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 |
| 3451 | 2008.07.17 07:45 | close | 1148 | 0.70 | 104.965 | 103.705 | 105.405 | -2800.00 | 3334654.85 |
| 3452 | 2008.07.18 07:35 | buy | 1150 | 0.50 | 106.279 | 0.000 | 0.000 | ||
| 3453 | 2008.07.18 07:35 | modify | 1150 | 0.50 | 106.279 | 104.679 | 107.579 | ||
| 3454 | 2008.07.18 07:35 | buy | 1151 | 0.70 | 106.283 | 0.000 | 0.000 | ||
| 3455 | 2008.07.18 07:35 | modify | 1151 | 0.70 | 106.283 | 104.983 | 106.683 | ||
| 3456 | 2008.07.18 10:30 | close | 1151 | 0.70 | 106.324 | 104.983 | 106.683 | 2870.00 | 3337524.85 |
| 3457 | 2008.07.18 10:55 | close | 1150 | 0.50 | 106.371 | 104.679 | 107.579 | 4600.00 | 3342124.85 |
| 3458 | 2008.07.21 03:37 | buy | 1152 | 0.70 | 106.844 | 0.000 | 0.000 | ||
| 3459 | 2008.07.21 03:37 | modify | 1152 | 0.70 | 106.844 | 105.544 | 107.244 | ||
| 3460 | 2008.07.21 07:45 | close | 1152 | 0.70 | 106.824 | 105.544 | 107.244 | -1400.00 | 3340724.85 |
| 3461 | 2008.07.22 08:00 | sell | 1153 | 0.70 | 106.487 | 0.000 | 0.000 | ||
| 3462 | 2008.07.22 08:00 | modify | 1153 | 0.70 | 106.487 | 107.787 | 106.087 | ||
| 3463 | 2008.07.22 11:20 | close | 1153 | 0.70 | 106.351 | 107.787 | 106.087 | 9520.00 | 3350244.85 |
| 3464 | 2008.07.23 16:45 | buy | 1154 | 0.70 | 107.586 | 0.000 | 0.000 | ||
| 3465 | 2008.07.23 16:45 | modify | 1154 | 0.70 | 107.586 | 106.286 | 107.986 | ||
| 3466 | 2008.07.23 17:10 | close | 1154 | 0.70 | 107.694 | 106.286 | 107.986 | 7560.00 | 3357804.85 |
| 3467 | 2008.07.23 17:50 | sell | 1155 | 0.40 | 107.821 | 0.000 | 0.000 | ||
| 3468 | 2008.07.23 17:50 | modify | 1155 | 0.40 | 107.821 | 110.171 | 106.771 | ||
| 3469 | 2008.07.24 03:40 | buy | 1156 | 0.70 | 107.814 | 0.000 | 0.000 | ||
| 3470 | 2008.07.24 03:40 | modify | 1156 | 0.70 | 107.814 | 106.514 | 108.214 | ||
| 3471 | 2008.07.24 07:30 | close | 1156 | 0.70 | 107.835 | 106.514 | 108.214 | 1470.00 | 3359274.85 |
| 3472 | 2008.07.24 10:05 | close | 1155 | 0.40 | 107.744 | 110.171 | 106.771 | 1641.32 | 3360916.17 |
| 3473 | 2008.07.25 11:30 | sell | 1157 | 0.70 | 107.036 | 0.000 | 0.000 | ||
| 3474 | 2008.07.25 11:30 | modify | 1157 | 0.70 | 107.036 | 108.336 | 106.636 | ||
| 3475 | 2008.07.25 12:20 | close | 1157 | 0.70 | 106.912 | 108.336 | 106.636 | 8680.00 | 3369596.17 |
| 3476 | 2008.07.25 17:05 | sell | 1158 | 0.50 | 107.821 | 0.000 | 0.000 | ||
| 3477 | 2008.07.25 17:05 | modify | 1158 | 0.50 | 107.821 | 109.421 | 106.521 | ||
| 3478 | 2008.07.28 00:10 | close | 1158 | 0.50 | 107.826 | 109.421 | 106.521 | -848.84 | 3368747.33 |
| 3479 | 2008.07.28 06:20 | buy | 1159 | 0.70 | 107.850 | 0.000 | 0.000 | ||
| 3480 | 2008.07.28 06:20 | modify | 1159 | 0.70 | 107.850 | 106.550 | 108.250 | ||
| 3481 | 2008.07.28 17:10 | close | 1159 | 0.70 | 107.773 | 106.550 | 108.250 | -5390.00 | 3363357.33 |
| 3482 | 2008.07.29 09:05 | sell | 1160 | 0.70 | 107.467 | 0.000 | 0.000 | ||
| 3483 | 2008.07.29 09:05 | modify | 1160 | 0.70 | 107.467 | 108.767 | 107.067 | ||
| 3484 | 2008.07.29 21:15 | close | 1160 | 0.70 | 108.081 | 108.767 | 107.067 | -42980.00 | 3320377.33 |
| 3485 | 2008.07.29 23:30 | buy | 1161 | 0.70 | 108.035 | 0.000 | 0.000 | ||
| 3486 | 2008.07.29 23:30 | modify | 1161 | 0.70 | 108.035 | 106.735 | 108.435 | ||
| 3487 | 2008.07.30 00:40 | close | 1161 | 0.70 | 108.125 | 106.735 | 108.435 | 6768.78 | 3327146.12 |
| 3488 | 2008.07.30 06:00 | buy | 1162 | 0.70 | 107.943 | 0.000 | 0.000 | ||
| 3489 | 2008.07.30 06:00 | modify | 1162 | 0.70 | 107.943 | 106.643 | 108.343 | ||
| 3490 | 2008.07.30 08:05 | close | 1162 | 0.70 | 108.001 | 106.643 | 108.343 | 4060.00 | 3331206.12 |
| 3491 | 2008.08.01 12:10 | sell | 1163 | 0.70 | 107.660 | 0.000 | 0.000 | ||
| 3492 | 2008.08.01 12:10 | modify | 1163 | 0.70 | 107.660 | 108.960 | 107.260 | ||
| 3493 | 2008.08.01 14:05 | close | 1163 | 0.70 | 107.532 | 108.960 | 107.260 | 8960.00 | 3340166.12 |
| 3494 | 2008.08.07 03:05 | buy | 1164 | 0.70 | 109.407 | 0.000 | 0.000 | ||
| 3495 | 2008.08.07 03:05 | modify | 1164 | 0.70 | 109.407 | 108.107 | 109.807 | ||
| 3496 | 2008.08.07 07:10 | close | 1164 | 0.70 | 109.482 | 108.107 | 109.807 | 5250.00 | 3345416.12 |
| 3497 | 2008.08.11 01:50 | buy | 1165 | 0.70 | 110.134 | 0.000 | 0.000 | ||
| 3498 | 2008.08.11 01:50 | modify | 1165 | 0.70 | 110.134 | 108.834 | 110.534 | ||
| 3499 | 2008.08.11 07:25 | close | 1165 | 0.70 | 109.994 | 108.834 | 110.534 | -9800.00 | 3335616.12 |
| 3500 | 2008.08.13 08:20 | sell | 1166 | 0.70 | 108.899 | 0.000 | 0.000 | ||
| 3501 | 2008.08.13 08:20 | modify | 1166 | 0.70 | 108.899 | 110.199 | 108.499 | ||
| 3502 | 2008.08.13 08:35 | close | 1166 | 0.70 | 108.785 | 110.199 | 108.499 | 7980.00 | 3343596.12 |
| 3503 | 2008.08.13 18:40 | buy | 1167 | 0.40 | 108.671 | 0.000 | 0.000 | ||
| 3504 | 2008.08.13 18:40 | modify | 1167 | 0.40 | 108.671 | 106.321 | 109.721 | ||
| 3505 | 2008.08.13 20:10 | close | 1167 | 0.40 | 109.023 | 106.321 | 109.721 | 14080.00 | 3357676.12 |
| 3506 | 2008.08.14 00:05 | buy | 1168 | 0.50 | 109.411 | 0.000 | 0.000 | ||
| 3507 | 2008.08.14 00:05 | modify | 1168 | 0.50 | 109.411 | 107.811 | 110.711 | ||
| 3508 | 2008.08.14 03:35 | sell | 1169 | 0.50 | 109.330 | 0.000 | 0.000 | ||
| 3509 | 2008.08.14 03:35 | modify | 1169 | 0.50 | 109.330 | 110.930 | 108.030 | ||
| 3510 | 2008.08.14 06:50 | close | 1168 | 0.50 | 109.470 | 107.811 | 110.711 | 2950.00 | 3360626.12 |
| 3511 | 2008.08.14 15:40 | close | 1169 | 0.50 | 109.485 | 110.930 | 108.030 | -7750.00 | 3352876.12 |
| 3512 | 2008.08.14 15:45 | buy | 1170 | 0.70 | 109.394 | 0.000 | 0.000 | ||
| 3513 | 2008.08.14 15:45 | modify | 1170 | 0.70 | 109.394 | 108.094 | 109.794 | ||
| 3514 | 2008.08.14 15:55 | close | 1170 | 0.70 | 109.496 | 108.094 | 109.794 | 7140.00 | 3360016.12 |
| 3515 | 2008.08.14 22:15 | buy | 1171 | 0.70 | 109.598 | 0.000 | 0.000 | ||
| 3516 | 2008.08.14 22:15 | modify | 1171 | 0.70 | 109.598 | 108.298 | 109.998 | ||
| 3517 | 2008.08.14 22:45 | close | 1171 | 0.70 | 109.714 | 108.298 | 109.998 | 8120.00 | 3368136.12 |
| 3518 | 2008.08.15 14:55 | buy | 1172 | 0.70 | 110.339 | 0.000 | 0.000 | ||
| 3519 | 2008.08.15 14:55 | modify | 1172 | 0.70 | 110.339 | 109.039 | 110.739 | ||
| 3520 | 2008.08.15 15:15 | close | 1172 | 0.70 | 110.475 | 109.039 | 110.739 | 9520.00 | 3377656.12 |
| 3521 | 2008.08.15 19:15 | buy | 1173 | 0.50 | 110.297 | 0.000 | 0.000 | ||
| 3522 | 2008.08.15 19:15 | modify | 1173 | 0.50 | 110.297 | 108.697 | 111.597 | ||
| 3523 | 2008.08.15 20:35 | close | 1173 | 0.50 | 110.575 | 108.697 | 111.597 | 13900.00 | 3391556.12 |
| 3524 | 2008.08.18 01:15 | buy | 1174 | 0.70 | 110.410 | 0.000 | 0.000 | ||
| 3525 | 2008.08.18 01:15 | modify | 1174 | 0.70 | 110.410 | 109.110 | 110.810 | ||
| 3526 | 2008.08.18 04:15 | close | 1174 | 0.70 | 110.357 | 109.110 | 110.810 | -3710.00 | 3387846.12 |
| 3527 | 2008.08.19 08:00 | sell | 1175 | 0.70 | 109.925 | 0.000 | 0.000 | ||
| 3528 | 2008.08.19 08:00 | modify | 1175 | 0.70 | 109.925 | 111.225 | 109.525 | ||
| 3529 | 2008.08.19 10:05 | close | 1175 | 0.70 | 109.987 | 111.225 | 109.525 | -4340.00 | 3383506.12 |
| 3530 | 2008.08.20 03:35 | sell | 1176 | 0.70 | 109.820 | 0.000 | 0.000 | ||
| 3531 | 2008.08.20 03:35 | modify | 1176 | 0.70 | 109.820 | 111.120 | 109.420 | ||
| 3532 | 2008.08.20 07:05 | close | 1176 | 0.70 | 109.838 | 111.120 | 109.420 | -1260.00 | 3382246.12 |
| 3533 | 2008.08.21 21:40 | sell | 1177 | 0.70 | 108.700 | 0.000 | 0.000 | ||
| 3534 | 2008.08.21 21:40 | modify | 1177 | 0.70 | 108.700 | 110.000 | 108.300 | ||
| 3535 | 2008.08.21 22:10 | close | 1177 | 0.70 | 108.594 | 110.000 | 108.300 | 7420.00 | 3389666.12 |
| 3536 | 2008.08.22 03:40 | sell | 1178 | 0.70 | 108.674 | 0.000 | 0.000 | ||
| 3537 | 2008.08.22 03:40 | modify | 1178 | 0.70 | 108.674 | 109.974 | 108.274 | ||
| 3538 | 2008.08.22 04:10 | close | 1178 | 0.70 | 108.562 | 109.974 | 108.274 | 7840.00 | 3397506.12 |
| 3539 | 2008.08.22 13:05 | sell | 1179 | 0.50 | 109.271 | 0.000 | 0.000 | ||
| 3540 | 2008.08.22 13:05 | modify | 1179 | 0.50 | 109.271 | 110.871 | 107.971 | ||
| 3541 | 2008.08.25 01:30 | close | 1179 | 0.50 | 109.950 | 110.871 | 107.971 | -34561.59 | 3362944.53 |
| 3542 | 2008.08.25 01:55 | buy | 1180 | 0.70 | 109.885 | 0.000 | 0.000 | ||
| 3543 | 2008.08.25 01:55 | modify | 1180 | 0.70 | 109.885 | 108.585 | 110.285 | ||
| 3544 | 2008.08.25 03:05 | close | 1180 | 0.70 | 110.015 | 108.585 | 110.285 | 9100.00 | 3372044.53 |
| 3545 | 2008.08.25 08:35 | buy | 1181 | 0.70 | 109.970 | 0.000 | 0.000 | ||
| 3546 | 2008.08.25 08:35 | modify | 1181 | 0.70 | 109.970 | 108.670 | 110.370 | ||
| 3547 | 2008.08.25 08:55 | close | 1181 | 0.70 | 110.085 | 108.670 | 110.370 | 8050.00 | 3380094.53 |
| 3548 | 2008.08.26 03:00 | sell | 1182 | 0.50 | 109.317 | 0.000 | 0.000 | ||
| 3549 | 2008.08.26 03:00 | modify | 1182 | 0.50 | 109.317 | 110.917 | 108.017 | ||
| 3550 | 2008.08.26 04:35 | buy | 1183 | 0.50 | 109.356 | 0.000 | 0.000 | ||
| 3551 | 2008.08.26 04:35 | modify | 1183 | 0.50 | 109.356 | 107.756 | 110.656 | ||
| 3552 | 2008.08.26 06:40 | close | 1183 | 0.50 | 109.550 | 107.756 | 110.656 | 9700.00 | 3389794.53 |
| 3553 | 2008.08.26 15:30 | close | 1182 | 0.50 | 109.625 | 110.917 | 108.017 | -15400.00 | 3374394.53 |
| 3554 | 2008.08.26 15:30 | buy | 1184 | 0.70 | 109.625 | 0.000 | 0.000 | ||
| 3555 | 2008.08.26 15:30 | modify | 1184 | 0.70 | 109.625 | 108.325 | 110.025 | ||
| 3556 | 2008.08.26 17:35 | close | 1184 | 0.70 | 109.859 | 108.325 | 110.025 | 16380.00 | 3390774.53 |
| 3557 | 2008.08.27 15:10 | sell | 1185 | 0.70 | 109.077 | 0.000 | 0.000 | ||
| 3558 | 2008.08.27 15:10 | modify | 1185 | 0.70 | 109.077 | 110.377 | 108.677 | ||
| 3559 | 2008.08.27 21:20 | close | 1185 | 0.70 | 109.665 | 110.377 | 108.677 | -41160.00 | 3349614.53 |
| 3560 | 2008.08.27 23:20 | buy | 1186 | 0.70 | 109.530 | 0.000 | 0.000 | ||
| 3561 | 2008.08.27 23:20 | modify | 1186 | 0.70 | 109.530 | 108.230 | 109.930 | ||
| 3562 | 2008.08.28 05:00 | sell | 1187 | 0.50 | 109.554 | 0.000 | 0.000 | ||
| 3563 | 2008.08.28 05:00 | modify | 1187 | 0.50 | 109.554 | 111.154 | 108.254 | ||
| 3564 | 2008.08.28 06:30 | close | 1187 | 0.50 | 109.366 | 111.154 | 108.254 | 9400.00 | 3359014.53 |
| 3565 | 2008.08.28 12:00 | sell | 1188 | 0.50 | 109.090 | 0.000 | 0.000 | ||
| 3566 | 2008.08.28 12:00 | modify | 1188 | 0.50 | 109.090 | 110.690 | 107.790 | ||
| 3567 | 2008.08.28 12:00 | close | 1186 | 0.70 | 109.094 | 108.230 | 109.930 | -29095.74 | 3329918.78 |
| 3568 | 2008.08.28 13:05 | sell | 1189 | 0.70 | 109.250 | 0.000 | 0.000 | ||
| 3569 | 2008.08.28 13:05 | modify | 1189 | 0.70 | 109.250 | 110.550 | 108.850 | ||
| 3570 | 2008.08.28 16:15 | close | 1188 | 0.50 | 109.045 | 110.690 | 107.790 | 2250.00 | 3332168.78 |
| 3571 | 2008.08.28 16:15 | close | 1189 | 0.70 | 109.044 | 110.550 | 108.850 | 14420.00 | 3346588.78 |
| 3572 | 2008.09.01 15:30 | sell | 1190 | 0.70 | 108.067 | 0.000 | 0.000 | ||
| 3573 | 2008.09.01 15:30 | modify | 1190 | 0.70 | 108.067 | 109.367 | 107.667 | ||
| 3574 | 2008.09.01 15:45 | close | 1190 | 0.70 | 107.936 | 109.367 | 107.667 | 9170.00 | 3355758.78 |
| 3575 | 2008.09.01 16:10 | sell | 1191 | 0.50 | 108.047 | 0.000 | 0.000 | ||
| 3576 | 2008.09.01 16:10 | modify | 1191 | 0.50 | 108.047 | 109.647 | 106.747 | ||
| 3577 | 2008.09.01 16:15 | sell | 1192 | 0.70 | 108.175 | 0.000 | 0.000 | ||
| 3578 | 2008.09.01 16:15 | modify | 1192 | 0.70 | 108.175 | 109.475 | 107.775 | ||
| 3579 | 2008.09.01 18:00 | buy | 1193 | 0.50 | 108.129 | 0.000 | 0.000 | ||
| 3580 | 2008.09.01 18:00 | modify | 1193 | 0.50 | 108.129 | 106.529 | 109.429 | ||
| 3581 | 2008.09.01 22:31 | close | 1193 | 0.50 | 108.215 | 106.529 | 109.429 | 4300.00 | 3360058.78 |
| 3582 | 2008.09.01 23:45 | close | 1192 | 0.70 | 108.144 | 109.475 | 107.775 | 2170.00 | 3362228.78 |
| 3583 | 2008.09.01 23:55 | close | 1191 | 0.50 | 108.066 | 109.647 | 106.747 | -950.00 | 3361278.78 |
| 3584 | 2008.09.02 17:40 | buy | 1194 | 0.70 | 108.654 | 0.000 | 0.000 | ||
| 3585 | 2008.09.02 17:40 | modify | 1194 | 0.70 | 108.654 | 107.354 | 109.054 | ||
| 3586 | 2008.09.02 18:00 | close | 1194 | 0.70 | 108.835 | 107.354 | 109.054 | 12670.00 | 3373948.78 |
| 3587 | 2008.09.04 02:00 | sell | 1195 | 0.50 | 108.338 | 0.000 | 0.000 | ||
| 3588 | 2008.09.04 02:00 | modify | 1195 | 0.50 | 108.338 | 109.938 | 107.038 | ||
| 3589 | 2008.09.04 02:05 | sell | 1196 | 0.70 | 108.388 | 0.000 | 0.000 | ||
| 3590 | 2008.09.04 02:05 | modify | 1196 | 0.70 | 108.388 | 109.688 | 107.988 | ||
| 3591 | 2008.09.04 03:20 | close | 1196 | 0.70 | 108.279 | 109.688 | 107.988 | 7630.00 | 3381578.78 |
| 3592 | 2008.09.04 04:05 | close | 1195 | 0.50 | 108.167 | 109.938 | 107.038 | 8550.00 | 3390128.78 |
| 3593 | 2008.09.05 04:35 | sell | 1197 | 0.70 | 107.151 | 0.000 | 0.000 | ||
| 3594 | 2008.09.05 04:35 | modify | 1197 | 0.70 | 107.151 | 108.451 | 106.751 | ||
| 3595 | 2008.09.05 04:50 | close | 1197 | 0.70 | 107.039 | 108.451 | 106.751 | 7840.00 | 3397968.78 |
| 3596 | 2008.09.05 19:20 | sell | 1198 | 0.50 | 106.952 | 0.000 | 0.000 | ||
| 3597 | 2008.09.05 19:20 | modify | 1198 | 0.50 | 106.952 | 108.552 | 105.652 | ||
| 3598 | 2008.09.08 00:02 | s/l | 1198 | 0.50 | 108.736 | 108.552 | 105.652 | -89804.03 | 3308164.75 |
| 3599 | 2008.09.08 04:00 | buy | 1199 | 0.50 | 108.378 | 0.000 | 0.000 | ||
| 3600 | 2008.09.08 04:00 | modify | 1199 | 0.50 | 108.378 | 106.778 | 109.678 | ||