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 |
| 2401 | 2010.12.08 02:45 | sell | 795 | 1.00 | 83.579 | 0.000 | 0.000 | ||
| 2402 | 2010.12.08 02:45 | modify | 795 | 1.00 | 83.579 | 84.979 | 82.979 | ||
| 2403 | 2010.12.08 03:35 | close | 795 | 1.00 | 83.709 | 84.979 | 82.979 | -13000.00 | 4460949.59 |
| 2404 | 2010.12.14 02:45 | sell | 796 | 1.00 | 83.514 | 0.000 | 0.000 | ||
| 2405 | 2010.12.14 02:45 | modify | 796 | 1.00 | 83.514 | 84.914 | 82.914 | ||
| 2406 | 2010.12.14 08:35 | close | 796 | 1.00 | 83.467 | 84.914 | 82.914 | 4700.00 | 4465649.59 |
| 2407 | 2010.12.14 10:10 | buy | 797 | 1.00 | 83.330 | 0.000 | 0.000 | ||
| 2408 | 2010.12.14 10:10 | modify | 797 | 1.00 | 83.330 | 81.930 | 83.930 | ||
| 2409 | 2010.12.14 12:30 | close | 797 | 1.00 | 82.994 | 81.930 | 83.930 | -33600.00 | 4432049.59 |
| 2410 | 2010.12.16 08:00 | sell | 798 | 1.00 | 84.328 | 0.000 | 0.000 | ||
| 2411 | 2010.12.16 08:00 | modify | 798 | 1.00 | 84.328 | 85.728 | 83.728 | ||
| 2412 | 2010.12.16 10:25 | close | 798 | 1.00 | 84.199 | 85.728 | 83.728 | 12900.00 | 4444949.59 |
| 2413 | 2010.12.17 08:00 | sell | 799 | 1.00 | 84.010 | 0.000 | 0.000 | ||
| 2414 | 2010.12.17 08:00 | modify | 799 | 1.00 | 84.010 | 85.410 | 83.410 | ||
| 2415 | 2010.12.17 09:05 | close | 799 | 1.00 | 83.883 | 85.410 | 83.410 | 12700.00 | 4457649.59 |
| 2416 | 2010.12.17 20:55 | buy | 800 | 1.00 | 83.940 | 0.000 | 0.000 | ||
| 2417 | 2010.12.17 20:55 | modify | 800 | 1.00 | 83.940 | 82.540 | 84.540 | ||
| 2418 | 2010.12.17 22:00 | close | 800 | 1.00 | 83.891 | 82.540 | 84.540 | -4900.00 | 4452749.59 |
| 2419 | 2011.01.04 18:25 | buy | 801 | 1.00 | 81.943 | 0.000 | 0.000 | ||
| 2420 | 2011.01.04 18:25 | modify | 801 | 1.00 | 81.943 | 80.543 | 82.543 | ||
| 2421 | 2011.01.04 21:05 | close | 801 | 1.00 | 81.979 | 80.543 | 82.543 | 3600.00 | 4456349.59 |
| 2422 | 2011.01.05 03:15 | sell | 802 | 1.00 | 82.155 | 0.000 | 0.000 | ||
| 2423 | 2011.01.05 03:15 | modify | 802 | 1.00 | 82.155 | 83.555 | 81.555 | ||
| 2424 | 2011.01.05 06:10 | close | 802 | 1.00 | 82.086 | 83.555 | 81.555 | 6900.00 | 4463249.59 |
| 2425 | 2011.01.06 02:55 | sell | 803 | 1.00 | 83.336 | 0.000 | 0.000 | ||
| 2426 | 2011.01.06 02:55 | modify | 803 | 1.00 | 83.336 | 84.736 | 82.736 | ||
| 2427 | 2011.01.06 03:00 | close | 803 | 1.00 | 83.395 | 84.736 | 82.736 | -5900.00 | 4457349.59 |
| 2428 | 2011.01.10 05:05 | sell | 804 | 1.00 | 83.091 | 0.000 | 0.000 | ||
| 2429 | 2011.01.10 05:05 | modify | 804 | 1.00 | 83.091 | 84.491 | 82.491 | ||
| 2430 | 2011.01.10 14:55 | close | 804 | 1.00 | 83.144 | 84.491 | 82.491 | -5300.00 | 4452049.59 |
| 2431 | 2011.01.11 03:50 | sell | 805 | 1.00 | 83.021 | 0.000 | 0.000 | ||
| 2432 | 2011.01.11 03:50 | modify | 805 | 1.00 | 83.021 | 84.421 | 82.421 | ||
| 2433 | 2011.01.11 13:15 | close | 805 | 1.00 | 83.069 | 84.421 | 82.421 | -4800.00 | 4447249.59 |
| 2434 | 2011.01.12 05:00 | buy | 806 | 1.00 | 83.169 | 0.000 | 0.000 | ||
| 2435 | 2011.01.12 05:00 | modify | 806 | 1.00 | 83.169 | 81.769 | 83.769 | ||
| 2436 | 2011.01.12 07:00 | close | 806 | 1.00 | 83.132 | 81.769 | 83.769 | -3700.00 | 4443549.59 |
| 2437 | 2011.01.13 05:30 | buy | 807 | 1.00 | 82.982 | 0.000 | 0.000 | ||
| 2438 | 2011.01.13 05:30 | modify | 807 | 1.00 | 82.982 | 81.582 | 83.582 | ||
| 2439 | 2011.01.13 07:55 | close | 807 | 1.00 | 83.067 | 81.582 | 83.582 | 8500.00 | 4452049.59 |
| 2440 | 2011.01.14 11:40 | sell | 808 | 1.00 | 82.729 | 0.000 | 0.000 | ||
| 2441 | 2011.01.14 11:40 | modify | 808 | 1.00 | 82.729 | 84.129 | 82.129 | ||
| 2442 | 2011.01.14 16:30 | close | 808 | 1.00 | 82.753 | 84.129 | 82.129 | -2400.00 | 4449649.59 |
| 2443 | 2011.01.17 19:25 | sell | 809 | 1.00 | 82.754 | 0.000 | 0.000 | ||
| 2444 | 2011.01.17 19:25 | modify | 809 | 1.00 | 82.754 | 84.154 | 82.154 | ||
| 2445 | 2011.01.18 00:00 | close | 809 | 1.00 | 82.688 | 84.154 | 82.154 | 5463.20 | 4455112.80 |
| 2446 | 2011.01.20 01:55 | sell | 810 | 1.00 | 82.147 | 0.000 | 0.000 | ||
| 2447 | 2011.01.20 01:55 | modify | 810 | 1.00 | 82.147 | 83.547 | 81.547 | ||
| 2448 | 2011.01.20 05:25 | close | 810 | 1.00 | 82.148 | 83.547 | 81.547 | -100.00 | 4455012.80 |
| 2449 | 2011.01.24 01:00 | sell | 811 | 1.00 | 82.667 | 0.000 | 0.000 | ||
| 2450 | 2011.01.24 01:00 | modify | 811 | 1.00 | 82.667 | 84.067 | 82.067 | ||
| 2451 | 2011.01.24 01:25 | close | 811 | 1.00 | 82.617 | 84.067 | 82.067 | 5000.00 | 4460012.80 |
| 2452 | 2011.01.26 23:55 | buy | 812 | 1.00 | 82.184 | 0.000 | 0.000 | ||
| 2453 | 2011.01.26 23:55 | modify | 812 | 1.00 | 82.184 | 80.784 | 82.784 | ||
| 2454 | 2011.01.27 07:40 | close | 812 | 1.00 | 82.178 | 80.784 | 82.784 | 975.04 | 4460987.84 |
| 2455 | 2011.02.02 04:05 | sell | 813 | 1.00 | 81.545 | 0.000 | 0.000 | ||
| 2456 | 2011.02.02 04:05 | modify | 813 | 1.00 | 81.545 | 82.945 | 80.945 | ||
| 2457 | 2011.02.02 05:55 | close | 813 | 1.00 | 81.416 | 82.945 | 80.945 | 12900.00 | 4473887.84 |
| 2458 | 2011.02.02 10:15 | buy | 814 | 1.00 | 81.421 | 0.000 | 0.000 | ||
| 2459 | 2011.02.02 10:15 | modify | 814 | 1.00 | 81.421 | 80.021 | 82.021 | ||
| 2460 | 2011.02.02 10:30 | close | 814 | 1.00 | 81.505 | 80.021 | 82.021 | 8400.00 | 4482287.84 |
| 2461 | 2011.02.08 20:20 | sell | 815 | 1.00 | 82.114 | 0.000 | 0.000 | ||
| 2462 | 2011.02.08 20:20 | modify | 815 | 1.00 | 82.114 | 83.514 | 81.514 | ||
| 2463 | 2011.02.09 01:30 | close | 815 | 1.00 | 82.275 | 83.514 | 81.514 | -17232.57 | 4465055.26 |
| 2464 | 2011.02.14 19:10 | buy | 816 | 1.00 | 83.247 | 0.000 | 0.000 | ||
| 2465 | 2011.02.14 19:10 | modify | 816 | 1.00 | 83.247 | 81.847 | 83.847 | ||
| 2466 | 2011.02.15 01:23 | close | 816 | 1.00 | 83.317 | 81.847 | 83.847 | 7532.36 | 4472587.62 |
| 2467 | 2011.02.16 01:05 | buy | 817 | 1.00 | 83.722 | 0.000 | 0.000 | ||
| 2468 | 2011.02.16 01:05 | modify | 817 | 1.00 | 83.722 | 82.322 | 84.322 | ||
| 2469 | 2011.02.16 07:00 | close | 817 | 1.00 | 83.723 | 82.322 | 84.322 | 100.00 | 4472687.62 |
| 2470 | 2011.02.23 04:50 | buy | 818 | 1.00 | 82.622 | 0.000 | 0.000 | ||
| 2471 | 2011.02.23 04:50 | modify | 818 | 1.00 | 82.622 | 81.222 | 83.222 | ||
| 2472 | 2011.02.23 04:55 | close | 818 | 1.00 | 82.563 | 81.222 | 83.222 | -5900.00 | 4466787.62 |
| 2473 | 2011.03.04 02:25 | buy | 819 | 1.00 | 82.314 | 0.000 | 0.000 | ||
| 2474 | 2011.03.04 02:25 | modify | 819 | 1.00 | 82.314 | 80.914 | 82.914 | ||
| 2475 | 2011.03.04 03:45 | close | 819 | 1.00 | 82.403 | 80.914 | 82.914 | 8900.00 | 4475687.62 |
| 2476 | 2011.03.14 04:05 | sell | 820 | 1.00 | 82.288 | 0.000 | 0.000 | ||
| 2477 | 2011.03.14 04:05 | modify | 820 | 1.00 | 82.288 | 83.688 | 81.688 | ||
| 2478 | 2011.03.14 06:30 | close | 820 | 1.00 | 82.119 | 83.688 | 81.688 | 16900.00 | 4492587.62 |
| 2479 | 2011.03.16 02:20 | sell | 821 | 1.00 | 80.891 | 0.000 | 0.000 | ||
| 2480 | 2011.03.16 02:20 | modify | 821 | 1.00 | 80.891 | 82.291 | 80.291 | ||
| 2481 | 2011.03.16 05:05 | close | 821 | 1.00 | 80.882 | 82.291 | 80.291 | 900.00 | 4493487.62 |
| 2482 | 2011.03.17 13:40 | buy | 822 | 1.00 | 78.495 | 0.000 | 0.000 | ||
| 2483 | 2011.03.17 13:40 | modify | 822 | 1.00 | 78.495 | 77.095 | 79.095 | ||
| 2484 | 2011.03.17 15:40 | close | 822 | 1.00 | 78.678 | 77.095 | 79.095 | 18300.00 | 4511787.62 |
| 2485 | 2011.03.18 11:50 | buy | 823 | 1.00 | 81.364 | 0.000 | 0.000 | ||
| 2486 | 2011.03.18 11:50 | modify | 823 | 1.00 | 81.364 | 79.964 | 81.964 | ||
| 2487 | 2011.03.18 14:50 | close | 823 | 1.00 | 81.542 | 79.964 | 81.964 | 17800.00 | 4529587.62 |
| 2488 | 2011.03.21 03:00 | sell | 824 | 1.00 | 81.016 | 0.000 | 0.000 | ||
| 2489 | 2011.03.21 03:00 | modify | 824 | 1.00 | 81.016 | 82.416 | 80.416 | ||
| 2490 | 2011.03.21 03:05 | close | 824 | 1.00 | 80.855 | 82.416 | 80.416 | 16100.00 | 4545687.62 |
| 2491 | 2011.04.01 09:15 | buy | 825 | 1.00 | 83.447 | 0.000 | 0.000 | ||
| 2492 | 2011.04.01 09:15 | modify | 825 | 1.00 | 83.447 | 82.047 | 84.047 | ||
| 2493 | 2011.04.01 10:15 | close | 825 | 1.00 | 83.618 | 82.047 | 84.047 | 17100.00 | 4562787.62 |
| 2494 | 2011.04.04 10:15 | buy | 826 | 1.00 | 84.063 | 0.000 | 0.000 | ||
| 2495 | 2011.04.04 10:15 | modify | 826 | 1.00 | 84.063 | 82.663 | 84.663 | ||
| 2496 | 2011.04.04 13:15 | close | 826 | 1.00 | 84.153 | 82.663 | 84.663 | 9000.00 | 4571787.62 |
| 2497 | 2011.04.05 11:45 | buy | 827 | 1.00 | 84.197 | 0.000 | 0.000 | ||
| 2498 | 2011.04.05 11:45 | modify | 827 | 1.00 | 84.197 | 82.797 | 84.797 | ||
| 2499 | 2011.04.05 13:10 | close | 827 | 1.00 | 84.333 | 82.797 | 84.797 | 13600.00 | 4585387.62 |
| 2500 | 2011.04.06 10:45 | buy | 828 | 1.00 | 85.131 | 0.000 | 0.000 | ||
| 2501 | 2011.04.06 10:45 | modify | 828 | 1.00 | 85.131 | 83.731 | 85.731 | ||
| 2502 | 2011.04.06 13:50 | close | 828 | 1.00 | 85.185 | 83.731 | 85.731 | 5400.00 | 4590787.62 |
| 2503 | 2011.04.08 03:50 | sell | 829 | 1.00 | 85.104 | 0.000 | 0.000 | ||
| 2504 | 2011.04.08 03:50 | modify | 829 | 1.00 | 85.104 | 86.504 | 84.504 | ||
| 2505 | 2011.04.08 06:40 | close | 829 | 1.00 | 85.116 | 86.504 | 84.504 | -1200.00 | 4589587.62 |
| 2506 | 2011.04.11 02:40 | sell | 830 | 1.00 | 85.149 | 0.000 | 0.000 | ||
| 2507 | 2011.04.11 02:40 | modify | 830 | 1.00 | 85.149 | 86.549 | 84.549 | ||
| 2508 | 2011.04.11 04:00 | close | 830 | 1.00 | 84.964 | 86.549 | 84.549 | 18500.00 | 4608087.62 |
| 2509 | 2011.04.12 10:35 | sell | 831 | 1.00 | 84.245 | 0.000 | 0.000 | ||
| 2510 | 2011.04.12 10:35 | modify | 831 | 1.00 | 84.245 | 85.645 | 83.645 | ||
| 2511 | 2011.04.12 14:05 | close | 831 | 1.00 | 84.134 | 85.645 | 83.645 | 11100.00 | 4619187.62 |
| 2512 | 2011.04.13 03:35 | sell | 832 | 1.00 | 83.978 | 0.000 | 0.000 | ||
| 2513 | 2011.04.13 03:35 | modify | 832 | 1.00 | 83.978 | 85.378 | 83.378 | ||
| 2514 | 2011.04.13 08:00 | close | 832 | 1.00 | 84.125 | 85.378 | 83.378 | -14700.00 | 4604487.62 |
| 2515 | 2011.04.13 11:15 | buy | 833 | 1.00 | 83.921 | 0.000 | 0.000 | ||
| 2516 | 2011.04.13 11:15 | modify | 833 | 1.00 | 83.921 | 82.521 | 84.521 | ||
| 2517 | 2011.04.13 13:00 | close | 833 | 1.00 | 84.096 | 82.521 | 84.521 | 17500.00 | 4621987.62 |
| 2518 | 2011.04.14 19:55 | sell | 834 | 1.00 | 83.437 | 0.000 | 0.000 | ||
| 2519 | 2011.04.14 19:55 | modify | 834 | 1.00 | 83.437 | 84.837 | 82.837 | ||
| 2520 | 2011.04.15 05:50 | close | 834 | 1.00 | 83.542 | 84.837 | 82.837 | -11648.11 | 4610339.51 |
| 2521 | 2011.04.18 21:55 | sell | 835 | 1.00 | 82.621 | 0.000 | 0.000 | ||
| 2522 | 2011.04.18 21:55 | modify | 835 | 1.00 | 82.621 | 84.021 | 82.021 | ||
| 2523 | 2011.04.19 00:40 | close | 835 | 1.00 | 82.545 | 84.021 | 82.021 | 6463.44 | 4616802.95 |
| 2524 | 2011.04.19 12:50 | sell | 836 | 1.00 | 82.639 | 0.000 | 0.000 | ||
| 2525 | 2011.04.19 12:50 | modify | 836 | 1.00 | 82.639 | 84.039 | 82.039 | ||
| 2526 | 2011.04.19 16:00 | close | 836 | 1.00 | 82.548 | 84.039 | 82.039 | 9100.00 | 4625902.95 |
| 2527 | 2011.04.20 10:40 | buy | 837 | 1.00 | 82.740 | 0.000 | 0.000 | ||
| 2528 | 2011.04.20 10:40 | modify | 837 | 1.00 | 82.740 | 81.340 | 83.340 | ||
| 2529 | 2011.04.20 23:45 | close | 837 | 1.00 | 82.451 | 81.340 | 83.340 | -28900.00 | 4597002.95 |
| 2530 | 2011.04.20 23:55 | sell | 838 | 1.00 | 82.525 | 0.000 | 0.000 | ||
| 2531 | 2011.04.20 23:55 | modify | 838 | 1.00 | 82.525 | 83.925 | 81.925 | ||
| 2532 | 2011.04.21 03:05 | close | 838 | 1.00 | 82.397 | 83.925 | 81.925 | 9394.44 | 4606397.39 |
| 2533 | 2011.04.22 03:05 | buy | 839 | 1.00 | 81.802 | 0.000 | 0.000 | ||
| 2534 | 2011.04.22 03:05 | modify | 839 | 1.00 | 81.802 | 80.402 | 82.402 | ||
| 2535 | 2011.04.22 05:30 | close | 839 | 1.00 | 81.885 | 80.402 | 82.402 | 8300.00 | 4614697.39 |
| 2536 | 2011.04.26 04:15 | sell | 840 | 1.00 | 81.900 | 0.000 | 0.000 | ||
| 2537 | 2011.04.26 04:15 | modify | 840 | 1.00 | 81.900 | 83.300 | 81.300 | ||
| 2538 | 2011.04.26 06:10 | close | 840 | 1.00 | 81.749 | 83.300 | 81.300 | 15100.00 | 4629797.39 |
| 2539 | 2011.04.27 20:55 | buy | 841 | 1.00 | 82.236 | 0.000 | 0.000 | ||
| 2540 | 2011.04.27 20:55 | modify | 841 | 1.00 | 82.236 | 80.836 | 82.836 | ||
| 2541 | 2011.04.28 00:15 | close | 841 | 1.00 | 82.224 | 80.836 | 82.836 | 374.69 | 4630172.09 |
| 2542 | 2011.04.28 20:15 | sell | 842 | 1.00 | 81.675 | 0.000 | 0.000 | ||
| 2543 | 2011.04.28 20:15 | modify | 842 | 1.00 | 81.675 | 83.075 | 81.075 | ||
| 2544 | 2011.04.28 20:50 | close | 842 | 1.00 | 81.553 | 83.075 | 81.075 | 12200.00 | 4642372.09 |
| 2545 | 2011.05.02 02:10 | sell | 843 | 1.00 | 81.306 | 0.000 | 0.000 | ||
| 2546 | 2011.05.02 02:10 | modify | 843 | 1.00 | 81.306 | 82.706 | 80.706 | ||
| 2547 | 2011.05.02 03:20 | close | 843 | 1.00 | 81.152 | 82.706 | 80.706 | 15400.00 | 4657772.09 |
| 2548 | 2011.05.04 04:30 | buy | 844 | 1.00 | 80.865 | 0.000 | 0.000 | ||
| 2549 | 2011.05.04 04:30 | modify | 844 | 1.00 | 80.865 | 79.465 | 81.465 | ||
| 2550 | 2011.05.04 08:00 | close | 844 | 1.00 | 80.922 | 79.465 | 81.465 | 5700.00 | 4663472.09 |