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 |
| 2101 | 2007.05.14 21:20 | buy | 701 | 0.70 | 120.280 | 0.000 | 0.000 | ||
| 2102 | 2007.05.14 21:20 | modify | 701 | 0.70 | 120.280 | 118.980 | 120.680 | ||
| 2103 | 2007.05.14 23:30 | close | 701 | 0.70 | 120.366 | 118.980 | 120.680 | 6020.00 | 1960217.28 |
| 2104 | 2007.05.18 01:05 | buy | 702 | 0.70 | 121.241 | 0.000 | 0.000 | ||
| 2105 | 2007.05.18 01:05 | modify | 702 | 0.70 | 121.241 | 119.941 | 121.641 | ||
| 2106 | 2007.05.18 01:45 | close | 702 | 0.70 | 121.302 | 119.941 | 121.641 | 4270.00 | 1964487.28 |
| 2107 | 2007.05.18 09:35 | buy | 703 | 0.70 | 121.254 | 0.000 | 0.000 | ||
| 2108 | 2007.05.18 09:35 | modify | 703 | 0.70 | 121.254 | 119.954 | 121.654 | ||
| 2109 | 2007.05.18 11:50 | close | 703 | 0.70 | 121.361 | 119.954 | 121.654 | 7490.00 | 1971977.28 |
| 2110 | 2007.05.28 03:50 | buy | 704 | 0.70 | 121.679 | 0.000 | 0.000 | ||
| 2111 | 2007.05.28 03:50 | modify | 704 | 0.70 | 121.679 | 120.379 | 122.079 | ||
| 2112 | 2007.05.28 20:30 | close | 704 | 0.70 | 121.670 | 120.379 | 122.079 | -630.00 | 1971347.28 |
| 2113 | 2007.06.06 09:35 | sell | 705 | 0.70 | 121.421 | 0.000 | 0.000 | ||
| 2114 | 2007.06.06 09:35 | modify | 705 | 0.70 | 121.421 | 122.721 | 121.021 | ||
| 2115 | 2007.06.06 10:40 | close | 705 | 0.70 | 121.330 | 122.721 | 121.021 | 6370.00 | 1977717.28 |
| 2116 | 2007.06.08 18:15 | buy | 706 | 0.70 | 121.534 | 0.000 | 0.000 | ||
| 2117 | 2007.06.08 18:15 | modify | 706 | 0.70 | 121.534 | 120.234 | 121.934 | ||
| 2118 | 2007.06.08 18:55 | close | 706 | 0.70 | 121.654 | 120.234 | 121.934 | 8400.00 | 1986117.28 |
| 2119 | 2007.06.11 02:10 | buy | 707 | 0.70 | 121.611 | 0.000 | 0.000 | ||
| 2120 | 2007.06.11 02:10 | modify | 707 | 0.70 | 121.611 | 120.311 | 122.011 | ||
| 2121 | 2007.06.11 03:15 | close | 707 | 0.70 | 121.720 | 120.311 | 122.011 | 7630.00 | 1993747.28 |
| 2122 | 2007.06.11 04:55 | buy | 708 | 0.70 | 121.544 | 0.000 | 0.000 | ||
| 2123 | 2007.06.11 04:55 | modify | 708 | 0.70 | 121.544 | 120.244 | 121.944 | ||
| 2124 | 2007.06.11 06:10 | close | 708 | 0.70 | 121.670 | 120.244 | 121.944 | 8820.00 | 2002567.28 |
| 2125 | 2007.06.11 09:05 | buy | 709 | 0.70 | 121.594 | 0.000 | 0.000 | ||
| 2126 | 2007.06.11 09:05 | modify | 709 | 0.70 | 121.594 | 120.294 | 121.994 | ||
| 2127 | 2007.06.11 11:25 | close | 709 | 0.70 | 121.725 | 120.294 | 121.994 | 9170.00 | 2011737.28 |
| 2128 | 2007.06.18 03:20 | buy | 710 | 0.70 | 123.428 | 0.000 | 0.000 | ||
| 2129 | 2007.06.18 03:20 | modify | 710 | 0.70 | 123.428 | 122.128 | 123.828 | ||
| 2130 | 2007.06.18 04:55 | close | 710 | 0.70 | 123.526 | 122.128 | 123.828 | 6860.00 | 2018597.28 |
| 2131 | 2007.06.27 22:30 | sell | 711 | 0.70 | 122.626 | 0.000 | 0.000 | ||
| 2132 | 2007.06.27 22:30 | modify | 711 | 0.70 | 122.626 | 123.926 | 122.226 | ||
| 2133 | 2007.06.28 03:55 | close | 711 | 0.70 | 123.053 | 123.926 | 122.226 | -32756.29 | 1985840.99 |
| 2134 | 2007.06.28 04:20 | buy | 712 | 0.70 | 122.859 | 0.000 | 0.000 | ||
| 2135 | 2007.06.28 04:20 | modify | 712 | 0.70 | 122.859 | 121.559 | 123.259 | ||
| 2136 | 2007.06.28 07:15 | close | 712 | 0.70 | 122.946 | 121.559 | 123.259 | 6090.00 | 1991930.99 |
| 2137 | 2007.06.28 14:00 | buy | 713 | 0.70 | 122.974 | 0.000 | 0.000 | ||
| 2138 | 2007.06.28 14:00 | modify | 713 | 0.70 | 122.974 | 121.674 | 123.374 | ||
| 2139 | 2007.06.28 16:05 | close | 713 | 0.70 | 123.079 | 121.674 | 123.374 | 7350.00 | 1999280.99 |
| 2140 | 2007.07.02 23:15 | sell | 714 | 0.70 | 122.424 | 0.000 | 0.000 | ||
| 2141 | 2007.07.02 23:15 | modify | 714 | 0.70 | 122.424 | 123.724 | 122.024 | ||
| 2142 | 2007.07.03 02:00 | close | 714 | 0.70 | 122.257 | 123.724 | 122.024 | 10737.84 | 2010018.83 |
| 2143 | 2007.07.03 07:55 | sell | 715 | 0.70 | 122.443 | 0.000 | 0.000 | ||
| 2144 | 2007.07.03 07:55 | modify | 715 | 0.70 | 122.443 | 123.743 | 122.043 | ||
| 2145 | 2007.07.03 10:50 | close | 715 | 0.70 | 122.380 | 123.743 | 122.043 | 4410.00 | 2014428.83 |
| 2146 | 2007.07.09 10:15 | buy | 716 | 0.70 | 123.507 | 0.000 | 0.000 | ||
| 2147 | 2007.07.09 10:15 | modify | 716 | 0.70 | 123.507 | 122.207 | 123.907 | ||
| 2148 | 2007.07.09 15:25 | close | 716 | 0.70 | 123.479 | 122.207 | 123.907 | -1960.00 | 2012468.83 |
| 2149 | 2007.07.11 13:20 | sell | 717 | 0.70 | 121.737 | 0.000 | 0.000 | ||
| 2150 | 2007.07.11 13:20 | modify | 717 | 0.70 | 121.737 | 123.037 | 121.337 | ||
| 2151 | 2007.07.11 14:05 | close | 717 | 0.70 | 121.613 | 123.037 | 121.337 | 8680.00 | 2021148.83 |
| 2152 | 2007.07.11 23:00 | sell | 718 | 0.50 | 122.229 | 0.000 | 0.000 | ||
| 2153 | 2007.07.11 23:00 | modify | 718 | 0.50 | 122.229 | 123.829 | 120.929 | ||
| 2154 | 2007.07.12 03:45 | close | 718 | 0.50 | 122.233 | 123.829 | 120.929 | -2241.35 | 2018907.48 |
| 2155 | 2007.07.12 05:05 | buy | 719 | 0.50 | 122.226 | 0.000 | 0.000 | ||
| 2156 | 2007.07.12 05:05 | modify | 719 | 0.50 | 122.226 | 120.626 | 123.526 | ||
| 2157 | 2007.07.12 05:15 | buy | 720 | 0.70 | 122.174 | 0.000 | 0.000 | ||
| 2158 | 2007.07.12 05:15 | modify | 720 | 0.70 | 122.174 | 120.874 | 122.574 | ||
| 2159 | 2007.07.12 07:00 | close | 719 | 0.50 | 122.361 | 120.626 | 123.526 | 6750.00 | 2025657.48 |
| 2160 | 2007.07.12 07:00 | close | 720 | 0.70 | 122.364 | 120.874 | 122.574 | 13300.00 | 2038957.48 |
| 2161 | 2007.07.12 10:00 | buy | 721 | 0.70 | 122.116 | 0.000 | 0.000 | ||
| 2162 | 2007.07.12 10:00 | modify | 721 | 0.70 | 122.116 | 120.816 | 122.516 | ||
| 2163 | 2007.07.12 15:45 | close | 721 | 0.70 | 122.245 | 120.816 | 122.516 | 9030.00 | 2047987.48 |
| 2164 | 2007.07.16 04:25 | sell | 722 | 0.70 | 122.149 | 0.000 | 0.000 | ||
| 2165 | 2007.07.16 04:25 | modify | 722 | 0.70 | 122.149 | 123.449 | 121.749 | ||
| 2166 | 2007.07.16 06:00 | close | 722 | 0.70 | 122.038 | 123.449 | 121.749 | 7770.00 | 2055757.48 |
| 2167 | 2007.07.16 17:30 | sell | 723 | 0.70 | 121.917 | 0.000 | 0.000 | ||
| 2168 | 2007.07.16 17:30 | modify | 723 | 0.70 | 121.917 | 123.217 | 121.517 | ||
| 2169 | 2007.07.16 19:05 | close | 723 | 0.70 | 121.858 | 123.217 | 121.517 | 4130.00 | 2059887.48 |
| 2170 | 2007.07.18 10:50 | sell | 724 | 0.70 | 121.916 | 0.000 | 0.000 | ||
| 2171 | 2007.07.18 10:50 | modify | 724 | 0.70 | 121.916 | 123.216 | 121.516 | ||
| 2172 | 2007.07.18 17:35 | close | 724 | 0.70 | 121.879 | 123.216 | 121.516 | 2590.00 | 2062477.48 |
| 2173 | 2007.07.23 00:05 | sell | 725 | 0.70 | 121.577 | 0.000 | 0.000 | ||
| 2174 | 2007.07.23 00:05 | modify | 725 | 0.70 | 121.577 | 122.877 | 121.177 | ||
| 2175 | 2007.07.23 01:25 | close | 725 | 0.70 | 121.469 | 122.877 | 121.177 | 7560.00 | 2070037.48 |
| 2176 | 2007.07.24 09:30 | buy | 726 | 0.50 | 120.526 | 0.000 | 0.000 | ||
| 2177 | 2007.07.24 09:30 | modify | 726 | 0.50 | 120.526 | 118.926 | 121.826 | ||
| 2178 | 2007.07.24 11:45 | close | 726 | 0.50 | 120.676 | 118.926 | 121.826 | 7500.00 | 2077537.48 |
| 2179 | 2007.07.24 13:30 | sell | 727 | 0.70 | 120.855 | 0.000 | 0.000 | ||
| 2180 | 2007.07.24 13:30 | modify | 727 | 0.70 | 120.855 | 122.155 | 120.455 | ||
| 2181 | 2007.07.24 15:40 | close | 727 | 0.70 | 120.696 | 122.155 | 120.455 | 11130.00 | 2088667.48 |
| 2182 | 2007.07.25 07:55 | sell | 728 | 0.70 | 120.239 | 0.000 | 0.000 | ||
| 2183 | 2007.07.25 07:55 | modify | 728 | 0.70 | 120.239 | 121.539 | 119.839 | ||
| 2184 | 2007.07.25 09:05 | buy | 729 | 0.50 | 120.177 | 0.000 | 0.000 | ||
| 2185 | 2007.07.25 09:05 | modify | 729 | 0.50 | 120.177 | 118.577 | 121.477 | ||
| 2186 | 2007.07.25 09:30 | close | 728 | 0.70 | 120.037 | 121.539 | 119.839 | 14140.00 | 2102807.48 |
| 2187 | 2007.07.25 13:10 | close | 729 | 0.50 | 120.315 | 118.577 | 121.477 | 6900.00 | 2109707.48 |
| 2188 | 2007.07.27 03:00 | sell | 730 | 0.70 | 118.882 | 0.000 | 0.000 | ||
| 2189 | 2007.07.27 03:00 | modify | 730 | 0.70 | 118.882 | 120.182 | 118.482 | ||
| 2190 | 2007.07.27 07:40 | close | 730 | 0.70 | 119.004 | 120.182 | 118.482 | -8540.00 | 2101167.48 |
| 2191 | 2007.07.27 10:55 | sell | 731 | 0.70 | 119.035 | 0.000 | 0.000 | ||
| 2192 | 2007.07.27 10:55 | modify | 731 | 0.70 | 119.035 | 120.335 | 118.635 | ||
| 2193 | 2007.07.27 14:05 | close | 731 | 0.70 | 118.871 | 120.335 | 118.635 | 11480.00 | 2112647.48 |
| 2194 | 2007.08.01 06:10 | buy | 732 | 0.50 | 118.530 | 0.000 | 0.000 | ||
| 2195 | 2007.08.01 06:10 | modify | 732 | 0.50 | 118.530 | 116.930 | 119.830 | ||
| 2196 | 2007.08.01 13:30 | close | 732 | 0.50 | 118.110 | 116.930 | 119.830 | -21000.00 | 2091647.48 |
| 2197 | 2007.08.01 14:25 | sell | 733 | 0.70 | 118.419 | 0.000 | 0.000 | ||
| 2198 | 2007.08.01 14:25 | modify | 733 | 0.70 | 118.419 | 119.719 | 118.019 | ||
| 2199 | 2007.08.01 15:20 | sell | 734 | 0.40 | 118.495 | 0.000 | 0.000 | ||
| 2200 | 2007.08.01 15:20 | modify | 734 | 0.40 | 118.495 | 120.845 | 117.445 | ||
| 2201 | 2007.08.01 19:55 | buy | 735 | 0.50 | 118.547 | 0.000 | 0.000 | ||
| 2202 | 2007.08.01 19:55 | modify | 735 | 0.50 | 118.547 | 116.947 | 119.847 | ||
| 2203 | 2007.08.01 20:55 | sell | 736 | 0.50 | 118.660 | 0.000 | 0.000 | ||
| 2204 | 2007.08.01 20:55 | modify | 736 | 0.50 | 118.660 | 120.260 | 117.360 | ||
| 2205 | 2007.08.01 22:10 | close | 736 | 0.50 | 118.415 | 120.260 | 117.360 | 12250.00 | 2103897.48 |
| 2206 | 2007.08.01 22:10 | close | 733 | 0.70 | 118.410 | 119.719 | 118.019 | 630.00 | 2104527.48 |
| 2207 | 2007.08.01 22:45 | sell | 737 | 0.50 | 118.659 | 0.000 | 0.000 | ||
| 2208 | 2007.08.01 22:45 | modify | 737 | 0.50 | 118.659 | 120.259 | 117.359 | ||
| 2209 | 2007.08.01 22:55 | close | 735 | 0.50 | 118.786 | 116.947 | 119.847 | 11950.00 | 2116477.48 |
| 2210 | 2007.08.02 02:40 | buy | 738 | 0.50 | 118.914 | 0.000 | 0.000 | ||
| 2211 | 2007.08.02 02:40 | modify | 738 | 0.50 | 118.914 | 117.314 | 120.214 | ||
| 2212 | 2007.08.02 03:15 | close | 737 | 0.50 | 118.750 | 120.259 | 117.359 | -6532.43 | 2109945.05 |
| 2213 | 2007.08.02 03:15 | buy | 739 | 0.70 | 118.753 | 0.000 | 0.000 | ||
| 2214 | 2007.08.02 03:15 | modify | 739 | 0.70 | 118.753 | 117.453 | 119.153 | ||
| 2215 | 2007.08.02 04:55 | close | 739 | 0.70 | 118.907 | 117.453 | 119.153 | 10780.00 | 2120725.05 |
| 2216 | 2007.08.02 06:35 | buy | 740 | 0.70 | 118.667 | 0.000 | 0.000 | ||
| 2217 | 2007.08.02 06:35 | modify | 740 | 0.70 | 118.667 | 117.367 | 119.067 | ||
| 2218 | 2007.08.02 07:25 | close | 734 | 0.40 | 118.428 | 120.845 | 117.445 | 1094.05 | 2121819.10 |
| 2219 | 2007.08.02 08:50 | close | 740 | 0.70 | 118.783 | 117.367 | 119.067 | 8120.00 | 2129939.10 |
| 2220 | 2007.08.02 11:45 | close | 738 | 0.50 | 118.885 | 117.314 | 120.214 | -1450.00 | 2128489.10 |
| 2221 | 2007.08.06 13:55 | sell | 741 | 0.70 | 117.947 | 0.000 | 0.000 | ||
| 2222 | 2007.08.06 13:55 | modify | 741 | 0.70 | 117.947 | 119.247 | 117.547 | ||
| 2223 | 2007.08.06 15:20 | close | 741 | 0.70 | 117.840 | 119.247 | 117.547 | 7490.00 | 2135979.10 |
| 2224 | 2007.08.07 02:20 | buy | 742 | 0.70 | 118.716 | 0.000 | 0.000 | ||
| 2225 | 2007.08.07 02:20 | modify | 742 | 0.70 | 118.716 | 117.416 | 119.116 | ||
| 2226 | 2007.08.07 03:05 | buy | 743 | 0.50 | 118.646 | 0.000 | 0.000 | ||
| 2227 | 2007.08.07 03:05 | modify | 743 | 0.50 | 118.646 | 117.046 | 119.946 | ||
| 2228 | 2007.08.07 05:30 | sell | 744 | 0.50 | 118.712 | 0.000 | 0.000 | ||
| 2229 | 2007.08.07 05:30 | modify | 744 | 0.50 | 118.712 | 120.312 | 117.412 | ||
| 2230 | 2007.08.07 05:35 | close | 742 | 0.70 | 118.780 | 117.416 | 119.116 | 4480.00 | 2140459.10 |
| 2231 | 2007.08.07 05:40 | close | 743 | 0.50 | 118.802 | 117.046 | 119.946 | 7800.00 | 2148259.10 |
| 2232 | 2007.08.07 13:55 | close | 744 | 0.50 | 118.669 | 120.312 | 117.412 | 2150.00 | 2150409.10 |
| 2233 | 2007.08.07 13:55 | buy | 745 | 0.70 | 118.673 | 0.000 | 0.000 | ||
| 2234 | 2007.08.07 13:55 | modify | 745 | 0.70 | 118.673 | 117.373 | 119.073 | ||
| 2235 | 2007.08.07 22:35 | close | 745 | 0.70 | 118.775 | 117.373 | 119.073 | 7140.00 | 2157549.10 |
| 2236 | 2007.08.08 22:10 | buy | 746 | 0.70 | 119.594 | 0.000 | 0.000 | ||
| 2237 | 2007.08.08 22:10 | modify | 746 | 0.70 | 119.594 | 118.294 | 119.994 | ||
| 2238 | 2007.08.08 23:15 | close | 746 | 0.70 | 119.743 | 118.294 | 119.994 | 10430.00 | 2167979.10 |
| 2239 | 2007.08.09 14:00 | buy | 747 | 0.50 | 118.786 | 0.000 | 0.000 | ||
| 2240 | 2007.08.09 14:00 | modify | 747 | 0.50 | 118.786 | 117.186 | 120.086 | ||
| 2241 | 2007.08.09 17:35 | close | 747 | 0.50 | 118.800 | 117.186 | 120.086 | 700.00 | 2168679.10 |
| 2242 | 2007.08.10 05:45 | sell | 748 | 0.70 | 118.170 | 0.000 | 0.000 | ||
| 2243 | 2007.08.10 05:45 | modify | 748 | 0.70 | 118.170 | 119.470 | 117.770 | ||
| 2244 | 2007.08.10 06:05 | close | 748 | 0.70 | 118.038 | 119.470 | 117.770 | 9240.00 | 2177919.10 |
| 2245 | 2007.08.13 00:20 | buy | 749 | 0.70 | 118.206 | 0.000 | 0.000 | ||
| 2246 | 2007.08.13 00:20 | modify | 749 | 0.70 | 118.206 | 116.906 | 118.606 | ||
| 2247 | 2007.08.13 01:00 | close | 749 | 0.70 | 118.346 | 116.906 | 118.606 | 9800.00 | 2187719.10 |
| 2248 | 2007.08.13 07:10 | buy | 750 | 0.50 | 118.204 | 0.000 | 0.000 | ||
| 2249 | 2007.08.13 07:10 | modify | 750 | 0.50 | 118.204 | 116.604 | 119.504 | ||
| 2250 | 2007.08.13 09:35 | close | 750 | 0.50 | 118.347 | 116.604 | 119.504 | 7150.00 | 2194869.10 |