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 |
| 6601 | 2010.12.09 08:00 | close | 2199 | 0.70 | 83.827 | 82.666 | 84.366 | -9730.00 | 6048625.08 |
| 6602 | 2010.12.13 13:15 | buy | 2200 | 0.70 | 84.092 | 0.000 | 0.000 | ||
| 6603 | 2010.12.13 13:15 | modify | 2200 | 0.70 | 84.092 | 82.792 | 84.492 | ||
| 6604 | 2010.12.13 22:05 | close | 2200 | 0.70 | 83.400 | 82.792 | 84.492 | -48440.00 | 6000185.08 |
| 6605 | 2010.12.14 02:45 | sell | 2201 | 0.70 | 83.515 | 0.000 | 0.000 | ||
| 6606 | 2010.12.14 02:45 | modify | 2201 | 0.70 | 83.515 | 84.815 | 83.115 | ||
| 6607 | 2010.12.14 09:00 | close | 2201 | 0.70 | 83.427 | 84.815 | 83.115 | 6160.00 | 6006345.08 |
| 6608 | 2010.12.14 15:35 | sell | 2202 | 0.70 | 83.341 | 0.000 | 0.000 | ||
| 6609 | 2010.12.14 15:35 | modify | 2202 | 0.70 | 83.341 | 84.641 | 82.941 | ||
| 6610 | 2010.12.14 15:55 | close | 2202 | 0.70 | 83.189 | 84.641 | 82.941 | 10640.00 | 6016985.08 |
| 6611 | 2010.12.15 01:10 | sell | 2203 | 0.50 | 83.694 | 0.000 | 0.000 | ||
| 6612 | 2010.12.15 01:10 | modify | 2203 | 0.50 | 83.694 | 85.294 | 82.394 | ||
| 6613 | 2010.12.15 05:40 | close | 2203 | 0.50 | 83.812 | 85.294 | 82.394 | -5900.00 | 6011085.08 |
| 6614 | 2010.12.15 05:40 | buy | 2204 | 0.70 | 83.809 | 0.000 | 0.000 | ||
| 6615 | 2010.12.15 05:40 | modify | 2204 | 0.70 | 83.809 | 82.509 | 84.209 | ||
| 6616 | 2010.12.15 07:55 | close | 2204 | 0.70 | 83.858 | 82.509 | 84.209 | 3430.00 | 6014515.08 |
| 6617 | 2010.12.15 14:10 | buy | 2205 | 0.70 | 83.824 | 0.000 | 0.000 | ||
| 6618 | 2010.12.15 14:10 | modify | 2205 | 0.70 | 83.824 | 82.524 | 84.224 | ||
| 6619 | 2010.12.15 15:35 | close | 2205 | 0.70 | 83.996 | 82.524 | 84.224 | 12040.00 | 6026555.08 |
| 6620 | 2010.12.16 10:35 | buy | 2206 | 0.70 | 84.150 | 0.000 | 0.000 | ||
| 6621 | 2010.12.16 10:35 | modify | 2206 | 0.70 | 84.150 | 82.850 | 84.550 | ||
| 6622 | 2010.12.16 16:00 | close | 2206 | 0.70 | 84.203 | 82.850 | 84.550 | 3710.00 | 6030265.08 |
| 6623 | 2010.12.17 08:00 | sell | 2207 | 0.70 | 84.004 | 0.000 | 0.000 | ||
| 6624 | 2010.12.17 08:00 | modify | 2207 | 0.70 | 84.004 | 85.304 | 83.604 | ||
| 6625 | 2010.12.17 09:05 | close | 2207 | 0.70 | 83.884 | 85.304 | 83.604 | 8400.00 | 6038665.08 |
| 6626 | 2010.12.23 14:30 | sell | 2208 | 0.70 | 83.065 | 0.000 | 0.000 | ||
| 6627 | 2010.12.23 14:30 | modify | 2208 | 0.70 | 83.065 | 84.365 | 82.665 | ||
| 6628 | 2010.12.23 18:20 | close | 2208 | 0.70 | 82.914 | 84.365 | 82.665 | 10570.00 | 6049235.08 |
| 6629 | 2010.12.24 02:10 | sell | 2209 | 0.70 | 83.069 | 0.000 | 0.000 | ||
| 6630 | 2010.12.24 02:10 | modify | 2209 | 0.70 | 83.069 | 84.369 | 82.669 | ||
| 6631 | 2010.12.24 03:40 | close | 2209 | 0.70 | 83.022 | 84.369 | 82.669 | 3290.00 | 6052525.08 |
| 6632 | 2010.12.30 05:35 | sell | 2210 | 0.70 | 81.511 | 0.000 | 0.000 | ||
| 6633 | 2010.12.30 05:35 | modify | 2210 | 0.70 | 81.511 | 82.811 | 81.111 | ||
| 6634 | 2010.12.30 08:25 | close | 2210 | 0.70 | 81.407 | 82.811 | 81.111 | 7280.00 | 6059805.08 |
| 6635 | 2010.12.30 09:30 | sell | 2211 | 0.70 | 81.548 | 0.000 | 0.000 | ||
| 6636 | 2010.12.30 09:30 | modify | 2211 | 0.70 | 81.548 | 82.848 | 81.148 | ||
| 6637 | 2010.12.30 11:30 | close | 2211 | 0.70 | 81.437 | 82.848 | 81.148 | 7770.00 | 6067575.08 |
| 6638 | 2010.12.30 14:00 | sell | 2212 | 0.70 | 81.632 | 0.000 | 0.000 | ||
| 6639 | 2010.12.30 14:00 | modify | 2212 | 0.70 | 81.632 | 82.932 | 81.232 | ||
| 6640 | 2010.12.30 14:40 | close | 2212 | 0.70 | 81.523 | 82.932 | 81.232 | 7630.00 | 6075205.08 |
| 6641 | 2010.12.30 21:20 | buy | 2213 | 0.70 | 81.628 | 0.000 | 0.000 | ||
| 6642 | 2010.12.30 21:20 | modify | 2213 | 0.70 | 81.628 | 80.328 | 82.028 | ||
| 6643 | 2010.12.31 21:10 | close | 2213 | 0.70 | 81.313 | 80.328 | 82.028 | -21696.49 | 6053508.58 |
| 6644 | 2011.01.04 01:35 | buy | 2214 | 0.70 | 81.677 | 0.000 | 0.000 | ||
| 6645 | 2011.01.04 01:35 | modify | 2214 | 0.70 | 81.677 | 80.377 | 82.077 | ||
| 6646 | 2011.01.04 02:45 | close | 2214 | 0.70 | 81.744 | 80.377 | 82.077 | 4690.00 | 6058198.58 |
| 6647 | 2011.01.06 09:20 | buy | 2215 | 0.70 | 83.113 | 0.000 | 0.000 | ||
| 6648 | 2011.01.06 09:20 | modify | 2215 | 0.70 | 83.113 | 81.813 | 83.513 | ||
| 6649 | 2011.01.06 12:30 | close | 2215 | 0.70 | 83.153 | 81.813 | 83.513 | 2800.00 | 6060998.58 |
| 6650 | 2011.01.10 05:05 | sell | 2216 | 0.70 | 83.095 | 0.000 | 0.000 | ||
| 6651 | 2011.01.10 05:05 | modify | 2216 | 0.70 | 83.095 | 84.395 | 82.695 | ||
| 6652 | 2011.01.10 15:00 | close | 2216 | 0.70 | 83.100 | 84.395 | 82.695 | -350.00 | 6060648.58 |
| 6653 | 2011.01.11 02:20 | sell | 2217 | 0.70 | 82.803 | 0.000 | 0.000 | ||
| 6654 | 2011.01.11 02:20 | modify | 2217 | 0.70 | 82.803 | 84.103 | 82.403 | ||
| 6655 | 2011.01.11 03:50 | sell | 2218 | 0.50 | 83.023 | 0.000 | 0.000 | ||
| 6656 | 2011.01.11 03:50 | modify | 2218 | 0.50 | 83.023 | 84.623 | 81.723 | ||
| 6657 | 2011.01.11 13:50 | close | 2218 | 0.50 | 83.028 | 84.623 | 81.723 | -250.00 | 6060398.58 |
| 6658 | 2011.01.11 14:00 | close | 2217 | 0.70 | 83.009 | 84.103 | 82.403 | -14420.00 | 6045978.58 |
| 6659 | 2011.01.13 02:15 | sell | 2219 | 0.70 | 83.094 | 0.000 | 0.000 | ||
| 6660 | 2011.01.13 02:15 | modify | 2219 | 0.70 | 83.094 | 84.394 | 82.694 | ||
| 6661 | 2011.01.13 04:30 | close | 2219 | 0.70 | 83.023 | 84.394 | 82.694 | 4970.00 | 6050948.58 |
| 6662 | 2011.01.13 08:55 | sell | 2220 | 0.70 | 83.090 | 0.000 | 0.000 | ||
| 6663 | 2011.01.13 08:55 | modify | 2220 | 0.70 | 83.090 | 84.390 | 82.690 | ||
| 6664 | 2011.01.13 09:25 | close | 2220 | 0.70 | 83.017 | 84.390 | 82.690 | 5110.00 | 6056058.58 |
| 6665 | 2011.01.14 11:30 | sell | 2221 | 0.70 | 82.674 | 0.000 | 0.000 | ||
| 6666 | 2011.01.14 11:30 | modify | 2221 | 0.70 | 82.674 | 83.974 | 82.274 | ||
| 6667 | 2011.01.14 16:30 | close | 2221 | 0.70 | 82.755 | 83.974 | 82.274 | -5670.00 | 6050388.58 |
| 6668 | 2011.01.17 19:20 | sell | 2222 | 0.70 | 82.755 | 0.000 | 0.000 | ||
| 6669 | 2011.01.17 19:20 | modify | 2222 | 0.70 | 82.755 | 84.055 | 82.355 | ||
| 6670 | 2011.01.18 02:05 | close | 2222 | 0.70 | 82.636 | 84.055 | 82.355 | 7686.96 | 6058075.55 |
| 6671 | 2011.01.20 00:50 | sell | 2223 | 0.70 | 82.098 | 0.000 | 0.000 | ||
| 6672 | 2011.01.20 00:50 | modify | 2223 | 0.70 | 82.098 | 83.398 | 81.698 | ||
| 6673 | 2011.01.20 05:25 | close | 2223 | 0.70 | 82.152 | 83.398 | 81.698 | -3780.00 | 6054295.55 |
| 6674 | 2011.01.21 08:35 | buy | 2224 | 0.70 | 82.780 | 0.000 | 0.000 | ||
| 6675 | 2011.01.21 08:35 | modify | 2224 | 0.70 | 82.780 | 81.480 | 83.180 | ||
| 6676 | 2011.01.21 11:45 | close | 2224 | 0.70 | 82.870 | 81.480 | 83.180 | 6300.00 | 6060595.55 |
| 6677 | 2011.01.24 00:55 | sell | 2225 | 0.70 | 82.672 | 0.000 | 0.000 | ||
| 6678 | 2011.01.24 00:55 | modify | 2225 | 0.70 | 82.672 | 83.972 | 82.272 | ||
| 6679 | 2011.01.24 16:30 | close | 2225 | 0.70 | 82.779 | 83.972 | 82.272 | -7490.00 | 6053105.55 |
| 6680 | 2011.01.26 09:05 | sell | 2226 | 0.70 | 82.127 | 0.000 | 0.000 | ||
| 6681 | 2011.01.26 09:05 | modify | 2226 | 0.70 | 82.127 | 83.427 | 81.727 | ||
| 6682 | 2011.01.26 11:00 | close | 2226 | 0.70 | 82.015 | 83.427 | 81.727 | 7840.00 | 6060945.55 |
| 6683 | 2011.01.27 21:00 | buy | 2227 | 0.70 | 82.816 | 0.000 | 0.000 | ||
| 6684 | 2011.01.27 21:00 | modify | 2227 | 0.70 | 82.816 | 81.516 | 83.216 | ||
| 6685 | 2011.01.27 23:45 | close | 2227 | 0.70 | 82.911 | 81.516 | 83.216 | 6650.00 | 6067595.55 |
| 6686 | 2011.01.28 02:55 | buy | 2228 | 0.70 | 82.780 | 0.000 | 0.000 | ||
| 6687 | 2011.01.28 02:55 | modify | 2228 | 0.70 | 82.780 | 81.480 | 83.180 | ||
| 6688 | 2011.01.28 03:10 | buy | 2229 | 0.40 | 82.655 | 0.000 | 0.000 | ||
| 6689 | 2011.01.28 03:10 | modify | 2229 | 0.40 | 82.655 | 80.305 | 83.705 | ||
| 6690 | 2011.01.28 17:25 | buy | 2230 | 0.50 | 82.227 | 0.000 | 0.000 | ||
| 6691 | 2011.01.28 17:25 | modify | 2230 | 0.50 | 82.227 | 80.627 | 83.527 | ||
| 6692 | 2011.01.28 21:05 | close | 2228 | 0.70 | 82.206 | 81.480 | 83.180 | -40180.00 | 6027415.55 |
| 6693 | 2011.01.31 02:05 | close | 2230 | 0.50 | 82.208 | 80.627 | 83.527 | -695.99 | 6026719.56 |
| 6694 | 2011.01.31 02:05 | sell | 2231 | 0.50 | 82.206 | 0.000 | 0.000 | ||
| 6695 | 2011.01.31 02:05 | modify | 2231 | 0.50 | 82.206 | 83.806 | 80.906 | ||
| 6696 | 2011.01.31 05:00 | close | 2231 | 0.50 | 82.049 | 83.806 | 80.906 | 7850.00 | 6034569.56 |
| 6697 | 2011.01.31 11:05 | sell | 2232 | 0.70 | 82.165 | 0.000 | 0.000 | ||
| 6698 | 2011.01.31 11:05 | modify | 2232 | 0.70 | 82.165 | 83.465 | 81.765 | ||
| 6699 | 2011.01.31 11:30 | close | 2229 | 0.40 | 82.181 | 80.305 | 83.705 | -18756.79 | 6015812.77 |
| 6700 | 2011.01.31 16:00 | close | 2232 | 0.70 | 82.078 | 83.465 | 81.765 | 6090.00 | 6021902.77 |
| 6701 | 2011.02.02 03:50 | sell | 2233 | 0.70 | 81.519 | 0.000 | 0.000 | ||
| 6702 | 2011.02.02 03:50 | modify | 2233 | 0.70 | 81.519 | 82.819 | 81.119 | ||
| 6703 | 2011.02.02 05:55 | close | 2233 | 0.70 | 81.412 | 82.819 | 81.119 | 7490.00 | 6029392.77 |
| 6704 | 2011.02.07 15:15 | buy | 2234 | 0.70 | 82.272 | 0.000 | 0.000 | ||
| 6705 | 2011.02.07 15:15 | modify | 2234 | 0.70 | 82.272 | 80.972 | 82.672 | ||
| 6706 | 2011.02.07 16:55 | close | 2234 | 0.70 | 82.378 | 80.972 | 82.672 | 7420.00 | 6036812.77 |
| 6707 | 2011.02.08 20:15 | sell | 2235 | 0.70 | 82.084 | 0.000 | 0.000 | ||
| 6708 | 2011.02.08 20:15 | modify | 2235 | 0.70 | 82.084 | 83.384 | 81.684 | ||
| 6709 | 2011.02.09 15:40 | close | 2235 | 0.70 | 82.488 | 83.384 | 81.684 | -28920.65 | 6007892.12 |
| 6710 | 2011.02.09 16:45 | buy | 2236 | 0.70 | 82.397 | 0.000 | 0.000 | ||
| 6711 | 2011.02.09 16:45 | modify | 2236 | 0.70 | 82.397 | 81.097 | 82.797 | ||
| 6712 | 2011.02.09 18:05 | close | 2236 | 0.70 | 82.516 | 81.097 | 82.797 | 8330.00 | 6016222.12 |
| 6713 | 2011.02.11 17:00 | buy | 2237 | 0.70 | 83.394 | 0.000 | 0.000 | ||
| 6714 | 2011.02.11 17:00 | modify | 2237 | 0.70 | 83.394 | 82.094 | 83.794 | ||
| 6715 | 2011.02.11 18:35 | close | 2237 | 0.70 | 83.464 | 82.094 | 83.794 | 4900.00 | 6021122.12 |
| 6716 | 2011.02.16 01:05 | buy | 2238 | 0.70 | 83.716 | 0.000 | 0.000 | ||
| 6717 | 2011.02.16 01:05 | modify | 2238 | 0.70 | 83.716 | 82.416 | 84.116 | ||
| 6718 | 2011.02.16 13:20 | close | 2238 | 0.70 | 83.703 | 82.416 | 84.116 | -910.00 | 6020212.12 |
| 6719 | 2011.02.18 00:45 | sell | 2239 | 0.70 | 83.381 | 0.000 | 0.000 | ||
| 6720 | 2011.02.18 00:45 | modify | 2239 | 0.70 | 83.381 | 84.681 | 82.981 | ||
| 6721 | 2011.02.18 02:20 | close | 2239 | 0.70 | 83.272 | 84.681 | 82.981 | 7630.00 | 6027842.12 |
| 6722 | 2011.02.23 00:15 | sell | 2240 | 0.70 | 82.837 | 0.000 | 0.000 | ||
| 6723 | 2011.02.23 00:15 | modify | 2240 | 0.70 | 82.837 | 84.137 | 82.437 | ||
| 6724 | 2011.02.23 01:25 | close | 2240 | 0.70 | 82.714 | 84.137 | 82.437 | 8610.00 | 6036452.12 |
| 6725 | 2011.02.24 22:45 | sell | 2241 | 0.70 | 81.926 | 0.000 | 0.000 | ||
| 6726 | 2011.02.24 22:45 | modify | 2241 | 0.70 | 81.926 | 83.226 | 81.526 | ||
| 6727 | 2011.02.25 05:50 | close | 2241 | 0.70 | 81.889 | 83.226 | 81.526 | 1953.10 | 6038405.22 |
| 6728 | 2011.03.01 14:30 | buy | 2242 | 0.70 | 82.016 | 0.000 | 0.000 | ||
| 6729 | 2011.03.01 14:30 | modify | 2242 | 0.70 | 82.016 | 80.716 | 82.416 | ||
| 6730 | 2011.03.01 16:05 | close | 2242 | 0.70 | 82.133 | 80.716 | 82.416 | 8190.00 | 6046595.22 |
| 6731 | 2011.03.02 21:15 | sell | 2243 | 0.70 | 81.825 | 0.000 | 0.000 | ||
| 6732 | 2011.03.02 21:15 | modify | 2243 | 0.70 | 81.825 | 83.125 | 81.425 | ||
| 6733 | 2011.03.03 00:05 | close | 2243 | 0.70 | 81.851 | 83.125 | 81.425 | -3730.37 | 6042864.85 |
| 6734 | 2011.03.04 02:25 | buy | 2244 | 0.70 | 82.314 | 0.000 | 0.000 | ||
| 6735 | 2011.03.04 02:25 | modify | 2244 | 0.70 | 82.314 | 81.014 | 82.714 | ||
| 6736 | 2011.03.04 03:45 | close | 2244 | 0.70 | 82.410 | 81.014 | 82.714 | 6720.00 | 6049584.85 |
| 6737 | 2011.03.09 10:10 | buy | 2245 | 0.70 | 82.762 | 0.000 | 0.000 | ||
| 6738 | 2011.03.09 10:10 | modify | 2245 | 0.70 | 82.762 | 81.462 | 83.162 | ||
| 6739 | 2011.03.09 10:50 | close | 2245 | 0.70 | 82.861 | 81.462 | 83.162 | 6930.00 | 6056514.85 |
| 6740 | 2011.03.14 03:55 | sell | 2246 | 0.70 | 82.096 | 0.000 | 0.000 | ||
| 6741 | 2011.03.14 03:55 | modify | 2246 | 0.70 | 82.096 | 83.396 | 81.696 | ||
| 6742 | 2011.03.14 07:05 | close | 2246 | 0.70 | 82.065 | 83.396 | 81.696 | 2170.00 | 6058684.85 |
| 6743 | 2011.03.14 13:55 | sell | 2247 | 0.50 | 82.061 | 0.000 | 0.000 | ||
| 6744 | 2011.03.14 13:55 | modify | 2247 | 0.50 | 82.061 | 83.661 | 80.761 | ||
| 6745 | 2011.03.14 17:10 | buy | 2248 | 0.50 | 81.815 | 0.000 | 0.000 | ||
| 6746 | 2011.03.14 17:10 | modify | 2248 | 0.50 | 81.815 | 80.215 | 83.115 | ||
| 6747 | 2011.03.14 18:35 | close | 2247 | 0.50 | 81.755 | 83.661 | 80.761 | 15300.00 | 6073984.85 |
| 6748 | 2011.03.15 02:45 | close | 2248 | 0.50 | 81.787 | 80.215 | 83.115 | -1147.17 | 6072837.68 |
| 6749 | 2011.03.15 02:45 | sell | 2249 | 0.70 | 81.781 | 0.000 | 0.000 | ||
| 6750 | 2011.03.15 02:45 | modify | 2249 | 0.70 | 81.781 | 83.081 | 81.381 | ||