Strategy Tester: Copernicus_Triple_Crown_USDJPY_M5

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

前へ30ページ目次へ

#	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
4351	2009.01.09 20:30	sell	1450	0.50	90.268	0.000	0.000
4352	2009.01.09 20:30	modify	1450	0.50	90.268	91.868	88.968
4353	2009.01.09 22:55	buy	1451	0.50	90.335	0.000	0.000
4354	2009.01.09 22:55	modify	1451	0.50	90.335	88.735	91.635
4355	2009.01.12 00:05	close	1450	0.50	90.152	91.868	88.968	5299.32	4634798.47
4356	2009.01.13 00:10	close	1451	0.50	89.310	88.735	91.635	-50694.44	4584104.02
4357	2009.01.13 01:35	sell	1452	0.50	89.407	0.000	0.000
4358	2009.01.13 01:35	modify	1452	0.50	89.407	91.007	88.107
4359	2009.01.13 05:40	close	1449	0.40	89.424	88.798	92.198	-68515.55	4515588.47
4360	2009.01.13 06:35	close	1452	0.50	89.324	91.007	88.107	4150.00	4519738.47
4361	2009.01.13 09:05	buy	1453	0.50	89.251	0.000	0.000
4362	2009.01.13 09:05	modify	1453	0.50	89.251	87.651	90.551
4363	2009.01.13 14:00	close	1453	0.50	89.240	87.651	90.551	-550.00	4519188.47
4364	2009.01.13 19:20	buy	1454	0.50	89.538	0.000	0.000
4365	2009.01.13 19:20	modify	1454	0.50	89.538	87.938	90.838
4366	2009.01.13 23:50	close	1454	0.50	89.440	87.938	90.838	-4900.00	4514288.47
4367	2009.01.14 01:35	buy	1455	0.50	89.325	0.000	0.000
4368	2009.01.14 01:35	modify	1455	0.50	89.325	87.725	90.625
4369	2009.01.14 03:25	close	1455	0.50	89.555	87.725	90.625	11500.00	4525788.47
4370	2009.01.14 03:55	sell	1456	0.50	89.514	0.000	0.000
4371	2009.01.14 03:55	modify	1456	0.50	89.514	91.114	88.214
4372	2009.01.14 11:05	close	1456	0.50	89.584	91.114	88.214	-3500.00	4522288.47
4373	2009.01.15 02:05	sell	1457	0.70	89.215	0.000	0.000
4374	2009.01.15 02:05	modify	1457	0.70	89.215	90.515	88.815
4375	2009.01.15 02:25	sell	1458	0.50	89.199	0.000	0.000
4376	2009.01.15 02:25	modify	1458	0.50	89.199	90.799	87.899
4377	2009.01.15 03:55	buy	1459	0.50	89.130	0.000	0.000
4378	2009.01.15 03:55	modify	1459	0.50	89.130	87.530	90.430
4379	2009.01.15 04:00	close	1457	0.70	89.076	90.515	88.815	9730.00	4532018.47
4380	2009.01.15 06:05	close	1458	0.50	88.844	90.799	87.899	17750.00	4549768.47
4381	2009.01.15 08:50	close	1459	0.50	89.018	87.530	90.430	-5600.00	4544168.47
4382	2009.01.16 10:20	buy	1460	0.70	90.152	0.000	0.000
4383	2009.01.16 10:20	modify	1460	0.70	90.152	88.852	90.552
4384	2009.01.16 10:45	close	1460	0.70	90.290	88.852	90.552	9660.00	4553828.47
4385	2009.01.16 19:10	buy	1461	0.70	90.240	0.000	0.000
4386	2009.01.16 19:10	modify	1461	0.70	90.240	88.940	90.640
4387	2009.01.16 19:55	close	1461	0.70	90.357	88.940	90.640	8190.00	4562018.47
4388	2009.01.19 03:15	buy	1462	0.70	90.835	0.000	0.000
4389	2009.01.19 03:15	modify	1462	0.70	90.835	89.535	91.235
4390	2009.01.19 04:05	close	1462	0.70	90.943	89.535	91.235	7560.00	4569578.47
4391	2009.01.19 04:45	sell	1463	0.50	90.989	0.000	0.000
4392	2009.01.19 04:45	modify	1463	0.50	90.989	92.589	89.689
4393	2009.01.19 07:15	buy	1464	0.50	90.861	0.000	0.000
4394	2009.01.19 07:15	modify	1464	0.50	90.861	89.261	92.161
4395	2009.01.19 07:35	close	1463	0.50	90.768	92.589	89.689	11050.00	4580628.47
4396	2009.01.19 12:10	sell	1465	0.50	90.672	0.000	0.000
4397	2009.01.19 12:10	modify	1465	0.50	90.672	92.272	89.372
4398	2009.01.19 15:05	close	1465	0.50	90.509	92.272	89.372	8150.00	4588778.47
4399	2009.01.19 18:30	sell	1466	0.50	90.461	0.000	0.000
4400	2009.01.19 18:30	modify	1466	0.50	90.461	92.061	89.161
4401	2009.01.19 20:20	close	1464	0.50	90.577	89.261	92.161	-14200.00	4574578.47
4402	2009.01.20 00:45	close	1466	0.50	90.591	92.061	89.161	-7003.59	4567574.88
4403	2009.01.20 08:55	sell	1467	0.70	90.448	0.000	0.000
4404	2009.01.20 08:55	modify	1467	0.70	90.448	91.748	90.048
4405	2009.01.20 09:10	close	1467	0.70	90.322	91.748	90.048	8820.00	4576394.88
4406	2009.01.21 01:50	sell	1468	0.70	89.892	0.000	0.000
4407	2009.01.21 01:50	modify	1468	0.70	89.892	91.192	89.492
4408	2009.01.21 02:20	close	1468	0.70	89.758	91.192	89.492	9380.00	4585774.88
4409	2009.01.21 21:30	sell	1469	0.70	88.700	0.000	0.000
4410	2009.01.21 21:30	modify	1469	0.70	88.700	90.000	88.300
4411	2009.01.22 01:25	close	1469	0.70	89.170	90.000	88.300	-34988.05	4550786.83
4412	2009.01.22 07:05	sell	1470	0.50	89.197	0.000	0.000
4413	2009.01.22 07:05	modify	1470	0.50	89.197	90.797	87.897
4414	2009.01.22 10:30	close	1470	0.50	88.976	90.797	87.897	11050.00	4561836.83
4415	2009.01.23 01:35	sell	1471	0.50	88.937	0.000	0.000
4416	2009.01.23 01:35	modify	1471	0.50	88.937	90.537	87.637
4417	2009.01.23 03:20	buy	1472	0.50	89.022	0.000	0.000
4418	2009.01.23 03:20	modify	1472	0.50	89.022	87.422	90.322
4419	2009.01.23 06:35	close	1471	0.50	88.806	90.537	87.637	6550.00	4568386.83
4420	2009.01.23 12:35	sell	1473	0.50	88.308	0.000	0.000
4421	2009.01.23 12:35	modify	1473	0.50	88.308	89.908	87.008
4422	2009.01.23 14:05	close	1472	0.50	88.467	87.422	90.322	-27750.00	4540636.83
4423	2009.01.23 20:55	buy	1474	0.50	88.793	0.000	0.000
4424	2009.01.23 20:55	modify	1474	0.50	88.793	87.193	90.093
4425	2009.01.26 00:05	close	1473	0.50	88.676	89.908	87.008	-18893.02	4521743.81
4426	2009.01.26 02:55	close	1474	0.50	88.867	87.193	90.093	3974.86	4525718.67
4427	2009.01.26 03:30	sell	1475	0.50	88.959	0.000	0.000
4428	2009.01.26 03:30	modify	1475	0.50	88.959	90.559	87.659
4429	2009.01.26 07:30	close	1475	0.50	89.084	90.559	87.659	-6250.00	4519468.67
4430	2009.01.26 07:55	buy	1476	0.70	88.864	0.000	0.000
4431	2009.01.26 07:55	modify	1476	0.70	88.864	87.564	89.264
4432	2009.01.26 08:50	buy	1477	0.50	88.809	0.000	0.000
4433	2009.01.26 08:50	modify	1477	0.50	88.809	87.209	90.109
4434	2009.01.26 10:50	close	1476	0.70	89.098	87.564	89.264	16380.00	4535848.67
4435	2009.01.26 10:55	close	1477	0.50	89.145	87.209	90.109	16800.00	4552648.67
4436	2009.01.26 19:35	buy	1478	0.50	89.107	0.000	0.000
4437	2009.01.26 19:35	modify	1478	0.50	89.107	87.507	90.407
4438	2009.01.27 01:35	close	1478	0.50	89.210	87.507	90.407	5425.93	4558074.60
4439	2009.01.27 13:25	buy	1479	0.50	89.093	0.000	0.000
4440	2009.01.27 13:25	modify	1479	0.50	89.093	87.493	90.393
4441	2009.01.27 15:00	sell	1480	0.50	89.230	0.000	0.000
4442	2009.01.27 15:00	modify	1480	0.50	89.230	90.830	87.930
4443	2009.01.27 16:10	close	1479	0.50	89.352	87.493	90.393	12950.00	4571024.60
4444	2009.01.27 16:55	buy	1481	0.50	89.144	0.000	0.000
4445	2009.01.27 16:55	modify	1481	0.50	89.144	87.544	90.444
4446	2009.01.27 17:10	close	1480	0.50	88.981	90.830	87.930	12450.00	4583474.60
4447	2009.01.27 19:05	sell	1482	0.50	89.102	0.000	0.000
4448	2009.01.27 19:05	modify	1482	0.50	89.102	90.702	87.802
4449	2009.01.27 21:05	close	1482	0.50	88.618	90.702	87.802	24200.00	4607674.60
4450	2009.01.28 00:30	close	1481	0.50	89.133	87.544	90.444	-274.44	4607400.17
4451	2009.01.28 00:30	sell	1483	0.70	89.130	0.000	0.000
4452	2009.01.28 00:30	modify	1483	0.70	89.130	90.430	88.730
4453	2009.01.28 01:40	sell	1484	0.50	89.402	0.000	0.000
4454	2009.01.28 01:40	modify	1484	0.50	89.402	91.002	88.102
4455	2009.01.28 02:50	close	1483	0.70	89.136	90.430	88.730	-420.00	4606980.17
4456	2009.01.28 09:20	close	1484	0.50	88.892	91.002	88.102	25500.00	4632480.17
4457	2009.01.29 06:25	buy	1485	0.70	89.946	0.000	0.000
4458	2009.01.29 06:25	modify	1485	0.70	89.946	88.646	90.346
4459	2009.01.29 07:10	buy	1486	0.40	89.836	0.000	0.000
4460	2009.01.29 07:10	modify	1486	0.40	89.836	87.486	90.886
4461	2009.01.29 09:45	close	1485	0.70	90.060	88.646	90.346	7980.00	4640460.17
4462	2009.01.29 14:35	sell	1487	0.50	89.844	0.000	0.000
4463	2009.01.29 14:35	modify	1487	0.50	89.844	91.444	88.544
4464	2009.01.29 16:40	buy	1488	0.50	89.737	0.000	0.000
4465	2009.01.29 16:40	modify	1488	0.50	89.737	88.137	91.037
4466	2009.01.29 18:30	close	1487	0.50	89.553	91.444	88.544	14550.00	4655010.17
4467	2009.01.29 22:15	close	1488	0.50	89.933	88.137	91.037	9800.00	4664810.17
4468	2009.01.30 00:05	close	1486	0.40	90.032	87.486	90.886	8063.11	4672873.27
4469	2009.01.30 08:25	sell	1489	0.50	89.422	0.000	0.000
4470	2009.01.30 08:25	modify	1489	0.50	89.422	91.022	88.122
4471	2009.01.30 15:20	buy	1490	0.50	89.631	0.000	0.000
4472	2009.01.30 15:20	modify	1490	0.50	89.631	88.031	90.931
4473	2009.01.30 17:45	close	1490	0.50	89.916	88.031	90.931	14250.00	4687123.27
4474	2009.02.02 00:55	close	1489	0.50	89.656	91.022	88.122	-12200.02	4674923.26
4475	2009.02.02 15:00	sell	1491	0.70	89.311	0.000	0.000
4476	2009.02.02 15:00	modify	1491	0.70	89.311	90.611	88.911
4477	2009.02.02 16:30	sell	1492	0.50	89.409	0.000	0.000
4478	2009.02.02 16:30	modify	1492	0.50	89.409	91.009	88.109
4479	2009.02.02 20:25	close	1492	0.50	89.673	91.009	88.109	-13200.00	4661723.26
4480	2009.02.02 20:55	buy	1493	0.50	89.578	0.000	0.000
4481	2009.02.02 20:55	modify	1493	0.50	89.578	87.978	90.878
4482	2009.02.02 20:55	close	1491	0.70	89.585	90.611	88.911	-19180.00	4642543.26
4483	2009.02.03 02:05	sell	1494	0.50	89.475	0.000	0.000
4484	2009.02.03 02:05	modify	1494	0.50	89.475	91.075	88.175
4485	2009.02.03 03:15	close	1493	0.50	89.547	87.978	90.878	-1272.95	4641270.30
4486	2009.02.03 07:30	close	1494	0.50	89.491	91.075	88.175	-800.00	4640470.30
4487	2009.02.03 22:10	sell	1495	0.50	89.326	0.000	0.000
4488	2009.02.03 22:10	modify	1495	0.50	89.326	90.926	88.026
4489	2009.02.04 08:55	close	1495	0.50	89.422	90.926	88.026	-5296.89	4635173.41
4490	2009.02.04 21:25	buy	1496	0.50	89.581	0.000	0.000
4491	2009.02.04 21:25	modify	1496	0.50	89.581	87.981	90.881
4492	2009.02.04 23:50	sell	1497	0.50	89.481	0.000	0.000
4493	2009.02.04 23:50	modify	1497	0.50	89.481	91.081	88.181
4494	2009.02.05 00:25	close	1497	0.50	89.326	91.081	88.181	6259.48	4641432.89
4495	2009.02.05 01:35	sell	1498	0.50	89.397	0.000	0.000
4496	2009.02.05 01:35	modify	1498	0.50	89.397	90.997	88.097
4497	2009.02.05 04:30	close	1498	0.50	89.276	90.997	88.097	6050.00	4647482.89
4498	2009.02.05 06:20	close	1496	0.50	89.452	87.981	90.881	-5619.04	4641863.86
4499	2009.02.06 16:15	sell	1499	0.40	91.672	0.000	0.000
4500	2009.02.06 16:15	modify	1499	0.40	91.672	94.022	90.622

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