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 |
| 301 | 2004.06.02 09:00 | buy | 101 | 0.70 | 110.551 | 0.000 | 0.000 | ||
| 302 | 2004.06.02 09:00 | modify | 101 | 0.70 | 110.551 | 109.251 | 110.951 | ||
| 303 | 2004.06.02 11:05 | close | 101 | 0.70 | 110.677 | 109.251 | 110.951 | 8820.00 | 934874.11 |
| 304 | 2004.06.03 10:55 | buy | 102 | 0.50 | 110.706 | 0.000 | 0.000 | ||
| 305 | 2004.06.03 10:55 | modify | 102 | 0.50 | 110.706 | 109.106 | 112.006 | ||
| 306 | 2004.06.03 13:10 | close | 102 | 0.50 | 111.030 | 109.106 | 112.006 | 16200.00 | 951074.11 |
| 307 | 2004.06.03 17:35 | buy | 103 | 0.70 | 110.911 | 0.000 | 0.000 | ||
| 308 | 2004.06.03 17:35 | modify | 103 | 0.70 | 110.911 | 109.611 | 111.311 | ||
| 309 | 2004.06.03 18:00 | close | 103 | 0.70 | 111.118 | 109.611 | 111.311 | 14490.00 | 965564.11 |
| 310 | 2004.06.03 22:25 | buy | 104 | 0.50 | 110.835 | 0.000 | 0.000 | ||
| 311 | 2004.06.03 22:25 | modify | 104 | 0.50 | 110.835 | 109.235 | 112.135 | ||
| 312 | 2004.06.03 22:30 | buy | 105 | 0.70 | 110.806 | 0.000 | 0.000 | ||
| 313 | 2004.06.03 22:30 | modify | 105 | 0.70 | 110.806 | 109.506 | 111.206 | ||
| 314 | 2004.06.04 00:10 | close | 105 | 0.70 | 110.907 | 109.506 | 111.206 | 7550.40 | 973114.51 |
| 315 | 2004.06.04 00:30 | close | 104 | 0.50 | 111.028 | 109.235 | 112.135 | 9993.14 | 983107.66 |
| 316 | 2004.06.04 04:40 | sell | 106 | 0.40 | 111.171 | 0.000 | 0.000 | ||
| 317 | 2004.06.04 04:40 | modify | 106 | 0.40 | 111.171 | 113.521 | 110.121 | ||
| 318 | 2004.06.04 15:50 | close | 106 | 0.40 | 110.516 | 113.521 | 110.121 | 26200.00 | 1009307.66 |
| 319 | 2004.06.08 04:50 | sell | 107 | 0.70 | 109.856 | 0.000 | 0.000 | ||
| 320 | 2004.06.08 04:50 | modify | 107 | 0.70 | 109.856 | 111.156 | 109.456 | ||
| 321 | 2004.06.08 07:35 | close | 107 | 0.70 | 109.753 | 111.156 | 109.456 | 7210.00 | 1016517.66 |
| 322 | 2004.06.09 14:30 | sell | 108 | 0.70 | 109.119 | 0.000 | 0.000 | ||
| 323 | 2004.06.09 14:30 | modify | 108 | 0.70 | 109.119 | 110.419 | 108.719 | ||
| 324 | 2004.06.09 14:35 | close | 108 | 0.70 | 108.928 | 110.419 | 108.719 | 13370.00 | 1029887.66 |
| 325 | 2004.06.10 05:25 | buy | 109 | 0.70 | 110.012 | 0.000 | 0.000 | ||
| 326 | 2004.06.10 05:25 | modify | 109 | 0.70 | 110.012 | 108.712 | 110.412 | ||
| 327 | 2004.06.10 06:40 | close | 109 | 0.70 | 110.110 | 108.712 | 110.412 | 6860.00 | 1036747.66 |
| 328 | 2004.06.10 07:35 | buy | 110 | 0.70 | 109.812 | 0.000 | 0.000 | ||
| 329 | 2004.06.10 07:35 | modify | 110 | 0.70 | 109.812 | 108.512 | 110.212 | ||
| 330 | 2004.06.10 09:15 | close | 110 | 0.70 | 109.969 | 108.512 | 110.212 | 10990.00 | 1047737.66 |
| 331 | 2004.06.11 00:35 | sell | 111 | 0.50 | 109.313 | 0.000 | 0.000 | ||
| 332 | 2004.06.11 00:35 | modify | 111 | 0.50 | 109.313 | 110.913 | 108.013 | ||
| 333 | 2004.06.11 01:00 | buy | 112 | 0.50 | 109.210 | 0.000 | 0.000 | ||
| 334 | 2004.06.11 01:00 | modify | 112 | 0.50 | 109.210 | 107.610 | 110.510 | ||
| 335 | 2004.06.11 02:45 | close | 112 | 0.50 | 109.335 | 107.610 | 110.510 | 6250.00 | 1053987.66 |
| 336 | 2004.06.11 03:00 | sell | 113 | 0.70 | 109.474 | 0.000 | 0.000 | ||
| 337 | 2004.06.11 03:00 | modify | 113 | 0.70 | 109.474 | 110.774 | 109.074 | ||
| 338 | 2004.06.11 03:45 | close | 113 | 0.70 | 109.325 | 110.774 | 109.074 | 10430.00 | 1064417.66 |
| 339 | 2004.06.11 14:20 | close | 111 | 0.50 | 110.005 | 110.913 | 108.013 | -34600.00 | 1029817.66 |
| 340 | 2004.06.11 14:40 | buy | 114 | 0.70 | 109.903 | 0.000 | 0.000 | ||
| 341 | 2004.06.11 14:40 | modify | 114 | 0.70 | 109.903 | 108.603 | 110.303 | ||
| 342 | 2004.06.11 15:00 | close | 114 | 0.70 | 110.065 | 108.603 | 110.303 | 11340.00 | 1041157.66 |
| 343 | 2004.06.11 18:35 | buy | 115 | 0.50 | 110.023 | 0.000 | 0.000 | ||
| 344 | 2004.06.11 18:35 | modify | 115 | 0.50 | 110.023 | 108.423 | 111.323 | ||
| 345 | 2004.06.11 19:45 | sell | 116 | 0.50 | 110.108 | 0.000 | 0.000 | ||
| 346 | 2004.06.11 19:45 | modify | 116 | 0.50 | 110.108 | 111.708 | 108.808 | ||
| 347 | 2004.06.11 22:25 | close | 116 | 0.50 | 109.974 | 111.708 | 108.808 | 6700.00 | 1047857.66 |
| 348 | 2004.06.14 00:05 | close | 115 | 0.50 | 110.188 | 108.423 | 111.323 | 8591.25 | 1056448.90 |
| 349 | 2004.06.14 03:15 | buy | 117 | 0.70 | 110.093 | 0.000 | 0.000 | ||
| 350 | 2004.06.14 03:15 | modify | 117 | 0.70 | 110.093 | 108.793 | 110.493 | ||
| 351 | 2004.06.14 03:30 | close | 117 | 0.70 | 110.224 | 108.793 | 110.493 | 9170.00 | 1065618.90 |
| 352 | 2004.06.14 12:30 | buy | 118 | 0.70 | 110.606 | 0.000 | 0.000 | ||
| 353 | 2004.06.14 12:30 | modify | 118 | 0.70 | 110.606 | 109.306 | 111.006 | ||
| 354 | 2004.06.14 12:55 | close | 118 | 0.70 | 110.798 | 109.306 | 111.006 | 13440.00 | 1079058.90 |
| 355 | 2004.06.14 17:05 | buy | 119 | 0.50 | 110.926 | 0.000 | 0.000 | ||
| 356 | 2004.06.14 17:05 | modify | 119 | 0.50 | 110.926 | 109.326 | 112.226 | ||
| 357 | 2004.06.14 18:45 | close | 119 | 0.50 | 111.147 | 109.326 | 112.226 | 11050.00 | 1090108.90 |
| 358 | 2004.06.16 06:45 | sell | 120 | 0.70 | 109.623 | 0.000 | 0.000 | ||
| 359 | 2004.06.16 06:45 | modify | 120 | 0.70 | 109.623 | 110.923 | 109.223 | ||
| 360 | 2004.06.16 08:50 | close | 120 | 0.70 | 109.482 | 110.923 | 109.223 | 9870.00 | 1099978.90 |
| 361 | 2004.06.17 01:00 | buy | 121 | 0.70 | 109.995 | 0.000 | 0.000 | ||
| 362 | 2004.06.17 01:00 | modify | 121 | 0.70 | 109.995 | 108.695 | 110.395 | ||
| 363 | 2004.06.17 01:45 | close | 121 | 0.70 | 110.115 | 108.695 | 110.395 | 8400.00 | 1108378.90 |
| 364 | 2004.06.17 15:45 | sell | 122 | 0.50 | 109.434 | 0.000 | 0.000 | ||
| 365 | 2004.06.17 15:45 | modify | 122 | 0.50 | 109.434 | 111.034 | 108.134 | ||
| 366 | 2004.06.17 16:00 | sell | 123 | 0.70 | 109.694 | 0.000 | 0.000 | ||
| 367 | 2004.06.17 16:00 | modify | 123 | 0.70 | 109.694 | 110.994 | 109.294 | ||
| 368 | 2004.06.17 17:25 | buy | 124 | 0.50 | 109.561 | 0.000 | 0.000 | ||
| 369 | 2004.06.17 17:25 | modify | 124 | 0.50 | 109.561 | 107.961 | 110.861 | ||
| 370 | 2004.06.17 17:25 | close | 123 | 0.70 | 109.565 | 110.994 | 109.294 | 9030.00 | 1117408.90 |
| 371 | 2004.06.17 19:25 | close | 122 | 0.50 | 109.274 | 111.034 | 108.134 | 8000.00 | 1125408.90 |
| 372 | 2004.06.17 19:40 | sell | 125 | 0.50 | 109.685 | 0.000 | 0.000 | ||
| 373 | 2004.06.17 19:40 | modify | 125 | 0.50 | 109.685 | 111.285 | 108.385 | ||
| 374 | 2004.06.17 23:25 | close | 125 | 0.50 | 109.501 | 111.285 | 108.385 | 9200.00 | 1134608.90 |
| 375 | 2004.06.18 02:20 | close | 124 | 0.50 | 109.685 | 107.961 | 110.861 | 6539.54 | 1141148.44 |
| 376 | 2004.06.21 11:00 | sell | 126 | 0.70 | 108.710 | 0.000 | 0.000 | ||
| 377 | 2004.06.21 11:00 | modify | 126 | 0.70 | 108.710 | 110.010 | 108.310 | ||
| 378 | 2004.06.21 11:30 | close | 126 | 0.70 | 108.608 | 110.010 | 108.310 | 7140.00 | 1148288.44 |
| 379 | 2004.06.23 00:45 | buy | 127 | 0.70 | 109.042 | 0.000 | 0.000 | ||
| 380 | 2004.06.23 00:45 | modify | 127 | 0.70 | 109.042 | 107.742 | 109.442 | ||
| 381 | 2004.06.23 01:35 | close | 127 | 0.70 | 109.150 | 107.742 | 109.442 | 7560.00 | 1155848.44 |
| 382 | 2004.06.23 03:20 | buy | 128 | 0.70 | 108.920 | 0.000 | 0.000 | ||
| 383 | 2004.06.23 03:20 | modify | 128 | 0.70 | 108.920 | 107.620 | 109.320 | ||
| 384 | 2004.06.23 04:45 | buy | 129 | 0.50 | 108.716 | 0.000 | 0.000 | ||
| 385 | 2004.06.23 04:45 | modify | 129 | 0.50 | 108.716 | 107.116 | 110.016 | ||
| 386 | 2004.06.23 12:30 | close | 129 | 0.50 | 108.839 | 107.116 | 110.016 | 6150.00 | 1161998.44 |
| 387 | 2004.06.23 12:35 | close | 128 | 0.70 | 108.913 | 107.620 | 109.320 | -490.00 | 1161508.44 |
| 388 | 2004.06.25 15:20 | buy | 130 | 0.50 | 107.784 | 0.000 | 0.000 | ||
| 389 | 2004.06.25 15:20 | modify | 130 | 0.50 | 107.784 | 106.184 | 109.084 | ||
| 390 | 2004.06.28 03:15 | close | 130 | 0.50 | 107.650 | 106.184 | 109.084 | -6366.87 | 1155141.57 |
| 391 | 2004.06.28 15:10 | buy | 131 | 0.70 | 107.809 | 0.000 | 0.000 | ||
| 392 | 2004.06.28 15:10 | modify | 131 | 0.70 | 107.809 | 106.509 | 108.209 | ||
| 393 | 2004.06.28 18:55 | close | 131 | 0.70 | 107.923 | 106.509 | 108.209 | 7980.00 | 1163121.57 |
| 394 | 2004.06.29 13:15 | buy | 132 | 0.70 | 108.340 | 0.000 | 0.000 | ||
| 395 | 2004.06.29 13:15 | modify | 132 | 0.70 | 108.340 | 107.040 | 108.740 | ||
| 396 | 2004.06.29 13:35 | close | 132 | 0.70 | 108.452 | 107.040 | 108.740 | 7840.00 | 1170961.57 |
| 397 | 2004.06.29 14:50 | buy | 133 | 0.70 | 108.266 | 0.000 | 0.000 | ||
| 398 | 2004.06.29 14:50 | modify | 133 | 0.70 | 108.266 | 106.966 | 108.666 | ||
| 399 | 2004.06.29 16:05 | close | 133 | 0.70 | 108.370 | 106.966 | 108.666 | 7280.00 | 1178241.57 |
| 400 | 2004.06.30 21:25 | buy | 134 | 0.70 | 109.075 | 0.000 | 0.000 | ||
| 401 | 2004.06.30 21:25 | modify | 134 | 0.70 | 109.075 | 107.775 | 109.475 | ||
| 402 | 2004.07.01 09:05 | close | 134 | 0.70 | 108.089 | 107.775 | 109.475 | -67605.36 | 1110636.22 |
| 403 | 2004.07.01 10:15 | sell | 135 | 0.70 | 108.206 | 0.000 | 0.000 | ||
| 404 | 2004.07.01 10:15 | modify | 135 | 0.70 | 108.206 | 109.506 | 107.806 | ||
| 405 | 2004.07.01 10:55 | close | 135 | 0.70 | 108.062 | 109.506 | 107.806 | 10080.00 | 1120716.22 |
| 406 | 2004.07.01 12:05 | sell | 136 | 0.50 | 108.268 | 0.000 | 0.000 | ||
| 407 | 2004.07.01 12:05 | modify | 136 | 0.50 | 108.268 | 109.868 | 106.968 | ||
| 408 | 2004.07.01 13:00 | close | 136 | 0.50 | 107.933 | 109.868 | 106.968 | 16750.00 | 1137466.22 |
| 409 | 2004.07.02 10:15 | buy | 137 | 0.50 | 108.923 | 0.000 | 0.000 | ||
| 410 | 2004.07.02 10:15 | modify | 137 | 0.50 | 108.923 | 107.323 | 110.223 | ||
| 411 | 2004.07.02 11:00 | sell | 138 | 0.50 | 109.023 | 0.000 | 0.000 | ||
| 412 | 2004.07.02 11:00 | modify | 138 | 0.50 | 109.023 | 110.623 | 107.723 | ||
| 413 | 2004.07.02 14:15 | close | 137 | 0.50 | 109.023 | 107.323 | 110.223 | 5000.00 | 1142466.22 |
| 414 | 2004.07.02 15:30 | close | 138 | 0.50 | 108.223 | 110.623 | 107.723 | 40000.00 | 1182466.22 |
| 415 | 2004.07.02 15:30 | buy | 139 | 0.50 | 108.224 | 0.000 | 0.000 | ||
| 416 | 2004.07.02 15:30 | modify | 139 | 0.50 | 108.224 | 106.624 | 109.524 | ||
| 417 | 2004.07.02 16:00 | buy | 140 | 0.40 | 108.254 | 0.000 | 0.000 | ||
| 418 | 2004.07.02 16:00 | modify | 140 | 0.40 | 108.254 | 105.904 | 109.304 | ||
| 419 | 2004.07.02 18:00 | sell | 141 | 0.50 | 108.522 | 0.000 | 0.000 | ||
| 420 | 2004.07.02 18:00 | modify | 141 | 0.50 | 108.522 | 110.122 | 107.222 | ||
| 421 | 2004.07.02 23:25 | close | 141 | 0.50 | 108.309 | 110.122 | 107.222 | 10650.00 | 1193116.22 |
| 422 | 2004.07.05 02:20 | close | 139 | 0.50 | 108.432 | 106.624 | 109.524 | 10735.50 | 1203851.72 |
| 423 | 2004.07.05 02:40 | sell | 142 | 0.50 | 108.473 | 0.000 | 0.000 | ||
| 424 | 2004.07.05 02:40 | modify | 142 | 0.50 | 108.473 | 110.073 | 107.173 | ||
| 425 | 2004.07.05 05:35 | close | 140 | 0.40 | 108.701 | 105.904 | 109.304 | 18148.40 | 1222000.12 |
| 426 | 2004.07.05 06:30 | buy | 143 | 0.50 | 108.629 | 0.000 | 0.000 | ||
| 427 | 2004.07.05 06:30 | modify | 143 | 0.50 | 108.629 | 107.029 | 109.929 | ||
| 428 | 2004.07.05 08:30 | close | 143 | 0.50 | 108.811 | 107.029 | 109.929 | 9100.00 | 1231100.12 |
| 429 | 2004.07.06 08:15 | close | 142 | 0.50 | 109.402 | 110.073 | 107.173 | -47056.07 | 1184044.06 |
| 430 | 2004.07.08 00:15 | sell | 144 | 0.70 | 108.647 | 0.000 | 0.000 | ||
| 431 | 2004.07.08 00:15 | modify | 144 | 0.70 | 108.647 | 109.947 | 108.247 | ||
| 432 | 2004.07.08 00:25 | sell | 145 | 0.40 | 108.682 | 0.000 | 0.000 | ||
| 433 | 2004.07.08 00:25 | modify | 145 | 0.40 | 108.682 | 111.032 | 107.632 | ||
| 434 | 2004.07.08 01:35 | close | 144 | 0.70 | 108.536 | 109.947 | 108.247 | 7770.00 | 1191814.06 |
| 435 | 2004.07.08 17:40 | close | 145 | 0.40 | 108.710 | 111.032 | 107.632 | -1120.00 | 1190694.06 |
| 436 | 2004.07.09 11:50 | sell | 146 | 0.70 | 108.548 | 0.000 | 0.000 | ||
| 437 | 2004.07.09 11:50 | modify | 146 | 0.70 | 108.548 | 109.848 | 108.148 | ||
| 438 | 2004.07.09 12:25 | close | 146 | 0.70 | 108.382 | 109.848 | 108.148 | 11620.00 | 1202314.06 |
| 439 | 2004.07.09 14:10 | buy | 147 | 0.50 | 108.365 | 0.000 | 0.000 | ||
| 440 | 2004.07.09 14:10 | modify | 147 | 0.50 | 108.365 | 106.765 | 109.665 | ||
| 441 | 2004.07.09 21:40 | close | 147 | 0.50 | 108.211 | 106.765 | 109.665 | -7700.00 | 1194614.06 |
| 442 | 2004.07.12 12:35 | sell | 148 | 0.70 | 107.933 | 0.000 | 0.000 | ||
| 443 | 2004.07.12 12:35 | modify | 148 | 0.70 | 107.933 | 109.233 | 107.533 | ||
| 444 | 2004.07.12 18:20 | close | 148 | 0.70 | 108.165 | 109.233 | 107.533 | -16240.00 | 1178374.06 |
| 445 | 2004.07.13 11:40 | buy | 149 | 0.70 | 108.395 | 0.000 | 0.000 | ||
| 446 | 2004.07.13 11:40 | modify | 149 | 0.70 | 108.395 | 107.095 | 108.795 | ||
| 447 | 2004.07.13 15:40 | close | 149 | 0.70 | 108.507 | 107.095 | 108.795 | 7840.00 | 1186214.06 |
| 448 | 2004.07.13 21:25 | buy | 150 | 0.70 | 109.043 | 0.000 | 0.000 | ||
| 449 | 2004.07.13 21:25 | modify | 150 | 0.70 | 109.043 | 107.743 | 109.443 | ||
| 450 | 2004.07.13 23:15 | buy | 151 | 0.50 | 108.632 | 0.000 | 0.000 | ||