close | 945 | 1.00 | 110.060 | 110.520 | 109.969 | 10900.00 | 4279710.71 |
| 5261 | 2016.05.26 10:10 | sell | 946 | 1.00 | 109.939 | 0.000 | 0.000 | ||
| 5262 | 2016.05.26 10:10 | modify | 946 | 1.00 | 109.939 | 110.589 | 109.739 | ||
| 5263 | 2016.05.26 15:56 | close | 946 | 1.00 | 109.860 | 110.589 | 109.739 | 7900.00 | 4287610.71 |
| 5264 | 2016.05.26 16:12 | buy | 947 | 1.00 | 109.709 | 0.000 | 0.000 | ||
| 5265 | 2016.05.26 16:12 | modify | 947 | 1.00 | 109.709 | 109.059 | 109.909 | ||
| 5266 | 2016.05.26 16:16 | modify | 947 | 1.00 | 109.709 | 109.327 | 109.909 | ||
| 5267 | 2016.05.26 18:33 | modify | 947 | 1.00 | 109.709 | 109.346 | 109.909 | ||
| 5268 | 2016.05.26 18:36 | close | 947 | 1.00 | 109.809 | 109.346 | 109.909 | 10000.00 | 4297610.71 |
| 5269 | 2016.05.27 04:06 | sell | 948 | 1.00 | 109.926 | 0.000 | 0.000 | ||
| 5270 | 2016.05.27 04:06 | modify | 948 | 1.00 | 109.926 | 110.576 | 109.726 | ||
| 5271 | 2016.05.27 04:36 | modify | 948 | 1.00 | 109.926 | 110.316 | 109.726 | ||
| 5272 | 2016.05.27 04:52 | modify | 948 | 1.00 | 109.926 | 110.311 | 109.726 | ||
| 5273 | 2016.05.27 04:54 | modify | 948 | 1.00 | 109.926 | 110.308 | 109.726 | ||
| 5274 | 2016.05.27 04:55 | modify | 948 | 1.00 | 109.926 | 110.301 | 109.726 | ||
| 5275 | 2016.05.27 08:14 | close | 948 | 1.00 | 109.808 | 110.301 | 109.726 | 11800.00 | 4309410.71 |
| 5276 | 2016.05.30 15:10 | sell | 949 | 1.00 | 111.205 | 0.000 | 0.000 | ||
| 5277 | 2016.05.30 15:10 | modify | 949 | 1.00 | 111.205 | 111.855 | 111.005 | ||
| 5278 | 2016.05.30 15:33 | modify | 949 | 1.00 | 111.205 | 111.603 | 111.005 | ||
| 5279 | 2016.05.30 15:35 | modify | 949 | 1.00 | 111.205 | 111.582 | 111.005 | ||
| 5280 | 2016.05.30 15:36 | modify | 949 | 1.00 | 111.205 | 111.581 | 111.005 | ||
| 5281 | 2016.05.30 15:37 | modify | 949 | 1.00 | 111.205 | 111.567 | 111.005 | ||
| 5282 | 2016.05.30 17:58 | modify | 949 | 1.00 | 111.205 | 111.557 | 111.005 | ||
| 5283 | 2016.05.30 18:00 | close | 949 | 1.00 | 111.071 | 111.557 | 111.005 | 13400.00 | 4322810.71 |
| 5284 | 2016.05.30 18:00 | buy | 950 | 1.00 | 111.068 | 0.000 | 0.000 | ||
| 5285 | 2016.05.30 18:00 | modify | 950 | 1.00 | 111.068 | 110.418 | 111.268 | ||
| 5286 | 2016.05.30 19:35 | modify | 950 | 1.00 | 111.068 | 110.668 | 111.268 | ||
| 5287 | 2016.05.30 19:43 | modify | 950 | 1.00 | 111.068 | 110.671 | 111.268 | ||
| 5288 | 2016.05.30 19:48 | modify | 950 | 1.00 | 111.068 | 110.672 | 111.268 | ||
| 5289 | 2016.05.30 19:49 | modify | 950 | 1.00 | 111.068 | 110.677 | 111.268 | ||
| 5290 | 2016.05.30 19:51 | close | 950 | 1.00 | 111.139 | 110.677 | 111.268 | 7100.00 | 4329910.71 |
| 5291 | 2016.06.06 19:53 | buy | 951 | 1.00 | 106.971 | 0.000 | 0.000 | ||
| 5292 | 2016.06.06 19:53 | modify | 951 | 1.00 | 106.971 | 106.321 | 107.171 | ||
| 5293 | 2016.06.06 20:18 | modify | 951 | 1.00 | 106.971 | 106.615 | 107.171 | ||
| 5294 | 2016.06.06 20:19 | modify | 951 | 1.00 | 106.971 | 106.619 | 107.171 | ||
| 5295 | 2016.06.06 20:23 | close | 951 | 1.00 | 107.086 | 106.619 | 107.171 | 11500.00 | 4341410.71 |
| 5296 | 2016.06.17 07:06 | buy | 952 | 1.00 | 104.213 | 0.000 | 0.000 | ||
| 5297 | 2016.06.17 07:06 | modify | 952 | 1.00 | 104.213 | 103.563 | 104.413 | ||
| 5298 | 2016.06.17 08:07 | modify | 952 | 1.00 | 104.213 | 103.821 | 104.413 | ||
| 5299 | 2016.06.17 08:18 | modify | 952 | 1.00 | 104.213 | 103.843 | 104.413 | ||
| 5300 | 2016.06.17 08:25 | modify | 952 | 1.00 | 104.213 | 103.852 | 104.413 | ||
| 5301 | 2016.06.17 08:30 | modify | 952 | 1.00 | 104.213 | 103.860 | 104.413 | ||
| 5302 | 2016.06.17 08:31 | close | 952 | 1.00 | 104.354 | 103.860 | 104.413 | 14100.00 | 4355510.71 |
| 5303 | 2016.06.24 13:50 | buy | 953 | 1.00 | 102.210 | 0.000 | 0.000 | ||
| 5304 | 2016.06.24 13:50 | modify | 953 | 1.00 | 102.210 | 101.560 | 102.410 | ||
| 5305 | 2016.06.24 13:51 | modify | 953 | 1.00 | 102.210 | 101.821 | 102.410 | ||
| 5306 | 2016.06.24 13:52 | modify | 953 | 1.00 | 102.210 | 101.848 | 102.410 | ||
| 5307 | 2016.06.24 14:17 | modify | 953 | 1.00 | 102.210 | 101.853 | 102.410 | ||
| 5308 | 2016.06.24 14:20 | close | 953 | 1.00 | 102.325 | 101.853 | 102.410 | 11500.00 | 4367010.71 |
| 5309 | 2016.06.27 10:08 | sell | 954 | 1.00 | 102.178 | 0.000 | 0.000 | ||
| 5310 | 2016.06.27 10:08 | modify | 954 | 1.00 | 102.178 | 102.828 | 101.978 | ||
| 5311 | 2016.06.27 10:12 | modify | 954 | 1.00 | 102.178 | 102.578 | 101.978 | ||
| 5312 | 2016.06.27 10:15 | modify | 954 | 1.00 | 102.178 | 102.533 | 101.978 | ||
| 5313 | 2016.06.27 10:22 | modify | 954 | 1.00 | 102.178 | 102.532 | 101.978 | ||
| 5314 | 2016.06.27 10:31 | close | 954 | 1.00 | 102.047 | 102.532 | 101.978 | 13100.00 | 4380110.71 |
| 5315 | 2016.06.27 19:26 | sell | 955 | 1.00 | 101.833 | 0.000 | 0.000 | ||
| 5316 | 2016.06.27 19:26 | modify | 955 | 1.00 | 101.833 | 102.483 | 101.633 | ||
| 5317 | 2016.06.27 19:40 | modify | 955 | 1.00 | 101.833 | 102.227 | 101.633 | ||
| 5318 | 2016.06.27 19:42 | modify | 955 | 1.00 | 101.833 | 102.214 | 101.633 | ||
| 5319 | 2016.06.27 19:45 | modify | 955 | 1.00 | 101.833 | 102.193 | 101.633 | ||
| 5320 | 2016.06.27 23:58 | close | 955 | 1.00 | 102.001 | 102.193 | 101.633 | -16800.00 | 4363310.71 |
| 5321 | 2016.06.28 03:01 | buy | 956 | 1.00 | 101.744 | 0.000 | 0.000 | ||
| 5322 | 2016.06.28 03:01 | modify | 956 | 1.00 | 101.744 | 101.094 | 101.944 | ||
| 5323 | 2016.06.28 03:15 | modify | 956 | 1.00 | 101.744 | 101.360 | 101.944 | ||
| 5324 | 2016.06.28 03:16 | modify | 956 | 1.00 | 101.744 | 101.389 | 101.944 | ||
| 5325 | 2016.06.28 03:17 | close | 956 | 1.00 | 101.853 | 101.389 | 101.944 | 10900.00 | 4374210.71 |
| 5326 | 2016.06.29 11:51 | sell | 957 | 1.00 | 102.574 | 0.000 | 0.000 | ||
| 5327 | 2016.06.29 11:51 | modify | 957 | 1.00 | 102.574 | 103.224 | 102.374 | ||
| 5328 | 2016.06.29 20:50 | close | 957 | 1.00 | 102.566 | 103.224 | 102.374 | 800.00 | 4375010.71 |
| 5329 | 2016.07.05 22:20 | sell | 958 | 1.00 | 101.645 | 0.000 | 0.000 | ||
| 5330 | 2016.07.05 22:20 | modify | 958 | 1.00 | 101.645 | 102.295 | 101.445 | ||
| 5331 | 2016.07.06 02:03 | close | 958 | 1.00 | 101.606 | 102.295 | 101.445 | 2501.07 | 4377511.78 |
| 5332 | 2016.07.06 16:23 | sell | 959 | 1.00 | 100.892 | 0.000 | 0.000 | ||
| 5333 | 2016.07.06 16:23 | modify | 959 | 1.00 | 100.892 | 101.542 | 100.692 | ||
| 5334 | 2016.07.06 16:35 | modify | 959 | 1.00 | 100.892 | 101.281 | 100.692 | ||
| 5335 | 2016.07.06 16:36 | modify | 959 | 1.00 | 100.892 | 101.268 | 100.692 | ||
| 5336 | 2016.07.06 16:39 | modify | 959 | 1.00 | 100.892 | 101.264 | 100.692 | ||
| 5337 | 2016.07.06 16:41 | modify | 959 | 1.00 | 100.892 | 101.253 | 100.692 | ||
| 5338 | 2016.07.06 16:42 | close | 959 | 1.00 | 100.789 | 101.253 | 100.692 | 10300.00 | 4387811.78 |
| 5339 | 2016.07.12 02:26 | buy | 960 | 1.00 | 102.626 | 0.000 | 0.000 | ||
| 5340 | 2016.07.12 02:26 | modify | 960 | 1.00 | 102.626 | 101.976 | 102.826 | ||
| 5341 | 2016.07.12 03:50 | modify | 960 | 1.00 | 102.626 | 102.237 | 102.826 | ||
| 5342 | 2016.07.12 03:58 | close | 960 | 1.00 | 102.775 | 102.237 | 102.826 | 14900.00 | 4402711.78 |
| 5343 | 2016.07.13 12:40 | sell | 961 | 1.00 | 104.658 | 0.000 | 0.000 | ||
| 5344 | 2016.07.13 12:40 | modify | 961 | 1.00 | 104.658 | 105.308 | 104.458 | ||
| 5345 | 2016.07.13 12:55 | modify | 961 | 1.00 | 104.658 | 105.052 | 104.458 | ||
| 5346 | 2016.07.13 12:56 | modify | 961 | 1.00 | 104.658 | 105.041 | 104.458 | ||
| 5347 | 2016.07.13 12:57 | modify | 961 | 1.00 | 104.658 | 105.021 | 104.458 | ||
| 5348 | 2016.07.13 13:02 | modify | 961 | 1.00 | 104.658 | 105.011 | 104.458 | ||
| 5349 | 2016.07.13 13:03 | close | 961 | 1.00 | 104.551 | 105.011 | 104.458 | 10700.00 | 4413411.78 |
| 5350 | 2016.07.14 17:52 | buy | 962 | 1.00 | 105.305 | 0.000 | 0.000 | ||
| 5351 | 2016.07.14 17:52 | modify | 962 | 1.00 | 105.305 | 104.655 | 105.505 | ||
| 5352 | 2016.07.14 17:56 | modify | 962 | 1.00 | 105.305 | 104.912 | 105.505 | ||
| 5353 | 2016.07.14 18:01 | modify | 962 | 1.00 | 105.305 | 104.924 | 105.505 | ||
| 5354 | 2016.07.14 18:02 | modify | 962 | 1.00 | 105.305 | 104.931 | 105.505 | ||
| 5355 | 2016.07.14 18:03 | modify | 962 | 1.00 | 105.305 | 104.950 | 105.505 | ||
| 5356 | 2016.07.14 18:04 | close | 962 | 1.00 | 105.416 | 104.950 | 105.505 | 11100.00 | 4424511.78 |
| 5357 | 2016.07.22 16:44 | buy | 963 | 1.00 | 105.878 | 0.000 | 0.000 | ||
| 5358 | 2016.07.22 16:44 | modify | 963 | 1.00 | 105.878 | 105.228 | 106.078 | ||
| 5359 | 2016.07.22 16:46 | modify | 963 | 1.00 | 105.878 | 105.493 | 106.078 | ||
| 5360 | 2016.07.22 16:47 | modify | 963 | 1.00 | 105.878 | 105.495 | 106.078 | ||
| 5361 | 2016.07.22 16:48 | modify | 963 | 1.00 | 105.878 | 105.514 | 106.078 | ||
| 5362 | 2016.07.22 17:04 | modify | 963 | 1.00 | 105.878 | 105.524 | 106.078 | ||
| 5363 | 2016.07.22 17:06 | close | 963 | 1.00 | 105.976 | 105.524 | 106.078 | 9800.00 | 4434311.78 |
| 5364 | 2016.07.26 17:03 | sell | 964 | 1.00 | 104.700 | 0.000 | 0.000 | ||
| 5365 | 2016.07.26 17:03 | modify | 964 | 1.00 | 104.700 | 105.350 | 104.500 | ||
| 5366 | 2016.07.26 17:13 | close | 964 | 1.00 | 104.595 | 105.350 | 104.500 | 10500.00 | 4444811.78 |
| 5367 | 2016.07.27 14:54 | sell | 965 | 1.00 | 105.799 | 0.000 | 0.000 | ||
| 5368 | 2016.07.27 14:54 | modify | 965 | 1.00 | 105.799 | 106.449 | 105.599 | ||
| 5369 | 2016.07.27 14:57 | modify | 965 | 1.00 | 105.799 | 106.198 | 105.599 | ||
| 5370 | 2016.07.27 15:00 | modify | 965 | 1.00 | 105.799 | 106.186 | 105.599 | ||
| 5371 | 2016.07.27 15:01 | modify | 965 | 1.00 | 105.799 | 106.158 | 105.599 | ||
| 5372 | 2016.07.27 15:05 | modify | 965 | 1.00 | 105.799 | 106.156 | 105.599 | ||
| 5373 | 2016.07.27 15:06 | modify | 965 | 1.00 | 105.799 | 106.149 | 105.599 | ||
| 5374 | 2016.07.27 15:07 | close | 965 | 1.00 | 105.687 | 106.149 | 105.599 | 11200.00 | 4456011.78 |
| 5375 | 2016.07.29 15:35 | buy | 966 | 1.00 | 103.102 | 0.000 | 0.000 | ||
| 5376 | 2016.07.29 15:35 | modify | 966 | 1.00 | 103.102 | 102.452 | 103.302 | ||
| 5377 | 2016.07.29 17:17 | close | 966 | 1.00 | 102.578 | 102.452 | 103.302 | -52400.00 | 4403611.78 |
| 5378 | 2016.08.08 21:28 | buy | 967 | 1.00 | 102.392 | 0.000 | 0.000 | ||
| 5379 | 2016.08.08 21:28 | modify | 967 | 1.00 | 102.392 | 101.742 | 102.592 | ||
| 5380 | 2016.08.08 21:41 | modify | 967 | 1.00 | 102.392 | 102.003 | 102.592 | ||
| 5381 | 2016.08.08 21:44 | modify | 967 | 1.00 | 102.392 | 102.005 | 102.592 | ||
| 5382 | 2016.08.08 21:48 | modify | 967 | 1.00 | 102.392 | 102.008 | 102.592 | ||
| 5383 | 2016.08.08 21:49 | modify | 967 | 1.00 | 102.392 | 102.014 | 102.592 | ||
| 5384 | 2016.08.08 21:58 | modify | 967 | 1.00 | 102.392 | 102.015 | 102.592 | ||
| 5385 | 2016.08.08 21:59 | modify | 967 | 1.00 | 102.392 | 102.017 | 102.592 | ||
| 5386 | 2016.08.08 22:00 | modify | 967 | 1.00 | 102.392 | 102.030 | 102.592 | ||
| 5387 | 2016.08.08 22:03 | modify | 967 | 1.00 | 102.392 | 102.033 | 102.592 | ||
| 5388 | 2016.08.09 00:29 | close | 967 | 1.00 | 102.481 | 102.033 | 102.592 | 9554.53 | 4413166.31 |
| 5389 | 2016.08.12 15:31 | buy | 968 | 1.00 | 101.521 | 0.000 | 0.000 | ||
| 5390 | 2016.08.12 15:31 | modify | 968 | 1.00 | 101.521 | 100.871 | 101.721 | ||
| 5391 | 2016.08.12 15:56 | close | 968 | 1.00 | 100.951 | 100.871 | 101.721 | -57000.00 | 4356166.31 |
| 5392 | 2016.08.17 03:33 | sell | 969 | 1.00 | 100.613 | 0.000 | 0.000 | ||
| 5393 | 2016.08.17 03:33 | modify | 969 | 1.00 | 100.613 | 101.263 | 100.413 | ||
| 5394 | 2016.08.17 04:03 | modify | 969 | 1.00 | 100.613 | 100.985 | 100.413 | ||
| 5395 | 2016.08.17 04:04 | close | 969 | 1.00 | 100.508 | 100.985 | 100.413 | 10500.00 | 4366666.31 |
| 5396 | 2016.08.17 14:12 | buy | 970 | 1.00 | 100.667 | 0.000 | 0.000 | ||
| 5397 | 2016.08.17 14:12 | modify | 970 | 1.00 | 100.667 | 100.017 | 100.867 | ||
| 5398 | 2016.08.17 14:33 | modify | 970 | 1.00 | 100.667 | 100.278 | 100.867 | ||
| 5399 | 2016.08.17 14:34 | modify | 970 | 1.00 | 100.667 | 100.293 | 100.867 | ||
| 5400 | 2016.08.17 14:35 | modify | 970 | 1.00 | 100.667 | 100.296 | 100.867 | ||