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 - 2026.02.27 23:59 (2004.01.01 - 2026.03.01) |
| 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 | 8242736 | モデルティック数 | 380780093 | 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 | 5404452.72 | 総利益 | 13521396.49 | 総損失 | -8116943.77 |
| プロフィットファクタ | 1.67 | 期待利得 | 3356.80 | | |
| 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 | 11.77% (180055.55) |
|
| 総取引数 | 1610 | 売りポジション(勝率%) | 817 (80.54%) | 買いポジション(勝率%) | 793 (78.81%) |
| 勝率(%) | 1283 (79.69%) | 負率 (%) | 327 (20.31%) |
| 最大 | 勝トレード | 23900.00 | 敗トレード | -66900.00 |
| 平均 | 勝トレード | 10538.89 | 敗トレード | -24822.46 |
| 最大 | 連勝(金額) | 26 (274593.01) | 連敗(金額) | 4 (-52834.27) |
| 最大 | 連勝(トレード数) | 304900.00 (25) | 連敗(トレード数) | -107293.73 (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 |
| 6751 | 2020.09.23 07:18 | close | 1199 | 1.00 | 105.059 | 105.516 | 104.966 | 10700.00 | 5073795.30 |
| 6752 | 2020.09.23 10:19 | buy | 1200 | 1.00 | 104.999 | 0.000 | 0.000 | |
| 6753 | 2020.09.23 10:19 | modify | 1200 | 1.00 | 104.999 | 104.349 | 105.199 | |
| 6754 | 2020.09.23 11:30 | modify | 1200 | 1.00 | 104.999 | 104.599 | 105.199 | |
| 6755 | 2020.09.23 11:31 | modify | 1200 | 1.00 | 104.999 | 104.619 | 105.199 | |
| 6756 | 2020.09.23 11:39 | modify | 1200 | 1.00 | 104.999 | 104.636 | 105.199 | |
| 6757 | 2020.09.23 11:41 | modify | 1200 | 1.00 | 104.999 | 104.644 | 105.199 | |
| 6758 | 2020.09.23 13:50 | close | 1200 | 1.00 | 105.034 | 104.644 | 105.199 | 3500.00 | 5077295.30 |
| 6759 | 2020.10.22 02:15 | sell | 1201 | 1.00 | 104.623 | 0.000 | 0.000 | |
| 6760 | 2020.10.22 02:15 | modify | 1201 | 1.00 | 104.623 | 105.273 | 104.423 | |
| 6761 | 2020.10.22 09:42 | close | 1201 | 1.00 | 104.603 | 105.273 | 104.423 | 2000.00 | 5079295.30 |
| 6762 | 2020.10.22 09:42 | buy | 1202 | 1.00 | 104.607 | 0.000 | 0.000 | |
| 6763 | 2020.10.22 09:42 | modify | 1202 | 1.00 | 104.607 | 103.957 | 104.807 | |
| 6764 | 2020.10.22 11:57 | modify | 1202 | 1.00 | 104.607 | 104.207 | 104.807 | |
| 6765 | 2020.10.22 11:58 | modify | 1202 | 1.00 | 104.607 | 104.217 | 104.807 | |
| 6766 | 2020.10.22 11:59 | close | 1202 | 1.00 | 104.685 | 104.217 | 104.807 | 7800.00 | 5087095.30 |
| 6767 | 2020.11.05 08:52 | sell | 1203 | 1.00 | 104.443 | 0.000 | 0.000 | |
| 6768 | 2020.11.05 08:52 | modify | 1203 | 1.00 | 104.443 | 105.093 | 104.243 | |
| 6769 | 2020.11.05 08:59 | modify | 1203 | 1.00 | 104.443 | 104.841 | 104.243 | |
| 6770 | 2020.11.05 09:01 | modify | 1203 | 1.00 | 104.443 | 104.816 | 104.243 | |
| 6771 | 2020.11.05 09:04 | modify | 1203 | 1.00 | 104.443 | 104.810 | 104.243 | |
| 6772 | 2020.11.05 09:21 | modify | 1203 | 1.00 | 104.443 | 104.795 | 104.243 | |
| 6773 | 2020.11.05 09:22 | close | 1203 | 1.00 | 104.330 | 104.795 | 104.243 | 11300.00 | 5098395.30 |
| 6774 | 2020.11.06 03:11 | sell | 1204 | 1.00 | 103.740 | 0.000 | 0.000 | |
| 6775 | 2020.11.06 03:11 | modify | 1204 | 1.00 | 103.740 | 104.390 | 103.540 | |
| 6776 | 2020.11.06 03:18 | modify | 1204 | 1.00 | 103.740 | 104.135 | 103.540 | |
| 6777 | 2020.11.06 03:19 | modify | 1204 | 1.00 | 103.740 | 104.126 | 103.540 | |
| 6778 | 2020.11.06 03:21 | modify | 1204 | 1.00 | 103.740 | 104.116 | 103.540 | |
| 6779 | 2020.11.06 03:25 | modify | 1204 | 1.00 | 103.740 | 104.096 | 103.540 | |
| 6780 | 2020.11.06 03:29 | close | 1204 | 1.00 | 103.630 | 104.096 | 103.540 | 11000.00 | 5109395.30 |
| 6781 | 2020.11.16 12:37 | sell | 1205 | 1.00 | 104.662 | 0.000 | 0.000 | |
| 6782 | 2020.11.16 12:37 | modify | 1205 | 1.00 | 104.662 | 105.312 | 104.462 | |
| 6783 | 2020.11.16 13:29 | modify | 1205 | 1.00 | 104.662 | 105.061 | 104.462 | |
| 6784 | 2020.11.16 13:30 | modify | 1205 | 1.00 | 104.662 | 105.060 | 104.462 | |
| 6785 | 2020.11.16 13:32 | modify | 1205 | 1.00 | 104.662 | 105.056 | 104.462 | |
| 6786 | 2020.11.16 13:58 | s/l | 1205 | 1.00 | 105.061 | 105.056 | 104.462 | -39900.00 | 5069495.30 |
| 6787 | 2020.11.24 14:27 | sell | 1206 | 1.00 | 104.528 | 0.000 | 0.000 | |
| 6788 | 2020.11.24 14:27 | modify | 1206 | 1.00 | 104.528 | 105.178 | 104.328 | |
| 6789 | 2020.11.24 22:54 | modify | 1206 | 1.00 | 104.528 | 104.922 | 104.328 | |
| 6790 | 2020.11.24 22:55 | close | 1206 | 1.00 | 104.451 | 104.922 | 104.328 | 7700.00 | 5077195.30 |
| 6791 | 2020.12.16 16:26 | sell | 1207 | 1.00 | 103.609 | 0.000 | 0.000 | |
| 6792 | 2020.12.16 16:26 | modify | 1207 | 1.00 | 103.609 | 104.259 | 103.409 | |
| 6793 | 2020.12.16 16:35 | modify | 1207 | 1.00 | 103.609 | 104.003 | 103.409 | |
| 6794 | 2020.12.16 16:36 | modify | 1207 | 1.00 | 103.609 | 103.987 | 103.409 | |
| 6795 | 2020.12.16 16:38 | modify | 1207 | 1.00 | 103.609 | 103.986 | 103.409 | |
| 6796 | 2020.12.16 16:39 | modify | 1207 | 1.00 | 103.609 | 103.970 | 103.409 | |
| 6797 | 2020.12.16 16:40 | close | 1207 | 1.00 | 103.507 | 103.970 | 103.409 | 10200.00 | 5087395.30 |
| 6798 | 2020.12.17 18:10 | sell | 1208 | 1.00 | 103.125 | 0.000 | 0.000 | |
| 6799 | 2020.12.17 18:10 | modify | 1208 | 1.00 | 103.125 | 103.775 | 102.925 | |
| 6800 | 2020.12.17 19:43 | modify | 1208 | 1.00 | 103.125 | 103.524 | 102.925 | |
| 6801 | 2020.12.17 19:55 | modify | 1208 | 1.00 | 103.125 | 103.520 | 102.925 | |
| 6802 | 2020.12.17 20:07 | modify | 1208 | 1.00 | 103.125 | 103.516 | 102.925 | |
| 6803 | 2020.12.17 20:08 | modify | 1208 | 1.00 | 103.125 | 103.507 | 102.925 | |
| 6804 | 2020.12.17 20:10 | modify | 1208 | 1.00 | 103.125 | 103.506 | 102.925 | |
| 6805 | 2020.12.17 23:40 | close | 1208 | 1.00 | 103.088 | 103.506 | 102.925 | 3700.00 | 5091095.30 |
| 6806 | 2021.01.05 23:15 | sell | 1209 | 1.00 | 102.750 | 0.000 | 0.000 | |
| 6807 | 2021.01.05 23:15 | modify | 1209 | 1.00 | 102.750 | 103.400 | 102.550 | |
| 6808 | 2021.01.06 00:01 | close | 1209 | 1.00 | 102.683 | 103.400 | 102.550 | 5287.52 | 5096382.82 |
| 6809 | 2021.01.06 22:12 | buy | 1210 | 1.00 | 103.018 | 0.000 | 0.000 | |
| 6810 | 2021.01.06 22:12 | modify | 1210 | 1.00 | 103.018 | 102.368 | 103.218 | |
| 6811 | 2021.01.06 23:52 | modify | 1210 | 1.00 | 103.018 | 102.618 | 103.218 | |
| 6812 | 2021.01.06 23:53 | modify | 1210 | 1.00 | 103.018 | 102.624 | 103.218 | |
| 6813 | 2021.01.06 23:55 | modify | 1210 | 1.00 | 103.018 | 102.626 | 103.218 | |
| 6814 | 2021.01.06 23:57 | modify | 1210 | 1.00 | 103.018 | 102.630 | 103.218 | |
| 6815 | 2021.01.07 01:01 | modify | 1210 | 1.00 | 103.018 | 102.634 | 103.218 | |
| 6816 | 2021.01.07 03:24 | modify | 1210 | 1.00 | 103.018 | 102.647 | 103.218 | |
| 6817 | 2021.01.07 03:29 | modify | 1210 | 1.00 | 103.018 | 102.667 | 103.218 | |
| 6818 | 2021.01.07 03:30 | close | 1210 | 1.00 | 103.133 | 102.667 | 103.218 | 13474.90 | 5109857.71 |
| 6819 | 2021.02.17 06:50 | buy | 1211 | 1.00 | 105.873 | 0.000 | 0.000 | |
| 6820 | 2021.02.17 06:50 | modify | 1211 | 1.00 | 105.873 | 105.223 | 106.073 | |
| 6821 | 2021.02.17 08:11 | modify | 1211 | 1.00 | 105.873 | 105.475 | 106.073 | |
| 6822 | 2021.02.17 08:12 | modify | 1211 | 1.00 | 105.873 | 105.482 | 106.073 | |
| 6823 | 2021.02.17 08:13 | modify | 1211 | 1.00 | 105.873 | 105.483 | 106.073 | |
| 6824 | 2021.02.17 08:14 | modify | 1211 | 1.00 | 105.873 | 105.491 | 106.073 | |
| 6825 | 2021.02.17 08:15 | modify | 1211 | 1.00 | 105.873 | 105.493 | 106.073 | |
| 6826 | 2021.02.17 08:16 | modify | 1211 | 1.00 | 105.873 | 105.498 | 106.073 | |
| 6827 | 2021.02.17 08:17 | modify | 1211 | 1.00 | 105.873 | 105.499 | 106.073 | |
| 6828 | 2021.02.17 08:18 | close | 1211 | 1.00 | 105.958 | 105.499 | 106.073 | 8500.00 | 5118357.71 |
| 6829 | 2021.02.23 17:36 | buy | 1212 | 1.00 | 105.072 | 0.000 | 0.000 | |
| 6830 | 2021.02.23 17:36 | modify | 1212 | 1.00 | 105.072 | 104.422 | 105.272 | |
| 6831 | 2021.02.23 17:52 | modify | 1212 | 1.00 | 105.072 | 104.676 | 105.272 | |
| 6832 | 2021.02.23 17:53 | modify | 1212 | 1.00 | 105.072 | 104.678 | 105.272 | |
| 6833 | 2021.02.23 17:57 | modify | 1212 | 1.00 | 105.072 | 104.687 | 105.272 | |
| 6834 | 2021.02.23 18:23 | modify | 1212 | 1.00 | 105.072 | 104.694 | 105.272 | |
| 6835 | 2021.02.23 18:31 | modify | 1212 | 1.00 | 105.072 | 104.699 | 105.272 | |
| 6836 | 2021.02.23 18:36 | modify | 1212 | 1.00 | 105.072 | 104.710 | 105.272 | |
| 6837 | 2021.02.23 18:38 | close | 1212 | 1.00 | 105.170 | 104.710 | 105.272 | 9800.00 | 5128157.71 |
| 6838 | 2021.03.01 02:40 | buy | 1213 | 1.00 | 106.371 | 0.000 | 0.000 | |
| 6839 | 2021.03.01 02:40 | modify | 1213 | 1.00 | 106.371 | 105.721 | 106.571 | |
| 6840 | 2021.03.01 02:45 | modify | 1213 | 1.00 | 106.371 | 105.974 | 106.571 | |
| 6841 | 2021.03.01 02:46 | modify | 1213 | 1.00 | 106.371 | 105.975 | 106.571 | |
| 6842 | 2021.03.01 02:47 | modify | 1213 | 1.00 | 106.371 | 105.980 | 106.571 | |
| 6843 | 2021.03.01 02:48 | modify | 1213 | 1.00 | 106.371 | 105.983 | 106.571 | |
| 6844 | 2021.03.01 02:49 | modify | 1213 | 1.00 | 106.371 | 105.991 | 106.571 | |
| 6845 | 2021.03.01 02:50 | modify | 1213 | 1.00 | 106.371 | 106.003 | 106.571 | |
| 6846 | 2021.03.01 02:51 | modify | 1213 | 1.00 | 106.371 | 106.009 | 106.571 | |
| 6847 | 2021.03.01 02:52 | modify | 1213 | 1.00 | 106.371 | 106.017 | 106.571 | |
| 6848 | 2021.03.01 02:53 | close | 1213 | 1.00 | 106.480 | 106.017 | 106.571 | 10900.00 | 5139057.71 |
| 6849 | 2021.03.05 06:23 | sell | 1214 | 1.00 | 108.080 | 0.000 | 0.000 | |
| 6850 | 2021.03.05 06:23 | modify | 1214 | 1.00 | 108.080 | 108.730 | 107.880 | |
| 6851 | 2021.03.05 07:26 | modify | 1214 | 1.00 | 108.080 | 108.476 | 107.880 | |
| 6852 | 2021.03.05 10:49 | s/l | 1214 | 1.00 | 108.476 | 108.476 | 107.880 | -39600.00 | 5099457.71 |
| 6853 | 2021.03.26 19:02 | buy | 1215 | 1.00 | 109.539 | 0.000 | 0.000 | |
| 6854 | 2021.03.26 19:02 | modify | 1215 | 1.00 | 109.539 | 108.889 | 109.739 | |
| 6855 | 2021.03.26 19:28 | modify | 1215 | 1.00 | 109.539 | 109.142 | 109.739 | |
| 6856 | 2021.03.26 19:29 | modify | 1215 | 1.00 | 109.539 | 109.147 | 109.739 | |
| 6857 | 2021.03.26 19:34 | modify | 1215 | 1.00 | 109.539 | 109.149 | 109.739 | |
| 6858 | 2021.03.26 19:36 | modify | 1215 | 1.00 | 109.539 | 109.156 | 109.739 | |
| 6859 | 2021.03.26 19:39 | modify | 1215 | 1.00 | 109.539 | 109.157 | 109.739 | |
| 6860 | 2021.03.26 19:42 | modify | 1215 | 1.00 | 109.539 | 109.159 | 109.739 | |
| 6861 | 2021.03.26 19:44 | modify | 1215 | 1.00 | 109.539 | 109.163 | 109.739 | |
| 6862 | 2021.03.26 19:46 | modify | 1215 | 1.00 | 109.539 | 109.173 | 109.739 | |
| 6863 | 2021.03.26 19:47 | close | 1215 | 1.00 | 109.640 | 109.173 | 109.739 | 10100.00 | 5109557.71 |
| 6864 | 2021.04.06 07:36 | buy | 1216 | 1.00 | 110.260 | 0.000 | 0.000 | |
| 6865 | 2021.04.06 07:36 | modify | 1216 | 1.00 | 110.260 | 109.610 | 110.460 | |
| 6866 | 2021.04.06 09:48 | close | 1216 | 1.00 | 110.313 | 109.610 | 110.460 | 5300.00 | 5114857.71 |
| 6867 | 2021.04.28 11:35 | buy | 1217 | 1.00 | 108.866 | 0.000 | 0.000 | |
| 6868 | 2021.04.28 11:35 | modify | 1217 | 1.00 | 108.866 | 108.216 | 109.066 | |
| 6869 | 2021.04.28 11:59 | modify | 1217 | 1.00 | 108.866 | 108.467 | 109.066 | |
| 6870 | 2021.04.28 12:00 | modify | 1217 | 1.00 | 108.866 | 108.471 | 109.066 | |
| 6871 | 2021.04.28 12:01 | modify | 1217 | 1.00 | 108.866 | 108.481 | 109.066 | |
| 6872 | 2021.04.28 12:15 | modify | 1217 | 1.00 | 108.866 | 108.500 | 109.066 | |
| 6873 | 2021.04.28 12:19 | modify | 1217 | 1.00 | 108.866 | 108.505 | 109.066 | |
| 6874 | 2021.04.28 12:20 | modify | 1217 | 1.00 | 108.866 | 108.509 | 109.066 | |
| 6875 | 2021.04.28 14:07 | modify | 1217 | 1.00 | 108.866 | 108.515 | 109.066 | |
| 6876 | 2021.04.28 14:11 | close | 1217 | 1.00 | 108.972 | 108.515 | 109.066 | 10600.00 | 5125457.71 |
| 6877 | 2021.04.30 05:25 | buy | 1218 | 1.00 | 108.733 | 0.000 | 0.000 | |
| 6878 | 2021.04.30 05:25 | modify | 1218 | 1.00 | 108.733 | 108.083 | 108.933 | |
| 6879 | 2021.04.30 05:47 | modify | 1218 | 1.00 | 108.733 | 108.341 | 108.933 | |
| 6880 | 2021.04.30 06:07 | modify | 1218 | 1.00 | 108.733 | 108.342 | 108.933 | |
| 6881 | 2021.04.30 06:08 | modify | 1218 | 1.00 | 108.733 | 108.345 | 108.933 | |
| 6882 | 2021.04.30 06:09 | modify | 1218 | 1.00 | 108.733 | 108.346 | 108.933 | |
| 6883 | 2021.04.30 06:12 | modify | 1218 | 1.00 | 108.733 | 108.352 | 108.933 | |
| 6884 | 2021.04.30 06:13 | modify | 1218 | 1.00 | 108.733 | 108.360 | 108.933 | |
| 6885 | 2021.04.30 06:14 | modify | 1218 | 1.00 | 108.733 | 108.363 | 108.933 | |
| 6886 | 2021.04.30 06:16 | modify | 1218 | 1.00 | 108.733 | 108.365 | 108.933 | |
| 6887 | 2021.04.30 06:18 | modify | 1218 | 1.00 | 108.733 | 108.366 | 108.933 | |
| 6888 | 2021.04.30 06:19 | modify | 1218 | 1.00 | 108.733 | 108.369 | 108.933 | |
| 6889 | 2021.04.30 06:20 | modify | 1218 | 1.00 | 108.733 | 108.370 | 108.933 | |
| 6890 | 2021.04.30 06:21 | modify | 1218 | 1.00 | 108.733 | 108.371 | 108.933 | |
| 6891 | 2021.04.30 06:23 | modify | 1218 | 1.00 | 108.733 | 108.378 | 108.933 | |
| 6892 | 2021.04.30 06:24 | modify | 1218 | 1.00 | 108.733 | 108.381 | 108.933 | |
| 6893 | 2021.04.30 06:25 | close | 1218 | 1.00 | 108.833 | 108.381 | 108.933 | 10000.00 | 5135457.71 |
| 6894 | 2021.05.04 15:26 | buy | 1219 | 1.00 | 109.118 | 0.000 | 0.000 | |
| 6895 | 2021.05.04 15:26 | modify | 1219 | 1.00 | 109.118 | 108.468 | 109.318 | |
| 6896 | 2021.05.04 15:34 | modify | 1219 | 1.00 | 109.118 | 108.728 | 109.318 | |
| 6897 | 2021.05.04 16:30 | modify | 1219 | 1.00 | 109.118 | 108.734 | 109.318 | |
| 6898 | 2021.05.04 16:36 | modify | 1219 | 1.00 | 109.118 | 108.745 | 109.318 | |
| 6899 | 2021.05.04 16:37 | modify | 1219 | 1.00 | 109.118 | 108.750 | 109.318 | |
| 6900 | 2021.05.04 16:38 | modify | 1219 | 1.00 | 109.118 | 108.758 | 109.318 | |