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 |
| 2851 | 2012.06.08 12:55 | sell | 945 | 1.00 | 79.420 | 0.000 | 0.000 | ||
| 2852 | 2012.06.08 12:55 | modify | 945 | 1.00 | 79.420 | 80.820 | 78.820 | ||
| 2853 | 2012.06.08 13:35 | close | 945 | 1.00 | 79.264 | 80.820 | 78.820 | 15600.00 | 4708911.92 |
| 2854 | 2012.06.18 20:15 | sell | 946 | 1.00 | 79.127 | 0.000 | 0.000 | ||
| 2855 | 2012.06.18 20:15 | modify | 946 | 1.00 | 79.127 | 80.527 | 78.527 | ||
| 2856 | 2012.06.19 01:50 | close | 946 | 1.00 | 79.069 | 80.527 | 78.527 | 4712.26 | 4713624.19 |
| 2857 | 2012.06.21 04:50 | sell | 947 | 1.00 | 79.639 | 0.000 | 0.000 | ||
| 2858 | 2012.06.21 04:50 | modify | 947 | 1.00 | 79.639 | 81.039 | 79.039 | ||
| 2859 | 2012.06.21 10:00 | close | 947 | 1.00 | 79.577 | 81.039 | 79.039 | 6200.00 | 4719824.19 |
| 2860 | 2012.06.22 02:30 | buy | 948 | 1.00 | 80.166 | 0.000 | 0.000 | ||
| 2861 | 2012.06.22 02:30 | modify | 948 | 1.00 | 80.166 | 78.766 | 80.766 | ||
| 2862 | 2012.06.22 05:35 | close | 948 | 1.00 | 80.214 | 78.766 | 80.766 | 4800.00 | 4724624.19 |
| 2863 | 2012.06.26 03:20 | sell | 949 | 1.00 | 79.747 | 0.000 | 0.000 | ||
| 2864 | 2012.06.26 03:20 | modify | 949 | 1.00 | 79.747 | 81.147 | 79.147 | ||
| 2865 | 2012.06.26 06:15 | close | 949 | 1.00 | 79.669 | 81.147 | 79.147 | 7800.00 | 4732424.19 |
| 2866 | 2012.06.27 21:20 | buy | 950 | 1.00 | 79.686 | 0.000 | 0.000 | ||
| 2867 | 2012.06.27 21:20 | modify | 950 | 1.00 | 79.686 | 78.286 | 80.286 | ||
| 2868 | 2012.06.27 23:40 | close | 950 | 1.00 | 79.764 | 78.286 | 80.286 | 7800.00 | 4740224.19 |
| 2869 | 2012.07.12 03:05 | buy | 951 | 1.00 | 79.589 | 0.000 | 0.000 | ||
| 2870 | 2012.07.12 03:05 | modify | 951 | 1.00 | 79.589 | 78.189 | 80.189 | ||
| 2871 | 2012.07.12 06:55 | close | 951 | 1.00 | 79.818 | 78.189 | 80.189 | 22900.00 | 4763124.19 |
| 2872 | 2012.07.19 12:35 | sell | 952 | 1.00 | 78.669 | 0.000 | 0.000 | ||
| 2873 | 2012.07.19 12:35 | modify | 952 | 1.00 | 78.669 | 80.069 | 78.069 | ||
| 2874 | 2012.07.19 13:40 | close | 952 | 1.00 | 78.568 | 80.069 | 78.069 | 10100.00 | 4773224.19 |
| 2875 | 2012.07.23 13:30 | sell | 953 | 1.00 | 78.123 | 0.000 | 0.000 | ||
| 2876 | 2012.07.23 13:30 | modify | 953 | 1.00 | 78.123 | 79.523 | 77.523 | ||
| 2877 | 2012.07.24 00:05 | close | 953 | 1.00 | 78.378 | 79.523 | 77.523 | -26577.77 | 4746646.42 |
| 2878 | 2012.07.24 00:50 | buy | 954 | 1.00 | 78.343 | 0.000 | 0.000 | ||
| 2879 | 2012.07.24 00:50 | modify | 954 | 1.00 | 78.343 | 76.943 | 78.943 | ||
| 2880 | 2012.07.24 06:20 | close | 954 | 1.00 | 78.279 | 76.943 | 78.943 | -6400.00 | 4740246.42 |
| 2881 | 2012.09.13 19:40 | sell | 955 | 1.00 | 77.674 | 0.000 | 0.000 | ||
| 2882 | 2012.09.13 19:40 | modify | 955 | 1.00 | 77.674 | 79.074 | 77.074 | ||
| 2883 | 2012.09.13 20:20 | close | 955 | 1.00 | 77.524 | 79.074 | 77.074 | 15000.00 | 4755246.42 |
| 2884 | 2012.09.14 02:00 | sell | 956 | 1.00 | 77.625 | 0.000 | 0.000 | ||
| 2885 | 2012.09.14 02:00 | modify | 956 | 1.00 | 77.625 | 79.025 | 77.025 | ||
| 2886 | 2012.09.14 04:25 | close | 956 | 1.00 | 77.571 | 79.025 | 77.025 | 5400.00 | 4760646.42 |
| 2887 | 2012.09.17 04:50 | buy | 957 | 1.00 | 78.239 | 0.000 | 0.000 | ||
| 2888 | 2012.09.17 04:50 | modify | 957 | 1.00 | 78.239 | 76.839 | 78.839 | ||
| 2889 | 2012.09.17 07:20 | close | 957 | 1.00 | 78.273 | 76.839 | 78.839 | 3400.00 | 4764046.42 |
| 2890 | 2012.09.18 04:05 | buy | 958 | 1.00 | 78.571 | 0.000 | 0.000 | ||
| 2891 | 2012.09.18 04:05 | modify | 958 | 1.00 | 78.571 | 77.171 | 79.171 | ||
| 2892 | 2012.09.18 07:45 | close | 958 | 1.00 | 78.642 | 77.171 | 79.171 | 7100.00 | 4771146.42 |
| 2893 | 2012.09.18 08:40 | sell | 959 | 1.00 | 78.688 | 0.000 | 0.000 | ||
| 2894 | 2012.09.18 08:40 | modify | 959 | 1.00 | 78.688 | 80.088 | 78.088 | ||
| 2895 | 2012.09.18 12:40 | close | 959 | 1.00 | 78.600 | 80.088 | 78.088 | 8800.00 | 4779946.42 |
| 2896 | 2012.10.01 10:20 | sell | 960 | 1.00 | 77.930 | 0.000 | 0.000 | ||
| 2897 | 2012.10.01 10:20 | modify | 960 | 1.00 | 77.930 | 79.330 | 77.330 | ||
| 2898 | 2012.10.01 16:10 | close | 960 | 1.00 | 77.931 | 79.330 | 77.330 | -100.00 | 4779846.42 |
| 2899 | 2012.10.08 20:40 | sell | 961 | 1.00 | 78.266 | 0.000 | 0.000 | ||
| 2900 | 2012.10.08 20:40 | modify | 961 | 1.00 | 78.266 | 79.666 | 77.666 | ||
| 2901 | 2012.10.09 02:15 | close | 961 | 1.00 | 78.288 | 79.666 | 77.666 | -3277.19 | 4776569.23 |
| 2902 | 2012.10.11 20:40 | buy | 962 | 1.00 | 78.316 | 0.000 | 0.000 | ||
| 2903 | 2012.10.11 20:40 | modify | 962 | 1.00 | 78.316 | 76.916 | 78.916 | ||
| 2904 | 2012.10.12 00:40 | close | 962 | 1.00 | 78.366 | 76.916 | 78.916 | 5500.46 | 4782069.69 |
| 2905 | 2012.10.18 10:40 | buy | 963 | 1.00 | 79.037 | 0.000 | 0.000 | ||
| 2906 | 2012.10.18 10:40 | modify | 963 | 1.00 | 79.037 | 77.637 | 79.637 | ||
| 2907 | 2012.10.18 11:35 | close | 963 | 1.00 | 79.155 | 77.637 | 79.637 | 11800.00 | 4793869.69 |
| 2908 | 2012.10.18 20:10 | buy | 964 | 1.00 | 79.179 | 0.000 | 0.000 | ||
| 2909 | 2012.10.18 20:10 | modify | 964 | 1.00 | 79.179 | 77.779 | 79.779 | ||
| 2910 | 2012.10.18 21:55 | close | 964 | 1.00 | 79.237 | 77.779 | 79.779 | 5800.00 | 4799669.69 |
| 2911 | 2012.10.23 04:15 | buy | 965 | 1.00 | 79.873 | 0.000 | 0.000 | ||
| 2912 | 2012.10.23 04:15 | modify | 965 | 1.00 | 79.873 | 78.473 | 80.473 | ||
| 2913 | 2012.10.23 07:55 | close | 965 | 1.00 | 79.910 | 78.473 | 80.473 | 3700.00 | 4803369.69 |
| 2914 | 2012.10.23 13:00 | sell | 966 | 1.00 | 79.913 | 0.000 | 0.000 | ||
| 2915 | 2012.10.23 13:00 | modify | 966 | 1.00 | 79.913 | 81.313 | 79.313 | ||
| 2916 | 2012.10.23 14:10 | close | 966 | 1.00 | 79.823 | 81.313 | 79.313 | 9000.00 | 4812369.69 |
| 2917 | 2012.10.26 03:00 | buy | 967 | 1.00 | 80.233 | 0.000 | 0.000 | ||
| 2918 | 2012.10.26 03:00 | modify | 967 | 1.00 | 80.233 | 78.833 | 80.833 | ||
| 2919 | 2012.10.26 16:30 | close | 967 | 1.00 | 79.848 | 78.833 | 80.833 | -38500.00 | 4773869.69 |
| 2920 | 2012.11.01 10:40 | buy | 968 | 1.00 | 79.933 | 0.000 | 0.000 | ||
| 2921 | 2012.11.01 10:40 | modify | 968 | 1.00 | 79.933 | 78.533 | 80.533 | ||
| 2922 | 2012.11.01 14:30 | close | 968 | 1.00 | 80.034 | 78.533 | 80.533 | 10100.00 | 4783969.69 |
| 2923 | 2012.11.21 02:30 | sell | 969 | 1.00 | 81.845 | 0.000 | 0.000 | ||
| 2924 | 2012.11.21 02:30 | modify | 969 | 1.00 | 81.845 | 83.245 | 81.245 | ||
| 2925 | 2012.11.21 03:10 | close | 969 | 1.00 | 81.925 | 83.245 | 81.245 | -8000.00 | 4775969.69 |
| 2926 | 2012.11.21 06:15 | buy | 970 | 1.00 | 81.746 | 0.000 | 0.000 | ||
| 2927 | 2012.11.21 06:15 | modify | 970 | 1.00 | 81.746 | 80.346 | 82.346 | ||
| 2928 | 2012.11.21 06:25 | close | 970 | 1.00 | 81.857 | 80.346 | 82.346 | 11100.00 | 4787069.69 |
| 2929 | 2012.11.21 20:00 | sell | 971 | 1.00 | 82.456 | 0.000 | 0.000 | ||
| 2930 | 2012.11.21 20:00 | modify | 971 | 1.00 | 82.456 | 83.856 | 81.856 | ||
| 2931 | 2012.11.21 23:05 | close | 971 | 1.00 | 82.552 | 83.856 | 81.856 | -9600.00 | 4777469.69 |
| 2932 | 2012.11.21 23:05 | sell | 972 | 1.00 | 82.542 | 0.000 | 0.000 | ||
| 2933 | 2012.11.21 23:05 | modify | 972 | 1.00 | 82.542 | 83.942 | 81.942 | ||
| 2934 | 2012.11.22 02:00 | close | 972 | 1.00 | 82.584 | 83.942 | 81.942 | -7604.16 | 4769865.54 |
| 2935 | 2012.11.22 02:50 | buy | 973 | 1.00 | 82.375 | 0.000 | 0.000 | ||
| 2936 | 2012.11.22 02:50 | modify | 973 | 1.00 | 82.375 | 80.975 | 82.975 | ||
| 2937 | 2012.11.22 03:05 | close | 973 | 1.00 | 82.536 | 80.975 | 82.975 | 16100.00 | 4785965.54 |
| 2938 | 2012.12.06 08:35 | buy | 974 | 1.00 | 82.390 | 0.000 | 0.000 | ||
| 2939 | 2012.12.06 08:35 | modify | 974 | 1.00 | 82.390 | 80.990 | 82.990 | ||
| 2940 | 2012.12.06 11:15 | close | 974 | 1.00 | 82.489 | 80.990 | 82.990 | 9900.00 | 4795865.54 |
| 2941 | 2012.12.17 11:25 | buy | 975 | 1.00 | 83.736 | 0.000 | 0.000 | ||
| 2942 | 2012.12.17 11:25 | modify | 975 | 1.00 | 83.736 | 82.336 | 84.336 | ||
| 2943 | 2012.12.17 14:25 | close | 975 | 1.00 | 83.809 | 82.336 | 84.336 | 7300.00 | 4803165.54 |
| 2944 | 2012.12.19 04:55 | buy | 976 | 1.00 | 84.233 | 0.000 | 0.000 | ||
| 2945 | 2012.12.19 04:55 | modify | 976 | 1.00 | 84.233 | 82.833 | 84.833 | ||
| 2946 | 2012.12.19 05:30 | close | 976 | 1.00 | 84.303 | 82.833 | 84.833 | 7000.00 | 4810165.54 |
| 2947 | 2012.12.21 03:20 | buy | 977 | 1.00 | 84.175 | 0.000 | 0.000 | ||
| 2948 | 2012.12.21 03:20 | modify | 977 | 1.00 | 84.175 | 82.775 | 84.775 | ||
| 2949 | 2012.12.21 07:55 | close | 977 | 1.00 | 84.029 | 82.775 | 84.775 | -14600.00 | 4795565.54 |
| 2950 | 2012.12.21 11:05 | sell | 978 | 1.00 | 84.154 | 0.000 | 0.000 | ||
| 2951 | 2012.12.21 11:05 | modify | 978 | 1.00 | 84.154 | 85.554 | 83.554 | ||
| 2952 | 2012.12.21 15:15 | close | 978 | 1.00 | 84.014 | 85.554 | 83.554 | 14000.00 | 4809565.54 |
| 2953 | 2013.01.02 02:05 | buy | 979 | 1.00 | 86.551 | 0.000 | 0.000 | ||
| 2954 | 2013.01.02 02:05 | modify | 979 | 1.00 | 86.551 | 85.151 | 87.151 | ||
| 2955 | 2013.01.02 02:45 | close | 979 | 1.00 | 86.727 | 85.151 | 87.151 | 17600.00 | 4827165.54 |
| 2956 | 2013.01.02 11:30 | buy | 980 | 1.00 | 87.027 | 0.000 | 0.000 | ||
| 2957 | 2013.01.02 11:30 | modify | 980 | 1.00 | 87.027 | 85.627 | 87.627 | ||
| 2958 | 2013.01.02 13:20 | close | 980 | 1.00 | 87.182 | 85.627 | 87.627 | 15500.00 | 4842665.54 |
| 2959 | 2013.01.02 22:25 | sell | 981 | 1.00 | 87.197 | 0.000 | 0.000 | ||
| 2960 | 2013.01.02 22:25 | modify | 981 | 1.00 | 87.197 | 88.597 | 86.597 | ||
| 2961 | 2013.01.03 00:00 | close | 981 | 1.00 | 87.338 | 88.597 | 86.597 | -17702.69 | 4824962.84 |
| 2962 | 2013.01.04 09:15 | sell | 982 | 1.00 | 87.846 | 0.000 | 0.000 | ||
| 2963 | 2013.01.04 09:15 | modify | 982 | 1.00 | 87.846 | 89.246 | 87.246 | ||
| 2964 | 2013.01.04 09:30 | close | 982 | 1.00 | 87.893 | 89.246 | 87.246 | -4700.00 | 4820262.84 |
| 2965 | 2013.01.11 08:35 | buy | 983 | 1.00 | 88.918 | 0.000 | 0.000 | ||
| 2966 | 2013.01.11 08:35 | modify | 983 | 1.00 | 88.918 | 87.518 | 89.518 | ||
| 2967 | 2013.01.11 09:35 | close | 983 | 1.00 | 89.075 | 87.518 | 89.518 | 15700.00 | 4835962.84 |
| 2968 | 2013.01.14 09:45 | buy | 984 | 1.00 | 89.445 | 0.000 | 0.000 | ||
| 2969 | 2013.01.14 09:45 | modify | 984 | 1.00 | 89.445 | 88.045 | 90.045 | ||
| 2970 | 2013.01.14 18:15 | close | 984 | 1.00 | 89.320 | 88.045 | 90.045 | -12500.00 | 4823462.84 |
| 2971 | 2013.01.16 03:00 | buy | 985 | 1.00 | 88.504 | 0.000 | 0.000 | ||
| 2972 | 2013.01.16 03:00 | modify | 985 | 1.00 | 88.504 | 87.104 | 89.104 | ||
| 2973 | 2013.01.16 03:30 | close | 985 | 1.00 | 88.248 | 87.104 | 89.104 | -25600.00 | 4797862.84 |
| 2974 | 2013.01.17 04:25 | buy | 986 | 1.00 | 88.458 | 0.000 | 0.000 | ||
| 2975 | 2013.01.17 04:25 | modify | 986 | 1.00 | 88.458 | 87.058 | 89.058 | ||
| 2976 | 2013.01.17 08:00 | close | 986 | 1.00 | 88.722 | 87.058 | 89.058 | 26400.00 | 4824262.84 |
| 2977 | 2013.01.18 03:15 | buy | 987 | 1.00 | 89.667 | 0.000 | 0.000 | ||
| 2978 | 2013.01.18 03:15 | modify | 987 | 1.00 | 89.667 | 88.267 | 90.267 | ||
| 2979 | 2013.01.18 03:30 | close | 987 | 1.00 | 89.862 | 88.267 | 90.267 | 19500.00 | 4843762.84 |
| 2980 | 2013.01.24 01:05 | buy | 988 | 1.00 | 88.488 | 0.000 | 0.000 | ||
| 2981 | 2013.01.24 01:05 | modify | 988 | 1.00 | 88.488 | 87.088 | 89.088 | ||
| 2982 | 2013.01.24 04:10 | close | 988 | 1.00 | 88.627 | 87.088 | 89.088 | 13900.00 | 4857662.84 |
| 2983 | 2013.01.31 12:05 | sell | 989 | 1.00 | 91.036 | 0.000 | 0.000 | ||
| 2984 | 2013.01.31 12:05 | modify | 989 | 1.00 | 91.036 | 92.436 | 90.436 | ||
| 2985 | 2013.01.31 15:45 | close | 989 | 1.00 | 90.962 | 92.436 | 90.436 | 7400.00 | 4865062.84 |
| 2986 | 2013.02.04 03:10 | buy | 990 | 1.00 | 92.541 | 0.000 | 0.000 | ||
| 2987 | 2013.02.04 03:10 | modify | 990 | 1.00 | 92.541 | 91.141 | 93.141 | ||
| 2988 | 2013.02.04 04:05 | close | 990 | 1.00 | 92.751 | 91.141 | 93.141 | 21000.00 | 4886062.84 |
| 2989 | 2013.02.05 03:50 | sell | 991 | 1.00 | 92.519 | 0.000 | 0.000 | ||
| 2990 | 2013.02.05 03:50 | modify | 991 | 1.00 | 92.519 | 93.919 | 91.919 | ||
| 2991 | 2013.02.05 04:55 | close | 991 | 1.00 | 92.337 | 93.919 | 91.919 | 18200.00 | 4904262.84 |
| 2992 | 2013.02.05 22:25 | sell | 992 | 1.00 | 93.537 | 0.000 | 0.000 | ||
| 2993 | 2013.02.05 22:25 | modify | 992 | 1.00 | 93.537 | 94.937 | 92.937 | ||
| 2994 | 2013.02.06 00:05 | close | 992 | 1.00 | 93.666 | 94.937 | 92.937 | -14187.55 | 4890075.29 |
| 2995 | 2013.02.11 07:30 | sell | 993 | 1.00 | 92.675 | 0.000 | 0.000 | ||
| 2996 | 2013.02.11 07:30 | modify | 993 | 1.00 | 92.675 | 94.075 | 92.075 | ||
| 2997 | 2013.02.11 15:45 | close | 993 | 1.00 | 93.276 | 94.075 | 92.075 | -60100.00 | 4829975.29 |
| 2998 | 2013.02.11 22:20 | sell | 994 | 1.00 | 93.618 | 0.000 | 0.000 | ||
| 2999 | 2013.02.11 22:20 | modify | 994 | 1.00 | 93.618 | 95.018 | 93.018 | ||
| 3000 | 2013.02.11 22:30 | close | 994 | 1.00 | 93.756 | 95.018 | 93.018 | -13800.00 | 4816175.29 |