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 |
| 5851 | 2023.04.18 06:10 | modify | 1925 | 1.00 | 134.645 | 134.487 | 134.045 | ||
| 5852 | 2023.04.18 06:15 | close | 1925 | 1.00 | 134.420 | 134.487 | 134.045 | 22500.00 | 8223673.85 |
| 5853 | 2023.04.20 00:55 | buy | 1926 | 1.00 | 134.607 | 0.000 | 0.000 | ||
| 5854 | 2023.04.20 00:55 | modify | 1926 | 1.00 | 134.607 | 133.207 | 135.207 | ||
| 5855 | 2023.04.20 02:05 | close | 1926 | 1.00 | 134.741 | 133.207 | 135.207 | 13400.00 | 8237073.85 |
| 5856 | 2023.04.21 02:45 | buy | 1927 | 1.00 | 134.044 | 0.000 | 0.000 | ||
| 5857 | 2023.04.21 02:45 | modify | 1927 | 1.00 | 134.044 | 132.644 | 134.644 | ||
| 5858 | 2023.04.21 04:50 | close | 1927 | 1.00 | 133.875 | 132.644 | 134.644 | -16900.00 | 8220173.85 |
| 5859 | 2023.04.21 10:35 | sell | 1928 | 1.00 | 134.064 | 0.000 | 0.000 | ||
| 5860 | 2023.04.21 10:35 | modify | 1928 | 1.00 | 134.064 | 135.464 | 133.464 | ||
| 5861 | 2023.04.21 11:40 | close | 1928 | 1.00 | 133.859 | 135.464 | 133.464 | 20500.00 | 8240673.85 |
| 5862 | 2023.05.04 10:35 | sell | 1929 | 1.00 | 134.775 | 0.000 | 0.000 | ||
| 5863 | 2023.05.04 10:35 | modify | 1929 | 1.00 | 134.775 | 136.175 | 134.175 | ||
| 5864 | 2023.05.04 12:55 | modify | 1929 | 1.00 | 134.775 | 134.619 | 134.175 | ||
| 5865 | 2023.05.04 12:57 | s/l | 1929 | 1.00 | 134.624 | 134.619 | 134.175 | 15100.00 | 8255773.85 |
| 5866 | 2023.05.11 02:05 | buy | 1930 | 1.00 | 134.111 | 0.000 | 0.000 | ||
| 5867 | 2023.05.11 02:05 | modify | 1930 | 1.00 | 134.111 | 132.711 | 134.711 | ||
| 5868 | 2023.05.11 02:20 | close | 1930 | 1.00 | 134.057 | 132.711 | 134.711 | -5400.00 | 8250373.85 |
| 5869 | 2023.05.11 03:20 | buy | 1931 | 1.00 | 133.958 | 0.000 | 0.000 | ||
| 5870 | 2023.05.11 03:20 | modify | 1931 | 1.00 | 133.958 | 132.558 | 134.558 | ||
| 5871 | 2023.05.11 03:25 | close | 1931 | 1.00 | 133.914 | 132.558 | 134.558 | -4400.00 | 8245973.85 |
| 5872 | 2023.05.18 04:10 | buy | 1932 | 1.00 | 137.358 | 0.000 | 0.000 | ||
| 5873 | 2023.05.18 04:10 | modify | 1932 | 1.00 | 137.358 | 135.958 | 137.958 | ||
| 5874 | 2023.05.18 06:10 | close | 1932 | 1.00 | 137.525 | 135.958 | 137.958 | 16700.00 | 8262673.85 |
| 5875 | 2023.05.23 03:55 | buy | 1933 | 1.00 | 138.450 | 0.000 | 0.000 | ||
| 5876 | 2023.05.23 03:55 | modify | 1933 | 1.00 | 138.450 | 137.050 | 139.050 | ||
| 5877 | 2023.05.23 04:05 | close | 1933 | 1.00 | 138.587 | 137.050 | 139.050 | 13700.00 | 8276373.85 |
| 5878 | 2023.05.26 02:15 | buy | 1934 | 1.00 | 139.879 | 0.000 | 0.000 | ||
| 5879 | 2023.05.26 02:15 | modify | 1934 | 1.00 | 139.879 | 138.479 | 140.479 | ||
| 5880 | 2023.05.26 02:50 | close | 1934 | 1.00 | 140.060 | 138.479 | 140.479 | 18100.00 | 8294473.85 |
| 5881 | 2023.05.29 04:35 | buy | 1935 | 1.00 | 140.559 | 0.000 | 0.000 | ||
| 5882 | 2023.05.29 04:35 | modify | 1935 | 1.00 | 140.559 | 139.159 | 141.159 | ||
| 5883 | 2023.05.29 10:30 | close | 1935 | 1.00 | 140.459 | 139.159 | 141.159 | -10000.00 | 8284473.85 |
| 5884 | 2023.06.01 08:40 | sell | 1936 | 1.00 | 139.642 | 0.000 | 0.000 | ||
| 5885 | 2023.06.01 08:40 | modify | 1936 | 1.00 | 139.642 | 141.042 | 139.042 | ||
| 5886 | 2023.06.01 13:05 | close | 1936 | 1.00 | 139.739 | 141.042 | 139.042 | -9700.00 | 8274773.85 |
| 5887 | 2023.06.05 02:15 | sell | 1937 | 1.00 | 140.131 | 0.000 | 0.000 | ||
| 5888 | 2023.06.05 02:15 | modify | 1937 | 1.00 | 140.131 | 141.531 | 139.531 | ||
| 5889 | 2023.06.05 02:20 | close | 1937 | 1.00 | 140.175 | 141.531 | 139.531 | -4400.00 | 8270373.85 |
| 5890 | 2023.06.08 02:55 | buy | 1938 | 1.00 | 139.894 | 0.000 | 0.000 | ||
| 5891 | 2023.06.08 02:55 | modify | 1938 | 1.00 | 139.894 | 138.494 | 140.494 | ||
| 5892 | 2023.06.08 04:30 | close | 1938 | 1.00 | 140.084 | 138.494 | 140.494 | 19000.00 | 8289373.85 |
| 5893 | 2023.06.14 03:45 | buy | 1939 | 1.00 | 140.045 | 0.000 | 0.000 | ||
| 5894 | 2023.06.14 03:45 | modify | 1939 | 1.00 | 140.045 | 138.645 | 140.645 | ||
| 5895 | 2023.06.14 08:00 | close | 1939 | 1.00 | 140.101 | 138.645 | 140.645 | 5600.00 | 8294973.85 |
| 5896 | 2023.06.14 21:05 | sell | 1940 | 1.00 | 139.897 | 0.000 | 0.000 | ||
| 5897 | 2023.06.14 21:05 | modify | 1940 | 1.00 | 139.897 | 141.297 | 139.297 | ||
| 5898 | 2023.06.14 21:50 | modify | 1940 | 1.00 | 139.897 | 139.712 | 139.297 | ||
| 5899 | 2023.06.14 21:55 | close | 1940 | 1.00 | 139.601 | 139.712 | 139.297 | 29600.00 | 8324573.85 |
| 5900 | 2023.06.19 06:40 | buy | 1941 | 1.00 | 141.677 | 0.000 | 0.000 | ||
| 5901 | 2023.06.19 06:40 | modify | 1941 | 1.00 | 141.677 | 140.277 | 142.277 | ||
| 5902 | 2023.06.19 10:20 | close | 1941 | 1.00 | 141.736 | 140.277 | 142.277 | 5900.00 | 8330473.85 |
| 5903 | 2023.06.21 13:50 | buy | 1942 | 1.00 | 141.757 | 0.000 | 0.000 | ||
| 5904 | 2023.06.21 13:50 | modify | 1942 | 1.00 | 141.757 | 140.357 | 142.357 | ||
| 5905 | 2023.06.21 15:25 | close | 1942 | 1.00 | 141.964 | 140.357 | 142.357 | 20700.00 | 8351173.85 |
| 5906 | 2023.06.21 20:20 | buy | 1943 | 1.00 | 141.835 | 0.000 | 0.000 | ||
| 5907 | 2023.06.21 20:20 | modify | 1943 | 1.00 | 141.835 | 140.435 | 142.435 | ||
| 5908 | 2023.06.21 23:50 | close | 1943 | 1.00 | 141.887 | 140.435 | 142.435 | 5200.00 | 8356373.85 |
| 5909 | 2023.06.26 02:00 | buy | 1944 | 1.00 | 143.477 | 0.000 | 0.000 | ||
| 5910 | 2023.06.26 02:00 | modify | 1944 | 1.00 | 143.477 | 142.077 | 144.077 | ||
| 5911 | 2023.06.26 04:40 | close | 1944 | 1.00 | 143.658 | 142.077 | 144.077 | 18100.00 | 8374473.85 |
| 5912 | 2023.06.28 03:15 | buy | 1945 | 1.00 | 143.769 | 0.000 | 0.000 | ||
| 5913 | 2023.06.28 03:15 | modify | 1945 | 1.00 | 143.769 | 142.369 | 144.369 | ||
| 5914 | 2023.06.28 05:25 | close | 1945 | 1.00 | 143.995 | 142.369 | 144.369 | 22600.00 | 8397073.85 |
| 5915 | 2023.07.10 03:10 | sell | 1946 | 1.00 | 142.400 | 0.000 | 0.000 | ||
| 5916 | 2023.07.10 03:10 | modify | 1946 | 1.00 | 142.400 | 143.800 | 141.800 | ||
| 5917 | 2023.07.10 08:55 | close | 1946 | 1.00 | 142.731 | 143.800 | 141.800 | -33100.00 | 8363973.85 |
| 5918 | 2023.07.10 09:50 | buy | 1947 | 1.00 | 142.460 | 0.000 | 0.000 | ||
| 5919 | 2023.07.10 09:50 | modify | 1947 | 1.00 | 142.460 | 141.060 | 143.060 | ||
| 5920 | 2023.07.10 13:15 | close | 1947 | 1.00 | 142.569 | 141.060 | 143.060 | 10900.00 | 8374873.85 |
| 5921 | 2023.07.17 03:25 | buy | 1948 | 1.00 | 138.555 | 0.000 | 0.000 | ||
| 5922 | 2023.07.17 03:25 | modify | 1948 | 1.00 | 138.555 | 137.155 | 139.155 | ||
| 5923 | 2023.07.17 10:20 | close | 1948 | 1.00 | 138.640 | 137.155 | 139.155 | 8500.00 | 8383373.85 |
| 5924 | 2023.07.18 03:05 | sell | 1949 | 1.00 | 138.826 | 0.000 | 0.000 | ||
| 5925 | 2023.07.18 03:05 | modify | 1949 | 1.00 | 138.826 | 140.226 | 138.226 | ||
| 5926 | 2023.07.18 03:40 | close | 1949 | 1.00 | 138.690 | 140.226 | 138.226 | 13600.00 | 8396973.85 |
| 5927 | 2023.07.19 05:10 | sell | 1950 | 1.00 | 139.270 | 0.000 | 0.000 | ||
| 5928 | 2023.07.19 05:10 | modify | 1950 | 1.00 | 139.270 | 140.670 | 138.670 | ||
| 5929 | 2023.07.19 07:50 | close | 1950 | 1.00 | 139.415 | 140.670 | 138.670 | -14500.00 | 8382473.85 |
| 5930 | 2023.07.21 02:00 | buy | 1951 | 1.00 | 139.949 | 0.000 | 0.000 | ||
| 5931 | 2023.07.21 02:00 | modify | 1951 | 1.00 | 139.949 | 138.549 | 140.549 | ||
| 5932 | 2023.07.21 04:15 | close | 1951 | 1.00 | 140.051 | 138.549 | 140.549 | 10200.00 | 8392673.85 |
| 5933 | 2023.07.21 08:45 | sell | 1952 | 1.00 | 140.267 | 0.000 | 0.000 | ||
| 5934 | 2023.07.21 08:45 | modify | 1952 | 1.00 | 140.267 | 141.667 | 139.667 | ||
| 5935 | 2023.07.21 10:35 | close | 1952 | 1.00 | 140.896 | 141.667 | 139.667 | -62900.00 | 8329773.85 |
| 5936 | 2023.07.26 04:50 | sell | 1953 | 1.00 | 141.164 | 0.000 | 0.000 | ||
| 5937 | 2023.07.26 04:50 | modify | 1953 | 1.00 | 141.164 | 142.564 | 140.564 | ||
| 5938 | 2023.07.26 07:00 | close | 1953 | 1.00 | 140.986 | 142.564 | 140.564 | 17800.00 | 8347573.85 |
| 5939 | 2023.07.26 19:35 | sell | 1954 | 1.00 | 140.568 | 0.000 | 0.000 | ||
| 5940 | 2023.07.26 19:35 | modify | 1954 | 1.00 | 140.568 | 141.968 | 139.968 | ||
| 5941 | 2023.07.26 21:15 | close | 1954 | 1.00 | 140.460 | 141.968 | 139.968 | 10800.00 | 8358373.85 |
| 5942 | 2023.07.26 21:45 | buy | 1955 | 1.00 | 140.155 | 0.000 | 0.000 | ||
| 5943 | 2023.07.26 21:45 | modify | 1955 | 1.00 | 140.155 | 138.755 | 140.755 | ||
| 5944 | 2023.07.26 22:00 | close | 1955 | 1.00 | 139.990 | 138.755 | 140.755 | -16500.00 | 8341873.85 |
| 5945 | 2023.07.27 08:20 | sell | 1956 | 1.00 | 140.080 | 0.000 | 0.000 | ||
| 5946 | 2023.07.27 08:20 | modify | 1956 | 1.00 | 140.080 | 141.480 | 139.480 | ||
| 5947 | 2023.07.27 10:05 | close | 1956 | 1.00 | 139.929 | 141.480 | 139.480 | 15100.00 | 8356973.85 |
| 5948 | 2023.07.27 20:05 | buy | 1957 | 1.00 | 140.269 | 0.000 | 0.000 | ||
| 5949 | 2023.07.27 20:05 | modify | 1957 | 1.00 | 140.269 | 138.869 | 140.869 | ||
| 5950 | 2023.07.27 20:10 | close | 1957 | 1.00 | 140.110 | 138.869 | 140.869 | -15900.00 | 8341073.85 |
| 5951 | 2023.07.28 06:35 | sell | 1958 | 1.00 | 140.205 | 0.000 | 0.000 | ||
| 5952 | 2023.07.28 06:35 | modify | 1958 | 1.00 | 140.205 | 141.605 | 139.605 | ||
| 5953 | 2023.07.28 06:43 | t/p | 1958 | 1.00 | 139.597 | 141.605 | 139.605 | 60800.00 | 8401873.85 |
| 5954 | 2023.07.31 04:30 | sell | 1959 | 1.00 | 141.305 | 0.000 | 0.000 | ||
| 5955 | 2023.07.31 04:30 | modify | 1959 | 1.00 | 141.305 | 142.705 | 140.705 | ||
| 5956 | 2023.07.31 04:35 | close | 1959 | 1.00 | 141.469 | 142.705 | 140.705 | -16400.00 | 8385473.85 |
| 5957 | 2023.08.01 09:40 | buy | 1960 | 1.00 | 142.561 | 0.000 | 0.000 | ||
| 5958 | 2023.08.01 09:40 | modify | 1960 | 1.00 | 142.561 | 141.161 | 143.161 | ||
| 5959 | 2023.08.01 10:10 | close | 1960 | 1.00 | 142.739 | 141.161 | 143.161 | 17800.00 | 8403273.85 |
| 5960 | 2023.08.04 03:15 | sell | 1961 | 1.00 | 142.691 | 0.000 | 0.000 | ||
| 5961 | 2023.08.04 03:15 | modify | 1961 | 1.00 | 142.691 | 144.091 | 142.091 | ||
| 5962 | 2023.08.04 04:15 | close | 1961 | 1.00 | 142.564 | 144.091 | 142.091 | 12700.00 | 8415973.85 |
| 5963 | 2023.08.08 09:55 | buy | 1962 | 1.00 | 142.925 | 0.000 | 0.000 | ||
| 5964 | 2023.08.08 09:55 | modify | 1962 | 1.00 | 142.925 | 141.525 | 143.525 | ||
| 5965 | 2023.08.08 11:05 | modify | 1962 | 1.00 | 142.925 | 143.102 | 143.525 | ||
| 5966 | 2023.08.08 11:08 | s/l | 1962 | 1.00 | 143.097 | 143.102 | 143.525 | 17200.00 | 8433173.85 |
| 5967 | 2023.08.17 20:45 | sell | 1963 | 1.00 | 146.277 | 0.000 | 0.000 | ||
| 5968 | 2023.08.17 20:45 | modify | 1963 | 1.00 | 146.277 | 147.677 | 145.677 | ||
| 5969 | 2023.08.17 22:00 | close | 1963 | 1.00 | 146.150 | 147.677 | 145.677 | 12700.00 | 8445873.85 |
| 5970 | 2023.08.18 11:40 | sell | 1964 | 1.00 | 145.575 | 0.000 | 0.000 | ||
| 5971 | 2023.08.18 11:40 | modify | 1964 | 1.00 | 145.575 | 146.975 | 144.975 | ||
| 5972 | 2023.08.18 14:40 | close | 1964 | 1.00 | 145.338 | 146.975 | 144.975 | 23700.00 | 8469573.85 |
| 5973 | 2023.08.22 03:05 | sell | 1965 | 1.00 | 146.319 | 0.000 | 0.000 | ||
| 5974 | 2023.08.22 03:05 | modify | 1965 | 1.00 | 146.319 | 147.719 | 145.719 | ||
| 5975 | 2023.08.22 04:05 | close | 1965 | 1.00 | 146.127 | 147.719 | 145.719 | 19200.00 | 8488773.85 |
| 5976 | 2023.08.24 02:30 | buy | 1966 | 1.00 | 144.673 | 0.000 | 0.000 | ||
| 5977 | 2023.08.24 02:30 | modify | 1966 | 1.00 | 144.673 | 143.273 | 145.273 | ||
| 5978 | 2023.08.24 04:05 | close | 1966 | 1.00 | 144.871 | 143.273 | 145.273 | 19800.00 | 8508573.85 |
| 5979 | 2023.08.24 04:25 | sell | 1967 | 1.00 | 144.980 | 0.000 | 0.000 | ||
| 5980 | 2023.08.24 04:25 | modify | 1967 | 1.00 | 144.980 | 146.380 | 144.380 | ||
| 5981 | 2023.08.24 09:50 | close | 1967 | 1.00 | 144.994 | 146.380 | 144.380 | -1400.00 | 8507173.85 |
| 5982 | 2023.09.01 03:25 | sell | 1968 | 1.00 | 145.639 | 0.000 | 0.000 | ||
| 5983 | 2023.09.01 03:25 | modify | 1968 | 1.00 | 145.639 | 147.039 | 145.039 | ||
| 5984 | 2023.09.01 04:05 | close | 1968 | 1.00 | 145.439 | 147.039 | 145.039 | 20000.00 | 8527173.85 |
| 5985 | 2023.09.11 11:40 | sell | 1969 | 1.00 | 146.440 | 0.000 | 0.000 | ||
| 5986 | 2023.09.11 11:40 | modify | 1969 | 1.00 | 146.440 | 147.840 | 145.840 | ||
| 5987 | 2023.09.11 15:10 | close | 1969 | 1.00 | 146.553 | 147.840 | 145.840 | -11300.00 | 8515873.85 |
| 5988 | 2023.09.12 23:35 | buy | 1970 | 1.00 | 147.001 | 0.000 | 0.000 | ||
| 5989 | 2023.09.12 23:35 | modify | 1970 | 1.00 | 147.001 | 145.601 | 147.601 | ||
| 5990 | 2023.09.13 02:25 | close | 1970 | 1.00 | 147.122 | 145.601 | 147.601 | 13039.67 | 8528913.53 |
| 5991 | 2023.09.22 04:55 | sell | 1971 | 1.00 | 147.768 | 0.000 | 0.000 | ||
| 5992 | 2023.09.22 04:55 | modify | 1971 | 1.00 | 147.768 | 149.168 | 147.168 | ||
| 5993 | 2023.09.22 12:35 | close | 1971 | 1.00 | 148.160 | 149.168 | 147.168 | -39200.00 | 8489713.53 |
| 5994 | 2023.10.04 10:20 | buy | 1972 | 1.00 | 149.002 | 0.000 | 0.000 | ||
| 5995 | 2023.10.04 10:20 | modify | 1972 | 1.00 | 149.002 | 147.602 | 149.602 | ||
| 5996 | 2023.10.04 12:50 | close | 1972 | 1.00 | 149.134 | 147.602 | 149.602 | 13200.00 | 8502913.53 |
| 5997 | 2023.10.04 21:40 | sell | 1973 | 1.00 | 149.127 | 0.000 | 0.000 | ||
| 5998 | 2023.10.04 21:40 | modify | 1973 | 1.00 | 149.127 | 150.527 | 148.527 | ||
| 5999 | 2023.10.05 00:05 | close | 1973 | 1.00 | 149.060 | 150.527 | 148.527 | 548.68 | 8503462.20 |
| 6000 | 2023.10.05 10:10 | sell | 1974 | 1.00 | 148.844 | 0.000 | 0.000 | ||