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 |
| 6601 | 2025.05.12 20:00 | modify | 2156 | 1.00 | 148.508 | 149.908 | 147.908 | ||
| 6602 | 2025.05.12 21:55 | close | 2156 | 1.00 | 148.296 | 149.908 | 147.908 | 21200.00 | 9977275.14 |
| 6603 | 2025.05.14 03:10 | sell | 2157 | 1.00 | 147.609 | 0.000 | 0.000 | ||
| 6604 | 2025.05.14 03:10 | modify | 2157 | 1.00 | 147.609 | 149.009 | 147.009 | ||
| 6605 | 2025.05.14 03:35 | close | 2157 | 1.00 | 147.453 | 149.009 | 147.009 | 15600.00 | 9992875.14 |
| 6606 | 2025.05.14 19:45 | sell | 2158 | 1.00 | 146.834 | 0.000 | 0.000 | ||
| 6607 | 2025.05.14 19:45 | modify | 2158 | 1.00 | 146.834 | 148.234 | 146.234 | ||
| 6608 | 2025.05.14 20:25 | close | 2158 | 1.00 | 146.479 | 148.234 | 146.234 | 35500.00 | 10028375.14 |
| 6609 | 2025.05.16 12:50 | sell | 2159 | 1.00 | 145.545 | 0.000 | 0.000 | ||
| 6610 | 2025.05.16 12:50 | modify | 2159 | 1.00 | 145.545 | 146.945 | 144.945 | ||
| 6611 | 2025.05.16 16:15 | close | 2159 | 1.00 | 145.434 | 146.945 | 144.945 | 11100.00 | 10039475.14 |
| 6612 | 2025.05.19 23:00 | buy | 2160 | 1.00 | 144.860 | 0.000 | 0.000 | ||
| 6613 | 2025.05.19 23:00 | modify | 2160 | 1.00 | 144.860 | 143.460 | 145.460 | ||
| 6614 | 2025.05.20 01:20 | close | 2160 | 1.00 | 144.951 | 143.460 | 145.460 | 10025.53 | 10049500.67 |
| 6615 | 2025.05.20 21:30 | buy | 2161 | 1.00 | 144.521 | 0.000 | 0.000 | ||
| 6616 | 2025.05.20 21:30 | modify | 2161 | 1.00 | 144.521 | 143.121 | 145.121 | ||
| 6617 | 2025.05.21 05:10 | close | 2161 | 1.00 | 144.035 | 143.121 | 145.121 | -47676.76 | 10001823.91 |
| 6618 | 2025.05.21 11:55 | sell | 2162 | 1.00 | 144.176 | 0.000 | 0.000 | ||
| 6619 | 2025.05.21 11:55 | modify | 2162 | 1.00 | 144.176 | 145.576 | 143.576 | ||
| 6620 | 2025.05.21 13:10 | modify | 2162 | 1.00 | 144.176 | 144.023 | 143.576 | ||
| 6621 | 2025.05.21 13:15 | modify | 2162 | 1.00 | 144.176 | 143.996 | 143.576 | ||
| 6622 | 2025.05.21 13:20 | close | 2162 | 1.00 | 143.783 | 143.996 | 143.576 | 39300.00 | 10041123.91 |
| 6623 | 2025.05.23 05:15 | buy | 2163 | 1.00 | 143.572 | 0.000 | 0.000 | ||
| 6624 | 2025.05.23 05:15 | modify | 2163 | 1.00 | 143.572 | 142.172 | 144.172 | ||
| 6625 | 2025.05.23 08:45 | close | 2163 | 1.00 | 143.544 | 142.172 | 144.172 | -2800.00 | 10038323.91 |
| 6626 | 2025.05.29 02:05 | sell | 2164 | 1.00 | 144.982 | 0.000 | 0.000 | ||
| 6627 | 2025.05.29 02:05 | modify | 2164 | 1.00 | 144.982 | 146.382 | 144.382 | ||
| 6628 | 2025.05.29 02:10 | close | 2164 | 1.00 | 145.192 | 146.382 | 144.382 | -21000.00 | 10017323.91 |
| 6629 | 2025.06.02 22:40 | buy | 2165 | 1.00 | 142.727 | 0.000 | 0.000 | ||
| 6630 | 2025.06.02 22:40 | modify | 2165 | 1.00 | 142.727 | 141.327 | 143.327 | ||
| 6631 | 2025.06.03 02:00 | close | 2165 | 1.00 | 142.524 | 141.327 | 143.327 | -19388.22 | 9997935.70 |
| 6632 | 2025.06.05 02:20 | buy | 2166 | 1.00 | 142.629 | 0.000 | 0.000 | ||
| 6633 | 2025.06.05 02:20 | modify | 2166 | 1.00 | 142.629 | 141.229 | 143.229 | ||
| 6634 | 2025.06.05 02:55 | close | 2166 | 1.00 | 142.817 | 141.229 | 143.229 | 18800.00 | 10016735.70 |
| 6635 | 2025.06.10 08:25 | buy | 2167 | 1.00 | 144.654 | 0.000 | 0.000 | ||
| 6636 | 2025.06.10 08:25 | modify | 2167 | 1.00 | 144.654 | 143.254 | 145.254 | ||
| 6637 | 2025.06.10 10:15 | close | 2167 | 1.00 | 144.775 | 143.254 | 145.254 | 12100.00 | 10028835.70 |
| 6638 | 2025.06.13 06:35 | sell | 2168 | 1.00 | 143.571 | 0.000 | 0.000 | ||
| 6639 | 2025.06.13 06:35 | modify | 2168 | 1.00 | 143.571 | 144.971 | 142.971 | ||
| 6640 | 2025.06.13 17:00 | close | 2168 | 1.00 | 144.124 | 144.971 | 142.971 | -55300.00 | 9973535.70 |
| 6641 | 2025.06.13 21:50 | buy | 2169 | 1.00 | 143.869 | 0.000 | 0.000 | ||
| 6642 | 2025.06.13 21:50 | modify | 2169 | 1.00 | 143.869 | 142.469 | 144.469 | ||
| 6643 | 2025.06.13 23:00 | close | 2169 | 1.00 | 143.930 | 142.469 | 144.469 | 6100.00 | 9979635.70 |
| 6644 | 2025.06.16 08:10 | buy | 2170 | 1.00 | 144.231 | 0.000 | 0.000 | ||
| 6645 | 2025.06.16 08:10 | modify | 2170 | 1.00 | 144.231 | 142.831 | 144.831 | ||
| 6646 | 2025.06.16 10:05 | close | 2170 | 1.00 | 144.275 | 142.831 | 144.831 | 4400.00 | 9984035.70 |
| 6647 | 2025.06.17 07:10 | buy | 2171 | 1.00 | 144.591 | 0.000 | 0.000 | ||
| 6648 | 2025.06.17 07:10 | modify | 2171 | 1.00 | 144.591 | 143.191 | 145.191 | ||
| 6649 | 2025.06.17 09:05 | close | 2171 | 1.00 | 144.753 | 143.191 | 145.191 | 16200.00 | 10000235.70 |
| 6650 | 2025.06.18 21:50 | sell | 2172 | 1.00 | 144.945 | 0.000 | 0.000 | ||
| 6651 | 2025.06.18 21:50 | modify | 2172 | 1.00 | 144.945 | 146.345 | 144.345 | ||
| 6652 | 2025.06.19 01:20 | close | 2172 | 1.00 | 144.909 | 146.345 | 144.345 | -2387.60 | 9997848.09 |
| 6653 | 2025.06.19 21:25 | buy | 2173 | 1.00 | 145.486 | 0.000 | 0.000 | ||
| 6654 | 2025.06.19 21:25 | modify | 2173 | 1.00 | 145.486 | 144.086 | 146.086 | ||
| 6655 | 2025.06.20 07:30 | close | 2173 | 1.00 | 145.318 | 144.086 | 146.086 | -15871.37 | 9981976.72 |
| 6656 | 2025.06.20 07:40 | sell | 2174 | 1.00 | 145.390 | 0.000 | 0.000 | ||
| 6657 | 2025.06.20 07:40 | modify | 2174 | 1.00 | 145.390 | 146.790 | 144.790 | ||
| 6658 | 2025.06.20 12:30 | close | 2174 | 1.00 | 145.285 | 146.790 | 144.790 | 10500.00 | 9992476.72 |
| 6659 | 2025.07.02 19:25 | buy | 2175 | 1.00 | 143.672 | 0.000 | 0.000 | ||
| 6660 | 2025.07.02 19:25 | modify | 2175 | 1.00 | 143.672 | 142.272 | 144.272 | ||
| 6661 | 2025.07.03 05:10 | close | 2175 | 1.00 | 143.622 | 142.272 | 144.272 | -2246.67 | 9990230.05 |
| 6662 | 2025.07.04 02:40 | buy | 2176 | 1.00 | 144.779 | 0.000 | 0.000 | ||
| 6663 | 2025.07.04 02:40 | modify | 2176 | 1.00 | 144.779 | 143.379 | 145.379 | ||
| 6664 | 2025.07.04 15:00 | close | 2176 | 1.00 | 144.388 | 143.379 | 145.379 | -39100.00 | 9951130.05 |
| 6665 | 2025.07.08 23:15 | buy | 2177 | 1.00 | 146.541 | 0.000 | 0.000 | ||
| 6666 | 2025.07.08 23:15 | modify | 2177 | 1.00 | 146.541 | 145.141 | 147.141 | ||
| 6667 | 2025.07.09 02:10 | close | 2177 | 1.00 | 146.655 | 145.141 | 147.141 | 12336.54 | 9963466.59 |
| 6668 | 2025.07.10 06:45 | sell | 2178 | 1.00 | 146.231 | 0.000 | 0.000 | ||
| 6669 | 2025.07.10 06:45 | modify | 2178 | 1.00 | 146.231 | 147.631 | 145.631 | ||
| 6670 | 2025.07.10 12:45 | close | 2178 | 1.00 | 146.203 | 147.631 | 145.631 | 2800.00 | 9966266.59 |
| 6671 | 2025.07.14 03:55 | buy | 2179 | 1.00 | 147.008 | 0.000 | 0.000 | ||
| 6672 | 2025.07.14 03:55 | modify | 2179 | 1.00 | 147.008 | 145.608 | 147.608 | ||
| 6673 | 2025.07.14 05:10 | close | 2179 | 1.00 | 147.178 | 145.608 | 147.608 | 17000.00 | 9983266.59 |
| 6674 | 2025.07.14 06:40 | sell | 2180 | 1.00 | 147.369 | 0.000 | 0.000 | ||
| 6675 | 2025.07.14 06:40 | modify | 2180 | 1.00 | 147.369 | 148.769 | 146.769 | ||
| 6676 | 2025.07.14 09:45 | close | 2180 | 1.00 | 147.251 | 148.769 | 146.769 | 11800.00 | 9995066.59 |
| 6677 | 2025.07.17 03:05 | sell | 2181 | 1.00 | 148.091 | 0.000 | 0.000 | ||
| 6678 | 2025.07.17 03:05 | modify | 2181 | 1.00 | 148.091 | 149.491 | 147.491 | ||
| 6679 | 2025.07.17 08:15 | close | 2181 | 1.00 | 148.398 | 149.491 | 147.491 | -30700.00 | 9964366.59 |
| 6680 | 2025.07.22 12:10 | buy | 2182 | 1.00 | 147.492 | 0.000 | 0.000 | ||
| 6681 | 2025.07.22 12:10 | modify | 2182 | 1.00 | 147.492 | 146.092 | 148.092 | ||
| 6682 | 2025.07.22 15:45 | close | 2182 | 1.00 | 147.054 | 146.092 | 148.092 | -43800.00 | 9920566.59 |
| 6683 | 2025.07.23 02:15 | buy | 2183 | 1.00 | 146.354 | 0.000 | 0.000 | ||
| 6684 | 2025.07.23 02:15 | modify | 2183 | 1.00 | 146.354 | 144.954 | 146.954 | ||
| 6685 | 2025.07.23 02:20 | modify | 2183 | 1.00 | 146.354 | 146.505 | 146.954 | ||
| 6686 | 2025.07.23 02:25 | close | 2183 | 1.00 | 146.727 | 146.505 | 146.954 | 37300.00 | 9957866.59 |
| 6687 | 2025.07.24 09:45 | sell | 2184 | 1.00 | 146.276 | 0.000 | 0.000 | ||
| 6688 | 2025.07.24 09:45 | modify | 2184 | 1.00 | 146.276 | 147.676 | 145.676 | ||
| 6689 | 2025.07.24 16:50 | close | 2184 | 1.00 | 146.525 | 147.676 | 145.676 | -24900.00 | 9932966.59 |
| 6690 | 2025.08.04 04:10 | sell | 2185 | 1.00 | 147.772 | 0.000 | 0.000 | ||
| 6691 | 2025.08.04 04:10 | modify | 2185 | 1.00 | 147.772 | 149.172 | 147.172 | ||
| 6692 | 2025.08.04 07:25 | close | 2185 | 1.00 | 147.580 | 149.172 | 147.172 | 19200.00 | 9952166.59 |
| 6693 | 2025.08.05 02:10 | buy | 2186 | 1.00 | 146.790 | 0.000 | 0.000 | ||
| 6694 | 2025.08.05 02:10 | modify | 2186 | 1.00 | 146.790 | 145.390 | 147.390 | ||
| 6695 | 2025.08.05 02:15 | close | 2186 | 1.00 | 146.735 | 145.390 | 147.390 | -5500.00 | 9946666.59 |
| 6696 | 2025.08.06 06:20 | buy | 2187 | 1.00 | 147.432 | 0.000 | 0.000 | ||
| 6697 | 2025.08.06 06:20 | modify | 2187 | 1.00 | 147.432 | 146.032 | 148.032 | ||
| 6698 | 2025.08.06 08:00 | close | 2187 | 1.00 | 147.351 | 146.032 | 148.032 | -8100.00 | 9938566.59 |
| 6699 | 2025.08.13 04:35 | sell | 2188 | 1.00 | 147.972 | 0.000 | 0.000 | ||
| 6700 | 2025.08.13 04:35 | modify | 2188 | 1.00 | 147.972 | 149.372 | 147.372 | ||
| 6701 | 2025.08.13 08:00 | close | 2188 | 1.00 | 147.936 | 149.372 | 147.372 | 3600.00 | 9942166.59 |
| 6702 | 2025.08.13 09:35 | buy | 2189 | 1.00 | 147.807 | 0.000 | 0.000 | ||
| 6703 | 2025.08.13 09:35 | modify | 2189 | 1.00 | 147.807 | 146.407 | 148.407 | ||
| 6704 | 2025.08.13 11:30 | close | 2189 | 1.00 | 147.339 | 146.407 | 148.407 | -46800.00 | 9895366.59 |
| 6705 | 2025.08.13 21:05 | sell | 2190 | 1.00 | 147.456 | 0.000 | 0.000 | ||
| 6706 | 2025.08.13 21:05 | modify | 2190 | 1.00 | 147.456 | 148.856 | 146.856 | ||
| 6707 | 2025.08.13 23:30 | close | 2190 | 1.00 | 147.353 | 148.856 | 146.856 | 10300.00 | 9905666.59 |
| 6708 | 2025.08.26 03:05 | buy | 2191 | 1.00 | 147.451 | 0.000 | 0.000 | ||
| 6709 | 2025.08.26 03:05 | modify | 2191 | 1.00 | 147.451 | 146.051 | 148.051 | ||
| 6710 | 2025.08.26 05:35 | close | 2191 | 1.00 | 147.490 | 146.051 | 148.051 | 3900.00 | 9909566.59 |
| 6711 | 2025.08.28 23:25 | sell | 2192 | 1.00 | 146.989 | 0.000 | 0.000 | ||
| 6712 | 2025.08.28 23:25 | modify | 2192 | 1.00 | 146.989 | 148.389 | 146.389 | ||
| 6713 | 2025.08.29 00:05 | close | 2192 | 1.00 | 146.902 | 148.389 | 146.389 | 6679.75 | 9916246.35 |
| 6714 | 2025.09.04 22:40 | buy | 2193 | 1.00 | 148.480 | 0.000 | 0.000 | ||
| 6715 | 2025.09.04 22:40 | modify | 2193 | 1.00 | 148.480 | 147.080 | 149.080 | ||
| 6716 | 2025.09.05 09:15 | close | 2193 | 1.00 | 148.238 | 147.080 | 149.080 | -23251.32 | 9892995.03 |
| 6717 | 2025.09.08 09:55 | buy | 2194 | 1.00 | 147.842 | 0.000 | 0.000 | ||
| 6718 | 2025.09.08 09:55 | modify | 2194 | 1.00 | 147.842 | 146.442 | 148.442 | ||
| 6719 | 2025.09.08 13:10 | close | 2194 | 1.00 | 147.826 | 146.442 | 148.442 | -1600.00 | 9891395.03 |
| 6720 | 2025.09.08 21:55 | buy | 2195 | 1.00 | 147.497 | 0.000 | 0.000 | ||
| 6721 | 2025.09.08 21:55 | modify | 2195 | 1.00 | 147.497 | 146.097 | 148.097 | ||
| 6722 | 2025.09.08 23:45 | close | 2195 | 1.00 | 147.536 | 146.097 | 148.097 | 3900.00 | 9895295.03 |
| 6723 | 2025.09.12 04:55 | sell | 2196 | 1.00 | 147.419 | 0.000 | 0.000 | ||
| 6724 | 2025.09.12 04:55 | modify | 2196 | 1.00 | 147.419 | 148.819 | 146.819 | ||
| 6725 | 2025.09.12 08:40 | close | 2196 | 1.00 | 147.438 | 148.819 | 146.819 | -1900.00 | 9893395.03 |
| 6726 | 2025.09.12 08:55 | buy | 2197 | 1.00 | 147.345 | 0.000 | 0.000 | ||
| 6727 | 2025.09.12 08:55 | modify | 2197 | 1.00 | 147.345 | 145.945 | 147.945 | ||
| 6728 | 2025.09.12 09:25 | close | 2197 | 1.00 | 147.445 | 145.945 | 147.945 | 10000.00 | 9903395.03 |
| 6729 | 2025.09.12 20:20 | buy | 2198 | 1.00 | 147.607 | 0.000 | 0.000 | ||
| 6730 | 2025.09.12 20:20 | modify | 2198 | 1.00 | 147.607 | 146.207 | 148.207 | ||
| 6731 | 2025.09.12 23:00 | close | 2198 | 1.00 | 147.584 | 146.207 | 148.207 | -2300.00 | 9901095.03 |
| 6732 | 2025.09.18 10:50 | buy | 2199 | 1.00 | 147.042 | 0.000 | 0.000 | ||
| 6733 | 2025.09.18 10:50 | modify | 2199 | 1.00 | 147.042 | 145.642 | 147.642 | ||
| 6734 | 2025.09.18 11:15 | close | 2199 | 1.00 | 147.279 | 145.642 | 147.642 | 23700.00 | 9924795.03 |
| 6735 | 2025.09.19 03:30 | sell | 2200 | 1.00 | 148.100 | 0.000 | 0.000 | ||
| 6736 | 2025.09.19 03:30 | modify | 2200 | 1.00 | 148.100 | 149.500 | 147.500 | ||
| 6737 | 2025.09.19 06:10 | close | 2200 | 1.00 | 147.958 | 149.500 | 147.500 | 14200.00 | 9938995.03 |
| 6738 | 2025.10.16 07:35 | sell | 2201 | 1.00 | 150.957 | 0.000 | 0.000 | ||
| 6739 | 2025.10.16 07:35 | modify | 2201 | 1.00 | 150.957 | 152.357 | 150.357 | ||
| 6740 | 2025.10.16 10:50 | close | 2201 | 1.00 | 150.966 | 152.357 | 150.357 | -900.00 | 9938095.03 |
| 6741 | 2025.10.20 07:25 | buy | 2202 | 1.00 | 150.646 | 0.000 | 0.000 | ||
| 6742 | 2025.10.20 07:25 | modify | 2202 | 1.00 | 150.646 | 149.246 | 151.246 | ||
| 6743 | 2025.10.20 10:15 | close | 2202 | 1.00 | 150.774 | 149.246 | 151.246 | 12800.00 | 9950895.03 |
| 6744 | 2025.10.22 09:05 | sell | 2203 | 1.00 | 151.927 | 0.000 | 0.000 | ||
| 6745 | 2025.10.22 09:05 | modify | 2203 | 1.00 | 151.927 | 153.327 | 151.327 | ||
| 6746 | 2025.10.22 10:05 | close | 2203 | 1.00 | 151.680 | 153.327 | 151.327 | 24700.00 | 9975595.03 |
| 6747 | 2025.10.23 13:55 | sell | 2204 | 1.00 | 152.732 | 0.000 | 0.000 | ||
| 6748 | 2025.10.23 13:55 | modify | 2204 | 1.00 | 152.732 | 154.132 | 152.132 | ||
| 6749 | 2025.10.23 14:00 | close | 2204 | 1.00 | 152.774 | 154.132 | 152.132 | -4200.00 | 9971395.03 |
| 6750 | 2025.10.31 06:55 | sell | 2205 | 1.00 | 154.056 | 0.000 | 0.000 | ||