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 |
| 901 | 2005.04.06 02:40 | sell | 301 | 0.70 | 108.356 | 0.000 | 0.000 | ||
| 902 | 2005.04.06 02:40 | modify | 301 | 0.70 | 108.356 | 109.656 | 107.956 | ||
| 903 | 2005.04.06 04:00 | close | 301 | 0.70 | 108.250 | 109.656 | 107.956 | 7420.00 | 1444426.22 |
| 904 | 2005.04.07 05:10 | buy | 302 | 0.70 | 108.486 | 0.000 | 0.000 | ||
| 905 | 2005.04.07 05:10 | modify | 302 | 0.70 | 108.486 | 107.186 | 108.886 | ||
| 906 | 2005.04.07 06:55 | close | 302 | 0.70 | 108.550 | 107.186 | 108.886 | 4480.00 | 1448906.22 |
| 907 | 2005.04.12 20:30 | sell | 303 | 0.50 | 108.271 | 0.000 | 0.000 | ||
| 908 | 2005.04.12 20:30 | modify | 303 | 0.50 | 108.271 | 109.871 | 106.971 | ||
| 909 | 2005.04.12 21:10 | close | 303 | 0.50 | 108.061 | 109.871 | 106.971 | 10500.00 | 1459406.22 |
| 910 | 2005.04.12 21:10 | buy | 304 | 0.50 | 108.060 | 0.000 | 0.000 | ||
| 911 | 2005.04.12 21:10 | modify | 304 | 0.50 | 108.060 | 106.460 | 109.360 | ||
| 912 | 2005.04.12 21:25 | buy | 305 | 0.70 | 107.932 | 0.000 | 0.000 | ||
| 913 | 2005.04.12 21:25 | modify | 305 | 0.70 | 107.932 | 106.632 | 108.332 | ||
| 914 | 2005.04.13 01:40 | close | 304 | 0.50 | 107.747 | 106.460 | 109.360 | -15316.34 | 1444089.88 |
| 915 | 2005.04.13 01:40 | close | 305 | 0.70 | 107.750 | 106.632 | 108.332 | -12272.88 | 1431817.01 |
| 916 | 2005.04.14 22:05 | buy | 306 | 0.70 | 108.092 | 0.000 | 0.000 | ||
| 917 | 2005.04.14 22:05 | modify | 306 | 0.70 | 108.092 | 106.792 | 108.492 | ||
| 918 | 2005.04.15 00:20 | close | 306 | 0.70 | 108.200 | 106.792 | 108.492 | 8029.02 | 1439846.03 |
| 919 | 2005.04.18 03:20 | sell | 307 | 0.50 | 107.651 | 0.000 | 0.000 | ||
| 920 | 2005.04.18 03:20 | modify | 307 | 0.50 | 107.651 | 109.251 | 106.351 | ||
| 921 | 2005.04.18 04:05 | sell | 308 | 0.70 | 107.847 | 0.000 | 0.000 | ||
| 922 | 2005.04.18 04:05 | modify | 308 | 0.70 | 107.847 | 109.147 | 107.447 | ||
| 923 | 2005.04.18 07:40 | close | 307 | 0.50 | 107.858 | 109.251 | 106.351 | -10350.00 | 1429496.03 |
| 924 | 2005.04.18 09:30 | close | 308 | 0.70 | 107.741 | 109.147 | 107.447 | 7420.00 | 1436916.03 |
| 925 | 2005.04.25 05:25 | sell | 309 | 0.70 | 105.989 | 0.000 | 0.000 | ||
| 926 | 2005.04.25 05:25 | modify | 309 | 0.70 | 105.989 | 107.289 | 105.589 | ||
| 927 | 2005.04.25 08:40 | close | 309 | 0.70 | 105.904 | 107.289 | 105.589 | 5950.00 | 1442866.03 |
| 928 | 2005.04.29 21:50 | sell | 310 | 0.70 | 104.964 | 0.000 | 0.000 | ||
| 929 | 2005.04.29 21:50 | modify | 310 | 0.70 | 104.964 | 106.264 | 104.564 | ||
| 930 | 2005.04.29 22:00 | close | 310 | 0.70 | 104.854 | 106.264 | 104.564 | 7700.00 | 1450566.03 |
| 931 | 2005.05.02 02:00 | sell | 311 | 0.40 | 105.107 | 0.000 | 0.000 | ||
| 932 | 2005.05.02 02:00 | modify | 311 | 0.40 | 105.107 | 107.457 | 104.057 | ||
| 933 | 2005.05.02 02:05 | sell | 312 | 0.70 | 105.133 | 0.000 | 0.000 | ||
| 934 | 2005.05.02 02:05 | modify | 312 | 0.70 | 105.133 | 106.433 | 104.733 | ||
| 935 | 2005.05.02 07:20 | close | 312 | 0.70 | 105.263 | 106.433 | 104.733 | -9100.00 | 1441466.03 |
| 936 | 2005.05.02 15:25 | buy | 313 | 0.70 | 105.234 | 0.000 | 0.000 | ||
| 937 | 2005.05.02 15:25 | modify | 313 | 0.70 | 105.234 | 103.934 | 105.634 | ||
| 938 | 2005.05.02 15:45 | close | 311 | 0.40 | 105.166 | 107.457 | 104.057 | -2360.00 | 1439106.03 |
| 939 | 2005.05.03 00:20 | close | 313 | 0.70 | 105.072 | 103.934 | 105.634 | -10884.54 | 1428221.48 |
| 940 | 2005.05.04 18:35 | sell | 314 | 0.70 | 104.647 | 0.000 | 0.000 | ||
| 941 | 2005.05.04 18:35 | modify | 314 | 0.70 | 104.647 | 105.947 | 104.247 | ||
| 942 | 2005.05.04 21:35 | close | 314 | 0.70 | 104.587 | 105.947 | 104.247 | 4200.00 | 1432421.48 |
| 943 | 2005.05.13 04:25 | sell | 315 | 0.50 | 106.855 | 0.000 | 0.000 | ||
| 944 | 2005.05.13 04:25 | modify | 315 | 0.50 | 106.855 | 108.455 | 105.555 | ||
| 945 | 2005.05.13 16:25 | close | 315 | 0.50 | 106.978 | 108.455 | 105.555 | -6150.00 | 1426271.48 |
| 946 | 2005.05.16 12:30 | buy | 316 | 0.70 | 107.550 | 0.000 | 0.000 | ||
| 947 | 2005.05.16 12:30 | modify | 316 | 0.70 | 107.550 | 106.250 | 107.950 | ||
| 948 | 2005.05.16 12:50 | close | 316 | 0.70 | 107.663 | 106.250 | 107.950 | 7910.00 | 1434181.48 |
| 949 | 2005.05.16 15:15 | buy | 317 | 0.70 | 107.497 | 0.000 | 0.000 | ||
| 950 | 2005.05.16 15:15 | modify | 317 | 0.70 | 107.497 | 106.197 | 107.897 | ||
| 951 | 2005.05.16 22:10 | close | 317 | 0.70 | 107.082 | 106.197 | 107.897 | -29050.00 | 1405131.48 |
| 952 | 2005.05.16 22:40 | buy | 318 | 0.50 | 106.891 | 0.000 | 0.000 | ||
| 953 | 2005.05.16 22:40 | modify | 318 | 0.50 | 106.891 | 105.291 | 108.191 | ||
| 954 | 2005.05.17 00:45 | sell | 319 | 0.50 | 106.826 | 0.000 | 0.000 | ||
| 955 | 2005.05.17 00:45 | modify | 319 | 0.50 | 106.826 | 108.426 | 105.526 | ||
| 956 | 2005.05.17 02:55 | close | 319 | 0.50 | 106.676 | 108.426 | 105.526 | 7500.00 | 1412631.48 |
| 957 | 2005.05.17 04:55 | sell | 320 | 0.50 | 106.964 | 0.000 | 0.000 | ||
| 958 | 2005.05.17 04:55 | modify | 320 | 0.50 | 106.964 | 108.564 | 105.664 | ||
| 959 | 2005.05.17 05:20 | sell | 321 | 0.70 | 107.051 | 0.000 | 0.000 | ||
| 960 | 2005.05.17 05:20 | modify | 321 | 0.70 | 107.051 | 108.351 | 106.651 | ||
| 961 | 2005.05.17 05:25 | close | 318 | 0.50 | 107.112 | 105.291 | 108.191 | 11380.57 | 1424012.05 |
| 962 | 2005.05.17 11:40 | close | 320 | 0.50 | 107.095 | 108.564 | 105.664 | -6550.00 | 1417462.05 |
| 963 | 2005.05.17 11:45 | close | 321 | 0.70 | 107.072 | 108.351 | 106.651 | -1470.00 | 1415992.05 |
| 964 | 2005.05.18 09:25 | buy | 322 | 0.70 | 107.575 | 0.000 | 0.000 | ||
| 965 | 2005.05.18 09:25 | modify | 322 | 0.70 | 107.575 | 106.275 | 107.975 | ||
| 966 | 2005.05.19 00:00 | close | 322 | 0.70 | 106.946 | 106.275 | 107.975 | -42638.42 | 1373353.63 |
| 967 | 2005.05.19 00:10 | sell | 323 | 0.70 | 107.010 | 0.000 | 0.000 | ||
| 968 | 2005.05.19 00:10 | modify | 323 | 0.70 | 107.010 | 108.310 | 106.610 | ||
| 969 | 2005.05.19 06:20 | close | 323 | 0.70 | 107.050 | 108.310 | 106.610 | -2800.00 | 1370553.63 |
| 970 | 2005.05.20 04:25 | buy | 324 | 0.70 | 107.498 | 0.000 | 0.000 | ||
| 971 | 2005.05.20 04:25 | modify | 324 | 0.70 | 107.498 | 106.198 | 107.898 | ||
| 972 | 2005.05.20 09:40 | close | 324 | 0.70 | 107.570 | 106.198 | 107.898 | 5040.00 | 1375593.63 |
| 973 | 2005.05.24 01:50 | sell | 325 | 0.70 | 107.758 | 0.000 | 0.000 | ||
| 974 | 2005.05.24 01:50 | modify | 325 | 0.70 | 107.758 | 109.058 | 107.358 | ||
| 975 | 2005.05.24 03:00 | close | 325 | 0.70 | 107.660 | 109.058 | 107.358 | 6860.00 | 1382453.63 |
| 976 | 2005.05.26 18:05 | buy | 326 | 0.70 | 107.945 | 0.000 | 0.000 | ||
| 977 | 2005.05.26 18:05 | modify | 326 | 0.70 | 107.945 | 106.645 | 108.345 | ||
| 978 | 2005.05.26 18:30 | close | 326 | 0.70 | 108.104 | 106.645 | 108.345 | 11130.00 | 1393583.63 |
| 979 | 2005.06.01 01:45 | buy | 327 | 0.70 | 108.395 | 0.000 | 0.000 | ||
| 980 | 2005.06.01 01:45 | modify | 327 | 0.70 | 108.395 | 107.095 | 108.795 | ||
| 981 | 2005.06.01 06:15 | close | 327 | 0.70 | 108.260 | 107.095 | 108.795 | -9450.00 | 1384133.63 |
| 982 | 2005.06.03 09:10 | sell | 328 | 0.70 | 108.126 | 0.000 | 0.000 | ||
| 983 | 2005.06.03 09:10 | modify | 328 | 0.70 | 108.126 | 109.426 | 107.726 | ||
| 984 | 2005.06.03 09:25 | close | 328 | 0.70 | 107.994 | 109.426 | 107.726 | 9240.00 | 1393373.63 |
| 985 | 2005.06.22 01:25 | sell | 329 | 0.70 | 108.367 | 0.000 | 0.000 | ||
| 986 | 2005.06.22 01:25 | modify | 329 | 0.70 | 108.367 | 109.667 | 107.967 | ||
| 987 | 2005.06.22 09:25 | close | 329 | 0.70 | 108.433 | 109.667 | 107.967 | -4620.00 | 1388753.63 |
| 988 | 2005.06.28 17:40 | buy | 330 | 0.70 | 109.743 | 0.000 | 0.000 | ||
| 989 | 2005.06.28 17:40 | modify | 330 | 0.70 | 109.743 | 108.443 | 110.143 | ||
| 990 | 2005.06.28 18:30 | close | 330 | 0.70 | 109.847 | 108.443 | 110.143 | 7280.00 | 1396033.63 |
| 991 | 2005.06.29 17:55 | buy | 331 | 0.70 | 110.305 | 0.000 | 0.000 | ||
| 992 | 2005.06.29 17:55 | modify | 331 | 0.70 | 110.305 | 109.005 | 110.705 | ||
| 993 | 2005.06.29 19:35 | close | 331 | 0.70 | 110.416 | 109.005 | 110.705 | 7770.00 | 1403803.63 |
| 994 | 2005.07.01 00:40 | buy | 332 | 0.50 | 110.786 | 0.000 | 0.000 | ||
| 995 | 2005.07.01 00:40 | modify | 332 | 0.50 | 110.786 | 109.186 | 112.086 | ||
| 996 | 2005.07.01 04:30 | close | 332 | 0.50 | 111.083 | 109.186 | 112.086 | 14850.00 | 1418653.63 |
| 997 | 2005.07.04 08:05 | buy | 333 | 0.70 | 111.514 | 0.000 | 0.000 | ||
| 998 | 2005.07.04 08:05 | modify | 333 | 0.70 | 111.514 | 110.214 | 111.914 | ||
| 999 | 2005.07.04 09:10 | close | 333 | 0.70 | 111.644 | 110.214 | 111.914 | 9100.00 | 1427753.63 |
| 1000 | 2005.07.12 15:45 | sell | 334 | 0.70 | 111.324 | 0.000 | 0.000 | ||
| 1001 | 2005.07.12 15:45 | modify | 334 | 0.70 | 111.324 | 112.624 | 110.924 | ||
| 1002 | 2005.07.12 16:05 | close | 334 | 0.70 | 111.205 | 112.624 | 110.924 | 8330.00 | 1436083.63 |
| 1003 | 2005.07.13 21:55 | buy | 335 | 0.70 | 111.884 | 0.000 | 0.000 | ||
| 1004 | 2005.07.13 21:55 | modify | 335 | 0.70 | 111.884 | 110.584 | 112.284 | ||
| 1005 | 2005.07.14 01:30 | close | 335 | 0.70 | 112.022 | 110.584 | 112.284 | 11115.55 | 1447199.18 |
| 1006 | 2005.07.19 19:40 | buy | 336 | 0.70 | 112.816 | 0.000 | 0.000 | ||
| 1007 | 2005.07.19 19:40 | modify | 336 | 0.70 | 112.816 | 111.516 | 113.216 | ||
| 1008 | 2005.07.20 01:15 | close | 336 | 0.70 | 112.844 | 111.516 | 113.216 | 2448.62 | 1449647.81 |
| 1009 | 2005.07.22 02:40 | sell | 337 | 0.70 | 110.554 | 0.000 | 0.000 | ||
| 1010 | 2005.07.22 02:40 | modify | 337 | 0.70 | 110.554 | 111.854 | 110.154 | ||
| 1011 | 2005.07.22 08:45 | close | 337 | 0.70 | 111.025 | 111.854 | 110.154 | -32970.00 | 1416677.81 |
| 1012 | 2005.07.22 13:20 | sell | 338 | 0.50 | 110.983 | 0.000 | 0.000 | ||
| 1013 | 2005.07.22 13:20 | modify | 338 | 0.50 | 110.983 | 112.583 | 109.683 | ||
| 1014 | 2005.07.22 13:30 | buy | 339 | 0.50 | 110.854 | 0.000 | 0.000 | ||
| 1015 | 2005.07.22 13:30 | modify | 339 | 0.50 | 110.854 | 109.254 | 112.154 | ||
| 1016 | 2005.07.22 13:55 | close | 339 | 0.50 | 111.051 | 109.254 | 112.154 | 9850.00 | 1426527.81 |
| 1017 | 2005.07.22 17:05 | close | 338 | 0.50 | 110.895 | 112.583 | 109.683 | 4400.00 | 1430927.81 |
| 1018 | 2005.08.01 17:55 | sell | 340 | 0.70 | 112.103 | 0.000 | 0.000 | ||
| 1019 | 2005.08.01 17:55 | modify | 340 | 0.70 | 112.103 | 113.403 | 111.703 | ||
| 1020 | 2005.08.02 02:05 | close | 340 | 0.70 | 112.148 | 113.403 | 111.703 | -4023.08 | 1426904.73 |
| 1021 | 2005.08.03 09:40 | buy | 341 | 0.70 | 111.670 | 0.000 | 0.000 | ||
| 1022 | 2005.08.03 09:40 | modify | 341 | 0.70 | 111.670 | 110.370 | 112.070 | ||
| 1023 | 2005.08.04 01:25 | close | 341 | 0.70 | 111.207 | 110.370 | 112.070 | -30964.92 | 1395939.81 |
| 1024 | 2005.08.05 09:35 | buy | 342 | 0.70 | 111.439 | 0.000 | 0.000 | ||
| 1025 | 2005.08.05 09:35 | modify | 342 | 0.70 | 111.439 | 110.139 | 111.839 | ||
| 1026 | 2005.08.05 11:55 | close | 342 | 0.70 | 111.555 | 110.139 | 111.839 | 8120.00 | 1404059.81 |
| 1027 | 2005.08.05 14:50 | buy | 343 | 0.70 | 111.472 | 0.000 | 0.000 | ||
| 1028 | 2005.08.05 14:50 | modify | 343 | 0.70 | 111.472 | 110.172 | 111.872 | ||
| 1029 | 2005.08.05 15:20 | close | 343 | 0.70 | 111.579 | 110.172 | 111.872 | 7490.00 | 1411549.81 |
| 1030 | 2005.08.08 10:30 | buy | 344 | 0.70 | 112.151 | 0.000 | 0.000 | ||
| 1031 | 2005.08.08 10:30 | modify | 344 | 0.70 | 112.151 | 110.851 | 112.551 | ||
| 1032 | 2005.08.08 16:35 | sell | 345 | 0.50 | 111.769 | 0.000 | 0.000 | ||
| 1033 | 2005.08.08 16:35 | modify | 345 | 0.50 | 111.769 | 113.369 | 110.469 | ||
| 1034 | 2005.08.08 17:05 | buy | 346 | 0.50 | 111.642 | 0.000 | 0.000 | ||
| 1035 | 2005.08.08 17:05 | modify | 346 | 0.50 | 111.642 | 110.042 | 112.942 | ||
| 1036 | 2005.08.08 18:25 | close | 346 | 0.50 | 111.846 | 110.042 | 112.942 | 10200.00 | 1421749.81 |
| 1037 | 2005.08.08 18:25 | close | 344 | 0.70 | 111.850 | 110.851 | 112.551 | -21070.00 | 1400679.81 |
| 1038 | 2005.08.08 20:55 | sell | 347 | 0.70 | 111.995 | 0.000 | 0.000 | ||
| 1039 | 2005.08.08 20:55 | modify | 347 | 0.70 | 111.995 | 113.295 | 111.595 | ||
| 1040 | 2005.08.09 01:45 | close | 345 | 0.50 | 112.114 | 113.369 | 110.469 | -17873.41 | 1382806.40 |
| 1041 | 2005.08.09 01:50 | close | 347 | 0.70 | 112.071 | 113.295 | 111.595 | -6192.78 | 1376613.62 |
| 1042 | 2005.08.11 04:10 | buy | 348 | 0.40 | 110.325 | 0.000 | 0.000 | ||
| 1043 | 2005.08.11 04:10 | modify | 348 | 0.40 | 110.325 | 107.975 | 111.375 | ||
| 1044 | 2005.08.12 02:40 | sell | 349 | 0.70 | 109.826 | 0.000 | 0.000 | ||
| 1045 | 2005.08.12 02:40 | modify | 349 | 0.70 | 109.826 | 111.126 | 109.426 | ||
| 1046 | 2005.08.12 08:40 | close | 348 | 0.40 | 109.878 | 107.975 | 111.375 | -17608.15 | 1359005.47 |
| 1047 | 2005.08.12 09:35 | close | 349 | 0.70 | 109.724 | 111.126 | 109.426 | 7140.00 | 1366145.47 |
| 1048 | 2005.08.15 03:15 | sell | 350 | 0.70 | 109.530 | 0.000 | 0.000 | ||
| 1049 | 2005.08.15 03:15 | modify | 350 | 0.70 | 109.530 | 110.830 | 109.130 | ||
| 1050 | 2005.08.15 10:20 | close | 350 | 0.70 | 109.524 | 110.830 | 109.130 | 420.00 | 1366565.47 |