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 |
| 4051 | 2016.05.20 20:35 | modify | 1341 | 1.00 | 110.255 | 108.855 | 110.855 | ||
| 4052 | 2016.05.20 23:00 | close | 1341 | 1.00 | 110.165 | 108.855 | 110.855 | -9000.00 | 5881662.18 |
| 4053 | 2016.05.24 08:00 | buy | 1342 | 1.00 | 109.280 | 0.000 | 0.000 | ||
| 4054 | 2016.05.24 08:00 | modify | 1342 | 1.00 | 109.280 | 107.880 | 109.880 | ||
| 4055 | 2016.05.24 10:00 | close | 1342 | 1.00 | 109.402 | 107.880 | 109.880 | 12200.00 | 5893862.18 |
| 4056 | 2016.05.26 10:00 | sell | 1343 | 1.00 | 109.890 | 0.000 | 0.000 | ||
| 4057 | 2016.05.26 10:00 | modify | 1343 | 1.00 | 109.890 | 111.290 | 109.290 | ||
| 4058 | 2016.05.26 15:55 | close | 1343 | 1.00 | 109.922 | 111.290 | 109.290 | -3200.00 | 5890662.18 |
| 4059 | 2016.05.27 04:05 | sell | 1344 | 1.00 | 109.900 | 0.000 | 0.000 | ||
| 4060 | 2016.05.27 04:05 | modify | 1344 | 1.00 | 109.900 | 111.300 | 109.300 | ||
| 4061 | 2016.05.27 07:55 | close | 1344 | 1.00 | 109.861 | 111.300 | 109.300 | 3900.00 | 5894562.18 |
| 4062 | 2016.06.06 19:50 | buy | 1345 | 1.00 | 107.028 | 0.000 | 0.000 | ||
| 4063 | 2016.06.06 19:50 | modify | 1345 | 1.00 | 107.028 | 105.628 | 107.628 | ||
| 4064 | 2016.06.06 20:50 | close | 1345 | 1.00 | 107.244 | 105.628 | 107.628 | 21600.00 | 5916162.18 |
| 4065 | 2016.06.08 03:05 | buy | 1346 | 1.00 | 107.152 | 0.000 | 0.000 | ||
| 4066 | 2016.06.08 03:05 | modify | 1346 | 1.00 | 107.152 | 105.752 | 107.752 | ||
| 4067 | 2016.06.08 06:20 | close | 1346 | 1.00 | 107.049 | 105.752 | 107.752 | -10300.00 | 5905862.18 |
| 4068 | 2016.06.08 22:35 | sell | 1347 | 1.00 | 107.033 | 0.000 | 0.000 | ||
| 4069 | 2016.06.08 22:35 | modify | 1347 | 1.00 | 107.033 | 108.433 | 106.433 | ||
| 4070 | 2016.06.09 00:30 | close | 1347 | 1.00 | 106.946 | 108.433 | 106.433 | 4286.74 | 5910148.93 |
| 4071 | 2016.06.10 10:05 | buy | 1348 | 1.00 | 106.827 | 0.000 | 0.000 | ||
| 4072 | 2016.06.10 10:05 | modify | 1348 | 1.00 | 106.827 | 105.427 | 107.427 | ||
| 4073 | 2016.06.10 11:25 | close | 1348 | 1.00 | 107.058 | 105.427 | 107.427 | 23100.00 | 5933248.93 |
| 4074 | 2016.06.17 07:05 | buy | 1349 | 1.00 | 104.254 | 0.000 | 0.000 | ||
| 4075 | 2016.06.17 07:05 | modify | 1349 | 1.00 | 104.254 | 102.854 | 104.854 | ||
| 4076 | 2016.06.17 08:35 | close | 1349 | 1.00 | 104.380 | 102.854 | 104.854 | 12600.00 | 5945848.93 |
| 4077 | 2016.06.21 05:00 | sell | 1350 | 1.00 | 104.134 | 0.000 | 0.000 | ||
| 4078 | 2016.06.21 05:00 | modify | 1350 | 1.00 | 104.134 | 105.534 | 103.534 | ||
| 4079 | 2016.06.21 05:05 | close | 1350 | 1.00 | 103.907 | 105.534 | 103.534 | 22700.00 | 5968548.93 |
| 4080 | 2016.06.21 08:05 | sell | 1351 | 1.00 | 104.183 | 0.000 | 0.000 | ||
| 4081 | 2016.06.21 08:05 | modify | 1351 | 1.00 | 104.183 | 105.583 | 103.583 | ||
| 4082 | 2016.06.21 11:30 | close | 1351 | 1.00 | 104.372 | 105.583 | 103.583 | -18900.00 | 5949648.93 |
| 4083 | 2016.06.22 07:35 | sell | 1352 | 1.00 | 104.606 | 0.000 | 0.000 | ||
| 4084 | 2016.06.22 07:35 | modify | 1352 | 1.00 | 104.606 | 106.006 | 104.006 | ||
| 4085 | 2016.06.22 08:00 | close | 1352 | 1.00 | 104.565 | 106.006 | 104.006 | 4100.00 | 5953748.93 |
| 4086 | 2016.06.22 13:10 | sell | 1353 | 1.00 | 104.590 | 0.000 | 0.000 | ||
| 4087 | 2016.06.22 13:10 | modify | 1353 | 1.00 | 104.590 | 105.990 | 103.990 | ||
| 4088 | 2016.06.22 18:35 | close | 1353 | 1.00 | 104.527 | 105.990 | 103.990 | 6300.00 | 5960048.93 |
| 4089 | 2016.06.23 23:15 | sell | 1354 | 1.00 | 106.003 | 0.000 | 0.000 | ||
| 4090 | 2016.06.23 23:15 | modify | 1354 | 1.00 | 106.003 | 107.403 | 105.403 | ||
| 4091 | 2016.06.23 23:20 | close | 1354 | 1.00 | 106.053 | 107.403 | 105.403 | -5000.00 | 5955048.93 |
| 4092 | 2016.06.24 13:50 | buy | 1355 | 1.00 | 102.208 | 0.000 | 0.000 | ||
| 4093 | 2016.06.24 13:50 | modify | 1355 | 1.00 | 102.208 | 100.808 | 102.808 | ||
| 4094 | 2016.06.24 14:25 | close | 1355 | 1.00 | 102.456 | 100.808 | 102.808 | 24800.00 | 5979848.93 |
| 4095 | 2016.06.27 10:05 | sell | 1356 | 1.00 | 102.098 | 0.000 | 0.000 | ||
| 4096 | 2016.06.27 10:05 | modify | 1356 | 1.00 | 102.098 | 103.498 | 101.498 | ||
| 4097 | 2016.06.27 12:25 | close | 1356 | 1.00 | 101.844 | 103.498 | 101.498 | 25400.00 | 6005248.93 |
| 4098 | 2016.06.27 19:30 | sell | 1357 | 1.00 | 101.839 | 0.000 | 0.000 | ||
| 4099 | 2016.06.27 19:30 | modify | 1357 | 1.00 | 101.839 | 103.239 | 101.239 | ||
| 4100 | 2016.06.28 00:20 | close | 1357 | 1.00 | 101.938 | 103.239 | 101.239 | -11302.53 | 5993946.40 |
| 4101 | 2016.06.28 03:05 | buy | 1358 | 1.00 | 101.736 | 0.000 | 0.000 | ||
| 4102 | 2016.06.28 03:05 | modify | 1358 | 1.00 | 101.736 | 100.336 | 102.336 | ||
| 4103 | 2016.06.28 04:45 | close | 1358 | 1.00 | 101.981 | 100.336 | 102.336 | 24500.00 | 6018446.40 |
| 4104 | 2016.06.29 03:10 | buy | 1359 | 1.00 | 102.452 | 0.000 | 0.000 | ||
| 4105 | 2016.06.29 03:10 | modify | 1359 | 1.00 | 102.452 | 101.052 | 103.052 | ||
| 4106 | 2016.06.29 08:00 | close | 1359 | 1.00 | 102.326 | 101.052 | 103.052 | -12600.00 | 6005846.40 |
| 4107 | 2016.06.29 11:55 | sell | 1360 | 1.00 | 102.565 | 0.000 | 0.000 | ||
| 4108 | 2016.06.29 11:55 | modify | 1360 | 1.00 | 102.565 | 103.965 | 101.965 | ||
| 4109 | 2016.06.29 17:30 | close | 1360 | 1.00 | 102.645 | 103.965 | 101.965 | -8000.00 | 5997846.40 |
| 4110 | 2016.06.29 20:55 | buy | 1361 | 1.00 | 102.527 | 0.000 | 0.000 | ||
| 4111 | 2016.06.29 20:55 | modify | 1361 | 1.00 | 102.527 | 101.127 | 103.127 | ||
| 4112 | 2016.06.29 22:10 | close | 1361 | 1.00 | 102.644 | 101.127 | 103.127 | 11700.00 | 6009546.40 |
| 4113 | 2016.07.01 03:20 | buy | 1362 | 1.00 | 103.007 | 0.000 | 0.000 | ||
| 4114 | 2016.07.01 03:20 | modify | 1362 | 1.00 | 103.007 | 101.607 | 103.607 | ||
| 4115 | 2016.07.01 13:45 | close | 1362 | 1.00 | 102.687 | 101.607 | 103.607 | -32000.00 | 5977546.40 |
| 4116 | 2016.07.05 22:40 | sell | 1363 | 1.00 | 101.672 | 0.000 | 0.000 | ||
| 4117 | 2016.07.05 22:40 | modify | 1363 | 1.00 | 101.672 | 103.072 | 101.072 | ||
| 4118 | 2016.07.06 01:45 | close | 1363 | 1.00 | 101.653 | 103.072 | 101.072 | 501.08 | 5978047.47 |
| 4119 | 2016.07.08 03:25 | sell | 1364 | 1.00 | 100.897 | 0.000 | 0.000 | ||
| 4120 | 2016.07.08 03:25 | modify | 1364 | 1.00 | 100.897 | 102.297 | 100.297 | ||
| 4121 | 2016.07.08 05:25 | close | 1364 | 1.00 | 100.725 | 102.297 | 100.297 | 17200.00 | 5995247.47 |
| 4122 | 2016.07.12 02:25 | buy | 1365 | 1.00 | 102.646 | 0.000 | 0.000 | ||
| 4123 | 2016.07.12 02:25 | modify | 1365 | 1.00 | 102.646 | 101.246 | 103.246 | ||
| 4124 | 2016.07.12 04:00 | close | 1365 | 1.00 | 102.855 | 101.246 | 103.246 | 20900.00 | 6016147.47 |
| 4125 | 2016.07.19 03:20 | buy | 1366 | 1.00 | 105.989 | 0.000 | 0.000 | ||
| 4126 | 2016.07.19 03:20 | modify | 1366 | 1.00 | 105.989 | 104.589 | 106.589 | ||
| 4127 | 2016.07.19 08:25 | close | 1366 | 1.00 | 105.906 | 104.589 | 106.589 | -8300.00 | 6007847.47 |
| 4128 | 2016.07.19 08:35 | sell | 1367 | 1.00 | 106.076 | 0.000 | 0.000 | ||
| 4129 | 2016.07.19 08:35 | modify | 1367 | 1.00 | 106.076 | 107.476 | 105.476 | ||
| 4130 | 2016.07.19 09:30 | close | 1367 | 1.00 | 105.873 | 107.476 | 105.476 | 20300.00 | 6028147.47 |
| 4131 | 2016.07.21 08:15 | buy | 1368 | 1.00 | 106.937 | 0.000 | 0.000 | ||
| 4132 | 2016.07.21 08:15 | modify | 1368 | 1.00 | 106.937 | 105.537 | 107.537 | ||
| 4133 | 2016.07.21 09:15 | modify | 1368 | 1.00 | 106.937 | 107.092 | 107.537 | ||
| 4134 | 2016.07.21 09:20 | modify | 1368 | 1.00 | 106.937 | 107.100 | 107.537 | ||
| 4135 | 2016.07.21 09:25 | close | 1368 | 1.00 | 107.199 | 107.100 | 107.537 | 26200.00 | 6054347.47 |
| 4136 | 2016.07.21 22:15 | buy | 1369 | 1.00 | 105.697 | 0.000 | 0.000 | ||
| 4137 | 2016.07.21 22:15 | modify | 1369 | 1.00 | 105.697 | 104.297 | 106.297 | ||
| 4138 | 2016.07.22 00:40 | close | 1369 | 1.00 | 105.916 | 104.297 | 106.297 | 22576.05 | 6076923.53 |
| 4139 | 2016.07.29 19:10 | buy | 1370 | 1.00 | 102.278 | 0.000 | 0.000 | ||
| 4140 | 2016.07.29 19:10 | modify | 1370 | 1.00 | 102.278 | 100.878 | 102.878 | ||
| 4141 | 2016.07.29 19:15 | close | 1370 | 1.00 | 102.179 | 100.878 | 102.878 | -9900.00 | 6067023.53 |
| 4142 | 2016.08.01 12:20 | buy | 1371 | 1.00 | 102.195 | 0.000 | 0.000 | ||
| 4143 | 2016.08.01 12:20 | modify | 1371 | 1.00 | 102.195 | 100.795 | 102.795 | ||
| 4144 | 2016.08.01 15:15 | close | 1371 | 1.00 | 102.358 | 100.795 | 102.795 | 16300.00 | 6083323.53 |
| 4145 | 2016.08.08 21:30 | buy | 1372 | 1.00 | 102.381 | 0.000 | 0.000 | ||
| 4146 | 2016.08.08 21:30 | modify | 1372 | 1.00 | 102.381 | 100.981 | 102.981 | ||
| 4147 | 2016.08.09 00:30 | close | 1372 | 1.00 | 102.484 | 100.981 | 102.981 | 10954.53 | 6094278.06 |
| 4148 | 2016.08.17 03:35 | sell | 1373 | 1.00 | 100.593 | 0.000 | 0.000 | ||
| 4149 | 2016.08.17 03:35 | modify | 1373 | 1.00 | 100.593 | 101.993 | 99.993 | ||
| 4150 | 2016.08.17 08:00 | close | 1373 | 1.00 | 100.833 | 101.993 | 99.993 | -24000.00 | 6070278.06 |
| 4151 | 2016.08.19 03:05 | sell | 1374 | 1.00 | 100.205 | 0.000 | 0.000 | ||
| 4152 | 2016.08.19 03:05 | modify | 1374 | 1.00 | 100.205 | 101.605 | 99.605 | ||
| 4153 | 2016.08.19 08:35 | close | 1374 | 1.00 | 100.201 | 101.605 | 99.605 | 400.00 | 6070678.06 |
| 4154 | 2016.08.23 19:25 | sell | 1375 | 1.00 | 100.271 | 0.000 | 0.000 | ||
| 4155 | 2016.08.23 19:25 | modify | 1375 | 1.00 | 100.271 | 101.671 | 99.671 | ||
| 4156 | 2016.08.23 20:20 | close | 1375 | 1.00 | 100.154 | 101.671 | 99.671 | 11700.00 | 6082378.06 |
| 4157 | 2016.08.29 08:40 | sell | 1376 | 1.00 | 102.324 | 0.000 | 0.000 | ||
| 4158 | 2016.08.29 08:40 | modify | 1376 | 1.00 | 102.324 | 103.724 | 101.724 | ||
| 4159 | 2016.08.29 09:20 | close | 1376 | 1.00 | 102.363 | 103.724 | 101.724 | -3900.00 | 6078478.06 |
| 4160 | 2016.09.02 04:35 | sell | 1377 | 1.00 | 103.408 | 0.000 | 0.000 | ||
| 4161 | 2016.09.02 04:35 | modify | 1377 | 1.00 | 103.408 | 104.808 | 102.808 | ||
| 4162 | 2016.09.02 07:10 | close | 1377 | 1.00 | 103.272 | 104.808 | 102.808 | 13600.00 | 6092078.06 |
| 4163 | 2016.09.05 03:05 | buy | 1378 | 1.00 | 103.866 | 0.000 | 0.000 | ||
| 4164 | 2016.09.05 03:05 | modify | 1378 | 1.00 | 103.866 | 102.466 | 104.466 | ||
| 4165 | 2016.09.05 16:05 | close | 1378 | 1.00 | 103.380 | 102.466 | 104.466 | -48600.00 | 6043478.06 |
| 4166 | 2016.09.06 09:55 | buy | 1379 | 1.00 | 103.453 | 0.000 | 0.000 | ||
| 4167 | 2016.09.06 09:55 | modify | 1379 | 1.00 | 103.453 | 102.053 | 104.053 | ||
| 4168 | 2016.09.06 14:45 | close | 1379 | 1.00 | 103.383 | 102.053 | 104.053 | -7000.00 | 6036478.06 |
| 4169 | 2016.09.12 00:35 | buy | 1380 | 1.00 | 102.603 | 0.000 | 0.000 | ||
| 4170 | 2016.09.12 00:35 | modify | 1380 | 1.00 | 102.603 | 101.203 | 103.203 | ||
| 4171 | 2016.09.12 09:45 | close | 1380 | 1.00 | 102.583 | 101.203 | 103.203 | -2000.00 | 6034478.06 |
| 4172 | 2016.09.13 07:20 | sell | 1381 | 1.00 | 101.864 | 0.000 | 0.000 | ||
| 4173 | 2016.09.13 07:20 | modify | 1381 | 1.00 | 101.864 | 103.264 | 101.264 | ||
| 4174 | 2016.09.13 11:05 | close | 1381 | 1.00 | 101.760 | 103.264 | 101.264 | 10400.00 | 6044878.06 |
| 4175 | 2016.09.14 12:05 | buy | 1382 | 1.00 | 102.817 | 0.000 | 0.000 | ||
| 4176 | 2016.09.14 12:05 | modify | 1382 | 1.00 | 102.817 | 101.417 | 103.417 | ||
| 4177 | 2016.09.14 15:15 | close | 1382 | 1.00 | 102.828 | 101.417 | 103.417 | 1100.00 | 6045978.06 |
| 4178 | 2016.09.19 02:35 | sell | 1383 | 1.00 | 102.391 | 0.000 | 0.000 | ||
| 4179 | 2016.09.19 02:35 | modify | 1383 | 1.00 | 102.391 | 103.791 | 101.791 | ||
| 4180 | 2016.09.19 03:35 | close | 1383 | 1.00 | 102.248 | 103.791 | 101.791 | 14300.00 | 6060278.06 |
| 4181 | 2016.09.19 05:00 | buy | 1384 | 1.00 | 102.117 | 0.000 | 0.000 | ||
| 4182 | 2016.09.19 05:00 | modify | 1384 | 1.00 | 102.117 | 100.717 | 102.717 | ||
| 4183 | 2016.09.19 08:15 | close | 1384 | 1.00 | 102.091 | 100.717 | 102.717 | -2600.00 | 6057678.06 |
| 4184 | 2016.09.20 07:50 | buy | 1385 | 1.00 | 101.779 | 0.000 | 0.000 | ||
| 4185 | 2016.09.20 07:50 | modify | 1385 | 1.00 | 101.779 | 100.379 | 102.379 | ||
| 4186 | 2016.09.20 10:00 | close | 1385 | 1.00 | 101.545 | 100.379 | 102.379 | -23400.00 | 6034278.06 |
| 4187 | 2016.09.21 20:50 | sell | 1386 | 1.00 | 100.863 | 0.000 | 0.000 | ||
| 4188 | 2016.09.21 20:50 | modify | 1386 | 1.00 | 100.863 | 102.263 | 100.263 | ||
| 4189 | 2016.09.21 21:10 | close | 1386 | 1.00 | 100.596 | 102.263 | 100.263 | 26700.00 | 6060978.06 |
| 4190 | 2016.09.22 05:10 | sell | 1387 | 1.00 | 100.444 | 0.000 | 0.000 | ||
| 4191 | 2016.09.22 05:10 | modify | 1387 | 1.00 | 100.444 | 101.844 | 99.844 | ||
| 4192 | 2016.09.22 07:20 | close | 1387 | 1.00 | 100.309 | 101.844 | 99.844 | 13500.00 | 6074478.06 |
| 4193 | 2016.09.22 10:15 | sell | 1388 | 1.00 | 100.523 | 0.000 | 0.000 | ||
| 4194 | 2016.09.22 10:15 | modify | 1388 | 1.00 | 100.523 | 101.923 | 99.923 | ||
| 4195 | 2016.09.22 15:30 | close | 1388 | 1.00 | 100.624 | 101.923 | 99.923 | -10100.00 | 6064378.06 |
| 4196 | 2016.09.22 21:35 | sell | 1389 | 1.00 | 100.907 | 0.000 | 0.000 | ||
| 4197 | 2016.09.22 21:35 | modify | 1389 | 1.00 | 100.907 | 102.307 | 100.307 | ||
| 4198 | 2016.09.22 22:50 | close | 1389 | 1.00 | 100.781 | 102.307 | 100.307 | 12600.00 | 6076978.06 |
| 4199 | 2016.09.23 09:15 | buy | 1390 | 1.00 | 100.877 | 0.000 | 0.000 | ||
| 4200 | 2016.09.23 09:15 | modify | 1390 | 1.00 | 100.877 | 99.477 | 101.477 | ||