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 |
| 301 | 2005.01.13 08:50 | buy | 100 | 1.00 | 102.266 | 0.000 | 0.000 | ||
| 302 | 2005.01.13 08:50 | modify | 100 | 1.00 | 102.266 | 100.866 | 102.866 | ||
| 303 | 2005.01.13 12:00 | close | 100 | 1.00 | 102.456 | 100.866 | 102.866 | 19000.00 | 1256877.72 |
| 304 | 2005.01.14 11:55 | buy | 101 | 1.00 | 102.603 | 0.000 | 0.000 | ||
| 305 | 2005.01.14 11:55 | modify | 101 | 1.00 | 102.603 | 101.203 | 103.203 | ||
| 306 | 2005.01.14 16:30 | close | 101 | 1.00 | 102.743 | 101.203 | 103.203 | 14000.00 | 1270877.72 |
| 307 | 2005.01.17 09:45 | buy | 102 | 1.00 | 101.990 | 0.000 | 0.000 | ||
| 308 | 2005.01.17 09:45 | modify | 102 | 1.00 | 101.990 | 100.590 | 102.590 | ||
| 309 | 2005.01.17 15:05 | close | 102 | 1.00 | 101.977 | 100.590 | 102.590 | -1300.00 | 1269577.72 |
| 310 | 2005.01.20 03:55 | buy | 103 | 1.00 | 102.631 | 0.000 | 0.000 | ||
| 311 | 2005.01.20 03:55 | modify | 103 | 1.00 | 102.631 | 101.231 | 103.231 | ||
| 312 | 2005.01.20 07:30 | close | 103 | 1.00 | 102.640 | 101.231 | 103.231 | 900.00 | 1270477.72 |
| 313 | 2005.01.20 10:10 | sell | 104 | 1.00 | 102.924 | 0.000 | 0.000 | ||
| 314 | 2005.01.20 10:10 | modify | 104 | 1.00 | 102.924 | 104.324 | 102.324 | ||
| 315 | 2005.01.20 10:45 | close | 104 | 1.00 | 103.035 | 104.324 | 102.324 | -11100.00 | 1259377.72 |
| 316 | 2005.01.26 03:05 | buy | 105 | 1.00 | 103.764 | 0.000 | 0.000 | ||
| 317 | 2005.01.26 03:05 | modify | 105 | 1.00 | 103.764 | 102.364 | 104.364 | ||
| 318 | 2005.01.26 07:00 | close | 105 | 1.00 | 103.415 | 102.364 | 104.364 | -34900.00 | 1224477.72 |
| 319 | 2005.01.27 03:45 | sell | 106 | 1.00 | 103.326 | 0.000 | 0.000 | ||
| 320 | 2005.01.27 03:45 | modify | 106 | 1.00 | 103.326 | 104.726 | 102.726 | ||
| 321 | 2005.01.27 05:05 | close | 106 | 1.00 | 103.168 | 104.726 | 102.726 | 15800.00 | 1240277.72 |
| 322 | 2005.01.27 08:45 | sell | 107 | 1.00 | 103.334 | 0.000 | 0.000 | ||
| 323 | 2005.01.27 08:45 | modify | 107 | 1.00 | 103.334 | 104.734 | 102.734 | ||
| 324 | 2005.01.27 10:10 | close | 107 | 1.00 | 103.185 | 104.734 | 102.734 | 14900.00 | 1255177.72 |
| 325 | 2005.01.28 03:00 | sell | 108 | 1.00 | 103.097 | 0.000 | 0.000 | ||
| 326 | 2005.01.28 03:00 | modify | 108 | 1.00 | 103.097 | 104.497 | 102.497 | ||
| 327 | 2005.01.28 08:55 | close | 108 | 1.00 | 103.137 | 104.497 | 102.497 | -4000.00 | 1251177.72 |
| 328 | 2005.01.28 09:30 | buy | 109 | 1.00 | 103.033 | 0.000 | 0.000 | ||
| 329 | 2005.01.28 09:30 | modify | 109 | 1.00 | 103.033 | 101.633 | 103.633 | ||
| 330 | 2005.01.28 10:00 | close | 109 | 1.00 | 103.171 | 101.633 | 103.633 | 13800.00 | 1264977.72 |
| 331 | 2005.02.04 20:20 | sell | 110 | 1.00 | 103.973 | 0.000 | 0.000 | ||
| 332 | 2005.02.04 20:20 | modify | 110 | 1.00 | 103.973 | 105.373 | 103.373 | ||
| 333 | 2005.02.04 22:00 | close | 110 | 1.00 | 104.074 | 105.373 | 103.373 | -10100.00 | 1254877.72 |
| 334 | 2005.02.08 06:30 | sell | 111 | 1.00 | 105.074 | 0.000 | 0.000 | ||
| 335 | 2005.02.08 06:30 | modify | 111 | 1.00 | 105.074 | 106.474 | 104.474 | ||
| 336 | 2005.02.08 07:55 | close | 111 | 1.00 | 105.177 | 106.474 | 104.474 | -10300.00 | 1244577.72 |
| 337 | 2005.02.16 02:15 | sell | 112 | 1.00 | 104.653 | 0.000 | 0.000 | ||
| 338 | 2005.02.16 02:15 | modify | 112 | 1.00 | 104.653 | 106.053 | 104.053 | ||
| 339 | 2005.02.16 07:00 | close | 112 | 1.00 | 104.877 | 106.053 | 104.053 | -22400.00 | 1222177.72 |
| 340 | 2005.02.16 20:15 | buy | 113 | 1.00 | 105.222 | 0.000 | 0.000 | ||
| 341 | 2005.02.16 20:15 | modify | 113 | 1.00 | 105.222 | 103.822 | 105.822 | ||
| 342 | 2005.02.16 20:20 | close | 113 | 1.00 | 105.269 | 103.822 | 105.822 | 4700.00 | 1226877.72 |
| 343 | 2005.02.17 05:05 | buy | 114 | 1.00 | 105.260 | 0.000 | 0.000 | ||
| 344 | 2005.02.17 05:05 | modify | 114 | 1.00 | 105.260 | 103.860 | 105.860 | ||
| 345 | 2005.02.17 10:35 | close | 114 | 1.00 | 105.362 | 103.860 | 105.860 | 10200.00 | 1237077.72 |
| 346 | 2005.02.28 19:40 | sell | 115 | 1.00 | 104.408 | 0.000 | 0.000 | ||
| 347 | 2005.02.28 19:40 | modify | 115 | 1.00 | 104.408 | 105.808 | 103.808 | ||
| 348 | 2005.03.01 02:55 | close | 115 | 1.00 | 104.513 | 105.808 | 103.808 | -11938.10 | 1225139.62 |
| 349 | 2005.03.01 07:55 | buy | 116 | 1.00 | 104.454 | 0.000 | 0.000 | ||
| 350 | 2005.03.01 07:55 | modify | 116 | 1.00 | 104.454 | 103.054 | 105.054 | ||
| 351 | 2005.03.01 09:45 | close | 116 | 1.00 | 104.607 | 103.054 | 105.054 | 15300.00 | 1240439.62 |
| 352 | 2005.03.08 22:15 | sell | 117 | 1.00 | 104.743 | 0.000 | 0.000 | ||
| 353 | 2005.03.08 22:15 | modify | 117 | 1.00 | 104.743 | 106.143 | 104.143 | ||
| 354 | 2005.03.09 00:05 | close | 117 | 1.00 | 104.608 | 106.143 | 104.143 | 12061.21 | 1252500.84 |
| 355 | 2005.03.10 09:20 | buy | 118 | 1.00 | 103.919 | 0.000 | 0.000 | ||
| 356 | 2005.03.10 09:20 | modify | 118 | 1.00 | 103.919 | 102.519 | 104.519 | ||
| 357 | 2005.03.10 11:50 | close | 118 | 1.00 | 104.058 | 102.519 | 104.519 | 13900.00 | 1266400.84 |
| 358 | 2005.03.14 23:45 | buy | 119 | 1.00 | 104.820 | 0.000 | 0.000 | ||
| 359 | 2005.03.14 23:45 | modify | 119 | 1.00 | 104.820 | 103.420 | 105.420 | ||
| 360 | 2005.03.15 01:50 | close | 119 | 1.00 | 104.972 | 103.420 | 105.420 | 15869.71 | 1282270.54 |
| 361 | 2005.03.23 10:55 | sell | 120 | 1.00 | 105.533 | 0.000 | 0.000 | ||
| 362 | 2005.03.23 10:55 | modify | 120 | 1.00 | 105.533 | 106.933 | 104.933 | ||
| 363 | 2005.03.23 12:00 | close | 120 | 1.00 | 105.715 | 106.933 | 104.933 | -18200.00 | 1264070.54 |
| 364 | 2005.04.06 02:40 | sell | 121 | 1.00 | 108.350 | 0.000 | 0.000 | ||
| 365 | 2005.04.06 02:40 | modify | 121 | 1.00 | 108.350 | 109.750 | 107.750 | ||
| 366 | 2005.04.06 04:05 | close | 121 | 1.00 | 108.177 | 109.750 | 107.750 | 17300.00 | 1281370.54 |
| 367 | 2005.04.12 21:25 | buy | 122 | 1.00 | 107.928 | 0.000 | 0.000 | ||
| 368 | 2005.04.12 21:25 | modify | 122 | 1.00 | 107.928 | 106.528 | 108.528 | ||
| 369 | 2005.04.13 01:40 | close | 122 | 1.00 | 107.745 | 106.528 | 108.528 | -17611.73 | 1263758.81 |
| 370 | 2005.04.14 22:05 | buy | 123 | 1.00 | 108.083 | 0.000 | 0.000 | ||
| 371 | 2005.04.14 22:05 | modify | 123 | 1.00 | 108.083 | 106.683 | 108.683 | ||
| 372 | 2005.04.15 00:35 | close | 123 | 1.00 | 108.212 | 106.683 | 108.683 | 13591.06 | 1277349.87 |
| 373 | 2005.04.18 04:05 | sell | 124 | 1.00 | 107.843 | 0.000 | 0.000 | ||
| 374 | 2005.04.18 04:05 | modify | 124 | 1.00 | 107.843 | 109.243 | 107.243 | ||
| 375 | 2005.04.18 09:30 | close | 124 | 1.00 | 107.733 | 109.243 | 107.243 | 11000.00 | 1288349.87 |
| 376 | 2005.04.19 12:05 | sell | 125 | 1.00 | 107.414 | 0.000 | 0.000 | ||
| 377 | 2005.04.19 12:05 | modify | 125 | 1.00 | 107.414 | 108.814 | 106.814 | ||
| 378 | 2005.04.19 13:00 | close | 125 | 1.00 | 107.232 | 108.814 | 106.814 | 18200.00 | 1306549.87 |
| 379 | 2005.05.17 02:55 | buy | 126 | 1.00 | 106.682 | 0.000 | 0.000 | ||
| 380 | 2005.05.17 02:55 | modify | 126 | 1.00 | 106.682 | 105.282 | 107.282 | ||
| 381 | 2005.05.17 03:00 | close | 126 | 1.00 | 106.573 | 105.282 | 107.282 | -10900.00 | 1295649.87 |
| 382 | 2005.05.17 05:25 | sell | 127 | 1.00 | 107.111 | 0.000 | 0.000 | ||
| 383 | 2005.05.17 05:25 | modify | 127 | 1.00 | 107.111 | 108.511 | 106.511 | ||
| 384 | 2005.05.17 11:40 | close | 127 | 1.00 | 107.097 | 108.511 | 106.511 | 1400.00 | 1297049.87 |
| 385 | 2005.05.17 12:05 | buy | 128 | 1.00 | 107.001 | 0.000 | 0.000 | ||
| 386 | 2005.05.17 12:05 | modify | 128 | 1.00 | 107.001 | 105.601 | 107.601 | ||
| 387 | 2005.05.17 12:50 | close | 128 | 1.00 | 107.130 | 105.601 | 107.601 | 12900.00 | 1309949.87 |
| 388 | 2005.05.18 09:35 | buy | 129 | 1.00 | 107.524 | 0.000 | 0.000 | ||
| 389 | 2005.05.18 09:35 | modify | 129 | 1.00 | 107.524 | 106.124 | 108.124 | ||
| 390 | 2005.05.18 23:10 | close | 129 | 1.00 | 106.824 | 106.124 | 108.124 | -70000.00 | 1239949.87 |
| 391 | 2005.05.19 00:35 | sell | 130 | 1.00 | 107.058 | 0.000 | 0.000 | ||
| 392 | 2005.05.19 00:35 | modify | 130 | 1.00 | 107.058 | 108.458 | 106.458 | ||
| 393 | 2005.05.19 06:10 | close | 130 | 1.00 | 107.046 | 108.458 | 106.458 | 1200.00 | 1241149.87 |
| 394 | 2005.06.13 04:20 | sell | 131 | 1.00 | 108.812 | 0.000 | 0.000 | ||
| 395 | 2005.06.13 04:20 | modify | 131 | 1.00 | 108.812 | 110.212 | 108.212 | ||
| 396 | 2005.06.13 04:50 | modify | 131 | 1.00 | 108.812 | 108.656 | 108.212 | ||
| 397 | 2005.06.13 05:05 | close | 131 | 1.00 | 108.582 | 108.656 | 108.212 | 23000.00 | 1264149.87 |
| 398 | 2005.06.24 20:15 | buy | 132 | 1.00 | 109.040 | 0.000 | 0.000 | ||
| 399 | 2005.06.24 20:15 | modify | 132 | 1.00 | 109.040 | 107.640 | 109.640 | ||
| 400 | 2005.06.24 23:00 | close | 132 | 1.00 | 109.046 | 107.640 | 109.640 | 600.00 | 1264749.87 |
| 401 | 2005.07.13 21:55 | buy | 133 | 1.00 | 111.889 | 0.000 | 0.000 | ||
| 402 | 2005.07.13 21:55 | modify | 133 | 1.00 | 111.889 | 110.489 | 112.489 | ||
| 403 | 2005.07.14 01:30 | close | 133 | 1.00 | 112.024 | 110.489 | 112.489 | 15644.64 | 1280394.51 |
| 404 | 2005.07.19 19:40 | buy | 134 | 1.00 | 112.812 | 0.000 | 0.000 | ||
| 405 | 2005.07.19 19:40 | modify | 134 | 1.00 | 112.812 | 111.412 | 113.412 | ||
| 406 | 2005.07.20 01:10 | close | 134 | 1.00 | 112.796 | 111.412 | 113.412 | -880.06 | 1279514.45 |
| 407 | 2005.07.22 02:40 | sell | 135 | 1.00 | 110.552 | 0.000 | 0.000 | ||
| 408 | 2005.07.22 02:40 | modify | 135 | 1.00 | 110.552 | 111.952 | 109.952 | ||
| 409 | 2005.07.22 08:45 | close | 135 | 1.00 | 111.019 | 111.952 | 109.952 | -46700.00 | 1232814.45 |
| 410 | 2005.07.26 23:00 | sell | 136 | 1.00 | 112.481 | 0.000 | 0.000 | ||
| 411 | 2005.07.26 23:00 | modify | 136 | 1.00 | 112.481 | 113.881 | 111.881 | ||
| 412 | 2005.07.27 02:30 | close | 136 | 1.00 | 112.387 | 113.881 | 111.881 | 7852.47 | 1240666.92 |
| 413 | 2005.07.29 09:20 | buy | 137 | 1.00 | 112.109 | 0.000 | 0.000 | ||
| 414 | 2005.07.29 09:20 | modify | 137 | 1.00 | 112.109 | 110.709 | 112.709 | ||
| 415 | 2005.07.29 11:05 | close | 137 | 1.00 | 112.286 | 110.709 | 112.709 | 17700.00 | 1258366.92 |
| 416 | 2005.08.02 04:20 | buy | 138 | 1.00 | 111.969 | 0.000 | 0.000 | ||
| 417 | 2005.08.02 04:20 | modify | 138 | 1.00 | 111.969 | 110.569 | 112.569 | ||
| 418 | 2005.08.02 05:00 | close | 138 | 1.00 | 111.669 | 110.569 | 112.569 | -30000.00 | 1228366.92 |
| 419 | 2005.08.08 10:30 | buy | 139 | 1.00 | 112.160 | 0.000 | 0.000 | ||
| 420 | 2005.08.08 10:30 | modify | 139 | 1.00 | 112.160 | 110.760 | 112.760 | ||
| 421 | 2005.08.08 16:35 | close | 139 | 1.00 | 111.765 | 110.760 | 112.760 | -39500.00 | 1188866.92 |
| 422 | 2005.08.08 21:00 | sell | 140 | 1.00 | 112.050 | 0.000 | 0.000 | ||
| 423 | 2005.08.08 21:00 | modify | 140 | 1.00 | 112.050 | 113.450 | 111.450 | ||
| 424 | 2005.08.09 01:50 | close | 140 | 1.00 | 112.072 | 113.450 | 111.450 | -3742.94 | 1185123.98 |
| 425 | 2005.08.18 00:30 | buy | 141 | 1.00 | 109.807 | 0.000 | 0.000 | ||
| 426 | 2005.08.18 00:30 | modify | 141 | 1.00 | 109.807 | 108.407 | 110.407 | ||
| 427 | 2005.08.18 01:55 | close | 141 | 1.00 | 109.860 | 108.407 | 110.407 | 5300.00 | 1190423.98 |
| 428 | 2005.08.29 02:10 | buy | 142 | 1.00 | 109.908 | 0.000 | 0.000 | ||
| 429 | 2005.08.29 02:10 | modify | 142 | 1.00 | 109.908 | 108.508 | 110.508 | ||
| 430 | 2005.08.29 03:30 | close | 142 | 1.00 | 110.059 | 108.508 | 110.508 | 15100.00 | 1205523.98 |
| 431 | 2005.09.01 06:15 | sell | 143 | 1.00 | 110.811 | 0.000 | 0.000 | ||
| 432 | 2005.09.01 06:15 | modify | 143 | 1.00 | 110.811 | 112.211 | 110.211 | ||
| 433 | 2005.09.01 11:05 | close | 143 | 1.00 | 110.720 | 112.211 | 110.211 | 9100.00 | 1214623.98 |
| 434 | 2005.09.14 09:00 | sell | 144 | 1.00 | 110.654 | 0.000 | 0.000 | ||
| 435 | 2005.09.14 09:00 | modify | 144 | 1.00 | 110.654 | 112.054 | 110.054 | ||
| 436 | 2005.09.14 10:40 | close | 144 | 1.00 | 110.512 | 112.054 | 110.054 | 14200.00 | 1228823.98 |
| 437 | 2005.09.14 21:25 | sell | 145 | 1.00 | 110.383 | 0.000 | 0.000 | ||
| 438 | 2005.09.14 21:25 | modify | 145 | 1.00 | 110.383 | 111.783 | 109.783 | ||
| 439 | 2005.09.15 08:10 | close | 145 | 1.00 | 110.520 | 111.783 | 109.783 | -18252.18 | 1210571.79 |
| 440 | 2005.09.21 03:55 | buy | 146 | 1.00 | 111.775 | 0.000 | 0.000 | ||
| 441 | 2005.09.21 03:55 | modify | 146 | 1.00 | 111.775 | 110.375 | 112.375 | ||
| 442 | 2005.09.21 08:00 | close | 146 | 1.00 | 111.730 | 110.375 | 112.375 | -4500.00 | 1206071.79 |
| 443 | 2005.09.21 19:35 | sell | 147 | 1.00 | 111.401 | 0.000 | 0.000 | ||
| 444 | 2005.09.21 19:35 | modify | 147 | 1.00 | 111.401 | 112.801 | 110.801 | ||
| 445 | 2005.09.21 23:15 | close | 147 | 1.00 | 111.284 | 112.801 | 110.801 | 11700.00 | 1217771.79 |
| 446 | 2005.10.10 22:45 | buy | 148 | 1.00 | 114.086 | 0.000 | 0.000 | ||
| 447 | 2005.10.10 22:45 | modify | 148 | 1.00 | 114.086 | 112.686 | 114.686 | ||
| 448 | 2005.10.11 00:35 | close | 148 | 1.00 | 114.187 | 112.686 | 114.686 | 10829.02 | 1228600.81 |
| 449 | 2005.10.14 07:10 | buy | 149 | 1.00 | 114.417 | 0.000 | 0.000 | ||
| 450 | 2005.10.14 07:10 | modify | 149 | 1.00 | 114.417 | 113.017 | 115.017 | ||