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 |
| 10201 | 2016.01.26 22:05 | close | 3399 | 0.70 | 118.435 | 119.424 | 117.724 | -21770.00 | 8643220.29 |
| 10202 | 2016.01.26 22:10 | buy | 3400 | 0.70 | 118.403 | 0.000 | 0.000 | ||
| 10203 | 2016.01.26 22:10 | modify | 3400 | 0.70 | 118.403 | 117.103 | 118.803 | ||
| 10204 | 2016.01.27 06:40 | close | 3400 | 0.70 | 118.283 | 117.103 | 118.803 | -7886.51 | 8635333.78 |
| 10205 | 2016.01.27 21:10 | buy | 3401 | 0.70 | 118.615 | 0.000 | 0.000 | ||
| 10206 | 2016.01.27 21:10 | modify | 3401 | 0.70 | 118.615 | 117.315 | 119.015 | ||
| 10207 | 2016.01.27 21:20 | close | 3401 | 0.70 | 118.805 | 117.315 | 119.015 | 13300.00 | 8648633.78 |
| 10208 | 2016.01.28 01:40 | buy | 3402 | 0.70 | 118.508 | 0.000 | 0.000 | ||
| 10209 | 2016.01.28 01:40 | modify | 3402 | 0.70 | 118.508 | 117.208 | 118.908 | ||
| 10210 | 2016.01.28 02:55 | close | 3402 | 0.70 | 118.635 | 117.208 | 118.908 | 8890.00 | 8657523.78 |
| 10211 | 2016.02.03 09:05 | sell | 3403 | 0.70 | 119.805 | 0.000 | 0.000 | ||
| 10212 | 2016.02.03 09:05 | modify | 3403 | 0.70 | 119.805 | 121.105 | 119.405 | ||
| 10213 | 2016.02.03 11:50 | close | 3403 | 0.70 | 119.664 | 121.105 | 119.405 | 9870.00 | 8667393.78 |
| 10214 | 2016.02.04 01:50 | sell | 3404 | 0.70 | 118.191 | 0.000 | 0.000 | ||
| 10215 | 2016.02.04 01:50 | modify | 3404 | 0.70 | 118.191 | 119.491 | 117.791 | ||
| 10216 | 2016.02.04 02:05 | close | 3404 | 0.70 | 117.989 | 119.491 | 117.791 | 14140.00 | 8681533.78 |
| 10217 | 2016.02.04 09:15 | sell | 3405 | 0.50 | 118.155 | 0.000 | 0.000 | ||
| 10218 | 2016.02.04 09:15 | modify | 3405 | 0.50 | 118.155 | 119.755 | 116.855 | ||
| 10219 | 2016.02.04 10:05 | close | 3405 | 0.50 | 117.834 | 119.755 | 116.855 | 16050.00 | 8697583.78 |
| 10220 | 2016.02.04 15:15 | buy | 3406 | 0.40 | 117.341 | 0.000 | 0.000 | ||
| 10221 | 2016.02.04 15:15 | modify | 3406 | 0.40 | 117.341 | 114.991 | 118.391 | ||
| 10222 | 2016.02.05 00:30 | sell | 3407 | 0.70 | 116.895 | 0.000 | 0.000 | ||
| 10223 | 2016.02.05 00:30 | modify | 3407 | 0.70 | 116.895 | 118.195 | 116.495 | ||
| 10224 | 2016.02.05 02:05 | buy | 3408 | 0.50 | 116.751 | 0.000 | 0.000 | ||
| 10225 | 2016.02.05 02:05 | modify | 3408 | 0.50 | 116.751 | 115.151 | 118.051 | ||
| 10226 | 2016.02.05 02:05 | close | 3407 | 0.70 | 116.757 | 118.195 | 116.495 | 9660.00 | 8707243.78 |
| 10227 | 2016.02.05 02:30 | close | 3408 | 0.50 | 116.956 | 115.151 | 118.051 | 10250.00 | 8717493.78 |
| 10228 | 2016.02.05 03:10 | buy | 3409 | 0.50 | 116.695 | 0.000 | 0.000 | ||
| 10229 | 2016.02.05 03:10 | modify | 3409 | 0.50 | 116.695 | 115.095 | 117.995 | ||
| 10230 | 2016.02.05 11:05 | close | 3406 | 0.40 | 116.901 | 114.991 | 118.391 | -17310.64 | 8700183.14 |
| 10231 | 2016.02.05 15:45 | close | 3409 | 0.50 | 117.069 | 115.095 | 117.995 | 18700.00 | 8718883.14 |
| 10232 | 2016.02.08 10:30 | buy | 3410 | 0.70 | 117.123 | 0.000 | 0.000 | ||
| 10233 | 2016.02.08 10:30 | modify | 3410 | 0.70 | 117.123 | 115.823 | 117.523 | ||
| 10234 | 2016.02.08 17:19 | s/l | 3410 | 0.70 | 115.822 | 115.823 | 117.523 | -91070.00 | 8627813.14 |
| 10235 | 2016.02.08 22:50 | sell | 3411 | 0.70 | 115.771 | 0.000 | 0.000 | ||
| 10236 | 2016.02.08 22:50 | modify | 3411 | 0.70 | 115.771 | 117.071 | 115.371 | ||
| 10237 | 2016.02.09 00:35 | close | 3411 | 0.70 | 115.661 | 117.071 | 115.371 | 6798.97 | 8634612.10 |
| 10238 | 2016.02.09 09:30 | sell | 3412 | 0.70 | 115.222 | 0.000 | 0.000 | ||
| 10239 | 2016.02.09 09:30 | modify | 3412 | 0.70 | 115.222 | 116.522 | 114.822 | ||
| 10240 | 2016.02.09 13:45 | close | 3412 | 0.70 | 115.104 | 116.522 | 114.822 | 8260.00 | 8642872.10 |
| 10241 | 2016.02.09 21:10 | sell | 3413 | 0.50 | 114.879 | 0.000 | 0.000 | ||
| 10242 | 2016.02.09 21:10 | modify | 3413 | 0.50 | 114.879 | 116.479 | 113.579 | ||
| 10243 | 2016.02.10 02:20 | close | 3413 | 0.50 | 114.893 | 116.479 | 113.579 | -1339.52 | 8641532.58 |
| 10244 | 2016.02.11 14:30 | sell | 3414 | 0.70 | 112.242 | 0.000 | 0.000 | ||
| 10245 | 2016.02.11 14:30 | modify | 3414 | 0.70 | 112.242 | 113.542 | 111.842 | ||
| 10246 | 2016.02.11 14:35 | close | 3414 | 0.70 | 112.061 | 113.542 | 111.842 | 12670.00 | 8654202.58 |
| 10247 | 2016.02.11 15:45 | sell | 3415 | 0.70 | 112.627 | 0.000 | 0.000 | ||
| 10248 | 2016.02.11 15:45 | modify | 3415 | 0.70 | 112.627 | 113.927 | 112.227 | ||
| 10249 | 2016.02.11 15:55 | close | 3415 | 0.70 | 112.501 | 113.927 | 112.227 | 8820.00 | 8663022.58 |
| 10250 | 2016.02.11 21:55 | sell | 3416 | 0.70 | 112.478 | 0.000 | 0.000 | ||
| 10251 | 2016.02.11 21:55 | modify | 3416 | 0.70 | 112.478 | 113.778 | 112.078 | ||
| 10252 | 2016.02.11 22:05 | close | 3416 | 0.70 | 112.295 | 113.778 | 112.078 | 12810.00 | 8675832.58 |
| 10253 | 2016.02.11 22:40 | sell | 3417 | 0.50 | 112.418 | 0.000 | 0.000 | ||
| 10254 | 2016.02.11 22:40 | modify | 3417 | 0.50 | 112.418 | 114.018 | 111.118 | ||
| 10255 | 2016.02.12 02:05 | buy | 3418 | 0.50 | 112.380 | 0.000 | 0.000 | ||
| 10256 | 2016.02.12 02:05 | modify | 3418 | 0.50 | 112.380 | 110.780 | 113.680 | ||
| 10257 | 2016.02.12 02:10 | close | 3417 | 0.50 | 112.118 | 114.018 | 111.118 | 14375.43 | 8690208.02 |
| 10258 | 2016.02.12 05:35 | sell | 3419 | 0.50 | 112.523 | 0.000 | 0.000 | ||
| 10259 | 2016.02.12 05:35 | modify | 3419 | 0.50 | 112.523 | 114.123 | 111.223 | ||
| 10260 | 2016.02.12 05:40 | close | 3418 | 0.50 | 112.707 | 110.780 | 113.680 | 16350.00 | 8706558.02 |
| 10261 | 2016.02.12 07:20 | buy | 3420 | 0.50 | 112.625 | 0.000 | 0.000 | ||
| 10262 | 2016.02.12 07:20 | modify | 3420 | 0.50 | 112.625 | 111.025 | 113.925 | ||
| 10263 | 2016.02.12 08:20 | close | 3419 | 0.50 | 112.110 | 114.123 | 111.223 | 20650.00 | 8727208.02 |
| 10264 | 2016.02.12 14:10 | close | 3420 | 0.50 | 112.672 | 111.025 | 113.925 | 2350.00 | 8729558.02 |
| 10265 | 2016.02.12 19:30 | sell | 3421 | 0.50 | 113.105 | 0.000 | 0.000 | ||
| 10266 | 2016.02.12 19:30 | modify | 3421 | 0.50 | 113.105 | 114.705 | 111.805 | ||
| 10267 | 2016.02.15 09:40 | close | 3421 | 0.50 | 113.819 | 114.705 | 111.805 | -36330.06 | 8693227.95 |
| 10268 | 2016.02.15 10:05 | buy | 3422 | 0.70 | 113.629 | 0.000 | 0.000 | ||
| 10269 | 2016.02.15 10:05 | modify | 3422 | 0.70 | 113.629 | 112.329 | 114.029 | ||
| 10270 | 2016.02.15 10:20 | close | 3422 | 0.70 | 113.762 | 112.329 | 114.029 | 9310.00 | 8702537.95 |
| 10271 | 2016.02.15 23:00 | buy | 3423 | 0.70 | 114.588 | 0.000 | 0.000 | ||
| 10272 | 2016.02.15 23:00 | modify | 3423 | 0.70 | 114.588 | 113.288 | 114.988 | ||
| 10273 | 2016.02.16 01:55 | buy | 3424 | 0.50 | 114.368 | 0.000 | 0.000 | ||
| 10274 | 2016.02.16 01:55 | modify | 3424 | 0.50 | 114.368 | 112.768 | 115.668 | ||
| 10275 | 2016.02.16 02:30 | sell | 3425 | 0.50 | 114.506 | 0.000 | 0.000 | ||
| 10276 | 2016.02.16 02:30 | modify | 3425 | 0.50 | 114.506 | 116.106 | 113.206 | ||
| 10277 | 2016.02.16 03:15 | sell | 3426 | 0.40 | 114.665 | 0.000 | 0.000 | ||
| 10278 | 2016.02.16 03:15 | modify | 3426 | 0.40 | 114.665 | 117.015 | 113.615 | ||
| 10279 | 2016.02.16 04:40 | close | 3423 | 0.70 | 114.699 | 113.288 | 114.988 | 8266.87 | 8710804.83 |
| 10280 | 2016.02.16 05:40 | close | 3424 | 0.50 | 114.812 | 112.768 | 115.668 | 22200.00 | 8733004.83 |
| 10281 | 2016.02.16 07:55 | close | 3425 | 0.50 | 114.573 | 116.106 | 113.206 | -3350.00 | 8729654.83 |
| 10282 | 2016.02.16 09:20 | close | 3426 | 0.40 | 114.373 | 117.015 | 113.615 | 11680.00 | 8741334.83 |
| 10283 | 2016.02.16 13:40 | sell | 3427 | 0.50 | 113.917 | 0.000 | 0.000 | ||
| 10284 | 2016.02.16 13:40 | modify | 3427 | 0.50 | 113.917 | 115.517 | 112.617 | ||
| 10285 | 2016.02.16 18:00 | buy | 3428 | 0.50 | 113.823 | 0.000 | 0.000 | ||
| 10286 | 2016.02.16 18:00 | modify | 3428 | 0.50 | 113.823 | 112.223 | 115.123 | ||
| 10287 | 2016.02.16 18:10 | close | 3427 | 0.50 | 113.671 | 115.517 | 112.617 | 12300.00 | 8753634.83 |
| 10288 | 2016.02.16 23:10 | close | 3428 | 0.50 | 113.969 | 112.223 | 115.123 | 7300.00 | 8760934.83 |
| 10289 | 2016.02.16 23:30 | sell | 3429 | 0.70 | 114.051 | 0.000 | 0.000 | ||
| 10290 | 2016.02.16 23:30 | modify | 3429 | 0.70 | 114.051 | 115.351 | 113.651 | ||
| 10291 | 2016.02.17 03:25 | close | 3429 | 0.70 | 113.953 | 115.351 | 113.651 | 5972.76 | 8766907.58 |
| 10292 | 2016.02.19 07:40 | sell | 3430 | 0.70 | 113.091 | 0.000 | 0.000 | ||
| 10293 | 2016.02.19 07:40 | modify | 3430 | 0.70 | 113.091 | 114.391 | 112.691 | ||
| 10294 | 2016.02.19 09:35 | close | 3430 | 0.70 | 112.933 | 114.391 | 112.691 | 11060.00 | 8777967.58 |
| 10295 | 2016.02.23 15:55 | sell | 3431 | 0.70 | 112.203 | 0.000 | 0.000 | ||
| 10296 | 2016.02.23 15:55 | modify | 3431 | 0.70 | 112.203 | 113.503 | 111.803 | ||
| 10297 | 2016.02.23 17:15 | close | 3431 | 0.70 | 112.095 | 113.503 | 111.803 | 7560.00 | 8785527.58 |
| 10298 | 2016.02.24 09:05 | sell | 3432 | 0.70 | 112.012 | 0.000 | 0.000 | ||
| 10299 | 2016.02.24 09:05 | modify | 3432 | 0.70 | 112.012 | 113.312 | 111.612 | ||
| 10300 | 2016.02.24 11:30 | close | 3432 | 0.70 | 111.910 | 113.312 | 111.612 | 7140.00 | 8792667.58 |
| 10301 | 2016.02.24 21:25 | sell | 3433 | 0.70 | 111.689 | 0.000 | 0.000 | ||
| 10302 | 2016.02.24 21:25 | modify | 3433 | 0.70 | 111.689 | 112.989 | 111.289 | ||
| 10303 | 2016.02.25 00:55 | buy | 3434 | 0.50 | 112.064 | 0.000 | 0.000 | ||
| 10304 | 2016.02.25 00:55 | modify | 3434 | 0.50 | 112.064 | 110.464 | 113.364 | ||
| 10305 | 2016.02.25 01:05 | close | 3433 | 0.70 | 111.959 | 112.989 | 111.289 | -21517.58 | 8771150.00 |
| 10306 | 2016.02.25 04:45 | close | 3434 | 0.50 | 112.275 | 110.464 | 113.364 | 10550.00 | 8781700.00 |
| 10307 | 2016.02.25 08:40 | buy | 3435 | 0.70 | 112.209 | 0.000 | 0.000 | ||
| 10308 | 2016.02.25 08:40 | modify | 3435 | 0.70 | 112.209 | 110.909 | 112.609 | ||
| 10309 | 2016.02.25 09:20 | buy | 3436 | 0.50 | 112.085 | 0.000 | 0.000 | ||
| 10310 | 2016.02.25 09:20 | modify | 3436 | 0.50 | 112.085 | 110.485 | 113.385 | ||
| 10311 | 2016.02.25 13:40 | close | 3436 | 0.50 | 112.302 | 110.485 | 113.385 | 10850.00 | 8792550.00 |
| 10312 | 2016.02.25 13:45 | close | 3435 | 0.70 | 112.353 | 110.909 | 112.609 | 10080.00 | 8802630.00 |
| 10313 | 2016.02.26 04:05 | buy | 3437 | 0.70 | 112.723 | 0.000 | 0.000 | ||
| 10314 | 2016.02.26 04:05 | modify | 3437 | 0.70 | 112.723 | 111.423 | 113.123 | ||
| 10315 | 2016.02.26 04:10 | close | 3437 | 0.70 | 112.829 | 111.423 | 113.123 | 7420.00 | 8810050.00 |
| 10316 | 2016.02.29 00:40 | buy | 3438 | 0.70 | 113.718 | 0.000 | 0.000 | ||
| 10317 | 2016.02.29 00:40 | modify | 3438 | 0.70 | 113.718 | 112.418 | 114.118 | ||
| 10318 | 2016.02.29 02:30 | close | 3438 | 0.70 | 113.829 | 112.418 | 114.118 | 7770.00 | 8817820.00 |
| 10319 | 2016.02.29 04:00 | buy | 3439 | 0.50 | 113.384 | 0.000 | 0.000 | ||
| 10320 | 2016.02.29 04:00 | modify | 3439 | 0.50 | 113.384 | 111.784 | 114.684 | ||
| 10321 | 2016.02.29 09:20 | sell | 3440 | 0.50 | 113.009 | 0.000 | 0.000 | ||
| 10322 | 2016.02.29 09:20 | modify | 3440 | 0.50 | 113.009 | 114.609 | 111.709 | ||
| 10323 | 2016.02.29 11:00 | close | 3440 | 0.50 | 112.794 | 114.609 | 111.709 | 10750.00 | 8828570.00 |
| 10324 | 2016.02.29 12:05 | sell | 3441 | 0.50 | 113.051 | 0.000 | 0.000 | ||
| 10325 | 2016.02.29 12:05 | modify | 3441 | 0.50 | 113.051 | 114.651 | 111.751 | ||
| 10326 | 2016.02.29 14:25 | close | 3439 | 0.50 | 113.019 | 111.784 | 114.684 | -18250.00 | 8810320.00 |
| 10327 | 2016.02.29 15:40 | sell | 3442 | 0.70 | 113.240 | 0.000 | 0.000 | ||
| 10328 | 2016.02.29 15:40 | modify | 3442 | 0.70 | 113.240 | 114.540 | 112.840 | ||
| 10329 | 2016.02.29 16:05 | close | 3442 | 0.70 | 113.119 | 114.540 | 112.840 | 8470.00 | 8818790.00 |
| 10330 | 2016.02.29 17:00 | close | 3441 | 0.50 | 112.809 | 114.651 | 111.751 | 12100.00 | 8830890.00 |
| 10331 | 2016.03.01 06:05 | sell | 3443 | 0.70 | 112.554 | 0.000 | 0.000 | ||
| 10332 | 2016.03.01 06:05 | modify | 3443 | 0.70 | 112.554 | 113.854 | 112.154 | ||
| 10333 | 2016.03.01 13:50 | close | 3443 | 0.70 | 113.103 | 113.854 | 112.154 | -38430.00 | 8792460.00 |
| 10334 | 2016.03.01 15:25 | buy | 3444 | 0.70 | 112.949 | 0.000 | 0.000 | ||
| 10335 | 2016.03.01 15:25 | modify | 3444 | 0.70 | 112.949 | 111.649 | 113.349 | ||
| 10336 | 2016.03.01 15:50 | close | 3444 | 0.70 | 113.055 | 111.649 | 113.349 | 7420.00 | 8799880.00 |
| 10337 | 2016.03.01 16:20 | sell | 3445 | 0.50 | 113.106 | 0.000 | 0.000 | ||
| 10338 | 2016.03.01 16:20 | modify | 3445 | 0.50 | 113.106 | 114.706 | 111.806 | ||
| 10339 | 2016.03.01 22:30 | close | 3445 | 0.50 | 113.836 | 114.706 | 111.806 | -36500.00 | 8763380.00 |
| 10340 | 2016.03.01 22:30 | buy | 3446 | 0.70 | 113.833 | 0.000 | 0.000 | ||
| 10341 | 2016.03.01 22:30 | modify | 3446 | 0.70 | 113.833 | 112.533 | 114.233 | ||
| 10342 | 2016.03.01 23:35 | close | 3446 | 0.70 | 113.929 | 112.533 | 114.233 | 6720.00 | 8770100.00 |
| 10343 | 2016.03.02 02:10 | buy | 3447 | 0.70 | 113.839 | 0.000 | 0.000 | ||
| 10344 | 2016.03.02 02:10 | modify | 3447 | 0.70 | 113.839 | 112.539 | 114.239 | ||
| 10345 | 2016.03.02 02:40 | close | 3447 | 0.70 | 113.945 | 112.539 | 114.239 | 7420.00 | 8777520.00 |
| 10346 | 2016.03.02 05:40 | buy | 3448 | 0.70 | 113.809 | 0.000 | 0.000 | ||
| 10347 | 2016.03.02 05:40 | modify | 3448 | 0.70 | 113.809 | 112.509 | 114.209 | ||
| 10348 | 2016.03.02 06:05 | close | 3448 | 0.70 | 113.914 | 112.509 | 114.209 | 7350.00 | 8784870.00 |
| 10349 | 2016.03.02 09:05 | sell | 3449 | 0.40 | 114.267 | 0.000 | 0.000 | ||
| 10350 | 2016.03.02 09:05 | modify | 3449 | 0.40 | 114.267 | 116.617 | 113.217 | ||