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 |
| 751 | 2005.01.05 21:40 | sell | 251 | 0.50 | 104.012 | 0.000 | 0.000 | ||
| 752 | 2005.01.05 21:40 | modify | 251 | 0.50 | 104.012 | 105.612 | 102.712 | ||
| 753 | 2005.01.06 01:55 | close | 251 | 0.50 | 103.920 | 105.612 | 102.712 | 2864.68 | 1382698.50 |
| 754 | 2005.01.06 01:55 | buy | 252 | 0.50 | 103.916 | 0.000 | 0.000 | ||
| 755 | 2005.01.06 01:55 | modify | 252 | 0.50 | 103.916 | 102.316 | 105.216 | ||
| 756 | 2005.01.06 02:25 | sell | 253 | 0.50 | 104.121 | 0.000 | 0.000 | ||
| 757 | 2005.01.06 02:25 | modify | 253 | 0.50 | 104.121 | 105.721 | 102.821 | ||
| 758 | 2005.01.06 05:10 | close | 252 | 0.50 | 104.223 | 102.316 | 105.216 | 15350.00 | 1398048.50 |
| 759 | 2005.01.06 08:00 | close | 253 | 0.50 | 103.992 | 105.721 | 102.821 | 6450.00 | 1404498.50 |
| 760 | 2005.01.07 20:10 | buy | 254 | 0.50 | 104.839 | 0.000 | 0.000 | ||
| 761 | 2005.01.07 20:10 | modify | 254 | 0.50 | 104.839 | 103.239 | 106.139 | ||
| 762 | 2005.01.07 22:00 | sell | 255 | 0.50 | 104.947 | 0.000 | 0.000 | ||
| 763 | 2005.01.07 22:00 | modify | 255 | 0.50 | 104.947 | 106.547 | 103.647 | ||
| 764 | 2005.01.10 01:50 | close | 255 | 0.50 | 104.730 | 106.547 | 103.647 | 10267.78 | 1414766.28 |
| 765 | 2005.01.10 08:20 | close | 254 | 0.50 | 104.758 | 103.239 | 106.139 | -3725.41 | 1411040.87 |
| 766 | 2005.01.11 10:55 | sell | 256 | 0.70 | 104.140 | 0.000 | 0.000 | ||
| 767 | 2005.01.11 10:55 | modify | 256 | 0.70 | 104.140 | 105.440 | 103.740 | ||
| 768 | 2005.01.11 12:10 | close | 256 | 0.70 | 104.010 | 105.440 | 103.740 | 9100.00 | 1420140.87 |
| 769 | 2005.01.13 12:10 | sell | 257 | 0.70 | 102.513 | 0.000 | 0.000 | ||
| 770 | 2005.01.13 12:10 | modify | 257 | 0.70 | 102.513 | 103.813 | 102.113 | ||
| 771 | 2005.01.13 15:20 | close | 257 | 0.70 | 102.459 | 103.813 | 102.113 | 3780.00 | 1423920.87 |
| 772 | 2005.01.18 15:20 | buy | 258 | 0.70 | 102.483 | 0.000 | 0.000 | ||
| 773 | 2005.01.18 15:20 | modify | 258 | 0.70 | 102.483 | 101.183 | 102.883 | ||
| 774 | 2005.01.18 20:00 | close | 258 | 0.70 | 102.582 | 101.183 | 102.883 | 6930.00 | 1430850.87 |
| 775 | 2005.01.20 03:55 | buy | 259 | 0.70 | 102.635 | 0.000 | 0.000 | ||
| 776 | 2005.01.20 03:55 | modify | 259 | 0.70 | 102.635 | 101.335 | 103.035 | ||
| 777 | 2005.01.20 10:05 | close | 259 | 0.70 | 102.740 | 101.335 | 103.035 | 7350.00 | 1438200.87 |
| 778 | 2005.01.21 16:15 | buy | 260 | 0.70 | 103.582 | 0.000 | 0.000 | ||
| 779 | 2005.01.21 16:15 | modify | 260 | 0.70 | 103.582 | 102.282 | 103.982 | ||
| 780 | 2005.01.21 21:25 | buy | 261 | 0.50 | 102.725 | 0.000 | 0.000 | ||
| 781 | 2005.01.21 21:25 | modify | 261 | 0.50 | 102.725 | 101.125 | 104.025 | ||
| 782 | 2005.01.24 00:05 | sell | 262 | 0.50 | 102.731 | 0.000 | 0.000 | ||
| 783 | 2005.01.24 00:05 | modify | 262 | 0.50 | 102.731 | 104.331 | 101.431 | ||
| 784 | 2005.01.24 00:50 | close | 261 | 0.50 | 102.792 | 101.125 | 104.025 | 3668.24 | 1441869.11 |
| 785 | 2005.01.24 01:00 | close | 260 | 0.70 | 102.815 | 102.282 | 103.982 | -53244.46 | 1388624.65 |
| 786 | 2005.01.24 04:45 | sell | 263 | 0.70 | 102.914 | 0.000 | 0.000 | ||
| 787 | 2005.01.24 04:45 | modify | 263 | 0.70 | 102.914 | 104.214 | 102.514 | ||
| 788 | 2005.01.24 08:50 | close | 262 | 0.50 | 102.840 | 104.331 | 101.431 | -5450.00 | 1383174.65 |
| 789 | 2005.01.24 08:55 | close | 263 | 0.70 | 102.807 | 104.214 | 102.514 | 7490.00 | 1390664.65 |
| 790 | 2005.01.26 06:55 | buy | 264 | 0.50 | 103.429 | 0.000 | 0.000 | ||
| 791 | 2005.01.26 06:55 | modify | 264 | 0.50 | 103.429 | 101.829 | 104.729 | ||
| 792 | 2005.01.26 08:45 | close | 264 | 0.50 | 103.585 | 101.829 | 104.729 | 7800.00 | 1398464.65 |
| 793 | 2005.01.26 09:20 | buy | 265 | 0.50 | 103.430 | 0.000 | 0.000 | ||
| 794 | 2005.01.26 09:20 | modify | 265 | 0.50 | 103.430 | 101.830 | 104.730 | ||
| 795 | 2005.01.26 14:20 | sell | 266 | 0.50 | 103.461 | 0.000 | 0.000 | ||
| 796 | 2005.01.26 14:20 | modify | 266 | 0.50 | 103.461 | 105.061 | 102.161 | ||
| 797 | 2005.01.26 15:40 | close | 266 | 0.50 | 103.204 | 105.061 | 102.161 | 12850.00 | 1411314.65 |
| 798 | 2005.01.26 17:30 | sell | 267 | 0.50 | 103.198 | 0.000 | 0.000 | ||
| 799 | 2005.01.26 17:30 | modify | 267 | 0.50 | 103.198 | 104.798 | 101.898 | ||
| 800 | 2005.01.26 17:45 | close | 267 | 0.50 | 102.939 | 104.798 | 101.898 | 12950.00 | 1424264.65 |
| 801 | 2005.01.26 22:20 | sell | 268 | 0.50 | 103.091 | 0.000 | 0.000 | ||
| 802 | 2005.01.26 22:20 | modify | 268 | 0.50 | 103.091 | 104.691 | 101.791 | ||
| 803 | 2005.01.27 00:10 | close | 265 | 0.50 | 103.118 | 101.830 | 104.730 | -14642.30 | 1409622.35 |
| 804 | 2005.01.27 10:25 | close | 268 | 0.50 | 103.097 | 104.691 | 101.791 | -2017.85 | 1407604.50 |
| 805 | 2005.01.28 03:00 | sell | 269 | 0.70 | 103.095 | 0.000 | 0.000 | ||
| 806 | 2005.01.28 03:00 | modify | 269 | 0.70 | 103.095 | 104.395 | 102.695 | ||
| 807 | 2005.01.28 03:05 | close | 269 | 0.70 | 102.984 | 104.395 | 102.695 | 7770.00 | 1415374.50 |
| 808 | 2005.02.03 12:20 | buy | 270 | 0.70 | 103.920 | 0.000 | 0.000 | ||
| 809 | 2005.02.03 12:20 | modify | 270 | 0.70 | 103.920 | 102.620 | 104.320 | ||
| 810 | 2005.02.03 13:50 | close | 270 | 0.70 | 104.044 | 102.620 | 104.320 | 8680.00 | 1424054.50 |
| 811 | 2005.02.04 19:05 | sell | 271 | 0.50 | 103.797 | 0.000 | 0.000 | ||
| 812 | 2005.02.04 19:05 | modify | 271 | 0.50 | 103.797 | 105.397 | 102.497 | ||
| 813 | 2005.02.04 20:15 | sell | 272 | 0.70 | 103.961 | 0.000 | 0.000 | ||
| 814 | 2005.02.04 20:15 | modify | 272 | 0.70 | 103.961 | 105.261 | 103.561 | ||
| 815 | 2005.02.07 02:00 | close | 272 | 0.70 | 104.324 | 105.261 | 103.561 | -26221.66 | 1397832.85 |
| 816 | 2005.02.07 13:50 | close | 271 | 0.50 | 104.272 | 105.397 | 102.497 | -24329.76 | 1373503.09 |
| 817 | 2005.02.07 13:50 | buy | 273 | 0.70 | 104.275 | 0.000 | 0.000 | ||
| 818 | 2005.02.07 13:50 | modify | 273 | 0.70 | 104.275 | 102.975 | 104.675 | ||
| 819 | 2005.02.07 15:25 | close | 273 | 0.70 | 104.371 | 102.975 | 104.675 | 6720.00 | 1380223.09 |
| 820 | 2005.02.08 15:10 | buy | 274 | 0.70 | 105.543 | 0.000 | 0.000 | ||
| 821 | 2005.02.08 15:10 | modify | 274 | 0.70 | 105.543 | 104.243 | 105.943 | ||
| 822 | 2005.02.08 15:20 | close | 274 | 0.70 | 105.657 | 104.243 | 105.943 | 7980.00 | 1388203.09 |
| 823 | 2005.02.11 01:35 | buy | 275 | 0.50 | 105.742 | 0.000 | 0.000 | ||
| 824 | 2005.02.11 01:35 | modify | 275 | 0.50 | 105.742 | 104.142 | 107.042 | ||
| 825 | 2005.02.11 13:55 | close | 275 | 0.50 | 105.768 | 104.142 | 107.042 | 1300.00 | 1389503.09 |
| 826 | 2005.02.15 07:45 | buy | 276 | 0.70 | 105.139 | 0.000 | 0.000 | ||
| 827 | 2005.02.15 07:45 | modify | 276 | 0.70 | 105.139 | 103.839 | 105.539 | ||
| 828 | 2005.02.15 14:10 | close | 276 | 0.70 | 104.998 | 103.839 | 105.539 | -9870.00 | 1379633.09 |
| 829 | 2005.02.16 02:15 | sell | 277 | 0.70 | 104.656 | 0.000 | 0.000 | ||
| 830 | 2005.02.16 02:15 | modify | 277 | 0.70 | 104.656 | 105.956 | 104.256 | ||
| 831 | 2005.02.16 10:05 | close | 277 | 0.70 | 104.952 | 105.956 | 104.256 | -20720.00 | 1358913.09 |
| 832 | 2005.02.16 15:30 | buy | 278 | 0.50 | 104.841 | 0.000 | 0.000 | ||
| 833 | 2005.02.16 15:30 | modify | 278 | 0.50 | 104.841 | 103.241 | 106.141 | ||
| 834 | 2005.02.16 15:30 | buy | 279 | 0.70 | 104.841 | 0.000 | 0.000 | ||
| 835 | 2005.02.16 15:30 | modify | 279 | 0.70 | 104.841 | 103.541 | 105.241 | ||
| 836 | 2005.02.16 15:35 | close | 279 | 0.70 | 104.955 | 103.541 | 105.241 | 7980.00 | 1366893.09 |
| 837 | 2005.02.16 16:20 | sell | 280 | 0.50 | 105.068 | 0.000 | 0.000 | ||
| 838 | 2005.02.16 16:20 | modify | 280 | 0.50 | 105.068 | 106.668 | 103.768 | ||
| 839 | 2005.02.16 17:05 | close | 278 | 0.50 | 105.153 | 103.241 | 106.141 | 15600.00 | 1382493.09 |
| 840 | 2005.02.16 20:15 | buy | 281 | 0.70 | 105.230 | 0.000 | 0.000 | ||
| 841 | 2005.02.16 20:15 | modify | 281 | 0.70 | 105.230 | 103.930 | 105.630 | ||
| 842 | 2005.02.16 20:40 | close | 280 | 0.50 | 105.228 | 106.668 | 103.768 | -8000.00 | 1374493.09 |
| 843 | 2005.02.16 22:10 | close | 281 | 0.70 | 105.367 | 103.930 | 105.630 | 9590.00 | 1384083.09 |
| 844 | 2005.02.17 05:00 | buy | 282 | 0.70 | 105.293 | 0.000 | 0.000 | ||
| 845 | 2005.02.17 05:00 | modify | 282 | 0.70 | 105.293 | 103.993 | 105.693 | ||
| 846 | 2005.02.17 10:35 | close | 282 | 0.70 | 105.358 | 103.993 | 105.693 | 4550.00 | 1388633.09 |
| 847 | 2005.02.23 02:15 | sell | 283 | 0.70 | 104.362 | 0.000 | 0.000 | ||
| 848 | 2005.02.23 02:15 | modify | 283 | 0.70 | 104.362 | 105.662 | 103.962 | ||
| 849 | 2005.02.23 11:00 | buy | 284 | 0.50 | 104.611 | 0.000 | 0.000 | ||
| 850 | 2005.02.23 11:00 | modify | 284 | 0.50 | 104.611 | 103.011 | 105.911 | ||
| 851 | 2005.02.23 12:40 | close | 284 | 0.50 | 104.825 | 103.011 | 105.911 | 10700.00 | 1399333.09 |
| 852 | 2005.02.23 14:00 | buy | 285 | 0.50 | 104.707 | 0.000 | 0.000 | ||
| 853 | 2005.02.23 14:00 | modify | 285 | 0.50 | 104.707 | 103.107 | 106.007 | ||
| 854 | 2005.02.23 14:00 | close | 283 | 0.70 | 104.701 | 105.662 | 103.962 | -23730.00 | 1375603.09 |
| 855 | 2005.02.23 15:35 | sell | 286 | 0.50 | 104.847 | 0.000 | 0.000 | ||
| 856 | 2005.02.23 15:35 | modify | 286 | 0.50 | 104.847 | 106.447 | 103.547 | ||
| 857 | 2005.02.23 16:00 | close | 286 | 0.50 | 104.615 | 106.447 | 103.547 | 11600.00 | 1387203.09 |
| 858 | 2005.02.23 17:35 | close | 285 | 0.50 | 105.061 | 103.107 | 106.007 | 17700.00 | 1404903.09 |
| 859 | 2005.02.28 19:30 | sell | 287 | 0.70 | 104.400 | 0.000 | 0.000 | ||
| 860 | 2005.02.28 19:30 | modify | 287 | 0.70 | 104.400 | 105.700 | 104.000 | ||
| 861 | 2005.03.01 03:00 | close | 287 | 0.70 | 104.475 | 105.700 | 104.000 | -6063.47 | 1398839.62 |
| 862 | 2005.03.04 21:50 | sell | 288 | 0.70 | 104.653 | 0.000 | 0.000 | ||
| 863 | 2005.03.04 21:50 | modify | 288 | 0.70 | 104.653 | 105.953 | 104.253 | ||
| 864 | 2005.03.07 01:30 | close | 288 | 0.70 | 104.683 | 105.953 | 104.253 | -2914.80 | 1395924.82 |
| 865 | 2005.03.07 05:05 | sell | 289 | 0.70 | 104.824 | 0.000 | 0.000 | ||
| 866 | 2005.03.07 05:05 | modify | 289 | 0.70 | 104.824 | 106.124 | 104.424 | ||
| 867 | 2005.03.07 05:55 | close | 289 | 0.70 | 104.694 | 106.124 | 104.424 | 9100.00 | 1405024.82 |
| 868 | 2005.03.08 00:25 | buy | 290 | 0.70 | 105.077 | 0.000 | 0.000 | ||
| 869 | 2005.03.08 00:25 | modify | 290 | 0.70 | 105.077 | 103.777 | 105.477 | ||
| 870 | 2005.03.08 06:50 | close | 290 | 0.70 | 105.058 | 103.777 | 105.477 | -1330.00 | 1403694.82 |
| 871 | 2005.03.09 15:15 | sell | 291 | 0.70 | 104.273 | 0.000 | 0.000 | ||
| 872 | 2005.03.09 15:15 | modify | 291 | 0.70 | 104.273 | 105.573 | 103.873 | ||
| 873 | 2005.03.09 15:30 | close | 291 | 0.70 | 104.130 | 105.573 | 103.873 | 10010.00 | 1413704.82 |
| 874 | 2005.03.14 23:15 | buy | 292 | 0.70 | 104.859 | 0.000 | 0.000 | ||
| 875 | 2005.03.14 23:15 | modify | 292 | 0.70 | 104.859 | 103.559 | 105.259 | ||
| 876 | 2005.03.15 01:40 | close | 292 | 0.70 | 104.964 | 103.559 | 105.259 | 7804.53 | 1421509.35 |
| 877 | 2005.03.15 02:40 | buy | 293 | 0.70 | 104.770 | 0.000 | 0.000 | ||
| 878 | 2005.03.15 02:40 | modify | 293 | 0.70 | 104.770 | 103.470 | 105.170 | ||
| 879 | 2005.03.15 06:20 | close | 293 | 0.70 | 104.736 | 103.470 | 105.170 | -2380.00 | 1419129.35 |
| 880 | 2005.03.18 10:30 | buy | 294 | 0.70 | 104.667 | 0.000 | 0.000 | ||
| 881 | 2005.03.18 10:30 | modify | 294 | 0.70 | 104.667 | 103.367 | 105.067 | ||
| 882 | 2005.03.18 10:55 | close | 294 | 0.70 | 104.784 | 103.367 | 105.067 | 8190.00 | 1427319.35 |
| 883 | 2005.03.21 17:55 | buy | 295 | 0.70 | 105.044 | 0.000 | 0.000 | ||
| 884 | 2005.03.21 17:55 | modify | 295 | 0.70 | 105.044 | 103.744 | 105.444 | ||
| 885 | 2005.03.21 18:40 | close | 295 | 0.70 | 105.162 | 103.744 | 105.444 | 8260.00 | 1435579.35 |
| 886 | 2005.03.23 03:05 | buy | 296 | 0.70 | 105.348 | 0.000 | 0.000 | ||
| 887 | 2005.03.23 03:05 | modify | 296 | 0.70 | 105.348 | 104.048 | 105.748 | ||
| 888 | 2005.03.23 03:15 | close | 296 | 0.70 | 105.452 | 104.048 | 105.748 | 7280.00 | 1442859.35 |
| 889 | 2005.03.23 23:55 | buy | 297 | 0.70 | 105.937 | 0.000 | 0.000 | ||
| 890 | 2005.03.23 23:55 | modify | 297 | 0.70 | 105.937 | 104.637 | 106.337 | ||
| 891 | 2005.03.24 02:25 | close | 297 | 0.70 | 106.092 | 104.637 | 106.337 | 12227.93 | 1455087.28 |
| 892 | 2005.03.30 00:25 | buy | 298 | 0.70 | 107.347 | 0.000 | 0.000 | ||
| 893 | 2005.03.30 00:25 | modify | 298 | 0.70 | 107.347 | 106.047 | 107.747 | ||
| 894 | 2005.03.30 01:25 | close | 298 | 0.70 | 107.492 | 106.047 | 107.747 | 10150.00 | 1465237.28 |
| 895 | 2005.03.31 17:10 | sell | 299 | 0.70 | 107.078 | 0.000 | 0.000 | ||
| 896 | 2005.03.31 17:10 | modify | 299 | 0.70 | 107.078 | 108.378 | 106.678 | ||
| 897 | 2005.03.31 23:15 | close | 299 | 0.70 | 107.124 | 108.378 | 106.678 | -3220.00 | 1462017.28 |
| 898 | 2005.04.05 15:20 | buy | 300 | 0.70 | 108.572 | 0.000 | 0.000 | ||
| 899 | 2005.04.05 15:20 | modify | 300 | 0.70 | 108.572 | 107.272 | 108.972 | ||
| 900 | 2005.04.06 00:35 | close | 300 | 0.70 | 108.208 | 107.272 | 108.972 | -25011.06 | 1437006.22 |