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 |
| 6301 | 2010.07.19 00:00 | close | 2099 | 0.50 | 86.539 | 88.318 | 85.418 | 8469.53 | 5999885.78 |
| 6302 | 2010.07.19 03:05 | sell | 2100 | 0.50 | 86.686 | 0.000 | 0.000 | ||
| 6303 | 2010.07.19 03:05 | modify | 2100 | 0.50 | 86.686 | 88.286 | 85.386 | ||
| 6304 | 2010.07.19 09:20 | close | 2100 | 0.50 | 86.616 | 88.286 | 85.386 | 3500.00 | 6003385.78 |
| 6305 | 2010.07.19 17:10 | buy | 2101 | 0.70 | 86.843 | 0.000 | 0.000 | ||
| 6306 | 2010.07.19 17:10 | modify | 2101 | 0.70 | 86.843 | 85.543 | 87.243 | ||
| 6307 | 2010.07.20 03:25 | close | 2101 | 0.70 | 86.834 | 85.543 | 87.243 | -254.08 | 6003131.70 |
| 6308 | 2010.07.21 01:50 | buy | 2102 | 0.70 | 87.288 | 0.000 | 0.000 | ||
| 6309 | 2010.07.21 01:50 | modify | 2102 | 0.70 | 87.288 | 85.988 | 87.688 | ||
| 6310 | 2010.07.21 02:35 | close | 2102 | 0.70 | 87.388 | 85.988 | 87.688 | 7000.00 | 6010131.70 |
| 6311 | 2010.07.21 06:30 | buy | 2103 | 0.70 | 87.170 | 0.000 | 0.000 | ||
| 6312 | 2010.07.21 06:30 | modify | 2103 | 0.70 | 87.170 | 85.870 | 87.570 | ||
| 6313 | 2010.07.21 15:40 | close | 2103 | 0.70 | 87.135 | 85.870 | 87.570 | -2450.00 | 6007681.70 |
| 6314 | 2010.07.22 12:00 | sell | 2104 | 0.70 | 86.679 | 0.000 | 0.000 | ||
| 6315 | 2010.07.22 12:00 | modify | 2104 | 0.70 | 86.679 | 87.979 | 86.279 | ||
| 6316 | 2010.07.22 15:30 | buy | 2105 | 0.50 | 86.768 | 0.000 | 0.000 | ||
| 6317 | 2010.07.22 15:30 | modify | 2105 | 0.50 | 86.768 | 85.168 | 88.068 | ||
| 6318 | 2010.07.22 15:40 | close | 2104 | 0.70 | 86.646 | 87.979 | 86.279 | 2310.00 | 6009991.70 |
| 6319 | 2010.07.22 17:05 | close | 2105 | 0.50 | 87.030 | 85.168 | 88.068 | 13100.00 | 6023091.70 |
| 6320 | 2010.07.22 22:40 | buy | 2106 | 0.50 | 86.922 | 0.000 | 0.000 | ||
| 6321 | 2010.07.22 22:40 | modify | 2106 | 0.50 | 86.922 | 85.322 | 88.222 | ||
| 6322 | 2010.07.23 00:40 | close | 2106 | 0.50 | 87.042 | 85.322 | 88.222 | 6269.28 | 6029360.98 |
| 6323 | 2010.07.23 03:20 | buy | 2107 | 0.50 | 87.090 | 0.000 | 0.000 | ||
| 6324 | 2010.07.23 03:20 | modify | 2107 | 0.50 | 87.090 | 85.490 | 88.390 | ||
| 6325 | 2010.07.23 04:15 | buy | 2108 | 0.70 | 86.924 | 0.000 | 0.000 | ||
| 6326 | 2010.07.23 04:15 | modify | 2108 | 0.70 | 86.924 | 85.624 | 87.324 | ||
| 6327 | 2010.07.23 07:25 | close | 2108 | 0.70 | 86.898 | 85.624 | 87.324 | -1820.00 | 6027540.98 |
| 6328 | 2010.07.23 08:15 | close | 2107 | 0.50 | 86.970 | 85.490 | 88.390 | -6000.00 | 6021540.98 |
| 6329 | 2010.07.26 08:10 | buy | 2109 | 0.70 | 87.530 | 0.000 | 0.000 | ||
| 6330 | 2010.07.26 08:10 | modify | 2109 | 0.70 | 87.530 | 86.230 | 87.930 | ||
| 6331 | 2010.07.26 16:10 | close | 2109 | 0.70 | 87.100 | 86.230 | 87.930 | -30100.00 | 5991440.98 |
| 6332 | 2010.07.26 16:20 | sell | 2110 | 0.70 | 87.172 | 0.000 | 0.000 | ||
| 6333 | 2010.07.26 16:20 | modify | 2110 | 0.70 | 87.172 | 88.472 | 86.772 | ||
| 6334 | 2010.07.26 17:05 | sell | 2111 | 0.50 | 87.325 | 0.000 | 0.000 | ||
| 6335 | 2010.07.26 17:05 | modify | 2111 | 0.50 | 87.325 | 88.925 | 86.025 | ||
| 6336 | 2010.07.26 19:05 | close | 2110 | 0.70 | 87.116 | 88.472 | 86.772 | 3920.00 | 5995360.98 |
| 6337 | 2010.07.26 19:25 | close | 2111 | 0.50 | 87.026 | 88.925 | 86.025 | 14950.00 | 6010310.98 |
| 6338 | 2010.07.26 21:50 | buy | 2112 | 0.50 | 86.895 | 0.000 | 0.000 | ||
| 6339 | 2010.07.26 21:50 | modify | 2112 | 0.50 | 86.895 | 85.295 | 88.195 | ||
| 6340 | 2010.07.27 00:40 | close | 2112 | 0.50 | 86.986 | 85.295 | 88.195 | 4819.11 | 6015130.08 |
| 6341 | 2010.07.27 00:40 | sell | 2113 | 0.70 | 86.988 | 0.000 | 0.000 | ||
| 6342 | 2010.07.27 00:40 | modify | 2113 | 0.70 | 86.988 | 88.288 | 86.588 | ||
| 6343 | 2010.07.27 03:05 | close | 2113 | 0.70 | 86.895 | 88.288 | 86.588 | 6510.00 | 6021640.08 |
| 6344 | 2010.07.28 01:25 | buy | 2114 | 0.70 | 87.794 | 0.000 | 0.000 | ||
| 6345 | 2010.07.28 01:25 | modify | 2114 | 0.70 | 87.794 | 86.494 | 88.194 | ||
| 6346 | 2010.07.28 06:30 | close | 2114 | 0.70 | 87.826 | 86.494 | 88.194 | 2240.00 | 6023880.08 |
| 6347 | 2010.07.28 09:55 | sell | 2115 | 0.40 | 88.005 | 0.000 | 0.000 | ||
| 6348 | 2010.07.28 09:55 | modify | 2115 | 0.40 | 88.005 | 90.355 | 86.955 | ||
| 6349 | 2010.07.28 13:05 | buy | 2116 | 0.70 | 87.811 | 0.000 | 0.000 | ||
| 6350 | 2010.07.28 13:05 | modify | 2116 | 0.70 | 87.811 | 86.511 | 88.211 | ||
| 6351 | 2010.07.28 13:25 | close | 2115 | 0.40 | 87.751 | 90.355 | 86.955 | 10160.00 | 6034040.08 |
| 6352 | 2010.07.28 19:40 | close | 2116 | 0.70 | 87.690 | 86.511 | 88.211 | -8470.00 | 6025570.08 |
| 6353 | 2010.07.29 03:15 | buy | 2117 | 0.50 | 87.399 | 0.000 | 0.000 | ||
| 6354 | 2010.07.29 03:15 | modify | 2117 | 0.50 | 87.399 | 85.799 | 88.699 | ||
| 6355 | 2010.07.29 09:25 | close | 2117 | 0.50 | 87.282 | 85.799 | 88.699 | -5850.00 | 6019720.08 |
| 6356 | 2010.07.29 09:30 | sell | 2118 | 0.70 | 87.347 | 0.000 | 0.000 | ||
| 6357 | 2010.07.29 09:30 | modify | 2118 | 0.70 | 87.347 | 88.647 | 86.947 | ||
| 6358 | 2010.07.29 11:35 | close | 2118 | 0.70 | 87.187 | 88.647 | 86.947 | 11200.00 | 6030920.08 |
| 6359 | 2010.08.02 15:05 | buy | 2119 | 0.70 | 86.643 | 0.000 | 0.000 | ||
| 6360 | 2010.08.02 15:05 | modify | 2119 | 0.70 | 86.643 | 85.343 | 87.043 | ||
| 6361 | 2010.08.03 01:40 | close | 2119 | 0.70 | 86.534 | 85.343 | 87.043 | -7254.94 | 6023665.15 |
| 6362 | 2010.08.04 15:20 | sell | 2120 | 0.70 | 85.637 | 0.000 | 0.000 | ||
| 6363 | 2010.08.04 15:20 | modify | 2120 | 0.70 | 85.637 | 86.937 | 85.237 | ||
| 6364 | 2010.08.04 22:10 | buy | 2121 | 0.50 | 86.183 | 0.000 | 0.000 | ||
| 6365 | 2010.08.04 22:10 | modify | 2121 | 0.50 | 86.183 | 84.583 | 87.483 | ||
| 6366 | 2010.08.04 22:25 | close | 2121 | 0.50 | 86.303 | 84.583 | 87.483 | 6000.00 | 6029665.15 |
| 6367 | 2010.08.04 22:25 | sell | 2122 | 0.50 | 86.296 | 0.000 | 0.000 | ||
| 6368 | 2010.08.04 22:25 | modify | 2122 | 0.50 | 86.296 | 87.896 | 84.996 | ||
| 6369 | 2010.08.05 04:05 | close | 2122 | 0.50 | 86.255 | 87.896 | 84.996 | 612.15 | 6030277.30 |
| 6370 | 2010.08.05 04:45 | close | 2120 | 0.70 | 86.126 | 86.937 | 85.237 | -36242.99 | 5994034.31 |
| 6371 | 2010.08.05 04:45 | buy | 2123 | 0.70 | 86.125 | 0.000 | 0.000 | ||
| 6372 | 2010.08.05 04:45 | modify | 2123 | 0.70 | 86.125 | 84.825 | 86.525 | ||
| 6373 | 2010.08.05 07:50 | close | 2123 | 0.70 | 86.148 | 84.825 | 86.525 | 1610.00 | 5995644.31 |
| 6374 | 2010.08.06 05:20 | sell | 2124 | 0.70 | 85.970 | 0.000 | 0.000 | ||
| 6375 | 2010.08.06 05:20 | modify | 2124 | 0.70 | 85.970 | 87.270 | 85.570 | ||
| 6376 | 2010.08.06 12:15 | close | 2124 | 0.70 | 86.024 | 87.270 | 85.570 | -3780.00 | 5991864.31 |
| 6377 | 2010.08.06 21:25 | sell | 2125 | 0.70 | 85.385 | 0.000 | 0.000 | ||
| 6378 | 2010.08.06 21:25 | modify | 2125 | 0.70 | 85.385 | 86.685 | 84.985 | ||
| 6379 | 2010.08.09 01:30 | close | 2125 | 0.70 | 85.320 | 86.685 | 84.985 | 3886.13 | 5995750.44 |
| 6380 | 2010.08.09 08:35 | sell | 2126 | 0.70 | 85.507 | 0.000 | 0.000 | ||
| 6381 | 2010.08.09 08:35 | modify | 2126 | 0.70 | 85.507 | 86.807 | 85.107 | ||
| 6382 | 2010.08.09 08:50 | sell | 2127 | 0.40 | 85.520 | 0.000 | 0.000 | ||
| 6383 | 2010.08.09 08:50 | modify | 2127 | 0.40 | 85.520 | 87.870 | 84.470 | ||
| 6384 | 2010.08.10 02:05 | close | 2126 | 0.70 | 85.899 | 86.807 | 85.107 | -28108.35 | 5967642.08 |
| 6385 | 2010.08.10 04:00 | buy | 2128 | 0.70 | 85.761 | 0.000 | 0.000 | ||
| 6386 | 2010.08.10 04:00 | modify | 2128 | 0.70 | 85.761 | 84.461 | 86.161 | ||
| 6387 | 2010.08.10 04:30 | close | 2127 | 0.40 | 85.742 | 87.870 | 84.470 | -9261.92 | 5958380.17 |
| 6388 | 2010.08.10 05:35 | close | 2128 | 0.70 | 85.882 | 84.461 | 86.161 | 8470.00 | 5966850.17 |
| 6389 | 2010.08.11 17:40 | sell | 2129 | 0.70 | 85.242 | 0.000 | 0.000 | ||
| 6390 | 2010.08.11 17:40 | modify | 2129 | 0.70 | 85.242 | 86.542 | 84.842 | ||
| 6391 | 2010.08.11 18:20 | sell | 2130 | 0.40 | 85.351 | 0.000 | 0.000 | ||
| 6392 | 2010.08.11 18:20 | modify | 2130 | 0.40 | 85.351 | 87.701 | 84.301 | ||
| 6393 | 2010.08.12 00:10 | close | 2129 | 0.70 | 85.262 | 86.542 | 84.842 | -3390.94 | 5963459.23 |
| 6394 | 2010.08.12 05:35 | close | 2130 | 0.40 | 85.001 | 87.701 | 84.301 | 12862.32 | 5976321.55 |
| 6395 | 2010.08.13 10:15 | buy | 2131 | 0.70 | 85.920 | 0.000 | 0.000 | ||
| 6396 | 2010.08.13 10:15 | modify | 2131 | 0.70 | 85.920 | 84.620 | 86.320 | ||
| 6397 | 2010.08.13 16:30 | close | 2131 | 0.70 | 85.900 | 84.620 | 86.320 | -1400.00 | 5974921.55 |
| 6398 | 2010.08.16 04:15 | buy | 2132 | 0.50 | 85.783 | 0.000 | 0.000 | ||
| 6399 | 2010.08.16 04:15 | modify | 2132 | 0.50 | 85.783 | 84.183 | 87.083 | ||
| 6400 | 2010.08.16 08:50 | close | 2132 | 0.50 | 85.861 | 84.183 | 87.083 | 3900.00 | 5978821.55 |
| 6401 | 2010.08.16 09:50 | sell | 2133 | 0.70 | 85.925 | 0.000 | 0.000 | ||
| 6402 | 2010.08.16 09:50 | modify | 2133 | 0.70 | 85.925 | 87.225 | 85.525 | ||
| 6403 | 2010.08.16 11:05 | close | 2133 | 0.70 | 85.838 | 87.225 | 85.525 | 6090.00 | 5984911.55 |
| 6404 | 2010.08.19 11:40 | buy | 2134 | 0.70 | 85.662 | 0.000 | 0.000 | ||
| 6405 | 2010.08.19 11:40 | modify | 2134 | 0.70 | 85.662 | 84.362 | 86.062 | ||
| 6406 | 2010.08.19 19:00 | close | 2134 | 0.70 | 85.272 | 84.362 | 86.062 | -27300.00 | 5957611.55 |
| 6407 | 2010.08.19 19:10 | sell | 2135 | 0.70 | 85.380 | 0.000 | 0.000 | ||
| 6408 | 2010.08.19 19:10 | modify | 2135 | 0.70 | 85.380 | 86.680 | 84.980 | ||
| 6409 | 2010.08.19 20:50 | close | 2135 | 0.70 | 85.269 | 86.680 | 84.980 | 7770.00 | 5965381.55 |
| 6410 | 2010.08.20 23:15 | buy | 2136 | 0.70 | 85.590 | 0.000 | 0.000 | ||
| 6411 | 2010.08.20 23:15 | modify | 2136 | 0.70 | 85.590 | 84.290 | 85.990 | ||
| 6412 | 2010.08.23 09:25 | close | 2136 | 0.70 | 85.409 | 84.290 | 85.990 | -12298.90 | 5953082.65 |
| 6413 | 2010.08.24 18:45 | sell | 2137 | 0.70 | 84.300 | 0.000 | 0.000 | ||
| 6414 | 2010.08.24 18:45 | modify | 2137 | 0.70 | 84.300 | 85.600 | 83.900 | ||
| 6415 | 2010.08.24 18:55 | close | 2137 | 0.70 | 84.200 | 85.600 | 83.900 | 7000.00 | 5960082.65 |
| 6416 | 2010.08.24 20:10 | sell | 2138 | 0.70 | 84.392 | 0.000 | 0.000 | ||
| 6417 | 2010.08.24 20:10 | modify | 2138 | 0.70 | 84.392 | 85.692 | 83.992 | ||
| 6418 | 2010.08.24 20:45 | close | 2138 | 0.70 | 84.256 | 85.692 | 83.992 | 9520.00 | 5969602.65 |
| 6419 | 2010.08.25 01:40 | sell | 2139 | 0.70 | 84.275 | 0.000 | 0.000 | ||
| 6420 | 2010.08.25 01:40 | modify | 2139 | 0.70 | 84.275 | 85.575 | 83.875 | ||
| 6421 | 2010.08.25 02:25 | close | 2139 | 0.70 | 84.170 | 85.575 | 83.875 | 7350.00 | 5976952.65 |
| 6422 | 2010.08.26 09:15 | buy | 2140 | 0.70 | 84.697 | 0.000 | 0.000 | ||
| 6423 | 2010.08.26 09:15 | modify | 2140 | 0.70 | 84.697 | 83.397 | 85.097 | ||
| 6424 | 2010.08.26 15:35 | close | 2140 | 0.70 | 84.677 | 83.397 | 85.097 | -1400.00 | 5975552.65 |
| 6425 | 2010.08.27 06:10 | sell | 2141 | 0.70 | 84.510 | 0.000 | 0.000 | ||
| 6426 | 2010.08.27 06:10 | modify | 2141 | 0.70 | 84.510 | 85.810 | 84.110 | ||
| 6427 | 2010.08.27 13:45 | close | 2141 | 0.70 | 84.637 | 85.810 | 84.110 | -8890.00 | 5966662.65 |
| 6428 | 2010.08.30 06:15 | buy | 2142 | 0.70 | 85.591 | 0.000 | 0.000 | ||
| 6429 | 2010.08.30 06:15 | modify | 2142 | 0.70 | 85.591 | 84.291 | 85.991 | ||
| 6430 | 2010.08.30 12:35 | buy | 2143 | 0.50 | 84.792 | 0.000 | 0.000 | ||
| 6431 | 2010.08.30 12:35 | modify | 2143 | 0.50 | 84.792 | 83.192 | 86.092 | ||
| 6432 | 2010.08.30 15:10 | sell | 2144 | 0.50 | 84.682 | 0.000 | 0.000 | ||
| 6433 | 2010.08.30 15:10 | modify | 2144 | 0.50 | 84.682 | 86.282 | 83.382 | ||
| 6434 | 2010.08.30 15:40 | close | 2142 | 0.70 | 84.809 | 84.291 | 85.991 | -54740.00 | 5911922.65 |
| 6435 | 2010.08.30 16:00 | close | 2143 | 0.50 | 84.814 | 83.192 | 86.092 | 1100.00 | 5913022.65 |
| 6436 | 2010.08.30 18:40 | buy | 2145 | 0.50 | 84.686 | 0.000 | 0.000 | ||
| 6437 | 2010.08.30 18:40 | modify | 2145 | 0.50 | 84.686 | 83.086 | 85.986 | ||
| 6438 | 2010.08.30 19:20 | close | 2144 | 0.50 | 84.624 | 86.282 | 83.382 | 2900.00 | 5915922.65 |
| 6439 | 2010.08.31 10:25 | close | 2145 | 0.50 | 84.388 | 83.086 | 85.986 | -14637.92 | 5901284.73 |
| 6440 | 2010.08.31 10:25 | sell | 2146 | 0.70 | 84.385 | 0.000 | 0.000 | ||
| 6441 | 2010.08.31 10:25 | modify | 2146 | 0.70 | 84.385 | 85.685 | 83.985 | ||
| 6442 | 2010.08.31 10:55 | close | 2146 | 0.70 | 84.247 | 85.685 | 83.985 | 9660.00 | 5910944.73 |
| 6443 | 2010.08.31 12:50 | sell | 2147 | 0.70 | 84.475 | 0.000 | 0.000 | ||
| 6444 | 2010.08.31 12:50 | modify | 2147 | 0.70 | 84.475 | 85.775 | 84.075 | ||
| 6445 | 2010.08.31 14:20 | close | 2147 | 0.70 | 84.335 | 85.775 | 84.075 | 9800.00 | 5920744.73 |
| 6446 | 2010.08.31 23:55 | sell | 2148 | 0.70 | 84.224 | 0.000 | 0.000 | ||
| 6447 | 2010.08.31 23:55 | modify | 2148 | 0.70 | 84.224 | 85.524 | 83.824 | ||
| 6448 | 2010.09.01 02:10 | close | 2148 | 0.70 | 84.101 | 85.524 | 83.824 | 7955.10 | 5928699.83 |
| 6449 | 2010.09.01 03:40 | sell | 2149 | 0.70 | 84.242 | 0.000 | 0.000 | ||
| 6450 | 2010.09.01 03:40 | modify | 2149 | 0.70 | 84.242 | 85.542 | 83.842 | ||