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 |
| 151 | 2004.07.01 13:00 | modify | 50 | 1.00 | 107.933 | 106.533 | 108.533 | ||
| 152 | 2004.07.01 14:20 | close | 50 | 1.00 | 108.165 | 106.533 | 108.533 | 23200.00 | 1108996.42 |
| 153 | 2004.07.05 03:25 | sell | 51 | 1.00 | 108.639 | 0.000 | 0.000 | ||
| 154 | 2004.07.05 03:25 | modify | 51 | 1.00 | 108.639 | 110.039 | 108.039 | ||
| 155 | 2004.07.05 06:55 | close | 51 | 1.00 | 108.575 | 110.039 | 108.039 | 6400.00 | 1115396.42 |
| 156 | 2004.07.06 20:05 | sell | 52 | 1.00 | 109.403 | 0.000 | 0.000 | ||
| 157 | 2004.07.06 20:05 | modify | 52 | 1.00 | 109.403 | 110.803 | 108.803 | ||
| 158 | 2004.07.07 03:25 | close | 52 | 1.00 | 109.343 | 110.803 | 108.803 | 4494.57 | 1119890.99 |
| 159 | 2004.07.12 10:45 | buy | 53 | 1.00 | 107.734 | 0.000 | 0.000 | ||
| 160 | 2004.07.12 10:45 | modify | 53 | 1.00 | 107.734 | 106.334 | 108.334 | ||
| 161 | 2004.07.12 12:25 | close | 53 | 1.00 | 107.925 | 106.334 | 108.334 | 19100.00 | 1138990.99 |
| 162 | 2004.07.13 12:45 | buy | 54 | 1.00 | 108.343 | 0.000 | 0.000 | ||
| 163 | 2004.07.13 12:45 | modify | 54 | 1.00 | 108.343 | 106.943 | 108.943 | ||
| 164 | 2004.07.13 15:40 | close | 54 | 1.00 | 108.497 | 106.943 | 108.943 | 15400.00 | 1154390.99 |
| 165 | 2004.07.13 23:15 | buy | 55 | 1.00 | 108.641 | 0.000 | 0.000 | ||
| 166 | 2004.07.13 23:15 | modify | 55 | 1.00 | 108.641 | 107.241 | 109.241 | ||
| 167 | 2004.07.14 03:15 | close | 55 | 1.00 | 108.649 | 107.241 | 109.241 | 1494.20 | 1155885.19 |
| 168 | 2004.07.14 03:25 | sell | 56 | 1.00 | 108.698 | 0.000 | 0.000 | ||
| 169 | 2004.07.14 03:25 | modify | 56 | 1.00 | 108.698 | 110.098 | 108.098 | ||
| 170 | 2004.07.14 08:00 | close | 56 | 1.00 | 109.118 | 110.098 | 108.098 | -42000.00 | 1113885.19 |
| 171 | 2004.07.16 09:40 | sell | 57 | 1.00 | 109.777 | 0.000 | 0.000 | ||
| 172 | 2004.07.16 09:40 | modify | 57 | 1.00 | 109.777 | 111.177 | 109.177 | ||
| 173 | 2004.07.16 11:15 | close | 57 | 1.00 | 109.537 | 111.177 | 109.177 | 24000.00 | 1137885.19 |
| 174 | 2004.07.20 02:20 | sell | 58 | 1.00 | 108.328 | 0.000 | 0.000 | ||
| 175 | 2004.07.20 02:20 | modify | 58 | 1.00 | 108.328 | 109.728 | 107.728 | ||
| 176 | 2004.07.20 08:55 | close | 58 | 1.00 | 108.586 | 109.728 | 107.728 | -25800.00 | 1112085.19 |
| 177 | 2004.07.20 10:20 | buy | 59 | 1.00 | 108.436 | 0.000 | 0.000 | ||
| 178 | 2004.07.20 10:20 | modify | 59 | 1.00 | 108.436 | 107.036 | 109.036 | ||
| 179 | 2004.07.20 13:00 | close | 59 | 1.00 | 108.473 | 107.036 | 109.036 | 3700.00 | 1115785.19 |
| 180 | 2004.07.26 22:20 | buy | 60 | 1.00 | 109.871 | 0.000 | 0.000 | ||
| 181 | 2004.07.26 22:20 | modify | 60 | 1.00 | 109.871 | 108.471 | 110.471 | ||
| 182 | 2004.07.26 23:10 | close | 60 | 1.00 | 110.000 | 108.471 | 110.471 | 12900.00 | 1128685.19 |
| 183 | 2004.07.27 03:50 | buy | 61 | 1.00 | 109.807 | 0.000 | 0.000 | ||
| 184 | 2004.07.27 03:50 | modify | 61 | 1.00 | 109.807 | 108.407 | 110.407 | ||
| 185 | 2004.07.27 05:40 | close | 61 | 1.00 | 109.947 | 108.407 | 110.407 | 14000.00 | 1142685.19 |
| 186 | 2004.08.05 03:40 | sell | 62 | 1.00 | 111.177 | 0.000 | 0.000 | ||
| 187 | 2004.08.05 03:40 | modify | 62 | 1.00 | 111.177 | 112.577 | 110.577 | ||
| 188 | 2004.08.05 04:05 | close | 62 | 1.00 | 111.136 | 112.577 | 110.577 | 4100.00 | 1146785.19 |
| 189 | 2004.08.12 05:55 | sell | 63 | 1.00 | 110.769 | 0.000 | 0.000 | ||
| 190 | 2004.08.12 05:55 | modify | 63 | 1.00 | 110.769 | 112.169 | 110.169 | ||
| 191 | 2004.08.12 06:20 | close | 63 | 1.00 | 110.688 | 112.169 | 110.169 | 8100.00 | 1154885.19 |
| 192 | 2004.08.18 05:20 | sell | 64 | 1.00 | 110.149 | 0.000 | 0.000 | ||
| 193 | 2004.08.18 05:20 | modify | 64 | 1.00 | 110.149 | 111.549 | 109.549 | ||
| 194 | 2004.08.18 08:00 | close | 64 | 1.00 | 110.037 | 111.549 | 109.549 | 11200.00 | 1166085.19 |
| 195 | 2004.08.19 09:45 | buy | 65 | 1.00 | 109.405 | 0.000 | 0.000 | ||
| 196 | 2004.08.19 09:45 | modify | 65 | 1.00 | 109.405 | 108.005 | 110.005 | ||
| 197 | 2004.08.19 11:10 | close | 65 | 1.00 | 109.588 | 108.005 | 110.005 | 18300.00 | 1184385.19 |
| 198 | 2004.08.26 09:15 | sell | 66 | 1.00 | 110.213 | 0.000 | 0.000 | ||
| 199 | 2004.08.26 09:15 | modify | 66 | 1.00 | 110.213 | 111.613 | 109.613 | ||
| 200 | 2004.08.26 13:10 | close | 66 | 1.00 | 110.041 | 111.613 | 109.613 | 17200.00 | 1201585.19 |
| 201 | 2004.08.27 11:20 | sell | 67 | 1.00 | 109.515 | 0.000 | 0.000 | ||
| 202 | 2004.08.27 11:20 | modify | 67 | 1.00 | 109.515 | 110.915 | 108.915 | ||
| 203 | 2004.08.27 13:45 | close | 67 | 1.00 | 109.404 | 110.915 | 108.915 | 11100.00 | 1212685.19 |
| 204 | 2004.08.31 10:15 | sell | 68 | 1.00 | 109.826 | 0.000 | 0.000 | ||
| 205 | 2004.08.31 10:15 | modify | 68 | 1.00 | 109.826 | 111.226 | 109.226 | ||
| 206 | 2004.08.31 13:05 | close | 68 | 1.00 | 109.740 | 111.226 | 109.226 | 8600.00 | 1221285.19 |
| 207 | 2004.09.06 02:45 | buy | 69 | 1.00 | 110.353 | 0.000 | 0.000 | ||
| 208 | 2004.09.06 02:45 | modify | 69 | 1.00 | 110.353 | 108.953 | 110.953 | ||
| 209 | 2004.09.06 09:05 | close | 69 | 1.00 | 110.418 | 108.953 | 110.953 | 6500.00 | 1227785.19 |
| 210 | 2004.09.10 02:55 | sell | 70 | 1.00 | 109.837 | 0.000 | 0.000 | ||
| 211 | 2004.09.10 02:55 | modify | 70 | 1.00 | 109.837 | 111.237 | 109.237 | ||
| 212 | 2004.09.10 03:10 | close | 70 | 1.00 | 110.063 | 111.237 | 109.237 | -22600.00 | 1205185.19 |
| 213 | 2004.09.13 09:20 | buy | 71 | 1.00 | 109.445 | 0.000 | 0.000 | ||
| 214 | 2004.09.13 09:20 | modify | 71 | 1.00 | 109.445 | 108.045 | 110.045 | ||
| 215 | 2004.09.13 10:05 | close | 71 | 1.00 | 109.569 | 108.045 | 110.045 | 12400.00 | 1217585.19 |
| 216 | 2004.09.16 04:00 | buy | 72 | 1.00 | 109.875 | 0.000 | 0.000 | ||
| 217 | 2004.09.16 04:00 | modify | 72 | 1.00 | 109.875 | 108.475 | 110.475 | ||
| 218 | 2004.09.16 08:40 | close | 72 | 1.00 | 109.975 | 108.475 | 110.475 | 10000.00 | 1227585.19 |
| 219 | 2004.09.20 06:10 | buy | 73 | 1.00 | 109.981 | 0.000 | 0.000 | ||
| 220 | 2004.09.20 06:10 | modify | 73 | 1.00 | 109.981 | 108.581 | 110.581 | ||
| 221 | 2004.09.20 06:15 | close | 73 | 1.00 | 110.009 | 108.581 | 110.581 | 2800.00 | 1230385.19 |
| 222 | 2004.09.28 02:00 | buy | 74 | 1.00 | 111.195 | 0.000 | 0.000 | ||
| 223 | 2004.09.28 02:00 | modify | 74 | 1.00 | 111.195 | 109.795 | 111.795 | ||
| 224 | 2004.09.28 06:40 | close | 74 | 1.00 | 111.257 | 109.795 | 111.795 | 6200.00 | 1236585.19 |
| 225 | 2004.09.28 07:20 | sell | 75 | 1.00 | 111.346 | 0.000 | 0.000 | ||
| 226 | 2004.09.28 07:20 | modify | 75 | 1.00 | 111.346 | 112.746 | 110.746 | ||
| 227 | 2004.09.28 09:40 | close | 75 | 1.00 | 111.234 | 112.746 | 110.746 | 11200.00 | 1247785.19 |
| 228 | 2004.10.04 10:15 | buy | 76 | 1.00 | 110.580 | 0.000 | 0.000 | ||
| 229 | 2004.10.04 10:15 | modify | 76 | 1.00 | 110.580 | 109.180 | 111.180 | ||
| 230 | 2004.10.04 13:00 | close | 76 | 1.00 | 110.672 | 109.180 | 111.180 | 9200.00 | 1256985.19 |
| 231 | 2004.10.20 09:35 | buy | 77 | 1.00 | 108.472 | 0.000 | 0.000 | ||
| 232 | 2004.10.20 09:35 | modify | 77 | 1.00 | 108.472 | 107.072 | 109.072 | ||
| 233 | 2004.10.20 11:15 | close | 77 | 1.00 | 108.209 | 107.072 | 109.072 | -26300.00 | 1230685.19 |
| 234 | 2004.10.26 00:25 | buy | 78 | 1.00 | 106.632 | 0.000 | 0.000 | ||
| 235 | 2004.10.26 00:25 | modify | 78 | 1.00 | 106.632 | 105.232 | 107.232 | ||
| 236 | 2004.10.26 02:40 | close | 78 | 1.00 | 106.735 | 105.232 | 107.232 | 10300.00 | 1240985.19 |
| 237 | 2004.10.26 03:10 | sell | 79 | 1.00 | 106.777 | 0.000 | 0.000 | ||
| 238 | 2004.10.26 03:10 | modify | 79 | 1.00 | 106.777 | 108.177 | 106.177 | ||
| 239 | 2004.10.26 04:40 | close | 79 | 1.00 | 106.723 | 108.177 | 106.177 | 5400.00 | 1246385.19 |
| 240 | 2004.10.28 04:40 | buy | 80 | 1.00 | 106.392 | 0.000 | 0.000 | ||
| 241 | 2004.10.28 04:40 | modify | 80 | 1.00 | 106.392 | 104.992 | 106.992 | ||
| 242 | 2004.10.28 07:45 | close | 80 | 1.00 | 106.236 | 104.992 | 106.992 | -15600.00 | 1230785.19 |
| 243 | 2004.10.29 02:55 | buy | 81 | 1.00 | 106.191 | 0.000 | 0.000 | ||
| 244 | 2004.10.29 02:55 | modify | 81 | 1.00 | 106.191 | 104.791 | 106.791 | ||
| 245 | 2004.10.29 04:10 | close | 81 | 1.00 | 106.272 | 104.791 | 106.791 | 8100.00 | 1238885.19 |
| 246 | 2004.11.02 02:20 | buy | 82 | 1.00 | 106.384 | 0.000 | 0.000 | ||
| 247 | 2004.11.02 02:20 | modify | 82 | 1.00 | 106.384 | 104.984 | 106.984 | ||
| 248 | 2004.11.02 05:20 | close | 82 | 1.00 | 106.412 | 104.984 | 106.984 | 2800.00 | 1241685.19 |
| 249 | 2004.11.08 04:55 | buy | 83 | 1.00 | 105.404 | 0.000 | 0.000 | ||
| 250 | 2004.11.08 04:55 | modify | 83 | 1.00 | 105.404 | 104.004 | 106.004 | ||
| 251 | 2004.11.08 06:35 | close | 83 | 1.00 | 105.332 | 104.004 | 106.004 | -7200.00 | 1234485.19 |
| 252 | 2004.11.11 01:40 | buy | 84 | 1.00 | 106.972 | 0.000 | 0.000 | ||
| 253 | 2004.11.11 01:40 | modify | 84 | 1.00 | 106.972 | 105.572 | 107.572 | ||
| 254 | 2004.11.11 03:25 | close | 84 | 1.00 | 107.033 | 105.572 | 107.572 | 6100.00 | 1240585.19 |
| 255 | 2004.11.18 05:05 | buy | 85 | 1.00 | 103.897 | 0.000 | 0.000 | ||
| 256 | 2004.11.18 05:05 | modify | 85 | 1.00 | 103.897 | 102.497 | 104.497 | ||
| 257 | 2004.11.18 08:40 | close | 85 | 1.00 | 103.715 | 102.497 | 104.497 | -18200.00 | 1222385.19 |
| 258 | 2004.11.22 09:45 | buy | 86 | 1.00 | 103.237 | 0.000 | 0.000 | ||
| 259 | 2004.11.22 09:45 | modify | 86 | 1.00 | 103.237 | 101.837 | 103.837 | ||
| 260 | 2004.11.22 10:35 | close | 86 | 1.00 | 103.257 | 101.837 | 103.837 | 2000.00 | 1224385.19 |
| 261 | 2004.11.26 18:40 | buy | 87 | 1.00 | 102.563 | 0.000 | 0.000 | ||
| 262 | 2004.11.26 18:40 | modify | 87 | 1.00 | 102.563 | 101.163 | 103.163 | ||
| 263 | 2004.11.26 22:00 | close | 87 | 1.00 | 102.502 | 101.163 | 103.163 | -6100.00 | 1218285.19 |
| 264 | 2004.12.01 02:15 | buy | 88 | 1.00 | 102.822 | 0.000 | 0.000 | ||
| 265 | 2004.12.01 02:15 | modify | 88 | 1.00 | 102.822 | 101.422 | 103.422 | ||
| 266 | 2004.12.01 04:30 | close | 88 | 1.00 | 102.816 | 101.422 | 103.422 | -600.00 | 1217685.19 |
| 267 | 2004.12.02 11:25 | sell | 89 | 1.00 | 102.412 | 0.000 | 0.000 | ||
| 268 | 2004.12.02 11:25 | modify | 89 | 1.00 | 102.412 | 103.812 | 101.812 | ||
| 269 | 2004.12.02 13:40 | close | 89 | 1.00 | 102.373 | 103.812 | 101.812 | 3900.00 | 1221585.19 |
| 270 | 2004.12.06 08:05 | sell | 90 | 1.00 | 102.228 | 0.000 | 0.000 | ||
| 271 | 2004.12.06 08:05 | modify | 90 | 1.00 | 102.228 | 103.628 | 101.628 | ||
| 272 | 2004.12.06 21:40 | close | 90 | 1.00 | 102.881 | 103.628 | 101.628 | -65300.00 | 1156285.19 |
| 273 | 2004.12.08 20:00 | buy | 91 | 1.00 | 104.204 | 0.000 | 0.000 | ||
| 274 | 2004.12.08 20:00 | modify | 91 | 1.00 | 104.204 | 102.804 | 104.804 | ||
| 275 | 2004.12.08 20:35 | modify | 91 | 1.00 | 104.204 | 104.361 | 104.804 | ||
| 276 | 2004.12.08 20:40 | s/l | 91 | 1.00 | 104.366 | 104.361 | 104.804 | 16200.00 | 1172485.19 |
| 277 | 2004.12.08 21:40 | buy | 92 | 1.00 | 104.172 | 0.000 | 0.000 | ||
| 278 | 2004.12.08 21:40 | modify | 92 | 1.00 | 104.172 | 102.772 | 104.772 | ||
| 279 | 2004.12.09 01:45 | close | 92 | 1.00 | 104.055 | 102.772 | 104.772 | -9707.47 | 1162777.72 |
| 280 | 2004.12.17 02:50 | buy | 93 | 1.00 | 104.516 | 0.000 | 0.000 | ||
| 281 | 2004.12.17 02:50 | modify | 93 | 1.00 | 104.516 | 103.116 | 105.116 | ||
| 282 | 2004.12.17 09:20 | close | 93 | 1.00 | 104.548 | 103.116 | 105.116 | 3200.00 | 1165977.72 |
| 283 | 2004.12.20 02:55 | sell | 94 | 1.00 | 104.337 | 0.000 | 0.000 | ||
| 284 | 2004.12.20 02:55 | modify | 94 | 1.00 | 104.337 | 105.737 | 103.737 | ||
| 285 | 2004.12.20 06:20 | close | 94 | 1.00 | 104.375 | 105.737 | 103.737 | -3800.00 | 1162177.72 |
| 286 | 2005.01.06 01:55 | buy | 95 | 1.00 | 103.912 | 0.000 | 0.000 | ||
| 287 | 2005.01.06 01:55 | modify | 95 | 1.00 | 103.912 | 102.512 | 104.512 | ||
| 288 | 2005.01.06 02:15 | close | 95 | 1.00 | 104.059 | 102.512 | 104.512 | 14700.00 | 1176877.72 |
| 289 | 2005.01.06 08:00 | buy | 96 | 1.00 | 103.997 | 0.000 | 0.000 | ||
| 290 | 2005.01.06 08:00 | modify | 96 | 1.00 | 103.997 | 102.597 | 104.597 | ||
| 291 | 2005.01.06 08:20 | close | 96 | 1.00 | 104.179 | 102.597 | 104.597 | 18200.00 | 1195077.72 |
| 292 | 2005.01.10 05:30 | buy | 97 | 1.00 | 104.578 | 0.000 | 0.000 | ||
| 293 | 2005.01.10 05:30 | modify | 97 | 1.00 | 104.578 | 103.178 | 105.178 | ||
| 294 | 2005.01.10 08:15 | close | 97 | 1.00 | 104.671 | 103.178 | 105.178 | 9300.00 | 1204377.72 |
| 295 | 2005.01.10 08:20 | sell | 98 | 1.00 | 104.751 | 0.000 | 0.000 | ||
| 296 | 2005.01.10 08:20 | modify | 98 | 1.00 | 104.751 | 106.151 | 104.151 | ||
| 297 | 2005.01.10 09:35 | close | 98 | 1.00 | 104.621 | 106.151 | 104.151 | 13000.00 | 1217377.72 |
| 298 | 2005.01.11 11:00 | sell | 99 | 1.00 | 104.161 | 0.000 | 0.000 | ||
| 299 | 2005.01.11 11:00 | modify | 99 | 1.00 | 104.161 | 105.561 | 103.561 | ||
| 300 | 2005.01.11 12:15 | close | 99 | 1.00 | 103.956 | 105.561 | 103.561 | 20500.00 | 1237877.72 |