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 |
| 1051 | 2007.10.02 11:25 | modify | 348 | 1.00 | 115.665 | 117.065 | 115.065 | ||
| 1052 | 2007.10.02 22:15 | close | 348 | 1.00 | 115.796 | 117.065 | 115.065 | -13100.00 | 1967609.39 |
| 1053 | 2007.10.08 19:35 | buy | 349 | 1.00 | 117.296 | 0.000 | 0.000 | ||
| 1054 | 2007.10.08 19:35 | modify | 349 | 1.00 | 117.296 | 115.896 | 117.896 | ||
| 1055 | 2007.10.08 23:00 | close | 349 | 1.00 | 117.415 | 115.896 | 117.896 | 11900.00 | 1979509.39 |
| 1056 | 2007.10.11 21:20 | buy | 350 | 1.00 | 117.399 | 0.000 | 0.000 | ||
| 1057 | 2007.10.11 21:20 | modify | 350 | 1.00 | 117.399 | 115.999 | 117.999 | ||
| 1058 | 2007.10.12 00:40 | close | 350 | 1.00 | 117.331 | 115.999 | 117.999 | -6050.70 | 1973458.69 |
| 1059 | 2007.10.12 08:45 | buy | 351 | 1.00 | 117.168 | 0.000 | 0.000 | ||
| 1060 | 2007.10.12 08:45 | modify | 351 | 1.00 | 117.168 | 115.768 | 117.768 | ||
| 1061 | 2007.10.12 09:45 | close | 351 | 1.00 | 117.310 | 115.768 | 117.768 | 14200.00 | 1987658.69 |
| 1062 | 2007.10.16 23:50 | sell | 352 | 1.00 | 116.844 | 0.000 | 0.000 | ||
| 1063 | 2007.10.16 23:50 | modify | 352 | 1.00 | 116.844 | 118.244 | 116.244 | ||
| 1064 | 2007.10.17 03:15 | close | 352 | 1.00 | 116.869 | 118.244 | 116.244 | -4107.73 | 1983550.96 |
| 1065 | 2007.10.17 12:15 | sell | 353 | 1.00 | 116.769 | 0.000 | 0.000 | ||
| 1066 | 2007.10.17 12:15 | modify | 353 | 1.00 | 116.769 | 118.169 | 116.169 | ||
| 1067 | 2007.10.17 16:45 | close | 353 | 1.00 | 116.881 | 118.169 | 116.169 | -11200.00 | 1972350.96 |
| 1068 | 2007.10.18 21:05 | sell | 354 | 1.00 | 115.845 | 0.000 | 0.000 | ||
| 1069 | 2007.10.18 21:05 | modify | 354 | 1.00 | 115.845 | 117.245 | 115.245 | ||
| 1070 | 2007.10.18 23:10 | close | 354 | 1.00 | 115.583 | 117.245 | 115.245 | 26200.00 | 1998550.96 |
| 1071 | 2007.10.19 11:00 | sell | 355 | 1.00 | 115.335 | 0.000 | 0.000 | ||
| 1072 | 2007.10.19 11:00 | modify | 355 | 1.00 | 115.335 | 116.735 | 114.735 | ||
| 1073 | 2007.10.19 15:05 | close | 355 | 1.00 | 115.385 | 116.735 | 114.735 | -5000.00 | 1993550.96 |
| 1074 | 2007.10.22 06:50 | sell | 356 | 1.00 | 114.148 | 0.000 | 0.000 | ||
| 1075 | 2007.10.22 06:50 | modify | 356 | 1.00 | 114.148 | 115.548 | 113.548 | ||
| 1076 | 2007.10.22 09:50 | close | 356 | 1.00 | 113.958 | 115.548 | 113.548 | 19000.00 | 2012550.96 |
| 1077 | 2007.10.22 11:55 | buy | 357 | 1.00 | 113.746 | 0.000 | 0.000 | ||
| 1078 | 2007.10.22 11:55 | modify | 357 | 1.00 | 113.746 | 112.346 | 114.346 | ||
| 1079 | 2007.10.22 15:10 | close | 357 | 1.00 | 113.957 | 112.346 | 114.346 | 21100.00 | 2033650.96 |
| 1080 | 2007.10.24 22:15 | sell | 358 | 1.00 | 114.277 | 0.000 | 0.000 | ||
| 1081 | 2007.10.24 22:15 | modify | 358 | 1.00 | 114.277 | 115.677 | 113.677 | ||
| 1082 | 2007.10.25 01:40 | close | 358 | 1.00 | 114.101 | 115.677 | 113.677 | 12886.73 | 2046537.69 |
| 1083 | 2007.10.31 21:25 | buy | 359 | 1.00 | 114.983 | 0.000 | 0.000 | ||
| 1084 | 2007.10.31 21:25 | modify | 359 | 1.00 | 114.983 | 113.583 | 115.583 | ||
| 1085 | 2007.10.31 21:35 | modify | 359 | 1.00 | 114.983 | 115.160 | 115.583 | ||
| 1086 | 2007.10.31 21:38 | s/l | 359 | 1.00 | 115.161 | 115.160 | 115.583 | 17800.00 | 2064337.69 |
| 1087 | 2007.11.01 07:40 | buy | 360 | 1.00 | 115.236 | 0.000 | 0.000 | ||
| 1088 | 2007.11.01 07:40 | modify | 360 | 1.00 | 115.236 | 113.836 | 115.836 | ||
| 1089 | 2007.11.01 09:35 | close | 360 | 1.00 | 115.426 | 113.836 | 115.836 | 19000.00 | 2083337.69 |
| 1090 | 2007.11.02 05:00 | sell | 361 | 1.00 | 114.835 | 0.000 | 0.000 | ||
| 1091 | 2007.11.02 05:00 | modify | 361 | 1.00 | 114.835 | 116.235 | 114.235 | ||
| 1092 | 2007.11.02 07:35 | close | 361 | 1.00 | 114.702 | 116.235 | 114.235 | 13300.00 | 2096637.69 |
| 1093 | 2007.11.05 20:50 | buy | 362 | 1.00 | 114.262 | 0.000 | 0.000 | ||
| 1094 | 2007.11.05 20:50 | modify | 362 | 1.00 | 114.262 | 112.862 | 114.862 | ||
| 1095 | 2007.11.05 22:15 | close | 362 | 1.00 | 114.415 | 112.862 | 114.862 | 15300.00 | 2111937.69 |
| 1096 | 2007.11.12 11:25 | sell | 363 | 1.00 | 110.694 | 0.000 | 0.000 | ||
| 1097 | 2007.11.12 11:25 | modify | 363 | 1.00 | 110.694 | 112.094 | 110.094 | ||
| 1098 | 2007.11.12 11:35 | close | 363 | 1.00 | 110.441 | 112.094 | 110.094 | 25300.00 | 2137237.69 |
| 1099 | 2007.11.12 23:40 | buy | 364 | 1.00 | 109.454 | 0.000 | 0.000 | ||
| 1100 | 2007.11.12 23:40 | modify | 364 | 1.00 | 109.454 | 108.054 | 110.054 | ||
| 1101 | 2007.11.13 02:20 | modify | 364 | 1.00 | 109.454 | 109.610 | 110.054 | ||
| 1102 | 2007.11.13 02:25 | close | 364 | 1.00 | 109.690 | 109.610 | 110.054 | 24298.98 | 2161536.67 |
| 1103 | 2007.11.14 04:20 | buy | 365 | 1.00 | 110.913 | 0.000 | 0.000 | ||
| 1104 | 2007.11.14 04:20 | modify | 365 | 1.00 | 110.913 | 109.513 | 111.513 | ||
| 1105 | 2007.11.14 05:20 | close | 365 | 1.00 | 111.054 | 109.513 | 111.513 | 14100.00 | 2175636.67 |
| 1106 | 2007.11.14 08:20 | sell | 366 | 1.00 | 111.239 | 0.000 | 0.000 | ||
| 1107 | 2007.11.14 08:20 | modify | 366 | 1.00 | 111.239 | 112.639 | 110.639 | ||
| 1108 | 2007.11.14 08:35 | close | 366 | 1.00 | 111.363 | 112.639 | 110.639 | -12400.00 | 2163236.67 |
| 1109 | 2007.11.14 09:35 | sell | 367 | 1.00 | 111.380 | 0.000 | 0.000 | ||
| 1110 | 2007.11.14 09:35 | modify | 367 | 1.00 | 111.380 | 112.780 | 110.780 | ||
| 1111 | 2007.11.14 09:40 | close | 367 | 1.00 | 111.476 | 112.780 | 110.780 | -9600.00 | 2153636.67 |
| 1112 | 2007.11.19 04:35 | buy | 368 | 1.00 | 110.724 | 0.000 | 0.000 | ||
| 1113 | 2007.11.19 04:35 | modify | 368 | 1.00 | 110.724 | 109.324 | 111.324 | ||
| 1114 | 2007.11.19 09:55 | close | 368 | 1.00 | 110.665 | 109.324 | 111.324 | -5900.00 | 2147736.67 |
| 1115 | 2007.11.20 06:50 | sell | 369 | 1.00 | 109.994 | 0.000 | 0.000 | ||
| 1116 | 2007.11.20 06:50 | modify | 369 | 1.00 | 109.994 | 111.394 | 109.394 | ||
| 1117 | 2007.11.20 11:00 | close | 369 | 1.00 | 110.176 | 111.394 | 109.394 | -18200.00 | 2129536.67 |
| 1118 | 2007.11.21 22:10 | sell | 370 | 1.00 | 108.797 | 0.000 | 0.000 | ||
| 1119 | 2007.11.21 22:10 | modify | 370 | 1.00 | 108.797 | 110.197 | 108.197 | ||
| 1120 | 2007.11.21 22:30 | modify | 370 | 1.00 | 108.797 | 108.631 | 108.197 | ||
| 1121 | 2007.11.21 22:35 | close | 370 | 1.00 | 108.552 | 108.631 | 108.197 | 24500.00 | 2154036.67 |
| 1122 | 2007.11.21 23:20 | buy | 371 | 1.00 | 108.306 | 0.000 | 0.000 | ||
| 1123 | 2007.11.21 23:20 | modify | 371 | 1.00 | 108.306 | 106.906 | 108.906 | ||
| 1124 | 2007.11.22 00:10 | close | 371 | 1.00 | 108.542 | 106.906 | 108.906 | 25677.97 | 2179714.65 |
| 1125 | 2007.11.23 11:10 | sell | 372 | 1.00 | 108.195 | 0.000 | 0.000 | ||
| 1126 | 2007.11.23 11:10 | modify | 372 | 1.00 | 108.195 | 109.595 | 107.595 | ||
| 1127 | 2007.11.23 12:55 | close | 372 | 1.00 | 108.000 | 109.595 | 107.595 | 19500.00 | 2199214.65 |
| 1128 | 2007.11.26 05:05 | buy | 373 | 1.00 | 108.220 | 0.000 | 0.000 | ||
| 1129 | 2007.11.26 05:05 | modify | 373 | 1.00 | 108.220 | 106.820 | 108.820 | ||
| 1130 | 2007.11.26 06:00 | close | 373 | 1.00 | 108.490 | 106.820 | 108.820 | 27000.00 | 2226214.65 |
| 1131 | 2007.11.27 05:05 | sell | 374 | 1.00 | 107.840 | 0.000 | 0.000 | ||
| 1132 | 2007.11.27 05:05 | modify | 374 | 1.00 | 107.840 | 109.240 | 107.240 | ||
| 1133 | 2007.11.27 08:50 | close | 374 | 1.00 | 108.167 | 109.240 | 107.240 | -32700.00 | 2193514.65 |
| 1134 | 2007.11.28 02:45 | buy | 375 | 1.00 | 108.515 | 0.000 | 0.000 | ||
| 1135 | 2007.11.28 02:45 | modify | 375 | 1.00 | 108.515 | 107.115 | 109.115 | ||
| 1136 | 2007.11.28 03:55 | close | 375 | 1.00 | 108.760 | 107.115 | 109.115 | 24500.00 | 2218014.65 |
| 1137 | 2007.12.06 03:20 | sell | 376 | 1.00 | 111.096 | 0.000 | 0.000 | ||
| 1138 | 2007.12.06 03:20 | modify | 376 | 1.00 | 111.096 | 112.496 | 110.496 | ||
| 1139 | 2007.12.06 03:25 | close | 376 | 1.00 | 111.149 | 112.496 | 110.496 | -5300.00 | 2212714.65 |
| 1140 | 2007.12.06 08:50 | buy | 377 | 1.00 | 110.761 | 0.000 | 0.000 | ||
| 1141 | 2007.12.06 08:50 | modify | 377 | 1.00 | 110.761 | 109.361 | 111.361 | ||
| 1142 | 2007.12.06 09:50 | close | 377 | 1.00 | 110.989 | 109.361 | 111.361 | 22800.00 | 2235514.65 |
| 1143 | 2007.12.13 02:10 | buy | 378 | 1.00 | 111.935 | 0.000 | 0.000 | ||
| 1144 | 2007.12.13 02:10 | modify | 378 | 1.00 | 111.935 | 110.535 | 112.535 | ||
| 1145 | 2007.12.13 11:45 | close | 378 | 1.00 | 111.832 | 110.535 | 112.535 | -10300.00 | 2225214.65 |
| 1146 | 2007.12.14 08:50 | buy | 379 | 1.00 | 112.321 | 0.000 | 0.000 | ||
| 1147 | 2007.12.14 08:50 | modify | 379 | 1.00 | 112.321 | 110.921 | 112.921 | ||
| 1148 | 2007.12.14 09:40 | close | 379 | 1.00 | 112.449 | 110.921 | 112.921 | 12800.00 | 2238014.65 |
| 1149 | 2007.12.17 02:20 | buy | 380 | 1.00 | 113.129 | 0.000 | 0.000 | ||
| 1150 | 2007.12.17 02:20 | modify | 380 | 1.00 | 113.129 | 111.729 | 113.729 | ||
| 1151 | 2007.12.17 10:40 | close | 380 | 1.00 | 113.142 | 111.729 | 113.729 | 1300.00 | 2239314.65 |
| 1152 | 2007.12.17 12:00 | sell | 381 | 1.00 | 113.300 | 0.000 | 0.000 | ||
| 1153 | 2007.12.17 12:00 | modify | 381 | 1.00 | 113.300 | 114.700 | 112.700 | ||
| 1154 | 2007.12.17 16:30 | close | 381 | 1.00 | 113.275 | 114.700 | 112.700 | 2500.00 | 2241814.65 |
| 1155 | 2008.01.04 02:20 | buy | 382 | 1.00 | 109.141 | 0.000 | 0.000 | ||
| 1156 | 2008.01.04 02:20 | modify | 382 | 1.00 | 109.141 | 107.741 | 109.741 | ||
| 1157 | 2008.01.04 06:50 | close | 382 | 1.00 | 109.229 | 107.741 | 109.741 | 8800.00 | 2250614.65 |
| 1158 | 2008.01.04 07:00 | sell | 383 | 1.00 | 109.366 | 0.000 | 0.000 | ||
| 1159 | 2008.01.04 07:00 | modify | 383 | 1.00 | 109.366 | 110.766 | 108.766 | ||
| 1160 | 2008.01.04 08:55 | close | 383 | 1.00 | 109.278 | 110.766 | 108.766 | 8800.00 | 2259414.65 |
| 1161 | 2008.01.10 08:00 | buy | 384 | 1.00 | 109.574 | 0.000 | 0.000 | ||
| 1162 | 2008.01.10 08:00 | modify | 384 | 1.00 | 109.574 | 108.174 | 110.174 | ||
| 1163 | 2008.01.10 09:55 | close | 384 | 1.00 | 109.800 | 108.174 | 110.174 | 22600.00 | 2282014.65 |
| 1164 | 2008.01.11 01:50 | sell | 385 | 1.00 | 109.640 | 0.000 | 0.000 | ||
| 1165 | 2008.01.11 01:50 | modify | 385 | 1.00 | 109.640 | 111.040 | 109.040 | ||
| 1166 | 2008.01.11 05:35 | close | 385 | 1.00 | 109.458 | 111.040 | 109.040 | 18200.00 | 2300214.65 |
| 1167 | 2008.01.14 18:20 | sell | 386 | 1.00 | 108.160 | 0.000 | 0.000 | ||
| 1168 | 2008.01.14 18:20 | modify | 386 | 1.00 | 108.160 | 109.560 | 107.560 | ||
| 1169 | 2008.01.15 00:05 | close | 386 | 1.00 | 108.152 | 109.560 | 107.560 | -687.28 | 2299527.36 |
| 1170 | 2008.01.17 02:50 | buy | 387 | 1.00 | 107.092 | 0.000 | 0.000 | ||
| 1171 | 2008.01.17 02:50 | modify | 387 | 1.00 | 107.092 | 105.692 | 107.692 | ||
| 1172 | 2008.01.17 05:10 | close | 387 | 1.00 | 107.263 | 105.692 | 107.692 | 17100.00 | 2316627.36 |
| 1173 | 2008.01.17 10:15 | sell | 388 | 1.00 | 107.593 | 0.000 | 0.000 | ||
| 1174 | 2008.01.17 10:15 | modify | 388 | 1.00 | 107.593 | 108.993 | 106.993 | ||
| 1175 | 2008.01.17 12:30 | close | 388 | 1.00 | 107.416 | 108.993 | 106.993 | 17700.00 | 2334327.36 |
| 1176 | 2008.01.18 05:45 | sell | 389 | 1.00 | 106.950 | 0.000 | 0.000 | ||
| 1177 | 2008.01.18 05:45 | modify | 389 | 1.00 | 106.950 | 108.350 | 106.350 | ||
| 1178 | 2008.01.18 10:15 | close | 389 | 1.00 | 107.041 | 108.350 | 106.350 | -9100.00 | 2325227.36 |
| 1179 | 2008.01.22 03:25 | sell | 390 | 1.00 | 106.022 | 0.000 | 0.000 | ||
| 1180 | 2008.01.22 03:25 | modify | 390 | 1.00 | 106.022 | 107.422 | 105.422 | ||
| 1181 | 2008.01.22 06:25 | close | 390 | 1.00 | 106.037 | 107.422 | 105.422 | -1500.00 | 2323727.36 |
| 1182 | 2008.01.22 21:10 | buy | 391 | 1.00 | 106.441 | 0.000 | 0.000 | ||
| 1183 | 2008.01.22 21:10 | modify | 391 | 1.00 | 106.441 | 105.041 | 107.041 | ||
| 1184 | 2008.01.22 22:50 | modify | 391 | 1.00 | 106.441 | 106.595 | 107.041 | ||
| 1185 | 2008.01.22 22:52 | s/l | 391 | 1.00 | 106.593 | 106.595 | 107.041 | 15200.00 | 2338927.36 |
| 1186 | 2008.01.23 05:25 | buy | 392 | 1.00 | 106.591 | 0.000 | 0.000 | ||
| 1187 | 2008.01.23 05:25 | modify | 392 | 1.00 | 106.591 | 105.191 | 107.191 | ||
| 1188 | 2008.01.23 07:00 | close | 392 | 1.00 | 106.168 | 105.191 | 107.191 | -42300.00 | 2296627.36 |
| 1189 | 2008.01.23 22:10 | sell | 393 | 1.00 | 106.156 | 0.000 | 0.000 | ||
| 1190 | 2008.01.23 22:10 | modify | 393 | 1.00 | 106.156 | 107.556 | 105.556 | ||
| 1191 | 2008.01.24 03:35 | close | 393 | 1.00 | 106.561 | 107.556 | 105.556 | -44902.12 | 2251725.25 |
| 1192 | 2008.01.24 10:25 | buy | 394 | 1.00 | 106.051 | 0.000 | 0.000 | ||
| 1193 | 2008.01.24 10:25 | modify | 394 | 1.00 | 106.051 | 104.651 | 106.651 | ||
| 1194 | 2008.01.24 11:30 | close | 394 | 1.00 | 106.419 | 104.651 | 106.651 | 36800.00 | 2288525.25 |
| 1195 | 2008.01.28 05:55 | buy | 395 | 1.00 | 106.478 | 0.000 | 0.000 | ||
| 1196 | 2008.01.28 05:55 | modify | 395 | 1.00 | 106.478 | 105.078 | 107.078 | ||
| 1197 | 2008.01.28 09:30 | close | 395 | 1.00 | 106.447 | 105.078 | 107.078 | -3100.00 | 2285425.25 |
| 1198 | 2008.01.31 09:50 | sell | 396 | 1.00 | 106.749 | 0.000 | 0.000 | ||
| 1199 | 2008.01.31 09:50 | modify | 396 | 1.00 | 106.749 | 108.149 | 106.149 | ||
| 1200 | 2008.01.31 11:10 | modify | 396 | 1.00 | 106.749 | 106.596 | 106.149 | ||