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 |
| 1801 | 2009.05.26 03:20 | sell | 595 | 1.00 | 95.029 | 0.000 | 0.000 | ||
| 1802 | 2009.05.26 03:20 | modify | 595 | 1.00 | 95.029 | 96.429 | 94.429 | ||
| 1803 | 2009.05.26 04:00 | close | 595 | 1.00 | 94.786 | 96.429 | 94.429 | 24300.00 | 3649704.96 |
| 1804 | 2009.05.27 09:40 | buy | 596 | 1.00 | 95.242 | 0.000 | 0.000 | ||
| 1805 | 2009.05.27 09:40 | modify | 596 | 1.00 | 95.242 | 93.842 | 95.842 | ||
| 1806 | 2009.05.27 11:15 | close | 596 | 1.00 | 95.415 | 93.842 | 95.842 | 17300.00 | 3667004.96 |
| 1807 | 2009.05.27 20:55 | sell | 597 | 1.00 | 95.299 | 0.000 | 0.000 | ||
| 1808 | 2009.05.27 20:55 | modify | 597 | 1.00 | 95.299 | 96.699 | 94.699 | ||
| 1809 | 2009.05.28 02:45 | close | 597 | 1.00 | 95.576 | 96.699 | 94.699 | -31632.82 | 3635372.14 |
| 1810 | 2009.05.29 09:15 | sell | 598 | 1.00 | 96.677 | 0.000 | 0.000 | ||
| 1811 | 2009.05.29 09:15 | modify | 598 | 1.00 | 96.677 | 98.077 | 96.077 | ||
| 1812 | 2009.05.29 11:00 | close | 598 | 1.00 | 96.479 | 98.077 | 96.077 | 19800.00 | 3655172.14 |
| 1813 | 2009.06.01 07:25 | sell | 599 | 1.00 | 95.114 | 0.000 | 0.000 | ||
| 1814 | 2009.06.01 07:25 | modify | 599 | 1.00 | 95.114 | 96.514 | 94.514 | ||
| 1815 | 2009.06.01 09:55 | close | 599 | 1.00 | 95.051 | 96.514 | 94.514 | 6300.00 | 3661472.14 |
| 1816 | 2009.06.02 02:15 | buy | 600 | 1.00 | 96.389 | 0.000 | 0.000 | ||
| 1817 | 2009.06.02 02:15 | modify | 600 | 1.00 | 96.389 | 94.989 | 96.989 | ||
| 1818 | 2009.06.02 04:35 | close | 600 | 1.00 | 96.531 | 94.989 | 96.989 | 14200.00 | 3675672.14 |
| 1819 | 2009.06.08 02:30 | buy | 601 | 1.00 | 98.466 | 0.000 | 0.000 | ||
| 1820 | 2009.06.08 02:30 | modify | 601 | 1.00 | 98.466 | 97.066 | 99.066 | ||
| 1821 | 2009.06.08 02:50 | close | 601 | 1.00 | 98.620 | 97.066 | 99.066 | 15400.00 | 3691072.14 |
| 1822 | 2009.06.08 09:00 | sell | 602 | 1.00 | 98.550 | 0.000 | 0.000 | ||
| 1823 | 2009.06.08 09:00 | modify | 602 | 1.00 | 98.550 | 99.950 | 97.950 | ||
| 1824 | 2009.06.08 09:35 | close | 602 | 1.00 | 98.426 | 99.950 | 97.950 | 12400.00 | 3703472.14 |
| 1825 | 2009.06.10 03:25 | buy | 603 | 1.00 | 97.317 | 0.000 | 0.000 | ||
| 1826 | 2009.06.10 03:25 | modify | 603 | 1.00 | 97.317 | 95.917 | 97.917 | ||
| 1827 | 2009.06.10 03:55 | close | 603 | 1.00 | 97.182 | 95.917 | 97.917 | -13500.00 | 3689972.14 |
| 1828 | 2009.06.10 03:55 | buy | 604 | 1.00 | 97.190 | 0.000 | 0.000 | ||
| 1829 | 2009.06.10 03:55 | modify | 604 | 1.00 | 97.190 | 95.790 | 97.790 | ||
| 1830 | 2009.06.10 04:00 | close | 604 | 1.00 | 97.151 | 95.790 | 97.790 | -3900.00 | 3686072.14 |
| 1831 | 2009.06.10 05:25 | sell | 605 | 1.00 | 97.515 | 0.000 | 0.000 | ||
| 1832 | 2009.06.10 05:25 | modify | 605 | 1.00 | 97.515 | 98.915 | 96.915 | ||
| 1833 | 2009.06.10 08:00 | close | 605 | 1.00 | 97.570 | 98.915 | 96.915 | -5500.00 | 3680572.14 |
| 1834 | 2009.06.22 04:50 | buy | 606 | 1.00 | 95.883 | 0.000 | 0.000 | ||
| 1835 | 2009.06.22 04:50 | modify | 606 | 1.00 | 95.883 | 94.483 | 96.483 | ||
| 1836 | 2009.06.22 05:10 | close | 606 | 1.00 | 95.831 | 94.483 | 96.483 | -5200.00 | 3675372.14 |
| 1837 | 2009.06.24 03:00 | sell | 607 | 1.00 | 95.330 | 0.000 | 0.000 | ||
| 1838 | 2009.06.24 03:00 | modify | 607 | 1.00 | 95.330 | 96.730 | 94.730 | ||
| 1839 | 2009.06.24 08:00 | close | 607 | 1.00 | 95.566 | 96.730 | 94.730 | -23600.00 | 3651772.14 |
| 1840 | 2009.06.24 10:15 | buy | 608 | 1.00 | 95.272 | 0.000 | 0.000 | ||
| 1841 | 2009.06.24 10:15 | modify | 608 | 1.00 | 95.272 | 93.872 | 95.872 | ||
| 1842 | 2009.06.24 14:30 | close | 608 | 1.00 | 95.345 | 93.872 | 95.872 | 7300.00 | 3659072.14 |
| 1843 | 2009.07.01 02:30 | buy | 609 | 1.00 | 96.239 | 0.000 | 0.000 | ||
| 1844 | 2009.07.01 02:30 | modify | 609 | 1.00 | 96.239 | 94.839 | 96.839 | ||
| 1845 | 2009.07.01 03:15 | close | 609 | 1.00 | 96.420 | 94.839 | 96.839 | 18100.00 | 3677172.14 |
| 1846 | 2009.07.02 03:15 | buy | 610 | 1.00 | 96.408 | 0.000 | 0.000 | ||
| 1847 | 2009.07.02 03:15 | modify | 610 | 1.00 | 96.408 | 95.008 | 97.008 | ||
| 1848 | 2009.07.02 05:15 | close | 610 | 1.00 | 96.598 | 95.008 | 97.008 | 19000.00 | 3696172.14 |
| 1849 | 2009.07.06 22:05 | sell | 611 | 1.00 | 95.283 | 0.000 | 0.000 | ||
| 1850 | 2009.07.06 22:05 | modify | 611 | 1.00 | 95.283 | 96.683 | 94.683 | ||
| 1851 | 2009.07.07 01:05 | close | 611 | 1.00 | 95.284 | 96.683 | 94.683 | -1411.08 | 3694761.07 |
| 1852 | 2009.07.13 03:05 | sell | 612 | 1.00 | 92.608 | 0.000 | 0.000 | ||
| 1853 | 2009.07.13 03:05 | modify | 612 | 1.00 | 92.608 | 94.008 | 92.008 | ||
| 1854 | 2009.07.13 05:10 | close | 612 | 1.00 | 92.594 | 94.008 | 92.008 | 1400.00 | 3696161.07 |
| 1855 | 2009.07.14 10:05 | buy | 613 | 1.00 | 92.931 | 0.000 | 0.000 | ||
| 1856 | 2009.07.14 10:05 | modify | 613 | 1.00 | 92.931 | 91.531 | 93.531 | ||
| 1857 | 2009.07.14 11:10 | close | 613 | 1.00 | 93.194 | 91.531 | 93.531 | 26300.00 | 3722461.07 |
| 1858 | 2009.07.16 13:40 | sell | 614 | 1.00 | 94.046 | 0.000 | 0.000 | ||
| 1859 | 2009.07.16 13:40 | modify | 614 | 1.00 | 94.046 | 95.446 | 93.446 | ||
| 1860 | 2009.07.16 14:20 | close | 614 | 1.00 | 93.827 | 95.446 | 93.446 | 21900.00 | 3744361.07 |
| 1861 | 2009.07.20 12:35 | buy | 615 | 1.00 | 94.399 | 0.000 | 0.000 | ||
| 1862 | 2009.07.20 12:35 | modify | 615 | 1.00 | 94.399 | 92.999 | 94.999 | ||
| 1863 | 2009.07.20 13:20 | close | 615 | 1.00 | 94.585 | 92.999 | 94.999 | 18600.00 | 3762961.07 |
| 1864 | 2009.07.24 03:05 | buy | 616 | 1.00 | 94.909 | 0.000 | 0.000 | ||
| 1865 | 2009.07.24 03:05 | modify | 616 | 1.00 | 94.909 | 93.509 | 95.509 | ||
| 1866 | 2009.07.24 07:45 | close | 616 | 1.00 | 94.805 | 93.509 | 95.509 | -10400.00 | 3752561.07 |
| 1867 | 2009.07.24 07:50 | sell | 617 | 1.00 | 94.825 | 0.000 | 0.000 | ||
| 1868 | 2009.07.24 07:50 | modify | 617 | 1.00 | 94.825 | 96.225 | 94.225 | ||
| 1869 | 2009.07.24 08:50 | close | 617 | 1.00 | 94.758 | 96.225 | 94.225 | 6700.00 | 3759261.07 |
| 1870 | 2009.07.24 11:20 | sell | 618 | 1.00 | 94.988 | 0.000 | 0.000 | ||
| 1871 | 2009.07.24 11:20 | modify | 618 | 1.00 | 94.988 | 96.388 | 94.388 | ||
| 1872 | 2009.07.24 14:15 | close | 618 | 1.00 | 94.788 | 96.388 | 94.388 | 20000.00 | 3779261.07 |
| 1873 | 2009.07.28 03:10 | buy | 619 | 1.00 | 95.101 | 0.000 | 0.000 | ||
| 1874 | 2009.07.28 03:10 | modify | 619 | 1.00 | 95.101 | 93.701 | 95.701 | ||
| 1875 | 2009.07.28 06:25 | close | 619 | 1.00 | 95.100 | 93.701 | 95.701 | -100.00 | 3779161.07 |
| 1876 | 2009.07.28 23:10 | sell | 620 | 1.00 | 94.675 | 0.000 | 0.000 | ||
| 1877 | 2009.07.28 23:10 | modify | 620 | 1.00 | 94.675 | 96.075 | 94.075 | ||
| 1878 | 2009.07.29 00:41 | close | 620 | 1.00 | 94.451 | 96.075 | 94.075 | 21099.97 | 3800261.03 |
| 1879 | 2009.07.29 02:00 | buy | 621 | 1.00 | 94.377 | 0.000 | 0.000 | ||
| 1880 | 2009.07.29 02:00 | modify | 621 | 1.00 | 94.377 | 92.977 | 94.977 | ||
| 1881 | 2009.07.29 03:20 | close | 621 | 1.00 | 94.525 | 92.977 | 94.977 | 14800.00 | 3815061.03 |
| 1882 | 2009.07.31 10:40 | sell | 622 | 1.00 | 95.465 | 0.000 | 0.000 | ||
| 1883 | 2009.07.31 10:40 | modify | 622 | 1.00 | 95.465 | 96.865 | 94.865 | ||
| 1884 | 2009.07.31 15:35 | close | 622 | 1.00 | 95.545 | 96.865 | 94.865 | -8000.00 | 3807061.03 |
| 1885 | 2009.08.05 02:30 | sell | 623 | 1.00 | 95.395 | 0.000 | 0.000 | ||
| 1886 | 2009.08.05 02:30 | modify | 623 | 1.00 | 95.395 | 96.795 | 94.795 | ||
| 1887 | 2009.08.05 03:35 | close | 623 | 1.00 | 95.269 | 96.795 | 94.795 | 12600.00 | 3819661.03 |
| 1888 | 2009.08.05 11:40 | sell | 624 | 1.00 | 95.197 | 0.000 | 0.000 | ||
| 1889 | 2009.08.05 11:40 | modify | 624 | 1.00 | 95.197 | 96.597 | 94.597 | ||
| 1890 | 2009.08.05 17:10 | close | 624 | 1.00 | 94.977 | 96.597 | 94.597 | 22000.00 | 3841661.03 |
| 1891 | 2009.08.06 03:00 | buy | 625 | 1.00 | 94.818 | 0.000 | 0.000 | ||
| 1892 | 2009.08.06 03:00 | modify | 625 | 1.00 | 94.818 | 93.418 | 95.418 | ||
| 1893 | 2009.08.06 03:35 | close | 625 | 1.00 | 94.969 | 93.418 | 95.418 | 15100.00 | 3856761.03 |
| 1894 | 2009.08.06 04:05 | sell | 626 | 1.00 | 95.061 | 0.000 | 0.000 | ||
| 1895 | 2009.08.06 04:05 | modify | 626 | 1.00 | 95.061 | 96.461 | 94.461 | ||
| 1896 | 2009.08.06 11:25 | close | 626 | 1.00 | 95.456 | 96.461 | 94.461 | -39500.00 | 3817261.03 |
| 1897 | 2009.08.10 02:35 | buy | 627 | 1.00 | 97.422 | 0.000 | 0.000 | ||
| 1898 | 2009.08.10 02:35 | modify | 627 | 1.00 | 97.422 | 96.022 | 98.022 | ||
| 1899 | 2009.08.10 10:25 | close | 627 | 1.00 | 97.308 | 96.022 | 98.022 | -11400.00 | 3805861.03 |
| 1900 | 2009.08.10 10:35 | sell | 628 | 1.00 | 97.425 | 0.000 | 0.000 | ||
| 1901 | 2009.08.10 10:35 | modify | 628 | 1.00 | 97.425 | 98.825 | 96.825 | ||
| 1902 | 2009.08.10 12:15 | close | 628 | 1.00 | 97.268 | 98.825 | 96.825 | 15700.00 | 3821561.03 |
| 1903 | 2009.08.10 13:40 | buy | 629 | 1.00 | 97.193 | 0.000 | 0.000 | ||
| 1904 | 2009.08.10 13:40 | modify | 629 | 1.00 | 97.193 | 95.793 | 97.793 | ||
| 1905 | 2009.08.10 14:50 | close | 629 | 1.00 | 97.322 | 95.793 | 97.793 | 12900.00 | 3834461.03 |
| 1906 | 2009.08.11 09:25 | sell | 630 | 1.00 | 96.914 | 0.000 | 0.000 | ||
| 1907 | 2009.08.11 09:25 | modify | 630 | 1.00 | 96.914 | 98.314 | 96.314 | ||
| 1908 | 2009.08.11 10:10 | close | 630 | 1.00 | 96.725 | 98.314 | 96.314 | 18900.00 | 3853361.03 |
| 1909 | 2009.08.12 04:15 | buy | 631 | 1.00 | 95.816 | 0.000 | 0.000 | ||
| 1910 | 2009.08.12 04:15 | modify | 631 | 1.00 | 95.816 | 94.416 | 96.416 | ||
| 1911 | 2009.08.12 04:20 | close | 631 | 1.00 | 95.750 | 94.416 | 96.416 | -6600.00 | 3846761.03 |
| 1912 | 2009.08.12 05:10 | buy | 632 | 1.00 | 95.689 | 0.000 | 0.000 | ||
| 1913 | 2009.08.12 05:10 | modify | 632 | 1.00 | 95.689 | 94.289 | 96.289 | ||
| 1914 | 2009.08.12 05:15 | close | 632 | 1.00 | 95.542 | 94.289 | 96.289 | -14700.00 | 3832061.03 |
| 1915 | 2009.08.12 11:55 | sell | 633 | 1.00 | 95.660 | 0.000 | 0.000 | ||
| 1916 | 2009.08.12 11:55 | modify | 633 | 1.00 | 95.660 | 97.060 | 95.060 | ||
| 1917 | 2009.08.12 23:30 | close | 633 | 1.00 | 95.998 | 97.060 | 95.060 | -33800.00 | 3798261.03 |
| 1918 | 2009.08.14 21:45 | sell | 634 | 1.00 | 94.869 | 0.000 | 0.000 | ||
| 1919 | 2009.08.14 21:45 | modify | 634 | 1.00 | 94.869 | 96.269 | 94.269 | ||
| 1920 | 2009.08.14 23:00 | close | 634 | 1.00 | 94.813 | 96.269 | 94.269 | 5600.00 | 3803861.03 |
| 1921 | 2009.08.19 02:20 | sell | 635 | 1.00 | 94.890 | 0.000 | 0.000 | ||
| 1922 | 2009.08.19 02:20 | modify | 635 | 1.00 | 94.890 | 96.290 | 94.290 | ||
| 1923 | 2009.08.19 04:05 | close | 635 | 1.00 | 94.703 | 96.290 | 94.290 | 18700.00 | 3822561.03 |
| 1924 | 2009.08.21 10:10 | sell | 636 | 1.00 | 94.021 | 0.000 | 0.000 | ||
| 1925 | 2009.08.21 10:10 | modify | 636 | 1.00 | 94.021 | 95.421 | 93.421 | ||
| 1926 | 2009.08.21 11:10 | close | 636 | 1.00 | 93.810 | 95.421 | 93.421 | 21100.00 | 3843661.03 |
| 1927 | 2009.08.31 11:40 | sell | 637 | 1.00 | 92.922 | 0.000 | 0.000 | ||
| 1928 | 2009.08.31 11:40 | modify | 637 | 1.00 | 92.922 | 94.322 | 92.322 | ||
| 1929 | 2009.08.31 16:10 | close | 637 | 1.00 | 93.084 | 94.322 | 92.322 | -16200.00 | 3827461.03 |
| 1930 | 2009.09.10 05:35 | buy | 638 | 1.00 | 92.049 | 0.000 | 0.000 | ||
| 1931 | 2009.09.10 05:35 | modify | 638 | 1.00 | 92.049 | 90.649 | 92.649 | ||
| 1932 | 2009.09.10 08:35 | close | 638 | 1.00 | 92.092 | 90.649 | 92.649 | 4300.00 | 3831761.03 |
| 1933 | 2009.09.11 02:35 | buy | 639 | 1.00 | 91.656 | 0.000 | 0.000 | ||
| 1934 | 2009.09.11 02:35 | modify | 639 | 1.00 | 91.656 | 90.256 | 92.256 | ||
| 1935 | 2009.09.11 05:50 | close | 639 | 1.00 | 91.345 | 90.256 | 92.256 | -31100.00 | 3800661.03 |
| 1936 | 2009.09.14 03:05 | sell | 640 | 1.00 | 90.551 | 0.000 | 0.000 | ||
| 1937 | 2009.09.14 03:05 | modify | 640 | 1.00 | 90.551 | 91.951 | 89.951 | ||
| 1938 | 2009.09.14 04:45 | close | 640 | 1.00 | 90.409 | 91.951 | 89.951 | 14200.00 | 3814861.03 |
| 1939 | 2009.09.17 03:00 | sell | 641 | 1.00 | 91.040 | 0.000 | 0.000 | ||
| 1940 | 2009.09.17 03:00 | modify | 641 | 1.00 | 91.040 | 92.440 | 90.440 | ||
| 1941 | 2009.09.17 06:40 | close | 641 | 1.00 | 91.019 | 92.440 | 90.440 | 2100.00 | 3816961.03 |
| 1942 | 2009.09.18 04:35 | sell | 642 | 1.00 | 91.299 | 0.000 | 0.000 | ||
| 1943 | 2009.09.18 04:35 | modify | 642 | 1.00 | 91.299 | 92.699 | 90.699 | ||
| 1944 | 2009.09.18 05:25 | close | 642 | 1.00 | 91.164 | 92.699 | 90.699 | 13500.00 | 3830461.03 |
| 1945 | 2009.09.23 10:00 | sell | 643 | 1.00 | 90.954 | 0.000 | 0.000 | ||
| 1946 | 2009.09.23 10:00 | modify | 643 | 1.00 | 90.954 | 92.354 | 90.354 | ||
| 1947 | 2009.09.23 21:20 | close | 643 | 1.00 | 91.176 | 92.354 | 90.354 | -22200.00 | 3808261.03 |
| 1948 | 2009.09.23 21:25 | buy | 644 | 1.00 | 91.041 | 0.000 | 0.000 | ||
| 1949 | 2009.09.23 21:25 | modify | 644 | 1.00 | 91.041 | 89.641 | 91.641 | ||
| 1950 | 2009.09.23 22:15 | close | 644 | 1.00 | 91.224 | 89.641 | 91.641 | 18300.00 | 3826561.03 |