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 |
| 6901 | 2011.05.06 06:50 | buy | 2300 | 0.50 | 80.441 | 0.000 | 0.000 | ||
| 6902 | 2011.05.06 06:50 | modify | 2300 | 0.50 | 80.441 | 78.841 | 81.741 | ||
| 6903 | 2011.05.06 09:20 | close | 2300 | 0.50 | 80.613 | 78.841 | 81.741 | 8600.00 | 6338419.32 |
| 6904 | 2011.05.06 10:05 | buy | 2301 | 0.50 | 80.482 | 0.000 | 0.000 | ||
| 6905 | 2011.05.06 10:05 | modify | 2301 | 0.50 | 80.482 | 78.882 | 81.782 | ||
| 6906 | 2011.05.06 11:10 | close | 2299 | 0.50 | 80.360 | 82.021 | 79.121 | 3050.00 | 6341469.32 |
| 6907 | 2011.05.06 15:35 | close | 2301 | 0.50 | 80.759 | 78.882 | 81.782 | 13850.00 | 6355319.32 |
| 6908 | 2011.05.10 07:05 | sell | 2302 | 0.70 | 80.419 | 0.000 | 0.000 | ||
| 6909 | 2011.05.10 07:05 | modify | 2302 | 0.70 | 80.419 | 81.719 | 80.019 | ||
| 6910 | 2011.05.10 14:50 | close | 2302 | 0.70 | 80.579 | 81.719 | 80.019 | -11200.00 | 6344119.32 |
| 6911 | 2011.05.11 18:25 | buy | 2303 | 0.70 | 80.978 | 0.000 | 0.000 | ||
| 6912 | 2011.05.11 18:25 | modify | 2303 | 0.70 | 80.978 | 79.678 | 81.378 | ||
| 6913 | 2011.05.11 22:25 | close | 2303 | 0.70 | 80.979 | 79.678 | 81.378 | 70.00 | 6344189.32 |
| 6914 | 2011.05.12 09:20 | buy | 2304 | 0.70 | 81.035 | 0.000 | 0.000 | ||
| 6915 | 2011.05.12 09:20 | modify | 2304 | 0.70 | 81.035 | 79.735 | 81.435 | ||
| 6916 | 2011.05.12 10:00 | close | 2304 | 0.70 | 81.142 | 79.735 | 81.435 | 7490.00 | 6351679.32 |
| 6917 | 2011.05.13 14:10 | sell | 2305 | 0.70 | 80.733 | 0.000 | 0.000 | ||
| 6918 | 2011.05.13 14:10 | modify | 2305 | 0.70 | 80.733 | 82.033 | 80.333 | ||
| 6919 | 2011.05.13 16:15 | close | 2305 | 0.70 | 80.577 | 82.033 | 80.333 | 10920.00 | 6362599.32 |
| 6920 | 2011.05.16 11:10 | buy | 2306 | 0.70 | 80.867 | 0.000 | 0.000 | ||
| 6921 | 2011.05.16 11:10 | modify | 2306 | 0.70 | 80.867 | 79.567 | 81.267 | ||
| 6922 | 2011.05.16 15:00 | close | 2306 | 0.70 | 80.855 | 79.567 | 81.267 | -840.00 | 6361759.32 |
| 6923 | 2011.05.17 16:10 | buy | 2307 | 0.70 | 81.461 | 0.000 | 0.000 | ||
| 6924 | 2011.05.17 16:10 | modify | 2307 | 0.70 | 81.461 | 80.161 | 81.861 | ||
| 6925 | 2011.05.17 20:40 | close | 2307 | 0.70 | 81.503 | 80.161 | 81.861 | 2940.00 | 6364699.32 |
| 6926 | 2011.05.17 23:15 | buy | 2308 | 0.40 | 81.387 | 0.000 | 0.000 | ||
| 6927 | 2011.05.17 23:15 | modify | 2308 | 0.40 | 81.387 | 79.037 | 82.437 | ||
| 6928 | 2011.05.18 16:20 | close | 2308 | 0.40 | 81.367 | 79.037 | 82.437 | -598.27 | 6364101.05 |
| 6929 | 2011.05.19 04:20 | buy | 2309 | 0.50 | 81.593 | 0.000 | 0.000 | ||
| 6930 | 2011.05.19 04:20 | modify | 2309 | 0.50 | 81.593 | 79.993 | 82.893 | ||
| 6931 | 2011.05.19 08:20 | close | 2309 | 0.50 | 81.601 | 79.993 | 82.893 | 400.00 | 6364501.05 |
| 6932 | 2011.05.19 17:15 | buy | 2310 | 0.70 | 81.797 | 0.000 | 0.000 | ||
| 6933 | 2011.05.19 17:15 | modify | 2310 | 0.70 | 81.797 | 80.497 | 82.197 | ||
| 6934 | 2011.05.19 17:40 | close | 2310 | 0.70 | 81.894 | 80.497 | 82.197 | 6790.00 | 6371291.05 |
| 6935 | 2011.05.20 01:40 | sell | 2311 | 0.70 | 81.712 | 0.000 | 0.000 | ||
| 6936 | 2011.05.20 01:40 | modify | 2311 | 0.70 | 81.712 | 83.012 | 81.312 | ||
| 6937 | 2011.05.20 10:55 | close | 2311 | 0.70 | 81.676 | 83.012 | 81.312 | 2520.00 | 6373811.05 |
| 6938 | 2011.05.24 20:10 | buy | 2312 | 0.70 | 81.977 | 0.000 | 0.000 | ||
| 6939 | 2011.05.24 20:10 | modify | 2312 | 0.70 | 81.977 | 80.677 | 82.377 | ||
| 6940 | 2011.05.25 00:55 | close | 2312 | 0.70 | 81.989 | 80.677 | 82.377 | 1195.34 | 6375006.38 |
| 6941 | 2011.05.30 03:10 | sell | 2313 | 0.70 | 80.936 | 0.000 | 0.000 | ||
| 6942 | 2011.05.30 03:10 | modify | 2313 | 0.70 | 80.936 | 82.236 | 80.536 | ||
| 6943 | 2011.05.30 04:10 | close | 2313 | 0.70 | 80.818 | 82.236 | 80.536 | 8260.00 | 6383266.38 |
| 6944 | 2011.05.31 17:05 | buy | 2314 | 0.70 | 81.352 | 0.000 | 0.000 | ||
| 6945 | 2011.05.31 17:05 | modify | 2314 | 0.70 | 81.352 | 80.052 | 81.752 | ||
| 6946 | 2011.05.31 18:15 | buy | 2315 | 0.40 | 81.275 | 0.000 | 0.000 | ||
| 6947 | 2011.05.31 18:15 | modify | 2315 | 0.40 | 81.275 | 78.925 | 82.325 | ||
| 6948 | 2011.05.31 20:30 | close | 2314 | 0.70 | 81.415 | 80.052 | 81.752 | 4410.00 | 6387676.38 |
| 6949 | 2011.06.01 02:30 | buy | 2316 | 0.70 | 81.369 | 0.000 | 0.000 | ||
| 6950 | 2011.06.01 02:30 | modify | 2316 | 0.70 | 81.369 | 80.069 | 81.769 | ||
| 6951 | 2011.06.01 08:30 | close | 2316 | 0.70 | 81.309 | 80.069 | 81.769 | -4200.00 | 6383476.38 |
| 6952 | 2011.06.01 09:15 | sell | 2317 | 0.70 | 81.372 | 0.000 | 0.000 | ||
| 6953 | 2011.06.01 09:15 | modify | 2317 | 0.70 | 81.372 | 82.672 | 80.972 | ||
| 6954 | 2011.06.01 12:35 | close | 2317 | 0.70 | 81.289 | 82.672 | 80.972 | 5810.00 | 6389286.38 |
| 6955 | 2011.06.01 19:50 | sell | 2318 | 0.50 | 80.881 | 0.000 | 0.000 | ||
| 6956 | 2011.06.01 19:50 | modify | 2318 | 0.50 | 80.881 | 82.481 | 79.581 | ||
| 6957 | 2011.06.02 03:50 | close | 2315 | 0.40 | 81.077 | 78.925 | 82.325 | -7116.26 | 6382170.12 |
| 6958 | 2011.06.02 07:00 | close | 2318 | 0.50 | 80.992 | 82.481 | 79.581 | -6899.15 | 6375270.97 |
| 6959 | 2011.06.06 03:20 | sell | 2319 | 0.70 | 80.364 | 0.000 | 0.000 | ||
| 6960 | 2011.06.06 03:20 | modify | 2319 | 0.70 | 80.364 | 81.664 | 79.964 | ||
| 6961 | 2011.06.06 03:55 | close | 2319 | 0.70 | 80.259 | 81.664 | 79.964 | 7350.00 | 6382620.97 |
| 6962 | 2011.06.06 15:25 | sell | 2320 | 0.70 | 80.203 | 0.000 | 0.000 | ||
| 6963 | 2011.06.06 15:25 | modify | 2320 | 0.70 | 80.203 | 81.503 | 79.803 | ||
| 6964 | 2011.06.06 21:50 | close | 2320 | 0.70 | 80.127 | 81.503 | 79.803 | 5320.00 | 6387940.97 |
| 6965 | 2011.06.08 22:00 | sell | 2321 | 0.70 | 79.934 | 0.000 | 0.000 | ||
| 6966 | 2011.06.08 22:00 | modify | 2321 | 0.70 | 79.934 | 81.234 | 79.534 | ||
| 6967 | 2011.06.09 02:50 | close | 2321 | 0.70 | 79.860 | 81.234 | 79.534 | 3315.85 | 6391256.82 |
| 6968 | 2011.06.10 04:00 | buy | 2322 | 0.70 | 80.240 | 0.000 | 0.000 | ||
| 6969 | 2011.06.10 04:00 | modify | 2322 | 0.70 | 80.240 | 78.940 | 80.640 | ||
| 6970 | 2011.06.10 12:20 | close | 2322 | 0.70 | 80.125 | 78.940 | 80.640 | -8050.00 | 6383206.82 |
| 6971 | 2011.06.13 09:05 | buy | 2323 | 0.70 | 80.433 | 0.000 | 0.000 | ||
| 6972 | 2011.06.13 09:05 | modify | 2323 | 0.70 | 80.433 | 79.133 | 80.833 | ||
| 6973 | 2011.06.13 15:25 | close | 2323 | 0.70 | 80.444 | 79.133 | 80.833 | 770.00 | 6383976.82 |
| 6974 | 2011.06.16 08:50 | buy | 2324 | 0.70 | 80.841 | 0.000 | 0.000 | ||
| 6975 | 2011.06.16 08:50 | modify | 2324 | 0.70 | 80.841 | 79.541 | 81.241 | ||
| 6976 | 2011.06.16 15:40 | close | 2324 | 0.70 | 80.852 | 79.541 | 81.241 | 770.00 | 6384746.82 |
| 6977 | 2011.06.20 06:45 | sell | 2325 | 0.70 | 80.222 | 0.000 | 0.000 | ||
| 6978 | 2011.06.20 06:45 | modify | 2325 | 0.70 | 80.222 | 81.522 | 79.822 | ||
| 6979 | 2011.06.20 09:25 | close | 2325 | 0.70 | 80.154 | 81.522 | 79.822 | 4760.00 | 6389506.82 |
| 6980 | 2011.06.23 22:15 | buy | 2326 | 0.70 | 80.515 | 0.000 | 0.000 | ||
| 6981 | 2011.06.23 22:15 | modify | 2326 | 0.70 | 80.515 | 79.215 | 80.915 | ||
| 6982 | 2011.06.24 02:55 | close | 2326 | 0.70 | 80.506 | 79.215 | 80.915 | -280.89 | 6389225.94 |
| 6983 | 2011.06.28 01:45 | buy | 2327 | 0.70 | 80.823 | 0.000 | 0.000 | ||
| 6984 | 2011.06.28 01:45 | modify | 2327 | 0.70 | 80.823 | 79.523 | 81.223 | ||
| 6985 | 2011.06.28 06:55 | close | 2327 | 0.70 | 80.825 | 79.523 | 81.223 | 140.00 | 6389365.94 |
| 6986 | 2011.07.01 09:15 | buy | 2328 | 0.70 | 80.651 | 0.000 | 0.000 | ||
| 6987 | 2011.07.01 09:15 | modify | 2328 | 0.70 | 80.651 | 79.351 | 81.051 | ||
| 6988 | 2011.07.01 10:40 | close | 2328 | 0.70 | 80.733 | 79.351 | 81.051 | 5740.00 | 6395105.94 |
| 6989 | 2011.07.05 21:15 | buy | 2329 | 0.70 | 81.070 | 0.000 | 0.000 | ||
| 6990 | 2011.07.05 21:15 | modify | 2329 | 0.70 | 81.070 | 79.770 | 81.470 | ||
| 6991 | 2011.07.05 23:25 | close | 2329 | 0.70 | 81.126 | 79.770 | 81.470 | 3920.00 | 6399025.94 |
| 6992 | 2011.07.06 08:35 | sell | 2330 | 0.70 | 80.913 | 0.000 | 0.000 | ||
| 6993 | 2011.07.06 08:35 | modify | 2330 | 0.70 | 80.913 | 82.213 | 80.513 | ||
| 6994 | 2011.07.06 09:40 | close | 2330 | 0.70 | 80.824 | 82.213 | 80.513 | 6230.00 | 6405255.94 |
| 6995 | 2011.07.11 03:50 | sell | 2331 | 0.70 | 80.730 | 0.000 | 0.000 | ||
| 6996 | 2011.07.11 03:50 | modify | 2331 | 0.70 | 80.730 | 82.030 | 80.330 | ||
| 6997 | 2011.07.11 10:45 | close | 2331 | 0.70 | 80.756 | 82.030 | 80.330 | -1820.00 | 6403435.94 |
| 6998 | 2011.07.12 03:50 | buy | 2332 | 0.50 | 80.199 | 0.000 | 0.000 | ||
| 6999 | 2011.07.12 03:50 | modify | 2332 | 0.50 | 80.199 | 78.599 | 81.499 | ||
| 7000 | 2011.07.12 15:50 | close | 2332 | 0.50 | 79.822 | 78.599 | 81.499 | -18850.00 | 6384585.94 |
| 7001 | 2011.07.13 03:55 | sell | 2333 | 0.50 | 79.526 | 0.000 | 0.000 | ||
| 7002 | 2011.07.13 03:55 | modify | 2333 | 0.50 | 79.526 | 81.126 | 78.226 | ||
| 7003 | 2011.07.13 08:15 | sell | 2334 | 0.70 | 79.522 | 0.000 | 0.000 | ||
| 7004 | 2011.07.13 08:15 | modify | 2334 | 0.70 | 79.522 | 80.822 | 79.122 | ||
| 7005 | 2011.07.13 09:45 | close | 2334 | 0.70 | 79.392 | 80.822 | 79.122 | 9100.00 | 6393685.94 |
| 7006 | 2011.07.13 10:05 | close | 2333 | 0.50 | 79.369 | 81.126 | 78.226 | 7850.00 | 6401535.94 |
| 7007 | 2011.07.14 00:15 | sell | 2335 | 0.50 | 79.044 | 0.000 | 0.000 | ||
| 7008 | 2011.07.14 00:15 | modify | 2335 | 0.50 | 79.044 | 80.644 | 77.744 | ||
| 7009 | 2011.07.14 00:25 | close | 2335 | 0.50 | 78.855 | 80.644 | 77.744 | 9450.00 | 6410985.94 |
| 7010 | 2011.07.14 01:30 | sell | 2336 | 0.50 | 79.021 | 0.000 | 0.000 | ||
| 7011 | 2011.07.14 01:30 | modify | 2336 | 0.50 | 79.021 | 80.621 | 77.721 | ||
| 7012 | 2011.07.14 03:30 | close | 2336 | 0.50 | 78.658 | 80.621 | 77.721 | 18150.00 | 6429135.94 |
| 7013 | 2011.07.14 08:35 | sell | 2337 | 0.50 | 79.185 | 0.000 | 0.000 | ||
| 7014 | 2011.07.14 08:35 | modify | 2337 | 0.50 | 79.185 | 80.785 | 77.885 | ||
| 7015 | 2011.07.14 12:15 | close | 2337 | 0.50 | 78.925 | 80.785 | 77.885 | 13000.00 | 6442135.94 |
| 7016 | 2011.07.14 20:30 | sell | 2338 | 0.50 | 79.118 | 0.000 | 0.000 | ||
| 7017 | 2011.07.14 20:30 | modify | 2338 | 0.50 | 79.118 | 80.718 | 77.818 | ||
| 7018 | 2011.07.15 02:40 | close | 2338 | 0.50 | 78.951 | 80.718 | 77.818 | 7910.39 | 6450046.32 |
| 7019 | 2011.07.21 00:50 | sell | 2339 | 0.70 | 78.826 | 0.000 | 0.000 | ||
| 7020 | 2011.07.21 00:50 | modify | 2339 | 0.70 | 78.826 | 80.126 | 78.426 | ||
| 7021 | 2011.07.21 04:10 | close | 2339 | 0.70 | 78.704 | 80.126 | 78.426 | 8540.00 | 6458586.32 |
| 7022 | 2011.07.26 12:15 | sell | 2340 | 0.70 | 78.173 | 0.000 | 0.000 | ||
| 7023 | 2011.07.26 12:15 | modify | 2340 | 0.70 | 78.173 | 79.473 | 77.773 | ||
| 7024 | 2011.07.26 13:10 | close | 2340 | 0.70 | 78.058 | 79.473 | 77.773 | 8050.00 | 6466636.32 |
| 7025 | 2011.07.27 02:35 | sell | 2341 | 0.70 | 77.987 | 0.000 | 0.000 | ||
| 7026 | 2011.07.27 02:35 | modify | 2341 | 0.70 | 77.987 | 79.287 | 77.587 | ||
| 7027 | 2011.07.27 03:55 | close | 2341 | 0.70 | 77.904 | 79.287 | 77.587 | 5810.00 | 6472446.32 |
| 7028 | 2011.08.01 06:00 | buy | 2342 | 0.50 | 77.612 | 0.000 | 0.000 | ||
| 7029 | 2011.08.01 06:00 | modify | 2342 | 0.50 | 77.612 | 76.012 | 78.912 | ||
| 7030 | 2011.08.01 07:00 | buy | 2343 | 0.70 | 77.446 | 0.000 | 0.000 | ||
| 7031 | 2011.08.01 07:00 | modify | 2343 | 0.70 | 77.446 | 76.146 | 77.846 | ||
| 7032 | 2011.08.01 08:00 | close | 2343 | 0.70 | 77.561 | 76.146 | 77.846 | 8050.00 | 6480496.32 |
| 7033 | 2011.08.01 09:10 | sell | 2344 | 0.50 | 77.697 | 0.000 | 0.000 | ||
| 7034 | 2011.08.01 09:10 | modify | 2344 | 0.50 | 77.697 | 79.297 | 76.397 | ||
| 7035 | 2011.08.01 09:20 | close | 2342 | 0.50 | 77.725 | 76.012 | 78.912 | 5650.00 | 6486146.32 |
| 7036 | 2011.08.01 11:35 | close | 2344 | 0.50 | 77.443 | 79.297 | 76.397 | 12700.00 | 6498846.32 |
| 7037 | 2011.08.01 11:35 | buy | 2345 | 0.70 | 77.450 | 0.000 | 0.000 | ||
| 7038 | 2011.08.01 11:35 | modify | 2345 | 0.70 | 77.450 | 76.150 | 77.850 | ||
| 7039 | 2011.08.01 18:55 | close | 2345 | 0.70 | 76.865 | 76.150 | 77.850 | -40950.00 | 6457896.32 |
| 7040 | 2011.08.01 20:05 | sell | 2346 | 0.50 | 77.093 | 0.000 | 0.000 | ||
| 7041 | 2011.08.01 20:05 | modify | 2346 | 0.50 | 77.093 | 78.693 | 75.793 | ||
| 7042 | 2011.08.01 20:15 | sell | 2347 | 0.70 | 77.133 | 0.000 | 0.000 | ||
| 7043 | 2011.08.01 20:15 | modify | 2347 | 0.70 | 77.133 | 78.433 | 76.733 | ||
| 7044 | 2011.08.02 03:05 | buy | 2348 | 0.50 | 77.310 | 0.000 | 0.000 | ||
| 7045 | 2011.08.02 03:05 | modify | 2348 | 0.50 | 77.310 | 75.710 | 78.610 | ||
| 7046 | 2011.08.02 09:05 | close | 2346 | 0.50 | 77.328 | 78.693 | 75.793 | -12178.94 | 6445717.38 |
| 7047 | 2011.08.02 09:05 | close | 2347 | 0.70 | 77.328 | 78.433 | 76.733 | -14250.52 | 6431466.86 |
| 7048 | 2011.08.02 09:05 | buy | 2349 | 0.70 | 77.322 | 0.000 | 0.000 | ||
| 7049 | 2011.08.02 09:05 | modify | 2349 | 0.70 | 77.322 | 76.022 | 77.722 | ||
| 7050 | 2011.08.02 11:15 | close | 2349 | 0.70 | 77.391 | 76.022 | 77.722 | 4830.00 | 6436296.86 |