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 |
| 9451 | 2015.01.16 19:45 | modify | 3150 | 0.50 | 117.627 | 119.227 | 116.327 | ||
| 9452 | 2015.01.16 22:55 | close | 3149 | 0.50 | 117.654 | 115.821 | 118.721 | 11650.00 | 8421963.18 |
| 9453 | 2015.01.16 23:50 | buy | 3151 | 0.50 | 117.546 | 0.000 | 0.000 | ||
| 9454 | 2015.01.16 23:50 | modify | 3151 | 0.50 | 117.546 | 115.946 | 118.846 | ||
| 9455 | 2015.01.19 00:25 | close | 3150 | 0.50 | 117.410 | 119.227 | 116.327 | 10197.41 | 8432160.58 |
| 9456 | 2015.01.19 02:15 | sell | 3152 | 0.50 | 117.583 | 0.000 | 0.000 | ||
| 9457 | 2015.01.19 02:15 | modify | 3152 | 0.50 | 117.583 | 119.183 | 116.283 | ||
| 9458 | 2015.01.19 03:20 | close | 3152 | 0.50 | 117.196 | 119.183 | 116.283 | 19350.00 | 8451510.58 |
| 9459 | 2015.01.19 03:20 | buy | 3153 | 0.70 | 117.197 | 0.000 | 0.000 | ||
| 9460 | 2015.01.19 03:20 | modify | 3153 | 0.70 | 117.197 | 115.897 | 117.597 | ||
| 9461 | 2015.01.19 05:15 | close | 3147 | 0.40 | 117.073 | 119.081 | 115.681 | -14202.08 | 8437308.51 |
| 9462 | 2015.01.19 05:30 | buy | 3154 | 0.40 | 116.992 | 0.000 | 0.000 | ||
| 9463 | 2015.01.19 05:30 | modify | 3154 | 0.40 | 116.992 | 114.642 | 118.042 | ||
| 9464 | 2015.01.19 10:40 | close | 3151 | 0.50 | 117.314 | 115.946 | 118.846 | -11236.18 | 8426072.33 |
| 9465 | 2015.01.19 10:40 | close | 3153 | 0.70 | 117.310 | 115.897 | 117.597 | 7910.00 | 8433982.33 |
| 9466 | 2015.01.19 15:20 | close | 3154 | 0.40 | 117.416 | 114.642 | 118.042 | 16960.00 | 8450942.33 |
| 9467 | 2015.01.20 10:55 | buy | 3155 | 0.70 | 118.070 | 0.000 | 0.000 | ||
| 9468 | 2015.01.20 10:55 | modify | 3155 | 0.70 | 118.070 | 116.770 | 118.470 | ||
| 9469 | 2015.01.20 11:10 | close | 3155 | 0.70 | 118.193 | 116.770 | 118.470 | 8610.00 | 8459552.33 |
| 9470 | 2015.01.21 13:00 | buy | 3156 | 0.50 | 117.706 | 0.000 | 0.000 | ||
| 9471 | 2015.01.21 13:00 | modify | 3156 | 0.50 | 117.706 | 116.106 | 119.006 | ||
| 9472 | 2015.01.21 17:50 | close | 3156 | 0.50 | 117.767 | 116.106 | 119.006 | 3050.00 | 8462602.33 |
| 9473 | 2015.01.22 09:35 | buy | 3157 | 0.70 | 117.963 | 0.000 | 0.000 | ||
| 9474 | 2015.01.22 09:35 | modify | 3157 | 0.70 | 117.963 | 116.663 | 118.363 | ||
| 9475 | 2015.01.22 10:15 | close | 3157 | 0.70 | 118.087 | 116.663 | 118.363 | 8680.00 | 8471282.33 |
| 9476 | 2015.01.23 08:50 | buy | 3158 | 0.50 | 118.317 | 0.000 | 0.000 | ||
| 9477 | 2015.01.23 08:50 | modify | 3158 | 0.50 | 118.317 | 116.717 | 119.617 | ||
| 9478 | 2015.01.23 10:55 | sell | 3159 | 0.50 | 118.378 | 0.000 | 0.000 | ||
| 9479 | 2015.01.23 10:55 | modify | 3159 | 0.50 | 118.378 | 119.978 | 117.078 | ||
| 9480 | 2015.01.23 12:10 | close | 3158 | 0.50 | 118.555 | 116.717 | 119.617 | 11900.00 | 8483182.33 |
| 9481 | 2015.01.23 13:50 | close | 3159 | 0.50 | 117.985 | 119.978 | 117.078 | 19650.00 | 8502832.33 |
| 9482 | 2015.01.26 16:35 | buy | 3160 | 0.50 | 118.308 | 0.000 | 0.000 | ||
| 9483 | 2015.01.26 16:35 | modify | 3160 | 0.50 | 118.308 | 116.708 | 119.608 | ||
| 9484 | 2015.01.26 16:50 | buy | 3161 | 0.70 | 118.161 | 0.000 | 0.000 | ||
| 9485 | 2015.01.26 16:50 | modify | 3161 | 0.70 | 118.161 | 116.861 | 118.561 | ||
| 9486 | 2015.01.26 17:05 | close | 3161 | 0.70 | 118.269 | 116.861 | 118.561 | 7560.00 | 8510392.33 |
| 9487 | 2015.01.26 17:45 | sell | 3162 | 0.50 | 118.434 | 0.000 | 0.000 | ||
| 9488 | 2015.01.26 17:45 | modify | 3162 | 0.50 | 118.434 | 120.034 | 117.134 | ||
| 9489 | 2015.01.27 00:55 | close | 3162 | 0.50 | 118.436 | 120.034 | 117.134 | -758.11 | 8509634.22 |
| 9490 | 2015.01.27 01:35 | close | 3160 | 0.50 | 118.581 | 116.708 | 119.608 | 14016.89 | 8523651.12 |
| 9491 | 2015.01.27 04:10 | buy | 3163 | 0.70 | 118.340 | 0.000 | 0.000 | ||
| 9492 | 2015.01.27 04:10 | modify | 3163 | 0.70 | 118.340 | 117.040 | 118.740 | ||
| 9493 | 2015.01.27 18:30 | sell | 3164 | 0.50 | 117.648 | 0.000 | 0.000 | ||
| 9494 | 2015.01.27 18:30 | modify | 3164 | 0.50 | 117.648 | 119.248 | 116.348 | ||
| 9495 | 2015.01.27 18:35 | close | 3163 | 0.70 | 117.668 | 117.040 | 118.740 | -47040.00 | 8476611.12 |
| 9496 | 2015.01.27 20:20 | sell | 3165 | 0.70 | 117.954 | 0.000 | 0.000 | ||
| 9497 | 2015.01.27 20:20 | modify | 3165 | 0.70 | 117.954 | 119.254 | 117.554 | ||
| 9498 | 2015.01.27 20:55 | close | 3165 | 0.70 | 117.849 | 119.254 | 117.554 | 7350.00 | 8483961.12 |
| 9499 | 2015.01.28 08:05 | close | 3164 | 0.50 | 117.982 | 119.248 | 116.348 | -17354.84 | 8466606.27 |
| 9500 | 2015.01.28 08:05 | buy | 3166 | 0.70 | 117.975 | 0.000 | 0.000 | ||
| 9501 | 2015.01.28 08:05 | modify | 3166 | 0.70 | 117.975 | 116.675 | 118.375 | ||
| 9502 | 2015.01.28 09:15 | close | 3166 | 0.70 | 118.076 | 116.675 | 118.375 | 7070.00 | 8473676.27 |
| 9503 | 2015.01.30 03:30 | buy | 3167 | 0.70 | 118.138 | 0.000 | 0.000 | ||
| 9504 | 2015.01.30 03:30 | modify | 3167 | 0.70 | 118.138 | 116.838 | 118.538 | ||
| 9505 | 2015.01.30 06:05 | close | 3167 | 0.70 | 118.071 | 116.838 | 118.538 | -4690.00 | 8468986.27 |
| 9506 | 2015.01.30 21:30 | sell | 3168 | 0.70 | 117.653 | 0.000 | 0.000 | ||
| 9507 | 2015.01.30 21:30 | modify | 3168 | 0.70 | 117.653 | 118.953 | 117.253 | ||
| 9508 | 2015.01.30 21:45 | close | 3168 | 0.70 | 117.534 | 118.953 | 117.253 | 8330.00 | 8477316.27 |
| 9509 | 2015.02.04 07:15 | buy | 3169 | 0.70 | 117.700 | 0.000 | 0.000 | ||
| 9510 | 2015.02.04 07:15 | modify | 3169 | 0.70 | 117.700 | 116.400 | 118.100 | ||
| 9511 | 2015.02.04 15:35 | close | 3169 | 0.70 | 117.576 | 116.400 | 118.100 | -8680.00 | 8468636.27 |
| 9512 | 2015.02.06 22:15 | buy | 3170 | 0.70 | 119.007 | 0.000 | 0.000 | ||
| 9513 | 2015.02.06 22:15 | modify | 3170 | 0.70 | 119.007 | 117.707 | 119.407 | ||
| 9514 | 2015.02.09 06:30 | close | 3170 | 0.70 | 118.862 | 117.707 | 119.407 | -9633.87 | 8459002.40 |
| 9515 | 2015.02.09 10:20 | buy | 3171 | 0.70 | 118.714 | 0.000 | 0.000 | ||
| 9516 | 2015.02.09 10:20 | modify | 3171 | 0.70 | 118.714 | 117.414 | 119.114 | ||
| 9517 | 2015.02.09 16:40 | close | 3171 | 0.70 | 118.755 | 117.414 | 119.114 | 2870.00 | 8461872.40 |
| 9518 | 2015.02.11 02:05 | buy | 3172 | 0.70 | 119.329 | 0.000 | 0.000 | ||
| 9519 | 2015.02.11 02:05 | modify | 3172 | 0.70 | 119.329 | 118.029 | 119.729 | ||
| 9520 | 2015.02.11 03:05 | close | 3172 | 0.70 | 119.528 | 118.029 | 119.729 | 13930.00 | 8475802.40 |
| 9521 | 2015.02.11 22:55 | buy | 3173 | 0.50 | 120.228 | 0.000 | 0.000 | ||
| 9522 | 2015.02.11 22:55 | modify | 3173 | 0.50 | 120.228 | 118.628 | 121.528 | ||
| 9523 | 2015.02.11 23:40 | close | 3173 | 0.50 | 120.388 | 118.628 | 121.528 | 8000.00 | 8483802.40 |
| 9524 | 2015.02.12 01:00 | buy | 3174 | 0.50 | 120.304 | 0.000 | 0.000 | ||
| 9525 | 2015.02.12 01:00 | modify | 3174 | 0.50 | 120.304 | 118.704 | 121.604 | ||
| 9526 | 2015.02.12 02:05 | buy | 3175 | 0.70 | 120.118 | 0.000 | 0.000 | ||
| 9527 | 2015.02.12 02:05 | modify | 3175 | 0.70 | 120.118 | 118.818 | 120.518 | ||
| 9528 | 2015.02.12 04:40 | close | 3175 | 0.70 | 120.176 | 118.818 | 120.518 | 4060.00 | 8487862.40 |
| 9529 | 2015.02.12 05:15 | close | 3174 | 0.50 | 120.302 | 118.704 | 121.604 | -100.00 | 8487762.40 |
| 9530 | 2015.02.13 00:00 | sell | 3176 | 0.70 | 119.113 | 0.000 | 0.000 | ||
| 9531 | 2015.02.13 00:00 | modify | 3176 | 0.70 | 119.113 | 120.413 | 118.713 | ||
| 9532 | 2015.02.13 01:20 | close | 3176 | 0.70 | 118.997 | 120.413 | 118.713 | 8120.00 | 8495882.40 |
| 9533 | 2015.02.13 09:15 | sell | 3177 | 0.70 | 118.865 | 0.000 | 0.000 | ||
| 9534 | 2015.02.13 09:15 | modify | 3177 | 0.70 | 118.865 | 120.165 | 118.465 | ||
| 9535 | 2015.02.13 16:30 | close | 3177 | 0.70 | 118.874 | 120.165 | 118.465 | -630.00 | 8495252.40 |
| 9536 | 2015.02.18 04:50 | buy | 3178 | 0.70 | 119.053 | 0.000 | 0.000 | ||
| 9537 | 2015.02.18 04:50 | modify | 3178 | 0.70 | 119.053 | 117.753 | 119.453 | ||
| 9538 | 2015.02.18 05:00 | close | 3178 | 0.70 | 119.181 | 117.753 | 119.453 | 8960.00 | 8504212.40 |
| 9539 | 2015.02.18 15:45 | buy | 3179 | 0.70 | 119.172 | 0.000 | 0.000 | ||
| 9540 | 2015.02.18 15:45 | modify | 3179 | 0.70 | 119.172 | 117.872 | 119.572 | ||
| 9541 | 2015.02.18 16:40 | close | 3179 | 0.70 | 119.281 | 117.872 | 119.572 | 7630.00 | 8511842.40 |
| 9542 | 2015.02.19 07:45 | sell | 3180 | 0.70 | 118.711 | 0.000 | 0.000 | ||
| 9543 | 2015.02.19 07:45 | modify | 3180 | 0.70 | 118.711 | 120.011 | 118.311 | ||
| 9544 | 2015.02.19 10:25 | close | 3180 | 0.70 | 118.638 | 120.011 | 118.311 | 5110.00 | 8516952.40 |
| 9545 | 2015.02.19 11:55 | sell | 3181 | 0.70 | 118.836 | 0.000 | 0.000 | ||
| 9546 | 2015.02.19 11:55 | modify | 3181 | 0.70 | 118.836 | 120.136 | 118.436 | ||
| 9547 | 2015.02.19 17:05 | close | 3181 | 0.70 | 118.923 | 120.136 | 118.436 | -6090.00 | 8510862.40 |
| 9548 | 2015.02.24 01:30 | sell | 3182 | 0.70 | 118.929 | 0.000 | 0.000 | ||
| 9549 | 2015.02.24 01:30 | modify | 3182 | 0.70 | 118.929 | 120.229 | 118.529 | ||
| 9550 | 2015.02.24 17:20 | close | 3182 | 0.70 | 119.311 | 120.229 | 118.529 | -26740.00 | 8484122.40 |
| 9551 | 2015.02.24 17:25 | buy | 3183 | 0.70 | 119.255 | 0.000 | 0.000 | ||
| 9552 | 2015.02.24 17:25 | modify | 3183 | 0.70 | 119.255 | 117.955 | 119.655 | ||
| 9553 | 2015.02.24 23:50 | close | 3183 | 0.70 | 118.949 | 117.955 | 119.655 | -21420.00 | 8462702.40 |
| 9554 | 2015.02.25 08:30 | sell | 3184 | 0.70 | 118.835 | 0.000 | 0.000 | ||
| 9555 | 2015.02.25 08:30 | modify | 3184 | 0.70 | 118.835 | 120.135 | 118.435 | ||
| 9556 | 2015.02.25 09:00 | close | 3184 | 0.70 | 118.731 | 120.135 | 118.435 | 7280.00 | 8469982.40 |
| 9557 | 2015.02.25 09:45 | sell | 3185 | 0.70 | 118.866 | 0.000 | 0.000 | ||
| 9558 | 2015.02.25 09:45 | modify | 3185 | 0.70 | 118.866 | 120.166 | 118.466 | ||
| 9559 | 2015.02.25 11:25 | close | 3185 | 0.70 | 118.741 | 120.166 | 118.466 | 8750.00 | 8478732.40 |
| 9560 | 2015.02.27 02:10 | buy | 3186 | 0.70 | 119.283 | 0.000 | 0.000 | ||
| 9561 | 2015.02.27 02:10 | modify | 3186 | 0.70 | 119.283 | 117.983 | 119.683 | ||
| 9562 | 2015.02.27 08:25 | close | 3186 | 0.70 | 119.251 | 117.983 | 119.683 | -2240.00 | 8476492.40 |
| 9563 | 2015.03.02 07:40 | buy | 3187 | 0.70 | 119.791 | 0.000 | 0.000 | ||
| 9564 | 2015.03.02 07:40 | modify | 3187 | 0.70 | 119.791 | 118.491 | 120.191 | ||
| 9565 | 2015.03.02 09:50 | close | 3187 | 0.70 | 119.904 | 118.491 | 120.191 | 7910.00 | 8484402.40 |
| 9566 | 2015.03.02 13:20 | buy | 3188 | 0.70 | 119.756 | 0.000 | 0.000 | ||
| 9567 | 2015.03.02 13:20 | modify | 3188 | 0.70 | 119.756 | 118.456 | 120.156 | ||
| 9568 | 2015.03.02 17:10 | close | 3188 | 0.70 | 119.893 | 118.456 | 120.156 | 9590.00 | 8493992.40 |
| 9569 | 2015.03.03 03:10 | buy | 3189 | 0.70 | 120.057 | 0.000 | 0.000 | ||
| 9570 | 2015.03.03 03:10 | modify | 3189 | 0.70 | 120.057 | 118.757 | 120.457 | ||
| 9571 | 2015.03.03 10:05 | close | 3189 | 0.70 | 119.819 | 118.757 | 120.457 | -16660.00 | 8477332.40 |
| 9572 | 2015.03.03 21:35 | sell | 3190 | 0.70 | 119.670 | 0.000 | 0.000 | ||
| 9573 | 2015.03.03 21:35 | modify | 3190 | 0.70 | 119.670 | 120.970 | 119.270 | ||
| 9574 | 2015.03.04 00:45 | close | 3190 | 0.70 | 119.675 | 120.970 | 119.270 | -1281.23 | 8476051.17 |
| 9575 | 2015.03.06 20:45 | buy | 3191 | 0.70 | 120.749 | 0.000 | 0.000 | ||
| 9576 | 2015.03.06 20:45 | modify | 3191 | 0.70 | 120.749 | 119.449 | 121.149 | ||
| 9577 | 2015.03.06 23:55 | close | 3191 | 0.70 | 120.788 | 119.449 | 121.149 | 2730.00 | 8478781.17 |
| 9578 | 2015.03.09 03:20 | buy | 3192 | 0.70 | 120.618 | 0.000 | 0.000 | ||
| 9579 | 2015.03.09 03:20 | modify | 3192 | 0.70 | 120.618 | 119.318 | 121.018 | ||
| 9580 | 2015.03.09 03:45 | close | 3192 | 0.70 | 120.731 | 119.318 | 121.018 | 7910.00 | 8486691.17 |
| 9581 | 2015.03.09 11:50 | buy | 3193 | 0.70 | 120.763 | 0.000 | 0.000 | ||
| 9582 | 2015.03.09 11:50 | modify | 3193 | 0.70 | 120.763 | 119.463 | 121.163 | ||
| 9583 | 2015.03.09 14:00 | close | 3193 | 0.70 | 120.891 | 119.463 | 121.163 | 8960.00 | 8495651.17 |
| 9584 | 2015.03.10 13:45 | buy | 3194 | 0.70 | 121.533 | 0.000 | 0.000 | ||
| 9585 | 2015.03.10 13:45 | modify | 3194 | 0.70 | 121.533 | 120.233 | 121.933 | ||
| 9586 | 2015.03.10 14:00 | close | 3194 | 0.70 | 121.656 | 120.233 | 121.933 | 8610.00 | 8504261.17 |
| 9587 | 2015.03.10 23:10 | buy | 3195 | 0.50 | 121.051 | 0.000 | 0.000 | ||
| 9588 | 2015.03.10 23:10 | modify | 3195 | 0.50 | 121.051 | 119.451 | 122.351 | ||
| 9589 | 2015.03.11 03:10 | sell | 3196 | 0.50 | 121.128 | 0.000 | 0.000 | ||
| 9590 | 2015.03.11 03:10 | modify | 3196 | 0.50 | 121.128 | 122.728 | 119.828 | ||
| 9591 | 2015.03.11 03:45 | close | 3195 | 0.50 | 121.265 | 119.451 | 122.351 | 11075.18 | 8515336.35 |
| 9592 | 2015.03.11 03:45 | sell | 3197 | 0.70 | 121.271 | 0.000 | 0.000 | ||
| 9593 | 2015.03.11 03:45 | modify | 3197 | 0.70 | 121.271 | 122.571 | 120.871 | ||
| 9594 | 2015.03.11 08:15 | close | 3197 | 0.70 | 121.367 | 122.571 | 120.871 | -6720.00 | 8508616.35 |
| 9595 | 2015.03.11 08:45 | close | 3196 | 0.50 | 121.298 | 122.728 | 119.828 | -8500.00 | 8500116.35 |
| 9596 | 2015.03.19 05:55 | sell | 3198 | 0.70 | 120.252 | 0.000 | 0.000 | ||
| 9597 | 2015.03.19 05:55 | modify | 3198 | 0.70 | 120.252 | 121.552 | 119.852 | ||
| 9598 | 2015.03.19 13:05 | close | 3198 | 0.70 | 120.467 | 121.552 | 119.852 | -15050.00 | 8485066.35 |
| 9599 | 2015.03.19 13:55 | sell | 3199 | 0.50 | 120.610 | 0.000 | 0.000 | ||
| 9600 | 2015.03.19 13:55 | modify | 3199 | 0.50 | 120.610 | 122.210 | 119.310 | ||