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 |
| 3151 | 2013.06.04 04:00 | buy | 1045 | 1.00 | 99.375 | 0.000 | 0.000 | ||
| 3152 | 2013.06.04 04:00 | modify | 1045 | 1.00 | 99.375 | 97.975 | 99.975 | ||
| 3153 | 2013.06.04 04:10 | close | 1045 | 1.00 | 99.548 | 97.975 | 99.975 | 17300.00 | 5147314.20 |
| 3154 | 2013.06.04 13:55 | buy | 1046 | 1.00 | 99.958 | 0.000 | 0.000 | ||
| 3155 | 2013.06.04 13:55 | modify | 1046 | 1.00 | 99.958 | 98.558 | 100.558 | ||
| 3156 | 2013.06.04 14:40 | close | 1046 | 1.00 | 100.171 | 98.558 | 100.558 | 21300.00 | 5168614.20 |
| 3157 | 2013.06.06 03:35 | sell | 1047 | 1.00 | 99.252 | 0.000 | 0.000 | ||
| 3158 | 2013.06.06 03:35 | modify | 1047 | 1.00 | 99.252 | 100.652 | 98.652 | ||
| 3159 | 2013.06.06 06:35 | close | 1047 | 1.00 | 99.111 | 100.652 | 98.652 | 14100.00 | 5182714.20 |
| 3160 | 2013.06.10 03:55 | buy | 1048 | 1.00 | 97.763 | 0.000 | 0.000 | ||
| 3161 | 2013.06.10 03:55 | modify | 1048 | 1.00 | 97.763 | 96.363 | 98.363 | ||
| 3162 | 2013.06.10 04:00 | close | 1048 | 1.00 | 97.849 | 96.363 | 98.363 | 8600.00 | 5191314.20 |
| 3163 | 2013.06.11 04:55 | sell | 1049 | 1.00 | 98.972 | 0.000 | 0.000 | ||
| 3164 | 2013.06.11 04:55 | modify | 1049 | 1.00 | 98.972 | 100.372 | 98.372 | ||
| 3165 | 2013.06.11 05:35 | close | 1049 | 1.00 | 98.772 | 100.372 | 98.372 | 20000.00 | 5211314.20 |
| 3166 | 2013.06.13 20:15 | sell | 1050 | 1.00 | 94.755 | 0.000 | 0.000 | ||
| 3167 | 2013.06.13 20:15 | modify | 1050 | 1.00 | 94.755 | 96.155 | 94.155 | ||
| 3168 | 2013.06.14 03:10 | close | 1050 | 1.00 | 95.285 | 96.155 | 94.155 | -54311.50 | 5157002.70 |
| 3169 | 2013.06.14 03:50 | buy | 1051 | 1.00 | 94.976 | 0.000 | 0.000 | ||
| 3170 | 2013.06.14 03:50 | modify | 1051 | 1.00 | 94.976 | 93.576 | 95.576 | ||
| 3171 | 2013.06.14 07:15 | close | 1051 | 1.00 | 95.087 | 93.576 | 95.576 | 11100.00 | 5168102.70 |
| 3172 | 2013.06.14 07:50 | sell | 1052 | 1.00 | 95.363 | 0.000 | 0.000 | ||
| 3173 | 2013.06.14 07:50 | modify | 1052 | 1.00 | 95.363 | 96.763 | 94.763 | ||
| 3174 | 2013.06.14 08:30 | close | 1052 | 1.00 | 94.991 | 96.763 | 94.763 | 37200.00 | 5205302.70 |
| 3175 | 2013.06.17 03:55 | sell | 1053 | 1.00 | 94.651 | 0.000 | 0.000 | ||
| 3176 | 2013.06.17 03:55 | modify | 1053 | 1.00 | 94.651 | 96.051 | 94.051 | ||
| 3177 | 2013.06.17 11:40 | close | 1053 | 1.00 | 94.798 | 96.051 | 94.051 | -14700.00 | 5190602.70 |
| 3178 | 2013.06.18 09:55 | sell | 1054 | 1.00 | 94.981 | 0.000 | 0.000 | ||
| 3179 | 2013.06.18 09:55 | modify | 1054 | 1.00 | 94.981 | 96.381 | 94.381 | ||
| 3180 | 2013.06.18 12:50 | close | 1054 | 1.00 | 95.379 | 96.381 | 94.381 | -39800.00 | 5150802.70 |
| 3181 | 2013.06.18 23:25 | sell | 1055 | 1.00 | 95.450 | 0.000 | 0.000 | ||
| 3182 | 2013.06.18 23:25 | modify | 1055 | 1.00 | 95.450 | 96.850 | 94.850 | ||
| 3183 | 2013.06.19 03:35 | close | 1055 | 1.00 | 95.415 | 96.850 | 94.850 | 2189.23 | 5152991.92 |
| 3184 | 2013.06.20 09:30 | sell | 1056 | 1.00 | 97.289 | 0.000 | 0.000 | ||
| 3185 | 2013.06.20 09:30 | modify | 1056 | 1.00 | 97.289 | 98.689 | 96.689 | ||
| 3186 | 2013.06.20 09:45 | close | 1056 | 1.00 | 97.381 | 98.689 | 96.689 | -9200.00 | 5143791.92 |
| 3187 | 2013.06.20 21:30 | buy | 1057 | 1.00 | 97.668 | 0.000 | 0.000 | ||
| 3188 | 2013.06.20 21:30 | modify | 1057 | 1.00 | 97.668 | 96.268 | 98.268 | ||
| 3189 | 2013.06.21 03:25 | close | 1057 | 1.00 | 97.308 | 96.268 | 98.268 | -35378.28 | 5108413.65 |
| 3190 | 2013.06.21 07:45 | sell | 1058 | 1.00 | 97.472 | 0.000 | 0.000 | ||
| 3191 | 2013.06.21 07:45 | modify | 1058 | 1.00 | 97.472 | 98.872 | 96.872 | ||
| 3192 | 2013.06.21 12:35 | close | 1058 | 1.00 | 97.648 | 98.872 | 96.872 | -17600.00 | 5090813.65 |
| 3193 | 2013.06.21 19:45 | sell | 1059 | 1.00 | 97.930 | 0.000 | 0.000 | ||
| 3194 | 2013.06.21 19:45 | modify | 1059 | 1.00 | 97.930 | 99.330 | 97.330 | ||
| 3195 | 2013.06.21 20:15 | close | 1059 | 1.00 | 97.653 | 99.330 | 97.330 | 27700.00 | 5118513.65 |
| 3196 | 2013.06.24 11:55 | buy | 1060 | 1.00 | 98.079 | 0.000 | 0.000 | ||
| 3197 | 2013.06.24 11:55 | modify | 1060 | 1.00 | 98.079 | 96.679 | 98.679 | ||
| 3198 | 2013.06.24 14:45 | close | 1060 | 1.00 | 98.261 | 96.679 | 98.679 | 18200.00 | 5136713.65 |
| 3199 | 2013.06.26 05:15 | buy | 1061 | 1.00 | 97.731 | 0.000 | 0.000 | ||
| 3200 | 2013.06.26 05:15 | modify | 1061 | 1.00 | 97.731 | 96.331 | 98.331 | ||
| 3201 | 2013.06.26 08:00 | close | 1061 | 1.00 | 97.727 | 96.331 | 98.331 | -400.00 | 5136313.65 |
| 3202 | 2013.07.04 03:05 | buy | 1062 | 1.00 | 99.769 | 0.000 | 0.000 | ||
| 3203 | 2013.07.04 03:05 | modify | 1062 | 1.00 | 99.769 | 98.369 | 100.369 | ||
| 3204 | 2013.07.04 13:40 | close | 1062 | 1.00 | 99.727 | 98.369 | 100.369 | -4200.00 | 5132113.65 |
| 3205 | 2013.07.05 11:30 | buy | 1063 | 1.00 | 100.120 | 0.000 | 0.000 | ||
| 3206 | 2013.07.05 11:30 | modify | 1063 | 1.00 | 100.120 | 98.720 | 100.720 | ||
| 3207 | 2013.07.05 15:15 | close | 1063 | 1.00 | 100.103 | 98.720 | 100.720 | -1700.00 | 5130413.65 |
| 3208 | 2013.07.08 04:50 | buy | 1064 | 1.00 | 101.153 | 0.000 | 0.000 | ||
| 3209 | 2013.07.08 04:50 | modify | 1064 | 1.00 | 101.153 | 99.753 | 101.753 | ||
| 3210 | 2013.07.08 06:35 | close | 1064 | 1.00 | 101.336 | 99.753 | 101.753 | 18300.00 | 5148713.65 |
| 3211 | 2013.07.08 08:15 | buy | 1065 | 1.00 | 101.087 | 0.000 | 0.000 | ||
| 3212 | 2013.07.08 08:15 | modify | 1065 | 1.00 | 101.087 | 99.687 | 101.687 | ||
| 3213 | 2013.07.08 10:35 | close | 1065 | 1.00 | 101.201 | 99.687 | 101.687 | 11400.00 | 5160113.65 |
| 3214 | 2013.07.11 11:50 | sell | 1066 | 1.00 | 99.465 | 0.000 | 0.000 | ||
| 3215 | 2013.07.11 11:50 | modify | 1066 | 1.00 | 99.465 | 100.865 | 98.865 | ||
| 3216 | 2013.07.11 13:30 | close | 1066 | 1.00 | 99.220 | 100.865 | 98.865 | 24500.00 | 5184613.65 |
| 3217 | 2013.07.12 04:00 | sell | 1067 | 1.00 | 99.165 | 0.000 | 0.000 | ||
| 3218 | 2013.07.12 04:00 | modify | 1067 | 1.00 | 99.165 | 100.565 | 98.565 | ||
| 3219 | 2013.07.12 05:25 | close | 1067 | 1.00 | 98.983 | 100.565 | 98.565 | 18200.00 | 5202813.65 |
| 3220 | 2013.07.16 02:30 | sell | 1068 | 1.00 | 100.068 | 0.000 | 0.000 | ||
| 3221 | 2013.07.16 02:30 | modify | 1068 | 1.00 | 100.068 | 101.468 | 99.468 | ||
| 3222 | 2013.07.16 04:35 | close | 1068 | 1.00 | 99.854 | 101.468 | 99.468 | 21400.00 | 5224213.65 |
| 3223 | 2013.07.17 03:50 | sell | 1069 | 1.00 | 99.344 | 0.000 | 0.000 | ||
| 3224 | 2013.07.17 03:50 | modify | 1069 | 1.00 | 99.344 | 100.744 | 98.744 | ||
| 3225 | 2013.07.17 06:40 | close | 1069 | 1.00 | 99.322 | 100.744 | 98.744 | 2200.00 | 5226413.65 |
| 3226 | 2013.07.19 04:30 | buy | 1070 | 1.00 | 100.315 | 0.000 | 0.000 | ||
| 3227 | 2013.07.19 04:30 | modify | 1070 | 1.00 | 100.315 | 98.915 | 100.915 | ||
| 3228 | 2013.07.19 10:35 | close | 1070 | 1.00 | 100.224 | 98.915 | 100.915 | -9100.00 | 5217313.65 |
| 3229 | 2013.07.23 00:00 | sell | 1071 | 1.00 | 99.651 | 0.000 | 0.000 | ||
| 3230 | 2013.07.23 00:00 | modify | 1071 | 1.00 | 99.651 | 101.051 | 99.051 | ||
| 3231 | 2013.07.23 02:10 | close | 1071 | 1.00 | 99.421 | 101.051 | 99.051 | 23000.00 | 5240313.65 |
| 3232 | 2013.07.23 20:40 | buy | 1072 | 1.00 | 99.557 | 0.000 | 0.000 | ||
| 3233 | 2013.07.23 20:40 | modify | 1072 | 1.00 | 99.557 | 98.157 | 100.157 | ||
| 3234 | 2013.07.24 01:20 | close | 1072 | 1.00 | 99.531 | 98.157 | 100.157 | -1964.86 | 5238348.79 |
| 3235 | 2013.07.31 03:15 | buy | 1073 | 1.00 | 97.901 | 0.000 | 0.000 | ||
| 3236 | 2013.07.31 03:15 | modify | 1073 | 1.00 | 97.901 | 96.501 | 98.501 | ||
| 3237 | 2013.07.31 04:35 | close | 1073 | 1.00 | 98.045 | 96.501 | 98.501 | 14400.00 | 5252748.79 |
| 3238 | 2013.08.01 05:05 | sell | 1074 | 1.00 | 98.133 | 0.000 | 0.000 | ||
| 3239 | 2013.08.01 05:05 | modify | 1074 | 1.00 | 98.133 | 99.533 | 97.533 | ||
| 3240 | 2013.08.01 09:50 | close | 1074 | 1.00 | 98.706 | 99.533 | 97.533 | -57300.00 | 5195448.79 |
| 3241 | 2013.08.06 07:20 | sell | 1075 | 1.00 | 98.228 | 0.000 | 0.000 | ||
| 3242 | 2013.08.06 07:20 | modify | 1075 | 1.00 | 98.228 | 99.628 | 97.628 | ||
| 3243 | 2013.08.06 11:00 | close | 1075 | 1.00 | 98.367 | 99.628 | 97.628 | -13900.00 | 5181548.79 |
| 3244 | 2013.08.12 19:15 | buy | 1076 | 1.00 | 96.458 | 0.000 | 0.000 | ||
| 3245 | 2013.08.12 19:15 | modify | 1076 | 1.00 | 96.458 | 95.058 | 97.058 | ||
| 3246 | 2013.08.12 20:40 | close | 1076 | 1.00 | 96.571 | 95.058 | 97.058 | 11300.00 | 5192848.79 |
| 3247 | 2013.08.12 22:05 | sell | 1077 | 1.00 | 96.710 | 0.000 | 0.000 | ||
| 3248 | 2013.08.12 22:05 | modify | 1077 | 1.00 | 96.710 | 98.110 | 96.110 | ||
| 3249 | 2013.08.13 00:50 | close | 1077 | 1.00 | 97.080 | 98.110 | 96.110 | -38332.49 | 5154516.31 |
| 3250 | 2013.08.14 03:00 | buy | 1078 | 1.00 | 98.137 | 0.000 | 0.000 | ||
| 3251 | 2013.08.14 03:00 | modify | 1078 | 1.00 | 98.137 | 96.737 | 98.737 | ||
| 3252 | 2013.08.14 03:50 | close | 1078 | 1.00 | 98.256 | 96.737 | 98.737 | 11900.00 | 5166416.31 |
| 3253 | 2013.08.16 06:45 | sell | 1079 | 1.00 | 97.647 | 0.000 | 0.000 | ||
| 3254 | 2013.08.16 06:45 | modify | 1079 | 1.00 | 97.647 | 99.047 | 97.047 | ||
| 3255 | 2013.08.16 10:15 | close | 1079 | 1.00 | 97.506 | 99.047 | 97.047 | 14100.00 | 5180516.31 |
| 3256 | 2013.08.19 04:15 | buy | 1080 | 1.00 | 97.436 | 0.000 | 0.000 | ||
| 3257 | 2013.08.19 04:15 | modify | 1080 | 1.00 | 97.436 | 96.036 | 98.036 | ||
| 3258 | 2013.08.19 06:35 | close | 1080 | 1.00 | 97.613 | 96.036 | 98.036 | 17700.00 | 5198216.31 |
| 3259 | 2013.08.19 20:35 | buy | 1081 | 1.00 | 97.773 | 0.000 | 0.000 | ||
| 3260 | 2013.08.19 20:35 | modify | 1081 | 1.00 | 97.773 | 96.373 | 98.373 | ||
| 3261 | 2013.08.20 01:15 | close | 1081 | 1.00 | 97.679 | 96.373 | 98.373 | -8776.81 | 5189439.50 |
| 3262 | 2013.08.20 04:45 | sell | 1082 | 1.00 | 97.837 | 0.000 | 0.000 | ||
| 3263 | 2013.08.20 04:45 | modify | 1082 | 1.00 | 97.837 | 99.237 | 97.237 | ||
| 3264 | 2013.08.20 06:25 | close | 1082 | 1.00 | 97.643 | 99.237 | 97.237 | 19400.00 | 5208839.50 |
| 3265 | 2013.08.23 08:50 | buy | 1083 | 1.00 | 98.875 | 0.000 | 0.000 | ||
| 3266 | 2013.08.23 08:50 | modify | 1083 | 1.00 | 98.875 | 97.475 | 99.475 | ||
| 3267 | 2013.08.23 09:10 | close | 1083 | 1.00 | 98.992 | 97.475 | 99.475 | 11700.00 | 5220539.50 |
| 3268 | 2013.08.26 02:05 | sell | 1084 | 1.00 | 98.805 | 0.000 | 0.000 | ||
| 3269 | 2013.08.26 02:05 | modify | 1084 | 1.00 | 98.805 | 100.205 | 98.205 | ||
| 3270 | 2013.08.26 03:50 | close | 1084 | 1.00 | 98.660 | 100.205 | 98.205 | 14500.00 | 5235039.50 |
| 3271 | 2013.08.29 20:35 | buy | 1085 | 1.00 | 98.250 | 0.000 | 0.000 | ||
| 3272 | 2013.08.29 20:35 | modify | 1085 | 1.00 | 98.250 | 96.850 | 98.850 | ||
| 3273 | 2013.08.29 23:45 | close | 1085 | 1.00 | 98.325 | 96.850 | 98.850 | 7500.00 | 5242539.50 |
| 3274 | 2013.09.06 04:20 | buy | 1086 | 1.00 | 99.787 | 0.000 | 0.000 | ||
| 3275 | 2013.09.06 04:20 | modify | 1086 | 1.00 | 99.787 | 98.387 | 100.387 | ||
| 3276 | 2013.09.06 07:15 | close | 1086 | 1.00 | 99.933 | 98.387 | 100.387 | 14600.00 | 5257139.50 |
| 3277 | 2013.09.06 21:45 | sell | 1087 | 1.00 | 99.266 | 0.000 | 0.000 | ||
| 3278 | 2013.09.06 21:45 | modify | 1087 | 1.00 | 99.266 | 100.666 | 98.666 | ||
| 3279 | 2013.09.06 22:50 | close | 1087 | 1.00 | 99.052 | 100.666 | 98.666 | 21400.00 | 5278539.50 |
| 3280 | 2013.09.13 08:15 | sell | 1088 | 1.00 | 99.789 | 0.000 | 0.000 | ||
| 3281 | 2013.09.13 08:15 | modify | 1088 | 1.00 | 99.789 | 101.189 | 99.189 | ||
| 3282 | 2013.09.13 10:50 | close | 1088 | 1.00 | 99.664 | 101.189 | 99.189 | 12500.00 | 5291039.50 |
| 3283 | 2013.09.17 09:00 | buy | 1089 | 1.00 | 99.118 | 0.000 | 0.000 | ||
| 3284 | 2013.09.17 09:00 | modify | 1089 | 1.00 | 99.118 | 97.718 | 99.718 | ||
| 3285 | 2013.09.17 10:40 | close | 1089 | 1.00 | 99.255 | 97.718 | 99.718 | 13700.00 | 5304739.50 |
| 3286 | 2013.09.19 06:05 | sell | 1090 | 1.00 | 98.337 | 0.000 | 0.000 | ||
| 3287 | 2013.09.19 06:05 | modify | 1090 | 1.00 | 98.337 | 99.737 | 97.737 | ||
| 3288 | 2013.09.19 08:50 | close | 1090 | 1.00 | 98.259 | 99.737 | 97.737 | 7800.00 | 5312539.50 |
| 3289 | 2013.09.20 19:05 | buy | 1091 | 1.00 | 99.363 | 0.000 | 0.000 | ||
| 3290 | 2013.09.20 19:05 | modify | 1091 | 1.00 | 99.363 | 97.963 | 99.963 | ||
| 3291 | 2013.09.20 23:00 | close | 1091 | 1.00 | 99.326 | 97.963 | 99.963 | -3700.00 | 5308839.50 |
| 3292 | 2013.09.26 11:55 | buy | 1092 | 1.00 | 98.704 | 0.000 | 0.000 | ||
| 3293 | 2013.09.26 11:55 | modify | 1092 | 1.00 | 98.704 | 97.304 | 99.304 | ||
| 3294 | 2013.09.26 14:30 | close | 1092 | 1.00 | 98.753 | 97.304 | 99.304 | 4900.00 | 5313739.50 |
| 3295 | 2013.10.01 05:05 | sell | 1093 | 1.00 | 98.622 | 0.000 | 0.000 | ||
| 3296 | 2013.10.01 05:05 | modify | 1093 | 1.00 | 98.622 | 100.022 | 98.022 | ||
| 3297 | 2013.10.01 05:40 | close | 1093 | 1.00 | 98.404 | 100.022 | 98.022 | 21800.00 | 5335539.50 |
| 3298 | 2013.10.01 21:35 | buy | 1094 | 1.00 | 97.896 | 0.000 | 0.000 | ||
| 3299 | 2013.10.01 21:35 | modify | 1094 | 1.00 | 97.896 | 96.496 | 98.496 | ||
| 3300 | 2013.10.01 23:20 | close | 1094 | 1.00 | 97.958 | 96.496 | 98.496 | 6200.00 | 5341739.50 |