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 |
| 7201 | 2011.11.14 04:10 | close | 2399 | 0.70 | 77.171 | 78.534 | 76.834 | 4410.00 | 6532103.31 |
| 7202 | 2011.11.14 14:35 | sell | 2400 | 0.70 | 77.023 | 0.000 | 0.000 | ||
| 7203 | 2011.11.14 14:35 | modify | 2400 | 0.70 | 77.023 | 78.323 | 76.623 | ||
| 7204 | 2011.11.14 18:00 | close | 2400 | 0.70 | 76.943 | 78.323 | 76.623 | 5600.00 | 6537703.31 |
| 7205 | 2011.11.24 02:10 | buy | 2401 | 0.70 | 77.222 | 0.000 | 0.000 | ||
| 7206 | 2011.11.24 02:10 | modify | 2401 | 0.70 | 77.222 | 75.922 | 77.622 | ||
| 7207 | 2011.11.24 07:50 | close | 2401 | 0.70 | 77.109 | 75.922 | 77.622 | -7910.00 | 6529793.31 |
| 7208 | 2011.11.24 07:55 | sell | 2402 | 0.70 | 77.128 | 0.000 | 0.000 | ||
| 7209 | 2011.11.24 07:55 | modify | 2402 | 0.70 | 77.128 | 78.428 | 76.728 | ||
| 7210 | 2011.11.24 09:05 | close | 2402 | 0.70 | 77.077 | 78.428 | 76.728 | 3570.00 | 6533363.31 |
| 7211 | 2011.11.28 00:05 | buy | 2403 | 0.70 | 77.564 | 0.000 | 0.000 | ||
| 7212 | 2011.11.28 00:05 | modify | 2403 | 0.70 | 77.564 | 76.264 | 77.964 | ||
| 7213 | 2011.11.28 01:50 | close | 2403 | 0.70 | 77.701 | 76.264 | 77.964 | 9590.00 | 6542953.31 |
| 7214 | 2011.11.29 06:15 | buy | 2404 | 0.70 | 78.080 | 0.000 | 0.000 | ||
| 7215 | 2011.11.29 06:15 | modify | 2404 | 0.70 | 78.080 | 76.780 | 78.480 | ||
| 7216 | 2011.11.29 16:55 | close | 2404 | 0.70 | 77.927 | 76.780 | 78.480 | -10710.00 | 6532243.31 |
| 7217 | 2011.12.01 02:40 | sell | 2405 | 0.70 | 77.680 | 0.000 | 0.000 | ||
| 7218 | 2011.12.01 02:40 | modify | 2405 | 0.70 | 77.680 | 78.980 | 77.280 | ||
| 7219 | 2011.12.01 03:05 | close | 2405 | 0.70 | 77.515 | 78.980 | 77.280 | 11550.00 | 6543793.31 |
| 7220 | 2011.12.08 17:30 | sell | 2406 | 0.70 | 77.526 | 0.000 | 0.000 | ||
| 7221 | 2011.12.08 17:30 | modify | 2406 | 0.70 | 77.526 | 78.826 | 77.126 | ||
| 7222 | 2011.12.08 22:30 | close | 2406 | 0.70 | 77.651 | 78.826 | 77.126 | -8750.00 | 6535043.31 |
| 7223 | 2011.12.13 05:35 | buy | 2407 | 0.70 | 77.874 | 0.000 | 0.000 | ||
| 7224 | 2011.12.13 05:35 | modify | 2407 | 0.70 | 77.874 | 76.574 | 78.274 | ||
| 7225 | 2011.12.13 08:30 | close | 2407 | 0.70 | 77.900 | 76.574 | 78.274 | 1820.00 | 6536863.31 |
| 7226 | 2012.01.02 01:00 | sell | 2408 | 0.70 | 77.109 | 0.000 | 0.000 | ||
| 7227 | 2012.01.02 01:00 | modify | 2408 | 0.70 | 77.109 | 78.409 | 76.709 | ||
| 7228 | 2012.01.02 04:55 | close | 2408 | 0.70 | 77.014 | 78.409 | 76.709 | 6650.00 | 6543513.31 |
| 7229 | 2012.01.02 14:55 | sell | 2409 | 0.70 | 76.943 | 0.000 | 0.000 | ||
| 7230 | 2012.01.02 14:55 | modify | 2409 | 0.70 | 76.943 | 78.243 | 76.543 | ||
| 7231 | 2012.01.02 21:30 | close | 2409 | 0.70 | 76.903 | 78.243 | 76.543 | 2800.00 | 6546313.31 |
| 7232 | 2012.01.06 00:00 | buy | 2410 | 0.70 | 77.118 | 0.000 | 0.000 | ||
| 7233 | 2012.01.06 00:00 | modify | 2410 | 0.70 | 77.118 | 75.818 | 77.518 | ||
| 7234 | 2012.01.06 02:05 | close | 2410 | 0.70 | 77.187 | 75.818 | 77.518 | 4830.00 | 6551143.31 |
| 7235 | 2012.01.06 09:25 | buy | 2411 | 0.70 | 77.127 | 0.000 | 0.000 | ||
| 7236 | 2012.01.06 09:25 | modify | 2411 | 0.70 | 77.127 | 75.827 | 77.527 | ||
| 7237 | 2012.01.06 15:35 | close | 2411 | 0.70 | 77.251 | 75.827 | 77.527 | 8680.00 | 6559823.31 |
| 7238 | 2012.01.20 00:10 | buy | 2412 | 0.70 | 77.100 | 0.000 | 0.000 | ||
| 7239 | 2012.01.20 00:10 | modify | 2412 | 0.70 | 77.100 | 75.800 | 77.500 | ||
| 7240 | 2012.01.20 03:05 | close | 2412 | 0.70 | 77.152 | 75.800 | 77.500 | 3640.00 | 6563463.31 |
| 7241 | 2012.01.25 19:30 | buy | 2413 | 0.70 | 77.964 | 0.000 | 0.000 | ||
| 7242 | 2012.01.25 19:30 | modify | 2413 | 0.70 | 77.964 | 76.664 | 78.364 | ||
| 7243 | 2012.01.26 13:45 | close | 2413 | 0.70 | 77.627 | 76.664 | 78.364 | -22578.16 | 6540885.15 |
| 7244 | 2012.01.31 08:35 | sell | 2414 | 0.70 | 76.293 | 0.000 | 0.000 | ||
| 7245 | 2012.01.31 08:35 | modify | 2414 | 0.70 | 76.293 | 77.593 | 75.893 | ||
| 7246 | 2012.01.31 15:45 | close | 2414 | 0.70 | 76.313 | 77.593 | 75.893 | -1400.00 | 6539485.15 |
| 7247 | 2012.02.06 02:30 | buy | 2415 | 0.70 | 76.514 | 0.000 | 0.000 | ||
| 7248 | 2012.02.06 02:30 | modify | 2415 | 0.70 | 76.514 | 75.214 | 76.914 | ||
| 7249 | 2012.02.06 04:20 | close | 2415 | 0.70 | 76.571 | 75.214 | 76.914 | 3990.00 | 6543475.15 |
| 7250 | 2012.02.06 09:00 | buy | 2416 | 0.70 | 76.643 | 0.000 | 0.000 | ||
| 7251 | 2012.02.06 09:00 | modify | 2416 | 0.70 | 76.643 | 75.343 | 77.043 | ||
| 7252 | 2012.02.06 15:30 | close | 2416 | 0.70 | 76.677 | 75.343 | 77.043 | 2380.00 | 6545855.15 |
| 7253 | 2012.02.08 13:55 | buy | 2417 | 0.70 | 76.955 | 0.000 | 0.000 | ||
| 7254 | 2012.02.08 13:55 | modify | 2417 | 0.70 | 76.955 | 75.655 | 77.355 | ||
| 7255 | 2012.02.08 17:45 | close | 2417 | 0.70 | 76.972 | 75.655 | 77.355 | 1190.00 | 6547045.15 |
| 7256 | 2012.02.10 03:05 | buy | 2418 | 0.70 | 77.603 | 0.000 | 0.000 | ||
| 7257 | 2012.02.10 03:05 | modify | 2418 | 0.70 | 77.603 | 76.303 | 78.003 | ||
| 7258 | 2012.02.10 06:55 | close | 2418 | 0.70 | 77.645 | 76.303 | 78.003 | 2940.00 | 6549985.15 |
| 7259 | 2012.02.10 10:35 | buy | 2419 | 0.70 | 77.571 | 0.000 | 0.000 | ||
| 7260 | 2012.02.10 10:35 | modify | 2419 | 0.70 | 77.571 | 76.271 | 77.971 | ||
| 7261 | 2012.02.10 11:30 | close | 2419 | 0.70 | 77.688 | 76.271 | 77.971 | 8190.00 | 6558175.15 |
| 7262 | 2012.02.17 01:35 | buy | 2420 | 0.70 | 78.831 | 0.000 | 0.000 | ||
| 7263 | 2012.02.17 01:35 | modify | 2420 | 0.70 | 78.831 | 77.531 | 79.231 | ||
| 7264 | 2012.02.17 02:30 | close | 2420 | 0.70 | 78.926 | 77.531 | 79.231 | 6650.00 | 6564825.15 |
| 7265 | 2012.02.17 10:50 | buy | 2421 | 0.70 | 78.998 | 0.000 | 0.000 | ||
| 7266 | 2012.02.17 10:50 | modify | 2421 | 0.70 | 78.998 | 77.698 | 79.398 | ||
| 7267 | 2012.02.17 13:10 | close | 2421 | 0.70 | 79.109 | 77.698 | 79.398 | 7770.00 | 6572595.15 |
| 7268 | 2012.02.20 04:15 | buy | 2422 | 0.70 | 79.507 | 0.000 | 0.000 | ||
| 7269 | 2012.02.20 04:15 | modify | 2422 | 0.70 | 79.507 | 78.207 | 79.907 | ||
| 7270 | 2012.02.20 05:30 | close | 2422 | 0.70 | 79.579 | 78.207 | 79.907 | 5040.00 | 6577635.15 |
| 7271 | 2012.02.20 09:35 | buy | 2423 | 0.70 | 79.439 | 0.000 | 0.000 | ||
| 7272 | 2012.02.20 09:35 | modify | 2423 | 0.70 | 79.439 | 78.139 | 79.839 | ||
| 7273 | 2012.02.20 12:05 | close | 2423 | 0.70 | 79.599 | 78.139 | 79.839 | 11200.00 | 6588835.15 |
| 7274 | 2012.02.22 22:00 | buy | 2424 | 0.70 | 80.224 | 0.000 | 0.000 | ||
| 7275 | 2012.02.22 22:00 | modify | 2424 | 0.70 | 80.224 | 78.924 | 80.624 | ||
| 7276 | 2012.02.23 01:15 | close | 2424 | 0.70 | 80.333 | 78.924 | 80.624 | 8674.52 | 6597509.66 |
| 7277 | 2012.02.27 04:30 | buy | 2425 | 0.70 | 81.019 | 0.000 | 0.000 | ||
| 7278 | 2012.02.27 04:30 | modify | 2425 | 0.70 | 81.019 | 79.719 | 81.419 | ||
| 7279 | 2012.02.27 04:45 | close | 2425 | 0.70 | 81.142 | 79.719 | 81.419 | 8610.00 | 6606119.66 |
| 7280 | 2012.02.27 08:35 | buy | 2426 | 0.70 | 81.063 | 0.000 | 0.000 | ||
| 7281 | 2012.02.27 08:35 | modify | 2426 | 0.70 | 81.063 | 79.763 | 81.463 | ||
| 7282 | 2012.02.27 11:20 | buy | 2427 | 0.50 | 80.697 | 0.000 | 0.000 | ||
| 7283 | 2012.02.27 11:20 | modify | 2427 | 0.50 | 80.697 | 79.097 | 81.997 | ||
| 7284 | 2012.02.27 13:15 | sell | 2428 | 0.50 | 80.733 | 0.000 | 0.000 | ||
| 7285 | 2012.02.27 13:15 | modify | 2428 | 0.50 | 80.733 | 82.333 | 79.433 | ||
| 7286 | 2012.02.27 14:45 | close | 2428 | 0.50 | 80.450 | 82.333 | 79.433 | 14150.00 | 6620269.66 |
| 7287 | 2012.02.27 17:45 | sell | 2429 | 0.50 | 80.422 | 0.000 | 0.000 | ||
| 7288 | 2012.02.27 17:45 | modify | 2429 | 0.50 | 80.422 | 82.022 | 79.122 | ||
| 7289 | 2012.02.27 18:10 | close | 2426 | 0.70 | 80.533 | 79.763 | 81.463 | -37100.00 | 6583169.66 |
| 7290 | 2012.02.27 22:00 | close | 2427 | 0.50 | 80.476 | 79.097 | 81.997 | -11050.00 | 6572119.66 |
| 7291 | 2012.02.27 22:10 | sell | 2430 | 0.70 | 80.528 | 0.000 | 0.000 | ||
| 7292 | 2012.02.27 22:10 | modify | 2430 | 0.70 | 80.528 | 81.828 | 80.128 | ||
| 7293 | 2012.02.28 00:45 | buy | 2431 | 0.50 | 80.539 | 0.000 | 0.000 | ||
| 7294 | 2012.02.28 00:45 | modify | 2431 | 0.50 | 80.539 | 78.939 | 81.839 | ||
| 7295 | 2012.02.28 00:50 | close | 2430 | 0.70 | 80.497 | 81.828 | 80.128 | 1543.04 | 6573662.71 |
| 7296 | 2012.02.28 02:45 | close | 2429 | 0.50 | 80.325 | 82.022 | 79.122 | 4402.17 | 6578064.88 |
| 7297 | 2012.02.28 07:05 | close | 2431 | 0.50 | 80.387 | 78.939 | 81.839 | -7600.00 | 6570464.88 |
| 7298 | 2012.02.28 07:05 | sell | 2432 | 0.70 | 80.384 | 0.000 | 0.000 | ||
| 7299 | 2012.02.28 07:05 | modify | 2432 | 0.70 | 80.384 | 81.684 | 79.984 | ||
| 7300 | 2012.02.28 12:30 | close | 2432 | 0.70 | 80.532 | 81.684 | 79.984 | -10360.00 | 6560104.88 |
| 7301 | 2012.03.01 06:20 | buy | 2433 | 0.70 | 80.977 | 0.000 | 0.000 | ||
| 7302 | 2012.03.01 06:20 | modify | 2433 | 0.70 | 80.977 | 79.677 | 81.377 | ||
| 7303 | 2012.03.01 08:10 | close | 2433 | 0.70 | 81.070 | 79.677 | 81.377 | 6510.00 | 6566614.88 |
| 7304 | 2012.03.05 13:10 | buy | 2434 | 0.50 | 81.170 | 0.000 | 0.000 | ||
| 7305 | 2012.03.05 13:10 | modify | 2434 | 0.50 | 81.170 | 79.570 | 82.470 | ||
| 7306 | 2012.03.05 14:05 | sell | 2435 | 0.50 | 81.288 | 0.000 | 0.000 | ||
| 7307 | 2012.03.05 14:05 | modify | 2435 | 0.50 | 81.288 | 82.888 | 79.988 | ||
| 7308 | 2012.03.05 14:20 | close | 2434 | 0.50 | 81.319 | 79.570 | 82.470 | 7450.00 | 6574064.88 |
| 7309 | 2012.03.05 15:25 | sell | 2436 | 0.70 | 81.437 | 0.000 | 0.000 | ||
| 7310 | 2012.03.05 15:25 | modify | 2436 | 0.70 | 81.437 | 82.737 | 81.037 | ||
| 7311 | 2012.03.05 17:00 | close | 2436 | 0.70 | 81.361 | 82.737 | 81.037 | 5320.00 | 6579384.88 |
| 7312 | 2012.03.05 21:00 | close | 2435 | 0.50 | 81.349 | 82.888 | 79.988 | -3050.00 | 6576334.88 |
| 7313 | 2012.03.06 23:40 | sell | 2437 | 0.70 | 80.906 | 0.000 | 0.000 | ||
| 7314 | 2012.03.06 23:40 | modify | 2437 | 0.70 | 80.906 | 82.206 | 80.506 | ||
| 7315 | 2012.03.07 01:00 | close | 2437 | 0.70 | 80.775 | 82.206 | 80.506 | 8540.84 | 6584875.72 |
| 7316 | 2012.03.07 03:40 | sell | 2438 | 0.70 | 80.933 | 0.000 | 0.000 | ||
| 7317 | 2012.03.07 03:40 | modify | 2438 | 0.70 | 80.933 | 82.233 | 80.533 | ||
| 7318 | 2012.03.07 04:10 | close | 2438 | 0.70 | 80.822 | 82.233 | 80.533 | 7770.00 | 6592645.72 |
| 7319 | 2012.03.07 10:20 | sell | 2439 | 0.70 | 80.853 | 0.000 | 0.000 | ||
| 7320 | 2012.03.07 10:20 | modify | 2439 | 0.70 | 80.853 | 82.153 | 80.453 | ||
| 7321 | 2012.03.07 10:40 | close | 2439 | 0.70 | 80.747 | 82.153 | 80.453 | 7420.00 | 6600065.72 |
| 7322 | 2012.03.09 22:30 | buy | 2440 | 0.70 | 82.403 | 0.000 | 0.000 | ||
| 7323 | 2012.03.09 22:30 | modify | 2440 | 0.70 | 82.403 | 81.103 | 82.803 | ||
| 7324 | 2012.03.12 01:00 | close | 2440 | 0.70 | 82.504 | 81.103 | 82.803 | 7427.75 | 6607493.47 |
| 7325 | 2012.03.12 03:35 | buy | 2441 | 0.70 | 82.297 | 0.000 | 0.000 | ||
| 7326 | 2012.03.12 03:35 | modify | 2441 | 0.70 | 82.297 | 80.997 | 82.697 | ||
| 7327 | 2012.03.12 04:20 | buy | 2442 | 0.40 | 82.201 | 0.000 | 0.000 | ||
| 7328 | 2012.03.12 04:20 | modify | 2442 | 0.40 | 82.201 | 79.851 | 83.251 | ||
| 7329 | 2012.03.12 06:55 | close | 2441 | 0.70 | 82.273 | 80.997 | 82.697 | -1680.00 | 6605813.47 |
| 7330 | 2012.03.13 00:45 | close | 2442 | 0.40 | 82.322 | 79.851 | 83.251 | 5043.76 | 6610857.23 |
| 7331 | 2012.03.15 09:35 | buy | 2443 | 0.70 | 83.808 | 0.000 | 0.000 | ||
| 7332 | 2012.03.15 09:35 | modify | 2443 | 0.70 | 83.808 | 82.508 | 84.208 | ||
| 7333 | 2012.03.15 15:30 | close | 2443 | 0.70 | 83.584 | 82.508 | 84.208 | -15680.00 | 6595177.23 |
| 7334 | 2012.03.15 16:45 | buy | 2444 | 0.50 | 83.262 | 0.000 | 0.000 | ||
| 7335 | 2012.03.15 16:45 | modify | 2444 | 0.50 | 83.262 | 81.662 | 84.562 | ||
| 7336 | 2012.03.15 22:45 | close | 2444 | 0.50 | 83.457 | 81.662 | 84.562 | 9750.00 | 6604927.23 |
| 7337 | 2012.03.15 22:45 | sell | 2445 | 0.50 | 83.464 | 0.000 | 0.000 | ||
| 7338 | 2012.03.15 22:45 | modify | 2445 | 0.50 | 83.464 | 85.064 | 82.164 | ||
| 7339 | 2012.03.15 22:50 | sell | 2446 | 0.70 | 83.478 | 0.000 | 0.000 | ||
| 7340 | 2012.03.15 22:50 | modify | 2446 | 0.70 | 83.478 | 84.778 | 83.078 | ||
| 7341 | 2012.03.16 02:55 | close | 2446 | 0.70 | 83.533 | 84.778 | 83.078 | -4500.02 | 6600427.21 |
| 7342 | 2012.03.16 03:05 | close | 2445 | 0.50 | 83.421 | 85.064 | 82.164 | 1685.70 | 6602112.91 |
| 7343 | 2012.03.16 15:35 | buy | 2447 | 0.70 | 83.570 | 0.000 | 0.000 | ||
| 7344 | 2012.03.16 15:35 | modify | 2447 | 0.70 | 83.570 | 82.270 | 83.970 | ||
| 7345 | 2012.03.16 16:10 | close | 2447 | 0.70 | 83.680 | 82.270 | 83.970 | 7700.00 | 6609812.91 |
| 7346 | 2012.03.19 15:45 | sell | 2448 | 0.70 | 83.266 | 0.000 | 0.000 | ||
| 7347 | 2012.03.19 15:45 | modify | 2448 | 0.70 | 83.266 | 84.566 | 82.866 | ||
| 7348 | 2012.03.19 18:20 | close | 2448 | 0.70 | 83.306 | 84.566 | 82.866 | -2800.00 | 6607012.91 |
| 7349 | 2012.03.20 17:00 | buy | 2449 | 0.70 | 83.573 | 0.000 | 0.000 | ||
| 7350 | 2012.03.20 17:00 | modify | 2449 | 0.70 | 83.573 | 82.273 | 83.973 | ||