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 |
| 1801 | 2006.10.17 20:15 | sell | 601 | 0.70 | 118.798 | 0.000 | 0.000 | ||
| 1802 | 2006.10.17 20:15 | modify | 601 | 0.70 | 118.798 | 120.098 | 118.398 | ||
| 1803 | 2006.10.18 00:00 | close | 601 | 0.70 | 118.756 | 120.098 | 118.398 | 2016.44 | 1918369.57 |
| 1804 | 2006.10.20 01:05 | sell | 602 | 0.70 | 118.272 | 0.000 | 0.000 | ||
| 1805 | 2006.10.20 01:05 | modify | 602 | 0.70 | 118.272 | 119.572 | 117.872 | ||
| 1806 | 2006.10.20 11:45 | close | 602 | 0.70 | 118.272 | 119.572 | 117.872 | 0.00 | 1918369.57 |
| 1807 | 2006.10.27 02:55 | sell | 603 | 0.70 | 118.569 | 0.000 | 0.000 | ||
| 1808 | 2006.10.27 02:55 | modify | 603 | 0.70 | 118.569 | 119.869 | 118.169 | ||
| 1809 | 2006.10.27 04:25 | close | 603 | 0.70 | 118.454 | 119.869 | 118.169 | 8050.00 | 1926419.57 |
| 1810 | 2006.10.30 12:10 | sell | 604 | 0.40 | 117.535 | 0.000 | 0.000 | ||
| 1811 | 2006.10.30 12:10 | modify | 604 | 0.40 | 117.535 | 119.885 | 116.485 | ||
| 1812 | 2006.10.30 14:50 | close | 604 | 0.40 | 117.273 | 119.885 | 116.485 | 10480.00 | 1936899.57 |
| 1813 | 2006.11.01 05:25 | sell | 605 | 0.70 | 116.987 | 0.000 | 0.000 | ||
| 1814 | 2006.11.01 05:25 | modify | 605 | 0.70 | 116.987 | 118.287 | 116.587 | ||
| 1815 | 2006.11.01 14:00 | close | 605 | 0.70 | 116.913 | 118.287 | 116.587 | 5180.00 | 1942079.57 |
| 1816 | 2006.11.06 02:05 | buy | 606 | 0.70 | 117.891 | 0.000 | 0.000 | ||
| 1817 | 2006.11.06 02:05 | modify | 606 | 0.70 | 117.891 | 116.591 | 118.291 | ||
| 1818 | 2006.11.06 03:00 | close | 606 | 0.70 | 117.993 | 116.591 | 118.291 | 7140.00 | 1949219.57 |
| 1819 | 2006.11.06 21:30 | buy | 607 | 0.70 | 118.221 | 0.000 | 0.000 | ||
| 1820 | 2006.11.06 21:30 | modify | 607 | 0.70 | 118.221 | 116.921 | 118.621 | ||
| 1821 | 2006.11.07 11:15 | close | 607 | 0.70 | 117.875 | 116.921 | 118.621 | -23707.09 | 1925512.48 |
| 1822 | 2006.11.07 21:30 | sell | 608 | 0.70 | 117.597 | 0.000 | 0.000 | ||
| 1823 | 2006.11.07 21:30 | modify | 608 | 0.70 | 117.597 | 118.897 | 117.197 | ||
| 1824 | 2006.11.08 02:10 | close | 608 | 0.70 | 117.611 | 118.897 | 117.197 | -1895.31 | 1923617.17 |
| 1825 | 2006.11.09 18:35 | buy | 609 | 0.70 | 117.943 | 0.000 | 0.000 | ||
| 1826 | 2006.11.09 18:35 | modify | 609 | 0.70 | 117.943 | 116.643 | 118.343 | ||
| 1827 | 2006.11.10 07:10 | close | 609 | 0.70 | 117.561 | 116.643 | 118.343 | -26228.72 | 1897388.45 |
| 1828 | 2006.11.13 08:20 | sell | 610 | 0.70 | 117.360 | 0.000 | 0.000 | ||
| 1829 | 2006.11.13 08:20 | modify | 610 | 0.70 | 117.360 | 118.660 | 116.960 | ||
| 1830 | 2006.11.13 21:40 | close | 610 | 0.70 | 118.118 | 118.660 | 116.960 | -53060.00 | 1844328.45 |
| 1831 | 2006.11.15 20:40 | buy | 611 | 0.70 | 117.951 | 0.000 | 0.000 | ||
| 1832 | 2006.11.15 20:40 | modify | 611 | 0.70 | 117.951 | 116.651 | 118.351 | ||
| 1833 | 2006.11.15 21:30 | close | 611 | 0.70 | 118.048 | 116.651 | 118.351 | 6790.00 | 1851118.45 |
| 1834 | 2006.11.17 22:00 | sell | 612 | 0.70 | 117.814 | 0.000 | 0.000 | ||
| 1835 | 2006.11.17 22:00 | modify | 612 | 0.70 | 117.814 | 119.114 | 117.414 | ||
| 1836 | 2006.11.17 23:15 | close | 612 | 0.70 | 117.707 | 119.114 | 117.414 | 7490.00 | 1858608.45 |
| 1837 | 2006.11.20 00:10 | sell | 613 | 0.70 | 117.909 | 0.000 | 0.000 | ||
| 1838 | 2006.11.20 00:10 | modify | 613 | 0.70 | 117.909 | 119.209 | 117.509 | ||
| 1839 | 2006.11.20 04:25 | close | 613 | 0.70 | 117.801 | 119.209 | 117.509 | 7560.00 | 1866168.45 |
| 1840 | 2006.11.20 05:20 | sell | 614 | 0.70 | 117.971 | 0.000 | 0.000 | ||
| 1841 | 2006.11.20 05:20 | modify | 614 | 0.70 | 117.971 | 119.271 | 117.571 | ||
| 1842 | 2006.11.20 08:50 | close | 614 | 0.70 | 117.862 | 119.271 | 117.571 | 7630.00 | 1873798.45 |
| 1843 | 2006.11.20 22:15 | buy | 615 | 0.70 | 118.061 | 0.000 | 0.000 | ||
| 1844 | 2006.11.20 22:15 | modify | 615 | 0.70 | 118.061 | 116.761 | 118.461 | ||
| 1845 | 2006.11.21 04:25 | close | 615 | 0.70 | 118.035 | 116.761 | 118.461 | -1308.17 | 1872490.28 |
| 1846 | 2006.11.22 19:45 | sell | 616 | 0.70 | 116.849 | 0.000 | 0.000 | ||
| 1847 | 2006.11.22 19:45 | modify | 616 | 0.70 | 116.849 | 118.149 | 116.449 | ||
| 1848 | 2006.11.22 20:10 | close | 616 | 0.70 | 116.748 | 118.149 | 116.449 | 7070.00 | 1879560.28 |
| 1849 | 2006.11.24 19:00 | sell | 617 | 0.70 | 115.919 | 0.000 | 0.000 | ||
| 1850 | 2006.11.24 19:00 | modify | 617 | 0.70 | 115.919 | 117.219 | 115.519 | ||
| 1851 | 2006.11.24 20:30 | close | 617 | 0.70 | 115.821 | 117.219 | 115.519 | 6860.00 | 1886420.28 |
| 1852 | 2006.11.27 03:05 | sell | 618 | 0.70 | 115.698 | 0.000 | 0.000 | ||
| 1853 | 2006.11.27 03:05 | modify | 618 | 0.70 | 115.698 | 116.998 | 115.298 | ||
| 1854 | 2006.11.27 17:25 | close | 618 | 0.70 | 116.063 | 116.998 | 115.298 | -25550.00 | 1860870.28 |
| 1855 | 2006.12.01 06:55 | sell | 619 | 0.70 | 115.749 | 0.000 | 0.000 | ||
| 1856 | 2006.12.01 06:55 | modify | 619 | 0.70 | 115.749 | 117.049 | 115.349 | ||
| 1857 | 2006.12.01 09:55 | close | 619 | 0.70 | 115.812 | 117.049 | 115.349 | -4410.00 | 1856460.28 |
| 1858 | 2006.12.01 16:20 | buy | 620 | 0.70 | 115.969 | 0.000 | 0.000 | ||
| 1859 | 2006.12.01 16:20 | modify | 620 | 0.70 | 115.969 | 114.669 | 116.369 | ||
| 1860 | 2006.12.01 22:30 | close | 620 | 0.70 | 115.415 | 114.669 | 116.369 | -38780.00 | 1817680.28 |
| 1861 | 2006.12.04 05:15 | sell | 621 | 0.50 | 115.520 | 0.000 | 0.000 | ||
| 1862 | 2006.12.04 05:15 | modify | 621 | 0.50 | 115.520 | 117.120 | 114.220 | ||
| 1863 | 2006.12.04 07:30 | buy | 622 | 0.50 | 115.614 | 0.000 | 0.000 | ||
| 1864 | 2006.12.04 07:30 | modify | 622 | 0.50 | 115.614 | 114.014 | 116.914 | ||
| 1865 | 2006.12.04 11:15 | close | 622 | 0.50 | 115.720 | 114.014 | 116.914 | 5300.00 | 1822980.28 |
| 1866 | 2006.12.04 13:10 | close | 621 | 0.50 | 115.507 | 117.120 | 114.220 | 650.00 | 1823630.28 |
| 1867 | 2006.12.05 17:35 | sell | 623 | 0.70 | 115.069 | 0.000 | 0.000 | ||
| 1868 | 2006.12.05 17:35 | modify | 623 | 0.70 | 115.069 | 116.369 | 114.669 | ||
| 1869 | 2006.12.05 18:35 | close | 623 | 0.70 | 114.952 | 116.369 | 114.669 | 8190.00 | 1831820.28 |
| 1870 | 2006.12.06 00:35 | sell | 624 | 0.70 | 114.937 | 0.000 | 0.000 | ||
| 1871 | 2006.12.06 00:35 | modify | 624 | 0.70 | 114.937 | 116.237 | 114.537 | ||
| 1872 | 2006.12.06 06:25 | close | 624 | 0.70 | 114.829 | 116.237 | 114.537 | 7560.00 | 1839380.28 |
| 1873 | 2006.12.11 19:40 | buy | 625 | 0.70 | 116.762 | 0.000 | 0.000 | ||
| 1874 | 2006.12.11 19:40 | modify | 625 | 0.70 | 116.762 | 115.462 | 117.162 | ||
| 1875 | 2006.12.11 20:50 | close | 625 | 0.70 | 116.878 | 115.462 | 117.162 | 8120.00 | 1847500.28 |
| 1876 | 2006.12.12 00:25 | buy | 626 | 0.70 | 116.828 | 0.000 | 0.000 | ||
| 1877 | 2006.12.12 00:25 | modify | 626 | 0.70 | 116.828 | 115.528 | 117.228 | ||
| 1878 | 2006.12.12 03:15 | close | 626 | 0.70 | 116.948 | 115.528 | 117.228 | 8400.00 | 1855900.28 |
| 1879 | 2006.12.14 02:00 | buy | 627 | 0.70 | 117.419 | 0.000 | 0.000 | ||
| 1880 | 2006.12.14 02:00 | modify | 627 | 0.70 | 117.419 | 116.119 | 117.819 | ||
| 1881 | 2006.12.14 06:05 | close | 627 | 0.70 | 117.520 | 116.119 | 117.819 | 7070.00 | 1862970.28 |
| 1882 | 2007.01.03 21:55 | buy | 628 | 0.70 | 119.396 | 0.000 | 0.000 | ||
| 1883 | 2007.01.03 21:55 | modify | 628 | 0.70 | 119.396 | 118.096 | 119.796 | ||
| 1884 | 2007.01.04 07:15 | close | 628 | 0.70 | 119.406 | 118.096 | 119.796 | 2252.34 | 1865222.61 |
| 1885 | 2007.01.05 15:35 | sell | 629 | 0.70 | 118.570 | 0.000 | 0.000 | ||
| 1886 | 2007.01.05 15:35 | modify | 629 | 0.70 | 118.570 | 119.870 | 118.170 | ||
| 1887 | 2007.01.05 16:05 | sell | 630 | 0.40 | 118.766 | 0.000 | 0.000 | ||
| 1888 | 2007.01.05 16:05 | modify | 630 | 0.40 | 118.766 | 121.116 | 117.716 | ||
| 1889 | 2007.01.05 21:30 | close | 629 | 0.70 | 118.653 | 119.870 | 118.170 | -5810.00 | 1859412.61 |
| 1890 | 2007.01.08 03:50 | close | 630 | 0.40 | 118.273 | 121.116 | 117.716 | 19192.82 | 1878605.43 |
| 1891 | 2007.01.09 19:35 | buy | 631 | 0.70 | 119.216 | 0.000 | 0.000 | ||
| 1892 | 2007.01.09 19:35 | modify | 631 | 0.70 | 119.216 | 117.916 | 119.616 | ||
| 1893 | 2007.01.09 22:00 | close | 631 | 0.70 | 119.333 | 117.916 | 119.616 | 8190.00 | 1886795.43 |
| 1894 | 2007.01.11 14:20 | buy | 632 | 0.70 | 120.156 | 0.000 | 0.000 | ||
| 1895 | 2007.01.11 14:20 | modify | 632 | 0.70 | 120.156 | 118.856 | 120.556 | ||
| 1896 | 2007.01.11 14:25 | close | 632 | 0.70 | 120.268 | 118.856 | 120.556 | 7840.00 | 1894635.43 |
| 1897 | 2007.01.12 06:50 | buy | 633 | 0.70 | 120.504 | 0.000 | 0.000 | ||
| 1898 | 2007.01.12 06:50 | modify | 633 | 0.70 | 120.504 | 119.204 | 120.904 | ||
| 1899 | 2007.01.12 07:55 | close | 633 | 0.70 | 120.671 | 119.204 | 120.904 | 11690.00 | 1906325.43 |
| 1900 | 2007.01.24 11:40 | sell | 634 | 0.70 | 121.277 | 0.000 | 0.000 | ||
| 1901 | 2007.01.24 11:40 | modify | 634 | 0.70 | 121.277 | 122.577 | 120.877 | ||
| 1902 | 2007.01.24 17:15 | close | 634 | 0.70 | 121.093 | 122.577 | 120.877 | 12880.00 | 1919205.43 |
| 1903 | 2007.01.24 23:45 | sell | 635 | 0.70 | 121.147 | 0.000 | 0.000 | ||
| 1904 | 2007.01.24 23:45 | modify | 635 | 0.70 | 121.147 | 122.447 | 120.747 | ||
| 1905 | 2007.01.25 01:15 | close | 635 | 0.70 | 121.044 | 122.447 | 120.747 | 4382.42 | 1923587.85 |
| 1906 | 2007.01.26 04:05 | buy | 636 | 0.70 | 121.304 | 0.000 | 0.000 | ||
| 1907 | 2007.01.26 04:05 | modify | 636 | 0.70 | 121.304 | 120.004 | 121.704 | ||
| 1908 | 2007.01.26 05:05 | close | 636 | 0.70 | 121.412 | 120.004 | 121.704 | 7560.00 | 1931147.85 |
| 1909 | 2007.01.26 05:15 | sell | 637 | 0.50 | 121.467 | 0.000 | 0.000 | ||
| 1910 | 2007.01.26 05:15 | modify | 637 | 0.50 | 121.467 | 123.067 | 120.167 | ||
| 1911 | 2007.01.26 06:40 | buy | 638 | 0.50 | 121.372 | 0.000 | 0.000 | ||
| 1912 | 2007.01.26 06:40 | modify | 638 | 0.50 | 121.372 | 119.772 | 122.672 | ||
| 1913 | 2007.01.26 09:25 | close | 638 | 0.50 | 121.532 | 119.772 | 122.672 | 8000.00 | 1939147.85 |
| 1914 | 2007.01.26 12:05 | close | 637 | 0.50 | 121.387 | 123.067 | 120.167 | 4000.00 | 1943147.85 |
| 1915 | 2007.01.26 12:15 | buy | 639 | 0.70 | 121.333 | 0.000 | 0.000 | ||
| 1916 | 2007.01.26 12:15 | modify | 639 | 0.70 | 121.333 | 120.033 | 121.733 | ||
| 1917 | 2007.01.26 13:20 | close | 639 | 0.70 | 121.446 | 120.033 | 121.733 | 7910.00 | 1951057.85 |
| 1918 | 2007.02.01 00:35 | sell | 640 | 0.70 | 120.849 | 0.000 | 0.000 | ||
| 1919 | 2007.02.01 00:35 | modify | 640 | 0.70 | 120.849 | 122.149 | 120.449 | ||
| 1920 | 2007.02.01 01:45 | close | 640 | 0.70 | 120.735 | 122.149 | 120.449 | 7980.00 | 1959037.85 |
| 1921 | 2007.02.01 18:20 | sell | 641 | 0.70 | 120.658 | 0.000 | 0.000 | ||
| 1922 | 2007.02.01 18:20 | modify | 641 | 0.70 | 120.658 | 121.958 | 120.258 | ||
| 1923 | 2007.02.02 04:45 | close | 641 | 0.70 | 120.709 | 121.958 | 120.258 | -4509.55 | 1954528.30 |
| 1924 | 2007.02.07 23:05 | buy | 642 | 0.70 | 120.642 | 0.000 | 0.000 | ||
| 1925 | 2007.02.07 23:05 | modify | 642 | 0.70 | 120.642 | 119.342 | 121.042 | ||
| 1926 | 2007.02.08 03:10 | close | 642 | 0.70 | 120.731 | 119.342 | 121.042 | 7799.72 | 1962328.02 |
| 1927 | 2007.02.12 08:20 | buy | 643 | 0.70 | 121.807 | 0.000 | 0.000 | ||
| 1928 | 2007.02.12 08:20 | modify | 643 | 0.70 | 121.807 | 120.507 | 122.207 | ||
| 1929 | 2007.02.12 08:50 | close | 643 | 0.70 | 121.916 | 120.507 | 122.207 | 7630.00 | 1969958.02 |
| 1930 | 2007.02.14 01:20 | sell | 644 | 0.70 | 121.250 | 0.000 | 0.000 | ||
| 1931 | 2007.02.14 01:20 | modify | 644 | 0.70 | 121.250 | 122.550 | 120.850 | ||
| 1932 | 2007.02.14 03:05 | close | 644 | 0.70 | 121.158 | 122.550 | 120.850 | 6440.00 | 1976398.02 |
| 1933 | 2007.02.14 06:10 | sell | 645 | 0.70 | 121.267 | 0.000 | 0.000 | ||
| 1934 | 2007.02.14 06:10 | modify | 645 | 0.70 | 121.267 | 122.567 | 120.867 | ||
| 1935 | 2007.02.14 09:10 | close | 645 | 0.70 | 121.176 | 122.567 | 120.867 | 6370.00 | 1982768.02 |
| 1936 | 2007.02.16 07:05 | sell | 646 | 0.50 | 119.511 | 0.000 | 0.000 | ||
| 1937 | 2007.02.16 07:05 | modify | 646 | 0.50 | 119.511 | 121.111 | 118.211 | ||
| 1938 | 2007.02.16 13:40 | close | 646 | 0.50 | 119.296 | 121.111 | 118.211 | 10750.00 | 1993518.02 |
| 1939 | 2007.02.26 18:45 | sell | 647 | 0.70 | 120.675 | 0.000 | 0.000 | ||
| 1940 | 2007.02.26 18:45 | modify | 647 | 0.70 | 120.675 | 121.975 | 120.275 | ||
| 1941 | 2007.02.26 20:50 | close | 647 | 0.70 | 120.654 | 121.975 | 120.275 | 1470.00 | 1994988.02 |
| 1942 | 2007.02.28 02:35 | sell | 648 | 0.70 | 118.407 | 0.000 | 0.000 | ||
| 1943 | 2007.02.28 02:35 | modify | 648 | 0.70 | 118.407 | 119.707 | 118.007 | ||
| 1944 | 2007.02.28 07:35 | close | 648 | 0.70 | 118.367 | 119.707 | 118.007 | 2800.00 | 1997788.02 |
| 1945 | 2007.03.01 21:05 | sell | 649 | 0.70 | 117.725 | 0.000 | 0.000 | ||
| 1946 | 2007.03.01 21:05 | modify | 649 | 0.70 | 117.725 | 119.025 | 117.325 | ||
| 1947 | 2007.03.01 21:45 | close | 649 | 0.70 | 117.621 | 119.025 | 117.325 | 7280.00 | 2005068.02 |
| 1948 | 2007.03.05 16:45 | sell | 650 | 0.70 | 115.907 | 0.000 | 0.000 | ||
| 1949 | 2007.03.05 16:45 | modify | 650 | 0.70 | 115.907 | 117.207 | 115.507 | ||
| 1950 | 2007.03.05 17:05 | close | 650 | 0.70 | 115.798 | 117.207 | 115.507 | 7630.00 | 2012698.02 |