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 |
| 5101 | 2009.06.02 14:40 | buy | 1700 | 0.50 | 95.408 | 0.000 | 0.000 | ||
| 5102 | 2009.06.02 14:40 | modify | 1700 | 0.50 | 95.408 | 93.808 | 96.708 | ||
| 5103 | 2009.06.02 17:05 | close | 1700 | 0.50 | 95.921 | 93.808 | 96.708 | 25650.00 | 4902677.52 |
| 5104 | 2009.06.02 17:05 | sell | 1701 | 0.50 | 95.925 | 0.000 | 0.000 | ||
| 5105 | 2009.06.02 17:05 | modify | 1701 | 0.50 | 95.925 | 97.525 | 94.625 | ||
| 5106 | 2009.06.02 17:05 | close | 1699 | 0.70 | 95.930 | 94.878 | 96.578 | -17360.00 | 4885317.52 |
| 5107 | 2009.06.02 21:40 | buy | 1702 | 0.50 | 95.728 | 0.000 | 0.000 | ||
| 5108 | 2009.06.02 21:40 | modify | 1702 | 0.50 | 95.728 | 94.128 | 97.028 | ||
| 5109 | 2009.06.02 22:20 | close | 1701 | 0.50 | 95.549 | 97.525 | 94.625 | 18800.00 | 4904117.52 |
| 5110 | 2009.06.03 04:05 | sell | 1703 | 0.70 | 95.729 | 0.000 | 0.000 | ||
| 5111 | 2009.06.03 04:05 | modify | 1703 | 0.70 | 95.729 | 97.029 | 95.329 | ||
| 5112 | 2009.06.03 04:35 | sell | 1704 | 0.50 | 95.720 | 0.000 | 0.000 | ||
| 5113 | 2009.06.03 04:35 | modify | 1704 | 0.50 | 95.720 | 97.320 | 94.420 | ||
| 5114 | 2009.06.03 04:50 | close | 1702 | 0.50 | 95.777 | 94.128 | 97.028 | 2746.63 | 4906864.15 |
| 5115 | 2009.06.03 07:05 | close | 1703 | 0.70 | 95.630 | 97.029 | 95.329 | 6930.00 | 4913794.15 |
| 5116 | 2009.06.03 07:10 | close | 1704 | 0.50 | 95.581 | 97.320 | 94.420 | 6950.00 | 4920744.15 |
| 5117 | 2009.06.03 13:45 | buy | 1705 | 0.50 | 95.835 | 0.000 | 0.000 | ||
| 5118 | 2009.06.03 13:45 | modify | 1705 | 0.50 | 95.835 | 94.235 | 97.135 | ||
| 5119 | 2009.06.03 15:25 | sell | 1706 | 0.50 | 96.062 | 0.000 | 0.000 | ||
| 5120 | 2009.06.03 15:25 | modify | 1706 | 0.50 | 96.062 | 97.662 | 94.762 | ||
| 5121 | 2009.06.03 16:40 | close | 1706 | 0.50 | 95.741 | 97.662 | 94.762 | 16050.00 | 4936794.15 |
| 5122 | 2009.06.03 19:45 | close | 1705 | 0.50 | 95.926 | 94.235 | 97.135 | 4550.00 | 4941344.15 |
| 5123 | 2009.06.04 17:15 | buy | 1707 | 0.70 | 96.275 | 0.000 | 0.000 | ||
| 5124 | 2009.06.04 17:15 | modify | 1707 | 0.70 | 96.275 | 94.975 | 96.675 | ||
| 5125 | 2009.06.04 17:50 | close | 1707 | 0.70 | 96.406 | 94.975 | 96.675 | 9170.00 | 4950514.15 |
| 5126 | 2009.06.08 02:30 | buy | 1708 | 0.70 | 98.456 | 0.000 | 0.000 | ||
| 5127 | 2009.06.08 02:30 | modify | 1708 | 0.70 | 98.456 | 97.156 | 98.856 | ||
| 5128 | 2009.06.08 02:50 | close | 1708 | 0.70 | 98.620 | 97.156 | 98.856 | 11480.00 | 4961994.15 |
| 5129 | 2009.06.10 05:20 | sell | 1709 | 0.70 | 97.487 | 0.000 | 0.000 | ||
| 5130 | 2009.06.10 05:20 | modify | 1709 | 0.70 | 97.487 | 98.787 | 97.087 | ||
| 5131 | 2009.06.10 06:55 | sell | 1710 | 0.40 | 97.627 | 0.000 | 0.000 | ||
| 5132 | 2009.06.10 06:55 | modify | 1710 | 0.40 | 97.627 | 99.977 | 96.577 | ||
| 5133 | 2009.06.10 17:00 | sell | 1711 | 0.50 | 98.033 | 0.000 | 0.000 | ||
| 5134 | 2009.06.10 17:00 | modify | 1711 | 0.50 | 98.033 | 99.633 | 96.733 | ||
| 5135 | 2009.06.10 23:30 | buy | 1712 | 0.50 | 98.178 | 0.000 | 0.000 | ||
| 5136 | 2009.06.10 23:30 | modify | 1712 | 0.50 | 98.178 | 96.578 | 99.478 | ||
| 5137 | 2009.06.11 00:02 | close | 1711 | 0.50 | 98.146 | 99.633 | 96.733 | -7285.52 | 4954708.64 |
| 5138 | 2009.06.11 00:02 | close | 1709 | 0.70 | 98.151 | 98.787 | 97.087 | -48769.72 | 4905938.91 |
| 5139 | 2009.06.11 03:10 | close | 1712 | 0.50 | 98.288 | 96.578 | 99.478 | 6411.80 | 4912350.71 |
| 5140 | 2009.06.11 05:15 | close | 1710 | 0.40 | 98.035 | 99.977 | 96.577 | -17628.41 | 4894722.30 |
| 5141 | 2009.06.12 01:00 | sell | 1713 | 0.70 | 97.734 | 0.000 | 0.000 | ||
| 5142 | 2009.06.12 01:00 | modify | 1713 | 0.70 | 97.734 | 99.034 | 97.334 | ||
| 5143 | 2009.06.12 02:10 | close | 1713 | 0.70 | 97.578 | 99.034 | 97.334 | 10920.00 | 4905642.30 |
| 5144 | 2009.06.12 16:30 | buy | 1714 | 0.50 | 98.104 | 0.000 | 0.000 | ||
| 5145 | 2009.06.12 16:30 | modify | 1714 | 0.50 | 98.104 | 96.504 | 99.404 | ||
| 5146 | 2009.06.12 22:25 | close | 1714 | 0.50 | 98.309 | 96.504 | 99.404 | 10250.00 | 4915892.30 |
| 5147 | 2009.06.22 16:40 | buy | 1715 | 0.40 | 95.868 | 0.000 | 0.000 | ||
| 5148 | 2009.06.22 16:40 | modify | 1715 | 0.40 | 95.868 | 93.518 | 96.918 | ||
| 5149 | 2009.06.23 06:10 | buy | 1716 | 0.50 | 95.120 | 0.000 | 0.000 | ||
| 5150 | 2009.06.23 06:10 | modify | 1716 | 0.50 | 95.120 | 93.520 | 96.420 | ||
| 5151 | 2009.06.23 10:35 | sell | 1717 | 0.50 | 95.314 | 0.000 | 0.000 | ||
| 5152 | 2009.06.23 10:35 | modify | 1717 | 0.50 | 95.314 | 96.914 | 94.014 | ||
| 5153 | 2009.06.23 11:20 | close | 1717 | 0.50 | 95.044 | 96.914 | 94.014 | 13500.00 | 4929392.30 |
| 5154 | 2009.06.23 13:20 | close | 1716 | 0.50 | 95.456 | 93.520 | 96.420 | 16800.00 | 4946192.30 |
| 5155 | 2009.06.23 13:20 | sell | 1718 | 0.70 | 95.456 | 0.000 | 0.000 | ||
| 5156 | 2009.06.23 13:20 | modify | 1718 | 0.70 | 95.456 | 96.756 | 95.056 | ||
| 5157 | 2009.06.23 15:10 | close | 1715 | 0.40 | 95.504 | 93.518 | 96.918 | -14322.47 | 4931869.84 |
| 5158 | 2009.06.23 15:25 | sell | 1719 | 0.50 | 95.633 | 0.000 | 0.000 | ||
| 5159 | 2009.06.23 15:25 | modify | 1719 | 0.50 | 95.633 | 97.233 | 94.333 | ||
| 5160 | 2009.06.23 17:05 | buy | 1720 | 0.50 | 95.612 | 0.000 | 0.000 | ||
| 5161 | 2009.06.23 17:05 | modify | 1720 | 0.50 | 95.612 | 94.012 | 96.912 | ||
| 5162 | 2009.06.23 17:50 | close | 1718 | 0.70 | 95.371 | 96.756 | 95.056 | 5950.00 | 4937819.84 |
| 5163 | 2009.06.23 18:00 | close | 1719 | 0.50 | 95.301 | 97.233 | 94.333 | 16600.00 | 4954419.84 |
| 5164 | 2009.06.24 03:00 | close | 1720 | 0.50 | 95.330 | 94.012 | 96.912 | -13805.06 | 4940614.77 |
| 5165 | 2009.06.25 15:45 | buy | 1721 | 0.70 | 96.161 | 0.000 | 0.000 | ||
| 5166 | 2009.06.25 15:45 | modify | 1721 | 0.70 | 96.161 | 94.861 | 96.561 | ||
| 5167 | 2009.06.25 17:50 | close | 1721 | 0.70 | 96.266 | 94.861 | 96.561 | 7350.00 | 4947964.77 |
| 5168 | 2009.06.29 21:45 | sell | 1722 | 0.50 | 96.140 | 0.000 | 0.000 | ||
| 5169 | 2009.06.29 21:45 | modify | 1722 | 0.50 | 96.140 | 97.740 | 94.840 | ||
| 5170 | 2009.06.29 22:00 | buy | 1723 | 0.50 | 96.011 | 0.000 | 0.000 | ||
| 5171 | 2009.06.29 22:00 | modify | 1723 | 0.50 | 96.011 | 94.411 | 97.311 | ||
| 5172 | 2009.06.30 00:30 | close | 1723 | 0.50 | 96.112 | 94.411 | 97.311 | 5347.53 | 4953312.30 |
| 5173 | 2009.06.30 03:40 | buy | 1724 | 0.50 | 96.130 | 0.000 | 0.000 | ||
| 5174 | 2009.06.30 03:40 | modify | 1724 | 0.50 | 96.130 | 94.530 | 97.430 | ||
| 5175 | 2009.06.30 03:55 | close | 1722 | 0.50 | 96.026 | 97.740 | 94.840 | 5166.32 | 4958478.62 |
| 5176 | 2009.06.30 04:00 | buy | 1725 | 0.70 | 95.969 | 0.000 | 0.000 | ||
| 5177 | 2009.06.30 04:00 | modify | 1725 | 0.70 | 95.969 | 94.669 | 96.369 | ||
| 5178 | 2009.06.30 12:25 | close | 1725 | 0.70 | 95.664 | 94.669 | 96.369 | -21350.00 | 4937128.62 |
| 5179 | 2009.06.30 12:40 | close | 1724 | 0.50 | 95.789 | 94.530 | 97.430 | -17050.00 | 4920078.62 |
| 5180 | 2009.07.01 02:30 | buy | 1726 | 0.70 | 96.238 | 0.000 | 0.000 | ||
| 5181 | 2009.07.01 02:30 | modify | 1726 | 0.70 | 96.238 | 94.938 | 96.638 | ||
| 5182 | 2009.07.01 03:15 | close | 1726 | 0.70 | 96.414 | 94.938 | 96.638 | 12320.00 | 4932398.62 |
| 5183 | 2009.07.01 08:40 | buy | 1727 | 0.70 | 96.634 | 0.000 | 0.000 | ||
| 5184 | 2009.07.01 08:40 | modify | 1727 | 0.70 | 96.634 | 95.334 | 97.034 | ||
| 5185 | 2009.07.01 08:50 | close | 1727 | 0.70 | 96.743 | 95.334 | 97.034 | 7630.00 | 4940028.62 |
| 5186 | 2009.07.01 15:30 | buy | 1728 | 0.70 | 96.705 | 0.000 | 0.000 | ||
| 5187 | 2009.07.01 15:30 | modify | 1728 | 0.70 | 96.705 | 95.405 | 97.105 | ||
| 5188 | 2009.07.01 21:05 | close | 1728 | 0.70 | 96.567 | 95.405 | 97.105 | -9660.00 | 4930368.62 |
| 5189 | 2009.07.03 08:00 | sell | 1729 | 0.50 | 96.001 | 0.000 | 0.000 | ||
| 5190 | 2009.07.03 08:00 | modify | 1729 | 0.50 | 96.001 | 97.601 | 94.701 | ||
| 5191 | 2009.07.03 09:10 | sell | 1730 | 0.40 | 96.086 | 0.000 | 0.000 | ||
| 5192 | 2009.07.03 09:10 | modify | 1730 | 0.40 | 96.086 | 98.436 | 95.036 | ||
| 5193 | 2009.07.03 09:10 | sell | 1731 | 0.70 | 96.086 | 0.000 | 0.000 | ||
| 5194 | 2009.07.03 09:10 | modify | 1731 | 0.70 | 96.086 | 97.386 | 95.686 | ||
| 5195 | 2009.07.03 10:15 | close | 1731 | 0.70 | 95.947 | 97.386 | 95.686 | 9730.00 | 4940098.62 |
| 5196 | 2009.07.03 11:10 | close | 1729 | 0.50 | 95.877 | 97.601 | 94.701 | 6200.00 | 4946298.62 |
| 5197 | 2009.07.06 02:20 | close | 1730 | 0.40 | 95.887 | 98.436 | 95.036 | 7532.77 | 4953831.39 |
| 5198 | 2009.07.06 22:05 | sell | 1732 | 0.70 | 95.281 | 0.000 | 0.000 | ||
| 5199 | 2009.07.06 22:05 | modify | 1732 | 0.70 | 95.281 | 96.581 | 94.881 | ||
| 5200 | 2009.07.06 22:40 | sell | 1733 | 0.40 | 95.278 | 0.000 | 0.000 | ||
| 5201 | 2009.07.06 22:40 | modify | 1733 | 0.40 | 95.278 | 97.628 | 94.228 | ||
| 5202 | 2009.07.07 01:05 | close | 1732 | 0.70 | 95.283 | 96.581 | 94.881 | -881.62 | 4952949.77 |
| 5203 | 2009.07.07 09:45 | close | 1733 | 0.40 | 95.126 | 97.628 | 94.228 | 5656.22 | 4958605.99 |
| 5204 | 2009.07.09 04:15 | sell | 1734 | 0.70 | 93.160 | 0.000 | 0.000 | ||
| 5205 | 2009.07.09 04:15 | modify | 1734 | 0.70 | 93.160 | 94.460 | 92.760 | ||
| 5206 | 2009.07.09 07:00 | close | 1734 | 0.70 | 93.121 | 94.460 | 92.760 | 2730.00 | 4961335.99 |
| 5207 | 2009.07.09 10:00 | sell | 1735 | 0.50 | 93.233 | 0.000 | 0.000 | ||
| 5208 | 2009.07.09 10:00 | modify | 1735 | 0.50 | 93.233 | 94.833 | 91.933 | ||
| 5209 | 2009.07.09 12:50 | buy | 1736 | 0.50 | 93.192 | 0.000 | 0.000 | ||
| 5210 | 2009.07.09 12:50 | modify | 1736 | 0.50 | 93.192 | 91.592 | 94.492 | ||
| 5211 | 2009.07.09 13:15 | close | 1735 | 0.50 | 93.078 | 94.833 | 91.933 | 7750.00 | 4969085.99 |
| 5212 | 2009.07.09 15:00 | sell | 1737 | 0.50 | 93.040 | 0.000 | 0.000 | ||
| 5213 | 2009.07.09 15:00 | modify | 1737 | 0.50 | 93.040 | 94.640 | 91.740 | ||
| 5214 | 2009.07.09 16:40 | close | 1737 | 0.50 | 92.771 | 94.640 | 91.740 | 13450.00 | 4982535.99 |
| 5215 | 2009.07.09 16:55 | buy | 1738 | 0.40 | 92.723 | 0.000 | 0.000 | ||
| 5216 | 2009.07.09 16:55 | modify | 1738 | 0.40 | 92.723 | 90.373 | 93.773 | ||
| 5217 | 2009.07.09 18:45 | sell | 1739 | 0.50 | 92.846 | 0.000 | 0.000 | ||
| 5218 | 2009.07.09 18:45 | modify | 1739 | 0.50 | 92.846 | 94.446 | 91.546 | ||
| 5219 | 2009.07.09 19:50 | close | 1736 | 0.50 | 93.006 | 91.592 | 94.492 | -9300.00 | 4973235.99 |
| 5220 | 2009.07.09 22:40 | close | 1739 | 0.50 | 92.870 | 94.446 | 91.546 | -1200.00 | 4972035.99 |
| 5221 | 2009.07.10 01:25 | close | 1738 | 0.40 | 93.065 | 90.373 | 93.773 | 13910.44 | 4985946.43 |
| 5222 | 2009.07.10 23:35 | sell | 1740 | 0.70 | 92.480 | 0.000 | 0.000 | ||
| 5223 | 2009.07.10 23:35 | modify | 1740 | 0.70 | 92.480 | 93.780 | 92.080 | ||
| 5224 | 2009.07.13 05:10 | close | 1740 | 0.70 | 92.594 | 93.780 | 92.080 | -8698.57 | 4977247.85 |
| 5225 | 2009.07.13 21:25 | sell | 1741 | 0.50 | 92.704 | 0.000 | 0.000 | ||
| 5226 | 2009.07.13 21:25 | modify | 1741 | 0.50 | 92.704 | 94.304 | 91.404 | ||
| 5227 | 2009.07.14 04:25 | close | 1741 | 0.50 | 92.915 | 94.304 | 91.404 | -11066.59 | 4966181.26 |
| 5228 | 2009.07.14 10:05 | buy | 1742 | 0.70 | 92.937 | 0.000 | 0.000 | ||
| 5229 | 2009.07.14 10:05 | modify | 1742 | 0.70 | 92.937 | 91.637 | 93.337 | ||
| 5230 | 2009.07.14 10:50 | close | 1742 | 0.70 | 93.051 | 91.637 | 93.337 | 7980.00 | 4974161.26 |
| 5231 | 2009.07.15 09:20 | buy | 1743 | 0.50 | 93.496 | 0.000 | 0.000 | ||
| 5232 | 2009.07.15 09:20 | modify | 1743 | 0.50 | 93.496 | 91.896 | 94.796 | ||
| 5233 | 2009.07.15 11:35 | close | 1743 | 0.50 | 93.660 | 91.896 | 94.796 | 8200.00 | 4982361.26 |
| 5234 | 2009.07.16 01:30 | buy | 1744 | 0.70 | 94.102 | 0.000 | 0.000 | ||
| 5235 | 2009.07.16 01:30 | modify | 1744 | 0.70 | 94.102 | 92.802 | 94.502 | ||
| 5236 | 2009.07.16 02:45 | close | 1744 | 0.70 | 94.277 | 92.802 | 94.502 | 12250.00 | 4994611.26 |
| 5237 | 2009.07.16 06:40 | buy | 1745 | 0.50 | 94.060 | 0.000 | 0.000 | ||
| 5238 | 2009.07.16 06:40 | modify | 1745 | 0.50 | 94.060 | 92.460 | 95.360 | ||
| 5239 | 2009.07.16 09:10 | sell | 1746 | 0.50 | 93.933 | 0.000 | 0.000 | ||
| 5240 | 2009.07.16 09:10 | modify | 1746 | 0.50 | 93.933 | 95.533 | 92.633 | ||
| 5241 | 2009.07.16 10:55 | close | 1746 | 0.50 | 93.732 | 95.533 | 92.633 | 10050.00 | 5004661.26 |
| 5242 | 2009.07.16 12:55 | sell | 1747 | 0.50 | 93.717 | 0.000 | 0.000 | ||
| 5243 | 2009.07.16 12:55 | modify | 1747 | 0.50 | 93.717 | 95.317 | 92.417 | ||
| 5244 | 2009.07.16 13:35 | close | 1745 | 0.50 | 93.930 | 92.460 | 95.360 | -6500.00 | 4998161.26 |
| 5245 | 2009.07.16 15:00 | buy | 1748 | 0.50 | 93.754 | 0.000 | 0.000 | ||
| 5246 | 2009.07.16 15:00 | modify | 1748 | 0.50 | 93.754 | 92.154 | 95.054 | ||
| 5247 | 2009.07.16 16:20 | close | 1747 | 0.50 | 93.585 | 95.317 | 92.417 | 6600.00 | 5004761.26 |
| 5248 | 2009.07.16 19:10 | sell | 1749 | 0.50 | 93.612 | 0.000 | 0.000 | ||
| 5249 | 2009.07.16 19:10 | modify | 1749 | 0.50 | 93.612 | 95.212 | 92.312 | ||
| 5250 | 2009.07.16 20:50 | close | 1748 | 0.50 | 93.667 | 92.154 | 95.054 | -4350.00 | 5000411.26 |