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 |
| 451 | 2006.02.24 10:50 | modify | 81 | 1.00 | 116.942 | 117.330 | 116.742 | ||
| 452 | 2006.02.24 11:02 | modify | 81 | 1.00 | 116.942 | 117.322 | 116.742 | ||
| 453 | 2006.02.24 11:06 | modify | 81 | 1.00 | 116.942 | 117.304 | 116.742 | ||
| 454 | 2006.02.24 11:09 | close | 81 | 1.00 | 116.817 | 117.304 | 116.742 | 12500.00 | 1459232.47 |
| 455 | 2006.03.13 14:26 | sell | 82 | 1.00 | 119.046 | 0.000 | 0.000 | ||
| 456 | 2006.03.13 14:26 | modify | 82 | 1.00 | 119.046 | 119.696 | 118.846 | ||
| 457 | 2006.03.13 15:24 | modify | 82 | 1.00 | 119.046 | 119.441 | 118.846 | ||
| 458 | 2006.03.13 15:25 | modify | 82 | 1.00 | 119.046 | 119.433 | 118.846 | ||
| 459 | 2006.03.13 15:26 | modify | 82 | 1.00 | 119.046 | 119.427 | 118.846 | ||
| 460 | 2006.03.13 16:51 | close | 82 | 1.00 | 119.050 | 119.427 | 118.846 | -400.00 | 1458832.47 |
| 461 | 2006.03.14 23:37 | sell | 83 | 1.00 | 117.538 | 0.000 | 0.000 | ||
| 462 | 2006.03.14 23:37 | modify | 83 | 1.00 | 117.538 | 118.188 | 117.338 | ||
| 463 | 2006.03.15 03:04 | close | 83 | 1.00 | 117.554 | 118.188 | 117.338 | -3167.81 | 1455664.66 |
| 464 | 2006.03.17 02:43 | buy | 84 | 1.00 | 116.695 | 0.000 | 0.000 | ||
| 465 | 2006.03.17 02:43 | modify | 84 | 1.00 | 116.695 | 116.045 | 116.895 | ||
| 466 | 2006.03.17 04:30 | modify | 84 | 1.00 | 116.695 | 116.297 | 116.895 | ||
| 467 | 2006.03.17 04:31 | modify | 84 | 1.00 | 116.695 | 116.314 | 116.895 | ||
| 468 | 2006.03.17 04:32 | modify | 84 | 1.00 | 116.695 | 116.322 | 116.895 | ||
| 469 | 2006.03.17 04:33 | modify | 84 | 1.00 | 116.695 | 116.324 | 116.895 | ||
| 470 | 2006.03.17 04:34 | close | 84 | 1.00 | 116.803 | 116.324 | 116.895 | 10800.00 | 1466464.66 |
| 471 | 2006.03.24 17:13 | buy | 85 | 1.00 | 117.885 | 0.000 | 0.000 | ||
| 472 | 2006.03.24 17:13 | modify | 85 | 1.00 | 117.885 | 117.235 | 118.085 | ||
| 473 | 2006.03.24 23:00 | close | 85 | 1.00 | 117.437 | 117.235 | 118.085 | -44800.00 | 1421664.66 |
| 474 | 2006.03.27 10:52 | sell | 86 | 1.00 | 116.849 | 0.000 | 0.000 | ||
| 475 | 2006.03.27 10:52 | modify | 86 | 1.00 | 116.849 | 117.499 | 116.649 | ||
| 476 | 2006.03.27 10:58 | modify | 86 | 1.00 | 116.849 | 117.243 | 116.649 | ||
| 477 | 2006.03.27 10:59 | modify | 86 | 1.00 | 116.849 | 117.234 | 116.649 | ||
| 478 | 2006.03.27 11:00 | modify | 86 | 1.00 | 116.849 | 117.221 | 116.649 | ||
| 479 | 2006.03.27 11:01 | modify | 86 | 1.00 | 116.849 | 117.218 | 116.649 | ||
| 480 | 2006.03.27 11:02 | modify | 86 | 1.00 | 116.849 | 117.214 | 116.649 | ||
| 481 | 2006.03.27 11:04 | modify | 86 | 1.00 | 116.849 | 117.203 | 116.649 | ||
| 482 | 2006.03.27 11:12 | close | 86 | 1.00 | 116.748 | 117.203 | 116.649 | 10100.00 | 1431764.66 |
| 483 | 2006.03.27 13:23 | buy | 87 | 1.00 | 116.604 | 0.000 | 0.000 | ||
| 484 | 2006.03.27 13:23 | modify | 87 | 1.00 | 116.604 | 115.954 | 116.804 | ||
| 485 | 2006.03.27 15:07 | close | 87 | 1.00 | 116.666 | 115.954 | 116.804 | 6200.00 | 1437964.66 |
| 486 | 2006.04.05 12:05 | sell | 88 | 1.00 | 117.263 | 0.000 | 0.000 | ||
| 487 | 2006.04.05 12:05 | modify | 88 | 1.00 | 117.263 | 117.913 | 117.063 | ||
| 488 | 2006.04.05 19:56 | close | 88 | 1.00 | 117.456 | 117.913 | 117.063 | -19300.00 | 1418664.66 |
| 489 | 2006.04.06 12:14 | buy | 89 | 1.00 | 117.301 | 0.000 | 0.000 | ||
| 490 | 2006.04.06 12:14 | modify | 89 | 1.00 | 117.301 | 116.651 | 117.501 | ||
| 491 | 2006.04.06 12:25 | modify | 89 | 1.00 | 117.301 | 116.905 | 117.501 | ||
| 492 | 2006.04.06 12:32 | modify | 89 | 1.00 | 117.301 | 116.920 | 117.501 | ||
| 493 | 2006.04.06 12:33 | modify | 89 | 1.00 | 117.301 | 116.923 | 117.501 | ||
| 494 | 2006.04.06 12:55 | modify | 89 | 1.00 | 117.301 | 116.937 | 117.501 | ||
| 495 | 2006.04.06 12:56 | close | 89 | 1.00 | 117.428 | 116.937 | 117.501 | 12700.00 | 1431364.66 |
| 496 | 2006.04.19 09:10 | sell | 90 | 1.00 | 117.092 | 0.000 | 0.000 | ||
| 497 | 2006.04.19 09:10 | modify | 90 | 1.00 | 117.092 | 117.742 | 116.892 | ||
| 498 | 2006.04.19 09:16 | modify | 90 | 1.00 | 117.092 | 117.482 | 116.892 | ||
| 499 | 2006.04.19 09:17 | modify | 90 | 1.00 | 117.092 | 117.466 | 116.892 | ||
| 500 | 2006.04.19 09:18 | modify | 90 | 1.00 | 117.092 | 117.443 | 116.892 | ||
| 501 | 2006.04.19 09:19 | close | 90 | 1.00 | 116.973 | 117.443 | 116.892 | 11900.00 | 1443264.66 |
| 502 | 2006.04.19 22:40 | buy | 91 | 1.00 | 117.120 | 0.000 | 0.000 | ||
| 503 | 2006.04.19 22:40 | modify | 91 | 1.00 | 117.120 | 116.470 | 117.320 | ||
| 504 | 2006.04.19 22:43 | modify | 91 | 1.00 | 117.120 | 116.733 | 117.320 | ||
| 505 | 2006.04.19 22:44 | modify | 91 | 1.00 | 117.120 | 116.745 | 117.320 | ||
| 506 | 2006.04.19 23:47 | modify | 91 | 1.00 | 117.120 | 116.757 | 117.320 | ||
| 507 | 2006.04.19 23:55 | close | 91 | 1.00 | 117.234 | 116.757 | 117.320 | 11400.00 | 1454664.66 |
| 508 | 2006.04.28 04:41 | sell | 92 | 1.00 | 114.385 | 0.000 | 0.000 | ||
| 509 | 2006.04.28 04:41 | modify | 92 | 1.00 | 114.385 | 115.035 | 114.185 | ||
| 510 | 2006.04.28 04:45 | modify | 92 | 1.00 | 114.385 | 114.781 | 114.185 | ||
| 511 | 2006.04.28 04:46 | modify | 92 | 1.00 | 114.385 | 114.778 | 114.185 | ||
| 512 | 2006.04.28 04:47 | modify | 92 | 1.00 | 114.385 | 114.775 | 114.185 | ||
| 513 | 2006.04.28 04:48 | modify | 92 | 1.00 | 114.385 | 114.767 | 114.185 | ||
| 514 | 2006.04.28 07:44 | modify | 92 | 1.00 | 114.385 | 114.759 | 114.185 | ||
| 515 | 2006.04.28 07:46 | modify | 92 | 1.00 | 114.385 | 114.756 | 114.185 | ||
| 516 | 2006.04.28 07:47 | modify | 92 | 1.00 | 114.385 | 114.755 | 114.185 | ||
| 517 | 2006.04.28 07:48 | modify | 92 | 1.00 | 114.385 | 114.751 | 114.185 | ||
| 518 | 2006.04.28 07:49 | close | 92 | 1.00 | 114.275 | 114.751 | 114.185 | 11000.00 | 1465664.66 |
| 519 | 2006.04.28 09:09 | buy | 93 | 1.00 | 114.150 | 0.000 | 0.000 | ||
| 520 | 2006.04.28 09:09 | modify | 93 | 1.00 | 114.150 | 113.500 | 114.350 | ||
| 521 | 2006.04.28 09:43 | close | 93 | 1.00 | 114.252 | 113.500 | 114.350 | 10200.00 | 1475864.66 |
| 522 | 2006.05.01 14:28 | buy | 94 | 1.00 | 113.029 | 0.000 | 0.000 | ||
| 523 | 2006.05.01 14:28 | modify | 94 | 1.00 | 113.029 | 112.379 | 113.229 | ||
| 524 | 2006.05.01 14:47 | modify | 94 | 1.00 | 113.029 | 112.634 | 113.229 | ||
| 525 | 2006.05.01 14:48 | modify | 94 | 1.00 | 113.029 | 112.656 | 113.229 | ||
| 526 | 2006.05.01 14:49 | modify | 94 | 1.00 | 113.029 | 112.658 | 113.229 | ||
| 527 | 2006.05.01 15:01 | modify | 94 | 1.00 | 113.029 | 112.660 | 113.229 | ||
| 528 | 2006.05.01 15:02 | modify | 94 | 1.00 | 113.029 | 112.661 | 113.229 | ||
| 529 | 2006.05.01 15:03 | close | 94 | 1.00 | 113.139 | 112.661 | 113.229 | 11000.00 | 1486864.66 |
| 530 | 2006.05.04 06:57 | sell | 95 | 1.00 | 113.900 | 0.000 | 0.000 | ||
| 531 | 2006.05.04 06:57 | modify | 95 | 1.00 | 113.900 | 114.550 | 113.700 | ||
| 532 | 2006.05.04 10:48 | modify | 95 | 1.00 | 113.900 | 114.279 | 113.700 | ||
| 533 | 2006.05.04 10:49 | close | 95 | 1.00 | 113.808 | 114.279 | 113.700 | 9200.00 | 1496064.66 |
| 534 | 2006.05.08 04:07 | buy | 96 | 1.00 | 111.685 | 0.000 | 0.000 | ||
| 535 | 2006.05.08 04:07 | modify | 96 | 1.00 | 111.685 | 111.035 | 111.885 | ||
| 536 | 2006.05.08 04:13 | modify | 96 | 1.00 | 111.685 | 111.292 | 111.885 | ||
| 537 | 2006.05.08 04:19 | modify | 96 | 1.00 | 111.685 | 111.297 | 111.885 | ||
| 538 | 2006.05.08 04:32 | modify | 96 | 1.00 | 111.685 | 111.298 | 111.885 | ||
| 539 | 2006.05.08 04:33 | close | 96 | 1.00 | 111.794 | 111.298 | 111.885 | 10900.00 | 1506964.66 |
| 540 | 2006.05.08 09:47 | sell | 97 | 1.00 | 111.803 | 0.000 | 0.000 | ||
| 541 | 2006.05.08 09:47 | modify | 97 | 1.00 | 111.803 | 112.453 | 111.603 | ||
| 542 | 2006.05.08 09:52 | modify | 97 | 1.00 | 111.803 | 112.195 | 111.603 | ||
| 543 | 2006.05.08 09:54 | modify | 97 | 1.00 | 111.803 | 112.181 | 111.603 | ||
| 544 | 2006.05.08 09:55 | close | 97 | 1.00 | 111.687 | 112.181 | 111.603 | 11600.00 | 1518564.66 |
| 545 | 2006.05.08 17:19 | sell | 98 | 1.00 | 111.680 | 0.000 | 0.000 | ||
| 546 | 2006.05.08 17:19 | modify | 98 | 1.00 | 111.680 | 112.330 | 111.480 | ||
| 547 | 2006.05.08 17:22 | modify | 98 | 1.00 | 111.680 | 112.079 | 111.480 | ||
| 548 | 2006.05.08 17:23 | modify | 98 | 1.00 | 111.680 | 112.071 | 111.480 | ||
| 549 | 2006.05.08 17:24 | modify | 98 | 1.00 | 111.680 | 112.047 | 111.480 | ||
| 550 | 2006.05.08 17:25 | close | 98 | 1.00 | 111.554 | 112.047 | 111.480 | 12600.00 | 1531164.66 |
| 551 | 2006.05.12 02:02 | buy | 99 | 1.00 | 110.438 | 0.000 | 0.000 | ||
| 552 | 2006.05.12 02:02 | modify | 99 | 1.00 | 110.438 | 109.788 | 110.638 | ||
| 553 | 2006.05.12 10:25 | close | 99 | 1.00 | 109.883 | 109.788 | 110.638 | -55500.00 | 1475664.66 |
| 554 | 2006.05.16 03:32 | buy | 100 | 1.00 | 110.375 | 0.000 | 0.000 | ||
| 555 | 2006.05.16 03:32 | modify | 100 | 1.00 | 110.375 | 109.725 | 110.575 | ||
| 556 | 2006.05.16 03:57 | modify | 100 | 1.00 | 110.375 | 109.982 | 110.575 | ||
| 557 | 2006.05.16 04:02 | modify | 100 | 1.00 | 110.375 | 109.999 | 110.575 | ||
| 558 | 2006.05.16 04:03 | close | 100 | 1.00 | 110.492 | 109.999 | 110.575 | 11700.00 | 1487364.66 |
| 559 | 2006.05.16 15:38 | buy | 101 | 1.00 | 110.037 | 0.000 | 0.000 | ||
| 560 | 2006.05.16 15:38 | modify | 101 | 1.00 | 110.037 | 109.387 | 110.237 | ||
| 561 | 2006.05.16 16:16 | modify | 101 | 1.00 | 110.037 | 109.640 | 110.237 | ||
| 562 | 2006.05.16 16:17 | modify | 101 | 1.00 | 110.037 | 109.677 | 110.237 | ||
| 563 | 2006.05.16 16:20 | modify | 101 | 1.00 | 110.037 | 109.682 | 110.237 | ||
| 564 | 2006.05.16 16:42 | close | 101 | 1.00 | 110.161 | 109.682 | 110.237 | 12400.00 | 1499764.66 |
| 565 | 2006.05.18 13:57 | sell | 102 | 1.00 | 110.941 | 0.000 | 0.000 | ||
| 566 | 2006.05.18 13:57 | modify | 102 | 1.00 | 110.941 | 111.591 | 110.741 | ||
| 567 | 2006.05.18 16:07 | close | 102 | 1.00 | 110.855 | 111.591 | 110.741 | 8600.00 | 1508364.66 |
| 568 | 2006.05.23 22:15 | sell | 103 | 1.00 | 111.358 | 0.000 | 0.000 | ||
| 569 | 2006.05.23 22:15 | modify | 103 | 1.00 | 111.358 | 112.008 | 111.158 | ||
| 570 | 2006.05.23 22:42 | modify | 103 | 1.00 | 111.358 | 111.754 | 111.158 | ||
| 571 | 2006.05.23 23:27 | s/l | 103 | 1.00 | 111.764 | 111.754 | 111.158 | -40600.00 | 1467764.66 |
| 572 | 2006.05.24 10:41 | buy | 104 | 1.00 | 111.877 | 0.000 | 0.000 | ||
| 573 | 2006.05.24 10:41 | modify | 104 | 1.00 | 111.877 | 111.227 | 112.077 | ||
| 574 | 2006.05.24 11:24 | modify | 104 | 1.00 | 111.877 | 111.500 | 112.077 | ||
| 575 | 2006.05.24 12:11 | modify | 104 | 1.00 | 111.877 | 111.520 | 112.077 | ||
| 576 | 2006.05.24 12:14 | close | 104 | 1.00 | 111.985 | 111.520 | 112.077 | 10800.00 | 1478564.66 |
| 577 | 2006.05.26 16:32 | sell | 105 | 1.00 | 112.366 | 0.000 | 0.000 | ||
| 578 | 2006.05.26 16:32 | modify | 105 | 1.00 | 112.366 | 113.016 | 112.166 | ||
| 579 | 2006.05.26 23:00 | close | 105 | 1.00 | 112.697 | 113.016 | 112.166 | -33100.00 | 1445464.66 |
| 580 | 2006.05.30 15:32 | sell | 106 | 1.00 | 112.438 | 0.000 | 0.000 | ||
| 581 | 2006.05.30 15:32 | modify | 106 | 1.00 | 112.438 | 113.088 | 112.238 | ||
| 582 | 2006.05.30 15:38 | modify | 106 | 1.00 | 112.438 | 112.801 | 112.238 | ||
| 583 | 2006.05.30 15:39 | close | 106 | 1.00 | 112.323 | 112.801 | 112.238 | 11500.00 | 1456964.66 |
| 584 | 2006.06.01 17:35 | buy | 107 | 1.00 | 112.727 | 0.000 | 0.000 | ||
| 585 | 2006.06.01 17:35 | modify | 107 | 1.00 | 112.727 | 112.077 | 112.927 | ||
| 586 | 2006.06.01 20:17 | close | 107 | 1.00 | 112.605 | 112.077 | 112.927 | -12200.00 | 1444764.66 |
| 587 | 2006.06.02 07:26 | buy | 108 | 1.00 | 112.541 | 0.000 | 0.000 | ||
| 588 | 2006.06.02 07:26 | modify | 108 | 1.00 | 112.541 | 111.891 | 112.741 | ||
| 589 | 2006.06.02 07:39 | modify | 108 | 1.00 | 112.541 | 112.151 | 112.741 | ||
| 590 | 2006.06.02 07:48 | modify | 108 | 1.00 | 112.541 | 112.166 | 112.741 | ||
| 591 | 2006.06.02 08:19 | modify | 108 | 1.00 | 112.541 | 112.178 | 112.741 | ||
| 592 | 2006.06.02 08:31 | close | 108 | 1.00 | 112.644 | 112.178 | 112.741 | 10300.00 | 1455064.66 |
| 593 | 2006.06.05 00:01 | sell | 109 | 1.00 | 111.713 | 0.000 | 0.000 | ||
| 594 | 2006.06.05 00:01 | modify | 109 | 1.00 | 111.713 | 112.363 | 111.513 | ||
| 595 | 2006.06.05 00:25 | close | 109 | 1.00 | 111.615 | 112.363 | 111.513 | 9800.00 | 1464864.66 |
| 596 | 2006.06.06 10:02 | buy | 110 | 1.00 | 112.111 | 0.000 | 0.000 | ||
| 597 | 2006.06.06 10:02 | modify | 110 | 1.00 | 112.111 | 111.461 | 112.311 | ||
| 598 | 2006.06.06 10:35 | modify | 110 | 1.00 | 112.111 | 111.726 | 112.311 | ||
| 599 | 2006.06.06 10:37 | modify | 110 | 1.00 | 112.111 | 111.743 | 112.311 | ||
| 600 | 2006.06.06 10:40 | modify | 110 | 1.00 | 112.111 | 111.748 | 112.311 | ||