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 |
| 1501 | 2008.09.23 21:25 | modify | 495 | 1.00 | 105.429 | 104.029 | 106.029 | ||
| 1502 | 2008.09.24 00:45 | close | 495 | 1.00 | 105.731 | 104.029 | 106.029 | 30873.94 | 2886983.53 |
| 1503 | 2008.09.24 05:55 | sell | 496 | 1.00 | 105.751 | 0.000 | 0.000 | ||
| 1504 | 2008.09.24 05:55 | modify | 496 | 1.00 | 105.751 | 107.151 | 105.151 | ||
| 1505 | 2008.09.24 08:00 | close | 496 | 1.00 | 105.796 | 107.151 | 105.151 | -4500.00 | 2882483.53 |
| 1506 | 2008.09.26 03:00 | buy | 497 | 1.00 | 106.028 | 0.000 | 0.000 | ||
| 1507 | 2008.09.26 03:00 | modify | 497 | 1.00 | 106.028 | 104.628 | 106.628 | ||
| 1508 | 2008.09.26 09:20 | close | 497 | 1.00 | 105.798 | 104.628 | 106.628 | -23000.00 | 2859483.53 |
| 1509 | 2008.09.29 07:35 | buy | 498 | 1.00 | 106.292 | 0.000 | 0.000 | ||
| 1510 | 2008.09.29 07:35 | modify | 498 | 1.00 | 106.292 | 104.892 | 106.892 | ||
| 1511 | 2008.09.29 10:35 | close | 498 | 1.00 | 106.472 | 104.892 | 106.892 | 18000.00 | 2877483.53 |
| 1512 | 2008.10.01 03:40 | sell | 499 | 1.00 | 106.327 | 0.000 | 0.000 | ||
| 1513 | 2008.10.01 03:40 | modify | 499 | 1.00 | 106.327 | 107.727 | 105.727 | ||
| 1514 | 2008.10.01 05:00 | close | 499 | 1.00 | 106.101 | 107.727 | 105.727 | 22600.00 | 2900083.53 |
| 1515 | 2008.10.01 05:20 | buy | 500 | 1.00 | 105.920 | 0.000 | 0.000 | ||
| 1516 | 2008.10.01 05:20 | modify | 500 | 1.00 | 105.920 | 104.520 | 106.520 | ||
| 1517 | 2008.10.01 08:00 | close | 500 | 1.00 | 105.904 | 104.520 | 106.520 | -1600.00 | 2898483.53 |
| 1518 | 2008.10.02 05:00 | buy | 501 | 1.00 | 105.771 | 0.000 | 0.000 | ||
| 1519 | 2008.10.02 05:00 | modify | 501 | 1.00 | 105.771 | 104.371 | 106.371 | ||
| 1520 | 2008.10.02 05:10 | modify | 501 | 1.00 | 105.771 | 105.925 | 106.371 | ||
| 1521 | 2008.10.02 05:10 | s/l | 501 | 1.00 | 105.929 | 105.925 | 106.371 | 15800.00 | 2914283.53 |
| 1522 | 2008.10.06 23:20 | sell | 502 | 1.00 | 102.056 | 0.000 | 0.000 | ||
| 1523 | 2008.10.06 23:20 | modify | 502 | 1.00 | 102.056 | 103.456 | 101.456 | ||
| 1524 | 2008.10.06 23:35 | close | 502 | 1.00 | 101.796 | 103.456 | 101.456 | 26000.00 | 2940283.53 |
| 1525 | 2008.10.13 04:20 | buy | 503 | 1.00 | 100.052 | 0.000 | 0.000 | ||
| 1526 | 2008.10.13 04:20 | modify | 503 | 1.00 | 100.052 | 98.652 | 100.652 | ||
| 1527 | 2008.10.13 04:30 | close | 503 | 1.00 | 100.269 | 98.652 | 100.652 | 21700.00 | 2961983.53 |
| 1528 | 2008.10.13 05:35 | buy | 504 | 1.00 | 99.971 | 0.000 | 0.000 | ||
| 1529 | 2008.10.13 05:35 | modify | 504 | 1.00 | 99.971 | 98.571 | 100.571 | ||
| 1530 | 2008.10.13 08:40 | close | 504 | 1.00 | 100.246 | 98.571 | 100.571 | 27500.00 | 2989483.53 |
| 1531 | 2008.10.14 06:35 | buy | 505 | 1.00 | 102.284 | 0.000 | 0.000 | ||
| 1532 | 2008.10.14 06:35 | modify | 505 | 1.00 | 102.284 | 100.884 | 102.884 | ||
| 1533 | 2008.10.14 09:20 | close | 505 | 1.00 | 102.500 | 100.884 | 102.884 | 21600.00 | 3011083.53 |
| 1534 | 2008.10.16 10:30 | sell | 506 | 1.00 | 100.561 | 0.000 | 0.000 | ||
| 1535 | 2008.10.16 10:30 | modify | 506 | 1.00 | 100.561 | 101.961 | 99.961 | ||
| 1536 | 2008.10.16 12:30 | close | 506 | 1.00 | 100.301 | 101.961 | 99.961 | 26000.00 | 3037083.53 |
| 1537 | 2008.10.20 23:20 | sell | 507 | 1.00 | 102.002 | 0.000 | 0.000 | ||
| 1538 | 2008.10.20 23:20 | modify | 507 | 1.00 | 102.002 | 103.402 | 101.402 | ||
| 1539 | 2008.10.21 03:50 | close | 507 | 1.00 | 101.838 | 103.402 | 101.402 | 14999.25 | 3052082.77 |
| 1540 | 2008.10.29 07:20 | buy | 508 | 1.00 | 96.248 | 0.000 | 0.000 | ||
| 1541 | 2008.10.29 07:20 | modify | 508 | 1.00 | 96.248 | 94.848 | 96.848 | ||
| 1542 | 2008.10.29 07:35 | close | 508 | 1.00 | 96.450 | 94.848 | 96.848 | 20200.00 | 3072282.77 |
| 1543 | 2008.10.31 19:15 | buy | 509 | 1.00 | 97.997 | 0.000 | 0.000 | ||
| 1544 | 2008.10.31 19:15 | modify | 509 | 1.00 | 97.997 | 96.597 | 98.597 | ||
| 1545 | 2008.10.31 19:20 | close | 509 | 1.00 | 98.093 | 96.597 | 98.597 | 9600.00 | 3081882.77 |
| 1546 | 2008.11.04 21:25 | buy | 510 | 1.00 | 99.812 | 0.000 | 0.000 | ||
| 1547 | 2008.11.04 21:25 | modify | 510 | 1.00 | 99.812 | 98.412 | 100.412 | ||
| 1548 | 2008.11.05 01:05 | close | 510 | 1.00 | 99.810 | 98.412 | 100.412 | 436.95 | 3082319.72 |
| 1549 | 2008.11.10 11:45 | sell | 511 | 1.00 | 99.282 | 0.000 | 0.000 | ||
| 1550 | 2008.11.10 11:45 | modify | 511 | 1.00 | 99.282 | 100.682 | 98.682 | ||
| 1551 | 2008.11.10 12:40 | close | 511 | 1.00 | 99.387 | 100.682 | 98.682 | -10500.00 | 3071819.72 |
| 1552 | 2008.11.11 06:05 | sell | 512 | 1.00 | 98.227 | 0.000 | 0.000 | ||
| 1553 | 2008.11.11 06:05 | modify | 512 | 1.00 | 98.227 | 99.627 | 97.627 | ||
| 1554 | 2008.11.11 07:05 | close | 512 | 1.00 | 98.008 | 99.627 | 97.627 | 21900.00 | 3093719.72 |
| 1555 | 2008.11.13 02:40 | sell | 513 | 1.00 | 95.634 | 0.000 | 0.000 | ||
| 1556 | 2008.11.13 02:40 | modify | 513 | 1.00 | 95.634 | 97.034 | 95.034 | ||
| 1557 | 2008.11.13 07:15 | close | 513 | 1.00 | 95.507 | 97.034 | 95.034 | 12700.00 | 3106419.72 |
| 1558 | 2008.11.17 05:30 | sell | 514 | 1.00 | 97.281 | 0.000 | 0.000 | ||
| 1559 | 2008.11.17 05:30 | modify | 514 | 1.00 | 97.281 | 98.681 | 96.681 | ||
| 1560 | 2008.11.17 07:40 | close | 514 | 1.00 | 97.057 | 98.681 | 96.681 | 22400.00 | 3128819.72 |
| 1561 | 2008.11.17 18:55 | sell | 515 | 1.00 | 97.160 | 0.000 | 0.000 | ||
| 1562 | 2008.11.17 18:55 | modify | 515 | 1.00 | 97.160 | 98.560 | 96.560 | ||
| 1563 | 2008.11.17 19:05 | close | 515 | 1.00 | 96.934 | 98.560 | 96.560 | 22600.00 | 3151419.72 |
| 1564 | 2008.11.21 07:50 | sell | 516 | 1.00 | 94.990 | 0.000 | 0.000 | ||
| 1565 | 2008.11.21 07:50 | modify | 516 | 1.00 | 94.990 | 96.390 | 94.390 | ||
| 1566 | 2008.11.21 08:05 | close | 516 | 1.00 | 94.749 | 96.390 | 94.390 | 24100.00 | 3175519.72 |
| 1567 | 2008.11.27 04:00 | buy | 517 | 1.00 | 95.238 | 0.000 | 0.000 | ||
| 1568 | 2008.11.27 04:00 | modify | 517 | 1.00 | 95.238 | 93.838 | 95.838 | ||
| 1569 | 2008.11.27 08:05 | close | 517 | 1.00 | 95.172 | 93.838 | 95.838 | -6600.00 | 3168919.72 |
| 1570 | 2008.11.27 11:50 | sell | 518 | 1.00 | 95.337 | 0.000 | 0.000 | ||
| 1571 | 2008.11.27 11:50 | modify | 518 | 1.00 | 95.337 | 96.737 | 94.737 | ||
| 1572 | 2008.11.27 22:35 | close | 518 | 1.00 | 95.394 | 96.737 | 94.737 | -5700.00 | 3163219.72 |
| 1573 | 2008.12.02 02:25 | sell | 519 | 1.00 | 93.524 | 0.000 | 0.000 | ||
| 1574 | 2008.12.02 02:25 | modify | 519 | 1.00 | 93.524 | 94.924 | 92.924 | ||
| 1575 | 2008.12.02 04:55 | close | 519 | 1.00 | 93.563 | 94.924 | 92.924 | -3900.00 | 3159319.72 |
| 1576 | 2008.12.02 07:45 | buy | 520 | 1.00 | 93.232 | 0.000 | 0.000 | ||
| 1577 | 2008.12.02 07:45 | modify | 520 | 1.00 | 93.232 | 91.832 | 93.832 | ||
| 1578 | 2008.12.02 10:25 | close | 520 | 1.00 | 92.847 | 91.832 | 93.832 | -38500.00 | 3120819.72 |
| 1579 | 2008.12.02 21:05 | buy | 521 | 1.00 | 93.201 | 0.000 | 0.000 | ||
| 1580 | 2008.12.02 21:05 | modify | 521 | 1.00 | 93.201 | 91.801 | 93.801 | ||
| 1581 | 2008.12.02 23:20 | close | 521 | 1.00 | 93.403 | 91.801 | 93.801 | 20200.00 | 3141019.72 |
| 1582 | 2008.12.04 07:33 | buy | 522 | 1.00 | 92.998 | 0.000 | 0.000 | ||
| 1583 | 2008.12.04 07:33 | modify | 522 | 1.00 | 92.998 | 91.598 | 93.598 | ||
| 1584 | 2008.12.04 13:25 | close | 522 | 1.00 | 92.498 | 91.598 | 93.598 | -50000.00 | 3091019.72 |
| 1585 | 2008.12.10 02:15 | sell | 523 | 1.00 | 92.425 | 0.000 | 0.000 | ||
| 1586 | 2008.12.10 02:15 | modify | 523 | 1.00 | 92.425 | 93.825 | 91.825 | ||
| 1587 | 2008.12.10 05:05 | close | 523 | 1.00 | 92.381 | 93.825 | 91.825 | 4400.00 | 3095419.72 |
| 1588 | 2008.12.10 10:55 | buy | 524 | 1.00 | 92.376 | 0.000 | 0.000 | ||
| 1589 | 2008.12.10 10:55 | modify | 524 | 1.00 | 92.376 | 90.976 | 92.976 | ||
| 1590 | 2008.12.10 11:40 | close | 524 | 1.00 | 92.616 | 90.976 | 92.976 | 24000.00 | 3119419.72 |
| 1591 | 2008.12.11 23:50 | buy | 525 | 1.00 | 91.440 | 0.000 | 0.000 | ||
| 1592 | 2008.12.11 23:50 | modify | 525 | 1.00 | 91.440 | 90.040 | 92.040 | ||
| 1593 | 2008.12.12 03:50 | close | 525 | 1.00 | 91.670 | 90.040 | 92.040 | 23584.37 | 3143004.09 |
| 1594 | 2008.12.12 11:35 | sell | 526 | 1.00 | 90.590 | 0.000 | 0.000 | ||
| 1595 | 2008.12.12 11:35 | modify | 526 | 1.00 | 90.590 | 91.990 | 89.990 | ||
| 1596 | 2008.12.12 12:00 | close | 526 | 1.00 | 90.394 | 91.990 | 89.990 | 19600.00 | 3162604.09 |
| 1597 | 2008.12.18 03:10 | sell | 527 | 1.00 | 87.707 | 0.000 | 0.000 | ||
| 1598 | 2008.12.18 03:10 | modify | 527 | 1.00 | 87.707 | 89.107 | 87.107 | ||
| 1599 | 2008.12.18 05:25 | close | 527 | 1.00 | 87.568 | 89.107 | 87.107 | 13900.00 | 3176504.09 |
| 1600 | 2008.12.19 04:30 | buy | 528 | 1.00 | 88.978 | 0.000 | 0.000 | ||
| 1601 | 2008.12.19 04:30 | modify | 528 | 1.00 | 88.978 | 87.578 | 89.578 | ||
| 1602 | 2008.12.19 04:55 | close | 528 | 1.00 | 89.175 | 87.578 | 89.578 | 19700.00 | 3196204.09 |
| 1603 | 2008.12.22 02:05 | sell | 529 | 1.00 | 89.586 | 0.000 | 0.000 | ||
| 1604 | 2008.12.22 02:05 | modify | 529 | 1.00 | 89.586 | 90.986 | 88.986 | ||
| 1605 | 2008.12.22 04:25 | close | 529 | 1.00 | 90.061 | 90.986 | 88.986 | -47500.00 | 3148704.09 |
| 1606 | 2008.12.24 02:50 | buy | 530 | 1.00 | 90.758 | 0.000 | 0.000 | ||
| 1607 | 2008.12.24 02:50 | modify | 530 | 1.00 | 90.758 | 89.358 | 91.358 | ||
| 1608 | 2008.12.24 06:10 | close | 530 | 1.00 | 90.525 | 89.358 | 91.358 | -23300.00 | 3125404.09 |
| 1609 | 2009.01.05 10:10 | sell | 531 | 1.00 | 92.164 | 0.000 | 0.000 | ||
| 1610 | 2009.01.05 10:10 | modify | 531 | 1.00 | 92.164 | 93.564 | 91.564 | ||
| 1611 | 2009.01.05 10:30 | close | 531 | 1.00 | 92.715 | 93.564 | 91.564 | -55100.00 | 3070304.09 |
| 1612 | 2009.01.08 06:20 | buy | 532 | 1.00 | 92.606 | 0.000 | 0.000 | ||
| 1613 | 2009.01.08 06:20 | modify | 532 | 1.00 | 92.606 | 91.206 | 93.206 | ||
| 1614 | 2009.01.08 08:20 | close | 532 | 1.00 | 92.232 | 91.206 | 93.206 | -37400.00 | 3032904.09 |
| 1615 | 2009.01.13 23:50 | sell | 533 | 1.00 | 89.436 | 0.000 | 0.000 | ||
| 1616 | 2009.01.13 23:50 | modify | 533 | 1.00 | 89.436 | 90.836 | 88.836 | ||
| 1617 | 2009.01.14 02:20 | close | 533 | 1.00 | 89.262 | 90.836 | 88.836 | 16170.94 | 3049075.03 |
| 1618 | 2009.01.14 11:55 | buy | 534 | 1.00 | 89.276 | 0.000 | 0.000 | ||
| 1619 | 2009.01.14 11:55 | modify | 534 | 1.00 | 89.276 | 87.876 | 89.876 | ||
| 1620 | 2009.01.14 12:45 | close | 534 | 1.00 | 89.533 | 87.876 | 89.876 | 25700.00 | 3074775.03 |
| 1621 | 2009.01.16 10:20 | buy | 535 | 1.00 | 90.156 | 0.000 | 0.000 | ||
| 1622 | 2009.01.16 10:20 | modify | 535 | 1.00 | 90.156 | 88.756 | 90.756 | ||
| 1623 | 2009.01.16 10:55 | close | 535 | 1.00 | 90.415 | 88.756 | 90.756 | 25900.00 | 3100675.03 |
| 1624 | 2009.01.19 09:20 | buy | 536 | 1.00 | 90.555 | 0.000 | 0.000 | ||
| 1625 | 2009.01.19 09:20 | modify | 536 | 1.00 | 90.555 | 89.155 | 91.155 | ||
| 1626 | 2009.01.19 10:20 | close | 536 | 1.00 | 90.772 | 89.155 | 91.155 | 21700.00 | 3122375.03 |
| 1627 | 2009.01.20 01:05 | buy | 537 | 1.00 | 90.491 | 0.000 | 0.000 | ||
| 1628 | 2009.01.20 01:05 | modify | 537 | 1.00 | 90.491 | 89.091 | 91.091 | ||
| 1629 | 2009.01.20 01:40 | close | 537 | 1.00 | 90.608 | 89.091 | 91.091 | 11700.00 | 3134075.03 |
| 1630 | 2009.01.21 01:50 | sell | 538 | 1.00 | 89.888 | 0.000 | 0.000 | ||
| 1631 | 2009.01.21 01:50 | modify | 538 | 1.00 | 89.888 | 91.288 | 89.288 | ||
| 1632 | 2009.01.21 01:55 | close | 538 | 1.00 | 89.833 | 91.288 | 89.288 | 5500.00 | 3139575.03 |
| 1633 | 2009.01.21 09:00 | buy | 539 | 1.00 | 89.734 | 0.000 | 0.000 | ||
| 1634 | 2009.01.21 09:00 | modify | 539 | 1.00 | 89.734 | 88.334 | 90.334 | ||
| 1635 | 2009.01.21 10:35 | close | 539 | 1.00 | 89.651 | 88.334 | 90.334 | -8300.00 | 3131275.03 |
| 1636 | 2009.01.23 06:45 | buy | 540 | 1.00 | 88.742 | 0.000 | 0.000 | ||
| 1637 | 2009.01.23 06:45 | modify | 540 | 1.00 | 88.742 | 87.342 | 89.342 | ||
| 1638 | 2009.01.23 14:05 | close | 540 | 1.00 | 88.469 | 87.342 | 89.342 | -27300.00 | 3103975.03 |
| 1639 | 2009.01.23 19:00 | buy | 541 | 1.00 | 88.731 | 0.000 | 0.000 | ||
| 1640 | 2009.01.23 19:00 | modify | 541 | 1.00 | 88.731 | 87.331 | 89.331 | ||
| 1641 | 2009.01.23 19:05 | close | 541 | 1.00 | 88.928 | 87.331 | 89.331 | 19700.00 | 3123675.03 |
| 1642 | 2009.01.26 02:55 | sell | 542 | 1.00 | 88.875 | 0.000 | 0.000 | ||
| 1643 | 2009.01.26 02:55 | modify | 542 | 1.00 | 88.875 | 90.275 | 88.275 | ||
| 1644 | 2009.01.26 07:30 | close | 542 | 1.00 | 89.086 | 90.275 | 88.275 | -21100.00 | 3102575.03 |
| 1645 | 2009.01.27 12:25 | buy | 543 | 1.00 | 89.212 | 0.000 | 0.000 | ||
| 1646 | 2009.01.27 12:25 | modify | 543 | 1.00 | 89.212 | 87.812 | 89.812 | ||
| 1647 | 2009.01.27 22:30 | close | 543 | 1.00 | 89.009 | 87.812 | 89.812 | -20300.00 | 3082275.03 |
| 1648 | 2009.01.28 09:20 | buy | 544 | 1.00 | 88.898 | 0.000 | 0.000 | ||
| 1649 | 2009.01.28 09:20 | modify | 544 | 1.00 | 88.898 | 87.498 | 89.498 | ||
| 1650 | 2009.01.28 09:30 | close | 544 | 1.00 | 89.103 | 87.498 | 89.498 | 20500.00 | 3102775.03 |