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 |
| 7351 | 2012.03.20 19:00 | close | 2449 | 0.70 | 83.618 | 82.273 | 83.973 | 3150.00 | 6610162.91 |
| 7352 | 2012.03.22 15:40 | sell | 2450 | 0.70 | 83.167 | 0.000 | 0.000 | ||
| 7353 | 2012.03.22 15:40 | modify | 2450 | 0.70 | 83.167 | 84.467 | 82.767 | ||
| 7354 | 2012.03.22 16:20 | close | 2450 | 0.70 | 82.985 | 84.467 | 82.767 | 12740.00 | 6622902.91 |
| 7355 | 2012.03.23 03:40 | sell | 2451 | 0.70 | 82.717 | 0.000 | 0.000 | ||
| 7356 | 2012.03.23 03:40 | modify | 2451 | 0.70 | 82.717 | 84.017 | 82.317 | ||
| 7357 | 2012.03.23 06:50 | close | 2451 | 0.70 | 82.758 | 84.017 | 82.317 | -2870.00 | 6620032.91 |
| 7358 | 2012.03.23 20:00 | sell | 2452 | 0.50 | 82.453 | 0.000 | 0.000 | ||
| 7359 | 2012.03.23 20:00 | modify | 2452 | 0.50 | 82.453 | 84.053 | 81.153 | ||
| 7360 | 2012.03.23 20:20 | sell | 2453 | 0.70 | 82.539 | 0.000 | 0.000 | ||
| 7361 | 2012.03.23 20:20 | modify | 2453 | 0.70 | 82.539 | 83.839 | 82.139 | ||
| 7362 | 2012.03.23 23:00 | buy | 2454 | 0.50 | 82.417 | 0.000 | 0.000 | ||
| 7363 | 2012.03.23 23:00 | modify | 2454 | 0.50 | 82.417 | 80.817 | 83.717 | ||
| 7364 | 2012.03.23 23:00 | close | 2453 | 0.70 | 82.416 | 83.839 | 82.139 | 8610.00 | 6628642.91 |
| 7365 | 2012.03.23 23:55 | close | 2452 | 0.50 | 82.406 | 84.053 | 81.153 | 2350.00 | 6630992.91 |
| 7366 | 2012.03.26 01:30 | close | 2454 | 0.50 | 82.522 | 80.817 | 83.717 | 5505.25 | 6636498.15 |
| 7367 | 2012.03.26 09:00 | buy | 2455 | 0.70 | 82.614 | 0.000 | 0.000 | ||
| 7368 | 2012.03.26 09:00 | modify | 2455 | 0.70 | 82.614 | 81.314 | 83.014 | ||
| 7369 | 2012.03.26 10:15 | close | 2455 | 0.70 | 82.733 | 81.314 | 83.014 | 8330.00 | 6644828.15 |
| 7370 | 2012.03.26 15:25 | buy | 2456 | 0.70 | 82.661 | 0.000 | 0.000 | ||
| 7371 | 2012.03.26 15:25 | modify | 2456 | 0.70 | 82.661 | 81.361 | 83.061 | ||
| 7372 | 2012.03.26 15:40 | close | 2456 | 0.70 | 82.764 | 81.361 | 83.061 | 7210.00 | 6652038.15 |
| 7373 | 2012.03.28 03:00 | buy | 2457 | 0.70 | 83.072 | 0.000 | 0.000 | ||
| 7374 | 2012.03.28 03:00 | modify | 2457 | 0.70 | 83.072 | 81.772 | 83.472 | ||
| 7375 | 2012.03.28 11:15 | close | 2457 | 0.70 | 82.868 | 81.772 | 83.472 | -14280.00 | 6637758.15 |
| 7376 | 2012.03.30 10:00 | sell | 2458 | 0.70 | 82.205 | 0.000 | 0.000 | ||
| 7377 | 2012.03.30 10:00 | modify | 2458 | 0.70 | 82.205 | 83.505 | 81.805 | ||
| 7378 | 2012.03.30 10:45 | close | 2458 | 0.70 | 82.083 | 83.505 | 81.805 | 8540.00 | 6646298.15 |
| 7379 | 2012.03.30 15:55 | sell | 2459 | 0.70 | 82.166 | 0.000 | 0.000 | ||
| 7380 | 2012.03.30 15:55 | modify | 2459 | 0.70 | 82.166 | 83.466 | 81.766 | ||
| 7381 | 2012.04.02 01:25 | close | 2459 | 0.70 | 82.841 | 83.466 | 81.766 | -47895.79 | 6598402.36 |
| 7382 | 2012.04.02 08:10 | buy | 2460 | 0.70 | 82.989 | 0.000 | 0.000 | ||
| 7383 | 2012.04.02 08:10 | modify | 2460 | 0.70 | 82.989 | 81.689 | 83.389 | ||
| 7384 | 2012.04.02 08:30 | close | 2460 | 0.70 | 83.110 | 81.689 | 83.389 | 8470.00 | 6606872.36 |
| 7385 | 2012.04.02 11:45 | buy | 2461 | 0.70 | 82.833 | 0.000 | 0.000 | ||
| 7386 | 2012.04.02 11:45 | modify | 2461 | 0.70 | 82.833 | 81.533 | 83.233 | ||
| 7387 | 2012.04.02 12:05 | buy | 2462 | 0.40 | 82.747 | 0.000 | 0.000 | ||
| 7388 | 2012.04.02 12:05 | modify | 2462 | 0.40 | 82.747 | 80.397 | 83.797 | ||
| 7389 | 2012.04.02 22:40 | buy | 2463 | 0.50 | 82.074 | 0.000 | 0.000 | ||
| 7390 | 2012.04.02 22:40 | modify | 2463 | 0.50 | 82.074 | 80.474 | 83.374 | ||
| 7391 | 2012.04.03 01:15 | close | 2461 | 0.70 | 82.119 | 81.533 | 83.233 | -49624.11 | 6557248.25 |
| 7392 | 2012.04.03 02:10 | close | 2463 | 0.50 | 82.165 | 80.474 | 83.374 | 4804.21 | 6562052.46 |
| 7393 | 2012.04.03 08:25 | sell | 2464 | 0.70 | 82.047 | 0.000 | 0.000 | ||
| 7394 | 2012.04.03 08:25 | modify | 2464 | 0.70 | 82.047 | 83.347 | 81.647 | ||
| 7395 | 2012.04.03 09:05 | close | 2464 | 0.70 | 81.938 | 83.347 | 81.647 | 7630.00 | 6569682.46 |
| 7396 | 2012.04.03 10:15 | close | 2462 | 0.40 | 82.082 | 80.397 | 83.797 | -26396.63 | 6543285.83 |
| 7397 | 2012.04.03 23:55 | buy | 2465 | 0.50 | 82.776 | 0.000 | 0.000 | ||
| 7398 | 2012.04.03 23:55 | modify | 2465 | 0.50 | 82.776 | 81.176 | 84.076 | ||
| 7399 | 2012.04.04 03:15 | close | 2465 | 0.50 | 82.877 | 81.176 | 84.076 | 5306.49 | 6548592.31 |
| 7400 | 2012.04.04 04:00 | buy | 2466 | 0.50 | 82.802 | 0.000 | 0.000 | ||
| 7401 | 2012.04.04 04:00 | modify | 2466 | 0.50 | 82.802 | 81.202 | 84.102 | ||
| 7402 | 2012.04.04 09:15 | buy | 2467 | 0.70 | 82.590 | 0.000 | 0.000 | ||
| 7403 | 2012.04.04 09:15 | modify | 2467 | 0.70 | 82.590 | 81.290 | 82.990 | ||
| 7404 | 2012.04.04 10:05 | close | 2467 | 0.70 | 82.723 | 81.290 | 82.990 | 9310.00 | 6557902.31 |
| 7405 | 2012.04.04 14:40 | sell | 2468 | 0.50 | 82.331 | 0.000 | 0.000 | ||
| 7406 | 2012.04.04 14:40 | modify | 2468 | 0.50 | 82.331 | 83.931 | 81.031 | ||
| 7407 | 2012.04.04 16:15 | close | 2466 | 0.50 | 82.453 | 81.202 | 84.102 | -17450.00 | 6540452.31 |
| 7408 | 2012.04.04 22:20 | close | 2468 | 0.50 | 82.484 | 83.931 | 81.031 | -7650.00 | 6532802.31 |
| 7409 | 2012.04.05 15:55 | sell | 2469 | 0.70 | 82.159 | 0.000 | 0.000 | ||
| 7410 | 2012.04.05 15:55 | modify | 2469 | 0.70 | 82.159 | 83.459 | 81.759 | ||
| 7411 | 2012.04.06 00:05 | close | 2469 | 0.70 | 82.331 | 83.459 | 81.759 | -12680.60 | 6520121.71 |
| 7412 | 2012.04.10 00:00 | buy | 2470 | 0.70 | 81.500 | 0.000 | 0.000 | ||
| 7413 | 2012.04.10 00:00 | modify | 2470 | 0.70 | 81.500 | 80.200 | 81.900 | ||
| 7414 | 2012.04.10 02:55 | close | 2470 | 0.70 | 81.630 | 80.200 | 81.900 | 9100.00 | 6529221.71 |
| 7415 | 2012.04.10 06:15 | buy | 2471 | 0.70 | 81.577 | 0.000 | 0.000 | ||
| 7416 | 2012.04.10 06:15 | modify | 2471 | 0.70 | 81.577 | 80.277 | 81.977 | ||
| 7417 | 2012.04.11 02:20 | close | 2471 | 0.70 | 80.763 | 80.277 | 81.977 | -56630.19 | 6472591.52 |
| 7418 | 2012.04.11 02:35 | sell | 2472 | 0.70 | 80.831 | 0.000 | 0.000 | ||
| 7419 | 2012.04.11 02:35 | modify | 2472 | 0.70 | 80.831 | 82.131 | 80.431 | ||
| 7420 | 2012.04.11 03:00 | close | 2472 | 0.70 | 80.689 | 82.131 | 80.431 | 9940.00 | 6482531.52 |
| 7421 | 2012.04.11 08:20 | sell | 2473 | 0.70 | 80.883 | 0.000 | 0.000 | ||
| 7422 | 2012.04.11 08:20 | modify | 2473 | 0.70 | 80.883 | 82.183 | 80.483 | ||
| 7423 | 2012.04.11 10:25 | close | 2473 | 0.70 | 80.761 | 82.183 | 80.483 | 8540.00 | 6491071.52 |
| 7424 | 2012.04.16 12:40 | sell | 2474 | 0.70 | 80.742 | 0.000 | 0.000 | ||
| 7425 | 2012.04.16 12:40 | modify | 2474 | 0.70 | 80.742 | 82.042 | 80.342 | ||
| 7426 | 2012.04.16 16:35 | close | 2474 | 0.70 | 80.650 | 82.042 | 80.342 | 6440.00 | 6497511.52 |
| 7427 | 2012.04.17 03:55 | sell | 2475 | 0.70 | 80.540 | 0.000 | 0.000 | ||
| 7428 | 2012.04.17 03:55 | modify | 2475 | 0.70 | 80.540 | 81.840 | 80.140 | ||
| 7429 | 2012.04.17 06:40 | close | 2475 | 0.70 | 80.447 | 81.840 | 80.140 | 6510.00 | 6504021.52 |
| 7430 | 2012.04.18 09:40 | buy | 2476 | 0.70 | 81.270 | 0.000 | 0.000 | ||
| 7431 | 2012.04.18 09:40 | modify | 2476 | 0.70 | 81.270 | 79.970 | 81.670 | ||
| 7432 | 2012.04.18 11:35 | close | 2476 | 0.70 | 81.379 | 79.970 | 81.670 | 7630.00 | 6511651.52 |
| 7433 | 2012.04.19 07:15 | buy | 2477 | 0.70 | 81.388 | 0.000 | 0.000 | ||
| 7434 | 2012.04.19 07:15 | modify | 2477 | 0.70 | 81.388 | 80.088 | 81.788 | ||
| 7435 | 2012.04.19 08:50 | close | 2477 | 0.70 | 81.470 | 80.088 | 81.788 | 5740.00 | 6517391.52 |
| 7436 | 2012.04.23 23:05 | sell | 2478 | 0.70 | 81.179 | 0.000 | 0.000 | ||
| 7437 | 2012.04.23 23:05 | modify | 2478 | 0.70 | 81.179 | 82.479 | 80.779 | ||
| 7438 | 2012.04.24 01:55 | close | 2478 | 0.70 | 81.147 | 82.479 | 80.779 | 1608.58 | 6519000.10 |
| 7439 | 2012.04.25 08:40 | buy | 2479 | 0.70 | 81.366 | 0.000 | 0.000 | ||
| 7440 | 2012.04.25 08:40 | modify | 2479 | 0.70 | 81.366 | 80.066 | 81.766 | ||
| 7441 | 2012.04.25 17:50 | close | 2479 | 0.70 | 81.369 | 80.066 | 81.766 | 210.00 | 6519210.10 |
| 7442 | 2012.04.26 21:10 | sell | 2480 | 0.70 | 80.968 | 0.000 | 0.000 | ||
| 7443 | 2012.04.26 21:10 | modify | 2480 | 0.70 | 80.968 | 82.268 | 80.568 | ||
| 7444 | 2012.04.27 04:55 | close | 2480 | 0.70 | 81.035 | 82.268 | 80.568 | -5319.98 | 6513890.12 |
| 7445 | 2012.04.30 12:55 | sell | 2481 | 0.70 | 80.195 | 0.000 | 0.000 | ||
| 7446 | 2012.04.30 12:55 | modify | 2481 | 0.70 | 80.195 | 81.495 | 79.795 | ||
| 7447 | 2012.04.30 14:50 | close | 2481 | 0.70 | 80.122 | 81.495 | 79.795 | 5110.00 | 6519000.12 |
| 7448 | 2012.05.01 03:00 | sell | 2482 | 0.70 | 79.937 | 0.000 | 0.000 | ||
| 7449 | 2012.05.01 03:00 | modify | 2482 | 0.70 | 79.937 | 81.237 | 79.537 | ||
| 7450 | 2012.05.01 07:20 | close | 2482 | 0.70 | 79.836 | 81.237 | 79.537 | 7070.00 | 6526070.12 |
| 7451 | 2012.05.01 22:55 | buy | 2483 | 0.70 | 80.159 | 0.000 | 0.000 | ||
| 7452 | 2012.05.01 22:55 | modify | 2483 | 0.70 | 80.159 | 78.859 | 80.559 | ||
| 7453 | 2012.05.02 01:25 | close | 2483 | 0.70 | 80.171 | 78.859 | 80.559 | 1187.29 | 6527257.41 |
| 7454 | 2012.05.18 02:45 | sell | 2484 | 0.70 | 79.435 | 0.000 | 0.000 | ||
| 7455 | 2012.05.18 02:45 | modify | 2484 | 0.70 | 79.435 | 80.735 | 79.035 | ||
| 7456 | 2012.05.18 07:55 | close | 2484 | 0.70 | 79.399 | 80.735 | 79.035 | 2520.00 | 6529777.41 |
| 7457 | 2012.05.22 22:40 | buy | 2485 | 0.70 | 79.976 | 0.000 | 0.000 | ||
| 7458 | 2012.05.22 22:40 | modify | 2485 | 0.70 | 79.976 | 78.676 | 80.376 | ||
| 7459 | 2012.05.23 02:45 | close | 2485 | 0.70 | 80.010 | 78.676 | 80.376 | 2726.72 | 6532504.13 |
| 7460 | 2012.05.23 11:05 | buy | 2486 | 0.50 | 79.374 | 0.000 | 0.000 | ||
| 7461 | 2012.05.23 11:05 | modify | 2486 | 0.50 | 79.374 | 77.774 | 80.674 | ||
| 7462 | 2012.05.23 13:05 | sell | 2487 | 0.50 | 79.448 | 0.000 | 0.000 | ||
| 7463 | 2012.05.23 13:05 | modify | 2487 | 0.50 | 79.448 | 81.048 | 78.148 | ||
| 7464 | 2012.05.23 15:10 | close | 2486 | 0.50 | 79.446 | 77.774 | 80.674 | 3600.00 | 6536104.13 |
| 7465 | 2012.05.23 18:00 | close | 2487 | 0.50 | 79.244 | 81.048 | 78.148 | 10200.00 | 6546304.13 |
| 7466 | 2012.05.23 22:10 | sell | 2488 | 0.70 | 79.466 | 0.000 | 0.000 | ||
| 7467 | 2012.05.23 22:10 | modify | 2488 | 0.70 | 79.466 | 80.766 | 79.066 | ||
| 7468 | 2012.05.24 02:50 | close | 2488 | 0.70 | 79.444 | 80.766 | 79.066 | -314.67 | 6545989.45 |
| 7469 | 2012.05.30 21:55 | sell | 2489 | 0.70 | 79.069 | 0.000 | 0.000 | ||
| 7470 | 2012.05.30 21:55 | modify | 2489 | 0.70 | 79.069 | 80.369 | 78.669 | ||
| 7471 | 2012.05.31 02:00 | close | 2489 | 0.70 | 79.067 | 80.369 | 78.669 | -1705.11 | 6544284.35 |
| 7472 | 2012.05.31 09:10 | sell | 2490 | 0.70 | 78.834 | 0.000 | 0.000 | ||
| 7473 | 2012.05.31 09:10 | modify | 2490 | 0.70 | 78.834 | 80.134 | 78.434 | ||
| 7474 | 2012.05.31 13:10 | close | 2490 | 0.70 | 78.812 | 80.134 | 78.434 | 1540.00 | 6545824.35 |
| 7475 | 2012.06.01 02:40 | sell | 2491 | 0.70 | 78.453 | 0.000 | 0.000 | ||
| 7476 | 2012.06.01 02:40 | modify | 2491 | 0.70 | 78.453 | 79.753 | 78.053 | ||
| 7477 | 2012.06.01 03:20 | sell | 2492 | 0.50 | 78.550 | 0.000 | 0.000 | ||
| 7478 | 2012.06.01 03:20 | modify | 2492 | 0.50 | 78.550 | 80.150 | 77.250 | ||
| 7479 | 2012.06.01 05:05 | buy | 2493 | 0.50 | 78.506 | 0.000 | 0.000 | ||
| 7480 | 2012.06.01 05:05 | modify | 2493 | 0.50 | 78.506 | 76.906 | 79.806 | ||
| 7481 | 2012.06.01 07:15 | close | 2491 | 0.70 | 78.421 | 79.753 | 78.053 | 2240.00 | 6548064.35 |
| 7482 | 2012.06.01 11:25 | close | 2492 | 0.50 | 78.430 | 80.150 | 77.250 | 6000.00 | 6554064.35 |
| 7483 | 2012.06.01 20:00 | close | 2493 | 0.50 | 78.243 | 76.906 | 79.806 | -13150.00 | 6540914.35 |
| 7484 | 2012.06.04 13:35 | sell | 2494 | 0.70 | 78.150 | 0.000 | 0.000 | ||
| 7485 | 2012.06.04 13:35 | modify | 2494 | 0.70 | 78.150 | 79.450 | 77.750 | ||
| 7486 | 2012.06.05 03:05 | close | 2494 | 0.70 | 78.332 | 79.450 | 77.750 | -13349.38 | 6527564.97 |
| 7487 | 2012.06.06 03:10 | buy | 2495 | 0.70 | 78.667 | 0.000 | 0.000 | ||
| 7488 | 2012.06.06 03:10 | modify | 2495 | 0.70 | 78.667 | 77.367 | 79.067 | ||
| 7489 | 2012.06.06 05:20 | close | 2495 | 0.70 | 78.791 | 77.367 | 79.067 | 8680.00 | 6536244.97 |
| 7490 | 2012.06.06 15:40 | buy | 2496 | 0.70 | 78.975 | 0.000 | 0.000 | ||
| 7491 | 2012.06.06 15:40 | modify | 2496 | 0.70 | 78.975 | 77.675 | 79.375 | ||
| 7492 | 2012.06.06 16:20 | close | 2496 | 0.70 | 79.074 | 77.675 | 79.375 | 6930.00 | 6543174.97 |
| 7493 | 2012.06.07 10:10 | buy | 2497 | 0.70 | 79.283 | 0.000 | 0.000 | ||
| 7494 | 2012.06.07 10:10 | modify | 2497 | 0.70 | 79.283 | 77.983 | 79.683 | ||
| 7495 | 2012.06.07 11:50 | close | 2497 | 0.70 | 79.386 | 77.983 | 79.683 | 7210.00 | 6550384.97 |
| 7496 | 2012.06.08 12:55 | sell | 2498 | 0.70 | 79.421 | 0.000 | 0.000 | ||
| 7497 | 2012.06.08 12:55 | modify | 2498 | 0.70 | 79.421 | 80.721 | 79.021 | ||
| 7498 | 2012.06.08 13:30 | close | 2498 | 0.70 | 79.285 | 80.721 | 79.021 | 9520.00 | 6559904.97 |
| 7499 | 2012.06.18 00:10 | sell | 2499 | 0.70 | 78.876 | 0.000 | 0.000 | ||
| 7500 | 2012.06.18 00:10 | modify | 2499 | 0.70 | 78.876 | 80.176 | 78.476 | ||