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 | |
| # | 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 |
| 151 | 2004.02.25 21:23 | modify | 51 | 0.40 | 108.970 | 107.070 | 109.170 | ||
| 152 | 2004.02.25 21:23 | close | 50 | 0.40 | 108.977 | 110.794 | 108.744 | 6.24 | 10368.98 |
| 153 | 2004.02.26 00:19 | buy | 52 | 0.40 | 108.937 | 0.000 | 0.000 | ||
| 154 | 2004.02.26 00:19 | modify | 52 | 0.40 | 108.937 | 107.137 | 109.187 | ||
| 155 | 2004.02.26 01:59 | close | 51 | 0.40 | 108.962 | 107.070 | 109.170 | -2.94 | 10366.04 |
| 156 | 2004.02.26 02:13 | close | 52 | 0.40 | 109.083 | 107.137 | 109.187 | 53.54 | 10419.58 |
| 157 | 2004.02.26 02:18 | sell | 53 | 0.40 | 109.112 | 0.000 | 0.000 | ||
| 158 | 2004.02.26 02:18 | modify | 53 | 0.40 | 109.112 | 110.912 | 108.862 | ||
| 159 | 2004.02.26 03:18 | close | 53 | 0.40 | 108.946 | 110.912 | 108.862 | 60.95 | 10480.53 |
| 160 | 2004.02.26 15:30 | buy | 54 | 0.40 | 109.441 | 0.000 | 0.000 | ||
| 161 | 2004.02.26 15:30 | modify | 54 | 0.40 | 109.441 | 107.641 | 109.691 | ||
| 162 | 2004.02.26 15:32 | close | 54 | 0.40 | 109.614 | 107.641 | 109.691 | 63.13 | 10543.66 |
| 163 | 2004.02.27 01:34 | buy | 55 | 0.40 | 109.506 | 0.000 | 0.000 | ||
| 164 | 2004.02.27 01:34 | modify | 55 | 0.40 | 109.506 | 107.706 | 109.756 | ||
| 165 | 2004.02.27 02:27 | close | 55 | 0.40 | 109.655 | 107.706 | 109.756 | 54.35 | 10598.01 |
| 166 | 2004.02.27 10:05 | sell | 56 | 0.40 | 109.123 | 0.000 | 0.000 | ||
| 167 | 2004.02.27 10:05 | modify | 56 | 0.40 | 109.123 | 111.023 | 108.923 | ||
| 168 | 2004.02.27 11:28 | t/p | 56 | 0.40 | 108.929 | 111.023 | 108.923 | 71.24 | 10669.25 |
| 169 | 2004.02.27 15:00 | sell | 57 | 0.40 | 109.257 | 0.000 | 0.000 | ||
| 170 | 2004.02.27 15:00 | modify | 57 | 0.40 | 109.257 | 111.057 | 109.007 | ||
| 171 | 2004.02.27 16:06 | close | 57 | 0.40 | 109.085 | 111.057 | 109.007 | 63.07 | 10732.32 |
| 172 | 2004.03.02 17:41 | sell | 58 | 0.40 | 109.796 | 0.000 | 0.000 | ||
| 173 | 2004.03.02 17:41 | modify | 58 | 0.40 | 109.796 | 111.596 | 109.546 | ||
| 174 | 2004.03.03 14:43 | buy | 59 | 0.40 | 110.268 | 0.000 | 0.000 | ||
| 175 | 2004.03.03 14:43 | modify | 59 | 0.40 | 110.268 | 108.368 | 110.468 | ||
| 176 | 2004.03.03 14:43 | close | 58 | 0.40 | 110.270 | 111.596 | 109.546 | -171.95 | 10560.37 |
| 177 | 2004.03.03 18:12 | close | 59 | 0.40 | 110.216 | 108.368 | 110.468 | -18.87 | 10541.50 |
| 178 | 2004.03.04 20:06 | sell | 60 | 0.40 | 110.809 | 0.000 | 0.000 | ||
| 179 | 2004.03.04 20:06 | modify | 60 | 0.40 | 110.809 | 112.609 | 110.559 | ||
| 180 | 2004.03.05 07:58 | close | 60 | 0.40 | 111.180 | 112.609 | 110.559 | -133.49 | 10408.01 |
| 181 | 2004.03.05 08:02 | buy | 61 | 0.40 | 111.155 | 0.000 | 0.000 | ||
| 182 | 2004.03.05 08:02 | modify | 61 | 0.40 | 111.155 | 110.255 | 111.555 | ||
| 183 | 2004.03.05 08:12 | buy | 62 | 0.40 | 111.177 | 0.000 | 0.000 | ||
| 184 | 2004.03.05 08:12 | modify | 62 | 0.40 | 111.177 | 109.377 | 111.427 | ||
| 185 | 2004.03.05 08:56 | close | 61 | 0.40 | 111.256 | 110.255 | 111.555 | 36.31 | 10444.32 |
| 186 | 2004.03.05 18:19 | close | 62 | 0.40 | 111.220 | 109.377 | 111.427 | 15.46 | 10459.78 |
| 187 | 2004.03.05 20:21 | buy | 63 | 0.40 | 111.519 | 0.000 | 0.000 | ||
| 188 | 2004.03.05 20:21 | modify | 63 | 0.40 | 111.519 | 109.619 | 111.719 | ||
| 189 | 2004.03.05 20:24 | buy | 64 | 0.40 | 111.522 | 0.000 | 0.000 | ||
| 190 | 2004.03.05 20:24 | modify | 64 | 0.40 | 111.522 | 110.422 | 112.722 | ||
| 191 | 2004.03.05 20:52 | t/p | 63 | 0.40 | 111.711 | 109.619 | 111.719 | 68.73 | 10528.51 |
| 192 | 2004.03.08 09:00 | close | 64 | 0.40 | 112.064 | 110.422 | 112.722 | 193.46 | 10721.97 |
| 193 | 2004.03.08 10:14 | sell | 65 | 0.40 | 112.127 | 0.000 | 0.000 | ||
| 194 | 2004.03.08 10:14 | modify | 65 | 0.40 | 112.127 | 113.927 | 111.877 | ||
| 195 | 2004.03.08 20:37 | t/p | 65 | 0.40 | 111.877 | 113.927 | 111.877 | 89.50 | 10811.47 |
| 196 | 2004.03.09 00:38 | sell | 66 | 0.40 | 111.267 | 0.000 | 0.000 | ||
| 197 | 2004.03.09 00:38 | modify | 66 | 0.40 | 111.267 | 113.167 | 111.067 | ||
| 198 | 2004.03.09 02:18 | sell | 67 | 0.40 | 111.338 | 0.000 | 0.000 | ||
| 199 | 2004.03.09 02:18 | modify | 67 | 0.40 | 111.338 | 113.138 | 111.088 | ||
| 200 | 2004.03.09 02:52 | close | 66 | 0.40 | 111.251 | 113.167 | 111.067 | 5.75 | 10817.22 |
| 201 | 2004.03.09 03:52 | close | 67 | 0.40 | 111.167 | 113.138 | 111.088 | 61.53 | 10878.75 |
| 202 | 2004.03.09 04:00 | buy | 68 | 0.40 | 111.156 | 0.000 | 0.000 | ||
| 203 | 2004.03.09 04:00 | modify | 68 | 0.40 | 111.156 | 109.356 | 111.406 | ||
| 204 | 2004.03.09 07:05 | sell | 69 | 0.40 | 111.182 | 0.000 | 0.000 | ||
| 205 | 2004.03.09 07:05 | modify | 69 | 0.40 | 111.182 | 112.982 | 110.932 | ||
| 206 | 2004.03.09 08:56 | close | 68 | 0.40 | 111.314 | 109.356 | 111.406 | 56.77 | 10935.52 |
| 207 | 2004.03.09 19:59 | t/p | 69 | 0.40 | 110.937 | 112.982 | 110.932 | 88.41 | 11023.93 |
| 208 | 2004.03.10 15:44 | sell | 70 | 0.40 | 111.048 | 0.000 | 0.000 | ||
| 209 | 2004.03.10 15:44 | modify | 70 | 0.40 | 111.048 | 112.948 | 110.848 | ||
| 210 | 2004.03.10 15:45 | sell | 71 | 0.40 | 111.105 | 0.000 | 0.000 | ||
| 211 | 2004.03.10 15:45 | modify | 71 | 0.40 | 111.105 | 111.905 | 110.955 | ||
| 212 | 2004.03.10 15:58 | close | 71 | 0.40 | 111.002 | 111.905 | 110.955 | 37.12 | 11061.05 |
| 213 | 2004.03.10 16:41 | t/p | 70 | 0.40 | 110.853 | 112.948 | 110.848 | 70.39 | 11131.44 |
| 214 | 2004.03.10 23:55 | sell | 72 | 0.40 | 110.931 | 0.000 | 0.000 | ||
| 215 | 2004.03.10 23:55 | modify | 72 | 0.40 | 110.931 | 111.831 | 110.531 | ||
| 216 | 2004.03.11 02:34 | close | 72 | 0.40 | 110.831 | 111.831 | 110.531 | 36.09 | 11167.53 |
| 217 | 2004.03.11 08:12 | sell | 73 | 0.40 | 110.637 | 0.000 | 0.000 | ||
| 218 | 2004.03.11 08:12 | modify | 73 | 0.40 | 110.637 | 112.537 | 110.437 | ||
| 219 | 2004.03.11 13:28 | close | 73 | 0.40 | 110.569 | 112.537 | 110.437 | 24.60 | 11192.13 |
| 220 | 2004.03.12 10:49 | buy | 74 | 0.40 | 111.254 | 0.000 | 0.000 | ||
| 221 | 2004.03.12 10:49 | modify | 74 | 0.40 | 111.254 | 109.354 | 111.454 | ||
| 222 | 2004.03.12 13:07 | close | 74 | 0.40 | 111.295 | 109.354 | 111.454 | 14.74 | 11206.87 |
| 223 | 2004.03.15 20:35 | sell | 75 | 0.40 | 110.562 | 0.000 | 0.000 | ||
| 224 | 2004.03.15 20:35 | modify | 75 | 0.40 | 110.562 | 112.462 | 110.362 | ||
| 225 | 2004.03.15 20:56 | t/p | 75 | 0.40 | 110.367 | 112.462 | 110.362 | 70.68 | 11277.55 |
| 226 | 2004.03.16 02:38 | buy | 76 | 0.40 | 110.180 | 0.000 | 0.000 | ||
| 227 | 2004.03.16 02:38 | modify | 76 | 0.40 | 110.180 | 108.380 | 110.430 | ||
| 228 | 2004.03.16 12:36 | sell | 77 | 0.40 | 109.214 | 0.000 | 0.000 | ||
| 229 | 2004.03.16 12:36 | modify | 77 | 0.40 | 109.214 | 110.314 | 108.014 | ||
| 230 | 2004.03.16 14:44 | sell | 78 | 0.40 | 109.395 | 0.000 | 0.000 | ||
| 231 | 2004.03.16 14:44 | modify | 78 | 0.40 | 109.395 | 111.295 | 109.195 | ||
| 232 | 2004.03.16 14:54 | close | 76 | 0.40 | 109.488 | 108.380 | 110.430 | -252.80 | 11024.75 |
| 233 | 2004.03.16 16:00 | close | 78 | 0.40 | 109.313 | 111.295 | 109.195 | 30.01 | 11054.76 |
| 234 | 2004.03.16 17:08 | buy | 79 | 0.40 | 109.102 | 0.000 | 0.000 | ||
| 235 | 2004.03.16 17:08 | modify | 79 | 0.40 | 109.102 | 107.302 | 109.352 | ||
| 236 | 2004.03.16 17:25 | close | 79 | 0.40 | 109.271 | 107.302 | 109.352 | 61.86 | 11116.62 |
| 237 | 2004.03.16 17:28 | buy | 80 | 0.40 | 109.155 | 0.000 | 0.000 | ||
| 238 | 2004.03.16 17:28 | modify | 80 | 0.40 | 109.155 | 107.355 | 109.405 | ||
| 239 | 2004.03.16 23:19 | close | 80 | 0.40 | 108.934 | 107.355 | 109.405 | -81.14 | 11035.48 |
| 240 | 2004.03.17 07:47 | close | 77 | 0.40 | 108.312 | 110.314 | 108.014 | 333.12 | 11368.60 |
| 241 | 2004.03.17 12:29 | sell | 81 | 0.40 | 108.321 | 0.000 | 0.000 | ||
| 242 | 2004.03.17 12:29 | modify | 81 | 0.40 | 108.321 | 110.121 | 108.071 | ||
| 243 | 2004.03.17 15:33 | close | 81 | 0.40 | 108.179 | 110.121 | 108.071 | 52.51 | 11421.11 |
| 244 | 2004.03.17 16:45 | buy | 82 | 0.40 | 108.099 | 0.000 | 0.000 | ||
| 245 | 2004.03.17 16:45 | modify | 82 | 0.40 | 108.099 | 106.299 | 108.349 | ||
| 246 | 2004.03.17 17:22 | close | 82 | 0.40 | 108.245 | 106.299 | 108.349 | 53.95 | 11475.06 |
| 247 | 2004.03.18 11:19 | buy | 83 | 0.40 | 106.836 | 0.000 | 0.000 | ||
| 248 | 2004.03.18 11:19 | modify | 83 | 0.40 | 106.836 | 105.036 | 107.086 | ||
| 249 | 2004.03.18 14:18 | sell | 84 | 0.40 | 106.851 | 0.000 | 0.000 | ||
| 250 | 2004.03.18 14:18 | modify | 84 | 0.40 | 106.851 | 108.751 | 106.651 | ||
| 251 | 2004.03.18 15:11 | close | 83 | 0.40 | 107.004 | 105.036 | 107.086 | 62.80 | 11537.86 |
| 252 | 2004.03.18 15:18 | sell | 85 | 0.40 | 107.014 | 0.000 | 0.000 | ||
| 253 | 2004.03.18 15:18 | modify | 85 | 0.40 | 107.014 | 108.814 | 106.764 | ||
| 254 | 2004.03.18 16:33 | close | 85 | 0.40 | 106.824 | 108.814 | 106.764 | 71.15 | 11609.01 |
| 255 | 2004.03.18 16:34 | close | 84 | 0.40 | 106.791 | 108.751 | 106.651 | 22.47 | 11631.48 |
| 256 | 2004.03.18 18:40 | sell | 86 | 0.40 | 106.844 | 0.000 | 0.000 | ||
| 257 | 2004.03.18 18:40 | modify | 86 | 0.40 | 106.844 | 107.644 | 106.694 | ||
| 258 | 2004.03.18 18:43 | close | 86 | 0.40 | 106.796 | 107.644 | 106.694 | 17.98 | 11649.46 |
| 259 | 2004.03.19 06:34 | buy | 87 | 0.40 | 107.095 | 0.000 | 0.000 | ||
| 260 | 2004.03.19 06:34 | modify | 87 | 0.40 | 107.095 | 105.195 | 107.295 | ||
| 261 | 2004.03.19 08:08 | close | 87 | 0.40 | 107.191 | 105.195 | 107.295 | 35.83 | 11685.29 |
| 262 | 2004.03.19 09:20 | buy | 88 | 0.40 | 106.950 | 0.000 | 0.000 | ||
| 263 | 2004.03.19 09:20 | modify | 88 | 0.40 | 106.950 | 105.150 | 107.200 | ||
| 264 | 2004.03.19 09:47 | buy | 89 | 0.40 | 106.768 | 0.000 | 0.000 | ||
| 265 | 2004.03.19 09:47 | modify | 89 | 0.40 | 106.768 | 105.868 | 107.168 | ||
| 266 | 2004.03.19 10:16 | close | 89 | 0.40 | 106.872 | 105.868 | 107.168 | 38.92 | 11724.21 |
| 267 | 2004.03.19 11:43 | close | 88 | 0.40 | 107.103 | 105.150 | 107.200 | 57.14 | 11781.35 |
| 268 | 2004.03.22 06:06 | buy | 90 | 0.40 | 107.404 | 0.000 | 0.000 | ||
| 269 | 2004.03.22 06:06 | modify | 90 | 0.40 | 107.404 | 105.504 | 107.604 | ||
| 270 | 2004.03.22 09:34 | buy | 91 | 0.40 | 107.161 | 0.000 | 0.000 | ||
| 271 | 2004.03.22 09:34 | modify | 91 | 0.40 | 107.161 | 105.361 | 107.411 | ||
| 272 | 2004.03.22 09:36 | buy | 92 | 0.40 | 107.035 | 0.000 | 0.000 | ||
| 273 | 2004.03.22 09:36 | modify | 92 | 0.40 | 107.035 | 106.135 | 107.435 | ||
| 274 | 2004.03.22 11:20 | close | 92 | 0.40 | 107.130 | 106.135 | 107.435 | 35.47 | 11816.82 |
| 275 | 2004.03.22 11:20 | close | 90 | 0.40 | 107.126 | 105.504 | 107.604 | -103.80 | 11713.02 |
| 276 | 2004.03.22 11:20 | close | 91 | 0.40 | 107.121 | 105.361 | 107.411 | -14.93 | 11698.09 |
| 277 | 2004.03.22 17:28 | buy | 93 | 0.40 | 106.856 | 0.000 | 0.000 | ||
| 278 | 2004.03.22 17:28 | modify | 93 | 0.40 | 106.856 | 105.056 | 107.106 | ||
| 279 | 2004.03.23 11:04 | close | 93 | 0.40 | 106.847 | 105.056 | 107.106 | -3.37 | 11694.72 |
| 280 | 2004.03.24 05:07 | sell | 94 | 0.40 | 106.617 | 0.000 | 0.000 | ||
| 281 | 2004.03.24 05:07 | modify | 94 | 0.40 | 106.617 | 107.717 | 105.417 | ||
| 282 | 2004.03.24 07:00 | close | 94 | 0.40 | 106.738 | 107.717 | 105.417 | -45.34 | 11649.38 |
| 283 | 2004.03.24 14:35 | sell | 95 | 0.40 | 106.249 | 0.000 | 0.000 | ||
| 284 | 2004.03.24 14:35 | modify | 95 | 0.40 | 106.249 | 108.149 | 106.049 | ||
| 285 | 2004.03.24 15:23 | sell | 96 | 0.40 | 106.354 | 0.000 | 0.000 | ||
| 286 | 2004.03.24 15:23 | modify | 96 | 0.40 | 106.354 | 108.154 | 106.104 | ||
| 287 | 2004.03.24 17:43 | close | 95 | 0.40 | 106.192 | 108.149 | 106.049 | 21.47 | 11670.85 |
| 288 | 2004.03.24 17:43 | close | 96 | 0.40 | 106.193 | 108.154 | 106.104 | 60.65 | 11731.50 |
| 289 | 2004.03.24 18:49 | buy | 97 | 0.40 | 106.194 | 0.000 | 0.000 | ||
| 290 | 2004.03.24 18:49 | modify | 97 | 0.40 | 106.194 | 104.394 | 106.444 | ||
| 291 | 2004.03.25 00:54 | close | 97 | 0.40 | 106.347 | 104.394 | 106.444 | 57.55 | 11789.05 |
| 292 | 2004.03.25 02:43 | buy | 98 | 0.40 | 106.094 | 0.000 | 0.000 | ||
| 293 | 2004.03.25 02:43 | modify | 98 | 0.40 | 106.094 | 105.194 | 106.494 | ||
| 294 | 2004.03.25 10:48 | close | 98 | 0.40 | 106.196 | 105.194 | 106.494 | 38.41 | 11827.46 |
| 295 | 2004.03.26 11:51 | sell | 99 | 0.40 | 105.712 | 0.000 | 0.000 | ||
| 296 | 2004.03.26 11:51 | modify | 99 | 0.40 | 105.712 | 107.612 | 105.512 | ||
| 297 | 2004.03.26 12:40 | close | 99 | 0.40 | 105.644 | 107.612 | 105.512 | 25.75 | 11853.21 |
| 298 | 2004.03.26 17:39 | sell | 100 | 0.40 | 105.902 | 0.000 | 0.000 | ||
| 299 | 2004.03.26 17:39 | modify | 100 | 0.40 | 105.902 | 106.802 | 105.502 | ||
| 300 | 2004.03.26 18:23 | close | 100 | 0.40 | 105.783 | 106.802 | 105.502 | 45.00 | 11898.21 |