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 |
| 5251 | 2009.07.17 04:30 | close | 1749 | 0.50 | 93.591 | 95.212 | 92.312 | 528.23 | 5000939.50 |
| 5252 | 2009.07.20 12:35 | buy | 1750 | 0.70 | 94.404 | 0.000 | 0.000 | ||
| 5253 | 2009.07.20 12:35 | modify | 1750 | 0.70 | 94.404 | 93.104 | 94.804 | ||
| 5254 | 2009.07.20 13:10 | close | 1750 | 0.70 | 94.519 | 93.104 | 94.804 | 8050.00 | 5008989.50 |
| 5255 | 2009.07.21 09:05 | sell | 1751 | 0.70 | 94.022 | 0.000 | 0.000 | ||
| 5256 | 2009.07.21 09:05 | modify | 1751 | 0.70 | 94.022 | 95.322 | 93.622 | ||
| 5257 | 2009.07.21 09:55 | close | 1751 | 0.70 | 93.920 | 95.322 | 93.622 | 7140.00 | 5016129.50 |
| 5258 | 2009.07.21 11:00 | sell | 1752 | 0.50 | 94.078 | 0.000 | 0.000 | ||
| 5259 | 2009.07.21 11:00 | modify | 1752 | 0.50 | 94.078 | 95.678 | 92.778 | ||
| 5260 | 2009.07.21 11:25 | sell | 1753 | 0.70 | 94.159 | 0.000 | 0.000 | ||
| 5261 | 2009.07.21 11:25 | modify | 1753 | 0.70 | 94.159 | 95.459 | 93.759 | ||
| 5262 | 2009.07.21 16:30 | close | 1752 | 0.50 | 94.090 | 95.678 | 92.778 | -600.00 | 5015529.50 |
| 5263 | 2009.07.21 16:30 | close | 1753 | 0.70 | 94.086 | 95.459 | 93.759 | 5110.00 | 5020639.50 |
| 5264 | 2009.07.21 23:05 | sell | 1754 | 0.70 | 93.723 | 0.000 | 0.000 | ||
| 5265 | 2009.07.21 23:05 | modify | 1754 | 0.70 | 93.723 | 95.023 | 93.323 | ||
| 5266 | 2009.07.22 00:55 | close | 1754 | 0.70 | 93.622 | 95.023 | 93.323 | 6340.90 | 5026980.40 |
| 5267 | 2009.07.23 08:10 | sell | 1755 | 0.50 | 94.222 | 0.000 | 0.000 | ||
| 5268 | 2009.07.23 08:10 | modify | 1755 | 0.50 | 94.222 | 95.822 | 92.922 | ||
| 5269 | 2009.07.23 23:30 | close | 1755 | 0.50 | 94.963 | 95.822 | 92.922 | -37050.00 | 4989930.40 |
| 5270 | 2009.07.24 03:05 | buy | 1756 | 0.70 | 94.913 | 0.000 | 0.000 | ||
| 5271 | 2009.07.24 03:05 | modify | 1756 | 0.70 | 94.913 | 93.613 | 95.313 | ||
| 5272 | 2009.07.24 07:10 | sell | 1757 | 0.50 | 94.706 | 0.000 | 0.000 | ||
| 5273 | 2009.07.24 07:10 | modify | 1757 | 0.50 | 94.706 | 96.306 | 93.406 | ||
| 5274 | 2009.07.24 07:45 | close | 1756 | 0.70 | 94.800 | 93.613 | 95.313 | -7910.00 | 4982020.40 |
| 5275 | 2009.07.24 14:20 | close | 1757 | 0.50 | 94.771 | 96.306 | 93.406 | -3250.00 | 4978770.40 |
| 5276 | 2009.07.28 03:10 | buy | 1758 | 0.70 | 95.100 | 0.000 | 0.000 | ||
| 5277 | 2009.07.28 03:10 | modify | 1758 | 0.70 | 95.100 | 93.800 | 95.500 | ||
| 5278 | 2009.07.28 06:25 | close | 1758 | 0.70 | 95.109 | 93.800 | 95.500 | 630.00 | 4979400.40 |
| 5279 | 2009.07.28 23:05 | sell | 1759 | 0.70 | 94.661 | 0.000 | 0.000 | ||
| 5280 | 2009.07.28 23:05 | modify | 1759 | 0.70 | 94.661 | 95.961 | 94.261 | ||
| 5281 | 2009.07.29 00:00 | close | 1759 | 0.70 | 94.566 | 95.961 | 94.261 | 5914.63 | 4985315.03 |
| 5282 | 2009.07.29 03:45 | sell | 1760 | 0.70 | 94.632 | 0.000 | 0.000 | ||
| 5283 | 2009.07.29 03:45 | modify | 1760 | 0.70 | 94.632 | 95.932 | 94.232 | ||
| 5284 | 2009.07.29 05:00 | close | 1760 | 0.70 | 94.464 | 95.932 | 94.232 | 11760.00 | 4997075.03 |
| 5285 | 2009.07.29 16:25 | buy | 1761 | 0.50 | 94.702 | 0.000 | 0.000 | ||
| 5286 | 2009.07.29 16:25 | modify | 1761 | 0.50 | 94.702 | 93.102 | 96.002 | ||
| 5287 | 2009.07.29 16:35 | buy | 1762 | 0.70 | 94.624 | 0.000 | 0.000 | ||
| 5288 | 2009.07.29 16:35 | modify | 1762 | 0.70 | 94.624 | 93.324 | 95.024 | ||
| 5289 | 2009.07.29 16:40 | close | 1762 | 0.70 | 94.875 | 93.324 | 95.024 | 17570.00 | 5014645.03 |
| 5290 | 2009.07.29 18:45 | close | 1761 | 0.50 | 95.114 | 93.102 | 96.002 | 20600.00 | 5035245.03 |
| 5291 | 2009.07.29 18:45 | sell | 1763 | 0.50 | 95.117 | 0.000 | 0.000 | ||
| 5292 | 2009.07.29 18:45 | modify | 1763 | 0.50 | 95.117 | 96.717 | 93.817 | ||
| 5293 | 2009.07.29 21:15 | buy | 1764 | 0.50 | 94.952 | 0.000 | 0.000 | ||
| 5294 | 2009.07.29 21:15 | modify | 1764 | 0.50 | 94.952 | 93.352 | 96.252 | ||
| 5295 | 2009.07.30 03:05 | close | 1764 | 0.50 | 95.240 | 93.352 | 96.252 | 15282.62 | 5050527.65 |
| 5296 | 2009.07.30 04:40 | close | 1763 | 0.50 | 94.923 | 96.717 | 93.817 | 8116.82 | 5058644.47 |
| 5297 | 2009.07.30 22:45 | buy | 1765 | 0.70 | 95.443 | 0.000 | 0.000 | ||
| 5298 | 2009.07.30 22:45 | modify | 1765 | 0.70 | 95.443 | 94.143 | 95.843 | ||
| 5299 | 2009.07.30 23:50 | sell | 1766 | 0.50 | 95.595 | 0.000 | 0.000 | ||
| 5300 | 2009.07.30 23:50 | modify | 1766 | 0.50 | 95.595 | 97.195 | 94.295 | ||
| 5301 | 2009.07.30 23:50 | close | 1765 | 0.70 | 95.605 | 94.143 | 95.843 | 11340.00 | 5069984.47 |
| 5302 | 2009.07.31 02:10 | close | 1766 | 0.50 | 95.479 | 97.195 | 94.295 | 5269.12 | 5075253.59 |
| 5303 | 2009.07.31 02:45 | sell | 1767 | 0.50 | 95.572 | 0.000 | 0.000 | ||
| 5304 | 2009.07.31 02:45 | modify | 1767 | 0.50 | 95.572 | 97.172 | 94.272 | ||
| 5305 | 2009.07.31 03:25 | buy | 1768 | 0.50 | 95.469 | 0.000 | 0.000 | ||
| 5306 | 2009.07.31 03:25 | modify | 1768 | 0.50 | 95.469 | 93.869 | 96.769 | ||
| 5307 | 2009.07.31 03:40 | close | 1767 | 0.50 | 95.444 | 97.172 | 94.272 | 6400.00 | 5081653.59 |
| 5308 | 2009.07.31 10:40 | close | 1768 | 0.50 | 95.464 | 93.869 | 96.769 | -250.00 | 5081403.59 |
| 5309 | 2009.08.03 10:10 | sell | 1769 | 0.70 | 94.795 | 0.000 | 0.000 | ||
| 5310 | 2009.08.03 10:10 | modify | 1769 | 0.70 | 94.795 | 96.095 | 94.395 | ||
| 5311 | 2009.08.03 23:05 | buy | 1770 | 0.50 | 95.294 | 0.000 | 0.000 | ||
| 5312 | 2009.08.03 23:05 | modify | 1770 | 0.50 | 95.294 | 93.694 | 96.594 | ||
| 5313 | 2009.08.03 23:40 | close | 1769 | 0.70 | 95.246 | 96.095 | 94.395 | -31570.00 | 5049833.59 |
| 5314 | 2009.08.04 04:40 | close | 1770 | 0.50 | 95.391 | 93.694 | 96.594 | 5145.06 | 5054978.65 |
| 5315 | 2009.08.04 07:55 | buy | 1771 | 0.70 | 95.159 | 0.000 | 0.000 | ||
| 5316 | 2009.08.04 07:55 | modify | 1771 | 0.70 | 95.159 | 93.859 | 95.559 | ||
| 5317 | 2009.08.04 17:05 | close | 1771 | 0.70 | 94.986 | 93.859 | 95.559 | -12110.00 | 5042868.65 |
| 5318 | 2009.08.04 17:05 | sell | 1772 | 0.70 | 94.986 | 0.000 | 0.000 | ||
| 5319 | 2009.08.04 17:05 | modify | 1772 | 0.70 | 94.986 | 96.286 | 94.586 | ||
| 5320 | 2009.08.04 20:40 | close | 1772 | 0.70 | 95.294 | 96.286 | 94.586 | -21560.00 | 5021308.65 |
| 5321 | 2009.08.04 21:00 | buy | 1773 | 0.70 | 95.162 | 0.000 | 0.000 | ||
| 5322 | 2009.08.04 21:00 | modify | 1773 | 0.70 | 95.162 | 93.862 | 95.562 | ||
| 5323 | 2009.08.04 21:15 | close | 1773 | 0.70 | 95.283 | 93.862 | 95.562 | 8470.00 | 5029778.65 |
| 5324 | 2009.08.04 22:20 | buy | 1774 | 0.50 | 95.194 | 0.000 | 0.000 | ||
| 5325 | 2009.08.04 22:20 | modify | 1774 | 0.50 | 95.194 | 93.594 | 96.494 | ||
| 5326 | 2009.08.05 02:05 | close | 1774 | 0.50 | 95.294 | 93.594 | 96.494 | 5294.96 | 5035073.61 |
| 5327 | 2009.08.05 07:40 | buy | 1775 | 0.50 | 94.972 | 0.000 | 0.000 | ||
| 5328 | 2009.08.05 07:40 | modify | 1775 | 0.50 | 94.972 | 93.372 | 96.272 | ||
| 5329 | 2009.08.05 10:20 | close | 1775 | 0.50 | 95.072 | 93.372 | 96.272 | 5000.00 | 5040073.61 |
| 5330 | 2009.08.10 02:35 | buy | 1776 | 0.70 | 97.423 | 0.000 | 0.000 | ||
| 5331 | 2009.08.10 02:35 | modify | 1776 | 0.70 | 97.423 | 96.123 | 97.823 | ||
| 5332 | 2009.08.10 10:30 | close | 1776 | 0.70 | 97.337 | 96.123 | 97.823 | -6020.00 | 5034053.61 |
| 5333 | 2009.08.10 13:40 | buy | 1777 | 0.70 | 97.200 | 0.000 | 0.000 | ||
| 5334 | 2009.08.10 13:40 | modify | 1777 | 0.70 | 97.200 | 95.900 | 97.600 | ||
| 5335 | 2009.08.10 14:50 | close | 1777 | 0.70 | 97.315 | 95.900 | 97.600 | 8050.00 | 5042103.61 |
| 5336 | 2009.08.11 22:05 | sell | 1778 | 0.70 | 96.058 | 0.000 | 0.000 | ||
| 5337 | 2009.08.11 22:05 | modify | 1778 | 0.70 | 96.058 | 97.358 | 95.658 | ||
| 5338 | 2009.08.11 22:35 | close | 1778 | 0.70 | 95.922 | 97.358 | 95.658 | 9520.00 | 5051623.61 |
| 5339 | 2009.08.12 11:55 | sell | 1779 | 0.70 | 95.655 | 0.000 | 0.000 | ||
| 5340 | 2009.08.12 11:55 | modify | 1779 | 0.70 | 95.655 | 96.955 | 95.255 | ||
| 5341 | 2009.08.12 14:55 | buy | 1780 | 0.50 | 95.740 | 0.000 | 0.000 | ||
| 5342 | 2009.08.12 14:55 | modify | 1780 | 0.50 | 95.740 | 94.140 | 97.040 | ||
| 5343 | 2009.08.12 15:35 | sell | 1781 | 0.50 | 95.869 | 0.000 | 0.000 | ||
| 5344 | 2009.08.12 15:35 | modify | 1781 | 0.50 | 95.869 | 97.469 | 94.569 | ||
| 5345 | 2009.08.12 16:45 | close | 1780 | 0.50 | 95.975 | 94.140 | 97.040 | 11750.00 | 5063373.61 |
| 5346 | 2009.08.12 18:45 | buy | 1782 | 0.50 | 96.108 | 0.000 | 0.000 | ||
| 5347 | 2009.08.12 18:45 | modify | 1782 | 0.50 | 96.108 | 94.508 | 97.408 | ||
| 5348 | 2009.08.12 21:20 | close | 1782 | 0.50 | 96.392 | 94.508 | 97.408 | 14200.00 | 5077573.61 |
| 5349 | 2009.08.12 23:15 | buy | 1783 | 0.50 | 96.049 | 0.000 | 0.000 | ||
| 5350 | 2009.08.12 23:15 | modify | 1783 | 0.50 | 96.049 | 94.449 | 97.349 | ||
| 5351 | 2009.08.13 03:10 | close | 1779 | 0.70 | 96.037 | 96.955 | 95.255 | -28981.19 | 5048592.42 |
| 5352 | 2009.08.13 04:30 | close | 1781 | 0.50 | 95.996 | 97.469 | 94.569 | -7950.85 | 5040641.57 |
| 5353 | 2009.08.13 08:05 | close | 1783 | 0.50 | 95.990 | 94.449 | 97.349 | -2057.53 | 5038584.04 |
| 5354 | 2009.08.14 03:20 | sell | 1784 | 0.50 | 95.387 | 0.000 | 0.000 | ||
| 5355 | 2009.08.14 03:20 | modify | 1784 | 0.50 | 95.387 | 96.987 | 94.087 | ||
| 5356 | 2009.08.14 04:40 | close | 1784 | 0.50 | 95.200 | 96.987 | 94.087 | 9350.00 | 5047934.04 |
| 5357 | 2009.08.14 08:55 | sell | 1785 | 0.70 | 95.335 | 0.000 | 0.000 | ||
| 5358 | 2009.08.14 08:55 | modify | 1785 | 0.70 | 95.335 | 96.635 | 94.935 | ||
| 5359 | 2009.08.14 09:40 | close | 1785 | 0.70 | 95.226 | 96.635 | 94.935 | 7630.00 | 5055564.04 |
| 5360 | 2009.08.14 15:05 | buy | 1786 | 0.40 | 94.871 | 0.000 | 0.000 | ||
| 5361 | 2009.08.14 15:05 | modify | 1786 | 0.40 | 94.871 | 92.521 | 95.921 | ||
| 5362 | 2009.08.14 21:45 | sell | 1787 | 0.70 | 94.863 | 0.000 | 0.000 | ||
| 5363 | 2009.08.14 21:45 | modify | 1787 | 0.70 | 94.863 | 96.163 | 94.463 | ||
| 5364 | 2009.08.17 00:02 | close | 1787 | 0.70 | 94.736 | 96.163 | 94.463 | 8153.20 | 5063717.24 |
| 5365 | 2009.08.17 10:25 | sell | 1788 | 0.70 | 94.730 | 0.000 | 0.000 | ||
| 5366 | 2009.08.17 10:25 | modify | 1788 | 0.70 | 94.730 | 96.030 | 94.330 | ||
| 5367 | 2009.08.17 11:05 | close | 1788 | 0.70 | 94.605 | 96.030 | 94.330 | 8750.00 | 5072467.24 |
| 5368 | 2009.08.18 03:15 | close | 1786 | 0.40 | 94.653 | 92.521 | 95.921 | -8251.10 | 5064216.14 |
| 5369 | 2009.08.18 14:35 | buy | 1789 | 0.70 | 94.928 | 0.000 | 0.000 | ||
| 5370 | 2009.08.18 14:35 | modify | 1789 | 0.70 | 94.928 | 93.628 | 95.328 | ||
| 5371 | 2009.08.18 15:15 | close | 1789 | 0.70 | 95.122 | 93.628 | 95.328 | 13580.00 | 5077796.14 |
| 5372 | 2009.08.18 15:35 | buy | 1790 | 0.50 | 94.780 | 0.000 | 0.000 | ||
| 5373 | 2009.08.18 15:35 | modify | 1790 | 0.50 | 94.780 | 93.180 | 96.080 | ||
| 5374 | 2009.08.19 01:40 | close | 1790 | 0.50 | 94.832 | 93.180 | 96.080 | 2893.25 | 5080689.39 |
| 5375 | 2009.08.19 23:20 | sell | 1791 | 0.70 | 94.093 | 0.000 | 0.000 | ||
| 5376 | 2009.08.19 23:20 | modify | 1791 | 0.70 | 94.093 | 95.393 | 93.693 | ||
| 5377 | 2009.08.20 10:45 | close | 1791 | 0.70 | 94.231 | 95.393 | 93.693 | -11855.15 | 5068834.24 |
| 5378 | 2009.08.21 10:00 | sell | 1792 | 0.70 | 93.966 | 0.000 | 0.000 | ||
| 5379 | 2009.08.21 10:00 | modify | 1792 | 0.70 | 93.966 | 95.266 | 93.566 | ||
| 5380 | 2009.08.21 11:10 | close | 1792 | 0.70 | 93.809 | 95.266 | 93.566 | 10990.00 | 5079824.24 |
| 5381 | 2009.08.21 22:00 | buy | 1793 | 0.70 | 94.246 | 0.000 | 0.000 | ||
| 5382 | 2009.08.21 22:00 | modify | 1793 | 0.70 | 94.246 | 92.946 | 94.646 | ||
| 5383 | 2009.08.21 23:20 | close | 1793 | 0.70 | 94.355 | 92.946 | 94.646 | 7630.00 | 5087454.24 |
| 5384 | 2009.08.24 14:45 | buy | 1794 | 0.70 | 94.680 | 0.000 | 0.000 | ||
| 5385 | 2009.08.24 14:45 | modify | 1794 | 0.70 | 94.680 | 93.380 | 95.080 | ||
| 5386 | 2009.08.24 15:20 | buy | 1795 | 0.40 | 94.633 | 0.000 | 0.000 | ||
| 5387 | 2009.08.24 15:20 | modify | 1795 | 0.40 | 94.633 | 92.283 | 95.683 | ||
| 5388 | 2009.08.24 17:30 | close | 1794 | 0.70 | 94.780 | 93.380 | 95.080 | 7000.00 | 5094454.24 |
| 5389 | 2009.08.25 06:25 | buy | 1796 | 0.50 | 93.939 | 0.000 | 0.000 | ||
| 5390 | 2009.08.25 06:25 | modify | 1796 | 0.50 | 93.939 | 92.339 | 95.239 | ||
| 5391 | 2009.08.25 07:15 | sell | 1797 | 0.50 | 94.057 | 0.000 | 0.000 | ||
| 5392 | 2009.08.25 07:15 | modify | 1797 | 0.50 | 94.057 | 95.657 | 92.757 | ||
| 5393 | 2009.08.25 09:05 | close | 1797 | 0.50 | 93.876 | 95.657 | 92.757 | 9050.00 | 5103504.24 |
| 5394 | 2009.08.25 09:55 | sell | 1798 | 0.50 | 94.057 | 0.000 | 0.000 | ||
| 5395 | 2009.08.25 09:55 | modify | 1798 | 0.50 | 94.057 | 95.657 | 92.757 | ||
| 5396 | 2009.08.25 10:05 | close | 1796 | 0.50 | 94.157 | 92.339 | 95.239 | 10900.00 | 5114404.24 |
| 5397 | 2009.08.25 11:00 | sell | 1799 | 0.70 | 94.305 | 0.000 | 0.000 | ||
| 5398 | 2009.08.25 11:00 | modify | 1799 | 0.70 | 94.305 | 95.605 | 93.905 | ||
| 5399 | 2009.08.25 13:00 | close | 1799 | 0.70 | 94.184 | 95.605 | 93.905 | 8470.00 | 5122874.24 |
| 5400 | 2009.08.25 13:25 | close | 1798 | 0.50 | 94.044 | 95.657 | 92.757 | 650.00 | 5123524.24 |