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 |
| 8701 | 2013.08.26 03:50 | close | 2899 | 0.70 | 98.661 | 100.092 | 98.392 | 9170.00 | 7751661.50 |
| 8702 | 2013.08.26 13:25 | sell | 2900 | 0.70 | 98.641 | 0.000 | 0.000 | ||
| 8703 | 2013.08.26 13:25 | modify | 2900 | 0.70 | 98.641 | 99.941 | 98.241 | ||
| 8704 | 2013.08.26 15:30 | close | 2900 | 0.70 | 98.531 | 99.941 | 98.241 | 7700.00 | 7759361.50 |
| 8705 | 2013.08.28 01:25 | sell | 2901 | 0.70 | 97.133 | 0.000 | 0.000 | ||
| 8706 | 2013.08.28 01:25 | modify | 2901 | 0.70 | 97.133 | 98.433 | 96.733 | ||
| 8707 | 2013.08.28 02:55 | close | 2901 | 0.70 | 96.966 | 98.433 | 96.733 | 11690.00 | 7771051.50 |
| 8708 | 2013.08.28 08:20 | sell | 2902 | 0.70 | 97.336 | 0.000 | 0.000 | ||
| 8709 | 2013.08.28 08:20 | modify | 2902 | 0.70 | 97.336 | 98.636 | 96.936 | ||
| 8710 | 2013.08.28 13:45 | close | 2902 | 0.70 | 97.313 | 98.636 | 96.936 | 1610.00 | 7772661.50 |
| 8711 | 2013.08.29 20:35 | buy | 2903 | 0.70 | 98.242 | 0.000 | 0.000 | ||
| 8712 | 2013.08.29 20:35 | modify | 2903 | 0.70 | 98.242 | 96.942 | 98.642 | ||
| 8713 | 2013.08.29 23:45 | close | 2903 | 0.70 | 98.330 | 96.942 | 98.642 | 6160.00 | 7778821.50 |
| 8714 | 2013.09.02 16:35 | buy | 2904 | 0.70 | 99.176 | 0.000 | 0.000 | ||
| 8715 | 2013.09.02 16:35 | modify | 2904 | 0.70 | 99.176 | 97.876 | 99.576 | ||
| 8716 | 2013.09.02 17:50 | close | 2904 | 0.70 | 99.306 | 97.876 | 99.576 | 9100.00 | 7787921.50 |
| 8717 | 2013.09.03 05:40 | buy | 2905 | 0.70 | 99.386 | 0.000 | 0.000 | ||
| 8718 | 2013.09.03 05:40 | modify | 2905 | 0.70 | 99.386 | 98.086 | 99.786 | ||
| 8719 | 2013.09.03 06:35 | close | 2905 | 0.70 | 99.503 | 98.086 | 99.786 | 8190.00 | 7796111.50 |
| 8720 | 2013.09.06 21:10 | sell | 2906 | 0.70 | 99.215 | 0.000 | 0.000 | ||
| 8721 | 2013.09.06 21:10 | modify | 2906 | 0.70 | 99.215 | 100.515 | 98.815 | ||
| 8722 | 2013.09.06 22:15 | close | 2906 | 0.70 | 99.113 | 100.515 | 98.815 | 7140.00 | 7803251.50 |
| 8723 | 2013.09.09 00:45 | sell | 2907 | 0.40 | 99.629 | 0.000 | 0.000 | ||
| 8724 | 2013.09.09 00:45 | modify | 2907 | 0.40 | 99.629 | 101.979 | 98.579 | ||
| 8725 | 2013.09.09 06:40 | sell | 2908 | 0.50 | 99.656 | 0.000 | 0.000 | ||
| 8726 | 2013.09.09 06:40 | modify | 2908 | 0.50 | 99.656 | 101.256 | 98.356 | ||
| 8727 | 2013.09.09 09:45 | close | 2908 | 0.50 | 99.542 | 101.256 | 98.356 | 5700.00 | 7808951.50 |
| 8728 | 2013.09.09 12:25 | close | 2907 | 0.40 | 99.426 | 101.979 | 98.579 | 8120.00 | 7817071.50 |
| 8729 | 2013.09.11 03:05 | buy | 2909 | 0.70 | 100.275 | 0.000 | 0.000 | ||
| 8730 | 2013.09.11 03:05 | modify | 2909 | 0.70 | 100.275 | 98.975 | 100.675 | ||
| 8731 | 2013.09.11 04:15 | close | 2909 | 0.70 | 100.408 | 98.975 | 100.675 | 9310.00 | 7826381.50 |
| 8732 | 2013.09.11 09:20 | buy | 2910 | 0.70 | 100.333 | 0.000 | 0.000 | ||
| 8733 | 2013.09.11 09:20 | modify | 2910 | 0.70 | 100.333 | 99.033 | 100.733 | ||
| 8734 | 2013.09.11 14:10 | close | 2910 | 0.70 | 100.337 | 99.033 | 100.733 | 280.00 | 7826661.50 |
| 8735 | 2013.09.12 15:35 | sell | 2911 | 0.70 | 99.600 | 0.000 | 0.000 | ||
| 8736 | 2013.09.12 15:35 | modify | 2911 | 0.70 | 99.600 | 100.900 | 99.200 | ||
| 8737 | 2013.09.12 16:05 | close | 2911 | 0.70 | 99.498 | 100.900 | 99.200 | 7140.00 | 7833801.50 |
| 8738 | 2013.09.12 22:00 | sell | 2912 | 0.70 | 99.438 | 0.000 | 0.000 | ||
| 8739 | 2013.09.12 22:00 | modify | 2912 | 0.70 | 99.438 | 100.738 | 99.038 | ||
| 8740 | 2013.09.13 06:40 | close | 2912 | 0.70 | 99.604 | 100.738 | 99.038 | -12394.20 | 7821407.30 |
| 8741 | 2013.09.16 18:40 | sell | 2913 | 0.70 | 98.935 | 0.000 | 0.000 | ||
| 8742 | 2013.09.16 18:40 | modify | 2913 | 0.70 | 98.935 | 100.235 | 98.535 | ||
| 8743 | 2013.09.17 00:25 | close | 2913 | 0.70 | 99.031 | 100.235 | 98.535 | -7490.44 | 7813916.86 |
| 8744 | 2013.09.17 09:00 | buy | 2914 | 0.70 | 99.117 | 0.000 | 0.000 | ||
| 8745 | 2013.09.17 09:00 | modify | 2914 | 0.70 | 99.117 | 97.817 | 99.517 | ||
| 8746 | 2013.09.17 10:40 | close | 2914 | 0.70 | 99.253 | 97.817 | 99.517 | 9520.00 | 7823436.86 |
| 8747 | 2013.09.19 06:05 | sell | 2915 | 0.70 | 98.345 | 0.000 | 0.000 | ||
| 8748 | 2013.09.19 06:05 | modify | 2915 | 0.70 | 98.345 | 99.645 | 97.945 | ||
| 8749 | 2013.09.19 08:50 | close | 2915 | 0.70 | 98.251 | 99.645 | 97.945 | 6580.00 | 7830016.86 |
| 8750 | 2013.09.19 12:35 | sell | 2916 | 0.50 | 98.897 | 0.000 | 0.000 | ||
| 8751 | 2013.09.19 12:35 | modify | 2916 | 0.50 | 98.897 | 100.497 | 97.597 | ||
| 8752 | 2013.09.19 20:30 | close | 2916 | 0.50 | 99.294 | 100.497 | 97.597 | -19850.00 | 7810166.86 |
| 8753 | 2013.09.19 20:35 | buy | 2917 | 0.70 | 99.257 | 0.000 | 0.000 | ||
| 8754 | 2013.09.19 20:35 | modify | 2917 | 0.70 | 99.257 | 97.957 | 99.657 | ||
| 8755 | 2013.09.19 20:45 | close | 2917 | 0.70 | 99.386 | 97.957 | 99.657 | 9030.00 | 7819196.86 |
| 8756 | 2013.09.26 11:55 | buy | 2918 | 0.70 | 98.698 | 0.000 | 0.000 | ||
| 8757 | 2013.09.26 11:55 | modify | 2918 | 0.70 | 98.698 | 97.398 | 99.098 | ||
| 8758 | 2013.09.26 14:20 | close | 2918 | 0.70 | 98.716 | 97.398 | 99.098 | 1260.00 | 7820456.86 |
| 8759 | 2013.09.30 06:55 | sell | 2919 | 0.70 | 97.986 | 0.000 | 0.000 | ||
| 8760 | 2013.09.30 06:55 | modify | 2919 | 0.70 | 97.986 | 99.286 | 97.586 | ||
| 8761 | 2013.09.30 08:55 | close | 2919 | 0.70 | 97.878 | 99.286 | 97.586 | 7560.00 | 7828016.86 |
| 8762 | 2013.10.01 04:10 | sell | 2920 | 0.50 | 98.447 | 0.000 | 0.000 | ||
| 8763 | 2013.10.01 04:10 | modify | 2920 | 0.50 | 98.447 | 100.047 | 97.147 | ||
| 8764 | 2013.10.01 06:05 | buy | 2921 | 0.50 | 98.258 | 0.000 | 0.000 | ||
| 8765 | 2013.10.01 06:05 | modify | 2921 | 0.50 | 98.258 | 96.658 | 99.558 | ||
| 8766 | 2013.10.01 09:50 | close | 2920 | 0.50 | 98.019 | 100.047 | 97.147 | 21400.00 | 7849416.86 |
| 8767 | 2013.10.01 15:55 | close | 2921 | 0.50 | 97.940 | 96.658 | 99.558 | -15900.00 | 7833516.86 |
| 8768 | 2013.10.01 16:40 | sell | 2922 | 0.50 | 98.030 | 0.000 | 0.000 | ||
| 8769 | 2013.10.01 16:40 | modify | 2922 | 0.50 | 98.030 | 99.630 | 96.730 | ||
| 8770 | 2013.10.01 21:30 | close | 2922 | 0.50 | 97.930 | 99.630 | 96.730 | 5000.00 | 7838516.86 |
| 8771 | 2013.10.02 19:45 | sell | 2923 | 0.50 | 97.450 | 0.000 | 0.000 | ||
| 8772 | 2013.10.02 19:45 | modify | 2923 | 0.50 | 97.450 | 99.050 | 96.150 | ||
| 8773 | 2013.10.02 19:50 | sell | 2924 | 0.70 | 97.488 | 0.000 | 0.000 | ||
| 8774 | 2013.10.02 19:50 | modify | 2924 | 0.70 | 97.488 | 98.788 | 97.088 | ||
| 8775 | 2013.10.02 22:05 | close | 2924 | 0.70 | 97.381 | 98.788 | 97.088 | 7490.00 | 7846006.86 |
| 8776 | 2013.10.03 01:50 | sell | 2925 | 0.70 | 97.448 | 0.000 | 0.000 | ||
| 8777 | 2013.10.03 01:50 | modify | 2925 | 0.70 | 97.448 | 98.748 | 97.048 | ||
| 8778 | 2013.10.03 02:35 | close | 2925 | 0.70 | 97.367 | 98.748 | 97.048 | 5670.00 | 7851676.86 |
| 8779 | 2013.10.03 02:50 | close | 2923 | 0.50 | 97.288 | 99.050 | 96.150 | 6477.42 | 7858154.28 |
| 8780 | 2013.10.04 03:20 | sell | 2926 | 0.70 | 97.384 | 0.000 | 0.000 | ||
| 8781 | 2013.10.04 03:20 | modify | 2926 | 0.70 | 97.384 | 98.684 | 96.984 | ||
| 8782 | 2013.10.04 03:50 | close | 2926 | 0.70 | 97.280 | 98.684 | 96.984 | 7280.00 | 7865434.28 |
| 8783 | 2013.10.07 00:05 | buy | 2927 | 0.70 | 97.258 | 0.000 | 0.000 | ||
| 8784 | 2013.10.07 00:05 | modify | 2927 | 0.70 | 97.258 | 95.958 | 97.658 | ||
| 8785 | 2013.10.07 17:10 | close | 2927 | 0.70 | 97.041 | 95.958 | 97.658 | -15190.00 | 7850244.28 |
| 8786 | 2013.10.09 14:35 | buy | 2928 | 0.70 | 97.265 | 0.000 | 0.000 | ||
| 8787 | 2013.10.09 14:35 | modify | 2928 | 0.70 | 97.265 | 95.965 | 97.665 | ||
| 8788 | 2013.10.09 15:45 | close | 2928 | 0.70 | 97.371 | 95.965 | 97.665 | 7420.00 | 7857664.28 |
| 8789 | 2013.10.09 17:50 | buy | 2929 | 0.70 | 97.215 | 0.000 | 0.000 | ||
| 8790 | 2013.10.09 17:50 | modify | 2929 | 0.70 | 97.215 | 95.915 | 97.615 | ||
| 8791 | 2013.10.09 20:20 | close | 2929 | 0.70 | 97.328 | 95.915 | 97.615 | 7910.00 | 7865574.28 |
| 8792 | 2013.10.11 01:20 | buy | 2930 | 0.70 | 97.987 | 0.000 | 0.000 | ||
| 8793 | 2013.10.11 01:20 | modify | 2930 | 0.70 | 97.987 | 96.687 | 98.387 | ||
| 8794 | 2013.10.11 01:35 | close | 2930 | 0.70 | 98.099 | 96.687 | 98.387 | 7840.00 | 7873414.28 |
| 8795 | 2013.10.16 21:00 | buy | 2931 | 0.70 | 98.624 | 0.000 | 0.000 | ||
| 8796 | 2013.10.16 21:00 | modify | 2931 | 0.70 | 98.624 | 97.324 | 99.024 | ||
| 8797 | 2013.10.16 21:20 | close | 2931 | 0.70 | 98.737 | 97.324 | 99.024 | 7910.00 | 7881324.28 |
| 8798 | 2013.10.18 01:10 | sell | 2932 | 0.70 | 97.975 | 0.000 | 0.000 | ||
| 8799 | 2013.10.18 01:10 | modify | 2932 | 0.70 | 97.975 | 99.275 | 97.575 | ||
| 8800 | 2013.10.18 06:40 | close | 2932 | 0.70 | 97.971 | 99.275 | 97.575 | 280.00 | 7881604.28 |
| 8801 | 2013.10.30 15:15 | buy | 2933 | 0.70 | 98.181 | 0.000 | 0.000 | ||
| 8802 | 2013.10.30 15:15 | modify | 2933 | 0.70 | 98.181 | 96.881 | 98.581 | ||
| 8803 | 2013.10.30 21:05 | close | 2933 | 0.70 | 98.370 | 96.881 | 98.581 | 13230.00 | 7894834.28 |
| 8804 | 2013.11.04 00:00 | buy | 2934 | 0.70 | 98.831 | 0.000 | 0.000 | ||
| 8805 | 2013.11.04 00:00 | modify | 2934 | 0.70 | 98.831 | 97.531 | 99.231 | ||
| 8806 | 2013.11.04 02:15 | close | 2934 | 0.70 | 98.762 | 97.531 | 99.231 | -4830.00 | 7890004.28 |
| 8807 | 2013.11.04 09:05 | buy | 2935 | 0.70 | 98.668 | 0.000 | 0.000 | ||
| 8808 | 2013.11.04 09:05 | modify | 2935 | 0.70 | 98.668 | 97.368 | 99.068 | ||
| 8809 | 2013.11.04 20:20 | close | 2935 | 0.70 | 98.683 | 97.368 | 99.068 | 1050.00 | 7891054.28 |
| 8810 | 2013.11.08 01:00 | sell | 2936 | 0.70 | 98.193 | 0.000 | 0.000 | ||
| 8811 | 2013.11.08 01:00 | modify | 2936 | 0.70 | 98.193 | 99.493 | 97.793 | ||
| 8812 | 2013.11.08 01:30 | close | 2936 | 0.70 | 98.062 | 99.493 | 97.793 | 9170.00 | 7900224.28 |
| 8813 | 2013.11.08 10:55 | sell | 2937 | 0.70 | 98.231 | 0.000 | 0.000 | ||
| 8814 | 2013.11.08 10:55 | modify | 2937 | 0.70 | 98.231 | 99.531 | 97.831 | ||
| 8815 | 2013.11.08 14:55 | close | 2937 | 0.70 | 98.094 | 99.531 | 97.831 | 9590.00 | 7909814.28 |
| 8816 | 2013.11.11 02:55 | buy | 2938 | 0.70 | 98.991 | 0.000 | 0.000 | ||
| 8817 | 2013.11.11 02:55 | modify | 2938 | 0.70 | 98.991 | 97.691 | 99.391 | ||
| 8818 | 2013.11.11 10:30 | close | 2938 | 0.70 | 99.028 | 97.691 | 99.391 | 2590.00 | 7912404.28 |
| 8819 | 2013.11.12 00:00 | buy | 2939 | 0.70 | 99.165 | 0.000 | 0.000 | ||
| 8820 | 2013.11.12 00:00 | modify | 2939 | 0.70 | 99.165 | 97.865 | 99.565 | ||
| 8821 | 2013.11.12 02:35 | close | 2939 | 0.70 | 99.220 | 97.865 | 99.565 | 3850.00 | 7916254.28 |
| 8822 | 2013.11.15 08:10 | buy | 2940 | 0.70 | 100.065 | 0.000 | 0.000 | ||
| 8823 | 2013.11.15 08:10 | modify | 2940 | 0.70 | 100.065 | 98.765 | 100.465 | ||
| 8824 | 2013.11.15 09:55 | close | 2940 | 0.70 | 100.171 | 98.765 | 100.465 | 7420.00 | 7923674.28 |
| 8825 | 2013.11.15 15:45 | buy | 2941 | 0.70 | 100.205 | 0.000 | 0.000 | ||
| 8826 | 2013.11.15 15:45 | modify | 2941 | 0.70 | 100.205 | 98.905 | 100.605 | ||
| 8827 | 2013.11.15 17:30 | close | 2941 | 0.70 | 100.321 | 98.905 | 100.605 | 8120.00 | 7931794.28 |
| 8828 | 2013.11.22 06:40 | buy | 2942 | 0.70 | 101.070 | 0.000 | 0.000 | ||
| 8829 | 2013.11.22 06:40 | modify | 2942 | 0.70 | 101.070 | 99.770 | 101.470 | ||
| 8830 | 2013.11.22 11:35 | close | 2942 | 0.70 | 101.094 | 99.770 | 101.470 | 1680.00 | 7933474.28 |
| 8831 | 2013.11.25 10:50 | buy | 2943 | 0.70 | 101.652 | 0.000 | 0.000 | ||
| 8832 | 2013.11.25 10:50 | modify | 2943 | 0.70 | 101.652 | 100.352 | 102.052 | ||
| 8833 | 2013.11.25 13:25 | close | 2943 | 0.70 | 101.783 | 100.352 | 102.052 | 9170.00 | 7942644.28 |
| 8834 | 2013.11.25 17:35 | buy | 2944 | 0.70 | 101.608 | 0.000 | 0.000 | ||
| 8835 | 2013.11.25 17:35 | modify | 2944 | 0.70 | 101.608 | 100.308 | 102.008 | ||
| 8836 | 2013.11.25 18:05 | close | 2944 | 0.70 | 101.715 | 100.308 | 102.008 | 7490.00 | 7950134.28 |
| 8837 | 2013.11.26 07:40 | sell | 2945 | 0.70 | 101.584 | 0.000 | 0.000 | ||
| 8838 | 2013.11.26 07:40 | modify | 2945 | 0.70 | 101.584 | 102.884 | 101.184 | ||
| 8839 | 2013.11.26 09:35 | close | 2945 | 0.70 | 101.463 | 102.884 | 101.184 | 8470.00 | 7958604.28 |
| 8840 | 2013.11.28 02:50 | buy | 2946 | 0.70 | 102.027 | 0.000 | 0.000 | ||
| 8841 | 2013.11.28 02:50 | modify | 2946 | 0.70 | 102.027 | 100.727 | 102.427 | ||
| 8842 | 2013.11.28 07:30 | close | 2946 | 0.70 | 102.133 | 100.727 | 102.427 | 7420.00 | 7966024.28 |
| 8843 | 2013.12.02 22:45 | buy | 2947 | 0.70 | 102.990 | 0.000 | 0.000 | ||
| 8844 | 2013.12.02 22:45 | modify | 2947 | 0.70 | 102.990 | 101.690 | 103.390 | ||
| 8845 | 2013.12.03 03:15 | close | 2947 | 0.70 | 103.029 | 101.690 | 103.390 | 3176.36 | 7969200.64 |
| 8846 | 2013.12.03 09:50 | buy | 2948 | 0.70 | 103.072 | 0.000 | 0.000 | ||
| 8847 | 2013.12.03 09:50 | modify | 2948 | 0.70 | 103.072 | 101.772 | 103.472 | ||
| 8848 | 2013.12.03 17:10 | close | 2948 | 0.70 | 102.696 | 101.772 | 103.472 | -26320.00 | 7942880.64 |
| 8849 | 2013.12.03 22:40 | sell | 2949 | 0.50 | 102.386 | 0.000 | 0.000 | ||
| 8850 | 2013.12.03 22:40 | modify | 2949 | 0.50 | 102.386 | 103.986 | 101.086 | ||