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 |
| 8101 | 2013.03.22 02:20 | close | 2699 | 0.70 | 94.992 | 96.403 | 94.703 | 7770.00 | 7168207.34 |
| 8102 | 2013.03.22 14:05 | sell | 2700 | 0.70 | 94.703 | 0.000 | 0.000 | ||
| 8103 | 2013.03.22 14:05 | modify | 2700 | 0.70 | 94.703 | 96.003 | 94.303 | ||
| 8104 | 2013.03.22 17:55 | close | 2700 | 0.70 | 94.786 | 96.003 | 94.303 | -5810.00 | 7162397.34 |
| 8105 | 2013.03.25 02:00 | sell | 2701 | 0.70 | 94.630 | 0.000 | 0.000 | ||
| 8106 | 2013.03.25 02:00 | modify | 2701 | 0.70 | 94.630 | 95.930 | 94.230 | ||
| 8107 | 2013.03.25 07:10 | close | 2701 | 0.70 | 94.782 | 95.930 | 94.230 | -10640.00 | 7151757.34 |
| 8108 | 2013.03.25 09:20 | buy | 2702 | 0.70 | 94.721 | 0.000 | 0.000 | ||
| 8109 | 2013.03.25 09:20 | modify | 2702 | 0.70 | 94.721 | 93.421 | 95.121 | ||
| 8110 | 2013.03.25 12:20 | close | 2702 | 0.70 | 94.807 | 93.421 | 95.121 | 6020.00 | 7157777.34 |
| 8111 | 2013.03.26 04:20 | sell | 2703 | 0.70 | 94.358 | 0.000 | 0.000 | ||
| 8112 | 2013.03.26 04:20 | modify | 2703 | 0.70 | 94.358 | 95.658 | 93.958 | ||
| 8113 | 2013.03.26 07:40 | close | 2703 | 0.70 | 94.213 | 95.658 | 93.958 | 10150.00 | 7167927.34 |
| 8114 | 2013.03.27 09:40 | buy | 2704 | 0.70 | 94.661 | 0.000 | 0.000 | ||
| 8115 | 2013.03.27 09:40 | modify | 2704 | 0.70 | 94.661 | 93.361 | 95.061 | ||
| 8116 | 2013.03.27 10:15 | close | 2704 | 0.70 | 94.760 | 93.361 | 95.061 | 6930.00 | 7174857.34 |
| 8117 | 2013.03.27 11:25 | buy | 2705 | 0.70 | 94.553 | 0.000 | 0.000 | ||
| 8118 | 2013.03.27 11:25 | modify | 2705 | 0.70 | 94.553 | 93.253 | 94.953 | ||
| 8119 | 2013.03.27 18:25 | close | 2705 | 0.70 | 94.472 | 93.253 | 94.953 | -5670.00 | 7169187.34 |
| 8120 | 2013.04.01 14:30 | sell | 2706 | 0.70 | 93.829 | 0.000 | 0.000 | ||
| 8121 | 2013.04.01 14:30 | modify | 2706 | 0.70 | 93.829 | 95.129 | 93.429 | ||
| 8122 | 2013.04.01 14:55 | close | 2706 | 0.70 | 93.711 | 95.129 | 93.429 | 8260.00 | 7177447.34 |
| 8123 | 2013.04.02 11:40 | sell | 2707 | 0.70 | 93.038 | 0.000 | 0.000 | ||
| 8124 | 2013.04.02 11:40 | modify | 2707 | 0.70 | 93.038 | 94.338 | 92.638 | ||
| 8125 | 2013.04.02 15:30 | close | 2707 | 0.70 | 93.113 | 94.338 | 92.638 | -5250.00 | 7172197.34 |
| 8126 | 2013.04.02 19:05 | buy | 2708 | 0.50 | 93.417 | 0.000 | 0.000 | ||
| 8127 | 2013.04.02 19:05 | modify | 2708 | 0.50 | 93.417 | 91.817 | 94.717 | ||
| 8128 | 2013.04.02 19:55 | sell | 2709 | 0.50 | 93.514 | 0.000 | 0.000 | ||
| 8129 | 2013.04.02 19:55 | modify | 2709 | 0.50 | 93.514 | 95.114 | 92.214 | ||
| 8130 | 2013.04.02 21:35 | close | 2709 | 0.50 | 93.338 | 95.114 | 92.214 | 8800.00 | 7180997.34 |
| 8131 | 2013.04.02 21:40 | buy | 2710 | 0.70 | 93.297 | 0.000 | 0.000 | ||
| 8132 | 2013.04.02 21:40 | modify | 2710 | 0.70 | 93.297 | 91.997 | 93.697 | ||
| 8133 | 2013.04.02 22:30 | close | 2710 | 0.70 | 93.404 | 91.997 | 93.697 | 7490.00 | 7188487.34 |
| 8134 | 2013.04.03 03:20 | close | 2708 | 0.50 | 93.452 | 91.817 | 94.717 | 2039.40 | 7190526.75 |
| 8135 | 2013.04.03 10:00 | buy | 2711 | 0.70 | 93.439 | 0.000 | 0.000 | ||
| 8136 | 2013.04.03 10:00 | modify | 2711 | 0.70 | 93.439 | 92.139 | 93.839 | ||
| 8137 | 2013.04.03 11:30 | close | 2711 | 0.70 | 93.556 | 92.139 | 93.839 | 8190.00 | 7198716.75 |
| 8138 | 2013.04.03 23:55 | sell | 2712 | 0.70 | 93.029 | 0.000 | 0.000 | ||
| 8139 | 2013.04.03 23:55 | modify | 2712 | 0.70 | 93.029 | 94.329 | 92.629 | ||
| 8140 | 2013.04.04 02:05 | buy | 2713 | 0.50 | 92.964 | 0.000 | 0.000 | ||
| 8141 | 2013.04.04 02:05 | modify | 2713 | 0.50 | 92.964 | 91.364 | 94.264 | ||
| 8142 | 2013.04.04 02:15 | close | 2712 | 0.70 | 92.873 | 94.329 | 92.629 | 8749.04 | 7207465.79 |
| 8143 | 2013.04.04 04:20 | sell | 2714 | 0.70 | 93.068 | 0.000 | 0.000 | ||
| 8144 | 2013.04.04 04:20 | modify | 2714 | 0.70 | 93.068 | 94.368 | 92.668 | ||
| 8145 | 2013.04.04 05:10 | close | 2714 | 0.70 | 92.952 | 94.368 | 92.668 | 8120.00 | 7215585.79 |
| 8146 | 2013.04.04 07:45 | close | 2713 | 0.50 | 93.549 | 91.364 | 94.264 | 29250.00 | 7244835.79 |
| 8147 | 2013.04.05 07:15 | buy | 2715 | 0.70 | 96.585 | 0.000 | 0.000 | ||
| 8148 | 2013.04.05 07:15 | modify | 2715 | 0.70 | 96.585 | 95.285 | 96.985 | ||
| 8149 | 2013.04.05 12:00 | buy | 2716 | 0.50 | 96.267 | 0.000 | 0.000 | ||
| 8150 | 2013.04.05 12:00 | modify | 2716 | 0.50 | 96.267 | 94.667 | 97.567 | ||
| 8151 | 2013.04.05 15:40 | sell | 2717 | 0.50 | 96.299 | 0.000 | 0.000 | ||
| 8152 | 2013.04.05 15:40 | modify | 2717 | 0.50 | 96.299 | 97.899 | 94.999 | ||
| 8153 | 2013.04.05 15:45 | close | 2716 | 0.50 | 96.632 | 94.667 | 97.567 | 18250.00 | 7263085.79 |
| 8154 | 2013.04.05 15:45 | close | 2715 | 0.70 | 96.632 | 95.285 | 96.985 | 3290.00 | 7266375.79 |
| 8155 | 2013.04.05 18:50 | buy | 2718 | 0.50 | 96.921 | 0.000 | 0.000 | ||
| 8156 | 2013.04.05 18:50 | modify | 2718 | 0.50 | 96.921 | 95.321 | 98.221 | ||
| 8157 | 2013.04.05 20:50 | close | 2718 | 0.50 | 97.282 | 95.321 | 98.221 | 18050.00 | 7284425.79 |
| 8158 | 2013.04.05 23:55 | buy | 2719 | 0.50 | 97.533 | 0.000 | 0.000 | ||
| 8159 | 2013.04.05 23:55 | modify | 2719 | 0.50 | 97.533 | 95.933 | 98.833 | ||
| 8160 | 2013.04.08 00:00 | s/l | 2717 | 0.50 | 98.237 | 97.899 | 94.999 | -97445.62 | 7186980.17 |
| 8161 | 2013.04.08 00:05 | close | 2719 | 0.50 | 98.244 | 95.933 | 98.833 | 35854.18 | 7222834.35 |
| 8162 | 2013.04.08 00:05 | sell | 2720 | 0.50 | 98.245 | 0.000 | 0.000 | ||
| 8163 | 2013.04.08 00:05 | modify | 2720 | 0.50 | 98.245 | 99.845 | 96.945 | ||
| 8164 | 2013.04.08 16:15 | close | 2720 | 0.50 | 98.548 | 99.845 | 96.945 | -15150.00 | 7207684.35 |
| 8165 | 2013.04.08 18:30 | sell | 2721 | 0.40 | 98.920 | 0.000 | 0.000 | ||
| 8166 | 2013.04.08 18:30 | modify | 2721 | 0.40 | 98.920 | 101.270 | 97.870 | ||
| 8167 | 2013.04.09 02:55 | buy | 2722 | 0.50 | 99.435 | 0.000 | 0.000 | ||
| 8168 | 2013.04.09 02:55 | modify | 2722 | 0.50 | 99.435 | 97.835 | 100.735 | ||
| 8169 | 2013.04.09 04:10 | buy | 2723 | 0.70 | 99.151 | 0.000 | 0.000 | ||
| 8170 | 2013.04.09 04:10 | modify | 2723 | 0.70 | 99.151 | 97.851 | 99.551 | ||
| 8171 | 2013.04.09 04:35 | close | 2723 | 0.70 | 99.268 | 97.851 | 99.551 | 8190.00 | 7215874.35 |
| 8172 | 2013.04.09 09:15 | close | 2721 | 0.40 | 99.139 | 101.270 | 97.870 | -9201.61 | 7206672.74 |
| 8173 | 2013.04.09 17:05 | close | 2722 | 0.50 | 99.048 | 97.835 | 100.735 | -19350.00 | 7187322.74 |
| 8174 | 2013.04.09 17:05 | sell | 2724 | 0.50 | 99.049 | 0.000 | 0.000 | ||
| 8175 | 2013.04.09 17:05 | modify | 2724 | 0.50 | 99.049 | 100.649 | 97.749 | ||
| 8176 | 2013.04.09 18:20 | close | 2724 | 0.50 | 98.657 | 100.649 | 97.749 | 19600.00 | 7206922.74 |
| 8177 | 2013.04.10 15:05 | buy | 2725 | 0.70 | 99.191 | 0.000 | 0.000 | ||
| 8178 | 2013.04.10 15:05 | modify | 2725 | 0.70 | 99.191 | 97.891 | 99.591 | ||
| 8179 | 2013.04.10 15:35 | close | 2725 | 0.70 | 99.396 | 97.891 | 99.591 | 14350.00 | 7221272.74 |
| 8180 | 2013.04.11 02:50 | buy | 2726 | 0.70 | 99.652 | 0.000 | 0.000 | ||
| 8181 | 2013.04.11 02:50 | modify | 2726 | 0.70 | 99.652 | 98.352 | 100.052 | ||
| 8182 | 2013.04.11 08:55 | close | 2726 | 0.70 | 99.681 | 98.352 | 100.052 | 2030.00 | 7223302.74 |
| 8183 | 2013.04.15 03:35 | sell | 2727 | 0.70 | 98.683 | 0.000 | 0.000 | ||
| 8184 | 2013.04.15 03:35 | modify | 2727 | 0.70 | 98.683 | 99.983 | 98.283 | ||
| 8185 | 2013.04.15 04:00 | close | 2727 | 0.70 | 98.562 | 99.983 | 98.283 | 8470.00 | 7231772.74 |
| 8186 | 2013.04.15 17:50 | sell | 2728 | 0.50 | 98.018 | 0.000 | 0.000 | ||
| 8187 | 2013.04.15 17:50 | modify | 2728 | 0.50 | 98.018 | 99.618 | 96.718 | ||
| 8188 | 2013.04.15 18:25 | sell | 2729 | 0.70 | 98.199 | 0.000 | 0.000 | ||
| 8189 | 2013.04.15 18:25 | modify | 2729 | 0.70 | 98.199 | 99.499 | 97.799 | ||
| 8190 | 2013.04.15 18:55 | close | 2729 | 0.70 | 98.064 | 99.499 | 97.799 | 9450.00 | 7241222.74 |
| 8191 | 2013.04.15 20:20 | buy | 2730 | 0.50 | 97.958 | 0.000 | 0.000 | ||
| 8192 | 2013.04.15 20:20 | modify | 2730 | 0.50 | 97.958 | 96.358 | 99.258 | ||
| 8193 | 2013.04.15 20:35 | close | 2728 | 0.50 | 97.840 | 99.618 | 96.718 | 8900.00 | 7250122.74 |
| 8194 | 2013.04.15 23:24 | s/l | 2730 | 0.50 | 96.354 | 96.358 | 99.258 | -80200.00 | 7169922.74 |
| 8195 | 2013.04.16 06:25 | sell | 2731 | 0.70 | 97.295 | 0.000 | 0.000 | ||
| 8196 | 2013.04.16 06:25 | modify | 2731 | 0.70 | 97.295 | 98.595 | 96.895 | ||
| 8197 | 2013.04.16 08:55 | buy | 2732 | 0.50 | 97.322 | 0.000 | 0.000 | ||
| 8198 | 2013.04.16 08:55 | modify | 2732 | 0.50 | 97.322 | 95.722 | 98.622 | ||
| 8199 | 2013.04.16 10:20 | close | 2732 | 0.50 | 97.804 | 95.722 | 98.622 | 24100.00 | 7194022.74 |
| 8200 | 2013.04.16 14:25 | buy | 2733 | 0.50 | 97.743 | 0.000 | 0.000 | ||
| 8201 | 2013.04.16 14:25 | modify | 2733 | 0.50 | 97.743 | 96.143 | 99.043 | ||
| 8202 | 2013.04.16 15:25 | sell | 2734 | 0.50 | 97.884 | 0.000 | 0.000 | ||
| 8203 | 2013.04.16 15:25 | modify | 2734 | 0.50 | 97.884 | 99.484 | 96.584 | ||
| 8204 | 2013.04.16 15:35 | close | 2733 | 0.50 | 98.071 | 96.143 | 99.043 | 16400.00 | 7210422.74 |
| 8205 | 2013.04.16 17:15 | close | 2731 | 0.70 | 97.850 | 98.595 | 96.895 | -38850.00 | 7171572.74 |
| 8206 | 2013.04.16 18:45 | buy | 2735 | 0.50 | 97.749 | 0.000 | 0.000 | ||
| 8207 | 2013.04.16 18:45 | modify | 2735 | 0.50 | 97.749 | 96.149 | 99.049 | ||
| 8208 | 2013.04.16 19:50 | close | 2734 | 0.50 | 97.403 | 99.484 | 96.584 | 24050.00 | 7195622.74 |
| 8209 | 2013.04.16 22:45 | sell | 2736 | 0.50 | 97.588 | 0.000 | 0.000 | ||
| 8210 | 2013.04.16 22:45 | modify | 2736 | 0.50 | 97.588 | 99.188 | 96.288 | ||
| 8211 | 2013.04.17 00:30 | close | 2735 | 0.50 | 97.652 | 96.149 | 99.049 | -4547.93 | 7191074.80 |
| 8212 | 2013.04.17 04:15 | sell | 2737 | 0.40 | 98.180 | 0.000 | 0.000 | ||
| 8213 | 2013.04.17 04:15 | modify | 2737 | 0.40 | 98.180 | 100.530 | 97.130 | ||
| 8214 | 2013.04.17 10:50 | close | 2736 | 0.50 | 98.082 | 99.188 | 96.288 | -25241.82 | 7165832.98 |
| 8215 | 2013.04.17 10:50 | buy | 2738 | 0.70 | 98.081 | 0.000 | 0.000 | ||
| 8216 | 2013.04.17 10:50 | modify | 2738 | 0.70 | 98.081 | 96.781 | 98.481 | ||
| 8217 | 2013.04.17 11:35 | close | 2738 | 0.70 | 98.265 | 96.781 | 98.481 | 12880.00 | 7178712.98 |
| 8218 | 2013.04.17 14:30 | close | 2737 | 0.40 | 97.712 | 100.530 | 97.130 | 18720.00 | 7197432.98 |
| 8219 | 2013.04.17 16:00 | sell | 2739 | 0.50 | 98.051 | 0.000 | 0.000 | ||
| 8220 | 2013.04.17 16:00 | modify | 2739 | 0.50 | 98.051 | 99.651 | 96.751 | ||
| 8221 | 2013.04.17 16:40 | buy | 2740 | 0.50 | 97.896 | 0.000 | 0.000 | ||
| 8222 | 2013.04.17 16:40 | modify | 2740 | 0.50 | 97.896 | 96.296 | 99.196 | ||
| 8223 | 2013.04.17 18:00 | close | 2739 | 0.50 | 97.585 | 99.651 | 96.751 | 23300.00 | 7220732.98 |
| 8224 | 2013.04.17 18:40 | sell | 2741 | 0.50 | 97.880 | 0.000 | 0.000 | ||
| 8225 | 2013.04.17 18:40 | modify | 2741 | 0.50 | 97.880 | 99.480 | 96.580 | ||
| 8226 | 2013.04.17 19:30 | close | 2741 | 0.50 | 97.315 | 99.480 | 96.580 | 28250.00 | 7248982.98 |
| 8227 | 2013.04.17 21:20 | sell | 2742 | 0.50 | 97.683 | 0.000 | 0.000 | ||
| 8228 | 2013.04.17 21:20 | modify | 2742 | 0.50 | 97.683 | 99.283 | 96.383 | ||
| 8229 | 2013.04.17 22:50 | close | 2740 | 0.50 | 98.072 | 96.296 | 99.196 | 8800.00 | 7257782.98 |
| 8230 | 2013.04.18 01:45 | buy | 2743 | 0.50 | 98.082 | 0.000 | 0.000 | ||
| 8231 | 2013.04.18 01:45 | modify | 2743 | 0.50 | 98.082 | 96.482 | 99.382 | ||
| 8232 | 2013.04.18 03:05 | close | 2742 | 0.50 | 97.917 | 99.283 | 96.383 | -13335.22 | 7244447.76 |
| 8233 | 2013.04.18 06:50 | close | 2743 | 0.50 | 98.334 | 96.482 | 99.382 | 12600.00 | 7257047.76 |
| 8234 | 2013.04.18 16:45 | buy | 2744 | 0.70 | 98.092 | 0.000 | 0.000 | ||
| 8235 | 2013.04.18 16:45 | modify | 2744 | 0.70 | 98.092 | 96.792 | 98.492 | ||
| 8236 | 2013.04.18 17:50 | close | 2744 | 0.70 | 98.223 | 96.792 | 98.492 | 9170.00 | 7266217.76 |
| 8237 | 2013.04.22 08:10 | buy | 2745 | 0.70 | 99.720 | 0.000 | 0.000 | ||
| 8238 | 2013.04.22 08:10 | modify | 2745 | 0.70 | 99.720 | 98.420 | 100.120 | ||
| 8239 | 2013.04.22 10:25 | close | 2745 | 0.70 | 99.821 | 98.420 | 100.120 | 7070.00 | 7273287.76 |
| 8240 | 2013.04.22 15:45 | buy | 2746 | 0.70 | 99.637 | 0.000 | 0.000 | ||
| 8241 | 2013.04.22 15:45 | modify | 2746 | 0.70 | 99.637 | 98.337 | 100.037 | ||
| 8242 | 2013.04.22 21:35 | close | 2746 | 0.70 | 99.447 | 98.337 | 100.037 | -13300.00 | 7259987.76 |
| 8243 | 2013.04.23 15:00 | sell | 2747 | 0.70 | 98.881 | 0.000 | 0.000 | ||
| 8244 | 2013.04.23 15:00 | modify | 2747 | 0.70 | 98.881 | 100.181 | 98.481 | ||
| 8245 | 2013.04.23 17:05 | sell | 2748 | 0.50 | 99.467 | 0.000 | 0.000 | ||
| 8246 | 2013.04.23 17:05 | modify | 2748 | 0.50 | 99.467 | 101.067 | 98.167 | ||
| 8247 | 2013.04.23 19:55 | buy | 2749 | 0.50 | 99.286 | 0.000 | 0.000 | ||
| 8248 | 2013.04.23 19:55 | modify | 2749 | 0.50 | 99.286 | 97.686 | 100.586 | ||
| 8249 | 2013.04.23 20:10 | close | 2748 | 0.50 | 98.677 | 101.067 | 98.167 | 39500.00 | 7299487.76 |
| 8250 | 2013.04.23 20:10 | close | 2747 | 0.70 | 98.669 | 100.181 | 98.481 | 14840.00 | 7314327.76 |