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 |
| 8251 | 2024.07.22 18:40 | sell | 1467 | 1.00 | 157.124 | 0.000 | 0.000 | |
| 8252 | 2024.07.22 18:40 | modify | 1467 | 1.00 | 157.124 | 157.774 | 156.924 | |
| 8253 | 2024.07.22 19:18 | modify | 1467 | 1.00 | 157.124 | 157.519 | 156.924 | |
| 8254 | 2024.07.22 19:34 | modify | 1467 | 1.00 | 157.124 | 157.516 | 156.924 | |
| 8255 | 2024.07.22 19:37 | modify | 1467 | 1.00 | 157.124 | 157.514 | 156.924 | |
| 8256 | 2024.07.22 19:38 | modify | 1467 | 1.00 | 157.124 | 157.504 | 156.924 | |
| 8257 | 2024.07.22 19:39 | modify | 1467 | 1.00 | 157.124 | 157.498 | 156.924 | |
| 8258 | 2024.07.22 19:42 | modify | 1467 | 1.00 | 157.124 | 157.492 | 156.924 | |
| 8259 | 2024.07.23 00:00 | close | 1467 | 1.00 | 157.077 | 157.492 | 156.924 | 2606.15 | 6081606.35 |
| 8260 | 2024.07.24 02:37 | sell | 1468 | 1.00 | 155.775 | 0.000 | 0.000 | |
| 8261 | 2024.07.24 02:37 | modify | 1468 | 1.00 | 155.775 | 156.425 | 155.575 | |
| 8262 | 2024.07.24 02:54 | modify | 1468 | 1.00 | 155.775 | 156.154 | 155.575 | |
| 8263 | 2024.07.24 04:10 | close | 1468 | 1.00 | 155.649 | 156.154 | 155.575 | 12600.00 | 6094206.35 |
| 8264 | 2024.07.26 02:08 | buy | 1469 | 1.00 | 153.550 | 0.000 | 0.000 | |
| 8265 | 2024.07.26 02:08 | modify | 1469 | 1.00 | 153.550 | 152.900 | 153.750 | |
| 8266 | 2024.07.26 02:10 | modify | 1469 | 1.00 | 153.550 | 153.160 | 153.750 | |
| 8267 | 2024.07.26 02:11 | modify | 1469 | 1.00 | 153.550 | 153.194 | 153.750 | |
| 8268 | 2024.07.26 02:12 | close | 1469 | 1.00 | 153.657 | 153.194 | 153.750 | 10700.00 | 6104906.35 |
| 8269 | 2024.07.29 02:01 | sell | 1470 | 1.00 | 154.038 | 0.000 | 0.000 | |
| 8270 | 2024.07.29 02:01 | modify | 1470 | 1.00 | 154.038 | 154.688 | 153.838 | |
| 8271 | 2024.07.29 03:52 | modify | 1470 | 1.00 | 154.038 | 154.392 | 153.838 | |
| 8272 | 2024.07.29 03:53 | close | 1470 | 1.00 | 153.910 | 154.392 | 153.838 | 12800.00 | 6117706.35 |
| 8273 | 2024.07.30 16:24 | buy | 1471 | 1.00 | 154.435 | 0.000 | 0.000 | |
| 8274 | 2024.07.30 16:24 | modify | 1471 | 1.00 | 154.435 | 153.785 | 154.635 | |
| 8275 | 2024.07.30 17:01 | modify | 1471 | 1.00 | 154.435 | 154.060 | 154.635 | |
| 8276 | 2024.07.30 17:02 | close | 1471 | 1.00 | 154.552 | 154.060 | 154.635 | 11700.00 | 6129406.35 |
| 8277 | 2024.08.05 02:53 | buy | 1472 | 1.00 | 145.410 | 0.000 | 0.000 | |
| 8278 | 2024.08.05 02:53 | modify | 1472 | 1.00 | 145.410 | 144.760 | 145.610 | |
| 8279 | 2024.08.05 02:55 | close | 1472 | 1.00 | 145.570 | 144.760 | 145.610 | 16000.00 | 6145406.35 |
| 8280 | 2024.08.05 19:05 | sell | 1473 | 1.00 | 144.181 | 0.000 | 0.000 | |
| 8281 | 2024.08.05 19:05 | modify | 1473 | 1.00 | 144.181 | 144.831 | 143.981 | |
| 8282 | 2024.08.05 19:12 | t/p | 1473 | 1.00 | 143.975 | 144.831 | 143.981 | 20600.00 | 6166006.35 |
| 8283 | 2024.08.06 11:10 | buy | 1474 | 1.00 | 144.961 | 0.000 | 0.000 | |
| 8284 | 2024.08.06 11:10 | modify | 1474 | 1.00 | 144.961 | 144.311 | 145.161 | |
| 8285 | 2024.08.06 11:32 | modify | 1474 | 1.00 | 144.961 | 144.577 | 145.161 | |
| 8286 | 2024.08.06 11:33 | modify | 1474 | 1.00 | 144.961 | 144.595 | 145.161 | |
| 8287 | 2024.08.06 11:36 | modify | 1474 | 1.00 | 144.961 | 144.603 | 145.161 | |
| 8288 | 2024.08.06 11:36 | t/p | 1474 | 1.00 | 145.172 | 144.603 | 145.161 | 21100.00 | 6187106.35 |
| 8289 | 2024.08.06 23:00 | buy | 1475 | 1.00 | 144.738 | 0.000 | 0.000 | |
| 8290 | 2024.08.06 23:00 | modify | 1475 | 1.00 | 144.738 | 144.088 | 144.938 | |
| 8291 | 2024.08.06 23:21 | modify | 1475 | 1.00 | 144.738 | 144.359 | 144.938 | |
| 8292 | 2024.08.06 23:49 | s/l | 1475 | 1.00 | 144.353 | 144.359 | 144.938 | -38500.00 | 6148606.35 |
| 8293 | 2024.08.12 18:32 | buy | 1476 | 1.00 | 147.338 | 0.000 | 0.000 | |
| 8294 | 2024.08.12 18:32 | modify | 1476 | 1.00 | 147.338 | 146.688 | 147.538 | |
| 8295 | 2024.08.12 18:34 | modify | 1476 | 1.00 | 147.338 | 146.958 | 147.538 | |
| 8296 | 2024.08.12 18:35 | modify | 1476 | 1.00 | 147.338 | 146.967 | 147.538 | |
| 8297 | 2024.08.12 18:36 | modify | 1476 | 1.00 | 147.338 | 146.979 | 147.538 | |
| 8298 | 2024.08.12 18:37 | close | 1476 | 1.00 | 147.454 | 146.979 | 147.538 | 11600.00 | 6160206.35 |
| 8299 | 2024.08.14 03:06 | sell | 1477 | 1.00 | 147.128 | 0.000 | 0.000 | |
| 8300 | 2024.08.14 03:06 | modify | 1477 | 1.00 | 147.128 | 147.778 | 146.928 | |
| 8301 | 2024.08.14 03:11 | modify | 1477 | 1.00 | 147.128 | 147.520 | 146.928 | |
| 8302 | 2024.08.14 03:12 | modify | 1477 | 1.00 | 147.128 | 147.512 | 146.928 | |
| 8303 | 2024.08.14 03:16 | modify | 1477 | 1.00 | 147.128 | 147.494 | 146.928 | |
| 8304 | 2024.08.14 03:35 | modify | 1477 | 1.00 | 147.128 | 147.484 | 146.928 | |
| 8305 | 2024.08.14 03:36 | close | 1477 | 1.00 | 147.032 | 147.484 | 146.928 | 9600.00 | 6169806.35 |
| 8306 | 2024.08.14 13:55 | buy | 1478 | 1.00 | 146.857 | 0.000 | 0.000 | |
| 8307 | 2024.08.14 13:55 | modify | 1478 | 1.00 | 146.857 | 146.207 | 147.057 | |
| 8308 | 2024.08.14 14:03 | modify | 1478 | 1.00 | 146.857 | 146.461 | 147.057 | |
| 8309 | 2024.08.14 14:04 | modify | 1478 | 1.00 | 146.857 | 146.485 | 147.057 | |
| 8310 | 2024.08.14 14:13 | modify | 1478 | 1.00 | 146.857 | 146.486 | 147.057 | |
| 8311 | 2024.08.14 14:15 | modify | 1478 | 1.00 | 146.857 | 146.503 | 147.057 | |
| 8312 | 2024.08.14 14:16 | modify | 1478 | 1.00 | 146.857 | 146.507 | 147.057 | |
| 8313 | 2024.08.14 14:27 | close | 1478 | 1.00 | 146.962 | 146.507 | 147.057 | 10500.00 | 6180306.35 |
| 8314 | 2024.08.19 02:37 | sell | 1479 | 1.00 | 148.011 | 0.000 | 0.000 | |
| 8315 | 2024.08.19 02:37 | modify | 1479 | 1.00 | 148.011 | 148.661 | 147.811 | |
| 8316 | 2024.08.19 02:48 | modify | 1479 | 1.00 | 148.011 | 148.404 | 147.811 | |
| 8317 | 2024.08.19 02:53 | close | 1479 | 1.00 | 147.908 | 148.404 | 147.811 | 10300.00 | 6190606.35 |
| 8318 | 2024.08.27 02:08 | buy | 1480 | 1.00 | 144.308 | 0.000 | 0.000 | |
| 8319 | 2024.08.27 02:08 | modify | 1480 | 1.00 | 144.308 | 143.658 | 144.508 | |
| 8320 | 2024.08.27 02:28 | modify | 1480 | 1.00 | 144.308 | 143.917 | 144.508 | |
| 8321 | 2024.08.27 02:29 | modify | 1480 | 1.00 | 144.308 | 143.927 | 144.508 | |
| 8322 | 2024.08.27 02:30 | modify | 1480 | 1.00 | 144.308 | 143.928 | 144.508 | |
| 8323 | 2024.08.27 02:31 | modify | 1480 | 1.00 | 144.308 | 143.934 | 144.508 | |
| 8324 | 2024.08.27 02:35 | modify | 1480 | 1.00 | 144.308 | 143.945 | 144.508 | |
| 8325 | 2024.08.27 02:36 | close | 1480 | 1.00 | 144.429 | 143.945 | 144.508 | 12100.00 | 6202706.35 |
| 8326 | 2024.08.28 15:28 | sell | 1481 | 1.00 | 144.659 | 0.000 | 0.000 | |
| 8327 | 2024.08.28 15:28 | modify | 1481 | 1.00 | 144.659 | 145.309 | 144.459 | |
| 8328 | 2024.08.28 17:20 | modify | 1481 | 1.00 | 144.659 | 145.040 | 144.459 | |
| 8329 | 2024.08.28 17:21 | modify | 1481 | 1.00 | 144.659 | 145.020 | 144.459 | |
| 8330 | 2024.08.28 17:35 | close | 1481 | 1.00 | 144.554 | 145.020 | 144.459 | 10500.00 | 6213206.35 |
| 8331 | 2024.09.02 20:00 | buy | 1482 | 1.00 | 146.836 | 0.000 | 0.000 | |
| 8332 | 2024.09.02 20:00 | modify | 1482 | 1.00 | 146.836 | 146.186 | 147.036 | |
| 8333 | 2024.09.02 20:51 | modify | 1482 | 1.00 | 146.836 | 146.436 | 147.036 | |
| 8334 | 2024.09.02 20:52 | modify | 1482 | 1.00 | 146.836 | 146.437 | 147.036 | |
| 8335 | 2024.09.02 20:59 | modify | 1482 | 1.00 | 146.836 | 146.440 | 147.036 | |
| 8336 | 2024.09.02 21:00 | modify | 1482 | 1.00 | 146.836 | 146.441 | 147.036 | |
| 8337 | 2024.09.02 21:36 | modify | 1482 | 1.00 | 146.836 | 146.450 | 147.036 | |
| 8338 | 2024.09.02 21:43 | modify | 1482 | 1.00 | 146.836 | 146.451 | 147.036 | |
| 8339 | 2024.09.02 21:51 | modify | 1482 | 1.00 | 146.836 | 146.452 | 147.036 | |
| 8340 | 2024.09.02 21:56 | modify | 1482 | 1.00 | 146.836 | 146.454 | 147.036 | |
| 8341 | 2024.09.02 23:00 | modify | 1482 | 1.00 | 146.836 | 146.455 | 147.036 | |
| 8342 | 2024.09.02 23:59 | modify | 1482 | 1.00 | 146.836 | 146.456 | 147.036 | |
| 8343 | 2024.09.03 01:50 | modify | 1482 | 1.00 | 146.836 | 146.458 | 147.036 | |
| 8344 | 2024.09.03 01:51 | modify | 1482 | 1.00 | 146.836 | 146.466 | 147.036 | |
| 8345 | 2024.09.03 01:52 | modify | 1482 | 1.00 | 146.836 | 146.467 | 147.036 | |
| 8346 | 2024.09.03 01:54 | modify | 1482 | 1.00 | 146.836 | 146.469 | 147.036 | |
| 8347 | 2024.09.03 01:55 | modify | 1482 | 1.00 | 146.836 | 146.472 | 147.036 | |
| 8348 | 2024.09.03 01:56 | modify | 1482 | 1.00 | 146.836 | 146.473 | 147.036 | |
| 8349 | 2024.09.03 01:57 | modify | 1482 | 1.00 | 146.836 | 146.476 | 147.036 | |
| 8350 | 2024.09.03 01:59 | close | 1482 | 1.00 | 146.962 | 146.476 | 147.036 | 13579.35 | 6226785.69 |
| 8351 | 2024.09.05 17:08 | sell | 1483 | 1.00 | 143.693 | 0.000 | 0.000 | |
| 8352 | 2024.09.05 17:08 | modify | 1483 | 1.00 | 143.693 | 144.343 | 143.493 | |
| 8353 | 2024.09.05 17:09 | modify | 1483 | 1.00 | 143.693 | 144.087 | 143.493 | |
| 8354 | 2024.09.05 17:10 | close | 1483 | 1.00 | 143.591 | 144.087 | 143.493 | 10200.00 | 6236985.69 |
| 8355 | 2024.09.06 14:31 | sell | 1484 | 1.00 | 143.066 | 0.000 | 0.000 | |
| 8356 | 2024.09.06 14:31 | modify | 1484 | 1.00 | 143.066 | 143.716 | 142.866 | |
| 8357 | 2024.09.06 14:33 | modify | 1484 | 1.00 | 143.066 | 143.458 | 142.866 | |
| 8358 | 2024.09.06 15:30 | s/l | 1484 | 1.00 | 143.488 | 143.458 | 142.866 | -42200.00 | 6194785.69 |
| 8359 | 2024.09.12 07:42 | sell | 1485 | 1.00 | 142.812 | 0.000 | 0.000 | |
| 8360 | 2024.09.12 07:42 | modify | 1485 | 1.00 | 142.812 | 143.462 | 142.612 | |
| 8361 | 2024.09.12 08:10 | modify | 1485 | 1.00 | 142.812 | 143.208 | 142.612 | |
| 8362 | 2024.09.12 08:11 | modify | 1485 | 1.00 | 142.812 | 143.164 | 142.612 | |
| 8363 | 2024.09.12 08:12 | modify | 1485 | 1.00 | 142.812 | 143.163 | 142.612 | |
| 8364 | 2024.09.12 08:13 | close | 1485 | 1.00 | 142.713 | 143.163 | 142.612 | 9900.00 | 6204685.69 |
| 8365 | 2024.09.16 12:52 | sell | 1486 | 1.00 | 140.262 | 0.000 | 0.000 | |
| 8366 | 2024.09.16 12:52 | modify | 1486 | 1.00 | 140.262 | 140.912 | 140.062 | |
| 8367 | 2024.09.16 13:00 | modify | 1486 | 1.00 | 140.262 | 140.661 | 140.062 | |
| 8368 | 2024.09.16 13:01 | modify | 1486 | 1.00 | 140.262 | 140.629 | 140.062 | |
| 8369 | 2024.09.16 13:02 | close | 1486 | 1.00 | 140.158 | 140.629 | 140.062 | 10400.00 | 6215085.69 |
| 8370 | 2024.09.18 03:55 | buy | 1487 | 1.00 | 141.584 | 0.000 | 0.000 | |
| 8371 | 2024.09.18 03:55 | modify | 1487 | 1.00 | 141.584 | 140.934 | 141.784 | |
| 8372 | 2024.09.18 03:58 | modify | 1487 | 1.00 | 141.584 | 141.188 | 141.784 | |
| 8373 | 2024.09.18 03:59 | modify | 1487 | 1.00 | 141.584 | 141.217 | 141.784 | |
| 8374 | 2024.09.18 04:02 | modify | 1487 | 1.00 | 141.584 | 141.232 | 141.784 | |
| 8375 | 2024.09.18 04:14 | close | 1487 | 1.00 | 141.691 | 141.232 | 141.784 | 10700.00 | 6225785.69 |
| 8376 | 2024.09.30 02:33 | sell | 1488 | 1.00 | 142.898 | 0.000 | 0.000 | |
| 8377 | 2024.09.30 02:33 | modify | 1488 | 1.00 | 142.898 | 143.548 | 142.698 | |
| 8378 | 2024.09.30 02:36 | modify | 1488 | 1.00 | 142.898 | 143.297 | 142.698 | |
| 8379 | 2024.09.30 02:37 | modify | 1488 | 1.00 | 142.898 | 143.278 | 142.698 | |
| 8380 | 2024.09.30 02:38 | modify | 1488 | 1.00 | 142.898 | 143.266 | 142.698 | |
| 8381 | 2024.09.30 02:39 | close | 1488 | 1.00 | 142.786 | 143.266 | 142.698 | 11200.00 | 6236985.69 |
| 8382 | 2024.10.22 06:26 | sell | 1489 | 1.00 | 150.970 | 0.000 | 0.000 | |
| 8383 | 2024.10.22 06:26 | modify | 1489 | 1.00 | 150.970 | 151.620 | 150.770 | |
| 8384 | 2024.10.22 07:37 | modify | 1489 | 1.00 | 150.970 | 151.336 | 150.770 | |
| 8385 | 2024.10.22 07:38 | close | 1489 | 1.00 | 150.860 | 151.336 | 150.770 | 11000.00 | 6247985.69 |
| 8386 | 2024.10.23 21:05 | buy | 1490 | 1.00 | 152.670 | 0.000 | 0.000 | |
| 8387 | 2024.10.23 21:05 | modify | 1490 | 1.00 | 152.670 | 152.020 | 152.870 | |
| 8388 | 2024.10.23 23:46 | close | 1490 | 1.00 | 152.734 | 152.020 | 152.870 | 6400.00 | 6254385.69 |
| 8389 | 2024.10.28 12:06 | buy | 1491 | 1.00 | 153.075 | 0.000 | 0.000 | |
| 8390 | 2024.10.28 12:06 | modify | 1491 | 1.00 | 153.075 | 152.425 | 153.275 | |
| 8391 | 2024.10.28 12:10 | modify | 1491 | 1.00 | 153.075 | 152.679 | 153.275 | |
| 8392 | 2024.10.28 12:11 | modify | 1491 | 1.00 | 153.075 | 152.702 | 153.275 | |
| 8393 | 2024.10.28 12:13 | modify | 1491 | 1.00 | 153.075 | 152.709 | 153.275 | |
| 8394 | 2024.10.28 13:14 | s/l | 1491 | 1.00 | 152.705 | 152.709 | 153.275 | -37000.00 | 6217385.69 |
| 8395 | 2024.10.29 03:00 | buy | 1492 | 1.00 | 153.148 | 0.000 | 0.000 | |
| 8396 | 2024.10.29 03:00 | modify | 1492 | 1.00 | 153.148 | 152.498 | 153.348 | |
| 8397 | 2024.10.29 03:24 | modify | 1492 | 1.00 | 153.148 | 152.751 | 153.348 | |
| 8398 | 2024.10.29 03:25 | modify | 1492 | 1.00 | 153.148 | 152.775 | 153.348 | |
| 8399 | 2024.10.29 03:27 | modify | 1492 | 1.00 | 153.148 | 152.791 | 153.348 | |
| 8400 | 2024.10.29 06:42 | close | 1492 | 1.00 | 153.142 | 152.791 | 153.348 | -600.00 | 6216785.69 |