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 |
| 2701 | 2011.10.24 11:30 | buy | 895 | 1.00 | 76.158 | 0.000 | 0.000 | ||
| 2702 | 2011.10.24 11:30 | modify | 895 | 1.00 | 76.158 | 74.758 | 76.758 | ||
| 2703 | 2011.10.24 23:55 | close | 895 | 1.00 | 76.109 | 74.758 | 76.758 | -4900.00 | 4614676.57 |
| 2704 | 2011.10.27 20:20 | sell | 896 | 1.00 | 75.886 | 0.000 | 0.000 | ||
| 2705 | 2011.10.27 20:20 | modify | 896 | 1.00 | 75.886 | 77.286 | 75.286 | ||
| 2706 | 2011.10.28 03:25 | close | 896 | 1.00 | 75.871 | 77.286 | 75.286 | 455.69 | 4615132.26 |
| 2707 | 2011.10.31 13:05 | buy | 897 | 1.00 | 77.953 | 0.000 | 0.000 | ||
| 2708 | 2011.10.31 13:05 | modify | 897 | 1.00 | 77.953 | 76.553 | 78.553 | ||
| 2709 | 2011.10.31 15:20 | close | 897 | 1.00 | 78.139 | 76.553 | 78.553 | 18600.00 | 4633732.26 |
| 2710 | 2011.11.24 02:10 | buy | 898 | 1.00 | 77.219 | 0.000 | 0.000 | ||
| 2711 | 2011.11.24 02:10 | modify | 898 | 1.00 | 77.219 | 75.819 | 77.819 | ||
| 2712 | 2011.11.24 06:20 | close | 898 | 1.00 | 77.085 | 75.819 | 77.819 | -13400.00 | 4620332.26 |
| 2713 | 2011.11.29 01:00 | sell | 899 | 1.00 | 78.079 | 0.000 | 0.000 | ||
| 2714 | 2011.11.29 01:00 | modify | 899 | 1.00 | 78.079 | 79.479 | 77.479 | ||
| 2715 | 2011.11.29 05:40 | close | 899 | 1.00 | 78.130 | 79.479 | 77.479 | -5100.00 | 4615232.26 |
| 2716 | 2011.11.29 22:05 | sell | 900 | 1.00 | 77.943 | 0.000 | 0.000 | ||
| 2717 | 2011.11.29 22:05 | modify | 900 | 1.00 | 77.943 | 79.343 | 77.343 | ||
| 2718 | 2011.11.29 23:15 | close | 900 | 1.00 | 77.856 | 79.343 | 77.343 | 8700.00 | 4623932.26 |
| 2719 | 2011.12.01 02:40 | sell | 901 | 1.00 | 77.674 | 0.000 | 0.000 | ||
| 2720 | 2011.12.01 02:40 | modify | 901 | 1.00 | 77.674 | 79.074 | 77.074 | ||
| 2721 | 2011.12.01 03:05 | close | 901 | 1.00 | 77.517 | 79.074 | 77.074 | 15700.00 | 4639632.26 |
| 2722 | 2011.12.08 18:20 | sell | 902 | 1.00 | 77.628 | 0.000 | 0.000 | ||
| 2723 | 2011.12.08 18:20 | modify | 902 | 1.00 | 77.628 | 79.028 | 77.028 | ||
| 2724 | 2011.12.08 22:00 | close | 902 | 1.00 | 77.670 | 79.028 | 77.028 | -4200.00 | 4635432.26 |
| 2725 | 2012.01.02 01:00 | sell | 903 | 1.00 | 77.117 | 0.000 | 0.000 | ||
| 2726 | 2012.01.02 01:00 | modify | 903 | 1.00 | 77.117 | 78.517 | 76.517 | ||
| 2727 | 2012.01.02 04:55 | close | 903 | 1.00 | 77.019 | 78.517 | 76.517 | 9800.00 | 4645232.26 |
| 2728 | 2012.01.02 05:30 | buy | 904 | 1.00 | 76.955 | 0.000 | 0.000 | ||
| 2729 | 2012.01.02 05:30 | modify | 904 | 1.00 | 76.955 | 75.555 | 77.555 | ||
| 2730 | 2012.01.02 09:50 | close | 904 | 1.00 | 76.985 | 75.555 | 77.555 | 3000.00 | 4648232.26 |
| 2731 | 2012.01.20 03:10 | sell | 905 | 1.00 | 77.184 | 0.000 | 0.000 | ||
| 2732 | 2012.01.20 03:10 | modify | 905 | 1.00 | 77.184 | 78.584 | 76.584 | ||
| 2733 | 2012.01.20 03:40 | close | 905 | 1.00 | 77.123 | 78.584 | 76.584 | 6100.00 | 4654332.26 |
| 2734 | 2012.01.27 18:20 | buy | 906 | 1.00 | 76.709 | 0.000 | 0.000 | ||
| 2735 | 2012.01.27 18:20 | modify | 906 | 1.00 | 76.709 | 75.309 | 77.309 | ||
| 2736 | 2012.01.27 19:00 | close | 906 | 1.00 | 76.680 | 75.309 | 77.309 | -2900.00 | 4651432.26 |
| 2737 | 2012.02.06 09:55 | buy | 907 | 1.00 | 76.607 | 0.000 | 0.000 | ||
| 2738 | 2012.02.06 09:55 | modify | 907 | 1.00 | 76.607 | 75.207 | 77.207 | ||
| 2739 | 2012.02.06 15:25 | close | 907 | 1.00 | 76.649 | 75.207 | 77.207 | 4200.00 | 4655632.26 |
| 2740 | 2012.02.10 03:10 | buy | 908 | 1.00 | 77.600 | 0.000 | 0.000 | ||
| 2741 | 2012.02.10 03:10 | modify | 908 | 1.00 | 77.600 | 76.200 | 78.200 | ||
| 2742 | 2012.02.10 06:55 | close | 908 | 1.00 | 77.649 | 76.200 | 78.200 | 4900.00 | 4660532.26 |
| 2743 | 2012.02.17 01:45 | buy | 909 | 1.00 | 78.817 | 0.000 | 0.000 | ||
| 2744 | 2012.02.17 01:45 | modify | 909 | 1.00 | 78.817 | 77.417 | 79.417 | ||
| 2745 | 2012.02.17 02:30 | close | 909 | 1.00 | 78.929 | 77.417 | 79.417 | 11200.00 | 4671732.26 |
| 2746 | 2012.02.17 10:50 | buy | 910 | 1.00 | 78.990 | 0.000 | 0.000 | ||
| 2747 | 2012.02.17 10:50 | modify | 910 | 1.00 | 78.990 | 77.590 | 79.590 | ||
| 2748 | 2012.02.17 13:00 | close | 910 | 1.00 | 79.088 | 77.590 | 79.590 | 9800.00 | 4681532.26 |
| 2749 | 2012.02.22 22:00 | buy | 911 | 1.00 | 80.224 | 0.000 | 0.000 | ||
| 2750 | 2012.02.22 22:00 | modify | 911 | 1.00 | 80.224 | 78.824 | 80.824 | ||
| 2751 | 2012.02.22 23:05 | close | 911 | 1.00 | 80.305 | 78.824 | 80.824 | 8100.00 | 4689632.26 |
| 2752 | 2012.02.23 08:30 | sell | 912 | 1.00 | 80.258 | 0.000 | 0.000 | ||
| 2753 | 2012.02.23 08:30 | modify | 912 | 1.00 | 80.258 | 81.658 | 79.658 | ||
| 2754 | 2012.02.23 08:50 | close | 912 | 1.00 | 80.188 | 81.658 | 79.658 | 7000.00 | 4696632.26 |
| 2755 | 2012.02.27 04:30 | buy | 913 | 1.00 | 81.012 | 0.000 | 0.000 | ||
| 2756 | 2012.02.27 04:30 | modify | 913 | 1.00 | 81.012 | 79.612 | 81.612 | ||
| 2757 | 2012.02.27 04:55 | close | 913 | 1.00 | 81.173 | 79.612 | 81.612 | 16100.00 | 4712732.26 |
| 2758 | 2012.02.27 08:35 | buy | 914 | 1.00 | 81.069 | 0.000 | 0.000 | ||
| 2759 | 2012.02.27 08:35 | modify | 914 | 1.00 | 81.069 | 79.669 | 81.669 | ||
| 2760 | 2012.02.27 18:10 | close | 914 | 1.00 | 80.534 | 79.669 | 81.669 | -53500.00 | 4659232.26 |
| 2761 | 2012.02.27 23:30 | sell | 915 | 1.00 | 80.585 | 0.000 | 0.000 | ||
| 2762 | 2012.02.27 23:30 | modify | 915 | 1.00 | 80.585 | 81.985 | 79.985 | ||
| 2763 | 2012.02.28 00:50 | close | 915 | 1.00 | 80.499 | 81.985 | 79.985 | 7491.63 | 4666723.89 |
| 2764 | 2012.02.28 02:35 | buy | 916 | 1.00 | 80.431 | 0.000 | 0.000 | ||
| 2765 | 2012.02.28 02:35 | modify | 916 | 1.00 | 80.431 | 79.031 | 81.031 | ||
| 2766 | 2012.02.28 06:50 | close | 916 | 1.00 | 80.284 | 79.031 | 81.031 | -14700.00 | 4652023.89 |
| 2767 | 2012.02.28 07:05 | sell | 917 | 1.00 | 80.380 | 0.000 | 0.000 | ||
| 2768 | 2012.02.28 07:05 | modify | 917 | 1.00 | 80.380 | 81.780 | 79.780 | ||
| 2769 | 2012.02.28 12:30 | close | 917 | 1.00 | 80.539 | 81.780 | 79.780 | -15900.00 | 4636123.89 |
| 2770 | 2012.02.29 05:15 | buy | 918 | 1.00 | 80.473 | 0.000 | 0.000 | ||
| 2771 | 2012.02.29 05:15 | modify | 918 | 1.00 | 80.473 | 79.073 | 81.073 | ||
| 2772 | 2012.02.29 07:00 | close | 918 | 1.00 | 80.359 | 79.073 | 81.073 | -11400.00 | 4624723.89 |
| 2773 | 2012.03.01 06:20 | buy | 919 | 1.00 | 80.976 | 0.000 | 0.000 | ||
| 2774 | 2012.03.01 06:20 | modify | 919 | 1.00 | 80.976 | 79.576 | 81.576 | ||
| 2775 | 2012.03.01 08:10 | close | 919 | 1.00 | 81.065 | 79.576 | 81.576 | 8900.00 | 4633623.89 |
| 2776 | 2012.03.13 21:20 | sell | 920 | 1.00 | 82.806 | 0.000 | 0.000 | ||
| 2777 | 2012.03.13 21:20 | modify | 920 | 1.00 | 82.806 | 84.206 | 82.206 | ||
| 2778 | 2012.03.13 22:15 | close | 920 | 1.00 | 83.040 | 84.206 | 82.206 | -23400.00 | 4610223.89 |
| 2779 | 2012.03.16 05:40 | buy | 921 | 1.00 | 83.345 | 0.000 | 0.000 | ||
| 2780 | 2012.03.16 05:40 | modify | 921 | 1.00 | 83.345 | 81.945 | 83.945 | ||
| 2781 | 2012.03.16 07:55 | close | 921 | 1.00 | 83.482 | 81.945 | 83.945 | 13700.00 | 4623923.89 |
| 2782 | 2012.03.19 05:45 | buy | 922 | 1.00 | 83.389 | 0.000 | 0.000 | ||
| 2783 | 2012.03.19 05:45 | modify | 922 | 1.00 | 83.389 | 81.989 | 83.989 | ||
| 2784 | 2012.03.19 06:50 | close | 922 | 1.00 | 83.481 | 81.989 | 83.989 | 9200.00 | 4633123.89 |
| 2785 | 2012.03.21 06:25 | sell | 923 | 1.00 | 83.726 | 0.000 | 0.000 | ||
| 2786 | 2012.03.21 06:25 | modify | 923 | 1.00 | 83.726 | 85.126 | 83.126 | ||
| 2787 | 2012.03.21 07:15 | close | 923 | 1.00 | 83.645 | 85.126 | 83.126 | 8100.00 | 4641223.89 |
| 2788 | 2012.03.23 03:40 | sell | 924 | 1.00 | 82.721 | 0.000 | 0.000 | ||
| 2789 | 2012.03.23 03:40 | modify | 924 | 1.00 | 82.721 | 84.121 | 82.121 | ||
| 2790 | 2012.03.23 06:50 | close | 924 | 1.00 | 82.760 | 84.121 | 82.121 | -3900.00 | 4637323.89 |
| 2791 | 2012.03.23 11:40 | buy | 925 | 1.00 | 82.616 | 0.000 | 0.000 | ||
| 2792 | 2012.03.23 11:40 | modify | 925 | 1.00 | 82.616 | 81.216 | 83.216 | ||
| 2793 | 2012.03.23 17:10 | close | 925 | 1.00 | 82.236 | 81.216 | 83.216 | -38000.00 | 4599323.89 |
| 2794 | 2012.03.23 20:20 | sell | 926 | 1.00 | 82.533 | 0.000 | 0.000 | ||
| 2795 | 2012.03.23 20:20 | modify | 926 | 1.00 | 82.533 | 83.933 | 81.933 | ||
| 2796 | 2012.03.23 23:00 | close | 926 | 1.00 | 82.420 | 83.933 | 81.933 | 11300.00 | 4610623.89 |
| 2797 | 2012.03.26 09:25 | buy | 927 | 1.00 | 82.585 | 0.000 | 0.000 | ||
| 2798 | 2012.03.26 09:25 | modify | 927 | 1.00 | 82.585 | 81.185 | 83.185 | ||
| 2799 | 2012.03.26 10:10 | close | 927 | 1.00 | 82.712 | 81.185 | 83.185 | 12700.00 | 4623323.89 |
| 2800 | 2012.03.28 13:25 | sell | 928 | 1.00 | 83.048 | 0.000 | 0.000 | ||
| 2801 | 2012.03.28 13:25 | modify | 928 | 1.00 | 83.048 | 84.448 | 82.448 | ||
| 2802 | 2012.03.28 17:45 | close | 928 | 1.00 | 82.876 | 84.448 | 82.448 | 17200.00 | 4640523.89 |
| 2803 | 2012.03.29 02:10 | sell | 929 | 1.00 | 82.953 | 0.000 | 0.000 | ||
| 2804 | 2012.03.29 02:10 | modify | 929 | 1.00 | 82.953 | 84.353 | 82.353 | ||
| 2805 | 2012.03.29 02:50 | close | 929 | 1.00 | 82.838 | 84.353 | 82.353 | 11500.00 | 4652023.89 |
| 2806 | 2012.04.04 23:05 | buy | 930 | 1.00 | 82.431 | 0.000 | 0.000 | ||
| 2807 | 2012.04.04 23:05 | modify | 930 | 1.00 | 82.431 | 81.031 | 83.031 | ||
| 2808 | 2012.04.05 02:45 | close | 930 | 1.00 | 82.430 | 81.031 | 83.031 | 1480.54 | 4653504.43 |
| 2809 | 2012.04.10 06:15 | buy | 931 | 1.00 | 81.569 | 0.000 | 0.000 | ||
| 2810 | 2012.04.10 06:15 | modify | 931 | 1.00 | 81.569 | 80.169 | 82.169 | ||
| 2811 | 2012.04.10 10:25 | close | 931 | 1.00 | 81.187 | 80.169 | 82.169 | -38200.00 | 4615304.43 |
| 2812 | 2012.04.11 02:35 | sell | 932 | 1.00 | 80.832 | 0.000 | 0.000 | ||
| 2813 | 2012.04.11 02:35 | modify | 932 | 1.00 | 80.832 | 82.232 | 80.232 | ||
| 2814 | 2012.04.11 03:00 | close | 932 | 1.00 | 80.683 | 82.232 | 80.232 | 14900.00 | 4630204.43 |
| 2815 | 2012.04.16 12:55 | sell | 933 | 1.00 | 80.777 | 0.000 | 0.000 | ||
| 2816 | 2012.04.16 12:55 | modify | 933 | 1.00 | 80.777 | 82.177 | 80.177 | ||
| 2817 | 2012.04.16 16:30 | close | 933 | 1.00 | 80.711 | 82.177 | 80.177 | 6600.00 | 4636804.43 |
| 2818 | 2012.04.17 03:55 | sell | 934 | 1.00 | 80.544 | 0.000 | 0.000 | ||
| 2819 | 2012.04.17 03:55 | modify | 934 | 1.00 | 80.544 | 81.944 | 79.944 | ||
| 2820 | 2012.04.17 06:40 | close | 934 | 1.00 | 80.439 | 81.944 | 79.944 | 10500.00 | 4647304.43 |
| 2821 | 2012.04.18 09:40 | buy | 935 | 1.00 | 81.272 | 0.000 | 0.000 | ||
| 2822 | 2012.04.18 09:40 | modify | 935 | 1.00 | 81.272 | 79.872 | 81.872 | ||
| 2823 | 2012.04.18 11:05 | close | 935 | 1.00 | 81.340 | 79.872 | 81.872 | 6800.00 | 4654104.43 |
| 2824 | 2012.04.26 21:10 | sell | 936 | 1.00 | 80.963 | 0.000 | 0.000 | ||
| 2825 | 2012.04.26 21:10 | modify | 936 | 1.00 | 80.963 | 82.363 | 80.363 | ||
| 2826 | 2012.04.27 04:55 | close | 936 | 1.00 | 81.029 | 82.363 | 80.363 | -7713.71 | 4646390.72 |
| 2827 | 2012.04.27 05:20 | buy | 937 | 1.00 | 80.959 | 0.000 | 0.000 | ||
| 2828 | 2012.04.27 05:20 | modify | 937 | 1.00 | 80.959 | 79.559 | 81.559 | ||
| 2829 | 2012.04.27 06:55 | close | 937 | 1.00 | 81.378 | 79.559 | 81.559 | 41900.00 | 4688290.72 |
| 2830 | 2012.04.27 20:20 | buy | 938 | 1.00 | 80.398 | 0.000 | 0.000 | ||
| 2831 | 2012.04.27 20:20 | modify | 938 | 1.00 | 80.398 | 78.998 | 80.998 | ||
| 2832 | 2012.04.27 22:25 | close | 938 | 1.00 | 80.370 | 78.998 | 80.998 | -2800.00 | 4685490.72 |
| 2833 | 2012.05.02 00:10 | buy | 939 | 1.00 | 80.085 | 0.000 | 0.000 | ||
| 2834 | 2012.05.02 00:10 | modify | 939 | 1.00 | 80.085 | 78.685 | 80.685 | ||
| 2835 | 2012.05.02 01:25 | close | 939 | 1.00 | 80.170 | 78.685 | 80.685 | 8500.00 | 4693990.72 |
| 2836 | 2012.05.22 22:40 | buy | 940 | 1.00 | 79.981 | 0.000 | 0.000 | ||
| 2837 | 2012.05.22 22:40 | modify | 940 | 1.00 | 79.981 | 78.581 | 80.581 | ||
| 2838 | 2012.05.22 23:30 | close | 940 | 1.00 | 80.008 | 78.581 | 80.581 | 2700.00 | 4696690.72 |
| 2839 | 2012.05.23 22:10 | sell | 941 | 1.00 | 79.469 | 0.000 | 0.000 | ||
| 2840 | 2012.05.23 22:10 | modify | 941 | 1.00 | 79.469 | 80.869 | 78.869 | ||
| 2841 | 2012.05.24 00:25 | close | 941 | 1.00 | 79.451 | 80.869 | 78.869 | -1478.80 | 4695211.92 |
| 2842 | 2012.06.01 02:40 | sell | 942 | 1.00 | 78.451 | 0.000 | 0.000 | ||
| 2843 | 2012.06.01 02:40 | modify | 942 | 1.00 | 78.451 | 79.851 | 77.851 | ||
| 2844 | 2012.06.01 05:50 | close | 942 | 1.00 | 78.446 | 79.851 | 77.851 | 500.00 | 4695711.92 |
| 2845 | 2012.06.01 11:35 | buy | 943 | 1.00 | 78.348 | 0.000 | 0.000 | ||
| 2846 | 2012.06.01 11:35 | modify | 943 | 1.00 | 78.348 | 76.948 | 78.948 | ||
| 2847 | 2012.06.01 12:05 | close | 943 | 1.00 | 78.199 | 76.948 | 78.948 | -14900.00 | 4680811.92 |
| 2848 | 2012.06.06 03:10 | buy | 944 | 1.00 | 78.666 | 0.000 | 0.000 | ||
| 2849 | 2012.06.06 03:10 | modify | 944 | 1.00 | 78.666 | 77.266 | 79.266 | ||
| 2850 | 2012.06.06 05:20 | close | 944 | 1.00 | 78.791 | 77.266 | 79.266 | 12500.00 | 4693311.92 |