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 |
| 6301 | 2019.03.08 14:48 | modify | 1124 | 1.00 | 111.183 | 111.582 | 110.983 | ||
| 6302 | 2019.03.08 15:23 | modify | 1124 | 1.00 | 111.183 | 111.581 | 110.983 | ||
| 6303 | 2019.03.08 15:24 | modify | 1124 | 1.00 | 111.183 | 111.573 | 110.983 | ||
| 6304 | 2019.03.08 15:25 | modify | 1124 | 1.00 | 111.183 | 111.569 | 110.983 | ||
| 6305 | 2019.03.08 15:26 | modify | 1124 | 1.00 | 111.183 | 111.552 | 110.983 | ||
| 6306 | 2019.03.08 15:30 | t/p | 1124 | 1.00 | 110.958 | 111.552 | 110.983 | 22500.00 | 4805721.18 |
| 6307 | 2019.03.08 15:31 | buy | 1125 | 1.00 | 110.826 | 0.000 | 0.000 | ||
| 6308 | 2019.03.08 15:31 | modify | 1125 | 1.00 | 110.826 | 110.176 | 111.026 | ||
| 6309 | 2019.03.08 15:33 | close | 1125 | 1.00 | 110.946 | 110.176 | 111.026 | 12000.00 | 4817721.18 |
| 6310 | 2019.03.22 21:15 | sell | 1126 | 1.00 | 110.143 | 0.000 | 0.000 | ||
| 6311 | 2019.03.22 21:15 | modify | 1126 | 1.00 | 110.143 | 110.793 | 109.943 | ||
| 6312 | 2019.03.22 22:00 | modify | 1126 | 1.00 | 110.143 | 110.525 | 109.943 | ||
| 6313 | 2019.03.22 22:07 | modify | 1126 | 1.00 | 110.143 | 110.522 | 109.943 | ||
| 6314 | 2019.03.22 22:12 | modify | 1126 | 1.00 | 110.143 | 110.520 | 109.943 | ||
| 6315 | 2019.03.22 22:14 | modify | 1126 | 1.00 | 110.143 | 110.513 | 109.943 | ||
| 6316 | 2019.03.22 22:19 | modify | 1126 | 1.00 | 110.143 | 110.506 | 109.943 | ||
| 6317 | 2019.03.22 22:20 | modify | 1126 | 1.00 | 110.143 | 110.499 | 109.943 | ||
| 6318 | 2019.03.22 22:29 | close | 1126 | 1.00 | 110.039 | 110.499 | 109.943 | 10400.00 | 4828121.18 |
| 6319 | 2019.03.25 02:35 | sell | 1127 | 1.00 | 110.142 | 0.000 | 0.000 | ||
| 6320 | 2019.03.25 02:35 | modify | 1127 | 1.00 | 110.142 | 110.792 | 109.942 | ||
| 6321 | 2019.03.25 02:46 | modify | 1127 | 1.00 | 110.142 | 110.538 | 109.942 | ||
| 6322 | 2019.03.25 02:47 | modify | 1127 | 1.00 | 110.142 | 110.536 | 109.942 | ||
| 6323 | 2019.03.25 02:51 | modify | 1127 | 1.00 | 110.142 | 110.531 | 109.942 | ||
| 6324 | 2019.03.25 02:52 | modify | 1127 | 1.00 | 110.142 | 110.523 | 109.942 | ||
| 6325 | 2019.03.25 03:06 | modify | 1127 | 1.00 | 110.142 | 110.508 | 109.942 | ||
| 6326 | 2019.03.25 03:09 | modify | 1127 | 1.00 | 110.142 | 110.507 | 109.942 | ||
| 6327 | 2019.03.25 03:14 | modify | 1127 | 1.00 | 110.142 | 110.506 | 109.942 | ||
| 6328 | 2019.03.25 03:17 | modify | 1127 | 1.00 | 110.142 | 110.503 | 109.942 | ||
| 6329 | 2019.03.25 03:19 | close | 1127 | 1.00 | 110.047 | 110.503 | 109.942 | 9500.00 | 4837621.18 |
| 6330 | 2019.03.25 03:59 | buy | 1128 | 1.00 | 109.798 | 0.000 | 0.000 | ||
| 6331 | 2019.03.25 03:59 | modify | 1128 | 1.00 | 109.798 | 109.148 | 109.998 | ||
| 6332 | 2019.03.25 04:44 | modify | 1128 | 1.00 | 109.798 | 109.400 | 109.998 | ||
| 6333 | 2019.03.25 04:49 | modify | 1128 | 1.00 | 109.798 | 109.404 | 109.998 | ||
| 6334 | 2019.03.25 06:56 | close | 1128 | 1.00 | 109.845 | 109.404 | 109.998 | 4700.00 | 4842321.18 |
| 6335 | 2019.03.29 09:55 | buy | 1129 | 1.00 | 110.597 | 0.000 | 0.000 | ||
| 6336 | 2019.03.29 09:55 | modify | 1129 | 1.00 | 110.597 | 109.947 | 110.797 | ||
| 6337 | 2019.03.29 10:13 | modify | 1129 | 1.00 | 110.597 | 110.206 | 110.797 | ||
| 6338 | 2019.03.29 10:14 | modify | 1129 | 1.00 | 110.597 | 110.215 | 110.797 | ||
| 6339 | 2019.03.29 10:55 | modify | 1129 | 1.00 | 110.597 | 110.220 | 110.797 | ||
| 6340 | 2019.03.29 10:56 | modify | 1129 | 1.00 | 110.597 | 110.231 | 110.797 | ||
| 6341 | 2019.03.29 10:57 | close | 1129 | 1.00 | 110.702 | 110.231 | 110.797 | 10500.00 | 4852821.18 |
| 6342 | 2019.04.12 03:12 | sell | 1130 | 1.00 | 111.673 | 0.000 | 0.000 | ||
| 6343 | 2019.04.12 03:12 | modify | 1130 | 1.00 | 111.673 | 112.323 | 111.473 | ||
| 6344 | 2019.04.12 12:23 | close | 1130 | 1.00 | 111.860 | 112.323 | 111.473 | -18700.00 | 4834121.18 |
| 6345 | 2019.05.06 07:45 | sell | 1131 | 1.00 | 110.671 | 0.000 | 0.000 | ||
| 6346 | 2019.05.06 07:45 | modify | 1131 | 1.00 | 110.671 | 111.321 | 110.471 | ||
| 6347 | 2019.05.06 09:45 | close | 1131 | 1.00 | 110.696 | 111.321 | 110.471 | -2500.00 | 4831621.18 |
| 6348 | 2019.05.08 05:12 | buy | 1132 | 1.00 | 110.024 | 0.000 | 0.000 | ||
| 6349 | 2019.05.08 05:12 | modify | 1132 | 1.00 | 110.024 | 109.374 | 110.224 | ||
| 6350 | 2019.05.08 08:53 | close | 1132 | 1.00 | 110.042 | 109.374 | 110.224 | 1800.00 | 4833421.18 |
| 6351 | 2019.05.08 10:15 | sell | 1133 | 1.00 | 110.167 | 0.000 | 0.000 | ||
| 6352 | 2019.05.08 10:15 | modify | 1133 | 1.00 | 110.167 | 110.817 | 109.967 | ||
| 6353 | 2019.05.08 11:48 | modify | 1133 | 1.00 | 110.167 | 110.563 | 109.967 | ||
| 6354 | 2019.05.08 11:49 | modify | 1133 | 1.00 | 110.167 | 110.532 | 109.967 | ||
| 6355 | 2019.05.08 12:12 | modify | 1133 | 1.00 | 110.167 | 110.531 | 109.967 | ||
| 6356 | 2019.05.08 12:13 | modify | 1133 | 1.00 | 110.167 | 110.519 | 109.967 | ||
| 6357 | 2019.05.08 12:26 | modify | 1133 | 1.00 | 110.167 | 110.518 | 109.967 | ||
| 6358 | 2019.05.08 12:28 | close | 1133 | 1.00 | 110.061 | 110.518 | 109.967 | 10600.00 | 4844021.18 |
| 6359 | 2019.05.14 15:26 | buy | 1134 | 1.00 | 109.530 | 0.000 | 0.000 | ||
| 6360 | 2019.05.14 15:26 | modify | 1134 | 1.00 | 109.530 | 108.880 | 109.730 | ||
| 6361 | 2019.05.14 16:37 | modify | 1134 | 1.00 | 109.530 | 109.132 | 109.730 | ||
| 6362 | 2019.05.14 16:38 | modify | 1134 | 1.00 | 109.530 | 109.140 | 109.730 | ||
| 6363 | 2019.05.14 16:39 | modify | 1134 | 1.00 | 109.530 | 109.153 | 109.730 | ||
| 6364 | 2019.05.14 16:44 | modify | 1134 | 1.00 | 109.530 | 109.155 | 109.730 | ||
| 6365 | 2019.05.14 16:45 | modify | 1134 | 1.00 | 109.530 | 109.169 | 109.730 | ||
| 6366 | 2019.05.14 18:11 | modify | 1134 | 1.00 | 109.530 | 109.171 | 109.730 | ||
| 6367 | 2019.05.14 18:14 | modify | 1134 | 1.00 | 109.530 | 109.175 | 109.730 | ||
| 6368 | 2019.05.14 18:15 | close | 1134 | 1.00 | 109.636 | 109.175 | 109.730 | 10600.00 | 4854621.18 |
| 6369 | 2019.05.24 06:27 | buy | 1135 | 1.00 | 109.527 | 0.000 | 0.000 | ||
| 6370 | 2019.05.24 06:27 | modify | 1135 | 1.00 | 109.527 | 108.877 | 109.727 | ||
| 6371 | 2019.05.24 06:48 | modify | 1135 | 1.00 | 109.527 | 109.131 | 109.727 | ||
| 6372 | 2019.05.24 06:49 | modify | 1135 | 1.00 | 109.527 | 109.133 | 109.727 | ||
| 6373 | 2019.05.24 06:51 | modify | 1135 | 1.00 | 109.527 | 109.136 | 109.727 | ||
| 6374 | 2019.05.24 06:52 | modify | 1135 | 1.00 | 109.527 | 109.137 | 109.727 | ||
| 6375 | 2019.05.24 06:54 | modify | 1135 | 1.00 | 109.527 | 109.143 | 109.727 | ||
| 6376 | 2019.05.24 07:02 | modify | 1135 | 1.00 | 109.527 | 109.145 | 109.727 | ||
| 6377 | 2019.05.24 07:04 | modify | 1135 | 1.00 | 109.527 | 109.147 | 109.727 | ||
| 6378 | 2019.05.24 07:05 | modify | 1135 | 1.00 | 109.527 | 109.154 | 109.727 | ||
| 6379 | 2019.05.24 07:06 | modify | 1135 | 1.00 | 109.527 | 109.167 | 109.727 | ||
| 6380 | 2019.05.24 07:07 | modify | 1135 | 1.00 | 109.527 | 109.168 | 109.727 | ||
| 6381 | 2019.05.24 07:17 | modify | 1135 | 1.00 | 109.527 | 109.170 | 109.727 | ||
| 6382 | 2019.05.24 07:18 | close | 1135 | 1.00 | 109.630 | 109.170 | 109.727 | 10300.00 | 4864921.18 |
| 6383 | 2019.06.27 13:01 | buy | 1136 | 1.00 | 107.832 | 0.000 | 0.000 | ||
| 6384 | 2019.06.27 13:01 | modify | 1136 | 1.00 | 107.832 | 107.182 | 108.032 | ||
| 6385 | 2019.06.27 14:17 | modify | 1136 | 1.00 | 107.832 | 107.436 | 108.032 | ||
| 6386 | 2019.06.27 15:14 | modify | 1136 | 1.00 | 107.832 | 107.439 | 108.032 | ||
| 6387 | 2019.06.27 15:22 | modify | 1136 | 1.00 | 107.832 | 107.443 | 108.032 | ||
| 6388 | 2019.06.27 15:29 | modify | 1136 | 1.00 | 107.832 | 107.449 | 108.032 | ||
| 6389 | 2019.06.27 15:31 | close | 1136 | 1.00 | 107.940 | 107.449 | 108.032 | 10800.00 | 4875721.18 |
| 6390 | 2019.07.08 12:32 | sell | 1137 | 1.00 | 108.458 | 0.000 | 0.000 | ||
| 6391 | 2019.07.08 12:32 | modify | 1137 | 1.00 | 108.458 | 109.108 | 108.258 | ||
| 6392 | 2019.07.09 00:11 | close | 1137 | 1.00 | 108.708 | 109.108 | 108.258 | -26449.65 | 4849271.53 |
| 6393 | 2019.07.11 03:10 | buy | 1138 | 1.00 | 108.259 | 0.000 | 0.000 | ||
| 6394 | 2019.07.11 03:10 | modify | 1138 | 1.00 | 108.259 | 107.609 | 108.459 | ||
| 6395 | 2019.07.11 10:17 | close | 1138 | 1.00 | 108.071 | 107.609 | 108.459 | -18800.00 | 4830471.53 |
| 6396 | 2019.07.11 10:37 | sell | 1139 | 1.00 | 108.112 | 0.000 | 0.000 | ||
| 6397 | 2019.07.11 10:37 | modify | 1139 | 1.00 | 108.112 | 108.762 | 107.912 | ||
| 6398 | 2019.07.11 10:56 | modify | 1139 | 1.00 | 108.112 | 108.504 | 107.912 | ||
| 6399 | 2019.07.11 11:01 | modify | 1139 | 1.00 | 108.112 | 108.498 | 107.912 | ||
| 6400 | 2019.07.11 11:05 | modify | 1139 | 1.00 | 108.112 | 108.490 | 107.912 | ||
| 6401 | 2019.07.11 11:06 | modify | 1139 | 1.00 | 108.112 | 108.487 | 107.912 | ||
| 6402 | 2019.07.11 11:07 | modify | 1139 | 1.00 | 108.112 | 108.486 | 107.912 | ||
| 6403 | 2019.07.11 11:35 | modify | 1139 | 1.00 | 108.112 | 108.479 | 107.912 | ||
| 6404 | 2019.07.11 14:07 | close | 1139 | 1.00 | 108.105 | 108.479 | 107.912 | 700.00 | 4831171.53 |
| 6405 | 2019.07.18 13:45 | sell | 1140 | 1.00 | 107.861 | 0.000 | 0.000 | ||
| 6406 | 2019.07.18 13:45 | modify | 1140 | 1.00 | 107.861 | 108.511 | 107.661 | ||
| 6407 | 2019.07.18 14:43 | close | 1140 | 1.00 | 107.787 | 108.511 | 107.661 | 7400.00 | 4838571.53 |
| 6408 | 2019.08.01 14:30 | buy | 1141 | 1.00 | 108.917 | 0.000 | 0.000 | ||
| 6409 | 2019.08.01 14:30 | modify | 1141 | 1.00 | 108.917 | 108.267 | 109.117 | ||
| 6410 | 2019.08.01 17:01 | close | 1141 | 1.00 | 108.336 | 108.267 | 109.117 | -58100.00 | 4780471.53 |
| 6411 | 2019.08.06 14:45 | sell | 1142 | 1.00 | 106.605 | 0.000 | 0.000 | ||
| 6412 | 2019.08.06 14:45 | modify | 1142 | 1.00 | 106.605 | 107.255 | 106.405 | ||
| 6413 | 2019.08.06 14:48 | modify | 1142 | 1.00 | 106.605 | 106.981 | 106.405 | ||
| 6414 | 2019.08.06 15:10 | modify | 1142 | 1.00 | 106.605 | 106.959 | 106.405 | ||
| 6415 | 2019.08.06 15:11 | close | 1142 | 1.00 | 106.471 | 106.959 | 106.405 | 13400.00 | 4793871.53 |
| 6416 | 2019.08.06 21:27 | sell | 1143 | 1.00 | 106.597 | 0.000 | 0.000 | ||
| 6417 | 2019.08.06 21:27 | modify | 1143 | 1.00 | 106.597 | 107.247 | 106.397 | ||
| 6418 | 2019.08.06 21:46 | modify | 1143 | 1.00 | 106.597 | 106.982 | 106.397 | ||
| 6419 | 2019.08.06 21:47 | modify | 1143 | 1.00 | 106.597 | 106.975 | 106.397 | ||
| 6420 | 2019.08.06 21:48 | modify | 1143 | 1.00 | 106.597 | 106.963 | 106.397 | ||
| 6421 | 2019.08.06 21:57 | modify | 1143 | 1.00 | 106.597 | 106.961 | 106.397 | ||
| 6422 | 2019.08.06 22:46 | modify | 1143 | 1.00 | 106.597 | 106.954 | 106.397 | ||
| 6423 | 2019.08.06 22:47 | modify | 1143 | 1.00 | 106.597 | 106.952 | 106.397 | ||
| 6424 | 2019.08.06 23:09 | close | 1143 | 1.00 | 106.480 | 106.952 | 106.397 | 11700.00 | 4805571.53 |
| 6425 | 2019.08.08 09:10 | buy | 1144 | 1.00 | 106.051 | 0.000 | 0.000 | ||
| 6426 | 2019.08.08 09:10 | modify | 1144 | 1.00 | 106.051 | 105.401 | 106.251 | ||
| 6427 | 2019.08.08 09:23 | modify | 1144 | 1.00 | 106.051 | 105.656 | 106.251 | ||
| 6428 | 2019.08.08 09:24 | modify | 1144 | 1.00 | 106.051 | 105.681 | 106.251 | ||
| 6429 | 2019.08.08 09:30 | close | 1144 | 1.00 | 106.158 | 105.681 | 106.251 | 10700.00 | 4816271.53 |
| 6430 | 2019.08.12 10:20 | sell | 1145 | 1.00 | 105.513 | 0.000 | 0.000 | ||
| 6431 | 2019.08.12 10:20 | modify | 1145 | 1.00 | 105.513 | 106.163 | 105.313 | ||
| 6432 | 2019.08.12 11:05 | modify | 1145 | 1.00 | 105.513 | 105.907 | 105.313 | ||
| 6433 | 2019.08.12 11:07 | close | 1145 | 1.00 | 105.396 | 105.907 | 105.313 | 11700.00 | 4827971.53 |
| 6434 | 2019.08.12 17:01 | sell | 1146 | 1.00 | 105.371 | 0.000 | 0.000 | ||
| 6435 | 2019.08.12 17:01 | modify | 1146 | 1.00 | 105.371 | 106.021 | 105.171 | ||
| 6436 | 2019.08.12 17:21 | modify | 1146 | 1.00 | 105.371 | 105.767 | 105.171 | ||
| 6437 | 2019.08.12 17:48 | modify | 1146 | 1.00 | 105.371 | 105.760 | 105.171 | ||
| 6438 | 2019.08.12 17:49 | modify | 1146 | 1.00 | 105.371 | 105.739 | 105.171 | ||
| 6439 | 2019.08.12 17:52 | modify | 1146 | 1.00 | 105.371 | 105.737 | 105.171 | ||
| 6440 | 2019.08.12 18:06 | modify | 1146 | 1.00 | 105.371 | 105.722 | 105.171 | ||
| 6441 | 2019.08.12 18:07 | close | 1146 | 1.00 | 105.266 | 105.722 | 105.171 | 10500.00 | 4838471.53 |
| 6442 | 2019.08.14 03:14 | buy | 1147 | 1.00 | 106.496 | 0.000 | 0.000 | ||
| 6443 | 2019.08.14 03:14 | modify | 1147 | 1.00 | 106.496 | 105.846 | 106.696 | ||
| 6444 | 2019.08.14 07:43 | close | 1147 | 1.00 | 106.467 | 105.846 | 106.696 | -2900.00 | 4835571.53 |
| 6445 | 2019.08.27 02:57 | buy | 1148 | 1.00 | 106.010 | 0.000 | 0.000 | ||
| 6446 | 2019.08.27 02:57 | modify | 1148 | 1.00 | 106.010 | 105.360 | 106.210 | ||
| 6447 | 2019.08.27 11:17 | close | 1148 | 1.00 | 105.834 | 105.360 | 106.210 | -17600.00 | 4817971.53 |
| 6448 | 2019.08.29 22:57 | buy | 1149 | 1.00 | 106.500 | 0.000 | 0.000 | ||
| 6449 | 2019.08.29 22:57 | modify | 1149 | 1.00 | 106.500 | 105.850 | 106.700 | ||
| 6450 | 2019.08.30 05:31 | close | 1149 | 1.00 | 106.509 | 105.850 | 106.700 | 1610.13 | 4819581.65 |