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 |
| 6601 | 2020.04.01 10:05 | modify | 1175 | 1.00 | 107.518 | 107.158 | 107.718 | ||
| 6602 | 2020.04.01 10:06 | close | 1175 | 1.00 | 107.642 | 107.158 | 107.718 | 12400.00 | 5005596.80 |
| 6603 | 2020.04.02 03:55 | sell | 1176 | 1.00 | 107.444 | 0.000 | 0.000 | ||
| 6604 | 2020.04.02 03:55 | modify | 1176 | 1.00 | 107.444 | 108.094 | 107.244 | ||
| 6605 | 2020.04.02 04:01 | modify | 1176 | 1.00 | 107.444 | 107.838 | 107.244 | ||
| 6606 | 2020.04.02 04:07 | modify | 1176 | 1.00 | 107.444 | 107.834 | 107.244 | ||
| 6607 | 2020.04.02 04:08 | modify | 1176 | 1.00 | 107.444 | 107.825 | 107.244 | ||
| 6608 | 2020.04.02 04:10 | close | 1176 | 1.00 | 107.327 | 107.825 | 107.244 | 11700.00 | 5017296.80 |
| 6609 | 2020.04.06 14:26 | buy | 1177 | 1.00 | 108.927 | 0.000 | 0.000 | ||
| 6610 | 2020.04.06 14:26 | modify | 1177 | 1.00 | 108.927 | 108.277 | 109.127 | ||
| 6611 | 2020.04.06 14:30 | modify | 1177 | 1.00 | 108.927 | 108.528 | 109.127 | ||
| 6612 | 2020.04.06 14:31 | modify | 1177 | 1.00 | 108.927 | 108.558 | 109.127 | ||
| 6613 | 2020.04.06 14:32 | modify | 1177 | 1.00 | 108.927 | 108.559 | 109.127 | ||
| 6614 | 2020.04.06 14:34 | modify | 1177 | 1.00 | 108.927 | 108.569 | 109.127 | ||
| 6615 | 2020.04.06 14:35 | modify | 1177 | 1.00 | 108.927 | 108.570 | 109.127 | ||
| 6616 | 2020.04.06 14:36 | close | 1177 | 1.00 | 109.044 | 108.570 | 109.127 | 11700.00 | 5028996.80 |
| 6617 | 2020.04.16 18:08 | sell | 1178 | 1.00 | 107.801 | 0.000 | 0.000 | ||
| 6618 | 2020.04.16 18:08 | modify | 1178 | 1.00 | 107.801 | 108.451 | 107.601 | ||
| 6619 | 2020.04.16 18:10 | modify | 1178 | 1.00 | 107.801 | 108.184 | 107.601 | ||
| 6620 | 2020.04.16 18:13 | modify | 1178 | 1.00 | 107.801 | 108.177 | 107.601 | ||
| 6621 | 2020.04.16 18:30 | modify | 1178 | 1.00 | 107.801 | 108.173 | 107.601 | ||
| 6622 | 2020.04.16 18:31 | close | 1178 | 1.00 | 107.693 | 108.173 | 107.601 | 10800.00 | 5039796.80 |
| 6623 | 2020.04.27 17:10 | sell | 1179 | 1.00 | 107.213 | 0.000 | 0.000 | ||
| 6624 | 2020.04.27 17:10 | modify | 1179 | 1.00 | 107.213 | 107.863 | 107.013 | ||
| 6625 | 2020.04.27 20:35 | close | 1179 | 1.00 | 107.217 | 107.863 | 107.013 | -400.00 | 5039396.80 |
| 6626 | 2020.04.28 18:01 | sell | 1180 | 1.00 | 106.955 | 0.000 | 0.000 | ||
| 6627 | 2020.04.28 18:01 | modify | 1180 | 1.00 | 106.955 | 107.605 | 106.755 | ||
| 6628 | 2020.04.28 18:06 | modify | 1180 | 1.00 | 106.955 | 107.354 | 106.755 | ||
| 6629 | 2020.04.28 18:07 | modify | 1180 | 1.00 | 106.955 | 107.339 | 106.755 | ||
| 6630 | 2020.04.28 18:08 | modify | 1180 | 1.00 | 106.955 | 107.315 | 106.755 | ||
| 6631 | 2020.04.28 18:15 | close | 1180 | 1.00 | 106.856 | 107.315 | 106.755 | 9900.00 | 5049296.80 |
| 6632 | 2020.04.29 03:36 | buy | 1181 | 1.00 | 106.642 | 0.000 | 0.000 | ||
| 6633 | 2020.04.29 03:36 | modify | 1181 | 1.00 | 106.642 | 105.992 | 106.842 | ||
| 6634 | 2020.04.29 11:54 | close | 1181 | 1.00 | 106.532 | 105.992 | 106.842 | -11000.00 | 5038296.80 |
| 6635 | 2020.05.01 17:01 | sell | 1182 | 1.00 | 106.953 | 0.000 | 0.000 | ||
| 6636 | 2020.05.01 17:01 | modify | 1182 | 1.00 | 106.953 | 107.603 | 106.753 | ||
| 6637 | 2020.05.01 17:06 | modify | 1182 | 1.00 | 106.953 | 107.351 | 106.753 | ||
| 6638 | 2020.05.01 17:29 | modify | 1182 | 1.00 | 106.953 | 107.320 | 106.753 | ||
| 6639 | 2020.05.01 17:37 | modify | 1182 | 1.00 | 106.953 | 107.304 | 106.753 | ||
| 6640 | 2020.05.01 17:38 | close | 1182 | 1.00 | 106.838 | 107.304 | 106.753 | 11500.00 | 5049796.80 |
| 6641 | 2020.05.12 09:59 | sell | 1183 | 1.00 | 107.586 | 0.000 | 0.000 | ||
| 6642 | 2020.05.12 09:59 | modify | 1183 | 1.00 | 107.586 | 108.236 | 107.386 | ||
| 6643 | 2020.05.12 11:02 | modify | 1183 | 1.00 | 107.586 | 107.983 | 107.386 | ||
| 6644 | 2020.05.12 11:03 | modify | 1183 | 1.00 | 107.586 | 107.968 | 107.386 | ||
| 6645 | 2020.05.12 11:04 | modify | 1183 | 1.00 | 107.586 | 107.966 | 107.386 | ||
| 6646 | 2020.05.12 11:05 | modify | 1183 | 1.00 | 107.586 | 107.961 | 107.386 | ||
| 6647 | 2020.05.12 11:06 | modify | 1183 | 1.00 | 107.586 | 107.954 | 107.386 | ||
| 6648 | 2020.05.12 11:08 | close | 1183 | 1.00 | 107.484 | 107.954 | 107.386 | 10200.00 | 5059996.80 |
| 6649 | 2020.05.29 16:41 | sell | 1184 | 1.00 | 107.426 | 0.000 | 0.000 | ||
| 6650 | 2020.05.29 16:41 | modify | 1184 | 1.00 | 107.426 | 108.076 | 107.226 | ||
| 6651 | 2020.05.29 23:00 | close | 1184 | 1.00 | 107.845 | 108.076 | 107.226 | -41900.00 | 5018096.80 |
| 6652 | 2020.06.01 03:17 | sell | 1185 | 1.00 | 107.843 | 0.000 | 0.000 | ||
| 6653 | 2020.06.01 03:17 | modify | 1185 | 1.00 | 107.843 | 108.493 | 107.643 | ||
| 6654 | 2020.06.01 03:50 | modify | 1185 | 1.00 | 107.843 | 108.238 | 107.643 | ||
| 6655 | 2020.06.01 03:51 | modify | 1185 | 1.00 | 107.843 | 108.229 | 107.643 | ||
| 6656 | 2020.06.01 03:52 | modify | 1185 | 1.00 | 107.843 | 108.206 | 107.643 | ||
| 6657 | 2020.06.01 03:55 | modify | 1185 | 1.00 | 107.843 | 108.201 | 107.643 | ||
| 6658 | 2020.06.01 03:56 | close | 1185 | 1.00 | 107.742 | 108.201 | 107.643 | 10100.00 | 5028196.80 |
| 6659 | 2020.06.01 13:12 | sell | 1186 | 1.00 | 107.671 | 0.000 | 0.000 | ||
| 6660 | 2020.06.01 13:12 | modify | 1186 | 1.00 | 107.671 | 108.321 | 107.471 | ||
| 6661 | 2020.06.01 15:23 | close | 1186 | 1.00 | 107.666 | 108.321 | 107.471 | 500.00 | 5028696.80 |
| 6662 | 2020.06.08 03:36 | buy | 1187 | 1.00 | 109.460 | 0.000 | 0.000 | ||
| 6663 | 2020.06.08 03:36 | modify | 1187 | 1.00 | 109.460 | 108.810 | 109.660 | ||
| 6664 | 2020.06.08 04:11 | modify | 1187 | 1.00 | 109.460 | 109.065 | 109.660 | ||
| 6665 | 2020.06.08 04:12 | modify | 1187 | 1.00 | 109.460 | 109.068 | 109.660 | ||
| 6666 | 2020.06.08 05:47 | modify | 1187 | 1.00 | 109.460 | 109.069 | 109.660 | ||
| 6667 | 2020.06.08 05:51 | modify | 1187 | 1.00 | 109.460 | 109.078 | 109.660 | ||
| 6668 | 2020.06.08 05:53 | modify | 1187 | 1.00 | 109.460 | 109.084 | 109.660 | ||
| 6669 | 2020.06.08 05:59 | modify | 1187 | 1.00 | 109.460 | 109.090 | 109.660 | ||
| 6670 | 2020.06.08 06:00 | modify | 1187 | 1.00 | 109.460 | 109.094 | 109.660 | ||
| 6671 | 2020.06.08 08:59 | close | 1187 | 1.00 | 109.514 | 109.094 | 109.660 | 5400.00 | 5034096.80 |
| 6672 | 2020.06.11 08:16 | sell | 1188 | 1.00 | 107.174 | 0.000 | 0.000 | ||
| 6673 | 2020.06.11 08:16 | modify | 1188 | 1.00 | 107.174 | 107.824 | 106.974 | ||
| 6674 | 2020.06.11 09:16 | modify | 1188 | 1.00 | 107.174 | 107.566 | 106.974 | ||
| 6675 | 2020.06.11 09:17 | modify | 1188 | 1.00 | 107.174 | 107.557 | 106.974 | ||
| 6676 | 2020.06.11 09:18 | modify | 1188 | 1.00 | 107.174 | 107.544 | 106.974 | ||
| 6677 | 2020.06.11 09:20 | modify | 1188 | 1.00 | 107.174 | 107.536 | 106.974 | ||
| 6678 | 2020.06.11 09:21 | modify | 1188 | 1.00 | 107.174 | 107.527 | 106.974 | ||
| 6679 | 2020.06.11 09:22 | modify | 1188 | 1.00 | 107.174 | 107.525 | 106.974 | ||
| 6680 | 2020.06.11 09:23 | close | 1188 | 1.00 | 107.069 | 107.525 | 106.974 | 10500.00 | 5044596.80 |
| 6681 | 2020.06.11 20:51 | sell | 1189 | 1.00 | 106.871 | 0.000 | 0.000 | ||
| 6682 | 2020.06.11 20:51 | modify | 1189 | 1.00 | 106.871 | 107.521 | 106.671 | ||
| 6683 | 2020.06.11 22:00 | modify | 1189 | 1.00 | 106.871 | 107.257 | 106.671 | ||
| 6684 | 2020.06.12 01:18 | modify | 1189 | 1.00 | 106.871 | 107.255 | 106.671 | ||
| 6685 | 2020.06.12 01:19 | modify | 1189 | 1.00 | 106.871 | 107.246 | 106.671 | ||
| 6686 | 2020.06.12 01:20 | modify | 1189 | 1.00 | 106.871 | 107.245 | 106.671 | ||
| 6687 | 2020.06.12 01:21 | modify | 1189 | 1.00 | 106.871 | 107.235 | 106.671 | ||
| 6688 | 2020.06.12 01:26 | modify | 1189 | 1.00 | 106.871 | 107.223 | 106.671 | ||
| 6689 | 2020.06.12 01:27 | close | 1189 | 1.00 | 106.765 | 107.223 | 106.671 | 9175.15 | 5053771.95 |
| 6690 | 2020.06.18 11:07 | sell | 1190 | 1.00 | 107.030 | 0.000 | 0.000 | ||
| 6691 | 2020.06.18 11:07 | modify | 1190 | 1.00 | 107.030 | 107.680 | 106.830 | ||
| 6692 | 2020.06.18 11:32 | modify | 1190 | 1.00 | 107.030 | 107.424 | 106.830 | ||
| 6693 | 2020.06.18 12:15 | modify | 1190 | 1.00 | 107.030 | 107.415 | 106.830 | ||
| 6694 | 2020.06.18 12:16 | modify | 1190 | 1.00 | 107.030 | 107.411 | 106.830 | ||
| 6695 | 2020.06.18 12:17 | modify | 1190 | 1.00 | 107.030 | 107.402 | 106.830 | ||
| 6696 | 2020.06.18 14:06 | close | 1190 | 1.00 | 106.958 | 107.402 | 106.830 | 7200.00 | 5060971.95 |
| 6697 | 2020.06.29 23:14 | buy | 1191 | 1.00 | 107.564 | 0.000 | 0.000 | ||
| 6698 | 2020.06.29 23:14 | modify | 1191 | 1.00 | 107.564 | 106.914 | 107.764 | ||
| 6699 | 2020.06.30 01:35 | close | 1191 | 1.00 | 107.604 | 106.914 | 107.764 | 4717.17 | 5065689.11 |
| 6700 | 2020.07.24 21:41 | sell | 1192 | 1.00 | 105.978 | 0.000 | 0.000 | ||
| 6701 | 2020.07.24 21:41 | modify | 1192 | 1.00 | 105.978 | 106.628 | 105.778 | ||
| 6702 | 2020.07.24 23:00 | close | 1192 | 1.00 | 105.973 | 106.628 | 105.778 | 500.00 | 5066189.11 |
| 6703 | 2020.07.27 04:02 | buy | 1193 | 1.00 | 105.787 | 0.000 | 0.000 | ||
| 6704 | 2020.07.27 04:02 | modify | 1193 | 1.00 | 105.787 | 105.137 | 105.987 | ||
| 6705 | 2020.07.27 04:16 | modify | 1193 | 1.00 | 105.787 | 105.388 | 105.987 | ||
| 6706 | 2020.07.27 04:25 | modify | 1193 | 1.00 | 105.787 | 105.390 | 105.987 | ||
| 6707 | 2020.07.27 04:27 | modify | 1193 | 1.00 | 105.787 | 105.393 | 105.987 | ||
| 6708 | 2020.07.27 09:46 | s/l | 1193 | 1.00 | 105.389 | 105.393 | 105.987 | -39800.00 | 5026389.11 |
| 6709 | 2020.08.05 09:16 | sell | 1194 | 1.00 | 105.725 | 0.000 | 0.000 | ||
| 6710 | 2020.08.05 09:16 | modify | 1194 | 1.00 | 105.725 | 106.375 | 105.525 | ||
| 6711 | 2020.08.05 09:28 | modify | 1194 | 1.00 | 105.725 | 106.115 | 105.525 | ||
| 6712 | 2020.08.05 09:29 | modify | 1194 | 1.00 | 105.725 | 106.113 | 105.525 | ||
| 6713 | 2020.08.05 09:32 | modify | 1194 | 1.00 | 105.725 | 106.102 | 105.525 | ||
| 6714 | 2020.08.05 09:33 | modify | 1194 | 1.00 | 105.725 | 106.092 | 105.525 | ||
| 6715 | 2020.08.05 09:46 | modify | 1194 | 1.00 | 105.725 | 106.087 | 105.525 | ||
| 6716 | 2020.08.05 09:47 | modify | 1194 | 1.00 | 105.725 | 106.085 | 105.525 | ||
| 6717 | 2020.08.05 09:49 | close | 1194 | 1.00 | 105.617 | 106.085 | 105.525 | 10800.00 | 5037189.11 |
| 6718 | 2020.08.12 03:31 | sell | 1195 | 1.00 | 106.638 | 0.000 | 0.000 | ||
| 6719 | 2020.08.12 03:31 | modify | 1195 | 1.00 | 106.638 | 107.288 | 106.438 | ||
| 6720 | 2020.08.12 03:54 | modify | 1195 | 1.00 | 106.638 | 107.030 | 106.438 | ||
| 6721 | 2020.08.12 03:55 | modify | 1195 | 1.00 | 106.638 | 107.024 | 106.438 | ||
| 6722 | 2020.08.12 03:56 | modify | 1195 | 1.00 | 106.638 | 107.007 | 106.438 | ||
| 6723 | 2020.08.12 03:57 | modify | 1195 | 1.00 | 106.638 | 107.004 | 106.438 | ||
| 6724 | 2020.08.12 03:58 | modify | 1195 | 1.00 | 106.638 | 106.992 | 106.438 | ||
| 6725 | 2020.08.12 04:02 | close | 1195 | 1.00 | 106.538 | 106.992 | 106.438 | 10000.00 | 5047189.11 |
| 6726 | 2020.08.12 16:15 | buy | 1196 | 1.00 | 106.712 | 0.000 | 0.000 | ||
| 6727 | 2020.08.12 16:15 | modify | 1196 | 1.00 | 106.712 | 106.062 | 106.912 | ||
| 6728 | 2020.08.12 16:37 | modify | 1196 | 1.00 | 106.712 | 106.325 | 106.912 | ||
| 6729 | 2020.08.12 16:40 | modify | 1196 | 1.00 | 106.712 | 106.326 | 106.912 | ||
| 6730 | 2020.08.12 16:41 | modify | 1196 | 1.00 | 106.712 | 106.331 | 106.912 | ||
| 6731 | 2020.08.12 16:42 | modify | 1196 | 1.00 | 106.712 | 106.345 | 106.912 | ||
| 6732 | 2020.08.12 17:00 | close | 1196 | 1.00 | 106.825 | 106.345 | 106.912 | 11300.00 | 5058489.11 |
| 6733 | 2020.09.22 04:10 | buy | 1197 | 1.00 | 104.582 | 0.000 | 0.000 | ||
| 6734 | 2020.09.22 04:10 | modify | 1197 | 1.00 | 104.582 | 103.932 | 104.782 | ||
| 6735 | 2020.09.22 09:28 | close | 1197 | 1.00 | 104.629 | 103.932 | 104.782 | 4700.00 | 5063189.11 |
| 6736 | 2020.09.22 09:30 | sell | 1198 | 1.00 | 104.635 | 0.000 | 0.000 | ||
| 6737 | 2020.09.22 09:30 | modify | 1198 | 1.00 | 104.635 | 105.285 | 104.435 | ||
| 6738 | 2020.09.22 09:47 | modify | 1198 | 1.00 | 104.635 | 105.027 | 104.435 | ||
| 6739 | 2020.09.22 09:49 | modify | 1198 | 1.00 | 104.635 | 105.026 | 104.435 | ||
| 6740 | 2020.09.22 10:01 | modify | 1198 | 1.00 | 104.635 | 105.011 | 104.435 | ||
| 6741 | 2020.09.22 11:38 | close | 1198 | 1.00 | 104.587 | 105.011 | 104.435 | 4800.00 | 5067989.11 |
| 6742 | 2020.09.23 03:39 | sell | 1199 | 1.00 | 105.166 | 0.000 | 0.000 | ||
| 6743 | 2020.09.23 03:39 | modify | 1199 | 1.00 | 105.166 | 105.816 | 104.966 | ||
| 6744 | 2020.09.23 03:57 | modify | 1199 | 1.00 | 105.166 | 105.556 | 104.966 | ||
| 6745 | 2020.09.23 05:38 | modify | 1199 | 1.00 | 105.166 | 105.549 | 104.966 | ||
| 6746 | 2020.09.23 05:39 | modify | 1199 | 1.00 | 105.166 | 105.536 | 104.966 | ||
| 6747 | 2020.09.23 05:40 | modify | 1199 | 1.00 | 105.166 | 105.534 | 104.966 | ||
| 6748 | 2020.09.23 05:46 | modify | 1199 | 1.00 | 105.166 | 105.525 | 104.966 | ||
| 6749 | 2020.09.23 05:48 | modify | 1199 | 1.00 | 105.166 | 105.520 | 104.966 | ||
| 6750 | 2020.09.23 05:49 | modify | 1199 | 1.00 | 105.166 | 105.516 | 104.966 | ||