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 |
| 1951 | 2007.03.05 18:10 | sell | 651 | 0.50 | 116.086 | 0.000 | 0.000 | ||
| 1952 | 2007.03.05 18:10 | modify | 651 | 0.50 | 116.086 | 117.686 | 114.786 | ||
| 1953 | 2007.03.05 23:10 | close | 651 | 0.50 | 115.727 | 117.686 | 114.786 | 17950.00 | 2030648.02 |
| 1954 | 2007.03.06 04:10 | sell | 652 | 0.50 | 116.312 | 0.000 | 0.000 | ||
| 1955 | 2007.03.06 04:10 | modify | 652 | 0.50 | 116.312 | 117.912 | 115.012 | ||
| 1956 | 2007.03.06 07:25 | buy | 653 | 0.50 | 116.355 | 0.000 | 0.000 | ||
| 1957 | 2007.03.06 07:25 | modify | 653 | 0.50 | 116.355 | 114.755 | 117.655 | ||
| 1958 | 2007.03.06 07:40 | close | 652 | 0.50 | 116.318 | 117.912 | 115.012 | -300.00 | 2030348.02 |
| 1959 | 2007.03.06 09:50 | close | 653 | 0.50 | 116.478 | 114.755 | 117.655 | 6150.00 | 2036498.02 |
| 1960 | 2007.03.06 12:20 | sell | 654 | 0.50 | 116.486 | 0.000 | 0.000 | ||
| 1961 | 2007.03.06 12:20 | modify | 654 | 0.50 | 116.486 | 118.086 | 115.186 | ||
| 1962 | 2007.03.06 15:25 | buy | 655 | 0.50 | 116.452 | 0.000 | 0.000 | ||
| 1963 | 2007.03.06 15:25 | modify | 655 | 0.50 | 116.452 | 114.852 | 117.752 | ||
| 1964 | 2007.03.06 15:30 | close | 654 | 0.50 | 116.336 | 118.086 | 115.186 | 7500.00 | 2043998.02 |
| 1965 | 2007.03.06 18:45 | close | 655 | 0.50 | 116.520 | 114.852 | 117.752 | 3400.00 | 2047398.02 |
| 1966 | 2007.03.07 03:25 | buy | 656 | 0.70 | 116.508 | 0.000 | 0.000 | ||
| 1967 | 2007.03.07 03:25 | modify | 656 | 0.70 | 116.508 | 115.208 | 116.908 | ||
| 1968 | 2007.03.07 10:40 | close | 656 | 0.70 | 116.515 | 115.208 | 116.908 | 490.00 | 2047888.02 |
| 1969 | 2007.03.08 04:50 | sell | 657 | 0.70 | 116.099 | 0.000 | 0.000 | ||
| 1970 | 2007.03.08 04:50 | modify | 657 | 0.70 | 116.099 | 117.399 | 115.699 | ||
| 1971 | 2007.03.08 17:25 | s/l | 657 | 0.70 | 117.405 | 117.399 | 115.699 | -91420.00 | 1956468.02 |
| 1972 | 2007.03.08 21:35 | buy | 658 | 0.70 | 117.100 | 0.000 | 0.000 | ||
| 1973 | 2007.03.08 21:35 | modify | 658 | 0.70 | 117.100 | 115.800 | 117.500 | ||
| 1974 | 2007.03.09 00:25 | close | 658 | 0.70 | 117.216 | 115.800 | 117.500 | 8627.97 | 1965095.99 |
| 1975 | 2007.03.09 13:50 | buy | 659 | 0.70 | 117.285 | 0.000 | 0.000 | ||
| 1976 | 2007.03.09 13:50 | modify | 659 | 0.70 | 117.285 | 115.985 | 117.685 | ||
| 1977 | 2007.03.09 14:40 | close | 659 | 0.70 | 117.393 | 115.985 | 117.685 | 7560.00 | 1972655.99 |
| 1978 | 2007.03.09 18:35 | sell | 660 | 0.50 | 118.156 | 0.000 | 0.000 | ||
| 1979 | 2007.03.09 18:35 | modify | 660 | 0.50 | 118.156 | 119.756 | 116.856 | ||
| 1980 | 2007.03.12 02:55 | close | 660 | 0.50 | 118.228 | 119.756 | 116.856 | -4257.21 | 1968398.78 |
| 1981 | 2007.03.12 03:00 | buy | 661 | 0.70 | 118.201 | 0.000 | 0.000 | ||
| 1982 | 2007.03.12 03:00 | modify | 661 | 0.70 | 118.201 | 116.901 | 118.601 | ||
| 1983 | 2007.03.12 04:35 | close | 661 | 0.70 | 118.310 | 116.901 | 118.601 | 7630.00 | 1976028.78 |
| 1984 | 2007.03.12 12:15 | buy | 662 | 0.70 | 118.132 | 0.000 | 0.000 | ||
| 1985 | 2007.03.12 12:15 | modify | 662 | 0.70 | 118.132 | 116.832 | 118.532 | ||
| 1986 | 2007.03.12 17:40 | close | 662 | 0.70 | 117.665 | 116.832 | 118.532 | -32690.00 | 1943338.78 |
| 1987 | 2007.03.12 19:10 | sell | 663 | 0.50 | 117.683 | 0.000 | 0.000 | ||
| 1988 | 2007.03.12 19:10 | modify | 663 | 0.50 | 117.683 | 119.283 | 116.383 | ||
| 1989 | 2007.03.12 21:10 | buy | 664 | 0.50 | 117.575 | 0.000 | 0.000 | ||
| 1990 | 2007.03.12 21:10 | modify | 664 | 0.50 | 117.575 | 115.975 | 118.875 | ||
| 1991 | 2007.03.13 01:20 | close | 663 | 0.50 | 117.552 | 119.283 | 116.383 | 5896.04 | 1949234.82 |
| 1992 | 2007.03.13 03:10 | sell | 665 | 0.50 | 117.679 | 0.000 | 0.000 | ||
| 1993 | 2007.03.13 03:10 | modify | 665 | 0.50 | 117.679 | 119.279 | 116.379 | ||
| 1994 | 2007.03.13 03:45 | close | 664 | 0.50 | 117.727 | 115.975 | 118.875 | 7964.58 | 1957199.40 |
| 1995 | 2007.03.13 04:05 | buy | 666 | 0.50 | 117.584 | 0.000 | 0.000 | ||
| 1996 | 2007.03.13 04:05 | modify | 666 | 0.50 | 117.584 | 115.984 | 118.884 | ||
| 1997 | 2007.03.13 05:35 | close | 665 | 0.50 | 117.453 | 119.279 | 116.379 | 11300.00 | 1968499.40 |
| 1998 | 2007.03.13 17:55 | close | 666 | 0.50 | 116.964 | 115.984 | 118.884 | -31000.00 | 1937499.40 |
| 1999 | 2007.03.14 04:20 | sell | 667 | 0.50 | 116.371 | 0.000 | 0.000 | ||
| 2000 | 2007.03.14 04:20 | modify | 667 | 0.50 | 116.371 | 117.971 | 115.071 | ||
| 2001 | 2007.03.14 09:35 | close | 667 | 0.50 | 116.005 | 117.971 | 115.071 | 18300.00 | 1955799.40 |
| 2002 | 2007.03.14 23:20 | sell | 668 | 0.50 | 117.097 | 0.000 | 0.000 | ||
| 2003 | 2007.03.14 23:20 | modify | 668 | 0.50 | 117.097 | 118.697 | 115.797 | ||
| 2004 | 2007.03.15 03:05 | buy | 669 | 0.50 | 117.160 | 0.000 | 0.000 | ||
| 2005 | 2007.03.15 03:05 | modify | 669 | 0.50 | 117.160 | 115.560 | 118.460 | ||
| 2006 | 2007.03.15 08:15 | close | 668 | 0.50 | 117.111 | 118.697 | 115.797 | -2651.12 | 1953148.29 |
| 2007 | 2007.03.15 08:20 | buy | 670 | 0.70 | 117.088 | 0.000 | 0.000 | ||
| 2008 | 2007.03.15 08:20 | modify | 670 | 0.70 | 117.088 | 115.788 | 117.488 | ||
| 2009 | 2007.03.15 09:15 | close | 670 | 0.70 | 117.231 | 115.788 | 117.488 | 10010.00 | 1963158.29 |
| 2010 | 2007.03.15 10:10 | close | 669 | 0.50 | 117.443 | 115.560 | 118.460 | 14150.00 | 1977308.29 |
| 2011 | 2007.03.16 01:40 | buy | 671 | 0.70 | 117.418 | 0.000 | 0.000 | ||
| 2012 | 2007.03.16 01:40 | modify | 671 | 0.70 | 117.418 | 116.118 | 117.818 | ||
| 2013 | 2007.03.16 07:05 | close | 671 | 0.70 | 117.041 | 116.118 | 117.818 | -26390.00 | 1950918.29 |
| 2014 | 2007.03.16 07:20 | sell | 672 | 0.70 | 117.101 | 0.000 | 0.000 | ||
| 2015 | 2007.03.16 07:20 | modify | 672 | 0.70 | 117.101 | 118.401 | 116.701 | ||
| 2016 | 2007.03.16 10:00 | close | 672 | 0.70 | 116.953 | 118.401 | 116.701 | 10360.00 | 1961278.29 |
| 2017 | 2007.03.16 11:40 | buy | 673 | 0.50 | 116.825 | 0.000 | 0.000 | ||
| 2018 | 2007.03.16 11:40 | modify | 673 | 0.50 | 116.825 | 115.225 | 118.125 | ||
| 2019 | 2007.03.16 15:35 | close | 673 | 0.50 | 116.792 | 115.225 | 118.125 | -1650.00 | 1959628.29 |
| 2020 | 2007.03.16 15:35 | sell | 674 | 0.70 | 116.788 | 0.000 | 0.000 | ||
| 2021 | 2007.03.16 15:35 | modify | 674 | 0.70 | 116.788 | 118.088 | 116.388 | ||
| 2022 | 2007.03.16 15:45 | close | 674 | 0.70 | 116.664 | 118.088 | 116.388 | 8680.00 | 1968308.29 |
| 2023 | 2007.03.16 16:20 | sell | 675 | 0.70 | 116.928 | 0.000 | 0.000 | ||
| 2024 | 2007.03.16 16:20 | modify | 675 | 0.70 | 116.928 | 118.228 | 116.528 | ||
| 2025 | 2007.03.16 16:45 | close | 675 | 0.70 | 116.815 | 118.228 | 116.528 | 7910.00 | 1976218.29 |
| 2026 | 2007.03.19 03:20 | sell | 676 | 0.70 | 116.601 | 0.000 | 0.000 | ||
| 2027 | 2007.03.19 03:20 | modify | 676 | 0.70 | 116.601 | 117.901 | 116.201 | ||
| 2028 | 2007.03.19 09:50 | buy | 677 | 0.50 | 117.136 | 0.000 | 0.000 | ||
| 2029 | 2007.03.19 09:50 | modify | 677 | 0.50 | 117.136 | 115.536 | 118.436 | ||
| 2030 | 2007.03.19 09:50 | close | 676 | 0.70 | 117.136 | 117.901 | 116.201 | -37450.00 | 1938768.29 |
| 2031 | 2007.03.19 11:55 | close | 677 | 0.50 | 117.326 | 115.536 | 118.436 | 9500.00 | 1948268.29 |
| 2032 | 2007.03.19 13:00 | sell | 678 | 0.50 | 117.567 | 0.000 | 0.000 | ||
| 2033 | 2007.03.19 13:00 | modify | 678 | 0.50 | 117.567 | 119.167 | 116.267 | ||
| 2034 | 2007.03.19 16:20 | close | 678 | 0.50 | 117.287 | 119.167 | 116.267 | 14000.00 | 1962268.29 |
| 2035 | 2007.03.19 16:20 | buy | 679 | 0.50 | 117.292 | 0.000 | 0.000 | ||
| 2036 | 2007.03.19 16:20 | modify | 679 | 0.50 | 117.292 | 115.692 | 118.592 | ||
| 2037 | 2007.03.19 17:55 | close | 679 | 0.50 | 117.506 | 115.692 | 118.592 | 10700.00 | 1972968.29 |
| 2038 | 2007.03.19 22:30 | buy | 680 | 0.70 | 117.481 | 0.000 | 0.000 | ||
| 2039 | 2007.03.19 22:30 | modify | 680 | 0.70 | 117.481 | 116.181 | 117.881 | ||
| 2040 | 2007.03.20 00:45 | close | 680 | 0.70 | 117.582 | 116.181 | 117.881 | 7579.54 | 1980547.83 |
| 2041 | 2007.03.20 01:40 | buy | 681 | 0.70 | 117.312 | 0.000 | 0.000 | ||
| 2042 | 2007.03.20 01:40 | modify | 681 | 0.70 | 117.312 | 116.012 | 117.712 | ||
| 2043 | 2007.03.20 02:05 | close | 681 | 0.70 | 117.460 | 116.012 | 117.712 | 10360.00 | 1990907.83 |
| 2044 | 2007.03.20 09:45 | buy | 682 | 0.70 | 117.637 | 0.000 | 0.000 | ||
| 2045 | 2007.03.20 09:45 | modify | 682 | 0.70 | 117.637 | 116.337 | 118.037 | ||
| 2046 | 2007.03.20 10:15 | close | 682 | 0.70 | 117.749 | 116.337 | 118.037 | 7840.00 | 1998747.83 |
| 2047 | 2007.03.23 01:25 | buy | 683 | 0.70 | 118.017 | 0.000 | 0.000 | ||
| 2048 | 2007.03.23 01:25 | modify | 683 | 0.70 | 118.017 | 116.717 | 118.417 | ||
| 2049 | 2007.03.23 01:55 | close | 683 | 0.70 | 118.128 | 116.717 | 118.417 | 7770.00 | 2006517.83 |
| 2050 | 2007.03.30 04:35 | buy | 684 | 0.70 | 117.836 | 0.000 | 0.000 | ||
| 2051 | 2007.03.30 04:35 | modify | 684 | 0.70 | 117.836 | 116.536 | 118.236 | ||
| 2052 | 2007.03.30 07:00 | close | 684 | 0.70 | 117.785 | 116.536 | 118.236 | -3570.00 | 2002947.83 |
| 2053 | 2007.04.04 02:20 | buy | 685 | 0.70 | 118.782 | 0.000 | 0.000 | ||
| 2054 | 2007.04.04 02:20 | modify | 685 | 0.70 | 118.782 | 117.482 | 119.182 | ||
| 2055 | 2007.04.04 02:40 | close | 685 | 0.70 | 118.938 | 117.482 | 119.182 | 10920.00 | 2013867.83 |
| 2056 | 2007.04.04 03:30 | buy | 686 | 0.70 | 118.708 | 0.000 | 0.000 | ||
| 2057 | 2007.04.04 03:30 | modify | 686 | 0.70 | 118.708 | 117.408 | 119.108 | ||
| 2058 | 2007.04.04 03:55 | close | 686 | 0.70 | 118.849 | 117.408 | 119.108 | 9870.00 | 2023737.83 |
| 2059 | 2007.04.06 22:40 | buy | 687 | 0.70 | 119.306 | 0.000 | 0.000 | ||
| 2060 | 2007.04.06 22:40 | modify | 687 | 0.70 | 119.306 | 118.006 | 119.706 | ||
| 2061 | 2007.04.09 01:30 | close | 687 | 0.70 | 119.301 | 118.006 | 119.706 | 167.14 | 2023904.97 |
| 2062 | 2007.04.09 07:25 | buy | 688 | 0.70 | 119.331 | 0.000 | 0.000 | ||
| 2063 | 2007.04.09 07:25 | modify | 688 | 0.70 | 119.331 | 118.031 | 119.731 | ||
| 2064 | 2007.04.09 19:35 | close | 688 | 0.70 | 119.335 | 118.031 | 119.731 | 280.00 | 2024184.97 |
| 2065 | 2007.04.13 15:10 | sell | 689 | 0.70 | 118.578 | 0.000 | 0.000 | ||
| 2066 | 2007.04.13 15:10 | modify | 689 | 0.70 | 118.578 | 119.878 | 118.178 | ||
| 2067 | 2007.04.16 08:50 | close | 689 | 0.70 | 119.366 | 119.878 | 118.178 | -56086.85 | 1968098.12 |
| 2068 | 2007.04.18 09:25 | sell | 690 | 0.70 | 118.875 | 0.000 | 0.000 | ||
| 2069 | 2007.04.18 09:25 | modify | 690 | 0.70 | 118.875 | 120.175 | 118.475 | ||
| 2070 | 2007.04.18 10:10 | close | 690 | 0.70 | 118.766 | 120.175 | 118.475 | 7630.00 | 1975728.12 |
| 2071 | 2007.04.18 20:25 | sell | 691 | 0.70 | 118.468 | 0.000 | 0.000 | ||
| 2072 | 2007.04.18 20:25 | modify | 691 | 0.70 | 118.468 | 119.768 | 118.068 | ||
| 2073 | 2007.04.19 00:20 | close | 691 | 0.70 | 118.590 | 119.768 | 118.068 | -11309.22 | 1964418.90 |
| 2074 | 2007.04.19 16:10 | sell | 692 | 0.70 | 118.055 | 0.000 | 0.000 | ||
| 2075 | 2007.04.19 16:10 | modify | 692 | 0.70 | 118.055 | 119.355 | 117.655 | ||
| 2076 | 2007.04.20 01:15 | close | 692 | 0.70 | 118.344 | 119.355 | 117.655 | -21151.52 | 1943267.38 |
| 2077 | 2007.04.20 01:15 | buy | 693 | 0.70 | 118.336 | 0.000 | 0.000 | ||
| 2078 | 2007.04.20 01:15 | modify | 693 | 0.70 | 118.336 | 117.036 | 118.736 | ||
| 2079 | 2007.04.20 02:40 | close | 693 | 0.70 | 118.444 | 117.036 | 118.736 | 7560.00 | 1950827.38 |
| 2080 | 2007.04.20 05:10 | buy | 694 | 0.50 | 118.547 | 0.000 | 0.000 | ||
| 2081 | 2007.04.20 05:10 | modify | 694 | 0.50 | 118.547 | 116.947 | 119.847 | ||
| 2082 | 2007.04.20 09:20 | close | 694 | 0.50 | 118.772 | 116.947 | 119.847 | 11250.00 | 1962077.38 |
| 2083 | 2007.04.20 13:45 | buy | 695 | 0.70 | 118.568 | 0.000 | 0.000 | ||
| 2084 | 2007.04.20 13:45 | modify | 695 | 0.70 | 118.568 | 117.268 | 118.968 | ||
| 2085 | 2007.04.20 13:55 | close | 695 | 0.70 | 118.670 | 117.268 | 118.968 | 7140.00 | 1969217.38 |
| 2086 | 2007.04.20 19:50 | buy | 696 | 0.70 | 118.717 | 0.000 | 0.000 | ||
| 2087 | 2007.04.20 19:50 | modify | 696 | 0.70 | 118.717 | 117.417 | 119.117 | ||
| 2088 | 2007.04.20 20:25 | close | 696 | 0.70 | 118.826 | 117.417 | 119.117 | 7630.00 | 1976847.38 |
| 2089 | 2007.04.27 07:55 | buy | 697 | 0.70 | 119.485 | 0.000 | 0.000 | ||
| 2090 | 2007.04.27 07:55 | modify | 697 | 0.70 | 119.485 | 118.185 | 119.885 | ||
| 2091 | 2007.04.27 09:05 | close | 697 | 0.70 | 119.560 | 118.185 | 119.885 | 5250.00 | 1982097.38 |
| 2092 | 2007.04.27 17:55 | sell | 698 | 0.70 | 119.419 | 0.000 | 0.000 | ||
| 2093 | 2007.04.27 17:55 | modify | 698 | 0.70 | 119.419 | 120.719 | 119.019 | ||
| 2094 | 2007.04.27 22:10 | close | 698 | 0.70 | 119.567 | 120.719 | 119.019 | -10360.00 | 1971737.38 |
| 2095 | 2007.05.02 08:50 | buy | 699 | 0.70 | 119.846 | 0.000 | 0.000 | ||
| 2096 | 2007.05.02 08:50 | modify | 699 | 0.70 | 119.846 | 118.546 | 120.246 | ||
| 2097 | 2007.05.02 10:25 | close | 699 | 0.70 | 119.951 | 118.546 | 120.246 | 7350.00 | 1979087.38 |
| 2098 | 2007.05.10 19:05 | buy | 700 | 0.70 | 120.289 | 0.000 | 0.000 | ||
| 2099 | 2007.05.10 19:05 | modify | 700 | 0.70 | 120.289 | 118.989 | 120.689 | ||
| 2100 | 2007.05.11 03:05 | close | 700 | 0.70 | 119.926 | 118.989 | 120.689 | -24890.10 | 1954197.28 |