Strategy Tester Report
Copernicus_Basic_USDJPY_M5_V6
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2026.02.27 23:55 (2004.01.01 - 2026.03.01) | ||||
| 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=20200531; 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 | 1655064 | モデルティック数 | 380780093 | 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 | 9179442.37 | 総利益 | 21733664.65 | 総損失 | -12554222.28 |
| プロフィットファクタ | 1.73 | 期待利得 | 4099.80 | ||
| 絶対ドローダウン | 30003.58 | 最大ドローダウン | 205778.83 (4.19%) | 相対ドローダウン | 15.31% (175399.48) |
| 総取引数 | 2239 | 売りポジション(勝率%） | 1107 (66.49%) | 買いポジション(勝率%） | 1132 (70.41%) |
| 勝率(%) | 1533 (68.47%) | 負率 (%) | 706 (31.53%) | ||
| 最大 | 勝トレード | 64100.00 | 敗トレード | -139600.00 | |
| 平均 | 勝トレード | 14177.21 | 敗トレード | -17782.18 | |
| 最大 | 連勝(金額) | 17 (250277.35) | 連敗(金額) | 6 (-68600.00) | |
| 最大 | 連勝(トレード数) | 462274.52 (15) | 連敗(トレード数) | -163300.00 (4) | |
| 平均 | 連勝 | 3 | 連敗 | 1 | |
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 | 2004.01.19 02:55 | buy | 1 | 1.00 | 106.484 | 0.000 | 0.000 | ||
| 2 | 2004.01.19 02:55 | modify | 1 | 1.00 | 106.484 | 105.084 | 107.084 | ||
| 3 | 2004.01.19 08:45 | close | 1 | 1.00 | 106.635 | 105.084 | 107.084 | 15100.00 | 1015100.00 |
| 4 | 2004.01.21 02:15 | sell | 2 | 1.00 | 107.155 | 0.000 | 0.000 | ||
| 5 | 2004.01.21 02:15 | modify | 2 | 1.00 | 107.155 | 108.555 | 106.555 | ||
| 6 | 2004.01.21 07:00 | close | 2 | 1.00 | 107.131 | 108.555 | 106.555 | 2400.00 | 1017500.00 |
| 7 | 2004.01.26 03:20 | buy | 3 | 1.00 | 106.265 | 0.000 | 0.000 | ||
| 8 | 2004.01.26 03:20 | modify | 3 | 1.00 | 106.265 | 104.865 | 106.865 | ||
| 9 | 2004.01.26 09:25 | close | 3 | 1.00 | 106.189 | 104.865 | 106.865 | -7600.00 | 1009900.00 |
| 10 | 2004.01.29 09:00 | buy | 4 | 1.00 | 105.909 | 0.000 | 0.000 | ||
| 11 | 2004.01.29 09:00 | modify | 4 | 1.00 | 105.909 | 104.509 | 106.509 | ||
| 12 | 2004.01.29 12:20 | close | 4 | 1.00 | 106.044 | 104.509 | 106.509 | 13500.00 | 1023400.00 |
| 13 | 2004.01.29 12:30 | sell | 5 | 1.00 | 106.090 | 0.000 | 0.000 | ||
| 14 | 2004.01.29 12:30 | modify | 5 | 1.00 | 106.090 | 107.490 | 105.490 | ||
| 15 | 2004.01.29 15:15 | close | 5 | 1.00 | 105.961 | 107.490 | 105.490 | 12900.00 | 1036300.00 |
| 16 | 2004.02.19 02:00 | buy | 6 | 1.00 | 106.305 | 0.000 | 0.000 | ||
| 17 | 2004.02.19 02:00 | modify | 6 | 1.00 | 106.305 | 104.905 | 106.905 | ||
| 18 | 2004.02.19 04:00 | close | 6 | 1.00 | 106.584 | 104.905 | 106.905 | 27900.00 | 1064200.00 |
| 19 | 2004.02.23 20:45 | sell | 7 | 1.00 | 108.491 | 0.000 | 0.000 | ||
| 20 | 2004.02.23 20:45 | modify | 7 | 1.00 | 108.491 | 109.891 | 107.891 | ||
| 21 | 2004.02.23 23:00 | close | 7 | 1.00 | 108.399 | 109.891 | 107.891 | 9200.00 | 1073400.00 |
| 22 | 2004.02.26 09:40 | sell | 8 | 1.00 | 109.026 | 0.000 | 0.000 | ||
| 23 | 2004.02.26 09:40 | modify | 8 | 1.00 | 109.026 | 110.426 | 108.426 | ||
| 24 | 2004.02.26 10:00 | close | 8 | 1.00 | 109.159 | 110.426 | 108.426 | -13300.00 | 1060100.00 |
| 25 | 2004.03.05 08:00 | buy | 9 | 1.00 | 111.165 | 0.000 | 0.000 | ||
| 26 | 2004.03.05 08:00 | modify | 9 | 1.00 | 111.165 | 109.765 | 111.765 | ||
| 27 | 2004.03.05 13:20 | close | 9 | 1.00 | 111.185 | 109.765 | 111.765 | 2000.00 | 1062100.00 |
| 28 | 2004.03.10 23:55 | sell | 10 | 1.00 | 110.937 | 0.000 | 0.000 | ||
| 29 | 2004.03.10 23:55 | modify | 10 | 1.00 | 110.937 | 112.337 | 110.337 | ||
| 30 | 2004.03.11 02:20 | close | 10 | 1.00 | 110.852 | 112.337 | 110.337 | 3925.75 | 1066025.75 |
| 31 | 2004.03.12 18:00 | buy | 11 | 1.00 | 110.886 | 0.000 | 0.000 | ||
| 32 | 2004.03.12 18:00 | modify | 11 | 1.00 | 110.886 | 109.486 | 111.486 | ||
| 33 | 2004.03.12 20:55 | close | 11 | 1.00 | 110.981 | 109.486 | 111.486 | 9500.00 | 1075525.75 |
| 34 | 2004.03.19 09:45 | buy | 12 | 1.00 | 106.780 | 0.000 | 0.000 | ||
| 35 | 2004.03.19 09:45 | modify | 12 | 1.00 | 106.780 | 105.380 | 107.380 | ||
| 36 | 2004.03.19 11:35 | modify | 12 | 1.00 | 106.780 | 106.939 | 107.380 | ||
| 37 | 2004.03.19 11:40 | close | 12 | 1.00 | 107.027 | 106.939 | 107.380 | 24700.00 | 1100225.75 |
| 38 | 2004.03.22 10:35 | buy | 13 | 1.00 | 106.988 | 0.000 | 0.000 | ||
| 39 | 2004.03.22 10:35 | modify | 13 | 1.00 | 106.988 | 105.588 | 107.588 | ||
| 40 | 2004.03.22 12:00 | close | 13 | 1.00 | 107.210 | 105.588 | 107.588 | 22200.00 | 1122425.75 |
| 41 | 2004.03.29 00:05 | buy | 14 | 1.00 | 105.577 | 0.000 | 0.000 | ||
| 42 | 2004.03.29 00:05 | modify | 14 | 1.00 | 105.577 | 104.177 | 106.177 | ||
| 43 | 2004.03.29 00:20 | close | 14 | 1.00 | 105.329 | 104.177 | 106.177 | -24800.00 | 1097625.75 |
| 44 | 2004.03.29 11:20 | sell | 15 | 1.00 | 105.730 | 0.000 | 0.000 | ||
| 45 | 2004.03.29 11:20 | modify | 15 | 1.00 | 105.730 | 107.130 | 105.130 | ||
| 46 | 2004.03.29 13:10 | close | 15 | 1.00 | 105.692 | 107.130 | 105.130 | 3800.00 | 1101425.75 |
| 47 | 2004.04.01 02:45 | buy | 16 | 1.00 | 103.871 | 0.000 | 0.000 | ||
| 48 | 2004.04.01 02:45 | modify | 16 | 1.00 | 103.871 | 102.471 | 104.471 | ||
| 49 | 2004.04.01 03:00 | close | 16 | 1.00 | 104.146 | 102.471 | 104.471 | 27500.00 | 1128925.75 |
| 50 | 2004.04.01 06:50 | buy | 17 | 1.00 | 104.084 | 0.000 | 0.000 | ||
| 51 | 2004.04.01 06:50 | modify | 17 | 1.00 | 104.084 | 102.684 | 104.684 | ||
| 52 | 2004.04.01 20:20 | close | 17 | 1.00 | 103.747 | 102.684 | 104.684 | -33700.00 | 1095225.75 |
| 53 | 2004.04.05 22:25 | buy | 18 | 1.00 | 104.931 | 0.000 | 0.000 | ||
| 54 | 2004.04.05 22:25 | modify | 18 | 1.00 | 104.931 | 103.531 | 105.531 | ||
| 55 | 2004.04.06 00:50 | close | 18 | 1.00 | 105.048 | 103.531 | 105.531 | 12370.16 | 1107595.90 |
| 56 | 2004.04.08 03:25 | sell | 19 | 1.00 | 105.499 | 0.000 | 0.000 | ||
| 57 | 2004.04.08 03:25 | modify | 19 | 1.00 | 105.499 | 106.899 | 104.899 | ||
| 58 | 2004.04.08 09:00 | close | 19 | 1.00 | 105.579 | 106.899 | 104.899 | -8000.00 | 1099595.90 |
| 59 | 2004.04.14 02:10 | sell | 20 | 1.00 | 106.932 | 0.000 | 0.000 | ||
| 60 | 2004.04.14 02:10 | modify | 20 | 1.00 | 106.932 | 108.332 | 106.332 | ||
| 61 | 2004.04.14 04:20 | close | 20 | 1.00 | 107.034 | 108.332 | 106.332 | -10200.00 | 1089395.90 |
| 62 | 2004.04.16 03:30 | sell | 21 | 1.00 | 108.530 | 0.000 | 0.000 | ||
| 63 | 2004.04.16 03:30 | modify | 21 | 1.00 | 108.530 | 109.930 | 107.930 | ||
| 64 | 2004.04.16 09:40 | close | 21 | 1.00 | 108.383 | 109.930 | 107.930 | 14700.00 | 1104095.90 |
| 65 | 2004.04.19 05:40 | sell | 22 | 1.00 | 108.106 | 0.000 | 0.000 | ||
| 66 | 2004.04.19 05:40 | modify | 22 | 1.00 | 108.106 | 109.506 | 107.506 | ||
| 67 | 2004.04.19 08:35 | close | 22 | 1.00 | 107.964 | 109.506 | 107.506 | 14200.00 | 1118295.90 |
| 68 | 2004.04.20 02:20 | sell | 23 | 1.00 | 108.534 | 0.000 | 0.000 | ||
| 69 | 2004.04.20 02:20 | modify | 23 | 1.00 | 108.534 | 109.934 | 107.934 | ||
| 70 | 2004.04.20 06:55 | close | 23 | 1.00 | 108.523 | 109.934 | 107.934 | 1100.00 | 1119395.90 |
| 71 | 2004.04.27 07:35 | buy | 24 | 1.00 | 108.495 | 0.000 | 0.000 | ||
| 72 | 2004.04.27 07:35 | modify | 24 | 1.00 | 108.495 | 107.095 | 109.095 | ||
| 73 | 2004.04.27 13:00 | close | 24 | 1.00 | 108.677 | 107.095 | 109.095 | 18200.00 | 1137595.90 |
| 74 | 2004.04.28 13:25 | sell | 25 | 1.00 | 109.198 | 0.000 | 0.000 | ||
| 75 | 2004.04.28 13:25 | modify | 25 | 1.00 | 109.198 | 110.598 | 108.598 | ||
| 76 | 2004.04.28 17:30 | close | 25 | 1.00 | 109.813 | 110.598 | 108.598 | -61500.00 | 1076095.90 |
| 77 | 2004.05.10 02:25 | sell | 26 | 1.00 | 112.551 | 0.000 | 0.000 | ||
| 78 | 2004.05.10 02:25 | modify | 26 | 1.00 | 112.551 | 113.951 | 111.951 | ||
| 79 | 2004.05.10 02:45 | close | 26 | 1.00 | 112.750 | 113.951 | 111.951 | -19900.00 | 1056195.90 |
| 80 | 2004.05.12 09:20 | sell | 27 | 1.00 | 112.855 | 0.000 | 0.000 | ||
| 81 | 2004.05.12 09:20 | modify | 27 | 1.00 | 112.855 | 114.255 | 112.255 | ||
| 82 | 2004.05.12 10:10 | close | 27 | 1.00 | 112.688 | 114.255 | 112.255 | 16700.00 | 1072895.90 |
| 83 | 2004.05.12 12:25 | sell | 28 | 1.00 | 112.982 | 0.000 | 0.000 | ||
| 84 | 2004.05.12 12:25 | modify | 28 | 1.00 | 112.982 | 114.382 | 112.382 | ||
| 85 | 2004.05.12 20:20 | close | 28 | 1.00 | 113.089 | 114.382 | 112.382 | -10700.00 | 1062195.90 |
| 86 | 2004.05.12 23:05 | buy | 29 | 1.00 | 112.961 | 0.000 | 0.000 | ||
| 87 | 2004.05.12 23:05 | modify | 29 | 1.00 | 112.961 | 111.561 | 113.561 | ||
| 88 | 2004.05.13 03:45 | close | 29 | 1.00 | 113.151 | 111.561 | 113.561 | 21165.32 | 1083361.22 |
| 89 | 2004.05.14 03:05 | buy | 30 | 1.00 | 114.460 | 0.000 | 0.000 | ||
| 90 | 2004.05.14 03:05 | modify | 30 | 1.00 | 114.460 | 113.060 | 115.060 | ||
| 91 | 2004.05.14 05:20 | close | 30 | 1.00 | 114.549 | 113.060 | 115.060 | 8900.00 | 1092261.22 |
| 92 | 2004.05.17 03:50 | buy | 31 | 1.00 | 114.019 | 0.000 | 0.000 | ||
| 93 | 2004.05.17 03:50 | modify | 31 | 1.00 | 114.019 | 112.619 | 114.619 | ||
| 94 | 2004.05.17 08:40 | close | 31 | 1.00 | 113.845 | 112.619 | 114.619 | -17400.00 | 1074861.22 |
| 95 | 2004.05.18 03:00 | buy | 32 | 1.00 | 113.860 | 0.000 | 0.000 | ||
| 96 | 2004.05.18 03:00 | modify | 32 | 1.00 | 113.860 | 112.460 | 114.460 | ||
| 97 | 2004.05.18 03:10 | close | 32 | 1.00 | 114.231 | 112.460 | 114.460 | 37100.00 | 1111961.22 |
| 98 | 2004.05.19 02:15 | buy | 33 | 1.00 | 113.939 | 0.000 | 0.000 | ||
| 99 | 2004.05.19 02:15 | modify | 33 | 1.00 | 113.939 | 112.539 | 114.539 | ||
| 100 | 2004.05.19 08:00 | close | 33 | 1.00 | 113.266 | 112.539 | 114.539 | -67300.00 | 1044661.22 |
| 101 | 2004.05.19 22:35 | sell | 34 | 1.00 | 112.962 | 0.000 | 0.000 | ||
| 102 | 2004.05.19 22:35 | modify | 34 | 1.00 | 112.962 | 114.362 | 112.362 | ||
| 103 | 2004.05.20 00:40 | close | 34 | 1.00 | 112.901 | 114.362 | 112.362 | 1435.20 | 1046096.42 |
| 104 | 2004.05.20 13:20 | buy | 35 | 1.00 | 113.145 | 0.000 | 0.000 | ||
| 105 | 2004.05.20 13:20 | modify | 35 | 1.00 | 113.145 | 111.745 | 113.745 | ||
| 106 | 2004.05.20 18:00 | close | 35 | 1.00 | 113.209 | 111.745 | 113.745 | 6400.00 | 1052496.42 |
| 107 | 2004.05.27 04:40 | buy | 36 | 1.00 | 111.720 | 0.000 | 0.000 | ||
| 108 | 2004.05.27 04:40 | modify | 36 | 1.00 | 111.720 | 110.320 | 112.320 | ||
| 109 | 2004.05.27 11:05 | close | 36 | 1.00 | 111.469 | 110.320 | 112.320 | -25100.00 | 1027396.42 |
| 110 | 2004.06.01 10:50 | buy | 37 | 1.00 | 109.297 | 0.000 | 0.000 | ||
| 111 | 2004.06.01 10:50 | modify | 37 | 1.00 | 109.297 | 107.897 | 109.897 | ||
| 112 | 2004.06.01 13:10 | close | 37 | 1.00 | 109.513 | 107.897 | 109.897 | 21600.00 | 1048996.42 |
| 113 | 2004.06.02 04:20 | sell | 38 | 1.00 | 110.810 | 0.000 | 0.000 | ||
| 114 | 2004.06.02 04:20 | modify | 38 | 1.00 | 110.810 | 112.210 | 110.210 | ||
| 115 | 2004.06.02 07:00 | close | 38 | 1.00 | 110.650 | 112.210 | 110.210 | 16000.00 | 1064996.42 |
| 116 | 2004.06.02 09:00 | buy | 39 | 1.00 | 110.551 | 0.000 | 0.000 | ||
| 117 | 2004.06.02 09:00 | modify | 39 | 1.00 | 110.551 | 109.151 | 111.151 | ||
| 118 | 2004.06.02 11:05 | close | 39 | 1.00 | 110.676 | 109.151 | 111.151 | 12500.00 | 1077496.42 |
| 119 | 2004.06.04 00:30 | sell | 40 | 1.00 | 111.028 | 0.000 | 0.000 | ||
| 120 | 2004.06.04 00:30 | modify | 40 | 1.00 | 111.028 | 112.428 | 110.428 | ||
| 121 | 2004.06.04 05:40 | close | 40 | 1.00 | 110.986 | 112.428 | 110.428 | 4200.00 | 1081696.42 |
| 122 | 2004.06.10 05:25 | buy | 41 | 1.00 | 110.005 | 0.000 | 0.000 | ||
| 123 | 2004.06.10 05:25 | modify | 41 | 1.00 | 110.005 | 108.605 | 110.605 | ||
| 124 | 2004.06.10 09:20 | close | 41 | 1.00 | 109.925 | 108.605 | 110.605 | -8000.00 | 1073696.42 |
| 125 | 2004.06.11 03:00 | sell | 42 | 1.00 | 109.471 | 0.000 | 0.000 | ||
| 126 | 2004.06.11 03:00 | modify | 42 | 1.00 | 109.471 | 110.871 | 108.871 | ||
| 127 | 2004.06.11 11:45 | close | 42 | 1.00 | 110.083 | 110.871 | 108.871 | -61200.00 | 1012496.42 |
| 128 | 2004.06.14 03:15 | buy | 43 | 1.00 | 110.088 | 0.000 | 0.000 | ||
| 129 | 2004.06.14 03:15 | modify | 43 | 1.00 | 110.088 | 108.688 | 110.688 | ||
| 130 | 2004.06.14 03:25 | close | 43 | 1.00 | 110.160 | 108.688 | 110.688 | 7200.00 | 1019696.42 |
| 131 | 2004.06.14 12:35 | buy | 44 | 1.00 | 110.577 | 0.000 | 0.000 | ||
| 132 | 2004.06.14 12:35 | modify | 44 | 1.00 | 110.577 | 109.177 | 111.177 | ||
| 133 | 2004.06.14 12:55 | close | 44 | 1.00 | 110.806 | 109.177 | 111.177 | 22900.00 | 1042596.42 |
| 134 | 2004.06.16 07:15 | sell | 45 | 1.00 | 109.682 | 0.000 | 0.000 | ||
| 135 | 2004.06.16 07:15 | modify | 45 | 1.00 | 109.682 | 111.082 | 109.082 | ||
| 136 | 2004.06.16 08:00 | close | 45 | 1.00 | 109.593 | 111.082 | 109.082 | 8900.00 | 1051496.42 |
| 137 | 2004.06.21 11:00 | sell | 46 | 1.00 | 108.703 | 0.000 | 0.000 | ||
| 138 | 2004.06.21 11:00 | modify | 46 | 1.00 | 108.703 | 110.103 | 108.103 | ||
| 139 | 2004.06.21 11:40 | modify | 46 | 1.00 | 108.703 | 108.543 | 108.103 | ||
| 140 | 2004.06.21 11:45 | close | 46 | 1.00 | 108.446 | 108.543 | 108.103 | 25700.00 | 1077196.42 |
| 141 | 2004.06.22 04:05 | buy | 47 | 1.00 | 108.456 | 0.000 | 0.000 | ||
| 142 | 2004.06.22 04:05 | modify | 47 | 1.00 | 108.456 | 107.056 | 109.056 | ||
| 143 | 2004.06.22 06:15 | close | 47 | 1.00 | 108.644 | 107.056 | 109.056 | 18800.00 | 1095996.42 |
| 144 | 2004.06.23 03:20 | buy | 48 | 1.00 | 108.921 | 0.000 | 0.000 | ||
| 145 | 2004.06.23 03:20 | modify | 48 | 1.00 | 108.921 | 107.521 | 109.521 | ||
| 146 | 2004.06.23 08:00 | close | 48 | 1.00 | 108.747 | 107.521 | 109.521 | -17400.00 | 1078596.42 |
| 147 | 2004.06.29 13:15 | buy | 49 | 1.00 | 108.348 | 0.000 | 0.000 | ||
| 148 | 2004.06.29 13:15 | modify | 49 | 1.00 | 108.348 | 106.948 | 108.948 | ||
| 149 | 2004.06.29 16:10 | close | 49 | 1.00 | 108.420 | 106.948 | 108.948 | 7200.00 | 1085796.42 |
| 150 | 2004.07.01 13:00 | buy | 50 | 1.00 | 107.933 | 0.000 | 0.000 | ||
1ページ目次へ