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 |
| 7951 | 2023.08.24 04:21 | modify | 1409 | 1.00 | 144.950 | 145.600 | 144.750 | ||
| 7952 | 2023.08.24 09:51 | close | 1409 | 1.00 | 144.960 | 145.600 | 144.750 | -1000.00 | 5749167.53 |
| 7953 | 2023.08.30 03:02 | sell | 1410 | 1.00 | 146.008 | 0.000 | 0.000 | ||
| 7954 | 2023.08.30 03:02 | modify | 1410 | 1.00 | 146.008 | 146.658 | 145.808 | ||
| 7955 | 2023.08.30 03:56 | close | 1410 | 1.00 | 145.902 | 146.658 | 145.808 | 10600.00 | 5759767.53 |
| 7956 | 2023.09.01 03:20 | sell | 1411 | 1.00 | 145.622 | 0.000 | 0.000 | ||
| 7957 | 2023.09.01 03:20 | modify | 1411 | 1.00 | 145.622 | 146.272 | 145.422 | ||
| 7958 | 2023.09.01 03:58 | modify | 1411 | 1.00 | 145.622 | 146.019 | 145.422 | ||
| 7959 | 2023.09.01 03:59 | modify | 1411 | 1.00 | 145.622 | 145.994 | 145.422 | ||
| 7960 | 2023.09.01 04:01 | modify | 1411 | 1.00 | 145.622 | 145.992 | 145.422 | ||
| 7961 | 2023.09.01 04:02 | close | 1411 | 1.00 | 145.502 | 145.992 | 145.422 | 12000.00 | 5771767.53 |
| 7962 | 2023.09.11 11:42 | sell | 1412 | 1.00 | 146.468 | 0.000 | 0.000 | ||
| 7963 | 2023.09.11 11:42 | modify | 1412 | 1.00 | 146.468 | 147.118 | 146.268 | ||
| 7964 | 2023.09.11 11:46 | modify | 1412 | 1.00 | 146.468 | 146.868 | 146.268 | ||
| 7965 | 2023.09.11 11:54 | modify | 1412 | 1.00 | 146.468 | 146.865 | 146.268 | ||
| 7966 | 2023.09.11 11:55 | modify | 1412 | 1.00 | 146.468 | 146.858 | 146.268 | ||
| 7967 | 2023.09.11 11:56 | modify | 1412 | 1.00 | 146.468 | 146.832 | 146.268 | ||
| 7968 | 2023.09.11 11:59 | close | 1412 | 1.00 | 146.361 | 146.832 | 146.268 | 10700.00 | 5782467.53 |
| 7969 | 2023.09.11 13:16 | sell | 1413 | 1.00 | 146.751 | 0.000 | 0.000 | ||
| 7970 | 2023.09.11 13:16 | modify | 1413 | 1.00 | 146.751 | 147.401 | 146.551 | ||
| 7971 | 2023.09.11 15:05 | close | 1413 | 1.00 | 146.627 | 147.401 | 146.551 | 12400.00 | 5794867.53 |
| 7972 | 2023.09.12 03:01 | sell | 1414 | 1.00 | 146.709 | 0.000 | 0.000 | ||
| 7973 | 2023.09.12 03:01 | modify | 1414 | 1.00 | 146.709 | 147.359 | 146.509 | ||
| 7974 | 2023.09.12 03:20 | modify | 1414 | 1.00 | 146.709 | 147.099 | 146.509 | ||
| 7975 | 2023.09.12 03:21 | modify | 1414 | 1.00 | 146.709 | 147.084 | 146.509 | ||
| 7976 | 2023.09.12 03:22 | close | 1414 | 1.00 | 146.600 | 147.084 | 146.509 | 10900.00 | 5805767.53 |
| 7977 | 2023.09.22 04:45 | sell | 1415 | 1.00 | 147.757 | 0.000 | 0.000 | ||
| 7978 | 2023.09.22 04:45 | modify | 1415 | 1.00 | 147.757 | 148.407 | 147.557 | ||
| 7979 | 2023.09.22 05:08 | modify | 1415 | 1.00 | 147.757 | 148.140 | 147.557 | ||
| 7980 | 2023.09.22 05:16 | modify | 1415 | 1.00 | 147.757 | 148.127 | 147.557 | ||
| 7981 | 2023.09.22 05:17 | modify | 1415 | 1.00 | 147.757 | 148.108 | 147.557 | ||
| 7982 | 2023.09.22 05:53 | s/l | 1415 | 1.00 | 148.115 | 148.108 | 147.557 | -35800.00 | 5769967.53 |
| 7983 | 2023.10.06 03:31 | sell | 1416 | 1.00 | 148.636 | 0.000 | 0.000 | ||
| 7984 | 2023.10.06 03:31 | modify | 1416 | 1.00 | 148.636 | 149.286 | 148.436 | ||
| 7985 | 2023.10.06 03:34 | modify | 1416 | 1.00 | 148.636 | 149.035 | 148.436 | ||
| 7986 | 2023.10.06 03:45 | modify | 1416 | 1.00 | 148.636 | 149.031 | 148.436 | ||
| 7987 | 2023.10.06 03:46 | modify | 1416 | 1.00 | 148.636 | 149.018 | 148.436 | ||
| 7988 | 2023.10.06 03:47 | modify | 1416 | 1.00 | 148.636 | 149.008 | 148.436 | ||
| 7989 | 2023.10.06 03:48 | modify | 1416 | 1.00 | 148.636 | 149.003 | 148.436 | ||
| 7990 | 2023.10.06 03:49 | modify | 1416 | 1.00 | 148.636 | 148.988 | 148.436 | ||
| 7991 | 2023.10.06 04:53 | close | 1416 | 1.00 | 148.523 | 148.988 | 148.436 | 11300.00 | 5781267.53 |
| 7992 | 2023.11.01 02:08 | buy | 1417 | 1.00 | 151.251 | 0.000 | 0.000 | ||
| 7993 | 2023.11.01 02:08 | modify | 1417 | 1.00 | 151.251 | 150.601 | 151.451 | ||
| 7994 | 2023.11.01 02:12 | modify | 1417 | 1.00 | 151.251 | 150.863 | 151.451 | ||
| 7995 | 2023.11.01 02:14 | modify | 1417 | 1.00 | 151.251 | 150.880 | 151.451 | ||
| 7996 | 2023.11.01 02:35 | modify | 1417 | 1.00 | 151.251 | 150.885 | 151.451 | ||
| 7997 | 2023.11.01 02:42 | modify | 1417 | 1.00 | 151.251 | 150.899 | 151.451 | ||
| 7998 | 2023.11.01 02:44 | close | 1417 | 1.00 | 151.366 | 150.899 | 151.451 | 11500.00 | 5792767.53 |
| 7999 | 2023.11.02 15:15 | buy | 1418 | 1.00 | 150.250 | 0.000 | 0.000 | ||
| 8000 | 2023.11.02 15:15 | modify | 1418 | 1.00 | 150.250 | 149.600 | 150.450 | ||
| 8001 | 2023.11.02 16:50 | modify | 1418 | 1.00 | 150.250 | 149.853 | 150.450 | ||
| 8002 | 2023.11.02 16:54 | modify | 1418 | 1.00 | 150.250 | 149.868 | 150.450 | ||
| 8003 | 2023.11.02 17:11 | modify | 1418 | 1.00 | 150.250 | 149.877 | 150.450 | ||
| 8004 | 2023.11.02 17:27 | modify | 1418 | 1.00 | 150.250 | 149.889 | 150.450 | ||
| 8005 | 2023.11.02 17:28 | close | 1418 | 1.00 | 150.353 | 149.889 | 150.450 | 10300.00 | 5803067.53 |
| 8006 | 2023.11.16 22:43 | sell | 1419 | 1.00 | 150.722 | 0.000 | 0.000 | ||
| 8007 | 2023.11.16 22:43 | modify | 1419 | 1.00 | 150.722 | 151.372 | 150.522 | ||
| 8008 | 2023.11.17 00:04 | close | 1419 | 1.00 | 150.603 | 151.372 | 150.522 | 9890.43 | 5812957.95 |
| 8009 | 2023.11.23 02:14 | buy | 1420 | 1.00 | 149.370 | 0.000 | 0.000 | ||
| 8010 | 2023.11.23 02:14 | modify | 1420 | 1.00 | 149.370 | 148.720 | 149.570 | ||
| 8011 | 2023.11.23 06:49 | close | 1420 | 1.00 | 149.188 | 148.720 | 149.570 | -18200.00 | 5794757.95 |
| 8012 | 2023.11.29 05:46 | sell | 1421 | 1.00 | 147.311 | 0.000 | 0.000 | ||
| 8013 | 2023.11.29 05:46 | modify | 1421 | 1.00 | 147.311 | 147.961 | 147.111 | ||
| 8014 | 2023.11.29 05:53 | modify | 1421 | 1.00 | 147.311 | 147.710 | 147.111 | ||
| 8015 | 2023.11.29 05:55 | modify | 1421 | 1.00 | 147.311 | 147.698 | 147.111 | ||
| 8016 | 2023.11.29 06:03 | modify | 1421 | 1.00 | 147.311 | 147.694 | 147.111 | ||
| 8017 | 2023.11.29 06:04 | modify | 1421 | 1.00 | 147.311 | 147.662 | 147.111 | ||
| 8018 | 2023.11.29 06:09 | close | 1421 | 1.00 | 147.183 | 147.662 | 147.111 | 12800.00 | 5807557.95 |
| 8019 | 2023.12.01 01:09 | buy | 1422 | 1.00 | 148.087 | 0.000 | 0.000 | ||
| 8020 | 2023.12.01 01:09 | modify | 1422 | 1.00 | 148.087 | 147.437 | 148.287 | ||
| 8021 | 2023.12.01 04:52 | close | 1422 | 1.00 | 147.942 | 147.437 | 148.287 | -14500.00 | 5793057.95 |
| 8022 | 2023.12.05 11:05 | sell | 1423 | 1.00 | 147.125 | 0.000 | 0.000 | ||
| 8023 | 2023.12.05 11:05 | modify | 1423 | 1.00 | 147.125 | 147.775 | 146.925 | ||
| 8024 | 2023.12.05 11:16 | modify | 1423 | 1.00 | 147.125 | 147.505 | 146.925 | ||
| 8025 | 2023.12.05 11:18 | modify | 1423 | 1.00 | 147.125 | 147.490 | 146.925 | ||
| 8026 | 2023.12.05 11:19 | modify | 1423 | 1.00 | 147.125 | 147.489 | 146.925 | ||
| 8027 | 2023.12.05 11:50 | modify | 1423 | 1.00 | 147.125 | 147.485 | 146.925 | ||
| 8028 | 2023.12.05 11:51 | close | 1423 | 1.00 | 147.020 | 147.485 | 146.925 | 10500.00 | 5803557.95 |
| 8029 | 2023.12.12 15:46 | sell | 1424 | 1.00 | 145.707 | 0.000 | 0.000 | ||
| 8030 | 2023.12.12 15:46 | modify | 1424 | 1.00 | 145.707 | 146.357 | 145.507 | ||
| 8031 | 2023.12.12 15:48 | modify | 1424 | 1.00 | 145.707 | 146.073 | 145.507 | ||
| 8032 | 2023.12.12 15:49 | close | 1424 | 1.00 | 145.574 | 146.073 | 145.507 | 13300.00 | 5816857.95 |
| 8033 | 2023.12.13 01:36 | buy | 1425 | 1.00 | 145.325 | 0.000 | 0.000 | ||
| 8034 | 2023.12.13 01:36 | modify | 1425 | 1.00 | 145.325 | 144.675 | 145.525 | ||
| 8035 | 2023.12.13 02:02 | modify | 1425 | 1.00 | 145.325 | 144.938 | 145.525 | ||
| 8036 | 2023.12.13 02:11 | modify | 1425 | 1.00 | 145.325 | 144.942 | 145.525 | ||
| 8037 | 2023.12.13 02:21 | close | 1425 | 1.00 | 145.429 | 144.942 | 145.525 | 10400.00 | 5827257.95 |
| 8038 | 2023.12.18 23:54 | buy | 1426 | 1.00 | 142.814 | 0.000 | 0.000 | ||
| 8039 | 2023.12.18 23:54 | modify | 1426 | 1.00 | 142.814 | 142.164 | 143.014 | ||
| 8040 | 2023.12.19 04:49 | t/p | 1426 | 1.00 | 143.035 | 142.164 | 143.014 | 23051.79 | 5850309.75 |
| 8041 | 2023.12.19 15:03 | buy | 1427 | 1.00 | 144.202 | 0.000 | 0.000 | ||
| 8042 | 2023.12.19 15:03 | modify | 1427 | 1.00 | 144.202 | 143.552 | 144.402 | ||
| 8043 | 2023.12.19 15:07 | modify | 1427 | 1.00 | 144.202 | 143.821 | 144.402 | ||
| 8044 | 2023.12.19 15:09 | close | 1427 | 1.00 | 144.304 | 143.821 | 144.402 | 10200.00 | 5860509.75 |
| 8045 | 2023.12.19 16:55 | buy | 1428 | 1.00 | 143.979 | 0.000 | 0.000 | ||
| 8046 | 2023.12.19 16:55 | modify | 1428 | 1.00 | 143.979 | 143.329 | 144.179 | ||
| 8047 | 2023.12.19 16:56 | modify | 1428 | 1.00 | 143.979 | 143.589 | 144.179 | ||
| 8048 | 2023.12.19 16:57 | close | 1428 | 1.00 | 144.087 | 143.589 | 144.179 | 10800.00 | 5871309.75 |
| 8049 | 2024.01.02 01:53 | sell | 1429 | 1.00 | 141.085 | 0.000 | 0.000 | ||
| 8050 | 2024.01.02 01:53 | modify | 1429 | 1.00 | 141.085 | 141.735 | 140.885 | ||
| 8051 | 2024.01.02 07:10 | close | 1429 | 1.00 | 141.475 | 141.735 | 140.885 | -39000.00 | 5832309.75 |
| 8052 | 2024.01.04 01:55 | buy | 1430 | 1.00 | 142.973 | 0.000 | 0.000 | ||
| 8053 | 2024.01.04 01:55 | modify | 1430 | 1.00 | 142.973 | 142.323 | 143.173 | ||
| 8054 | 2024.01.04 02:31 | modify | 1430 | 1.00 | 142.973 | 142.605 | 143.173 | ||
| 8055 | 2024.01.04 02:33 | close | 1430 | 1.00 | 143.107 | 142.605 | 143.173 | 13400.00 | 5845709.75 |
| 8056 | 2024.01.04 09:45 | buy | 1431 | 1.00 | 143.208 | 0.000 | 0.000 | ||
| 8057 | 2024.01.04 09:45 | modify | 1431 | 1.00 | 143.208 | 142.558 | 143.408 | ||
| 8058 | 2024.01.04 09:47 | modify | 1431 | 1.00 | 143.208 | 142.820 | 143.408 | ||
| 8059 | 2024.01.04 09:49 | close | 1431 | 1.00 | 143.313 | 142.820 | 143.408 | 10500.00 | 5856209.75 |
| 8060 | 2024.01.11 11:05 | sell | 1432 | 1.00 | 145.568 | 0.000 | 0.000 | ||
| 8061 | 2024.01.11 11:05 | modify | 1432 | 1.00 | 145.568 | 146.218 | 145.368 | ||
| 8062 | 2024.01.11 11:37 | modify | 1432 | 1.00 | 145.568 | 145.933 | 145.368 | ||
| 8063 | 2024.01.11 11:41 | modify | 1432 | 1.00 | 145.568 | 145.918 | 145.368 | ||
| 8064 | 2024.01.11 12:28 | close | 1432 | 1.00 | 145.465 | 145.918 | 145.368 | 10300.00 | 5866509.75 |
| 8065 | 2024.01.16 02:16 | buy | 1433 | 1.00 | 145.597 | 0.000 | 0.000 | ||
| 8066 | 2024.01.16 02:16 | modify | 1433 | 1.00 | 145.597 | 144.947 | 145.797 | ||
| 8067 | 2024.01.16 02:21 | modify | 1433 | 1.00 | 145.597 | 145.211 | 145.797 | ||
| 8068 | 2024.01.16 02:26 | modify | 1433 | 1.00 | 145.597 | 145.223 | 145.797 | ||
| 8069 | 2024.01.16 02:27 | modify | 1433 | 1.00 | 145.597 | 145.242 | 145.797 | ||
| 8070 | 2024.01.16 02:28 | close | 1433 | 1.00 | 145.715 | 145.242 | 145.797 | 11800.00 | 5878309.75 |
| 8071 | 2024.01.18 03:05 | buy | 1434 | 1.00 | 147.971 | 0.000 | 0.000 | ||
| 8072 | 2024.01.18 03:05 | modify | 1434 | 1.00 | 147.971 | 147.321 | 148.171 | ||
| 8073 | 2024.01.18 03:39 | modify | 1434 | 1.00 | 147.971 | 147.587 | 148.171 | ||
| 8074 | 2024.01.18 03:40 | modify | 1434 | 1.00 | 147.971 | 147.590 | 148.171 | ||
| 8075 | 2024.01.18 03:41 | close | 1434 | 1.00 | 148.079 | 147.590 | 148.171 | 10800.00 | 5889109.75 |
| 8076 | 2024.01.24 02:40 | buy | 1435 | 1.00 | 148.092 | 0.000 | 0.000 | ||
| 8077 | 2024.01.24 02:40 | modify | 1435 | 1.00 | 148.092 | 147.442 | 148.292 | ||
| 8078 | 2024.01.24 03:03 | modify | 1435 | 1.00 | 148.092 | 147.694 | 148.292 | ||
| 8079 | 2024.01.24 03:05 | modify | 1435 | 1.00 | 148.092 | 147.712 | 148.292 | ||
| 8080 | 2024.01.24 04:23 | modify | 1435 | 1.00 | 148.092 | 147.720 | 148.292 | ||
| 8081 | 2024.01.24 04:24 | modify | 1435 | 1.00 | 148.092 | 147.724 | 148.292 | ||
| 8082 | 2024.01.24 04:25 | modify | 1435 | 1.00 | 148.092 | 147.738 | 148.292 | ||
| 8083 | 2024.01.24 04:27 | close | 1435 | 1.00 | 148.196 | 147.738 | 148.292 | 10400.00 | 5899509.75 |
| 8084 | 2024.02.05 15:00 | sell | 1436 | 1.00 | 148.628 | 0.000 | 0.000 | ||
| 8085 | 2024.02.05 15:00 | modify | 1436 | 1.00 | 148.628 | 149.278 | 148.428 | ||
| 8086 | 2024.02.05 15:17 | modify | 1436 | 1.00 | 148.628 | 149.026 | 148.428 | ||
| 8087 | 2024.02.05 15:23 | modify | 1436 | 1.00 | 148.628 | 149.017 | 148.428 | ||
| 8088 | 2024.02.05 15:32 | modify | 1436 | 1.00 | 148.628 | 149.012 | 148.428 | ||
| 8089 | 2024.02.05 15:33 | modify | 1436 | 1.00 | 148.628 | 149.002 | 148.428 | ||
| 8090 | 2024.02.05 15:34 | modify | 1436 | 1.00 | 148.628 | 148.992 | 148.428 | ||
| 8091 | 2024.02.05 15:35 | close | 1436 | 1.00 | 148.522 | 148.992 | 148.428 | 10600.00 | 5910109.75 |
| 8092 | 2024.02.14 01:01 | buy | 1437 | 1.00 | 150.601 | 0.000 | 0.000 | ||
| 8093 | 2024.02.14 01:01 | modify | 1437 | 1.00 | 150.601 | 149.951 | 150.801 | ||
| 8094 | 2024.02.14 01:03 | modify | 1437 | 1.00 | 150.601 | 150.218 | 150.801 | ||
| 8095 | 2024.02.14 01:34 | modify | 1437 | 1.00 | 150.601 | 150.219 | 150.801 | ||
| 8096 | 2024.02.14 01:35 | modify | 1437 | 1.00 | 150.601 | 150.227 | 150.801 | ||
| 8097 | 2024.02.14 01:36 | close | 1437 | 1.00 | 150.712 | 150.227 | 150.801 | 11100.00 | 5921209.75 |
| 8098 | 2024.02.29 12:52 | sell | 1438 | 1.00 | 150.080 | 0.000 | 0.000 | ||
| 8099 | 2024.02.29 12:52 | modify | 1438 | 1.00 | 150.080 | 150.730 | 149.880 | ||
| 8100 | 2024.02.29 13:12 | modify | 1438 | 1.00 | 150.080 | 150.468 | 149.880 | ||