Strategy Tester Report
Distribution_USDJPY_M1_V2
| 通貨ペア | USDJPY-a (USD/JPY) | ||||
| 期間 | 1分足(M1) 2004.01.01 02:00 - 2022.12.30 23:59 (2004.01.01 - 2023.01.01) | ||||
| 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 | Slippage=3; MaxSpread=3; __Logic1__="Game_Point_USDJPY_M1_V3"; MagicNumber1=20081711; Lots1=0.4; __Logic2__="Copernicus_Basic_USDJPY_M1_V2"; MagicNumber2=20081721; Lots2=0.4; __Logic3__="Trend_Friend_USDJPY_M1_V1"; MagicNumber3=20081731; Lots3=0.4; __Logic4__="Trend_Calling_USDJPY_M1_V2"; MagicNumber4=20081741; Lots4=0.4; __Logic5__="Super_Copenator_USDJPY_M1_V2"; MagicNumber5=20081751; Lots5=0.4; | ||||
| テストバー数 | 7067126 | モデルティック数 | 263604512 | 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 | 10000.00 | スプレッド | 変動 | ||
| 純益 | 58574.05 | 総利益 | 338067.28 | 総損失 | -279493.23 |
| プロフィットファクタ | 1.21 | 期待利得 | 5.14 | ||
| 絶対ドローダウン | 191.44 | 最大ドローダウン | 3542.69 (7.87%) | 相対ドローダウン | 16.97% (2779.78) |
| 総取引数 | 11398 | 売りポジション(勝率%） | 5845 (66.76%) | 買いポジション(勝率%） | 5553 (69.08%) |
| 勝率(%) | 7738 (67.89%) | 負率 (%) | 3660 (32.11%) | ||
| 最大 | 勝トレード | 504.87 | 敗トレード | -752.72 | |
| 平均 | 勝トレード | 43.69 | 敗トレード | -76.36 | |
| 最大 | 連勝(金額) | 25 (1494.77) | 連敗(金額) | 12 (-501.75) | |
| 最大 | 連勝(トレード数) | 1494.77 (25) | 連敗(トレード数) | -1461.38 (3) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2004.01.05 18:46 | buy | 1 | 0.40 | 106.111 | 0.000 | 0.000 | ||
| 2 | 2004.01.05 18:46 | modify | 1 | 0.40 | 106.111 | 104.311 | 106.361 | ||
| 3 | 2004.01.05 23:05 | sell | 2 | 0.40 | 106.212 | 0.000 | 0.000 | ||
| 4 | 2004.01.05 23:05 | modify | 2 | 0.40 | 106.212 | 108.012 | 105.962 | ||
| 5 | 2004.01.05 23:51 | close | 1 | 0.40 | 106.255 | 104.311 | 106.361 | 54.21 | 10054.21 |
| 6 | 2004.01.06 08:57 | close | 2 | 0.40 | 106.029 | 108.012 | 105.962 | 69.05 | 10123.26 |
| 7 | 2004.01.09 08:30 | buy | 3 | 0.40 | 107.005 | 0.000 | 0.000 | ||
| 8 | 2004.01.09 08:30 | modify | 3 | 0.40 | 107.005 | 105.105 | 107.205 | ||
| 9 | 2004.01.09 10:43 | buy | 4 | 0.40 | 106.682 | 0.000 | 0.000 | ||
| 10 | 2004.01.09 10:43 | modify | 4 | 0.40 | 106.682 | 105.882 | 106.832 | ||
| 11 | 2004.01.09 10:56 | buy | 5 | 0.40 | 106.687 | 0.000 | 0.000 | ||
| 12 | 2004.01.09 10:56 | modify | 5 | 0.40 | 106.687 | 104.887 | 106.937 | ||
| 13 | 2004.01.09 14:55 | close | 4 | 0.40 | 106.726 | 105.882 | 106.832 | 16.49 | 10139.75 |
| 14 | 2004.01.09 14:57 | close | 3 | 0.40 | 106.781 | 105.105 | 107.205 | -83.90 | 10055.85 |
| 15 | 2004.01.09 14:57 | close | 5 | 0.40 | 106.778 | 104.887 | 106.937 | 34.08 | 10089.93 |
| 16 | 2004.01.09 15:09 | sell | 6 | 0.40 | 106.750 | 0.000 | 0.000 | ||
| 17 | 2004.01.09 15:09 | modify | 6 | 0.40 | 106.750 | 108.550 | 106.500 | ||
| 18 | 2004.01.09 15:15 | sell | 7 | 0.40 | 106.885 | 0.000 | 0.000 | ||
| 19 | 2004.01.09 15:15 | modify | 7 | 0.40 | 106.885 | 107.785 | 106.485 | ||
| 20 | 2004.01.09 15:31 | close | 7 | 0.40 | 106.725 | 107.785 | 106.485 | 59.97 | 10149.90 |
| 21 | 2004.01.09 15:33 | close | 6 | 0.40 | 106.564 | 108.550 | 106.500 | 69.81 | 10219.71 |
| 22 | 2004.01.09 15:44 | sell | 8 | 0.40 | 106.608 | 0.000 | 0.000 | ||
| 23 | 2004.01.09 15:44 | modify | 8 | 0.40 | 106.608 | 108.408 | 106.358 | ||
| 24 | 2004.01.09 16:45 | close | 8 | 0.40 | 106.435 | 108.408 | 106.358 | 65.02 | 10284.73 |
| 25 | 2004.01.09 16:48 | buy | 9 | 0.40 | 106.452 | 0.000 | 0.000 | ||
| 26 | 2004.01.09 16:48 | modify | 9 | 0.40 | 106.452 | 104.652 | 106.702 | ||
| 27 | 2004.01.09 18:18 | close | 9 | 0.40 | 106.541 | 104.652 | 106.702 | 33.41 | 10318.14 |
| 28 | 2004.01.09 23:22 | sell | 10 | 0.40 | 106.569 | 0.000 | 0.000 | ||
| 29 | 2004.01.09 23:22 | modify | 10 | 0.40 | 106.569 | 108.369 | 106.319 | ||
| 30 | 2004.01.12 04:22 | close | 10 | 0.40 | 106.419 | 108.369 | 106.319 | 56.38 | 10374.52 |
| 31 | 2004.01.12 05:11 | sell | 11 | 0.40 | 106.481 | 0.000 | 0.000 | ||
| 32 | 2004.01.12 05:11 | modify | 11 | 0.40 | 106.481 | 107.581 | 105.281 | ||
| 33 | 2004.01.12 15:00 | close | 11 | 0.40 | 106.557 | 107.581 | 105.281 | -28.53 | 10345.99 |
| 34 | 2004.01.16 19:49 | buy | 12 | 0.40 | 106.803 | 0.000 | 0.000 | ||
| 35 | 2004.01.16 19:49 | modify | 12 | 0.40 | 106.803 | 104.903 | 107.003 | ||
| 36 | 2004.01.16 23:46 | buy | 13 | 0.40 | 106.645 | 0.000 | 0.000 | ||
| 37 | 2004.01.16 23:46 | modify | 13 | 0.40 | 106.645 | 104.845 | 106.895 | ||
| 38 | 2004.01.19 08:49 | sell | 14 | 0.40 | 106.610 | 0.000 | 0.000 | ||
| 39 | 2004.01.19 08:49 | modify | 14 | 0.40 | 106.610 | 108.410 | 106.360 | ||
| 40 | 2004.01.19 09:47 | close | 12 | 0.40 | 106.740 | 104.903 | 107.003 | -23.60 | 10322.39 |
| 41 | 2004.01.19 09:58 | close | 13 | 0.40 | 106.837 | 104.845 | 106.895 | 71.89 | 10394.28 |
| 42 | 2004.01.19 12:09 | buy | 15 | 0.40 | 107.078 | 0.000 | 0.000 | ||
| 43 | 2004.01.19 12:09 | modify | 15 | 0.40 | 107.078 | 105.178 | 107.278 | ||
| 44 | 2004.01.19 13:37 | t/p | 15 | 0.40 | 107.276 | 105.178 | 107.278 | 73.82 | 10468.10 |
| 45 | 2004.01.19 15:02 | close | 14 | 0.40 | 107.113 | 108.410 | 106.360 | -187.86 | 10280.24 |
| 46 | 2004.01.19 18:05 | sell | 16 | 0.40 | 107.282 | 0.000 | 0.000 | ||
| 47 | 2004.01.19 18:05 | modify | 16 | 0.40 | 107.282 | 109.082 | 107.032 | ||
| 48 | 2004.01.20 09:56 | close | 16 | 0.40 | 107.135 | 109.082 | 107.032 | 54.89 | 10335.13 |
| 49 | 2004.01.20 12:30 | sell | 17 | 0.40 | 107.475 | 0.000 | 0.000 | ||
| 50 | 2004.01.20 12:30 | modify | 17 | 0.40 | 107.475 | 108.275 | 107.325 | ||
| 51 | 2004.01.20 14:00 | close | 17 | 0.40 | 107.475 | 108.275 | 107.325 | 0.00 | 10335.13 |
| 52 | 2004.01.21 01:59 | sell | 18 | 0.40 | 107.016 | 0.000 | 0.000 | ||
| 53 | 2004.01.21 01:59 | modify | 18 | 0.40 | 107.016 | 108.916 | 106.816 | ||
| 54 | 2004.01.21 10:23 | close | 18 | 0.40 | 106.938 | 108.916 | 106.816 | 29.17 | 10364.30 |
| 55 | 2004.01.21 12:34 | sell | 19 | 0.40 | 106.876 | 0.000 | 0.000 | ||
| 56 | 2004.01.21 12:34 | modify | 19 | 0.40 | 106.876 | 108.776 | 106.676 | ||
| 57 | 2004.01.21 17:47 | close | 19 | 0.40 | 106.736 | 108.776 | 106.676 | 52.47 | 10416.77 |
| 58 | 2004.01.22 13:41 | sell | 20 | 0.40 | 106.501 | 0.000 | 0.000 | ||
| 59 | 2004.01.22 13:41 | modify | 20 | 0.40 | 106.501 | 108.401 | 106.301 | ||
| 60 | 2004.01.22 15:31 | t/p | 20 | 0.40 | 106.305 | 108.401 | 106.301 | 73.77 | 10490.54 |
| 61 | 2004.01.22 20:02 | sell | 21 | 0.40 | 106.143 | 0.000 | 0.000 | ||
| 62 | 2004.01.22 20:02 | modify | 21 | 0.40 | 106.143 | 108.043 | 105.943 | ||
| 63 | 2004.01.23 02:39 | sell | 22 | 0.40 | 106.238 | 0.000 | 0.000 | ||
| 64 | 2004.01.23 02:39 | modify | 22 | 0.40 | 106.238 | 108.038 | 105.988 | ||
| 65 | 2004.01.23 09:20 | close | 22 | 0.40 | 106.097 | 108.038 | 105.988 | 53.17 | 10543.71 |
| 66 | 2004.01.23 10:27 | t/p | 21 | 0.40 | 105.945 | 108.043 | 105.943 | 74.76 | 10618.47 |
| 67 | 2004.01.26 00:11 | buy | 23 | 0.40 | 106.541 | 0.000 | 0.000 | ||
| 68 | 2004.01.26 00:11 | modify | 23 | 0.40 | 106.541 | 104.641 | 106.741 | ||
| 69 | 2004.01.26 01:51 | close | 23 | 0.40 | 106.608 | 104.641 | 106.741 | 25.14 | 10643.61 |
| 70 | 2004.01.26 03:45 | buy | 24 | 0.40 | 106.206 | 0.000 | 0.000 | ||
| 71 | 2004.01.26 03:45 | modify | 24 | 0.40 | 106.206 | 104.406 | 106.456 | ||
| 72 | 2004.01.26 22:04 | close | 24 | 0.40 | 106.398 | 104.406 | 106.456 | 72.18 | 10715.79 |
| 73 | 2004.01.27 19:29 | sell | 25 | 0.40 | 105.699 | 0.000 | 0.000 | ||
| 74 | 2004.01.27 19:29 | modify | 25 | 0.40 | 105.699 | 107.599 | 105.499 | ||
| 75 | 2004.01.28 00:00 | close | 25 | 0.40 | 105.519 | 107.599 | 105.499 | 68.23 | 10784.02 |
| 76 | 2004.01.29 02:04 | buy | 26 | 0.40 | 106.061 | 0.000 | 0.000 | ||
| 77 | 2004.01.29 02:04 | modify | 26 | 0.40 | 106.061 | 104.161 | 106.261 | ||
| 78 | 2004.01.29 03:33 | buy | 27 | 0.40 | 105.904 | 0.000 | 0.000 | ||
| 79 | 2004.01.29 03:33 | modify | 27 | 0.40 | 105.904 | 104.104 | 106.154 | ||
| 80 | 2004.01.29 04:02 | close | 27 | 0.40 | 106.067 | 104.104 | 106.154 | 61.47 | 10845.49 |
| 81 | 2004.01.29 08:45 | buy | 28 | 0.40 | 105.935 | 0.000 | 0.000 | ||
| 82 | 2004.01.29 08:45 | modify | 28 | 0.40 | 105.935 | 104.135 | 106.185 | ||
| 83 | 2004.01.29 12:20 | close | 26 | 0.40 | 106.037 | 104.161 | 106.261 | -9.05 | 10836.44 |
| 84 | 2004.01.29 12:31 | close | 28 | 0.40 | 106.081 | 104.135 | 106.185 | 55.05 | 10891.49 |
| 85 | 2004.02.06 15:46 | buy | 29 | 0.40 | 106.056 | 0.000 | 0.000 | ||
| 86 | 2004.02.06 15:46 | modify | 29 | 0.40 | 106.056 | 104.256 | 106.306 | ||
| 87 | 2004.02.06 23:46 | sell | 30 | 0.40 | 105.693 | 0.000 | 0.000 | ||
| 88 | 2004.02.06 23:46 | modify | 30 | 0.40 | 105.693 | 107.493 | 105.443 | ||
| 89 | 2004.02.06 23:56 | close | 30 | 0.40 | 105.544 | 107.493 | 105.443 | 56.47 | 10947.96 |
| 90 | 2004.02.09 00:15 | sell | 31 | 0.40 | 105.743 | 0.000 | 0.000 | ||
| 91 | 2004.02.09 00:15 | modify | 31 | 0.40 | 105.743 | 107.543 | 105.493 | ||
| 92 | 2004.02.09 07:01 | close | 31 | 0.40 | 105.579 | 107.543 | 105.493 | 62.13 | 11010.09 |
| 93 | 2004.02.13 17:17 | close | 29 | 0.40 | 105.461 | 104.256 | 106.306 | -225.67 | 10784.42 |
| 94 | 2004.02.17 23:01 | sell | 32 | 0.40 | 105.649 | 0.000 | 0.000 | ||
| 95 | 2004.02.17 23:01 | modify | 32 | 0.40 | 105.649 | 106.749 | 104.449 | ||
| 96 | 2004.02.18 06:00 | close | 32 | 0.40 | 105.714 | 106.749 | 104.449 | -24.59 | 10759.83 |
| 97 | 2004.02.18 09:04 | sell | 33 | 0.40 | 105.542 | 0.000 | 0.000 | ||
| 98 | 2004.02.18 09:04 | modify | 33 | 0.40 | 105.542 | 106.642 | 104.342 | ||
| 99 | 2004.02.18 13:00 | close | 33 | 0.40 | 105.693 | 106.642 | 104.342 | -57.15 | 10702.68 |
| 100 | 2004.02.18 21:31 | buy | 34 | 0.40 | 106.619 | 0.000 | 0.000 | ||
| 101 | 2004.02.18 21:31 | modify | 34 | 0.40 | 106.619 | 104.719 | 106.819 | ||
| 102 | 2004.02.18 22:18 | t/p | 34 | 0.40 | 106.818 | 104.719 | 106.819 | 74.51 | 10777.19 |
| 103 | 2004.02.18 23:31 | buy | 35 | 0.40 | 106.699 | 0.000 | 0.000 | ||
| 104 | 2004.02.18 23:31 | modify | 35 | 0.40 | 106.699 | 104.799 | 106.899 | ||
| 105 | 2004.02.19 01:48 | buy | 36 | 0.40 | 106.506 | 0.000 | 0.000 | ||
| 106 | 2004.02.19 01:48 | modify | 36 | 0.40 | 106.506 | 104.706 | 106.756 | ||
| 107 | 2004.02.19 02:00 | buy | 37 | 0.40 | 106.318 | 0.000 | 0.000 | ||
| 108 | 2004.02.19 02:00 | modify | 37 | 0.40 | 106.318 | 105.418 | 106.718 | ||
| 109 | 2004.02.19 02:09 | close | 37 | 0.40 | 106.410 | 105.418 | 106.718 | 34.58 | 10811.77 |
| 110 | 2004.02.19 03:59 | close | 35 | 0.40 | 106.539 | 104.799 | 106.899 | -60.07 | 10751.70 |
| 111 | 2004.02.19 03:59 | close | 36 | 0.40 | 106.539 | 104.706 | 106.756 | 12.39 | 10764.09 |
| 112 | 2004.02.19 07:32 | sell | 38 | 0.40 | 106.648 | 0.000 | 0.000 | ||
| 113 | 2004.02.19 07:32 | modify | 38 | 0.40 | 106.648 | 108.448 | 106.398 | ||
| 114 | 2004.02.19 18:12 | buy | 39 | 0.40 | 107.057 | 0.000 | 0.000 | ||
| 115 | 2004.02.19 18:12 | modify | 39 | 0.40 | 107.057 | 105.157 | 107.257 | ||
| 116 | 2004.02.19 18:13 | close | 38 | 0.40 | 107.016 | 108.448 | 106.398 | -137.55 | 10626.54 |
| 117 | 2004.02.20 02:19 | close | 39 | 0.40 | 106.966 | 105.157 | 107.257 | -34.03 | 10592.51 |
| 118 | 2004.02.20 10:26 | buy | 40 | 0.40 | 107.646 | 0.000 | 0.000 | ||
| 119 | 2004.02.20 10:26 | modify | 40 | 0.40 | 107.646 | 105.746 | 107.846 | ||
| 120 | 2004.02.20 11:40 | close | 40 | 0.40 | 107.813 | 105.746 | 107.846 | 61.96 | 10654.47 |
| 121 | 2004.02.20 11:45 | sell | 41 | 0.40 | 107.805 | 0.000 | 0.000 | ||
| 122 | 2004.02.20 11:45 | modify | 41 | 0.40 | 107.805 | 109.605 | 107.555 | ||
| 123 | 2004.02.20 22:35 | buy | 42 | 0.40 | 109.091 | 0.000 | 0.000 | ||
| 124 | 2004.02.20 22:35 | modify | 42 | 0.40 | 109.091 | 107.191 | 109.291 | ||
| 125 | 2004.02.23 01:41 | close | 41 | 0.40 | 108.739 | 109.605 | 107.555 | -343.61 | 10310.86 |
| 126 | 2004.02.23 01:43 | buy | 43 | 0.40 | 108.687 | 0.000 | 0.000 | ||
| 127 | 2004.02.23 01:43 | modify | 43 | 0.40 | 108.687 | 107.787 | 109.087 | ||
| 128 | 2004.02.23 01:48 | buy | 44 | 0.40 | 108.667 | 0.000 | 0.000 | ||
| 129 | 2004.02.23 01:48 | modify | 44 | 0.40 | 108.667 | 106.867 | 108.917 | ||
| 130 | 2004.02.23 02:05 | close | 43 | 0.40 | 108.792 | 107.787 | 109.087 | 38.60 | 10349.46 |
| 131 | 2004.02.23 02:10 | close | 44 | 0.40 | 108.861 | 106.867 | 108.917 | 71.28 | 10420.74 |
| 132 | 2004.02.23 02:11 | close | 42 | 0.40 | 108.888 | 107.191 | 109.291 | -74.57 | 10346.17 |
| 133 | 2004.02.23 02:31 | sell | 45 | 0.40 | 109.307 | 0.000 | 0.000 | ||
| 134 | 2004.02.23 02:31 | modify | 45 | 0.40 | 109.307 | 111.107 | 109.057 | ||
| 135 | 2004.02.23 03:24 | close | 45 | 0.40 | 109.158 | 111.107 | 109.057 | 54.60 | 10400.77 |
| 136 | 2004.02.23 04:45 | buy | 46 | 0.40 | 108.746 | 0.000 | 0.000 | ||
| 137 | 2004.02.23 04:45 | modify | 46 | 0.40 | 108.746 | 106.946 | 108.996 | ||
| 138 | 2004.02.23 11:59 | sell | 47 | 0.40 | 108.278 | 0.000 | 0.000 | ||
| 139 | 2004.02.23 11:59 | modify | 47 | 0.40 | 108.278 | 110.178 | 108.078 | ||
| 140 | 2004.02.23 12:00 | close | 46 | 0.40 | 108.327 | 106.946 | 108.996 | -154.71 | 10246.06 |
| 141 | 2004.02.23 14:38 | close | 47 | 0.40 | 108.243 | 110.178 | 108.078 | 12.93 | 10258.99 |
| 142 | 2004.02.23 15:06 | buy | 48 | 0.40 | 108.221 | 0.000 | 0.000 | ||
| 143 | 2004.02.23 15:06 | modify | 48 | 0.40 | 108.221 | 106.421 | 108.471 | ||
| 144 | 2004.02.23 15:21 | close | 48 | 0.40 | 108.353 | 106.421 | 108.471 | 48.72 | 10307.71 |
| 145 | 2004.02.23 18:15 | buy | 49 | 0.40 | 108.160 | 0.000 | 0.000 | ||
| 146 | 2004.02.23 18:15 | modify | 49 | 0.40 | 108.160 | 106.360 | 108.410 | ||
| 147 | 2004.02.23 20:00 | close | 49 | 0.40 | 108.309 | 106.360 | 108.410 | 55.03 | 10362.74 |
| 148 | 2004.02.25 19:17 | sell | 50 | 0.40 | 108.994 | 0.000 | 0.000 | ||
| 149 | 2004.02.25 19:17 | modify | 50 | 0.40 | 108.994 | 110.794 | 108.744 | ||
| 150 | 2004.02.25 21:23 | buy | 51 | 0.40 | 108.970 | 0.000 | 0.000 | ||
1ページ目次へ