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 | |
| # | 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 |
| 1351 | 2008.05.21 12:15 | modify | 446 | 1.00 | 103.558 | 104.958 | 102.958 | ||
| 1352 | 2008.05.21 13:30 | close | 446 | 1.00 | 103.323 | 104.958 | 102.958 | 23500.00 | 2646526.61 |
| 1353 | 2008.05.26 02:50 | buy | 447 | 1.00 | 103.206 | 0.000 | 0.000 | ||
| 1354 | 2008.05.26 02:50 | modify | 447 | 1.00 | 103.206 | 101.806 | 103.806 | ||
| 1355 | 2008.05.26 05:05 | close | 447 | 1.00 | 103.286 | 101.806 | 103.806 | 8000.00 | 2654526.61 |
| 1356 | 2008.05.28 11:15 | sell | 448 | 1.00 | 104.172 | 0.000 | 0.000 | ||
| 1357 | 2008.05.28 11:15 | modify | 448 | 1.00 | 104.172 | 105.572 | 103.572 | ||
| 1358 | 2008.05.28 12:10 | close | 448 | 1.00 | 104.362 | 105.572 | 103.572 | -19000.00 | 2635526.61 |
| 1359 | 2008.06.02 22:55 | sell | 449 | 1.00 | 104.576 | 0.000 | 0.000 | ||
| 1360 | 2008.06.02 22:55 | modify | 449 | 1.00 | 104.576 | 105.976 | 103.976 | ||
| 1361 | 2008.06.03 00:05 | close | 449 | 1.00 | 104.438 | 105.976 | 103.976 | 12364.05 | 2647890.66 |
| 1362 | 2008.06.04 10:10 | buy | 450 | 1.00 | 105.002 | 0.000 | 0.000 | ||
| 1363 | 2008.06.04 10:10 | modify | 450 | 1.00 | 105.002 | 103.602 | 105.602 | ||
| 1364 | 2008.06.04 15:20 | close | 450 | 1.00 | 104.867 | 103.602 | 105.602 | -13500.00 | 2634390.66 |
| 1365 | 2008.06.05 21:10 | buy | 451 | 1.00 | 105.771 | 0.000 | 0.000 | ||
| 1366 | 2008.06.05 21:10 | modify | 451 | 1.00 | 105.771 | 104.371 | 106.371 | ||
| 1367 | 2008.06.05 22:55 | close | 451 | 1.00 | 105.913 | 104.371 | 106.371 | 14200.00 | 2648590.66 |
| 1368 | 2008.06.06 04:00 | sell | 452 | 1.00 | 106.109 | 0.000 | 0.000 | ||
| 1369 | 2008.06.06 04:00 | modify | 452 | 1.00 | 106.109 | 107.509 | 105.509 | ||
| 1370 | 2008.06.06 10:00 | close | 452 | 1.00 | 106.016 | 107.509 | 105.509 | 9300.00 | 2657890.66 |
| 1371 | 2008.06.12 03:55 | sell | 453 | 1.00 | 107.034 | 0.000 | 0.000 | ||
| 1372 | 2008.06.12 03:55 | modify | 453 | 1.00 | 107.034 | 108.434 | 106.434 | ||
| 1373 | 2008.06.12 15:35 | close | 453 | 1.00 | 107.959 | 108.434 | 106.434 | -92500.00 | 2565390.66 |
| 1374 | 2008.06.16 07:50 | buy | 454 | 1.00 | 108.193 | 0.000 | 0.000 | ||
| 1375 | 2008.06.16 07:50 | modify | 454 | 1.00 | 108.193 | 106.793 | 108.793 | ||
| 1376 | 2008.06.16 09:00 | close | 454 | 1.00 | 108.315 | 106.793 | 108.793 | 12200.00 | 2577590.66 |
| 1377 | 2008.06.19 12:05 | sell | 455 | 1.00 | 107.863 | 0.000 | 0.000 | ||
| 1378 | 2008.06.19 12:05 | modify | 455 | 1.00 | 107.863 | 109.263 | 107.263 | ||
| 1379 | 2008.06.19 20:45 | close | 455 | 1.00 | 107.893 | 109.263 | 107.263 | -3000.00 | 2574590.66 |
| 1380 | 2008.06.23 22:05 | buy | 456 | 1.00 | 107.777 | 0.000 | 0.000 | ||
| 1381 | 2008.06.23 22:05 | modify | 456 | 1.00 | 107.777 | 106.377 | 108.377 | ||
| 1382 | 2008.06.24 02:55 | close | 456 | 1.00 | 107.887 | 106.377 | 108.377 | 11689.06 | 2586279.72 |
| 1383 | 2008.06.27 20:25 | buy | 457 | 1.00 | 106.069 | 0.000 | 0.000 | ||
| 1384 | 2008.06.27 20:25 | modify | 457 | 1.00 | 106.069 | 104.669 | 106.669 | ||
| 1385 | 2008.06.27 20:40 | close | 457 | 1.00 | 105.968 | 104.669 | 106.669 | -10100.00 | 2576179.72 |
| 1386 | 2008.07.01 04:30 | sell | 458 | 1.00 | 106.327 | 0.000 | 0.000 | ||
| 1387 | 2008.07.01 04:30 | modify | 458 | 1.00 | 106.327 | 107.727 | 105.727 | ||
| 1388 | 2008.07.01 06:00 | close | 458 | 1.00 | 106.152 | 107.727 | 105.727 | 17500.00 | 2593679.72 |
| 1389 | 2008.07.02 04:30 | buy | 459 | 1.00 | 105.890 | 0.000 | 0.000 | ||
| 1390 | 2008.07.02 04:30 | modify | 459 | 1.00 | 105.890 | 104.490 | 106.490 | ||
| 1391 | 2008.07.02 08:00 | close | 459 | 1.00 | 105.939 | 104.490 | 106.490 | 4900.00 | 2598579.72 |
| 1392 | 2008.07.08 05:25 | sell | 460 | 1.00 | 107.227 | 0.000 | 0.000 | ||
| 1393 | 2008.07.08 05:25 | modify | 460 | 1.00 | 107.227 | 108.627 | 106.627 | ||
| 1394 | 2008.07.08 06:00 | close | 460 | 1.00 | 107.079 | 108.627 | 106.627 | 14800.00 | 2613379.72 |
| 1395 | 2008.07.08 09:10 | buy | 461 | 1.00 | 106.827 | 0.000 | 0.000 | ||
| 1396 | 2008.07.08 09:10 | modify | 461 | 1.00 | 106.827 | 105.427 | 107.427 | ||
| 1397 | 2008.07.08 10:50 | close | 461 | 1.00 | 106.553 | 105.427 | 107.427 | -27400.00 | 2585979.72 |
| 1398 | 2008.07.10 03:20 | sell | 462 | 1.00 | 106.960 | 0.000 | 0.000 | ||
| 1399 | 2008.07.10 03:20 | modify | 462 | 1.00 | 106.960 | 108.360 | 106.360 | ||
| 1400 | 2008.07.10 04:35 | close | 462 | 1.00 | 106.749 | 108.360 | 106.360 | 21100.00 | 2607079.72 |
| 1401 | 2008.07.11 03:10 | buy | 463 | 1.00 | 106.955 | 0.000 | 0.000 | ||
| 1402 | 2008.07.11 03:10 | modify | 463 | 1.00 | 106.955 | 105.555 | 107.555 | ||
| 1403 | 2008.07.11 05:00 | close | 463 | 1.00 | 107.064 | 105.555 | 107.555 | 10900.00 | 2617979.72 |
| 1404 | 2008.07.11 21:50 | sell | 464 | 1.00 | 106.580 | 0.000 | 0.000 | ||
| 1405 | 2008.07.11 21:50 | modify | 464 | 1.00 | 106.580 | 107.980 | 105.980 | ||
| 1406 | 2008.07.11 22:35 | close | 464 | 1.00 | 106.341 | 107.980 | 105.980 | 23900.00 | 2641879.72 |
| 1407 | 2008.07.14 03:00 | sell | 465 | 1.00 | 106.584 | 0.000 | 0.000 | ||
| 1408 | 2008.07.14 03:00 | modify | 465 | 1.00 | 106.584 | 107.984 | 105.984 | ||
| 1409 | 2008.07.14 05:45 | close | 465 | 1.00 | 106.466 | 107.984 | 105.984 | 11800.00 | 2653679.72 |
| 1410 | 2008.07.16 05:35 | buy | 466 | 1.00 | 104.580 | 0.000 | 0.000 | ||
| 1411 | 2008.07.16 05:35 | modify | 466 | 1.00 | 104.580 | 103.180 | 105.180 | ||
| 1412 | 2008.07.16 08:00 | close | 466 | 1.00 | 104.606 | 103.180 | 105.180 | 2600.00 | 2656279.72 |
| 1413 | 2008.07.17 03:15 | buy | 467 | 1.00 | 104.999 | 0.000 | 0.000 | ||
| 1414 | 2008.07.17 03:15 | modify | 467 | 1.00 | 104.999 | 103.599 | 105.599 | ||
| 1415 | 2008.07.17 03:45 | close | 467 | 1.00 | 105.094 | 103.599 | 105.599 | 9500.00 | 2665779.72 |
| 1416 | 2008.07.17 04:25 | buy | 468 | 1.00 | 104.921 | 0.000 | 0.000 | ||
| 1417 | 2008.07.17 04:25 | modify | 468 | 1.00 | 104.921 | 103.521 | 105.521 | ||
| 1418 | 2008.07.17 07:45 | close | 468 | 1.00 | 104.972 | 103.521 | 105.521 | 5100.00 | 2670879.72 |
| 1419 | 2008.07.18 07:40 | buy | 469 | 1.00 | 106.267 | 0.000 | 0.000 | ||
| 1420 | 2008.07.18 07:40 | modify | 469 | 1.00 | 106.267 | 104.867 | 106.867 | ||
| 1421 | 2008.07.18 10:30 | close | 469 | 1.00 | 106.322 | 104.867 | 106.867 | 5500.00 | 2676379.72 |
| 1422 | 2008.07.21 05:10 | buy | 470 | 1.00 | 106.753 | 0.000 | 0.000 | ||
| 1423 | 2008.07.21 05:10 | modify | 470 | 1.00 | 106.753 | 105.353 | 107.353 | ||
| 1424 | 2008.07.21 07:45 | close | 470 | 1.00 | 106.823 | 105.353 | 107.353 | 7000.00 | 2683379.72 |
| 1425 | 2008.07.22 08:30 | sell | 471 | 1.00 | 106.544 | 0.000 | 0.000 | ||
| 1426 | 2008.07.22 08:30 | modify | 471 | 1.00 | 106.544 | 107.944 | 105.944 | ||
| 1427 | 2008.07.22 11:10 | close | 471 | 1.00 | 106.428 | 107.944 | 105.944 | 11600.00 | 2694979.72 |
| 1428 | 2008.07.23 06:40 | buy | 472 | 1.00 | 107.186 | 0.000 | 0.000 | ||
| 1429 | 2008.07.23 06:40 | modify | 472 | 1.00 | 107.186 | 105.786 | 107.786 | ||
| 1430 | 2008.07.23 07:20 | close | 472 | 1.00 | 107.335 | 105.786 | 107.786 | 14900.00 | 2709879.72 |
| 1431 | 2008.07.24 03:40 | buy | 473 | 1.00 | 107.813 | 0.000 | 0.000 | ||
| 1432 | 2008.07.24 03:40 | modify | 473 | 1.00 | 107.813 | 106.413 | 108.413 | ||
| 1433 | 2008.07.24 07:30 | close | 473 | 1.00 | 107.845 | 106.413 | 108.413 | 3200.00 | 2713079.72 |
| 1434 | 2008.07.28 03:20 | sell | 474 | 1.00 | 107.965 | 0.000 | 0.000 | ||
| 1435 | 2008.07.28 03:20 | modify | 474 | 1.00 | 107.965 | 109.365 | 107.365 | ||
| 1436 | 2008.07.28 03:30 | close | 474 | 1.00 | 108.013 | 109.365 | 107.365 | -4800.00 | 2708279.72 |
| 1437 | 2008.08.01 12:15 | sell | 475 | 1.00 | 107.676 | 0.000 | 0.000 | ||
| 1438 | 2008.08.01 12:15 | modify | 475 | 1.00 | 107.676 | 109.076 | 107.076 | ||
| 1439 | 2008.08.01 12:55 | close | 475 | 1.00 | 107.573 | 109.076 | 107.076 | 10300.00 | 2718579.72 |
| 1440 | 2008.08.11 02:30 | buy | 476 | 1.00 | 109.997 | 0.000 | 0.000 | ||
| 1441 | 2008.08.11 02:30 | modify | 476 | 1.00 | 109.997 | 108.597 | 110.597 | ||
| 1442 | 2008.08.11 07:25 | close | 476 | 1.00 | 109.991 | 108.597 | 110.597 | -600.00 | 2717979.72 |
| 1443 | 2008.08.11 21:55 | buy | 477 | 1.00 | 109.973 | 0.000 | 0.000 | ||
| 1444 | 2008.08.11 21:55 | modify | 477 | 1.00 | 109.973 | 108.573 | 110.573 | ||
| 1445 | 2008.08.11 22:30 | close | 477 | 1.00 | 110.114 | 108.573 | 110.573 | 14100.00 | 2732079.72 |
| 1446 | 2008.08.14 22:15 | buy | 478 | 1.00 | 109.598 | 0.000 | 0.000 | ||
| 1447 | 2008.08.14 22:15 | modify | 478 | 1.00 | 109.598 | 108.198 | 110.198 | ||
| 1448 | 2008.08.15 00:40 | close | 478 | 1.00 | 109.781 | 108.198 | 110.198 | 19001.10 | 2751080.82 |
| 1449 | 2008.08.26 03:45 | sell | 479 | 1.00 | 109.477 | 0.000 | 0.000 | ||
| 1450 | 2008.08.26 03:45 | modify | 479 | 1.00 | 109.477 | 110.877 | 108.877 | ||
| 1451 | 2008.08.26 12:05 | close | 479 | 1.00 | 109.726 | 110.877 | 108.877 | -24900.00 | 2726180.82 |
| 1452 | 2008.08.28 03:00 | buy | 480 | 1.00 | 109.408 | 0.000 | 0.000 | ||
| 1453 | 2008.08.28 03:00 | modify | 480 | 1.00 | 109.408 | 108.008 | 110.008 | ||
| 1454 | 2008.08.28 04:00 | close | 480 | 1.00 | 109.562 | 108.008 | 110.008 | 15400.00 | 2741580.82 |
| 1455 | 2008.08.28 13:05 | sell | 481 | 1.00 | 109.246 | 0.000 | 0.000 | ||
| 1456 | 2008.08.28 13:05 | modify | 481 | 1.00 | 109.246 | 110.646 | 108.646 | ||
| 1457 | 2008.08.28 16:10 | close | 481 | 1.00 | 109.159 | 110.646 | 108.646 | 8700.00 | 2750280.82 |
| 1458 | 2008.09.01 23:55 | buy | 482 | 1.00 | 108.069 | 0.000 | 0.000 | ||
| 1459 | 2008.09.01 23:55 | modify | 482 | 1.00 | 108.069 | 106.669 | 108.669 | ||
| 1460 | 2008.09.02 03:35 | close | 482 | 1.00 | 108.293 | 106.669 | 108.669 | 23090.82 | 2773371.64 |
| 1461 | 2008.09.04 02:05 | sell | 483 | 1.00 | 108.385 | 0.000 | 0.000 | ||
| 1462 | 2008.09.04 02:05 | modify | 483 | 1.00 | 108.385 | 109.785 | 107.785 | ||
| 1463 | 2008.09.04 03:30 | close | 483 | 1.00 | 108.237 | 109.785 | 107.785 | 14800.00 | 2788171.64 |
| 1464 | 2008.09.05 04:35 | sell | 484 | 1.00 | 107.148 | 0.000 | 0.000 | ||
| 1465 | 2008.09.05 04:35 | modify | 484 | 1.00 | 107.148 | 108.548 | 106.548 | ||
| 1466 | 2008.09.05 06:05 | close | 484 | 1.00 | 106.886 | 108.548 | 106.548 | 26200.00 | 2814371.64 |
| 1467 | 2008.09.08 09:40 | buy | 485 | 1.00 | 108.407 | 0.000 | 0.000 | ||
| 1468 | 2008.09.08 09:40 | modify | 485 | 1.00 | 108.407 | 107.007 | 109.007 | ||
| 1469 | 2008.09.08 10:10 | close | 485 | 1.00 | 108.627 | 107.007 | 109.007 | 22000.00 | 2836371.64 |
| 1470 | 2008.09.08 11:15 | sell | 486 | 1.00 | 108.989 | 0.000 | 0.000 | ||
| 1471 | 2008.09.08 11:15 | modify | 486 | 1.00 | 108.989 | 110.389 | 108.389 | ||
| 1472 | 2008.09.08 11:20 | close | 486 | 1.00 | 109.045 | 110.389 | 108.389 | -5600.00 | 2830771.64 |
| 1473 | 2008.09.08 23:20 | sell | 487 | 1.00 | 108.357 | 0.000 | 0.000 | ||
| 1474 | 2008.09.08 23:20 | modify | 487 | 1.00 | 108.357 | 109.757 | 107.757 | ||
| 1475 | 2008.09.09 00:15 | modify | 487 | 1.00 | 108.357 | 108.191 | 107.757 | ||
| 1476 | 2008.09.09 00:18 | s/l | 487 | 1.00 | 108.202 | 108.191 | 107.757 | 14011.48 | 2844783.12 |
| 1477 | 2008.09.11 23:00 | sell | 488 | 1.00 | 107.141 | 0.000 | 0.000 | ||
| 1478 | 2008.09.11 23:00 | modify | 488 | 1.00 | 107.141 | 108.541 | 106.541 | ||
| 1479 | 2008.09.12 01:15 | modify | 488 | 1.00 | 107.141 | 106.981 | 106.541 | ||
| 1480 | 2008.09.12 01:40 | close | 488 | 1.00 | 106.907 | 106.981 | 106.541 | 21926.47 | 2866709.59 |
| 1481 | 2008.09.16 09:50 | buy | 489 | 1.00 | 104.111 | 0.000 | 0.000 | ||
| 1482 | 2008.09.16 09:50 | modify | 489 | 1.00 | 104.111 | 102.711 | 104.711 | ||
| 1483 | 2008.09.16 09:55 | close | 489 | 1.00 | 103.837 | 102.711 | 104.711 | -27400.00 | 2839309.59 |
| 1484 | 2008.09.16 10:25 | buy | 490 | 1.00 | 103.736 | 0.000 | 0.000 | ||
| 1485 | 2008.09.16 10:25 | modify | 490 | 1.00 | 103.736 | 102.336 | 104.336 | ||
| 1486 | 2008.09.16 10:30 | close | 490 | 1.00 | 103.621 | 102.336 | 104.336 | -11500.00 | 2827809.59 |
| 1487 | 2008.09.16 12:40 | sell | 491 | 1.00 | 104.513 | 0.000 | 0.000 | ||
| 1488 | 2008.09.16 12:40 | modify | 491 | 1.00 | 104.513 | 105.913 | 103.913 | ||
| 1489 | 2008.09.16 13:15 | close | 491 | 1.00 | 104.268 | 105.913 | 103.913 | 24500.00 | 2852309.59 |
| 1490 | 2008.09.17 06:25 | buy | 492 | 1.00 | 105.812 | 0.000 | 0.000 | ||
| 1491 | 2008.09.17 06:25 | modify | 492 | 1.00 | 105.812 | 104.412 | 106.412 | ||
| 1492 | 2008.09.17 07:50 | modify | 492 | 1.00 | 105.812 | 105.970 | 106.412 | ||
| 1493 | 2008.09.17 07:55 | close | 492 | 1.00 | 106.087 | 105.970 | 106.412 | 27500.00 | 2879809.59 |
| 1494 | 2008.09.18 03:35 | sell | 493 | 1.00 | 104.752 | 0.000 | 0.000 | ||
| 1495 | 2008.09.18 03:35 | modify | 493 | 1.00 | 104.752 | 106.152 | 104.152 | ||
| 1496 | 2008.09.18 04:30 | close | 493 | 1.00 | 104.528 | 106.152 | 104.152 | 22400.00 | 2902209.59 |
| 1497 | 2008.09.18 19:40 | buy | 494 | 1.00 | 104.458 | 0.000 | 0.000 | ||
| 1498 | 2008.09.18 19:40 | modify | 494 | 1.00 | 104.458 | 103.058 | 105.058 | ||
| 1499 | 2008.09.18 20:00 | close | 494 | 1.00 | 103.997 | 103.058 | 105.058 | -46100.00 | 2856109.59 |
| 1500 | 2008.09.23 21:25 | buy | 495 | 1.00 | 105.429 | 0.000 | 0.000 | ||