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 |
| 451 | 2004.07.13 23:15 | modify | 151 | 0.50 | 108.632 | 107.032 | 109.932 | ||
| 452 | 2004.07.14 02:45 | sell | 152 | 0.50 | 108.528 | 0.000 | 0.000 | ||
| 453 | 2004.07.14 02:45 | modify | 152 | 0.50 | 108.528 | 110.128 | 107.228 | ||
| 454 | 2004.07.14 03:15 | close | 150 | 0.70 | 108.650 | 107.743 | 109.443 | -27038.85 | 1159175.21 |
| 455 | 2004.07.14 03:20 | close | 151 | 0.50 | 108.684 | 107.032 | 109.932 | 2936.54 | 1162111.75 |
| 456 | 2004.07.14 11:20 | close | 152 | 0.50 | 109.031 | 110.128 | 107.228 | -25150.00 | 1136961.75 |
| 457 | 2004.07.14 13:45 | buy | 153 | 0.50 | 108.996 | 0.000 | 0.000 | ||
| 458 | 2004.07.14 13:45 | modify | 153 | 0.50 | 108.996 | 107.396 | 110.296 | ||
| 459 | 2004.07.14 17:50 | close | 153 | 0.50 | 109.058 | 107.396 | 110.296 | 3100.00 | 1140061.75 |
| 460 | 2004.07.15 13:15 | buy | 154 | 0.70 | 109.291 | 0.000 | 0.000 | ||
| 461 | 2004.07.15 13:15 | modify | 154 | 0.70 | 109.291 | 107.991 | 109.691 | ||
| 462 | 2004.07.15 15:50 | close | 154 | 0.70 | 109.264 | 107.991 | 109.691 | -1890.00 | 1138171.75 |
| 463 | 2004.07.19 14:00 | sell | 155 | 0.70 | 108.502 | 0.000 | 0.000 | ||
| 464 | 2004.07.19 14:00 | modify | 155 | 0.70 | 108.502 | 109.802 | 108.102 | ||
| 465 | 2004.07.19 14:35 | close | 155 | 0.70 | 108.304 | 109.802 | 108.102 | 13860.00 | 1152031.75 |
| 466 | 2004.07.19 15:40 | buy | 156 | 0.40 | 108.166 | 0.000 | 0.000 | ||
| 467 | 2004.07.19 15:40 | modify | 156 | 0.40 | 108.166 | 105.816 | 109.216 | ||
| 468 | 2004.07.20 02:50 | close | 156 | 0.40 | 108.414 | 105.816 | 109.216 | 10188.14 | 1162219.88 |
| 469 | 2004.07.20 10:20 | buy | 157 | 0.70 | 108.446 | 0.000 | 0.000 | ||
| 470 | 2004.07.20 10:20 | modify | 157 | 0.70 | 108.446 | 107.146 | 108.846 | ||
| 471 | 2004.07.20 13:00 | close | 157 | 0.70 | 108.477 | 107.146 | 108.846 | 2170.00 | 1164389.88 |
| 472 | 2004.07.22 04:10 | buy | 158 | 0.70 | 109.715 | 0.000 | 0.000 | ||
| 473 | 2004.07.22 04:10 | modify | 158 | 0.70 | 109.715 | 108.415 | 110.115 | ||
| 474 | 2004.07.22 07:30 | close | 158 | 0.70 | 109.744 | 108.415 | 110.115 | 2030.00 | 1166419.88 |
| 475 | 2004.07.26 22:00 | buy | 159 | 0.70 | 109.914 | 0.000 | 0.000 | ||
| 476 | 2004.07.26 22:00 | modify | 159 | 0.70 | 109.914 | 108.614 | 110.314 | ||
| 477 | 2004.07.27 02:35 | close | 159 | 0.70 | 110.048 | 108.614 | 110.314 | 9856.77 | 1176276.65 |
| 478 | 2004.07.28 09:10 | buy | 160 | 0.70 | 110.918 | 0.000 | 0.000 | ||
| 479 | 2004.07.28 09:10 | modify | 160 | 0.70 | 110.918 | 109.618 | 111.318 | ||
| 480 | 2004.07.28 09:35 | close | 160 | 0.70 | 111.033 | 109.618 | 111.318 | 8050.00 | 1184326.65 |
| 481 | 2004.07.28 14:35 | sell | 161 | 0.40 | 111.435 | 0.000 | 0.000 | ||
| 482 | 2004.07.28 14:35 | modify | 161 | 0.40 | 111.435 | 113.785 | 110.385 | ||
| 483 | 2004.07.29 03:10 | buy | 162 | 0.50 | 111.618 | 0.000 | 0.000 | ||
| 484 | 2004.07.29 03:10 | modify | 162 | 0.50 | 111.618 | 110.018 | 112.918 | ||
| 485 | 2004.07.29 11:10 | close | 162 | 0.50 | 111.763 | 110.018 | 112.918 | 7250.00 | 1191576.65 |
| 486 | 2004.07.30 08:10 | close | 161 | 0.40 | 111.874 | 113.785 | 110.385 | -19546.20 | 1172030.45 |
| 487 | 2004.08.02 14:05 | sell | 163 | 0.70 | 111.032 | 0.000 | 0.000 | ||
| 488 | 2004.08.02 14:05 | modify | 163 | 0.70 | 111.032 | 112.332 | 110.632 | ||
| 489 | 2004.08.02 15:35 | close | 163 | 0.70 | 110.913 | 112.332 | 110.632 | 8330.00 | 1180360.45 |
| 490 | 2004.08.03 01:10 | sell | 164 | 0.70 | 110.888 | 0.000 | 0.000 | ||
| 491 | 2004.08.03 01:10 | modify | 164 | 0.70 | 110.888 | 112.188 | 110.488 | ||
| 492 | 2004.08.03 02:50 | close | 164 | 0.70 | 110.781 | 112.188 | 110.488 | 7490.00 | 1187850.45 |
| 493 | 2004.08.04 17:10 | buy | 165 | 0.70 | 111.303 | 0.000 | 0.000 | ||
| 494 | 2004.08.04 17:10 | modify | 165 | 0.70 | 111.303 | 110.003 | 111.703 | ||
| 495 | 2004.08.04 19:40 | close | 165 | 0.70 | 111.403 | 110.003 | 111.703 | 7000.00 | 1194850.45 |
| 496 | 2004.08.06 20:05 | sell | 166 | 0.70 | 110.369 | 0.000 | 0.000 | ||
| 497 | 2004.08.06 20:05 | modify | 166 | 0.70 | 110.369 | 111.669 | 109.969 | ||
| 498 | 2004.08.06 22:30 | close | 166 | 0.70 | 110.260 | 111.669 | 109.969 | 7630.00 | 1202480.45 |
| 499 | 2004.08.09 10:45 | sell | 167 | 0.70 | 110.397 | 0.000 | 0.000 | ||
| 500 | 2004.08.09 10:45 | modify | 167 | 0.70 | 110.397 | 111.697 | 109.997 | ||
| 501 | 2004.08.09 18:05 | close | 167 | 0.70 | 110.543 | 111.697 | 109.997 | -10220.00 | 1192260.45 |
| 502 | 2004.08.11 08:35 | buy | 168 | 0.70 | 111.244 | 0.000 | 0.000 | ||
| 503 | 2004.08.11 08:35 | modify | 168 | 0.70 | 111.244 | 109.944 | 111.644 | ||
| 504 | 2004.08.11 16:25 | close | 168 | 0.70 | 111.104 | 109.944 | 111.644 | -9800.00 | 1182460.45 |
| 505 | 2004.08.12 05:55 | sell | 169 | 0.70 | 110.773 | 0.000 | 0.000 | ||
| 506 | 2004.08.12 05:55 | modify | 169 | 0.70 | 110.773 | 112.073 | 110.373 | ||
| 507 | 2004.08.12 08:45 | close | 169 | 0.70 | 110.668 | 112.073 | 110.373 | 7350.00 | 1189810.45 |
| 508 | 2004.08.12 13:40 | sell | 170 | 0.70 | 110.715 | 0.000 | 0.000 | ||
| 509 | 2004.08.12 13:40 | modify | 170 | 0.70 | 110.715 | 112.015 | 110.315 | ||
| 510 | 2004.08.12 20:20 | close | 170 | 0.70 | 110.926 | 112.015 | 110.315 | -14770.00 | 1175040.45 |
| 511 | 2004.08.12 20:40 | buy | 171 | 0.70 | 110.840 | 0.000 | 0.000 | ||
| 512 | 2004.08.12 20:40 | modify | 171 | 0.70 | 110.840 | 109.540 | 111.240 | ||
| 513 | 2004.08.13 02:51 | t/p | 171 | 0.70 | 111.253 | 109.540 | 111.240 | 29390.86 | 1204431.31 |
| 514 | 2004.08.13 15:50 | buy | 172 | 0.40 | 110.859 | 0.000 | 0.000 | ||
| 515 | 2004.08.13 15:50 | modify | 172 | 0.40 | 110.859 | 108.509 | 111.909 | ||
| 516 | 2004.08.16 09:15 | close | 172 | 0.40 | 110.672 | 108.509 | 111.909 | -7205.90 | 1197225.41 |
| 517 | 2004.08.16 10:15 | sell | 173 | 0.40 | 110.854 | 0.000 | 0.000 | ||
| 518 | 2004.08.16 10:15 | modify | 173 | 0.40 | 110.854 | 113.204 | 109.804 | ||
| 519 | 2004.08.16 18:25 | close | 173 | 0.40 | 110.551 | 113.204 | 109.804 | 12120.00 | 1209345.41 |
| 520 | 2004.08.18 05:20 | sell | 174 | 0.70 | 110.143 | 0.000 | 0.000 | ||
| 521 | 2004.08.18 05:20 | modify | 174 | 0.70 | 110.143 | 111.443 | 109.743 | ||
| 522 | 2004.08.18 06:50 | close | 174 | 0.70 | 110.041 | 111.443 | 109.743 | 7140.00 | 1216485.41 |
| 523 | 2004.08.27 11:05 | sell | 175 | 0.70 | 109.443 | 0.000 | 0.000 | ||
| 524 | 2004.08.27 11:05 | modify | 175 | 0.70 | 109.443 | 110.743 | 109.043 | ||
| 525 | 2004.08.27 13:45 | close | 175 | 0.70 | 109.407 | 110.743 | 109.043 | 2520.00 | 1219005.41 |
| 526 | 2004.08.30 11:20 | buy | 176 | 0.70 | 110.055 | 0.000 | 0.000 | ||
| 527 | 2004.08.30 11:20 | modify | 176 | 0.70 | 110.055 | 108.755 | 110.455 | ||
| 528 | 2004.08.30 15:40 | close | 176 | 0.70 | 110.223 | 108.755 | 110.455 | 11760.00 | 1230765.41 |
| 529 | 2004.08.31 10:15 | sell | 177 | 0.70 | 109.822 | 0.000 | 0.000 | ||
| 530 | 2004.08.31 10:15 | modify | 177 | 0.70 | 109.822 | 111.122 | 109.422 | ||
| 531 | 2004.08.31 13:05 | close | 177 | 0.70 | 109.737 | 111.122 | 109.422 | 5950.00 | 1236715.41 |
| 532 | 2004.09.06 02:45 | buy | 178 | 0.70 | 110.346 | 0.000 | 0.000 | ||
| 533 | 2004.09.06 02:45 | modify | 178 | 0.70 | 110.346 | 109.046 | 110.746 | ||
| 534 | 2004.09.06 03:20 | close | 178 | 0.70 | 110.446 | 109.046 | 110.746 | 7000.00 | 1243715.41 |
| 535 | 2004.09.06 07:40 | buy | 179 | 0.70 | 110.276 | 0.000 | 0.000 | ||
| 536 | 2004.09.06 07:40 | modify | 179 | 0.70 | 110.276 | 108.976 | 110.676 | ||
| 537 | 2004.09.06 09:05 | close | 179 | 0.70 | 110.417 | 108.976 | 110.676 | 9870.00 | 1253585.41 |
| 538 | 2004.09.06 10:00 | buy | 180 | 0.40 | 110.177 | 0.000 | 0.000 | ||
| 539 | 2004.09.06 10:00 | modify | 180 | 0.40 | 110.177 | 107.827 | 111.227 | ||
| 540 | 2004.09.07 01:10 | close | 180 | 0.40 | 110.222 | 107.827 | 111.227 | 2072.89 | 1255658.30 |
| 541 | 2004.09.08 08:10 | sell | 181 | 0.70 | 109.458 | 0.000 | 0.000 | ||
| 542 | 2004.09.08 08:10 | modify | 181 | 0.70 | 109.458 | 110.758 | 109.058 | ||
| 543 | 2004.09.08 17:50 | close | 181 | 0.70 | 109.342 | 110.758 | 109.058 | 8120.00 | 1263778.30 |
| 544 | 2004.09.10 00:05 | buy | 182 | 0.70 | 109.658 | 0.000 | 0.000 | ||
| 545 | 2004.09.10 00:05 | modify | 182 | 0.70 | 109.658 | 108.358 | 110.058 | ||
| 546 | 2004.09.10 02:55 | close | 182 | 0.70 | 109.837 | 108.358 | 110.058 | 12530.00 | 1276308.30 |
| 547 | 2004.09.10 21:55 | sell | 183 | 0.70 | 109.505 | 0.000 | 0.000 | ||
| 548 | 2004.09.10 21:55 | modify | 183 | 0.70 | 109.505 | 110.805 | 109.105 | ||
| 549 | 2004.09.13 00:05 | buy | 184 | 0.50 | 109.490 | 0.000 | 0.000 | ||
| 550 | 2004.09.13 00:05 | modify | 184 | 0.50 | 109.490 | 107.890 | 110.790 | ||
| 551 | 2004.09.13 01:05 | close | 183 | 0.70 | 109.330 | 110.805 | 109.105 | 11397.41 | 1287705.71 |
| 552 | 2004.09.13 02:45 | sell | 185 | 0.50 | 109.460 | 0.000 | 0.000 | ||
| 553 | 2004.09.13 02:45 | modify | 185 | 0.50 | 109.460 | 111.060 | 108.160 | ||
| 554 | 2004.09.13 03:30 | close | 185 | 0.50 | 109.345 | 111.060 | 108.160 | 5750.00 | 1293455.71 |
| 555 | 2004.09.13 04:10 | close | 184 | 0.50 | 109.516 | 107.890 | 110.790 | 1300.00 | 1294755.71 |
| 556 | 2004.09.16 04:00 | buy | 186 | 0.70 | 109.882 | 0.000 | 0.000 | ||
| 557 | 2004.09.16 04:00 | modify | 186 | 0.70 | 109.882 | 108.582 | 110.282 | ||
| 558 | 2004.09.16 09:45 | close | 186 | 0.70 | 110.001 | 108.582 | 110.282 | 8330.00 | 1303085.71 |
| 559 | 2004.09.16 16:45 | sell | 187 | 0.70 | 109.819 | 0.000 | 0.000 | ||
| 560 | 2004.09.16 16:45 | modify | 187 | 0.70 | 109.819 | 111.119 | 109.419 | ||
| 561 | 2004.09.16 17:35 | close | 187 | 0.70 | 109.718 | 111.119 | 109.419 | 7070.00 | 1310155.71 |
| 562 | 2004.09.17 23:15 | buy | 188 | 0.70 | 109.856 | 0.000 | 0.000 | ||
| 563 | 2004.09.17 23:15 | modify | 188 | 0.70 | 109.856 | 108.556 | 110.256 | ||
| 564 | 2004.09.20 01:35 | close | 188 | 0.70 | 109.959 | 108.556 | 110.256 | 7686.04 | 1317841.75 |
| 565 | 2004.09.20 06:10 | buy | 189 | 0.70 | 109.980 | 0.000 | 0.000 | ||
| 566 | 2004.09.20 06:10 | modify | 189 | 0.70 | 109.980 | 108.680 | 110.380 | ||
| 567 | 2004.09.20 07:30 | close | 189 | 0.70 | 110.084 | 108.680 | 110.380 | 7280.00 | 1325121.75 |
| 568 | 2004.09.28 02:00 | buy | 190 | 0.70 | 111.188 | 0.000 | 0.000 | ||
| 569 | 2004.09.28 02:00 | modify | 190 | 0.70 | 111.188 | 109.888 | 111.588 | ||
| 570 | 2004.09.28 07:05 | close | 190 | 0.70 | 111.290 | 109.888 | 111.588 | 7140.00 | 1332261.75 |
| 571 | 2004.09.30 22:40 | sell | 191 | 0.70 | 110.096 | 0.000 | 0.000 | ||
| 572 | 2004.09.30 22:40 | modify | 191 | 0.70 | 110.096 | 111.396 | 109.696 | ||
| 573 | 2004.09.30 23:00 | close | 191 | 0.70 | 109.998 | 111.396 | 109.696 | 6860.00 | 1339121.75 |
| 574 | 2004.10.04 10:15 | buy | 192 | 0.70 | 110.586 | 0.000 | 0.000 | ||
| 575 | 2004.10.04 10:15 | modify | 192 | 0.70 | 110.586 | 109.286 | 110.986 | ||
| 576 | 2004.10.04 13:00 | close | 192 | 0.70 | 110.673 | 109.286 | 110.986 | 6090.00 | 1345211.75 |
| 577 | 2004.10.04 19:55 | buy | 193 | 0.70 | 110.878 | 0.000 | 0.000 | ||
| 578 | 2004.10.04 19:55 | modify | 193 | 0.70 | 110.878 | 109.578 | 111.278 | ||
| 579 | 2004.10.05 12:25 | close | 193 | 0.70 | 111.019 | 109.578 | 111.278 | 10351.00 | 1355562.75 |
| 580 | 2004.10.11 08:10 | buy | 194 | 0.40 | 109.355 | 0.000 | 0.000 | ||
| 581 | 2004.10.11 08:10 | modify | 194 | 0.40 | 109.355 | 107.005 | 110.405 | ||
| 582 | 2004.10.11 21:50 | close | 194 | 0.40 | 109.402 | 107.005 | 110.405 | 1880.00 | 1357442.75 |
| 583 | 2004.10.15 19:50 | sell | 195 | 0.70 | 109.331 | 0.000 | 0.000 | ||
| 584 | 2004.10.15 19:50 | modify | 195 | 0.70 | 109.331 | 110.631 | 108.931 | ||
| 585 | 2004.10.15 21:45 | close | 195 | 0.70 | 109.217 | 110.631 | 108.931 | 7980.00 | 1365422.75 |
| 586 | 2004.10.20 03:35 | sell | 196 | 0.70 | 108.543 | 0.000 | 0.000 | ||
| 587 | 2004.10.20 03:35 | modify | 196 | 0.70 | 108.543 | 109.843 | 108.143 | ||
| 588 | 2004.10.20 05:45 | sell | 197 | 0.40 | 108.609 | 0.000 | 0.000 | ||
| 589 | 2004.10.20 05:45 | modify | 197 | 0.40 | 108.609 | 110.959 | 107.559 | ||
| 590 | 2004.10.20 09:35 | close | 196 | 0.70 | 108.481 | 109.843 | 108.143 | 4340.00 | 1369762.75 |
| 591 | 2004.10.20 10:35 | close | 197 | 0.40 | 108.294 | 110.959 | 107.559 | 12600.00 | 1382362.75 |
| 592 | 2004.10.25 15:00 | sell | 198 | 0.70 | 106.602 | 0.000 | 0.000 | ||
| 593 | 2004.10.25 15:00 | modify | 198 | 0.70 | 106.602 | 107.902 | 106.202 | ||
| 594 | 2004.10.25 18:20 | close | 198 | 0.70 | 106.572 | 107.902 | 106.202 | 2100.00 | 1384462.75 |
| 595 | 2004.10.28 01:10 | sell | 199 | 0.70 | 106.561 | 0.000 | 0.000 | ||
| 596 | 2004.10.28 01:10 | modify | 199 | 0.70 | 106.561 | 107.861 | 106.161 | ||
| 597 | 2004.10.28 04:10 | close | 199 | 0.70 | 106.401 | 107.861 | 106.161 | 11200.00 | 1395662.75 |
| 598 | 2004.10.28 11:50 | sell | 200 | 0.70 | 106.277 | 0.000 | 0.000 | ||
| 599 | 2004.10.28 11:50 | modify | 200 | 0.70 | 106.277 | 107.577 | 105.877 | ||
| 600 | 2004.10.28 16:20 | close | 200 | 0.70 | 106.255 | 107.577 | 105.877 | 1540.00 | 1397202.75 |