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 |
| 4951 | 2019.03.26 23:55 | sell | 1637 | 1.00 | 110.646 | 0.000 | 0.000 | ||
| 4952 | 2019.03.26 23:55 | modify | 1637 | 1.00 | 110.646 | 112.046 | 110.046 | ||
| 4953 | 2019.03.27 01:25 | close | 1637 | 1.00 | 110.482 | 112.046 | 110.046 | 14878.76 | 7062609.43 |
| 4954 | 2019.03.28 23:55 | sell | 1638 | 1.00 | 110.692 | 0.000 | 0.000 | ||
| 4955 | 2019.03.28 23:55 | modify | 1638 | 1.00 | 110.692 | 112.092 | 110.092 | ||
| 4956 | 2019.03.29 03:20 | close | 1638 | 1.00 | 110.604 | 112.092 | 110.092 | 7278.80 | 7069888.22 |
| 4957 | 2019.03.29 09:55 | buy | 1639 | 1.00 | 110.600 | 0.000 | 0.000 | ||
| 4958 | 2019.03.29 09:55 | modify | 1639 | 1.00 | 110.600 | 109.200 | 111.200 | ||
| 4959 | 2019.03.29 11:00 | close | 1639 | 1.00 | 110.736 | 109.200 | 111.200 | 13600.00 | 7083488.22 |
| 4960 | 2019.04.12 03:55 | sell | 1640 | 1.00 | 111.764 | 0.000 | 0.000 | ||
| 4961 | 2019.04.12 03:55 | modify | 1640 | 1.00 | 111.764 | 113.164 | 111.164 | ||
| 4962 | 2019.04.12 08:45 | close | 1640 | 1.00 | 111.835 | 113.164 | 111.164 | -7100.00 | 7076388.22 |
| 4963 | 2019.04.26 04:25 | sell | 1641 | 1.00 | 111.758 | 0.000 | 0.000 | ||
| 4964 | 2019.04.26 04:25 | modify | 1641 | 1.00 | 111.758 | 113.158 | 111.158 | ||
| 4965 | 2019.04.26 10:00 | close | 1641 | 1.00 | 111.644 | 113.158 | 111.158 | 11400.00 | 7087788.22 |
| 4966 | 2019.05.06 07:45 | sell | 1642 | 1.00 | 110.670 | 0.000 | 0.000 | ||
| 4967 | 2019.05.06 07:45 | modify | 1642 | 1.00 | 110.670 | 112.070 | 110.070 | ||
| 4968 | 2019.05.06 10:05 | close | 1642 | 1.00 | 110.666 | 112.070 | 110.070 | 400.00 | 7088188.22 |
| 4969 | 2019.05.08 04:00 | buy | 1643 | 1.00 | 110.139 | 0.000 | 0.000 | ||
| 4970 | 2019.05.08 04:00 | modify | 1643 | 1.00 | 110.139 | 108.739 | 110.739 | ||
| 4971 | 2019.05.08 05:05 | close | 1643 | 1.00 | 110.062 | 108.739 | 110.739 | -7700.00 | 7080488.22 |
| 4972 | 2019.05.08 10:15 | sell | 1644 | 1.00 | 110.169 | 0.000 | 0.000 | ||
| 4973 | 2019.05.08 10:15 | modify | 1644 | 1.00 | 110.169 | 111.569 | 109.569 | ||
| 4974 | 2019.05.08 12:35 | close | 1644 | 1.00 | 110.046 | 111.569 | 109.569 | 12300.00 | 7092788.22 |
| 4975 | 2019.05.20 10:40 | buy | 1645 | 1.00 | 110.070 | 0.000 | 0.000 | ||
| 4976 | 2019.05.20 10:40 | modify | 1645 | 1.00 | 110.070 | 108.670 | 110.670 | ||
| 4977 | 2019.05.20 19:20 | close | 1645 | 1.00 | 110.027 | 108.670 | 110.670 | -4300.00 | 7088488.22 |
| 4978 | 2019.05.21 23:25 | buy | 1646 | 1.00 | 110.516 | 0.000 | 0.000 | ||
| 4979 | 2019.05.21 23:25 | modify | 1646 | 1.00 | 110.516 | 109.116 | 111.116 | ||
| 4980 | 2019.05.22 02:05 | close | 1646 | 1.00 | 110.561 | 109.116 | 111.116 | 5205.96 | 7093694.18 |
| 4981 | 2019.05.24 03:45 | sell | 1647 | 1.00 | 109.697 | 0.000 | 0.000 | ||
| 4982 | 2019.05.24 03:45 | modify | 1647 | 1.00 | 109.697 | 111.097 | 109.097 | ||
| 4983 | 2019.05.24 06:05 | close | 1647 | 1.00 | 109.605 | 111.097 | 109.097 | 9200.00 | 7102894.18 |
| 4984 | 2019.06.10 00:05 | sell | 1648 | 1.00 | 108.470 | 0.000 | 0.000 | ||
| 4985 | 2019.06.10 00:05 | modify | 1648 | 1.00 | 108.470 | 109.870 | 107.870 | ||
| 4986 | 2019.06.10 03:25 | close | 1648 | 1.00 | 108.395 | 109.870 | 107.870 | 7500.00 | 7110394.18 |
| 4987 | 2019.06.10 12:35 | buy | 1649 | 1.00 | 108.533 | 0.000 | 0.000 | ||
| 4988 | 2019.06.10 12:35 | modify | 1649 | 1.00 | 108.533 | 107.133 | 109.133 | ||
| 4989 | 2019.06.10 14:10 | close | 1649 | 1.00 | 108.631 | 107.133 | 109.133 | 9800.00 | 7120194.18 |
| 4990 | 2019.06.20 11:45 | sell | 1650 | 1.00 | 107.828 | 0.000 | 0.000 | ||
| 4991 | 2019.06.20 11:45 | modify | 1650 | 1.00 | 107.828 | 109.228 | 107.228 | ||
| 4992 | 2019.06.20 14:30 | close | 1650 | 1.00 | 107.741 | 109.228 | 107.228 | 8700.00 | 7128894.18 |
| 4993 | 2019.06.21 05:45 | buy | 1651 | 1.00 | 107.136 | 0.000 | 0.000 | ||
| 4994 | 2019.06.21 05:45 | modify | 1651 | 1.00 | 107.136 | 105.736 | 107.736 | ||
| 4995 | 2019.06.21 05:50 | close | 1651 | 1.00 | 107.103 | 105.736 | 107.736 | -3300.00 | 7125594.18 |
| 4996 | 2019.06.21 09:05 | sell | 1652 | 1.00 | 107.228 | 0.000 | 0.000 | ||
| 4997 | 2019.06.21 09:05 | modify | 1652 | 1.00 | 107.228 | 108.628 | 106.628 | ||
| 4998 | 2019.06.21 16:50 | close | 1652 | 1.00 | 107.399 | 108.628 | 106.628 | -17100.00 | 7108494.18 |
| 4999 | 2019.06.21 20:25 | buy | 1653 | 1.00 | 107.394 | 0.000 | 0.000 | ||
| 5000 | 2019.06.21 20:25 | modify | 1653 | 1.00 | 107.394 | 105.994 | 107.994 | ||
| 5001 | 2019.06.21 23:00 | close | 1653 | 1.00 | 107.351 | 105.994 | 107.994 | -4300.00 | 7104194.18 |
| 5002 | 2019.06.27 12:55 | buy | 1654 | 1.00 | 107.864 | 0.000 | 0.000 | ||
| 5003 | 2019.06.27 12:55 | modify | 1654 | 1.00 | 107.864 | 106.464 | 108.464 | ||
| 5004 | 2019.06.27 15:50 | close | 1654 | 1.00 | 107.927 | 106.464 | 108.464 | 6300.00 | 7110494.18 |
| 5005 | 2019.07.08 12:25 | sell | 1655 | 1.00 | 108.447 | 0.000 | 0.000 | ||
| 5006 | 2019.07.08 12:25 | modify | 1655 | 1.00 | 108.447 | 109.847 | 107.847 | ||
| 5007 | 2019.07.08 16:30 | close | 1655 | 1.00 | 108.641 | 109.847 | 107.847 | -19400.00 | 7091094.18 |
| 5008 | 2019.07.11 10:25 | sell | 1656 | 1.00 | 108.083 | 0.000 | 0.000 | ||
| 5009 | 2019.07.11 10:25 | modify | 1656 | 1.00 | 108.083 | 109.483 | 107.483 | ||
| 5010 | 2019.07.11 15:05 | close | 1656 | 1.00 | 108.058 | 109.483 | 107.483 | 2500.00 | 7093594.18 |
| 5011 | 2019.07.12 12:25 | sell | 1657 | 1.00 | 108.443 | 0.000 | 0.000 | ||
| 5012 | 2019.07.12 12:25 | modify | 1657 | 1.00 | 108.443 | 109.843 | 107.843 | ||
| 5013 | 2019.07.12 13:55 | close | 1657 | 1.00 | 108.352 | 109.843 | 107.843 | 9100.00 | 7102694.18 |
| 5014 | 2019.07.18 13:45 | sell | 1658 | 1.00 | 107.867 | 0.000 | 0.000 | ||
| 5015 | 2019.07.18 13:45 | modify | 1658 | 1.00 | 107.867 | 109.267 | 107.267 | ||
| 5016 | 2019.07.18 18:00 | close | 1658 | 1.00 | 107.833 | 109.267 | 107.267 | 3400.00 | 7106094.18 |
| 5017 | 2019.07.19 04:30 | sell | 1659 | 1.00 | 107.581 | 0.000 | 0.000 | ||
| 5018 | 2019.07.19 04:30 | modify | 1659 | 1.00 | 107.581 | 108.981 | 106.981 | ||
| 5019 | 2019.07.19 10:15 | close | 1659 | 1.00 | 107.593 | 108.981 | 106.981 | -1200.00 | 7104894.18 |
| 5020 | 2019.08.01 12:10 | buy | 1660 | 1.00 | 109.054 | 0.000 | 0.000 | ||
| 5021 | 2019.08.01 12:10 | modify | 1660 | 1.00 | 109.054 | 107.654 | 109.654 | ||
| 5022 | 2019.08.01 17:05 | close | 1660 | 1.00 | 108.370 | 107.654 | 109.654 | -68400.00 | 7036494.18 |
| 5023 | 2019.08.06 21:30 | sell | 1661 | 1.00 | 106.589 | 0.000 | 0.000 | ||
| 5024 | 2019.08.06 21:30 | modify | 1661 | 1.00 | 106.589 | 107.989 | 105.989 | ||
| 5025 | 2019.08.06 23:55 | close | 1661 | 1.00 | 106.454 | 107.989 | 105.989 | 13500.00 | 7049994.18 |
| 5026 | 2019.08.08 09:10 | buy | 1662 | 1.00 | 106.051 | 0.000 | 0.000 | ||
| 5027 | 2019.08.08 09:10 | modify | 1662 | 1.00 | 106.051 | 104.651 | 106.651 | ||
| 5028 | 2019.08.08 10:05 | close | 1662 | 1.00 | 106.187 | 104.651 | 106.651 | 13600.00 | 7063594.18 |
| 5029 | 2019.08.12 10:20 | sell | 1663 | 1.00 | 105.508 | 0.000 | 0.000 | ||
| 5030 | 2019.08.12 10:20 | modify | 1663 | 1.00 | 105.508 | 106.908 | 104.908 | ||
| 5031 | 2019.08.12 11:10 | close | 1663 | 1.00 | 105.371 | 106.908 | 104.908 | 13700.00 | 7077294.18 |
| 5032 | 2019.08.14 03:10 | buy | 1664 | 1.00 | 106.514 | 0.000 | 0.000 | ||
| 5033 | 2019.08.14 03:10 | modify | 1664 | 1.00 | 106.514 | 105.114 | 107.114 | ||
| 5034 | 2019.08.14 07:10 | close | 1664 | 1.00 | 106.414 | 105.114 | 107.114 | -10000.00 | 7067294.18 |
| 5035 | 2019.08.14 07:50 | sell | 1665 | 1.00 | 106.604 | 0.000 | 0.000 | ||
| 5036 | 2019.08.14 07:50 | modify | 1665 | 1.00 | 106.604 | 108.004 | 106.004 | ||
| 5037 | 2019.08.14 08:00 | close | 1665 | 1.00 | 106.560 | 108.004 | 106.004 | 4400.00 | 7071694.18 |
| 5038 | 2019.08.26 04:20 | sell | 1666 | 1.00 | 105.308 | 0.000 | 0.000 | ||
| 5039 | 2019.08.26 04:20 | modify | 1666 | 1.00 | 105.308 | 106.708 | 104.708 | ||
| 5040 | 2019.08.26 08:10 | close | 1666 | 1.00 | 105.200 | 106.708 | 104.708 | 10800.00 | 7082494.18 |
| 5041 | 2019.08.27 12:05 | sell | 1667 | 1.00 | 105.876 | 0.000 | 0.000 | ||
| 5042 | 2019.08.27 12:05 | modify | 1667 | 1.00 | 105.876 | 107.276 | 105.276 | ||
| 5043 | 2019.08.27 14:40 | close | 1667 | 1.00 | 105.729 | 107.276 | 105.276 | 14700.00 | 7097194.18 |
| 5044 | 2019.08.29 23:05 | buy | 1668 | 1.00 | 106.486 | 0.000 | 0.000 | ||
| 5045 | 2019.08.29 23:05 | modify | 1668 | 1.00 | 106.486 | 105.086 | 107.086 | ||
| 5046 | 2019.08.30 10:30 | close | 1668 | 1.00 | 106.490 | 105.086 | 107.086 | 1080.54 | 7098274.72 |
| 5047 | 2019.09.05 09:15 | buy | 1669 | 1.00 | 106.465 | 0.000 | 0.000 | ||
| 5048 | 2019.09.05 09:15 | modify | 1669 | 1.00 | 106.465 | 105.065 | 107.065 | ||
| 5049 | 2019.09.05 12:05 | close | 1669 | 1.00 | 106.585 | 105.065 | 107.065 | 12000.00 | 7110274.72 |
| 5050 | 2019.09.26 03:10 | buy | 1670 | 1.00 | 107.628 | 0.000 | 0.000 | ||
| 5051 | 2019.09.26 03:10 | modify | 1670 | 1.00 | 107.628 | 106.228 | 108.228 | ||
| 5052 | 2019.09.26 10:20 | close | 1670 | 1.00 | 107.685 | 106.228 | 108.228 | 5700.00 | 7115974.72 |
| 5053 | 2019.10.08 19:50 | sell | 1671 | 1.00 | 107.161 | 0.000 | 0.000 | ||
| 5054 | 2019.10.08 19:50 | modify | 1671 | 1.00 | 107.161 | 108.561 | 106.561 | ||
| 5055 | 2019.10.08 22:00 | close | 1671 | 1.00 | 107.125 | 108.561 | 106.561 | 3600.00 | 7119574.72 |
| 5056 | 2019.10.11 03:55 | sell | 1672 | 1.00 | 108.072 | 0.000 | 0.000 | ||
| 5057 | 2019.10.11 03:55 | modify | 1672 | 1.00 | 108.072 | 109.472 | 107.472 | ||
| 5058 | 2019.10.11 09:35 | close | 1672 | 1.00 | 107.960 | 109.472 | 107.472 | 11200.00 | 7130774.72 |
| 5059 | 2019.11.08 04:20 | buy | 1673 | 1.00 | 109.173 | 0.000 | 0.000 | ||
| 5060 | 2019.11.08 04:20 | modify | 1673 | 1.00 | 109.173 | 107.773 | 109.773 | ||
| 5061 | 2019.11.08 07:55 | close | 1673 | 1.00 | 109.265 | 107.773 | 109.773 | 9200.00 | 7139974.72 |
| 5062 | 2020.01.27 06:40 | sell | 1674 | 1.00 | 109.087 | 0.000 | 0.000 | ||
| 5063 | 2020.01.27 06:40 | modify | 1674 | 1.00 | 109.087 | 110.487 | 108.487 | ||
| 5064 | 2020.01.27 11:05 | close | 1674 | 1.00 | 108.983 | 110.487 | 108.487 | 10400.00 | 7150374.72 |
| 5065 | 2020.01.27 11:15 | buy | 1675 | 1.00 | 108.919 | 0.000 | 0.000 | ||
| 5066 | 2020.01.27 11:15 | modify | 1675 | 1.00 | 108.919 | 107.519 | 109.519 | ||
| 5067 | 2020.01.27 14:25 | close | 1675 | 1.00 | 108.986 | 107.519 | 109.519 | 6700.00 | 7157074.72 |
| 5068 | 2020.02.20 05:10 | sell | 1676 | 1.00 | 111.413 | 0.000 | 0.000 | ||
| 5069 | 2020.02.20 05:10 | modify | 1676 | 1.00 | 111.413 | 112.813 | 110.813 | ||
| 5070 | 2020.02.20 09:20 | close | 1676 | 1.00 | 111.700 | 112.813 | 110.813 | -28700.00 | 7128374.72 |
| 5071 | 2020.02.26 01:35 | sell | 1677 | 1.00 | 110.291 | 0.000 | 0.000 | ||
| 5072 | 2020.02.26 01:35 | modify | 1677 | 1.00 | 110.291 | 111.691 | 109.691 | ||
| 5073 | 2020.02.26 03:15 | close | 1677 | 1.00 | 110.160 | 111.691 | 109.691 | 13100.00 | 7141474.72 |
| 5074 | 2020.02.26 10:50 | buy | 1678 | 1.00 | 110.253 | 0.000 | 0.000 | ||
| 5075 | 2020.02.26 10:50 | modify | 1678 | 1.00 | 110.253 | 108.853 | 110.853 | ||
| 5076 | 2020.02.26 12:10 | close | 1678 | 1.00 | 110.446 | 108.853 | 110.853 | 19300.00 | 7160774.72 |
| 5077 | 2020.03.02 04:40 | sell | 1679 | 1.00 | 108.177 | 0.000 | 0.000 | ||
| 5078 | 2020.03.02 04:40 | modify | 1679 | 1.00 | 108.177 | 109.577 | 107.577 | ||
| 5079 | 2020.03.02 10:50 | close | 1679 | 1.00 | 108.122 | 109.577 | 107.577 | 5500.00 | 7166274.72 |
| 5080 | 2020.03.02 11:00 | buy | 1680 | 1.00 | 108.016 | 0.000 | 0.000 | ||
| 5081 | 2020.03.02 11:00 | modify | 1680 | 1.00 | 108.016 | 106.616 | 108.616 | ||
| 5082 | 2020.03.02 17:55 | close | 1680 | 1.00 | 107.822 | 106.616 | 108.616 | -19400.00 | 7146874.72 |
| 5083 | 2020.03.02 18:20 | sell | 1681 | 1.00 | 108.059 | 0.000 | 0.000 | ||
| 5084 | 2020.03.02 18:20 | modify | 1681 | 1.00 | 108.059 | 109.459 | 107.459 | ||
| 5085 | 2020.03.02 19:40 | modify | 1681 | 1.00 | 108.059 | 107.906 | 107.459 | ||
| 5086 | 2020.03.02 19:45 | close | 1681 | 1.00 | 107.831 | 107.906 | 107.459 | 22800.00 | 7169674.72 |
| 5087 | 2020.03.02 21:15 | sell | 1682 | 1.00 | 108.076 | 0.000 | 0.000 | ||
| 5088 | 2020.03.02 21:15 | modify | 1682 | 1.00 | 108.076 | 109.476 | 107.476 | ||
| 5089 | 2020.03.02 21:40 | close | 1682 | 1.00 | 107.849 | 109.476 | 107.476 | 22700.00 | 7192374.72 |
| 5090 | 2020.03.02 22:40 | sell | 1683 | 1.00 | 108.200 | 0.000 | 0.000 | ||
| 5091 | 2020.03.02 22:40 | modify | 1683 | 1.00 | 108.200 | 109.600 | 107.600 | ||
| 5092 | 2020.03.03 03:20 | close | 1683 | 1.00 | 108.156 | 109.600 | 107.600 | 2910.39 | 7195285.11 |
| 5093 | 2020.03.04 02:35 | sell | 1684 | 1.00 | 107.400 | 0.000 | 0.000 | ||
| 5094 | 2020.03.04 02:35 | modify | 1684 | 1.00 | 107.400 | 108.800 | 106.800 | ||
| 5095 | 2020.03.04 07:00 | close | 1684 | 1.00 | 107.363 | 108.800 | 106.800 | 3700.00 | 7198985.11 |
| 5096 | 2020.03.11 07:55 | buy | 1685 | 1.00 | 104.420 | 0.000 | 0.000 | ||
| 5097 | 2020.03.11 07:55 | modify | 1685 | 1.00 | 104.420 | 103.020 | 105.020 | ||
| 5098 | 2020.03.11 08:00 | close | 1685 | 1.00 | 104.436 | 103.020 | 105.020 | 1600.00 | 7200585.11 |
| 5099 | 2020.03.11 10:50 | sell | 1686 | 1.00 | 104.912 | 0.000 | 0.000 | ||
| 5100 | 2020.03.11 10:50 | modify | 1686 | 1.00 | 104.912 | 106.312 | 104.312 | ||