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 |
| 6901 | 2021.05.04 16:39 | close | 1219 | 1.00 | 109.222 | 108.758 | 109.318 | 10400.00 | 5150880.19 |
| 6902 | 2021.05.13 03:06 | sell | 1220 | 1.00 | 109.769 | 0.000 | 0.000 | |
| 6903 | 2021.05.13 03:06 | modify | 1220 | 1.00 | 109.769 | 110.419 | 109.569 | |
| 6904 | 2021.05.13 03:32 | modify | 1220 | 1.00 | 109.769 | 110.155 | 109.569 | |
| 6905 | 2021.05.13 03:33 | modify | 1220 | 1.00 | 109.769 | 110.131 | 109.569 | |
| 6906 | 2021.05.13 03:35 | modify | 1220 | 1.00 | 109.769 | 110.129 | 109.569 | |
| 6907 | 2021.05.13 03:43 | close | 1220 | 1.00 | 109.666 | 110.129 | 109.569 | 10300.00 | 5161180.19 |
| 6908 | 2021.05.13 04:48 | buy | 1221 | 1.00 | 109.505 | 0.000 | 0.000 | |
| 6909 | 2021.05.13 04:48 | modify | 1221 | 1.00 | 109.505 | 108.855 | 109.705 | |
| 6910 | 2021.05.13 05:19 | modify | 1221 | 1.00 | 109.505 | 109.111 | 109.705 | |
| 6911 | 2021.05.13 05:20 | modify | 1221 | 1.00 | 109.505 | 109.123 | 109.705 | |
| 6912 | 2021.05.13 05:21 | modify | 1221 | 1.00 | 109.505 | 109.129 | 109.705 | |
| 6913 | 2021.05.13 05:22 | modify | 1221 | 1.00 | 109.505 | 109.141 | 109.705 | |
| 6914 | 2021.05.13 05:23 | modify | 1221 | 1.00 | 109.505 | 109.147 | 109.705 | |
| 6915 | 2021.05.13 05:24 | modify | 1221 | 1.00 | 109.505 | 109.150 | 109.705 | |
| 6916 | 2021.05.13 05:25 | close | 1221 | 1.00 | 109.611 | 109.150 | 109.705 | 10600.00 | 5171780.19 |
| 6917 | 2021.06.04 02:48 | buy | 1222 | 1.00 | 110.256 | 0.000 | 0.000 | |
| 6918 | 2021.06.04 02:48 | modify | 1222 | 1.00 | 110.256 | 109.606 | 110.456 | |
| 6919 | 2021.06.04 03:02 | close | 1222 | 1.00 | 110.328 | 109.606 | 110.456 | 7200.00 | 5178980.19 |
| 6920 | 2021.07.01 22:35 | buy | 1223 | 1.00 | 111.562 | 0.000 | 0.000 | |
| 6921 | 2021.07.01 22:35 | modify | 1223 | 1.00 | 111.562 | 110.912 | 111.762 | |
| 6922 | 2021.07.02 02:33 | close | 1223 | 1.00 | 111.581 | 110.912 | 111.762 | 2643.51 | 5181623.70 |
| 6923 | 2021.07.02 03:55 | sell | 1224 | 1.00 | 111.629 | 0.000 | 0.000 | |
| 6924 | 2021.07.02 03:55 | modify | 1224 | 1.00 | 111.629 | 112.279 | 111.429 | |
| 6925 | 2021.07.02 04:19 | modify | 1224 | 1.00 | 111.629 | 112.025 | 111.429 | |
| 6926 | 2021.07.02 04:33 | modify | 1224 | 1.00 | 111.629 | 112.021 | 111.429 | |
| 6927 | 2021.07.02 07:01 | modify | 1224 | 1.00 | 111.629 | 112.018 | 111.429 | |
| 6928 | 2021.07.02 07:10 | modify | 1224 | 1.00 | 111.629 | 112.017 | 111.429 | |
| 6929 | 2021.07.02 07:15 | modify | 1224 | 1.00 | 111.629 | 112.012 | 111.429 | |
| 6930 | 2021.07.02 11:06 | modify | 1224 | 1.00 | 111.629 | 111.988 | 111.429 | |
| 6931 | 2021.07.02 11:08 | modify | 1224 | 1.00 | 111.629 | 111.986 | 111.429 | |
| 6932 | 2021.07.02 11:10 | close | 1224 | 1.00 | 111.518 | 111.986 | 111.429 | 11100.00 | 5192723.70 |
| 6933 | 2021.07.05 09:59 | buy | 1225 | 1.00 | 110.967 | 0.000 | 0.000 | |
| 6934 | 2021.07.05 09:59 | modify | 1225 | 1.00 | 110.967 | 110.317 | 111.167 | |
| 6935 | 2021.07.05 10:06 | modify | 1225 | 1.00 | 110.967 | 110.569 | 111.167 | |
| 6936 | 2021.07.05 10:07 | modify | 1225 | 1.00 | 110.967 | 110.570 | 111.167 | |
| 6937 | 2021.07.05 10:08 | modify | 1225 | 1.00 | 110.967 | 110.577 | 111.167 | |
| 6938 | 2021.07.05 10:09 | modify | 1225 | 1.00 | 110.967 | 110.591 | 111.167 | |
| 6939 | 2021.07.05 10:10 | modify | 1225 | 1.00 | 110.967 | 110.596 | 111.167 | |
| 6940 | 2021.07.05 10:17 | modify | 1225 | 1.00 | 110.967 | 110.605 | 111.167 | |
| 6941 | 2021.07.05 14:37 | close | 1225 | 1.00 | 110.874 | 110.605 | 111.167 | -9300.00 | 5183423.70 |
| 6942 | 2021.07.27 23:51 | sell | 1226 | 1.00 | 109.799 | 0.000 | 0.000 | |
| 6943 | 2021.07.27 23:51 | modify | 1226 | 1.00 | 109.799 | 110.449 | 109.599 | |
| 6944 | 2021.07.28 05:09 | close | 1226 | 1.00 | 109.789 | 110.449 | 109.599 | -463.67 | 5182960.03 |
| 6945 | 2021.08.16 04:46 | buy | 1227 | 1.00 | 109.409 | 0.000 | 0.000 | |
| 6946 | 2021.08.16 04:46 | modify | 1227 | 1.00 | 109.409 | 108.759 | 109.609 | |
| 6947 | 2021.08.16 11:03 | close | 1227 | 1.00 | 109.442 | 108.759 | 109.609 | 3300.00 | 5186260.03 |
| 6948 | 2021.08.19 10:04 | buy | 1228 | 1.00 | 109.881 | 0.000 | 0.000 | |
| 6949 | 2021.08.19 10:04 | modify | 1228 | 1.00 | 109.881 | 109.231 | 110.081 | |
| 6950 | 2021.08.19 12:35 | close | 1228 | 1.00 | 109.667 | 109.231 | 110.081 | -21400.00 | 5164860.03 |
| 6951 | 2021.09.01 15:44 | buy | 1229 | 1.00 | 110.114 | 0.000 | 0.000 | |
| 6952 | 2021.09.01 15:44 | modify | 1229 | 1.00 | 110.114 | 109.464 | 110.314 | |
| 6953 | 2021.09.01 17:08 | close | 1229 | 1.00 | 110.115 | 109.464 | 110.314 | 100.00 | 5164960.03 |
| 6954 | 2021.09.08 10:19 | buy | 1230 | 1.00 | 110.267 | 0.000 | 0.000 | |
| 6955 | 2021.09.08 10:19 | modify | 1230 | 1.00 | 110.267 | 109.617 | 110.467 | |
| 6956 | 2021.09.08 16:46 | modify | 1230 | 1.00 | 110.267 | 109.880 | 110.467 | |
| 6957 | 2021.09.08 16:47 | close | 1230 | 1.00 | 110.348 | 109.880 | 110.467 | 8100.00 | 5173060.03 |
| 6958 | 2021.09.23 06:46 | buy | 1231 | 1.00 | 109.806 | 0.000 | 0.000 | |
| 6959 | 2021.09.23 06:46 | modify | 1231 | 1.00 | 109.806 | 109.156 | 110.006 | |
| 6960 | 2021.09.23 09:02 | close | 1231 | 1.00 | 109.849 | 109.156 | 110.006 | 4300.00 | 5177360.03 |
| 6961 | 2021.09.29 05:58 | buy | 1232 | 1.00 | 111.425 | 0.000 | 0.000 | |
| 6962 | 2021.09.29 05:58 | modify | 1232 | 1.00 | 111.425 | 110.775 | 111.625 | |
| 6963 | 2021.09.29 07:04 | modify | 1232 | 1.00 | 111.425 | 111.030 | 111.625 | |
| 6964 | 2021.09.29 07:08 | modify | 1232 | 1.00 | 111.425 | 111.031 | 111.625 | |
| 6965 | 2021.09.29 07:11 | modify | 1232 | 1.00 | 111.425 | 111.038 | 111.625 | |
| 6966 | 2021.09.29 07:13 | modify | 1232 | 1.00 | 111.425 | 111.040 | 111.625 | |
| 6967 | 2021.09.29 07:14 | modify | 1232 | 1.00 | 111.425 | 111.041 | 111.625 | |
| 6968 | 2021.09.29 07:15 | modify | 1232 | 1.00 | 111.425 | 111.058 | 111.625 | |
| 6969 | 2021.09.29 07:18 | close | 1232 | 1.00 | 111.536 | 111.058 | 111.625 | 11100.00 | 5188460.03 |
| 6970 | 2021.09.30 07:25 | sell | 1233 | 1.00 | 111.953 | 0.000 | 0.000 | |
| 6971 | 2021.09.30 07:25 | modify | 1233 | 1.00 | 111.953 | 112.603 | 111.753 | |
| 6972 | 2021.09.30 08:19 | modify | 1233 | 1.00 | 111.953 | 112.351 | 111.753 | |
| 6973 | 2021.09.30 08:43 | modify | 1233 | 1.00 | 111.953 | 112.349 | 111.753 | |
| 6974 | 2021.09.30 08:47 | modify | 1233 | 1.00 | 111.953 | 112.345 | 111.753 | |
| 6975 | 2021.09.30 08:48 | modify | 1233 | 1.00 | 111.953 | 112.331 | 111.753 | |
| 6976 | 2021.09.30 08:50 | modify | 1233 | 1.00 | 111.953 | 112.304 | 111.753 | |
| 6977 | 2021.09.30 08:57 | close | 1233 | 1.00 | 111.854 | 112.304 | 111.753 | 9900.00 | 5198360.03 |
| 6978 | 2021.10.01 02:23 | sell | 1234 | 1.00 | 111.443 | 0.000 | 0.000 | |
| 6979 | 2021.10.01 02:23 | modify | 1234 | 1.00 | 111.443 | 112.093 | 111.243 | |
| 6980 | 2021.10.01 03:14 | modify | 1234 | 1.00 | 111.443 | 111.838 | 111.243 | |
| 6981 | 2021.10.01 03:20 | modify | 1234 | 1.00 | 111.443 | 111.836 | 111.243 | |
| 6982 | 2021.10.01 03:25 | modify | 1234 | 1.00 | 111.443 | 111.832 | 111.243 | |
| 6983 | 2021.10.01 03:35 | modify | 1234 | 1.00 | 111.443 | 111.831 | 111.243 | |
| 6984 | 2021.10.01 03:40 | modify | 1234 | 1.00 | 111.443 | 111.813 | 111.243 | |
| 6985 | 2021.10.01 04:05 | modify | 1234 | 1.00 | 111.443 | 111.812 | 111.243 | |
| 6986 | 2021.10.01 04:08 | close | 1234 | 1.00 | 111.345 | 111.812 | 111.243 | 9800.00 | 5208160.03 |
| 6987 | 2021.10.01 22:09 | sell | 1235 | 1.00 | 111.100 | 0.000 | 0.000 | |
| 6988 | 2021.10.01 22:09 | modify | 1235 | 1.00 | 111.100 | 111.750 | 110.900 | |
| 6989 | 2021.10.01 22:51 | modify | 1235 | 1.00 | 111.100 | 111.498 | 110.900 | |
| 6990 | 2021.10.01 22:52 | modify | 1235 | 1.00 | 111.100 | 111.497 | 110.900 | |
| 6991 | 2021.10.01 22:54 | modify | 1235 | 1.00 | 111.100 | 111.493 | 110.900 | |
| 6992 | 2021.10.01 22:55 | modify | 1235 | 1.00 | 111.100 | 111.489 | 110.900 | |
| 6993 | 2021.10.01 22:57 | modify | 1235 | 1.00 | 111.100 | 111.488 | 110.900 | |
| 6994 | 2021.10.01 22:58 | modify | 1235 | 1.00 | 111.100 | 111.487 | 110.900 | |
| 6995 | 2021.10.01 22:59 | modify | 1235 | 1.00 | 111.100 | 111.480 | 110.900 | |
| 6996 | 2021.10.01 23:00 | close | 1235 | 1.00 | 111.023 | 111.480 | 110.900 | 7700.00 | 5215860.03 |
| 6997 | 2021.10.08 14:17 | buy | 1236 | 1.00 | 111.768 | 0.000 | 0.000 | |
| 6998 | 2021.10.08 14:17 | modify | 1236 | 1.00 | 111.768 | 111.118 | 111.968 | |
| 6999 | 2021.10.08 15:04 | modify | 1236 | 1.00 | 111.768 | 111.379 | 111.968 | |
| 7000 | 2021.10.08 15:10 | modify | 1236 | 1.00 | 111.768 | 111.387 | 111.968 | |
| 7001 | 2021.10.08 15:23 | modify | 1236 | 1.00 | 111.768 | 111.390 | 111.968 | |
| 7002 | 2021.10.08 15:25 | modify | 1236 | 1.00 | 111.768 | 111.391 | 111.968 | |
| 7003 | 2021.10.08 15:28 | modify | 1236 | 1.00 | 111.768 | 111.400 | 111.968 | |
| 7004 | 2021.10.08 16:39 | close | 1236 | 1.00 | 111.872 | 111.400 | 111.968 | 10400.00 | 5226260.03 |
| 7005 | 2021.10.11 04:30 | sell | 1237 | 1.00 | 112.372 | 0.000 | 0.000 | |
| 7006 | 2021.10.11 04:30 | modify | 1237 | 1.00 | 112.372 | 113.022 | 112.172 | |
| 7007 | 2021.10.11 11:21 | close | 1237 | 1.00 | 112.946 | 113.022 | 112.172 | -57400.00 | 5168860.03 |
| 7008 | 2021.10.12 06:07 | buy | 1238 | 1.00 | 113.237 | 0.000 | 0.000 | |
| 7009 | 2021.10.12 06:07 | modify | 1238 | 1.00 | 113.237 | 112.587 | 113.437 | |
| 7010 | 2021.10.12 06:55 | modify | 1238 | 1.00 | 113.237 | 112.838 | 113.437 | |
| 7011 | 2021.10.12 06:56 | modify | 1238 | 1.00 | 113.237 | 112.849 | 113.437 | |
| 7012 | 2021.10.12 06:57 | modify | 1238 | 1.00 | 113.237 | 112.851 | 113.437 | |
| 7013 | 2021.10.12 06:58 | modify | 1238 | 1.00 | 113.237 | 112.856 | 113.437 | |
| 7014 | 2021.10.12 07:01 | modify | 1238 | 1.00 | 113.237 | 112.864 | 113.437 | |
| 7015 | 2021.10.12 07:02 | modify | 1238 | 1.00 | 113.237 | 112.866 | 113.437 | |
| 7016 | 2021.10.12 07:03 | modify | 1238 | 1.00 | 113.237 | 112.872 | 113.437 | |
| 7017 | 2021.10.12 07:43 | modify | 1238 | 1.00 | 113.237 | 112.875 | 113.437 | |
| 7018 | 2021.10.12 07:50 | modify | 1238 | 1.00 | 113.237 | 112.876 | 113.437 | |
| 7019 | 2021.10.12 07:51 | modify | 1238 | 1.00 | 113.237 | 112.885 | 113.437 | |
| 7020 | 2021.10.12 07:56 | close | 1238 | 1.00 | 113.344 | 112.885 | 113.437 | 10700.00 | 5179560.03 |
| 7021 | 2021.10.25 02:45 | sell | 1239 | 1.00 | 113.648 | 0.000 | 0.000 | |
| 7022 | 2021.10.25 02:45 | modify | 1239 | 1.00 | 113.648 | 114.298 | 113.448 | |
| 7023 | 2021.10.25 03:04 | modify | 1239 | 1.00 | 113.648 | 114.038 | 113.448 | |
| 7024 | 2021.10.25 03:05 | modify | 1239 | 1.00 | 113.648 | 114.017 | 113.448 | |
| 7025 | 2021.10.25 03:10 | modify | 1239 | 1.00 | 113.648 | 114.002 | 113.448 | |
| 7026 | 2021.10.25 03:12 | modify | 1239 | 1.00 | 113.648 | 114.001 | 113.448 | |
| 7027 | 2021.10.25 07:04 | close | 1239 | 1.00 | 113.614 | 114.001 | 113.448 | 3400.00 | 5182960.03 |
| 7028 | 2021.11.01 12:04 | buy | 1240 | 1.00 | 114.243 | 0.000 | 0.000 | |
| 7029 | 2021.11.01 12:04 | modify | 1240 | 1.00 | 114.243 | 113.593 | 114.443 | |
| 7030 | 2021.11.01 14:10 | close | 1240 | 1.00 | 114.290 | 113.593 | 114.443 | 4700.00 | 5187660.03 |
| 7031 | 2021.11.02 15:37 | sell | 1241 | 1.00 | 113.815 | 0.000 | 0.000 | |
| 7032 | 2021.11.02 15:37 | modify | 1241 | 1.00 | 113.815 | 114.465 | 113.615 | |
| 7033 | 2021.11.02 16:16 | modify | 1241 | 1.00 | 113.815 | 114.212 | 113.615 | |
| 7034 | 2021.11.02 16:17 | modify | 1241 | 1.00 | 113.815 | 114.206 | 113.615 | |
| 7035 | 2021.11.02 16:21 | modify | 1241 | 1.00 | 113.815 | 114.205 | 113.615 | |
| 7036 | 2021.11.02 17:01 | modify | 1241 | 1.00 | 113.815 | 114.201 | 113.615 | |
| 7037 | 2021.11.02 17:02 | modify | 1241 | 1.00 | 113.815 | 114.176 | 113.615 | |
| 7038 | 2021.11.02 17:04 | modify | 1241 | 1.00 | 113.815 | 114.166 | 113.615 | |
| 7039 | 2021.11.02 18:20 | close | 1241 | 1.00 | 113.698 | 114.166 | 113.615 | 11700.00 | 5199360.03 |
| 7040 | 2021.11.11 02:05 | sell | 1242 | 1.00 | 113.958 | 0.000 | 0.000 | |
| 7041 | 2021.11.11 02:05 | modify | 1242 | 1.00 | 113.958 | 114.608 | 113.758 | |
| 7042 | 2021.11.11 05:43 | close | 1242 | 1.00 | 113.988 | 114.608 | 113.758 | -3000.00 | 5196360.03 |
| 7043 | 2021.11.29 01:22 | sell | 1243 | 1.00 | 113.860 | 0.000 | 0.000 | |
| 7044 | 2021.11.29 01:22 | modify | 1243 | 1.00 | 113.860 | 114.510 | 113.660 | |
| 7045 | 2021.11.29 01:27 | modify | 1243 | 1.00 | 113.860 | 114.245 | 113.660 | |
| 7046 | 2021.11.29 01:30 | modify | 1243 | 1.00 | 113.860 | 114.238 | 113.660 | |
| 7047 | 2021.11.29 01:31 | modify | 1243 | 1.00 | 113.860 | 114.220 | 113.660 | |
| 7048 | 2021.11.29 01:34 | close | 1243 | 1.00 | 113.743 | 114.220 | 113.660 | 11700.00 | 5208060.03 |
| 7049 | 2021.11.29 15:05 | sell | 1244 | 1.00 | 113.711 | 0.000 | 0.000 | |
| 7050 | 2021.11.29 15:05 | modify | 1244 | 1.00 | 113.711 | 114.361 | 113.511 | |