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 |
| 2551 | 2007.12.05 20:05 | close | 849 | 0.50 | 110.586 | 111.975 | 109.075 | -10550.00 | 2468699.01 |
| 2552 | 2007.12.05 22:20 | close | 850 | 0.70 | 110.715 | 109.363 | 111.063 | 3640.00 | 2472339.01 |
| 2553 | 2007.12.06 08:50 | buy | 851 | 0.70 | 110.765 | 0.000 | 0.000 | ||
| 2554 | 2007.12.06 08:50 | modify | 851 | 0.70 | 110.765 | 109.465 | 111.165 | ||
| 2555 | 2007.12.06 09:40 | close | 851 | 0.70 | 110.951 | 109.465 | 111.165 | 13020.00 | 2485359.01 |
| 2556 | 2007.12.07 07:10 | buy | 852 | 0.70 | 111.256 | 0.000 | 0.000 | ||
| 2557 | 2007.12.07 07:10 | modify | 852 | 0.70 | 111.256 | 109.956 | 111.656 | ||
| 2558 | 2007.12.07 11:35 | close | 852 | 0.70 | 111.380 | 109.956 | 111.656 | 8680.00 | 2494039.01 |
| 2559 | 2007.12.12 07:25 | sell | 853 | 0.70 | 111.035 | 0.000 | 0.000 | ||
| 2560 | 2007.12.12 07:25 | modify | 853 | 0.70 | 111.035 | 112.335 | 110.635 | ||
| 2561 | 2007.12.12 11:40 | close | 853 | 0.70 | 111.102 | 112.335 | 110.635 | -4690.00 | 2489349.01 |
| 2562 | 2007.12.12 22:05 | buy | 854 | 0.70 | 111.989 | 0.000 | 0.000 | ||
| 2563 | 2007.12.12 22:05 | modify | 854 | 0.70 | 111.989 | 110.689 | 112.389 | ||
| 2564 | 2007.12.12 22:50 | close | 854 | 0.70 | 112.085 | 110.689 | 112.389 | 6720.00 | 2496069.01 |
| 2565 | 2007.12.13 02:05 | buy | 855 | 0.70 | 111.971 | 0.000 | 0.000 | ||
| 2566 | 2007.12.13 02:05 | modify | 855 | 0.70 | 111.971 | 110.671 | 112.371 | ||
| 2567 | 2007.12.13 12:55 | close | 855 | 0.70 | 111.882 | 110.671 | 112.371 | -6230.00 | 2489839.01 |
| 2568 | 2007.12.14 08:50 | buy | 856 | 0.70 | 112.315 | 0.000 | 0.000 | ||
| 2569 | 2007.12.14 08:50 | modify | 856 | 0.70 | 112.315 | 111.015 | 112.715 | ||
| 2570 | 2007.12.14 09:25 | close | 856 | 0.70 | 112.421 | 111.015 | 112.715 | 7420.00 | 2497259.01 |
| 2571 | 2007.12.17 02:15 | buy | 857 | 0.70 | 113.165 | 0.000 | 0.000 | ||
| 2572 | 2007.12.17 02:15 | modify | 857 | 0.70 | 113.165 | 111.865 | 113.565 | ||
| 2573 | 2007.12.17 02:55 | close | 857 | 0.70 | 113.297 | 111.865 | 113.565 | 9240.00 | 2506499.01 |
| 2574 | 2007.12.24 07:25 | buy | 858 | 0.70 | 114.018 | 0.000 | 0.000 | ||
| 2575 | 2007.12.24 07:25 | modify | 858 | 0.70 | 114.018 | 112.718 | 114.418 | ||
| 2576 | 2007.12.24 09:10 | close | 858 | 0.70 | 114.183 | 112.718 | 114.418 | 11550.00 | 2518049.01 |
| 2577 | 2007.12.26 07:05 | buy | 859 | 0.70 | 114.123 | 0.000 | 0.000 | ||
| 2578 | 2007.12.26 07:05 | modify | 859 | 0.70 | 114.123 | 112.823 | 114.523 | ||
| 2579 | 2007.12.26 10:35 | close | 859 | 0.70 | 114.240 | 112.823 | 114.523 | 8190.00 | 2526239.01 |
| 2580 | 2007.12.28 00:45 | sell | 860 | 0.70 | 113.838 | 0.000 | 0.000 | ||
| 2581 | 2007.12.28 00:45 | modify | 860 | 0.70 | 113.838 | 115.138 | 113.438 | ||
| 2582 | 2007.12.28 04:00 | close | 860 | 0.70 | 113.583 | 115.138 | 113.438 | 17850.00 | 2544089.01 |
| 2583 | 2008.01.02 10:05 | sell | 861 | 0.70 | 111.798 | 0.000 | 0.000 | ||
| 2584 | 2008.01.02 10:05 | modify | 861 | 0.70 | 111.798 | 113.098 | 111.398 | ||
| 2585 | 2008.01.02 10:35 | close | 861 | 0.70 | 111.616 | 113.098 | 111.398 | 12740.00 | 2556829.01 |
| 2586 | 2008.01.03 15:20 | sell | 862 | 0.70 | 109.185 | 0.000 | 0.000 | ||
| 2587 | 2008.01.03 15:20 | modify | 862 | 0.70 | 109.185 | 110.485 | 108.785 | ||
| 2588 | 2008.01.03 17:30 | sell | 863 | 0.50 | 109.602 | 0.000 | 0.000 | ||
| 2589 | 2008.01.03 17:30 | modify | 863 | 0.50 | 109.602 | 111.202 | 108.302 | ||
| 2590 | 2008.01.03 20:05 | buy | 864 | 0.50 | 109.535 | 0.000 | 0.000 | ||
| 2591 | 2008.01.03 20:05 | modify | 864 | 0.50 | 109.535 | 107.935 | 110.835 | ||
| 2592 | 2008.01.03 20:20 | close | 862 | 0.70 | 109.469 | 110.485 | 108.785 | -19880.00 | 2536949.01 |
| 2593 | 2008.01.03 20:25 | close | 863 | 0.50 | 109.332 | 111.202 | 108.302 | 13500.00 | 2550449.01 |
| 2594 | 2008.01.03 23:15 | sell | 865 | 0.50 | 109.377 | 0.000 | 0.000 | ||
| 2595 | 2008.01.03 23:15 | modify | 865 | 0.50 | 109.377 | 110.977 | 108.077 | ||
| 2596 | 2008.01.04 00:25 | close | 864 | 0.50 | 109.410 | 107.935 | 110.835 | -5911.39 | 2544537.62 |
| 2597 | 2008.01.04 02:10 | buy | 866 | 0.50 | 109.423 | 0.000 | 0.000 | ||
| 2598 | 2008.01.04 02:10 | modify | 866 | 0.50 | 109.423 | 107.823 | 110.723 | ||
| 2599 | 2008.01.04 02:20 | close | 865 | 0.50 | 109.146 | 110.977 | 108.077 | 10942.63 | 2555480.25 |
| 2600 | 2008.01.04 06:55 | close | 866 | 0.50 | 109.291 | 107.823 | 110.723 | -6600.00 | 2548880.25 |
| 2601 | 2008.01.04 07:35 | sell | 867 | 0.50 | 109.448 | 0.000 | 0.000 | ||
| 2602 | 2008.01.04 07:35 | modify | 867 | 0.50 | 109.448 | 111.048 | 108.148 | ||
| 2603 | 2008.01.04 15:10 | close | 867 | 0.50 | 109.324 | 111.048 | 108.148 | 6200.00 | 2555080.25 |
| 2604 | 2008.01.07 02:45 | sell | 868 | 0.70 | 108.794 | 0.000 | 0.000 | ||
| 2605 | 2008.01.07 02:45 | modify | 868 | 0.70 | 108.794 | 110.094 | 108.394 | ||
| 2606 | 2008.01.07 04:40 | sell | 869 | 0.40 | 108.942 | 0.000 | 0.000 | ||
| 2607 | 2008.01.07 04:40 | modify | 869 | 0.40 | 108.942 | 111.292 | 107.892 | ||
| 2608 | 2008.01.07 07:20 | sell | 870 | 0.50 | 108.969 | 0.000 | 0.000 | ||
| 2609 | 2008.01.07 07:20 | modify | 870 | 0.50 | 108.969 | 110.569 | 107.669 | ||
| 2610 | 2008.01.07 13:40 | close | 868 | 0.70 | 109.295 | 110.094 | 108.394 | -35070.00 | 2520010.25 |
| 2611 | 2008.01.07 14:45 | close | 870 | 0.50 | 109.138 | 110.569 | 107.669 | -8450.00 | 2511560.25 |
| 2612 | 2008.01.07 15:10 | buy | 871 | 0.50 | 109.166 | 0.000 | 0.000 | ||
| 2613 | 2008.01.07 15:10 | modify | 871 | 0.50 | 109.166 | 107.566 | 110.466 | ||
| 2614 | 2008.01.07 16:05 | close | 869 | 0.40 | 108.958 | 111.292 | 107.892 | -640.00 | 2510920.25 |
| 2615 | 2008.01.07 16:50 | sell | 872 | 0.50 | 109.136 | 0.000 | 0.000 | ||
| 2616 | 2008.01.07 16:50 | modify | 872 | 0.50 | 109.136 | 110.736 | 107.836 | ||
| 2617 | 2008.01.07 17:20 | close | 872 | 0.50 | 108.847 | 110.736 | 107.836 | 14450.00 | 2525370.25 |
| 2618 | 2008.01.07 23:10 | close | 871 | 0.50 | 109.196 | 107.566 | 110.466 | 1500.00 | 2526870.25 |
| 2619 | 2008.01.09 04:00 | sell | 873 | 0.70 | 109.125 | 0.000 | 0.000 | ||
| 2620 | 2008.01.09 04:00 | modify | 873 | 0.70 | 109.125 | 110.425 | 108.725 | ||
| 2621 | 2008.01.09 05:20 | close | 873 | 0.70 | 108.991 | 110.425 | 108.725 | 9380.00 | 2536250.25 |
| 2622 | 2008.01.09 11:30 | buy | 874 | 0.50 | 109.167 | 0.000 | 0.000 | ||
| 2623 | 2008.01.09 11:30 | modify | 874 | 0.50 | 109.167 | 107.567 | 110.467 | ||
| 2624 | 2008.01.09 22:20 | close | 874 | 0.50 | 109.610 | 107.567 | 110.467 | 22150.00 | 2558400.25 |
| 2625 | 2008.01.10 04:15 | buy | 875 | 0.70 | 109.750 | 0.000 | 0.000 | ||
| 2626 | 2008.01.10 04:15 | modify | 875 | 0.70 | 109.750 | 108.450 | 110.150 | ||
| 2627 | 2008.01.10 06:45 | close | 875 | 0.70 | 109.849 | 108.450 | 110.150 | 6930.00 | 2565330.25 |
| 2628 | 2008.01.11 18:35 | sell | 876 | 0.50 | 109.109 | 0.000 | 0.000 | ||
| 2629 | 2008.01.11 18:35 | modify | 876 | 0.50 | 109.109 | 110.709 | 107.809 | ||
| 2630 | 2008.01.11 22:20 | close | 876 | 0.50 | 108.824 | 110.709 | 107.809 | 14250.00 | 2579580.25 |
| 2631 | 2008.01.14 18:20 | sell | 877 | 0.70 | 108.161 | 0.000 | 0.000 | ||
| 2632 | 2008.01.14 18:20 | modify | 877 | 0.70 | 108.161 | 109.461 | 107.761 | ||
| 2633 | 2008.01.14 18:25 | close | 877 | 0.70 | 108.045 | 109.461 | 107.761 | 8120.00 | 2587700.25 |
| 2634 | 2008.01.14 20:45 | sell | 878 | 0.50 | 108.194 | 0.000 | 0.000 | ||
| 2635 | 2008.01.14 20:45 | modify | 878 | 0.50 | 108.194 | 109.794 | 106.894 | ||
| 2636 | 2008.01.14 21:25 | sell | 879 | 0.40 | 108.154 | 0.000 | 0.000 | ||
| 2637 | 2008.01.14 21:25 | modify | 879 | 0.40 | 108.154 | 110.504 | 107.104 | ||
| 2638 | 2008.01.14 22:30 | buy | 880 | 0.50 | 108.161 | 0.000 | 0.000 | ||
| 2639 | 2008.01.14 22:30 | modify | 880 | 0.50 | 108.161 | 106.561 | 109.461 | ||
| 2640 | 2008.01.15 01:20 | close | 880 | 0.50 | 108.334 | 106.561 | 109.461 | 8985.01 | 2596685.27 |
| 2641 | 2008.01.15 02:50 | close | 878 | 0.50 | 108.071 | 109.794 | 106.894 | 5549.08 | 2602234.35 |
| 2642 | 2008.01.15 05:40 | close | 879 | 0.40 | 107.919 | 110.504 | 107.104 | 8919.26 | 2611153.61 |
| 2643 | 2008.01.15 13:30 | sell | 881 | 0.50 | 107.671 | 0.000 | 0.000 | ||
| 2644 | 2008.01.15 13:30 | modify | 881 | 0.50 | 107.671 | 109.271 | 106.371 | ||
| 2645 | 2008.01.15 15:35 | close | 881 | 0.50 | 106.947 | 109.271 | 106.371 | 36200.00 | 2647353.61 |
| 2646 | 2008.01.15 20:15 | sell | 882 | 0.50 | 107.165 | 0.000 | 0.000 | ||
| 2647 | 2008.01.15 20:15 | modify | 882 | 0.50 | 107.165 | 108.765 | 105.865 | ||
| 2648 | 2008.01.15 22:05 | close | 882 | 0.50 | 106.957 | 108.765 | 105.865 | 10400.00 | 2657753.61 |
| 2649 | 2008.01.17 00:45 | buy | 883 | 0.50 | 107.449 | 0.000 | 0.000 | ||
| 2650 | 2008.01.17 00:45 | modify | 883 | 0.50 | 107.449 | 105.849 | 108.749 | ||
| 2651 | 2008.01.17 02:20 | sell | 884 | 0.50 | 107.444 | 0.000 | 0.000 | ||
| 2652 | 2008.01.17 02:20 | modify | 884 | 0.50 | 107.444 | 109.044 | 106.144 | ||
| 2653 | 2008.01.17 02:45 | close | 884 | 0.50 | 107.188 | 109.044 | 106.144 | 12800.00 | 2670553.61 |
| 2654 | 2008.01.17 02:50 | buy | 885 | 0.70 | 107.088 | 0.000 | 0.000 | ||
| 2655 | 2008.01.17 02:50 | modify | 885 | 0.70 | 107.088 | 105.788 | 107.488 | ||
| 2656 | 2008.01.17 04:35 | sell | 886 | 0.50 | 107.189 | 0.000 | 0.000 | ||
| 2657 | 2008.01.17 04:35 | modify | 886 | 0.50 | 107.189 | 108.789 | 105.889 | ||
| 2658 | 2008.01.17 05:05 | close | 885 | 0.70 | 107.195 | 105.788 | 107.488 | 7490.00 | 2678043.61 |
| 2659 | 2008.01.17 08:15 | close | 883 | 0.50 | 107.300 | 105.849 | 108.749 | -7450.00 | 2670593.61 |
| 2660 | 2008.01.17 13:05 | close | 886 | 0.50 | 107.271 | 108.789 | 105.889 | -4100.00 | 2666493.61 |
| 2661 | 2008.01.17 13:05 | buy | 887 | 0.70 | 107.269 | 0.000 | 0.000 | ||
| 2662 | 2008.01.17 13:05 | modify | 887 | 0.70 | 107.269 | 105.969 | 107.669 | ||
| 2663 | 2008.01.17 15:40 | close | 887 | 0.70 | 107.282 | 105.969 | 107.669 | 910.00 | 2667403.61 |
| 2664 | 2008.01.17 23:25 | buy | 888 | 0.50 | 106.676 | 0.000 | 0.000 | ||
| 2665 | 2008.01.17 23:25 | modify | 888 | 0.50 | 106.676 | 105.076 | 107.976 | ||
| 2666 | 2008.01.18 02:45 | close | 888 | 0.50 | 106.715 | 105.076 | 107.976 | 2280.03 | 2669683.64 |
| 2667 | 2008.01.18 03:10 | sell | 889 | 0.70 | 106.820 | 0.000 | 0.000 | ||
| 2668 | 2008.01.18 03:10 | modify | 889 | 0.70 | 106.820 | 108.120 | 106.420 | ||
| 2669 | 2008.01.18 03:15 | close | 889 | 0.70 | 106.684 | 108.120 | 106.420 | 9520.00 | 2679203.64 |
| 2670 | 2008.01.18 03:25 | sell | 890 | 0.50 | 106.791 | 0.000 | 0.000 | ||
| 2671 | 2008.01.18 03:25 | modify | 890 | 0.50 | 106.791 | 108.391 | 105.491 | ||
| 2672 | 2008.01.18 04:30 | buy | 891 | 0.50 | 106.615 | 0.000 | 0.000 | ||
| 2673 | 2008.01.18 04:30 | modify | 891 | 0.50 | 106.615 | 105.015 | 107.915 | ||
| 2674 | 2008.01.18 05:45 | close | 891 | 0.50 | 106.951 | 105.015 | 107.915 | 16800.00 | 2696003.64 |
| 2675 | 2008.01.18 05:45 | sell | 892 | 0.70 | 106.953 | 0.000 | 0.000 | ||
| 2676 | 2008.01.18 05:45 | modify | 892 | 0.70 | 106.953 | 108.253 | 106.553 | ||
| 2677 | 2008.01.18 10:15 | close | 892 | 0.70 | 107.032 | 108.253 | 106.553 | -5530.00 | 2690473.64 |
| 2678 | 2008.01.18 14:45 | buy | 893 | 0.50 | 107.347 | 0.000 | 0.000 | ||
| 2679 | 2008.01.18 14:45 | modify | 893 | 0.50 | 107.347 | 105.747 | 108.647 | ||
| 2680 | 2008.01.18 15:55 | close | 890 | 0.50 | 107.221 | 108.391 | 105.491 | -21500.00 | 2668973.64 |
| 2681 | 2008.01.21 01:15 | close | 893 | 0.50 | 106.880 | 105.747 | 108.647 | -23019.54 | 2645954.10 |
| 2682 | 2008.01.21 02:10 | sell | 894 | 0.70 | 106.927 | 0.000 | 0.000 | ||
| 2683 | 2008.01.21 02:10 | modify | 894 | 0.70 | 106.927 | 108.227 | 106.527 | ||
| 2684 | 2008.01.21 02:30 | close | 894 | 0.70 | 106.816 | 108.227 | 106.527 | 7770.00 | 2653724.10 |
| 2685 | 2008.01.21 02:55 | sell | 895 | 0.50 | 106.945 | 0.000 | 0.000 | ||
| 2686 | 2008.01.21 02:55 | modify | 895 | 0.50 | 106.945 | 108.545 | 105.645 | ||
| 2687 | 2008.01.21 04:10 | close | 895 | 0.50 | 106.747 | 108.545 | 105.645 | 9900.00 | 2663624.10 |
| 2688 | 2008.01.21 04:10 | buy | 896 | 0.50 | 106.747 | 0.000 | 0.000 | ||
| 2689 | 2008.01.21 04:10 | modify | 896 | 0.50 | 106.747 | 105.147 | 108.047 | ||
| 2690 | 2008.01.21 15:15 | close | 896 | 0.50 | 106.232 | 105.147 | 108.047 | -25750.00 | 2637874.10 |
| 2691 | 2008.01.21 15:15 | sell | 897 | 0.70 | 106.228 | 0.000 | 0.000 | ||
| 2692 | 2008.01.21 15:15 | modify | 897 | 0.70 | 106.228 | 107.528 | 105.828 | ||
| 2693 | 2008.01.21 15:30 | close | 897 | 0.70 | 106.112 | 107.528 | 105.828 | 8120.00 | 2645994.10 |
| 2694 | 2008.01.22 03:25 | sell | 898 | 0.70 | 106.023 | 0.000 | 0.000 | ||
| 2695 | 2008.01.22 03:25 | modify | 898 | 0.70 | 106.023 | 107.323 | 105.623 | ||
| 2696 | 2008.01.22 06:25 | close | 898 | 0.70 | 106.044 | 107.323 | 105.623 | -1470.00 | 2644524.10 |
| 2697 | 2008.01.22 17:45 | sell | 899 | 0.50 | 106.654 | 0.000 | 0.000 | ||
| 2698 | 2008.01.22 17:45 | modify | 899 | 0.50 | 106.654 | 108.254 | 105.354 | ||
| 2699 | 2008.01.22 21:05 | close | 899 | 0.50 | 106.581 | 108.254 | 105.354 | 3650.00 | 2648174.10 |
| 2700 | 2008.01.22 21:10 | buy | 900 | 0.70 | 106.437 | 0.000 | 0.000 | ||