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 |
| 4651 | 2009.03.06 03:55 | close | 1549 | 0.70 | 98.221 | 99.653 | 97.953 | 9240.00 | 4668192.13 |
| 4652 | 2009.03.06 15:55 | sell | 1550 | 0.70 | 97.623 | 0.000 | 0.000 | ||
| 4653 | 2009.03.06 15:55 | modify | 1550 | 0.70 | 97.623 | 98.923 | 97.223 | ||
| 4654 | 2009.03.06 20:35 | close | 1550 | 0.70 | 97.681 | 98.923 | 97.223 | -4060.00 | 4664132.13 |
| 4655 | 2009.03.06 20:55 | sell | 1551 | 0.50 | 97.980 | 0.000 | 0.000 | ||
| 4656 | 2009.03.06 20:55 | modify | 1551 | 0.50 | 97.980 | 99.580 | 96.680 | ||
| 4657 | 2009.03.09 02:20 | buy | 1552 | 0.50 | 98.133 | 0.000 | 0.000 | ||
| 4658 | 2009.03.09 02:20 | modify | 1552 | 0.50 | 98.133 | 96.533 | 99.433 | ||
| 4659 | 2009.03.09 02:40 | close | 1551 | 0.50 | 98.036 | 99.580 | 96.680 | -3346.59 | 4660785.55 |
| 4660 | 2009.03.09 02:50 | buy | 1553 | 0.70 | 97.965 | 0.000 | 0.000 | ||
| 4661 | 2009.03.09 02:50 | modify | 1553 | 0.70 | 97.965 | 96.665 | 98.365 | ||
| 4662 | 2009.03.09 03:15 | close | 1553 | 0.70 | 98.125 | 96.665 | 98.365 | 11200.00 | 4671985.55 |
| 4663 | 2009.03.09 05:05 | sell | 1554 | 0.50 | 98.325 | 0.000 | 0.000 | ||
| 4664 | 2009.03.09 05:05 | modify | 1554 | 0.50 | 98.325 | 99.925 | 97.025 | ||
| 4665 | 2009.03.09 05:20 | close | 1552 | 0.50 | 98.416 | 96.533 | 99.433 | 14150.00 | 4686135.55 |
| 4666 | 2009.03.09 06:40 | close | 1554 | 0.50 | 98.082 | 99.925 | 97.025 | 12150.00 | 4698285.55 |
| 4667 | 2009.03.09 06:40 | buy | 1555 | 0.50 | 98.081 | 0.000 | 0.000 | ||
| 4668 | 2009.03.09 06:40 | modify | 1555 | 0.50 | 98.081 | 96.481 | 99.381 | ||
| 4669 | 2009.03.09 08:05 | sell | 1556 | 0.50 | 98.244 | 0.000 | 0.000 | ||
| 4670 | 2009.03.09 08:05 | modify | 1556 | 0.50 | 98.244 | 99.844 | 96.944 | ||
| 4671 | 2009.03.09 10:15 | close | 1555 | 0.50 | 98.408 | 96.481 | 99.381 | 16350.00 | 4714635.55 |
| 4672 | 2009.03.09 18:10 | close | 1556 | 0.50 | 98.774 | 99.844 | 96.944 | -26500.00 | 4688135.55 |
| 4673 | 2009.03.10 18:25 | sell | 1557 | 0.50 | 98.406 | 0.000 | 0.000 | ||
| 4674 | 2009.03.10 18:25 | modify | 1557 | 0.50 | 98.406 | 100.006 | 97.106 | ||
| 4675 | 2009.03.10 19:15 | buy | 1558 | 0.50 | 98.282 | 0.000 | 0.000 | ||
| 4676 | 2009.03.10 19:15 | modify | 1558 | 0.50 | 98.282 | 96.682 | 99.582 | ||
| 4677 | 2009.03.10 20:35 | close | 1558 | 0.50 | 98.451 | 96.682 | 99.582 | 8450.00 | 4696585.55 |
| 4678 | 2009.03.10 22:45 | buy | 1559 | 0.50 | 98.711 | 0.000 | 0.000 | ||
| 4679 | 2009.03.10 22:45 | modify | 1559 | 0.50 | 98.711 | 97.111 | 100.011 | ||
| 4680 | 2009.03.11 02:35 | close | 1559 | 0.50 | 98.786 | 97.111 | 100.011 | 4055.59 | 4700641.14 |
| 4681 | 2009.03.11 04:10 | close | 1557 | 0.50 | 98.564 | 100.006 | 97.106 | -8448.14 | 4692192.99 |
| 4682 | 2009.03.12 14:35 | sell | 1560 | 0.70 | 96.518 | 0.000 | 0.000 | ||
| 4683 | 2009.03.12 14:35 | modify | 1560 | 0.70 | 96.518 | 97.818 | 96.118 | ||
| 4684 | 2009.03.12 15:15 | close | 1560 | 0.70 | 96.365 | 97.818 | 96.118 | 10710.00 | 4702902.99 |
| 4685 | 2009.03.12 15:40 | sell | 1561 | 0.70 | 96.712 | 0.000 | 0.000 | ||
| 4686 | 2009.03.12 15:40 | modify | 1561 | 0.70 | 96.712 | 98.012 | 96.312 | ||
| 4687 | 2009.03.12 17:00 | sell | 1562 | 0.50 | 97.463 | 0.000 | 0.000 | ||
| 4688 | 2009.03.12 17:00 | modify | 1562 | 0.50 | 97.463 | 99.063 | 96.163 | ||
| 4689 | 2009.03.12 17:07 | s/l | 1561 | 0.70 | 98.018 | 98.012 | 96.312 | -91420.00 | 4611482.99 |
| 4690 | 2009.03.12 21:00 | buy | 1563 | 0.50 | 97.817 | 0.000 | 0.000 | ||
| 4691 | 2009.03.12 21:00 | modify | 1563 | 0.50 | 97.817 | 96.217 | 99.117 | ||
| 4692 | 2009.03.12 22:50 | close | 1562 | 0.50 | 97.636 | 99.063 | 96.163 | -8650.00 | 4602832.99 |
| 4693 | 2009.03.12 22:55 | buy | 1564 | 0.70 | 97.616 | 0.000 | 0.000 | ||
| 4694 | 2009.03.12 22:55 | modify | 1564 | 0.70 | 97.616 | 96.316 | 98.016 | ||
| 4695 | 2009.03.12 23:10 | close | 1564 | 0.70 | 97.743 | 96.316 | 98.016 | 8890.00 | 4611722.99 |
| 4696 | 2009.03.13 03:00 | buy | 1565 | 0.70 | 97.330 | 0.000 | 0.000 | ||
| 4697 | 2009.03.13 03:00 | modify | 1565 | 0.70 | 97.330 | 96.030 | 97.730 | ||
| 4698 | 2009.03.13 03:40 | close | 1565 | 0.70 | 97.455 | 96.030 | 97.730 | 8750.00 | 4620472.99 |
| 4699 | 2009.03.13 04:25 | close | 1563 | 0.50 | 97.887 | 96.217 | 99.117 | 3802.68 | 4624275.67 |
| 4700 | 2009.03.13 06:35 | buy | 1566 | 0.50 | 97.613 | 0.000 | 0.000 | ||
| 4701 | 2009.03.13 06:35 | modify | 1566 | 0.50 | 97.613 | 96.013 | 98.913 | ||
| 4702 | 2009.03.13 08:00 | sell | 1567 | 0.50 | 97.759 | 0.000 | 0.000 | ||
| 4703 | 2009.03.13 08:00 | modify | 1567 | 0.50 | 97.759 | 99.359 | 96.459 | ||
| 4704 | 2009.03.13 09:30 | close | 1566 | 0.50 | 97.871 | 96.013 | 98.913 | 12900.00 | 4637175.67 |
| 4705 | 2009.03.13 18:10 | close | 1567 | 0.50 | 98.058 | 99.359 | 96.459 | -14950.00 | 4622225.67 |
| 4706 | 2009.03.13 18:15 | buy | 1568 | 0.70 | 97.914 | 0.000 | 0.000 | ||
| 4707 | 2009.03.13 18:15 | modify | 1568 | 0.70 | 97.914 | 96.614 | 98.314 | ||
| 4708 | 2009.03.13 19:00 | close | 1568 | 0.70 | 98.033 | 96.614 | 98.314 | 8330.00 | 4630555.67 |
| 4709 | 2009.03.13 23:20 | buy | 1569 | 0.50 | 98.007 | 0.000 | 0.000 | ||
| 4710 | 2009.03.13 23:20 | modify | 1569 | 0.50 | 98.007 | 96.407 | 99.307 | ||
| 4711 | 2009.03.16 03:05 | close | 1569 | 0.50 | 98.254 | 96.407 | 99.307 | 12653.84 | 4643209.51 |
| 4712 | 2009.03.19 03:05 | sell | 1570 | 0.70 | 96.561 | 0.000 | 0.000 | ||
| 4713 | 2009.03.19 03:05 | modify | 1570 | 0.70 | 96.561 | 97.861 | 96.161 | ||
| 4714 | 2009.03.19 03:25 | close | 1570 | 0.70 | 96.460 | 97.861 | 96.161 | 7070.00 | 4650279.51 |
| 4715 | 2009.03.19 21:00 | sell | 1571 | 0.70 | 94.521 | 0.000 | 0.000 | ||
| 4716 | 2009.03.19 21:00 | modify | 1571 | 0.70 | 94.521 | 95.821 | 94.121 | ||
| 4717 | 2009.03.19 21:20 | close | 1571 | 0.70 | 94.342 | 95.821 | 94.121 | 12530.00 | 4662809.51 |
| 4718 | 2009.03.20 02:10 | sell | 1572 | 0.50 | 94.613 | 0.000 | 0.000 | ||
| 4719 | 2009.03.20 02:10 | modify | 1572 | 0.50 | 94.613 | 96.213 | 93.313 | ||
| 4720 | 2009.03.20 03:10 | buy | 1573 | 0.50 | 94.496 | 0.000 | 0.000 | ||
| 4721 | 2009.03.20 03:10 | modify | 1573 | 0.50 | 94.496 | 92.896 | 95.796 | ||
| 4722 | 2009.03.20 03:25 | close | 1573 | 0.50 | 94.680 | 92.896 | 95.796 | 9200.00 | 4672009.51 |
| 4723 | 2009.03.20 04:15 | sell | 1574 | 0.70 | 94.783 | 0.000 | 0.000 | ||
| 4724 | 2009.03.20 04:15 | modify | 1574 | 0.70 | 94.783 | 96.083 | 94.383 | ||
| 4725 | 2009.03.20 05:40 | buy | 1575 | 0.50 | 94.685 | 0.000 | 0.000 | ||
| 4726 | 2009.03.20 05:40 | modify | 1575 | 0.50 | 94.685 | 93.085 | 95.985 | ||
| 4727 | 2009.03.20 05:40 | close | 1574 | 0.70 | 94.681 | 96.083 | 94.383 | 7140.00 | 4679149.51 |
| 4728 | 2009.03.20 06:15 | close | 1572 | 0.50 | 94.504 | 96.213 | 93.313 | 5450.00 | 4684599.51 |
| 4729 | 2009.03.20 08:50 | sell | 1576 | 0.50 | 94.651 | 0.000 | 0.000 | ||
| 4730 | 2009.03.20 08:50 | modify | 1576 | 0.50 | 94.651 | 96.251 | 93.351 | ||
| 4731 | 2009.03.20 09:40 | close | 1575 | 0.50 | 94.720 | 93.085 | 95.985 | 1750.00 | 4686349.51 |
| 4732 | 2009.03.20 09:45 | sell | 1577 | 0.70 | 94.750 | 0.000 | 0.000 | ||
| 4733 | 2009.03.20 09:45 | modify | 1577 | 0.70 | 94.750 | 96.050 | 94.350 | ||
| 4734 | 2009.03.20 10:10 | close | 1577 | 0.70 | 94.621 | 96.050 | 94.350 | 9030.00 | 4695379.51 |
| 4735 | 2009.03.20 10:40 | close | 1576 | 0.50 | 94.520 | 96.251 | 93.351 | 6550.00 | 4701929.51 |
| 4736 | 2009.03.20 10:40 | buy | 1578 | 0.50 | 94.517 | 0.000 | 0.000 | ||
| 4737 | 2009.03.20 10:40 | modify | 1578 | 0.50 | 94.517 | 92.917 | 95.817 | ||
| 4738 | 2009.03.20 12:40 | sell | 1579 | 0.50 | 94.667 | 0.000 | 0.000 | ||
| 4739 | 2009.03.20 12:40 | modify | 1579 | 0.50 | 94.667 | 96.267 | 93.367 | ||
| 4740 | 2009.03.20 13:25 | close | 1578 | 0.50 | 94.848 | 92.917 | 95.817 | 16550.00 | 4718479.51 |
| 4741 | 2009.03.20 18:31 | s/l | 1579 | 0.50 | 96.269 | 96.267 | 93.367 | -80100.00 | 4638379.51 |
| 4742 | 2009.03.20 21:15 | buy | 1580 | 0.50 | 95.742 | 0.000 | 0.000 | ||
| 4743 | 2009.03.20 21:15 | modify | 1580 | 0.50 | 95.742 | 94.142 | 97.042 | ||
| 4744 | 2009.03.20 21:35 | sell | 1581 | 0.50 | 95.885 | 0.000 | 0.000 | ||
| 4745 | 2009.03.20 21:35 | modify | 1581 | 0.50 | 95.885 | 97.485 | 94.585 | ||
| 4746 | 2009.03.23 00:05 | close | 1581 | 0.50 | 95.603 | 97.485 | 94.585 | 13568.77 | 4651948.28 |
| 4747 | 2009.03.23 03:00 | close | 1580 | 0.50 | 95.968 | 94.142 | 97.042 | 11596.16 | 4663544.44 |
| 4748 | 2009.03.23 07:55 | buy | 1582 | 0.70 | 96.061 | 0.000 | 0.000 | ||
| 4749 | 2009.03.23 07:55 | modify | 1582 | 0.70 | 96.061 | 94.761 | 96.461 | ||
| 4750 | 2009.03.23 08:30 | close | 1582 | 0.70 | 96.222 | 94.761 | 96.461 | 11270.00 | 4674814.44 |
| 4751 | 2009.03.23 10:25 | buy | 1583 | 0.50 | 96.046 | 0.000 | 0.000 | ||
| 4752 | 2009.03.23 10:25 | modify | 1583 | 0.50 | 96.046 | 94.446 | 97.346 | ||
| 4753 | 2009.03.23 10:30 | buy | 1584 | 0.70 | 95.796 | 0.000 | 0.000 | ||
| 4754 | 2009.03.23 10:30 | modify | 1584 | 0.70 | 95.796 | 94.496 | 96.196 | ||
| 4755 | 2009.03.23 10:55 | close | 1584 | 0.70 | 95.913 | 94.496 | 96.196 | 8190.00 | 4683004.44 |
| 4756 | 2009.03.23 12:25 | close | 1583 | 0.50 | 96.552 | 94.446 | 97.346 | 25300.00 | 4708304.44 |
| 4757 | 2009.03.23 20:10 | buy | 1585 | 0.70 | 96.841 | 0.000 | 0.000 | ||
| 4758 | 2009.03.23 20:10 | modify | 1585 | 0.70 | 96.841 | 95.541 | 97.241 | ||
| 4759 | 2009.03.23 20:15 | close | 1585 | 0.70 | 97.002 | 95.541 | 97.241 | 11270.00 | 4719574.44 |
| 4760 | 2009.03.23 20:50 | buy | 1586 | 0.70 | 96.691 | 0.000 | 0.000 | ||
| 4761 | 2009.03.23 20:50 | modify | 1586 | 0.70 | 96.691 | 95.391 | 97.091 | ||
| 4762 | 2009.03.23 21:30 | close | 1586 | 0.70 | 96.795 | 95.391 | 97.091 | 7280.00 | 4726854.44 |
| 4763 | 2009.03.24 02:50 | sell | 1587 | 0.50 | 97.119 | 0.000 | 0.000 | ||
| 4764 | 2009.03.24 02:50 | modify | 1587 | 0.50 | 97.119 | 98.719 | 95.819 | ||
| 4765 | 2009.03.24 17:50 | close | 1587 | 0.50 | 98.094 | 98.719 | 95.819 | -48750.00 | 4678104.44 |
| 4766 | 2009.03.24 18:00 | buy | 1588 | 0.70 | 98.006 | 0.000 | 0.000 | ||
| 4767 | 2009.03.24 18:00 | modify | 1588 | 0.70 | 98.006 | 96.706 | 98.406 | ||
| 4768 | 2009.03.24 18:45 | buy | 1589 | 0.50 | 97.830 | 0.000 | 0.000 | ||
| 4769 | 2009.03.24 18:45 | modify | 1589 | 0.50 | 97.830 | 96.230 | 99.130 | ||
| 4770 | 2009.03.24 20:25 | close | 1588 | 0.70 | 98.183 | 96.706 | 98.406 | 12390.00 | 4690494.44 |
| 4771 | 2009.03.25 01:15 | close | 1589 | 0.50 | 97.983 | 96.230 | 99.130 | 7953.11 | 4698447.56 |
| 4772 | 2009.03.26 00:50 | sell | 1590 | 0.70 | 97.669 | 0.000 | 0.000 | ||
| 4773 | 2009.03.26 00:50 | modify | 1590 | 0.70 | 97.669 | 98.969 | 97.269 | ||
| 4774 | 2009.03.26 01:25 | close | 1590 | 0.70 | 97.500 | 98.969 | 97.269 | 11830.00 | 4710277.56 |
| 4775 | 2009.03.27 03:10 | buy | 1591 | 0.70 | 98.526 | 0.000 | 0.000 | ||
| 4776 | 2009.03.27 03:10 | modify | 1591 | 0.70 | 98.526 | 97.226 | 98.926 | ||
| 4777 | 2009.03.27 04:25 | close | 1591 | 0.70 | 98.661 | 97.226 | 98.926 | 9450.00 | 4719727.56 |
| 4778 | 2009.03.27 11:10 | sell | 1592 | 0.50 | 97.986 | 0.000 | 0.000 | ||
| 4779 | 2009.03.27 11:10 | modify | 1592 | 0.50 | 97.986 | 99.586 | 96.686 | ||
| 4780 | 2009.03.27 13:55 | buy | 1593 | 0.50 | 98.018 | 0.000 | 0.000 | ||
| 4781 | 2009.03.27 13:55 | modify | 1593 | 0.50 | 98.018 | 96.418 | 99.318 | ||
| 4782 | 2009.03.27 14:40 | close | 1592 | 0.50 | 97.709 | 99.586 | 96.686 | 13850.00 | 4733577.56 |
| 4783 | 2009.03.27 17:05 | sell | 1594 | 0.50 | 97.893 | 0.000 | 0.000 | ||
| 4784 | 2009.03.27 17:05 | modify | 1594 | 0.50 | 97.893 | 99.493 | 96.593 | ||
| 4785 | 2009.03.27 17:25 | close | 1593 | 0.50 | 98.120 | 96.418 | 99.318 | 5100.00 | 4738677.56 |
| 4786 | 2009.03.27 20:55 | buy | 1595 | 0.50 | 98.035 | 0.000 | 0.000 | ||
| 4787 | 2009.03.27 20:55 | modify | 1595 | 0.50 | 98.035 | 96.435 | 99.335 | ||
| 4788 | 2009.03.27 23:30 | close | 1594 | 0.50 | 97.874 | 99.493 | 96.593 | 950.00 | 4739627.56 |
| 4789 | 2009.03.30 01:35 | close | 1595 | 0.50 | 98.157 | 96.435 | 99.335 | 6403.72 | 4746031.28 |
| 4790 | 2009.03.30 15:20 | sell | 1596 | 0.70 | 97.021 | 0.000 | 0.000 | ||
| 4791 | 2009.03.30 15:20 | modify | 1596 | 0.70 | 97.021 | 98.321 | 96.621 | ||
| 4792 | 2009.03.30 15:50 | close | 1596 | 0.70 | 96.877 | 98.321 | 96.621 | 10080.00 | 4756111.28 |
| 4793 | 2009.03.30 18:40 | sell | 1597 | 0.50 | 97.043 | 0.000 | 0.000 | ||
| 4794 | 2009.03.30 18:40 | modify | 1597 | 0.50 | 97.043 | 98.643 | 95.743 | ||
| 4795 | 2009.03.30 20:40 | buy | 1598 | 0.50 | 97.269 | 0.000 | 0.000 | ||
| 4796 | 2009.03.30 20:40 | modify | 1598 | 0.50 | 97.269 | 95.669 | 98.569 | ||
| 4797 | 2009.03.31 00:25 | close | 1598 | 0.50 | 97.315 | 95.669 | 98.569 | 2601.23 | 4758712.51 |
| 4798 | 2009.03.31 08:50 | close | 1597 | 0.50 | 97.961 | 98.643 | 95.743 | -46440.32 | 4712272.19 |
| 4799 | 2009.04.01 00:15 | buy | 1599 | 0.70 | 98.763 | 0.000 | 0.000 | ||
| 4800 | 2009.04.01 00:15 | modify | 1599 | 0.70 | 98.763 | 97.463 | 99.163 | ||