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 |
| 5851 | 2017.07.13 03:38 | modify | 1040 | 1.00 | 113.446 | 113.797 | 113.246 | ||
| 5852 | 2017.07.13 03:43 | close | 1040 | 1.00 | 113.342 | 113.797 | 113.246 | 10400.00 | 4664256.38 |
| 5853 | 2017.07.24 03:02 | buy | 1041 | 1.00 | 110.882 | 0.000 | 0.000 | ||
| 5854 | 2017.07.24 03:02 | modify | 1041 | 1.00 | 110.882 | 110.232 | 111.082 | ||
| 5855 | 2017.07.24 03:04 | modify | 1041 | 1.00 | 110.882 | 110.492 | 111.082 | ||
| 5856 | 2017.07.24 03:46 | modify | 1041 | 1.00 | 110.882 | 110.493 | 111.082 | ||
| 5857 | 2017.07.24 04:09 | modify | 1041 | 1.00 | 110.882 | 110.497 | 111.082 | ||
| 5858 | 2017.07.24 04:10 | close | 1041 | 1.00 | 110.984 | 110.497 | 111.082 | 10200.00 | 4674456.38 |
| 5859 | 2017.07.27 20:00 | buy | 1042 | 1.00 | 111.323 | 0.000 | 0.000 | ||
| 5860 | 2017.07.27 20:00 | modify | 1042 | 1.00 | 111.323 | 110.673 | 111.523 | ||
| 5861 | 2017.07.27 20:09 | modify | 1042 | 1.00 | 111.323 | 110.924 | 111.523 | ||
| 5862 | 2017.07.27 22:50 | close | 1042 | 1.00 | 111.217 | 110.924 | 111.523 | -10600.00 | 4663856.38 |
| 5863 | 2017.08.02 22:55 | sell | 1043 | 1.00 | 110.681 | 0.000 | 0.000 | ||
| 5864 | 2017.08.02 22:55 | modify | 1043 | 1.00 | 110.681 | 111.331 | 110.481 | ||
| 5865 | 2017.08.03 00:01 | close | 1043 | 1.00 | 110.715 | 111.331 | 110.481 | -7829.40 | 4656026.98 |
| 5866 | 2017.08.11 03:12 | buy | 1044 | 1.00 | 109.054 | 0.000 | 0.000 | ||
| 5867 | 2017.08.11 03:12 | modify | 1044 | 1.00 | 109.054 | 108.404 | 109.254 | ||
| 5868 | 2017.08.11 04:18 | modify | 1044 | 1.00 | 109.054 | 108.665 | 109.254 | ||
| 5869 | 2017.08.11 04:20 | modify | 1044 | 1.00 | 109.054 | 108.666 | 109.254 | ||
| 5870 | 2017.08.11 08:47 | close | 1044 | 1.00 | 109.043 | 108.666 | 109.254 | -1100.00 | 4654926.98 |
| 5871 | 2017.08.11 08:56 | sell | 1045 | 1.00 | 109.117 | 0.000 | 0.000 | ||
| 5872 | 2017.08.11 08:56 | modify | 1045 | 1.00 | 109.117 | 109.767 | 108.917 | ||
| 5873 | 2017.08.11 11:14 | modify | 1045 | 1.00 | 109.117 | 109.502 | 108.917 | ||
| 5874 | 2017.08.11 11:17 | modify | 1045 | 1.00 | 109.117 | 109.495 | 108.917 | ||
| 5875 | 2017.08.11 11:18 | modify | 1045 | 1.00 | 109.117 | 109.490 | 108.917 | ||
| 5876 | 2017.08.11 11:19 | modify | 1045 | 1.00 | 109.117 | 109.485 | 108.917 | ||
| 5877 | 2017.08.11 11:23 | modify | 1045 | 1.00 | 109.117 | 109.483 | 108.917 | ||
| 5878 | 2017.08.11 11:24 | close | 1045 | 1.00 | 109.013 | 109.483 | 108.917 | 10400.00 | 4665326.98 |
| 5879 | 2017.08.17 08:20 | buy | 1046 | 1.00 | 109.771 | 0.000 | 0.000 | ||
| 5880 | 2017.08.17 08:20 | modify | 1046 | 1.00 | 109.771 | 109.121 | 109.971 | ||
| 5881 | 2017.08.17 08:30 | modify | 1046 | 1.00 | 109.771 | 109.391 | 109.971 | ||
| 5882 | 2017.08.17 08:31 | modify | 1046 | 1.00 | 109.771 | 109.399 | 109.971 | ||
| 5883 | 2017.08.17 08:32 | modify | 1046 | 1.00 | 109.771 | 109.401 | 109.971 | ||
| 5884 | 2017.08.17 08:49 | modify | 1046 | 1.00 | 109.771 | 109.402 | 109.971 | ||
| 5885 | 2017.08.17 09:04 | modify | 1046 | 1.00 | 109.771 | 109.404 | 109.971 | ||
| 5886 | 2017.08.17 09:06 | modify | 1046 | 1.00 | 109.771 | 109.407 | 109.971 | ||
| 5887 | 2017.08.17 09:07 | modify | 1046 | 1.00 | 109.771 | 109.418 | 109.971 | ||
| 5888 | 2017.08.17 09:10 | close | 1046 | 1.00 | 109.880 | 109.418 | 109.971 | 10900.00 | 4676226.98 |
| 5889 | 2017.08.18 18:52 | sell | 1047 | 1.00 | 109.355 | 0.000 | 0.000 | ||
| 5890 | 2017.08.18 18:52 | modify | 1047 | 1.00 | 109.355 | 110.005 | 109.155 | ||
| 5891 | 2017.08.18 19:01 | modify | 1047 | 1.00 | 109.355 | 109.738 | 109.155 | ||
| 5892 | 2017.08.18 19:02 | modify | 1047 | 1.00 | 109.355 | 109.736 | 109.155 | ||
| 5893 | 2017.08.18 19:05 | modify | 1047 | 1.00 | 109.355 | 109.716 | 109.155 | ||
| 5894 | 2017.08.18 19:06 | modify | 1047 | 1.00 | 109.355 | 109.707 | 109.155 | ||
| 5895 | 2017.08.18 19:07 | close | 1047 | 1.00 | 109.253 | 109.707 | 109.155 | 10200.00 | 4686426.98 |
| 5896 | 2017.08.30 09:21 | sell | 1048 | 1.00 | 110.040 | 0.000 | 0.000 | ||
| 5897 | 2017.08.30 09:21 | modify | 1048 | 1.00 | 110.040 | 110.690 | 109.840 | ||
| 5898 | 2017.08.30 10:57 | modify | 1048 | 1.00 | 110.040 | 110.431 | 109.840 | ||
| 5899 | 2017.08.30 10:58 | close | 1048 | 1.00 | 109.938 | 110.431 | 109.840 | 10200.00 | 4696626.98 |
| 5900 | 2017.09.01 08:38 | sell | 1049 | 1.00 | 110.091 | 0.000 | 0.000 | ||
| 5901 | 2017.09.01 08:38 | modify | 1049 | 1.00 | 110.091 | 110.741 | 109.891 | ||
| 5902 | 2017.09.01 11:14 | close | 1049 | 1.00 | 110.111 | 110.741 | 109.891 | -2000.00 | 4694626.98 |
| 5903 | 2017.09.08 17:02 | sell | 1050 | 1.00 | 108.017 | 0.000 | 0.000 | ||
| 5904 | 2017.09.08 17:02 | modify | 1050 | 1.00 | 108.017 | 108.667 | 107.817 | ||
| 5905 | 2017.09.08 17:04 | modify | 1050 | 1.00 | 108.017 | 108.406 | 107.817 | ||
| 5906 | 2017.09.08 17:05 | modify | 1050 | 1.00 | 108.017 | 108.401 | 107.817 | ||
| 5907 | 2017.09.08 17:07 | modify | 1050 | 1.00 | 108.017 | 108.383 | 107.817 | ||
| 5908 | 2017.09.08 17:09 | close | 1050 | 1.00 | 107.912 | 108.383 | 107.817 | 10500.00 | 4705126.98 |
| 5909 | 2017.09.14 04:44 | sell | 1051 | 1.00 | 110.728 | 0.000 | 0.000 | ||
| 5910 | 2017.09.14 04:44 | modify | 1051 | 1.00 | 110.728 | 111.378 | 110.528 | ||
| 5911 | 2017.09.14 05:03 | modify | 1051 | 1.00 | 110.728 | 111.098 | 110.528 | ||
| 5912 | 2017.09.14 05:06 | modify | 1051 | 1.00 | 110.728 | 111.085 | 110.528 | ||
| 5913 | 2017.09.14 05:07 | close | 1051 | 1.00 | 110.616 | 111.085 | 110.528 | 11200.00 | 4716326.98 |
| 5914 | 2017.09.18 00:37 | sell | 1052 | 1.00 | 111.069 | 0.000 | 0.000 | ||
| 5915 | 2017.09.18 00:37 | modify | 1052 | 1.00 | 111.069 | 111.719 | 110.869 | ||
| 5916 | 2017.09.18 01:38 | modify | 1052 | 1.00 | 111.069 | 111.468 | 110.869 | ||
| 5917 | 2017.09.18 05:05 | close | 1052 | 1.00 | 111.141 | 111.468 | 110.869 | -7200.00 | 4709126.98 |
| 5918 | 2017.09.19 02:17 | buy | 1053 | 1.00 | 111.411 | 0.000 | 0.000 | ||
| 5919 | 2017.09.19 02:17 | modify | 1053 | 1.00 | 111.411 | 110.761 | 111.611 | ||
| 5920 | 2017.09.19 02:25 | modify | 1053 | 1.00 | 111.411 | 111.014 | 111.611 | ||
| 5921 | 2017.09.19 02:38 | modify | 1053 | 1.00 | 111.411 | 111.026 | 111.611 | ||
| 5922 | 2017.09.19 02:39 | modify | 1053 | 1.00 | 111.411 | 111.044 | 111.611 | ||
| 5923 | 2017.09.19 02:40 | close | 1053 | 1.00 | 111.511 | 111.044 | 111.611 | 10000.00 | 4719126.98 |
| 5924 | 2017.09.25 06:10 | buy | 1054 | 1.00 | 112.218 | 0.000 | 0.000 | ||
| 5925 | 2017.09.25 06:10 | modify | 1054 | 1.00 | 112.218 | 111.568 | 112.418 | ||
| 5926 | 2017.09.25 07:46 | modify | 1054 | 1.00 | 112.218 | 111.819 | 112.418 | ||
| 5927 | 2017.09.25 07:51 | modify | 1054 | 1.00 | 112.218 | 111.826 | 112.418 | ||
| 5928 | 2017.09.25 08:15 | modify | 1054 | 1.00 | 112.218 | 111.832 | 112.418 | ||
| 5929 | 2017.09.25 09:40 | modify | 1054 | 1.00 | 112.218 | 111.840 | 112.418 | ||
| 5930 | 2017.09.25 09:41 | modify | 1054 | 1.00 | 112.218 | 111.846 | 112.418 | ||
| 5931 | 2017.09.25 10:49 | modify | 1054 | 1.00 | 112.218 | 111.849 | 112.418 | ||
| 5932 | 2017.09.25 10:51 | modify | 1054 | 1.00 | 112.218 | 111.857 | 112.418 | ||
| 5933 | 2017.09.25 15:22 | close | 1054 | 1.00 | 112.303 | 111.857 | 112.418 | 8500.00 | 4727626.98 |
| 5934 | 2017.09.27 17:54 | buy | 1055 | 1.00 | 112.665 | 0.000 | 0.000 | ||
| 5935 | 2017.09.27 17:54 | modify | 1055 | 1.00 | 112.665 | 112.015 | 112.865 | ||
| 5936 | 2017.09.27 18:22 | modify | 1055 | 1.00 | 112.665 | 112.277 | 112.865 | ||
| 5937 | 2017.09.27 18:28 | modify | 1055 | 1.00 | 112.665 | 112.286 | 112.865 | ||
| 5938 | 2017.09.27 18:38 | modify | 1055 | 1.00 | 112.665 | 112.292 | 112.865 | ||
| 5939 | 2017.09.27 18:42 | close | 1055 | 1.00 | 112.771 | 112.292 | 112.865 | 10600.00 | 4738226.98 |
| 5940 | 2017.10.06 17:52 | buy | 1056 | 1.00 | 112.906 | 0.000 | 0.000 | ||
| 5941 | 2017.10.06 17:52 | modify | 1056 | 1.00 | 112.906 | 112.256 | 113.106 | ||
| 5942 | 2017.10.06 23:00 | close | 1056 | 1.00 | 112.663 | 112.256 | 113.106 | -24300.00 | 4713926.98 |
| 5943 | 2017.10.23 10:18 | sell | 1057 | 1.00 | 113.830 | 0.000 | 0.000 | ||
| 5944 | 2017.10.23 10:18 | modify | 1057 | 1.00 | 113.830 | 114.480 | 113.630 | ||
| 5945 | 2017.10.23 10:41 | modify | 1057 | 1.00 | 113.830 | 114.199 | 113.630 | ||
| 5946 | 2017.10.23 10:42 | close | 1057 | 1.00 | 113.733 | 114.199 | 113.630 | 9700.00 | 4723626.98 |
| 5947 | 2017.10.24 08:30 | sell | 1058 | 1.00 | 113.438 | 0.000 | 0.000 | ||
| 5948 | 2017.10.24 08:30 | modify | 1058 | 1.00 | 113.438 | 114.088 | 113.238 | ||
| 5949 | 2017.10.24 16:45 | close | 1058 | 1.00 | 113.812 | 114.088 | 113.238 | -37400.00 | 4686226.98 |
| 5950 | 2017.10.24 21:53 | buy | 1059 | 1.00 | 113.650 | 0.000 | 0.000 | ||
| 5951 | 2017.10.24 21:53 | modify | 1059 | 1.00 | 113.650 | 113.000 | 113.850 | ||
| 5952 | 2017.10.24 22:05 | t/p | 1059 | 1.00 | 113.856 | 113.000 | 113.850 | 20600.00 | 4706826.98 |
| 5953 | 2017.11.23 05:08 | sell | 1060 | 1.00 | 111.324 | 0.000 | 0.000 | ||
| 5954 | 2017.11.23 05:08 | modify | 1060 | 1.00 | 111.324 | 111.974 | 111.124 | ||
| 5955 | 2017.11.23 07:09 | close | 1060 | 1.00 | 111.269 | 111.974 | 111.124 | 5500.00 | 4712326.98 |
| 5956 | 2017.11.28 01:55 | sell | 1061 | 1.00 | 111.192 | 0.000 | 0.000 | ||
| 5957 | 2017.11.28 01:55 | modify | 1061 | 1.00 | 111.192 | 111.842 | 110.992 | ||
| 5958 | 2017.11.28 02:02 | modify | 1061 | 1.00 | 111.192 | 111.582 | 110.992 | ||
| 5959 | 2017.11.28 02:03 | modify | 1061 | 1.00 | 111.192 | 111.572 | 110.992 | ||
| 5960 | 2017.11.28 02:16 | modify | 1061 | 1.00 | 111.192 | 111.552 | 110.992 | ||
| 5961 | 2017.11.28 02:17 | close | 1061 | 1.00 | 111.057 | 111.552 | 110.992 | 13500.00 | 4725826.98 |
| 5962 | 2017.11.30 19:04 | sell | 1062 | 1.00 | 112.361 | 0.000 | 0.000 | ||
| 5963 | 2017.11.30 19:04 | modify | 1062 | 1.00 | 112.361 | 113.011 | 112.161 | ||
| 5964 | 2017.11.30 22:02 | close | 1062 | 1.00 | 112.507 | 113.011 | 112.161 | -14600.00 | 4711226.98 |
| 5965 | 2018.01.25 01:43 | sell | 1063 | 1.00 | 109.296 | 0.000 | 0.000 | ||
| 5966 | 2018.01.25 01:43 | modify | 1063 | 1.00 | 109.296 | 109.946 | 109.096 | ||
| 5967 | 2018.01.25 02:21 | modify | 1063 | 1.00 | 109.296 | 109.692 | 109.096 | ||
| 5968 | 2018.01.25 03:59 | close | 1063 | 1.00 | 109.249 | 109.692 | 109.096 | 4700.00 | 4715926.98 |
| 5969 | 2018.01.25 16:03 | buy | 1064 | 1.00 | 108.670 | 0.000 | 0.000 | ||
| 5970 | 2018.01.25 16:03 | modify | 1064 | 1.00 | 108.670 | 108.020 | 108.870 | ||
| 5971 | 2018.01.25 16:05 | modify | 1064 | 1.00 | 108.670 | 108.274 | 108.870 | ||
| 5972 | 2018.01.25 16:08 | close | 1064 | 1.00 | 108.784 | 108.274 | 108.870 | 11400.00 | 4727326.98 |
| 5973 | 2018.01.26 08:25 | buy | 1065 | 1.00 | 109.207 | 0.000 | 0.000 | ||
| 5974 | 2018.01.26 08:25 | modify | 1065 | 1.00 | 109.207 | 108.557 | 109.407 | ||
| 5975 | 2018.01.26 13:51 | close | 1065 | 1.00 | 109.195 | 108.557 | 109.407 | -1200.00 | 4726126.98 |
| 5976 | 2018.01.26 14:00 | sell | 1066 | 1.00 | 109.382 | 0.000 | 0.000 | ||
| 5977 | 2018.01.26 14:00 | modify | 1066 | 1.00 | 109.382 | 110.032 | 109.182 | ||
| 5978 | 2018.01.26 14:01 | modify | 1066 | 1.00 | 109.382 | 109.765 | 109.182 | ||
| 5979 | 2018.01.26 14:02 | modify | 1066 | 1.00 | 109.382 | 109.740 | 109.182 | ||
| 5980 | 2018.01.26 14:11 | modify | 1066 | 1.00 | 109.382 | 109.733 | 109.182 | ||
| 5981 | 2018.01.26 14:18 | close | 1066 | 1.00 | 109.269 | 109.733 | 109.182 | 11300.00 | 4737426.98 |
| 5982 | 2018.01.29 04:13 | sell | 1067 | 1.00 | 108.971 | 0.000 | 0.000 | ||
| 5983 | 2018.01.29 04:13 | modify | 1067 | 1.00 | 108.971 | 109.621 | 108.771 | ||
| 5984 | 2018.01.29 04:31 | modify | 1067 | 1.00 | 108.971 | 109.369 | 108.771 | ||
| 5985 | 2018.01.29 04:32 | modify | 1067 | 1.00 | 108.971 | 109.354 | 108.771 | ||
| 5986 | 2018.01.29 04:35 | modify | 1067 | 1.00 | 108.971 | 109.348 | 108.771 | ||
| 5987 | 2018.01.29 04:57 | modify | 1067 | 1.00 | 108.971 | 109.344 | 108.771 | ||
| 5988 | 2018.01.29 04:58 | close | 1067 | 1.00 | 108.868 | 109.344 | 108.771 | 10300.00 | 4747726.98 |
| 5989 | 2018.01.29 12:06 | buy | 1068 | 1.00 | 108.697 | 0.000 | 0.000 | ||
| 5990 | 2018.01.29 12:06 | modify | 1068 | 1.00 | 108.697 | 108.047 | 108.897 | ||
| 5991 | 2018.01.29 13:15 | modify | 1068 | 1.00 | 108.697 | 108.302 | 108.897 | ||
| 5992 | 2018.01.29 13:16 | modify | 1068 | 1.00 | 108.697 | 108.313 | 108.897 | ||
| 5993 | 2018.01.29 13:17 | modify | 1068 | 1.00 | 108.697 | 108.337 | 108.897 | ||
| 5994 | 2018.01.29 14:24 | modify | 1068 | 1.00 | 108.697 | 108.347 | 108.897 | ||
| 5995 | 2018.01.29 14:26 | close | 1068 | 1.00 | 108.803 | 108.347 | 108.897 | 10600.00 | 4758326.98 |
| 5996 | 2018.02.01 15:51 | buy | 1069 | 1.00 | 109.382 | 0.000 | 0.000 | ||
| 5997 | 2018.02.01 15:51 | modify | 1069 | 1.00 | 109.382 | 108.732 | 109.582 | ||
| 5998 | 2018.02.01 15:58 | modify | 1069 | 1.00 | 109.382 | 108.987 | 109.582 | ||
| 5999 | 2018.02.01 15:59 | modify | 1069 | 1.00 | 109.382 | 109.002 | 109.582 | ||
| 6000 | 2018.02.01 16:37 | modify | 1069 | 1.00 | 109.382 | 109.012 | 109.582 | ||