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 |
| 4201 | 2008.11.27 08:00 | sell | 1400 | 0.50 | 95.130 | 0.000 | 0.000 | ||
| 4202 | 2008.11.27 08:00 | modify | 1400 | 0.50 | 95.130 | 96.730 | 93.830 | ||
| 4203 | 2008.11.27 09:35 | close | 1399 | 0.50 | 95.260 | 93.711 | 96.611 | -2550.00 | 4435920.39 |
| 4204 | 2008.11.27 22:35 | close | 1400 | 0.50 | 95.398 | 96.730 | 93.830 | -13400.00 | 4422520.39 |
| 4205 | 2008.12.02 02:20 | sell | 1401 | 0.70 | 93.431 | 0.000 | 0.000 | ||
| 4206 | 2008.12.02 02:20 | modify | 1401 | 0.70 | 93.431 | 94.731 | 93.031 | ||
| 4207 | 2008.12.02 04:55 | close | 1401 | 0.70 | 93.565 | 94.731 | 93.031 | -9380.00 | 4413140.39 |
| 4208 | 2008.12.02 10:50 | buy | 1402 | 0.40 | 92.874 | 0.000 | 0.000 | ||
| 4209 | 2008.12.02 10:50 | modify | 1402 | 0.40 | 92.874 | 90.524 | 93.924 | ||
| 4210 | 2008.12.02 13:25 | sell | 1403 | 0.50 | 93.213 | 0.000 | 0.000 | ||
| 4211 | 2008.12.02 13:25 | modify | 1403 | 0.50 | 93.213 | 94.813 | 91.913 | ||
| 4212 | 2008.12.02 15:55 | close | 1402 | 0.40 | 93.540 | 90.524 | 93.924 | 26640.00 | 4439780.39 |
| 4213 | 2008.12.02 16:45 | buy | 1404 | 0.50 | 93.346 | 0.000 | 0.000 | ||
| 4214 | 2008.12.02 16:45 | modify | 1404 | 0.50 | 93.346 | 91.746 | 94.646 | ||
| 4215 | 2008.12.02 20:55 | close | 1403 | 0.50 | 93.424 | 94.813 | 91.913 | -10550.00 | 4429230.39 |
| 4216 | 2008.12.03 04:15 | close | 1404 | 0.50 | 93.372 | 91.746 | 94.646 | 1588.58 | 4430818.97 |
| 4217 | 2008.12.04 18:25 | sell | 1405 | 0.50 | 92.971 | 0.000 | 0.000 | ||
| 4218 | 2008.12.04 18:25 | modify | 1405 | 0.50 | 92.971 | 94.571 | 91.671 | ||
| 4219 | 2008.12.04 21:50 | close | 1405 | 0.50 | 92.441 | 94.571 | 91.671 | 26500.00 | 4457318.97 |
| 4220 | 2008.12.05 23:50 | buy | 1406 | 0.50 | 92.811 | 0.000 | 0.000 | ||
| 4221 | 2008.12.05 23:50 | modify | 1406 | 0.50 | 92.811 | 91.211 | 94.111 | ||
| 4222 | 2008.12.08 05:40 | close | 1406 | 0.50 | 92.895 | 91.211 | 94.111 | 4487.63 | 4461806.59 |
| 4223 | 2008.12.08 07:00 | buy | 1407 | 0.50 | 92.784 | 0.000 | 0.000 | ||
| 4224 | 2008.12.08 07:00 | modify | 1407 | 0.50 | 92.784 | 91.184 | 94.084 | ||
| 4225 | 2008.12.08 07:55 | sell | 1408 | 0.50 | 92.872 | 0.000 | 0.000 | ||
| 4226 | 2008.12.08 07:55 | modify | 1408 | 0.50 | 92.872 | 94.472 | 91.572 | ||
| 4227 | 2008.12.08 09:55 | close | 1407 | 0.50 | 92.979 | 91.184 | 94.084 | 9750.00 | 4471556.59 |
| 4228 | 2008.12.08 16:55 | close | 1408 | 0.50 | 93.136 | 94.472 | 91.572 | -13200.00 | 4458356.59 |
| 4229 | 2008.12.08 17:00 | buy | 1409 | 0.70 | 93.035 | 0.000 | 0.000 | ||
| 4230 | 2008.12.08 17:00 | modify | 1409 | 0.70 | 93.035 | 91.735 | 93.435 | ||
| 4231 | 2008.12.08 17:45 | close | 1409 | 0.70 | 93.131 | 91.735 | 93.435 | 6720.00 | 4465076.59 |
| 4232 | 2008.12.09 13:00 | sell | 1410 | 0.70 | 92.750 | 0.000 | 0.000 | ||
| 4233 | 2008.12.09 13:00 | modify | 1410 | 0.70 | 92.750 | 94.050 | 92.350 | ||
| 4234 | 2008.12.09 14:20 | close | 1410 | 0.70 | 92.643 | 94.050 | 92.350 | 7490.00 | 4472566.59 |
| 4235 | 2008.12.10 02:15 | sell | 1411 | 0.70 | 92.425 | 0.000 | 0.000 | ||
| 4236 | 2008.12.10 02:15 | modify | 1411 | 0.70 | 92.425 | 93.725 | 92.025 | ||
| 4237 | 2008.12.10 05:05 | close | 1411 | 0.70 | 92.389 | 93.725 | 92.025 | 2520.00 | 4475086.59 |
| 4238 | 2008.12.10 13:00 | sell | 1412 | 0.50 | 92.680 | 0.000 | 0.000 | ||
| 4239 | 2008.12.10 13:00 | modify | 1412 | 0.50 | 92.680 | 94.280 | 91.380 | ||
| 4240 | 2008.12.10 14:35 | buy | 1413 | 0.50 | 92.671 | 0.000 | 0.000 | ||
| 4241 | 2008.12.10 14:35 | modify | 1413 | 0.50 | 92.671 | 91.071 | 93.971 | ||
| 4242 | 2008.12.10 18:20 | close | 1413 | 0.50 | 92.856 | 91.071 | 93.971 | 9250.00 | 4484336.59 |
| 4243 | 2008.12.10 20:55 | close | 1412 | 0.50 | 92.686 | 94.280 | 91.380 | -300.00 | 4484036.59 |
| 4244 | 2008.12.11 19:00 | sell | 1414 | 0.70 | 91.960 | 0.000 | 0.000 | ||
| 4245 | 2008.12.11 19:00 | modify | 1414 | 0.70 | 91.960 | 93.260 | 91.560 | ||
| 4246 | 2008.12.11 19:20 | close | 1414 | 0.70 | 91.850 | 93.260 | 91.560 | 7700.00 | 4491736.59 |
| 4247 | 2008.12.12 11:25 | sell | 1415 | 0.70 | 90.443 | 0.000 | 0.000 | ||
| 4248 | 2008.12.12 11:25 | modify | 1415 | 0.70 | 90.443 | 91.743 | 90.043 | ||
| 4249 | 2008.12.12 12:05 | close | 1415 | 0.70 | 90.223 | 91.743 | 90.043 | 15400.00 | 4507136.59 |
| 4250 | 2008.12.12 17:20 | sell | 1416 | 0.70 | 90.757 | 0.000 | 0.000 | ||
| 4251 | 2008.12.12 17:20 | modify | 1416 | 0.70 | 90.757 | 92.057 | 90.357 | ||
| 4252 | 2008.12.12 20:30 | buy | 1417 | 0.50 | 91.068 | 0.000 | 0.000 | ||
| 4253 | 2008.12.12 20:30 | modify | 1417 | 0.50 | 91.068 | 89.468 | 92.368 | ||
| 4254 | 2008.12.12 20:30 | close | 1416 | 0.70 | 91.076 | 92.057 | 90.357 | -22330.00 | 4484806.59 |
| 4255 | 2008.12.12 20:45 | buy | 1418 | 0.70 | 90.857 | 0.000 | 0.000 | ||
| 4256 | 2008.12.12 20:45 | modify | 1418 | 0.70 | 90.857 | 89.557 | 91.257 | ||
| 4257 | 2008.12.12 20:55 | close | 1418 | 0.70 | 91.044 | 89.557 | 91.257 | 13090.00 | 4497896.59 |
| 4258 | 2008.12.12 23:00 | sell | 1419 | 0.50 | 91.026 | 0.000 | 0.000 | ||
| 4259 | 2008.12.12 23:00 | modify | 1419 | 0.50 | 91.026 | 92.626 | 89.726 | ||
| 4260 | 2008.12.15 00:05 | close | 1417 | 0.50 | 91.201 | 89.468 | 92.368 | 6932.87 | 4504829.47 |
| 4261 | 2008.12.15 01:20 | close | 1419 | 0.50 | 90.809 | 92.626 | 89.726 | 10342.61 | 4515172.07 |
| 4262 | 2008.12.15 07:40 | buy | 1420 | 0.70 | 90.808 | 0.000 | 0.000 | ||
| 4263 | 2008.12.15 07:40 | modify | 1420 | 0.70 | 90.808 | 89.508 | 91.208 | ||
| 4264 | 2008.12.15 08:00 | close | 1420 | 0.70 | 90.920 | 89.508 | 91.208 | 7840.00 | 4523012.07 |
| 4265 | 2008.12.15 09:05 | sell | 1421 | 0.50 | 91.060 | 0.000 | 0.000 | ||
| 4266 | 2008.12.15 09:05 | modify | 1421 | 0.50 | 91.060 | 92.660 | 89.760 | ||
| 4267 | 2008.12.15 10:05 | buy | 1422 | 0.50 | 90.863 | 0.000 | 0.000 | ||
| 4268 | 2008.12.15 10:05 | modify | 1422 | 0.50 | 90.863 | 89.263 | 92.163 | ||
| 4269 | 2008.12.15 10:20 | close | 1421 | 0.50 | 90.779 | 92.660 | 89.760 | 14050.00 | 4537062.07 |
| 4270 | 2008.12.15 19:25 | close | 1422 | 0.50 | 90.813 | 89.263 | 92.163 | -2500.00 | 4534562.07 |
| 4271 | 2008.12.18 03:10 | sell | 1423 | 0.70 | 87.705 | 0.000 | 0.000 | ||
| 4272 | 2008.12.18 03:10 | modify | 1423 | 0.70 | 87.705 | 89.005 | 87.305 | ||
| 4273 | 2008.12.18 05:25 | close | 1423 | 0.70 | 87.566 | 89.005 | 87.305 | 9730.00 | 4544292.07 |
| 4274 | 2008.12.18 07:40 | sell | 1424 | 0.50 | 87.756 | 0.000 | 0.000 | ||
| 4275 | 2008.12.18 07:40 | modify | 1424 | 0.50 | 87.756 | 89.356 | 86.456 | ||
| 4276 | 2008.12.18 10:55 | buy | 1425 | 0.50 | 87.724 | 0.000 | 0.000 | ||
| 4277 | 2008.12.18 10:55 | modify | 1425 | 0.50 | 87.724 | 86.124 | 89.024 | ||
| 4278 | 2008.12.18 11:35 | close | 1425 | 0.50 | 88.329 | 86.124 | 89.024 | 30250.00 | 4574542.07 |
| 4279 | 2008.12.18 14:50 | close | 1424 | 0.50 | 88.161 | 89.356 | 86.456 | -20250.00 | 4554292.07 |
| 4280 | 2008.12.18 16:15 | sell | 1426 | 0.50 | 88.564 | 0.000 | 0.000 | ||
| 4281 | 2008.12.18 16:15 | modify | 1426 | 0.50 | 88.564 | 90.164 | 87.264 | ||
| 4282 | 2008.12.19 04:00 | close | 1426 | 0.50 | 89.184 | 90.164 | 87.264 | -31496.92 | 4522795.15 |
| 4283 | 2008.12.19 04:30 | buy | 1427 | 0.70 | 88.984 | 0.000 | 0.000 | ||
| 4284 | 2008.12.19 04:30 | modify | 1427 | 0.70 | 88.984 | 87.684 | 89.384 | ||
| 4285 | 2008.12.19 04:35 | close | 1427 | 0.70 | 89.133 | 87.684 | 89.384 | 10430.00 | 4533225.15 |
| 4286 | 2008.12.19 15:45 | sell | 1428 | 0.50 | 89.460 | 0.000 | 0.000 | ||
| 4287 | 2008.12.19 15:45 | modify | 1428 | 0.50 | 89.460 | 91.060 | 88.160 | ||
| 4288 | 2008.12.19 19:00 | sell | 1429 | 0.40 | 89.496 | 0.000 | 0.000 | ||
| 4289 | 2008.12.19 19:00 | modify | 1429 | 0.40 | 89.496 | 91.846 | 88.446 | ||
| 4290 | 2008.12.19 19:50 | buy | 1430 | 0.50 | 89.446 | 0.000 | 0.000 | ||
| 4291 | 2008.12.19 19:50 | modify | 1430 | 0.50 | 89.446 | 87.846 | 90.746 | ||
| 4292 | 2008.12.19 20:15 | close | 1430 | 0.50 | 89.805 | 87.846 | 90.746 | 17950.00 | 4551175.15 |
| 4293 | 2008.12.19 22:20 | close | 1428 | 0.50 | 89.376 | 91.060 | 88.160 | 4200.00 | 4555375.15 |
| 4294 | 2008.12.22 07:35 | buy | 1431 | 0.70 | 89.790 | 0.000 | 0.000 | ||
| 4295 | 2008.12.22 07:35 | modify | 1431 | 0.70 | 89.790 | 88.490 | 90.190 | ||
| 4296 | 2008.12.22 08:10 | close | 1431 | 0.70 | 89.923 | 88.490 | 90.190 | 9310.00 | 4564685.15 |
| 4297 | 2008.12.22 10:40 | buy | 1432 | 0.50 | 89.641 | 0.000 | 0.000 | ||
| 4298 | 2008.12.22 10:40 | modify | 1432 | 0.50 | 89.641 | 88.041 | 90.941 | ||
| 4299 | 2008.12.22 12:20 | sell | 1433 | 0.50 | 89.786 | 0.000 | 0.000 | ||
| 4300 | 2008.12.22 12:20 | modify | 1433 | 0.50 | 89.786 | 91.386 | 88.486 | ||
| 4301 | 2008.12.22 12:45 | close | 1432 | 0.50 | 89.929 | 88.041 | 90.941 | 14400.00 | 4579085.15 |
| 4302 | 2008.12.22 15:55 | close | 1433 | 0.50 | 89.770 | 91.386 | 88.486 | 800.00 | 4579885.15 |
| 4303 | 2008.12.22 17:05 | close | 1429 | 0.40 | 89.636 | 91.846 | 88.446 | -5996.06 | 4573889.09 |
| 4304 | 2008.12.23 10:40 | buy | 1434 | 0.70 | 90.126 | 0.000 | 0.000 | ||
| 4305 | 2008.12.23 10:40 | modify | 1434 | 0.70 | 90.126 | 88.826 | 90.526 | ||
| 4306 | 2008.12.23 16:00 | close | 1434 | 0.70 | 90.245 | 88.826 | 90.526 | 8330.00 | 4582219.09 |
| 4307 | 2008.12.24 02:50 | buy | 1435 | 0.70 | 90.762 | 0.000 | 0.000 | ||
| 4308 | 2008.12.24 02:50 | modify | 1435 | 0.70 | 90.762 | 89.462 | 91.162 | ||
| 4309 | 2008.12.24 04:20 | buy | 1436 | 0.50 | 90.354 | 0.000 | 0.000 | ||
| 4310 | 2008.12.24 04:20 | modify | 1436 | 0.50 | 90.354 | 88.754 | 91.654 | ||
| 4311 | 2008.12.24 06:10 | close | 1435 | 0.70 | 90.525 | 89.462 | 91.162 | -16590.00 | 4565629.09 |
| 4312 | 2008.12.24 11:30 | sell | 1437 | 0.50 | 90.425 | 0.000 | 0.000 | ||
| 4313 | 2008.12.24 11:30 | modify | 1437 | 0.50 | 90.425 | 92.025 | 89.125 | ||
| 4314 | 2008.12.24 12:20 | close | 1436 | 0.50 | 90.446 | 88.754 | 91.654 | 4600.00 | 4570229.09 |
| 4315 | 2008.12.24 21:50 | close | 1437 | 0.50 | 90.536 | 92.025 | 89.125 | -5550.00 | 4564679.09 |
| 4316 | 2009.01.05 09:10 | buy | 1438 | 0.70 | 91.851 | 0.000 | 0.000 | ||
| 4317 | 2009.01.05 09:10 | modify | 1438 | 0.70 | 91.851 | 90.551 | 92.251 | ||
| 4318 | 2009.01.05 09:40 | close | 1438 | 0.70 | 91.977 | 90.551 | 92.251 | 8820.00 | 4573499.09 |
| 4319 | 2009.01.05 16:15 | buy | 1439 | 0.70 | 92.948 | 0.000 | 0.000 | ||
| 4320 | 2009.01.05 16:15 | modify | 1439 | 0.70 | 92.948 | 91.648 | 93.348 | ||
| 4321 | 2009.01.05 16:25 | close | 1439 | 0.70 | 93.076 | 91.648 | 93.348 | 8960.00 | 4582459.09 |
| 4322 | 2009.01.06 02:15 | buy | 1440 | 0.70 | 93.085 | 0.000 | 0.000 | ||
| 4323 | 2009.01.06 02:15 | modify | 1440 | 0.70 | 93.085 | 91.785 | 93.485 | ||
| 4324 | 2009.01.06 03:10 | close | 1440 | 0.70 | 93.187 | 91.785 | 93.485 | 7140.00 | 4589599.09 |
| 4325 | 2009.01.06 10:20 | sell | 1441 | 0.40 | 93.744 | 0.000 | 0.000 | ||
| 4326 | 2009.01.06 10:20 | modify | 1441 | 0.40 | 93.744 | 96.094 | 92.694 | ||
| 4327 | 2009.01.06 19:20 | buy | 1442 | 0.70 | 94.117 | 0.000 | 0.000 | ||
| 4328 | 2009.01.06 19:20 | modify | 1442 | 0.70 | 94.117 | 92.817 | 94.517 | ||
| 4329 | 2009.01.06 21:10 | buy | 1443 | 0.50 | 93.772 | 0.000 | 0.000 | ||
| 4330 | 2009.01.06 21:10 | modify | 1443 | 0.50 | 93.772 | 92.172 | 95.072 | ||
| 4331 | 2009.01.06 21:55 | close | 1442 | 0.70 | 94.062 | 92.817 | 94.517 | -3850.00 | 4585749.09 |
| 4332 | 2009.01.06 23:25 | close | 1441 | 0.40 | 93.710 | 96.094 | 92.694 | 1360.00 | 4587109.09 |
| 4333 | 2009.01.07 02:50 | close | 1443 | 0.50 | 93.956 | 92.172 | 95.072 | 9490.06 | 4596599.15 |
| 4334 | 2009.01.07 05:05 | buy | 1444 | 0.50 | 93.852 | 0.000 | 0.000 | ||
| 4335 | 2009.01.07 05:05 | modify | 1444 | 0.50 | 93.852 | 92.252 | 95.152 | ||
| 4336 | 2009.01.07 07:55 | close | 1444 | 0.50 | 93.983 | 92.252 | 95.152 | 6550.00 | 4603149.15 |
| 4337 | 2009.01.08 02:10 | sell | 1445 | 0.70 | 92.842 | 0.000 | 0.000 | ||
| 4338 | 2009.01.08 02:10 | modify | 1445 | 0.70 | 92.842 | 94.142 | 92.442 | ||
| 4339 | 2009.01.08 03:00 | close | 1445 | 0.70 | 92.727 | 94.142 | 92.442 | 8050.00 | 4611199.15 |
| 4340 | 2009.01.08 22:05 | sell | 1446 | 0.70 | 91.409 | 0.000 | 0.000 | ||
| 4341 | 2009.01.08 22:05 | modify | 1446 | 0.70 | 91.409 | 92.709 | 91.009 | ||
| 4342 | 2009.01.08 22:15 | close | 1446 | 0.70 | 91.251 | 92.709 | 91.009 | 11060.00 | 4622259.15 |
| 4343 | 2009.01.09 00:55 | sell | 1447 | 0.50 | 91.194 | 0.000 | 0.000 | ||
| 4344 | 2009.01.09 00:55 | modify | 1447 | 0.50 | 91.194 | 92.794 | 89.894 | ||
| 4345 | 2009.01.09 01:20 | sell | 1448 | 0.70 | 91.356 | 0.000 | 0.000 | ||
| 4346 | 2009.01.09 01:20 | modify | 1448 | 0.70 | 91.356 | 92.656 | 90.956 | ||
| 4347 | 2009.01.09 03:05 | close | 1448 | 0.70 | 91.244 | 92.656 | 90.956 | 7840.00 | 4630099.15 |
| 4348 | 2009.01.09 07:25 | close | 1447 | 0.50 | 91.206 | 92.794 | 89.894 | -600.00 | 4629499.15 |
| 4349 | 2009.01.09 08:20 | buy | 1449 | 0.40 | 91.148 | 0.000 | 0.000 | ||
| 4350 | 2009.01.09 08:20 | modify | 1449 | 0.40 | 91.148 | 88.798 | 92.198 | ||