Strategy Tester Report
Copernicus_EURUSD_M5_V2
| 通貨ペア | EURUSD (Euro vs US Dollar) | ||||
| 期間 | 5分足(M5) 2003.05.05 08:20 - 2021.10.29 23:55 (2003.01.01 - 2021.11.01) | ||||
| 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 | MagicNumber=20200119; FixLots=0.1; Slippage=3; MaxSpread=3; ServerTimeGMT=3; UseWeekEndClose=false; WeekEndCloseTime=-1; MoneyManage=false; RiskRate=100; maxposition=2; | ||||
| テストバー数 | 1385509 | モデルティック数 | 333933849 | 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 | 15 | ||
| 純益 | 1083325.23 | 総利益 | 3369697.00 | 総損失 | -2286371.77 |
| プロフィットファクタ | 1.47 | 期待利得 | 279.06 | ||
| 絶対ドローダウン | 17472.78 | 最大ドローダウン | 45510.71 (3.66%) | 相対ドローダウン | 4.18% (45103.35) |
| 総取引数 | 3882 | 売りポジション(勝率%） | 1982 (76.74%) | 買いポジション(勝率%） | 1900 (75.05%) |
| 勝率(%) | 2947 (75.91%) | 負率 (%) | 935 (24.09%) | ||
| 最大 | 勝トレード | 13399.83 | 敗トレード | -17844.28 | |
| 平均 | 勝トレード | 1143.43 | 敗トレード | -2445.32 | |
| 最大 | 連勝(金額) | 29 (43078.43) | 連敗(金額) | 7 (-1938.84) | |
| 最大 | 連勝(トレード数) | 43078.43 (29) | 連敗(トレード数) | -38703.25 (3) | |
| 平均 | 連勝 | 5 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2003.05.06 00:35 | sell | 1 | 0.10 | 1.12853 | 0.00000 | 0.00000 | ||
| 2 | 2003.05.06 00:35 | modify | 1 | 0.10 | 1.12853 | 1.14453 | 1.11553 | ||
| 3 | 2003.05.06 04:05 | close | 1 | 0.10 | 1.12860 | 1.14453 | 1.11553 | -77.58 | 999922.42 |
| 4 | 2003.05.06 04:40 | buy | 2 | 0.10 | 1.12872 | 0.00000 | 0.00000 | ||
| 5 | 2003.05.06 04:40 | modify | 2 | 0.10 | 1.12872 | 1.11272 | 1.14172 | ||
| 6 | 2003.05.06 07:30 | close | 2 | 0.10 | 1.12846 | 1.11272 | 1.14172 | -287.93 | 999634.49 |
| 7 | 2003.05.06 07:30 | sell | 3 | 0.10 | 1.12842 | 0.00000 | 0.00000 | ||
| 8 | 2003.05.06 07:30 | modify | 3 | 0.10 | 1.12842 | 1.14442 | 1.11542 | ||
| 9 | 2003.05.06 16:20 | close | 3 | 0.10 | 1.13319 | 1.14442 | 1.11542 | -5286.78 | 994347.71 |
| 10 | 2003.05.06 19:00 | sell | 4 | 0.10 | 1.13416 | 0.00000 | 0.00000 | ||
| 11 | 2003.05.06 19:00 | modify | 4 | 0.10 | 1.13416 | 1.15016 | 1.12116 | ||
| 12 | 2003.05.06 21:00 | close | 4 | 0.10 | 1.13394 | 1.15016 | 1.12116 | 243.83 | 994591.54 |
| 13 | 2003.05.06 21:00 | buy | 5 | 0.10 | 1.13396 | 0.00000 | 0.00000 | ||
| 14 | 2003.05.06 21:00 | modify | 5 | 0.10 | 1.13396 | 1.11796 | 1.14696 | ||
| 15 | 2003.05.06 21:45 | close | 5 | 0.10 | 1.13633 | 1.11796 | 1.14696 | 2624.54 | 997216.08 |
| 16 | 2003.05.07 01:05 | sell | 6 | 0.10 | 1.14317 | 0.00000 | 0.00000 | ||
| 17 | 2003.05.07 01:05 | modify | 6 | 0.10 | 1.14317 | 1.15917 | 1.13017 | ||
| 18 | 2003.05.07 01:15 | close | 6 | 0.10 | 1.14248 | 1.15917 | 1.13017 | 764.76 | 997980.84 |
| 19 | 2003.05.07 01:20 | sell | 7 | 0.10 | 1.14335 | 0.00000 | 0.00000 | ||
| 20 | 2003.05.07 01:20 | modify | 7 | 0.10 | 1.14335 | 1.15935 | 1.13035 | ||
| 21 | 2003.05.07 01:45 | sell | 8 | 0.10 | 1.14326 | 0.00000 | 0.00000 | ||
| 22 | 2003.05.07 01:45 | modify | 8 | 0.10 | 1.14326 | 1.15926 | 1.13026 | ||
| 23 | 2003.05.07 03:05 | close | 8 | 0.10 | 1.14229 | 1.15926 | 1.13026 | 1075.09 | 999055.93 |
| 24 | 2003.05.07 03:05 | close | 7 | 0.10 | 1.14232 | 1.15935 | 1.13035 | 1141.59 | 1000197.52 |
| 25 | 2003.05.07 07:00 | buy | 9 | 0.10 | 1.14090 | 0.00000 | 0.00000 | ||
| 26 | 2003.05.07 07:00 | modify | 9 | 0.10 | 1.14090 | 1.12490 | 1.15390 | ||
| 27 | 2003.05.07 08:00 | close | 9 | 0.10 | 1.14167 | 1.12490 | 1.15390 | 852.70 | 1001050.22 |
| 28 | 2003.05.07 11:40 | sell | 10 | 0.10 | 1.14143 | 0.00000 | 0.00000 | ||
| 29 | 2003.05.07 11:40 | modify | 10 | 0.10 | 1.14143 | 1.15743 | 1.12843 | ||
| 30 | 2003.05.07 12:05 | close | 10 | 0.10 | 1.13923 | 1.15743 | 1.12843 | 2438.35 | 1003488.57 |
| 31 | 2003.05.09 01:35 | buy | 11 | 0.10 | 1.14863 | 0.00000 | 0.00000 | ||
| 32 | 2003.05.09 01:35 | modify | 11 | 0.10 | 1.14863 | 1.13263 | 1.16163 | ||
| 33 | 2003.05.09 03:05 | close | 11 | 0.10 | 1.15044 | 1.13263 | 1.16163 | 2004.40 | 1005492.97 |
| 34 | 2003.05.09 06:05 | buy | 12 | 0.10 | 1.15047 | 0.00000 | 0.00000 | ||
| 35 | 2003.05.09 06:05 | modify | 12 | 0.10 | 1.15047 | 1.13447 | 1.16347 | ||
| 36 | 2003.05.09 07:00 | close | 12 | 0.10 | 1.15134 | 1.13447 | 1.16347 | 963.44 | 1006456.41 |
| 37 | 2003.05.12 08:55 | buy | 13 | 0.10 | 1.15677 | 0.00000 | 0.00000 | ||
| 38 | 2003.05.12 08:55 | modify | 13 | 0.10 | 1.15677 | 1.14077 | 1.16977 | ||
| 39 | 2003.05.12 11:05 | close | 13 | 0.10 | 1.15814 | 1.14077 | 1.16977 | 1517.14 | 1007973.55 |
| 40 | 2003.05.12 14:20 | buy | 14 | 0.10 | 1.15734 | 0.00000 | 0.00000 | ||
| 41 | 2003.05.12 14:20 | modify | 14 | 0.10 | 1.15734 | 1.14134 | 1.17034 | ||
| 42 | 2003.05.12 14:50 | close | 14 | 0.10 | 1.15790 | 1.14134 | 1.17034 | 620.14 | 1008593.69 |
| 43 | 2003.05.13 08:00 | buy | 15 | 0.10 | 1.14989 | 0.00000 | 0.00000 | ||
| 44 | 2003.05.13 08:00 | modify | 15 | 0.10 | 1.14989 | 1.13389 | 1.16289 | ||
| 45 | 2003.05.13 08:05 | close | 15 | 0.10 | 1.15267 | 1.13389 | 1.16289 | 3078.57 | 1011672.26 |
| 46 | 2003.05.13 10:05 | buy | 16 | 0.10 | 1.15122 | 0.00000 | 0.00000 | ||
| 47 | 2003.05.13 10:05 | modify | 16 | 0.10 | 1.15122 | 1.13522 | 1.16422 | ||
| 48 | 2003.05.13 10:30 | close | 16 | 0.10 | 1.15206 | 1.13522 | 1.16422 | 930.21 | 1012602.47 |
| 49 | 2003.05.13 10:50 | buy | 17 | 0.10 | 1.15067 | 0.00000 | 0.00000 | ||
| 50 | 2003.05.13 10:50 | modify | 17 | 0.10 | 1.15067 | 1.13467 | 1.16367 | ||
| 51 | 2003.05.13 12:25 | close | 17 | 0.10 | 1.15065 | 1.13467 | 1.16367 | -22.15 | 1012580.32 |
| 52 | 2003.05.13 13:15 | sell | 18 | 0.10 | 1.15149 | 0.00000 | 0.00000 | ||
| 53 | 2003.05.13 13:15 | modify | 18 | 0.10 | 1.15149 | 1.16749 | 1.13849 | ||
| 54 | 2003.05.13 14:20 | sell | 19 | 0.10 | 1.15093 | 0.00000 | 0.00000 | ||
| 55 | 2003.05.13 14:20 | modify | 19 | 0.10 | 1.15093 | 1.16693 | 1.13793 | ||
| 56 | 2003.05.13 15:45 | close | 19 | 0.10 | 1.15120 | 1.16693 | 1.13793 | -299.25 | 1012281.07 |
| 57 | 2003.05.13 15:45 | close | 18 | 0.10 | 1.15133 | 1.16749 | 1.13849 | 177.34 | 1012458.41 |
| 58 | 2003.05.15 11:00 | sell | 20 | 0.10 | 1.14470 | 0.00000 | 0.00000 | ||
| 59 | 2003.05.15 11:00 | modify | 20 | 0.10 | 1.14470 | 1.16070 | 1.13170 | ||
| 60 | 2003.05.15 11:40 | close | 20 | 0.10 | 1.14447 | 1.16070 | 1.13170 | 254.92 | 1012713.33 |
| 61 | 2003.05.16 09:05 | buy | 21 | 0.10 | 1.14012 | 0.00000 | 0.00000 | ||
| 62 | 2003.05.16 09:05 | modify | 21 | 0.10 | 1.14012 | 1.12412 | 1.15312 | ||
| 63 | 2003.05.16 11:00 | close | 21 | 0.10 | 1.14025 | 1.12412 | 1.15312 | 143.96 | 1012857.29 |
| 64 | 2003.05.16 21:10 | sell | 22 | 0.10 | 1.15459 | 0.00000 | 0.00000 | ||
| 65 | 2003.05.16 21:10 | modify | 22 | 0.10 | 1.15459 | 1.17059 | 1.14159 | ||
| 66 | 2003.05.19 03:15 | sell | 23 | 0.10 | 1.16724 | 0.00000 | 0.00000 | ||
| 67 | 2003.05.19 03:15 | modify | 23 | 0.10 | 1.16724 | 1.18324 | 1.15424 | ||
| 68 | 2003.05.19 05:10 | close | 22 | 0.10 | 1.16985 | 1.17059 | 1.14159 | -16909.53 | 995947.76 |
| 69 | 2003.05.19 09:05 | close | 23 | 0.10 | 1.16884 | 1.18324 | 1.15424 | -1773.35 | 994174.41 |
| 70 | 2003.05.19 10:25 | sell | 24 | 0.10 | 1.16913 | 0.00000 | 0.00000 | ||
| 71 | 2003.05.19 10:25 | modify | 24 | 0.10 | 1.16913 | 1.18513 | 1.15613 | ||
| 72 | 2003.05.19 10:45 | close | 24 | 0.10 | 1.16682 | 1.18513 | 1.15613 | 2560.26 | 996734.67 |
| 73 | 2003.05.19 10:55 | sell | 25 | 0.10 | 1.16921 | 0.00000 | 0.00000 | ||
| 74 | 2003.05.19 10:55 | modify | 25 | 0.10 | 1.16921 | 1.18521 | 1.15621 | ||
| 75 | 2003.05.19 14:45 | buy | 26 | 0.10 | 1.17004 | 0.00000 | 0.00000 | ||
| 76 | 2003.05.19 14:45 | modify | 26 | 0.10 | 1.17004 | 1.15404 | 1.18304 | ||
| 77 | 2003.05.19 15:00 | close | 25 | 0.10 | 1.16869 | 1.18521 | 1.15621 | 576.34 | 997311.01 |
| 78 | 2003.05.19 15:00 | buy | 27 | 0.10 | 1.16879 | 0.00000 | 0.00000 | ||
| 79 | 2003.05.19 15:00 | modify | 27 | 0.10 | 1.16879 | 1.15279 | 1.18179 | ||
| 80 | 2003.05.19 18:45 | close | 27 | 0.10 | 1.16966 | 1.15279 | 1.18179 | 963.43 | 998274.44 |
| 81 | 2003.05.19 18:45 | close | 26 | 0.10 | 1.16963 | 1.15404 | 1.18304 | -454.04 | 997820.40 |
| 82 | 2003.05.20 05:00 | sell | 28 | 0.10 | 1.16429 | 0.00000 | 0.00000 | ||
| 83 | 2003.05.20 05:00 | modify | 28 | 0.10 | 1.16429 | 1.18029 | 1.15129 | ||
| 84 | 2003.05.20 10:35 | close | 28 | 0.10 | 1.16397 | 1.18029 | 1.15129 | 354.67 | 998175.07 |
| 85 | 2003.05.21 01:10 | sell | 29 | 0.10 | 1.17097 | 0.00000 | 0.00000 | ||
| 86 | 2003.05.21 01:10 | modify | 29 | 0.10 | 1.17097 | 1.18697 | 1.15797 | ||
| 87 | 2003.05.21 01:20 | sell | 30 | 0.10 | 1.17086 | 0.00000 | 0.00000 | ||
| 88 | 2003.05.21 01:20 | modify | 30 | 0.10 | 1.17086 | 1.18686 | 1.15786 | ||
| 89 | 2003.05.21 05:00 | buy | 31 | 0.10 | 1.17133 | 0.00000 | 0.00000 | ||
| 90 | 2003.05.21 05:00 | modify | 31 | 0.10 | 1.17133 | 1.15533 | 1.18433 | ||
| 91 | 2003.05.21 06:15 | close | 30 | 0.10 | 1.17136 | 1.18686 | 1.15786 | -554.17 | 997620.90 |
| 92 | 2003.05.21 06:15 | close | 29 | 0.10 | 1.17148 | 1.18697 | 1.15797 | -565.25 | 997055.65 |
| 93 | 2003.05.21 07:20 | close | 31 | 0.10 | 1.17199 | 1.15533 | 1.18433 | 730.89 | 997786.54 |
| 94 | 2003.05.21 07:20 | sell | 32 | 0.10 | 1.17200 | 0.00000 | 0.00000 | ||
| 95 | 2003.05.21 07:20 | modify | 32 | 0.10 | 1.17200 | 1.18800 | 1.15900 | ||
| 96 | 2003.05.21 08:15 | buy | 33 | 0.10 | 1.17145 | 0.00000 | 0.00000 | ||
| 97 | 2003.05.21 08:15 | modify | 33 | 0.10 | 1.17145 | 1.15545 | 1.18445 | ||
| 98 | 2003.05.21 09:05 | close | 32 | 0.10 | 1.17101 | 1.18800 | 1.15900 | 1097.26 | 998883.80 |
| 99 | 2003.05.21 10:35 | close | 33 | 0.10 | 1.17243 | 1.15545 | 1.18445 | 1085.25 | 999969.05 |
| 100 | 2003.05.22 05:00 | buy | 34 | 0.10 | 1.16403 | 0.00000 | 0.00000 | ||
| 101 | 2003.05.22 05:00 | modify | 34 | 0.10 | 1.16403 | 1.14803 | 1.17703 | ||
| 102 | 2003.05.22 07:10 | close | 34 | 0.10 | 1.16416 | 1.14803 | 1.17703 | 143.96 | 1000113.01 |
| 103 | 2003.05.22 08:00 | sell | 35 | 0.10 | 1.16424 | 0.00000 | 0.00000 | ||
| 104 | 2003.05.22 08:00 | modify | 35 | 0.10 | 1.16424 | 1.18024 | 1.15124 | ||
| 105 | 2003.05.22 10:00 | buy | 36 | 0.10 | 1.16395 | 0.00000 | 0.00000 | ||
| 106 | 2003.05.22 10:00 | modify | 36 | 0.10 | 1.16395 | 1.14795 | 1.17695 | ||
| 107 | 2003.05.22 10:05 | close | 35 | 0.10 | 1.16327 | 1.18024 | 1.15124 | 1075.09 | 1001188.10 |
| 108 | 2003.05.22 11:05 | close | 36 | 0.10 | 1.16410 | 1.14795 | 1.17695 | 166.11 | 1001354.21 |
| 109 | 2003.05.22 20:00 | sell | 37 | 0.10 | 1.16965 | 0.00000 | 0.00000 | ||
| 110 | 2003.05.22 20:00 | modify | 37 | 0.10 | 1.16965 | 1.18565 | 1.15665 | ||
| 111 | 2003.05.22 21:00 | close | 37 | 0.10 | 1.16857 | 1.18565 | 1.15665 | 1197.01 | 1002551.22 |
| 112 | 2003.05.22 23:05 | buy | 38 | 0.10 | 1.16909 | 0.00000 | 0.00000 | ||
| 113 | 2003.05.22 23:05 | modify | 38 | 0.10 | 1.16909 | 1.15309 | 1.18209 | ||
| 114 | 2003.05.23 00:40 | sell | 39 | 0.10 | 1.16965 | 0.00000 | 0.00000 | ||
| 115 | 2003.05.23 00:40 | modify | 39 | 0.10 | 1.16965 | 1.18565 | 1.15665 | ||
| 116 | 2003.05.23 00:45 | close | 38 | 0.10 | 1.16994 | 1.15309 | 1.18209 | 898.08 | 1003449.30 |
| 117 | 2003.05.23 01:00 | sell | 40 | 0.10 | 1.16969 | 0.00000 | 0.00000 | ||
| 118 | 2003.05.23 01:00 | modify | 40 | 0.10 | 1.16969 | 1.18569 | 1.15669 | ||
| 119 | 2003.05.23 03:05 | close | 40 | 0.10 | 1.16866 | 1.18569 | 1.15669 | 1141.59 | 1004590.89 |
| 120 | 2003.05.23 03:05 | close | 39 | 0.10 | 1.16868 | 1.18565 | 1.15665 | 1075.09 | 1005665.98 |
| 121 | 2003.05.23 15:20 | sell | 41 | 0.10 | 1.18066 | 0.00000 | 0.00000 | ||
| 122 | 2003.05.23 15:20 | modify | 41 | 0.10 | 1.18066 | 1.19666 | 1.16766 | ||
| 123 | 2003.05.23 15:40 | close | 41 | 0.10 | 1.17830 | 1.19666 | 1.16766 | 2615.68 | 1008281.66 |
| 124 | 2003.05.23 19:15 | buy | 42 | 0.10 | 1.17767 | 0.00000 | 0.00000 | ||
| 125 | 2003.05.23 19:15 | modify | 42 | 0.10 | 1.17767 | 1.16167 | 1.19067 | ||
| 126 | 2003.05.23 20:05 | close | 42 | 0.10 | 1.17976 | 1.16167 | 1.19067 | 2314.46 | 1010596.12 |
| 127 | 2003.05.26 01:05 | sell | 43 | 0.10 | 1.18288 | 0.00000 | 0.00000 | ||
| 128 | 2003.05.26 01:05 | modify | 43 | 0.10 | 1.18288 | 1.19888 | 1.16988 | ||
| 129 | 2003.05.26 01:15 | sell | 44 | 0.10 | 1.18327 | 0.00000 | 0.00000 | ||
| 130 | 2003.05.26 01:15 | modify | 44 | 0.10 | 1.18327 | 1.19927 | 1.17027 | ||
| 131 | 2003.05.26 03:05 | close | 44 | 0.10 | 1.18164 | 1.19927 | 1.17027 | 1806.59 | 1012402.71 |
| 132 | 2003.05.26 03:05 | close | 43 | 0.10 | 1.18161 | 1.19888 | 1.16988 | 1407.59 | 1013810.30 |
| 133 | 2003.05.28 09:00 | sell | 45 | 0.10 | 1.18379 | 0.00000 | 0.00000 | ||
| 134 | 2003.05.28 09:00 | modify | 45 | 0.10 | 1.18379 | 1.19979 | 1.17079 | ||
| 135 | 2003.05.28 10:00 | sell | 46 | 0.10 | 1.18382 | 0.00000 | 0.00000 | ||
| 136 | 2003.05.28 10:00 | modify | 46 | 0.10 | 1.18382 | 1.19982 | 1.17082 | ||
| 137 | 2003.05.28 10:05 | close | 46 | 0.10 | 1.18293 | 1.19982 | 1.17082 | 986.42 | 1014796.72 |
| 138 | 2003.05.28 10:05 | close | 45 | 0.10 | 1.18291 | 1.19979 | 1.17079 | 975.34 | 1015772.06 |
| 139 | 2003.05.28 10:05 | buy | 47 | 0.10 | 1.18277 | 0.00000 | 0.00000 | ||
| 140 | 2003.05.28 10:05 | modify | 47 | 0.10 | 1.18277 | 1.16677 | 1.19577 | ||
| 141 | 2003.05.28 21:00 | close | 47 | 0.10 | 1.17644 | 1.16677 | 1.19577 | -7009.84 | 1008762.22 |
| 142 | 2003.05.29 00:05 | sell | 48 | 0.10 | 1.17636 | 0.00000 | 0.00000 | ||
| 143 | 2003.05.29 00:05 | modify | 48 | 0.10 | 1.17636 | 1.19236 | 1.16336 | ||
| 144 | 2003.05.29 01:05 | close | 48 | 0.10 | 1.17546 | 1.19236 | 1.16336 | 997.50 | 1009759.72 |
| 145 | 2003.05.30 00:05 | sell | 49 | 0.10 | 1.18936 | 0.00000 | 0.00000 | ||
| 146 | 2003.05.30 00:05 | modify | 49 | 0.10 | 1.18936 | 1.20536 | 1.17636 | ||
| 147 | 2003.05.30 03:00 | close | 49 | 0.10 | 1.18913 | 1.20536 | 1.17636 | 254.92 | 1010014.64 |
| 148 | 2003.05.30 06:00 | buy | 50 | 0.10 | 1.18753 | 0.00000 | 0.00000 | ||
| 149 | 2003.05.30 06:00 | modify | 50 | 0.10 | 1.18753 | 1.17153 | 1.20053 | ||
| 150 | 2003.05.30 08:45 | buy | 51 | 0.10 | 1.18671 | 0.00000 | 0.00000 | ||
1ページ目次へ