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 |
| 4201 | 2016.09.23 10:35 | close | 1390 | 1.00 | 101.022 | 99.477 | 101.477 | 14500.00 | 6091478.06 |
| 4202 | 2016.09.27 10:45 | buy | 1391 | 1.00 | 100.533 | 0.000 | 0.000 | ||
| 4203 | 2016.09.27 10:45 | modify | 1391 | 1.00 | 100.533 | 99.133 | 101.133 | ||
| 4204 | 2016.09.27 16:50 | close | 1391 | 1.00 | 100.415 | 99.133 | 101.133 | -11800.00 | 6079678.06 |
| 4205 | 2016.09.28 00:00 | sell | 1392 | 1.00 | 100.428 | 0.000 | 0.000 | ||
| 4206 | 2016.09.28 00:00 | modify | 1392 | 1.00 | 100.428 | 101.828 | 99.828 | ||
| 4207 | 2016.09.28 02:05 | close | 1392 | 1.00 | 100.334 | 101.828 | 99.828 | 9400.00 | 6089078.06 |
| 4208 | 2016.10.05 03:30 | buy | 1393 | 1.00 | 102.704 | 0.000 | 0.000 | ||
| 4209 | 2016.10.05 03:30 | modify | 1393 | 1.00 | 102.704 | 101.304 | 103.304 | ||
| 4210 | 2016.10.05 05:00 | close | 1393 | 1.00 | 102.850 | 101.304 | 103.304 | 14600.00 | 6103678.06 |
| 4211 | 2016.10.10 09:05 | sell | 1394 | 1.00 | 103.037 | 0.000 | 0.000 | ||
| 4212 | 2016.10.10 09:05 | modify | 1394 | 1.00 | 103.037 | 104.437 | 102.437 | ||
| 4213 | 2016.10.10 22:10 | close | 1394 | 1.00 | 103.648 | 104.437 | 102.437 | -61100.00 | 6042578.06 |
| 4214 | 2016.10.11 10:05 | buy | 1395 | 1.00 | 103.704 | 0.000 | 0.000 | ||
| 4215 | 2016.10.11 10:05 | modify | 1395 | 1.00 | 103.704 | 102.304 | 104.304 | ||
| 4216 | 2016.10.11 10:55 | close | 1395 | 1.00 | 103.937 | 102.304 | 104.304 | 23300.00 | 6065878.06 |
| 4217 | 2016.10.12 00:35 | sell | 1396 | 1.00 | 103.554 | 0.000 | 0.000 | ||
| 4218 | 2016.10.12 00:35 | modify | 1396 | 1.00 | 103.554 | 104.954 | 102.954 | ||
| 4219 | 2016.10.12 01:40 | close | 1396 | 1.00 | 103.435 | 104.954 | 102.954 | 11900.00 | 6077778.06 |
| 4220 | 2016.10.12 02:10 | buy | 1397 | 1.00 | 103.379 | 0.000 | 0.000 | ||
| 4221 | 2016.10.12 02:10 | modify | 1397 | 1.00 | 103.379 | 101.979 | 103.979 | ||
| 4222 | 2016.10.12 03:30 | close | 1397 | 1.00 | 103.469 | 101.979 | 103.979 | 9000.00 | 6086778.06 |
| 4223 | 2016.10.13 05:05 | buy | 1398 | 1.00 | 104.139 | 0.000 | 0.000 | ||
| 4224 | 2016.10.13 05:05 | modify | 1398 | 1.00 | 104.139 | 102.739 | 104.739 | ||
| 4225 | 2016.10.13 10:40 | close | 1398 | 1.00 | 103.978 | 102.739 | 104.739 | -16100.00 | 6070678.06 |
| 4226 | 2016.10.14 19:10 | buy | 1399 | 1.00 | 104.037 | 0.000 | 0.000 | ||
| 4227 | 2016.10.14 19:10 | modify | 1399 | 1.00 | 104.037 | 102.637 | 104.637 | ||
| 4228 | 2016.10.14 21:50 | close | 1399 | 1.00 | 104.130 | 102.637 | 104.637 | 9300.00 | 6079978.06 |
| 4229 | 2016.10.18 07:50 | sell | 1400 | 1.00 | 103.953 | 0.000 | 0.000 | ||
| 4230 | 2016.10.18 07:50 | modify | 1400 | 1.00 | 103.953 | 105.353 | 103.353 | ||
| 4231 | 2016.10.18 13:15 | close | 1400 | 1.00 | 103.892 | 105.353 | 103.353 | 6100.00 | 6086078.06 |
| 4232 | 2016.10.21 08:30 | buy | 1401 | 1.00 | 103.955 | 0.000 | 0.000 | ||
| 4233 | 2016.10.21 08:30 | modify | 1401 | 1.00 | 103.955 | 102.555 | 104.555 | ||
| 4234 | 2016.10.21 17:20 | close | 1401 | 1.00 | 103.773 | 102.555 | 104.555 | -18200.00 | 6067878.06 |
| 4235 | 2016.10.26 04:35 | sell | 1402 | 1.00 | 104.328 | 0.000 | 0.000 | ||
| 4236 | 2016.10.26 04:35 | modify | 1402 | 1.00 | 104.328 | 105.728 | 103.728 | ||
| 4237 | 2016.10.26 08:00 | close | 1402 | 1.00 | 104.360 | 105.728 | 103.728 | -3200.00 | 6064678.06 |
| 4238 | 2016.10.31 03:30 | sell | 1403 | 1.00 | 104.830 | 0.000 | 0.000 | ||
| 4239 | 2016.10.31 03:30 | modify | 1403 | 1.00 | 104.830 | 106.230 | 104.230 | ||
| 4240 | 2016.10.31 07:00 | close | 1403 | 1.00 | 104.776 | 106.230 | 104.230 | 5400.00 | 6070078.06 |
| 4241 | 2016.10.31 21:15 | buy | 1404 | 1.00 | 104.878 | 0.000 | 0.000 | ||
| 4242 | 2016.10.31 21:15 | modify | 1404 | 1.00 | 104.878 | 103.478 | 105.478 | ||
| 4243 | 2016.11.01 01:50 | close | 1404 | 1.00 | 104.843 | 103.478 | 105.478 | -2830.28 | 6067247.78 |
| 4244 | 2016.11.02 05:25 | buy | 1405 | 1.00 | 103.786 | 0.000 | 0.000 | ||
| 4245 | 2016.11.02 05:25 | modify | 1405 | 1.00 | 103.786 | 102.386 | 104.386 | ||
| 4246 | 2016.11.02 05:35 | close | 1405 | 1.00 | 103.704 | 102.386 | 104.386 | -8200.00 | 6059047.78 |
| 4247 | 2016.11.04 03:00 | sell | 1406 | 1.00 | 103.067 | 0.000 | 0.000 | ||
| 4248 | 2016.11.04 03:00 | modify | 1406 | 1.00 | 103.067 | 104.467 | 102.467 | ||
| 4249 | 2016.11.04 04:00 | close | 1406 | 1.00 | 102.945 | 104.467 | 102.467 | 12200.00 | 6071247.78 |
| 4250 | 2016.11.04 11:15 | buy | 1407 | 1.00 | 103.066 | 0.000 | 0.000 | ||
| 4251 | 2016.11.04 11:15 | modify | 1407 | 1.00 | 103.066 | 101.666 | 103.666 | ||
| 4252 | 2016.11.04 15:35 | close | 1407 | 1.00 | 103.184 | 101.666 | 103.666 | 11800.00 | 6083047.78 |
| 4253 | 2016.11.10 03:55 | buy | 1408 | 1.00 | 105.331 | 0.000 | 0.000 | ||
| 4254 | 2016.11.10 03:55 | modify | 1408 | 1.00 | 105.331 | 103.931 | 105.931 | ||
| 4255 | 2016.11.10 06:45 | close | 1408 | 1.00 | 105.509 | 103.931 | 105.931 | 17800.00 | 6100847.78 |
| 4256 | 2016.11.10 07:25 | sell | 1409 | 1.00 | 105.666 | 0.000 | 0.000 | ||
| 4257 | 2016.11.10 07:25 | modify | 1409 | 1.00 | 105.666 | 107.066 | 105.066 | ||
| 4258 | 2016.11.10 07:40 | modify | 1409 | 1.00 | 105.666 | 105.515 | 105.066 | ||
| 4259 | 2016.11.10 07:43 | s/l | 1409 | 1.00 | 105.513 | 105.515 | 105.066 | 15300.00 | 6116147.78 |
| 4260 | 2016.11.18 12:50 | buy | 1410 | 1.00 | 110.391 | 0.000 | 0.000 | ||
| 4261 | 2016.11.18 12:50 | modify | 1410 | 1.00 | 110.391 | 108.991 | 110.991 | ||
| 4262 | 2016.11.18 17:15 | close | 1410 | 1.00 | 110.472 | 108.991 | 110.991 | 8100.00 | 6124247.78 |
| 4263 | 2016.11.21 05:15 | sell | 1411 | 1.00 | 111.070 | 0.000 | 0.000 | ||
| 4264 | 2016.11.21 05:15 | modify | 1411 | 1.00 | 111.070 | 112.470 | 110.470 | ||
| 4265 | 2016.11.21 05:50 | close | 1411 | 1.00 | 111.147 | 112.470 | 110.470 | -7700.00 | 6116547.78 |
| 4266 | 2016.11.22 08:45 | sell | 1412 | 1.00 | 111.049 | 0.000 | 0.000 | ||
| 4267 | 2016.11.22 08:45 | modify | 1412 | 1.00 | 111.049 | 112.449 | 110.449 | ||
| 4268 | 2016.11.22 10:25 | close | 1412 | 1.00 | 110.761 | 112.449 | 110.449 | 28800.00 | 6145347.78 |
| 4269 | 2016.11.23 01:50 | buy | 1413 | 1.00 | 110.983 | 0.000 | 0.000 | ||
| 4270 | 2016.11.23 01:50 | modify | 1413 | 1.00 | 110.983 | 109.583 | 111.583 | ||
| 4271 | 2016.11.23 02:55 | close | 1413 | 1.00 | 111.127 | 109.583 | 111.583 | 14400.00 | 6159747.78 |
| 4272 | 2016.11.24 01:35 | sell | 1414 | 1.00 | 112.709 | 0.000 | 0.000 | ||
| 4273 | 2016.11.24 01:35 | modify | 1414 | 1.00 | 112.709 | 114.109 | 112.109 | ||
| 4274 | 2016.11.24 02:55 | close | 1414 | 1.00 | 112.432 | 114.109 | 112.109 | 27700.00 | 6187447.78 |
| 4275 | 2016.11.28 12:10 | sell | 1415 | 1.00 | 112.387 | 0.000 | 0.000 | ||
| 4276 | 2016.11.28 12:10 | modify | 1415 | 1.00 | 112.387 | 113.787 | 111.787 | ||
| 4277 | 2016.11.28 12:55 | close | 1415 | 1.00 | 112.134 | 113.787 | 111.787 | 25300.00 | 6212747.78 |
| 4278 | 2016.11.28 18:15 | buy | 1416 | 1.00 | 112.119 | 0.000 | 0.000 | ||
| 4279 | 2016.11.28 18:15 | modify | 1416 | 1.00 | 112.119 | 110.719 | 112.719 | ||
| 4280 | 2016.11.28 19:00 | close | 1416 | 1.00 | 112.379 | 110.719 | 112.719 | 26000.00 | 6238747.78 |
| 4281 | 2016.11.28 23:00 | buy | 1417 | 1.00 | 112.110 | 0.000 | 0.000 | ||
| 4282 | 2016.11.28 23:00 | modify | 1417 | 1.00 | 112.110 | 110.710 | 112.710 | ||
| 4283 | 2016.11.29 03:05 | close | 1417 | 1.00 | 112.107 | 110.710 | 112.710 | 415.15 | 6239162.92 |
| 4284 | 2016.11.29 09:20 | sell | 1418 | 1.00 | 112.214 | 0.000 | 0.000 | ||
| 4285 | 2016.11.29 09:20 | modify | 1418 | 1.00 | 112.214 | 113.614 | 111.614 | ||
| 4286 | 2016.11.29 17:10 | close | 1418 | 1.00 | 112.681 | 113.614 | 111.614 | -46700.00 | 6192462.92 |
| 4287 | 2016.12.01 21:00 | buy | 1419 | 1.00 | 114.164 | 0.000 | 0.000 | ||
| 4288 | 2016.12.01 21:00 | modify | 1419 | 1.00 | 114.164 | 112.764 | 114.764 | ||
| 4289 | 2016.12.02 00:55 | close | 1419 | 1.00 | 114.167 | 112.764 | 114.764 | 1028.94 | 6193491.86 |
| 4290 | 2016.12.02 05:25 | sell | 1420 | 1.00 | 114.082 | 0.000 | 0.000 | ||
| 4291 | 2016.12.02 05:25 | modify | 1420 | 1.00 | 114.082 | 115.482 | 113.482 | ||
| 4292 | 2016.12.02 06:05 | close | 1420 | 1.00 | 113.874 | 115.482 | 113.482 | 20800.00 | 6214291.86 |
| 4293 | 2016.12.05 19:40 | buy | 1421 | 1.00 | 113.751 | 0.000 | 0.000 | ||
| 4294 | 2016.12.05 19:40 | modify | 1421 | 1.00 | 113.751 | 112.351 | 114.351 | ||
| 4295 | 2016.12.05 23:40 | close | 1421 | 1.00 | 113.868 | 112.351 | 114.351 | 11700.00 | 6225991.86 |
| 4296 | 2016.12.06 08:05 | sell | 1422 | 1.00 | 113.944 | 0.000 | 0.000 | ||
| 4297 | 2016.12.06 08:05 | modify | 1422 | 1.00 | 113.944 | 115.344 | 113.344 | ||
| 4298 | 2016.12.06 09:55 | close | 1422 | 1.00 | 113.787 | 115.344 | 113.344 | 15700.00 | 6241691.86 |
| 4299 | 2016.12.12 01:15 | sell | 1423 | 1.00 | 115.507 | 0.000 | 0.000 | ||
| 4300 | 2016.12.12 01:15 | modify | 1423 | 1.00 | 115.507 | 116.907 | 114.907 | ||
| 4301 | 2016.12.12 02:30 | close | 1423 | 1.00 | 115.603 | 116.907 | 114.907 | -9600.00 | 6232091.86 |
| 4302 | 2016.12.21 03:05 | sell | 1424 | 1.00 | 118.029 | 0.000 | 0.000 | ||
| 4303 | 2016.12.21 03:05 | modify | 1424 | 1.00 | 118.029 | 119.429 | 117.429 | ||
| 4304 | 2016.12.21 04:00 | close | 1424 | 1.00 | 117.790 | 119.429 | 117.429 | 23900.00 | 6255991.86 |
| 4305 | 2017.01.04 03:00 | sell | 1425 | 1.00 | 117.941 | 0.000 | 0.000 | ||
| 4306 | 2017.01.04 03:00 | modify | 1425 | 1.00 | 117.941 | 119.341 | 117.341 | ||
| 4307 | 2017.01.04 07:00 | close | 1425 | 1.00 | 118.007 | 119.341 | 117.341 | -6600.00 | 6249391.86 |
| 4308 | 2017.01.04 10:10 | buy | 1426 | 1.00 | 117.720 | 0.000 | 0.000 | ||
| 4309 | 2017.01.04 10:10 | modify | 1426 | 1.00 | 117.720 | 116.320 | 118.320 | ||
| 4310 | 2017.01.04 17:00 | close | 1426 | 1.00 | 117.178 | 116.320 | 118.320 | -54200.00 | 6195191.86 |
| 4311 | 2017.01.04 21:35 | sell | 1427 | 1.00 | 117.666 | 0.000 | 0.000 | ||
| 4312 | 2017.01.04 21:35 | modify | 1427 | 1.00 | 117.666 | 119.066 | 117.066 | ||
| 4313 | 2017.01.04 22:40 | modify | 1427 | 1.00 | 117.666 | 117.485 | 117.066 | ||
| 4314 | 2017.01.04 22:45 | close | 1427 | 1.00 | 117.367 | 117.485 | 117.066 | 29900.00 | 6225091.86 |
| 4315 | 2017.01.05 11:30 | sell | 1428 | 1.00 | 116.603 | 0.000 | 0.000 | ||
| 4316 | 2017.01.05 11:30 | modify | 1428 | 1.00 | 116.603 | 118.003 | 116.003 | ||
| 4317 | 2017.01.05 15:20 | modify | 1428 | 1.00 | 116.603 | 116.424 | 116.003 | ||
| 4318 | 2017.01.05 15:20 | s/l | 1428 | 1.00 | 116.432 | 116.424 | 116.003 | 17100.00 | 6242191.86 |
| 4319 | 2017.01.06 03:10 | sell | 1429 | 1.00 | 115.824 | 0.000 | 0.000 | ||
| 4320 | 2017.01.06 03:10 | modify | 1429 | 1.00 | 115.824 | 117.224 | 115.224 | ||
| 4321 | 2017.01.06 11:25 | close | 1429 | 1.00 | 115.948 | 117.224 | 115.224 | -12400.00 | 6229791.86 |
| 4322 | 2017.01.12 05:50 | buy | 1430 | 1.00 | 114.451 | 0.000 | 0.000 | ||
| 4323 | 2017.01.12 05:50 | modify | 1430 | 1.00 | 114.451 | 113.051 | 115.051 | ||
| 4324 | 2017.01.12 06:40 | modify | 1430 | 1.00 | 114.451 | 114.614 | 115.051 | ||
| 4325 | 2017.01.12 06:45 | modify | 1430 | 1.00 | 114.451 | 114.629 | 115.051 | ||
| 4326 | 2017.01.12 06:49 | s/l | 1430 | 1.00 | 114.631 | 114.629 | 115.051 | 18000.00 | 6247791.86 |
| 4327 | 2017.01.12 21:45 | sell | 1431 | 1.00 | 114.484 | 0.000 | 0.000 | ||
| 4328 | 2017.01.12 21:45 | modify | 1431 | 1.00 | 114.484 | 115.884 | 113.884 | ||
| 4329 | 2017.01.13 08:10 | close | 1431 | 1.00 | 114.889 | 115.884 | 113.884 | -42077.37 | 6205714.49 |
| 4330 | 2017.01.13 08:20 | buy | 1432 | 1.00 | 114.835 | 0.000 | 0.000 | ||
| 4331 | 2017.01.13 08:20 | modify | 1432 | 1.00 | 114.835 | 113.435 | 115.435 | ||
| 4332 | 2017.01.13 15:35 | close | 1432 | 1.00 | 114.918 | 113.435 | 115.435 | 8300.00 | 6214014.49 |
| 4333 | 2017.01.17 18:35 | buy | 1433 | 1.00 | 112.703 | 0.000 | 0.000 | ||
| 4334 | 2017.01.17 18:35 | modify | 1433 | 1.00 | 112.703 | 111.303 | 113.303 | ||
| 4335 | 2017.01.17 18:55 | close | 1433 | 1.00 | 112.935 | 111.303 | 113.303 | 23200.00 | 6237214.49 |
| 4336 | 2017.01.19 09:30 | sell | 1434 | 1.00 | 114.838 | 0.000 | 0.000 | ||
| 4337 | 2017.01.19 09:30 | modify | 1434 | 1.00 | 114.838 | 116.238 | 114.238 | ||
| 4338 | 2017.01.19 09:40 | close | 1434 | 1.00 | 114.910 | 116.238 | 114.238 | -7200.00 | 6230014.49 |
| 4339 | 2017.01.19 11:25 | buy | 1435 | 1.00 | 114.488 | 0.000 | 0.000 | ||
| 4340 | 2017.01.19 11:25 | modify | 1435 | 1.00 | 114.488 | 113.088 | 115.088 | ||
| 4341 | 2017.01.19 12:45 | close | 1435 | 1.00 | 114.686 | 113.088 | 115.088 | 19800.00 | 6249814.49 |
| 4342 | 2017.01.19 21:50 | buy | 1436 | 1.00 | 114.861 | 0.000 | 0.000 | ||
| 4343 | 2017.01.19 21:50 | modify | 1436 | 1.00 | 114.861 | 113.461 | 115.461 | ||
| 4344 | 2017.01.20 00:25 | close | 1436 | 1.00 | 114.952 | 113.461 | 115.461 | 9833.80 | 6259648.29 |
| 4345 | 2017.01.20 03:50 | buy | 1437 | 1.00 | 114.632 | 0.000 | 0.000 | ||
| 4346 | 2017.01.20 03:50 | modify | 1437 | 1.00 | 114.632 | 113.232 | 115.232 | ||
| 4347 | 2017.01.20 07:15 | close | 1437 | 1.00 | 114.770 | 113.232 | 115.232 | 13800.00 | 6273448.29 |
| 4348 | 2017.01.24 05:30 | buy | 1438 | 1.00 | 112.594 | 0.000 | 0.000 | ||
| 4349 | 2017.01.24 05:30 | modify | 1438 | 1.00 | 112.594 | 111.194 | 113.194 | ||
| 4350 | 2017.01.24 06:15 | close | 1438 | 1.00 | 112.826 | 111.194 | 113.194 | 23200.00 | 6296648.29 |