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 |
| 5251 | 2021.04.06 08:05 | buy | 1736 | 1.00 | 110.218 | 0.000 | 0.000 | ||
| 5252 | 2021.04.06 08:05 | modify | 1736 | 1.00 | 110.218 | 108.818 | 110.818 | ||
| 5253 | 2021.04.06 09:45 | close | 1736 | 1.00 | 110.299 | 108.818 | 110.818 | 8100.00 | 7434643.23 |
| 5254 | 2021.05.10 03:10 | sell | 1737 | 1.00 | 108.684 | 0.000 | 0.000 | ||
| 5255 | 2021.05.10 03:10 | modify | 1737 | 1.00 | 108.684 | 110.084 | 108.084 | ||
| 5256 | 2021.05.10 08:25 | close | 1737 | 1.00 | 108.830 | 110.084 | 108.084 | -14600.00 | 7420043.23 |
| 5257 | 2021.05.13 03:05 | sell | 1738 | 1.00 | 109.762 | 0.000 | 0.000 | ||
| 5258 | 2021.05.13 03:05 | modify | 1738 | 1.00 | 109.762 | 111.162 | 109.162 | ||
| 5259 | 2021.05.13 03:50 | close | 1738 | 1.00 | 109.619 | 111.162 | 109.162 | 14300.00 | 7434343.23 |
| 5260 | 2021.05.13 04:45 | buy | 1739 | 1.00 | 109.516 | 0.000 | 0.000 | ||
| 5261 | 2021.05.13 04:45 | modify | 1739 | 1.00 | 109.516 | 108.116 | 110.116 | ||
| 5262 | 2021.05.13 06:10 | close | 1739 | 1.00 | 109.672 | 108.116 | 110.116 | 15600.00 | 7449943.23 |
| 5263 | 2021.07.05 02:15 | sell | 1740 | 1.00 | 111.149 | 0.000 | 0.000 | ||
| 5264 | 2021.07.05 02:15 | modify | 1740 | 1.00 | 111.149 | 112.549 | 110.549 | ||
| 5265 | 2021.07.05 04:40 | close | 1740 | 1.00 | 111.079 | 112.549 | 110.549 | 7000.00 | 7456943.23 |
| 5266 | 2021.07.08 19:15 | sell | 1741 | 1.00 | 109.853 | 0.000 | 0.000 | ||
| 5267 | 2021.07.08 19:15 | modify | 1741 | 1.00 | 109.853 | 111.253 | 109.253 | ||
| 5268 | 2021.07.08 23:00 | close | 1741 | 1.00 | 109.780 | 111.253 | 109.253 | 7300.00 | 7464243.23 |
| 5269 | 2021.07.20 12:50 | buy | 1742 | 1.00 | 109.444 | 0.000 | 0.000 | ||
| 5270 | 2021.07.20 12:50 | modify | 1742 | 1.00 | 109.444 | 108.044 | 110.044 | ||
| 5271 | 2021.07.20 14:25 | close | 1742 | 1.00 | 109.538 | 108.044 | 110.044 | 9400.00 | 7473643.23 |
| 5272 | 2021.07.28 04:05 | sell | 1743 | 1.00 | 109.901 | 0.000 | 0.000 | ||
| 5273 | 2021.07.28 04:05 | modify | 1743 | 1.00 | 109.901 | 111.301 | 109.301 | ||
| 5274 | 2021.07.28 05:10 | close | 1743 | 1.00 | 109.786 | 111.301 | 109.301 | 11500.00 | 7485143.23 |
| 5275 | 2021.08.05 04:40 | sell | 1744 | 1.00 | 109.667 | 0.000 | 0.000 | ||
| 5276 | 2021.08.05 04:40 | modify | 1744 | 1.00 | 109.667 | 111.067 | 109.067 | ||
| 5277 | 2021.08.05 08:21 | close | 1744 | 1.00 | 109.656 | 111.067 | 109.067 | 1100.00 | 7486243.23 |
| 5278 | 2021.08.16 03:05 | buy | 1745 | 1.00 | 109.521 | 0.000 | 0.000 | ||
| 5279 | 2021.08.16 03:05 | modify | 1745 | 1.00 | 109.521 | 108.121 | 110.121 | ||
| 5280 | 2021.08.16 03:50 | close | 1745 | 1.00 | 109.459 | 108.121 | 110.121 | -6200.00 | 7480043.23 |
| 5281 | 2021.08.16 04:50 | buy | 1746 | 1.00 | 109.414 | 0.000 | 0.000 | ||
| 5282 | 2021.08.16 04:50 | modify | 1746 | 1.00 | 109.414 | 108.014 | 110.014 | ||
| 5283 | 2021.08.16 05:05 | close | 1746 | 1.00 | 109.368 | 108.014 | 110.014 | -4600.00 | 7475443.23 |
| 5284 | 2021.08.16 05:05 | buy | 1747 | 1.00 | 109.371 | 0.000 | 0.000 | ||
| 5285 | 2021.08.16 05:05 | modify | 1747 | 1.00 | 109.371 | 107.971 | 109.971 | ||
| 5286 | 2021.08.16 05:10 | close | 1747 | 1.00 | 109.350 | 107.971 | 109.971 | -2100.00 | 7473343.23 |
| 5287 | 2021.10.01 02:50 | sell | 1748 | 1.00 | 111.458 | 0.000 | 0.000 | ||
| 5288 | 2021.10.01 02:50 | modify | 1748 | 1.00 | 111.458 | 112.858 | 110.858 | ||
| 5289 | 2021.10.01 04:10 | close | 1748 | 1.00 | 111.316 | 112.858 | 110.858 | 14200.00 | 7487543.23 |
| 5290 | 2021.10.11 04:30 | sell | 1749 | 1.00 | 112.370 | 0.000 | 0.000 | ||
| 5291 | 2021.10.11 04:30 | modify | 1749 | 1.00 | 112.370 | 113.770 | 111.770 | ||
| 5292 | 2021.10.11 04:35 | close | 1749 | 1.00 | 112.389 | 113.770 | 111.770 | -1900.00 | 7485643.23 |
| 5293 | 2021.10.11 05:10 | sell | 1750 | 1.00 | 112.400 | 0.000 | 0.000 | ||
| 5294 | 2021.10.11 05:10 | modify | 1750 | 1.00 | 112.400 | 113.800 | 111.800 | ||
| 5295 | 2021.10.11 05:25 | close | 1750 | 1.00 | 112.440 | 113.800 | 111.800 | -4000.00 | 7481643.23 |
| 5296 | 2021.10.11 05:25 | sell | 1751 | 1.00 | 112.427 | 0.000 | 0.000 | ||
| 5297 | 2021.10.11 05:25 | modify | 1751 | 1.00 | 112.427 | 113.827 | 111.827 | ||
| 5298 | 2021.10.11 05:40 | close | 1751 | 1.00 | 112.485 | 113.827 | 111.827 | -5800.00 | 7475843.23 |
| 5299 | 2021.10.18 06:30 | sell | 1752 | 1.00 | 114.327 | 0.000 | 0.000 | ||
| 5300 | 2021.10.18 06:30 | modify | 1752 | 1.00 | 114.327 | 115.727 | 113.727 | ||
| 5301 | 2021.10.18 14:15 | close | 1752 | 1.00 | 114.294 | 115.727 | 113.727 | 3300.00 | 7479143.23 |
| 5302 | 2021.10.21 22:50 | sell | 1753 | 1.00 | 114.010 | 0.000 | 0.000 | ||
| 5303 | 2021.10.21 22:50 | modify | 1753 | 1.00 | 114.010 | 115.410 | 113.410 | ||
| 5304 | 2021.10.22 02:40 | close | 1753 | 1.00 | 113.939 | 115.410 | 113.410 | 5532.46 | 7484675.69 |
| 5305 | 2021.10.28 05:25 | buy | 1754 | 1.00 | 113.611 | 0.000 | 0.000 | ||
| 5306 | 2021.10.28 05:25 | modify | 1754 | 1.00 | 113.611 | 112.211 | 114.211 | ||
| 5307 | 2021.10.28 09:55 | close | 1754 | 1.00 | 113.690 | 112.211 | 114.211 | 7900.00 | 7492575.69 |
| 5308 | 2021.11.01 12:00 | buy | 1755 | 1.00 | 114.232 | 0.000 | 0.000 | ||
| 5309 | 2021.11.01 12:00 | modify | 1755 | 1.00 | 114.232 | 112.832 | 114.832 | ||
| 5310 | 2021.11.01 14:15 | close | 1755 | 1.00 | 114.302 | 112.832 | 114.832 | 7000.00 | 7499575.69 |
| 5311 | 2021.11.02 19:35 | sell | 1756 | 1.00 | 113.933 | 0.000 | 0.000 | ||
| 5312 | 2021.11.02 19:35 | modify | 1756 | 1.00 | 113.933 | 115.333 | 113.333 | ||
| 5313 | 2021.11.03 03:10 | close | 1756 | 1.00 | 113.919 | 115.333 | 113.333 | -166.95 | 7499408.74 |
| 5314 | 2021.11.11 03:05 | sell | 1757 | 1.00 | 114.025 | 0.000 | 0.000 | ||
| 5315 | 2021.11.11 03:05 | modify | 1757 | 1.00 | 114.025 | 115.425 | 113.425 | ||
| 5316 | 2021.11.11 04:55 | close | 1757 | 1.00 | 114.115 | 115.425 | 113.425 | -9000.00 | 7490408.74 |
| 5317 | 2021.11.11 04:55 | sell | 1758 | 1.00 | 114.114 | 0.000 | 0.000 | ||
| 5318 | 2021.11.11 04:55 | modify | 1758 | 1.00 | 114.114 | 115.514 | 113.514 | ||
| 5319 | 2021.11.11 05:45 | close | 1758 | 1.00 | 113.990 | 115.514 | 113.514 | 12400.00 | 7502808.74 |
| 5320 | 2021.11.17 03:30 | buy | 1759 | 1.00 | 114.714 | 0.000 | 0.000 | ||
| 5321 | 2021.11.17 03:30 | modify | 1759 | 1.00 | 114.714 | 113.314 | 115.314 | ||
| 5322 | 2021.11.17 03:50 | close | 1759 | 1.00 | 114.815 | 113.314 | 115.314 | 10100.00 | 7512908.74 |
| 5323 | 2021.11.18 07:10 | sell | 1760 | 1.00 | 114.258 | 0.000 | 0.000 | ||
| 5324 | 2021.11.18 07:10 | modify | 1760 | 1.00 | 114.258 | 115.658 | 113.658 | ||
| 5325 | 2021.11.18 09:10 | close | 1760 | 1.00 | 114.123 | 115.658 | 113.658 | 13500.00 | 7526408.74 |
| 5326 | 2021.11.23 04:15 | sell | 1761 | 1.00 | 114.987 | 0.000 | 0.000 | ||
| 5327 | 2021.11.23 04:15 | modify | 1761 | 1.00 | 114.987 | 116.387 | 114.387 | ||
| 5328 | 2021.11.23 04:20 | close | 1761 | 1.00 | 115.076 | 116.387 | 114.387 | -8900.00 | 7517508.74 |
| 5329 | 2021.11.29 01:20 | sell | 1762 | 1.00 | 113.775 | 0.000 | 0.000 | ||
| 5330 | 2021.11.29 01:20 | modify | 1762 | 1.00 | 113.775 | 115.175 | 113.175 | ||
| 5331 | 2021.11.29 03:30 | modify | 1762 | 1.00 | 113.775 | 113.623 | 113.175 | ||
| 5332 | 2021.11.29 03:35 | modify | 1762 | 1.00 | 113.775 | 113.617 | 113.175 | ||
| 5333 | 2021.11.29 03:40 | close | 1762 | 1.00 | 113.486 | 113.617 | 113.175 | 28900.00 | 7546408.74 |
| 5334 | 2021.11.29 23:45 | buy | 1763 | 1.00 | 113.569 | 0.000 | 0.000 | ||
| 5335 | 2021.11.29 23:45 | modify | 1763 | 1.00 | 113.569 | 112.169 | 114.169 | ||
| 5336 | 2021.11.30 01:10 | close | 1763 | 1.00 | 113.704 | 112.169 | 114.169 | 14225.30 | 7560634.03 |
| 5337 | 2021.12.02 01:15 | sell | 1764 | 1.00 | 112.916 | 0.000 | 0.000 | ||
| 5338 | 2021.12.02 01:15 | modify | 1764 | 1.00 | 112.916 | 114.316 | 112.316 | ||
| 5339 | 2021.12.02 12:00 | close | 1764 | 1.00 | 113.147 | 114.316 | 112.316 | -23100.00 | 7537534.03 |
| 5340 | 2021.12.02 12:15 | buy | 1765 | 1.00 | 113.015 | 0.000 | 0.000 | ||
| 5341 | 2021.12.02 12:15 | modify | 1765 | 1.00 | 113.015 | 111.615 | 113.615 | ||
| 5342 | 2021.12.02 18:10 | close | 1765 | 1.00 | 113.007 | 111.615 | 113.615 | -800.00 | 7536734.03 |
| 5343 | 2021.12.22 01:20 | buy | 1766 | 1.00 | 113.977 | 0.000 | 0.000 | ||
| 5344 | 2021.12.22 01:20 | modify | 1766 | 1.00 | 113.977 | 112.577 | 114.577 | ||
| 5345 | 2021.12.22 02:50 | close | 1766 | 1.00 | 114.123 | 112.577 | 114.577 | 14600.00 | 7551334.03 |
| 5346 | 2021.12.22 02:55 | sell | 1767 | 1.00 | 114.156 | 0.000 | 0.000 | ||
| 5347 | 2021.12.22 02:55 | modify | 1767 | 1.00 | 114.156 | 115.556 | 113.556 | ||
| 5348 | 2021.12.22 03:50 | close | 1767 | 1.00 | 114.074 | 115.556 | 113.556 | 8200.00 | 7559534.03 |
| 5349 | 2022.01.17 10:05 | buy | 1768 | 1.00 | 114.366 | 0.000 | 0.000 | ||
| 5350 | 2022.01.17 10:05 | modify | 1768 | 1.00 | 114.366 | 112.966 | 114.966 | ||
| 5351 | 2022.01.17 11:25 | close | 1768 | 1.00 | 114.471 | 112.966 | 114.966 | 10500.00 | 7570034.03 |
| 5352 | 2022.01.21 10:35 | sell | 1769 | 1.00 | 113.980 | 0.000 | 0.000 | ||
| 5353 | 2022.01.21 10:35 | modify | 1769 | 1.00 | 113.980 | 115.380 | 113.380 | ||
| 5354 | 2022.01.21 13:20 | close | 1769 | 1.00 | 113.847 | 115.380 | 113.380 | 13300.00 | 7583334.03 |
| 5355 | 2022.01.27 04:20 | buy | 1770 | 1.00 | 114.489 | 0.000 | 0.000 | ||
| 5356 | 2022.01.27 04:20 | modify | 1770 | 1.00 | 114.489 | 113.089 | 115.089 | ||
| 5357 | 2022.01.27 05:50 | close | 1770 | 1.00 | 114.674 | 113.089 | 115.089 | 18500.00 | 7601834.03 |
| 5358 | 2022.02.11 10:05 | buy | 1771 | 1.00 | 115.924 | 0.000 | 0.000 | ||
| 5359 | 2022.02.11 10:05 | modify | 1771 | 1.00 | 115.924 | 114.524 | 116.524 | ||
| 5360 | 2022.02.11 18:40 | close | 1771 | 1.00 | 115.958 | 114.524 | 116.524 | 3400.00 | 7605234.03 |
| 5361 | 2022.02.14 08:35 | buy | 1772 | 1.00 | 115.375 | 0.000 | 0.000 | ||
| 5362 | 2022.02.14 08:35 | modify | 1772 | 1.00 | 115.375 | 113.975 | 115.975 | ||
| 5363 | 2022.02.14 14:40 | close | 1772 | 1.00 | 115.369 | 113.975 | 115.975 | -600.00 | 7604634.03 |
| 5364 | 2022.03.01 01:05 | sell | 1773 | 1.00 | 115.073 | 0.000 | 0.000 | ||
| 5365 | 2022.03.01 01:05 | modify | 1773 | 1.00 | 115.073 | 116.473 | 114.473 | ||
| 5366 | 2022.03.01 07:15 | close | 1773 | 1.00 | 115.103 | 116.473 | 114.473 | -3000.00 | 7601634.03 |
| 5367 | 2022.03.11 18:05 | sell | 1774 | 1.00 | 117.044 | 0.000 | 0.000 | ||
| 5368 | 2022.03.11 18:05 | modify | 1774 | 1.00 | 117.044 | 118.444 | 116.444 | ||
| 5369 | 2022.03.11 18:10 | close | 1774 | 1.00 | 117.065 | 118.444 | 116.444 | -2100.00 | 7599534.03 |
| 5370 | 2022.03.17 06:20 | buy | 1775 | 1.00 | 118.614 | 0.000 | 0.000 | ||
| 5371 | 2022.03.17 06:20 | modify | 1775 | 1.00 | 118.614 | 117.214 | 119.214 | ||
| 5372 | 2022.03.17 08:15 | close | 1775 | 1.00 | 118.799 | 117.214 | 119.214 | 18500.00 | 7618034.03 |
| 5373 | 2022.03.28 21:20 | sell | 1776 | 1.00 | 123.670 | 0.000 | 0.000 | ||
| 5374 | 2022.03.28 21:20 | modify | 1776 | 1.00 | 123.670 | 125.070 | 123.070 | ||
| 5375 | 2022.03.29 02:30 | close | 1776 | 1.00 | 123.752 | 125.070 | 123.070 | -9903.72 | 7608130.31 |
| 5376 | 2022.04.13 19:00 | buy | 1777 | 1.00 | 125.538 | 0.000 | 0.000 | ||
| 5377 | 2022.04.13 19:00 | modify | 1777 | 1.00 | 125.538 | 124.138 | 126.138 | ||
| 5378 | 2022.04.13 22:20 | close | 1777 | 1.00 | 125.642 | 124.138 | 126.138 | 10400.00 | 7618530.31 |
| 5379 | 2022.04.14 02:40 | buy | 1778 | 1.00 | 125.435 | 0.000 | 0.000 | ||
| 5380 | 2022.04.14 02:40 | modify | 1778 | 1.00 | 125.435 | 124.035 | 126.035 | ||
| 5381 | 2022.04.14 09:00 | close | 1778 | 1.00 | 125.411 | 124.035 | 126.035 | -2400.00 | 7616130.31 |
| 5382 | 2022.05.02 11:50 | buy | 1779 | 1.00 | 129.979 | 0.000 | 0.000 | ||
| 5383 | 2022.05.02 11:50 | modify | 1779 | 1.00 | 129.979 | 128.579 | 130.579 | ||
| 5384 | 2022.05.02 16:00 | close | 1779 | 1.00 | 130.119 | 128.579 | 130.579 | 14000.00 | 7630130.31 |
| 5385 | 2022.05.05 08:10 | sell | 1780 | 1.00 | 129.393 | 0.000 | 0.000 | ||
| 5386 | 2022.05.05 08:10 | modify | 1780 | 1.00 | 129.393 | 130.793 | 128.793 | ||
| 5387 | 2022.05.05 18:10 | close | 1780 | 1.00 | 130.398 | 130.793 | 128.793 | -100500.00 | 7529630.31 |
| 5388 | 2022.05.05 22:10 | buy | 1781 | 1.00 | 130.172 | 0.000 | 0.000 | ||
| 5389 | 2022.05.05 22:10 | modify | 1781 | 1.00 | 130.172 | 128.772 | 130.772 | ||
| 5390 | 2022.05.06 01:05 | close | 1781 | 1.00 | 130.255 | 128.772 | 130.772 | 9131.90 | 7538762.22 |
| 5391 | 2022.05.06 03:55 | sell | 1782 | 1.00 | 130.478 | 0.000 | 0.000 | ||
| 5392 | 2022.05.06 03:55 | modify | 1782 | 1.00 | 130.478 | 131.878 | 129.878 | ||
| 5393 | 2022.05.06 04:25 | close | 1782 | 1.00 | 130.692 | 131.878 | 129.878 | -21400.00 | 7517362.22 |
| 5394 | 2022.05.06 13:45 | buy | 1783 | 1.00 | 130.285 | 0.000 | 0.000 | ||
| 5395 | 2022.05.06 13:45 | modify | 1783 | 1.00 | 130.285 | 128.885 | 130.885 | ||
| 5396 | 2022.05.06 15:20 | close | 1783 | 1.00 | 130.503 | 128.885 | 130.885 | 21800.00 | 7539162.22 |
| 5397 | 2022.05.06 21:00 | sell | 1784 | 1.00 | 130.573 | 0.000 | 0.000 | ||
| 5398 | 2022.05.06 21:00 | modify | 1784 | 1.00 | 130.573 | 131.973 | 129.973 | ||
| 5399 | 2022.05.06 23:00 | close | 1784 | 1.00 | 130.550 | 131.973 | 129.973 | 2300.00 | 7541462.22 |
| 5400 | 2022.05.13 09:15 | buy | 1785 | 1.00 | 128.616 | 0.000 | 0.000 | ||