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 |
| 4501 | 2017.06.28 03:25 | buy | 1488 | 1.00 | 112.088 | 0.000 | 0.000 | ||
| 4502 | 2017.06.28 03:25 | modify | 1488 | 1.00 | 112.088 | 110.688 | 112.688 | ||
| 4503 | 2017.06.28 08:00 | close | 1488 | 1.00 | 112.111 | 110.688 | 112.688 | 2300.00 | 6392664.42 |
| 4504 | 2017.06.29 19:00 | buy | 1489 | 1.00 | 112.320 | 0.000 | 0.000 | ||
| 4505 | 2017.06.29 19:00 | modify | 1489 | 1.00 | 112.320 | 110.920 | 112.920 | ||
| 4506 | 2017.06.29 23:05 | close | 1489 | 1.00 | 112.145 | 110.920 | 112.920 | -17500.00 | 6375164.42 |
| 4507 | 2017.07.04 03:55 | buy | 1490 | 1.00 | 113.219 | 0.000 | 0.000 | ||
| 4508 | 2017.07.04 03:55 | modify | 1490 | 1.00 | 113.219 | 111.819 | 113.819 | ||
| 4509 | 2017.07.04 11:00 | close | 1490 | 1.00 | 113.113 | 111.819 | 113.819 | -10600.00 | 6364564.42 |
| 4510 | 2017.07.04 11:15 | sell | 1491 | 1.00 | 113.269 | 0.000 | 0.000 | ||
| 4511 | 2017.07.04 11:15 | modify | 1491 | 1.00 | 113.269 | 114.669 | 112.669 | ||
| 4512 | 2017.07.04 17:50 | close | 1491 | 1.00 | 113.187 | 114.669 | 112.669 | 8200.00 | 6372764.42 |
| 4513 | 2017.07.05 21:10 | sell | 1492 | 1.00 | 113.431 | 0.000 | 0.000 | ||
| 4514 | 2017.07.05 21:10 | modify | 1492 | 1.00 | 113.431 | 114.831 | 112.831 | ||
| 4515 | 2017.07.05 22:15 | close | 1492 | 1.00 | 113.275 | 114.831 | 112.831 | 15600.00 | 6388364.42 |
| 4516 | 2017.07.06 03:10 | sell | 1493 | 1.00 | 113.284 | 0.000 | 0.000 | ||
| 4517 | 2017.07.06 03:10 | modify | 1493 | 1.00 | 113.284 | 114.684 | 112.684 | ||
| 4518 | 2017.07.06 03:50 | close | 1493 | 1.00 | 113.142 | 114.684 | 112.684 | 14200.00 | 6402564.42 |
| 4519 | 2017.07.06 04:05 | buy | 1494 | 1.00 | 113.033 | 0.000 | 0.000 | ||
| 4520 | 2017.07.06 04:05 | modify | 1494 | 1.00 | 113.033 | 111.633 | 113.633 | ||
| 4521 | 2017.07.06 08:20 | close | 1494 | 1.00 | 113.097 | 111.633 | 113.633 | 6400.00 | 6408964.42 |
| 4522 | 2017.07.06 09:35 | sell | 1495 | 1.00 | 113.201 | 0.000 | 0.000 | ||
| 4523 | 2017.07.06 09:35 | modify | 1495 | 1.00 | 113.201 | 114.601 | 112.601 | ||
| 4524 | 2017.07.06 12:00 | close | 1495 | 1.00 | 113.206 | 114.601 | 112.601 | -500.00 | 6408464.42 |
| 4525 | 2017.07.10 03:55 | sell | 1496 | 1.00 | 114.123 | 0.000 | 0.000 | ||
| 4526 | 2017.07.10 03:55 | modify | 1496 | 1.00 | 114.123 | 115.523 | 113.523 | ||
| 4527 | 2017.07.10 04:05 | close | 1496 | 1.00 | 114.181 | 115.523 | 113.523 | -5800.00 | 6402664.42 |
| 4528 | 2017.07.10 04:05 | sell | 1497 | 1.00 | 114.181 | 0.000 | 0.000 | ||
| 4529 | 2017.07.10 04:05 | modify | 1497 | 1.00 | 114.181 | 115.581 | 113.581 | ||
| 4530 | 2017.07.10 09:20 | close | 1497 | 1.00 | 114.231 | 115.581 | 113.581 | -5000.00 | 6397664.42 |
| 4531 | 2017.07.13 02:00 | sell | 1498 | 1.00 | 113.306 | 0.000 | 0.000 | ||
| 4532 | 2017.07.13 02:00 | modify | 1498 | 1.00 | 113.306 | 114.706 | 112.706 | ||
| 4533 | 2017.07.13 04:00 | close | 1498 | 1.00 | 113.221 | 114.706 | 112.706 | 8500.00 | 6406164.42 |
| 4534 | 2017.07.21 09:05 | buy | 1499 | 1.00 | 111.845 | 0.000 | 0.000 | ||
| 4535 | 2017.07.21 09:05 | modify | 1499 | 1.00 | 111.845 | 110.445 | 112.445 | ||
| 4536 | 2017.07.21 15:15 | close | 1499 | 1.00 | 111.418 | 110.445 | 112.445 | -42700.00 | 6363464.42 |
| 4537 | 2017.07.27 10:20 | sell | 1500 | 1.00 | 111.222 | 0.000 | 0.000 | ||
| 4538 | 2017.07.27 10:20 | modify | 1500 | 1.00 | 111.222 | 112.622 | 110.622 | ||
| 4539 | 2017.07.27 17:00 | close | 1500 | 1.00 | 111.291 | 112.622 | 110.622 | -6900.00 | 6356564.42 |
| 4540 | 2017.07.27 20:00 | buy | 1501 | 1.00 | 111.325 | 0.000 | 0.000 | ||
| 4541 | 2017.07.27 20:00 | modify | 1501 | 1.00 | 111.325 | 109.925 | 111.925 | ||
| 4542 | 2017.07.27 23:20 | close | 1501 | 1.00 | 111.262 | 109.925 | 111.925 | -6300.00 | 6350264.42 |
| 4543 | 2017.07.31 09:40 | sell | 1502 | 1.00 | 110.670 | 0.000 | 0.000 | ||
| 4544 | 2017.07.31 09:40 | modify | 1502 | 1.00 | 110.670 | 112.070 | 110.070 | ||
| 4545 | 2017.07.31 12:40 | close | 1502 | 1.00 | 110.573 | 112.070 | 110.070 | 9700.00 | 6359964.42 |
| 4546 | 2017.08.02 22:55 | sell | 1503 | 1.00 | 110.685 | 0.000 | 0.000 | ||
| 4547 | 2017.08.02 22:55 | modify | 1503 | 1.00 | 110.685 | 112.085 | 110.085 | ||
| 4548 | 2017.08.03 04:35 | close | 1503 | 1.00 | 110.648 | 112.085 | 110.085 | -867.82 | 6359096.60 |
| 4549 | 2017.08.04 04:10 | sell | 1504 | 1.00 | 110.078 | 0.000 | 0.000 | ||
| 4550 | 2017.08.04 04:10 | modify | 1504 | 1.00 | 110.078 | 111.478 | 109.478 | ||
| 4551 | 2017.08.04 07:15 | close | 1504 | 1.00 | 110.040 | 111.478 | 109.478 | 3800.00 | 6362896.60 |
| 4552 | 2017.08.11 03:10 | buy | 1505 | 1.00 | 109.069 | 0.000 | 0.000 | ||
| 4553 | 2017.08.11 03:10 | modify | 1505 | 1.00 | 109.069 | 107.669 | 109.669 | ||
| 4554 | 2017.08.11 03:35 | close | 1505 | 1.00 | 109.017 | 107.669 | 109.669 | -5200.00 | 6357696.60 |
| 4555 | 2017.08.11 03:50 | buy | 1506 | 1.00 | 109.002 | 0.000 | 0.000 | ||
| 4556 | 2017.08.11 03:50 | modify | 1506 | 1.00 | 109.002 | 107.602 | 109.602 | ||
| 4557 | 2017.08.11 05:55 | close | 1506 | 1.00 | 108.969 | 107.602 | 109.602 | -3300.00 | 6354396.60 |
| 4558 | 2017.08.11 10:00 | sell | 1507 | 1.00 | 109.222 | 0.000 | 0.000 | ||
| 4559 | 2017.08.11 10:00 | modify | 1507 | 1.00 | 109.222 | 110.622 | 108.622 | ||
| 4560 | 2017.08.11 11:15 | close | 1507 | 1.00 | 109.056 | 110.622 | 108.622 | 16600.00 | 6370996.60 |
| 4561 | 2017.08.17 10:20 | sell | 1508 | 1.00 | 110.049 | 0.000 | 0.000 | ||
| 4562 | 2017.08.17 10:20 | modify | 1508 | 1.00 | 110.049 | 111.449 | 109.449 | ||
| 4563 | 2017.08.17 16:30 | close | 1508 | 1.00 | 110.082 | 111.449 | 109.449 | -3300.00 | 6367696.60 |
| 4564 | 2017.08.23 06:00 | buy | 1509 | 1.00 | 109.460 | 0.000 | 0.000 | ||
| 4565 | 2017.08.23 06:00 | modify | 1509 | 1.00 | 109.460 | 108.060 | 110.060 | ||
| 4566 | 2017.08.23 08:00 | close | 1509 | 1.00 | 109.462 | 108.060 | 110.060 | 200.00 | 6367896.60 |
| 4567 | 2017.08.28 03:55 | buy | 1510 | 1.00 | 109.096 | 0.000 | 0.000 | ||
| 4568 | 2017.08.28 03:55 | modify | 1510 | 1.00 | 109.096 | 107.696 | 109.696 | ||
| 4569 | 2017.08.28 11:05 | close | 1510 | 1.00 | 109.200 | 107.696 | 109.696 | 10400.00 | 6378296.60 |
| 4570 | 2017.08.31 02:40 | sell | 1511 | 1.00 | 110.401 | 0.000 | 0.000 | ||
| 4571 | 2017.08.31 02:40 | modify | 1511 | 1.00 | 110.401 | 111.801 | 109.801 | ||
| 4572 | 2017.08.31 02:50 | close | 1511 | 1.00 | 110.463 | 111.801 | 109.801 | -6200.00 | 6372096.60 |
| 4573 | 2017.09.01 02:20 | sell | 1512 | 1.00 | 110.082 | 0.000 | 0.000 | ||
| 4574 | 2017.09.01 02:20 | modify | 1512 | 1.00 | 110.082 | 111.482 | 109.482 | ||
| 4575 | 2017.09.01 05:15 | close | 1512 | 1.00 | 110.006 | 111.482 | 109.482 | 7600.00 | 6379696.60 |
| 4576 | 2017.09.04 20:00 | sell | 1513 | 1.00 | 109.693 | 0.000 | 0.000 | ||
| 4577 | 2017.09.04 20:00 | modify | 1513 | 1.00 | 109.693 | 111.093 | 109.093 | ||
| 4578 | 2017.09.04 22:55 | close | 1513 | 1.00 | 109.659 | 111.093 | 109.093 | 3400.00 | 6383096.60 |
| 4579 | 2017.09.18 00:30 | sell | 1514 | 1.00 | 111.050 | 0.000 | 0.000 | ||
| 4580 | 2017.09.18 00:30 | modify | 1514 | 1.00 | 111.050 | 112.450 | 110.450 | ||
| 4581 | 2017.09.18 09:45 | close | 1514 | 1.00 | 111.349 | 112.450 | 110.450 | -29900.00 | 6353196.60 |
| 4582 | 2017.09.18 21:40 | buy | 1515 | 1.00 | 111.423 | 0.000 | 0.000 | ||
| 4583 | 2017.09.18 21:40 | modify | 1515 | 1.00 | 111.423 | 110.023 | 112.023 | ||
| 4584 | 2017.09.18 22:35 | close | 1515 | 1.00 | 111.521 | 110.023 | 112.023 | 9800.00 | 6362996.60 |
| 4585 | 2017.09.21 11:55 | buy | 1516 | 1.00 | 112.323 | 0.000 | 0.000 | ||
| 4586 | 2017.09.21 11:55 | modify | 1516 | 1.00 | 112.323 | 110.923 | 112.923 | ||
| 4587 | 2017.09.21 14:00 | close | 1516 | 1.00 | 112.538 | 110.923 | 112.923 | 21500.00 | 6384496.60 |
| 4588 | 2017.09.26 03:55 | buy | 1517 | 1.00 | 111.564 | 0.000 | 0.000 | ||
| 4589 | 2017.09.26 03:55 | modify | 1517 | 1.00 | 111.564 | 110.164 | 112.164 | ||
| 4590 | 2017.09.26 09:05 | close | 1517 | 1.00 | 111.624 | 110.164 | 112.164 | 6000.00 | 6390496.60 |
| 4591 | 2017.09.27 02:50 | sell | 1518 | 1.00 | 112.421 | 0.000 | 0.000 | ||
| 4592 | 2017.09.27 02:50 | modify | 1518 | 1.00 | 112.421 | 113.821 | 111.821 | ||
| 4593 | 2017.09.27 04:40 | close | 1518 | 1.00 | 112.301 | 113.821 | 111.821 | 12000.00 | 6402496.60 |
| 4594 | 2017.09.27 19:25 | buy | 1519 | 1.00 | 112.445 | 0.000 | 0.000 | ||
| 4595 | 2017.09.27 19:25 | modify | 1519 | 1.00 | 112.445 | 111.045 | 113.045 | ||
| 4596 | 2017.09.27 19:50 | modify | 1519 | 1.00 | 112.445 | 112.613 | 113.045 | ||
| 4597 | 2017.09.27 19:55 | modify | 1519 | 1.00 | 112.445 | 112.618 | 113.045 | ||
| 4598 | 2017.09.27 20:00 | close | 1519 | 1.00 | 112.681 | 112.618 | 113.045 | 23600.00 | 6426096.60 |
| 4599 | 2017.09.29 03:15 | sell | 1520 | 1.00 | 112.572 | 0.000 | 0.000 | ||
| 4600 | 2017.09.29 03:15 | modify | 1520 | 1.00 | 112.572 | 113.972 | 111.972 | ||
| 4601 | 2017.09.29 09:45 | close | 1520 | 1.00 | 112.570 | 113.972 | 111.972 | 200.00 | 6426296.60 |
| 4602 | 2017.09.29 10:35 | buy | 1521 | 1.00 | 112.434 | 0.000 | 0.000 | ||
| 4603 | 2017.09.29 10:35 | modify | 1521 | 1.00 | 112.434 | 111.034 | 113.034 | ||
| 4604 | 2017.09.29 15:30 | close | 1521 | 1.00 | 112.561 | 111.034 | 113.034 | 12700.00 | 6438996.60 |
| 4605 | 2017.10.10 21:15 | sell | 1522 | 1.00 | 112.317 | 0.000 | 0.000 | ||
| 4606 | 2017.10.10 21:15 | modify | 1522 | 1.00 | 112.317 | 113.717 | 111.717 | ||
| 4607 | 2017.10.11 00:55 | close | 1522 | 1.00 | 112.371 | 113.717 | 111.717 | -6946.19 | 6432050.41 |
| 4608 | 2017.10.24 08:30 | sell | 1523 | 1.00 | 113.444 | 0.000 | 0.000 | ||
| 4609 | 2017.10.24 08:30 | modify | 1523 | 1.00 | 113.444 | 114.844 | 112.844 | ||
| 4610 | 2017.10.24 20:00 | close | 1523 | 1.00 | 113.876 | 114.844 | 112.844 | -43200.00 | 6388850.41 |
| 4611 | 2017.10.24 21:50 | buy | 1524 | 1.00 | 113.672 | 0.000 | 0.000 | ||
| 4612 | 2017.10.24 21:50 | modify | 1524 | 1.00 | 113.672 | 112.272 | 114.272 | ||
| 4613 | 2017.10.24 23:15 | close | 1524 | 1.00 | 113.908 | 112.272 | 114.272 | 23600.00 | 6412450.41 |
| 4614 | 2017.10.26 10:05 | sell | 1525 | 1.00 | 113.674 | 0.000 | 0.000 | ||
| 4615 | 2017.10.26 10:05 | modify | 1525 | 1.00 | 113.674 | 115.074 | 113.074 | ||
| 4616 | 2017.10.26 13:15 | close | 1525 | 1.00 | 113.616 | 115.074 | 113.074 | 5800.00 | 6418250.41 |
| 4617 | 2017.10.31 06:15 | sell | 1526 | 1.00 | 113.235 | 0.000 | 0.000 | ||
| 4618 | 2017.10.31 06:15 | modify | 1526 | 1.00 | 113.235 | 114.635 | 112.635 | ||
| 4619 | 2017.10.31 08:15 | close | 1526 | 1.00 | 113.096 | 114.635 | 112.635 | 13900.00 | 6432150.41 |
| 4620 | 2017.11.01 09:35 | buy | 1527 | 1.00 | 113.737 | 0.000 | 0.000 | ||
| 4621 | 2017.11.01 09:35 | modify | 1527 | 1.00 | 113.737 | 112.337 | 114.337 | ||
| 4622 | 2017.11.01 10:05 | close | 1527 | 1.00 | 113.916 | 112.337 | 114.337 | 17900.00 | 6450050.41 |
| 4623 | 2017.11.08 21:05 | sell | 1528 | 1.00 | 113.847 | 0.000 | 0.000 | ||
| 4624 | 2017.11.08 21:05 | modify | 1528 | 1.00 | 113.847 | 115.247 | 113.247 | ||
| 4625 | 2017.11.09 06:35 | close | 1528 | 1.00 | 113.948 | 115.247 | 113.247 | -14797.14 | 6435253.28 |
| 4626 | 2017.11.23 05:10 | sell | 1529 | 1.00 | 111.339 | 0.000 | 0.000 | ||
| 4627 | 2017.11.23 05:10 | modify | 1529 | 1.00 | 111.339 | 112.739 | 110.739 | ||
| 4628 | 2017.11.23 08:30 | close | 1529 | 1.00 | 111.252 | 112.739 | 110.739 | 8700.00 | 6443953.28 |
| 4629 | 2017.11.28 01:55 | sell | 1530 | 1.00 | 111.192 | 0.000 | 0.000 | ||
| 4630 | 2017.11.28 01:55 | modify | 1530 | 1.00 | 111.192 | 112.592 | 110.592 | ||
| 4631 | 2017.11.28 02:30 | close | 1530 | 1.00 | 110.970 | 112.592 | 110.592 | 22200.00 | 6466153.28 |
| 4632 | 2017.12.14 09:40 | sell | 1531 | 1.00 | 112.757 | 0.000 | 0.000 | ||
| 4633 | 2017.12.14 09:40 | modify | 1531 | 1.00 | 112.757 | 114.157 | 112.157 | ||
| 4634 | 2017.12.14 14:00 | close | 1531 | 1.00 | 112.667 | 114.157 | 112.157 | 9000.00 | 6475153.28 |
| 4635 | 2017.12.19 22:40 | buy | 1532 | 1.00 | 112.876 | 0.000 | 0.000 | ||
| 4636 | 2017.12.19 22:40 | modify | 1532 | 1.00 | 112.876 | 111.476 | 113.476 | ||
| 4637 | 2017.12.20 01:50 | close | 1532 | 1.00 | 112.928 | 111.476 | 113.476 | 5921.22 | 6481074.50 |
| 4638 | 2017.12.21 01:45 | buy | 1533 | 1.00 | 113.275 | 0.000 | 0.000 | ||
| 4639 | 2017.12.21 01:45 | modify | 1533 | 1.00 | 113.275 | 111.875 | 113.875 | ||
| 4640 | 2017.12.21 04:30 | close | 1533 | 1.00 | 113.358 | 111.875 | 113.875 | 8300.00 | 6489374.50 |
| 4641 | 2018.01.10 01:30 | sell | 1534 | 1.00 | 112.746 | 0.000 | 0.000 | ||
| 4642 | 2018.01.10 01:30 | modify | 1534 | 1.00 | 112.746 | 114.146 | 112.146 | ||
| 4643 | 2018.01.10 02:25 | close | 1534 | 1.00 | 112.621 | 114.146 | 112.146 | 12500.00 | 6501874.50 |
| 4644 | 2018.01.17 05:05 | sell | 1535 | 1.00 | 110.700 | 0.000 | 0.000 | ||
| 4645 | 2018.01.17 05:05 | modify | 1535 | 1.00 | 110.700 | 112.100 | 110.100 | ||
| 4646 | 2018.01.17 07:00 | close | 1535 | 1.00 | 110.859 | 112.100 | 110.100 | -15900.00 | 6485974.50 |
| 4647 | 2018.01.18 07:25 | buy | 1536 | 1.00 | 111.221 | 0.000 | 0.000 | ||
| 4648 | 2018.01.18 07:25 | modify | 1536 | 1.00 | 111.221 | 109.821 | 111.821 | ||
| 4649 | 2018.01.18 12:10 | close | 1536 | 1.00 | 111.338 | 109.821 | 111.821 | 11700.00 | 6497674.50 |
| 4650 | 2018.01.26 08:25 | buy | 1537 | 1.00 | 109.204 | 0.000 | 0.000 | ||