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 |
| 6301 | 2024.10.08 08:20 | modify | 2067 | 1.00 | 148.148 | 147.971 | 147.548 | ||
| 6302 | 2024.10.08 08:25 | modify | 2067 | 1.00 | 148.148 | 147.946 | 147.548 | ||
| 6303 | 2024.10.08 08:30 | modify | 2067 | 1.00 | 148.148 | 147.943 | 147.548 | ||
| 6304 | 2024.10.08 08:33 | s/l | 2067 | 1.00 | 147.948 | 147.943 | 147.548 | 20000.00 | 9247525.83 |
| 6305 | 2024.10.10 03:25 | buy | 2068 | 1.00 | 149.031 | 0.000 | 0.000 | ||
| 6306 | 2024.10.10 03:25 | modify | 2068 | 1.00 | 149.031 | 147.631 | 149.631 | ||
| 6307 | 2024.10.10 03:55 | modify | 2068 | 1.00 | 149.031 | 149.222 | 149.631 | ||
| 6308 | 2024.10.10 03:59 | s/l | 2068 | 1.00 | 149.215 | 149.222 | 149.631 | 18400.00 | 9265925.83 |
| 6309 | 2024.10.10 20:10 | sell | 2069 | 1.00 | 148.971 | 0.000 | 0.000 | ||
| 6310 | 2024.10.10 20:10 | modify | 2069 | 1.00 | 148.971 | 150.371 | 148.371 | ||
| 6311 | 2024.10.10 21:30 | modify | 2069 | 1.00 | 148.971 | 148.809 | 148.371 | ||
| 6312 | 2024.10.10 21:40 | modify | 2069 | 1.00 | 148.971 | 148.725 | 148.371 | ||
| 6313 | 2024.10.10 21:45 | close | 2069 | 1.00 | 148.664 | 148.725 | 148.371 | 30700.00 | 9296625.83 |
| 6314 | 2024.10.18 03:05 | buy | 2070 | 1.00 | 150.021 | 0.000 | 0.000 | ||
| 6315 | 2024.10.18 03:05 | modify | 2070 | 1.00 | 150.021 | 148.621 | 150.621 | ||
| 6316 | 2024.10.18 09:45 | close | 2070 | 1.00 | 149.954 | 148.621 | 150.621 | -6700.00 | 9289925.83 |
| 6317 | 2024.10.18 10:30 | sell | 2071 | 1.00 | 150.110 | 0.000 | 0.000 | ||
| 6318 | 2024.10.18 10:30 | modify | 2071 | 1.00 | 150.110 | 151.510 | 149.510 | ||
| 6319 | 2024.10.18 12:10 | close | 2071 | 1.00 | 149.918 | 151.510 | 149.510 | 19200.00 | 9309125.83 |
| 6320 | 2024.10.21 09:15 | sell | 2072 | 1.00 | 149.429 | 0.000 | 0.000 | ||
| 6321 | 2024.10.21 09:15 | modify | 2072 | 1.00 | 149.429 | 150.829 | 148.829 | ||
| 6322 | 2024.10.21 14:25 | close | 2072 | 1.00 | 149.872 | 150.829 | 148.829 | -44300.00 | 9264825.83 |
| 6323 | 2024.10.22 05:55 | sell | 2073 | 1.00 | 150.841 | 0.000 | 0.000 | ||
| 6324 | 2024.10.22 05:55 | modify | 2073 | 1.00 | 150.841 | 152.241 | 150.241 | ||
| 6325 | 2024.10.22 06:20 | close | 2073 | 1.00 | 150.965 | 152.241 | 150.241 | -12400.00 | 9252425.83 |
| 6326 | 2024.10.28 09:35 | buy | 2074 | 1.00 | 153.280 | 0.000 | 0.000 | ||
| 6327 | 2024.10.28 09:35 | modify | 2074 | 1.00 | 153.280 | 151.880 | 153.880 | ||
| 6328 | 2024.10.28 10:10 | modify | 2074 | 1.00 | 153.280 | 153.445 | 153.880 | ||
| 6329 | 2024.10.28 10:15 | s/l | 2074 | 1.00 | 153.449 | 153.445 | 153.880 | 16900.00 | 9269325.83 |
| 6330 | 2024.10.28 12:50 | buy | 2075 | 1.00 | 153.003 | 0.000 | 0.000 | ||
| 6331 | 2024.10.28 12:50 | modify | 2075 | 1.00 | 153.003 | 151.603 | 153.603 | ||
| 6332 | 2024.10.28 17:05 | close | 2075 | 1.00 | 152.852 | 151.603 | 153.603 | -15100.00 | 9254225.83 |
| 6333 | 2024.10.28 19:00 | sell | 2076 | 1.00 | 153.214 | 0.000 | 0.000 | ||
| 6334 | 2024.10.28 19:00 | modify | 2076 | 1.00 | 153.214 | 154.614 | 152.614 | ||
| 6335 | 2024.10.29 02:55 | close | 2076 | 1.00 | 153.208 | 154.614 | 152.614 | -1507.72 | 9252718.11 |
| 6336 | 2024.10.29 03:55 | buy | 2077 | 1.00 | 152.924 | 0.000 | 0.000 | ||
| 6337 | 2024.10.29 03:55 | modify | 2077 | 1.00 | 152.924 | 151.524 | 153.524 | ||
| 6338 | 2024.10.29 06:40 | close | 2077 | 1.00 | 153.135 | 151.524 | 153.524 | 21100.00 | 9273818.11 |
| 6339 | 2024.11.04 08:50 | sell | 2078 | 1.00 | 152.078 | 0.000 | 0.000 | ||
| 6340 | 2024.11.04 08:50 | modify | 2078 | 1.00 | 152.078 | 153.478 | 151.478 | ||
| 6341 | 2024.11.04 11:30 | close | 2078 | 1.00 | 151.916 | 153.478 | 151.478 | 16200.00 | 9290018.11 |
| 6342 | 2024.11.06 01:20 | sell | 2079 | 1.00 | 151.879 | 0.000 | 0.000 | ||
| 6343 | 2024.11.06 01:20 | modify | 2079 | 1.00 | 151.879 | 153.279 | 151.279 | ||
| 6344 | 2024.11.06 01:50 | modify | 2079 | 1.00 | 151.879 | 151.670 | 151.279 | ||
| 6345 | 2024.11.06 01:55 | modify | 2079 | 1.00 | 151.879 | 151.639 | 151.279 | ||
| 6346 | 2024.11.06 02:00 | close | 2079 | 1.00 | 151.446 | 151.639 | 151.279 | 43300.00 | 9333318.11 |
| 6347 | 2024.11.12 23:05 | buy | 2080 | 1.00 | 154.569 | 0.000 | 0.000 | ||
| 6348 | 2024.11.12 23:05 | modify | 2080 | 1.00 | 154.569 | 153.169 | 155.169 | ||
| 6349 | 2024.11.13 02:05 | close | 2080 | 1.00 | 154.728 | 153.169 | 155.169 | 16887.86 | 9350205.96 |
| 6350 | 2024.11.18 03:30 | sell | 2081 | 1.00 | 155.056 | 0.000 | 0.000 | ||
| 6351 | 2024.11.18 03:30 | modify | 2081 | 1.00 | 155.056 | 156.456 | 154.456 | ||
| 6352 | 2024.11.18 03:35 | modify | 2081 | 1.00 | 155.056 | 154.897 | 154.456 | ||
| 6353 | 2024.11.18 03:40 | close | 2081 | 1.00 | 154.725 | 154.897 | 154.456 | 33100.00 | 9383305.96 |
| 6354 | 2024.11.19 06:35 | sell | 2082 | 1.00 | 154.445 | 0.000 | 0.000 | ||
| 6355 | 2024.11.19 06:35 | modify | 2082 | 1.00 | 154.445 | 155.845 | 153.845 | ||
| 6356 | 2024.11.19 10:15 | close | 2082 | 1.00 | 154.318 | 155.845 | 153.845 | 12700.00 | 9396005.96 |
| 6357 | 2024.11.20 06:05 | sell | 2083 | 1.00 | 155.024 | 0.000 | 0.000 | ||
| 6358 | 2024.11.20 06:05 | modify | 2083 | 1.00 | 155.024 | 156.424 | 154.424 | ||
| 6359 | 2024.11.20 07:00 | close | 2083 | 1.00 | 155.053 | 156.424 | 154.424 | -2900.00 | 9393105.96 |
| 6360 | 2024.11.22 01:10 | buy | 2084 | 1.00 | 154.328 | 0.000 | 0.000 | ||
| 6361 | 2024.11.22 01:10 | modify | 2084 | 1.00 | 154.328 | 152.928 | 154.928 | ||
| 6362 | 2024.11.22 07:05 | close | 2084 | 1.00 | 154.465 | 152.928 | 154.928 | 13700.00 | 9406805.96 |
| 6363 | 2024.11.22 07:20 | sell | 2085 | 1.00 | 154.561 | 0.000 | 0.000 | ||
| 6364 | 2024.11.22 07:20 | modify | 2085 | 1.00 | 154.561 | 155.961 | 153.961 | ||
| 6365 | 2024.11.22 10:30 | close | 2085 | 1.00 | 154.561 | 155.961 | 153.961 | 0.00 | 9406805.96 |
| 6366 | 2024.11.26 09:05 | sell | 2086 | 1.00 | 154.099 | 0.000 | 0.000 | ||
| 6367 | 2024.11.26 09:05 | modify | 2086 | 1.00 | 154.099 | 155.499 | 153.499 | ||
| 6368 | 2024.11.26 10:10 | close | 2086 | 1.00 | 153.862 | 155.499 | 153.499 | 23700.00 | 9430505.96 |
| 6369 | 2024.11.27 22:15 | sell | 2087 | 1.00 | 151.122 | 0.000 | 0.000 | ||
| 6370 | 2024.11.27 22:15 | modify | 2087 | 1.00 | 151.122 | 152.522 | 150.522 | ||
| 6371 | 2024.11.28 00:35 | close | 2087 | 1.00 | 151.062 | 152.522 | 150.522 | -232.59 | 9430273.38 |
| 6372 | 2024.12.02 09:35 | buy | 2088 | 1.00 | 150.130 | 0.000 | 0.000 | ||
| 6373 | 2024.12.02 09:35 | modify | 2088 | 1.00 | 150.130 | 148.730 | 150.730 | ||
| 6374 | 2024.12.02 10:35 | modify | 2088 | 1.00 | 150.130 | 150.322 | 150.730 | ||
| 6375 | 2024.12.02 10:35 | s/l | 2088 | 1.00 | 150.317 | 150.322 | 150.730 | 18700.00 | 9448973.38 |
| 6376 | 2024.12.04 01:10 | sell | 2089 | 1.00 | 149.647 | 0.000 | 0.000 | ||
| 6377 | 2024.12.04 01:10 | modify | 2089 | 1.00 | 149.647 | 151.047 | 149.047 | ||
| 6378 | 2024.12.04 02:10 | close | 2089 | 1.00 | 149.550 | 151.047 | 149.047 | 9700.00 | 9458673.38 |
| 6379 | 2024.12.04 18:05 | buy | 2090 | 1.00 | 150.319 | 0.000 | 0.000 | ||
| 6380 | 2024.12.04 18:05 | modify | 2090 | 1.00 | 150.319 | 148.919 | 150.919 | ||
| 6381 | 2024.12.04 20:55 | close | 2090 | 1.00 | 150.281 | 148.919 | 150.919 | -3800.00 | 9454873.38 |
| 6382 | 2024.12.04 22:20 | sell | 2091 | 1.00 | 150.585 | 0.000 | 0.000 | ||
| 6383 | 2024.12.04 22:20 | modify | 2091 | 1.00 | 150.585 | 151.985 | 149.985 | ||
| 6384 | 2024.12.05 02:10 | modify | 2091 | 1.00 | 150.585 | 150.435 | 149.985 | ||
| 6385 | 2024.12.05 02:15 | s/l | 2091 | 1.00 | 150.430 | 150.435 | 149.985 | 9288.78 | 9464162.16 |
| 6386 | 2024.12.11 11:15 | sell | 2092 | 1.00 | 151.867 | 0.000 | 0.000 | ||
| 6387 | 2024.12.11 11:15 | modify | 2092 | 1.00 | 151.867 | 153.267 | 151.267 | ||
| 6388 | 2024.12.11 11:25 | close | 2092 | 1.00 | 152.312 | 153.267 | 151.267 | -44500.00 | 9419662.16 |
| 6389 | 2024.12.13 09:00 | buy | 2093 | 1.00 | 152.715 | 0.000 | 0.000 | ||
| 6390 | 2024.12.13 09:00 | modify | 2093 | 1.00 | 152.715 | 151.315 | 153.315 | ||
| 6391 | 2024.12.13 10:20 | modify | 2093 | 1.00 | 152.715 | 152.873 | 153.315 | ||
| 6392 | 2024.12.13 10:25 | close | 2093 | 1.00 | 152.951 | 152.873 | 153.315 | 23600.00 | 9443262.16 |
| 6393 | 2024.12.16 01:20 | buy | 2094 | 1.00 | 153.497 | 0.000 | 0.000 | ||
| 6394 | 2024.12.16 01:20 | modify | 2094 | 1.00 | 153.497 | 152.097 | 154.097 | ||
| 6395 | 2024.12.16 02:40 | close | 2094 | 1.00 | 153.656 | 152.097 | 154.097 | 15900.00 | 9459162.16 |
| 6396 | 2024.12.17 22:45 | sell | 2095 | 1.00 | 153.492 | 0.000 | 0.000 | ||
| 6397 | 2024.12.17 22:45 | modify | 2095 | 1.00 | 153.492 | 154.892 | 152.892 | ||
| 6398 | 2024.12.18 00:05 | close | 2095 | 1.00 | 153.441 | 154.892 | 152.892 | 2991.84 | 9462153.99 |
| 6399 | 2024.12.18 08:00 | buy | 2096 | 1.00 | 153.361 | 0.000 | 0.000 | ||
| 6400 | 2024.12.18 08:00 | modify | 2096 | 1.00 | 153.361 | 151.961 | 153.961 | ||
| 6401 | 2024.12.18 09:45 | close | 2096 | 1.00 | 153.545 | 151.961 | 153.961 | 18400.00 | 9480553.99 |
| 6402 | 2024.12.20 03:25 | buy | 2097 | 1.00 | 157.238 | 0.000 | 0.000 | ||
| 6403 | 2024.12.20 03:25 | modify | 2097 | 1.00 | 157.238 | 155.838 | 157.838 | ||
| 6404 | 2024.12.20 06:50 | close | 2097 | 1.00 | 157.284 | 155.838 | 157.838 | 4600.00 | 9485153.99 |
| 6405 | 2025.01.02 05:10 | buy | 2098 | 1.00 | 157.198 | 0.000 | 0.000 | ||
| 6406 | 2025.01.02 05:10 | modify | 2098 | 1.00 | 157.198 | 155.798 | 157.798 | ||
| 6407 | 2025.01.02 11:05 | close | 2098 | 1.00 | 156.870 | 155.798 | 157.798 | -32800.00 | 9452353.99 |
| 6408 | 2025.01.13 02:00 | sell | 2099 | 1.00 | 157.907 | 0.000 | 0.000 | ||
| 6409 | 2025.01.13 02:00 | modify | 2099 | 1.00 | 157.907 | 159.307 | 157.307 | ||
| 6410 | 2025.01.13 03:20 | close | 2099 | 1.00 | 157.746 | 159.307 | 157.307 | 16100.00 | 9468453.99 |
| 6411 | 2025.01.16 08:25 | sell | 2100 | 1.00 | 156.207 | 0.000 | 0.000 | ||
| 6412 | 2025.01.16 08:25 | modify | 2100 | 1.00 | 156.207 | 157.607 | 155.607 | ||
| 6413 | 2025.01.16 10:20 | close | 2100 | 1.00 | 155.945 | 157.607 | 155.607 | 26200.00 | 9494653.99 |
| 6414 | 2025.01.20 03:00 | buy | 2101 | 1.00 | 155.992 | 0.000 | 0.000 | ||
| 6415 | 2025.01.20 03:00 | modify | 2101 | 1.00 | 155.992 | 154.592 | 156.592 | ||
| 6416 | 2025.01.20 06:55 | close | 2101 | 1.00 | 156.009 | 154.592 | 156.592 | 1700.00 | 9496353.99 |
| 6417 | 2025.01.21 02:55 | sell | 2102 | 1.00 | 156.093 | 0.000 | 0.000 | ||
| 6418 | 2025.01.21 02:55 | modify | 2102 | 1.00 | 156.093 | 157.493 | 155.493 | ||
| 6419 | 2025.01.21 03:15 | modify | 2102 | 1.00 | 156.093 | 155.932 | 155.493 | ||
| 6420 | 2025.01.21 03:15 | s/l | 2102 | 1.00 | 155.940 | 155.932 | 155.493 | 15300.00 | 9511653.99 |
| 6421 | 2025.01.21 08:35 | sell | 2103 | 1.00 | 155.478 | 0.000 | 0.000 | ||
| 6422 | 2025.01.21 08:35 | modify | 2103 | 1.00 | 155.478 | 156.878 | 154.878 | ||
| 6423 | 2025.01.21 14:30 | close | 2103 | 1.00 | 155.787 | 156.878 | 154.878 | -30900.00 | 9480753.99 |
| 6424 | 2025.01.22 01:10 | sell | 2104 | 1.00 | 155.822 | 0.000 | 0.000 | ||
| 6425 | 2025.01.22 01:10 | modify | 2104 | 1.00 | 155.822 | 157.222 | 155.222 | ||
| 6426 | 2025.01.22 02:10 | modify | 2104 | 1.00 | 155.822 | 155.584 | 155.222 | ||
| 6427 | 2025.01.22 02:11 | s/l | 2104 | 1.00 | 155.585 | 155.584 | 155.222 | 23700.00 | 9504453.99 |
| 6428 | 2025.01.22 10:40 | buy | 2105 | 1.00 | 155.565 | 0.000 | 0.000 | ||
| 6429 | 2025.01.22 10:40 | modify | 2105 | 1.00 | 155.565 | 154.165 | 156.165 | ||
| 6430 | 2025.01.22 11:05 | modify | 2105 | 1.00 | 155.565 | 155.728 | 156.165 | ||
| 6431 | 2025.01.22 11:10 | modify | 2105 | 1.00 | 155.565 | 155.744 | 156.165 | ||
| 6432 | 2025.01.22 11:20 | modify | 2105 | 1.00 | 155.565 | 155.763 | 156.165 | ||
| 6433 | 2025.01.22 11:21 | s/l | 2105 | 1.00 | 155.763 | 155.763 | 156.165 | 19800.00 | 9524253.99 |
| 6434 | 2025.01.23 02:10 | buy | 2106 | 1.00 | 156.332 | 0.000 | 0.000 | ||
| 6435 | 2025.01.23 02:10 | modify | 2106 | 1.00 | 156.332 | 154.932 | 156.932 | ||
| 6436 | 2025.01.23 03:50 | close | 2106 | 1.00 | 156.513 | 154.932 | 156.932 | 18100.00 | 9542353.99 |
| 6437 | 2025.01.24 01:55 | sell | 2107 | 1.00 | 156.160 | 0.000 | 0.000 | ||
| 6438 | 2025.01.24 01:55 | modify | 2107 | 1.00 | 156.160 | 157.560 | 155.560 | ||
| 6439 | 2025.01.24 04:45 | close | 2107 | 1.00 | 156.012 | 157.560 | 155.560 | 14800.00 | 9557153.99 |
| 6440 | 2025.01.24 18:45 | buy | 2108 | 1.00 | 155.663 | 0.000 | 0.000 | ||
| 6441 | 2025.01.24 18:45 | modify | 2108 | 1.00 | 155.663 | 154.263 | 156.263 | ||
| 6442 | 2025.01.24 20:30 | close | 2108 | 1.00 | 155.839 | 154.263 | 156.263 | 17600.00 | 9574753.99 |
| 6443 | 2025.01.24 20:45 | sell | 2109 | 1.00 | 155.986 | 0.000 | 0.000 | ||
| 6444 | 2025.01.24 20:45 | modify | 2109 | 1.00 | 155.986 | 157.386 | 155.386 | ||
| 6445 | 2025.01.24 21:10 | close | 2109 | 1.00 | 155.866 | 157.386 | 155.386 | 12000.00 | 9586753.99 |
| 6446 | 2025.01.27 21:35 | sell | 2110 | 1.00 | 154.700 | 0.000 | 0.000 | ||
| 6447 | 2025.01.27 21:35 | modify | 2110 | 1.00 | 154.700 | 156.100 | 154.100 | ||
| 6448 | 2025.01.27 23:40 | close | 2110 | 1.00 | 154.480 | 156.100 | 154.100 | 22000.00 | 9608753.99 |
| 6449 | 2025.01.28 12:40 | buy | 2111 | 1.00 | 155.288 | 0.000 | 0.000 | ||
| 6450 | 2025.01.28 12:40 | modify | 2111 | 1.00 | 155.288 | 153.888 | 155.888 | ||