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 |
| 6151 | 2010.05.12 19:00 | close | 2049 | 0.70 | 92.955 | 91.546 | 93.246 | 7630.00 | 5759904.56 |
| 6152 | 2010.05.13 19:05 | buy | 2050 | 0.50 | 92.682 | 0.000 | 0.000 | ||
| 6153 | 2010.05.13 19:05 | modify | 2050 | 0.50 | 92.682 | 91.082 | 93.982 | ||
| 6154 | 2010.05.13 20:20 | close | 2050 | 0.50 | 92.928 | 91.082 | 93.982 | 12300.00 | 5772204.56 |
| 6155 | 2010.05.14 00:30 | buy | 2051 | 0.50 | 92.645 | 0.000 | 0.000 | ||
| 6156 | 2010.05.14 00:30 | modify | 2051 | 0.50 | 92.645 | 91.045 | 93.945 | ||
| 6157 | 2010.05.14 01:05 | sell | 2052 | 0.50 | 92.724 | 0.000 | 0.000 | ||
| 6158 | 2010.05.14 01:05 | modify | 2052 | 0.50 | 92.724 | 94.324 | 91.424 | ||
| 6159 | 2010.05.14 03:00 | close | 2052 | 0.50 | 92.619 | 94.324 | 91.424 | 5250.00 | 5777454.56 |
| 6160 | 2010.05.14 07:35 | close | 2051 | 0.50 | 92.898 | 91.045 | 93.945 | 12650.00 | 5790104.56 |
| 6161 | 2010.05.14 23:00 | sell | 2053 | 0.70 | 92.329 | 0.000 | 0.000 | ||
| 6162 | 2010.05.14 23:00 | modify | 2053 | 0.70 | 92.329 | 93.629 | 91.929 | ||
| 6163 | 2010.05.17 02:25 | close | 2053 | 0.70 | 92.242 | 93.629 | 91.929 | 5372.62 | 5795477.17 |
| 6164 | 2010.05.17 02:45 | buy | 2054 | 0.50 | 92.222 | 0.000 | 0.000 | ||
| 6165 | 2010.05.17 02:45 | modify | 2054 | 0.50 | 92.222 | 90.622 | 93.522 | ||
| 6166 | 2010.05.17 09:10 | close | 2054 | 0.50 | 92.082 | 90.622 | 93.522 | -7000.00 | 5788477.17 |
| 6167 | 2010.05.17 23:50 | sell | 2055 | 0.50 | 92.572 | 0.000 | 0.000 | ||
| 6168 | 2010.05.17 23:50 | modify | 2055 | 0.50 | 92.572 | 94.172 | 91.272 | ||
| 6169 | 2010.05.18 02:10 | close | 2055 | 0.50 | 92.450 | 94.172 | 91.272 | 5585.61 | 5794062.78 |
| 6170 | 2010.05.18 17:00 | buy | 2056 | 0.70 | 92.605 | 0.000 | 0.000 | ||
| 6171 | 2010.05.18 17:00 | modify | 2056 | 0.70 | 92.605 | 91.305 | 93.005 | ||
| 6172 | 2010.05.19 06:20 | close | 2056 | 0.70 | 92.020 | 91.305 | 93.005 | -40550.05 | 5753512.73 |
| 6173 | 2010.05.19 15:15 | sell | 2057 | 0.70 | 91.667 | 0.000 | 0.000 | ||
| 6174 | 2010.05.19 15:15 | modify | 2057 | 0.70 | 91.667 | 92.967 | 91.267 | ||
| 6175 | 2010.05.19 15:35 | close | 2057 | 0.70 | 91.560 | 92.967 | 91.267 | 7490.00 | 5761002.73 |
| 6176 | 2010.05.20 02:30 | buy | 2058 | 0.50 | 91.578 | 0.000 | 0.000 | ||
| 6177 | 2010.05.20 02:30 | modify | 2058 | 0.50 | 91.578 | 89.978 | 92.878 | ||
| 6178 | 2010.05.20 02:50 | sell | 2059 | 0.50 | 91.721 | 0.000 | 0.000 | ||
| 6179 | 2010.05.20 02:50 | modify | 2059 | 0.50 | 91.721 | 93.321 | 90.421 | ||
| 6180 | 2010.05.20 03:40 | close | 2058 | 0.50 | 91.861 | 89.978 | 92.878 | 14150.00 | 5775152.73 |
| 6181 | 2010.05.20 08:10 | close | 2059 | 0.50 | 91.631 | 93.321 | 90.421 | 4500.00 | 5779652.73 |
| 6182 | 2010.05.21 02:55 | sell | 2060 | 0.70 | 89.925 | 0.000 | 0.000 | ||
| 6183 | 2010.05.21 02:55 | modify | 2060 | 0.70 | 89.925 | 91.225 | 89.525 | ||
| 6184 | 2010.05.21 05:20 | sell | 2061 | 0.40 | 90.219 | 0.000 | 0.000 | ||
| 6185 | 2010.05.21 05:20 | modify | 2061 | 0.40 | 90.219 | 92.569 | 89.169 | ||
| 6186 | 2010.05.21 07:45 | close | 2060 | 0.70 | 89.988 | 91.225 | 89.525 | -4410.00 | 5775242.73 |
| 6187 | 2010.05.21 14:35 | close | 2061 | 0.40 | 89.380 | 92.569 | 89.169 | 33560.00 | 5808802.73 |
| 6188 | 2010.05.21 14:50 | buy | 2062 | 0.40 | 89.503 | 0.000 | 0.000 | ||
| 6189 | 2010.05.21 14:50 | modify | 2062 | 0.40 | 89.503 | 87.153 | 90.553 | ||
| 6190 | 2010.05.21 17:40 | sell | 2063 | 0.50 | 89.937 | 0.000 | 0.000 | ||
| 6191 | 2010.05.21 17:40 | modify | 2063 | 0.50 | 89.937 | 91.537 | 88.637 | ||
| 6192 | 2010.05.21 18:50 | close | 2062 | 0.40 | 90.275 | 87.153 | 90.553 | 30880.00 | 5839682.73 |
| 6193 | 2010.05.24 03:35 | close | 2063 | 0.50 | 89.968 | 91.537 | 88.637 | -2051.76 | 5837630.98 |
| 6194 | 2010.05.24 05:50 | sell | 2064 | 0.50 | 90.200 | 0.000 | 0.000 | ||
| 6195 | 2010.05.24 05:50 | modify | 2064 | 0.50 | 90.200 | 91.800 | 88.900 | ||
| 6196 | 2010.05.24 08:50 | buy | 2065 | 0.50 | 90.139 | 0.000 | 0.000 | ||
| 6197 | 2010.05.24 08:50 | modify | 2065 | 0.50 | 90.139 | 88.539 | 91.439 | ||
| 6198 | 2010.05.24 09:20 | close | 2065 | 0.50 | 90.296 | 88.539 | 91.439 | 7850.00 | 5845480.98 |
| 6199 | 2010.05.24 11:20 | close | 2064 | 0.50 | 90.043 | 91.800 | 88.900 | 7850.00 | 5853330.98 |
| 6200 | 2010.05.26 04:25 | buy | 2066 | 0.70 | 90.035 | 0.000 | 0.000 | ||
| 6201 | 2010.05.26 04:25 | modify | 2066 | 0.70 | 90.035 | 88.735 | 90.435 | ||
| 6202 | 2010.05.26 04:45 | close | 2066 | 0.70 | 90.135 | 88.735 | 90.435 | 7000.00 | 5860330.98 |
| 6203 | 2010.05.26 08:20 | buy | 2067 | 0.50 | 90.200 | 0.000 | 0.000 | ||
| 6204 | 2010.05.26 08:20 | modify | 2067 | 0.50 | 90.200 | 88.600 | 91.500 | ||
| 6205 | 2010.05.26 14:30 | close | 2067 | 0.50 | 90.364 | 88.600 | 91.500 | 8200.00 | 5868530.98 |
| 6206 | 2010.05.31 09:40 | buy | 2068 | 0.50 | 91.435 | 0.000 | 0.000 | ||
| 6207 | 2010.05.31 09:40 | modify | 2068 | 0.50 | 91.435 | 89.835 | 92.735 | ||
| 6208 | 2010.05.31 12:55 | close | 2068 | 0.50 | 91.556 | 89.835 | 92.735 | 6050.00 | 5874580.98 |
| 6209 | 2010.05.31 23:20 | sell | 2069 | 0.70 | 91.274 | 0.000 | 0.000 | ||
| 6210 | 2010.05.31 23:20 | modify | 2069 | 0.70 | 91.274 | 92.574 | 90.874 | ||
| 6211 | 2010.06.01 02:20 | close | 2069 | 0.70 | 91.164 | 92.574 | 90.874 | 6990.15 | 5881571.13 |
| 6212 | 2010.06.01 08:15 | sell | 2070 | 0.70 | 91.205 | 0.000 | 0.000 | ||
| 6213 | 2010.06.01 08:15 | modify | 2070 | 0.70 | 91.205 | 92.505 | 90.805 | ||
| 6214 | 2010.06.01 10:05 | close | 2070 | 0.70 | 91.025 | 92.505 | 90.805 | 12600.00 | 5894171.13 |
| 6215 | 2010.06.03 03:05 | buy | 2071 | 0.70 | 92.071 | 0.000 | 0.000 | ||
| 6216 | 2010.06.03 03:05 | modify | 2071 | 0.70 | 92.071 | 90.771 | 92.471 | ||
| 6217 | 2010.06.03 04:05 | close | 2071 | 0.70 | 92.250 | 90.771 | 92.471 | 12530.00 | 5906701.13 |
| 6218 | 2010.06.04 23:15 | sell | 2072 | 0.70 | 91.939 | 0.000 | 0.000 | ||
| 6219 | 2010.06.04 23:15 | modify | 2072 | 0.70 | 91.939 | 93.239 | 91.539 | ||
| 6220 | 2010.06.07 00:00 | close | 2072 | 0.70 | 91.795 | 93.239 | 91.539 | 9366.38 | 5916067.51 |
| 6221 | 2010.06.07 12:00 | sell | 2073 | 0.70 | 91.689 | 0.000 | 0.000 | ||
| 6222 | 2010.06.07 12:00 | modify | 2073 | 0.70 | 91.689 | 92.989 | 91.289 | ||
| 6223 | 2010.06.07 14:05 | sell | 2074 | 0.50 | 91.955 | 0.000 | 0.000 | ||
| 6224 | 2010.06.07 14:05 | modify | 2074 | 0.50 | 91.955 | 93.555 | 90.655 | ||
| 6225 | 2010.06.07 14:55 | buy | 2075 | 0.50 | 91.801 | 0.000 | 0.000 | ||
| 6226 | 2010.06.07 14:55 | modify | 2075 | 0.50 | 91.801 | 90.201 | 93.101 | ||
| 6227 | 2010.06.07 15:25 | close | 2075 | 0.50 | 92.044 | 90.201 | 93.101 | 12150.00 | 5928217.51 |
| 6228 | 2010.06.07 16:20 | close | 2073 | 0.70 | 91.772 | 92.989 | 91.289 | -5810.00 | 5922407.51 |
| 6229 | 2010.06.07 16:45 | close | 2074 | 0.50 | 91.686 | 93.555 | 90.655 | 13450.00 | 5935857.51 |
| 6230 | 2010.06.07 20:30 | sell | 2076 | 0.50 | 92.013 | 0.000 | 0.000 | ||
| 6231 | 2010.06.07 20:30 | modify | 2076 | 0.50 | 92.013 | 93.613 | 90.713 | ||
| 6232 | 2010.06.07 20:50 | buy | 2077 | 0.50 | 91.848 | 0.000 | 0.000 | ||
| 6233 | 2010.06.07 20:50 | modify | 2077 | 0.50 | 91.848 | 90.248 | 93.148 | ||
| 6234 | 2010.06.07 21:45 | close | 2076 | 0.50 | 91.726 | 93.613 | 90.713 | 14350.00 | 5950207.51 |
| 6235 | 2010.06.08 02:35 | close | 2077 | 0.50 | 91.644 | 90.248 | 93.148 | -9916.99 | 5940290.53 |
| 6236 | 2010.06.08 03:25 | sell | 2078 | 0.50 | 91.665 | 0.000 | 0.000 | ||
| 6237 | 2010.06.08 03:25 | modify | 2078 | 0.50 | 91.665 | 93.265 | 90.365 | ||
| 6238 | 2010.06.08 11:20 | close | 2078 | 0.50 | 91.589 | 93.265 | 90.365 | 3800.00 | 5944090.53 |
| 6239 | 2010.06.08 22:40 | sell | 2079 | 0.50 | 91.356 | 0.000 | 0.000 | ||
| 6240 | 2010.06.08 22:40 | modify | 2079 | 0.50 | 91.356 | 92.956 | 90.056 | ||
| 6241 | 2010.06.09 02:50 | close | 2079 | 0.50 | 91.373 | 92.956 | 90.056 | -1358.07 | 5942732.45 |
| 6242 | 2010.06.15 19:15 | sell | 2080 | 0.70 | 91.380 | 0.000 | 0.000 | ||
| 6243 | 2010.06.15 19:15 | modify | 2080 | 0.70 | 91.380 | 92.680 | 90.980 | ||
| 6244 | 2010.06.16 04:55 | close | 2080 | 0.70 | 91.534 | 92.680 | 90.980 | -11491.36 | 5931241.09 |
| 6245 | 2010.06.17 22:50 | sell | 2081 | 0.70 | 90.921 | 0.000 | 0.000 | ||
| 6246 | 2010.06.17 22:50 | modify | 2081 | 0.70 | 90.921 | 92.221 | 90.521 | ||
| 6247 | 2010.06.18 00:50 | close | 2081 | 0.70 | 90.933 | 92.221 | 90.521 | -1547.82 | 5929693.27 |
| 6248 | 2010.06.21 19:50 | buy | 2082 | 0.70 | 91.034 | 0.000 | 0.000 | ||
| 6249 | 2010.06.21 19:50 | modify | 2082 | 0.70 | 91.034 | 89.734 | 91.434 | ||
| 6250 | 2010.06.21 23:30 | close | 2082 | 0.70 | 91.053 | 89.734 | 91.434 | 1330.00 | 5931023.27 |
| 6251 | 2010.06.24 20:50 | sell | 2083 | 0.70 | 89.583 | 0.000 | 0.000 | ||
| 6252 | 2010.06.24 20:50 | modify | 2083 | 0.70 | 89.583 | 90.883 | 89.183 | ||
| 6253 | 2010.06.24 22:25 | close | 2083 | 0.70 | 89.407 | 90.883 | 89.183 | 12320.00 | 5943343.27 |
| 6254 | 2010.06.24 23:40 | sell | 2084 | 0.50 | 89.562 | 0.000 | 0.000 | ||
| 6255 | 2010.06.24 23:40 | modify | 2084 | 0.50 | 89.562 | 91.162 | 88.262 | ||
| 6256 | 2010.06.25 07:00 | close | 2084 | 0.50 | 89.518 | 91.162 | 88.262 | 1702.16 | 5945045.43 |
| 6257 | 2010.06.30 02:05 | sell | 2085 | 0.70 | 88.680 | 0.000 | 0.000 | ||
| 6258 | 2010.06.30 02:05 | modify | 2085 | 0.70 | 88.680 | 89.980 | 88.280 | ||
| 6259 | 2010.06.30 03:30 | close | 2085 | 0.70 | 88.567 | 89.980 | 88.280 | 7910.00 | 5952955.43 |
| 6260 | 2010.07.02 01:05 | sell | 2086 | 0.70 | 87.802 | 0.000 | 0.000 | ||
| 6261 | 2010.07.02 01:05 | modify | 2086 | 0.70 | 87.802 | 89.102 | 87.402 | ||
| 6262 | 2010.07.02 01:25 | close | 2086 | 0.70 | 87.644 | 89.102 | 87.402 | 11060.00 | 5964015.43 |
| 6263 | 2010.07.02 04:45 | sell | 2087 | 0.50 | 88.015 | 0.000 | 0.000 | ||
| 6264 | 2010.07.02 04:45 | modify | 2087 | 0.50 | 88.015 | 89.615 | 86.715 | ||
| 6265 | 2010.07.02 08:00 | buy | 2088 | 0.50 | 87.944 | 0.000 | 0.000 | ||
| 6266 | 2010.07.02 08:00 | modify | 2088 | 0.50 | 87.944 | 86.344 | 89.244 | ||
| 6267 | 2010.07.02 10:40 | close | 2087 | 0.50 | 87.874 | 89.615 | 86.715 | 7050.00 | 5971065.43 |
| 6268 | 2010.07.02 16:35 | close | 2088 | 0.50 | 87.817 | 86.344 | 89.244 | -6350.00 | 5964715.43 |
| 6269 | 2010.07.08 11:25 | buy | 2089 | 0.70 | 88.185 | 0.000 | 0.000 | ||
| 6270 | 2010.07.08 11:25 | modify | 2089 | 0.70 | 88.185 | 86.885 | 88.585 | ||
| 6271 | 2010.07.08 16:00 | close | 2089 | 0.70 | 88.321 | 86.885 | 88.585 | 9520.00 | 5974235.43 |
| 6272 | 2010.07.08 21:25 | buy | 2090 | 0.70 | 88.313 | 0.000 | 0.000 | ||
| 6273 | 2010.07.08 21:25 | modify | 2090 | 0.70 | 88.313 | 87.013 | 88.713 | ||
| 6274 | 2010.07.09 00:20 | close | 2090 | 0.70 | 88.462 | 87.013 | 88.713 | 10813.11 | 5985048.53 |
| 6275 | 2010.07.12 08:05 | buy | 2091 | 0.70 | 89.011 | 0.000 | 0.000 | ||
| 6276 | 2010.07.12 08:05 | modify | 2091 | 0.70 | 89.011 | 87.711 | 89.411 | ||
| 6277 | 2010.07.12 11:20 | close | 2091 | 0.70 | 88.927 | 87.711 | 89.411 | -5880.00 | 5979168.53 |
| 6278 | 2010.07.12 12:40 | buy | 2092 | 0.50 | 88.675 | 0.000 | 0.000 | ||
| 6279 | 2010.07.12 12:40 | modify | 2092 | 0.50 | 88.675 | 87.075 | 89.975 | ||
| 6280 | 2010.07.12 17:05 | close | 2092 | 0.50 | 88.697 | 87.075 | 89.975 | 1100.00 | 5980268.53 |
| 6281 | 2010.07.12 20:55 | sell | 2093 | 0.50 | 88.618 | 0.000 | 0.000 | ||
| 6282 | 2010.07.12 20:55 | modify | 2093 | 0.50 | 88.618 | 90.218 | 87.318 | ||
| 6283 | 2010.07.13 06:20 | close | 2093 | 0.50 | 88.563 | 90.218 | 87.318 | 2257.72 | 5982526.25 |
| 6284 | 2010.07.14 12:35 | buy | 2094 | 0.70 | 88.744 | 0.000 | 0.000 | ||
| 6285 | 2010.07.14 12:35 | modify | 2094 | 0.70 | 88.744 | 87.444 | 89.144 | ||
| 6286 | 2010.07.14 18:50 | close | 2094 | 0.70 | 88.623 | 87.444 | 89.144 | -8470.00 | 5974056.25 |
| 6287 | 2010.07.15 14:55 | sell | 2095 | 0.70 | 88.239 | 0.000 | 0.000 | ||
| 6288 | 2010.07.15 14:55 | modify | 2095 | 0.70 | 88.239 | 89.539 | 87.839 | ||
| 6289 | 2010.07.15 15:05 | close | 2095 | 0.70 | 88.134 | 89.539 | 87.839 | 7350.00 | 5981406.25 |
| 6290 | 2010.07.16 04:05 | buy | 2096 | 0.50 | 87.390 | 0.000 | 0.000 | ||
| 6291 | 2010.07.16 04:05 | modify | 2096 | 0.50 | 87.390 | 85.790 | 88.690 | ||
| 6292 | 2010.07.16 09:30 | sell | 2097 | 0.70 | 87.224 | 0.000 | 0.000 | ||
| 6293 | 2010.07.16 09:30 | modify | 2097 | 0.70 | 87.224 | 88.524 | 86.824 | ||
| 6294 | 2010.07.16 10:05 | close | 2096 | 0.50 | 87.299 | 85.790 | 88.690 | -4550.00 | 5976856.25 |
| 6295 | 2010.07.16 11:20 | close | 2097 | 0.70 | 87.117 | 88.524 | 86.824 | 7490.00 | 5984346.25 |
| 6296 | 2010.07.16 20:40 | sell | 2098 | 0.70 | 86.805 | 0.000 | 0.000 | ||
| 6297 | 2010.07.16 20:40 | modify | 2098 | 0.70 | 86.805 | 88.105 | 86.405 | ||
| 6298 | 2010.07.16 21:05 | close | 2098 | 0.70 | 86.704 | 88.105 | 86.405 | 7070.00 | 5991416.25 |
| 6299 | 2010.07.16 23:10 | sell | 2099 | 0.50 | 86.718 | 0.000 | 0.000 | ||
| 6300 | 2010.07.16 23:10 | modify | 2099 | 0.50 | 86.718 | 88.318 | 85.418 | ||