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 |
| 901 | 2007.07.23 03:56 | buy | 165 | 1.00 | 121.099 | 0.000 | 0.000 | ||
| 902 | 2007.07.23 03:56 | modify | 165 | 1.00 | 121.099 | 120.449 | 121.299 | ||
| 903 | 2007.07.23 05:33 | close | 165 | 1.00 | 121.056 | 120.449 | 121.299 | -4300.00 | 1427359.45 |
| 904 | 2007.07.23 13:03 | sell | 166 | 1.00 | 121.494 | 0.000 | 0.000 | ||
| 905 | 2007.07.23 13:03 | modify | 166 | 1.00 | 121.494 | 122.144 | 121.294 | ||
| 906 | 2007.07.23 13:05 | modify | 166 | 1.00 | 121.494 | 121.891 | 121.294 | ||
| 907 | 2007.07.23 13:06 | modify | 166 | 1.00 | 121.494 | 121.881 | 121.294 | ||
| 908 | 2007.07.23 13:07 | modify | 166 | 1.00 | 121.494 | 121.871 | 121.294 | ||
| 909 | 2007.07.23 13:08 | close | 166 | 1.00 | 121.395 | 121.871 | 121.294 | 9900.00 | 1437259.45 |
| 910 | 2007.07.24 13:31 | sell | 167 | 1.00 | 120.863 | 0.000 | 0.000 | ||
| 911 | 2007.07.24 13:31 | modify | 167 | 1.00 | 120.863 | 121.513 | 120.663 | ||
| 912 | 2007.07.24 13:34 | modify | 167 | 1.00 | 120.863 | 121.261 | 120.663 | ||
| 913 | 2007.07.24 13:35 | modify | 167 | 1.00 | 120.863 | 121.256 | 120.663 | ||
| 914 | 2007.07.24 14:04 | modify | 167 | 1.00 | 120.863 | 121.251 | 120.663 | ||
| 915 | 2007.07.24 14:05 | close | 167 | 1.00 | 120.758 | 121.251 | 120.663 | 10500.00 | 1447759.45 |
| 916 | 2007.07.25 07:11 | sell | 168 | 1.00 | 120.167 | 0.000 | 0.000 | ||
| 917 | 2007.07.25 07:11 | modify | 168 | 1.00 | 120.167 | 120.817 | 119.967 | ||
| 918 | 2007.07.25 09:28 | modify | 168 | 1.00 | 120.167 | 120.561 | 119.967 | ||
| 919 | 2007.07.25 09:29 | modify | 168 | 1.00 | 120.167 | 120.551 | 119.967 | ||
| 920 | 2007.07.25 09:30 | close | 168 | 1.00 | 120.045 | 120.551 | 119.967 | 12200.00 | 1459959.45 |
| 921 | 2007.07.25 09:30 | buy | 169 | 1.00 | 120.045 | 0.000 | 0.000 | ||
| 922 | 2007.07.25 09:30 | modify | 169 | 1.00 | 120.045 | 119.395 | 120.245 | ||
| 923 | 2007.07.25 09:37 | modify | 169 | 1.00 | 120.045 | 119.660 | 120.245 | ||
| 924 | 2007.07.25 09:40 | modify | 169 | 1.00 | 120.045 | 119.670 | 120.245 | ||
| 925 | 2007.07.25 10:17 | modify | 169 | 1.00 | 120.045 | 119.680 | 120.245 | ||
| 926 | 2007.07.25 10:55 | modify | 169 | 1.00 | 120.045 | 119.685 | 120.245 | ||
| 927 | 2007.07.25 10:56 | modify | 169 | 1.00 | 120.045 | 119.690 | 120.245 | ||
| 928 | 2007.07.25 10:57 | close | 169 | 1.00 | 120.155 | 119.690 | 120.245 | 11000.00 | 1470959.45 |
| 929 | 2007.07.27 05:31 | sell | 170 | 1.00 | 119.227 | 0.000 | 0.000 | ||
| 930 | 2007.07.27 05:31 | modify | 170 | 1.00 | 119.227 | 119.877 | 119.027 | ||
| 931 | 2007.07.27 06:25 | modify | 170 | 1.00 | 119.227 | 119.591 | 119.027 | ||
| 932 | 2007.07.27 06:26 | close | 170 | 1.00 | 119.112 | 119.591 | 119.027 | 11500.00 | 1482459.45 |
| 933 | 2007.07.30 13:40 | buy | 171 | 1.00 | 118.158 | 0.000 | 0.000 | ||
| 934 | 2007.07.30 13:40 | modify | 171 | 1.00 | 118.158 | 117.508 | 118.358 | ||
| 935 | 2007.07.30 13:47 | modify | 171 | 1.00 | 118.158 | 117.775 | 118.358 | ||
| 936 | 2007.07.30 13:59 | modify | 171 | 1.00 | 118.158 | 117.790 | 118.358 | ||
| 937 | 2007.07.30 14:00 | close | 171 | 1.00 | 118.273 | 117.790 | 118.358 | 11500.00 | 1493959.45 |
| 938 | 2007.08.01 14:27 | sell | 172 | 1.00 | 118.483 | 0.000 | 0.000 | ||
| 939 | 2007.08.01 14:27 | modify | 172 | 1.00 | 118.483 | 119.133 | 118.283 | ||
| 940 | 2007.08.01 14:33 | modify | 172 | 1.00 | 118.483 | 118.871 | 118.283 | ||
| 941 | 2007.08.01 14:34 | close | 172 | 1.00 | 118.370 | 118.871 | 118.283 | 11300.00 | 1505259.45 |
| 942 | 2007.08.02 06:37 | buy | 173 | 1.00 | 118.609 | 0.000 | 0.000 | ||
| 943 | 2007.08.02 06:37 | modify | 173 | 1.00 | 118.609 | 117.959 | 118.809 | ||
| 944 | 2007.08.02 08:03 | modify | 173 | 1.00 | 118.609 | 118.210 | 118.809 | ||
| 945 | 2007.08.02 08:07 | modify | 173 | 1.00 | 118.609 | 118.230 | 118.809 | ||
| 946 | 2007.08.02 08:18 | close | 173 | 1.00 | 118.718 | 118.230 | 118.809 | 10900.00 | 1516159.45 |
| 947 | 2007.08.17 16:56 | buy | 174 | 1.00 | 113.907 | 0.000 | 0.000 | ||
| 948 | 2007.08.17 16:56 | modify | 174 | 1.00 | 113.907 | 113.257 | 114.107 | ||
| 949 | 2007.08.17 17:04 | t/p | 174 | 1.00 | 114.123 | 113.257 | 114.107 | 21600.00 | 1537759.45 |
| 950 | 2007.08.24 09:00 | buy | 175 | 1.00 | 115.941 | 0.000 | 0.000 | ||
| 951 | 2007.08.24 09:00 | modify | 175 | 1.00 | 115.941 | 115.291 | 116.141 | ||
| 952 | 2007.08.24 10:32 | modify | 175 | 1.00 | 115.941 | 115.570 | 116.141 | ||
| 953 | 2007.08.24 10:33 | modify | 175 | 1.00 | 115.941 | 115.580 | 116.141 | ||
| 954 | 2007.08.24 10:50 | close | 175 | 1.00 | 116.119 | 115.580 | 116.141 | 17800.00 | 1555559.45 |
| 955 | 2007.08.29 07:00 | sell | 176 | 1.00 | 114.272 | 0.000 | 0.000 | ||
| 956 | 2007.08.29 07:00 | modify | 176 | 1.00 | 114.272 | 114.922 | 114.072 | ||
| 957 | 2007.08.29 08:47 | close | 176 | 1.00 | 114.295 | 114.922 | 114.072 | -2300.00 | 1553259.45 |
| 958 | 2007.08.30 05:21 | sell | 177 | 1.00 | 115.936 | 0.000 | 0.000 | ||
| 959 | 2007.08.30 05:21 | modify | 177 | 1.00 | 115.936 | 116.586 | 115.736 | ||
| 960 | 2007.08.30 05:41 | modify | 177 | 1.00 | 115.936 | 116.331 | 115.736 | ||
| 961 | 2007.08.30 05:48 | modify | 177 | 1.00 | 115.936 | 116.321 | 115.736 | ||
| 962 | 2007.08.30 05:49 | modify | 177 | 1.00 | 115.936 | 116.311 | 115.736 | ||
| 963 | 2007.08.30 05:51 | modify | 177 | 1.00 | 115.936 | 116.301 | 115.736 | ||
| 964 | 2007.08.30 06:06 | modify | 177 | 1.00 | 115.936 | 116.291 | 115.736 | ||
| 965 | 2007.08.30 06:07 | modify | 177 | 1.00 | 115.936 | 116.286 | 115.736 | ||
| 966 | 2007.08.30 06:09 | close | 177 | 1.00 | 115.815 | 116.286 | 115.736 | 12100.00 | 1565359.45 |
| 967 | 2007.08.30 08:04 | buy | 178 | 1.00 | 115.369 | 0.000 | 0.000 | ||
| 968 | 2007.08.30 08:04 | modify | 178 | 1.00 | 115.369 | 114.719 | 115.569 | ||
| 969 | 2007.08.30 08:20 | modify | 178 | 1.00 | 115.369 | 114.990 | 115.569 | ||
| 970 | 2007.08.30 08:22 | modify | 178 | 1.00 | 115.369 | 115.010 | 115.569 | ||
| 971 | 2007.08.30 08:23 | close | 178 | 1.00 | 115.487 | 115.010 | 115.569 | 11800.00 | 1577159.45 |
| 972 | 2007.09.05 06:02 | buy | 179 | 1.00 | 116.005 | 0.000 | 0.000 | ||
| 973 | 2007.09.05 06:02 | modify | 179 | 1.00 | 116.005 | 115.355 | 116.205 | ||
| 974 | 2007.09.05 06:19 | modify | 179 | 1.00 | 116.005 | 115.630 | 116.205 | ||
| 975 | 2007.09.05 09:40 | s/l | 179 | 1.00 | 115.631 | 115.630 | 116.205 | -37400.00 | 1539759.45 |
| 976 | 2007.09.06 05:06 | sell | 180 | 1.00 | 115.380 | 0.000 | 0.000 | ||
| 977 | 2007.09.06 05:06 | modify | 180 | 1.00 | 115.380 | 116.030 | 115.180 | ||
| 978 | 2007.09.06 05:43 | modify | 180 | 1.00 | 115.380 | 115.766 | 115.180 | ||
| 979 | 2007.09.06 08:29 | modify | 180 | 1.00 | 115.380 | 115.761 | 115.180 | ||
| 980 | 2007.09.06 08:30 | close | 180 | 1.00 | 115.264 | 115.761 | 115.180 | 11600.00 | 1551359.45 |
| 981 | 2007.09.14 00:13 | buy | 181 | 1.00 | 114.826 | 0.000 | 0.000 | ||
| 982 | 2007.09.14 00:13 | modify | 181 | 1.00 | 114.826 | 114.176 | 115.026 | ||
| 983 | 2007.09.14 00:15 | modify | 181 | 1.00 | 114.826 | 114.430 | 115.026 | ||
| 984 | 2007.09.14 00:16 | close | 181 | 1.00 | 114.935 | 114.430 | 115.026 | 10900.00 | 1562259.45 |
| 985 | 2007.09.26 20:45 | buy | 182 | 1.00 | 115.400 | 0.000 | 0.000 | ||
| 986 | 2007.09.26 20:45 | modify | 182 | 1.00 | 115.400 | 114.750 | 115.600 | ||
| 987 | 2007.09.26 21:17 | modify | 182 | 1.00 | 115.400 | 115.000 | 115.600 | ||
| 988 | 2007.09.26 21:18 | modify | 182 | 1.00 | 115.400 | 115.010 | 115.600 | ||
| 989 | 2007.09.26 21:25 | close | 182 | 1.00 | 115.505 | 115.010 | 115.600 | 10500.00 | 1572759.45 |
| 990 | 2007.10.01 05:15 | sell | 183 | 1.00 | 115.017 | 0.000 | 0.000 | ||
| 991 | 2007.10.01 05:15 | modify | 183 | 1.00 | 115.017 | 115.667 | 114.817 | ||
| 992 | 2007.10.01 07:20 | modify | 183 | 1.00 | 115.017 | 115.391 | 114.817 | ||
| 993 | 2007.10.01 07:27 | modify | 183 | 1.00 | 115.017 | 115.386 | 114.817 | ||
| 994 | 2007.10.01 07:28 | modify | 183 | 1.00 | 115.017 | 115.371 | 114.817 | ||
| 995 | 2007.10.01 07:43 | close | 183 | 1.00 | 114.914 | 115.371 | 114.817 | 10300.00 | 1583059.45 |
| 996 | 2007.10.01 07:45 | buy | 184 | 1.00 | 114.866 | 0.000 | 0.000 | ||
| 997 | 2007.10.01 07:45 | modify | 184 | 1.00 | 114.866 | 114.216 | 115.066 | ||
| 998 | 2007.10.01 07:54 | modify | 184 | 1.00 | 114.866 | 114.470 | 115.066 | ||
| 999 | 2007.10.01 07:55 | modify | 184 | 1.00 | 114.866 | 114.475 | 115.066 | ||
| 1000 | 2007.10.01 08:15 | modify | 184 | 1.00 | 114.866 | 114.480 | 115.066 | ||
| 1001 | 2007.10.01 08:20 | modify | 184 | 1.00 | 114.866 | 114.485 | 115.066 | ||
| 1002 | 2007.10.01 08:22 | modify | 184 | 1.00 | 114.866 | 114.490 | 115.066 | ||
| 1003 | 2007.10.01 08:23 | modify | 184 | 1.00 | 114.866 | 114.500 | 115.066 | ||
| 1004 | 2007.10.01 08:35 | modify | 184 | 1.00 | 114.866 | 114.510 | 115.066 | ||
| 1005 | 2007.10.01 08:43 | modify | 184 | 1.00 | 114.866 | 114.515 | 115.066 | ||
| 1006 | 2007.10.01 08:47 | close | 184 | 1.00 | 114.975 | 114.515 | 115.066 | 10900.00 | 1593959.45 |
| 1007 | 2007.10.08 19:46 | buy | 185 | 1.00 | 117.238 | 0.000 | 0.000 | ||
| 1008 | 2007.10.08 19:46 | modify | 185 | 1.00 | 117.238 | 116.588 | 117.438 | ||
| 1009 | 2007.10.08 19:51 | modify | 185 | 1.00 | 117.238 | 116.850 | 117.438 | ||
| 1010 | 2007.10.08 19:52 | modify | 185 | 1.00 | 117.238 | 116.875 | 117.438 | ||
| 1011 | 2007.10.08 19:53 | close | 185 | 1.00 | 117.372 | 116.875 | 117.438 | 13400.00 | 1607359.45 |
| 1012 | 2007.10.11 21:17 | buy | 186 | 1.00 | 117.424 | 0.000 | 0.000 | ||
| 1013 | 2007.10.11 21:17 | modify | 186 | 1.00 | 117.424 | 116.774 | 117.624 | ||
| 1014 | 2007.10.12 00:41 | close | 186 | 1.00 | 117.382 | 116.774 | 117.624 | -3418.13 | 1603941.32 |
| 1015 | 2007.10.16 23:54 | sell | 187 | 1.00 | 116.912 | 0.000 | 0.000 | ||
| 1016 | 2007.10.16 23:54 | modify | 187 | 1.00 | 116.912 | 117.562 | 116.712 | ||
| 1017 | 2007.10.17 03:16 | close | 187 | 1.00 | 116.837 | 117.562 | 116.712 | 5940.99 | 1609882.31 |
| 1018 | 2007.10.17 12:24 | sell | 188 | 1.00 | 116.848 | 0.000 | 0.000 | ||
| 1019 | 2007.10.17 12:24 | modify | 188 | 1.00 | 116.848 | 117.498 | 116.648 | ||
| 1020 | 2007.10.17 12:42 | modify | 188 | 1.00 | 116.848 | 117.236 | 116.648 | ||
| 1021 | 2007.10.17 12:44 | modify | 188 | 1.00 | 116.848 | 117.226 | 116.648 | ||
| 1022 | 2007.10.17 12:48 | modify | 188 | 1.00 | 116.848 | 117.221 | 116.648 | ||
| 1023 | 2007.10.17 12:58 | modify | 188 | 1.00 | 116.848 | 117.206 | 116.648 | ||
| 1024 | 2007.10.17 12:59 | modify | 188 | 1.00 | 116.848 | 117.201 | 116.648 | ||
| 1025 | 2007.10.17 14:28 | s/l | 188 | 1.00 | 117.203 | 117.201 | 116.648 | -35500.00 | 1574382.31 |
| 1026 | 2007.10.19 11:01 | sell | 189 | 1.00 | 115.345 | 0.000 | 0.000 | ||
| 1027 | 2007.10.19 11:01 | modify | 189 | 1.00 | 115.345 | 115.995 | 115.145 | ||
| 1028 | 2007.10.19 11:09 | modify | 189 | 1.00 | 115.345 | 115.721 | 115.145 | ||
| 1029 | 2007.10.19 11:11 | modify | 189 | 1.00 | 115.345 | 115.711 | 115.145 | ||
| 1030 | 2007.10.19 11:12 | modify | 189 | 1.00 | 115.345 | 115.696 | 115.145 | ||
| 1031 | 2007.10.19 11:13 | close | 189 | 1.00 | 115.244 | 115.696 | 115.145 | 10100.00 | 1584482.31 |
| 1032 | 2007.10.19 13:15 | sell | 190 | 1.00 | 115.475 | 0.000 | 0.000 | ||
| 1033 | 2007.10.19 13:15 | modify | 190 | 1.00 | 115.475 | 116.125 | 115.275 | ||
| 1034 | 2007.10.19 15:03 | modify | 190 | 1.00 | 115.475 | 115.871 | 115.275 | ||
| 1035 | 2007.10.19 15:05 | close | 190 | 1.00 | 115.383 | 115.871 | 115.275 | 9200.00 | 1593682.31 |
| 1036 | 2007.10.22 06:50 | sell | 191 | 1.00 | 114.144 | 0.000 | 0.000 | ||
| 1037 | 2007.10.22 06:50 | modify | 191 | 1.00 | 114.144 | 114.794 | 113.944 | ||
| 1038 | 2007.10.22 07:01 | modify | 191 | 1.00 | 114.144 | 114.521 | 113.944 | ||
| 1039 | 2007.10.22 08:16 | modify | 191 | 1.00 | 114.144 | 114.501 | 113.944 | ||
| 1040 | 2007.10.22 09:48 | close | 191 | 1.00 | 113.998 | 114.501 | 113.944 | 14600.00 | 1608282.31 |
| 1041 | 2007.10.22 12:00 | buy | 192 | 1.00 | 113.596 | 0.000 | 0.000 | ||
| 1042 | 2007.10.22 12:00 | modify | 192 | 1.00 | 113.596 | 112.946 | 113.796 | ||
| 1043 | 2007.10.22 12:01 | modify | 192 | 1.00 | 113.596 | 113.210 | 113.796 | ||
| 1044 | 2007.10.22 12:04 | close | 192 | 1.00 | 113.726 | 113.210 | 113.796 | 13000.00 | 1621282.31 |
| 1045 | 2007.11.02 07:35 | buy | 193 | 1.00 | 114.702 | 0.000 | 0.000 | ||
| 1046 | 2007.11.02 07:35 | modify | 193 | 1.00 | 114.702 | 114.052 | 114.902 | ||
| 1047 | 2007.11.02 07:49 | modify | 193 | 1.00 | 114.702 | 114.320 | 114.902 | ||
| 1048 | 2007.11.02 11:57 | modify | 193 | 1.00 | 114.702 | 114.340 | 114.902 | ||
| 1049 | 2007.11.02 11:58 | close | 193 | 1.00 | 114.814 | 114.340 | 114.902 | 11200.00 | 1632482.31 |
| 1050 | 2007.11.05 20:46 | buy | 194 | 1.00 | 114.295 | 0.000 | 0.000 | ||