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 |
| 1651 | 2006.06.26 01:00 | modify | 551 | 0.70 | 116.461 | 115.161 | 116.861 | ||
| 1652 | 2006.06.26 05:35 | close | 551 | 0.70 | 116.448 | 115.161 | 116.861 | -910.00 | 1897469.18 |
| 1653 | 2006.06.26 08:55 | close | 550 | 0.40 | 116.353 | 118.523 | 115.123 | -7718.12 | 1889751.06 |
| 1654 | 2006.07.03 04:05 | sell | 552 | 0.70 | 114.459 | 0.000 | 0.000 | ||
| 1655 | 2006.07.03 04:05 | modify | 552 | 0.70 | 114.459 | 115.759 | 114.059 | ||
| 1656 | 2006.07.03 07:00 | close | 552 | 0.70 | 114.485 | 115.759 | 114.059 | -1820.00 | 1887931.06 |
| 1657 | 2006.07.06 01:55 | buy | 553 | 0.70 | 115.576 | 0.000 | 0.000 | ||
| 1658 | 2006.07.06 01:55 | modify | 553 | 0.70 | 115.576 | 114.276 | 115.976 | ||
| 1659 | 2006.07.06 07:45 | close | 553 | 0.70 | 115.545 | 114.276 | 115.976 | -2170.00 | 1885761.06 |
| 1660 | 2006.07.07 01:45 | sell | 554 | 0.70 | 115.245 | 0.000 | 0.000 | ||
| 1661 | 2006.07.07 01:45 | modify | 554 | 0.70 | 115.245 | 116.545 | 114.845 | ||
| 1662 | 2006.07.07 04:30 | close | 554 | 0.70 | 115.146 | 116.545 | 114.845 | 6930.00 | 1892691.06 |
| 1663 | 2006.07.10 02:00 | sell | 555 | 0.70 | 114.016 | 0.000 | 0.000 | ||
| 1664 | 2006.07.10 02:00 | modify | 555 | 0.70 | 114.016 | 115.316 | 113.616 | ||
| 1665 | 2006.07.10 02:15 | close | 555 | 0.70 | 113.877 | 115.316 | 113.616 | 9730.00 | 1902421.06 |
| 1666 | 2006.07.10 12:35 | sell | 556 | 0.70 | 113.734 | 0.000 | 0.000 | ||
| 1667 | 2006.07.10 12:35 | modify | 556 | 0.70 | 113.734 | 115.034 | 113.334 | ||
| 1668 | 2006.07.10 19:05 | close | 556 | 0.70 | 113.939 | 115.034 | 113.334 | -14350.00 | 1888071.06 |
| 1669 | 2006.07.11 04:15 | buy | 557 | 0.70 | 114.108 | 0.000 | 0.000 | ||
| 1670 | 2006.07.11 04:15 | modify | 557 | 0.70 | 114.108 | 112.808 | 114.508 | ||
| 1671 | 2006.07.11 06:40 | close | 557 | 0.70 | 114.063 | 112.808 | 114.508 | -3150.00 | 1884921.06 |
| 1672 | 2006.07.13 01:00 | buy | 558 | 0.70 | 115.432 | 0.000 | 0.000 | ||
| 1673 | 2006.07.13 01:00 | modify | 558 | 0.70 | 115.432 | 114.132 | 115.832 | ||
| 1674 | 2006.07.13 04:40 | buy | 559 | 0.40 | 115.283 | 0.000 | 0.000 | ||
| 1675 | 2006.07.13 04:40 | modify | 559 | 0.40 | 115.283 | 112.933 | 116.333 | ||
| 1676 | 2006.07.13 07:45 | close | 558 | 0.70 | 115.367 | 114.132 | 115.832 | -4550.00 | 1880371.06 |
| 1677 | 2006.07.13 14:25 | close | 559 | 0.40 | 115.441 | 112.933 | 116.333 | 6320.00 | 1886691.06 |
| 1678 | 2006.07.14 20:35 | buy | 560 | 0.70 | 116.182 | 0.000 | 0.000 | ||
| 1679 | 2006.07.14 20:35 | modify | 560 | 0.70 | 116.182 | 114.882 | 116.582 | ||
| 1680 | 2006.07.17 00:30 | close | 560 | 0.70 | 116.285 | 114.882 | 116.582 | 7713.54 | 1894404.60 |
| 1681 | 2006.07.18 02:25 | buy | 561 | 0.70 | 117.028 | 0.000 | 0.000 | ||
| 1682 | 2006.07.18 02:25 | modify | 561 | 0.70 | 117.028 | 115.728 | 117.428 | ||
| 1683 | 2006.07.18 06:35 | close | 561 | 0.70 | 116.951 | 115.728 | 117.428 | -5390.00 | 1889014.60 |
| 1684 | 2006.07.19 17:05 | buy | 562 | 0.70 | 117.465 | 0.000 | 0.000 | ||
| 1685 | 2006.07.19 17:05 | modify | 562 | 0.70 | 117.465 | 116.165 | 117.865 | ||
| 1686 | 2006.07.20 09:50 | close | 562 | 0.70 | 116.731 | 116.165 | 117.865 | -49859.72 | 1839154.88 |
| 1687 | 2006.07.20 10:10 | sell | 563 | 0.70 | 116.830 | 0.000 | 0.000 | ||
| 1688 | 2006.07.20 10:10 | modify | 563 | 0.70 | 116.830 | 118.130 | 116.430 | ||
| 1689 | 2006.07.20 11:15 | close | 563 | 0.70 | 116.726 | 118.130 | 116.430 | 7280.00 | 1846434.88 |
| 1690 | 2006.07.21 18:05 | sell | 564 | 0.70 | 116.137 | 0.000 | 0.000 | ||
| 1691 | 2006.07.21 18:05 | modify | 564 | 0.70 | 116.137 | 117.437 | 115.737 | ||
| 1692 | 2006.07.21 21:05 | close | 564 | 0.70 | 116.227 | 117.437 | 115.737 | -6300.00 | 1840134.88 |
| 1693 | 2006.07.24 01:35 | sell | 565 | 0.70 | 116.253 | 0.000 | 0.000 | ||
| 1694 | 2006.07.24 01:35 | modify | 565 | 0.70 | 116.253 | 117.553 | 115.853 | ||
| 1695 | 2006.07.24 07:15 | close | 565 | 0.70 | 116.515 | 117.553 | 115.853 | -18340.00 | 1821794.88 |
| 1696 | 2006.07.26 03:05 | buy | 566 | 0.70 | 117.075 | 0.000 | 0.000 | ||
| 1697 | 2006.07.26 03:05 | modify | 566 | 0.70 | 117.075 | 115.775 | 117.475 | ||
| 1698 | 2006.07.26 09:05 | close | 566 | 0.70 | 117.116 | 115.775 | 117.475 | 2870.00 | 1824664.88 |
| 1699 | 2006.07.27 21:20 | sell | 567 | 0.70 | 115.830 | 0.000 | 0.000 | ||
| 1700 | 2006.07.27 21:20 | modify | 567 | 0.70 | 115.830 | 117.130 | 115.430 | ||
| 1701 | 2006.07.27 22:35 | close | 567 | 0.70 | 115.725 | 117.130 | 115.430 | 7350.00 | 1832014.88 |
| 1702 | 2006.07.31 01:35 | sell | 568 | 0.70 | 114.760 | 0.000 | 0.000 | ||
| 1703 | 2006.07.31 01:35 | modify | 568 | 0.70 | 114.760 | 116.060 | 114.360 | ||
| 1704 | 2006.07.31 03:00 | close | 568 | 0.70 | 114.673 | 116.060 | 114.360 | 6090.00 | 1838104.88 |
| 1705 | 2006.07.31 10:40 | sell | 569 | 0.70 | 114.466 | 0.000 | 0.000 | ||
| 1706 | 2006.07.31 10:40 | modify | 569 | 0.70 | 114.466 | 115.766 | 114.066 | ||
| 1707 | 2006.07.31 11:30 | close | 569 | 0.70 | 114.357 | 115.766 | 114.066 | 7630.00 | 1845734.88 |
| 1708 | 2006.08.01 02:00 | buy | 570 | 0.70 | 114.522 | 0.000 | 0.000 | ||
| 1709 | 2006.08.01 02:00 | modify | 570 | 0.70 | 114.522 | 113.222 | 114.922 | ||
| 1710 | 2006.08.01 04:45 | close | 570 | 0.70 | 114.638 | 113.222 | 114.922 | 8120.00 | 1853854.88 |
| 1711 | 2006.08.01 19:10 | buy | 571 | 0.70 | 114.787 | 0.000 | 0.000 | ||
| 1712 | 2006.08.01 19:10 | modify | 571 | 0.70 | 114.787 | 113.487 | 115.187 | ||
| 1713 | 2006.08.02 00:55 | close | 571 | 0.70 | 114.613 | 113.487 | 115.187 | -11683.23 | 1842171.65 |
| 1714 | 2006.08.02 08:55 | sell | 572 | 0.50 | 114.401 | 0.000 | 0.000 | ||
| 1715 | 2006.08.02 08:55 | modify | 572 | 0.50 | 114.401 | 116.001 | 113.101 | ||
| 1716 | 2006.08.02 16:20 | close | 572 | 0.50 | 114.034 | 116.001 | 113.101 | 18350.00 | 1860521.65 |
| 1717 | 2006.08.03 21:50 | buy | 573 | 0.70 | 114.917 | 0.000 | 0.000 | ||
| 1718 | 2006.08.03 21:50 | modify | 573 | 0.70 | 114.917 | 113.617 | 115.317 | ||
| 1719 | 2006.08.04 01:40 | close | 573 | 0.70 | 115.035 | 113.617 | 115.317 | 8758.65 | 1869280.30 |
| 1720 | 2006.08.04 15:30 | buy | 574 | 0.70 | 115.132 | 0.000 | 0.000 | ||
| 1721 | 2006.08.04 15:30 | modify | 574 | 0.70 | 115.132 | 113.832 | 115.532 | ||
| 1722 | 2006.08.04 20:35 | close | 574 | 0.70 | 114.271 | 113.832 | 115.532 | -60270.00 | 1809010.30 |
| 1723 | 2006.08.04 22:10 | sell | 575 | 0.70 | 114.425 | 0.000 | 0.000 | ||
| 1724 | 2006.08.04 22:10 | modify | 575 | 0.70 | 114.425 | 115.725 | 114.025 | ||
| 1725 | 2006.08.07 00:00 | t/p | 575 | 0.70 | 113.844 | 115.725 | 114.025 | 39784.73 | 1848795.03 |
| 1726 | 2006.08.07 06:50 | sell | 576 | 0.70 | 114.494 | 0.000 | 0.000 | ||
| 1727 | 2006.08.07 06:50 | modify | 576 | 0.70 | 114.494 | 115.794 | 114.094 | ||
| 1728 | 2006.08.07 16:05 | close | 576 | 0.70 | 114.874 | 115.794 | 114.094 | -26600.00 | 1822195.03 |
| 1729 | 2006.08.08 03:40 | buy | 577 | 0.70 | 114.999 | 0.000 | 0.000 | ||
| 1730 | 2006.08.08 03:40 | modify | 577 | 0.70 | 114.999 | 113.699 | 115.399 | ||
| 1731 | 2006.08.08 05:55 | close | 577 | 0.70 | 115.129 | 113.699 | 115.399 | 9100.00 | 1831295.03 |
| 1732 | 2006.08.08 10:05 | buy | 578 | 0.70 | 115.071 | 0.000 | 0.000 | ||
| 1733 | 2006.08.08 10:05 | modify | 578 | 0.70 | 115.071 | 113.771 | 115.471 | ||
| 1734 | 2006.08.08 12:50 | close | 578 | 0.70 | 115.140 | 113.771 | 115.471 | 4830.00 | 1836125.03 |
| 1735 | 2006.08.09 07:55 | buy | 579 | 0.70 | 115.576 | 0.000 | 0.000 | ||
| 1736 | 2006.08.09 07:55 | modify | 579 | 0.70 | 115.576 | 114.276 | 115.976 | ||
| 1737 | 2006.08.09 10:05 | buy | 580 | 0.50 | 115.203 | 0.000 | 0.000 | ||
| 1738 | 2006.08.09 10:05 | modify | 580 | 0.50 | 115.203 | 113.603 | 116.503 | ||
| 1739 | 2006.08.09 16:25 | close | 579 | 0.70 | 115.098 | 114.276 | 115.976 | -33460.00 | 1802665.03 |
| 1740 | 2006.08.09 17:35 | close | 580 | 0.50 | 115.176 | 113.603 | 116.503 | -1350.00 | 1801315.03 |
| 1741 | 2006.08.10 22:10 | buy | 581 | 0.70 | 115.225 | 0.000 | 0.000 | ||
| 1742 | 2006.08.10 22:10 | modify | 581 | 0.70 | 115.225 | 113.925 | 115.625 | ||
| 1743 | 2006.08.11 02:55 | close | 581 | 0.70 | 115.361 | 113.925 | 115.625 | 10019.75 | 1811334.77 |
| 1744 | 2006.08.14 02:10 | buy | 582 | 0.70 | 116.196 | 0.000 | 0.000 | ||
| 1745 | 2006.08.14 02:10 | modify | 582 | 0.70 | 116.196 | 114.896 | 116.596 | ||
| 1746 | 2006.08.14 06:55 | close | 582 | 0.70 | 116.298 | 114.896 | 116.596 | 7140.00 | 1818474.77 |
| 1747 | 2006.08.14 17:20 | buy | 583 | 0.70 | 116.363 | 0.000 | 0.000 | ||
| 1748 | 2006.08.14 17:20 | modify | 583 | 0.70 | 116.363 | 115.063 | 116.763 | ||
| 1749 | 2006.08.14 18:55 | close | 583 | 0.70 | 116.512 | 115.063 | 116.763 | 10430.00 | 1828904.77 |
| 1750 | 2006.08.15 01:05 | buy | 584 | 0.70 | 116.588 | 0.000 | 0.000 | ||
| 1751 | 2006.08.15 01:05 | modify | 584 | 0.70 | 116.588 | 115.288 | 116.988 | ||
| 1752 | 2006.08.15 04:30 | close | 584 | 0.70 | 116.605 | 115.288 | 116.988 | 1190.00 | 1830094.77 |
| 1753 | 2006.08.16 21:45 | sell | 585 | 0.70 | 115.900 | 0.000 | 0.000 | ||
| 1754 | 2006.08.16 21:45 | modify | 585 | 0.70 | 115.900 | 117.200 | 115.500 | ||
| 1755 | 2006.08.17 00:10 | close | 585 | 0.70 | 115.803 | 117.200 | 115.500 | 4086.76 | 1834181.54 |
| 1756 | 2006.08.18 07:30 | buy | 586 | 0.70 | 115.925 | 0.000 | 0.000 | ||
| 1757 | 2006.08.18 07:30 | modify | 586 | 0.70 | 115.925 | 114.625 | 116.325 | ||
| 1758 | 2006.08.18 14:00 | close | 586 | 0.70 | 115.779 | 114.625 | 116.325 | -10220.00 | 1823961.54 |
| 1759 | 2006.08.22 23:00 | buy | 587 | 0.70 | 116.537 | 0.000 | 0.000 | ||
| 1760 | 2006.08.22 23:00 | modify | 587 | 0.70 | 116.537 | 115.237 | 116.937 | ||
| 1761 | 2006.08.23 07:55 | close | 587 | 0.70 | 116.392 | 115.237 | 116.937 | -9644.74 | 1814316.79 |
| 1762 | 2006.09.05 01:30 | sell | 588 | 0.70 | 116.159 | 0.000 | 0.000 | ||
| 1763 | 2006.09.05 01:30 | modify | 588 | 0.70 | 116.159 | 117.459 | 115.759 | ||
| 1764 | 2006.09.05 02:30 | close | 588 | 0.70 | 116.067 | 117.459 | 115.759 | 6440.00 | 1820756.79 |
| 1765 | 2006.09.06 21:15 | buy | 589 | 0.70 | 116.599 | 0.000 | 0.000 | ||
| 1766 | 2006.09.06 21:15 | modify | 589 | 0.70 | 116.599 | 115.299 | 116.999 | ||
| 1767 | 2006.09.07 03:20 | close | 589 | 0.70 | 116.691 | 115.299 | 116.999 | 7956.34 | 1828713.14 |
| 1768 | 2006.09.11 02:55 | buy | 590 | 0.70 | 116.764 | 0.000 | 0.000 | ||
| 1769 | 2006.09.11 02:55 | modify | 590 | 0.70 | 116.764 | 115.464 | 117.164 | ||
| 1770 | 2006.09.11 08:05 | close | 590 | 0.70 | 116.790 | 115.464 | 117.164 | 1820.00 | 1830533.14 |
| 1771 | 2006.09.12 03:15 | buy | 591 | 0.70 | 117.469 | 0.000 | 0.000 | ||
| 1772 | 2006.09.12 03:15 | modify | 591 | 0.70 | 117.469 | 116.169 | 117.869 | ||
| 1773 | 2006.09.12 03:55 | close | 591 | 0.70 | 117.593 | 116.169 | 117.869 | 8680.00 | 1839213.14 |
| 1774 | 2006.09.12 08:15 | buy | 592 | 0.70 | 117.453 | 0.000 | 0.000 | ||
| 1775 | 2006.09.12 08:15 | modify | 592 | 0.70 | 117.453 | 116.153 | 117.853 | ||
| 1776 | 2006.09.12 08:30 | close | 592 | 0.70 | 117.556 | 116.153 | 117.853 | 7210.00 | 1846423.14 |
| 1777 | 2006.09.18 15:15 | buy | 593 | 0.70 | 117.995 | 0.000 | 0.000 | ||
| 1778 | 2006.09.18 15:15 | modify | 593 | 0.70 | 117.995 | 116.695 | 118.395 | ||
| 1779 | 2006.09.18 15:55 | close | 593 | 0.70 | 118.114 | 116.695 | 118.395 | 8330.00 | 1854753.14 |
| 1780 | 2006.09.18 18:10 | buy | 594 | 0.70 | 117.950 | 0.000 | 0.000 | ||
| 1781 | 2006.09.18 18:10 | modify | 594 | 0.70 | 117.950 | 116.650 | 118.350 | ||
| 1782 | 2006.09.18 20:45 | close | 594 | 0.70 | 118.087 | 116.650 | 118.350 | 9590.00 | 1864343.14 |
| 1783 | 2006.09.19 20:00 | sell | 595 | 0.70 | 117.708 | 0.000 | 0.000 | ||
| 1784 | 2006.09.19 20:00 | modify | 595 | 0.70 | 117.708 | 119.008 | 117.308 | ||
| 1785 | 2006.09.19 21:15 | close | 595 | 0.70 | 117.595 | 119.008 | 117.308 | 7910.00 | 1872253.14 |
| 1786 | 2006.09.20 12:45 | sell | 596 | 0.70 | 117.413 | 0.000 | 0.000 | ||
| 1787 | 2006.09.20 12:45 | modify | 596 | 0.70 | 117.413 | 118.713 | 117.013 | ||
| 1788 | 2006.09.20 14:10 | close | 596 | 0.70 | 117.305 | 118.713 | 117.013 | 7560.00 | 1879813.14 |
| 1789 | 2006.09.22 09:40 | sell | 597 | 0.70 | 116.505 | 0.000 | 0.000 | ||
| 1790 | 2006.09.22 09:40 | modify | 597 | 0.70 | 116.505 | 117.805 | 116.105 | ||
| 1791 | 2006.09.22 10:45 | close | 597 | 0.70 | 116.399 | 117.805 | 116.105 | 7420.00 | 1887233.14 |
| 1792 | 2006.09.27 02:25 | buy | 598 | 0.70 | 116.971 | 0.000 | 0.000 | ||
| 1793 | 2006.09.27 02:25 | modify | 598 | 0.70 | 116.971 | 115.671 | 117.371 | ||
| 1794 | 2006.09.27 07:25 | close | 598 | 0.70 | 117.100 | 115.671 | 117.371 | 9030.00 | 1896263.14 |
| 1795 | 2006.10.09 03:50 | buy | 599 | 0.70 | 118.853 | 0.000 | 0.000 | ||
| 1796 | 2006.10.09 03:50 | modify | 599 | 0.70 | 118.853 | 117.553 | 119.253 | ||
| 1797 | 2006.10.09 05:40 | close | 599 | 0.70 | 119.008 | 117.553 | 119.253 | 10850.00 | 1907113.14 |
| 1798 | 2006.10.16 18:35 | sell | 600 | 0.70 | 119.323 | 0.000 | 0.000 | ||
| 1799 | 2006.10.16 18:35 | modify | 600 | 0.70 | 119.323 | 120.623 | 118.923 | ||
| 1800 | 2006.10.16 19:25 | close | 600 | 0.70 | 119.191 | 120.623 | 118.923 | 9240.00 | 1916353.14 |