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 |
| 1651 | 2009.01.29 06:30 | buy | 545 | 1.00 | 89.936 | 0.000 | 0.000 | ||
| 1652 | 2009.01.29 06:30 | modify | 545 | 1.00 | 89.936 | 88.536 | 90.536 | ||
| 1653 | 2009.01.29 09:50 | close | 545 | 1.00 | 90.153 | 88.536 | 90.536 | 21700.00 | 3124475.03 |
| 1654 | 2009.02.04 09:05 | buy | 546 | 1.00 | 89.340 | 0.000 | 0.000 | ||
| 1655 | 2009.02.04 09:05 | modify | 546 | 1.00 | 89.340 | 87.940 | 89.940 | ||
| 1656 | 2009.02.04 15:25 | close | 546 | 1.00 | 89.240 | 87.940 | 89.940 | -10000.00 | 3114475.03 |
| 1657 | 2009.02.05 06:20 | sell | 547 | 1.00 | 89.452 | 0.000 | 0.000 | ||
| 1658 | 2009.02.05 06:20 | modify | 547 | 1.00 | 89.452 | 90.852 | 88.852 | ||
| 1659 | 2009.02.05 07:20 | close | 547 | 1.00 | 89.303 | 90.852 | 88.852 | 14900.00 | 3129375.03 |
| 1660 | 2009.02.06 10:25 | sell | 548 | 1.00 | 91.212 | 0.000 | 0.000 | ||
| 1661 | 2009.02.06 10:25 | modify | 548 | 1.00 | 91.212 | 92.612 | 90.612 | ||
| 1662 | 2009.02.06 12:55 | close | 548 | 1.00 | 91.186 | 92.612 | 90.612 | 2600.00 | 3131975.03 |
| 1663 | 2009.02.12 01:30 | buy | 549 | 1.00 | 90.223 | 0.000 | 0.000 | ||
| 1664 | 2009.02.12 01:30 | modify | 549 | 1.00 | 90.223 | 88.823 | 90.823 | ||
| 1665 | 2009.02.12 10:00 | close | 549 | 1.00 | 90.156 | 88.823 | 90.823 | -6700.00 | 3125275.03 |
| 1666 | 2009.02.16 01:25 | buy | 550 | 1.00 | 91.591 | 0.000 | 0.000 | ||
| 1667 | 2009.02.16 01:25 | modify | 550 | 1.00 | 91.591 | 90.191 | 92.191 | ||
| 1668 | 2009.02.16 07:30 | close | 550 | 1.00 | 91.760 | 90.191 | 92.191 | 16900.00 | 3142175.03 |
| 1669 | 2009.02.17 11:05 | buy | 551 | 1.00 | 91.941 | 0.000 | 0.000 | ||
| 1670 | 2009.02.17 11:05 | modify | 551 | 1.00 | 91.941 | 90.541 | 92.541 | ||
| 1671 | 2009.02.17 15:20 | close | 551 | 1.00 | 91.981 | 90.541 | 92.541 | 4000.00 | 3146175.03 |
| 1672 | 2009.02.18 02:40 | buy | 552 | 1.00 | 92.167 | 0.000 | 0.000 | ||
| 1673 | 2009.02.18 02:40 | modify | 552 | 1.00 | 92.167 | 90.767 | 92.767 | ||
| 1674 | 2009.02.18 07:00 | close | 552 | 1.00 | 92.260 | 90.767 | 92.767 | 9300.00 | 3155475.03 |
| 1675 | 2009.02.18 09:45 | sell | 553 | 1.00 | 92.587 | 0.000 | 0.000 | ||
| 1676 | 2009.02.18 09:45 | modify | 553 | 1.00 | 92.587 | 93.987 | 91.987 | ||
| 1677 | 2009.02.18 10:40 | close | 553 | 1.00 | 92.406 | 93.987 | 91.987 | 18100.00 | 3173575.03 |
| 1678 | 2009.02.20 01:55 | buy | 554 | 1.00 | 94.015 | 0.000 | 0.000 | ||
| 1679 | 2009.02.20 01:55 | modify | 554 | 1.00 | 94.015 | 92.615 | 94.615 | ||
| 1680 | 2009.02.20 04:05 | close | 554 | 1.00 | 94.201 | 92.615 | 94.615 | 18600.00 | 3192175.03 |
| 1681 | 2009.02.27 08:40 | sell | 555 | 1.00 | 97.881 | 0.000 | 0.000 | ||
| 1682 | 2009.02.27 08:40 | modify | 555 | 1.00 | 97.881 | 99.281 | 97.281 | ||
| 1683 | 2009.02.27 10:10 | close | 555 | 1.00 | 97.614 | 99.281 | 97.281 | 26700.00 | 3218875.03 |
| 1684 | 2009.03.02 04:05 | sell | 556 | 1.00 | 97.834 | 0.000 | 0.000 | ||
| 1685 | 2009.03.02 04:05 | modify | 556 | 1.00 | 97.834 | 99.234 | 97.234 | ||
| 1686 | 2009.03.02 04:45 | close | 556 | 1.00 | 97.636 | 99.234 | 97.234 | 19800.00 | 3238675.03 |
| 1687 | 2009.03.04 02:00 | sell | 557 | 1.00 | 98.514 | 0.000 | 0.000 | ||
| 1688 | 2009.03.04 02:00 | modify | 557 | 1.00 | 98.514 | 99.914 | 97.914 | ||
| 1689 | 2009.03.04 02:30 | close | 557 | 1.00 | 98.307 | 99.914 | 97.914 | 20700.00 | 3259375.03 |
| 1690 | 2009.03.05 03:30 | sell | 558 | 1.00 | 99.353 | 0.000 | 0.000 | ||
| 1691 | 2009.03.05 03:30 | modify | 558 | 1.00 | 99.353 | 100.753 | 98.753 | ||
| 1692 | 2009.03.05 07:00 | close | 558 | 1.00 | 99.182 | 100.753 | 98.753 | 17100.00 | 3276475.03 |
| 1693 | 2009.03.06 02:20 | sell | 559 | 1.00 | 98.352 | 0.000 | 0.000 | ||
| 1694 | 2009.03.06 02:20 | modify | 559 | 1.00 | 98.352 | 99.752 | 97.752 | ||
| 1695 | 2009.03.06 03:55 | close | 559 | 1.00 | 98.217 | 99.752 | 97.752 | 13500.00 | 3289975.03 |
| 1696 | 2009.03.10 20:45 | sell | 560 | 1.00 | 98.700 | 0.000 | 0.000 | ||
| 1697 | 2009.03.10 20:45 | modify | 560 | 1.00 | 98.700 | 100.100 | 98.100 | ||
| 1698 | 2009.03.10 23:25 | close | 560 | 1.00 | 98.546 | 100.100 | 98.100 | 15400.00 | 3305375.03 |
| 1699 | 2009.03.11 06:15 | buy | 561 | 1.00 | 98.341 | 0.000 | 0.000 | ||
| 1700 | 2009.03.11 06:15 | modify | 561 | 1.00 | 98.341 | 96.941 | 98.941 | ||
| 1701 | 2009.03.11 06:40 | close | 561 | 1.00 | 98.590 | 96.941 | 98.941 | 24900.00 | 3330275.03 |
| 1702 | 2009.03.13 03:00 | buy | 562 | 1.00 | 97.333 | 0.000 | 0.000 | ||
| 1703 | 2009.03.13 03:00 | modify | 562 | 1.00 | 97.333 | 95.933 | 97.933 | ||
| 1704 | 2009.03.13 03:55 | close | 562 | 1.00 | 97.564 | 95.933 | 97.933 | 23100.00 | 3353375.03 |
| 1705 | 2009.03.13 04:30 | sell | 563 | 1.00 | 97.928 | 0.000 | 0.000 | ||
| 1706 | 2009.03.13 04:30 | modify | 563 | 1.00 | 97.928 | 99.328 | 97.328 | ||
| 1707 | 2009.03.13 05:25 | close | 563 | 1.00 | 97.707 | 99.328 | 97.328 | 22100.00 | 3375475.03 |
| 1708 | 2009.03.17 19:55 | buy | 564 | 1.00 | 98.533 | 0.000 | 0.000 | ||
| 1709 | 2009.03.17 19:55 | modify | 564 | 1.00 | 98.533 | 97.133 | 99.133 | ||
| 1710 | 2009.03.18 00:10 | close | 564 | 1.00 | 98.641 | 97.133 | 99.133 | 11429.93 | 3386904.96 |
| 1711 | 2009.03.19 08:10 | buy | 565 | 1.00 | 95.832 | 0.000 | 0.000 | ||
| 1712 | 2009.03.19 08:10 | modify | 565 | 1.00 | 95.832 | 94.432 | 96.432 | ||
| 1713 | 2009.03.19 08:30 | close | 565 | 1.00 | 95.544 | 94.432 | 96.432 | -28800.00 | 3358104.96 |
| 1714 | 2009.03.20 04:15 | sell | 566 | 1.00 | 94.783 | 0.000 | 0.000 | ||
| 1715 | 2009.03.20 04:15 | modify | 566 | 1.00 | 94.783 | 96.183 | 94.183 | ||
| 1716 | 2009.03.20 05:45 | close | 566 | 1.00 | 94.631 | 96.183 | 94.183 | 15200.00 | 3373304.96 |
| 1717 | 2009.03.26 00:55 | sell | 567 | 1.00 | 97.673 | 0.000 | 0.000 | ||
| 1718 | 2009.03.26 00:55 | modify | 567 | 1.00 | 97.673 | 99.073 | 97.073 | ||
| 1719 | 2009.03.26 01:30 | close | 567 | 1.00 | 97.488 | 99.073 | 97.073 | 18500.00 | 3391804.96 |
| 1720 | 2009.03.27 03:15 | buy | 568 | 1.00 | 98.459 | 0.000 | 0.000 | ||
| 1721 | 2009.03.27 03:15 | modify | 568 | 1.00 | 98.459 | 97.059 | 99.059 | ||
| 1722 | 2009.03.27 04:25 | close | 568 | 1.00 | 98.665 | 97.059 | 99.059 | 20600.00 | 3412404.96 |
| 1723 | 2009.04.01 20:00 | buy | 569 | 1.00 | 98.531 | 0.000 | 0.000 | ||
| 1724 | 2009.04.01 20:00 | modify | 569 | 1.00 | 98.531 | 97.131 | 99.131 | ||
| 1725 | 2009.04.01 21:10 | close | 569 | 1.00 | 98.783 | 97.131 | 99.131 | 25200.00 | 3437604.96 |
| 1726 | 2009.04.02 07:40 | sell | 570 | 1.00 | 98.875 | 0.000 | 0.000 | ||
| 1727 | 2009.04.02 07:40 | modify | 570 | 1.00 | 98.875 | 100.275 | 98.275 | ||
| 1728 | 2009.04.02 12:35 | close | 570 | 1.00 | 99.644 | 100.275 | 98.275 | -76900.00 | 3360704.96 |
| 1729 | 2009.04.02 21:55 | sell | 571 | 1.00 | 99.623 | 0.000 | 0.000 | ||
| 1730 | 2009.04.02 21:55 | modify | 571 | 1.00 | 99.623 | 101.023 | 99.023 | ||
| 1731 | 2009.04.02 23:10 | close | 571 | 1.00 | 99.423 | 101.023 | 99.023 | 20000.00 | 3380704.96 |
| 1732 | 2009.04.08 03:35 | buy | 572 | 1.00 | 100.346 | 0.000 | 0.000 | ||
| 1733 | 2009.04.08 03:35 | modify | 572 | 1.00 | 100.346 | 98.946 | 100.946 | ||
| 1734 | 2009.04.08 03:50 | close | 572 | 1.00 | 100.727 | 98.946 | 100.946 | 38100.00 | 3418804.96 |
| 1735 | 2009.04.14 02:40 | sell | 573 | 1.00 | 100.220 | 0.000 | 0.000 | ||
| 1736 | 2009.04.14 02:40 | modify | 573 | 1.00 | 100.220 | 101.620 | 99.620 | ||
| 1737 | 2009.04.14 04:05 | close | 573 | 1.00 | 100.077 | 101.620 | 99.620 | 14300.00 | 3433104.96 |
| 1738 | 2009.04.17 02:40 | sell | 574 | 1.00 | 99.506 | 0.000 | 0.000 | ||
| 1739 | 2009.04.17 02:40 | modify | 574 | 1.00 | 99.506 | 100.906 | 98.906 | ||
| 1740 | 2009.04.17 03:55 | close | 574 | 1.00 | 99.678 | 100.906 | 98.906 | -17200.00 | 3415904.96 |
| 1741 | 2009.04.17 06:35 | buy | 575 | 1.00 | 99.385 | 0.000 | 0.000 | ||
| 1742 | 2009.04.17 06:35 | modify | 575 | 1.00 | 99.385 | 97.985 | 99.985 | ||
| 1743 | 2009.04.17 09:00 | close | 575 | 1.00 | 99.525 | 97.985 | 99.985 | 14000.00 | 3429904.96 |
| 1744 | 2009.04.17 20:35 | sell | 576 | 1.00 | 99.385 | 0.000 | 0.000 | ||
| 1745 | 2009.04.17 20:35 | modify | 576 | 1.00 | 99.385 | 100.785 | 98.785 | ||
| 1746 | 2009.04.17 23:00 | close | 576 | 1.00 | 99.254 | 100.785 | 98.785 | 13100.00 | 3443004.96 |
| 1747 | 2009.04.21 02:20 | sell | 577 | 1.00 | 98.149 | 0.000 | 0.000 | ||
| 1748 | 2009.04.21 02:20 | modify | 577 | 1.00 | 98.149 | 99.549 | 97.549 | ||
| 1749 | 2009.04.21 02:55 | close | 577 | 1.00 | 97.867 | 99.549 | 97.549 | 28200.00 | 3471204.96 |
| 1750 | 2009.04.21 04:10 | sell | 578 | 1.00 | 98.215 | 0.000 | 0.000 | ||
| 1751 | 2009.04.21 04:10 | modify | 578 | 1.00 | 98.215 | 99.615 | 97.615 | ||
| 1752 | 2009.04.21 05:10 | close | 578 | 1.00 | 98.008 | 99.615 | 97.615 | 20700.00 | 3491904.96 |
| 1753 | 2009.04.21 10:15 | buy | 579 | 1.00 | 97.924 | 0.000 | 0.000 | ||
| 1754 | 2009.04.21 10:15 | modify | 579 | 1.00 | 97.924 | 96.524 | 98.524 | ||
| 1755 | 2009.04.21 11:20 | close | 579 | 1.00 | 98.129 | 96.524 | 98.524 | 20500.00 | 3512404.96 |
| 1756 | 2009.04.22 03:15 | buy | 580 | 1.00 | 98.491 | 0.000 | 0.000 | ||
| 1757 | 2009.04.22 03:15 | modify | 580 | 1.00 | 98.491 | 97.091 | 99.091 | ||
| 1758 | 2009.04.22 08:00 | close | 580 | 1.00 | 98.241 | 97.091 | 99.091 | -25000.00 | 3487404.96 |
| 1759 | 2009.04.22 21:50 | sell | 581 | 1.00 | 98.232 | 0.000 | 0.000 | ||
| 1760 | 2009.04.22 21:50 | modify | 581 | 1.00 | 98.232 | 99.632 | 97.632 | ||
| 1761 | 2009.04.22 23:05 | close | 581 | 1.00 | 97.905 | 99.632 | 97.632 | 32700.00 | 3520104.96 |
| 1762 | 2009.04.24 03:15 | buy | 582 | 1.00 | 97.772 | 0.000 | 0.000 | ||
| 1763 | 2009.04.24 03:15 | modify | 582 | 1.00 | 97.772 | 96.372 | 98.372 | ||
| 1764 | 2009.04.24 05:15 | close | 582 | 1.00 | 97.574 | 96.372 | 98.372 | -19800.00 | 3500304.96 |
| 1765 | 2009.04.24 19:05 | buy | 583 | 1.00 | 97.035 | 0.000 | 0.000 | ||
| 1766 | 2009.04.24 19:05 | modify | 583 | 1.00 | 97.035 | 95.635 | 97.635 | ||
| 1767 | 2009.04.24 22:10 | close | 583 | 1.00 | 97.152 | 95.635 | 97.635 | 11700.00 | 3512004.96 |
| 1768 | 2009.04.28 13:35 | sell | 584 | 1.00 | 96.174 | 0.000 | 0.000 | ||
| 1769 | 2009.04.28 13:35 | modify | 584 | 1.00 | 96.174 | 97.574 | 95.574 | ||
| 1770 | 2009.04.28 16:05 | close | 584 | 1.00 | 96.067 | 97.574 | 95.574 | 10700.00 | 3522704.96 |
| 1771 | 2009.05.05 09:25 | sell | 585 | 1.00 | 98.916 | 0.000 | 0.000 | ||
| 1772 | 2009.05.05 09:25 | modify | 585 | 1.00 | 98.916 | 100.316 | 98.316 | ||
| 1773 | 2009.05.05 14:25 | close | 585 | 1.00 | 99.027 | 100.316 | 98.316 | -11100.00 | 3511604.96 |
| 1774 | 2009.05.06 10:50 | sell | 586 | 1.00 | 98.445 | 0.000 | 0.000 | ||
| 1775 | 2009.05.06 10:50 | modify | 586 | 1.00 | 98.445 | 99.845 | 97.845 | ||
| 1776 | 2009.05.06 13:10 | close | 586 | 1.00 | 98.269 | 99.845 | 97.845 | 17600.00 | 3529204.96 |
| 1777 | 2009.05.06 20:15 | buy | 587 | 1.00 | 98.330 | 0.000 | 0.000 | ||
| 1778 | 2009.05.06 20:15 | modify | 587 | 1.00 | 98.330 | 96.930 | 98.930 | ||
| 1779 | 2009.05.06 21:00 | close | 587 | 1.00 | 98.537 | 96.930 | 98.930 | 20700.00 | 3549904.96 |
| 1780 | 2009.05.08 06:00 | buy | 588 | 1.00 | 99.037 | 0.000 | 0.000 | ||
| 1781 | 2009.05.08 06:00 | modify | 588 | 1.00 | 99.037 | 97.637 | 99.637 | ||
| 1782 | 2009.05.08 07:45 | close | 588 | 1.00 | 99.170 | 97.637 | 99.637 | 13300.00 | 3563204.96 |
| 1783 | 2009.05.12 00:26 | sell | 589 | 1.00 | 97.607 | 0.000 | 0.000 | ||
| 1784 | 2009.05.12 00:26 | modify | 589 | 1.00 | 97.607 | 99.007 | 97.007 | ||
| 1785 | 2009.05.12 00:50 | close | 589 | 1.00 | 97.416 | 99.007 | 97.007 | 19100.00 | 3582304.96 |
| 1786 | 2009.05.12 04:20 | buy | 590 | 1.00 | 97.295 | 0.000 | 0.000 | ||
| 1787 | 2009.05.12 04:20 | modify | 590 | 1.00 | 97.295 | 95.895 | 97.895 | ||
| 1788 | 2009.05.12 04:25 | close | 590 | 1.00 | 97.204 | 95.895 | 97.895 | -9100.00 | 3573204.96 |
| 1789 | 2009.05.14 09:35 | sell | 591 | 1.00 | 95.705 | 0.000 | 0.000 | ||
| 1790 | 2009.05.14 09:35 | modify | 591 | 1.00 | 95.705 | 97.105 | 95.105 | ||
| 1791 | 2009.05.14 10:00 | close | 591 | 1.00 | 95.510 | 97.105 | 95.105 | 19500.00 | 3592704.96 |
| 1792 | 2009.05.19 12:10 | buy | 592 | 1.00 | 96.341 | 0.000 | 0.000 | ||
| 1793 | 2009.05.19 12:10 | modify | 592 | 1.00 | 96.341 | 94.941 | 96.941 | ||
| 1794 | 2009.05.19 17:20 | close | 592 | 1.00 | 96.274 | 94.941 | 96.941 | -6700.00 | 3586004.96 |
| 1795 | 2009.05.20 02:30 | sell | 593 | 1.00 | 96.185 | 0.000 | 0.000 | ||
| 1796 | 2009.05.20 02:30 | modify | 593 | 1.00 | 96.185 | 97.585 | 95.585 | ||
| 1797 | 2009.05.20 03:10 | close | 593 | 1.00 | 96.039 | 97.585 | 95.585 | 14600.00 | 3600604.96 |
| 1798 | 2009.05.21 09:15 | sell | 594 | 1.00 | 94.685 | 0.000 | 0.000 | ||
| 1799 | 2009.05.21 09:15 | modify | 594 | 1.00 | 94.685 | 96.085 | 94.085 | ||
| 1800 | 2009.05.21 11:25 | close | 594 | 1.00 | 94.437 | 96.085 | 94.085 | 24800.00 | 3625404.96 |