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 | |
前へ100ページ目
| # | 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 |
| 14851 | 2023.05.04 12:00 | close | 4948 | 0.70 | 134.607 | 136.020 | 134.320 | 7910.00 | 12512033.88 |
| 14852 | 2023.05.04 23:35 | sell | 4949 | 0.70 | 134.326 | 0.000 | 0.000 | ||
| 14853 | 2023.05.04 23:35 | modify | 4949 | 0.70 | 134.326 | 135.626 | 133.926 | ||
| 14854 | 2023.05.05 02:45 | close | 4949 | 0.70 | 134.175 | 135.626 | 133.926 | 9525.84 | 12521559.72 |
| 14855 | 2023.05.05 09:30 | sell | 4950 | 0.70 | 134.167 | 0.000 | 0.000 | ||
| 14856 | 2023.05.05 09:30 | modify | 4950 | 0.70 | 134.167 | 135.467 | 133.767 | ||
| 14857 | 2023.05.05 09:50 | close | 4950 | 0.70 | 134.065 | 135.467 | 133.767 | 7140.00 | 12528699.72 |
| 14858 | 2023.05.08 05:10 | buy | 4951 | 0.70 | 134.799 | 0.000 | 0.000 | ||
| 14859 | 2023.05.08 05:10 | modify | 4951 | 0.70 | 134.799 | 133.499 | 135.199 | ||
| 14860 | 2023.05.08 10:10 | close | 4951 | 0.70 | 134.878 | 133.499 | 135.199 | 5530.00 | 12534229.72 |
| 14861 | 2023.05.15 10:15 | buy | 4952 | 0.70 | 135.894 | 0.000 | 0.000 | ||
| 14862 | 2023.05.15 10:15 | modify | 4952 | 0.70 | 135.894 | 134.594 | 136.294 | ||
| 14863 | 2023.05.15 11:10 | close | 4952 | 0.70 | 136.018 | 134.594 | 136.294 | 8680.00 | 12542909.72 |
| 14864 | 2023.05.15 15:35 | buy | 4953 | 0.70 | 135.889 | 0.000 | 0.000 | ||
| 14865 | 2023.05.15 15:35 | modify | 4953 | 0.70 | 135.889 | 134.589 | 136.289 | ||
| 14866 | 2023.05.15 16:15 | close | 4953 | 0.70 | 136.035 | 134.589 | 136.289 | 10220.00 | 12553129.72 |
| 14867 | 2023.05.18 04:05 | buy | 4954 | 0.70 | 137.423 | 0.000 | 0.000 | ||
| 14868 | 2023.05.18 04:05 | modify | 4954 | 0.70 | 137.423 | 136.123 | 137.823 | ||
| 14869 | 2023.05.18 06:15 | close | 4954 | 0.70 | 137.538 | 136.123 | 137.823 | 8050.00 | 12561179.72 |
| 14870 | 2023.05.19 02:10 | buy | 4955 | 0.70 | 138.542 | 0.000 | 0.000 | ||
| 14871 | 2023.05.19 02:10 | modify | 4955 | 0.70 | 138.542 | 137.242 | 138.942 | ||
| 14872 | 2023.05.19 02:40 | close | 4955 | 0.70 | 138.673 | 137.242 | 138.942 | 9170.00 | 12570349.72 |
| 14873 | 2023.05.19 03:05 | buy | 4956 | 0.50 | 138.452 | 0.000 | 0.000 | ||
| 14874 | 2023.05.19 03:05 | modify | 4956 | 0.50 | 138.452 | 136.852 | 139.752 | ||
| 14875 | 2023.05.19 03:05 | buy | 4957 | 0.70 | 138.453 | 0.000 | 0.000 | ||
| 14876 | 2023.05.19 03:05 | modify | 4957 | 0.70 | 138.453 | 137.153 | 138.853 | ||
| 14877 | 2023.05.19 04:20 | close | 4957 | 0.70 | 138.549 | 137.153 | 138.853 | 6720.00 | 12577069.72 |
| 14878 | 2023.05.19 08:55 | buy | 4958 | 0.70 | 138.324 | 0.000 | 0.000 | ||
| 14879 | 2023.05.19 08:55 | modify | 4958 | 0.70 | 138.324 | 137.024 | 138.724 | ||
| 14880 | 2023.05.19 13:20 | close | 4956 | 0.50 | 138.245 | 136.852 | 139.752 | -10350.00 | 12566719.72 |
| 14881 | 2023.05.19 13:20 | close | 4958 | 0.70 | 138.250 | 137.024 | 138.724 | -5180.00 | 12561539.72 |
| 14882 | 2023.05.19 22:00 | sell | 4959 | 0.70 | 138.068 | 0.000 | 0.000 | ||
| 14883 | 2023.05.19 22:00 | modify | 4959 | 0.70 | 138.068 | 139.368 | 137.668 | ||
| 14884 | 2023.05.19 23:10 | close | 4959 | 0.70 | 137.959 | 139.368 | 137.668 | 7630.00 | 12569169.72 |
| 14885 | 2023.05.22 08:05 | sell | 4960 | 0.70 | 137.808 | 0.000 | 0.000 | ||
| 14886 | 2023.05.22 08:05 | modify | 4960 | 0.70 | 137.808 | 139.108 | 137.408 | ||
| 14887 | 2023.05.22 17:10 | close | 4960 | 0.70 | 138.178 | 139.108 | 137.408 | -25900.00 | 12543269.72 |
| 14888 | 2023.05.23 03:55 | buy | 4961 | 0.70 | 138.446 | 0.000 | 0.000 | ||
| 14889 | 2023.05.23 03:55 | modify | 4961 | 0.70 | 138.446 | 137.146 | 138.846 | ||
| 14890 | 2023.05.23 04:05 | close | 4961 | 0.70 | 138.594 | 137.146 | 138.846 | 10360.00 | 12553629.72 |
| 14891 | 2023.05.23 06:45 | buy | 4962 | 0.70 | 138.526 | 0.000 | 0.000 | ||
| 14892 | 2023.05.23 06:45 | modify | 4962 | 0.70 | 138.526 | 137.226 | 138.926 | ||
| 14893 | 2023.05.23 09:05 | close | 4962 | 0.70 | 138.630 | 137.226 | 138.926 | 7280.00 | 12560909.72 |
| 14894 | 2023.05.24 21:20 | buy | 4963 | 0.70 | 139.047 | 0.000 | 0.000 | ||
| 14895 | 2023.05.24 21:20 | modify | 4963 | 0.70 | 139.047 | 137.747 | 139.447 | ||
| 14896 | 2023.05.24 22:05 | close | 4963 | 0.70 | 139.156 | 137.747 | 139.447 | 7630.00 | 12568539.72 |
| 14897 | 2023.05.25 01:40 | buy | 4964 | 0.70 | 139.194 | 0.000 | 0.000 | ||
| 14898 | 2023.05.25 01:40 | modify | 4964 | 0.70 | 139.194 | 137.894 | 139.594 | ||
| 14899 | 2023.05.25 02:30 | close | 4964 | 0.70 | 139.326 | 137.894 | 139.594 | 9240.00 | 12577779.72 |
| 14900 | 2023.05.25 08:05 | buy | 4965 | 0.70 | 139.524 | 0.000 | 0.000 | ||
| 14901 | 2023.05.25 08:05 | modify | 4965 | 0.70 | 139.524 | 138.224 | 139.924 | ||
| 14902 | 2023.05.25 08:25 | close | 4965 | 0.70 | 139.659 | 138.224 | 139.924 | 9450.00 | 12587229.72 |
| 14903 | 2023.05.25 15:05 | buy | 4966 | 0.70 | 139.412 | 0.000 | 0.000 | ||
| 14904 | 2023.05.25 15:05 | modify | 4966 | 0.70 | 139.412 | 138.112 | 139.812 | ||
| 14905 | 2023.05.25 15:40 | close | 4966 | 0.70 | 139.580 | 138.112 | 139.812 | 11760.00 | 12598989.72 |
| 14906 | 2023.05.26 02:15 | buy | 4967 | 0.70 | 139.884 | 0.000 | 0.000 | ||
| 14907 | 2023.05.26 02:15 | modify | 4967 | 0.70 | 139.884 | 138.584 | 140.284 | ||
| 14908 | 2023.05.26 02:40 | close | 4967 | 0.70 | 139.991 | 138.584 | 140.284 | 7490.00 | 12606479.72 |
| 14909 | 2023.05.29 04:25 | buy | 4968 | 0.70 | 140.595 | 0.000 | 0.000 | ||
| 14910 | 2023.05.29 04:25 | modify | 4968 | 0.70 | 140.595 | 139.295 | 140.995 | ||
| 14911 | 2023.05.29 10:30 | close | 4968 | 0.70 | 140.458 | 139.295 | 140.995 | -9590.00 | 12596889.72 |
| 14912 | 2023.05.29 18:05 | sell | 4969 | 0.70 | 140.326 | 0.000 | 0.000 | ||
| 14913 | 2023.05.29 18:05 | modify | 4969 | 0.70 | 140.326 | 141.626 | 139.926 | ||
| 14914 | 2023.05.30 03:45 | close | 4969 | 0.70 | 140.270 | 141.626 | 139.926 | 2827.63 | 12599717.36 |
| 14915 | 2023.06.01 05:40 | sell | 4970 | 0.70 | 139.532 | 0.000 | 0.000 | ||
| 14916 | 2023.06.01 05:40 | modify | 4970 | 0.70 | 139.532 | 140.832 | 139.132 | ||
| 14917 | 2023.06.01 07:50 | close | 4970 | 0.70 | 139.427 | 140.832 | 139.132 | 7350.00 | 12607067.36 |
| 14918 | 2023.06.01 13:40 | buy | 4971 | 0.70 | 139.633 | 0.000 | 0.000 | ||
| 14919 | 2023.06.01 13:40 | modify | 4971 | 0.70 | 139.633 | 138.333 | 140.033 | ||
| 14920 | 2023.06.02 02:20 | close | 4971 | 0.70 | 138.823 | 138.333 | 140.033 | -56098.17 | 12550969.19 |
| 14921 | 2023.06.02 04:10 | sell | 4972 | 0.70 | 139.027 | 0.000 | 0.000 | ||
| 14922 | 2023.06.02 04:10 | modify | 4972 | 0.70 | 139.027 | 140.327 | 138.627 | ||
| 14923 | 2023.06.02 04:40 | close | 4972 | 0.70 | 138.907 | 140.327 | 138.627 | 8400.00 | 12559369.19 |
| 14924 | 2023.06.02 08:05 | sell | 4973 | 0.70 | 138.957 | 0.000 | 0.000 | ||
| 14925 | 2023.06.02 08:05 | modify | 4973 | 0.70 | 138.957 | 140.257 | 138.557 | ||
| 14926 | 2023.06.02 09:10 | close | 4973 | 0.70 | 138.818 | 140.257 | 138.557 | 9730.00 | 12569099.19 |
| 14927 | 2023.06.06 04:35 | sell | 4974 | 0.70 | 139.638 | 0.000 | 0.000 | ||
| 14928 | 2023.06.06 04:35 | modify | 4974 | 0.70 | 139.638 | 140.938 | 139.238 | ||
| 14929 | 2023.06.06 05:15 | close | 4974 | 0.70 | 139.526 | 140.938 | 139.238 | 7840.00 | 12576939.19 |
| 14930 | 2023.06.06 14:20 | sell | 4975 | 0.70 | 139.514 | 0.000 | 0.000 | ||
| 14931 | 2023.06.06 14:20 | modify | 4975 | 0.70 | 139.514 | 140.814 | 139.114 | ||
| 14932 | 2023.06.06 18:55 | close | 4975 | 0.70 | 139.626 | 140.814 | 139.114 | -7840.00 | 12569099.19 |
| 14933 | 2023.06.08 02:55 | buy | 4976 | 0.70 | 139.890 | 0.000 | 0.000 | ||
| 14934 | 2023.06.08 02:55 | modify | 4976 | 0.70 | 139.890 | 138.590 | 140.290 | ||
| 14935 | 2023.06.08 03:25 | close | 4976 | 0.70 | 140.007 | 138.590 | 140.290 | 8190.00 | 12577289.19 |
| 14936 | 2023.06.09 03:15 | sell | 4977 | 0.70 | 139.013 | 0.000 | 0.000 | ||
| 14937 | 2023.06.09 03:15 | modify | 4977 | 0.70 | 139.013 | 140.313 | 138.613 | ||
| 14938 | 2023.06.09 14:25 | close | 4977 | 0.70 | 139.485 | 140.313 | 138.613 | -33040.00 | 12544249.19 |
| 14939 | 2023.06.09 14:35 | buy | 4978 | 0.70 | 139.433 | 0.000 | 0.000 | ||
| 14940 | 2023.06.09 14:35 | modify | 4978 | 0.70 | 139.433 | 138.133 | 139.833 | ||
| 14941 | 2023.06.09 16:55 | close | 4978 | 0.70 | 139.577 | 138.133 | 139.833 | 10080.00 | 12554329.19 |
| 14942 | 2023.06.14 03:30 | buy | 4979 | 0.70 | 140.076 | 0.000 | 0.000 | ||
| 14943 | 2023.06.14 03:30 | modify | 4979 | 0.70 | 140.076 | 138.776 | 140.476 | ||
| 14944 | 2023.06.14 08:20 | close | 4979 | 0.70 | 140.126 | 138.776 | 140.476 | 3500.00 | 12557829.19 |
| 14945 | 2023.06.15 12:25 | buy | 4980 | 0.70 | 140.870 | 0.000 | 0.000 | ||
| 14946 | 2023.06.15 12:25 | modify | 4980 | 0.70 | 140.870 | 139.570 | 141.270 | ||
| 14947 | 2023.06.15 12:30 | close | 4980 | 0.70 | 140.998 | 139.570 | 141.270 | 8960.00 | 12566789.19 |
| 14948 | 2023.06.15 15:45 | buy | 4981 | 0.70 | 140.856 | 0.000 | 0.000 | ||
| 14949 | 2023.06.15 15:45 | modify | 4981 | 0.70 | 140.856 | 139.556 | 141.256 | ||
| 14950 | 2023.06.15 19:25 | buy | 4982 | 0.40 | 140.287 | 0.000 | 0.000 | ||
| 14951 | 2023.06.15 19:25 | modify | 4982 | 0.40 | 140.287 | 137.937 | 141.337 | ||
| 14952 | 2023.06.16 02:55 | close | 4981 | 0.70 | 140.259 | 139.556 | 141.256 | -41181.72 | 12525607.47 |
| 14953 | 2023.06.16 04:15 | buy | 4983 | 0.50 | 140.049 | 0.000 | 0.000 | ||
| 14954 | 2023.06.16 04:15 | modify | 4983 | 0.50 | 140.049 | 138.449 | 141.349 | ||
| 14955 | 2023.06.16 05:50 | close | 4983 | 0.50 | 140.549 | 138.449 | 141.349 | 25000.00 | 12550607.47 |
| 14956 | 2023.06.16 06:00 | close | 4982 | 0.40 | 140.679 | 137.937 | 141.337 | 16027.59 | 12566635.06 |
| 14957 | 2023.06.16 12:20 | buy | 4984 | 0.50 | 140.961 | 0.000 | 0.000 | ||
| 14958 | 2023.06.16 12:20 | modify | 4984 | 0.50 | 140.961 | 139.361 | 142.261 | ||
| 14959 | 2023.06.16 15:20 | close | 4984 | 0.50 | 141.125 | 139.361 | 142.261 | 8200.00 | 12574835.06 |
| 14960 | 2023.06.16 15:40 | sell | 4985 | 0.50 | 141.128 | 0.000 | 0.000 | ||
| 14961 | 2023.06.16 15:40 | modify | 4985 | 0.50 | 141.128 | 142.728 | 139.828 | ||
| 14962 | 2023.06.19 00:05 | close | 4985 | 0.50 | 141.774 | 142.728 | 139.828 | -33087.36 | 12541747.70 |
| 14963 | 2023.06.19 06:40 | buy | 4986 | 0.70 | 141.674 | 0.000 | 0.000 | ||
| 14964 | 2023.06.19 06:40 | modify | 4986 | 0.70 | 141.674 | 140.374 | 142.074 | ||
| 14965 | 2023.06.19 07:05 | buy | 4987 | 0.40 | 141.580 | 0.000 | 0.000 | ||
| 14966 | 2023.06.19 07:05 | modify | 4987 | 0.40 | 141.580 | 139.230 | 142.630 | ||
| 14967 | 2023.06.19 10:20 | close | 4986 | 0.70 | 141.743 | 140.374 | 142.074 | 4830.00 | 12546577.70 |
| 14968 | 2023.06.19 10:45 | close | 4987 | 0.40 | 141.922 | 139.230 | 142.630 | 13680.00 | 12560257.70 |
| 14969 | 2023.06.21 03:30 | sell | 4988 | 0.70 | 141.542 | 0.000 | 0.000 | ||
| 14970 | 2023.06.21 03:30 | modify | 4988 | 0.70 | 141.542 | 142.842 | 141.142 | ||
| 14971 | 2023.06.21 12:40 | close | 4988 | 0.70 | 141.873 | 142.842 | 141.142 | -23170.00 | 12537087.70 |
| 14972 | 2023.06.21 13:50 | buy | 4989 | 0.70 | 141.754 | 0.000 | 0.000 | ||
| 14973 | 2023.06.21 13:50 | modify | 4989 | 0.70 | 141.754 | 140.454 | 142.154 | ||
| 14974 | 2023.06.21 14:45 | close | 4989 | 0.70 | 141.866 | 140.454 | 142.154 | 7840.00 | 12544927.70 |
| 14975 | 2023.06.21 20:20 | buy | 4990 | 0.70 | 141.833 | 0.000 | 0.000 | ||
| 14976 | 2023.06.21 20:20 | modify | 4990 | 0.70 | 141.833 | 140.533 | 142.233 | ||
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