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 |
| 8401 | 2013.06.10 15:45 | close | 2795 | 0.50 | 98.534 | 99.181 | 96.281 | -48193.63 | 7619447.61 |
| 8402 | 2013.06.11 00:15 | sell | 2800 | 0.50 | 98.811 | 0.000 | 0.000 | ||
| 8403 | 2013.06.11 00:15 | modify | 2800 | 0.50 | 98.811 | 100.411 | 97.511 | ||
| 8404 | 2013.06.11 03:10 | close | 2800 | 0.50 | 98.671 | 100.411 | 97.511 | 7000.00 | 7626447.61 |
| 8405 | 2013.06.11 03:15 | buy | 2801 | 0.70 | 98.616 | 0.000 | 0.000 | ||
| 8406 | 2013.06.11 03:15 | modify | 2801 | 0.70 | 98.616 | 97.316 | 99.016 | ||
| 8407 | 2013.06.11 03:40 | close | 2801 | 0.70 | 98.719 | 97.316 | 99.016 | 7210.00 | 7633657.61 |
| 8408 | 2013.06.11 09:15 | sell | 2802 | 0.50 | 98.275 | 0.000 | 0.000 | ||
| 8409 | 2013.06.11 09:15 | modify | 2802 | 0.50 | 98.275 | 99.875 | 96.975 | ||
| 8410 | 2013.06.11 10:40 | buy | 2803 | 0.50 | 98.113 | 0.000 | 0.000 | ||
| 8411 | 2013.06.11 10:40 | modify | 2803 | 0.50 | 98.113 | 96.513 | 99.413 | ||
| 8412 | 2013.06.11 10:45 | close | 2802 | 0.50 | 97.957 | 99.875 | 96.975 | 15900.00 | 7649557.61 |
| 8413 | 2013.06.11 12:44 | s/l | 2803 | 0.50 | 96.517 | 96.513 | 99.413 | -79800.00 | 7569757.61 |
| 8414 | 2013.06.12 08:25 | sell | 2804 | 0.70 | 96.734 | 0.000 | 0.000 | ||
| 8415 | 2013.06.12 08:25 | modify | 2804 | 0.70 | 96.734 | 98.034 | 96.334 | ||
| 8416 | 2013.06.12 09:40 | close | 2804 | 0.70 | 96.538 | 98.034 | 96.334 | 13720.00 | 7583477.61 |
| 8417 | 2013.06.12 12:30 | buy | 2805 | 0.50 | 96.607 | 0.000 | 0.000 | ||
| 8418 | 2013.06.12 12:30 | modify | 2805 | 0.50 | 96.607 | 95.007 | 97.907 | ||
| 8419 | 2013.06.12 15:05 | sell | 2806 | 0.50 | 96.683 | 0.000 | 0.000 | ||
| 8420 | 2013.06.12 15:05 | modify | 2806 | 0.50 | 96.683 | 98.283 | 95.383 | ||
| 8421 | 2013.06.12 16:40 | close | 2806 | 0.50 | 96.312 | 98.283 | 95.383 | 18550.00 | 7602027.61 |
| 8422 | 2013.06.12 20:55 | sell | 2807 | 0.50 | 95.904 | 0.000 | 0.000 | ||
| 8423 | 2013.06.12 20:55 | modify | 2807 | 0.50 | 95.904 | 97.504 | 94.604 | ||
| 8424 | 2013.06.12 23:20 | close | 2805 | 0.50 | 96.081 | 95.007 | 97.907 | -26300.00 | 7575727.61 |
| 8425 | 2013.06.13 01:10 | buy | 2808 | 0.50 | 95.881 | 0.000 | 0.000 | ||
| 8426 | 2013.06.13 01:10 | modify | 2808 | 0.50 | 95.881 | 94.281 | 97.181 | ||
| 8427 | 2013.06.13 02:35 | close | 2807 | 0.50 | 95.709 | 97.504 | 94.604 | 8149.55 | 7583877.16 |
| 8428 | 2013.06.13 08:26 | s/l | 2808 | 0.50 | 94.284 | 94.281 | 97.181 | -79850.00 | 7504027.16 |
| 8429 | 2013.06.13 16:10 | sell | 2809 | 0.70 | 94.777 | 0.000 | 0.000 | ||
| 8430 | 2013.06.13 16:10 | modify | 2809 | 0.70 | 94.777 | 96.077 | 94.377 | ||
| 8431 | 2013.06.13 16:15 | close | 2809 | 0.70 | 94.610 | 96.077 | 94.377 | 11690.00 | 7515717.16 |
| 8432 | 2013.06.13 20:10 | sell | 2810 | 0.70 | 94.718 | 0.000 | 0.000 | ||
| 8433 | 2013.06.13 20:10 | modify | 2810 | 0.70 | 94.718 | 96.018 | 94.318 | ||
| 8434 | 2013.06.13 21:35 | sell | 2811 | 0.50 | 94.946 | 0.000 | 0.000 | ||
| 8435 | 2013.06.13 21:35 | modify | 2811 | 0.50 | 94.946 | 96.546 | 93.646 | ||
| 8436 | 2013.06.14 03:05 | buy | 2812 | 0.50 | 95.425 | 0.000 | 0.000 | ||
| 8437 | 2013.06.14 03:05 | modify | 2812 | 0.50 | 95.425 | 93.825 | 96.725 | ||
| 8438 | 2013.06.14 03:10 | close | 2811 | 0.50 | 95.287 | 96.546 | 93.646 | -17579.90 | 7498137.26 |
| 8439 | 2013.06.14 03:10 | close | 2810 | 0.70 | 95.294 | 96.018 | 94.318 | -41061.86 | 7457075.40 |
| 8440 | 2013.06.14 07:35 | close | 2812 | 0.50 | 95.221 | 93.825 | 96.725 | -10200.00 | 7446875.40 |
| 8441 | 2013.06.14 09:30 | buy | 2813 | 0.50 | 94.911 | 0.000 | 0.000 | ||
| 8442 | 2013.06.14 09:30 | modify | 2813 | 0.50 | 94.911 | 93.311 | 96.211 | ||
| 8443 | 2013.06.14 13:55 | sell | 2814 | 0.50 | 95.052 | 0.000 | 0.000 | ||
| 8444 | 2013.06.14 13:55 | modify | 2814 | 0.50 | 95.052 | 96.652 | 93.752 | ||
| 8445 | 2013.06.14 14:30 | close | 2814 | 0.50 | 94.857 | 96.652 | 93.752 | 9750.00 | 7456625.40 |
| 8446 | 2013.06.14 15:00 | sell | 2815 | 0.50 | 95.004 | 0.000 | 0.000 | ||
| 8447 | 2013.06.14 15:00 | modify | 2815 | 0.50 | 95.004 | 96.604 | 93.704 | ||
| 8448 | 2013.06.14 15:35 | close | 2813 | 0.50 | 95.094 | 93.311 | 96.211 | 9150.00 | 7465775.40 |
| 8449 | 2013.06.14 17:50 | buy | 2816 | 0.50 | 94.936 | 0.000 | 0.000 | ||
| 8450 | 2013.06.14 17:50 | modify | 2816 | 0.50 | 94.936 | 93.336 | 96.236 | ||
| 8451 | 2013.06.14 17:55 | close | 2815 | 0.50 | 94.588 | 96.604 | 93.704 | 20800.00 | 7486575.40 |
| 8452 | 2013.06.14 22:15 | close | 2816 | 0.50 | 94.465 | 93.336 | 96.236 | -23550.00 | 7463025.40 |
| 8453 | 2013.06.17 01:20 | sell | 2817 | 0.70 | 94.426 | 0.000 | 0.000 | ||
| 8454 | 2013.06.17 01:20 | modify | 2817 | 0.70 | 94.426 | 95.726 | 94.026 | ||
| 8455 | 2013.06.17 01:50 | close | 2817 | 0.70 | 94.280 | 95.726 | 94.026 | 10220.00 | 7473245.40 |
| 8456 | 2013.06.17 03:05 | sell | 2818 | 0.50 | 94.458 | 0.000 | 0.000 | ||
| 8457 | 2013.06.17 03:05 | modify | 2818 | 0.50 | 94.458 | 96.058 | 93.158 | ||
| 8458 | 2013.06.17 03:55 | sell | 2819 | 0.70 | 94.656 | 0.000 | 0.000 | ||
| 8459 | 2013.06.17 03:55 | modify | 2819 | 0.70 | 94.656 | 95.956 | 94.256 | ||
| 8460 | 2013.06.17 06:40 | sell | 2820 | 0.40 | 94.718 | 0.000 | 0.000 | ||
| 8461 | 2013.06.17 06:40 | modify | 2820 | 0.40 | 94.718 | 97.068 | 93.668 | ||
| 8462 | 2013.06.17 11:35 | buy | 2821 | 0.50 | 94.861 | 0.000 | 0.000 | ||
| 8463 | 2013.06.17 11:35 | modify | 2821 | 0.50 | 94.861 | 93.261 | 96.161 | ||
| 8464 | 2013.06.17 11:40 | close | 2819 | 0.70 | 94.792 | 95.956 | 94.256 | -9520.00 | 7463725.40 |
| 8465 | 2013.06.17 13:50 | close | 2818 | 0.50 | 94.740 | 96.058 | 93.158 | -14100.00 | 7449625.40 |
| 8466 | 2013.06.17 15:20 | sell | 2822 | 0.50 | 94.833 | 0.000 | 0.000 | ||
| 8467 | 2013.06.17 15:20 | modify | 2822 | 0.50 | 94.833 | 96.433 | 93.533 | ||
| 8468 | 2013.06.17 17:15 | close | 2821 | 0.50 | 94.931 | 93.261 | 96.161 | 3500.00 | 7453125.40 |
| 8469 | 2013.06.17 22:25 | close | 2822 | 0.50 | 94.487 | 96.433 | 93.533 | 17300.00 | 7470425.40 |
| 8470 | 2013.06.17 22:30 | close | 2820 | 0.40 | 94.496 | 97.068 | 93.668 | 8880.00 | 7479305.40 |
| 8471 | 2013.06.18 18:50 | buy | 2823 | 0.70 | 95.301 | 0.000 | 0.000 | ||
| 8472 | 2013.06.18 18:50 | modify | 2823 | 0.70 | 95.301 | 94.001 | 95.701 | ||
| 8473 | 2013.06.18 19:35 | buy | 2824 | 0.50 | 95.207 | 0.000 | 0.000 | ||
| 8474 | 2013.06.18 19:35 | modify | 2824 | 0.50 | 95.207 | 93.607 | 96.507 | ||
| 8475 | 2013.06.18 23:10 | close | 2824 | 0.50 | 95.392 | 93.607 | 96.507 | 9250.00 | 7488555.40 |
| 8476 | 2013.06.18 23:10 | close | 2823 | 0.70 | 95.397 | 94.001 | 95.701 | 6720.00 | 7495275.40 |
| 8477 | 2013.06.20 21:25 | buy | 2825 | 0.70 | 97.753 | 0.000 | 0.000 | ||
| 8478 | 2013.06.20 21:25 | modify | 2825 | 0.70 | 97.753 | 96.453 | 98.153 | ||
| 8479 | 2013.06.21 01:55 | buy | 2826 | 0.50 | 97.225 | 0.000 | 0.000 | ||
| 8480 | 2013.06.21 01:55 | modify | 2826 | 0.50 | 97.225 | 95.625 | 98.525 | ||
| 8481 | 2013.06.21 06:05 | sell | 2827 | 0.50 | 97.213 | 0.000 | 0.000 | ||
| 8482 | 2013.06.21 06:05 | modify | 2827 | 0.50 | 97.213 | 98.813 | 95.913 | ||
| 8483 | 2013.06.21 06:35 | close | 2826 | 0.50 | 97.319 | 95.625 | 98.525 | 4700.00 | 7499975.40 |
| 8484 | 2013.06.21 06:35 | close | 2825 | 0.70 | 97.318 | 96.453 | 98.153 | -30028.04 | 7469947.36 |
| 8485 | 2013.06.21 09:35 | sell | 2828 | 0.40 | 97.763 | 0.000 | 0.000 | ||
| 8486 | 2013.06.21 09:35 | modify | 2828 | 0.40 | 97.763 | 100.113 | 96.713 | ||
| 8487 | 2013.06.21 12:35 | buy | 2829 | 0.50 | 97.641 | 0.000 | 0.000 | ||
| 8488 | 2013.06.21 12:35 | modify | 2829 | 0.50 | 97.641 | 96.041 | 98.941 | ||
| 8489 | 2013.06.21 12:40 | close | 2827 | 0.50 | 97.430 | 98.813 | 95.913 | -10850.00 | 7459097.36 |
| 8490 | 2013.06.21 16:25 | sell | 2830 | 0.50 | 97.737 | 0.000 | 0.000 | ||
| 8491 | 2013.06.21 16:25 | modify | 2830 | 0.50 | 97.737 | 99.337 | 96.437 | ||
| 8492 | 2013.06.21 17:40 | close | 2830 | 0.50 | 97.532 | 99.337 | 96.437 | 10250.00 | 7469347.36 |
| 8493 | 2013.06.21 19:45 | close | 2829 | 0.50 | 97.931 | 96.041 | 98.941 | 14500.00 | 7483847.36 |
| 8494 | 2013.06.21 22:00 | sell | 2831 | 0.50 | 97.784 | 0.000 | 0.000 | ||
| 8495 | 2013.06.21 22:00 | modify | 2831 | 0.50 | 97.784 | 99.384 | 96.484 | ||
| 8496 | 2013.06.24 04:35 | buy | 2832 | 0.50 | 98.152 | 0.000 | 0.000 | ||
| 8497 | 2013.06.24 04:35 | modify | 2832 | 0.50 | 98.152 | 96.552 | 99.452 | ||
| 8498 | 2013.06.24 05:50 | close | 2832 | 0.50 | 98.549 | 96.552 | 99.452 | 19850.00 | 7503697.36 |
| 8499 | 2013.06.24 10:25 | close | 2831 | 0.50 | 98.272 | 99.384 | 96.484 | -24944.10 | 7478753.26 |
| 8500 | 2013.06.24 11:55 | buy | 2833 | 0.70 | 98.082 | 0.000 | 0.000 | ||
| 8501 | 2013.06.24 11:55 | modify | 2833 | 0.70 | 98.082 | 96.782 | 98.482 | ||
| 8502 | 2013.06.24 12:10 | close | 2828 | 0.40 | 97.799 | 100.113 | 96.713 | -1875.28 | 7476877.98 |
| 8503 | 2013.06.24 13:50 | sell | 2834 | 0.50 | 98.011 | 0.000 | 0.000 | ||
| 8504 | 2013.06.24 13:50 | modify | 2834 | 0.50 | 98.011 | 99.611 | 96.711 | ||
| 8505 | 2013.06.24 14:45 | close | 2833 | 0.70 | 98.259 | 96.782 | 98.482 | 12390.00 | 7489267.98 |
| 8506 | 2013.06.24 15:35 | buy | 2835 | 0.50 | 97.884 | 0.000 | 0.000 | ||
| 8507 | 2013.06.24 15:35 | modify | 2835 | 0.50 | 97.884 | 96.284 | 99.184 | ||
| 8508 | 2013.06.24 15:45 | close | 2834 | 0.50 | 97.650 | 99.611 | 96.711 | 18050.00 | 7507317.98 |
| 8509 | 2013.06.24 18:35 | sell | 2836 | 0.50 | 97.663 | 0.000 | 0.000 | ||
| 8510 | 2013.06.24 18:35 | modify | 2836 | 0.50 | 97.663 | 99.263 | 96.363 | ||
| 8511 | 2013.06.24 19:25 | close | 2835 | 0.50 | 97.812 | 96.284 | 99.184 | -3600.00 | 7503717.98 |
| 8512 | 2013.06.24 21:00 | buy | 2837 | 0.50 | 97.682 | 0.000 | 0.000 | ||
| 8513 | 2013.06.24 21:00 | modify | 2837 | 0.50 | 97.682 | 96.082 | 98.982 | ||
| 8514 | 2013.06.25 01:50 | close | 2836 | 0.50 | 97.610 | 99.263 | 96.363 | 2107.01 | 7505824.98 |
| 8515 | 2013.06.25 04:00 | sell | 2838 | 0.70 | 97.793 | 0.000 | 0.000 | ||
| 8516 | 2013.06.25 04:00 | modify | 2838 | 0.70 | 97.793 | 99.093 | 97.393 | ||
| 8517 | 2013.06.25 04:05 | close | 2837 | 0.50 | 97.886 | 96.082 | 98.982 | 10502.72 | 7516327.70 |
| 8518 | 2013.06.25 06:00 | close | 2838 | 0.70 | 97.674 | 99.093 | 97.393 | 8330.00 | 7524657.70 |
| 8519 | 2013.06.26 03:10 | buy | 2839 | 0.50 | 98.066 | 0.000 | 0.000 | ||
| 8520 | 2013.06.26 03:10 | modify | 2839 | 0.50 | 98.066 | 96.466 | 99.366 | ||
| 8521 | 2013.06.26 13:55 | close | 2839 | 0.50 | 97.680 | 96.466 | 99.366 | -19300.00 | 7505357.70 |
| 8522 | 2013.06.26 13:55 | sell | 2840 | 0.70 | 97.677 | 0.000 | 0.000 | ||
| 8523 | 2013.06.26 13:55 | modify | 2840 | 0.70 | 97.677 | 98.977 | 97.277 | ||
| 8524 | 2013.06.26 15:35 | close | 2840 | 0.70 | 97.443 | 98.977 | 97.277 | 16380.00 | 7521737.70 |
| 8525 | 2013.06.28 09:25 | buy | 2841 | 0.70 | 98.693 | 0.000 | 0.000 | ||
| 8526 | 2013.06.28 09:25 | modify | 2841 | 0.70 | 98.693 | 97.393 | 99.093 | ||
| 8527 | 2013.06.28 09:50 | close | 2841 | 0.70 | 98.828 | 97.393 | 99.093 | 9450.00 | 7531187.70 |
| 8528 | 2013.07.03 04:35 | buy | 2842 | 0.70 | 100.542 | 0.000 | 0.000 | ||
| 8529 | 2013.07.03 04:35 | modify | 2842 | 0.70 | 100.542 | 99.242 | 100.942 | ||
| 8530 | 2013.07.03 06:05 | close | 2842 | 0.70 | 100.630 | 99.242 | 100.942 | 6160.00 | 7537347.70 |
| 8531 | 2013.07.03 10:25 | buy | 2843 | 0.70 | 100.473 | 0.000 | 0.000 | ||
| 8532 | 2013.07.03 10:25 | modify | 2843 | 0.70 | 100.473 | 99.173 | 100.873 | ||
| 8533 | 2013.07.03 14:00 | buy | 2844 | 0.50 | 99.691 | 0.000 | 0.000 | ||
| 8534 | 2013.07.03 14:00 | modify | 2844 | 0.50 | 99.691 | 98.091 | 100.991 | ||
| 8535 | 2013.07.03 18:45 | close | 2843 | 0.70 | 99.828 | 99.173 | 100.873 | -45150.00 | 7492197.70 |
| 8536 | 2013.07.03 19:00 | sell | 2845 | 0.50 | 99.824 | 0.000 | 0.000 | ||
| 8537 | 2013.07.03 19:00 | modify | 2845 | 0.50 | 99.824 | 101.424 | 98.524 | ||
| 8538 | 2013.07.03 19:15 | close | 2844 | 0.50 | 99.917 | 98.091 | 100.991 | 11300.00 | 7503497.70 |
| 8539 | 2013.07.03 19:25 | sell | 2846 | 0.70 | 99.945 | 0.000 | 0.000 | ||
| 8540 | 2013.07.03 19:25 | modify | 2846 | 0.70 | 99.945 | 101.245 | 99.545 | ||
| 8541 | 2013.07.03 21:25 | close | 2846 | 0.70 | 99.849 | 101.245 | 99.545 | 6720.00 | 7510217.70 |
| 8542 | 2013.07.04 03:00 | close | 2845 | 0.50 | 99.815 | 101.424 | 98.524 | -1215.17 | 7509002.54 |
| 8543 | 2013.07.04 21:55 | buy | 2847 | 0.70 | 99.940 | 0.000 | 0.000 | ||
| 8544 | 2013.07.04 21:55 | modify | 2847 | 0.70 | 99.940 | 98.640 | 100.340 | ||
| 8545 | 2013.07.05 00:10 | close | 2847 | 0.70 | 100.074 | 98.640 | 100.340 | 9813.79 | 7518816.32 |
| 8546 | 2013.07.05 06:10 | buy | 2848 | 0.70 | 100.226 | 0.000 | 0.000 | ||
| 8547 | 2013.07.05 06:10 | modify | 2848 | 0.70 | 100.226 | 98.926 | 100.626 | ||
| 8548 | 2013.07.05 07:40 | close | 2848 | 0.70 | 100.333 | 98.926 | 100.626 | 7490.00 | 7526306.32 |
| 8549 | 2013.07.05 11:30 | buy | 2849 | 0.70 | 100.126 | 0.000 | 0.000 | ||
| 8550 | 2013.07.05 11:30 | modify | 2849 | 0.70 | 100.126 | 98.826 | 100.526 | ||