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 |
| 151 | 2004.04.07 19:20 | sell | 51 | 0.50 | 105.199 | 0.000 | 0.000 | ||
| 152 | 2004.04.07 19:20 | modify | 51 | 0.50 | 105.199 | 106.799 | 103.899 | ||
| 153 | 2004.04.07 23:50 | close | 51 | 0.50 | 105.218 | 106.799 | 103.899 | -950.00 | 1125530.09 |
| 154 | 2004.04.08 00:25 | sell | 52 | 0.50 | 105.289 | 0.000 | 0.000 | ||
| 155 | 2004.04.08 00:25 | modify | 52 | 0.50 | 105.289 | 106.889 | 103.989 | ||
| 156 | 2004.04.08 01:45 | buy | 53 | 0.50 | 105.268 | 0.000 | 0.000 | ||
| 157 | 2004.04.08 01:45 | modify | 53 | 0.50 | 105.268 | 103.668 | 106.568 | ||
| 158 | 2004.04.08 03:00 | close | 53 | 0.50 | 105.410 | 103.668 | 106.568 | 7100.00 | 1132630.09 |
| 159 | 2004.04.08 13:55 | close | 52 | 0.50 | 105.729 | 106.889 | 103.989 | -22000.00 | 1110630.09 |
| 160 | 2004.04.09 05:10 | buy | 54 | 0.70 | 106.145 | 0.000 | 0.000 | ||
| 161 | 2004.04.09 05:10 | modify | 54 | 0.70 | 106.145 | 104.845 | 106.545 | ||
| 162 | 2004.04.09 06:55 | close | 54 | 0.70 | 106.278 | 104.845 | 106.545 | 9310.00 | 1119940.09 |
| 163 | 2004.04.13 09:20 | sell | 55 | 0.70 | 105.330 | 0.000 | 0.000 | ||
| 164 | 2004.04.13 09:20 | modify | 55 | 0.70 | 105.330 | 106.630 | 104.930 | ||
| 165 | 2004.04.13 10:35 | sell | 56 | 0.40 | 105.575 | 0.000 | 0.000 | ||
| 166 | 2004.04.13 10:35 | modify | 56 | 0.40 | 105.575 | 107.925 | 104.525 | ||
| 167 | 2004.04.13 14:30 | sell | 57 | 0.50 | 105.976 | 0.000 | 0.000 | ||
| 168 | 2004.04.13 14:30 | modify | 57 | 0.50 | 105.976 | 107.576 | 104.676 | ||
| 169 | 2004.04.13 16:29 | s/l | 55 | 0.70 | 106.644 | 106.630 | 104.930 | -91980.00 | 1027960.09 |
| 170 | 2004.04.13 21:50 | close | 57 | 0.50 | 106.679 | 107.576 | 104.676 | -35150.00 | 992810.09 |
| 171 | 2004.04.14 15:46 | s/l | 56 | 0.40 | 107.947 | 107.925 | 104.525 | -95353.57 | 897456.52 |
| 172 | 2004.04.15 02:55 | buy | 58 | 0.50 | 108.557 | 0.000 | 0.000 | ||
| 173 | 2004.04.15 02:55 | modify | 58 | 0.50 | 108.557 | 106.957 | 109.857 | ||
| 174 | 2004.04.15 03:00 | buy | 59 | 0.70 | 108.392 | 0.000 | 0.000 | ||
| 175 | 2004.04.15 03:00 | modify | 59 | 0.70 | 108.392 | 107.092 | 108.792 | ||
| 176 | 2004.04.15 03:10 | close | 59 | 0.70 | 108.505 | 107.092 | 108.792 | 7910.00 | 905366.52 |
| 177 | 2004.04.15 05:50 | sell | 60 | 0.50 | 108.500 | 0.000 | 0.000 | ||
| 178 | 2004.04.15 05:50 | modify | 60 | 0.50 | 108.500 | 110.100 | 107.200 | ||
| 179 | 2004.04.15 06:15 | close | 58 | 0.50 | 108.742 | 106.957 | 109.857 | 9250.00 | 914616.52 |
| 180 | 2004.04.15 15:05 | close | 60 | 0.50 | 108.526 | 110.100 | 107.200 | -1300.00 | 913316.52 |
| 181 | 2004.04.19 05:10 | sell | 61 | 0.50 | 108.002 | 0.000 | 0.000 | ||
| 182 | 2004.04.19 05:10 | modify | 61 | 0.50 | 108.002 | 109.602 | 106.702 | ||
| 183 | 2004.04.19 08:45 | close | 61 | 0.50 | 107.923 | 109.602 | 106.702 | 3950.00 | 917266.52 |
| 184 | 2004.04.20 15:25 | sell | 62 | 0.50 | 107.937 | 0.000 | 0.000 | ||
| 185 | 2004.04.20 15:25 | modify | 62 | 0.50 | 107.937 | 109.537 | 106.637 | ||
| 186 | 2004.04.20 15:35 | sell | 63 | 0.70 | 108.080 | 0.000 | 0.000 | ||
| 187 | 2004.04.20 15:35 | modify | 63 | 0.70 | 108.080 | 109.380 | 107.680 | ||
| 188 | 2004.04.20 20:10 | buy | 64 | 0.50 | 108.314 | 0.000 | 0.000 | ||
| 189 | 2004.04.20 20:10 | modify | 64 | 0.50 | 108.314 | 106.714 | 109.614 | ||
| 190 | 2004.04.20 22:05 | close | 64 | 0.50 | 108.437 | 106.714 | 109.614 | 6150.00 | 923416.52 |
| 191 | 2004.04.21 04:05 | close | 62 | 0.50 | 108.600 | 109.537 | 106.637 | -33754.26 | 889662.26 |
| 192 | 2004.04.21 04:05 | close | 63 | 0.70 | 108.608 | 109.380 | 107.680 | -37805.96 | 851856.31 |
| 193 | 2004.04.21 04:05 | buy | 65 | 0.70 | 108.607 | 0.000 | 0.000 | ||
| 194 | 2004.04.21 04:05 | modify | 65 | 0.70 | 108.607 | 107.307 | 109.007 | ||
| 195 | 2004.04.21 04:50 | close | 65 | 0.70 | 108.794 | 107.307 | 109.007 | 13090.00 | 864946.31 |
| 196 | 2004.04.21 07:20 | buy | 66 | 0.50 | 108.734 | 0.000 | 0.000 | ||
| 197 | 2004.04.21 07:20 | modify | 66 | 0.50 | 108.734 | 107.134 | 110.034 | ||
| 198 | 2004.04.21 09:10 | close | 66 | 0.50 | 108.909 | 107.134 | 110.034 | 8750.00 | 873696.31 |
| 199 | 2004.04.21 17:20 | buy | 67 | 0.70 | 108.996 | 0.000 | 0.000 | ||
| 200 | 2004.04.21 17:20 | modify | 67 | 0.70 | 108.996 | 107.696 | 109.396 | ||
| 201 | 2004.04.21 18:00 | close | 67 | 0.70 | 109.148 | 107.696 | 109.396 | 10640.00 | 884336.31 |
| 202 | 2004.04.22 22:00 | buy | 68 | 0.70 | 109.559 | 0.000 | 0.000 | ||
| 203 | 2004.04.22 22:00 | modify | 68 | 0.70 | 109.559 | 108.259 | 109.959 | ||
| 204 | 2004.04.23 02:25 | close | 68 | 0.70 | 109.488 | 108.259 | 109.959 | -4495.75 | 879840.56 |
| 205 | 2004.04.23 15:35 | sell | 69 | 0.70 | 109.302 | 0.000 | 0.000 | ||
| 206 | 2004.04.23 15:35 | modify | 69 | 0.70 | 109.302 | 110.602 | 108.902 | ||
| 207 | 2004.04.23 16:00 | close | 69 | 0.70 | 109.167 | 110.602 | 108.902 | 9450.00 | 889290.56 |
| 208 | 2004.04.26 20:50 | sell | 70 | 0.50 | 108.614 | 0.000 | 0.000 | ||
| 209 | 2004.04.26 20:50 | modify | 70 | 0.50 | 108.614 | 110.214 | 107.314 | ||
| 210 | 2004.04.27 02:15 | close | 70 | 0.50 | 108.574 | 110.214 | 107.314 | 1396.79 | 890687.35 |
| 211 | 2004.04.28 04:05 | buy | 71 | 0.70 | 109.239 | 0.000 | 0.000 | ||
| 212 | 2004.04.28 04:05 | modify | 71 | 0.70 | 109.239 | 107.939 | 109.639 | ||
| 213 | 2004.04.28 08:20 | close | 71 | 0.70 | 109.203 | 107.939 | 109.639 | -2520.00 | 888167.35 |
| 214 | 2004.04.28 13:25 | sell | 72 | 0.70 | 109.197 | 0.000 | 0.000 | ||
| 215 | 2004.04.28 13:25 | modify | 72 | 0.70 | 109.197 | 110.497 | 108.797 | ||
| 216 | 2004.04.29 11:02 | s/l | 72 | 0.70 | 110.497 | 110.497 | 108.797 | -93568.88 | 794598.47 |
| 217 | 2004.04.30 02:25 | sell | 73 | 0.50 | 109.984 | 0.000 | 0.000 | ||
| 218 | 2004.04.30 02:25 | modify | 73 | 0.50 | 109.984 | 111.584 | 108.684 | ||
| 219 | 2004.04.30 04:50 | buy | 74 | 0.50 | 110.106 | 0.000 | 0.000 | ||
| 220 | 2004.04.30 04:50 | modify | 74 | 0.50 | 110.106 | 108.506 | 111.406 | ||
| 221 | 2004.04.30 07:35 | close | 73 | 0.50 | 110.117 | 111.584 | 108.684 | -6650.00 | 787948.47 |
| 222 | 2004.04.30 09:45 | close | 74 | 0.50 | 110.250 | 108.506 | 111.406 | 7200.00 | 795148.47 |
| 223 | 2004.05.06 01:55 | sell | 75 | 0.50 | 108.813 | 0.000 | 0.000 | ||
| 224 | 2004.05.06 01:55 | modify | 75 | 0.50 | 108.813 | 110.413 | 107.513 | ||
| 225 | 2004.05.06 18:35 | buy | 76 | 0.50 | 109.540 | 0.000 | 0.000 | ||
| 226 | 2004.05.06 18:35 | modify | 76 | 0.50 | 109.540 | 107.940 | 110.840 | ||
| 227 | 2004.05.06 18:50 | close | 75 | 0.50 | 109.544 | 110.413 | 107.513 | -36550.00 | 758598.47 |
| 228 | 2004.05.06 20:35 | close | 76 | 0.50 | 109.724 | 107.940 | 110.840 | 9200.00 | 767798.47 |
| 229 | 2004.05.10 18:05 | sell | 77 | 0.40 | 113.709 | 0.000 | 0.000 | ||
| 230 | 2004.05.10 18:05 | modify | 77 | 0.40 | 113.709 | 116.059 | 112.659 | ||
| 231 | 2004.05.11 02:10 | buy | 78 | 0.50 | 113.677 | 0.000 | 0.000 | ||
| 232 | 2004.05.11 02:10 | modify | 78 | 0.50 | 113.677 | 112.077 | 114.977 | ||
| 233 | 2004.05.11 03:40 | buy | 79 | 0.70 | 113.429 | 0.000 | 0.000 | ||
| 234 | 2004.05.11 03:40 | modify | 79 | 0.70 | 113.429 | 112.129 | 113.829 | ||
| 235 | 2004.05.11 03:45 | close | 77 | 0.40 | 113.432 | 116.059 | 112.659 | 10574.80 | 778373.27 |
| 236 | 2004.05.11 07:05 | close | 79 | 0.70 | 113.448 | 112.129 | 113.829 | 1330.00 | 779703.27 |
| 237 | 2004.05.11 08:20 | close | 78 | 0.50 | 113.489 | 112.077 | 114.977 | -9400.00 | 770303.27 |
| 238 | 2004.05.12 09:20 | sell | 80 | 0.70 | 112.853 | 0.000 | 0.000 | ||
| 239 | 2004.05.12 09:20 | modify | 80 | 0.70 | 112.853 | 114.153 | 112.453 | ||
| 240 | 2004.05.12 10:10 | close | 80 | 0.70 | 112.687 | 114.153 | 112.453 | 11620.00 | 781923.27 |
| 241 | 2004.05.12 12:25 | sell | 81 | 0.70 | 112.984 | 0.000 | 0.000 | ||
| 242 | 2004.05.12 12:25 | modify | 81 | 0.70 | 112.984 | 114.284 | 112.584 | ||
| 243 | 2004.05.12 14:10 | close | 81 | 0.70 | 112.860 | 114.284 | 112.584 | 8680.00 | 790603.27 |
| 244 | 2004.05.14 03:05 | buy | 82 | 0.70 | 114.461 | 0.000 | 0.000 | ||
| 245 | 2004.05.14 03:05 | modify | 82 | 0.70 | 114.461 | 113.161 | 114.861 | ||
| 246 | 2004.05.14 05:20 | close | 82 | 0.70 | 114.557 | 113.161 | 114.861 | 6720.00 | 797323.27 |
| 247 | 2004.05.14 05:55 | sell | 83 | 0.40 | 114.736 | 0.000 | 0.000 | ||
| 248 | 2004.05.14 05:55 | modify | 83 | 0.40 | 114.736 | 117.086 | 113.686 | ||
| 249 | 2004.05.14 09:30 | buy | 84 | 0.70 | 114.430 | 0.000 | 0.000 | ||
| 250 | 2004.05.14 09:30 | modify | 84 | 0.70 | 114.430 | 113.130 | 114.830 | ||
| 251 | 2004.05.14 10:50 | close | 84 | 0.70 | 114.551 | 113.130 | 114.830 | 8470.00 | 805793.27 |
| 252 | 2004.05.14 16:55 | close | 83 | 0.40 | 114.057 | 117.086 | 113.686 | 27160.00 | 832953.27 |
| 253 | 2004.05.17 14:50 | sell | 85 | 0.70 | 113.672 | 0.000 | 0.000 | ||
| 254 | 2004.05.17 14:50 | modify | 85 | 0.70 | 113.672 | 114.972 | 113.272 | ||
| 255 | 2004.05.17 16:00 | close | 85 | 0.70 | 113.558 | 114.972 | 113.272 | 7980.00 | 840933.27 |
| 256 | 2004.05.17 17:30 | sell | 86 | 0.40 | 113.922 | 0.000 | 0.000 | ||
| 257 | 2004.05.17 17:30 | modify | 86 | 0.40 | 113.922 | 116.272 | 112.872 | ||
| 258 | 2004.05.17 18:15 | sell | 87 | 0.50 | 114.114 | 0.000 | 0.000 | ||
| 259 | 2004.05.17 18:15 | modify | 87 | 0.50 | 114.114 | 115.714 | 112.814 | ||
| 260 | 2004.05.18 02:55 | close | 87 | 0.50 | 114.217 | 115.714 | 112.814 | -5785.20 | 835148.07 |
| 261 | 2004.05.18 02:55 | buy | 88 | 0.50 | 114.207 | 0.000 | 0.000 | ||
| 262 | 2004.05.18 02:55 | modify | 88 | 0.50 | 114.207 | 112.607 | 115.507 | ||
| 263 | 2004.05.18 08:45 | close | 86 | 0.40 | 113.953 | 116.272 | 112.872 | -1748.16 | 833399.91 |
| 264 | 2004.05.18 17:10 | close | 88 | 0.50 | 114.047 | 112.607 | 115.507 | -8000.00 | 825399.91 |
| 265 | 2004.05.18 17:40 | sell | 89 | 0.50 | 114.130 | 0.000 | 0.000 | ||
| 266 | 2004.05.18 17:40 | modify | 89 | 0.50 | 114.130 | 115.730 | 112.830 | ||
| 267 | 2004.05.19 02:15 | close | 89 | 0.50 | 113.939 | 115.730 | 112.830 | 8914.96 | 834314.86 |
| 268 | 2004.05.19 22:05 | sell | 90 | 0.50 | 112.830 | 0.000 | 0.000 | ||
| 269 | 2004.05.19 22:05 | modify | 90 | 0.50 | 112.830 | 114.430 | 111.530 | ||
| 270 | 2004.05.19 22:55 | sell | 91 | 0.70 | 113.045 | 0.000 | 0.000 | ||
| 271 | 2004.05.19 22:55 | modify | 91 | 0.70 | 113.045 | 114.345 | 112.645 | ||
| 272 | 2004.05.20 00:40 | close | 91 | 0.70 | 112.895 | 114.345 | 112.645 | 7861.33 | 842176.19 |
| 273 | 2004.05.20 05:20 | close | 90 | 0.50 | 112.801 | 114.430 | 111.530 | -434.77 | 841741.42 |
| 274 | 2004.05.20 09:45 | buy | 92 | 0.50 | 113.490 | 0.000 | 0.000 | ||
| 275 | 2004.05.20 09:45 | modify | 92 | 0.50 | 113.490 | 111.890 | 114.790 | ||
| 276 | 2004.05.20 12:35 | sell | 93 | 0.50 | 113.455 | 0.000 | 0.000 | ||
| 277 | 2004.05.20 12:35 | modify | 93 | 0.50 | 113.455 | 115.055 | 112.155 | ||
| 278 | 2004.05.20 13:20 | close | 93 | 0.50 | 113.144 | 115.055 | 112.155 | 15550.00 | 857291.42 |
| 279 | 2004.05.20 13:20 | buy | 94 | 0.70 | 113.149 | 0.000 | 0.000 | ||
| 280 | 2004.05.20 13:20 | modify | 94 | 0.70 | 113.149 | 111.849 | 113.549 | ||
| 281 | 2004.05.20 15:15 | sell | 95 | 0.50 | 113.108 | 0.000 | 0.000 | ||
| 282 | 2004.05.20 15:15 | modify | 95 | 0.50 | 113.108 | 114.708 | 111.808 | ||
| 283 | 2004.05.20 18:00 | close | 92 | 0.50 | 113.210 | 111.890 | 114.790 | -14000.00 | 843291.42 |
| 284 | 2004.05.20 18:10 | close | 94 | 0.70 | 113.306 | 111.849 | 113.549 | 10990.00 | 854281.42 |
| 285 | 2004.05.20 21:45 | close | 95 | 0.50 | 112.862 | 114.708 | 111.808 | 12300.00 | 866581.42 |
| 286 | 2004.05.25 04:55 | buy | 96 | 0.70 | 112.770 | 0.000 | 0.000 | ||
| 287 | 2004.05.25 04:55 | modify | 96 | 0.70 | 112.770 | 111.470 | 113.170 | ||
| 288 | 2004.05.25 05:25 | close | 96 | 0.70 | 112.887 | 111.470 | 113.170 | 8190.00 | 874771.42 |
| 289 | 2004.05.26 15:05 | sell | 97 | 0.70 | 111.602 | 0.000 | 0.000 | ||
| 290 | 2004.05.26 15:05 | modify | 97 | 0.70 | 111.602 | 112.902 | 111.202 | ||
| 291 | 2004.05.26 15:35 | close | 97 | 0.70 | 111.458 | 112.902 | 111.202 | 10080.00 | 884851.42 |
| 292 | 2004.05.27 11:40 | sell | 98 | 0.70 | 111.562 | 0.000 | 0.000 | ||
| 293 | 2004.05.27 11:40 | modify | 98 | 0.70 | 111.562 | 112.862 | 111.162 | ||
| 294 | 2004.05.27 13:15 | close | 98 | 0.70 | 111.465 | 112.862 | 111.162 | 6790.00 | 891641.42 |
| 295 | 2004.06.01 20:55 | buy | 99 | 0.50 | 110.289 | 0.000 | 0.000 | ||
| 296 | 2004.06.01 20:55 | modify | 99 | 0.50 | 110.289 | 108.689 | 111.589 | ||
| 297 | 2004.06.02 01:00 | buy | 100 | 0.70 | 110.461 | 0.000 | 0.000 | ||
| 298 | 2004.06.02 01:00 | modify | 100 | 0.70 | 110.461 | 109.161 | 110.861 | ||
| 299 | 2004.06.02 02:20 | close | 100 | 0.70 | 110.597 | 109.161 | 110.861 | 9520.00 | 901161.42 |
| 300 | 2004.06.02 04:10 | close | 99 | 0.50 | 110.780 | 108.689 | 111.589 | 24892.69 | 926054.11 |