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 |
| 3151 | 2008.04.21 09:10 | close | 1049 | 0.70 | 103.943 | 102.466 | 104.166 | 12390.00 | 3078737.38 |
| 3152 | 2008.04.21 10:50 | buy | 1050 | 0.50 | 103.653 | 0.000 | 0.000 | ||
| 3153 | 2008.04.21 10:50 | modify | 1050 | 0.50 | 103.653 | 102.053 | 104.953 | ||
| 3154 | 2008.04.21 16:45 | close | 1050 | 0.50 | 103.560 | 102.053 | 104.953 | -4650.00 | 3074087.38 |
| 3155 | 2008.04.21 20:05 | sell | 1051 | 0.50 | 103.431 | 0.000 | 0.000 | ||
| 3156 | 2008.04.21 20:05 | modify | 1051 | 0.50 | 103.431 | 105.031 | 102.131 | ||
| 3157 | 2008.04.21 20:45 | buy | 1052 | 0.50 | 103.280 | 0.000 | 0.000 | ||
| 3158 | 2008.04.21 20:45 | modify | 1052 | 0.50 | 103.280 | 101.680 | 104.580 | ||
| 3159 | 2008.04.21 21:25 | close | 1051 | 0.50 | 103.056 | 105.031 | 102.131 | 18750.00 | 3092837.38 |
| 3160 | 2008.04.21 22:45 | sell | 1053 | 0.50 | 103.247 | 0.000 | 0.000 | ||
| 3161 | 2008.04.21 22:45 | modify | 1053 | 0.50 | 103.247 | 104.847 | 101.947 | ||
| 3162 | 2008.04.22 01:20 | close | 1052 | 0.50 | 103.310 | 101.680 | 104.580 | 1819.84 | 3094657.22 |
| 3163 | 2008.04.22 02:50 | close | 1053 | 0.50 | 103.126 | 104.847 | 101.947 | 5476.30 | 3100133.52 |
| 3164 | 2008.04.22 08:35 | sell | 1054 | 0.70 | 103.223 | 0.000 | 0.000 | ||
| 3165 | 2008.04.22 08:35 | modify | 1054 | 0.70 | 103.223 | 104.523 | 102.823 | ||
| 3166 | 2008.04.22 08:45 | close | 1054 | 0.70 | 103.058 | 104.523 | 102.823 | 11550.00 | 3111683.52 |
| 3167 | 2008.04.24 00:15 | buy | 1055 | 0.70 | 103.348 | 0.000 | 0.000 | ||
| 3168 | 2008.04.24 00:15 | modify | 1055 | 0.70 | 103.348 | 102.048 | 103.748 | ||
| 3169 | 2008.04.24 01:05 | close | 1055 | 0.70 | 103.446 | 102.048 | 103.748 | 6860.00 | 3118543.52 |
| 3170 | 2008.04.25 06:20 | buy | 1056 | 0.70 | 104.158 | 0.000 | 0.000 | ||
| 3171 | 2008.04.25 06:20 | modify | 1056 | 0.70 | 104.158 | 102.858 | 104.558 | ||
| 3172 | 2008.04.25 07:00 | sell | 1057 | 0.50 | 104.235 | 0.000 | 0.000 | ||
| 3173 | 2008.04.25 07:00 | modify | 1057 | 0.50 | 104.235 | 105.835 | 102.935 | ||
| 3174 | 2008.04.25 07:05 | close | 1056 | 0.70 | 104.277 | 102.858 | 104.558 | 8330.00 | 3126873.52 |
| 3175 | 2008.04.25 13:35 | close | 1057 | 0.50 | 104.286 | 105.835 | 102.935 | -2550.00 | 3124323.52 |
| 3176 | 2008.04.28 08:25 | buy | 1058 | 0.70 | 104.485 | 0.000 | 0.000 | ||
| 3177 | 2008.04.28 08:25 | modify | 1058 | 0.70 | 104.485 | 103.185 | 104.885 | ||
| 3178 | 2008.04.28 09:00 | close | 1058 | 0.70 | 104.605 | 103.185 | 104.885 | 8400.00 | 3132723.52 |
| 3179 | 2008.04.29 05:25 | sell | 1059 | 0.70 | 104.344 | 0.000 | 0.000 | ||
| 3180 | 2008.04.29 05:25 | modify | 1059 | 0.70 | 104.344 | 105.644 | 103.944 | ||
| 3181 | 2008.04.29 06:30 | close | 1059 | 0.70 | 104.231 | 105.644 | 103.944 | 7910.00 | 3140633.52 |
| 3182 | 2008.04.29 21:45 | sell | 1060 | 0.70 | 103.852 | 0.000 | 0.000 | ||
| 3183 | 2008.04.29 21:45 | modify | 1060 | 0.70 | 103.852 | 105.152 | 103.452 | ||
| 3184 | 2008.04.30 01:55 | close | 1060 | 0.70 | 103.976 | 105.152 | 103.452 | -9489.17 | 3131144.35 |
| 3185 | 2008.04.30 07:30 | buy | 1061 | 0.70 | 103.998 | 0.000 | 0.000 | ||
| 3186 | 2008.04.30 07:30 | modify | 1061 | 0.70 | 103.998 | 102.698 | 104.398 | ||
| 3187 | 2008.04.30 10:35 | close | 1061 | 0.70 | 104.033 | 102.698 | 104.398 | 2450.00 | 3133594.35 |
| 3188 | 2008.05.01 10:25 | sell | 1062 | 0.50 | 103.868 | 0.000 | 0.000 | ||
| 3189 | 2008.05.01 10:25 | modify | 1062 | 0.50 | 103.868 | 105.468 | 102.568 | ||
| 3190 | 2008.05.01 10:30 | sell | 1063 | 0.70 | 103.934 | 0.000 | 0.000 | ||
| 3191 | 2008.05.01 10:30 | modify | 1063 | 0.70 | 103.934 | 105.234 | 103.534 | ||
| 3192 | 2008.05.01 12:05 | buy | 1064 | 0.50 | 103.924 | 0.000 | 0.000 | ||
| 3193 | 2008.05.01 12:05 | modify | 1064 | 0.50 | 103.924 | 102.324 | 105.224 | ||
| 3194 | 2008.05.01 15:00 | close | 1064 | 0.50 | 104.150 | 102.324 | 105.224 | 11300.00 | 3144894.35 |
| 3195 | 2008.05.01 16:00 | close | 1062 | 0.50 | 103.888 | 105.468 | 102.568 | -1000.00 | 3143894.35 |
| 3196 | 2008.05.01 16:00 | close | 1063 | 0.70 | 103.886 | 105.234 | 103.534 | 3360.00 | 3147254.35 |
| 3197 | 2008.05.05 05:55 | buy | 1065 | 0.70 | 105.236 | 0.000 | 0.000 | ||
| 3198 | 2008.05.05 05:55 | modify | 1065 | 0.70 | 105.236 | 103.936 | 105.636 | ||
| 3199 | 2008.05.05 10:55 | close | 1065 | 0.70 | 105.340 | 103.936 | 105.636 | 7280.00 | 3154534.35 |
| 3200 | 2008.05.06 07:35 | sell | 1066 | 0.70 | 104.823 | 0.000 | 0.000 | ||
| 3201 | 2008.05.06 07:35 | modify | 1066 | 0.70 | 104.823 | 106.123 | 104.423 | ||
| 3202 | 2008.05.06 12:00 | close | 1066 | 0.70 | 104.778 | 106.123 | 104.423 | 3150.00 | 3157684.35 |
| 3203 | 2008.05.06 19:05 | sell | 1067 | 0.70 | 104.643 | 0.000 | 0.000 | ||
| 3204 | 2008.05.06 19:05 | modify | 1067 | 0.70 | 104.643 | 105.943 | 104.243 | ||
| 3205 | 2008.05.06 21:10 | close | 1067 | 0.70 | 104.532 | 105.943 | 104.243 | 7770.00 | 3165454.35 |
| 3206 | 2008.05.08 02:25 | sell | 1068 | 0.70 | 104.880 | 0.000 | 0.000 | ||
| 3207 | 2008.05.08 02:25 | modify | 1068 | 0.70 | 104.880 | 106.180 | 104.480 | ||
| 3208 | 2008.05.08 04:35 | close | 1068 | 0.70 | 104.762 | 106.180 | 104.480 | 8260.00 | 3173714.35 |
| 3209 | 2008.05.08 09:35 | buy | 1069 | 0.50 | 104.368 | 0.000 | 0.000 | ||
| 3210 | 2008.05.08 09:35 | modify | 1069 | 0.50 | 104.368 | 102.768 | 105.668 | ||
| 3211 | 2008.05.08 13:55 | close | 1069 | 0.50 | 104.285 | 102.768 | 105.668 | -4150.00 | 3169564.35 |
| 3212 | 2008.05.08 13:55 | sell | 1070 | 0.70 | 104.295 | 0.000 | 0.000 | ||
| 3213 | 2008.05.08 13:55 | modify | 1070 | 0.70 | 104.295 | 105.595 | 103.895 | ||
| 3214 | 2008.05.08 14:55 | close | 1070 | 0.70 | 104.165 | 105.595 | 103.895 | 9100.00 | 3178664.35 |
| 3215 | 2008.05.09 17:45 | sell | 1071 | 0.50 | 103.314 | 0.000 | 0.000 | ||
| 3216 | 2008.05.09 17:45 | modify | 1071 | 0.50 | 103.314 | 104.914 | 102.014 | ||
| 3217 | 2008.05.09 21:40 | close | 1071 | 0.50 | 102.873 | 104.914 | 102.014 | 22050.00 | 3200714.35 |
| 3218 | 2008.05.12 04:10 | sell | 1072 | 0.70 | 103.035 | 0.000 | 0.000 | ||
| 3219 | 2008.05.12 04:10 | modify | 1072 | 0.70 | 103.035 | 104.335 | 102.635 | ||
| 3220 | 2008.05.12 12:30 | buy | 1073 | 0.50 | 103.755 | 0.000 | 0.000 | ||
| 3221 | 2008.05.12 12:30 | modify | 1073 | 0.50 | 103.755 | 102.155 | 105.055 | ||
| 3222 | 2008.05.12 14:00 | sell | 1074 | 0.50 | 103.873 | 0.000 | 0.000 | ||
| 3223 | 2008.05.12 14:00 | modify | 1074 | 0.50 | 103.873 | 105.473 | 102.573 | ||
| 3224 | 2008.05.12 14:15 | close | 1073 | 0.50 | 103.928 | 102.155 | 105.055 | 8650.00 | 3209364.35 |
| 3225 | 2008.05.12 15:40 | buy | 1075 | 0.50 | 103.852 | 0.000 | 0.000 | ||
| 3226 | 2008.05.12 15:40 | modify | 1075 | 0.50 | 103.852 | 102.252 | 105.152 | ||
| 3227 | 2008.05.12 15:45 | close | 1072 | 0.70 | 103.755 | 104.335 | 102.635 | -50400.00 | 3158964.35 |
| 3228 | 2008.05.12 16:55 | close | 1074 | 0.50 | 103.560 | 105.473 | 102.573 | 15650.00 | 3174614.35 |
| 3229 | 2008.05.12 16:55 | buy | 1076 | 0.70 | 103.562 | 0.000 | 0.000 | ||
| 3230 | 2008.05.12 16:55 | modify | 1076 | 0.70 | 103.562 | 102.262 | 103.962 | ||
| 3231 | 2008.05.12 17:50 | close | 1076 | 0.70 | 103.686 | 102.262 | 103.962 | 8680.00 | 3183294.35 |
| 3232 | 2008.05.12 18:25 | sell | 1077 | 0.50 | 103.719 | 0.000 | 0.000 | ||
| 3233 | 2008.05.12 18:25 | modify | 1077 | 0.50 | 103.719 | 105.319 | 102.419 | ||
| 3234 | 2008.05.13 02:35 | close | 1075 | 0.50 | 103.895 | 102.252 | 105.152 | 2471.36 | 3185765.71 |
| 3235 | 2008.05.13 06:25 | close | 1077 | 0.50 | 103.684 | 105.319 | 102.419 | 1173.57 | 3186939.28 |
| 3236 | 2008.05.14 16:05 | buy | 1078 | 0.70 | 104.939 | 0.000 | 0.000 | ||
| 3237 | 2008.05.14 16:05 | modify | 1078 | 0.70 | 104.939 | 103.639 | 105.339 | ||
| 3238 | 2008.05.14 16:45 | close | 1078 | 0.70 | 105.103 | 103.639 | 105.339 | 11480.00 | 3198419.28 |
| 3239 | 2008.05.19 03:10 | sell | 1079 | 0.70 | 104.229 | 0.000 | 0.000 | ||
| 3240 | 2008.05.19 03:10 | modify | 1079 | 0.70 | 104.229 | 105.529 | 103.829 | ||
| 3241 | 2008.05.19 03:55 | close | 1079 | 0.70 | 104.111 | 105.529 | 103.829 | 8260.00 | 3206679.28 |
| 3242 | 2008.05.19 13:50 | sell | 1080 | 0.70 | 104.097 | 0.000 | 0.000 | ||
| 3243 | 2008.05.19 13:50 | modify | 1080 | 0.70 | 104.097 | 105.397 | 103.697 | ||
| 3244 | 2008.05.19 14:20 | close | 1080 | 0.70 | 103.952 | 105.397 | 103.697 | 10150.00 | 3216829.28 |
| 3245 | 2008.05.19 21:30 | buy | 1081 | 0.70 | 104.240 | 0.000 | 0.000 | ||
| 3246 | 2008.05.19 21:30 | modify | 1081 | 0.70 | 104.240 | 102.940 | 104.640 | ||
| 3247 | 2008.05.19 21:55 | close | 1081 | 0.70 | 104.380 | 102.940 | 104.640 | 9800.00 | 3226629.28 |
| 3248 | 2008.05.20 03:45 | buy | 1082 | 0.50 | 104.344 | 0.000 | 0.000 | ||
| 3249 | 2008.05.20 03:45 | modify | 1082 | 0.50 | 104.344 | 102.744 | 105.644 | ||
| 3250 | 2008.05.20 13:25 | close | 1082 | 0.50 | 104.020 | 102.744 | 105.644 | -16200.00 | 3210429.28 |
| 3251 | 2008.05.22 07:45 | sell | 1083 | 0.70 | 103.067 | 0.000 | 0.000 | ||
| 3252 | 2008.05.22 07:45 | modify | 1083 | 0.70 | 103.067 | 104.367 | 102.667 | ||
| 3253 | 2008.05.22 15:30 | close | 1083 | 0.70 | 103.199 | 104.367 | 102.667 | -9240.00 | 3201189.28 |
| 3254 | 2008.05.23 01:35 | buy | 1084 | 0.70 | 104.014 | 0.000 | 0.000 | ||
| 3255 | 2008.05.23 01:35 | modify | 1084 | 0.70 | 104.014 | 102.714 | 104.414 | ||
| 3256 | 2008.05.23 03:40 | close | 1084 | 0.70 | 104.130 | 102.714 | 104.414 | 8120.00 | 3209309.28 |
| 3257 | 2008.05.23 06:15 | buy | 1085 | 0.70 | 104.056 | 0.000 | 0.000 | ||
| 3258 | 2008.05.23 06:15 | modify | 1085 | 0.70 | 104.056 | 102.756 | 104.456 | ||
| 3259 | 2008.05.23 08:10 | close | 1085 | 0.70 | 104.156 | 102.756 | 104.456 | 7000.00 | 3216309.28 |
| 3260 | 2008.05.23 08:55 | buy | 1086 | 0.70 | 104.025 | 0.000 | 0.000 | ||
| 3261 | 2008.05.23 08:55 | modify | 1086 | 0.70 | 104.025 | 102.725 | 104.425 | ||
| 3262 | 2008.05.23 09:30 | close | 1086 | 0.70 | 104.140 | 102.725 | 104.425 | 8050.00 | 3224359.28 |
| 3263 | 2008.05.23 16:55 | buy | 1087 | 0.50 | 103.213 | 0.000 | 0.000 | ||
| 3264 | 2008.05.23 16:55 | modify | 1087 | 0.50 | 103.213 | 101.613 | 104.513 | ||
| 3265 | 2008.05.23 17:05 | sell | 1088 | 0.50 | 103.434 | 0.000 | 0.000 | ||
| 3266 | 2008.05.23 17:05 | modify | 1088 | 0.50 | 103.434 | 105.034 | 102.134 | ||
| 3267 | 2008.05.23 18:35 | close | 1088 | 0.50 | 103.146 | 105.034 | 102.134 | 14400.00 | 3238759.28 |
| 3268 | 2008.05.23 21:25 | close | 1087 | 0.50 | 103.362 | 101.613 | 104.513 | 7450.00 | 3246209.28 |
| 3269 | 2008.05.26 02:15 | buy | 1089 | 0.50 | 103.300 | 0.000 | 0.000 | ||
| 3270 | 2008.05.26 02:15 | modify | 1089 | 0.50 | 103.300 | 101.700 | 104.600 | ||
| 3271 | 2008.05.26 08:45 | close | 1089 | 0.50 | 103.335 | 101.700 | 104.600 | 1750.00 | 3247959.28 |
| 3272 | 2008.05.28 17:20 | buy | 1090 | 0.70 | 104.556 | 0.000 | 0.000 | ||
| 3273 | 2008.05.28 17:20 | modify | 1090 | 0.70 | 104.556 | 103.256 | 104.956 | ||
| 3274 | 2008.05.28 17:45 | close | 1090 | 0.70 | 104.701 | 103.256 | 104.956 | 10150.00 | 3258109.28 |
| 3275 | 2008.05.28 21:25 | buy | 1091 | 0.50 | 104.598 | 0.000 | 0.000 | ||
| 3276 | 2008.05.28 21:25 | modify | 1091 | 0.50 | 104.598 | 102.998 | 105.898 | ||
| 3277 | 2008.05.28 23:45 | close | 1091 | 0.50 | 104.755 | 102.998 | 105.898 | 7850.00 | 3265959.28 |
| 3278 | 2008.05.29 00:20 | buy | 1092 | 0.50 | 104.638 | 0.000 | 0.000 | ||
| 3279 | 2008.05.29 00:20 | modify | 1092 | 0.50 | 104.638 | 103.038 | 105.938 | ||
| 3280 | 2008.05.29 03:40 | close | 1092 | 0.50 | 104.754 | 103.038 | 105.938 | 5800.00 | 3271759.28 |
| 3281 | 2008.05.30 05:55 | buy | 1093 | 0.70 | 105.466 | 0.000 | 0.000 | ||
| 3282 | 2008.05.30 05:55 | modify | 1093 | 0.70 | 105.466 | 104.166 | 105.866 | ||
| 3283 | 2008.05.30 11:15 | close | 1093 | 0.70 | 105.563 | 104.166 | 105.866 | 6790.00 | 3278549.28 |
| 3284 | 2008.06.02 22:50 | sell | 1094 | 0.70 | 104.531 | 0.000 | 0.000 | ||
| 3285 | 2008.06.02 22:50 | modify | 1094 | 0.70 | 104.531 | 105.831 | 104.131 | ||
| 3286 | 2008.06.03 00:05 | close | 1094 | 0.70 | 104.444 | 105.831 | 104.131 | 5277.74 | 3283827.02 |
| 3287 | 2008.06.03 04:45 | sell | 1095 | 0.70 | 104.589 | 0.000 | 0.000 | ||
| 3288 | 2008.06.03 04:45 | modify | 1095 | 0.70 | 104.589 | 105.889 | 104.189 | ||
| 3289 | 2008.06.03 07:10 | close | 1095 | 0.70 | 104.509 | 105.889 | 104.189 | 5600.00 | 3289427.02 |
| 3290 | 2008.06.03 13:10 | sell | 1096 | 0.70 | 104.456 | 0.000 | 0.000 | ||
| 3291 | 2008.06.03 13:10 | modify | 1096 | 0.70 | 104.456 | 105.756 | 104.056 | ||
| 3292 | 2008.06.03 13:30 | close | 1096 | 0.70 | 104.345 | 105.756 | 104.056 | 7770.00 | 3297197.02 |
| 3293 | 2008.06.03 20:25 | buy | 1097 | 0.50 | 105.158 | 0.000 | 0.000 | ||
| 3294 | 2008.06.03 20:25 | modify | 1097 | 0.50 | 105.158 | 103.558 | 106.458 | ||
| 3295 | 2008.06.03 20:35 | buy | 1098 | 0.70 | 105.017 | 0.000 | 0.000 | ||
| 3296 | 2008.06.03 20:35 | modify | 1098 | 0.70 | 105.017 | 103.717 | 105.417 | ||
| 3297 | 2008.06.03 22:25 | sell | 1099 | 0.50 | 105.012 | 0.000 | 0.000 | ||
| 3298 | 2008.06.03 22:25 | modify | 1099 | 0.50 | 105.012 | 106.612 | 103.712 | ||
| 3299 | 2008.06.03 22:35 | close | 1098 | 0.70 | 105.167 | 103.717 | 105.417 | 10500.00 | 3307697.02 |
| 3300 | 2008.06.04 03:00 | close | 1099 | 0.50 | 104.968 | 106.612 | 103.712 | 1616.22 | 3309313.24 |