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 |
| 5551 | 2016.11.28 17:20 | close | 996 | 1.00 | 112.521 | 113.001 | 112.441 | 12000.00 | 4522403.97 |
| 5552 | 2016.11.28 17:29 | buy | 997 | 1.00 | 112.314 | 0.000 | 0.000 | ||
| 5553 | 2016.11.28 17:29 | modify | 997 | 1.00 | 112.314 | 111.664 | 112.514 | ||
| 5554 | 2016.11.28 17:32 | modify | 997 | 1.00 | 112.314 | 111.934 | 112.514 | ||
| 5555 | 2016.11.28 19:01 | modify | 997 | 1.00 | 112.314 | 111.952 | 112.514 | ||
| 5556 | 2016.11.28 19:02 | close | 997 | 1.00 | 112.418 | 111.952 | 112.514 | 10400.00 | 4532803.97 |
| 5557 | 2016.11.28 23:24 | buy | 998 | 1.00 | 112.076 | 0.000 | 0.000 | ||
| 5558 | 2016.11.28 23:24 | modify | 998 | 1.00 | 112.076 | 111.426 | 112.276 | ||
| 5559 | 2016.11.29 03:03 | close | 998 | 1.00 | 112.108 | 111.426 | 112.276 | 3946.24 | 4536750.21 |
| 5560 | 2016.11.29 09:21 | sell | 999 | 1.00 | 112.296 | 0.000 | 0.000 | ||
| 5561 | 2016.11.29 09:21 | modify | 999 | 1.00 | 112.296 | 112.946 | 112.096 | ||
| 5562 | 2016.11.29 10:02 | modify | 999 | 1.00 | 112.296 | 112.689 | 112.096 | ||
| 5563 | 2016.11.29 10:03 | close | 999 | 1.00 | 112.185 | 112.689 | 112.096 | 11100.00 | 4547850.21 |
| 5564 | 2016.12.05 19:37 | buy | 1000 | 1.00 | 113.852 | 0.000 | 0.000 | ||
| 5565 | 2016.12.05 19:37 | modify | 1000 | 1.00 | 113.852 | 113.202 | 114.052 | ||
| 5566 | 2016.12.05 20:07 | close | 1000 | 1.00 | 113.232 | 113.202 | 114.052 | -62000.00 | 4485850.21 |
| 5567 | 2017.01.04 03:02 | sell | 1001 | 1.00 | 118.024 | 0.000 | 0.000 | ||
| 5568 | 2017.01.04 03:02 | modify | 1001 | 1.00 | 118.024 | 118.674 | 117.824 | ||
| 5569 | 2017.01.04 03:08 | modify | 1001 | 1.00 | 118.024 | 118.406 | 117.824 | ||
| 5570 | 2017.01.04 03:10 | modify | 1001 | 1.00 | 118.024 | 118.399 | 117.824 | ||
| 5571 | 2017.01.04 03:13 | modify | 1001 | 1.00 | 118.024 | 118.381 | 117.824 | ||
| 5572 | 2017.01.04 03:18 | close | 1001 | 1.00 | 117.912 | 118.381 | 117.824 | 11200.00 | 4497050.21 |
| 5573 | 2017.01.04 11:15 | buy | 1002 | 1.00 | 117.597 | 0.000 | 0.000 | ||
| 5574 | 2017.01.04 11:15 | modify | 1002 | 1.00 | 117.597 | 116.947 | 117.797 | ||
| 5575 | 2017.01.04 11:44 | modify | 1002 | 1.00 | 117.597 | 117.197 | 117.797 | ||
| 5576 | 2017.01.04 11:47 | modify | 1002 | 1.00 | 117.597 | 117.207 | 117.797 | ||
| 5577 | 2017.01.04 11:49 | modify | 1002 | 1.00 | 117.597 | 117.227 | 117.797 | ||
| 5578 | 2017.01.04 11:55 | modify | 1002 | 1.00 | 117.597 | 117.228 | 117.797 | ||
| 5579 | 2017.01.04 11:57 | modify | 1002 | 1.00 | 117.597 | 117.242 | 117.797 | ||
| 5580 | 2017.01.04 12:01 | modify | 1002 | 1.00 | 117.597 | 117.243 | 117.797 | ||
| 5581 | 2017.01.04 12:03 | close | 1002 | 1.00 | 117.719 | 117.243 | 117.797 | 12200.00 | 4509250.21 |
| 5582 | 2017.01.12 05:50 | buy | 1003 | 1.00 | 114.457 | 0.000 | 0.000 | ||
| 5583 | 2017.01.12 05:50 | modify | 1003 | 1.00 | 114.457 | 113.807 | 114.657 | ||
| 5584 | 2017.01.12 05:51 | modify | 1003 | 1.00 | 114.457 | 114.075 | 114.657 | ||
| 5585 | 2017.01.12 05:53 | modify | 1003 | 1.00 | 114.457 | 114.084 | 114.657 | ||
| 5586 | 2017.01.12 06:22 | modify | 1003 | 1.00 | 114.457 | 114.090 | 114.657 | ||
| 5587 | 2017.01.12 06:23 | close | 1003 | 1.00 | 114.583 | 114.090 | 114.657 | 12600.00 | 4521850.21 |
| 5588 | 2017.01.19 09:32 | sell | 1004 | 1.00 | 114.853 | 0.000 | 0.000 | ||
| 5589 | 2017.01.19 09:32 | modify | 1004 | 1.00 | 114.853 | 115.503 | 114.653 | ||
| 5590 | 2017.01.19 09:47 | modify | 1004 | 1.00 | 114.853 | 115.251 | 114.653 | ||
| 5591 | 2017.01.19 10:13 | modify | 1004 | 1.00 | 114.853 | 115.248 | 114.653 | ||
| 5592 | 2017.01.19 10:18 | modify | 1004 | 1.00 | 114.853 | 115.228 | 114.653 | ||
| 5593 | 2017.01.19 10:29 | modify | 1004 | 1.00 | 114.853 | 115.219 | 114.653 | ||
| 5594 | 2017.01.19 10:33 | modify | 1004 | 1.00 | 114.853 | 115.214 | 114.653 | ||
| 5595 | 2017.01.19 10:36 | modify | 1004 | 1.00 | 114.853 | 115.210 | 114.653 | ||
| 5596 | 2017.01.19 10:37 | close | 1004 | 1.00 | 114.746 | 115.210 | 114.653 | 10700.00 | 4532550.21 |
| 5597 | 2017.01.24 05:29 | buy | 1005 | 1.00 | 112.596 | 0.000 | 0.000 | ||
| 5598 | 2017.01.24 05:29 | modify | 1005 | 1.00 | 112.596 | 111.946 | 112.796 | ||
| 5599 | 2017.01.24 05:46 | modify | 1005 | 1.00 | 112.596 | 112.212 | 112.796 | ||
| 5600 | 2017.01.24 05:47 | modify | 1005 | 1.00 | 112.596 | 112.214 | 112.796 | ||
| 5601 | 2017.01.24 05:52 | modify | 1005 | 1.00 | 112.596 | 112.235 | 112.796 | ||
| 5602 | 2017.01.24 06:00 | close | 1005 | 1.00 | 112.720 | 112.235 | 112.796 | 12400.00 | 4544950.21 |
| 5603 | 2017.01.24 06:42 | sell | 1006 | 1.00 | 113.039 | 0.000 | 0.000 | ||
| 5604 | 2017.01.24 06:42 | modify | 1006 | 1.00 | 113.039 | 113.689 | 112.839 | ||
| 5605 | 2017.01.24 06:47 | modify | 1006 | 1.00 | 113.039 | 113.418 | 112.839 | ||
| 5606 | 2017.01.24 06:52 | modify | 1006 | 1.00 | 113.039 | 113.417 | 112.839 | ||
| 5607 | 2017.01.24 06:56 | modify | 1006 | 1.00 | 113.039 | 113.407 | 112.839 | ||
| 5608 | 2017.01.24 06:57 | modify | 1006 | 1.00 | 113.039 | 113.403 | 112.839 | ||
| 5609 | 2017.01.24 06:58 | modify | 1006 | 1.00 | 113.039 | 113.398 | 112.839 | ||
| 5610 | 2017.01.24 06:59 | close | 1006 | 1.00 | 112.937 | 113.398 | 112.839 | 10200.00 | 4555150.21 |
| 5611 | 2017.01.26 20:17 | buy | 1007 | 1.00 | 114.366 | 0.000 | 0.000 | ||
| 5612 | 2017.01.26 20:17 | modify | 1007 | 1.00 | 114.366 | 113.716 | 114.566 | ||
| 5613 | 2017.01.26 20:26 | modify | 1007 | 1.00 | 114.366 | 113.979 | 114.566 | ||
| 5614 | 2017.01.26 20:27 | modify | 1007 | 1.00 | 114.366 | 113.980 | 114.566 | ||
| 5615 | 2017.01.26 20:28 | modify | 1007 | 1.00 | 114.366 | 113.982 | 114.566 | ||
| 5616 | 2017.01.26 20:29 | modify | 1007 | 1.00 | 114.366 | 113.994 | 114.566 | ||
| 5617 | 2017.01.26 20:30 | modify | 1007 | 1.00 | 114.366 | 114.013 | 114.566 | ||
| 5618 | 2017.01.26 20:32 | modify | 1007 | 1.00 | 114.366 | 114.015 | 114.566 | ||
| 5619 | 2017.01.26 20:36 | close | 1007 | 1.00 | 114.470 | 114.015 | 114.566 | 10400.00 | 4565550.21 |
| 5620 | 2017.01.27 14:55 | sell | 1008 | 1.00 | 115.233 | 0.000 | 0.000 | ||
| 5621 | 2017.01.27 14:55 | modify | 1008 | 1.00 | 115.233 | 115.883 | 115.033 | ||
| 5622 | 2017.01.27 15:01 | modify | 1008 | 1.00 | 115.233 | 115.630 | 115.033 | ||
| 5623 | 2017.01.27 15:10 | modify | 1008 | 1.00 | 115.233 | 115.611 | 115.033 | ||
| 5624 | 2017.01.27 15:11 | modify | 1008 | 1.00 | 115.233 | 115.610 | 115.033 | ||
| 5625 | 2017.01.27 15:12 | modify | 1008 | 1.00 | 115.233 | 115.590 | 115.033 | ||
| 5626 | 2017.01.27 15:29 | close | 1008 | 1.00 | 115.131 | 115.590 | 115.033 | 10200.00 | 4575750.21 |
| 5627 | 2017.02.01 02:25 | sell | 1009 | 1.00 | 112.978 | 0.000 | 0.000 | ||
| 5628 | 2017.02.01 02:25 | modify | 1009 | 1.00 | 112.978 | 113.628 | 112.778 | ||
| 5629 | 2017.02.01 02:32 | modify | 1009 | 1.00 | 112.978 | 113.372 | 112.778 | ||
| 5630 | 2017.02.01 02:33 | modify | 1009 | 1.00 | 112.978 | 113.357 | 112.778 | ||
| 5631 | 2017.02.01 02:36 | modify | 1009 | 1.00 | 112.978 | 113.347 | 112.778 | ||
| 5632 | 2017.02.01 08:18 | s/l | 1009 | 1.00 | 113.352 | 113.347 | 112.778 | -37400.00 | 4538350.21 |
| 5633 | 2017.02.08 20:32 | sell | 1010 | 1.00 | 112.180 | 0.000 | 0.000 | ||
| 5634 | 2017.02.08 20:32 | modify | 1010 | 1.00 | 112.180 | 112.830 | 111.980 | ||
| 5635 | 2017.02.08 20:44 | modify | 1010 | 1.00 | 112.180 | 112.570 | 111.980 | ||
| 5636 | 2017.02.08 21:05 | modify | 1010 | 1.00 | 112.180 | 112.569 | 111.980 | ||
| 5637 | 2017.02.08 21:07 | modify | 1010 | 1.00 | 112.180 | 112.567 | 111.980 | ||
| 5638 | 2017.02.08 21:08 | modify | 1010 | 1.00 | 112.180 | 112.562 | 111.980 | ||
| 5639 | 2017.02.08 21:09 | modify | 1010 | 1.00 | 112.180 | 112.546 | 111.980 | ||
| 5640 | 2017.02.08 21:14 | modify | 1010 | 1.00 | 112.180 | 112.542 | 111.980 | ||
| 5641 | 2017.02.08 21:17 | modify | 1010 | 1.00 | 112.180 | 112.530 | 111.980 | ||
| 5642 | 2017.02.08 21:21 | close | 1010 | 1.00 | 112.080 | 112.530 | 111.980 | 10000.00 | 4548350.21 |
| 5643 | 2017.02.13 08:45 | buy | 1011 | 1.00 | 113.591 | 0.000 | 0.000 | ||
| 5644 | 2017.02.13 08:45 | modify | 1011 | 1.00 | 113.591 | 112.941 | 113.791 | ||
| 5645 | 2017.02.13 09:04 | modify | 1011 | 1.00 | 113.591 | 113.202 | 113.791 | ||
| 5646 | 2017.02.13 09:05 | modify | 1011 | 1.00 | 113.591 | 113.225 | 113.791 | ||
| 5647 | 2017.02.13 09:08 | close | 1011 | 1.00 | 113.687 | 113.225 | 113.791 | 9600.00 | 4557950.21 |
| 5648 | 2017.02.17 10:25 | buy | 1012 | 1.00 | 113.235 | 0.000 | 0.000 | ||
| 5649 | 2017.02.17 10:25 | modify | 1012 | 1.00 | 113.235 | 112.585 | 113.435 | ||
| 5650 | 2017.02.17 15:36 | close | 1012 | 1.00 | 112.655 | 112.585 | 113.435 | -58000.00 | 4499950.21 |
| 5651 | 2017.02.28 02:55 | buy | 1013 | 1.00 | 112.455 | 0.000 | 0.000 | ||
| 5652 | 2017.02.28 02:55 | modify | 1013 | 1.00 | 112.455 | 111.805 | 112.655 | ||
| 5653 | 2017.02.28 02:56 | close | 1013 | 1.00 | 112.559 | 111.805 | 112.655 | 10400.00 | 4510350.21 |
| 5654 | 2017.02.28 08:49 | buy | 1014 | 1.00 | 112.368 | 0.000 | 0.000 | ||
| 5655 | 2017.02.28 08:49 | modify | 1014 | 1.00 | 112.368 | 111.718 | 112.568 | ||
| 5656 | 2017.02.28 09:15 | modify | 1014 | 1.00 | 112.368 | 111.970 | 112.568 | ||
| 5657 | 2017.02.28 09:16 | modify | 1014 | 1.00 | 112.368 | 111.987 | 112.568 | ||
| 5658 | 2017.02.28 09:19 | modify | 1014 | 1.00 | 112.368 | 111.989 | 112.568 | ||
| 5659 | 2017.02.28 09:24 | modify | 1014 | 1.00 | 112.368 | 111.995 | 112.568 | ||
| 5660 | 2017.02.28 09:38 | modify | 1014 | 1.00 | 112.368 | 112.001 | 112.568 | ||
| 5661 | 2017.02.28 11:52 | close | 1014 | 1.00 | 112.441 | 112.001 | 112.568 | 7300.00 | 4517650.21 |
| 5662 | 2017.03.06 07:15 | sell | 1015 | 1.00 | 113.903 | 0.000 | 0.000 | ||
| 5663 | 2017.03.06 07:15 | modify | 1015 | 1.00 | 113.903 | 114.553 | 113.703 | ||
| 5664 | 2017.03.06 07:44 | modify | 1015 | 1.00 | 113.903 | 114.298 | 113.703 | ||
| 5665 | 2017.03.06 07:51 | modify | 1015 | 1.00 | 113.903 | 114.296 | 113.703 | ||
| 5666 | 2017.03.06 07:52 | modify | 1015 | 1.00 | 113.903 | 114.294 | 113.703 | ||
| 5667 | 2017.03.06 08:18 | modify | 1015 | 1.00 | 113.903 | 114.277 | 113.703 | ||
| 5668 | 2017.03.06 08:21 | modify | 1015 | 1.00 | 113.903 | 114.271 | 113.703 | ||
| 5669 | 2017.03.06 08:23 | modify | 1015 | 1.00 | 113.903 | 114.268 | 113.703 | ||
| 5670 | 2017.03.06 08:32 | modify | 1015 | 1.00 | 113.903 | 114.265 | 113.703 | ||
| 5671 | 2017.03.06 08:33 | close | 1015 | 1.00 | 113.780 | 114.265 | 113.703 | 12300.00 | 4529950.21 |
| 5672 | 2017.03.22 22:41 | sell | 1016 | 1.00 | 111.145 | 0.000 | 0.000 | ||
| 5673 | 2017.03.22 22:41 | modify | 1016 | 1.00 | 111.145 | 111.795 | 110.945 | ||
| 5674 | 2017.03.23 06:47 | close | 1016 | 1.00 | 111.345 | 111.795 | 110.945 | -24446.60 | 4505503.61 |
| 5675 | 2017.03.23 10:32 | buy | 1017 | 1.00 | 111.109 | 0.000 | 0.000 | ||
| 5676 | 2017.03.23 10:32 | modify | 1017 | 1.00 | 111.109 | 110.459 | 111.309 | ||
| 5677 | 2017.03.23 10:45 | modify | 1017 | 1.00 | 111.109 | 110.734 | 111.309 | ||
| 5678 | 2017.03.23 10:51 | modify | 1017 | 1.00 | 111.109 | 110.741 | 111.309 | ||
| 5679 | 2017.03.23 10:52 | modify | 1017 | 1.00 | 111.109 | 110.756 | 111.309 | ||
| 5680 | 2017.03.23 10:53 | close | 1017 | 1.00 | 111.223 | 110.756 | 111.309 | 11400.00 | 4516903.61 |
| 5681 | 2017.03.27 12:26 | sell | 1018 | 1.00 | 110.393 | 0.000 | 0.000 | ||
| 5682 | 2017.03.27 12:26 | modify | 1018 | 1.00 | 110.393 | 111.043 | 110.193 | ||
| 5683 | 2017.03.27 12:36 | modify | 1018 | 1.00 | 110.393 | 110.789 | 110.193 | ||
| 5684 | 2017.03.27 12:45 | modify | 1018 | 1.00 | 110.393 | 110.782 | 110.193 | ||
| 5685 | 2017.03.27 12:46 | modify | 1018 | 1.00 | 110.393 | 110.777 | 110.193 | ||
| 5686 | 2017.03.27 12:52 | modify | 1018 | 1.00 | 110.393 | 110.769 | 110.193 | ||
| 5687 | 2017.03.27 12:53 | modify | 1018 | 1.00 | 110.393 | 110.756 | 110.193 | ||
| 5688 | 2017.03.27 12:54 | modify | 1018 | 1.00 | 110.393 | 110.750 | 110.193 | ||
| 5689 | 2017.03.27 12:56 | close | 1018 | 1.00 | 110.281 | 110.750 | 110.193 | 11200.00 | 4528103.61 |
| 5690 | 2017.04.05 22:18 | buy | 1019 | 1.00 | 110.824 | 0.000 | 0.000 | ||
| 5691 | 2017.04.05 22:18 | modify | 1019 | 1.00 | 110.824 | 110.174 | 111.024 | ||
| 5692 | 2017.04.06 09:23 | close | 1019 | 1.00 | 110.531 | 110.174 | 111.024 | -27085.96 | 4501017.65 |
| 5693 | 2017.04.06 22:00 | buy | 1020 | 1.00 | 110.745 | 0.000 | 0.000 | ||
| 5694 | 2017.04.06 22:00 | modify | 1020 | 1.00 | 110.745 | 110.095 | 110.945 | ||
| 5695 | 2017.04.06 22:04 | modify | 1020 | 1.00 | 110.745 | 110.352 | 110.945 | ||
| 5696 | 2017.04.06 22:11 | modify | 1020 | 1.00 | 110.745 | 110.358 | 110.945 | ||
| 5697 | 2017.04.06 22:15 | modify | 1020 | 1.00 | 110.745 | 110.370 | 110.945 | ||
| 5698 | 2017.04.06 22:41 | modify | 1020 | 1.00 | 110.745 | 110.375 | 110.945 | ||
| 5699 | 2017.04.06 22:43 | modify | 1020 | 1.00 | 110.745 | 110.380 | 110.945 | ||
| 5700 | 2017.04.07 00:47 | close | 1020 | 1.00 | 110.825 | 110.380 | 110.945 | 8738.73 | 4509756.38 |