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 |
| 4051 | 2008.11.07 09:10 | modify | 1350 | 0.50 | 97.538 | 99.138 | 96.238 | ||
| 4052 | 2008.11.07 10:45 | close | 1350 | 0.50 | 97.252 | 99.138 | 96.238 | 14300.00 | 3988061.45 |
| 4053 | 2008.11.07 10:45 | close | 1349 | 0.70 | 97.247 | 98.660 | 96.960 | 7910.00 | 3995971.45 |
| 4054 | 2008.11.07 11:30 | buy | 1351 | 0.50 | 97.270 | 0.000 | 0.000 | ||
| 4055 | 2008.11.07 11:30 | modify | 1351 | 0.50 | 97.270 | 95.670 | 98.570 | ||
| 4056 | 2008.11.07 11:55 | sell | 1352 | 0.50 | 97.451 | 0.000 | 0.000 | ||
| 4057 | 2008.11.07 11:55 | modify | 1352 | 0.50 | 97.451 | 99.051 | 96.151 | ||
| 4058 | 2008.11.07 15:20 | close | 1351 | 0.50 | 97.585 | 95.670 | 98.570 | 15750.00 | 4011721.45 |
| 4059 | 2008.11.07 16:35 | close | 1348 | 0.40 | 97.926 | 95.371 | 98.771 | 8442.16 | 4020163.61 |
| 4060 | 2008.11.07 22:00 | buy | 1353 | 0.50 | 98.066 | 0.000 | 0.000 | ||
| 4061 | 2008.11.07 22:00 | modify | 1353 | 0.50 | 98.066 | 96.466 | 99.366 | ||
| 4062 | 2008.11.10 00:01 | s/l | 1352 | 0.50 | 99.229 | 99.051 | 96.151 | -89451.01 | 3930712.60 |
| 4063 | 2008.11.10 00:05 | close | 1353 | 0.50 | 99.047 | 96.466 | 99.366 | 49357.19 | 3980069.79 |
| 4064 | 2008.11.10 22:00 | buy | 1354 | 0.50 | 97.928 | 0.000 | 0.000 | ||
| 4065 | 2008.11.10 22:00 | modify | 1354 | 0.50 | 97.928 | 96.328 | 99.228 | ||
| 4066 | 2008.11.11 01:30 | sell | 1355 | 0.50 | 98.026 | 0.000 | 0.000 | ||
| 4067 | 2008.11.11 01:30 | modify | 1355 | 0.50 | 98.026 | 99.626 | 96.726 | ||
| 4068 | 2008.11.11 02:20 | close | 1355 | 0.50 | 97.783 | 99.626 | 96.726 | 12150.00 | 3992219.79 |
| 4069 | 2008.11.11 04:20 | sell | 1356 | 0.50 | 97.841 | 0.000 | 0.000 | ||
| 4070 | 2008.11.11 04:20 | modify | 1356 | 0.50 | 97.841 | 99.441 | 96.541 | ||
| 4071 | 2008.11.11 05:30 | close | 1354 | 0.50 | 97.963 | 96.328 | 99.228 | 2053.55 | 3994273.33 |
| 4072 | 2008.11.11 05:35 | sell | 1357 | 0.70 | 98.061 | 0.000 | 0.000 | ||
| 4073 | 2008.11.11 05:35 | modify | 1357 | 0.70 | 98.061 | 99.361 | 97.661 | ||
| 4074 | 2008.11.11 07:30 | close | 1357 | 0.70 | 97.935 | 99.361 | 97.661 | 8820.00 | 4003093.33 |
| 4075 | 2008.11.11 09:05 | buy | 1358 | 0.50 | 97.892 | 0.000 | 0.000 | ||
| 4076 | 2008.11.11 09:05 | modify | 1358 | 0.50 | 97.892 | 96.292 | 99.192 | ||
| 4077 | 2008.11.11 09:45 | close | 1356 | 0.50 | 97.768 | 99.441 | 96.541 | 3650.00 | 4006743.33 |
| 4078 | 2008.11.11 13:30 | close | 1358 | 0.50 | 97.959 | 96.292 | 99.192 | 3350.00 | 4010093.33 |
| 4079 | 2008.11.11 17:40 | buy | 1359 | 0.40 | 97.528 | 0.000 | 0.000 | ||
| 4080 | 2008.11.11 17:40 | modify | 1359 | 0.40 | 97.528 | 95.178 | 98.578 | ||
| 4081 | 2008.11.12 09:25 | close | 1359 | 0.40 | 97.931 | 95.178 | 98.578 | 16361.97 | 4026455.30 |
| 4082 | 2008.11.13 02:40 | sell | 1360 | 0.70 | 95.635 | 0.000 | 0.000 | ||
| 4083 | 2008.11.13 02:40 | modify | 1360 | 0.70 | 95.635 | 96.935 | 95.235 | ||
| 4084 | 2008.11.13 03:55 | close | 1360 | 0.70 | 95.528 | 96.935 | 95.235 | 7490.00 | 4033945.30 |
| 4085 | 2008.11.13 05:40 | sell | 1361 | 0.70 | 95.956 | 0.000 | 0.000 | ||
| 4086 | 2008.11.13 05:40 | modify | 1361 | 0.70 | 95.956 | 97.256 | 95.556 | ||
| 4087 | 2008.11.13 06:00 | close | 1361 | 0.70 | 95.852 | 97.256 | 95.556 | 7280.00 | 4041225.30 |
| 4088 | 2008.11.13 08:45 | sell | 1362 | 0.40 | 95.853 | 0.000 | 0.000 | ||
| 4089 | 2008.11.13 08:45 | modify | 1362 | 0.40 | 95.853 | 98.203 | 94.803 | ||
| 4090 | 2008.11.13 14:05 | sell | 1363 | 0.50 | 95.910 | 0.000 | 0.000 | ||
| 4091 | 2008.11.13 14:05 | modify | 1363 | 0.50 | 95.910 | 97.510 | 94.610 | ||
| 4092 | 2008.11.13 15:55 | buy | 1364 | 0.50 | 95.783 | 0.000 | 0.000 | ||
| 4093 | 2008.11.13 15:55 | modify | 1364 | 0.50 | 95.783 | 94.183 | 97.083 | ||
| 4094 | 2008.11.13 16:35 | close | 1364 | 0.50 | 96.272 | 94.183 | 97.083 | 24450.00 | 4065675.30 |
| 4095 | 2008.11.13 18:10 | close | 1363 | 0.50 | 95.766 | 97.510 | 94.610 | 7200.00 | 4072875.30 |
| 4096 | 2008.11.13 18:10 | buy | 1365 | 0.50 | 95.765 | 0.000 | 0.000 | ||
| 4097 | 2008.11.13 18:10 | modify | 1365 | 0.50 | 95.765 | 94.165 | 97.065 | ||
| 4098 | 2008.11.13 19:50 | close | 1362 | 0.40 | 95.416 | 98.203 | 94.803 | 17480.00 | 4090355.30 |
| 4099 | 2008.11.13 20:00 | buy | 1366 | 0.40 | 95.351 | 0.000 | 0.000 | ||
| 4100 | 2008.11.13 20:00 | modify | 1366 | 0.40 | 95.351 | 93.001 | 96.401 | ||
| 4101 | 2008.11.13 21:29 | t/p | 1366 | 0.40 | 96.412 | 93.001 | 96.401 | 42440.00 | 4132795.30 |
| 4102 | 2008.11.13 21:30 | close | 1365 | 0.50 | 96.445 | 94.165 | 97.065 | 34000.00 | 4166795.30 |
| 4103 | 2008.11.14 01:15 | buy | 1367 | 0.50 | 97.640 | 0.000 | 0.000 | ||
| 4104 | 2008.11.14 01:15 | modify | 1367 | 0.50 | 97.640 | 96.040 | 98.940 | ||
| 4105 | 2008.11.14 06:15 | sell | 1368 | 0.50 | 97.195 | 0.000 | 0.000 | ||
| 4106 | 2008.11.14 06:15 | modify | 1368 | 0.50 | 97.195 | 98.795 | 95.895 | ||
| 4107 | 2008.11.14 08:35 | close | 1367 | 0.50 | 97.318 | 96.040 | 98.940 | -16100.00 | 4150695.30 |
| 4108 | 2008.11.14 10:00 | close | 1368 | 0.50 | 96.855 | 98.795 | 95.895 | 17000.00 | 4167695.30 |
| 4109 | 2008.11.14 14:05 | buy | 1369 | 0.70 | 96.884 | 0.000 | 0.000 | ||
| 4110 | 2008.11.14 14:05 | modify | 1369 | 0.70 | 96.884 | 95.584 | 97.284 | ||
| 4111 | 2008.11.14 16:00 | sell | 1370 | 0.50 | 96.598 | 0.000 | 0.000 | ||
| 4112 | 2008.11.14 16:00 | modify | 1370 | 0.50 | 96.598 | 98.198 | 95.298 | ||
| 4113 | 2008.11.14 16:45 | close | 1369 | 0.70 | 97.080 | 95.584 | 97.284 | 13720.00 | 4181415.30 |
| 4114 | 2008.11.14 21:55 | sell | 1371 | 0.40 | 97.464 | 0.000 | 0.000 | ||
| 4115 | 2008.11.14 21:55 | modify | 1371 | 0.40 | 97.464 | 99.814 | 96.414 | ||
| 4116 | 2008.11.17 00:02 | t/p | 1371 | 0.40 | 95.942 | 99.814 | 96.414 | 60453.71 | 4241869.01 |
| 4117 | 2008.11.17 00:05 | close | 1370 | 0.50 | 96.019 | 98.198 | 95.298 | 28417.13 | 4270286.14 |
| 4118 | 2008.11.17 02:15 | buy | 1372 | 0.50 | 96.114 | 0.000 | 0.000 | ||
| 4119 | 2008.11.17 02:15 | modify | 1372 | 0.50 | 96.114 | 94.514 | 97.414 | ||
| 4120 | 2008.11.17 03:40 | close | 1372 | 0.50 | 96.785 | 94.514 | 97.414 | 33550.00 | 4303836.14 |
| 4121 | 2008.11.17 05:15 | sell | 1373 | 0.50 | 97.039 | 0.000 | 0.000 | ||
| 4122 | 2008.11.17 05:15 | modify | 1373 | 0.50 | 97.039 | 98.639 | 95.739 | ||
| 4123 | 2008.11.17 07:20 | buy | 1374 | 0.50 | 97.139 | 0.000 | 0.000 | ||
| 4124 | 2008.11.17 07:20 | modify | 1374 | 0.50 | 97.139 | 95.539 | 98.439 | ||
| 4125 | 2008.11.17 11:40 | close | 1373 | 0.50 | 96.836 | 98.639 | 95.739 | 10150.00 | 4313986.14 |
| 4126 | 2008.11.17 16:25 | close | 1374 | 0.50 | 96.830 | 95.539 | 98.439 | -15450.00 | 4298536.14 |
| 4127 | 2008.11.17 17:50 | buy | 1375 | 0.50 | 96.614 | 0.000 | 0.000 | ||
| 4128 | 2008.11.17 17:50 | modify | 1375 | 0.50 | 96.614 | 95.014 | 97.914 | ||
| 4129 | 2008.11.17 18:50 | close | 1375 | 0.50 | 96.997 | 95.014 | 97.914 | 19150.00 | 4317686.14 |
| 4130 | 2008.11.18 06:00 | buy | 1376 | 0.50 | 96.623 | 0.000 | 0.000 | ||
| 4131 | 2008.11.18 06:00 | modify | 1376 | 0.50 | 96.623 | 95.023 | 97.923 | ||
| 4132 | 2008.11.18 15:40 | close | 1376 | 0.50 | 96.548 | 95.023 | 97.923 | -3750.00 | 4313936.14 |
| 4133 | 2008.11.18 20:15 | buy | 1377 | 0.70 | 96.698 | 0.000 | 0.000 | ||
| 4134 | 2008.11.18 20:15 | modify | 1377 | 0.70 | 96.698 | 95.398 | 97.098 | ||
| 4135 | 2008.11.18 22:20 | sell | 1378 | 0.50 | 96.634 | 0.000 | 0.000 | ||
| 4136 | 2008.11.18 22:20 | modify | 1378 | 0.50 | 96.634 | 98.234 | 95.334 | ||
| 4137 | 2008.11.18 22:50 | close | 1377 | 0.70 | 96.802 | 95.398 | 97.098 | 7280.00 | 4321216.14 |
| 4138 | 2008.11.19 01:40 | buy | 1379 | 0.50 | 96.762 | 0.000 | 0.000 | ||
| 4139 | 2008.11.19 01:40 | modify | 1379 | 0.50 | 96.762 | 95.162 | 98.062 | ||
| 4140 | 2008.11.19 02:50 | close | 1378 | 0.50 | 96.527 | 98.234 | 95.334 | 4811.12 | 4326027.27 |
| 4141 | 2008.11.19 08:35 | close | 1379 | 0.50 | 96.640 | 95.162 | 98.062 | -6100.00 | 4319927.27 |
| 4142 | 2008.11.19 11:40 | sell | 1380 | 0.50 | 96.794 | 0.000 | 0.000 | ||
| 4143 | 2008.11.19 11:40 | modify | 1380 | 0.50 | 96.794 | 98.394 | 95.494 | ||
| 4144 | 2008.11.19 15:05 | close | 1380 | 0.50 | 96.607 | 98.394 | 95.494 | 9350.00 | 4329277.27 |
| 4145 | 2008.11.20 14:00 | sell | 1381 | 0.70 | 95.634 | 0.000 | 0.000 | ||
| 4146 | 2008.11.20 14:00 | modify | 1381 | 0.70 | 95.634 | 96.934 | 95.234 | ||
| 4147 | 2008.11.20 15:30 | close | 1381 | 0.70 | 95.533 | 96.934 | 95.234 | 7070.00 | 4336347.27 |
| 4148 | 2008.11.21 06:05 | sell | 1382 | 0.50 | 94.458 | 0.000 | 0.000 | ||
| 4149 | 2008.11.21 06:05 | modify | 1382 | 0.50 | 94.458 | 96.058 | 93.158 | ||
| 4150 | 2008.11.21 06:20 | sell | 1383 | 0.70 | 94.838 | 0.000 | 0.000 | ||
| 4151 | 2008.11.21 06:20 | modify | 1383 | 0.70 | 94.838 | 96.138 | 94.438 | ||
| 4152 | 2008.11.21 06:35 | close | 1383 | 0.70 | 94.601 | 96.138 | 94.438 | 16590.00 | 4352937.27 |
| 4153 | 2008.11.21 13:15 | buy | 1384 | 0.50 | 95.042 | 0.000 | 0.000 | ||
| 4154 | 2008.11.21 13:15 | modify | 1384 | 0.50 | 95.042 | 93.442 | 96.342 | ||
| 4155 | 2008.11.21 13:40 | close | 1382 | 0.50 | 94.881 | 96.058 | 93.158 | -21150.00 | 4331787.27 |
| 4156 | 2008.11.21 16:35 | sell | 1385 | 0.50 | 95.128 | 0.000 | 0.000 | ||
| 4157 | 2008.11.21 16:35 | modify | 1385 | 0.50 | 95.128 | 96.728 | 93.828 | ||
| 4158 | 2008.11.21 18:25 | close | 1384 | 0.50 | 95.205 | 93.442 | 96.342 | 8150.00 | 4339937.27 |
| 4159 | 2008.11.24 02:05 | close | 1385 | 0.50 | 95.711 | 96.728 | 93.828 | -29682.51 | 4310254.76 |
| 4160 | 2008.11.24 05:20 | buy | 1386 | 0.50 | 95.033 | 0.000 | 0.000 | ||
| 4161 | 2008.11.24 05:20 | modify | 1386 | 0.50 | 95.033 | 93.433 | 96.333 | ||
| 4162 | 2008.11.24 06:35 | sell | 1387 | 0.50 | 95.320 | 0.000 | 0.000 | ||
| 4163 | 2008.11.24 06:35 | modify | 1387 | 0.50 | 95.320 | 96.920 | 94.020 | ||
| 4164 | 2008.11.24 06:45 | close | 1386 | 0.50 | 95.414 | 93.433 | 96.333 | 19050.00 | 4329304.76 |
| 4165 | 2008.11.24 08:20 | buy | 1388 | 0.50 | 95.316 | 0.000 | 0.000 | ||
| 4166 | 2008.11.24 08:20 | modify | 1388 | 0.50 | 95.316 | 93.716 | 96.616 | ||
| 4167 | 2008.11.24 09:55 | close | 1387 | 0.50 | 95.189 | 96.920 | 94.020 | 6550.00 | 4335854.76 |
| 4168 | 2008.11.24 11:50 | close | 1388 | 0.50 | 95.463 | 93.716 | 96.616 | 7350.00 | 4343204.76 |
| 4169 | 2008.11.24 16:25 | sell | 1389 | 0.50 | 95.963 | 0.000 | 0.000 | ||
| 4170 | 2008.11.24 16:25 | modify | 1389 | 0.50 | 95.963 | 97.563 | 94.663 | ||
| 4171 | 2008.11.25 02:15 | close | 1389 | 0.50 | 96.774 | 97.563 | 94.663 | -41090.84 | 4302113.92 |
| 4172 | 2008.11.25 02:55 | buy | 1390 | 0.70 | 96.642 | 0.000 | 0.000 | ||
| 4173 | 2008.11.25 02:55 | modify | 1390 | 0.70 | 96.642 | 95.342 | 97.042 | ||
| 4174 | 2008.11.25 04:30 | close | 1390 | 0.70 | 96.766 | 95.342 | 97.042 | 8680.00 | 4310793.92 |
| 4175 | 2008.11.25 05:45 | buy | 1391 | 0.70 | 96.462 | 0.000 | 0.000 | ||
| 4176 | 2008.11.25 05:45 | modify | 1391 | 0.70 | 96.462 | 95.162 | 96.862 | ||
| 4177 | 2008.11.25 07:00 | buy | 1392 | 0.50 | 96.289 | 0.000 | 0.000 | ||
| 4178 | 2008.11.25 07:00 | modify | 1392 | 0.50 | 96.289 | 94.689 | 97.589 | ||
| 4179 | 2008.11.25 08:05 | close | 1391 | 0.70 | 96.479 | 95.162 | 96.862 | 1190.00 | 4311983.92 |
| 4180 | 2008.11.25 09:40 | close | 1392 | 0.50 | 96.553 | 94.689 | 97.589 | 13200.00 | 4325183.92 |
| 4181 | 2008.11.25 10:25 | sell | 1393 | 0.50 | 96.602 | 0.000 | 0.000 | ||
| 4182 | 2008.11.25 10:25 | modify | 1393 | 0.50 | 96.602 | 98.202 | 95.302 | ||
| 4183 | 2008.11.25 10:55 | close | 1393 | 0.50 | 96.249 | 98.202 | 95.302 | 17650.00 | 4342833.92 |
| 4184 | 2008.11.25 12:10 | buy | 1394 | 0.50 | 95.840 | 0.000 | 0.000 | ||
| 4185 | 2008.11.25 12:10 | modify | 1394 | 0.50 | 95.840 | 94.240 | 97.140 | ||
| 4186 | 2008.11.25 15:20 | close | 1394 | 0.50 | 96.425 | 94.240 | 97.140 | 29250.00 | 4372083.92 |
| 4187 | 2008.11.25 22:40 | sell | 1395 | 0.50 | 95.615 | 0.000 | 0.000 | ||
| 4188 | 2008.11.25 22:40 | modify | 1395 | 0.50 | 95.615 | 97.215 | 94.315 | ||
| 4189 | 2008.11.26 01:50 | sell | 1396 | 0.70 | 95.547 | 0.000 | 0.000 | ||
| 4190 | 2008.11.26 01:50 | modify | 1396 | 0.70 | 95.547 | 96.847 | 95.147 | ||
| 4191 | 2008.11.26 02:10 | close | 1396 | 0.70 | 95.384 | 96.847 | 95.147 | 11410.00 | 4383493.92 |
| 4192 | 2008.11.26 02:25 | close | 1395 | 0.50 | 95.056 | 97.215 | 94.315 | 27420.90 | 4410914.82 |
| 4193 | 2008.11.26 22:15 | sell | 1397 | 0.50 | 95.785 | 0.000 | 0.000 | ||
| 4194 | 2008.11.26 22:15 | modify | 1397 | 0.50 | 95.785 | 97.385 | 94.485 | ||
| 4195 | 2008.11.27 00:40 | close | 1397 | 0.50 | 95.456 | 97.385 | 94.485 | 14855.57 | 4425770.39 |
| 4196 | 2008.11.27 02:00 | sell | 1398 | 0.50 | 95.632 | 0.000 | 0.000 | ||
| 4197 | 2008.11.27 02:00 | modify | 1398 | 0.50 | 95.632 | 97.232 | 94.332 | ||
| 4198 | 2008.11.27 02:45 | close | 1398 | 0.50 | 95.378 | 97.232 | 94.332 | 12700.00 | 4438470.39 |
| 4199 | 2008.11.27 03:50 | buy | 1399 | 0.50 | 95.311 | 0.000 | 0.000 | ||
| 4200 | 2008.11.27 03:50 | modify | 1399 | 0.50 | 95.311 | 93.711 | 96.611 | ||