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 |
| 7801 | 2023.05.05 07:25 | buy | 1382 | 1.00 | 133.974 | 0.000 | 0.000 | |
| 7802 | 2023.05.05 07:25 | modify | 1382 | 1.00 | 133.974 | 133.324 | 134.174 | |
| 7803 | 2023.05.05 08:53 | modify | 1382 | 1.00 | 133.974 | 133.574 | 134.174 | |
| 7804 | 2023.05.05 09:07 | modify | 1382 | 1.00 | 133.974 | 133.578 | 134.174 | |
| 7805 | 2023.05.05 09:08 | modify | 1382 | 1.00 | 133.974 | 133.599 | 134.174 | |
| 7806 | 2023.05.05 09:09 | modify | 1382 | 1.00 | 133.974 | 133.622 | 134.174 | |
| 7807 | 2023.05.05 09:15 | close | 1382 | 1.00 | 134.092 | 133.622 | 134.174 | 11800.00 | 5571780.94 |
| 7808 | 2023.05.08 14:53 | sell | 1383 | 1.00 | 135.190 | 0.000 | 0.000 | |
| 7809 | 2023.05.08 14:53 | modify | 1383 | 1.00 | 135.190 | 135.840 | 134.990 | |
| 7810 | 2023.05.08 15:10 | modify | 1383 | 1.00 | 135.190 | 135.588 | 134.990 | |
| 7811 | 2023.05.08 15:21 | modify | 1383 | 1.00 | 135.190 | 135.567 | 134.990 | |
| 7812 | 2023.05.08 15:23 | close | 1383 | 1.00 | 135.085 | 135.567 | 134.990 | 10500.00 | 5582280.94 |
| 7813 | 2023.05.11 14:47 | buy | 1384 | 1.00 | 134.117 | 0.000 | 0.000 | |
| 7814 | 2023.05.11 14:47 | modify | 1384 | 1.00 | 134.117 | 133.467 | 134.317 | |
| 7815 | 2023.05.11 14:55 | modify | 1384 | 1.00 | 134.117 | 133.742 | 134.317 | |
| 7816 | 2023.05.11 15:17 | close | 1384 | 1.00 | 134.224 | 133.742 | 134.317 | 10700.00 | 5592980.94 |
| 7817 | 2023.05.18 04:10 | buy | 1385 | 1.00 | 137.366 | 0.000 | 0.000 | |
| 7818 | 2023.05.18 04:10 | modify | 1385 | 1.00 | 137.366 | 136.716 | 137.566 | |
| 7819 | 2023.05.18 04:48 | modify | 1385 | 1.00 | 137.366 | 136.967 | 137.566 | |
| 7820 | 2023.05.18 05:18 | modify | 1385 | 1.00 | 137.366 | 136.968 | 137.566 | |
| 7821 | 2023.05.18 05:19 | modify | 1385 | 1.00 | 137.366 | 136.970 | 137.566 | |
| 7822 | 2023.05.18 05:20 | modify | 1385 | 1.00 | 137.366 | 136.991 | 137.566 | |
| 7823 | 2023.05.18 05:21 | modify | 1385 | 1.00 | 137.366 | 137.000 | 137.566 | |
| 7824 | 2023.05.18 05:28 | modify | 1385 | 1.00 | 137.366 | 137.002 | 137.566 | |
| 7825 | 2023.05.18 05:30 | modify | 1385 | 1.00 | 137.366 | 137.012 | 137.566 | |
| 7826 | 2023.05.18 05:33 | modify | 1385 | 1.00 | 137.366 | 137.016 | 137.566 | |
| 7827 | 2023.05.18 05:34 | close | 1385 | 1.00 | 137.486 | 137.016 | 137.566 | 12000.00 | 5604980.94 |
| 7828 | 2023.05.19 14:21 | sell | 1386 | 1.00 | 138.390 | 0.000 | 0.000 | |
| 7829 | 2023.05.19 14:21 | modify | 1386 | 1.00 | 138.390 | 139.040 | 138.190 | |
| 7830 | 2023.05.19 15:24 | modify | 1386 | 1.00 | 138.390 | 138.784 | 138.190 | |
| 7831 | 2023.05.19 15:25 | modify | 1386 | 1.00 | 138.390 | 138.776 | 138.190 | |
| 7832 | 2023.05.19 15:26 | modify | 1386 | 1.00 | 138.390 | 138.767 | 138.190 | |
| 7833 | 2023.05.19 15:27 | modify | 1386 | 1.00 | 138.390 | 138.748 | 138.190 | |
| 7834 | 2023.05.19 15:29 | close | 1386 | 1.00 | 138.282 | 138.748 | 138.190 | 10800.00 | 5615780.94 |
| 7835 | 2023.05.23 02:28 | sell | 1387 | 1.00 | 138.686 | 0.000 | 0.000 | |
| 7836 | 2023.05.23 02:28 | modify | 1387 | 1.00 | 138.686 | 139.336 | 138.486 | |
| 7837 | 2023.05.23 03:01 | modify | 1387 | 1.00 | 138.686 | 139.081 | 138.486 | |
| 7838 | 2023.05.23 03:02 | modify | 1387 | 1.00 | 138.686 | 139.051 | 138.486 | |
| 7839 | 2023.05.23 03:03 | close | 1387 | 1.00 | 138.583 | 139.051 | 138.486 | 10300.00 | 5626080.94 |
| 7840 | 2023.05.25 15:05 | buy | 1388 | 1.00 | 139.407 | 0.000 | 0.000 | |
| 7841 | 2023.05.25 15:05 | modify | 1388 | 1.00 | 139.407 | 138.757 | 139.607 | |
| 7842 | 2023.05.25 15:32 | close | 1388 | 1.00 | 139.533 | 138.757 | 139.607 | 12600.00 | 5638680.94 |
| 7843 | 2023.05.29 04:26 | buy | 1389 | 1.00 | 140.583 | 0.000 | 0.000 | |
| 7844 | 2023.05.29 04:26 | modify | 1389 | 1.00 | 140.583 | 139.933 | 140.783 | |
| 7845 | 2023.05.29 10:07 | close | 1389 | 1.00 | 140.408 | 139.933 | 140.783 | -17500.00 | 5621180.94 |
| 7846 | 2023.06.01 08:43 | sell | 1390 | 1.00 | 139.649 | 0.000 | 0.000 | |
| 7847 | 2023.06.01 08:43 | modify | 1390 | 1.00 | 139.649 | 140.299 | 139.449 | |
| 7848 | 2023.06.01 13:39 | close | 1390 | 1.00 | 139.634 | 140.299 | 139.449 | 1500.00 | 5622680.94 |
| 7849 | 2023.06.01 14:11 | buy | 1391 | 1.00 | 139.487 | 0.000 | 0.000 | |
| 7850 | 2023.06.01 14:11 | modify | 1391 | 1.00 | 139.487 | 138.837 | 139.687 | |
| 7851 | 2023.06.01 15:12 | modify | 1391 | 1.00 | 139.487 | 139.091 | 139.687 | |
| 7852 | 2023.06.01 15:14 | modify | 1391 | 1.00 | 139.487 | 139.099 | 139.687 | |
| 7853 | 2023.06.01 15:15 | modify | 1391 | 1.00 | 139.487 | 139.120 | 139.687 | |
| 7854 | 2023.06.01 15:15 | t/p | 1391 | 1.00 | 139.726 | 139.120 | 139.687 | 23900.00 | 5646580.94 |
| 7855 | 2023.06.05 02:18 | sell | 1392 | 1.00 | 140.172 | 0.000 | 0.000 | |
| 7856 | 2023.06.05 02:18 | modify | 1392 | 1.00 | 140.172 | 140.822 | 139.972 | |
| 7857 | 2023.06.05 03:12 | modify | 1392 | 1.00 | 140.172 | 140.561 | 139.972 | |
| 7858 | 2023.06.05 03:13 | modify | 1392 | 1.00 | 140.172 | 140.554 | 139.972 | |
| 7859 | 2023.06.05 03:25 | modify | 1392 | 1.00 | 140.172 | 140.553 | 139.972 | |
| 7860 | 2023.06.05 04:02 | modify | 1392 | 1.00 | 140.172 | 140.550 | 139.972 | |
| 7861 | 2023.06.05 04:03 | modify | 1392 | 1.00 | 140.172 | 140.546 | 139.972 | |
| 7862 | 2023.06.05 04:05 | close | 1392 | 1.00 | 140.051 | 140.546 | 139.972 | 12100.00 | 5658680.94 |
| 7863 | 2023.06.08 02:57 | buy | 1393 | 1.00 | 139.874 | 0.000 | 0.000 | |
| 7864 | 2023.06.08 02:57 | modify | 1393 | 1.00 | 139.874 | 139.224 | 140.074 | |
| 7865 | 2023.06.08 03:02 | modify | 1393 | 1.00 | 139.874 | 139.484 | 140.074 | |
| 7866 | 2023.06.08 03:03 | modify | 1393 | 1.00 | 139.874 | 139.516 | 140.074 | |
| 7867 | 2023.06.08 03:04 | close | 1393 | 1.00 | 139.982 | 139.516 | 140.074 | 10800.00 | 5669480.94 |
| 7868 | 2023.06.16 02:02 | buy | 1394 | 1.00 | 140.110 | 0.000 | 0.000 | |
| 7869 | 2023.06.16 02:02 | modify | 1394 | 1.00 | 140.110 | 139.460 | 140.310 | |
| 7870 | 2023.06.16 02:13 | modify | 1394 | 1.00 | 140.110 | 139.716 | 140.310 | |
| 7871 | 2023.06.16 02:30 | modify | 1394 | 1.00 | 140.110 | 139.722 | 140.310 | |
| 7872 | 2023.06.16 02:45 | modify | 1394 | 1.00 | 140.110 | 139.738 | 140.310 | |
| 7873 | 2023.06.16 02:46 | close | 1394 | 1.00 | 140.217 | 139.738 | 140.310 | 10700.00 | 5680180.94 |
| 7874 | 2023.06.19 06:51 | buy | 1395 | 1.00 | 141.554 | 0.000 | 0.000 | |
| 7875 | 2023.06.19 06:51 | modify | 1395 | 1.00 | 141.554 | 140.904 | 141.754 | |
| 7876 | 2023.06.19 07:06 | modify | 1395 | 1.00 | 141.554 | 141.177 | 141.754 | |
| 7877 | 2023.06.19 07:07 | modify | 1395 | 1.00 | 141.554 | 141.193 | 141.754 | |
| 7878 | 2023.06.19 07:19 | close | 1395 | 1.00 | 141.661 | 141.193 | 141.754 | 10700.00 | 5690880.94 |
| 7879 | 2023.06.26 09:40 | sell | 1396 | 1.00 | 143.528 | 0.000 | 0.000 | |
| 7880 | 2023.06.26 09:40 | modify | 1396 | 1.00 | 143.528 | 144.178 | 143.328 | |
| 7881 | 2023.06.26 09:43 | modify | 1396 | 1.00 | 143.528 | 143.922 | 143.328 | |
| 7882 | 2023.06.26 09:45 | modify | 1396 | 1.00 | 143.528 | 143.910 | 143.328 | |
| 7883 | 2023.06.26 10:09 | modify | 1396 | 1.00 | 143.528 | 143.880 | 143.328 | |
| 7884 | 2023.06.26 10:10 | close | 1396 | 1.00 | 143.337 | 143.880 | 143.328 | 19100.00 | 5709980.94 |
| 7885 | 2023.06.26 16:38 | sell | 1397 | 1.00 | 143.479 | 0.000 | 0.000 | |
| 7886 | 2023.06.26 16:38 | modify | 1397 | 1.00 | 143.479 | 144.129 | 143.279 | |
| 7887 | 2023.06.26 18:06 | modify | 1397 | 1.00 | 143.479 | 143.869 | 143.279 | |
| 7888 | 2023.06.26 18:07 | modify | 1397 | 1.00 | 143.479 | 143.835 | 143.279 | |
| 7889 | 2023.06.27 02:21 | close | 1397 | 1.00 | 143.387 | 143.835 | 143.279 | 7286.59 | 5717267.53 |
| 7890 | 2023.06.28 02:20 | buy | 1398 | 1.00 | 143.882 | 0.000 | 0.000 | |
| 7891 | 2023.06.28 02:20 | modify | 1398 | 1.00 | 143.882 | 143.232 | 144.082 | |
| 7892 | 2023.06.28 05:16 | modify | 1398 | 1.00 | 143.882 | 143.498 | 144.082 | |
| 7893 | 2023.06.28 05:24 | close | 1398 | 1.00 | 143.985 | 143.498 | 144.082 | 10300.00 | 5727567.53 |
| 7894 | 2023.07.14 08:52 | sell | 1399 | 1.00 | 137.865 | 0.000 | 0.000 | |
| 7895 | 2023.07.14 08:52 | modify | 1399 | 1.00 | 137.865 | 138.515 | 137.665 | |
| 7896 | 2023.07.14 09:05 | modify | 1399 | 1.00 | 137.865 | 138.260 | 137.665 | |
| 7897 | 2023.07.14 09:06 | modify | 1399 | 1.00 | 137.865 | 138.249 | 137.665 | |
| 7898 | 2023.07.14 09:48 | s/l | 1399 | 1.00 | 138.251 | 138.249 | 137.665 | -38600.00 | 5688967.53 |
| 7899 | 2023.07.18 03:16 | sell | 1400 | 1.00 | 138.909 | 0.000 | 0.000 | |
| 7900 | 2023.07.18 03:16 | modify | 1400 | 1.00 | 138.909 | 139.559 | 138.709 | |
| 7901 | 2023.07.18 03:21 | modify | 1400 | 1.00 | 138.909 | 139.294 | 138.709 | |
| 7902 | 2023.07.18 03:28 | modify | 1400 | 1.00 | 138.909 | 139.290 | 138.709 | |
| 7903 | 2023.07.18 03:34 | modify | 1400 | 1.00 | 138.909 | 139.277 | 138.709 | |
| 7904 | 2023.07.18 03:35 | close | 1400 | 1.00 | 138.782 | 139.277 | 138.709 | 12700.00 | 5701667.53 |
| 7905 | 2023.07.19 02:15 | sell | 1401 | 1.00 | 138.943 | 0.000 | 0.000 | |
| 7906 | 2023.07.19 02:15 | modify | 1401 | 1.00 | 138.943 | 139.593 | 138.743 | |
| 7907 | 2023.07.19 03:36 | modify | 1401 | 1.00 | 138.943 | 139.331 | 138.743 | |
| 7908 | 2023.07.19 04:01 | modify | 1401 | 1.00 | 138.943 | 139.328 | 138.743 | |
| 7909 | 2023.07.19 05:07 | s/l | 1401 | 1.00 | 139.328 | 139.328 | 138.743 | -38500.00 | 5663167.53 |
| 7910 | 2023.07.26 19:43 | sell | 1402 | 1.00 | 140.574 | 0.000 | 0.000 | |
| 7911 | 2023.07.26 19:43 | modify | 1402 | 1.00 | 140.574 | 141.224 | 140.374 | |
| 7912 | 2023.07.26 20:49 | close | 1402 | 1.00 | 140.513 | 141.224 | 140.374 | 6100.00 | 5669267.53 |
| 7913 | 2023.07.27 08:26 | sell | 1403 | 1.00 | 140.150 | 0.000 | 0.000 | |
| 7914 | 2023.07.27 08:26 | modify | 1403 | 1.00 | 140.150 | 140.800 | 139.950 | |
| 7915 | 2023.07.27 09:11 | modify | 1403 | 1.00 | 140.150 | 140.542 | 139.950 | |
| 7916 | 2023.07.27 09:14 | modify | 1403 | 1.00 | 140.150 | 140.541 | 139.950 | |
| 7917 | 2023.07.27 09:18 | modify | 1403 | 1.00 | 140.150 | 140.537 | 139.950 | |
| 7918 | 2023.07.27 09:32 | modify | 1403 | 1.00 | 140.150 | 140.520 | 139.950 | |
| 7919 | 2023.07.27 09:36 | modify | 1403 | 1.00 | 140.150 | 140.514 | 139.950 | |
| 7920 | 2023.07.27 09:39 | modify | 1403 | 1.00 | 140.150 | 140.511 | 139.950 | |
| 7921 | 2023.07.27 09:42 | close | 1403 | 1.00 | 140.018 | 140.511 | 139.950 | 13200.00 | 5682467.53 |
| 7922 | 2023.07.28 06:36 | sell | 1404 | 1.00 | 140.694 | 0.000 | 0.000 | |
| 7923 | 2023.07.28 06:36 | modify | 1404 | 1.00 | 140.694 | 141.344 | 140.494 | |
| 7924 | 2023.07.28 06:38 | modify | 1404 | 1.00 | 140.694 | 141.084 | 140.494 | |
| 7925 | 2023.07.28 06:38 | t/p | 1404 | 1.00 | 140.496 | 141.084 | 140.494 | 19800.00 | 5702267.53 |
| 7926 | 2023.08.01 09:38 | buy | 1405 | 1.00 | 142.555 | 0.000 | 0.000 | |
| 7927 | 2023.08.01 09:38 | modify | 1405 | 1.00 | 142.555 | 141.905 | 142.755 | |
| 7928 | 2023.08.01 09:46 | modify | 1405 | 1.00 | 142.555 | 142.163 | 142.755 | |
| 7929 | 2023.08.01 09:47 | modify | 1405 | 1.00 | 142.555 | 142.193 | 142.755 | |
| 7930 | 2023.08.01 09:49 | close | 1405 | 1.00 | 142.657 | 142.193 | 142.755 | 10200.00 | 5712467.53 |
| 7931 | 2023.08.04 03:43 | sell | 1406 | 1.00 | 142.796 | 0.000 | 0.000 | |
| 7932 | 2023.08.04 03:43 | modify | 1406 | 1.00 | 142.796 | 143.446 | 142.596 | |
| 7933 | 2023.08.04 03:56 | modify | 1406 | 1.00 | 142.796 | 143.187 | 142.596 | |
| 7934 | 2023.08.04 04:01 | modify | 1406 | 1.00 | 142.796 | 143.155 | 142.596 | |
| 7935 | 2023.08.04 04:02 | close | 1406 | 1.00 | 142.649 | 143.155 | 142.596 | 14700.00 | 5727167.53 |
| 7936 | 2023.08.17 18:51 | sell | 1407 | 1.00 | 146.187 | 0.000 | 0.000 | |
| 7937 | 2023.08.17 18:51 | modify | 1407 | 1.00 | 146.187 | 146.837 | 145.987 | |
| 7938 | 2023.08.17 19:03 | modify | 1407 | 1.00 | 146.187 | 146.556 | 145.987 | |
| 7939 | 2023.08.17 19:04 | modify | 1407 | 1.00 | 146.187 | 146.552 | 145.987 | |
| 7940 | 2023.08.17 19:05 | modify | 1407 | 1.00 | 146.187 | 146.546 | 145.987 | |
| 7941 | 2023.08.17 19:22 | modify | 1407 | 1.00 | 146.187 | 146.541 | 145.987 | |
| 7942 | 2023.08.17 19:23 | close | 1407 | 1.00 | 146.064 | 146.541 | 145.987 | 12300.00 | 5739467.53 |
| 7943 | 2023.08.24 02:32 | buy | 1408 | 1.00 | 144.628 | 0.000 | 0.000 | |
| 7944 | 2023.08.24 02:32 | modify | 1408 | 1.00 | 144.628 | 143.978 | 144.828 | |
| 7945 | 2023.08.24 02:46 | modify | 1408 | 1.00 | 144.628 | 144.230 | 144.828 | |
| 7946 | 2023.08.24 02:47 | modify | 1408 | 1.00 | 144.628 | 144.233 | 144.828 | |
| 7947 | 2023.08.24 02:52 | modify | 1408 | 1.00 | 144.628 | 144.238 | 144.828 | |
| 7948 | 2023.08.24 03:01 | modify | 1408 | 1.00 | 144.628 | 144.271 | 144.828 | |
| 7949 | 2023.08.24 03:02 | close | 1408 | 1.00 | 144.735 | 144.271 | 144.828 | 10700.00 | 5750167.53 |
| 7950 | 2023.08.24 04:21 | sell | 1409 | 1.00 | 144.950 | 0.000 | 0.000 | |