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 |
| 5551 | 2009.10.06 10:20 | close | 1849 | 0.70 | 89.156 | 90.579 | 88.879 | 8610.00 | 5202314.99 |
| 5552 | 2009.10.07 03:05 | sell | 1850 | 0.70 | 88.890 | 0.000 | 0.000 | ||
| 5553 | 2009.10.07 03:05 | modify | 1850 | 0.70 | 88.890 | 90.190 | 88.490 | ||
| 5554 | 2009.10.07 06:50 | close | 1850 | 0.70 | 88.840 | 90.190 | 88.490 | 3500.00 | 5205814.99 |
| 5555 | 2009.10.07 14:00 | sell | 1851 | 0.70 | 88.451 | 0.000 | 0.000 | ||
| 5556 | 2009.10.07 14:00 | modify | 1851 | 0.70 | 88.451 | 89.751 | 88.051 | ||
| 5557 | 2009.10.07 18:20 | buy | 1852 | 0.50 | 88.891 | 0.000 | 0.000 | ||
| 5558 | 2009.10.07 18:20 | modify | 1852 | 0.50 | 88.891 | 87.291 | 90.191 | ||
| 5559 | 2009.10.07 18:25 | close | 1851 | 0.70 | 88.746 | 89.751 | 88.051 | -20650.00 | 5185164.99 |
| 5560 | 2009.10.07 23:05 | sell | 1853 | 0.50 | 88.658 | 0.000 | 0.000 | ||
| 5561 | 2009.10.07 23:05 | modify | 1853 | 0.50 | 88.658 | 90.258 | 87.358 | ||
| 5562 | 2009.10.08 01:40 | close | 1852 | 0.50 | 88.647 | 87.291 | 90.191 | -11376.84 | 5173788.14 |
| 5563 | 2009.10.08 01:45 | sell | 1854 | 0.70 | 88.681 | 0.000 | 0.000 | ||
| 5564 | 2009.10.08 01:45 | modify | 1854 | 0.70 | 88.681 | 89.981 | 88.281 | ||
| 5565 | 2009.10.08 02:30 | close | 1853 | 0.50 | 88.536 | 90.258 | 87.358 | 4623.48 | 5178411.63 |
| 5566 | 2009.10.08 02:30 | close | 1854 | 0.70 | 88.533 | 89.981 | 88.281 | 10360.00 | 5188771.63 |
| 5567 | 2009.10.09 09:30 | buy | 1855 | 0.50 | 89.137 | 0.000 | 0.000 | ||
| 5568 | 2009.10.09 09:30 | modify | 1855 | 0.50 | 89.137 | 87.537 | 90.437 | ||
| 5569 | 2009.10.09 10:15 | close | 1855 | 0.50 | 89.313 | 87.537 | 90.437 | 8800.00 | 5197571.63 |
| 5570 | 2009.10.09 12:35 | buy | 1856 | 0.70 | 89.077 | 0.000 | 0.000 | ||
| 5571 | 2009.10.09 12:35 | modify | 1856 | 0.70 | 89.077 | 87.777 | 89.477 | ||
| 5572 | 2009.10.09 14:45 | buy | 1857 | 0.40 | 88.766 | 0.000 | 0.000 | ||
| 5573 | 2009.10.09 14:45 | modify | 1857 | 0.40 | 88.766 | 86.416 | 89.816 | ||
| 5574 | 2009.10.09 15:20 | close | 1856 | 0.70 | 88.970 | 87.777 | 89.477 | -7490.00 | 5190081.63 |
| 5575 | 2009.10.09 16:10 | close | 1857 | 0.40 | 89.277 | 86.416 | 89.816 | 20440.00 | 5210521.63 |
| 5576 | 2009.10.12 14:05 | buy | 1858 | 0.70 | 90.108 | 0.000 | 0.000 | ||
| 5577 | 2009.10.12 14:05 | modify | 1858 | 0.70 | 90.108 | 88.808 | 90.508 | ||
| 5578 | 2009.10.13 03:55 | close | 1858 | 0.70 | 89.773 | 88.808 | 90.508 | -23060.47 | 5187461.15 |
| 5579 | 2009.10.13 04:05 | sell | 1859 | 0.70 | 89.846 | 0.000 | 0.000 | ||
| 5580 | 2009.10.13 04:05 | modify | 1859 | 0.70 | 89.846 | 91.146 | 89.446 | ||
| 5581 | 2009.10.13 04:25 | sell | 1860 | 0.50 | 89.835 | 0.000 | 0.000 | ||
| 5582 | 2009.10.13 04:25 | modify | 1860 | 0.50 | 89.835 | 91.435 | 88.535 | ||
| 5583 | 2009.10.13 06:00 | close | 1859 | 0.70 | 89.752 | 91.146 | 89.446 | 6580.00 | 5194041.15 |
| 5584 | 2009.10.13 11:35 | close | 1860 | 0.50 | 89.850 | 91.435 | 88.535 | -750.00 | 5193291.15 |
| 5585 | 2009.10.14 13:15 | sell | 1861 | 0.70 | 89.311 | 0.000 | 0.000 | ||
| 5586 | 2009.10.14 13:15 | modify | 1861 | 0.70 | 89.311 | 90.611 | 88.911 | ||
| 5587 | 2009.10.14 15:35 | sell | 1862 | 0.50 | 89.811 | 0.000 | 0.000 | ||
| 5588 | 2009.10.14 15:35 | modify | 1862 | 0.50 | 89.811 | 91.411 | 88.511 | ||
| 5589 | 2009.10.14 16:35 | close | 1861 | 0.70 | 89.343 | 90.611 | 88.911 | -2240.00 | 5191051.15 |
| 5590 | 2009.10.14 21:05 | close | 1862 | 0.50 | 89.210 | 91.411 | 88.511 | 30050.00 | 5221101.15 |
| 5591 | 2009.10.16 15:15 | sell | 1863 | 0.40 | 91.180 | 0.000 | 0.000 | ||
| 5592 | 2009.10.16 15:15 | modify | 1863 | 0.40 | 91.180 | 93.530 | 90.130 | ||
| 5593 | 2009.10.16 17:40 | buy | 1864 | 0.50 | 91.012 | 0.000 | 0.000 | ||
| 5594 | 2009.10.16 17:40 | modify | 1864 | 0.50 | 91.012 | 89.412 | 92.312 | ||
| 5595 | 2009.10.16 18:00 | buy | 1865 | 0.70 | 90.890 | 0.000 | 0.000 | ||
| 5596 | 2009.10.16 18:00 | modify | 1865 | 0.70 | 90.890 | 89.590 | 91.290 | ||
| 5597 | 2009.10.16 18:15 | close | 1863 | 0.40 | 90.676 | 93.530 | 90.130 | 20160.00 | 5241261.15 |
| 5598 | 2009.10.16 20:55 | close | 1865 | 0.70 | 91.014 | 89.590 | 91.290 | 8680.00 | 5249941.15 |
| 5599 | 2009.10.19 00:05 | close | 1864 | 0.50 | 91.046 | 89.412 | 92.312 | 1982.07 | 5251923.23 |
| 5600 | 2009.10.20 14:05 | sell | 1866 | 0.70 | 90.464 | 0.000 | 0.000 | ||
| 5601 | 2009.10.20 14:05 | modify | 1866 | 0.70 | 90.464 | 91.764 | 90.064 | ||
| 5602 | 2009.10.20 15:35 | close | 1866 | 0.70 | 90.277 | 91.764 | 90.064 | 13090.00 | 5265013.23 |
| 5603 | 2009.10.20 20:45 | buy | 1867 | 0.50 | 90.800 | 0.000 | 0.000 | ||
| 5604 | 2009.10.20 20:45 | modify | 1867 | 0.50 | 90.800 | 89.200 | 92.100 | ||
| 5605 | 2009.10.20 22:40 | buy | 1868 | 0.70 | 90.643 | 0.000 | 0.000 | ||
| 5606 | 2009.10.20 22:40 | modify | 1868 | 0.70 | 90.643 | 89.343 | 91.043 | ||
| 5607 | 2009.10.20 23:55 | close | 1868 | 0.70 | 90.740 | 89.343 | 91.043 | 6790.00 | 5271803.23 |
| 5608 | 2009.10.21 01:25 | sell | 1869 | 0.50 | 90.745 | 0.000 | 0.000 | ||
| 5609 | 2009.10.21 01:25 | modify | 1869 | 0.50 | 90.745 | 92.345 | 89.445 | ||
| 5610 | 2009.10.21 02:40 | close | 1867 | 0.50 | 90.824 | 89.200 | 92.100 | 1481.14 | 5273284.36 |
| 5611 | 2009.10.21 06:15 | close | 1869 | 0.50 | 90.663 | 92.345 | 89.445 | 4100.00 | 5277384.36 |
| 5612 | 2009.10.21 20:20 | buy | 1870 | 0.70 | 90.893 | 0.000 | 0.000 | ||
| 5613 | 2009.10.21 20:20 | modify | 1870 | 0.70 | 90.893 | 89.593 | 91.293 | ||
| 5614 | 2009.10.21 21:05 | close | 1870 | 0.70 | 91.048 | 89.593 | 91.293 | 10850.00 | 5288234.36 |
| 5615 | 2009.10.22 21:30 | buy | 1871 | 0.70 | 91.283 | 0.000 | 0.000 | ||
| 5616 | 2009.10.22 21:30 | modify | 1871 | 0.70 | 91.283 | 89.983 | 91.683 | ||
| 5617 | 2009.10.23 00:20 | close | 1871 | 0.70 | 91.372 | 89.983 | 91.683 | 6625.86 | 5294860.22 |
| 5618 | 2009.10.26 03:10 | buy | 1872 | 0.70 | 91.904 | 0.000 | 0.000 | ||
| 5619 | 2009.10.26 03:10 | modify | 1872 | 0.70 | 91.904 | 90.604 | 92.304 | ||
| 5620 | 2009.10.26 03:25 | close | 1872 | 0.70 | 92.038 | 90.604 | 92.304 | 9380.00 | 5304240.22 |
| 5621 | 2009.10.27 03:55 | buy | 1873 | 0.70 | 92.072 | 0.000 | 0.000 | ||
| 5622 | 2009.10.27 03:55 | modify | 1873 | 0.70 | 92.072 | 90.772 | 92.472 | ||
| 5623 | 2009.10.27 08:40 | close | 1873 | 0.70 | 92.119 | 90.772 | 92.472 | 3290.00 | 5307530.22 |
| 5624 | 2009.10.29 10:10 | sell | 1874 | 0.70 | 90.525 | 0.000 | 0.000 | ||
| 5625 | 2009.10.29 10:10 | modify | 1874 | 0.70 | 90.525 | 91.825 | 90.125 | ||
| 5626 | 2009.10.29 10:30 | sell | 1875 | 0.50 | 90.515 | 0.000 | 0.000 | ||
| 5627 | 2009.10.29 10:30 | modify | 1875 | 0.50 | 90.515 | 92.115 | 89.215 | ||
| 5628 | 2009.10.30 00:00 | close | 1875 | 0.50 | 91.426 | 92.115 | 89.215 | -46057.87 | 5261472.35 |
| 5629 | 2009.10.30 00:00 | close | 1874 | 0.70 | 91.435 | 91.825 | 90.125 | -64411.01 | 5197061.34 |
| 5630 | 2009.10.30 03:30 | buy | 1876 | 0.70 | 91.299 | 0.000 | 0.000 | ||
| 5631 | 2009.10.30 03:30 | modify | 1876 | 0.70 | 91.299 | 89.999 | 91.699 | ||
| 5632 | 2009.10.30 03:55 | close | 1876 | 0.70 | 91.407 | 89.999 | 91.699 | 7560.00 | 5204621.34 |
| 5633 | 2009.10.30 07:30 | buy | 1877 | 0.70 | 91.224 | 0.000 | 0.000 | ||
| 5634 | 2009.10.30 07:30 | modify | 1877 | 0.70 | 91.224 | 89.924 | 91.624 | ||
| 5635 | 2009.10.30 10:40 | close | 1877 | 0.70 | 91.164 | 89.924 | 91.624 | -4200.00 | 5200421.34 |
| 5636 | 2009.10.30 14:25 | sell | 1878 | 0.50 | 91.047 | 0.000 | 0.000 | ||
| 5637 | 2009.10.30 14:25 | modify | 1878 | 0.50 | 91.047 | 92.647 | 89.747 | ||
| 5638 | 2009.10.30 18:15 | close | 1878 | 0.50 | 90.752 | 92.647 | 89.747 | 14750.00 | 5215171.34 |
| 5639 | 2009.11.02 05:35 | sell | 1879 | 0.70 | 90.151 | 0.000 | 0.000 | ||
| 5640 | 2009.11.02 05:35 | modify | 1879 | 0.70 | 90.151 | 91.451 | 89.751 | ||
| 5641 | 2009.11.02 07:10 | close | 1879 | 0.70 | 89.985 | 91.451 | 89.751 | 11620.00 | 5226791.34 |
| 5642 | 2009.11.02 14:45 | buy | 1880 | 0.40 | 89.926 | 0.000 | 0.000 | ||
| 5643 | 2009.11.02 14:45 | modify | 1880 | 0.40 | 89.926 | 87.576 | 90.976 | ||
| 5644 | 2009.11.02 17:40 | close | 1880 | 0.40 | 90.600 | 87.576 | 90.976 | 26960.00 | 5253751.34 |
| 5645 | 2009.11.02 18:25 | sell | 1881 | 0.50 | 90.636 | 0.000 | 0.000 | ||
| 5646 | 2009.11.02 18:25 | modify | 1881 | 0.50 | 90.636 | 92.236 | 89.336 | ||
| 5647 | 2009.11.02 20:25 | close | 1881 | 0.50 | 90.246 | 92.236 | 89.336 | 19500.00 | 5273251.34 |
| 5648 | 2009.11.03 00:00 | buy | 1882 | 0.70 | 90.219 | 0.000 | 0.000 | ||
| 5649 | 2009.11.03 00:00 | modify | 1882 | 0.70 | 90.219 | 88.919 | 90.619 | ||
| 5650 | 2009.11.03 00:25 | close | 1882 | 0.70 | 90.324 | 88.919 | 90.619 | 7350.00 | 5280601.34 |
| 5651 | 2009.11.04 17:15 | buy | 1883 | 0.70 | 90.603 | 0.000 | 0.000 | ||
| 5652 | 2009.11.04 17:15 | modify | 1883 | 0.70 | 90.603 | 89.303 | 91.003 | ||
| 5653 | 2009.11.04 17:40 | close | 1883 | 0.70 | 90.733 | 89.303 | 91.003 | 9100.00 | 5289701.34 |
| 5654 | 2009.11.05 14:20 | sell | 1884 | 0.50 | 90.371 | 0.000 | 0.000 | ||
| 5655 | 2009.11.05 14:20 | modify | 1884 | 0.50 | 90.371 | 91.971 | 89.071 | ||
| 5656 | 2009.11.05 18:55 | close | 1884 | 0.50 | 90.440 | 91.971 | 89.071 | -3450.00 | 5286251.34 |
| 5657 | 2009.11.06 22:00 | sell | 1885 | 0.70 | 89.961 | 0.000 | 0.000 | ||
| 5658 | 2009.11.06 22:00 | modify | 1885 | 0.70 | 89.961 | 91.261 | 89.561 | ||
| 5659 | 2009.11.09 00:10 | close | 1885 | 0.70 | 89.845 | 91.261 | 89.561 | 7419.90 | 5293671.24 |
| 5660 | 2009.11.09 03:35 | sell | 1886 | 0.70 | 90.069 | 0.000 | 0.000 | ||
| 5661 | 2009.11.09 03:35 | modify | 1886 | 0.70 | 90.069 | 91.369 | 89.669 | ||
| 5662 | 2009.11.09 05:05 | sell | 1887 | 0.40 | 90.178 | 0.000 | 0.000 | ||
| 5663 | 2009.11.09 05:05 | modify | 1887 | 0.40 | 90.178 | 92.528 | 89.128 | ||
| 5664 | 2009.11.09 06:25 | close | 1886 | 0.70 | 90.053 | 91.369 | 89.669 | 1120.00 | 5294791.24 |
| 5665 | 2009.11.09 15:35 | close | 1887 | 0.40 | 89.828 | 92.528 | 89.128 | 14000.00 | 5308791.24 |
| 5666 | 2009.11.11 08:00 | sell | 1888 | 0.70 | 89.582 | 0.000 | 0.000 | ||
| 5667 | 2009.11.11 08:00 | modify | 1888 | 0.70 | 89.582 | 90.882 | 89.182 | ||
| 5668 | 2009.11.11 15:05 | close | 1888 | 0.70 | 89.859 | 90.882 | 89.182 | -19390.00 | 5289401.24 |
| 5669 | 2009.11.17 02:40 | sell | 1889 | 0.50 | 89.082 | 0.000 | 0.000 | ||
| 5670 | 2009.11.17 02:40 | modify | 1889 | 0.50 | 89.082 | 90.682 | 87.782 | ||
| 5671 | 2009.11.17 09:10 | close | 1889 | 0.50 | 89.004 | 90.682 | 87.782 | 3900.00 | 5293301.24 |
| 5672 | 2009.11.17 12:25 | sell | 1890 | 0.70 | 89.113 | 0.000 | 0.000 | ||
| 5673 | 2009.11.17 12:25 | modify | 1890 | 0.70 | 89.113 | 90.413 | 88.713 | ||
| 5674 | 2009.11.18 06:00 | close | 1890 | 0.70 | 89.236 | 90.413 | 88.713 | -9304.21 | 5283997.03 |
| 5675 | 2009.11.18 06:05 | buy | 1891 | 0.70 | 89.222 | 0.000 | 0.000 | ||
| 5676 | 2009.11.18 06:05 | modify | 1891 | 0.70 | 89.222 | 87.922 | 89.622 | ||
| 5677 | 2009.11.18 15:35 | close | 1891 | 0.70 | 89.236 | 87.922 | 89.622 | 980.00 | 5284977.03 |
| 5678 | 2009.11.19 21:35 | sell | 1892 | 0.70 | 88.996 | 0.000 | 0.000 | ||
| 5679 | 2009.11.19 21:35 | modify | 1892 | 0.70 | 88.996 | 90.296 | 88.596 | ||
| 5680 | 2009.11.20 00:00 | close | 1892 | 0.70 | 88.996 | 90.296 | 88.596 | -692.05 | 5284284.97 |
| 5681 | 2009.11.25 01:50 | sell | 1893 | 0.70 | 88.617 | 0.000 | 0.000 | ||
| 5682 | 2009.11.25 01:50 | modify | 1893 | 0.70 | 88.617 | 89.917 | 88.217 | ||
| 5683 | 2009.11.25 02:40 | close | 1893 | 0.70 | 88.506 | 89.917 | 88.217 | 7770.00 | 5292054.97 |
| 5684 | 2009.11.26 09:00 | sell | 1894 | 0.70 | 86.975 | 0.000 | 0.000 | ||
| 5685 | 2009.11.26 09:00 | modify | 1894 | 0.70 | 86.975 | 88.275 | 86.575 | ||
| 5686 | 2009.11.26 09:35 | close | 1894 | 0.70 | 86.786 | 88.275 | 86.575 | 13230.00 | 5305284.97 |
| 5687 | 2009.11.26 21:45 | sell | 1895 | 0.50 | 86.540 | 0.000 | 0.000 | ||
| 5688 | 2009.11.26 21:45 | modify | 1895 | 0.50 | 86.540 | 88.140 | 85.240 | ||
| 5689 | 2009.11.27 00:35 | close | 1895 | 0.50 | 86.412 | 88.140 | 85.240 | 5919.04 | 5311204.01 |
| 5690 | 2009.11.27 06:30 | sell | 1896 | 0.70 | 86.261 | 0.000 | 0.000 | ||
| 5691 | 2009.11.27 06:30 | modify | 1896 | 0.70 | 86.261 | 87.561 | 85.861 | ||
| 5692 | 2009.11.27 07:55 | close | 1896 | 0.70 | 86.069 | 87.561 | 85.861 | 13440.00 | 5324644.01 |
| 5693 | 2009.11.27 11:50 | sell | 1897 | 0.50 | 86.426 | 0.000 | 0.000 | ||
| 5694 | 2009.11.27 11:50 | modify | 1897 | 0.50 | 86.426 | 88.026 | 85.126 | ||
| 5695 | 2009.11.27 17:50 | buy | 1898 | 0.50 | 86.731 | 0.000 | 0.000 | ||
| 5696 | 2009.11.27 17:50 | modify | 1898 | 0.50 | 86.731 | 85.131 | 88.031 | ||
| 5697 | 2009.11.27 22:40 | close | 1897 | 0.50 | 86.661 | 88.026 | 85.126 | -11750.00 | 5312894.01 |
| 5698 | 2009.11.27 22:50 | buy | 1899 | 0.70 | 86.557 | 0.000 | 0.000 | ||
| 5699 | 2009.11.27 22:50 | modify | 1899 | 0.70 | 86.557 | 85.257 | 86.957 | ||
| 5700 | 2009.11.30 00:05 | close | 1898 | 0.50 | 86.857 | 85.131 | 88.031 | 6568.31 | 5319462.32 |