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 |
| 7201 | 2022.04.26 23:59 | modify | 1270 | 1.00 | 127.220 | 126.570 | 127.420 | |
| 7202 | 2022.04.27 02:08 | modify | 1270 | 1.00 | 127.220 | 126.821 | 127.420 | |
| 7203 | 2022.04.27 02:22 | modify | 1270 | 1.00 | 127.220 | 126.822 | 127.420 | |
| 7204 | 2022.04.27 02:23 | modify | 1270 | 1.00 | 127.220 | 126.825 | 127.420 | |
| 7205 | 2022.04.27 02:24 | modify | 1270 | 1.00 | 127.220 | 126.833 | 127.420 | |
| 7206 | 2022.04.27 02:25 | modify | 1270 | 1.00 | 127.220 | 126.846 | 127.420 | |
| 7207 | 2022.04.27 03:04 | modify | 1270 | 1.00 | 127.220 | 126.870 | 127.420 | |
| 7208 | 2022.04.27 03:07 | close | 1270 | 1.00 | 127.326 | 126.870 | 127.420 | 11448.15 | 5276831.25 |
| 7209 | 2022.05.05 22:22 | buy | 1271 | 1.00 | 130.143 | 0.000 | 0.000 | |
| 7210 | 2022.05.05 22:22 | modify | 1271 | 1.00 | 130.143 | 129.493 | 130.343 | |
| 7211 | 2022.05.05 23:48 | modify | 1271 | 1.00 | 130.143 | 129.749 | 130.343 | |
| 7212 | 2022.05.05 23:49 | modify | 1271 | 1.00 | 130.143 | 129.755 | 130.343 | |
| 7213 | 2022.05.05 23:50 | modify | 1271 | 1.00 | 130.143 | 129.756 | 130.343 | |
| 7214 | 2022.05.05 23:51 | modify | 1271 | 1.00 | 130.143 | 129.764 | 130.343 | |
| 7215 | 2022.05.06 01:04 | modify | 1271 | 1.00 | 130.143 | 129.775 | 130.343 | |
| 7216 | 2022.05.06 01:05 | close | 1271 | 1.00 | 130.254 | 129.775 | 130.343 | 11968.07 | 5288799.33 |
| 7217 | 2022.05.06 13:45 | buy | 1272 | 1.00 | 130.288 | 0.000 | 0.000 | |
| 7218 | 2022.05.06 13:45 | modify | 1272 | 1.00 | 130.288 | 129.638 | 130.488 | |
| 7219 | 2022.05.06 14:07 | modify | 1272 | 1.00 | 130.288 | 129.889 | 130.488 | |
| 7220 | 2022.05.06 14:10 | modify | 1272 | 1.00 | 130.288 | 129.895 | 130.488 | |
| 7221 | 2022.05.06 14:13 | modify | 1272 | 1.00 | 130.288 | 129.915 | 130.488 | |
| 7222 | 2022.05.06 14:18 | modify | 1272 | 1.00 | 130.288 | 129.918 | 130.488 | |
| 7223 | 2022.05.06 14:32 | close | 1272 | 1.00 | 130.389 | 129.918 | 130.488 | 10100.00 | 5298899.33 |
| 7224 | 2022.05.11 19:46 | buy | 1273 | 1.00 | 129.898 | 0.000 | 0.000 | |
| 7225 | 2022.05.11 19:46 | modify | 1273 | 1.00 | 129.898 | 129.248 | 130.098 | |
| 7226 | 2022.05.11 19:48 | modify | 1273 | 1.00 | 129.898 | 129.506 | 130.098 | |
| 7227 | 2022.05.11 19:49 | modify | 1273 | 1.00 | 129.898 | 129.508 | 130.098 | |
| 7228 | 2022.05.11 19:51 | modify | 1273 | 1.00 | 129.898 | 129.511 | 130.098 | |
| 7229 | 2022.05.11 20:40 | s/l | 1273 | 1.00 | 129.509 | 129.511 | 130.098 | -38900.00 | 5259999.33 |
| 7230 | 2022.05.19 02:40 | buy | 1274 | 1.00 | 128.135 | 0.000 | 0.000 | |
| 7231 | 2022.05.19 02:40 | modify | 1274 | 1.00 | 128.135 | 127.485 | 128.335 | |
| 7232 | 2022.05.19 03:10 | modify | 1274 | 1.00 | 128.135 | 127.760 | 128.335 | |
| 7233 | 2022.05.19 03:11 | modify | 1274 | 1.00 | 128.135 | 127.783 | 128.335 | |
| 7234 | 2022.05.19 03:23 | close | 1274 | 1.00 | 128.248 | 127.783 | 128.335 | 11300.00 | 5271299.33 |
| 7235 | 2022.05.19 10:33 | buy | 1275 | 1.00 | 128.158 | 0.000 | 0.000 | |
| 7236 | 2022.05.19 10:33 | modify | 1275 | 1.00 | 128.158 | 127.508 | 128.358 | |
| 7237 | 2022.05.19 10:59 | modify | 1275 | 1.00 | 128.158 | 127.764 | 128.358 | |
| 7238 | 2022.05.19 11:00 | modify | 1275 | 1.00 | 128.158 | 127.782 | 128.358 | |
| 7239 | 2022.05.19 12:23 | s/l | 1275 | 1.00 | 127.770 | 127.782 | 128.358 | -38800.00 | 5232499.33 |
| 7240 | 2022.05.25 14:46 | buy | 1276 | 1.00 | 126.862 | 0.000 | 0.000 | |
| 7241 | 2022.05.25 14:46 | modify | 1276 | 1.00 | 126.862 | 126.212 | 127.062 | |
| 7242 | 2022.05.25 14:51 | modify | 1276 | 1.00 | 126.862 | 126.468 | 127.062 | |
| 7243 | 2022.05.25 14:52 | modify | 1276 | 1.00 | 126.862 | 126.471 | 127.062 | |
| 7244 | 2022.05.25 14:53 | modify | 1276 | 1.00 | 126.862 | 126.497 | 127.062 | |
| 7245 | 2022.05.25 14:54 | modify | 1276 | 1.00 | 126.862 | 126.504 | 127.062 | |
| 7246 | 2022.05.25 14:58 | close | 1276 | 1.00 | 126.974 | 126.504 | 127.062 | 11200.00 | 5243699.33 |
| 7247 | 2022.05.27 10:11 | sell | 1277 | 1.00 | 127.126 | 0.000 | 0.000 | |
| 7248 | 2022.05.27 10:11 | modify | 1277 | 1.00 | 127.126 | 127.776 | 126.926 | |
| 7249 | 2022.05.27 11:10 | modify | 1277 | 1.00 | 127.126 | 127.516 | 126.926 | |
| 7250 | 2022.05.27 11:13 | modify | 1277 | 1.00 | 127.126 | 127.497 | 126.926 | |
| 7251 | 2022.05.27 11:43 | modify | 1277 | 1.00 | 127.126 | 127.481 | 126.926 | |
| 7252 | 2022.05.27 11:44 | close | 1277 | 1.00 | 127.025 | 127.481 | 126.926 | 10100.00 | 5253799.33 |
| 7253 | 2022.05.30 23:49 | sell | 1278 | 1.00 | 127.599 | 0.000 | 0.000 | |
| 7254 | 2022.05.30 23:49 | modify | 1278 | 1.00 | 127.599 | 128.249 | 127.399 | |
| 7255 | 2022.05.31 00:00 | close | 1278 | 1.00 | 127.600 | 128.249 | 127.399 | -1800.61 | 5251998.71 |
| 7256 | 2022.06.01 16:08 | buy | 1279 | 1.00 | 129.218 | 0.000 | 0.000 | |
| 7257 | 2022.06.01 16:08 | modify | 1279 | 1.00 | 129.218 | 128.568 | 129.418 | |
| 7258 | 2022.06.01 16:13 | modify | 1279 | 1.00 | 129.218 | 128.865 | 129.418 | |
| 7259 | 2022.06.01 16:24 | close | 1279 | 1.00 | 129.327 | 128.865 | 129.418 | 10900.00 | 5262898.71 |
| 7260 | 2022.06.13 22:00 | sell | 1280 | 1.00 | 134.297 | 0.000 | 0.000 | |
| 7261 | 2022.06.13 22:00 | modify | 1280 | 1.00 | 134.297 | 134.947 | 134.097 | |
| 7262 | 2022.06.14 01:34 | close | 1280 | 1.00 | 134.319 | 134.947 | 134.097 | -3992.20 | 5258906.51 |
| 7263 | 2022.06.14 03:28 | buy | 1281 | 1.00 | 133.932 | 0.000 | 0.000 | |
| 7264 | 2022.06.14 03:28 | modify | 1281 | 1.00 | 133.932 | 133.282 | 134.132 | |
| 7265 | 2022.06.14 03:38 | modify | 1281 | 1.00 | 133.932 | 133.565 | 134.132 | |
| 7266 | 2022.06.14 03:39 | modify | 1281 | 1.00 | 133.932 | 133.581 | 134.132 | |
| 7267 | 2022.06.14 03:40 | close | 1281 | 1.00 | 134.057 | 133.581 | 134.132 | 12500.00 | 5271406.51 |
| 7268 | 2022.06.16 04:20 | sell | 1282 | 1.00 | 134.454 | 0.000 | 0.000 | |
| 7269 | 2022.06.16 04:20 | modify | 1282 | 1.00 | 134.454 | 135.104 | 134.254 | |
| 7270 | 2022.06.16 04:30 | modify | 1282 | 1.00 | 134.454 | 134.826 | 134.254 | |
| 7271 | 2022.06.16 04:33 | modify | 1282 | 1.00 | 134.454 | 134.823 | 134.254 | |
| 7272 | 2022.06.16 06:29 | modify | 1282 | 1.00 | 134.454 | 134.819 | 134.254 | |
| 7273 | 2022.06.16 06:31 | modify | 1282 | 1.00 | 134.454 | 134.810 | 134.254 | |
| 7274 | 2022.06.16 06:32 | close | 1282 | 1.00 | 134.319 | 134.810 | 134.254 | 13500.00 | 5284906.51 |
| 7275 | 2022.06.30 07:55 | buy | 1283 | 1.00 | 136.504 | 0.000 | 0.000 | |
| 7276 | 2022.06.30 07:55 | modify | 1283 | 1.00 | 136.504 | 135.854 | 136.704 | |
| 7277 | 2022.06.30 16:22 | modify | 1283 | 1.00 | 136.504 | 135.854 | 136.104 | |
| 7278 | 2022.06.30 16:22 | s/l | 1283 | 1.00 | 135.851 | 135.854 | 136.104 | -65300.00 | 5219606.51 |
| 7279 | 2022.07.01 11:43 | sell | 1284 | 1.00 | 135.614 | 0.000 | 0.000 | |
| 7280 | 2022.07.01 11:43 | modify | 1284 | 1.00 | 135.614 | 136.264 | 135.414 | |
| 7281 | 2022.07.01 11:46 | modify | 1284 | 1.00 | 135.614 | 136.009 | 135.414 | |
| 7282 | 2022.07.01 11:56 | modify | 1284 | 1.00 | 135.614 | 135.985 | 135.414 | |
| 7283 | 2022.07.01 11:57 | modify | 1284 | 1.00 | 135.614 | 135.967 | 135.414 | |
| 7284 | 2022.07.01 11:58 | close | 1284 | 1.00 | 135.495 | 135.967 | 135.414 | 11900.00 | 5231506.51 |
| 7285 | 2022.07.05 11:20 | buy | 1285 | 1.00 | 135.822 | 0.000 | 0.000 | |
| 7286 | 2022.07.05 11:20 | modify | 1285 | 1.00 | 135.822 | 135.172 | 136.022 | |
| 7287 | 2022.07.05 13:11 | modify | 1285 | 1.00 | 135.822 | 135.426 | 136.022 | |
| 7288 | 2022.07.05 13:12 | modify | 1285 | 1.00 | 135.822 | 135.442 | 136.022 | |
| 7289 | 2022.07.05 13:13 | close | 1285 | 1.00 | 135.941 | 135.442 | 136.022 | 11900.00 | 5243406.51 |
| 7290 | 2022.07.05 14:21 | sell | 1286 | 1.00 | 136.179 | 0.000 | 0.000 | |
| 7291 | 2022.07.05 14:21 | modify | 1286 | 1.00 | 136.179 | 136.829 | 135.979 | |
| 7292 | 2022.07.05 14:28 | modify | 1286 | 1.00 | 136.179 | 136.565 | 135.979 | |
| 7293 | 2022.07.05 14:29 | modify | 1286 | 1.00 | 136.179 | 136.558 | 135.979 | |
| 7294 | 2022.07.05 14:35 | modify | 1286 | 1.00 | 136.179 | 136.548 | 135.979 | |
| 7295 | 2022.07.05 14:36 | modify | 1286 | 1.00 | 136.179 | 136.541 | 135.979 | |
| 7296 | 2022.07.05 14:37 | modify | 1286 | 1.00 | 136.179 | 136.537 | 135.979 | |
| 7297 | 2022.07.05 14:38 | close | 1286 | 1.00 | 136.066 | 136.537 | 135.979 | 11300.00 | 5254706.51 |
| 7298 | 2022.07.11 14:57 | sell | 1287 | 1.00 | 137.336 | 0.000 | 0.000 | |
| 7299 | 2022.07.11 14:57 | modify | 1287 | 1.00 | 137.336 | 137.986 | 137.136 | |
| 7300 | 2022.07.11 22:05 | modify | 1287 | 1.00 | 137.336 | 137.732 | 137.136 | |
| 7301 | 2022.07.11 22:10 | modify | 1287 | 1.00 | 137.336 | 137.714 | 137.136 | |
| 7302 | 2022.07.12 01:02 | close | 1287 | 1.00 | 137.394 | 137.714 | 137.136 | -7632.61 | 5247073.90 |
| 7303 | 2022.07.14 18:47 | buy | 1288 | 1.00 | 138.732 | 0.000 | 0.000 | |
| 7304 | 2022.07.14 18:47 | modify | 1288 | 1.00 | 138.732 | 138.082 | 138.932 | |
| 7305 | 2022.07.14 18:48 | modify | 1288 | 1.00 | 138.732 | 138.358 | 138.932 | |
| 7306 | 2022.07.14 18:49 | close | 1288 | 1.00 | 138.841 | 138.358 | 138.932 | 10900.00 | 5257973.90 |
| 7307 | 2022.07.22 07:56 | sell | 1289 | 1.00 | 137.831 | 0.000 | 0.000 | |
| 7308 | 2022.07.22 07:56 | modify | 1289 | 1.00 | 137.831 | 138.481 | 137.631 | |
| 7309 | 2022.07.22 09:43 | modify | 1289 | 1.00 | 137.831 | 138.207 | 137.631 | |
| 7310 | 2022.07.22 09:48 | modify | 1289 | 1.00 | 137.831 | 138.183 | 137.631 | |
| 7311 | 2022.07.22 09:53 | close | 1289 | 1.00 | 137.723 | 138.183 | 137.631 | 10800.00 | 5268773.90 |
| 7312 | 2022.07.25 05:00 | buy | 1290 | 1.00 | 136.106 | 0.000 | 0.000 | |
| 7313 | 2022.07.25 05:00 | modify | 1290 | 1.00 | 136.106 | 135.456 | 136.306 | |
| 7314 | 2022.07.25 05:38 | modify | 1290 | 1.00 | 136.106 | 135.711 | 136.306 | |
| 7315 | 2022.07.25 05:39 | modify | 1290 | 1.00 | 136.106 | 135.717 | 136.306 | |
| 7316 | 2022.07.25 05:50 | modify | 1290 | 1.00 | 136.106 | 135.739 | 136.306 | |
| 7317 | 2022.07.25 05:51 | modify | 1290 | 1.00 | 136.106 | 135.745 | 136.306 | |
| 7318 | 2022.07.25 06:01 | close | 1290 | 1.00 | 136.262 | 135.745 | 136.306 | 15600.00 | 5284373.90 |
| 7319 | 2022.07.29 15:08 | sell | 1291 | 1.00 | 133.737 | 0.000 | 0.000 | |
| 7320 | 2022.07.29 15:08 | modify | 1291 | 1.00 | 133.737 | 134.387 | 133.537 | |
| 7321 | 2022.07.29 15:10 | modify | 1291 | 1.00 | 133.737 | 134.124 | 133.537 | |
| 7322 | 2022.07.29 15:31 | s/l | 1291 | 1.00 | 134.123 | 134.124 | 133.537 | -38600.00 | 5245773.90 |
| 7323 | 2022.07.29 15:33 | sell | 1292 | 1.00 | 134.115 | 0.000 | 0.000 | |
| 7324 | 2022.07.29 15:33 | modify | 1292 | 1.00 | 134.115 | 134.765 | 133.915 | |
| 7325 | 2022.07.29 15:37 | modify | 1292 | 1.00 | 134.115 | 134.497 | 133.915 | |
| 7326 | 2022.07.29 15:40 | close | 1292 | 1.00 | 133.993 | 134.497 | 133.915 | 12200.00 | 5257973.90 |
| 7327 | 2022.07.29 16:13 | sell | 1293 | 1.00 | 134.349 | 0.000 | 0.000 | |
| 7328 | 2022.07.29 16:13 | modify | 1293 | 1.00 | 134.349 | 134.999 | 134.149 | |
| 7329 | 2022.07.29 16:45 | close | 1293 | 1.00 | 134.246 | 134.999 | 134.149 | 10300.00 | 5268273.90 |
| 7330 | 2022.07.29 18:16 | buy | 1294 | 1.00 | 133.396 | 0.000 | 0.000 | |
| 7331 | 2022.07.29 18:16 | modify | 1294 | 1.00 | 133.396 | 132.746 | 133.596 | |
| 7332 | 2022.07.29 18:31 | modify | 1294 | 1.00 | 133.396 | 132.997 | 133.596 | |
| 7333 | 2022.07.29 18:32 | modify | 1294 | 1.00 | 133.396 | 133.010 | 133.596 | |
| 7334 | 2022.07.29 18:33 | modify | 1294 | 1.00 | 133.396 | 133.041 | 133.596 | |
| 7335 | 2022.07.29 18:36 | modify | 1294 | 1.00 | 133.396 | 133.044 | 133.596 | |
| 7336 | 2022.07.29 19:39 | close | 1294 | 1.00 | 133.494 | 133.044 | 133.596 | 9800.00 | 5278073.90 |
| 7337 | 2022.08.01 02:28 | sell | 1295 | 1.00 | 133.495 | 0.000 | 0.000 | |
| 7338 | 2022.08.01 02:28 | modify | 1295 | 1.00 | 133.495 | 134.145 | 133.295 | |
| 7339 | 2022.08.01 02:56 | modify | 1295 | 1.00 | 133.495 | 133.875 | 133.295 | |
| 7340 | 2022.08.01 02:57 | modify | 1295 | 1.00 | 133.495 | 133.871 | 133.295 | |
| 7341 | 2022.08.01 02:59 | modify | 1295 | 1.00 | 133.495 | 133.857 | 133.295 | |
| 7342 | 2022.08.01 03:00 | close | 1295 | 1.00 | 133.377 | 133.857 | 133.295 | 11800.00 | 5289873.90 |
| 7343 | 2022.08.04 09:01 | sell | 1296 | 1.00 | 134.112 | 0.000 | 0.000 | |
| 7344 | 2022.08.04 09:01 | modify | 1296 | 1.00 | 134.112 | 134.762 | 133.912 | |
| 7345 | 2022.08.04 09:04 | modify | 1296 | 1.00 | 134.112 | 134.511 | 133.912 | |
| 7346 | 2022.08.04 09:05 | modify | 1296 | 1.00 | 134.112 | 134.497 | 133.912 | |
| 7347 | 2022.08.04 09:06 | modify | 1296 | 1.00 | 134.112 | 134.483 | 133.912 | |
| 7348 | 2022.08.04 10:26 | modify | 1296 | 1.00 | 134.112 | 134.475 | 133.912 | |
| 7349 | 2022.08.04 10:27 | close | 1296 | 1.00 | 133.996 | 134.475 | 133.912 | 11600.00 | 5301473.90 |
| 7350 | 2022.08.05 02:55 | buy | 1297 | 1.00 | 132.547 | 0.000 | 0.000 | |