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 |
| 5401 | 2009.08.25 16:15 | close | 1795 | 0.40 | 94.280 | 92.283 | 95.683 | -13885.70 | 5109638.54 |
| 5402 | 2009.08.27 15:45 | sell | 1800 | 0.70 | 93.885 | 0.000 | 0.000 | ||
| 5403 | 2009.08.27 15:45 | modify | 1800 | 0.70 | 93.885 | 95.185 | 93.485 | ||
| 5404 | 2009.08.27 16:40 | close | 1800 | 0.70 | 93.697 | 95.185 | 93.485 | 13160.00 | 5122798.54 |
| 5405 | 2009.08.28 02:50 | sell | 1801 | 0.70 | 93.668 | 0.000 | 0.000 | ||
| 5406 | 2009.08.28 02:50 | modify | 1801 | 0.70 | 93.668 | 94.968 | 93.268 | ||
| 5407 | 2009.08.28 14:25 | close | 1801 | 0.70 | 93.757 | 94.968 | 93.268 | -6230.00 | 5116568.54 |
| 5408 | 2009.08.31 11:40 | sell | 1802 | 0.70 | 92.922 | 0.000 | 0.000 | ||
| 5409 | 2009.08.31 11:40 | modify | 1802 | 0.70 | 92.922 | 94.222 | 92.522 | ||
| 5410 | 2009.08.31 16:10 | close | 1802 | 0.70 | 93.086 | 94.222 | 92.522 | -11480.00 | 5105088.54 |
| 5411 | 2009.09.04 19:00 | buy | 1803 | 0.70 | 92.763 | 0.000 | 0.000 | ||
| 5412 | 2009.09.04 19:00 | modify | 1803 | 0.70 | 92.763 | 91.463 | 93.163 | ||
| 5413 | 2009.09.04 19:40 | close | 1803 | 0.70 | 92.872 | 91.463 | 93.163 | 7630.00 | 5112718.54 |
| 5414 | 2009.09.04 23:50 | buy | 1804 | 0.70 | 92.929 | 0.000 | 0.000 | ||
| 5415 | 2009.09.04 23:50 | modify | 1804 | 0.70 | 92.929 | 91.629 | 93.329 | ||
| 5416 | 2009.09.07 01:10 | close | 1804 | 0.70 | 93.061 | 91.629 | 93.329 | 9643.06 | 5122361.60 |
| 5417 | 2009.09.07 12:25 | buy | 1805 | 0.70 | 93.045 | 0.000 | 0.000 | ||
| 5418 | 2009.09.07 12:25 | modify | 1805 | 0.70 | 93.045 | 91.745 | 93.445 | ||
| 5419 | 2009.09.07 15:20 | close | 1805 | 0.70 | 93.082 | 91.745 | 93.445 | 2590.00 | 5124951.60 |
| 5420 | 2009.09.09 21:00 | sell | 1806 | 0.70 | 92.079 | 0.000 | 0.000 | ||
| 5421 | 2009.09.09 21:00 | modify | 1806 | 0.70 | 92.079 | 93.379 | 91.679 | ||
| 5422 | 2009.09.09 21:45 | sell | 1807 | 0.50 | 92.193 | 0.000 | 0.000 | ||
| 5423 | 2009.09.09 21:45 | modify | 1807 | 0.50 | 92.193 | 93.793 | 90.893 | ||
| 5424 | 2009.09.10 00:55 | close | 1807 | 0.50 | 91.984 | 93.793 | 90.893 | 8915.98 | 5133867.59 |
| 5425 | 2009.09.10 00:55 | close | 1806 | 0.70 | 91.985 | 93.379 | 91.679 | 4432.38 | 5138299.96 |
| 5426 | 2009.09.10 01:40 | sell | 1808 | 0.50 | 92.074 | 0.000 | 0.000 | ||
| 5427 | 2009.09.10 01:40 | modify | 1808 | 0.50 | 92.074 | 93.674 | 90.774 | ||
| 5428 | 2009.09.10 05:35 | close | 1808 | 0.50 | 92.046 | 93.674 | 90.774 | 1400.00 | 5139699.96 |
| 5429 | 2009.09.11 22:15 | sell | 1809 | 0.70 | 90.660 | 0.000 | 0.000 | ||
| 5430 | 2009.09.11 22:15 | modify | 1809 | 0.70 | 90.660 | 91.960 | 90.260 | ||
| 5431 | 2009.09.14 00:02 | close | 1809 | 0.70 | 90.323 | 91.960 | 90.260 | 22887.66 | 5162587.62 |
| 5432 | 2009.09.14 03:05 | sell | 1810 | 0.70 | 90.547 | 0.000 | 0.000 | ||
| 5433 | 2009.09.14 03:05 | modify | 1810 | 0.70 | 90.547 | 91.847 | 90.147 | ||
| 5434 | 2009.09.14 04:30 | close | 1810 | 0.70 | 90.435 | 91.847 | 90.147 | 7840.00 | 5170427.62 |
| 5435 | 2009.09.14 17:50 | buy | 1811 | 0.70 | 90.644 | 0.000 | 0.000 | ||
| 5436 | 2009.09.14 17:50 | modify | 1811 | 0.70 | 90.644 | 89.344 | 91.044 | ||
| 5437 | 2009.09.14 18:15 | close | 1811 | 0.70 | 90.760 | 89.344 | 91.044 | 8120.00 | 5178547.62 |
| 5438 | 2009.09.15 02:20 | buy | 1812 | 0.70 | 90.818 | 0.000 | 0.000 | ||
| 5439 | 2009.09.15 02:20 | modify | 1812 | 0.70 | 90.818 | 89.518 | 91.218 | ||
| 5440 | 2009.09.15 03:10 | close | 1812 | 0.70 | 90.979 | 89.518 | 91.218 | 11270.00 | 5189817.62 |
| 5441 | 2009.09.16 16:45 | sell | 1813 | 0.70 | 90.683 | 0.000 | 0.000 | ||
| 5442 | 2009.09.16 16:45 | modify | 1813 | 0.70 | 90.683 | 91.983 | 90.283 | ||
| 5443 | 2009.09.16 16:50 | close | 1813 | 0.70 | 90.556 | 91.983 | 90.283 | 8890.00 | 5198707.62 |
| 5444 | 2009.09.16 23:25 | sell | 1814 | 0.50 | 90.943 | 0.000 | 0.000 | ||
| 5445 | 2009.09.16 23:25 | modify | 1814 | 0.50 | 90.943 | 92.543 | 89.643 | ||
| 5446 | 2009.09.17 04:25 | buy | 1815 | 0.50 | 91.068 | 0.000 | 0.000 | ||
| 5447 | 2009.09.17 04:25 | modify | 1815 | 0.50 | 91.068 | 89.468 | 92.368 | ||
| 5448 | 2009.09.17 08:10 | close | 1815 | 0.50 | 91.162 | 89.468 | 92.368 | 4700.00 | 5203407.62 |
| 5449 | 2009.09.17 09:25 | close | 1814 | 0.50 | 90.953 | 92.543 | 89.643 | -2015.63 | 5201391.99 |
| 5450 | 2009.09.17 09:25 | buy | 1816 | 0.70 | 90.953 | 0.000 | 0.000 | ||
| 5451 | 2009.09.17 09:25 | modify | 1816 | 0.70 | 90.953 | 89.653 | 91.353 | ||
| 5452 | 2009.09.17 13:25 | close | 1816 | 0.70 | 90.824 | 89.653 | 91.353 | -9030.00 | 5192361.99 |
| 5453 | 2009.09.17 21:30 | buy | 1817 | 0.70 | 91.039 | 0.000 | 0.000 | ||
| 5454 | 2009.09.17 21:30 | modify | 1817 | 0.70 | 91.039 | 89.739 | 91.439 | ||
| 5455 | 2009.09.17 21:50 | close | 1817 | 0.70 | 91.135 | 89.739 | 91.439 | 6720.00 | 5199081.99 |
| 5456 | 2009.09.21 18:35 | buy | 1818 | 0.70 | 91.966 | 0.000 | 0.000 | ||
| 5457 | 2009.09.21 18:35 | modify | 1818 | 0.70 | 91.966 | 90.666 | 92.366 | ||
| 5458 | 2009.09.21 20:25 | close | 1818 | 0.70 | 92.087 | 90.666 | 92.366 | 8470.00 | 5207551.99 |
| 5459 | 2009.09.22 00:00 | buy | 1819 | 0.70 | 91.936 | 0.000 | 0.000 | ||
| 5460 | 2009.09.22 00:00 | modify | 1819 | 0.70 | 91.936 | 90.636 | 92.336 | ||
| 5461 | 2009.09.22 01:15 | close | 1819 | 0.70 | 92.035 | 90.636 | 92.336 | 6930.00 | 5214481.99 |
| 5462 | 2009.09.22 10:25 | buy | 1820 | 0.50 | 91.385 | 0.000 | 0.000 | ||
| 5463 | 2009.09.22 10:25 | modify | 1820 | 0.50 | 91.385 | 89.785 | 92.685 | ||
| 5464 | 2009.09.22 12:00 | sell | 1821 | 0.50 | 91.419 | 0.000 | 0.000 | ||
| 5465 | 2009.09.22 12:00 | modify | 1821 | 0.50 | 91.419 | 93.019 | 90.119 | ||
| 5466 | 2009.09.22 15:30 | close | 1821 | 0.50 | 91.318 | 93.019 | 90.119 | 5050.00 | 5219531.99 |
| 5467 | 2009.09.23 09:30 | close | 1820 | 0.50 | 90.793 | 89.785 | 92.685 | -29317.86 | 5190214.13 |
| 5468 | 2009.09.23 09:40 | sell | 1822 | 0.70 | 90.843 | 0.000 | 0.000 | ||
| 5469 | 2009.09.23 09:40 | modify | 1822 | 0.70 | 90.843 | 92.143 | 90.443 | ||
| 5470 | 2009.09.23 17:50 | buy | 1823 | 0.50 | 91.361 | 0.000 | 0.000 | ||
| 5471 | 2009.09.23 17:50 | modify | 1823 | 0.50 | 91.361 | 89.761 | 92.661 | ||
| 5472 | 2009.09.23 18:40 | sell | 1824 | 0.50 | 91.484 | 0.000 | 0.000 | ||
| 5473 | 2009.09.23 18:40 | modify | 1824 | 0.50 | 91.484 | 93.084 | 90.184 | ||
| 5474 | 2009.09.23 21:15 | close | 1823 | 0.50 | 91.497 | 89.761 | 92.661 | 6800.00 | 5197014.13 |
| 5475 | 2009.09.23 21:20 | close | 1824 | 0.50 | 91.168 | 93.084 | 90.184 | 15800.00 | 5212814.13 |
| 5476 | 2009.09.23 21:20 | buy | 1825 | 0.50 | 91.175 | 0.000 | 0.000 | ||
| 5477 | 2009.09.23 21:20 | modify | 1825 | 0.50 | 91.175 | 89.575 | 92.475 | ||
| 5478 | 2009.09.23 21:20 | close | 1822 | 0.70 | 91.167 | 92.143 | 90.443 | -22680.00 | 5190134.13 |
| 5479 | 2009.09.23 21:20 | buy | 1826 | 0.70 | 91.173 | 0.000 | 0.000 | ||
| 5480 | 2009.09.23 21:20 | modify | 1826 | 0.70 | 91.173 | 89.873 | 91.573 | ||
| 5481 | 2009.09.23 22:55 | close | 1826 | 0.70 | 91.343 | 89.873 | 91.573 | 11900.00 | 5202034.13 |
| 5482 | 2009.09.24 00:40 | sell | 1827 | 0.50 | 91.432 | 0.000 | 0.000 | ||
| 5483 | 2009.09.24 00:40 | modify | 1827 | 0.50 | 91.432 | 93.032 | 90.132 | ||
| 5484 | 2009.09.24 01:05 | close | 1825 | 0.50 | 91.530 | 89.575 | 92.475 | 18598.12 | 5220632.26 |
| 5485 | 2009.09.24 04:05 | close | 1827 | 0.50 | 91.167 | 93.032 | 90.132 | 13250.00 | 5233882.26 |
| 5486 | 2009.09.24 16:55 | sell | 1828 | 0.70 | 90.862 | 0.000 | 0.000 | ||
| 5487 | 2009.09.24 16:55 | modify | 1828 | 0.70 | 90.862 | 92.162 | 90.462 | ||
| 5488 | 2009.09.24 17:45 | sell | 1829 | 0.40 | 91.319 | 0.000 | 0.000 | ||
| 5489 | 2009.09.24 17:45 | modify | 1829 | 0.40 | 91.319 | 93.669 | 90.269 | ||
| 5490 | 2009.09.24 21:50 | close | 1828 | 0.70 | 91.226 | 92.162 | 90.462 | -25480.00 | 5208402.26 |
| 5491 | 2009.09.25 02:35 | buy | 1830 | 0.50 | 91.231 | 0.000 | 0.000 | ||
| 5492 | 2009.09.25 02:35 | modify | 1830 | 0.50 | 91.231 | 89.631 | 92.531 | ||
| 5493 | 2009.09.25 02:45 | buy | 1831 | 0.70 | 91.086 | 0.000 | 0.000 | ||
| 5494 | 2009.09.25 02:45 | modify | 1831 | 0.70 | 91.086 | 89.786 | 91.486 | ||
| 5495 | 2009.09.25 04:20 | close | 1829 | 0.40 | 90.682 | 93.669 | 90.269 | 25074.34 | 5233476.60 |
| 5496 | 2009.09.25 07:00 | close | 1831 | 0.70 | 90.788 | 89.786 | 91.486 | -20860.00 | 5212616.60 |
| 5497 | 2009.09.25 18:13 | s/l | 1830 | 0.50 | 89.625 | 89.631 | 92.531 | -80300.00 | 5132316.60 |
| 5498 | 2009.09.28 06:10 | sell | 1832 | 0.70 | 89.350 | 0.000 | 0.000 | ||
| 5499 | 2009.09.28 06:10 | modify | 1832 | 0.70 | 89.350 | 90.650 | 88.950 | ||
| 5500 | 2009.09.28 08:50 | close | 1832 | 0.70 | 89.255 | 90.650 | 88.950 | 6650.00 | 5138966.60 |
| 5501 | 2009.09.28 15:00 | sell | 1833 | 0.50 | 89.445 | 0.000 | 0.000 | ||
| 5502 | 2009.09.28 15:00 | modify | 1833 | 0.50 | 89.445 | 91.045 | 88.145 | ||
| 5503 | 2009.09.28 17:05 | buy | 1834 | 0.50 | 89.283 | 0.000 | 0.000 | ||
| 5504 | 2009.09.28 17:05 | modify | 1834 | 0.50 | 89.283 | 87.683 | 90.583 | ||
| 5505 | 2009.09.28 17:10 | close | 1833 | 0.50 | 89.176 | 91.045 | 88.145 | 13450.00 | 5152416.60 |
| 5506 | 2009.09.28 18:00 | sell | 1835 | 0.50 | 89.457 | 0.000 | 0.000 | ||
| 5507 | 2009.09.28 18:00 | modify | 1835 | 0.50 | 89.457 | 91.057 | 88.157 | ||
| 5508 | 2009.09.28 21:10 | close | 1834 | 0.50 | 89.568 | 87.683 | 90.583 | 14250.00 | 5166666.60 |
| 5509 | 2009.09.29 10:05 | close | 1835 | 0.50 | 89.836 | 91.057 | 88.157 | -19447.99 | 5147218.61 |
| 5510 | 2009.09.29 10:30 | buy | 1836 | 0.70 | 89.706 | 0.000 | 0.000 | ||
| 5511 | 2009.09.29 10:30 | modify | 1836 | 0.70 | 89.706 | 88.406 | 90.106 | ||
| 5512 | 2009.09.29 10:50 | close | 1836 | 0.70 | 89.815 | 88.406 | 90.106 | 7630.00 | 5154848.61 |
| 5513 | 2009.09.29 11:00 | buy | 1837 | 0.50 | 89.720 | 0.000 | 0.000 | ||
| 5514 | 2009.09.29 11:00 | modify | 1837 | 0.50 | 89.720 | 88.120 | 91.020 | ||
| 5515 | 2009.09.29 13:15 | close | 1837 | 0.50 | 89.933 | 88.120 | 91.020 | 10650.00 | 5165498.61 |
| 5516 | 2009.09.30 00:15 | buy | 1838 | 0.70 | 90.059 | 0.000 | 0.000 | ||
| 5517 | 2009.09.30 00:15 | modify | 1838 | 0.70 | 90.059 | 88.759 | 90.459 | ||
| 5518 | 2009.09.30 01:10 | close | 1838 | 0.70 | 90.159 | 88.759 | 90.459 | 7000.00 | 5172498.61 |
| 5519 | 2009.09.30 10:40 | sell | 1839 | 0.50 | 89.818 | 0.000 | 0.000 | ||
| 5520 | 2009.09.30 10:40 | modify | 1839 | 0.50 | 89.818 | 91.418 | 88.518 | ||
| 5521 | 2009.09.30 11:25 | buy | 1840 | 0.50 | 89.727 | 0.000 | 0.000 | ||
| 5522 | 2009.09.30 11:25 | modify | 1840 | 0.50 | 89.727 | 88.127 | 91.027 | ||
| 5523 | 2009.09.30 11:30 | close | 1839 | 0.50 | 89.591 | 91.418 | 88.518 | 11350.00 | 5183848.61 |
| 5524 | 2009.09.30 13:05 | sell | 1841 | 0.50 | 89.557 | 0.000 | 0.000 | ||
| 5525 | 2009.09.30 13:05 | modify | 1841 | 0.50 | 89.557 | 91.157 | 88.257 | ||
| 5526 | 2009.09.30 15:35 | close | 1840 | 0.50 | 89.679 | 88.127 | 91.027 | -2400.00 | 5181448.61 |
| 5527 | 2009.09.30 17:00 | buy | 1842 | 0.50 | 89.644 | 0.000 | 0.000 | ||
| 5528 | 2009.09.30 17:00 | modify | 1842 | 0.50 | 89.644 | 88.044 | 90.944 | ||
| 5529 | 2009.09.30 20:15 | close | 1842 | 0.50 | 89.732 | 88.044 | 90.944 | 4400.00 | 5185848.61 |
| 5530 | 2009.09.30 20:25 | sell | 1843 | 0.70 | 89.762 | 0.000 | 0.000 | ||
| 5531 | 2009.09.30 20:25 | modify | 1843 | 0.70 | 89.762 | 91.062 | 89.362 | ||
| 5532 | 2009.09.30 21:25 | close | 1843 | 0.70 | 89.612 | 91.062 | 89.362 | 10500.00 | 5196348.61 |
| 5533 | 2009.10.01 13:45 | close | 1841 | 0.50 | 89.940 | 91.157 | 88.257 | -20645.30 | 5175703.31 |
| 5534 | 2009.10.02 10:05 | sell | 1844 | 0.70 | 89.604 | 0.000 | 0.000 | ||
| 5535 | 2009.10.02 10:05 | modify | 1844 | 0.70 | 89.604 | 90.904 | 89.204 | ||
| 5536 | 2009.10.02 10:30 | close | 1844 | 0.70 | 89.477 | 90.904 | 89.204 | 8890.00 | 5184593.31 |
| 5537 | 2009.10.02 23:45 | sell | 1845 | 0.50 | 89.784 | 0.000 | 0.000 | ||
| 5538 | 2009.10.02 23:45 | modify | 1845 | 0.50 | 89.784 | 91.384 | 88.484 | ||
| 5539 | 2009.10.05 00:05 | close | 1845 | 0.50 | 89.386 | 91.384 | 88.484 | 19403.38 | 5203996.70 |
| 5540 | 2009.10.05 02:30 | sell | 1846 | 0.50 | 89.645 | 0.000 | 0.000 | ||
| 5541 | 2009.10.05 02:30 | modify | 1846 | 0.50 | 89.645 | 91.245 | 88.345 | ||
| 5542 | 2009.10.05 05:15 | buy | 1847 | 0.50 | 89.795 | 0.000 | 0.000 | ||
| 5543 | 2009.10.05 05:15 | modify | 1847 | 0.50 | 89.795 | 88.195 | 91.095 | ||
| 5544 | 2009.10.05 08:00 | close | 1846 | 0.50 | 89.734 | 91.245 | 88.345 | -4450.00 | 5199546.70 |
| 5545 | 2009.10.05 09:00 | close | 1847 | 0.50 | 89.893 | 88.195 | 91.095 | 4900.00 | 5204446.70 |
| 5546 | 2009.10.05 16:45 | buy | 1848 | 0.70 | 89.745 | 0.000 | 0.000 | ||
| 5547 | 2009.10.05 16:45 | modify | 1848 | 0.70 | 89.745 | 88.445 | 90.145 | ||
| 5548 | 2009.10.06 00:15 | close | 1848 | 0.70 | 89.586 | 88.445 | 90.145 | -10741.71 | 5193704.99 |
| 5549 | 2009.10.06 09:45 | sell | 1849 | 0.70 | 89.279 | 0.000 | 0.000 | ||
| 5550 | 2009.10.06 09:45 | modify | 1849 | 0.70 | 89.279 | 90.579 | 88.879 | ||