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 |
| 5701 | 2017.04.12 09:56 | sell | 1021 | 1.00 | 109.643 | 0.000 | 0.000 | ||
| 5702 | 2017.04.12 09:56 | modify | 1021 | 1.00 | 109.643 | 110.293 | 109.443 | ||
| 5703 | 2017.04.12 10:01 | modify | 1021 | 1.00 | 109.643 | 110.033 | 109.443 | ||
| 5704 | 2017.04.12 15:17 | modify | 1021 | 1.00 | 109.643 | 110.031 | 109.443 | ||
| 5705 | 2017.04.12 15:18 | modify | 1021 | 1.00 | 109.643 | 110.029 | 109.443 | ||
| 5706 | 2017.04.12 15:20 | modify | 1021 | 1.00 | 109.643 | 110.020 | 109.443 | ||
| 5707 | 2017.04.12 15:21 | close | 1021 | 1.00 | 109.541 | 110.020 | 109.443 | 10200.00 | 4519956.38 |
| 5708 | 2017.04.13 08:34 | sell | 1022 | 1.00 | 109.009 | 0.000 | 0.000 | ||
| 5709 | 2017.04.13 08:34 | modify | 1022 | 1.00 | 109.009 | 109.659 | 108.809 | ||
| 5710 | 2017.04.13 11:05 | modify | 1022 | 1.00 | 109.009 | 109.407 | 108.809 | ||
| 5711 | 2017.04.13 11:06 | close | 1022 | 1.00 | 108.940 | 109.407 | 108.809 | 6900.00 | 4526856.38 |
| 5712 | 2017.04.13 19:50 | buy | 1023 | 1.00 | 109.066 | 0.000 | 0.000 | ||
| 5713 | 2017.04.13 19:50 | modify | 1023 | 1.00 | 109.066 | 108.416 | 109.266 | ||
| 5714 | 2017.04.13 19:52 | modify | 1023 | 1.00 | 109.066 | 108.670 | 109.266 | ||
| 5715 | 2017.04.13 21:08 | modify | 1023 | 1.00 | 109.066 | 108.672 | 109.266 | ||
| 5716 | 2017.04.13 21:09 | modify | 1023 | 1.00 | 109.066 | 108.675 | 109.266 | ||
| 5717 | 2017.04.13 21:20 | modify | 1023 | 1.00 | 109.066 | 108.678 | 109.266 | ||
| 5718 | 2017.04.13 21:22 | modify | 1023 | 1.00 | 109.066 | 108.681 | 109.266 | ||
| 5719 | 2017.04.13 21:26 | modify | 1023 | 1.00 | 109.066 | 108.687 | 109.266 | ||
| 5720 | 2017.04.13 21:31 | modify | 1023 | 1.00 | 109.066 | 108.688 | 109.266 | ||
| 5721 | 2017.04.13 21:32 | modify | 1023 | 1.00 | 109.066 | 108.711 | 109.266 | ||
| 5722 | 2017.04.13 21:34 | modify | 1023 | 1.00 | 109.066 | 108.716 | 109.266 | ||
| 5723 | 2017.04.13 22:03 | close | 1023 | 1.00 | 109.171 | 108.716 | 109.266 | 10500.00 | 4537356.38 |
| 5724 | 2017.04.17 14:55 | sell | 1024 | 1.00 | 108.431 | 0.000 | 0.000 | ||
| 5725 | 2017.04.17 14:55 | modify | 1024 | 1.00 | 108.431 | 109.081 | 108.231 | ||
| 5726 | 2017.04.17 17:44 | modify | 1024 | 1.00 | 108.431 | 108.815 | 108.231 | ||
| 5727 | 2017.04.17 17:45 | modify | 1024 | 1.00 | 108.431 | 108.798 | 108.231 | ||
| 5728 | 2017.04.17 18:03 | close | 1024 | 1.00 | 108.318 | 108.798 | 108.231 | 11300.00 | 4548656.38 |
| 5729 | 2017.04.18 10:41 | buy | 1025 | 1.00 | 108.864 | 0.000 | 0.000 | ||
| 5730 | 2017.04.18 10:41 | modify | 1025 | 1.00 | 108.864 | 108.214 | 109.064 | ||
| 5731 | 2017.04.18 11:42 | modify | 1025 | 1.00 | 108.864 | 108.485 | 109.064 | ||
| 5732 | 2017.04.18 11:43 | modify | 1025 | 1.00 | 108.864 | 108.488 | 109.064 | ||
| 5733 | 2017.04.18 12:10 | modify | 1025 | 1.00 | 108.864 | 108.500 | 109.064 | ||
| 5734 | 2017.04.18 12:11 | modify | 1025 | 1.00 | 108.864 | 108.502 | 109.064 | ||
| 5735 | 2017.04.18 12:12 | modify | 1025 | 1.00 | 108.864 | 108.507 | 109.064 | ||
| 5736 | 2017.04.18 14:08 | close | 1025 | 1.00 | 108.881 | 108.507 | 109.064 | 1700.00 | 4550356.38 |
| 5737 | 2017.04.19 03:03 | sell | 1026 | 1.00 | 108.579 | 0.000 | 0.000 | ||
| 5738 | 2017.04.19 03:03 | modify | 1026 | 1.00 | 108.579 | 109.229 | 108.379 | ||
| 5739 | 2017.04.19 04:31 | modify | 1026 | 1.00 | 108.579 | 108.965 | 108.379 | ||
| 5740 | 2017.04.19 04:32 | modify | 1026 | 1.00 | 108.579 | 108.951 | 108.379 | ||
| 5741 | 2017.04.19 04:33 | modify | 1026 | 1.00 | 108.579 | 108.945 | 108.379 | ||
| 5742 | 2017.04.19 04:37 | modify | 1026 | 1.00 | 108.579 | 108.937 | 108.379 | ||
| 5743 | 2017.04.19 04:38 | modify | 1026 | 1.00 | 108.579 | 108.931 | 108.379 | ||
| 5744 | 2017.04.19 04:39 | close | 1026 | 1.00 | 108.482 | 108.931 | 108.379 | 9700.00 | 4560056.38 |
| 5745 | 2017.04.24 08:45 | sell | 1027 | 1.00 | 110.226 | 0.000 | 0.000 | ||
| 5746 | 2017.04.24 08:45 | modify | 1027 | 1.00 | 110.226 | 110.876 | 110.026 | ||
| 5747 | 2017.04.24 09:18 | modify | 1027 | 1.00 | 110.226 | 110.619 | 110.026 | ||
| 5748 | 2017.04.24 09:20 | modify | 1027 | 1.00 | 110.226 | 110.608 | 110.026 | ||
| 5749 | 2017.04.24 09:22 | modify | 1027 | 1.00 | 110.226 | 110.600 | 110.026 | ||
| 5750 | 2017.04.24 09:28 | modify | 1027 | 1.00 | 110.226 | 110.585 | 110.026 | ||
| 5751 | 2017.04.24 09:29 | close | 1027 | 1.00 | 110.127 | 110.585 | 110.026 | 9900.00 | 4569956.38 |
| 5752 | 2017.05.02 16:41 | buy | 1028 | 1.00 | 112.094 | 0.000 | 0.000 | ||
| 5753 | 2017.05.02 16:41 | modify | 1028 | 1.00 | 112.094 | 111.444 | 112.294 | ||
| 5754 | 2017.05.02 17:15 | modify | 1028 | 1.00 | 112.094 | 111.696 | 112.294 | ||
| 5755 | 2017.05.02 17:16 | modify | 1028 | 1.00 | 112.094 | 111.712 | 112.294 | ||
| 5756 | 2017.05.02 17:32 | modify | 1028 | 1.00 | 112.094 | 111.735 | 112.294 | ||
| 5757 | 2017.05.02 17:48 | modify | 1028 | 1.00 | 112.094 | 111.738 | 112.294 | ||
| 5758 | 2017.05.02 17:49 | modify | 1028 | 1.00 | 112.094 | 111.741 | 112.294 | ||
| 5759 | 2017.05.02 17:50 | close | 1028 | 1.00 | 112.210 | 111.741 | 112.294 | 11600.00 | 4581556.38 |
| 5760 | 2017.05.18 08:19 | sell | 1029 | 1.00 | 111.323 | 0.000 | 0.000 | ||
| 5761 | 2017.05.18 08:19 | modify | 1029 | 1.00 | 111.323 | 111.973 | 111.123 | ||
| 5762 | 2017.05.18 08:31 | modify | 1029 | 1.00 | 111.323 | 111.722 | 111.123 | ||
| 5763 | 2017.05.18 08:36 | modify | 1029 | 1.00 | 111.323 | 111.700 | 111.123 | ||
| 5764 | 2017.05.18 08:40 | close | 1029 | 1.00 | 111.220 | 111.700 | 111.123 | 10300.00 | 4591856.38 |
| 5765 | 2017.06.08 08:56 | buy | 1030 | 1.00 | 109.438 | 0.000 | 0.000 | ||
| 5766 | 2017.06.08 08:56 | modify | 1030 | 1.00 | 109.438 | 108.788 | 109.638 | ||
| 5767 | 2017.06.08 09:08 | modify | 1030 | 1.00 | 109.438 | 109.041 | 109.638 | ||
| 5768 | 2017.06.08 09:09 | modify | 1030 | 1.00 | 109.438 | 109.049 | 109.638 | ||
| 5769 | 2017.06.08 09:10 | modify | 1030 | 1.00 | 109.438 | 109.069 | 109.638 | ||
| 5770 | 2017.06.08 09:11 | modify | 1030 | 1.00 | 109.438 | 109.071 | 109.638 | ||
| 5771 | 2017.06.08 09:12 | modify | 1030 | 1.00 | 109.438 | 109.073 | 109.638 | ||
| 5772 | 2017.06.08 09:13 | modify | 1030 | 1.00 | 109.438 | 109.077 | 109.638 | ||
| 5773 | 2017.06.08 09:24 | modify | 1030 | 1.00 | 109.438 | 109.079 | 109.638 | ||
| 5774 | 2017.06.08 09:31 | modify | 1030 | 1.00 | 109.438 | 109.081 | 109.638 | ||
| 5775 | 2017.06.08 09:32 | close | 1030 | 1.00 | 109.550 | 109.081 | 109.638 | 11200.00 | 4603056.38 |
| 5776 | 2017.06.12 00:50 | sell | 1031 | 1.00 | 110.417 | 0.000 | 0.000 | ||
| 5777 | 2017.06.12 00:50 | modify | 1031 | 1.00 | 110.417 | 111.067 | 110.217 | ||
| 5778 | 2017.06.12 01:10 | modify | 1031 | 1.00 | 110.417 | 110.815 | 110.217 | ||
| 5779 | 2017.06.12 02:02 | modify | 1031 | 1.00 | 110.417 | 110.808 | 110.217 | ||
| 5780 | 2017.06.12 02:03 | modify | 1031 | 1.00 | 110.417 | 110.797 | 110.217 | ||
| 5781 | 2017.06.12 02:04 | close | 1031 | 1.00 | 110.338 | 110.797 | 110.217 | 7900.00 | 4610956.38 |
| 5782 | 2017.06.16 03:13 | sell | 1032 | 1.00 | 111.139 | 0.000 | 0.000 | ||
| 5783 | 2017.06.16 03:13 | modify | 1032 | 1.00 | 111.139 | 111.789 | 110.939 | ||
| 5784 | 2017.06.16 03:23 | modify | 1032 | 1.00 | 111.139 | 111.538 | 110.939 | ||
| 5785 | 2017.06.16 03:24 | modify | 1032 | 1.00 | 111.139 | 111.533 | 110.939 | ||
| 5786 | 2017.06.16 03:27 | modify | 1032 | 1.00 | 111.139 | 111.522 | 110.939 | ||
| 5787 | 2017.06.16 03:29 | modify | 1032 | 1.00 | 111.139 | 111.507 | 110.939 | ||
| 5788 | 2017.06.16 03:30 | modify | 1032 | 1.00 | 111.139 | 111.506 | 110.939 | ||
| 5789 | 2017.06.16 03:31 | modify | 1032 | 1.00 | 111.139 | 111.504 | 110.939 | ||
| 5790 | 2017.06.16 03:33 | modify | 1032 | 1.00 | 111.139 | 111.499 | 110.939 | ||
| 5791 | 2017.06.16 03:36 | modify | 1032 | 1.00 | 111.139 | 111.495 | 110.939 | ||
| 5792 | 2017.06.16 03:37 | close | 1032 | 1.00 | 111.035 | 111.495 | 110.939 | 10400.00 | 4621356.38 |
| 5793 | 2017.06.16 16:32 | buy | 1033 | 1.00 | 110.965 | 0.000 | 0.000 | ||
| 5794 | 2017.06.16 16:32 | modify | 1033 | 1.00 | 110.965 | 110.315 | 111.165 | ||
| 5795 | 2017.06.16 23:00 | close | 1033 | 1.00 | 110.835 | 110.315 | 111.165 | -13000.00 | 4608356.38 |
| 5796 | 2017.06.27 09:10 | buy | 1034 | 1.00 | 111.699 | 0.000 | 0.000 | ||
| 5797 | 2017.06.27 09:10 | modify | 1034 | 1.00 | 111.699 | 111.049 | 111.899 | ||
| 5798 | 2017.06.27 12:56 | close | 1034 | 1.00 | 111.745 | 111.049 | 111.899 | 4600.00 | 4612956.38 |
| 5799 | 2017.07.04 03:58 | buy | 1035 | 1.00 | 113.178 | 0.000 | 0.000 | ||
| 5800 | 2017.07.04 03:58 | modify | 1035 | 1.00 | 113.178 | 112.528 | 113.378 | ||
| 5801 | 2017.07.04 04:13 | modify | 1035 | 1.00 | 113.178 | 112.788 | 113.378 | ||
| 5802 | 2017.07.04 04:25 | modify | 1035 | 1.00 | 113.178 | 112.804 | 113.378 | ||
| 5803 | 2017.07.04 04:28 | modify | 1035 | 1.00 | 113.178 | 112.805 | 113.378 | ||
| 5804 | 2017.07.04 04:29 | modify | 1035 | 1.00 | 113.178 | 112.815 | 113.378 | ||
| 5805 | 2017.07.04 04:31 | modify | 1035 | 1.00 | 113.178 | 112.818 | 113.378 | ||
| 5806 | 2017.07.04 04:50 | modify | 1035 | 1.00 | 113.178 | 112.827 | 113.378 | ||
| 5807 | 2017.07.04 05:09 | close | 1035 | 1.00 | 113.282 | 112.827 | 113.378 | 10400.00 | 4623356.38 |
| 5808 | 2017.07.04 11:11 | sell | 1036 | 1.00 | 113.232 | 0.000 | 0.000 | ||
| 5809 | 2017.07.04 11:11 | modify | 1036 | 1.00 | 113.232 | 113.882 | 113.032 | ||
| 5810 | 2017.07.04 11:58 | modify | 1036 | 1.00 | 113.232 | 113.626 | 113.032 | ||
| 5811 | 2017.07.04 11:59 | modify | 1036 | 1.00 | 113.232 | 113.624 | 113.032 | ||
| 5812 | 2017.07.04 12:02 | modify | 1036 | 1.00 | 113.232 | 113.623 | 113.032 | ||
| 5813 | 2017.07.04 13:11 | modify | 1036 | 1.00 | 113.232 | 113.620 | 113.032 | ||
| 5814 | 2017.07.04 13:12 | modify | 1036 | 1.00 | 113.232 | 113.611 | 113.032 | ||
| 5815 | 2017.07.04 13:16 | modify | 1036 | 1.00 | 113.232 | 113.610 | 113.032 | ||
| 5816 | 2017.07.04 13:17 | modify | 1036 | 1.00 | 113.232 | 113.609 | 113.032 | ||
| 5817 | 2017.07.04 13:18 | modify | 1036 | 1.00 | 113.232 | 113.604 | 113.032 | ||
| 5818 | 2017.07.04 13:20 | modify | 1036 | 1.00 | 113.232 | 113.602 | 113.032 | ||
| 5819 | 2017.07.04 14:15 | modify | 1036 | 1.00 | 113.232 | 113.600 | 113.032 | ||
| 5820 | 2017.07.04 17:58 | close | 1036 | 1.00 | 113.148 | 113.600 | 113.032 | 8400.00 | 4631756.38 |
| 5821 | 2017.07.05 17:15 | buy | 1037 | 1.00 | 113.198 | 0.000 | 0.000 | ||
| 5822 | 2017.07.05 17:15 | modify | 1037 | 1.00 | 113.198 | 112.548 | 113.398 | ||
| 5823 | 2017.07.05 17:42 | modify | 1037 | 1.00 | 113.198 | 112.802 | 113.398 | ||
| 5824 | 2017.07.05 17:44 | modify | 1037 | 1.00 | 113.198 | 112.805 | 113.398 | ||
| 5825 | 2017.07.05 17:45 | modify | 1037 | 1.00 | 113.198 | 112.825 | 113.398 | ||
| 5826 | 2017.07.05 17:46 | modify | 1037 | 1.00 | 113.198 | 112.829 | 113.398 | ||
| 5827 | 2017.07.05 17:55 | modify | 1037 | 1.00 | 113.198 | 112.830 | 113.398 | ||
| 5828 | 2017.07.05 18:01 | modify | 1037 | 1.00 | 113.198 | 112.841 | 113.398 | ||
| 5829 | 2017.07.05 18:02 | close | 1037 | 1.00 | 113.309 | 112.841 | 113.398 | 11100.00 | 4642856.38 |
| 5830 | 2017.07.06 03:08 | sell | 1038 | 1.00 | 113.273 | 0.000 | 0.000 | ||
| 5831 | 2017.07.06 03:08 | modify | 1038 | 1.00 | 113.273 | 113.923 | 113.073 | ||
| 5832 | 2017.07.06 03:36 | modify | 1038 | 1.00 | 113.273 | 113.672 | 113.073 | ||
| 5833 | 2017.07.06 03:39 | modify | 1038 | 1.00 | 113.273 | 113.665 | 113.073 | ||
| 5834 | 2017.07.06 03:43 | modify | 1038 | 1.00 | 113.273 | 113.658 | 113.073 | ||
| 5835 | 2017.07.06 03:47 | modify | 1038 | 1.00 | 113.273 | 113.643 | 113.073 | ||
| 5836 | 2017.07.06 03:48 | close | 1038 | 1.00 | 113.175 | 113.643 | 113.073 | 9800.00 | 4652656.38 |
| 5837 | 2017.07.06 09:37 | sell | 1039 | 1.00 | 113.241 | 0.000 | 0.000 | ||
| 5838 | 2017.07.06 09:37 | modify | 1039 | 1.00 | 113.241 | 113.891 | 113.041 | ||
| 5839 | 2017.07.06 09:50 | modify | 1039 | 1.00 | 113.241 | 113.640 | 113.041 | ||
| 5840 | 2017.07.06 10:00 | modify | 1039 | 1.00 | 113.241 | 113.621 | 113.041 | ||
| 5841 | 2017.07.06 11:51 | close | 1039 | 1.00 | 113.229 | 113.621 | 113.041 | 1200.00 | 4653856.38 |
| 5842 | 2017.07.13 03:07 | sell | 1040 | 1.00 | 113.446 | 0.000 | 0.000 | ||
| 5843 | 2017.07.13 03:07 | modify | 1040 | 1.00 | 113.446 | 114.096 | 113.246 | ||
| 5844 | 2017.07.13 03:26 | modify | 1040 | 1.00 | 113.446 | 113.837 | 113.246 | ||
| 5845 | 2017.07.13 03:27 | modify | 1040 | 1.00 | 113.446 | 113.832 | 113.246 | ||
| 5846 | 2017.07.13 03:28 | modify | 1040 | 1.00 | 113.446 | 113.829 | 113.246 | ||
| 5847 | 2017.07.13 03:29 | modify | 1040 | 1.00 | 113.446 | 113.819 | 113.246 | ||
| 5848 | 2017.07.13 03:34 | modify | 1040 | 1.00 | 113.446 | 113.814 | 113.246 | ||
| 5849 | 2017.07.13 03:35 | modify | 1040 | 1.00 | 113.446 | 113.812 | 113.246 | ||
| 5850 | 2017.07.13 03:36 | modify | 1040 | 1.00 | 113.446 | 113.803 | 113.246 | ||