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 |
| 3301 | 2013.10.02 19:50 | sell | 1095 | 1.00 | 97.486 | 0.000 | 0.000 | ||
| 3302 | 2013.10.02 19:50 | modify | 1095 | 1.00 | 97.486 | 98.886 | 96.886 | ||
| 3303 | 2013.10.02 22:05 | close | 1095 | 1.00 | 97.381 | 98.886 | 96.886 | 10500.00 | 5352239.50 |
| 3304 | 2013.10.04 03:20 | sell | 1096 | 1.00 | 97.385 | 0.000 | 0.000 | ||
| 3305 | 2013.10.04 03:20 | modify | 1096 | 1.00 | 97.385 | 98.785 | 96.785 | ||
| 3306 | 2013.10.04 04:00 | close | 1096 | 1.00 | 97.139 | 98.785 | 96.785 | 24600.00 | 5376839.50 |
| 3307 | 2013.10.04 04:05 | buy | 1097 | 1.00 | 97.078 | 0.000 | 0.000 | ||
| 3308 | 2013.10.04 04:05 | modify | 1097 | 1.00 | 97.078 | 95.678 | 97.678 | ||
| 3309 | 2013.10.04 06:55 | close | 1097 | 1.00 | 97.272 | 95.678 | 97.678 | 19400.00 | 5396239.50 |
| 3310 | 2013.10.08 06:40 | sell | 1098 | 1.00 | 96.946 | 0.000 | 0.000 | ||
| 3311 | 2013.10.08 06:40 | modify | 1098 | 1.00 | 96.946 | 98.346 | 96.346 | ||
| 3312 | 2013.10.08 12:00 | close | 1098 | 1.00 | 97.037 | 98.346 | 96.346 | -9100.00 | 5387139.50 |
| 3313 | 2013.10.17 02:50 | sell | 1099 | 1.00 | 98.969 | 0.000 | 0.000 | ||
| 3314 | 2013.10.17 02:50 | modify | 1099 | 1.00 | 98.969 | 100.369 | 98.369 | ||
| 3315 | 2013.10.17 03:50 | close | 1099 | 1.00 | 98.778 | 100.369 | 98.369 | 19100.00 | 5406239.50 |
| 3316 | 2013.10.17 05:15 | buy | 1100 | 1.00 | 98.635 | 0.000 | 0.000 | ||
| 3317 | 2013.10.17 05:15 | modify | 1100 | 1.00 | 98.635 | 97.235 | 99.235 | ||
| 3318 | 2013.10.17 10:55 | close | 1100 | 1.00 | 97.953 | 97.235 | 99.235 | -68200.00 | 5338039.50 |
| 3319 | 2013.11.08 08:10 | buy | 1101 | 1.00 | 98.061 | 0.000 | 0.000 | ||
| 3320 | 2013.11.08 08:10 | modify | 1101 | 1.00 | 98.061 | 96.661 | 98.661 | ||
| 3321 | 2013.11.08 09:40 | close | 1101 | 1.00 | 98.153 | 96.661 | 98.661 | 9200.00 | 5347239.50 |
| 3322 | 2013.11.08 10:55 | sell | 1102 | 1.00 | 98.224 | 0.000 | 0.000 | ||
| 3323 | 2013.11.08 10:55 | modify | 1102 | 1.00 | 98.224 | 99.624 | 97.624 | ||
| 3324 | 2013.11.08 13:55 | close | 1102 | 1.00 | 98.167 | 99.624 | 97.624 | 5700.00 | 5352939.50 |
| 3325 | 2013.11.11 02:55 | buy | 1103 | 1.00 | 98.989 | 0.000 | 0.000 | ||
| 3326 | 2013.11.11 02:55 | modify | 1103 | 1.00 | 98.989 | 97.589 | 99.589 | ||
| 3327 | 2013.11.11 10:30 | close | 1103 | 1.00 | 99.030 | 97.589 | 99.589 | 4100.00 | 5357039.50 |
| 3328 | 2013.11.22 06:40 | buy | 1104 | 1.00 | 101.069 | 0.000 | 0.000 | ||
| 3329 | 2013.11.22 06:40 | modify | 1104 | 1.00 | 101.069 | 99.669 | 101.669 | ||
| 3330 | 2013.11.22 11:35 | close | 1104 | 1.00 | 101.097 | 99.669 | 101.669 | 2800.00 | 5359839.50 |
| 3331 | 2013.11.26 07:40 | sell | 1105 | 1.00 | 101.584 | 0.000 | 0.000 | ||
| 3332 | 2013.11.26 07:40 | modify | 1105 | 1.00 | 101.584 | 102.984 | 100.984 | ||
| 3333 | 2013.11.26 09:35 | close | 1105 | 1.00 | 101.465 | 102.984 | 100.984 | 11900.00 | 5371739.50 |
| 3334 | 2013.11.28 02:50 | buy | 1106 | 1.00 | 102.026 | 0.000 | 0.000 | ||
| 3335 | 2013.11.28 02:50 | modify | 1106 | 1.00 | 102.026 | 100.626 | 102.626 | ||
| 3336 | 2013.11.28 07:30 | close | 1106 | 1.00 | 102.137 | 100.626 | 102.626 | 11100.00 | 5382839.50 |
| 3337 | 2013.12.02 22:45 | buy | 1107 | 1.00 | 102.990 | 0.000 | 0.000 | ||
| 3338 | 2013.12.02 22:45 | modify | 1107 | 1.00 | 102.990 | 101.590 | 103.590 | ||
| 3339 | 2013.12.03 03:15 | close | 1107 | 1.00 | 103.031 | 101.590 | 103.590 | 4757.68 | 5387597.18 |
| 3340 | 2013.12.04 03:00 | sell | 1108 | 1.00 | 102.633 | 0.000 | 0.000 | ||
| 3341 | 2013.12.04 03:00 | modify | 1108 | 1.00 | 102.633 | 104.033 | 102.033 | ||
| 3342 | 2013.12.04 03:30 | close | 1108 | 1.00 | 102.399 | 104.033 | 102.033 | 23400.00 | 5410997.18 |
| 3343 | 2013.12.04 09:45 | sell | 1109 | 1.00 | 102.747 | 0.000 | 0.000 | ||
| 3344 | 2013.12.04 09:45 | modify | 1109 | 1.00 | 102.747 | 104.147 | 102.147 | ||
| 3345 | 2013.12.04 10:50 | close | 1109 | 1.00 | 102.630 | 104.147 | 102.147 | 11700.00 | 5422697.18 |
| 3346 | 2013.12.05 07:00 | buy | 1110 | 1.00 | 102.209 | 0.000 | 0.000 | ||
| 3347 | 2013.12.05 07:00 | modify | 1110 | 1.00 | 102.209 | 100.809 | 102.809 | ||
| 3348 | 2013.12.05 11:10 | close | 1110 | 1.00 | 102.072 | 100.809 | 102.809 | -13700.00 | 5408997.18 |
| 3349 | 2013.12.13 09:15 | buy | 1111 | 1.00 | 103.573 | 0.000 | 0.000 | ||
| 3350 | 2013.12.13 09:15 | modify | 1111 | 1.00 | 103.573 | 102.173 | 104.173 | ||
| 3351 | 2013.12.13 12:45 | close | 1111 | 1.00 | 103.623 | 102.173 | 104.173 | 5000.00 | 5413997.18 |
| 3352 | 2013.12.16 10:45 | sell | 1112 | 1.00 | 103.043 | 0.000 | 0.000 | ||
| 3353 | 2013.12.16 10:45 | modify | 1112 | 1.00 | 103.043 | 104.443 | 102.443 | ||
| 3354 | 2013.12.16 14:40 | close | 1112 | 1.00 | 102.968 | 104.443 | 102.443 | 7500.00 | 5421497.18 |
| 3355 | 2013.12.18 02:20 | sell | 1113 | 1.00 | 102.765 | 0.000 | 0.000 | ||
| 3356 | 2013.12.18 02:20 | modify | 1113 | 1.00 | 102.765 | 104.165 | 102.165 | ||
| 3357 | 2013.12.18 07:00 | close | 1113 | 1.00 | 102.946 | 104.165 | 102.165 | -18100.00 | 5403397.18 |
| 3358 | 2014.01.06 03:05 | buy | 1114 | 1.00 | 104.515 | 0.000 | 0.000 | ||
| 3359 | 2014.01.06 03:05 | modify | 1114 | 1.00 | 104.515 | 103.115 | 105.115 | ||
| 3360 | 2014.01.06 10:05 | close | 1114 | 1.00 | 104.439 | 103.115 | 105.115 | -7600.00 | 5395797.18 |
| 3361 | 2014.01.08 12:40 | buy | 1115 | 1.00 | 104.806 | 0.000 | 0.000 | ||
| 3362 | 2014.01.08 12:40 | modify | 1115 | 1.00 | 104.806 | 103.406 | 105.406 | ||
| 3363 | 2014.01.08 15:20 | close | 1115 | 1.00 | 104.970 | 103.406 | 105.406 | 16400.00 | 5412197.18 |
| 3364 | 2014.01.13 01:55 | buy | 1116 | 1.00 | 103.976 | 0.000 | 0.000 | ||
| 3365 | 2014.01.13 01:55 | modify | 1116 | 1.00 | 103.976 | 102.576 | 104.576 | ||
| 3366 | 2014.01.13 03:35 | close | 1116 | 1.00 | 103.713 | 102.576 | 104.576 | -26300.00 | 5385897.18 |
| 3367 | 2014.01.13 03:35 | buy | 1117 | 1.00 | 103.726 | 0.000 | 0.000 | ||
| 3368 | 2014.01.13 03:35 | modify | 1117 | 1.00 | 103.726 | 102.326 | 104.326 | ||
| 3369 | 2014.01.13 03:40 | close | 1117 | 1.00 | 103.580 | 102.326 | 104.326 | -14600.00 | 5371297.18 |
| 3370 | 2014.01.14 01:35 | sell | 1118 | 1.00 | 103.163 | 0.000 | 0.000 | ||
| 3371 | 2014.01.14 01:35 | modify | 1118 | 1.00 | 103.163 | 104.563 | 102.563 | ||
| 3372 | 2014.01.14 06:55 | close | 1118 | 1.00 | 103.294 | 104.563 | 102.563 | -13100.00 | 5358197.18 |
| 3373 | 2014.01.14 07:00 | buy | 1119 | 1.00 | 103.287 | 0.000 | 0.000 | ||
| 3374 | 2014.01.14 07:00 | modify | 1119 | 1.00 | 103.287 | 101.887 | 103.887 | ||
| 3375 | 2014.01.14 08:50 | close | 1119 | 1.00 | 103.412 | 101.887 | 103.887 | 12500.00 | 5370697.18 |
| 3376 | 2014.01.21 23:00 | sell | 1120 | 1.00 | 104.372 | 0.000 | 0.000 | ||
| 3377 | 2014.01.21 23:00 | modify | 1120 | 1.00 | 104.372 | 105.772 | 103.772 | ||
| 3378 | 2014.01.22 01:40 | close | 1120 | 1.00 | 104.236 | 105.772 | 103.772 | 12165.85 | 5382863.02 |
| 3379 | 2014.01.22 01:45 | buy | 1121 | 1.00 | 104.201 | 0.000 | 0.000 | ||
| 3380 | 2014.01.22 01:45 | modify | 1121 | 1.00 | 104.201 | 102.801 | 104.801 | ||
| 3381 | 2014.01.22 02:10 | close | 1121 | 1.00 | 104.304 | 102.801 | 104.801 | 10300.00 | 5393163.02 |
| 3382 | 2014.01.22 18:00 | buy | 1122 | 1.00 | 104.251 | 0.000 | 0.000 | ||
| 3383 | 2014.01.22 18:00 | modify | 1122 | 1.00 | 104.251 | 102.851 | 104.851 | ||
| 3384 | 2014.01.22 19:15 | close | 1122 | 1.00 | 104.403 | 102.851 | 104.851 | 15200.00 | 5408363.02 |
| 3385 | 2014.01.24 06:50 | buy | 1123 | 1.00 | 103.306 | 0.000 | 0.000 | ||
| 3386 | 2014.01.24 06:50 | modify | 1123 | 1.00 | 103.306 | 101.906 | 103.906 | ||
| 3387 | 2014.01.24 09:20 | close | 1123 | 1.00 | 103.463 | 101.906 | 103.906 | 15700.00 | 5424063.02 |
| 3388 | 2014.01.29 11:15 | buy | 1124 | 1.00 | 102.980 | 0.000 | 0.000 | ||
| 3389 | 2014.01.29 11:15 | modify | 1124 | 1.00 | 102.980 | 101.580 | 103.580 | ||
| 3390 | 2014.01.29 16:05 | close | 1124 | 1.00 | 102.079 | 101.580 | 103.580 | -90100.00 | 5333963.02 |
| 3391 | 2014.01.31 03:05 | sell | 1125 | 1.00 | 102.924 | 0.000 | 0.000 | ||
| 3392 | 2014.01.31 03:05 | modify | 1125 | 1.00 | 102.924 | 104.324 | 102.324 | ||
| 3393 | 2014.01.31 04:10 | close | 1125 | 1.00 | 102.721 | 104.324 | 102.324 | 20300.00 | 5354263.02 |
| 3394 | 2014.02.05 02:35 | buy | 1126 | 1.00 | 101.477 | 0.000 | 0.000 | ||
| 3395 | 2014.02.05 02:35 | modify | 1126 | 1.00 | 101.477 | 100.077 | 102.077 | ||
| 3396 | 2014.02.05 06:00 | close | 1126 | 1.00 | 101.468 | 100.077 | 102.077 | -900.00 | 5353363.02 |
| 3397 | 2014.02.12 02:15 | buy | 1127 | 1.00 | 102.495 | 0.000 | 0.000 | ||
| 3398 | 2014.02.12 02:15 | modify | 1127 | 1.00 | 102.495 | 101.095 | 103.095 | ||
| 3399 | 2014.02.12 04:00 | close | 1127 | 1.00 | 102.572 | 101.095 | 103.095 | 7700.00 | 5361063.02 |
| 3400 | 2014.02.13 18:00 | sell | 1128 | 1.00 | 102.148 | 0.000 | 0.000 | ||
| 3401 | 2014.02.13 18:00 | modify | 1128 | 1.00 | 102.148 | 103.548 | 101.548 | ||
| 3402 | 2014.02.13 23:55 | close | 1128 | 1.00 | 102.170 | 103.548 | 101.548 | -2200.00 | 5358863.02 |
| 3403 | 2014.02.14 05:00 | buy | 1129 | 1.00 | 101.988 | 0.000 | 0.000 | ||
| 3404 | 2014.02.14 05:00 | modify | 1129 | 1.00 | 101.988 | 100.588 | 102.588 | ||
| 3405 | 2014.02.14 05:45 | close | 1129 | 1.00 | 101.688 | 100.588 | 102.588 | -30000.00 | 5328863.02 |
| 3406 | 2014.02.17 09:10 | sell | 1130 | 1.00 | 101.726 | 0.000 | 0.000 | ||
| 3407 | 2014.02.17 09:10 | modify | 1130 | 1.00 | 101.726 | 103.126 | 101.126 | ||
| 3408 | 2014.02.17 16:00 | close | 1130 | 1.00 | 101.882 | 103.126 | 101.126 | -15600.00 | 5313263.02 |
| 3409 | 2014.02.18 04:30 | buy | 1131 | 1.00 | 101.915 | 0.000 | 0.000 | ||
| 3410 | 2014.02.18 04:30 | modify | 1131 | 1.00 | 101.915 | 100.515 | 102.515 | ||
| 3411 | 2014.02.18 05:40 | close | 1131 | 1.00 | 102.358 | 100.515 | 102.515 | 44300.00 | 5357563.02 |
| 3412 | 2014.02.20 12:35 | sell | 1132 | 1.00 | 102.033 | 0.000 | 0.000 | ||
| 3413 | 2014.02.20 12:35 | modify | 1132 | 1.00 | 102.033 | 103.433 | 101.433 | ||
| 3414 | 2014.02.20 21:05 | close | 1132 | 1.00 | 102.306 | 103.433 | 101.433 | -27300.00 | 5330263.02 |
| 3415 | 2014.02.21 02:55 | sell | 1133 | 1.00 | 102.489 | 0.000 | 0.000 | ||
| 3416 | 2014.02.21 02:55 | modify | 1133 | 1.00 | 102.489 | 103.889 | 101.889 | ||
| 3417 | 2014.02.21 07:15 | close | 1133 | 1.00 | 102.591 | 103.889 | 101.889 | -10200.00 | 5320063.02 |
| 3418 | 2014.02.21 10:15 | buy | 1134 | 1.00 | 102.415 | 0.000 | 0.000 | ||
| 3419 | 2014.02.21 10:15 | modify | 1134 | 1.00 | 102.415 | 101.015 | 103.015 | ||
| 3420 | 2014.02.21 13:20 | close | 1134 | 1.00 | 102.472 | 101.015 | 103.015 | 5700.00 | 5325763.02 |
| 3421 | 2014.02.28 02:50 | buy | 1135 | 1.00 | 101.952 | 0.000 | 0.000 | ||
| 3422 | 2014.02.28 02:50 | modify | 1135 | 1.00 | 101.952 | 100.552 | 102.552 | ||
| 3423 | 2014.02.28 06:55 | close | 1135 | 1.00 | 101.704 | 100.552 | 102.552 | -24800.00 | 5300963.02 |
| 3424 | 2014.02.28 12:55 | sell | 1136 | 1.00 | 101.914 | 0.000 | 0.000 | ||
| 3425 | 2014.02.28 12:55 | modify | 1136 | 1.00 | 101.914 | 103.314 | 101.314 | ||
| 3426 | 2014.02.28 15:15 | close | 1136 | 1.00 | 101.818 | 103.314 | 101.314 | 9600.00 | 5310563.02 |
| 3427 | 2014.03.10 00:05 | buy | 1137 | 1.00 | 103.044 | 0.000 | 0.000 | ||
| 3428 | 2014.03.10 00:05 | modify | 1137 | 1.00 | 103.044 | 101.644 | 103.644 | ||
| 3429 | 2014.03.10 02:15 | close | 1137 | 1.00 | 103.246 | 101.644 | 103.644 | 20200.00 | 5330763.02 |
| 3430 | 2014.03.10 11:20 | sell | 1138 | 1.00 | 103.239 | 0.000 | 0.000 | ||
| 3431 | 2014.03.10 11:20 | modify | 1138 | 1.00 | 103.239 | 104.639 | 102.639 | ||
| 3432 | 2014.03.10 17:15 | close | 1138 | 1.00 | 103.262 | 104.639 | 102.639 | -2300.00 | 5328463.02 |
| 3433 | 2014.03.14 06:20 | buy | 1139 | 1.00 | 101.632 | 0.000 | 0.000 | ||
| 3434 | 2014.03.14 06:20 | modify | 1139 | 1.00 | 101.632 | 100.232 | 102.232 | ||
| 3435 | 2014.03.14 10:30 | close | 1139 | 1.00 | 101.725 | 100.232 | 102.232 | 9300.00 | 5337763.02 |
| 3436 | 2014.03.20 11:05 | sell | 1140 | 1.00 | 102.408 | 0.000 | 0.000 | ||
| 3437 | 2014.03.20 11:05 | modify | 1140 | 1.00 | 102.408 | 103.808 | 101.808 | ||
| 3438 | 2014.03.20 15:00 | close | 1140 | 1.00 | 102.396 | 103.808 | 101.808 | 1200.00 | 5338963.02 |
| 3439 | 2014.03.27 07:00 | sell | 1141 | 1.00 | 102.023 | 0.000 | 0.000 | ||
| 3440 | 2014.03.27 07:00 | modify | 1141 | 1.00 | 102.023 | 103.423 | 101.423 | ||
| 3441 | 2014.03.27 11:00 | close | 1141 | 1.00 | 102.114 | 103.423 | 101.423 | -9100.00 | 5329863.02 |
| 3442 | 2014.03.31 21:45 | sell | 1142 | 1.00 | 103.200 | 0.000 | 0.000 | ||
| 3443 | 2014.03.31 21:45 | modify | 1142 | 1.00 | 103.200 | 104.600 | 102.600 | ||
| 3444 | 2014.04.01 02:40 | close | 1142 | 1.00 | 103.184 | 104.600 | 102.600 | 180.64 | 5330043.67 |
| 3445 | 2014.04.11 04:20 | sell | 1143 | 1.00 | 101.623 | 0.000 | 0.000 | ||
| 3446 | 2014.04.11 04:20 | modify | 1143 | 1.00 | 101.623 | 103.023 | 101.023 | ||
| 3447 | 2014.04.11 12:00 | close | 1143 | 1.00 | 101.675 | 103.023 | 101.023 | -5200.00 | 5324843.67 |
| 3448 | 2014.04.18 05:40 | buy | 1144 | 1.00 | 102.379 | 0.000 | 0.000 | ||
| 3449 | 2014.04.18 05:40 | modify | 1144 | 1.00 | 102.379 | 100.979 | 102.979 | ||
| 3450 | 2014.04.18 11:20 | close | 1144 | 1.00 | 102.418 | 100.979 | 102.979 | 3900.00 | 5328743.67 |