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 |
| 3451 | 2014.05.05 04:35 | buy | 1145 | 1.00 | 102.057 | 0.000 | 0.000 | ||
| 3452 | 2014.05.05 04:35 | modify | 1145 | 1.00 | 102.057 | 100.657 | 102.657 | ||
| 3453 | 2014.05.05 04:45 | close | 1145 | 1.00 | 102.005 | 100.657 | 102.657 | -5200.00 | 5323543.67 |
| 3454 | 2014.05.22 13:05 | buy | 1146 | 1.00 | 101.482 | 0.000 | 0.000 | ||
| 3455 | 2014.05.22 13:05 | modify | 1146 | 1.00 | 101.482 | 100.082 | 102.082 | ||
| 3456 | 2014.05.22 15:00 | close | 1146 | 1.00 | 101.630 | 100.082 | 102.082 | 14800.00 | 5338343.67 |
| 3457 | 2014.07.18 03:50 | sell | 1147 | 1.00 | 101.280 | 0.000 | 0.000 | ||
| 3458 | 2014.07.18 03:50 | modify | 1147 | 1.00 | 101.280 | 102.680 | 100.680 | ||
| 3459 | 2014.07.18 12:50 | close | 1147 | 1.00 | 101.350 | 102.680 | 100.680 | -7000.00 | 5331343.67 |
| 3460 | 2014.09.05 04:25 | buy | 1148 | 1.00 | 105.306 | 0.000 | 0.000 | ||
| 3461 | 2014.09.05 04:25 | modify | 1148 | 1.00 | 105.306 | 103.906 | 105.906 | ||
| 3462 | 2014.09.05 04:35 | close | 1148 | 1.00 | 105.405 | 103.906 | 105.906 | 9900.00 | 5341243.67 |
| 3463 | 2014.09.05 11:10 | buy | 1149 | 1.00 | 105.197 | 0.000 | 0.000 | ||
| 3464 | 2014.09.05 11:10 | modify | 1149 | 1.00 | 105.197 | 103.797 | 105.797 | ||
| 3465 | 2014.09.05 15:20 | close | 1149 | 1.00 | 105.254 | 103.797 | 105.797 | 5700.00 | 5346943.67 |
| 3466 | 2014.09.12 09:35 | buy | 1150 | 1.00 | 107.138 | 0.000 | 0.000 | ||
| 3467 | 2014.09.12 09:35 | modify | 1150 | 1.00 | 107.138 | 105.738 | 107.738 | ||
| 3468 | 2014.09.12 14:50 | close | 1150 | 1.00 | 107.237 | 105.738 | 107.738 | 9900.00 | 5356843.67 |
| 3469 | 2014.09.18 08:15 | sell | 1151 | 1.00 | 108.801 | 0.000 | 0.000 | ||
| 3470 | 2014.09.18 08:15 | modify | 1151 | 1.00 | 108.801 | 110.201 | 108.201 | ||
| 3471 | 2014.09.18 08:35 | close | 1151 | 1.00 | 108.854 | 110.201 | 108.201 | -5300.00 | 5351543.67 |
| 3472 | 2014.09.18 08:35 | sell | 1152 | 1.00 | 108.841 | 0.000 | 0.000 | ||
| 3473 | 2014.09.18 08:35 | modify | 1152 | 1.00 | 108.841 | 110.241 | 108.241 | ||
| 3474 | 2014.09.18 08:40 | close | 1152 | 1.00 | 108.856 | 110.241 | 108.241 | -1500.00 | 5350043.67 |
| 3475 | 2014.09.26 05:05 | sell | 1153 | 1.00 | 108.749 | 0.000 | 0.000 | ||
| 3476 | 2014.09.26 05:05 | modify | 1153 | 1.00 | 108.749 | 110.149 | 108.149 | ||
| 3477 | 2014.09.26 10:20 | close | 1153 | 1.00 | 108.946 | 110.149 | 108.149 | -19700.00 | 5330343.67 |
| 3478 | 2014.09.29 13:50 | buy | 1154 | 1.00 | 109.446 | 0.000 | 0.000 | ||
| 3479 | 2014.09.29 13:50 | modify | 1154 | 1.00 | 109.446 | 108.046 | 110.046 | ||
| 3480 | 2014.09.29 20:30 | close | 1154 | 1.00 | 109.439 | 108.046 | 110.046 | -700.00 | 5329643.67 |
| 3481 | 2014.10.06 03:15 | buy | 1155 | 1.00 | 109.686 | 0.000 | 0.000 | ||
| 3482 | 2014.10.06 03:15 | modify | 1155 | 1.00 | 109.686 | 108.286 | 110.286 | ||
| 3483 | 2014.10.06 16:10 | close | 1155 | 1.00 | 109.424 | 108.286 | 110.286 | -26200.00 | 5303443.67 |
| 3484 | 2014.10.08 03:30 | sell | 1156 | 1.00 | 108.267 | 0.000 | 0.000 | ||
| 3485 | 2014.10.08 03:30 | modify | 1156 | 1.00 | 108.267 | 109.667 | 107.667 | ||
| 3486 | 2014.10.08 08:00 | close | 1156 | 1.00 | 108.419 | 109.667 | 107.667 | -15200.00 | 5288243.67 |
| 3487 | 2014.10.08 11:00 | buy | 1157 | 1.00 | 108.125 | 0.000 | 0.000 | ||
| 3488 | 2014.10.08 11:00 | modify | 1157 | 1.00 | 108.125 | 106.725 | 108.725 | ||
| 3489 | 2014.10.08 13:15 | close | 1157 | 1.00 | 108.205 | 106.725 | 108.725 | 8000.00 | 5296243.67 |
| 3490 | 2014.10.10 03:15 | buy | 1158 | 1.00 | 107.669 | 0.000 | 0.000 | ||
| 3491 | 2014.10.10 03:15 | modify | 1158 | 1.00 | 107.669 | 106.269 | 108.269 | ||
| 3492 | 2014.10.10 05:50 | close | 1158 | 1.00 | 107.942 | 106.269 | 108.269 | 27300.00 | 5323543.67 |
| 3493 | 2014.10.13 10:05 | sell | 1159 | 1.00 | 107.413 | 0.000 | 0.000 | ||
| 3494 | 2014.10.13 10:05 | modify | 1159 | 1.00 | 107.413 | 108.813 | 106.813 | ||
| 3495 | 2014.10.13 14:25 | close | 1159 | 1.00 | 107.259 | 108.813 | 106.813 | 15400.00 | 5338943.67 |
| 3496 | 2014.10.17 06:40 | buy | 1160 | 1.00 | 106.167 | 0.000 | 0.000 | ||
| 3497 | 2014.10.17 06:40 | modify | 1160 | 1.00 | 106.167 | 104.767 | 106.767 | ||
| 3498 | 2014.10.17 09:50 | close | 1160 | 1.00 | 106.302 | 104.767 | 106.767 | 13500.00 | 5352443.67 |
| 3499 | 2014.10.20 10:55 | buy | 1161 | 1.00 | 107.038 | 0.000 | 0.000 | ||
| 3500 | 2014.10.20 10:55 | modify | 1161 | 1.00 | 107.038 | 105.638 | 107.638 | ||
| 3501 | 2014.10.20 23:35 | close | 1161 | 1.00 | 106.941 | 105.638 | 107.638 | -9700.00 | 5342743.67 |
| 3502 | 2014.10.21 00:05 | sell | 1162 | 1.00 | 106.958 | 0.000 | 0.000 | ||
| 3503 | 2014.10.21 00:05 | modify | 1162 | 1.00 | 106.958 | 108.358 | 106.358 | ||
| 3504 | 2014.10.21 03:05 | close | 1162 | 1.00 | 106.857 | 108.358 | 106.358 | 10100.00 | 5352843.67 |
| 3505 | 2014.10.21 12:45 | sell | 1163 | 1.00 | 106.795 | 0.000 | 0.000 | ||
| 3506 | 2014.10.21 12:45 | modify | 1163 | 1.00 | 106.795 | 108.195 | 106.195 | ||
| 3507 | 2014.10.21 15:05 | close | 1163 | 1.00 | 106.691 | 108.195 | 106.195 | 10400.00 | 5363243.67 |
| 3508 | 2014.10.21 21:30 | sell | 1164 | 1.00 | 106.794 | 0.000 | 0.000 | ||
| 3509 | 2014.10.21 21:30 | modify | 1164 | 1.00 | 106.794 | 108.194 | 106.194 | ||
| 3510 | 2014.10.22 02:30 | close | 1164 | 1.00 | 106.987 | 108.194 | 106.194 | -20771.26 | 5342472.40 |
| 3511 | 2014.10.24 10:05 | sell | 1165 | 1.00 | 108.126 | 0.000 | 0.000 | ||
| 3512 | 2014.10.24 10:05 | modify | 1165 | 1.00 | 108.126 | 109.526 | 107.526 | ||
| 3513 | 2014.10.24 14:45 | close | 1165 | 1.00 | 107.993 | 109.526 | 107.526 | 13300.00 | 5355772.40 |
| 3514 | 2014.11.06 06:15 | buy | 1166 | 1.00 | 114.628 | 0.000 | 0.000 | ||
| 3515 | 2014.11.06 06:15 | modify | 1166 | 1.00 | 114.628 | 113.228 | 115.228 | ||
| 3516 | 2014.11.06 10:35 | close | 1166 | 1.00 | 114.655 | 113.228 | 115.228 | 2700.00 | 5358472.40 |
| 3517 | 2014.11.11 03:40 | buy | 1167 | 1.00 | 114.642 | 0.000 | 0.000 | ||
| 3518 | 2014.11.11 03:40 | modify | 1167 | 1.00 | 114.642 | 113.242 | 115.242 | ||
| 3519 | 2014.11.11 05:40 | close | 1167 | 1.00 | 114.881 | 113.242 | 115.242 | 23900.00 | 5382372.40 |
| 3520 | 2014.11.11 18:40 | buy | 1168 | 1.00 | 115.506 | 0.000 | 0.000 | ||
| 3521 | 2014.11.11 18:40 | modify | 1168 | 1.00 | 115.506 | 114.106 | 116.106 | ||
| 3522 | 2014.11.11 19:20 | close | 1168 | 1.00 | 115.757 | 114.106 | 116.106 | 25100.00 | 5407472.40 |
| 3523 | 2014.11.12 18:40 | sell | 1169 | 1.00 | 115.380 | 0.000 | 0.000 | ||
| 3524 | 2014.11.12 18:40 | modify | 1169 | 1.00 | 115.380 | 116.780 | 114.780 | ||
| 3525 | 2014.11.12 23:55 | close | 1169 | 1.00 | 115.460 | 116.780 | 114.780 | -8000.00 | 5399472.40 |
| 3526 | 2014.11.13 10:25 | buy | 1170 | 1.00 | 115.582 | 0.000 | 0.000 | ||
| 3527 | 2014.11.13 10:25 | modify | 1170 | 1.00 | 115.582 | 114.182 | 116.182 | ||
| 3528 | 2014.11.13 13:35 | close | 1170 | 1.00 | 115.650 | 114.182 | 116.182 | 6800.00 | 5406272.40 |
| 3529 | 2014.11.14 19:15 | buy | 1171 | 1.00 | 116.254 | 0.000 | 0.000 | ||
| 3530 | 2014.11.14 19:15 | modify | 1171 | 1.00 | 116.254 | 114.854 | 116.854 | ||
| 3531 | 2014.11.14 22:00 | close | 1171 | 1.00 | 116.238 | 114.854 | 116.854 | -1600.00 | 5404672.40 |
| 3532 | 2014.11.17 12:45 | sell | 1172 | 1.00 | 116.332 | 0.000 | 0.000 | ||
| 3533 | 2014.11.17 12:45 | modify | 1172 | 1.00 | 116.332 | 117.732 | 115.732 | ||
| 3534 | 2014.11.17 15:35 | close | 1172 | 1.00 | 116.173 | 117.732 | 115.732 | 15900.00 | 5420572.40 |
| 3535 | 2014.11.20 23:55 | sell | 1173 | 1.00 | 118.231 | 0.000 | 0.000 | ||
| 3536 | 2014.11.20 23:55 | modify | 1173 | 1.00 | 118.231 | 119.631 | 117.631 | ||
| 3537 | 2014.11.21 02:15 | close | 1173 | 1.00 | 118.129 | 119.631 | 117.631 | 8574.61 | 5429147.01 |
| 3538 | 2014.11.28 08:35 | buy | 1174 | 1.00 | 118.112 | 0.000 | 0.000 | ||
| 3539 | 2014.11.28 08:35 | modify | 1174 | 1.00 | 118.112 | 116.712 | 118.712 | ||
| 3540 | 2014.11.28 10:00 | close | 1174 | 1.00 | 118.232 | 116.712 | 118.712 | 12000.00 | 5441147.01 |
| 3541 | 2014.12.01 09:20 | buy | 1175 | 1.00 | 118.736 | 0.000 | 0.000 | ||
| 3542 | 2014.12.01 09:20 | modify | 1175 | 1.00 | 118.736 | 117.336 | 119.336 | ||
| 3543 | 2014.12.01 10:35 | close | 1175 | 1.00 | 119.113 | 117.336 | 119.336 | 37700.00 | 5478847.01 |
| 3544 | 2014.12.08 23:20 | sell | 1176 | 1.00 | 120.790 | 0.000 | 0.000 | ||
| 3545 | 2014.12.08 23:20 | modify | 1176 | 1.00 | 120.790 | 122.190 | 120.190 | ||
| 3546 | 2014.12.09 00:45 | close | 1176 | 1.00 | 120.601 | 122.190 | 120.190 | 17240.39 | 5496087.40 |
| 3547 | 2014.12.10 01:35 | buy | 1177 | 1.00 | 119.322 | 0.000 | 0.000 | ||
| 3548 | 2014.12.10 01:35 | modify | 1177 | 1.00 | 119.322 | 117.922 | 119.922 | ||
| 3549 | 2014.12.10 02:10 | close | 1177 | 1.00 | 119.569 | 117.922 | 119.922 | 24700.00 | 5520787.40 |
| 3550 | 2014.12.10 06:25 | buy | 1178 | 1.00 | 119.045 | 0.000 | 0.000 | ||
| 3551 | 2014.12.10 06:25 | modify | 1178 | 1.00 | 119.045 | 117.645 | 119.645 | ||
| 3552 | 2014.12.10 07:00 | close | 1178 | 1.00 | 118.865 | 117.645 | 119.645 | -18000.00 | 5502787.40 |
| 3553 | 2014.12.11 03:50 | sell | 1179 | 1.00 | 118.305 | 0.000 | 0.000 | ||
| 3554 | 2014.12.11 03:50 | modify | 1179 | 1.00 | 118.305 | 119.705 | 117.705 | ||
| 3555 | 2014.12.11 04:15 | modify | 1179 | 1.00 | 118.305 | 118.153 | 117.705 | ||
| 3556 | 2014.12.11 04:20 | close | 1179 | 1.00 | 117.981 | 118.153 | 117.705 | 32400.00 | 5535187.40 |
| 3557 | 2014.12.11 23:05 | buy | 1180 | 1.00 | 118.913 | 0.000 | 0.000 | ||
| 3558 | 2014.12.11 23:05 | modify | 1180 | 1.00 | 118.913 | 117.513 | 119.513 | ||
| 3559 | 2014.12.12 01:50 | close | 1180 | 1.00 | 119.107 | 117.513 | 119.513 | 20158.04 | 5555345.44 |
| 3560 | 2014.12.16 05:15 | buy | 1181 | 1.00 | 117.555 | 0.000 | 0.000 | ||
| 3561 | 2014.12.16 05:15 | modify | 1181 | 1.00 | 117.555 | 116.155 | 118.155 | ||
| 3562 | 2014.12.16 05:20 | close | 1181 | 1.00 | 117.496 | 116.155 | 118.155 | -5900.00 | 5549445.44 |
| 3563 | 2014.12.16 18:00 | sell | 1182 | 1.00 | 117.209 | 0.000 | 0.000 | ||
| 3564 | 2014.12.16 18:00 | modify | 1182 | 1.00 | 117.209 | 118.609 | 116.609 | ||
| 3565 | 2014.12.16 22:45 | close | 1182 | 1.00 | 117.037 | 118.609 | 116.609 | 17200.00 | 5566645.44 |
| 3566 | 2014.12.16 22:50 | buy | 1183 | 1.00 | 116.810 | 0.000 | 0.000 | ||
| 3567 | 2014.12.16 22:50 | modify | 1183 | 1.00 | 116.810 | 115.410 | 117.410 | ||
| 3568 | 2014.12.17 01:30 | close | 1183 | 1.00 | 116.706 | 115.410 | 117.410 | -9656.28 | 5556989.16 |
| 3569 | 2014.12.18 04:45 | buy | 1184 | 1.00 | 118.498 | 0.000 | 0.000 | ||
| 3570 | 2014.12.18 04:45 | modify | 1184 | 1.00 | 118.498 | 117.098 | 119.098 | ||
| 3571 | 2014.12.18 08:10 | close | 1184 | 1.00 | 118.616 | 117.098 | 119.098 | 11800.00 | 5568789.16 |
| 3572 | 2014.12.18 09:10 | sell | 1185 | 1.00 | 118.849 | 0.000 | 0.000 | ||
| 3573 | 2014.12.18 09:10 | modify | 1185 | 1.00 | 118.849 | 120.249 | 118.249 | ||
| 3574 | 2014.12.18 09:50 | modify | 1185 | 1.00 | 118.849 | 118.685 | 118.249 | ||
| 3575 | 2014.12.18 09:50 | s/l | 1185 | 1.00 | 118.682 | 118.685 | 118.249 | 16700.00 | 5585489.16 |
| 3576 | 2015.01.13 02:15 | buy | 1186 | 1.00 | 118.184 | 0.000 | 0.000 | ||
| 3577 | 2015.01.13 02:15 | modify | 1186 | 1.00 | 118.184 | 116.784 | 118.784 | ||
| 3578 | 2015.01.13 02:50 | close | 1186 | 1.00 | 117.987 | 116.784 | 118.784 | -19700.00 | 5565789.16 |
| 3579 | 2015.01.13 06:35 | sell | 1187 | 1.00 | 118.249 | 0.000 | 0.000 | ||
| 3580 | 2015.01.13 06:35 | modify | 1187 | 1.00 | 118.249 | 119.649 | 117.649 | ||
| 3581 | 2015.01.13 09:25 | close | 1187 | 1.00 | 118.403 | 119.649 | 117.649 | -15400.00 | 5550389.16 |
| 3582 | 2015.01.13 18:20 | buy | 1188 | 1.00 | 118.249 | 0.000 | 0.000 | ||
| 3583 | 2015.01.13 18:20 | modify | 1188 | 1.00 | 118.249 | 116.849 | 118.849 | ||
| 3584 | 2015.01.13 20:55 | close | 1188 | 1.00 | 117.637 | 116.849 | 118.849 | -61200.00 | 5489189.16 |
| 3585 | 2015.01.16 08:05 | sell | 1189 | 1.00 | 116.638 | 0.000 | 0.000 | ||
| 3586 | 2015.01.16 08:05 | modify | 1189 | 1.00 | 116.638 | 118.038 | 116.038 | ||
| 3587 | 2015.01.16 11:10 | modify | 1189 | 1.00 | 116.638 | 116.482 | 116.038 | ||
| 3588 | 2015.01.16 11:13 | s/l | 1189 | 1.00 | 116.485 | 116.482 | 116.038 | 15300.00 | 5504489.16 |
| 3589 | 2015.01.19 03:20 | buy | 1190 | 1.00 | 117.194 | 0.000 | 0.000 | ||
| 3590 | 2015.01.19 03:20 | modify | 1190 | 1.00 | 117.194 | 115.794 | 117.794 | ||
| 3591 | 2015.01.19 10:40 | close | 1190 | 1.00 | 117.312 | 115.794 | 117.794 | 11800.00 | 5516289.16 |
| 3592 | 2015.01.20 10:55 | buy | 1191 | 1.00 | 118.074 | 0.000 | 0.000 | ||
| 3593 | 2015.01.20 10:55 | modify | 1191 | 1.00 | 118.074 | 116.674 | 118.674 | ||
| 3594 | 2015.01.20 12:00 | modify | 1191 | 1.00 | 118.074 | 118.232 | 118.674 | ||
| 3595 | 2015.01.20 12:05 | modify | 1191 | 1.00 | 118.074 | 118.237 | 118.674 | ||
| 3596 | 2015.01.20 12:10 | close | 1191 | 1.00 | 118.356 | 118.237 | 118.674 | 28200.00 | 5544489.16 |
| 3597 | 2015.01.20 12:25 | sell | 1192 | 1.00 | 118.469 | 0.000 | 0.000 | ||
| 3598 | 2015.01.20 12:25 | modify | 1192 | 1.00 | 118.469 | 119.869 | 117.869 | ||
| 3599 | 2015.01.20 13:40 | close | 1192 | 1.00 | 118.626 | 119.869 | 117.869 | -15700.00 | 5528789.16 |
| 3600 | 2015.01.22 05:05 | sell | 1193 | 1.00 | 118.270 | 0.000 | 0.000 | ||