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 |
| 6451 | 2025.01.28 15:50 | close | 2111 | 1.00 | 155.510 | 153.888 | 155.888 | 22200.00 | 9630953.99 |
| 6452 | 2025.01.29 05:30 | buy | 2112 | 1.00 | 155.450 | 0.000 | 0.000 | ||
| 6453 | 2025.01.29 05:30 | modify | 2112 | 1.00 | 155.450 | 154.050 | 156.050 | ||
| 6454 | 2025.01.29 07:00 | close | 2112 | 1.00 | 155.299 | 154.050 | 156.050 | -15100.00 | 9615853.99 |
| 6455 | 2025.01.31 05:55 | sell | 2113 | 1.00 | 154.409 | 0.000 | 0.000 | ||
| 6456 | 2025.01.31 05:55 | modify | 2113 | 1.00 | 154.409 | 155.809 | 153.809 | ||
| 6457 | 2025.01.31 11:05 | close | 2113 | 1.00 | 154.493 | 155.809 | 153.809 | -8400.00 | 9607453.99 |
| 6458 | 2025.02.04 07:10 | buy | 2114 | 1.00 | 154.941 | 0.000 | 0.000 | ||
| 6459 | 2025.02.04 07:10 | modify | 2114 | 1.00 | 154.941 | 153.541 | 155.541 | ||
| 6460 | 2025.02.04 07:45 | modify | 2114 | 1.00 | 154.941 | 155.138 | 155.541 | ||
| 6461 | 2025.02.04 07:50 | close | 2114 | 1.00 | 155.227 | 155.138 | 155.541 | 28600.00 | 9636053.99 |
| 6462 | 2025.02.05 22:05 | sell | 2115 | 1.00 | 152.598 | 0.000 | 0.000 | ||
| 6463 | 2025.02.05 22:05 | modify | 2115 | 1.00 | 152.598 | 153.998 | 151.998 | ||
| 6464 | 2025.02.06 00:05 | close | 2115 | 1.00 | 152.611 | 153.998 | 151.998 | -7595.82 | 9628458.17 |
| 6465 | 2025.02.10 02:00 | sell | 2116 | 1.00 | 151.878 | 0.000 | 0.000 | ||
| 6466 | 2025.02.10 02:00 | modify | 2116 | 1.00 | 151.878 | 153.278 | 151.278 | ||
| 6467 | 2025.02.10 02:20 | modify | 2116 | 1.00 | 151.878 | 151.723 | 151.278 | ||
| 6468 | 2025.02.10 02:23 | s/l | 2116 | 1.00 | 151.727 | 151.723 | 151.278 | 15100.00 | 9643558.17 |
| 6469 | 2025.02.10 03:10 | sell | 2117 | 1.00 | 152.012 | 0.000 | 0.000 | ||
| 6470 | 2025.02.10 03:10 | modify | 2117 | 1.00 | 152.012 | 153.412 | 151.412 | ||
| 6471 | 2025.02.10 05:55 | close | 2117 | 1.00 | 151.924 | 153.412 | 151.412 | 8800.00 | 9652358.17 |
| 6472 | 2025.02.13 03:05 | sell | 2118 | 1.00 | 154.641 | 0.000 | 0.000 | ||
| 6473 | 2025.02.13 03:05 | modify | 2118 | 1.00 | 154.641 | 156.041 | 154.041 | ||
| 6474 | 2025.02.13 03:40 | modify | 2118 | 1.00 | 154.641 | 154.458 | 154.041 | ||
| 6475 | 2025.02.13 03:45 | close | 2118 | 1.00 | 154.318 | 154.458 | 154.041 | 32300.00 | 9684658.17 |
| 6476 | 2025.02.14 01:35 | sell | 2119 | 1.00 | 153.073 | 0.000 | 0.000 | ||
| 6477 | 2025.02.14 01:35 | modify | 2119 | 1.00 | 153.073 | 154.473 | 152.473 | ||
| 6478 | 2025.02.14 02:20 | close | 2119 | 1.00 | 152.798 | 154.473 | 152.473 | 27500.00 | 9712158.17 |
| 6479 | 2025.02.14 05:10 | sell | 2120 | 1.00 | 153.005 | 0.000 | 0.000 | ||
| 6480 | 2025.02.14 05:10 | modify | 2120 | 1.00 | 153.005 | 154.405 | 152.405 | ||
| 6481 | 2025.02.14 06:05 | modify | 2120 | 1.00 | 153.005 | 152.853 | 152.405 | ||
| 6482 | 2025.02.14 06:09 | s/l | 2120 | 1.00 | 152.856 | 152.853 | 152.405 | 14900.00 | 9727058.17 |
| 6483 | 2025.02.24 04:20 | sell | 2121 | 1.00 | 149.468 | 0.000 | 0.000 | ||
| 6484 | 2025.02.24 04:20 | modify | 2121 | 1.00 | 149.468 | 150.868 | 148.868 | ||
| 6485 | 2025.02.24 05:00 | modify | 2121 | 1.00 | 149.468 | 149.283 | 148.868 | ||
| 6486 | 2025.02.24 05:03 | s/l | 2121 | 1.00 | 149.283 | 149.283 | 148.868 | 18500.00 | 9745558.17 |
| 6487 | 2025.02.26 04:15 | sell | 2122 | 1.00 | 149.296 | 0.000 | 0.000 | ||
| 6488 | 2025.02.26 04:15 | modify | 2122 | 1.00 | 149.296 | 150.696 | 148.696 | ||
| 6489 | 2025.02.26 07:00 | close | 2122 | 1.00 | 149.442 | 150.696 | 148.696 | -14600.00 | 9730958.17 |
| 6490 | 2025.02.27 22:15 | buy | 2123 | 1.00 | 149.701 | 0.000 | 0.000 | ||
| 6491 | 2025.02.27 22:15 | modify | 2123 | 1.00 | 149.701 | 148.301 | 150.301 | ||
| 6492 | 2025.02.28 01:35 | close | 2123 | 1.00 | 149.879 | 148.301 | 150.301 | 18757.16 | 9749715.34 |
| 6493 | 2025.02.28 08:15 | sell | 2124 | 1.00 | 149.917 | 0.000 | 0.000 | ||
| 6494 | 2025.02.28 08:15 | modify | 2124 | 1.00 | 149.917 | 151.317 | 149.317 | ||
| 6495 | 2025.02.28 09:45 | close | 2124 | 1.00 | 150.365 | 151.317 | 149.317 | -44800.00 | 9704915.34 |
| 6496 | 2025.03.04 20:55 | sell | 2125 | 1.00 | 149.097 | 0.000 | 0.000 | ||
| 6497 | 2025.03.04 20:55 | modify | 2125 | 1.00 | 149.097 | 150.497 | 148.497 | ||
| 6498 | 2025.03.05 06:25 | close | 2125 | 1.00 | 149.757 | 150.497 | 148.497 | -68058.29 | 9636857.04 |
| 6499 | 2025.03.05 09:55 | buy | 2126 | 1.00 | 149.442 | 0.000 | 0.000 | ||
| 6500 | 2025.03.05 09:55 | modify | 2126 | 1.00 | 149.442 | 148.042 | 150.042 | ||
| 6501 | 2025.03.05 15:05 | close | 2126 | 1.00 | 149.716 | 148.042 | 150.042 | 27400.00 | 9664257.04 |
| 6502 | 2025.03.06 02:15 | sell | 2127 | 1.00 | 149.118 | 0.000 | 0.000 | ||
| 6503 | 2025.03.06 02:15 | modify | 2127 | 1.00 | 149.118 | 150.518 | 148.518 | ||
| 6504 | 2025.03.06 07:25 | close | 2127 | 1.00 | 149.086 | 150.518 | 148.518 | 3200.00 | 9667457.04 |
| 6505 | 2025.03.06 08:00 | buy | 2128 | 1.00 | 148.940 | 0.000 | 0.000 | ||
| 6506 | 2025.03.06 08:00 | modify | 2128 | 1.00 | 148.940 | 147.540 | 149.540 | ||
| 6507 | 2025.03.06 11:05 | close | 2128 | 1.00 | 147.973 | 147.540 | 149.540 | -96700.00 | 9570757.04 |
| 6508 | 2025.03.11 20:25 | buy | 2129 | 1.00 | 147.074 | 0.000 | 0.000 | ||
| 6509 | 2025.03.11 20:25 | modify | 2129 | 1.00 | 147.074 | 145.674 | 147.674 | ||
| 6510 | 2025.03.11 21:05 | modify | 2129 | 1.00 | 147.074 | 147.294 | 147.674 | ||
| 6511 | 2025.03.11 21:10 | close | 2129 | 1.00 | 147.442 | 147.294 | 147.674 | 36800.00 | 9607557.04 |
| 6512 | 2025.03.13 12:40 | sell | 2130 | 1.00 | 148.131 | 0.000 | 0.000 | ||
| 6513 | 2025.03.13 12:40 | modify | 2130 | 1.00 | 148.131 | 149.531 | 147.531 | ||
| 6514 | 2025.03.13 14:25 | close | 2130 | 1.00 | 147.982 | 149.531 | 147.531 | 14900.00 | 9622457.04 |
| 6515 | 2025.03.17 00:40 | sell | 2131 | 1.00 | 148.798 | 0.000 | 0.000 | ||
| 6516 | 2025.03.17 00:40 | modify | 2131 | 1.00 | 148.798 | 150.198 | 148.198 | ||
| 6517 | 2025.03.17 01:50 | close | 2131 | 1.00 | 148.600 | 150.198 | 148.198 | 19800.00 | 9642257.04 |
| 6518 | 2025.03.19 03:55 | sell | 2132 | 1.00 | 149.584 | 0.000 | 0.000 | ||
| 6519 | 2025.03.19 03:55 | modify | 2132 | 1.00 | 149.584 | 150.984 | 148.984 | ||
| 6520 | 2025.03.19 05:15 | close | 2132 | 1.00 | 149.362 | 150.984 | 148.984 | 22200.00 | 9664457.04 |
| 6521 | 2025.03.20 09:10 | buy | 2133 | 1.00 | 148.247 | 0.000 | 0.000 | ||
| 6522 | 2025.03.20 09:10 | modify | 2133 | 1.00 | 148.247 | 146.847 | 148.847 | ||
| 6523 | 2025.03.20 10:20 | close | 2133 | 1.00 | 148.440 | 146.847 | 148.847 | 19300.00 | 9683757.04 |
| 6524 | 2025.03.20 10:40 | sell | 2134 | 1.00 | 148.599 | 0.000 | 0.000 | ||
| 6525 | 2025.03.20 10:40 | modify | 2134 | 1.00 | 148.599 | 149.999 | 147.999 | ||
| 6526 | 2025.03.20 15:30 | close | 2134 | 1.00 | 148.432 | 149.999 | 147.999 | 16700.00 | 9700457.04 |
| 6527 | 2025.03.21 03:25 | sell | 2135 | 1.00 | 148.916 | 0.000 | 0.000 | ||
| 6528 | 2025.03.21 03:25 | modify | 2135 | 1.00 | 148.916 | 150.316 | 148.316 | ||
| 6529 | 2025.03.21 10:20 | close | 2135 | 1.00 | 149.357 | 150.316 | 148.316 | -44100.00 | 9656357.04 |
| 6530 | 2025.03.21 19:55 | sell | 2136 | 1.00 | 149.203 | 0.000 | 0.000 | ||
| 6531 | 2025.03.21 19:55 | modify | 2136 | 1.00 | 149.203 | 150.603 | 148.603 | ||
| 6532 | 2025.03.21 23:00 | close | 2136 | 1.00 | 149.338 | 150.603 | 148.603 | -13500.00 | 9642857.04 |
| 6533 | 2025.03.24 09:40 | buy | 2137 | 1.00 | 149.553 | 0.000 | 0.000 | ||
| 6534 | 2025.03.24 09:40 | modify | 2137 | 1.00 | 149.553 | 148.153 | 150.153 | ||
| 6535 | 2025.03.24 10:05 | modify | 2137 | 1.00 | 149.553 | 149.713 | 150.153 | ||
| 6536 | 2025.03.24 10:15 | close | 2137 | 1.00 | 149.794 | 149.713 | 150.153 | 24100.00 | 9666957.04 |
| 6537 | 2025.03.26 11:15 | buy | 2138 | 1.00 | 150.231 | 0.000 | 0.000 | ||
| 6538 | 2025.03.26 11:15 | modify | 2138 | 1.00 | 150.231 | 148.831 | 150.831 | ||
| 6539 | 2025.03.26 14:50 | close | 2138 | 1.00 | 150.259 | 148.831 | 150.831 | 2800.00 | 9669757.04 |
| 6540 | 2025.03.27 02:00 | buy | 2139 | 1.00 | 150.320 | 0.000 | 0.000 | ||
| 6541 | 2025.03.27 02:00 | modify | 2139 | 1.00 | 150.320 | 148.920 | 150.920 | ||
| 6542 | 2025.03.27 03:05 | close | 2139 | 1.00 | 150.524 | 148.920 | 150.920 | 20400.00 | 9690157.04 |
| 6543 | 2025.03.31 13:50 | sell | 2140 | 1.00 | 149.398 | 0.000 | 0.000 | ||
| 6544 | 2025.03.31 13:50 | modify | 2140 | 1.00 | 149.398 | 150.798 | 148.798 | ||
| 6545 | 2025.03.31 14:35 | modify | 2140 | 1.00 | 149.398 | 149.226 | 148.798 | ||
| 6546 | 2025.03.31 14:36 | s/l | 2140 | 1.00 | 149.228 | 149.226 | 148.798 | 17000.00 | 9707157.04 |
| 6547 | 2025.04.01 08:40 | sell | 2141 | 1.00 | 149.915 | 0.000 | 0.000 | ||
| 6548 | 2025.04.01 08:40 | modify | 2141 | 1.00 | 149.915 | 151.315 | 149.315 | ||
| 6549 | 2025.04.01 10:40 | close | 2141 | 1.00 | 149.696 | 151.315 | 149.315 | 21900.00 | 9729057.04 |
| 6550 | 2025.04.10 04:00 | buy | 2142 | 1.00 | 146.730 | 0.000 | 0.000 | ||
| 6551 | 2025.04.10 04:00 | modify | 2142 | 1.00 | 146.730 | 145.330 | 147.330 | ||
| 6552 | 2025.04.10 04:50 | modify | 2142 | 1.00 | 146.730 | 146.919 | 147.330 | ||
| 6553 | 2025.04.10 04:52 | s/l | 2142 | 1.00 | 146.918 | 146.919 | 147.330 | 18800.00 | 9747857.04 |
| 6554 | 2025.04.11 09:05 | sell | 2143 | 1.00 | 143.869 | 0.000 | 0.000 | ||
| 6555 | 2025.04.11 09:05 | modify | 2143 | 1.00 | 143.869 | 145.269 | 143.269 | ||
| 6556 | 2025.04.11 10:05 | modify | 2143 | 1.00 | 143.869 | 143.669 | 143.269 | ||
| 6557 | 2025.04.11 10:10 | close | 2143 | 1.00 | 143.371 | 143.669 | 143.269 | 49800.00 | 9797657.04 |
| 6558 | 2025.04.14 04:00 | buy | 2144 | 1.00 | 142.906 | 0.000 | 0.000 | ||
| 6559 | 2025.04.14 04:00 | modify | 2144 | 1.00 | 142.906 | 141.506 | 143.506 | ||
| 6560 | 2025.04.14 06:35 | close | 2144 | 1.00 | 143.159 | 141.506 | 143.506 | 25300.00 | 9822957.04 |
| 6561 | 2025.04.16 11:45 | sell | 2145 | 1.00 | 142.775 | 0.000 | 0.000 | ||
| 6562 | 2025.04.16 11:45 | modify | 2145 | 1.00 | 142.775 | 144.175 | 142.175 | ||
| 6563 | 2025.04.16 11:55 | modify | 2145 | 1.00 | 142.775 | 142.624 | 142.175 | ||
| 6564 | 2025.04.16 11:56 | s/l | 2145 | 1.00 | 142.630 | 142.624 | 142.175 | 14500.00 | 9837457.04 |
| 6565 | 2025.04.17 03:05 | sell | 2146 | 1.00 | 142.450 | 0.000 | 0.000 | ||
| 6566 | 2025.04.17 03:05 | modify | 2146 | 1.00 | 142.450 | 143.850 | 141.850 | ||
| 6567 | 2025.04.17 03:15 | modify | 2146 | 1.00 | 142.450 | 142.266 | 141.850 | ||
| 6568 | 2025.04.17 03:15 | s/l | 2146 | 1.00 | 142.267 | 142.266 | 141.850 | 18300.00 | 9855757.04 |
| 6569 | 2025.04.17 04:00 | sell | 2147 | 1.00 | 142.584 | 0.000 | 0.000 | ||
| 6570 | 2025.04.17 04:00 | modify | 2147 | 1.00 | 142.584 | 143.984 | 141.984 | ||
| 6571 | 2025.04.17 13:15 | close | 2147 | 1.00 | 142.583 | 143.984 | 141.984 | 100.00 | 9855857.04 |
| 6572 | 2025.04.21 13:40 | sell | 2148 | 1.00 | 140.928 | 0.000 | 0.000 | ||
| 6573 | 2025.04.21 13:40 | modify | 2148 | 1.00 | 140.928 | 142.328 | 140.328 | ||
| 6574 | 2025.04.21 15:05 | close | 2148 | 1.00 | 140.697 | 142.328 | 140.328 | 23100.00 | 9878957.04 |
| 6575 | 2025.04.23 04:40 | buy | 2149 | 1.00 | 141.847 | 0.000 | 0.000 | ||
| 6576 | 2025.04.23 04:40 | modify | 2149 | 1.00 | 141.847 | 140.447 | 142.447 | ||
| 6577 | 2025.04.23 06:20 | modify | 2149 | 1.00 | 141.847 | 142.045 | 142.447 | ||
| 6578 | 2025.04.23 06:25 | modify | 2149 | 1.00 | 141.847 | 142.049 | 142.447 | ||
| 6579 | 2025.04.23 06:30 | modify | 2149 | 1.00 | 141.847 | 142.051 | 142.447 | ||
| 6580 | 2025.04.23 06:40 | close | 2149 | 1.00 | 142.185 | 142.051 | 142.447 | 33800.00 | 9912757.04 |
| 6581 | 2025.04.24 05:10 | buy | 2150 | 1.00 | 142.727 | 0.000 | 0.000 | ||
| 6582 | 2025.04.24 05:10 | modify | 2150 | 1.00 | 142.727 | 141.327 | 143.327 | ||
| 6583 | 2025.04.24 18:05 | close | 2150 | 1.00 | 142.582 | 141.327 | 143.327 | -14500.00 | 9898257.04 |
| 6584 | 2025.04.28 04:05 | buy | 2151 | 1.00 | 143.416 | 0.000 | 0.000 | ||
| 6585 | 2025.04.28 04:05 | modify | 2151 | 1.00 | 143.416 | 142.016 | 144.016 | ||
| 6586 | 2025.04.28 04:50 | modify | 2151 | 1.00 | 143.416 | 143.573 | 144.016 | ||
| 6587 | 2025.04.28 05:00 | close | 2151 | 1.00 | 143.708 | 143.573 | 144.016 | 29200.00 | 9927457.04 |
| 6588 | 2025.05.02 21:45 | sell | 2152 | 1.00 | 145.049 | 0.000 | 0.000 | ||
| 6589 | 2025.05.02 21:45 | modify | 2152 | 1.00 | 145.049 | 146.449 | 144.449 | ||
| 6590 | 2025.05.02 23:00 | close | 2152 | 1.00 | 144.990 | 146.449 | 144.449 | 5900.00 | 9933357.04 |
| 6591 | 2025.05.05 05:05 | buy | 2153 | 1.00 | 144.173 | 0.000 | 0.000 | ||
| 6592 | 2025.05.05 05:05 | modify | 2153 | 1.00 | 144.173 | 142.773 | 144.773 | ||
| 6593 | 2025.05.05 09:30 | close | 2153 | 1.00 | 144.347 | 142.773 | 144.773 | 17400.00 | 9950757.04 |
| 6594 | 2025.05.05 19:30 | sell | 2154 | 1.00 | 144.160 | 0.000 | 0.000 | ||
| 6595 | 2025.05.05 19:30 | modify | 2154 | 1.00 | 144.160 | 145.560 | 143.560 | ||
| 6596 | 2025.05.05 21:55 | close | 2154 | 1.00 | 143.987 | 145.560 | 143.560 | 17300.00 | 9968057.04 |
| 6597 | 2025.05.05 22:00 | buy | 2155 | 1.00 | 143.922 | 0.000 | 0.000 | ||
| 6598 | 2025.05.05 22:00 | modify | 2155 | 1.00 | 143.922 | 142.522 | 144.522 | ||
| 6599 | 2025.05.06 02:10 | close | 2155 | 1.00 | 143.793 | 142.522 | 144.522 | -11981.90 | 9956075.14 |
| 6600 | 2025.05.12 20:00 | sell | 2156 | 1.00 | 148.508 | 0.000 | 0.000 | ||