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 |
| 9601 | 2015.03.19 16:50 | buy | 3200 | 0.50 | 120.792 | 0.000 | 0.000 | ||
| 9602 | 2015.03.19 16:50 | modify | 3200 | 0.50 | 120.792 | 119.192 | 122.092 | ||
| 9603 | 2015.03.19 23:05 | close | 3199 | 0.50 | 120.879 | 122.210 | 119.310 | -13450.00 | 8471616.35 |
| 9604 | 2015.03.19 23:35 | buy | 3201 | 0.70 | 120.727 | 0.000 | 0.000 | ||
| 9605 | 2015.03.19 23:35 | modify | 3201 | 0.70 | 120.727 | 119.427 | 121.127 | ||
| 9606 | 2015.03.20 01:10 | close | 3201 | 0.70 | 120.850 | 119.427 | 121.127 | 9133.69 | 8480750.03 |
| 9607 | 2015.03.20 02:45 | buy | 3202 | 0.70 | 120.700 | 0.000 | 0.000 | ||
| 9608 | 2015.03.20 02:45 | modify | 3202 | 0.70 | 120.700 | 119.400 | 121.100 | ||
| 9609 | 2015.03.20 03:30 | close | 3202 | 0.70 | 120.810 | 119.400 | 121.100 | 7700.00 | 8488450.03 |
| 9610 | 2015.03.20 09:55 | close | 3200 | 0.50 | 120.792 | 119.192 | 122.092 | 374.06 | 8488824.10 |
| 9611 | 2015.03.20 15:50 | buy | 3203 | 0.70 | 120.877 | 0.000 | 0.000 | ||
| 9612 | 2015.03.20 15:50 | modify | 3203 | 0.70 | 120.877 | 119.577 | 121.277 | ||
| 9613 | 2015.03.23 01:45 | close | 3203 | 0.70 | 120.048 | 119.577 | 121.277 | -57510.28 | 8431313.81 |
| 9614 | 2015.03.23 11:35 | sell | 3204 | 0.70 | 120.126 | 0.000 | 0.000 | ||
| 9615 | 2015.03.23 11:35 | modify | 3204 | 0.70 | 120.126 | 121.426 | 119.726 | ||
| 9616 | 2015.03.23 12:15 | close | 3204 | 0.70 | 119.987 | 121.426 | 119.726 | 9730.00 | 8441043.81 |
| 9617 | 2015.03.26 15:45 | sell | 3205 | 0.70 | 118.937 | 0.000 | 0.000 | ||
| 9618 | 2015.03.26 15:45 | modify | 3205 | 0.70 | 118.937 | 120.237 | 118.537 | ||
| 9619 | 2015.03.26 16:50 | sell | 3206 | 0.50 | 119.157 | 0.000 | 0.000 | ||
| 9620 | 2015.03.26 16:50 | modify | 3206 | 0.50 | 119.157 | 120.757 | 117.857 | ||
| 9621 | 2015.03.26 18:45 | close | 3205 | 0.70 | 119.015 | 120.237 | 118.537 | -5460.00 | 8435583.81 |
| 9622 | 2015.03.27 02:45 | buy | 3207 | 0.70 | 119.155 | 0.000 | 0.000 | ||
| 9623 | 2015.03.27 02:45 | modify | 3207 | 0.70 | 119.155 | 117.855 | 119.555 | ||
| 9624 | 2015.03.27 04:05 | close | 3206 | 0.50 | 119.120 | 120.757 | 117.857 | 1187.86 | 8436771.67 |
| 9625 | 2015.03.27 04:50 | close | 3207 | 0.70 | 119.281 | 117.855 | 119.555 | 8820.00 | 8445591.67 |
| 9626 | 2015.03.27 15:05 | buy | 3208 | 0.70 | 119.201 | 0.000 | 0.000 | ||
| 9627 | 2015.03.27 15:05 | modify | 3208 | 0.70 | 119.201 | 117.901 | 119.601 | ||
| 9628 | 2015.03.27 18:15 | close | 3208 | 0.70 | 119.195 | 117.901 | 119.601 | -420.00 | 8445171.67 |
| 9629 | 2015.03.31 02:35 | buy | 3209 | 0.70 | 120.038 | 0.000 | 0.000 | ||
| 9630 | 2015.03.31 02:35 | modify | 3209 | 0.70 | 120.038 | 118.738 | 120.438 | ||
| 9631 | 2015.03.31 04:05 | close | 3209 | 0.70 | 120.153 | 118.738 | 120.438 | 8050.00 | 8453221.67 |
| 9632 | 2015.03.31 09:05 | buy | 3210 | 0.70 | 120.045 | 0.000 | 0.000 | ||
| 9633 | 2015.03.31 09:05 | modify | 3210 | 0.70 | 120.045 | 118.745 | 120.445 | ||
| 9634 | 2015.03.31 09:50 | close | 3210 | 0.70 | 120.151 | 118.745 | 120.445 | 7420.00 | 8460641.67 |
| 9635 | 2015.04.01 23:05 | sell | 3211 | 0.70 | 119.709 | 0.000 | 0.000 | ||
| 9636 | 2015.04.01 23:05 | modify | 3211 | 0.70 | 119.709 | 121.009 | 119.309 | ||
| 9637 | 2015.04.02 02:40 | close | 3211 | 0.70 | 119.597 | 121.009 | 119.309 | 5045.53 | 8465687.20 |
| 9638 | 2015.04.06 03:55 | sell | 3212 | 0.70 | 119.047 | 0.000 | 0.000 | ||
| 9639 | 2015.04.06 03:55 | modify | 3212 | 0.70 | 119.047 | 120.347 | 118.647 | ||
| 9640 | 2015.04.06 06:40 | close | 3212 | 0.70 | 119.055 | 120.347 | 118.647 | -560.00 | 8465127.20 |
| 9641 | 2015.04.08 04:20 | buy | 3213 | 0.70 | 120.181 | 0.000 | 0.000 | ||
| 9642 | 2015.04.08 04:20 | modify | 3213 | 0.70 | 120.181 | 118.881 | 120.581 | ||
| 9643 | 2015.04.08 11:30 | close | 3213 | 0.70 | 119.977 | 118.881 | 120.581 | -14280.00 | 8450847.20 |
| 9644 | 2015.04.10 03:35 | buy | 3214 | 0.70 | 120.464 | 0.000 | 0.000 | ||
| 9645 | 2015.04.10 03:35 | modify | 3214 | 0.70 | 120.464 | 119.164 | 120.864 | ||
| 9646 | 2015.04.10 04:35 | close | 3214 | 0.70 | 120.600 | 119.164 | 120.864 | 9520.00 | 8460367.20 |
| 9647 | 2015.04.10 23:55 | sell | 3215 | 0.70 | 120.308 | 0.000 | 0.000 | ||
| 9648 | 2015.04.10 23:55 | modify | 3215 | 0.70 | 120.308 | 121.608 | 119.908 | ||
| 9649 | 2015.04.13 02:15 | close | 3215 | 0.70 | 120.209 | 121.608 | 119.908 | 5993.98 | 8466361.18 |
| 9650 | 2015.04.14 14:20 | sell | 3216 | 0.70 | 119.908 | 0.000 | 0.000 | ||
| 9651 | 2015.04.14 14:20 | modify | 3216 | 0.70 | 119.908 | 121.208 | 119.508 | ||
| 9652 | 2015.04.14 15:33 | t/p | 3216 | 0.70 | 119.500 | 121.208 | 119.508 | 28560.00 | 8494921.18 |
| 9653 | 2015.04.15 03:05 | sell | 3217 | 0.70 | 119.502 | 0.000 | 0.000 | ||
| 9654 | 2015.04.15 03:05 | modify | 3217 | 0.70 | 119.502 | 120.802 | 119.102 | ||
| 9655 | 2015.04.15 09:40 | close | 3217 | 0.70 | 119.558 | 120.802 | 119.102 | -3920.00 | 8491001.18 |
| 9656 | 2015.04.15 22:30 | sell | 3218 | 0.70 | 119.160 | 0.000 | 0.000 | ||
| 9657 | 2015.04.15 22:30 | modify | 3218 | 0.70 | 119.160 | 120.460 | 118.760 | ||
| 9658 | 2015.04.16 00:45 | close | 3218 | 0.70 | 119.065 | 120.460 | 118.760 | 3870.04 | 8494871.22 |
| 9659 | 2015.04.20 22:55 | buy | 3219 | 0.70 | 119.225 | 0.000 | 0.000 | ||
| 9660 | 2015.04.20 22:55 | modify | 3219 | 0.70 | 119.225 | 117.925 | 119.625 | ||
| 9661 | 2015.04.21 01:05 | close | 3219 | 0.70 | 119.276 | 117.925 | 119.625 | 4086.74 | 8498957.96 |
| 9662 | 2015.04.21 14:40 | buy | 3220 | 0.70 | 119.358 | 0.000 | 0.000 | ||
| 9663 | 2015.04.21 14:40 | modify | 3220 | 0.70 | 119.358 | 118.058 | 119.758 | ||
| 9664 | 2015.04.21 16:05 | close | 3220 | 0.70 | 119.505 | 118.058 | 119.758 | 10290.00 | 8509247.96 |
| 9665 | 2015.04.24 12:10 | sell | 3221 | 0.70 | 119.592 | 0.000 | 0.000 | ||
| 9666 | 2015.04.24 12:10 | modify | 3221 | 0.70 | 119.592 | 120.892 | 119.192 | ||
| 9667 | 2015.04.24 12:45 | close | 3221 | 0.70 | 119.483 | 120.892 | 119.192 | 7630.00 | 8516877.96 |
| 9668 | 2015.04.27 07:40 | sell | 3222 | 0.70 | 119.027 | 0.000 | 0.000 | ||
| 9669 | 2015.04.27 07:40 | modify | 3222 | 0.70 | 119.027 | 120.327 | 118.627 | ||
| 9670 | 2015.04.27 17:25 | close | 3222 | 0.70 | 119.252 | 120.327 | 118.627 | -15750.00 | 8501127.96 |
| 9671 | 2015.04.27 18:00 | buy | 3223 | 0.70 | 119.140 | 0.000 | 0.000 | ||
| 9672 | 2015.04.27 18:00 | modify | 3223 | 0.70 | 119.140 | 117.840 | 119.540 | ||
| 9673 | 2015.04.27 22:35 | close | 3223 | 0.70 | 119.130 | 117.840 | 119.540 | -700.00 | 8500427.96 |
| 9674 | 2015.04.30 21:55 | buy | 3224 | 0.70 | 119.446 | 0.000 | 0.000 | ||
| 9675 | 2015.04.30 21:55 | modify | 3224 | 0.70 | 119.446 | 118.146 | 119.846 | ||
| 9676 | 2015.05.01 01:15 | close | 3224 | 0.70 | 119.493 | 118.146 | 119.846 | 3807.62 | 8504235.58 |
| 9677 | 2015.05.01 23:10 | buy | 3225 | 0.70 | 120.142 | 0.000 | 0.000 | ||
| 9678 | 2015.05.01 23:10 | modify | 3225 | 0.70 | 120.142 | 118.842 | 120.542 | ||
| 9679 | 2015.05.04 10:10 | close | 3225 | 0.70 | 120.136 | 118.842 | 120.542 | 101.37 | 8504336.95 |
| 9680 | 2015.05.08 00:10 | buy | 3226 | 0.70 | 119.697 | 0.000 | 0.000 | ||
| 9681 | 2015.05.08 00:10 | modify | 3226 | 0.70 | 119.697 | 118.397 | 120.097 | ||
| 9682 | 2015.05.08 03:30 | close | 3226 | 0.70 | 119.772 | 118.397 | 120.097 | 5250.00 | 8509586.95 |
| 9683 | 2015.05.11 01:45 | sell | 3227 | 0.70 | 119.822 | 0.000 | 0.000 | ||
| 9684 | 2015.05.11 01:45 | modify | 3227 | 0.70 | 119.822 | 121.122 | 119.422 | ||
| 9685 | 2015.05.11 03:05 | close | 3227 | 0.70 | 119.742 | 121.122 | 119.422 | 5600.00 | 8515186.95 |
| 9686 | 2015.05.13 23:25 | sell | 3228 | 0.70 | 119.188 | 0.000 | 0.000 | ||
| 9687 | 2015.05.13 23:25 | modify | 3228 | 0.70 | 119.188 | 120.488 | 118.788 | ||
| 9688 | 2015.05.14 06:50 | close | 3228 | 0.70 | 119.161 | 120.488 | 118.788 | -890.31 | 8514296.64 |
| 9689 | 2015.05.15 17:05 | buy | 3229 | 0.70 | 119.533 | 0.000 | 0.000 | ||
| 9690 | 2015.05.15 17:05 | modify | 3229 | 0.70 | 119.533 | 118.233 | 119.933 | ||
| 9691 | 2015.05.15 19:35 | close | 3229 | 0.70 | 119.439 | 118.233 | 119.933 | -6580.00 | 8507716.64 |
| 9692 | 2015.05.19 02:15 | buy | 3230 | 0.70 | 119.917 | 0.000 | 0.000 | ||
| 9693 | 2015.05.19 02:15 | modify | 3230 | 0.70 | 119.917 | 118.617 | 120.317 | ||
| 9694 | 2015.05.19 04:50 | close | 3230 | 0.70 | 119.975 | 118.617 | 120.317 | 4060.00 | 8511776.64 |
| 9695 | 2015.05.20 00:50 | buy | 3231 | 0.70 | 120.651 | 0.000 | 0.000 | ||
| 9696 | 2015.05.20 00:50 | modify | 3231 | 0.70 | 120.651 | 119.351 | 121.051 | ||
| 9697 | 2015.05.20 03:10 | close | 3231 | 0.70 | 120.712 | 119.351 | 121.051 | 4270.00 | 8516046.64 |
| 9698 | 2015.05.25 13:25 | buy | 3232 | 0.70 | 121.505 | 0.000 | 0.000 | ||
| 9699 | 2015.05.25 13:25 | modify | 3232 | 0.70 | 121.505 | 120.205 | 121.905 | ||
| 9700 | 2015.05.25 22:10 | close | 3232 | 0.70 | 121.520 | 120.205 | 121.905 | 1050.00 | 8517096.64 |
| 9701 | 2015.05.25 23:20 | sell | 3233 | 0.70 | 121.538 | 0.000 | 0.000 | ||
| 9702 | 2015.05.25 23:20 | modify | 3233 | 0.70 | 121.538 | 122.838 | 121.138 | ||
| 9703 | 2015.05.26 12:01 | s/l | 3233 | 0.70 | 122.839 | 122.838 | 121.138 | -92015.47 | 8425081.17 |
| 9704 | 2015.05.27 02:20 | buy | 3234 | 0.70 | 122.973 | 0.000 | 0.000 | ||
| 9705 | 2015.05.27 02:20 | modify | 3234 | 0.70 | 122.973 | 121.673 | 123.373 | ||
| 9706 | 2015.05.27 04:05 | close | 3234 | 0.70 | 123.116 | 121.673 | 123.373 | 10010.00 | 8435091.17 |
| 9707 | 2015.05.27 08:35 | buy | 3235 | 0.70 | 122.906 | 0.000 | 0.000 | ||
| 9708 | 2015.05.27 08:35 | modify | 3235 | 0.70 | 122.906 | 121.606 | 123.306 | ||
| 9709 | 2015.05.27 10:05 | close | 3235 | 0.70 | 123.038 | 121.606 | 123.306 | 9240.00 | 8444331.17 |
| 9710 | 2015.05.27 20:45 | buy | 3236 | 0.50 | 123.815 | 0.000 | 0.000 | ||
| 9711 | 2015.05.27 20:45 | modify | 3236 | 0.50 | 123.815 | 122.215 | 125.115 | ||
| 9712 | 2015.05.27 23:15 | buy | 3237 | 0.70 | 123.725 | 0.000 | 0.000 | ||
| 9713 | 2015.05.27 23:15 | modify | 3237 | 0.70 | 123.725 | 122.425 | 124.125 | ||
| 9714 | 2015.05.28 02:35 | close | 3237 | 0.70 | 123.762 | 122.425 | 124.125 | 4198.69 | 8448529.86 |
| 9715 | 2015.05.28 04:25 | buy | 3238 | 0.70 | 123.539 | 0.000 | 0.000 | ||
| 9716 | 2015.05.28 04:25 | modify | 3238 | 0.70 | 123.539 | 122.239 | 123.939 | ||
| 9717 | 2015.05.28 04:35 | close | 3238 | 0.70 | 123.665 | 122.239 | 123.939 | 8820.00 | 8457349.86 |
| 9718 | 2015.05.28 05:30 | close | 3236 | 0.50 | 123.847 | 122.215 | 125.115 | 2749.06 | 8460098.92 |
| 9719 | 2015.05.28 08:35 | buy | 3239 | 0.70 | 123.701 | 0.000 | 0.000 | ||
| 9720 | 2015.05.28 08:35 | modify | 3239 | 0.70 | 123.701 | 122.401 | 124.101 | ||
| 9721 | 2015.05.28 09:05 | close | 3239 | 0.70 | 123.851 | 122.401 | 124.101 | 10500.00 | 8470598.92 |
| 9722 | 2015.06.03 03:35 | sell | 3240 | 0.70 | 124.207 | 0.000 | 0.000 | ||
| 9723 | 2015.06.03 03:35 | modify | 3240 | 0.70 | 124.207 | 125.507 | 123.807 | ||
| 9724 | 2015.06.03 04:15 | close | 3240 | 0.70 | 124.098 | 125.507 | 123.807 | 7630.00 | 8478228.92 |
| 9725 | 2015.06.03 10:20 | sell | 3241 | 0.70 | 124.111 | 0.000 | 0.000 | ||
| 9726 | 2015.06.03 10:20 | modify | 3241 | 0.70 | 124.111 | 125.411 | 123.711 | ||
| 9727 | 2015.06.03 17:05 | close | 3241 | 0.70 | 124.132 | 125.411 | 123.711 | -1470.00 | 8476758.92 |
| 9728 | 2015.06.03 22:45 | buy | 3242 | 0.70 | 124.269 | 0.000 | 0.000 | ||
| 9729 | 2015.06.03 22:45 | modify | 3242 | 0.70 | 124.269 | 122.969 | 124.669 | ||
| 9730 | 2015.06.04 02:20 | close | 3242 | 0.70 | 124.347 | 122.969 | 124.669 | 7076.26 | 8483835.18 |
| 9731 | 2015.06.08 03:20 | buy | 3243 | 0.70 | 125.551 | 0.000 | 0.000 | ||
| 9732 | 2015.06.08 03:20 | modify | 3243 | 0.70 | 125.551 | 124.251 | 125.951 | ||
| 9733 | 2015.06.08 05:00 | buy | 3244 | 0.50 | 125.367 | 0.000 | 0.000 | ||
| 9734 | 2015.06.08 05:00 | modify | 3244 | 0.50 | 125.367 | 123.767 | 126.667 | ||
| 9735 | 2015.06.08 05:10 | buy | 3245 | 0.40 | 125.360 | 0.000 | 0.000 | ||
| 9736 | 2015.06.08 05:10 | modify | 3245 | 0.40 | 125.360 | 123.010 | 126.410 | ||
| 9737 | 2015.06.08 08:45 | close | 3244 | 0.50 | 125.531 | 123.767 | 126.667 | 8200.00 | 8492035.18 |
| 9738 | 2015.06.08 08:45 | close | 3243 | 0.70 | 125.527 | 124.251 | 125.951 | -1680.00 | 8490355.18 |
| 9739 | 2015.06.08 18:00 | sell | 3246 | 0.70 | 125.333 | 0.000 | 0.000 | ||
| 9740 | 2015.06.08 18:00 | modify | 3246 | 0.70 | 125.333 | 126.633 | 124.933 | ||
| 9741 | 2015.06.08 18:30 | close | 3246 | 0.70 | 125.216 | 126.633 | 124.933 | 8190.00 | 8498545.18 |
| 9742 | 2015.06.09 00:05 | sell | 3247 | 0.50 | 124.506 | 0.000 | 0.000 | ||
| 9743 | 2015.06.09 00:05 | modify | 3247 | 0.50 | 124.506 | 126.106 | 123.206 | ||
| 9744 | 2015.06.09 03:30 | sell | 3248 | 0.70 | 124.720 | 0.000 | 0.000 | ||
| 9745 | 2015.06.09 03:30 | modify | 3248 | 0.70 | 124.720 | 126.020 | 124.320 | ||
| 9746 | 2015.06.09 04:00 | close | 3248 | 0.70 | 124.615 | 126.020 | 124.320 | 7350.00 | 8505895.18 |
| 9747 | 2015.06.09 04:45 | close | 3247 | 0.50 | 124.465 | 126.106 | 123.206 | 2050.00 | 8507945.18 |
| 9748 | 2015.06.09 10:40 | sell | 3249 | 0.70 | 124.592 | 0.000 | 0.000 | ||
| 9749 | 2015.06.09 10:40 | modify | 3249 | 0.70 | 124.592 | 125.892 | 124.192 | ||
| 9750 | 2015.06.09 11:25 | close | 3249 | 0.70 | 124.459 | 125.892 | 124.192 | 9310.00 | 8517255.18 |