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 |
| 4801 | 2018.07.20 03:35 | modify | 1587 | 1.00 | 112.572 | 113.972 | 111.972 | ||
| 4802 | 2018.07.20 04:40 | close | 1587 | 1.00 | 112.288 | 113.972 | 111.972 | 28400.00 | 6921616.15 |
| 4803 | 2018.07.20 08:00 | buy | 1588 | 1.00 | 112.218 | 0.000 | 0.000 | ||
| 4804 | 2018.07.20 08:00 | modify | 1588 | 1.00 | 112.218 | 110.818 | 112.818 | ||
| 4805 | 2018.07.20 09:15 | close | 1588 | 1.00 | 112.376 | 110.818 | 112.818 | 15800.00 | 6937416.15 |
| 4806 | 2018.07.23 12:45 | sell | 1589 | 1.00 | 111.172 | 0.000 | 0.000 | ||
| 4807 | 2018.07.23 12:45 | modify | 1589 | 1.00 | 111.172 | 112.572 | 110.572 | ||
| 4808 | 2018.07.23 23:25 | close | 1589 | 1.00 | 111.359 | 112.572 | 110.572 | -18700.00 | 6918716.15 |
| 4809 | 2018.07.24 00:30 | buy | 1590 | 1.00 | 111.301 | 0.000 | 0.000 | ||
| 4810 | 2018.07.24 00:30 | modify | 1590 | 1.00 | 111.301 | 109.901 | 111.901 | ||
| 4811 | 2018.07.24 01:50 | close | 1590 | 1.00 | 111.377 | 109.901 | 111.901 | 7600.00 | 6926316.15 |
| 4812 | 2018.07.24 02:45 | sell | 1591 | 1.00 | 111.496 | 0.000 | 0.000 | ||
| 4813 | 2018.07.24 02:45 | modify | 1591 | 1.00 | 111.496 | 112.896 | 110.896 | ||
| 4814 | 2018.07.24 03:10 | close | 1591 | 1.00 | 111.341 | 112.896 | 110.896 | 15500.00 | 6941816.15 |
| 4815 | 2018.07.24 04:00 | buy | 1592 | 1.00 | 111.234 | 0.000 | 0.000 | ||
| 4816 | 2018.07.24 04:00 | modify | 1592 | 1.00 | 111.234 | 109.834 | 111.834 | ||
| 4817 | 2018.07.24 06:30 | close | 1592 | 1.00 | 111.295 | 109.834 | 111.834 | 6100.00 | 6947916.15 |
| 4818 | 2018.07.24 09:35 | sell | 1593 | 1.00 | 111.409 | 0.000 | 0.000 | ||
| 4819 | 2018.07.24 09:35 | modify | 1593 | 1.00 | 111.409 | 112.809 | 110.809 | ||
| 4820 | 2018.07.24 10:05 | close | 1593 | 1.00 | 111.272 | 112.809 | 110.809 | 13700.00 | 6961616.15 |
| 4821 | 2018.07.26 12:35 | sell | 1594 | 1.00 | 110.818 | 0.000 | 0.000 | ||
| 4822 | 2018.07.26 12:35 | modify | 1594 | 1.00 | 110.818 | 112.218 | 110.218 | ||
| 4823 | 2018.07.27 01:10 | close | 1594 | 1.00 | 111.205 | 112.218 | 110.218 | -40229.43 | 6921386.73 |
| 4824 | 2018.07.27 04:50 | buy | 1595 | 1.00 | 110.998 | 0.000 | 0.000 | ||
| 4825 | 2018.07.27 04:50 | modify | 1595 | 1.00 | 110.998 | 109.598 | 111.598 | ||
| 4826 | 2018.07.27 07:40 | close | 1595 | 1.00 | 111.061 | 109.598 | 111.598 | 6300.00 | 6927686.73 |
| 4827 | 2018.07.27 11:55 | sell | 1596 | 1.00 | 111.192 | 0.000 | 0.000 | ||
| 4828 | 2018.07.27 11:55 | modify | 1596 | 1.00 | 111.192 | 112.592 | 110.592 | ||
| 4829 | 2018.07.27 15:35 | close | 1596 | 1.00 | 111.084 | 112.592 | 110.592 | 10800.00 | 6938486.73 |
| 4830 | 2018.08.13 12:15 | sell | 1597 | 1.00 | 110.441 | 0.000 | 0.000 | ||
| 4831 | 2018.08.13 12:15 | modify | 1597 | 1.00 | 110.441 | 111.841 | 109.841 | ||
| 4832 | 2018.08.13 18:20 | close | 1597 | 1.00 | 110.710 | 111.841 | 109.841 | -26900.00 | 6911586.73 |
| 4833 | 2018.08.16 02:35 | buy | 1598 | 1.00 | 110.579 | 0.000 | 0.000 | ||
| 4834 | 2018.08.16 02:35 | modify | 1598 | 1.00 | 110.579 | 109.179 | 111.179 | ||
| 4835 | 2018.08.16 04:30 | close | 1598 | 1.00 | 110.685 | 109.179 | 111.179 | 10600.00 | 6922186.73 |
| 4836 | 2018.08.16 04:35 | sell | 1599 | 1.00 | 110.818 | 0.000 | 0.000 | ||
| 4837 | 2018.08.16 04:35 | modify | 1599 | 1.00 | 110.818 | 112.218 | 110.218 | ||
| 4838 | 2018.08.16 12:50 | close | 1599 | 1.00 | 110.789 | 112.218 | 110.218 | 2900.00 | 6925086.73 |
| 4839 | 2018.08.17 21:35 | sell | 1600 | 1.00 | 110.621 | 0.000 | 0.000 | ||
| 4840 | 2018.08.17 21:35 | modify | 1600 | 1.00 | 110.621 | 112.021 | 110.021 | ||
| 4841 | 2018.08.17 23:00 | close | 1600 | 1.00 | 110.627 | 112.021 | 110.021 | -600.00 | 6924486.73 |
| 4842 | 2018.08.21 06:50 | sell | 1601 | 1.00 | 110.100 | 0.000 | 0.000 | ||
| 4843 | 2018.08.21 06:50 | modify | 1601 | 1.00 | 110.100 | 111.500 | 109.500 | ||
| 4844 | 2018.08.21 09:10 | close | 1601 | 1.00 | 110.024 | 111.500 | 109.500 | 7600.00 | 6932086.73 |
| 4845 | 2018.08.21 11:00 | sell | 1602 | 1.00 | 110.165 | 0.000 | 0.000 | ||
| 4846 | 2018.08.21 11:00 | modify | 1602 | 1.00 | 110.165 | 111.565 | 109.565 | ||
| 4847 | 2018.08.21 20:40 | close | 1602 | 1.00 | 110.374 | 111.565 | 109.565 | -20900.00 | 6911186.73 |
| 4848 | 2018.08.21 23:50 | buy | 1603 | 1.00 | 110.212 | 0.000 | 0.000 | ||
| 4849 | 2018.08.21 23:50 | modify | 1603 | 1.00 | 110.212 | 108.812 | 110.812 | ||
| 4850 | 2018.08.22 04:05 | close | 1603 | 1.00 | 110.213 | 108.812 | 110.812 | 804.73 | 6911991.45 |
| 4851 | 2018.08.22 05:45 | sell | 1604 | 1.00 | 110.343 | 0.000 | 0.000 | ||
| 4852 | 2018.08.22 05:45 | modify | 1604 | 1.00 | 110.343 | 111.743 | 109.743 | ||
| 4853 | 2018.08.22 08:00 | close | 1604 | 1.00 | 110.436 | 111.743 | 109.743 | -9300.00 | 6902691.45 |
| 4854 | 2018.09.10 02:20 | buy | 1605 | 1.00 | 110.925 | 0.000 | 0.000 | ||
| 4855 | 2018.09.10 02:20 | modify | 1605 | 1.00 | 110.925 | 109.525 | 111.525 | ||
| 4856 | 2018.09.10 05:50 | close | 1605 | 1.00 | 111.049 | 109.525 | 111.525 | 12400.00 | 6915091.45 |
| 4857 | 2018.09.11 12:05 | buy | 1606 | 1.00 | 111.367 | 0.000 | 0.000 | ||
| 4858 | 2018.09.11 12:05 | modify | 1606 | 1.00 | 111.367 | 109.967 | 111.967 | ||
| 4859 | 2018.09.11 16:40 | close | 1606 | 1.00 | 111.450 | 109.967 | 111.967 | 8300.00 | 6923391.45 |
| 4860 | 2018.09.14 05:30 | buy | 1607 | 1.00 | 111.869 | 0.000 | 0.000 | ||
| 4861 | 2018.09.14 05:30 | modify | 1607 | 1.00 | 111.869 | 110.469 | 112.469 | ||
| 4862 | 2018.09.14 09:20 | close | 1607 | 1.00 | 111.915 | 110.469 | 112.469 | 4600.00 | 6927991.45 |
| 4863 | 2018.10.04 06:40 | buy | 1608 | 1.00 | 114.229 | 0.000 | 0.000 | ||
| 4864 | 2018.10.04 06:40 | modify | 1608 | 1.00 | 114.229 | 112.829 | 114.829 | ||
| 4865 | 2018.10.04 07:30 | close | 1608 | 1.00 | 114.373 | 112.829 | 114.829 | 14400.00 | 6942391.45 |
| 4866 | 2018.10.05 03:35 | sell | 1609 | 1.00 | 114.018 | 0.000 | 0.000 | ||
| 4867 | 2018.10.05 03:35 | modify | 1609 | 1.00 | 114.018 | 115.418 | 113.418 | ||
| 4868 | 2018.10.05 05:15 | close | 1609 | 1.00 | 113.901 | 115.418 | 113.418 | 11700.00 | 6954091.45 |
| 4869 | 2018.10.08 22:45 | sell | 1610 | 1.00 | 113.092 | 0.000 | 0.000 | ||
| 4870 | 2018.10.08 22:45 | modify | 1610 | 1.00 | 113.092 | 114.492 | 112.492 | ||
| 4871 | 2018.10.09 02:05 | close | 1610 | 1.00 | 113.105 | 114.492 | 112.492 | -2856.98 | 6951234.47 |
| 4872 | 2018.10.11 04:55 | buy | 1611 | 1.00 | 112.049 | 0.000 | 0.000 | ||
| 4873 | 2018.10.11 04:55 | modify | 1611 | 1.00 | 112.049 | 110.649 | 112.649 | ||
| 4874 | 2018.10.11 07:45 | close | 1611 | 1.00 | 112.239 | 110.649 | 112.649 | 19000.00 | 6970234.47 |
| 4875 | 2018.10.19 03:55 | sell | 1612 | 1.00 | 112.311 | 0.000 | 0.000 | ||
| 4876 | 2018.10.19 03:55 | modify | 1612 | 1.00 | 112.311 | 113.711 | 111.711 | ||
| 4877 | 2018.10.19 12:50 | close | 1612 | 1.00 | 112.387 | 113.711 | 111.711 | -7600.00 | 6962634.47 |
| 4878 | 2018.10.23 21:30 | sell | 1613 | 1.00 | 112.359 | 0.000 | 0.000 | ||
| 4879 | 2018.10.23 21:30 | modify | 1613 | 1.00 | 112.359 | 113.759 | 111.759 | ||
| 4880 | 2018.10.24 02:00 | close | 1613 | 1.00 | 112.388 | 113.759 | 111.759 | -4446.10 | 6958188.37 |
| 4881 | 2018.10.26 00:40 | buy | 1614 | 1.00 | 112.365 | 0.000 | 0.000 | ||
| 4882 | 2018.10.26 00:40 | modify | 1614 | 1.00 | 112.365 | 110.965 | 112.965 | ||
| 4883 | 2018.10.26 04:15 | close | 1614 | 1.00 | 112.437 | 110.965 | 112.965 | 7200.00 | 6965388.37 |
| 4884 | 2018.10.26 19:50 | sell | 1615 | 1.00 | 112.033 | 0.000 | 0.000 | ||
| 4885 | 2018.10.26 19:50 | modify | 1615 | 1.00 | 112.033 | 113.433 | 111.433 | ||
| 4886 | 2018.10.26 22:05 | modify | 1615 | 1.00 | 112.033 | 111.860 | 111.433 | ||
| 4887 | 2018.10.26 22:10 | close | 1615 | 1.00 | 111.804 | 111.860 | 111.433 | 22900.00 | 6988288.37 |
| 4888 | 2018.10.29 03:40 | sell | 1616 | 1.00 | 112.028 | 0.000 | 0.000 | ||
| 4889 | 2018.10.29 03:40 | modify | 1616 | 1.00 | 112.028 | 113.428 | 111.428 | ||
| 4890 | 2018.10.29 04:40 | close | 1616 | 1.00 | 111.862 | 113.428 | 111.428 | 16600.00 | 7004888.37 |
| 4891 | 2018.12.06 22:35 | sell | 1617 | 1.00 | 112.691 | 0.000 | 0.000 | ||
| 4892 | 2018.12.06 22:35 | modify | 1617 | 1.00 | 112.691 | 114.091 | 112.091 | ||
| 4893 | 2018.12.07 08:55 | close | 1617 | 1.00 | 112.825 | 114.091 | 112.091 | -14949.31 | 6989939.06 |
| 4894 | 2018.12.11 02:55 | buy | 1618 | 1.00 | 113.102 | 0.000 | 0.000 | ||
| 4895 | 2018.12.11 02:55 | modify | 1618 | 1.00 | 113.102 | 111.702 | 113.702 | ||
| 4896 | 2018.12.11 07:25 | close | 1618 | 1.00 | 113.107 | 111.702 | 113.702 | 500.00 | 6990439.06 |
| 4897 | 2018.12.21 05:40 | sell | 1619 | 1.00 | 111.378 | 0.000 | 0.000 | ||
| 4898 | 2018.12.21 05:40 | modify | 1619 | 1.00 | 111.378 | 112.778 | 110.778 | ||
| 4899 | 2018.12.21 09:10 | close | 1619 | 1.00 | 111.328 | 112.778 | 110.778 | 5000.00 | 6995439.06 |
| 4900 | 2018.12.21 10:15 | buy | 1620 | 1.00 | 111.204 | 0.000 | 0.000 | ||
| 4901 | 2018.12.21 10:15 | modify | 1620 | 1.00 | 111.204 | 109.804 | 111.804 | ||
| 4902 | 2018.12.21 17:15 | close | 1620 | 1.00 | 111.291 | 109.804 | 111.804 | 8700.00 | 7004139.06 |
| 4903 | 2018.12.21 20:10 | sell | 1621 | 1.00 | 111.396 | 0.000 | 0.000 | ||
| 4904 | 2018.12.21 20:10 | modify | 1621 | 1.00 | 111.396 | 112.796 | 110.796 | ||
| 4905 | 2018.12.21 22:00 | close | 1621 | 1.00 | 111.311 | 112.796 | 110.796 | 8500.00 | 7012639.06 |
| 4906 | 2019.01.02 23:35 | buy | 1622 | 1.00 | 108.985 | 0.000 | 0.000 | ||
| 4907 | 2019.01.02 23:35 | modify | 1622 | 1.00 | 108.985 | 107.585 | 109.585 | ||
| 4908 | 2019.01.03 00:30 | close | 1622 | 1.00 | 108.657 | 107.585 | 109.585 | -30713.08 | 6981925.98 |
| 4909 | 2019.01.08 12:55 | buy | 1623 | 1.00 | 108.697 | 0.000 | 0.000 | ||
| 4910 | 2019.01.08 12:55 | modify | 1623 | 1.00 | 108.697 | 107.297 | 109.297 | ||
| 4911 | 2019.01.08 15:20 | close | 1623 | 1.00 | 108.830 | 107.297 | 109.297 | 13300.00 | 6995225.98 |
| 4912 | 2019.01.08 22:40 | sell | 1624 | 1.00 | 108.767 | 0.000 | 0.000 | ||
| 4913 | 2019.01.08 22:40 | modify | 1624 | 1.00 | 108.767 | 110.167 | 108.167 | ||
| 4914 | 2019.01.09 02:10 | close | 1624 | 1.00 | 108.723 | 110.167 | 108.167 | 2904.69 | 6998130.67 |
| 4915 | 2019.01.10 03:05 | buy | 1625 | 1.00 | 107.902 | 0.000 | 0.000 | ||
| 4916 | 2019.01.10 03:05 | modify | 1625 | 1.00 | 107.902 | 106.502 | 108.502 | ||
| 4917 | 2019.01.10 03:25 | close | 1625 | 1.00 | 107.886 | 106.502 | 108.502 | -1600.00 | 6996530.67 |
| 4918 | 2019.01.11 02:00 | buy | 1626 | 1.00 | 108.292 | 0.000 | 0.000 | ||
| 4919 | 2019.01.11 02:00 | modify | 1626 | 1.00 | 108.292 | 106.892 | 108.892 | ||
| 4920 | 2019.01.11 08:20 | close | 1626 | 1.00 | 108.372 | 106.892 | 108.892 | 8000.00 | 7004530.67 |
| 4921 | 2019.01.16 02:55 | buy | 1627 | 1.00 | 108.473 | 0.000 | 0.000 | ||
| 4922 | 2019.01.16 02:55 | modify | 1627 | 1.00 | 108.473 | 107.073 | 109.073 | ||
| 4923 | 2019.01.16 07:00 | close | 1627 | 1.00 | 108.474 | 107.073 | 109.073 | 100.00 | 7004630.67 |
| 4924 | 2019.01.17 03:45 | buy | 1628 | 1.00 | 108.845 | 0.000 | 0.000 | ||
| 4925 | 2019.01.17 03:45 | modify | 1628 | 1.00 | 108.845 | 107.445 | 109.445 | ||
| 4926 | 2019.01.17 05:00 | close | 1628 | 1.00 | 109.009 | 107.445 | 109.445 | 16400.00 | 7021030.67 |
| 4927 | 2019.01.21 02:10 | buy | 1629 | 1.00 | 109.612 | 0.000 | 0.000 | ||
| 4928 | 2019.01.21 02:10 | modify | 1629 | 1.00 | 109.612 | 108.212 | 110.212 | ||
| 4929 | 2019.01.21 04:55 | close | 1629 | 1.00 | 109.681 | 108.212 | 110.212 | 6900.00 | 7027930.67 |
| 4930 | 2019.01.31 18:00 | sell | 1630 | 1.00 | 108.827 | 0.000 | 0.000 | ||
| 4931 | 2019.01.31 18:00 | modify | 1630 | 1.00 | 108.827 | 110.227 | 108.227 | ||
| 4932 | 2019.01.31 22:15 | close | 1630 | 1.00 | 108.805 | 110.227 | 108.227 | 2200.00 | 7030130.67 |
| 4933 | 2019.02.04 21:05 | buy | 1631 | 1.00 | 109.846 | 0.000 | 0.000 | ||
| 4934 | 2019.02.04 21:05 | modify | 1631 | 1.00 | 109.846 | 108.446 | 110.446 | ||
| 4935 | 2019.02.04 22:00 | close | 1631 | 1.00 | 109.925 | 108.446 | 110.446 | 7900.00 | 7038030.67 |
| 4936 | 2019.02.26 03:35 | buy | 1632 | 1.00 | 110.938 | 0.000 | 0.000 | ||
| 4937 | 2019.02.26 03:35 | modify | 1632 | 1.00 | 110.938 | 109.538 | 111.538 | ||
| 4938 | 2019.02.26 10:45 | close | 1632 | 1.00 | 110.856 | 109.538 | 111.538 | -8200.00 | 7029830.67 |
| 4939 | 2019.03.01 03:00 | sell | 1633 | 1.00 | 111.536 | 0.000 | 0.000 | ||
| 4940 | 2019.03.01 03:00 | modify | 1633 | 1.00 | 111.536 | 112.936 | 110.936 | ||
| 4941 | 2019.03.01 03:30 | close | 1633 | 1.00 | 111.644 | 112.936 | 110.936 | -10800.00 | 7019030.67 |
| 4942 | 2019.03.01 03:50 | sell | 1634 | 1.00 | 111.648 | 0.000 | 0.000 | ||
| 4943 | 2019.03.01 03:50 | modify | 1634 | 1.00 | 111.648 | 113.048 | 111.048 | ||
| 4944 | 2019.03.01 04:20 | close | 1634 | 1.00 | 111.692 | 113.048 | 111.048 | -4400.00 | 7014630.67 |
| 4945 | 2019.03.21 13:55 | sell | 1635 | 1.00 | 110.588 | 0.000 | 0.000 | ||
| 4946 | 2019.03.21 13:55 | modify | 1635 | 1.00 | 110.588 | 111.988 | 109.988 | ||
| 4947 | 2019.03.21 15:20 | close | 1635 | 1.00 | 110.435 | 111.988 | 109.988 | 15300.00 | 7029930.67 |
| 4948 | 2019.03.22 21:15 | sell | 1636 | 1.00 | 110.147 | 0.000 | 0.000 | ||
| 4949 | 2019.03.22 21:15 | modify | 1636 | 1.00 | 110.147 | 111.547 | 109.547 | ||
| 4950 | 2019.03.22 22:35 | close | 1636 | 1.00 | 109.969 | 111.547 | 109.547 | 17800.00 | 7047730.67 |