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 |
| 7651 | 2012.10.23 07:55 | close | 2549 | 0.70 | 79.905 | 78.574 | 80.274 | 2170.00 | 6633751.66 |
| 7652 | 2012.10.25 18:30 | buy | 2550 | 0.70 | 80.093 | 0.000 | 0.000 | ||
| 7653 | 2012.10.25 18:30 | modify | 2550 | 0.70 | 80.093 | 78.793 | 80.493 | ||
| 7654 | 2012.10.25 20:00 | close | 2550 | 0.70 | 80.191 | 78.793 | 80.493 | 6860.00 | 6640611.66 |
| 7655 | 2012.10.26 03:00 | buy | 2551 | 0.70 | 80.226 | 0.000 | 0.000 | ||
| 7656 | 2012.10.26 03:00 | modify | 2551 | 0.70 | 80.226 | 78.926 | 80.626 | ||
| 7657 | 2012.10.26 20:00 | close | 2551 | 0.70 | 79.729 | 78.926 | 80.626 | -34790.00 | 6605821.66 |
| 7658 | 2012.10.29 01:40 | sell | 2552 | 0.70 | 79.693 | 0.000 | 0.000 | ||
| 7659 | 2012.10.29 01:40 | modify | 2552 | 0.70 | 79.693 | 80.993 | 79.293 | ||
| 7660 | 2012.10.29 07:45 | close | 2552 | 0.70 | 79.687 | 80.993 | 79.293 | 420.00 | 6606241.66 |
| 7661 | 2012.10.30 16:25 | sell | 2553 | 0.70 | 79.531 | 0.000 | 0.000 | ||
| 7662 | 2012.10.30 16:25 | modify | 2553 | 0.70 | 79.531 | 80.831 | 79.131 | ||
| 7663 | 2012.10.31 04:30 | close | 2553 | 0.70 | 79.580 | 80.831 | 79.131 | -4049.34 | 6602192.32 |
| 7664 | 2012.10.31 21:40 | buy | 2554 | 0.70 | 79.778 | 0.000 | 0.000 | ||
| 7665 | 2012.10.31 21:40 | modify | 2554 | 0.70 | 79.778 | 78.478 | 80.178 | ||
| 7666 | 2012.11.01 02:55 | close | 2554 | 0.70 | 79.857 | 78.478 | 80.178 | 6567.65 | 6608759.97 |
| 7667 | 2012.11.01 10:40 | buy | 2555 | 0.70 | 79.932 | 0.000 | 0.000 | ||
| 7668 | 2012.11.01 10:40 | modify | 2555 | 0.70 | 79.932 | 78.632 | 80.332 | ||
| 7669 | 2012.11.01 14:30 | close | 2555 | 0.70 | 80.035 | 78.632 | 80.332 | 7210.00 | 6615969.97 |
| 7670 | 2012.11.02 07:25 | buy | 2556 | 0.70 | 80.208 | 0.000 | 0.000 | ||
| 7671 | 2012.11.02 07:25 | modify | 2556 | 0.70 | 80.208 | 78.908 | 80.608 | ||
| 7672 | 2012.11.02 10:30 | close | 2556 | 0.70 | 80.321 | 78.908 | 80.608 | 7910.00 | 6623879.97 |
| 7673 | 2012.11.02 12:25 | buy | 2557 | 0.70 | 80.236 | 0.000 | 0.000 | ||
| 7674 | 2012.11.02 12:25 | modify | 2557 | 0.70 | 80.236 | 78.936 | 80.636 | ||
| 7675 | 2012.11.02 15:35 | close | 2557 | 0.70 | 80.538 | 78.936 | 80.636 | 21140.00 | 6645019.97 |
| 7676 | 2012.11.05 06:20 | buy | 2558 | 0.70 | 80.456 | 0.000 | 0.000 | ||
| 7677 | 2012.11.05 06:20 | modify | 2558 | 0.70 | 80.456 | 79.156 | 80.856 | ||
| 7678 | 2012.11.05 19:20 | close | 2558 | 0.70 | 80.276 | 79.156 | 80.856 | -12600.00 | 6632419.97 |
| 7679 | 2012.11.06 10:15 | sell | 2559 | 0.70 | 80.115 | 0.000 | 0.000 | ||
| 7680 | 2012.11.06 10:15 | modify | 2559 | 0.70 | 80.115 | 81.415 | 79.715 | ||
| 7681 | 2012.11.06 14:35 | close | 2559 | 0.70 | 80.144 | 81.415 | 79.715 | -2030.00 | 6630389.97 |
| 7682 | 2012.11.07 22:45 | sell | 2560 | 0.70 | 80.011 | 0.000 | 0.000 | ||
| 7683 | 2012.11.07 22:45 | modify | 2560 | 0.70 | 80.011 | 81.311 | 79.611 | ||
| 7684 | 2012.11.08 02:10 | close | 2560 | 0.70 | 79.904 | 81.311 | 79.611 | 5623.31 | 6636013.28 |
| 7685 | 2012.11.08 10:20 | sell | 2561 | 0.70 | 79.955 | 0.000 | 0.000 | ||
| 7686 | 2012.11.08 10:20 | modify | 2561 | 0.70 | 79.955 | 81.255 | 79.555 | ||
| 7687 | 2012.11.08 12:55 | close | 2561 | 0.70 | 79.859 | 81.255 | 79.555 | 6720.00 | 6642733.28 |
| 7688 | 2012.11.09 02:45 | sell | 2562 | 0.70 | 79.532 | 0.000 | 0.000 | ||
| 7689 | 2012.11.09 02:45 | modify | 2562 | 0.70 | 79.532 | 80.832 | 79.132 | ||
| 7690 | 2012.11.09 09:50 | close | 2562 | 0.70 | 79.481 | 80.832 | 79.132 | 3570.00 | 6646303.28 |
| 7691 | 2012.11.09 17:25 | sell | 2563 | 0.70 | 79.402 | 0.000 | 0.000 | ||
| 7692 | 2012.11.09 17:25 | modify | 2563 | 0.70 | 79.402 | 80.702 | 79.002 | ||
| 7693 | 2012.11.09 20:15 | close | 2563 | 0.70 | 79.426 | 80.702 | 79.002 | -1680.00 | 6644623.28 |
| 7694 | 2012.11.15 17:50 | buy | 2564 | 0.70 | 81.092 | 0.000 | 0.000 | ||
| 7695 | 2012.11.15 17:50 | modify | 2564 | 0.70 | 81.092 | 79.792 | 81.492 | ||
| 7696 | 2012.11.15 18:35 | close | 2564 | 0.70 | 81.209 | 79.792 | 81.492 | 8190.00 | 6652813.28 |
| 7697 | 2012.11.21 06:15 | buy | 2565 | 0.70 | 81.747 | 0.000 | 0.000 | ||
| 7698 | 2012.11.21 06:15 | modify | 2565 | 0.70 | 81.747 | 80.447 | 82.147 | ||
| 7699 | 2012.11.21 06:25 | close | 2565 | 0.70 | 81.854 | 80.447 | 82.147 | 7490.00 | 6660303.28 |
| 7700 | 2012.11.22 02:45 | buy | 2566 | 0.70 | 82.439 | 0.000 | 0.000 | ||
| 7701 | 2012.11.22 02:45 | modify | 2566 | 0.70 | 82.439 | 81.139 | 82.839 | ||
| 7702 | 2012.11.22 03:05 | close | 2566 | 0.70 | 82.539 | 81.139 | 82.839 | 7000.00 | 6667303.28 |
| 7703 | 2012.11.22 06:15 | buy | 2567 | 0.70 | 82.403 | 0.000 | 0.000 | ||
| 7704 | 2012.11.22 06:15 | modify | 2567 | 0.70 | 82.403 | 81.103 | 82.803 | ||
| 7705 | 2012.11.22 08:55 | close | 2567 | 0.70 | 82.499 | 81.103 | 82.803 | 6720.00 | 6674023.28 |
| 7706 | 2012.11.29 13:25 | buy | 2568 | 0.70 | 82.053 | 0.000 | 0.000 | ||
| 7707 | 2012.11.29 13:25 | modify | 2568 | 0.70 | 82.053 | 80.753 | 82.453 | ||
| 7708 | 2012.11.29 15:25 | close | 2568 | 0.70 | 82.165 | 80.753 | 82.453 | 7840.00 | 6681863.28 |
| 7709 | 2012.11.30 17:00 | buy | 2569 | 0.70 | 82.520 | 0.000 | 0.000 | ||
| 7710 | 2012.11.30 17:00 | modify | 2569 | 0.70 | 82.520 | 81.220 | 82.920 | ||
| 7711 | 2012.12.03 01:30 | close | 2569 | 0.70 | 82.482 | 81.220 | 82.920 | -2302.75 | 6679560.53 |
| 7712 | 2012.12.03 15:00 | sell | 2570 | 0.70 | 82.250 | 0.000 | 0.000 | ||
| 7713 | 2012.12.03 15:00 | modify | 2570 | 0.70 | 82.250 | 83.550 | 81.850 | ||
| 7714 | 2012.12.03 20:40 | close | 2570 | 0.70 | 82.201 | 83.550 | 81.850 | 3430.00 | 6682990.53 |
| 7715 | 2012.12.05 00:15 | sell | 2571 | 0.70 | 81.941 | 0.000 | 0.000 | ||
| 7716 | 2012.12.05 00:15 | modify | 2571 | 0.70 | 81.941 | 83.241 | 81.541 | ||
| 7717 | 2012.12.05 02:00 | close | 2571 | 0.70 | 81.837 | 83.241 | 81.541 | 7280.00 | 6690270.53 |
| 7718 | 2012.12.05 13:55 | buy | 2572 | 0.70 | 82.087 | 0.000 | 0.000 | ||
| 7719 | 2012.12.05 13:55 | modify | 2572 | 0.70 | 82.087 | 80.787 | 82.487 | ||
| 7720 | 2012.12.05 17:10 | close | 2572 | 0.70 | 82.177 | 80.787 | 82.487 | 6300.00 | 6696570.53 |
| 7721 | 2012.12.06 02:30 | buy | 2573 | 0.70 | 82.369 | 0.000 | 0.000 | ||
| 7722 | 2012.12.06 02:30 | modify | 2573 | 0.70 | 82.369 | 81.069 | 82.769 | ||
| 7723 | 2012.12.06 04:05 | close | 2573 | 0.70 | 82.464 | 81.069 | 82.769 | 6650.00 | 6703220.53 |
| 7724 | 2012.12.06 08:35 | buy | 2574 | 0.70 | 82.394 | 0.000 | 0.000 | ||
| 7725 | 2012.12.06 08:35 | modify | 2574 | 0.70 | 82.394 | 81.094 | 82.794 | ||
| 7726 | 2012.12.06 11:15 | close | 2574 | 0.70 | 82.493 | 81.094 | 82.794 | 6930.00 | 6710150.53 |
| 7727 | 2012.12.13 10:05 | buy | 2575 | 0.70 | 83.483 | 0.000 | 0.000 | ||
| 7728 | 2012.12.13 10:05 | modify | 2575 | 0.70 | 83.483 | 82.183 | 83.883 | ||
| 7729 | 2012.12.13 11:15 | buy | 2576 | 0.50 | 83.373 | 0.000 | 0.000 | ||
| 7730 | 2012.12.13 11:15 | modify | 2576 | 0.50 | 83.373 | 81.773 | 84.673 | ||
| 7731 | 2012.12.13 14:10 | close | 2575 | 0.70 | 83.471 | 82.183 | 83.883 | -840.00 | 6709310.53 |
| 7732 | 2012.12.13 14:15 | close | 2576 | 0.50 | 83.489 | 81.773 | 84.673 | 5800.00 | 6715110.53 |
| 7733 | 2012.12.14 08:35 | buy | 2577 | 0.70 | 83.760 | 0.000 | 0.000 | ||
| 7734 | 2012.12.14 08:35 | modify | 2577 | 0.70 | 83.760 | 82.460 | 84.160 | ||
| 7735 | 2012.12.14 11:15 | close | 2577 | 0.70 | 83.851 | 82.460 | 84.160 | 6370.00 | 6721480.53 |
| 7736 | 2012.12.14 12:40 | buy | 2578 | 0.70 | 83.689 | 0.000 | 0.000 | ||
| 7737 | 2012.12.14 12:40 | modify | 2578 | 0.70 | 83.689 | 82.389 | 84.089 | ||
| 7738 | 2012.12.14 13:25 | close | 2578 | 0.70 | 83.799 | 82.389 | 84.089 | 7700.00 | 6729180.53 |
| 7739 | 2012.12.17 09:10 | buy | 2579 | 0.70 | 83.943 | 0.000 | 0.000 | ||
| 7740 | 2012.12.17 09:10 | modify | 2579 | 0.70 | 83.943 | 82.643 | 84.343 | ||
| 7741 | 2012.12.17 09:50 | close | 2579 | 0.70 | 84.063 | 82.643 | 84.343 | 8400.00 | 6737580.53 |
| 7742 | 2012.12.17 11:40 | buy | 2580 | 0.50 | 83.776 | 0.000 | 0.000 | ||
| 7743 | 2012.12.17 11:40 | modify | 2580 | 0.50 | 83.776 | 82.176 | 85.076 | ||
| 7744 | 2012.12.17 14:05 | sell | 2581 | 0.50 | 83.765 | 0.000 | 0.000 | ||
| 7745 | 2012.12.17 14:05 | modify | 2581 | 0.50 | 83.765 | 85.365 | 82.465 | ||
| 7746 | 2012.12.17 15:05 | close | 2580 | 0.50 | 83.862 | 82.176 | 85.076 | 4300.00 | 6741880.53 |
| 7747 | 2012.12.17 15:55 | buy | 2582 | 0.50 | 83.769 | 0.000 | 0.000 | ||
| 7748 | 2012.12.17 15:55 | modify | 2582 | 0.50 | 83.769 | 82.169 | 85.069 | ||
| 7749 | 2012.12.17 17:30 | close | 2581 | 0.50 | 83.664 | 85.365 | 82.465 | 5050.00 | 6746930.53 |
| 7750 | 2012.12.17 19:40 | close | 2582 | 0.50 | 83.786 | 82.169 | 85.069 | 850.00 | 6747780.53 |
| 7751 | 2012.12.18 09:05 | buy | 2583 | 0.70 | 83.927 | 0.000 | 0.000 | ||
| 7752 | 2012.12.18 09:05 | modify | 2583 | 0.70 | 83.927 | 82.627 | 84.327 | ||
| 7753 | 2012.12.18 16:15 | close | 2583 | 0.70 | 83.956 | 82.627 | 84.327 | 2030.00 | 6749810.53 |
| 7754 | 2012.12.19 04:55 | buy | 2584 | 0.70 | 84.234 | 0.000 | 0.000 | ||
| 7755 | 2012.12.19 04:55 | modify | 2584 | 0.70 | 84.234 | 82.934 | 84.634 | ||
| 7756 | 2012.12.19 08:10 | close | 2584 | 0.70 | 84.351 | 82.934 | 84.634 | 8190.00 | 6758000.53 |
| 7757 | 2012.12.19 17:10 | buy | 2585 | 0.70 | 84.408 | 0.000 | 0.000 | ||
| 7758 | 2012.12.19 17:10 | modify | 2585 | 0.70 | 84.408 | 83.108 | 84.808 | ||
| 7759 | 2012.12.19 19:55 | close | 2585 | 0.70 | 84.438 | 83.108 | 84.808 | 2100.00 | 6760100.53 |
| 7760 | 2012.12.20 13:35 | sell | 2586 | 0.70 | 84.105 | 0.000 | 0.000 | ||
| 7761 | 2012.12.20 13:35 | modify | 2586 | 0.70 | 84.105 | 85.405 | 83.705 | ||
| 7762 | 2012.12.20 19:25 | close | 2586 | 0.70 | 84.280 | 85.405 | 83.705 | -12250.00 | 6747850.53 |
| 7763 | 2012.12.21 00:30 | buy | 2587 | 0.70 | 84.343 | 0.000 | 0.000 | ||
| 7764 | 2012.12.21 00:30 | modify | 2587 | 0.70 | 84.343 | 83.043 | 84.743 | ||
| 7765 | 2012.12.21 01:25 | close | 2587 | 0.70 | 84.392 | 83.043 | 84.743 | 3430.00 | 6751280.53 |
| 7766 | 2012.12.21 08:15 | sell | 2588 | 0.70 | 84.096 | 0.000 | 0.000 | ||
| 7767 | 2012.12.21 08:15 | modify | 2588 | 0.70 | 84.096 | 85.396 | 83.696 | ||
| 7768 | 2012.12.21 09:05 | close | 2588 | 0.70 | 83.925 | 85.396 | 83.696 | 11970.00 | 6763250.53 |
| 7769 | 2012.12.21 11:05 | sell | 2589 | 0.70 | 84.158 | 0.000 | 0.000 | ||
| 7770 | 2012.12.21 11:05 | modify | 2589 | 0.70 | 84.158 | 85.458 | 83.758 | ||
| 7771 | 2012.12.21 12:05 | close | 2589 | 0.70 | 84.041 | 85.458 | 83.758 | 8190.00 | 6771440.53 |
| 7772 | 2012.12.24 05:30 | buy | 2590 | 0.70 | 84.363 | 0.000 | 0.000 | ||
| 7773 | 2012.12.24 05:30 | modify | 2590 | 0.70 | 84.363 | 83.063 | 84.763 | ||
| 7774 | 2012.12.24 07:20 | close | 2590 | 0.70 | 84.394 | 83.063 | 84.763 | 2170.00 | 6773610.53 |
| 7775 | 2012.12.25 01:15 | buy | 2591 | 0.70 | 84.807 | 0.000 | 0.000 | ||
| 7776 | 2012.12.25 01:15 | modify | 2591 | 0.70 | 84.807 | 83.507 | 85.207 | ||
| 7777 | 2012.12.25 06:05 | close | 2591 | 0.70 | 84.759 | 83.507 | 85.207 | -3360.00 | 6770250.53 |
| 7778 | 2012.12.27 00:25 | buy | 2592 | 0.70 | 85.549 | 0.000 | 0.000 | ||
| 7779 | 2012.12.27 00:25 | modify | 2592 | 0.70 | 85.549 | 84.249 | 85.949 | ||
| 7780 | 2012.12.27 01:40 | close | 2592 | 0.70 | 85.605 | 84.249 | 85.949 | 3920.00 | 6774170.53 |
| 7781 | 2012.12.27 09:55 | buy | 2593 | 0.70 | 85.678 | 0.000 | 0.000 | ||
| 7782 | 2012.12.27 09:55 | modify | 2593 | 0.70 | 85.678 | 84.378 | 86.078 | ||
| 7783 | 2012.12.27 11:05 | close | 2593 | 0.70 | 85.770 | 84.378 | 86.078 | 6440.00 | 6780610.53 |
| 7784 | 2012.12.28 09:40 | buy | 2594 | 0.70 | 86.345 | 0.000 | 0.000 | ||
| 7785 | 2012.12.28 09:40 | modify | 2594 | 0.70 | 86.345 | 85.045 | 86.745 | ||
| 7786 | 2012.12.28 13:05 | close | 2594 | 0.70 | 86.324 | 85.045 | 86.745 | -1470.00 | 6779140.53 |
| 7787 | 2012.12.31 06:45 | sell | 2595 | 0.70 | 86.079 | 0.000 | 0.000 | ||
| 7788 | 2012.12.31 06:45 | modify | 2595 | 0.70 | 86.079 | 87.379 | 85.679 | ||
| 7789 | 2013.01.02 01:10 | close | 2595 | 0.70 | 86.679 | 87.379 | 85.679 | -43348.54 | 6735791.99 |
| 7790 | 2013.01.02 02:05 | buy | 2596 | 0.70 | 86.552 | 0.000 | 0.000 | ||
| 7791 | 2013.01.02 02:05 | modify | 2596 | 0.70 | 86.552 | 85.252 | 86.952 | ||
| 7792 | 2013.01.02 02:40 | close | 2596 | 0.70 | 86.659 | 85.252 | 86.952 | 7490.00 | 6743281.99 |
| 7793 | 2013.01.02 11:30 | buy | 2597 | 0.70 | 87.024 | 0.000 | 0.000 | ||
| 7794 | 2013.01.02 11:30 | modify | 2597 | 0.70 | 87.024 | 85.724 | 87.424 | ||
| 7795 | 2013.01.02 13:20 | close | 2597 | 0.70 | 87.190 | 85.724 | 87.424 | 11620.00 | 6754901.99 |
| 7796 | 2013.01.02 14:25 | buy | 2598 | 0.70 | 86.980 | 0.000 | 0.000 | ||
| 7797 | 2013.01.02 14:25 | modify | 2598 | 0.70 | 86.980 | 85.680 | 87.380 | ||
| 7798 | 2013.01.02 15:50 | close | 2598 | 0.70 | 87.079 | 85.680 | 87.380 | 6930.00 | 6761831.99 |
| 7799 | 2013.01.03 03:00 | buy | 2599 | 0.70 | 87.180 | 0.000 | 0.000 | ||
| 7800 | 2013.01.03 03:00 | modify | 2599 | 0.70 | 87.180 | 85.880 | 87.580 | ||