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 |
| 6451 | 2010.09.01 10:15 | close | 2149 | 0.70 | 84.219 | 85.542 | 83.842 | 1610.00 | 5930309.83 |
| 6452 | 2010.09.03 17:10 | buy | 2150 | 0.70 | 84.485 | 0.000 | 0.000 | ||
| 6453 | 2010.09.03 17:10 | modify | 2150 | 0.70 | 84.485 | 83.185 | 84.885 | ||
| 6454 | 2010.09.03 21:40 | close | 2150 | 0.70 | 84.453 | 83.185 | 84.885 | -2240.00 | 5928069.83 |
| 6455 | 2010.09.10 07:45 | buy | 2151 | 0.70 | 84.050 | 0.000 | 0.000 | ||
| 6456 | 2010.09.10 07:45 | modify | 2151 | 0.70 | 84.050 | 82.750 | 84.450 | ||
| 6457 | 2010.09.10 09:45 | close | 2151 | 0.70 | 84.090 | 82.750 | 84.450 | 2800.00 | 5930869.83 |
| 6458 | 2010.09.14 01:00 | sell | 2152 | 0.70 | 83.736 | 0.000 | 0.000 | ||
| 6459 | 2010.09.14 01:00 | modify | 2152 | 0.70 | 83.736 | 85.036 | 83.336 | ||
| 6460 | 2010.09.14 01:30 | close | 2152 | 0.70 | 83.632 | 85.036 | 83.336 | 7280.00 | 5938149.83 |
| 6461 | 2010.09.14 09:00 | sell | 2153 | 0.70 | 83.568 | 0.000 | 0.000 | ||
| 6462 | 2010.09.14 09:00 | modify | 2153 | 0.70 | 83.568 | 84.868 | 83.168 | ||
| 6463 | 2010.09.14 09:37 | t/p | 2153 | 0.70 | 83.165 | 84.868 | 83.168 | 28210.00 | 5966359.83 |
| 6464 | 2010.09.15 13:35 | buy | 2154 | 0.70 | 85.060 | 0.000 | 0.000 | ||
| 6465 | 2010.09.15 13:35 | modify | 2154 | 0.70 | 85.060 | 83.760 | 85.460 | ||
| 6466 | 2010.09.15 13:45 | close | 2154 | 0.70 | 85.289 | 83.760 | 85.460 | 16030.00 | 5982389.83 |
| 6467 | 2010.09.16 03:10 | buy | 2155 | 0.70 | 85.438 | 0.000 | 0.000 | ||
| 6468 | 2010.09.16 03:10 | modify | 2155 | 0.70 | 85.438 | 84.138 | 85.838 | ||
| 6469 | 2010.09.16 03:45 | close | 2155 | 0.70 | 85.591 | 84.138 | 85.838 | 10710.00 | 5993099.83 |
| 6470 | 2010.09.17 03:30 | buy | 2156 | 0.70 | 85.698 | 0.000 | 0.000 | ||
| 6471 | 2010.09.17 03:30 | modify | 2156 | 0.70 | 85.698 | 84.398 | 86.098 | ||
| 6472 | 2010.09.17 03:55 | close | 2156 | 0.70 | 85.815 | 84.398 | 86.098 | 8190.00 | 6001289.83 |
| 6473 | 2010.09.24 11:05 | buy | 2157 | 0.50 | 84.674 | 0.000 | 0.000 | ||
| 6474 | 2010.09.24 11:05 | modify | 2157 | 0.50 | 84.674 | 83.074 | 85.974 | ||
| 6475 | 2010.09.24 20:00 | close | 2157 | 0.50 | 84.351 | 83.074 | 85.974 | -16150.00 | 5985139.83 |
| 6476 | 2010.09.29 16:55 | sell | 2158 | 0.70 | 83.785 | 0.000 | 0.000 | ||
| 6477 | 2010.09.29 16:55 | modify | 2158 | 0.70 | 83.785 | 85.085 | 83.385 | ||
| 6478 | 2010.09.29 18:00 | close | 2158 | 0.70 | 83.646 | 85.085 | 83.385 | 9730.00 | 5994869.83 |
| 6479 | 2010.09.30 16:45 | sell | 2159 | 0.70 | 83.490 | 0.000 | 0.000 | ||
| 6480 | 2010.09.30 16:45 | modify | 2159 | 0.70 | 83.490 | 84.790 | 83.090 | ||
| 6481 | 2010.09.30 19:50 | close | 2159 | 0.70 | 83.446 | 84.790 | 83.090 | 3080.00 | 5997949.83 |
| 6482 | 2010.10.06 20:30 | sell | 2160 | 0.70 | 83.022 | 0.000 | 0.000 | ||
| 6483 | 2010.10.06 20:30 | modify | 2160 | 0.70 | 83.022 | 84.322 | 82.622 | ||
| 6484 | 2010.10.06 21:50 | close | 2160 | 0.70 | 82.903 | 84.322 | 82.622 | 8330.00 | 6006279.83 |
| 6485 | 2010.10.07 01:50 | sell | 2161 | 0.70 | 83.010 | 0.000 | 0.000 | ||
| 6486 | 2010.10.07 01:50 | modify | 2161 | 0.70 | 83.010 | 84.310 | 82.610 | ||
| 6487 | 2010.10.07 03:35 | close | 2161 | 0.70 | 82.896 | 84.310 | 82.610 | 7980.00 | 6014259.83 |
| 6488 | 2010.10.07 19:35 | sell | 2162 | 0.70 | 82.475 | 0.000 | 0.000 | ||
| 6489 | 2010.10.07 19:35 | modify | 2162 | 0.70 | 82.475 | 83.775 | 82.075 | ||
| 6490 | 2010.10.07 20:00 | close | 2162 | 0.70 | 82.353 | 83.775 | 82.075 | 8540.00 | 6022799.83 |
| 6491 | 2010.10.08 03:40 | sell | 2163 | 0.70 | 82.490 | 0.000 | 0.000 | ||
| 6492 | 2010.10.08 03:40 | modify | 2163 | 0.70 | 82.490 | 83.790 | 82.090 | ||
| 6493 | 2010.10.08 04:10 | close | 2163 | 0.70 | 82.382 | 83.790 | 82.090 | 7560.00 | 6030359.83 |
| 6494 | 2010.10.08 20:15 | sell | 2164 | 0.70 | 82.017 | 0.000 | 0.000 | ||
| 6495 | 2010.10.08 20:15 | modify | 2164 | 0.70 | 82.017 | 83.317 | 81.617 | ||
| 6496 | 2010.10.08 23:05 | sell | 2165 | 0.50 | 82.165 | 0.000 | 0.000 | ||
| 6497 | 2010.10.08 23:05 | modify | 2165 | 0.50 | 82.165 | 83.765 | 80.865 | ||
| 6498 | 2010.10.08 23:55 | close | 2165 | 0.50 | 81.912 | 83.765 | 80.865 | 12650.00 | 6043009.83 |
| 6499 | 2010.10.08 23:55 | close | 2164 | 0.70 | 81.915 | 83.317 | 81.617 | 7140.00 | 6050149.83 |
| 6500 | 2010.10.11 03:05 | sell | 2166 | 0.50 | 81.958 | 0.000 | 0.000 | ||
| 6501 | 2010.10.11 03:05 | modify | 2166 | 0.50 | 81.958 | 83.558 | 80.658 | ||
| 6502 | 2010.10.11 09:35 | close | 2166 | 0.50 | 81.958 | 83.558 | 80.658 | 0.00 | 6050149.83 |
| 6503 | 2010.10.14 16:05 | sell | 2167 | 0.70 | 81.328 | 0.000 | 0.000 | ||
| 6504 | 2010.10.14 16:05 | modify | 2167 | 0.70 | 81.328 | 82.628 | 80.928 | ||
| 6505 | 2010.10.14 16:50 | sell | 2168 | 0.40 | 81.476 | 0.000 | 0.000 | ||
| 6506 | 2010.10.14 16:50 | modify | 2168 | 0.40 | 81.476 | 83.826 | 80.426 | ||
| 6507 | 2010.10.14 22:20 | close | 2167 | 0.70 | 81.401 | 82.628 | 80.928 | -5110.00 | 6045039.83 |
| 6508 | 2010.10.15 04:00 | buy | 2169 | 0.70 | 81.444 | 0.000 | 0.000 | ||
| 6509 | 2010.10.15 04:00 | modify | 2169 | 0.70 | 81.444 | 80.144 | 81.844 | ||
| 6510 | 2010.10.15 05:05 | close | 2168 | 0.40 | 81.388 | 83.826 | 80.426 | 3157.85 | 6048197.68 |
| 6511 | 2010.10.15 16:10 | close | 2169 | 0.70 | 81.435 | 80.144 | 81.844 | -630.00 | 6047567.68 |
| 6512 | 2010.10.20 22:00 | sell | 2170 | 0.70 | 81.175 | 0.000 | 0.000 | ||
| 6513 | 2010.10.20 22:00 | modify | 2170 | 0.70 | 81.175 | 82.475 | 80.775 | ||
| 6514 | 2010.10.20 23:55 | close | 2170 | 0.70 | 81.106 | 82.475 | 80.775 | 4830.00 | 6052397.68 |
| 6515 | 2010.10.25 14:55 | sell | 2171 | 0.70 | 80.703 | 0.000 | 0.000 | ||
| 6516 | 2010.10.25 14:55 | modify | 2171 | 0.70 | 80.703 | 82.003 | 80.303 | ||
| 6517 | 2010.10.25 16:00 | close | 2171 | 0.70 | 80.583 | 82.003 | 80.303 | 8400.00 | 6060797.68 |
| 6518 | 2010.10.25 19:30 | sell | 2172 | 0.70 | 80.664 | 0.000 | 0.000 | ||
| 6519 | 2010.10.25 19:30 | modify | 2172 | 0.70 | 80.664 | 81.964 | 80.264 | ||
| 6520 | 2010.10.26 03:50 | close | 2172 | 0.70 | 80.735 | 81.964 | 80.264 | -5598.57 | 6055199.11 |
| 6521 | 2010.10.26 17:20 | buy | 2173 | 0.50 | 81.247 | 0.000 | 0.000 | ||
| 6522 | 2010.10.26 17:20 | modify | 2173 | 0.50 | 81.247 | 79.647 | 82.547 | ||
| 6523 | 2010.10.26 20:55 | close | 2173 | 0.50 | 81.450 | 79.647 | 82.547 | 10150.00 | 6065349.11 |
| 6524 | 2010.10.27 12:25 | buy | 2174 | 0.70 | 81.648 | 0.000 | 0.000 | ||
| 6525 | 2010.10.27 12:25 | modify | 2174 | 0.70 | 81.648 | 80.348 | 82.048 | ||
| 6526 | 2010.10.27 15:25 | close | 2174 | 0.70 | 81.760 | 80.348 | 82.048 | 7840.00 | 6073189.11 |
| 6527 | 2010.11.01 21:55 | buy | 2175 | 0.70 | 80.539 | 0.000 | 0.000 | ||
| 6528 | 2010.11.01 21:55 | modify | 2175 | 0.70 | 80.539 | 79.239 | 80.939 | ||
| 6529 | 2010.11.02 01:10 | close | 2175 | 0.70 | 80.603 | 79.239 | 80.939 | 4829.10 | 6078018.22 |
| 6530 | 2010.11.03 21:20 | buy | 2176 | 0.70 | 81.054 | 0.000 | 0.000 | ||
| 6531 | 2010.11.03 21:20 | modify | 2176 | 0.70 | 81.054 | 79.754 | 81.454 | ||
| 6532 | 2010.11.03 21:25 | close | 2176 | 0.70 | 81.222 | 79.754 | 81.454 | 11760.00 | 6089778.22 |
| 6533 | 2010.11.04 23:40 | sell | 2177 | 0.70 | 80.762 | 0.000 | 0.000 | ||
| 6534 | 2010.11.04 23:40 | modify | 2177 | 0.70 | 80.762 | 82.062 | 80.362 | ||
| 6535 | 2010.11.05 02:35 | close | 2177 | 0.70 | 80.711 | 82.062 | 80.362 | 2941.98 | 6092720.20 |
| 6536 | 2010.11.09 17:25 | sell | 2178 | 0.70 | 80.752 | 0.000 | 0.000 | ||
| 6537 | 2010.11.09 17:25 | modify | 2178 | 0.70 | 80.752 | 82.052 | 80.352 | ||
| 6538 | 2010.11.10 00:55 | close | 2178 | 0.70 | 81.674 | 82.052 | 80.352 | -65175.39 | 6027544.81 |
| 6539 | 2010.11.10 01:55 | buy | 2179 | 0.70 | 81.569 | 0.000 | 0.000 | ||
| 6540 | 2010.11.10 01:55 | modify | 2179 | 0.70 | 81.569 | 80.269 | 81.969 | ||
| 6541 | 2010.11.10 02:25 | close | 2179 | 0.70 | 81.672 | 80.269 | 81.969 | 7210.00 | 6034754.81 |
| 6542 | 2010.11.10 10:35 | buy | 2180 | 0.70 | 81.669 | 0.000 | 0.000 | ||
| 6543 | 2010.11.10 10:35 | modify | 2180 | 0.70 | 81.669 | 80.369 | 82.069 | ||
| 6544 | 2010.11.10 11:25 | close | 2180 | 0.70 | 81.797 | 80.369 | 82.069 | 8960.00 | 6043714.81 |
| 6545 | 2010.11.10 19:50 | sell | 2181 | 0.40 | 82.573 | 0.000 | 0.000 | ||
| 6546 | 2010.11.10 19:50 | modify | 2181 | 0.40 | 82.573 | 84.923 | 81.523 | ||
| 6547 | 2010.11.10 21:15 | buy | 2182 | 0.70 | 82.164 | 0.000 | 0.000 | ||
| 6548 | 2010.11.10 21:15 | modify | 2182 | 0.70 | 82.164 | 80.864 | 82.564 | ||
| 6549 | 2010.11.10 22:50 | close | 2182 | 0.70 | 82.265 | 80.864 | 82.564 | 7070.00 | 6050784.81 |
| 6550 | 2010.11.11 02:05 | close | 2181 | 0.40 | 82.216 | 84.923 | 81.523 | 13182.93 | 6063967.75 |
| 6551 | 2010.11.11 02:15 | buy | 2183 | 0.50 | 82.172 | 0.000 | 0.000 | ||
| 6552 | 2010.11.11 02:15 | modify | 2183 | 0.50 | 82.172 | 80.572 | 83.472 | ||
| 6553 | 2010.11.11 06:55 | close | 2183 | 0.50 | 82.254 | 80.572 | 83.472 | 4100.00 | 6068067.75 |
| 6554 | 2010.11.12 12:30 | sell | 2184 | 0.50 | 82.128 | 0.000 | 0.000 | ||
| 6555 | 2010.11.12 12:30 | modify | 2184 | 0.50 | 82.128 | 83.728 | 80.828 | ||
| 6556 | 2010.11.12 21:25 | buy | 2185 | 0.50 | 82.346 | 0.000 | 0.000 | ||
| 6557 | 2010.11.12 21:25 | modify | 2185 | 0.50 | 82.346 | 80.746 | 83.646 | ||
| 6558 | 2010.11.12 23:40 | close | 2185 | 0.50 | 82.520 | 80.746 | 83.646 | 8700.00 | 6076767.75 |
| 6559 | 2010.11.15 16:15 | close | 2184 | 0.50 | 82.781 | 83.728 | 80.828 | -33108.04 | 6043659.70 |
| 6560 | 2010.11.18 21:50 | buy | 2186 | 0.70 | 83.446 | 0.000 | 0.000 | ||
| 6561 | 2010.11.18 21:50 | modify | 2186 | 0.70 | 83.446 | 82.146 | 83.846 | ||
| 6562 | 2010.11.19 02:05 | close | 2186 | 0.70 | 83.547 | 82.146 | 83.846 | 7432.17 | 6051091.87 |
| 6563 | 2010.11.19 14:25 | sell | 2187 | 0.70 | 83.380 | 0.000 | 0.000 | ||
| 6564 | 2010.11.19 14:25 | modify | 2187 | 0.70 | 83.380 | 84.680 | 82.980 | ||
| 6565 | 2010.11.22 00:30 | close | 2187 | 0.70 | 83.395 | 84.680 | 82.980 | -1699.51 | 6049392.36 |
| 6566 | 2010.11.23 21:20 | sell | 2188 | 0.70 | 83.180 | 0.000 | 0.000 | ||
| 6567 | 2010.11.23 21:20 | modify | 2188 | 0.70 | 83.180 | 84.480 | 82.780 | ||
| 6568 | 2010.11.24 04:00 | close | 2188 | 0.70 | 83.203 | 84.480 | 82.780 | -2256.81 | 6047135.56 |
| 6569 | 2010.11.29 09:10 | buy | 2189 | 0.70 | 84.034 | 0.000 | 0.000 | ||
| 6570 | 2010.11.29 09:10 | modify | 2189 | 0.70 | 84.034 | 82.734 | 84.434 | ||
| 6571 | 2010.11.29 11:50 | close | 2189 | 0.70 | 84.099 | 82.734 | 84.434 | 4550.00 | 6051685.56 |
| 6572 | 2010.12.01 09:40 | sell | 2190 | 0.70 | 83.562 | 0.000 | 0.000 | ||
| 6573 | 2010.12.01 09:40 | modify | 2190 | 0.70 | 83.562 | 84.862 | 83.162 | ||
| 6574 | 2010.12.01 18:55 | close | 2190 | 0.70 | 84.137 | 84.862 | 83.162 | -40250.00 | 6011435.56 |
| 6575 | 2010.12.01 19:00 | buy | 2191 | 0.70 | 84.025 | 0.000 | 0.000 | ||
| 6576 | 2010.12.01 19:00 | modify | 2191 | 0.70 | 84.025 | 82.725 | 84.425 | ||
| 6577 | 2010.12.01 19:50 | close | 2191 | 0.70 | 84.130 | 82.725 | 84.425 | 7350.00 | 6018785.56 |
| 6578 | 2010.12.02 02:05 | buy | 2192 | 0.70 | 84.117 | 0.000 | 0.000 | ||
| 6579 | 2010.12.02 02:05 | modify | 2192 | 0.70 | 84.117 | 82.817 | 84.517 | ||
| 6580 | 2010.12.02 07:55 | close | 2192 | 0.70 | 84.105 | 82.817 | 84.517 | -840.00 | 6017945.56 |
| 6581 | 2010.12.02 22:00 | sell | 2193 | 0.70 | 83.956 | 0.000 | 0.000 | ||
| 6582 | 2010.12.02 22:00 | modify | 2193 | 0.70 | 83.956 | 85.256 | 83.556 | ||
| 6583 | 2010.12.02 23:55 | close | 2193 | 0.70 | 83.853 | 85.256 | 83.556 | 7210.00 | 6025155.56 |
| 6584 | 2010.12.03 10:05 | sell | 2194 | 0.70 | 83.704 | 0.000 | 0.000 | ||
| 6585 | 2010.12.03 10:05 | modify | 2194 | 0.70 | 83.704 | 85.004 | 83.304 | ||
| 6586 | 2010.12.03 11:35 | close | 2194 | 0.70 | 83.593 | 85.004 | 83.304 | 7770.00 | 6032925.56 |
| 6587 | 2010.12.03 21:55 | sell | 2195 | 0.70 | 82.929 | 0.000 | 0.000 | ||
| 6588 | 2010.12.03 21:55 | modify | 2195 | 0.70 | 82.929 | 84.229 | 82.529 | ||
| 6589 | 2010.12.03 22:50 | close | 2195 | 0.70 | 82.667 | 84.229 | 82.529 | 18340.00 | 6051265.56 |
| 6590 | 2010.12.06 02:15 | sell | 2196 | 0.70 | 82.840 | 0.000 | 0.000 | ||
| 6591 | 2010.12.06 02:15 | modify | 2196 | 0.70 | 82.840 | 84.140 | 82.440 | ||
| 6592 | 2010.12.06 08:00 | close | 2196 | 0.70 | 82.872 | 84.140 | 82.440 | -2240.00 | 6049025.56 |
| 6593 | 2010.12.07 08:20 | sell | 2197 | 0.70 | 82.590 | 0.000 | 0.000 | ||
| 6594 | 2010.12.07 08:20 | modify | 2197 | 0.70 | 82.590 | 83.890 | 82.190 | ||
| 6595 | 2010.12.07 12:15 | close | 2197 | 0.70 | 82.575 | 83.890 | 82.190 | 1050.00 | 6050075.56 |
| 6596 | 2010.12.08 17:45 | sell | 2198 | 0.40 | 84.152 | 0.000 | 0.000 | ||
| 6597 | 2010.12.08 17:45 | modify | 2198 | 0.40 | 84.152 | 86.502 | 83.102 | ||
| 6598 | 2010.12.09 02:35 | buy | 2199 | 0.70 | 83.966 | 0.000 | 0.000 | ||
| 6599 | 2010.12.09 02:35 | modify | 2199 | 0.70 | 83.966 | 82.666 | 84.366 | ||
| 6600 | 2010.12.09 02:45 | close | 2198 | 0.40 | 83.917 | 86.502 | 83.102 | 8279.52 | 6058355.08 |