Strategy Tester Report
Copernicus_Triple_Crown_USDJPY_M5_V2
| 通貨ペア | USDJPY-a (USD/JPY) | ||||
| 期間 | 5分足(M5) 2004.01.01 02:00 - 2023.11.30 23:55 (2004.01.01 - 2023.12.01) | ||||
| 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 | Slippage=3; MaxSpread=3; __Logic1__="Copernicus_USDJPY_M5_V1"; MagicNumber1=20052801; Lots1=0.5; maxposition1=1; __Logic2__="The_Divergence_USDJPY_M5_V1"; MagicNumber2=20052811; Lots2=0.4; maxposition2=1; __Logic3__="Utility_Player_JO_USDJPY_M5_V1"; MagicNumber3=20052821; Lots3=0.7; maxposition3=1; | ||||
| テストバー数 | 1487768 | モデルティック数 | 301745721 | 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 | 10000.00 | スプレッド | 変動 | ||
| 純益 | 84071.44 | 総利益 | 309037.54 | 総損失 | -224966.10 |
| プロフィットファクタ | 1.37 | 期待利得 | 16.62 | ||
| 絶対ドローダウン | 2851.80 | 最大ドローダウン | 4251.51 (4.44%) | 相対ドローダウン | 33.89% (3664.47) |
| 総取引数 | 5057 | 売りポジション(勝率%） | 2491 (70.73%) | 買いポジション(勝率%） | 2566 (73.77%) |
| 勝率(%) | 3655 (72.28%) | 負率 (%) | 1402 (27.72%) | ||
| 最大 | 勝トレード | 627.08 | 敗トレード | -993.30 | |
| 平均 | 勝トレード | 84.55 | 敗トレード | -160.46 | |
| 最大 | 連勝(金額) | 29 (1815.33) | 連敗(金額) | 6 (-594.86) | |
| 最大 | 連勝(トレード数) | 2701.42 (11) | 連敗(トレード数) | -2065.52 (3) | |
| 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 |
| 151 | 2004.04.08 00:25 | sell | 51 | 0.50 | 105.288 | 0.000 | 0.000 | ||
| 152 | 2004.04.08 00:25 | modify | 51 | 0.50 | 105.288 | 106.888 | 103.988 | ||
| 153 | 2004.04.08 01:45 | buy | 52 | 0.50 | 105.270 | 0.000 | 0.000 | ||
| 154 | 2004.04.08 01:45 | modify | 52 | 0.50 | 105.270 | 103.670 | 106.570 | ||
| 155 | 2004.04.08 03:00 | close | 52 | 0.50 | 105.409 | 103.670 | 106.570 | 65.94 | 10788.60 |
| 156 | 2004.04.08 13:55 | close | 51 | 0.50 | 105.732 | 106.888 | 103.988 | -209.97 | 10578.63 |
| 157 | 2004.04.09 05:10 | buy | 53 | 0.70 | 106.153 | 0.000 | 0.000 | ||
| 158 | 2004.04.09 05:10 | modify | 53 | 0.70 | 106.153 | 104.853 | 106.553 | ||
| 159 | 2004.04.09 06:55 | close | 53 | 0.70 | 106.265 | 104.853 | 106.553 | 73.77 | 10652.40 |
| 160 | 2004.04.13 09:20 | sell | 54 | 0.70 | 105.324 | 0.000 | 0.000 | ||
| 161 | 2004.04.13 09:20 | modify | 54 | 0.70 | 105.324 | 106.624 | 104.924 | ||
| 162 | 2004.04.13 10:35 | sell | 55 | 0.40 | 105.570 | 0.000 | 0.000 | ||
| 163 | 2004.04.13 10:35 | modify | 55 | 0.40 | 105.570 | 107.920 | 104.520 | ||
| 164 | 2004.04.13 14:30 | sell | 56 | 0.50 | 105.978 | 0.000 | 0.000 | ||
| 165 | 2004.04.13 14:30 | modify | 56 | 0.50 | 105.978 | 107.578 | 104.678 | ||
| 166 | 2004.04.13 16:29 | s/l | 54 | 0.70 | 106.630 | 106.624 | 104.924 | -857.28 | 9795.12 |
| 167 | 2004.04.13 21:50 | close | 56 | 0.50 | 106.694 | 107.578 | 104.678 | -335.57 | 9459.55 |
| 168 | 2004.04.14 15:46 | s/l | 55 | 0.40 | 107.925 | 107.920 | 104.520 | -872.67 | 8586.88 |
| 169 | 2004.04.15 02:55 | buy | 57 | 0.50 | 108.562 | 0.000 | 0.000 | ||
| 170 | 2004.04.15 02:55 | modify | 57 | 0.50 | 108.562 | 106.962 | 109.862 | ||
| 171 | 2004.04.15 03:00 | buy | 58 | 0.70 | 108.406 | 0.000 | 0.000 | ||
| 172 | 2004.04.15 03:00 | modify | 58 | 0.70 | 108.406 | 107.106 | 108.806 | ||
| 173 | 2004.04.15 03:15 | close | 58 | 0.70 | 108.572 | 107.106 | 108.806 | 107.02 | 8693.90 |
| 174 | 2004.04.15 05:50 | sell | 59 | 0.50 | 108.503 | 0.000 | 0.000 | ||
| 175 | 2004.04.15 05:50 | modify | 59 | 0.50 | 108.503 | 110.103 | 107.203 | ||
| 176 | 2004.04.15 06:15 | close | 57 | 0.50 | 108.733 | 106.962 | 109.862 | 78.62 | 8772.52 |
| 177 | 2004.04.15 15:05 | close | 59 | 0.50 | 108.526 | 110.103 | 107.203 | -10.60 | 8761.92 |
| 178 | 2004.04.19 05:10 | sell | 60 | 0.50 | 107.992 | 0.000 | 0.000 | ||
| 179 | 2004.04.19 05:10 | modify | 60 | 0.50 | 107.992 | 109.592 | 106.692 | ||
| 180 | 2004.04.19 08:45 | close | 60 | 0.50 | 107.927 | 109.592 | 106.692 | 30.12 | 8792.04 |
| 181 | 2004.04.20 15:25 | sell | 61 | 0.50 | 107.928 | 0.000 | 0.000 | ||
| 182 | 2004.04.20 15:25 | modify | 61 | 0.50 | 107.928 | 109.528 | 106.628 | ||
| 183 | 2004.04.20 15:35 | sell | 62 | 0.70 | 108.074 | 0.000 | 0.000 | ||
| 184 | 2004.04.20 15:35 | modify | 62 | 0.70 | 108.074 | 109.374 | 107.674 | ||
| 185 | 2004.04.20 20:10 | buy | 63 | 0.50 | 108.322 | 0.000 | 0.000 | ||
| 186 | 2004.04.20 20:10 | modify | 63 | 0.50 | 108.322 | 106.722 | 109.622 | ||
| 187 | 2004.04.20 22:05 | close | 63 | 0.50 | 108.437 | 106.722 | 109.622 | 53.02 | 8845.06 |
| 188 | 2004.04.21 04:05 | close | 61 | 0.50 | 108.603 | 109.528 | 106.628 | -310.76 | 8534.30 |
| 189 | 2004.04.21 04:05 | close | 62 | 0.70 | 108.610 | 109.374 | 107.674 | -345.48 | 8188.82 |
| 190 | 2004.04.21 04:05 | buy | 64 | 0.70 | 108.609 | 0.000 | 0.000 | ||
| 191 | 2004.04.21 04:05 | modify | 64 | 0.70 | 108.609 | 107.309 | 109.009 | ||
| 192 | 2004.04.21 04:50 | close | 64 | 0.70 | 108.789 | 107.309 | 109.009 | 115.81 | 8304.63 |
| 193 | 2004.04.21 07:20 | buy | 65 | 0.50 | 108.738 | 0.000 | 0.000 | ||
| 194 | 2004.04.21 07:20 | modify | 65 | 0.50 | 108.738 | 107.138 | 110.038 | ||
| 195 | 2004.04.21 09:10 | close | 65 | 0.50 | 108.899 | 107.138 | 110.038 | 73.92 | 8378.55 |
| 196 | 2004.04.21 17:20 | buy | 66 | 0.70 | 108.999 | 0.000 | 0.000 | ||
| 197 | 2004.04.21 17:20 | modify | 66 | 0.70 | 108.999 | 107.699 | 109.399 | ||
| 198 | 2004.04.21 18:00 | close | 66 | 0.70 | 109.143 | 107.699 | 109.399 | 92.36 | 8470.91 |
| 199 | 2004.04.22 22:00 | buy | 67 | 0.70 | 109.561 | 0.000 | 0.000 | ||
| 200 | 2004.04.22 22:00 | modify | 67 | 0.70 | 109.561 | 108.261 | 109.961 | ||
| 201 | 2004.04.23 02:25 | close | 67 | 0.70 | 109.483 | 108.261 | 109.961 | -49.87 | 8421.04 |
| 202 | 2004.04.23 15:35 | sell | 68 | 0.70 | 109.302 | 0.000 | 0.000 | ||
| 203 | 2004.04.23 15:35 | modify | 68 | 0.70 | 109.302 | 110.602 | 108.902 | ||
| 204 | 2004.04.23 16:00 | close | 68 | 0.70 | 109.170 | 110.602 | 108.902 | 84.64 | 8505.68 |
| 205 | 2004.04.26 20:50 | sell | 69 | 0.50 | 108.614 | 0.000 | 0.000 | ||
| 206 | 2004.04.26 20:50 | modify | 69 | 0.50 | 108.614 | 110.214 | 107.314 | ||
| 207 | 2004.04.27 02:15 | close | 69 | 0.50 | 108.578 | 110.214 | 107.314 | 16.58 | 8522.26 |
| 208 | 2004.04.28 04:05 | buy | 70 | 0.70 | 109.239 | 0.000 | 0.000 | ||
| 209 | 2004.04.28 04:05 | modify | 70 | 0.70 | 109.239 | 107.939 | 109.639 | ||
| 210 | 2004.04.28 08:20 | close | 70 | 0.70 | 109.197 | 107.939 | 109.639 | -26.92 | 8495.34 |
| 211 | 2004.04.28 13:25 | sell | 71 | 0.70 | 109.200 | 0.000 | 0.000 | ||
| 212 | 2004.04.28 13:25 | modify | 71 | 0.70 | 109.200 | 110.500 | 108.800 | ||
| 213 | 2004.04.29 11:02 | s/l | 71 | 0.70 | 110.505 | 110.500 | 108.800 | -826.53 | 7668.81 |
| 214 | 2004.04.30 02:25 | sell | 72 | 0.50 | 109.980 | 0.000 | 0.000 | ||
| 215 | 2004.04.30 02:25 | modify | 72 | 0.50 | 109.980 | 111.580 | 108.680 | ||
| 216 | 2004.04.30 04:50 | buy | 73 | 0.50 | 110.107 | 0.000 | 0.000 | ||
| 217 | 2004.04.30 04:50 | modify | 73 | 0.50 | 110.107 | 108.507 | 111.407 | ||
| 218 | 2004.04.30 07:35 | close | 72 | 0.50 | 110.119 | 111.580 | 108.680 | -63.11 | 7605.70 |
| 219 | 2004.04.30 09:45 | close | 73 | 0.50 | 110.246 | 108.507 | 111.407 | 63.04 | 7668.74 |
| 220 | 2004.05.06 01:55 | sell | 74 | 0.50 | 108.802 | 0.000 | 0.000 | ||
| 221 | 2004.05.06 01:55 | modify | 74 | 0.50 | 108.802 | 110.402 | 107.502 | ||
| 222 | 2004.05.06 18:35 | buy | 75 | 0.50 | 109.545 | 0.000 | 0.000 | ||
| 223 | 2004.05.06 18:35 | modify | 75 | 0.50 | 109.545 | 107.945 | 110.845 | ||
| 224 | 2004.05.06 18:50 | close | 74 | 0.50 | 109.549 | 110.402 | 107.502 | -340.97 | 7327.77 |
| 225 | 2004.05.06 20:35 | close | 75 | 0.50 | 109.726 | 107.945 | 110.845 | 82.47 | 7410.24 |
| 226 | 2004.05.10 18:05 | sell | 76 | 0.40 | 113.698 | 0.000 | 0.000 | ||
| 227 | 2004.05.10 18:05 | modify | 76 | 0.40 | 113.698 | 116.048 | 112.648 | ||
| 228 | 2004.05.11 02:10 | buy | 77 | 0.50 | 113.681 | 0.000 | 0.000 | ||
| 229 | 2004.05.11 02:10 | modify | 77 | 0.50 | 113.681 | 112.081 | 114.981 | ||
| 230 | 2004.05.11 03:40 | buy | 78 | 0.70 | 113.429 | 0.000 | 0.000 | ||
| 231 | 2004.05.11 03:40 | modify | 78 | 0.70 | 113.429 | 112.129 | 113.829 | ||
| 232 | 2004.05.11 03:45 | close | 76 | 0.40 | 113.434 | 116.048 | 112.648 | 93.09 | 7503.33 |
| 233 | 2004.05.11 07:05 | close | 78 | 0.70 | 113.447 | 112.129 | 113.829 | 11.10 | 7514.43 |
| 234 | 2004.05.11 08:20 | close | 77 | 0.50 | 113.492 | 112.081 | 114.981 | -83.27 | 7431.16 |
| 235 | 2004.05.12 09:20 | sell | 79 | 0.70 | 112.845 | 0.000 | 0.000 | ||
| 236 | 2004.05.12 09:20 | modify | 79 | 0.70 | 112.845 | 114.145 | 112.445 | ||
| 237 | 2004.05.12 10:10 | close | 79 | 0.70 | 112.694 | 114.145 | 112.445 | 93.80 | 7524.96 |
| 238 | 2004.05.12 12:25 | sell | 80 | 0.70 | 112.973 | 0.000 | 0.000 | ||
| 239 | 2004.05.12 12:25 | modify | 80 | 0.70 | 112.973 | 114.273 | 112.573 | ||
| 240 | 2004.05.12 14:10 | close | 80 | 0.70 | 112.863 | 114.273 | 112.573 | 68.23 | 7593.19 |
| 241 | 2004.05.14 03:05 | buy | 81 | 0.70 | 114.464 | 0.000 | 0.000 | ||
| 242 | 2004.05.14 03:05 | modify | 81 | 0.70 | 114.464 | 113.164 | 114.864 | ||
| 243 | 2004.05.14 05:20 | close | 81 | 0.70 | 114.552 | 113.164 | 114.864 | 53.78 | 7646.97 |
| 244 | 2004.05.14 05:55 | sell | 82 | 0.40 | 114.734 | 0.000 | 0.000 | ||
| 245 | 2004.05.14 05:55 | modify | 82 | 0.40 | 114.734 | 117.084 | 113.684 | ||
| 246 | 2004.05.14 09:30 | buy | 83 | 0.70 | 114.438 | 0.000 | 0.000 | ||
| 247 | 2004.05.14 09:30 | modify | 83 | 0.70 | 114.438 | 113.138 | 114.838 | ||
| 248 | 2004.05.14 10:50 | close | 83 | 0.70 | 114.553 | 113.138 | 114.838 | 70.27 | 7717.24 |
| 249 | 2004.05.14 16:55 | close | 82 | 0.40 | 114.057 | 117.084 | 113.684 | 237.43 | 7954.67 |
| 250 | 2004.05.17 14:50 | sell | 84 | 0.70 | 113.670 | 0.000 | 0.000 | ||
| 251 | 2004.05.17 14:50 | modify | 84 | 0.70 | 113.670 | 114.970 | 113.270 | ||
| 252 | 2004.05.17 16:00 | close | 84 | 0.70 | 113.557 | 114.970 | 113.270 | 69.66 | 8024.33 |
| 253 | 2004.05.17 17:30 | sell | 85 | 0.40 | 113.925 | 0.000 | 0.000 | ||
| 254 | 2004.05.17 17:30 | modify | 85 | 0.40 | 113.925 | 116.275 | 112.875 | ||
| 255 | 2004.05.17 18:15 | sell | 86 | 0.50 | 114.112 | 0.000 | 0.000 | ||
| 256 | 2004.05.17 18:15 | modify | 86 | 0.50 | 114.112 | 115.712 | 112.812 | ||
| 257 | 2004.05.18 02:55 | close | 86 | 0.50 | 114.212 | 115.712 | 112.812 | -43.78 | 7980.55 |
| 258 | 2004.05.18 02:55 | buy | 87 | 0.50 | 114.216 | 0.000 | 0.000 | ||
| 259 | 2004.05.18 02:55 | modify | 87 | 0.50 | 114.216 | 112.616 | 115.516 | ||
| 260 | 2004.05.18 08:45 | close | 85 | 0.40 | 113.958 | 116.275 | 112.875 | -11.58 | 7968.97 |
| 261 | 2004.05.18 17:10 | close | 87 | 0.50 | 114.046 | 112.616 | 115.516 | -74.53 | 7894.44 |
| 262 | 2004.05.18 17:40 | sell | 88 | 0.50 | 114.123 | 0.000 | 0.000 | ||
| 263 | 2004.05.18 17:40 | modify | 88 | 0.50 | 114.123 | 115.723 | 112.823 | ||
| 264 | 2004.05.19 02:15 | close | 88 | 0.50 | 113.942 | 115.723 | 112.823 | 79.43 | 7973.87 |
| 265 | 2004.05.19 22:05 | sell | 89 | 0.50 | 112.822 | 0.000 | 0.000 | ||
| 266 | 2004.05.19 22:05 | modify | 89 | 0.50 | 112.822 | 114.422 | 111.522 | ||
| 267 | 2004.05.19 22:55 | sell | 90 | 0.70 | 113.038 | 0.000 | 0.000 | ||
| 268 | 2004.05.19 22:55 | modify | 90 | 0.70 | 113.038 | 114.338 | 112.638 | ||
| 269 | 2004.05.20 00:40 | close | 90 | 0.70 | 112.897 | 114.338 | 112.638 | 87.43 | 8061.30 |
| 270 | 2004.05.20 05:20 | close | 89 | 0.50 | 112.799 | 114.422 | 111.522 | 10.20 | 8071.50 |
| 271 | 2004.05.20 09:45 | buy | 91 | 0.50 | 113.487 | 0.000 | 0.000 | ||
| 272 | 2004.05.20 09:45 | modify | 91 | 0.50 | 113.487 | 111.887 | 114.787 | ||
| 273 | 2004.05.20 12:35 | sell | 92 | 0.50 | 113.451 | 0.000 | 0.000 | ||
| 274 | 2004.05.20 12:35 | modify | 92 | 0.50 | 113.451 | 115.051 | 112.151 | ||
| 275 | 2004.05.20 13:20 | close | 92 | 0.50 | 113.150 | 115.051 | 112.151 | 133.02 | 8204.52 |
| 276 | 2004.05.20 13:20 | buy | 93 | 0.70 | 113.151 | 0.000 | 0.000 | ||
| 277 | 2004.05.20 13:20 | modify | 93 | 0.70 | 113.151 | 111.851 | 113.551 | ||
| 278 | 2004.05.20 15:15 | sell | 94 | 0.50 | 113.096 | 0.000 | 0.000 | ||
| 279 | 2004.05.20 15:15 | modify | 94 | 0.50 | 113.096 | 114.696 | 111.796 | ||
| 280 | 2004.05.20 18:00 | close | 91 | 0.50 | 113.207 | 111.887 | 114.787 | -123.67 | 8080.85 |
| 281 | 2004.05.20 18:10 | close | 93 | 0.70 | 113.296 | 111.851 | 113.551 | 89.59 | 8170.44 |
| 282 | 2004.05.20 21:45 | close | 94 | 0.50 | 112.872 | 114.696 | 111.796 | 99.24 | 8269.68 |
| 283 | 2004.05.25 04:55 | buy | 95 | 0.70 | 112.778 | 0.000 | 0.000 | ||
| 284 | 2004.05.25 04:55 | modify | 95 | 0.70 | 112.778 | 111.478 | 113.178 | ||
| 285 | 2004.05.25 05:25 | close | 95 | 0.70 | 112.886 | 111.478 | 113.178 | 66.97 | 8336.65 |
| 286 | 2004.05.26 15:05 | sell | 96 | 0.70 | 111.591 | 0.000 | 0.000 | ||
| 287 | 2004.05.26 15:05 | modify | 96 | 0.70 | 111.591 | 112.891 | 111.191 | ||
| 288 | 2004.05.26 15:35 | close | 96 | 0.70 | 111.464 | 112.891 | 111.191 | 79.76 | 8416.41 |
| 289 | 2004.05.27 11:40 | sell | 97 | 0.70 | 111.553 | 0.000 | 0.000 | ||
| 290 | 2004.05.27 11:40 | modify | 97 | 0.70 | 111.553 | 112.853 | 111.153 | ||
| 291 | 2004.05.27 13:20 | close | 97 | 0.70 | 111.448 | 112.853 | 111.153 | 65.95 | 8482.36 |
| 292 | 2004.06.01 20:55 | buy | 98 | 0.50 | 110.292 | 0.000 | 0.000 | ||
| 293 | 2004.06.01 20:55 | modify | 98 | 0.50 | 110.292 | 108.692 | 111.592 | ||
| 294 | 2004.06.02 01:00 | buy | 99 | 0.70 | 110.461 | 0.000 | 0.000 | ||
| 295 | 2004.06.02 01:00 | modify | 99 | 0.70 | 110.461 | 109.161 | 110.861 | ||
| 296 | 2004.06.02 02:20 | close | 99 | 0.70 | 110.596 | 109.161 | 110.861 | 85.44 | 8567.80 |
| 297 | 2004.06.02 04:10 | close | 98 | 0.50 | 110.775 | 108.692 | 111.592 | 218.00 | 8785.80 |
| 298 | 2004.06.02 09:00 | buy | 100 | 0.70 | 110.554 | 0.000 | 0.000 | ||
| 299 | 2004.06.02 09:00 | modify | 100 | 0.70 | 110.554 | 109.254 | 110.954 | ||
| 300 | 2004.06.02 11:05 | close | 100 | 0.70 | 110.676 | 109.254 | 110.954 | 77.16 | 8862.96 |