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 |
| 3601 | 2015.01.22 05:05 | modify | 1193 | 1.00 | 118.270 | 119.670 | 117.670 | ||
| 3602 | 2015.01.22 06:50 | close | 1193 | 1.00 | 118.061 | 119.670 | 117.670 | 20900.00 | 5549689.16 |
| 3603 | 2015.01.22 09:40 | buy | 1194 | 1.00 | 117.955 | 0.000 | 0.000 | ||
| 3604 | 2015.01.22 09:40 | modify | 1194 | 1.00 | 117.955 | 116.555 | 118.555 | ||
| 3605 | 2015.01.22 15:50 | close | 1194 | 1.00 | 117.902 | 116.555 | 118.555 | -5300.00 | 5544389.16 |
| 3606 | 2015.01.23 06:50 | sell | 1195 | 1.00 | 118.613 | 0.000 | 0.000 | ||
| 3607 | 2015.01.23 06:50 | modify | 1195 | 1.00 | 118.613 | 120.013 | 118.013 | ||
| 3608 | 2015.01.23 08:00 | close | 1195 | 1.00 | 118.371 | 120.013 | 118.013 | 24200.00 | 5568589.16 |
| 3609 | 2015.01.27 20:20 | sell | 1196 | 1.00 | 117.958 | 0.000 | 0.000 | ||
| 3610 | 2015.01.27 20:20 | modify | 1196 | 1.00 | 117.958 | 119.358 | 117.358 | ||
| 3611 | 2015.01.27 22:20 | modify | 1196 | 1.00 | 117.958 | 117.791 | 117.358 | ||
| 3612 | 2015.01.27 22:30 | close | 1196 | 1.00 | 117.721 | 117.791 | 117.358 | 23700.00 | 5592289.16 |
| 3613 | 2015.01.28 08:10 | buy | 1197 | 1.00 | 117.923 | 0.000 | 0.000 | ||
| 3614 | 2015.01.28 08:10 | modify | 1197 | 1.00 | 117.923 | 116.523 | 118.523 | ||
| 3615 | 2015.01.28 09:35 | close | 1197 | 1.00 | 118.136 | 116.523 | 118.523 | 21300.00 | 5613589.16 |
| 3616 | 2015.01.28 11:00 | buy | 1198 | 1.00 | 117.803 | 0.000 | 0.000 | ||
| 3617 | 2015.01.28 11:00 | modify | 1198 | 1.00 | 117.803 | 116.403 | 118.403 | ||
| 3618 | 2015.01.28 14:50 | close | 1198 | 1.00 | 117.891 | 116.403 | 118.403 | 8800.00 | 5622389.16 |
| 3619 | 2015.02.02 04:00 | sell | 1199 | 1.00 | 117.616 | 0.000 | 0.000 | ||
| 3620 | 2015.02.02 04:00 | modify | 1199 | 1.00 | 117.616 | 119.016 | 117.016 | ||
| 3621 | 2015.02.02 07:30 | close | 1199 | 1.00 | 117.611 | 119.016 | 117.016 | 500.00 | 5622889.16 |
| 3622 | 2015.02.04 09:30 | buy | 1200 | 1.00 | 117.538 | 0.000 | 0.000 | ||
| 3623 | 2015.02.04 09:30 | modify | 1200 | 1.00 | 117.538 | 116.138 | 118.138 | ||
| 3624 | 2015.02.04 13:15 | close | 1200 | 1.00 | 117.489 | 116.138 | 118.138 | -4900.00 | 5617989.16 |
| 3625 | 2015.02.05 05:50 | sell | 1201 | 1.00 | 117.416 | 0.000 | 0.000 | ||
| 3626 | 2015.02.05 05:50 | modify | 1201 | 1.00 | 117.416 | 118.816 | 116.816 | ||
| 3627 | 2015.02.05 07:45 | close | 1201 | 1.00 | 117.208 | 118.816 | 116.816 | 20800.00 | 5638789.16 |
| 3628 | 2015.02.11 02:15 | buy | 1202 | 1.00 | 119.305 | 0.000 | 0.000 | ||
| 3629 | 2015.02.11 02:15 | modify | 1202 | 1.00 | 119.305 | 117.905 | 119.905 | ||
| 3630 | 2015.02.11 02:55 | close | 1202 | 1.00 | 119.415 | 117.905 | 119.905 | 11000.00 | 5649789.16 |
| 3631 | 2015.02.11 03:05 | sell | 1203 | 1.00 | 119.522 | 0.000 | 0.000 | ||
| 3632 | 2015.02.11 03:05 | modify | 1203 | 1.00 | 119.522 | 120.922 | 118.922 | ||
| 3633 | 2015.02.11 06:10 | close | 1203 | 1.00 | 119.645 | 120.922 | 118.922 | -12300.00 | 5637489.16 |
| 3634 | 2015.02.12 02:05 | buy | 1204 | 1.00 | 120.113 | 0.000 | 0.000 | ||
| 3635 | 2015.02.12 02:05 | modify | 1204 | 1.00 | 120.113 | 118.713 | 120.713 | ||
| 3636 | 2015.02.12 04:40 | close | 1204 | 1.00 | 120.178 | 118.713 | 120.713 | 6500.00 | 5643989.16 |
| 3637 | 2015.02.12 05:15 | sell | 1205 | 1.00 | 120.305 | 0.000 | 0.000 | ||
| 3638 | 2015.02.12 05:15 | modify | 1205 | 1.00 | 120.305 | 121.705 | 119.705 | ||
| 3639 | 2015.02.12 08:10 | close | 1205 | 1.00 | 120.208 | 121.705 | 119.705 | 9700.00 | 5653689.16 |
| 3640 | 2015.02.18 04:50 | buy | 1206 | 1.00 | 119.050 | 0.000 | 0.000 | ||
| 3641 | 2015.02.18 04:50 | modify | 1206 | 1.00 | 119.050 | 117.650 | 119.650 | ||
| 3642 | 2015.02.18 07:00 | close | 1206 | 1.00 | 118.999 | 117.650 | 119.650 | -5100.00 | 5648589.16 |
| 3643 | 2015.02.19 18:55 | buy | 1207 | 1.00 | 118.818 | 0.000 | 0.000 | ||
| 3644 | 2015.02.19 18:55 | modify | 1207 | 1.00 | 118.818 | 117.418 | 119.418 | ||
| 3645 | 2015.02.19 20:45 | close | 1207 | 1.00 | 118.998 | 117.418 | 119.418 | 18000.00 | 5666589.16 |
| 3646 | 2015.02.23 06:15 | buy | 1208 | 1.00 | 118.943 | 0.000 | 0.000 | ||
| 3647 | 2015.02.23 06:15 | modify | 1208 | 1.00 | 118.943 | 117.543 | 119.543 | ||
| 3648 | 2015.02.23 08:00 | close | 1208 | 1.00 | 119.007 | 117.543 | 119.543 | 6400.00 | 5672989.16 |
| 3649 | 2015.02.23 23:30 | buy | 1209 | 1.00 | 118.779 | 0.000 | 0.000 | ||
| 3650 | 2015.02.23 23:30 | modify | 1209 | 1.00 | 118.779 | 117.379 | 119.379 | ||
| 3651 | 2015.02.24 01:25 | close | 1209 | 1.00 | 118.909 | 117.379 | 119.379 | 13759.08 | 5686748.25 |
| 3652 | 2015.02.27 02:20 | buy | 1210 | 1.00 | 119.260 | 0.000 | 0.000 | ||
| 3653 | 2015.02.27 02:20 | modify | 1210 | 1.00 | 119.260 | 117.860 | 119.860 | ||
| 3654 | 2015.02.27 08:25 | close | 1210 | 1.00 | 119.249 | 117.860 | 119.860 | -1100.00 | 5685648.25 |
| 3655 | 2015.02.27 12:05 | sell | 1211 | 1.00 | 119.445 | 0.000 | 0.000 | ||
| 3656 | 2015.02.27 12:05 | modify | 1211 | 1.00 | 119.445 | 120.845 | 118.845 | ||
| 3657 | 2015.02.27 13:55 | close | 1211 | 1.00 | 119.304 | 120.845 | 118.845 | 14100.00 | 5699748.25 |
| 3658 | 2015.03.10 13:45 | buy | 1212 | 1.00 | 121.539 | 0.000 | 0.000 | ||
| 3659 | 2015.03.10 13:45 | modify | 1212 | 1.00 | 121.539 | 120.139 | 122.139 | ||
| 3660 | 2015.03.10 18:10 | close | 1212 | 1.00 | 121.320 | 120.139 | 122.139 | -21900.00 | 5677848.25 |
| 3661 | 2015.03.11 02:25 | buy | 1213 | 1.00 | 120.989 | 0.000 | 0.000 | ||
| 3662 | 2015.03.11 02:25 | modify | 1213 | 1.00 | 120.989 | 119.589 | 121.589 | ||
| 3663 | 2015.03.11 03:15 | close | 1213 | 1.00 | 121.155 | 119.589 | 121.589 | 16600.00 | 5694448.25 |
| 3664 | 2015.03.11 03:45 | sell | 1214 | 1.00 | 121.264 | 0.000 | 0.000 | ||
| 3665 | 2015.03.11 03:45 | modify | 1214 | 1.00 | 121.264 | 122.664 | 120.664 | ||
| 3666 | 2015.03.11 08:00 | close | 1214 | 1.00 | 121.434 | 122.664 | 120.664 | -17000.00 | 5677448.25 |
| 3667 | 2015.03.12 20:20 | sell | 1215 | 1.00 | 121.385 | 0.000 | 0.000 | ||
| 3668 | 2015.03.12 20:20 | modify | 1215 | 1.00 | 121.385 | 122.785 | 120.785 | ||
| 3669 | 2015.03.12 23:20 | close | 1215 | 1.00 | 121.297 | 122.785 | 120.785 | 8800.00 | 5686248.25 |
| 3670 | 2015.03.19 06:50 | sell | 1216 | 1.00 | 120.317 | 0.000 | 0.000 | ||
| 3671 | 2015.03.19 06:50 | modify | 1216 | 1.00 | 120.317 | 121.717 | 119.717 | ||
| 3672 | 2015.03.19 13:05 | close | 1216 | 1.00 | 120.465 | 121.717 | 119.717 | -14800.00 | 5671448.25 |
| 3673 | 2015.03.19 23:35 | buy | 1217 | 1.00 | 120.724 | 0.000 | 0.000 | ||
| 3674 | 2015.03.19 23:35 | modify | 1217 | 1.00 | 120.724 | 119.324 | 121.324 | ||
| 3675 | 2015.03.20 05:40 | close | 1217 | 1.00 | 120.799 | 119.324 | 121.324 | 8271.61 | 5679719.85 |
| 3676 | 2015.03.20 10:15 | sell | 1218 | 1.00 | 120.839 | 0.000 | 0.000 | ||
| 3677 | 2015.03.20 10:15 | modify | 1218 | 1.00 | 120.839 | 122.239 | 120.239 | ||
| 3678 | 2015.03.20 15:20 | close | 1218 | 1.00 | 120.965 | 122.239 | 120.239 | -12600.00 | 5667119.85 |
| 3679 | 2015.03.23 07:10 | buy | 1219 | 1.00 | 119.813 | 0.000 | 0.000 | ||
| 3680 | 2015.03.23 07:10 | modify | 1219 | 1.00 | 119.813 | 118.413 | 120.413 | ||
| 3681 | 2015.03.23 11:00 | close | 1219 | 1.00 | 120.072 | 118.413 | 120.413 | 25900.00 | 5693019.85 |
| 3682 | 2015.04.10 03:35 | buy | 1220 | 1.00 | 120.462 | 0.000 | 0.000 | ||
| 3683 | 2015.04.10 03:35 | modify | 1220 | 1.00 | 120.462 | 119.062 | 121.062 | ||
| 3684 | 2015.04.10 04:35 | close | 1220 | 1.00 | 120.598 | 119.062 | 121.062 | 13600.00 | 5706619.85 |
| 3685 | 2015.04.14 03:10 | buy | 1221 | 1.00 | 119.979 | 0.000 | 0.000 | ||
| 3686 | 2015.04.14 03:10 | modify | 1221 | 1.00 | 119.979 | 118.579 | 120.579 | ||
| 3687 | 2015.04.14 07:40 | close | 1221 | 1.00 | 119.953 | 118.579 | 120.579 | -2600.00 | 5704019.85 |
| 3688 | 2015.04.16 03:15 | buy | 1222 | 1.00 | 119.018 | 0.000 | 0.000 | ||
| 3689 | 2015.04.16 03:15 | modify | 1222 | 1.00 | 119.018 | 117.618 | 119.618 | ||
| 3690 | 2015.04.16 05:55 | close | 1222 | 1.00 | 119.101 | 117.618 | 119.618 | 8300.00 | 5712319.85 |
| 3691 | 2015.04.16 13:15 | buy | 1223 | 1.00 | 119.124 | 0.000 | 0.000 | ||
| 3692 | 2015.04.16 13:15 | modify | 1223 | 1.00 | 119.124 | 117.724 | 119.724 | ||
| 3693 | 2015.04.16 15:10 | close | 1223 | 1.00 | 119.187 | 117.724 | 119.724 | 6300.00 | 5718619.85 |
| 3694 | 2015.04.27 19:10 | buy | 1224 | 1.00 | 119.043 | 0.000 | 0.000 | ||
| 3695 | 2015.04.27 19:10 | modify | 1224 | 1.00 | 119.043 | 117.643 | 119.643 | ||
| 3696 | 2015.04.27 22:30 | close | 1224 | 1.00 | 119.102 | 117.643 | 119.643 | 5900.00 | 5724519.85 |
| 3697 | 2015.05.01 03:20 | sell | 1225 | 1.00 | 119.589 | 0.000 | 0.000 | ||
| 3698 | 2015.05.01 03:20 | modify | 1225 | 1.00 | 119.589 | 120.989 | 118.989 | ||
| 3699 | 2015.05.01 07:30 | close | 1225 | 1.00 | 119.646 | 120.989 | 118.989 | -5700.00 | 5718819.85 |
| 3700 | 2015.05.04 05:45 | buy | 1226 | 1.00 | 120.037 | 0.000 | 0.000 | ||
| 3701 | 2015.05.04 05:45 | modify | 1226 | 1.00 | 120.037 | 118.637 | 120.637 | ||
| 3702 | 2015.05.04 10:10 | close | 1226 | 1.00 | 120.132 | 118.637 | 120.637 | 9500.00 | 5728319.85 |
| 3703 | 2015.05.04 10:15 | sell | 1227 | 1.00 | 120.189 | 0.000 | 0.000 | ||
| 3704 | 2015.05.04 10:15 | modify | 1227 | 1.00 | 120.189 | 121.589 | 119.589 | ||
| 3705 | 2015.05.04 11:40 | close | 1227 | 1.00 | 120.063 | 121.589 | 119.589 | 12600.00 | 5740919.85 |
| 3706 | 2015.05.08 04:40 | sell | 1228 | 1.00 | 119.927 | 0.000 | 0.000 | ||
| 3707 | 2015.05.08 04:40 | modify | 1228 | 1.00 | 119.927 | 121.327 | 119.327 | ||
| 3708 | 2015.05.08 07:25 | close | 1228 | 1.00 | 119.865 | 121.327 | 119.327 | 6200.00 | 5747119.85 |
| 3709 | 2015.05.14 03:40 | sell | 1229 | 1.00 | 119.334 | 0.000 | 0.000 | ||
| 3710 | 2015.05.14 03:40 | modify | 1229 | 1.00 | 119.334 | 120.734 | 118.734 | ||
| 3711 | 2015.05.14 06:50 | close | 1229 | 1.00 | 119.157 | 120.734 | 118.734 | 17700.00 | 5764819.85 |
| 3712 | 2015.05.29 10:45 | buy | 1230 | 1.00 | 123.731 | 0.000 | 0.000 | ||
| 3713 | 2015.05.29 10:45 | modify | 1230 | 1.00 | 123.731 | 122.331 | 124.331 | ||
| 3714 | 2015.05.29 11:50 | close | 1230 | 1.00 | 123.820 | 122.331 | 124.331 | 8900.00 | 5773719.85 |
| 3715 | 2015.06.08 03:35 | buy | 1231 | 1.00 | 125.478 | 0.000 | 0.000 | ||
| 3716 | 2015.06.08 03:35 | modify | 1231 | 1.00 | 125.478 | 124.078 | 126.078 | ||
| 3717 | 2015.06.08 08:45 | close | 1231 | 1.00 | 125.534 | 124.078 | 126.078 | 5600.00 | 5779319.85 |
| 3718 | 2015.06.11 02:15 | sell | 1232 | 1.00 | 122.841 | 0.000 | 0.000 | ||
| 3719 | 2015.06.11 02:15 | modify | 1232 | 1.00 | 122.841 | 124.241 | 122.241 | ||
| 3720 | 2015.06.11 15:40 | close | 1232 | 1.00 | 123.499 | 124.241 | 122.241 | -65800.00 | 5713519.85 |
| 3721 | 2015.06.11 21:45 | buy | 1233 | 1.00 | 123.475 | 0.000 | 0.000 | ||
| 3722 | 2015.06.11 21:45 | modify | 1233 | 1.00 | 123.475 | 122.075 | 124.075 | ||
| 3723 | 2015.06.12 00:50 | close | 1233 | 1.00 | 123.482 | 122.075 | 124.075 | 1488.55 | 5715008.41 |
| 3724 | 2015.06.12 02:50 | sell | 1234 | 1.00 | 123.628 | 0.000 | 0.000 | ||
| 3725 | 2015.06.12 02:50 | modify | 1234 | 1.00 | 123.628 | 125.028 | 123.028 | ||
| 3726 | 2015.06.12 03:55 | close | 1234 | 1.00 | 123.483 | 125.028 | 123.028 | 14500.00 | 5729508.41 |
| 3727 | 2015.06.17 21:05 | buy | 1235 | 1.00 | 123.929 | 0.000 | 0.000 | ||
| 3728 | 2015.06.17 21:05 | modify | 1235 | 1.00 | 123.929 | 122.529 | 124.529 | ||
| 3729 | 2015.06.18 01:50 | close | 1235 | 1.00 | 123.524 | 122.529 | 124.529 | -38134.28 | 5691374.13 |
| 3730 | 2015.06.18 08:40 | buy | 1236 | 1.00 | 122.888 | 0.000 | 0.000 | ||
| 3731 | 2015.06.18 08:40 | modify | 1236 | 1.00 | 122.888 | 121.488 | 123.488 | ||
| 3732 | 2015.06.18 10:40 | close | 1236 | 1.00 | 122.852 | 121.488 | 123.488 | -3600.00 | 5687774.13 |
| 3733 | 2015.06.18 19:35 | sell | 1237 | 1.00 | 123.148 | 0.000 | 0.000 | ||
| 3734 | 2015.06.18 19:35 | modify | 1237 | 1.00 | 123.148 | 124.548 | 122.548 | ||
| 3735 | 2015.06.18 22:30 | close | 1237 | 1.00 | 122.897 | 124.548 | 122.548 | 25100.00 | 5712874.13 |
| 3736 | 2015.06.24 03:10 | buy | 1238 | 1.00 | 123.805 | 0.000 | 0.000 | ||
| 3737 | 2015.06.24 03:10 | modify | 1238 | 1.00 | 123.805 | 122.405 | 124.405 | ||
| 3738 | 2015.06.24 04:05 | close | 1238 | 1.00 | 123.924 | 122.405 | 124.405 | 11900.00 | 5724774.13 |
| 3739 | 2015.07.06 09:50 | sell | 1239 | 1.00 | 122.637 | 0.000 | 0.000 | ||
| 3740 | 2015.07.06 09:50 | modify | 1239 | 1.00 | 122.637 | 124.037 | 122.037 | ||
| 3741 | 2015.07.06 15:40 | close | 1239 | 1.00 | 122.664 | 124.037 | 122.037 | -2700.00 | 5722074.13 |
| 3742 | 2015.07.06 20:25 | buy | 1240 | 1.00 | 122.449 | 0.000 | 0.000 | ||
| 3743 | 2015.07.06 20:25 | modify | 1240 | 1.00 | 122.449 | 121.049 | 123.049 | ||
| 3744 | 2015.07.06 23:15 | close | 1240 | 1.00 | 122.530 | 121.049 | 123.049 | 8100.00 | 5730174.13 |
| 3745 | 2015.07.13 00:05 | buy | 1241 | 1.00 | 122.338 | 0.000 | 0.000 | ||
| 3746 | 2015.07.13 00:05 | modify | 1241 | 1.00 | 122.338 | 120.938 | 122.938 | ||
| 3747 | 2015.07.13 01:05 | close | 1241 | 1.00 | 122.595 | 120.938 | 122.938 | 25700.00 | 5755874.13 |
| 3748 | 2015.07.13 09:50 | sell | 1242 | 1.00 | 122.837 | 0.000 | 0.000 | ||
| 3749 | 2015.07.13 09:50 | modify | 1242 | 1.00 | 122.837 | 124.237 | 122.237 | ||
| 3750 | 2015.07.13 09:55 | close | 1242 | 1.00 | 122.935 | 124.237 | 122.237 | -9800.00 | 5746074.13 |