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 | |
| # | 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 |
| 151 | 2003.05.30 08:45 | modify | 51 | 0.10 | 1.18671 | 1.17071 | 1.19971 | ||
| 152 | 2003.05.30 10:05 | close | 51 | 0.10 | 1.18787 | 1.17071 | 1.19971 | 1284.59 | 1011299.23 |
| 153 | 2003.05.30 10:05 | close | 50 | 0.10 | 1.18795 | 1.17153 | 1.20053 | 465.11 | 1011764.34 |
| 154 | 2003.05.30 22:20 | sell | 52 | 0.10 | 1.17784 | 0.00000 | 0.00000 | ||
| 155 | 2003.05.30 22:20 | modify | 52 | 0.10 | 1.17784 | 1.19384 | 1.16484 | ||
| 156 | 2003.06.02 00:00 | close | 52 | 0.10 | 1.17085 | 1.19384 | 1.16484 | 7751.04 | 1019515.38 |
| 157 | 2003.06.02 00:00 | buy | 53 | 0.10 | 1.17093 | 0.00000 | 0.00000 | ||
| 158 | 2003.06.02 00:00 | modify | 53 | 0.10 | 1.17093 | 1.15493 | 1.18393 | ||
| 159 | 2003.06.02 01:00 | close | 53 | 0.10 | 1.17113 | 1.15493 | 1.18393 | 221.48 | 1019736.86 |
| 160 | 2003.06.02 04:05 | buy | 54 | 0.10 | 1.17161 | 0.00000 | 0.00000 | ||
| 161 | 2003.06.02 04:05 | modify | 54 | 0.10 | 1.17161 | 1.15561 | 1.18461 | ||
| 162 | 2003.06.02 04:20 | buy | 55 | 0.10 | 1.17161 | 0.00000 | 0.00000 | ||
| 163 | 2003.06.02 04:20 | modify | 55 | 0.10 | 1.17161 | 1.15561 | 1.18461 | ||
| 164 | 2003.06.02 08:05 | close | 55 | 0.10 | 1.17054 | 1.15561 | 1.18461 | -1184.91 | 1018551.95 |
| 165 | 2003.06.02 08:05 | close | 54 | 0.10 | 1.17056 | 1.15561 | 1.18461 | -1162.77 | 1017389.18 |
| 166 | 2003.06.02 08:05 | sell | 56 | 0.10 | 1.17066 | 0.00000 | 0.00000 | ||
| 167 | 2003.06.02 08:05 | modify | 56 | 0.10 | 1.17066 | 1.18666 | 1.15766 | ||
| 168 | 2003.06.02 10:15 | close | 56 | 0.10 | 1.17004 | 1.18666 | 1.15766 | 687.17 | 1018076.35 |
| 169 | 2003.06.02 13:00 | buy | 57 | 0.10 | 1.16775 | 0.00000 | 0.00000 | ||
| 170 | 2003.06.02 13:00 | modify | 57 | 0.10 | 1.16775 | 1.15175 | 1.18075 | ||
| 171 | 2003.06.02 14:05 | close | 57 | 0.10 | 1.16961 | 1.15175 | 1.18075 | 2059.76 | 1020136.11 |
| 172 | 2003.06.02 14:05 | sell | 58 | 0.10 | 1.16946 | 0.00000 | 0.00000 | ||
| 173 | 2003.06.02 14:05 | modify | 58 | 0.10 | 1.16946 | 1.18546 | 1.15646 | ||
| 174 | 2003.06.02 16:05 | close | 58 | 0.10 | 1.16856 | 1.18546 | 1.15646 | 997.51 | 1021133.62 |
| 175 | 2003.06.02 16:25 | buy | 59 | 0.10 | 1.16786 | 0.00000 | 0.00000 | ||
| 176 | 2003.06.02 16:25 | modify | 59 | 0.10 | 1.16786 | 1.15186 | 1.18086 | ||
| 177 | 2003.06.02 18:15 | close | 59 | 0.10 | 1.16958 | 1.15186 | 1.18086 | 1904.73 | 1023038.35 |
| 178 | 2003.06.03 00:05 | sell | 60 | 0.10 | 1.17552 | 0.00000 | 0.00000 | ||
| 179 | 2003.06.03 00:05 | modify | 60 | 0.10 | 1.17552 | 1.19152 | 1.16252 | ||
| 180 | 2003.06.03 00:20 | close | 60 | 0.10 | 1.17460 | 1.19152 | 1.16252 | 1019.68 | 1024058.03 |
| 181 | 2003.06.03 00:30 | sell | 61 | 0.10 | 1.17532 | 0.00000 | 0.00000 | ||
| 182 | 2003.06.03 00:30 | modify | 61 | 0.10 | 1.17532 | 1.19132 | 1.16232 | ||
| 183 | 2003.06.03 01:35 | close | 61 | 0.10 | 1.17508 | 1.19132 | 1.16232 | 266.00 | 1024324.03 |
| 184 | 2003.06.03 05:35 | buy | 62 | 0.10 | 1.17365 | 0.00000 | 0.00000 | ||
| 185 | 2003.06.03 05:35 | modify | 62 | 0.10 | 1.17365 | 1.15765 | 1.18665 | ||
| 186 | 2003.06.03 05:55 | buy | 63 | 0.10 | 1.17370 | 0.00000 | 0.00000 | ||
| 187 | 2003.06.03 05:55 | modify | 63 | 0.10 | 1.17370 | 1.15770 | 1.18670 | ||
| 188 | 2003.06.03 07:05 | close | 63 | 0.10 | 1.17505 | 1.15770 | 1.18670 | 1494.99 | 1025819.02 |
| 189 | 2003.06.03 07:05 | close | 62 | 0.10 | 1.17512 | 1.15765 | 1.18665 | 1627.88 | 1027446.90 |
| 190 | 2003.06.03 10:05 | sell | 64 | 0.10 | 1.17562 | 0.00000 | 0.00000 | ||
| 191 | 2003.06.03 10:05 | modify | 64 | 0.10 | 1.17562 | 1.19162 | 1.16262 | ||
| 192 | 2003.06.03 13:05 | close | 64 | 0.10 | 1.17474 | 1.19162 | 1.16262 | 975.34 | 1028422.24 |
| 193 | 2003.06.05 03:20 | buy | 65 | 0.10 | 1.16357 | 0.00000 | 0.00000 | ||
| 194 | 2003.06.05 03:20 | modify | 65 | 0.10 | 1.16357 | 1.14757 | 1.17657 | ||
| 195 | 2003.06.05 04:45 | close | 65 | 0.10 | 1.16492 | 1.14757 | 1.17657 | 1494.99 | 1029917.23 |
| 196 | 2003.06.06 01:00 | buy | 66 | 0.10 | 1.18365 | 0.00000 | 0.00000 | ||
| 197 | 2003.06.06 01:00 | modify | 66 | 0.10 | 1.18365 | 1.16765 | 1.19665 | ||
| 198 | 2003.06.06 01:10 | close | 66 | 0.10 | 1.18441 | 1.16765 | 1.19665 | 841.62 | 1030758.85 |
| 199 | 2003.06.06 18:45 | buy | 67 | 0.10 | 1.17077 | 0.00000 | 0.00000 | ||
| 200 | 2003.06.06 18:45 | modify | 67 | 0.10 | 1.17077 | 1.15477 | 1.18377 | ||
| 201 | 2003.06.06 19:20 | close | 67 | 0.10 | 1.17103 | 1.15477 | 1.18377 | 287.92 | 1031046.77 |
| 202 | 2003.06.06 20:00 | buy | 68 | 0.10 | 1.16908 | 0.00000 | 0.00000 | ||
| 203 | 2003.06.06 20:00 | modify | 68 | 0.10 | 1.16908 | 1.15308 | 1.18208 | ||
| 204 | 2003.06.06 22:10 | close | 68 | 0.10 | 1.16958 | 1.15308 | 1.18208 | 553.70 | 1031600.47 |
| 205 | 2003.06.09 01:05 | sell | 69 | 0.10 | 1.17016 | 0.00000 | 0.00000 | ||
| 206 | 2003.06.09 01:05 | modify | 69 | 0.10 | 1.17016 | 1.18616 | 1.15716 | ||
| 207 | 2003.06.09 04:05 | close | 69 | 0.10 | 1.16887 | 1.18616 | 1.15716 | 1429.75 | 1033030.22 |
| 208 | 2003.06.09 07:00 | sell | 70 | 0.10 | 1.16888 | 0.00000 | 0.00000 | ||
| 209 | 2003.06.09 07:00 | modify | 70 | 0.10 | 1.16888 | 1.18488 | 1.15588 | ||
| 210 | 2003.06.09 09:20 | close | 70 | 0.10 | 1.16931 | 1.18488 | 1.15588 | -476.59 | 1032553.63 |
| 211 | 2003.06.09 22:05 | sell | 71 | 0.10 | 1.17468 | 0.00000 | 0.00000 | ||
| 212 | 2003.06.09 22:05 | modify | 71 | 0.10 | 1.17468 | 1.19068 | 1.16168 | ||
| 213 | 2003.06.09 23:10 | close | 71 | 0.10 | 1.17308 | 1.19068 | 1.16168 | 1773.34 | 1034326.97 |
| 214 | 2003.06.10 02:35 | buy | 72 | 0.10 | 1.17080 | 0.00000 | 0.00000 | ||
| 215 | 2003.06.10 02:35 | modify | 72 | 0.10 | 1.17080 | 1.15480 | 1.18380 | ||
| 216 | 2003.06.10 04:30 | close | 72 | 0.10 | 1.17149 | 1.15480 | 1.18380 | 764.11 | 1035091.08 |
| 217 | 2003.06.11 17:40 | sell | 73 | 0.10 | 1.17678 | 0.00000 | 0.00000 | ||
| 218 | 2003.06.11 17:40 | modify | 73 | 0.10 | 1.17678 | 1.19278 | 1.16378 | ||
| 219 | 2003.06.11 17:55 | sell | 74 | 0.10 | 1.17704 | 0.00000 | 0.00000 | ||
| 220 | 2003.06.11 17:55 | modify | 74 | 0.10 | 1.17704 | 1.19304 | 1.16404 | ||
| 221 | 2003.06.11 20:10 | close | 74 | 0.10 | 1.17523 | 1.19304 | 1.16404 | 2006.09 | 1037097.17 |
| 222 | 2003.06.11 20:10 | close | 73 | 0.10 | 1.17528 | 1.19278 | 1.16378 | 1662.51 | 1038759.68 |
| 223 | 2003.06.13 23:45 | sell | 75 | 0.10 | 1.18677 | 0.00000 | 0.00000 | ||
| 224 | 2003.06.13 23:45 | modify | 75 | 0.10 | 1.18677 | 1.20277 | 1.17377 | ||
| 225 | 2003.06.16 00:05 | sell | 76 | 0.10 | 1.18689 | 0.00000 | 0.00000 | ||
| 226 | 2003.06.16 00:05 | modify | 76 | 0.10 | 1.18689 | 1.20289 | 1.17389 | ||
| 227 | 2003.06.16 07:05 | close | 76 | 0.10 | 1.18766 | 1.20289 | 1.17389 | -853.42 | 1037906.26 |
| 228 | 2003.06.16 07:05 | close | 75 | 0.10 | 1.18767 | 1.20277 | 1.17377 | -993.77 | 1036912.49 |
| 229 | 2003.06.16 10:20 | buy | 77 | 0.10 | 1.18655 | 0.00000 | 0.00000 | ||
| 230 | 2003.06.16 10:20 | modify | 77 | 0.10 | 1.18655 | 1.17055 | 1.19955 | ||
| 231 | 2003.06.16 11:05 | close | 77 | 0.10 | 1.18902 | 1.17055 | 1.19955 | 2735.28 | 1039647.77 |
| 232 | 2003.06.18 21:00 | buy | 78 | 0.10 | 1.16816 | 0.00000 | 0.00000 | ||
| 233 | 2003.06.18 21:00 | modify | 78 | 0.10 | 1.16816 | 1.15216 | 1.18116 | ||
| 234 | 2003.06.18 22:05 | close | 78 | 0.10 | 1.16822 | 1.15216 | 1.18116 | 66.45 | 1039714.22 |
| 235 | 2003.06.19 01:20 | buy | 79 | 0.10 | 1.16842 | 0.00000 | 0.00000 | ||
| 236 | 2003.06.19 01:20 | modify | 79 | 0.10 | 1.16842 | 1.15242 | 1.18142 | ||
| 237 | 2003.06.19 01:30 | buy | 80 | 0.10 | 1.16846 | 0.00000 | 0.00000 | ||
| 238 | 2003.06.19 01:30 | modify | 80 | 0.10 | 1.16846 | 1.15246 | 1.18146 | ||
| 239 | 2003.06.19 10:35 | close | 80 | 0.10 | 1.16381 | 1.15246 | 1.18146 | -5149.41 | 1034564.81 |
| 240 | 2003.06.19 10:35 | close | 79 | 0.10 | 1.16374 | 1.15242 | 1.18142 | -5182.63 | 1029382.18 |
| 241 | 2003.06.19 11:00 | buy | 81 | 0.10 | 1.16106 | 0.00000 | 0.00000 | ||
| 242 | 2003.06.19 11:00 | modify | 81 | 0.10 | 1.16106 | 1.14506 | 1.17406 | ||
| 243 | 2003.06.19 11:15 | sell | 82 | 0.10 | 1.16297 | 0.00000 | 0.00000 | ||
| 244 | 2003.06.19 11:15 | modify | 82 | 0.10 | 1.16297 | 1.17897 | 1.14997 | ||
| 245 | 2003.06.19 11:35 | close | 81 | 0.10 | 1.16108 | 1.14506 | 1.17406 | 22.15 | 1029404.33 |
| 246 | 2003.06.19 11:40 | close | 82 | 0.10 | 1.16276 | 1.17897 | 1.14997 | 232.75 | 1029637.08 |
| 247 | 2003.06.19 17:50 | buy | 83 | 0.10 | 1.16367 | 0.00000 | 0.00000 | ||
| 248 | 2003.06.19 17:50 | modify | 83 | 0.10 | 1.16367 | 1.14767 | 1.17667 | ||
| 249 | 2003.06.19 18:40 | close | 83 | 0.10 | 1.16385 | 1.14767 | 1.17667 | 199.33 | 1029836.41 |
| 250 | 2003.06.20 00:30 | sell | 84 | 0.10 | 1.17204 | 0.00000 | 0.00000 | ||
| 251 | 2003.06.20 00:30 | modify | 84 | 0.10 | 1.17204 | 1.18804 | 1.15904 | ||
| 252 | 2003.06.20 02:05 | close | 84 | 0.10 | 1.17113 | 1.18804 | 1.15904 | 1008.59 | 1030845.00 |
| 253 | 2003.06.20 04:05 | sell | 85 | 0.10 | 1.17175 | 0.00000 | 0.00000 | ||
| 254 | 2003.06.20 04:05 | modify | 85 | 0.10 | 1.17175 | 1.18775 | 1.15875 | ||
| 255 | 2003.06.20 08:05 | close | 85 | 0.10 | 1.17057 | 1.18775 | 1.15875 | 1307.85 | 1032152.85 |
| 256 | 2003.06.20 18:05 | buy | 86 | 0.10 | 1.16335 | 0.00000 | 0.00000 | ||
| 257 | 2003.06.20 18:05 | modify | 86 | 0.10 | 1.16335 | 1.14735 | 1.17635 | ||
| 258 | 2003.06.20 18:55 | buy | 87 | 0.10 | 1.16331 | 0.00000 | 0.00000 | ||
| 259 | 2003.06.20 18:55 | modify | 87 | 0.10 | 1.16331 | 1.14731 | 1.17631 | ||
| 260 | 2003.06.20 23:05 | close | 87 | 0.10 | 1.15985 | 1.14731 | 1.17631 | -3831.60 | 1028321.25 |
| 261 | 2003.06.20 23:05 | close | 86 | 0.10 | 1.15979 | 1.14735 | 1.17635 | -3942.34 | 1024378.91 |
| 262 | 2003.06.23 03:00 | sell | 88 | 0.10 | 1.15840 | 0.00000 | 0.00000 | ||
| 263 | 2003.06.23 03:00 | modify | 88 | 0.10 | 1.15840 | 1.17440 | 1.14540 | ||
| 264 | 2003.06.23 04:20 | close | 88 | 0.10 | 1.15712 | 1.17440 | 1.14540 | 1418.68 | 1025797.59 |
| 265 | 2003.06.23 09:00 | sell | 89 | 0.10 | 1.15865 | 0.00000 | 0.00000 | ||
| 266 | 2003.06.23 09:00 | modify | 89 | 0.10 | 1.15865 | 1.17465 | 1.14565 | ||
| 267 | 2003.06.23 10:05 | close | 89 | 0.10 | 1.15761 | 1.17465 | 1.14565 | 1152.67 | 1026950.26 |
| 268 | 2003.06.25 02:05 | buy | 90 | 0.10 | 1.15043 | 0.00000 | 0.00000 | ||
| 269 | 2003.06.25 02:05 | modify | 90 | 0.10 | 1.15043 | 1.13443 | 1.16343 | ||
| 270 | 2003.06.25 04:10 | sell | 91 | 0.10 | 1.15043 | 0.00000 | 0.00000 | ||
| 271 | 2003.06.25 04:10 | modify | 91 | 0.10 | 1.15043 | 1.16643 | 1.13743 | ||
| 272 | 2003.06.25 04:40 | close | 90 | 0.10 | 1.15043 | 1.13443 | 1.16343 | 0.00 | 1026950.26 |
| 273 | 2003.06.25 05:45 | close | 91 | 0.10 | 1.14990 | 1.16643 | 1.13743 | 587.42 | 1027537.68 |
| 274 | 2003.06.26 01:05 | buy | 92 | 0.10 | 1.15321 | 0.00000 | 0.00000 | ||
| 275 | 2003.06.26 01:05 | modify | 92 | 0.10 | 1.15321 | 1.13721 | 1.16621 | ||
| 276 | 2003.06.26 01:20 | buy | 93 | 0.10 | 1.15331 | 0.00000 | 0.00000 | ||
| 277 | 2003.06.26 01:20 | modify | 93 | 0.10 | 1.15331 | 1.13731 | 1.16631 | ||
| 278 | 2003.06.26 02:05 | close | 93 | 0.10 | 1.15371 | 1.13731 | 1.16631 | 442.96 | 1027980.64 |
| 279 | 2003.06.26 02:05 | close | 92 | 0.10 | 1.15367 | 1.13721 | 1.16621 | 509.41 | 1028490.05 |
| 280 | 2003.06.26 15:00 | buy | 94 | 0.10 | 1.14583 | 0.00000 | 0.00000 | ||
| 281 | 2003.06.26 15:00 | modify | 94 | 0.10 | 1.14583 | 1.12983 | 1.15883 | ||
| 282 | 2003.06.26 21:00 | close | 94 | 0.10 | 1.14467 | 1.12983 | 1.15883 | -1284.58 | 1027205.47 |
| 283 | 2003.06.26 21:00 | sell | 95 | 0.10 | 1.14457 | 0.00000 | 0.00000 | ||
| 284 | 2003.06.26 21:00 | modify | 95 | 0.10 | 1.14457 | 1.16057 | 1.13157 | ||
| 285 | 2003.06.27 03:45 | close | 95 | 0.10 | 1.14198 | 1.16057 | 1.13157 | 2874.34 | 1030079.81 |
| 286 | 2003.07.01 05:05 | buy | 96 | 0.10 | 1.15164 | 0.00000 | 0.00000 | ||
| 287 | 2003.07.01 05:05 | modify | 96 | 0.10 | 1.15164 | 1.13564 | 1.16464 | ||
| 288 | 2003.07.01 09:00 | sell | 97 | 0.10 | 1.15189 | 0.00000 | 0.00000 | ||
| 289 | 2003.07.01 09:00 | modify | 97 | 0.10 | 1.15189 | 1.16789 | 1.13889 | ||
| 290 | 2003.07.01 10:20 | close | 96 | 0.10 | 1.15229 | 1.13564 | 1.16464 | 719.81 | 1030799.62 |
| 291 | 2003.07.01 13:15 | close | 97 | 0.10 | 1.15252 | 1.16789 | 1.13889 | -698.26 | 1030101.36 |
| 292 | 2003.07.03 15:45 | buy | 98 | 0.10 | 1.14497 | 0.00000 | 0.00000 | ||
| 293 | 2003.07.03 15:45 | modify | 98 | 0.10 | 1.14497 | 1.12897 | 1.15797 | ||
| 294 | 2003.07.03 16:05 | close | 98 | 0.10 | 1.14823 | 1.12897 | 1.15797 | 3610.12 | 1033711.48 |
| 295 | 2003.07.03 20:55 | buy | 99 | 0.10 | 1.14879 | 0.00000 | 0.00000 | ||
| 296 | 2003.07.03 20:55 | modify | 99 | 0.10 | 1.14879 | 1.13279 | 1.16179 | ||
| 297 | 2003.07.03 23:05 | close | 99 | 0.10 | 1.14931 | 1.13279 | 1.16179 | 575.84 | 1034287.32 |
| 298 | 2003.07.03 23:05 | sell | 100 | 0.10 | 1.14950 | 0.00000 | 0.00000 | ||
| 299 | 2003.07.03 23:05 | modify | 100 | 0.10 | 1.14950 | 1.16550 | 1.13650 | ||
| 300 | 2003.07.04 03:05 | close | 100 | 0.10 | 1.14844 | 1.16550 | 1.13650 | 1178.58 | 1035465.90 |