Strategy Tester Report
Copernicus_Triple_Crown_USDJPY_M5_V2
| 通貨ペア | USDJPY-a (USD/JPY) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2023.11.30 23:55 (2004.01.01 - 2023.12.01) | ||||
| 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 | Slippage=3; MaxSpread=3; __Logic1__="Copernicus_USDJPY_M5_V1"; MagicNumber1=20052801; Lots1=0.5; maxposition1=1; __Logic2__="The_Divergence_USDJPY_M5_V1"; MagicNumber2=20052811; Lots2=0.4; maxposition2=1; __Logic3__="Utility_Player_JO_USDJPY_M5_V1"; MagicNumber3=20052821; Lots3=0.7; maxposition3=1; | ||||
| テストバー数 | 1487768 | モデルティック数 | 301745721 | 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 | 10000.00 | スプレッド | 変動 | ||
| 純益 | 84071.44 | 総利益 | 309037.54 | 総損失 | -224966.10 |
| プロフィットファクタ | 1.37 | 期待利得 | 16.62 | ||
| 絶対ドローダウン | 2851.80 | 最大ドローダウン | 4251.51 (4.44%) | 相対ドローダウン | 33.89% (3664.47) |
| 総取引数 | 5057 | 売りポジション(勝率%） | 2491 (70.73%) | 買いポジション(勝率%） | 2566 (73.77%) |
| 勝率(%) | 3655 (72.28%) | 負率 (%) | 1402 (27.72%) | ||
| 最大 | 勝トレード | 627.08 | 敗トレード | -993.30 | |
| 平均 | 勝トレード | 84.55 | 敗トレード | -160.46 | |
| 最大 | 連勝(金額) | 29 (1815.33) | 連敗(金額) | 6 (-594.86) | |
| 最大 | 連勝(トレード数) | 2701.42 (11) | 連敗(トレード数) | -2065.52 (3) | |
| 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 | 106.212 | 0.000 | 0.000 | ||
| 2 | 2004.01.05 23:05 | modify | 1 | 0.70 | 106.212 | 107.512 | 105.812 | ||
| 3 | 2004.01.06 02:50 | close | 1 | 0.70 | 106.200 | 107.512 | 105.812 | 7.91 | 10007.91 |
| 4 | 2004.01.06 09:15 | sell | 2 | 0.70 | 106.212 | 0.000 | 0.000 | ||
| 5 | 2004.01.06 09:15 | modify | 2 | 0.70 | 106.212 | 107.512 | 105.812 | ||
| 6 | 2004.01.06 11:30 | close | 2 | 0.70 | 106.136 | 107.512 | 105.812 | 50.12 | 10058.03 |
| 7 | 2004.01.09 10:45 | buy | 3 | 0.70 | 106.686 | 0.000 | 0.000 | ||
| 8 | 2004.01.09 10:45 | modify | 3 | 0.70 | 106.686 | 105.386 | 107.086 | ||
| 9 | 2004.01.09 14:55 | close | 3 | 0.70 | 106.725 | 105.386 | 107.086 | 25.58 | 10083.61 |
| 10 | 2004.01.19 02:55 | buy | 4 | 0.70 | 106.489 | 0.000 | 0.000 | ||
| 11 | 2004.01.19 02:55 | modify | 4 | 0.70 | 106.489 | 105.189 | 106.889 | ||
| 12 | 2004.01.19 08:45 | close | 4 | 0.70 | 106.632 | 105.189 | 106.889 | 93.87 | 10177.48 |
| 13 | 2004.01.19 15:15 | buy | 5 | 0.70 | 107.029 | 0.000 | 0.000 | ||
| 14 | 2004.01.19 15:15 | modify | 5 | 0.70 | 107.029 | 105.729 | 107.429 | ||
| 15 | 2004.01.19 17:10 | close | 5 | 0.70 | 107.158 | 105.729 | 107.429 | 84.27 | 10261.75 |
| 16 | 2004.01.21 02:15 | sell | 6 | 0.70 | 107.148 | 0.000 | 0.000 | ||
| 17 | 2004.01.21 02:15 | modify | 6 | 0.70 | 107.148 | 108.448 | 106.748 | ||
| 18 | 2004.01.21 09:35 | close | 6 | 0.70 | 107.046 | 108.448 | 106.748 | 66.71 | 10328.46 |
| 19 | 2004.01.23 02:10 | sell | 7 | 0.70 | 106.210 | 0.000 | 0.000 | ||
| 20 | 2004.01.23 02:10 | modify | 7 | 0.70 | 106.210 | 107.510 | 105.810 | ||
| 21 | 2004.01.23 05:25 | close | 7 | 0.70 | 106.142 | 107.510 | 105.810 | 44.85 | 10373.31 |
| 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 | 106.265 | 0.000 | 0.000 | ||
| 25 | 2004.01.26 03:20 | modify | 9 | 0.70 | 106.265 | 104.965 | 106.665 | ||
| 26 | 2004.01.26 09:25 | close | 8 | 0.50 | 106.181 | 104.772 | 107.672 | -89.93 | 10283.38 |
| 27 | 2004.01.26 09:25 | close | 9 | 0.70 | 106.175 | 104.965 | 106.665 | -59.33 | 10224.05 |
| 28 | 2004.02.06 15:40 | buy | 10 | 0.70 | 106.169 | 0.000 | 0.000 | ||
| 29 | 2004.02.06 15:40 | modify | 10 | 0.70 | 106.169 | 104.869 | 106.569 | ||
| 30 | 2004.02.06 17:30 | buy | 11 | 0.50 | 105.483 | 0.000 | 0.000 | ||
| 31 | 2004.02.06 17:30 | modify | 11 | 0.50 | 105.483 | 103.883 | 106.783 | ||
| 32 | 2004.02.06 22:00 | close | 10 | 0.70 | 105.504 | 104.869 | 106.569 | -441.19 | 9782.86 |
| 33 | 2004.02.06 22:15 | close | 11 | 0.50 | 105.524 | 103.883 | 106.783 | 19.43 | 9802.29 |
| 34 | 2004.02.06 23:25 | sell | 12 | 0.50 | 105.572 | 0.000 | 0.000 | ||
| 35 | 2004.02.06 23:25 | modify | 12 | 0.50 | 105.572 | 107.172 | 104.272 | ||
| 36 | 2004.02.09 02:00 | buy | 13 | 0.50 | 105.687 | 0.000 | 0.000 | ||
| 37 | 2004.02.09 02:00 | modify | 13 | 0.50 | 105.687 | 104.087 | 106.987 | ||
| 38 | 2004.02.09 07:05 | close | 12 | 0.50 | 105.552 | 107.172 | 104.272 | 9.48 | 9811.77 |
| 39 | 2004.02.09 07:55 | sell | 14 | 0.50 | 105.666 | 0.000 | 0.000 | ||
| 40 | 2004.02.09 07:55 | modify | 14 | 0.50 | 105.666 | 107.266 | 104.366 | ||
| 41 | 2004.02.09 11:05 | close | 13 | 0.50 | 105.735 | 104.087 | 106.987 | 22.70 | 9834.47 |
| 42 | 2004.02.09 11:05 | sell | 15 | 0.70 | 105.728 | 0.000 | 0.000 | ||
| 43 | 2004.02.09 11:05 | modify | 15 | 0.70 | 105.728 | 107.028 | 105.328 | ||
| 44 | 2004.02.09 11:40 | close | 15 | 0.70 | 105.616 | 107.028 | 105.328 | 74.24 | 9908.71 |
| 45 | 2004.02.09 18:40 | close | 14 | 0.50 | 105.653 | 107.266 | 104.366 | 6.16 | 9914.87 |
| 46 | 2004.02.19 01:55 | buy | 16 | 0.70 | 106.436 | 0.000 | 0.000 | ||
| 47 | 2004.02.19 01:55 | modify | 16 | 0.70 | 106.436 | 105.136 | 106.836 | ||
| 48 | 2004.02.19 04:00 | close | 16 | 0.70 | 106.577 | 105.136 | 106.836 | 92.61 | 10007.48 |
| 49 | 2004.02.19 16:35 | sell | 17 | 0.40 | 106.947 | 0.000 | 0.000 | ||
| 50 | 2004.02.19 16:35 | modify | 17 | 0.40 | 106.947 | 109.297 | 105.897 | ||
| 51 | 2004.02.20 19:59 | s/l | 17 | 0.40 | 109.301 | 109.297 | 105.897 | -861.35 | 9146.13 |
| 52 | 2004.02.23 01:40 | buy | 18 | 0.70 | 108.737 | 0.000 | 0.000 | ||
| 53 | 2004.02.23 01:40 | modify | 18 | 0.70 | 108.737 | 107.437 | 109.137 | ||
| 54 | 2004.02.23 02:10 | close | 18 | 0.70 | 108.857 | 107.437 | 109.137 | 77.16 | 9223.29 |
| 55 | 2004.02.23 09:05 | buy | 19 | 0.50 | 108.529 | 0.000 | 0.000 | ||
| 56 | 2004.02.23 09:05 | modify | 19 | 0.50 | 108.529 | 106.929 | 109.829 | ||
| 57 | 2004.02.23 15:25 | sell | 20 | 0.50 | 108.397 | 0.000 | 0.000 | ||
| 58 | 2004.02.23 15:25 | modify | 20 | 0.50 | 108.397 | 109.997 | 107.097 | ||
| 59 | 2004.02.23 18:15 | close | 20 | 0.50 | 108.156 | 109.997 | 107.097 | 111.42 | 9334.71 |
| 60 | 2004.02.23 20:45 | close | 19 | 0.50 | 108.483 | 106.929 | 109.829 | -21.21 | 9313.50 |
| 61 | 2004.02.23 20:45 | sell | 21 | 0.70 | 108.484 | 0.000 | 0.000 | ||
| 62 | 2004.02.23 20:45 | modify | 21 | 0.70 | 108.484 | 109.784 | 108.084 | ||
| 63 | 2004.02.23 23:15 | close | 21 | 0.70 | 108.382 | 109.784 | 108.084 | 65.88 | 9379.38 |
| 64 | 2004.02.25 16:35 | buy | 22 | 0.70 | 108.393 | 0.000 | 0.000 | ||
| 65 | 2004.02.25 16:35 | modify | 22 | 0.70 | 108.393 | 107.093 | 108.793 | ||
| 66 | 2004.02.25 17:05 | close | 22 | 0.70 | 108.527 | 107.093 | 108.793 | 86.43 | 9465.81 |
| 67 | 2004.02.26 07:25 | buy | 23 | 0.70 | 108.777 | 0.000 | 0.000 | ||
| 68 | 2004.02.26 07:25 | modify | 23 | 0.70 | 108.777 | 107.477 | 109.177 | ||
| 69 | 2004.02.26 09:20 | close | 23 | 0.70 | 108.892 | 107.477 | 109.177 | 73.93 | 9539.74 |
| 70 | 2004.02.27 14:55 | sell | 24 | 0.70 | 109.218 | 0.000 | 0.000 | ||
| 71 | 2004.02.27 14:55 | modify | 24 | 0.70 | 109.218 | 110.518 | 108.818 | ||
| 72 | 2004.02.27 16:05 | close | 24 | 0.70 | 109.118 | 110.518 | 108.818 | 64.15 | 9603.89 |
| 73 | 2004.03.03 14:55 | buy | 25 | 0.70 | 110.152 | 0.000 | 0.000 | ||
| 74 | 2004.03.03 14:55 | modify | 25 | 0.70 | 110.152 | 108.852 | 110.552 | ||
| 75 | 2004.03.03 15:20 | close | 25 | 0.70 | 110.278 | 108.852 | 110.552 | 79.98 | 9683.87 |
| 76 | 2004.03.05 08:00 | buy | 26 | 0.70 | 111.168 | 0.000 | 0.000 | ||
| 77 | 2004.03.05 08:00 | modify | 26 | 0.70 | 111.168 | 109.868 | 111.568 | ||
| 78 | 2004.03.05 13:15 | close | 26 | 0.70 | 111.139 | 109.868 | 111.568 | -18.27 | 9665.60 |
| 79 | 2004.03.08 07:55 | buy | 27 | 0.70 | 112.043 | 0.000 | 0.000 | ||
| 80 | 2004.03.08 07:55 | modify | 27 | 0.70 | 112.043 | 110.743 | 112.443 | ||
| 81 | 2004.03.08 10:00 | close | 27 | 0.70 | 112.146 | 110.743 | 112.443 | 64.29 | 9729.89 |
| 82 | 2004.03.08 11:25 | buy | 28 | 0.50 | 112.127 | 0.000 | 0.000 | ||
| 83 | 2004.03.08 11:25 | modify | 28 | 0.50 | 112.127 | 110.527 | 113.427 | ||
| 84 | 2004.03.08 13:20 | buy | 29 | 0.40 | 112.008 | 0.000 | 0.000 | ||
| 85 | 2004.03.08 13:20 | modify | 29 | 0.40 | 112.008 | 109.658 | 113.058 | ||
| 86 | 2004.03.08 14:15 | close | 28 | 0.50 | 112.169 | 110.527 | 113.427 | 18.72 | 9748.61 |
| 87 | 2004.03.09 00:45 | sell | 30 | 0.50 | 111.227 | 0.000 | 0.000 | ||
| 88 | 2004.03.09 00:45 | modify | 30 | 0.50 | 111.227 | 112.827 | 109.927 | ||
| 89 | 2004.03.09 03:55 | close | 30 | 0.50 | 111.155 | 112.827 | 109.927 | 32.39 | 9781.00 |
| 90 | 2004.03.09 07:55 | sell | 31 | 0.70 | 111.240 | 0.000 | 0.000 | ||
| 91 | 2004.03.09 07:55 | modify | 31 | 0.70 | 111.240 | 112.540 | 110.840 | ||
| 92 | 2004.03.09 11:10 | sell | 32 | 0.50 | 111.258 | 0.000 | 0.000 | ||
| 93 | 2004.03.09 11:10 | modify | 32 | 0.50 | 111.258 | 112.858 | 109.958 | ||
| 94 | 2004.03.09 12:00 | close | 29 | 0.40 | 111.334 | 109.658 | 113.058 | -242.15 | 9538.85 |
| 95 | 2004.03.09 12:15 | sell | 33 | 0.40 | 111.544 | 0.000 | 0.000 | ||
| 96 | 2004.03.09 12:15 | modify | 33 | 0.40 | 111.544 | 113.894 | 110.494 | ||
| 97 | 2004.03.09 16:20 | close | 32 | 0.50 | 111.269 | 112.858 | 109.958 | -4.95 | 9533.90 |
| 98 | 2004.03.09 16:25 | close | 31 | 0.70 | 111.218 | 112.540 | 110.840 | 13.84 | 9547.74 |
| 99 | 2004.03.09 16:40 | close | 33 | 0.40 | 111.160 | 113.894 | 110.494 | 138.18 | 9685.92 |
| 100 | 2004.03.10 23:55 | sell | 34 | 0.70 | 110.930 | 0.000 | 0.000 | ||
| 101 | 2004.03.10 23:55 | modify | 34 | 0.70 | 110.930 | 112.230 | 110.530 | ||
| 102 | 2004.03.11 02:20 | close | 34 | 0.70 | 110.852 | 112.230 | 110.530 | 49.26 | 9735.18 |
| 103 | 2004.03.17 22:15 | sell | 35 | 0.70 | 108.270 | 0.000 | 0.000 | ||
| 104 | 2004.03.17 22:15 | modify | 35 | 0.70 | 108.270 | 109.570 | 107.870 | ||
| 105 | 2004.03.17 22:25 | close | 35 | 0.70 | 108.165 | 109.570 | 107.870 | 67.95 | 9803.13 |
| 106 | 2004.03.18 15:10 | sell | 36 | 0.70 | 106.975 | 0.000 | 0.000 | ||
| 107 | 2004.03.18 15:10 | modify | 36 | 0.70 | 106.975 | 108.275 | 106.575 | ||
| 108 | 2004.03.18 16:35 | close | 36 | 0.70 | 106.782 | 108.275 | 106.575 | 126.53 | 9929.66 |
| 109 | 2004.03.22 09:30 | buy | 37 | 0.70 | 107.138 | 0.000 | 0.000 | ||
| 110 | 2004.03.22 09:30 | modify | 37 | 0.70 | 107.138 | 105.838 | 107.538 | ||
| 111 | 2004.03.22 11:50 | sell | 38 | 0.50 | 107.128 | 0.000 | 0.000 | ||
| 112 | 2004.03.22 11:50 | modify | 38 | 0.50 | 107.128 | 108.728 | 105.828 | ||
| 113 | 2004.03.22 12:00 | close | 37 | 0.70 | 107.210 | 105.838 | 107.538 | 47.01 | 9976.67 |
| 114 | 2004.03.22 14:50 | buy | 39 | 0.50 | 106.973 | 0.000 | 0.000 | ||
| 115 | 2004.03.22 14:50 | modify | 39 | 0.50 | 106.973 | 105.373 | 108.273 | ||
| 116 | 2004.03.22 17:15 | close | 38 | 0.50 | 106.878 | 108.728 | 105.828 | 116.95 | 10093.62 |
| 117 | 2004.03.22 21:40 | close | 39 | 0.50 | 106.851 | 105.373 | 108.273 | -57.08 | 10036.54 |
| 118 | 2004.03.31 15:10 | sell | 40 | 0.70 | 104.065 | 0.000 | 0.000 | ||
| 119 | 2004.03.31 15:10 | modify | 40 | 0.70 | 104.065 | 105.365 | 103.665 | ||
| 120 | 2004.03.31 15:25 | close | 40 | 0.70 | 103.948 | 105.365 | 103.665 | 78.79 | 10115.33 |
| 121 | 2004.03.31 21:10 | sell | 41 | 0.70 | 104.325 | 0.000 | 0.000 | ||
| 122 | 2004.03.31 21:10 | modify | 41 | 0.70 | 104.325 | 105.625 | 103.925 | ||
| 123 | 2004.03.31 23:00 | close | 41 | 0.70 | 104.264 | 105.625 | 103.925 | 40.96 | 10156.29 |
| 124 | 2004.04.02 14:30 | buy | 42 | 0.70 | 104.044 | 0.000 | 0.000 | ||
| 125 | 2004.04.02 14:30 | modify | 42 | 0.70 | 104.044 | 102.744 | 104.444 | ||
| 126 | 2004.04.02 15:29 | t/p | 42 | 0.70 | 104.435 | 102.744 | 104.444 | 261.56 | 10417.85 |
| 127 | 2004.04.05 01:35 | buy | 43 | 0.70 | 104.260 | 0.000 | 0.000 | ||
| 128 | 2004.04.05 01:35 | modify | 43 | 0.70 | 104.260 | 102.960 | 104.660 | ||
| 129 | 2004.04.05 03:50 | close | 43 | 0.70 | 104.363 | 102.960 | 104.660 | 69.09 | 10486.94 |
| 130 | 2004.04.05 22:25 | buy | 44 | 0.70 | 104.937 | 0.000 | 0.000 | ||
| 131 | 2004.04.05 22:25 | modify | 44 | 0.70 | 104.937 | 103.637 | 105.337 | ||
| 132 | 2004.04.06 00:50 | close | 44 | 0.70 | 105.041 | 103.637 | 105.337 | 69.30 | 10556.24 |
| 133 | 2004.04.06 10:15 | buy | 45 | 0.70 | 105.910 | 0.000 | 0.000 | ||
| 134 | 2004.04.06 10:15 | modify | 45 | 0.70 | 105.910 | 104.610 | 106.310 | ||
| 135 | 2004.04.06 10:20 | close | 45 | 0.70 | 106.063 | 104.610 | 106.310 | 100.97 | 10657.21 |
| 136 | 2004.04.06 15:25 | buy | 46 | 0.70 | 105.763 | 0.000 | 0.000 | ||
| 137 | 2004.04.06 15:25 | modify | 46 | 0.70 | 105.763 | 104.463 | 106.163 | ||
| 138 | 2004.04.06 16:40 | close | 46 | 0.70 | 105.897 | 104.463 | 106.163 | 88.58 | 10745.79 |
| 139 | 2004.04.06 18:50 | buy | 47 | 0.50 | 106.020 | 0.000 | 0.000 | ||
| 140 | 2004.04.06 18:50 | modify | 47 | 0.50 | 106.020 | 104.420 | 107.320 | ||
| 141 | 2004.04.06 21:50 | buy | 48 | 0.70 | 105.862 | 0.000 | 0.000 | ||
| 142 | 2004.04.06 21:50 | modify | 48 | 0.70 | 105.862 | 104.562 | 106.262 | ||
| 143 | 2004.04.07 00:20 | sell | 49 | 0.50 | 105.787 | 0.000 | 0.000 | ||
| 144 | 2004.04.07 00:20 | modify | 49 | 0.50 | 105.787 | 107.387 | 104.487 | ||
| 145 | 2004.04.07 01:15 | close | 49 | 0.50 | 105.615 | 107.387 | 104.487 | 81.43 | 10827.22 |
| 146 | 2004.04.07 01:35 | close | 47 | 0.50 | 105.850 | 104.420 | 107.320 | -80.30 | 10746.92 |
| 147 | 2004.04.07 01:35 | close | 48 | 0.70 | 105.844 | 104.562 | 106.262 | -11.91 | 10735.01 |
| 148 | 2004.04.07 19:20 | sell | 50 | 0.50 | 105.197 | 0.000 | 0.000 | ||
| 149 | 2004.04.07 19:20 | modify | 50 | 0.50 | 105.197 | 106.797 | 103.897 | ||
| 150 | 2004.04.07 23:50 | close | 50 | 0.50 | 105.223 | 106.797 | 103.897 | -12.35 | 10722.66 |
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