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 |
| 3301 | 2008.06.04 08:30 | close | 1097 | 0.50 | 105.212 | 103.558 | 106.458 | 3025.46 | 3312338.70 |
| 3302 | 2008.06.04 10:10 | buy | 1100 | 0.70 | 105.008 | 0.000 | 0.000 | ||
| 3303 | 2008.06.04 10:10 | modify | 1100 | 0.70 | 105.008 | 103.708 | 105.408 | ||
| 3304 | 2008.06.04 10:40 | buy | 1101 | 0.40 | 104.821 | 0.000 | 0.000 | ||
| 3305 | 2008.06.04 10:40 | modify | 1101 | 0.40 | 104.821 | 102.471 | 105.871 | ||
| 3306 | 2008.06.04 15:20 | close | 1100 | 0.70 | 104.862 | 103.708 | 105.408 | -10220.00 | 3302118.70 |
| 3307 | 2008.06.04 16:55 | close | 1101 | 0.40 | 105.113 | 102.471 | 105.871 | 11680.00 | 3313798.70 |
| 3308 | 2008.06.05 21:10 | buy | 1102 | 0.70 | 105.770 | 0.000 | 0.000 | ||
| 3309 | 2008.06.05 21:10 | modify | 1102 | 0.70 | 105.770 | 104.470 | 106.170 | ||
| 3310 | 2008.06.05 22:40 | close | 1102 | 0.70 | 105.913 | 104.470 | 106.170 | 10010.00 | 3323808.70 |
| 3311 | 2008.06.06 19:40 | sell | 1103 | 0.50 | 105.407 | 0.000 | 0.000 | ||
| 3312 | 2008.06.06 19:40 | modify | 1103 | 0.50 | 105.407 | 107.007 | 104.107 | ||
| 3313 | 2008.06.06 21:25 | close | 1103 | 0.50 | 105.178 | 107.007 | 104.107 | 11450.00 | 3335258.70 |
| 3314 | 2008.06.09 03:15 | sell | 1104 | 0.70 | 105.010 | 0.000 | 0.000 | ||
| 3315 | 2008.06.09 03:15 | modify | 1104 | 0.70 | 105.010 | 106.310 | 104.610 | ||
| 3316 | 2008.06.09 08:50 | close | 1104 | 0.70 | 105.155 | 106.310 | 104.610 | -10150.00 | 3325108.70 |
| 3317 | 2008.06.09 15:35 | sell | 1105 | 0.50 | 105.739 | 0.000 | 0.000 | ||
| 3318 | 2008.06.09 15:35 | modify | 1105 | 0.50 | 105.739 | 107.339 | 104.439 | ||
| 3319 | 2008.06.09 21:10 | buy | 1106 | 0.50 | 106.041 | 0.000 | 0.000 | ||
| 3320 | 2008.06.09 21:10 | modify | 1106 | 0.50 | 106.041 | 104.441 | 107.341 | ||
| 3321 | 2008.06.10 02:30 | close | 1105 | 0.50 | 106.252 | 107.339 | 104.439 | -26240.54 | 3298868.15 |
| 3322 | 2008.06.10 03:15 | close | 1106 | 0.50 | 106.399 | 104.441 | 107.341 | 18229.23 | 3317097.38 |
| 3323 | 2008.06.11 02:20 | sell | 1107 | 0.50 | 107.432 | 0.000 | 0.000 | ||
| 3324 | 2008.06.11 02:20 | modify | 1107 | 0.50 | 107.432 | 109.032 | 106.132 | ||
| 3325 | 2008.06.11 03:05 | close | 1107 | 0.50 | 107.335 | 109.032 | 106.132 | 4850.00 | 3321947.38 |
| 3326 | 2008.06.11 03:05 | buy | 1108 | 0.50 | 107.330 | 0.000 | 0.000 | ||
| 3327 | 2008.06.11 03:05 | modify | 1108 | 0.50 | 107.330 | 105.730 | 108.630 | ||
| 3328 | 2008.06.11 07:05 | close | 1108 | 0.50 | 107.435 | 105.730 | 108.630 | 5250.00 | 3327197.38 |
| 3329 | 2008.06.11 19:05 | sell | 1109 | 0.50 | 106.855 | 0.000 | 0.000 | ||
| 3330 | 2008.06.11 19:05 | modify | 1109 | 0.50 | 106.855 | 108.455 | 105.555 | ||
| 3331 | 2008.06.11 21:50 | buy | 1110 | 0.50 | 106.980 | 0.000 | 0.000 | ||
| 3332 | 2008.06.11 21:50 | modify | 1110 | 0.50 | 106.980 | 105.380 | 108.280 | ||
| 3333 | 2008.06.12 00:10 | close | 1109 | 0.50 | 106.827 | 108.455 | 105.555 | -382.72 | 3326814.66 |
| 3334 | 2008.06.12 03:35 | close | 1110 | 0.50 | 106.937 | 105.380 | 108.280 | -1156.14 | 3325658.53 |
| 3335 | 2008.06.12 03:35 | sell | 1111 | 0.50 | 106.945 | 0.000 | 0.000 | ||
| 3336 | 2008.06.12 03:35 | modify | 1111 | 0.50 | 106.945 | 108.545 | 105.645 | ||
| 3337 | 2008.06.12 03:50 | sell | 1112 | 0.70 | 106.994 | 0.000 | 0.000 | ||
| 3338 | 2008.06.12 03:50 | modify | 1112 | 0.70 | 106.994 | 108.294 | 106.594 | ||
| 3339 | 2008.06.12 20:55 | close | 1111 | 0.50 | 107.871 | 108.545 | 105.645 | -46300.00 | 3279358.53 |
| 3340 | 2008.06.12 21:05 | close | 1112 | 0.70 | 107.777 | 108.294 | 106.594 | -54810.00 | 3224548.53 |
| 3341 | 2008.06.16 07:50 | buy | 1113 | 0.70 | 108.192 | 0.000 | 0.000 | ||
| 3342 | 2008.06.16 07:50 | modify | 1113 | 0.70 | 108.192 | 106.892 | 108.592 | ||
| 3343 | 2008.06.16 09:00 | close | 1113 | 0.70 | 108.310 | 106.892 | 108.592 | 8260.00 | 3232808.53 |
| 3344 | 2008.06.19 11:40 | sell | 1114 | 0.70 | 107.794 | 0.000 | 0.000 | ||
| 3345 | 2008.06.19 11:40 | modify | 1114 | 0.70 | 107.794 | 109.094 | 107.394 | ||
| 3346 | 2008.06.19 13:40 | close | 1114 | 0.70 | 107.694 | 109.094 | 107.394 | 7000.00 | 3239808.53 |
| 3347 | 2008.06.23 22:05 | buy | 1115 | 0.70 | 107.779 | 0.000 | 0.000 | ||
| 3348 | 2008.06.23 22:05 | modify | 1115 | 0.70 | 107.779 | 106.479 | 108.179 | ||
| 3349 | 2008.06.24 02:55 | close | 1115 | 0.70 | 107.887 | 106.479 | 108.179 | 8027.66 | 3247836.19 |
| 3350 | 2008.06.27 01:05 | sell | 1116 | 0.70 | 106.913 | 0.000 | 0.000 | ||
| 3351 | 2008.06.27 01:05 | modify | 1116 | 0.70 | 106.913 | 108.213 | 106.513 | ||
| 3352 | 2008.06.27 02:35 | close | 1116 | 0.70 | 106.822 | 108.213 | 106.513 | 6370.00 | 3254206.19 |
| 3353 | 2008.06.27 08:00 | sell | 1117 | 0.40 | 107.135 | 0.000 | 0.000 | ||
| 3354 | 2008.06.27 08:00 | modify | 1117 | 0.40 | 107.135 | 109.485 | 106.085 | ||
| 3355 | 2008.06.27 08:00 | sell | 1118 | 0.70 | 107.132 | 0.000 | 0.000 | ||
| 3356 | 2008.06.27 08:00 | modify | 1118 | 0.70 | 107.132 | 108.432 | 106.732 | ||
| 3357 | 2008.06.27 09:10 | close | 1118 | 0.70 | 106.981 | 108.432 | 106.732 | 10570.00 | 3264776.19 |
| 3358 | 2008.06.27 10:45 | close | 1117 | 0.40 | 106.651 | 109.485 | 106.085 | 19360.00 | 3284136.19 |
| 3359 | 2008.06.30 01:05 | sell | 1119 | 0.50 | 106.241 | 0.000 | 0.000 | ||
| 3360 | 2008.06.30 01:05 | modify | 1119 | 0.50 | 106.241 | 107.841 | 104.941 | ||
| 3361 | 2008.06.30 01:10 | sell | 1120 | 0.70 | 106.267 | 0.000 | 0.000 | ||
| 3362 | 2008.06.30 01:10 | modify | 1120 | 0.70 | 106.267 | 107.567 | 105.867 | ||
| 3363 | 2008.06.30 05:40 | close | 1120 | 0.70 | 106.272 | 107.567 | 105.867 | -350.00 | 3283786.19 |
| 3364 | 2008.06.30 06:00 | close | 1119 | 0.50 | 106.184 | 107.841 | 104.941 | 2850.00 | 3286636.19 |
| 3365 | 2008.06.30 14:25 | sell | 1121 | 0.70 | 105.680 | 0.000 | 0.000 | ||
| 3366 | 2008.06.30 14:25 | modify | 1121 | 0.70 | 105.680 | 106.980 | 105.280 | ||
| 3367 | 2008.06.30 14:45 | close | 1121 | 0.70 | 105.479 | 106.980 | 105.280 | 14070.00 | 3300706.19 |
| 3368 | 2008.06.30 16:10 | sell | 1122 | 0.70 | 105.814 | 0.000 | 0.000 | ||
| 3369 | 2008.06.30 16:10 | modify | 1122 | 0.70 | 105.814 | 107.114 | 105.414 | ||
| 3370 | 2008.06.30 17:05 | close | 1122 | 0.70 | 105.703 | 107.114 | 105.414 | 7770.00 | 3308476.19 |
| 3371 | 2008.06.30 18:15 | sell | 1123 | 0.50 | 106.104 | 0.000 | 0.000 | ||
| 3372 | 2008.06.30 18:15 | modify | 1123 | 0.50 | 106.104 | 107.704 | 104.804 | ||
| 3373 | 2008.06.30 20:30 | buy | 1124 | 0.50 | 106.084 | 0.000 | 0.000 | ||
| 3374 | 2008.06.30 20:30 | modify | 1124 | 0.50 | 106.084 | 104.484 | 107.384 | ||
| 3375 | 2008.07.01 03:50 | close | 1124 | 0.50 | 106.215 | 104.484 | 107.384 | 6878.94 | 3315355.13 |
| 3376 | 2008.07.01 08:25 | close | 1123 | 0.50 | 105.958 | 107.704 | 104.804 | 6709.97 | 3322065.10 |
| 3377 | 2008.07.01 20:50 | sell | 1125 | 0.50 | 105.774 | 0.000 | 0.000 | ||
| 3378 | 2008.07.01 20:50 | modify | 1125 | 0.50 | 105.774 | 107.374 | 104.474 | ||
| 3379 | 2008.07.02 03:40 | close | 1125 | 0.50 | 105.947 | 107.374 | 104.474 | -9239.59 | 3312825.51 |
| 3380 | 2008.07.02 03:40 | buy | 1126 | 0.70 | 105.956 | 0.000 | 0.000 | ||
| 3381 | 2008.07.02 03:40 | modify | 1126 | 0.70 | 105.956 | 104.656 | 106.356 | ||
| 3382 | 2008.07.02 04:05 | buy | 1127 | 0.50 | 105.966 | 0.000 | 0.000 | ||
| 3383 | 2008.07.02 04:05 | modify | 1127 | 0.50 | 105.966 | 104.366 | 107.266 | ||
| 3384 | 2008.07.02 05:20 | sell | 1128 | 0.50 | 105.989 | 0.000 | 0.000 | ||
| 3385 | 2008.07.02 05:20 | modify | 1128 | 0.50 | 105.989 | 107.589 | 104.689 | ||
| 3386 | 2008.07.02 08:10 | close | 1128 | 0.50 | 105.872 | 107.589 | 104.689 | 5850.00 | 3318675.51 |
| 3387 | 2008.07.02 09:30 | close | 1127 | 0.50 | 106.098 | 104.366 | 107.266 | 6600.00 | 3325275.51 |
| 3388 | 2008.07.02 09:30 | close | 1126 | 0.70 | 106.095 | 104.656 | 106.356 | 9730.00 | 3335005.51 |
| 3389 | 2008.07.02 15:20 | buy | 1129 | 0.70 | 106.238 | 0.000 | 0.000 | ||
| 3390 | 2008.07.02 15:20 | modify | 1129 | 0.70 | 106.238 | 104.938 | 106.638 | ||
| 3391 | 2008.07.02 15:30 | close | 1129 | 0.70 | 106.356 | 104.938 | 106.638 | 8260.00 | 3343265.51 |
| 3392 | 2008.07.03 03:55 | sell | 1130 | 0.50 | 105.971 | 0.000 | 0.000 | ||
| 3393 | 2008.07.03 03:55 | modify | 1130 | 0.50 | 105.971 | 107.571 | 104.671 | ||
| 3394 | 2008.07.03 09:35 | close | 1130 | 0.50 | 105.972 | 107.571 | 104.671 | -50.00 | 3343215.51 |
| 3395 | 2008.07.07 19:25 | buy | 1131 | 0.70 | 107.339 | 0.000 | 0.000 | ||
| 3396 | 2008.07.07 19:25 | modify | 1131 | 0.70 | 107.339 | 106.039 | 107.739 | ||
| 3397 | 2008.07.07 22:15 | close | 1131 | 0.70 | 107.145 | 106.039 | 107.739 | -13580.00 | 3329635.51 |
| 3398 | 2008.07.08 02:55 | buy | 1132 | 0.50 | 107.069 | 0.000 | 0.000 | ||
| 3399 | 2008.07.08 02:55 | modify | 1132 | 0.50 | 107.069 | 105.469 | 108.369 | ||
| 3400 | 2008.07.08 05:25 | close | 1132 | 0.50 | 107.229 | 105.469 | 108.369 | 8000.00 | 3337635.51 |
| 3401 | 2008.07.08 14:00 | sell | 1133 | 0.70 | 106.823 | 0.000 | 0.000 | ||
| 3402 | 2008.07.08 14:00 | modify | 1133 | 0.70 | 106.823 | 108.123 | 106.423 | ||
| 3403 | 2008.07.08 18:25 | sell | 1134 | 0.50 | 107.358 | 0.000 | 0.000 | ||
| 3404 | 2008.07.08 18:25 | modify | 1134 | 0.50 | 107.358 | 108.958 | 106.058 | ||
| 3405 | 2008.07.08 20:40 | buy | 1135 | 0.50 | 107.328 | 0.000 | 0.000 | ||
| 3406 | 2008.07.08 20:40 | modify | 1135 | 0.50 | 107.328 | 105.728 | 108.628 | ||
| 3407 | 2008.07.08 23:15 | close | 1135 | 0.50 | 107.514 | 105.728 | 108.628 | 9300.00 | 3346935.51 |
| 3408 | 2008.07.09 03:50 | close | 1133 | 0.70 | 107.410 | 108.123 | 106.423 | -41926.13 | 3305009.38 |
| 3409 | 2008.07.09 07:10 | close | 1134 | 0.50 | 107.366 | 108.958 | 106.058 | -997.24 | 3304012.14 |
| 3410 | 2008.07.09 07:10 | buy | 1136 | 0.70 | 107.367 | 0.000 | 0.000 | ||
| 3411 | 2008.07.09 07:10 | modify | 1136 | 0.70 | 107.367 | 106.067 | 107.767 | ||
| 3412 | 2008.07.09 10:25 | close | 1136 | 0.70 | 107.433 | 106.067 | 107.767 | 4620.00 | 3308632.14 |
| 3413 | 2008.07.09 13:30 | buy | 1137 | 0.70 | 107.360 | 0.000 | 0.000 | ||
| 3414 | 2008.07.09 13:30 | modify | 1137 | 0.70 | 107.360 | 106.060 | 107.760 | ||
| 3415 | 2008.07.09 14:45 | close | 1137 | 0.70 | 107.526 | 106.060 | 107.760 | 11620.00 | 3320252.14 |
| 3416 | 2008.07.10 03:15 | sell | 1138 | 0.70 | 106.941 | 0.000 | 0.000 | ||
| 3417 | 2008.07.10 03:15 | modify | 1138 | 0.70 | 106.941 | 108.241 | 106.541 | ||
| 3418 | 2008.07.10 04:00 | close | 1138 | 0.70 | 106.818 | 108.241 | 106.541 | 8610.00 | 3328862.14 |
| 3419 | 2008.07.10 04:35 | buy | 1139 | 0.50 | 106.754 | 0.000 | 0.000 | ||
| 3420 | 2008.07.10 04:35 | modify | 1139 | 0.50 | 106.754 | 105.154 | 108.054 | ||
| 3421 | 2008.07.10 06:40 | sell | 1140 | 0.50 | 106.863 | 0.000 | 0.000 | ||
| 3422 | 2008.07.10 06:40 | modify | 1140 | 0.50 | 106.863 | 108.463 | 105.563 | ||
| 3423 | 2008.07.10 07:25 | close | 1139 | 0.50 | 106.904 | 105.154 | 108.054 | 7500.00 | 3336362.14 |
| 3424 | 2008.07.10 16:00 | close | 1140 | 0.50 | 107.121 | 108.463 | 105.563 | -12900.00 | 3323462.14 |
| 3425 | 2008.07.10 16:00 | buy | 1141 | 0.70 | 107.116 | 0.000 | 0.000 | ||
| 3426 | 2008.07.10 16:00 | modify | 1141 | 0.70 | 107.116 | 105.816 | 107.516 | ||
| 3427 | 2008.07.10 16:45 | close | 1141 | 0.70 | 107.273 | 105.816 | 107.516 | 10990.00 | 3334452.14 |
| 3428 | 2008.07.11 20:30 | sell | 1142 | 0.70 | 106.294 | 0.000 | 0.000 | ||
| 3429 | 2008.07.11 20:30 | modify | 1142 | 0.70 | 106.294 | 107.594 | 105.894 | ||
| 3430 | 2008.07.14 00:08 | close | 1142 | 0.70 | 106.129 | 107.594 | 105.894 | 10724.85 | 3345176.99 |
| 3431 | 2008.07.14 03:00 | sell | 1143 | 0.70 | 106.581 | 0.000 | 0.000 | ||
| 3432 | 2008.07.14 03:00 | modify | 1143 | 0.70 | 106.581 | 107.881 | 106.181 | ||
| 3433 | 2008.07.14 05:45 | close | 1143 | 0.70 | 106.457 | 107.881 | 106.181 | 8680.00 | 3353856.99 |
| 3434 | 2008.07.16 06:40 | buy | 1144 | 0.40 | 104.601 | 0.000 | 0.000 | ||
| 3435 | 2008.07.16 06:40 | modify | 1144 | 0.40 | 104.601 | 102.251 | 105.651 | ||
| 3436 | 2008.07.16 16:00 | sell | 1145 | 0.50 | 104.275 | 0.000 | 0.000 | ||
| 3437 | 2008.07.16 16:00 | modify | 1145 | 0.50 | 104.275 | 105.875 | 102.975 | ||
| 3438 | 2008.07.16 16:25 | sell | 1146 | 0.70 | 104.423 | 0.000 | 0.000 | ||
| 3439 | 2008.07.16 16:25 | modify | 1146 | 0.70 | 104.423 | 105.723 | 104.023 | ||
| 3440 | 2008.07.16 16:40 | close | 1146 | 0.70 | 104.322 | 105.723 | 104.023 | 7070.00 | 3360926.99 |
| 3441 | 2008.07.16 17:45 | close | 1144 | 0.40 | 104.658 | 102.251 | 105.651 | 2280.00 | 3363206.99 |
| 3442 | 2008.07.16 21:10 | buy | 1147 | 0.50 | 104.646 | 0.000 | 0.000 | ||
| 3443 | 2008.07.16 21:10 | modify | 1147 | 0.50 | 104.646 | 103.046 | 105.946 | ||
| 3444 | 2008.07.16 21:40 | close | 1147 | 0.50 | 104.890 | 103.046 | 105.946 | 12200.00 | 3375406.99 |
| 3445 | 2008.07.17 03:15 | close | 1145 | 0.50 | 105.004 | 105.875 | 102.975 | -38202.13 | 3337204.85 |
| 3446 | 2008.07.17 03:15 | buy | 1148 | 0.70 | 105.005 | 0.000 | 0.000 | ||
| 3447 | 2008.07.17 03:15 | modify | 1148 | 0.70 | 105.005 | 103.705 | 105.405 | ||
| 3448 | 2008.07.17 04:20 | buy | 1149 | 0.50 | 104.963 | 0.000 | 0.000 | ||
| 3449 | 2008.07.17 04:20 | modify | 1149 | 0.50 | 104.963 | 103.363 | 106.263 | ||
| 3450 | 2008.07.17 07:45 | close | 1149 | 0.50 | 104.968 | 103.363 | 106.263 | 250.00 | 3337454.85 |