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 |
| 7501 | 2022.10.27 05:35 | sell | 1323 | 1.00 | 146.383 | 0.000 | 0.000 | |
| 7502 | 2022.10.27 05:35 | modify | 1323 | 1.00 | 146.383 | 147.033 | 146.183 | |
| 7503 | 2022.10.27 05:47 | modify | 1323 | 1.00 | 146.383 | 146.750 | 146.183 | |
| 7504 | 2022.10.27 05:49 | modify | 1323 | 1.00 | 146.383 | 146.735 | 146.183 | |
| 7505 | 2022.10.27 05:55 | close | 1323 | 1.00 | 146.267 | 146.735 | 146.183 | 11600.00 | 5349237.51 |
| 7506 | 2022.10.28 22:05 | buy | 1324 | 1.00 | 147.441 | 0.000 | 0.000 | |
| 7507 | 2022.10.28 22:05 | modify | 1324 | 1.00 | 147.441 | 146.791 | 147.641 | |
| 7508 | 2022.10.28 23:00 | close | 1324 | 1.00 | 147.417 | 146.791 | 147.641 | -2400.00 | 5346837.51 |
| 7509 | 2022.11.01 17:19 | sell | 1325 | 1.00 | 148.005 | 0.000 | 0.000 | |
| 7510 | 2022.11.01 17:19 | modify | 1325 | 1.00 | 148.005 | 148.655 | 147.805 | |
| 7511 | 2022.11.01 17:35 | modify | 1325 | 1.00 | 148.005 | 148.369 | 147.805 | |
| 7512 | 2022.11.01 19:06 | t/p | 1325 | 1.00 | 147.806 | 148.369 | 147.805 | 19900.00 | 5366737.51 |
| 7513 | 2022.11.02 04:00 | buy | 1326 | 1.00 | 147.239 | 0.000 | 0.000 | |
| 7514 | 2022.11.02 04:00 | modify | 1326 | 1.00 | 147.239 | 146.589 | 147.439 | |
| 7515 | 2022.11.02 04:03 | modify | 1326 | 1.00 | 147.239 | 146.886 | 147.439 | |
| 7516 | 2022.11.02 04:05 | close | 1326 | 1.00 | 147.369 | 146.886 | 147.439 | 13000.00 | 5379737.51 |
| 7517 | 2022.11.11 01:06 | sell | 1327 | 1.00 | 141.883 | 0.000 | 0.000 | |
| 7518 | 2022.11.11 01:06 | modify | 1327 | 1.00 | 141.883 | 142.533 | 141.683 | |
| 7519 | 2022.11.11 01:08 | modify | 1327 | 1.00 | 141.883 | 142.263 | 141.683 | |
| 7520 | 2022.11.11 01:10 | close | 1327 | 1.00 | 141.768 | 142.263 | 141.683 | 11500.00 | 5391237.51 |
| 7521 | 2022.11.14 20:30 | buy | 1328 | 1.00 | 139.989 | 0.000 | 0.000 | |
| 7522 | 2022.11.14 20:30 | modify | 1328 | 1.00 | 139.989 | 139.339 | 140.189 | |
| 7523 | 2022.11.15 00:52 | close | 1328 | 1.00 | 139.967 | 139.339 | 140.189 | -1267.31 | 5389970.21 |
| 7524 | 2022.11.16 09:57 | buy | 1329 | 1.00 | 139.376 | 0.000 | 0.000 | |
| 7525 | 2022.11.16 09:57 | modify | 1329 | 1.00 | 139.376 | 138.726 | 139.576 | |
| 7526 | 2022.11.16 10:17 | close | 1329 | 1.00 | 139.483 | 138.726 | 139.576 | 10700.00 | 5400670.21 |
| 7527 | 2022.11.17 20:37 | buy | 1330 | 1.00 | 140.077 | 0.000 | 0.000 | |
| 7528 | 2022.11.17 20:37 | modify | 1330 | 1.00 | 140.077 | 139.427 | 140.277 | |
| 7529 | 2022.11.17 20:41 | modify | 1330 | 1.00 | 140.077 | 139.686 | 140.277 | |
| 7530 | 2022.11.17 20:43 | modify | 1330 | 1.00 | 140.077 | 139.713 | 140.277 | |
| 7531 | 2022.11.17 20:44 | modify | 1330 | 1.00 | 140.077 | 139.720 | 140.277 | |
| 7532 | 2022.11.17 20:46 | close | 1330 | 1.00 | 140.191 | 139.720 | 140.277 | 11400.00 | 5412070.21 |
| 7533 | 2022.11.24 23:40 | sell | 1331 | 1.00 | 138.644 | 0.000 | 0.000 | |
| 7534 | 2022.11.24 23:40 | modify | 1331 | 1.00 | 138.644 | 139.294 | 138.444 | |
| 7535 | 2022.11.25 00:02 | close | 1331 | 1.00 | 138.616 | 139.294 | 138.444 | 951.44 | 5413021.65 |
| 7536 | 2022.11.25 06:05 | buy | 1332 | 1.00 | 138.525 | 0.000 | 0.000 | |
| 7537 | 2022.11.25 06:05 | modify | 1332 | 1.00 | 138.525 | 137.875 | 138.725 | |
| 7538 | 2022.11.25 07:31 | modify | 1332 | 1.00 | 138.525 | 138.153 | 138.725 | |
| 7539 | 2022.11.25 07:32 | modify | 1332 | 1.00 | 138.525 | 138.154 | 138.725 | |
| 7540 | 2022.11.25 07:37 | close | 1332 | 1.00 | 138.672 | 138.154 | 138.725 | 14700.00 | 5427721.65 |
| 7541 | 2022.11.28 14:05 | sell | 1333 | 1.00 | 138.290 | 0.000 | 0.000 | |
| 7542 | 2022.11.28 14:05 | modify | 1333 | 1.00 | 138.290 | 138.940 | 138.090 | |
| 7543 | 2022.11.28 14:10 | modify | 1333 | 1.00 | 138.290 | 138.685 | 138.090 | |
| 7544 | 2022.11.28 14:12 | modify | 1333 | 1.00 | 138.290 | 138.644 | 138.090 | |
| 7545 | 2022.11.28 14:16 | close | 1333 | 1.00 | 138.182 | 138.644 | 138.090 | 10800.00 | 5438521.65 |
| 7546 | 2022.11.28 15:20 | sell | 1334 | 1.00 | 138.651 | 0.000 | 0.000 | |
| 7547 | 2022.11.28 15:20 | modify | 1334 | 1.00 | 138.651 | 139.301 | 138.451 | |
| 7548 | 2022.11.28 15:31 | modify | 1334 | 1.00 | 138.651 | 139.028 | 138.451 | |
| 7549 | 2022.11.28 15:32 | modify | 1334 | 1.00 | 138.651 | 139.022 | 138.451 | |
| 7550 | 2022.11.28 15:33 | modify | 1334 | 1.00 | 138.651 | 139.011 | 138.451 | |
| 7551 | 2022.11.28 15:35 | close | 1334 | 1.00 | 138.539 | 139.011 | 138.451 | 11200.00 | 5449721.65 |
| 7552 | 2022.11.29 15:51 | sell | 1335 | 1.00 | 138.563 | 0.000 | 0.000 | |
| 7553 | 2022.11.29 15:51 | modify | 1335 | 1.00 | 138.563 | 139.213 | 138.363 | |
| 7554 | 2022.11.29 16:05 | modify | 1335 | 1.00 | 138.563 | 138.931 | 138.363 | |
| 7555 | 2022.11.29 16:09 | modify | 1335 | 1.00 | 138.563 | 138.918 | 138.363 | |
| 7556 | 2022.11.29 17:07 | modify | 1335 | 1.00 | 138.563 | 138.917 | 138.363 | |
| 7557 | 2022.11.29 17:08 | close | 1335 | 1.00 | 138.443 | 138.917 | 138.363 | 12000.00 | 5461721.65 |
| 7558 | 2022.12.02 19:14 | buy | 1336 | 1.00 | 134.717 | 0.000 | 0.000 | |
| 7559 | 2022.12.02 19:14 | modify | 1336 | 1.00 | 134.717 | 134.067 | 134.917 | |
| 7560 | 2022.12.02 20:13 | modify | 1336 | 1.00 | 134.717 | 134.333 | 134.917 | |
| 7561 | 2022.12.02 22:00 | close | 1336 | 1.00 | 134.438 | 134.333 | 134.917 | -27900.00 | 5433821.65 |
| 7562 | 2022.12.06 02:24 | buy | 1337 | 1.00 | 136.380 | 0.000 | 0.000 | |
| 7563 | 2022.12.06 02:24 | modify | 1337 | 1.00 | 136.380 | 135.730 | 136.580 | |
| 7564 | 2022.12.06 02:43 | modify | 1337 | 1.00 | 136.380 | 135.990 | 136.580 | |
| 7565 | 2022.12.06 02:44 | modify | 1337 | 1.00 | 136.380 | 136.006 | 136.580 | |
| 7566 | 2022.12.06 02:45 | modify | 1337 | 1.00 | 136.380 | 136.019 | 136.580 | |
| 7567 | 2022.12.06 02:46 | close | 1337 | 1.00 | 136.482 | 136.019 | 136.580 | 10200.00 | 5444021.65 |
| 7568 | 2022.12.06 17:16 | sell | 1338 | 1.00 | 136.771 | 0.000 | 0.000 | |
| 7569 | 2022.12.06 17:16 | modify | 1338 | 1.00 | 136.771 | 137.421 | 136.571 | |
| 7570 | 2022.12.06 17:20 | modify | 1338 | 1.00 | 136.771 | 137.142 | 136.571 | |
| 7571 | 2022.12.06 17:21 | close | 1338 | 1.00 | 136.640 | 137.142 | 136.571 | 13100.00 | 5457121.65 |
| 7572 | 2022.12.06 20:58 | sell | 1339 | 1.00 | 137.034 | 0.000 | 0.000 | |
| 7573 | 2022.12.06 20:58 | modify | 1339 | 1.00 | 137.034 | 137.684 | 136.834 | |
| 7574 | 2022.12.06 21:17 | modify | 1339 | 1.00 | 137.034 | 137.423 | 136.834 | |
| 7575 | 2022.12.06 21:18 | modify | 1339 | 1.00 | 137.034 | 137.403 | 136.834 | |
| 7576 | 2022.12.06 21:19 | close | 1339 | 1.00 | 136.916 | 137.403 | 136.834 | 11800.00 | 5468921.65 |
| 7577 | 2022.12.08 01:31 | buy | 1340 | 1.00 | 136.277 | 0.000 | 0.000 | |
| 7578 | 2022.12.08 01:31 | modify | 1340 | 1.00 | 136.277 | 135.627 | 136.477 | |
| 7579 | 2022.12.08 01:36 | modify | 1340 | 1.00 | 136.277 | 135.893 | 136.477 | |
| 7580 | 2022.12.08 01:38 | modify | 1340 | 1.00 | 136.277 | 135.901 | 136.477 | |
| 7581 | 2022.12.08 01:39 | modify | 1340 | 1.00 | 136.277 | 135.914 | 136.477 | |
| 7582 | 2022.12.08 01:40 | close | 1340 | 1.00 | 136.382 | 135.914 | 136.477 | 10500.00 | 5479421.65 |
| 7583 | 2022.12.08 08:41 | buy | 1341 | 1.00 | 136.700 | 0.000 | 0.000 | |
| 7584 | 2022.12.08 08:41 | modify | 1341 | 1.00 | 136.700 | 136.050 | 136.900 | |
| 7585 | 2022.12.08 09:04 | modify | 1341 | 1.00 | 136.700 | 136.309 | 136.900 | |
| 7586 | 2022.12.08 09:05 | modify | 1341 | 1.00 | 136.700 | 136.324 | 136.900 | |
| 7587 | 2022.12.08 09:07 | modify | 1341 | 1.00 | 136.700 | 136.328 | 136.900 | |
| 7588 | 2022.12.08 09:08 | modify | 1341 | 1.00 | 136.700 | 136.332 | 136.900 | |
| 7589 | 2022.12.08 09:13 | modify | 1341 | 1.00 | 136.700 | 136.336 | 136.900 | |
| 7590 | 2022.12.08 09:14 | close | 1341 | 1.00 | 136.800 | 136.336 | 136.900 | 10000.00 | 5489421.65 |
| 7591 | 2022.12.13 01:02 | buy | 1342 | 1.00 | 137.520 | 0.000 | 0.000 | |
| 7592 | 2022.12.13 01:02 | modify | 1342 | 1.00 | 137.520 | 136.870 | 137.720 | |
| 7593 | 2022.12.13 01:20 | modify | 1342 | 1.00 | 137.520 | 137.162 | 137.720 | |
| 7594 | 2022.12.13 01:21 | close | 1342 | 1.00 | 137.628 | 137.162 | 137.720 | 10800.00 | 5500221.65 |
| 7595 | 2022.12.16 02:06 | buy | 1343 | 1.00 | 137.665 | 0.000 | 0.000 | |
| 7596 | 2022.12.16 02:06 | modify | 1343 | 1.00 | 137.665 | 137.015 | 137.865 | |
| 7597 | 2022.12.16 02:17 | modify | 1343 | 1.00 | 137.665 | 137.266 | 137.865 | |
| 7598 | 2022.12.16 02:18 | modify | 1343 | 1.00 | 137.665 | 137.268 | 137.865 | |
| 7599 | 2022.12.16 02:23 | modify | 1343 | 1.00 | 137.665 | 137.283 | 137.865 | |
| 7600 | 2022.12.16 04:14 | s/l | 1343 | 1.00 | 137.283 | 137.283 | 137.865 | -38200.00 | 5462021.65 |
| 7601 | 2022.12.16 04:24 | buy | 1344 | 1.00 | 137.183 | 0.000 | 0.000 | |
| 7602 | 2022.12.16 04:24 | modify | 1344 | 1.00 | 137.183 | 136.533 | 137.383 | |
| 7603 | 2022.12.16 05:05 | modify | 1344 | 1.00 | 137.183 | 136.785 | 137.383 | |
| 7604 | 2022.12.16 05:06 | modify | 1344 | 1.00 | 137.183 | 136.805 | 137.383 | |
| 7605 | 2022.12.16 05:07 | modify | 1344 | 1.00 | 137.183 | 136.808 | 137.383 | |
| 7606 | 2022.12.16 05:08 | modify | 1344 | 1.00 | 137.183 | 136.823 | 137.383 | |
| 7607 | 2022.12.16 05:09 | close | 1344 | 1.00 | 137.295 | 136.823 | 137.383 | 11200.00 | 5473221.65 |
| 7608 | 2022.12.22 03:10 | buy | 1345 | 1.00 | 131.907 | 0.000 | 0.000 | |
| 7609 | 2022.12.22 03:10 | modify | 1345 | 1.00 | 131.907 | 131.257 | 132.107 | |
| 7610 | 2022.12.22 03:19 | modify | 1345 | 1.00 | 131.907 | 131.514 | 132.107 | |
| 7611 | 2022.12.22 06:37 | close | 1345 | 1.00 | 131.932 | 131.514 | 132.107 | 2500.00 | 5475721.65 |
| 7612 | 2023.01.02 12:16 | buy | 1346 | 1.00 | 130.788 | 0.000 | 0.000 | |
| 7613 | 2023.01.02 12:16 | modify | 1346 | 1.00 | 130.788 | 130.138 | 130.988 | |
| 7614 | 2023.01.02 13:19 | modify | 1346 | 1.00 | 130.788 | 130.390 | 130.988 | |
| 7615 | 2023.01.02 13:20 | close | 1346 | 1.00 | 130.861 | 130.390 | 130.988 | 7300.00 | 5483021.65 |
| 7616 | 2023.01.04 14:22 | sell | 1347 | 1.00 | 130.833 | 0.000 | 0.000 | |
| 7617 | 2023.01.04 14:22 | modify | 1347 | 1.00 | 130.833 | 131.483 | 130.633 | |
| 7618 | 2023.01.04 15:04 | modify | 1347 | 1.00 | 130.833 | 131.227 | 130.633 | |
| 7619 | 2023.01.04 15:05 | modify | 1347 | 1.00 | 130.833 | 131.199 | 130.633 | |
| 7620 | 2023.01.04 15:06 | modify | 1347 | 1.00 | 130.833 | 131.196 | 130.633 | |
| 7621 | 2023.01.04 15:26 | modify | 1347 | 1.00 | 130.833 | 131.188 | 130.633 | |
| 7622 | 2023.01.04 15:28 | close | 1347 | 1.00 | 130.715 | 131.188 | 130.633 | 11800.00 | 5494821.65 |
| 7623 | 2023.01.05 01:21 | buy | 1348 | 1.00 | 132.287 | 0.000 | 0.000 | |
| 7624 | 2023.01.05 01:21 | modify | 1348 | 1.00 | 132.287 | 131.637 | 132.487 | |
| 7625 | 2023.01.05 05:57 | close | 1348 | 1.00 | 132.375 | 131.637 | 132.487 | 8800.00 | 5503621.65 |
| 7626 | 2023.01.16 01:23 | sell | 1349 | 1.00 | 128.146 | 0.000 | 0.000 | |
| 7627 | 2023.01.16 01:23 | modify | 1349 | 1.00 | 128.146 | 128.796 | 127.946 | |
| 7628 | 2023.01.16 01:26 | modify | 1349 | 1.00 | 128.146 | 128.536 | 127.946 | |
| 7629 | 2023.01.16 01:30 | close | 1349 | 1.00 | 128.025 | 128.536 | 127.946 | 12100.00 | 5515721.65 |
| 7630 | 2023.01.16 21:20 | buy | 1350 | 1.00 | 128.516 | 0.000 | 0.000 | |
| 7631 | 2023.01.16 21:20 | modify | 1350 | 1.00 | 128.516 | 127.866 | 128.716 | |
| 7632 | 2023.01.16 22:03 | modify | 1350 | 1.00 | 128.516 | 128.122 | 128.716 | |
| 7633 | 2023.01.16 22:54 | modify | 1350 | 1.00 | 128.516 | 128.124 | 128.716 | |
| 7634 | 2023.01.17 02:22 | close | 1350 | 1.00 | 128.537 | 128.124 | 128.716 | 2956.60 | 5518678.25 |
| 7635 | 2023.01.18 02:05 | sell | 1351 | 1.00 | 128.449 | 0.000 | 0.000 | |
| 7636 | 2023.01.18 02:05 | modify | 1351 | 1.00 | 128.449 | 129.099 | 128.249 | |
| 7637 | 2023.01.18 02:16 | modify | 1351 | 1.00 | 128.449 | 128.847 | 128.249 | |
| 7638 | 2023.01.18 02:54 | s/l | 1351 | 1.00 | 128.851 | 128.847 | 128.249 | -40200.00 | 5478478.25 |
| 7639 | 2023.01.18 19:31 | sell | 1352 | 1.00 | 128.881 | 0.000 | 0.000 | |
| 7640 | 2023.01.18 19:31 | modify | 1352 | 1.00 | 128.881 | 129.531 | 128.681 | |
| 7641 | 2023.01.18 19:37 | modify | 1352 | 1.00 | 128.881 | 129.243 | 128.681 | |
| 7642 | 2023.01.18 19:38 | modify | 1352 | 1.00 | 128.881 | 129.241 | 128.681 | |
| 7643 | 2023.01.18 19:39 | close | 1352 | 1.00 | 128.775 | 129.241 | 128.681 | 10600.00 | 5489078.25 |
| 7644 | 2023.01.19 01:15 | buy | 1353 | 1.00 | 128.638 | 0.000 | 0.000 | |
| 7645 | 2023.01.19 01:15 | modify | 1353 | 1.00 | 128.638 | 127.988 | 128.838 | |
| 7646 | 2023.01.19 06:25 | modify | 1353 | 1.00 | 128.638 | 127.988 | 128.238 | |
| 7647 | 2023.01.19 06:25 | s/l | 1353 | 1.00 | 127.989 | 127.988 | 128.238 | -64900.00 | 5424178.25 |
| 7648 | 2023.01.19 12:36 | sell | 1354 | 1.00 | 128.625 | 0.000 | 0.000 | |
| 7649 | 2023.01.19 12:36 | modify | 1354 | 1.00 | 128.625 | 129.275 | 128.425 | |
| 7650 | 2023.01.19 12:42 | modify | 1354 | 1.00 | 128.625 | 128.998 | 128.425 | |