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 |
| 3001 | 2013.02.12 07:25 | buy | 995 | 1.00 | 94.087 | 0.000 | 0.000 | ||
| 3002 | 2013.02.12 07:25 | modify | 995 | 1.00 | 94.087 | 92.687 | 94.687 | ||
| 3003 | 2013.02.12 09:05 | close | 995 | 1.00 | 94.145 | 92.687 | 94.687 | 5800.00 | 4821975.29 |
| 3004 | 2013.02.13 09:50 | sell | 996 | 1.00 | 93.295 | 0.000 | 0.000 | ||
| 3005 | 2013.02.13 09:50 | modify | 996 | 1.00 | 93.295 | 94.695 | 92.695 | ||
| 3006 | 2013.02.13 15:15 | close | 996 | 1.00 | 93.440 | 94.695 | 92.695 | -14500.00 | 4807475.29 |
| 3007 | 2013.02.14 03:10 | sell | 997 | 1.00 | 93.532 | 0.000 | 0.000 | ||
| 3008 | 2013.02.14 03:10 | modify | 997 | 1.00 | 93.532 | 94.932 | 92.932 | ||
| 3009 | 2013.02.14 05:45 | close | 997 | 1.00 | 93.395 | 94.932 | 92.932 | 13700.00 | 4821175.29 |
| 3010 | 2013.02.18 03:20 | sell | 998 | 1.00 | 93.989 | 0.000 | 0.000 | ||
| 3011 | 2013.02.18 03:20 | modify | 998 | 1.00 | 93.989 | 95.389 | 93.389 | ||
| 3012 | 2013.02.18 03:40 | close | 998 | 1.00 | 94.137 | 95.389 | 93.389 | -14800.00 | 4806375.29 |
| 3013 | 2013.02.18 03:40 | sell | 999 | 1.00 | 94.128 | 0.000 | 0.000 | ||
| 3014 | 2013.02.18 03:40 | modify | 999 | 1.00 | 94.128 | 95.528 | 93.528 | ||
| 3015 | 2013.02.18 04:45 | close | 999 | 1.00 | 94.214 | 95.528 | 93.528 | -8600.00 | 4797775.29 |
| 3016 | 2013.02.19 22:50 | sell | 1000 | 1.00 | 93.571 | 0.000 | 0.000 | ||
| 3017 | 2013.02.19 22:50 | modify | 1000 | 1.00 | 93.571 | 94.971 | 92.971 | ||
| 3018 | 2013.02.20 04:25 | close | 1000 | 1.00 | 93.589 | 94.971 | 92.971 | -3086.63 | 4794688.67 |
| 3019 | 2013.02.26 05:50 | buy | 1001 | 1.00 | 92.233 | 0.000 | 0.000 | ||
| 3020 | 2013.02.26 05:50 | modify | 1001 | 1.00 | 92.233 | 90.833 | 92.833 | ||
| 3021 | 2013.02.26 10:20 | close | 1001 | 1.00 | 91.963 | 90.833 | 92.833 | -27000.00 | 4767688.67 |
| 3022 | 2013.02.26 10:30 | sell | 1002 | 1.00 | 92.168 | 0.000 | 0.000 | ||
| 3023 | 2013.02.26 10:30 | modify | 1002 | 1.00 | 92.168 | 93.568 | 91.568 | ||
| 3024 | 2013.02.26 11:15 | close | 1002 | 1.00 | 91.931 | 93.568 | 91.568 | 23700.00 | 4791388.67 |
| 3025 | 2013.02.27 18:25 | sell | 1003 | 1.00 | 91.826 | 0.000 | 0.000 | ||
| 3026 | 2013.02.27 18:25 | modify | 1003 | 1.00 | 91.826 | 93.226 | 91.226 | ||
| 3027 | 2013.02.28 06:15 | close | 1003 | 1.00 | 92.210 | 93.226 | 91.226 | -42204.65 | 4749184.01 |
| 3028 | 2013.03.01 08:20 | buy | 1004 | 1.00 | 92.518 | 0.000 | 0.000 | ||
| 3029 | 2013.03.01 08:20 | modify | 1004 | 1.00 | 92.518 | 91.118 | 93.118 | ||
| 3030 | 2013.03.01 09:55 | close | 1004 | 1.00 | 92.612 | 91.118 | 93.118 | 9400.00 | 4758584.01 |
| 3031 | 2013.03.04 03:55 | buy | 1005 | 1.00 | 93.423 | 0.000 | 0.000 | ||
| 3032 | 2013.03.04 03:55 | modify | 1005 | 1.00 | 93.423 | 92.023 | 94.023 | ||
| 3033 | 2013.03.04 07:35 | close | 1005 | 1.00 | 93.487 | 92.023 | 94.023 | 6400.00 | 4764984.01 |
| 3034 | 2013.03.04 10:20 | sell | 1006 | 1.00 | 93.569 | 0.000 | 0.000 | ||
| 3035 | 2013.03.04 10:20 | modify | 1006 | 1.00 | 93.569 | 94.969 | 92.969 | ||
| 3036 | 2013.03.04 13:20 | close | 1006 | 1.00 | 93.490 | 94.969 | 92.969 | 7900.00 | 4772884.01 |
| 3037 | 2013.03.08 01:30 | sell | 1007 | 1.00 | 94.976 | 0.000 | 0.000 | ||
| 3038 | 2013.03.08 01:30 | modify | 1007 | 1.00 | 94.976 | 96.376 | 94.376 | ||
| 3039 | 2013.03.08 04:05 | close | 1007 | 1.00 | 95.110 | 96.376 | 94.376 | -13400.00 | 4759484.01 |
| 3040 | 2013.03.12 08:35 | buy | 1008 | 1.00 | 96.434 | 0.000 | 0.000 | ||
| 3041 | 2013.03.12 08:35 | modify | 1008 | 1.00 | 96.434 | 95.034 | 97.034 | ||
| 3042 | 2013.03.12 10:15 | close | 1008 | 1.00 | 96.495 | 95.034 | 97.034 | 6100.00 | 4765584.01 |
| 3043 | 2013.03.14 04:00 | buy | 1009 | 1.00 | 95.902 | 0.000 | 0.000 | ||
| 3044 | 2013.03.14 04:00 | modify | 1009 | 1.00 | 95.902 | 94.502 | 96.502 | ||
| 3045 | 2013.03.14 06:45 | close | 1009 | 1.00 | 95.907 | 94.502 | 96.502 | 500.00 | 4766084.01 |
| 3046 | 2013.03.14 19:45 | buy | 1010 | 1.00 | 95.961 | 0.000 | 0.000 | ||
| 3047 | 2013.03.14 19:45 | modify | 1010 | 1.00 | 95.961 | 94.561 | 96.561 | ||
| 3048 | 2013.03.14 22:00 | close | 1010 | 1.00 | 96.056 | 94.561 | 96.561 | 9500.00 | 4775584.01 |
| 3049 | 2013.03.18 11:10 | sell | 1011 | 1.00 | 94.859 | 0.000 | 0.000 | ||
| 3050 | 2013.03.18 11:10 | modify | 1011 | 1.00 | 94.859 | 96.259 | 94.259 | ||
| 3051 | 2013.03.18 16:25 | close | 1011 | 1.00 | 94.869 | 96.259 | 94.259 | -1000.00 | 4774584.01 |
| 3052 | 2013.03.19 09:05 | buy | 1012 | 1.00 | 95.413 | 0.000 | 0.000 | ||
| 3053 | 2013.03.19 09:05 | modify | 1012 | 1.00 | 95.413 | 94.013 | 96.013 | ||
| 3054 | 2013.03.19 15:05 | close | 1012 | 1.00 | 95.416 | 94.013 | 96.013 | 300.00 | 4774884.01 |
| 3055 | 2013.03.20 03:50 | buy | 1013 | 1.00 | 94.923 | 0.000 | 0.000 | ||
| 3056 | 2013.03.20 03:50 | modify | 1013 | 1.00 | 94.923 | 93.523 | 95.523 | ||
| 3057 | 2013.03.20 06:25 | close | 1013 | 1.00 | 95.071 | 93.523 | 95.523 | 14800.00 | 4789684.01 |
| 3058 | 2013.03.21 07:45 | buy | 1014 | 1.00 | 95.791 | 0.000 | 0.000 | ||
| 3059 | 2013.03.21 07:45 | modify | 1014 | 1.00 | 95.791 | 94.391 | 96.391 | ||
| 3060 | 2013.03.21 10:50 | close | 1014 | 1.00 | 95.869 | 94.391 | 96.391 | 7800.00 | 4797484.01 |
| 3061 | 2013.03.26 04:20 | sell | 1015 | 1.00 | 94.358 | 0.000 | 0.000 | ||
| 3062 | 2013.03.26 04:20 | modify | 1015 | 1.00 | 94.358 | 95.758 | 93.758 | ||
| 3063 | 2013.03.26 07:40 | close | 1015 | 1.00 | 94.209 | 95.758 | 93.758 | 14900.00 | 4812384.01 |
| 3064 | 2013.03.27 09:40 | buy | 1016 | 1.00 | 94.656 | 0.000 | 0.000 | ||
| 3065 | 2013.03.27 09:40 | modify | 1016 | 1.00 | 94.656 | 93.256 | 95.256 | ||
| 3066 | 2013.03.27 10:15 | close | 1016 | 1.00 | 94.769 | 93.256 | 95.256 | 11300.00 | 4823684.01 |
| 3067 | 2013.03.27 11:25 | buy | 1017 | 1.00 | 94.552 | 0.000 | 0.000 | ||
| 3068 | 2013.03.27 11:25 | modify | 1017 | 1.00 | 94.552 | 93.152 | 95.152 | ||
| 3069 | 2013.03.27 18:25 | close | 1017 | 1.00 | 94.474 | 93.152 | 95.152 | -7800.00 | 4815884.01 |
| 3070 | 2013.04.02 11:40 | sell | 1018 | 1.00 | 93.035 | 0.000 | 0.000 | ||
| 3071 | 2013.04.02 11:40 | modify | 1018 | 1.00 | 93.035 | 94.435 | 92.435 | ||
| 3072 | 2013.04.02 15:30 | close | 1018 | 1.00 | 93.114 | 94.435 | 92.435 | -7900.00 | 4807984.01 |
| 3073 | 2013.04.02 21:40 | buy | 1019 | 1.00 | 93.301 | 0.000 | 0.000 | ||
| 3074 | 2013.04.02 21:40 | modify | 1019 | 1.00 | 93.301 | 91.901 | 93.901 | ||
| 3075 | 2013.04.02 22:50 | close | 1019 | 1.00 | 93.426 | 91.901 | 93.901 | 12500.00 | 4820484.01 |
| 3076 | 2013.04.04 00:05 | sell | 1020 | 1.00 | 93.076 | 0.000 | 0.000 | ||
| 3077 | 2013.04.04 00:05 | modify | 1020 | 1.00 | 93.076 | 94.476 | 92.476 | ||
| 3078 | 2013.04.04 02:05 | close | 1020 | 1.00 | 92.962 | 94.476 | 92.476 | 11400.00 | 4831884.01 |
| 3079 | 2013.04.04 03:10 | buy | 1021 | 1.00 | 92.808 | 0.000 | 0.000 | ||
| 3080 | 2013.04.04 03:10 | modify | 1021 | 1.00 | 92.808 | 91.408 | 93.408 | ||
| 3081 | 2013.04.04 04:05 | close | 1021 | 1.00 | 92.970 | 91.408 | 93.408 | 16200.00 | 4848084.01 |
| 3082 | 2013.04.04 04:20 | sell | 1022 | 1.00 | 93.059 | 0.000 | 0.000 | ||
| 3083 | 2013.04.04 04:20 | modify | 1022 | 1.00 | 93.059 | 94.459 | 92.459 | ||
| 3084 | 2013.04.04 06:15 | close | 1022 | 1.00 | 92.920 | 94.459 | 92.459 | 13900.00 | 4861984.01 |
| 3085 | 2013.04.05 07:20 | buy | 1023 | 1.00 | 96.404 | 0.000 | 0.000 | ||
| 3086 | 2013.04.05 07:20 | modify | 1023 | 1.00 | 96.404 | 95.004 | 97.004 | ||
| 3087 | 2013.04.05 15:45 | close | 1023 | 1.00 | 96.634 | 95.004 | 97.004 | 23000.00 | 4884984.01 |
| 3088 | 2013.04.10 03:00 | buy | 1024 | 1.00 | 98.985 | 0.000 | 0.000 | ||
| 3089 | 2013.04.10 03:00 | modify | 1024 | 1.00 | 98.985 | 97.585 | 99.585 | ||
| 3090 | 2013.04.10 03:35 | close | 1024 | 1.00 | 99.177 | 97.585 | 99.585 | 19200.00 | 4904184.01 |
| 3091 | 2013.04.11 05:50 | buy | 1025 | 1.00 | 99.461 | 0.000 | 0.000 | ||
| 3092 | 2013.04.11 05:50 | modify | 1025 | 1.00 | 99.461 | 98.061 | 100.061 | ||
| 3093 | 2013.04.11 08:55 | close | 1025 | 1.00 | 99.684 | 98.061 | 100.061 | 22300.00 | 4926484.01 |
| 3094 | 2013.04.16 06:25 | sell | 1026 | 1.00 | 97.287 | 0.000 | 0.000 | ||
| 3095 | 2013.04.16 06:25 | modify | 1026 | 1.00 | 97.287 | 98.687 | 96.687 | ||
| 3096 | 2013.04.16 17:15 | close | 1026 | 1.00 | 97.845 | 98.687 | 96.687 | -55800.00 | 4870684.01 |
| 3097 | 2013.04.17 10:50 | buy | 1027 | 1.00 | 98.072 | 0.000 | 0.000 | ||
| 3098 | 2013.04.17 10:50 | modify | 1027 | 1.00 | 98.072 | 96.672 | 98.672 | ||
| 3099 | 2013.04.17 11:35 | close | 1027 | 1.00 | 98.258 | 96.672 | 98.672 | 18600.00 | 4889284.01 |
| 3100 | 2013.04.17 13:25 | buy | 1028 | 1.00 | 97.861 | 0.000 | 0.000 | ||
| 3101 | 2013.04.17 13:25 | modify | 1028 | 1.00 | 97.861 | 96.461 | 98.461 | ||
| 3102 | 2013.04.17 15:20 | close | 1028 | 1.00 | 98.051 | 96.461 | 98.461 | 19000.00 | 4908284.01 |
| 3103 | 2013.04.17 22:55 | sell | 1029 | 1.00 | 98.117 | 0.000 | 0.000 | ||
| 3104 | 2013.04.17 22:55 | modify | 1029 | 1.00 | 98.117 | 99.517 | 97.517 | ||
| 3105 | 2013.04.18 03:05 | close | 1029 | 1.00 | 97.918 | 99.517 | 97.517 | 15852.84 | 4924136.85 |
| 3106 | 2013.04.18 03:15 | buy | 1030 | 1.00 | 97.830 | 0.000 | 0.000 | ||
| 3107 | 2013.04.18 03:15 | modify | 1030 | 1.00 | 97.830 | 96.430 | 98.430 | ||
| 3108 | 2013.04.18 05:05 | close | 1030 | 1.00 | 98.051 | 96.430 | 98.430 | 22100.00 | 4946236.85 |
| 3109 | 2013.04.18 08:35 | buy | 1031 | 1.00 | 97.868 | 0.000 | 0.000 | ||
| 3110 | 2013.04.18 08:35 | modify | 1031 | 1.00 | 97.868 | 96.468 | 98.468 | ||
| 3111 | 2013.04.18 09:10 | close | 1031 | 1.00 | 98.088 | 96.468 | 98.468 | 22000.00 | 4968236.85 |
| 3112 | 2013.04.19 21:10 | sell | 1032 | 1.00 | 99.373 | 0.000 | 0.000 | ||
| 3113 | 2013.04.19 21:10 | modify | 1032 | 1.00 | 99.373 | 100.773 | 98.773 | ||
| 3114 | 2013.04.19 21:15 | close | 1032 | 1.00 | 99.445 | 100.773 | 98.773 | -7200.00 | 4961036.85 |
| 3115 | 2013.04.24 02:50 | sell | 1033 | 1.00 | 99.608 | 0.000 | 0.000 | ||
| 3116 | 2013.04.24 02:50 | modify | 1033 | 1.00 | 99.608 | 101.008 | 99.008 | ||
| 3117 | 2013.04.24 04:40 | close | 1033 | 1.00 | 99.479 | 101.008 | 99.008 | 12900.00 | 4973936.85 |
| 3118 | 2013.04.29 10:30 | sell | 1034 | 1.00 | 97.959 | 0.000 | 0.000 | ||
| 3119 | 2013.04.29 10:30 | modify | 1034 | 1.00 | 97.959 | 99.359 | 97.359 | ||
| 3120 | 2013.04.29 11:35 | close | 1034 | 1.00 | 97.749 | 99.359 | 97.359 | 21000.00 | 4994936.85 |
| 3121 | 2013.05.08 04:20 | sell | 1035 | 1.00 | 99.077 | 0.000 | 0.000 | ||
| 3122 | 2013.05.08 04:20 | modify | 1035 | 1.00 | 99.077 | 100.477 | 98.477 | ||
| 3123 | 2013.05.08 07:20 | close | 1035 | 1.00 | 98.938 | 100.477 | 98.477 | 13900.00 | 5008836.85 |
| 3124 | 2013.05.16 08:45 | sell | 1036 | 1.00 | 102.344 | 0.000 | 0.000 | ||
| 3125 | 2013.05.16 08:45 | modify | 1036 | 1.00 | 102.344 | 103.744 | 101.744 | ||
| 3126 | 2013.05.16 15:35 | close | 1036 | 1.00 | 102.291 | 103.744 | 101.744 | 5300.00 | 5014136.85 |
| 3127 | 2013.05.17 13:25 | buy | 1037 | 1.00 | 102.302 | 0.000 | 0.000 | ||
| 3128 | 2013.05.17 13:25 | modify | 1037 | 1.00 | 102.302 | 100.902 | 102.902 | ||
| 3129 | 2013.05.17 14:45 | close | 1037 | 1.00 | 102.491 | 100.902 | 102.902 | 18900.00 | 5033036.85 |
| 3130 | 2013.05.20 11:35 | buy | 1038 | 1.00 | 102.450 | 0.000 | 0.000 | ||
| 3131 | 2013.05.20 11:35 | modify | 1038 | 1.00 | 102.450 | 101.050 | 103.050 | ||
| 3132 | 2013.05.20 12:55 | close | 1038 | 1.00 | 102.656 | 101.050 | 103.050 | 20600.00 | 5053636.85 |
| 3133 | 2013.05.21 03:35 | sell | 1039 | 1.00 | 102.487 | 0.000 | 0.000 | ||
| 3134 | 2013.05.21 03:35 | modify | 1039 | 1.00 | 102.487 | 103.887 | 101.887 | ||
| 3135 | 2013.05.21 06:25 | close | 1039 | 1.00 | 102.459 | 103.887 | 101.887 | 2800.00 | 5056436.85 |
| 3136 | 2013.05.22 04:00 | sell | 1040 | 1.00 | 102.637 | 0.000 | 0.000 | ||
| 3137 | 2013.05.22 04:00 | modify | 1040 | 1.00 | 102.637 | 104.037 | 102.037 | ||
| 3138 | 2013.05.22 06:10 | close | 1040 | 1.00 | 102.457 | 104.037 | 102.037 | 18000.00 | 5074436.85 |
| 3139 | 2013.05.22 21:40 | buy | 1041 | 1.00 | 103.000 | 0.000 | 0.000 | ||
| 3140 | 2013.05.22 21:40 | modify | 1041 | 1.00 | 103.000 | 101.600 | 103.600 | ||
| 3141 | 2013.05.23 01:15 | close | 1041 | 1.00 | 103.187 | 101.600 | 103.600 | 20677.35 | 5095114.20 |
| 3142 | 2013.05.24 06:55 | buy | 1042 | 1.00 | 101.894 | 0.000 | 0.000 | ||
| 3143 | 2013.05.24 06:55 | modify | 1042 | 1.00 | 101.894 | 100.494 | 102.494 | ||
| 3144 | 2013.05.24 11:30 | close | 1042 | 1.00 | 101.910 | 100.494 | 102.494 | 1600.00 | 5096714.20 |
| 3145 | 2013.05.31 02:10 | sell | 1043 | 1.00 | 101.042 | 0.000 | 0.000 | ||
| 3146 | 2013.05.31 02:10 | modify | 1043 | 1.00 | 101.042 | 102.442 | 100.442 | ||
| 3147 | 2013.05.31 06:50 | close | 1043 | 1.00 | 100.886 | 102.442 | 100.442 | 15600.00 | 5112314.20 |
| 3148 | 2013.06.04 02:10 | sell | 1044 | 1.00 | 99.677 | 0.000 | 0.000 | ||
| 3149 | 2013.06.04 02:10 | modify | 1044 | 1.00 | 99.677 | 101.077 | 99.077 | ||
| 3150 | 2013.06.04 03:50 | close | 1044 | 1.00 | 99.500 | 101.077 | 99.077 | 17700.00 | 5130014.20 |