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 | |
| # | 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 |
| 1351 | 2006.02.10 20:50 | sell | 451 | 0.70 | 117.800 | 0.000 | 0.000 | ||
| 1352 | 2006.02.10 20:50 | modify | 451 | 0.70 | 117.800 | 119.100 | 117.400 | ||
| 1353 | 2006.02.13 00:05 | close | 451 | 0.70 | 117.737 | 119.100 | 117.400 | 3494.06 | 1518531.83 |
| 1354 | 2006.02.13 14:45 | buy | 452 | 0.70 | 117.972 | 0.000 | 0.000 | ||
| 1355 | 2006.02.13 14:45 | modify | 452 | 0.70 | 117.972 | 116.672 | 118.372 | ||
| 1356 | 2006.02.13 15:35 | close | 452 | 0.70 | 118.117 | 116.672 | 118.372 | 10150.00 | 1528681.83 |
| 1357 | 2006.02.21 21:05 | buy | 453 | 0.70 | 118.683 | 0.000 | 0.000 | ||
| 1358 | 2006.02.21 21:05 | modify | 453 | 0.70 | 118.683 | 117.383 | 119.083 | ||
| 1359 | 2006.02.21 22:45 | close | 453 | 0.70 | 118.785 | 117.383 | 119.083 | 7140.00 | 1535821.83 |
| 1360 | 2006.02.22 06:50 | sell | 454 | 0.70 | 118.648 | 0.000 | 0.000 | ||
| 1361 | 2006.02.22 06:50 | modify | 454 | 0.70 | 118.648 | 119.948 | 118.248 | ||
| 1362 | 2006.02.22 08:45 | close | 454 | 0.70 | 118.544 | 119.948 | 118.248 | 7280.00 | 1543101.83 |
| 1363 | 2006.02.23 17:10 | sell | 455 | 0.70 | 117.364 | 0.000 | 0.000 | ||
| 1364 | 2006.02.23 17:10 | modify | 455 | 0.70 | 117.364 | 118.664 | 116.964 | ||
| 1365 | 2006.02.23 17:50 | close | 455 | 0.70 | 117.200 | 118.664 | 116.964 | 11480.00 | 1554581.83 |
| 1366 | 2006.02.24 10:15 | sell | 456 | 0.70 | 116.822 | 0.000 | 0.000 | ||
| 1367 | 2006.02.24 10:15 | modify | 456 | 0.70 | 116.822 | 118.122 | 116.422 | ||
| 1368 | 2006.02.24 11:40 | close | 456 | 0.70 | 116.683 | 118.122 | 116.422 | 9730.00 | 1564311.83 |
| 1369 | 2006.03.03 15:35 | buy | 457 | 0.70 | 116.345 | 0.000 | 0.000 | ||
| 1370 | 2006.03.03 15:35 | modify | 457 | 0.70 | 116.345 | 115.045 | 116.745 | ||
| 1371 | 2006.03.03 17:05 | close | 457 | 0.70 | 116.585 | 115.045 | 116.745 | 16800.00 | 1581111.83 |
| 1372 | 2006.03.07 05:05 | buy | 458 | 0.70 | 117.433 | 0.000 | 0.000 | ||
| 1373 | 2006.03.07 05:05 | modify | 458 | 0.70 | 117.433 | 116.133 | 117.833 | ||
| 1374 | 2006.03.07 06:55 | close | 458 | 0.70 | 117.538 | 116.133 | 117.833 | 7350.00 | 1588461.83 |
| 1375 | 2006.03.09 15:15 | sell | 459 | 0.70 | 117.500 | 0.000 | 0.000 | ||
| 1376 | 2006.03.09 15:15 | modify | 459 | 0.70 | 117.500 | 118.800 | 117.100 | ||
| 1377 | 2006.03.10 02:20 | close | 459 | 0.70 | 118.097 | 118.800 | 117.100 | -42709.32 | 1545752.51 |
| 1378 | 2006.03.10 07:55 | buy | 460 | 0.70 | 118.357 | 0.000 | 0.000 | ||
| 1379 | 2006.03.10 07:55 | modify | 460 | 0.70 | 118.357 | 117.057 | 118.757 | ||
| 1380 | 2006.03.10 08:15 | close | 460 | 0.70 | 118.459 | 117.057 | 118.757 | 7140.00 | 1552892.51 |
| 1381 | 2006.03.10 09:30 | buy | 461 | 0.70 | 118.154 | 0.000 | 0.000 | ||
| 1382 | 2006.03.10 09:30 | modify | 461 | 0.70 | 118.154 | 116.854 | 118.554 | ||
| 1383 | 2006.03.10 11:15 | close | 461 | 0.70 | 118.280 | 116.854 | 118.554 | 8820.00 | 1561712.51 |
| 1384 | 2006.03.10 23:10 | buy | 462 | 0.70 | 118.918 | 0.000 | 0.000 | ||
| 1385 | 2006.03.10 23:10 | modify | 462 | 0.70 | 118.918 | 117.618 | 119.318 | ||
| 1386 | 2006.03.13 00:05 | buy | 463 | 0.50 | 118.432 | 0.000 | 0.000 | ||
| 1387 | 2006.03.13 00:05 | modify | 463 | 0.50 | 118.432 | 116.832 | 119.732 | ||
| 1388 | 2006.03.13 01:45 | close | 462 | 0.70 | 119.010 | 117.618 | 119.318 | 6955.55 | 1568668.07 |
| 1389 | 2006.03.13 10:40 | close | 463 | 0.50 | 118.961 | 116.832 | 119.732 | 26450.00 | 1595118.07 |
| 1390 | 2006.03.15 00:10 | sell | 464 | 0.70 | 117.668 | 0.000 | 0.000 | ||
| 1391 | 2006.03.15 00:10 | modify | 464 | 0.70 | 117.668 | 118.968 | 117.268 | ||
| 1392 | 2006.03.15 03:05 | close | 464 | 0.70 | 117.557 | 118.968 | 117.268 | 7770.00 | 1602888.07 |
| 1393 | 2006.03.15 11:30 | sell | 465 | 0.70 | 117.640 | 0.000 | 0.000 | ||
| 1394 | 2006.03.15 11:30 | modify | 465 | 0.70 | 117.640 | 118.940 | 117.240 | ||
| 1395 | 2006.03.15 13:10 | close | 465 | 0.70 | 117.536 | 118.940 | 117.240 | 7280.00 | 1610168.07 |
| 1396 | 2006.03.20 00:05 | sell | 466 | 0.70 | 116.040 | 0.000 | 0.000 | ||
| 1397 | 2006.03.20 00:05 | modify | 466 | 0.70 | 116.040 | 117.340 | 115.640 | ||
| 1398 | 2006.03.20 01:55 | sell | 467 | 0.50 | 116.142 | 0.000 | 0.000 | ||
| 1399 | 2006.03.20 01:55 | modify | 467 | 0.50 | 116.142 | 117.742 | 114.842 | ||
| 1400 | 2006.03.20 06:45 | close | 467 | 0.50 | 116.245 | 117.742 | 114.842 | -5150.00 | 1605018.07 |
| 1401 | 2006.03.20 06:45 | close | 466 | 0.70 | 116.243 | 117.340 | 115.640 | -14210.00 | 1590808.07 |
| 1402 | 2006.03.21 15:25 | buy | 468 | 0.70 | 116.443 | 0.000 | 0.000 | ||
| 1403 | 2006.03.21 15:25 | modify | 468 | 0.70 | 116.443 | 115.143 | 116.843 | ||
| 1404 | 2006.03.21 16:10 | close | 468 | 0.70 | 116.571 | 115.143 | 116.843 | 8960.00 | 1599768.07 |
| 1405 | 2006.03.23 05:25 | sell | 469 | 0.70 | 116.939 | 0.000 | 0.000 | ||
| 1406 | 2006.03.23 05:25 | modify | 469 | 0.70 | 116.939 | 118.239 | 116.539 | ||
| 1407 | 2006.03.23 09:15 | close | 469 | 0.70 | 117.028 | 118.239 | 116.539 | -6230.00 | 1593538.07 |
| 1408 | 2006.03.27 00:05 | sell | 470 | 0.50 | 117.540 | 0.000 | 0.000 | ||
| 1409 | 2006.03.27 00:05 | modify | 470 | 0.50 | 117.540 | 119.140 | 116.240 | ||
| 1410 | 2006.03.27 00:25 | sell | 471 | 0.70 | 117.614 | 0.000 | 0.000 | ||
| 1411 | 2006.03.27 00:25 | modify | 471 | 0.70 | 117.614 | 118.914 | 117.214 | ||
| 1412 | 2006.03.27 01:30 | buy | 472 | 0.50 | 117.481 | 0.000 | 0.000 | ||
| 1413 | 2006.03.27 01:30 | modify | 472 | 0.50 | 117.481 | 115.881 | 118.781 | ||
| 1414 | 2006.03.27 01:30 | close | 471 | 0.70 | 117.485 | 118.914 | 117.214 | 9030.00 | 1602568.07 |
| 1415 | 2006.03.27 02:30 | close | 470 | 0.50 | 117.339 | 119.140 | 116.240 | 10050.00 | 1612618.07 |
| 1416 | 2006.03.27 10:50 | close | 472 | 0.50 | 116.827 | 115.881 | 118.781 | -32700.00 | 1579918.07 |
| 1417 | 2006.03.27 22:15 | sell | 473 | 0.70 | 116.727 | 0.000 | 0.000 | ||
| 1418 | 2006.03.27 22:15 | modify | 473 | 0.70 | 116.727 | 118.027 | 116.327 | ||
| 1419 | 2006.03.28 01:15 | close | 473 | 0.70 | 116.674 | 118.027 | 116.327 | 2802.05 | 1582720.12 |
| 1420 | 2006.03.29 16:05 | sell | 474 | 0.40 | 118.135 | 0.000 | 0.000 | ||
| 1421 | 2006.03.29 16:05 | modify | 474 | 0.40 | 118.135 | 120.485 | 117.085 | ||
| 1422 | 2006.03.29 18:35 | close | 474 | 0.40 | 117.686 | 120.485 | 117.085 | 17960.00 | 1600680.12 |
| 1423 | 2006.04.03 13:15 | buy | 475 | 0.70 | 118.281 | 0.000 | 0.000 | ||
| 1424 | 2006.04.03 13:15 | modify | 475 | 0.70 | 118.281 | 116.981 | 118.681 | ||
| 1425 | 2006.04.03 13:50 | close | 475 | 0.70 | 118.461 | 116.981 | 118.681 | 12600.00 | 1613280.12 |
| 1426 | 2006.04.03 18:20 | buy | 476 | 0.50 | 117.734 | 0.000 | 0.000 | ||
| 1427 | 2006.04.03 18:20 | modify | 476 | 0.50 | 117.734 | 116.134 | 119.034 | ||
| 1428 | 2006.04.04 00:30 | close | 476 | 0.50 | 117.723 | 116.134 | 119.034 | -185.53 | 1613094.59 |
| 1429 | 2006.04.04 02:55 | sell | 477 | 0.50 | 117.776 | 0.000 | 0.000 | ||
| 1430 | 2006.04.04 02:55 | modify | 477 | 0.50 | 117.776 | 119.376 | 116.476 | ||
| 1431 | 2006.04.04 07:15 | close | 477 | 0.50 | 117.682 | 119.376 | 116.476 | 4700.00 | 1617794.59 |
| 1432 | 2006.04.05 00:05 | sell | 478 | 0.70 | 117.534 | 0.000 | 0.000 | ||
| 1433 | 2006.04.05 00:05 | modify | 478 | 0.70 | 117.534 | 118.834 | 117.134 | ||
| 1434 | 2006.04.05 01:15 | close | 478 | 0.70 | 117.451 | 118.834 | 117.134 | 5810.00 | 1623604.59 |
| 1435 | 2006.04.05 11:35 | sell | 479 | 0.70 | 117.130 | 0.000 | 0.000 | ||
| 1436 | 2006.04.05 11:35 | modify | 479 | 0.70 | 117.130 | 118.430 | 116.730 | ||
| 1437 | 2006.04.05 16:40 | buy | 480 | 0.50 | 117.401 | 0.000 | 0.000 | ||
| 1438 | 2006.04.05 16:40 | modify | 480 | 0.50 | 117.401 | 115.801 | 118.701 | ||
| 1439 | 2006.04.05 17:45 | sell | 481 | 0.50 | 117.613 | 0.000 | 0.000 | ||
| 1440 | 2006.04.05 17:45 | modify | 481 | 0.50 | 117.613 | 119.213 | 116.313 | ||
| 1441 | 2006.04.05 17:55 | close | 480 | 0.50 | 117.721 | 115.801 | 118.701 | 16000.00 | 1639604.59 |
| 1442 | 2006.04.05 19:55 | close | 479 | 0.70 | 117.455 | 118.430 | 116.730 | -22750.00 | 1616854.59 |
| 1443 | 2006.04.05 20:45 | close | 481 | 0.50 | 117.418 | 119.213 | 116.313 | 9750.00 | 1626604.59 |
| 1444 | 2006.04.05 21:00 | buy | 482 | 0.70 | 117.335 | 0.000 | 0.000 | ||
| 1445 | 2006.04.05 21:00 | modify | 482 | 0.70 | 117.335 | 116.035 | 117.735 | ||
| 1446 | 2006.04.05 22:20 | sell | 483 | 0.50 | 117.431 | 0.000 | 0.000 | ||
| 1447 | 2006.04.05 22:20 | modify | 483 | 0.50 | 117.431 | 119.031 | 116.131 | ||
| 1448 | 2006.04.06 00:30 | close | 483 | 0.50 | 117.297 | 119.031 | 116.131 | 4743.20 | 1631347.79 |
| 1449 | 2006.04.06 01:30 | close | 482 | 0.70 | 117.412 | 116.035 | 117.735 | 6917.28 | 1638265.07 |
| 1450 | 2006.04.10 00:05 | buy | 484 | 0.70 | 118.189 | 0.000 | 0.000 | ||
| 1451 | 2006.04.10 00:05 | modify | 484 | 0.70 | 118.189 | 116.889 | 118.589 | ||
| 1452 | 2006.04.10 02:25 | close | 484 | 0.70 | 118.196 | 116.889 | 118.589 | 490.00 | 1638755.07 |
| 1453 | 2006.04.10 22:55 | buy | 485 | 0.70 | 118.410 | 0.000 | 0.000 | ||
| 1454 | 2006.04.10 22:55 | modify | 485 | 0.70 | 118.410 | 117.110 | 118.810 | ||
| 1455 | 2006.04.11 01:30 | close | 485 | 0.70 | 118.434 | 117.110 | 118.810 | 2193.07 | 1640948.14 |
| 1456 | 2006.04.12 08:35 | sell | 486 | 0.70 | 118.208 | 0.000 | 0.000 | ||
| 1457 | 2006.04.12 08:35 | modify | 486 | 0.70 | 118.208 | 119.508 | 117.808 | ||
| 1458 | 2006.04.12 09:35 | close | 486 | 0.70 | 118.098 | 119.508 | 117.808 | 7700.00 | 1648648.14 |
| 1459 | 2006.04.12 23:30 | buy | 487 | 0.70 | 118.467 | 0.000 | 0.000 | ||
| 1460 | 2006.04.12 23:30 | modify | 487 | 0.70 | 118.467 | 117.167 | 118.867 | ||
| 1461 | 2006.04.13 02:45 | close | 487 | 0.70 | 118.521 | 117.167 | 118.867 | 5321.86 | 1653970.01 |
| 1462 | 2006.04.19 09:10 | sell | 488 | 0.70 | 117.093 | 0.000 | 0.000 | ||
| 1463 | 2006.04.19 09:10 | modify | 488 | 0.70 | 117.093 | 118.393 | 116.693 | ||
| 1464 | 2006.04.19 09:20 | close | 488 | 0.70 | 116.998 | 118.393 | 116.693 | 6650.00 | 1660620.01 |
| 1465 | 2006.04.19 19:00 | buy | 489 | 0.50 | 117.573 | 0.000 | 0.000 | ||
| 1466 | 2006.04.19 19:00 | modify | 489 | 0.50 | 117.573 | 115.973 | 118.873 | ||
| 1467 | 2006.04.20 01:50 | close | 489 | 0.50 | 117.406 | 115.973 | 118.873 | -7260.51 | 1653359.50 |
| 1468 | 2006.04.24 23:55 | sell | 490 | 0.70 | 114.592 | 0.000 | 0.000 | ||
| 1469 | 2006.04.24 23:55 | modify | 490 | 0.70 | 114.592 | 115.892 | 114.192 | ||
| 1470 | 2006.04.25 02:35 | sell | 491 | 0.50 | 114.699 | 0.000 | 0.000 | ||
| 1471 | 2006.04.25 02:35 | modify | 491 | 0.50 | 114.699 | 116.299 | 113.399 | ||
| 1472 | 2006.04.25 03:10 | close | 491 | 0.50 | 114.525 | 116.299 | 113.399 | 8700.00 | 1662059.50 |
| 1473 | 2006.04.25 03:10 | buy | 492 | 0.50 | 114.526 | 0.000 | 0.000 | ||
| 1474 | 2006.04.25 03:10 | modify | 492 | 0.50 | 114.526 | 112.926 | 115.826 | ||
| 1475 | 2006.04.25 03:10 | close | 490 | 0.70 | 114.525 | 115.892 | 114.192 | 3798.62 | 1665858.12 |
| 1476 | 2006.04.25 05:40 | sell | 493 | 0.50 | 114.520 | 0.000 | 0.000 | ||
| 1477 | 2006.04.25 05:40 | modify | 493 | 0.50 | 114.520 | 116.120 | 113.220 | ||
| 1478 | 2006.04.25 08:40 | close | 492 | 0.50 | 114.627 | 112.926 | 115.826 | 5050.00 | 1670908.12 |
| 1479 | 2006.04.25 08:45 | sell | 494 | 0.70 | 114.662 | 0.000 | 0.000 | ||
| 1480 | 2006.04.25 08:45 | modify | 494 | 0.70 | 114.662 | 115.962 | 114.262 | ||
| 1481 | 2006.04.25 09:05 | close | 494 | 0.70 | 114.529 | 115.962 | 114.262 | 9310.00 | 1680218.12 |
| 1482 | 2006.04.25 10:00 | close | 493 | 0.50 | 114.425 | 116.120 | 113.220 | 4750.00 | 1684968.12 |
| 1483 | 2006.04.26 15:05 | buy | 495 | 0.70 | 114.986 | 0.000 | 0.000 | ||
| 1484 | 2006.04.26 15:05 | modify | 495 | 0.70 | 114.986 | 113.686 | 115.386 | ||
| 1485 | 2006.04.26 15:35 | close | 495 | 0.70 | 115.193 | 113.686 | 115.386 | 14490.00 | 1699458.12 |
| 1486 | 2006.05.02 03:50 | sell | 496 | 0.50 | 113.764 | 0.000 | 0.000 | ||
| 1487 | 2006.05.02 03:50 | modify | 496 | 0.50 | 113.764 | 115.364 | 112.464 | ||
| 1488 | 2006.05.02 04:15 | buy | 497 | 0.50 | 113.622 | 0.000 | 0.000 | ||
| 1489 | 2006.05.02 04:15 | modify | 497 | 0.50 | 113.622 | 112.022 | 114.922 | ||
| 1490 | 2006.05.02 05:20 | close | 496 | 0.50 | 113.538 | 115.364 | 112.464 | 11300.00 | 1710758.12 |
| 1491 | 2006.05.02 07:25 | close | 497 | 0.50 | 113.689 | 112.022 | 114.922 | 3350.00 | 1714108.12 |
| 1492 | 2006.05.02 09:45 | sell | 498 | 0.50 | 113.820 | 0.000 | 0.000 | ||
| 1493 | 2006.05.02 09:45 | modify | 498 | 0.50 | 113.820 | 115.420 | 112.520 | ||
| 1494 | 2006.05.02 11:15 | close | 498 | 0.50 | 113.623 | 115.420 | 112.520 | 9850.00 | 1723958.12 |
| 1495 | 2006.05.02 11:15 | buy | 499 | 0.50 | 113.616 | 0.000 | 0.000 | ||
| 1496 | 2006.05.02 11:15 | modify | 499 | 0.50 | 113.616 | 112.016 | 114.916 | ||
| 1497 | 2006.05.02 11:45 | buy | 500 | 0.70 | 113.525 | 0.000 | 0.000 | ||
| 1498 | 2006.05.02 11:45 | modify | 500 | 0.70 | 113.525 | 112.225 | 113.925 | ||
| 1499 | 2006.05.02 14:10 | close | 500 | 0.70 | 113.652 | 112.225 | 113.925 | 8890.00 | 1732848.12 |
| 1500 | 2006.05.02 14:20 | close | 499 | 0.50 | 113.791 | 112.016 | 114.916 | 8750.00 | 1741598.12 |