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 |
| 2551 | 2011.05.05 19:05 | sell | 845 | 1.00 | 80.166 | 0.000 | 0.000 | ||
| 2552 | 2011.05.05 19:05 | modify | 845 | 1.00 | 80.166 | 81.566 | 79.566 | ||
| 2553 | 2011.05.05 22:15 | close | 845 | 1.00 | 80.069 | 81.566 | 79.566 | 9700.00 | 4673172.09 |
| 2554 | 2011.05.10 07:05 | sell | 846 | 1.00 | 80.423 | 0.000 | 0.000 | ||
| 2555 | 2011.05.10 07:05 | modify | 846 | 1.00 | 80.423 | 81.823 | 79.823 | ||
| 2556 | 2011.05.10 13:00 | close | 846 | 1.00 | 80.619 | 81.823 | 79.823 | -19600.00 | 4653572.09 |
| 2557 | 2011.05.12 00:30 | sell | 847 | 1.00 | 81.074 | 0.000 | 0.000 | ||
| 2558 | 2011.05.12 00:30 | modify | 847 | 1.00 | 81.074 | 82.474 | 80.474 | ||
| 2559 | 2011.05.12 02:05 | close | 847 | 1.00 | 81.004 | 82.474 | 80.474 | 7000.00 | 4660572.09 |
| 2560 | 2011.05.12 09:20 | buy | 848 | 1.00 | 81.033 | 0.000 | 0.000 | ||
| 2561 | 2011.05.12 09:20 | modify | 848 | 1.00 | 81.033 | 79.633 | 81.633 | ||
| 2562 | 2011.05.12 10:00 | close | 848 | 1.00 | 81.143 | 79.633 | 81.633 | 11000.00 | 4671572.09 |
| 2563 | 2011.05.16 11:10 | buy | 849 | 1.00 | 80.864 | 0.000 | 0.000 | ||
| 2564 | 2011.05.16 11:10 | modify | 849 | 1.00 | 80.864 | 79.464 | 81.464 | ||
| 2565 | 2011.05.16 14:55 | close | 849 | 1.00 | 80.845 | 79.464 | 81.464 | -1900.00 | 4669672.09 |
| 2566 | 2011.05.17 20:45 | sell | 850 | 1.00 | 81.585 | 0.000 | 0.000 | ||
| 2567 | 2011.05.17 20:45 | modify | 850 | 1.00 | 81.585 | 82.985 | 80.985 | ||
| 2568 | 2011.05.17 22:20 | close | 850 | 1.00 | 81.408 | 82.985 | 80.985 | 17700.00 | 4687372.09 |
| 2569 | 2011.05.19 08:40 | sell | 851 | 1.00 | 81.655 | 0.000 | 0.000 | ||
| 2570 | 2011.05.19 08:40 | modify | 851 | 1.00 | 81.655 | 83.055 | 81.055 | ||
| 2571 | 2011.05.19 11:00 | close | 851 | 1.00 | 81.830 | 83.055 | 81.055 | -17500.00 | 4669872.09 |
| 2572 | 2011.05.20 11:25 | buy | 852 | 1.00 | 81.591 | 0.000 | 0.000 | ||
| 2573 | 2011.05.20 11:25 | modify | 852 | 1.00 | 81.591 | 80.191 | 82.191 | ||
| 2574 | 2011.05.20 14:20 | close | 852 | 1.00 | 81.679 | 80.191 | 82.191 | 8800.00 | 4678672.09 |
| 2575 | 2011.05.23 21:25 | sell | 853 | 1.00 | 81.888 | 0.000 | 0.000 | ||
| 2576 | 2011.05.23 21:25 | modify | 853 | 1.00 | 81.888 | 83.288 | 81.288 | ||
| 2577 | 2011.05.23 23:20 | close | 853 | 1.00 | 82.050 | 83.288 | 81.288 | -16200.00 | 4662472.09 |
| 2578 | 2011.05.24 11:10 | sell | 854 | 1.00 | 81.930 | 0.000 | 0.000 | ||
| 2579 | 2011.05.24 11:10 | modify | 854 | 1.00 | 81.930 | 83.330 | 81.330 | ||
| 2580 | 2011.05.24 13:45 | close | 854 | 1.00 | 81.793 | 83.330 | 81.330 | 13700.00 | 4676172.09 |
| 2581 | 2011.05.27 02:55 | buy | 855 | 1.00 | 81.179 | 0.000 | 0.000 | ||
| 2582 | 2011.05.27 02:55 | modify | 855 | 1.00 | 81.179 | 79.779 | 81.779 | ||
| 2583 | 2011.05.27 03:00 | close | 855 | 1.00 | 81.133 | 79.779 | 81.779 | -4600.00 | 4671572.09 |
| 2584 | 2011.05.31 23:05 | sell | 856 | 1.00 | 81.523 | 0.000 | 0.000 | ||
| 2585 | 2011.05.31 23:05 | modify | 856 | 1.00 | 81.523 | 82.923 | 80.923 | ||
| 2586 | 2011.06.01 01:30 | close | 856 | 1.00 | 81.460 | 82.923 | 80.923 | 5178.95 | 4676751.03 |
| 2587 | 2011.06.02 19:05 | sell | 857 | 1.00 | 81.002 | 0.000 | 0.000 | ||
| 2588 | 2011.06.02 19:05 | modify | 857 | 1.00 | 81.002 | 82.402 | 80.402 | ||
| 2589 | 2011.06.02 20:00 | close | 857 | 1.00 | 80.856 | 82.402 | 80.402 | 14600.00 | 4691351.03 |
| 2590 | 2011.06.08 22:00 | sell | 858 | 1.00 | 79.928 | 0.000 | 0.000 | ||
| 2591 | 2011.06.08 22:00 | modify | 858 | 1.00 | 79.928 | 81.328 | 79.328 | ||
| 2592 | 2011.06.09 02:45 | close | 858 | 1.00 | 79.887 | 81.328 | 79.328 | 804.45 | 4692155.49 |
| 2593 | 2011.06.10 04:05 | buy | 859 | 1.00 | 80.153 | 0.000 | 0.000 | ||
| 2594 | 2011.06.10 04:05 | modify | 859 | 1.00 | 80.153 | 78.753 | 80.753 | ||
| 2595 | 2011.06.10 08:20 | close | 859 | 1.00 | 80.164 | 78.753 | 80.753 | 1100.00 | 4693255.49 |
| 2596 | 2011.06.13 09:05 | buy | 860 | 1.00 | 80.437 | 0.000 | 0.000 | ||
| 2597 | 2011.06.13 09:05 | modify | 860 | 1.00 | 80.437 | 79.037 | 81.037 | ||
| 2598 | 2011.06.13 15:15 | close | 860 | 1.00 | 80.374 | 79.037 | 81.037 | -6300.00 | 4686955.49 |
| 2599 | 2011.06.23 09:00 | buy | 861 | 1.00 | 80.391 | 0.000 | 0.000 | ||
| 2600 | 2011.06.23 09:00 | modify | 861 | 1.00 | 80.391 | 78.991 | 80.991 | ||
| 2601 | 2011.06.23 10:10 | close | 861 | 1.00 | 80.488 | 78.991 | 80.991 | 9700.00 | 4696655.49 |
| 2602 | 2011.06.28 03:00 | buy | 862 | 1.00 | 80.773 | 0.000 | 0.000 | ||
| 2603 | 2011.06.28 03:00 | modify | 862 | 1.00 | 80.773 | 79.373 | 81.373 | ||
| 2604 | 2011.06.28 05:10 | close | 862 | 1.00 | 80.817 | 79.373 | 81.373 | 4400.00 | 4701055.49 |
| 2605 | 2011.07.01 10:45 | sell | 863 | 1.00 | 80.770 | 0.000 | 0.000 | ||
| 2606 | 2011.07.01 10:45 | modify | 863 | 1.00 | 80.770 | 82.170 | 80.170 | ||
| 2607 | 2011.07.01 11:55 | close | 863 | 1.00 | 80.697 | 82.170 | 80.170 | 7300.00 | 4708355.49 |
| 2608 | 2011.07.12 03:20 | buy | 864 | 1.00 | 80.226 | 0.000 | 0.000 | ||
| 2609 | 2011.07.12 03:20 | modify | 864 | 1.00 | 80.226 | 78.826 | 80.826 | ||
| 2610 | 2011.07.12 07:00 | close | 864 | 1.00 | 80.093 | 78.826 | 80.826 | -13300.00 | 4695055.49 |
| 2611 | 2011.07.12 21:10 | buy | 865 | 1.00 | 79.452 | 0.000 | 0.000 | ||
| 2612 | 2011.07.12 21:10 | modify | 865 | 1.00 | 79.452 | 78.052 | 80.052 | ||
| 2613 | 2011.07.13 00:10 | close | 865 | 1.00 | 79.067 | 78.052 | 80.052 | -37993.73 | 4657061.76 |
| 2614 | 2011.07.22 04:10 | sell | 866 | 1.00 | 78.684 | 0.000 | 0.000 | ||
| 2615 | 2011.07.22 04:10 | modify | 866 | 1.00 | 78.684 | 80.084 | 78.084 | ||
| 2616 | 2011.07.22 11:50 | close | 866 | 1.00 | 78.591 | 80.084 | 78.084 | 9300.00 | 4666361.76 |
| 2617 | 2011.07.22 12:00 | buy | 867 | 1.00 | 78.533 | 0.000 | 0.000 | ||
| 2618 | 2011.07.22 12:00 | modify | 867 | 1.00 | 78.533 | 77.133 | 79.133 | ||
| 2619 | 2011.07.22 19:10 | close | 867 | 1.00 | 78.453 | 77.133 | 79.133 | -8000.00 | 4658361.76 |
| 2620 | 2011.07.26 12:15 | sell | 868 | 1.00 | 78.172 | 0.000 | 0.000 | ||
| 2621 | 2011.07.26 12:15 | modify | 868 | 1.00 | 78.172 | 79.572 | 77.572 | ||
| 2622 | 2011.07.26 13:10 | close | 868 | 1.00 | 78.058 | 79.572 | 77.572 | 11400.00 | 4669761.76 |
| 2623 | 2011.07.27 02:45 | sell | 869 | 1.00 | 77.989 | 0.000 | 0.000 | ||
| 2624 | 2011.07.27 02:45 | modify | 869 | 1.00 | 77.989 | 79.389 | 77.389 | ||
| 2625 | 2011.07.27 03:55 | close | 869 | 1.00 | 77.898 | 79.389 | 77.389 | 9100.00 | 4678861.76 |
| 2626 | 2011.08.01 03:20 | sell | 870 | 1.00 | 77.530 | 0.000 | 0.000 | ||
| 2627 | 2011.08.01 03:20 | modify | 870 | 1.00 | 77.530 | 78.930 | 76.930 | ||
| 2628 | 2011.08.01 05:45 | close | 870 | 1.00 | 77.596 | 78.930 | 76.930 | -6600.00 | 4672261.76 |
| 2629 | 2011.08.01 11:35 | buy | 871 | 1.00 | 77.452 | 0.000 | 0.000 | ||
| 2630 | 2011.08.01 11:35 | modify | 871 | 1.00 | 77.452 | 76.052 | 78.052 | ||
| 2631 | 2011.08.01 17:05 | close | 871 | 1.00 | 76.533 | 76.052 | 78.052 | -91900.00 | 4580361.76 |
| 2632 | 2011.08.01 20:15 | sell | 872 | 1.00 | 77.123 | 0.000 | 0.000 | ||
| 2633 | 2011.08.01 20:15 | modify | 872 | 1.00 | 77.123 | 78.523 | 76.523 | ||
| 2634 | 2011.08.02 09:05 | close | 872 | 1.00 | 77.318 | 78.523 | 76.523 | -20561.64 | 4559800.12 |
| 2635 | 2011.08.02 09:10 | buy | 873 | 1.00 | 77.265 | 0.000 | 0.000 | ||
| 2636 | 2011.08.02 09:10 | modify | 873 | 1.00 | 77.265 | 75.865 | 77.865 | ||
| 2637 | 2011.08.02 11:15 | close | 873 | 1.00 | 77.396 | 75.865 | 77.865 | 13100.00 | 4572900.12 |
| 2638 | 2011.08.05 02:00 | sell | 874 | 1.00 | 79.310 | 0.000 | 0.000 | ||
| 2639 | 2011.08.05 02:00 | modify | 874 | 1.00 | 79.310 | 80.710 | 78.710 | ||
| 2640 | 2011.08.05 02:55 | close | 874 | 1.00 | 79.086 | 80.710 | 78.710 | 22400.00 | 4595300.12 |
| 2641 | 2011.08.05 03:20 | buy | 875 | 1.00 | 78.854 | 0.000 | 0.000 | ||
| 2642 | 2011.08.05 03:20 | modify | 875 | 1.00 | 78.854 | 77.454 | 79.454 | ||
| 2643 | 2011.08.05 03:50 | close | 875 | 1.00 | 79.046 | 77.454 | 79.454 | 19200.00 | 4614500.12 |
| 2644 | 2011.08.10 20:10 | sell | 876 | 1.00 | 76.646 | 0.000 | 0.000 | ||
| 2645 | 2011.08.10 20:10 | modify | 876 | 1.00 | 76.646 | 78.046 | 76.046 | ||
| 2646 | 2011.08.11 01:00 | close | 876 | 1.00 | 76.780 | 78.046 | 76.046 | -16570.47 | 4597929.65 |
| 2647 | 2011.08.22 11:10 | sell | 877 | 1.00 | 76.816 | 0.000 | 0.000 | ||
| 2648 | 2011.08.22 11:10 | modify | 877 | 1.00 | 76.816 | 78.216 | 76.216 | ||
| 2649 | 2011.08.22 11:45 | close | 877 | 1.00 | 76.710 | 78.216 | 76.216 | 10600.00 | 4608529.65 |
| 2650 | 2011.08.26 04:35 | buy | 878 | 1.00 | 77.289 | 0.000 | 0.000 | ||
| 2651 | 2011.08.26 04:35 | modify | 878 | 1.00 | 77.289 | 75.889 | 77.889 | ||
| 2652 | 2011.08.26 17:20 | close | 878 | 1.00 | 76.828 | 75.889 | 77.889 | -46100.00 | 4562429.65 |
| 2653 | 2011.09.01 08:55 | buy | 879 | 1.00 | 76.779 | 0.000 | 0.000 | ||
| 2654 | 2011.09.01 08:55 | modify | 879 | 1.00 | 76.779 | 75.379 | 77.379 | ||
| 2655 | 2011.09.01 10:05 | close | 879 | 1.00 | 76.909 | 75.379 | 77.379 | 13000.00 | 4575429.65 |
| 2656 | 2011.09.01 10:15 | sell | 880 | 1.00 | 76.941 | 0.000 | 0.000 | ||
| 2657 | 2011.09.01 10:15 | modify | 880 | 1.00 | 76.941 | 78.341 | 76.341 | ||
| 2658 | 2011.09.01 11:45 | close | 880 | 1.00 | 76.868 | 78.341 | 76.341 | 7300.00 | 4582729.65 |
| 2659 | 2011.09.02 03:30 | sell | 881 | 1.00 | 76.954 | 0.000 | 0.000 | ||
| 2660 | 2011.09.02 03:30 | modify | 881 | 1.00 | 76.954 | 78.354 | 76.354 | ||
| 2661 | 2011.09.02 07:25 | close | 881 | 1.00 | 76.869 | 78.354 | 76.354 | 8500.00 | 4591229.65 |
| 2662 | 2011.09.06 22:30 | sell | 882 | 1.00 | 77.678 | 0.000 | 0.000 | ||
| 2663 | 2011.09.06 22:30 | modify | 882 | 1.00 | 77.678 | 79.078 | 77.078 | ||
| 2664 | 2011.09.06 23:25 | close | 882 | 1.00 | 77.727 | 79.078 | 77.078 | -4900.00 | 4586329.65 |
| 2665 | 2011.09.08 00:55 | buy | 883 | 1.00 | 77.231 | 0.000 | 0.000 | ||
| 2666 | 2011.09.08 00:55 | modify | 883 | 1.00 | 77.231 | 75.831 | 77.831 | ||
| 2667 | 2011.09.08 01:25 | close | 883 | 1.00 | 77.305 | 75.831 | 77.831 | 7400.00 | 4593729.65 |
| 2668 | 2011.09.19 23:10 | sell | 884 | 1.00 | 76.563 | 0.000 | 0.000 | ||
| 2669 | 2011.09.19 23:10 | modify | 884 | 1.00 | 76.563 | 77.963 | 75.963 | ||
| 2670 | 2011.09.20 04:10 | close | 884 | 1.00 | 76.593 | 77.963 | 75.963 | -4053.07 | 4589676.57 |
| 2671 | 2011.09.20 04:40 | buy | 885 | 1.00 | 76.528 | 0.000 | 0.000 | ||
| 2672 | 2011.09.20 04:40 | modify | 885 | 1.00 | 76.528 | 75.128 | 77.128 | ||
| 2673 | 2011.09.20 07:45 | close | 885 | 1.00 | 76.570 | 75.128 | 77.128 | 4200.00 | 4593876.57 |
| 2674 | 2011.09.22 09:55 | buy | 886 | 1.00 | 76.654 | 0.000 | 0.000 | ||
| 2675 | 2011.09.22 09:55 | modify | 886 | 1.00 | 76.654 | 75.254 | 77.254 | ||
| 2676 | 2011.09.22 19:15 | close | 886 | 1.00 | 76.364 | 75.254 | 77.254 | -29000.00 | 4564876.57 |
| 2677 | 2011.09.22 19:40 | sell | 887 | 1.00 | 76.519 | 0.000 | 0.000 | ||
| 2678 | 2011.09.22 19:40 | modify | 887 | 1.00 | 76.519 | 77.919 | 75.919 | ||
| 2679 | 2011.09.22 21:05 | close | 887 | 1.00 | 76.335 | 77.919 | 75.919 | 18400.00 | 4583276.57 |
| 2680 | 2011.09.26 10:45 | sell | 888 | 1.00 | 76.451 | 0.000 | 0.000 | ||
| 2681 | 2011.09.26 10:45 | modify | 888 | 1.00 | 76.451 | 77.851 | 75.851 | ||
| 2682 | 2011.09.26 11:10 | close | 888 | 1.00 | 76.322 | 77.851 | 75.851 | 12900.00 | 4596176.57 |
| 2683 | 2011.09.28 03:10 | buy | 889 | 1.00 | 76.664 | 0.000 | 0.000 | ||
| 2684 | 2011.09.28 03:10 | modify | 889 | 1.00 | 76.664 | 75.264 | 77.264 | ||
| 2685 | 2011.09.28 07:00 | close | 889 | 1.00 | 76.588 | 75.264 | 77.264 | -7600.00 | 4588576.57 |
| 2686 | 2011.09.29 03:10 | buy | 890 | 1.00 | 76.471 | 0.000 | 0.000 | ||
| 2687 | 2011.09.29 03:10 | modify | 890 | 1.00 | 76.471 | 75.071 | 77.071 | ||
| 2688 | 2011.09.29 04:45 | close | 890 | 1.00 | 76.552 | 75.071 | 77.071 | 8100.00 | 4596676.57 |
| 2689 | 2011.10.13 02:30 | buy | 891 | 1.00 | 77.134 | 0.000 | 0.000 | ||
| 2690 | 2011.10.13 02:30 | modify | 891 | 1.00 | 77.134 | 75.734 | 77.734 | ||
| 2691 | 2011.10.13 08:05 | close | 891 | 1.00 | 77.105 | 75.734 | 77.734 | -2900.00 | 4593776.57 |
| 2692 | 2011.10.13 11:00 | sell | 892 | 1.00 | 77.153 | 0.000 | 0.000 | ||
| 2693 | 2011.10.13 11:00 | modify | 892 | 1.00 | 77.153 | 78.553 | 76.553 | ||
| 2694 | 2011.10.13 11:45 | close | 892 | 1.00 | 77.065 | 78.553 | 76.553 | 8800.00 | 4602576.57 |
| 2695 | 2011.10.24 02:55 | sell | 893 | 1.00 | 76.412 | 0.000 | 0.000 | ||
| 2696 | 2011.10.24 02:55 | modify | 893 | 1.00 | 76.412 | 77.812 | 75.812 | ||
| 2697 | 2011.10.24 05:50 | close | 893 | 1.00 | 76.283 | 77.812 | 75.812 | 12900.00 | 4615476.57 |
| 2698 | 2011.10.24 07:15 | buy | 894 | 1.00 | 76.230 | 0.000 | 0.000 | ||
| 2699 | 2011.10.24 07:15 | modify | 894 | 1.00 | 76.230 | 74.830 | 76.830 | ||
| 2700 | 2011.10.24 08:45 | close | 894 | 1.00 | 76.271 | 74.830 | 76.830 | 4100.00 | 4619576.57 |