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 |
| 6451 | 2019.09.05 09:15 | buy | 1150 | 1.00 | 106.472 | 0.000 | 0.000 | |
| 6452 | 2019.09.05 09:15 | modify | 1150 | 1.00 | 106.472 | 105.822 | 106.672 | |
| 6453 | 2019.09.05 11:38 | modify | 1150 | 1.00 | 106.472 | 106.095 | 106.672 | |
| 6454 | 2019.09.05 12:01 | modify | 1150 | 1.00 | 106.472 | 106.107 | 106.672 | |
| 6455 | 2019.09.05 12:02 | modify | 1150 | 1.00 | 106.472 | 106.119 | 106.672 | |
| 6456 | 2019.09.05 12:03 | close | 1150 | 1.00 | 106.579 | 106.119 | 106.672 | 10700.00 | 4830281.65 |
| 6457 | 2019.09.06 02:53 | sell | 1151 | 1.00 | 107.088 | 0.000 | 0.000 | |
| 6458 | 2019.09.06 02:53 | modify | 1151 | 1.00 | 107.088 | 107.738 | 106.888 | |
| 6459 | 2019.09.06 03:08 | modify | 1151 | 1.00 | 107.088 | 107.474 | 106.888 | |
| 6460 | 2019.09.06 03:09 | modify | 1151 | 1.00 | 107.088 | 107.466 | 106.888 | |
| 6461 | 2019.09.06 03:10 | modify | 1151 | 1.00 | 107.088 | 107.457 | 106.888 | |
| 6462 | 2019.09.06 03:11 | modify | 1151 | 1.00 | 107.088 | 107.450 | 106.888 | |
| 6463 | 2019.09.06 03:12 | modify | 1151 | 1.00 | 107.088 | 107.443 | 106.888 | |
| 6464 | 2019.09.06 03:13 | close | 1151 | 1.00 | 106.978 | 107.443 | 106.888 | 11000.00 | 4841281.65 |
| 6465 | 2019.09.19 22:20 | sell | 1152 | 1.00 | 108.024 | 0.000 | 0.000 | |
| 6466 | 2019.09.19 22:20 | modify | 1152 | 1.00 | 108.024 | 108.674 | 107.824 | |
| 6467 | 2019.09.20 00:05 | close | 1152 | 1.00 | 108.014 | 108.674 | 107.824 | -440.39 | 4840841.27 |
| 6468 | 2019.09.26 02:33 | buy | 1153 | 1.00 | 107.685 | 0.000 | 0.000 | |
| 6469 | 2019.09.26 02:33 | modify | 1153 | 1.00 | 107.685 | 107.035 | 107.885 | |
| 6470 | 2019.09.26 14:27 | close | 1153 | 1.00 | 107.653 | 107.035 | 107.885 | -3200.00 | 4837641.27 |
| 6471 | 2019.10.02 06:12 | sell | 1154 | 1.00 | 107.834 | 0.000 | 0.000 | |
| 6472 | 2019.10.02 06:12 | modify | 1154 | 1.00 | 107.834 | 108.484 | 107.634 | |
| 6473 | 2019.10.02 08:56 | close | 1154 | 1.00 | 107.787 | 108.484 | 107.634 | 4700.00 | 4842341.27 |
| 6474 | 2019.11.06 03:04 | buy | 1155 | 1.00 | 109.038 | 0.000 | 0.000 | |
| 6475 | 2019.11.06 03:04 | modify | 1155 | 1.00 | 109.038 | 108.388 | 109.238 | |
| 6476 | 2019.11.06 03:45 | modify | 1155 | 1.00 | 109.038 | 108.641 | 109.238 | |
| 6477 | 2019.11.06 03:47 | modify | 1155 | 1.00 | 109.038 | 108.643 | 109.238 | |
| 6478 | 2019.11.06 03:48 | modify | 1155 | 1.00 | 109.038 | 108.644 | 109.238 | |
| 6479 | 2019.11.06 03:49 | modify | 1155 | 1.00 | 109.038 | 108.646 | 109.238 | |
| 6480 | 2019.11.06 03:50 | modify | 1155 | 1.00 | 109.038 | 108.647 | 109.238 | |
| 6481 | 2019.11.06 03:54 | modify | 1155 | 1.00 | 109.038 | 108.648 | 109.238 | |
| 6482 | 2019.11.06 06:15 | close | 1155 | 1.00 | 109.059 | 108.648 | 109.238 | 2100.00 | 4844441.27 |
| 6483 | 2019.11.08 09:03 | sell | 1156 | 1.00 | 109.313 | 0.000 | 0.000 | |
| 6484 | 2019.11.08 09:03 | modify | 1156 | 1.00 | 109.313 | 109.963 | 109.113 | |
| 6485 | 2019.11.08 09:37 | modify | 1156 | 1.00 | 109.313 | 109.712 | 109.113 | |
| 6486 | 2019.11.08 09:38 | modify | 1156 | 1.00 | 109.313 | 109.708 | 109.113 | |
| 6487 | 2019.11.08 09:39 | modify | 1156 | 1.00 | 109.313 | 109.701 | 109.113 | |
| 6488 | 2019.11.08 10:06 | modify | 1156 | 1.00 | 109.313 | 109.697 | 109.113 | |
| 6489 | 2019.11.08 14:55 | close | 1156 | 1.00 | 109.354 | 109.697 | 109.113 | -4100.00 | 4840341.27 |
| 6490 | 2020.01.06 02:49 | sell | 1157 | 1.00 | 108.121 | 0.000 | 0.000 | |
| 6491 | 2020.01.06 02:49 | modify | 1157 | 1.00 | 108.121 | 108.771 | 107.921 | |
| 6492 | 2020.01.06 02:56 | modify | 1157 | 1.00 | 108.121 | 108.510 | 107.921 | |
| 6493 | 2020.01.06 03:03 | modify | 1157 | 1.00 | 108.121 | 108.499 | 107.921 | |
| 6494 | 2020.01.06 03:04 | modify | 1157 | 1.00 | 108.121 | 108.489 | 107.921 | |
| 6495 | 2020.01.06 03:10 | modify | 1157 | 1.00 | 108.121 | 108.484 | 107.921 | |
| 6496 | 2020.01.06 03:11 | modify | 1157 | 1.00 | 108.121 | 108.472 | 107.921 | |
| 6497 | 2020.01.06 03:49 | close | 1157 | 1.00 | 108.001 | 108.472 | 107.921 | 12000.00 | 4852341.27 |
| 6498 | 2020.01.27 06:47 | sell | 1158 | 1.00 | 109.118 | 0.000 | 0.000 | |
| 6499 | 2020.01.27 06:47 | modify | 1158 | 1.00 | 109.118 | 109.768 | 108.918 | |
| 6500 | 2020.01.27 07:13 | modify | 1158 | 1.00 | 109.118 | 109.515 | 108.918 | |
| 6501 | 2020.01.27 07:15 | modify | 1158 | 1.00 | 109.118 | 109.514 | 108.918 | |
| 6502 | 2020.01.27 07:17 | modify | 1158 | 1.00 | 109.118 | 109.512 | 108.918 | |
| 6503 | 2020.01.27 07:18 | modify | 1158 | 1.00 | 109.118 | 109.489 | 108.918 | |
| 6504 | 2020.01.27 08:09 | modify | 1158 | 1.00 | 109.118 | 109.488 | 108.918 | |
| 6505 | 2020.01.27 09:21 | modify | 1158 | 1.00 | 109.118 | 109.478 | 108.918 | |
| 6506 | 2020.01.27 09:51 | modify | 1158 | 1.00 | 109.118 | 109.475 | 108.918 | |
| 6507 | 2020.01.27 10:58 | modify | 1158 | 1.00 | 109.118 | 109.472 | 108.918 | |
| 6508 | 2020.01.27 11:01 | close | 1158 | 1.00 | 108.995 | 109.472 | 108.918 | 12300.00 | 4864641.27 |
| 6509 | 2020.02.25 01:17 | sell | 1159 | 1.00 | 110.814 | 0.000 | 0.000 | |
| 6510 | 2020.02.25 01:17 | modify | 1159 | 1.00 | 110.814 | 111.464 | 110.614 | |
| 6511 | 2020.02.25 01:29 | modify | 1159 | 1.00 | 110.814 | 111.205 | 110.614 | |
| 6512 | 2020.02.25 01:33 | modify | 1159 | 1.00 | 110.814 | 111.190 | 110.614 | |
| 6513 | 2020.02.25 05:32 | close | 1159 | 1.00 | 110.800 | 111.190 | 110.614 | 1400.00 | 4866041.27 |
| 6514 | 2020.02.25 09:44 | buy | 1160 | 1.00 | 110.665 | 0.000 | 0.000 | |
| 6515 | 2020.02.25 09:44 | modify | 1160 | 1.00 | 110.665 | 110.015 | 110.865 | |
| 6516 | 2020.02.25 09:55 | modify | 1160 | 1.00 | 110.665 | 110.270 | 110.865 | |
| 6517 | 2020.02.25 09:59 | modify | 1160 | 1.00 | 110.665 | 110.274 | 110.865 | |
| 6518 | 2020.02.25 10:01 | modify | 1160 | 1.00 | 110.665 | 110.275 | 110.865 | |
| 6519 | 2020.02.25 10:02 | modify | 1160 | 1.00 | 110.665 | 110.280 | 110.865 | |
| 6520 | 2020.02.25 10:03 | modify | 1160 | 1.00 | 110.665 | 110.283 | 110.865 | |
| 6521 | 2020.02.25 12:57 | close | 1160 | 1.00 | 110.509 | 110.283 | 110.865 | -15600.00 | 4850441.27 |
| 6522 | 2020.02.26 02:11 | sell | 1161 | 1.00 | 110.365 | 0.000 | 0.000 | |
| 6523 | 2020.02.26 02:11 | modify | 1161 | 1.00 | 110.365 | 111.015 | 110.165 | |
| 6524 | 2020.02.26 02:20 | modify | 1161 | 1.00 | 110.365 | 110.764 | 110.165 | |
| 6525 | 2020.02.26 02:21 | modify | 1161 | 1.00 | 110.365 | 110.762 | 110.165 | |
| 6526 | 2020.02.26 02:27 | modify | 1161 | 1.00 | 110.365 | 110.761 | 110.165 | |
| 6527 | 2020.02.26 02:39 | modify | 1161 | 1.00 | 110.365 | 110.756 | 110.165 | |
| 6528 | 2020.02.26 02:40 | modify | 1161 | 1.00 | 110.365 | 110.741 | 110.165 | |
| 6529 | 2020.02.26 02:42 | modify | 1161 | 1.00 | 110.365 | 110.737 | 110.165 | |
| 6530 | 2020.02.26 02:58 | modify | 1161 | 1.00 | 110.365 | 110.722 | 110.165 | |
| 6531 | 2020.02.26 02:59 | close | 1161 | 1.00 | 110.251 | 110.722 | 110.165 | 11400.00 | 4861841.27 |
| 6532 | 2020.02.26 10:50 | buy | 1162 | 1.00 | 110.254 | 0.000 | 0.000 | |
| 6533 | 2020.02.26 10:50 | modify | 1162 | 1.00 | 110.254 | 109.604 | 110.454 | |
| 6534 | 2020.02.26 11:40 | modify | 1162 | 1.00 | 110.254 | 109.895 | 110.454 | |
| 6535 | 2020.02.26 11:55 | close | 1162 | 1.00 | 110.357 | 109.895 | 110.454 | 10300.00 | 4872141.27 |
| 6536 | 2020.03.02 22:50 | sell | 1163 | 1.00 | 108.304 | 0.000 | 0.000 | |
| 6537 | 2020.03.02 22:50 | modify | 1163 | 1.00 | 108.304 | 108.954 | 108.104 | |
| 6538 | 2020.03.03 01:15 | modify | 1163 | 1.00 | 108.304 | 108.693 | 108.104 | |
| 6539 | 2020.03.03 01:22 | modify | 1163 | 1.00 | 108.304 | 108.691 | 108.104 | |
| 6540 | 2020.03.03 01:23 | modify | 1163 | 1.00 | 108.304 | 108.680 | 108.104 | |
| 6541 | 2020.03.03 01:26 | modify | 1163 | 1.00 | 108.304 | 108.675 | 108.104 | |
| 6542 | 2020.03.03 01:27 | modify | 1163 | 1.00 | 108.304 | 108.664 | 108.104 | |
| 6543 | 2020.03.03 03:18 | close | 1163 | 1.00 | 108.156 | 108.664 | 108.104 | 13355.53 | 4885496.80 |
| 6544 | 2020.03.06 21:50 | buy | 1164 | 1.00 | 105.258 | 0.000 | 0.000 | |
| 6545 | 2020.03.06 21:50 | modify | 1164 | 1.00 | 105.258 | 104.608 | 105.458 | |
| 6546 | 2020.03.06 22:00 | close | 1164 | 1.00 | 105.192 | 104.608 | 105.458 | -6600.00 | 4878896.80 |
| 6547 | 2020.03.11 07:55 | buy | 1165 | 1.00 | 104.423 | 0.000 | 0.000 | |
| 6548 | 2020.03.11 07:55 | modify | 1165 | 1.00 | 104.423 | 103.773 | 104.623 | |
| 6549 | 2020.03.11 09:27 | modify | 1165 | 1.00 | 104.423 | 104.051 | 104.623 | |
| 6550 | 2020.03.11 09:28 | modify | 1165 | 1.00 | 104.423 | 104.071 | 104.623 | |
| 6551 | 2020.03.11 09:29 | close | 1165 | 1.00 | 104.557 | 104.071 | 104.623 | 13400.00 | 4892296.80 |
| 6552 | 2020.03.11 11:03 | sell | 1166 | 1.00 | 105.107 | 0.000 | 0.000 | |
| 6553 | 2020.03.11 11:03 | modify | 1166 | 1.00 | 105.107 | 105.757 | 104.907 | |
| 6554 | 2020.03.11 11:04 | modify | 1166 | 1.00 | 105.107 | 105.482 | 104.907 | |
| 6555 | 2020.03.11 11:11 | modify | 1166 | 1.00 | 105.107 | 105.462 | 104.907 | |
| 6556 | 2020.03.11 11:18 | close | 1166 | 1.00 | 105.005 | 105.462 | 104.907 | 10200.00 | 4902496.80 |
| 6557 | 2020.03.11 11:50 | sell | 1167 | 1.00 | 105.239 | 0.000 | 0.000 | |
| 6558 | 2020.03.11 11:50 | modify | 1167 | 1.00 | 105.239 | 105.889 | 105.039 | |
| 6559 | 2020.03.11 12:03 | modify | 1167 | 1.00 | 105.239 | 105.634 | 105.039 | |
| 6560 | 2020.03.11 12:04 | modify | 1167 | 1.00 | 105.239 | 105.630 | 105.039 | |
| 6561 | 2020.03.11 12:05 | modify | 1167 | 1.00 | 105.239 | 105.622 | 105.039 | |
| 6562 | 2020.03.11 12:06 | modify | 1167 | 1.00 | 105.239 | 105.599 | 105.039 | |
| 6563 | 2020.03.11 12:07 | close | 1167 | 1.00 | 105.120 | 105.599 | 105.039 | 11900.00 | 4914396.80 |
| 6564 | 2020.03.18 10:48 | sell | 1168 | 1.00 | 107.304 | 0.000 | 0.000 | |
| 6565 | 2020.03.18 10:48 | modify | 1168 | 1.00 | 107.304 | 107.954 | 107.104 | |
| 6566 | 2020.03.18 11:21 | modify | 1168 | 1.00 | 107.304 | 107.703 | 107.104 | |
| 6567 | 2020.03.18 13:08 | modify | 1168 | 1.00 | 107.304 | 107.701 | 107.104 | |
| 6568 | 2020.03.18 13:09 | modify | 1168 | 1.00 | 107.304 | 107.678 | 107.104 | |
| 6569 | 2020.03.18 13:12 | close | 1168 | 1.00 | 107.194 | 107.678 | 107.104 | 11000.00 | 4925396.80 |
| 6570 | 2020.03.18 13:24 | buy | 1169 | 1.00 | 107.116 | 0.000 | 0.000 | |
| 6571 | 2020.03.18 13:24 | modify | 1169 | 1.00 | 107.116 | 106.466 | 107.316 | |
| 6572 | 2020.03.18 13:27 | modify | 1169 | 1.00 | 107.116 | 106.752 | 107.316 | |
| 6573 | 2020.03.18 13:37 | modify | 1169 | 1.00 | 107.116 | 106.757 | 107.316 | |
| 6574 | 2020.03.18 13:38 | close | 1169 | 1.00 | 107.238 | 106.757 | 107.316 | 12200.00 | 4937596.80 |
| 6575 | 2020.03.23 12:40 | sell | 1170 | 1.00 | 110.642 | 0.000 | 0.000 | |
| 6576 | 2020.03.23 12:40 | modify | 1170 | 1.00 | 110.642 | 111.292 | 110.442 | |
| 6577 | 2020.03.23 12:54 | modify | 1170 | 1.00 | 110.642 | 111.024 | 110.442 | |
| 6578 | 2020.03.23 12:56 | modify | 1170 | 1.00 | 110.642 | 111.017 | 110.442 | |
| 6579 | 2020.03.23 12:57 | close | 1170 | 1.00 | 110.542 | 111.017 | 110.442 | 10000.00 | 4947596.80 |
| 6580 | 2020.03.24 04:01 | buy | 1171 | 1.00 | 110.441 | 0.000 | 0.000 | |
| 6581 | 2020.03.24 04:01 | modify | 1171 | 1.00 | 110.441 | 109.791 | 110.641 | |
| 6582 | 2020.03.24 06:29 | close | 1171 | 1.00 | 110.553 | 109.791 | 110.641 | 11200.00 | 4958796.80 |
| 6583 | 2020.03.24 12:23 | sell | 1172 | 1.00 | 110.939 | 0.000 | 0.000 | |
| 6584 | 2020.03.24 12:23 | modify | 1172 | 1.00 | 110.939 | 111.589 | 110.739 | |
| 6585 | 2020.03.24 12:27 | modify | 1172 | 1.00 | 110.939 | 111.329 | 110.739 | |
| 6586 | 2020.03.24 12:31 | modify | 1172 | 1.00 | 110.939 | 111.324 | 110.739 | |
| 6587 | 2020.03.24 12:36 | close | 1172 | 1.00 | 110.826 | 111.324 | 110.739 | 11300.00 | 4970096.80 |
| 6588 | 2020.03.24 13:05 | buy | 1173 | 1.00 | 110.335 | 0.000 | 0.000 | |
| 6589 | 2020.03.24 13:05 | modify | 1173 | 1.00 | 110.335 | 109.685 | 110.535 | |
| 6590 | 2020.03.24 13:08 | modify | 1173 | 1.00 | 110.335 | 109.938 | 110.535 | |
| 6591 | 2020.03.24 13:16 | close | 1173 | 1.00 | 110.434 | 109.938 | 110.535 | 9900.00 | 4979996.80 |
| 6592 | 2020.03.30 08:45 | sell | 1174 | 1.00 | 107.849 | 0.000 | 0.000 | |
| 6593 | 2020.03.30 08:45 | modify | 1174 | 1.00 | 107.849 | 108.499 | 107.649 | |
| 6594 | 2020.03.30 08:56 | modify | 1174 | 1.00 | 107.849 | 108.237 | 107.649 | |
| 6595 | 2020.03.30 08:57 | modify | 1174 | 1.00 | 107.849 | 108.206 | 107.649 | |
| 6596 | 2020.03.30 08:58 | close | 1174 | 1.00 | 107.717 | 108.206 | 107.649 | 13200.00 | 4993196.80 |
| 6597 | 2020.04.01 08:38 | buy | 1175 | 1.00 | 107.518 | 0.000 | 0.000 | |
| 6598 | 2020.04.01 08:38 | modify | 1175 | 1.00 | 107.518 | 106.868 | 107.718 | |
| 6599 | 2020.04.01 10:00 | modify | 1175 | 1.00 | 107.518 | 107.124 | 107.718 | |
| 6600 | 2020.04.01 10:01 | modify | 1175 | 1.00 | 107.518 | 107.150 | 107.718 | |