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 |
| 10051 | 2015.10.30 23:50 | close | 3349 | 0.70 | 120.620 | 122.022 | 120.322 | 7140.00 | 8549502.18 |
| 10052 | 2015.11.02 09:05 | sell | 3350 | 0.70 | 120.453 | 0.000 | 0.000 | ||
| 10053 | 2015.11.02 09:05 | modify | 3350 | 0.70 | 120.453 | 121.753 | 120.053 | ||
| 10054 | 2015.11.02 15:00 | close | 3350 | 0.70 | 120.588 | 121.753 | 120.053 | -9450.00 | 8540052.18 |
| 10055 | 2015.11.04 07:20 | buy | 3351 | 0.70 | 121.099 | 0.000 | 0.000 | ||
| 10056 | 2015.11.04 07:20 | modify | 3351 | 0.70 | 121.099 | 119.799 | 121.499 | ||
| 10057 | 2015.11.04 09:45 | close | 3351 | 0.70 | 121.152 | 119.799 | 121.499 | 3710.00 | 8543762.18 |
| 10058 | 2015.11.05 03:10 | buy | 3352 | 0.70 | 121.430 | 0.000 | 0.000 | ||
| 10059 | 2015.11.05 03:10 | modify | 3352 | 0.70 | 121.430 | 120.130 | 121.830 | ||
| 10060 | 2015.11.05 09:05 | close | 3352 | 0.70 | 121.548 | 120.130 | 121.830 | 8260.00 | 8552022.18 |
| 10061 | 2015.11.05 16:00 | buy | 3353 | 0.70 | 121.685 | 0.000 | 0.000 | ||
| 10062 | 2015.11.05 16:00 | modify | 3353 | 0.70 | 121.685 | 120.385 | 122.085 | ||
| 10063 | 2015.11.05 17:00 | close | 3353 | 0.70 | 121.801 | 120.385 | 122.085 | 8120.00 | 8560142.18 |
| 10064 | 2015.11.09 00:00 | buy | 3354 | 0.70 | 123.312 | 0.000 | 0.000 | ||
| 10065 | 2015.11.09 00:00 | modify | 3354 | 0.70 | 123.312 | 122.012 | 123.712 | ||
| 10066 | 2015.11.09 01:05 | close | 3354 | 0.70 | 123.319 | 122.012 | 123.712 | 490.00 | 8560632.18 |
| 10067 | 2015.11.09 08:15 | buy | 3355 | 0.70 | 123.253 | 0.000 | 0.000 | ||
| 10068 | 2015.11.09 08:15 | modify | 3355 | 0.70 | 123.253 | 121.953 | 123.653 | ||
| 10069 | 2015.11.09 08:50 | close | 3355 | 0.70 | 123.351 | 121.953 | 123.653 | 6860.00 | 8567492.18 |
| 10070 | 2015.11.09 16:30 | sell | 3356 | 0.40 | 123.545 | 0.000 | 0.000 | ||
| 10071 | 2015.11.09 16:30 | modify | 3356 | 0.40 | 123.545 | 125.895 | 122.495 | ||
| 10072 | 2015.11.09 16:45 | buy | 3357 | 0.70 | 123.371 | 0.000 | 0.000 | ||
| 10073 | 2015.11.09 16:45 | modify | 3357 | 0.70 | 123.371 | 122.071 | 123.771 | ||
| 10074 | 2015.11.09 17:20 | close | 3356 | 0.40 | 123.268 | 125.895 | 122.495 | 11080.00 | 8578572.18 |
| 10075 | 2015.11.09 22:45 | close | 3357 | 0.70 | 123.167 | 122.071 | 123.771 | -14280.00 | 8564292.18 |
| 10076 | 2015.11.17 10:00 | buy | 3358 | 0.70 | 123.268 | 0.000 | 0.000 | ||
| 10077 | 2015.11.17 10:00 | modify | 3358 | 0.70 | 123.268 | 121.968 | 123.668 | ||
| 10078 | 2015.11.17 14:10 | close | 3358 | 0.70 | 123.314 | 121.968 | 123.668 | 3220.00 | 8567512.18 |
| 10079 | 2015.11.20 03:05 | sell | 3359 | 0.70 | 123.016 | 0.000 | 0.000 | ||
| 10080 | 2015.11.20 03:05 | modify | 3359 | 0.70 | 123.016 | 124.316 | 122.616 | ||
| 10081 | 2015.11.20 04:30 | close | 3359 | 0.70 | 122.907 | 124.316 | 122.616 | 7630.00 | 8575142.18 |
| 10082 | 2015.11.24 23:40 | sell | 3360 | 0.70 | 122.544 | 0.000 | 0.000 | ||
| 10083 | 2015.11.24 23:40 | modify | 3360 | 0.70 | 122.544 | 123.844 | 122.144 | ||
| 10084 | 2015.11.25 02:15 | close | 3360 | 0.70 | 122.440 | 123.844 | 122.144 | 6326.98 | 8581469.16 |
| 10085 | 2015.12.04 01:30 | sell | 3361 | 0.70 | 122.716 | 0.000 | 0.000 | ||
| 10086 | 2015.12.04 01:30 | modify | 3361 | 0.70 | 122.716 | 124.016 | 122.316 | ||
| 10087 | 2015.12.04 02:05 | close | 3361 | 0.70 | 122.583 | 124.016 | 122.316 | 9310.00 | 8590779.16 |
| 10088 | 2015.12.04 08:35 | sell | 3362 | 0.70 | 122.691 | 0.000 | 0.000 | ||
| 10089 | 2015.12.04 08:35 | modify | 3362 | 0.70 | 122.691 | 123.991 | 122.291 | ||
| 10090 | 2015.12.04 15:30 | close | 3362 | 0.70 | 122.878 | 123.991 | 122.291 | -13090.00 | 8577689.16 |
| 10091 | 2015.12.07 16:55 | buy | 3363 | 0.70 | 123.337 | 0.000 | 0.000 | ||
| 10092 | 2015.12.07 16:55 | modify | 3363 | 0.70 | 123.337 | 122.037 | 123.737 | ||
| 10093 | 2015.12.08 01:05 | close | 3363 | 0.70 | 123.392 | 122.037 | 123.737 | 4384.95 | 8582074.11 |
| 10094 | 2015.12.10 01:00 | sell | 3364 | 0.70 | 121.628 | 0.000 | 0.000 | ||
| 10095 | 2015.12.10 01:00 | modify | 3364 | 0.70 | 121.628 | 122.928 | 121.228 | ||
| 10096 | 2015.12.10 02:55 | close | 3364 | 0.70 | 121.521 | 122.928 | 121.228 | 7490.00 | 8589564.11 |
| 10097 | 2015.12.10 09:25 | sell | 3365 | 0.70 | 121.793 | 0.000 | 0.000 | ||
| 10098 | 2015.12.10 09:25 | modify | 3365 | 0.70 | 121.793 | 123.093 | 121.393 | ||
| 10099 | 2015.12.10 10:10 | close | 3365 | 0.70 | 121.662 | 123.093 | 121.393 | 9170.00 | 8598734.11 |
| 10100 | 2015.12.10 14:15 | buy | 3366 | 0.40 | 121.314 | 0.000 | 0.000 | ||
| 10101 | 2015.12.10 14:15 | modify | 3366 | 0.40 | 121.314 | 118.964 | 122.364 | ||
| 10102 | 2015.12.11 01:00 | close | 3366 | 0.40 | 121.648 | 118.964 | 122.364 | 13661.21 | 8612395.32 |
| 10103 | 2015.12.14 00:00 | sell | 3367 | 0.70 | 121.153 | 0.000 | 0.000 | ||
| 10104 | 2015.12.14 00:00 | modify | 3367 | 0.70 | 121.153 | 122.453 | 120.753 | ||
| 10105 | 2015.12.14 00:10 | close | 3367 | 0.70 | 121.017 | 122.453 | 120.753 | 9520.00 | 8621915.32 |
| 10106 | 2015.12.14 00:20 | sell | 3368 | 0.70 | 121.053 | 0.000 | 0.000 | ||
| 10107 | 2015.12.14 00:20 | modify | 3368 | 0.70 | 121.053 | 122.353 | 120.653 | ||
| 10108 | 2015.12.14 01:35 | close | 3368 | 0.70 | 120.869 | 122.353 | 120.653 | 12880.00 | 8634795.32 |
| 10109 | 2015.12.14 22:35 | sell | 3369 | 0.70 | 120.888 | 0.000 | 0.000 | ||
| 10110 | 2015.12.14 22:35 | modify | 3369 | 0.70 | 120.888 | 122.188 | 120.488 | ||
| 10111 | 2015.12.15 03:55 | close | 3369 | 0.70 | 120.962 | 122.188 | 120.488 | -6121.36 | 8628673.96 |
| 10112 | 2015.12.16 14:20 | buy | 3370 | 0.70 | 121.803 | 0.000 | 0.000 | ||
| 10113 | 2015.12.16 14:20 | modify | 3370 | 0.70 | 121.803 | 120.503 | 122.203 | ||
| 10114 | 2015.12.16 15:35 | close | 3370 | 0.70 | 121.920 | 120.503 | 122.203 | 8190.00 | 8636863.96 |
| 10115 | 2015.12.17 06:25 | buy | 3371 | 0.70 | 122.426 | 0.000 | 0.000 | ||
| 10116 | 2015.12.17 06:25 | modify | 3371 | 0.70 | 122.426 | 121.126 | 122.826 | ||
| 10117 | 2015.12.17 09:50 | close | 3371 | 0.70 | 122.482 | 121.126 | 122.826 | 3920.00 | 8640783.96 |
| 10118 | 2015.12.18 16:30 | sell | 3372 | 0.70 | 121.747 | 0.000 | 0.000 | ||
| 10119 | 2015.12.18 16:30 | modify | 3372 | 0.70 | 121.747 | 123.047 | 121.347 | ||
| 10120 | 2015.12.18 16:40 | close | 3372 | 0.70 | 121.620 | 123.047 | 121.347 | 8890.00 | 8649673.96 |
| 10121 | 2015.12.21 07:15 | sell | 3373 | 0.70 | 121.446 | 0.000 | 0.000 | ||
| 10122 | 2015.12.21 07:15 | modify | 3373 | 0.70 | 121.446 | 122.746 | 121.046 | ||
| 10123 | 2015.12.21 08:05 | close | 3373 | 0.70 | 121.332 | 122.746 | 121.046 | 7980.00 | 8657653.96 |
| 10124 | 2015.12.24 14:35 | sell | 3374 | 0.70 | 120.487 | 0.000 | 0.000 | ||
| 10125 | 2015.12.24 14:35 | modify | 3374 | 0.70 | 120.487 | 121.787 | 120.087 | ||
| 10126 | 2015.12.24 15:50 | close | 3374 | 0.70 | 120.375 | 121.787 | 120.087 | 7840.00 | 8665493.96 |
| 10127 | 2015.12.24 23:25 | sell | 3375 | 0.70 | 120.370 | 0.000 | 0.000 | ||
| 10128 | 2015.12.24 23:25 | modify | 3375 | 0.70 | 120.370 | 121.670 | 119.970 | ||
| 10129 | 2015.12.25 00:46 | close | 3375 | 0.70 | 120.366 | 121.670 | 119.970 | -656.53 | 8664837.43 |
| 10130 | 2016.01.04 15:35 | sell | 3376 | 0.70 | 119.259 | 0.000 | 0.000 | ||
| 10131 | 2016.01.04 15:35 | modify | 3376 | 0.70 | 119.259 | 120.559 | 118.859 | ||
| 10132 | 2016.01.04 16:15 | close | 3376 | 0.70 | 119.140 | 120.559 | 118.859 | 8330.00 | 8673167.43 |
| 10133 | 2016.01.04 19:55 | sell | 3377 | 0.40 | 119.423 | 0.000 | 0.000 | ||
| 10134 | 2016.01.04 19:55 | modify | 3377 | 0.40 | 119.423 | 121.773 | 118.373 | ||
| 10135 | 2016.01.05 10:40 | close | 3377 | 0.40 | 119.182 | 121.773 | 118.373 | 9109.12 | 8682276.56 |
| 10136 | 2016.01.06 01:00 | sell | 3378 | 0.70 | 119.120 | 0.000 | 0.000 | ||
| 10137 | 2016.01.06 01:00 | modify | 3378 | 0.70 | 119.120 | 120.420 | 118.720 | ||
| 10138 | 2016.01.06 02:50 | close | 3378 | 0.70 | 119.045 | 120.420 | 118.720 | 5250.00 | 8687526.56 |
| 10139 | 2016.01.06 15:45 | sell | 3379 | 0.70 | 118.630 | 0.000 | 0.000 | ||
| 10140 | 2016.01.06 15:45 | modify | 3379 | 0.70 | 118.630 | 119.930 | 118.230 | ||
| 10141 | 2016.01.06 21:05 | close | 3379 | 0.70 | 118.467 | 119.930 | 118.230 | 11410.00 | 8698936.56 |
| 10142 | 2016.01.07 01:30 | sell | 3380 | 0.70 | 118.579 | 0.000 | 0.000 | ||
| 10143 | 2016.01.07 01:30 | modify | 3380 | 0.70 | 118.579 | 119.879 | 118.179 | ||
| 10144 | 2016.01.07 03:20 | close | 3380 | 0.70 | 118.418 | 119.879 | 118.179 | 11270.00 | 8710206.56 |
| 10145 | 2016.01.07 16:00 | sell | 3381 | 0.70 | 117.835 | 0.000 | 0.000 | ||
| 10146 | 2016.01.07 16:00 | modify | 3381 | 0.70 | 117.835 | 119.135 | 117.435 | ||
| 10147 | 2016.01.07 16:40 | sell | 3382 | 0.50 | 118.052 | 0.000 | 0.000 | ||
| 10148 | 2016.01.07 16:40 | modify | 3382 | 0.50 | 118.052 | 119.652 | 116.752 | ||
| 10149 | 2016.01.07 20:15 | close | 3382 | 0.50 | 117.821 | 119.652 | 116.752 | 11550.00 | 8721756.56 |
| 10150 | 2016.01.07 20:15 | close | 3381 | 0.70 | 117.824 | 119.135 | 117.435 | 770.00 | 8722526.56 |
| 10151 | 2016.01.08 09:50 | buy | 3383 | 0.50 | 118.315 | 0.000 | 0.000 | ||
| 10152 | 2016.01.08 09:50 | modify | 3383 | 0.50 | 118.315 | 116.715 | 119.615 | ||
| 10153 | 2016.01.08 15:00 | close | 3383 | 0.50 | 118.359 | 116.715 | 119.615 | 2200.00 | 8724726.56 |
| 10154 | 2016.01.08 17:10 | buy | 3384 | 0.50 | 117.984 | 0.000 | 0.000 | ||
| 10155 | 2016.01.08 17:10 | modify | 3384 | 0.50 | 117.984 | 116.384 | 119.284 | ||
| 10156 | 2016.01.11 03:20 | close | 3384 | 0.50 | 117.317 | 116.384 | 119.284 | -32986.92 | 8691739.64 |
| 10157 | 2016.01.11 10:10 | sell | 3385 | 0.70 | 117.576 | 0.000 | 0.000 | ||
| 10158 | 2016.01.11 10:10 | modify | 3385 | 0.70 | 117.576 | 118.876 | 117.176 | ||
| 10159 | 2016.01.11 10:30 | sell | 3386 | 0.40 | 117.598 | 0.000 | 0.000 | ||
| 10160 | 2016.01.11 10:30 | modify | 3386 | 0.40 | 117.598 | 119.948 | 116.548 | ||
| 10161 | 2016.01.11 12:45 | close | 3385 | 0.70 | 117.614 | 118.876 | 117.176 | -2660.00 | 8689079.64 |
| 10162 | 2016.01.11 20:35 | close | 3386 | 0.40 | 117.245 | 119.948 | 116.548 | 14120.00 | 8703199.64 |
| 10163 | 2016.01.14 08:05 | sell | 3387 | 0.70 | 117.725 | 0.000 | 0.000 | ||
| 10164 | 2016.01.14 08:05 | modify | 3387 | 0.70 | 117.725 | 119.025 | 117.325 | ||
| 10165 | 2016.01.14 09:15 | sell | 3388 | 0.50 | 117.907 | 0.000 | 0.000 | ||
| 10166 | 2016.01.14 09:15 | modify | 3388 | 0.50 | 117.907 | 119.507 | 116.607 | ||
| 10167 | 2016.01.14 10:55 | close | 3387 | 0.70 | 117.702 | 119.025 | 117.325 | 1610.00 | 8704809.64 |
| 10168 | 2016.01.14 13:40 | close | 3388 | 0.50 | 117.546 | 119.507 | 116.607 | 18050.00 | 8722859.64 |
| 10169 | 2016.01.15 03:25 | buy | 3389 | 0.70 | 117.975 | 0.000 | 0.000 | ||
| 10170 | 2016.01.15 03:25 | modify | 3389 | 0.70 | 117.975 | 116.675 | 118.375 | ||
| 10171 | 2016.01.15 15:31 | s/l | 3389 | 0.70 | 116.668 | 116.675 | 118.375 | -91490.00 | 8631369.64 |
| 10172 | 2016.01.15 21:55 | sell | 3390 | 0.70 | 117.003 | 0.000 | 0.000 | ||
| 10173 | 2016.01.15 21:55 | modify | 3390 | 0.70 | 117.003 | 118.303 | 116.603 | ||
| 10174 | 2016.01.18 00:00 | close | 3390 | 0.70 | 116.769 | 118.303 | 116.603 | 15472.14 | 8646841.78 |
| 10175 | 2016.01.18 03:25 | sell | 3391 | 0.40 | 117.315 | 0.000 | 0.000 | ||
| 10176 | 2016.01.18 03:25 | modify | 3391 | 0.40 | 117.315 | 119.665 | 116.265 | ||
| 10177 | 2016.01.19 04:35 | close | 3391 | 0.40 | 117.331 | 119.665 | 116.265 | -1161.49 | 8645680.29 |
| 10178 | 2016.01.19 16:45 | buy | 3392 | 0.70 | 117.676 | 0.000 | 0.000 | ||
| 10179 | 2016.01.19 16:45 | modify | 3392 | 0.70 | 117.676 | 116.376 | 118.076 | ||
| 10180 | 2016.01.19 17:20 | close | 3392 | 0.70 | 117.799 | 116.376 | 118.076 | 8610.00 | 8654290.29 |
| 10181 | 2016.01.21 03:20 | sell | 3393 | 0.50 | 117.402 | 0.000 | 0.000 | ||
| 10182 | 2016.01.21 03:20 | modify | 3393 | 0.50 | 117.402 | 119.002 | 116.102 | ||
| 10183 | 2016.01.21 05:40 | buy | 3394 | 0.50 | 117.256 | 0.000 | 0.000 | ||
| 10184 | 2016.01.21 05:40 | modify | 3394 | 0.50 | 117.256 | 115.656 | 118.556 | ||
| 10185 | 2016.01.21 06:00 | close | 3393 | 0.50 | 117.141 | 119.002 | 116.102 | 13050.00 | 8667340.29 |
| 10186 | 2016.01.21 06:00 | buy | 3395 | 0.70 | 117.143 | 0.000 | 0.000 | ||
| 10187 | 2016.01.21 06:00 | modify | 3395 | 0.70 | 117.143 | 115.843 | 117.543 | ||
| 10188 | 2016.01.21 10:10 | close | 3395 | 0.70 | 116.923 | 115.843 | 117.543 | -15400.00 | 8651940.29 |
| 10189 | 2016.01.21 10:20 | close | 3394 | 0.50 | 117.152 | 115.656 | 118.556 | -5200.00 | 8646740.29 |
| 10190 | 2016.01.21 12:05 | sell | 3396 | 0.50 | 116.977 | 0.000 | 0.000 | ||
| 10191 | 2016.01.21 12:05 | modify | 3396 | 0.50 | 116.977 | 118.577 | 115.677 | ||
| 10192 | 2016.01.21 14:20 | close | 3396 | 0.50 | 116.724 | 118.577 | 115.677 | 12650.00 | 8659390.29 |
| 10193 | 2016.01.25 02:00 | buy | 3397 | 0.70 | 118.561 | 0.000 | 0.000 | ||
| 10194 | 2016.01.25 02:00 | modify | 3397 | 0.70 | 118.561 | 117.261 | 118.961 | ||
| 10195 | 2016.01.25 04:00 | close | 3397 | 0.70 | 118.703 | 117.261 | 118.961 | 9940.00 | 8669330.29 |
| 10196 | 2016.01.25 09:30 | buy | 3398 | 0.70 | 118.565 | 0.000 | 0.000 | ||
| 10197 | 2016.01.25 09:30 | modify | 3398 | 0.70 | 118.565 | 117.265 | 118.965 | ||
| 10198 | 2016.01.25 14:35 | close | 3398 | 0.70 | 118.503 | 117.265 | 118.965 | -4340.00 | 8664990.29 |
| 10199 | 2016.01.26 11:15 | sell | 3399 | 0.70 | 118.124 | 0.000 | 0.000 | ||
| 10200 | 2016.01.26 11:15 | modify | 3399 | 0.70 | 118.124 | 119.424 | 117.724 | ||