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 |
| 1051 | 2007.11.05 20:46 | modify | 194 | 1.00 | 114.295 | 113.645 | 114.495 | ||
| 1052 | 2007.11.05 21:44 | modify | 194 | 1.00 | 114.295 | 113.900 | 114.495 | ||
| 1053 | 2007.11.05 21:48 | modify | 194 | 1.00 | 114.295 | 113.930 | 114.495 | ||
| 1054 | 2007.11.05 21:51 | modify | 194 | 1.00 | 114.295 | 113.940 | 114.495 | ||
| 1055 | 2007.11.05 22:08 | close | 194 | 1.00 | 114.409 | 113.940 | 114.495 | 11400.00 | 1643882.31 |
| 1056 | 2007.11.14 04:21 | buy | 195 | 1.00 | 110.881 | 0.000 | 0.000 | ||
| 1057 | 2007.11.14 04:21 | modify | 195 | 1.00 | 110.881 | 110.231 | 111.081 | ||
| 1058 | 2007.11.14 04:34 | modify | 195 | 1.00 | 110.881 | 110.510 | 111.081 | ||
| 1059 | 2007.11.14 04:36 | modify | 195 | 1.00 | 110.881 | 110.515 | 111.081 | ||
| 1060 | 2007.11.14 04:40 | close | 195 | 1.00 | 110.981 | 110.515 | 111.081 | 10000.00 | 1653882.31 |
| 1061 | 2007.11.14 08:16 | sell | 196 | 1.00 | 111.262 | 0.000 | 0.000 | ||
| 1062 | 2007.11.14 08:16 | modify | 196 | 1.00 | 111.262 | 111.912 | 111.062 | ||
| 1063 | 2007.11.14 10:18 | close | 196 | 1.00 | 111.193 | 111.912 | 111.062 | 6900.00 | 1660782.31 |
| 1064 | 2007.11.19 05:07 | buy | 197 | 1.00 | 110.614 | 0.000 | 0.000 | ||
| 1065 | 2007.11.19 05:07 | modify | 197 | 1.00 | 110.614 | 109.964 | 110.814 | ||
| 1066 | 2007.11.19 05:56 | modify | 197 | 1.00 | 110.614 | 110.245 | 110.814 | ||
| 1067 | 2007.11.19 06:08 | modify | 197 | 1.00 | 110.614 | 110.250 | 110.814 | ||
| 1068 | 2007.11.19 06:10 | modify | 197 | 1.00 | 110.614 | 110.255 | 110.814 | ||
| 1069 | 2007.11.19 06:11 | modify | 197 | 1.00 | 110.614 | 110.260 | 110.814 | ||
| 1070 | 2007.11.19 06:17 | close | 197 | 1.00 | 110.719 | 110.260 | 110.814 | 10500.00 | 1671282.31 |
| 1071 | 2007.11.27 05:05 | sell | 198 | 1.00 | 107.841 | 0.000 | 0.000 | ||
| 1072 | 2007.11.27 05:05 | modify | 198 | 1.00 | 107.841 | 108.491 | 107.641 | ||
| 1073 | 2007.11.27 05:20 | close | 198 | 1.00 | 108.380 | 108.491 | 107.641 | -53900.00 | 1617382.31 |
| 1074 | 2007.11.27 14:56 | buy | 199 | 1.00 | 107.684 | 0.000 | 0.000 | ||
| 1075 | 2007.11.27 14:56 | modify | 199 | 1.00 | 107.684 | 107.034 | 107.884 | ||
| 1076 | 2007.11.27 15:17 | modify | 199 | 1.00 | 107.684 | 107.315 | 107.884 | ||
| 1077 | 2007.11.27 15:21 | close | 199 | 1.00 | 107.831 | 107.315 | 107.884 | 14700.00 | 1632082.31 |
| 1078 | 2007.12.05 11:35 | buy | 200 | 1.00 | 110.179 | 0.000 | 0.000 | ||
| 1079 | 2007.12.05 11:35 | modify | 200 | 1.00 | 110.179 | 109.529 | 110.379 | ||
| 1080 | 2007.12.05 11:38 | modify | 200 | 1.00 | 110.179 | 109.785 | 110.379 | ||
| 1081 | 2007.12.05 11:42 | modify | 200 | 1.00 | 110.179 | 109.800 | 110.379 | ||
| 1082 | 2007.12.05 11:58 | close | 200 | 1.00 | 110.284 | 109.800 | 110.379 | 10500.00 | 1642582.31 |
| 1083 | 2007.12.05 20:10 | buy | 201 | 1.00 | 110.422 | 0.000 | 0.000 | ||
| 1084 | 2007.12.05 20:10 | modify | 201 | 1.00 | 110.422 | 109.772 | 110.622 | ||
| 1085 | 2007.12.05 20:33 | modify | 201 | 1.00 | 110.422 | 110.025 | 110.622 | ||
| 1086 | 2007.12.05 20:37 | modify | 201 | 1.00 | 110.422 | 110.030 | 110.622 | ||
| 1087 | 2007.12.05 20:38 | modify | 201 | 1.00 | 110.422 | 110.035 | 110.622 | ||
| 1088 | 2007.12.05 20:39 | modify | 201 | 1.00 | 110.422 | 110.040 | 110.622 | ||
| 1089 | 2007.12.05 20:43 | modify | 201 | 1.00 | 110.422 | 110.045 | 110.622 | ||
| 1090 | 2007.12.05 20:44 | modify | 201 | 1.00 | 110.422 | 110.055 | 110.622 | ||
| 1091 | 2007.12.05 20:52 | modify | 201 | 1.00 | 110.422 | 110.065 | 110.622 | ||
| 1092 | 2007.12.05 20:53 | close | 201 | 1.00 | 110.576 | 110.065 | 110.622 | 15400.00 | 1657982.31 |
| 1093 | 2007.12.12 07:28 | sell | 202 | 1.00 | 111.059 | 0.000 | 0.000 | ||
| 1094 | 2007.12.12 07:28 | modify | 202 | 1.00 | 111.059 | 111.709 | 110.859 | ||
| 1095 | 2007.12.12 07:38 | modify | 202 | 1.00 | 111.059 | 111.441 | 110.859 | ||
| 1096 | 2007.12.12 09:32 | modify | 202 | 1.00 | 111.059 | 111.431 | 110.859 | ||
| 1097 | 2007.12.12 11:33 | close | 202 | 1.00 | 111.154 | 111.431 | 110.859 | -9500.00 | 1648482.31 |
| 1098 | 2007.12.13 02:06 | buy | 203 | 1.00 | 111.922 | 0.000 | 0.000 | ||
| 1099 | 2007.12.13 02:06 | modify | 203 | 1.00 | 111.922 | 111.272 | 112.122 | ||
| 1100 | 2007.12.13 03:12 | modify | 203 | 1.00 | 111.922 | 111.535 | 112.122 | ||
| 1101 | 2007.12.13 03:13 | modify | 203 | 1.00 | 111.922 | 111.540 | 112.122 | ||
| 1102 | 2007.12.13 03:14 | modify | 203 | 1.00 | 111.922 | 111.550 | 112.122 | ||
| 1103 | 2007.12.13 03:17 | close | 203 | 1.00 | 112.029 | 111.550 | 112.122 | 10700.00 | 1659182.31 |
| 1104 | 2008.01.04 02:25 | buy | 204 | 1.00 | 109.165 | 0.000 | 0.000 | ||
| 1105 | 2008.01.04 02:25 | modify | 204 | 1.00 | 109.165 | 108.515 | 109.365 | ||
| 1106 | 2008.01.04 02:28 | modify | 204 | 1.00 | 109.165 | 108.780 | 109.365 | ||
| 1107 | 2008.01.04 02:29 | modify | 204 | 1.00 | 109.165 | 108.800 | 109.365 | ||
| 1108 | 2008.01.04 02:30 | close | 204 | 1.00 | 109.281 | 108.800 | 109.365 | 11600.00 | 1670782.31 |
| 1109 | 2008.01.04 07:00 | sell | 205 | 1.00 | 109.370 | 0.000 | 0.000 | ||
| 1110 | 2008.01.04 07:00 | modify | 205 | 1.00 | 109.370 | 110.020 | 109.170 | ||
| 1111 | 2008.01.04 08:52 | close | 205 | 1.00 | 109.320 | 110.020 | 109.170 | 5000.00 | 1675782.31 |
| 1112 | 2008.01.08 16:03 | buy | 206 | 1.00 | 109.161 | 0.000 | 0.000 | ||
| 1113 | 2008.01.08 16:03 | modify | 206 | 1.00 | 109.161 | 108.511 | 109.361 | ||
| 1114 | 2008.01.08 16:26 | modify | 206 | 1.00 | 109.161 | 108.775 | 109.361 | ||
| 1115 | 2008.01.08 16:27 | modify | 206 | 1.00 | 109.161 | 108.800 | 109.361 | ||
| 1116 | 2008.01.08 16:28 | close | 206 | 1.00 | 109.286 | 108.800 | 109.361 | 12500.00 | 1688282.31 |
| 1117 | 2008.01.16 16:09 | sell | 207 | 1.00 | 106.662 | 0.000 | 0.000 | ||
| 1118 | 2008.01.16 16:09 | modify | 207 | 1.00 | 106.662 | 107.312 | 106.462 | ||
| 1119 | 2008.01.16 16:27 | modify | 207 | 1.00 | 106.662 | 107.061 | 106.462 | ||
| 1120 | 2008.01.16 16:28 | modify | 207 | 1.00 | 106.662 | 107.056 | 106.462 | ||
| 1121 | 2008.01.16 17:00 | close | 207 | 1.00 | 106.526 | 107.056 | 106.462 | 13600.00 | 1701882.31 |
| 1122 | 2008.01.17 02:58 | buy | 208 | 1.00 | 107.069 | 0.000 | 0.000 | ||
| 1123 | 2008.01.17 02:58 | modify | 208 | 1.00 | 107.069 | 106.419 | 107.269 | ||
| 1124 | 2008.01.17 03:10 | modify | 208 | 1.00 | 107.069 | 106.690 | 107.269 | ||
| 1125 | 2008.01.17 04:34 | close | 208 | 1.00 | 107.185 | 106.690 | 107.269 | 11600.00 | 1713482.31 |
| 1126 | 2008.01.18 05:56 | sell | 209 | 1.00 | 107.089 | 0.000 | 0.000 | ||
| 1127 | 2008.01.18 05:56 | modify | 209 | 1.00 | 107.089 | 107.739 | 106.889 | ||
| 1128 | 2008.01.18 06:00 | modify | 209 | 1.00 | 107.089 | 107.456 | 106.889 | ||
| 1129 | 2008.01.18 06:03 | close | 209 | 1.00 | 106.981 | 107.456 | 106.889 | 10800.00 | 1724282.31 |
| 1130 | 2008.01.22 03:33 | sell | 210 | 1.00 | 106.099 | 0.000 | 0.000 | ||
| 1131 | 2008.01.22 03:33 | modify | 210 | 1.00 | 106.099 | 106.749 | 105.899 | ||
| 1132 | 2008.01.22 06:24 | close | 210 | 1.00 | 106.061 | 106.749 | 105.899 | 3800.00 | 1728082.31 |
| 1133 | 2008.01.23 05:21 | buy | 211 | 1.00 | 106.626 | 0.000 | 0.000 | ||
| 1134 | 2008.01.23 05:21 | modify | 211 | 1.00 | 106.626 | 105.976 | 106.826 | ||
| 1135 | 2008.01.23 06:42 | close | 211 | 1.00 | 106.089 | 105.976 | 106.826 | -53700.00 | 1674382.31 |
| 1136 | 2008.01.24 13:46 | sell | 212 | 1.00 | 106.663 | 0.000 | 0.000 | ||
| 1137 | 2008.01.24 13:46 | modify | 212 | 1.00 | 106.663 | 107.313 | 106.463 | ||
| 1138 | 2008.01.24 13:56 | modify | 212 | 1.00 | 106.663 | 107.041 | 106.463 | ||
| 1139 | 2008.01.24 14:17 | modify | 212 | 1.00 | 106.663 | 107.021 | 106.463 | ||
| 1140 | 2008.01.24 14:18 | close | 212 | 1.00 | 106.543 | 107.021 | 106.463 | 12000.00 | 1686382.31 |
| 1141 | 2008.01.25 14:09 | buy | 213 | 1.00 | 107.314 | 0.000 | 0.000 | ||
| 1142 | 2008.01.25 14:09 | modify | 213 | 1.00 | 107.314 | 106.664 | 107.514 | ||
| 1143 | 2008.01.25 14:11 | modify | 213 | 1.00 | 107.314 | 106.940 | 107.514 | ||
| 1144 | 2008.01.25 14:23 | modify | 213 | 1.00 | 107.314 | 106.950 | 107.514 | ||
| 1145 | 2008.01.25 14:24 | close | 213 | 1.00 | 107.419 | 106.950 | 107.514 | 10500.00 | 1696882.31 |
| 1146 | 2008.01.25 17:43 | buy | 214 | 1.00 | 107.282 | 0.000 | 0.000 | ||
| 1147 | 2008.01.25 17:43 | modify | 214 | 1.00 | 107.282 | 106.632 | 107.482 | ||
| 1148 | 2008.01.25 17:45 | modify | 214 | 1.00 | 107.282 | 106.900 | 107.482 | ||
| 1149 | 2008.01.25 17:48 | modify | 214 | 1.00 | 107.282 | 106.910 | 107.482 | ||
| 1150 | 2008.01.25 17:50 | close | 214 | 1.00 | 107.398 | 106.910 | 107.482 | 11600.00 | 1708482.31 |
| 1151 | 2008.02.08 09:18 | sell | 215 | 1.00 | 107.656 | 0.000 | 0.000 | ||
| 1152 | 2008.02.08 09:18 | modify | 215 | 1.00 | 107.656 | 108.306 | 107.456 | ||
| 1153 | 2008.02.08 09:34 | modify | 215 | 1.00 | 107.656 | 108.021 | 107.456 | ||
| 1154 | 2008.02.08 09:37 | close | 215 | 1.00 | 107.554 | 108.021 | 107.456 | 10200.00 | 1718682.31 |
| 1155 | 2008.02.11 15:25 | sell | 216 | 1.00 | 107.008 | 0.000 | 0.000 | ||
| 1156 | 2008.02.11 15:25 | modify | 216 | 1.00 | 107.008 | 107.658 | 106.808 | ||
| 1157 | 2008.02.11 15:33 | modify | 216 | 1.00 | 107.008 | 107.391 | 106.808 | ||
| 1158 | 2008.02.11 15:34 | modify | 216 | 1.00 | 107.008 | 107.371 | 106.808 | ||
| 1159 | 2008.02.11 15:35 | modify | 216 | 1.00 | 107.008 | 107.361 | 106.808 | ||
| 1160 | 2008.02.11 15:40 | close | 216 | 1.00 | 106.902 | 107.361 | 106.808 | 10600.00 | 1729282.31 |
| 1161 | 2008.02.14 01:12 | buy | 217 | 1.00 | 108.119 | 0.000 | 0.000 | ||
| 1162 | 2008.02.14 01:12 | modify | 217 | 1.00 | 108.119 | 107.469 | 108.319 | ||
| 1163 | 2008.02.14 01:46 | modify | 217 | 1.00 | 108.119 | 107.725 | 108.319 | ||
| 1164 | 2008.02.14 01:48 | modify | 217 | 1.00 | 108.119 | 107.730 | 108.319 | ||
| 1165 | 2008.02.14 01:49 | modify | 217 | 1.00 | 108.119 | 107.735 | 108.319 | ||
| 1166 | 2008.02.14 01:50 | modify | 217 | 1.00 | 108.119 | 107.755 | 108.319 | ||
| 1167 | 2008.02.14 01:54 | modify | 217 | 1.00 | 108.119 | 107.760 | 108.319 | ||
| 1168 | 2008.02.14 01:55 | close | 217 | 1.00 | 108.257 | 107.760 | 108.319 | 13800.00 | 1743082.31 |
| 1169 | 2008.02.19 20:20 | sell | 218 | 1.00 | 107.751 | 0.000 | 0.000 | ||
| 1170 | 2008.02.19 20:20 | modify | 218 | 1.00 | 107.751 | 108.401 | 107.551 | ||
| 1171 | 2008.02.19 21:38 | modify | 218 | 1.00 | 107.751 | 108.131 | 107.551 | ||
| 1172 | 2008.02.19 21:45 | modify | 218 | 1.00 | 107.751 | 108.111 | 107.551 | ||
| 1173 | 2008.02.19 21:47 | close | 218 | 1.00 | 107.622 | 108.111 | 107.551 | 12900.00 | 1755982.31 |
| 1174 | 2008.02.22 09:35 | buy | 219 | 1.00 | 107.385 | 0.000 | 0.000 | ||
| 1175 | 2008.02.22 09:35 | modify | 219 | 1.00 | 107.385 | 106.735 | 107.585 | ||
| 1176 | 2008.02.22 19:12 | close | 219 | 1.00 | 106.839 | 106.735 | 107.585 | -54600.00 | 1701382.31 |
| 1177 | 2008.02.25 11:31 | sell | 220 | 1.00 | 107.612 | 0.000 | 0.000 | ||
| 1178 | 2008.02.25 11:31 | modify | 220 | 1.00 | 107.612 | 108.262 | 107.412 | ||
| 1179 | 2008.02.25 15:23 | close | 220 | 1.00 | 107.702 | 108.262 | 107.412 | -9000.00 | 1692382.31 |
| 1180 | 2008.02.26 05:41 | buy | 221 | 1.00 | 107.882 | 0.000 | 0.000 | ||
| 1181 | 2008.02.26 05:41 | modify | 221 | 1.00 | 107.882 | 107.232 | 108.082 | ||
| 1182 | 2008.02.26 06:43 | modify | 221 | 1.00 | 107.882 | 107.490 | 108.082 | ||
| 1183 | 2008.02.26 08:40 | modify | 221 | 1.00 | 107.882 | 107.500 | 108.082 | ||
| 1184 | 2008.02.26 08:45 | modify | 221 | 1.00 | 107.882 | 107.525 | 108.082 | ||
| 1185 | 2008.02.26 08:47 | close | 221 | 1.00 | 107.988 | 107.525 | 108.082 | 10600.00 | 1702982.31 |
| 1186 | 2008.02.29 06:50 | sell | 222 | 1.00 | 104.896 | 0.000 | 0.000 | ||
| 1187 | 2008.02.29 06:50 | modify | 222 | 1.00 | 104.896 | 105.546 | 104.696 | ||
| 1188 | 2008.02.29 07:02 | modify | 222 | 1.00 | 104.896 | 105.296 | 104.696 | ||
| 1189 | 2008.02.29 07:25 | modify | 222 | 1.00 | 104.896 | 105.256 | 104.696 | ||
| 1190 | 2008.02.29 07:35 | close | 222 | 1.00 | 104.780 | 105.256 | 104.696 | 11600.00 | 1714582.31 |
| 1191 | 2008.03.04 02:30 | buy | 223 | 1.00 | 103.284 | 0.000 | 0.000 | ||
| 1192 | 2008.03.04 02:30 | modify | 223 | 1.00 | 103.284 | 102.634 | 103.484 | ||
| 1193 | 2008.03.04 03:47 | modify | 223 | 1.00 | 103.284 | 102.890 | 103.484 | ||
| 1194 | 2008.03.04 03:48 | modify | 223 | 1.00 | 103.284 | 102.900 | 103.484 | ||
| 1195 | 2008.03.04 03:50 | close | 223 | 1.00 | 103.385 | 102.900 | 103.484 | 10100.00 | 1724682.31 |
| 1196 | 2008.03.04 08:47 | sell | 224 | 1.00 | 103.491 | 0.000 | 0.000 | ||
| 1197 | 2008.03.04 08:47 | modify | 224 | 1.00 | 103.491 | 104.141 | 103.291 | ||
| 1198 | 2008.03.04 09:01 | modify | 224 | 1.00 | 103.491 | 103.881 | 103.291 | ||
| 1199 | 2008.03.04 09:03 | close | 224 | 1.00 | 103.361 | 103.881 | 103.291 | 13000.00 | 1737682.31 |
| 1200 | 2008.03.06 05:40 | sell | 225 | 1.00 | 103.971 | 0.000 | 0.000 | ||