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 |
| 1501 | 2006.05.03 11:20 | sell | 501 | 0.70 | 113.327 | 0.000 | 0.000 | ||
| 1502 | 2006.05.03 11:20 | modify | 501 | 0.70 | 113.327 | 114.627 | 112.927 | ||
| 1503 | 2006.05.03 18:20 | close | 501 | 0.70 | 113.362 | 114.627 | 112.927 | -2450.00 | 1739148.12 |
| 1504 | 2006.05.08 09:45 | sell | 502 | 0.70 | 111.750 | 0.000 | 0.000 | ||
| 1505 | 2006.05.08 09:45 | modify | 502 | 0.70 | 111.750 | 113.050 | 111.350 | ||
| 1506 | 2006.05.08 10:00 | close | 502 | 0.70 | 111.642 | 113.050 | 111.350 | 7560.00 | 1746708.12 |
| 1507 | 2006.05.08 16:55 | sell | 503 | 0.70 | 111.452 | 0.000 | 0.000 | ||
| 1508 | 2006.05.08 16:55 | modify | 503 | 0.70 | 111.452 | 112.752 | 111.052 | ||
| 1509 | 2006.05.08 21:35 | close | 503 | 0.70 | 111.554 | 112.752 | 111.052 | -7140.00 | 1739568.12 |
| 1510 | 2006.05.10 15:20 | sell | 504 | 0.70 | 110.631 | 0.000 | 0.000 | ||
| 1511 | 2006.05.10 15:20 | modify | 504 | 0.70 | 110.631 | 111.931 | 110.231 | ||
| 1512 | 2006.05.10 15:35 | close | 504 | 0.70 | 110.522 | 111.931 | 110.231 | 7630.00 | 1747198.12 |
| 1513 | 2006.05.11 05:45 | buy | 505 | 0.50 | 111.082 | 0.000 | 0.000 | ||
| 1514 | 2006.05.11 05:45 | modify | 505 | 0.50 | 111.082 | 109.482 | 112.382 | ||
| 1515 | 2006.05.11 06:30 | sell | 506 | 0.50 | 111.220 | 0.000 | 0.000 | ||
| 1516 | 2006.05.11 06:30 | modify | 506 | 0.50 | 111.220 | 112.820 | 109.920 | ||
| 1517 | 2006.05.11 10:25 | close | 505 | 0.50 | 111.371 | 109.482 | 112.382 | 14450.00 | 1761648.12 |
| 1518 | 2006.05.11 12:05 | buy | 507 | 0.50 | 111.252 | 0.000 | 0.000 | ||
| 1519 | 2006.05.11 12:05 | modify | 507 | 0.50 | 111.252 | 109.652 | 112.552 | ||
| 1520 | 2006.05.11 13:45 | close | 506 | 0.50 | 111.153 | 112.820 | 109.920 | 3350.00 | 1764998.12 |
| 1521 | 2006.05.11 15:25 | buy | 508 | 0.70 | 110.993 | 0.000 | 0.000 | ||
| 1522 | 2006.05.11 15:25 | modify | 508 | 0.70 | 110.993 | 109.693 | 111.393 | ||
| 1523 | 2006.05.11 16:35 | close | 508 | 0.70 | 111.098 | 109.693 | 111.393 | 7350.00 | 1772348.12 |
| 1524 | 2006.05.11 23:45 | close | 507 | 0.50 | 110.662 | 109.652 | 112.552 | -29500.00 | 1742848.12 |
| 1525 | 2006.05.12 15:35 | sell | 509 | 0.70 | 109.878 | 0.000 | 0.000 | ||
| 1526 | 2006.05.12 15:35 | modify | 509 | 0.70 | 109.878 | 111.178 | 109.478 | ||
| 1527 | 2006.05.12 15:50 | close | 509 | 0.70 | 109.681 | 111.178 | 109.478 | 13790.00 | 1756638.12 |
| 1528 | 2006.05.12 20:00 | buy | 510 | 0.50 | 110.343 | 0.000 | 0.000 | ||
| 1529 | 2006.05.12 20:00 | modify | 510 | 0.50 | 110.343 | 108.743 | 111.643 | ||
| 1530 | 2006.05.15 03:20 | sell | 511 | 0.50 | 109.804 | 0.000 | 0.000 | ||
| 1531 | 2006.05.15 03:20 | modify | 511 | 0.50 | 109.804 | 111.404 | 108.504 | ||
| 1532 | 2006.05.15 03:45 | sell | 512 | 0.70 | 109.850 | 0.000 | 0.000 | ||
| 1533 | 2006.05.15 03:45 | modify | 512 | 0.70 | 109.850 | 111.150 | 109.450 | ||
| 1534 | 2006.05.15 04:10 | close | 512 | 0.70 | 109.724 | 111.150 | 109.450 | 8820.00 | 1765458.12 |
| 1535 | 2006.05.15 04:30 | close | 511 | 0.50 | 109.373 | 111.404 | 108.504 | 21550.00 | 1787008.12 |
| 1536 | 2006.05.15 09:05 | sell | 513 | 0.50 | 109.646 | 0.000 | 0.000 | ||
| 1537 | 2006.05.15 09:05 | modify | 513 | 0.50 | 109.646 | 111.246 | 108.346 | ||
| 1538 | 2006.05.15 09:25 | close | 510 | 0.50 | 109.733 | 108.743 | 111.643 | -30159.33 | 1756848.79 |
| 1539 | 2006.05.15 09:30 | sell | 514 | 0.70 | 109.791 | 0.000 | 0.000 | ||
| 1540 | 2006.05.15 09:30 | modify | 514 | 0.70 | 109.791 | 111.091 | 109.391 | ||
| 1541 | 2006.05.15 09:55 | close | 514 | 0.70 | 109.665 | 111.091 | 109.391 | 8820.00 | 1765668.79 |
| 1542 | 2006.05.15 15:50 | buy | 515 | 0.50 | 109.998 | 0.000 | 0.000 | ||
| 1543 | 2006.05.15 15:50 | modify | 515 | 0.50 | 109.998 | 108.398 | 111.298 | ||
| 1544 | 2006.05.15 20:00 | close | 515 | 0.50 | 110.414 | 108.398 | 111.298 | 20800.00 | 1786468.79 |
| 1545 | 2006.05.16 04:50 | close | 513 | 0.50 | 110.199 | 111.246 | 108.346 | -28263.84 | 1758204.95 |
| 1546 | 2006.05.16 04:50 | buy | 516 | 0.70 | 110.204 | 0.000 | 0.000 | ||
| 1547 | 2006.05.16 04:50 | modify | 516 | 0.70 | 110.204 | 108.904 | 110.604 | ||
| 1548 | 2006.05.16 05:20 | close | 516 | 0.70 | 110.328 | 108.904 | 110.604 | 8680.00 | 1766884.95 |
| 1549 | 2006.05.17 15:35 | sell | 517 | 0.70 | 109.464 | 0.000 | 0.000 | ||
| 1550 | 2006.05.17 15:35 | modify | 517 | 0.70 | 109.464 | 110.764 | 109.064 | ||
| 1551 | 2006.05.17 15:40 | close | 517 | 0.70 | 109.252 | 110.764 | 109.064 | 14840.00 | 1781724.95 |
| 1552 | 2006.05.18 04:45 | buy | 518 | 0.70 | 110.621 | 0.000 | 0.000 | ||
| 1553 | 2006.05.18 04:45 | modify | 518 | 0.70 | 110.621 | 109.321 | 111.021 | ||
| 1554 | 2006.05.18 08:50 | close | 518 | 0.70 | 110.732 | 109.321 | 111.021 | 7770.00 | 1789494.95 |
| 1555 | 2006.05.18 14:40 | sell | 519 | 0.40 | 111.171 | 0.000 | 0.000 | ||
| 1556 | 2006.05.18 14:40 | modify | 519 | 0.40 | 111.171 | 113.521 | 110.121 | ||
| 1557 | 2006.05.18 16:45 | close | 519 | 0.40 | 110.523 | 113.521 | 110.121 | 25920.00 | 1815414.95 |
| 1558 | 2006.05.22 01:45 | buy | 520 | 0.70 | 111.561 | 0.000 | 0.000 | ||
| 1559 | 2006.05.22 01:45 | modify | 520 | 0.70 | 111.561 | 110.261 | 111.961 | ||
| 1560 | 2006.05.22 01:55 | close | 520 | 0.70 | 111.668 | 110.261 | 111.961 | 7490.00 | 1822904.95 |
| 1561 | 2006.05.22 06:35 | buy | 521 | 0.70 | 111.871 | 0.000 | 0.000 | ||
| 1562 | 2006.05.22 06:35 | modify | 521 | 0.70 | 111.871 | 110.571 | 112.271 | ||
| 1563 | 2006.05.22 07:20 | close | 521 | 0.70 | 112.036 | 110.571 | 112.271 | 11550.00 | 1834454.95 |
| 1564 | 2006.05.22 16:50 | buy | 522 | 0.50 | 112.258 | 0.000 | 0.000 | ||
| 1565 | 2006.05.22 16:50 | modify | 522 | 0.50 | 112.258 | 110.658 | 113.558 | ||
| 1566 | 2006.05.22 17:00 | buy | 523 | 0.70 | 112.134 | 0.000 | 0.000 | ||
| 1567 | 2006.05.22 17:00 | modify | 523 | 0.70 | 112.134 | 110.834 | 112.534 | ||
| 1568 | 2006.05.23 00:05 | sell | 524 | 0.50 | 111.555 | 0.000 | 0.000 | ||
| 1569 | 2006.05.23 00:05 | modify | 524 | 0.50 | 111.555 | 113.155 | 110.255 | ||
| 1570 | 2006.05.23 00:05 | close | 523 | 0.70 | 111.563 | 110.834 | 112.534 | -39486.44 | 1794968.51 |
| 1571 | 2006.05.23 02:05 | close | 522 | 0.50 | 111.567 | 110.658 | 113.558 | -34204.60 | 1760763.91 |
| 1572 | 2006.05.23 02:10 | sell | 525 | 0.70 | 111.706 | 0.000 | 0.000 | ||
| 1573 | 2006.05.23 02:10 | modify | 525 | 0.70 | 111.706 | 113.006 | 111.306 | ||
| 1574 | 2006.05.23 02:20 | close | 525 | 0.70 | 111.561 | 113.006 | 111.306 | 10150.00 | 1770913.91 |
| 1575 | 2006.05.23 06:30 | close | 524 | 0.50 | 111.502 | 113.155 | 110.255 | 2650.00 | 1773563.91 |
| 1576 | 2006.05.23 11:00 | sell | 526 | 0.70 | 111.464 | 0.000 | 0.000 | ||
| 1577 | 2006.05.23 11:00 | modify | 526 | 0.70 | 111.464 | 112.764 | 111.064 | ||
| 1578 | 2006.05.23 11:15 | close | 526 | 0.70 | 111.361 | 112.764 | 111.064 | 7210.00 | 1780773.91 |
| 1579 | 2006.05.24 02:45 | buy | 527 | 0.50 | 112.106 | 0.000 | 0.000 | ||
| 1580 | 2006.05.24 02:45 | modify | 527 | 0.50 | 112.106 | 110.506 | 113.406 | ||
| 1581 | 2006.05.24 03:55 | close | 527 | 0.50 | 112.383 | 110.506 | 113.406 | 13850.00 | 1794623.91 |
| 1582 | 2006.05.24 05:50 | buy | 528 | 0.50 | 112.045 | 0.000 | 0.000 | ||
| 1583 | 2006.05.24 05:50 | modify | 528 | 0.50 | 112.045 | 110.445 | 113.345 | ||
| 1584 | 2006.05.24 07:35 | close | 528 | 0.50 | 112.412 | 110.445 | 113.345 | 18350.00 | 1812973.91 |
| 1585 | 2006.05.24 10:05 | buy | 529 | 0.70 | 112.057 | 0.000 | 0.000 | ||
| 1586 | 2006.05.24 10:05 | modify | 529 | 0.70 | 112.057 | 110.757 | 112.457 | ||
| 1587 | 2006.05.24 12:00 | buy | 530 | 0.40 | 111.827 | 0.000 | 0.000 | ||
| 1588 | 2006.05.24 12:00 | modify | 530 | 0.40 | 111.827 | 109.477 | 112.877 | ||
| 1589 | 2006.05.24 16:10 | close | 529 | 0.70 | 112.078 | 110.757 | 112.457 | 1470.00 | 1814443.91 |
| 1590 | 2006.05.24 17:10 | close | 530 | 0.40 | 112.661 | 109.477 | 112.877 | 33360.00 | 1847803.91 |
| 1591 | 2006.05.25 09:25 | buy | 531 | 0.70 | 112.570 | 0.000 | 0.000 | ||
| 1592 | 2006.05.25 09:25 | modify | 531 | 0.70 | 112.570 | 111.270 | 112.970 | ||
| 1593 | 2006.05.25 09:45 | close | 531 | 0.70 | 112.742 | 111.270 | 112.970 | 12040.00 | 1859843.91 |
| 1594 | 2006.05.26 04:25 | sell | 532 | 0.70 | 111.896 | 0.000 | 0.000 | ||
| 1595 | 2006.05.26 04:25 | modify | 532 | 0.70 | 111.896 | 113.196 | 111.496 | ||
| 1596 | 2006.05.26 06:05 | sell | 533 | 0.40 | 111.974 | 0.000 | 0.000 | ||
| 1597 | 2006.05.26 06:05 | modify | 533 | 0.40 | 111.974 | 114.324 | 110.924 | ||
| 1598 | 2006.05.26 09:45 | close | 532 | 0.70 | 111.947 | 113.196 | 111.496 | -3570.00 | 1856273.91 |
| 1599 | 2006.05.29 00:40 | buy | 534 | 0.50 | 112.088 | 0.000 | 0.000 | ||
| 1600 | 2006.05.29 00:40 | modify | 534 | 0.50 | 112.088 | 110.488 | 113.388 | ||
| 1601 | 2006.05.29 07:50 | close | 534 | 0.50 | 112.280 | 110.488 | 113.388 | 9600.00 | 1865873.91 |
| 1602 | 2006.05.29 12:45 | close | 533 | 0.40 | 112.193 | 114.324 | 110.924 | -9260.58 | 1856613.33 |
| 1603 | 2006.05.29 21:15 | buy | 535 | 0.70 | 112.470 | 0.000 | 0.000 | ||
| 1604 | 2006.05.29 21:15 | modify | 535 | 0.70 | 112.470 | 111.170 | 112.870 | ||
| 1605 | 2006.05.30 00:00 | close | 535 | 0.70 | 112.435 | 111.170 | 112.870 | -1962.43 | 1854650.91 |
| 1606 | 2006.05.30 14:40 | sell | 536 | 0.50 | 112.144 | 0.000 | 0.000 | ||
| 1607 | 2006.05.30 14:40 | modify | 536 | 0.50 | 112.144 | 113.744 | 110.844 | ||
| 1608 | 2006.05.30 14:40 | sell | 537 | 0.70 | 112.139 | 0.000 | 0.000 | ||
| 1609 | 2006.05.30 14:40 | modify | 537 | 0.70 | 112.139 | 113.439 | 111.739 | ||
| 1610 | 2006.05.30 17:00 | close | 537 | 0.70 | 111.938 | 113.439 | 111.739 | 14070.00 | 1868720.91 |
| 1611 | 2006.05.31 01:20 | close | 536 | 0.50 | 112.077 | 113.744 | 110.844 | 2727.03 | 1871447.94 |
| 1612 | 2006.06.01 17:10 | buy | 538 | 0.70 | 112.847 | 0.000 | 0.000 | ||
| 1613 | 2006.06.01 17:10 | modify | 538 | 0.70 | 112.847 | 111.547 | 113.247 | ||
| 1614 | 2006.06.01 17:20 | close | 538 | 0.70 | 112.974 | 111.547 | 113.247 | 8890.00 | 1880337.94 |
| 1615 | 2006.06.01 17:35 | buy | 539 | 0.70 | 112.728 | 0.000 | 0.000 | ||
| 1616 | 2006.06.01 17:35 | modify | 539 | 0.70 | 112.728 | 111.428 | 113.128 | ||
| 1617 | 2006.06.01 20:20 | close | 539 | 0.70 | 112.648 | 111.428 | 113.128 | -5600.00 | 1874737.94 |
| 1618 | 2006.06.05 00:05 | sell | 540 | 0.70 | 111.707 | 0.000 | 0.000 | ||
| 1619 | 2006.06.05 00:05 | modify | 540 | 0.70 | 111.707 | 113.007 | 111.307 | ||
| 1620 | 2006.06.05 00:30 | close | 540 | 0.70 | 111.594 | 113.007 | 111.307 | 7910.00 | 1882647.94 |
| 1621 | 2006.06.05 11:30 | sell | 541 | 0.40 | 111.820 | 0.000 | 0.000 | ||
| 1622 | 2006.06.05 11:30 | modify | 541 | 0.40 | 111.820 | 114.170 | 110.770 | ||
| 1623 | 2006.06.06 07:25 | buy | 542 | 0.50 | 112.336 | 0.000 | 0.000 | ||
| 1624 | 2006.06.06 07:25 | modify | 542 | 0.50 | 112.336 | 110.736 | 113.636 | ||
| 1625 | 2006.06.06 09:30 | buy | 543 | 0.70 | 112.219 | 0.000 | 0.000 | ||
| 1626 | 2006.06.06 09:30 | modify | 543 | 0.70 | 112.219 | 110.919 | 112.619 | ||
| 1627 | 2006.06.06 10:15 | close | 541 | 0.40 | 112.102 | 114.170 | 110.770 | -11778.76 | 1870869.18 |
| 1628 | 2006.06.06 13:10 | close | 542 | 0.50 | 112.294 | 110.736 | 113.636 | -2100.00 | 1868769.18 |
| 1629 | 2006.06.06 13:10 | close | 543 | 0.70 | 112.300 | 110.919 | 112.619 | 5670.00 | 1874439.18 |
| 1630 | 2006.06.07 03:15 | buy | 544 | 0.70 | 113.077 | 0.000 | 0.000 | ||
| 1631 | 2006.06.07 03:15 | modify | 544 | 0.70 | 113.077 | 111.777 | 113.477 | ||
| 1632 | 2006.06.07 08:10 | close | 544 | 0.70 | 113.152 | 111.777 | 113.477 | 5250.00 | 1879689.18 |
| 1633 | 2006.06.07 13:15 | buy | 545 | 0.70 | 113.085 | 0.000 | 0.000 | ||
| 1634 | 2006.06.07 13:15 | modify | 545 | 0.70 | 113.085 | 111.785 | 113.485 | ||
| 1635 | 2006.06.07 13:45 | close | 545 | 0.70 | 113.190 | 111.785 | 113.485 | 7350.00 | 1887039.18 |
| 1636 | 2006.06.09 01:05 | buy | 546 | 0.70 | 114.024 | 0.000 | 0.000 | ||
| 1637 | 2006.06.09 01:05 | modify | 546 | 0.70 | 114.024 | 112.724 | 114.424 | ||
| 1638 | 2006.06.09 04:25 | close | 546 | 0.70 | 114.020 | 112.724 | 114.424 | -280.00 | 1886759.18 |
| 1639 | 2006.06.14 03:10 | buy | 547 | 0.70 | 115.123 | 0.000 | 0.000 | ||
| 1640 | 2006.06.14 03:10 | modify | 547 | 0.70 | 115.123 | 113.823 | 115.523 | ||
| 1641 | 2006.06.14 06:30 | close | 547 | 0.70 | 115.168 | 113.823 | 115.523 | 3150.00 | 1889909.18 |
| 1642 | 2006.06.19 17:35 | buy | 548 | 0.70 | 115.445 | 0.000 | 0.000 | ||
| 1643 | 2006.06.19 17:35 | modify | 548 | 0.70 | 115.445 | 114.145 | 115.845 | ||
| 1644 | 2006.06.19 23:50 | close | 548 | 0.70 | 115.465 | 114.145 | 115.845 | 1400.00 | 1891309.18 |
| 1645 | 2006.06.20 12:55 | sell | 549 | 0.70 | 115.143 | 0.000 | 0.000 | ||
| 1646 | 2006.06.20 12:55 | modify | 549 | 0.70 | 115.143 | 116.443 | 114.743 | ||
| 1647 | 2006.06.20 14:20 | close | 549 | 0.70 | 115.042 | 116.443 | 114.743 | 7070.00 | 1898379.18 |
| 1648 | 2006.06.23 11:40 | sell | 550 | 0.40 | 116.173 | 0.000 | 0.000 | ||
| 1649 | 2006.06.23 11:40 | modify | 550 | 0.40 | 116.173 | 118.523 | 115.123 | ||
| 1650 | 2006.06.26 01:00 | buy | 551 | 0.70 | 116.461 | 0.000 | 0.000 | ||