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 |
| 7951 | 2013.02.13 08:35 | close | 2649 | 0.70 | 93.085 | 94.485 | 92.785 | 7000.00 | 7019158.69 |
| 7952 | 2013.02.13 09:50 | sell | 2650 | 0.70 | 93.292 | 0.000 | 0.000 | ||
| 7953 | 2013.02.13 09:50 | modify | 2650 | 0.70 | 93.292 | 94.592 | 92.892 | ||
| 7954 | 2013.02.13 12:55 | sell | 2651 | 0.40 | 93.491 | 0.000 | 0.000 | ||
| 7955 | 2013.02.13 12:55 | modify | 2651 | 0.40 | 93.491 | 95.841 | 92.441 | ||
| 7956 | 2013.02.13 15:20 | close | 2650 | 0.70 | 93.418 | 94.592 | 92.892 | -8820.00 | 7010338.69 |
| 7957 | 2013.02.14 00:10 | close | 2651 | 0.40 | 93.269 | 95.841 | 92.441 | 7634.81 | 7017973.50 |
| 7958 | 2013.02.15 02:10 | sell | 2652 | 0.70 | 93.054 | 0.000 | 0.000 | ||
| 7959 | 2013.02.15 02:10 | modify | 2652 | 0.70 | 93.054 | 94.354 | 92.654 | ||
| 7960 | 2013.02.15 02:55 | close | 2652 | 0.70 | 92.945 | 94.354 | 92.654 | 7630.00 | 7025603.50 |
| 7961 | 2013.02.15 13:15 | sell | 2653 | 0.70 | 92.689 | 0.000 | 0.000 | ||
| 7962 | 2013.02.15 13:15 | modify | 2653 | 0.70 | 92.689 | 93.989 | 92.289 | ||
| 7963 | 2013.02.15 19:35 | close | 2653 | 0.70 | 93.513 | 93.989 | 92.289 | -57680.00 | 6967923.50 |
| 7964 | 2013.02.15 21:05 | buy | 2654 | 0.50 | 93.445 | 0.000 | 0.000 | ||
| 7965 | 2013.02.15 21:05 | modify | 2654 | 0.50 | 93.445 | 91.845 | 94.745 | ||
| 7966 | 2013.02.18 00:05 | close | 2654 | 0.50 | 93.787 | 91.845 | 94.745 | 17390.37 | 6985313.87 |
| 7967 | 2013.02.18 07:10 | buy | 2655 | 0.70 | 93.969 | 0.000 | 0.000 | ||
| 7968 | 2013.02.18 07:10 | modify | 2655 | 0.70 | 93.969 | 92.669 | 94.369 | ||
| 7969 | 2013.02.18 09:55 | close | 2655 | 0.70 | 94.091 | 92.669 | 94.369 | 8540.00 | 6993853.87 |
| 7970 | 2013.02.18 14:15 | buy | 2656 | 0.70 | 93.929 | 0.000 | 0.000 | ||
| 7971 | 2013.02.18 14:15 | modify | 2656 | 0.70 | 93.929 | 92.629 | 94.329 | ||
| 7972 | 2013.02.18 16:50 | close | 2656 | 0.70 | 93.948 | 92.629 | 94.329 | 1330.00 | 6995183.87 |
| 7973 | 2013.02.19 16:40 | sell | 2657 | 0.70 | 93.590 | 0.000 | 0.000 | ||
| 7974 | 2013.02.19 16:40 | modify | 2657 | 0.70 | 93.590 | 94.890 | 93.190 | ||
| 7975 | 2013.02.19 20:15 | close | 2657 | 0.70 | 93.466 | 94.890 | 93.190 | 8680.00 | 7003863.87 |
| 7976 | 2013.02.19 22:45 | sell | 2658 | 0.70 | 93.541 | 0.000 | 0.000 | ||
| 7977 | 2013.02.19 22:45 | modify | 2658 | 0.70 | 93.541 | 94.841 | 93.141 | ||
| 7978 | 2013.02.20 04:25 | close | 2658 | 0.70 | 93.586 | 94.841 | 93.141 | -3877.79 | 6999986.08 |
| 7979 | 2013.02.25 10:55 | buy | 2659 | 0.70 | 93.865 | 0.000 | 0.000 | ||
| 7980 | 2013.02.25 10:55 | modify | 2659 | 0.70 | 93.865 | 92.565 | 94.265 | ||
| 7981 | 2013.02.25 12:05 | buy | 2660 | 0.50 | 93.817 | 0.000 | 0.000 | ||
| 7982 | 2013.02.25 12:05 | modify | 2660 | 0.50 | 93.817 | 92.217 | 95.117 | ||
| 7983 | 2013.02.25 12:35 | sell | 2661 | 0.50 | 93.935 | 0.000 | 0.000 | ||
| 7984 | 2013.02.25 12:35 | modify | 2661 | 0.50 | 93.935 | 95.535 | 92.635 | ||
| 7985 | 2013.02.25 13:05 | close | 2661 | 0.50 | 93.721 | 95.535 | 92.635 | 10700.00 | 7010686.08 |
| 7986 | 2013.02.25 14:50 | close | 2659 | 0.70 | 93.912 | 92.565 | 94.265 | 3290.00 | 7013976.08 |
| 7987 | 2013.02.25 14:55 | close | 2660 | 0.50 | 93.980 | 92.217 | 95.117 | 8150.00 | 7022126.08 |
| 7988 | 2013.02.25 20:35 | buy | 2662 | 0.50 | 93.343 | 0.000 | 0.000 | ||
| 7989 | 2013.02.25 20:35 | modify | 2662 | 0.50 | 93.343 | 91.743 | 94.643 | ||
| 7990 | 2013.02.25 22:29 | s/l | 2662 | 0.50 | 91.709 | 91.743 | 94.643 | -81700.00 | 6940426.08 |
| 7991 | 2013.02.26 01:30 | sell | 2663 | 0.70 | 92.531 | 0.000 | 0.000 | ||
| 7992 | 2013.02.26 01:30 | modify | 2663 | 0.70 | 92.531 | 93.831 | 92.131 | ||
| 7993 | 2013.02.26 01:55 | close | 2663 | 0.70 | 92.353 | 93.831 | 92.131 | 12460.00 | 6952886.08 |
| 7994 | 2013.02.26 10:30 | sell | 2664 | 0.70 | 92.167 | 0.000 | 0.000 | ||
| 7995 | 2013.02.26 10:30 | modify | 2664 | 0.70 | 92.167 | 93.467 | 91.767 | ||
| 7996 | 2013.02.26 10:35 | close | 2664 | 0.70 | 92.031 | 93.467 | 91.767 | 9520.00 | 6962406.08 |
| 7997 | 2013.02.26 17:05 | sell | 2665 | 0.70 | 92.255 | 0.000 | 0.000 | ||
| 7998 | 2013.02.26 17:05 | modify | 2665 | 0.70 | 92.255 | 93.555 | 91.855 | ||
| 7999 | 2013.02.26 17:10 | close | 2665 | 0.70 | 92.100 | 93.555 | 91.855 | 10850.00 | 6973256.08 |
| 8000 | 2013.02.26 21:50 | sell | 2666 | 0.50 | 91.957 | 0.000 | 0.000 | ||
| 8001 | 2013.02.26 21:50 | modify | 2666 | 0.50 | 91.957 | 93.557 | 90.657 | ||
| 8002 | 2013.02.27 03:10 | close | 2666 | 0.50 | 91.877 | 93.557 | 90.657 | 3489.01 | 6976745.09 |
| 8003 | 2013.02.28 06:15 | buy | 2667 | 0.70 | 92.200 | 0.000 | 0.000 | ||
| 8004 | 2013.02.28 06:15 | modify | 2667 | 0.70 | 92.200 | 90.900 | 92.600 | ||
| 8005 | 2013.02.28 07:15 | close | 2667 | 0.70 | 92.349 | 90.900 | 92.600 | 10430.00 | 6987175.09 |
| 8006 | 2013.02.28 11:15 | buy | 2668 | 0.50 | 92.314 | 0.000 | 0.000 | ||
| 8007 | 2013.02.28 11:15 | modify | 2668 | 0.50 | 92.314 | 90.714 | 93.614 | ||
| 8008 | 2013.02.28 11:25 | buy | 2669 | 0.70 | 92.215 | 0.000 | 0.000 | ||
| 8009 | 2013.02.28 11:25 | modify | 2669 | 0.70 | 92.215 | 90.915 | 92.615 | ||
| 8010 | 2013.02.28 11:50 | buy | 2670 | 0.40 | 92.033 | 0.000 | 0.000 | ||
| 8011 | 2013.02.28 11:50 | modify | 2670 | 0.40 | 92.033 | 89.683 | 93.083 | ||
| 8012 | 2013.02.28 14:30 | close | 2669 | 0.70 | 92.240 | 90.915 | 92.615 | 1750.00 | 6988925.09 |
| 8013 | 2013.02.28 14:40 | close | 2668 | 0.50 | 92.280 | 90.714 | 93.614 | -1700.00 | 6987225.09 |
| 8014 | 2013.02.28 20:10 | close | 2670 | 0.40 | 92.394 | 89.683 | 93.083 | 14440.00 | 7001665.09 |
| 8015 | 2013.03.04 00:15 | buy | 2671 | 0.70 | 93.377 | 0.000 | 0.000 | ||
| 8016 | 2013.03.04 00:15 | modify | 2671 | 0.70 | 93.377 | 92.077 | 93.777 | ||
| 8017 | 2013.03.04 00:45 | close | 2671 | 0.70 | 93.506 | 92.077 | 93.777 | 9030.00 | 7010695.09 |
| 8018 | 2013.03.04 03:55 | buy | 2672 | 0.70 | 93.429 | 0.000 | 0.000 | ||
| 8019 | 2013.03.04 03:55 | modify | 2672 | 0.70 | 93.429 | 92.129 | 93.829 | ||
| 8020 | 2013.03.04 04:45 | buy | 2673 | 0.50 | 93.338 | 0.000 | 0.000 | ||
| 8021 | 2013.03.04 04:45 | modify | 2673 | 0.50 | 93.338 | 91.738 | 94.638 | ||
| 8022 | 2013.03.04 07:25 | close | 2673 | 0.50 | 93.416 | 91.738 | 94.638 | 3900.00 | 7014595.09 |
| 8023 | 2013.03.04 07:35 | close | 2672 | 0.70 | 93.492 | 92.129 | 93.829 | 4410.00 | 7019005.09 |
| 8024 | 2013.03.04 08:35 | buy | 2674 | 0.50 | 93.331 | 0.000 | 0.000 | ||
| 8025 | 2013.03.04 08:35 | modify | 2674 | 0.50 | 93.331 | 91.731 | 94.631 | ||
| 8026 | 2013.03.04 10:10 | close | 2674 | 0.50 | 93.515 | 91.731 | 94.631 | 9200.00 | 7028205.09 |
| 8027 | 2013.03.04 13:35 | buy | 2675 | 0.70 | 93.462 | 0.000 | 0.000 | ||
| 8028 | 2013.03.04 13:35 | modify | 2675 | 0.70 | 93.462 | 92.162 | 93.862 | ||
| 8029 | 2013.03.04 14:40 | close | 2675 | 0.70 | 93.567 | 92.162 | 93.862 | 7350.00 | 7035555.09 |
| 8030 | 2013.03.05 14:15 | sell | 2676 | 0.70 | 93.253 | 0.000 | 0.000 | ||
| 8031 | 2013.03.05 14:15 | modify | 2676 | 0.70 | 93.253 | 94.553 | 92.853 | ||
| 8032 | 2013.03.05 15:35 | close | 2676 | 0.70 | 93.129 | 94.553 | 92.853 | 8680.00 | 7044235.09 |
| 8033 | 2013.03.07 00:40 | buy | 2677 | 0.70 | 93.956 | 0.000 | 0.000 | ||
| 8034 | 2013.03.07 00:40 | modify | 2677 | 0.70 | 93.956 | 92.656 | 94.356 | ||
| 8035 | 2013.03.07 02:40 | close | 2677 | 0.70 | 94.106 | 92.656 | 94.356 | 10500.00 | 7054735.09 |
| 8036 | 2013.03.07 05:45 | buy | 2678 | 0.70 | 93.849 | 0.000 | 0.000 | ||
| 8037 | 2013.03.07 05:45 | modify | 2678 | 0.70 | 93.849 | 92.549 | 94.249 | ||
| 8038 | 2013.03.07 10:00 | close | 2678 | 0.70 | 93.965 | 92.549 | 94.249 | 8120.00 | 7062855.09 |
| 8039 | 2013.03.08 00:05 | buy | 2679 | 0.70 | 94.810 | 0.000 | 0.000 | ||
| 8040 | 2013.03.08 00:05 | modify | 2679 | 0.70 | 94.810 | 93.510 | 95.210 | ||
| 8041 | 2013.03.08 00:55 | close | 2679 | 0.70 | 94.944 | 93.510 | 95.210 | 9380.00 | 7072235.09 |
| 8042 | 2013.03.08 19:40 | buy | 2680 | 0.70 | 95.538 | 0.000 | 0.000 | ||
| 8043 | 2013.03.08 19:40 | modify | 2680 | 0.70 | 95.538 | 94.238 | 95.938 | ||
| 8044 | 2013.03.08 19:50 | close | 2680 | 0.70 | 95.669 | 94.238 | 95.938 | 9170.00 | 7081405.09 |
| 8045 | 2013.03.11 03:05 | buy | 2681 | 0.50 | 96.078 | 0.000 | 0.000 | ||
| 8046 | 2013.03.11 03:05 | modify | 2681 | 0.50 | 96.078 | 94.478 | 97.378 | ||
| 8047 | 2013.03.11 04:15 | sell | 2682 | 0.50 | 96.212 | 0.000 | 0.000 | ||
| 8048 | 2013.03.11 04:15 | modify | 2682 | 0.50 | 96.212 | 97.812 | 94.912 | ||
| 8049 | 2013.03.11 04:40 | sell | 2683 | 0.40 | 96.142 | 0.000 | 0.000 | ||
| 8050 | 2013.03.11 04:40 | modify | 2683 | 0.40 | 96.142 | 98.492 | 95.092 | ||
| 8051 | 2013.03.11 08:05 | close | 2682 | 0.50 | 96.080 | 97.812 | 94.912 | 6600.00 | 7088005.09 |
| 8052 | 2013.03.11 11:45 | close | 2681 | 0.50 | 96.141 | 94.478 | 97.378 | 3150.00 | 7091155.09 |
| 8053 | 2013.03.12 08:35 | buy | 2684 | 0.70 | 96.430 | 0.000 | 0.000 | ||
| 8054 | 2013.03.12 08:35 | modify | 2684 | 0.70 | 96.430 | 95.130 | 96.830 | ||
| 8055 | 2013.03.12 10:15 | close | 2684 | 0.70 | 96.491 | 95.130 | 96.830 | 4270.00 | 7095425.09 |
| 8056 | 2013.03.12 11:25 | close | 2683 | 0.40 | 96.101 | 98.492 | 95.092 | 1212.10 | 7096637.19 |
| 8057 | 2013.03.12 14:55 | sell | 2685 | 0.50 | 95.944 | 0.000 | 0.000 | ||
| 8058 | 2013.03.12 14:55 | modify | 2685 | 0.50 | 95.944 | 97.544 | 94.644 | ||
| 8059 | 2013.03.12 17:10 | sell | 2686 | 0.70 | 96.226 | 0.000 | 0.000 | ||
| 8060 | 2013.03.12 17:10 | modify | 2686 | 0.70 | 96.226 | 97.526 | 95.826 | ||
| 8061 | 2013.03.12 17:45 | close | 2686 | 0.70 | 96.102 | 97.526 | 95.826 | 8680.00 | 7105317.19 |
| 8062 | 2013.03.12 18:25 | close | 2685 | 0.50 | 95.768 | 97.544 | 94.644 | 8800.00 | 7114117.19 |
| 8063 | 2013.03.13 04:05 | sell | 2687 | 0.70 | 96.086 | 0.000 | 0.000 | ||
| 8064 | 2013.03.13 04:05 | modify | 2687 | 0.70 | 96.086 | 97.386 | 95.686 | ||
| 8065 | 2013.03.13 04:35 | close | 2687 | 0.70 | 95.962 | 97.386 | 95.686 | 8680.00 | 7122797.19 |
| 8066 | 2013.03.14 17:15 | buy | 2688 | 0.70 | 96.242 | 0.000 | 0.000 | ||
| 8067 | 2013.03.14 17:15 | modify | 2688 | 0.70 | 96.242 | 94.942 | 96.642 | ||
| 8068 | 2013.03.14 22:25 | close | 2688 | 0.70 | 96.146 | 94.942 | 96.642 | -6720.00 | 7116077.19 |
| 8069 | 2013.03.18 11:10 | sell | 2689 | 0.70 | 94.861 | 0.000 | 0.000 | ||
| 8070 | 2013.03.18 11:10 | modify | 2689 | 0.70 | 94.861 | 96.161 | 94.461 | ||
| 8071 | 2013.03.18 16:25 | close | 2689 | 0.70 | 94.871 | 96.161 | 94.461 | -700.00 | 7115377.19 |
| 8072 | 2013.03.18 22:20 | buy | 2690 | 0.50 | 95.312 | 0.000 | 0.000 | ||
| 8073 | 2013.03.18 22:20 | modify | 2690 | 0.50 | 95.312 | 93.712 | 96.612 | ||
| 8074 | 2013.03.19 01:40 | close | 2690 | 0.50 | 95.372 | 93.712 | 96.612 | 3294.89 | 7118672.08 |
| 8075 | 2013.03.19 03:05 | sell | 2691 | 0.50 | 95.425 | 0.000 | 0.000 | ||
| 8076 | 2013.03.19 03:05 | modify | 2691 | 0.50 | 95.425 | 97.025 | 94.125 | ||
| 8077 | 2013.03.19 09:05 | close | 2691 | 0.50 | 95.413 | 97.025 | 94.125 | 600.00 | 7119272.08 |
| 8078 | 2013.03.19 09:05 | buy | 2692 | 0.70 | 95.417 | 0.000 | 0.000 | ||
| 8079 | 2013.03.19 09:05 | modify | 2692 | 0.70 | 95.417 | 94.117 | 95.817 | ||
| 8080 | 2013.03.19 09:55 | close | 2692 | 0.70 | 95.527 | 94.117 | 95.817 | 7700.00 | 7126972.08 |
| 8081 | 2013.03.19 21:25 | sell | 2693 | 0.50 | 95.091 | 0.000 | 0.000 | ||
| 8082 | 2013.03.19 21:25 | modify | 2693 | 0.50 | 95.091 | 96.691 | 93.791 | ||
| 8083 | 2013.03.20 03:35 | close | 2693 | 0.50 | 94.943 | 96.691 | 93.791 | 6871.31 | 7133843.39 |
| 8084 | 2013.03.21 02:55 | buy | 2694 | 0.70 | 95.960 | 0.000 | 0.000 | ||
| 8085 | 2013.03.21 02:55 | modify | 2694 | 0.70 | 95.960 | 94.660 | 96.360 | ||
| 8086 | 2013.03.21 05:35 | close | 2694 | 0.70 | 96.019 | 94.660 | 96.360 | 4130.00 | 7137973.39 |
| 8087 | 2013.03.21 07:45 | buy | 2695 | 0.70 | 95.788 | 0.000 | 0.000 | ||
| 8088 | 2013.03.21 07:45 | modify | 2695 | 0.70 | 95.788 | 94.488 | 96.188 | ||
| 8089 | 2013.03.21 10:50 | close | 2695 | 0.70 | 95.869 | 94.488 | 96.188 | 5670.00 | 7143643.39 |
| 8090 | 2013.03.21 16:25 | buy | 2696 | 0.50 | 95.195 | 0.000 | 0.000 | ||
| 8091 | 2013.03.21 16:25 | modify | 2696 | 0.50 | 95.195 | 93.595 | 96.495 | ||
| 8092 | 2013.03.21 18:25 | sell | 2697 | 0.50 | 95.292 | 0.000 | 0.000 | ||
| 8093 | 2013.03.21 18:25 | modify | 2697 | 0.50 | 95.292 | 96.892 | 93.992 | ||
| 8094 | 2013.03.21 18:45 | close | 2696 | 0.50 | 95.365 | 93.595 | 96.495 | 8500.00 | 7152143.39 |
| 8095 | 2013.03.21 19:00 | close | 2697 | 0.50 | 95.061 | 96.892 | 93.992 | 11550.00 | 7163693.39 |
| 8096 | 2013.03.21 19:00 | buy | 2698 | 0.50 | 95.067 | 0.000 | 0.000 | ||
| 8097 | 2013.03.21 19:00 | modify | 2698 | 0.50 | 95.067 | 93.467 | 96.367 | ||
| 8098 | 2013.03.22 00:45 | close | 2698 | 0.50 | 94.996 | 93.467 | 96.367 | -3256.05 | 7160437.34 |
| 8099 | 2013.03.22 01:40 | sell | 2699 | 0.70 | 95.103 | 0.000 | 0.000 | ||
| 8100 | 2013.03.22 01:40 | modify | 2699 | 0.70 | 95.103 | 96.403 | 94.703 | ||