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 |
| 5401 | 2022.05.13 09:15 | modify | 1785 | 1.00 | 128.616 | 127.216 | 129.216 | ||
| 5402 | 2022.05.13 10:45 | modify | 1785 | 1.00 | 128.616 | 128.770 | 129.216 | ||
| 5403 | 2022.05.13 10:50 | close | 1785 | 1.00 | 128.872 | 128.770 | 129.216 | 25600.00 | 7567062.22 |
| 5404 | 2022.05.19 02:50 | buy | 1786 | 1.00 | 128.046 | 0.000 | 0.000 | ||
| 5405 | 2022.05.19 02:50 | modify | 1786 | 1.00 | 128.046 | 126.646 | 128.646 | ||
| 5406 | 2022.05.19 02:55 | close | 1786 | 1.00 | 127.984 | 126.646 | 128.646 | -6200.00 | 7560862.22 |
| 5407 | 2022.05.19 10:25 | buy | 1787 | 1.00 | 128.305 | 0.000 | 0.000 | ||
| 5408 | 2022.05.19 10:25 | modify | 1787 | 1.00 | 128.305 | 126.905 | 128.905 | ||
| 5409 | 2022.05.19 11:35 | close | 1787 | 1.00 | 127.830 | 126.905 | 128.905 | -47500.00 | 7513362.22 |
| 5410 | 2022.05.20 06:55 | buy | 1788 | 1.00 | 127.580 | 0.000 | 0.000 | ||
| 5411 | 2022.05.20 06:55 | modify | 1788 | 1.00 | 127.580 | 126.180 | 128.180 | ||
| 5412 | 2022.05.20 08:35 | modify | 1788 | 1.00 | 127.580 | 127.771 | 128.180 | ||
| 5413 | 2022.05.20 08:37 | s/l | 1788 | 1.00 | 127.767 | 127.771 | 128.180 | 18700.00 | 7532062.22 |
| 5414 | 2022.05.20 19:40 | buy | 1789 | 1.00 | 127.709 | 0.000 | 0.000 | ||
| 5415 | 2022.05.20 19:40 | modify | 1789 | 1.00 | 127.709 | 126.309 | 128.309 | ||
| 5416 | 2022.05.20 20:55 | close | 1789 | 1.00 | 127.873 | 126.309 | 128.309 | 16400.00 | 7548462.22 |
| 5417 | 2022.05.26 03:55 | sell | 1790 | 1.00 | 127.478 | 0.000 | 0.000 | ||
| 5418 | 2022.05.26 03:55 | modify | 1790 | 1.00 | 127.478 | 128.878 | 126.878 | ||
| 5419 | 2022.05.26 04:55 | modify | 1790 | 1.00 | 127.478 | 127.327 | 126.878 | ||
| 5420 | 2022.05.26 05:02 | s/l | 1790 | 1.00 | 127.326 | 127.327 | 126.878 | 15200.00 | 7563662.22 |
| 5421 | 2022.05.26 22:05 | buy | 1791 | 1.00 | 127.153 | 0.000 | 0.000 | ||
| 5422 | 2022.05.26 22:05 | modify | 1791 | 1.00 | 127.153 | 125.753 | 127.753 | ||
| 5423 | 2022.05.27 01:20 | close | 1791 | 1.00 | 127.157 | 125.753 | 127.753 | 1212.03 | 7564874.24 |
| 5424 | 2022.05.27 09:50 | sell | 1792 | 1.00 | 127.013 | 0.000 | 0.000 | ||
| 5425 | 2022.05.27 09:50 | modify | 1792 | 1.00 | 127.013 | 128.413 | 126.413 | ||
| 5426 | 2022.05.27 14:15 | close | 1792 | 1.00 | 126.900 | 128.413 | 126.413 | 11300.00 | 7576174.24 |
| 5427 | 2022.05.31 08:45 | buy | 1793 | 1.00 | 127.818 | 0.000 | 0.000 | ||
| 5428 | 2022.05.31 08:45 | modify | 1793 | 1.00 | 127.818 | 126.418 | 128.418 | ||
| 5429 | 2022.05.31 09:55 | close | 1793 | 1.00 | 128.037 | 126.418 | 128.418 | 21900.00 | 7598074.24 |
| 5430 | 2022.05.31 13:55 | sell | 1794 | 1.00 | 128.085 | 0.000 | 0.000 | ||
| 5431 | 2022.05.31 13:55 | modify | 1794 | 1.00 | 128.085 | 129.485 | 127.485 | ||
| 5432 | 2022.05.31 15:25 | close | 1794 | 1.00 | 128.374 | 129.485 | 127.485 | -28900.00 | 7569174.24 |
| 5433 | 2022.06.01 03:20 | sell | 1795 | 1.00 | 128.899 | 0.000 | 0.000 | ||
| 5434 | 2022.06.01 03:20 | modify | 1795 | 1.00 | 128.899 | 130.299 | 128.299 | ||
| 5435 | 2022.06.01 04:20 | close | 1795 | 1.00 | 129.038 | 130.299 | 128.299 | -13900.00 | 7555274.24 |
| 5436 | 2022.06.06 04:25 | buy | 1796 | 1.00 | 130.592 | 0.000 | 0.000 | ||
| 5437 | 2022.06.06 04:25 | modify | 1796 | 1.00 | 130.592 | 129.192 | 131.192 | ||
| 5438 | 2022.06.06 08:15 | close | 1796 | 1.00 | 130.708 | 129.192 | 131.192 | 11600.00 | 7566874.24 |
| 5439 | 2022.06.06 11:05 | sell | 1797 | 1.00 | 130.828 | 0.000 | 0.000 | ||
| 5440 | 2022.06.06 11:05 | modify | 1797 | 1.00 | 130.828 | 132.228 | 130.228 | ||
| 5441 | 2022.06.06 14:20 | modify | 1797 | 1.00 | 130.828 | 130.677 | 130.228 | ||
| 5442 | 2022.06.06 14:47 | s/l | 1797 | 1.00 | 130.674 | 130.677 | 130.228 | 15400.00 | 7582274.24 |
| 5443 | 2022.06.10 03:10 | buy | 1798 | 1.00 | 134.218 | 0.000 | 0.000 | ||
| 5444 | 2022.06.10 03:10 | modify | 1798 | 1.00 | 134.218 | 132.818 | 134.818 | ||
| 5445 | 2022.06.10 07:55 | close | 1798 | 1.00 | 134.179 | 132.818 | 134.818 | -3900.00 | 7578374.24 |
| 5446 | 2022.06.13 09:20 | buy | 1799 | 1.00 | 134.543 | 0.000 | 0.000 | ||
| 5447 | 2022.06.13 09:20 | modify | 1799 | 1.00 | 134.543 | 133.143 | 135.143 | ||
| 5448 | 2022.06.13 09:40 | modify | 1799 | 1.00 | 134.543 | 134.712 | 135.143 | ||
| 5449 | 2022.06.13 09:50 | modify | 1799 | 1.00 | 134.543 | 134.757 | 135.143 | ||
| 5450 | 2022.06.13 09:52 | s/l | 1799 | 1.00 | 134.754 | 134.757 | 135.143 | 21100.00 | 7599474.24 |
| 5451 | 2022.06.13 22:00 | sell | 1800 | 1.00 | 134.292 | 0.000 | 0.000 | ||
| 5452 | 2022.06.13 22:00 | modify | 1800 | 1.00 | 134.292 | 135.692 | 133.692 | ||
| 5453 | 2022.06.14 01:35 | close | 1800 | 1.00 | 134.329 | 135.692 | 133.692 | -5548.21 | 7593926.04 |
| 5454 | 2022.06.14 03:25 | buy | 1801 | 1.00 | 134.050 | 0.000 | 0.000 | ||
| 5455 | 2022.06.14 03:25 | modify | 1801 | 1.00 | 134.050 | 132.650 | 134.650 | ||
| 5456 | 2022.06.14 04:25 | close | 1801 | 1.00 | 134.346 | 132.650 | 134.650 | 29600.00 | 7623526.04 |
| 5457 | 2022.06.16 04:15 | sell | 1802 | 1.00 | 134.411 | 0.000 | 0.000 | ||
| 5458 | 2022.06.16 04:15 | modify | 1802 | 1.00 | 134.411 | 135.811 | 133.811 | ||
| 5459 | 2022.06.16 06:35 | close | 1802 | 1.00 | 134.313 | 135.811 | 133.811 | 9800.00 | 7633326.04 |
| 5460 | 2022.06.16 11:20 | buy | 1803 | 1.00 | 133.773 | 0.000 | 0.000 | ||
| 5461 | 2022.06.16 11:20 | modify | 1803 | 1.00 | 133.773 | 132.373 | 134.373 | ||
| 5462 | 2022.06.16 11:55 | close | 1803 | 1.00 | 133.388 | 132.373 | 134.373 | -38500.00 | 7594826.04 |
| 5463 | 2022.06.20 04:40 | buy | 1804 | 1.00 | 134.936 | 0.000 | 0.000 | ||
| 5464 | 2022.06.20 04:40 | modify | 1804 | 1.00 | 134.936 | 133.536 | 135.536 | ||
| 5465 | 2022.06.20 09:00 | close | 1804 | 1.00 | 135.057 | 133.536 | 135.536 | 12100.00 | 7606926.04 |
| 5466 | 2022.06.22 20:00 | sell | 1805 | 1.00 | 136.230 | 0.000 | 0.000 | ||
| 5467 | 2022.06.22 20:00 | modify | 1805 | 1.00 | 136.230 | 137.630 | 135.630 | ||
| 5468 | 2022.06.23 00:20 | close | 1805 | 1.00 | 136.091 | 137.630 | 135.630 | 8279.44 | 7615205.48 |
| 5469 | 2022.06.23 04:30 | buy | 1806 | 1.00 | 135.833 | 0.000 | 0.000 | ||
| 5470 | 2022.06.23 04:30 | modify | 1806 | 1.00 | 135.833 | 134.433 | 136.433 | ||
| 5471 | 2022.06.23 08:50 | close | 1806 | 1.00 | 135.623 | 134.433 | 136.433 | -21000.00 | 7594205.48 |
| 5472 | 2022.06.24 06:30 | buy | 1807 | 1.00 | 134.628 | 0.000 | 0.000 | ||
| 5473 | 2022.06.24 06:30 | modify | 1807 | 1.00 | 134.628 | 133.228 | 135.228 | ||
| 5474 | 2022.06.24 08:05 | modify | 1807 | 1.00 | 134.628 | 134.790 | 135.228 | ||
| 5475 | 2022.06.24 08:06 | s/l | 1807 | 1.00 | 134.788 | 134.790 | 135.228 | 16000.00 | 7610205.48 |
| 5476 | 2022.06.28 21:50 | sell | 1808 | 1.00 | 136.357 | 0.000 | 0.000 | ||
| 5477 | 2022.06.28 21:50 | modify | 1808 | 1.00 | 136.357 | 137.757 | 135.757 | ||
| 5478 | 2022.06.28 22:45 | close | 1808 | 1.00 | 136.162 | 137.757 | 135.757 | 19500.00 | 7629705.48 |
| 5479 | 2022.07.01 12:55 | sell | 1809 | 1.00 | 135.628 | 0.000 | 0.000 | ||
| 5480 | 2022.07.01 12:55 | modify | 1809 | 1.00 | 135.628 | 137.028 | 135.028 | ||
| 5481 | 2022.07.01 13:40 | modify | 1809 | 1.00 | 135.628 | 135.445 | 135.028 | ||
| 5482 | 2022.07.01 13:45 | modify | 1809 | 1.00 | 135.628 | 135.429 | 135.028 | ||
| 5483 | 2022.07.01 13:50 | close | 1809 | 1.00 | 135.333 | 135.429 | 135.028 | 29500.00 | 7659205.48 |
| 5484 | 2022.07.04 08:50 | sell | 1810 | 1.00 | 135.316 | 0.000 | 0.000 | ||
| 5485 | 2022.07.04 08:50 | modify | 1810 | 1.00 | 135.316 | 136.716 | 134.716 | ||
| 5486 | 2022.07.04 11:45 | close | 1810 | 1.00 | 135.263 | 136.716 | 134.716 | 5300.00 | 7664505.48 |
| 5487 | 2022.07.05 11:20 | buy | 1811 | 1.00 | 135.832 | 0.000 | 0.000 | ||
| 5488 | 2022.07.05 11:20 | modify | 1811 | 1.00 | 135.832 | 134.432 | 136.432 | ||
| 5489 | 2022.07.05 14:05 | close | 1811 | 1.00 | 135.989 | 134.432 | 136.432 | 15700.00 | 7680205.48 |
| 5490 | 2022.07.11 13:20 | sell | 1812 | 1.00 | 137.104 | 0.000 | 0.000 | ||
| 5491 | 2022.07.11 13:20 | modify | 1812 | 1.00 | 137.104 | 138.504 | 136.504 | ||
| 5492 | 2022.07.11 15:00 | close | 1812 | 1.00 | 137.347 | 138.504 | 136.504 | -24300.00 | 7655905.48 |
| 5493 | 2022.07.20 04:35 | buy | 1813 | 1.00 | 137.941 | 0.000 | 0.000 | ||
| 5494 | 2022.07.20 04:35 | modify | 1813 | 1.00 | 137.941 | 136.541 | 138.541 | ||
| 5495 | 2022.07.20 05:35 | modify | 1813 | 1.00 | 137.941 | 138.098 | 138.541 | ||
| 5496 | 2022.07.20 05:40 | modify | 1813 | 1.00 | 137.941 | 138.135 | 138.541 | ||
| 5497 | 2022.07.20 05:43 | s/l | 1813 | 1.00 | 138.139 | 138.135 | 138.541 | 19800.00 | 7675705.48 |
| 5498 | 2022.07.22 06:25 | sell | 1814 | 1.00 | 137.736 | 0.000 | 0.000 | ||
| 5499 | 2022.07.22 06:25 | modify | 1814 | 1.00 | 137.736 | 139.136 | 137.136 | ||
| 5500 | 2022.07.22 09:55 | close | 1814 | 1.00 | 137.701 | 139.136 | 137.136 | 3500.00 | 7679205.48 |
| 5501 | 2022.07.28 13:50 | sell | 1815 | 1.00 | 135.668 | 0.000 | 0.000 | ||
| 5502 | 2022.07.28 13:50 | modify | 1815 | 1.00 | 135.668 | 137.068 | 135.068 | ||
| 5503 | 2022.07.28 15:35 | close | 1815 | 1.00 | 135.153 | 137.068 | 135.068 | 51500.00 | 7730705.48 |
| 5504 | 2022.08.01 02:25 | sell | 1816 | 1.00 | 133.465 | 0.000 | 0.000 | ||
| 5505 | 2022.08.01 02:25 | modify | 1816 | 1.00 | 133.465 | 134.865 | 132.865 | ||
| 5506 | 2022.08.01 03:10 | close | 1816 | 1.00 | 133.250 | 134.865 | 132.865 | 21500.00 | 7752205.48 |
| 5507 | 2022.08.04 02:15 | sell | 1817 | 1.00 | 134.083 | 0.000 | 0.000 | ||
| 5508 | 2022.08.04 02:15 | modify | 1817 | 1.00 | 134.083 | 135.483 | 133.483 | ||
| 5509 | 2022.08.04 03:00 | close | 1817 | 1.00 | 133.937 | 135.483 | 133.483 | 14600.00 | 7766805.48 |
| 5510 | 2022.08.04 03:05 | buy | 1818 | 1.00 | 133.720 | 0.000 | 0.000 | ||
| 5511 | 2022.08.04 03:05 | modify | 1818 | 1.00 | 133.720 | 132.320 | 134.320 | ||
| 5512 | 2022.08.04 03:30 | modify | 1818 | 1.00 | 133.720 | 133.893 | 134.320 | ||
| 5513 | 2022.08.04 03:31 | s/l | 1818 | 1.00 | 133.889 | 133.893 | 134.320 | 16900.00 | 7783705.48 |
| 5514 | 2022.08.04 08:35 | sell | 1819 | 1.00 | 133.911 | 0.000 | 0.000 | ||
| 5515 | 2022.08.04 08:35 | modify | 1819 | 1.00 | 133.911 | 135.311 | 133.311 | ||
| 5516 | 2022.08.04 12:50 | close | 1819 | 1.00 | 134.110 | 135.311 | 133.311 | -19900.00 | 7763805.48 |
| 5517 | 2022.08.05 02:25 | buy | 1820 | 1.00 | 132.688 | 0.000 | 0.000 | ||
| 5518 | 2022.08.05 02:25 | modify | 1820 | 1.00 | 132.688 | 131.288 | 133.288 | ||
| 5519 | 2022.08.05 03:15 | modify | 1820 | 1.00 | 132.688 | 132.860 | 133.288 | ||
| 5520 | 2022.08.05 03:20 | modify | 1820 | 1.00 | 132.688 | 132.888 | 133.288 | ||
| 5521 | 2022.08.05 03:25 | modify | 1820 | 1.00 | 132.688 | 132.895 | 133.288 | ||
| 5522 | 2022.08.05 03:30 | close | 1820 | 1.00 | 132.957 | 132.895 | 133.288 | 26900.00 | 7790705.48 |
| 5523 | 2022.08.08 03:15 | sell | 1821 | 1.00 | 135.382 | 0.000 | 0.000 | ||
| 5524 | 2022.08.08 03:15 | modify | 1821 | 1.00 | 135.382 | 136.782 | 134.782 | ||
| 5525 | 2022.08.08 03:30 | close | 1821 | 1.00 | 135.522 | 136.782 | 134.782 | -14000.00 | 7776705.48 |
| 5526 | 2022.08.08 21:55 | sell | 1822 | 1.00 | 134.859 | 0.000 | 0.000 | ||
| 5527 | 2022.08.08 21:55 | modify | 1822 | 1.00 | 134.859 | 136.259 | 134.259 | ||
| 5528 | 2022.08.09 02:50 | close | 1822 | 1.00 | 134.852 | 136.259 | 134.259 | -1156.18 | 7775549.30 |
| 5529 | 2022.08.11 03:05 | buy | 1823 | 1.00 | 132.688 | 0.000 | 0.000 | ||
| 5530 | 2022.08.11 03:05 | modify | 1823 | 1.00 | 132.688 | 131.288 | 133.288 | ||
| 5531 | 2022.08.11 04:15 | close | 1823 | 1.00 | 132.929 | 131.288 | 133.288 | 24100.00 | 7799649.30 |
| 5532 | 2022.08.11 09:20 | buy | 1824 | 1.00 | 132.984 | 0.000 | 0.000 | ||
| 5533 | 2022.08.11 09:20 | modify | 1824 | 1.00 | 132.984 | 131.584 | 133.584 | ||
| 5534 | 2022.08.11 17:15 | close | 1824 | 1.00 | 132.381 | 131.584 | 133.584 | -60300.00 | 7739349.30 |
| 5535 | 2022.08.11 20:35 | sell | 1825 | 1.00 | 132.951 | 0.000 | 0.000 | ||
| 5536 | 2022.08.11 20:35 | modify | 1825 | 1.00 | 132.951 | 134.351 | 132.351 | ||
| 5537 | 2022.08.12 01:05 | close | 1825 | 1.00 | 132.928 | 134.351 | 132.351 | 471.25 | 7739820.55 |
| 5538 | 2022.08.16 22:05 | buy | 1826 | 1.00 | 134.208 | 0.000 | 0.000 | ||
| 5539 | 2022.08.16 22:05 | modify | 1826 | 1.00 | 134.208 | 132.808 | 134.808 | ||
| 5540 | 2022.08.17 01:45 | close | 1826 | 1.00 | 134.294 | 132.808 | 134.808 | 9457.57 | 7749278.11 |
| 5541 | 2022.08.17 09:05 | sell | 1827 | 1.00 | 134.335 | 0.000 | 0.000 | ||
| 5542 | 2022.08.17 09:05 | modify | 1827 | 1.00 | 134.335 | 135.735 | 133.735 | ||
| 5543 | 2022.08.17 10:25 | close | 1827 | 1.00 | 134.750 | 135.735 | 133.735 | -41500.00 | 7707778.11 |
| 5544 | 2022.08.17 21:05 | buy | 1828 | 1.00 | 135.080 | 0.000 | 0.000 | ||
| 5545 | 2022.08.17 21:05 | modify | 1828 | 1.00 | 135.080 | 133.680 | 135.680 | ||
| 5546 | 2022.08.18 01:15 | close | 1828 | 1.00 | 135.159 | 133.680 | 135.680 | 10488.71 | 7718266.82 |
| 5547 | 2022.08.18 07:35 | sell | 1829 | 1.00 | 135.126 | 0.000 | 0.000 | ||
| 5548 | 2022.08.18 07:35 | modify | 1829 | 1.00 | 135.126 | 136.526 | 134.526 | ||
| 5549 | 2022.08.18 14:15 | close | 1829 | 1.00 | 135.099 | 136.526 | 134.526 | 2700.00 | 7720966.82 |
| 5550 | 2022.08.23 03:55 | buy | 1830 | 1.00 | 137.301 | 0.000 | 0.000 | ||