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 |
| 5101 | 2020.03.11 14:45 | close | 1686 | 1.00 | 104.697 | 106.312 | 104.312 | 21500.00 | 7222085.11 |
| 5102 | 2020.03.12 23:15 | buy | 1687 | 1.00 | 104.751 | 0.000 | 0.000 | ||
| 5103 | 2020.03.12 23:15 | modify | 1687 | 1.00 | 104.751 | 103.351 | 105.351 | ||
| 5104 | 2020.03.13 03:25 | close | 1687 | 1.00 | 105.079 | 103.351 | 105.351 | 33468.55 | 7255553.66 |
| 5105 | 2020.03.16 12:15 | buy | 1688 | 1.00 | 105.846 | 0.000 | 0.000 | ||
| 5106 | 2020.03.16 12:15 | modify | 1688 | 1.00 | 105.846 | 104.446 | 106.446 | ||
| 5107 | 2020.03.16 16:55 | close | 1688 | 1.00 | 105.932 | 104.446 | 106.446 | 8600.00 | 7264153.66 |
| 5108 | 2020.03.18 10:45 | sell | 1689 | 1.00 | 107.293 | 0.000 | 0.000 | ||
| 5109 | 2020.03.18 10:45 | modify | 1689 | 1.00 | 107.293 | 108.693 | 106.693 | ||
| 5110 | 2020.03.18 13:05 | close | 1689 | 1.00 | 107.299 | 108.693 | 106.693 | -600.00 | 7263553.66 |
| 5111 | 2020.03.18 13:25 | buy | 1690 | 1.00 | 107.137 | 0.000 | 0.000 | ||
| 5112 | 2020.03.18 13:25 | modify | 1690 | 1.00 | 107.137 | 105.737 | 107.737 | ||
| 5113 | 2020.03.18 13:55 | close | 1690 | 1.00 | 107.329 | 105.737 | 107.737 | 19200.00 | 7282753.66 |
| 5114 | 2020.03.23 02:50 | buy | 1691 | 1.00 | 110.413 | 0.000 | 0.000 | ||
| 5115 | 2020.03.23 02:50 | modify | 1691 | 1.00 | 110.413 | 109.013 | 111.013 | ||
| 5116 | 2020.03.23 03:45 | close | 1691 | 1.00 | 110.672 | 109.013 | 111.013 | 25900.00 | 7308653.66 |
| 5117 | 2020.03.23 12:25 | sell | 1692 | 1.00 | 110.517 | 0.000 | 0.000 | ||
| 5118 | 2020.03.23 12:25 | modify | 1692 | 1.00 | 110.517 | 111.917 | 109.917 | ||
| 5119 | 2020.03.23 15:05 | close | 1692 | 1.00 | 110.295 | 111.917 | 109.917 | 22200.00 | 7330853.66 |
| 5120 | 2020.03.24 03:50 | buy | 1693 | 1.00 | 110.608 | 0.000 | 0.000 | ||
| 5121 | 2020.03.24 03:50 | modify | 1693 | 1.00 | 110.608 | 109.208 | 111.208 | ||
| 5122 | 2020.03.24 06:30 | close | 1693 | 1.00 | 110.521 | 109.208 | 111.208 | -8700.00 | 7322153.66 |
| 5123 | 2020.03.24 12:20 | sell | 1694 | 1.00 | 110.857 | 0.000 | 0.000 | ||
| 5124 | 2020.03.24 12:20 | modify | 1694 | 1.00 | 110.857 | 112.257 | 110.257 | ||
| 5125 | 2020.03.24 12:50 | modify | 1694 | 1.00 | 110.857 | 110.691 | 110.257 | ||
| 5126 | 2020.03.24 12:55 | close | 1694 | 1.00 | 110.529 | 110.691 | 110.257 | 32800.00 | 7354953.66 |
| 5127 | 2020.03.27 10:35 | sell | 1695 | 1.00 | 108.925 | 0.000 | 0.000 | ||
| 5128 | 2020.03.27 10:35 | modify | 1695 | 1.00 | 108.925 | 110.325 | 108.325 | ||
| 5129 | 2020.03.27 11:10 | modify | 1695 | 1.00 | 108.925 | 108.761 | 108.325 | ||
| 5130 | 2020.03.27 11:16 | s/l | 1695 | 1.00 | 108.762 | 108.761 | 108.325 | 16300.00 | 7371253.66 |
| 5131 | 2020.04.02 08:30 | buy | 1696 | 1.00 | 107.267 | 0.000 | 0.000 | ||
| 5132 | 2020.04.02 08:30 | modify | 1696 | 1.00 | 107.267 | 105.867 | 107.867 | ||
| 5133 | 2020.04.02 13:30 | close | 1696 | 1.00 | 107.403 | 105.867 | 107.867 | 13600.00 | 7384853.66 |
| 5134 | 2020.04.13 13:15 | sell | 1697 | 1.00 | 108.063 | 0.000 | 0.000 | ||
| 5135 | 2020.04.13 13:15 | modify | 1697 | 1.00 | 108.063 | 109.463 | 107.463 | ||
| 5136 | 2020.04.13 14:40 | close | 1697 | 1.00 | 107.926 | 109.463 | 107.463 | 13700.00 | 7398553.66 |
| 5137 | 2020.04.14 02:55 | buy | 1698 | 1.00 | 107.600 | 0.000 | 0.000 | ||
| 5138 | 2020.04.14 02:55 | modify | 1698 | 1.00 | 107.600 | 106.200 | 108.200 | ||
| 5139 | 2020.04.14 07:25 | close | 1698 | 1.00 | 107.702 | 106.200 | 108.200 | 10200.00 | 7408753.66 |
| 5140 | 2020.04.16 23:30 | sell | 1699 | 1.00 | 107.807 | 0.000 | 0.000 | ||
| 5141 | 2020.04.16 23:30 | modify | 1699 | 1.00 | 107.807 | 109.207 | 107.207 | ||
| 5142 | 2020.04.17 03:05 | close | 1699 | 1.00 | 107.851 | 109.207 | 107.207 | -5883.98 | 7402869.68 |
| 5143 | 2020.06.01 13:50 | sell | 1700 | 1.00 | 107.717 | 0.000 | 0.000 | ||
| 5144 | 2020.06.01 13:50 | modify | 1700 | 1.00 | 107.717 | 109.117 | 107.117 | ||
| 5145 | 2020.06.01 17:05 | close | 1700 | 1.00 | 107.638 | 109.117 | 107.117 | 7900.00 | 7410769.68 |
| 5146 | 2020.06.08 03:35 | buy | 1701 | 1.00 | 109.486 | 0.000 | 0.000 | ||
| 5147 | 2020.06.08 03:35 | modify | 1701 | 1.00 | 109.486 | 108.086 | 110.086 | ||
| 5148 | 2020.06.08 06:00 | close | 1701 | 1.00 | 109.547 | 108.086 | 110.086 | 6100.00 | 7416869.68 |
| 5149 | 2020.06.18 11:05 | sell | 1702 | 1.00 | 107.023 | 0.000 | 0.000 | ||
| 5150 | 2020.06.18 11:05 | modify | 1702 | 1.00 | 107.023 | 108.423 | 106.423 | ||
| 5151 | 2020.06.18 14:50 | close | 1702 | 1.00 | 106.900 | 108.423 | 106.423 | 12300.00 | 7429169.68 |
| 5152 | 2020.06.29 23:10 | buy | 1703 | 1.00 | 107.566 | 0.000 | 0.000 | ||
| 5153 | 2020.06.29 23:10 | modify | 1703 | 1.00 | 107.566 | 106.166 | 108.166 | ||
| 5154 | 2020.06.30 01:40 | close | 1703 | 1.00 | 107.614 | 106.166 | 108.166 | 5487.28 | 7434656.96 |
| 5155 | 2020.07.10 19:40 | sell | 1704 | 1.00 | 106.884 | 0.000 | 0.000 | ||
| 5156 | 2020.07.10 19:40 | modify | 1704 | 1.00 | 106.884 | 108.284 | 106.284 | ||
| 5157 | 2020.07.10 23:00 | close | 1704 | 1.00 | 106.934 | 108.284 | 106.284 | -5000.00 | 7429656.96 |
| 5158 | 2020.07.27 04:00 | buy | 1705 | 1.00 | 105.803 | 0.000 | 0.000 | ||
| 5159 | 2020.07.27 04:00 | modify | 1705 | 1.00 | 105.803 | 104.403 | 106.403 | ||
| 5160 | 2020.07.27 05:15 | close | 1705 | 1.00 | 105.607 | 104.403 | 106.403 | -19600.00 | 7410056.96 |
| 5161 | 2020.07.28 21:20 | sell | 1706 | 1.00 | 105.180 | 0.000 | 0.000 | ||
| 5162 | 2020.07.28 21:20 | modify | 1706 | 1.00 | 105.180 | 106.580 | 104.580 | ||
| 5163 | 2020.07.28 22:40 | close | 1706 | 1.00 | 105.066 | 106.580 | 104.580 | 11400.00 | 7421456.96 |
| 5164 | 2020.07.31 11:20 | sell | 1707 | 1.00 | 104.528 | 0.000 | 0.000 | ||
| 5165 | 2020.07.31 11:20 | modify | 1707 | 1.00 | 104.528 | 105.928 | 103.928 | ||
| 5166 | 2020.07.31 13:30 | close | 1707 | 1.00 | 104.556 | 105.928 | 103.928 | -2800.00 | 7418656.96 |
| 5167 | 2020.08.05 09:05 | sell | 1708 | 1.00 | 105.682 | 0.000 | 0.000 | ||
| 5168 | 2020.08.05 09:05 | modify | 1708 | 1.00 | 105.682 | 107.082 | 105.082 | ||
| 5169 | 2020.08.05 14:55 | close | 1708 | 1.00 | 105.710 | 107.082 | 105.082 | -2800.00 | 7415856.96 |
| 5170 | 2020.08.05 21:45 | sell | 1709 | 1.00 | 105.661 | 0.000 | 0.000 | ||
| 5171 | 2020.08.05 21:45 | modify | 1709 | 1.00 | 105.661 | 107.061 | 105.061 | ||
| 5172 | 2020.08.06 00:48 | close | 1709 | 1.00 | 105.573 | 107.061 | 105.061 | 4444.08 | 7420301.04 |
| 5173 | 2020.08.12 03:35 | sell | 1710 | 1.00 | 106.619 | 0.000 | 0.000 | ||
| 5174 | 2020.08.12 03:35 | modify | 1710 | 1.00 | 106.619 | 108.019 | 106.019 | ||
| 5175 | 2020.08.12 05:05 | close | 1710 | 1.00 | 106.697 | 108.019 | 106.019 | -7800.00 | 7412501.04 |
| 5176 | 2020.08.21 13:35 | sell | 1711 | 1.00 | 105.703 | 0.000 | 0.000 | ||
| 5177 | 2020.08.21 13:35 | modify | 1711 | 1.00 | 105.703 | 107.103 | 105.103 | ||
| 5178 | 2020.08.21 21:00 | close | 1711 | 1.00 | 105.822 | 107.103 | 105.103 | -11900.00 | 7400601.04 |
| 5179 | 2020.08.27 04:10 | sell | 1712 | 1.00 | 106.013 | 0.000 | 0.000 | ||
| 5180 | 2020.08.27 04:10 | modify | 1712 | 1.00 | 106.013 | 107.413 | 105.413 | ||
| 5181 | 2020.08.27 07:40 | close | 1712 | 1.00 | 105.944 | 107.413 | 105.413 | 6900.00 | 7407501.04 |
| 5182 | 2020.09.21 04:15 | buy | 1713 | 1.00 | 104.389 | 0.000 | 0.000 | ||
| 5183 | 2020.09.21 04:15 | modify | 1713 | 1.00 | 104.389 | 102.989 | 104.989 | ||
| 5184 | 2020.09.21 09:05 | close | 1713 | 1.00 | 104.347 | 102.989 | 104.989 | -4200.00 | 7403301.04 |
| 5185 | 2020.09.22 04:10 | buy | 1714 | 1.00 | 104.589 | 0.000 | 0.000 | ||
| 5186 | 2020.09.22 04:10 | modify | 1714 | 1.00 | 104.589 | 103.189 | 105.189 | ||
| 5187 | 2020.09.22 09:20 | close | 1714 | 1.00 | 104.567 | 103.189 | 105.189 | -2200.00 | 7401101.04 |
| 5188 | 2020.09.22 09:30 | sell | 1715 | 1.00 | 104.636 | 0.000 | 0.000 | ||
| 5189 | 2020.09.22 09:30 | modify | 1715 | 1.00 | 104.636 | 106.036 | 104.036 | ||
| 5190 | 2020.09.22 11:45 | close | 1715 | 1.00 | 104.554 | 106.036 | 104.036 | 8200.00 | 7409301.04 |
| 5191 | 2020.09.23 03:35 | sell | 1716 | 1.00 | 105.137 | 0.000 | 0.000 | ||
| 5192 | 2020.09.23 03:35 | modify | 1716 | 1.00 | 105.137 | 106.537 | 104.537 | ||
| 5193 | 2020.09.23 03:40 | close | 1716 | 1.00 | 105.160 | 106.537 | 104.537 | -2300.00 | 7407001.04 |
| 5194 | 2020.10.22 03:00 | sell | 1717 | 1.00 | 104.684 | 0.000 | 0.000 | ||
| 5195 | 2020.10.22 03:00 | modify | 1717 | 1.00 | 104.684 | 106.084 | 104.084 | ||
| 5196 | 2020.10.22 08:35 | close | 1717 | 1.00 | 104.663 | 106.084 | 104.084 | 2100.00 | 7409101.04 |
| 5197 | 2020.11.04 12:20 | buy | 1718 | 1.00 | 104.659 | 0.000 | 0.000 | ||
| 5198 | 2020.11.04 12:20 | modify | 1718 | 1.00 | 104.659 | 103.259 | 105.259 | ||
| 5199 | 2020.11.04 14:20 | close | 1718 | 1.00 | 104.303 | 103.259 | 105.259 | -35600.00 | 7373501.04 |
| 5200 | 2020.11.05 02:55 | buy | 1719 | 1.00 | 104.280 | 0.000 | 0.000 | ||
| 5201 | 2020.11.05 02:55 | modify | 1719 | 1.00 | 104.280 | 102.880 | 104.880 | ||
| 5202 | 2020.11.05 07:15 | close | 1719 | 1.00 | 104.340 | 102.880 | 104.880 | 6000.00 | 7379501.04 |
| 5203 | 2020.11.05 08:45 | sell | 1720 | 1.00 | 104.420 | 0.000 | 0.000 | ||
| 5204 | 2020.11.05 08:45 | modify | 1720 | 1.00 | 104.420 | 105.820 | 103.820 | ||
| 5205 | 2020.11.05 09:25 | close | 1720 | 1.00 | 104.292 | 105.820 | 103.820 | 12800.00 | 7392301.04 |
| 5206 | 2020.11.06 01:20 | sell | 1721 | 1.00 | 103.685 | 0.000 | 0.000 | ||
| 5207 | 2020.11.06 01:20 | modify | 1721 | 1.00 | 103.685 | 105.085 | 103.085 | ||
| 5208 | 2020.11.06 02:10 | close | 1721 | 1.00 | 103.517 | 105.085 | 103.085 | 16800.00 | 7409101.04 |
| 5209 | 2020.11.10 01:00 | buy | 1722 | 1.00 | 105.264 | 0.000 | 0.000 | ||
| 5210 | 2020.11.10 01:00 | modify | 1722 | 1.00 | 105.264 | 103.864 | 105.864 | ||
| 5211 | 2020.11.10 06:15 | close | 1722 | 1.00 | 104.990 | 103.864 | 105.864 | -27400.00 | 7381701.04 |
| 5212 | 2020.11.10 11:50 | sell | 1723 | 1.00 | 105.282 | 0.000 | 0.000 | ||
| 5213 | 2020.11.10 11:50 | modify | 1723 | 1.00 | 105.282 | 106.682 | 104.682 | ||
| 5214 | 2020.11.10 13:45 | close | 1723 | 1.00 | 105.220 | 106.682 | 104.682 | 6200.00 | 7387901.04 |
| 5215 | 2020.11.24 07:40 | buy | 1724 | 1.00 | 104.395 | 0.000 | 0.000 | ||
| 5216 | 2020.11.24 07:40 | modify | 1724 | 1.00 | 104.395 | 102.995 | 104.995 | ||
| 5217 | 2020.11.24 13:25 | close | 1724 | 1.00 | 104.365 | 102.995 | 104.995 | -3000.00 | 7384901.04 |
| 5218 | 2020.11.24 22:55 | buy | 1725 | 1.00 | 104.456 | 0.000 | 0.000 | ||
| 5219 | 2020.11.24 22:55 | modify | 1725 | 1.00 | 104.456 | 103.056 | 105.056 | ||
| 5220 | 2020.11.25 01:05 | close | 1725 | 1.00 | 104.495 | 103.056 | 105.056 | 4567.29 | 7389468.33 |
| 5221 | 2020.12.17 18:10 | sell | 1726 | 1.00 | 103.127 | 0.000 | 0.000 | ||
| 5222 | 2020.12.17 18:10 | modify | 1726 | 1.00 | 103.127 | 104.527 | 102.527 | ||
| 5223 | 2020.12.17 23:40 | close | 1726 | 1.00 | 103.095 | 104.527 | 102.527 | 3200.00 | 7392668.33 |
| 5224 | 2021.01.06 03:40 | sell | 1727 | 1.00 | 102.808 | 0.000 | 0.000 | ||
| 5225 | 2021.01.06 03:40 | modify | 1727 | 1.00 | 102.808 | 104.208 | 102.208 | ||
| 5226 | 2021.01.06 07:00 | close | 1727 | 1.00 | 102.822 | 104.208 | 102.208 | -1400.00 | 7391268.33 |
| 5227 | 2021.01.06 22:10 | buy | 1728 | 1.00 | 103.010 | 0.000 | 0.000 | ||
| 5228 | 2021.01.06 22:10 | modify | 1728 | 1.00 | 103.010 | 101.610 | 103.610 | ||
| 5229 | 2021.01.07 03:30 | close | 1728 | 1.00 | 103.131 | 101.610 | 103.610 | 14074.90 | 7405343.23 |
| 5230 | 2021.02.16 11:20 | buy | 1729 | 1.00 | 105.368 | 0.000 | 0.000 | ||
| 5231 | 2021.02.16 11:20 | modify | 1729 | 1.00 | 105.368 | 103.968 | 105.968 | ||
| 5232 | 2021.02.16 14:00 | close | 1729 | 1.00 | 105.392 | 103.968 | 105.968 | 2400.00 | 7407743.23 |
| 5233 | 2021.02.17 04:10 | buy | 1730 | 1.00 | 105.971 | 0.000 | 0.000 | ||
| 5234 | 2021.02.17 04:10 | modify | 1730 | 1.00 | 105.971 | 104.571 | 106.571 | ||
| 5235 | 2021.02.17 07:00 | close | 1730 | 1.00 | 105.872 | 104.571 | 106.571 | -9900.00 | 7397843.23 |
| 5236 | 2021.03.01 02:40 | buy | 1731 | 1.00 | 106.372 | 0.000 | 0.000 | ||
| 5237 | 2021.03.01 02:40 | modify | 1731 | 1.00 | 106.372 | 104.972 | 106.972 | ||
| 5238 | 2021.03.01 03:30 | close | 1731 | 1.00 | 106.620 | 104.972 | 106.972 | 24800.00 | 7422643.23 |
| 5239 | 2021.03.05 02:25 | buy | 1732 | 1.00 | 107.859 | 0.000 | 0.000 | ||
| 5240 | 2021.03.05 02:25 | modify | 1732 | 1.00 | 107.859 | 106.459 | 108.459 | ||
| 5241 | 2021.03.05 04:30 | close | 1732 | 1.00 | 107.937 | 106.459 | 108.459 | 7800.00 | 7430443.23 |
| 5242 | 2021.03.10 01:15 | sell | 1733 | 1.00 | 108.597 | 0.000 | 0.000 | ||
| 5243 | 2021.03.10 01:15 | modify | 1733 | 1.00 | 108.597 | 109.997 | 107.997 | ||
| 5244 | 2021.03.10 07:00 | close | 1733 | 1.00 | 108.838 | 109.997 | 107.997 | -24100.00 | 7406343.23 |
| 5245 | 2021.03.12 18:55 | buy | 1734 | 1.00 | 108.844 | 0.000 | 0.000 | ||
| 5246 | 2021.03.12 18:55 | modify | 1734 | 1.00 | 108.844 | 107.444 | 109.444 | ||
| 5247 | 2021.03.12 20:35 | close | 1734 | 1.00 | 109.051 | 107.444 | 109.444 | 20700.00 | 7427043.23 |
| 5248 | 2021.04.06 04:10 | sell | 1735 | 1.00 | 110.304 | 0.000 | 0.000 | ||
| 5249 | 2021.04.06 04:10 | modify | 1735 | 1.00 | 110.304 | 111.704 | 109.704 | ||
| 5250 | 2021.04.06 07:25 | close | 1735 | 1.00 | 110.309 | 111.704 | 109.704 | -500.00 | 7426543.23 |