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 |
| 751 | 2006.11.29 17:08 | modify | 134 | 1.00 | 116.012 | 115.630 | 116.212 | ||
| 752 | 2006.11.29 17:09 | modify | 134 | 1.00 | 116.012 | 115.635 | 116.212 | ||
| 753 | 2006.11.29 17:28 | close | 134 | 1.00 | 116.113 | 115.635 | 116.212 | 10100.00 | 1481055.54 |
| 754 | 2006.12.01 17:01 | buy | 135 | 1.00 | 115.704 | 0.000 | 0.000 | ||
| 755 | 2006.12.01 17:01 | modify | 135 | 1.00 | 115.704 | 115.054 | 115.904 | ||
| 756 | 2006.12.01 17:03 | modify | 135 | 1.00 | 115.704 | 115.308 | 115.904 | ||
| 757 | 2006.12.01 17:04 | close | 135 | 1.00 | 115.807 | 115.308 | 115.904 | 10300.00 | 1491355.54 |
| 758 | 2006.12.01 17:29 | buy | 136 | 1.00 | 115.482 | 0.000 | 0.000 | ||
| 759 | 2006.12.01 17:29 | modify | 136 | 1.00 | 115.482 | 114.832 | 115.682 | ||
| 760 | 2006.12.01 22:00 | close | 136 | 1.00 | 115.330 | 114.832 | 115.682 | -15200.00 | 1476155.54 |
| 761 | 2006.12.04 14:13 | buy | 137 | 1.00 | 115.422 | 0.000 | 0.000 | ||
| 762 | 2006.12.04 14:13 | modify | 137 | 1.00 | 115.422 | 114.772 | 115.622 | ||
| 763 | 2006.12.04 14:36 | modify | 137 | 1.00 | 115.422 | 115.042 | 115.622 | ||
| 764 | 2006.12.04 14:37 | modify | 137 | 1.00 | 115.422 | 115.045 | 115.622 | ||
| 765 | 2006.12.04 14:39 | modify | 137 | 1.00 | 115.422 | 115.053 | 115.622 | ||
| 766 | 2006.12.04 14:40 | close | 137 | 1.00 | 115.532 | 115.053 | 115.622 | 11000.00 | 1487155.54 |
| 767 | 2006.12.04 16:55 | buy | 138 | 1.00 | 115.442 | 0.000 | 0.000 | ||
| 768 | 2006.12.04 16:55 | modify | 138 | 1.00 | 115.442 | 114.792 | 115.642 | ||
| 769 | 2006.12.04 17:05 | modify | 138 | 1.00 | 115.442 | 115.053 | 115.642 | ||
| 770 | 2006.12.04 17:16 | modify | 138 | 1.00 | 115.442 | 115.077 | 115.642 | ||
| 771 | 2006.12.04 17:17 | close | 138 | 1.00 | 115.555 | 115.077 | 115.642 | 11300.00 | 1498455.54 |
| 772 | 2007.01.08 03:15 | buy | 139 | 1.00 | 118.325 | 0.000 | 0.000 | ||
| 773 | 2007.01.08 03:15 | modify | 139 | 1.00 | 118.325 | 117.675 | 118.525 | ||
| 774 | 2007.01.08 05:48 | modify | 139 | 1.00 | 118.325 | 117.972 | 118.525 | ||
| 775 | 2007.01.08 05:49 | close | 139 | 1.00 | 118.429 | 117.972 | 118.525 | 10400.00 | 1508855.54 |
| 776 | 2007.02.16 02:02 | sell | 140 | 1.00 | 119.419 | 0.000 | 0.000 | ||
| 777 | 2007.02.16 02:02 | modify | 140 | 1.00 | 119.419 | 120.069 | 119.219 | ||
| 778 | 2007.02.16 03:33 | modify | 140 | 1.00 | 119.419 | 119.814 | 119.219 | ||
| 779 | 2007.02.16 03:34 | modify | 140 | 1.00 | 119.419 | 119.808 | 119.219 | ||
| 780 | 2007.02.16 03:36 | modify | 140 | 1.00 | 119.419 | 119.801 | 119.219 | ||
| 781 | 2007.02.16 03:37 | modify | 140 | 1.00 | 119.419 | 119.794 | 119.219 | ||
| 782 | 2007.02.16 03:38 | modify | 140 | 1.00 | 119.419 | 119.790 | 119.219 | ||
| 783 | 2007.02.16 03:40 | modify | 140 | 1.00 | 119.419 | 119.783 | 119.219 | ||
| 784 | 2007.02.16 05:04 | modify | 140 | 1.00 | 119.419 | 119.774 | 119.219 | ||
| 785 | 2007.02.16 07:52 | modify | 140 | 1.00 | 119.419 | 119.773 | 119.219 | ||
| 786 | 2007.02.16 08:15 | modify | 140 | 1.00 | 119.419 | 119.771 | 119.219 | ||
| 787 | 2007.02.16 09:02 | close | 140 | 1.00 | 119.311 | 119.771 | 119.219 | 10800.00 | 1519655.54 |
| 788 | 2007.02.26 18:54 | sell | 141 | 1.00 | 120.735 | 0.000 | 0.000 | ||
| 789 | 2007.02.26 18:54 | modify | 141 | 1.00 | 120.735 | 121.385 | 120.535 | ||
| 790 | 2007.02.26 20:21 | modify | 141 | 1.00 | 120.735 | 121.124 | 120.535 | ||
| 791 | 2007.02.26 20:23 | modify | 141 | 1.00 | 120.735 | 121.106 | 120.535 | ||
| 792 | 2007.02.26 20:40 | modify | 141 | 1.00 | 120.735 | 121.091 | 120.535 | ||
| 793 | 2007.02.26 20:52 | modify | 141 | 1.00 | 120.735 | 121.086 | 120.535 | ||
| 794 | 2007.02.26 20:54 | close | 141 | 1.00 | 120.633 | 121.086 | 120.535 | 10200.00 | 1529855.54 |
| 795 | 2007.02.28 02:36 | sell | 142 | 1.00 | 118.415 | 0.000 | 0.000 | ||
| 796 | 2007.02.28 02:36 | modify | 142 | 1.00 | 118.415 | 119.065 | 118.215 | ||
| 797 | 2007.02.28 02:53 | modify | 142 | 1.00 | 118.415 | 118.806 | 118.215 | ||
| 798 | 2007.02.28 07:37 | modify | 142 | 1.00 | 118.415 | 118.779 | 118.215 | ||
| 799 | 2007.02.28 07:38 | modify | 142 | 1.00 | 118.415 | 118.774 | 118.215 | ||
| 800 | 2007.02.28 07:39 | modify | 142 | 1.00 | 118.415 | 118.765 | 118.215 | ||
| 801 | 2007.02.28 07:40 | close | 142 | 1.00 | 118.307 | 118.765 | 118.215 | 10800.00 | 1540655.54 |
| 802 | 2007.02.28 07:41 | buy | 143 | 1.00 | 118.262 | 0.000 | 0.000 | ||
| 803 | 2007.02.28 07:41 | modify | 143 | 1.00 | 118.262 | 117.612 | 118.462 | ||
| 804 | 2007.02.28 08:18 | close | 143 | 1.00 | 118.370 | 117.612 | 118.462 | 10800.00 | 1551455.54 |
| 805 | 2007.03.05 01:05 | buy | 144 | 1.00 | 116.559 | 0.000 | 0.000 | ||
| 806 | 2007.03.05 01:05 | modify | 144 | 1.00 | 116.559 | 115.909 | 116.759 | ||
| 807 | 2007.03.05 01:52 | close | 144 | 1.00 | 115.968 | 115.909 | 116.759 | -59100.00 | 1492355.54 |
| 808 | 2007.03.05 16:46 | sell | 145 | 1.00 | 115.873 | 0.000 | 0.000 | ||
| 809 | 2007.03.05 16:46 | modify | 145 | 1.00 | 115.873 | 116.523 | 115.673 | ||
| 810 | 2007.03.05 17:02 | close | 145 | 1.00 | 115.765 | 116.523 | 115.673 | 10800.00 | 1503155.54 |
| 811 | 2007.03.05 23:18 | buy | 146 | 1.00 | 115.632 | 0.000 | 0.000 | ||
| 812 | 2007.03.05 23:18 | modify | 146 | 1.00 | 115.632 | 114.982 | 115.832 | ||
| 813 | 2007.03.06 01:29 | close | 146 | 1.00 | 115.557 | 114.982 | 115.832 | -6729.85 | 1496425.69 |
| 814 | 2007.03.08 21:37 | buy | 147 | 1.00 | 117.067 | 0.000 | 0.000 | ||
| 815 | 2007.03.08 21:37 | modify | 147 | 1.00 | 117.067 | 116.417 | 117.267 | ||
| 816 | 2007.03.08 21:48 | modify | 147 | 1.00 | 117.067 | 116.703 | 117.267 | ||
| 817 | 2007.03.08 23:57 | modify | 147 | 1.00 | 117.067 | 116.713 | 117.267 | ||
| 818 | 2007.03.09 00:10 | close | 147 | 1.00 | 117.181 | 116.713 | 117.267 | 12180.99 | 1508606.69 |
| 819 | 2007.03.12 03:04 | buy | 148 | 1.00 | 118.145 | 0.000 | 0.000 | ||
| 820 | 2007.03.12 03:04 | modify | 148 | 1.00 | 118.145 | 117.495 | 118.345 | ||
| 821 | 2007.03.12 03:08 | modify | 148 | 1.00 | 118.145 | 117.772 | 118.345 | ||
| 822 | 2007.03.12 03:09 | close | 148 | 1.00 | 118.249 | 117.772 | 118.345 | 10400.00 | 1519006.69 |
| 823 | 2007.03.16 15:42 | sell | 149 | 1.00 | 116.764 | 0.000 | 0.000 | ||
| 824 | 2007.03.16 15:42 | modify | 149 | 1.00 | 116.764 | 117.414 | 116.564 | ||
| 825 | 2007.03.16 15:44 | modify | 149 | 1.00 | 116.764 | 117.154 | 116.564 | ||
| 826 | 2007.03.16 15:45 | modify | 149 | 1.00 | 116.764 | 117.116 | 116.564 | ||
| 827 | 2007.03.16 18:36 | close | 149 | 1.00 | 116.644 | 117.116 | 116.564 | 12000.00 | 1531006.69 |
| 828 | 2007.03.19 23:00 | buy | 150 | 1.00 | 117.415 | 0.000 | 0.000 | ||
| 829 | 2007.03.19 23:00 | modify | 150 | 1.00 | 117.415 | 116.765 | 117.615 | ||
| 830 | 2007.03.19 23:07 | modify | 150 | 1.00 | 117.415 | 117.028 | 117.615 | ||
| 831 | 2007.03.19 23:08 | modify | 150 | 1.00 | 117.415 | 117.030 | 117.615 | ||
| 832 | 2007.03.19 23:09 | modify | 150 | 1.00 | 117.415 | 117.043 | 117.615 | ||
| 833 | 2007.03.19 23:14 | modify | 150 | 1.00 | 117.415 | 117.053 | 117.615 | ||
| 834 | 2007.03.19 23:25 | t/p | 150 | 1.00 | 117.623 | 117.053 | 117.615 | 20800.00 | 1551806.69 |
| 835 | 2007.03.23 19:55 | sell | 151 | 1.00 | 118.017 | 0.000 | 0.000 | ||
| 836 | 2007.03.23 19:55 | modify | 151 | 1.00 | 118.017 | 118.667 | 117.817 | ||
| 837 | 2007.03.23 20:07 | modify | 151 | 1.00 | 118.017 | 118.403 | 117.817 | ||
| 838 | 2007.03.23 20:08 | modify | 151 | 1.00 | 118.017 | 118.400 | 117.817 | ||
| 839 | 2007.03.23 20:15 | modify | 151 | 1.00 | 118.017 | 118.393 | 117.817 | ||
| 840 | 2007.03.23 20:18 | modify | 151 | 1.00 | 118.017 | 118.384 | 117.817 | ||
| 841 | 2007.03.23 20:35 | modify | 151 | 1.00 | 118.017 | 118.373 | 117.817 | ||
| 842 | 2007.03.23 23:00 | close | 151 | 1.00 | 118.066 | 118.373 | 117.817 | -4900.00 | 1546906.69 |
| 843 | 2007.03.30 05:18 | buy | 152 | 1.00 | 117.605 | 0.000 | 0.000 | ||
| 844 | 2007.03.30 05:18 | modify | 152 | 1.00 | 117.605 | 116.955 | 117.805 | ||
| 845 | 2007.03.30 05:48 | modify | 152 | 1.00 | 117.605 | 117.207 | 117.805 | ||
| 846 | 2007.03.30 05:51 | modify | 152 | 1.00 | 117.605 | 117.208 | 117.805 | ||
| 847 | 2007.03.30 05:52 | modify | 152 | 1.00 | 117.605 | 117.214 | 117.805 | ||
| 848 | 2007.03.30 05:53 | modify | 152 | 1.00 | 117.605 | 117.216 | 117.805 | ||
| 849 | 2007.03.30 06:15 | modify | 152 | 1.00 | 117.605 | 117.221 | 117.805 | ||
| 850 | 2007.03.30 06:45 | close | 152 | 1.00 | 117.711 | 117.221 | 117.805 | 10600.00 | 1557506.69 |
| 851 | 2007.03.30 18:15 | buy | 153 | 1.00 | 117.710 | 0.000 | 0.000 | ||
| 852 | 2007.03.30 18:15 | modify | 153 | 1.00 | 117.710 | 117.060 | 117.910 | ||
| 853 | 2007.03.30 18:25 | modify | 153 | 1.00 | 117.710 | 117.315 | 117.910 | ||
| 854 | 2007.03.30 18:47 | s/l | 153 | 1.00 | 117.313 | 117.315 | 117.910 | -39700.00 | 1517806.69 |
| 855 | 2007.04.04 02:20 | buy | 154 | 1.00 | 118.785 | 0.000 | 0.000 | ||
| 856 | 2007.04.04 02:20 | modify | 154 | 1.00 | 118.785 | 118.135 | 118.985 | ||
| 857 | 2007.04.04 02:39 | modify | 154 | 1.00 | 118.785 | 118.400 | 118.985 | ||
| 858 | 2007.04.04 02:40 | close | 154 | 1.00 | 118.933 | 118.400 | 118.985 | 14800.00 | 1532606.69 |
| 859 | 2007.04.13 17:35 | sell | 155 | 1.00 | 118.918 | 0.000 | 0.000 | ||
| 860 | 2007.04.13 17:35 | modify | 155 | 1.00 | 118.918 | 119.568 | 118.718 | ||
| 861 | 2007.04.13 18:18 | s/l | 155 | 1.00 | 119.575 | 119.568 | 118.718 | -65700.00 | 1466906.69 |
| 862 | 2007.04.18 21:15 | sell | 156 | 1.00 | 118.562 | 0.000 | 0.000 | ||
| 863 | 2007.04.18 21:15 | modify | 156 | 1.00 | 118.562 | 119.212 | 118.362 | ||
| 864 | 2007.04.19 00:47 | close | 156 | 1.00 | 118.444 | 119.212 | 118.362 | 7052.76 | 1473959.45 |
| 865 | 2007.04.19 00:47 | buy | 157 | 1.00 | 118.437 | 0.000 | 0.000 | ||
| 866 | 2007.04.19 00:47 | modify | 157 | 1.00 | 118.437 | 117.787 | 118.637 | ||
| 867 | 2007.04.19 01:03 | modify | 157 | 1.00 | 118.437 | 118.040 | 118.637 | ||
| 868 | 2007.04.19 01:04 | modify | 157 | 1.00 | 118.437 | 118.070 | 118.637 | ||
| 869 | 2007.04.19 01:05 | modify | 157 | 1.00 | 118.437 | 118.080 | 118.637 | ||
| 870 | 2007.04.19 02:39 | close | 157 | 1.00 | 118.545 | 118.080 | 118.637 | 10800.00 | 1484759.45 |
| 871 | 2007.06.14 10:12 | sell | 158 | 1.00 | 122.900 | 0.000 | 0.000 | ||
| 872 | 2007.06.14 10:12 | modify | 158 | 1.00 | 122.900 | 123.550 | 122.700 | ||
| 873 | 2007.06.14 17:06 | close | 158 | 1.00 | 122.889 | 123.550 | 122.700 | 1100.00 | 1485859.45 |
| 874 | 2007.06.26 18:55 | sell | 159 | 1.00 | 123.379 | 0.000 | 0.000 | ||
| 875 | 2007.06.26 18:55 | modify | 159 | 1.00 | 123.379 | 124.029 | 123.179 | ||
| 876 | 2007.06.26 20:40 | close | 159 | 1.00 | 123.359 | 124.029 | 123.179 | 2000.00 | 1487859.45 |
| 877 | 2007.06.27 02:11 | buy | 160 | 1.00 | 122.987 | 0.000 | 0.000 | ||
| 878 | 2007.06.27 02:11 | modify | 160 | 1.00 | 122.987 | 122.337 | 123.187 | ||
| 879 | 2007.06.27 03:08 | modify | 160 | 1.00 | 122.987 | 122.590 | 123.187 | ||
| 880 | 2007.06.27 03:09 | modify | 160 | 1.00 | 122.987 | 122.600 | 123.187 | ||
| 881 | 2007.06.27 04:14 | modify | 160 | 1.00 | 122.987 | 122.610 | 123.187 | ||
| 882 | 2007.06.27 04:15 | modify | 160 | 1.00 | 122.987 | 122.630 | 123.187 | ||
| 883 | 2007.06.27 05:11 | close | 160 | 1.00 | 123.100 | 122.630 | 123.187 | 11300.00 | 1499159.45 |
| 884 | 2007.06.28 08:50 | sell | 161 | 1.00 | 123.038 | 0.000 | 0.000 | ||
| 885 | 2007.06.28 08:50 | modify | 161 | 1.00 | 123.038 | 123.688 | 122.838 | ||
| 886 | 2007.06.28 10:03 | modify | 161 | 1.00 | 123.038 | 123.411 | 122.838 | ||
| 887 | 2007.06.28 10:06 | modify | 161 | 1.00 | 123.038 | 123.401 | 122.838 | ||
| 888 | 2007.06.28 10:07 | close | 161 | 1.00 | 122.937 | 123.401 | 122.838 | 10100.00 | 1509259.45 |
| 889 | 2007.07.11 12:28 | sell | 162 | 1.00 | 121.681 | 0.000 | 0.000 | ||
| 890 | 2007.07.11 12:28 | modify | 162 | 1.00 | 121.681 | 122.331 | 121.481 | ||
| 891 | 2007.07.11 12:37 | modify | 162 | 1.00 | 121.681 | 122.081 | 121.481 | ||
| 892 | 2007.07.11 12:41 | modify | 162 | 1.00 | 121.681 | 122.061 | 121.481 | ||
| 893 | 2007.07.11 12:42 | close | 162 | 1.00 | 121.577 | 122.061 | 121.481 | 10400.00 | 1519659.45 |
| 894 | 2007.07.16 06:07 | buy | 163 | 1.00 | 121.978 | 0.000 | 0.000 | ||
| 895 | 2007.07.16 06:07 | modify | 163 | 1.00 | 121.978 | 121.328 | 122.178 | ||
| 896 | 2007.07.16 14:41 | close | 163 | 1.00 | 121.732 | 121.328 | 122.178 | -24600.00 | 1495059.45 |
| 897 | 2007.07.18 00:23 | buy | 164 | 1.00 | 122.243 | 0.000 | 0.000 | ||
| 898 | 2007.07.18 00:23 | modify | 164 | 1.00 | 122.243 | 121.593 | 122.443 | ||
| 899 | 2007.07.18 07:29 | modify | 164 | 1.00 | 122.243 | 121.593 | 121.843 | ||
| 900 | 2007.07.18 07:30 | close | 164 | 1.00 | 121.609 | 121.593 | 121.843 | -63400.00 | 1431659.45 |