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 |
| 5701 | 2023.01.19 01:15 | buy | 1878 | 1.00 | 128.643 | 0.000 | 0.000 | ||
| 5702 | 2023.01.19 01:15 | modify | 1878 | 1.00 | 128.643 | 127.243 | 129.243 | ||
| 5703 | 2023.01.19 03:50 | close | 1878 | 1.00 | 128.646 | 127.243 | 129.243 | 300.00 | 7983608.19 |
| 5704 | 2023.01.19 12:35 | sell | 1879 | 1.00 | 128.551 | 0.000 | 0.000 | ||
| 5705 | 2023.01.19 12:35 | modify | 1879 | 1.00 | 128.551 | 129.951 | 127.951 | ||
| 5706 | 2023.01.19 16:35 | close | 1879 | 1.00 | 128.294 | 129.951 | 127.951 | 25700.00 | 8009308.19 |
| 5707 | 2023.01.23 06:10 | sell | 1880 | 1.00 | 129.465 | 0.000 | 0.000 | ||
| 5708 | 2023.01.23 06:10 | modify | 1880 | 1.00 | 129.465 | 130.865 | 128.865 | ||
| 5709 | 2023.01.23 10:40 | close | 1880 | 1.00 | 129.791 | 130.865 | 128.865 | -32600.00 | 7976708.19 |
| 5710 | 2023.01.24 01:30 | buy | 1881 | 1.00 | 130.475 | 0.000 | 0.000 | ||
| 5711 | 2023.01.24 01:30 | modify | 1881 | 1.00 | 130.475 | 129.075 | 131.075 | ||
| 5712 | 2023.01.24 02:05 | close | 1881 | 1.00 | 130.657 | 129.075 | 131.075 | 18200.00 | 7994908.19 |
| 5713 | 2023.01.27 01:05 | buy | 1882 | 1.00 | 130.090 | 0.000 | 0.000 | ||
| 5714 | 2023.01.27 01:05 | modify | 1882 | 1.00 | 130.090 | 128.690 | 130.690 | ||
| 5715 | 2023.01.27 05:30 | close | 1882 | 1.00 | 129.868 | 128.690 | 130.690 | -22200.00 | 7972708.19 |
| 5716 | 2023.01.27 06:05 | sell | 1883 | 1.00 | 130.070 | 0.000 | 0.000 | ||
| 5717 | 2023.01.27 06:05 | modify | 1883 | 1.00 | 130.070 | 131.470 | 129.470 | ||
| 5718 | 2023.01.27 08:15 | close | 1883 | 1.00 | 129.863 | 131.470 | 129.470 | 20700.00 | 7993408.19 |
| 5719 | 2023.01.31 03:20 | buy | 1884 | 1.00 | 130.138 | 0.000 | 0.000 | ||
| 5720 | 2023.01.31 03:20 | modify | 1884 | 1.00 | 130.138 | 128.738 | 130.738 | ||
| 5721 | 2023.01.31 06:30 | close | 1884 | 1.00 | 130.353 | 128.738 | 130.738 | 21500.00 | 8014908.19 |
| 5722 | 2023.02.01 21:05 | sell | 1885 | 1.00 | 129.757 | 0.000 | 0.000 | ||
| 5723 | 2023.02.01 21:05 | modify | 1885 | 1.00 | 129.757 | 131.157 | 129.157 | ||
| 5724 | 2023.02.01 21:15 | close | 1885 | 1.00 | 129.485 | 131.157 | 129.157 | 27200.00 | 8042108.19 |
| 5725 | 2023.02.02 08:15 | sell | 1886 | 1.00 | 128.725 | 0.000 | 0.000 | ||
| 5726 | 2023.02.02 08:15 | modify | 1886 | 1.00 | 128.725 | 130.125 | 128.125 | ||
| 5727 | 2023.02.02 13:55 | close | 1886 | 1.00 | 128.715 | 130.125 | 128.125 | 1000.00 | 8043108.19 |
| 5728 | 2023.02.06 02:45 | sell | 1887 | 1.00 | 132.285 | 0.000 | 0.000 | ||
| 5729 | 2023.02.06 02:45 | modify | 1887 | 1.00 | 132.285 | 133.685 | 131.685 | ||
| 5730 | 2023.02.06 04:40 | modify | 1887 | 1.00 | 132.285 | 132.095 | 131.685 | ||
| 5731 | 2023.02.06 04:45 | s/l | 1887 | 1.00 | 132.104 | 132.095 | 131.685 | 18100.00 | 8061208.19 |
| 5732 | 2023.02.06 07:05 | buy | 1888 | 1.00 | 131.606 | 0.000 | 0.000 | ||
| 5733 | 2023.02.06 07:05 | modify | 1888 | 1.00 | 131.606 | 130.206 | 132.206 | ||
| 5734 | 2023.02.06 08:30 | modify | 1888 | 1.00 | 131.606 | 131.788 | 132.206 | ||
| 5735 | 2023.02.06 08:35 | close | 1888 | 1.00 | 131.916 | 131.788 | 132.206 | 31000.00 | 8092208.19 |
| 5736 | 2023.02.06 21:20 | buy | 1889 | 1.00 | 132.471 | 0.000 | 0.000 | ||
| 5737 | 2023.02.06 21:20 | modify | 1889 | 1.00 | 132.471 | 131.071 | 133.071 | ||
| 5738 | 2023.02.07 01:15 | modify | 1889 | 1.00 | 132.471 | 132.629 | 133.071 | ||
| 5739 | 2023.02.07 01:20 | modify | 1889 | 1.00 | 132.471 | 132.641 | 133.071 | ||
| 5740 | 2023.02.07 01:30 | modify | 1889 | 1.00 | 132.471 | 132.651 | 133.071 | ||
| 5741 | 2023.02.07 01:30 | s/l | 1889 | 1.00 | 132.646 | 132.651 | 133.071 | 18347.52 | 8110555.71 |
| 5742 | 2023.02.08 03:55 | sell | 1890 | 1.00 | 131.209 | 0.000 | 0.000 | ||
| 5743 | 2023.02.08 03:55 | modify | 1890 | 1.00 | 131.209 | 132.609 | 130.609 | ||
| 5744 | 2023.02.08 07:00 | close | 1890 | 1.00 | 131.160 | 132.609 | 130.609 | 4900.00 | 8115455.71 |
| 5745 | 2023.02.10 08:05 | buy | 1891 | 1.00 | 131.450 | 0.000 | 0.000 | ||
| 5746 | 2023.02.10 08:05 | modify | 1891 | 1.00 | 131.450 | 130.050 | 132.050 | ||
| 5747 | 2023.02.10 09:20 | close | 1891 | 1.00 | 130.965 | 130.050 | 132.050 | -48500.00 | 8066955.71 |
| 5748 | 2023.02.10 18:10 | sell | 1892 | 1.00 | 131.364 | 0.000 | 0.000 | ||
| 5749 | 2023.02.10 18:10 | modify | 1892 | 1.00 | 131.364 | 132.764 | 130.764 | ||
| 5750 | 2023.02.10 22:00 | close | 1892 | 1.00 | 131.510 | 132.764 | 130.764 | -14600.00 | 8052355.71 |
| 5751 | 2023.02.14 12:30 | sell | 1893 | 1.00 | 132.306 | 0.000 | 0.000 | ||
| 5752 | 2023.02.14 12:30 | modify | 1893 | 1.00 | 132.306 | 133.706 | 131.706 | ||
| 5753 | 2023.02.14 14:50 | close | 1893 | 1.00 | 132.086 | 133.706 | 131.706 | 22000.00 | 8074355.71 |
| 5754 | 2023.02.16 01:05 | buy | 1894 | 1.00 | 133.934 | 0.000 | 0.000 | ||
| 5755 | 2023.02.16 01:05 | modify | 1894 | 1.00 | 133.934 | 132.534 | 134.534 | ||
| 5756 | 2023.02.16 03:00 | close | 1894 | 1.00 | 134.106 | 132.534 | 134.534 | 17200.00 | 8091555.71 |
| 5757 | 2023.02.16 07:35 | sell | 1895 | 1.00 | 133.986 | 0.000 | 0.000 | ||
| 5758 | 2023.02.16 07:35 | modify | 1895 | 1.00 | 133.986 | 135.386 | 133.386 | ||
| 5759 | 2023.02.16 09:25 | close | 1895 | 1.00 | 133.830 | 135.386 | 133.386 | 15600.00 | 8107155.71 |
| 5760 | 2023.02.16 18:50 | buy | 1896 | 1.00 | 133.882 | 0.000 | 0.000 | ||
| 5761 | 2023.02.16 18:50 | modify | 1896 | 1.00 | 133.882 | 132.482 | 134.482 | ||
| 5762 | 2023.02.16 22:25 | close | 1896 | 1.00 | 133.933 | 132.482 | 134.482 | 5100.00 | 8112255.71 |
| 5763 | 2023.02.20 02:40 | sell | 1897 | 1.00 | 134.432 | 0.000 | 0.000 | ||
| 5764 | 2023.02.20 02:40 | modify | 1897 | 1.00 | 134.432 | 135.832 | 133.832 | ||
| 5765 | 2023.02.20 04:35 | close | 1897 | 1.00 | 134.311 | 135.832 | 133.832 | 12100.00 | 8124355.71 |
| 5766 | 2023.03.01 01:35 | sell | 1898 | 1.00 | 136.288 | 0.000 | 0.000 | ||
| 5767 | 2023.03.01 01:35 | modify | 1898 | 1.00 | 136.288 | 137.688 | 135.688 | ||
| 5768 | 2023.03.01 07:00 | close | 1898 | 1.00 | 136.395 | 137.688 | 135.688 | -10700.00 | 8113655.71 |
| 5769 | 2023.03.02 03:35 | sell | 1899 | 1.00 | 136.369 | 0.000 | 0.000 | ||
| 5770 | 2023.03.02 03:35 | modify | 1899 | 1.00 | 136.369 | 137.769 | 135.769 | ||
| 5771 | 2023.03.02 10:25 | close | 1899 | 1.00 | 136.574 | 137.769 | 135.769 | -20500.00 | 8093155.71 |
| 5772 | 2023.03.02 10:45 | buy | 1900 | 1.00 | 136.413 | 0.000 | 0.000 | ||
| 5773 | 2023.03.02 10:45 | modify | 1900 | 1.00 | 136.413 | 135.013 | 137.013 | ||
| 5774 | 2023.03.02 12:45 | close | 1900 | 1.00 | 136.622 | 135.013 | 137.013 | 20900.00 | 8114055.71 |
| 5775 | 2023.03.06 08:00 | sell | 1901 | 1.00 | 135.785 | 0.000 | 0.000 | ||
| 5776 | 2023.03.06 08:00 | modify | 1901 | 1.00 | 135.785 | 137.185 | 135.185 | ||
| 5777 | 2023.03.06 09:00 | close | 1901 | 1.00 | 135.663 | 137.185 | 135.185 | 12200.00 | 8126255.71 |
| 5778 | 2023.03.08 09:55 | buy | 1902 | 1.00 | 137.480 | 0.000 | 0.000 | ||
| 5779 | 2023.03.08 09:55 | modify | 1902 | 1.00 | 137.480 | 136.080 | 138.080 | ||
| 5780 | 2023.03.08 18:40 | close | 1902 | 1.00 | 137.102 | 136.080 | 138.080 | -37800.00 | 8088455.71 |
| 5781 | 2023.03.08 23:35 | sell | 1903 | 1.00 | 137.438 | 0.000 | 0.000 | ||
| 5782 | 2023.03.08 23:35 | modify | 1903 | 1.00 | 137.438 | 138.838 | 136.838 | ||
| 5783 | 2023.03.09 01:10 | close | 1903 | 1.00 | 137.209 | 138.838 | 136.838 | 17234.64 | 8105690.35 |
| 5784 | 2023.03.14 09:15 | buy | 1904 | 1.00 | 133.324 | 0.000 | 0.000 | ||
| 5785 | 2023.03.14 09:15 | modify | 1904 | 1.00 | 133.324 | 131.924 | 133.924 | ||
| 5786 | 2023.03.14 09:40 | modify | 1904 | 1.00 | 133.324 | 133.538 | 133.924 | ||
| 5787 | 2023.03.14 09:45 | close | 1904 | 1.00 | 133.637 | 133.538 | 133.924 | 31300.00 | 8136990.35 |
| 5788 | 2023.03.16 02:25 | buy | 1905 | 1.00 | 133.041 | 0.000 | 0.000 | ||
| 5789 | 2023.03.16 02:25 | modify | 1905 | 1.00 | 133.041 | 131.641 | 133.641 | ||
| 5790 | 2023.03.16 03:55 | close | 1905 | 1.00 | 133.223 | 131.641 | 133.641 | 18200.00 | 8155190.35 |
| 5791 | 2023.03.20 03:15 | sell | 1906 | 1.00 | 132.434 | 0.000 | 0.000 | ||
| 5792 | 2023.03.20 03:15 | modify | 1906 | 1.00 | 132.434 | 133.834 | 131.834 | ||
| 5793 | 2023.03.20 05:35 | close | 1906 | 1.00 | 132.200 | 133.834 | 131.834 | 23400.00 | 8178590.35 |
| 5794 | 2023.03.21 00:05 | buy | 1907 | 1.00 | 131.300 | 0.000 | 0.000 | ||
| 5795 | 2023.03.21 00:05 | modify | 1907 | 1.00 | 131.300 | 129.900 | 131.900 | ||
| 5796 | 2023.03.21 01:20 | close | 1907 | 1.00 | 131.431 | 129.900 | 131.900 | 13100.00 | 8191690.35 |
| 5797 | 2023.03.21 09:35 | sell | 1908 | 1.00 | 131.632 | 0.000 | 0.000 | ||
| 5798 | 2023.03.21 09:35 | modify | 1908 | 1.00 | 131.632 | 133.032 | 131.032 | ||
| 5799 | 2023.03.21 15:40 | close | 1908 | 1.00 | 132.097 | 133.032 | 131.032 | -46500.00 | 8145190.35 |
| 5800 | 2023.03.23 19:15 | buy | 1909 | 1.00 | 130.869 | 0.000 | 0.000 | ||
| 5801 | 2023.03.23 19:15 | modify | 1909 | 1.00 | 130.869 | 129.469 | 131.469 | ||
| 5802 | 2023.03.23 23:35 | close | 1909 | 1.00 | 130.795 | 129.469 | 131.469 | -7400.00 | 8137790.35 |
| 5803 | 2023.03.28 09:30 | sell | 1910 | 1.00 | 130.964 | 0.000 | 0.000 | ||
| 5804 | 2023.03.28 09:30 | modify | 1910 | 1.00 | 130.964 | 132.364 | 130.364 | ||
| 5805 | 2023.03.28 12:50 | close | 1910 | 1.00 | 130.939 | 132.364 | 130.364 | 2500.00 | 8140290.35 |
| 5806 | 2023.03.28 20:35 | buy | 1911 | 1.00 | 130.698 | 0.000 | 0.000 | ||
| 5807 | 2023.03.28 20:35 | modify | 1911 | 1.00 | 130.698 | 129.298 | 131.298 | ||
| 5808 | 2023.03.28 23:05 | close | 1911 | 1.00 | 130.832 | 129.298 | 131.298 | 13400.00 | 8153690.35 |
| 5809 | 2023.03.29 12:25 | buy | 1912 | 1.00 | 131.663 | 0.000 | 0.000 | ||
| 5810 | 2023.03.29 12:25 | modify | 1912 | 1.00 | 131.663 | 130.263 | 132.263 | ||
| 5811 | 2023.03.29 13:55 | close | 1912 | 1.00 | 131.876 | 130.263 | 132.263 | 21300.00 | 8174990.35 |
| 5812 | 2023.04.04 02:25 | buy | 1913 | 1.00 | 132.212 | 0.000 | 0.000 | ||
| 5813 | 2023.04.04 02:25 | modify | 1913 | 1.00 | 132.212 | 130.812 | 132.812 | ||
| 5814 | 2023.04.04 03:15 | close | 1913 | 1.00 | 132.454 | 130.812 | 132.812 | 24200.00 | 8199190.35 |
| 5815 | 2023.04.04 03:55 | sell | 1914 | 1.00 | 132.560 | 0.000 | 0.000 | ||
| 5816 | 2023.04.04 03:55 | modify | 1914 | 1.00 | 132.560 | 133.960 | 131.960 | ||
| 5817 | 2023.04.04 07:45 | close | 1914 | 1.00 | 132.713 | 133.960 | 131.960 | -15300.00 | 8183890.35 |
| 5818 | 2023.04.05 02:20 | buy | 1915 | 1.00 | 131.556 | 0.000 | 0.000 | ||
| 5819 | 2023.04.05 02:20 | modify | 1915 | 1.00 | 131.556 | 130.156 | 132.156 | ||
| 5820 | 2023.04.05 02:25 | close | 1915 | 1.00 | 131.446 | 130.156 | 132.156 | -11000.00 | 8172890.35 |
| 5821 | 2023.04.05 03:05 | buy | 1916 | 1.00 | 131.330 | 0.000 | 0.000 | ||
| 5822 | 2023.04.05 03:05 | modify | 1916 | 1.00 | 131.330 | 129.930 | 131.930 | ||
| 5823 | 2023.04.05 04:00 | modify | 1916 | 1.00 | 131.330 | 131.498 | 131.930 | ||
| 5824 | 2023.04.05 04:10 | s/l | 1916 | 1.00 | 131.503 | 131.498 | 131.930 | 17300.00 | 8190190.35 |
| 5825 | 2023.04.05 23:00 | sell | 1917 | 1.00 | 131.303 | 0.000 | 0.000 | ||
| 5826 | 2023.04.05 23:00 | modify | 1917 | 1.00 | 131.303 | 132.703 | 130.703 | ||
| 5827 | 2023.04.06 01:05 | close | 1917 | 1.00 | 131.247 | 132.703 | 130.703 | 183.50 | 8190373.85 |
| 5828 | 2023.04.06 02:05 | buy | 1918 | 1.00 | 131.035 | 0.000 | 0.000 | ||
| 5829 | 2023.04.06 02:05 | modify | 1918 | 1.00 | 131.035 | 129.635 | 131.635 | ||
| 5830 | 2023.04.06 03:55 | close | 1918 | 1.00 | 131.096 | 129.635 | 131.635 | 6100.00 | 8196473.85 |
| 5831 | 2023.04.10 03:10 | sell | 1919 | 1.00 | 132.297 | 0.000 | 0.000 | ||
| 5832 | 2023.04.10 03:10 | modify | 1919 | 1.00 | 132.297 | 133.697 | 131.697 | ||
| 5833 | 2023.04.10 03:15 | close | 1919 | 1.00 | 132.385 | 133.697 | 131.697 | -8800.00 | 8187673.85 |
| 5834 | 2023.04.10 10:20 | buy | 1920 | 1.00 | 132.350 | 0.000 | 0.000 | ||
| 5835 | 2023.04.10 10:20 | modify | 1920 | 1.00 | 132.350 | 130.950 | 132.950 | ||
| 5836 | 2023.04.10 13:25 | close | 1920 | 1.00 | 132.276 | 130.950 | 132.950 | -7400.00 | 8180273.85 |
| 5837 | 2023.04.11 03:05 | buy | 1921 | 1.00 | 133.418 | 0.000 | 0.000 | ||
| 5838 | 2023.04.11 03:05 | modify | 1921 | 1.00 | 133.418 | 132.018 | 134.018 | ||
| 5839 | 2023.04.11 04:15 | close | 1921 | 1.00 | 133.544 | 132.018 | 134.018 | 12600.00 | 8192873.85 |
| 5840 | 2023.04.12 05:45 | sell | 1922 | 1.00 | 133.821 | 0.000 | 0.000 | ||
| 5841 | 2023.04.12 05:45 | modify | 1922 | 1.00 | 133.821 | 135.221 | 133.221 | ||
| 5842 | 2023.04.12 05:50 | close | 1922 | 1.00 | 133.893 | 135.221 | 133.221 | -7200.00 | 8185673.85 |
| 5843 | 2023.04.13 10:05 | buy | 1923 | 1.00 | 133.100 | 0.000 | 0.000 | ||
| 5844 | 2023.04.13 10:05 | modify | 1923 | 1.00 | 133.100 | 131.700 | 133.700 | ||
| 5845 | 2023.04.13 13:25 | close | 1923 | 1.00 | 133.233 | 131.700 | 133.700 | 13300.00 | 8198973.85 |
| 5846 | 2023.04.14 02:40 | buy | 1924 | 1.00 | 132.480 | 0.000 | 0.000 | ||
| 5847 | 2023.04.14 02:40 | modify | 1924 | 1.00 | 132.480 | 131.080 | 133.080 | ||
| 5848 | 2023.04.14 08:10 | close | 1924 | 1.00 | 132.502 | 131.080 | 133.080 | 2200.00 | 8201173.85 |
| 5849 | 2023.04.18 04:30 | sell | 1925 | 1.00 | 134.645 | 0.000 | 0.000 | ||
| 5850 | 2023.04.18 04:30 | modify | 1925 | 1.00 | 134.645 | 136.045 | 134.045 | ||