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 |
| 2701 | 2008.01.22 21:10 | modify | 900 | 0.70 | 106.437 | 105.137 | 106.837 | ||
| 2702 | 2008.01.22 22:40 | sell | 901 | 0.50 | 106.574 | 0.000 | 0.000 | ||
| 2703 | 2008.01.22 22:40 | modify | 901 | 0.50 | 106.574 | 108.174 | 105.274 | ||
| 2704 | 2008.01.22 22:40 | close | 900 | 0.70 | 106.573 | 105.137 | 106.837 | 9520.00 | 2657694.10 |
| 2705 | 2008.01.23 05:20 | buy | 902 | 0.70 | 106.635 | 0.000 | 0.000 | ||
| 2706 | 2008.01.23 05:20 | modify | 902 | 0.70 | 106.635 | 105.335 | 107.035 | ||
| 2707 | 2008.01.23 06:05 | close | 901 | 0.50 | 106.486 | 108.174 | 105.274 | 3808.66 | 2661502.76 |
| 2708 | 2008.01.23 09:40 | close | 902 | 0.70 | 106.530 | 105.335 | 107.035 | -7350.00 | 2654152.76 |
| 2709 | 2008.01.23 22:50 | sell | 903 | 0.40 | 106.570 | 0.000 | 0.000 | ||
| 2710 | 2008.01.23 22:50 | modify | 903 | 0.40 | 106.570 | 108.920 | 105.520 | ||
| 2711 | 2008.01.24 10:35 | close | 903 | 0.40 | 105.963 | 108.920 | 105.520 | 22857.09 | 2677009.85 |
| 2712 | 2008.01.25 09:30 | sell | 904 | 0.50 | 107.578 | 0.000 | 0.000 | ||
| 2713 | 2008.01.25 09:30 | modify | 904 | 0.50 | 107.578 | 109.178 | 106.278 | ||
| 2714 | 2008.01.25 13:10 | buy | 905 | 0.50 | 107.591 | 0.000 | 0.000 | ||
| 2715 | 2008.01.25 13:10 | modify | 905 | 0.50 | 107.591 | 105.991 | 108.891 | ||
| 2716 | 2008.01.25 14:00 | close | 904 | 0.50 | 107.527 | 109.178 | 106.278 | 2550.00 | 2679559.85 |
| 2717 | 2008.01.25 14:10 | buy | 906 | 0.70 | 107.364 | 0.000 | 0.000 | ||
| 2718 | 2008.01.25 14:10 | modify | 906 | 0.70 | 107.364 | 106.064 | 107.764 | ||
| 2719 | 2008.01.25 14:30 | close | 906 | 0.70 | 107.508 | 106.064 | 107.764 | 10080.00 | 2689639.85 |
| 2720 | 2008.01.25 17:35 | buy | 907 | 0.70 | 107.364 | 0.000 | 0.000 | ||
| 2721 | 2008.01.25 17:35 | modify | 907 | 0.70 | 107.364 | 106.064 | 107.764 | ||
| 2722 | 2008.01.25 21:25 | sell | 908 | 0.50 | 106.984 | 0.000 | 0.000 | ||
| 2723 | 2008.01.25 21:25 | modify | 908 | 0.50 | 106.984 | 108.584 | 105.684 | ||
| 2724 | 2008.01.28 01:35 | close | 908 | 0.50 | 106.657 | 108.584 | 105.684 | 15756.80 | 2705396.65 |
| 2725 | 2008.01.28 02:15 | close | 907 | 0.70 | 106.950 | 106.064 | 107.764 | -28517.01 | 2676879.64 |
| 2726 | 2008.01.28 04:50 | sell | 909 | 0.50 | 106.755 | 0.000 | 0.000 | ||
| 2727 | 2008.01.28 04:50 | modify | 909 | 0.50 | 106.755 | 108.355 | 105.455 | ||
| 2728 | 2008.01.28 05:35 | close | 909 | 0.50 | 106.571 | 108.355 | 105.455 | 9200.00 | 2686079.64 |
| 2729 | 2008.01.28 09:30 | close | 905 | 0.50 | 106.454 | 105.991 | 108.891 | -56519.29 | 2629560.35 |
| 2730 | 2008.01.28 09:50 | sell | 910 | 0.70 | 106.581 | 0.000 | 0.000 | ||
| 2731 | 2008.01.28 09:50 | modify | 910 | 0.70 | 106.581 | 107.881 | 106.181 | ||
| 2732 | 2008.01.28 11:50 | close | 910 | 0.70 | 106.463 | 107.881 | 106.181 | 8260.00 | 2637820.35 |
| 2733 | 2008.01.28 15:30 | sell | 911 | 0.40 | 106.867 | 0.000 | 0.000 | ||
| 2734 | 2008.01.28 15:30 | modify | 911 | 0.40 | 106.867 | 109.217 | 105.817 | ||
| 2735 | 2008.01.28 16:00 | sell | 912 | 0.50 | 106.907 | 0.000 | 0.000 | ||
| 2736 | 2008.01.28 16:00 | modify | 912 | 0.50 | 106.907 | 108.507 | 105.607 | ||
| 2737 | 2008.01.29 02:55 | close | 912 | 0.50 | 106.748 | 108.507 | 105.607 | 7356.13 | 2645176.49 |
| 2738 | 2008.01.29 04:30 | close | 911 | 0.40 | 106.531 | 109.217 | 105.817 | 12964.91 | 2658141.39 |
| 2739 | 2008.01.31 06:20 | sell | 913 | 0.70 | 106.579 | 0.000 | 0.000 | ||
| 2740 | 2008.01.31 06:20 | modify | 913 | 0.70 | 106.579 | 107.879 | 106.179 | ||
| 2741 | 2008.01.31 07:05 | close | 913 | 0.70 | 106.446 | 107.879 | 106.179 | 9310.00 | 2667451.39 |
| 2742 | 2008.01.31 19:25 | sell | 914 | 0.40 | 106.585 | 0.000 | 0.000 | ||
| 2743 | 2008.01.31 19:25 | modify | 914 | 0.40 | 106.585 | 108.935 | 105.535 | ||
| 2744 | 2008.02.01 15:45 | close | 914 | 0.40 | 105.774 | 108.935 | 105.535 | 31966.95 | 2699418.34 |
| 2745 | 2008.02.04 10:30 | sell | 915 | 0.50 | 106.832 | 0.000 | 0.000 | ||
| 2746 | 2008.02.04 10:30 | modify | 915 | 0.50 | 106.832 | 108.432 | 105.532 | ||
| 2747 | 2008.02.04 16:50 | close | 915 | 0.50 | 106.769 | 108.432 | 105.532 | 3150.00 | 2702568.34 |
| 2748 | 2008.02.05 14:35 | buy | 916 | 0.50 | 107.417 | 0.000 | 0.000 | ||
| 2749 | 2008.02.05 14:35 | modify | 916 | 0.50 | 107.417 | 105.817 | 108.717 | ||
| 2750 | 2008.02.05 21:35 | close | 916 | 0.50 | 106.969 | 105.817 | 108.717 | -22400.00 | 2680168.34 |
| 2751 | 2008.02.05 23:05 | buy | 917 | 0.50 | 106.836 | 0.000 | 0.000 | ||
| 2752 | 2008.02.05 23:05 | modify | 917 | 0.50 | 106.836 | 105.236 | 108.136 | ||
| 2753 | 2008.02.06 15:40 | close | 917 | 0.50 | 106.608 | 105.236 | 108.136 | -11069.17 | 2669099.18 |
| 2754 | 2008.02.07 06:35 | sell | 918 | 0.70 | 106.443 | 0.000 | 0.000 | ||
| 2755 | 2008.02.07 06:35 | modify | 918 | 0.70 | 106.443 | 107.743 | 106.043 | ||
| 2756 | 2008.02.07 11:40 | close | 918 | 0.70 | 106.465 | 107.743 | 106.043 | -1540.00 | 2667559.18 |
| 2757 | 2008.02.08 13:15 | buy | 919 | 0.70 | 107.313 | 0.000 | 0.000 | ||
| 2758 | 2008.02.08 13:15 | modify | 919 | 0.70 | 107.313 | 106.013 | 107.713 | ||
| 2759 | 2008.02.08 13:55 | close | 919 | 0.70 | 107.456 | 106.013 | 107.713 | 10010.00 | 2677569.18 |
| 2760 | 2008.02.11 15:25 | sell | 920 | 0.70 | 107.001 | 0.000 | 0.000 | ||
| 2761 | 2008.02.11 15:25 | modify | 920 | 0.70 | 107.001 | 108.301 | 106.601 | ||
| 2762 | 2008.02.11 16:10 | close | 920 | 0.70 | 106.828 | 108.301 | 106.601 | 12110.00 | 2689679.18 |
| 2763 | 2008.02.14 01:10 | buy | 921 | 0.70 | 108.120 | 0.000 | 0.000 | ||
| 2764 | 2008.02.14 01:10 | modify | 921 | 0.70 | 108.120 | 106.820 | 108.520 | ||
| 2765 | 2008.02.14 01:55 | close | 921 | 0.70 | 108.265 | 106.820 | 108.520 | 10150.00 | 2699829.18 |
| 2766 | 2008.02.14 11:25 | sell | 922 | 0.40 | 108.362 | 0.000 | 0.000 | ||
| 2767 | 2008.02.14 11:25 | modify | 922 | 0.40 | 108.362 | 110.712 | 107.312 | ||
| 2768 | 2008.02.14 18:05 | close | 922 | 0.40 | 108.091 | 110.712 | 107.312 | 10840.00 | 2710669.18 |
| 2769 | 2008.02.15 07:15 | sell | 923 | 0.70 | 107.910 | 0.000 | 0.000 | ||
| 2770 | 2008.02.15 07:15 | modify | 923 | 0.70 | 107.910 | 109.210 | 107.510 | ||
| 2771 | 2008.02.15 11:50 | close | 923 | 0.70 | 108.146 | 109.210 | 107.510 | -16520.00 | 2694149.18 |
| 2772 | 2008.02.15 22:50 | sell | 924 | 0.70 | 107.795 | 0.000 | 0.000 | ||
| 2773 | 2008.02.15 22:50 | modify | 924 | 0.70 | 107.795 | 109.095 | 107.395 | ||
| 2774 | 2008.02.18 05:55 | close | 924 | 0.70 | 107.808 | 109.095 | 107.395 | -1748.53 | 2692400.65 |
| 2775 | 2008.02.18 18:35 | buy | 925 | 0.70 | 108.032 | 0.000 | 0.000 | ||
| 2776 | 2008.02.18 18:35 | modify | 925 | 0.70 | 108.032 | 106.732 | 108.432 | ||
| 2777 | 2008.02.18 18:45 | close | 925 | 0.70 | 108.150 | 106.732 | 108.432 | 8260.00 | 2700660.65 |
| 2778 | 2008.02.19 00:35 | buy | 926 | 0.70 | 108.146 | 0.000 | 0.000 | ||
| 2779 | 2008.02.19 00:35 | modify | 926 | 0.70 | 108.146 | 106.846 | 108.546 | ||
| 2780 | 2008.02.19 02:15 | close | 926 | 0.70 | 108.255 | 106.846 | 108.546 | 7630.00 | 2708290.65 |
| 2781 | 2008.02.19 15:25 | sell | 927 | 0.70 | 107.750 | 0.000 | 0.000 | ||
| 2782 | 2008.02.19 15:25 | modify | 927 | 0.70 | 107.750 | 109.050 | 107.350 | ||
| 2783 | 2008.02.19 15:50 | close | 927 | 0.70 | 107.634 | 109.050 | 107.350 | 8120.00 | 2716410.65 |
| 2784 | 2008.02.19 16:15 | sell | 928 | 0.50 | 107.767 | 0.000 | 0.000 | ||
| 2785 | 2008.02.19 16:15 | modify | 928 | 0.50 | 107.767 | 109.367 | 106.467 | ||
| 2786 | 2008.02.19 16:20 | sell | 929 | 0.70 | 107.806 | 0.000 | 0.000 | ||
| 2787 | 2008.02.19 16:20 | modify | 929 | 0.70 | 107.806 | 109.106 | 107.406 | ||
| 2788 | 2008.02.19 17:05 | close | 929 | 0.70 | 107.686 | 109.106 | 107.406 | 8400.00 | 2724810.65 |
| 2789 | 2008.02.19 18:15 | close | 928 | 0.50 | 107.443 | 109.367 | 106.467 | 16200.00 | 2741010.65 |
| 2790 | 2008.02.19 20:20 | sell | 930 | 0.70 | 107.746 | 0.000 | 0.000 | ||
| 2791 | 2008.02.19 20:20 | modify | 930 | 0.70 | 107.746 | 109.046 | 107.346 | ||
| 2792 | 2008.02.19 21:50 | close | 930 | 0.70 | 107.621 | 109.046 | 107.346 | 8750.00 | 2749760.65 |
| 2793 | 2008.02.21 01:25 | buy | 931 | 0.70 | 107.977 | 0.000 | 0.000 | ||
| 2794 | 2008.02.21 01:25 | modify | 931 | 0.70 | 107.977 | 106.677 | 108.377 | ||
| 2795 | 2008.02.21 02:30 | close | 931 | 0.70 | 108.080 | 106.677 | 108.377 | 7210.00 | 2756970.65 |
| 2796 | 2008.02.22 02:35 | sell | 932 | 0.70 | 107.509 | 0.000 | 0.000 | ||
| 2797 | 2008.02.22 02:35 | modify | 932 | 0.70 | 107.509 | 108.809 | 107.109 | ||
| 2798 | 2008.02.22 04:35 | close | 932 | 0.70 | 107.389 | 108.809 | 107.109 | 8400.00 | 2765370.65 |
| 2799 | 2008.02.22 08:10 | sell | 933 | 0.70 | 107.543 | 0.000 | 0.000 | ||
| 2800 | 2008.02.22 08:10 | modify | 933 | 0.70 | 107.543 | 108.843 | 107.143 | ||
| 2801 | 2008.02.22 08:45 | close | 933 | 0.70 | 107.445 | 108.843 | 107.143 | 6860.00 | 2772230.65 |
| 2802 | 2008.02.22 22:35 | sell | 934 | 0.70 | 107.144 | 0.000 | 0.000 | ||
| 2803 | 2008.02.22 22:35 | modify | 934 | 0.70 | 107.144 | 108.444 | 106.744 | ||
| 2804 | 2008.02.25 08:30 | close | 934 | 0.70 | 107.319 | 108.444 | 106.744 | -13083.67 | 2759146.98 |
| 2805 | 2008.02.25 08:40 | buy | 935 | 0.70 | 107.288 | 0.000 | 0.000 | ||
| 2806 | 2008.02.25 08:40 | modify | 935 | 0.70 | 107.288 | 105.988 | 107.688 | ||
| 2807 | 2008.02.25 09:45 | close | 935 | 0.70 | 107.399 | 105.988 | 107.688 | 7770.00 | 2766916.98 |
| 2808 | 2008.02.25 15:25 | buy | 936 | 0.70 | 107.680 | 0.000 | 0.000 | ||
| 2809 | 2008.02.25 15:25 | modify | 936 | 0.70 | 107.680 | 106.380 | 108.080 | ||
| 2810 | 2008.02.25 17:10 | close | 936 | 0.70 | 107.811 | 106.380 | 108.080 | 9170.00 | 2776086.98 |
| 2811 | 2008.02.26 05:40 | buy | 937 | 0.70 | 107.882 | 0.000 | 0.000 | ||
| 2812 | 2008.02.26 05:40 | modify | 937 | 0.70 | 107.882 | 106.582 | 108.282 | ||
| 2813 | 2008.02.26 08:50 | close | 937 | 0.70 | 107.988 | 106.582 | 108.282 | 7420.00 | 2783506.98 |
| 2814 | 2008.02.29 06:50 | sell | 938 | 0.70 | 104.891 | 0.000 | 0.000 | ||
| 2815 | 2008.02.29 06:50 | modify | 938 | 0.70 | 104.891 | 106.191 | 104.491 | ||
| 2816 | 2008.02.29 07:35 | close | 938 | 0.70 | 104.775 | 106.191 | 104.491 | 8120.00 | 2791626.98 |
| 2817 | 2008.02.29 21:20 | buy | 939 | 0.40 | 103.981 | 0.000 | 0.000 | ||
| 2818 | 2008.02.29 21:20 | modify | 939 | 0.40 | 103.981 | 101.631 | 105.031 | ||
| 2819 | 2008.03.03 06:55 | sell | 940 | 0.70 | 103.270 | 0.000 | 0.000 | ||
| 2820 | 2008.03.03 06:55 | modify | 940 | 0.70 | 103.270 | 104.570 | 102.870 | ||
| 2821 | 2008.03.03 07:55 | close | 940 | 0.70 | 103.146 | 104.570 | 102.870 | 8680.00 | 2800306.98 |
| 2822 | 2008.03.03 08:05 | buy | 941 | 0.50 | 103.067 | 0.000 | 0.000 | ||
| 2823 | 2008.03.03 08:05 | modify | 941 | 0.50 | 103.067 | 101.467 | 104.367 | ||
| 2824 | 2008.03.03 11:45 | sell | 942 | 0.50 | 103.051 | 0.000 | 0.000 | ||
| 2825 | 2008.03.03 11:45 | modify | 942 | 0.50 | 103.051 | 104.651 | 101.751 | ||
| 2826 | 2008.03.03 11:50 | close | 941 | 0.50 | 103.111 | 101.467 | 104.367 | 2200.00 | 2802506.98 |
| 2827 | 2008.03.03 11:50 | sell | 943 | 0.70 | 103.109 | 0.000 | 0.000 | ||
| 2828 | 2008.03.03 11:50 | modify | 943 | 0.70 | 103.109 | 104.409 | 102.709 | ||
| 2829 | 2008.03.03 12:50 | close | 943 | 0.70 | 102.973 | 104.409 | 102.709 | 9520.00 | 2812026.98 |
| 2830 | 2008.03.03 15:20 | sell | 944 | 0.70 | 103.213 | 0.000 | 0.000 | ||
| 2831 | 2008.03.03 15:20 | modify | 944 | 0.70 | 103.213 | 104.513 | 102.813 | ||
| 2832 | 2008.03.03 15:25 | close | 939 | 0.40 | 103.236 | 101.631 | 105.031 | -29543.31 | 2782483.67 |
| 2833 | 2008.03.03 16:20 | close | 944 | 0.70 | 103.104 | 104.513 | 102.813 | 7630.00 | 2790113.67 |
| 2834 | 2008.03.03 21:20 | close | 942 | 0.50 | 103.348 | 104.651 | 101.751 | -14850.00 | 2775263.67 |
| 2835 | 2008.03.04 01:10 | sell | 945 | 0.50 | 103.540 | 0.000 | 0.000 | ||
| 2836 | 2008.03.04 01:10 | modify | 945 | 0.50 | 103.540 | 105.140 | 102.240 | ||
| 2837 | 2008.03.04 02:30 | close | 945 | 0.50 | 103.278 | 105.140 | 102.240 | 13100.00 | 2788363.67 |
| 2838 | 2008.03.04 02:30 | buy | 946 | 0.70 | 103.283 | 0.000 | 0.000 | ||
| 2839 | 2008.03.04 02:30 | modify | 946 | 0.70 | 103.283 | 101.983 | 103.683 | ||
| 2840 | 2008.03.04 03:05 | buy | 947 | 0.50 | 103.247 | 0.000 | 0.000 | ||
| 2841 | 2008.03.04 03:05 | modify | 947 | 0.50 | 103.247 | 101.647 | 104.547 | ||
| 2842 | 2008.03.04 03:50 | sell | 948 | 0.50 | 103.379 | 0.000 | 0.000 | ||
| 2843 | 2008.03.04 03:50 | modify | 948 | 0.50 | 103.379 | 104.979 | 102.079 | ||
| 2844 | 2008.03.04 03:55 | close | 946 | 0.70 | 103.444 | 101.983 | 103.683 | 11270.00 | 2799633.67 |
| 2845 | 2008.03.04 08:35 | close | 947 | 0.50 | 103.468 | 101.647 | 104.547 | 11050.00 | 2810683.67 |
| 2846 | 2008.03.04 09:35 | close | 948 | 0.50 | 103.250 | 104.979 | 102.079 | 6450.00 | 2817133.67 |
| 2847 | 2008.03.05 15:25 | buy | 949 | 0.70 | 103.536 | 0.000 | 0.000 | ||
| 2848 | 2008.03.05 15:25 | modify | 949 | 0.70 | 103.536 | 102.236 | 103.936 | ||
| 2849 | 2008.03.05 17:05 | close | 949 | 0.70 | 103.884 | 102.236 | 103.936 | 24360.00 | 2841493.67 |
| 2850 | 2008.03.06 02:20 | buy | 950 | 0.70 | 103.810 | 0.000 | 0.000 | ||