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 |
| 3901 | 2008.10.15 13:10 | sell | 1300 | 0.50 | 101.266 | 0.000 | 0.000 | ||
| 3902 | 2008.10.15 13:10 | modify | 1300 | 0.50 | 101.266 | 102.866 | 99.966 | ||
| 3903 | 2008.10.15 15:35 | close | 1300 | 0.50 | 100.982 | 102.866 | 99.966 | 14200.00 | 3688645.07 |
| 3904 | 2008.10.15 17:35 | close | 1299 | 0.50 | 101.527 | 99.985 | 102.885 | -2900.00 | 3685745.07 |
| 3905 | 2008.10.16 05:05 | sell | 1301 | 0.70 | 100.343 | 0.000 | 0.000 | ||
| 3906 | 2008.10.16 05:05 | modify | 1301 | 0.70 | 100.343 | 101.643 | 99.943 | ||
| 3907 | 2008.10.16 05:10 | close | 1301 | 0.70 | 100.191 | 101.643 | 99.943 | 10640.00 | 3696385.07 |
| 3908 | 2008.10.16 10:25 | sell | 1302 | 0.70 | 100.532 | 0.000 | 0.000 | ||
| 3909 | 2008.10.16 10:25 | modify | 1302 | 0.70 | 100.532 | 101.832 | 100.132 | ||
| 3910 | 2008.10.16 11:05 | close | 1302 | 0.70 | 100.422 | 101.832 | 100.132 | 7700.00 | 3704085.07 |
| 3911 | 2008.10.16 12:25 | buy | 1303 | 0.50 | 100.361 | 0.000 | 0.000 | ||
| 3912 | 2008.10.16 12:25 | modify | 1303 | 0.50 | 100.361 | 98.761 | 101.661 | ||
| 3913 | 2008.10.16 14:30 | close | 1303 | 0.50 | 100.654 | 98.761 | 101.661 | 14650.00 | 3718735.07 |
| 3914 | 2008.10.16 15:10 | sell | 1304 | 0.50 | 100.643 | 0.000 | 0.000 | ||
| 3915 | 2008.10.16 15:10 | modify | 1304 | 0.50 | 100.643 | 102.243 | 99.343 | ||
| 3916 | 2008.10.16 18:15 | close | 1304 | 0.50 | 100.260 | 102.243 | 99.343 | 19150.00 | 3737885.07 |
| 3917 | 2008.10.16 20:25 | sell | 1305 | 0.50 | 100.765 | 0.000 | 0.000 | ||
| 3918 | 2008.10.16 20:25 | modify | 1305 | 0.50 | 100.765 | 102.365 | 99.465 | ||
| 3919 | 2008.10.17 09:00 | close | 1305 | 0.50 | 101.422 | 102.365 | 99.465 | -33414.34 | 3704470.73 |
| 3920 | 2008.10.17 10:30 | buy | 1306 | 0.50 | 101.021 | 0.000 | 0.000 | ||
| 3921 | 2008.10.17 10:30 | modify | 1306 | 0.50 | 101.021 | 99.421 | 102.321 | ||
| 3922 | 2008.10.17 11:05 | buy | 1307 | 0.40 | 101.067 | 0.000 | 0.000 | ||
| 3923 | 2008.10.17 11:05 | modify | 1307 | 0.40 | 101.067 | 98.717 | 102.117 | ||
| 3924 | 2008.10.17 17:20 | sell | 1308 | 0.50 | 101.122 | 0.000 | 0.000 | ||
| 3925 | 2008.10.17 17:20 | modify | 1308 | 0.50 | 101.122 | 102.722 | 99.822 | ||
| 3926 | 2008.10.17 17:55 | close | 1306 | 0.50 | 101.245 | 99.421 | 102.321 | 11200.00 | 3715670.73 |
| 3927 | 2008.10.17 18:10 | close | 1307 | 0.40 | 101.502 | 98.717 | 102.117 | 17400.00 | 3733070.73 |
| 3928 | 2008.10.17 19:35 | buy | 1309 | 0.50 | 101.318 | 0.000 | 0.000 | ||
| 3929 | 2008.10.17 19:35 | modify | 1309 | 0.50 | 101.318 | 99.718 | 102.618 | ||
| 3930 | 2008.10.17 20:25 | close | 1309 | 0.50 | 101.730 | 99.718 | 102.618 | 20600.00 | 3753670.73 |
| 3931 | 2008.10.17 21:40 | buy | 1310 | 0.50 | 101.490 | 0.000 | 0.000 | ||
| 3932 | 2008.10.17 21:40 | modify | 1310 | 0.50 | 101.490 | 99.890 | 102.790 | ||
| 3933 | 2008.10.17 23:20 | close | 1308 | 0.50 | 101.401 | 102.722 | 99.822 | -13950.00 | 3739720.73 |
| 3934 | 2008.10.20 03:55 | close | 1310 | 0.50 | 101.833 | 99.890 | 102.790 | 17464.79 | 3757185.52 |
| 3935 | 2008.10.20 05:10 | buy | 1311 | 0.50 | 101.646 | 0.000 | 0.000 | ||
| 3936 | 2008.10.20 05:10 | modify | 1311 | 0.50 | 101.646 | 100.046 | 102.946 | ||
| 3937 | 2008.10.20 07:45 | close | 1311 | 0.50 | 102.065 | 100.046 | 102.946 | 20950.00 | 3778135.52 |
| 3938 | 2008.10.20 11:05 | buy | 1312 | 0.50 | 102.122 | 0.000 | 0.000 | ||
| 3939 | 2008.10.20 11:05 | modify | 1312 | 0.50 | 102.122 | 100.522 | 103.422 | ||
| 3940 | 2008.10.20 15:45 | buy | 1313 | 0.40 | 101.632 | 0.000 | 0.000 | ||
| 3941 | 2008.10.20 15:45 | modify | 1313 | 0.40 | 101.632 | 99.282 | 102.682 | ||
| 3942 | 2008.10.20 22:00 | close | 1312 | 0.50 | 101.822 | 100.522 | 103.422 | -15000.00 | 3763135.52 |
| 3943 | 2008.10.21 00:55 | close | 1313 | 0.40 | 102.093 | 99.282 | 102.682 | 18692.42 | 3781827.94 |
| 3944 | 2008.10.22 15:30 | sell | 1314 | 0.70 | 99.292 | 0.000 | 0.000 | ||
| 3945 | 2008.10.22 15:30 | modify | 1314 | 0.70 | 99.292 | 100.592 | 98.892 | ||
| 3946 | 2008.10.22 15:40 | close | 1314 | 0.70 | 99.183 | 100.592 | 98.892 | 7630.00 | 3789457.94 |
| 3947 | 2008.10.23 09:00 | sell | 1315 | 0.70 | 97.742 | 0.000 | 0.000 | ||
| 3948 | 2008.10.23 09:00 | modify | 1315 | 0.70 | 97.742 | 99.042 | 97.342 | ||
| 3949 | 2008.10.23 09:05 | close | 1315 | 0.70 | 97.632 | 99.042 | 97.342 | 7700.00 | 3797157.94 |
| 3950 | 2008.10.23 09:15 | sell | 1316 | 0.70 | 97.755 | 0.000 | 0.000 | ||
| 3951 | 2008.10.23 09:15 | modify | 1316 | 0.70 | 97.755 | 99.055 | 97.355 | ||
| 3952 | 2008.10.23 10:25 | close | 1316 | 0.70 | 97.551 | 99.055 | 97.355 | 14280.00 | 3811437.94 |
| 3953 | 2008.10.23 15:20 | buy | 1317 | 0.40 | 97.191 | 0.000 | 0.000 | ||
| 3954 | 2008.10.23 15:20 | modify | 1317 | 0.40 | 97.191 | 94.841 | 98.241 | ||
| 3955 | 2008.10.23 16:35 | sell | 1318 | 0.50 | 97.483 | 0.000 | 0.000 | ||
| 3956 | 2008.10.23 16:35 | modify | 1318 | 0.50 | 97.483 | 99.083 | 96.183 | ||
| 3957 | 2008.10.23 19:45 | close | 1318 | 0.50 | 97.077 | 99.083 | 96.183 | 20300.00 | 3831737.94 |
| 3958 | 2008.10.23 20:30 | buy | 1319 | 0.50 | 96.985 | 0.000 | 0.000 | ||
| 3959 | 2008.10.23 20:30 | modify | 1319 | 0.50 | 96.985 | 95.385 | 98.285 | ||
| 3960 | 2008.10.23 23:20 | close | 1319 | 0.50 | 97.398 | 95.385 | 98.285 | 20650.00 | 3852387.94 |
| 3961 | 2008.10.23 23:20 | sell | 1320 | 0.70 | 97.402 | 0.000 | 0.000 | ||
| 3962 | 2008.10.23 23:20 | modify | 1320 | 0.70 | 97.402 | 98.702 | 97.002 | ||
| 3963 | 2008.10.23 23:45 | close | 1320 | 0.70 | 97.273 | 98.702 | 97.002 | 9030.00 | 3861417.94 |
| 3964 | 2008.10.24 00:05 | sell | 1321 | 0.50 | 97.577 | 0.000 | 0.000 | ||
| 3965 | 2008.10.24 00:05 | modify | 1321 | 0.50 | 97.577 | 99.177 | 96.277 | ||
| 3966 | 2008.10.24 00:15 | close | 1317 | 0.40 | 97.909 | 94.841 | 98.241 | 28961.21 | 3890379.15 |
| 3967 | 2008.10.24 03:20 | close | 1321 | 0.50 | 97.095 | 99.177 | 96.277 | 24100.00 | 3914479.15 |
| 3968 | 2008.10.24 04:25 | buy | 1322 | 0.50 | 97.007 | 0.000 | 0.000 | ||
| 3969 | 2008.10.24 04:25 | modify | 1322 | 0.50 | 97.007 | 95.407 | 98.307 | ||
| 3970 | 2008.10.24 06:37 | s/l | 1322 | 0.50 | 95.395 | 95.407 | 98.307 | -80600.00 | 3833879.15 |
| 3971 | 2008.10.27 15:45 | buy | 1323 | 0.50 | 92.987 | 0.000 | 0.000 | ||
| 3972 | 2008.10.27 15:45 | modify | 1323 | 0.50 | 92.987 | 91.387 | 94.287 | ||
| 3973 | 2008.10.27 17:05 | close | 1323 | 0.50 | 93.660 | 91.387 | 94.287 | 33650.00 | 3867529.15 |
| 3974 | 2008.10.27 18:00 | sell | 1324 | 0.50 | 93.857 | 0.000 | 0.000 | ||
| 3975 | 2008.10.27 18:00 | modify | 1324 | 0.50 | 93.857 | 95.457 | 92.557 | ||
| 3976 | 2008.10.27 23:10 | close | 1324 | 0.50 | 93.293 | 95.457 | 92.557 | 28200.00 | 3895729.15 |
| 3977 | 2008.10.28 01:55 | sell | 1325 | 0.50 | 93.033 | 0.000 | 0.000 | ||
| 3978 | 2008.10.28 01:55 | modify | 1325 | 0.50 | 93.033 | 94.633 | 91.733 | ||
| 3979 | 2008.10.28 08:49 | s/l | 1325 | 0.50 | 94.641 | 94.633 | 91.733 | -80400.00 | 3815329.15 |
| 3980 | 2008.10.29 07:00 | buy | 1326 | 0.70 | 96.661 | 0.000 | 0.000 | ||
| 3981 | 2008.10.29 07:00 | modify | 1326 | 0.70 | 96.661 | 95.361 | 97.061 | ||
| 3982 | 2008.10.29 07:05 | close | 1326 | 0.70 | 96.785 | 95.361 | 97.061 | 8680.00 | 3824009.15 |
| 3983 | 2008.10.29 07:15 | buy | 1327 | 0.70 | 96.527 | 0.000 | 0.000 | ||
| 3984 | 2008.10.29 07:15 | modify | 1327 | 0.70 | 96.527 | 95.227 | 96.927 | ||
| 3985 | 2008.10.29 08:00 | close | 1327 | 0.70 | 96.774 | 95.227 | 96.927 | 17290.00 | 3841299.15 |
| 3986 | 2008.10.29 16:35 | buy | 1328 | 0.50 | 96.975 | 0.000 | 0.000 | ||
| 3987 | 2008.10.29 16:35 | modify | 1328 | 0.50 | 96.975 | 95.375 | 98.275 | ||
| 3988 | 2008.10.29 17:10 | close | 1328 | 0.50 | 97.407 | 95.375 | 98.275 | 21600.00 | 3862899.15 |
| 3989 | 2008.10.29 17:10 | sell | 1329 | 0.50 | 97.413 | 0.000 | 0.000 | ||
| 3990 | 2008.10.29 17:10 | modify | 1329 | 0.50 | 97.413 | 99.013 | 96.113 | ||
| 3991 | 2008.10.29 17:50 | sell | 1330 | 0.40 | 97.558 | 0.000 | 0.000 | ||
| 3992 | 2008.10.29 17:50 | modify | 1330 | 0.40 | 97.558 | 99.908 | 96.508 | ||
| 3993 | 2008.10.29 21:00 | close | 1329 | 0.50 | 97.100 | 99.013 | 96.113 | 15650.00 | 3878549.15 |
| 3994 | 2008.10.29 21:18 | t/p | 1330 | 0.40 | 96.502 | 99.908 | 96.508 | 42240.00 | 3920789.15 |
| 3995 | 2008.10.29 22:50 | sell | 1331 | 0.40 | 97.867 | 0.000 | 0.000 | ||
| 3996 | 2008.10.29 22:50 | modify | 1331 | 0.40 | 97.867 | 100.217 | 96.817 | ||
| 3997 | 2008.10.29 23:25 | close | 1331 | 0.40 | 96.871 | 100.217 | 96.817 | 39840.00 | 3960629.15 |
| 3998 | 2008.10.30 01:50 | buy | 1332 | 0.50 | 97.248 | 0.000 | 0.000 | ||
| 3999 | 2008.10.30 01:50 | modify | 1332 | 0.50 | 97.248 | 95.648 | 98.548 | ||
| 4000 | 2008.10.30 03:10 | close | 1332 | 0.50 | 97.703 | 95.648 | 98.548 | 22750.00 | 3983379.15 |
| 4001 | 2008.10.30 09:05 | buy | 1333 | 0.50 | 98.091 | 0.000 | 0.000 | ||
| 4002 | 2008.10.30 09:05 | modify | 1333 | 0.50 | 98.091 | 96.491 | 99.391 | ||
| 4003 | 2008.10.30 09:35 | close | 1333 | 0.50 | 98.610 | 96.491 | 99.391 | 25950.00 | 4009329.15 |
| 4004 | 2008.10.30 10:15 | sell | 1334 | 0.50 | 98.684 | 0.000 | 0.000 | ||
| 4005 | 2008.10.30 10:15 | modify | 1334 | 0.50 | 98.684 | 100.284 | 97.384 | ||
| 4006 | 2008.10.30 12:10 | buy | 1335 | 0.50 | 98.319 | 0.000 | 0.000 | ||
| 4007 | 2008.10.30 12:10 | modify | 1335 | 0.50 | 98.319 | 96.719 | 99.619 | ||
| 4008 | 2008.10.30 13:55 | close | 1335 | 0.50 | 98.684 | 96.719 | 99.619 | 18250.00 | 4027579.15 |
| 4009 | 2008.10.30 17:35 | close | 1334 | 0.50 | 98.231 | 100.284 | 97.384 | 22650.00 | 4050229.15 |
| 4010 | 2008.10.31 06:25 | sell | 1336 | 0.50 | 98.446 | 0.000 | 0.000 | ||
| 4011 | 2008.10.31 06:25 | modify | 1336 | 0.50 | 98.446 | 100.046 | 97.146 | ||
| 4012 | 2008.10.31 08:00 | close | 1336 | 0.50 | 97.778 | 100.046 | 97.146 | 33400.00 | 4083629.15 |
| 4013 | 2008.10.31 08:55 | buy | 1337 | 0.50 | 98.010 | 0.000 | 0.000 | ||
| 4014 | 2008.10.31 08:55 | modify | 1337 | 0.50 | 98.010 | 96.410 | 99.310 | ||
| 4015 | 2008.10.31 10:33 | s/l | 1337 | 0.50 | 96.407 | 96.410 | 99.310 | -80150.00 | 4003479.15 |
| 4016 | 2008.10.31 13:45 | sell | 1338 | 0.70 | 97.530 | 0.000 | 0.000 | ||
| 4017 | 2008.10.31 13:45 | modify | 1338 | 0.70 | 97.530 | 98.830 | 97.130 | ||
| 4018 | 2008.10.31 18:00 | s/l | 1338 | 0.70 | 98.829 | 98.830 | 97.130 | -90930.00 | 3912549.15 |
| 4019 | 2008.11.03 03:30 | sell | 1339 | 0.50 | 98.637 | 0.000 | 0.000 | ||
| 4020 | 2008.11.03 03:30 | modify | 1339 | 0.50 | 98.637 | 100.237 | 97.337 | ||
| 4021 | 2008.11.03 10:10 | close | 1339 | 0.50 | 99.104 | 100.237 | 97.337 | -23350.00 | 3889199.15 |
| 4022 | 2008.11.03 14:55 | buy | 1340 | 0.70 | 98.838 | 0.000 | 0.000 | ||
| 4023 | 2008.11.03 14:55 | modify | 1340 | 0.70 | 98.838 | 97.538 | 99.238 | ||
| 4024 | 2008.11.03 18:55 | close | 1340 | 0.70 | 99.040 | 97.538 | 99.238 | 14140.00 | 3903339.15 |
| 4025 | 2008.11.04 02:45 | buy | 1341 | 0.50 | 98.876 | 0.000 | 0.000 | ||
| 4026 | 2008.11.04 02:45 | modify | 1341 | 0.50 | 98.876 | 97.276 | 100.176 | ||
| 4027 | 2008.11.04 08:20 | close | 1341 | 0.50 | 98.941 | 97.276 | 100.176 | 3250.00 | 3906589.15 |
| 4028 | 2008.11.04 21:25 | buy | 1342 | 0.70 | 99.820 | 0.000 | 0.000 | ||
| 4029 | 2008.11.04 21:25 | modify | 1342 | 0.70 | 99.820 | 98.520 | 100.220 | ||
| 4030 | 2008.11.05 01:05 | close | 1342 | 0.70 | 99.812 | 98.520 | 100.220 | -127.71 | 3906461.45 |
| 4031 | 2008.11.05 08:00 | sell | 1343 | 0.50 | 99.582 | 0.000 | 0.000 | ||
| 4032 | 2008.11.05 08:00 | modify | 1343 | 0.50 | 99.582 | 101.182 | 98.282 | ||
| 4033 | 2008.11.05 10:00 | buy | 1344 | 0.50 | 99.383 | 0.000 | 0.000 | ||
| 4034 | 2008.11.05 10:00 | modify | 1344 | 0.50 | 99.383 | 97.783 | 100.683 | ||
| 4035 | 2008.11.05 10:10 | close | 1343 | 0.50 | 99.261 | 101.182 | 98.282 | 16050.00 | 3922511.45 |
| 4036 | 2008.11.05 13:55 | sell | 1345 | 0.50 | 99.151 | 0.000 | 0.000 | ||
| 4037 | 2008.11.05 13:55 | modify | 1345 | 0.50 | 99.151 | 100.751 | 97.851 | ||
| 4038 | 2008.11.05 16:45 | close | 1345 | 0.50 | 98.549 | 100.751 | 97.851 | 30100.00 | 3952611.45 |
| 4039 | 2008.11.05 17:45 | close | 1344 | 0.50 | 99.381 | 97.783 | 100.683 | -100.00 | 3952511.45 |
| 4040 | 2008.11.05 21:35 | sell | 1346 | 0.50 | 98.964 | 0.000 | 0.000 | ||
| 4041 | 2008.11.05 21:35 | modify | 1346 | 0.50 | 98.964 | 100.564 | 97.664 | ||
| 4042 | 2008.11.05 22:40 | close | 1346 | 0.50 | 98.662 | 100.564 | 97.664 | 15100.00 | 3967611.45 |
| 4043 | 2008.11.06 13:45 | sell | 1347 | 0.50 | 97.884 | 0.000 | 0.000 | ||
| 4044 | 2008.11.06 13:45 | modify | 1347 | 0.50 | 97.884 | 99.484 | 96.584 | ||
| 4045 | 2008.11.06 20:10 | close | 1347 | 0.50 | 97.761 | 99.484 | 96.584 | 6150.00 | 3973761.45 |
| 4046 | 2008.11.06 20:50 | buy | 1348 | 0.40 | 97.721 | 0.000 | 0.000 | ||
| 4047 | 2008.11.06 20:50 | modify | 1348 | 0.40 | 97.721 | 95.371 | 98.771 | ||
| 4048 | 2008.11.07 06:00 | sell | 1349 | 0.70 | 97.360 | 0.000 | 0.000 | ||
| 4049 | 2008.11.07 06:00 | modify | 1349 | 0.70 | 97.360 | 98.660 | 96.960 | ||
| 4050 | 2008.11.07 09:10 | sell | 1350 | 0.50 | 97.538 | 0.000 | 0.000 | ||