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 |
| 10351 | 2016.03.02 16:55 | close | 3449 | 0.40 | 113.866 | 116.617 | 113.217 | 16040.00 | 8800910.00 |
| 10352 | 2016.03.03 00:50 | sell | 3450 | 0.70 | 113.598 | 0.000 | 0.000 | ||
| 10353 | 2016.03.03 00:50 | modify | 3450 | 0.70 | 113.598 | 114.898 | 113.198 | ||
| 10354 | 2016.03.03 02:00 | close | 3450 | 0.70 | 113.491 | 114.898 | 113.198 | 7490.00 | 8808400.00 |
| 10355 | 2016.03.03 02:20 | sell | 3451 | 0.50 | 113.650 | 0.000 | 0.000 | ||
| 10356 | 2016.03.03 02:20 | modify | 3451 | 0.50 | 113.650 | 115.250 | 112.350 | ||
| 10357 | 2016.03.03 03:20 | sell | 3452 | 0.70 | 113.787 | 0.000 | 0.000 | ||
| 10358 | 2016.03.03 03:20 | modify | 3452 | 0.70 | 113.787 | 115.087 | 113.387 | ||
| 10359 | 2016.03.03 09:25 | buy | 3453 | 0.50 | 114.045 | 0.000 | 0.000 | ||
| 10360 | 2016.03.03 09:25 | modify | 3453 | 0.50 | 114.045 | 112.445 | 115.345 | ||
| 10361 | 2016.03.03 10:15 | close | 3451 | 0.50 | 113.999 | 115.250 | 112.350 | -17450.00 | 8790950.00 |
| 10362 | 2016.03.03 10:30 | close | 3452 | 0.70 | 113.924 | 115.087 | 113.387 | -9590.00 | 8781360.00 |
| 10363 | 2016.03.03 14:25 | close | 3453 | 0.50 | 114.041 | 112.445 | 115.345 | -200.00 | 8781160.00 |
| 10364 | 2016.03.08 02:00 | sell | 3454 | 0.70 | 113.489 | 0.000 | 0.000 | ||
| 10365 | 2016.03.08 02:00 | modify | 3454 | 0.70 | 113.489 | 114.789 | 113.089 | ||
| 10366 | 2016.03.08 02:05 | close | 3454 | 0.70 | 113.379 | 114.789 | 113.089 | 7700.00 | 8788860.00 |
| 10367 | 2016.03.08 06:55 | sell | 3455 | 0.70 | 113.184 | 0.000 | 0.000 | ||
| 10368 | 2016.03.08 06:55 | modify | 3455 | 0.70 | 113.184 | 114.484 | 112.784 | ||
| 10369 | 2016.03.08 08:30 | close | 3455 | 0.70 | 113.069 | 114.484 | 112.784 | 8050.00 | 8796910.00 |
| 10370 | 2016.03.08 14:15 | sell | 3456 | 0.70 | 113.127 | 0.000 | 0.000 | ||
| 10371 | 2016.03.08 14:15 | modify | 3456 | 0.70 | 113.127 | 114.427 | 112.727 | ||
| 10372 | 2016.03.08 14:45 | close | 3456 | 0.70 | 112.999 | 114.427 | 112.727 | 8960.00 | 8805870.00 |
| 10373 | 2016.03.09 01:40 | sell | 3457 | 0.70 | 112.735 | 0.000 | 0.000 | ||
| 10374 | 2016.03.09 01:40 | modify | 3457 | 0.70 | 112.735 | 114.035 | 112.335 | ||
| 10375 | 2016.03.09 02:05 | close | 3457 | 0.70 | 112.606 | 114.035 | 112.335 | 9030.00 | 8814900.00 |
| 10376 | 2016.03.10 09:20 | buy | 3458 | 0.70 | 113.514 | 0.000 | 0.000 | ||
| 10377 | 2016.03.10 09:20 | modify | 3458 | 0.70 | 113.514 | 112.214 | 113.914 | ||
| 10378 | 2016.03.10 13:10 | close | 3458 | 0.70 | 113.551 | 112.214 | 113.914 | 2590.00 | 8817490.00 |
| 10379 | 2016.03.10 22:30 | sell | 3459 | 0.70 | 113.279 | 0.000 | 0.000 | ||
| 10380 | 2016.03.10 22:30 | modify | 3459 | 0.70 | 113.279 | 114.579 | 112.879 | ||
| 10381 | 2016.03.10 23:05 | close | 3459 | 0.70 | 113.156 | 114.579 | 112.879 | 8610.00 | 8826100.00 |
| 10382 | 2016.03.11 04:00 | sell | 3460 | 0.50 | 113.286 | 0.000 | 0.000 | ||
| 10383 | 2016.03.11 04:00 | modify | 3460 | 0.50 | 113.286 | 114.886 | 111.986 | ||
| 10384 | 2016.03.11 07:40 | buy | 3461 | 0.50 | 113.445 | 0.000 | 0.000 | ||
| 10385 | 2016.03.11 07:40 | modify | 3461 | 0.50 | 113.445 | 111.845 | 114.745 | ||
| 10386 | 2016.03.11 09:15 | close | 3461 | 0.50 | 113.650 | 111.845 | 114.745 | 10250.00 | 8836350.00 |
| 10387 | 2016.03.11 15:25 | close | 3460 | 0.50 | 113.683 | 114.886 | 111.986 | -19850.00 | 8816500.00 |
| 10388 | 2016.03.11 15:30 | buy | 3462 | 0.70 | 113.617 | 0.000 | 0.000 | ||
| 10389 | 2016.03.11 15:30 | modify | 3462 | 0.70 | 113.617 | 112.317 | 114.017 | ||
| 10390 | 2016.03.11 18:30 | close | 3462 | 0.70 | 113.711 | 112.317 | 114.017 | 6580.00 | 8823080.00 |
| 10391 | 2016.03.14 01:35 | buy | 3463 | 0.70 | 113.736 | 0.000 | 0.000 | ||
| 10392 | 2016.03.14 01:35 | modify | 3463 | 0.70 | 113.736 | 112.436 | 114.136 | ||
| 10393 | 2016.03.14 03:55 | close | 3463 | 0.70 | 113.862 | 112.436 | 114.136 | 8820.00 | 8831900.00 |
| 10394 | 2016.03.15 21:35 | sell | 3464 | 0.70 | 113.114 | 0.000 | 0.000 | ||
| 10395 | 2016.03.15 21:35 | modify | 3464 | 0.70 | 113.114 | 114.414 | 112.714 | ||
| 10396 | 2016.03.16 02:55 | close | 3464 | 0.70 | 113.101 | 114.414 | 112.714 | 29.73 | 8831929.74 |
| 10397 | 2016.03.17 21:50 | sell | 3465 | 0.70 | 111.532 | 0.000 | 0.000 | ||
| 10398 | 2016.03.17 21:50 | modify | 3465 | 0.70 | 111.532 | 112.832 | 111.132 | ||
| 10399 | 2016.03.17 22:55 | close | 3465 | 0.70 | 111.402 | 112.832 | 111.132 | 9100.00 | 8841029.74 |
| 10400 | 2016.03.22 04:05 | buy | 3466 | 0.70 | 111.876 | 0.000 | 0.000 | ||
| 10401 | 2016.03.22 04:05 | modify | 3466 | 0.70 | 111.876 | 110.576 | 112.276 | ||
| 10402 | 2016.03.22 04:25 | close | 3466 | 0.70 | 111.984 | 110.576 | 112.276 | 7560.00 | 8848589.74 |
| 10403 | 2016.03.22 07:05 | buy | 3467 | 0.70 | 111.853 | 0.000 | 0.000 | ||
| 10404 | 2016.03.22 07:05 | modify | 3467 | 0.70 | 111.853 | 110.553 | 112.253 | ||
| 10405 | 2016.03.22 07:35 | close | 3467 | 0.70 | 111.974 | 110.553 | 112.253 | 8470.00 | 8857059.74 |
| 10406 | 2016.03.23 02:20 | buy | 3468 | 0.70 | 112.239 | 0.000 | 0.000 | ||
| 10407 | 2016.03.23 02:20 | modify | 3468 | 0.70 | 112.239 | 110.939 | 112.639 | ||
| 10408 | 2016.03.23 03:05 | close | 3468 | 0.70 | 112.358 | 110.939 | 112.639 | 8330.00 | 8865389.74 |
| 10409 | 2016.03.23 03:45 | buy | 3469 | 0.50 | 112.194 | 0.000 | 0.000 | ||
| 10410 | 2016.03.23 03:45 | modify | 3469 | 0.50 | 112.194 | 110.594 | 113.494 | ||
| 10411 | 2016.03.23 07:05 | close | 3469 | 0.50 | 112.383 | 110.594 | 113.494 | 9450.00 | 8874839.74 |
| 10412 | 2016.03.23 21:10 | buy | 3470 | 0.70 | 112.482 | 0.000 | 0.000 | ||
| 10413 | 2016.03.23 21:10 | modify | 3470 | 0.70 | 112.482 | 111.182 | 112.882 | ||
| 10414 | 2016.03.24 04:05 | close | 3470 | 0.70 | 112.687 | 111.182 | 112.882 | 15811.85 | 8890651.59 |
| 10415 | 2016.03.24 13:10 | buy | 3471 | 0.70 | 112.708 | 0.000 | 0.000 | ||
| 10416 | 2016.03.24 13:10 | modify | 3471 | 0.70 | 112.708 | 111.408 | 113.108 | ||
| 10417 | 2016.03.24 19:05 | close | 3471 | 0.70 | 112.676 | 111.408 | 113.108 | -2240.00 | 8888411.59 |
| 10418 | 2016.03.25 09:45 | buy | 3472 | 0.70 | 113.008 | 0.000 | 0.000 | ||
| 10419 | 2016.03.25 09:45 | modify | 3472 | 0.70 | 113.008 | 111.708 | 113.408 | ||
| 10420 | 2016.03.25 15:00 | close | 3472 | 0.70 | 113.024 | 111.708 | 113.408 | 1120.00 | 8889531.59 |
| 10421 | 2016.03.28 07:35 | buy | 3473 | 0.70 | 113.502 | 0.000 | 0.000 | ||
| 10422 | 2016.03.28 07:35 | modify | 3473 | 0.70 | 113.502 | 112.202 | 113.902 | ||
| 10423 | 2016.03.28 08:30 | close | 3473 | 0.70 | 113.601 | 112.202 | 113.902 | 6930.00 | 8896461.59 |
| 10424 | 2016.03.28 15:35 | buy | 3474 | 0.70 | 113.396 | 0.000 | 0.000 | ||
| 10425 | 2016.03.28 15:35 | modify | 3474 | 0.70 | 113.396 | 112.096 | 113.796 | ||
| 10426 | 2016.03.28 19:40 | close | 3474 | 0.70 | 113.402 | 112.096 | 113.796 | 420.00 | 8896881.59 |
| 10427 | 2016.03.30 15:25 | sell | 3475 | 0.70 | 112.566 | 0.000 | 0.000 | ||
| 10428 | 2016.03.30 15:25 | modify | 3475 | 0.70 | 112.566 | 113.866 | 112.166 | ||
| 10429 | 2016.03.30 17:15 | close | 3475 | 0.70 | 112.450 | 113.866 | 112.166 | 8120.00 | 8905001.59 |
| 10430 | 2016.04.04 10:55 | sell | 3476 | 0.70 | 111.609 | 0.000 | 0.000 | ||
| 10431 | 2016.04.04 10:55 | modify | 3476 | 0.70 | 111.609 | 112.909 | 111.209 | ||
| 10432 | 2016.04.04 15:10 | close | 3476 | 0.70 | 111.555 | 112.909 | 111.209 | 3780.00 | 8908781.59 |
| 10433 | 2016.04.04 22:10 | sell | 3477 | 0.70 | 111.329 | 0.000 | 0.000 | ||
| 10434 | 2016.04.04 22:10 | modify | 3477 | 0.70 | 111.329 | 112.629 | 110.929 | ||
| 10435 | 2016.04.05 02:40 | close | 3477 | 0.70 | 111.193 | 112.629 | 110.929 | 8654.05 | 8917435.63 |
| 10436 | 2016.04.05 15:05 | sell | 3478 | 0.70 | 110.676 | 0.000 | 0.000 | ||
| 10437 | 2016.04.05 15:05 | modify | 3478 | 0.70 | 110.676 | 111.976 | 110.276 | ||
| 10438 | 2016.04.05 15:35 | close | 3478 | 0.70 | 110.486 | 111.976 | 110.276 | 13300.00 | 8930735.63 |
| 10439 | 2016.04.05 21:35 | sell | 3479 | 0.70 | 110.467 | 0.000 | 0.000 | ||
| 10440 | 2016.04.05 21:35 | modify | 3479 | 0.70 | 110.467 | 111.767 | 110.067 | ||
| 10441 | 2016.04.05 23:00 | close | 3479 | 0.70 | 110.319 | 111.767 | 110.067 | 10360.00 | 8941095.63 |
| 10442 | 2016.04.06 03:20 | sell | 3480 | 0.70 | 110.524 | 0.000 | 0.000 | ||
| 10443 | 2016.04.06 03:20 | modify | 3480 | 0.70 | 110.524 | 111.824 | 110.124 | ||
| 10444 | 2016.04.06 03:55 | close | 3480 | 0.70 | 110.389 | 111.824 | 110.124 | 9450.00 | 8950545.63 |
| 10445 | 2016.04.07 20:30 | sell | 3481 | 0.70 | 108.352 | 0.000 | 0.000 | ||
| 10446 | 2016.04.07 20:30 | modify | 3481 | 0.70 | 108.352 | 109.652 | 107.952 | ||
| 10447 | 2016.04.07 20:55 | close | 3481 | 0.70 | 108.166 | 109.652 | 107.952 | 13020.00 | 8963565.63 |
| 10448 | 2016.04.08 03:00 | sell | 3482 | 0.70 | 108.475 | 0.000 | 0.000 | ||
| 10449 | 2016.04.08 03:00 | modify | 3482 | 0.70 | 108.475 | 109.775 | 108.075 | ||
| 10450 | 2016.04.08 08:10 | sell | 3483 | 0.50 | 108.855 | 0.000 | 0.000 | ||
| 10451 | 2016.04.08 08:10 | modify | 3483 | 0.50 | 108.855 | 110.455 | 107.555 | ||
| 10452 | 2016.04.08 09:00 | buy | 3484 | 0.50 | 108.712 | 0.000 | 0.000 | ||
| 10453 | 2016.04.08 09:00 | modify | 3484 | 0.50 | 108.712 | 107.112 | 110.012 | ||
| 10454 | 2016.04.08 09:15 | close | 3482 | 0.70 | 108.654 | 109.775 | 108.075 | -12530.00 | 8951035.63 |
| 10455 | 2016.04.08 10:35 | close | 3484 | 0.50 | 108.927 | 107.112 | 110.012 | 10750.00 | 8961785.63 |
| 10456 | 2016.04.08 12:15 | buy | 3485 | 0.50 | 108.782 | 0.000 | 0.000 | ||
| 10457 | 2016.04.08 12:15 | modify | 3485 | 0.50 | 108.782 | 107.182 | 110.082 | ||
| 10458 | 2016.04.08 15:20 | close | 3483 | 0.50 | 108.527 | 110.455 | 107.555 | 16400.00 | 8978185.63 |
| 10459 | 2016.04.08 16:20 | close | 3485 | 0.50 | 108.877 | 107.182 | 110.082 | 4750.00 | 8982935.63 |
| 10460 | 2016.04.11 01:50 | sell | 3486 | 0.70 | 108.233 | 0.000 | 0.000 | ||
| 10461 | 2016.04.11 01:50 | modify | 3486 | 0.70 | 108.233 | 109.533 | 107.833 | ||
| 10462 | 2016.04.11 02:20 | sell | 3487 | 0.50 | 108.292 | 0.000 | 0.000 | ||
| 10463 | 2016.04.11 02:20 | modify | 3487 | 0.50 | 108.292 | 109.892 | 106.992 | ||
| 10464 | 2016.04.11 03:20 | close | 3486 | 0.70 | 108.076 | 109.533 | 107.833 | 10990.00 | 8993925.63 |
| 10465 | 2016.04.11 03:40 | close | 3487 | 0.50 | 107.911 | 109.892 | 106.992 | 19050.00 | 9012975.63 |
| 10466 | 2016.04.11 10:50 | sell | 3488 | 0.50 | 107.951 | 0.000 | 0.000 | ||
| 10467 | 2016.04.11 10:50 | modify | 3488 | 0.50 | 107.951 | 109.551 | 106.651 | ||
| 10468 | 2016.04.11 11:15 | sell | 3489 | 0.70 | 108.173 | 0.000 | 0.000 | ||
| 10469 | 2016.04.11 11:15 | modify | 3489 | 0.70 | 108.173 | 109.473 | 107.773 | ||
| 10470 | 2016.04.11 12:50 | close | 3489 | 0.70 | 108.064 | 109.473 | 107.773 | 7630.00 | 9020605.63 |
| 10471 | 2016.04.11 17:50 | close | 3488 | 0.50 | 107.966 | 109.551 | 106.651 | -750.00 | 9019855.63 |
| 10472 | 2016.04.18 10:55 | sell | 3490 | 0.70 | 108.242 | 0.000 | 0.000 | ||
| 10473 | 2016.04.18 10:55 | modify | 3490 | 0.70 | 108.242 | 109.542 | 107.842 | ||
| 10474 | 2016.04.18 14:30 | close | 3490 | 0.70 | 108.279 | 109.542 | 107.842 | -2590.00 | 9017265.63 |
| 10475 | 2016.04.18 18:55 | sell | 3491 | 0.50 | 108.870 | 0.000 | 0.000 | ||
| 10476 | 2016.04.18 18:55 | modify | 3491 | 0.50 | 108.870 | 110.470 | 107.570 | ||
| 10477 | 2016.04.18 22:30 | close | 3491 | 0.50 | 108.752 | 110.470 | 107.570 | 5900.00 | 9023165.63 |
| 10478 | 2016.04.19 02:20 | sell | 3492 | 0.50 | 108.935 | 0.000 | 0.000 | ||
| 10479 | 2016.04.19 02:20 | modify | 3492 | 0.50 | 108.935 | 110.535 | 107.635 | ||
| 10480 | 2016.04.19 09:10 | close | 3492 | 0.50 | 108.951 | 110.535 | 107.635 | -800.00 | 9022365.63 |
| 10481 | 2016.04.19 09:10 | buy | 3493 | 0.70 | 108.949 | 0.000 | 0.000 | ||
| 10482 | 2016.04.19 09:10 | modify | 3493 | 0.70 | 108.949 | 107.649 | 109.349 | ||
| 10483 | 2016.04.19 10:40 | close | 3493 | 0.70 | 109.093 | 107.649 | 109.349 | 10080.00 | 9032445.63 |
| 10484 | 2016.04.21 04:30 | buy | 3494 | 0.70 | 109.617 | 0.000 | 0.000 | ||
| 10485 | 2016.04.21 04:30 | modify | 3494 | 0.70 | 109.617 | 108.317 | 110.017 | ||
| 10486 | 2016.04.21 04:50 | close | 3494 | 0.70 | 109.736 | 108.317 | 110.017 | 8330.00 | 9040775.63 |
| 10487 | 2016.04.21 08:15 | buy | 3495 | 0.70 | 109.651 | 0.000 | 0.000 | ||
| 10488 | 2016.04.21 08:15 | modify | 3495 | 0.70 | 109.651 | 108.351 | 110.051 | ||
| 10489 | 2016.04.21 12:00 | close | 3495 | 0.70 | 109.777 | 108.351 | 110.051 | 8820.00 | 9049595.63 |
| 10490 | 2016.04.25 01:20 | buy | 3496 | 0.70 | 111.560 | 0.000 | 0.000 | ||
| 10491 | 2016.04.25 01:20 | modify | 3496 | 0.70 | 111.560 | 110.260 | 111.960 | ||
| 10492 | 2016.04.25 04:35 | buy | 3497 | 0.40 | 111.276 | 0.000 | 0.000 | ||
| 10493 | 2016.04.25 04:35 | modify | 3497 | 0.40 | 111.276 | 108.926 | 112.326 | ||
| 10494 | 2016.04.25 06:50 | close | 3496 | 0.70 | 111.279 | 110.260 | 111.960 | -19670.00 | 9029925.63 |
| 10495 | 2016.04.25 20:00 | sell | 3498 | 0.70 | 111.234 | 0.000 | 0.000 | ||
| 10496 | 2016.04.25 20:00 | modify | 3498 | 0.70 | 111.234 | 112.534 | 110.834 | ||
| 10497 | 2016.04.25 21:45 | close | 3497 | 0.40 | 111.245 | 108.926 | 112.326 | -1240.00 | 9028685.63 |
| 10498 | 2016.04.25 22:55 | close | 3498 | 0.70 | 111.137 | 112.534 | 110.834 | 6790.00 | 9035475.63 |
| 10499 | 2016.04.27 03:00 | buy | 3499 | 0.70 | 111.228 | 0.000 | 0.000 | ||
| 10500 | 2016.04.27 03:00 | modify | 3499 | 0.70 | 111.228 | 109.928 | 111.628 | ||