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 |
| 7051 | 2021.11.29 15:12 | modify | 1244 | 1.00 | 113.711 | 114.110 | 113.511 | |
| 7052 | 2021.11.29 15:21 | modify | 1244 | 1.00 | 113.711 | 114.092 | 113.511 | |
| 7053 | 2021.11.29 15:22 | modify | 1244 | 1.00 | 113.711 | 114.089 | 113.511 | |
| 7054 | 2021.11.29 15:23 | modify | 1244 | 1.00 | 113.711 | 114.086 | 113.511 | |
| 7055 | 2021.11.29 15:24 | modify | 1244 | 1.00 | 113.711 | 114.078 | 113.511 | |
| 7056 | 2021.11.29 15:25 | modify | 1244 | 1.00 | 113.711 | 114.076 | 113.511 | |
| 7057 | 2021.11.29 15:28 | modify | 1244 | 1.00 | 113.711 | 114.075 | 113.511 | |
| 7058 | 2021.11.29 15:34 | modify | 1244 | 1.00 | 113.711 | 114.072 | 113.511 | |
| 7059 | 2021.11.29 15:36 | modify | 1244 | 1.00 | 113.711 | 114.070 | 113.511 | |
| 7060 | 2021.11.29 17:38 | modify | 1244 | 1.00 | 113.711 | 114.063 | 113.511 | |
| 7061 | 2021.11.29 17:39 | close | 1244 | 1.00 | 113.596 | 114.063 | 113.511 | 11500.00 | 5219560.03 |
| 7062 | 2021.11.29 23:47 | buy | 1245 | 1.00 | 113.548 | 0.000 | 0.000 | |
| 7063 | 2021.11.29 23:47 | modify | 1245 | 1.00 | 113.548 | 112.898 | 113.748 | |
| 7064 | 2021.11.30 00:53 | modify | 1245 | 1.00 | 113.548 | 113.151 | 113.748 | |
| 7065 | 2021.11.30 00:54 | modify | 1245 | 1.00 | 113.548 | 113.155 | 113.748 | |
| 7066 | 2021.11.30 00:55 | close | 1245 | 1.00 | 113.619 | 113.155 | 113.748 | 7856.83 | 5227416.87 |
| 7067 | 2021.11.30 01:22 | sell | 1246 | 1.00 | 113.734 | 0.000 | 0.000 | |
| 7068 | 2021.11.30 01:22 | modify | 1246 | 1.00 | 113.734 | 114.384 | 113.534 | |
| 7069 | 2021.11.30 04:08 | modify | 1246 | 1.00 | 113.734 | 114.121 | 113.534 | |
| 7070 | 2021.11.30 04:09 | close | 1246 | 1.00 | 113.656 | 114.121 | 113.534 | 7800.00 | 5235216.87 |
| 7071 | 2021.11.30 17:47 | sell | 1247 | 1.00 | 113.316 | 0.000 | 0.000 | |
| 7072 | 2021.11.30 17:47 | modify | 1247 | 1.00 | 113.316 | 113.966 | 113.116 | |
| 7073 | 2021.11.30 18:46 | modify | 1247 | 1.00 | 113.316 | 113.712 | 113.116 | |
| 7074 | 2021.11.30 18:47 | modify | 1247 | 1.00 | 113.316 | 113.685 | 113.116 | |
| 7075 | 2021.11.30 18:48 | close | 1247 | 1.00 | 113.195 | 113.685 | 113.116 | 12100.00 | 5247316.87 |
| 7076 | 2021.12.02 01:05 | sell | 1248 | 1.00 | 112.871 | 0.000 | 0.000 | |
| 7077 | 2021.12.02 01:05 | modify | 1248 | 1.00 | 112.871 | 113.521 | 112.671 | |
| 7078 | 2021.12.02 12:12 | close | 1248 | 1.00 | 113.086 | 113.521 | 112.671 | -21500.00 | 5225816.87 |
| 7079 | 2021.12.17 17:52 | sell | 1249 | 1.00 | 113.603 | 0.000 | 0.000 | |
| 7080 | 2021.12.17 17:52 | modify | 1249 | 1.00 | 113.603 | 114.253 | 113.403 | |
| 7081 | 2021.12.17 18:37 | modify | 1249 | 1.00 | 113.603 | 114.001 | 113.403 | |
| 7082 | 2021.12.17 18:38 | modify | 1249 | 1.00 | 113.603 | 113.993 | 113.403 | |
| 7083 | 2021.12.17 22:00 | close | 1249 | 1.00 | 113.705 | 113.993 | 113.403 | -10200.00 | 5215616.87 |
| 7084 | 2021.12.22 02:55 | sell | 1250 | 1.00 | 114.159 | 0.000 | 0.000 | |
| 7085 | 2021.12.22 02:55 | modify | 1250 | 1.00 | 114.159 | 114.809 | 113.959 | |
| 7086 | 2021.12.22 03:37 | modify | 1250 | 1.00 | 114.159 | 114.558 | 113.959 | |
| 7087 | 2021.12.22 03:40 | modify | 1250 | 1.00 | 114.159 | 114.547 | 113.959 | |
| 7088 | 2021.12.22 03:45 | modify | 1250 | 1.00 | 114.159 | 114.541 | 113.959 | |
| 7089 | 2021.12.22 03:46 | modify | 1250 | 1.00 | 114.159 | 114.533 | 113.959 | |
| 7090 | 2021.12.22 03:50 | modify | 1250 | 1.00 | 114.159 | 114.524 | 113.959 | |
| 7091 | 2021.12.22 04:45 | modify | 1250 | 1.00 | 114.159 | 114.523 | 113.959 | |
| 7092 | 2021.12.22 04:46 | modify | 1250 | 1.00 | 114.159 | 114.512 | 113.959 | |
| 7093 | 2021.12.22 04:47 | close | 1250 | 1.00 | 114.040 | 114.512 | 113.959 | 11900.00 | 5227516.87 |
| 7094 | 2022.01.11 07:04 | buy | 1251 | 1.00 | 115.237 | 0.000 | 0.000 | |
| 7095 | 2022.01.11 07:04 | modify | 1251 | 1.00 | 115.237 | 114.587 | 115.437 | |
| 7096 | 2022.01.11 07:58 | modify | 1251 | 1.00 | 115.237 | 114.838 | 115.437 | |
| 7097 | 2022.01.11 10:52 | modify | 1251 | 1.00 | 115.237 | 114.843 | 115.437 | |
| 7098 | 2022.01.11 10:53 | modify | 1251 | 1.00 | 115.237 | 114.844 | 115.437 | |
| 7099 | 2022.01.11 10:58 | modify | 1251 | 1.00 | 115.237 | 114.846 | 115.437 | |
| 7100 | 2022.01.11 10:59 | modify | 1251 | 1.00 | 115.237 | 114.859 | 115.437 | |
| 7101 | 2022.01.11 11:00 | modify | 1251 | 1.00 | 115.237 | 114.864 | 115.437 | |
| 7102 | 2022.01.11 11:01 | modify | 1251 | 1.00 | 115.237 | 114.869 | 115.437 | |
| 7103 | 2022.01.11 11:02 | modify | 1251 | 1.00 | 115.237 | 114.881 | 115.437 | |
| 7104 | 2022.01.11 11:03 | close | 1251 | 1.00 | 115.364 | 114.881 | 115.437 | 12700.00 | 5240216.87 |
| 7105 | 2022.02.14 08:55 | buy | 1252 | 1.00 | 115.313 | 0.000 | 0.000 | |
| 7106 | 2022.02.14 08:55 | modify | 1252 | 1.00 | 115.313 | 114.663 | 115.513 | |
| 7107 | 2022.02.14 09:07 | modify | 1252 | 1.00 | 115.313 | 114.924 | 115.513 | |
| 7108 | 2022.02.14 09:10 | modify | 1252 | 1.00 | 115.313 | 114.930 | 115.513 | |
| 7109 | 2022.02.14 09:13 | modify | 1252 | 1.00 | 115.313 | 114.952 | 115.513 | |
| 7110 | 2022.02.14 09:16 | modify | 1252 | 1.00 | 115.313 | 114.958 | 115.513 | |
| 7111 | 2022.02.14 09:20 | close | 1252 | 1.00 | 115.410 | 114.958 | 115.513 | 9700.00 | 5249916.87 |
| 7112 | 2022.02.14 10:21 | buy | 1253 | 1.00 | 115.224 | 0.000 | 0.000 | |
| 7113 | 2022.02.14 10:21 | modify | 1253 | 1.00 | 115.224 | 114.574 | 115.424 | |
| 7114 | 2022.02.14 14:39 | t/p | 1253 | 1.00 | 115.423 | 114.574 | 115.424 | 19900.00 | 5269816.87 |
| 7115 | 2022.02.14 14:40 | sell | 1254 | 1.00 | 115.367 | 0.000 | 0.000 | |
| 7116 | 2022.02.14 14:40 | modify | 1254 | 1.00 | 115.367 | 116.017 | 115.167 | |
| 7117 | 2022.02.14 20:09 | close | 1254 | 1.00 | 115.610 | 116.017 | 115.167 | -24300.00 | 5245516.87 |
| 7118 | 2022.02.17 21:47 | buy | 1255 | 1.00 | 114.930 | 0.000 | 0.000 | |
| 7119 | 2022.02.17 21:47 | modify | 1255 | 1.00 | 114.930 | 114.280 | 115.130 | |
| 7120 | 2022.02.18 03:03 | close | 1255 | 1.00 | 114.991 | 114.280 | 115.130 | 6866.23 | 5252383.10 |
| 7121 | 2022.02.25 13:29 | sell | 1256 | 1.00 | 115.497 | 0.000 | 0.000 | |
| 7122 | 2022.02.25 13:29 | modify | 1256 | 1.00 | 115.497 | 116.147 | 115.297 | |
| 7123 | 2022.02.25 13:48 | modify | 1256 | 1.00 | 115.497 | 115.885 | 115.297 | |
| 7124 | 2022.02.25 21:08 | close | 1256 | 1.00 | 115.648 | 115.885 | 115.297 | -15100.00 | 5237283.10 |
| 7125 | 2022.03.01 02:52 | sell | 1257 | 1.00 | 115.176 | 0.000 | 0.000 | |
| 7126 | 2022.03.01 02:52 | modify | 1257 | 1.00 | 115.176 | 115.826 | 114.976 | |
| 7127 | 2022.03.01 06:42 | modify | 1257 | 1.00 | 115.176 | 115.573 | 114.976 | |
| 7128 | 2022.03.01 07:11 | modify | 1257 | 1.00 | 115.176 | 115.561 | 114.976 | |
| 7129 | 2022.03.01 07:15 | modify | 1257 | 1.00 | 115.176 | 115.556 | 114.976 | |
| 7130 | 2022.03.01 07:17 | modify | 1257 | 1.00 | 115.176 | 115.539 | 114.976 | |
| 7131 | 2022.03.01 07:20 | close | 1257 | 1.00 | 115.077 | 115.539 | 114.976 | 9900.00 | 5247183.10 |
| 7132 | 2022.03.11 18:11 | sell | 1258 | 1.00 | 117.095 | 0.000 | 0.000 | |
| 7133 | 2022.03.11 18:11 | modify | 1258 | 1.00 | 117.095 | 117.745 | 116.895 | |
| 7134 | 2022.03.11 22:00 | close | 1258 | 1.00 | 117.358 | 117.745 | 116.895 | -26300.00 | 5220883.10 |
| 7135 | 2022.03.14 13:03 | sell | 1259 | 1.00 | 117.957 | 0.000 | 0.000 | |
| 7136 | 2022.03.14 13:03 | modify | 1259 | 1.00 | 117.957 | 118.607 | 117.757 | |
| 7137 | 2022.03.14 15:05 | modify | 1259 | 1.00 | 117.957 | 118.345 | 117.757 | |
| 7138 | 2022.03.14 15:06 | modify | 1259 | 1.00 | 117.957 | 118.340 | 117.757 | |
| 7139 | 2022.03.14 15:08 | modify | 1259 | 1.00 | 117.957 | 118.329 | 117.757 | |
| 7140 | 2022.03.14 15:10 | close | 1259 | 1.00 | 117.855 | 118.329 | 117.757 | 10200.00 | 5231083.10 |
| 7141 | 2022.03.25 03:13 | buy | 1260 | 1.00 | 122.188 | 0.000 | 0.000 | |
| 7142 | 2022.03.25 03:13 | modify | 1260 | 1.00 | 122.188 | 121.538 | 122.388 | |
| 7143 | 2022.03.25 06:44 | modify | 1260 | 1.00 | 122.188 | 121.538 | 121.788 | |
| 7144 | 2022.03.25 06:44 | s/l | 1260 | 1.00 | 121.537 | 121.538 | 121.788 | -65100.00 | 5165983.10 |
| 7145 | 2022.03.25 16:21 | sell | 1261 | 1.00 | 121.938 | 0.000 | 0.000 | |
| 7146 | 2022.03.25 16:21 | modify | 1261 | 1.00 | 121.938 | 122.588 | 121.738 | |
| 7147 | 2022.03.25 18:25 | modify | 1261 | 1.00 | 121.938 | 122.336 | 121.738 | |
| 7148 | 2022.03.25 18:26 | close | 1261 | 1.00 | 121.845 | 122.336 | 121.738 | 9300.00 | 5175283.10 |
| 7149 | 2022.03.28 15:50 | buy | 1262 | 1.00 | 123.434 | 0.000 | 0.000 | |
| 7150 | 2022.03.28 15:50 | modify | 1262 | 1.00 | 123.434 | 122.784 | 123.634 | |
| 7151 | 2022.03.28 15:52 | modify | 1262 | 1.00 | 123.434 | 123.046 | 123.634 | |
| 7152 | 2022.03.28 15:53 | modify | 1262 | 1.00 | 123.434 | 123.062 | 123.634 | |
| 7153 | 2022.03.28 15:54 | modify | 1262 | 1.00 | 123.434 | 123.082 | 123.634 | |
| 7154 | 2022.03.28 15:56 | close | 1262 | 1.00 | 123.570 | 123.082 | 123.634 | 13600.00 | 5188883.10 |
| 7155 | 2022.03.28 21:27 | sell | 1263 | 1.00 | 123.678 | 0.000 | 0.000 | |
| 7156 | 2022.03.28 21:27 | modify | 1263 | 1.00 | 123.678 | 124.328 | 123.478 | |
| 7157 | 2022.03.28 21:35 | modify | 1263 | 1.00 | 123.678 | 124.061 | 123.478 | |
| 7158 | 2022.03.28 21:36 | modify | 1263 | 1.00 | 123.678 | 124.051 | 123.478 | |
| 7159 | 2022.03.28 21:43 | modify | 1263 | 1.00 | 123.678 | 124.029 | 123.478 | |
| 7160 | 2022.03.28 22:00 | close | 1263 | 1.00 | 123.570 | 124.029 | 123.478 | 10800.00 | 5199683.10 |
| 7161 | 2022.03.30 02:35 | sell | 1264 | 1.00 | 123.056 | 0.000 | 0.000 | |
| 7162 | 2022.03.30 02:35 | modify | 1264 | 1.00 | 123.056 | 123.706 | 122.856 | |
| 7163 | 2022.03.30 03:02 | modify | 1264 | 1.00 | 123.056 | 123.436 | 122.856 | |
| 7164 | 2022.03.30 03:05 | modify | 1264 | 1.00 | 123.056 | 123.432 | 122.856 | |
| 7165 | 2022.03.30 03:05 | t/p | 1264 | 1.00 | 122.859 | 123.432 | 122.856 | 19700.00 | 5219383.10 |
| 7166 | 2022.04.01 15:39 | sell | 1265 | 1.00 | 122.755 | 0.000 | 0.000 | |
| 7167 | 2022.04.01 15:39 | modify | 1265 | 1.00 | 122.755 | 123.405 | 122.555 | |
| 7168 | 2022.04.01 15:49 | modify | 1265 | 1.00 | 122.755 | 123.147 | 122.555 | |
| 7169 | 2022.04.01 16:05 | modify | 1265 | 1.00 | 122.755 | 123.140 | 122.555 | |
| 7170 | 2022.04.01 16:06 | modify | 1265 | 1.00 | 122.755 | 123.123 | 122.555 | |
| 7171 | 2022.04.01 16:07 | close | 1265 | 1.00 | 122.646 | 123.123 | 122.555 | 10900.00 | 5230283.10 |
| 7172 | 2022.04.13 14:30 | buy | 1266 | 1.00 | 125.757 | 0.000 | 0.000 | |
| 7173 | 2022.04.13 14:30 | modify | 1266 | 1.00 | 125.757 | 125.107 | 125.957 | |
| 7174 | 2022.04.13 14:58 | modify | 1266 | 1.00 | 125.757 | 125.368 | 125.957 | |
| 7175 | 2022.04.13 14:59 | modify | 1266 | 1.00 | 125.757 | 125.379 | 125.957 | |
| 7176 | 2022.04.13 15:00 | modify | 1266 | 1.00 | 125.757 | 125.382 | 125.957 | |
| 7177 | 2022.04.13 15:01 | modify | 1266 | 1.00 | 125.757 | 125.389 | 125.957 | |
| 7178 | 2022.04.13 15:03 | modify | 1266 | 1.00 | 125.757 | 125.394 | 125.957 | |
| 7179 | 2022.04.13 15:04 | close | 1266 | 1.00 | 125.870 | 125.394 | 125.957 | 11300.00 | 5241583.10 |
| 7180 | 2022.04.13 18:56 | buy | 1267 | 1.00 | 125.550 | 0.000 | 0.000 | |
| 7181 | 2022.04.13 18:56 | modify | 1267 | 1.00 | 125.550 | 124.900 | 125.750 | |
| 7182 | 2022.04.13 20:01 | modify | 1267 | 1.00 | 125.550 | 125.159 | 125.750 | |
| 7183 | 2022.04.13 21:01 | modify | 1267 | 1.00 | 125.550 | 125.160 | 125.750 | |
| 7184 | 2022.04.13 21:03 | modify | 1267 | 1.00 | 125.550 | 125.161 | 125.750 | |
| 7185 | 2022.04.13 21:04 | modify | 1267 | 1.00 | 125.550 | 125.170 | 125.750 | |
| 7186 | 2022.04.13 22:06 | modify | 1267 | 1.00 | 125.550 | 125.176 | 125.750 | |
| 7187 | 2022.04.13 22:11 | modify | 1267 | 1.00 | 125.550 | 125.186 | 125.750 | |
| 7188 | 2022.04.13 22:12 | modify | 1267 | 1.00 | 125.550 | 125.196 | 125.750 | |
| 7189 | 2022.04.13 22:19 | close | 1267 | 1.00 | 125.647 | 125.196 | 125.750 | 9700.00 | 5251283.10 |
| 7190 | 2022.04.25 05:25 | buy | 1268 | 1.00 | 128.349 | 0.000 | 0.000 | |
| 7191 | 2022.04.25 05:25 | modify | 1268 | 1.00 | 128.349 | 127.699 | 128.549 | |
| 7192 | 2022.04.25 06:11 | modify | 1268 | 1.00 | 128.349 | 127.961 | 128.549 | |
| 7193 | 2022.04.25 06:18 | modify | 1268 | 1.00 | 128.349 | 127.972 | 128.549 | |
| 7194 | 2022.04.25 06:19 | modify | 1268 | 1.00 | 128.349 | 127.978 | 128.549 | |
| 7195 | 2022.04.25 06:20 | modify | 1268 | 1.00 | 128.349 | 127.990 | 128.549 | |
| 7196 | 2022.04.25 06:31 | close | 1268 | 1.00 | 128.452 | 127.990 | 128.549 | 10300.00 | 5261583.10 |
| 7197 | 2022.04.26 03:02 | buy | 1269 | 1.00 | 127.698 | 0.000 | 0.000 | |
| 7198 | 2022.04.26 03:02 | modify | 1269 | 1.00 | 127.698 | 127.048 | 127.898 | |
| 7199 | 2022.04.26 05:43 | close | 1269 | 1.00 | 127.736 | 127.048 | 127.898 | 3800.00 | 5265383.10 |
| 7200 | 2022.04.26 23:59 | buy | 1270 | 1.00 | 127.220 | 0.000 | 0.000 | |