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 |
| 1201 | 2008.01.31 11:11 | s/l | 396 | 1.00 | 106.599 | 106.596 | 106.149 | 15000.00 | 2300425.25 |
| 1202 | 2008.02.06 21:00 | buy | 397 | 1.00 | 106.535 | 0.000 | 0.000 | ||
| 1203 | 2008.02.06 21:00 | modify | 397 | 1.00 | 106.535 | 105.135 | 107.135 | ||
| 1204 | 2008.02.06 23:50 | close | 397 | 1.00 | 106.655 | 105.135 | 107.135 | 12000.00 | 2312425.25 |
| 1205 | 2008.02.08 09:15 | sell | 398 | 1.00 | 107.553 | 0.000 | 0.000 | ||
| 1206 | 2008.02.08 09:15 | modify | 398 | 1.00 | 107.553 | 108.953 | 106.953 | ||
| 1207 | 2008.02.08 12:45 | close | 398 | 1.00 | 107.396 | 108.953 | 106.953 | 15700.00 | 2328125.25 |
| 1208 | 2008.02.14 01:10 | buy | 399 | 1.00 | 108.122 | 0.000 | 0.000 | ||
| 1209 | 2008.02.14 01:10 | modify | 399 | 1.00 | 108.122 | 106.722 | 108.722 | ||
| 1210 | 2008.02.14 01:55 | close | 399 | 1.00 | 108.258 | 106.722 | 108.722 | 13600.00 | 2341725.25 |
| 1211 | 2008.02.18 01:30 | sell | 400 | 1.00 | 107.907 | 0.000 | 0.000 | ||
| 1212 | 2008.02.18 01:30 | modify | 400 | 1.00 | 107.907 | 109.307 | 107.307 | ||
| 1213 | 2008.02.18 05:55 | close | 400 | 1.00 | 107.808 | 109.307 | 107.307 | 9900.00 | 2351625.25 |
| 1214 | 2008.02.19 20:30 | sell | 401 | 1.00 | 107.799 | 0.000 | 0.000 | ||
| 1215 | 2008.02.19 20:30 | modify | 401 | 1.00 | 107.799 | 109.199 | 107.199 | ||
| 1216 | 2008.02.19 21:55 | close | 401 | 1.00 | 107.604 | 109.199 | 107.199 | 19500.00 | 2371125.25 |
| 1217 | 2008.02.20 08:00 | buy | 402 | 1.00 | 107.738 | 0.000 | 0.000 | ||
| 1218 | 2008.02.20 08:00 | modify | 402 | 1.00 | 107.738 | 106.338 | 108.338 | ||
| 1219 | 2008.02.20 11:40 | close | 402 | 1.00 | 107.732 | 106.338 | 108.338 | -600.00 | 2370525.25 |
| 1220 | 2008.02.21 01:25 | buy | 403 | 1.00 | 107.986 | 0.000 | 0.000 | ||
| 1221 | 2008.02.21 01:25 | modify | 403 | 1.00 | 107.986 | 106.586 | 108.586 | ||
| 1222 | 2008.02.21 03:30 | close | 403 | 1.00 | 108.165 | 106.586 | 108.586 | 17900.00 | 2388425.25 |
| 1223 | 2008.02.22 02:40 | sell | 404 | 1.00 | 107.532 | 0.000 | 0.000 | ||
| 1224 | 2008.02.22 02:40 | modify | 404 | 1.00 | 107.532 | 108.932 | 106.932 | ||
| 1225 | 2008.02.22 04:35 | close | 404 | 1.00 | 107.388 | 108.932 | 106.932 | 14400.00 | 2402825.25 |
| 1226 | 2008.02.22 09:40 | buy | 405 | 1.00 | 107.308 | 0.000 | 0.000 | ||
| 1227 | 2008.02.22 09:40 | modify | 405 | 1.00 | 107.308 | 105.908 | 107.908 | ||
| 1228 | 2008.02.22 11:35 | close | 405 | 1.00 | 107.036 | 105.908 | 107.908 | -27200.00 | 2375625.25 |
| 1229 | 2008.02.26 05:40 | buy | 406 | 1.00 | 107.877 | 0.000 | 0.000 | ||
| 1230 | 2008.02.26 05:40 | modify | 406 | 1.00 | 107.877 | 106.477 | 108.477 | ||
| 1231 | 2008.02.26 08:45 | close | 406 | 1.00 | 107.974 | 106.477 | 108.477 | 9700.00 | 2385325.25 |
| 1232 | 2008.03.04 02:30 | buy | 407 | 1.00 | 103.285 | 0.000 | 0.000 | ||
| 1233 | 2008.03.04 02:30 | modify | 407 | 1.00 | 103.285 | 101.885 | 103.885 | ||
| 1234 | 2008.03.04 03:55 | close | 407 | 1.00 | 103.442 | 101.885 | 103.885 | 15700.00 | 2401025.25 |
| 1235 | 2008.03.04 08:45 | sell | 408 | 1.00 | 103.476 | 0.000 | 0.000 | ||
| 1236 | 2008.03.04 08:45 | modify | 408 | 1.00 | 103.476 | 104.876 | 102.876 | ||
| 1237 | 2008.03.04 09:15 | close | 408 | 1.00 | 103.331 | 104.876 | 102.876 | 14500.00 | 2415525.25 |
| 1238 | 2008.03.05 09:20 | sell | 409 | 1.00 | 103.586 | 0.000 | 0.000 | ||
| 1239 | 2008.03.05 09:20 | modify | 409 | 1.00 | 103.586 | 104.986 | 102.986 | ||
| 1240 | 2008.03.05 10:10 | close | 409 | 1.00 | 103.729 | 104.986 | 102.986 | -14300.00 | 2401225.25 |
| 1241 | 2008.03.06 02:20 | buy | 410 | 1.00 | 103.810 | 0.000 | 0.000 | ||
| 1242 | 2008.03.06 02:20 | modify | 410 | 1.00 | 103.810 | 102.410 | 104.410 | ||
| 1243 | 2008.03.06 04:50 | close | 410 | 1.00 | 103.874 | 102.410 | 104.410 | 6400.00 | 2407625.25 |
| 1244 | 2008.03.06 05:50 | sell | 411 | 1.00 | 103.997 | 0.000 | 0.000 | ||
| 1245 | 2008.03.06 05:50 | modify | 411 | 1.00 | 103.997 | 105.397 | 103.397 | ||
| 1246 | 2008.03.06 07:40 | close | 411 | 1.00 | 103.856 | 105.397 | 103.397 | 14100.00 | 2421725.25 |
| 1247 | 2008.03.10 02:15 | buy | 412 | 1.00 | 102.115 | 0.000 | 0.000 | ||
| 1248 | 2008.03.10 02:15 | modify | 412 | 1.00 | 102.115 | 100.715 | 102.715 | ||
| 1249 | 2008.03.10 03:05 | close | 412 | 1.00 | 102.360 | 100.715 | 102.715 | 24500.00 | 2446225.25 |
| 1250 | 2008.03.10 08:25 | buy | 413 | 1.00 | 102.065 | 0.000 | 0.000 | ||
| 1251 | 2008.03.10 08:25 | modify | 413 | 1.00 | 102.065 | 100.665 | 102.665 | ||
| 1252 | 2008.03.10 11:05 | close | 413 | 1.00 | 102.109 | 100.665 | 102.665 | 4400.00 | 2450625.25 |
| 1253 | 2008.03.12 03:40 | buy | 414 | 1.00 | 103.165 | 0.000 | 0.000 | ||
| 1254 | 2008.03.12 03:40 | modify | 414 | 1.00 | 103.165 | 101.765 | 103.765 | ||
| 1255 | 2008.03.12 08:00 | close | 414 | 1.00 | 102.915 | 101.765 | 103.765 | -25000.00 | 2425625.25 |
| 1256 | 2008.03.14 00:05 | buy | 415 | 1.00 | 100.558 | 0.000 | 0.000 | ||
| 1257 | 2008.03.14 00:05 | modify | 415 | 1.00 | 100.558 | 99.158 | 101.158 | ||
| 1258 | 2008.03.14 01:50 | close | 415 | 1.00 | 100.692 | 99.158 | 101.158 | 13400.00 | 2439025.25 |
| 1259 | 2008.03.14 12:00 | sell | 416 | 1.00 | 100.640 | 0.000 | 0.000 | ||
| 1260 | 2008.03.14 12:00 | modify | 416 | 1.00 | 100.640 | 102.040 | 100.040 | ||
| 1261 | 2008.03.14 12:25 | close | 416 | 1.00 | 100.417 | 102.040 | 100.040 | 22300.00 | 2461325.25 |
| 1262 | 2008.03.18 10:15 | sell | 417 | 1.00 | 97.392 | 0.000 | 0.000 | ||
| 1263 | 2008.03.18 10:15 | modify | 417 | 1.00 | 97.392 | 98.792 | 96.792 | ||
| 1264 | 2008.03.18 13:20 | close | 417 | 1.00 | 97.373 | 98.792 | 96.792 | 1900.00 | 2463225.25 |
| 1265 | 2008.03.19 03:10 | buy | 418 | 1.00 | 99.604 | 0.000 | 0.000 | ||
| 1266 | 2008.03.19 03:10 | modify | 418 | 1.00 | 99.604 | 98.204 | 100.204 | ||
| 1267 | 2008.03.19 04:05 | close | 418 | 1.00 | 99.836 | 98.204 | 100.204 | 23200.00 | 2486425.25 |
| 1268 | 2008.03.19 06:20 | buy | 419 | 1.00 | 99.382 | 0.000 | 0.000 | ||
| 1269 | 2008.03.19 06:20 | modify | 419 | 1.00 | 99.382 | 97.982 | 99.982 | ||
| 1270 | 2008.03.19 06:25 | close | 419 | 1.00 | 99.584 | 97.982 | 99.982 | 20200.00 | 2506625.25 |
| 1271 | 2008.03.19 07:50 | buy | 420 | 1.00 | 99.159 | 0.000 | 0.000 | ||
| 1272 | 2008.03.19 07:50 | modify | 420 | 1.00 | 99.159 | 97.759 | 99.759 | ||
| 1273 | 2008.03.19 08:00 | close | 420 | 1.00 | 99.173 | 97.759 | 99.759 | 1400.00 | 2508025.25 |
| 1274 | 2008.03.20 05:00 | sell | 421 | 1.00 | 99.183 | 0.000 | 0.000 | ||
| 1275 | 2008.03.20 05:00 | modify | 421 | 1.00 | 99.183 | 100.583 | 98.583 | ||
| 1276 | 2008.03.20 09:50 | close | 421 | 1.00 | 98.927 | 100.583 | 98.583 | 25600.00 | 2533625.25 |
| 1277 | 2008.03.20 22:25 | sell | 422 | 1.00 | 99.304 | 0.000 | 0.000 | ||
| 1278 | 2008.03.20 22:25 | modify | 422 | 1.00 | 99.304 | 100.704 | 98.704 | ||
| 1279 | 2008.03.21 01:10 | close | 422 | 1.00 | 99.256 | 100.704 | 98.704 | 3431.86 | 2537057.11 |
| 1280 | 2008.03.21 03:20 | sell | 423 | 1.00 | 99.574 | 0.000 | 0.000 | ||
| 1281 | 2008.03.21 03:20 | modify | 423 | 1.00 | 99.574 | 100.974 | 98.974 | ||
| 1282 | 2008.03.21 09:35 | close | 423 | 1.00 | 99.547 | 100.974 | 98.974 | 2700.00 | 2539757.11 |
| 1283 | 2008.03.26 09:05 | sell | 424 | 1.00 | 100.115 | 0.000 | 0.000 | ||
| 1284 | 2008.03.26 09:05 | modify | 424 | 1.00 | 100.115 | 101.515 | 99.515 | ||
| 1285 | 2008.03.26 11:30 | close | 424 | 1.00 | 99.994 | 101.515 | 99.515 | 12100.00 | 2551857.11 |
| 1286 | 2008.03.27 09:40 | sell | 425 | 1.00 | 99.122 | 0.000 | 0.000 | ||
| 1287 | 2008.03.27 09:40 | modify | 425 | 1.00 | 99.122 | 100.522 | 98.522 | ||
| 1288 | 2008.03.27 14:20 | close | 425 | 1.00 | 99.285 | 100.522 | 98.522 | -16300.00 | 2535557.11 |
| 1289 | 2008.03.31 03:00 | sell | 426 | 1.00 | 99.349 | 0.000 | 0.000 | ||
| 1290 | 2008.03.31 03:00 | modify | 426 | 1.00 | 99.349 | 100.749 | 98.749 | ||
| 1291 | 2008.03.31 07:15 | close | 426 | 1.00 | 99.764 | 100.749 | 98.749 | -41500.00 | 2494057.11 |
| 1292 | 2008.03.31 11:20 | buy | 427 | 1.00 | 99.294 | 0.000 | 0.000 | ||
| 1293 | 2008.03.31 11:20 | modify | 427 | 1.00 | 99.294 | 97.894 | 99.894 | ||
| 1294 | 2008.03.31 13:10 | close | 427 | 1.00 | 99.542 | 97.894 | 99.894 | 24800.00 | 2518857.11 |
| 1295 | 2008.04.02 03:00 | buy | 428 | 1.00 | 101.541 | 0.000 | 0.000 | ||
| 1296 | 2008.04.02 03:00 | modify | 428 | 1.00 | 101.541 | 100.141 | 102.141 | ||
| 1297 | 2008.04.02 03:35 | close | 428 | 1.00 | 101.767 | 100.141 | 102.141 | 22600.00 | 2541457.11 |
| 1298 | 2008.04.04 02:15 | sell | 429 | 1.00 | 102.418 | 0.000 | 0.000 | ||
| 1299 | 2008.04.04 02:15 | modify | 429 | 1.00 | 102.418 | 103.818 | 101.818 | ||
| 1300 | 2008.04.04 03:20 | close | 429 | 1.00 | 102.299 | 103.818 | 101.818 | 11900.00 | 2553357.11 |
| 1301 | 2008.04.11 04:45 | sell | 430 | 1.00 | 102.108 | 0.000 | 0.000 | ||
| 1302 | 2008.04.11 04:45 | modify | 430 | 1.00 | 102.108 | 103.508 | 101.508 | ||
| 1303 | 2008.04.11 09:25 | close | 430 | 1.00 | 101.894 | 103.508 | 101.508 | 21400.00 | 2574757.11 |
| 1304 | 2008.04.14 19:50 | sell | 431 | 1.00 | 101.131 | 0.000 | 0.000 | ||
| 1305 | 2008.04.14 19:50 | modify | 431 | 1.00 | 101.131 | 102.531 | 100.531 | ||
| 1306 | 2008.04.14 20:55 | modify | 431 | 1.00 | 101.131 | 100.981 | 100.531 | ||
| 1307 | 2008.04.14 21:05 | s/l | 431 | 1.00 | 100.977 | 100.981 | 100.531 | 15400.00 | 2590157.11 |
| 1308 | 2008.04.16 05:40 | buy | 432 | 1.00 | 101.623 | 0.000 | 0.000 | ||
| 1309 | 2008.04.16 05:40 | modify | 432 | 1.00 | 101.623 | 100.223 | 102.223 | ||
| 1310 | 2008.04.16 08:00 | close | 432 | 1.00 | 101.649 | 100.223 | 102.223 | 2600.00 | 2592757.11 |
| 1311 | 2008.04.17 06:35 | buy | 433 | 1.00 | 101.777 | 0.000 | 0.000 | ||
| 1312 | 2008.04.17 06:35 | modify | 433 | 1.00 | 101.777 | 100.377 | 102.377 | ||
| 1313 | 2008.04.17 07:30 | close | 433 | 1.00 | 101.925 | 100.377 | 102.377 | 14800.00 | 2607557.11 |
| 1314 | 2008.04.21 07:45 | buy | 434 | 1.00 | 103.722 | 0.000 | 0.000 | ||
| 1315 | 2008.04.21 07:45 | modify | 434 | 1.00 | 103.722 | 102.322 | 104.322 | ||
| 1316 | 2008.04.21 09:10 | close | 434 | 1.00 | 103.939 | 102.322 | 104.322 | 21700.00 | 2629257.11 |
| 1317 | 2008.04.21 09:15 | sell | 435 | 1.00 | 103.968 | 0.000 | 0.000 | ||
| 1318 | 2008.04.21 09:15 | modify | 435 | 1.00 | 103.968 | 105.368 | 103.368 | ||
| 1319 | 2008.04.21 10:10 | close | 435 | 1.00 | 103.737 | 105.368 | 103.368 | 23100.00 | 2652357.11 |
| 1320 | 2008.04.22 08:35 | sell | 436 | 1.00 | 103.215 | 0.000 | 0.000 | ||
| 1321 | 2008.04.22 08:35 | modify | 436 | 1.00 | 103.215 | 104.615 | 102.615 | ||
| 1322 | 2008.04.22 08:45 | close | 436 | 1.00 | 103.061 | 104.615 | 102.615 | 15400.00 | 2667757.11 |
| 1323 | 2008.04.28 07:40 | buy | 437 | 1.00 | 104.498 | 0.000 | 0.000 | ||
| 1324 | 2008.04.28 07:40 | modify | 437 | 1.00 | 104.498 | 103.098 | 105.098 | ||
| 1325 | 2008.04.28 14:50 | close | 437 | 1.00 | 104.578 | 103.098 | 105.098 | 8000.00 | 2675757.11 |
| 1326 | 2008.04.29 21:45 | sell | 438 | 1.00 | 103.852 | 0.000 | 0.000 | ||
| 1327 | 2008.04.29 21:45 | modify | 438 | 1.00 | 103.852 | 105.252 | 103.252 | ||
| 1328 | 2008.04.30 01:55 | close | 438 | 1.00 | 103.976 | 105.252 | 103.252 | -13830.50 | 2661926.61 |
| 1329 | 2008.05.06 07:45 | sell | 439 | 1.00 | 104.850 | 0.000 | 0.000 | ||
| 1330 | 2008.05.06 07:45 | modify | 439 | 1.00 | 104.850 | 106.250 | 104.250 | ||
| 1331 | 2008.05.06 08:20 | close | 439 | 1.00 | 104.783 | 106.250 | 104.250 | 6700.00 | 2668626.61 |
| 1332 | 2008.05.06 09:00 | sell | 440 | 1.00 | 104.928 | 0.000 | 0.000 | ||
| 1333 | 2008.05.06 09:00 | modify | 440 | 1.00 | 104.928 | 106.328 | 104.328 | ||
| 1334 | 2008.05.06 11:50 | close | 440 | 1.00 | 104.815 | 106.328 | 104.328 | 11300.00 | 2679926.61 |
| 1335 | 2008.05.12 04:10 | sell | 441 | 1.00 | 103.033 | 0.000 | 0.000 | ||
| 1336 | 2008.05.12 04:10 | modify | 441 | 1.00 | 103.033 | 104.433 | 102.433 | ||
| 1337 | 2008.05.12 15:45 | close | 441 | 1.00 | 103.752 | 104.433 | 102.433 | -71900.00 | 2608026.61 |
| 1338 | 2008.05.19 03:10 | sell | 442 | 1.00 | 104.230 | 0.000 | 0.000 | ||
| 1339 | 2008.05.19 03:10 | modify | 442 | 1.00 | 104.230 | 105.630 | 103.630 | ||
| 1340 | 2008.05.19 04:10 | close | 442 | 1.00 | 104.067 | 105.630 | 103.630 | 16300.00 | 2624326.61 |
| 1341 | 2008.05.19 08:40 | buy | 443 | 1.00 | 104.101 | 0.000 | 0.000 | ||
| 1342 | 2008.05.19 08:40 | modify | 443 | 1.00 | 104.101 | 102.701 | 104.701 | ||
| 1343 | 2008.05.19 10:05 | close | 443 | 1.00 | 104.176 | 102.701 | 104.701 | 7500.00 | 2631826.61 |
| 1344 | 2008.05.20 02:50 | sell | 444 | 1.00 | 104.460 | 0.000 | 0.000 | ||
| 1345 | 2008.05.20 02:50 | modify | 444 | 1.00 | 104.460 | 105.860 | 103.860 | ||
| 1346 | 2008.05.20 03:45 | close | 444 | 1.00 | 104.336 | 105.860 | 103.860 | 12400.00 | 2644226.61 |
| 1347 | 2008.05.20 04:05 | buy | 445 | 1.00 | 104.231 | 0.000 | 0.000 | ||
| 1348 | 2008.05.20 04:05 | modify | 445 | 1.00 | 104.231 | 102.831 | 104.831 | ||
| 1349 | 2008.05.20 14:05 | close | 445 | 1.00 | 104.019 | 102.831 | 104.831 | -21200.00 | 2623026.61 |
| 1350 | 2008.05.21 12:15 | sell | 446 | 1.00 | 103.558 | 0.000 | 0.000 | ||