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 |
| 3601 | 2008.09.08 06:15 | close | 1199 | 0.50 | 108.747 | 106.778 | 109.678 | 18450.00 | 3326614.75 |
| 3602 | 2008.09.08 09:40 | buy | 1200 | 0.70 | 108.413 | 0.000 | 0.000 | ||
| 3603 | 2008.09.08 09:40 | modify | 1200 | 0.70 | 108.413 | 107.113 | 108.813 | ||
| 3604 | 2008.09.08 10:05 | close | 1200 | 0.70 | 108.595 | 107.113 | 108.813 | 12740.00 | 3339354.75 |
| 3605 | 2008.09.08 16:40 | buy | 1201 | 0.70 | 108.246 | 0.000 | 0.000 | ||
| 3606 | 2008.09.08 16:40 | modify | 1201 | 0.70 | 108.246 | 106.946 | 108.646 | ||
| 3607 | 2008.09.08 16:50 | close | 1201 | 0.70 | 108.445 | 106.946 | 108.646 | 13930.00 | 3353284.75 |
| 3608 | 2008.09.08 21:10 | buy | 1202 | 0.50 | 107.882 | 0.000 | 0.000 | ||
| 3609 | 2008.09.08 21:10 | modify | 1202 | 0.50 | 107.882 | 106.282 | 109.182 | ||
| 3610 | 2008.09.08 23:15 | close | 1202 | 0.50 | 108.262 | 106.282 | 109.182 | 19000.00 | 3372284.75 |
| 3611 | 2008.09.08 23:15 | sell | 1203 | 0.50 | 108.256 | 0.000 | 0.000 | ||
| 3612 | 2008.09.08 23:15 | modify | 1203 | 0.50 | 108.256 | 109.856 | 106.956 | ||
| 3613 | 2008.09.08 23:15 | sell | 1204 | 0.70 | 108.260 | 0.000 | 0.000 | ||
| 3614 | 2008.09.08 23:15 | modify | 1204 | 0.70 | 108.260 | 109.560 | 107.860 | ||
| 3615 | 2008.09.09 00:15 | close | 1204 | 0.70 | 108.143 | 109.560 | 107.860 | 7348.01 | 3379632.76 |
| 3616 | 2008.09.09 02:10 | buy | 1205 | 0.50 | 107.993 | 0.000 | 0.000 | ||
| 3617 | 2008.09.09 02:10 | modify | 1205 | 0.50 | 107.993 | 106.393 | 109.293 | ||
| 3618 | 2008.09.09 03:25 | close | 1203 | 0.50 | 107.841 | 109.856 | 106.956 | 20148.58 | 3399781.34 |
| 3619 | 2008.09.09 08:45 | sell | 1206 | 0.50 | 107.556 | 0.000 | 0.000 | ||
| 3620 | 2008.09.09 08:45 | modify | 1206 | 0.50 | 107.556 | 109.156 | 106.256 | ||
| 3621 | 2008.09.09 09:55 | close | 1205 | 0.50 | 107.710 | 106.393 | 109.293 | -14150.00 | 3385631.34 |
| 3622 | 2008.09.09 11:45 | buy | 1207 | 0.50 | 107.577 | 0.000 | 0.000 | ||
| 3623 | 2008.09.09 11:45 | modify | 1207 | 0.50 | 107.577 | 105.977 | 108.877 | ||
| 3624 | 2008.09.09 12:30 | close | 1207 | 0.50 | 107.886 | 105.977 | 108.877 | 15450.00 | 3401081.34 |
| 3625 | 2008.09.09 13:30 | sell | 1208 | 0.40 | 108.111 | 0.000 | 0.000 | ||
| 3626 | 2008.09.09 13:30 | modify | 1208 | 0.40 | 108.111 | 110.461 | 107.061 | ||
| 3627 | 2008.09.09 14:05 | buy | 1209 | 0.50 | 107.943 | 0.000 | 0.000 | ||
| 3628 | 2008.09.09 14:05 | modify | 1209 | 0.50 | 107.943 | 106.343 | 109.243 | ||
| 3629 | 2008.09.09 16:25 | close | 1206 | 0.50 | 107.815 | 109.156 | 106.256 | -12950.00 | 3388131.34 |
| 3630 | 2008.09.09 18:15 | close | 1208 | 0.40 | 107.317 | 110.461 | 107.061 | 31760.00 | 3419891.34 |
| 3631 | 2008.09.10 02:00 | close | 1209 | 0.50 | 107.284 | 106.343 | 109.243 | -32619.20 | 3387272.14 |
| 3632 | 2008.09.10 04:35 | sell | 1210 | 0.50 | 107.253 | 0.000 | 0.000 | ||
| 3633 | 2008.09.10 04:35 | modify | 1210 | 0.50 | 107.253 | 108.853 | 105.953 | ||
| 3634 | 2008.09.10 07:10 | buy | 1211 | 0.50 | 107.171 | 0.000 | 0.000 | ||
| 3635 | 2008.09.10 07:10 | modify | 1211 | 0.50 | 107.171 | 105.571 | 108.471 | ||
| 3636 | 2008.09.10 08:25 | close | 1210 | 0.50 | 107.116 | 108.853 | 105.953 | 6850.00 | 3394122.14 |
| 3637 | 2008.09.10 08:30 | close | 1211 | 0.50 | 107.493 | 105.571 | 108.471 | 16100.00 | 3410222.14 |
| 3638 | 2008.09.10 08:30 | sell | 1212 | 0.50 | 107.495 | 0.000 | 0.000 | ||
| 3639 | 2008.09.10 08:30 | modify | 1212 | 0.50 | 107.495 | 109.095 | 106.195 | ||
| 3640 | 2008.09.10 09:00 | close | 1212 | 0.50 | 106.986 | 109.095 | 106.195 | 25450.00 | 3435672.14 |
| 3641 | 2008.09.10 09:00 | buy | 1213 | 0.50 | 106.985 | 0.000 | 0.000 | ||
| 3642 | 2008.09.10 09:00 | modify | 1213 | 0.50 | 106.985 | 105.385 | 108.285 | ||
| 3643 | 2008.09.10 09:30 | sell | 1214 | 0.50 | 107.428 | 0.000 | 0.000 | ||
| 3644 | 2008.09.10 09:30 | modify | 1214 | 0.50 | 107.428 | 109.028 | 106.128 | ||
| 3645 | 2008.09.10 14:20 | close | 1213 | 0.50 | 107.571 | 105.385 | 108.285 | 29300.00 | 3464972.14 |
| 3646 | 2008.09.10 14:45 | close | 1214 | 0.50 | 106.939 | 109.028 | 106.128 | 24450.00 | 3489422.14 |
| 3647 | 2008.09.11 23:35 | sell | 1215 | 0.40 | 107.134 | 0.000 | 0.000 | ||
| 3648 | 2008.09.11 23:35 | modify | 1215 | 0.40 | 107.134 | 109.484 | 106.084 | ||
| 3649 | 2008.09.12 11:10 | buy | 1216 | 0.50 | 107.469 | 0.000 | 0.000 | ||
| 3650 | 2008.09.12 11:10 | modify | 1216 | 0.50 | 107.469 | 105.869 | 108.769 | ||
| 3651 | 2008.09.12 13:10 | sell | 1217 | 0.50 | 107.529 | 0.000 | 0.000 | ||
| 3652 | 2008.09.12 13:10 | modify | 1217 | 0.50 | 107.529 | 109.129 | 106.229 | ||
| 3653 | 2008.09.12 13:45 | close | 1217 | 0.50 | 107.368 | 109.129 | 106.229 | 8050.00 | 3497472.14 |
| 3654 | 2008.09.12 14:10 | buy | 1218 | 0.70 | 107.181 | 0.000 | 0.000 | ||
| 3655 | 2008.09.12 14:10 | modify | 1218 | 0.70 | 107.181 | 105.881 | 107.581 | ||
| 3656 | 2008.09.12 14:55 | close | 1215 | 0.40 | 107.157 | 109.484 | 106.084 | -1396.29 | 3496075.85 |
| 3657 | 2008.09.12 15:30 | close | 1218 | 0.70 | 107.288 | 105.881 | 107.581 | 7490.00 | 3503565.85 |
| 3658 | 2008.09.12 18:15 | close | 1216 | 0.50 | 107.490 | 105.869 | 108.769 | 1050.00 | 3504615.85 |
| 3659 | 2008.09.16 12:10 | sell | 1219 | 0.50 | 104.084 | 0.000 | 0.000 | ||
| 3660 | 2008.09.16 12:10 | modify | 1219 | 0.50 | 104.084 | 105.684 | 102.784 | ||
| 3661 | 2008.09.16 12:40 | sell | 1220 | 0.70 | 104.510 | 0.000 | 0.000 | ||
| 3662 | 2008.09.16 12:40 | modify | 1220 | 0.70 | 104.510 | 105.810 | 104.110 | ||
| 3663 | 2008.09.16 13:10 | close | 1220 | 0.70 | 104.371 | 105.810 | 104.110 | 9730.00 | 3514345.85 |
| 3664 | 2008.09.16 15:40 | buy | 1221 | 0.50 | 103.732 | 0.000 | 0.000 | ||
| 3665 | 2008.09.16 15:40 | modify | 1221 | 0.50 | 103.732 | 102.132 | 105.032 | ||
| 3666 | 2008.09.16 17:25 | close | 1221 | 0.50 | 104.125 | 102.132 | 105.032 | 19650.00 | 3533995.85 |
| 3667 | 2008.09.16 19:00 | sell | 1222 | 0.40 | 105.086 | 0.000 | 0.000 | ||
| 3668 | 2008.09.16 19:00 | modify | 1222 | 0.40 | 105.086 | 107.436 | 104.036 | ||
| 3669 | 2008.09.16 21:15 | close | 1219 | 0.50 | 104.604 | 105.684 | 102.784 | -26000.00 | 3507995.85 |
| 3670 | 2008.09.16 21:40 | sell | 1223 | 0.50 | 105.637 | 0.000 | 0.000 | ||
| 3671 | 2008.09.16 21:40 | modify | 1223 | 0.50 | 105.637 | 107.237 | 104.337 | ||
| 3672 | 2008.09.17 00:35 | buy | 1224 | 0.50 | 105.333 | 0.000 | 0.000 | ||
| 3673 | 2008.09.17 00:35 | modify | 1224 | 0.50 | 105.333 | 103.733 | 106.633 | ||
| 3674 | 2008.09.17 03:10 | close | 1224 | 0.50 | 106.485 | 103.733 | 106.633 | 57600.00 | 3565595.85 |
| 3675 | 2008.09.17 06:25 | close | 1223 | 0.50 | 105.806 | 107.237 | 104.337 | -9036.92 | 3556558.92 |
| 3676 | 2008.09.17 06:25 | buy | 1225 | 0.70 | 105.813 | 0.000 | 0.000 | ||
| 3677 | 2008.09.17 06:25 | modify | 1225 | 0.70 | 105.813 | 104.513 | 106.213 | ||
| 3678 | 2008.09.17 06:30 | close | 1225 | 0.70 | 105.910 | 104.513 | 106.213 | 6790.00 | 3563348.92 |
| 3679 | 2008.09.17 10:10 | buy | 1226 | 0.50 | 105.717 | 0.000 | 0.000 | ||
| 3680 | 2008.09.17 10:10 | modify | 1226 | 0.50 | 105.717 | 104.117 | 107.017 | ||
| 3681 | 2008.09.17 10:35 | buy | 1227 | 0.70 | 105.586 | 0.000 | 0.000 | ||
| 3682 | 2008.09.17 10:35 | modify | 1227 | 0.70 | 105.586 | 104.286 | 105.986 | ||
| 3683 | 2008.09.17 10:55 | close | 1222 | 0.40 | 105.379 | 107.436 | 104.036 | -12189.54 | 3551159.39 |
| 3684 | 2008.09.17 11:40 | close | 1227 | 0.70 | 105.715 | 104.286 | 105.986 | 9030.00 | 3560189.39 |
| 3685 | 2008.09.17 13:20 | sell | 1228 | 0.50 | 105.709 | 0.000 | 0.000 | ||
| 3686 | 2008.09.17 13:20 | modify | 1228 | 0.50 | 105.709 | 107.309 | 104.409 | ||
| 3687 | 2008.09.17 14:05 | close | 1226 | 0.50 | 105.914 | 104.117 | 107.017 | 9850.00 | 3570039.39 |
| 3688 | 2008.09.17 15:30 | close | 1228 | 0.50 | 105.323 | 107.309 | 104.409 | 19300.00 | 3589339.39 |
| 3689 | 2008.09.17 17:25 | buy | 1229 | 0.50 | 104.831 | 0.000 | 0.000 | ||
| 3690 | 2008.09.17 17:25 | modify | 1229 | 0.50 | 104.831 | 103.231 | 106.131 | ||
| 3691 | 2008.09.17 20:05 | sell | 1230 | 0.50 | 104.827 | 0.000 | 0.000 | ||
| 3692 | 2008.09.17 20:05 | modify | 1230 | 0.50 | 104.827 | 106.427 | 103.527 | ||
| 3693 | 2008.09.17 21:05 | close | 1230 | 0.50 | 104.493 | 106.427 | 103.527 | 16700.00 | 3606039.39 |
| 3694 | 2008.09.17 21:30 | close | 1229 | 0.50 | 104.921 | 103.231 | 106.131 | 4500.00 | 3610539.39 |
| 3695 | 2008.09.17 23:00 | buy | 1231 | 0.50 | 104.770 | 0.000 | 0.000 | ||
| 3696 | 2008.09.17 23:00 | modify | 1231 | 0.50 | 104.770 | 103.170 | 106.070 | ||
| 3697 | 2008.09.18 02:10 | sell | 1232 | 0.50 | 104.455 | 0.000 | 0.000 | ||
| 3698 | 2008.09.18 02:10 | modify | 1232 | 0.50 | 104.455 | 106.055 | 103.155 | ||
| 3699 | 2008.09.18 03:25 | close | 1231 | 0.50 | 104.658 | 103.170 | 106.070 | -4627.57 | 3605911.81 |
| 3700 | 2008.09.18 03:35 | sell | 1233 | 0.70 | 104.751 | 0.000 | 0.000 | ||
| 3701 | 2008.09.18 03:35 | modify | 1233 | 0.70 | 104.751 | 106.051 | 104.351 | ||
| 3702 | 2008.09.18 04:25 | close | 1233 | 0.70 | 104.575 | 106.051 | 104.351 | 12320.00 | 3618231.81 |
| 3703 | 2008.09.18 07:30 | buy | 1234 | 0.50 | 104.384 | 0.000 | 0.000 | ||
| 3704 | 2008.09.18 07:30 | modify | 1234 | 0.50 | 104.384 | 102.784 | 105.684 | ||
| 3705 | 2008.09.18 08:30 | close | 1234 | 0.50 | 104.572 | 102.784 | 105.684 | 9400.00 | 3627631.81 |
| 3706 | 2008.09.18 09:05 | sell | 1235 | 0.70 | 104.794 | 0.000 | 0.000 | ||
| 3707 | 2008.09.18 09:05 | modify | 1235 | 0.70 | 104.794 | 106.094 | 104.394 | ||
| 3708 | 2008.09.18 09:15 | close | 1235 | 0.70 | 104.539 | 106.094 | 104.394 | 17850.00 | 3645481.81 |
| 3709 | 2008.09.18 13:10 | close | 1232 | 0.50 | 104.182 | 106.055 | 103.155 | 13650.00 | 3659131.81 |
| 3710 | 2008.09.18 13:25 | buy | 1236 | 0.40 | 104.296 | 0.000 | 0.000 | ||
| 3711 | 2008.09.18 13:25 | modify | 1236 | 0.40 | 104.296 | 101.946 | 105.346 | ||
| 3712 | 2008.09.18 15:40 | sell | 1237 | 0.50 | 104.868 | 0.000 | 0.000 | ||
| 3713 | 2008.09.18 15:40 | modify | 1237 | 0.50 | 104.868 | 106.468 | 103.568 | ||
| 3714 | 2008.09.18 16:55 | close | 1236 | 0.40 | 105.262 | 101.946 | 105.346 | 38640.00 | 3697771.81 |
| 3715 | 2008.09.18 19:40 | close | 1237 | 0.50 | 104.464 | 106.468 | 103.568 | 20200.00 | 3717971.81 |
| 3716 | 2008.09.18 21:45 | sell | 1238 | 0.50 | 104.682 | 0.000 | 0.000 | ||
| 3717 | 2008.09.18 21:45 | modify | 1238 | 0.50 | 104.682 | 106.282 | 103.382 | ||
| 3718 | 2008.09.19 03:30 | s/l | 1238 | 0.50 | 106.286 | 106.282 | 103.382 | -80785.85 | 3637185.96 |
| 3719 | 2008.09.19 17:35 | buy | 1239 | 0.70 | 107.202 | 0.000 | 0.000 | ||
| 3720 | 2008.09.19 17:35 | modify | 1239 | 0.70 | 107.202 | 105.902 | 107.602 | ||
| 3721 | 2008.09.19 22:55 | close | 1239 | 0.70 | 107.239 | 105.902 | 107.602 | 2590.00 | 3639775.96 |
| 3722 | 2008.09.22 02:40 | buy | 1240 | 0.50 | 106.597 | 0.000 | 0.000 | ||
| 3723 | 2008.09.22 02:40 | modify | 1240 | 0.50 | 106.597 | 104.997 | 107.897 | ||
| 3724 | 2008.09.22 05:55 | sell | 1241 | 0.50 | 106.630 | 0.000 | 0.000 | ||
| 3725 | 2008.09.22 05:55 | modify | 1241 | 0.50 | 106.630 | 108.230 | 105.330 | ||
| 3726 | 2008.09.22 09:40 | close | 1241 | 0.50 | 106.466 | 108.230 | 105.330 | 8200.00 | 3647975.96 |
| 3727 | 2008.09.22 12:40 | sell | 1242 | 0.50 | 106.550 | 0.000 | 0.000 | ||
| 3728 | 2008.09.22 12:40 | modify | 1242 | 0.50 | 106.550 | 108.150 | 105.250 | ||
| 3729 | 2008.09.22 15:35 | close | 1240 | 0.50 | 106.795 | 104.997 | 107.897 | 9900.00 | 3657875.96 |
| 3730 | 2008.09.22 16:10 | sell | 1243 | 0.40 | 106.806 | 0.000 | 0.000 | ||
| 3731 | 2008.09.22 16:10 | modify | 1243 | 0.40 | 106.806 | 109.156 | 105.756 | ||
| 3732 | 2008.09.22 20:05 | close | 1242 | 0.50 | 106.172 | 108.150 | 105.250 | 18900.00 | 3676775.96 |
| 3733 | 2008.09.22 20:20 | close | 1243 | 0.40 | 106.097 | 109.156 | 105.756 | 28360.00 | 3705135.96 |
| 3734 | 2008.09.23 02:10 | sell | 1244 | 0.70 | 105.647 | 0.000 | 0.000 | ||
| 3735 | 2008.09.23 02:10 | modify | 1244 | 0.70 | 105.647 | 106.947 | 105.247 | ||
| 3736 | 2008.09.23 02:20 | close | 1244 | 0.70 | 105.547 | 106.947 | 105.247 | 7000.00 | 3712135.96 |
| 3737 | 2008.09.23 09:05 | buy | 1245 | 0.50 | 105.240 | 0.000 | 0.000 | ||
| 3738 | 2008.09.23 09:05 | modify | 1245 | 0.50 | 105.240 | 103.640 | 106.540 | ||
| 3739 | 2008.09.23 09:35 | sell | 1246 | 0.50 | 105.398 | 0.000 | 0.000 | ||
| 3740 | 2008.09.23 09:35 | modify | 1246 | 0.50 | 105.398 | 106.998 | 104.098 | ||
| 3741 | 2008.09.23 09:40 | close | 1245 | 0.50 | 105.473 | 103.640 | 106.540 | 11650.00 | 3723785.96 |
| 3742 | 2008.09.23 10:15 | sell | 1247 | 0.70 | 105.712 | 0.000 | 0.000 | ||
| 3743 | 2008.09.23 10:15 | modify | 1247 | 0.70 | 105.712 | 107.012 | 105.312 | ||
| 3744 | 2008.09.23 10:25 | sell | 1248 | 0.40 | 105.742 | 0.000 | 0.000 | ||
| 3745 | 2008.09.23 10:25 | modify | 1248 | 0.40 | 105.742 | 108.092 | 104.692 | ||
| 3746 | 2008.09.23 12:20 | close | 1247 | 0.70 | 105.532 | 107.012 | 105.312 | 12600.00 | 3736385.96 |
| 3747 | 2008.09.23 13:05 | close | 1246 | 0.50 | 105.261 | 106.998 | 104.098 | 6850.00 | 3743235.96 |
| 3748 | 2008.09.23 13:50 | close | 1248 | 0.40 | 105.303 | 108.092 | 104.692 | 17560.00 | 3760795.96 |
| 3749 | 2008.09.24 12:45 | sell | 1249 | 0.50 | 106.225 | 0.000 | 0.000 | ||
| 3750 | 2008.09.24 12:45 | modify | 1249 | 0.50 | 106.225 | 107.825 | 104.925 | ||