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 |
| 2851 | 2008.03.06 02:20 | modify | 950 | 0.70 | 103.810 | 102.510 | 104.210 | ||
| 2852 | 2008.03.06 05:25 | close | 950 | 0.70 | 103.906 | 102.510 | 104.210 | 6720.00 | 2848213.67 |
| 2853 | 2008.03.07 14:40 | sell | 951 | 0.70 | 102.156 | 0.000 | 0.000 | ||
| 2854 | 2008.03.07 14:40 | modify | 951 | 0.70 | 102.156 | 103.456 | 101.756 | ||
| 2855 | 2008.03.07 15:30 | t/p | 951 | 0.70 | 101.758 | 103.456 | 101.756 | 27860.00 | 2876073.67 |
| 2856 | 2008.03.07 20:00 | sell | 952 | 0.50 | 102.705 | 0.000 | 0.000 | ||
| 2857 | 2008.03.07 20:00 | modify | 952 | 0.50 | 102.705 | 104.305 | 101.405 | ||
| 2858 | 2008.03.07 20:40 | buy | 953 | 0.50 | 102.521 | 0.000 | 0.000 | ||
| 2859 | 2008.03.07 20:40 | modify | 953 | 0.50 | 102.521 | 100.921 | 103.821 | ||
| 2860 | 2008.03.07 21:40 | close | 952 | 0.50 | 102.426 | 104.305 | 101.405 | 13950.00 | 2890023.67 |
| 2861 | 2008.03.07 22:00 | sell | 954 | 0.50 | 102.615 | 0.000 | 0.000 | ||
| 2862 | 2008.03.07 22:00 | modify | 954 | 0.50 | 102.615 | 104.215 | 101.315 | ||
| 2863 | 2008.03.07 22:15 | close | 953 | 0.50 | 102.763 | 100.921 | 103.821 | 12100.00 | 2902123.67 |
| 2864 | 2008.03.10 01:20 | close | 954 | 0.50 | 102.253 | 104.215 | 101.315 | 17530.49 | 2919654.16 |
| 2865 | 2008.03.10 09:55 | buy | 955 | 0.50 | 101.891 | 0.000 | 0.000 | ||
| 2866 | 2008.03.10 09:55 | modify | 955 | 0.50 | 101.891 | 100.291 | 103.191 | ||
| 2867 | 2008.03.10 11:00 | sell | 956 | 0.50 | 102.057 | 0.000 | 0.000 | ||
| 2868 | 2008.03.10 11:00 | modify | 956 | 0.50 | 102.057 | 103.657 | 100.757 | ||
| 2869 | 2008.03.10 11:10 | close | 955 | 0.50 | 102.230 | 100.291 | 103.191 | 16950.00 | 2936604.16 |
| 2870 | 2008.03.10 11:20 | sell | 957 | 0.70 | 102.238 | 0.000 | 0.000 | ||
| 2871 | 2008.03.10 11:20 | modify | 957 | 0.70 | 102.238 | 103.538 | 101.838 | ||
| 2872 | 2008.03.10 11:45 | close | 957 | 0.70 | 102.129 | 103.538 | 101.838 | 7630.00 | 2944234.16 |
| 2873 | 2008.03.10 17:10 | close | 956 | 0.50 | 102.120 | 103.657 | 100.757 | -3150.00 | 2941084.16 |
| 2874 | 2008.03.12 03:40 | buy | 958 | 0.70 | 103.158 | 0.000 | 0.000 | ||
| 2875 | 2008.03.12 03:40 | modify | 958 | 0.70 | 103.158 | 101.858 | 103.558 | ||
| 2876 | 2008.03.12 10:00 | close | 958 | 0.70 | 103.068 | 101.858 | 103.558 | -6300.00 | 2934784.16 |
| 2877 | 2008.03.12 15:45 | buy | 959 | 0.50 | 102.363 | 0.000 | 0.000 | ||
| 2878 | 2008.03.12 15:45 | modify | 959 | 0.50 | 102.363 | 100.763 | 103.663 | ||
| 2879 | 2008.03.12 17:40 | sell | 960 | 0.50 | 102.537 | 0.000 | 0.000 | ||
| 2880 | 2008.03.12 17:40 | modify | 960 | 0.50 | 102.537 | 104.137 | 101.237 | ||
| 2881 | 2008.03.12 18:05 | close | 959 | 0.50 | 102.658 | 100.763 | 103.663 | 14750.00 | 2949534.16 |
| 2882 | 2008.03.12 19:50 | buy | 961 | 0.50 | 102.316 | 0.000 | 0.000 | ||
| 2883 | 2008.03.12 19:50 | modify | 961 | 0.50 | 102.316 | 100.716 | 103.616 | ||
| 2884 | 2008.03.12 20:30 | close | 960 | 0.50 | 102.121 | 104.137 | 101.237 | 20800.00 | 2970334.16 |
| 2885 | 2008.03.12 23:55 | sell | 962 | 0.50 | 101.824 | 0.000 | 0.000 | ||
| 2886 | 2008.03.12 23:55 | modify | 962 | 0.50 | 101.824 | 103.424 | 100.524 | ||
| 2887 | 2008.03.13 00:45 | close | 962 | 0.50 | 101.203 | 103.424 | 100.524 | 29353.48 | 2999687.64 |
| 2888 | 2008.03.13 06:18 | s/l | 961 | 0.50 | 100.719 | 100.716 | 103.616 | -78904.19 | 2920783.45 |
| 2889 | 2008.03.13 15:40 | sell | 963 | 0.70 | 100.558 | 0.000 | 0.000 | ||
| 2890 | 2008.03.13 15:40 | modify | 963 | 0.70 | 100.558 | 101.858 | 100.158 | ||
| 2891 | 2008.03.13 16:15 | close | 963 | 0.70 | 100.452 | 101.858 | 100.158 | 7420.00 | 2928203.45 |
| 2892 | 2008.03.13 18:10 | sell | 964 | 0.70 | 100.624 | 0.000 | 0.000 | ||
| 2893 | 2008.03.13 18:10 | modify | 964 | 0.70 | 100.624 | 101.924 | 100.224 | ||
| 2894 | 2008.03.13 19:05 | sell | 965 | 0.50 | 100.780 | 0.000 | 0.000 | ||
| 2895 | 2008.03.13 19:05 | modify | 965 | 0.50 | 100.780 | 102.380 | 99.480 | ||
| 2896 | 2008.03.13 22:50 | buy | 966 | 0.50 | 100.919 | 0.000 | 0.000 | ||
| 2897 | 2008.03.13 22:50 | modify | 966 | 0.50 | 100.919 | 99.319 | 102.219 | ||
| 2898 | 2008.03.13 22:55 | close | 964 | 0.70 | 100.771 | 101.924 | 100.224 | -10290.00 | 2917913.45 |
| 2899 | 2008.03.14 03:20 | close | 966 | 0.50 | 100.855 | 99.319 | 102.219 | -2888.31 | 2915025.14 |
| 2900 | 2008.03.14 04:55 | buy | 967 | 0.50 | 100.718 | 0.000 | 0.000 | ||
| 2901 | 2008.03.14 04:55 | modify | 967 | 0.50 | 100.718 | 99.118 | 102.018 | ||
| 2902 | 2008.03.14 07:05 | close | 965 | 0.50 | 100.387 | 102.380 | 99.480 | 19090.91 | 2934116.05 |
| 2903 | 2008.03.14 07:15 | buy | 968 | 0.40 | 100.312 | 0.000 | 0.000 | ||
| 2904 | 2008.03.14 07:15 | modify | 968 | 0.40 | 100.312 | 97.962 | 101.362 | ||
| 2905 | 2008.03.14 09:55 | sell | 969 | 0.50 | 100.396 | 0.000 | 0.000 | ||
| 2906 | 2008.03.14 09:55 | modify | 969 | 0.50 | 100.396 | 101.996 | 99.096 | ||
| 2907 | 2008.03.14 11:55 | close | 967 | 0.50 | 100.616 | 99.118 | 102.018 | -5100.00 | 2929016.05 |
| 2908 | 2008.03.14 15:45 | close | 968 | 0.40 | 100.980 | 97.962 | 101.362 | 26720.00 | 2955736.05 |
| 2909 | 2008.03.14 16:35 | close | 969 | 0.50 | 100.355 | 101.996 | 99.096 | 2050.00 | 2957786.05 |
| 2910 | 2008.03.14 18:45 | sell | 970 | 0.50 | 100.347 | 0.000 | 0.000 | ||
| 2911 | 2008.03.14 18:45 | modify | 970 | 0.50 | 100.347 | 101.947 | 99.047 | ||
| 2912 | 2008.03.14 19:40 | buy | 971 | 0.50 | 100.071 | 0.000 | 0.000 | ||
| 2913 | 2008.03.14 19:40 | modify | 971 | 0.50 | 100.071 | 98.471 | 101.371 | ||
| 2914 | 2008.03.14 20:30 | close | 970 | 0.50 | 99.876 | 101.947 | 99.047 | 23550.00 | 2981336.05 |
| 2915 | 2008.03.17 01:00 | s/l | 971 | 0.50 | 98.467 | 98.471 | 101.371 | -79894.91 | 2901441.15 |
| 2916 | 2008.03.17 21:05 | sell | 972 | 0.70 | 97.276 | 0.000 | 0.000 | ||
| 2917 | 2008.03.17 21:05 | modify | 972 | 0.70 | 97.276 | 98.576 | 96.876 | ||
| 2918 | 2008.03.17 21:15 | close | 972 | 0.70 | 97.130 | 98.576 | 96.876 | 10220.00 | 2911661.15 |
| 2919 | 2008.03.17 21:40 | sell | 973 | 0.70 | 97.370 | 0.000 | 0.000 | ||
| 2920 | 2008.03.17 21:40 | modify | 973 | 0.70 | 97.370 | 98.670 | 96.970 | ||
| 2921 | 2008.03.18 00:35 | sell | 974 | 0.50 | 97.527 | 0.000 | 0.000 | ||
| 2922 | 2008.03.18 00:35 | modify | 974 | 0.50 | 97.527 | 99.127 | 96.227 | ||
| 2923 | 2008.03.18 02:50 | buy | 975 | 0.50 | 97.281 | 0.000 | 0.000 | ||
| 2924 | 2008.03.18 02:50 | modify | 975 | 0.50 | 97.281 | 95.681 | 98.581 | ||
| 2925 | 2008.03.18 02:55 | close | 974 | 0.50 | 97.200 | 99.127 | 96.227 | 16350.00 | 2928011.15 |
| 2926 | 2008.03.18 02:55 | close | 973 | 0.70 | 97.202 | 98.670 | 96.970 | 11003.02 | 2939014.17 |
| 2927 | 2008.03.18 09:45 | close | 975 | 0.50 | 97.277 | 95.681 | 98.581 | -200.00 | 2938814.17 |
| 2928 | 2008.03.18 13:25 | buy | 976 | 0.70 | 97.321 | 0.000 | 0.000 | ||
| 2929 | 2008.03.18 13:25 | modify | 976 | 0.70 | 97.321 | 96.021 | 97.721 | ||
| 2930 | 2008.03.18 14:05 | close | 976 | 0.70 | 97.460 | 96.021 | 97.721 | 9730.00 | 2948544.17 |
| 2931 | 2008.03.18 16:15 | sell | 977 | 0.50 | 97.946 | 0.000 | 0.000 | ||
| 2932 | 2008.03.18 16:15 | modify | 977 | 0.50 | 97.946 | 99.546 | 96.646 | ||
| 2933 | 2008.03.18 18:55 | buy | 978 | 0.50 | 98.215 | 0.000 | 0.000 | ||
| 2934 | 2008.03.18 18:55 | modify | 978 | 0.50 | 98.215 | 96.615 | 99.515 | ||
| 2935 | 2008.03.18 20:20 | close | 978 | 0.50 | 98.411 | 96.615 | 99.515 | 9800.00 | 2958344.17 |
| 2936 | 2008.03.18 22:26 | s/l | 977 | 0.50 | 99.551 | 99.546 | 96.646 | -80250.00 | 2878094.17 |
| 2937 | 2008.03.19 03:10 | buy | 979 | 0.70 | 99.604 | 0.000 | 0.000 | ||
| 2938 | 2008.03.19 03:10 | modify | 979 | 0.70 | 99.604 | 98.304 | 100.004 | ||
| 2939 | 2008.03.19 04:05 | close | 979 | 0.70 | 99.845 | 98.304 | 100.004 | 16870.00 | 2894964.17 |
| 2940 | 2008.03.19 06:20 | buy | 980 | 0.70 | 99.377 | 0.000 | 0.000 | ||
| 2941 | 2008.03.19 06:20 | modify | 980 | 0.70 | 99.377 | 98.077 | 99.777 | ||
| 2942 | 2008.03.19 06:25 | close | 980 | 0.70 | 99.588 | 98.077 | 99.777 | 14770.00 | 2909734.17 |
| 2943 | 2008.03.19 07:15 | buy | 981 | 0.70 | 99.268 | 0.000 | 0.000 | ||
| 2944 | 2008.03.19 07:15 | modify | 981 | 0.70 | 99.268 | 97.968 | 99.668 | ||
| 2945 | 2008.03.19 09:35 | close | 981 | 0.70 | 99.383 | 97.968 | 99.668 | 8050.00 | 2917784.17 |
| 2946 | 2008.03.19 11:15 | buy | 982 | 0.50 | 98.893 | 0.000 | 0.000 | ||
| 2947 | 2008.03.19 11:15 | modify | 982 | 0.50 | 98.893 | 97.293 | 100.193 | ||
| 2948 | 2008.03.19 14:40 | close | 982 | 0.50 | 99.077 | 97.293 | 100.193 | 9200.00 | 2926984.17 |
| 2949 | 2008.03.19 16:45 | sell | 983 | 0.40 | 99.576 | 0.000 | 0.000 | ||
| 2950 | 2008.03.19 16:45 | modify | 983 | 0.40 | 99.576 | 101.926 | 98.526 | ||
| 2951 | 2008.03.19 20:00 | buy | 984 | 0.50 | 98.984 | 0.000 | 0.000 | ||
| 2952 | 2008.03.19 20:00 | modify | 984 | 0.50 | 98.984 | 97.384 | 100.284 | ||
| 2953 | 2008.03.19 22:00 | close | 984 | 0.50 | 99.448 | 97.384 | 100.284 | 23200.00 | 2950184.17 |
| 2954 | 2008.03.20 00:35 | modify | 983 | 0.40 | 99.576 | 98.751 | 98.526 | ||
| 2955 | 2008.03.20 00:40 | modify | 983 | 0.40 | 99.576 | 98.726 | 98.526 | ||
| 2956 | 2008.03.20 00:50 | close | 983 | 0.40 | 98.630 | 98.726 | 98.526 | 36519.36 | 2986703.53 |
| 2957 | 2008.03.20 02:30 | sell | 985 | 0.50 | 98.881 | 0.000 | 0.000 | ||
| 2958 | 2008.03.20 02:30 | modify | 985 | 0.50 | 98.881 | 100.481 | 97.581 | ||
| 2959 | 2008.03.20 03:00 | buy | 986 | 0.50 | 98.659 | 0.000 | 0.000 | ||
| 2960 | 2008.03.20 03:00 | modify | 986 | 0.50 | 98.659 | 97.059 | 99.959 | ||
| 2961 | 2008.03.20 04:10 | close | 986 | 0.50 | 99.017 | 97.059 | 99.959 | 17900.00 | 3004603.53 |
| 2962 | 2008.03.20 09:50 | close | 985 | 0.50 | 98.928 | 100.481 | 97.581 | -2350.00 | 3002253.53 |
| 2963 | 2008.03.20 14:15 | buy | 987 | 0.50 | 99.786 | 0.000 | 0.000 | ||
| 2964 | 2008.03.20 14:15 | modify | 987 | 0.50 | 99.786 | 98.186 | 101.086 | ||
| 2965 | 2008.03.20 15:30 | buy | 988 | 0.70 | 99.315 | 0.000 | 0.000 | ||
| 2966 | 2008.03.20 15:30 | modify | 988 | 0.70 | 99.315 | 98.015 | 99.715 | ||
| 2967 | 2008.03.20 17:05 | sell | 989 | 0.50 | 99.384 | 0.000 | 0.000 | ||
| 2968 | 2008.03.20 17:05 | modify | 989 | 0.50 | 99.384 | 100.984 | 98.084 | ||
| 2969 | 2008.03.20 17:10 | close | 988 | 0.70 | 99.452 | 98.015 | 99.715 | 9590.00 | 3011843.53 |
| 2970 | 2008.03.20 18:20 | close | 989 | 0.50 | 98.897 | 100.984 | 98.084 | 24350.00 | 3036193.53 |
| 2971 | 2008.03.20 21:40 | sell | 990 | 0.50 | 99.197 | 0.000 | 0.000 | ||
| 2972 | 2008.03.20 21:40 | modify | 990 | 0.50 | 99.197 | 100.797 | 97.897 | ||
| 2973 | 2008.03.20 23:55 | close | 987 | 0.50 | 99.462 | 98.186 | 101.086 | -16200.00 | 3019993.53 |
| 2974 | 2008.03.21 01:45 | close | 990 | 0.50 | 99.127 | 100.797 | 97.897 | 2947.22 | 3022940.75 |
| 2975 | 2008.03.21 12:40 | buy | 991 | 0.70 | 99.535 | 0.000 | 0.000 | ||
| 2976 | 2008.03.21 12:40 | modify | 991 | 0.70 | 99.535 | 98.235 | 99.935 | ||
| 2977 | 2008.03.21 14:55 | close | 991 | 0.70 | 99.509 | 98.235 | 99.935 | -1820.00 | 3021120.75 |
| 2978 | 2008.03.24 13:15 | buy | 992 | 0.50 | 99.980 | 0.000 | 0.000 | ||
| 2979 | 2008.03.24 13:15 | modify | 992 | 0.50 | 99.980 | 98.380 | 101.280 | ||
| 2980 | 2008.03.24 16:40 | close | 992 | 0.50 | 100.011 | 98.380 | 101.280 | 1550.00 | 3022670.75 |
| 2981 | 2008.03.25 00:55 | buy | 993 | 0.70 | 100.585 | 0.000 | 0.000 | ||
| 2982 | 2008.03.25 00:55 | modify | 993 | 0.70 | 100.585 | 99.285 | 100.985 | ||
| 2983 | 2008.03.25 01:40 | close | 993 | 0.70 | 100.735 | 99.285 | 100.985 | 10500.00 | 3033170.75 |
| 2984 | 2008.03.25 05:35 | buy | 994 | 0.70 | 100.536 | 0.000 | 0.000 | ||
| 2985 | 2008.03.25 05:35 | modify | 994 | 0.70 | 100.536 | 99.236 | 100.936 | ||
| 2986 | 2008.03.25 07:15 | buy | 995 | 0.50 | 100.287 | 0.000 | 0.000 | ||
| 2987 | 2008.03.25 07:15 | modify | 995 | 0.50 | 100.287 | 98.687 | 101.587 | ||
| 2988 | 2008.03.25 09:55 | sell | 996 | 0.50 | 100.319 | 0.000 | 0.000 | ||
| 2989 | 2008.03.25 09:55 | modify | 996 | 0.50 | 100.319 | 101.919 | 99.019 | ||
| 2990 | 2008.03.25 10:05 | close | 994 | 0.70 | 100.389 | 99.236 | 100.936 | -10290.00 | 3022880.75 |
| 2991 | 2008.03.25 10:50 | close | 995 | 0.50 | 100.489 | 98.687 | 101.587 | 10100.00 | 3032980.75 |
| 2992 | 2008.03.25 14:15 | close | 996 | 0.50 | 100.425 | 101.919 | 99.019 | -5300.00 | 3027680.75 |
| 2993 | 2008.03.25 19:10 | sell | 997 | 0.50 | 100.121 | 0.000 | 0.000 | ||
| 2994 | 2008.03.25 19:10 | modify | 997 | 0.50 | 100.121 | 101.721 | 98.821 | ||
| 2995 | 2008.03.25 22:40 | buy | 998 | 0.50 | 100.176 | 0.000 | 0.000 | ||
| 2996 | 2008.03.25 22:40 | modify | 998 | 0.50 | 100.176 | 98.576 | 101.476 | ||
| 2997 | 2008.03.25 23:40 | close | 997 | 0.50 | 100.069 | 101.721 | 98.821 | 2600.00 | 3030280.75 |
| 2998 | 2008.03.26 06:00 | sell | 999 | 0.70 | 100.028 | 0.000 | 0.000 | ||
| 2999 | 2008.03.26 06:00 | modify | 999 | 0.70 | 100.028 | 101.328 | 99.628 | ||
| 3000 | 2008.03.26 06:30 | close | 999 | 0.70 | 99.911 | 101.328 | 99.628 | 8190.00 | 3038470.75 |