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 |
| 4951 | 2009.05.05 14:30 | close | 1649 | 0.70 | 99.000 | 100.142 | 98.442 | -11060.00 | 4777721.14 |
| 4952 | 2009.05.06 10:10 | sell | 1650 | 0.50 | 98.273 | 0.000 | 0.000 | ||
| 4953 | 2009.05.06 10:10 | modify | 1650 | 0.50 | 98.273 | 99.873 | 96.973 | ||
| 4954 | 2009.05.06 10:50 | sell | 1651 | 0.70 | 98.454 | 0.000 | 0.000 | ||
| 4955 | 2009.05.06 10:50 | modify | 1651 | 0.70 | 98.454 | 99.754 | 98.054 | ||
| 4956 | 2009.05.06 12:10 | close | 1651 | 0.70 | 98.330 | 99.754 | 98.054 | 8680.00 | 4786401.14 |
| 4957 | 2009.05.06 20:10 | close | 1650 | 0.50 | 98.469 | 99.873 | 96.973 | -9800.00 | 4776601.14 |
| 4958 | 2009.05.07 17:05 | buy | 1652 | 0.70 | 99.016 | 0.000 | 0.000 | ||
| 4959 | 2009.05.07 17:05 | modify | 1652 | 0.70 | 99.016 | 97.716 | 99.416 | ||
| 4960 | 2009.05.07 18:15 | buy | 1653 | 0.50 | 98.896 | 0.000 | 0.000 | ||
| 4961 | 2009.05.07 18:15 | modify | 1653 | 0.50 | 98.896 | 97.296 | 100.196 | ||
| 4962 | 2009.05.07 20:05 | close | 1653 | 0.50 | 99.134 | 97.296 | 100.196 | 11900.00 | 4788501.14 |
| 4963 | 2009.05.07 20:05 | close | 1652 | 0.70 | 99.131 | 97.716 | 99.416 | 8050.00 | 4796551.14 |
| 4964 | 2009.05.11 02:20 | sell | 1654 | 0.70 | 98.814 | 0.000 | 0.000 | ||
| 4965 | 2009.05.11 02:20 | modify | 1654 | 0.70 | 98.814 | 100.114 | 98.414 | ||
| 4966 | 2009.05.11 03:35 | close | 1654 | 0.70 | 98.646 | 100.114 | 98.414 | 11760.00 | 4808311.14 |
| 4967 | 2009.05.12 00:26 | sell | 1655 | 0.70 | 97.600 | 0.000 | 0.000 | ||
| 4968 | 2009.05.12 00:26 | modify | 1655 | 0.70 | 97.600 | 98.900 | 97.200 | ||
| 4969 | 2009.05.12 00:40 | close | 1655 | 0.70 | 97.461 | 98.900 | 97.200 | 9730.00 | 4818041.14 |
| 4970 | 2009.05.12 10:25 | sell | 1656 | 0.70 | 97.480 | 0.000 | 0.000 | ||
| 4971 | 2009.05.12 10:25 | modify | 1656 | 0.70 | 97.480 | 98.780 | 97.080 | ||
| 4972 | 2009.05.12 13:25 | close | 1656 | 0.70 | 97.486 | 98.780 | 97.080 | -420.00 | 4817621.14 |
| 4973 | 2009.05.12 22:35 | sell | 1657 | 0.70 | 96.587 | 0.000 | 0.000 | ||
| 4974 | 2009.05.12 22:35 | modify | 1657 | 0.70 | 96.587 | 97.887 | 96.187 | ||
| 4975 | 2009.05.12 22:55 | close | 1657 | 0.70 | 96.426 | 97.887 | 96.187 | 11270.00 | 4828891.14 |
| 4976 | 2009.05.13 00:35 | buy | 1658 | 0.50 | 96.396 | 0.000 | 0.000 | ||
| 4977 | 2009.05.13 00:35 | modify | 1658 | 0.50 | 96.396 | 94.796 | 97.696 | ||
| 4978 | 2009.05.13 07:05 | close | 1658 | 0.50 | 96.298 | 94.796 | 97.696 | -4900.00 | 4823991.14 |
| 4979 | 2009.05.13 07:10 | sell | 1659 | 0.70 | 96.393 | 0.000 | 0.000 | ||
| 4980 | 2009.05.13 07:10 | modify | 1659 | 0.70 | 96.393 | 97.693 | 95.993 | ||
| 4981 | 2009.05.13 10:10 | close | 1659 | 0.70 | 96.205 | 97.693 | 95.993 | 13160.00 | 4837151.14 |
| 4982 | 2009.05.13 14:55 | buy | 1660 | 0.40 | 95.881 | 0.000 | 0.000 | ||
| 4983 | 2009.05.13 14:55 | modify | 1660 | 0.40 | 95.881 | 93.531 | 96.931 | ||
| 4984 | 2009.05.14 09:25 | sell | 1661 | 0.50 | 95.625 | 0.000 | 0.000 | ||
| 4985 | 2009.05.14 09:25 | modify | 1661 | 0.50 | 95.625 | 97.225 | 94.325 | ||
| 4986 | 2009.05.14 09:35 | sell | 1662 | 0.70 | 95.697 | 0.000 | 0.000 | ||
| 4987 | 2009.05.14 09:35 | modify | 1662 | 0.70 | 95.697 | 96.997 | 95.297 | ||
| 4988 | 2009.05.14 09:40 | close | 1660 | 0.40 | 95.643 | 93.531 | 96.931 | -8811.54 | 4828339.59 |
| 4989 | 2009.05.14 10:00 | close | 1662 | 0.70 | 95.506 | 96.997 | 95.297 | 13370.00 | 4841709.59 |
| 4990 | 2009.05.14 10:40 | close | 1661 | 0.50 | 95.338 | 97.225 | 94.325 | 14350.00 | 4856059.59 |
| 4991 | 2009.05.14 13:30 | buy | 1663 | 0.40 | 95.172 | 0.000 | 0.000 | ||
| 4992 | 2009.05.14 13:30 | modify | 1663 | 0.40 | 95.172 | 92.822 | 96.222 | ||
| 4993 | 2009.05.14 16:35 | close | 1663 | 0.40 | 95.691 | 92.822 | 96.222 | 20760.00 | 4876819.59 |
| 4994 | 2009.05.15 04:10 | buy | 1664 | 0.50 | 95.846 | 0.000 | 0.000 | ||
| 4995 | 2009.05.15 04:10 | modify | 1664 | 0.50 | 95.846 | 94.246 | 97.146 | ||
| 4996 | 2009.05.15 08:35 | buy | 1665 | 0.70 | 95.854 | 0.000 | 0.000 | ||
| 4997 | 2009.05.15 08:35 | modify | 1665 | 0.70 | 95.854 | 94.554 | 96.254 | ||
| 4998 | 2009.05.15 14:45 | close | 1665 | 0.70 | 95.126 | 94.554 | 96.254 | -50960.00 | 4825859.59 |
| 4999 | 2009.05.15 15:10 | close | 1664 | 0.50 | 95.204 | 94.246 | 97.146 | -32100.00 | 4793759.59 |
| 5000 | 2009.05.15 15:40 | sell | 1666 | 0.70 | 95.350 | 0.000 | 0.000 | ||
| 5001 | 2009.05.15 15:40 | modify | 1666 | 0.70 | 95.350 | 96.650 | 94.950 | ||
| 5002 | 2009.05.15 15:45 | close | 1666 | 0.70 | 95.238 | 96.650 | 94.950 | 7840.00 | 4801599.59 |
| 5003 | 2009.05.15 16:10 | sell | 1667 | 0.70 | 95.463 | 0.000 | 0.000 | ||
| 5004 | 2009.05.15 16:10 | modify | 1667 | 0.70 | 95.463 | 96.763 | 95.063 | ||
| 5005 | 2009.05.15 17:05 | close | 1667 | 0.70 | 95.286 | 96.763 | 95.063 | 12390.00 | 4813989.59 |
| 5006 | 2009.05.18 08:20 | sell | 1668 | 0.70 | 94.967 | 0.000 | 0.000 | ||
| 5007 | 2009.05.18 08:20 | modify | 1668 | 0.70 | 94.967 | 96.267 | 94.567 | ||
| 5008 | 2009.05.18 09:10 | close | 1668 | 0.70 | 94.842 | 96.267 | 94.567 | 8750.00 | 4822739.59 |
| 5009 | 2009.05.18 15:45 | buy | 1669 | 0.50 | 95.709 | 0.000 | 0.000 | ||
| 5010 | 2009.05.18 15:45 | modify | 1669 | 0.50 | 95.709 | 94.109 | 97.009 | ||
| 5011 | 2009.05.18 17:35 | close | 1669 | 0.50 | 95.918 | 94.109 | 97.009 | 10450.00 | 4833189.59 |
| 5012 | 2009.05.19 11:00 | sell | 1670 | 0.40 | 96.672 | 0.000 | 0.000 | ||
| 5013 | 2009.05.19 11:00 | modify | 1670 | 0.40 | 96.672 | 99.022 | 95.622 | ||
| 5014 | 2009.05.19 12:10 | buy | 1671 | 0.70 | 96.338 | 0.000 | 0.000 | ||
| 5015 | 2009.05.19 12:10 | modify | 1671 | 0.70 | 96.338 | 95.038 | 96.738 | ||
| 5016 | 2009.05.19 14:25 | close | 1670 | 0.40 | 96.203 | 99.022 | 95.622 | 18760.00 | 4851949.59 |
| 5017 | 2009.05.19 17:20 | close | 1671 | 0.70 | 96.280 | 95.038 | 96.738 | -4060.00 | 4847889.59 |
| 5018 | 2009.05.20 02:30 | sell | 1672 | 0.70 | 96.186 | 0.000 | 0.000 | ||
| 5019 | 2009.05.20 02:30 | modify | 1672 | 0.70 | 96.186 | 97.486 | 95.786 | ||
| 5020 | 2009.05.20 03:10 | close | 1672 | 0.70 | 96.046 | 97.486 | 95.786 | 9800.00 | 4857689.59 |
| 5021 | 2009.05.20 10:15 | sell | 1673 | 0.70 | 95.920 | 0.000 | 0.000 | ||
| 5022 | 2009.05.20 10:15 | modify | 1673 | 0.70 | 95.920 | 97.220 | 95.520 | ||
| 5023 | 2009.05.20 12:05 | close | 1673 | 0.70 | 95.813 | 97.220 | 95.520 | 7490.00 | 4865179.59 |
| 5024 | 2009.05.21 09:10 | sell | 1674 | 0.70 | 94.645 | 0.000 | 0.000 | ||
| 5025 | 2009.05.21 09:10 | modify | 1674 | 0.70 | 94.645 | 95.945 | 94.245 | ||
| 5026 | 2009.05.21 11:25 | close | 1674 | 0.70 | 94.442 | 95.945 | 94.245 | 14210.00 | 4879389.59 |
| 5027 | 2009.05.22 00:25 | sell | 1675 | 0.50 | 94.441 | 0.000 | 0.000 | ||
| 5028 | 2009.05.22 00:25 | modify | 1675 | 0.50 | 94.441 | 96.041 | 93.141 | ||
| 5029 | 2009.05.22 01:45 | close | 1675 | 0.50 | 94.199 | 96.041 | 93.141 | 12100.00 | 4891489.59 |
| 5030 | 2009.05.22 04:05 | sell | 1676 | 0.50 | 94.239 | 0.000 | 0.000 | ||
| 5031 | 2009.05.22 04:05 | modify | 1676 | 0.50 | 94.239 | 95.839 | 92.939 | ||
| 5032 | 2009.05.22 07:15 | close | 1676 | 0.50 | 94.094 | 95.839 | 92.939 | 7250.00 | 4898739.59 |
| 5033 | 2009.05.22 07:15 | buy | 1677 | 0.50 | 94.095 | 0.000 | 0.000 | ||
| 5034 | 2009.05.22 07:15 | modify | 1677 | 0.50 | 94.095 | 92.495 | 95.395 | ||
| 5035 | 2009.05.22 09:10 | close | 1677 | 0.50 | 94.239 | 92.495 | 95.395 | 7200.00 | 4905939.59 |
| 5036 | 2009.05.22 09:40 | buy | 1678 | 0.50 | 94.093 | 0.000 | 0.000 | ||
| 5037 | 2009.05.22 09:40 | modify | 1678 | 0.50 | 94.093 | 92.493 | 95.393 | ||
| 5038 | 2009.05.22 16:35 | close | 1678 | 0.50 | 94.266 | 92.493 | 95.393 | 8650.00 | 4914589.59 |
| 5039 | 2009.05.25 01:20 | buy | 1679 | 0.70 | 94.571 | 0.000 | 0.000 | ||
| 5040 | 2009.05.25 01:20 | modify | 1679 | 0.70 | 94.571 | 93.271 | 94.971 | ||
| 5041 | 2009.05.25 01:50 | close | 1679 | 0.70 | 94.692 | 93.271 | 94.971 | 8470.00 | 4923059.59 |
| 5042 | 2009.05.25 03:00 | buy | 1680 | 0.50 | 94.571 | 0.000 | 0.000 | ||
| 5043 | 2009.05.25 03:00 | modify | 1680 | 0.50 | 94.571 | 92.971 | 95.871 | ||
| 5044 | 2009.05.25 04:50 | sell | 1681 | 0.50 | 94.635 | 0.000 | 0.000 | ||
| 5045 | 2009.05.25 04:50 | modify | 1681 | 0.50 | 94.635 | 96.235 | 93.335 | ||
| 5046 | 2009.05.25 06:15 | close | 1681 | 0.50 | 94.441 | 96.235 | 93.335 | 9700.00 | 4932759.59 |
| 5047 | 2009.05.25 06:35 | sell | 1682 | 0.50 | 94.566 | 0.000 | 0.000 | ||
| 5048 | 2009.05.25 06:35 | modify | 1682 | 0.50 | 94.566 | 96.166 | 93.266 | ||
| 5049 | 2009.05.25 07:05 | close | 1680 | 0.50 | 94.670 | 92.971 | 95.871 | 4950.00 | 4937709.59 |
| 5050 | 2009.05.25 18:05 | close | 1682 | 0.50 | 95.045 | 96.166 | 93.266 | -23950.00 | 4913759.59 |
| 5051 | 2009.05.25 18:25 | buy | 1683 | 0.70 | 94.958 | 0.000 | 0.000 | ||
| 5052 | 2009.05.25 18:25 | modify | 1683 | 0.70 | 94.958 | 93.658 | 95.358 | ||
| 5053 | 2009.05.25 20:00 | buy | 1684 | 0.50 | 94.728 | 0.000 | 0.000 | ||
| 5054 | 2009.05.25 20:00 | modify | 1684 | 0.50 | 94.728 | 93.128 | 96.028 | ||
| 5055 | 2009.05.25 20:35 | sell | 1685 | 0.50 | 94.832 | 0.000 | 0.000 | ||
| 5056 | 2009.05.25 20:35 | modify | 1685 | 0.50 | 94.832 | 96.432 | 93.532 | ||
| 5057 | 2009.05.25 22:50 | close | 1684 | 0.50 | 94.840 | 93.128 | 96.028 | 5600.00 | 4919359.59 |
| 5058 | 2009.05.25 22:50 | close | 1683 | 0.70 | 94.837 | 93.658 | 95.358 | -8470.00 | 4910889.59 |
| 5059 | 2009.05.26 02:15 | close | 1685 | 0.50 | 94.768 | 96.432 | 93.532 | 2673.19 | 4913562.78 |
| 5060 | 2009.05.27 09:30 | buy | 1686 | 0.70 | 95.274 | 0.000 | 0.000 | ||
| 5061 | 2009.05.27 09:30 | modify | 1686 | 0.70 | 95.274 | 93.974 | 95.674 | ||
| 5062 | 2009.05.27 11:15 | close | 1686 | 0.70 | 95.420 | 93.974 | 95.674 | 10220.00 | 4923782.78 |
| 5063 | 2009.05.29 03:05 | buy | 1687 | 0.70 | 96.630 | 0.000 | 0.000 | ||
| 5064 | 2009.05.29 03:05 | modify | 1687 | 0.70 | 96.630 | 95.330 | 97.030 | ||
| 5065 | 2009.05.29 07:40 | close | 1687 | 0.70 | 96.507 | 95.330 | 97.030 | -8610.00 | 4915172.78 |
| 5066 | 2009.05.29 07:40 | sell | 1688 | 0.70 | 96.503 | 0.000 | 0.000 | ||
| 5067 | 2009.05.29 07:40 | modify | 1688 | 0.70 | 96.503 | 97.803 | 96.103 | ||
| 5068 | 2009.05.29 11:00 | close | 1688 | 0.70 | 96.485 | 97.803 | 96.103 | 1260.00 | 4916432.78 |
| 5069 | 2009.05.29 13:10 | buy | 1689 | 0.50 | 95.909 | 0.000 | 0.000 | ||
| 5070 | 2009.05.29 13:10 | modify | 1689 | 0.50 | 95.909 | 94.309 | 97.209 | ||
| 5071 | 2009.05.29 15:25 | sell | 1690 | 0.50 | 95.994 | 0.000 | 0.000 | ||
| 5072 | 2009.05.29 15:25 | modify | 1690 | 0.50 | 95.994 | 97.594 | 94.694 | ||
| 5073 | 2009.05.29 17:20 | close | 1690 | 0.50 | 95.407 | 97.594 | 94.694 | 29350.00 | 4945782.78 |
| 5074 | 2009.05.29 20:00 | sell | 1691 | 0.50 | 95.589 | 0.000 | 0.000 | ||
| 5075 | 2009.05.29 20:00 | modify | 1691 | 0.50 | 95.589 | 97.189 | 94.289 | ||
| 5076 | 2009.05.29 21:30 | close | 1691 | 0.50 | 95.360 | 97.189 | 94.289 | 11450.00 | 4957232.78 |
| 5077 | 2009.06.01 01:10 | close | 1689 | 0.50 | 95.352 | 94.309 | 97.209 | -27555.26 | 4929677.52 |
| 5078 | 2009.06.01 02:45 | sell | 1692 | 0.70 | 95.465 | 0.000 | 0.000 | ||
| 5079 | 2009.06.01 02:45 | modify | 1692 | 0.70 | 95.465 | 96.765 | 95.065 | ||
| 5080 | 2009.06.01 03:20 | close | 1692 | 0.70 | 95.361 | 96.765 | 95.065 | 7280.00 | 4936957.52 |
| 5081 | 2009.06.01 07:25 | sell | 1693 | 0.70 | 95.114 | 0.000 | 0.000 | ||
| 5082 | 2009.06.01 07:25 | modify | 1693 | 0.70 | 95.114 | 96.414 | 94.714 | ||
| 5083 | 2009.06.01 09:55 | close | 1693 | 0.70 | 95.041 | 96.414 | 94.714 | 5110.00 | 4942067.52 |
| 5084 | 2009.06.01 14:40 | sell | 1694 | 0.70 | 94.951 | 0.000 | 0.000 | ||
| 5085 | 2009.06.01 14:40 | modify | 1694 | 0.70 | 94.951 | 96.251 | 94.551 | ||
| 5086 | 2009.06.01 15:10 | close | 1694 | 0.70 | 94.853 | 96.251 | 94.551 | 6860.00 | 4948927.52 |
| 5087 | 2009.06.01 15:35 | sell | 1695 | 0.70 | 95.127 | 0.000 | 0.000 | ||
| 5088 | 2009.06.01 15:35 | modify | 1695 | 0.70 | 95.127 | 96.427 | 94.727 | ||
| 5089 | 2009.06.01 17:25 | s/l | 1695 | 0.70 | 96.432 | 96.427 | 94.727 | -91350.00 | 4857577.52 |
| 5090 | 2009.06.02 02:00 | buy | 1696 | 0.50 | 96.536 | 0.000 | 0.000 | ||
| 5091 | 2009.06.02 02:00 | modify | 1696 | 0.50 | 96.536 | 94.936 | 97.836 | ||
| 5092 | 2009.06.02 02:15 | buy | 1697 | 0.70 | 96.387 | 0.000 | 0.000 | ||
| 5093 | 2009.06.02 02:15 | modify | 1697 | 0.70 | 96.387 | 95.087 | 96.787 | ||
| 5094 | 2009.06.02 04:35 | close | 1697 | 0.70 | 96.533 | 95.087 | 96.787 | 10220.00 | 4867797.52 |
| 5095 | 2009.06.02 09:10 | buy | 1698 | 0.70 | 96.192 | 0.000 | 0.000 | ||
| 5096 | 2009.06.02 09:10 | modify | 1698 | 0.70 | 96.192 | 94.892 | 96.592 | ||
| 5097 | 2009.06.02 09:20 | close | 1698 | 0.70 | 96.331 | 94.892 | 96.592 | 9730.00 | 4877527.52 |
| 5098 | 2009.06.02 10:55 | close | 1696 | 0.50 | 96.526 | 94.936 | 97.836 | -500.00 | 4877027.52 |
| 5099 | 2009.06.02 12:40 | buy | 1699 | 0.70 | 96.178 | 0.000 | 0.000 | ||
| 5100 | 2009.06.02 12:40 | modify | 1699 | 0.70 | 96.178 | 94.878 | 96.578 | ||