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 |
| 3001 | 2008.03.26 09:00 | close | 998 | 0.50 | 100.054 | 98.576 | 101.476 | -5790.34 | 3032680.41 |
| 3002 | 2008.03.26 21:20 | sell | 1000 | 0.50 | 99.435 | 0.000 | 0.000 | ||
| 3003 | 2008.03.26 21:20 | modify | 1000 | 0.50 | 99.435 | 101.035 | 98.135 | ||
| 3004 | 2008.03.26 23:15 | close | 1000 | 0.50 | 99.164 | 101.035 | 98.135 | 13550.00 | 3046230.41 |
| 3005 | 2008.03.27 09:40 | sell | 1001 | 0.70 | 99.120 | 0.000 | 0.000 | ||
| 3006 | 2008.03.27 09:40 | modify | 1001 | 0.70 | 99.120 | 100.420 | 98.720 | ||
| 3007 | 2008.03.27 11:05 | sell | 1002 | 0.40 | 99.441 | 0.000 | 0.000 | ||
| 3008 | 2008.03.27 11:05 | modify | 1002 | 0.40 | 99.441 | 101.791 | 98.391 | ||
| 3009 | 2008.03.27 13:10 | buy | 1003 | 0.50 | 99.475 | 0.000 | 0.000 | ||
| 3010 | 2008.03.27 13:10 | modify | 1003 | 0.50 | 99.475 | 97.875 | 100.775 | ||
| 3011 | 2008.03.27 14:20 | close | 1001 | 0.70 | 99.288 | 100.420 | 98.720 | -11760.00 | 3034470.41 |
| 3012 | 2008.03.27 15:35 | close | 1003 | 0.50 | 99.880 | 97.875 | 100.775 | 20250.00 | 3054720.41 |
| 3013 | 2008.03.27 15:35 | sell | 1004 | 0.50 | 99.873 | 0.000 | 0.000 | ||
| 3014 | 2008.03.27 15:35 | modify | 1004 | 0.50 | 99.873 | 101.473 | 98.573 | ||
| 3015 | 2008.03.27 17:20 | buy | 1005 | 0.50 | 99.756 | 0.000 | 0.000 | ||
| 3016 | 2008.03.27 17:20 | modify | 1005 | 0.50 | 99.756 | 98.156 | 101.056 | ||
| 3017 | 2008.03.27 19:30 | close | 1005 | 0.50 | 100.073 | 98.156 | 101.056 | 15850.00 | 3070570.41 |
| 3018 | 2008.03.27 20:35 | buy | 1006 | 0.50 | 99.839 | 0.000 | 0.000 | ||
| 3019 | 2008.03.27 20:35 | modify | 1006 | 0.50 | 99.839 | 98.239 | 101.139 | ||
| 3020 | 2008.03.27 21:40 | close | 1006 | 0.50 | 100.083 | 98.239 | 101.139 | 12200.00 | 3082770.41 |
| 3021 | 2008.03.27 22:40 | close | 1004 | 0.50 | 99.627 | 101.473 | 98.573 | 12300.00 | 3095070.41 |
| 3022 | 2008.03.28 01:55 | buy | 1007 | 0.50 | 99.576 | 0.000 | 0.000 | ||
| 3023 | 2008.03.28 01:55 | modify | 1007 | 0.50 | 99.576 | 97.976 | 100.876 | ||
| 3024 | 2008.03.28 03:35 | close | 1002 | 0.40 | 99.505 | 101.791 | 98.391 | -3002.93 | 3092067.48 |
| 3025 | 2008.03.28 03:45 | buy | 1008 | 0.40 | 99.445 | 0.000 | 0.000 | ||
| 3026 | 2008.03.28 03:45 | modify | 1008 | 0.40 | 99.445 | 97.095 | 100.495 | ||
| 3027 | 2008.03.28 06:20 | close | 1007 | 0.50 | 99.640 | 97.976 | 100.876 | 3200.00 | 3095267.48 |
| 3028 | 2008.03.28 10:30 | close | 1008 | 0.40 | 99.950 | 97.095 | 100.495 | 20200.00 | 3115467.48 |
| 3029 | 2008.03.28 22:45 | buy | 1009 | 0.50 | 99.227 | 0.000 | 0.000 | ||
| 3030 | 2008.03.28 22:45 | modify | 1009 | 0.50 | 99.227 | 97.627 | 100.527 | ||
| 3031 | 2008.03.31 02:45 | sell | 1010 | 0.50 | 99.148 | 0.000 | 0.000 | ||
| 3032 | 2008.03.31 02:45 | modify | 1010 | 0.50 | 99.148 | 100.748 | 97.848 | ||
| 3033 | 2008.03.31 03:00 | sell | 1011 | 0.70 | 99.345 | 0.000 | 0.000 | ||
| 3034 | 2008.03.31 03:00 | modify | 1011 | 0.70 | 99.345 | 100.645 | 98.945 | ||
| 3035 | 2008.03.31 03:15 | close | 1009 | 0.50 | 99.520 | 97.627 | 100.527 | 14956.50 | 3130423.98 |
| 3036 | 2008.03.31 07:15 | close | 1010 | 0.50 | 99.758 | 100.748 | 97.848 | -30500.00 | 3099923.98 |
| 3037 | 2008.03.31 07:15 | close | 1011 | 0.70 | 99.758 | 100.645 | 98.945 | -28910.00 | 3071013.98 |
| 3038 | 2008.03.31 08:30 | buy | 1012 | 0.50 | 99.570 | 0.000 | 0.000 | ||
| 3039 | 2008.03.31 08:30 | modify | 1012 | 0.50 | 99.570 | 97.970 | 100.870 | ||
| 3040 | 2008.03.31 08:55 | sell | 1013 | 0.50 | 99.757 | 0.000 | 0.000 | ||
| 3041 | 2008.03.31 08:55 | modify | 1013 | 0.50 | 99.757 | 101.357 | 98.457 | ||
| 3042 | 2008.03.31 10:25 | close | 1013 | 0.50 | 99.547 | 101.357 | 98.457 | 10500.00 | 3081513.98 |
| 3043 | 2008.03.31 13:10 | sell | 1014 | 0.50 | 99.545 | 0.000 | 0.000 | ||
| 3044 | 2008.03.31 13:10 | modify | 1014 | 0.50 | 99.545 | 101.145 | 98.245 | ||
| 3045 | 2008.03.31 14:00 | close | 1012 | 0.50 | 99.630 | 97.970 | 100.870 | 3000.00 | 3084513.98 |
| 3046 | 2008.03.31 17:25 | close | 1014 | 0.50 | 99.271 | 101.145 | 98.245 | 13700.00 | 3098213.98 |
| 3047 | 2008.04.02 01:00 | buy | 1015 | 0.70 | 101.759 | 0.000 | 0.000 | ||
| 3048 | 2008.04.02 01:00 | modify | 1015 | 0.70 | 101.759 | 100.459 | 102.159 | ||
| 3049 | 2008.04.02 03:55 | close | 1015 | 0.70 | 101.869 | 100.459 | 102.159 | 7700.00 | 3105913.98 |
| 3050 | 2008.04.02 15:55 | sell | 1016 | 0.40 | 102.422 | 0.000 | 0.000 | ||
| 3051 | 2008.04.02 15:55 | modify | 1016 | 0.40 | 102.422 | 104.772 | 101.372 | ||
| 3052 | 2008.04.02 20:10 | buy | 1017 | 0.70 | 102.434 | 0.000 | 0.000 | ||
| 3053 | 2008.04.02 20:10 | modify | 1017 | 0.70 | 102.434 | 101.134 | 102.834 | ||
| 3054 | 2008.04.02 20:45 | close | 1017 | 0.70 | 102.552 | 101.134 | 102.834 | 8260.00 | 3114173.98 |
| 3055 | 2008.04.02 21:35 | buy | 1018 | 0.50 | 102.429 | 0.000 | 0.000 | ||
| 3056 | 2008.04.02 21:35 | modify | 1018 | 0.50 | 102.429 | 100.829 | 103.729 | ||
| 3057 | 2008.04.02 23:25 | sell | 1019 | 0.50 | 102.414 | 0.000 | 0.000 | ||
| 3058 | 2008.04.02 23:25 | modify | 1019 | 0.50 | 102.414 | 104.014 | 101.114 | ||
| 3059 | 2008.04.03 04:00 | close | 1018 | 0.50 | 102.394 | 100.829 | 103.729 | -798.92 | 3113375.06 |
| 3060 | 2008.04.03 14:05 | close | 1019 | 0.50 | 102.669 | 104.014 | 101.114 | -14455.97 | 3098919.09 |
| 3061 | 2008.04.03 15:40 | buy | 1020 | 0.70 | 102.549 | 0.000 | 0.000 | ||
| 3062 | 2008.04.03 15:40 | modify | 1020 | 0.70 | 102.549 | 101.249 | 102.949 | ||
| 3063 | 2008.04.03 16:00 | close | 1016 | 0.40 | 102.338 | 104.772 | 101.372 | 1995.23 | 3100914.32 |
| 3064 | 2008.04.03 19:45 | close | 1020 | 0.70 | 102.455 | 101.249 | 102.949 | -6580.00 | 3094334.32 |
| 3065 | 2008.04.04 02:15 | sell | 1021 | 0.70 | 102.424 | 0.000 | 0.000 | ||
| 3066 | 2008.04.04 02:15 | modify | 1021 | 0.70 | 102.424 | 103.724 | 102.024 | ||
| 3067 | 2008.04.04 02:45 | sell | 1022 | 0.50 | 102.444 | 0.000 | 0.000 | ||
| 3068 | 2008.04.04 02:45 | modify | 1022 | 0.50 | 102.444 | 104.044 | 101.144 | ||
| 3069 | 2008.04.04 03:20 | close | 1021 | 0.70 | 102.299 | 103.724 | 102.024 | 8750.00 | 3103084.32 |
| 3070 | 2008.04.04 09:45 | close | 1022 | 0.50 | 102.461 | 104.044 | 101.144 | -850.00 | 3102234.32 |
| 3071 | 2008.04.07 03:20 | sell | 1023 | 0.70 | 101.878 | 0.000 | 0.000 | ||
| 3072 | 2008.04.07 03:20 | modify | 1023 | 0.70 | 101.878 | 103.178 | 101.478 | ||
| 3073 | 2008.04.07 04:45 | sell | 1024 | 0.50 | 102.279 | 0.000 | 0.000 | ||
| 3074 | 2008.04.07 04:45 | modify | 1024 | 0.50 | 102.279 | 103.879 | 100.979 | ||
| 3075 | 2008.04.07 16:45 | close | 1024 | 0.50 | 102.490 | 103.879 | 100.979 | -10550.00 | 3091684.32 |
| 3076 | 2008.04.07 16:45 | close | 1023 | 0.70 | 102.487 | 103.178 | 101.478 | -42630.00 | 3049054.32 |
| 3077 | 2008.04.07 16:45 | buy | 1025 | 0.70 | 102.492 | 0.000 | 0.000 | ||
| 3078 | 2008.04.07 16:45 | modify | 1025 | 0.70 | 102.492 | 101.192 | 102.892 | ||
| 3079 | 2008.04.07 18:35 | close | 1025 | 0.70 | 102.639 | 101.192 | 102.892 | 10290.00 | 3059344.32 |
| 3080 | 2008.04.07 22:15 | buy | 1026 | 0.40 | 102.437 | 0.000 | 0.000 | ||
| 3081 | 2008.04.07 22:15 | modify | 1026 | 0.40 | 102.437 | 100.087 | 103.487 | ||
| 3082 | 2008.04.08 14:20 | sell | 1027 | 0.70 | 102.328 | 0.000 | 0.000 | ||
| 3083 | 2008.04.08 14:20 | modify | 1027 | 0.70 | 102.328 | 103.628 | 101.928 | ||
| 3084 | 2008.04.08 15:20 | close | 1026 | 0.40 | 102.397 | 100.087 | 103.487 | -1346.30 | 3057998.02 |
| 3085 | 2008.04.08 20:05 | close | 1027 | 0.70 | 102.476 | 103.628 | 101.928 | -10360.00 | 3047638.02 |
| 3086 | 2008.04.09 03:35 | buy | 1028 | 0.50 | 102.623 | 0.000 | 0.000 | ||
| 3087 | 2008.04.09 03:35 | modify | 1028 | 0.50 | 102.623 | 101.023 | 103.923 | ||
| 3088 | 2008.04.09 13:05 | close | 1028 | 0.50 | 102.419 | 101.023 | 103.923 | -10200.00 | 3037438.02 |
| 3089 | 2008.04.10 16:20 | sell | 1029 | 0.70 | 100.677 | 0.000 | 0.000 | ||
| 3090 | 2008.04.10 16:20 | modify | 1029 | 0.70 | 100.677 | 101.977 | 100.277 | ||
| 3091 | 2008.04.10 16:50 | close | 1029 | 0.70 | 100.477 | 101.977 | 100.277 | 14000.00 | 3051438.02 |
| 3092 | 2008.04.10 17:55 | sell | 1030 | 0.70 | 100.842 | 0.000 | 0.000 | ||
| 3093 | 2008.04.10 17:55 | modify | 1030 | 0.70 | 100.842 | 102.142 | 100.442 | ||
| 3094 | 2008.04.10 19:35 | sell | 1031 | 0.50 | 101.784 | 0.000 | 0.000 | ||
| 3095 | 2008.04.10 19:35 | modify | 1031 | 0.50 | 101.784 | 103.384 | 100.484 | ||
| 3096 | 2008.04.10 21:25 | buy | 1032 | 0.50 | 101.720 | 0.000 | 0.000 | ||
| 3097 | 2008.04.10 21:25 | modify | 1032 | 0.50 | 101.720 | 100.120 | 103.020 | ||
| 3098 | 2008.04.11 00:30 | close | 1030 | 0.70 | 101.771 | 102.142 | 100.442 | -65822.87 | 2985615.14 |
| 3099 | 2008.04.11 01:55 | close | 1032 | 0.50 | 102.045 | 100.120 | 103.020 | 16565.73 | 3002180.88 |
| 3100 | 2008.04.11 06:10 | buy | 1033 | 0.50 | 101.985 | 0.000 | 0.000 | ||
| 3101 | 2008.04.11 06:10 | modify | 1033 | 0.50 | 101.985 | 100.385 | 103.285 | ||
| 3102 | 2008.04.11 08:30 | close | 1033 | 0.50 | 102.211 | 100.385 | 103.285 | 11300.00 | 3013480.88 |
| 3103 | 2008.04.11 08:50 | buy | 1034 | 0.50 | 102.030 | 0.000 | 0.000 | ||
| 3104 | 2008.04.11 08:50 | modify | 1034 | 0.50 | 102.030 | 100.430 | 103.330 | ||
| 3105 | 2008.04.11 10:00 | close | 1031 | 0.50 | 101.874 | 103.384 | 100.484 | -5066.34 | 3008414.54 |
| 3106 | 2008.04.11 13:15 | close | 1034 | 0.50 | 102.030 | 100.430 | 103.330 | 0.00 | 3008414.54 |
| 3107 | 2008.04.11 14:05 | buy | 1035 | 0.40 | 101.316 | 0.000 | 0.000 | ||
| 3108 | 2008.04.11 14:05 | modify | 1035 | 0.40 | 101.316 | 98.966 | 102.366 | ||
| 3109 | 2008.04.14 02:45 | buy | 1036 | 0.50 | 101.136 | 0.000 | 0.000 | ||
| 3110 | 2008.04.14 02:45 | modify | 1036 | 0.50 | 101.136 | 99.536 | 102.436 | ||
| 3111 | 2008.04.14 03:30 | close | 1035 | 0.40 | 101.268 | 98.966 | 102.366 | -1668.73 | 3006745.81 |
| 3112 | 2008.04.14 03:40 | close | 1036 | 0.50 | 101.385 | 99.536 | 102.436 | 12450.00 | 3019195.81 |
| 3113 | 2008.04.14 03:45 | sell | 1037 | 0.40 | 101.425 | 0.000 | 0.000 | ||
| 3114 | 2008.04.14 03:45 | modify | 1037 | 0.40 | 101.425 | 103.775 | 100.375 | ||
| 3115 | 2008.04.14 05:05 | buy | 1038 | 0.50 | 101.187 | 0.000 | 0.000 | ||
| 3116 | 2008.04.14 05:05 | modify | 1038 | 0.50 | 101.187 | 99.587 | 102.487 | ||
| 3117 | 2008.04.14 07:45 | close | 1037 | 0.40 | 100.874 | 103.775 | 100.375 | 22040.00 | 3041235.81 |
| 3118 | 2008.04.14 12:25 | close | 1038 | 0.50 | 101.056 | 99.587 | 102.487 | -6550.00 | 3034685.81 |
| 3119 | 2008.04.14 12:25 | sell | 1039 | 0.70 | 101.056 | 0.000 | 0.000 | ||
| 3120 | 2008.04.14 12:25 | modify | 1039 | 0.70 | 101.056 | 102.356 | 100.656 | ||
| 3121 | 2008.04.14 13:05 | close | 1039 | 0.70 | 100.928 | 102.356 | 100.656 | 8960.00 | 3043645.81 |
| 3122 | 2008.04.14 19:25 | sell | 1040 | 0.50 | 100.872 | 0.000 | 0.000 | ||
| 3123 | 2008.04.14 19:25 | modify | 1040 | 0.50 | 100.872 | 102.472 | 99.572 | ||
| 3124 | 2008.04.15 03:25 | close | 1040 | 0.50 | 101.024 | 102.472 | 99.572 | -8161.63 | 3035484.19 |
| 3125 | 2008.04.15 08:40 | buy | 1041 | 0.70 | 101.091 | 0.000 | 0.000 | ||
| 3126 | 2008.04.15 08:40 | modify | 1041 | 0.70 | 101.091 | 99.791 | 101.491 | ||
| 3127 | 2008.04.15 09:00 | close | 1041 | 0.70 | 101.214 | 99.791 | 101.491 | 8610.00 | 3044094.19 |
| 3128 | 2008.04.16 17:35 | sell | 1042 | 0.50 | 101.270 | 0.000 | 0.000 | ||
| 3129 | 2008.04.16 17:35 | modify | 1042 | 0.50 | 101.270 | 102.870 | 99.970 | ||
| 3130 | 2008.04.16 20:25 | buy | 1043 | 0.50 | 101.485 | 0.000 | 0.000 | ||
| 3131 | 2008.04.16 20:25 | modify | 1043 | 0.50 | 101.485 | 99.885 | 102.785 | ||
| 3132 | 2008.04.16 21:40 | close | 1043 | 0.50 | 101.735 | 99.885 | 102.785 | 12500.00 | 3056594.19 |
| 3133 | 2008.04.17 06:30 | close | 1042 | 0.50 | 101.820 | 102.870 | 99.970 | -29197.27 | 3027396.92 |
| 3134 | 2008.04.17 06:35 | buy | 1044 | 0.70 | 101.782 | 0.000 | 0.000 | ||
| 3135 | 2008.04.17 06:35 | modify | 1044 | 0.70 | 101.782 | 100.482 | 102.182 | ||
| 3136 | 2008.04.17 07:30 | sell | 1045 | 0.50 | 101.923 | 0.000 | 0.000 | ||
| 3137 | 2008.04.17 07:30 | modify | 1045 | 0.50 | 101.923 | 103.523 | 100.623 | ||
| 3138 | 2008.04.17 07:30 | close | 1044 | 0.70 | 101.924 | 100.482 | 102.182 | 9940.00 | 3037336.92 |
| 3139 | 2008.04.17 10:45 | close | 1045 | 0.50 | 101.853 | 103.523 | 100.623 | 3500.00 | 3040836.92 |
| 3140 | 2008.04.17 10:55 | buy | 1046 | 0.70 | 101.762 | 0.000 | 0.000 | ||
| 3141 | 2008.04.17 10:55 | modify | 1046 | 0.70 | 101.762 | 100.462 | 102.162 | ||
| 3142 | 2008.04.17 11:10 | close | 1046 | 0.70 | 101.904 | 100.462 | 102.162 | 9940.00 | 3050776.92 |
| 3143 | 2008.04.18 05:50 | buy | 1047 | 0.70 | 102.386 | 0.000 | 0.000 | ||
| 3144 | 2008.04.18 05:50 | modify | 1047 | 0.70 | 102.386 | 101.086 | 102.786 | ||
| 3145 | 2008.04.18 11:10 | close | 1047 | 0.70 | 102.489 | 101.086 | 102.786 | 7210.00 | 3057986.92 |
| 3146 | 2008.04.18 22:20 | buy | 1048 | 0.70 | 103.780 | 0.000 | 0.000 | ||
| 3147 | 2008.04.18 22:20 | modify | 1048 | 0.70 | 103.780 | 102.480 | 104.180 | ||
| 3148 | 2008.04.21 01:45 | close | 1048 | 0.70 | 103.893 | 102.480 | 104.180 | 8360.46 | 3066347.38 |
| 3149 | 2008.04.21 07:15 | buy | 1049 | 0.70 | 103.766 | 0.000 | 0.000 | ||
| 3150 | 2008.04.21 07:15 | modify | 1049 | 0.70 | 103.766 | 102.466 | 104.166 | ||