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 |
| 1951 | 2009.09.28 06:10 | sell | 645 | 1.00 | 89.355 | 0.000 | 0.000 | ||
| 1952 | 2009.09.28 06:10 | modify | 645 | 1.00 | 89.355 | 90.755 | 88.755 | ||
| 1953 | 2009.09.28 08:50 | close | 645 | 1.00 | 89.255 | 90.755 | 88.755 | 10000.00 | 3836561.03 |
| 1954 | 2009.10.08 13:30 | sell | 646 | 1.00 | 88.511 | 0.000 | 0.000 | ||
| 1955 | 2009.10.08 13:30 | modify | 646 | 1.00 | 88.511 | 89.911 | 87.911 | ||
| 1956 | 2009.10.08 14:10 | close | 646 | 1.00 | 88.332 | 89.911 | 87.911 | 17900.00 | 3854461.03 |
| 1957 | 2009.10.13 04:10 | sell | 647 | 1.00 | 89.861 | 0.000 | 0.000 | ||
| 1958 | 2009.10.13 04:10 | modify | 647 | 1.00 | 89.861 | 91.261 | 89.261 | ||
| 1959 | 2009.10.13 06:00 | close | 647 | 1.00 | 89.756 | 91.261 | 89.261 | 10500.00 | 3864961.03 |
| 1960 | 2009.10.14 13:15 | sell | 648 | 1.00 | 89.313 | 0.000 | 0.000 | ||
| 1961 | 2009.10.14 13:15 | modify | 648 | 1.00 | 89.313 | 90.713 | 88.713 | ||
| 1962 | 2009.10.14 16:35 | close | 648 | 1.00 | 89.338 | 90.713 | 88.713 | -2500.00 | 3862461.03 |
| 1963 | 2009.10.19 00:20 | sell | 649 | 1.00 | 91.122 | 0.000 | 0.000 | ||
| 1964 | 2009.10.19 00:20 | modify | 649 | 1.00 | 91.122 | 92.522 | 90.522 | ||
| 1965 | 2009.10.19 03:00 | close | 649 | 1.00 | 90.916 | 92.522 | 90.522 | 20600.00 | 3883061.03 |
| 1966 | 2009.10.21 20:20 | buy | 650 | 1.00 | 90.901 | 0.000 | 0.000 | ||
| 1967 | 2009.10.21 20:20 | modify | 650 | 1.00 | 90.901 | 89.501 | 91.501 | ||
| 1968 | 2009.10.21 21:35 | close | 650 | 1.00 | 91.047 | 89.501 | 91.501 | 14600.00 | 3897661.03 |
| 1969 | 2009.10.26 03:10 | buy | 651 | 1.00 | 91.903 | 0.000 | 0.000 | ||
| 1970 | 2009.10.26 03:10 | modify | 651 | 1.00 | 91.903 | 90.503 | 92.503 | ||
| 1971 | 2009.10.26 08:35 | close | 651 | 1.00 | 91.819 | 90.503 | 92.503 | -8400.00 | 3889261.03 |
| 1972 | 2009.10.29 10:45 | sell | 652 | 1.00 | 90.637 | 0.000 | 0.000 | ||
| 1973 | 2009.10.29 10:45 | modify | 652 | 1.00 | 90.637 | 92.037 | 90.037 | ||
| 1974 | 2009.10.30 00:00 | close | 652 | 1.00 | 91.436 | 92.037 | 90.037 | -81156.97 | 3808104.06 |
| 1975 | 2009.11.02 05:45 | sell | 653 | 1.00 | 90.193 | 0.000 | 0.000 | ||
| 1976 | 2009.11.02 05:45 | modify | 653 | 1.00 | 90.193 | 91.593 | 89.593 | ||
| 1977 | 2009.11.02 07:10 | close | 653 | 1.00 | 89.987 | 91.593 | 89.593 | 20600.00 | 3828704.06 |
| 1978 | 2009.11.11 08:20 | sell | 654 | 1.00 | 89.736 | 0.000 | 0.000 | ||
| 1979 | 2009.11.11 08:20 | modify | 654 | 1.00 | 89.736 | 91.136 | 89.136 | ||
| 1980 | 2009.11.11 15:05 | close | 654 | 1.00 | 89.851 | 91.136 | 89.136 | -11500.00 | 3817204.06 |
| 1981 | 2009.11.13 02:25 | buy | 655 | 1.00 | 90.226 | 0.000 | 0.000 | ||
| 1982 | 2009.11.13 02:25 | modify | 655 | 1.00 | 90.226 | 88.826 | 90.826 | ||
| 1983 | 2009.11.13 08:45 | close | 655 | 1.00 | 90.318 | 88.826 | 90.826 | 9200.00 | 3826404.06 |
| 1984 | 2009.11.13 08:45 | sell | 656 | 1.00 | 90.318 | 0.000 | 0.000 | ||
| 1985 | 2009.11.13 08:45 | modify | 656 | 1.00 | 90.318 | 91.718 | 89.718 | ||
| 1986 | 2009.11.13 10:10 | close | 656 | 1.00 | 90.228 | 91.718 | 89.718 | 9000.00 | 3835404.06 |
| 1987 | 2009.11.17 09:35 | buy | 657 | 1.00 | 88.962 | 0.000 | 0.000 | ||
| 1988 | 2009.11.17 09:35 | modify | 657 | 1.00 | 88.962 | 87.562 | 89.562 | ||
| 1989 | 2009.11.17 11:35 | close | 657 | 1.00 | 89.011 | 87.562 | 89.562 | 4900.00 | 3840304.06 |
| 1990 | 2009.11.27 06:35 | sell | 658 | 1.00 | 86.293 | 0.000 | 0.000 | ||
| 1991 | 2009.11.27 06:35 | modify | 658 | 1.00 | 86.293 | 87.693 | 85.693 | ||
| 1992 | 2009.11.27 07:55 | close | 658 | 1.00 | 86.067 | 87.693 | 85.693 | 22600.00 | 3862904.06 |
| 1993 | 2009.12.04 02:20 | buy | 659 | 1.00 | 88.091 | 0.000 | 0.000 | ||
| 1994 | 2009.12.04 02:20 | modify | 659 | 1.00 | 88.091 | 86.691 | 88.691 | ||
| 1995 | 2009.12.04 03:35 | close | 659 | 1.00 | 88.273 | 86.691 | 88.691 | 18200.00 | 3881104.06 |
| 1996 | 2009.12.10 05:55 | buy | 660 | 1.00 | 88.021 | 0.000 | 0.000 | ||
| 1997 | 2009.12.10 05:55 | modify | 660 | 1.00 | 88.021 | 86.621 | 88.621 | ||
| 1998 | 2009.12.10 10:10 | close | 660 | 1.00 | 88.086 | 86.621 | 88.621 | 6500.00 | 3887604.06 |
| 1999 | 2009.12.14 02:50 | buy | 661 | 1.00 | 88.925 | 0.000 | 0.000 | ||
| 2000 | 2009.12.14 02:50 | modify | 661 | 1.00 | 88.925 | 87.525 | 89.525 | ||
| 2001 | 2009.12.14 06:25 | close | 661 | 1.00 | 88.832 | 87.525 | 89.525 | -9300.00 | 3878304.06 |
| 2002 | 2009.12.16 02:00 | buy | 662 | 1.00 | 89.507 | 0.000 | 0.000 | ||
| 2003 | 2009.12.16 02:00 | modify | 662 | 1.00 | 89.507 | 88.107 | 90.107 | ||
| 2004 | 2009.12.16 07:00 | close | 662 | 1.00 | 89.446 | 88.107 | 90.107 | -6100.00 | 3872204.06 |
| 2005 | 2009.12.16 09:35 | sell | 663 | 1.00 | 89.625 | 0.000 | 0.000 | ||
| 2006 | 2009.12.16 09:35 | modify | 663 | 1.00 | 89.625 | 91.025 | 89.025 | ||
| 2007 | 2009.12.16 12:15 | close | 663 | 1.00 | 89.631 | 91.025 | 89.025 | -600.00 | 3871604.06 |
| 2008 | 2009.12.17 09:10 | buy | 664 | 1.00 | 89.922 | 0.000 | 0.000 | ||
| 2009 | 2009.12.17 09:10 | modify | 664 | 1.00 | 89.922 | 88.522 | 90.522 | ||
| 2010 | 2009.12.17 11:40 | close | 664 | 1.00 | 89.914 | 88.522 | 90.522 | -800.00 | 3870804.06 |
| 2011 | 2009.12.22 01:50 | buy | 665 | 1.00 | 91.078 | 0.000 | 0.000 | ||
| 2012 | 2009.12.22 01:50 | modify | 665 | 1.00 | 91.078 | 89.678 | 91.678 | ||
| 2013 | 2009.12.22 03:05 | close | 665 | 1.00 | 91.170 | 89.678 | 91.678 | 9200.00 | 3880004.06 |
| 2014 | 2009.12.22 07:55 | buy | 666 | 1.00 | 91.251 | 0.000 | 0.000 | ||
| 2015 | 2009.12.22 07:55 | modify | 666 | 1.00 | 91.251 | 89.851 | 91.851 | ||
| 2016 | 2009.12.22 10:55 | close | 666 | 1.00 | 91.301 | 89.851 | 91.851 | 5000.00 | 3885004.06 |
| 2017 | 2010.01.04 01:20 | buy | 667 | 1.00 | 92.834 | 0.000 | 0.000 | ||
| 2018 | 2010.01.04 01:20 | modify | 667 | 1.00 | 92.834 | 91.434 | 93.434 | ||
| 2019 | 2010.01.04 03:45 | close | 667 | 1.00 | 93.047 | 91.434 | 93.434 | 21300.00 | 3906304.06 |
| 2020 | 2010.01.05 10:35 | sell | 668 | 1.00 | 92.047 | 0.000 | 0.000 | ||
| 2021 | 2010.01.05 10:35 | modify | 668 | 1.00 | 92.047 | 93.447 | 91.447 | ||
| 2022 | 2010.01.05 11:05 | close | 668 | 1.00 | 91.882 | 93.447 | 91.447 | 16500.00 | 3922804.06 |
| 2023 | 2010.01.06 01:50 | buy | 669 | 1.00 | 91.588 | 0.000 | 0.000 | ||
| 2024 | 2010.01.06 01:50 | modify | 669 | 1.00 | 91.588 | 90.188 | 92.188 | ||
| 2025 | 2010.01.06 03:20 | close | 669 | 1.00 | 91.740 | 90.188 | 92.188 | 15200.00 | 3938004.06 |
| 2026 | 2010.01.06 03:25 | sell | 670 | 1.00 | 91.862 | 0.000 | 0.000 | ||
| 2027 | 2010.01.06 03:25 | modify | 670 | 1.00 | 91.862 | 93.262 | 91.262 | ||
| 2028 | 2010.01.06 07:00 | close | 670 | 1.00 | 92.075 | 93.262 | 91.262 | -21300.00 | 3916704.06 |
| 2029 | 2010.01.06 21:15 | buy | 671 | 1.00 | 92.311 | 0.000 | 0.000 | ||
| 2030 | 2010.01.06 21:15 | modify | 671 | 1.00 | 92.311 | 90.911 | 92.911 | ||
| 2031 | 2010.01.07 01:20 | close | 671 | 1.00 | 92.385 | 90.911 | 92.911 | 9169.49 | 3925873.55 |
| 2032 | 2010.01.08 06:35 | buy | 672 | 1.00 | 93.155 | 0.000 | 0.000 | ||
| 2033 | 2010.01.08 06:35 | modify | 672 | 1.00 | 93.155 | 91.755 | 93.755 | ||
| 2034 | 2010.01.08 07:35 | close | 672 | 1.00 | 93.275 | 91.755 | 93.755 | 12000.00 | 3937873.55 |
| 2035 | 2010.01.11 11:55 | sell | 673 | 1.00 | 92.520 | 0.000 | 0.000 | ||
| 2036 | 2010.01.11 11:55 | modify | 673 | 1.00 | 92.520 | 93.920 | 91.920 | ||
| 2037 | 2010.01.11 17:25 | close | 673 | 1.00 | 92.374 | 93.920 | 91.920 | 14600.00 | 3952473.55 |
| 2038 | 2010.01.12 02:55 | sell | 674 | 1.00 | 92.262 | 0.000 | 0.000 | ||
| 2039 | 2010.01.12 02:55 | modify | 674 | 1.00 | 92.262 | 93.662 | 91.662 | ||
| 2040 | 2010.01.12 03:20 | close | 674 | 1.00 | 91.969 | 93.662 | 91.662 | 29300.00 | 3981773.55 |
| 2041 | 2010.01.13 02:35 | sell | 675 | 1.00 | 91.297 | 0.000 | 0.000 | ||
| 2042 | 2010.01.13 02:35 | modify | 675 | 1.00 | 91.297 | 92.697 | 90.697 | ||
| 2043 | 2010.01.13 03:20 | close | 675 | 1.00 | 91.105 | 92.697 | 90.697 | 19200.00 | 4000973.55 |
| 2044 | 2010.01.22 08:35 | sell | 676 | 1.00 | 90.273 | 0.000 | 0.000 | ||
| 2045 | 2010.01.22 08:35 | modify | 676 | 1.00 | 90.273 | 91.673 | 89.673 | ||
| 2046 | 2010.01.22 13:55 | close | 676 | 1.00 | 90.216 | 91.673 | 89.673 | 5700.00 | 4006673.55 |
| 2047 | 2010.01.28 12:45 | buy | 677 | 1.00 | 90.208 | 0.000 | 0.000 | ||
| 2048 | 2010.01.28 12:45 | modify | 677 | 1.00 | 90.208 | 88.808 | 90.808 | ||
| 2049 | 2010.01.29 02:15 | close | 677 | 1.00 | 89.837 | 88.808 | 90.808 | -36525.52 | 3970148.02 |
| 2050 | 2010.01.29 04:15 | sell | 678 | 1.00 | 89.991 | 0.000 | 0.000 | ||
| 2051 | 2010.01.29 04:15 | modify | 678 | 1.00 | 89.991 | 91.391 | 89.391 | ||
| 2052 | 2010.01.29 07:35 | close | 678 | 1.00 | 89.838 | 91.391 | 89.391 | 15300.00 | 3985448.02 |
| 2053 | 2010.02.04 02:05 | buy | 679 | 1.00 | 90.845 | 0.000 | 0.000 | ||
| 2054 | 2010.02.04 02:05 | modify | 679 | 1.00 | 90.845 | 89.445 | 91.445 | ||
| 2055 | 2010.02.04 03:05 | close | 679 | 1.00 | 91.030 | 89.445 | 91.445 | 18500.00 | 4003948.02 |
| 2056 | 2010.02.04 08:50 | sell | 680 | 1.00 | 91.043 | 0.000 | 0.000 | ||
| 2057 | 2010.02.04 08:50 | modify | 680 | 1.00 | 91.043 | 92.443 | 90.443 | ||
| 2058 | 2010.02.04 10:35 | close | 680 | 1.00 | 90.896 | 92.443 | 90.443 | 14700.00 | 4018648.02 |
| 2059 | 2010.02.05 01:50 | sell | 681 | 1.00 | 89.424 | 0.000 | 0.000 | ||
| 2060 | 2010.02.05 01:50 | modify | 681 | 1.00 | 89.424 | 90.824 | 88.824 | ||
| 2061 | 2010.02.05 07:55 | close | 681 | 1.00 | 89.591 | 90.824 | 88.824 | -16700.00 | 4001948.02 |
| 2062 | 2010.02.11 05:10 | buy | 682 | 1.00 | 89.887 | 0.000 | 0.000 | ||
| 2063 | 2010.02.11 05:10 | modify | 682 | 1.00 | 89.887 | 88.487 | 90.487 | ||
| 2064 | 2010.02.11 09:00 | close | 682 | 1.00 | 89.990 | 88.487 | 90.487 | 10300.00 | 4012248.02 |
| 2065 | 2010.02.17 09:35 | buy | 683 | 1.00 | 90.190 | 0.000 | 0.000 | ||
| 2066 | 2010.02.17 09:35 | modify | 683 | 1.00 | 90.190 | 88.790 | 90.790 | ||
| 2067 | 2010.02.17 10:05 | close | 683 | 1.00 | 90.340 | 88.790 | 90.790 | 15000.00 | 4027248.02 |
| 2068 | 2010.02.18 08:05 | buy | 684 | 1.00 | 90.853 | 0.000 | 0.000 | ||
| 2069 | 2010.02.18 08:05 | modify | 684 | 1.00 | 90.853 | 89.453 | 91.453 | ||
| 2070 | 2010.02.18 13:10 | close | 684 | 1.00 | 90.899 | 89.453 | 91.453 | 4600.00 | 4031848.02 |
| 2071 | 2010.02.22 02:10 | sell | 685 | 1.00 | 91.814 | 0.000 | 0.000 | ||
| 2072 | 2010.02.22 02:10 | modify | 685 | 1.00 | 91.814 | 93.214 | 91.214 | ||
| 2073 | 2010.02.22 03:10 | close | 685 | 1.00 | 91.652 | 93.214 | 91.214 | 16200.00 | 4048048.02 |
| 2074 | 2010.02.23 01:50 | sell | 686 | 1.00 | 91.285 | 0.000 | 0.000 | ||
| 2075 | 2010.02.23 01:50 | modify | 686 | 1.00 | 91.285 | 92.685 | 90.685 | ||
| 2076 | 2010.02.23 03:05 | close | 686 | 1.00 | 91.144 | 92.685 | 90.685 | 14100.00 | 4062148.02 |
| 2077 | 2010.02.24 02:20 | buy | 687 | 1.00 | 90.130 | 0.000 | 0.000 | ||
| 2078 | 2010.02.24 02:20 | modify | 687 | 1.00 | 90.130 | 88.730 | 90.730 | ||
| 2079 | 2010.02.24 02:45 | close | 687 | 1.00 | 90.232 | 88.730 | 90.730 | 10200.00 | 4072348.02 |
| 2080 | 2010.02.24 09:25 | sell | 688 | 1.00 | 90.292 | 0.000 | 0.000 | ||
| 2081 | 2010.02.24 09:25 | modify | 688 | 1.00 | 90.292 | 91.692 | 89.692 | ||
| 2082 | 2010.02.24 10:50 | close | 688 | 1.00 | 90.211 | 91.692 | 89.692 | 8100.00 | 4080448.02 |
| 2083 | 2010.02.26 02:05 | sell | 689 | 1.00 | 89.337 | 0.000 | 0.000 | ||
| 2084 | 2010.02.26 02:05 | modify | 689 | 1.00 | 89.337 | 90.737 | 88.737 | ||
| 2085 | 2010.02.26 06:40 | close | 689 | 1.00 | 89.267 | 90.737 | 88.737 | 7000.00 | 4087448.02 |
| 2086 | 2010.03.01 04:30 | sell | 690 | 1.00 | 89.158 | 0.000 | 0.000 | ||
| 2087 | 2010.03.01 04:30 | modify | 690 | 1.00 | 89.158 | 90.558 | 88.558 | ||
| 2088 | 2010.03.01 06:00 | close | 690 | 1.00 | 89.103 | 90.558 | 88.558 | 5500.00 | 4092948.02 |
| 2089 | 2010.03.04 02:00 | sell | 691 | 1.00 | 88.592 | 0.000 | 0.000 | ||
| 2090 | 2010.03.04 02:00 | modify | 691 | 1.00 | 88.592 | 89.992 | 87.992 | ||
| 2091 | 2010.03.04 03:20 | close | 691 | 1.00 | 88.468 | 89.992 | 87.992 | 12400.00 | 4105348.02 |
| 2092 | 2010.03.05 02:20 | sell | 692 | 1.00 | 89.275 | 0.000 | 0.000 | ||
| 2093 | 2010.03.05 02:20 | modify | 692 | 1.00 | 89.275 | 90.675 | 88.675 | ||
| 2094 | 2010.03.05 03:50 | close | 692 | 1.00 | 89.346 | 90.675 | 88.675 | -7100.00 | 4098248.02 |
| 2095 | 2010.03.08 01:30 | sell | 693 | 1.00 | 90.516 | 0.000 | 0.000 | ||
| 2096 | 2010.03.08 01:30 | modify | 693 | 1.00 | 90.516 | 91.916 | 89.916 | ||
| 2097 | 2010.03.08 01:50 | close | 693 | 1.00 | 90.651 | 91.916 | 89.916 | -13500.00 | 4084748.02 |
| 2098 | 2010.03.08 01:50 | sell | 694 | 1.00 | 90.645 | 0.000 | 0.000 | ||
| 2099 | 2010.03.08 01:50 | modify | 694 | 1.00 | 90.645 | 92.045 | 90.045 | ||
| 2100 | 2010.03.08 02:40 | close | 694 | 1.00 | 90.411 | 92.045 | 90.045 | 23400.00 | 4108148.02 |