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 |
| 6151 | 2018.06.28 04:30 | modify | 1098 | 1.00 | 110.078 | 109.685 | 110.278 | ||
| 6152 | 2018.06.28 04:34 | modify | 1098 | 1.00 | 110.078 | 109.690 | 110.278 | ||
| 6153 | 2018.06.28 04:47 | modify | 1098 | 1.00 | 110.078 | 109.717 | 110.278 | ||
| 6154 | 2018.06.28 05:03 | modify | 1098 | 1.00 | 110.078 | 109.725 | 110.278 | ||
| 6155 | 2018.06.28 06:35 | close | 1098 | 1.00 | 110.193 | 109.725 | 110.278 | 11500.00 | 4791220.59 |
| 6156 | 2018.07.12 06:17 | sell | 1099 | 1.00 | 112.357 | 0.000 | 0.000 | ||
| 6157 | 2018.07.12 06:17 | modify | 1099 | 1.00 | 112.357 | 113.007 | 112.157 | ||
| 6158 | 2018.07.12 06:30 | modify | 1099 | 1.00 | 112.357 | 112.746 | 112.157 | ||
| 6159 | 2018.07.12 06:31 | modify | 1099 | 1.00 | 112.357 | 112.739 | 112.157 | ||
| 6160 | 2018.07.12 06:33 | modify | 1099 | 1.00 | 112.357 | 112.730 | 112.157 | ||
| 6161 | 2018.07.12 06:47 | modify | 1099 | 1.00 | 112.357 | 112.725 | 112.157 | ||
| 6162 | 2018.07.12 06:52 | modify | 1099 | 1.00 | 112.357 | 112.721 | 112.157 | ||
| 6163 | 2018.07.12 06:53 | modify | 1099 | 1.00 | 112.357 | 112.718 | 112.157 | ||
| 6164 | 2018.07.12 06:54 | close | 1099 | 1.00 | 112.253 | 112.718 | 112.157 | 10400.00 | 4801620.59 |
| 6165 | 2018.07.23 02:24 | buy | 1100 | 1.00 | 111.213 | 0.000 | 0.000 | ||
| 6166 | 2018.07.23 02:24 | modify | 1100 | 1.00 | 111.213 | 110.563 | 111.413 | ||
| 6167 | 2018.07.23 10:08 | close | 1100 | 1.00 | 111.060 | 110.563 | 111.413 | -15300.00 | 4786320.59 |
| 6168 | 2018.07.24 00:22 | buy | 1101 | 1.00 | 111.319 | 0.000 | 0.000 | ||
| 6169 | 2018.07.24 00:22 | modify | 1101 | 1.00 | 111.319 | 110.669 | 111.519 | ||
| 6170 | 2018.07.24 01:50 | close | 1101 | 1.00 | 111.381 | 110.669 | 111.519 | 6200.00 | 4792520.59 |
| 6171 | 2018.08.06 05:16 | sell | 1102 | 1.00 | 111.341 | 0.000 | 0.000 | ||
| 6172 | 2018.08.06 05:16 | modify | 1102 | 1.00 | 111.341 | 111.991 | 111.141 | ||
| 6173 | 2018.08.06 08:11 | close | 1102 | 1.00 | 111.298 | 111.991 | 111.141 | 4300.00 | 4796820.59 |
| 6174 | 2018.08.13 15:29 | sell | 1103 | 1.00 | 110.741 | 0.000 | 0.000 | ||
| 6175 | 2018.08.13 15:29 | modify | 1103 | 1.00 | 110.741 | 111.391 | 110.541 | ||
| 6176 | 2018.08.13 15:34 | modify | 1103 | 1.00 | 110.741 | 111.114 | 110.541 | ||
| 6177 | 2018.08.13 17:58 | close | 1103 | 1.00 | 110.743 | 111.114 | 110.541 | -200.00 | 4796620.59 |
| 6178 | 2018.08.16 02:39 | buy | 1104 | 1.00 | 110.566 | 0.000 | 0.000 | ||
| 6179 | 2018.08.16 02:39 | modify | 1104 | 1.00 | 110.566 | 109.916 | 110.766 | ||
| 6180 | 2018.08.16 03:43 | modify | 1104 | 1.00 | 110.566 | 110.179 | 110.766 | ||
| 6181 | 2018.08.16 04:30 | close | 1104 | 1.00 | 110.694 | 110.179 | 110.766 | 12800.00 | 4809420.59 |
| 6182 | 2018.08.16 15:46 | buy | 1105 | 1.00 | 110.646 | 0.000 | 0.000 | ||
| 6183 | 2018.08.16 15:46 | modify | 1105 | 1.00 | 110.646 | 109.996 | 110.846 | ||
| 6184 | 2018.08.16 15:57 | modify | 1105 | 1.00 | 110.646 | 110.248 | 110.846 | ||
| 6185 | 2018.08.16 17:06 | modify | 1105 | 1.00 | 110.646 | 110.274 | 110.846 | ||
| 6186 | 2018.08.16 17:07 | modify | 1105 | 1.00 | 110.646 | 110.283 | 110.846 | ||
| 6187 | 2018.08.16 17:08 | close | 1105 | 1.00 | 110.754 | 110.283 | 110.846 | 10800.00 | 4820220.59 |
| 6188 | 2018.08.17 21:35 | sell | 1106 | 1.00 | 110.624 | 0.000 | 0.000 | ||
| 6189 | 2018.08.17 21:35 | modify | 1106 | 1.00 | 110.624 | 111.274 | 110.424 | ||
| 6190 | 2018.08.17 22:04 | modify | 1106 | 1.00 | 110.624 | 111.005 | 110.424 | ||
| 6191 | 2018.08.17 22:07 | modify | 1106 | 1.00 | 110.624 | 111.000 | 110.424 | ||
| 6192 | 2018.08.17 22:08 | modify | 1106 | 1.00 | 110.624 | 110.985 | 110.424 | ||
| 6193 | 2018.08.17 23:00 | close | 1106 | 1.00 | 110.620 | 110.985 | 110.424 | 400.00 | 4820620.59 |
| 6194 | 2018.08.30 04:40 | buy | 1107 | 1.00 | 111.623 | 0.000 | 0.000 | ||
| 6195 | 2018.08.30 04:40 | modify | 1107 | 1.00 | 111.623 | 110.973 | 111.823 | ||
| 6196 | 2018.08.30 07:51 | close | 1107 | 1.00 | 111.659 | 110.973 | 111.823 | 3600.00 | 4824220.59 |
| 6197 | 2018.09.19 03:04 | buy | 1108 | 1.00 | 112.265 | 0.000 | 0.000 | ||
| 6198 | 2018.09.19 03:04 | modify | 1108 | 1.00 | 112.265 | 111.615 | 112.465 | ||
| 6199 | 2018.09.19 04:48 | modify | 1108 | 1.00 | 112.265 | 111.866 | 112.465 | ||
| 6200 | 2018.09.19 04:52 | modify | 1108 | 1.00 | 112.265 | 111.867 | 112.465 | ||
| 6201 | 2018.09.19 04:53 | modify | 1108 | 1.00 | 112.265 | 111.874 | 112.465 | ||
| 6202 | 2018.09.19 04:55 | modify | 1108 | 1.00 | 112.265 | 111.876 | 112.465 | ||
| 6203 | 2018.09.19 05:00 | modify | 1108 | 1.00 | 112.265 | 111.878 | 112.465 | ||
| 6204 | 2018.09.19 05:01 | modify | 1108 | 1.00 | 112.265 | 111.880 | 112.465 | ||
| 6205 | 2018.09.19 05:23 | modify | 1108 | 1.00 | 112.265 | 111.891 | 112.465 | ||
| 6206 | 2018.09.19 05:24 | modify | 1108 | 1.00 | 112.265 | 111.895 | 112.465 | ||
| 6207 | 2018.09.19 05:27 | modify | 1108 | 1.00 | 112.265 | 111.897 | 112.465 | ||
| 6208 | 2018.09.19 05:48 | modify | 1108 | 1.00 | 112.265 | 111.905 | 112.465 | ||
| 6209 | 2018.09.19 06:07 | modify | 1108 | 1.00 | 112.265 | 111.906 | 112.465 | ||
| 6210 | 2018.09.19 06:13 | modify | 1108 | 1.00 | 112.265 | 111.913 | 112.465 | ||
| 6211 | 2018.09.19 06:20 | close | 1108 | 1.00 | 112.367 | 111.913 | 112.465 | 10200.00 | 4834420.59 |
| 6212 | 2018.09.28 04:16 | sell | 1109 | 1.00 | 113.553 | 0.000 | 0.000 | ||
| 6213 | 2018.09.28 04:16 | modify | 1109 | 1.00 | 113.553 | 114.203 | 113.353 | ||
| 6214 | 2018.09.28 06:46 | modify | 1109 | 1.00 | 113.553 | 113.951 | 113.353 | ||
| 6215 | 2018.09.28 06:47 | modify | 1109 | 1.00 | 113.553 | 113.945 | 113.353 | ||
| 6216 | 2018.09.28 07:07 | modify | 1109 | 1.00 | 113.553 | 113.942 | 113.353 | ||
| 6217 | 2018.09.28 07:12 | modify | 1109 | 1.00 | 113.553 | 113.938 | 113.353 | ||
| 6218 | 2018.09.28 07:13 | modify | 1109 | 1.00 | 113.553 | 113.936 | 113.353 | ||
| 6219 | 2018.09.28 07:14 | modify | 1109 | 1.00 | 113.553 | 113.934 | 113.353 | ||
| 6220 | 2018.09.28 07:17 | modify | 1109 | 1.00 | 113.553 | 113.923 | 113.353 | ||
| 6221 | 2018.09.28 07:18 | modify | 1109 | 1.00 | 113.553 | 113.921 | 113.353 | ||
| 6222 | 2018.09.28 09:01 | close | 1109 | 1.00 | 113.469 | 113.921 | 113.353 | 8400.00 | 4842820.59 |
| 6223 | 2018.10.04 06:40 | buy | 1110 | 1.00 | 114.227 | 0.000 | 0.000 | ||
| 6224 | 2018.10.04 06:40 | modify | 1110 | 1.00 | 114.227 | 113.577 | 114.427 | ||
| 6225 | 2018.10.04 07:12 | modify | 1110 | 1.00 | 114.227 | 113.837 | 114.427 | ||
| 6226 | 2018.10.04 07:13 | modify | 1110 | 1.00 | 114.227 | 113.856 | 114.427 | ||
| 6227 | 2018.10.04 07:19 | close | 1110 | 1.00 | 114.333 | 113.856 | 114.427 | 10600.00 | 4853420.59 |
| 6228 | 2018.10.05 03:35 | sell | 1111 | 1.00 | 114.025 | 0.000 | 0.000 | ||
| 6229 | 2018.10.05 03:35 | modify | 1111 | 1.00 | 114.025 | 114.675 | 113.825 | ||
| 6230 | 2018.10.05 04:27 | modify | 1111 | 1.00 | 114.025 | 114.420 | 113.825 | ||
| 6231 | 2018.10.05 04:28 | modify | 1111 | 1.00 | 114.025 | 114.407 | 113.825 | ||
| 6232 | 2018.10.05 04:30 | modify | 1111 | 1.00 | 114.025 | 114.396 | 113.825 | ||
| 6233 | 2018.10.05 05:01 | modify | 1111 | 1.00 | 114.025 | 114.390 | 113.825 | ||
| 6234 | 2018.10.05 05:03 | modify | 1111 | 1.00 | 114.025 | 114.380 | 113.825 | ||
| 6235 | 2018.10.05 05:11 | close | 1111 | 1.00 | 113.920 | 114.380 | 113.825 | 10500.00 | 4863920.59 |
| 6236 | 2018.10.08 22:41 | sell | 1112 | 1.00 | 113.080 | 0.000 | 0.000 | ||
| 6237 | 2018.10.08 22:41 | modify | 1112 | 1.00 | 113.080 | 113.730 | 112.880 | ||
| 6238 | 2018.10.09 02:02 | close | 1112 | 1.00 | 113.098 | 113.730 | 112.880 | -3309.80 | 4860610.79 |
| 6239 | 2018.10.11 04:57 | buy | 1113 | 1.00 | 112.030 | 0.000 | 0.000 | ||
| 6240 | 2018.10.11 04:57 | modify | 1113 | 1.00 | 112.030 | 111.380 | 112.230 | ||
| 6241 | 2018.10.11 05:03 | modify | 1113 | 1.00 | 112.030 | 111.641 | 112.230 | ||
| 6242 | 2018.10.11 05:04 | modify | 1113 | 1.00 | 112.030 | 111.656 | 112.230 | ||
| 6243 | 2018.10.11 05:12 | modify | 1113 | 1.00 | 112.030 | 111.660 | 112.230 | ||
| 6244 | 2018.10.11 05:16 | modify | 1113 | 1.00 | 112.030 | 111.672 | 112.230 | ||
| 6245 | 2018.10.11 05:17 | close | 1113 | 1.00 | 112.138 | 111.672 | 112.230 | 10800.00 | 4871410.79 |
| 6246 | 2018.10.19 03:59 | sell | 1114 | 1.00 | 112.342 | 0.000 | 0.000 | ||
| 6247 | 2018.10.19 03:59 | modify | 1114 | 1.00 | 112.342 | 112.992 | 112.142 | ||
| 6248 | 2018.10.19 04:13 | modify | 1114 | 1.00 | 112.342 | 112.739 | 112.142 | ||
| 6249 | 2018.10.19 04:32 | modify | 1114 | 1.00 | 112.342 | 112.727 | 112.142 | ||
| 6250 | 2018.10.19 16:29 | close | 1114 | 1.00 | 112.400 | 112.727 | 112.142 | -5800.00 | 4865610.79 |
| 6251 | 2018.10.25 23:15 | buy | 1115 | 1.00 | 112.408 | 0.000 | 0.000 | ||
| 6252 | 2018.10.25 23:15 | modify | 1115 | 1.00 | 112.408 | 111.758 | 112.608 | ||
| 6253 | 2018.10.25 23:31 | modify | 1115 | 1.00 | 112.408 | 112.028 | 112.608 | ||
| 6254 | 2018.10.25 23:32 | modify | 1115 | 1.00 | 112.408 | 112.046 | 112.608 | ||
| 6255 | 2018.10.25 23:48 | modify | 1115 | 1.00 | 112.408 | 112.048 | 112.608 | ||
| 6256 | 2018.10.26 10:32 | s/l | 1115 | 1.00 | 112.046 | 112.048 | 112.608 | -35450.46 | 4830160.33 |
| 6257 | 2018.11.26 16:03 | sell | 1116 | 1.00 | 113.308 | 0.000 | 0.000 | ||
| 6258 | 2018.11.26 16:03 | modify | 1116 | 1.00 | 113.308 | 113.958 | 113.108 | ||
| 6259 | 2018.11.27 01:35 | close | 1116 | 1.00 | 113.512 | 113.958 | 113.108 | -21914.45 | 4808245.88 |
| 6260 | 2018.11.27 01:35 | buy | 1117 | 1.00 | 113.507 | 0.000 | 0.000 | ||
| 6261 | 2018.11.27 01:35 | modify | 1117 | 1.00 | 113.507 | 112.857 | 113.707 | ||
| 6262 | 2018.11.27 06:00 | close | 1117 | 1.00 | 113.534 | 112.857 | 113.707 | 2700.00 | 4810945.88 |
| 6263 | 2018.12.06 22:38 | sell | 1118 | 1.00 | 112.731 | 0.000 | 0.000 | ||
| 6264 | 2018.12.06 22:38 | modify | 1118 | 1.00 | 112.731 | 113.381 | 112.531 | ||
| 6265 | 2018.12.06 23:09 | modify | 1118 | 1.00 | 112.731 | 113.123 | 112.531 | ||
| 6266 | 2018.12.06 23:11 | modify | 1118 | 1.00 | 112.731 | 113.117 | 112.531 | ||
| 6267 | 2018.12.06 23:14 | modify | 1118 | 1.00 | 112.731 | 113.112 | 112.531 | ||
| 6268 | 2018.12.06 23:15 | modify | 1118 | 1.00 | 112.731 | 113.106 | 112.531 | ||
| 6269 | 2018.12.06 23:16 | modify | 1118 | 1.00 | 112.731 | 113.100 | 112.531 | ||
| 6270 | 2018.12.06 23:18 | modify | 1118 | 1.00 | 112.731 | 113.099 | 112.531 | ||
| 6271 | 2018.12.07 00:04 | close | 1118 | 1.00 | 112.712 | 113.099 | 112.531 | 397.64 | 4811343.52 |
| 6272 | 2018.12.11 02:59 | buy | 1119 | 1.00 | 113.082 | 0.000 | 0.000 | ||
| 6273 | 2018.12.11 02:59 | modify | 1119 | 1.00 | 113.082 | 112.432 | 113.282 | ||
| 6274 | 2018.12.11 03:32 | modify | 1119 | 1.00 | 113.082 | 112.688 | 113.282 | ||
| 6275 | 2018.12.11 03:34 | modify | 1119 | 1.00 | 113.082 | 112.718 | 113.282 | ||
| 6276 | 2018.12.11 03:37 | modify | 1119 | 1.00 | 113.082 | 112.723 | 113.282 | ||
| 6277 | 2018.12.11 03:38 | close | 1119 | 1.00 | 113.183 | 112.723 | 113.282 | 10100.00 | 4821443.52 |
| 6278 | 2018.12.18 16:25 | sell | 1120 | 1.00 | 112.513 | 0.000 | 0.000 | ||
| 6279 | 2018.12.18 16:25 | modify | 1120 | 1.00 | 112.513 | 113.163 | 112.313 | ||
| 6280 | 2018.12.18 20:57 | close | 1120 | 1.00 | 112.497 | 113.163 | 112.313 | 1600.00 | 4823043.52 |
| 6281 | 2019.01.02 23:38 | buy | 1121 | 1.00 | 108.919 | 0.000 | 0.000 | ||
| 6282 | 2019.01.02 23:38 | modify | 1121 | 1.00 | 108.919 | 108.269 | 109.119 | ||
| 6283 | 2019.01.02 23:46 | modify | 1121 | 1.00 | 108.919 | 108.532 | 109.119 | ||
| 6284 | 2019.01.03 00:33 | s/l | 1121 | 1.00 | 108.527 | 108.532 | 109.119 | -37022.34 | 4786021.18 |
| 6285 | 2019.01.04 15:20 | sell | 1122 | 1.00 | 108.141 | 0.000 | 0.000 | ||
| 6286 | 2019.01.04 15:20 | modify | 1122 | 1.00 | 108.141 | 108.791 | 107.941 | ||
| 6287 | 2019.01.04 17:16 | close | 1122 | 1.00 | 108.268 | 108.791 | 107.941 | -12700.00 | 4773321.18 |
| 6288 | 2019.01.17 08:53 | buy | 1123 | 1.00 | 108.864 | 0.000 | 0.000 | ||
| 6289 | 2019.01.17 08:53 | modify | 1123 | 1.00 | 108.864 | 108.214 | 109.064 | ||
| 6290 | 2019.01.17 09:12 | modify | 1123 | 1.00 | 108.864 | 108.464 | 109.064 | ||
| 6291 | 2019.01.17 16:49 | modify | 1123 | 1.00 | 108.864 | 108.479 | 109.064 | ||
| 6292 | 2019.01.17 16:51 | modify | 1123 | 1.00 | 108.864 | 108.480 | 109.064 | ||
| 6293 | 2019.01.17 16:53 | modify | 1123 | 1.00 | 108.864 | 108.488 | 109.064 | ||
| 6294 | 2019.01.17 16:54 | modify | 1123 | 1.00 | 108.864 | 108.497 | 109.064 | ||
| 6295 | 2019.01.17 17:00 | modify | 1123 | 1.00 | 108.864 | 108.499 | 109.064 | ||
| 6296 | 2019.01.17 17:02 | modify | 1123 | 1.00 | 108.864 | 108.501 | 109.064 | ||
| 6297 | 2019.01.17 17:16 | close | 1123 | 1.00 | 108.963 | 108.501 | 109.064 | 9900.00 | 4783221.18 |
| 6298 | 2019.03.08 13:05 | sell | 1124 | 1.00 | 111.183 | 0.000 | 0.000 | ||
| 6299 | 2019.03.08 13:05 | modify | 1124 | 1.00 | 111.183 | 111.833 | 110.983 | ||
| 6300 | 2019.03.08 14:47 | modify | 1124 | 1.00 | 111.183 | 111.583 | 110.983 | ||