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 |
| 601 | 2006.06.06 10:42 | modify | 110 | 1.00 | 112.111 | 111.754 | 112.311 | ||
| 602 | 2006.06.06 10:45 | close | 110 | 1.00 | 112.222 | 111.754 | 112.311 | 11100.00 | 1475964.66 |
| 603 | 2006.06.14 03:10 | buy | 111 | 1.00 | 115.130 | 0.000 | 0.000 | ||
| 604 | 2006.06.14 03:10 | modify | 111 | 1.00 | 115.130 | 114.480 | 115.330 | ||
| 605 | 2006.06.14 03:23 | modify | 111 | 1.00 | 115.130 | 114.732 | 115.330 | ||
| 606 | 2006.06.14 03:24 | modify | 111 | 1.00 | 115.130 | 114.750 | 115.330 | ||
| 607 | 2006.06.14 03:25 | modify | 111 | 1.00 | 115.130 | 114.758 | 115.330 | ||
| 608 | 2006.06.14 06:28 | close | 111 | 1.00 | 115.191 | 114.758 | 115.330 | 6100.00 | 1482064.66 |
| 609 | 2006.06.30 08:49 | buy | 112 | 1.00 | 114.672 | 0.000 | 0.000 | ||
| 610 | 2006.06.30 08:49 | modify | 112 | 1.00 | 114.672 | 114.022 | 114.872 | ||
| 611 | 2006.06.30 09:35 | modify | 112 | 1.00 | 114.672 | 114.276 | 114.872 | ||
| 612 | 2006.06.30 09:46 | modify | 112 | 1.00 | 114.672 | 114.283 | 114.872 | ||
| 613 | 2006.06.30 11:23 | modify | 112 | 1.00 | 114.672 | 114.312 | 114.872 | ||
| 614 | 2006.06.30 11:26 | modify | 112 | 1.00 | 114.672 | 114.318 | 114.872 | ||
| 615 | 2006.06.30 15:41 | s/l | 112 | 1.00 | 114.302 | 114.318 | 114.872 | -37000.00 | 1445064.66 |
| 616 | 2006.07.05 08:35 | buy | 113 | 1.00 | 114.660 | 0.000 | 0.000 | ||
| 617 | 2006.07.05 08:35 | modify | 113 | 1.00 | 114.660 | 114.010 | 114.860 | ||
| 618 | 2006.07.05 08:55 | modify | 113 | 1.00 | 114.660 | 114.263 | 114.860 | ||
| 619 | 2006.07.05 08:58 | modify | 113 | 1.00 | 114.660 | 114.270 | 114.860 | ||
| 620 | 2006.07.05 08:59 | modify | 113 | 1.00 | 114.660 | 114.272 | 114.860 | ||
| 621 | 2006.07.05 09:21 | modify | 113 | 1.00 | 114.660 | 114.283 | 114.860 | ||
| 622 | 2006.07.05 09:27 | modify | 113 | 1.00 | 114.660 | 114.293 | 114.860 | ||
| 623 | 2006.07.05 09:28 | modify | 113 | 1.00 | 114.660 | 114.296 | 114.860 | ||
| 624 | 2006.07.05 09:41 | modify | 113 | 1.00 | 114.660 | 114.301 | 114.860 | ||
| 625 | 2006.07.05 09:42 | close | 113 | 1.00 | 114.767 | 114.301 | 114.860 | 10700.00 | 1455764.66 |
| 626 | 2006.07.06 02:10 | buy | 114 | 1.00 | 115.510 | 0.000 | 0.000 | ||
| 627 | 2006.07.06 02:10 | modify | 114 | 1.00 | 115.510 | 114.860 | 115.710 | ||
| 628 | 2006.07.06 02:20 | modify | 114 | 1.00 | 115.510 | 115.114 | 115.710 | ||
| 629 | 2006.07.06 02:21 | modify | 114 | 1.00 | 115.510 | 115.130 | 115.710 | ||
| 630 | 2006.07.06 02:59 | modify | 114 | 1.00 | 115.510 | 115.138 | 115.710 | ||
| 631 | 2006.07.06 03:02 | modify | 114 | 1.00 | 115.510 | 115.148 | 115.710 | ||
| 632 | 2006.07.06 03:03 | modify | 114 | 1.00 | 115.510 | 115.154 | 115.710 | ||
| 633 | 2006.07.06 03:57 | close | 114 | 1.00 | 115.610 | 115.154 | 115.710 | 10000.00 | 1465764.66 |
| 634 | 2006.07.11 04:41 | buy | 115 | 1.00 | 114.059 | 0.000 | 0.000 | ||
| 635 | 2006.07.11 04:41 | modify | 115 | 1.00 | 114.059 | 113.409 | 114.259 | ||
| 636 | 2006.07.11 06:24 | close | 115 | 1.00 | 114.020 | 113.409 | 114.259 | -3900.00 | 1461864.66 |
| 637 | 2006.07.18 12:05 | sell | 116 | 1.00 | 117.072 | 0.000 | 0.000 | ||
| 638 | 2006.07.18 12:05 | modify | 116 | 1.00 | 117.072 | 117.722 | 116.872 | ||
| 639 | 2006.07.18 12:14 | modify | 116 | 1.00 | 117.072 | 117.470 | 116.872 | ||
| 640 | 2006.07.18 12:15 | modify | 116 | 1.00 | 117.072 | 117.463 | 116.872 | ||
| 641 | 2006.07.18 12:16 | modify | 116 | 1.00 | 117.072 | 117.453 | 116.872 | ||
| 642 | 2006.07.18 12:17 | close | 116 | 1.00 | 116.957 | 117.453 | 116.872 | 11500.00 | 1473364.66 |
| 643 | 2006.07.19 17:07 | buy | 117 | 1.00 | 117.273 | 0.000 | 0.000 | ||
| 644 | 2006.07.19 17:07 | modify | 117 | 1.00 | 117.273 | 116.623 | 117.473 | ||
| 645 | 2006.07.19 20:00 | close | 117 | 1.00 | 116.680 | 116.623 | 117.473 | -59300.00 | 1414064.66 |
| 646 | 2006.07.26 18:25 | sell | 118 | 1.00 | 117.035 | 0.000 | 0.000 | ||
| 647 | 2006.07.26 18:25 | modify | 118 | 1.00 | 117.035 | 117.685 | 116.835 | ||
| 648 | 2006.07.26 18:53 | modify | 118 | 1.00 | 117.035 | 117.408 | 116.835 | ||
| 649 | 2006.07.26 18:54 | modify | 118 | 1.00 | 117.035 | 117.400 | 116.835 | ||
| 650 | 2006.07.26 18:55 | modify | 118 | 1.00 | 117.035 | 117.391 | 116.835 | ||
| 651 | 2006.07.26 18:58 | close | 118 | 1.00 | 116.905 | 117.391 | 116.835 | 13000.00 | 1427064.66 |
| 652 | 2006.07.27 09:08 | buy | 119 | 1.00 | 116.042 | 0.000 | 0.000 | ||
| 653 | 2006.07.27 09:08 | modify | 119 | 1.00 | 116.042 | 115.392 | 116.242 | ||
| 654 | 2006.07.27 09:21 | modify | 119 | 1.00 | 116.042 | 115.645 | 116.242 | ||
| 655 | 2006.07.27 09:22 | modify | 119 | 1.00 | 116.042 | 115.657 | 116.242 | ||
| 656 | 2006.07.27 09:29 | modify | 119 | 1.00 | 116.042 | 115.660 | 116.242 | ||
| 657 | 2006.07.27 09:33 | modify | 119 | 1.00 | 116.042 | 115.683 | 116.242 | ||
| 658 | 2006.07.27 09:34 | modify | 119 | 1.00 | 116.042 | 115.685 | 116.242 | ||
| 659 | 2006.07.27 11:54 | s/l | 119 | 1.00 | 115.689 | 115.685 | 116.242 | -35300.00 | 1391764.66 |
| 660 | 2006.07.27 21:25 | sell | 120 | 1.00 | 115.890 | 0.000 | 0.000 | ||
| 661 | 2006.07.27 21:25 | modify | 120 | 1.00 | 115.890 | 116.540 | 115.690 | ||
| 662 | 2006.07.27 21:38 | modify | 120 | 1.00 | 115.890 | 116.260 | 115.690 | ||
| 663 | 2006.07.27 21:39 | modify | 120 | 1.00 | 115.890 | 116.259 | 115.690 | ||
| 664 | 2006.07.27 21:40 | modify | 120 | 1.00 | 115.890 | 116.249 | 115.690 | ||
| 665 | 2006.07.27 21:41 | modify | 120 | 1.00 | 115.890 | 116.246 | 115.690 | ||
| 666 | 2006.07.27 22:24 | close | 120 | 1.00 | 115.782 | 116.246 | 115.690 | 10800.00 | 1402564.66 |
| 667 | 2006.07.28 06:15 | buy | 121 | 1.00 | 115.711 | 0.000 | 0.000 | ||
| 668 | 2006.07.28 06:15 | modify | 121 | 1.00 | 115.711 | 115.061 | 115.911 | ||
| 669 | 2006.07.28 10:27 | close | 121 | 1.00 | 115.560 | 115.061 | 115.911 | -15100.00 | 1387464.66 |
| 670 | 2006.08.16 15:36 | buy | 122 | 1.00 | 115.885 | 0.000 | 0.000 | ||
| 671 | 2006.08.16 15:36 | modify | 122 | 1.00 | 115.885 | 115.235 | 116.085 | ||
| 672 | 2006.08.16 21:40 | close | 122 | 1.00 | 115.871 | 115.235 | 116.085 | -1400.00 | 1386064.66 |
| 673 | 2006.08.18 07:29 | buy | 123 | 1.00 | 115.915 | 0.000 | 0.000 | ||
| 674 | 2006.08.18 07:29 | modify | 123 | 1.00 | 115.915 | 115.265 | 116.115 | ||
| 675 | 2006.08.18 10:11 | modify | 123 | 1.00 | 115.915 | 115.518 | 116.115 | ||
| 676 | 2006.08.18 10:12 | close | 123 | 1.00 | 115.996 | 115.518 | 116.115 | 8100.00 | 1394164.66 |
| 677 | 2006.08.22 23:04 | buy | 124 | 1.00 | 116.512 | 0.000 | 0.000 | ||
| 678 | 2006.08.22 23:04 | modify | 124 | 1.00 | 116.512 | 115.862 | 116.712 | ||
| 679 | 2006.08.23 11:17 | close | 124 | 1.00 | 116.293 | 115.862 | 116.712 | -21123.18 | 1373041.48 |
| 680 | 2006.09.11 03:27 | buy | 125 | 1.00 | 116.628 | 0.000 | 0.000 | ||
| 681 | 2006.09.11 03:27 | modify | 125 | 1.00 | 116.628 | 115.978 | 116.828 | ||
| 682 | 2006.09.11 03:34 | modify | 125 | 1.00 | 116.628 | 116.255 | 116.828 | ||
| 683 | 2006.09.11 03:41 | modify | 125 | 1.00 | 116.628 | 116.270 | 116.828 | ||
| 684 | 2006.09.11 03:47 | modify | 125 | 1.00 | 116.628 | 116.275 | 116.828 | ||
| 685 | 2006.09.11 03:48 | close | 125 | 1.00 | 116.729 | 116.275 | 116.828 | 10100.00 | 1383141.48 |
| 686 | 2006.09.12 03:16 | buy | 126 | 1.00 | 117.437 | 0.000 | 0.000 | ||
| 687 | 2006.09.12 03:16 | modify | 126 | 1.00 | 117.437 | 116.787 | 117.637 | ||
| 688 | 2006.09.12 03:29 | modify | 126 | 1.00 | 117.437 | 117.042 | 117.637 | ||
| 689 | 2006.09.12 03:31 | modify | 126 | 1.00 | 117.437 | 117.048 | 117.637 | ||
| 690 | 2006.09.12 03:32 | modify | 126 | 1.00 | 117.437 | 117.067 | 117.637 | ||
| 691 | 2006.09.12 03:36 | modify | 126 | 1.00 | 117.437 | 117.068 | 117.637 | ||
| 692 | 2006.09.12 03:44 | modify | 126 | 1.00 | 117.437 | 117.075 | 117.637 | ||
| 693 | 2006.09.12 03:46 | close | 126 | 1.00 | 117.537 | 117.075 | 117.637 | 10000.00 | 1393141.48 |
| 694 | 2006.09.19 20:00 | sell | 127 | 1.00 | 117.708 | 0.000 | 0.000 | ||
| 695 | 2006.09.19 20:00 | modify | 127 | 1.00 | 117.708 | 118.358 | 117.508 | ||
| 696 | 2006.09.19 21:11 | modify | 127 | 1.00 | 117.708 | 118.088 | 117.508 | ||
| 697 | 2006.09.19 21:12 | modify | 127 | 1.00 | 117.708 | 118.077 | 117.508 | ||
| 698 | 2006.09.19 21:14 | close | 127 | 1.00 | 117.587 | 118.077 | 117.508 | 12100.00 | 1405241.48 |
| 699 | 2006.09.19 23:55 | sell | 128 | 1.00 | 117.727 | 0.000 | 0.000 | ||
| 700 | 2006.09.19 23:55 | modify | 128 | 1.00 | 117.727 | 118.377 | 117.527 | ||
| 701 | 2006.09.20 00:42 | modify | 128 | 1.00 | 117.727 | 118.104 | 117.527 | ||
| 702 | 2006.09.20 00:45 | modify | 128 | 1.00 | 117.727 | 118.096 | 117.527 | ||
| 703 | 2006.09.20 00:48 | close | 128 | 1.00 | 117.619 | 118.096 | 117.527 | 9229.92 | 1414471.40 |
| 704 | 2006.09.27 02:15 | buy | 129 | 1.00 | 117.024 | 0.000 | 0.000 | ||
| 705 | 2006.09.27 02:15 | modify | 129 | 1.00 | 117.024 | 116.374 | 117.224 | ||
| 706 | 2006.09.27 03:47 | modify | 129 | 1.00 | 117.024 | 116.625 | 117.224 | ||
| 707 | 2006.09.27 07:25 | modify | 129 | 1.00 | 117.024 | 116.650 | 117.224 | ||
| 708 | 2006.09.27 07:27 | modify | 129 | 1.00 | 117.024 | 116.660 | 117.224 | ||
| 709 | 2006.09.27 10:50 | close | 129 | 1.00 | 117.131 | 116.660 | 117.224 | 10700.00 | 1425171.40 |
| 710 | 2006.10.27 02:56 | sell | 130 | 1.00 | 118.583 | 0.000 | 0.000 | ||
| 711 | 2006.10.27 02:56 | modify | 130 | 1.00 | 118.583 | 119.233 | 118.383 | ||
| 712 | 2006.10.27 04:16 | modify | 130 | 1.00 | 118.583 | 118.981 | 118.383 | ||
| 713 | 2006.10.27 04:17 | modify | 130 | 1.00 | 118.583 | 118.979 | 118.383 | ||
| 714 | 2006.10.27 04:18 | modify | 130 | 1.00 | 118.583 | 118.953 | 118.383 | ||
| 715 | 2006.10.27 04:20 | modify | 130 | 1.00 | 118.583 | 118.937 | 118.383 | ||
| 716 | 2006.10.27 04:21 | close | 130 | 1.00 | 118.472 | 118.937 | 118.383 | 11100.00 | 1436271.40 |
| 717 | 2006.10.30 03:10 | buy | 131 | 1.00 | 117.379 | 0.000 | 0.000 | ||
| 718 | 2006.10.30 03:10 | modify | 131 | 1.00 | 117.379 | 116.729 | 117.579 | ||
| 719 | 2006.10.30 04:08 | modify | 131 | 1.00 | 117.379 | 116.982 | 117.579 | ||
| 720 | 2006.10.30 04:09 | modify | 131 | 1.00 | 117.379 | 116.985 | 117.579 | ||
| 721 | 2006.10.30 07:59 | modify | 131 | 1.00 | 117.379 | 116.988 | 117.579 | ||
| 722 | 2006.10.30 08:32 | modify | 131 | 1.00 | 117.379 | 117.017 | 117.579 | ||
| 723 | 2006.10.30 09:21 | modify | 131 | 1.00 | 117.379 | 117.018 | 117.579 | ||
| 724 | 2006.10.30 09:23 | modify | 131 | 1.00 | 117.379 | 117.025 | 117.579 | ||
| 725 | 2006.10.30 09:24 | close | 131 | 1.00 | 117.487 | 117.025 | 117.579 | 10800.00 | 1447071.40 |
| 726 | 2006.11.14 11:46 | sell | 132 | 1.00 | 117.924 | 0.000 | 0.000 | ||
| 727 | 2006.11.14 11:46 | modify | 132 | 1.00 | 117.924 | 118.574 | 117.724 | ||
| 728 | 2006.11.14 11:50 | modify | 132 | 1.00 | 117.924 | 118.321 | 117.724 | ||
| 729 | 2006.11.14 11:52 | modify | 132 | 1.00 | 117.924 | 118.314 | 117.724 | ||
| 730 | 2006.11.14 11:53 | modify | 132 | 1.00 | 117.924 | 118.313 | 117.724 | ||
| 731 | 2006.11.14 11:54 | modify | 132 | 1.00 | 117.924 | 118.295 | 117.724 | ||
| 732 | 2006.11.14 11:55 | modify | 132 | 1.00 | 117.924 | 118.292 | 117.724 | ||
| 733 | 2006.11.14 11:56 | modify | 132 | 1.00 | 117.924 | 118.286 | 117.724 | ||
| 734 | 2006.11.14 11:57 | close | 132 | 1.00 | 117.823 | 118.286 | 117.724 | 10100.00 | 1457171.40 |
| 735 | 2006.11.14 21:27 | buy | 133 | 1.00 | 117.542 | 0.000 | 0.000 | ||
| 736 | 2006.11.14 21:27 | modify | 133 | 1.00 | 117.542 | 116.892 | 117.742 | ||
| 737 | 2006.11.14 23:14 | modify | 133 | 1.00 | 117.542 | 117.149 | 117.742 | ||
| 738 | 2006.11.14 23:53 | modify | 133 | 1.00 | 117.542 | 117.154 | 117.742 | ||
| 739 | 2006.11.15 00:00 | modify | 133 | 1.00 | 117.542 | 117.163 | 117.742 | ||
| 740 | 2006.11.15 00:02 | modify | 133 | 1.00 | 117.542 | 117.167 | 117.742 | ||
| 741 | 2006.11.15 01:34 | modify | 133 | 1.00 | 117.542 | 117.168 | 117.742 | ||
| 742 | 2006.11.15 01:35 | modify | 133 | 1.00 | 117.542 | 117.170 | 117.742 | ||
| 743 | 2006.11.15 01:43 | modify | 133 | 1.00 | 117.542 | 117.171 | 117.742 | ||
| 744 | 2006.11.15 01:44 | modify | 133 | 1.00 | 117.542 | 117.175 | 117.742 | ||
| 745 | 2006.11.15 01:45 | modify | 133 | 1.00 | 117.542 | 117.189 | 117.742 | ||
| 746 | 2006.11.15 01:46 | modify | 133 | 1.00 | 117.542 | 117.192 | 117.742 | ||
| 747 | 2006.11.15 01:51 | close | 133 | 1.00 | 117.672 | 117.192 | 117.742 | 13784.14 | 1470955.54 |
| 748 | 2006.11.29 16:26 | buy | 134 | 1.00 | 116.012 | 0.000 | 0.000 | ||
| 749 | 2006.11.29 16:26 | modify | 134 | 1.00 | 116.012 | 115.362 | 116.212 | ||
| 750 | 2006.11.29 17:07 | modify | 134 | 1.00 | 116.012 | 115.628 | 116.212 | ||