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 |
| 2401 | 2007.10.17 11:20 | sell | 801 | 0.70 | 116.655 | 0.000 | 0.000 | ||
| 2402 | 2007.10.17 11:20 | modify | 801 | 0.70 | 116.655 | 117.955 | 116.255 | ||
| 2403 | 2007.10.17 16:45 | close | 801 | 0.70 | 116.890 | 117.955 | 116.255 | -16450.00 | 2383368.01 |
| 2404 | 2007.10.17 17:05 | buy | 802 | 0.70 | 116.776 | 0.000 | 0.000 | ||
| 2405 | 2007.10.17 17:05 | modify | 802 | 0.70 | 116.776 | 115.476 | 117.176 | ||
| 2406 | 2007.10.17 22:10 | close | 802 | 0.70 | 116.650 | 115.476 | 117.176 | -8820.00 | 2374548.01 |
| 2407 | 2007.10.18 08:40 | sell | 803 | 0.70 | 116.564 | 0.000 | 0.000 | ||
| 2408 | 2007.10.18 08:40 | modify | 803 | 0.70 | 116.564 | 117.864 | 116.164 | ||
| 2409 | 2007.10.18 10:35 | close | 803 | 0.70 | 116.473 | 117.864 | 116.164 | 6370.00 | 2380918.01 |
| 2410 | 2007.10.18 21:05 | sell | 804 | 0.70 | 115.842 | 0.000 | 0.000 | ||
| 2411 | 2007.10.18 21:05 | modify | 804 | 0.70 | 115.842 | 117.142 | 115.442 | ||
| 2412 | 2007.10.18 21:30 | close | 804 | 0.70 | 115.746 | 117.142 | 115.442 | 6720.00 | 2387638.01 |
| 2413 | 2007.10.19 11:00 | sell | 805 | 0.70 | 115.325 | 0.000 | 0.000 | ||
| 2414 | 2007.10.19 11:00 | modify | 805 | 0.70 | 115.325 | 116.625 | 114.925 | ||
| 2415 | 2007.10.19 11:50 | close | 805 | 0.70 | 115.201 | 116.625 | 114.925 | 8680.00 | 2396318.01 |
| 2416 | 2007.10.22 06:50 | sell | 806 | 0.70 | 114.148 | 0.000 | 0.000 | ||
| 2417 | 2007.10.22 06:50 | modify | 806 | 0.70 | 114.148 | 115.448 | 113.748 | ||
| 2418 | 2007.10.22 09:50 | close | 806 | 0.70 | 113.962 | 115.448 | 113.748 | 13020.00 | 2409338.01 |
| 2419 | 2007.10.22 15:25 | sell | 807 | 0.70 | 114.159 | 0.000 | 0.000 | ||
| 2420 | 2007.10.22 15:25 | modify | 807 | 0.70 | 114.159 | 115.459 | 113.759 | ||
| 2421 | 2007.10.22 15:35 | close | 807 | 0.70 | 114.049 | 115.459 | 113.759 | 7700.00 | 2417038.01 |
| 2422 | 2007.10.24 22:15 | sell | 808 | 0.70 | 114.278 | 0.000 | 0.000 | ||
| 2423 | 2007.10.24 22:15 | modify | 808 | 0.70 | 114.278 | 115.578 | 113.878 | ||
| 2424 | 2007.10.24 22:25 | close | 808 | 0.70 | 114.126 | 115.578 | 113.878 | 10640.00 | 2427678.01 |
| 2425 | 2007.10.30 03:50 | buy | 809 | 0.70 | 114.589 | 0.000 | 0.000 | ||
| 2426 | 2007.10.30 03:50 | modify | 809 | 0.70 | 114.589 | 113.289 | 114.989 | ||
| 2427 | 2007.10.30 09:00 | close | 809 | 0.70 | 114.522 | 113.289 | 114.989 | -4690.00 | 2422988.01 |
| 2428 | 2007.11.01 06:55 | buy | 810 | 0.70 | 115.299 | 0.000 | 0.000 | ||
| 2429 | 2007.11.01 06:55 | modify | 810 | 0.70 | 115.299 | 113.999 | 115.699 | ||
| 2430 | 2007.11.01 09:35 | close | 810 | 0.70 | 115.431 | 113.999 | 115.699 | 9240.00 | 2432228.01 |
| 2431 | 2007.11.01 15:30 | buy | 811 | 0.70 | 115.585 | 0.000 | 0.000 | ||
| 2432 | 2007.11.01 15:30 | modify | 811 | 0.70 | 115.585 | 114.285 | 115.985 | ||
| 2433 | 2007.11.01 19:05 | sell | 812 | 0.50 | 114.933 | 0.000 | 0.000 | ||
| 2434 | 2007.11.01 19:05 | modify | 812 | 0.50 | 114.933 | 116.533 | 113.633 | ||
| 2435 | 2007.11.01 20:35 | buy | 813 | 0.50 | 114.862 | 0.000 | 0.000 | ||
| 2436 | 2007.11.01 20:35 | modify | 813 | 0.50 | 114.862 | 113.262 | 116.162 | ||
| 2437 | 2007.11.01 22:30 | close | 812 | 0.50 | 114.723 | 116.533 | 113.633 | 10500.00 | 2442728.01 |
| 2438 | 2007.11.02 03:25 | close | 811 | 0.70 | 114.650 | 114.285 | 115.985 | -64952.79 | 2377775.22 |
| 2439 | 2007.11.02 04:50 | close | 813 | 0.50 | 114.766 | 113.262 | 116.162 | -4444.85 | 2373330.37 |
| 2440 | 2007.11.02 05:00 | sell | 814 | 0.70 | 114.843 | 0.000 | 0.000 | ||
| 2441 | 2007.11.02 05:00 | modify | 814 | 0.70 | 114.843 | 116.143 | 114.443 | ||
| 2442 | 2007.11.02 07:35 | close | 814 | 0.70 | 114.711 | 116.143 | 114.443 | 9240.00 | 2382570.37 |
| 2443 | 2007.11.12 11:20 | sell | 815 | 0.70 | 110.668 | 0.000 | 0.000 | ||
| 2444 | 2007.11.12 11:20 | modify | 815 | 0.70 | 110.668 | 111.968 | 110.268 | ||
| 2445 | 2007.11.12 11:30 | close | 815 | 0.70 | 110.509 | 111.968 | 110.268 | 11130.00 | 2393700.37 |
| 2446 | 2007.11.12 13:20 | buy | 816 | 0.40 | 109.736 | 0.000 | 0.000 | ||
| 2447 | 2007.11.12 13:20 | modify | 816 | 0.40 | 109.736 | 107.386 | 110.786 | ||
| 2448 | 2007.11.12 19:30 | sell | 817 | 0.70 | 110.021 | 0.000 | 0.000 | ||
| 2449 | 2007.11.12 19:30 | modify | 817 | 0.70 | 110.021 | 111.321 | 109.621 | ||
| 2450 | 2007.11.12 19:55 | close | 817 | 0.70 | 109.914 | 111.321 | 109.621 | 7490.00 | 2401190.37 |
| 2451 | 2007.11.12 21:35 | sell | 818 | 0.50 | 110.039 | 0.000 | 0.000 | ||
| 2452 | 2007.11.12 21:35 | modify | 818 | 0.50 | 110.039 | 111.639 | 108.739 | ||
| 2453 | 2007.11.12 22:45 | buy | 819 | 0.50 | 109.872 | 0.000 | 0.000 | ||
| 2454 | 2007.11.12 22:45 | modify | 819 | 0.50 | 109.872 | 108.272 | 111.172 | ||
| 2455 | 2007.11.12 22:50 | close | 818 | 0.50 | 109.804 | 111.639 | 108.739 | 11750.00 | 2412940.37 |
| 2456 | 2007.11.13 01:35 | sell | 820 | 0.50 | 109.630 | 0.000 | 0.000 | ||
| 2457 | 2007.11.13 01:35 | modify | 820 | 0.50 | 109.630 | 111.230 | 108.330 | ||
| 2458 | 2007.11.13 02:30 | close | 819 | 0.50 | 109.801 | 108.272 | 111.172 | -3211.15 | 2409729.23 |
| 2459 | 2007.11.13 02:35 | sell | 821 | 0.70 | 109.857 | 0.000 | 0.000 | ||
| 2460 | 2007.11.13 02:35 | modify | 821 | 0.70 | 109.857 | 111.157 | 109.457 | ||
| 2461 | 2007.11.13 03:00 | close | 816 | 0.40 | 109.989 | 107.386 | 110.786 | 10391.08 | 2420120.31 |
| 2462 | 2007.11.13 05:15 | buy | 822 | 0.50 | 110.125 | 0.000 | 0.000 | ||
| 2463 | 2007.11.13 05:15 | modify | 822 | 0.50 | 110.125 | 108.525 | 111.425 | ||
| 2464 | 2007.11.13 05:45 | close | 821 | 0.70 | 109.930 | 111.157 | 109.457 | -5110.00 | 2415010.31 |
| 2465 | 2007.11.13 08:50 | close | 822 | 0.50 | 110.319 | 108.525 | 111.425 | 9700.00 | 2424710.31 |
| 2466 | 2007.11.13 09:40 | close | 820 | 0.50 | 109.892 | 111.230 | 108.330 | -13100.00 | 2411610.31 |
| 2467 | 2007.11.13 10:30 | buy | 823 | 0.50 | 109.990 | 0.000 | 0.000 | ||
| 2468 | 2007.11.13 10:30 | modify | 823 | 0.50 | 109.990 | 108.390 | 111.290 | ||
| 2469 | 2007.11.13 13:15 | close | 823 | 0.50 | 110.307 | 108.390 | 111.290 | 15850.00 | 2427460.31 |
| 2470 | 2007.11.14 04:20 | buy | 824 | 0.70 | 110.907 | 0.000 | 0.000 | ||
| 2471 | 2007.11.14 04:20 | modify | 824 | 0.70 | 110.907 | 109.607 | 111.307 | ||
| 2472 | 2007.11.14 05:15 | close | 824 | 0.70 | 111.023 | 109.607 | 111.307 | 8120.00 | 2435580.31 |
| 2473 | 2007.11.14 22:55 | buy | 825 | 0.70 | 111.317 | 0.000 | 0.000 | ||
| 2474 | 2007.11.14 22:55 | modify | 825 | 0.70 | 111.317 | 110.017 | 111.717 | ||
| 2475 | 2007.11.14 23:10 | close | 825 | 0.70 | 111.441 | 110.017 | 111.717 | 8680.00 | 2444260.31 |
| 2476 | 2007.11.15 13:20 | sell | 826 | 0.50 | 110.763 | 0.000 | 0.000 | ||
| 2477 | 2007.11.15 13:20 | modify | 826 | 0.50 | 110.763 | 112.363 | 109.463 | ||
| 2478 | 2007.11.15 17:40 | sell | 827 | 0.70 | 110.975 | 0.000 | 0.000 | ||
| 2479 | 2007.11.15 17:40 | modify | 827 | 0.70 | 110.975 | 112.275 | 110.575 | ||
| 2480 | 2007.11.15 18:55 | close | 827 | 0.70 | 110.792 | 112.275 | 110.575 | 12810.00 | 2457070.31 |
| 2481 | 2007.11.15 21:15 | close | 826 | 0.50 | 110.598 | 112.363 | 109.463 | 8250.00 | 2465320.31 |
| 2482 | 2007.11.19 04:35 | buy | 828 | 0.70 | 110.723 | 0.000 | 0.000 | ||
| 2483 | 2007.11.19 04:35 | modify | 828 | 0.70 | 110.723 | 109.423 | 111.123 | ||
| 2484 | 2007.11.19 05:40 | buy | 829 | 0.50 | 110.571 | 0.000 | 0.000 | ||
| 2485 | 2007.11.19 05:40 | modify | 829 | 0.50 | 110.571 | 108.971 | 111.871 | ||
| 2486 | 2007.11.19 09:55 | close | 829 | 0.50 | 110.674 | 108.971 | 111.871 | 5150.00 | 2470470.31 |
| 2487 | 2007.11.20 01:45 | close | 828 | 0.70 | 109.883 | 109.423 | 111.123 | -58324.02 | 2412146.29 |
| 2488 | 2007.11.20 06:50 | sell | 830 | 0.70 | 109.993 | 0.000 | 0.000 | ||
| 2489 | 2007.11.20 06:50 | modify | 830 | 0.70 | 109.993 | 111.293 | 109.593 | ||
| 2490 | 2007.11.20 15:10 | close | 830 | 0.70 | 110.169 | 111.293 | 109.593 | -12320.00 | 2399826.29 |
| 2491 | 2007.11.21 22:10 | sell | 831 | 0.70 | 108.795 | 0.000 | 0.000 | ||
| 2492 | 2007.11.21 22:10 | modify | 831 | 0.70 | 108.795 | 110.095 | 108.395 | ||
| 2493 | 2007.11.21 22:20 | close | 831 | 0.70 | 108.638 | 110.095 | 108.395 | 10990.00 | 2410816.29 |
| 2494 | 2007.11.26 05:00 | buy | 832 | 0.50 | 108.572 | 0.000 | 0.000 | ||
| 2495 | 2007.11.26 05:00 | modify | 832 | 0.50 | 108.572 | 106.972 | 109.872 | ||
| 2496 | 2007.11.26 06:40 | sell | 833 | 0.50 | 108.553 | 0.000 | 0.000 | ||
| 2497 | 2007.11.26 06:40 | modify | 833 | 0.50 | 108.553 | 110.153 | 107.253 | ||
| 2498 | 2007.11.26 09:20 | close | 833 | 0.50 | 108.298 | 110.153 | 107.253 | 12750.00 | 2423566.29 |
| 2499 | 2007.11.27 03:15 | close | 832 | 0.50 | 107.526 | 106.972 | 109.872 | -51967.28 | 2371599.01 |
| 2500 | 2007.11.27 04:55 | sell | 834 | 0.70 | 107.667 | 0.000 | 0.000 | ||
| 2501 | 2007.11.27 04:55 | modify | 834 | 0.70 | 107.667 | 108.967 | 107.267 | ||
| 2502 | 2007.11.27 05:50 | sell | 835 | 0.40 | 108.503 | 0.000 | 0.000 | ||
| 2503 | 2007.11.27 05:50 | modify | 835 | 0.40 | 108.503 | 110.853 | 107.453 | ||
| 2504 | 2007.11.27 08:50 | buy | 836 | 0.50 | 108.172 | 0.000 | 0.000 | ||
| 2505 | 2007.11.27 08:50 | modify | 836 | 0.50 | 108.172 | 106.572 | 109.472 | ||
| 2506 | 2007.11.27 08:50 | close | 834 | 0.70 | 108.166 | 108.967 | 107.267 | -34930.00 | 2336669.01 |
| 2507 | 2007.11.27 11:00 | sell | 837 | 0.50 | 108.196 | 0.000 | 0.000 | ||
| 2508 | 2007.11.27 11:00 | modify | 837 | 0.50 | 108.196 | 109.796 | 106.896 | ||
| 2509 | 2007.11.27 14:25 | close | 837 | 0.50 | 107.907 | 109.796 | 106.896 | 14450.00 | 2351119.01 |
| 2510 | 2007.11.27 15:00 | modify | 835 | 0.40 | 108.503 | 107.736 | 107.453 | ||
| 2511 | 2007.11.27 15:05 | modify | 835 | 0.40 | 108.503 | 107.691 | 107.453 | ||
| 2512 | 2007.11.27 15:07 | s/l | 835 | 0.40 | 107.691 | 107.691 | 107.453 | 32480.00 | 2383599.01 |
| 2513 | 2007.11.27 17:35 | sell | 838 | 0.50 | 108.199 | 0.000 | 0.000 | ||
| 2514 | 2007.11.27 17:35 | modify | 838 | 0.50 | 108.199 | 109.799 | 106.899 | ||
| 2515 | 2007.11.27 17:45 | close | 836 | 0.50 | 108.382 | 106.572 | 109.472 | 10500.00 | 2394099.01 |
| 2516 | 2007.11.27 21:05 | buy | 839 | 0.50 | 108.554 | 0.000 | 0.000 | ||
| 2517 | 2007.11.27 21:05 | modify | 839 | 0.50 | 108.554 | 106.954 | 109.854 | ||
| 2518 | 2007.11.27 21:45 | close | 838 | 0.50 | 108.477 | 109.799 | 106.899 | -13900.00 | 2380199.01 |
| 2519 | 2007.11.27 23:30 | close | 839 | 0.50 | 108.971 | 106.954 | 109.854 | 20850.00 | 2401049.01 |
| 2520 | 2007.11.28 02:45 | buy | 840 | 0.70 | 108.509 | 0.000 | 0.000 | ||
| 2521 | 2007.11.28 02:45 | modify | 840 | 0.70 | 108.509 | 107.209 | 108.909 | ||
| 2522 | 2007.11.28 03:35 | buy | 841 | 0.50 | 108.438 | 0.000 | 0.000 | ||
| 2523 | 2007.11.28 03:35 | modify | 841 | 0.50 | 108.438 | 106.838 | 109.738 | ||
| 2524 | 2007.11.28 03:50 | close | 840 | 0.70 | 108.673 | 107.209 | 108.909 | 11480.00 | 2412529.01 |
| 2525 | 2007.11.28 06:05 | buy | 842 | 0.40 | 108.390 | 0.000 | 0.000 | ||
| 2526 | 2007.11.28 06:05 | modify | 842 | 0.40 | 108.390 | 106.040 | 109.440 | ||
| 2527 | 2007.11.28 09:25 | close | 841 | 0.50 | 108.592 | 106.838 | 109.738 | 7700.00 | 2420229.01 |
| 2528 | 2007.11.28 10:55 | close | 842 | 0.40 | 109.154 | 106.040 | 109.440 | 30560.00 | 2450789.01 |
| 2529 | 2007.11.28 22:00 | buy | 843 | 0.70 | 109.977 | 0.000 | 0.000 | ||
| 2530 | 2007.11.28 22:00 | modify | 843 | 0.70 | 109.977 | 108.677 | 110.377 | ||
| 2531 | 2007.11.28 22:15 | close | 843 | 0.70 | 110.078 | 108.677 | 110.377 | 7070.00 | 2457859.01 |
| 2532 | 2007.11.29 07:05 | buy | 844 | 0.40 | 109.941 | 0.000 | 0.000 | ||
| 2533 | 2007.11.29 07:05 | modify | 844 | 0.40 | 109.941 | 107.591 | 110.991 | ||
| 2534 | 2007.11.29 10:45 | close | 844 | 0.40 | 110.191 | 107.591 | 110.991 | 10000.00 | 2467859.01 |
| 2535 | 2007.11.30 18:20 | buy | 845 | 0.70 | 110.628 | 0.000 | 0.000 | ||
| 2536 | 2007.11.30 18:20 | modify | 845 | 0.70 | 110.628 | 109.328 | 111.028 | ||
| 2537 | 2007.11.30 18:25 | close | 845 | 0.70 | 110.789 | 109.328 | 111.028 | 11270.00 | 2479129.01 |
| 2538 | 2007.12.03 02:45 | buy | 846 | 0.70 | 110.782 | 0.000 | 0.000 | ||
| 2539 | 2007.12.03 02:45 | modify | 846 | 0.70 | 110.782 | 109.482 | 111.182 | ||
| 2540 | 2007.12.03 10:25 | close | 846 | 0.70 | 110.728 | 109.482 | 111.182 | -3780.00 | 2475349.01 |
| 2541 | 2007.12.04 19:50 | sell | 847 | 0.50 | 109.884 | 0.000 | 0.000 | ||
| 2542 | 2007.12.04 19:50 | modify | 847 | 0.50 | 109.884 | 111.484 | 108.584 | ||
| 2543 | 2007.12.04 23:05 | close | 847 | 0.50 | 109.783 | 111.484 | 108.584 | 5050.00 | 2480399.01 |
| 2544 | 2007.12.05 10:50 | buy | 848 | 0.50 | 110.444 | 0.000 | 0.000 | ||
| 2545 | 2007.12.05 10:50 | modify | 848 | 0.50 | 110.444 | 108.844 | 111.744 | ||
| 2546 | 2007.12.05 13:05 | sell | 849 | 0.50 | 110.375 | 0.000 | 0.000 | ||
| 2547 | 2007.12.05 13:05 | modify | 849 | 0.50 | 110.375 | 111.975 | 109.075 | ||
| 2548 | 2007.12.05 15:20 | close | 848 | 0.50 | 110.421 | 108.844 | 111.744 | -1150.00 | 2479249.01 |
| 2549 | 2007.12.05 20:00 | buy | 850 | 0.70 | 110.663 | 0.000 | 0.000 | ||
| 2550 | 2007.12.05 20:00 | modify | 850 | 0.70 | 110.663 | 109.363 | 111.063 | ||