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 |
| 8251 | 2013.04.23 22:20 | sell | 2750 | 0.50 | 99.440 | 0.000 | 0.000 | ||
| 8252 | 2013.04.23 22:20 | modify | 2750 | 0.50 | 99.440 | 101.040 | 98.140 | ||
| 8253 | 2013.04.24 02:30 | close | 2749 | 0.50 | 99.494 | 97.686 | 100.586 | 10708.09 | 7325035.86 |
| 8254 | 2013.04.24 04:40 | buy | 2751 | 0.50 | 99.485 | 0.000 | 0.000 | ||
| 8255 | 2013.04.24 04:40 | modify | 2751 | 0.50 | 99.485 | 97.885 | 100.785 | ||
| 8256 | 2013.04.24 05:10 | close | 2750 | 0.50 | 99.320 | 101.040 | 98.140 | 5447.37 | 7330483.22 |
| 8257 | 2013.04.24 05:10 | buy | 2752 | 0.70 | 99.317 | 0.000 | 0.000 | ||
| 8258 | 2013.04.24 05:10 | modify | 2752 | 0.70 | 99.317 | 98.017 | 99.717 | ||
| 8259 | 2013.04.24 06:30 | sell | 2753 | 0.50 | 99.422 | 0.000 | 0.000 | ||
| 8260 | 2013.04.24 06:30 | modify | 2753 | 0.50 | 99.422 | 101.022 | 98.122 | ||
| 8261 | 2013.04.24 06:30 | close | 2752 | 0.70 | 99.416 | 98.017 | 99.717 | 6930.00 | 7337413.22 |
| 8262 | 2013.04.24 09:10 | close | 2751 | 0.50 | 99.562 | 97.885 | 100.785 | 3850.00 | 7341263.22 |
| 8263 | 2013.04.24 15:35 | close | 2753 | 0.50 | 99.429 | 101.022 | 98.122 | -350.00 | 7340913.22 |
| 8264 | 2013.04.24 15:35 | buy | 2754 | 0.70 | 99.434 | 0.000 | 0.000 | ||
| 8265 | 2013.04.24 15:35 | modify | 2754 | 0.70 | 99.434 | 98.134 | 99.834 | ||
| 8266 | 2013.04.24 21:15 | close | 2754 | 0.70 | 99.521 | 98.134 | 99.834 | 6090.00 | 7347003.22 |
| 8267 | 2013.04.26 21:40 | sell | 2755 | 0.70 | 98.243 | 0.000 | 0.000 | ||
| 8268 | 2013.04.26 21:40 | modify | 2755 | 0.70 | 98.243 | 99.543 | 97.843 | ||
| 8269 | 2013.04.26 22:50 | close | 2755 | 0.70 | 98.143 | 99.543 | 97.843 | 7000.00 | 7354003.22 |
| 8270 | 2013.04.29 10:20 | sell | 2756 | 0.70 | 97.915 | 0.000 | 0.000 | ||
| 8271 | 2013.04.29 10:20 | modify | 2756 | 0.70 | 97.915 | 99.215 | 97.515 | ||
| 8272 | 2013.04.29 11:05 | close | 2756 | 0.70 | 97.802 | 99.215 | 97.515 | 7910.00 | 7361913.22 |
| 8273 | 2013.04.30 16:00 | sell | 2757 | 0.70 | 97.732 | 0.000 | 0.000 | ||
| 8274 | 2013.04.30 16:00 | modify | 2757 | 0.70 | 97.732 | 99.032 | 97.332 | ||
| 8275 | 2013.04.30 16:45 | close | 2757 | 0.70 | 97.626 | 99.032 | 97.332 | 7420.00 | 7369333.22 |
| 8276 | 2013.05.01 09:35 | sell | 2758 | 0.70 | 97.464 | 0.000 | 0.000 | ||
| 8277 | 2013.05.01 09:35 | modify | 2758 | 0.70 | 97.464 | 98.764 | 97.064 | ||
| 8278 | 2013.05.01 14:15 | close | 2758 | 0.70 | 97.468 | 98.764 | 97.064 | -280.00 | 7369053.22 |
| 8279 | 2013.05.02 22:10 | buy | 2759 | 0.70 | 97.896 | 0.000 | 0.000 | ||
| 8280 | 2013.05.02 22:10 | modify | 2759 | 0.70 | 97.896 | 96.596 | 98.296 | ||
| 8281 | 2013.05.02 23:00 | close | 2759 | 0.70 | 98.009 | 96.596 | 98.296 | 7910.00 | 7376963.22 |
| 8282 | 2013.05.06 13:35 | buy | 2760 | 0.70 | 99.208 | 0.000 | 0.000 | ||
| 8283 | 2013.05.06 13:35 | modify | 2760 | 0.70 | 99.208 | 97.908 | 99.608 | ||
| 8284 | 2013.05.06 15:10 | close | 2760 | 0.70 | 99.313 | 97.908 | 99.608 | 7350.00 | 7384313.22 |
| 8285 | 2013.05.10 16:50 | sell | 2761 | 0.40 | 101.535 | 0.000 | 0.000 | ||
| 8286 | 2013.05.10 16:50 | modify | 2761 | 0.40 | 101.535 | 103.885 | 100.485 | ||
| 8287 | 2013.05.13 08:05 | buy | 2762 | 0.70 | 101.748 | 0.000 | 0.000 | ||
| 8288 | 2013.05.13 08:05 | modify | 2762 | 0.70 | 101.748 | 100.448 | 102.148 | ||
| 8289 | 2013.05.13 08:55 | close | 2761 | 0.40 | 101.565 | 103.885 | 100.485 | -1652.80 | 7382660.43 |
| 8290 | 2013.05.13 11:45 | close | 2762 | 0.70 | 101.772 | 100.448 | 102.148 | 1680.00 | 7384340.43 |
| 8291 | 2013.05.15 15:35 | buy | 2763 | 0.70 | 102.409 | 0.000 | 0.000 | ||
| 8292 | 2013.05.15 15:35 | modify | 2763 | 0.70 | 102.409 | 101.109 | 102.809 | ||
| 8293 | 2013.05.15 18:15 | close | 2763 | 0.70 | 102.495 | 101.109 | 102.809 | 6020.00 | 7390360.43 |
| 8294 | 2013.05.20 00:05 | buy | 2764 | 0.70 | 102.872 | 0.000 | 0.000 | ||
| 8295 | 2013.05.20 00:05 | modify | 2764 | 0.70 | 102.872 | 101.572 | 103.272 | ||
| 8296 | 2013.05.20 12:55 | close | 2764 | 0.70 | 102.648 | 101.572 | 103.272 | -15680.00 | 7374680.43 |
| 8297 | 2013.05.21 03:30 | sell | 2765 | 0.70 | 102.387 | 0.000 | 0.000 | ||
| 8298 | 2013.05.21 03:30 | modify | 2765 | 0.70 | 102.387 | 103.687 | 101.987 | ||
| 8299 | 2013.05.21 06:25 | close | 2765 | 0.70 | 102.465 | 103.687 | 101.987 | -5460.00 | 7369220.43 |
| 8300 | 2013.05.21 17:50 | buy | 2766 | 0.70 | 102.617 | 0.000 | 0.000 | ||
| 8301 | 2013.05.21 17:50 | modify | 2766 | 0.70 | 102.617 | 101.317 | 103.017 | ||
| 8302 | 2013.05.21 21:05 | close | 2766 | 0.70 | 102.606 | 101.317 | 103.017 | -770.00 | 7368450.43 |
| 8303 | 2013.05.22 21:40 | buy | 2767 | 0.70 | 103.005 | 0.000 | 0.000 | ||
| 8304 | 2013.05.22 21:40 | modify | 2767 | 0.70 | 103.005 | 101.705 | 103.405 | ||
| 8305 | 2013.05.22 21:55 | close | 2767 | 0.70 | 103.184 | 101.705 | 103.405 | 12530.00 | 7380980.43 |
| 8306 | 2013.05.23 21:50 | sell | 2768 | 0.40 | 101.984 | 0.000 | 0.000 | ||
| 8307 | 2013.05.23 21:50 | modify | 2768 | 0.40 | 101.984 | 104.334 | 100.934 | ||
| 8308 | 2013.05.24 07:20 | close | 2768 | 0.40 | 101.321 | 104.334 | 100.934 | 26066.62 | 7407047.05 |
| 8309 | 2013.05.24 07:30 | buy | 2769 | 0.40 | 101.321 | 0.000 | 0.000 | ||
| 8310 | 2013.05.24 07:30 | modify | 2769 | 0.40 | 101.321 | 98.971 | 102.371 | ||
| 8311 | 2013.05.24 13:05 | buy | 2770 | 0.50 | 101.568 | 0.000 | 0.000 | ||
| 8312 | 2013.05.24 13:05 | modify | 2770 | 0.50 | 101.568 | 99.968 | 102.868 | ||
| 8313 | 2013.05.24 20:05 | sell | 2771 | 0.50 | 101.057 | 0.000 | 0.000 | ||
| 8314 | 2013.05.24 20:05 | modify | 2771 | 0.50 | 101.057 | 102.657 | 99.757 | ||
| 8315 | 2013.05.24 21:05 | close | 2771 | 0.50 | 100.877 | 102.657 | 99.757 | 9000.00 | 7416047.05 |
| 8316 | 2013.05.24 22:25 | close | 2770 | 0.50 | 101.138 | 99.968 | 102.868 | -21500.00 | 7394547.05 |
| 8317 | 2013.05.24 23:40 | sell | 2772 | 0.50 | 101.171 | 0.000 | 0.000 | ||
| 8318 | 2013.05.24 23:40 | modify | 2772 | 0.50 | 101.171 | 102.771 | 99.871 | ||
| 8319 | 2013.05.27 02:30 | close | 2772 | 0.50 | 101.038 | 102.771 | 99.871 | 6088.58 | 7400635.62 |
| 8320 | 2013.05.27 18:00 | close | 2769 | 0.40 | 101.065 | 98.971 | 102.371 | -9989.61 | 7390646.02 |
| 8321 | 2013.05.28 21:15 | buy | 2773 | 0.70 | 101.902 | 0.000 | 0.000 | ||
| 8322 | 2013.05.28 21:15 | modify | 2773 | 0.70 | 101.902 | 100.602 | 102.302 | ||
| 8323 | 2013.05.28 21:20 | close | 2773 | 0.70 | 102.014 | 100.602 | 102.302 | 7840.00 | 7398486.02 |
| 8324 | 2013.05.29 02:55 | sell | 2774 | 0.40 | 102.474 | 0.000 | 0.000 | ||
| 8325 | 2013.05.29 02:55 | modify | 2774 | 0.40 | 102.474 | 104.824 | 101.424 | ||
| 8326 | 2013.05.29 10:15 | close | 2774 | 0.40 | 101.933 | 104.824 | 101.424 | 21640.00 | 7420126.02 |
| 8327 | 2013.05.29 15:45 | sell | 2775 | 0.50 | 101.279 | 0.000 | 0.000 | ||
| 8328 | 2013.05.29 15:45 | modify | 2775 | 0.50 | 101.279 | 102.879 | 99.979 | ||
| 8329 | 2013.05.29 17:20 | buy | 2776 | 0.50 | 101.136 | 0.000 | 0.000 | ||
| 8330 | 2013.05.29 17:20 | modify | 2776 | 0.50 | 101.136 | 99.536 | 102.436 | ||
| 8331 | 2013.05.29 17:30 | close | 2775 | 0.50 | 101.042 | 102.879 | 99.979 | 11850.00 | 7431976.02 |
| 8332 | 2013.05.29 21:25 | close | 2776 | 0.50 | 101.181 | 99.536 | 102.436 | 2250.00 | 7434226.02 |
| 8333 | 2013.05.30 04:00 | sell | 2777 | 0.70 | 101.274 | 0.000 | 0.000 | ||
| 8334 | 2013.05.30 04:00 | modify | 2777 | 0.70 | 101.274 | 102.574 | 100.874 | ||
| 8335 | 2013.05.30 04:30 | sell | 2778 | 0.40 | 101.251 | 0.000 | 0.000 | ||
| 8336 | 2013.05.30 04:30 | modify | 2778 | 0.40 | 101.251 | 103.601 | 100.201 | ||
| 8337 | 2013.05.30 05:35 | close | 2777 | 0.70 | 101.133 | 102.574 | 100.874 | 9870.00 | 7444096.02 |
| 8338 | 2013.05.30 08:30 | close | 2778 | 0.40 | 100.760 | 103.601 | 100.201 | 19640.00 | 7463736.02 |
| 8339 | 2013.05.30 11:55 | buy | 2779 | 0.40 | 100.657 | 0.000 | 0.000 | ||
| 8340 | 2013.05.30 11:55 | modify | 2779 | 0.40 | 100.657 | 98.307 | 101.707 | ||
| 8341 | 2013.05.30 13:35 | close | 2779 | 0.40 | 101.485 | 98.307 | 101.707 | 33120.00 | 7496856.02 |
| 8342 | 2013.05.30 15:05 | sell | 2780 | 0.50 | 101.696 | 0.000 | 0.000 | ||
| 8343 | 2013.05.30 15:05 | modify | 2780 | 0.50 | 101.696 | 103.296 | 100.396 | ||
| 8344 | 2013.05.30 17:05 | close | 2780 | 0.50 | 101.024 | 103.296 | 100.396 | 33600.00 | 7530456.02 |
| 8345 | 2013.05.30 17:05 | buy | 2781 | 0.50 | 101.025 | 0.000 | 0.000 | ||
| 8346 | 2013.05.30 17:05 | modify | 2781 | 0.50 | 101.025 | 99.425 | 102.325 | ||
| 8347 | 2013.05.30 18:45 | sell | 2782 | 0.50 | 101.101 | 0.000 | 0.000 | ||
| 8348 | 2013.05.30 18:45 | modify | 2782 | 0.50 | 101.101 | 102.701 | 99.801 | ||
| 8349 | 2013.05.30 20:05 | close | 2782 | 0.50 | 100.794 | 102.701 | 99.801 | 15350.00 | 7545806.02 |
| 8350 | 2013.05.31 01:35 | close | 2781 | 0.50 | 100.889 | 99.425 | 102.325 | -6488.02 | 7539318.00 |
| 8351 | 2013.05.31 03:55 | sell | 2783 | 0.50 | 101.122 | 0.000 | 0.000 | ||
| 8352 | 2013.05.31 03:55 | modify | 2783 | 0.50 | 101.122 | 102.722 | 99.822 | ||
| 8353 | 2013.05.31 05:10 | buy | 2784 | 0.50 | 100.951 | 0.000 | 0.000 | ||
| 8354 | 2013.05.31 05:10 | modify | 2784 | 0.50 | 100.951 | 99.351 | 102.251 | ||
| 8355 | 2013.05.31 06:50 | close | 2783 | 0.50 | 100.884 | 102.722 | 99.822 | 11900.00 | 7551218.00 |
| 8356 | 2013.05.31 16:45 | close | 2784 | 0.50 | 100.815 | 99.351 | 102.251 | -6800.00 | 7544418.00 |
| 8357 | 2013.06.04 02:10 | sell | 2785 | 0.70 | 99.676 | 0.000 | 0.000 | ||
| 8358 | 2013.06.04 02:10 | modify | 2785 | 0.70 | 99.676 | 100.976 | 99.276 | ||
| 8359 | 2013.06.04 03:40 | close | 2785 | 0.70 | 99.539 | 100.976 | 99.276 | 9590.00 | 7554008.00 |
| 8360 | 2013.06.04 10:15 | sell | 2786 | 0.50 | 100.366 | 0.000 | 0.000 | ||
| 8361 | 2013.06.04 10:15 | modify | 2786 | 0.50 | 100.366 | 101.966 | 99.066 | ||
| 8362 | 2013.06.04 13:50 | close | 2786 | 0.50 | 100.026 | 101.966 | 99.066 | 17000.00 | 7571008.00 |
| 8363 | 2013.06.04 13:50 | buy | 2787 | 0.50 | 100.016 | 0.000 | 0.000 | ||
| 8364 | 2013.06.04 13:50 | modify | 2787 | 0.50 | 100.016 | 98.416 | 101.316 | ||
| 8365 | 2013.06.04 13:55 | buy | 2788 | 0.70 | 99.955 | 0.000 | 0.000 | ||
| 8366 | 2013.06.04 13:55 | modify | 2788 | 0.70 | 99.955 | 98.655 | 100.355 | ||
| 8367 | 2013.06.04 14:25 | close | 2788 | 0.70 | 100.054 | 98.655 | 100.355 | 6930.00 | 7577938.00 |
| 8368 | 2013.06.04 15:35 | sell | 2789 | 0.50 | 100.260 | 0.000 | 0.000 | ||
| 8369 | 2013.06.04 15:35 | modify | 2789 | 0.50 | 100.260 | 101.860 | 98.960 | ||
| 8370 | 2013.06.04 18:05 | close | 2789 | 0.50 | 100.065 | 101.860 | 98.960 | 9750.00 | 7587688.00 |
| 8371 | 2013.06.04 22:35 | sell | 2790 | 0.50 | 100.125 | 0.000 | 0.000 | ||
| 8372 | 2013.06.04 22:35 | modify | 2790 | 0.50 | 100.125 | 101.725 | 98.825 | ||
| 8373 | 2013.06.04 23:05 | close | 2790 | 0.50 | 99.965 | 101.725 | 98.825 | 8000.00 | 7595688.00 |
| 8374 | 2013.06.05 01:25 | close | 2787 | 0.50 | 100.160 | 98.416 | 101.316 | 7509.84 | 7603197.83 |
| 8375 | 2013.06.05 13:35 | buy | 2791 | 0.50 | 99.532 | 0.000 | 0.000 | ||
| 8376 | 2013.06.05 13:35 | modify | 2791 | 0.50 | 99.532 | 97.932 | 100.832 | ||
| 8377 | 2013.06.06 03:30 | sell | 2792 | 0.70 | 99.240 | 0.000 | 0.000 | ||
| 8378 | 2013.06.06 03:30 | modify | 2792 | 0.70 | 99.240 | 100.540 | 98.840 | ||
| 8379 | 2013.06.06 03:35 | close | 2791 | 0.50 | 99.256 | 97.932 | 100.832 | -12879.67 | 7590318.16 |
| 8380 | 2013.06.06 06:35 | close | 2792 | 0.70 | 99.110 | 100.540 | 98.840 | 9100.00 | 7599418.16 |
| 8381 | 2013.06.07 00:50 | sell | 2793 | 0.70 | 97.425 | 0.000 | 0.000 | ||
| 8382 | 2013.06.07 00:50 | modify | 2793 | 0.70 | 97.425 | 98.725 | 97.025 | ||
| 8383 | 2013.06.07 01:50 | close | 2793 | 0.70 | 97.324 | 98.725 | 97.025 | 7070.00 | 7606488.16 |
| 8384 | 2013.06.07 16:20 | sell | 2794 | 0.70 | 96.880 | 0.000 | 0.000 | ||
| 8385 | 2013.06.07 16:20 | modify | 2794 | 0.70 | 96.880 | 98.180 | 96.480 | ||
| 8386 | 2013.06.07 16:45 | close | 2794 | 0.70 | 96.721 | 98.180 | 96.480 | 11130.00 | 7617618.16 |
| 8387 | 2013.06.07 20:25 | sell | 2795 | 0.50 | 97.581 | 0.000 | 0.000 | ||
| 8388 | 2013.06.07 20:25 | modify | 2795 | 0.50 | 97.581 | 99.181 | 96.281 | ||
| 8389 | 2013.06.07 21:25 | buy | 2796 | 0.50 | 97.419 | 0.000 | 0.000 | ||
| 8390 | 2013.06.07 21:25 | modify | 2796 | 0.50 | 97.419 | 95.819 | 98.719 | ||
| 8391 | 2013.06.10 00:05 | close | 2796 | 0.50 | 97.849 | 95.819 | 98.719 | 21803.07 | 7639421.24 |
| 8392 | 2013.06.10 03:05 | buy | 2797 | 0.50 | 98.183 | 0.000 | 0.000 | ||
| 8393 | 2013.06.10 03:05 | modify | 2797 | 0.50 | 98.183 | 96.583 | 99.483 | ||
| 8394 | 2013.06.10 03:55 | buy | 2798 | 0.70 | 97.762 | 0.000 | 0.000 | ||
| 8395 | 2013.06.10 03:55 | modify | 2798 | 0.70 | 97.762 | 96.462 | 98.162 | ||
| 8396 | 2013.06.10 04:20 | close | 2798 | 0.70 | 97.953 | 96.462 | 98.162 | 13370.00 | 7652791.24 |
| 8397 | 2013.06.10 07:10 | close | 2797 | 0.50 | 98.273 | 96.583 | 99.483 | 4500.00 | 7657291.24 |
| 8398 | 2013.06.10 10:05 | buy | 2799 | 0.50 | 98.270 | 0.000 | 0.000 | ||
| 8399 | 2013.06.10 10:05 | modify | 2799 | 0.50 | 98.270 | 96.670 | 99.570 | ||
| 8400 | 2013.06.10 11:15 | close | 2799 | 0.50 | 98.477 | 96.670 | 99.570 | 10350.00 | 7667641.24 |