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 |
| 1201 | 2008.03.06 05:40 | modify | 225 | 1.00 | 103.971 | 104.621 | 103.771 | ||
| 1202 | 2008.03.06 06:05 | modify | 225 | 1.00 | 103.971 | 104.361 | 103.771 | ||
| 1203 | 2008.03.06 06:06 | modify | 225 | 1.00 | 103.971 | 104.351 | 103.771 | ||
| 1204 | 2008.03.06 06:07 | modify | 225 | 1.00 | 103.971 | 104.341 | 103.771 | ||
| 1205 | 2008.03.06 06:14 | modify | 225 | 1.00 | 103.971 | 104.331 | 103.771 | ||
| 1206 | 2008.03.06 07:36 | close | 225 | 1.00 | 103.857 | 104.331 | 103.771 | 11400.00 | 1749082.31 |
| 1207 | 2008.03.12 03:57 | buy | 226 | 1.00 | 102.940 | 0.000 | 0.000 | ||
| 1208 | 2008.03.12 03:57 | modify | 226 | 1.00 | 102.940 | 102.290 | 103.140 | ||
| 1209 | 2008.03.12 04:01 | modify | 226 | 1.00 | 102.940 | 102.550 | 103.140 | ||
| 1210 | 2008.03.12 04:02 | modify | 226 | 1.00 | 102.940 | 102.580 | 103.140 | ||
| 1211 | 2008.03.12 04:05 | close | 226 | 1.00 | 103.043 | 102.580 | 103.140 | 10300.00 | 1759382.31 |
| 1212 | 2008.03.13 15:46 | sell | 227 | 1.00 | 100.819 | 0.000 | 0.000 | ||
| 1213 | 2008.03.13 15:46 | modify | 227 | 1.00 | 100.819 | 101.469 | 100.619 | ||
| 1214 | 2008.03.13 15:49 | close | 227 | 1.00 | 100.668 | 101.469 | 100.619 | 15100.00 | 1774482.31 |
| 1215 | 2008.03.13 18:12 | sell | 228 | 1.00 | 100.717 | 0.000 | 0.000 | ||
| 1216 | 2008.03.13 18:12 | modify | 228 | 1.00 | 100.717 | 101.367 | 100.517 | ||
| 1217 | 2008.03.13 18:14 | close | 228 | 1.00 | 100.618 | 101.367 | 100.517 | 9900.00 | 1784382.31 |
| 1218 | 2008.03.19 06:15 | buy | 229 | 1.00 | 99.466 | 0.000 | 0.000 | ||
| 1219 | 2008.03.19 06:15 | modify | 229 | 1.00 | 99.466 | 98.816 | 99.666 | ||
| 1220 | 2008.03.19 06:23 | modify | 229 | 1.00 | 99.466 | 99.080 | 99.666 | ||
| 1221 | 2008.03.19 06:24 | modify | 229 | 1.00 | 99.466 | 99.095 | 99.666 | ||
| 1222 | 2008.03.19 06:25 | close | 229 | 1.00 | 99.584 | 99.095 | 99.666 | 11800.00 | 1796182.31 |
| 1223 | 2008.03.19 07:18 | buy | 230 | 1.00 | 99.208 | 0.000 | 0.000 | ||
| 1224 | 2008.03.19 07:18 | modify | 230 | 1.00 | 99.208 | 98.558 | 99.408 | ||
| 1225 | 2008.03.19 07:20 | modify | 230 | 1.00 | 99.208 | 98.830 | 99.408 | ||
| 1226 | 2008.03.19 07:21 | modify | 230 | 1.00 | 99.208 | 98.850 | 99.408 | ||
| 1227 | 2008.03.19 07:22 | close | 230 | 1.00 | 99.335 | 98.850 | 99.408 | 12700.00 | 1808882.31 |
| 1228 | 2008.03.19 08:18 | buy | 231 | 1.00 | 98.871 | 0.000 | 0.000 | ||
| 1229 | 2008.03.19 08:18 | modify | 231 | 1.00 | 98.871 | 98.221 | 99.071 | ||
| 1230 | 2008.03.19 08:23 | modify | 231 | 1.00 | 98.871 | 98.490 | 99.071 | ||
| 1231 | 2008.03.19 08:24 | modify | 231 | 1.00 | 98.871 | 98.500 | 99.071 | ||
| 1232 | 2008.03.19 08:25 | modify | 231 | 1.00 | 98.871 | 98.510 | 99.071 | ||
| 1233 | 2008.03.19 08:26 | modify | 231 | 1.00 | 98.871 | 98.520 | 99.071 | ||
| 1234 | 2008.03.19 08:40 | close | 231 | 1.00 | 98.995 | 98.520 | 99.071 | 12400.00 | 1821282.31 |
| 1235 | 2008.03.19 16:11 | sell | 232 | 1.00 | 99.518 | 0.000 | 0.000 | ||
| 1236 | 2008.03.19 16:11 | modify | 232 | 1.00 | 99.518 | 100.168 | 99.318 | ||
| 1237 | 2008.03.19 16:37 | close | 232 | 1.00 | 99.418 | 100.168 | 99.318 | 10000.00 | 1831282.31 |
| 1238 | 2008.03.24 14:04 | buy | 233 | 1.00 | 99.752 | 0.000 | 0.000 | ||
| 1239 | 2008.03.24 14:04 | modify | 233 | 1.00 | 99.752 | 99.102 | 99.952 | ||
| 1240 | 2008.03.24 14:17 | modify | 233 | 1.00 | 99.752 | 99.375 | 99.952 | ||
| 1241 | 2008.03.24 14:18 | close | 233 | 1.00 | 99.894 | 99.375 | 99.952 | 14200.00 | 1845482.31 |
| 1242 | 2008.03.25 04:26 | sell | 234 | 1.00 | 100.925 | 0.000 | 0.000 | ||
| 1243 | 2008.03.25 04:26 | modify | 234 | 1.00 | 100.925 | 101.575 | 100.725 | ||
| 1244 | 2008.03.25 04:53 | modify | 234 | 1.00 | 100.925 | 101.321 | 100.725 | ||
| 1245 | 2008.03.25 04:54 | modify | 234 | 1.00 | 100.925 | 101.301 | 100.725 | ||
| 1246 | 2008.03.25 04:57 | modify | 234 | 1.00 | 100.925 | 101.281 | 100.725 | ||
| 1247 | 2008.03.25 04:59 | close | 234 | 1.00 | 100.790 | 101.281 | 100.725 | 13500.00 | 1858982.31 |
| 1248 | 2008.03.26 23:37 | buy | 235 | 1.00 | 99.042 | 0.000 | 0.000 | ||
| 1249 | 2008.03.26 23:37 | modify | 235 | 1.00 | 99.042 | 98.392 | 99.242 | ||
| 1250 | 2008.03.26 23:49 | close | 235 | 1.00 | 99.144 | 98.392 | 99.242 | 10200.00 | 1869182.31 |
| 1251 | 2008.03.28 18:01 | buy | 236 | 1.00 | 99.431 | 0.000 | 0.000 | ||
| 1252 | 2008.03.28 18:01 | modify | 236 | 1.00 | 99.431 | 98.781 | 99.631 | ||
| 1253 | 2008.03.28 18:09 | modify | 236 | 1.00 | 99.431 | 99.045 | 99.631 | ||
| 1254 | 2008.03.28 18:15 | modify | 236 | 1.00 | 99.431 | 99.070 | 99.631 | ||
| 1255 | 2008.03.28 18:16 | close | 236 | 1.00 | 99.544 | 99.070 | 99.631 | 11300.00 | 1880482.31 |
| 1256 | 2008.04.04 02:22 | sell | 237 | 1.00 | 102.412 | 0.000 | 0.000 | ||
| 1257 | 2008.04.04 02:22 | modify | 237 | 1.00 | 102.412 | 103.062 | 102.212 | ||
| 1258 | 2008.04.04 03:11 | modify | 237 | 1.00 | 102.412 | 102.791 | 102.212 | ||
| 1259 | 2008.04.04 03:15 | modify | 237 | 1.00 | 102.412 | 102.781 | 102.212 | ||
| 1260 | 2008.04.04 03:16 | close | 237 | 1.00 | 102.302 | 102.781 | 102.212 | 11000.00 | 1891482.31 |
| 1261 | 2008.04.08 14:31 | sell | 238 | 1.00 | 102.383 | 0.000 | 0.000 | ||
| 1262 | 2008.04.08 14:31 | modify | 238 | 1.00 | 102.383 | 103.033 | 102.183 | ||
| 1263 | 2008.04.08 14:40 | modify | 238 | 1.00 | 102.383 | 102.771 | 102.183 | ||
| 1264 | 2008.04.08 14:41 | modify | 238 | 1.00 | 102.383 | 102.751 | 102.183 | ||
| 1265 | 2008.04.08 14:42 | modify | 238 | 1.00 | 102.383 | 102.741 | 102.183 | ||
| 1266 | 2008.04.08 14:47 | close | 238 | 1.00 | 102.266 | 102.741 | 102.183 | 11700.00 | 1903182.31 |
| 1267 | 2008.04.16 05:41 | buy | 239 | 1.00 | 101.598 | 0.000 | 0.000 | ||
| 1268 | 2008.04.16 05:41 | modify | 239 | 1.00 | 101.598 | 100.948 | 101.798 | ||
| 1269 | 2008.04.16 05:56 | modify | 239 | 1.00 | 101.598 | 101.210 | 101.798 | ||
| 1270 | 2008.04.16 06:00 | modify | 239 | 1.00 | 101.598 | 101.220 | 101.798 | ||
| 1271 | 2008.04.16 06:06 | modify | 239 | 1.00 | 101.598 | 101.230 | 101.798 | ||
| 1272 | 2008.04.16 06:07 | modify | 239 | 1.00 | 101.598 | 101.240 | 101.798 | ||
| 1273 | 2008.04.16 06:10 | close | 239 | 1.00 | 101.720 | 101.240 | 101.798 | 12200.00 | 1915382.31 |
| 1274 | 2008.04.18 05:50 | buy | 240 | 1.00 | 102.388 | 0.000 | 0.000 | ||
| 1275 | 2008.04.18 05:50 | modify | 240 | 1.00 | 102.388 | 101.738 | 102.588 | ||
| 1276 | 2008.04.18 06:13 | modify | 240 | 1.00 | 102.388 | 101.990 | 102.588 | ||
| 1277 | 2008.04.18 06:14 | modify | 240 | 1.00 | 102.388 | 102.000 | 102.588 | ||
| 1278 | 2008.04.18 09:00 | modify | 240 | 1.00 | 102.388 | 102.030 | 102.588 | ||
| 1279 | 2008.04.18 10:41 | close | 240 | 1.00 | 102.500 | 102.030 | 102.588 | 11200.00 | 1926582.31 |
| 1280 | 2008.04.18 21:34 | buy | 241 | 1.00 | 103.864 | 0.000 | 0.000 | ||
| 1281 | 2008.04.18 21:34 | modify | 241 | 1.00 | 103.864 | 103.214 | 104.064 | ||
| 1282 | 2008.04.18 21:44 | modify | 241 | 1.00 | 103.864 | 103.500 | 104.064 | ||
| 1283 | 2008.04.18 21:45 | close | 241 | 1.00 | 103.983 | 103.500 | 104.064 | 11900.00 | 1938482.31 |
| 1284 | 2008.04.25 06:28 | buy | 242 | 1.00 | 104.114 | 0.000 | 0.000 | ||
| 1285 | 2008.04.25 06:28 | modify | 242 | 1.00 | 104.114 | 103.464 | 104.314 | ||
| 1286 | 2008.04.25 06:45 | modify | 242 | 1.00 | 104.114 | 103.730 | 104.314 | ||
| 1287 | 2008.04.25 06:46 | modify | 242 | 1.00 | 104.114 | 103.740 | 104.314 | ||
| 1288 | 2008.04.25 06:50 | modify | 242 | 1.00 | 104.114 | 103.755 | 104.314 | ||
| 1289 | 2008.04.25 06:51 | close | 242 | 1.00 | 104.231 | 103.755 | 104.314 | 11700.00 | 1950182.31 |
| 1290 | 2008.04.29 21:51 | sell | 243 | 1.00 | 103.930 | 0.000 | 0.000 | ||
| 1291 | 2008.04.29 21:51 | modify | 243 | 1.00 | 103.930 | 104.580 | 103.730 | ||
| 1292 | 2008.04.30 01:53 | close | 243 | 1.00 | 103.973 | 104.580 | 103.730 | -5687.15 | 1944495.16 |
| 1293 | 2008.04.30 07:30 | buy | 244 | 1.00 | 103.999 | 0.000 | 0.000 | ||
| 1294 | 2008.04.30 07:30 | modify | 244 | 1.00 | 103.999 | 103.349 | 104.199 | ||
| 1295 | 2008.04.30 10:34 | close | 244 | 1.00 | 104.013 | 103.349 | 104.199 | 1400.00 | 1945895.16 |
| 1296 | 2008.05.12 17:03 | buy | 245 | 1.00 | 103.467 | 0.000 | 0.000 | ||
| 1297 | 2008.05.12 17:03 | modify | 245 | 1.00 | 103.467 | 102.817 | 103.667 | ||
| 1298 | 2008.05.12 17:37 | modify | 245 | 1.00 | 103.467 | 103.075 | 103.667 | ||
| 1299 | 2008.05.12 17:38 | close | 245 | 1.00 | 103.606 | 103.075 | 103.667 | 13900.00 | 1959795.16 |
| 1300 | 2008.05.23 08:55 | buy | 246 | 1.00 | 104.026 | 0.000 | 0.000 | ||
| 1301 | 2008.05.23 08:55 | modify | 246 | 1.00 | 104.026 | 103.376 | 104.226 | ||
| 1302 | 2008.05.23 09:21 | modify | 246 | 1.00 | 104.026 | 103.635 | 104.226 | ||
| 1303 | 2008.05.23 09:23 | modify | 246 | 1.00 | 104.026 | 103.640 | 104.226 | ||
| 1304 | 2008.05.23 09:24 | modify | 246 | 1.00 | 104.026 | 103.650 | 104.226 | ||
| 1305 | 2008.05.23 09:25 | modify | 246 | 1.00 | 104.026 | 103.660 | 104.226 | ||
| 1306 | 2008.05.23 09:26 | modify | 246 | 1.00 | 104.026 | 103.670 | 104.226 | ||
| 1307 | 2008.05.23 09:28 | close | 246 | 1.00 | 104.135 | 103.670 | 104.226 | 10900.00 | 1970695.16 |
| 1308 | 2008.05.30 05:57 | buy | 247 | 1.00 | 105.466 | 0.000 | 0.000 | ||
| 1309 | 2008.05.30 05:57 | modify | 247 | 1.00 | 105.466 | 104.816 | 105.666 | ||
| 1310 | 2008.05.30 11:11 | modify | 247 | 1.00 | 105.466 | 105.105 | 105.666 | ||
| 1311 | 2008.05.30 11:15 | modify | 247 | 1.00 | 105.466 | 105.110 | 105.666 | ||
| 1312 | 2008.05.30 14:08 | close | 247 | 1.00 | 105.547 | 105.110 | 105.666 | 8100.00 | 1978795.16 |
| 1313 | 2008.06.02 22:57 | sell | 248 | 1.00 | 104.590 | 0.000 | 0.000 | ||
| 1314 | 2008.06.02 22:57 | modify | 248 | 1.00 | 104.590 | 105.240 | 104.390 | ||
| 1315 | 2008.06.02 23:27 | modify | 248 | 1.00 | 104.590 | 104.976 | 104.390 | ||
| 1316 | 2008.06.02 23:28 | modify | 248 | 1.00 | 104.590 | 104.971 | 104.390 | ||
| 1317 | 2008.06.02 23:31 | modify | 248 | 1.00 | 104.590 | 104.966 | 104.390 | ||
| 1318 | 2008.06.02 23:34 | modify | 248 | 1.00 | 104.590 | 104.961 | 104.390 | ||
| 1319 | 2008.06.02 23:52 | modify | 248 | 1.00 | 104.590 | 104.946 | 104.390 | ||
| 1320 | 2008.06.02 23:53 | close | 248 | 1.00 | 104.486 | 104.946 | 104.390 | 10400.00 | 1989195.16 |
| 1321 | 2008.06.04 04:21 | sell | 249 | 1.00 | 105.260 | 0.000 | 0.000 | ||
| 1322 | 2008.06.04 04:21 | modify | 249 | 1.00 | 105.260 | 105.910 | 105.060 | ||
| 1323 | 2008.06.04 04:37 | modify | 249 | 1.00 | 105.260 | 105.646 | 105.060 | ||
| 1324 | 2008.06.04 04:38 | modify | 249 | 1.00 | 105.260 | 105.641 | 105.060 | ||
| 1325 | 2008.06.04 04:39 | close | 249 | 1.00 | 105.152 | 105.641 | 105.060 | 10800.00 | 1999995.16 |
| 1326 | 2008.06.04 16:45 | sell | 250 | 1.00 | 105.123 | 0.000 | 0.000 | ||
| 1327 | 2008.06.04 16:45 | modify | 250 | 1.00 | 105.123 | 105.773 | 104.923 | ||
| 1328 | 2008.06.04 17:11 | close | 250 | 1.00 | 105.001 | 105.773 | 104.923 | 12200.00 | 2012195.16 |
| 1329 | 2008.06.05 21:21 | buy | 251 | 1.00 | 105.631 | 0.000 | 0.000 | ||
| 1330 | 2008.06.05 21:21 | modify | 251 | 1.00 | 105.631 | 104.981 | 105.831 | ||
| 1331 | 2008.06.05 21:46 | modify | 251 | 1.00 | 105.631 | 105.250 | 105.831 | ||
| 1332 | 2008.06.05 22:03 | modify | 251 | 1.00 | 105.631 | 105.280 | 105.831 | ||
| 1333 | 2008.06.05 22:07 | close | 251 | 1.00 | 105.753 | 105.280 | 105.831 | 12200.00 | 2024395.16 |
| 1334 | 2008.06.11 07:40 | sell | 252 | 1.00 | 107.501 | 0.000 | 0.000 | ||
| 1335 | 2008.06.11 07:40 | modify | 252 | 1.00 | 107.501 | 108.151 | 107.301 | ||
| 1336 | 2008.06.11 09:58 | close | 252 | 1.00 | 107.485 | 108.151 | 107.301 | 1600.00 | 2025995.16 |
| 1337 | 2008.06.12 03:51 | sell | 253 | 1.00 | 107.025 | 0.000 | 0.000 | ||
| 1338 | 2008.06.12 03:51 | modify | 253 | 1.00 | 107.025 | 107.675 | 106.825 | ||
| 1339 | 2008.06.12 04:00 | modify | 253 | 1.00 | 107.025 | 107.416 | 106.825 | ||
| 1340 | 2008.06.12 04:03 | modify | 253 | 1.00 | 107.025 | 107.411 | 106.825 | ||
| 1341 | 2008.06.12 04:09 | modify | 253 | 1.00 | 107.025 | 107.381 | 106.825 | ||
| 1342 | 2008.06.12 05:00 | s/l | 253 | 1.00 | 107.377 | 107.381 | 106.825 | -35200.00 | 1990795.16 |
| 1343 | 2008.06.27 09:29 | buy | 254 | 1.00 | 106.872 | 0.000 | 0.000 | ||
| 1344 | 2008.06.27 09:29 | modify | 254 | 1.00 | 106.872 | 106.222 | 107.072 | ||
| 1345 | 2008.06.27 09:59 | modify | 254 | 1.00 | 106.872 | 106.490 | 107.072 | ||
| 1346 | 2008.06.27 10:00 | modify | 254 | 1.00 | 106.872 | 106.510 | 107.072 | ||
| 1347 | 2008.06.27 10:16 | close | 254 | 1.00 | 106.999 | 106.510 | 107.072 | 12700.00 | 2003495.16 |
| 1348 | 2008.06.27 20:27 | buy | 255 | 1.00 | 106.033 | 0.000 | 0.000 | ||
| 1349 | 2008.06.27 20:27 | modify | 255 | 1.00 | 106.033 | 105.383 | 106.233 | ||
| 1350 | 2008.06.27 21:13 | modify | 255 | 1.00 | 106.033 | 105.670 | 106.233 | ||