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 |
| 7501 | 2012.06.18 06:25 | close | 2499 | 0.70 | 79.187 | 80.176 | 78.476 | -21770.00 | 6538134.97 |
| 7502 | 2012.06.18 08:00 | sell | 2500 | 0.50 | 79.196 | 0.000 | 0.000 | ||
| 7503 | 2012.06.18 08:00 | modify | 2500 | 0.50 | 79.196 | 80.796 | 77.896 | ||
| 7504 | 2012.06.18 11:20 | buy | 2501 | 0.50 | 79.200 | 0.000 | 0.000 | ||
| 7505 | 2012.06.18 11:20 | modify | 2501 | 0.50 | 79.200 | 77.600 | 80.500 | ||
| 7506 | 2012.06.18 11:25 | close | 2500 | 0.50 | 79.082 | 80.796 | 77.896 | 5700.00 | 6543834.97 |
| 7507 | 2012.06.18 11:25 | buy | 2502 | 0.70 | 79.088 | 0.000 | 0.000 | ||
| 7508 | 2012.06.18 11:25 | modify | 2502 | 0.70 | 79.088 | 77.788 | 79.488 | ||
| 7509 | 2012.06.18 15:35 | close | 2502 | 0.70 | 79.127 | 77.788 | 79.488 | 2730.00 | 6546564.97 |
| 7510 | 2012.06.18 19:25 | close | 2501 | 0.50 | 79.008 | 77.600 | 80.500 | -9600.00 | 6536964.97 |
| 7511 | 2012.06.22 02:30 | buy | 2503 | 0.70 | 80.165 | 0.000 | 0.000 | ||
| 7512 | 2012.06.22 02:30 | modify | 2503 | 0.70 | 80.165 | 78.865 | 80.565 | ||
| 7513 | 2012.06.22 03:10 | buy | 2504 | 0.50 | 80.088 | 0.000 | 0.000 | ||
| 7514 | 2012.06.22 03:10 | modify | 2504 | 0.50 | 80.088 | 78.488 | 81.388 | ||
| 7515 | 2012.06.22 05:35 | close | 2503 | 0.70 | 80.222 | 78.865 | 80.565 | 3990.00 | 6540954.97 |
| 7516 | 2012.06.22 05:45 | close | 2504 | 0.50 | 80.241 | 78.488 | 81.388 | 7650.00 | 6548604.97 |
| 7517 | 2012.06.25 21:15 | sell | 2505 | 0.70 | 79.665 | 0.000 | 0.000 | ||
| 7518 | 2012.06.25 21:15 | modify | 2505 | 0.70 | 79.665 | 80.965 | 79.265 | ||
| 7519 | 2012.06.26 01:10 | close | 2505 | 0.70 | 79.614 | 80.965 | 79.265 | 2950.39 | 6551555.36 |
| 7520 | 2012.06.26 03:15 | sell | 2506 | 0.70 | 79.740 | 0.000 | 0.000 | ||
| 7521 | 2012.06.26 03:15 | modify | 2506 | 0.70 | 79.740 | 81.040 | 79.340 | ||
| 7522 | 2012.06.26 06:15 | close | 2506 | 0.70 | 79.663 | 81.040 | 79.340 | 5390.00 | 6556945.36 |
| 7523 | 2012.06.27 21:20 | buy | 2507 | 0.70 | 79.693 | 0.000 | 0.000 | ||
| 7524 | 2012.06.27 21:20 | modify | 2507 | 0.70 | 79.693 | 78.393 | 80.093 | ||
| 7525 | 2012.06.28 14:05 | close | 2507 | 0.70 | 79.387 | 78.393 | 80.093 | -20382.99 | 6536562.37 |
| 7526 | 2012.07.03 15:15 | buy | 2508 | 0.70 | 79.734 | 0.000 | 0.000 | ||
| 7527 | 2012.07.03 15:15 | modify | 2508 | 0.70 | 79.734 | 78.434 | 80.134 | ||
| 7528 | 2012.07.03 15:55 | close | 2508 | 0.70 | 79.851 | 78.434 | 80.134 | 8190.00 | 6544752.37 |
| 7529 | 2012.07.04 00:05 | buy | 2509 | 0.70 | 79.806 | 0.000 | 0.000 | ||
| 7530 | 2012.07.04 00:05 | modify | 2509 | 0.70 | 79.806 | 78.506 | 80.206 | ||
| 7531 | 2012.07.04 03:25 | close | 2509 | 0.70 | 79.885 | 78.506 | 80.206 | 5530.00 | 6550282.37 |
| 7532 | 2012.07.09 05:50 | sell | 2510 | 0.70 | 79.658 | 0.000 | 0.000 | ||
| 7533 | 2012.07.09 05:50 | modify | 2510 | 0.70 | 79.658 | 80.958 | 79.258 | ||
| 7534 | 2012.07.09 10:25 | close | 2510 | 0.70 | 79.628 | 80.958 | 79.258 | 2100.00 | 6552382.37 |
| 7535 | 2012.07.12 03:05 | buy | 2511 | 0.70 | 79.581 | 0.000 | 0.000 | ||
| 7536 | 2012.07.12 03:05 | modify | 2511 | 0.70 | 79.581 | 78.281 | 79.981 | ||
| 7537 | 2012.07.12 06:55 | close | 2511 | 0.70 | 79.810 | 78.281 | 79.981 | 16030.00 | 6568412.37 |
| 7538 | 2012.07.19 12:35 | sell | 2512 | 0.70 | 78.671 | 0.000 | 0.000 | ||
| 7539 | 2012.07.19 12:35 | modify | 2512 | 0.70 | 78.671 | 79.971 | 78.271 | ||
| 7540 | 2012.07.19 13:40 | close | 2512 | 0.70 | 78.574 | 79.971 | 78.271 | 6790.00 | 6575202.37 |
| 7541 | 2012.07.19 16:40 | sell | 2513 | 0.70 | 78.655 | 0.000 | 0.000 | ||
| 7542 | 2012.07.19 16:40 | modify | 2513 | 0.70 | 78.655 | 79.955 | 78.255 | ||
| 7543 | 2012.07.19 17:30 | close | 2513 | 0.70 | 78.552 | 79.955 | 78.255 | 7210.00 | 6582412.37 |
| 7544 | 2012.07.23 13:10 | sell | 2514 | 0.70 | 78.109 | 0.000 | 0.000 | ||
| 7545 | 2012.07.23 13:10 | modify | 2514 | 0.70 | 78.109 | 79.409 | 77.709 | ||
| 7546 | 2012.07.24 00:50 | close | 2514 | 0.70 | 78.337 | 79.409 | 77.709 | -16569.65 | 6565842.72 |
| 7547 | 2012.07.24 00:50 | buy | 2515 | 0.70 | 78.337 | 0.000 | 0.000 | ||
| 7548 | 2012.07.24 00:50 | modify | 2515 | 0.70 | 78.337 | 77.037 | 78.737 | ||
| 7549 | 2012.07.24 06:20 | close | 2515 | 0.70 | 78.283 | 77.037 | 78.737 | -3780.00 | 6562062.72 |
| 7550 | 2012.07.27 22:55 | buy | 2516 | 0.70 | 78.476 | 0.000 | 0.000 | ||
| 7551 | 2012.07.27 22:55 | modify | 2516 | 0.70 | 78.476 | 77.176 | 78.876 | ||
| 7552 | 2012.07.30 02:10 | close | 2516 | 0.70 | 78.531 | 77.176 | 78.876 | 4190.18 | 6566252.90 |
| 7553 | 2012.07.31 05:50 | sell | 2517 | 0.70 | 78.215 | 0.000 | 0.000 | ||
| 7554 | 2012.07.31 05:50 | modify | 2517 | 0.70 | 78.215 | 79.515 | 77.815 | ||
| 7555 | 2012.07.31 12:45 | close | 2517 | 0.70 | 78.216 | 79.515 | 77.815 | -70.00 | 6566182.90 |
| 7556 | 2012.08.02 11:55 | buy | 2518 | 0.70 | 78.385 | 0.000 | 0.000 | ||
| 7557 | 2012.08.02 11:55 | modify | 2518 | 0.70 | 78.385 | 77.085 | 78.785 | ||
| 7558 | 2012.08.02 20:25 | close | 2518 | 0.70 | 78.252 | 77.085 | 78.785 | -9310.00 | 6556872.90 |
| 7559 | 2012.08.03 06:20 | sell | 2519 | 0.70 | 78.197 | 0.000 | 0.000 | ||
| 7560 | 2012.08.03 06:20 | modify | 2519 | 0.70 | 78.197 | 79.497 | 77.797 | ||
| 7561 | 2012.08.03 18:15 | close | 2519 | 0.70 | 78.563 | 79.497 | 77.797 | -25620.00 | 6531252.90 |
| 7562 | 2012.08.06 21:50 | sell | 2520 | 0.70 | 78.228 | 0.000 | 0.000 | ||
| 7563 | 2012.08.06 21:50 | modify | 2520 | 0.70 | 78.228 | 79.528 | 77.828 | ||
| 7564 | 2012.08.07 02:55 | close | 2520 | 0.70 | 78.209 | 79.528 | 77.828 | 721.40 | 6531974.31 |
| 7565 | 2012.08.07 04:40 | sell | 2521 | 0.70 | 78.268 | 0.000 | 0.000 | ||
| 7566 | 2012.08.07 04:40 | modify | 2521 | 0.70 | 78.268 | 79.568 | 77.868 | ||
| 7567 | 2012.08.07 12:50 | close | 2521 | 0.70 | 78.329 | 79.568 | 77.868 | -4270.00 | 6527704.31 |
| 7568 | 2012.08.08 14:50 | sell | 2522 | 0.70 | 78.405 | 0.000 | 0.000 | ||
| 7569 | 2012.08.08 14:50 | modify | 2522 | 0.70 | 78.405 | 79.705 | 78.005 | ||
| 7570 | 2012.08.08 18:00 | close | 2522 | 0.70 | 78.365 | 79.705 | 78.005 | 2800.00 | 6530504.31 |
| 7571 | 2012.08.13 06:05 | sell | 2523 | 0.70 | 78.331 | 0.000 | 0.000 | ||
| 7572 | 2012.08.13 06:05 | modify | 2523 | 0.70 | 78.331 | 79.631 | 77.931 | ||
| 7573 | 2012.08.13 10:40 | close | 2523 | 0.70 | 78.249 | 79.631 | 77.931 | 5740.00 | 6536244.31 |
| 7574 | 2012.08.14 22:40 | buy | 2524 | 0.70 | 78.709 | 0.000 | 0.000 | ||
| 7575 | 2012.08.14 22:40 | modify | 2524 | 0.70 | 78.709 | 77.409 | 79.109 | ||
| 7576 | 2012.08.15 01:45 | close | 2524 | 0.70 | 78.767 | 77.409 | 79.109 | 4401.42 | 6540645.73 |
| 7577 | 2012.08.16 10:15 | buy | 2525 | 0.70 | 79.196 | 0.000 | 0.000 | ||
| 7578 | 2012.08.16 10:15 | modify | 2525 | 0.70 | 79.196 | 77.896 | 79.596 | ||
| 7579 | 2012.08.16 14:15 | close | 2525 | 0.70 | 79.269 | 77.896 | 79.596 | 5110.00 | 6545755.73 |
| 7580 | 2012.08.17 03:05 | buy | 2526 | 0.70 | 79.255 | 0.000 | 0.000 | ||
| 7581 | 2012.08.17 03:05 | modify | 2526 | 0.70 | 79.255 | 77.955 | 79.655 | ||
| 7582 | 2012.08.17 03:55 | close | 2526 | 0.70 | 79.357 | 77.955 | 79.655 | 7140.00 | 6552895.73 |
| 7583 | 2012.08.23 10:50 | sell | 2527 | 0.70 | 78.615 | 0.000 | 0.000 | ||
| 7584 | 2012.08.23 10:50 | modify | 2527 | 0.70 | 78.615 | 79.915 | 78.215 | ||
| 7585 | 2012.08.23 17:15 | close | 2527 | 0.70 | 78.442 | 79.915 | 78.215 | 12110.00 | 6565005.73 |
| 7586 | 2012.08.23 17:40 | buy | 2528 | 0.40 | 78.412 | 0.000 | 0.000 | ||
| 7587 | 2012.08.23 17:40 | modify | 2528 | 0.40 | 78.412 | 76.062 | 79.462 | ||
| 7588 | 2012.08.24 00:15 | sell | 2529 | 0.70 | 78.530 | 0.000 | 0.000 | ||
| 7589 | 2012.08.24 00:15 | modify | 2529 | 0.70 | 78.530 | 79.830 | 78.130 | ||
| 7590 | 2012.08.24 05:00 | close | 2528 | 0.40 | 78.623 | 76.062 | 79.462 | 8634.49 | 6573640.22 |
| 7591 | 2012.08.24 07:40 | close | 2529 | 0.70 | 78.566 | 79.830 | 78.130 | -2520.00 | 6571120.22 |
| 7592 | 2012.09.06 22:00 | buy | 2530 | 0.70 | 78.863 | 0.000 | 0.000 | ||
| 7593 | 2012.09.06 22:00 | modify | 2530 | 0.70 | 78.863 | 77.563 | 79.263 | ||
| 7594 | 2012.09.07 01:30 | close | 2530 | 0.70 | 78.910 | 77.563 | 79.263 | 3631.96 | 6574752.18 |
| 7595 | 2012.09.07 21:45 | sell | 2531 | 0.70 | 78.274 | 0.000 | 0.000 | ||
| 7596 | 2012.09.07 21:45 | modify | 2531 | 0.70 | 78.274 | 79.574 | 77.874 | ||
| 7597 | 2012.09.07 23:15 | close | 2531 | 0.70 | 78.230 | 79.574 | 77.874 | 3080.00 | 6577832.18 |
| 7598 | 2012.09.10 09:50 | sell | 2532 | 0.70 | 78.267 | 0.000 | 0.000 | ||
| 7599 | 2012.09.10 09:50 | modify | 2532 | 0.70 | 78.267 | 79.567 | 77.867 | ||
| 7600 | 2012.09.10 14:30 | close | 2532 | 0.70 | 78.279 | 79.567 | 77.867 | -840.00 | 6576992.18 |
| 7601 | 2012.09.12 03:25 | sell | 2533 | 0.70 | 77.822 | 0.000 | 0.000 | ||
| 7602 | 2012.09.12 03:25 | modify | 2533 | 0.70 | 77.822 | 79.122 | 77.422 | ||
| 7603 | 2012.09.12 06:20 | close | 2533 | 0.70 | 77.840 | 79.122 | 77.422 | -1260.00 | 6575732.18 |
| 7604 | 2012.09.13 19:40 | sell | 2534 | 0.70 | 77.673 | 0.000 | 0.000 | ||
| 7605 | 2012.09.13 19:40 | modify | 2534 | 0.70 | 77.673 | 78.973 | 77.273 | ||
| 7606 | 2012.09.13 20:10 | close | 2534 | 0.70 | 77.532 | 78.973 | 77.273 | 9870.00 | 6585602.18 |
| 7607 | 2012.09.17 04:50 | buy | 2535 | 0.70 | 78.243 | 0.000 | 0.000 | ||
| 7608 | 2012.09.17 04:50 | modify | 2535 | 0.70 | 78.243 | 76.943 | 78.643 | ||
| 7609 | 2012.09.17 07:20 | close | 2535 | 0.70 | 78.267 | 76.943 | 78.643 | 1680.00 | 6587282.18 |
| 7610 | 2012.09.18 03:10 | buy | 2536 | 0.70 | 78.642 | 0.000 | 0.000 | ||
| 7611 | 2012.09.18 03:10 | modify | 2536 | 0.70 | 78.642 | 77.342 | 79.042 | ||
| 7612 | 2012.09.18 07:45 | close | 2536 | 0.70 | 78.634 | 77.342 | 79.042 | -560.00 | 6586722.18 |
| 7613 | 2012.09.28 23:55 | buy | 2537 | 0.70 | 77.903 | 0.000 | 0.000 | ||
| 7614 | 2012.09.28 23:55 | modify | 2537 | 0.70 | 77.903 | 76.603 | 78.303 | ||
| 7615 | 2012.10.01 03:15 | close | 2537 | 0.70 | 78.020 | 76.603 | 78.303 | 8528.12 | 6595250.30 |
| 7616 | 2012.10.01 09:30 | buy | 2538 | 0.70 | 77.863 | 0.000 | 0.000 | ||
| 7617 | 2012.10.01 09:30 | modify | 2538 | 0.70 | 77.863 | 76.563 | 78.263 | ||
| 7618 | 2012.10.01 10:15 | close | 2538 | 0.70 | 77.901 | 76.563 | 78.263 | 2660.00 | 6597910.30 |
| 7619 | 2012.10.04 03:10 | buy | 2539 | 0.70 | 78.433 | 0.000 | 0.000 | ||
| 7620 | 2012.10.04 03:10 | modify | 2539 | 0.70 | 78.433 | 77.133 | 78.833 | ||
| 7621 | 2012.10.04 03:55 | close | 2539 | 0.70 | 78.503 | 77.133 | 78.833 | 4900.00 | 6602810.30 |
| 7622 | 2012.10.04 11:30 | buy | 2540 | 0.70 | 78.535 | 0.000 | 0.000 | ||
| 7623 | 2012.10.04 11:30 | modify | 2540 | 0.70 | 78.535 | 77.235 | 78.935 | ||
| 7624 | 2012.10.04 14:10 | close | 2540 | 0.70 | 78.598 | 77.235 | 78.935 | 4410.00 | 6607220.30 |
| 7625 | 2012.10.08 06:00 | buy | 2541 | 0.70 | 78.628 | 0.000 | 0.000 | ||
| 7626 | 2012.10.08 06:00 | modify | 2541 | 0.70 | 78.628 | 77.328 | 79.028 | ||
| 7627 | 2012.10.08 08:40 | close | 2541 | 0.70 | 78.576 | 77.328 | 79.028 | -3640.00 | 6603580.30 |
| 7628 | 2012.10.08 14:35 | sell | 2542 | 0.70 | 78.304 | 0.000 | 0.000 | ||
| 7629 | 2012.10.08 14:35 | modify | 2542 | 0.70 | 78.304 | 79.604 | 77.904 | ||
| 7630 | 2012.10.08 17:20 | close | 2542 | 0.70 | 78.202 | 79.604 | 77.904 | 7140.00 | 6610720.30 |
| 7631 | 2012.10.08 21:00 | sell | 2543 | 0.70 | 78.291 | 0.000 | 0.000 | ||
| 7632 | 2012.10.08 21:00 | modify | 2543 | 0.70 | 78.291 | 79.591 | 77.891 | ||
| 7633 | 2012.10.09 02:15 | close | 2543 | 0.70 | 78.290 | 79.591 | 77.891 | -539.32 | 6610180.98 |
| 7634 | 2012.10.11 20:35 | buy | 2544 | 0.70 | 78.334 | 0.000 | 0.000 | ||
| 7635 | 2012.10.11 20:35 | modify | 2544 | 0.70 | 78.334 | 77.034 | 78.734 | ||
| 7636 | 2012.10.12 00:40 | close | 2544 | 0.70 | 78.367 | 77.034 | 78.734 | 2649.66 | 6612830.64 |
| 7637 | 2012.10.12 07:40 | buy | 2545 | 0.70 | 78.340 | 0.000 | 0.000 | ||
| 7638 | 2012.10.12 07:40 | modify | 2545 | 0.70 | 78.340 | 77.040 | 78.740 | ||
| 7639 | 2012.10.12 09:05 | close | 2545 | 0.70 | 78.394 | 77.040 | 78.740 | 3780.00 | 6616610.64 |
| 7640 | 2012.10.15 21:55 | buy | 2546 | 0.70 | 78.687 | 0.000 | 0.000 | ||
| 7641 | 2012.10.15 21:55 | modify | 2546 | 0.70 | 78.687 | 77.387 | 79.087 | ||
| 7642 | 2012.10.16 01:20 | close | 2546 | 0.70 | 78.716 | 77.387 | 79.087 | 2371.02 | 6618981.66 |
| 7643 | 2012.10.18 10:25 | buy | 2547 | 0.70 | 79.051 | 0.000 | 0.000 | ||
| 7644 | 2012.10.18 10:25 | modify | 2547 | 0.70 | 79.051 | 77.751 | 79.451 | ||
| 7645 | 2012.10.18 11:35 | close | 2547 | 0.70 | 79.149 | 77.751 | 79.451 | 6860.00 | 6625841.66 |
| 7646 | 2012.10.18 20:10 | buy | 2548 | 0.70 | 79.169 | 0.000 | 0.000 | ||
| 7647 | 2012.10.18 20:10 | modify | 2548 | 0.70 | 79.169 | 77.869 | 79.569 | ||
| 7648 | 2012.10.18 22:00 | close | 2548 | 0.70 | 79.251 | 77.869 | 79.569 | 5740.00 | 6631581.66 |
| 7649 | 2012.10.23 04:15 | buy | 2549 | 0.70 | 79.874 | 0.000 | 0.000 | ||
| 7650 | 2012.10.23 04:15 | modify | 2549 | 0.70 | 79.874 | 78.574 | 80.274 | ||