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 |
| 6001 | 2023.10.05 10:10 | modify | 1974 | 1.00 | 148.844 | 150.244 | 148.244 | ||
| 6002 | 2023.10.05 13:30 | close | 1974 | 1.00 | 148.817 | 150.244 | 148.244 | 2700.00 | 8506162.20 |
| 6003 | 2023.10.06 03:30 | sell | 1975 | 1.00 | 148.622 | 0.000 | 0.000 | ||
| 6004 | 2023.10.06 03:30 | modify | 1975 | 1.00 | 148.622 | 150.022 | 148.022 | ||
| 6005 | 2023.10.06 15:35 | close | 1975 | 1.00 | 149.387 | 150.022 | 148.022 | -76500.00 | 8429662.20 |
| 6006 | 2023.10.31 03:10 | sell | 1976 | 1.00 | 149.237 | 0.000 | 0.000 | ||
| 6007 | 2023.10.31 03:10 | modify | 1976 | 1.00 | 149.237 | 150.637 | 148.637 | ||
| 6008 | 2023.10.31 06:25 | close | 1976 | 1.00 | 149.352 | 150.637 | 148.637 | -11500.00 | 8418162.20 |
| 6009 | 2023.11.01 02:25 | buy | 1977 | 1.00 | 151.259 | 0.000 | 0.000 | ||
| 6010 | 2023.11.01 02:25 | modify | 1977 | 1.00 | 151.259 | 149.859 | 151.859 | ||
| 6011 | 2023.11.01 08:00 | close | 1977 | 1.00 | 151.323 | 149.859 | 151.859 | 6400.00 | 8424562.20 |
| 6012 | 2023.11.02 10:50 | sell | 1978 | 1.00 | 150.560 | 0.000 | 0.000 | ||
| 6013 | 2023.11.02 10:50 | modify | 1978 | 1.00 | 150.560 | 151.960 | 149.960 | ||
| 6014 | 2023.11.02 12:15 | close | 1978 | 1.00 | 150.314 | 151.960 | 149.960 | 24600.00 | 8449162.20 |
| 6015 | 2023.11.06 02:15 | sell | 1979 | 1.00 | 149.584 | 0.000 | 0.000 | ||
| 6016 | 2023.11.06 02:15 | modify | 1979 | 1.00 | 149.584 | 150.984 | 148.984 | ||
| 6017 | 2023.11.06 06:15 | close | 1979 | 1.00 | 149.537 | 150.984 | 148.984 | 4700.00 | 8453862.20 |
| 6018 | 2023.11.16 22:30 | sell | 1980 | 1.00 | 150.682 | 0.000 | 0.000 | ||
| 6019 | 2023.11.16 22:30 | modify | 1980 | 1.00 | 150.682 | 152.082 | 150.082 | ||
| 6020 | 2023.11.17 00:05 | close | 1980 | 1.00 | 150.729 | 152.082 | 150.082 | -6772.37 | 8447089.83 |
| 6021 | 2023.11.20 03:25 | buy | 1981 | 1.00 | 149.506 | 0.000 | 0.000 | ||
| 6022 | 2023.11.20 03:25 | modify | 1981 | 1.00 | 149.506 | 148.106 | 150.106 | ||
| 6023 | 2023.11.20 04:35 | close | 1981 | 1.00 | 149.014 | 148.106 | 150.106 | -49200.00 | 8397889.83 |
| 6024 | 2023.11.23 03:00 | buy | 1982 | 1.00 | 149.265 | 0.000 | 0.000 | ||
| 6025 | 2023.11.23 03:00 | modify | 1982 | 1.00 | 149.265 | 147.865 | 149.865 | ||
| 6026 | 2023.11.23 09:45 | close | 1982 | 1.00 | 149.171 | 147.865 | 149.865 | -9400.00 | 8388489.83 |
| 6027 | 2023.11.29 05:40 | sell | 1983 | 1.00 | 147.221 | 0.000 | 0.000 | ||
| 6028 | 2023.11.29 05:40 | modify | 1983 | 1.00 | 147.221 | 148.621 | 146.621 | ||
| 6029 | 2023.11.29 07:00 | close | 1983 | 1.00 | 147.099 | 148.621 | 146.621 | 12200.00 | 8400689.83 |
| 6030 | 2023.12.01 01:20 | buy | 1984 | 1.00 | 148.077 | 0.000 | 0.000 | ||
| 6031 | 2023.12.01 01:20 | modify | 1984 | 1.00 | 148.077 | 146.677 | 148.677 | ||
| 6032 | 2023.12.01 04:55 | close | 1984 | 1.00 | 147.945 | 146.677 | 148.677 | -13200.00 | 8387489.83 |
| 6033 | 2023.12.01 05:50 | sell | 1985 | 1.00 | 148.142 | 0.000 | 0.000 | ||
| 6034 | 2023.12.01 05:50 | modify | 1985 | 1.00 | 148.142 | 149.542 | 147.542 | ||
| 6035 | 2023.12.01 10:40 | close | 1985 | 1.00 | 147.981 | 149.542 | 147.542 | 16100.00 | 8403589.83 |
| 6036 | 2023.12.04 06:05 | sell | 1986 | 1.00 | 146.814 | 0.000 | 0.000 | ||
| 6037 | 2023.12.04 06:05 | modify | 1986 | 1.00 | 146.814 | 148.214 | 146.214 | ||
| 6038 | 2023.12.04 08:30 | close | 1986 | 1.00 | 146.649 | 148.214 | 146.214 | 16500.00 | 8420089.83 |
| 6039 | 2023.12.05 11:05 | sell | 1987 | 1.00 | 147.133 | 0.000 | 0.000 | ||
| 6040 | 2023.12.05 11:05 | modify | 1987 | 1.00 | 147.133 | 148.533 | 146.533 | ||
| 6041 | 2023.12.05 15:30 | close | 1987 | 1.00 | 146.934 | 148.533 | 146.533 | 19900.00 | 8439989.83 |
| 6042 | 2023.12.13 01:35 | buy | 1988 | 1.00 | 145.336 | 0.000 | 0.000 | ||
| 6043 | 2023.12.13 01:35 | modify | 1988 | 1.00 | 145.336 | 143.936 | 145.936 | ||
| 6044 | 2023.12.13 02:25 | close | 1988 | 1.00 | 145.501 | 143.936 | 145.936 | 16500.00 | 8456489.83 |
| 6045 | 2023.12.19 18:25 | buy | 1989 | 1.00 | 143.649 | 0.000 | 0.000 | ||
| 6046 | 2023.12.19 18:25 | modify | 1989 | 1.00 | 143.649 | 142.249 | 144.249 | ||
| 6047 | 2023.12.19 20:20 | modify | 1989 | 1.00 | 143.649 | 143.828 | 144.249 | ||
| 6048 | 2023.12.19 20:27 | s/l | 1989 | 1.00 | 143.826 | 143.828 | 144.249 | 17700.00 | 8474189.83 |
| 6049 | 2023.12.20 02:05 | sell | 1990 | 1.00 | 144.056 | 0.000 | 0.000 | ||
| 6050 | 2023.12.20 02:05 | modify | 1990 | 1.00 | 144.056 | 145.456 | 143.456 | ||
| 6051 | 2023.12.20 03:00 | close | 1990 | 1.00 | 143.850 | 145.456 | 143.456 | 20600.00 | 8494789.83 |
| 6052 | 2023.12.21 23:50 | buy | 1991 | 1.00 | 142.141 | 0.000 | 0.000 | ||
| 6053 | 2023.12.21 23:50 | modify | 1991 | 1.00 | 142.141 | 140.741 | 142.741 | ||
| 6054 | 2023.12.22 03:15 | close | 1991 | 1.00 | 142.301 | 140.741 | 142.741 | 16908.00 | 8511697.83 |
| 6055 | 2023.12.22 18:25 | sell | 1992 | 1.00 | 142.479 | 0.000 | 0.000 | ||
| 6056 | 2023.12.22 18:25 | modify | 1992 | 1.00 | 142.479 | 143.879 | 141.879 | ||
| 6057 | 2023.12.22 22:00 | close | 1992 | 1.00 | 142.500 | 143.879 | 141.879 | -2100.00 | 8509597.83 |
| 6058 | 2024.01.02 01:50 | sell | 1993 | 1.00 | 141.086 | 0.000 | 0.000 | ||
| 6059 | 2024.01.02 01:50 | modify | 1993 | 1.00 | 141.086 | 142.486 | 140.486 | ||
| 6060 | 2024.01.02 07:20 | close | 1993 | 1.00 | 141.439 | 142.486 | 140.486 | -35300.00 | 8474297.83 |
| 6061 | 2024.01.04 01:05 | buy | 1994 | 1.00 | 143.125 | 0.000 | 0.000 | ||
| 6062 | 2024.01.04 01:05 | modify | 1994 | 1.00 | 143.125 | 141.725 | 143.725 | ||
| 6063 | 2024.01.04 02:40 | close | 1994 | 1.00 | 143.184 | 141.725 | 143.725 | 5900.00 | 8480197.83 |
| 6064 | 2024.01.04 09:45 | buy | 1995 | 1.00 | 143.204 | 0.000 | 0.000 | ||
| 6065 | 2024.01.04 09:45 | modify | 1995 | 1.00 | 143.204 | 141.804 | 143.804 | ||
| 6066 | 2024.01.04 10:05 | modify | 1995 | 1.00 | 143.204 | 143.383 | 143.804 | ||
| 6067 | 2024.01.04 10:06 | s/l | 1995 | 1.00 | 143.379 | 143.383 | 143.804 | 17500.00 | 8497697.83 |
| 6068 | 2024.01.08 01:15 | sell | 1996 | 1.00 | 144.841 | 0.000 | 0.000 | ||
| 6069 | 2024.01.08 01:15 | modify | 1996 | 1.00 | 144.841 | 146.241 | 144.241 | ||
| 6070 | 2024.01.08 03:00 | close | 1996 | 1.00 | 144.599 | 146.241 | 144.241 | 24200.00 | 8521897.83 |
| 6071 | 2024.01.08 10:25 | sell | 1997 | 1.00 | 144.588 | 0.000 | 0.000 | ||
| 6072 | 2024.01.08 10:25 | modify | 1997 | 1.00 | 144.588 | 145.988 | 143.988 | ||
| 6073 | 2024.01.08 11:45 | modify | 1997 | 1.00 | 144.588 | 144.437 | 143.988 | ||
| 6074 | 2024.01.08 11:50 | close | 1997 | 1.00 | 144.289 | 144.437 | 143.988 | 29900.00 | 8551797.83 |
| 6075 | 2024.01.10 01:10 | buy | 1998 | 1.00 | 144.341 | 0.000 | 0.000 | ||
| 6076 | 2024.01.10 01:10 | modify | 1998 | 1.00 | 144.341 | 142.941 | 144.941 | ||
| 6077 | 2024.01.10 02:15 | close | 1998 | 1.00 | 144.518 | 142.941 | 144.941 | 17700.00 | 8569497.83 |
| 6078 | 2024.01.11 21:15 | buy | 1999 | 1.00 | 145.642 | 0.000 | 0.000 | ||
| 6079 | 2024.01.11 21:15 | modify | 1999 | 1.00 | 145.642 | 144.242 | 146.242 | ||
| 6080 | 2024.01.12 02:40 | close | 1999 | 1.00 | 145.340 | 144.242 | 146.242 | -29271.78 | 8540226.05 |
| 6081 | 2024.01.16 02:15 | buy | 2000 | 1.00 | 145.609 | 0.000 | 0.000 | ||
| 6082 | 2024.01.16 02:15 | modify | 2000 | 1.00 | 145.609 | 144.209 | 146.209 | ||
| 6083 | 2024.01.16 02:50 | close | 2000 | 1.00 | 145.790 | 144.209 | 146.209 | 18100.00 | 8558326.05 |
| 6084 | 2024.01.24 02:05 | buy | 2001 | 1.00 | 148.170 | 0.000 | 0.000 | ||
| 6085 | 2024.01.24 02:05 | modify | 2001 | 1.00 | 148.170 | 146.770 | 148.770 | ||
| 6086 | 2024.01.24 07:00 | close | 2001 | 1.00 | 147.879 | 146.770 | 148.770 | -29100.00 | 8529226.05 |
| 6087 | 2024.01.31 22:35 | sell | 2002 | 1.00 | 147.382 | 0.000 | 0.000 | ||
| 6088 | 2024.01.31 22:35 | modify | 2002 | 1.00 | 147.382 | 148.782 | 146.782 | ||
| 6089 | 2024.01.31 23:00 | modify | 2002 | 1.00 | 147.382 | 147.216 | 146.782 | ||
| 6090 | 2024.01.31 23:00 | s/l | 2002 | 1.00 | 147.215 | 147.216 | 146.782 | 16700.00 | 8545926.05 |
| 6091 | 2024.02.05 02:35 | sell | 2003 | 1.00 | 148.741 | 0.000 | 0.000 | ||
| 6092 | 2024.02.05 02:35 | modify | 2003 | 1.00 | 148.741 | 150.141 | 148.141 | ||
| 6093 | 2024.02.05 03:35 | modify | 2003 | 1.00 | 148.741 | 148.555 | 148.141 | ||
| 6094 | 2024.02.05 03:40 | modify | 2003 | 1.00 | 148.741 | 148.542 | 148.141 | ||
| 6095 | 2024.02.05 03:55 | close | 2003 | 1.00 | 148.432 | 148.542 | 148.141 | 30900.00 | 8576826.05 |
| 6096 | 2024.02.14 01:00 | buy | 2004 | 1.00 | 150.665 | 0.000 | 0.000 | ||
| 6097 | 2024.02.14 01:00 | modify | 2004 | 1.00 | 150.665 | 149.265 | 151.265 | ||
| 6098 | 2024.02.14 07:00 | close | 2004 | 1.00 | 150.445 | 149.265 | 151.265 | -22000.00 | 8554826.05 |
| 6099 | 2024.02.29 12:45 | sell | 2005 | 1.00 | 150.028 | 0.000 | 0.000 | ||
| 6100 | 2024.02.29 12:45 | modify | 2005 | 1.00 | 150.028 | 151.428 | 149.428 | ||
| 6101 | 2024.02.29 15:45 | close | 2005 | 1.00 | 149.841 | 151.428 | 149.428 | 18700.00 | 8573526.05 |
| 6102 | 2024.03.13 07:50 | sell | 2006 | 1.00 | 147.535 | 0.000 | 0.000 | ||
| 6103 | 2024.03.13 07:50 | modify | 2006 | 1.00 | 147.535 | 148.935 | 146.935 | ||
| 6104 | 2024.03.13 08:00 | close | 2006 | 1.00 | 147.576 | 148.935 | 146.935 | -4100.00 | 8569426.05 |
| 6105 | 2024.03.19 19:40 | sell | 2007 | 1.00 | 150.911 | 0.000 | 0.000 | ||
| 6106 | 2024.03.19 19:40 | modify | 2007 | 1.00 | 150.911 | 152.311 | 150.311 | ||
| 6107 | 2024.03.19 19:55 | close | 2007 | 1.00 | 150.932 | 152.311 | 150.311 | -2100.00 | 8567326.05 |
| 6108 | 2024.03.21 07:45 | sell | 2008 | 1.00 | 150.723 | 0.000 | 0.000 | ||
| 6109 | 2024.03.21 07:45 | modify | 2008 | 1.00 | 150.723 | 152.123 | 150.123 | ||
| 6110 | 2024.03.21 13:10 | close | 2008 | 1.00 | 151.007 | 152.123 | 150.123 | -28400.00 | 8538926.05 |
| 6111 | 2024.03.22 03:35 | buy | 2009 | 1.00 | 151.460 | 0.000 | 0.000 | ||
| 6112 | 2024.03.22 03:35 | modify | 2009 | 1.00 | 151.460 | 150.060 | 152.060 | ||
| 6113 | 2024.03.22 04:35 | close | 2009 | 1.00 | 151.708 | 150.060 | 152.060 | 24800.00 | 8563726.05 |
| 6114 | 2024.03.22 04:40 | sell | 2010 | 1.00 | 151.797 | 0.000 | 0.000 | ||
| 6115 | 2024.03.22 04:40 | modify | 2010 | 1.00 | 151.797 | 153.197 | 151.197 | ||
| 6116 | 2024.03.22 04:50 | close | 2010 | 1.00 | 151.850 | 153.197 | 151.197 | -5300.00 | 8558426.05 |
| 6117 | 2024.04.29 19:45 | buy | 2011 | 1.00 | 155.489 | 0.000 | 0.000 | ||
| 6118 | 2024.04.29 19:45 | modify | 2011 | 1.00 | 155.489 | 154.089 | 156.089 | ||
| 6119 | 2024.04.29 19:50 | close | 2011 | 1.00 | 155.804 | 154.089 | 156.089 | 31500.00 | 8589926.05 |
| 6120 | 2024.05.02 09:10 | buy | 2012 | 1.00 | 155.498 | 0.000 | 0.000 | ||
| 6121 | 2024.05.02 09:10 | modify | 2012 | 1.00 | 155.498 | 154.098 | 156.098 | ||
| 6122 | 2024.05.02 17:05 | close | 2012 | 1.00 | 154.238 | 154.098 | 156.098 | -126000.00 | 8463926.05 |
| 6123 | 2024.05.02 23:45 | sell | 2013 | 1.00 | 153.686 | 0.000 | 0.000 | ||
| 6124 | 2024.05.02 23:45 | modify | 2013 | 1.00 | 153.686 | 155.086 | 153.086 | ||
| 6125 | 2024.05.03 01:05 | close | 2013 | 1.00 | 153.462 | 155.086 | 153.086 | 20288.17 | 8484214.22 |
| 6126 | 2024.05.16 11:20 | sell | 2014 | 1.00 | 154.652 | 0.000 | 0.000 | ||
| 6127 | 2024.05.16 11:20 | modify | 2014 | 1.00 | 154.652 | 156.052 | 154.052 | ||
| 6128 | 2024.05.16 18:10 | close | 2014 | 1.00 | 155.169 | 156.052 | 154.052 | -51700.00 | 8432514.22 |
| 6129 | 2024.05.21 03:25 | sell | 2015 | 1.00 | 156.425 | 0.000 | 0.000 | ||
| 6130 | 2024.05.21 03:25 | modify | 2015 | 1.00 | 156.425 | 157.825 | 155.825 | ||
| 6131 | 2024.05.21 04:30 | close | 2015 | 1.00 | 156.479 | 157.825 | 155.825 | -5400.00 | 8427114.22 |
| 6132 | 2024.05.21 09:10 | buy | 2016 | 1.00 | 156.172 | 0.000 | 0.000 | ||
| 6133 | 2024.05.21 09:10 | modify | 2016 | 1.00 | 156.172 | 154.772 | 156.772 | ||
| 6134 | 2024.05.21 14:50 | close | 2016 | 1.00 | 156.307 | 154.772 | 156.772 | 13500.00 | 8440614.22 |
| 6135 | 2024.06.04 03:55 | sell | 2017 | 1.00 | 156.409 | 0.000 | 0.000 | ||
| 6136 | 2024.06.04 03:55 | modify | 2017 | 1.00 | 156.409 | 157.809 | 155.809 | ||
| 6137 | 2024.06.04 07:50 | close | 2017 | 1.00 | 156.322 | 157.809 | 155.809 | 8700.00 | 8449314.22 |
| 6138 | 2024.06.04 08:15 | buy | 2018 | 1.00 | 156.209 | 0.000 | 0.000 | ||
| 6139 | 2024.06.04 08:15 | modify | 2018 | 1.00 | 156.209 | 154.809 | 156.809 | ||
| 6140 | 2024.06.04 09:15 | close | 2018 | 1.00 | 155.922 | 154.809 | 156.809 | -28700.00 | 8420614.22 |
| 6141 | 2024.06.04 20:45 | buy | 2019 | 1.00 | 154.570 | 0.000 | 0.000 | ||
| 6142 | 2024.06.04 20:45 | modify | 2019 | 1.00 | 154.570 | 153.170 | 155.170 | ||
| 6143 | 2024.06.04 22:30 | modify | 2019 | 1.00 | 154.570 | 154.722 | 155.170 | ||
| 6144 | 2024.06.04 22:50 | modify | 2019 | 1.00 | 154.570 | 154.733 | 155.170 | ||
| 6145 | 2024.06.04 23:10 | close | 2019 | 1.00 | 154.800 | 154.733 | 155.170 | 23000.00 | 8443614.22 |
| 6146 | 2024.06.06 09:25 | sell | 2020 | 1.00 | 156.094 | 0.000 | 0.000 | ||
| 6147 | 2024.06.06 09:25 | modify | 2020 | 1.00 | 156.094 | 157.494 | 155.494 | ||
| 6148 | 2024.06.06 12:15 | close | 2020 | 1.00 | 156.119 | 157.494 | 155.494 | -2500.00 | 8441114.22 |
| 6149 | 2024.06.06 12:50 | buy | 2021 | 1.00 | 155.982 | 0.000 | 0.000 | ||
| 6150 | 2024.06.06 12:50 | modify | 2021 | 1.00 | 155.982 | 154.582 | 156.582 | ||