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 |
| 9301 | 2014.12.11 04:15 | close | 3099 | 0.70 | 118.103 | 119.524 | 117.824 | 8470.00 | 8265119.74 |
| 9302 | 2014.12.11 06:40 | sell | 3100 | 0.50 | 118.141 | 0.000 | 0.000 | ||
| 9303 | 2014.12.11 06:40 | modify | 3100 | 0.50 | 118.141 | 119.741 | 116.841 | ||
| 9304 | 2014.12.11 09:50 | close | 3100 | 0.50 | 117.978 | 119.741 | 116.841 | 8150.00 | 8273269.74 |
| 9305 | 2014.12.11 13:35 | buy | 3101 | 0.50 | 118.551 | 0.000 | 0.000 | ||
| 9306 | 2014.12.11 13:35 | modify | 3101 | 0.50 | 118.551 | 116.951 | 119.851 | ||
| 9307 | 2014.12.11 15:40 | sell | 3102 | 0.50 | 118.709 | 0.000 | 0.000 | ||
| 9308 | 2014.12.11 15:40 | modify | 3102 | 0.50 | 118.709 | 120.309 | 117.409 | ||
| 9309 | 2014.12.11 16:00 | close | 3101 | 0.50 | 118.796 | 116.951 | 119.851 | 12250.00 | 8285519.74 |
| 9310 | 2014.12.11 21:40 | close | 3102 | 0.50 | 119.252 | 120.309 | 117.409 | -27150.00 | 8258369.74 |
| 9311 | 2014.12.11 21:50 | buy | 3103 | 0.70 | 119.178 | 0.000 | 0.000 | ||
| 9312 | 2014.12.11 21:50 | modify | 3103 | 0.70 | 119.178 | 117.878 | 119.578 | ||
| 9313 | 2014.12.11 22:25 | close | 3103 | 0.70 | 119.309 | 117.878 | 119.578 | 9170.00 | 8267539.74 |
| 9314 | 2014.12.11 23:05 | buy | 3104 | 0.70 | 118.911 | 0.000 | 0.000 | ||
| 9315 | 2014.12.11 23:05 | modify | 3104 | 0.70 | 118.911 | 117.611 | 119.311 | ||
| 9316 | 2014.12.11 23:15 | close | 3104 | 0.70 | 119.030 | 117.611 | 119.311 | 8330.00 | 8275869.74 |
| 9317 | 2014.12.12 01:40 | sell | 3105 | 0.50 | 119.030 | 0.000 | 0.000 | ||
| 9318 | 2014.12.12 01:40 | modify | 3105 | 0.50 | 119.030 | 120.630 | 117.730 | ||
| 9319 | 2014.12.12 02:45 | buy | 3106 | 0.50 | 118.862 | 0.000 | 0.000 | ||
| 9320 | 2014.12.12 02:45 | modify | 3106 | 0.50 | 118.862 | 117.262 | 120.162 | ||
| 9321 | 2014.12.12 03:40 | close | 3106 | 0.50 | 119.149 | 117.262 | 120.162 | 14350.00 | 8290219.74 |
| 9322 | 2014.12.12 04:45 | buy | 3107 | 0.50 | 118.892 | 0.000 | 0.000 | ||
| 9323 | 2014.12.12 04:45 | modify | 3107 | 0.50 | 118.892 | 117.292 | 120.192 | ||
| 9324 | 2014.12.12 06:15 | close | 3105 | 0.50 | 118.612 | 120.630 | 117.730 | 20900.00 | 8311119.74 |
| 9325 | 2014.12.12 08:00 | sell | 3108 | 0.50 | 118.884 | 0.000 | 0.000 | ||
| 9326 | 2014.12.12 08:00 | modify | 3108 | 0.50 | 118.884 | 120.484 | 117.584 | ||
| 9327 | 2014.12.12 10:30 | close | 3108 | 0.50 | 118.621 | 120.484 | 117.584 | 13150.00 | 8324269.74 |
| 9328 | 2014.12.12 14:10 | sell | 3109 | 0.50 | 118.422 | 0.000 | 0.000 | ||
| 9329 | 2014.12.12 14:10 | modify | 3109 | 0.50 | 118.422 | 120.022 | 117.122 | ||
| 9330 | 2014.12.12 14:20 | close | 3107 | 0.50 | 118.548 | 117.292 | 120.192 | -17200.00 | 8307069.74 |
| 9331 | 2014.12.12 15:25 | buy | 3110 | 0.50 | 118.311 | 0.000 | 0.000 | ||
| 9332 | 2014.12.12 15:25 | modify | 3110 | 0.50 | 118.311 | 116.711 | 119.611 | ||
| 9333 | 2014.12.12 16:20 | close | 3110 | 0.50 | 118.670 | 116.711 | 119.611 | 17950.00 | 8325019.74 |
| 9334 | 2014.12.15 00:10 | close | 3109 | 0.50 | 118.384 | 120.022 | 117.122 | 1240.67 | 8326260.41 |
| 9335 | 2014.12.15 15:45 | buy | 3111 | 0.70 | 118.585 | 0.000 | 0.000 | ||
| 9336 | 2014.12.15 15:45 | modify | 3111 | 0.70 | 118.585 | 117.285 | 118.985 | ||
| 9337 | 2014.12.15 16:15 | close | 3111 | 0.70 | 118.706 | 117.285 | 118.985 | 8470.00 | 8334730.41 |
| 9338 | 2014.12.16 18:00 | sell | 3112 | 0.70 | 117.210 | 0.000 | 0.000 | ||
| 9339 | 2014.12.16 18:00 | modify | 3112 | 0.70 | 117.210 | 118.510 | 116.810 | ||
| 9340 | 2014.12.16 20:15 | buy | 3113 | 0.50 | 117.215 | 0.000 | 0.000 | ||
| 9341 | 2014.12.16 20:15 | modify | 3113 | 0.50 | 117.215 | 115.615 | 118.515 | ||
| 9342 | 2014.12.16 20:20 | close | 3112 | 0.70 | 117.081 | 118.510 | 116.810 | 9030.00 | 8343760.41 |
| 9343 | 2014.12.17 02:10 | close | 3113 | 0.50 | 116.869 | 115.615 | 118.515 | -16939.46 | 8326820.95 |
| 9344 | 2014.12.17 03:50 | buy | 3114 | 0.50 | 116.722 | 0.000 | 0.000 | ||
| 9345 | 2014.12.17 03:50 | modify | 3114 | 0.50 | 116.722 | 115.122 | 118.022 | ||
| 9346 | 2014.12.17 05:40 | sell | 3115 | 0.50 | 116.879 | 0.000 | 0.000 | ||
| 9347 | 2014.12.17 05:40 | modify | 3115 | 0.50 | 116.879 | 118.479 | 115.579 | ||
| 9348 | 2014.12.17 05:55 | close | 3114 | 0.50 | 117.017 | 115.122 | 118.022 | 14750.00 | 8341570.95 |
| 9349 | 2014.12.17 07:25 | buy | 3116 | 0.50 | 116.861 | 0.000 | 0.000 | ||
| 9350 | 2014.12.17 07:25 | modify | 3116 | 0.50 | 116.861 | 115.261 | 118.161 | ||
| 9351 | 2014.12.17 09:00 | close | 3116 | 0.50 | 117.241 | 115.261 | 118.161 | 19000.00 | 8360570.95 |
| 9352 | 2014.12.17 11:05 | buy | 3117 | 0.50 | 117.091 | 0.000 | 0.000 | ||
| 9353 | 2014.12.17 11:05 | modify | 3117 | 0.50 | 117.091 | 115.491 | 118.391 | ||
| 9354 | 2014.12.17 13:25 | close | 3115 | 0.50 | 116.989 | 118.479 | 115.579 | -5500.00 | 8355070.95 |
| 9355 | 2014.12.17 17:15 | close | 3117 | 0.50 | 117.378 | 115.491 | 118.391 | 14350.00 | 8369420.95 |
| 9356 | 2014.12.18 04:45 | buy | 3118 | 0.70 | 118.499 | 0.000 | 0.000 | ||
| 9357 | 2014.12.18 04:45 | modify | 3118 | 0.70 | 118.499 | 117.199 | 118.899 | ||
| 9358 | 2014.12.18 06:55 | buy | 3119 | 0.50 | 118.448 | 0.000 | 0.000 | ||
| 9359 | 2014.12.18 06:55 | modify | 3119 | 0.50 | 118.448 | 116.848 | 119.748 | ||
| 9360 | 2014.12.18 08:10 | close | 3119 | 0.50 | 118.618 | 116.848 | 119.748 | 8500.00 | 8377920.95 |
| 9361 | 2014.12.18 08:10 | close | 3118 | 0.70 | 118.613 | 117.199 | 118.899 | 7980.00 | 8385900.95 |
| 9362 | 2014.12.18 10:40 | buy | 3120 | 0.70 | 118.281 | 0.000 | 0.000 | ||
| 9363 | 2014.12.18 10:40 | modify | 3120 | 0.70 | 118.281 | 116.981 | 118.681 | ||
| 9364 | 2014.12.18 10:45 | close | 3120 | 0.70 | 118.401 | 116.981 | 118.681 | 8400.00 | 8394300.95 |
| 9365 | 2014.12.18 18:10 | buy | 3121 | 0.70 | 118.736 | 0.000 | 0.000 | ||
| 9366 | 2014.12.18 18:10 | modify | 3121 | 0.70 | 118.736 | 117.436 | 119.136 | ||
| 9367 | 2014.12.18 19:05 | close | 3121 | 0.70 | 118.835 | 117.436 | 119.136 | 6930.00 | 8401230.95 |
| 9368 | 2014.12.24 02:45 | buy | 3122 | 0.70 | 120.596 | 0.000 | 0.000 | ||
| 9369 | 2014.12.24 02:45 | modify | 3122 | 0.70 | 120.596 | 119.296 | 120.996 | ||
| 9370 | 2014.12.24 18:05 | close | 3122 | 0.70 | 120.519 | 119.296 | 120.996 | -5390.00 | 8395840.95 |
| 9371 | 2014.12.30 20:30 | sell | 3123 | 0.70 | 119.600 | 0.000 | 0.000 | ||
| 9372 | 2014.12.30 20:30 | modify | 3123 | 0.70 | 119.600 | 120.900 | 119.200 | ||
| 9373 | 2014.12.30 21:05 | close | 3123 | 0.70 | 119.465 | 120.900 | 119.200 | 9450.00 | 8405290.95 |
| 9374 | 2014.12.31 07:00 | sell | 3124 | 0.70 | 119.526 | 0.000 | 0.000 | ||
| 9375 | 2014.12.31 07:00 | modify | 3124 | 0.70 | 119.526 | 120.826 | 119.126 | ||
| 9376 | 2014.12.31 11:55 | close | 3124 | 0.70 | 119.507 | 120.826 | 119.126 | 1330.00 | 8406620.95 |
| 9377 | 2015.01.02 17:10 | buy | 3125 | 0.70 | 120.414 | 0.000 | 0.000 | ||
| 9378 | 2015.01.02 17:10 | modify | 3125 | 0.70 | 120.414 | 119.114 | 120.814 | ||
| 9379 | 2015.01.02 22:45 | close | 3125 | 0.70 | 120.401 | 119.114 | 120.814 | -910.00 | 8405710.95 |
| 9380 | 2015.01.06 13:20 | sell | 3126 | 0.70 | 119.153 | 0.000 | 0.000 | ||
| 9381 | 2015.01.06 13:20 | modify | 3126 | 0.70 | 119.153 | 120.453 | 118.753 | ||
| 9382 | 2015.01.06 15:10 | close | 3126 | 0.70 | 119.004 | 120.453 | 118.753 | 10430.00 | 8416140.95 |
| 9383 | 2015.01.06 22:15 | sell | 3127 | 0.70 | 118.751 | 0.000 | 0.000 | ||
| 9384 | 2015.01.06 22:15 | modify | 3127 | 0.70 | 118.751 | 120.051 | 118.351 | ||
| 9385 | 2015.01.06 22:55 | close | 3127 | 0.70 | 118.625 | 120.051 | 118.351 | 8820.00 | 8424960.95 |
| 9386 | 2015.01.07 00:35 | sell | 3128 | 0.50 | 118.621 | 0.000 | 0.000 | ||
| 9387 | 2015.01.07 00:35 | modify | 3128 | 0.50 | 118.621 | 120.221 | 117.321 | ||
| 9388 | 2015.01.07 02:15 | sell | 3129 | 0.70 | 118.812 | 0.000 | 0.000 | ||
| 9389 | 2015.01.07 02:15 | modify | 3129 | 0.70 | 118.812 | 120.112 | 118.412 | ||
| 9390 | 2015.01.07 02:30 | close | 3129 | 0.70 | 118.713 | 120.112 | 118.412 | 6930.00 | 8431890.95 |
| 9391 | 2015.01.07 05:30 | buy | 3130 | 0.50 | 118.966 | 0.000 | 0.000 | ||
| 9392 | 2015.01.07 05:30 | modify | 3130 | 0.50 | 118.966 | 117.366 | 120.266 | ||
| 9393 | 2015.01.07 07:45 | close | 3128 | 0.50 | 118.883 | 120.221 | 117.321 | -13100.00 | 8418790.95 |
| 9394 | 2015.01.07 08:30 | sell | 3131 | 0.50 | 119.030 | 0.000 | 0.000 | ||
| 9395 | 2015.01.07 08:30 | modify | 3131 | 0.50 | 119.030 | 120.630 | 117.730 | ||
| 9396 | 2015.01.07 09:35 | close | 3130 | 0.50 | 119.200 | 117.366 | 120.266 | 11700.00 | 8430490.95 |
| 9397 | 2015.01.07 11:10 | buy | 3132 | 0.50 | 119.011 | 0.000 | 0.000 | ||
| 9398 | 2015.01.07 11:10 | modify | 3132 | 0.50 | 119.011 | 117.411 | 120.311 | ||
| 9399 | 2015.01.07 11:25 | close | 3131 | 0.50 | 118.838 | 120.630 | 117.730 | 9600.00 | 8440090.95 |
| 9400 | 2015.01.07 15:10 | close | 3132 | 0.50 | 119.326 | 117.411 | 120.311 | 15750.00 | 8455840.95 |
| 9401 | 2015.01.08 15:45 | buy | 3133 | 0.70 | 119.576 | 0.000 | 0.000 | ||
| 9402 | 2015.01.08 15:45 | modify | 3133 | 0.70 | 119.576 | 118.276 | 119.976 | ||
| 9403 | 2015.01.08 17:55 | close | 3133 | 0.70 | 119.696 | 118.276 | 119.976 | 8400.00 | 8464240.95 |
| 9404 | 2015.01.12 10:20 | sell | 3134 | 0.70 | 118.529 | 0.000 | 0.000 | ||
| 9405 | 2015.01.12 10:20 | modify | 3134 | 0.70 | 118.529 | 119.829 | 118.129 | ||
| 9406 | 2015.01.12 10:50 | sell | 3135 | 0.40 | 118.750 | 0.000 | 0.000 | ||
| 9407 | 2015.01.12 10:50 | modify | 3135 | 0.40 | 118.750 | 121.100 | 117.700 | ||
| 9408 | 2015.01.12 14:10 | close | 3134 | 0.70 | 119.075 | 119.829 | 118.129 | -38220.00 | 8426020.95 |
| 9409 | 2015.01.12 15:15 | buy | 3136 | 0.50 | 119.077 | 0.000 | 0.000 | ||
| 9410 | 2015.01.12 15:15 | modify | 3136 | 0.50 | 119.077 | 117.477 | 120.377 | ||
| 9411 | 2015.01.12 15:30 | buy | 3137 | 0.70 | 118.871 | 0.000 | 0.000 | ||
| 9412 | 2015.01.12 15:30 | modify | 3137 | 0.70 | 118.871 | 117.571 | 119.271 | ||
| 9413 | 2015.01.12 19:00 | close | 3135 | 0.40 | 118.334 | 121.100 | 117.700 | 16640.00 | 8442660.95 |
| 9414 | 2015.01.12 21:10 | sell | 3138 | 0.50 | 118.353 | 0.000 | 0.000 | ||
| 9415 | 2015.01.12 21:10 | modify | 3138 | 0.50 | 118.353 | 119.953 | 117.053 | ||
| 9416 | 2015.01.13 01:20 | close | 3136 | 0.50 | 118.412 | 117.477 | 120.377 | -32883.47 | 8409777.49 |
| 9417 | 2015.01.13 01:20 | close | 3137 | 0.70 | 118.414 | 117.571 | 119.271 | -31476.85 | 8378300.64 |
| 9418 | 2015.01.13 02:05 | buy | 3139 | 0.50 | 118.269 | 0.000 | 0.000 | ||
| 9419 | 2015.01.13 02:05 | modify | 3139 | 0.50 | 118.269 | 116.669 | 119.569 | ||
| 9420 | 2015.01.13 02:10 | close | 3138 | 0.50 | 118.240 | 119.953 | 117.053 | 4992.54 | 8383293.18 |
| 9421 | 2015.01.13 06:25 | close | 3139 | 0.50 | 118.147 | 116.669 | 119.569 | -6100.00 | 8377193.18 |
| 9422 | 2015.01.13 06:35 | sell | 3140 | 0.70 | 118.251 | 0.000 | 0.000 | ||
| 9423 | 2015.01.13 06:35 | modify | 3140 | 0.70 | 118.251 | 119.551 | 117.851 | ||
| 9424 | 2015.01.13 09:05 | buy | 3141 | 0.50 | 118.542 | 0.000 | 0.000 | ||
| 9425 | 2015.01.13 09:05 | modify | 3141 | 0.50 | 118.542 | 116.942 | 119.842 | ||
| 9426 | 2015.01.13 09:25 | close | 3140 | 0.70 | 118.400 | 119.551 | 117.851 | -10430.00 | 8366763.18 |
| 9427 | 2015.01.13 12:20 | close | 3141 | 0.50 | 118.683 | 116.942 | 119.842 | 7050.00 | 8373813.18 |
| 9428 | 2015.01.15 02:55 | sell | 3142 | 0.50 | 117.669 | 0.000 | 0.000 | ||
| 9429 | 2015.01.15 02:55 | modify | 3142 | 0.50 | 117.669 | 119.269 | 116.369 | ||
| 9430 | 2015.01.15 05:20 | buy | 3143 | 0.50 | 117.667 | 0.000 | 0.000 | ||
| 9431 | 2015.01.15 05:20 | modify | 3143 | 0.50 | 117.667 | 116.067 | 118.967 | ||
| 9432 | 2015.01.15 08:05 | close | 3143 | 0.50 | 117.876 | 116.067 | 118.967 | 10450.00 | 8384263.18 |
| 9433 | 2015.01.15 09:00 | buy | 3144 | 0.50 | 117.729 | 0.000 | 0.000 | ||
| 9434 | 2015.01.15 09:00 | modify | 3144 | 0.50 | 117.729 | 116.129 | 119.029 | ||
| 9435 | 2015.01.15 11:10 | close | 3142 | 0.50 | 117.515 | 119.269 | 116.369 | 7700.00 | 8391963.18 |
| 9436 | 2015.01.15 16:15 | close | 3144 | 0.50 | 117.129 | 116.129 | 119.029 | -30000.00 | 8361963.18 |
| 9437 | 2015.01.15 18:35 | sell | 3145 | 0.50 | 117.101 | 0.000 | 0.000 | ||
| 9438 | 2015.01.15 18:35 | modify | 3145 | 0.50 | 117.101 | 118.701 | 115.801 | ||
| 9439 | 2015.01.15 19:40 | close | 3145 | 0.50 | 116.621 | 118.701 | 115.801 | 24000.00 | 8385963.18 |
| 9440 | 2015.01.16 08:05 | sell | 3146 | 0.70 | 116.641 | 0.000 | 0.000 | ||
| 9441 | 2015.01.16 08:05 | modify | 3146 | 0.70 | 116.641 | 117.941 | 116.241 | ||
| 9442 | 2015.01.16 08:30 | sell | 3147 | 0.40 | 116.731 | 0.000 | 0.000 | ||
| 9443 | 2015.01.16 08:30 | modify | 3147 | 0.40 | 116.731 | 119.081 | 115.681 | ||
| 9444 | 2015.01.16 09:00 | close | 3146 | 0.70 | 116.511 | 117.941 | 116.241 | 9100.00 | 8395063.18 |
| 9445 | 2015.01.16 09:45 | sell | 3148 | 0.50 | 116.697 | 0.000 | 0.000 | ||
| 9446 | 2015.01.16 09:45 | modify | 3148 | 0.50 | 116.697 | 118.297 | 115.397 | ||
| 9447 | 2015.01.16 11:35 | close | 3148 | 0.50 | 116.392 | 118.297 | 115.397 | 15250.00 | 8410313.18 |
| 9448 | 2015.01.16 19:10 | buy | 3149 | 0.50 | 117.421 | 0.000 | 0.000 | ||
| 9449 | 2015.01.16 19:10 | modify | 3149 | 0.50 | 117.421 | 115.821 | 118.721 | ||
| 9450 | 2015.01.16 19:45 | sell | 3150 | 0.50 | 117.627 | 0.000 | 0.000 | ||