Strategy Tester Report
Copernicus_Triple_Crown_USDJPY_M5_V3
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2026.06.30 23:55 (2004.01.01 - 2026.07.01) | ||||
| 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=""; Slippage=3; MaxSpread=3; Basic_setting2=""; Copernicus="Copernicus_USDJPY_M5_V1"; MagicNumber1=20052801; Lots1=0.5; Basic_setting3=""; Divergence="The_Divergence_USDJPY_M5_V1"; MagicNumber2=20052811; Lots2=0.4; Basic_setting4=""; Utility_Player_JO="Utility_Player_JO_USDJPY_M5_V1"; MagicNumber3=20052821; Lots3=0.7; | ||||
| テストバー数 | 1680112 | モデルティック数 | 388014021 | 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 | 12500019.03 | 総利益 | 39984582.65 | 総損失 | -27484563.62 |
| プロフィットファクタ | 1.45 | 期待利得 | 2192.60 | ||
| 絶対ドローダウン | 261626.73 | 最大ドローダウン | 610660.97 (4.50%) | 相対ドローダウン | 34.83% (394651.15) |
| 総取引数 | 5701 | 売りポジション(勝率%） | 2791 (71.41%) | 買いポジション(勝率%） | 2910 (75.46%) |
| 勝率(%) | 4189 (73.48%) | 負率 (%) | 1512 (26.52%) | ||
| 最大 | 勝トレード | 147018.22 | 敗トレード | -97445.62 | |
| 平均 | 勝トレード | 9545.14 | 敗トレード | -18177.62 | |
| 最大 | 連勝(金額) | 29 (207537.34) | 連敗(金額) | 6 (-51949.86) | |
| 最大 | 連勝(トレード数) | 268300.00 (11) | 連敗(トレード数) | -293927.59 (5) | |
| 平均 | 連勝 | 4 | 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 | 2004.01.05 23:05 | sell | 1 | 0.70 | 106.213 | 0.000 | 0.000 | ||
| 2 | 2004.01.05 23:05 | modify | 1 | 0.70 | 106.213 | 107.513 | 105.813 | ||
| 3 | 2004.01.06 02:50 | close | 1 | 0.70 | 106.191 | 107.513 | 105.813 | 714.11 | 1000714.11 |
| 4 | 2004.01.06 09:15 | sell | 2 | 0.70 | 106.227 | 0.000 | 0.000 | ||
| 5 | 2004.01.06 09:15 | modify | 2 | 0.70 | 106.227 | 107.527 | 105.827 | ||
| 6 | 2004.01.06 11:30 | close | 2 | 0.70 | 106.129 | 107.527 | 105.827 | 6860.00 | 1007574.11 |
| 7 | 2004.01.09 10:45 | buy | 3 | 0.70 | 106.681 | 0.000 | 0.000 | ||
| 8 | 2004.01.09 10:45 | modify | 3 | 0.70 | 106.681 | 105.381 | 107.081 | ||
| 9 | 2004.01.09 14:55 | close | 3 | 0.70 | 106.726 | 105.381 | 107.081 | 3150.00 | 1010724.11 |
| 10 | 2004.01.19 02:55 | buy | 4 | 0.70 | 106.481 | 0.000 | 0.000 | ||
| 11 | 2004.01.19 02:55 | modify | 4 | 0.70 | 106.481 | 105.181 | 106.881 | ||
| 12 | 2004.01.19 08:45 | close | 4 | 0.70 | 106.634 | 105.181 | 106.881 | 10710.00 | 1021434.11 |
| 13 | 2004.01.19 15:15 | buy | 5 | 0.70 | 107.016 | 0.000 | 0.000 | ||
| 14 | 2004.01.19 15:15 | modify | 5 | 0.70 | 107.016 | 105.716 | 107.416 | ||
| 15 | 2004.01.19 17:10 | close | 5 | 0.70 | 107.161 | 105.716 | 107.416 | 10150.00 | 1031584.11 |
| 16 | 2004.01.21 02:15 | sell | 6 | 0.70 | 107.149 | 0.000 | 0.000 | ||
| 17 | 2004.01.21 02:15 | modify | 6 | 0.70 | 107.149 | 108.449 | 106.749 | ||
| 18 | 2004.01.21 09:35 | close | 6 | 0.70 | 107.043 | 108.449 | 106.749 | 7420.00 | 1039004.11 |
| 19 | 2004.01.23 02:10 | sell | 7 | 0.70 | 106.217 | 0.000 | 0.000 | ||
| 20 | 2004.01.23 02:10 | modify | 7 | 0.70 | 106.217 | 107.517 | 105.817 | ||
| 21 | 2004.01.23 05:25 | close | 7 | 0.70 | 106.137 | 107.517 | 105.817 | 5600.00 | 1044604.11 |
| 22 | 2004.01.26 03:10 | buy | 8 | 0.50 | 106.372 | 0.000 | 0.000 | ||
| 23 | 2004.01.26 03:10 | modify | 8 | 0.50 | 106.372 | 104.772 | 107.672 | ||
| 24 | 2004.01.26 03:20 | buy | 9 | 0.70 | 106.262 | 0.000 | 0.000 | ||
| 25 | 2004.01.26 03:20 | modify | 9 | 0.70 | 106.262 | 104.962 | 106.662 | ||
| 26 | 2004.01.26 09:25 | close | 8 | 0.50 | 106.188 | 104.772 | 107.672 | -9200.00 | 1035404.11 |
| 27 | 2004.01.26 09:25 | close | 9 | 0.70 | 106.183 | 104.962 | 106.662 | -5530.00 | 1029874.11 |
| 28 | 2004.02.06 15:40 | buy | 10 | 0.70 | 106.167 | 0.000 | 0.000 | ||
| 29 | 2004.02.06 15:40 | modify | 10 | 0.70 | 106.167 | 104.867 | 106.567 | ||
| 30 | 2004.02.06 17:30 | buy | 11 | 0.50 | 105.479 | 0.000 | 0.000 | ||
| 31 | 2004.02.06 17:30 | modify | 11 | 0.50 | 105.479 | 103.879 | 106.779 | ||
| 32 | 2004.02.06 22:00 | close | 10 | 0.70 | 105.513 | 104.867 | 106.567 | -45780.00 | 984094.11 |
| 33 | 2004.02.06 22:15 | close | 11 | 0.50 | 105.521 | 103.879 | 106.779 | 2100.00 | 986194.11 |
| 34 | 2004.02.06 23:25 | sell | 12 | 0.50 | 105.586 | 0.000 | 0.000 | ||
| 35 | 2004.02.06 23:25 | modify | 12 | 0.50 | 105.586 | 107.186 | 104.286 | ||
| 36 | 2004.02.09 02:00 | buy | 13 | 0.50 | 105.677 | 0.000 | 0.000 | ||
| 37 | 2004.02.09 02:00 | modify | 13 | 0.50 | 105.677 | 104.077 | 106.977 | ||
| 38 | 2004.02.09 07:05 | close | 12 | 0.50 | 105.546 | 107.186 | 104.286 | 1413.12 | 987607.23 |
| 39 | 2004.02.09 07:55 | sell | 14 | 0.50 | 105.671 | 0.000 | 0.000 | ||
| 40 | 2004.02.09 07:55 | modify | 14 | 0.50 | 105.671 | 107.271 | 104.371 | ||
| 41 | 2004.02.09 11:05 | close | 13 | 0.50 | 105.738 | 104.077 | 106.977 | 3050.00 | 990657.23 |
| 42 | 2004.02.09 11:05 | sell | 15 | 0.70 | 105.743 | 0.000 | 0.000 | ||
| 43 | 2004.02.09 11:05 | modify | 15 | 0.70 | 105.743 | 107.043 | 105.343 | ||
| 44 | 2004.02.09 11:20 | close | 15 | 0.70 | 105.632 | 107.043 | 105.343 | 7770.00 | 998427.23 |
| 45 | 2004.02.09 18:40 | close | 14 | 0.50 | 105.654 | 107.271 | 104.371 | 850.00 | 999277.23 |
| 46 | 2004.02.19 01:55 | buy | 16 | 0.70 | 106.435 | 0.000 | 0.000 | ||
| 47 | 2004.02.19 01:55 | modify | 16 | 0.70 | 106.435 | 105.135 | 106.835 | ||
| 48 | 2004.02.19 04:00 | close | 16 | 0.70 | 106.588 | 105.135 | 106.835 | 10710.00 | 1009987.23 |
| 49 | 2004.02.19 16:35 | sell | 17 | 0.40 | 106.956 | 0.000 | 0.000 | ||
| 50 | 2004.02.19 16:35 | modify | 17 | 0.40 | 106.956 | 109.306 | 105.906 | ||
| 51 | 2004.02.20 19:59 | s/l | 17 | 0.40 | 109.316 | 109.306 | 105.906 | -94875.60 | 915111.63 |
| 52 | 2004.02.23 01:40 | buy | 18 | 0.70 | 108.732 | 0.000 | 0.000 | ||
| 53 | 2004.02.23 01:40 | modify | 18 | 0.70 | 108.732 | 107.432 | 109.132 | ||
| 54 | 2004.02.23 02:10 | close | 18 | 0.70 | 108.862 | 107.432 | 109.132 | 9100.00 | 924211.63 |
| 55 | 2004.02.23 09:05 | buy | 19 | 0.50 | 108.524 | 0.000 | 0.000 | ||
| 56 | 2004.02.23 09:05 | modify | 19 | 0.50 | 108.524 | 106.924 | 109.824 | ||
| 57 | 2004.02.23 15:25 | sell | 20 | 0.50 | 108.409 | 0.000 | 0.000 | ||
| 58 | 2004.02.23 15:25 | modify | 20 | 0.50 | 108.409 | 110.009 | 107.109 | ||
| 59 | 2004.02.23 18:15 | close | 20 | 0.50 | 108.153 | 110.009 | 107.109 | 12800.00 | 937011.63 |
| 60 | 2004.02.23 20:45 | close | 19 | 0.50 | 108.487 | 106.924 | 109.824 | -1850.00 | 935161.63 |
| 61 | 2004.02.23 20:45 | sell | 21 | 0.70 | 108.486 | 0.000 | 0.000 | ||
| 62 | 2004.02.23 20:45 | modify | 21 | 0.70 | 108.486 | 109.786 | 108.086 | ||
| 63 | 2004.02.23 23:15 | close | 21 | 0.70 | 108.379 | 109.786 | 108.086 | 7490.00 | 942651.63 |
| 64 | 2004.02.25 16:35 | buy | 22 | 0.70 | 108.387 | 0.000 | 0.000 | ||
| 65 | 2004.02.25 16:35 | modify | 22 | 0.70 | 108.387 | 107.087 | 108.787 | ||
| 66 | 2004.02.25 17:05 | close | 22 | 0.70 | 108.527 | 107.087 | 108.787 | 9800.00 | 952451.63 |
| 67 | 2004.02.26 07:25 | buy | 23 | 0.70 | 108.781 | 0.000 | 0.000 | ||
| 68 | 2004.02.26 07:25 | modify | 23 | 0.70 | 108.781 | 107.481 | 109.181 | ||
| 69 | 2004.02.26 09:20 | close | 23 | 0.70 | 108.887 | 107.481 | 109.181 | 7420.00 | 959871.63 |
| 70 | 2004.02.27 14:55 | sell | 24 | 0.70 | 109.229 | 0.000 | 0.000 | ||
| 71 | 2004.02.27 14:55 | modify | 24 | 0.70 | 109.229 | 110.529 | 108.829 | ||
| 72 | 2004.02.27 16:05 | close | 24 | 0.70 | 109.119 | 110.529 | 108.829 | 7700.00 | 967571.63 |
| 73 | 2004.03.03 14:55 | buy | 25 | 0.70 | 110.149 | 0.000 | 0.000 | ||
| 74 | 2004.03.03 14:55 | modify | 25 | 0.70 | 110.149 | 108.849 | 110.549 | ||
| 75 | 2004.03.03 15:20 | close | 25 | 0.70 | 110.284 | 108.849 | 110.549 | 9450.00 | 977021.63 |
| 76 | 2004.03.05 08:00 | buy | 26 | 0.70 | 111.156 | 0.000 | 0.000 | ||
| 77 | 2004.03.05 08:00 | modify | 26 | 0.70 | 111.156 | 109.856 | 111.556 | ||
| 78 | 2004.03.05 10:45 | close | 26 | 0.70 | 111.270 | 109.856 | 111.556 | 7980.00 | 985001.63 |
| 79 | 2004.03.05 12:00 | buy | 27 | 0.70 | 111.120 | 0.000 | 0.000 | ||
| 80 | 2004.03.05 12:00 | modify | 27 | 0.70 | 111.120 | 109.820 | 111.520 | ||
| 81 | 2004.03.05 13:15 | close | 27 | 0.70 | 111.149 | 109.820 | 111.520 | 2030.00 | 987031.63 |
| 82 | 2004.03.08 07:55 | buy | 28 | 0.70 | 112.047 | 0.000 | 0.000 | ||
| 83 | 2004.03.08 07:55 | modify | 28 | 0.70 | 112.047 | 110.747 | 112.447 | ||
| 84 | 2004.03.08 10:00 | close | 28 | 0.70 | 112.148 | 110.747 | 112.447 | 7070.00 | 994101.63 |
| 85 | 2004.03.08 11:25 | buy | 29 | 0.50 | 112.119 | 0.000 | 0.000 | ||
| 86 | 2004.03.08 11:25 | modify | 29 | 0.50 | 112.119 | 110.519 | 113.419 | ||
| 87 | 2004.03.08 13:20 | buy | 30 | 0.40 | 112.002 | 0.000 | 0.000 | ||
| 88 | 2004.03.08 13:20 | modify | 30 | 0.40 | 112.002 | 109.652 | 113.052 | ||
| 89 | 2004.03.08 14:15 | close | 29 | 0.50 | 112.174 | 110.519 | 113.419 | 2750.00 | 996851.63 |
| 90 | 2004.03.09 00:45 | sell | 31 | 0.50 | 111.231 | 0.000 | 0.000 | ||
| 91 | 2004.03.09 00:45 | modify | 31 | 0.50 | 111.231 | 112.831 | 109.931 | ||
| 92 | 2004.03.09 03:55 | close | 31 | 0.50 | 111.142 | 112.831 | 109.931 | 4450.00 | 1001301.63 |
| 93 | 2004.03.09 07:55 | sell | 32 | 0.70 | 111.245 | 0.000 | 0.000 | ||
| 94 | 2004.03.09 07:55 | modify | 32 | 0.70 | 111.245 | 112.545 | 110.845 | ||
| 95 | 2004.03.09 11:10 | sell | 33 | 0.50 | 111.262 | 0.000 | 0.000 | ||
| 96 | 2004.03.09 11:10 | modify | 33 | 0.50 | 111.262 | 112.862 | 109.962 | ||
| 97 | 2004.03.09 12:00 | close | 30 | 0.40 | 111.341 | 109.652 | 113.052 | -26164.59 | 975137.04 |
| 98 | 2004.03.09 12:15 | sell | 34 | 0.40 | 111.553 | 0.000 | 0.000 | ||
| 99 | 2004.03.09 12:15 | modify | 34 | 0.40 | 111.553 | 113.903 | 110.503 | ||
| 100 | 2004.03.09 16:20 | close | 33 | 0.50 | 111.261 | 112.862 | 109.962 | 50.00 | 975187.04 |
| 101 | 2004.03.09 16:25 | close | 32 | 0.70 | 111.209 | 112.545 | 110.845 | 2520.00 | 977707.04 |
| 102 | 2004.03.09 16:40 | close | 34 | 0.40 | 111.158 | 113.903 | 110.503 | 15800.00 | 993507.04 |
| 103 | 2004.03.10 23:55 | sell | 35 | 0.70 | 110.936 | 0.000 | 0.000 | ||
| 104 | 2004.03.10 23:55 | modify | 35 | 0.70 | 110.936 | 112.236 | 110.536 | ||
| 105 | 2004.03.11 02:20 | close | 35 | 0.70 | 110.850 | 112.236 | 110.536 | 3432.54 | 996939.58 |
| 106 | 2004.03.17 22:15 | sell | 36 | 0.70 | 108.281 | 0.000 | 0.000 | ||
| 107 | 2004.03.17 22:15 | modify | 36 | 0.70 | 108.281 | 109.581 | 107.881 | ||
| 108 | 2004.03.17 22:25 | close | 36 | 0.70 | 108.164 | 109.581 | 107.881 | 8190.00 | 1005129.58 |
| 109 | 2004.03.18 15:10 | sell | 37 | 0.70 | 106.975 | 0.000 | 0.000 | ||
| 110 | 2004.03.18 15:10 | modify | 37 | 0.70 | 106.975 | 108.275 | 106.575 | ||
| 111 | 2004.03.18 16:35 | close | 37 | 0.70 | 106.778 | 108.275 | 106.575 | 13790.00 | 1018919.58 |
| 112 | 2004.03.22 09:30 | buy | 38 | 0.70 | 107.135 | 0.000 | 0.000 | ||
| 113 | 2004.03.22 09:30 | modify | 38 | 0.70 | 107.135 | 105.835 | 107.535 | ||
| 114 | 2004.03.22 11:50 | sell | 39 | 0.50 | 107.131 | 0.000 | 0.000 | ||
| 115 | 2004.03.22 11:50 | modify | 39 | 0.50 | 107.131 | 108.731 | 105.831 | ||
| 116 | 2004.03.22 12:00 | close | 38 | 0.70 | 107.212 | 105.835 | 107.535 | 5390.00 | 1024309.58 |
| 117 | 2004.03.22 14:50 | buy | 40 | 0.50 | 106.967 | 0.000 | 0.000 | ||
| 118 | 2004.03.22 14:50 | modify | 40 | 0.50 | 106.967 | 105.367 | 108.267 | ||
| 119 | 2004.03.22 17:15 | close | 39 | 0.50 | 106.872 | 108.731 | 105.831 | 12950.00 | 1037259.58 |
| 120 | 2004.03.22 21:40 | close | 40 | 0.50 | 106.856 | 105.367 | 108.267 | -5550.00 | 1031709.58 |
| 121 | 2004.03.31 15:10 | sell | 41 | 0.70 | 104.072 | 0.000 | 0.000 | ||
| 122 | 2004.03.31 15:10 | modify | 41 | 0.70 | 104.072 | 105.372 | 103.672 | ||
| 123 | 2004.03.31 15:25 | close | 41 | 0.70 | 103.950 | 105.372 | 103.672 | 8540.00 | 1040249.58 |
| 124 | 2004.03.31 21:10 | sell | 42 | 0.70 | 104.325 | 0.000 | 0.000 | ||
| 125 | 2004.03.31 21:10 | modify | 42 | 0.70 | 104.325 | 105.625 | 103.925 | ||
| 126 | 2004.03.31 23:00 | close | 42 | 0.70 | 104.261 | 105.625 | 103.925 | 4480.00 | 1044729.58 |
| 127 | 2004.04.02 14:30 | buy | 43 | 0.70 | 104.034 | 0.000 | 0.000 | ||
| 128 | 2004.04.02 14:30 | modify | 43 | 0.70 | 104.034 | 102.734 | 104.434 | ||
| 129 | 2004.04.02 15:29 | t/p | 43 | 0.70 | 104.637 | 102.734 | 104.434 | 42210.00 | 1086939.58 |
| 130 | 2004.04.05 01:35 | buy | 44 | 0.70 | 104.257 | 0.000 | 0.000 | ||
| 131 | 2004.04.05 01:35 | modify | 44 | 0.70 | 104.257 | 102.957 | 104.657 | ||
| 132 | 2004.04.05 03:50 | close | 44 | 0.70 | 104.366 | 102.957 | 104.657 | 7630.00 | 1094569.58 |
| 133 | 2004.04.05 22:25 | buy | 45 | 0.70 | 104.926 | 0.000 | 0.000 | ||
| 134 | 2004.04.05 22:25 | modify | 45 | 0.70 | 104.926 | 103.626 | 105.326 | ||
| 135 | 2004.04.06 00:50 | close | 45 | 0.70 | 105.047 | 103.626 | 105.326 | 8924.83 | 1103494.42 |
| 136 | 2004.04.06 10:15 | buy | 46 | 0.70 | 105.905 | 0.000 | 0.000 | ||
| 137 | 2004.04.06 10:15 | modify | 46 | 0.70 | 105.905 | 104.605 | 106.305 | ||
| 138 | 2004.04.06 10:20 | close | 46 | 0.70 | 106.077 | 104.605 | 106.305 | 12040.00 | 1115534.42 |
| 139 | 2004.04.06 15:25 | buy | 47 | 0.70 | 105.760 | 0.000 | 0.000 | ||
| 140 | 2004.04.06 15:25 | modify | 47 | 0.70 | 105.760 | 104.460 | 106.160 | ||
| 141 | 2004.04.06 16:40 | close | 47 | 0.70 | 105.902 | 104.460 | 106.160 | 9940.00 | 1125474.42 |
| 142 | 2004.04.06 18:50 | buy | 48 | 0.50 | 106.011 | 0.000 | 0.000 | ||
| 143 | 2004.04.06 18:50 | modify | 48 | 0.50 | 106.011 | 104.411 | 107.311 | ||
| 144 | 2004.04.06 21:50 | buy | 49 | 0.70 | 105.859 | 0.000 | 0.000 | ||
| 145 | 2004.04.06 21:50 | modify | 49 | 0.70 | 105.859 | 104.559 | 106.259 | ||
| 146 | 2004.04.07 00:20 | sell | 50 | 0.50 | 105.783 | 0.000 | 0.000 | ||
| 147 | 2004.04.07 00:20 | modify | 50 | 0.50 | 105.783 | 107.383 | 104.483 | ||
| 148 | 2004.04.07 01:15 | close | 50 | 0.50 | 105.609 | 107.383 | 104.483 | 8700.00 | 1134174.42 |
| 149 | 2004.04.07 01:35 | close | 48 | 0.50 | 105.854 | 104.411 | 107.311 | -7522.64 | 1126651.78 |
| 150 | 2004.04.07 01:35 | close | 49 | 0.70 | 105.850 | 104.559 | 106.259 | -171.69 | 1126480.09 |
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