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 |
| 451 | 2005.10.14 09:15 | close | 149 | 1.00 | 114.589 | 113.017 | 115.017 | 17200.00 | 1245800.81 |
| 452 | 2005.10.17 03:15 | buy | 150 | 1.00 | 114.048 | 0.000 | 0.000 | ||
| 453 | 2005.10.17 03:15 | modify | 150 | 1.00 | 114.048 | 112.648 | 114.648 | ||
| 454 | 2005.10.17 05:40 | close | 150 | 1.00 | 113.773 | 112.648 | 114.648 | -27500.00 | 1218300.81 |
| 455 | 2005.10.26 02:15 | sell | 151 | 1.00 | 115.137 | 0.000 | 0.000 | ||
| 456 | 2005.10.26 02:15 | modify | 151 | 1.00 | 115.137 | 116.537 | 114.537 | ||
| 457 | 2005.10.26 03:55 | close | 151 | 1.00 | 115.008 | 116.537 | 114.537 | 12900.00 | 1231200.81 |
| 458 | 2005.10.27 05:15 | buy | 152 | 1.00 | 115.684 | 0.000 | 0.000 | ||
| 459 | 2005.10.27 05:15 | modify | 152 | 1.00 | 115.684 | 114.284 | 116.284 | ||
| 460 | 2005.10.27 08:55 | close | 152 | 1.00 | 115.496 | 114.284 | 116.284 | -18800.00 | 1212400.81 |
| 461 | 2005.10.27 21:25 | sell | 153 | 1.00 | 115.433 | 0.000 | 0.000 | ||
| 462 | 2005.10.27 21:25 | modify | 153 | 1.00 | 115.433 | 116.833 | 114.833 | ||
| 463 | 2005.10.28 02:05 | close | 153 | 1.00 | 115.316 | 116.833 | 114.833 | 10112.71 | 1222513.53 |
| 464 | 2005.11.11 01:25 | buy | 154 | 1.00 | 117.988 | 0.000 | 0.000 | ||
| 465 | 2005.11.11 01:25 | modify | 154 | 1.00 | 117.988 | 116.588 | 118.588 | ||
| 466 | 2005.11.11 09:40 | close | 154 | 1.00 | 117.826 | 116.588 | 118.588 | -16200.00 | 1206313.53 |
| 467 | 2005.11.11 11:10 | sell | 155 | 1.00 | 117.929 | 0.000 | 0.000 | ||
| 468 | 2005.11.11 11:10 | modify | 155 | 1.00 | 117.929 | 119.329 | 117.329 | ||
| 469 | 2005.11.11 15:30 | close | 155 | 1.00 | 117.976 | 119.329 | 117.329 | -4700.00 | 1201613.53 |
| 470 | 2005.11.21 18:40 | sell | 156 | 1.00 | 119.040 | 0.000 | 0.000 | ||
| 471 | 2005.11.21 18:40 | modify | 156 | 1.00 | 119.040 | 120.440 | 118.440 | ||
| 472 | 2005.11.21 21:45 | close | 156 | 1.00 | 118.836 | 120.440 | 118.440 | 20400.00 | 1222013.53 |
| 473 | 2005.11.23 22:35 | buy | 157 | 1.00 | 118.686 | 0.000 | 0.000 | ||
| 474 | 2005.11.23 22:35 | modify | 157 | 1.00 | 118.686 | 117.286 | 119.286 | ||
| 475 | 2005.11.24 01:15 | close | 157 | 1.00 | 118.746 | 117.286 | 119.286 | 8274.85 | 1230288.38 |
| 476 | 2005.11.29 04:05 | sell | 158 | 1.00 | 119.260 | 0.000 | 0.000 | ||
| 477 | 2005.11.29 04:05 | modify | 158 | 1.00 | 119.260 | 120.660 | 118.660 | ||
| 478 | 2005.11.29 07:15 | close | 158 | 1.00 | 119.185 | 120.660 | 118.660 | 7500.00 | 1237788.38 |
| 479 | 2005.11.29 09:15 | buy | 159 | 1.00 | 119.014 | 0.000 | 0.000 | ||
| 480 | 2005.11.29 09:15 | modify | 159 | 1.00 | 119.014 | 117.614 | 119.614 | ||
| 481 | 2005.11.29 12:20 | close | 159 | 1.00 | 119.168 | 117.614 | 119.614 | 15400.00 | 1253188.38 |
| 482 | 2005.12.05 11:00 | buy | 160 | 1.00 | 121.129 | 0.000 | 0.000 | ||
| 483 | 2005.12.05 11:00 | modify | 160 | 1.00 | 121.129 | 119.729 | 121.729 | ||
| 484 | 2005.12.05 18:00 | close | 160 | 1.00 | 120.965 | 119.729 | 121.729 | -16400.00 | 1236788.38 |
| 485 | 2005.12.06 01:00 | sell | 161 | 1.00 | 120.911 | 0.000 | 0.000 | ||
| 486 | 2005.12.06 01:00 | modify | 161 | 1.00 | 120.911 | 122.311 | 120.311 | ||
| 487 | 2005.12.06 07:40 | close | 161 | 1.00 | 120.927 | 122.311 | 120.311 | -1600.00 | 1235188.38 |
| 488 | 2005.12.13 01:55 | sell | 162 | 1.00 | 119.951 | 0.000 | 0.000 | ||
| 489 | 2005.12.13 01:55 | modify | 162 | 1.00 | 119.951 | 121.351 | 119.351 | ||
| 490 | 2005.12.13 03:50 | close | 162 | 1.00 | 119.726 | 121.351 | 119.351 | 22500.00 | 1257688.38 |
| 491 | 2005.12.13 21:20 | buy | 163 | 1.00 | 119.924 | 0.000 | 0.000 | ||
| 492 | 2005.12.13 21:20 | modify | 163 | 1.00 | 119.924 | 118.524 | 120.524 | ||
| 493 | 2005.12.14 01:35 | close | 163 | 1.00 | 120.055 | 118.524 | 120.524 | 13866.24 | 1271554.63 |
| 494 | 2005.12.19 03:45 | sell | 164 | 1.00 | 115.915 | 0.000 | 0.000 | ||
| 495 | 2005.12.19 03:45 | modify | 164 | 1.00 | 115.915 | 117.315 | 115.315 | ||
| 496 | 2005.12.19 10:45 | close | 164 | 1.00 | 116.289 | 117.315 | 115.315 | -37400.00 | 1234154.63 |
| 497 | 2005.12.19 12:00 | buy | 165 | 1.00 | 116.177 | 0.000 | 0.000 | ||
| 498 | 2005.12.19 12:00 | modify | 165 | 1.00 | 116.177 | 114.777 | 116.777 | ||
| 499 | 2005.12.19 22:45 | close | 165 | 1.00 | 116.057 | 114.777 | 116.777 | -12000.00 | 1222154.63 |
| 500 | 2005.12.19 23:40 | sell | 166 | 1.00 | 116.107 | 0.000 | 0.000 | ||
| 501 | 2005.12.19 23:40 | modify | 166 | 1.00 | 116.107 | 117.507 | 115.507 | ||
| 502 | 2005.12.20 02:05 | close | 166 | 1.00 | 116.008 | 117.507 | 115.507 | 8303.30 | 1230457.92 |
| 503 | 2005.12.21 03:05 | buy | 167 | 1.00 | 116.878 | 0.000 | 0.000 | ||
| 504 | 2005.12.21 03:05 | modify | 167 | 1.00 | 116.878 | 115.478 | 117.478 | ||
| 505 | 2005.12.21 06:15 | close | 167 | 1.00 | 117.070 | 115.478 | 117.478 | 19200.00 | 1249657.92 |
| 506 | 2006.01.04 04:20 | buy | 168 | 1.00 | 115.760 | 0.000 | 0.000 | ||
| 507 | 2006.01.04 04:20 | modify | 168 | 1.00 | 115.760 | 114.360 | 116.360 | ||
| 508 | 2006.01.04 05:15 | close | 168 | 1.00 | 115.603 | 114.360 | 116.360 | -15700.00 | 1233957.92 |
| 509 | 2006.01.04 05:15 | buy | 169 | 1.00 | 115.625 | 0.000 | 0.000 | ||
| 510 | 2006.01.04 05:15 | modify | 169 | 1.00 | 115.625 | 114.225 | 116.225 | ||
| 511 | 2006.01.04 07:00 | close | 169 | 1.00 | 115.752 | 114.225 | 116.225 | 12700.00 | 1246657.92 |
| 512 | 2006.01.04 09:15 | sell | 170 | 1.00 | 115.954 | 0.000 | 0.000 | ||
| 513 | 2006.01.04 09:15 | modify | 170 | 1.00 | 115.954 | 117.354 | 115.354 | ||
| 514 | 2006.01.04 14:30 | close | 170 | 1.00 | 116.077 | 117.354 | 115.354 | -12300.00 | 1234357.92 |
| 515 | 2006.01.04 19:30 | buy | 171 | 1.00 | 115.906 | 0.000 | 0.000 | ||
| 516 | 2006.01.04 19:30 | modify | 171 | 1.00 | 115.906 | 114.506 | 116.506 | ||
| 517 | 2006.01.04 23:40 | close | 171 | 1.00 | 116.077 | 114.506 | 116.506 | 17100.00 | 1251457.92 |
| 518 | 2006.01.05 01:20 | sell | 172 | 1.00 | 116.247 | 0.000 | 0.000 | ||
| 519 | 2006.01.05 01:20 | modify | 172 | 1.00 | 116.247 | 117.647 | 115.647 | ||
| 520 | 2006.01.05 06:50 | close | 172 | 1.00 | 116.125 | 117.647 | 115.647 | 12200.00 | 1263657.92 |
| 521 | 2006.01.16 06:00 | sell | 173 | 1.00 | 114.260 | 0.000 | 0.000 | ||
| 522 | 2006.01.16 06:00 | modify | 173 | 1.00 | 114.260 | 115.660 | 113.660 | ||
| 523 | 2006.01.16 15:15 | close | 173 | 1.00 | 114.963 | 115.660 | 113.660 | -70300.00 | 1193357.92 |
| 524 | 2006.01.17 22:25 | buy | 174 | 1.00 | 115.492 | 0.000 | 0.000 | ||
| 525 | 2006.01.17 22:25 | modify | 174 | 1.00 | 115.492 | 114.092 | 116.092 | ||
| 526 | 2006.01.18 01:50 | close | 174 | 1.00 | 115.535 | 114.092 | 116.092 | 5037.72 | 1198395.64 |
| 527 | 2006.01.18 03:25 | sell | 175 | 1.00 | 115.737 | 0.000 | 0.000 | ||
| 528 | 2006.01.18 03:25 | modify | 175 | 1.00 | 115.737 | 117.137 | 115.137 | ||
| 529 | 2006.01.18 04:15 | close | 175 | 1.00 | 115.572 | 117.137 | 115.137 | 16500.00 | 1214895.64 |
| 530 | 2006.01.23 21:15 | buy | 176 | 1.00 | 114.460 | 0.000 | 0.000 | ||
| 531 | 2006.01.23 21:15 | modify | 176 | 1.00 | 114.460 | 113.060 | 115.060 | ||
| 532 | 2006.01.24 00:05 | close | 176 | 1.00 | 114.485 | 113.060 | 115.060 | 3231.00 | 1218126.64 |
| 533 | 2006.01.24 07:45 | buy | 177 | 1.00 | 114.589 | 0.000 | 0.000 | ||
| 534 | 2006.01.24 07:45 | modify | 177 | 1.00 | 114.589 | 113.189 | 115.189 | ||
| 535 | 2006.01.24 10:55 | close | 177 | 1.00 | 114.682 | 113.189 | 115.189 | 9300.00 | 1227426.64 |
| 536 | 2006.01.26 02:50 | buy | 178 | 1.00 | 115.573 | 0.000 | 0.000 | ||
| 537 | 2006.01.26 02:50 | modify | 178 | 1.00 | 115.573 | 114.173 | 116.173 | ||
| 538 | 2006.01.26 08:20 | close | 178 | 1.00 | 115.664 | 114.173 | 116.173 | 9100.00 | 1236526.64 |
| 539 | 2006.01.27 02:30 | buy | 179 | 1.00 | 116.147 | 0.000 | 0.000 | ||
| 540 | 2006.01.27 02:30 | modify | 179 | 1.00 | 116.147 | 114.747 | 116.747 | ||
| 541 | 2006.01.27 07:25 | close | 179 | 1.00 | 116.309 | 114.747 | 116.747 | 16200.00 | 1252726.64 |
| 542 | 2006.01.31 21:25 | sell | 180 | 1.00 | 117.253 | 0.000 | 0.000 | ||
| 543 | 2006.01.31 21:25 | modify | 180 | 1.00 | 117.253 | 118.653 | 116.653 | ||
| 544 | 2006.02.01 03:45 | close | 180 | 1.00 | 117.155 | 118.653 | 116.653 | 8188.77 | 1260915.42 |
| 545 | 2006.02.01 10:05 | sell | 181 | 1.00 | 117.348 | 0.000 | 0.000 | ||
| 546 | 2006.02.01 10:05 | modify | 181 | 1.00 | 117.348 | 118.748 | 116.748 | ||
| 547 | 2006.02.01 13:25 | close | 181 | 1.00 | 117.485 | 118.748 | 116.748 | -13700.00 | 1247215.42 |
| 548 | 2006.02.02 02:30 | buy | 182 | 1.00 | 117.883 | 0.000 | 0.000 | ||
| 549 | 2006.02.02 02:30 | modify | 182 | 1.00 | 117.883 | 116.483 | 118.483 | ||
| 550 | 2006.02.02 03:05 | close | 182 | 1.00 | 118.063 | 116.483 | 118.483 | 18000.00 | 1265215.42 |
| 551 | 2006.02.06 02:40 | buy | 183 | 1.00 | 118.620 | 0.000 | 0.000 | ||
| 552 | 2006.02.06 02:40 | modify | 183 | 1.00 | 118.620 | 117.220 | 119.220 | ||
| 553 | 2006.02.06 08:25 | close | 183 | 1.00 | 118.701 | 117.220 | 119.220 | 8100.00 | 1273315.42 |
| 554 | 2006.02.08 22:35 | buy | 184 | 1.00 | 118.516 | 0.000 | 0.000 | ||
| 555 | 2006.02.08 22:35 | modify | 184 | 1.00 | 118.516 | 117.116 | 119.116 | ||
| 556 | 2006.02.09 00:55 | close | 184 | 1.00 | 118.536 | 117.116 | 119.116 | 4271.61 | 1277587.03 |
| 557 | 2006.02.10 20:50 | sell | 185 | 1.00 | 117.799 | 0.000 | 0.000 | ||
| 558 | 2006.02.10 20:50 | modify | 185 | 1.00 | 117.799 | 119.199 | 117.199 | ||
| 559 | 2006.02.10 22:00 | close | 185 | 1.00 | 117.951 | 119.199 | 117.199 | -15200.00 | 1262387.03 |
| 560 | 2006.02.13 05:40 | sell | 186 | 1.00 | 117.934 | 0.000 | 0.000 | ||
| 561 | 2006.02.13 05:40 | modify | 186 | 1.00 | 117.934 | 119.334 | 117.334 | ||
| 562 | 2006.02.13 09:30 | close | 186 | 1.00 | 117.776 | 119.334 | 117.334 | 15800.00 | 1278187.03 |
| 563 | 2006.02.16 06:50 | buy | 187 | 1.00 | 117.758 | 0.000 | 0.000 | ||
| 564 | 2006.02.16 06:50 | modify | 187 | 1.00 | 117.758 | 116.358 | 118.358 | ||
| 565 | 2006.02.16 10:25 | close | 187 | 1.00 | 117.817 | 116.358 | 118.358 | 5900.00 | 1284087.03 |
| 566 | 2006.02.17 20:15 | buy | 188 | 1.00 | 118.129 | 0.000 | 0.000 | ||
| 567 | 2006.02.17 20:15 | modify | 188 | 1.00 | 118.129 | 116.729 | 118.729 | ||
| 568 | 2006.02.17 22:00 | close | 188 | 1.00 | 118.182 | 116.729 | 118.729 | 5300.00 | 1289387.03 |
| 569 | 2006.02.20 07:10 | sell | 189 | 1.00 | 118.217 | 0.000 | 0.000 | ||
| 570 | 2006.02.20 07:10 | modify | 189 | 1.00 | 118.217 | 119.617 | 117.617 | ||
| 571 | 2006.02.20 09:40 | close | 189 | 1.00 | 118.065 | 119.617 | 117.617 | 15200.00 | 1304587.03 |
| 572 | 2006.02.21 21:05 | buy | 190 | 1.00 | 118.678 | 0.000 | 0.000 | ||
| 573 | 2006.02.21 21:05 | modify | 190 | 1.00 | 118.678 | 117.278 | 119.278 | ||
| 574 | 2006.02.21 22:45 | close | 190 | 1.00 | 118.787 | 117.278 | 119.278 | 10900.00 | 1315487.03 |
| 575 | 2006.02.24 10:15 | sell | 191 | 1.00 | 116.822 | 0.000 | 0.000 | ||
| 576 | 2006.02.24 10:15 | modify | 191 | 1.00 | 116.822 | 118.222 | 116.222 | ||
| 577 | 2006.02.24 11:45 | close | 191 | 1.00 | 116.617 | 118.222 | 116.222 | 20500.00 | 1335987.03 |
| 578 | 2006.02.28 08:05 | buy | 192 | 1.00 | 116.171 | 0.000 | 0.000 | ||
| 579 | 2006.02.28 08:05 | modify | 192 | 1.00 | 116.171 | 114.771 | 116.771 | ||
| 580 | 2006.02.28 09:50 | close | 192 | 1.00 | 116.322 | 114.771 | 116.771 | 15100.00 | 1351087.03 |
| 581 | 2006.03.01 05:40 | buy | 193 | 1.00 | 115.647 | 0.000 | 0.000 | ||
| 582 | 2006.03.01 05:40 | modify | 193 | 1.00 | 115.647 | 114.247 | 116.247 | ||
| 583 | 2006.03.01 07:00 | close | 193 | 1.00 | 115.657 | 114.247 | 116.247 | 1000.00 | 1352087.03 |
| 584 | 2006.03.10 07:55 | buy | 194 | 1.00 | 118.356 | 0.000 | 0.000 | ||
| 585 | 2006.03.10 07:55 | modify | 194 | 1.00 | 118.356 | 116.956 | 118.956 | ||
| 586 | 2006.03.10 08:20 | close | 194 | 1.00 | 118.463 | 116.956 | 118.956 | 10700.00 | 1362787.03 |
| 587 | 2006.03.13 00:05 | buy | 195 | 1.00 | 118.433 | 0.000 | 0.000 | ||
| 588 | 2006.03.13 00:05 | modify | 195 | 1.00 | 118.433 | 117.033 | 119.033 | ||
| 589 | 2006.03.13 00:10 | close | 195 | 1.00 | 118.835 | 117.033 | 119.033 | 40200.00 | 1402987.03 |
| 590 | 2006.03.14 23:40 | sell | 196 | 1.00 | 117.563 | 0.000 | 0.000 | ||
| 591 | 2006.03.14 23:40 | modify | 196 | 1.00 | 117.563 | 118.963 | 116.963 | ||
| 592 | 2006.03.15 03:05 | close | 196 | 1.00 | 117.554 | 118.963 | 116.963 | -716.81 | 1402270.23 |
| 593 | 2006.03.17 02:45 | buy | 197 | 1.00 | 116.719 | 0.000 | 0.000 | ||
| 594 | 2006.03.17 02:45 | modify | 197 | 1.00 | 116.719 | 115.319 | 117.319 | ||
| 595 | 2006.03.17 02:55 | close | 197 | 1.00 | 116.643 | 115.319 | 117.319 | -7600.00 | 1394670.23 |
| 596 | 2006.03.17 02:55 | buy | 198 | 1.00 | 116.653 | 0.000 | 0.000 | ||
| 597 | 2006.03.17 02:55 | modify | 198 | 1.00 | 116.653 | 115.253 | 117.253 | ||
| 598 | 2006.03.17 03:00 | close | 198 | 1.00 | 116.595 | 115.253 | 117.253 | -5800.00 | 1388870.23 |
| 599 | 2006.03.20 00:05 | sell | 199 | 1.00 | 116.036 | 0.000 | 0.000 | ||
| 600 | 2006.03.20 00:05 | modify | 199 | 1.00 | 116.036 | 117.436 | 115.436 | ||