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 |
| 601 | 2006.03.20 06:45 | close | 199 | 1.00 | 116.246 | 117.436 | 115.436 | -21000.00 | 1367870.23 |
| 602 | 2006.03.20 11:35 | buy | 200 | 1.00 | 115.911 | 0.000 | 0.000 | ||
| 603 | 2006.03.20 11:35 | modify | 200 | 1.00 | 115.911 | 114.511 | 116.511 | ||
| 604 | 2006.03.20 13:10 | modify | 200 | 1.00 | 115.911 | 116.065 | 116.511 | ||
| 605 | 2006.03.20 13:40 | modify | 200 | 1.00 | 115.911 | 116.067 | 116.511 | ||
| 606 | 2006.03.20 13:45 | close | 200 | 1.00 | 116.153 | 116.067 | 116.511 | 24200.00 | 1392070.23 |
| 607 | 2006.03.21 04:50 | sell | 201 | 1.00 | 116.632 | 0.000 | 0.000 | ||
| 608 | 2006.03.21 04:50 | modify | 201 | 1.00 | 116.632 | 118.032 | 116.032 | ||
| 609 | 2006.03.21 08:55 | close | 201 | 1.00 | 116.503 | 118.032 | 116.032 | 12900.00 | 1404970.23 |
| 610 | 2006.03.23 00:10 | sell | 202 | 1.00 | 117.022 | 0.000 | 0.000 | ||
| 611 | 2006.03.23 00:10 | modify | 202 | 1.00 | 117.022 | 118.422 | 116.422 | ||
| 612 | 2006.03.23 01:30 | close | 202 | 1.00 | 116.961 | 118.422 | 116.422 | 6100.00 | 1411070.23 |
| 613 | 2006.03.23 03:10 | buy | 203 | 1.00 | 116.794 | 0.000 | 0.000 | ||
| 614 | 2006.03.23 03:10 | modify | 203 | 1.00 | 116.794 | 115.394 | 117.394 | ||
| 615 | 2006.03.23 05:25 | close | 203 | 1.00 | 116.940 | 115.394 | 117.394 | 14600.00 | 1425670.23 |
| 616 | 2006.03.24 07:20 | sell | 204 | 1.00 | 117.994 | 0.000 | 0.000 | ||
| 617 | 2006.03.24 07:20 | modify | 204 | 1.00 | 117.994 | 119.394 | 117.394 | ||
| 618 | 2006.03.24 09:10 | close | 204 | 1.00 | 117.877 | 119.394 | 117.394 | 11700.00 | 1437370.23 |
| 619 | 2006.03.27 13:25 | buy | 205 | 1.00 | 116.602 | 0.000 | 0.000 | ||
| 620 | 2006.03.27 13:25 | modify | 205 | 1.00 | 116.602 | 115.202 | 117.202 | ||
| 621 | 2006.03.27 15:10 | close | 205 | 1.00 | 116.708 | 115.202 | 117.202 | 10600.00 | 1447970.23 |
| 622 | 2006.04.05 11:25 | sell | 206 | 1.00 | 117.143 | 0.000 | 0.000 | ||
| 623 | 2006.04.05 11:25 | modify | 206 | 1.00 | 117.143 | 118.543 | 116.543 | ||
| 624 | 2006.04.05 19:55 | close | 206 | 1.00 | 117.453 | 118.543 | 116.543 | -31000.00 | 1416970.23 |
| 625 | 2006.04.05 21:00 | buy | 207 | 1.00 | 117.334 | 0.000 | 0.000 | ||
| 626 | 2006.04.05 21:00 | modify | 207 | 1.00 | 117.334 | 115.934 | 117.934 | ||
| 627 | 2006.04.06 01:30 | close | 207 | 1.00 | 117.419 | 115.934 | 117.934 | 10750.32 | 1427720.55 |
| 628 | 2006.04.06 02:10 | sell | 208 | 1.00 | 117.504 | 0.000 | 0.000 | ||
| 629 | 2006.04.06 02:10 | modify | 208 | 1.00 | 117.504 | 118.904 | 116.904 | ||
| 630 | 2006.04.06 04:20 | close | 208 | 1.00 | 117.464 | 118.904 | 116.904 | 4000.00 | 1431720.55 |
| 631 | 2006.04.10 09:05 | sell | 209 | 1.00 | 118.163 | 0.000 | 0.000 | ||
| 632 | 2006.04.10 09:05 | modify | 209 | 1.00 | 118.163 | 119.563 | 117.563 | ||
| 633 | 2006.04.10 10:00 | close | 209 | 1.00 | 118.035 | 119.563 | 117.563 | 12800.00 | 1444520.55 |
| 634 | 2006.04.10 22:55 | buy | 210 | 1.00 | 118.411 | 0.000 | 0.000 | ||
| 635 | 2006.04.10 22:55 | modify | 210 | 1.00 | 118.411 | 117.011 | 119.011 | ||
| 636 | 2006.04.11 01:30 | close | 210 | 1.00 | 118.432 | 117.011 | 119.011 | 2855.97 | 1447376.51 |
| 637 | 2006.04.12 09:10 | sell | 211 | 1.00 | 118.241 | 0.000 | 0.000 | ||
| 638 | 2006.04.12 09:10 | modify | 211 | 1.00 | 118.241 | 119.641 | 117.641 | ||
| 639 | 2006.04.12 09:35 | close | 211 | 1.00 | 118.104 | 119.641 | 117.641 | 13700.00 | 1461076.51 |
| 640 | 2006.04.17 11:35 | sell | 212 | 1.00 | 118.329 | 0.000 | 0.000 | ||
| 641 | 2006.04.17 11:35 | modify | 212 | 1.00 | 118.329 | 119.729 | 117.729 | ||
| 642 | 2006.04.17 13:40 | close | 212 | 1.00 | 118.236 | 119.729 | 117.729 | 9300.00 | 1470376.51 |
| 643 | 2006.04.19 22:40 | buy | 213 | 1.00 | 117.119 | 0.000 | 0.000 | ||
| 644 | 2006.04.19 22:40 | modify | 213 | 1.00 | 117.119 | 115.719 | 117.719 | ||
| 645 | 2006.04.20 00:30 | close | 213 | 1.00 | 117.295 | 115.719 | 117.719 | 19847.39 | 1490223.90 |
| 646 | 2006.04.24 09:50 | buy | 214 | 1.00 | 115.413 | 0.000 | 0.000 | ||
| 647 | 2006.04.24 09:50 | modify | 214 | 1.00 | 115.413 | 114.013 | 116.013 | ||
| 648 | 2006.04.24 09:55 | close | 214 | 1.00 | 115.326 | 114.013 | 116.013 | -8700.00 | 1481523.90 |
| 649 | 2006.04.28 04:40 | sell | 215 | 1.00 | 114.388 | 0.000 | 0.000 | ||
| 650 | 2006.04.28 04:40 | modify | 215 | 1.00 | 114.388 | 115.788 | 113.788 | ||
| 651 | 2006.04.28 07:35 | close | 215 | 1.00 | 114.323 | 115.788 | 113.788 | 6500.00 | 1488023.90 |
| 652 | 2006.04.28 09:05 | buy | 216 | 1.00 | 114.219 | 0.000 | 0.000 | ||
| 653 | 2006.04.28 09:05 | modify | 216 | 1.00 | 114.219 | 112.819 | 114.819 | ||
| 654 | 2006.04.28 09:50 | close | 216 | 1.00 | 114.358 | 112.819 | 114.819 | 13900.00 | 1501923.90 |
| 655 | 2006.05.02 11:45 | buy | 217 | 1.00 | 113.528 | 0.000 | 0.000 | ||
| 656 | 2006.05.02 11:45 | modify | 217 | 1.00 | 113.528 | 112.128 | 114.128 | ||
| 657 | 2006.05.02 14:15 | close | 217 | 1.00 | 113.748 | 112.128 | 114.128 | 22000.00 | 1523923.90 |
| 658 | 2006.05.08 04:05 | buy | 218 | 1.00 | 111.724 | 0.000 | 0.000 | ||
| 659 | 2006.05.08 04:05 | modify | 218 | 1.00 | 111.724 | 110.324 | 112.324 | ||
| 660 | 2006.05.08 04:10 | close | 218 | 1.00 | 111.681 | 110.324 | 112.324 | -4300.00 | 1519623.90 |
| 661 | 2006.05.12 02:00 | buy | 219 | 1.00 | 110.473 | 0.000 | 0.000 | ||
| 662 | 2006.05.12 02:00 | modify | 219 | 1.00 | 110.473 | 109.073 | 111.073 | ||
| 663 | 2006.05.12 03:10 | close | 219 | 1.00 | 109.982 | 109.073 | 111.073 | -49100.00 | 1470523.90 |
| 664 | 2006.05.18 08:55 | sell | 220 | 1.00 | 110.779 | 0.000 | 0.000 | ||
| 665 | 2006.05.18 08:55 | modify | 220 | 1.00 | 110.779 | 112.179 | 110.179 | ||
| 666 | 2006.05.18 09:50 | close | 220 | 1.00 | 110.649 | 112.179 | 110.179 | 13000.00 | 1483523.90 |
| 667 | 2006.05.19 00:20 | buy | 221 | 1.00 | 110.731 | 0.000 | 0.000 | ||
| 668 | 2006.05.19 00:20 | modify | 221 | 1.00 | 110.731 | 109.331 | 111.331 | ||
| 669 | 2006.05.19 01:35 | close | 221 | 1.00 | 110.921 | 109.331 | 111.331 | 19000.00 | 1502523.90 |
| 670 | 2006.05.22 06:35 | buy | 222 | 1.00 | 111.865 | 0.000 | 0.000 | ||
| 671 | 2006.05.22 06:35 | modify | 222 | 1.00 | 111.865 | 110.465 | 112.465 | ||
| 672 | 2006.05.22 07:00 | close | 222 | 1.00 | 111.944 | 110.465 | 112.465 | 7900.00 | 1510423.90 |
| 673 | 2006.05.23 02:10 | sell | 223 | 1.00 | 111.711 | 0.000 | 0.000 | ||
| 674 | 2006.05.23 02:10 | modify | 223 | 1.00 | 111.711 | 113.111 | 111.111 | ||
| 675 | 2006.05.23 06:25 | close | 223 | 1.00 | 111.564 | 113.111 | 111.111 | 14700.00 | 1525123.90 |
| 676 | 2006.05.23 06:40 | buy | 224 | 1.00 | 111.464 | 0.000 | 0.000 | ||
| 677 | 2006.05.23 06:40 | modify | 224 | 1.00 | 111.464 | 110.064 | 112.064 | ||
| 678 | 2006.05.23 10:35 | close | 224 | 1.00 | 111.385 | 110.064 | 112.064 | -7900.00 | 1517223.90 |
| 679 | 2006.05.24 10:45 | buy | 225 | 1.00 | 111.823 | 0.000 | 0.000 | ||
| 680 | 2006.05.24 10:45 | modify | 225 | 1.00 | 111.823 | 110.423 | 112.423 | ||
| 681 | 2006.05.24 12:20 | close | 225 | 1.00 | 112.048 | 110.423 | 112.423 | 22500.00 | 1539723.90 |
| 682 | 2006.05.29 00:40 | buy | 226 | 1.00 | 112.083 | 0.000 | 0.000 | ||
| 683 | 2006.05.29 00:40 | modify | 226 | 1.00 | 112.083 | 110.683 | 112.683 | ||
| 684 | 2006.05.29 00:55 | close | 226 | 1.00 | 112.605 | 110.683 | 112.683 | 52200.00 | 1591923.90 |
| 685 | 2006.05.31 04:15 | buy | 227 | 1.00 | 111.992 | 0.000 | 0.000 | ||
| 686 | 2006.05.31 04:15 | modify | 227 | 1.00 | 111.992 | 110.592 | 112.592 | ||
| 687 | 2006.05.31 05:00 | close | 227 | 1.00 | 112.244 | 110.592 | 112.592 | 25200.00 | 1617123.90 |
| 688 | 2006.06.02 07:25 | buy | 228 | 1.00 | 112.554 | 0.000 | 0.000 | ||
| 689 | 2006.06.02 07:25 | modify | 228 | 1.00 | 112.554 | 111.154 | 113.154 | ||
| 690 | 2006.06.02 08:30 | close | 228 | 1.00 | 112.619 | 111.154 | 113.154 | 6500.00 | 1623623.90 |
| 691 | 2006.06.05 00:10 | sell | 229 | 1.00 | 111.704 | 0.000 | 0.000 | ||
| 692 | 2006.06.05 00:10 | modify | 229 | 1.00 | 111.704 | 113.104 | 111.104 | ||
| 693 | 2006.06.05 03:55 | close | 229 | 1.00 | 111.623 | 113.104 | 111.104 | 8100.00 | 1631723.90 |
| 694 | 2006.06.06 09:30 | buy | 230 | 1.00 | 112.219 | 0.000 | 0.000 | ||
| 695 | 2006.06.06 09:30 | modify | 230 | 1.00 | 112.219 | 110.819 | 112.819 | ||
| 696 | 2006.06.06 13:10 | close | 230 | 1.00 | 112.291 | 110.819 | 112.819 | 7200.00 | 1638923.90 |
| 697 | 2006.06.14 03:10 | buy | 231 | 1.00 | 115.123 | 0.000 | 0.000 | ||
| 698 | 2006.06.14 03:10 | modify | 231 | 1.00 | 115.123 | 113.723 | 115.723 | ||
| 699 | 2006.06.14 06:30 | close | 231 | 1.00 | 115.176 | 113.723 | 115.723 | 5300.00 | 1644223.90 |
| 700 | 2006.06.20 00:20 | sell | 232 | 1.00 | 115.533 | 0.000 | 0.000 | ||
| 701 | 2006.06.20 00:20 | modify | 232 | 1.00 | 115.533 | 116.933 | 114.933 | ||
| 702 | 2006.06.20 01:45 | close | 232 | 1.00 | 115.369 | 116.933 | 114.933 | 16400.00 | 1660623.90 |
| 703 | 2006.06.20 20:15 | buy | 233 | 1.00 | 114.763 | 0.000 | 0.000 | ||
| 704 | 2006.06.20 20:15 | modify | 233 | 1.00 | 114.763 | 113.363 | 115.363 | ||
| 705 | 2006.06.20 22:35 | close | 233 | 1.00 | 114.925 | 113.363 | 115.363 | 16200.00 | 1676823.90 |
| 706 | 2006.06.21 13:15 | sell | 234 | 1.00 | 114.852 | 0.000 | 0.000 | ||
| 707 | 2006.06.21 13:15 | modify | 234 | 1.00 | 114.852 | 116.252 | 114.252 | ||
| 708 | 2006.06.21 16:30 | close | 234 | 1.00 | 114.907 | 116.252 | 114.252 | -5500.00 | 1671323.90 |
| 709 | 2006.07.05 07:05 | buy | 235 | 1.00 | 114.825 | 0.000 | 0.000 | ||
| 710 | 2006.07.05 07:05 | modify | 235 | 1.00 | 114.825 | 113.425 | 115.425 | ||
| 711 | 2006.07.05 08:00 | close | 235 | 1.00 | 114.777 | 113.425 | 115.425 | -4800.00 | 1666523.90 |
| 712 | 2006.07.05 10:55 | sell | 236 | 1.00 | 115.054 | 0.000 | 0.000 | ||
| 713 | 2006.07.05 10:55 | modify | 236 | 1.00 | 115.054 | 116.454 | 114.454 | ||
| 714 | 2006.07.05 13:05 | close | 236 | 1.00 | 114.903 | 116.454 | 114.454 | 15100.00 | 1681623.90 |
| 715 | 2006.07.06 02:10 | buy | 237 | 1.00 | 115.510 | 0.000 | 0.000 | ||
| 716 | 2006.07.06 02:10 | modify | 237 | 1.00 | 115.510 | 114.110 | 116.110 | ||
| 717 | 2006.07.06 07:45 | close | 237 | 1.00 | 115.544 | 114.110 | 116.110 | 3400.00 | 1685023.90 |
| 718 | 2006.07.06 11:15 | sell | 238 | 1.00 | 115.640 | 0.000 | 0.000 | ||
| 719 | 2006.07.06 11:15 | modify | 238 | 1.00 | 115.640 | 117.040 | 115.040 | ||
| 720 | 2006.07.06 13:40 | close | 238 | 1.00 | 115.546 | 117.040 | 115.040 | 9400.00 | 1694423.90 |
| 721 | 2006.07.10 12:35 | sell | 239 | 1.00 | 113.738 | 0.000 | 0.000 | ||
| 722 | 2006.07.10 12:35 | modify | 239 | 1.00 | 113.738 | 115.138 | 113.138 | ||
| 723 | 2006.07.10 18:55 | close | 239 | 1.00 | 113.962 | 115.138 | 113.138 | -22400.00 | 1672023.90 |
| 724 | 2006.07.11 04:15 | buy | 240 | 1.00 | 114.110 | 0.000 | 0.000 | ||
| 725 | 2006.07.11 04:15 | modify | 240 | 1.00 | 114.110 | 112.710 | 114.710 | ||
| 726 | 2006.07.11 06:40 | close | 240 | 1.00 | 114.069 | 112.710 | 114.710 | -4100.00 | 1667923.90 |
| 727 | 2006.07.11 09:20 | sell | 241 | 1.00 | 114.193 | 0.000 | 0.000 | ||
| 728 | 2006.07.11 09:20 | modify | 241 | 1.00 | 114.193 | 115.593 | 113.593 | ||
| 729 | 2006.07.11 15:25 | close | 241 | 1.00 | 114.276 | 115.593 | 113.593 | -8300.00 | 1659623.90 |
| 730 | 2006.07.19 00:05 | buy | 242 | 1.00 | 117.292 | 0.000 | 0.000 | ||
| 731 | 2006.07.19 00:05 | modify | 242 | 1.00 | 117.292 | 115.892 | 117.892 | ||
| 732 | 2006.07.19 02:30 | close | 242 | 1.00 | 117.360 | 115.892 | 117.892 | 6800.00 | 1666423.90 |
| 733 | 2006.07.19 07:50 | sell | 243 | 1.00 | 117.352 | 0.000 | 0.000 | ||
| 734 | 2006.07.19 07:50 | modify | 243 | 1.00 | 117.352 | 118.752 | 116.752 | ||
| 735 | 2006.07.19 08:00 | close | 243 | 1.00 | 117.391 | 118.752 | 116.752 | -3900.00 | 1662523.90 |
| 736 | 2006.07.20 04:25 | buy | 244 | 1.00 | 116.625 | 0.000 | 0.000 | ||
| 737 | 2006.07.20 04:25 | modify | 244 | 1.00 | 116.625 | 115.225 | 117.225 | ||
| 738 | 2006.07.20 08:10 | close | 244 | 1.00 | 116.568 | 115.225 | 117.225 | -5700.00 | 1656823.90 |
| 739 | 2006.07.21 19:10 | sell | 245 | 1.00 | 116.365 | 0.000 | 0.000 | ||
| 740 | 2006.07.21 19:10 | modify | 245 | 1.00 | 116.365 | 117.765 | 115.765 | ||
| 741 | 2006.07.21 21:05 | close | 245 | 1.00 | 116.236 | 117.765 | 115.765 | 12900.00 | 1669723.90 |
| 742 | 2006.07.24 21:30 | sell | 246 | 1.00 | 116.862 | 0.000 | 0.000 | ||
| 743 | 2006.07.24 21:30 | modify | 246 | 1.00 | 116.862 | 118.262 | 116.262 | ||
| 744 | 2006.07.24 23:15 | close | 246 | 1.00 | 116.760 | 118.262 | 116.262 | 10200.00 | 1679923.90 |
| 745 | 2006.07.26 03:35 | buy | 247 | 1.00 | 117.024 | 0.000 | 0.000 | ||
| 746 | 2006.07.26 03:35 | modify | 247 | 1.00 | 117.024 | 115.624 | 117.624 | ||
| 747 | 2006.07.26 04:25 | close | 247 | 1.00 | 117.145 | 115.624 | 117.624 | 12100.00 | 1692023.90 |
| 748 | 2006.07.27 08:45 | buy | 248 | 1.00 | 116.117 | 0.000 | 0.000 | ||
| 749 | 2006.07.27 08:45 | modify | 248 | 1.00 | 116.117 | 114.717 | 116.717 | ||
| 750 | 2006.07.27 09:00 | close | 248 | 1.00 | 116.065 | 114.717 | 116.717 | -5200.00 | 1686823.90 |