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 |
| 7801 | 2013.01.03 05:05 | close | 2599 | 0.70 | 87.296 | 85.880 | 87.580 | 8120.00 | 6769951.99 |
| 7802 | 2013.01.04 15:35 | buy | 2600 | 0.70 | 88.044 | 0.000 | 0.000 | ||
| 7803 | 2013.01.04 15:35 | modify | 2600 | 0.70 | 88.044 | 86.744 | 88.444 | ||
| 7804 | 2013.01.04 18:10 | close | 2600 | 0.70 | 88.134 | 86.744 | 88.444 | 6300.00 | 6776251.99 |
| 7805 | 2013.01.09 03:25 | sell | 2601 | 0.70 | 87.260 | 0.000 | 0.000 | ||
| 7806 | 2013.01.09 03:25 | modify | 2601 | 0.70 | 87.260 | 88.560 | 86.860 | ||
| 7807 | 2013.01.09 12:45 | buy | 2602 | 0.50 | 87.486 | 0.000 | 0.000 | ||
| 7808 | 2013.01.09 12:45 | modify | 2602 | 0.50 | 87.486 | 85.886 | 88.786 | ||
| 7809 | 2013.01.09 12:50 | close | 2601 | 0.70 | 87.455 | 88.560 | 86.860 | -13650.00 | 6762601.99 |
| 7810 | 2013.01.09 14:25 | sell | 2603 | 0.50 | 87.531 | 0.000 | 0.000 | ||
| 7811 | 2013.01.09 14:25 | modify | 2603 | 0.50 | 87.531 | 89.131 | 86.231 | ||
| 7812 | 2013.01.09 16:05 | close | 2602 | 0.50 | 87.639 | 85.886 | 88.786 | 7650.00 | 6770251.99 |
| 7813 | 2013.01.09 21:10 | close | 2603 | 0.50 | 87.773 | 89.131 | 86.231 | -12100.00 | 6758151.99 |
| 7814 | 2013.01.09 21:10 | buy | 2604 | 0.70 | 87.770 | 0.000 | 0.000 | ||
| 7815 | 2013.01.09 21:10 | modify | 2604 | 0.70 | 87.770 | 86.470 | 88.170 | ||
| 7816 | 2013.01.09 23:50 | close | 2604 | 0.70 | 87.858 | 86.470 | 88.170 | 6160.00 | 6764311.99 |
| 7817 | 2013.01.10 12:45 | buy | 2605 | 0.70 | 88.045 | 0.000 | 0.000 | ||
| 7818 | 2013.01.10 12:45 | modify | 2605 | 0.70 | 88.045 | 86.745 | 88.445 | ||
| 7819 | 2013.01.10 13:20 | close | 2605 | 0.70 | 88.155 | 86.745 | 88.445 | 7700.00 | 6772011.99 |
| 7820 | 2013.01.11 08:35 | buy | 2606 | 0.70 | 88.912 | 0.000 | 0.000 | ||
| 7821 | 2013.01.11 08:35 | modify | 2606 | 0.70 | 88.912 | 87.612 | 89.312 | ||
| 7822 | 2013.01.11 09:30 | close | 2606 | 0.70 | 89.048 | 87.612 | 89.312 | 9520.00 | 6781531.99 |
| 7823 | 2013.01.14 09:05 | buy | 2607 | 0.50 | 89.532 | 0.000 | 0.000 | ||
| 7824 | 2013.01.14 09:05 | modify | 2607 | 0.50 | 89.532 | 87.932 | 90.832 | ||
| 7825 | 2013.01.14 09:45 | buy | 2608 | 0.70 | 89.451 | 0.000 | 0.000 | ||
| 7826 | 2013.01.14 09:45 | modify | 2608 | 0.70 | 89.451 | 88.151 | 89.851 | ||
| 7827 | 2013.01.14 18:20 | close | 2608 | 0.70 | 89.340 | 88.151 | 89.851 | -7770.00 | 6773761.99 |
| 7828 | 2013.01.14 21:30 | close | 2607 | 0.50 | 89.389 | 87.932 | 90.832 | -7150.00 | 6766611.99 |
| 7829 | 2013.01.15 17:15 | sell | 2609 | 0.70 | 88.904 | 0.000 | 0.000 | ||
| 7830 | 2013.01.15 17:15 | modify | 2609 | 0.70 | 88.904 | 90.204 | 88.504 | ||
| 7831 | 2013.01.15 17:50 | close | 2609 | 0.70 | 88.799 | 90.204 | 88.504 | 7350.00 | 6773961.99 |
| 7832 | 2013.01.15 22:40 | sell | 2610 | 0.70 | 88.872 | 0.000 | 0.000 | ||
| 7833 | 2013.01.15 22:40 | modify | 2610 | 0.70 | 88.872 | 90.172 | 88.472 | ||
| 7834 | 2013.01.15 23:15 | close | 2610 | 0.70 | 88.742 | 90.172 | 88.472 | 9100.00 | 6783061.99 |
| 7835 | 2013.01.16 01:10 | sell | 2611 | 0.40 | 88.830 | 0.000 | 0.000 | ||
| 7836 | 2013.01.16 01:10 | modify | 2611 | 0.40 | 88.830 | 91.180 | 87.780 | ||
| 7837 | 2013.01.16 03:10 | close | 2611 | 0.40 | 88.426 | 91.180 | 87.780 | 16160.00 | 6799221.99 |
| 7838 | 2013.01.16 16:30 | sell | 2612 | 0.50 | 88.199 | 0.000 | 0.000 | ||
| 7839 | 2013.01.16 16:30 | modify | 2612 | 0.50 | 88.199 | 89.799 | 86.899 | ||
| 7840 | 2013.01.16 16:40 | sell | 2613 | 0.70 | 88.323 | 0.000 | 0.000 | ||
| 7841 | 2013.01.16 16:40 | modify | 2613 | 0.70 | 88.323 | 89.623 | 87.923 | ||
| 7842 | 2013.01.16 19:45 | buy | 2614 | 0.50 | 88.503 | 0.000 | 0.000 | ||
| 7843 | 2013.01.16 19:45 | modify | 2614 | 0.50 | 88.503 | 86.903 | 89.803 | ||
| 7844 | 2013.01.16 22:40 | close | 2612 | 0.50 | 88.402 | 89.799 | 86.899 | -10150.00 | 6789071.99 |
| 7845 | 2013.01.16 22:40 | close | 2613 | 0.70 | 88.403 | 89.623 | 87.923 | -5600.00 | 6783471.99 |
| 7846 | 2013.01.17 01:00 | close | 2614 | 0.50 | 88.561 | 86.903 | 89.803 | 3721.22 | 6787193.21 |
| 7847 | 2013.01.17 01:30 | sell | 2615 | 0.50 | 88.607 | 0.000 | 0.000 | ||
| 7848 | 2013.01.17 01:30 | modify | 2615 | 0.50 | 88.607 | 90.207 | 87.307 | ||
| 7849 | 2013.01.17 04:20 | close | 2615 | 0.50 | 88.516 | 90.207 | 87.307 | 4550.00 | 6791743.21 |
| 7850 | 2013.01.17 04:25 | buy | 2616 | 0.70 | 88.459 | 0.000 | 0.000 | ||
| 7851 | 2013.01.17 04:25 | modify | 2616 | 0.70 | 88.459 | 87.159 | 88.859 | ||
| 7852 | 2013.01.17 04:50 | buy | 2617 | 0.50 | 88.487 | 0.000 | 0.000 | ||
| 7853 | 2013.01.17 04:50 | modify | 2617 | 0.50 | 88.487 | 86.887 | 89.787 | ||
| 7854 | 2013.01.17 08:00 | close | 2617 | 0.50 | 88.724 | 86.887 | 89.787 | 11850.00 | 6803593.21 |
| 7855 | 2013.01.17 08:00 | close | 2616 | 0.70 | 88.727 | 87.159 | 88.859 | 18760.00 | 6822353.21 |
| 7856 | 2013.01.18 03:15 | buy | 2618 | 0.70 | 89.663 | 0.000 | 0.000 | ||
| 7857 | 2013.01.18 03:15 | modify | 2618 | 0.70 | 89.663 | 88.363 | 90.063 | ||
| 7858 | 2013.01.18 03:25 | close | 2618 | 0.70 | 89.810 | 88.363 | 90.063 | 10290.00 | 6832643.21 |
| 7859 | 2013.01.18 09:10 | sell | 2619 | 0.40 | 90.139 | 0.000 | 0.000 | ||
| 7860 | 2013.01.18 09:10 | modify | 2619 | 0.40 | 90.139 | 92.489 | 89.089 | ||
| 7861 | 2013.01.18 11:20 | buy | 2620 | 0.70 | 89.767 | 0.000 | 0.000 | ||
| 7862 | 2013.01.18 11:20 | modify | 2620 | 0.70 | 89.767 | 88.467 | 90.167 | ||
| 7863 | 2013.01.18 11:40 | close | 2620 | 0.70 | 89.903 | 88.467 | 90.167 | 9520.00 | 6842163.21 |
| 7864 | 2013.01.21 02:35 | close | 2619 | 0.40 | 89.774 | 92.489 | 89.089 | 14199.57 | 6856362.78 |
| 7865 | 2013.01.21 10:20 | buy | 2621 | 0.50 | 89.541 | 0.000 | 0.000 | ||
| 7866 | 2013.01.21 10:20 | modify | 2621 | 0.50 | 89.541 | 87.941 | 90.841 | ||
| 7867 | 2013.01.21 15:05 | close | 2621 | 0.50 | 89.557 | 87.941 | 90.841 | 800.00 | 6857162.78 |
| 7868 | 2013.01.21 15:15 | sell | 2622 | 0.70 | 89.592 | 0.000 | 0.000 | ||
| 7869 | 2013.01.21 15:15 | modify | 2622 | 0.70 | 89.592 | 90.892 | 89.192 | ||
| 7870 | 2013.01.21 22:30 | close | 2622 | 0.70 | 89.602 | 90.892 | 89.192 | -700.00 | 6856462.78 |
| 7871 | 2013.01.22 16:15 | sell | 2623 | 0.70 | 88.967 | 0.000 | 0.000 | ||
| 7872 | 2013.01.22 16:15 | modify | 2623 | 0.70 | 88.967 | 90.267 | 88.567 | ||
| 7873 | 2013.01.22 16:30 | close | 2623 | 0.70 | 88.861 | 90.267 | 88.567 | 7420.00 | 6863882.78 |
| 7874 | 2013.01.23 07:30 | buy | 2624 | 0.40 | 88.284 | 0.000 | 0.000 | ||
| 7875 | 2013.01.23 07:30 | modify | 2624 | 0.40 | 88.284 | 85.934 | 89.334 | ||
| 7876 | 2013.01.23 14:10 | sell | 2625 | 0.70 | 88.548 | 0.000 | 0.000 | ||
| 7877 | 2013.01.23 14:10 | modify | 2625 | 0.70 | 88.548 | 89.848 | 88.148 | ||
| 7878 | 2013.01.23 15:20 | close | 2625 | 0.70 | 88.441 | 89.848 | 88.148 | 7490.00 | 6871372.78 |
| 7879 | 2013.01.23 17:05 | close | 2624 | 0.40 | 88.646 | 85.934 | 89.334 | 14480.00 | 6885852.78 |
| 7880 | 2013.01.24 00:55 | buy | 2626 | 0.70 | 88.539 | 0.000 | 0.000 | ||
| 7881 | 2013.01.24 00:55 | modify | 2626 | 0.70 | 88.539 | 87.239 | 88.939 | ||
| 7882 | 2013.01.24 04:10 | close | 2626 | 0.70 | 88.630 | 87.239 | 88.939 | 6370.00 | 6892222.78 |
| 7883 | 2013.01.25 08:25 | sell | 2627 | 0.40 | 90.528 | 0.000 | 0.000 | ||
| 7884 | 2013.01.25 08:25 | modify | 2627 | 0.40 | 90.528 | 92.878 | 89.478 | ||
| 7885 | 2013.01.25 17:25 | buy | 2628 | 0.70 | 90.798 | 0.000 | 0.000 | ||
| 7886 | 2013.01.25 17:25 | modify | 2628 | 0.70 | 90.798 | 89.498 | 91.198 | ||
| 7887 | 2013.01.25 17:55 | close | 2628 | 0.70 | 90.919 | 89.498 | 91.198 | 8470.00 | 6900692.78 |
| 7888 | 2013.01.25 18:30 | sell | 2629 | 0.50 | 91.020 | 0.000 | 0.000 | ||
| 7889 | 2013.01.25 18:30 | modify | 2629 | 0.50 | 91.020 | 92.620 | 89.720 | ||
| 7890 | 2013.01.25 22:00 | close | 2629 | 0.50 | 90.994 | 92.620 | 89.720 | 1300.00 | 6901992.78 |
| 7891 | 2013.01.28 00:05 | sell | 2630 | 0.50 | 91.036 | 0.000 | 0.000 | ||
| 7892 | 2013.01.28 00:05 | modify | 2630 | 0.50 | 91.036 | 92.636 | 89.736 | ||
| 7893 | 2013.01.28 03:15 | close | 2630 | 0.50 | 90.901 | 92.636 | 89.736 | 6750.00 | 6908742.78 |
| 7894 | 2013.01.28 03:45 | close | 2627 | 0.40 | 90.862 | 92.878 | 89.478 | -13764.66 | 6894978.12 |
| 7895 | 2013.01.30 15:35 | buy | 2631 | 0.70 | 91.114 | 0.000 | 0.000 | ||
| 7896 | 2013.01.30 15:35 | modify | 2631 | 0.70 | 91.114 | 89.814 | 91.514 | ||
| 7897 | 2013.01.30 16:15 | close | 2631 | 0.70 | 91.222 | 89.814 | 91.514 | 7560.00 | 6902538.12 |
| 7898 | 2013.01.30 17:40 | buy | 2632 | 0.70 | 91.005 | 0.000 | 0.000 | ||
| 7899 | 2013.01.30 17:40 | modify | 2632 | 0.70 | 91.005 | 89.705 | 91.405 | ||
| 7900 | 2013.01.30 18:10 | close | 2632 | 0.70 | 91.108 | 89.705 | 91.405 | 7210.00 | 6909748.12 |
| 7901 | 2013.02.04 02:10 | buy | 2633 | 0.70 | 92.668 | 0.000 | 0.000 | ||
| 7902 | 2013.02.04 02:10 | modify | 2633 | 0.70 | 92.668 | 91.368 | 93.068 | ||
| 7903 | 2013.02.04 03:10 | buy | 2634 | 0.50 | 92.549 | 0.000 | 0.000 | ||
| 7904 | 2013.02.04 03:10 | modify | 2634 | 0.50 | 92.549 | 90.949 | 93.849 | ||
| 7905 | 2013.02.04 05:40 | close | 2634 | 0.50 | 92.765 | 90.949 | 93.849 | 10800.00 | 6920548.12 |
| 7906 | 2013.02.04 05:40 | close | 2633 | 0.70 | 92.772 | 91.368 | 93.068 | 7280.00 | 6927828.12 |
| 7907 | 2013.02.04 06:55 | buy | 2635 | 0.70 | 92.606 | 0.000 | 0.000 | ||
| 7908 | 2013.02.04 06:55 | modify | 2635 | 0.70 | 92.606 | 91.306 | 93.006 | ||
| 7909 | 2013.02.04 09:20 | close | 2635 | 0.70 | 92.727 | 91.306 | 93.006 | 8470.00 | 6936298.12 |
| 7910 | 2013.02.04 15:05 | buy | 2636 | 0.70 | 92.703 | 0.000 | 0.000 | ||
| 7911 | 2013.02.04 15:05 | modify | 2636 | 0.70 | 92.703 | 91.403 | 93.103 | ||
| 7912 | 2013.02.05 02:10 | sell | 2637 | 0.50 | 92.273 | 0.000 | 0.000 | ||
| 7913 | 2013.02.05 02:10 | modify | 2637 | 0.50 | 92.273 | 93.873 | 90.973 | ||
| 7914 | 2013.02.05 02:45 | close | 2636 | 0.70 | 92.350 | 91.403 | 93.103 | -24309.43 | 6911988.69 |
| 7915 | 2013.02.05 03:30 | sell | 2638 | 0.70 | 92.478 | 0.000 | 0.000 | ||
| 7916 | 2013.02.05 03:30 | modify | 2638 | 0.70 | 92.478 | 93.778 | 92.078 | ||
| 7917 | 2013.02.05 04:30 | close | 2638 | 0.70 | 92.361 | 93.778 | 92.078 | 8190.00 | 6920178.69 |
| 7918 | 2013.02.05 04:55 | buy | 2639 | 0.50 | 92.329 | 0.000 | 0.000 | ||
| 7919 | 2013.02.05 04:55 | modify | 2639 | 0.50 | 92.329 | 90.729 | 93.629 | ||
| 7920 | 2013.02.05 08:40 | close | 2637 | 0.50 | 92.300 | 93.873 | 90.973 | -1350.00 | 6918828.69 |
| 7921 | 2013.02.05 10:50 | close | 2639 | 0.50 | 92.524 | 90.729 | 93.629 | 9750.00 | 6928578.69 |
| 7922 | 2013.02.07 14:35 | buy | 2640 | 0.70 | 93.709 | 0.000 | 0.000 | ||
| 7923 | 2013.02.07 14:35 | modify | 2640 | 0.70 | 93.709 | 92.409 | 94.109 | ||
| 7924 | 2013.02.07 19:30 | close | 2640 | 0.70 | 93.490 | 92.409 | 94.109 | -15330.00 | 6913248.69 |
| 7925 | 2013.02.08 15:55 | sell | 2641 | 0.70 | 92.711 | 0.000 | 0.000 | ||
| 7926 | 2013.02.08 15:55 | modify | 2641 | 0.70 | 92.711 | 94.011 | 92.311 | ||
| 7927 | 2013.02.08 16:15 | close | 2641 | 0.70 | 92.577 | 94.011 | 92.311 | 9380.00 | 6922628.69 |
| 7928 | 2013.02.08 16:40 | sell | 2642 | 0.70 | 92.845 | 0.000 | 0.000 | ||
| 7929 | 2013.02.08 16:40 | modify | 2642 | 0.70 | 92.845 | 94.145 | 92.445 | ||
| 7930 | 2013.02.08 17:10 | close | 2642 | 0.70 | 92.720 | 94.145 | 92.445 | 8750.00 | 6931378.69 |
| 7931 | 2013.02.11 07:30 | sell | 2643 | 0.70 | 92.672 | 0.000 | 0.000 | ||
| 7932 | 2013.02.11 07:30 | modify | 2643 | 0.70 | 92.672 | 93.972 | 92.272 | ||
| 7933 | 2013.02.11 08:20 | close | 2643 | 0.70 | 92.558 | 93.972 | 92.272 | 7980.00 | 6939358.69 |
| 7934 | 2013.02.11 14:10 | sell | 2644 | 0.50 | 93.398 | 0.000 | 0.000 | ||
| 7935 | 2013.02.11 14:10 | modify | 2644 | 0.50 | 93.398 | 94.998 | 92.098 | ||
| 7936 | 2013.02.11 15:40 | buy | 2645 | 0.50 | 93.332 | 0.000 | 0.000 | ||
| 7937 | 2013.02.11 15:40 | modify | 2645 | 0.50 | 93.332 | 91.732 | 94.632 | ||
| 7938 | 2013.02.11 15:55 | close | 2644 | 0.50 | 93.245 | 94.998 | 92.098 | 7650.00 | 6947008.69 |
| 7939 | 2013.02.11 22:20 | close | 2645 | 0.50 | 93.616 | 91.732 | 94.632 | 14200.00 | 6961208.69 |
| 7940 | 2013.02.12 07:25 | buy | 2646 | 0.70 | 94.084 | 0.000 | 0.000 | ||
| 7941 | 2013.02.12 07:25 | modify | 2646 | 0.70 | 94.084 | 92.784 | 94.484 | ||
| 7942 | 2013.02.12 09:05 | close | 2646 | 0.70 | 94.145 | 92.784 | 94.484 | 4270.00 | 6965478.69 |
| 7943 | 2013.02.12 12:55 | sell | 2647 | 0.40 | 94.358 | 0.000 | 0.000 | ||
| 7944 | 2013.02.12 12:55 | modify | 2647 | 0.40 | 94.358 | 96.708 | 93.308 | ||
| 7945 | 2013.02.12 15:57 | t/p | 2647 | 0.40 | 93.306 | 96.708 | 93.308 | 42080.00 | 7007558.69 |
| 7946 | 2013.02.12 20:05 | sell | 2648 | 0.50 | 93.527 | 0.000 | 0.000 | ||
| 7947 | 2013.02.12 20:05 | modify | 2648 | 0.50 | 93.527 | 95.127 | 92.227 | ||
| 7948 | 2013.02.12 23:30 | close | 2648 | 0.50 | 93.435 | 95.127 | 92.227 | 4600.00 | 7012158.69 |
| 7949 | 2013.02.13 08:15 | sell | 2649 | 0.70 | 93.185 | 0.000 | 0.000 | ||
| 7950 | 2013.02.13 08:15 | modify | 2649 | 0.70 | 93.185 | 94.485 | 92.785 | ||