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 |
| 8101 | 2024.02.29 13:13 | modify | 1438 | 1.00 | 150.080 | 150.465 | 149.880 | |
| 8102 | 2024.02.29 13:25 | modify | 1438 | 1.00 | 150.080 | 150.462 | 149.880 | |
| 8103 | 2024.02.29 13:26 | modify | 1438 | 1.00 | 150.080 | 150.448 | 149.880 | |
| 8104 | 2024.02.29 13:28 | modify | 1438 | 1.00 | 150.080 | 150.431 | 149.880 | |
| 8105 | 2024.02.29 13:36 | close | 1438 | 1.00 | 149.979 | 150.431 | 149.880 | 10100.00 | 5931309.75 |
| 8106 | 2024.02.29 16:12 | buy | 1439 | 1.00 | 149.593 | 0.000 | 0.000 | |
| 8107 | 2024.02.29 16:12 | modify | 1439 | 1.00 | 149.593 | 148.943 | 149.793 | |
| 8108 | 2024.02.29 16:14 | modify | 1439 | 1.00 | 149.593 | 149.204 | 149.793 | |
| 8109 | 2024.02.29 16:16 | close | 1439 | 1.00 | 149.700 | 149.204 | 149.793 | 10700.00 | 5942009.75 |
| 8110 | 2024.03.13 07:54 | sell | 1440 | 1.00 | 147.555 | 0.000 | 0.000 | |
| 8111 | 2024.03.13 07:54 | modify | 1440 | 1.00 | 147.555 | 148.205 | 147.355 | |
| 8112 | 2024.03.13 20:05 | close | 1440 | 1.00 | 147.535 | 148.205 | 147.355 | 2000.00 | 5944009.75 |
| 8113 | 2024.03.18 03:41 | sell | 1441 | 1.00 | 149.139 | 0.000 | 0.000 | |
| 8114 | 2024.03.18 03:41 | modify | 1441 | 1.00 | 149.139 | 149.789 | 148.939 | |
| 8115 | 2024.03.18 05:12 | close | 1441 | 1.00 | 149.118 | 149.789 | 148.939 | 2100.00 | 5946109.75 |
| 8116 | 2024.03.19 18:38 | sell | 1442 | 1.00 | 150.845 | 0.000 | 0.000 | |
| 8117 | 2024.03.19 18:38 | modify | 1442 | 1.00 | 150.845 | 151.495 | 150.645 | |
| 8118 | 2024.03.19 18:49 | modify | 1442 | 1.00 | 150.845 | 151.226 | 150.645 | |
| 8119 | 2024.03.19 18:50 | modify | 1442 | 1.00 | 150.845 | 151.208 | 150.645 | |
| 8120 | 2024.03.19 18:51 | close | 1442 | 1.00 | 150.715 | 151.208 | 150.645 | 13000.00 | 5959109.75 |
| 8121 | 2024.04.29 07:10 | buy | 1443 | 1.00 | 157.791 | 0.000 | 0.000 | |
| 8122 | 2024.04.29 07:10 | modify | 1443 | 1.00 | 157.791 | 157.141 | 157.991 | |
| 8123 | 2024.04.29 07:10 | t/p | 1443 | 1.00 | 157.991 | 157.141 | 157.991 | 20000.00 | 5979109.75 |
| 8124 | 2024.04.29 07:17 | buy | 1444 | 1.00 | 157.328 | 0.000 | 0.000 | |
| 8125 | 2024.04.29 07:17 | modify | 1444 | 1.00 | 157.328 | 156.678 | 157.528 | |
| 8126 | 2024.04.29 07:17 | t/p | 1444 | 1.00 | 157.549 | 156.678 | 157.528 | 22100.00 | 6001209.75 |
| 8127 | 2024.04.29 17:02 | sell | 1445 | 1.00 | 156.753 | 0.000 | 0.000 | |
| 8128 | 2024.04.29 17:02 | modify | 1445 | 1.00 | 156.753 | 157.403 | 156.553 | |
| 8129 | 2024.04.29 17:58 | modify | 1445 | 1.00 | 156.753 | 157.138 | 156.553 | |
| 8130 | 2024.04.29 17:59 | modify | 1445 | 1.00 | 156.753 | 157.130 | 156.553 | |
| 8131 | 2024.04.29 18:03 | modify | 1445 | 1.00 | 156.753 | 157.122 | 156.553 | |
| 8132 | 2024.04.29 18:04 | close | 1445 | 1.00 | 156.621 | 157.122 | 156.553 | 13200.00 | 6014409.75 |
| 8133 | 2024.04.30 15:07 | sell | 1446 | 1.00 | 157.054 | 0.000 | 0.000 | |
| 8134 | 2024.04.30 15:07 | modify | 1446 | 1.00 | 157.054 | 157.704 | 156.854 | |
| 8135 | 2024.04.30 15:13 | t/p | 1446 | 1.00 | 156.846 | 157.704 | 156.854 | 20800.00 | 6035209.75 |
| 8136 | 2024.05.01 05:52 | sell | 1447 | 1.00 | 157.886 | 0.000 | 0.000 | |
| 8137 | 2024.05.01 05:52 | modify | 1447 | 1.00 | 157.886 | 158.536 | 157.686 | |
| 8138 | 2024.05.01 07:34 | modify | 1447 | 1.00 | 157.886 | 158.281 | 157.686 | |
| 8139 | 2024.05.01 10:57 | close | 1447 | 1.00 | 157.888 | 158.281 | 157.686 | -200.00 | 6035009.75 |
| 8140 | 2024.05.02 09:13 | buy | 1448 | 1.00 | 155.340 | 0.000 | 0.000 | |
| 8141 | 2024.05.02 09:13 | modify | 1448 | 1.00 | 155.340 | 154.690 | 155.540 | |
| 8142 | 2024.05.02 09:45 | modify | 1448 | 1.00 | 155.340 | 154.976 | 155.540 | |
| 8143 | 2024.05.02 09:46 | modify | 1448 | 1.00 | 155.340 | 154.982 | 155.540 | |
| 8144 | 2024.05.02 09:50 | modify | 1448 | 1.00 | 155.340 | 154.988 | 155.540 | |
| 8145 | 2024.05.02 09:55 | close | 1448 | 1.00 | 155.486 | 154.988 | 155.540 | 14600.00 | 6049609.75 |
| 8146 | 2024.05.06 15:26 | buy | 1449 | 1.00 | 153.530 | 0.000 | 0.000 | |
| 8147 | 2024.05.06 15:26 | modify | 1449 | 1.00 | 153.530 | 152.880 | 153.730 | |
| 8148 | 2024.05.06 16:03 | modify | 1449 | 1.00 | 153.530 | 153.131 | 153.730 | |
| 8149 | 2024.05.06 16:11 | modify | 1449 | 1.00 | 153.530 | 153.152 | 153.730 | |
| 8150 | 2024.05.06 16:14 | modify | 1449 | 1.00 | 153.530 | 153.174 | 153.730 | |
| 8151 | 2024.05.06 16:18 | modify | 1449 | 1.00 | 153.530 | 153.178 | 153.730 | |
| 8152 | 2024.05.06 16:20 | close | 1449 | 1.00 | 153.629 | 153.178 | 153.730 | 9900.00 | 6059509.75 |
| 8153 | 2024.05.08 18:52 | buy | 1450 | 1.00 | 155.425 | 0.000 | 0.000 | |
| 8154 | 2024.05.08 18:52 | modify | 1450 | 1.00 | 155.425 | 154.775 | 155.625 | |
| 8155 | 2024.05.08 19:14 | modify | 1450 | 1.00 | 155.425 | 155.037 | 155.625 | |
| 8156 | 2024.05.08 19:15 | modify | 1450 | 1.00 | 155.425 | 155.040 | 155.625 | |
| 8157 | 2024.05.08 19:16 | modify | 1450 | 1.00 | 155.425 | 155.051 | 155.625 | |
| 8158 | 2024.05.08 19:19 | modify | 1450 | 1.00 | 155.425 | 155.054 | 155.625 | |
| 8159 | 2024.05.08 19:22 | modify | 1450 | 1.00 | 155.425 | 155.061 | 155.625 | |
| 8160 | 2024.05.08 19:23 | modify | 1450 | 1.00 | 155.425 | 155.063 | 155.625 | |
| 8161 | 2024.05.08 19:31 | modify | 1450 | 1.00 | 155.425 | 155.064 | 155.625 | |
| 8162 | 2024.05.08 19:33 | close | 1450 | 1.00 | 155.521 | 155.064 | 155.625 | 9600.00 | 6069109.75 |
| 8163 | 2024.06.04 02:17 | sell | 1451 | 1.00 | 156.241 | 0.000 | 0.000 | |
| 8164 | 2024.06.04 02:17 | modify | 1451 | 1.00 | 156.241 | 156.891 | 156.041 | |
| 8165 | 2024.06.04 02:32 | modify | 1451 | 1.00 | 156.241 | 156.621 | 156.041 | |
| 8166 | 2024.06.04 02:33 | modify | 1451 | 1.00 | 156.241 | 156.620 | 156.041 | |
| 8167 | 2024.06.04 02:34 | modify | 1451 | 1.00 | 156.241 | 156.606 | 156.041 | |
| 8168 | 2024.06.04 02:35 | modify | 1451 | 1.00 | 156.241 | 156.601 | 156.041 | |
| 8169 | 2024.06.04 02:36 | close | 1451 | 1.00 | 156.144 | 156.601 | 156.041 | 9700.00 | 6078809.75 |
| 8170 | 2024.06.04 04:42 | sell | 1452 | 1.00 | 156.475 | 0.000 | 0.000 | |
| 8171 | 2024.06.04 04:42 | modify | 1452 | 1.00 | 156.475 | 157.125 | 156.275 | |
| 8172 | 2024.06.04 05:05 | modify | 1452 | 1.00 | 156.475 | 156.871 | 156.275 | |
| 8173 | 2024.06.04 05:06 | modify | 1452 | 1.00 | 156.475 | 156.842 | 156.275 | |
| 8174 | 2024.06.04 05:08 | modify | 1452 | 1.00 | 156.475 | 156.839 | 156.275 | |
| 8175 | 2024.06.04 05:29 | modify | 1452 | 1.00 | 156.475 | 156.829 | 156.275 | |
| 8176 | 2024.06.04 05:31 | close | 1452 | 1.00 | 156.364 | 156.829 | 156.275 | 11100.00 | 6089909.75 |
| 8177 | 2024.06.04 08:22 | buy | 1453 | 1.00 | 156.159 | 0.000 | 0.000 | |
| 8178 | 2024.06.04 08:22 | modify | 1453 | 1.00 | 156.159 | 155.509 | 156.359 | |
| 8179 | 2024.06.04 10:49 | modify | 1453 | 1.00 | 156.159 | 155.509 | 155.759 | |
| 8180 | 2024.06.04 10:52 | s/l | 1453 | 1.00 | 155.511 | 155.509 | 155.759 | -64800.00 | 6025109.75 |
| 8181 | 2024.06.04 20:41 | buy | 1454 | 1.00 | 154.602 | 0.000 | 0.000 | |
| 8182 | 2024.06.04 20:41 | modify | 1454 | 1.00 | 154.602 | 153.952 | 154.802 | |
| 8183 | 2024.06.04 21:19 | modify | 1454 | 1.00 | 154.602 | 154.211 | 154.802 | |
| 8184 | 2024.06.04 21:20 | modify | 1454 | 1.00 | 154.602 | 154.218 | 154.802 | |
| 8185 | 2024.06.04 21:23 | modify | 1454 | 1.00 | 154.602 | 154.233 | 154.802 | |
| 8186 | 2024.06.04 21:24 | modify | 1454 | 1.00 | 154.602 | 154.234 | 154.802 | |
| 8187 | 2024.06.04 21:25 | close | 1454 | 1.00 | 154.699 | 154.234 | 154.802 | 9700.00 | 6034809.75 |
| 8188 | 2024.06.04 23:51 | sell | 1455 | 1.00 | 154.854 | 0.000 | 0.000 | |
| 8189 | 2024.06.04 23:51 | modify | 1455 | 1.00 | 154.854 | 155.504 | 154.654 | |
| 8190 | 2024.06.05 01:18 | modify | 1455 | 1.00 | 154.854 | 155.254 | 154.654 | |
| 8191 | 2024.06.05 03:05 | s/l | 1455 | 1.00 | 155.253 | 155.254 | 154.654 | -41965.12 | 5992844.63 |
| 8192 | 2024.06.13 08:11 | sell | 1456 | 1.00 | 157.128 | 0.000 | 0.000 | |
| 8193 | 2024.06.13 08:11 | modify | 1456 | 1.00 | 157.128 | 157.778 | 156.928 | |
| 8194 | 2024.06.13 09:01 | modify | 1456 | 1.00 | 157.128 | 157.525 | 156.928 | |
| 8195 | 2024.06.13 15:19 | close | 1456 | 1.00 | 157.144 | 157.525 | 156.928 | -1600.00 | 5991244.63 |
| 8196 | 2024.06.13 15:30 | buy | 1457 | 1.00 | 157.059 | 0.000 | 0.000 | |
| 8197 | 2024.06.13 15:30 | modify | 1457 | 1.00 | 157.059 | 156.409 | 157.259 | |
| 8198 | 2024.06.13 16:29 | modify | 1457 | 1.00 | 157.059 | 156.684 | 157.259 | |
| 8199 | 2024.06.13 16:31 | modify | 1457 | 1.00 | 157.059 | 156.686 | 157.259 | |
| 8200 | 2024.06.13 16:33 | close | 1457 | 1.00 | 157.168 | 156.686 | 157.259 | 10900.00 | 6002144.63 |
| 8201 | 2024.06.14 12:40 | buy | 1458 | 1.00 | 157.057 | 0.000 | 0.000 | |
| 8202 | 2024.06.14 12:40 | modify | 1458 | 1.00 | 157.057 | 156.407 | 157.257 | |
| 8203 | 2024.06.14 12:50 | modify | 1458 | 1.00 | 157.057 | 156.668 | 157.257 | |
| 8204 | 2024.06.14 12:55 | modify | 1458 | 1.00 | 157.057 | 156.672 | 157.257 | |
| 8205 | 2024.06.14 12:57 | modify | 1458 | 1.00 | 157.057 | 156.686 | 157.257 | |
| 8206 | 2024.06.14 13:06 | modify | 1458 | 1.00 | 157.057 | 156.692 | 157.257 | |
| 8207 | 2024.06.14 14:16 | close | 1458 | 1.00 | 157.168 | 156.692 | 157.257 | 11100.00 | 6013244.63 |
| 8208 | 2024.06.24 17:58 | sell | 1459 | 1.00 | 159.726 | 0.000 | 0.000 | |
| 8209 | 2024.06.24 17:58 | modify | 1459 | 1.00 | 159.726 | 160.376 | 159.526 | |
| 8210 | 2024.06.24 18:03 | modify | 1459 | 1.00 | 159.726 | 160.125 | 159.526 | |
| 8211 | 2024.06.24 18:14 | modify | 1459 | 1.00 | 159.726 | 160.124 | 159.526 | |
| 8212 | 2024.06.24 18:15 | modify | 1459 | 1.00 | 159.726 | 160.096 | 159.526 | |
| 8213 | 2024.06.24 19:08 | modify | 1459 | 1.00 | 159.726 | 160.095 | 159.526 | |
| 8214 | 2024.06.24 21:25 | close | 1459 | 1.00 | 159.650 | 160.095 | 159.526 | 7600.00 | 6020844.63 |
| 8215 | 2024.06.27 02:23 | buy | 1460 | 1.00 | 160.614 | 0.000 | 0.000 | |
| 8216 | 2024.06.27 02:23 | modify | 1460 | 1.00 | 160.614 | 159.964 | 160.814 | |
| 8217 | 2024.06.27 02:42 | modify | 1460 | 1.00 | 160.614 | 160.220 | 160.814 | |
| 8218 | 2024.06.27 02:43 | modify | 1460 | 1.00 | 160.614 | 160.228 | 160.814 | |
| 8219 | 2024.06.27 02:46 | modify | 1460 | 1.00 | 160.614 | 160.229 | 160.814 | |
| 8220 | 2024.06.27 03:59 | modify | 1460 | 1.00 | 160.614 | 160.248 | 160.814 | |
| 8221 | 2024.06.27 04:01 | modify | 1460 | 1.00 | 160.614 | 160.255 | 160.814 | |
| 8222 | 2024.06.27 08:30 | close | 1460 | 1.00 | 160.453 | 160.255 | 160.814 | -16100.00 | 6004744.63 |
| 8223 | 2024.07.12 02:07 | sell | 1461 | 1.00 | 159.352 | 0.000 | 0.000 | |
| 8224 | 2024.07.12 02:07 | modify | 1461 | 1.00 | 159.352 | 160.002 | 159.152 | |
| 8225 | 2024.07.12 02:28 | t/p | 1461 | 1.00 | 159.130 | 160.002 | 159.152 | 22200.00 | 6026944.63 |
| 8226 | 2024.07.16 15:48 | sell | 1462 | 1.00 | 158.765 | 0.000 | 0.000 | |
| 8227 | 2024.07.16 15:48 | modify | 1462 | 1.00 | 158.765 | 159.415 | 158.565 | |
| 8228 | 2024.07.16 16:12 | modify | 1462 | 1.00 | 158.765 | 159.160 | 158.565 | |
| 8229 | 2024.07.16 16:21 | modify | 1462 | 1.00 | 158.765 | 159.125 | 158.565 | |
| 8230 | 2024.07.16 16:22 | modify | 1462 | 1.00 | 158.765 | 159.116 | 158.565 | |
| 8231 | 2024.07.16 16:23 | close | 1462 | 1.00 | 158.650 | 159.116 | 158.565 | 11500.00 | 6038444.63 |
| 8232 | 2024.07.16 20:50 | buy | 1463 | 1.00 | 158.461 | 0.000 | 0.000 | |
| 8233 | 2024.07.16 20:50 | modify | 1463 | 1.00 | 158.461 | 157.811 | 158.661 | |
| 8234 | 2024.07.17 03:15 | close | 1463 | 1.00 | 158.496 | 157.811 | 158.661 | 4555.57 | 6043000.20 |
| 8235 | 2024.07.18 05:01 | sell | 1464 | 1.00 | 156.361 | 0.000 | 0.000 | |
| 8236 | 2024.07.18 05:01 | modify | 1464 | 1.00 | 156.361 | 157.011 | 156.161 | |
| 8237 | 2024.07.18 05:16 | modify | 1464 | 1.00 | 156.361 | 156.749 | 156.161 | |
| 8238 | 2024.07.18 05:26 | modify | 1464 | 1.00 | 156.361 | 156.725 | 156.161 | |
| 8239 | 2024.07.18 05:29 | modify | 1464 | 1.00 | 156.361 | 156.715 | 156.161 | |
| 8240 | 2024.07.18 05:31 | close | 1464 | 1.00 | 156.226 | 156.715 | 156.161 | 13500.00 | 6056500.20 |
| 8241 | 2024.07.18 06:20 | sell | 1465 | 1.00 | 156.485 | 0.000 | 0.000 | |
| 8242 | 2024.07.18 06:20 | modify | 1465 | 1.00 | 156.485 | 157.135 | 156.285 | |
| 8243 | 2024.07.18 06:27 | modify | 1465 | 1.00 | 156.485 | 156.876 | 156.285 | |
| 8244 | 2024.07.18 06:28 | modify | 1465 | 1.00 | 156.485 | 156.868 | 156.285 | |
| 8245 | 2024.07.18 06:29 | modify | 1465 | 1.00 | 156.485 | 156.865 | 156.285 | |
| 8246 | 2024.07.18 06:33 | close | 1465 | 1.00 | 156.383 | 156.865 | 156.285 | 10200.00 | 6066700.20 |
| 8247 | 2024.07.19 02:30 | buy | 1466 | 1.00 | 157.178 | 0.000 | 0.000 | |
| 8248 | 2024.07.19 02:30 | modify | 1466 | 1.00 | 157.178 | 156.528 | 157.378 | |
| 8249 | 2024.07.19 03:12 | modify | 1466 | 1.00 | 157.178 | 156.803 | 157.378 | |
| 8250 | 2024.07.19 03:13 | close | 1466 | 1.00 | 157.301 | 156.803 | 157.378 | 12300.00 | 6079000.20 |