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 |
| 5701 | 2009.11.30 00:05 | close | 1899 | 0.70 | 86.860 | 85.257 | 86.957 | 21585.63 | 5341047.95 |
| 5702 | 2009.11.30 02:10 | buy | 1900 | 0.50 | 86.579 | 0.000 | 0.000 | ||
| 5703 | 2009.11.30 02:10 | modify | 1900 | 0.50 | 86.579 | 84.979 | 87.879 | ||
| 5704 | 2009.11.30 11:35 | close | 1900 | 0.50 | 86.476 | 84.979 | 87.879 | -5150.00 | 5335897.95 |
| 5705 | 2009.11.30 11:35 | sell | 1901 | 0.50 | 86.471 | 0.000 | 0.000 | ||
| 5706 | 2009.11.30 11:35 | modify | 1901 | 0.50 | 86.471 | 88.071 | 85.171 | ||
| 5707 | 2009.11.30 11:35 | sell | 1902 | 0.70 | 86.477 | 0.000 | 0.000 | ||
| 5708 | 2009.11.30 11:35 | modify | 1902 | 0.70 | 86.477 | 87.777 | 86.077 | ||
| 5709 | 2009.11.30 12:20 | close | 1902 | 0.70 | 86.339 | 87.777 | 86.077 | 9660.00 | 5345557.95 |
| 5710 | 2009.11.30 18:00 | close | 1901 | 0.50 | 86.145 | 88.071 | 85.171 | 16300.00 | 5361857.95 |
| 5711 | 2009.11.30 19:50 | sell | 1903 | 0.50 | 86.285 | 0.000 | 0.000 | ||
| 5712 | 2009.11.30 19:50 | modify | 1903 | 0.50 | 86.285 | 87.885 | 84.985 | ||
| 5713 | 2009.12.01 01:25 | close | 1903 | 0.50 | 86.221 | 87.885 | 84.985 | 2719.98 | 5364577.93 |
| 5714 | 2009.12.01 08:40 | buy | 1904 | 0.70 | 87.047 | 0.000 | 0.000 | ||
| 5715 | 2009.12.01 08:40 | modify | 1904 | 0.70 | 87.047 | 85.747 | 87.447 | ||
| 5716 | 2009.12.01 11:35 | buy | 1905 | 0.50 | 86.875 | 0.000 | 0.000 | ||
| 5717 | 2009.12.01 11:35 | modify | 1905 | 0.50 | 86.875 | 85.275 | 88.175 | ||
| 5718 | 2009.12.01 14:10 | close | 1904 | 0.70 | 86.906 | 85.747 | 87.447 | -9870.00 | 5354707.93 |
| 5719 | 2009.12.01 14:35 | close | 1905 | 0.50 | 87.004 | 85.275 | 88.175 | 6450.00 | 5361157.93 |
| 5720 | 2009.12.01 17:10 | buy | 1906 | 0.40 | 86.675 | 0.000 | 0.000 | ||
| 5721 | 2009.12.01 17:10 | modify | 1906 | 0.40 | 86.675 | 84.325 | 87.725 | ||
| 5722 | 2009.12.02 01:25 | buy | 1907 | 0.50 | 86.678 | 0.000 | 0.000 | ||
| 5723 | 2009.12.02 01:25 | modify | 1907 | 0.50 | 86.678 | 85.078 | 87.978 | ||
| 5724 | 2009.12.02 03:10 | close | 1907 | 0.50 | 86.840 | 85.078 | 87.978 | 8100.00 | 5369257.93 |
| 5725 | 2009.12.02 04:30 | close | 1906 | 0.40 | 86.857 | 84.325 | 87.725 | 7494.81 | 5376752.75 |
| 5726 | 2009.12.02 14:15 | buy | 1908 | 0.50 | 87.162 | 0.000 | 0.000 | ||
| 5727 | 2009.12.02 14:15 | modify | 1908 | 0.50 | 87.162 | 85.562 | 88.462 | ||
| 5728 | 2009.12.02 14:20 | buy | 1909 | 0.70 | 87.120 | 0.000 | 0.000 | ||
| 5729 | 2009.12.02 14:20 | modify | 1909 | 0.70 | 87.120 | 85.820 | 87.520 | ||
| 5730 | 2009.12.02 15:00 | close | 1909 | 0.70 | 87.227 | 85.820 | 87.520 | 7490.00 | 5384242.75 |
| 5731 | 2009.12.02 15:20 | buy | 1910 | 0.70 | 87.078 | 0.000 | 0.000 | ||
| 5732 | 2009.12.02 15:20 | modify | 1910 | 0.70 | 87.078 | 85.778 | 87.478 | ||
| 5733 | 2009.12.02 16:05 | close | 1910 | 0.70 | 87.218 | 85.778 | 87.478 | 9800.00 | 5394042.75 |
| 5734 | 2009.12.02 17:15 | sell | 1911 | 0.50 | 87.244 | 0.000 | 0.000 | ||
| 5735 | 2009.12.02 17:15 | modify | 1911 | 0.50 | 87.244 | 88.844 | 85.944 | ||
| 5736 | 2009.12.02 17:40 | close | 1908 | 0.50 | 87.301 | 85.562 | 88.462 | 6950.00 | 5400992.75 |
| 5737 | 2009.12.03 09:00 | close | 1911 | 0.50 | 87.697 | 88.844 | 85.944 | -24106.43 | 5376886.31 |
| 5738 | 2009.12.03 09:00 | buy | 1912 | 0.70 | 87.697 | 0.000 | 0.000 | ||
| 5739 | 2009.12.03 09:00 | modify | 1912 | 0.70 | 87.697 | 86.397 | 88.097 | ||
| 5740 | 2009.12.03 09:10 | close | 1912 | 0.70 | 87.813 | 86.397 | 88.097 | 8120.00 | 5385006.31 |
| 5741 | 2009.12.04 02:20 | buy | 1913 | 0.70 | 88.094 | 0.000 | 0.000 | ||
| 5742 | 2009.12.04 02:20 | modify | 1913 | 0.70 | 88.094 | 86.794 | 88.494 | ||
| 5743 | 2009.12.04 03:25 | close | 1913 | 0.70 | 88.201 | 86.794 | 88.494 | 7490.00 | 5392496.31 |
| 5744 | 2009.12.04 06:10 | buy | 1914 | 0.70 | 88.127 | 0.000 | 0.000 | ||
| 5745 | 2009.12.04 06:10 | modify | 1914 | 0.70 | 88.127 | 86.827 | 88.527 | ||
| 5746 | 2009.12.04 08:00 | close | 1914 | 0.70 | 88.244 | 86.827 | 88.527 | 8190.00 | 5400686.31 |
| 5747 | 2009.12.07 01:45 | buy | 1915 | 0.70 | 90.051 | 0.000 | 0.000 | ||
| 5748 | 2009.12.07 01:45 | modify | 1915 | 0.70 | 90.051 | 88.751 | 90.451 | ||
| 5749 | 2009.12.07 02:20 | close | 1915 | 0.70 | 90.151 | 88.751 | 90.451 | 7000.00 | 5407686.31 |
| 5750 | 2009.12.07 05:10 | buy | 1916 | 0.70 | 89.822 | 0.000 | 0.000 | ||
| 5751 | 2009.12.07 05:10 | modify | 1916 | 0.70 | 89.822 | 88.522 | 90.222 | ||
| 5752 | 2009.12.07 07:05 | close | 1916 | 0.70 | 89.929 | 88.522 | 90.222 | 7490.00 | 5415176.31 |
| 5753 | 2009.12.07 09:45 | buy | 1917 | 0.70 | 89.741 | 0.000 | 0.000 | ||
| 5754 | 2009.12.07 09:45 | modify | 1917 | 0.70 | 89.741 | 88.441 | 90.141 | ||
| 5755 | 2009.12.07 10:05 | close | 1917 | 0.70 | 89.851 | 88.441 | 90.141 | 7700.00 | 5422876.31 |
| 5756 | 2009.12.07 15:45 | sell | 1918 | 0.40 | 90.040 | 0.000 | 0.000 | ||
| 5757 | 2009.12.07 15:45 | modify | 1918 | 0.40 | 90.040 | 92.390 | 88.990 | ||
| 5758 | 2009.12.07 17:35 | close | 1918 | 0.40 | 89.724 | 92.390 | 88.990 | 12640.00 | 5435516.31 |
| 5759 | 2009.12.08 00:45 | buy | 1919 | 0.50 | 89.385 | 0.000 | 0.000 | ||
| 5760 | 2009.12.08 00:45 | modify | 1919 | 0.50 | 89.385 | 87.785 | 90.685 | ||
| 5761 | 2009.12.09 00:15 | close | 1919 | 0.50 | 88.451 | 87.785 | 90.685 | -46426.09 | 5389090.22 |
| 5762 | 2009.12.09 02:15 | sell | 1920 | 0.70 | 88.637 | 0.000 | 0.000 | ||
| 5763 | 2009.12.09 02:15 | modify | 1920 | 0.70 | 88.637 | 89.937 | 88.237 | ||
| 5764 | 2009.12.09 03:00 | close | 1920 | 0.70 | 88.500 | 89.937 | 88.237 | 9590.00 | 5398680.22 |
| 5765 | 2009.12.09 16:00 | sell | 1921 | 0.50 | 88.058 | 0.000 | 0.000 | ||
| 5766 | 2009.12.09 16:00 | modify | 1921 | 0.50 | 88.058 | 89.658 | 86.758 | ||
| 5767 | 2009.12.09 16:15 | buy | 1922 | 0.50 | 87.903 | 0.000 | 0.000 | ||
| 5768 | 2009.12.09 16:15 | modify | 1922 | 0.50 | 87.903 | 86.303 | 89.203 | ||
| 5769 | 2009.12.09 16:40 | close | 1921 | 0.50 | 87.830 | 89.658 | 86.758 | 11400.00 | 5410080.22 |
| 5770 | 2009.12.09 17:45 | sell | 1923 | 0.50 | 87.919 | 0.000 | 0.000 | ||
| 5771 | 2009.12.09 17:45 | modify | 1923 | 0.50 | 87.919 | 89.519 | 86.619 | ||
| 5772 | 2009.12.09 21:55 | close | 1923 | 0.50 | 87.780 | 89.519 | 86.619 | 6950.00 | 5417030.22 |
| 5773 | 2009.12.10 00:15 | close | 1922 | 0.50 | 87.992 | 86.303 | 89.203 | 5266.47 | 5422296.69 |
| 5774 | 2009.12.10 00:15 | sell | 1924 | 0.70 | 87.990 | 0.000 | 0.000 | ||
| 5775 | 2009.12.10 00:15 | modify | 1924 | 0.70 | 87.990 | 89.290 | 87.590 | ||
| 5776 | 2009.12.10 05:50 | close | 1924 | 0.70 | 88.086 | 89.290 | 87.590 | -6720.00 | 5415576.69 |
| 5777 | 2009.12.11 18:40 | buy | 1925 | 0.70 | 89.126 | 0.000 | 0.000 | ||
| 5778 | 2009.12.11 18:40 | modify | 1925 | 0.70 | 89.126 | 87.826 | 89.526 | ||
| 5779 | 2009.12.11 19:00 | close | 1925 | 0.70 | 89.236 | 87.826 | 89.526 | 7700.00 | 5423276.69 |
| 5780 | 2009.12.11 21:50 | buy | 1926 | 0.70 | 89.173 | 0.000 | 0.000 | ||
| 5781 | 2009.12.11 21:50 | modify | 1926 | 0.70 | 89.173 | 87.873 | 89.573 | ||
| 5782 | 2009.12.14 00:40 | sell | 1927 | 0.50 | 89.178 | 0.000 | 0.000 | ||
| 5783 | 2009.12.14 00:40 | modify | 1927 | 0.50 | 89.178 | 90.778 | 87.878 | ||
| 5784 | 2009.12.14 00:45 | close | 1926 | 0.70 | 89.264 | 87.873 | 89.573 | 6755.71 | 5430032.40 |
| 5785 | 2009.12.14 02:45 | close | 1927 | 0.50 | 88.966 | 90.778 | 87.878 | 10600.00 | 5440632.40 |
| 5786 | 2009.12.14 03:50 | buy | 1928 | 0.50 | 88.761 | 0.000 | 0.000 | ||
| 5787 | 2009.12.14 03:50 | modify | 1928 | 0.50 | 88.761 | 87.161 | 90.061 | ||
| 5788 | 2009.12.14 06:25 | sell | 1929 | 0.50 | 88.840 | 0.000 | 0.000 | ||
| 5789 | 2009.12.14 06:25 | modify | 1929 | 0.50 | 88.840 | 90.440 | 87.540 | ||
| 5790 | 2009.12.14 11:15 | close | 1929 | 0.50 | 88.453 | 90.440 | 87.540 | 19350.00 | 5459982.40 |
| 5791 | 2009.12.14 12:45 | sell | 1930 | 0.50 | 88.531 | 0.000 | 0.000 | ||
| 5792 | 2009.12.14 12:45 | modify | 1930 | 0.50 | 88.531 | 90.131 | 87.231 | ||
| 5793 | 2009.12.14 18:40 | close | 1928 | 0.50 | 88.731 | 87.161 | 90.061 | -1500.00 | 5458482.40 |
| 5794 | 2009.12.14 18:40 | sell | 1931 | 0.70 | 88.735 | 0.000 | 0.000 | ||
| 5795 | 2009.12.14 18:40 | modify | 1931 | 0.70 | 88.735 | 90.035 | 88.335 | ||
| 5796 | 2009.12.14 19:05 | close | 1931 | 0.70 | 88.581 | 90.035 | 88.335 | 10780.00 | 5469262.40 |
| 5797 | 2009.12.15 22:00 | close | 1930 | 0.50 | 89.755 | 90.131 | 87.231 | -61692.38 | 5407570.02 |
| 5798 | 2009.12.15 22:15 | buy | 1932 | 0.70 | 89.641 | 0.000 | 0.000 | ||
| 5799 | 2009.12.15 22:15 | modify | 1932 | 0.70 | 89.641 | 88.341 | 90.041 | ||
| 5800 | 2009.12.16 09:20 | close | 1932 | 0.70 | 89.576 | 88.341 | 90.041 | -4161.44 | 5403408.58 |
| 5801 | 2009.12.17 09:10 | buy | 1933 | 0.70 | 89.928 | 0.000 | 0.000 | ||
| 5802 | 2009.12.17 09:10 | modify | 1933 | 0.70 | 89.928 | 88.628 | 90.328 | ||
| 5803 | 2009.12.17 11:40 | close | 1933 | 0.70 | 89.918 | 88.628 | 90.328 | -700.00 | 5402708.58 |
| 5804 | 2009.12.17 20:45 | buy | 1934 | 0.70 | 89.990 | 0.000 | 0.000 | ||
| 5805 | 2009.12.17 20:45 | modify | 1934 | 0.70 | 89.990 | 88.690 | 90.390 | ||
| 5806 | 2009.12.18 04:15 | close | 1934 | 0.70 | 89.763 | 88.690 | 90.390 | -15499.89 | 5387208.69 |
| 5807 | 2009.12.18 09:05 | sell | 1935 | 0.50 | 89.771 | 0.000 | 0.000 | ||
| 5808 | 2009.12.18 09:05 | modify | 1935 | 0.50 | 89.771 | 91.371 | 88.471 | ||
| 5809 | 2009.12.21 06:15 | close | 1935 | 0.50 | 90.332 | 91.371 | 88.471 | -28551.60 | 5358657.09 |
| 5810 | 2009.12.22 01:50 | buy | 1936 | 0.70 | 91.073 | 0.000 | 0.000 | ||
| 5811 | 2009.12.22 01:50 | modify | 1936 | 0.70 | 91.073 | 89.773 | 91.473 | ||
| 5812 | 2009.12.22 02:45 | buy | 1937 | 0.50 | 91.029 | 0.000 | 0.000 | ||
| 5813 | 2009.12.22 02:45 | modify | 1937 | 0.50 | 91.029 | 89.429 | 92.329 | ||
| 5814 | 2009.12.22 03:10 | close | 1937 | 0.50 | 91.353 | 89.429 | 92.329 | 16200.00 | 5374857.09 |
| 5815 | 2009.12.22 03:10 | close | 1936 | 0.70 | 91.353 | 89.773 | 91.473 | 19600.00 | 5394457.09 |
| 5816 | 2009.12.22 07:55 | buy | 1938 | 0.70 | 91.245 | 0.000 | 0.000 | ||
| 5817 | 2009.12.22 07:55 | modify | 1938 | 0.70 | 91.245 | 89.945 | 91.645 | ||
| 5818 | 2009.12.22 10:55 | close | 1938 | 0.70 | 91.298 | 89.945 | 91.645 | 3710.00 | 5398167.09 |
| 5819 | 2009.12.23 03:00 | buy | 1939 | 0.70 | 91.733 | 0.000 | 0.000 | ||
| 5820 | 2009.12.23 03:00 | modify | 1939 | 0.70 | 91.733 | 90.433 | 92.133 | ||
| 5821 | 2009.12.23 05:00 | close | 1939 | 0.70 | 91.712 | 90.433 | 92.133 | -1470.00 | 5396697.09 |
| 5822 | 2009.12.23 21:55 | sell | 1940 | 0.70 | 91.666 | 0.000 | 0.000 | ||
| 5823 | 2009.12.23 21:55 | modify | 1940 | 0.70 | 91.666 | 92.966 | 91.266 | ||
| 5824 | 2009.12.24 04:15 | close | 1940 | 0.70 | 91.566 | 92.966 | 91.266 | 4861.78 | 5401558.87 |
| 5825 | 2009.12.24 14:50 | sell | 1941 | 0.70 | 91.422 | 0.000 | 0.000 | ||
| 5826 | 2009.12.24 14:50 | modify | 1941 | 0.70 | 91.422 | 92.722 | 91.022 | ||
| 5827 | 2009.12.24 19:40 | close | 1941 | 0.70 | 91.633 | 92.722 | 91.022 | -14770.00 | 5386788.87 |
| 5828 | 2009.12.24 20:55 | buy | 1942 | 0.70 | 91.561 | 0.000 | 0.000 | ||
| 5829 | 2009.12.24 20:55 | modify | 1942 | 0.70 | 91.561 | 90.261 | 91.961 | ||
| 5830 | 2009.12.28 02:50 | close | 1942 | 0.70 | 91.615 | 90.261 | 91.961 | 4573.56 | 5391362.43 |
| 5831 | 2009.12.30 08:05 | buy | 1943 | 0.70 | 92.061 | 0.000 | 0.000 | ||
| 5832 | 2009.12.30 08:05 | modify | 1943 | 0.70 | 92.061 | 90.761 | 92.461 | ||
| 5833 | 2009.12.30 13:20 | close | 1943 | 0.70 | 92.182 | 90.761 | 92.461 | 8470.00 | 5399832.43 |
| 5834 | 2009.12.30 20:00 | buy | 1944 | 0.70 | 92.381 | 0.000 | 0.000 | ||
| 5835 | 2009.12.30 20:00 | modify | 1944 | 0.70 | 92.381 | 91.081 | 92.781 | ||
| 5836 | 2009.12.30 22:10 | close | 1944 | 0.70 | 92.485 | 91.081 | 92.781 | 7280.00 | 5407112.43 |
| 5837 | 2009.12.31 06:00 | buy | 1945 | 0.70 | 92.366 | 0.000 | 0.000 | ||
| 5838 | 2009.12.31 06:00 | modify | 1945 | 0.70 | 92.366 | 91.066 | 92.766 | ||
| 5839 | 2009.12.31 07:20 | close | 1945 | 0.70 | 92.390 | 91.066 | 92.766 | 1680.00 | 5408792.43 |
| 5840 | 2009.12.31 23:10 | buy | 1946 | 0.70 | 92.969 | 0.000 | 0.000 | ||
| 5841 | 2009.12.31 23:10 | modify | 1946 | 0.70 | 92.969 | 91.669 | 93.369 | ||
| 5842 | 2010.01.04 00:35 | close | 1946 | 0.70 | 93.072 | 91.669 | 93.369 | 8016.44 | 5416808.87 |
| 5843 | 2010.01.04 01:20 | buy | 1947 | 0.70 | 92.836 | 0.000 | 0.000 | ||
| 5844 | 2010.01.04 01:20 | modify | 1947 | 0.70 | 92.836 | 91.536 | 93.236 | ||
| 5845 | 2010.01.04 02:50 | close | 1947 | 0.70 | 92.935 | 91.536 | 93.236 | 6930.00 | 5423738.87 |
| 5846 | 2010.01.04 04:15 | buy | 1948 | 0.50 | 92.897 | 0.000 | 0.000 | ||
| 5847 | 2010.01.04 04:15 | modify | 1948 | 0.50 | 92.897 | 91.297 | 94.197 | ||
| 5848 | 2010.01.04 08:25 | close | 1948 | 0.50 | 92.947 | 91.297 | 94.197 | 2500.00 | 5426238.87 |
| 5849 | 2010.01.05 10:35 | sell | 1949 | 0.70 | 92.055 | 0.000 | 0.000 | ||
| 5850 | 2010.01.05 10:35 | modify | 1949 | 0.70 | 92.055 | 93.355 | 91.655 | ||