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 |
| 9751 | 2015.06.10 00:00 | close | 3245 | 0.40 | 124.328 | 123.010 | 126.410 | -40663.45 | 8476591.73 |
| 9752 | 2015.06.10 13:40 | sell | 3250 | 0.70 | 123.073 | 0.000 | 0.000 | ||
| 9753 | 2015.06.10 13:40 | modify | 3250 | 0.70 | 123.073 | 124.373 | 122.673 | ||
| 9754 | 2015.06.10 14:55 | close | 3250 | 0.70 | 122.957 | 124.373 | 122.673 | 8120.00 | 8484711.73 |
| 9755 | 2015.06.11 02:15 | sell | 3251 | 0.70 | 122.845 | 0.000 | 0.000 | ||
| 9756 | 2015.06.11 02:15 | modify | 3251 | 0.70 | 122.845 | 124.145 | 122.445 | ||
| 9757 | 2015.06.11 03:20 | sell | 3252 | 0.40 | 123.027 | 0.000 | 0.000 | ||
| 9758 | 2015.06.11 03:20 | modify | 3252 | 0.40 | 123.027 | 125.377 | 121.977 | ||
| 9759 | 2015.06.11 15:30 | s/l | 3251 | 0.70 | 124.175 | 124.145 | 122.445 | -93100.00 | 8391611.73 |
| 9760 | 2015.06.11 15:40 | buy | 3253 | 0.50 | 123.506 | 0.000 | 0.000 | ||
| 9761 | 2015.06.11 15:40 | modify | 3253 | 0.50 | 123.506 | 121.906 | 124.806 | ||
| 9762 | 2015.06.11 15:45 | buy | 3254 | 0.70 | 123.460 | 0.000 | 0.000 | ||
| 9763 | 2015.06.11 15:45 | modify | 3254 | 0.70 | 123.460 | 122.160 | 123.860 | ||
| 9764 | 2015.06.11 16:10 | close | 3254 | 0.70 | 123.629 | 122.160 | 123.860 | 11830.00 | 8403441.73 |
| 9765 | 2015.06.11 21:45 | buy | 3255 | 0.70 | 123.476 | 0.000 | 0.000 | ||
| 9766 | 2015.06.11 21:45 | modify | 3255 | 0.70 | 123.476 | 122.176 | 123.876 | ||
| 9767 | 2015.06.11 22:40 | close | 3252 | 0.40 | 123.427 | 125.377 | 121.977 | -16000.00 | 8387441.73 |
| 9768 | 2015.06.12 00:55 | close | 3255 | 0.70 | 123.497 | 122.176 | 123.876 | 2005.19 | 8389446.91 |
| 9769 | 2015.06.12 01:45 | close | 3253 | 0.50 | 123.569 | 121.906 | 124.806 | 3532.28 | 8392979.19 |
| 9770 | 2015.06.12 15:00 | buy | 3256 | 0.70 | 123.596 | 0.000 | 0.000 | ||
| 9771 | 2015.06.12 15:00 | modify | 3256 | 0.70 | 123.596 | 122.296 | 123.996 | ||
| 9772 | 2015.06.12 15:45 | close | 3256 | 0.70 | 123.700 | 122.296 | 123.996 | 7280.00 | 8400259.19 |
| 9773 | 2015.06.17 21:05 | buy | 3257 | 0.70 | 123.930 | 0.000 | 0.000 | ||
| 9774 | 2015.06.17 21:05 | modify | 3257 | 0.70 | 123.930 | 122.630 | 124.330 | ||
| 9775 | 2015.06.18 01:50 | close | 3257 | 0.70 | 123.528 | 122.630 | 124.330 | -26534.39 | 8373724.80 |
| 9776 | 2015.06.18 02:35 | sell | 3258 | 0.70 | 123.579 | 0.000 | 0.000 | ||
| 9777 | 2015.06.18 02:35 | modify | 3258 | 0.70 | 123.579 | 124.879 | 123.179 | ||
| 9778 | 2015.06.18 03:10 | close | 3258 | 0.70 | 123.470 | 124.879 | 123.179 | 7630.00 | 8381354.80 |
| 9779 | 2015.06.18 17:25 | sell | 3259 | 0.70 | 122.971 | 0.000 | 0.000 | ||
| 9780 | 2015.06.18 17:25 | modify | 3259 | 0.70 | 122.971 | 124.271 | 122.571 | ||
| 9781 | 2015.06.18 18:25 | close | 3259 | 0.70 | 122.846 | 124.271 | 122.571 | 8750.00 | 8390104.80 |
| 9782 | 2015.06.18 19:50 | sell | 3260 | 0.40 | 123.090 | 0.000 | 0.000 | ||
| 9783 | 2015.06.18 19:50 | modify | 3260 | 0.40 | 123.090 | 125.440 | 122.040 | ||
| 9784 | 2015.06.19 16:25 | close | 3260 | 0.40 | 122.804 | 125.440 | 122.040 | 10893.45 | 8400998.25 |
| 9785 | 2015.06.22 15:40 | buy | 3261 | 0.70 | 123.084 | 0.000 | 0.000 | ||
| 9786 | 2015.06.22 15:40 | modify | 3261 | 0.70 | 123.084 | 121.784 | 123.484 | ||
| 9787 | 2015.06.22 16:20 | close | 3261 | 0.70 | 123.190 | 121.784 | 123.484 | 7420.00 | 8408418.25 |
| 9788 | 2015.06.23 18:35 | buy | 3262 | 0.70 | 123.683 | 0.000 | 0.000 | ||
| 9789 | 2015.06.23 18:35 | modify | 3262 | 0.70 | 123.683 | 122.383 | 124.083 | ||
| 9790 | 2015.06.23 19:15 | close | 3262 | 0.70 | 123.792 | 122.383 | 124.083 | 7630.00 | 8416048.25 |
| 9791 | 2015.06.24 03:10 | buy | 3263 | 0.70 | 123.805 | 0.000 | 0.000 | ||
| 9792 | 2015.06.24 03:10 | modify | 3263 | 0.70 | 123.805 | 122.505 | 124.205 | ||
| 9793 | 2015.06.24 04:05 | close | 3263 | 0.70 | 123.917 | 122.505 | 124.205 | 7840.00 | 8423888.25 |
| 9794 | 2015.06.29 03:10 | sell | 3264 | 0.70 | 123.035 | 0.000 | 0.000 | ||
| 9795 | 2015.06.29 03:10 | modify | 3264 | 0.70 | 123.035 | 124.335 | 122.635 | ||
| 9796 | 2015.06.29 03:20 | close | 3264 | 0.70 | 122.888 | 124.335 | 122.635 | 10290.00 | 8434178.25 |
| 9797 | 2015.06.30 02:30 | sell | 3265 | 0.70 | 122.623 | 0.000 | 0.000 | ||
| 9798 | 2015.06.30 02:30 | modify | 3265 | 0.70 | 122.623 | 123.923 | 122.223 | ||
| 9799 | 2015.06.30 03:40 | close | 3265 | 0.70 | 122.526 | 123.923 | 122.223 | 6790.00 | 8440968.25 |
| 9800 | 2015.07.03 21:55 | sell | 3266 | 0.70 | 122.851 | 0.000 | 0.000 | ||
| 9801 | 2015.07.03 21:55 | modify | 3266 | 0.70 | 122.851 | 124.151 | 122.451 | ||
| 9802 | 2015.07.03 22:20 | close | 3266 | 0.70 | 122.738 | 124.151 | 122.451 | 7910.00 | 8448878.25 |
| 9803 | 2015.07.09 03:00 | sell | 3267 | 0.70 | 120.893 | 0.000 | 0.000 | ||
| 9804 | 2015.07.09 03:00 | modify | 3267 | 0.70 | 120.893 | 122.193 | 120.493 | ||
| 9805 | 2015.07.09 03:15 | close | 3267 | 0.70 | 120.767 | 122.193 | 120.493 | 8820.00 | 8457698.25 |
| 9806 | 2015.07.09 05:05 | sell | 3268 | 0.70 | 121.116 | 0.000 | 0.000 | ||
| 9807 | 2015.07.09 05:05 | modify | 3268 | 0.70 | 121.116 | 122.416 | 120.716 | ||
| 9808 | 2015.07.09 09:40 | buy | 3269 | 0.50 | 121.334 | 0.000 | 0.000 | ||
| 9809 | 2015.07.09 09:40 | modify | 3269 | 0.50 | 121.334 | 119.734 | 122.634 | ||
| 9810 | 2015.07.09 12:50 | close | 3269 | 0.50 | 121.466 | 119.734 | 122.634 | 6600.00 | 8464298.25 |
| 9811 | 2015.07.09 14:05 | sell | 3270 | 0.50 | 121.499 | 0.000 | 0.000 | ||
| 9812 | 2015.07.09 14:05 | modify | 3270 | 0.50 | 121.499 | 123.099 | 120.199 | ||
| 9813 | 2015.07.09 16:45 | close | 3270 | 0.50 | 121.345 | 123.099 | 120.199 | 7700.00 | 8471998.25 |
| 9814 | 2015.07.09 16:45 | close | 3268 | 0.70 | 121.338 | 122.416 | 120.716 | -15540.00 | 8456458.25 |
| 9815 | 2015.07.09 17:00 | buy | 3271 | 0.70 | 121.245 | 0.000 | 0.000 | ||
| 9816 | 2015.07.09 17:00 | modify | 3271 | 0.70 | 121.245 | 119.945 | 121.645 | ||
| 9817 | 2015.07.09 17:40 | close | 3271 | 0.70 | 121.373 | 119.945 | 121.645 | 8960.00 | 8465418.25 |
| 9818 | 2015.07.10 08:05 | buy | 3272 | 0.70 | 121.729 | 0.000 | 0.000 | ||
| 9819 | 2015.07.10 08:05 | modify | 3272 | 0.70 | 121.729 | 120.429 | 122.129 | ||
| 9820 | 2015.07.10 08:20 | close | 3272 | 0.70 | 121.840 | 120.429 | 122.129 | 7770.00 | 8473188.25 |
| 9821 | 2015.07.13 00:05 | buy | 3273 | 0.50 | 122.337 | 0.000 | 0.000 | ||
| 9822 | 2015.07.13 00:05 | modify | 3273 | 0.50 | 122.337 | 120.737 | 123.637 | ||
| 9823 | 2015.07.13 00:05 | buy | 3274 | 0.70 | 122.341 | 0.000 | 0.000 | ||
| 9824 | 2015.07.13 00:05 | modify | 3274 | 0.70 | 122.341 | 121.041 | 122.741 | ||
| 9825 | 2015.07.13 00:20 | close | 3274 | 0.70 | 122.456 | 121.041 | 122.741 | 8050.00 | 8481238.25 |
| 9826 | 2015.07.13 06:00 | close | 3273 | 0.50 | 122.614 | 120.737 | 123.637 | 13850.00 | 8495088.25 |
| 9827 | 2015.07.14 05:40 | buy | 3275 | 0.70 | 123.413 | 0.000 | 0.000 | ||
| 9828 | 2015.07.14 05:40 | modify | 3275 | 0.70 | 123.413 | 122.113 | 123.813 | ||
| 9829 | 2015.07.14 07:40 | close | 3275 | 0.70 | 123.520 | 122.113 | 123.813 | 7490.00 | 8502578.25 |
| 9830 | 2015.07.22 13:30 | sell | 3276 | 0.70 | 123.839 | 0.000 | 0.000 | ||
| 9831 | 2015.07.22 13:30 | modify | 3276 | 0.70 | 123.839 | 125.139 | 123.439 | ||
| 9832 | 2015.07.22 14:25 | close | 3276 | 0.70 | 123.732 | 125.139 | 123.439 | 7490.00 | 8510068.25 |
| 9833 | 2015.07.22 22:50 | buy | 3277 | 0.70 | 124.005 | 0.000 | 0.000 | ||
| 9834 | 2015.07.22 22:50 | modify | 3277 | 0.70 | 124.005 | 122.705 | 124.405 | ||
| 9835 | 2015.07.23 02:30 | close | 3277 | 0.70 | 124.028 | 122.705 | 124.405 | 3222.67 | 8513290.92 |
| 9836 | 2015.07.28 02:15 | sell | 3278 | 0.70 | 123.305 | 0.000 | 0.000 | ||
| 9837 | 2015.07.28 02:15 | modify | 3278 | 0.70 | 123.305 | 124.605 | 122.905 | ||
| 9838 | 2015.07.28 03:30 | close | 3278 | 0.70 | 123.185 | 124.605 | 122.905 | 8400.00 | 8521690.92 |
| 9839 | 2015.07.28 17:05 | buy | 3279 | 0.70 | 123.566 | 0.000 | 0.000 | ||
| 9840 | 2015.07.28 17:05 | modify | 3279 | 0.70 | 123.566 | 122.266 | 123.966 | ||
| 9841 | 2015.07.28 22:00 | close | 3279 | 0.70 | 123.621 | 122.266 | 123.966 | 3850.00 | 8525540.92 |
| 9842 | 2015.08.06 02:10 | buy | 3280 | 0.70 | 124.782 | 0.000 | 0.000 | ||
| 9843 | 2015.08.06 02:10 | modify | 3280 | 0.70 | 124.782 | 123.482 | 125.182 | ||
| 9844 | 2015.08.06 08:00 | close | 3280 | 0.70 | 124.796 | 123.482 | 125.182 | 980.00 | 8526520.92 |
| 9845 | 2015.08.10 01:05 | sell | 3281 | 0.70 | 124.282 | 0.000 | 0.000 | ||
| 9846 | 2015.08.10 01:05 | modify | 3281 | 0.70 | 124.282 | 125.582 | 123.882 | ||
| 9847 | 2015.08.10 14:20 | close | 3281 | 0.70 | 124.658 | 125.582 | 123.882 | -26320.00 | 8500200.92 |
| 9848 | 2015.08.10 18:00 | buy | 3282 | 0.70 | 124.523 | 0.000 | 0.000 | ||
| 9849 | 2015.08.10 18:00 | modify | 3282 | 0.70 | 124.523 | 123.223 | 124.923 | ||
| 9850 | 2015.08.10 22:30 | close | 3282 | 0.70 | 124.633 | 123.223 | 124.923 | 7700.00 | 8507900.92 |
| 9851 | 2015.08.12 08:15 | buy | 3283 | 0.70 | 125.094 | 0.000 | 0.000 | ||
| 9852 | 2015.08.12 08:15 | modify | 3283 | 0.70 | 125.094 | 123.794 | 125.494 | ||
| 9853 | 2015.08.12 19:05 | s/l | 3283 | 0.70 | 123.793 | 123.794 | 125.494 | -91070.00 | 8416830.92 |
| 9854 | 2015.08.12 20:55 | sell | 3284 | 0.70 | 124.161 | 0.000 | 0.000 | ||
| 9855 | 2015.08.12 20:55 | modify | 3284 | 0.70 | 124.161 | 125.461 | 123.761 | ||
| 9856 | 2015.08.13 01:30 | close | 3284 | 0.70 | 124.156 | 125.461 | 123.761 | -2548.28 | 8414282.64 |
| 9857 | 2015.08.13 03:05 | sell | 3285 | 0.70 | 124.298 | 0.000 | 0.000 | ||
| 9858 | 2015.08.13 03:05 | modify | 3285 | 0.70 | 124.298 | 125.598 | 123.898 | ||
| 9859 | 2015.08.13 04:30 | close | 3285 | 0.70 | 124.095 | 125.598 | 123.898 | 14210.00 | 8428492.64 |
| 9860 | 2015.08.13 14:45 | buy | 3286 | 0.70 | 124.452 | 0.000 | 0.000 | ||
| 9861 | 2015.08.13 14:45 | modify | 3286 | 0.70 | 124.452 | 123.152 | 124.852 | ||
| 9862 | 2015.08.13 15:40 | close | 3286 | 0.70 | 124.564 | 123.152 | 124.852 | 7840.00 | 8436332.64 |
| 9863 | 2015.08.20 08:15 | sell | 3287 | 0.70 | 124.036 | 0.000 | 0.000 | ||
| 9864 | 2015.08.20 08:15 | modify | 3287 | 0.70 | 124.036 | 125.336 | 123.636 | ||
| 9865 | 2015.08.20 11:50 | close | 3287 | 0.70 | 123.962 | 125.336 | 123.636 | 5180.00 | 8441512.64 |
| 9866 | 2015.08.25 02:40 | sell | 3288 | 0.70 | 118.845 | 0.000 | 0.000 | ||
| 9867 | 2015.08.25 02:40 | modify | 3288 | 0.70 | 118.845 | 120.145 | 118.445 | ||
| 9868 | 2015.08.25 03:05 | close | 3288 | 0.70 | 118.696 | 120.145 | 118.445 | 10430.00 | 8451942.64 |
| 9869 | 2015.08.25 04:10 | sell | 3289 | 0.70 | 119.343 | 0.000 | 0.000 | ||
| 9870 | 2015.08.25 04:10 | modify | 3289 | 0.70 | 119.343 | 120.643 | 118.943 | ||
| 9871 | 2015.08.25 04:30 | close | 3289 | 0.70 | 119.177 | 120.643 | 118.943 | 11620.00 | 8463562.64 |
| 9872 | 2015.08.25 07:35 | buy | 3290 | 0.50 | 119.842 | 0.000 | 0.000 | ||
| 9873 | 2015.08.25 07:35 | modify | 3290 | 0.50 | 119.842 | 118.242 | 121.142 | ||
| 9874 | 2015.08.25 11:05 | close | 3290 | 0.50 | 119.799 | 118.242 | 121.142 | -2150.00 | 8461412.64 |
| 9875 | 2015.08.25 11:25 | sell | 3291 | 0.50 | 119.761 | 0.000 | 0.000 | ||
| 9876 | 2015.08.25 11:25 | modify | 3291 | 0.50 | 119.761 | 121.361 | 118.461 | ||
| 9877 | 2015.08.25 15:10 | buy | 3292 | 0.50 | 119.964 | 0.000 | 0.000 | ||
| 9878 | 2015.08.25 15:10 | modify | 3292 | 0.50 | 119.964 | 118.364 | 121.264 | ||
| 9879 | 2015.08.25 16:30 | close | 3291 | 0.50 | 119.662 | 121.361 | 118.461 | 4950.00 | 8466362.64 |
| 9880 | 2015.08.25 16:35 | buy | 3293 | 0.70 | 119.518 | 0.000 | 0.000 | ||
| 9881 | 2015.08.25 16:35 | modify | 3293 | 0.70 | 119.518 | 118.218 | 119.918 | ||
| 9882 | 2015.08.25 17:00 | close | 3293 | 0.70 | 119.659 | 118.218 | 119.918 | 9870.00 | 8476232.64 |
| 9883 | 2015.08.25 18:00 | sell | 3294 | 0.50 | 119.905 | 0.000 | 0.000 | ||
| 9884 | 2015.08.25 18:00 | modify | 3294 | 0.50 | 119.905 | 121.505 | 118.605 | ||
| 9885 | 2015.08.25 20:30 | close | 3294 | 0.50 | 119.614 | 121.505 | 118.605 | 14550.00 | 8490782.64 |
| 9886 | 2015.08.25 20:30 | buy | 3295 | 0.70 | 119.613 | 0.000 | 0.000 | ||
| 9887 | 2015.08.25 20:30 | modify | 3295 | 0.70 | 119.613 | 118.313 | 120.013 | ||
| 9888 | 2015.08.25 21:20 | close | 3295 | 0.70 | 119.752 | 118.313 | 120.013 | 9730.00 | 8500512.64 |
| 9889 | 2015.08.25 21:50 | sell | 3296 | 0.50 | 119.794 | 0.000 | 0.000 | ||
| 9890 | 2015.08.25 21:50 | modify | 3296 | 0.50 | 119.794 | 121.394 | 118.494 | ||
| 9891 | 2015.08.25 22:25 | close | 3296 | 0.50 | 119.475 | 121.394 | 118.494 | 15950.00 | 8516462.64 |
| 9892 | 2015.08.25 22:45 | buy | 3297 | 0.40 | 119.085 | 0.000 | 0.000 | ||
| 9893 | 2015.08.25 22:45 | modify | 3297 | 0.40 | 119.085 | 116.735 | 120.135 | ||
| 9894 | 2015.08.26 04:15 | sell | 3298 | 0.50 | 119.083 | 0.000 | 0.000 | ||
| 9895 | 2015.08.26 04:15 | modify | 3298 | 0.50 | 119.083 | 120.683 | 117.783 | ||
| 9896 | 2015.08.26 07:00 | close | 3292 | 0.50 | 119.400 | 118.364 | 121.264 | -27831.93 | 8488630.71 |
| 9897 | 2015.08.26 08:10 | close | 3297 | 0.40 | 119.689 | 116.735 | 120.135 | 24454.45 | 8513085.16 |
| 9898 | 2015.08.26 09:20 | buy | 3299 | 0.50 | 119.517 | 0.000 | 0.000 | ||
| 9899 | 2015.08.26 09:20 | modify | 3299 | 0.50 | 119.517 | 117.917 | 120.817 | ||
| 9900 | 2015.08.26 10:55 | close | 3298 | 0.50 | 119.314 | 120.683 | 117.783 | -11550.00 | 8501535.16 |