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 |
| 5401 | 2016.08.17 14:45 | modify | 970 | 1.00 | 100.667 | 100.297 | 100.867 | ||
| 5402 | 2016.08.17 17:59 | s/l | 970 | 1.00 | 100.301 | 100.297 | 100.867 | -36600.00 | 4333816.15 |
| 5403 | 2016.08.19 03:10 | sell | 971 | 1.00 | 100.278 | 0.000 | 0.000 | ||
| 5404 | 2016.08.19 03:10 | modify | 971 | 1.00 | 100.278 | 100.928 | 100.078 | ||
| 5405 | 2016.08.19 05:03 | modify | 971 | 1.00 | 100.278 | 100.641 | 100.078 | ||
| 5406 | 2016.08.19 05:04 | close | 971 | 1.00 | 100.169 | 100.641 | 100.078 | 10900.00 | 4344716.15 |
| 5407 | 2016.08.29 08:40 | sell | 972 | 1.00 | 102.321 | 0.000 | 0.000 | ||
| 5408 | 2016.08.29 08:40 | modify | 972 | 1.00 | 102.321 | 102.971 | 102.121 | ||
| 5409 | 2016.08.29 10:37 | modify | 972 | 1.00 | 102.321 | 102.716 | 102.121 | ||
| 5410 | 2016.08.29 10:43 | modify | 972 | 1.00 | 102.321 | 102.707 | 102.121 | ||
| 5411 | 2016.08.29 10:46 | modify | 972 | 1.00 | 102.321 | 102.705 | 102.121 | ||
| 5412 | 2016.08.29 11:06 | modify | 972 | 1.00 | 102.321 | 102.701 | 102.121 | ||
| 5413 | 2016.08.29 11:21 | modify | 972 | 1.00 | 102.321 | 102.689 | 102.121 | ||
| 5414 | 2016.08.29 11:22 | close | 972 | 1.00 | 102.218 | 102.689 | 102.121 | 10300.00 | 4355016.15 |
| 5415 | 2016.09.01 00:55 | buy | 973 | 1.00 | 103.341 | 0.000 | 0.000 | ||
| 5416 | 2016.09.01 00:55 | modify | 973 | 1.00 | 103.341 | 102.691 | 103.541 | ||
| 5417 | 2016.09.01 09:03 | close | 973 | 1.00 | 103.386 | 102.691 | 103.541 | 4500.00 | 4359516.15 |
| 5418 | 2016.09.02 04:35 | sell | 974 | 1.00 | 103.405 | 0.000 | 0.000 | ||
| 5419 | 2016.09.02 04:35 | modify | 974 | 1.00 | 103.405 | 104.055 | 103.205 | ||
| 5420 | 2016.09.02 05:05 | modify | 974 | 1.00 | 103.405 | 103.805 | 103.205 | ||
| 5421 | 2016.09.02 05:06 | modify | 974 | 1.00 | 103.405 | 103.797 | 103.205 | ||
| 5422 | 2016.09.02 05:07 | modify | 974 | 1.00 | 103.405 | 103.795 | 103.205 | ||
| 5423 | 2016.09.02 05:17 | modify | 974 | 1.00 | 103.405 | 103.767 | 103.205 | ||
| 5424 | 2016.09.02 05:18 | modify | 974 | 1.00 | 103.405 | 103.763 | 103.205 | ||
| 5425 | 2016.09.02 05:24 | modify | 974 | 1.00 | 103.405 | 103.760 | 103.205 | ||
| 5426 | 2016.09.02 07:05 | close | 974 | 1.00 | 103.302 | 103.760 | 103.205 | 10300.00 | 4369816.15 |
| 5427 | 2016.09.02 15:31 | buy | 975 | 1.00 | 103.028 | 0.000 | 0.000 | ||
| 5428 | 2016.09.02 15:31 | modify | 975 | 1.00 | 103.028 | 102.378 | 103.228 | ||
| 5429 | 2016.09.02 15:31 | t/p | 975 | 1.00 | 103.234 | 102.378 | 103.228 | 20600.00 | 4390416.15 |
| 5430 | 2016.09.13 07:25 | sell | 976 | 1.00 | 101.952 | 0.000 | 0.000 | ||
| 5431 | 2016.09.13 07:25 | modify | 976 | 1.00 | 101.952 | 102.602 | 101.752 | ||
| 5432 | 2016.09.13 08:10 | modify | 976 | 1.00 | 101.952 | 102.331 | 101.752 | ||
| 5433 | 2016.09.13 08:11 | modify | 976 | 1.00 | 101.952 | 102.319 | 101.752 | ||
| 5434 | 2016.09.13 08:56 | modify | 976 | 1.00 | 101.952 | 102.318 | 101.752 | ||
| 5435 | 2016.09.13 09:01 | modify | 976 | 1.00 | 101.952 | 102.310 | 101.752 | ||
| 5436 | 2016.09.13 09:04 | modify | 976 | 1.00 | 101.952 | 102.309 | 101.752 | ||
| 5437 | 2016.09.13 09:05 | close | 976 | 1.00 | 101.854 | 102.309 | 101.752 | 9800.00 | 4400216.15 |
| 5438 | 2016.09.14 11:54 | buy | 977 | 1.00 | 102.906 | 0.000 | 0.000 | ||
| 5439 | 2016.09.14 11:54 | modify | 977 | 1.00 | 102.906 | 102.256 | 103.106 | ||
| 5440 | 2016.09.14 15:13 | close | 977 | 1.00 | 102.853 | 102.256 | 103.106 | -5300.00 | 4394916.15 |
| 5441 | 2016.09.22 05:08 | sell | 978 | 1.00 | 100.472 | 0.000 | 0.000 | ||
| 5442 | 2016.09.22 05:08 | modify | 978 | 1.00 | 100.472 | 101.122 | 100.272 | ||
| 5443 | 2016.09.22 05:13 | modify | 978 | 1.00 | 100.472 | 100.858 | 100.272 | ||
| 5444 | 2016.09.22 05:19 | modify | 978 | 1.00 | 100.472 | 100.847 | 100.272 | ||
| 5445 | 2016.09.22 05:20 | modify | 978 | 1.00 | 100.472 | 100.831 | 100.272 | ||
| 5446 | 2016.09.22 05:21 | modify | 978 | 1.00 | 100.472 | 100.822 | 100.272 | ||
| 5447 | 2016.09.22 07:16 | close | 978 | 1.00 | 100.348 | 100.822 | 100.272 | 12400.00 | 4407316.15 |
| 5448 | 2016.09.27 12:15 | buy | 979 | 1.00 | 100.382 | 0.000 | 0.000 | ||
| 5449 | 2016.09.27 12:15 | modify | 979 | 1.00 | 100.382 | 99.732 | 100.582 | ||
| 5450 | 2016.09.27 12:22 | modify | 979 | 1.00 | 100.382 | 99.998 | 100.582 | ||
| 5451 | 2016.09.27 13:04 | modify | 979 | 1.00 | 100.382 | 100.005 | 100.582 | ||
| 5452 | 2016.09.27 13:34 | modify | 979 | 1.00 | 100.382 | 100.014 | 100.582 | ||
| 5453 | 2016.09.27 18:30 | close | 979 | 1.00 | 100.493 | 100.014 | 100.582 | 11100.00 | 4418416.15 |
| 5454 | 2016.09.28 00:03 | sell | 980 | 1.00 | 100.432 | 0.000 | 0.000 | ||
| 5455 | 2016.09.28 00:03 | modify | 980 | 1.00 | 100.432 | 101.082 | 100.232 | ||
| 5456 | 2016.09.28 01:48 | modify | 980 | 1.00 | 100.432 | 100.828 | 100.232 | ||
| 5457 | 2016.09.28 01:54 | modify | 980 | 1.00 | 100.432 | 100.821 | 100.232 | ||
| 5458 | 2016.09.28 01:55 | modify | 980 | 1.00 | 100.432 | 100.819 | 100.232 | ||
| 5459 | 2016.09.28 01:57 | modify | 980 | 1.00 | 100.432 | 100.818 | 100.232 | ||
| 5460 | 2016.09.28 02:02 | modify | 980 | 1.00 | 100.432 | 100.813 | 100.232 | ||
| 5461 | 2016.09.28 02:03 | modify | 980 | 1.00 | 100.432 | 100.797 | 100.232 | ||
| 5462 | 2016.09.28 02:04 | close | 980 | 1.00 | 100.335 | 100.797 | 100.232 | 9700.00 | 4428116.15 |
| 5463 | 2016.09.29 15:42 | sell | 981 | 1.00 | 101.764 | 0.000 | 0.000 | ||
| 5464 | 2016.09.29 15:42 | modify | 981 | 1.00 | 101.764 | 102.414 | 101.564 | ||
| 5465 | 2016.09.29 15:53 | modify | 981 | 1.00 | 101.764 | 102.149 | 101.564 | ||
| 5466 | 2016.09.29 15:54 | modify | 981 | 1.00 | 101.764 | 102.142 | 101.564 | ||
| 5467 | 2016.09.29 16:19 | modify | 981 | 1.00 | 101.764 | 102.139 | 101.564 | ||
| 5468 | 2016.09.29 16:24 | modify | 981 | 1.00 | 101.764 | 102.137 | 101.564 | ||
| 5469 | 2016.09.29 16:25 | modify | 981 | 1.00 | 101.764 | 102.121 | 101.564 | ||
| 5470 | 2016.09.29 16:26 | modify | 981 | 1.00 | 101.764 | 102.116 | 101.564 | ||
| 5471 | 2016.09.29 16:27 | close | 981 | 1.00 | 101.650 | 102.116 | 101.564 | 11400.00 | 4439516.15 |
| 5472 | 2016.09.30 09:06 | buy | 982 | 1.00 | 101.038 | 0.000 | 0.000 | ||
| 5473 | 2016.09.30 09:06 | modify | 982 | 1.00 | 101.038 | 100.388 | 101.238 | ||
| 5474 | 2016.09.30 11:47 | modify | 982 | 1.00 | 101.038 | 100.640 | 101.238 | ||
| 5475 | 2016.09.30 11:48 | modify | 982 | 1.00 | 101.038 | 100.645 | 101.238 | ||
| 5476 | 2016.09.30 12:47 | close | 982 | 1.00 | 101.162 | 100.645 | 101.238 | 12400.00 | 4451916.15 |
| 5477 | 2016.10.06 23:50 | buy | 983 | 1.00 | 103.946 | 0.000 | 0.000 | ||
| 5478 | 2016.10.06 23:50 | modify | 983 | 1.00 | 103.946 | 103.296 | 104.146 | ||
| 5479 | 2016.10.07 00:17 | modify | 983 | 1.00 | 103.946 | 103.548 | 104.146 | ||
| 5480 | 2016.10.07 00:18 | modify | 983 | 1.00 | 103.946 | 103.550 | 104.146 | ||
| 5481 | 2016.10.07 00:19 | modify | 983 | 1.00 | 103.946 | 103.563 | 104.146 | ||
| 5482 | 2016.10.07 04:06 | s/l | 983 | 1.00 | 103.563 | 103.563 | 104.146 | -37607.02 | 4414309.13 |
| 5483 | 2016.10.13 05:14 | buy | 984 | 1.00 | 103.868 | 0.000 | 0.000 | ||
| 5484 | 2016.10.13 05:14 | modify | 984 | 1.00 | 103.868 | 103.218 | 104.068 | ||
| 5485 | 2016.10.13 05:16 | modify | 984 | 1.00 | 103.868 | 103.499 | 104.068 | ||
| 5486 | 2016.10.13 10:39 | modify | 984 | 1.00 | 103.868 | 103.501 | 104.068 | ||
| 5487 | 2016.10.13 10:40 | close | 984 | 1.00 | 103.974 | 103.501 | 104.068 | 10600.00 | 4424909.13 |
| 5488 | 2016.10.14 03:02 | sell | 985 | 1.00 | 103.778 | 0.000 | 0.000 | ||
| 5489 | 2016.10.14 03:02 | modify | 985 | 1.00 | 103.778 | 104.428 | 103.578 | ||
| 5490 | 2016.10.14 04:05 | modify | 985 | 1.00 | 103.778 | 104.177 | 103.578 | ||
| 5491 | 2016.10.14 04:06 | modify | 985 | 1.00 | 103.778 | 104.163 | 103.578 | ||
| 5492 | 2016.10.14 04:12 | modify | 985 | 1.00 | 103.778 | 104.150 | 103.578 | ||
| 5493 | 2016.10.14 04:14 | modify | 985 | 1.00 | 103.778 | 104.145 | 103.578 | ||
| 5494 | 2016.10.14 04:17 | close | 985 | 1.00 | 103.672 | 104.145 | 103.578 | 10600.00 | 4435509.13 |
| 5495 | 2016.10.25 18:22 | buy | 986 | 1.00 | 104.436 | 0.000 | 0.000 | ||
| 5496 | 2016.10.25 18:22 | modify | 986 | 1.00 | 104.436 | 103.786 | 104.636 | ||
| 5497 | 2016.10.26 04:34 | close | 986 | 1.00 | 104.331 | 103.786 | 104.636 | -9805.15 | 4425703.97 |
| 5498 | 2016.11.04 03:02 | sell | 987 | 1.00 | 103.080 | 0.000 | 0.000 | ||
| 5499 | 2016.11.04 03:02 | modify | 987 | 1.00 | 103.080 | 103.730 | 102.880 | ||
| 5500 | 2016.11.04 03:55 | modify | 987 | 1.00 | 103.080 | 103.468 | 102.880 | ||
| 5501 | 2016.11.04 03:56 | close | 987 | 1.00 | 102.975 | 103.468 | 102.880 | 10500.00 | 4436203.97 |
| 5502 | 2016.11.04 11:26 | buy | 988 | 1.00 | 102.993 | 0.000 | 0.000 | ||
| 5503 | 2016.11.04 11:26 | modify | 988 | 1.00 | 102.993 | 102.343 | 103.193 | ||
| 5504 | 2016.11.04 11:32 | modify | 988 | 1.00 | 102.993 | 102.593 | 103.193 | ||
| 5505 | 2016.11.04 11:43 | modify | 988 | 1.00 | 102.993 | 102.600 | 103.193 | ||
| 5506 | 2016.11.04 15:31 | close | 988 | 1.00 | 103.120 | 102.600 | 103.193 | 12700.00 | 4448903.97 |
| 5507 | 2016.11.18 13:51 | buy | 989 | 1.00 | 110.178 | 0.000 | 0.000 | ||
| 5508 | 2016.11.18 13:51 | modify | 989 | 1.00 | 110.178 | 109.528 | 110.378 | ||
| 5509 | 2016.11.18 14:03 | modify | 989 | 1.00 | 110.178 | 109.793 | 110.378 | ||
| 5510 | 2016.11.18 14:04 | close | 989 | 1.00 | 110.286 | 109.793 | 110.378 | 10800.00 | 4459703.97 |
| 5511 | 2016.11.22 08:41 | sell | 990 | 1.00 | 110.987 | 0.000 | 0.000 | ||
| 5512 | 2016.11.22 08:41 | modify | 990 | 1.00 | 110.987 | 111.637 | 110.787 | ||
| 5513 | 2016.11.22 09:53 | modify | 990 | 1.00 | 110.987 | 111.380 | 110.787 | ||
| 5514 | 2016.11.22 09:54 | modify | 990 | 1.00 | 110.987 | 111.341 | 110.787 | ||
| 5515 | 2016.11.22 09:57 | close | 990 | 1.00 | 110.878 | 111.341 | 110.787 | 10900.00 | 4470603.97 |
| 5516 | 2016.11.23 05:00 | buy | 991 | 1.00 | 110.964 | 0.000 | 0.000 | ||
| 5517 | 2016.11.23 05:00 | modify | 991 | 1.00 | 110.964 | 110.314 | 111.164 | ||
| 5518 | 2016.11.23 05:17 | modify | 991 | 1.00 | 110.964 | 110.575 | 111.164 | ||
| 5519 | 2016.11.23 05:19 | modify | 991 | 1.00 | 110.964 | 110.578 | 111.164 | ||
| 5520 | 2016.11.23 05:20 | modify | 991 | 1.00 | 110.964 | 110.588 | 111.164 | ||
| 5521 | 2016.11.23 05:22 | modify | 991 | 1.00 | 110.964 | 110.605 | 111.164 | ||
| 5522 | 2016.11.23 05:32 | modify | 991 | 1.00 | 110.964 | 110.613 | 111.164 | ||
| 5523 | 2016.11.23 05:34 | close | 991 | 1.00 | 111.083 | 110.613 | 111.164 | 11900.00 | 4482503.97 |
| 5524 | 2016.11.24 01:38 | sell | 992 | 1.00 | 112.713 | 0.000 | 0.000 | ||
| 5525 | 2016.11.24 01:38 | modify | 992 | 1.00 | 112.713 | 113.363 | 112.513 | ||
| 5526 | 2016.11.24 01:46 | modify | 992 | 1.00 | 112.713 | 113.097 | 112.513 | ||
| 5527 | 2016.11.24 01:48 | modify | 992 | 1.00 | 112.713 | 113.072 | 112.513 | ||
| 5528 | 2016.11.24 01:49 | close | 992 | 1.00 | 112.615 | 113.072 | 112.513 | 9800.00 | 4492303.97 |
| 5529 | 2016.11.25 02:10 | sell | 993 | 1.00 | 113.393 | 0.000 | 0.000 | ||
| 5530 | 2016.11.25 02:10 | modify | 993 | 1.00 | 113.393 | 114.043 | 113.193 | ||
| 5531 | 2016.11.25 06:00 | close | 993 | 1.00 | 113.438 | 114.043 | 113.193 | -4500.00 | 4487803.97 |
| 5532 | 2016.11.25 06:00 | buy | 994 | 1.00 | 113.437 | 0.000 | 0.000 | ||
| 5533 | 2016.11.25 06:00 | modify | 994 | 1.00 | 113.437 | 112.787 | 113.637 | ||
| 5534 | 2016.11.25 06:07 | modify | 994 | 1.00 | 113.437 | 113.065 | 113.637 | ||
| 5535 | 2016.11.25 06:08 | modify | 994 | 1.00 | 113.437 | 113.067 | 113.637 | ||
| 5536 | 2016.11.25 06:09 | modify | 994 | 1.00 | 113.437 | 113.077 | 113.637 | ||
| 5537 | 2016.11.25 06:10 | modify | 994 | 1.00 | 113.437 | 113.080 | 113.637 | ||
| 5538 | 2016.11.25 06:12 | close | 994 | 1.00 | 113.555 | 113.080 | 113.637 | 11800.00 | 4499603.97 |
| 5539 | 2016.11.28 12:06 | sell | 995 | 1.00 | 112.413 | 0.000 | 0.000 | ||
| 5540 | 2016.11.28 12:06 | modify | 995 | 1.00 | 112.413 | 113.063 | 112.213 | ||
| 5541 | 2016.11.28 12:21 | modify | 995 | 1.00 | 112.413 | 112.802 | 112.213 | ||
| 5542 | 2016.11.28 12:22 | modify | 995 | 1.00 | 112.413 | 112.796 | 112.213 | ||
| 5543 | 2016.11.28 12:31 | modify | 995 | 1.00 | 112.413 | 112.791 | 112.213 | ||
| 5544 | 2016.11.28 12:36 | modify | 995 | 1.00 | 112.413 | 112.764 | 112.213 | ||
| 5545 | 2016.11.28 12:40 | close | 995 | 1.00 | 112.305 | 112.764 | 112.213 | 10800.00 | 4510403.97 |
| 5546 | 2016.11.28 14:35 | sell | 996 | 1.00 | 112.641 | 0.000 | 0.000 | ||
| 5547 | 2016.11.28 14:35 | modify | 996 | 1.00 | 112.641 | 113.291 | 112.441 | ||
| 5548 | 2016.11.28 14:38 | modify | 996 | 1.00 | 112.641 | 113.020 | 112.441 | ||
| 5549 | 2016.11.28 14:44 | modify | 996 | 1.00 | 112.641 | 113.009 | 112.441 | ||
| 5550 | 2016.11.28 15:17 | modify | 996 | 1.00 | 112.641 | 113.001 | 112.441 | ||