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 |
| 6001 | 2018.02.01 16:58 | modify | 1069 | 1.00 | 109.382 | 109.031 | 109.582 | ||
| 6002 | 2018.02.01 17:01 | close | 1069 | 1.00 | 109.492 | 109.031 | 109.582 | 11000.00 | 4769326.98 |
| 6003 | 2018.02.05 16:52 | sell | 1070 | 1.00 | 110.070 | 0.000 | 0.000 | ||
| 6004 | 2018.02.05 16:52 | modify | 1070 | 1.00 | 110.070 | 110.720 | 109.870 | ||
| 6005 | 2018.02.05 19:11 | modify | 1070 | 1.00 | 110.070 | 110.466 | 109.870 | ||
| 6006 | 2018.02.05 19:23 | modify | 1070 | 1.00 | 110.070 | 110.462 | 109.870 | ||
| 6007 | 2018.02.05 19:24 | modify | 1070 | 1.00 | 110.070 | 110.460 | 109.870 | ||
| 6008 | 2018.02.05 19:25 | modify | 1070 | 1.00 | 110.070 | 110.444 | 109.870 | ||
| 6009 | 2018.02.05 19:28 | modify | 1070 | 1.00 | 110.070 | 110.431 | 109.870 | ||
| 6010 | 2018.02.05 19:59 | modify | 1070 | 1.00 | 110.070 | 110.430 | 109.870 | ||
| 6011 | 2018.02.05 20:00 | close | 1070 | 1.00 | 109.969 | 110.430 | 109.870 | 10100.00 | 4779426.98 |
| 6012 | 2018.02.12 02:25 | buy | 1071 | 1.00 | 108.645 | 0.000 | 0.000 | ||
| 6013 | 2018.02.12 02:25 | modify | 1071 | 1.00 | 108.645 | 107.995 | 108.845 | ||
| 6014 | 2018.02.12 03:08 | modify | 1071 | 1.00 | 108.645 | 108.247 | 108.845 | ||
| 6015 | 2018.02.12 03:09 | modify | 1071 | 1.00 | 108.645 | 108.264 | 108.845 | ||
| 6016 | 2018.02.12 04:52 | modify | 1071 | 1.00 | 108.645 | 108.268 | 108.845 | ||
| 6017 | 2018.02.12 04:53 | modify | 1071 | 1.00 | 108.645 | 108.291 | 108.845 | ||
| 6018 | 2018.02.12 05:19 | close | 1071 | 1.00 | 108.747 | 108.291 | 108.845 | 10200.00 | 4789626.98 |
| 6019 | 2018.02.14 14:50 | buy | 1072 | 1.00 | 107.248 | 0.000 | 0.000 | ||
| 6020 | 2018.02.14 14:50 | modify | 1072 | 1.00 | 107.248 | 106.598 | 107.448 | ||
| 6021 | 2018.02.14 15:30 | t/p | 1072 | 1.00 | 107.468 | 106.598 | 107.448 | 22000.00 | 4811626.98 |
| 6022 | 2018.02.16 09:55 | sell | 1073 | 1.00 | 105.971 | 0.000 | 0.000 | ||
| 6023 | 2018.02.16 09:55 | modify | 1073 | 1.00 | 105.971 | 106.621 | 105.771 | ||
| 6024 | 2018.02.16 10:09 | modify | 1073 | 1.00 | 105.971 | 106.369 | 105.771 | ||
| 6025 | 2018.02.16 10:10 | modify | 1073 | 1.00 | 105.971 | 106.367 | 105.771 | ||
| 6026 | 2018.02.16 10:11 | modify | 1073 | 1.00 | 105.971 | 106.333 | 105.771 | ||
| 6027 | 2018.02.16 10:12 | modify | 1073 | 1.00 | 105.971 | 106.325 | 105.771 | ||
| 6028 | 2018.02.16 10:13 | close | 1073 | 1.00 | 105.850 | 106.325 | 105.771 | 12100.00 | 4823726.98 |
| 6029 | 2018.02.23 02:03 | sell | 1074 | 1.00 | 106.847 | 0.000 | 0.000 | ||
| 6030 | 2018.02.23 02:03 | modify | 1074 | 1.00 | 106.847 | 107.497 | 106.647 | ||
| 6031 | 2018.02.23 03:46 | modify | 1074 | 1.00 | 106.847 | 107.232 | 106.647 | ||
| 6032 | 2018.02.23 03:49 | modify | 1074 | 1.00 | 106.847 | 107.199 | 106.647 | ||
| 6033 | 2018.02.23 08:03 | close | 1074 | 1.00 | 106.914 | 107.199 | 106.647 | -6700.00 | 4817026.98 |
| 6034 | 2018.02.23 10:13 | buy | 1075 | 1.00 | 106.873 | 0.000 | 0.000 | ||
| 6035 | 2018.02.23 10:13 | modify | 1075 | 1.00 | 106.873 | 106.223 | 107.073 | ||
| 6036 | 2018.02.23 12:01 | modify | 1075 | 1.00 | 106.873 | 106.482 | 107.073 | ||
| 6037 | 2018.02.23 16:30 | close | 1075 | 1.00 | 106.850 | 106.482 | 107.073 | -2300.00 | 4814726.98 |
| 6038 | 2018.03.06 07:05 | buy | 1076 | 1.00 | 106.276 | 0.000 | 0.000 | ||
| 6039 | 2018.03.06 07:05 | modify | 1076 | 1.00 | 106.276 | 105.626 | 106.476 | ||
| 6040 | 2018.03.06 13:06 | close | 1076 | 1.00 | 106.058 | 105.626 | 106.476 | -21800.00 | 4792926.98 |
| 6041 | 2018.03.08 07:35 | buy | 1077 | 1.00 | 105.934 | 0.000 | 0.000 | ||
| 6042 | 2018.03.08 07:35 | modify | 1077 | 1.00 | 105.934 | 105.284 | 106.134 | ||
| 6043 | 2018.03.08 08:16 | modify | 1077 | 1.00 | 105.934 | 105.537 | 106.134 | ||
| 6044 | 2018.03.08 08:20 | modify | 1077 | 1.00 | 105.934 | 105.555 | 106.134 | ||
| 6045 | 2018.03.08 08:26 | modify | 1077 | 1.00 | 105.934 | 105.559 | 106.134 | ||
| 6046 | 2018.03.08 10:49 | close | 1077 | 1.00 | 106.036 | 105.559 | 106.134 | 10200.00 | 4803126.98 |
| 6047 | 2018.03.08 11:02 | sell | 1078 | 1.00 | 106.108 | 0.000 | 0.000 | ||
| 6048 | 2018.03.08 11:02 | modify | 1078 | 1.00 | 106.108 | 106.758 | 105.908 | ||
| 6049 | 2018.03.08 15:32 | modify | 1078 | 1.00 | 106.108 | 106.474 | 105.908 | ||
| 6050 | 2018.03.08 23:32 | close | 1078 | 1.00 | 106.250 | 106.474 | 105.908 | -14200.00 | 4788926.98 |
| 6051 | 2018.03.13 18:34 | buy | 1079 | 1.00 | 106.679 | 0.000 | 0.000 | ||
| 6052 | 2018.03.13 18:34 | modify | 1079 | 1.00 | 106.679 | 106.029 | 106.879 | ||
| 6053 | 2018.03.14 03:02 | close | 1079 | 1.00 | 106.627 | 106.029 | 106.879 | -4489.50 | 4784437.48 |
| 6054 | 2018.03.14 03:44 | sell | 1080 | 1.00 | 106.732 | 0.000 | 0.000 | ||
| 6055 | 2018.03.14 03:44 | modify | 1080 | 1.00 | 106.732 | 107.382 | 106.532 | ||
| 6056 | 2018.03.14 03:53 | modify | 1080 | 1.00 | 106.732 | 107.128 | 106.532 | ||
| 6057 | 2018.03.14 03:55 | modify | 1080 | 1.00 | 106.732 | 107.126 | 106.532 | ||
| 6058 | 2018.03.14 04:09 | modify | 1080 | 1.00 | 106.732 | 107.111 | 106.532 | ||
| 6059 | 2018.03.14 04:10 | modify | 1080 | 1.00 | 106.732 | 107.095 | 106.532 | ||
| 6060 | 2018.03.14 04:11 | close | 1080 | 1.00 | 106.610 | 107.095 | 106.532 | 12200.00 | 4796637.48 |
| 6061 | 2018.03.16 16:41 | sell | 1081 | 1.00 | 106.028 | 0.000 | 0.000 | ||
| 6062 | 2018.03.16 16:41 | modify | 1081 | 1.00 | 106.028 | 106.678 | 105.828 | ||
| 6063 | 2018.03.16 23:00 | close | 1081 | 1.00 | 106.044 | 106.678 | 105.828 | -1600.00 | 4795037.48 |
| 6064 | 2018.03.22 08:32 | sell | 1082 | 1.00 | 105.882 | 0.000 | 0.000 | ||
| 6065 | 2018.03.22 08:32 | modify | 1082 | 1.00 | 105.882 | 106.532 | 105.682 | ||
| 6066 | 2018.03.22 10:09 | modify | 1082 | 1.00 | 105.882 | 106.277 | 105.682 | ||
| 6067 | 2018.03.22 10:10 | modify | 1082 | 1.00 | 105.882 | 106.269 | 105.682 | ||
| 6068 | 2018.03.22 10:11 | modify | 1082 | 1.00 | 105.882 | 106.263 | 105.682 | ||
| 6069 | 2018.03.22 10:16 | modify | 1082 | 1.00 | 105.882 | 106.251 | 105.682 | ||
| 6070 | 2018.03.22 10:17 | modify | 1082 | 1.00 | 105.882 | 106.240 | 105.682 | ||
| 6071 | 2018.03.22 10:22 | modify | 1082 | 1.00 | 105.882 | 106.233 | 105.682 | ||
| 6072 | 2018.03.22 10:23 | close | 1082 | 1.00 | 105.776 | 106.233 | 105.682 | 10600.00 | 4805637.48 |
| 6073 | 2018.03.29 21:46 | sell | 1083 | 1.00 | 106.533 | 0.000 | 0.000 | ||
| 6074 | 2018.03.29 21:46 | modify | 1083 | 1.00 | 106.533 | 107.183 | 106.333 | ||
| 6075 | 2018.03.29 22:22 | modify | 1083 | 1.00 | 106.533 | 106.932 | 106.333 | ||
| 6076 | 2018.03.29 22:25 | modify | 1083 | 1.00 | 106.533 | 106.921 | 106.333 | ||
| 6077 | 2018.03.29 22:29 | modify | 1083 | 1.00 | 106.533 | 106.915 | 106.333 | ||
| 6078 | 2018.03.29 22:31 | modify | 1083 | 1.00 | 106.533 | 106.910 | 106.333 | ||
| 6079 | 2018.03.29 22:32 | modify | 1083 | 1.00 | 106.533 | 106.909 | 106.333 | ||
| 6080 | 2018.03.29 22:33 | modify | 1083 | 1.00 | 106.533 | 106.900 | 106.333 | ||
| 6081 | 2018.03.29 22:34 | modify | 1083 | 1.00 | 106.533 | 106.893 | 106.333 | ||
| 6082 | 2018.03.29 22:35 | modify | 1083 | 1.00 | 106.533 | 106.890 | 106.333 | ||
| 6083 | 2018.03.29 22:36 | modify | 1083 | 1.00 | 106.533 | 106.887 | 106.333 | ||
| 6084 | 2018.03.29 22:37 | close | 1083 | 1.00 | 106.429 | 106.887 | 106.333 | 10400.00 | 4816037.48 |
| 6085 | 2018.04.04 02:56 | buy | 1084 | 1.00 | 106.442 | 0.000 | 0.000 | ||
| 6086 | 2018.04.04 02:56 | modify | 1084 | 1.00 | 106.442 | 105.792 | 106.642 | ||
| 6087 | 2018.04.04 03:37 | modify | 1084 | 1.00 | 106.442 | 106.079 | 106.642 | ||
| 6088 | 2018.04.04 03:38 | close | 1084 | 1.00 | 106.556 | 106.079 | 106.642 | 11400.00 | 4827437.48 |
| 6089 | 2018.04.06 02:00 | buy | 1085 | 1.00 | 107.158 | 0.000 | 0.000 | ||
| 6090 | 2018.04.06 02:00 | modify | 1085 | 1.00 | 107.158 | 106.508 | 107.358 | ||
| 6091 | 2018.04.06 05:19 | modify | 1085 | 1.00 | 107.158 | 106.776 | 107.358 | ||
| 6092 | 2018.04.06 05:20 | modify | 1085 | 1.00 | 107.158 | 106.779 | 107.358 | ||
| 6093 | 2018.04.06 05:22 | close | 1085 | 1.00 | 107.240 | 106.779 | 107.358 | 8200.00 | 4835637.48 |
| 6094 | 2018.04.06 07:32 | sell | 1086 | 1.00 | 107.373 | 0.000 | 0.000 | ||
| 6095 | 2018.04.06 07:32 | modify | 1086 | 1.00 | 107.373 | 108.023 | 107.173 | ||
| 6096 | 2018.04.06 08:27 | modify | 1086 | 1.00 | 107.373 | 107.769 | 107.173 | ||
| 6097 | 2018.04.06 08:29 | modify | 1086 | 1.00 | 107.373 | 107.764 | 107.173 | ||
| 6098 | 2018.04.06 08:31 | modify | 1086 | 1.00 | 107.373 | 107.741 | 107.173 | ||
| 6099 | 2018.04.06 08:33 | modify | 1086 | 1.00 | 107.373 | 107.740 | 107.173 | ||
| 6100 | 2018.04.06 08:34 | modify | 1086 | 1.00 | 107.373 | 107.733 | 107.173 | ||
| 6101 | 2018.04.06 08:36 | modify | 1086 | 1.00 | 107.373 | 107.728 | 107.173 | ||
| 6102 | 2018.04.06 15:31 | close | 1086 | 1.00 | 107.192 | 107.728 | 107.173 | 18100.00 | 4853737.48 |
| 6103 | 2018.04.11 03:05 | buy | 1087 | 1.00 | 107.075 | 0.000 | 0.000 | ||
| 6104 | 2018.04.11 03:05 | modify | 1087 | 1.00 | 107.075 | 106.425 | 107.275 | ||
| 6105 | 2018.04.11 04:09 | modify | 1087 | 1.00 | 107.075 | 106.682 | 107.275 | ||
| 6106 | 2018.04.11 04:14 | modify | 1087 | 1.00 | 107.075 | 106.691 | 107.275 | ||
| 6107 | 2018.04.11 04:37 | modify | 1087 | 1.00 | 107.075 | 106.697 | 107.275 | ||
| 6108 | 2018.04.11 15:30 | s/l | 1087 | 1.00 | 106.695 | 106.697 | 107.275 | -38000.00 | 4815737.48 |
| 6109 | 2018.04.24 19:26 | buy | 1088 | 1.00 | 108.852 | 0.000 | 0.000 | ||
| 6110 | 2018.04.24 19:26 | modify | 1088 | 1.00 | 108.852 | 108.202 | 109.052 | ||
| 6111 | 2018.04.25 01:07 | close | 1088 | 1.00 | 108.838 | 108.202 | 109.052 | -674.57 | 4815062.91 |
| 6112 | 2018.05.02 03:19 | buy | 1089 | 1.00 | 109.717 | 0.000 | 0.000 | ||
| 6113 | 2018.05.02 03:19 | modify | 1089 | 1.00 | 109.717 | 109.067 | 109.917 | ||
| 6114 | 2018.05.02 03:27 | modify | 1089 | 1.00 | 109.717 | 109.335 | 109.917 | ||
| 6115 | 2018.05.02 03:37 | modify | 1089 | 1.00 | 109.717 | 109.353 | 109.917 | ||
| 6116 | 2018.05.02 03:39 | close | 1089 | 1.00 | 109.822 | 109.353 | 109.917 | 10500.00 | 4825562.91 |
| 6117 | 2018.05.04 02:25 | buy | 1090 | 1.00 | 109.131 | 0.000 | 0.000 | ||
| 6118 | 2018.05.04 02:25 | modify | 1090 | 1.00 | 109.131 | 108.481 | 109.331 | ||
| 6119 | 2018.05.04 03:29 | close | 1090 | 1.00 | 109.194 | 108.481 | 109.331 | 6300.00 | 4831862.91 |
| 6120 | 2018.05.23 16:22 | sell | 1091 | 1.00 | 110.083 | 0.000 | 0.000 | ||
| 6121 | 2018.05.23 16:22 | modify | 1091 | 1.00 | 110.083 | 110.733 | 109.883 | ||
| 6122 | 2018.05.23 17:34 | modify | 1091 | 1.00 | 110.083 | 110.481 | 109.883 | ||
| 6123 | 2018.05.23 17:35 | modify | 1091 | 1.00 | 110.083 | 110.475 | 109.883 | ||
| 6124 | 2018.05.23 17:38 | modify | 1091 | 1.00 | 110.083 | 110.468 | 109.883 | ||
| 6125 | 2018.05.23 17:39 | modify | 1091 | 1.00 | 110.083 | 110.466 | 109.883 | ||
| 6126 | 2018.05.23 17:41 | close | 1091 | 1.00 | 109.981 | 110.466 | 109.883 | 10200.00 | 4842062.91 |
| 6127 | 2018.05.24 03:08 | buy | 1092 | 1.00 | 109.750 | 0.000 | 0.000 | ||
| 6128 | 2018.05.24 03:08 | modify | 1092 | 1.00 | 109.750 | 109.100 | 109.950 | ||
| 6129 | 2018.05.24 09:48 | close | 1092 | 1.00 | 109.625 | 109.100 | 109.950 | -12500.00 | 4829562.91 |
| 6130 | 2018.05.25 03:31 | sell | 1093 | 1.00 | 109.542 | 0.000 | 0.000 | ||
| 6131 | 2018.05.25 03:31 | modify | 1093 | 1.00 | 109.542 | 110.192 | 109.342 | ||
| 6132 | 2018.05.25 03:37 | modify | 1093 | 1.00 | 109.542 | 109.936 | 109.342 | ||
| 6133 | 2018.05.25 03:38 | modify | 1093 | 1.00 | 109.542 | 109.934 | 109.342 | ||
| 6134 | 2018.05.25 03:39 | modify | 1093 | 1.00 | 109.542 | 109.930 | 109.342 | ||
| 6135 | 2018.05.25 09:04 | close | 1093 | 1.00 | 109.513 | 109.930 | 109.342 | 2900.00 | 4832462.91 |
| 6136 | 2018.06.01 14:54 | sell | 1094 | 1.00 | 109.409 | 0.000 | 0.000 | ||
| 6137 | 2018.06.01 14:54 | modify | 1094 | 1.00 | 109.409 | 110.059 | 109.209 | ||
| 6138 | 2018.06.01 17:16 | close | 1094 | 1.00 | 109.521 | 110.059 | 109.209 | -11200.00 | 4821262.91 |
| 6139 | 2018.06.11 19:27 | sell | 1095 | 1.00 | 110.017 | 0.000 | 0.000 | ||
| 6140 | 2018.06.11 19:27 | modify | 1095 | 1.00 | 110.017 | 110.667 | 109.817 | ||
| 6141 | 2018.06.12 00:22 | close | 1095 | 1.00 | 110.024 | 110.667 | 109.817 | -2167.16 | 4819095.75 |
| 6142 | 2018.06.14 16:10 | sell | 1096 | 1.00 | 110.282 | 0.000 | 0.000 | ||
| 6143 | 2018.06.14 16:10 | modify | 1096 | 1.00 | 110.282 | 110.932 | 110.082 | ||
| 6144 | 2018.06.15 01:44 | close | 1096 | 1.00 | 110.575 | 110.932 | 110.082 | -30775.16 | 4788320.59 |
| 6145 | 2018.06.22 15:58 | buy | 1097 | 1.00 | 110.063 | 0.000 | 0.000 | ||
| 6146 | 2018.06.22 15:58 | modify | 1097 | 1.00 | 110.063 | 109.413 | 110.263 | ||
| 6147 | 2018.06.22 23:00 | close | 1097 | 1.00 | 109.977 | 109.413 | 110.263 | -8600.00 | 4779720.59 |
| 6148 | 2018.06.28 03:15 | buy | 1098 | 1.00 | 110.078 | 0.000 | 0.000 | ||
| 6149 | 2018.06.28 03:15 | modify | 1098 | 1.00 | 110.078 | 109.428 | 110.278 | ||
| 6150 | 2018.06.28 04:29 | modify | 1098 | 1.00 | 110.078 | 109.684 | 110.278 | ||