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 |
| 7051 | 2011.08.02 14:10 | close | 2348 | 0.50 | 77.438 | 75.710 | 78.610 | 6400.00 | 6442696.86 |
| 7052 | 2011.08.02 22:05 | sell | 2350 | 0.70 | 77.237 | 0.000 | 0.000 | ||
| 7053 | 2011.08.02 22:05 | modify | 2350 | 0.70 | 77.237 | 78.537 | 76.837 | ||
| 7054 | 2011.08.02 22:30 | close | 2350 | 0.70 | 77.126 | 78.537 | 76.837 | 7770.00 | 6450466.86 |
| 7055 | 2011.08.04 15:20 | buy | 2351 | 0.70 | 79.580 | 0.000 | 0.000 | ||
| 7056 | 2011.08.04 15:20 | modify | 2351 | 0.70 | 79.580 | 78.280 | 79.980 | ||
| 7057 | 2011.08.04 15:30 | close | 2351 | 0.70 | 79.730 | 78.280 | 79.980 | 10500.00 | 6460966.86 |
| 7058 | 2011.08.04 16:20 | buy | 2352 | 0.70 | 79.378 | 0.000 | 0.000 | ||
| 7059 | 2011.08.04 16:20 | modify | 2352 | 0.70 | 79.378 | 78.078 | 79.778 | ||
| 7060 | 2011.08.04 21:35 | close | 2352 | 0.70 | 78.937 | 78.078 | 79.778 | -30870.00 | 6430096.86 |
| 7061 | 2011.08.05 05:35 | buy | 2353 | 0.50 | 78.640 | 0.000 | 0.000 | ||
| 7062 | 2011.08.05 05:35 | modify | 2353 | 0.50 | 78.640 | 77.040 | 79.940 | ||
| 7063 | 2011.08.05 07:45 | close | 2353 | 0.50 | 79.045 | 77.040 | 79.940 | 20250.00 | 6450346.86 |
| 7064 | 2011.08.05 07:45 | sell | 2354 | 0.50 | 79.045 | 0.000 | 0.000 | ||
| 7065 | 2011.08.05 07:45 | modify | 2354 | 0.50 | 79.045 | 80.645 | 77.745 | ||
| 7066 | 2011.08.05 09:40 | buy | 2355 | 0.50 | 78.505 | 0.000 | 0.000 | ||
| 7067 | 2011.08.05 09:40 | modify | 2355 | 0.50 | 78.505 | 76.905 | 79.805 | ||
| 7068 | 2011.08.05 10:00 | close | 2354 | 0.50 | 78.365 | 80.645 | 77.745 | 34000.00 | 6484346.86 |
| 7069 | 2011.08.05 14:25 | sell | 2356 | 0.50 | 78.488 | 0.000 | 0.000 | ||
| 7070 | 2011.08.05 14:25 | modify | 2356 | 0.50 | 78.488 | 80.088 | 77.188 | ||
| 7071 | 2011.08.05 15:00 | close | 2355 | 0.50 | 78.593 | 76.905 | 79.805 | 4400.00 | 6488746.86 |
| 7072 | 2011.08.05 15:20 | sell | 2357 | 0.70 | 78.623 | 0.000 | 0.000 | ||
| 7073 | 2011.08.05 15:20 | modify | 2357 | 0.70 | 78.623 | 79.923 | 78.223 | ||
| 7074 | 2011.08.05 15:30 | close | 2357 | 0.70 | 78.496 | 79.923 | 78.223 | 8890.00 | 6497636.86 |
| 7075 | 2011.08.05 19:45 | buy | 2358 | 0.50 | 78.429 | 0.000 | 0.000 | ||
| 7076 | 2011.08.05 19:45 | modify | 2358 | 0.50 | 78.429 | 76.829 | 79.729 | ||
| 7077 | 2011.08.05 20:50 | close | 2358 | 0.50 | 78.562 | 76.829 | 79.729 | 6650.00 | 6504286.86 |
| 7078 | 2011.08.08 00:05 | close | 2356 | 0.50 | 78.159 | 80.088 | 77.188 | 16016.38 | 6520303.24 |
| 7079 | 2011.08.08 07:05 | buy | 2359 | 0.50 | 78.051 | 0.000 | 0.000 | ||
| 7080 | 2011.08.08 07:05 | modify | 2359 | 0.50 | 78.051 | 76.451 | 79.351 | ||
| 7081 | 2011.08.08 15:15 | close | 2359 | 0.50 | 77.886 | 76.451 | 79.351 | -8250.00 | 6512053.24 |
| 7082 | 2011.08.08 18:40 | buy | 2360 | 0.50 | 77.590 | 0.000 | 0.000 | ||
| 7083 | 2011.08.08 18:40 | modify | 2360 | 0.50 | 77.590 | 75.990 | 78.890 | ||
| 7084 | 2011.08.08 19:50 | sell | 2361 | 0.50 | 77.658 | 0.000 | 0.000 | ||
| 7085 | 2011.08.08 19:50 | modify | 2361 | 0.50 | 77.658 | 79.258 | 76.358 | ||
| 7086 | 2011.08.08 20:55 | close | 2360 | 0.50 | 77.716 | 75.990 | 78.890 | 6300.00 | 6518353.24 |
| 7087 | 2011.08.08 23:35 | close | 2361 | 0.50 | 77.565 | 79.258 | 76.358 | 4650.00 | 6523003.24 |
| 7088 | 2011.08.09 09:40 | sell | 2362 | 0.50 | 77.429 | 0.000 | 0.000 | ||
| 7089 | 2011.08.09 09:40 | modify | 2362 | 0.50 | 77.429 | 79.029 | 76.129 | ||
| 7090 | 2011.08.09 12:00 | close | 2362 | 0.50 | 77.249 | 79.029 | 76.129 | 9000.00 | 6532003.24 |
| 7091 | 2011.08.10 17:10 | sell | 2363 | 0.50 | 76.515 | 0.000 | 0.000 | ||
| 7092 | 2011.08.10 17:10 | modify | 2363 | 0.50 | 76.515 | 78.115 | 75.215 | ||
| 7093 | 2011.08.10 20:05 | sell | 2364 | 0.70 | 76.582 | 0.000 | 0.000 | ||
| 7094 | 2011.08.10 20:05 | modify | 2364 | 0.70 | 76.582 | 77.882 | 76.182 | ||
| 7095 | 2011.08.11 01:00 | close | 2364 | 0.70 | 76.779 | 77.882 | 76.182 | -15583.40 | 6516419.84 |
| 7096 | 2011.08.11 01:15 | close | 2363 | 0.50 | 76.763 | 78.115 | 75.215 | -13681.00 | 6502738.84 |
| 7097 | 2011.08.22 04:00 | buy | 2365 | 0.70 | 76.651 | 0.000 | 0.000 | ||
| 7098 | 2011.08.22 04:00 | modify | 2365 | 0.70 | 76.651 | 75.351 | 77.051 | ||
| 7099 | 2011.08.22 05:04 | t/p | 2365 | 0.70 | 77.061 | 75.351 | 77.051 | 28700.00 | 6531438.84 |
| 7100 | 2011.08.26 04:35 | buy | 2366 | 0.70 | 77.290 | 0.000 | 0.000 | ||
| 7101 | 2011.08.26 04:35 | modify | 2366 | 0.70 | 77.290 | 75.990 | 77.690 | ||
| 7102 | 2011.08.26 17:20 | close | 2366 | 0.70 | 76.831 | 75.990 | 77.690 | -32130.00 | 6499308.84 |
| 7103 | 2011.08.26 17:40 | sell | 2367 | 0.70 | 76.918 | 0.000 | 0.000 | ||
| 7104 | 2011.08.26 17:40 | modify | 2367 | 0.70 | 76.918 | 78.218 | 76.518 | ||
| 7105 | 2011.08.26 18:10 | close | 2367 | 0.70 | 76.819 | 78.218 | 76.518 | 6930.00 | 6506238.84 |
| 7106 | 2011.08.29 22:35 | buy | 2368 | 0.70 | 76.833 | 0.000 | 0.000 | ||
| 7107 | 2011.08.29 22:35 | modify | 2368 | 0.70 | 76.833 | 75.533 | 77.233 | ||
| 7108 | 2011.08.30 01:35 | close | 2368 | 0.70 | 76.900 | 75.533 | 77.233 | 5023.16 | 6511262.00 |
| 7109 | 2011.09.01 07:15 | buy | 2369 | 0.70 | 76.836 | 0.000 | 0.000 | ||
| 7110 | 2011.09.01 07:15 | modify | 2369 | 0.70 | 76.836 | 75.536 | 77.236 | ||
| 7111 | 2011.09.01 10:05 | close | 2369 | 0.70 | 76.911 | 75.536 | 77.236 | 5250.00 | 6516512.00 |
| 7112 | 2011.09.06 17:45 | buy | 2370 | 0.70 | 77.178 | 0.000 | 0.000 | ||
| 7113 | 2011.09.06 17:45 | modify | 2370 | 0.70 | 77.178 | 75.878 | 77.578 | ||
| 7114 | 2011.09.06 18:15 | close | 2370 | 0.70 | 77.369 | 75.878 | 77.578 | 13370.00 | 6529882.00 |
| 7115 | 2011.09.07 00:50 | buy | 2371 | 0.70 | 77.578 | 0.000 | 0.000 | ||
| 7116 | 2011.09.07 00:50 | modify | 2371 | 0.70 | 77.578 | 76.278 | 77.978 | ||
| 7117 | 2011.09.07 01:35 | close | 2371 | 0.70 | 77.680 | 76.278 | 77.978 | 7140.00 | 6537022.00 |
| 7118 | 2011.09.07 03:05 | buy | 2372 | 0.70 | 77.526 | 0.000 | 0.000 | ||
| 7119 | 2011.09.07 03:05 | modify | 2372 | 0.70 | 77.526 | 76.226 | 77.926 | ||
| 7120 | 2011.09.07 06:40 | buy | 2373 | 0.40 | 77.098 | 0.000 | 0.000 | ||
| 7121 | 2011.09.07 06:40 | modify | 2373 | 0.40 | 77.098 | 74.748 | 78.148 | ||
| 7122 | 2011.09.07 16:25 | close | 2372 | 0.70 | 77.326 | 76.226 | 77.926 | -14000.00 | 6523022.00 |
| 7123 | 2011.09.07 16:25 | sell | 2374 | 0.70 | 77.330 | 0.000 | 0.000 | ||
| 7124 | 2011.09.07 16:25 | modify | 2374 | 0.70 | 77.330 | 78.630 | 76.930 | ||
| 7125 | 2011.09.07 18:20 | close | 2373 | 0.40 | 77.340 | 74.748 | 78.148 | 9680.00 | 6532702.00 |
| 7126 | 2011.09.07 21:15 | close | 2374 | 0.70 | 77.317 | 78.630 | 76.930 | 910.00 | 6533612.00 |
| 7127 | 2011.09.09 18:10 | buy | 2375 | 0.70 | 77.613 | 0.000 | 0.000 | ||
| 7128 | 2011.09.09 18:10 | modify | 2375 | 0.70 | 77.613 | 76.313 | 78.013 | ||
| 7129 | 2011.09.09 22:55 | close | 2375 | 0.70 | 77.493 | 76.313 | 78.013 | -8400.00 | 6525212.00 |
| 7130 | 2011.09.12 13:15 | sell | 2376 | 0.70 | 77.052 | 0.000 | 0.000 | ||
| 7131 | 2011.09.12 13:15 | modify | 2376 | 0.70 | 77.052 | 78.352 | 76.652 | ||
| 7132 | 2011.09.12 13:45 | close | 2376 | 0.70 | 76.932 | 78.352 | 76.652 | 8400.00 | 6533612.00 |
| 7133 | 2011.09.12 16:15 | sell | 2377 | 0.70 | 77.195 | 0.000 | 0.000 | ||
| 7134 | 2011.09.12 16:15 | modify | 2377 | 0.70 | 77.195 | 78.495 | 76.795 | ||
| 7135 | 2011.09.12 17:55 | close | 2377 | 0.70 | 76.995 | 78.495 | 76.795 | 14000.00 | 6547612.00 |
| 7136 | 2011.09.14 00:00 | sell | 2378 | 0.70 | 76.945 | 0.000 | 0.000 | ||
| 7137 | 2011.09.14 00:00 | modify | 2378 | 0.70 | 76.945 | 78.245 | 76.545 | ||
| 7138 | 2011.09.14 03:25 | close | 2378 | 0.70 | 76.925 | 78.245 | 76.545 | 1400.00 | 6549012.00 |
| 7139 | 2011.09.19 23:10 | sell | 2379 | 0.70 | 76.566 | 0.000 | 0.000 | ||
| 7140 | 2011.09.19 23:10 | modify | 2379 | 0.70 | 76.566 | 77.866 | 76.166 | ||
| 7141 | 2011.09.20 04:10 | close | 2379 | 0.70 | 76.595 | 77.866 | 76.166 | -2625.68 | 6546386.33 |
| 7142 | 2011.09.22 09:55 | buy | 2380 | 0.70 | 76.656 | 0.000 | 0.000 | ||
| 7143 | 2011.09.22 09:55 | modify | 2380 | 0.70 | 76.656 | 75.356 | 77.056 | ||
| 7144 | 2011.09.22 19:35 | close | 2380 | 0.70 | 76.464 | 75.356 | 77.056 | -13440.00 | 6532946.33 |
| 7145 | 2011.09.22 19:35 | sell | 2381 | 0.70 | 76.464 | 0.000 | 0.000 | ||
| 7146 | 2011.09.22 19:35 | modify | 2381 | 0.70 | 76.464 | 77.764 | 76.064 | ||
| 7147 | 2011.09.22 21:05 | buy | 2382 | 0.50 | 76.332 | 0.000 | 0.000 | ||
| 7148 | 2011.09.22 21:05 | modify | 2382 | 0.50 | 76.332 | 74.732 | 77.632 | ||
| 7149 | 2011.09.22 21:05 | close | 2381 | 0.70 | 76.327 | 77.764 | 76.064 | 9590.00 | 6542536.33 |
| 7150 | 2011.09.23 06:00 | close | 2382 | 0.50 | 76.301 | 74.732 | 77.632 | -1313.85 | 6541222.48 |
| 7151 | 2011.09.26 04:25 | buy | 2383 | 0.70 | 76.422 | 0.000 | 0.000 | ||
| 7152 | 2011.09.26 04:25 | modify | 2383 | 0.70 | 76.422 | 75.122 | 76.822 | ||
| 7153 | 2011.09.26 10:45 | close | 2383 | 0.70 | 76.445 | 75.122 | 76.822 | 1610.00 | 6542832.48 |
| 7154 | 2011.09.28 03:10 | buy | 2384 | 0.70 | 76.656 | 0.000 | 0.000 | ||
| 7155 | 2011.09.28 03:10 | modify | 2384 | 0.70 | 76.656 | 75.356 | 77.056 | ||
| 7156 | 2011.09.28 15:35 | close | 2384 | 0.70 | 76.488 | 75.356 | 77.056 | -11760.00 | 6531072.48 |
| 7157 | 2011.09.28 15:40 | sell | 2385 | 0.70 | 76.531 | 0.000 | 0.000 | ||
| 7158 | 2011.09.28 15:40 | modify | 2385 | 0.70 | 76.531 | 77.831 | 76.131 | ||
| 7159 | 2011.09.28 18:00 | close | 2385 | 0.70 | 76.404 | 77.831 | 76.131 | 8890.00 | 6539962.48 |
| 7160 | 2011.09.30 16:35 | buy | 2386 | 0.70 | 76.753 | 0.000 | 0.000 | ||
| 7161 | 2011.09.30 16:35 | modify | 2386 | 0.70 | 76.753 | 75.453 | 77.153 | ||
| 7162 | 2011.09.30 16:40 | close | 2386 | 0.70 | 76.850 | 75.453 | 77.153 | 6790.00 | 6546752.48 |
| 7163 | 2011.10.03 06:05 | buy | 2387 | 0.70 | 76.980 | 0.000 | 0.000 | ||
| 7164 | 2011.10.03 06:05 | modify | 2387 | 0.70 | 76.980 | 75.680 | 77.380 | ||
| 7165 | 2011.10.03 08:10 | close | 2387 | 0.70 | 77.044 | 75.680 | 77.380 | 4480.00 | 6551232.48 |
| 7166 | 2011.10.13 01:55 | buy | 2388 | 0.70 | 77.189 | 0.000 | 0.000 | ||
| 7167 | 2011.10.13 01:55 | modify | 2388 | 0.70 | 77.189 | 75.889 | 77.589 | ||
| 7168 | 2011.10.13 08:05 | close | 2388 | 0.70 | 77.106 | 75.889 | 77.589 | -5810.00 | 6545422.48 |
| 7169 | 2011.10.14 21:20 | buy | 2389 | 0.70 | 77.193 | 0.000 | 0.000 | ||
| 7170 | 2011.10.14 21:20 | modify | 2389 | 0.70 | 77.193 | 75.893 | 77.593 | ||
| 7171 | 2011.10.17 01:40 | close | 2389 | 0.70 | 77.222 | 75.893 | 77.593 | 2364.27 | 6547786.74 |
| 7172 | 2011.10.17 07:00 | buy | 2390 | 0.70 | 77.184 | 0.000 | 0.000 | ||
| 7173 | 2011.10.17 07:00 | modify | 2390 | 0.70 | 77.184 | 75.884 | 77.584 | ||
| 7174 | 2011.10.17 10:00 | close | 2390 | 0.70 | 77.217 | 75.884 | 77.584 | 2310.00 | 6550096.74 |
| 7175 | 2011.10.21 23:55 | sell | 2391 | 0.70 | 76.242 | 0.000 | 0.000 | ||
| 7176 | 2011.10.21 23:55 | modify | 2391 | 0.70 | 76.242 | 77.542 | 75.842 | ||
| 7177 | 2011.10.24 05:55 | close | 2391 | 0.70 | 76.277 | 77.542 | 75.842 | -3042.71 | 6547054.03 |
| 7178 | 2011.10.24 09:20 | sell | 2392 | 0.70 | 76.328 | 0.000 | 0.000 | ||
| 7179 | 2011.10.24 09:20 | modify | 2392 | 0.70 | 76.328 | 77.628 | 75.928 | ||
| 7180 | 2011.10.24 11:25 | close | 2392 | 0.70 | 76.209 | 77.628 | 75.928 | 8330.00 | 6555384.03 |
| 7181 | 2011.10.27 14:30 | sell | 2393 | 0.70 | 75.944 | 0.000 | 0.000 | ||
| 7182 | 2011.10.27 14:30 | modify | 2393 | 0.70 | 75.944 | 77.244 | 75.544 | ||
| 7183 | 2011.10.27 14:35 | close | 2393 | 0.70 | 75.840 | 77.244 | 75.544 | 7280.00 | 6562664.03 |
| 7184 | 2011.10.27 20:20 | sell | 2394 | 0.70 | 75.892 | 0.000 | 0.000 | ||
| 7185 | 2011.10.27 20:20 | modify | 2394 | 0.70 | 75.892 | 77.192 | 75.492 | ||
| 7186 | 2011.10.28 03:25 | close | 2394 | 0.70 | 75.873 | 77.192 | 75.492 | 739.28 | 6563403.31 |
| 7187 | 2011.10.31 11:30 | buy | 2395 | 0.70 | 78.574 | 0.000 | 0.000 | ||
| 7188 | 2011.10.31 11:30 | modify | 2395 | 0.70 | 78.574 | 77.274 | 78.974 | ||
| 7189 | 2011.10.31 15:20 | close | 2395 | 0.70 | 78.131 | 77.274 | 78.974 | -31010.00 | 6532393.31 |
| 7190 | 2011.11.01 01:45 | sell | 2396 | 0.40 | 78.292 | 0.000 | 0.000 | ||
| 7191 | 2011.11.01 01:45 | modify | 2396 | 0.40 | 78.292 | 80.642 | 77.242 | ||
| 7192 | 2011.11.01 06:30 | close | 2396 | 0.40 | 78.126 | 80.642 | 77.242 | 6640.00 | 6539033.31 |
| 7193 | 2011.11.02 03:05 | buy | 2397 | 0.70 | 78.287 | 0.000 | 0.000 | ||
| 7194 | 2011.11.02 03:05 | modify | 2397 | 0.70 | 78.287 | 76.987 | 78.687 | ||
| 7195 | 2011.11.02 19:50 | close | 2397 | 0.70 | 78.098 | 76.987 | 78.687 | -13230.00 | 6525803.31 |
| 7196 | 2011.11.09 09:05 | sell | 2398 | 0.70 | 77.606 | 0.000 | 0.000 | ||
| 7197 | 2011.11.09 09:05 | modify | 2398 | 0.70 | 77.606 | 78.906 | 77.206 | ||
| 7198 | 2011.11.09 13:40 | close | 2398 | 0.70 | 77.579 | 78.906 | 77.206 | 1890.00 | 6527693.31 |
| 7199 | 2011.11.14 03:00 | sell | 2399 | 0.70 | 77.234 | 0.000 | 0.000 | ||
| 7200 | 2011.11.14 03:00 | modify | 2399 | 0.70 | 77.234 | 78.534 | 76.834 | ||