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 |
| 5551 | 2022.08.23 03:55 | modify | 1830 | 1.00 | 137.301 | 135.901 | 137.901 | ||
| 5552 | 2022.08.23 08:15 | close | 1830 | 1.00 | 137.315 | 135.901 | 137.901 | 1400.00 | 7722366.82 |
| 5553 | 2022.08.24 07:30 | buy | 1831 | 1.00 | 136.558 | 0.000 | 0.000 | ||
| 5554 | 2022.08.24 07:30 | modify | 1831 | 1.00 | 136.558 | 135.158 | 137.158 | ||
| 5555 | 2022.08.24 08:00 | close | 1831 | 1.00 | 136.486 | 135.158 | 137.158 | -7200.00 | 7715166.82 |
| 5556 | 2022.08.29 13:25 | buy | 1832 | 1.00 | 138.452 | 0.000 | 0.000 | ||
| 5557 | 2022.08.29 13:25 | modify | 1832 | 1.00 | 138.452 | 137.052 | 139.052 | ||
| 5558 | 2022.08.29 15:10 | modify | 1832 | 1.00 | 138.452 | 138.608 | 139.052 | ||
| 5559 | 2022.08.29 15:15 | modify | 1832 | 1.00 | 138.452 | 138.628 | 139.052 | ||
| 5560 | 2022.08.29 15:16 | s/l | 1832 | 1.00 | 138.624 | 138.628 | 139.052 | 17200.00 | 7732366.82 |
| 5561 | 2022.09.02 03:10 | buy | 1833 | 1.00 | 139.979 | 0.000 | 0.000 | ||
| 5562 | 2022.09.02 03:10 | modify | 1833 | 1.00 | 139.979 | 138.579 | 140.579 | ||
| 5563 | 2022.09.02 05:00 | close | 1833 | 1.00 | 140.144 | 138.579 | 140.579 | 16500.00 | 7748866.82 |
| 5564 | 2022.09.12 21:25 | sell | 1834 | 1.00 | 142.676 | 0.000 | 0.000 | ||
| 5565 | 2022.09.12 21:25 | modify | 1834 | 1.00 | 142.676 | 144.076 | 142.076 | ||
| 5566 | 2022.09.13 01:10 | close | 1834 | 1.00 | 142.733 | 144.076 | 142.076 | -7664.06 | 7741202.76 |
| 5567 | 2022.09.14 21:00 | sell | 1835 | 1.00 | 143.132 | 0.000 | 0.000 | ||
| 5568 | 2022.09.14 21:00 | modify | 1835 | 1.00 | 143.132 | 144.532 | 142.532 | ||
| 5569 | 2022.09.15 01:05 | close | 1835 | 1.00 | 143.081 | 144.532 | 142.532 | -805.72 | 7740397.04 |
| 5570 | 2022.09.19 05:00 | sell | 1836 | 1.00 | 143.138 | 0.000 | 0.000 | ||
| 5571 | 2022.09.19 05:00 | modify | 1836 | 1.00 | 143.138 | 144.538 | 142.538 | ||
| 5572 | 2022.09.19 15:45 | close | 1836 | 1.00 | 143.447 | 144.538 | 142.538 | -30900.00 | 7709497.04 |
| 5573 | 2022.09.21 09:20 | buy | 1837 | 1.00 | 143.703 | 0.000 | 0.000 | ||
| 5574 | 2022.09.21 09:20 | modify | 1837 | 1.00 | 143.703 | 142.303 | 144.303 | ||
| 5575 | 2022.09.21 12:25 | close | 1837 | 1.00 | 143.837 | 142.303 | 144.303 | 13400.00 | 7722897.04 |
| 5576 | 2022.09.22 11:05 | buy | 1838 | 1.00 | 144.299 | 0.000 | 0.000 | ||
| 5577 | 2022.09.22 11:05 | modify | 1838 | 1.00 | 144.299 | 142.899 | 144.899 | ||
| 5578 | 2022.09.22 11:10 | close | 1838 | 1.00 | 144.365 | 142.899 | 144.899 | 6600.00 | 7729497.04 |
| 5579 | 2022.09.23 04:10 | buy | 1839 | 1.00 | 142.093 | 0.000 | 0.000 | ||
| 5580 | 2022.09.23 04:10 | modify | 1839 | 1.00 | 142.093 | 140.693 | 142.693 | ||
| 5581 | 2022.09.23 06:50 | close | 1839 | 1.00 | 142.209 | 140.693 | 142.693 | 11600.00 | 7741097.04 |
| 5582 | 2022.09.27 03:05 | buy | 1840 | 1.00 | 144.401 | 0.000 | 0.000 | ||
| 5583 | 2022.09.27 03:05 | modify | 1840 | 1.00 | 144.401 | 143.001 | 145.001 | ||
| 5584 | 2022.09.27 04:55 | close | 1840 | 1.00 | 144.567 | 143.001 | 145.001 | 16600.00 | 7757697.04 |
| 5585 | 2022.09.29 02:10 | sell | 1841 | 1.00 | 144.267 | 0.000 | 0.000 | ||
| 5586 | 2022.09.29 02:10 | modify | 1841 | 1.00 | 144.267 | 145.667 | 143.667 | ||
| 5587 | 2022.09.29 04:05 | close | 1841 | 1.00 | 144.221 | 145.667 | 143.667 | 4600.00 | 7762297.04 |
| 5588 | 2022.10.05 04:55 | sell | 1842 | 1.00 | 144.261 | 0.000 | 0.000 | ||
| 5589 | 2022.10.05 04:55 | modify | 1842 | 1.00 | 144.261 | 145.661 | 143.661 | ||
| 5590 | 2022.10.05 08:00 | close | 1842 | 1.00 | 144.142 | 145.661 | 143.661 | 11900.00 | 7774197.04 |
| 5591 | 2022.10.05 21:45 | buy | 1843 | 1.00 | 144.521 | 0.000 | 0.000 | ||
| 5592 | 2022.10.05 21:45 | modify | 1843 | 1.00 | 144.521 | 143.121 | 145.121 | ||
| 5593 | 2022.10.05 23:30 | close | 1843 | 1.00 | 144.602 | 143.121 | 145.121 | 8100.00 | 7782297.04 |
| 5594 | 2022.10.24 12:30 | sell | 1844 | 1.00 | 149.415 | 0.000 | 0.000 | ||
| 5595 | 2022.10.24 12:30 | modify | 1844 | 1.00 | 149.415 | 150.815 | 148.815 | ||
| 5596 | 2022.10.24 14:48 | t/p | 1844 | 1.00 | 148.816 | 150.815 | 148.815 | 59900.00 | 7842197.04 |
| 5597 | 2022.10.27 12:10 | sell | 1845 | 1.00 | 146.171 | 0.000 | 0.000 | ||
| 5598 | 2022.10.27 12:10 | modify | 1845 | 1.00 | 146.171 | 147.571 | 145.571 | ||
| 5599 | 2022.10.27 16:10 | close | 1845 | 1.00 | 146.389 | 147.571 | 145.571 | -21800.00 | 7820397.04 |
| 5600 | 2022.10.28 03:25 | sell | 1846 | 1.00 | 146.428 | 0.000 | 0.000 | ||
| 5601 | 2022.10.28 03:25 | modify | 1846 | 1.00 | 146.428 | 147.828 | 145.828 | ||
| 5602 | 2022.10.28 06:00 | close | 1846 | 1.00 | 146.223 | 147.828 | 145.828 | 20500.00 | 7840897.04 |
| 5603 | 2022.11.02 02:10 | buy | 1847 | 1.00 | 147.947 | 0.000 | 0.000 | ||
| 5604 | 2022.11.02 02:10 | modify | 1847 | 1.00 | 147.947 | 146.547 | 148.547 | ||
| 5605 | 2022.11.02 06:55 | close | 1847 | 1.00 | 147.460 | 146.547 | 148.547 | -48700.00 | 7792197.04 |
| 5606 | 2022.11.10 02:00 | buy | 1848 | 1.00 | 146.204 | 0.000 | 0.000 | ||
| 5607 | 2022.11.10 02:00 | modify | 1848 | 1.00 | 146.204 | 144.804 | 146.804 | ||
| 5608 | 2022.11.10 08:30 | close | 1848 | 1.00 | 146.225 | 144.804 | 146.804 | 2100.00 | 7794297.04 |
| 5609 | 2022.11.10 09:30 | sell | 1849 | 1.00 | 146.356 | 0.000 | 0.000 | ||
| 5610 | 2022.11.10 09:30 | modify | 1849 | 1.00 | 146.356 | 147.756 | 145.756 | ||
| 5611 | 2022.11.10 10:05 | close | 1849 | 1.00 | 146.148 | 147.756 | 145.756 | 20800.00 | 7815097.04 |
| 5612 | 2022.11.11 03:35 | sell | 1850 | 1.00 | 142.418 | 0.000 | 0.000 | ||
| 5613 | 2022.11.11 03:35 | modify | 1850 | 1.00 | 142.418 | 143.818 | 141.818 | ||
| 5614 | 2022.11.11 04:35 | close | 1850 | 1.00 | 142.083 | 143.818 | 141.818 | 33500.00 | 7848597.04 |
| 5615 | 2022.11.14 20:30 | buy | 1851 | 1.00 | 139.992 | 0.000 | 0.000 | ||
| 5616 | 2022.11.14 20:30 | modify | 1851 | 1.00 | 139.992 | 138.592 | 140.592 | ||
| 5617 | 2022.11.15 00:55 | close | 1851 | 1.00 | 139.965 | 138.592 | 140.592 | -1806.17 | 7846790.87 |
| 5618 | 2022.11.17 20:35 | buy | 1852 | 1.00 | 140.115 | 0.000 | 0.000 | ||
| 5619 | 2022.11.17 20:35 | modify | 1852 | 1.00 | 140.115 | 138.715 | 140.715 | ||
| 5620 | 2022.11.17 21:30 | modify | 1852 | 1.00 | 140.115 | 140.297 | 140.715 | ||
| 5621 | 2022.11.17 21:39 | s/l | 1852 | 1.00 | 140.295 | 140.297 | 140.715 | 18000.00 | 7864790.87 |
| 5622 | 2022.11.18 01:45 | sell | 1853 | 1.00 | 140.349 | 0.000 | 0.000 | ||
| 5623 | 2022.11.18 01:45 | modify | 1853 | 1.00 | 140.349 | 141.749 | 139.749 | ||
| 5624 | 2022.11.18 02:45 | close | 1853 | 1.00 | 140.216 | 141.749 | 139.749 | 13300.00 | 7878090.87 |
| 5625 | 2022.11.24 02:00 | buy | 1854 | 1.00 | 139.255 | 0.000 | 0.000 | ||
| 5626 | 2022.11.24 02:00 | modify | 1854 | 1.00 | 139.255 | 137.855 | 139.855 | ||
| 5627 | 2022.11.24 02:20 | modify | 1854 | 1.00 | 139.255 | 139.430 | 139.855 | ||
| 5628 | 2022.11.24 02:23 | s/l | 1854 | 1.00 | 139.426 | 139.430 | 139.855 | 17100.00 | 7895190.87 |
| 5629 | 2022.11.24 03:05 | buy | 1855 | 1.00 | 139.017 | 0.000 | 0.000 | ||
| 5630 | 2022.11.24 03:05 | modify | 1855 | 1.00 | 139.017 | 137.617 | 139.617 | ||
| 5631 | 2022.11.24 03:10 | close | 1855 | 1.00 | 138.940 | 137.617 | 139.617 | -7700.00 | 7887490.87 |
| 5632 | 2022.11.24 03:20 | buy | 1856 | 1.00 | 138.944 | 0.000 | 0.000 | ||
| 5633 | 2022.11.24 03:20 | modify | 1856 | 1.00 | 138.944 | 137.544 | 139.544 | ||
| 5634 | 2022.11.24 03:55 | close | 1856 | 1.00 | 138.787 | 137.544 | 139.544 | -15700.00 | 7871790.87 |
| 5635 | 2022.11.24 03:55 | buy | 1857 | 1.00 | 138.797 | 0.000 | 0.000 | ||
| 5636 | 2022.11.24 03:55 | modify | 1857 | 1.00 | 138.797 | 137.397 | 139.397 | ||
| 5637 | 2022.11.24 05:05 | close | 1857 | 1.00 | 138.717 | 137.397 | 139.397 | -8000.00 | 7863790.87 |
| 5638 | 2022.11.29 02:20 | buy | 1858 | 1.00 | 138.556 | 0.000 | 0.000 | ||
| 5639 | 2022.11.29 02:20 | modify | 1858 | 1.00 | 138.556 | 137.156 | 139.156 | ||
| 5640 | 2022.11.29 02:55 | close | 1858 | 1.00 | 138.854 | 137.156 | 139.156 | 29800.00 | 7893590.87 |
| 5641 | 2022.12.01 09:05 | buy | 1859 | 1.00 | 136.021 | 0.000 | 0.000 | ||
| 5642 | 2022.12.01 09:05 | modify | 1859 | 1.00 | 136.021 | 134.621 | 136.621 | ||
| 5643 | 2022.12.01 09:20 | close | 1859 | 1.00 | 135.867 | 134.621 | 136.621 | -15400.00 | 7878190.87 |
| 5644 | 2022.12.05 03:40 | buy | 1860 | 1.00 | 134.170 | 0.000 | 0.000 | ||
| 5645 | 2022.12.05 03:40 | modify | 1860 | 1.00 | 134.170 | 132.770 | 134.770 | ||
| 5646 | 2022.12.05 04:15 | modify | 1860 | 1.00 | 134.170 | 134.337 | 134.770 | ||
| 5647 | 2022.12.05 04:20 | close | 1860 | 1.00 | 134.447 | 134.337 | 134.770 | 27700.00 | 7905890.87 |
| 5648 | 2022.12.06 02:20 | buy | 1861 | 1.00 | 136.449 | 0.000 | 0.000 | ||
| 5649 | 2022.12.06 02:20 | modify | 1861 | 1.00 | 136.449 | 135.049 | 137.049 | ||
| 5650 | 2022.12.06 04:25 | close | 1861 | 1.00 | 136.627 | 135.049 | 137.049 | 17800.00 | 7923690.87 |
| 5651 | 2022.12.06 04:30 | sell | 1862 | 1.00 | 137.053 | 0.000 | 0.000 | ||
| 5652 | 2022.12.06 04:30 | modify | 1862 | 1.00 | 137.053 | 138.453 | 136.453 | ||
| 5653 | 2022.12.06 05:15 | modify | 1862 | 1.00 | 137.053 | 136.902 | 136.453 | ||
| 5654 | 2022.12.06 05:17 | s/l | 1862 | 1.00 | 136.897 | 136.902 | 136.453 | 15600.00 | 7939290.87 |
| 5655 | 2022.12.06 20:20 | sell | 1863 | 1.00 | 136.933 | 0.000 | 0.000 | ||
| 5656 | 2022.12.06 20:20 | modify | 1863 | 1.00 | 136.933 | 138.333 | 136.333 | ||
| 5657 | 2022.12.07 00:05 | close | 1863 | 1.00 | 137.033 | 138.333 | 136.333 | -11882.68 | 7927408.19 |
| 5658 | 2022.12.08 01:25 | buy | 1864 | 1.00 | 136.358 | 0.000 | 0.000 | ||
| 5659 | 2022.12.08 01:25 | modify | 1864 | 1.00 | 136.358 | 134.958 | 136.958 | ||
| 5660 | 2022.12.08 02:15 | close | 1864 | 1.00 | 136.563 | 134.958 | 136.958 | 20500.00 | 7947908.19 |
| 5661 | 2022.12.08 03:20 | sell | 1865 | 1.00 | 136.979 | 0.000 | 0.000 | ||
| 5662 | 2022.12.08 03:20 | modify | 1865 | 1.00 | 136.979 | 138.379 | 136.379 | ||
| 5663 | 2022.12.08 08:20 | close | 1865 | 1.00 | 136.883 | 138.379 | 136.379 | 9600.00 | 7957508.19 |
| 5664 | 2022.12.08 08:50 | buy | 1866 | 1.00 | 136.697 | 0.000 | 0.000 | ||
| 5665 | 2022.12.08 08:50 | modify | 1866 | 1.00 | 136.697 | 135.297 | 137.297 | ||
| 5666 | 2022.12.08 10:40 | close | 1866 | 1.00 | 136.943 | 135.297 | 137.297 | 24600.00 | 7982108.19 |
| 5667 | 2022.12.12 10:00 | buy | 1867 | 1.00 | 136.700 | 0.000 | 0.000 | ||
| 5668 | 2022.12.12 10:00 | modify | 1867 | 1.00 | 136.700 | 135.300 | 137.300 | ||
| 5669 | 2022.12.12 10:20 | close | 1867 | 1.00 | 136.957 | 135.300 | 137.300 | 25700.00 | 8007808.19 |
| 5670 | 2022.12.16 02:30 | buy | 1868 | 1.00 | 137.565 | 0.000 | 0.000 | ||
| 5671 | 2022.12.16 02:30 | modify | 1868 | 1.00 | 137.565 | 136.165 | 138.165 | ||
| 5672 | 2022.12.16 14:35 | close | 1868 | 1.00 | 137.210 | 136.165 | 138.165 | -35500.00 | 7972308.19 |
| 5673 | 2022.12.20 02:05 | sell | 1869 | 1.00 | 137.150 | 0.000 | 0.000 | ||
| 5674 | 2022.12.20 02:05 | modify | 1869 | 1.00 | 137.150 | 138.550 | 136.550 | ||
| 5675 | 2022.12.20 05:01 | t/p | 1869 | 1.00 | 136.551 | 138.550 | 136.550 | 59900.00 | 8032208.19 |
| 5676 | 2022.12.22 03:10 | buy | 1870 | 1.00 | 131.907 | 0.000 | 0.000 | ||
| 5677 | 2022.12.22 03:10 | modify | 1870 | 1.00 | 131.907 | 130.507 | 132.507 | ||
| 5678 | 2022.12.22 06:35 | close | 1870 | 1.00 | 131.910 | 130.507 | 132.507 | 300.00 | 8032508.19 |
| 5679 | 2022.12.23 01:30 | buy | 1871 | 1.00 | 132.195 | 0.000 | 0.000 | ||
| 5680 | 2022.12.23 01:30 | modify | 1871 | 1.00 | 132.195 | 130.795 | 132.795 | ||
| 5681 | 2022.12.23 02:45 | close | 1871 | 1.00 | 132.437 | 130.795 | 132.795 | 24200.00 | 8056708.19 |
| 5682 | 2023.01.05 01:25 | buy | 1872 | 1.00 | 132.295 | 0.000 | 0.000 | ||
| 5683 | 2023.01.05 01:25 | modify | 1872 | 1.00 | 132.295 | 130.895 | 132.895 | ||
| 5684 | 2023.01.05 05:55 | close | 1872 | 1.00 | 132.249 | 130.895 | 132.895 | -4600.00 | 8052108.19 |
| 5685 | 2023.01.06 01:05 | sell | 1873 | 1.00 | 133.506 | 0.000 | 0.000 | ||
| 5686 | 2023.01.06 01:05 | modify | 1873 | 1.00 | 133.506 | 134.906 | 132.906 | ||
| 5687 | 2023.01.06 01:50 | close | 1873 | 1.00 | 133.303 | 134.906 | 132.906 | 20300.00 | 8072408.19 |
| 5688 | 2023.01.10 02:30 | sell | 1874 | 1.00 | 132.197 | 0.000 | 0.000 | ||
| 5689 | 2023.01.10 02:30 | modify | 1874 | 1.00 | 132.197 | 133.597 | 131.597 | ||
| 5690 | 2023.01.10 02:55 | close | 1874 | 1.00 | 131.810 | 133.597 | 131.597 | 38700.00 | 8111108.19 |
| 5691 | 2023.01.18 02:05 | sell | 1875 | 1.00 | 128.448 | 0.000 | 0.000 | ||
| 5692 | 2023.01.18 02:05 | modify | 1875 | 1.00 | 128.448 | 129.848 | 127.848 | ||
| 5693 | 2023.01.18 04:05 | close | 1875 | 1.00 | 128.489 | 129.848 | 127.848 | -4100.00 | 8107008.19 |
| 5694 | 2023.01.18 10:35 | buy | 1876 | 1.00 | 129.728 | 0.000 | 0.000 | ||
| 5695 | 2023.01.18 10:35 | modify | 1876 | 1.00 | 129.728 | 128.328 | 130.328 | ||
| 5696 | 2023.01.18 15:30 | s/l | 1876 | 1.00 | 128.332 | 128.328 | 130.328 | -139600.00 | 7967408.19 |
| 5697 | 2023.01.18 19:35 | sell | 1877 | 1.00 | 128.899 | 0.000 | 0.000 | ||
| 5698 | 2023.01.18 19:35 | modify | 1877 | 1.00 | 128.899 | 130.299 | 128.299 | ||
| 5699 | 2023.01.18 20:20 | modify | 1877 | 1.00 | 128.899 | 128.743 | 128.299 | ||
| 5700 | 2023.01.18 20:22 | s/l | 1877 | 1.00 | 128.740 | 128.743 | 128.299 | 15900.00 | 7983308.19 |