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 |
| 8551 | 2013.07.05 15:15 | close | 2849 | 0.70 | 100.112 | 98.826 | 100.526 | -980.00 | 7525326.32 |
| 8552 | 2013.07.08 04:30 | buy | 2850 | 0.70 | 101.234 | 0.000 | 0.000 | ||
| 8553 | 2013.07.08 04:30 | modify | 2850 | 0.70 | 101.234 | 99.934 | 101.634 | ||
| 8554 | 2013.07.08 06:35 | close | 2850 | 0.70 | 101.336 | 99.934 | 101.634 | 7140.00 | 7532466.32 |
| 8555 | 2013.07.08 08:15 | buy | 2851 | 0.70 | 101.089 | 0.000 | 0.000 | ||
| 8556 | 2013.07.08 08:15 | modify | 2851 | 0.70 | 101.089 | 99.789 | 101.489 | ||
| 8557 | 2013.07.08 10:35 | close | 2851 | 0.70 | 101.199 | 99.789 | 101.489 | 7700.00 | 7540166.32 |
| 8558 | 2013.07.09 03:10 | sell | 2852 | 0.70 | 101.054 | 0.000 | 0.000 | ||
| 8559 | 2013.07.09 03:10 | modify | 2852 | 0.70 | 101.054 | 102.354 | 100.654 | ||
| 8560 | 2013.07.09 10:05 | close | 2852 | 0.70 | 101.090 | 102.354 | 100.654 | -2520.00 | 7537646.32 |
| 8561 | 2013.07.10 16:55 | sell | 2853 | 0.70 | 100.488 | 0.000 | 0.000 | ||
| 8562 | 2013.07.10 16:55 | modify | 2853 | 0.70 | 100.488 | 101.788 | 100.088 | ||
| 8563 | 2013.07.10 17:15 | close | 2853 | 0.70 | 100.313 | 101.788 | 100.088 | 12250.00 | 7549896.32 |
| 8564 | 2013.07.11 10:15 | sell | 2854 | 0.70 | 99.236 | 0.000 | 0.000 | ||
| 8565 | 2013.07.11 10:15 | modify | 2854 | 0.70 | 99.236 | 100.536 | 98.836 | ||
| 8566 | 2013.07.11 10:45 | close | 2854 | 0.70 | 99.103 | 100.536 | 98.836 | 9310.00 | 7559206.32 |
| 8567 | 2013.07.11 11:50 | sell | 2855 | 0.70 | 99.460 | 0.000 | 0.000 | ||
| 8568 | 2013.07.11 11:50 | modify | 2855 | 0.70 | 99.460 | 100.760 | 99.060 | ||
| 8569 | 2013.07.11 12:15 | close | 2855 | 0.70 | 99.341 | 100.760 | 99.060 | 8330.00 | 7567536.32 |
| 8570 | 2013.07.11 20:50 | sell | 2856 | 0.50 | 99.300 | 0.000 | 0.000 | ||
| 8571 | 2013.07.11 20:50 | modify | 2856 | 0.50 | 99.300 | 100.900 | 98.000 | ||
| 8572 | 2013.07.11 22:20 | close | 2856 | 0.50 | 98.772 | 100.900 | 98.000 | 26400.00 | 7593936.32 |
| 8573 | 2013.07.11 23:55 | sell | 2857 | 0.50 | 98.971 | 0.000 | 0.000 | ||
| 8574 | 2013.07.11 23:55 | modify | 2857 | 0.50 | 98.971 | 100.571 | 97.671 | ||
| 8575 | 2013.07.12 02:50 | close | 2857 | 0.50 | 98.862 | 100.571 | 97.671 | 4900.22 | 7598836.54 |
| 8576 | 2013.07.12 16:45 | buy | 2858 | 0.70 | 99.146 | 0.000 | 0.000 | ||
| 8577 | 2013.07.12 16:45 | modify | 2858 | 0.70 | 99.146 | 97.846 | 99.546 | ||
| 8578 | 2013.07.12 17:35 | close | 2858 | 0.70 | 99.251 | 97.846 | 99.546 | 7350.00 | 7606186.54 |
| 8579 | 2013.07.15 22:40 | buy | 2859 | 0.70 | 99.724 | 0.000 | 0.000 | ||
| 8580 | 2013.07.15 22:40 | modify | 2859 | 0.70 | 99.724 | 98.424 | 100.124 | ||
| 8581 | 2013.07.15 23:40 | close | 2859 | 0.70 | 99.825 | 98.424 | 100.124 | 7070.00 | 7613256.54 |
| 8582 | 2013.07.16 02:15 | sell | 2860 | 0.50 | 99.972 | 0.000 | 0.000 | ||
| 8583 | 2013.07.16 02:15 | modify | 2860 | 0.50 | 99.972 | 101.572 | 98.672 | ||
| 8584 | 2013.07.16 04:55 | close | 2860 | 0.50 | 99.792 | 101.572 | 98.672 | 9000.00 | 7622256.54 |
| 8585 | 2013.07.17 02:15 | sell | 2861 | 0.70 | 99.243 | 0.000 | 0.000 | ||
| 8586 | 2013.07.17 02:15 | modify | 2861 | 0.70 | 99.243 | 100.543 | 98.843 | ||
| 8587 | 2013.07.17 03:00 | close | 2861 | 0.70 | 99.123 | 100.543 | 98.843 | 8400.00 | 7630656.54 |
| 8588 | 2013.07.17 03:50 | sell | 2862 | 0.70 | 99.344 | 0.000 | 0.000 | ||
| 8589 | 2013.07.17 03:50 | modify | 2862 | 0.70 | 99.344 | 100.644 | 98.944 | ||
| 8590 | 2013.07.17 06:40 | close | 2862 | 0.70 | 99.314 | 100.644 | 98.944 | 2100.00 | 7632756.54 |
| 8591 | 2013.07.17 15:40 | buy | 2863 | 0.70 | 99.489 | 0.000 | 0.000 | ||
| 8592 | 2013.07.17 15:40 | modify | 2863 | 0.70 | 99.489 | 98.189 | 99.889 | ||
| 8593 | 2013.07.17 17:40 | close | 2863 | 0.70 | 99.555 | 98.189 | 99.889 | 4620.00 | 7637376.54 |
| 8594 | 2013.07.19 10:45 | sell | 2864 | 0.70 | 100.302 | 0.000 | 0.000 | ||
| 8595 | 2013.07.19 10:45 | modify | 2864 | 0.70 | 100.302 | 101.602 | 99.902 | ||
| 8596 | 2013.07.19 14:15 | close | 2864 | 0.70 | 100.242 | 101.602 | 99.902 | 4200.00 | 7641576.54 |
| 8597 | 2013.07.23 00:00 | sell | 2865 | 0.70 | 99.646 | 0.000 | 0.000 | ||
| 8598 | 2013.07.23 00:00 | modify | 2865 | 0.70 | 99.646 | 100.946 | 99.246 | ||
| 8599 | 2013.07.23 00:20 | close | 2865 | 0.70 | 99.537 | 100.946 | 99.246 | 7630.00 | 7649206.54 |
| 8600 | 2013.07.23 17:50 | buy | 2866 | 0.70 | 99.715 | 0.000 | 0.000 | ||
| 8601 | 2013.07.23 17:50 | modify | 2866 | 0.70 | 99.715 | 98.415 | 100.115 | ||
| 8602 | 2013.07.24 01:30 | close | 2866 | 0.70 | 99.546 | 98.415 | 100.115 | -11398.93 | 7637807.61 |
| 8603 | 2013.07.25 04:40 | buy | 2867 | 0.70 | 100.111 | 0.000 | 0.000 | ||
| 8604 | 2013.07.25 04:40 | modify | 2867 | 0.70 | 100.111 | 98.811 | 100.511 | ||
| 8605 | 2013.07.25 10:55 | close | 2867 | 0.70 | 100.034 | 98.811 | 100.511 | -5390.00 | 7632417.61 |
| 8606 | 2013.07.26 22:10 | sell | 2868 | 0.70 | 98.280 | 0.000 | 0.000 | ||
| 8607 | 2013.07.26 22:10 | modify | 2868 | 0.70 | 98.280 | 99.580 | 97.880 | ||
| 8608 | 2013.07.26 23:00 | close | 2868 | 0.70 | 98.167 | 99.580 | 97.880 | 7910.00 | 7640327.61 |
| 8609 | 2013.07.30 11:55 | buy | 2869 | 0.70 | 98.054 | 0.000 | 0.000 | ||
| 8610 | 2013.07.30 11:55 | modify | 2869 | 0.70 | 98.054 | 96.754 | 98.454 | ||
| 8611 | 2013.07.30 16:40 | close | 2869 | 0.70 | 98.084 | 96.754 | 98.454 | 2100.00 | 7642427.61 |
| 8612 | 2013.07.31 15:15 | sell | 2870 | 0.70 | 97.921 | 0.000 | 0.000 | ||
| 8613 | 2013.07.31 15:15 | modify | 2870 | 0.70 | 97.921 | 99.221 | 97.521 | ||
| 8614 | 2013.07.31 21:00 | close | 2870 | 0.70 | 98.198 | 99.221 | 97.521 | -19390.00 | 7623037.61 |
| 8615 | 2013.08.01 02:35 | buy | 2871 | 0.50 | 97.754 | 0.000 | 0.000 | ||
| 8616 | 2013.08.01 02:35 | modify | 2871 | 0.50 | 97.754 | 96.154 | 99.054 | ||
| 8617 | 2013.08.01 04:05 | close | 2871 | 0.50 | 97.919 | 96.154 | 99.054 | 8250.00 | 7631287.61 |
| 8618 | 2013.08.02 06:55 | buy | 2872 | 0.50 | 99.289 | 0.000 | 0.000 | ||
| 8619 | 2013.08.02 06:55 | modify | 2872 | 0.50 | 99.289 | 97.689 | 100.589 | ||
| 8620 | 2013.08.02 08:50 | close | 2872 | 0.50 | 99.604 | 97.689 | 100.589 | 15750.00 | 7647037.61 |
| 8621 | 2013.08.02 10:00 | sell | 2873 | 0.40 | 99.751 | 0.000 | 0.000 | ||
| 8622 | 2013.08.02 10:00 | modify | 2873 | 0.40 | 99.751 | 102.101 | 98.701 | ||
| 8623 | 2013.08.02 15:50 | close | 2873 | 0.40 | 99.102 | 102.101 | 98.701 | 25960.00 | 7672997.61 |
| 8624 | 2013.08.02 19:40 | sell | 2874 | 0.50 | 99.077 | 0.000 | 0.000 | ||
| 8625 | 2013.08.02 19:40 | modify | 2874 | 0.50 | 99.077 | 100.677 | 97.777 | ||
| 8626 | 2013.08.02 22:55 | close | 2874 | 0.50 | 98.850 | 100.677 | 97.777 | 11350.00 | 7684347.61 |
| 8627 | 2013.08.02 23:45 | sell | 2875 | 0.50 | 98.958 | 0.000 | 0.000 | ||
| 8628 | 2013.08.02 23:45 | modify | 2875 | 0.50 | 98.958 | 100.558 | 97.658 | ||
| 8629 | 2013.08.05 01:05 | buy | 2876 | 0.50 | 98.932 | 0.000 | 0.000 | ||
| 8630 | 2013.08.05 01:05 | modify | 2876 | 0.50 | 98.932 | 97.332 | 100.232 | ||
| 8631 | 2013.08.05 03:05 | close | 2875 | 0.50 | 98.840 | 100.558 | 97.658 | 5350.41 | 7689698.02 |
| 8632 | 2013.08.05 03:25 | close | 2876 | 0.50 | 99.039 | 97.332 | 100.232 | 5350.00 | 7695048.02 |
| 8633 | 2013.08.05 03:25 | sell | 2877 | 0.50 | 99.039 | 0.000 | 0.000 | ||
| 8634 | 2013.08.05 03:25 | modify | 2877 | 0.50 | 99.039 | 100.639 | 97.739 | ||
| 8635 | 2013.08.05 04:45 | buy | 2878 | 0.50 | 98.931 | 0.000 | 0.000 | ||
| 8636 | 2013.08.05 04:45 | modify | 2878 | 0.50 | 98.931 | 97.331 | 100.231 | ||
| 8637 | 2013.08.05 06:15 | close | 2877 | 0.50 | 98.711 | 100.639 | 97.739 | 16400.00 | 7711448.02 |
| 8638 | 2013.08.05 14:00 | close | 2878 | 0.50 | 98.512 | 97.331 | 100.231 | -20950.00 | 7690498.02 |
| 8639 | 2013.08.05 17:05 | sell | 2879 | 0.70 | 98.735 | 0.000 | 0.000 | ||
| 8640 | 2013.08.05 17:05 | modify | 2879 | 0.70 | 98.735 | 100.035 | 98.335 | ||
| 8641 | 2013.08.05 18:00 | close | 2879 | 0.70 | 98.593 | 100.035 | 98.335 | 9940.00 | 7700438.02 |
| 8642 | 2013.08.06 07:20 | sell | 2880 | 0.70 | 98.222 | 0.000 | 0.000 | ||
| 8643 | 2013.08.06 07:20 | modify | 2880 | 0.70 | 98.222 | 99.522 | 97.822 | ||
| 8644 | 2013.08.06 11:00 | close | 2880 | 0.70 | 98.375 | 99.522 | 97.822 | -10710.00 | 7689728.02 |
| 8645 | 2013.08.07 13:50 | sell | 2881 | 0.70 | 97.241 | 0.000 | 0.000 | ||
| 8646 | 2013.08.07 13:50 | modify | 2881 | 0.70 | 97.241 | 98.541 | 96.841 | ||
| 8647 | 2013.08.07 15:10 | close | 2881 | 0.70 | 97.133 | 98.541 | 96.841 | 7560.00 | 7697288.02 |
| 8648 | 2013.08.08 03:05 | sell | 2882 | 0.70 | 96.698 | 0.000 | 0.000 | ||
| 8649 | 2013.08.08 03:05 | modify | 2882 | 0.70 | 96.698 | 97.998 | 96.298 | ||
| 8650 | 2013.08.08 04:05 | sell | 2883 | 0.50 | 96.856 | 0.000 | 0.000 | ||
| 8651 | 2013.08.08 04:05 | modify | 2883 | 0.50 | 96.856 | 98.456 | 95.556 | ||
| 8652 | 2013.08.08 04:55 | close | 2882 | 0.70 | 96.603 | 97.998 | 96.298 | 6650.00 | 7703938.02 |
| 8653 | 2013.08.08 06:05 | buy | 2884 | 0.50 | 96.561 | 0.000 | 0.000 | ||
| 8654 | 2013.08.08 06:05 | modify | 2884 | 0.50 | 96.561 | 94.961 | 97.861 | ||
| 8655 | 2013.08.08 08:30 | close | 2883 | 0.50 | 96.545 | 98.456 | 95.556 | 15550.00 | 7719488.02 |
| 8656 | 2013.08.08 15:25 | close | 2884 | 0.50 | 96.373 | 94.961 | 97.861 | -9400.00 | 7710088.02 |
| 8657 | 2013.08.08 18:55 | sell | 2885 | 0.50 | 96.007 | 0.000 | 0.000 | ||
| 8658 | 2013.08.08 18:55 | modify | 2885 | 0.50 | 96.007 | 97.607 | 94.707 | ||
| 8659 | 2013.08.08 19:45 | sell | 2886 | 0.70 | 96.245 | 0.000 | 0.000 | ||
| 8660 | 2013.08.08 19:45 | modify | 2886 | 0.70 | 96.245 | 97.545 | 95.845 | ||
| 8661 | 2013.08.09 00:55 | buy | 2887 | 0.50 | 96.609 | 0.000 | 0.000 | ||
| 8662 | 2013.08.09 00:55 | modify | 2887 | 0.50 | 96.609 | 95.009 | 97.909 | ||
| 8663 | 2013.08.09 02:05 | close | 2887 | 0.50 | 96.730 | 95.009 | 97.909 | 6050.00 | 7716138.02 |
| 8664 | 2013.08.09 04:15 | close | 2886 | 0.70 | 96.627 | 97.545 | 95.845 | -27492.20 | 7688645.83 |
| 8665 | 2013.08.09 04:35 | buy | 2888 | 0.50 | 96.641 | 0.000 | 0.000 | ||
| 8666 | 2013.08.09 04:35 | modify | 2888 | 0.50 | 96.641 | 95.041 | 97.941 | ||
| 8667 | 2013.08.09 06:35 | close | 2885 | 0.50 | 96.380 | 97.607 | 94.707 | -19187.28 | 7669458.54 |
| 8668 | 2013.08.09 08:30 | sell | 2889 | 0.50 | 96.545 | 0.000 | 0.000 | ||
| 8669 | 2013.08.09 08:30 | modify | 2889 | 0.50 | 96.545 | 98.145 | 95.245 | ||
| 8670 | 2013.08.09 08:45 | close | 2888 | 0.50 | 96.717 | 95.041 | 97.941 | 3800.00 | 7673258.54 |
| 8671 | 2013.08.09 12:55 | close | 2889 | 0.50 | 96.519 | 98.145 | 95.245 | 1300.00 | 7674558.54 |
| 8672 | 2013.08.12 17:35 | buy | 2890 | 0.70 | 96.546 | 0.000 | 0.000 | ||
| 8673 | 2013.08.12 17:35 | modify | 2890 | 0.70 | 96.546 | 95.246 | 96.946 | ||
| 8674 | 2013.08.12 20:40 | close | 2890 | 0.70 | 96.568 | 95.246 | 96.946 | 1540.00 | 7676098.54 |
| 8675 | 2013.08.14 01:20 | sell | 2891 | 0.40 | 98.275 | 0.000 | 0.000 | ||
| 8676 | 2013.08.14 01:20 | modify | 2891 | 0.40 | 98.275 | 100.625 | 97.225 | ||
| 8677 | 2013.08.14 03:00 | buy | 2892 | 0.70 | 98.139 | 0.000 | 0.000 | ||
| 8678 | 2013.08.14 03:00 | modify | 2892 | 0.70 | 98.139 | 96.839 | 98.539 | ||
| 8679 | 2013.08.14 03:50 | close | 2892 | 0.70 | 98.262 | 96.839 | 98.539 | 8610.00 | 7684708.54 |
| 8680 | 2013.08.14 05:15 | buy | 2893 | 0.70 | 98.036 | 0.000 | 0.000 | ||
| 8681 | 2013.08.14 05:15 | modify | 2893 | 0.70 | 98.036 | 96.736 | 98.436 | ||
| 8682 | 2013.08.14 06:20 | close | 2891 | 0.40 | 98.007 | 100.625 | 97.225 | 10720.00 | 7695428.54 |
| 8683 | 2013.08.14 08:05 | close | 2893 | 0.70 | 98.171 | 96.736 | 98.436 | 9450.00 | 7704878.54 |
| 8684 | 2013.08.16 06:30 | sell | 2894 | 0.70 | 97.592 | 0.000 | 0.000 | ||
| 8685 | 2013.08.16 06:30 | modify | 2894 | 0.70 | 97.592 | 98.892 | 97.192 | ||
| 8686 | 2013.08.16 07:50 | sell | 2895 | 0.50 | 97.734 | 0.000 | 0.000 | ||
| 8687 | 2013.08.16 07:50 | modify | 2895 | 0.50 | 97.734 | 99.334 | 96.434 | ||
| 8688 | 2013.08.16 10:15 | close | 2895 | 0.50 | 97.504 | 99.334 | 96.434 | 11500.00 | 7716378.54 |
| 8689 | 2013.08.16 10:30 | close | 2894 | 0.70 | 97.435 | 98.892 | 97.192 | 10990.00 | 7727368.54 |
| 8690 | 2013.08.19 20:35 | buy | 2896 | 0.70 | 97.778 | 0.000 | 0.000 | ||
| 8691 | 2013.08.19 20:35 | modify | 2896 | 0.70 | 97.778 | 96.478 | 98.178 | ||
| 8692 | 2013.08.20 03:50 | close | 2896 | 0.70 | 97.748 | 96.478 | 98.178 | -1677.04 | 7725691.50 |
| 8693 | 2013.08.22 16:00 | buy | 2897 | 0.70 | 98.415 | 0.000 | 0.000 | ||
| 8694 | 2013.08.22 16:00 | modify | 2897 | 0.70 | 98.415 | 97.115 | 98.815 | ||
| 8695 | 2013.08.22 16:25 | close | 2897 | 0.70 | 98.530 | 97.115 | 98.815 | 8050.00 | 7733741.50 |
| 8696 | 2013.08.23 08:50 | buy | 2898 | 0.70 | 98.871 | 0.000 | 0.000 | ||
| 8697 | 2013.08.23 08:50 | modify | 2898 | 0.70 | 98.871 | 97.571 | 99.271 | ||
| 8698 | 2013.08.23 09:10 | close | 2898 | 0.70 | 98.996 | 97.571 | 99.271 | 8750.00 | 7742491.50 |
| 8699 | 2013.08.26 02:00 | sell | 2899 | 0.70 | 98.792 | 0.000 | 0.000 | ||
| 8700 | 2013.08.26 02:00 | modify | 2899 | 0.70 | 98.792 | 100.092 | 98.392 | ||