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 |
| 2101 | 2010.03.16 11:05 | sell | 695 | 1.00 | 90.400 | 0.000 | 0.000 | ||
| 2102 | 2010.03.16 11:05 | modify | 695 | 1.00 | 90.400 | 91.800 | 89.800 | ||
| 2103 | 2010.03.16 15:45 | close | 695 | 1.00 | 90.566 | 91.800 | 89.800 | -16600.00 | 4091548.02 |
| 2104 | 2010.03.16 20:25 | sell | 696 | 1.00 | 90.561 | 0.000 | 0.000 | ||
| 2105 | 2010.03.16 20:25 | modify | 696 | 1.00 | 90.561 | 91.961 | 89.961 | ||
| 2106 | 2010.03.16 21:15 | close | 696 | 1.00 | 90.470 | 91.961 | 89.961 | 9100.00 | 4100648.02 |
| 2107 | 2010.03.16 21:20 | buy | 697 | 1.00 | 90.341 | 0.000 | 0.000 | ||
| 2108 | 2010.03.16 21:20 | modify | 697 | 1.00 | 90.341 | 88.941 | 90.941 | ||
| 2109 | 2010.03.17 01:30 | close | 697 | 1.00 | 90.377 | 88.941 | 90.941 | 4176.95 | 4104824.98 |
| 2110 | 2010.03.23 02:10 | sell | 698 | 1.00 | 90.224 | 0.000 | 0.000 | ||
| 2111 | 2010.03.23 02:10 | modify | 698 | 1.00 | 90.224 | 91.624 | 89.624 | ||
| 2112 | 2010.03.23 10:40 | close | 698 | 1.00 | 90.287 | 91.624 | 89.624 | -6300.00 | 4098524.98 |
| 2113 | 2010.04.02 03:00 | buy | 699 | 1.00 | 93.743 | 0.000 | 0.000 | ||
| 2114 | 2010.04.02 03:00 | modify | 699 | 1.00 | 93.743 | 92.343 | 94.343 | ||
| 2115 | 2010.04.02 08:25 | close | 699 | 1.00 | 93.794 | 92.343 | 94.343 | 5100.00 | 4103624.98 |
| 2116 | 2010.04.02 09:00 | sell | 700 | 1.00 | 93.847 | 0.000 | 0.000 | ||
| 2117 | 2010.04.02 09:00 | modify | 700 | 1.00 | 93.847 | 95.247 | 93.247 | ||
| 2118 | 2010.04.02 11:35 | close | 700 | 1.00 | 93.824 | 95.247 | 93.247 | 2300.00 | 4105924.98 |
| 2119 | 2010.04.05 03:10 | buy | 701 | 1.00 | 94.458 | 0.000 | 0.000 | ||
| 2120 | 2010.04.05 03:10 | modify | 701 | 1.00 | 94.458 | 93.058 | 95.058 | ||
| 2121 | 2010.04.05 07:55 | close | 701 | 1.00 | 94.439 | 93.058 | 95.058 | -1900.00 | 4104024.98 |
| 2122 | 2010.04.08 09:15 | sell | 702 | 1.00 | 93.328 | 0.000 | 0.000 | ||
| 2123 | 2010.04.08 09:15 | modify | 702 | 1.00 | 93.328 | 94.728 | 92.728 | ||
| 2124 | 2010.04.08 09:30 | close | 702 | 1.00 | 93.224 | 94.728 | 92.728 | 10400.00 | 4114424.98 |
| 2125 | 2010.04.13 10:15 | sell | 703 | 1.00 | 93.064 | 0.000 | 0.000 | ||
| 2126 | 2010.04.13 10:15 | modify | 703 | 1.00 | 93.064 | 94.464 | 92.464 | ||
| 2127 | 2010.04.13 12:15 | close | 703 | 1.00 | 92.968 | 94.464 | 92.464 | 9600.00 | 4124024.98 |
| 2128 | 2010.04.16 13:10 | sell | 704 | 1.00 | 92.985 | 0.000 | 0.000 | ||
| 2129 | 2010.04.16 13:10 | modify | 704 | 1.00 | 92.985 | 94.385 | 92.385 | ||
| 2130 | 2010.04.16 13:25 | close | 704 | 1.00 | 92.773 | 94.385 | 92.385 | 21200.00 | 4145224.98 |
| 2131 | 2010.04.22 09:30 | sell | 705 | 1.00 | 93.059 | 0.000 | 0.000 | ||
| 2132 | 2010.04.22 09:30 | modify | 705 | 1.00 | 93.059 | 94.459 | 92.459 | ||
| 2133 | 2010.04.22 14:30 | close | 705 | 1.00 | 92.909 | 94.459 | 92.459 | 15000.00 | 4160224.98 |
| 2134 | 2010.04.26 03:10 | sell | 706 | 1.00 | 94.261 | 0.000 | 0.000 | ||
| 2135 | 2010.04.26 03:10 | modify | 706 | 1.00 | 94.261 | 95.661 | 93.661 | ||
| 2136 | 2010.04.26 04:55 | close | 706 | 1.00 | 94.351 | 95.661 | 93.661 | -9000.00 | 4151224.98 |
| 2137 | 2010.04.28 06:25 | sell | 707 | 1.00 | 93.349 | 0.000 | 0.000 | ||
| 2138 | 2010.04.28 06:25 | modify | 707 | 1.00 | 93.349 | 94.749 | 92.749 | ||
| 2139 | 2010.04.28 07:45 | close | 707 | 1.00 | 93.156 | 94.749 | 92.749 | 19300.00 | 4170524.98 |
| 2140 | 2010.05.05 00:05 | sell | 708 | 1.00 | 94.614 | 0.000 | 0.000 | ||
| 2141 | 2010.05.05 00:05 | modify | 708 | 1.00 | 94.614 | 96.014 | 94.014 | ||
| 2142 | 2010.05.05 06:45 | close | 708 | 1.00 | 94.700 | 96.014 | 94.014 | -8600.00 | 4161924.98 |
| 2143 | 2010.05.05 10:40 | buy | 709 | 1.00 | 94.611 | 0.000 | 0.000 | ||
| 2144 | 2010.05.05 10:40 | modify | 709 | 1.00 | 94.611 | 93.211 | 95.211 | ||
| 2145 | 2010.05.05 12:40 | close | 709 | 1.00 | 94.756 | 93.211 | 95.211 | 14500.00 | 4176424.98 |
| 2146 | 2010.05.06 08:25 | buy | 710 | 1.00 | 93.817 | 0.000 | 0.000 | ||
| 2147 | 2010.05.06 08:25 | modify | 710 | 1.00 | 93.817 | 92.417 | 94.417 | ||
| 2148 | 2010.05.06 09:45 | close | 710 | 1.00 | 93.379 | 92.417 | 94.417 | -43800.00 | 4132624.98 |
| 2149 | 2010.05.12 09:40 | sell | 711 | 1.00 | 92.843 | 0.000 | 0.000 | ||
| 2150 | 2010.05.12 09:40 | modify | 711 | 1.00 | 92.843 | 94.243 | 92.243 | ||
| 2151 | 2010.05.12 18:25 | close | 711 | 1.00 | 92.956 | 94.243 | 92.243 | -11300.00 | 4121324.98 |
| 2152 | 2010.05.13 23:10 | buy | 712 | 1.00 | 92.641 | 0.000 | 0.000 | ||
| 2153 | 2010.05.13 23:10 | modify | 712 | 1.00 | 92.641 | 91.241 | 93.241 | ||
| 2154 | 2010.05.14 02:00 | close | 712 | 1.00 | 92.776 | 91.241 | 93.241 | 14092.58 | 4135417.56 |
| 2155 | 2010.05.17 12:15 | sell | 713 | 1.00 | 92.353 | 0.000 | 0.000 | ||
| 2156 | 2010.05.17 12:15 | modify | 713 | 1.00 | 92.353 | 93.753 | 91.753 | ||
| 2157 | 2010.05.17 15:35 | close | 713 | 1.00 | 92.325 | 93.753 | 91.753 | 2800.00 | 4138217.56 |
| 2158 | 2010.05.19 06:40 | sell | 714 | 1.00 | 92.076 | 0.000 | 0.000 | ||
| 2159 | 2010.05.19 06:40 | modify | 714 | 1.00 | 92.076 | 93.476 | 91.476 | ||
| 2160 | 2010.05.19 08:00 | close | 714 | 1.00 | 91.967 | 93.476 | 91.476 | 10900.00 | 4149117.56 |
| 2161 | 2010.05.21 02:55 | sell | 715 | 1.00 | 89.934 | 0.000 | 0.000 | ||
| 2162 | 2010.05.21 02:55 | modify | 715 | 1.00 | 89.934 | 91.334 | 89.334 | ||
| 2163 | 2010.05.21 07:45 | close | 715 | 1.00 | 89.982 | 91.334 | 89.334 | -4800.00 | 4144317.56 |
| 2164 | 2010.05.24 03:40 | buy | 716 | 1.00 | 89.871 | 0.000 | 0.000 | ||
| 2165 | 2010.05.24 03:40 | modify | 716 | 1.00 | 89.871 | 88.471 | 90.471 | ||
| 2166 | 2010.05.24 04:50 | close | 716 | 1.00 | 90.101 | 88.471 | 90.471 | 23000.00 | 4167317.56 |
| 2167 | 2010.05.26 04:25 | buy | 717 | 1.00 | 90.036 | 0.000 | 0.000 | ||
| 2168 | 2010.05.26 04:25 | modify | 717 | 1.00 | 90.036 | 88.636 | 90.636 | ||
| 2169 | 2010.05.26 06:45 | close | 717 | 1.00 | 90.216 | 88.636 | 90.636 | 18000.00 | 4185317.56 |
| 2170 | 2010.05.26 07:05 | sell | 718 | 1.00 | 90.310 | 0.000 | 0.000 | ||
| 2171 | 2010.05.26 07:05 | modify | 718 | 1.00 | 90.310 | 91.710 | 89.710 | ||
| 2172 | 2010.05.26 08:00 | close | 718 | 1.00 | 90.283 | 91.710 | 89.710 | 2700.00 | 4188017.56 |
| 2173 | 2010.06.01 08:15 | sell | 719 | 1.00 | 91.203 | 0.000 | 0.000 | ||
| 2174 | 2010.06.01 08:15 | modify | 719 | 1.00 | 91.203 | 92.603 | 90.603 | ||
| 2175 | 2010.06.01 10:05 | close | 719 | 1.00 | 91.021 | 92.603 | 90.603 | 18200.00 | 4206217.56 |
| 2176 | 2010.06.01 22:50 | buy | 720 | 1.00 | 91.044 | 0.000 | 0.000 | ||
| 2177 | 2010.06.01 22:50 | modify | 720 | 1.00 | 91.044 | 89.644 | 91.644 | ||
| 2178 | 2010.06.02 01:35 | close | 720 | 1.00 | 91.090 | 89.644 | 91.644 | 5181.02 | 4211398.58 |
| 2179 | 2010.06.08 04:40 | sell | 721 | 1.00 | 91.859 | 0.000 | 0.000 | ||
| 2180 | 2010.06.08 04:40 | modify | 721 | 1.00 | 91.859 | 93.259 | 91.259 | ||
| 2181 | 2010.06.08 06:25 | close | 721 | 1.00 | 91.660 | 93.259 | 91.259 | 19900.00 | 4231298.58 |
| 2182 | 2010.06.08 12:00 | buy | 722 | 1.00 | 91.409 | 0.000 | 0.000 | ||
| 2183 | 2010.06.08 12:00 | modify | 722 | 1.00 | 91.409 | 90.009 | 92.009 | ||
| 2184 | 2010.06.08 14:40 | close | 722 | 1.00 | 91.606 | 90.009 | 92.009 | 19700.00 | 4250998.58 |
| 2185 | 2010.06.14 04:45 | sell | 723 | 1.00 | 91.865 | 0.000 | 0.000 | ||
| 2186 | 2010.06.14 04:45 | modify | 723 | 1.00 | 91.865 | 93.265 | 91.265 | ||
| 2187 | 2010.06.14 04:50 | close | 723 | 1.00 | 91.893 | 93.265 | 91.265 | -2800.00 | 4248198.58 |
| 2188 | 2010.06.16 07:50 | buy | 724 | 1.00 | 91.417 | 0.000 | 0.000 | ||
| 2189 | 2010.06.16 07:50 | modify | 724 | 1.00 | 91.417 | 90.017 | 92.017 | ||
| 2190 | 2010.06.16 08:00 | close | 724 | 1.00 | 91.432 | 90.017 | 92.017 | 1500.00 | 4249698.58 |
| 2191 | 2010.06.18 00:00 | sell | 725 | 1.00 | 90.996 | 0.000 | 0.000 | ||
| 2192 | 2010.06.18 00:00 | modify | 725 | 1.00 | 90.996 | 92.396 | 90.396 | ||
| 2193 | 2010.06.18 00:55 | close | 725 | 1.00 | 90.928 | 92.396 | 90.396 | 6800.00 | 4256498.58 |
| 2194 | 2010.06.21 19:50 | buy | 726 | 1.00 | 91.029 | 0.000 | 0.000 | ||
| 2195 | 2010.06.21 19:50 | modify | 726 | 1.00 | 91.029 | 89.629 | 91.629 | ||
| 2196 | 2010.06.21 23:25 | close | 726 | 1.00 | 91.051 | 89.629 | 91.629 | 2200.00 | 4258698.58 |
| 2197 | 2010.07.01 08:10 | sell | 727 | 1.00 | 88.335 | 0.000 | 0.000 | ||
| 2198 | 2010.07.01 08:10 | modify | 727 | 1.00 | 88.335 | 89.735 | 87.735 | ||
| 2199 | 2010.07.01 12:40 | close | 727 | 1.00 | 88.277 | 89.735 | 87.735 | 5800.00 | 4264498.58 |
| 2200 | 2010.07.02 10:40 | buy | 728 | 1.00 | 87.866 | 0.000 | 0.000 | ||
| 2201 | 2010.07.02 10:40 | modify | 728 | 1.00 | 87.866 | 86.466 | 88.466 | ||
| 2202 | 2010.07.02 16:25 | close | 728 | 1.00 | 87.801 | 86.466 | 88.466 | -6500.00 | 4257998.58 |
| 2203 | 2010.07.08 11:40 | buy | 729 | 1.00 | 88.166 | 0.000 | 0.000 | ||
| 2204 | 2010.07.08 11:40 | modify | 729 | 1.00 | 88.166 | 86.766 | 88.766 | ||
| 2205 | 2010.07.08 15:40 | close | 729 | 1.00 | 88.236 | 86.766 | 88.766 | 7000.00 | 4264998.58 |
| 2206 | 2010.07.12 09:00 | buy | 730 | 1.00 | 88.920 | 0.000 | 0.000 | ||
| 2207 | 2010.07.12 09:00 | modify | 730 | 1.00 | 88.920 | 87.520 | 89.520 | ||
| 2208 | 2010.07.12 11:20 | close | 730 | 1.00 | 88.927 | 87.520 | 89.520 | 700.00 | 4265698.58 |
| 2209 | 2010.07.12 11:55 | buy | 731 | 1.00 | 88.723 | 0.000 | 0.000 | ||
| 2210 | 2010.07.12 11:55 | modify | 731 | 1.00 | 88.723 | 87.323 | 89.323 | ||
| 2211 | 2010.07.12 16:00 | close | 731 | 1.00 | 88.660 | 87.323 | 89.323 | -6300.00 | 4259398.58 |
| 2212 | 2010.07.13 06:20 | buy | 732 | 1.00 | 88.565 | 0.000 | 0.000 | ||
| 2213 | 2010.07.13 06:20 | modify | 732 | 1.00 | 88.565 | 87.165 | 89.165 | ||
| 2214 | 2010.07.13 09:35 | close | 732 | 1.00 | 88.655 | 87.165 | 89.165 | 9000.00 | 4268398.58 |
| 2215 | 2010.07.13 21:45 | sell | 733 | 1.00 | 88.486 | 0.000 | 0.000 | ||
| 2216 | 2010.07.13 21:45 | modify | 733 | 1.00 | 88.486 | 89.886 | 87.886 | ||
| 2217 | 2010.07.14 04:35 | close | 733 | 1.00 | 88.814 | 89.886 | 87.886 | -34020.08 | 4234378.50 |
| 2218 | 2010.07.14 12:35 | buy | 734 | 1.00 | 88.751 | 0.000 | 0.000 | ||
| 2219 | 2010.07.14 12:35 | modify | 734 | 1.00 | 88.751 | 87.351 | 89.351 | ||
| 2220 | 2010.07.14 18:20 | close | 734 | 1.00 | 88.563 | 87.351 | 89.351 | -18800.00 | 4215578.50 |
| 2221 | 2010.07.16 10:05 | sell | 735 | 1.00 | 87.296 | 0.000 | 0.000 | ||
| 2222 | 2010.07.16 10:05 | modify | 735 | 1.00 | 87.296 | 88.696 | 86.696 | ||
| 2223 | 2010.07.16 11:20 | close | 735 | 1.00 | 87.119 | 88.696 | 86.696 | 17700.00 | 4233278.50 |
| 2224 | 2010.07.20 03:35 | sell | 736 | 1.00 | 86.891 | 0.000 | 0.000 | ||
| 2225 | 2010.07.20 03:35 | modify | 736 | 1.00 | 86.891 | 88.291 | 86.291 | ||
| 2226 | 2010.07.20 07:50 | close | 736 | 1.00 | 86.981 | 88.291 | 86.291 | -9000.00 | 4224278.50 |
| 2227 | 2010.07.21 02:00 | buy | 737 | 1.00 | 87.267 | 0.000 | 0.000 | ||
| 2228 | 2010.07.21 02:00 | modify | 737 | 1.00 | 87.267 | 85.867 | 87.867 | ||
| 2229 | 2010.07.21 02:35 | close | 737 | 1.00 | 87.393 | 85.867 | 87.867 | 12600.00 | 4236878.50 |
| 2230 | 2010.07.21 04:10 | buy | 738 | 1.00 | 87.226 | 0.000 | 0.000 | ||
| 2231 | 2010.07.21 04:10 | modify | 738 | 1.00 | 87.226 | 85.826 | 87.826 | ||
| 2232 | 2010.07.21 08:00 | close | 738 | 1.00 | 87.137 | 85.826 | 87.826 | -8900.00 | 4227978.50 |
| 2233 | 2010.07.22 12:40 | sell | 739 | 1.00 | 86.772 | 0.000 | 0.000 | ||
| 2234 | 2010.07.22 12:40 | modify | 739 | 1.00 | 86.772 | 88.172 | 86.172 | ||
| 2235 | 2010.07.22 15:40 | close | 739 | 1.00 | 86.654 | 88.172 | 86.172 | 11800.00 | 4239778.50 |
| 2236 | 2010.07.23 04:55 | buy | 740 | 1.00 | 86.864 | 0.000 | 0.000 | ||
| 2237 | 2010.07.23 04:55 | modify | 740 | 1.00 | 86.864 | 85.464 | 87.464 | ||
| 2238 | 2010.07.23 07:25 | close | 740 | 1.00 | 86.903 | 85.464 | 87.464 | 3900.00 | 4243678.50 |
| 2239 | 2010.07.23 08:20 | sell | 741 | 1.00 | 87.024 | 0.000 | 0.000 | ||
| 2240 | 2010.07.23 08:20 | modify | 741 | 1.00 | 87.024 | 88.424 | 86.424 | ||
| 2241 | 2010.07.23 08:45 | close | 741 | 1.00 | 86.893 | 88.424 | 86.424 | 13100.00 | 4256778.50 |
| 2242 | 2010.07.26 09:00 | buy | 742 | 1.00 | 87.466 | 0.000 | 0.000 | ||
| 2243 | 2010.07.26 09:00 | modify | 742 | 1.00 | 87.466 | 86.066 | 88.066 | ||
| 2244 | 2010.07.26 16:05 | close | 742 | 1.00 | 87.057 | 86.066 | 88.066 | -40900.00 | 4215878.50 |
| 2245 | 2010.07.26 19:25 | buy | 743 | 1.00 | 87.031 | 0.000 | 0.000 | ||
| 2246 | 2010.07.26 19:25 | modify | 743 | 1.00 | 87.031 | 85.631 | 87.631 | ||
| 2247 | 2010.07.27 00:40 | close | 743 | 1.00 | 86.988 | 85.631 | 87.631 | -3744.89 | 4212133.61 |
| 2248 | 2010.07.29 10:10 | sell | 744 | 1.00 | 87.408 | 0.000 | 0.000 | ||
| 2249 | 2010.07.29 10:10 | modify | 744 | 1.00 | 87.408 | 88.808 | 86.808 | ||
| 2250 | 2010.07.29 11:35 | close | 744 | 1.00 | 87.182 | 88.808 | 86.808 | 22600.00 | 4234733.61 |