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 |
| 9001 | 2014.04.02 09:30 | close | 2999 | 0.70 | 103.839 | 102.470 | 104.170 | 4830.00 | 8009162.27 |
| 9002 | 2014.04.02 13:25 | buy | 3000 | 0.70 | 103.691 | 0.000 | 0.000 | ||
| 9003 | 2014.04.02 13:25 | modify | 3000 | 0.70 | 103.691 | 102.391 | 104.091 | ||
| 9004 | 2014.04.02 15:20 | close | 3000 | 0.70 | 103.759 | 102.391 | 104.091 | 4760.00 | 8013922.27 |
| 9005 | 2014.04.07 12:35 | sell | 3001 | 0.70 | 103.227 | 0.000 | 0.000 | ||
| 9006 | 2014.04.07 12:35 | modify | 3001 | 0.70 | 103.227 | 104.527 | 102.827 | ||
| 9007 | 2014.04.07 16:05 | close | 3001 | 0.70 | 103.168 | 104.527 | 102.827 | 4130.00 | 8018052.27 |
| 9008 | 2014.04.09 03:25 | sell | 3002 | 0.70 | 102.025 | 0.000 | 0.000 | ||
| 9009 | 2014.04.09 03:25 | modify | 3002 | 0.70 | 102.025 | 103.325 | 101.625 | ||
| 9010 | 2014.04.09 04:00 | close | 3002 | 0.70 | 101.903 | 103.325 | 101.625 | 8540.00 | 8026592.27 |
| 9011 | 2014.04.09 07:55 | sell | 3003 | 0.70 | 102.052 | 0.000 | 0.000 | ||
| 9012 | 2014.04.09 07:55 | modify | 3003 | 0.70 | 102.052 | 103.352 | 101.652 | ||
| 9013 | 2014.04.09 10:50 | close | 3003 | 0.70 | 101.977 | 103.352 | 101.652 | 5250.00 | 8031842.27 |
| 9014 | 2014.04.18 15:05 | buy | 3004 | 0.70 | 102.382 | 0.000 | 0.000 | ||
| 9015 | 2014.04.18 15:05 | modify | 3004 | 0.70 | 102.382 | 101.082 | 102.782 | ||
| 9016 | 2014.04.18 17:50 | close | 3004 | 0.70 | 102.406 | 101.082 | 102.782 | 1680.00 | 8033522.27 |
| 9017 | 2014.05.05 09:40 | sell | 3005 | 0.70 | 102.044 | 0.000 | 0.000 | ||
| 9018 | 2014.05.05 09:40 | modify | 3005 | 0.70 | 102.044 | 103.344 | 101.644 | ||
| 9019 | 2014.05.05 11:30 | close | 3005 | 0.70 | 102.003 | 103.344 | 101.644 | 2870.00 | 8036392.27 |
| 9020 | 2014.05.05 16:55 | sell | 3006 | 0.70 | 102.056 | 0.000 | 0.000 | ||
| 9021 | 2014.05.05 16:55 | modify | 3006 | 0.70 | 102.056 | 103.356 | 101.656 | ||
| 9022 | 2014.05.06 02:10 | close | 3006 | 0.70 | 102.135 | 103.356 | 101.656 | -6324.46 | 8030067.81 |
| 9023 | 2014.05.07 00:45 | sell | 3007 | 0.70 | 101.729 | 0.000 | 0.000 | ||
| 9024 | 2014.05.07 00:45 | modify | 3007 | 0.70 | 101.729 | 103.029 | 101.329 | ||
| 9025 | 2014.05.07 03:45 | close | 3007 | 0.70 | 101.605 | 103.029 | 101.329 | 8680.00 | 8038747.81 |
| 9026 | 2014.05.14 23:50 | sell | 3008 | 0.70 | 101.891 | 0.000 | 0.000 | ||
| 9027 | 2014.05.14 23:50 | modify | 3008 | 0.70 | 101.891 | 103.191 | 101.491 | ||
| 9028 | 2014.05.15 02:40 | close | 3008 | 0.70 | 101.807 | 103.191 | 101.491 | 3502.31 | 8042250.12 |
| 9029 | 2014.05.16 09:05 | sell | 3009 | 0.70 | 101.562 | 0.000 | 0.000 | ||
| 9030 | 2014.05.16 09:05 | modify | 3009 | 0.70 | 101.562 | 102.862 | 101.162 | ||
| 9031 | 2014.05.16 13:00 | close | 3009 | 0.70 | 101.499 | 102.862 | 101.162 | 4410.00 | 8046660.12 |
| 9032 | 2014.05.21 14:05 | sell | 3010 | 0.70 | 101.070 | 0.000 | 0.000 | ||
| 9033 | 2014.05.21 14:05 | modify | 3010 | 0.70 | 101.070 | 102.370 | 100.670 | ||
| 9034 | 2014.05.21 21:40 | close | 3010 | 0.70 | 101.380 | 102.370 | 100.670 | -21700.00 | 8024960.12 |
| 9035 | 2014.05.22 13:05 | buy | 3011 | 0.70 | 101.487 | 0.000 | 0.000 | ||
| 9036 | 2014.05.22 13:05 | modify | 3011 | 0.70 | 101.487 | 100.187 | 101.887 | ||
| 9037 | 2014.05.22 14:15 | close | 3011 | 0.70 | 101.602 | 100.187 | 101.887 | 8050.00 | 8033010.12 |
| 9038 | 2014.05.22 23:00 | buy | 3012 | 0.70 | 101.746 | 0.000 | 0.000 | ||
| 9039 | 2014.05.22 23:00 | modify | 3012 | 0.70 | 101.746 | 100.446 | 102.146 | ||
| 9040 | 2014.05.23 02:30 | close | 3012 | 0.70 | 101.788 | 100.446 | 102.146 | 3381.15 | 8036391.26 |
| 9041 | 2014.06.03 08:55 | buy | 3013 | 0.70 | 102.307 | 0.000 | 0.000 | ||
| 9042 | 2014.06.03 08:55 | modify | 3013 | 0.70 | 102.307 | 101.007 | 102.707 | ||
| 9043 | 2014.06.03 11:25 | close | 3013 | 0.70 | 102.361 | 101.007 | 102.707 | 3780.00 | 8040171.26 |
| 9044 | 2014.07.04 03:30 | buy | 3014 | 0.70 | 102.150 | 0.000 | 0.000 | ||
| 9045 | 2014.07.04 03:30 | modify | 3014 | 0.70 | 102.150 | 100.850 | 102.550 | ||
| 9046 | 2014.07.04 10:00 | close | 3014 | 0.70 | 102.081 | 100.850 | 102.550 | -4830.00 | 8035341.26 |
| 9047 | 2014.07.11 03:45 | sell | 3015 | 0.70 | 101.373 | 0.000 | 0.000 | ||
| 9048 | 2014.07.11 03:45 | modify | 3015 | 0.70 | 101.373 | 102.673 | 100.973 | ||
| 9049 | 2014.07.11 06:55 | close | 3015 | 0.70 | 101.300 | 102.673 | 100.973 | 5110.00 | 8040451.26 |
| 9050 | 2014.07.18 03:50 | sell | 3016 | 0.70 | 101.283 | 0.000 | 0.000 | ||
| 9051 | 2014.07.18 03:50 | modify | 3016 | 0.70 | 101.283 | 102.583 | 100.883 | ||
| 9052 | 2014.07.18 15:20 | close | 3016 | 0.70 | 101.332 | 102.583 | 100.883 | -3430.00 | 8037021.26 |
| 9053 | 2014.07.31 04:15 | buy | 3017 | 0.70 | 102.786 | 0.000 | 0.000 | ||
| 9054 | 2014.07.31 04:15 | modify | 3017 | 0.70 | 102.786 | 101.486 | 103.186 | ||
| 9055 | 2014.07.31 07:40 | close | 3017 | 0.70 | 102.791 | 101.486 | 103.186 | 350.00 | 8037371.26 |
| 9056 | 2014.08.04 04:35 | sell | 3018 | 0.70 | 102.635 | 0.000 | 0.000 | ||
| 9057 | 2014.08.04 04:35 | modify | 3018 | 0.70 | 102.635 | 103.935 | 102.235 | ||
| 9058 | 2014.08.04 10:20 | close | 3018 | 0.70 | 102.626 | 103.935 | 102.235 | 630.00 | 8038001.26 |
| 9059 | 2014.08.07 00:55 | sell | 3019 | 0.70 | 102.152 | 0.000 | 0.000 | ||
| 9060 | 2014.08.07 00:55 | modify | 3019 | 0.70 | 102.152 | 103.452 | 101.752 | ||
| 9061 | 2014.08.07 03:10 | close | 3019 | 0.70 | 102.051 | 103.452 | 101.752 | 7070.00 | 8045071.26 |
| 9062 | 2014.08.08 14:15 | sell | 3020 | 0.70 | 101.938 | 0.000 | 0.000 | ||
| 9063 | 2014.08.08 14:15 | modify | 3020 | 0.70 | 101.938 | 103.238 | 101.538 | ||
| 9064 | 2014.08.08 17:10 | close | 3020 | 0.70 | 101.828 | 103.238 | 101.538 | 7700.00 | 8052771.26 |
| 9065 | 2014.08.20 15:40 | buy | 3021 | 0.70 | 103.209 | 0.000 | 0.000 | ||
| 9066 | 2014.08.20 15:40 | modify | 3021 | 0.70 | 103.209 | 101.909 | 103.609 | ||
| 9067 | 2014.08.20 16:10 | close | 3021 | 0.70 | 103.312 | 101.909 | 103.609 | 7210.00 | 8059981.26 |
| 9068 | 2014.08.21 09:20 | buy | 3022 | 0.70 | 103.790 | 0.000 | 0.000 | ||
| 9069 | 2014.08.21 09:20 | modify | 3022 | 0.70 | 103.790 | 102.490 | 104.190 | ||
| 9070 | 2014.08.21 11:20 | close | 3022 | 0.70 | 103.898 | 102.490 | 104.190 | 7560.00 | 8067541.26 |
| 9071 | 2014.08.21 13:40 | buy | 3023 | 0.70 | 103.785 | 0.000 | 0.000 | ||
| 9072 | 2014.08.21 13:40 | modify | 3023 | 0.70 | 103.785 | 102.485 | 104.185 | ||
| 9073 | 2014.08.21 23:00 | close | 3023 | 0.70 | 103.834 | 102.485 | 104.185 | 3430.00 | 8070971.26 |
| 9074 | 2014.08.25 08:30 | buy | 3024 | 0.70 | 104.175 | 0.000 | 0.000 | ||
| 9075 | 2014.08.25 08:30 | modify | 3024 | 0.70 | 104.175 | 102.875 | 104.575 | ||
| 9076 | 2014.08.25 15:50 | close | 3024 | 0.70 | 104.020 | 102.875 | 104.575 | -10850.00 | 8060121.26 |
| 9077 | 2014.09.01 09:40 | buy | 3025 | 0.70 | 104.119 | 0.000 | 0.000 | ||
| 9078 | 2014.09.01 09:40 | modify | 3025 | 0.70 | 104.119 | 102.819 | 104.519 | ||
| 9079 | 2014.09.01 12:10 | close | 3025 | 0.70 | 104.184 | 102.819 | 104.519 | 4550.00 | 8064671.26 |
| 9080 | 2014.09.03 08:05 | buy | 3026 | 0.70 | 105.106 | 0.000 | 0.000 | ||
| 9081 | 2014.09.03 08:05 | modify | 3026 | 0.70 | 105.106 | 103.806 | 105.506 | ||
| 9082 | 2014.09.03 11:05 | close | 3026 | 0.70 | 105.119 | 103.806 | 105.506 | 910.00 | 8065581.26 |
| 9083 | 2014.09.05 04:25 | buy | 3027 | 0.70 | 105.299 | 0.000 | 0.000 | ||
| 9084 | 2014.09.05 04:25 | modify | 3027 | 0.70 | 105.299 | 103.999 | 105.699 | ||
| 9085 | 2014.09.05 04:35 | close | 3027 | 0.70 | 105.404 | 103.999 | 105.699 | 7350.00 | 8072931.26 |
| 9086 | 2014.09.05 19:55 | sell | 3028 | 0.70 | 105.083 | 0.000 | 0.000 | ||
| 9087 | 2014.09.05 19:55 | modify | 3028 | 0.70 | 105.083 | 106.383 | 104.683 | ||
| 9088 | 2014.09.08 04:10 | close | 3028 | 0.70 | 105.066 | 106.383 | 104.683 | 373.30 | 8073304.57 |
| 9089 | 2014.09.09 13:45 | buy | 3029 | 0.70 | 106.166 | 0.000 | 0.000 | ||
| 9090 | 2014.09.09 13:45 | modify | 3029 | 0.70 | 106.166 | 104.866 | 106.566 | ||
| 9091 | 2014.09.09 16:05 | close | 3029 | 0.70 | 106.271 | 104.866 | 106.566 | 7350.00 | 8080654.57 |
| 9092 | 2014.09.09 22:15 | buy | 3030 | 0.70 | 106.291 | 0.000 | 0.000 | ||
| 9093 | 2014.09.09 22:15 | modify | 3030 | 0.70 | 106.291 | 104.991 | 106.691 | ||
| 9094 | 2014.09.10 04:40 | close | 3030 | 0.70 | 106.225 | 104.991 | 106.691 | -4159.52 | 8076495.04 |
| 9095 | 2014.09.11 03:15 | buy | 3031 | 0.70 | 106.734 | 0.000 | 0.000 | ||
| 9096 | 2014.09.11 03:15 | modify | 3031 | 0.70 | 106.734 | 105.434 | 107.134 | ||
| 9097 | 2014.09.11 07:25 | close | 3031 | 0.70 | 106.823 | 105.434 | 107.134 | 6230.00 | 8082725.04 |
| 9098 | 2014.09.11 15:35 | buy | 3032 | 0.70 | 106.929 | 0.000 | 0.000 | ||
| 9099 | 2014.09.11 15:35 | modify | 3032 | 0.70 | 106.929 | 105.629 | 107.329 | ||
| 9100 | 2014.09.11 17:10 | close | 3032 | 0.70 | 107.059 | 105.629 | 107.329 | 9100.00 | 8091825.04 |
| 9101 | 2014.09.12 09:30 | buy | 3033 | 0.70 | 107.165 | 0.000 | 0.000 | ||
| 9102 | 2014.09.12 09:30 | modify | 3033 | 0.70 | 107.165 | 105.865 | 107.565 | ||
| 9103 | 2014.09.12 14:55 | close | 3033 | 0.70 | 107.261 | 105.865 | 107.565 | 6720.00 | 8098545.04 |
| 9104 | 2014.09.18 11:00 | buy | 3034 | 0.70 | 108.553 | 0.000 | 0.000 | ||
| 9105 | 2014.09.18 11:00 | modify | 3034 | 0.70 | 108.553 | 107.253 | 108.953 | ||
| 9106 | 2014.09.18 12:20 | close | 3034 | 0.70 | 108.652 | 107.253 | 108.953 | 6930.00 | 8105475.04 |
| 9107 | 2014.09.18 23:45 | buy | 3035 | 0.70 | 108.665 | 0.000 | 0.000 | ||
| 9108 | 2014.09.18 23:45 | modify | 3035 | 0.70 | 108.665 | 107.365 | 109.065 | ||
| 9109 | 2014.09.19 01:15 | close | 3035 | 0.70 | 108.781 | 107.365 | 109.065 | 8591.29 | 8114066.33 |
| 9110 | 2014.09.23 15:55 | sell | 3036 | 0.70 | 108.638 | 0.000 | 0.000 | ||
| 9111 | 2014.09.23 15:55 | modify | 3036 | 0.70 | 108.638 | 109.938 | 108.238 | ||
| 9112 | 2014.09.24 01:55 | close | 3036 | 0.70 | 108.797 | 109.938 | 108.238 | -11976.94 | 8102089.39 |
| 9113 | 2014.09.25 15:55 | buy | 3037 | 0.70 | 109.177 | 0.000 | 0.000 | ||
| 9114 | 2014.09.25 15:55 | modify | 3037 | 0.70 | 109.177 | 107.877 | 109.577 | ||
| 9115 | 2014.09.26 04:50 | close | 3037 | 0.70 | 108.695 | 107.877 | 109.577 | -33268.43 | 8068820.96 |
| 9116 | 2014.09.26 05:05 | sell | 3038 | 0.70 | 108.751 | 0.000 | 0.000 | ||
| 9117 | 2014.09.26 05:05 | modify | 3038 | 0.70 | 108.751 | 110.051 | 108.351 | ||
| 9118 | 2014.09.26 10:20 | close | 3038 | 0.70 | 108.937 | 110.051 | 108.351 | -13020.00 | 8055800.96 |
| 9119 | 2014.09.29 13:50 | buy | 3039 | 0.70 | 109.447 | 0.000 | 0.000 | ||
| 9120 | 2014.09.29 13:50 | modify | 3039 | 0.70 | 109.447 | 108.147 | 109.847 | ||
| 9121 | 2014.09.29 20:30 | close | 3039 | 0.70 | 109.431 | 108.147 | 109.847 | -1120.00 | 8054680.96 |
| 9122 | 2014.10.01 09:40 | buy | 3040 | 0.70 | 109.769 | 0.000 | 0.000 | ||
| 9123 | 2014.10.01 09:40 | modify | 3040 | 0.70 | 109.769 | 108.469 | 110.169 | ||
| 9124 | 2014.10.01 10:55 | close | 3040 | 0.70 | 109.872 | 108.469 | 110.169 | 7210.00 | 8061890.96 |
| 9125 | 2014.10.02 09:50 | sell | 3041 | 0.70 | 108.924 | 0.000 | 0.000 | ||
| 9126 | 2014.10.02 09:50 | modify | 3041 | 0.70 | 108.924 | 110.224 | 108.524 | ||
| 9127 | 2014.10.02 10:45 | close | 3041 | 0.70 | 108.802 | 110.224 | 108.524 | 8540.00 | 8070430.96 |
| 9128 | 2014.10.03 02:50 | sell | 3042 | 0.70 | 108.529 | 0.000 | 0.000 | ||
| 9129 | 2014.10.03 02:50 | modify | 3042 | 0.70 | 108.529 | 109.829 | 108.129 | ||
| 9130 | 2014.10.03 06:30 | close | 3042 | 0.70 | 108.758 | 109.829 | 108.129 | -16030.00 | 8054400.96 |
| 9131 | 2014.10.03 10:45 | buy | 3043 | 0.70 | 108.682 | 0.000 | 0.000 | ||
| 9132 | 2014.10.03 10:45 | modify | 3043 | 0.70 | 108.682 | 107.382 | 109.082 | ||
| 9133 | 2014.10.03 11:05 | close | 3043 | 0.70 | 108.812 | 107.382 | 109.082 | 9100.00 | 8063500.96 |
| 9134 | 2014.10.06 03:15 | buy | 3044 | 0.70 | 109.677 | 0.000 | 0.000 | ||
| 9135 | 2014.10.06 03:15 | modify | 3044 | 0.70 | 109.677 | 108.377 | 110.077 | ||
| 9136 | 2014.10.06 16:20 | close | 3044 | 0.70 | 109.449 | 108.377 | 110.077 | -15960.00 | 8047540.96 |
| 9137 | 2014.10.07 02:35 | sell | 3045 | 0.70 | 108.900 | 0.000 | 0.000 | ||
| 9138 | 2014.10.07 02:35 | modify | 3045 | 0.70 | 108.900 | 110.200 | 108.500 | ||
| 9139 | 2014.10.07 07:40 | close | 3045 | 0.70 | 108.941 | 110.200 | 108.500 | -2870.00 | 8044670.96 |
| 9140 | 2014.10.08 04:10 | sell | 3046 | 0.70 | 108.369 | 0.000 | 0.000 | ||
| 9141 | 2014.10.08 04:10 | modify | 3046 | 0.70 | 108.369 | 109.669 | 107.969 | ||
| 9142 | 2014.10.08 05:15 | close | 3046 | 0.70 | 108.247 | 109.669 | 107.969 | 8540.00 | 8053210.96 |
| 9143 | 2014.10.13 09:30 | sell | 3047 | 0.70 | 107.346 | 0.000 | 0.000 | ||
| 9144 | 2014.10.13 09:30 | modify | 3047 | 0.70 | 107.346 | 108.646 | 106.946 | ||
| 9145 | 2014.10.13 14:25 | close | 3047 | 0.70 | 107.258 | 108.646 | 106.946 | 6160.00 | 8059370.96 |
| 9146 | 2014.10.16 13:40 | buy | 3048 | 0.40 | 105.634 | 0.000 | 0.000 | ||
| 9147 | 2014.10.16 13:40 | modify | 3048 | 0.40 | 105.634 | 103.284 | 106.684 | ||
| 9148 | 2014.10.16 17:50 | close | 3048 | 0.40 | 106.215 | 103.284 | 106.684 | 23240.00 | 8082610.96 |
| 9149 | 2014.10.17 04:35 | sell | 3049 | 0.50 | 106.413 | 0.000 | 0.000 | ||
| 9150 | 2014.10.17 04:35 | modify | 3049 | 0.50 | 106.413 | 108.013 | 105.113 | ||