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 |
| 4351 | 2017.01.24 06:45 | sell | 1439 | 1.00 | 113.023 | 0.000 | 0.000 | ||
| 4352 | 2017.01.24 06:45 | modify | 1439 | 1.00 | 113.023 | 114.423 | 112.423 | ||
| 4353 | 2017.01.24 07:20 | close | 1439 | 1.00 | 112.796 | 114.423 | 112.423 | 22700.00 | 6319348.29 |
| 4354 | 2017.01.26 08:15 | sell | 1440 | 1.00 | 113.558 | 0.000 | 0.000 | ||
| 4355 | 2017.01.26 08:15 | modify | 1440 | 1.00 | 113.558 | 114.958 | 112.958 | ||
| 4356 | 2017.01.26 11:55 | close | 1440 | 1.00 | 114.170 | 114.958 | 112.958 | -61200.00 | 6258148.29 |
| 4357 | 2017.01.26 20:20 | buy | 1441 | 1.00 | 114.381 | 0.000 | 0.000 | ||
| 4358 | 2017.01.26 20:20 | modify | 1441 | 1.00 | 114.381 | 112.981 | 114.981 | ||
| 4359 | 2017.01.26 22:05 | close | 1441 | 1.00 | 114.560 | 112.981 | 114.981 | 17900.00 | 6276048.29 |
| 4360 | 2017.01.31 05:05 | buy | 1442 | 1.00 | 113.390 | 0.000 | 0.000 | ||
| 4361 | 2017.01.31 05:05 | modify | 1442 | 1.00 | 113.390 | 111.990 | 113.990 | ||
| 4362 | 2017.01.31 05:30 | close | 1442 | 1.00 | 113.662 | 111.990 | 113.990 | 27200.00 | 6303248.29 |
| 4363 | 2017.02.06 09:30 | sell | 1443 | 1.00 | 112.741 | 0.000 | 0.000 | ||
| 4364 | 2017.02.06 09:30 | modify | 1443 | 1.00 | 112.741 | 114.141 | 112.141 | ||
| 4365 | 2017.02.06 11:30 | modify | 1443 | 1.00 | 112.741 | 112.575 | 112.141 | ||
| 4366 | 2017.02.06 11:42 | s/l | 1443 | 1.00 | 112.570 | 112.575 | 112.141 | 17100.00 | 6320348.29 |
| 4367 | 2017.02.08 20:30 | sell | 1444 | 1.00 | 112.110 | 0.000 | 0.000 | ||
| 4368 | 2017.02.08 20:30 | modify | 1444 | 1.00 | 112.110 | 113.510 | 111.510 | ||
| 4369 | 2017.02.08 23:20 | close | 1444 | 1.00 | 112.000 | 113.510 | 111.510 | 11000.00 | 6331348.29 |
| 4370 | 2017.02.13 08:00 | buy | 1445 | 1.00 | 113.721 | 0.000 | 0.000 | ||
| 4371 | 2017.02.13 08:00 | modify | 1445 | 1.00 | 113.721 | 112.321 | 114.321 | ||
| 4372 | 2017.02.13 11:10 | close | 1445 | 1.00 | 113.743 | 112.321 | 114.321 | 2200.00 | 6333548.29 |
| 4373 | 2017.02.13 21:20 | buy | 1446 | 1.00 | 113.629 | 0.000 | 0.000 | ||
| 4374 | 2017.02.13 21:20 | modify | 1446 | 1.00 | 113.629 | 112.229 | 114.229 | ||
| 4375 | 2017.02.13 23:20 | close | 1446 | 1.00 | 113.711 | 112.229 | 114.229 | 8200.00 | 6341748.29 |
| 4376 | 2017.02.17 10:25 | buy | 1447 | 1.00 | 113.243 | 0.000 | 0.000 | ||
| 4377 | 2017.02.17 10:25 | modify | 1447 | 1.00 | 113.243 | 111.843 | 113.843 | ||
| 4378 | 2017.02.17 11:05 | close | 1447 | 1.00 | 113.015 | 111.843 | 113.843 | -22800.00 | 6318948.29 |
| 4379 | 2017.02.22 21:10 | buy | 1448 | 1.00 | 113.095 | 0.000 | 0.000 | ||
| 4380 | 2017.02.22 21:10 | modify | 1448 | 1.00 | 113.095 | 111.695 | 113.695 | ||
| 4381 | 2017.02.22 23:45 | close | 1448 | 1.00 | 113.289 | 111.695 | 113.695 | 19400.00 | 6338348.29 |
| 4382 | 2017.02.27 01:20 | sell | 1449 | 1.00 | 112.292 | 0.000 | 0.000 | ||
| 4383 | 2017.02.27 01:20 | modify | 1449 | 1.00 | 112.292 | 113.692 | 111.692 | ||
| 4384 | 2017.02.27 02:15 | close | 1449 | 1.00 | 112.066 | 113.692 | 111.692 | 22600.00 | 6360948.29 |
| 4385 | 2017.02.28 02:55 | buy | 1450 | 1.00 | 112.456 | 0.000 | 0.000 | ||
| 4386 | 2017.02.28 02:55 | modify | 1450 | 1.00 | 112.456 | 111.056 | 113.056 | ||
| 4387 | 2017.02.28 05:10 | close | 1450 | 1.00 | 112.675 | 111.056 | 113.056 | 21900.00 | 6382848.29 |
| 4388 | 2017.02.28 08:20 | buy | 1451 | 1.00 | 112.464 | 0.000 | 0.000 | ||
| 4389 | 2017.02.28 08:20 | modify | 1451 | 1.00 | 112.464 | 111.064 | 113.064 | ||
| 4390 | 2017.02.28 17:20 | close | 1451 | 1.00 | 111.848 | 111.064 | 113.064 | -61600.00 | 6321248.29 |
| 4391 | 2017.03.01 20:45 | buy | 1452 | 1.00 | 113.517 | 0.000 | 0.000 | ||
| 4392 | 2017.03.01 20:45 | modify | 1452 | 1.00 | 113.517 | 112.117 | 114.117 | ||
| 4393 | 2017.03.01 21:30 | close | 1452 | 1.00 | 113.712 | 112.117 | 114.117 | 19500.00 | 6340748.29 |
| 4394 | 2017.03.06 09:00 | buy | 1453 | 1.00 | 113.696 | 0.000 | 0.000 | ||
| 4395 | 2017.03.06 09:00 | modify | 1453 | 1.00 | 113.696 | 112.296 | 114.296 | ||
| 4396 | 2017.03.06 10:20 | close | 1453 | 1.00 | 113.636 | 112.296 | 114.296 | -6000.00 | 6334748.29 |
| 4397 | 2017.03.16 08:40 | buy | 1454 | 1.00 | 113.255 | 0.000 | 0.000 | ||
| 4398 | 2017.03.16 08:40 | modify | 1454 | 1.00 | 113.255 | 111.855 | 113.855 | ||
| 4399 | 2017.03.16 10:30 | close | 1454 | 1.00 | 113.037 | 111.855 | 113.855 | -21800.00 | 6312948.29 |
| 4400 | 2017.03.23 00:30 | sell | 1455 | 1.00 | 111.198 | 0.000 | 0.000 | ||
| 4401 | 2017.03.23 00:30 | modify | 1455 | 1.00 | 111.198 | 112.598 | 110.598 | ||
| 4402 | 2017.03.23 06:40 | close | 1455 | 1.00 | 111.380 | 112.598 | 110.598 | -18200.00 | 6294748.29 |
| 4403 | 2017.03.23 10:30 | buy | 1456 | 1.00 | 111.131 | 0.000 | 0.000 | ||
| 4404 | 2017.03.23 10:30 | modify | 1456 | 1.00 | 111.131 | 109.731 | 111.731 | ||
| 4405 | 2017.03.23 16:05 | close | 1456 | 1.00 | 110.700 | 109.731 | 111.731 | -43100.00 | 6251648.29 |
| 4406 | 2017.03.24 11:45 | buy | 1457 | 1.00 | 111.187 | 0.000 | 0.000 | ||
| 4407 | 2017.03.24 11:45 | modify | 1457 | 1.00 | 111.187 | 109.787 | 111.787 | ||
| 4408 | 2017.03.24 16:10 | close | 1457 | 1.00 | 111.154 | 109.787 | 111.787 | -3300.00 | 6248348.29 |
| 4409 | 2017.03.27 12:30 | sell | 1458 | 1.00 | 110.394 | 0.000 | 0.000 | ||
| 4410 | 2017.03.27 12:30 | modify | 1458 | 1.00 | 110.394 | 111.794 | 109.794 | ||
| 4411 | 2017.03.27 14:40 | close | 1458 | 1.00 | 110.232 | 111.794 | 109.794 | 16200.00 | 6264548.29 |
| 4412 | 2017.03.31 08:40 | buy | 1459 | 1.00 | 111.887 | 0.000 | 0.000 | ||
| 4413 | 2017.03.31 08:40 | modify | 1459 | 1.00 | 111.887 | 110.487 | 112.487 | ||
| 4414 | 2017.03.31 12:35 | close | 1459 | 1.00 | 111.965 | 110.487 | 112.487 | 7800.00 | 6272348.29 |
| 4415 | 2017.04.05 21:50 | buy | 1460 | 1.00 | 110.999 | 0.000 | 0.000 | ||
| 4416 | 2017.04.05 21:50 | modify | 1460 | 1.00 | 110.999 | 109.599 | 111.599 | ||
| 4417 | 2017.04.06 09:20 | close | 1460 | 1.00 | 110.489 | 109.599 | 111.599 | -48878.21 | 6223470.08 |
| 4418 | 2017.04.06 22:00 | buy | 1461 | 1.00 | 110.743 | 0.000 | 0.000 | ||
| 4419 | 2017.04.06 22:00 | modify | 1461 | 1.00 | 110.743 | 109.343 | 111.343 | ||
| 4420 | 2017.04.07 00:50 | close | 1461 | 1.00 | 110.842 | 109.343 | 111.343 | 10607.95 | 6234078.02 |
| 4421 | 2017.04.10 04:05 | sell | 1462 | 1.00 | 111.555 | 0.000 | 0.000 | ||
| 4422 | 2017.04.10 04:05 | modify | 1462 | 1.00 | 111.555 | 112.955 | 110.955 | ||
| 4423 | 2017.04.10 07:15 | close | 1462 | 1.00 | 111.392 | 112.955 | 110.955 | 16300.00 | 6250378.02 |
| 4424 | 2017.04.12 09:55 | sell | 1463 | 1.00 | 109.629 | 0.000 | 0.000 | ||
| 4425 | 2017.04.12 09:55 | modify | 1463 | 1.00 | 109.629 | 111.029 | 109.029 | ||
| 4426 | 2017.04.12 13:50 | close | 1463 | 1.00 | 109.595 | 111.029 | 109.029 | 3400.00 | 6253778.02 |
| 4427 | 2017.04.13 19:50 | buy | 1464 | 1.00 | 109.061 | 0.000 | 0.000 | ||
| 4428 | 2017.04.13 19:50 | modify | 1464 | 1.00 | 109.061 | 107.661 | 109.661 | ||
| 4429 | 2017.04.14 03:20 | close | 1464 | 1.00 | 109.137 | 107.661 | 109.661 | 8297.00 | 6262075.02 |
| 4430 | 2017.04.18 10:40 | buy | 1465 | 1.00 | 108.884 | 0.000 | 0.000 | ||
| 4431 | 2017.04.18 10:40 | modify | 1465 | 1.00 | 108.884 | 107.484 | 109.484 | ||
| 4432 | 2017.04.18 14:10 | close | 1465 | 1.00 | 108.904 | 107.484 | 109.484 | 2000.00 | 6264075.02 |
| 4433 | 2017.04.19 03:00 | sell | 1466 | 1.00 | 108.540 | 0.000 | 0.000 | ||
| 4434 | 2017.04.19 03:00 | modify | 1466 | 1.00 | 108.540 | 109.940 | 107.940 | ||
| 4435 | 2017.04.19 04:45 | close | 1466 | 1.00 | 108.437 | 109.940 | 107.940 | 10300.00 | 6274375.02 |
| 4436 | 2017.04.19 22:00 | buy | 1467 | 1.00 | 108.705 | 0.000 | 0.000 | ||
| 4437 | 2017.04.19 22:00 | modify | 1467 | 1.00 | 108.705 | 107.305 | 109.305 | ||
| 4438 | 2017.04.20 01:15 | close | 1467 | 1.00 | 108.890 | 107.305 | 109.305 | 20586.60 | 6294961.62 |
| 4439 | 2017.04.21 04:20 | buy | 1468 | 1.00 | 109.235 | 0.000 | 0.000 | ||
| 4440 | 2017.04.21 04:20 | modify | 1468 | 1.00 | 109.235 | 107.835 | 109.835 | ||
| 4441 | 2017.04.21 09:00 | close | 1468 | 1.00 | 109.329 | 107.835 | 109.835 | 9400.00 | 6304361.62 |
| 4442 | 2017.04.24 08:45 | sell | 1469 | 1.00 | 110.218 | 0.000 | 0.000 | ||
| 4443 | 2017.04.24 08:45 | modify | 1469 | 1.00 | 110.218 | 111.618 | 109.618 | ||
| 4444 | 2017.04.24 16:55 | close | 1469 | 1.00 | 110.120 | 111.618 | 109.618 | 9800.00 | 6314161.62 |
| 4445 | 2017.05.04 09:55 | buy | 1470 | 1.00 | 112.695 | 0.000 | 0.000 | ||
| 4446 | 2017.05.04 09:55 | modify | 1470 | 1.00 | 112.695 | 111.295 | 113.295 | ||
| 4447 | 2017.05.04 11:05 | close | 1470 | 1.00 | 112.836 | 111.295 | 113.295 | 14100.00 | 6328261.62 |
| 4448 | 2017.05.10 09:40 | sell | 1471 | 1.00 | 113.926 | 0.000 | 0.000 | ||
| 4449 | 2017.05.10 09:40 | modify | 1471 | 1.00 | 113.926 | 115.326 | 113.326 | ||
| 4450 | 2017.05.10 11:10 | close | 1471 | 1.00 | 113.805 | 115.326 | 113.326 | 12100.00 | 6340361.62 |
| 4451 | 2017.05.11 04:20 | buy | 1472 | 1.00 | 114.142 | 0.000 | 0.000 | ||
| 4452 | 2017.05.11 04:20 | modify | 1472 | 1.00 | 114.142 | 112.742 | 114.742 | ||
| 4453 | 2017.05.11 07:00 | close | 1472 | 1.00 | 114.209 | 112.742 | 114.742 | 6700.00 | 6347061.62 |
| 4454 | 2017.05.18 02:50 | sell | 1473 | 1.00 | 111.112 | 0.000 | 0.000 | ||
| 4455 | 2017.05.18 02:50 | modify | 1473 | 1.00 | 111.112 | 112.512 | 110.512 | ||
| 4456 | 2017.05.18 04:05 | close | 1473 | 1.00 | 110.925 | 112.512 | 110.512 | 18700.00 | 6365761.62 |
| 4457 | 2017.05.18 08:10 | sell | 1474 | 1.00 | 111.222 | 0.000 | 0.000 | ||
| 4458 | 2017.05.18 08:10 | modify | 1474 | 1.00 | 111.222 | 112.622 | 110.622 | ||
| 4459 | 2017.05.18 10:25 | close | 1474 | 1.00 | 111.171 | 112.622 | 110.622 | 5100.00 | 6370861.62 |
| 4460 | 2017.05.26 19:20 | sell | 1475 | 1.00 | 111.417 | 0.000 | 0.000 | ||
| 4461 | 2017.05.26 19:20 | modify | 1475 | 1.00 | 111.417 | 112.817 | 110.817 | ||
| 4462 | 2017.05.26 21:00 | close | 1475 | 1.00 | 111.238 | 112.817 | 110.817 | 17900.00 | 6388761.62 |
| 4463 | 2017.05.29 03:35 | sell | 1476 | 1.00 | 111.368 | 0.000 | 0.000 | ||
| 4464 | 2017.05.29 03:35 | modify | 1476 | 1.00 | 111.368 | 112.768 | 110.768 | ||
| 4465 | 2017.05.29 07:05 | close | 1476 | 1.00 | 111.332 | 112.768 | 110.768 | 3600.00 | 6392361.62 |
| 4466 | 2017.05.31 04:15 | sell | 1477 | 1.00 | 110.999 | 0.000 | 0.000 | ||
| 4467 | 2017.05.31 04:15 | modify | 1477 | 1.00 | 110.999 | 112.399 | 110.399 | ||
| 4468 | 2017.05.31 07:45 | close | 1477 | 1.00 | 110.996 | 112.399 | 110.399 | 300.00 | 6392661.62 |
| 4469 | 2017.06.02 11:10 | buy | 1478 | 1.00 | 111.505 | 0.000 | 0.000 | ||
| 4470 | 2017.06.02 11:10 | modify | 1478 | 1.00 | 111.505 | 110.105 | 112.105 | ||
| 4471 | 2017.06.02 15:35 | close | 1478 | 1.00 | 110.960 | 110.105 | 112.105 | -54500.00 | 6338161.62 |
| 4472 | 2017.06.08 07:50 | buy | 1479 | 1.00 | 109.743 | 0.000 | 0.000 | ||
| 4473 | 2017.06.08 07:50 | modify | 1479 | 1.00 | 109.743 | 108.343 | 110.343 | ||
| 4474 | 2017.06.08 10:35 | close | 1479 | 1.00 | 109.705 | 108.343 | 110.343 | -3800.00 | 6334361.62 |
| 4475 | 2017.06.08 21:50 | buy | 1480 | 1.00 | 109.865 | 0.000 | 0.000 | ||
| 4476 | 2017.06.08 21:50 | modify | 1480 | 1.00 | 109.865 | 108.465 | 110.465 | ||
| 4477 | 2017.06.09 01:25 | modify | 1480 | 1.00 | 109.865 | 110.033 | 110.465 | ||
| 4478 | 2017.06.09 01:43 | s/l | 1480 | 1.00 | 110.032 | 110.033 | 110.465 | 17402.80 | 6351764.42 |
| 4479 | 2017.06.12 00:50 | sell | 1481 | 1.00 | 110.419 | 0.000 | 0.000 | ||
| 4480 | 2017.06.12 00:50 | modify | 1481 | 1.00 | 110.419 | 111.819 | 109.819 | ||
| 4481 | 2017.06.12 02:20 | close | 1481 | 1.00 | 110.326 | 111.819 | 109.819 | 9300.00 | 6361064.42 |
| 4482 | 2017.06.14 22:25 | sell | 1482 | 1.00 | 109.817 | 0.000 | 0.000 | ||
| 4483 | 2017.06.14 22:25 | modify | 1482 | 1.00 | 109.817 | 111.217 | 109.217 | ||
| 4484 | 2017.06.14 23:25 | modify | 1482 | 1.00 | 109.817 | 109.662 | 109.217 | ||
| 4485 | 2017.06.14 23:40 | close | 1482 | 1.00 | 109.588 | 109.662 | 109.217 | 22900.00 | 6383964.42 |
| 4486 | 2017.06.16 03:00 | sell | 1483 | 1.00 | 110.996 | 0.000 | 0.000 | ||
| 4487 | 2017.06.16 03:00 | modify | 1483 | 1.00 | 110.996 | 112.396 | 110.396 | ||
| 4488 | 2017.06.16 03:05 | close | 1483 | 1.00 | 111.140 | 112.396 | 110.396 | -14400.00 | 6369564.42 |
| 4489 | 2017.06.16 05:20 | sell | 1484 | 1.00 | 111.207 | 0.000 | 0.000 | ||
| 4490 | 2017.06.16 05:20 | modify | 1484 | 1.00 | 111.207 | 112.607 | 110.607 | ||
| 4491 | 2017.06.16 08:40 | close | 1484 | 1.00 | 111.114 | 112.607 | 110.607 | 9300.00 | 6378864.42 |
| 4492 | 2017.06.19 03:20 | sell | 1485 | 1.00 | 111.022 | 0.000 | 0.000 | ||
| 4493 | 2017.06.19 03:20 | modify | 1485 | 1.00 | 111.022 | 112.422 | 110.422 | ||
| 4494 | 2017.06.19 07:55 | close | 1485 | 1.00 | 110.976 | 112.422 | 110.422 | 4600.00 | 6383464.42 |
| 4495 | 2017.06.20 09:15 | buy | 1486 | 1.00 | 111.552 | 0.000 | 0.000 | ||
| 4496 | 2017.06.20 09:15 | modify | 1486 | 1.00 | 111.552 | 110.152 | 112.152 | ||
| 4497 | 2017.06.20 10:05 | close | 1486 | 1.00 | 111.683 | 110.152 | 112.152 | 13100.00 | 6396564.42 |
| 4498 | 2017.06.27 08:05 | buy | 1487 | 1.00 | 111.788 | 0.000 | 0.000 | ||
| 4499 | 2017.06.27 08:05 | modify | 1487 | 1.00 | 111.788 | 110.388 | 112.388 | ||
| 4500 | 2017.06.27 13:00 | close | 1487 | 1.00 | 111.726 | 110.388 | 112.388 | -6200.00 | 6390364.42 |