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 |
| 4801 | 2009.04.01 00:25 | close | 1599 | 0.70 | 98.872 | 97.463 | 99.163 | 7630.00 | 4719902.19 |
| 4802 | 2009.04.01 06:25 | buy | 1600 | 0.50 | 98.735 | 0.000 | 0.000 | ||
| 4803 | 2009.04.01 06:25 | modify | 1600 | 0.50 | 98.735 | 97.135 | 100.035 | ||
| 4804 | 2009.04.01 08:25 | sell | 1601 | 0.50 | 98.679 | 0.000 | 0.000 | ||
| 4805 | 2009.04.01 08:25 | modify | 1601 | 0.50 | 98.679 | 100.279 | 97.379 | ||
| 4806 | 2009.04.01 09:45 | close | 1600 | 0.50 | 98.950 | 97.135 | 100.035 | 10750.00 | 4730652.19 |
| 4807 | 2009.04.01 14:55 | close | 1601 | 0.50 | 98.732 | 100.279 | 97.379 | -2650.00 | 4728002.19 |
| 4808 | 2009.04.06 00:55 | sell | 1602 | 0.50 | 100.323 | 0.000 | 0.000 | ||
| 4809 | 2009.04.06 00:55 | modify | 1602 | 0.50 | 100.323 | 101.923 | 99.023 | ||
| 4810 | 2009.04.06 14:25 | close | 1602 | 0.50 | 101.081 | 101.923 | 99.023 | -37900.00 | 4690102.19 |
| 4811 | 2009.04.06 14:35 | buy | 1603 | 0.70 | 100.979 | 0.000 | 0.000 | ||
| 4812 | 2009.04.06 14:35 | modify | 1603 | 0.70 | 100.979 | 99.679 | 101.379 | ||
| 4813 | 2009.04.06 16:10 | buy | 1604 | 0.50 | 100.643 | 0.000 | 0.000 | ||
| 4814 | 2009.04.06 16:10 | modify | 1604 | 0.50 | 100.643 | 99.043 | 101.943 | ||
| 4815 | 2009.04.06 16:45 | buy | 1605 | 0.40 | 100.584 | 0.000 | 0.000 | ||
| 4816 | 2009.04.06 16:45 | modify | 1605 | 0.40 | 100.584 | 98.234 | 101.634 | ||
| 4817 | 2009.04.06 21:10 | close | 1604 | 0.50 | 100.949 | 99.043 | 101.943 | 15300.00 | 4705402.19 |
| 4818 | 2009.04.06 21:10 | close | 1603 | 0.70 | 100.949 | 99.679 | 101.379 | -2100.00 | 4703302.19 |
| 4819 | 2009.04.07 04:20 | sell | 1606 | 0.50 | 100.690 | 0.000 | 0.000 | ||
| 4820 | 2009.04.07 04:20 | modify | 1606 | 0.50 | 100.690 | 102.290 | 99.390 | ||
| 4821 | 2009.04.07 10:15 | close | 1606 | 0.50 | 100.360 | 102.290 | 99.390 | 16500.00 | 4719802.19 |
| 4822 | 2009.04.07 15:50 | sell | 1607 | 0.50 | 100.307 | 0.000 | 0.000 | ||
| 4823 | 2009.04.07 15:50 | modify | 1607 | 0.50 | 100.307 | 101.907 | 99.007 | ||
| 4824 | 2009.04.07 17:35 | sell | 1608 | 0.70 | 100.482 | 0.000 | 0.000 | ||
| 4825 | 2009.04.07 17:35 | modify | 1608 | 0.70 | 100.482 | 101.782 | 100.082 | ||
| 4826 | 2009.04.07 18:05 | close | 1605 | 0.40 | 100.565 | 98.234 | 101.634 | -509.75 | 4719292.43 |
| 4827 | 2009.04.07 20:15 | close | 1608 | 0.70 | 100.371 | 101.782 | 100.082 | 7770.00 | 4727062.43 |
| 4828 | 2009.04.08 03:35 | close | 1607 | 0.50 | 100.341 | 101.907 | 99.007 | -2257.84 | 4724804.59 |
| 4829 | 2009.04.08 14:30 | sell | 1609 | 0.70 | 100.078 | 0.000 | 0.000 | ||
| 4830 | 2009.04.08 14:30 | modify | 1609 | 0.70 | 100.078 | 101.378 | 99.678 | ||
| 4831 | 2009.04.08 14:50 | close | 1609 | 0.70 | 99.958 | 101.378 | 99.678 | 8400.00 | 4733204.59 |
| 4832 | 2009.04.08 15:45 | sell | 1610 | 0.50 | 100.191 | 0.000 | 0.000 | ||
| 4833 | 2009.04.08 15:45 | modify | 1610 | 0.50 | 100.191 | 101.791 | 98.891 | ||
| 4834 | 2009.04.08 17:15 | buy | 1611 | 0.50 | 100.164 | 0.000 | 0.000 | ||
| 4835 | 2009.04.08 17:15 | modify | 1611 | 0.50 | 100.164 | 98.564 | 101.464 | ||
| 4836 | 2009.04.08 19:20 | close | 1610 | 0.50 | 99.833 | 101.791 | 98.891 | 17900.00 | 4751104.59 |
| 4837 | 2009.04.09 03:00 | close | 1611 | 0.50 | 99.878 | 98.564 | 101.464 | -13373.10 | 4737731.49 |
| 4838 | 2009.04.14 02:40 | sell | 1612 | 0.70 | 100.222 | 0.000 | 0.000 | ||
| 4839 | 2009.04.14 02:40 | modify | 1612 | 0.70 | 100.222 | 101.522 | 99.822 | ||
| 4840 | 2009.04.14 04:05 | close | 1612 | 0.70 | 100.085 | 101.522 | 99.822 | 9590.00 | 4747321.49 |
| 4841 | 2009.04.15 11:00 | sell | 1613 | 0.70 | 98.750 | 0.000 | 0.000 | ||
| 4842 | 2009.04.15 11:00 | modify | 1613 | 0.70 | 98.750 | 100.050 | 98.350 | ||
| 4843 | 2009.04.15 12:40 | sell | 1614 | 0.50 | 99.093 | 0.000 | 0.000 | ||
| 4844 | 2009.04.15 12:40 | modify | 1614 | 0.50 | 99.093 | 100.693 | 97.793 | ||
| 4845 | 2009.04.15 18:15 | close | 1613 | 0.70 | 99.300 | 100.050 | 98.350 | -38500.00 | 4708821.49 |
| 4846 | 2009.04.15 20:25 | close | 1614 | 0.50 | 99.171 | 100.693 | 97.793 | -3900.00 | 4704921.49 |
| 4847 | 2009.04.15 20:25 | buy | 1615 | 0.70 | 99.176 | 0.000 | 0.000 | ||
| 4848 | 2009.04.15 20:25 | modify | 1615 | 0.70 | 99.176 | 97.876 | 99.576 | ||
| 4849 | 2009.04.15 22:20 | sell | 1616 | 0.50 | 99.239 | 0.000 | 0.000 | ||
| 4850 | 2009.04.15 22:20 | modify | 1616 | 0.50 | 99.239 | 100.839 | 97.939 | ||
| 4851 | 2009.04.15 22:45 | close | 1615 | 0.70 | 99.286 | 97.876 | 99.576 | 7700.00 | 4712621.49 |
| 4852 | 2009.04.16 02:55 | buy | 1617 | 0.50 | 99.228 | 0.000 | 0.000 | ||
| 4853 | 2009.04.16 02:55 | modify | 1617 | 0.50 | 99.228 | 97.628 | 100.528 | ||
| 4854 | 2009.04.16 03:25 | close | 1617 | 0.50 | 99.450 | 97.628 | 100.528 | 11100.00 | 4723721.49 |
| 4855 | 2009.04.16 05:25 | close | 1616 | 0.50 | 99.147 | 100.839 | 97.939 | 2943.62 | 4726665.11 |
| 4856 | 2009.04.16 07:55 | buy | 1618 | 0.40 | 98.953 | 0.000 | 0.000 | ||
| 4857 | 2009.04.16 07:55 | modify | 1618 | 0.40 | 98.953 | 96.603 | 100.003 | ||
| 4858 | 2009.04.16 13:50 | sell | 1619 | 0.50 | 98.895 | 0.000 | 0.000 | ||
| 4859 | 2009.04.16 13:50 | modify | 1619 | 0.50 | 98.895 | 100.495 | 97.595 | ||
| 4860 | 2009.04.16 17:40 | close | 1618 | 0.40 | 99.135 | 96.603 | 100.003 | 7280.00 | 4733945.11 |
| 4861 | 2009.04.17 00:05 | close | 1619 | 0.50 | 99.227 | 100.495 | 97.595 | -17151.53 | 4716793.58 |
| 4862 | 2009.04.17 00:50 | sell | 1620 | 0.50 | 99.389 | 0.000 | 0.000 | ||
| 4863 | 2009.04.17 00:50 | modify | 1620 | 0.50 | 99.389 | 100.989 | 98.089 | ||
| 4864 | 2009.04.17 06:30 | close | 1620 | 0.50 | 99.447 | 100.989 | 98.089 | -2900.00 | 4713893.58 |
| 4865 | 2009.04.17 06:35 | buy | 1621 | 0.70 | 99.390 | 0.000 | 0.000 | ||
| 4866 | 2009.04.17 06:35 | modify | 1621 | 0.70 | 99.390 | 98.090 | 99.790 | ||
| 4867 | 2009.04.17 08:55 | close | 1621 | 0.70 | 99.495 | 98.090 | 99.790 | 7350.00 | 4721243.58 |
| 4868 | 2009.04.21 01:30 | sell | 1622 | 0.70 | 98.074 | 0.000 | 0.000 | ||
| 4869 | 2009.04.21 01:30 | modify | 1622 | 0.70 | 98.074 | 99.374 | 97.674 | ||
| 4870 | 2009.04.21 02:55 | close | 1622 | 0.70 | 97.872 | 99.374 | 97.674 | 14140.00 | 4735383.58 |
| 4871 | 2009.04.21 04:10 | sell | 1623 | 0.70 | 98.214 | 0.000 | 0.000 | ||
| 4872 | 2009.04.21 04:10 | modify | 1623 | 0.70 | 98.214 | 99.514 | 97.814 | ||
| 4873 | 2009.04.21 04:45 | close | 1623 | 0.70 | 98.105 | 99.514 | 97.814 | 7630.00 | 4743013.58 |
| 4874 | 2009.04.21 07:40 | sell | 1624 | 0.50 | 98.382 | 0.000 | 0.000 | ||
| 4875 | 2009.04.21 07:40 | modify | 1624 | 0.50 | 98.382 | 99.982 | 97.082 | ||
| 4876 | 2009.04.21 09:05 | buy | 1625 | 0.50 | 98.244 | 0.000 | 0.000 | ||
| 4877 | 2009.04.21 09:05 | modify | 1625 | 0.50 | 98.244 | 96.644 | 99.544 | ||
| 4878 | 2009.04.21 09:35 | close | 1624 | 0.50 | 98.144 | 99.982 | 97.082 | 11900.00 | 4754913.58 |
| 4879 | 2009.04.21 17:50 | close | 1625 | 0.50 | 98.255 | 96.644 | 99.544 | 550.00 | 4755463.58 |
| 4880 | 2009.04.22 02:50 | buy | 1626 | 0.50 | 98.611 | 0.000 | 0.000 | ||
| 4881 | 2009.04.22 02:50 | modify | 1626 | 0.50 | 98.611 | 97.011 | 99.911 | ||
| 4882 | 2009.04.22 03:10 | buy | 1627 | 0.70 | 98.537 | 0.000 | 0.000 | ||
| 4883 | 2009.04.22 03:10 | modify | 1627 | 0.70 | 98.537 | 97.237 | 98.937 | ||
| 4884 | 2009.04.22 07:50 | sell | 1628 | 0.50 | 98.273 | 0.000 | 0.000 | ||
| 4885 | 2009.04.22 07:50 | modify | 1628 | 0.50 | 98.273 | 99.873 | 96.973 | ||
| 4886 | 2009.04.22 09:10 | close | 1626 | 0.50 | 98.409 | 97.011 | 99.911 | -10100.00 | 4745363.58 |
| 4887 | 2009.04.22 09:10 | close | 1627 | 0.70 | 98.408 | 97.237 | 98.937 | -9030.00 | 4736333.58 |
| 4888 | 2009.04.22 10:15 | close | 1628 | 0.50 | 98.064 | 99.873 | 96.973 | 10450.00 | 4746783.58 |
| 4889 | 2009.04.22 14:10 | buy | 1629 | 0.50 | 97.844 | 0.000 | 0.000 | ||
| 4890 | 2009.04.22 14:10 | modify | 1629 | 0.50 | 97.844 | 96.244 | 99.144 | ||
| 4891 | 2009.04.22 14:55 | sell | 1630 | 0.50 | 97.953 | 0.000 | 0.000 | ||
| 4892 | 2009.04.22 14:55 | modify | 1630 | 0.50 | 97.953 | 99.553 | 96.653 | ||
| 4893 | 2009.04.22 16:00 | close | 1630 | 0.50 | 97.720 | 99.553 | 96.653 | 11650.00 | 4758433.58 |
| 4894 | 2009.04.22 17:05 | close | 1629 | 0.50 | 98.054 | 96.244 | 99.144 | 10500.00 | 4768933.58 |
| 4895 | 2009.04.22 17:15 | sell | 1631 | 0.70 | 98.149 | 0.000 | 0.000 | ||
| 4896 | 2009.04.22 17:15 | modify | 1631 | 0.70 | 98.149 | 99.449 | 97.749 | ||
| 4897 | 2009.04.22 17:55 | close | 1631 | 0.70 | 98.010 | 99.449 | 97.749 | 9730.00 | 4778663.58 |
| 4898 | 2009.04.22 19:20 | buy | 1632 | 0.50 | 98.007 | 0.000 | 0.000 | ||
| 4899 | 2009.04.22 19:20 | modify | 1632 | 0.50 | 98.007 | 96.407 | 99.307 | ||
| 4900 | 2009.04.22 21:45 | sell | 1633 | 0.70 | 98.185 | 0.000 | 0.000 | ||
| 4901 | 2009.04.22 21:45 | modify | 1633 | 0.70 | 98.185 | 99.485 | 97.785 | ||
| 4902 | 2009.04.22 21:50 | close | 1632 | 0.50 | 98.238 | 96.407 | 99.307 | 11550.00 | 4790213.58 |
| 4903 | 2009.04.22 22:50 | close | 1633 | 0.70 | 98.039 | 99.485 | 97.785 | 10220.00 | 4800433.58 |
| 4904 | 2009.04.23 08:20 | sell | 1634 | 0.70 | 97.918 | 0.000 | 0.000 | ||
| 4905 | 2009.04.23 08:20 | modify | 1634 | 0.70 | 97.918 | 99.218 | 97.518 | ||
| 4906 | 2009.04.23 17:05 | close | 1634 | 0.70 | 98.083 | 99.218 | 97.518 | -11550.00 | 4788883.58 |
| 4907 | 2009.04.24 11:05 | sell | 1635 | 0.70 | 97.253 | 0.000 | 0.000 | ||
| 4908 | 2009.04.24 11:05 | modify | 1635 | 0.70 | 97.253 | 98.553 | 96.853 | ||
| 4909 | 2009.04.24 11:25 | close | 1635 | 0.70 | 97.086 | 98.553 | 96.853 | 11690.00 | 4800573.58 |
| 4910 | 2009.04.24 16:45 | sell | 1636 | 0.70 | 97.261 | 0.000 | 0.000 | ||
| 4911 | 2009.04.24 16:45 | modify | 1636 | 0.70 | 97.261 | 98.561 | 96.861 | ||
| 4912 | 2009.04.24 17:50 | sell | 1637 | 0.40 | 97.339 | 0.000 | 0.000 | ||
| 4913 | 2009.04.24 17:50 | modify | 1637 | 0.40 | 97.339 | 99.689 | 96.289 | ||
| 4914 | 2009.04.24 18:55 | close | 1636 | 0.70 | 97.166 | 98.561 | 96.861 | 6650.00 | 4807223.58 |
| 4915 | 2009.04.27 00:10 | close | 1637 | 0.40 | 96.807 | 99.689 | 96.289 | 20849.60 | 4828073.17 |
| 4916 | 2009.04.27 15:35 | sell | 1638 | 0.70 | 96.725 | 0.000 | 0.000 | ||
| 4917 | 2009.04.27 15:35 | modify | 1638 | 0.70 | 96.725 | 98.025 | 96.325 | ||
| 4918 | 2009.04.27 17:10 | close | 1638 | 0.70 | 96.560 | 98.025 | 96.325 | 11550.00 | 4839623.17 |
| 4919 | 2009.04.28 13:25 | sell | 1639 | 0.70 | 96.112 | 0.000 | 0.000 | ||
| 4920 | 2009.04.28 13:25 | modify | 1639 | 0.70 | 96.112 | 97.412 | 95.712 | ||
| 4921 | 2009.04.28 16:05 | close | 1639 | 0.70 | 96.075 | 97.412 | 95.712 | 2590.00 | 4842213.17 |
| 4922 | 2009.04.28 16:35 | sell | 1640 | 0.50 | 96.294 | 0.000 | 0.000 | ||
| 4923 | 2009.04.28 16:35 | modify | 1640 | 0.50 | 96.294 | 97.894 | 94.994 | ||
| 4924 | 2009.04.28 21:30 | buy | 1641 | 0.50 | 96.456 | 0.000 | 0.000 | ||
| 4925 | 2009.04.28 21:30 | modify | 1641 | 0.50 | 96.456 | 94.856 | 97.756 | ||
| 4926 | 2009.04.28 21:35 | close | 1640 | 0.50 | 96.401 | 97.894 | 94.994 | -5350.00 | 4836863.17 |
| 4927 | 2009.04.29 01:25 | close | 1641 | 0.50 | 96.461 | 94.856 | 97.756 | 548.73 | 4837411.90 |
| 4928 | 2009.04.30 06:55 | buy | 1642 | 0.70 | 97.382 | 0.000 | 0.000 | ||
| 4929 | 2009.04.30 06:55 | modify | 1642 | 0.70 | 97.382 | 96.082 | 97.782 | ||
| 4930 | 2009.04.30 09:00 | sell | 1643 | 0.50 | 97.370 | 0.000 | 0.000 | ||
| 4931 | 2009.04.30 09:00 | modify | 1643 | 0.50 | 97.370 | 98.970 | 96.070 | ||
| 4932 | 2009.04.30 09:55 | close | 1642 | 0.70 | 97.448 | 96.082 | 97.782 | 4620.00 | 4842031.90 |
| 4933 | 2009.04.30 19:22 | s/l | 1643 | 0.50 | 98.982 | 98.970 | 96.070 | -80600.00 | 4761431.90 |
| 4934 | 2009.05.01 08:30 | buy | 1644 | 0.50 | 98.771 | 0.000 | 0.000 | ||
| 4935 | 2009.05.01 08:30 | modify | 1644 | 0.50 | 98.771 | 97.171 | 100.071 | ||
| 4936 | 2009.05.01 09:15 | close | 1644 | 0.50 | 99.014 | 97.171 | 100.071 | 12150.00 | 4773581.90 |
| 4937 | 2009.05.01 16:10 | sell | 1645 | 0.40 | 99.413 | 0.000 | 0.000 | ||
| 4938 | 2009.05.01 16:10 | modify | 1645 | 0.40 | 99.413 | 101.763 | 98.363 | ||
| 4939 | 2009.05.01 22:25 | buy | 1646 | 0.70 | 99.281 | 0.000 | 0.000 | ||
| 4940 | 2009.05.01 22:25 | modify | 1646 | 0.70 | 99.281 | 97.981 | 99.681 | ||
| 4941 | 2009.05.04 03:13 | close | 1645 | 0.40 | 99.376 | 101.763 | 98.363 | 1038.40 | 4774620.30 |
| 4942 | 2009.05.04 04:15 | close | 1646 | 0.70 | 99.380 | 97.981 | 99.681 | 7360.84 | 4781981.14 |
| 4943 | 2009.05.05 00:35 | sell | 1647 | 0.50 | 98.910 | 0.000 | 0.000 | ||
| 4944 | 2009.05.05 00:35 | modify | 1647 | 0.50 | 98.910 | 100.510 | 97.610 | ||
| 4945 | 2009.05.05 03:55 | buy | 1648 | 0.50 | 98.826 | 0.000 | 0.000 | ||
| 4946 | 2009.05.05 03:55 | modify | 1648 | 0.50 | 98.826 | 97.226 | 100.126 | ||
| 4947 | 2009.05.05 05:05 | close | 1647 | 0.50 | 98.790 | 100.510 | 97.610 | 6000.00 | 4787981.14 |
| 4948 | 2009.05.05 09:10 | close | 1648 | 0.50 | 98.842 | 97.226 | 100.126 | 800.00 | 4788781.14 |
| 4949 | 2009.05.05 09:10 | sell | 1649 | 0.70 | 98.842 | 0.000 | 0.000 | ||
| 4950 | 2009.05.05 09:10 | modify | 1649 | 0.70 | 98.842 | 100.142 | 98.442 | ||