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 |
| 3751 | 2015.07.22 04:35 | buy | 1243 | 1.00 | 123.658 | 0.000 | 0.000 | ||
| 3752 | 2015.07.22 04:35 | modify | 1243 | 1.00 | 123.658 | 122.258 | 124.258 | ||
| 3753 | 2015.07.22 04:40 | close | 1243 | 1.00 | 123.624 | 122.258 | 124.258 | -3400.00 | 5742674.13 |
| 3754 | 2015.07.22 13:30 | sell | 1244 | 1.00 | 123.829 | 0.000 | 0.000 | ||
| 3755 | 2015.07.22 13:30 | modify | 1244 | 1.00 | 123.829 | 125.229 | 123.229 | ||
| 3756 | 2015.07.22 22:20 | close | 1244 | 1.00 | 124.048 | 125.229 | 123.229 | -21900.00 | 5720774.13 |
| 3757 | 2015.08.12 20:55 | sell | 1245 | 1.00 | 124.164 | 0.000 | 0.000 | ||
| 3758 | 2015.08.12 20:55 | modify | 1245 | 1.00 | 124.164 | 125.564 | 123.564 | ||
| 3759 | 2015.08.13 01:30 | close | 1245 | 1.00 | 124.153 | 125.564 | 123.564 | -4023.74 | 5716750.38 |
| 3760 | 2015.08.20 08:15 | sell | 1246 | 1.00 | 124.032 | 0.000 | 0.000 | ||
| 3761 | 2015.08.20 08:15 | modify | 1246 | 1.00 | 124.032 | 125.432 | 123.432 | ||
| 3762 | 2015.08.20 11:45 | close | 1246 | 1.00 | 123.985 | 125.432 | 123.432 | 4700.00 | 5721450.38 |
| 3763 | 2015.08.20 11:55 | buy | 1247 | 1.00 | 123.919 | 0.000 | 0.000 | ||
| 3764 | 2015.08.20 11:55 | modify | 1247 | 1.00 | 123.919 | 122.519 | 124.519 | ||
| 3765 | 2015.08.20 13:25 | close | 1247 | 1.00 | 123.987 | 122.519 | 124.519 | 6800.00 | 5728250.38 |
| 3766 | 2015.08.21 04:50 | buy | 1248 | 1.00 | 123.258 | 0.000 | 0.000 | ||
| 3767 | 2015.08.21 04:50 | modify | 1248 | 1.00 | 123.258 | 121.858 | 123.858 | ||
| 3768 | 2015.08.21 05:30 | close | 1248 | 1.00 | 123.193 | 121.858 | 123.858 | -6500.00 | 5721750.38 |
| 3769 | 2015.08.26 07:45 | sell | 1249 | 1.00 | 119.597 | 0.000 | 0.000 | ||
| 3770 | 2015.08.26 07:45 | modify | 1249 | 1.00 | 119.597 | 120.997 | 118.997 | ||
| 3771 | 2015.08.26 08:00 | close | 1249 | 1.00 | 119.577 | 120.997 | 118.997 | 2000.00 | 5723750.38 |
| 3772 | 2015.08.27 22:00 | buy | 1250 | 1.00 | 120.628 | 0.000 | 0.000 | ||
| 3773 | 2015.08.27 22:00 | modify | 1250 | 1.00 | 120.628 | 119.228 | 121.228 | ||
| 3774 | 2015.08.27 22:30 | modify | 1250 | 1.00 | 120.628 | 120.789 | 121.228 | ||
| 3775 | 2015.08.27 22:35 | close | 1250 | 1.00 | 120.897 | 120.789 | 121.228 | 26900.00 | 5750650.38 |
| 3776 | 2015.08.28 10:50 | buy | 1251 | 1.00 | 120.858 | 0.000 | 0.000 | ||
| 3777 | 2015.08.28 10:50 | modify | 1251 | 1.00 | 120.858 | 119.458 | 121.458 | ||
| 3778 | 2015.08.28 14:40 | close | 1251 | 1.00 | 120.926 | 119.458 | 121.458 | 6800.00 | 5757450.38 |
| 3779 | 2015.09.02 03:05 | sell | 1252 | 1.00 | 119.889 | 0.000 | 0.000 | ||
| 3780 | 2015.09.02 03:05 | modify | 1252 | 1.00 | 119.889 | 121.289 | 119.289 | ||
| 3781 | 2015.09.02 08:00 | close | 1252 | 1.00 | 120.209 | 121.289 | 119.289 | -32000.00 | 5725450.38 |
| 3782 | 2015.09.08 21:25 | sell | 1253 | 1.00 | 119.961 | 0.000 | 0.000 | ||
| 3783 | 2015.09.08 21:25 | modify | 1253 | 1.00 | 119.961 | 121.361 | 119.361 | ||
| 3784 | 2015.09.08 22:25 | close | 1253 | 1.00 | 119.850 | 121.361 | 119.361 | 11100.00 | 5736550.38 |
| 3785 | 2015.09.10 07:55 | sell | 1254 | 1.00 | 120.963 | 0.000 | 0.000 | ||
| 3786 | 2015.09.10 07:55 | modify | 1254 | 1.00 | 120.963 | 122.363 | 120.363 | ||
| 3787 | 2015.09.10 08:00 | close | 1254 | 1.00 | 120.621 | 122.363 | 120.363 | 34200.00 | 5770750.38 |
| 3788 | 2015.09.11 03:20 | sell | 1255 | 1.00 | 120.927 | 0.000 | 0.000 | ||
| 3789 | 2015.09.11 03:20 | modify | 1255 | 1.00 | 120.927 | 122.327 | 120.327 | ||
| 3790 | 2015.09.11 08:45 | close | 1255 | 1.00 | 120.724 | 122.327 | 120.327 | 20300.00 | 5791050.38 |
| 3791 | 2015.09.11 09:40 | buy | 1256 | 1.00 | 120.626 | 0.000 | 0.000 | ||
| 3792 | 2015.09.11 09:40 | modify | 1256 | 1.00 | 120.626 | 119.226 | 121.226 | ||
| 3793 | 2015.09.11 13:50 | close | 1256 | 1.00 | 120.670 | 119.226 | 121.226 | 4400.00 | 5795450.38 |
| 3794 | 2015.09.14 20:45 | sell | 1257 | 1.00 | 120.144 | 0.000 | 0.000 | ||
| 3795 | 2015.09.14 20:45 | modify | 1257 | 1.00 | 120.144 | 121.544 | 119.544 | ||
| 3796 | 2015.09.14 21:30 | close | 1257 | 1.00 | 120.060 | 121.544 | 119.544 | 8400.00 | 5803850.38 |
| 3797 | 2015.09.16 03:15 | buy | 1258 | 1.00 | 120.307 | 0.000 | 0.000 | ||
| 3798 | 2015.09.16 03:15 | modify | 1258 | 1.00 | 120.307 | 118.907 | 120.907 | ||
| 3799 | 2015.09.16 08:00 | close | 1258 | 1.00 | 120.202 | 118.907 | 120.907 | -10500.00 | 5793350.38 |
| 3800 | 2015.09.18 07:45 | buy | 1259 | 1.00 | 119.791 | 0.000 | 0.000 | ||
| 3801 | 2015.09.18 07:45 | modify | 1259 | 1.00 | 119.791 | 118.391 | 120.391 | ||
| 3802 | 2015.09.18 09:05 | close | 1259 | 1.00 | 119.604 | 118.391 | 120.391 | -18700.00 | 5774650.38 |
| 3803 | 2015.09.18 09:05 | buy | 1260 | 1.00 | 119.605 | 0.000 | 0.000 | ||
| 3804 | 2015.09.18 09:05 | modify | 1260 | 1.00 | 119.605 | 118.205 | 120.205 | ||
| 3805 | 2015.09.18 09:20 | modify | 1260 | 1.00 | 119.605 | 119.768 | 120.205 | ||
| 3806 | 2015.09.18 09:28 | s/l | 1260 | 1.00 | 119.768 | 119.768 | 120.205 | 16300.00 | 5790950.38 |
| 3807 | 2015.09.21 03:30 | buy | 1261 | 1.00 | 119.839 | 0.000 | 0.000 | ||
| 3808 | 2015.09.21 03:30 | modify | 1261 | 1.00 | 119.839 | 118.439 | 120.439 | ||
| 3809 | 2015.09.21 08:05 | close | 1261 | 1.00 | 119.850 | 118.439 | 120.439 | 1100.00 | 5792050.38 |
| 3810 | 2015.09.22 08:30 | sell | 1262 | 1.00 | 120.525 | 0.000 | 0.000 | ||
| 3811 | 2015.09.22 08:30 | modify | 1262 | 1.00 | 120.525 | 121.925 | 119.925 | ||
| 3812 | 2015.09.22 09:35 | close | 1262 | 1.00 | 120.420 | 121.925 | 119.925 | 10500.00 | 5802550.38 |
| 3813 | 2015.09.23 04:50 | buy | 1263 | 1.00 | 119.959 | 0.000 | 0.000 | ||
| 3814 | 2015.09.23 04:50 | modify | 1263 | 1.00 | 119.959 | 118.559 | 120.559 | ||
| 3815 | 2015.09.23 08:00 | close | 1263 | 1.00 | 119.745 | 118.559 | 120.559 | -21400.00 | 5781150.38 |
| 3816 | 2015.09.24 19:35 | sell | 1264 | 1.00 | 119.785 | 0.000 | 0.000 | ||
| 3817 | 2015.09.24 19:35 | modify | 1264 | 1.00 | 119.785 | 121.185 | 119.185 | ||
| 3818 | 2015.09.24 20:05 | modify | 1264 | 1.00 | 119.785 | 119.598 | 119.185 | ||
| 3819 | 2015.09.24 20:09 | s/l | 1264 | 1.00 | 119.599 | 119.598 | 119.185 | 18600.00 | 5799750.38 |
| 3820 | 2015.09.24 21:20 | sell | 1265 | 1.00 | 119.881 | 0.000 | 0.000 | ||
| 3821 | 2015.09.24 21:20 | modify | 1265 | 1.00 | 119.881 | 121.281 | 119.281 | ||
| 3822 | 2015.09.25 05:05 | close | 1265 | 1.00 | 120.123 | 121.281 | 119.281 | -25851.02 | 5773899.37 |
| 3823 | 2015.09.29 10:35 | sell | 1266 | 1.00 | 119.754 | 0.000 | 0.000 | ||
| 3824 | 2015.09.29 10:35 | modify | 1266 | 1.00 | 119.754 | 121.154 | 119.154 | ||
| 3825 | 2015.09.29 16:30 | close | 1266 | 1.00 | 119.816 | 121.154 | 119.154 | -6200.00 | 5767699.37 |
| 3826 | 2015.10.01 21:20 | sell | 1267 | 1.00 | 119.879 | 0.000 | 0.000 | ||
| 3827 | 2015.10.01 21:20 | modify | 1267 | 1.00 | 119.879 | 121.279 | 119.279 | ||
| 3828 | 2015.10.02 01:15 | close | 1267 | 1.00 | 119.851 | 121.279 | 119.279 | 1150.99 | 5768850.36 |
| 3829 | 2015.10.16 09:45 | buy | 1268 | 1.00 | 118.976 | 0.000 | 0.000 | ||
| 3830 | 2015.10.16 09:45 | modify | 1268 | 1.00 | 118.976 | 117.576 | 119.576 | ||
| 3831 | 2015.10.16 10:20 | close | 1268 | 1.00 | 119.163 | 117.576 | 119.576 | 18700.00 | 5787550.36 |
| 3832 | 2015.10.16 13:45 | buy | 1269 | 1.00 | 118.968 | 0.000 | 0.000 | ||
| 3833 | 2015.10.16 13:45 | modify | 1269 | 1.00 | 118.968 | 117.568 | 119.568 | ||
| 3834 | 2015.10.16 15:35 | close | 1269 | 1.00 | 119.110 | 117.568 | 119.568 | 14200.00 | 5801750.36 |
| 3835 | 2015.10.19 03:05 | buy | 1270 | 1.00 | 119.283 | 0.000 | 0.000 | ||
| 3836 | 2015.10.19 03:05 | modify | 1270 | 1.00 | 119.283 | 117.883 | 119.883 | ||
| 3837 | 2015.10.19 05:15 | close | 1270 | 1.00 | 119.402 | 117.883 | 119.883 | 11900.00 | 5813650.36 |
| 3838 | 2015.10.23 02:30 | sell | 1271 | 1.00 | 120.839 | 0.000 | 0.000 | ||
| 3839 | 2015.10.23 02:30 | modify | 1271 | 1.00 | 120.839 | 122.239 | 120.239 | ||
| 3840 | 2015.10.23 02:35 | close | 1271 | 1.00 | 120.859 | 122.239 | 120.239 | -2000.00 | 5811650.36 |
| 3841 | 2015.10.23 03:05 | sell | 1272 | 1.00 | 120.932 | 0.000 | 0.000 | ||
| 3842 | 2015.10.23 03:05 | modify | 1272 | 1.00 | 120.932 | 122.332 | 120.332 | ||
| 3843 | 2015.10.23 03:10 | close | 1272 | 1.00 | 120.962 | 122.332 | 120.332 | -3000.00 | 5808650.36 |
| 3844 | 2015.10.26 03:05 | buy | 1273 | 1.00 | 121.229 | 0.000 | 0.000 | ||
| 3845 | 2015.10.26 03:05 | modify | 1273 | 1.00 | 121.229 | 119.829 | 121.829 | ||
| 3846 | 2015.10.26 12:20 | close | 1273 | 1.00 | 121.061 | 119.829 | 121.829 | -16800.00 | 5791850.36 |
| 3847 | 2015.10.29 03:15 | buy | 1274 | 1.00 | 120.816 | 0.000 | 0.000 | ||
| 3848 | 2015.10.29 03:15 | modify | 1274 | 1.00 | 120.816 | 119.416 | 121.416 | ||
| 3849 | 2015.10.29 08:25 | close | 1274 | 1.00 | 120.774 | 119.416 | 121.416 | -4200.00 | 5787650.36 |
| 3850 | 2015.11.02 09:10 | sell | 1275 | 1.00 | 120.462 | 0.000 | 0.000 | ||
| 3851 | 2015.11.02 09:10 | modify | 1275 | 1.00 | 120.462 | 121.862 | 119.862 | ||
| 3852 | 2015.11.02 15:00 | close | 1275 | 1.00 | 120.590 | 121.862 | 119.862 | -12800.00 | 5774850.36 |
| 3853 | 2015.11.05 03:10 | buy | 1276 | 1.00 | 121.437 | 0.000 | 0.000 | ||
| 3854 | 2015.11.05 03:10 | modify | 1276 | 1.00 | 121.437 | 120.037 | 122.037 | ||
| 3855 | 2015.11.05 09:05 | close | 1276 | 1.00 | 121.544 | 120.037 | 122.037 | 10700.00 | 5785550.36 |
| 3856 | 2015.11.17 10:05 | buy | 1277 | 1.00 | 123.257 | 0.000 | 0.000 | ||
| 3857 | 2015.11.17 10:05 | modify | 1277 | 1.00 | 123.257 | 121.857 | 123.857 | ||
| 3858 | 2015.11.17 14:10 | close | 1277 | 1.00 | 123.316 | 121.857 | 123.857 | 5900.00 | 5791450.36 |
| 3859 | 2015.11.20 03:10 | sell | 1278 | 1.00 | 123.026 | 0.000 | 0.000 | ||
| 3860 | 2015.11.20 03:10 | modify | 1278 | 1.00 | 123.026 | 124.426 | 122.426 | ||
| 3861 | 2015.11.20 04:30 | close | 1278 | 1.00 | 122.908 | 124.426 | 122.426 | 11800.00 | 5803250.36 |
| 3862 | 2015.12.04 01:30 | sell | 1279 | 1.00 | 122.719 | 0.000 | 0.000 | ||
| 3863 | 2015.12.04 01:30 | modify | 1279 | 1.00 | 122.719 | 124.119 | 122.119 | ||
| 3864 | 2015.12.04 02:10 | close | 1279 | 1.00 | 122.535 | 124.119 | 122.119 | 18400.00 | 5821650.36 |
| 3865 | 2015.12.10 01:00 | sell | 1280 | 1.00 | 121.631 | 0.000 | 0.000 | ||
| 3866 | 2015.12.10 01:00 | modify | 1280 | 1.00 | 121.631 | 123.031 | 121.031 | ||
| 3867 | 2015.12.10 03:05 | close | 1280 | 1.00 | 121.464 | 123.031 | 121.031 | 16700.00 | 5838350.36 |
| 3868 | 2015.12.10 03:15 | buy | 1281 | 1.00 | 121.323 | 0.000 | 0.000 | ||
| 3869 | 2015.12.10 03:15 | modify | 1281 | 1.00 | 121.323 | 119.923 | 121.923 | ||
| 3870 | 2015.12.10 03:40 | close | 1281 | 1.00 | 121.542 | 119.923 | 121.923 | 21900.00 | 5860250.36 |
| 3871 | 2015.12.10 21:20 | sell | 1282 | 1.00 | 121.624 | 0.000 | 0.000 | ||
| 3872 | 2015.12.10 21:20 | modify | 1282 | 1.00 | 121.624 | 123.024 | 121.024 | ||
| 3873 | 2015.12.11 00:00 | close | 1282 | 1.00 | 121.580 | 123.024 | 121.024 | 2728.48 | 5862978.84 |
| 3874 | 2015.12.11 12:10 | buy | 1283 | 1.00 | 121.762 | 0.000 | 0.000 | ||
| 3875 | 2015.12.11 12:10 | modify | 1283 | 1.00 | 121.762 | 120.362 | 122.362 | ||
| 3876 | 2015.12.11 15:35 | close | 1283 | 1.00 | 121.552 | 120.362 | 122.362 | -21000.00 | 5841978.84 |
| 3877 | 2015.12.14 22:35 | sell | 1284 | 1.00 | 120.879 | 0.000 | 0.000 | ||
| 3878 | 2015.12.14 22:35 | modify | 1284 | 1.00 | 120.879 | 122.279 | 120.279 | ||
| 3879 | 2015.12.15 03:55 | close | 1284 | 1.00 | 120.970 | 122.279 | 120.279 | -10764.19 | 5831214.65 |
| 3880 | 2015.12.16 02:10 | sell | 1285 | 1.00 | 121.797 | 0.000 | 0.000 | ||
| 3881 | 2015.12.16 02:10 | modify | 1285 | 1.00 | 121.797 | 123.197 | 121.197 | ||
| 3882 | 2015.12.16 02:20 | close | 1285 | 1.00 | 121.834 | 123.197 | 121.197 | -3700.00 | 5827514.65 |
| 3883 | 2016.01.05 03:10 | buy | 1286 | 1.00 | 119.200 | 0.000 | 0.000 | ||
| 3884 | 2016.01.05 03:10 | modify | 1286 | 1.00 | 119.200 | 117.800 | 119.800 | ||
| 3885 | 2016.01.05 03:40 | close | 1286 | 1.00 | 119.421 | 117.800 | 119.800 | 22100.00 | 5849614.65 |
| 3886 | 2016.01.11 22:30 | sell | 1287 | 1.00 | 117.678 | 0.000 | 0.000 | ||
| 3887 | 2016.01.11 22:30 | modify | 1287 | 1.00 | 117.678 | 119.078 | 117.078 | ||
| 3888 | 2016.01.12 01:15 | close | 1287 | 1.00 | 117.662 | 119.078 | 117.078 | -19.19 | 5849595.46 |
| 3889 | 2016.01.12 11:20 | sell | 1288 | 1.00 | 117.689 | 0.000 | 0.000 | ||
| 3890 | 2016.01.12 11:20 | modify | 1288 | 1.00 | 117.689 | 119.089 | 117.089 | ||
| 3891 | 2016.01.12 16:20 | close | 1288 | 1.00 | 117.691 | 119.089 | 117.089 | -200.00 | 5849395.46 |
| 3892 | 2016.01.14 08:05 | sell | 1289 | 1.00 | 117.720 | 0.000 | 0.000 | ||
| 3893 | 2016.01.14 08:05 | modify | 1289 | 1.00 | 117.720 | 119.120 | 117.120 | ||
| 3894 | 2016.01.14 10:55 | close | 1289 | 1.00 | 117.705 | 119.120 | 117.120 | 1500.00 | 5850895.46 |
| 3895 | 2016.01.18 03:20 | sell | 1290 | 1.00 | 117.304 | 0.000 | 0.000 | ||
| 3896 | 2016.01.18 03:20 | modify | 1290 | 1.00 | 117.304 | 118.704 | 116.704 | ||
| 3897 | 2016.01.18 06:55 | close | 1290 | 1.00 | 117.173 | 118.704 | 116.704 | 13100.00 | 5863995.46 |
| 3898 | 2016.01.20 02:05 | buy | 1291 | 1.00 | 117.488 | 0.000 | 0.000 | ||
| 3899 | 2016.01.20 02:05 | modify | 1291 | 1.00 | 117.488 | 116.088 | 118.088 | ||
| 3900 | 2016.01.20 05:50 | close | 1291 | 1.00 | 117.001 | 116.088 | 118.088 | -48700.00 | 5815295.46 |