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 |
| 3901 | 2016.01.21 06:05 | buy | 1292 | 1.00 | 117.084 | 0.000 | 0.000 | ||
| 3902 | 2016.01.21 06:05 | modify | 1292 | 1.00 | 117.084 | 115.684 | 117.684 | ||
| 3903 | 2016.01.21 10:10 | close | 1292 | 1.00 | 116.919 | 115.684 | 117.684 | -16500.00 | 5798795.46 |
| 3904 | 2016.01.26 12:00 | sell | 1293 | 1.00 | 118.230 | 0.000 | 0.000 | ||
| 3905 | 2016.01.26 12:00 | modify | 1293 | 1.00 | 118.230 | 119.630 | 117.630 | ||
| 3906 | 2016.01.26 21:40 | close | 1293 | 1.00 | 118.483 | 119.630 | 117.630 | -25300.00 | 5773495.46 |
| 3907 | 2016.01.26 22:10 | buy | 1294 | 1.00 | 118.395 | 0.000 | 0.000 | ||
| 3908 | 2016.01.26 22:10 | modify | 1294 | 1.00 | 118.395 | 116.995 | 118.995 | ||
| 3909 | 2016.01.27 06:40 | close | 1294 | 1.00 | 118.285 | 116.995 | 118.995 | -10243.42 | 5763252.05 |
| 3910 | 2016.01.28 01:40 | buy | 1295 | 1.00 | 118.508 | 0.000 | 0.000 | ||
| 3911 | 2016.01.28 01:40 | modify | 1295 | 1.00 | 118.508 | 117.108 | 119.108 | ||
| 3912 | 2016.01.28 02:55 | close | 1295 | 1.00 | 118.629 | 117.108 | 119.108 | 12100.00 | 5775352.05 |
| 3913 | 2016.01.28 03:15 | sell | 1296 | 1.00 | 118.739 | 0.000 | 0.000 | ||
| 3914 | 2016.01.28 03:15 | modify | 1296 | 1.00 | 118.739 | 120.139 | 118.139 | ||
| 3915 | 2016.01.28 05:50 | close | 1296 | 1.00 | 118.671 | 120.139 | 118.139 | 6800.00 | 5782152.05 |
| 3916 | 2016.02.04 01:50 | sell | 1297 | 1.00 | 118.191 | 0.000 | 0.000 | ||
| 3917 | 2016.02.04 01:50 | modify | 1297 | 1.00 | 118.191 | 119.591 | 117.591 | ||
| 3918 | 2016.02.04 02:05 | modify | 1297 | 1.00 | 118.191 | 118.034 | 117.591 | ||
| 3919 | 2016.02.04 02:07 | s/l | 1297 | 1.00 | 118.032 | 118.034 | 117.591 | 15900.00 | 5798052.05 |
| 3920 | 2016.02.08 10:30 | buy | 1298 | 1.00 | 117.122 | 0.000 | 0.000 | ||
| 3921 | 2016.02.08 10:30 | modify | 1298 | 1.00 | 117.122 | 115.722 | 117.722 | ||
| 3922 | 2016.02.08 14:25 | close | 1298 | 1.00 | 116.195 | 115.722 | 117.722 | -92700.00 | 5705352.05 |
| 3923 | 2016.02.11 06:15 | buy | 1299 | 1.00 | 112.608 | 0.000 | 0.000 | ||
| 3924 | 2016.02.11 06:15 | modify | 1299 | 1.00 | 112.608 | 111.208 | 113.208 | ||
| 3925 | 2016.02.11 08:25 | close | 1299 | 1.00 | 112.387 | 111.208 | 113.208 | -22100.00 | 5683252.05 |
| 3926 | 2016.02.11 21:55 | sell | 1300 | 1.00 | 112.475 | 0.000 | 0.000 | ||
| 3927 | 2016.02.11 21:55 | modify | 1300 | 1.00 | 112.475 | 113.875 | 111.875 | ||
| 3928 | 2016.02.11 22:10 | close | 1300 | 1.00 | 112.191 | 113.875 | 111.875 | 28400.00 | 5711652.05 |
| 3929 | 2016.02.12 02:10 | buy | 1301 | 1.00 | 112.118 | 0.000 | 0.000 | ||
| 3930 | 2016.02.12 02:10 | modify | 1301 | 1.00 | 112.118 | 110.718 | 112.718 | ||
| 3931 | 2016.02.12 02:35 | modify | 1301 | 1.00 | 112.118 | 112.277 | 112.718 | ||
| 3932 | 2016.02.12 02:40 | close | 1301 | 1.00 | 112.520 | 112.277 | 112.718 | 40200.00 | 5751852.05 |
| 3933 | 2016.02.12 08:25 | buy | 1302 | 1.00 | 112.061 | 0.000 | 0.000 | ||
| 3934 | 2016.02.12 08:25 | modify | 1302 | 1.00 | 112.061 | 110.661 | 112.661 | ||
| 3935 | 2016.02.12 10:00 | t/p | 1302 | 1.00 | 112.670 | 110.661 | 112.661 | 60900.00 | 5812752.05 |
| 3936 | 2016.02.16 23:30 | sell | 1303 | 1.00 | 114.051 | 0.000 | 0.000 | ||
| 3937 | 2016.02.16 23:30 | modify | 1303 | 1.00 | 114.051 | 115.451 | 113.451 | ||
| 3938 | 2016.02.17 03:25 | close | 1303 | 1.00 | 113.952 | 115.451 | 113.451 | 8331.48 | 5821083.53 |
| 3939 | 2016.02.17 21:05 | buy | 1304 | 1.00 | 113.953 | 0.000 | 0.000 | ||
| 3940 | 2016.02.17 21:05 | modify | 1304 | 1.00 | 113.953 | 112.553 | 114.553 | ||
| 3941 | 2016.02.17 23:50 | close | 1304 | 1.00 | 114.061 | 112.553 | 114.553 | 10800.00 | 5831883.53 |
| 3942 | 2016.02.19 07:40 | sell | 1305 | 1.00 | 113.100 | 0.000 | 0.000 | ||
| 3943 | 2016.02.19 07:40 | modify | 1305 | 1.00 | 113.100 | 114.500 | 112.500 | ||
| 3944 | 2016.02.19 09:35 | close | 1305 | 1.00 | 112.930 | 114.500 | 112.500 | 17000.00 | 5848883.53 |
| 3945 | 2016.02.22 09:05 | buy | 1306 | 1.00 | 112.731 | 0.000 | 0.000 | ||
| 3946 | 2016.02.22 09:05 | modify | 1306 | 1.00 | 112.731 | 111.331 | 113.331 | ||
| 3947 | 2016.02.22 09:40 | close | 1306 | 1.00 | 112.917 | 111.331 | 113.331 | 18600.00 | 5867483.53 |
| 3948 | 2016.02.22 21:20 | buy | 1307 | 1.00 | 112.936 | 0.000 | 0.000 | ||
| 3949 | 2016.02.22 21:20 | modify | 1307 | 1.00 | 112.936 | 111.536 | 113.536 | ||
| 3950 | 2016.02.23 00:35 | close | 1307 | 1.00 | 112.964 | 111.536 | 113.536 | 3521.45 | 5871004.98 |
| 3951 | 2016.02.24 09:05 | sell | 1308 | 1.00 | 112.008 | 0.000 | 0.000 | ||
| 3952 | 2016.02.24 09:05 | modify | 1308 | 1.00 | 112.008 | 113.408 | 111.408 | ||
| 3953 | 2016.02.24 11:30 | close | 1308 | 1.00 | 111.912 | 113.408 | 111.408 | 9600.00 | 5880604.98 |
| 3954 | 2016.02.24 22:10 | sell | 1309 | 1.00 | 111.825 | 0.000 | 0.000 | ||
| 3955 | 2016.02.24 22:10 | modify | 1309 | 1.00 | 111.825 | 113.225 | 111.225 | ||
| 3956 | 2016.02.25 01:05 | close | 1309 | 1.00 | 111.957 | 113.225 | 111.225 | -17827.51 | 5862777.47 |
| 3957 | 2016.02.26 01:55 | sell | 1310 | 1.00 | 113.066 | 0.000 | 0.000 | ||
| 3958 | 2016.02.26 01:55 | modify | 1310 | 1.00 | 113.066 | 114.466 | 112.466 | ||
| 3959 | 2016.02.26 03:15 | close | 1310 | 1.00 | 112.862 | 114.466 | 112.466 | 20400.00 | 5883177.47 |
| 3960 | 2016.02.26 04:05 | buy | 1311 | 1.00 | 112.726 | 0.000 | 0.000 | ||
| 3961 | 2016.02.26 04:05 | modify | 1311 | 1.00 | 112.726 | 111.326 | 113.326 | ||
| 3962 | 2016.02.26 09:20 | close | 1311 | 1.00 | 112.848 | 111.326 | 113.326 | 12200.00 | 5895377.47 |
| 3963 | 2016.02.29 01:00 | buy | 1312 | 1.00 | 113.705 | 0.000 | 0.000 | ||
| 3964 | 2016.02.29 01:00 | modify | 1312 | 1.00 | 113.705 | 112.305 | 114.305 | ||
| 3965 | 2016.02.29 09:30 | close | 1312 | 1.00 | 113.119 | 112.305 | 114.305 | -58600.00 | 5836777.47 |
| 3966 | 2016.03.01 06:50 | sell | 1313 | 1.00 | 112.643 | 0.000 | 0.000 | ||
| 3967 | 2016.03.01 06:50 | modify | 1313 | 1.00 | 112.643 | 114.043 | 112.043 | ||
| 3968 | 2016.03.01 13:50 | close | 1313 | 1.00 | 113.111 | 114.043 | 112.043 | -46800.00 | 5789977.47 |
| 3969 | 2016.03.02 02:10 | buy | 1314 | 1.00 | 113.831 | 0.000 | 0.000 | ||
| 3970 | 2016.03.02 02:10 | modify | 1314 | 1.00 | 113.831 | 112.431 | 114.431 | ||
| 3971 | 2016.03.02 03:05 | close | 1314 | 1.00 | 114.039 | 112.431 | 114.431 | 20800.00 | 5810777.47 |
| 3972 | 2016.03.04 03:05 | buy | 1315 | 1.00 | 113.509 | 0.000 | 0.000 | ||
| 3973 | 2016.03.04 03:05 | modify | 1315 | 1.00 | 113.509 | 112.109 | 114.109 | ||
| 3974 | 2016.03.04 04:50 | close | 1315 | 1.00 | 113.602 | 112.109 | 114.109 | 9300.00 | 5820077.47 |
| 3975 | 2016.03.08 07:00 | sell | 1316 | 1.00 | 113.215 | 0.000 | 0.000 | ||
| 3976 | 2016.03.08 07:00 | modify | 1316 | 1.00 | 113.215 | 114.615 | 112.615 | ||
| 3977 | 2016.03.08 08:35 | close | 1316 | 1.00 | 113.013 | 114.615 | 112.615 | 20200.00 | 5840277.47 |
| 3978 | 2016.03.10 03:20 | sell | 1317 | 1.00 | 113.484 | 0.000 | 0.000 | ||
| 3979 | 2016.03.10 03:20 | modify | 1317 | 1.00 | 113.484 | 114.884 | 112.884 | ||
| 3980 | 2016.03.10 03:35 | close | 1317 | 1.00 | 113.541 | 114.884 | 112.884 | -5700.00 | 5834577.47 |
| 3981 | 2016.03.11 05:40 | sell | 1318 | 1.00 | 113.455 | 0.000 | 0.000 | ||
| 3982 | 2016.03.11 05:40 | modify | 1318 | 1.00 | 113.455 | 114.855 | 112.855 | ||
| 3983 | 2016.03.11 15:25 | close | 1318 | 1.00 | 113.687 | 114.855 | 112.855 | -23200.00 | 5811377.47 |
| 3984 | 2016.03.17 06:45 | buy | 1319 | 1.00 | 112.528 | 0.000 | 0.000 | ||
| 3985 | 2016.03.17 06:45 | modify | 1319 | 1.00 | 112.528 | 111.128 | 113.128 | ||
| 3986 | 2016.03.17 07:30 | close | 1319 | 1.00 | 112.293 | 111.128 | 113.128 | -23500.00 | 5787877.47 |
| 3987 | 2016.03.18 02:35 | buy | 1320 | 1.00 | 111.301 | 0.000 | 0.000 | ||
| 3988 | 2016.03.18 02:35 | modify | 1320 | 1.00 | 111.301 | 109.901 | 111.901 | ||
| 3989 | 2016.03.18 03:05 | close | 1320 | 1.00 | 111.434 | 109.901 | 111.901 | 13300.00 | 5801177.47 |
| 3990 | 2016.03.23 07:35 | sell | 1321 | 1.00 | 112.440 | 0.000 | 0.000 | ||
| 3991 | 2016.03.23 07:35 | modify | 1321 | 1.00 | 112.440 | 113.840 | 111.840 | ||
| 3992 | 2016.03.23 08:00 | close | 1321 | 1.00 | 112.446 | 113.840 | 111.840 | -600.00 | 5800577.47 |
| 3993 | 2016.03.23 21:10 | buy | 1322 | 1.00 | 112.482 | 0.000 | 0.000 | ||
| 3994 | 2016.03.23 21:10 | modify | 1322 | 1.00 | 112.482 | 111.082 | 113.082 | ||
| 3995 | 2016.03.24 02:30 | close | 1322 | 1.00 | 112.436 | 111.082 | 113.082 | -2446.09 | 5798131.39 |
| 3996 | 2016.03.24 13:10 | buy | 1323 | 1.00 | 112.702 | 0.000 | 0.000 | ||
| 3997 | 2016.03.24 13:10 | modify | 1323 | 1.00 | 112.702 | 111.302 | 113.302 | ||
| 3998 | 2016.03.24 19:05 | close | 1323 | 1.00 | 112.677 | 111.302 | 113.302 | -2500.00 | 5795631.39 |
| 3999 | 2016.03.28 19:40 | sell | 1324 | 1.00 | 113.394 | 0.000 | 0.000 | ||
| 4000 | 2016.03.28 19:40 | modify | 1324 | 1.00 | 113.394 | 114.794 | 112.794 | ||
| 4001 | 2016.03.28 20:20 | close | 1324 | 1.00 | 113.327 | 114.794 | 112.794 | 6700.00 | 5802331.39 |
| 4002 | 2016.03.28 23:30 | sell | 1325 | 1.00 | 113.441 | 0.000 | 0.000 | ||
| 4003 | 2016.03.28 23:30 | modify | 1325 | 1.00 | 113.441 | 114.841 | 112.841 | ||
| 4004 | 2016.03.29 00:55 | close | 1325 | 1.00 | 113.381 | 114.841 | 112.841 | 4440.05 | 5806771.43 |
| 4005 | 2016.04.05 03:10 | buy | 1326 | 1.00 | 111.116 | 0.000 | 0.000 | ||
| 4006 | 2016.04.05 03:10 | modify | 1326 | 1.00 | 111.116 | 109.716 | 111.716 | ||
| 4007 | 2016.04.05 03:15 | close | 1326 | 1.00 | 111.053 | 109.716 | 111.716 | -6300.00 | 5800471.43 |
| 4008 | 2016.04.08 00:25 | buy | 1327 | 1.00 | 108.120 | 0.000 | 0.000 | ||
| 4009 | 2016.04.08 00:25 | modify | 1327 | 1.00 | 108.120 | 106.720 | 108.720 | ||
| 4010 | 2016.04.08 00:50 | close | 1327 | 1.00 | 108.251 | 106.720 | 108.720 | 13100.00 | 5813571.43 |
| 4011 | 2016.04.11 11:15 | sell | 1328 | 1.00 | 108.182 | 0.000 | 0.000 | ||
| 4012 | 2016.04.11 11:15 | modify | 1328 | 1.00 | 108.182 | 109.582 | 107.582 | ||
| 4013 | 2016.04.11 17:15 | close | 1328 | 1.00 | 108.049 | 109.582 | 107.582 | 13300.00 | 5826871.43 |
| 4014 | 2016.04.18 10:55 | sell | 1329 | 1.00 | 108.247 | 0.000 | 0.000 | ||
| 4015 | 2016.04.18 10:55 | modify | 1329 | 1.00 | 108.247 | 109.647 | 107.647 | ||
| 4016 | 2016.04.18 14:25 | close | 1329 | 1.00 | 108.306 | 109.647 | 107.647 | -5900.00 | 5820971.43 |
| 4017 | 2016.04.19 09:15 | buy | 1330 | 1.00 | 108.949 | 0.000 | 0.000 | ||
| 4018 | 2016.04.19 09:15 | modify | 1330 | 1.00 | 108.949 | 107.549 | 109.549 | ||
| 4019 | 2016.04.19 10:40 | close | 1330 | 1.00 | 109.095 | 107.549 | 109.549 | 14600.00 | 5835571.43 |
| 4020 | 2016.04.21 04:35 | buy | 1331 | 1.00 | 109.604 | 0.000 | 0.000 | ||
| 4021 | 2016.04.21 04:35 | modify | 1331 | 1.00 | 109.604 | 108.204 | 110.204 | ||
| 4022 | 2016.04.21 06:45 | close | 1331 | 1.00 | 109.835 | 108.204 | 110.204 | 23100.00 | 5858671.43 |
| 4023 | 2016.04.27 03:05 | buy | 1332 | 1.00 | 111.186 | 0.000 | 0.000 | ||
| 4024 | 2016.04.27 03:05 | modify | 1332 | 1.00 | 111.186 | 109.786 | 111.786 | ||
| 4025 | 2016.04.27 08:00 | close | 1332 | 1.00 | 111.061 | 109.786 | 111.786 | -12500.00 | 5846171.43 |
| 4026 | 2016.04.28 20:10 | buy | 1333 | 1.00 | 108.242 | 0.000 | 0.000 | ||
| 4027 | 2016.04.28 20:10 | modify | 1333 | 1.00 | 108.242 | 106.842 | 108.842 | ||
| 4028 | 2016.04.29 01:35 | close | 1333 | 1.00 | 108.163 | 106.842 | 108.842 | -7209.25 | 5838962.18 |
| 4029 | 2016.05.04 09:25 | buy | 1334 | 1.00 | 106.928 | 0.000 | 0.000 | ||
| 4030 | 2016.05.04 09:25 | modify | 1334 | 1.00 | 106.928 | 105.528 | 107.528 | ||
| 4031 | 2016.05.04 11:15 | close | 1334 | 1.00 | 107.105 | 105.528 | 107.528 | 17700.00 | 5856662.18 |
| 4032 | 2016.05.06 21:05 | sell | 1335 | 1.00 | 106.897 | 0.000 | 0.000 | ||
| 4033 | 2016.05.06 21:05 | modify | 1335 | 1.00 | 106.897 | 108.297 | 106.297 | ||
| 4034 | 2016.05.06 23:00 | close | 1335 | 1.00 | 107.154 | 108.297 | 106.297 | -25700.00 | 5830962.18 |
| 4035 | 2016.05.10 02:55 | buy | 1336 | 1.00 | 108.294 | 0.000 | 0.000 | ||
| 4036 | 2016.05.10 02:55 | modify | 1336 | 1.00 | 108.294 | 106.894 | 108.894 | ||
| 4037 | 2016.05.10 03:05 | close | 1336 | 1.00 | 108.429 | 106.894 | 108.894 | 13500.00 | 5844462.18 |
| 4038 | 2016.05.16 08:25 | buy | 1337 | 1.00 | 108.689 | 0.000 | 0.000 | ||
| 4039 | 2016.05.16 08:25 | modify | 1337 | 1.00 | 108.689 | 107.289 | 109.289 | ||
| 4040 | 2016.05.16 09:30 | close | 1337 | 1.00 | 108.841 | 107.289 | 109.289 | 15200.00 | 5859662.18 |
| 4041 | 2016.05.18 02:55 | buy | 1338 | 1.00 | 108.939 | 0.000 | 0.000 | ||
| 4042 | 2016.05.18 02:55 | modify | 1338 | 1.00 | 108.939 | 107.539 | 109.539 | ||
| 4043 | 2016.05.18 05:00 | close | 1338 | 1.00 | 109.131 | 107.539 | 109.539 | 19200.00 | 5878862.18 |
| 4044 | 2016.05.19 08:25 | sell | 1339 | 1.00 | 110.223 | 0.000 | 0.000 | ||
| 4045 | 2016.05.19 08:25 | modify | 1339 | 1.00 | 110.223 | 111.623 | 109.623 | ||
| 4046 | 2016.05.19 08:50 | close | 1339 | 1.00 | 110.333 | 111.623 | 109.623 | -11000.00 | 5867862.18 |
| 4047 | 2016.05.19 08:50 | sell | 1340 | 1.00 | 110.322 | 0.000 | 0.000 | ||
| 4048 | 2016.05.19 08:50 | modify | 1340 | 1.00 | 110.322 | 111.722 | 109.722 | ||
| 4049 | 2016.05.19 10:15 | close | 1340 | 1.00 | 110.094 | 111.722 | 109.722 | 22800.00 | 5890662.18 |
| 4050 | 2016.05.20 20:35 | buy | 1341 | 1.00 | 110.255 | 0.000 | 0.000 | ||