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 |
| 6001 | 2010.03.25 11:50 | close | 1999 | 0.70 | 91.982 | 90.561 | 92.261 | 8470.00 | 5600475.12 |
| 6002 | 2010.03.25 14:45 | sell | 2000 | 0.40 | 92.088 | 0.000 | 0.000 | ||
| 6003 | 2010.03.25 14:45 | modify | 2000 | 0.40 | 92.088 | 94.438 | 91.038 | ||
| 6004 | 2010.03.26 02:10 | buy | 2001 | 0.50 | 92.653 | 0.000 | 0.000 | ||
| 6005 | 2010.03.26 02:10 | modify | 2001 | 0.50 | 92.653 | 91.053 | 93.953 | ||
| 6006 | 2010.03.26 03:30 | buy | 2002 | 0.70 | 92.474 | 0.000 | 0.000 | ||
| 6007 | 2010.03.26 03:30 | modify | 2002 | 0.70 | 92.474 | 91.174 | 92.874 | ||
| 6008 | 2010.03.26 04:40 | sell | 2003 | 0.50 | 92.539 | 0.000 | 0.000 | ||
| 6009 | 2010.03.26 04:40 | modify | 2003 | 0.50 | 92.539 | 94.139 | 91.239 | ||
| 6010 | 2010.03.26 06:25 | close | 2000 | 0.40 | 92.492 | 94.438 | 91.038 | -16572.12 | 5583903.00 |
| 6011 | 2010.03.26 07:20 | close | 2001 | 0.50 | 92.551 | 91.053 | 93.953 | -5100.00 | 5578803.00 |
| 6012 | 2010.03.26 07:20 | close | 2002 | 0.70 | 92.555 | 91.174 | 92.874 | 5670.00 | 5584473.00 |
| 6013 | 2010.03.26 09:45 | buy | 2004 | 0.70 | 92.476 | 0.000 | 0.000 | ||
| 6014 | 2010.03.26 09:45 | modify | 2004 | 0.70 | 92.476 | 91.176 | 92.876 | ||
| 6015 | 2010.03.26 10:35 | close | 2004 | 0.70 | 92.615 | 91.176 | 92.876 | 9730.00 | 5594203.00 |
| 6016 | 2010.03.26 12:50 | close | 2003 | 0.50 | 92.412 | 94.139 | 91.239 | 6350.00 | 5600553.00 |
| 6017 | 2010.03.31 09:50 | buy | 2005 | 0.70 | 93.156 | 0.000 | 0.000 | ||
| 6018 | 2010.03.31 09:50 | modify | 2005 | 0.70 | 93.156 | 91.856 | 93.556 | ||
| 6019 | 2010.03.31 10:35 | close | 2005 | 0.70 | 93.318 | 91.856 | 93.556 | 11340.00 | 5611893.00 |
| 6020 | 2010.04.02 03:00 | buy | 2006 | 0.70 | 93.736 | 0.000 | 0.000 | ||
| 6021 | 2010.04.02 03:00 | modify | 2006 | 0.70 | 93.736 | 92.436 | 94.136 | ||
| 6022 | 2010.04.02 08:25 | close | 2006 | 0.70 | 93.795 | 92.436 | 94.136 | 4130.00 | 5616023.00 |
| 6023 | 2010.04.05 03:05 | buy | 2007 | 0.70 | 94.481 | 0.000 | 0.000 | ||
| 6024 | 2010.04.05 03:05 | modify | 2007 | 0.70 | 94.481 | 93.181 | 94.881 | ||
| 6025 | 2010.04.05 07:55 | close | 2007 | 0.70 | 94.432 | 93.181 | 94.881 | -3430.00 | 5612593.00 |
| 6026 | 2010.04.06 15:15 | sell | 2008 | 0.70 | 94.090 | 0.000 | 0.000 | ||
| 6027 | 2010.04.06 15:15 | modify | 2008 | 0.70 | 94.090 | 95.390 | 93.690 | ||
| 6028 | 2010.04.06 15:20 | close | 2008 | 0.70 | 93.972 | 95.390 | 93.690 | 8260.00 | 5620853.00 |
| 6029 | 2010.04.07 04:30 | sell | 2009 | 0.70 | 93.888 | 0.000 | 0.000 | ||
| 6030 | 2010.04.07 04:30 | modify | 2009 | 0.70 | 93.888 | 95.188 | 93.488 | ||
| 6031 | 2010.04.07 08:45 | close | 2009 | 0.70 | 94.082 | 95.188 | 93.488 | -13580.00 | 5607273.00 |
| 6032 | 2010.04.07 08:55 | buy | 2010 | 0.70 | 94.003 | 0.000 | 0.000 | ||
| 6033 | 2010.04.07 08:55 | modify | 2010 | 0.70 | 94.003 | 92.703 | 94.403 | ||
| 6034 | 2010.04.07 12:55 | close | 2010 | 0.70 | 94.013 | 92.703 | 94.403 | 700.00 | 5607973.00 |
| 6035 | 2010.04.08 09:15 | sell | 2011 | 0.70 | 93.320 | 0.000 | 0.000 | ||
| 6036 | 2010.04.08 09:15 | modify | 2011 | 0.70 | 93.320 | 94.620 | 92.920 | ||
| 6037 | 2010.04.08 09:35 | close | 2011 | 0.70 | 93.182 | 94.620 | 92.920 | 9660.00 | 5617633.00 |
| 6038 | 2010.04.12 04:10 | sell | 2012 | 0.50 | 93.212 | 0.000 | 0.000 | ||
| 6039 | 2010.04.12 04:10 | modify | 2012 | 0.50 | 93.212 | 94.812 | 91.912 | ||
| 6040 | 2010.04.12 05:40 | buy | 2013 | 0.50 | 93.188 | 0.000 | 0.000 | ||
| 6041 | 2010.04.12 05:40 | modify | 2013 | 0.50 | 93.188 | 91.588 | 94.488 | ||
| 6042 | 2010.04.12 07:25 | close | 2012 | 0.50 | 93.059 | 94.812 | 91.912 | 7650.00 | 5625283.00 |
| 6043 | 2010.04.12 09:05 | close | 2013 | 0.50 | 93.243 | 91.588 | 94.488 | 2750.00 | 5628033.00 |
| 6044 | 2010.04.12 09:15 | sell | 2014 | 0.70 | 93.292 | 0.000 | 0.000 | ||
| 6045 | 2010.04.12 09:15 | modify | 2014 | 0.70 | 93.292 | 94.592 | 92.892 | ||
| 6046 | 2010.04.12 14:40 | close | 2014 | 0.70 | 93.436 | 94.592 | 92.892 | -10080.00 | 5617953.00 |
| 6047 | 2010.04.13 10:15 | sell | 2015 | 0.70 | 93.061 | 0.000 | 0.000 | ||
| 6048 | 2010.04.13 10:15 | modify | 2015 | 0.70 | 93.061 | 94.361 | 92.661 | ||
| 6049 | 2010.04.13 12:15 | close | 2015 | 0.70 | 92.969 | 94.361 | 92.661 | 6440.00 | 5624393.00 |
| 6050 | 2010.04.14 23:50 | sell | 2016 | 0.70 | 93.264 | 0.000 | 0.000 | ||
| 6051 | 2010.04.14 23:50 | modify | 2016 | 0.70 | 93.264 | 94.564 | 92.864 | ||
| 6052 | 2010.04.15 07:40 | close | 2016 | 0.70 | 93.363 | 94.564 | 92.864 | -9105.32 | 5615287.68 |
| 6053 | 2010.04.20 02:50 | sell | 2017 | 0.50 | 92.515 | 0.000 | 0.000 | ||
| 6054 | 2010.04.20 02:50 | modify | 2017 | 0.50 | 92.515 | 94.115 | 91.215 | ||
| 6055 | 2010.04.20 04:45 | buy | 2018 | 0.50 | 92.572 | 0.000 | 0.000 | ||
| 6056 | 2010.04.20 04:45 | modify | 2018 | 0.50 | 92.572 | 90.972 | 93.872 | ||
| 6057 | 2010.04.20 07:40 | close | 2018 | 0.50 | 92.664 | 90.972 | 93.872 | 4600.00 | 5619887.68 |
| 6058 | 2010.04.20 22:10 | close | 2017 | 0.50 | 93.156 | 94.115 | 91.215 | -32050.00 | 5587837.68 |
| 6059 | 2010.04.21 03:35 | buy | 2019 | 0.70 | 93.015 | 0.000 | 0.000 | ||
| 6060 | 2010.04.21 03:35 | modify | 2019 | 0.70 | 93.015 | 91.715 | 93.415 | ||
| 6061 | 2010.04.21 04:25 | close | 2019 | 0.70 | 93.122 | 91.715 | 93.415 | 7490.00 | 5595327.68 |
| 6062 | 2010.04.22 09:30 | sell | 2020 | 0.70 | 93.055 | 0.000 | 0.000 | ||
| 6063 | 2010.04.22 09:30 | modify | 2020 | 0.70 | 93.055 | 94.355 | 92.655 | ||
| 6064 | 2010.04.22 14:30 | close | 2020 | 0.70 | 92.914 | 94.355 | 92.655 | 9870.00 | 5605197.68 |
| 6065 | 2010.04.23 21:10 | buy | 2021 | 0.70 | 94.032 | 0.000 | 0.000 | ||
| 6066 | 2010.04.23 21:10 | modify | 2021 | 0.70 | 94.032 | 92.732 | 94.432 | ||
| 6067 | 2010.04.26 00:35 | close | 2021 | 0.70 | 94.107 | 92.732 | 94.432 | 5657.61 | 5610855.29 |
| 6068 | 2010.04.28 06:25 | sell | 2022 | 0.70 | 93.344 | 0.000 | 0.000 | ||
| 6069 | 2010.04.28 06:25 | modify | 2022 | 0.70 | 93.344 | 94.644 | 92.944 | ||
| 6070 | 2010.04.28 07:10 | close | 2022 | 0.70 | 93.239 | 94.644 | 92.944 | 7350.00 | 5618205.29 |
| 6071 | 2010.04.28 09:30 | sell | 2023 | 0.70 | 93.313 | 0.000 | 0.000 | ||
| 6072 | 2010.04.28 09:30 | modify | 2023 | 0.70 | 93.313 | 94.613 | 92.913 | ||
| 6073 | 2010.04.28 15:10 | sell | 2024 | 0.50 | 93.967 | 0.000 | 0.000 | ||
| 6074 | 2010.04.28 15:10 | modify | 2024 | 0.50 | 93.967 | 95.567 | 92.667 | ||
| 6075 | 2010.04.28 23:30 | close | 2023 | 0.70 | 94.076 | 94.613 | 92.913 | -53410.00 | 5564795.29 |
| 6076 | 2010.04.29 01:45 | close | 2024 | 0.50 | 93.928 | 95.567 | 92.667 | 382.82 | 5565178.10 |
| 6077 | 2010.04.29 01:45 | buy | 2025 | 0.70 | 93.921 | 0.000 | 0.000 | ||
| 6078 | 2010.04.29 01:45 | modify | 2025 | 0.70 | 93.921 | 92.621 | 94.321 | ||
| 6079 | 2010.04.29 02:25 | close | 2025 | 0.70 | 94.030 | 92.621 | 94.321 | 7630.00 | 5572808.10 |
| 6080 | 2010.04.29 03:55 | buy | 2026 | 0.40 | 93.922 | 0.000 | 0.000 | ||
| 6081 | 2010.04.29 03:55 | modify | 2026 | 0.40 | 93.922 | 91.572 | 94.972 | ||
| 6082 | 2010.04.29 15:05 | close | 2026 | 0.40 | 94.090 | 91.572 | 94.972 | 6720.00 | 5579528.10 |
| 6083 | 2010.04.30 16:15 | buy | 2027 | 0.70 | 94.194 | 0.000 | 0.000 | ||
| 6084 | 2010.04.30 16:15 | modify | 2027 | 0.70 | 94.194 | 92.894 | 94.594 | ||
| 6085 | 2010.04.30 16:45 | close | 2027 | 0.70 | 94.295 | 92.894 | 94.594 | 7070.00 | 5586598.10 |
| 6086 | 2010.05.05 00:05 | sell | 2028 | 0.70 | 94.608 | 0.000 | 0.000 | ||
| 6087 | 2010.05.05 00:05 | modify | 2028 | 0.70 | 94.608 | 95.908 | 94.208 | ||
| 6088 | 2010.05.05 06:45 | close | 2028 | 0.70 | 94.704 | 95.908 | 94.208 | -6720.00 | 5579878.10 |
| 6089 | 2010.05.06 12:00 | sell | 2029 | 0.70 | 93.885 | 0.000 | 0.000 | ||
| 6090 | 2010.05.06 12:00 | modify | 2029 | 0.70 | 93.885 | 95.185 | 93.485 | ||
| 6091 | 2010.05.06 12:30 | close | 2029 | 0.70 | 93.701 | 95.185 | 93.485 | 12880.00 | 5592758.10 |
| 6092 | 2010.05.07 04:00 | sell | 2030 | 0.70 | 91.571 | 0.000 | 0.000 | ||
| 6093 | 2010.05.07 04:00 | modify | 2030 | 0.70 | 91.571 | 92.871 | 91.171 | ||
| 6094 | 2010.05.07 06:30 | sell | 2031 | 0.50 | 92.441 | 0.000 | 0.000 | ||
| 6095 | 2010.05.07 06:30 | modify | 2031 | 0.50 | 92.441 | 94.041 | 91.141 | ||
| 6096 | 2010.05.07 07:45 | close | 2030 | 0.70 | 92.115 | 92.871 | 91.171 | -38080.00 | 5554678.10 |
| 6097 | 2010.05.07 10:00 | close | 2031 | 0.50 | 91.581 | 94.041 | 91.141 | 43000.00 | 5597678.10 |
| 6098 | 2010.05.07 12:30 | buy | 2032 | 0.50 | 92.065 | 0.000 | 0.000 | ||
| 6099 | 2010.05.07 12:30 | modify | 2032 | 0.50 | 92.065 | 90.465 | 93.365 | ||
| 6100 | 2010.05.07 13:15 | sell | 2033 | 0.50 | 92.200 | 0.000 | 0.000 | ||
| 6101 | 2010.05.07 13:15 | modify | 2033 | 0.50 | 92.200 | 93.800 | 90.900 | ||
| 6102 | 2010.05.07 13:50 | close | 2032 | 0.50 | 92.347 | 90.465 | 93.365 | 14100.00 | 5611778.10 |
| 6103 | 2010.05.07 15:40 | buy | 2034 | 0.50 | 92.338 | 0.000 | 0.000 | ||
| 6104 | 2010.05.07 15:40 | modify | 2034 | 0.50 | 92.338 | 90.738 | 93.638 | ||
| 6105 | 2010.05.07 16:30 | close | 2033 | 0.50 | 91.918 | 93.800 | 90.900 | 14100.00 | 5625878.10 |
| 6106 | 2010.05.07 17:25 | buy | 2035 | 0.40 | 91.356 | 0.000 | 0.000 | ||
| 6107 | 2010.05.07 17:25 | modify | 2035 | 0.40 | 91.356 | 89.006 | 92.406 | ||
| 6108 | 2010.05.07 20:35 | sell | 2036 | 0.50 | 91.830 | 0.000 | 0.000 | ||
| 6109 | 2010.05.07 20:35 | modify | 2036 | 0.50 | 91.830 | 93.430 | 90.530 | ||
| 6110 | 2010.05.07 22:00 | close | 2036 | 0.50 | 91.471 | 93.430 | 90.530 | 17950.00 | 5643828.10 |
| 6111 | 2010.05.10 00:00 | close | 2035 | 0.40 | 92.362 | 89.006 | 92.406 | 40468.97 | 5684297.08 |
| 6112 | 2010.05.10 00:05 | close | 2034 | 0.50 | 92.380 | 90.738 | 93.638 | 2386.21 | 5686683.29 |
| 6113 | 2010.05.10 03:05 | buy | 2037 | 0.50 | 91.878 | 0.000 | 0.000 | ||
| 6114 | 2010.05.10 03:05 | modify | 2037 | 0.50 | 91.878 | 90.278 | 93.178 | ||
| 6115 | 2010.05.10 04:05 | close | 2037 | 0.50 | 92.480 | 90.278 | 93.178 | 30100.00 | 5716783.29 |
| 6116 | 2010.05.10 04:20 | sell | 2038 | 0.40 | 92.565 | 0.000 | 0.000 | ||
| 6117 | 2010.05.10 04:20 | modify | 2038 | 0.40 | 92.565 | 94.915 | 91.515 | ||
| 6118 | 2010.05.10 06:10 | buy | 2039 | 0.50 | 92.597 | 0.000 | 0.000 | ||
| 6119 | 2010.05.10 06:10 | modify | 2039 | 0.50 | 92.597 | 90.997 | 93.897 | ||
| 6120 | 2010.05.10 08:55 | close | 2039 | 0.50 | 92.727 | 90.997 | 93.897 | 6500.00 | 5723283.29 |
| 6121 | 2010.05.10 08:55 | sell | 2040 | 0.50 | 92.726 | 0.000 | 0.000 | ||
| 6122 | 2010.05.10 08:55 | modify | 2040 | 0.50 | 92.726 | 94.326 | 91.426 | ||
| 6123 | 2010.05.10 16:05 | close | 2040 | 0.50 | 92.924 | 94.326 | 91.426 | -9900.00 | 5713383.29 |
| 6124 | 2010.05.10 16:05 | buy | 2041 | 0.70 | 92.925 | 0.000 | 0.000 | ||
| 6125 | 2010.05.10 16:05 | modify | 2041 | 0.70 | 92.925 | 91.625 | 93.325 | ||
| 6126 | 2010.05.10 16:25 | close | 2041 | 0.70 | 93.104 | 91.625 | 93.325 | 12530.00 | 5725913.29 |
| 6127 | 2010.05.10 20:00 | buy | 2042 | 0.50 | 93.266 | 0.000 | 0.000 | ||
| 6128 | 2010.05.10 20:00 | modify | 2042 | 0.50 | 93.266 | 91.666 | 94.566 | ||
| 6129 | 2010.05.11 00:20 | close | 2042 | 0.50 | 93.336 | 91.666 | 94.566 | 3788.93 | 5729702.22 |
| 6130 | 2010.05.11 02:05 | buy | 2043 | 0.70 | 93.164 | 0.000 | 0.000 | ||
| 6131 | 2010.05.11 02:05 | modify | 2043 | 0.70 | 93.164 | 91.864 | 93.564 | ||
| 6132 | 2010.05.11 03:10 | close | 2038 | 0.40 | 92.856 | 94.915 | 91.515 | -12054.60 | 5717647.61 |
| 6133 | 2010.05.11 04:30 | close | 2043 | 0.70 | 93.226 | 91.864 | 93.564 | 4340.00 | 5721987.61 |
| 6134 | 2010.05.11 10:35 | sell | 2044 | 0.50 | 92.597 | 0.000 | 0.000 | ||
| 6135 | 2010.05.11 10:35 | modify | 2044 | 0.50 | 92.597 | 94.197 | 91.297 | ||
| 6136 | 2010.05.11 12:35 | close | 2044 | 0.50 | 92.272 | 94.197 | 91.297 | 16250.00 | 5738237.61 |
| 6137 | 2010.05.11 13:05 | buy | 2045 | 0.50 | 92.326 | 0.000 | 0.000 | ||
| 6138 | 2010.05.11 13:05 | modify | 2045 | 0.50 | 92.326 | 90.726 | 93.626 | ||
| 6139 | 2010.05.11 15:10 | close | 2045 | 0.50 | 92.577 | 90.726 | 93.626 | 12550.00 | 5750787.61 |
| 6140 | 2010.05.11 15:10 | sell | 2046 | 0.50 | 92.576 | 0.000 | 0.000 | ||
| 6141 | 2010.05.11 15:10 | modify | 2046 | 0.50 | 92.576 | 94.176 | 91.276 | ||
| 6142 | 2010.05.11 18:00 | buy | 2047 | 0.50 | 92.677 | 0.000 | 0.000 | ||
| 6143 | 2010.05.11 18:00 | modify | 2047 | 0.50 | 92.677 | 91.077 | 93.977 | ||
| 6144 | 2010.05.11 19:50 | close | 2047 | 0.50 | 93.074 | 91.077 | 93.977 | 19850.00 | 5770637.61 |
| 6145 | 2010.05.11 21:15 | buy | 2048 | 0.50 | 92.981 | 0.000 | 0.000 | ||
| 6146 | 2010.05.11 21:15 | modify | 2048 | 0.50 | 92.981 | 91.381 | 94.281 | ||
| 6147 | 2010.05.11 21:40 | close | 2046 | 0.50 | 92.773 | 94.176 | 91.276 | -9850.00 | 5760787.61 |
| 6148 | 2010.05.12 03:00 | close | 2048 | 0.50 | 92.805 | 91.381 | 94.281 | -8513.05 | 5752274.56 |
| 6149 | 2010.05.12 18:30 | buy | 2049 | 0.70 | 92.846 | 0.000 | 0.000 | ||
| 6150 | 2010.05.12 18:30 | modify | 2049 | 0.70 | 92.846 | 91.546 | 93.246 | ||