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 |
| 601 | 2004.11.01 17:10 | buy | 201 | 0.70 | 106.323 | 0.000 | 0.000 | ||
| 602 | 2004.11.01 17:10 | modify | 201 | 0.70 | 106.323 | 105.023 | 106.723 | ||
| 603 | 2004.11.01 18:20 | close | 201 | 0.70 | 106.431 | 105.023 | 106.723 | 7560.00 | 1404762.75 |
| 604 | 2004.11.02 02:15 | buy | 202 | 0.70 | 106.443 | 0.000 | 0.000 | ||
| 605 | 2004.11.02 02:15 | modify | 202 | 0.70 | 106.443 | 105.143 | 106.843 | ||
| 606 | 2004.11.02 05:20 | close | 202 | 0.70 | 106.408 | 105.143 | 106.843 | -2450.00 | 1402312.75 |
| 607 | 2004.11.11 00:20 | buy | 203 | 0.70 | 107.038 | 0.000 | 0.000 | ||
| 608 | 2004.11.11 00:20 | modify | 203 | 0.70 | 107.038 | 105.738 | 107.438 | ||
| 609 | 2004.11.11 03:25 | close | 203 | 0.70 | 107.040 | 105.738 | 107.438 | 140.00 | 1402452.75 |
| 610 | 2004.11.12 08:10 | sell | 204 | 0.50 | 106.048 | 0.000 | 0.000 | ||
| 611 | 2004.11.12 08:10 | modify | 204 | 0.50 | 106.048 | 107.648 | 104.748 | ||
| 612 | 2004.11.12 12:05 | close | 204 | 0.50 | 105.950 | 107.648 | 104.748 | 4900.00 | 1407352.75 |
| 613 | 2004.11.12 16:00 | sell | 205 | 0.70 | 106.044 | 0.000 | 0.000 | ||
| 614 | 2004.11.12 16:00 | modify | 205 | 0.70 | 106.044 | 107.344 | 105.644 | ||
| 615 | 2004.11.12 17:05 | close | 205 | 0.70 | 105.827 | 107.344 | 105.644 | 15190.00 | 1422542.75 |
| 616 | 2004.11.15 00:25 | sell | 206 | 0.70 | 105.690 | 0.000 | 0.000 | ||
| 617 | 2004.11.15 00:25 | modify | 206 | 0.70 | 105.690 | 106.990 | 105.290 | ||
| 618 | 2004.11.15 01:05 | close | 206 | 0.70 | 105.572 | 106.990 | 105.290 | 8260.00 | 1430802.75 |
| 619 | 2004.11.15 10:15 | sell | 207 | 0.70 | 105.433 | 0.000 | 0.000 | ||
| 620 | 2004.11.15 10:15 | modify | 207 | 0.70 | 105.433 | 106.733 | 105.033 | ||
| 621 | 2004.11.15 15:05 | close | 207 | 0.70 | 105.437 | 106.733 | 105.033 | -280.00 | 1430522.75 |
| 622 | 2004.11.18 08:50 | buy | 208 | 0.40 | 103.714 | 0.000 | 0.000 | ||
| 623 | 2004.11.18 08:50 | modify | 208 | 0.40 | 103.714 | 101.364 | 104.764 | ||
| 624 | 2004.11.18 11:35 | sell | 209 | 0.70 | 103.971 | 0.000 | 0.000 | ||
| 625 | 2004.11.18 11:35 | modify | 209 | 0.70 | 103.971 | 105.271 | 103.571 | ||
| 626 | 2004.11.18 11:50 | close | 208 | 0.40 | 104.026 | 101.364 | 104.764 | 12480.00 | 1443002.75 |
| 627 | 2004.11.18 20:10 | close | 209 | 0.70 | 104.137 | 105.271 | 103.571 | -11620.00 | 1431382.75 |
| 628 | 2004.11.25 02:25 | sell | 210 | 0.70 | 102.996 | 0.000 | 0.000 | ||
| 629 | 2004.11.25 02:25 | modify | 210 | 0.70 | 102.996 | 104.296 | 102.596 | ||
| 630 | 2004.11.25 02:55 | close | 210 | 0.70 | 102.868 | 104.296 | 102.596 | 8960.00 | 1440342.75 |
| 631 | 2004.11.25 15:15 | sell | 211 | 0.70 | 102.697 | 0.000 | 0.000 | ||
| 632 | 2004.11.25 15:15 | modify | 211 | 0.70 | 102.697 | 103.997 | 102.297 | ||
| 633 | 2004.11.25 17:10 | close | 211 | 0.70 | 102.571 | 103.997 | 102.297 | 8820.00 | 1449162.75 |
| 634 | 2004.11.26 17:50 | buy | 212 | 0.70 | 102.763 | 0.000 | 0.000 | ||
| 635 | 2004.11.26 17:50 | modify | 212 | 0.70 | 102.763 | 101.463 | 103.163 | ||
| 636 | 2004.11.29 00:05 | close | 212 | 0.70 | 102.758 | 101.463 | 103.163 | 95.58 | 1449258.33 |
| 637 | 2004.11.29 20:05 | sell | 213 | 0.70 | 102.742 | 0.000 | 0.000 | ||
| 638 | 2004.11.29 20:05 | modify | 213 | 0.70 | 102.742 | 104.042 | 102.342 | ||
| 639 | 2004.11.30 06:30 | close | 213 | 0.70 | 103.084 | 104.042 | 102.342 | -24739.87 | 1424518.45 |
| 640 | 2004.11.30 18:10 | sell | 214 | 0.70 | 102.873 | 0.000 | 0.000 | ||
| 641 | 2004.11.30 18:10 | modify | 214 | 0.70 | 102.873 | 104.173 | 102.473 | ||
| 642 | 2004.11.30 21:10 | close | 214 | 0.70 | 102.942 | 104.173 | 102.473 | -4830.00 | 1419688.45 |
| 643 | 2004.12.02 11:25 | sell | 215 | 0.70 | 102.412 | 0.000 | 0.000 | ||
| 644 | 2004.12.02 11:25 | modify | 215 | 0.70 | 102.412 | 103.712 | 102.012 | ||
| 645 | 2004.12.02 13:40 | close | 215 | 0.70 | 102.377 | 103.712 | 102.012 | 2450.00 | 1422138.45 |
| 646 | 2004.12.03 01:15 | buy | 216 | 0.70 | 103.057 | 0.000 | 0.000 | ||
| 647 | 2004.12.03 01:15 | modify | 216 | 0.70 | 103.057 | 101.757 | 103.457 | ||
| 648 | 2004.12.03 02:10 | close | 216 | 0.70 | 103.164 | 101.757 | 103.457 | 7490.00 | 1429628.45 |
| 649 | 2004.12.06 00:05 | sell | 217 | 0.50 | 102.155 | 0.000 | 0.000 | ||
| 650 | 2004.12.06 00:05 | modify | 217 | 0.50 | 102.155 | 103.755 | 100.855 | ||
| 651 | 2004.12.06 01:10 | close | 217 | 0.50 | 102.009 | 103.755 | 100.855 | 7300.00 | 1436928.45 |
| 652 | 2004.12.06 03:20 | sell | 218 | 0.50 | 102.253 | 0.000 | 0.000 | ||
| 653 | 2004.12.06 03:20 | modify | 218 | 0.50 | 102.253 | 103.853 | 100.953 | ||
| 654 | 2004.12.06 08:05 | sell | 219 | 0.70 | 102.231 | 0.000 | 0.000 | ||
| 655 | 2004.12.06 08:05 | modify | 219 | 0.70 | 102.231 | 103.531 | 101.831 | ||
| 656 | 2004.12.06 23:50 | buy | 220 | 0.50 | 103.156 | 0.000 | 0.000 | ||
| 657 | 2004.12.06 23:50 | modify | 220 | 0.50 | 103.156 | 101.556 | 104.456 | ||
| 658 | 2004.12.07 02:10 | close | 218 | 0.50 | 103.050 | 103.853 | 100.953 | -40423.06 | 1396505.40 |
| 659 | 2004.12.07 02:10 | close | 219 | 0.70 | 103.049 | 103.531 | 101.831 | -58062.28 | 1338443.12 |
| 660 | 2004.12.07 05:20 | buy | 221 | 0.70 | 102.905 | 0.000 | 0.000 | ||
| 661 | 2004.12.07 05:20 | modify | 221 | 0.70 | 102.905 | 101.605 | 103.305 | ||
| 662 | 2004.12.07 09:50 | close | 221 | 0.70 | 102.695 | 101.605 | 103.305 | -14700.00 | 1323743.12 |
| 663 | 2004.12.07 14:00 | close | 220 | 0.50 | 102.669 | 101.556 | 104.456 | -24030.52 | 1299712.60 |
| 664 | 2004.12.07 14:00 | sell | 222 | 0.50 | 102.673 | 0.000 | 0.000 | ||
| 665 | 2004.12.07 14:00 | modify | 222 | 0.50 | 102.673 | 104.273 | 101.373 | ||
| 666 | 2004.12.08 01:15 | close | 222 | 0.50 | 102.811 | 104.273 | 101.373 | -7472.01 | 1292240.59 |
| 667 | 2004.12.08 01:15 | buy | 223 | 0.70 | 102.806 | 0.000 | 0.000 | ||
| 668 | 2004.12.08 01:15 | modify | 223 | 0.70 | 102.806 | 101.506 | 103.206 | ||
| 669 | 2004.12.08 01:50 | close | 223 | 0.70 | 102.945 | 101.506 | 103.206 | 9730.00 | 1301970.59 |
| 670 | 2004.12.08 20:00 | buy | 224 | 0.70 | 104.199 | 0.000 | 0.000 | ||
| 671 | 2004.12.08 20:00 | modify | 224 | 0.70 | 104.199 | 102.899 | 104.599 | ||
| 672 | 2004.12.08 20:15 | close | 224 | 0.70 | 104.332 | 102.899 | 104.599 | 9310.00 | 1311280.59 |
| 673 | 2004.12.08 21:40 | buy | 225 | 0.70 | 104.162 | 0.000 | 0.000 | ||
| 674 | 2004.12.08 21:40 | modify | 225 | 0.70 | 104.162 | 102.862 | 104.562 | ||
| 675 | 2004.12.09 01:45 | close | 225 | 0.70 | 104.051 | 102.862 | 104.562 | -6417.68 | 1304862.91 |
| 676 | 2004.12.09 07:55 | sell | 226 | 0.40 | 104.337 | 0.000 | 0.000 | ||
| 677 | 2004.12.09 07:55 | modify | 226 | 0.40 | 104.337 | 106.687 | 103.287 | ||
| 678 | 2004.12.09 09:15 | close | 226 | 0.40 | 103.964 | 106.687 | 103.287 | 14920.00 | 1319782.91 |
| 679 | 2004.12.09 20:05 | buy | 227 | 0.50 | 104.747 | 0.000 | 0.000 | ||
| 680 | 2004.12.09 20:05 | modify | 227 | 0.50 | 104.747 | 103.147 | 106.047 | ||
| 681 | 2004.12.09 20:55 | buy | 228 | 0.70 | 104.462 | 0.000 | 0.000 | ||
| 682 | 2004.12.09 20:55 | modify | 228 | 0.70 | 104.462 | 103.162 | 104.862 | ||
| 683 | 2004.12.09 23:25 | close | 228 | 0.70 | 104.607 | 103.162 | 104.862 | 10150.00 | 1329932.91 |
| 684 | 2004.12.10 00:10 | close | 227 | 0.50 | 104.686 | 103.147 | 106.047 | -2725.88 | 1327207.03 |
| 685 | 2004.12.10 02:10 | sell | 229 | 0.50 | 104.805 | 0.000 | 0.000 | ||
| 686 | 2004.12.10 02:10 | modify | 229 | 0.50 | 104.805 | 106.405 | 103.505 | ||
| 687 | 2004.12.10 04:30 | buy | 230 | 0.50 | 104.702 | 0.000 | 0.000 | ||
| 688 | 2004.12.10 04:30 | modify | 230 | 0.50 | 104.702 | 103.102 | 106.002 | ||
| 689 | 2004.12.10 05:20 | close | 230 | 0.50 | 105.397 | 103.102 | 106.002 | 34750.00 | 1361957.03 |
| 690 | 2004.12.10 09:50 | close | 229 | 0.50 | 105.167 | 106.405 | 103.505 | -18100.00 | 1343857.03 |
| 691 | 2004.12.10 19:30 | buy | 231 | 0.50 | 105.324 | 0.000 | 0.000 | ||
| 692 | 2004.12.10 19:30 | modify | 231 | 0.50 | 105.324 | 103.724 | 106.624 | ||
| 693 | 2004.12.13 00:20 | close | 231 | 0.50 | 105.495 | 103.724 | 106.624 | 8876.42 | 1352733.45 |
| 694 | 2004.12.13 02:05 | buy | 232 | 0.50 | 105.400 | 0.000 | 0.000 | ||
| 695 | 2004.12.13 02:05 | modify | 232 | 0.50 | 105.400 | 103.800 | 106.700 | ||
| 696 | 2004.12.13 07:45 | close | 232 | 0.50 | 104.959 | 103.800 | 106.700 | -22050.00 | 1330683.45 |
| 697 | 2004.12.13 08:05 | buy | 233 | 0.50 | 104.830 | 0.000 | 0.000 | ||
| 698 | 2004.12.13 08:05 | modify | 233 | 0.50 | 104.830 | 103.230 | 106.130 | ||
| 699 | 2004.12.13 08:55 | close | 233 | 0.50 | 104.966 | 103.230 | 106.130 | 6800.00 | 1337483.45 |
| 700 | 2004.12.13 12:10 | sell | 234 | 0.50 | 104.847 | 0.000 | 0.000 | ||
| 701 | 2004.12.13 12:10 | modify | 234 | 0.50 | 104.847 | 106.447 | 103.547 | ||
| 702 | 2004.12.13 15:10 | close | 234 | 0.50 | 104.724 | 106.447 | 103.547 | 6150.00 | 1343633.45 |
| 703 | 2004.12.15 02:00 | buy | 235 | 0.70 | 105.254 | 0.000 | 0.000 | ||
| 704 | 2004.12.15 02:00 | modify | 235 | 0.70 | 105.254 | 103.954 | 105.654 | ||
| 705 | 2004.12.15 03:50 | close | 235 | 0.70 | 105.386 | 103.954 | 105.654 | 9240.00 | 1352873.45 |
| 706 | 2004.12.16 03:25 | sell | 236 | 0.40 | 104.387 | 0.000 | 0.000 | ||
| 707 | 2004.12.16 03:25 | modify | 236 | 0.40 | 104.387 | 106.737 | 103.337 | ||
| 708 | 2004.12.16 11:50 | close | 236 | 0.40 | 104.190 | 106.737 | 103.337 | 7880.00 | 1360753.45 |
| 709 | 2004.12.16 16:20 | sell | 237 | 0.70 | 104.089 | 0.000 | 0.000 | ||
| 710 | 2004.12.16 16:20 | modify | 237 | 0.70 | 104.089 | 105.389 | 103.689 | ||
| 711 | 2004.12.16 22:00 | buy | 238 | 0.50 | 104.756 | 0.000 | 0.000 | ||
| 712 | 2004.12.16 22:00 | modify | 238 | 0.50 | 104.756 | 103.156 | 106.056 | ||
| 713 | 2004.12.17 00:30 | close | 237 | 0.70 | 104.658 | 105.389 | 103.689 | -40644.93 | 1320108.51 |
| 714 | 2004.12.17 02:50 | buy | 239 | 0.70 | 104.516 | 0.000 | 0.000 | ||
| 715 | 2004.12.17 02:50 | modify | 239 | 0.70 | 104.516 | 103.216 | 104.916 | ||
| 716 | 2004.12.17 04:20 | sell | 240 | 0.50 | 104.581 | 0.000 | 0.000 | ||
| 717 | 2004.12.17 04:20 | modify | 240 | 0.50 | 104.581 | 106.181 | 103.281 | ||
| 718 | 2004.12.17 04:55 | close | 239 | 0.70 | 104.630 | 103.216 | 104.916 | 7980.00 | 1328088.51 |
| 719 | 2004.12.17 09:15 | close | 238 | 0.50 | 104.549 | 103.156 | 106.056 | -10025.48 | 1318063.03 |
| 720 | 2004.12.17 10:55 | close | 240 | 0.50 | 104.399 | 106.181 | 103.281 | 9100.00 | 1327163.03 |
| 721 | 2004.12.21 09:30 | sell | 241 | 0.70 | 104.049 | 0.000 | 0.000 | ||
| 722 | 2004.12.21 09:30 | modify | 241 | 0.70 | 104.049 | 105.349 | 103.649 | ||
| 723 | 2004.12.21 18:45 | close | 241 | 0.70 | 104.244 | 105.349 | 103.649 | -13650.00 | 1313513.03 |
| 724 | 2004.12.28 02:40 | sell | 242 | 0.70 | 103.202 | 0.000 | 0.000 | ||
| 725 | 2004.12.28 02:40 | modify | 242 | 0.70 | 103.202 | 104.502 | 102.802 | ||
| 726 | 2004.12.28 08:05 | close | 242 | 0.70 | 103.122 | 104.502 | 102.802 | 5600.00 | 1319113.03 |
| 727 | 2004.12.29 21:40 | buy | 243 | 0.70 | 103.925 | 0.000 | 0.000 | ||
| 728 | 2004.12.29 21:40 | modify | 243 | 0.70 | 103.925 | 102.625 | 104.325 | ||
| 729 | 2004.12.30 01:30 | close | 243 | 0.70 | 103.924 | 102.625 | 104.325 | 1280.79 | 1320393.82 |
| 730 | 2004.12.30 06:15 | buy | 244 | 0.70 | 103.752 | 0.000 | 0.000 | ||
| 731 | 2004.12.30 06:15 | modify | 244 | 0.70 | 103.752 | 102.452 | 104.152 | ||
| 732 | 2004.12.30 09:35 | close | 244 | 0.70 | 103.852 | 102.452 | 104.152 | 7000.00 | 1327393.82 |
| 733 | 2004.12.31 18:40 | sell | 245 | 0.70 | 102.600 | 0.000 | 0.000 | ||
| 734 | 2004.12.31 18:40 | modify | 245 | 0.70 | 102.600 | 103.900 | 102.200 | ||
| 735 | 2004.12.31 20:01 | close | 245 | 0.70 | 102.477 | 103.900 | 102.200 | 8610.00 | 1336003.82 |
| 736 | 2005.01.03 08:50 | buy | 246 | 0.50 | 102.955 | 0.000 | 0.000 | ||
| 737 | 2005.01.03 08:50 | modify | 246 | 0.50 | 102.955 | 101.355 | 104.255 | ||
| 738 | 2005.01.03 09:00 | buy | 247 | 0.70 | 102.774 | 0.000 | 0.000 | ||
| 739 | 2005.01.03 09:00 | modify | 247 | 0.70 | 102.774 | 101.474 | 103.174 | ||
| 740 | 2005.01.03 09:25 | close | 247 | 0.70 | 102.920 | 101.474 | 103.174 | 10220.00 | 1346223.82 |
| 741 | 2005.01.03 16:10 | close | 246 | 0.50 | 102.845 | 101.355 | 104.255 | -5500.00 | 1340723.82 |
| 742 | 2005.01.05 00:40 | buy | 248 | 0.70 | 104.406 | 0.000 | 0.000 | ||
| 743 | 2005.01.05 00:40 | modify | 248 | 0.70 | 104.406 | 103.106 | 104.806 | ||
| 744 | 2005.01.05 03:40 | close | 248 | 0.70 | 104.518 | 103.106 | 104.806 | 7840.00 | 1348563.82 |
| 745 | 2005.01.05 12:25 | sell | 249 | 0.40 | 104.951 | 0.000 | 0.000 | ||
| 746 | 2005.01.05 12:25 | modify | 249 | 0.40 | 104.951 | 107.301 | 103.901 | ||
| 747 | 2005.01.05 14:55 | close | 249 | 0.40 | 104.363 | 107.301 | 103.901 | 23520.00 | 1372083.82 |
| 748 | 2005.01.05 20:20 | buy | 250 | 0.50 | 103.875 | 0.000 | 0.000 | ||
| 749 | 2005.01.05 20:20 | modify | 250 | 0.50 | 103.875 | 102.275 | 105.175 | ||
| 750 | 2005.01.05 21:25 | close | 250 | 0.50 | 104.030 | 102.275 | 105.175 | 7750.00 | 1379833.82 |