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 |
| 2251 | 2010.08.05 04:45 | buy | 745 | 1.00 | 86.122 | 0.000 | 0.000 | ||
| 2252 | 2010.08.05 04:45 | modify | 745 | 1.00 | 86.122 | 84.722 | 86.722 | ||
| 2253 | 2010.08.05 07:50 | close | 745 | 1.00 | 86.155 | 84.722 | 86.722 | 3300.00 | 4238033.61 |
| 2254 | 2010.08.10 04:00 | buy | 746 | 1.00 | 85.762 | 0.000 | 0.000 | ||
| 2255 | 2010.08.10 04:00 | modify | 746 | 1.00 | 85.762 | 84.362 | 86.362 | ||
| 2256 | 2010.08.10 09:10 | close | 746 | 1.00 | 85.916 | 84.362 | 86.362 | 15400.00 | 4253433.61 |
| 2257 | 2010.08.10 13:00 | sell | 747 | 1.00 | 85.899 | 0.000 | 0.000 | ||
| 2258 | 2010.08.10 13:00 | modify | 747 | 1.00 | 85.899 | 87.299 | 85.299 | ||
| 2259 | 2010.08.10 15:10 | close | 747 | 1.00 | 86.097 | 87.299 | 85.299 | -19800.00 | 4233633.61 |
| 2260 | 2010.08.12 03:10 | buy | 748 | 1.00 | 85.007 | 0.000 | 0.000 | ||
| 2261 | 2010.08.12 03:10 | modify | 748 | 1.00 | 85.007 | 83.607 | 85.607 | ||
| 2262 | 2010.08.12 06:55 | close | 748 | 1.00 | 85.088 | 83.607 | 85.607 | 8100.00 | 4241733.61 |
| 2263 | 2010.08.13 10:15 | buy | 749 | 1.00 | 85.924 | 0.000 | 0.000 | ||
| 2264 | 2010.08.13 10:15 | modify | 749 | 1.00 | 85.924 | 84.524 | 86.524 | ||
| 2265 | 2010.08.13 15:45 | close | 749 | 1.00 | 85.853 | 84.524 | 86.524 | -7100.00 | 4234633.61 |
| 2266 | 2010.08.16 02:45 | buy | 750 | 1.00 | 85.983 | 0.000 | 0.000 | ||
| 2267 | 2010.08.16 02:45 | modify | 750 | 1.00 | 85.983 | 84.583 | 86.583 | ||
| 2268 | 2010.08.16 08:50 | close | 750 | 1.00 | 85.862 | 84.583 | 86.583 | -12100.00 | 4222533.61 |
| 2269 | 2010.08.16 09:50 | sell | 751 | 1.00 | 85.927 | 0.000 | 0.000 | ||
| 2270 | 2010.08.16 09:50 | modify | 751 | 1.00 | 85.927 | 87.327 | 85.327 | ||
| 2271 | 2010.08.16 11:05 | close | 751 | 1.00 | 85.831 | 87.327 | 85.327 | 9600.00 | 4232133.61 |
| 2272 | 2010.08.17 02:30 | buy | 752 | 1.00 | 85.182 | 0.000 | 0.000 | ||
| 2273 | 2010.08.17 02:30 | modify | 752 | 1.00 | 85.182 | 83.782 | 85.782 | ||
| 2274 | 2010.08.17 06:05 | close | 752 | 1.00 | 85.327 | 83.782 | 85.782 | 14500.00 | 4246633.61 |
| 2275 | 2010.08.19 11:40 | buy | 753 | 1.00 | 85.668 | 0.000 | 0.000 | ||
| 2276 | 2010.08.19 11:40 | modify | 753 | 1.00 | 85.668 | 84.268 | 86.268 | ||
| 2277 | 2010.08.19 17:05 | close | 753 | 1.00 | 84.944 | 84.268 | 86.268 | -72400.00 | 4174233.61 |
| 2278 | 2010.08.20 03:00 | buy | 754 | 1.00 | 85.214 | 0.000 | 0.000 | ||
| 2279 | 2010.08.20 03:00 | modify | 754 | 1.00 | 85.214 | 83.814 | 85.814 | ||
| 2280 | 2010.08.20 03:55 | close | 754 | 1.00 | 85.361 | 83.814 | 85.814 | 14700.00 | 4188933.61 |
| 2281 | 2010.08.20 05:45 | sell | 755 | 1.00 | 85.475 | 0.000 | 0.000 | ||
| 2282 | 2010.08.20 05:45 | modify | 755 | 1.00 | 85.475 | 86.875 | 84.875 | ||
| 2283 | 2010.08.20 07:20 | close | 755 | 1.00 | 85.371 | 86.875 | 84.875 | 10400.00 | 4199333.61 |
| 2284 | 2010.08.23 20:30 | sell | 756 | 1.00 | 85.300 | 0.000 | 0.000 | ||
| 2285 | 2010.08.23 20:30 | modify | 756 | 1.00 | 85.300 | 86.700 | 84.700 | ||
| 2286 | 2010.08.23 22:35 | close | 756 | 1.00 | 85.187 | 86.700 | 84.700 | 11300.00 | 4210633.61 |
| 2287 | 2010.08.24 20:10 | sell | 757 | 1.00 | 84.390 | 0.000 | 0.000 | ||
| 2288 | 2010.08.24 20:10 | modify | 757 | 1.00 | 84.390 | 85.790 | 83.790 | ||
| 2289 | 2010.08.24 20:55 | close | 757 | 1.00 | 84.179 | 85.790 | 83.790 | 21100.00 | 4231733.61 |
| 2290 | 2010.08.24 23:20 | buy | 758 | 1.00 | 84.076 | 0.000 | 0.000 | ||
| 2291 | 2010.08.24 23:20 | modify | 758 | 1.00 | 84.076 | 82.676 | 84.676 | ||
| 2292 | 2010.08.25 01:10 | close | 758 | 1.00 | 84.174 | 82.676 | 84.676 | 10336.07 | 4242069.67 |
| 2293 | 2010.08.27 06:10 | sell | 759 | 1.00 | 84.518 | 0.000 | 0.000 | ||
| 2294 | 2010.08.27 06:10 | modify | 759 | 1.00 | 84.518 | 85.918 | 83.918 | ||
| 2295 | 2010.08.27 13:45 | close | 759 | 1.00 | 84.637 | 85.918 | 83.918 | -11900.00 | 4230169.67 |
| 2296 | 2010.08.31 10:25 | sell | 760 | 1.00 | 84.389 | 0.000 | 0.000 | ||
| 2297 | 2010.08.31 10:25 | modify | 760 | 1.00 | 84.389 | 85.789 | 83.789 | ||
| 2298 | 2010.08.31 10:55 | close | 760 | 1.00 | 84.255 | 85.789 | 83.789 | 13400.00 | 4243569.67 |
| 2299 | 2010.08.31 12:50 | sell | 761 | 1.00 | 84.474 | 0.000 | 0.000 | ||
| 2300 | 2010.08.31 12:50 | modify | 761 | 1.00 | 84.474 | 85.874 | 83.874 | ||
| 2301 | 2010.08.31 15:35 | close | 761 | 1.00 | 84.260 | 85.874 | 83.874 | 21400.00 | 4264969.67 |
| 2302 | 2010.09.01 03:40 | sell | 762 | 1.00 | 84.240 | 0.000 | 0.000 | ||
| 2303 | 2010.09.01 03:40 | modify | 762 | 1.00 | 84.240 | 85.640 | 83.640 | ||
| 2304 | 2010.09.01 07:40 | close | 762 | 1.00 | 84.350 | 85.640 | 83.640 | -11000.00 | 4253969.67 |
| 2305 | 2010.09.01 10:35 | buy | 763 | 1.00 | 84.181 | 0.000 | 0.000 | ||
| 2306 | 2010.09.01 10:35 | modify | 763 | 1.00 | 84.181 | 82.781 | 84.781 | ||
| 2307 | 2010.09.01 15:20 | close | 763 | 1.00 | 83.760 | 82.781 | 84.781 | -42100.00 | 4211869.67 |
| 2308 | 2010.09.02 04:35 | buy | 764 | 1.00 | 84.298 | 0.000 | 0.000 | ||
| 2309 | 2010.09.02 04:35 | modify | 764 | 1.00 | 84.298 | 82.898 | 84.898 | ||
| 2310 | 2010.09.02 12:55 | close | 764 | 1.00 | 84.245 | 82.898 | 84.898 | -5300.00 | 4206569.67 |
| 2311 | 2010.09.02 13:00 | sell | 765 | 1.00 | 84.268 | 0.000 | 0.000 | ||
| 2312 | 2010.09.02 13:00 | modify | 765 | 1.00 | 84.268 | 85.668 | 83.668 | ||
| 2313 | 2010.09.02 14:35 | close | 765 | 1.00 | 84.150 | 85.668 | 83.668 | 11800.00 | 4218369.67 |
| 2314 | 2010.09.10 08:00 | buy | 766 | 1.00 | 83.996 | 0.000 | 0.000 | ||
| 2315 | 2010.09.10 08:00 | modify | 766 | 1.00 | 83.996 | 82.596 | 84.596 | ||
| 2316 | 2010.09.10 09:45 | close | 766 | 1.00 | 84.098 | 82.596 | 84.596 | 10200.00 | 4228569.67 |
| 2317 | 2010.09.14 09:00 | sell | 767 | 1.00 | 83.561 | 0.000 | 0.000 | ||
| 2318 | 2010.09.14 09:00 | modify | 767 | 1.00 | 83.561 | 84.961 | 82.961 | ||
| 2319 | 2010.09.14 09:40 | close | 767 | 1.00 | 83.308 | 84.961 | 82.961 | 25300.00 | 4253869.67 |
| 2320 | 2010.09.16 03:10 | buy | 768 | 1.00 | 85.443 | 0.000 | 0.000 | ||
| 2321 | 2010.09.16 03:10 | modify | 768 | 1.00 | 85.443 | 84.043 | 86.043 | ||
| 2322 | 2010.09.16 04:00 | close | 768 | 1.00 | 85.610 | 84.043 | 86.043 | 16700.00 | 4270569.67 |
| 2323 | 2010.09.16 12:20 | sell | 769 | 1.00 | 85.643 | 0.000 | 0.000 | ||
| 2324 | 2010.09.16 12:20 | modify | 769 | 1.00 | 85.643 | 87.043 | 85.043 | ||
| 2325 | 2010.09.16 15:15 | close | 769 | 1.00 | 85.587 | 87.043 | 85.043 | 5600.00 | 4276169.67 |
| 2326 | 2010.09.24 12:40 | buy | 770 | 1.00 | 84.428 | 0.000 | 0.000 | ||
| 2327 | 2010.09.24 12:40 | modify | 770 | 1.00 | 84.428 | 83.028 | 85.028 | ||
| 2328 | 2010.09.24 16:20 | close | 770 | 1.00 | 84.172 | 83.028 | 85.028 | -25600.00 | 4250569.67 |
| 2329 | 2010.09.29 03:20 | sell | 771 | 1.00 | 84.046 | 0.000 | 0.000 | ||
| 2330 | 2010.09.29 03:20 | modify | 771 | 1.00 | 84.046 | 85.446 | 83.446 | ||
| 2331 | 2010.09.29 04:40 | close | 771 | 1.00 | 83.871 | 85.446 | 83.446 | 17500.00 | 4268069.67 |
| 2332 | 2010.10.06 20:30 | sell | 772 | 1.00 | 83.026 | 0.000 | 0.000 | ||
| 2333 | 2010.10.06 20:30 | modify | 772 | 1.00 | 83.026 | 84.426 | 82.426 | ||
| 2334 | 2010.10.06 21:50 | close | 772 | 1.00 | 82.904 | 84.426 | 82.426 | 12200.00 | 4280269.67 |
| 2335 | 2010.10.11 03:55 | sell | 773 | 1.00 | 82.117 | 0.000 | 0.000 | ||
| 2336 | 2010.10.11 03:55 | modify | 773 | 1.00 | 82.117 | 83.517 | 81.517 | ||
| 2337 | 2010.10.11 05:40 | close | 773 | 1.00 | 81.950 | 83.517 | 81.517 | 16700.00 | 4296969.67 |
| 2338 | 2010.10.20 22:00 | sell | 774 | 1.00 | 81.174 | 0.000 | 0.000 | ||
| 2339 | 2010.10.20 22:00 | modify | 774 | 1.00 | 81.174 | 82.574 | 80.574 | ||
| 2340 | 2010.10.20 23:55 | close | 774 | 1.00 | 81.099 | 82.574 | 80.574 | 7500.00 | 4304469.67 |
| 2341 | 2010.10.27 12:25 | buy | 775 | 1.00 | 81.650 | 0.000 | 0.000 | ||
| 2342 | 2010.10.27 12:25 | modify | 775 | 1.00 | 81.650 | 80.250 | 82.250 | ||
| 2343 | 2010.10.27 15:25 | close | 775 | 1.00 | 81.759 | 80.250 | 82.250 | 10900.00 | 4315369.67 |
| 2344 | 2010.10.29 02:55 | buy | 776 | 1.00 | 80.931 | 0.000 | 0.000 | ||
| 2345 | 2010.10.29 02:55 | modify | 776 | 1.00 | 80.931 | 79.531 | 81.531 | ||
| 2346 | 2010.10.29 03:10 | close | 776 | 1.00 | 81.040 | 79.531 | 81.531 | 10900.00 | 4326269.67 |
| 2347 | 2010.11.04 10:30 | sell | 777 | 1.00 | 81.144 | 0.000 | 0.000 | ||
| 2348 | 2010.11.04 10:30 | modify | 777 | 1.00 | 81.144 | 82.544 | 80.544 | ||
| 2349 | 2010.11.04 11:10 | close | 777 | 1.00 | 80.948 | 82.544 | 80.544 | 19600.00 | 4345869.67 |
| 2350 | 2010.11.04 23:45 | sell | 778 | 1.00 | 80.761 | 0.000 | 0.000 | ||
| 2351 | 2010.11.04 23:45 | modify | 778 | 1.00 | 80.761 | 82.161 | 80.161 | ||
| 2352 | 2010.11.05 02:35 | close | 778 | 1.00 | 80.708 | 82.161 | 80.161 | 4189.76 | 4350059.43 |
| 2353 | 2010.11.05 03:40 | sell | 779 | 1.00 | 80.876 | 0.000 | 0.000 | ||
| 2354 | 2010.11.05 03:40 | modify | 779 | 1.00 | 80.876 | 82.276 | 80.276 | ||
| 2355 | 2010.11.05 05:40 | close | 779 | 1.00 | 80.800 | 82.276 | 80.276 | 7600.00 | 4357659.43 |
| 2356 | 2010.11.05 10:10 | buy | 780 | 1.00 | 80.680 | 0.000 | 0.000 | ||
| 2357 | 2010.11.05 10:10 | modify | 780 | 1.00 | 80.680 | 79.280 | 81.280 | ||
| 2358 | 2010.11.05 13:45 | close | 780 | 1.00 | 80.766 | 79.280 | 81.280 | 8600.00 | 4366259.43 |
| 2359 | 2010.11.08 03:50 | sell | 781 | 1.00 | 81.332 | 0.000 | 0.000 | ||
| 2360 | 2010.11.08 03:50 | modify | 781 | 1.00 | 81.332 | 82.732 | 80.732 | ||
| 2361 | 2010.11.08 04:30 | close | 781 | 1.00 | 81.265 | 82.732 | 80.732 | 6700.00 | 4372959.43 |
| 2362 | 2010.11.08 09:30 | sell | 782 | 1.00 | 81.345 | 0.000 | 0.000 | ||
| 2363 | 2010.11.08 09:30 | modify | 782 | 1.00 | 81.345 | 82.745 | 80.745 | ||
| 2364 | 2010.11.08 10:00 | close | 782 | 1.00 | 81.205 | 82.745 | 80.745 | 14000.00 | 4386959.43 |
| 2365 | 2010.11.10 10:35 | buy | 783 | 1.00 | 81.676 | 0.000 | 0.000 | ||
| 2366 | 2010.11.10 10:35 | modify | 783 | 1.00 | 81.676 | 80.276 | 82.276 | ||
| 2367 | 2010.11.10 11:25 | close | 783 | 1.00 | 81.799 | 80.276 | 82.276 | 12300.00 | 4399259.43 |
| 2368 | 2010.11.11 06:55 | sell | 784 | 1.00 | 82.255 | 0.000 | 0.000 | ||
| 2369 | 2010.11.11 06:55 | modify | 784 | 1.00 | 82.255 | 83.655 | 81.655 | ||
| 2370 | 2010.11.11 10:55 | close | 784 | 1.00 | 82.148 | 83.655 | 81.655 | 10700.00 | 4409959.43 |
| 2371 | 2010.11.12 02:15 | buy | 785 | 1.00 | 82.283 | 0.000 | 0.000 | ||
| 2372 | 2010.11.12 02:15 | modify | 785 | 1.00 | 82.283 | 80.883 | 82.883 | ||
| 2373 | 2010.11.12 06:55 | close | 785 | 1.00 | 82.409 | 80.883 | 82.883 | 12600.00 | 4422559.43 |
| 2374 | 2010.11.16 07:20 | buy | 786 | 1.00 | 82.894 | 0.000 | 0.000 | ||
| 2375 | 2010.11.16 07:20 | modify | 786 | 1.00 | 82.894 | 81.494 | 83.494 | ||
| 2376 | 2010.11.16 08:55 | close | 786 | 1.00 | 83.055 | 81.494 | 83.494 | 16100.00 | 4438659.43 |
| 2377 | 2010.11.16 09:05 | sell | 787 | 1.00 | 83.133 | 0.000 | 0.000 | ||
| 2378 | 2010.11.16 09:05 | modify | 787 | 1.00 | 83.133 | 84.533 | 82.533 | ||
| 2379 | 2010.11.16 13:00 | close | 787 | 1.00 | 83.304 | 84.533 | 82.533 | -17100.00 | 4421559.43 |
| 2380 | 2010.11.18 21:50 | buy | 788 | 1.00 | 83.444 | 0.000 | 0.000 | ||
| 2381 | 2010.11.18 21:50 | modify | 788 | 1.00 | 83.444 | 82.044 | 84.044 | ||
| 2382 | 2010.11.19 01:35 | close | 788 | 1.00 | 83.531 | 82.044 | 84.044 | 9233.63 | 4430793.05 |
| 2383 | 2010.11.23 21:20 | sell | 789 | 1.00 | 83.185 | 0.000 | 0.000 | ||
| 2384 | 2010.11.23 21:20 | modify | 789 | 1.00 | 83.185 | 84.585 | 82.585 | ||
| 2385 | 2010.11.24 04:00 | close | 789 | 1.00 | 83.195 | 84.585 | 82.585 | -2143.46 | 4428649.59 |
| 2386 | 2010.11.24 08:30 | buy | 790 | 1.00 | 83.148 | 0.000 | 0.000 | ||
| 2387 | 2010.11.24 08:30 | modify | 790 | 1.00 | 83.148 | 81.748 | 83.748 | ||
| 2388 | 2010.11.24 11:40 | close | 790 | 1.00 | 83.160 | 81.748 | 83.748 | 1200.00 | 4429849.59 |
| 2389 | 2010.11.26 12:50 | buy | 791 | 1.00 | 83.694 | 0.000 | 0.000 | ||
| 2390 | 2010.11.26 12:50 | modify | 791 | 1.00 | 83.694 | 82.294 | 84.294 | ||
| 2391 | 2010.11.26 14:20 | close | 791 | 1.00 | 83.882 | 82.294 | 84.294 | 18800.00 | 4448649.59 |
| 2392 | 2010.12.01 02:35 | buy | 792 | 1.00 | 83.577 | 0.000 | 0.000 | ||
| 2393 | 2010.12.01 02:35 | modify | 792 | 1.00 | 83.577 | 82.177 | 84.177 | ||
| 2394 | 2010.12.01 02:55 | close | 792 | 1.00 | 83.679 | 82.177 | 84.177 | 10200.00 | 4458849.59 |
| 2395 | 2010.12.06 02:15 | sell | 793 | 1.00 | 82.845 | 0.000 | 0.000 | ||
| 2396 | 2010.12.06 02:15 | modify | 793 | 1.00 | 82.845 | 84.245 | 82.245 | ||
| 2397 | 2010.12.06 08:00 | close | 793 | 1.00 | 82.866 | 84.245 | 82.245 | -2100.00 | 4456749.59 |
| 2398 | 2010.12.06 11:40 | buy | 794 | 1.00 | 82.682 | 0.000 | 0.000 | ||
| 2399 | 2010.12.06 11:40 | modify | 794 | 1.00 | 82.682 | 81.282 | 83.282 | ||
| 2400 | 2010.12.06 13:15 | close | 794 | 1.00 | 82.854 | 81.282 | 83.282 | 17200.00 | 4473949.59 |