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 |
| 8851 | 2013.12.04 11:45 | close | 2949 | 0.50 | 102.550 | 103.986 | 101.086 | -8769.52 | 7934111.12 |
| 8852 | 2013.12.05 11:25 | sell | 2950 | 0.70 | 102.142 | 0.000 | 0.000 | ||
| 8853 | 2013.12.05 11:25 | modify | 2950 | 0.70 | 102.142 | 103.442 | 101.742 | ||
| 8854 | 2013.12.05 12:45 | close | 2950 | 0.70 | 102.020 | 103.442 | 101.742 | 8540.00 | 7942651.12 |
| 8855 | 2013.12.11 14:45 | sell | 2951 | 0.70 | 102.608 | 0.000 | 0.000 | ||
| 8856 | 2013.12.11 14:45 | modify | 2951 | 0.70 | 102.608 | 103.908 | 102.208 | ||
| 8857 | 2013.12.11 16:50 | close | 2951 | 0.70 | 102.538 | 103.908 | 102.208 | 4900.00 | 7947551.12 |
| 8858 | 2013.12.13 09:05 | buy | 2952 | 0.70 | 103.638 | 0.000 | 0.000 | ||
| 8859 | 2013.12.13 09:05 | modify | 2952 | 0.70 | 103.638 | 102.338 | 104.038 | ||
| 8860 | 2013.12.13 12:50 | close | 2952 | 0.70 | 103.669 | 102.338 | 104.038 | 2170.00 | 7949721.12 |
| 8861 | 2013.12.13 14:55 | buy | 2953 | 0.70 | 103.450 | 0.000 | 0.000 | ||
| 8862 | 2013.12.13 14:55 | modify | 2953 | 0.70 | 103.450 | 102.150 | 103.850 | ||
| 8863 | 2013.12.16 01:35 | close | 2953 | 0.70 | 103.242 | 102.150 | 103.850 | -14112.14 | 7935608.99 |
| 8864 | 2013.12.16 10:45 | sell | 2954 | 0.70 | 103.038 | 0.000 | 0.000 | ||
| 8865 | 2013.12.16 10:45 | modify | 2954 | 0.70 | 103.038 | 104.338 | 102.638 | ||
| 8866 | 2013.12.16 14:55 | close | 2954 | 0.70 | 102.878 | 104.338 | 102.638 | 11200.00 | 7946808.99 |
| 8867 | 2013.12.19 04:15 | buy | 2955 | 0.70 | 103.877 | 0.000 | 0.000 | ||
| 8868 | 2013.12.19 04:15 | modify | 2955 | 0.70 | 103.877 | 102.577 | 104.277 | ||
| 8869 | 2013.12.19 04:40 | close | 2955 | 0.70 | 103.985 | 102.577 | 104.277 | 7560.00 | 7954368.99 |
| 8870 | 2013.12.23 16:30 | sell | 2956 | 0.70 | 104.002 | 0.000 | 0.000 | ||
| 8871 | 2013.12.23 16:30 | modify | 2956 | 0.70 | 104.002 | 105.302 | 103.602 | ||
| 8872 | 2013.12.24 07:25 | close | 2956 | 0.70 | 104.308 | 105.302 | 103.602 | -22229.72 | 7932139.26 |
| 8873 | 2013.12.26 18:00 | buy | 2957 | 0.70 | 104.700 | 0.000 | 0.000 | ||
| 8874 | 2013.12.26 18:00 | modify | 2957 | 0.70 | 104.700 | 103.400 | 105.100 | ||
| 8875 | 2013.12.26 20:30 | close | 2957 | 0.70 | 104.742 | 103.400 | 105.100 | 2940.00 | 7935079.26 |
| 8876 | 2013.12.30 11:30 | buy | 2958 | 0.70 | 105.298 | 0.000 | 0.000 | ||
| 8877 | 2013.12.30 11:30 | modify | 2958 | 0.70 | 105.298 | 103.998 | 105.698 | ||
| 8878 | 2013.12.30 20:55 | close | 2958 | 0.70 | 105.111 | 103.998 | 105.698 | -13090.00 | 7921989.26 |
| 8879 | 2014.01.02 15:15 | buy | 2959 | 0.70 | 105.301 | 0.000 | 0.000 | ||
| 8880 | 2014.01.02 15:15 | modify | 2959 | 0.70 | 105.301 | 104.001 | 105.701 | ||
| 8881 | 2014.01.02 23:55 | close | 2959 | 0.70 | 104.799 | 104.001 | 105.701 | -35140.00 | 7886849.26 |
| 8882 | 2014.01.06 02:25 | buy | 2960 | 0.70 | 104.653 | 0.000 | 0.000 | ||
| 8883 | 2014.01.06 02:25 | modify | 2960 | 0.70 | 104.653 | 103.353 | 105.053 | ||
| 8884 | 2014.01.06 10:05 | close | 2960 | 0.70 | 104.438 | 103.353 | 105.053 | -15050.00 | 7871799.26 |
| 8885 | 2014.01.06 10:15 | sell | 2961 | 0.70 | 104.452 | 0.000 | 0.000 | ||
| 8886 | 2014.01.06 10:15 | modify | 2961 | 0.70 | 104.452 | 105.752 | 104.052 | ||
| 8887 | 2014.01.06 18:00 | close | 2961 | 0.70 | 104.537 | 105.752 | 104.052 | -5950.00 | 7865849.26 |
| 8888 | 2014.01.08 12:35 | buy | 2962 | 0.70 | 104.832 | 0.000 | 0.000 | ||
| 8889 | 2014.01.08 12:35 | modify | 2962 | 0.70 | 104.832 | 103.532 | 105.232 | ||
| 8890 | 2014.01.08 15:20 | close | 2962 | 0.70 | 104.971 | 103.532 | 105.232 | 9730.00 | 7875579.26 |
| 8891 | 2014.01.13 14:50 | sell | 2963 | 0.70 | 103.519 | 0.000 | 0.000 | ||
| 8892 | 2014.01.13 14:50 | modify | 2963 | 0.70 | 103.519 | 104.819 | 103.119 | ||
| 8893 | 2014.01.13 15:40 | close | 2963 | 0.70 | 103.367 | 104.819 | 103.119 | 10640.00 | 7886219.26 |
| 8894 | 2014.01.14 01:35 | sell | 2964 | 0.70 | 103.161 | 0.000 | 0.000 | ||
| 8895 | 2014.01.14 01:35 | modify | 2964 | 0.70 | 103.161 | 104.461 | 102.761 | ||
| 8896 | 2014.01.14 06:55 | close | 2964 | 0.70 | 103.296 | 104.461 | 102.761 | -9450.00 | 7876769.26 |
| 8897 | 2014.01.15 02:25 | buy | 2965 | 0.70 | 104.138 | 0.000 | 0.000 | ||
| 8898 | 2014.01.15 02:25 | modify | 2965 | 0.70 | 104.138 | 102.838 | 104.538 | ||
| 8899 | 2014.01.15 03:15 | close | 2965 | 0.70 | 104.316 | 102.838 | 104.538 | 12460.00 | 7889229.26 |
| 8900 | 2014.01.15 09:35 | buy | 2966 | 0.70 | 104.303 | 0.000 | 0.000 | ||
| 8901 | 2014.01.15 09:35 | modify | 2966 | 0.70 | 104.303 | 103.003 | 104.703 | ||
| 8902 | 2014.01.15 11:05 | close | 2966 | 0.70 | 104.414 | 103.003 | 104.703 | 7770.00 | 7896999.26 |
| 8903 | 2014.01.16 20:20 | sell | 2967 | 0.70 | 104.450 | 0.000 | 0.000 | ||
| 8904 | 2014.01.16 20:20 | modify | 2967 | 0.70 | 104.450 | 105.750 | 104.050 | ||
| 8905 | 2014.01.16 21:20 | close | 2967 | 0.70 | 104.343 | 105.750 | 104.050 | 7490.00 | 7904489.26 |
| 8906 | 2014.01.21 16:30 | buy | 2968 | 0.70 | 104.508 | 0.000 | 0.000 | ||
| 8907 | 2014.01.21 16:30 | modify | 2968 | 0.70 | 104.508 | 103.208 | 104.908 | ||
| 8908 | 2014.01.21 22:25 | close | 2968 | 0.70 | 104.321 | 103.208 | 104.908 | -13090.00 | 7891399.26 |
| 8909 | 2014.01.21 23:00 | sell | 2969 | 0.70 | 104.374 | 0.000 | 0.000 | ||
| 8910 | 2014.01.21 23:00 | modify | 2969 | 0.70 | 104.374 | 105.674 | 103.974 | ||
| 8911 | 2014.01.22 01:35 | close | 2969 | 0.70 | 104.275 | 105.674 | 103.974 | 6118.76 | 7897518.03 |
| 8912 | 2014.01.24 02:45 | sell | 2970 | 0.70 | 103.520 | 0.000 | 0.000 | ||
| 8913 | 2014.01.24 02:45 | modify | 2970 | 0.70 | 103.520 | 104.820 | 103.120 | ||
| 8914 | 2014.01.24 03:05 | close | 2970 | 0.70 | 103.389 | 104.820 | 103.120 | 9170.00 | 7906688.03 |
| 8915 | 2014.01.24 09:25 | sell | 2971 | 0.70 | 103.520 | 0.000 | 0.000 | ||
| 8916 | 2014.01.24 09:25 | modify | 2971 | 0.70 | 103.520 | 104.820 | 103.120 | ||
| 8917 | 2014.01.24 09:50 | close | 2971 | 0.70 | 103.404 | 104.820 | 103.120 | 8120.00 | 7914808.03 |
| 8918 | 2014.01.27 03:00 | sell | 2972 | 0.50 | 102.379 | 0.000 | 0.000 | ||
| 8919 | 2014.01.27 03:00 | modify | 2972 | 0.50 | 102.379 | 103.979 | 101.079 | ||
| 8920 | 2014.01.27 05:40 | sell | 2973 | 0.40 | 102.439 | 0.000 | 0.000 | ||
| 8921 | 2014.01.27 05:40 | modify | 2973 | 0.40 | 102.439 | 104.789 | 101.389 | ||
| 8922 | 2014.01.27 11:15 | close | 2972 | 0.50 | 102.328 | 103.979 | 101.079 | 2550.00 | 7917358.03 |
| 8923 | 2014.01.27 18:15 | close | 2973 | 0.40 | 102.389 | 104.789 | 101.389 | 2000.00 | 7919358.03 |
| 8924 | 2014.01.30 06:05 | sell | 2974 | 0.70 | 102.377 | 0.000 | 0.000 | ||
| 8925 | 2014.01.30 06:05 | modify | 2974 | 0.70 | 102.377 | 103.677 | 101.977 | ||
| 8926 | 2014.01.30 06:10 | sell | 2975 | 0.40 | 102.447 | 0.000 | 0.000 | ||
| 8927 | 2014.01.30 06:10 | modify | 2975 | 0.40 | 102.447 | 104.797 | 101.397 | ||
| 8928 | 2014.01.30 11:00 | close | 2974 | 0.70 | 102.270 | 103.677 | 101.977 | 7490.00 | 7926848.03 |
| 8929 | 2014.01.31 05:50 | close | 2975 | 0.40 | 102.553 | 104.797 | 101.397 | -4696.54 | 7922151.49 |
| 8930 | 2014.02.03 15:05 | sell | 2976 | 0.70 | 102.055 | 0.000 | 0.000 | ||
| 8931 | 2014.02.03 15:05 | modify | 2976 | 0.70 | 102.055 | 103.355 | 101.655 | ||
| 8932 | 2014.02.03 15:50 | close | 2976 | 0.70 | 101.946 | 103.355 | 101.655 | 7630.00 | 7929781.49 |
| 8933 | 2014.02.04 04:05 | sell | 2977 | 0.50 | 101.311 | 0.000 | 0.000 | ||
| 8934 | 2014.02.04 04:05 | modify | 2977 | 0.50 | 101.311 | 102.911 | 100.011 | ||
| 8935 | 2014.02.04 07:50 | close | 2977 | 0.50 | 101.150 | 102.911 | 100.011 | 8050.00 | 7937831.49 |
| 8936 | 2014.02.05 02:35 | buy | 2978 | 0.70 | 101.476 | 0.000 | 0.000 | ||
| 8937 | 2014.02.05 02:35 | modify | 2978 | 0.70 | 101.476 | 100.176 | 101.876 | ||
| 8938 | 2014.02.05 06:00 | close | 2978 | 0.70 | 101.464 | 100.176 | 101.876 | -840.00 | 7936991.49 |
| 8939 | 2014.02.07 00:55 | buy | 2979 | 0.70 | 102.013 | 0.000 | 0.000 | ||
| 8940 | 2014.02.07 00:55 | modify | 2979 | 0.70 | 102.013 | 100.713 | 102.413 | ||
| 8941 | 2014.02.07 06:40 | close | 2979 | 0.70 | 102.066 | 100.713 | 102.413 | 3710.00 | 7940701.49 |
| 8942 | 2014.02.07 10:35 | buy | 2980 | 0.70 | 101.964 | 0.000 | 0.000 | ||
| 8943 | 2014.02.07 10:35 | modify | 2980 | 0.70 | 101.964 | 100.664 | 102.364 | ||
| 8944 | 2014.02.07 11:20 | close | 2980 | 0.70 | 102.069 | 100.664 | 102.364 | 7350.00 | 7948051.49 |
| 8945 | 2014.02.12 02:15 | buy | 2981 | 0.70 | 102.488 | 0.000 | 0.000 | ||
| 8946 | 2014.02.12 02:15 | modify | 2981 | 0.70 | 102.488 | 101.188 | 102.888 | ||
| 8947 | 2014.02.12 04:00 | close | 2981 | 0.70 | 102.568 | 101.188 | 102.888 | 5600.00 | 7953651.49 |
| 8948 | 2014.02.13 18:00 | sell | 2982 | 0.70 | 102.154 | 0.000 | 0.000 | ||
| 8949 | 2014.02.13 18:00 | modify | 2982 | 0.70 | 102.154 | 103.454 | 101.754 | ||
| 8950 | 2014.02.13 23:55 | close | 2982 | 0.70 | 102.172 | 103.454 | 101.754 | -1260.00 | 7952391.49 |
| 8951 | 2014.02.17 09:10 | sell | 2983 | 0.70 | 101.729 | 0.000 | 0.000 | ||
| 8952 | 2014.02.17 09:10 | modify | 2983 | 0.70 | 101.729 | 103.029 | 101.329 | ||
| 8953 | 2014.02.17 16:00 | close | 2983 | 0.70 | 101.884 | 103.029 | 101.329 | -10850.00 | 7941541.49 |
| 8954 | 2014.02.18 17:05 | buy | 2984 | 0.70 | 102.304 | 0.000 | 0.000 | ||
| 8955 | 2014.02.18 17:05 | modify | 2984 | 0.70 | 102.304 | 101.004 | 102.704 | ||
| 8956 | 2014.02.18 23:10 | close | 2984 | 0.70 | 102.374 | 101.004 | 102.704 | 4900.00 | 7946441.49 |
| 8957 | 2014.02.19 16:00 | sell | 2985 | 0.70 | 102.095 | 0.000 | 0.000 | ||
| 8958 | 2014.02.19 16:00 | modify | 2985 | 0.70 | 102.095 | 103.395 | 101.695 | ||
| 8959 | 2014.02.19 22:40 | close | 2985 | 0.70 | 102.226 | 103.395 | 101.695 | -9170.00 | 7937271.49 |
| 8960 | 2014.02.20 12:35 | sell | 2986 | 0.70 | 102.030 | 0.000 | 0.000 | ||
| 8961 | 2014.02.20 12:35 | modify | 2986 | 0.70 | 102.030 | 103.330 | 101.630 | ||
| 8962 | 2014.02.20 13:20 | close | 2986 | 0.70 | 101.929 | 103.330 | 101.630 | 7070.00 | 7944341.49 |
| 8963 | 2014.02.21 10:15 | buy | 2987 | 0.70 | 102.418 | 0.000 | 0.000 | ||
| 8964 | 2014.02.21 10:15 | modify | 2987 | 0.70 | 102.418 | 101.118 | 102.818 | ||
| 8965 | 2014.02.21 13:20 | close | 2987 | 0.70 | 102.476 | 101.118 | 102.818 | 4060.00 | 7948401.49 |
| 8966 | 2014.02.27 15:40 | sell | 2988 | 0.70 | 102.038 | 0.000 | 0.000 | ||
| 8967 | 2014.02.27 15:40 | modify | 2988 | 0.70 | 102.038 | 103.338 | 101.638 | ||
| 8968 | 2014.02.27 21:50 | close | 2988 | 0.70 | 102.045 | 103.338 | 101.638 | -490.00 | 7947911.49 |
| 8969 | 2014.02.28 12:55 | sell | 2989 | 0.70 | 101.921 | 0.000 | 0.000 | ||
| 8970 | 2014.02.28 12:55 | modify | 2989 | 0.70 | 101.921 | 103.221 | 101.521 | ||
| 8971 | 2014.02.28 15:15 | close | 2989 | 0.70 | 101.823 | 103.221 | 101.521 | 6860.00 | 7954771.49 |
| 8972 | 2014.03.03 14:50 | sell | 2990 | 0.70 | 101.367 | 0.000 | 0.000 | ||
| 8973 | 2014.03.03 14:50 | modify | 2990 | 0.70 | 101.367 | 102.667 | 100.967 | ||
| 8974 | 2014.03.03 19:00 | close | 2990 | 0.70 | 101.366 | 102.667 | 100.967 | 70.00 | 7954841.49 |
| 8975 | 2014.03.05 17:50 | buy | 2991 | 0.70 | 102.303 | 0.000 | 0.000 | ||
| 8976 | 2014.03.05 17:50 | modify | 2991 | 0.70 | 102.303 | 101.003 | 102.703 | ||
| 8977 | 2014.03.06 02:05 | close | 2991 | 0.70 | 102.427 | 101.003 | 102.703 | 10010.78 | 7964852.27 |
| 8978 | 2014.03.10 17:25 | buy | 2992 | 0.70 | 103.215 | 0.000 | 0.000 | ||
| 8979 | 2014.03.10 17:25 | modify | 2992 | 0.70 | 103.215 | 101.915 | 103.615 | ||
| 8980 | 2014.03.10 18:30 | close | 2992 | 0.70 | 103.321 | 101.915 | 103.615 | 7420.00 | 7972272.27 |
| 8981 | 2014.03.17 15:45 | buy | 2993 | 0.70 | 101.657 | 0.000 | 0.000 | ||
| 8982 | 2014.03.17 15:45 | modify | 2993 | 0.70 | 101.657 | 100.357 | 102.057 | ||
| 8983 | 2014.03.17 16:20 | close | 2993 | 0.70 | 101.792 | 100.357 | 102.057 | 9450.00 | 7981722.27 |
| 8984 | 2014.03.19 07:30 | sell | 2994 | 0.70 | 101.481 | 0.000 | 0.000 | ||
| 8985 | 2014.03.19 07:30 | modify | 2994 | 0.70 | 101.481 | 102.781 | 101.081 | ||
| 8986 | 2014.03.19 14:35 | close | 2994 | 0.70 | 101.507 | 102.781 | 101.081 | -1820.00 | 7979902.27 |
| 8987 | 2014.03.20 03:40 | buy | 2995 | 0.70 | 102.280 | 0.000 | 0.000 | ||
| 8988 | 2014.03.20 03:40 | modify | 2995 | 0.70 | 102.280 | 100.980 | 102.680 | ||
| 8989 | 2014.03.20 04:20 | close | 2995 | 0.70 | 102.420 | 100.980 | 102.680 | 9800.00 | 7989702.27 |
| 8990 | 2014.03.27 07:00 | sell | 2996 | 0.70 | 102.023 | 0.000 | 0.000 | ||
| 8991 | 2014.03.27 07:00 | modify | 2996 | 0.70 | 102.023 | 103.323 | 101.623 | ||
| 8992 | 2014.03.27 11:00 | close | 2996 | 0.70 | 102.107 | 103.323 | 101.623 | -5880.00 | 7983822.27 |
| 8993 | 2014.03.31 18:00 | buy | 2997 | 0.70 | 102.988 | 0.000 | 0.000 | ||
| 8994 | 2014.03.31 18:00 | modify | 2997 | 0.70 | 102.988 | 101.688 | 103.388 | ||
| 8995 | 2014.03.31 19:25 | close | 2997 | 0.70 | 103.105 | 101.688 | 103.388 | 8190.00 | 7992012.27 |
| 8996 | 2014.04.02 02:05 | buy | 2998 | 0.70 | 103.615 | 0.000 | 0.000 | ||
| 8997 | 2014.04.02 02:05 | modify | 2998 | 0.70 | 103.615 | 102.315 | 104.015 | ||
| 8998 | 2014.04.02 04:00 | close | 2998 | 0.70 | 103.791 | 102.315 | 104.015 | 12320.00 | 8004332.27 |
| 8999 | 2014.04.02 08:10 | buy | 2999 | 0.70 | 103.770 | 0.000 | 0.000 | ||
| 9000 | 2014.04.02 08:10 | modify | 2999 | 0.70 | 103.770 | 102.470 | 104.170 | ||