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 |
| 6151 | 2024.06.06 13:35 | close | 2021 | 1.00 | 156.065 | 154.582 | 156.582 | 8300.00 | 8449414.22 |
| 6152 | 2024.06.12 22:20 | sell | 2022 | 1.00 | 156.627 | 0.000 | 0.000 | ||
| 6153 | 2024.06.12 22:20 | modify | 2022 | 1.00 | 156.627 | 158.027 | 156.027 | ||
| 6154 | 2024.06.13 00:25 | close | 2022 | 1.00 | 156.630 | 158.027 | 156.027 | -6764.58 | 8442649.64 |
| 6155 | 2024.06.13 08:10 | sell | 2023 | 1.00 | 157.121 | 0.000 | 0.000 | ||
| 6156 | 2024.06.13 08:10 | modify | 2023 | 1.00 | 157.121 | 158.521 | 156.521 | ||
| 6157 | 2024.06.13 13:05 | close | 2023 | 1.00 | 157.148 | 158.521 | 156.521 | -2700.00 | 8439949.64 |
| 6158 | 2024.06.13 23:00 | sell | 2024 | 1.00 | 157.064 | 0.000 | 0.000 | ||
| 6159 | 2024.06.13 23:00 | modify | 2024 | 1.00 | 157.064 | 158.464 | 156.464 | ||
| 6160 | 2024.06.14 06:10 | close | 2024 | 1.00 | 157.065 | 158.464 | 156.464 | -2259.05 | 8437690.59 |
| 6161 | 2024.06.14 11:10 | buy | 2025 | 1.00 | 157.290 | 0.000 | 0.000 | ||
| 6162 | 2024.06.14 11:10 | modify | 2025 | 1.00 | 157.290 | 155.890 | 157.890 | ||
| 6163 | 2024.06.14 11:20 | modify | 2025 | 1.00 | 157.290 | 157.523 | 157.890 | ||
| 6164 | 2024.06.14 11:25 | close | 2025 | 1.00 | 157.607 | 157.523 | 157.890 | 31700.00 | 8469390.59 |
| 6165 | 2024.06.14 12:40 | buy | 2026 | 1.00 | 157.053 | 0.000 | 0.000 | ||
| 6166 | 2024.06.14 12:40 | modify | 2026 | 1.00 | 157.053 | 155.653 | 157.653 | ||
| 6167 | 2024.06.14 15:35 | close | 2026 | 1.00 | 157.378 | 155.653 | 157.653 | 32500.00 | 8501890.59 |
| 6168 | 2024.06.21 04:00 | sell | 2027 | 1.00 | 159.101 | 0.000 | 0.000 | ||
| 6169 | 2024.06.21 04:00 | modify | 2027 | 1.00 | 159.101 | 160.501 | 158.501 | ||
| 6170 | 2024.06.21 05:30 | modify | 2027 | 1.00 | 159.101 | 158.951 | 158.501 | ||
| 6171 | 2024.06.21 05:35 | close | 2027 | 1.00 | 158.848 | 158.951 | 158.501 | 25300.00 | 8527190.59 |
| 6172 | 2024.07.12 02:00 | sell | 2028 | 1.00 | 159.261 | 0.000 | 0.000 | ||
| 6173 | 2024.07.12 02:00 | modify | 2028 | 1.00 | 159.261 | 160.661 | 158.661 | ||
| 6174 | 2024.07.12 02:28 | t/p | 2028 | 1.00 | 158.620 | 160.661 | 158.661 | 64100.00 | 8591290.59 |
| 6175 | 2024.07.18 06:10 | sell | 2029 | 1.00 | 156.352 | 0.000 | 0.000 | ||
| 6176 | 2024.07.18 06:10 | modify | 2029 | 1.00 | 156.352 | 157.752 | 155.752 | ||
| 6177 | 2024.07.18 08:40 | close | 2029 | 1.00 | 156.168 | 157.752 | 155.752 | 18400.00 | 8609690.59 |
| 6178 | 2024.07.19 02:30 | buy | 2030 | 1.00 | 157.178 | 0.000 | 0.000 | ||
| 6179 | 2024.07.19 02:30 | modify | 2030 | 1.00 | 157.178 | 155.778 | 157.778 | ||
| 6180 | 2024.07.19 03:20 | close | 2030 | 1.00 | 157.307 | 155.778 | 157.778 | 12900.00 | 8622590.59 |
| 6181 | 2024.07.24 03:05 | sell | 2031 | 1.00 | 155.880 | 0.000 | 0.000 | ||
| 6182 | 2024.07.24 03:05 | modify | 2031 | 1.00 | 155.880 | 157.280 | 155.280 | ||
| 6183 | 2024.07.24 04:10 | close | 2031 | 1.00 | 155.659 | 157.280 | 155.280 | 22100.00 | 8644690.59 |
| 6184 | 2024.07.26 02:05 | buy | 2032 | 1.00 | 153.662 | 0.000 | 0.000 | ||
| 6185 | 2024.07.26 02:05 | modify | 2032 | 1.00 | 153.662 | 152.262 | 154.262 | ||
| 6186 | 2024.07.26 03:40 | modify | 2032 | 1.00 | 153.662 | 153.848 | 154.262 | ||
| 6187 | 2024.07.26 03:45 | close | 2032 | 1.00 | 154.082 | 153.848 | 154.262 | 42000.00 | 8686690.59 |
| 6188 | 2024.07.29 02:05 | sell | 2033 | 1.00 | 154.059 | 0.000 | 0.000 | ||
| 6189 | 2024.07.29 02:05 | modify | 2033 | 1.00 | 154.059 | 155.459 | 153.459 | ||
| 6190 | 2024.07.29 03:55 | close | 2033 | 1.00 | 153.751 | 155.459 | 153.459 | 30800.00 | 8717490.59 |
| 6191 | 2024.07.29 04:05 | buy | 2034 | 1.00 | 153.629 | 0.000 | 0.000 | ||
| 6192 | 2024.07.29 04:05 | modify | 2034 | 1.00 | 153.629 | 152.229 | 154.229 | ||
| 6193 | 2024.07.29 06:50 | close | 2034 | 1.00 | 153.687 | 152.229 | 154.229 | 5800.00 | 8723290.59 |
| 6194 | 2024.07.31 05:15 | sell | 2035 | 1.00 | 152.962 | 0.000 | 0.000 | ||
| 6195 | 2024.07.31 05:15 | modify | 2035 | 1.00 | 152.962 | 154.362 | 152.362 | ||
| 6196 | 2024.07.31 05:20 | modify | 2035 | 1.00 | 152.962 | 152.721 | 152.362 | ||
| 6197 | 2024.07.31 05:22 | s/l | 2035 | 1.00 | 152.719 | 152.721 | 152.362 | 24300.00 | 8747590.59 |
| 6198 | 2024.07.31 07:00 | sell | 2036 | 1.00 | 153.582 | 0.000 | 0.000 | ||
| 6199 | 2024.07.31 07:00 | modify | 2036 | 1.00 | 153.582 | 154.982 | 152.982 | ||
| 6200 | 2024.07.31 07:01 | t/p | 2036 | 1.00 | 152.979 | 154.982 | 152.982 | 60300.00 | 8807890.59 |
| 6201 | 2024.07.31 20:45 | sell | 2037 | 1.00 | 150.826 | 0.000 | 0.000 | ||
| 6202 | 2024.07.31 20:45 | modify | 2037 | 1.00 | 150.826 | 152.226 | 150.226 | ||
| 6203 | 2024.07.31 21:40 | modify | 2037 | 1.00 | 150.826 | 150.598 | 150.226 | ||
| 6204 | 2024.07.31 21:45 | close | 2037 | 1.00 | 150.366 | 150.598 | 150.226 | 46000.00 | 8853890.59 |
| 6205 | 2024.07.31 22:20 | buy | 2038 | 1.00 | 150.032 | 0.000 | 0.000 | ||
| 6206 | 2024.07.31 22:20 | modify | 2038 | 1.00 | 150.032 | 148.632 | 150.632 | ||
| 6207 | 2024.08.01 01:55 | close | 2038 | 1.00 | 150.133 | 148.632 | 150.632 | 12974.52 | 8866865.11 |
| 6208 | 2024.08.01 08:50 | sell | 2039 | 1.00 | 149.998 | 0.000 | 0.000 | ||
| 6209 | 2024.08.01 08:50 | modify | 2039 | 1.00 | 149.998 | 151.398 | 149.398 | ||
| 6210 | 2024.08.01 09:00 | modify | 2039 | 1.00 | 149.998 | 149.818 | 149.398 | ||
| 6211 | 2024.08.01 09:05 | close | 2039 | 1.00 | 149.667 | 149.818 | 149.398 | 33100.00 | 8899965.11 |
| 6212 | 2024.08.05 02:50 | buy | 2040 | 1.00 | 145.797 | 0.000 | 0.000 | ||
| 6213 | 2024.08.05 02:50 | modify | 2040 | 1.00 | 145.797 | 144.397 | 146.397 | ||
| 6214 | 2024.08.05 02:55 | close | 2040 | 1.00 | 145.569 | 144.397 | 146.397 | -22800.00 | 8877165.11 |
| 6215 | 2024.08.05 03:20 | buy | 2041 | 1.00 | 145.288 | 0.000 | 0.000 | ||
| 6216 | 2024.08.05 03:20 | modify | 2041 | 1.00 | 145.288 | 143.888 | 145.888 | ||
| 6217 | 2024.08.05 03:30 | close | 2041 | 1.00 | 145.583 | 143.888 | 145.888 | 29500.00 | 8906665.11 |
| 6218 | 2024.08.06 11:15 | buy | 2042 | 1.00 | 144.704 | 0.000 | 0.000 | ||
| 6219 | 2024.08.06 11:15 | modify | 2042 | 1.00 | 144.704 | 143.304 | 145.304 | ||
| 6220 | 2024.08.06 11:30 | modify | 2042 | 1.00 | 144.704 | 144.856 | 145.304 | ||
| 6221 | 2024.08.06 11:35 | modify | 2042 | 1.00 | 144.704 | 144.937 | 145.304 | ||
| 6222 | 2024.08.06 11:35 | s/l | 2042 | 1.00 | 144.931 | 144.937 | 145.304 | 22700.00 | 8929365.11 |
| 6223 | 2024.08.06 23:00 | buy | 2043 | 1.00 | 144.739 | 0.000 | 0.000 | ||
| 6224 | 2024.08.06 23:00 | modify | 2043 | 1.00 | 144.739 | 143.339 | 145.339 | ||
| 6225 | 2024.08.07 03:00 | close | 2043 | 1.00 | 144.748 | 143.339 | 145.339 | 1822.18 | 8931187.29 |
| 6226 | 2024.08.12 02:10 | sell | 2044 | 1.00 | 147.064 | 0.000 | 0.000 | ||
| 6227 | 2024.08.12 02:10 | modify | 2044 | 1.00 | 147.064 | 148.464 | 146.464 | ||
| 6228 | 2024.08.12 03:20 | modify | 2044 | 1.00 | 147.064 | 146.894 | 146.464 | ||
| 6229 | 2024.08.12 03:23 | s/l | 2044 | 1.00 | 146.895 | 146.894 | 146.464 | 16900.00 | 8948087.29 |
| 6230 | 2024.08.13 04:20 | sell | 2045 | 1.00 | 147.505 | 0.000 | 0.000 | ||
| 6231 | 2024.08.13 04:20 | modify | 2045 | 1.00 | 147.505 | 148.905 | 146.905 | ||
| 6232 | 2024.08.13 05:05 | modify | 2045 | 1.00 | 147.505 | 147.311 | 146.905 | ||
| 6233 | 2024.08.13 05:06 | s/l | 2045 | 1.00 | 147.307 | 147.311 | 146.905 | 19800.00 | 8967887.29 |
| 6234 | 2024.08.14 03:05 | sell | 2046 | 1.00 | 147.120 | 0.000 | 0.000 | ||
| 6235 | 2024.08.14 03:05 | modify | 2046 | 1.00 | 147.120 | 148.520 | 146.520 | ||
| 6236 | 2024.08.14 04:30 | close | 2046 | 1.00 | 146.860 | 148.520 | 146.520 | 26000.00 | 8993887.29 |
| 6237 | 2024.08.14 13:55 | buy | 2047 | 1.00 | 146.852 | 0.000 | 0.000 | ||
| 6238 | 2024.08.14 13:55 | modify | 2047 | 1.00 | 146.852 | 145.452 | 147.452 | ||
| 6239 | 2024.08.14 15:31 | t/p | 2047 | 1.00 | 147.457 | 145.452 | 147.452 | 60500.00 | 9054387.29 |
| 6240 | 2024.08.16 03:35 | buy | 2048 | 1.00 | 148.971 | 0.000 | 0.000 | ||
| 6241 | 2024.08.16 03:35 | modify | 2048 | 1.00 | 148.971 | 147.571 | 149.571 | ||
| 6242 | 2024.08.16 04:05 | modify | 2048 | 1.00 | 148.971 | 149.123 | 149.571 | ||
| 6243 | 2024.08.16 04:10 | close | 2048 | 1.00 | 149.183 | 149.123 | 149.571 | 21200.00 | 9075587.29 |
| 6244 | 2024.08.19 02:20 | sell | 2049 | 1.00 | 147.936 | 0.000 | 0.000 | ||
| 6245 | 2024.08.19 02:20 | modify | 2049 | 1.00 | 147.936 | 149.336 | 147.336 | ||
| 6246 | 2024.08.19 04:05 | close | 2049 | 1.00 | 147.737 | 149.336 | 147.336 | 19900.00 | 9095487.29 |
| 6247 | 2024.08.20 03:05 | buy | 2050 | 1.00 | 146.409 | 0.000 | 0.000 | ||
| 6248 | 2024.08.20 03:05 | modify | 2050 | 1.00 | 146.409 | 145.009 | 147.009 | ||
| 6249 | 2024.08.20 05:30 | close | 2050 | 1.00 | 146.639 | 145.009 | 147.009 | 23000.00 | 9118487.29 |
| 6250 | 2024.08.22 04:20 | sell | 2051 | 1.00 | 145.486 | 0.000 | 0.000 | ||
| 6251 | 2024.08.22 04:20 | modify | 2051 | 1.00 | 145.486 | 146.886 | 144.886 | ||
| 6252 | 2024.08.22 06:40 | close | 2051 | 1.00 | 145.267 | 146.886 | 144.886 | 21900.00 | 9140387.29 |
| 6253 | 2024.08.23 02:15 | buy | 2052 | 1.00 | 146.041 | 0.000 | 0.000 | ||
| 6254 | 2024.08.23 02:15 | modify | 2052 | 1.00 | 146.041 | 144.641 | 146.641 | ||
| 6255 | 2024.08.23 03:10 | close | 2052 | 1.00 | 146.325 | 144.641 | 146.641 | 28400.00 | 9168787.29 |
| 6256 | 2024.08.27 02:05 | buy | 2053 | 1.00 | 144.335 | 0.000 | 0.000 | ||
| 6257 | 2024.08.27 02:05 | modify | 2053 | 1.00 | 144.335 | 142.935 | 144.935 | ||
| 6258 | 2024.08.27 03:15 | close | 2053 | 1.00 | 144.682 | 142.935 | 144.935 | 34700.00 | 9203487.29 |
| 6259 | 2024.08.28 03:15 | sell | 2054 | 1.00 | 144.120 | 0.000 | 0.000 | ||
| 6260 | 2024.08.28 03:15 | modify | 2054 | 1.00 | 144.120 | 145.520 | 143.520 | ||
| 6261 | 2024.08.28 08:00 | close | 2054 | 1.00 | 144.353 | 145.520 | 143.520 | -23300.00 | 9180187.29 |
| 6262 | 2024.08.28 12:10 | buy | 2055 | 1.00 | 144.170 | 0.000 | 0.000 | ||
| 6263 | 2024.08.28 12:10 | modify | 2055 | 1.00 | 144.170 | 142.770 | 144.770 | ||
| 6264 | 2024.08.28 13:15 | modify | 2055 | 1.00 | 144.170 | 144.364 | 144.770 | ||
| 6265 | 2024.08.28 13:20 | close | 2055 | 1.00 | 144.448 | 144.364 | 144.770 | 27800.00 | 9207987.29 |
| 6266 | 2024.09.02 05:55 | buy | 2056 | 1.00 | 145.945 | 0.000 | 0.000 | ||
| 6267 | 2024.09.02 05:55 | modify | 2056 | 1.00 | 145.945 | 144.545 | 146.545 | ||
| 6268 | 2024.09.02 08:10 | close | 2056 | 1.00 | 146.057 | 144.545 | 146.545 | 11200.00 | 9219187.29 |
| 6269 | 2024.09.02 20:00 | buy | 2057 | 1.00 | 146.833 | 0.000 | 0.000 | ||
| 6270 | 2024.09.02 20:00 | modify | 2057 | 1.00 | 146.833 | 145.433 | 147.433 | ||
| 6271 | 2024.09.03 01:55 | close | 2057 | 1.00 | 146.925 | 145.433 | 147.433 | 10138.54 | 9229325.83 |
| 6272 | 2024.09.06 13:10 | sell | 2058 | 1.00 | 142.930 | 0.000 | 0.000 | ||
| 6273 | 2024.09.06 13:10 | modify | 2058 | 1.00 | 142.930 | 144.330 | 142.330 | ||
| 6274 | 2024.09.06 15:31 | t/p | 2058 | 1.00 | 142.329 | 144.330 | 142.330 | 60100.00 | 9289425.83 |
| 6275 | 2024.09.10 02:25 | sell | 2059 | 1.00 | 143.236 | 0.000 | 0.000 | ||
| 6276 | 2024.09.10 02:25 | modify | 2059 | 1.00 | 143.236 | 144.636 | 142.636 | ||
| 6277 | 2024.09.10 06:50 | close | 2059 | 1.00 | 143.191 | 144.636 | 142.636 | 4500.00 | 9293925.83 |
| 6278 | 2024.09.16 12:45 | sell | 2060 | 1.00 | 140.165 | 0.000 | 0.000 | ||
| 6279 | 2024.09.16 12:45 | modify | 2060 | 1.00 | 140.165 | 141.565 | 139.565 | ||
| 6280 | 2024.09.16 15:00 | close | 2060 | 1.00 | 139.894 | 141.565 | 139.565 | 27100.00 | 9321025.83 |
| 6281 | 2024.09.17 04:25 | buy | 2061 | 1.00 | 140.442 | 0.000 | 0.000 | ||
| 6282 | 2024.09.17 04:25 | modify | 2061 | 1.00 | 140.442 | 139.042 | 141.042 | ||
| 6283 | 2024.09.17 06:10 | close | 2061 | 1.00 | 140.647 | 139.042 | 141.042 | 20500.00 | 9341525.83 |
| 6284 | 2024.09.18 03:10 | buy | 2062 | 1.00 | 141.840 | 0.000 | 0.000 | ||
| 6285 | 2024.09.18 03:10 | modify | 2062 | 1.00 | 141.840 | 140.440 | 142.440 | ||
| 6286 | 2024.09.18 08:00 | close | 2062 | 1.00 | 141.312 | 140.440 | 142.440 | -52800.00 | 9288725.83 |
| 6287 | 2024.09.19 09:00 | buy | 2063 | 1.00 | 142.579 | 0.000 | 0.000 | ||
| 6288 | 2024.09.19 09:00 | modify | 2063 | 1.00 | 142.579 | 141.179 | 143.179 | ||
| 6289 | 2024.09.19 11:15 | close | 2063 | 1.00 | 142.769 | 141.179 | 143.179 | 19000.00 | 9307725.83 |
| 6290 | 2024.09.24 13:40 | buy | 2064 | 1.00 | 144.013 | 0.000 | 0.000 | ||
| 6291 | 2024.09.24 13:40 | modify | 2064 | 1.00 | 144.013 | 142.613 | 144.613 | ||
| 6292 | 2024.09.24 23:30 | close | 2064 | 1.00 | 143.120 | 142.613 | 144.613 | -89300.00 | 9218425.83 |
| 6293 | 2024.09.27 21:30 | buy | 2065 | 1.00 | 142.156 | 0.000 | 0.000 | ||
| 6294 | 2024.09.27 21:30 | modify | 2065 | 1.00 | 142.156 | 140.756 | 142.756 | ||
| 6295 | 2024.09.27 23:00 | close | 2065 | 1.00 | 142.161 | 140.756 | 142.756 | 500.00 | 9218925.83 |
| 6296 | 2024.10.01 11:20 | buy | 2066 | 1.00 | 143.815 | 0.000 | 0.000 | ||
| 6297 | 2024.10.01 11:20 | modify | 2066 | 1.00 | 143.815 | 142.415 | 144.415 | ||
| 6298 | 2024.10.01 15:45 | close | 2066 | 1.00 | 143.901 | 142.415 | 144.415 | 8600.00 | 9227525.83 |
| 6299 | 2024.10.08 08:05 | sell | 2067 | 1.00 | 148.148 | 0.000 | 0.000 | ||
| 6300 | 2024.10.08 08:05 | modify | 2067 | 1.00 | 148.148 | 149.548 | 147.548 | ||