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 | |
前へ46ページ目
| # | 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 |
| 6751 | 2025.10.31 06:55 | modify | 2205 | 1.00 | 154.056 | 155.456 | 153.456 | ||
| 6752 | 2025.10.31 08:50 | close | 2205 | 1.00 | 153.856 | 155.456 | 153.456 | 20000.00 | 9991395.03 |
| 6753 | 2025.11.06 02:25 | buy | 2206 | 1.00 | 153.862 | 0.000 | 0.000 | ||
| 6754 | 2025.11.06 02:25 | modify | 2206 | 1.00 | 153.862 | 152.462 | 154.462 | ||
| 6755 | 2025.11.06 06:35 | close | 2206 | 1.00 | 153.966 | 152.462 | 154.462 | 10400.00 | 10001795.03 |
| 6756 | 2025.11.10 23:55 | sell | 2207 | 1.00 | 154.153 | 0.000 | 0.000 | ||
| 6757 | 2025.11.10 23:55 | modify | 2207 | 1.00 | 154.153 | 155.553 | 153.553 | ||
| 6758 | 2025.11.11 00:05 | close | 2207 | 1.00 | 154.093 | 155.553 | 153.553 | 3880.42 | 10005675.45 |
| 6759 | 2025.11.12 18:10 | buy | 2208 | 1.00 | 154.720 | 0.000 | 0.000 | ||
| 6760 | 2025.11.12 18:10 | modify | 2208 | 1.00 | 154.720 | 153.320 | 155.320 | ||
| 6761 | 2025.11.12 22:00 | close | 2208 | 1.00 | 154.710 | 153.320 | 155.320 | -1000.00 | 10004675.45 |
| 6762 | 2025.11.13 04:05 | buy | 2209 | 1.00 | 154.669 | 0.000 | 0.000 | ||
| 6763 | 2025.11.13 04:05 | modify | 2209 | 1.00 | 154.669 | 153.269 | 155.269 | ||
| 6764 | 2025.11.13 06:25 | close | 2209 | 1.00 | 154.818 | 153.269 | 155.269 | 14900.00 | 10019575.45 |
| 6765 | 2025.11.20 02:10 | buy | 2210 | 1.00 | 156.903 | 0.000 | 0.000 | ||
| 6766 | 2025.11.20 02:10 | modify | 2210 | 1.00 | 156.903 | 155.503 | 157.503 | ||
| 6767 | 2025.11.20 02:25 | close | 2210 | 1.00 | 157.036 | 155.503 | 157.503 | 13300.00 | 10032875.45 |
| 6768 | 2025.11.26 01:50 | sell | 2211 | 1.00 | 156.212 | 0.000 | 0.000 | ||
| 6769 | 2025.11.26 01:50 | modify | 2211 | 1.00 | 156.212 | 157.612 | 155.612 | ||
| 6770 | 2025.11.26 03:35 | close | 2211 | 1.00 | 155.985 | 157.612 | 155.612 | 22700.00 | 10055575.45 |
| 6771 | 2025.12.01 20:25 | sell | 2212 | 1.00 | 155.438 | 0.000 | 0.000 | ||
| 6772 | 2025.12.01 20:25 | modify | 2212 | 1.00 | 155.438 | 156.838 | 154.838 | ||
| 6773 | 2025.12.02 00:05 | close | 2212 | 1.00 | 155.508 | 156.838 | 154.838 | -9137.53 | 10046437.92 |
| 6774 | 2025.12.05 12:15 | sell | 2213 | 1.00 | 155.062 | 0.000 | 0.000 | ||
| 6775 | 2025.12.05 12:15 | modify | 2213 | 1.00 | 155.062 | 156.462 | 154.462 | ||
| 6776 | 2025.12.05 22:00 | close | 2213 | 1.00 | 155.296 | 156.462 | 154.462 | -23400.00 | 10023037.92 |
| 6777 | 2025.12.11 07:50 | sell | 2214 | 1.00 | 155.985 | 0.000 | 0.000 | ||
| 6778 | 2025.12.11 07:50 | modify | 2214 | 1.00 | 155.985 | 157.385 | 155.385 | ||
| 6779 | 2025.12.11 09:40 | close | 2214 | 1.00 | 155.892 | 157.385 | 155.385 | 9300.00 | 10032337.92 |
| 6780 | 2025.12.11 21:10 | sell | 2215 | 1.00 | 155.461 | 0.000 | 0.000 | ||
| 6781 | 2025.12.11 21:10 | modify | 2215 | 1.00 | 155.461 | 156.861 | 154.861 | ||
| 6782 | 2025.12.12 01:10 | close | 2215 | 1.00 | 155.501 | 156.861 | 154.861 | -6139.31 | 10026198.61 |
| 6783 | 2025.12.22 04:05 | buy | 2216 | 1.00 | 157.274 | 0.000 | 0.000 | ||
| 6784 | 2025.12.22 04:05 | modify | 2216 | 1.00 | 157.274 | 155.874 | 157.874 | ||
| 6785 | 2025.12.22 10:00 | close | 2216 | 1.00 | 157.493 | 155.874 | 157.874 | 21900.00 | 10048098.61 |
| 6786 | 2025.12.23 02:55 | buy | 2217 | 1.00 | 156.715 | 0.000 | 0.000 | ||
| 6787 | 2025.12.23 02:55 | modify | 2217 | 1.00 | 156.715 | 155.315 | 157.315 | ||
| 6788 | 2025.12.23 08:35 | close | 2217 | 1.00 | 156.160 | 155.315 | 157.315 | -55500.00 | 9992598.61 |
| 6789 | 2025.12.24 02:05 | buy | 2218 | 1.00 | 156.036 | 0.000 | 0.000 | ||
| 6790 | 2025.12.24 02:05 | modify | 2218 | 1.00 | 156.036 | 154.636 | 156.636 | ||
| 6791 | 2025.12.24 02:25 | modify | 2218 | 1.00 | 156.036 | 156.205 | 156.636 | ||
| 6792 | 2025.12.24 02:30 | s/l | 2218 | 1.00 | 156.202 | 156.205 | 156.636 | 16600.00 | 10009198.61 |
| 6793 | 2026.01.06 01:05 | sell | 2219 | 1.00 | 156.546 | 0.000 | 0.000 | ||
| 6794 | 2026.01.06 01:05 | modify | 2219 | 1.00 | 156.546 | 157.946 | 155.946 | ||
| 6795 | 2026.01.06 03:55 | close | 2219 | 1.00 | 156.495 | 157.946 | 155.946 | 5100.00 | 10014298.61 |
| 6796 | 2026.01.06 04:50 | buy | 2220 | 1.00 | 156.328 | 0.000 | 0.000 | ||
| 6797 | 2026.01.06 04:50 | modify | 2220 | 1.00 | 156.328 | 154.928 | 156.928 | ||
| 6798 | 2026.01.06 08:10 | close | 2220 | 1.00 | 156.464 | 154.928 | 156.928 | 13600.00 | 10027898.61 |
| 6799 | 2026.01.12 02:35 | buy | 2221 | 1.00 | 157.777 | 0.000 | 0.000 | ||
| 6800 | 2026.01.12 02:35 | modify | 2221 | 1.00 | 157.777 | 156.377 | 158.377 | ||
| 6801 | 2026.01.12 04:30 | close | 2221 | 1.00 | 157.871 | 156.377 | 158.377 | 9400.00 | 10037298.61 |
| 6802 | 2026.01.12 05:55 | sell | 2222 | 1.00 | 158.080 | 0.000 | 0.000 | ||
| 6803 | 2026.01.12 05:55 | modify | 2222 | 1.00 | 158.080 | 159.480 | 157.480 | ||
| 6804 | 2026.01.12 08:00 | close | 2222 | 1.00 | 158.008 | 159.480 | 157.480 | 7200.00 | 10044498.61 |
| 6805 | 2026.01.14 22:05 | sell | 2223 | 1.00 | 158.549 | 0.000 | 0.000 | ||
| 6806 | 2026.01.14 22:05 | modify | 2223 | 1.00 | 158.549 | 159.949 | 157.949 | ||
| 6807 | 2026.01.15 00:00 | close | 2223 | 1.00 | 158.490 | 159.949 | 157.949 | -635.73 | 10043862.88 |
| 6808 | 2026.01.26 06:15 | buy | 2224 | 1.00 | 153.910 | 0.000 | 0.000 | ||
| 6809 | 2026.01.26 06:15 | modify | 2224 | 1.00 | 153.910 | 152.510 | 154.510 | ||
| 6810 | 2026.01.26 06:20 | close | 2224 | 1.00 | 153.895 | 152.510 | 154.510 | -1500.00 | 10042362.88 |
| 6811 | 2026.01.26 08:15 | sell | 2225 | 1.00 | 154.400 | 0.000 | 0.000 | ||
| 6812 | 2026.01.26 08:15 | modify | 2225 | 1.00 | 154.400 | 155.800 | 153.800 | ||
| 6813 | 2026.01.26 08:30 | close | 2225 | 1.00 | 154.221 | 155.800 | 153.800 | 17900.00 | 10060262.88 |
| 6814 | 2026.01.26 20:50 | sell | 2226 | 1.00 | 154.151 | 0.000 | 0.000 | ||
| 6815 | 2026.01.26 20:50 | modify | 2226 | 1.00 | 154.151 | 155.551 | 153.551 | ||
| 6816 | 2026.01.26 22:15 | close | 2226 | 1.00 | 153.919 | 155.551 | 153.551 | 23200.00 | 10083462.88 |
| 6817 | 2026.01.29 01:40 | buy | 2227 | 1.00 | 153.131 | 0.000 | 0.000 | ||
| 6818 | 2026.01.29 01:40 | modify | 2227 | 1.00 | 153.131 | 151.731 | 153.731 | ||
| 6819 | 2026.01.29 04:05 | modify | 2227 | 1.00 | 153.131 | 153.309 | 153.731 | ||
| 6820 | 2026.01.29 04:08 | s/l | 2227 | 1.00 | 153.312 | 153.309 | 153.731 | 18100.00 | 10101562.88 |
| 6821 | 2026.01.29 09:30 | sell | 2228 | 1.00 | 153.293 | 0.000 | 0.000 | ||
| 6822 | 2026.01.29 09:30 | modify | 2228 | 1.00 | 153.293 | 154.693 | 152.693 | ||
| 6823 | 2026.01.29 15:00 | close | 2228 | 1.00 | 153.228 | 154.693 | 152.693 | 6500.00 | 10108062.88 |
| 6824 | 2026.02.10 01:35 | sell | 2229 | 1.00 | 156.073 | 0.000 | 0.000 | ||
| 6825 | 2026.02.10 01:35 | modify | 2229 | 1.00 | 156.073 | 157.473 | 155.473 | ||
| 6826 | 2026.02.10 03:05 | close | 2229 | 1.00 | 155.919 | 157.473 | 155.473 | 15400.00 | 10123462.88 |
| 6827 | 2026.02.11 01:15 | sell | 2230 | 1.00 | 154.495 | 0.000 | 0.000 | ||
| 6828 | 2026.02.11 01:15 | modify | 2230 | 1.00 | 154.495 | 155.895 | 153.895 | ||
| 6829 | 2026.02.11 02:25 | close | 2230 | 1.00 | 154.302 | 155.895 | 153.895 | 19300.00 | 10142762.88 |
| 6830 | 2026.02.11 02:35 | buy | 2231 | 1.00 | 154.218 | 0.000 | 0.000 | ||
| 6831 | 2026.02.11 02:35 | modify | 2231 | 1.00 | 154.218 | 152.818 | 154.818 | ||
| 6832 | 2026.02.11 03:05 | close | 2231 | 1.00 | 153.971 | 152.818 | 154.818 | -24700.00 | 10118062.88 |
| 6833 | 2026.02.12 18:05 | buy | 2232 | 1.00 | 152.644 | 0.000 | 0.000 | ||
| 6834 | 2026.02.12 18:05 | modify | 2232 | 1.00 | 152.644 | 151.244 | 153.244 | ||
| 6835 | 2026.02.12 19:50 | modify | 2232 | 1.00 | 152.644 | 152.805 | 153.244 | ||
| 6836 | 2026.02.12 20:02 | s/l | 2232 | 1.00 | 152.804 | 152.805 | 153.244 | 16000.00 | 10134062.88 |
| 6837 | 2026.02.13 03:30 | sell | 2233 | 1.00 | 153.324 | 0.000 | 0.000 | ||
| 6838 | 2026.02.13 03:30 | modify | 2233 | 1.00 | 153.324 | 154.724 | 152.724 | ||
| 6839 | 2026.02.13 04:30 | modify | 2233 | 1.00 | 153.324 | 153.120 | 152.724 | ||
| 6840 | 2026.02.13 04:34 | s/l | 2233 | 1.00 | 153.128 | 153.120 | 152.724 | 19600.00 | 10153662.88 |
| 6841 | 2026.02.16 02:10 | sell | 2234 | 1.00 | 152.929 | 0.000 | 0.000 | ||
| 6842 | 2026.02.16 02:10 | modify | 2234 | 1.00 | 152.929 | 154.329 | 152.329 | ||
| 6843 | 2026.02.16 08:35 | close | 2234 | 1.00 | 153.128 | 154.329 | 152.329 | -19900.00 | 10133762.88 |
| 6844 | 2026.02.17 22:05 | buy | 2235 | 1.00 | 153.225 | 0.000 | 0.000 | ||
| 6845 | 2026.02.17 22:05 | modify | 2235 | 1.00 | 153.225 | 151.825 | 153.825 | ||
| 6846 | 2026.02.18 03:20 | close | 2235 | 1.00 | 153.395 | 151.825 | 153.825 | 17979.49 | 10151742.37 |
| 6847 | 2026.02.19 10:05 | buy | 2236 | 1.00 | 154.911 | 0.000 | 0.000 | ||
| 6848 | 2026.02.19 10:05 | modify | 2236 | 1.00 | 154.911 | 153.511 | 155.511 | ||
| 6849 | 2026.02.19 15:00 | close | 2236 | 1.00 | 154.801 | 153.511 | 155.511 | -11000.00 | 10140742.37 |
| 6850 | 2026.02.23 11:55 | sell | 2237 | 1.00 | 154.852 | 0.000 | 0.000 | ||
| 6851 | 2026.02.23 11:55 | modify | 2237 | 1.00 | 154.852 | 156.252 | 154.252 | ||
| 6852 | 2026.02.23 15:20 | close | 2237 | 1.00 | 154.727 | 156.252 | 154.252 | 12500.00 | 10153242.37 |
| 6853 | 2026.02.23 18:45 | buy | 2238 | 1.00 | 154.314 | 0.000 | 0.000 | ||
| 6854 | 2026.02.23 18:45 | modify | 2238 | 1.00 | 154.314 | 152.914 | 154.914 | ||
| 6855 | 2026.02.23 20:15 | close | 2238 | 1.00 | 154.504 | 152.914 | 154.914 | 19000.00 | 10172242.37 |
| 6856 | 2026.02.23 20:25 | sell | 2239 | 1.00 | 154.583 | 0.000 | 0.000 | ||
| 6857 | 2026.02.23 20:25 | modify | 2239 | 1.00 | 154.583 | 155.983 | 153.983 | ||
| 6858 | 2026.02.23 20:55 | close | 2239 | 1.00 | 154.511 | 155.983 | 153.983 | 7200.00 | 10179442.37 |
前へ46ページ目