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 |
| 6751 | 2011.03.15 05:10 | close | 2249 | 0.70 | 81.672 | 83.081 | 81.381 | 7630.00 | 6080467.68 |
| 6752 | 2011.03.16 02:15 | sell | 2250 | 0.70 | 80.870 | 0.000 | 0.000 | ||
| 6753 | 2011.03.16 02:15 | modify | 2250 | 0.70 | 80.870 | 82.170 | 80.470 | ||
| 6754 | 2011.03.16 03:15 | sell | 2251 | 0.50 | 81.140 | 0.000 | 0.000 | ||
| 6755 | 2011.03.16 03:15 | modify | 2251 | 0.50 | 81.140 | 82.740 | 79.840 | ||
| 6756 | 2011.03.16 05:05 | close | 2250 | 0.70 | 80.877 | 82.170 | 80.470 | -490.00 | 6079977.68 |
| 6757 | 2011.03.16 12:25 | close | 2251 | 0.50 | 80.749 | 82.740 | 79.840 | 19550.00 | 6099527.68 |
| 6758 | 2011.03.17 03:15 | sell | 2252 | 0.70 | 79.436 | 0.000 | 0.000 | ||
| 6759 | 2011.03.17 03:15 | modify | 2252 | 0.70 | 79.436 | 80.736 | 79.036 | ||
| 6760 | 2011.03.17 03:25 | close | 2252 | 0.70 | 79.256 | 80.736 | 79.036 | 12600.00 | 6112127.68 |
| 6761 | 2011.03.17 04:10 | sell | 2253 | 0.70 | 79.681 | 0.000 | 0.000 | ||
| 6762 | 2011.03.17 04:10 | modify | 2253 | 0.70 | 79.681 | 80.981 | 79.281 | ||
| 6763 | 2011.03.17 04:35 | close | 2253 | 0.70 | 79.464 | 80.981 | 79.281 | 15190.00 | 6127317.68 |
| 6764 | 2011.03.17 22:25 | sell | 2254 | 0.50 | 79.145 | 0.000 | 0.000 | ||
| 6765 | 2011.03.17 22:25 | modify | 2254 | 0.50 | 79.145 | 80.745 | 77.845 | ||
| 6766 | 2011.03.17 22:50 | buy | 2255 | 0.50 | 79.025 | 0.000 | 0.000 | ||
| 6767 | 2011.03.17 22:50 | modify | 2255 | 0.50 | 79.025 | 77.425 | 80.325 | ||
| 6768 | 2011.03.17 23:20 | close | 2254 | 0.50 | 78.883 | 80.745 | 77.845 | 13100.00 | 6140417.68 |
| 6769 | 2011.03.18 01:15 | close | 2255 | 0.50 | 79.250 | 77.425 | 80.325 | 11494.35 | 6151912.04 |
| 6770 | 2011.03.18 02:35 | sell | 2256 | 0.50 | 79.371 | 0.000 | 0.000 | ||
| 6771 | 2011.03.18 02:35 | modify | 2256 | 0.50 | 79.371 | 80.971 | 78.071 | ||
| 6772 | 2011.03.18 03:05 | s/l | 2256 | 0.50 | 80.988 | 80.971 | 78.071 | -80850.00 | 6071062.04 |
| 6773 | 2011.03.18 11:50 | buy | 2257 | 0.70 | 81.361 | 0.000 | 0.000 | ||
| 6774 | 2011.03.18 11:50 | modify | 2257 | 0.70 | 81.361 | 80.061 | 81.761 | ||
| 6775 | 2011.03.18 11:55 | close | 2257 | 0.70 | 81.471 | 80.061 | 81.761 | 7700.00 | 6078762.04 |
| 6776 | 2011.03.18 12:00 | buy | 2258 | 0.70 | 81.317 | 0.000 | 0.000 | ||
| 6777 | 2011.03.18 12:00 | modify | 2258 | 0.70 | 81.317 | 80.017 | 81.717 | ||
| 6778 | 2011.03.18 12:50 | close | 2258 | 0.70 | 81.451 | 80.017 | 81.717 | 9380.00 | 6088142.04 |
| 6779 | 2011.03.18 16:45 | buy | 2259 | 0.70 | 80.920 | 0.000 | 0.000 | ||
| 6780 | 2011.03.18 16:45 | modify | 2259 | 0.70 | 80.920 | 79.620 | 81.320 | ||
| 6781 | 2011.03.18 17:10 | close | 2259 | 0.70 | 81.043 | 79.620 | 81.320 | 8610.00 | 6096752.04 |
| 6782 | 2011.03.18 23:55 | buy | 2260 | 0.50 | 80.607 | 0.000 | 0.000 | ||
| 6783 | 2011.03.18 23:55 | modify | 2260 | 0.50 | 80.607 | 79.007 | 81.907 | ||
| 6784 | 2011.03.21 03:00 | close | 2260 | 0.50 | 81.017 | 79.007 | 81.907 | 20750.16 | 6117502.20 |
| 6785 | 2011.03.21 03:10 | sell | 2261 | 0.50 | 80.951 | 0.000 | 0.000 | ||
| 6786 | 2011.03.21 03:10 | modify | 2261 | 0.50 | 80.951 | 82.551 | 79.651 | ||
| 6787 | 2011.03.21 09:55 | close | 2261 | 0.50 | 80.869 | 82.551 | 79.651 | 4100.00 | 6121602.20 |
| 6788 | 2011.03.21 10:40 | sell | 2262 | 0.40 | 81.033 | 0.000 | 0.000 | ||
| 6789 | 2011.03.21 10:40 | modify | 2262 | 0.40 | 81.033 | 83.383 | 79.983 | ||
| 6790 | 2011.03.22 03:50 | close | 2262 | 0.40 | 80.976 | 83.383 | 79.983 | 1919.88 | 6123522.08 |
| 6791 | 2011.03.30 01:30 | buy | 2263 | 0.70 | 82.382 | 0.000 | 0.000 | ||
| 6792 | 2011.03.30 01:30 | modify | 2263 | 0.70 | 82.382 | 81.082 | 82.782 | ||
| 6793 | 2011.03.30 02:50 | close | 2263 | 0.70 | 82.507 | 81.082 | 82.782 | 8750.00 | 6132272.08 |
| 6794 | 2011.03.30 15:20 | buy | 2264 | 0.70 | 82.962 | 0.000 | 0.000 | ||
| 6795 | 2011.03.30 15:20 | modify | 2264 | 0.70 | 82.962 | 81.662 | 83.362 | ||
| 6796 | 2011.03.30 15:40 | close | 2264 | 0.70 | 83.068 | 81.662 | 83.362 | 7420.00 | 6139692.08 |
| 6797 | 2011.03.30 19:30 | buy | 2265 | 0.70 | 82.860 | 0.000 | 0.000 | ||
| 6798 | 2011.03.30 19:30 | modify | 2265 | 0.70 | 82.860 | 81.560 | 83.260 | ||
| 6799 | 2011.03.31 01:05 | close | 2265 | 0.70 | 82.929 | 81.560 | 83.260 | 5908.00 | 6145600.08 |
| 6800 | 2011.04.01 09:15 | buy | 2266 | 0.70 | 83.451 | 0.000 | 0.000 | ||
| 6801 | 2011.04.01 09:15 | modify | 2266 | 0.70 | 83.451 | 82.151 | 83.851 | ||
| 6802 | 2011.04.01 09:45 | close | 2266 | 0.70 | 83.560 | 82.151 | 83.851 | 7630.00 | 6153230.08 |
| 6803 | 2011.04.04 08:20 | buy | 2267 | 0.70 | 84.107 | 0.000 | 0.000 | ||
| 6804 | 2011.04.04 08:20 | modify | 2267 | 0.70 | 84.107 | 82.807 | 84.507 | ||
| 6805 | 2011.04.04 13:15 | close | 2267 | 0.70 | 84.149 | 82.807 | 84.507 | 2940.00 | 6156170.08 |
| 6806 | 2011.04.05 11:45 | buy | 2268 | 0.70 | 84.203 | 0.000 | 0.000 | ||
| 6807 | 2011.04.05 11:45 | modify | 2268 | 0.70 | 84.203 | 82.903 | 84.603 | ||
| 6808 | 2011.04.05 13:05 | close | 2268 | 0.70 | 84.307 | 82.903 | 84.603 | 7280.00 | 6163450.08 |
| 6809 | 2011.04.06 10:45 | buy | 2269 | 0.70 | 85.131 | 0.000 | 0.000 | ||
| 6810 | 2011.04.06 10:45 | modify | 2269 | 0.70 | 85.131 | 83.831 | 85.531 | ||
| 6811 | 2011.04.06 13:50 | close | 2269 | 0.70 | 85.181 | 83.831 | 85.531 | 3500.00 | 6166950.08 |
| 6812 | 2011.04.06 17:50 | sell | 2270 | 0.40 | 85.435 | 0.000 | 0.000 | ||
| 6813 | 2011.04.06 17:50 | modify | 2270 | 0.40 | 85.435 | 87.785 | 84.385 | ||
| 6814 | 2011.04.07 01:20 | buy | 2271 | 0.70 | 85.327 | 0.000 | 0.000 | ||
| 6815 | 2011.04.07 01:20 | modify | 2271 | 0.70 | 85.327 | 84.027 | 85.727 | ||
| 6816 | 2011.04.07 02:25 | close | 2271 | 0.70 | 85.486 | 84.027 | 85.727 | 11130.00 | 6178080.08 |
| 6817 | 2011.04.07 07:05 | close | 2270 | 0.40 | 85.281 | 87.785 | 84.385 | 5020.19 | 6183100.27 |
| 6818 | 2011.04.07 23:35 | sell | 2272 | 0.70 | 85.041 | 0.000 | 0.000 | ||
| 6819 | 2011.04.07 23:35 | modify | 2272 | 0.70 | 85.041 | 86.341 | 84.641 | ||
| 6820 | 2011.04.08 00:00 | close | 2272 | 0.70 | 84.921 | 86.341 | 84.641 | 7739.59 | 6190839.86 |
| 6821 | 2011.04.11 01:15 | sell | 2273 | 0.70 | 85.026 | 0.000 | 0.000 | ||
| 6822 | 2011.04.11 01:15 | modify | 2273 | 0.70 | 85.026 | 86.326 | 84.626 | ||
| 6823 | 2011.04.11 04:05 | close | 2273 | 0.70 | 84.829 | 86.326 | 84.626 | 13790.00 | 6204629.86 |
| 6824 | 2011.04.12 10:15 | sell | 2274 | 0.70 | 84.194 | 0.000 | 0.000 | ||
| 6825 | 2011.04.12 10:15 | modify | 2274 | 0.70 | 84.194 | 85.494 | 83.794 | ||
| 6826 | 2011.04.12 14:05 | close | 2274 | 0.70 | 84.132 | 85.494 | 83.794 | 4340.00 | 6208969.86 |
| 6827 | 2011.04.13 03:10 | sell | 2275 | 0.70 | 83.891 | 0.000 | 0.000 | ||
| 6828 | 2011.04.13 03:10 | modify | 2275 | 0.70 | 83.891 | 85.191 | 83.491 | ||
| 6829 | 2011.04.13 11:10 | close | 2275 | 0.70 | 83.974 | 85.191 | 83.491 | -5810.00 | 6203159.86 |
| 6830 | 2011.04.14 19:55 | sell | 2276 | 0.70 | 83.433 | 0.000 | 0.000 | ||
| 6831 | 2011.04.14 19:55 | modify | 2276 | 0.70 | 83.433 | 84.733 | 83.033 | ||
| 6832 | 2011.04.14 21:00 | close | 2276 | 0.70 | 83.323 | 84.733 | 83.033 | 7700.00 | 6210859.86 |
| 6833 | 2011.04.15 05:50 | buy | 2277 | 0.70 | 83.536 | 0.000 | 0.000 | ||
| 6834 | 2011.04.15 05:50 | modify | 2277 | 0.70 | 83.536 | 82.236 | 83.936 | ||
| 6835 | 2011.04.15 11:50 | close | 2277 | 0.70 | 83.244 | 82.236 | 83.936 | -20440.00 | 6190419.86 |
| 6836 | 2011.04.15 19:15 | sell | 2278 | 0.50 | 83.201 | 0.000 | 0.000 | ||
| 6837 | 2011.04.15 19:15 | modify | 2278 | 0.50 | 83.201 | 84.801 | 81.901 | ||
| 6838 | 2011.04.15 23:05 | close | 2278 | 0.50 | 83.046 | 84.801 | 81.901 | 7750.00 | 6198169.86 |
| 6839 | 2011.04.18 21:20 | sell | 2279 | 0.70 | 82.571 | 0.000 | 0.000 | ||
| 6840 | 2011.04.18 21:20 | modify | 2279 | 0.70 | 82.571 | 83.871 | 82.171 | ||
| 6841 | 2011.04.19 00:40 | close | 2279 | 0.70 | 82.550 | 83.871 | 82.171 | 827.10 | 6198996.95 |
| 6842 | 2011.04.20 10:40 | buy | 2280 | 0.70 | 82.737 | 0.000 | 0.000 | ||
| 6843 | 2011.04.20 10:40 | modify | 2280 | 0.70 | 82.737 | 81.437 | 83.137 | ||
| 6844 | 2011.04.20 11:25 | close | 2280 | 0.70 | 82.839 | 81.437 | 83.137 | 7140.00 | 6206136.95 |
| 6845 | 2011.04.20 23:55 | sell | 2281 | 0.70 | 82.525 | 0.000 | 0.000 | ||
| 6846 | 2011.04.20 23:55 | modify | 2281 | 0.70 | 82.525 | 83.825 | 82.125 | ||
| 6847 | 2011.04.21 03:05 | close | 2281 | 0.70 | 82.392 | 83.825 | 82.125 | 7383.62 | 6213520.58 |
| 6848 | 2011.04.22 01:15 | sell | 2282 | 0.70 | 81.944 | 0.000 | 0.000 | ||
| 6849 | 2011.04.22 01:15 | modify | 2282 | 0.70 | 81.944 | 83.244 | 81.544 | ||
| 6850 | 2011.04.22 03:05 | close | 2282 | 0.70 | 81.809 | 83.244 | 81.544 | 9450.00 | 6222970.58 |
| 6851 | 2011.04.25 07:25 | buy | 2283 | 0.70 | 82.130 | 0.000 | 0.000 | ||
| 6852 | 2011.04.25 07:25 | modify | 2283 | 0.70 | 82.130 | 80.830 | 82.530 | ||
| 6853 | 2011.04.25 09:00 | close | 2283 | 0.70 | 82.224 | 80.830 | 82.530 | 6580.00 | 6229550.58 |
| 6854 | 2011.04.26 04:15 | sell | 2284 | 0.70 | 81.901 | 0.000 | 0.000 | ||
| 6855 | 2011.04.26 04:15 | modify | 2284 | 0.70 | 81.901 | 83.201 | 81.501 | ||
| 6856 | 2011.04.26 05:15 | close | 2284 | 0.70 | 81.798 | 83.201 | 81.501 | 7210.00 | 6236760.58 |
| 6857 | 2011.04.27 20:55 | buy | 2285 | 0.70 | 82.230 | 0.000 | 0.000 | ||
| 6858 | 2011.04.27 20:55 | modify | 2285 | 0.70 | 82.230 | 80.930 | 82.630 | ||
| 6859 | 2011.04.27 21:20 | close | 2285 | 0.70 | 82.359 | 80.930 | 82.630 | 9030.00 | 6245790.58 |
| 6860 | 2011.04.27 22:45 | buy | 2286 | 0.70 | 82.060 | 0.000 | 0.000 | ||
| 6861 | 2011.04.27 22:45 | modify | 2286 | 0.70 | 82.060 | 80.760 | 82.460 | ||
| 6862 | 2011.04.28 00:05 | close | 2286 | 0.70 | 82.162 | 80.760 | 82.460 | 8208.74 | 6253999.32 |
| 6863 | 2011.04.28 05:20 | buy | 2287 | 0.50 | 81.927 | 0.000 | 0.000 | ||
| 6864 | 2011.04.28 05:20 | modify | 2287 | 0.50 | 81.927 | 80.327 | 83.227 | ||
| 6865 | 2011.04.28 12:35 | close | 2287 | 0.50 | 81.737 | 80.327 | 83.227 | -9500.00 | 6244499.32 |
| 6866 | 2011.04.28 12:40 | sell | 2288 | 0.70 | 81.759 | 0.000 | 0.000 | ||
| 6867 | 2011.04.28 12:40 | modify | 2288 | 0.70 | 81.759 | 83.059 | 81.359 | ||
| 6868 | 2011.04.28 14:15 | sell | 2289 | 0.50 | 81.746 | 0.000 | 0.000 | ||
| 6869 | 2011.04.28 14:15 | modify | 2289 | 0.50 | 81.746 | 83.346 | 80.446 | ||
| 6870 | 2011.04.28 15:35 | close | 2289 | 0.50 | 81.598 | 83.346 | 80.446 | 7400.00 | 6251899.32 |
| 6871 | 2011.04.28 15:35 | buy | 2290 | 0.50 | 81.600 | 0.000 | 0.000 | ||
| 6872 | 2011.04.28 15:35 | modify | 2290 | 0.50 | 81.600 | 80.000 | 82.900 | ||
| 6873 | 2011.04.28 15:35 | close | 2288 | 0.70 | 81.598 | 83.059 | 81.359 | 11270.00 | 6263169.32 |
| 6874 | 2011.04.28 20:05 | close | 2290 | 0.50 | 81.658 | 80.000 | 82.900 | 2900.00 | 6266069.32 |
| 6875 | 2011.04.28 20:05 | sell | 2291 | 0.50 | 81.656 | 0.000 | 0.000 | ||
| 6876 | 2011.04.28 20:05 | modify | 2291 | 0.50 | 81.656 | 83.256 | 80.356 | ||
| 6877 | 2011.04.28 20:15 | sell | 2292 | 0.70 | 81.672 | 0.000 | 0.000 | ||
| 6878 | 2011.04.28 20:15 | modify | 2292 | 0.70 | 81.672 | 82.972 | 81.272 | ||
| 6879 | 2011.04.28 20:50 | close | 2292 | 0.70 | 81.554 | 82.972 | 81.272 | 8260.00 | 6274329.32 |
| 6880 | 2011.04.28 22:30 | close | 2291 | 0.50 | 81.489 | 83.256 | 80.356 | 8350.00 | 6282679.32 |
| 6881 | 2011.04.29 01:15 | sell | 2293 | 0.70 | 81.624 | 0.000 | 0.000 | ||
| 6882 | 2011.04.29 01:15 | modify | 2293 | 0.70 | 81.624 | 82.924 | 81.224 | ||
| 6883 | 2011.04.29 03:55 | close | 2293 | 0.70 | 81.520 | 82.924 | 81.224 | 7280.00 | 6289959.32 |
| 6884 | 2011.05.02 02:10 | sell | 2294 | 0.70 | 81.301 | 0.000 | 0.000 | ||
| 6885 | 2011.05.02 02:10 | modify | 2294 | 0.70 | 81.301 | 82.601 | 80.901 | ||
| 6886 | 2011.05.02 03:15 | close | 2294 | 0.70 | 81.178 | 82.601 | 80.901 | 8610.00 | 6298569.32 |
| 6887 | 2011.05.03 17:10 | sell | 2295 | 0.70 | 80.922 | 0.000 | 0.000 | ||
| 6888 | 2011.05.03 17:10 | modify | 2295 | 0.70 | 80.922 | 82.222 | 80.522 | ||
| 6889 | 2011.05.03 17:35 | close | 2295 | 0.70 | 80.811 | 82.222 | 80.522 | 7770.00 | 6306339.32 |
| 6890 | 2011.05.05 16:50 | sell | 2296 | 0.70 | 80.020 | 0.000 | 0.000 | ||
| 6891 | 2011.05.05 16:50 | modify | 2296 | 0.70 | 80.020 | 81.320 | 79.620 | ||
| 6892 | 2011.05.05 18:10 | close | 2296 | 0.70 | 79.897 | 81.320 | 79.620 | 8610.00 | 6314949.32 |
| 6893 | 2011.05.05 18:55 | sell | 2297 | 0.70 | 80.126 | 0.000 | 0.000 | ||
| 6894 | 2011.05.05 18:55 | modify | 2297 | 0.70 | 80.126 | 81.426 | 79.726 | ||
| 6895 | 2011.05.05 22:15 | close | 2297 | 0.70 | 80.065 | 81.426 | 79.726 | 4270.00 | 6319219.32 |
| 6896 | 2011.05.06 02:35 | buy | 2298 | 0.50 | 80.301 | 0.000 | 0.000 | ||
| 6897 | 2011.05.06 02:35 | modify | 2298 | 0.50 | 80.301 | 78.701 | 81.601 | ||
| 6898 | 2011.05.06 03:15 | sell | 2299 | 0.50 | 80.421 | 0.000 | 0.000 | ||
| 6899 | 2011.05.06 03:15 | modify | 2299 | 0.50 | 80.421 | 82.021 | 79.121 | ||
| 6900 | 2011.05.06 03:25 | close | 2298 | 0.50 | 80.513 | 78.701 | 81.601 | 10600.00 | 6329819.32 |