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 |
| 5851 | 2010.01.05 10:45 | close | 1949 | 0.70 | 91.945 | 93.355 | 91.655 | 7700.00 | 5433938.87 |
| 5852 | 2010.01.05 13:20 | sell | 1950 | 0.70 | 92.093 | 0.000 | 0.000 | ||
| 5853 | 2010.01.05 13:20 | modify | 1950 | 0.70 | 92.093 | 93.393 | 91.693 | ||
| 5854 | 2010.01.05 14:40 | close | 1950 | 0.70 | 91.988 | 93.393 | 91.693 | 7350.00 | 5441288.87 |
| 5855 | 2010.01.06 11:55 | sell | 1951 | 0.50 | 92.297 | 0.000 | 0.000 | ||
| 5856 | 2010.01.06 11:55 | modify | 1951 | 0.50 | 92.297 | 93.897 | 90.997 | ||
| 5857 | 2010.01.06 15:20 | close | 1951 | 0.50 | 92.218 | 93.897 | 90.997 | 3950.00 | 5445238.87 |
| 5858 | 2010.01.06 15:20 | buy | 1952 | 0.50 | 92.225 | 0.000 | 0.000 | ||
| 5859 | 2010.01.06 15:20 | modify | 1952 | 0.50 | 92.225 | 90.625 | 93.525 | ||
| 5860 | 2010.01.06 15:45 | buy | 1953 | 0.70 | 92.113 | 0.000 | 0.000 | ||
| 5861 | 2010.01.06 15:45 | modify | 1953 | 0.70 | 92.113 | 90.813 | 92.513 | ||
| 5862 | 2010.01.06 16:20 | close | 1953 | 0.70 | 92.234 | 90.813 | 92.513 | 8470.00 | 5453708.87 |
| 5863 | 2010.01.06 17:15 | sell | 1954 | 0.50 | 92.455 | 0.000 | 0.000 | ||
| 5864 | 2010.01.06 17:15 | modify | 1954 | 0.50 | 92.455 | 94.055 | 91.155 | ||
| 5865 | 2010.01.06 17:20 | close | 1952 | 0.50 | 92.585 | 90.625 | 93.525 | 18000.00 | 5471708.87 |
| 5866 | 2010.01.06 21:05 | close | 1954 | 0.50 | 92.467 | 94.055 | 91.155 | -600.00 | 5471108.87 |
| 5867 | 2010.01.06 21:15 | buy | 1955 | 0.70 | 92.310 | 0.000 | 0.000 | ||
| 5868 | 2010.01.06 21:15 | modify | 1955 | 0.70 | 92.310 | 91.010 | 92.710 | ||
| 5869 | 2010.01.06 21:55 | close | 1955 | 0.70 | 92.410 | 91.010 | 92.710 | 7000.00 | 5478108.87 |
| 5870 | 2010.01.06 23:55 | buy | 1956 | 0.70 | 92.304 | 0.000 | 0.000 | ||
| 5871 | 2010.01.06 23:55 | modify | 1956 | 0.70 | 92.304 | 91.004 | 92.704 | ||
| 5872 | 2010.01.07 01:20 | close | 1956 | 0.70 | 92.390 | 91.004 | 92.704 | 7220.94 | 5485329.81 |
| 5873 | 2010.01.08 06:35 | buy | 1957 | 0.70 | 93.157 | 0.000 | 0.000 | ||
| 5874 | 2010.01.08 06:35 | modify | 1957 | 0.70 | 93.157 | 91.857 | 93.557 | ||
| 5875 | 2010.01.08 06:45 | buy | 1958 | 0.40 | 93.164 | 0.000 | 0.000 | ||
| 5876 | 2010.01.08 06:45 | modify | 1958 | 0.40 | 93.164 | 90.814 | 94.214 | ||
| 5877 | 2010.01.08 07:35 | close | 1957 | 0.70 | 93.280 | 91.857 | 93.557 | 8610.00 | 5493939.81 |
| 5878 | 2010.01.08 15:20 | close | 1958 | 0.40 | 93.428 | 90.814 | 94.214 | 10560.00 | 5504499.81 |
| 5879 | 2010.01.08 18:50 | buy | 1959 | 0.50 | 92.789 | 0.000 | 0.000 | ||
| 5880 | 2010.01.08 18:50 | modify | 1959 | 0.50 | 92.789 | 91.189 | 94.089 | ||
| 5881 | 2010.01.08 23:05 | close | 1959 | 0.50 | 92.660 | 91.189 | 94.089 | -6450.00 | 5498049.81 |
| 5882 | 2010.01.08 23:05 | sell | 1960 | 0.50 | 92.655 | 0.000 | 0.000 | ||
| 5883 | 2010.01.08 23:05 | modify | 1960 | 0.50 | 92.655 | 94.255 | 91.355 | ||
| 5884 | 2010.01.11 01:40 | close | 1960 | 0.50 | 92.360 | 94.255 | 91.355 | 14235.59 | 5512285.40 |
| 5885 | 2010.01.11 11:55 | sell | 1961 | 0.70 | 92.513 | 0.000 | 0.000 | ||
| 5886 | 2010.01.11 11:55 | modify | 1961 | 0.70 | 92.513 | 93.813 | 92.113 | ||
| 5887 | 2010.01.11 13:15 | close | 1961 | 0.70 | 92.415 | 93.813 | 92.113 | 6860.00 | 5519145.40 |
| 5888 | 2010.01.13 02:30 | sell | 1962 | 0.70 | 91.287 | 0.000 | 0.000 | ||
| 5889 | 2010.01.13 02:30 | modify | 1962 | 0.70 | 91.287 | 92.587 | 90.887 | ||
| 5890 | 2010.01.13 03:00 | close | 1962 | 0.70 | 91.172 | 92.587 | 90.887 | 8050.00 | 5527195.40 |
| 5891 | 2010.01.14 14:55 | buy | 1963 | 0.70 | 91.687 | 0.000 | 0.000 | ||
| 5892 | 2010.01.14 14:55 | modify | 1963 | 0.70 | 91.687 | 90.387 | 92.087 | ||
| 5893 | 2010.01.14 17:40 | buy | 1964 | 0.50 | 91.266 | 0.000 | 0.000 | ||
| 5894 | 2010.01.14 17:40 | modify | 1964 | 0.50 | 91.266 | 89.666 | 92.566 | ||
| 5895 | 2010.01.14 22:50 | close | 1963 | 0.70 | 91.056 | 90.387 | 92.087 | -44170.00 | 5483025.40 |
| 5896 | 2010.01.14 23:00 | close | 1964 | 0.50 | 91.096 | 89.666 | 92.566 | -8500.00 | 5474525.40 |
| 5897 | 2010.01.14 23:20 | sell | 1965 | 0.70 | 91.147 | 0.000 | 0.000 | ||
| 5898 | 2010.01.14 23:20 | modify | 1965 | 0.70 | 91.147 | 92.447 | 90.747 | ||
| 5899 | 2010.01.15 01:30 | buy | 1966 | 0.50 | 91.182 | 0.000 | 0.000 | ||
| 5900 | 2010.01.15 01:30 | modify | 1966 | 0.50 | 91.182 | 89.582 | 92.482 | ||
| 5901 | 2010.01.15 02:00 | sell | 1967 | 0.50 | 91.266 | 0.000 | 0.000 | ||
| 5902 | 2010.01.15 02:00 | modify | 1967 | 0.50 | 91.266 | 92.866 | 89.966 | ||
| 5903 | 2010.01.15 02:45 | close | 1966 | 0.50 | 91.302 | 89.582 | 92.482 | 6000.00 | 5480525.40 |
| 5904 | 2010.01.15 03:05 | buy | 1968 | 0.50 | 91.191 | 0.000 | 0.000 | ||
| 5905 | 2010.01.15 03:05 | modify | 1968 | 0.50 | 91.191 | 89.591 | 92.491 | ||
| 5906 | 2010.01.15 03:10 | close | 1967 | 0.50 | 91.078 | 92.866 | 89.966 | 9400.00 | 5489925.40 |
| 5907 | 2010.01.15 03:10 | close | 1965 | 0.70 | 91.079 | 92.447 | 90.747 | 4050.58 | 5493975.99 |
| 5908 | 2010.01.15 13:45 | close | 1968 | 0.50 | 90.873 | 89.591 | 92.491 | -15900.00 | 5478075.99 |
| 5909 | 2010.01.15 13:55 | sell | 1969 | 0.70 | 91.037 | 0.000 | 0.000 | ||
| 5910 | 2010.01.15 13:55 | modify | 1969 | 0.70 | 91.037 | 92.337 | 90.637 | ||
| 5911 | 2010.01.15 14:05 | close | 1969 | 0.70 | 90.801 | 92.337 | 90.637 | 16520.00 | 5494595.99 |
| 5912 | 2010.01.22 08:35 | sell | 1970 | 0.70 | 90.275 | 0.000 | 0.000 | ||
| 5913 | 2010.01.22 08:35 | modify | 1970 | 0.70 | 90.275 | 91.575 | 89.875 | ||
| 5914 | 2010.01.22 08:55 | close | 1970 | 0.70 | 90.160 | 91.575 | 89.875 | 8050.00 | 5502645.99 |
| 5915 | 2010.01.22 09:35 | sell | 1971 | 0.70 | 90.363 | 0.000 | 0.000 | ||
| 5916 | 2010.01.22 09:35 | modify | 1971 | 0.70 | 90.363 | 91.663 | 89.963 | ||
| 5917 | 2010.01.22 10:50 | close | 1971 | 0.70 | 90.245 | 91.663 | 89.963 | 8260.00 | 5510905.99 |
| 5918 | 2010.01.22 20:05 | buy | 1972 | 0.40 | 89.893 | 0.000 | 0.000 | ||
| 5919 | 2010.01.22 20:05 | modify | 1972 | 0.40 | 89.893 | 87.543 | 90.943 | ||
| 5920 | 2010.01.25 04:50 | close | 1972 | 0.40 | 90.227 | 87.543 | 90.943 | 13583.68 | 5524489.67 |
| 5921 | 2010.01.25 16:30 | buy | 1973 | 0.70 | 90.180 | 0.000 | 0.000 | ||
| 5922 | 2010.01.25 16:30 | modify | 1973 | 0.70 | 90.180 | 88.880 | 90.580 | ||
| 5923 | 2010.01.25 19:10 | close | 1973 | 0.70 | 90.281 | 88.880 | 90.580 | 7070.00 | 5531559.67 |
| 5924 | 2010.01.28 02:30 | sell | 1974 | 0.50 | 90.033 | 0.000 | 0.000 | ||
| 5925 | 2010.01.28 02:30 | modify | 1974 | 0.50 | 90.033 | 91.633 | 88.733 | ||
| 5926 | 2010.01.28 07:40 | close | 1974 | 0.50 | 90.273 | 91.633 | 88.733 | -12000.00 | 5519559.67 |
| 5927 | 2010.01.28 12:45 | buy | 1975 | 0.70 | 90.208 | 0.000 | 0.000 | ||
| 5928 | 2010.01.28 12:45 | modify | 1975 | 0.70 | 90.208 | 88.908 | 90.608 | ||
| 5929 | 2010.01.28 15:50 | buy | 1976 | 0.40 | 90.013 | 0.000 | 0.000 | ||
| 5930 | 2010.01.28 15:50 | modify | 1976 | 0.40 | 90.013 | 87.663 | 91.063 | ||
| 5931 | 2010.01.29 03:55 | close | 1975 | 0.70 | 89.932 | 88.908 | 90.608 | -18930.11 | 5500629.56 |
| 5932 | 2010.01.29 04:15 | sell | 1977 | 0.70 | 89.995 | 0.000 | 0.000 | ||
| 5933 | 2010.01.29 04:15 | modify | 1977 | 0.70 | 89.995 | 91.295 | 89.595 | ||
| 5934 | 2010.01.29 07:35 | close | 1977 | 0.70 | 89.835 | 91.295 | 89.595 | 11200.00 | 5511829.56 |
| 5935 | 2010.01.29 08:50 | close | 1976 | 0.40 | 89.970 | 87.663 | 91.063 | -1497.20 | 5510332.36 |
| 5936 | 2010.01.29 18:10 | buy | 1978 | 0.70 | 90.287 | 0.000 | 0.000 | ||
| 5937 | 2010.01.29 18:10 | modify | 1978 | 0.70 | 90.287 | 88.987 | 90.687 | ||
| 5938 | 2010.01.29 18:25 | close | 1978 | 0.70 | 90.390 | 88.987 | 90.687 | 7210.00 | 5517542.36 |
| 5939 | 2010.01.29 22:10 | buy | 1979 | 0.50 | 90.266 | 0.000 | 0.000 | ||
| 5940 | 2010.01.29 22:10 | modify | 1979 | 0.50 | 90.266 | 88.666 | 91.566 | ||
| 5941 | 2010.02.01 01:55 | sell | 1980 | 0.50 | 90.216 | 0.000 | 0.000 | ||
| 5942 | 2010.02.01 01:55 | modify | 1980 | 0.50 | 90.216 | 91.816 | 88.916 | ||
| 5943 | 2010.02.01 02:55 | close | 1979 | 0.50 | 90.355 | 88.666 | 91.566 | 4728.40 | 5522270.76 |
| 5944 | 2010.02.01 05:05 | close | 1980 | 0.50 | 90.027 | 91.816 | 88.916 | 9450.00 | 5531720.76 |
| 5945 | 2010.02.03 22:00 | buy | 1981 | 0.70 | 90.981 | 0.000 | 0.000 | ||
| 5946 | 2010.02.03 22:00 | modify | 1981 | 0.70 | 90.981 | 89.681 | 91.381 | ||
| 5947 | 2010.02.04 03:05 | close | 1981 | 0.70 | 91.023 | 89.681 | 91.381 | 4123.60 | 5535844.37 |
| 5948 | 2010.02.05 01:05 | sell | 1982 | 0.70 | 89.240 | 0.000 | 0.000 | ||
| 5949 | 2010.02.05 01:05 | modify | 1982 | 0.70 | 89.240 | 90.540 | 88.840 | ||
| 5950 | 2010.02.05 08:00 | close | 1982 | 0.70 | 89.555 | 90.540 | 88.840 | -22050.00 | 5513794.37 |
| 5951 | 2010.02.05 20:40 | buy | 1983 | 0.40 | 88.942 | 0.000 | 0.000 | ||
| 5952 | 2010.02.05 20:40 | modify | 1983 | 0.40 | 88.942 | 86.592 | 89.992 | ||
| 5953 | 2010.02.08 08:05 | close | 1983 | 0.40 | 89.381 | 86.592 | 89.992 | 17781.79 | 5531576.16 |
| 5954 | 2010.02.11 05:10 | buy | 1984 | 0.70 | 89.895 | 0.000 | 0.000 | ||
| 5955 | 2010.02.11 05:10 | modify | 1984 | 0.70 | 89.895 | 88.595 | 90.295 | ||
| 5956 | 2010.02.11 09:00 | close | 1984 | 0.70 | 89.985 | 88.595 | 90.295 | 6300.00 | 5537876.16 |
| 5957 | 2010.02.11 17:55 | sell | 1985 | 0.70 | 89.850 | 0.000 | 0.000 | ||
| 5958 | 2010.02.11 17:55 | modify | 1985 | 0.70 | 89.850 | 91.150 | 89.450 | ||
| 5959 | 2010.02.11 19:20 | close | 1985 | 0.70 | 89.745 | 91.150 | 89.450 | 7350.00 | 5545226.16 |
| 5960 | 2010.02.17 09:35 | buy | 1986 | 0.70 | 90.183 | 0.000 | 0.000 | ||
| 5961 | 2010.02.17 09:35 | modify | 1986 | 0.70 | 90.183 | 88.883 | 90.583 | ||
| 5962 | 2010.02.17 10:05 | close | 1986 | 0.70 | 90.340 | 88.883 | 90.583 | 10990.00 | 5556216.16 |
| 5963 | 2010.02.19 18:20 | sell | 1987 | 0.40 | 92.053 | 0.000 | 0.000 | ||
| 5964 | 2010.02.19 18:20 | modify | 1987 | 0.40 | 92.053 | 94.403 | 91.003 | ||
| 5965 | 2010.02.19 22:05 | close | 1987 | 0.40 | 91.699 | 94.403 | 91.003 | 14160.00 | 5570376.16 |
| 5966 | 2010.02.23 01:50 | sell | 1988 | 0.70 | 91.287 | 0.000 | 0.000 | ||
| 5967 | 2010.02.23 01:50 | modify | 1988 | 0.70 | 91.287 | 92.587 | 90.887 | ||
| 5968 | 2010.02.23 03:05 | close | 1988 | 0.70 | 91.149 | 92.587 | 90.887 | 9660.00 | 5580036.16 |
| 5969 | 2010.02.24 09:25 | sell | 1989 | 0.70 | 90.291 | 0.000 | 0.000 | ||
| 5970 | 2010.02.24 09:25 | modify | 1989 | 0.70 | 90.291 | 91.591 | 89.891 | ||
| 5971 | 2010.02.24 11:00 | close | 1989 | 0.70 | 90.158 | 91.591 | 89.891 | 9310.00 | 5589346.16 |
| 5972 | 2010.03.03 08:00 | sell | 1990 | 0.70 | 88.859 | 0.000 | 0.000 | ||
| 5973 | 2010.03.03 08:00 | modify | 1990 | 0.70 | 88.859 | 90.159 | 88.459 | ||
| 5974 | 2010.03.03 10:55 | close | 1990 | 0.70 | 88.725 | 90.159 | 88.459 | 9380.00 | 5598726.16 |
| 5975 | 2010.03.04 02:00 | sell | 1991 | 0.70 | 88.585 | 0.000 | 0.000 | ||
| 5976 | 2010.03.04 02:00 | modify | 1991 | 0.70 | 88.585 | 89.885 | 88.185 | ||
| 5977 | 2010.03.04 03:20 | close | 1991 | 0.70 | 88.467 | 89.885 | 88.185 | 8260.00 | 5606986.16 |
| 5978 | 2010.03.08 10:05 | buy | 1992 | 0.70 | 90.294 | 0.000 | 0.000 | ||
| 5979 | 2010.03.08 10:05 | modify | 1992 | 0.70 | 90.294 | 88.994 | 90.694 | ||
| 5980 | 2010.03.08 12:50 | close | 1992 | 0.70 | 90.342 | 88.994 | 90.694 | 3360.00 | 5610346.16 |
| 5981 | 2010.03.11 01:50 | buy | 1993 | 0.70 | 90.416 | 0.000 | 0.000 | ||
| 5982 | 2010.03.11 01:50 | modify | 1993 | 0.70 | 90.416 | 89.116 | 90.816 | ||
| 5983 | 2010.03.11 09:05 | close | 1993 | 0.70 | 90.445 | 89.116 | 90.816 | 2030.00 | 5612376.16 |
| 5984 | 2010.03.16 10:10 | sell | 1994 | 0.70 | 90.233 | 0.000 | 0.000 | ||
| 5985 | 2010.03.16 10:10 | modify | 1994 | 0.70 | 90.233 | 91.533 | 89.833 | ||
| 5986 | 2010.03.16 15:45 | close | 1994 | 0.70 | 90.560 | 91.533 | 89.833 | -22890.00 | 5589486.16 |
| 5987 | 2010.03.16 16:00 | buy | 1995 | 0.70 | 90.492 | 0.000 | 0.000 | ||
| 5988 | 2010.03.16 16:00 | modify | 1995 | 0.70 | 90.492 | 89.192 | 90.892 | ||
| 5989 | 2010.03.16 20:05 | close | 1995 | 0.70 | 90.539 | 89.192 | 90.892 | 3290.00 | 5592776.16 |
| 5990 | 2010.03.22 22:05 | sell | 1996 | 0.70 | 90.160 | 0.000 | 0.000 | ||
| 5991 | 2010.03.22 22:05 | modify | 1996 | 0.70 | 90.160 | 91.460 | 89.760 | ||
| 5992 | 2010.03.23 00:55 | close | 1996 | 0.70 | 90.083 | 91.460 | 89.760 | 4688.97 | 5597465.12 |
| 5993 | 2010.03.23 02:10 | sell | 1997 | 0.70 | 90.228 | 0.000 | 0.000 | ||
| 5994 | 2010.03.23 02:10 | modify | 1997 | 0.70 | 90.228 | 91.528 | 89.828 | ||
| 5995 | 2010.03.23 10:45 | close | 1997 | 0.70 | 90.216 | 91.528 | 89.828 | 840.00 | 5598305.12 |
| 5996 | 2010.03.25 03:10 | buy | 1998 | 0.70 | 91.987 | 0.000 | 0.000 | ||
| 5997 | 2010.03.25 03:10 | modify | 1998 | 0.70 | 91.987 | 90.687 | 92.387 | ||
| 5998 | 2010.03.25 07:25 | close | 1998 | 0.70 | 91.897 | 90.687 | 92.387 | -6300.00 | 5592005.12 |
| 5999 | 2010.03.25 10:10 | buy | 1999 | 0.70 | 91.861 | 0.000 | 0.000 | ||
| 6000 | 2010.03.25 10:10 | modify | 1999 | 0.70 | 91.861 | 90.561 | 92.261 | ||