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 |
| 4651 | 2018.01.26 08:25 | modify | 1537 | 1.00 | 109.204 | 107.804 | 109.804 | ||
| 4652 | 2018.01.26 12:05 | close | 1537 | 1.00 | 109.173 | 107.804 | 109.804 | -3100.00 | 6494574.50 |
| 4653 | 2018.01.29 03:20 | sell | 1538 | 1.00 | 108.843 | 0.000 | 0.000 | ||
| 4654 | 2018.01.29 03:20 | modify | 1538 | 1.00 | 108.843 | 110.243 | 108.243 | ||
| 4655 | 2018.01.29 05:35 | close | 1538 | 1.00 | 108.728 | 110.243 | 108.243 | 11500.00 | 6506074.50 |
| 4656 | 2018.01.29 09:30 | sell | 1539 | 1.00 | 108.976 | 0.000 | 0.000 | ||
| 4657 | 2018.01.29 09:30 | modify | 1539 | 1.00 | 108.976 | 110.376 | 108.376 | ||
| 4658 | 2018.01.29 11:55 | close | 1539 | 1.00 | 108.787 | 110.376 | 108.376 | 18900.00 | 6524974.50 |
| 4659 | 2018.01.29 12:10 | buy | 1540 | 1.00 | 108.664 | 0.000 | 0.000 | ||
| 4660 | 2018.01.29 12:10 | modify | 1540 | 1.00 | 108.664 | 107.264 | 109.264 | ||
| 4661 | 2018.01.29 14:40 | close | 1540 | 1.00 | 108.822 | 107.264 | 109.264 | 15800.00 | 6540774.50 |
| 4662 | 2018.02.02 20:20 | buy | 1541 | 1.00 | 110.052 | 0.000 | 0.000 | ||
| 4663 | 2018.02.02 20:20 | modify | 1541 | 1.00 | 110.052 | 108.652 | 110.652 | ||
| 4664 | 2018.02.02 21:25 | close | 1541 | 1.00 | 110.318 | 108.652 | 110.652 | 26600.00 | 6567374.50 |
| 4665 | 2018.02.05 02:35 | buy | 1542 | 1.00 | 109.890 | 0.000 | 0.000 | ||
| 4666 | 2018.02.05 02:35 | modify | 1542 | 1.00 | 109.890 | 108.490 | 110.490 | ||
| 4667 | 2018.02.05 06:45 | close | 1542 | 1.00 | 110.016 | 108.490 | 110.490 | 12600.00 | 6579974.50 |
| 4668 | 2018.02.12 02:25 | buy | 1543 | 1.00 | 108.638 | 0.000 | 0.000 | ||
| 4669 | 2018.02.12 02:25 | modify | 1543 | 1.00 | 108.638 | 107.238 | 109.238 | ||
| 4670 | 2018.02.12 04:55 | close | 1543 | 1.00 | 108.734 | 107.238 | 109.238 | 9600.00 | 6589574.50 |
| 4671 | 2018.02.14 11:10 | sell | 1544 | 1.00 | 107.494 | 0.000 | 0.000 | ||
| 4672 | 2018.02.14 11:10 | modify | 1544 | 1.00 | 107.494 | 108.894 | 106.894 | ||
| 4673 | 2018.02.14 14:05 | close | 1544 | 1.00 | 107.365 | 108.894 | 106.894 | 12900.00 | 6602474.50 |
| 4674 | 2018.02.16 09:55 | sell | 1545 | 1.00 | 105.976 | 0.000 | 0.000 | ||
| 4675 | 2018.02.16 09:55 | modify | 1545 | 1.00 | 105.976 | 107.376 | 105.376 | ||
| 4676 | 2018.02.16 10:15 | close | 1545 | 1.00 | 105.771 | 107.376 | 105.376 | 20500.00 | 6622974.50 |
| 4677 | 2018.02.22 01:30 | buy | 1546 | 1.00 | 107.539 | 0.000 | 0.000 | ||
| 4678 | 2018.02.22 01:30 | modify | 1546 | 1.00 | 107.539 | 106.139 | 108.139 | ||
| 4679 | 2018.02.22 02:20 | close | 1546 | 1.00 | 107.756 | 106.139 | 108.139 | 21700.00 | 6644674.50 |
| 4680 | 2018.02.23 02:05 | sell | 1547 | 1.00 | 106.870 | 0.000 | 0.000 | ||
| 4681 | 2018.02.23 02:05 | modify | 1547 | 1.00 | 106.870 | 108.270 | 106.270 | ||
| 4682 | 2018.02.23 03:50 | close | 1547 | 1.00 | 106.758 | 108.270 | 106.270 | 11200.00 | 6655874.50 |
| 4683 | 2018.02.23 10:25 | buy | 1548 | 1.00 | 106.863 | 0.000 | 0.000 | ||
| 4684 | 2018.02.23 10:25 | modify | 1548 | 1.00 | 106.863 | 105.463 | 107.463 | ||
| 4685 | 2018.02.23 16:30 | close | 1548 | 1.00 | 106.841 | 105.463 | 107.463 | -2200.00 | 6653674.50 |
| 4686 | 2018.02.27 02:50 | buy | 1549 | 1.00 | 106.843 | 0.000 | 0.000 | ||
| 4687 | 2018.02.27 02:50 | modify | 1549 | 1.00 | 106.843 | 105.443 | 107.443 | ||
| 4688 | 2018.02.27 03:55 | close | 1549 | 1.00 | 106.989 | 105.443 | 107.443 | 14600.00 | 6668274.50 |
| 4689 | 2018.02.28 03:15 | buy | 1550 | 1.00 | 107.202 | 0.000 | 0.000 | ||
| 4690 | 2018.02.28 03:15 | modify | 1550 | 1.00 | 107.202 | 105.802 | 107.802 | ||
| 4691 | 2018.02.28 07:00 | close | 1550 | 1.00 | 107.184 | 105.802 | 107.802 | -1800.00 | 6666474.50 |
| 4692 | 2018.03.02 07:55 | buy | 1551 | 1.00 | 105.841 | 0.000 | 0.000 | ||
| 4693 | 2018.03.02 07:55 | modify | 1551 | 1.00 | 105.841 | 104.441 | 106.441 | ||
| 4694 | 2018.03.02 08:00 | close | 1551 | 1.00 | 105.794 | 104.441 | 106.441 | -4700.00 | 6661774.50 |
| 4695 | 2018.03.06 07:10 | buy | 1552 | 1.00 | 106.257 | 0.000 | 0.000 | ||
| 4696 | 2018.03.06 07:10 | modify | 1552 | 1.00 | 106.257 | 104.857 | 106.857 | ||
| 4697 | 2018.03.06 13:10 | close | 1552 | 1.00 | 106.110 | 104.857 | 106.857 | -14700.00 | 6647074.50 |
| 4698 | 2018.03.08 07:35 | buy | 1553 | 1.00 | 105.942 | 0.000 | 0.000 | ||
| 4699 | 2018.03.08 07:35 | modify | 1553 | 1.00 | 105.942 | 104.542 | 106.542 | ||
| 4700 | 2018.03.08 10:50 | close | 1553 | 1.00 | 106.078 | 104.542 | 106.542 | 13600.00 | 6660674.50 |
| 4701 | 2018.03.08 10:50 | sell | 1554 | 1.00 | 106.072 | 0.000 | 0.000 | ||
| 4702 | 2018.03.08 10:50 | modify | 1554 | 1.00 | 106.072 | 107.472 | 105.472 | ||
| 4703 | 2018.03.08 15:35 | close | 1554 | 1.00 | 106.057 | 107.472 | 105.472 | 1500.00 | 6662174.50 |
| 4704 | 2018.03.13 19:00 | buy | 1555 | 1.00 | 106.636 | 0.000 | 0.000 | ||
| 4705 | 2018.03.13 19:00 | modify | 1555 | 1.00 | 106.636 | 105.236 | 107.236 | ||
| 4706 | 2018.03.14 03:05 | close | 1555 | 1.00 | 106.635 | 105.236 | 107.236 | 580.90 | 6662755.39 |
| 4707 | 2018.03.14 03:05 | sell | 1556 | 1.00 | 106.635 | 0.000 | 0.000 | ||
| 4708 | 2018.03.14 03:05 | modify | 1556 | 1.00 | 106.635 | 108.035 | 106.035 | ||
| 4709 | 2018.03.14 04:55 | close | 1556 | 1.00 | 106.509 | 108.035 | 106.035 | 12600.00 | 6675355.39 |
| 4710 | 2018.03.19 00:05 | buy | 1557 | 1.00 | 105.938 | 0.000 | 0.000 | ||
| 4711 | 2018.03.19 00:05 | modify | 1557 | 1.00 | 105.938 | 104.538 | 106.538 | ||
| 4712 | 2018.03.19 03:05 | close | 1557 | 1.00 | 106.095 | 104.538 | 106.538 | 15700.00 | 6691055.39 |
| 4713 | 2018.03.19 19:00 | buy | 1558 | 1.00 | 105.843 | 0.000 | 0.000 | ||
| 4714 | 2018.03.19 19:00 | modify | 1558 | 1.00 | 105.843 | 104.443 | 106.443 | ||
| 4715 | 2018.03.19 21:10 | close | 1558 | 1.00 | 106.006 | 104.443 | 106.443 | 16300.00 | 6707355.39 |
| 4716 | 2018.03.20 12:10 | buy | 1559 | 1.00 | 106.152 | 0.000 | 0.000 | ||
| 4717 | 2018.03.20 12:10 | modify | 1559 | 1.00 | 106.152 | 104.752 | 106.752 | ||
| 4718 | 2018.03.20 13:15 | close | 1559 | 1.00 | 106.362 | 104.752 | 106.752 | 21000.00 | 6728355.39 |
| 4719 | 2018.03.22 08:05 | sell | 1560 | 1.00 | 105.821 | 0.000 | 0.000 | ||
| 4720 | 2018.03.22 08:05 | modify | 1560 | 1.00 | 105.821 | 107.221 | 105.221 | ||
| 4721 | 2018.03.22 10:35 | close | 1560 | 1.00 | 105.763 | 107.221 | 105.221 | 5800.00 | 6734155.39 |
| 4722 | 2018.03.23 11:00 | sell | 1561 | 1.00 | 105.031 | 0.000 | 0.000 | ||
| 4723 | 2018.03.23 11:00 | modify | 1561 | 1.00 | 105.031 | 106.431 | 104.431 | ||
| 4724 | 2018.03.23 12:50 | close | 1561 | 1.00 | 104.839 | 106.431 | 104.431 | 19200.00 | 6753355.39 |
| 4725 | 2018.03.27 10:50 | buy | 1562 | 1.00 | 105.489 | 0.000 | 0.000 | ||
| 4726 | 2018.03.27 10:50 | modify | 1562 | 1.00 | 105.489 | 104.089 | 106.089 | ||
| 4727 | 2018.03.27 12:10 | close | 1562 | 1.00 | 105.616 | 104.089 | 106.089 | 12700.00 | 6766055.39 |
| 4728 | 2018.03.29 05:15 | buy | 1563 | 1.00 | 106.587 | 0.000 | 0.000 | ||
| 4729 | 2018.03.29 05:15 | modify | 1563 | 1.00 | 106.587 | 105.187 | 107.187 | ||
| 4730 | 2018.03.29 09:15 | close | 1563 | 1.00 | 106.579 | 105.187 | 107.187 | -800.00 | 6765255.39 |
| 4731 | 2018.03.29 21:45 | sell | 1564 | 1.00 | 106.533 | 0.000 | 0.000 | ||
| 4732 | 2018.03.29 21:45 | modify | 1564 | 1.00 | 106.533 | 107.933 | 105.933 | ||
| 4733 | 2018.03.30 03:25 | close | 1564 | 1.00 | 106.442 | 107.933 | 105.933 | 7636.52 | 6772891.91 |
| 4734 | 2018.04.04 02:55 | buy | 1565 | 1.00 | 106.457 | 0.000 | 0.000 | ||
| 4735 | 2018.04.04 02:55 | modify | 1565 | 1.00 | 106.457 | 105.057 | 107.057 | ||
| 4736 | 2018.04.04 04:35 | close | 1565 | 1.00 | 106.576 | 105.057 | 107.057 | 11900.00 | 6784791.91 |
| 4737 | 2018.04.11 03:05 | buy | 1566 | 1.00 | 107.072 | 0.000 | 0.000 | ||
| 4738 | 2018.04.11 03:05 | modify | 1566 | 1.00 | 107.072 | 105.672 | 107.672 | ||
| 4739 | 2018.04.11 08:00 | close | 1566 | 1.00 | 107.012 | 105.672 | 107.672 | -6000.00 | 6778791.91 |
| 4740 | 2018.04.12 23:55 | sell | 1567 | 1.00 | 107.345 | 0.000 | 0.000 | ||
| 4741 | 2018.04.12 23:55 | modify | 1567 | 1.00 | 107.345 | 108.745 | 106.745 | ||
| 4742 | 2018.04.13 02:05 | close | 1567 | 1.00 | 107.240 | 108.745 | 106.745 | 9024.24 | 6787816.15 |
| 4743 | 2018.04.26 03:15 | buy | 1568 | 1.00 | 109.304 | 0.000 | 0.000 | ||
| 4744 | 2018.04.26 03:15 | modify | 1568 | 1.00 | 109.304 | 107.904 | 109.904 | ||
| 4745 | 2018.04.26 04:00 | close | 1568 | 1.00 | 109.411 | 107.904 | 109.904 | 10700.00 | 6798516.15 |
| 4746 | 2018.05.02 03:15 | buy | 1569 | 1.00 | 109.728 | 0.000 | 0.000 | ||
| 4747 | 2018.05.02 03:15 | modify | 1569 | 1.00 | 109.728 | 108.328 | 110.328 | ||
| 4748 | 2018.05.02 03:50 | close | 1569 | 1.00 | 109.844 | 108.328 | 110.328 | 11600.00 | 6810116.15 |
| 4749 | 2018.05.02 09:05 | sell | 1570 | 1.00 | 109.834 | 0.000 | 0.000 | ||
| 4750 | 2018.05.02 09:05 | modify | 1570 | 1.00 | 109.834 | 111.234 | 109.234 | ||
| 4751 | 2018.05.02 15:10 | close | 1570 | 1.00 | 109.788 | 111.234 | 109.234 | 4600.00 | 6814716.15 |
| 4752 | 2018.05.04 09:15 | sell | 1571 | 1.00 | 109.153 | 0.000 | 0.000 | ||
| 4753 | 2018.05.04 09:15 | modify | 1571 | 1.00 | 109.153 | 110.553 | 108.553 | ||
| 4754 | 2018.05.04 10:25 | close | 1571 | 1.00 | 109.047 | 110.553 | 108.553 | 10600.00 | 6825316.15 |
| 4755 | 2018.05.16 02:10 | buy | 1572 | 1.00 | 110.229 | 0.000 | 0.000 | ||
| 4756 | 2018.05.16 02:10 | modify | 1572 | 1.00 | 110.229 | 108.829 | 110.829 | ||
| 4757 | 2018.05.16 04:35 | close | 1572 | 1.00 | 110.356 | 108.829 | 110.829 | 12700.00 | 6838016.15 |
| 4758 | 2018.05.23 20:50 | sell | 1573 | 1.00 | 110.301 | 0.000 | 0.000 | ||
| 4759 | 2018.05.23 20:50 | modify | 1573 | 1.00 | 110.301 | 111.701 | 109.701 | ||
| 4760 | 2018.05.23 21:35 | close | 1573 | 1.00 | 110.082 | 111.701 | 109.701 | 21900.00 | 6859916.15 |
| 4761 | 2018.05.24 00:50 | buy | 1574 | 1.00 | 109.954 | 0.000 | 0.000 | ||
| 4762 | 2018.05.24 00:50 | modify | 1574 | 1.00 | 109.954 | 108.554 | 110.554 | ||
| 4763 | 2018.05.24 02:15 | close | 1574 | 1.00 | 110.039 | 108.554 | 110.554 | 8500.00 | 6868416.15 |
| 4764 | 2018.05.24 03:00 | buy | 1575 | 1.00 | 109.885 | 0.000 | 0.000 | ||
| 4765 | 2018.05.24 03:00 | modify | 1575 | 1.00 | 109.885 | 108.485 | 110.485 | ||
| 4766 | 2018.05.24 04:35 | close | 1575 | 1.00 | 109.491 | 108.485 | 110.485 | -39400.00 | 6829016.15 |
| 4767 | 2018.06.04 10:35 | buy | 1576 | 1.00 | 109.538 | 0.000 | 0.000 | ||
| 4768 | 2018.06.04 10:35 | modify | 1576 | 1.00 | 109.538 | 108.138 | 110.138 | ||
| 4769 | 2018.06.04 12:30 | close | 1576 | 1.00 | 109.627 | 108.138 | 110.138 | 8900.00 | 6837916.15 |
| 4770 | 2018.06.20 04:05 | buy | 1577 | 1.00 | 109.931 | 0.000 | 0.000 | ||
| 4771 | 2018.06.20 04:05 | modify | 1577 | 1.00 | 109.931 | 108.531 | 110.531 | ||
| 4772 | 2018.06.20 04:40 | close | 1577 | 1.00 | 110.098 | 108.531 | 110.531 | 16700.00 | 6854616.15 |
| 4773 | 2018.06.21 11:45 | buy | 1578 | 1.00 | 110.467 | 0.000 | 0.000 | ||
| 4774 | 2018.06.21 11:45 | modify | 1578 | 1.00 | 110.467 | 109.067 | 111.067 | ||
| 4775 | 2018.06.21 14:00 | close | 1578 | 1.00 | 110.550 | 109.067 | 111.067 | 8300.00 | 6862916.15 |
| 4776 | 2018.06.26 03:10 | buy | 1579 | 1.00 | 109.566 | 0.000 | 0.000 | ||
| 4777 | 2018.06.26 03:10 | modify | 1579 | 1.00 | 109.566 | 108.166 | 110.166 | ||
| 4778 | 2018.06.26 08:10 | close | 1579 | 1.00 | 109.514 | 108.166 | 110.166 | -5200.00 | 6857716.15 |
| 4779 | 2018.06.27 03:55 | buy | 1580 | 1.00 | 109.922 | 0.000 | 0.000 | ||
| 4780 | 2018.06.27 03:55 | modify | 1580 | 1.00 | 109.922 | 108.522 | 110.522 | ||
| 4781 | 2018.06.27 07:40 | close | 1580 | 1.00 | 109.988 | 108.522 | 110.522 | 6600.00 | 6864316.15 |
| 4782 | 2018.06.28 03:15 | buy | 1581 | 1.00 | 110.078 | 0.000 | 0.000 | ||
| 4783 | 2018.06.28 03:15 | modify | 1581 | 1.00 | 110.078 | 108.678 | 110.678 | ||
| 4784 | 2018.06.28 06:35 | close | 1581 | 1.00 | 110.188 | 108.678 | 110.678 | 11000.00 | 6875316.15 |
| 4785 | 2018.06.28 07:15 | sell | 1582 | 1.00 | 110.273 | 0.000 | 0.000 | ||
| 4786 | 2018.06.28 07:15 | modify | 1582 | 1.00 | 110.273 | 111.673 | 109.673 | ||
| 4787 | 2018.06.28 12:50 | close | 1582 | 1.00 | 110.243 | 111.673 | 109.673 | 3000.00 | 6878316.15 |
| 4788 | 2018.06.29 13:30 | buy | 1583 | 1.00 | 110.503 | 0.000 | 0.000 | ||
| 4789 | 2018.06.29 13:30 | modify | 1583 | 1.00 | 110.503 | 109.103 | 111.103 | ||
| 4790 | 2018.06.29 15:15 | close | 1583 | 1.00 | 110.691 | 109.103 | 111.103 | 18800.00 | 6897116.15 |
| 4791 | 2018.07.04 11:15 | sell | 1584 | 1.00 | 110.512 | 0.000 | 0.000 | ||
| 4792 | 2018.07.04 11:15 | modify | 1584 | 1.00 | 110.512 | 111.912 | 109.912 | ||
| 4793 | 2018.07.04 19:20 | close | 1584 | 1.00 | 110.478 | 111.912 | 109.912 | 3400.00 | 6900516.15 |
| 4794 | 2018.07.10 03:55 | sell | 1585 | 1.00 | 111.023 | 0.000 | 0.000 | ||
| 4795 | 2018.07.10 03:55 | modify | 1585 | 1.00 | 111.023 | 112.423 | 110.423 | ||
| 4796 | 2018.07.10 06:45 | close | 1585 | 1.00 | 111.058 | 112.423 | 110.423 | -3500.00 | 6897016.15 |
| 4797 | 2018.07.12 06:15 | sell | 1586 | 1.00 | 112.332 | 0.000 | 0.000 | ||
| 4798 | 2018.07.12 06:15 | modify | 1586 | 1.00 | 112.332 | 113.732 | 111.732 | ||
| 4799 | 2018.07.12 06:20 | close | 1586 | 1.00 | 112.370 | 113.732 | 111.732 | -3800.00 | 6893216.15 |
| 4800 | 2018.07.20 03:35 | sell | 1587 | 1.00 | 112.572 | 0.000 | 0.000 | ||