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 |
| 901 | 2007.04.18 03:15 | buy | 299 | 1.00 | 118.831 | 0.000 | 0.000 | ||
| 902 | 2007.04.18 03:15 | modify | 299 | 1.00 | 118.831 | 117.431 | 119.431 | ||
| 903 | 2007.04.18 03:25 | close | 299 | 1.00 | 118.744 | 117.431 | 119.431 | -8700.00 | 1817904.39 |
| 904 | 2007.04.18 09:25 | sell | 300 | 1.00 | 118.872 | 0.000 | 0.000 | ||
| 905 | 2007.04.18 09:25 | modify | 300 | 1.00 | 118.872 | 120.272 | 118.272 | ||
| 906 | 2007.04.18 10:40 | close | 300 | 1.00 | 118.665 | 120.272 | 118.272 | 20700.00 | 1838604.39 |
| 907 | 2007.04.18 21:15 | sell | 301 | 1.00 | 118.562 | 0.000 | 0.000 | ||
| 908 | 2007.04.18 21:15 | modify | 301 | 1.00 | 118.562 | 119.962 | 117.962 | ||
| 909 | 2007.04.19 00:20 | close | 301 | 1.00 | 118.588 | 119.962 | 117.962 | -7495.59 | 1831108.80 |
| 910 | 2007.04.20 02:00 | buy | 302 | 1.00 | 118.268 | 0.000 | 0.000 | ||
| 911 | 2007.04.20 02:00 | modify | 302 | 1.00 | 118.268 | 116.868 | 118.868 | ||
| 912 | 2007.04.20 02:35 | close | 302 | 1.00 | 118.433 | 116.868 | 118.868 | 16500.00 | 1847608.80 |
| 913 | 2007.04.20 03:40 | sell | 303 | 1.00 | 118.570 | 0.000 | 0.000 | ||
| 914 | 2007.04.20 03:40 | modify | 303 | 1.00 | 118.570 | 119.970 | 117.970 | ||
| 915 | 2007.04.20 13:35 | close | 303 | 1.00 | 118.670 | 119.970 | 117.970 | -10000.00 | 1837608.80 |
| 916 | 2007.04.20 13:45 | buy | 304 | 1.00 | 118.568 | 0.000 | 0.000 | ||
| 917 | 2007.04.20 13:45 | modify | 304 | 1.00 | 118.568 | 117.168 | 119.168 | ||
| 918 | 2007.04.20 15:55 | close | 304 | 1.00 | 118.721 | 117.168 | 119.168 | 15300.00 | 1852908.80 |
| 919 | 2007.04.20 19:50 | buy | 305 | 1.00 | 118.720 | 0.000 | 0.000 | ||
| 920 | 2007.04.20 19:50 | modify | 305 | 1.00 | 118.720 | 117.320 | 119.320 | ||
| 921 | 2007.04.20 20:25 | close | 305 | 1.00 | 118.829 | 117.320 | 119.320 | 10900.00 | 1863808.80 |
| 922 | 2007.05.10 19:05 | buy | 306 | 1.00 | 120.294 | 0.000 | 0.000 | ||
| 923 | 2007.05.10 19:05 | modify | 306 | 1.00 | 120.294 | 118.894 | 120.894 | ||
| 924 | 2007.05.11 03:05 | close | 306 | 1.00 | 119.921 | 118.894 | 120.894 | -36533.97 | 1827274.84 |
| 925 | 2007.05.21 21:15 | buy | 307 | 1.00 | 121.453 | 0.000 | 0.000 | ||
| 926 | 2007.05.21 21:15 | modify | 307 | 1.00 | 121.453 | 120.053 | 122.053 | ||
| 927 | 2007.05.22 00:15 | close | 307 | 1.00 | 121.503 | 120.053 | 122.053 | 5776.03 | 1833050.87 |
| 928 | 2007.06.27 20:15 | buy | 308 | 1.00 | 122.344 | 0.000 | 0.000 | ||
| 929 | 2007.06.27 20:15 | modify | 308 | 1.00 | 122.344 | 120.944 | 122.944 | ||
| 930 | 2007.06.27 22:10 | close | 308 | 1.00 | 122.495 | 120.944 | 122.944 | 15100.00 | 1848150.87 |
| 931 | 2007.06.27 22:30 | sell | 309 | 1.00 | 122.635 | 0.000 | 0.000 | ||
| 932 | 2007.06.27 22:30 | modify | 309 | 1.00 | 122.635 | 124.035 | 122.035 | ||
| 933 | 2007.06.28 03:55 | close | 309 | 1.00 | 123.050 | 124.035 | 122.035 | -46567.19 | 1801583.68 |
| 934 | 2007.06.28 08:50 | sell | 310 | 1.00 | 123.043 | 0.000 | 0.000 | ||
| 935 | 2007.06.28 08:50 | modify | 310 | 1.00 | 123.043 | 124.443 | 122.443 | ||
| 936 | 2007.06.28 13:55 | close | 310 | 1.00 | 123.048 | 124.443 | 122.443 | -500.00 | 1801083.68 |
| 937 | 2007.07.02 23:15 | sell | 311 | 1.00 | 122.424 | 0.000 | 0.000 | ||
| 938 | 2007.07.02 23:15 | modify | 311 | 1.00 | 122.424 | 123.824 | 121.824 | ||
| 939 | 2007.07.03 02:00 | close | 311 | 1.00 | 122.261 | 123.824 | 121.824 | 14616.71 | 1815700.39 |
| 940 | 2007.07.11 12:25 | sell | 312 | 1.00 | 121.629 | 0.000 | 0.000 | ||
| 941 | 2007.07.11 12:25 | modify | 312 | 1.00 | 121.629 | 123.029 | 121.029 | ||
| 942 | 2007.07.11 14:15 | close | 312 | 1.00 | 121.529 | 123.029 | 121.029 | 10000.00 | 1825700.39 |
| 943 | 2007.07.12 05:15 | buy | 313 | 1.00 | 122.173 | 0.000 | 0.000 | ||
| 944 | 2007.07.12 05:15 | modify | 313 | 1.00 | 122.173 | 120.773 | 122.773 | ||
| 945 | 2007.07.12 07:00 | close | 313 | 1.00 | 122.365 | 120.773 | 122.773 | 19200.00 | 1844900.39 |
| 946 | 2007.07.16 04:25 | sell | 314 | 1.00 | 122.153 | 0.000 | 0.000 | ||
| 947 | 2007.07.16 04:25 | modify | 314 | 1.00 | 122.153 | 123.553 | 121.553 | ||
| 948 | 2007.07.16 06:00 | close | 314 | 1.00 | 122.043 | 123.553 | 121.553 | 11000.00 | 1855900.39 |
| 949 | 2007.07.18 10:55 | sell | 315 | 1.00 | 121.950 | 0.000 | 0.000 | ||
| 950 | 2007.07.18 10:55 | modify | 315 | 1.00 | 121.950 | 123.350 | 121.350 | ||
| 951 | 2007.07.18 16:40 | close | 315 | 1.00 | 122.013 | 123.350 | 121.350 | -6300.00 | 1849600.39 |
| 952 | 2007.07.23 00:05 | sell | 316 | 1.00 | 121.582 | 0.000 | 0.000 | ||
| 953 | 2007.07.23 00:05 | modify | 316 | 1.00 | 121.582 | 122.982 | 120.982 | ||
| 954 | 2007.07.23 01:35 | close | 316 | 1.00 | 121.423 | 122.982 | 120.982 | 15900.00 | 1865500.39 |
| 955 | 2007.07.23 03:25 | buy | 317 | 1.00 | 121.266 | 0.000 | 0.000 | ||
| 956 | 2007.07.23 03:25 | modify | 317 | 1.00 | 121.266 | 119.866 | 121.866 | ||
| 957 | 2007.07.23 05:40 | close | 317 | 1.00 | 121.119 | 119.866 | 121.866 | -14700.00 | 1850800.39 |
| 958 | 2007.07.23 12:35 | sell | 318 | 1.00 | 121.345 | 0.000 | 0.000 | ||
| 959 | 2007.07.23 12:35 | modify | 318 | 1.00 | 121.345 | 122.745 | 120.745 | ||
| 960 | 2007.07.23 21:30 | close | 318 | 1.00 | 121.313 | 122.745 | 120.745 | 3200.00 | 1854000.39 |
| 961 | 2007.07.23 22:50 | buy | 319 | 1.00 | 121.186 | 0.000 | 0.000 | ||
| 962 | 2007.07.23 22:50 | modify | 319 | 1.00 | 121.186 | 119.786 | 121.786 | ||
| 963 | 2007.07.24 01:35 | close | 319 | 1.00 | 121.126 | 119.786 | 121.786 | -5226.27 | 1848774.12 |
| 964 | 2007.07.24 13:30 | sell | 320 | 1.00 | 120.851 | 0.000 | 0.000 | ||
| 965 | 2007.07.24 13:30 | modify | 320 | 1.00 | 120.851 | 122.251 | 120.251 | ||
| 966 | 2007.07.24 15:40 | close | 320 | 1.00 | 120.700 | 122.251 | 120.251 | 15100.00 | 1863874.12 |
| 967 | 2007.07.27 03:00 | sell | 321 | 1.00 | 118.876 | 0.000 | 0.000 | ||
| 968 | 2007.07.27 03:00 | modify | 321 | 1.00 | 118.876 | 120.276 | 118.276 | ||
| 969 | 2007.07.27 07:40 | close | 321 | 1.00 | 118.997 | 120.276 | 118.276 | -12100.00 | 1851774.12 |
| 970 | 2007.07.31 03:55 | buy | 322 | 1.00 | 118.893 | 0.000 | 0.000 | ||
| 971 | 2007.07.31 03:55 | modify | 322 | 1.00 | 118.893 | 117.493 | 119.493 | ||
| 972 | 2007.07.31 09:50 | close | 322 | 1.00 | 119.039 | 117.493 | 119.493 | 14600.00 | 1866374.12 |
| 973 | 2007.07.31 10:05 | sell | 323 | 1.00 | 119.157 | 0.000 | 0.000 | ||
| 974 | 2007.07.31 10:05 | modify | 323 | 1.00 | 119.157 | 120.557 | 118.557 | ||
| 975 | 2007.07.31 12:05 | close | 323 | 1.00 | 119.384 | 120.557 | 118.557 | -22700.00 | 1843674.12 |
| 976 | 2007.08.02 06:40 | buy | 324 | 1.00 | 118.572 | 0.000 | 0.000 | ||
| 977 | 2007.08.02 06:40 | modify | 324 | 1.00 | 118.572 | 117.172 | 119.172 | ||
| 978 | 2007.08.02 08:20 | close | 324 | 1.00 | 118.733 | 117.172 | 119.172 | 16100.00 | 1859774.12 |
| 979 | 2007.08.08 22:10 | buy | 325 | 1.00 | 119.593 | 0.000 | 0.000 | ||
| 980 | 2007.08.08 22:10 | modify | 325 | 1.00 | 119.593 | 118.193 | 120.193 | ||
| 981 | 2007.08.08 23:00 | close | 325 | 1.00 | 119.677 | 118.193 | 120.193 | 8400.00 | 1868174.12 |
| 982 | 2007.08.16 23:05 | sell | 326 | 1.00 | 114.275 | 0.000 | 0.000 | ||
| 983 | 2007.08.16 23:05 | modify | 326 | 1.00 | 114.275 | 115.675 | 113.675 | ||
| 984 | 2007.08.16 23:10 | close | 326 | 1.00 | 114.048 | 115.675 | 113.675 | 22700.00 | 1890874.12 |
| 985 | 2007.08.17 11:35 | sell | 327 | 1.00 | 113.406 | 0.000 | 0.000 | ||
| 986 | 2007.08.17 11:35 | modify | 327 | 1.00 | 113.406 | 114.806 | 112.806 | ||
| 987 | 2007.08.17 12:00 | close | 327 | 1.00 | 113.915 | 114.806 | 112.806 | -50900.00 | 1839974.12 |
| 988 | 2007.08.17 12:00 | sell | 328 | 1.00 | 113.885 | 0.000 | 0.000 | ||
| 989 | 2007.08.17 12:00 | modify | 328 | 1.00 | 113.885 | 115.285 | 113.285 | ||
| 990 | 2007.08.17 12:05 | close | 328 | 1.00 | 113.624 | 115.285 | 113.285 | 26100.00 | 1866074.12 |
| 991 | 2007.08.21 09:40 | buy | 329 | 1.00 | 114.680 | 0.000 | 0.000 | ||
| 992 | 2007.08.21 09:40 | modify | 329 | 1.00 | 114.680 | 113.280 | 115.280 | ||
| 993 | 2007.08.21 14:05 | close | 329 | 1.00 | 114.605 | 113.280 | 115.280 | -7500.00 | 1858574.12 |
| 994 | 2007.08.23 08:05 | buy | 330 | 1.00 | 115.749 | 0.000 | 0.000 | ||
| 995 | 2007.08.23 08:05 | modify | 330 | 1.00 | 115.749 | 114.349 | 116.349 | ||
| 996 | 2007.08.23 10:45 | close | 330 | 1.00 | 115.916 | 114.349 | 116.349 | 16700.00 | 1875274.12 |
| 997 | 2007.08.24 09:00 | buy | 331 | 1.00 | 115.939 | 0.000 | 0.000 | ||
| 998 | 2007.08.24 09:00 | modify | 331 | 1.00 | 115.939 | 114.539 | 116.539 | ||
| 999 | 2007.08.24 10:50 | close | 331 | 1.00 | 116.118 | 114.539 | 116.539 | 17900.00 | 1893174.12 |
| 1000 | 2007.08.27 04:40 | buy | 332 | 1.00 | 116.345 | 0.000 | 0.000 | ||
| 1001 | 2007.08.27 04:40 | modify | 332 | 1.00 | 116.345 | 114.945 | 116.945 | ||
| 1002 | 2007.08.27 12:25 | close | 332 | 1.00 | 116.297 | 114.945 | 116.945 | -4800.00 | 1888374.12 |
| 1003 | 2007.08.29 07:00 | sell | 333 | 1.00 | 114.265 | 0.000 | 0.000 | ||
| 1004 | 2007.08.29 07:00 | modify | 333 | 1.00 | 114.265 | 115.665 | 113.665 | ||
| 1005 | 2007.08.29 08:00 | close | 333 | 1.00 | 114.373 | 115.665 | 113.665 | -10800.00 | 1877574.12 |
| 1006 | 2007.09.05 02:45 | sell | 334 | 1.00 | 116.467 | 0.000 | 0.000 | ||
| 1007 | 2007.09.05 02:45 | modify | 334 | 1.00 | 116.467 | 117.867 | 115.867 | ||
| 1008 | 2007.09.05 03:20 | modify | 334 | 1.00 | 116.467 | 116.311 | 115.867 | ||
| 1009 | 2007.09.05 03:25 | modify | 334 | 1.00 | 116.467 | 116.301 | 115.867 | ||
| 1010 | 2007.09.05 03:35 | close | 334 | 1.00 | 116.221 | 116.301 | 115.867 | 24600.00 | 1902174.12 |
| 1011 | 2007.09.05 06:00 | buy | 335 | 1.00 | 116.070 | 0.000 | 0.000 | ||
| 1012 | 2007.09.05 06:00 | modify | 335 | 1.00 | 116.070 | 114.670 | 116.670 | ||
| 1013 | 2007.09.05 08:00 | close | 335 | 1.00 | 115.883 | 114.670 | 116.670 | -18700.00 | 1883474.12 |
| 1014 | 2007.09.06 05:05 | sell | 336 | 1.00 | 115.326 | 0.000 | 0.000 | ||
| 1015 | 2007.09.06 05:05 | modify | 336 | 1.00 | 115.326 | 116.726 | 114.726 | ||
| 1016 | 2007.09.06 08:30 | close | 336 | 1.00 | 115.256 | 116.726 | 114.726 | 7000.00 | 1890474.12 |
| 1017 | 2007.09.10 07:10 | sell | 337 | 1.00 | 113.221 | 0.000 | 0.000 | ||
| 1018 | 2007.09.10 07:10 | modify | 337 | 1.00 | 113.221 | 114.621 | 112.621 | ||
| 1019 | 2007.09.10 09:55 | close | 337 | 1.00 | 113.084 | 114.621 | 112.621 | 13700.00 | 1904174.12 |
| 1020 | 2007.09.13 23:25 | buy | 338 | 1.00 | 115.177 | 0.000 | 0.000 | ||
| 1021 | 2007.09.13 23:25 | modify | 338 | 1.00 | 115.177 | 113.777 | 115.777 | ||
| 1022 | 2007.09.14 03:45 | close | 338 | 1.00 | 114.928 | 113.777 | 115.777 | -24164.73 | 1880009.39 |
| 1023 | 2007.09.14 04:10 | sell | 339 | 1.00 | 115.108 | 0.000 | 0.000 | ||
| 1024 | 2007.09.14 04:10 | modify | 339 | 1.00 | 115.108 | 116.508 | 114.508 | ||
| 1025 | 2007.09.14 06:25 | close | 339 | 1.00 | 114.880 | 116.508 | 114.508 | 22800.00 | 1902809.39 |
| 1026 | 2007.09.18 21:30 | buy | 340 | 1.00 | 115.502 | 0.000 | 0.000 | ||
| 1027 | 2007.09.18 21:30 | modify | 340 | 1.00 | 115.502 | 114.102 | 116.102 | ||
| 1028 | 2007.09.18 21:40 | close | 340 | 1.00 | 115.756 | 114.102 | 116.102 | 25400.00 | 1928209.39 |
| 1029 | 2007.09.21 02:30 | sell | 341 | 1.00 | 114.849 | 0.000 | 0.000 | ||
| 1030 | 2007.09.21 02:30 | modify | 341 | 1.00 | 114.849 | 116.249 | 114.249 | ||
| 1031 | 2007.09.21 07:55 | close | 341 | 1.00 | 114.846 | 116.249 | 114.249 | 300.00 | 1928509.39 |
| 1032 | 2007.09.21 08:05 | buy | 342 | 1.00 | 114.771 | 0.000 | 0.000 | ||
| 1033 | 2007.09.21 08:05 | modify | 342 | 1.00 | 114.771 | 113.371 | 115.371 | ||
| 1034 | 2007.09.21 10:15 | close | 342 | 1.00 | 114.917 | 113.371 | 115.371 | 14600.00 | 1943109.39 |
| 1035 | 2007.09.21 10:45 | sell | 343 | 1.00 | 115.072 | 0.000 | 0.000 | ||
| 1036 | 2007.09.21 10:45 | modify | 343 | 1.00 | 115.072 | 116.472 | 114.472 | ||
| 1037 | 2007.09.21 14:55 | close | 343 | 1.00 | 115.375 | 116.472 | 114.472 | -30300.00 | 1912809.39 |
| 1038 | 2007.09.26 20:45 | buy | 344 | 1.00 | 115.406 | 0.000 | 0.000 | ||
| 1039 | 2007.09.26 20:45 | modify | 344 | 1.00 | 115.406 | 114.006 | 116.006 | ||
| 1040 | 2007.09.26 22:20 | close | 344 | 1.00 | 115.603 | 114.006 | 116.006 | 19700.00 | 1932509.39 |
| 1041 | 2007.09.28 11:50 | sell | 345 | 1.00 | 115.445 | 0.000 | 0.000 | ||
| 1042 | 2007.09.28 11:50 | modify | 345 | 1.00 | 115.445 | 116.845 | 114.845 | ||
| 1043 | 2007.09.28 13:25 | close | 345 | 1.00 | 115.217 | 116.845 | 114.845 | 22800.00 | 1955309.39 |
| 1044 | 2007.10.01 02:45 | sell | 346 | 1.00 | 114.935 | 0.000 | 0.000 | ||
| 1045 | 2007.10.01 02:45 | modify | 346 | 1.00 | 114.935 | 116.335 | 114.335 | ||
| 1046 | 2007.10.01 03:05 | close | 346 | 1.00 | 114.797 | 116.335 | 114.335 | 13800.00 | 1969109.39 |
| 1047 | 2007.10.01 05:30 | sell | 347 | 1.00 | 115.054 | 0.000 | 0.000 | ||
| 1048 | 2007.10.01 05:30 | modify | 347 | 1.00 | 115.054 | 116.454 | 114.454 | ||
| 1049 | 2007.10.01 07:20 | close | 347 | 1.00 | 114.938 | 116.454 | 114.454 | 11600.00 | 1980709.39 |
| 1050 | 2007.10.02 11:25 | sell | 348 | 1.00 | 115.665 | 0.000 | 0.000 | ||