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 |
| 2251 | 2007.08.15 17:00 | sell | 751 | 0.70 | 117.213 | 0.000 | 0.000 | ||
| 2252 | 2007.08.15 17:00 | modify | 751 | 0.70 | 117.213 | 118.513 | 116.813 | ||
| 2253 | 2007.08.15 17:05 | close | 751 | 0.70 | 117.021 | 118.513 | 116.813 | 13440.00 | 2208309.10 |
| 2254 | 2007.08.15 18:35 | sell | 752 | 0.50 | 117.422 | 0.000 | 0.000 | ||
| 2255 | 2007.08.15 18:35 | modify | 752 | 0.50 | 117.422 | 119.022 | 116.122 | ||
| 2256 | 2007.08.15 21:50 | close | 752 | 0.50 | 117.017 | 119.022 | 116.122 | 20250.00 | 2228559.10 |
| 2257 | 2007.08.16 03:45 | sell | 753 | 0.70 | 116.641 | 0.000 | 0.000 | ||
| 2258 | 2007.08.16 03:45 | modify | 753 | 0.70 | 116.641 | 117.941 | 116.241 | ||
| 2259 | 2007.08.16 03:55 | close | 753 | 0.70 | 116.507 | 117.941 | 116.241 | 9380.00 | 2237939.10 |
| 2260 | 2007.08.16 23:00 | sell | 754 | 0.70 | 113.885 | 0.000 | 0.000 | ||
| 2261 | 2007.08.16 23:00 | modify | 754 | 0.70 | 113.885 | 115.185 | 113.485 | ||
| 2262 | 2007.08.17 02:05 | close | 754 | 0.70 | 113.677 | 115.185 | 113.485 | 13674.22 | 2251613.32 |
| 2263 | 2007.08.17 11:35 | sell | 755 | 0.70 | 113.405 | 0.000 | 0.000 | ||
| 2264 | 2007.08.17 11:35 | modify | 755 | 0.70 | 113.405 | 114.705 | 113.005 | ||
| 2265 | 2007.08.17 11:40 | close | 755 | 0.70 | 113.260 | 114.705 | 113.005 | 10150.00 | 2261763.32 |
| 2266 | 2007.08.17 13:30 | buy | 756 | 0.50 | 112.952 | 0.000 | 0.000 | ||
| 2267 | 2007.08.17 13:30 | modify | 756 | 0.50 | 112.952 | 111.352 | 114.252 | ||
| 2268 | 2007.08.17 14:10 | sell | 757 | 0.50 | 113.440 | 0.000 | 0.000 | ||
| 2269 | 2007.08.17 14:10 | modify | 757 | 0.50 | 113.440 | 115.040 | 112.140 | ||
| 2270 | 2007.08.17 15:10 | close | 756 | 0.50 | 113.762 | 111.352 | 114.252 | 40500.00 | 2302263.32 |
| 2271 | 2007.08.20 02:00 | close | 757 | 0.50 | 114.016 | 115.040 | 112.140 | -29434.37 | 2272828.95 |
| 2272 | 2007.08.20 02:00 | buy | 758 | 0.50 | 114.012 | 0.000 | 0.000 | ||
| 2273 | 2007.08.20 02:00 | modify | 758 | 0.50 | 114.012 | 112.412 | 115.312 | ||
| 2274 | 2007.08.20 07:40 | close | 758 | 0.50 | 114.605 | 112.412 | 115.312 | 29650.00 | 2302478.95 |
| 2275 | 2007.08.20 16:45 | buy | 759 | 0.70 | 114.761 | 0.000 | 0.000 | ||
| 2276 | 2007.08.20 16:45 | modify | 759 | 0.70 | 114.761 | 113.461 | 115.161 | ||
| 2277 | 2007.08.20 17:10 | close | 759 | 0.70 | 114.906 | 113.461 | 115.161 | 10150.00 | 2312628.95 |
| 2278 | 2007.08.21 01:30 | sell | 760 | 0.50 | 114.959 | 0.000 | 0.000 | ||
| 2279 | 2007.08.21 01:30 | modify | 760 | 0.50 | 114.959 | 116.559 | 113.659 | ||
| 2280 | 2007.08.21 02:25 | close | 760 | 0.50 | 114.724 | 116.559 | 113.659 | 11750.00 | 2324378.95 |
| 2281 | 2007.08.21 03:00 | buy | 761 | 0.50 | 114.714 | 0.000 | 0.000 | ||
| 2282 | 2007.08.21 03:00 | modify | 761 | 0.50 | 114.714 | 113.114 | 116.014 | ||
| 2283 | 2007.08.21 04:55 | close | 761 | 0.50 | 115.056 | 113.114 | 116.014 | 17100.00 | 2341478.95 |
| 2284 | 2007.08.21 12:45 | sell | 762 | 0.50 | 114.443 | 0.000 | 0.000 | ||
| 2285 | 2007.08.21 12:45 | modify | 762 | 0.50 | 114.443 | 116.043 | 113.143 | ||
| 2286 | 2007.08.21 16:10 | buy | 763 | 0.50 | 114.351 | 0.000 | 0.000 | ||
| 2287 | 2007.08.21 16:10 | modify | 763 | 0.50 | 114.351 | 112.751 | 115.651 | ||
| 2288 | 2007.08.21 19:45 | close | 762 | 0.50 | 114.204 | 116.043 | 113.143 | 11950.00 | 2353428.95 |
| 2289 | 2007.08.21 22:35 | sell | 764 | 0.50 | 114.463 | 0.000 | 0.000 | ||
| 2290 | 2007.08.21 22:35 | modify | 764 | 0.50 | 114.463 | 116.063 | 113.163 | ||
| 2291 | 2007.08.22 01:00 | close | 764 | 0.50 | 114.266 | 116.063 | 113.163 | 9214.24 | 2362643.20 |
| 2292 | 2007.08.22 08:55 | close | 763 | 0.50 | 114.419 | 112.751 | 115.651 | 3754.43 | 2366397.63 |
| 2293 | 2007.08.23 08:05 | buy | 765 | 0.70 | 115.756 | 0.000 | 0.000 | ||
| 2294 | 2007.08.23 08:05 | modify | 765 | 0.70 | 115.756 | 114.456 | 116.156 | ||
| 2295 | 2007.08.23 09:10 | close | 765 | 0.70 | 115.892 | 114.456 | 116.156 | 9520.00 | 2375917.63 |
| 2296 | 2007.08.23 18:45 | buy | 766 | 0.70 | 115.953 | 0.000 | 0.000 | ||
| 2297 | 2007.08.23 18:45 | modify | 766 | 0.70 | 115.953 | 114.653 | 116.353 | ||
| 2298 | 2007.08.23 19:35 | buy | 767 | 0.50 | 115.796 | 0.000 | 0.000 | ||
| 2299 | 2007.08.23 19:35 | modify | 767 | 0.50 | 115.796 | 114.196 | 117.096 | ||
| 2300 | 2007.08.23 20:55 | sell | 768 | 0.50 | 115.901 | 0.000 | 0.000 | ||
| 2301 | 2007.08.23 20:55 | modify | 768 | 0.50 | 115.901 | 117.501 | 114.601 | ||
| 2302 | 2007.08.23 21:10 | close | 766 | 0.70 | 116.143 | 114.653 | 116.353 | 13300.00 | 2389217.63 |
| 2303 | 2007.08.23 23:20 | close | 767 | 0.50 | 116.330 | 114.196 | 117.096 | 26700.00 | 2415917.63 |
| 2304 | 2007.08.24 02:05 | close | 768 | 0.50 | 115.915 | 117.501 | 114.601 | -1345.53 | 2414572.10 |
| 2305 | 2007.08.24 04:40 | sell | 769 | 0.50 | 116.321 | 0.000 | 0.000 | ||
| 2306 | 2007.08.24 04:40 | modify | 769 | 0.50 | 116.321 | 117.921 | 115.021 | ||
| 2307 | 2007.08.24 06:40 | buy | 770 | 0.50 | 116.206 | 0.000 | 0.000 | ||
| 2308 | 2007.08.24 06:40 | modify | 770 | 0.50 | 116.206 | 114.606 | 117.506 | ||
| 2309 | 2007.08.24 07:10 | close | 769 | 0.50 | 116.070 | 117.921 | 115.021 | 12550.00 | 2427122.10 |
| 2310 | 2007.08.24 15:35 | close | 770 | 0.50 | 116.269 | 114.606 | 117.506 | 3150.00 | 2430272.10 |
| 2311 | 2007.08.27 04:30 | buy | 771 | 0.70 | 116.426 | 0.000 | 0.000 | ||
| 2312 | 2007.08.27 04:30 | modify | 771 | 0.70 | 116.426 | 115.126 | 116.826 | ||
| 2313 | 2007.08.27 21:35 | close | 771 | 0.70 | 116.220 | 115.126 | 116.826 | -14420.00 | 2415852.10 |
| 2314 | 2007.08.29 07:00 | sell | 772 | 0.70 | 114.270 | 0.000 | 0.000 | ||
| 2315 | 2007.08.29 07:00 | modify | 772 | 0.70 | 114.270 | 115.570 | 113.870 | ||
| 2316 | 2007.08.29 11:25 | sell | 773 | 0.50 | 114.574 | 0.000 | 0.000 | ||
| 2317 | 2007.08.29 11:25 | modify | 773 | 0.50 | 114.574 | 116.174 | 113.274 | ||
| 2318 | 2007.08.29 18:39 | s/l | 772 | 0.70 | 115.568 | 115.570 | 113.870 | -90860.00 | 2324992.10 |
| 2319 | 2007.08.29 20:20 | buy | 774 | 0.50 | 115.323 | 0.000 | 0.000 | ||
| 2320 | 2007.08.29 20:20 | modify | 774 | 0.50 | 115.323 | 113.723 | 116.623 | ||
| 2321 | 2007.08.29 22:35 | close | 774 | 0.50 | 116.016 | 113.723 | 116.623 | 34650.00 | 2359642.10 |
| 2322 | 2007.08.29 22:59 | s/l | 773 | 0.50 | 116.183 | 116.174 | 113.274 | -80450.00 | 2279192.10 |
| 2323 | 2007.08.30 02:15 | buy | 775 | 0.70 | 115.773 | 0.000 | 0.000 | ||
| 2324 | 2007.08.30 02:15 | modify | 775 | 0.70 | 115.773 | 114.473 | 116.173 | ||
| 2325 | 2007.08.30 05:15 | close | 775 | 0.70 | 115.878 | 114.473 | 116.173 | 7350.00 | 2286542.10 |
| 2326 | 2007.08.30 07:55 | buy | 776 | 0.70 | 115.436 | 0.000 | 0.000 | ||
| 2327 | 2007.08.30 07:55 | modify | 776 | 0.70 | 115.436 | 114.136 | 115.836 | ||
| 2328 | 2007.08.30 08:50 | buy | 777 | 0.50 | 115.276 | 0.000 | 0.000 | ||
| 2329 | 2007.08.30 08:50 | modify | 777 | 0.50 | 115.276 | 113.676 | 116.576 | ||
| 2330 | 2007.08.30 09:40 | close | 776 | 0.70 | 115.610 | 114.136 | 115.836 | 12180.00 | 2298722.10 |
| 2331 | 2007.08.30 15:50 | close | 777 | 0.50 | 115.749 | 113.676 | 116.576 | 23650.00 | 2322372.10 |
| 2332 | 2007.09.05 06:00 | buy | 778 | 0.70 | 116.066 | 0.000 | 0.000 | ||
| 2333 | 2007.09.05 06:00 | modify | 778 | 0.70 | 116.066 | 114.766 | 116.466 | ||
| 2334 | 2007.09.05 11:40 | close | 778 | 0.70 | 115.968 | 114.766 | 116.466 | -6860.00 | 2315512.10 |
| 2335 | 2007.09.06 05:05 | sell | 779 | 0.70 | 115.335 | 0.000 | 0.000 | ||
| 2336 | 2007.09.06 05:05 | modify | 779 | 0.70 | 115.335 | 116.635 | 114.935 | ||
| 2337 | 2007.09.06 08:30 | close | 779 | 0.70 | 115.260 | 116.635 | 114.935 | 5250.00 | 2320762.10 |
| 2338 | 2007.09.10 06:55 | sell | 780 | 0.70 | 113.165 | 0.000 | 0.000 | ||
| 2339 | 2007.09.10 06:55 | modify | 780 | 0.70 | 113.165 | 114.465 | 112.765 | ||
| 2340 | 2007.09.10 14:50 | close | 780 | 0.70 | 113.438 | 114.465 | 112.765 | -19110.00 | 2301652.10 |
| 2341 | 2007.09.10 15:45 | sell | 781 | 0.50 | 113.721 | 0.000 | 0.000 | ||
| 2342 | 2007.09.10 15:45 | modify | 781 | 0.50 | 113.721 | 115.321 | 112.421 | ||
| 2343 | 2007.09.10 17:30 | buy | 782 | 0.50 | 113.516 | 0.000 | 0.000 | ||
| 2344 | 2007.09.10 17:30 | modify | 782 | 0.50 | 113.516 | 111.916 | 114.816 | ||
| 2345 | 2007.09.10 17:45 | close | 781 | 0.50 | 113.317 | 115.321 | 112.421 | 20200.00 | 2321852.10 |
| 2346 | 2007.09.10 20:20 | sell | 783 | 0.50 | 113.541 | 0.000 | 0.000 | ||
| 2347 | 2007.09.10 20:20 | modify | 783 | 0.50 | 113.541 | 115.141 | 112.241 | ||
| 2348 | 2007.09.10 20:35 | close | 782 | 0.50 | 113.593 | 111.916 | 114.816 | 3850.00 | 2325702.10 |
| 2349 | 2007.09.11 02:20 | close | 783 | 0.50 | 113.515 | 115.141 | 112.241 | 668.22 | 2326370.31 |
| 2350 | 2007.09.11 02:25 | buy | 784 | 0.70 | 113.481 | 0.000 | 0.000 | ||
| 2351 | 2007.09.11 02:25 | modify | 784 | 0.70 | 113.481 | 112.181 | 113.881 | ||
| 2352 | 2007.09.11 03:05 | close | 784 | 0.70 | 113.655 | 112.181 | 113.881 | 12180.00 | 2338550.31 |
| 2353 | 2007.09.13 23:25 | buy | 785 | 0.70 | 115.180 | 0.000 | 0.000 | ||
| 2354 | 2007.09.13 23:25 | modify | 785 | 0.70 | 115.180 | 113.880 | 115.580 | ||
| 2355 | 2007.09.14 01:55 | buy | 786 | 0.40 | 114.646 | 0.000 | 0.000 | ||
| 2356 | 2007.09.14 01:55 | modify | 786 | 0.40 | 114.646 | 112.296 | 115.696 | ||
| 2357 | 2007.09.14 03:50 | close | 785 | 0.70 | 114.944 | 113.880 | 115.580 | -16020.97 | 2322529.34 |
| 2358 | 2007.09.14 10:00 | close | 786 | 0.40 | 115.331 | 112.296 | 115.696 | 27400.00 | 2349929.34 |
| 2359 | 2007.09.17 07:10 | buy | 787 | 0.70 | 115.225 | 0.000 | 0.000 | ||
| 2360 | 2007.09.17 07:10 | modify | 787 | 0.70 | 115.225 | 113.925 | 115.625 | ||
| 2361 | 2007.09.17 09:00 | close | 787 | 0.70 | 115.271 | 113.925 | 115.625 | 3220.00 | 2353149.34 |
| 2362 | 2007.09.18 21:30 | buy | 788 | 0.70 | 115.501 | 0.000 | 0.000 | ||
| 2363 | 2007.09.18 21:30 | modify | 788 | 0.70 | 115.501 | 114.201 | 115.901 | ||
| 2364 | 2007.09.18 21:35 | close | 788 | 0.70 | 115.630 | 114.201 | 115.901 | 9030.00 | 2362179.34 |
| 2365 | 2007.09.21 00:10 | sell | 789 | 0.70 | 114.754 | 0.000 | 0.000 | ||
| 2366 | 2007.09.21 00:10 | modify | 789 | 0.70 | 114.754 | 116.054 | 114.354 | ||
| 2367 | 2007.09.21 00:55 | close | 789 | 0.70 | 114.645 | 116.054 | 114.354 | 7630.00 | 2369809.34 |
| 2368 | 2007.09.21 02:30 | sell | 790 | 0.70 | 114.848 | 0.000 | 0.000 | ||
| 2369 | 2007.09.21 02:30 | modify | 790 | 0.70 | 114.848 | 116.148 | 114.448 | ||
| 2370 | 2007.09.21 07:55 | close | 790 | 0.70 | 114.841 | 116.148 | 114.448 | 490.00 | 2370299.34 |
| 2371 | 2007.09.21 12:40 | sell | 791 | 0.50 | 115.409 | 0.000 | 0.000 | ||
| 2372 | 2007.09.21 12:40 | modify | 791 | 0.50 | 115.409 | 117.009 | 114.109 | ||
| 2373 | 2007.09.21 21:15 | close | 791 | 0.50 | 115.418 | 117.009 | 114.109 | -450.00 | 2369849.34 |
| 2374 | 2007.09.24 02:25 | buy | 792 | 0.70 | 115.257 | 0.000 | 0.000 | ||
| 2375 | 2007.09.24 02:25 | modify | 792 | 0.70 | 115.257 | 113.957 | 115.657 | ||
| 2376 | 2007.09.25 01:05 | close | 792 | 0.70 | 114.935 | 113.957 | 115.657 | -22041.91 | 2347807.43 |
| 2377 | 2007.09.25 17:15 | sell | 793 | 0.70 | 114.596 | 0.000 | 0.000 | ||
| 2378 | 2007.09.25 17:15 | modify | 793 | 0.70 | 114.596 | 115.896 | 114.196 | ||
| 2379 | 2007.09.25 17:25 | close | 793 | 0.70 | 114.472 | 115.896 | 114.196 | 8680.00 | 2356487.43 |
| 2380 | 2007.09.26 20:35 | buy | 794 | 0.70 | 115.508 | 0.000 | 0.000 | ||
| 2381 | 2007.09.26 20:35 | modify | 794 | 0.70 | 115.508 | 114.208 | 115.908 | ||
| 2382 | 2007.09.26 22:20 | close | 794 | 0.70 | 115.603 | 114.208 | 115.908 | 6650.00 | 2363137.43 |
| 2383 | 2007.10.01 02:45 | sell | 795 | 0.70 | 114.945 | 0.000 | 0.000 | ||
| 2384 | 2007.10.01 02:45 | modify | 795 | 0.70 | 114.945 | 116.245 | 114.545 | ||
| 2385 | 2007.10.01 02:55 | close | 795 | 0.70 | 114.821 | 116.245 | 114.545 | 8680.00 | 2371817.43 |
| 2386 | 2007.10.04 01:15 | buy | 796 | 0.70 | 116.627 | 0.000 | 0.000 | ||
| 2387 | 2007.10.04 01:15 | modify | 796 | 0.70 | 116.627 | 115.327 | 117.027 | ||
| 2388 | 2007.10.04 03:50 | close | 796 | 0.70 | 116.729 | 115.327 | 117.027 | 7140.00 | 2378957.43 |
| 2389 | 2007.10.04 07:35 | buy | 797 | 0.70 | 116.470 | 0.000 | 0.000 | ||
| 2390 | 2007.10.04 07:35 | modify | 797 | 0.70 | 116.470 | 115.170 | 116.870 | ||
| 2391 | 2007.10.04 09:30 | close | 797 | 0.70 | 116.579 | 115.170 | 116.870 | 7630.00 | 2386587.43 |
| 2392 | 2007.10.08 19:35 | buy | 798 | 0.70 | 117.301 | 0.000 | 0.000 | ||
| 2393 | 2007.10.08 19:35 | modify | 798 | 0.70 | 117.301 | 116.001 | 117.701 | ||
| 2394 | 2007.10.08 23:00 | close | 798 | 0.70 | 117.410 | 116.001 | 117.701 | 7630.00 | 2394217.43 |
| 2395 | 2007.10.09 01:35 | buy | 799 | 0.70 | 117.312 | 0.000 | 0.000 | ||
| 2396 | 2007.10.09 01:35 | modify | 799 | 0.70 | 117.312 | 116.012 | 117.712 | ||
| 2397 | 2007.10.09 02:30 | close | 799 | 0.70 | 117.421 | 116.012 | 117.712 | 7630.00 | 2401847.43 |
| 2398 | 2007.10.16 23:50 | sell | 800 | 0.70 | 116.845 | 0.000 | 0.000 | ||
| 2399 | 2007.10.16 23:50 | modify | 800 | 0.70 | 116.845 | 118.145 | 116.445 | ||
| 2400 | 2007.10.17 03:20 | close | 800 | 0.70 | 116.861 | 118.145 | 116.445 | -2029.42 | 2399818.01 |