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 |
| 4501 | 2009.02.06 23:35 | buy | 1500 | 0.50 | 91.950 | 0.000 | 0.000 | ||
| 4502 | 2009.02.06 23:35 | modify | 1500 | 0.50 | 91.950 | 90.350 | 93.250 | ||
| 4503 | 2009.02.09 00:55 | close | 1500 | 0.50 | 92.167 | 90.350 | 93.250 | 11134.24 | 4652998.10 |
| 4504 | 2009.02.09 02:45 | buy | 1501 | 0.70 | 91.798 | 0.000 | 0.000 | ||
| 4505 | 2009.02.09 02:45 | modify | 1501 | 0.70 | 91.798 | 90.498 | 92.198 | ||
| 4506 | 2009.02.09 03:35 | buy | 1502 | 0.50 | 91.744 | 0.000 | 0.000 | ||
| 4507 | 2009.02.09 03:35 | modify | 1502 | 0.50 | 91.744 | 90.144 | 93.044 | ||
| 4508 | 2009.02.09 04:30 | close | 1499 | 0.40 | 91.555 | 94.022 | 90.622 | 4272.12 | 4657270.22 |
| 4509 | 2009.02.09 09:30 | sell | 1503 | 0.50 | 91.253 | 0.000 | 0.000 | ||
| 4510 | 2009.02.09 09:30 | modify | 1503 | 0.50 | 91.253 | 92.853 | 89.953 | ||
| 4511 | 2009.02.09 10:25 | close | 1501 | 0.70 | 91.390 | 90.498 | 92.198 | -28560.00 | 4628710.22 |
| 4512 | 2009.02.09 10:35 | close | 1502 | 0.50 | 91.433 | 90.144 | 93.044 | -15550.00 | 4613160.22 |
| 4513 | 2009.02.09 10:40 | sell | 1504 | 0.70 | 91.515 | 0.000 | 0.000 | ||
| 4514 | 2009.02.09 10:40 | modify | 1504 | 0.70 | 91.515 | 92.815 | 91.115 | ||
| 4515 | 2009.02.09 11:00 | close | 1504 | 0.70 | 91.411 | 92.815 | 91.115 | 7280.00 | 4620440.22 |
| 4516 | 2009.02.09 17:05 | close | 1503 | 0.50 | 91.372 | 92.853 | 89.953 | -5950.00 | 4614490.22 |
| 4517 | 2009.02.09 17:05 | buy | 1505 | 0.50 | 91.375 | 0.000 | 0.000 | ||
| 4518 | 2009.02.09 17:05 | modify | 1505 | 0.50 | 91.375 | 89.775 | 92.675 | ||
| 4519 | 2009.02.09 20:05 | close | 1505 | 0.50 | 91.725 | 89.775 | 92.675 | 17500.00 | 4631990.22 |
| 4520 | 2009.02.09 20:05 | sell | 1506 | 0.50 | 91.730 | 0.000 | 0.000 | ||
| 4521 | 2009.02.09 20:05 | modify | 1506 | 0.50 | 91.730 | 93.330 | 90.430 | ||
| 4522 | 2009.02.10 01:15 | close | 1506 | 0.50 | 91.403 | 93.330 | 90.430 | 15841.86 | 4647832.07 |
| 4523 | 2009.02.11 19:45 | sell | 1507 | 0.50 | 90.642 | 0.000 | 0.000 | ||
| 4524 | 2009.02.11 19:45 | modify | 1507 | 0.50 | 90.642 | 92.242 | 89.342 | ||
| 4525 | 2009.02.11 20:45 | buy | 1508 | 0.50 | 90.466 | 0.000 | 0.000 | ||
| 4526 | 2009.02.11 20:45 | modify | 1508 | 0.50 | 90.466 | 88.866 | 91.766 | ||
| 4527 | 2009.02.12 01:30 | close | 1507 | 0.50 | 90.220 | 92.242 | 89.342 | 19593.40 | 4667425.47 |
| 4528 | 2009.02.12 09:55 | close | 1508 | 0.50 | 90.117 | 88.866 | 91.766 | -16610.07 | 4650815.40 |
| 4529 | 2009.02.16 01:20 | buy | 1509 | 0.70 | 91.621 | 0.000 | 0.000 | ||
| 4530 | 2009.02.16 01:20 | modify | 1509 | 0.70 | 91.621 | 90.321 | 92.021 | ||
| 4531 | 2009.02.16 01:35 | close | 1509 | 0.70 | 91.738 | 90.321 | 92.021 | 8190.00 | 4659005.40 |
| 4532 | 2009.02.16 02:10 | buy | 1510 | 0.50 | 91.471 | 0.000 | 0.000 | ||
| 4533 | 2009.02.16 02:10 | modify | 1510 | 0.50 | 91.471 | 89.871 | 92.771 | ||
| 4534 | 2009.02.16 07:15 | close | 1510 | 0.50 | 91.693 | 89.871 | 92.771 | 11100.00 | 4670105.40 |
| 4535 | 2009.02.17 10:05 | buy | 1511 | 0.70 | 92.160 | 0.000 | 0.000 | ||
| 4536 | 2009.02.17 10:05 | modify | 1511 | 0.70 | 92.160 | 90.860 | 92.560 | ||
| 4537 | 2009.02.17 15:25 | close | 1511 | 0.70 | 92.052 | 90.860 | 92.560 | -7560.00 | 4662545.40 |
| 4538 | 2009.02.17 16:55 | sell | 1512 | 0.50 | 92.053 | 0.000 | 0.000 | ||
| 4539 | 2009.02.17 16:55 | modify | 1512 | 0.50 | 92.053 | 93.653 | 90.753 | ||
| 4540 | 2009.02.18 02:30 | buy | 1513 | 0.50 | 92.266 | 0.000 | 0.000 | ||
| 4541 | 2009.02.18 02:30 | modify | 1513 | 0.50 | 92.266 | 90.666 | 93.566 | ||
| 4542 | 2009.02.18 02:35 | close | 1512 | 0.50 | 92.173 | 93.653 | 90.753 | -6513.38 | 4656032.03 |
| 4543 | 2009.02.18 07:05 | close | 1513 | 0.50 | 92.314 | 90.666 | 93.566 | 2400.00 | 4658432.03 |
| 4544 | 2009.02.18 20:40 | buy | 1514 | 0.70 | 93.288 | 0.000 | 0.000 | ||
| 4545 | 2009.02.18 20:40 | modify | 1514 | 0.70 | 93.288 | 91.988 | 93.688 | ||
| 4546 | 2009.02.18 20:50 | close | 1514 | 0.70 | 93.442 | 91.988 | 93.688 | 10780.00 | 4669212.03 |
| 4547 | 2009.02.19 06:50 | buy | 1515 | 0.70 | 93.436 | 0.000 | 0.000 | ||
| 4548 | 2009.02.19 06:50 | modify | 1515 | 0.70 | 93.436 | 92.136 | 93.836 | ||
| 4549 | 2009.02.19 07:40 | buy | 1516 | 0.40 | 93.347 | 0.000 | 0.000 | ||
| 4550 | 2009.02.19 07:40 | modify | 1516 | 0.40 | 93.347 | 90.997 | 94.397 | ||
| 4551 | 2009.02.19 08:55 | close | 1515 | 0.70 | 93.564 | 92.136 | 93.836 | 8960.00 | 4678172.03 |
| 4552 | 2009.02.19 09:25 | buy | 1517 | 0.50 | 93.406 | 0.000 | 0.000 | ||
| 4553 | 2009.02.19 09:25 | modify | 1517 | 0.50 | 93.406 | 91.806 | 94.706 | ||
| 4554 | 2009.02.19 12:25 | close | 1517 | 0.50 | 93.622 | 91.806 | 94.706 | 10800.00 | 4688972.03 |
| 4555 | 2009.02.19 13:15 | close | 1516 | 0.40 | 93.715 | 90.997 | 94.397 | 14720.00 | 4703692.03 |
| 4556 | 2009.02.20 00:40 | buy | 1518 | 0.70 | 94.150 | 0.000 | 0.000 | ||
| 4557 | 2009.02.20 00:40 | modify | 1518 | 0.70 | 94.150 | 92.850 | 94.550 | ||
| 4558 | 2009.02.20 02:15 | buy | 1519 | 0.50 | 94.022 | 0.000 | 0.000 | ||
| 4559 | 2009.02.20 02:15 | modify | 1519 | 0.50 | 94.022 | 92.422 | 95.322 | ||
| 4560 | 2009.02.20 02:55 | sell | 1520 | 0.50 | 94.155 | 0.000 | 0.000 | ||
| 4561 | 2009.02.20 02:55 | modify | 1520 | 0.50 | 94.155 | 95.755 | 92.855 | ||
| 4562 | 2009.02.20 04:05 | close | 1519 | 0.50 | 94.201 | 92.422 | 95.322 | 8950.00 | 4712642.03 |
| 4563 | 2009.02.20 06:05 | buy | 1521 | 0.50 | 94.066 | 0.000 | 0.000 | ||
| 4564 | 2009.02.20 06:05 | modify | 1521 | 0.50 | 94.066 | 92.466 | 95.366 | ||
| 4565 | 2009.02.20 06:10 | close | 1520 | 0.50 | 94.051 | 95.755 | 92.855 | 5200.00 | 4717842.03 |
| 4566 | 2009.02.20 08:45 | close | 1518 | 0.70 | 94.174 | 92.850 | 94.550 | 1680.00 | 4719522.03 |
| 4567 | 2009.02.20 09:10 | close | 1521 | 0.50 | 94.186 | 92.466 | 95.366 | 6000.00 | 4725522.03 |
| 4568 | 2009.02.23 00:30 | sell | 1522 | 0.70 | 93.597 | 0.000 | 0.000 | ||
| 4569 | 2009.02.23 00:30 | modify | 1522 | 0.70 | 93.597 | 94.897 | 93.197 | ||
| 4570 | 2009.02.23 01:10 | close | 1522 | 0.70 | 93.405 | 94.897 | 93.197 | 13440.00 | 4738962.03 |
| 4571 | 2009.02.23 09:50 | sell | 1523 | 0.70 | 93.232 | 0.000 | 0.000 | ||
| 4572 | 2009.02.23 09:50 | modify | 1523 | 0.70 | 93.232 | 94.532 | 92.832 | ||
| 4573 | 2009.02.23 10:40 | sell | 1524 | 0.40 | 93.801 | 0.000 | 0.000 | ||
| 4574 | 2009.02.23 10:40 | modify | 1524 | 0.40 | 93.801 | 96.151 | 92.751 | ||
| 4575 | 2009.02.23 12:22 | s/l | 1523 | 0.70 | 94.544 | 94.532 | 92.832 | -91840.00 | 4647122.03 |
| 4576 | 2009.02.23 17:05 | buy | 1525 | 0.70 | 94.237 | 0.000 | 0.000 | ||
| 4577 | 2009.02.23 17:05 | modify | 1525 | 0.70 | 94.237 | 92.937 | 94.637 | ||
| 4578 | 2009.02.23 17:35 | close | 1525 | 0.70 | 94.341 | 92.937 | 94.637 | 7280.00 | 4654402.03 |
| 4579 | 2009.02.24 02:30 | close | 1524 | 0.40 | 94.309 | 96.151 | 92.751 | -20740.48 | 4633661.55 |
| 4580 | 2009.02.24 09:25 | sell | 1526 | 0.40 | 95.145 | 0.000 | 0.000 | ||
| 4581 | 2009.02.24 09:25 | modify | 1526 | 0.40 | 95.145 | 97.495 | 94.095 | ||
| 4582 | 2009.02.25 01:55 | buy | 1527 | 0.50 | 96.675 | 0.000 | 0.000 | ||
| 4583 | 2009.02.25 01:55 | modify | 1527 | 0.50 | 96.675 | 95.075 | 97.975 | ||
| 4584 | 2009.02.25 02:45 | sell | 1528 | 0.50 | 96.777 | 0.000 | 0.000 | ||
| 4585 | 2009.02.25 02:45 | modify | 1528 | 0.50 | 96.777 | 98.377 | 95.477 | ||
| 4586 | 2009.02.25 03:15 | close | 1528 | 0.50 | 96.551 | 98.377 | 95.477 | 11300.00 | 4644961.55 |
| 4587 | 2009.02.25 03:20 | buy | 1529 | 0.70 | 96.420 | 0.000 | 0.000 | ||
| 4588 | 2009.02.25 03:20 | modify | 1529 | 0.70 | 96.420 | 95.120 | 96.820 | ||
| 4589 | 2009.02.25 03:30 | close | 1529 | 0.70 | 96.534 | 95.120 | 96.820 | 7980.00 | 4652941.55 |
| 4590 | 2009.02.25 04:55 | close | 1527 | 0.50 | 96.999 | 95.075 | 97.975 | 16200.00 | 4669141.55 |
| 4591 | 2009.02.25 09:05 | buy | 1530 | 0.70 | 96.711 | 0.000 | 0.000 | ||
| 4592 | 2009.02.25 09:05 | modify | 1530 | 0.70 | 96.711 | 95.411 | 97.111 | ||
| 4593 | 2009.02.25 09:25 | close | 1530 | 0.70 | 96.825 | 95.411 | 97.111 | 7980.00 | 4677121.55 |
| 4594 | 2009.02.25 13:20 | close | 1526 | 0.40 | 96.443 | 97.495 | 94.095 | -52349.50 | 4624772.04 |
| 4595 | 2009.02.25 21:35 | sell | 1531 | 0.50 | 97.403 | 0.000 | 0.000 | ||
| 4596 | 2009.02.25 21:35 | modify | 1531 | 0.50 | 97.403 | 99.003 | 96.103 | ||
| 4597 | 2009.02.25 23:25 | buy | 1532 | 0.50 | 97.539 | 0.000 | 0.000 | ||
| 4598 | 2009.02.25 23:25 | modify | 1532 | 0.50 | 97.539 | 95.939 | 98.839 | ||
| 4599 | 2009.02.26 02:50 | close | 1532 | 0.50 | 97.599 | 95.939 | 98.839 | 3904.97 | 4628677.01 |
| 4600 | 2009.02.26 08:05 | buy | 1533 | 0.50 | 97.740 | 0.000 | 0.000 | ||
| 4601 | 2009.02.26 08:05 | modify | 1533 | 0.50 | 97.740 | 96.140 | 99.040 | ||
| 4602 | 2009.02.26 08:10 | close | 1531 | 0.50 | 97.687 | 99.003 | 96.103 | -15823.27 | 4612853.75 |
| 4603 | 2009.02.26 08:45 | sell | 1534 | 0.50 | 97.872 | 0.000 | 0.000 | ||
| 4604 | 2009.02.26 08:45 | modify | 1534 | 0.50 | 97.872 | 99.472 | 96.572 | ||
| 4605 | 2009.02.26 09:55 | close | 1533 | 0.50 | 97.953 | 96.140 | 99.040 | 10650.00 | 4623503.75 |
| 4606 | 2009.02.26 15:50 | close | 1534 | 0.50 | 97.768 | 99.472 | 96.572 | 5200.00 | 4628703.75 |
| 4607 | 2009.02.27 02:05 | buy | 1535 | 0.50 | 98.271 | 0.000 | 0.000 | ||
| 4608 | 2009.02.27 02:05 | modify | 1535 | 0.50 | 98.271 | 96.671 | 99.571 | ||
| 4609 | 2009.02.27 02:15 | buy | 1536 | 0.70 | 98.160 | 0.000 | 0.000 | ||
| 4610 | 2009.02.27 02:15 | modify | 1536 | 0.70 | 98.160 | 96.860 | 98.560 | ||
| 4611 | 2009.02.27 07:05 | sell | 1537 | 0.50 | 97.665 | 0.000 | 0.000 | ||
| 4612 | 2009.02.27 07:05 | modify | 1537 | 0.50 | 97.665 | 99.265 | 96.365 | ||
| 4613 | 2009.02.27 07:10 | close | 1536 | 0.70 | 97.780 | 96.860 | 98.560 | -26600.00 | 4602103.75 |
| 4614 | 2009.02.27 08:30 | close | 1535 | 0.50 | 97.813 | 96.671 | 99.571 | -22900.00 | 4579203.75 |
| 4615 | 2009.02.27 08:35 | sell | 1538 | 0.70 | 97.849 | 0.000 | 0.000 | ||
| 4616 | 2009.02.27 08:35 | modify | 1538 | 0.70 | 97.849 | 99.149 | 97.449 | ||
| 4617 | 2009.02.27 10:10 | buy | 1539 | 0.50 | 97.615 | 0.000 | 0.000 | ||
| 4618 | 2009.02.27 10:10 | modify | 1539 | 0.50 | 97.615 | 96.015 | 98.915 | ||
| 4619 | 2009.02.27 10:10 | close | 1538 | 0.70 | 97.610 | 99.149 | 97.449 | 16730.00 | 4595933.75 |
| 4620 | 2009.02.27 11:00 | close | 1537 | 0.50 | 97.528 | 99.265 | 96.365 | 6850.00 | 4602783.75 |
| 4621 | 2009.02.27 12:55 | sell | 1540 | 0.50 | 97.495 | 0.000 | 0.000 | ||
| 4622 | 2009.02.27 12:55 | modify | 1540 | 0.50 | 97.495 | 99.095 | 96.195 | ||
| 4623 | 2009.02.27 15:35 | close | 1540 | 0.50 | 97.162 | 99.095 | 96.195 | 16650.00 | 4619433.75 |
| 4624 | 2009.02.27 17:00 | close | 1539 | 0.50 | 97.816 | 96.015 | 98.915 | 10050.00 | 4629483.75 |
| 4625 | 2009.03.03 23:40 | buy | 1541 | 0.70 | 98.054 | 0.000 | 0.000 | ||
| 4626 | 2009.03.03 23:40 | modify | 1541 | 0.70 | 98.054 | 96.754 | 98.454 | ||
| 4627 | 2009.03.03 23:50 | close | 1541 | 0.70 | 98.164 | 96.754 | 98.454 | 7700.00 | 4637183.75 |
| 4628 | 2009.03.04 08:40 | sell | 1542 | 0.40 | 98.537 | 0.000 | 0.000 | ||
| 4629 | 2009.03.04 08:40 | modify | 1542 | 0.40 | 98.537 | 100.887 | 97.487 | ||
| 4630 | 2009.03.04 17:20 | buy | 1543 | 0.70 | 99.132 | 0.000 | 0.000 | ||
| 4631 | 2009.03.04 17:20 | modify | 1543 | 0.70 | 99.132 | 97.832 | 99.532 | ||
| 4632 | 2009.03.04 17:30 | close | 1543 | 0.70 | 99.283 | 97.832 | 99.532 | 10570.00 | 4647753.75 |
| 4633 | 2009.03.04 19:45 | buy | 1544 | 0.50 | 99.195 | 0.000 | 0.000 | ||
| 4634 | 2009.03.04 19:45 | modify | 1544 | 0.50 | 99.195 | 97.595 | 100.495 | ||
| 4635 | 2009.03.04 22:55 | buy | 1545 | 0.70 | 99.098 | 0.000 | 0.000 | ||
| 4636 | 2009.03.04 22:55 | modify | 1545 | 0.70 | 99.098 | 97.798 | 99.498 | ||
| 4637 | 2009.03.04 23:05 | close | 1542 | 0.40 | 99.068 | 100.887 | 97.487 | -21240.00 | 4626513.75 |
| 4638 | 2009.03.04 23:35 | buy | 1546 | 0.40 | 99.031 | 0.000 | 0.000 | ||
| 4639 | 2009.03.04 23:35 | modify | 1546 | 0.40 | 99.031 | 96.681 | 100.081 | ||
| 4640 | 2009.03.05 00:35 | sell | 1547 | 0.50 | 99.179 | 0.000 | 0.000 | ||
| 4641 | 2009.03.05 00:35 | modify | 1547 | 0.50 | 99.179 | 100.779 | 97.879 | ||
| 4642 | 2009.03.05 01:40 | close | 1547 | 0.50 | 98.962 | 100.779 | 97.879 | 10850.00 | 4637363.75 |
| 4643 | 2009.03.05 02:15 | close | 1544 | 0.50 | 99.194 | 97.595 | 100.495 | 871.37 | 4638235.12 |
| 4644 | 2009.03.05 02:15 | sell | 1548 | 0.50 | 99.189 | 0.000 | 0.000 | ||
| 4645 | 2009.03.05 02:15 | modify | 1548 | 0.50 | 99.189 | 100.789 | 97.889 | ||
| 4646 | 2009.03.05 02:35 | close | 1545 | 0.70 | 99.232 | 97.798 | 99.498 | 10669.92 | 4648905.04 |
| 4647 | 2009.03.05 04:05 | close | 1546 | 0.40 | 99.405 | 96.681 | 100.081 | 15697.10 | 4664602.13 |
| 4648 | 2009.03.05 13:50 | close | 1548 | 0.50 | 99.302 | 100.789 | 97.889 | -5650.00 | 4658952.13 |
| 4649 | 2009.03.06 02:20 | sell | 1549 | 0.70 | 98.353 | 0.000 | 0.000 | ||
| 4650 | 2009.03.06 02:20 | modify | 1549 | 0.70 | 98.353 | 99.653 | 97.953 | ||