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 |
| 10501 | 2016.04.27 09:00 | close | 3499 | 0.70 | 111.220 | 109.928 | 111.628 | -560.00 | 9034915.63 |
| 10502 | 2016.04.28 16:20 | sell | 3500 | 0.70 | 108.540 | 0.000 | 0.000 | ||
| 10503 | 2016.04.28 16:20 | modify | 3500 | 0.70 | 108.540 | 109.840 | 108.140 | ||
| 10504 | 2016.04.28 19:50 | close | 3500 | 0.70 | 108.419 | 109.840 | 108.140 | 8470.00 | 9043385.63 |
| 10505 | 2016.04.29 15:20 | sell | 3501 | 0.70 | 107.345 | 0.000 | 0.000 | ||
| 10506 | 2016.04.29 15:20 | modify | 3501 | 0.70 | 107.345 | 108.645 | 106.945 | ||
| 10507 | 2016.04.29 15:40 | close | 3501 | 0.70 | 107.174 | 108.645 | 106.945 | 11970.00 | 9055355.63 |
| 10508 | 2016.04.29 16:35 | sell | 3502 | 0.50 | 107.335 | 0.000 | 0.000 | ||
| 10509 | 2016.04.29 16:35 | modify | 3502 | 0.50 | 107.335 | 108.935 | 106.035 | ||
| 10510 | 2016.04.29 17:45 | buy | 3503 | 0.50 | 107.203 | 0.000 | 0.000 | ||
| 10511 | 2016.04.29 17:45 | modify | 3503 | 0.50 | 107.203 | 105.603 | 108.503 | ||
| 10512 | 2016.04.29 17:55 | close | 3502 | 0.50 | 107.064 | 108.935 | 106.035 | 13550.00 | 9068905.63 |
| 10513 | 2016.05.02 13:30 | close | 3503 | 0.50 | 106.500 | 105.603 | 108.503 | -34820.98 | 9034084.66 |
| 10514 | 2016.05.02 13:40 | sell | 3504 | 0.70 | 106.610 | 0.000 | 0.000 | ||
| 10515 | 2016.05.02 13:40 | modify | 3504 | 0.70 | 106.610 | 107.910 | 106.210 | ||
| 10516 | 2016.05.02 15:35 | close | 3504 | 0.70 | 106.495 | 107.910 | 106.210 | 8050.00 | 9042134.66 |
| 10517 | 2016.05.03 16:35 | sell | 3505 | 0.70 | 106.105 | 0.000 | 0.000 | ||
| 10518 | 2016.05.03 16:35 | modify | 3505 | 0.70 | 106.105 | 107.405 | 105.705 | ||
| 10519 | 2016.05.03 16:50 | close | 3505 | 0.70 | 105.966 | 107.405 | 105.705 | 9730.00 | 9051864.66 |
| 10520 | 2016.05.04 09:25 | buy | 3506 | 0.70 | 106.928 | 0.000 | 0.000 | ||
| 10521 | 2016.05.04 09:25 | modify | 3506 | 0.70 | 106.928 | 105.628 | 107.328 | ||
| 10522 | 2016.05.04 11:10 | close | 3506 | 0.70 | 107.033 | 105.628 | 107.328 | 7350.00 | 9059214.66 |
| 10523 | 2016.05.05 08:20 | buy | 3507 | 0.70 | 107.037 | 0.000 | 0.000 | ||
| 10524 | 2016.05.05 08:20 | modify | 3507 | 0.70 | 107.037 | 105.737 | 107.437 | ||
| 10525 | 2016.05.05 10:10 | close | 3507 | 0.70 | 107.190 | 105.737 | 107.437 | 10710.00 | 9069924.66 |
| 10526 | 2016.05.06 20:40 | sell | 3508 | 0.70 | 106.832 | 0.000 | 0.000 | ||
| 10527 | 2016.05.06 20:40 | modify | 3508 | 0.70 | 106.832 | 108.132 | 106.432 | ||
| 10528 | 2016.05.09 04:55 | close | 3508 | 0.70 | 107.266 | 108.132 | 106.432 | -31212.77 | 9038711.89 |
| 10529 | 2016.05.10 02:55 | buy | 3509 | 0.70 | 108.297 | 0.000 | 0.000 | ||
| 10530 | 2016.05.10 02:55 | modify | 3509 | 0.70 | 108.297 | 106.997 | 108.697 | ||
| 10531 | 2016.05.10 03:05 | close | 3509 | 0.70 | 108.437 | 106.997 | 108.697 | 9800.00 | 9048511.89 |
| 10532 | 2016.05.10 10:40 | sell | 3510 | 0.40 | 108.889 | 0.000 | 0.000 | ||
| 10533 | 2016.05.10 10:40 | modify | 3510 | 0.40 | 108.889 | 111.239 | 107.839 | ||
| 10534 | 2016.05.11 03:05 | buy | 3511 | 0.70 | 109.158 | 0.000 | 0.000 | ||
| 10535 | 2016.05.11 03:05 | modify | 3511 | 0.70 | 109.158 | 107.858 | 109.558 | ||
| 10536 | 2016.05.11 04:45 | close | 3510 | 0.40 | 108.868 | 111.239 | 107.839 | 354.36 | 9048866.26 |
| 10537 | 2016.05.11 14:00 | close | 3511 | 0.70 | 108.756 | 107.858 | 109.558 | -28140.00 | 9020726.26 |
| 10538 | 2016.05.11 15:20 | sell | 3512 | 0.50 | 108.815 | 0.000 | 0.000 | ||
| 10539 | 2016.05.11 15:20 | modify | 3512 | 0.50 | 108.815 | 110.415 | 107.515 | ||
| 10540 | 2016.05.11 16:35 | close | 3512 | 0.50 | 108.599 | 110.415 | 107.515 | 10800.00 | 9031526.26 |
| 10541 | 2016.05.12 16:40 | buy | 3513 | 0.70 | 108.992 | 0.000 | 0.000 | ||
| 10542 | 2016.05.12 16:40 | modify | 3513 | 0.70 | 108.992 | 107.692 | 109.392 | ||
| 10543 | 2016.05.12 17:35 | buy | 3514 | 0.50 | 108.715 | 0.000 | 0.000 | ||
| 10544 | 2016.05.12 17:35 | modify | 3514 | 0.50 | 108.715 | 107.115 | 110.015 | ||
| 10545 | 2016.05.12 19:10 | sell | 3515 | 0.50 | 108.849 | 0.000 | 0.000 | ||
| 10546 | 2016.05.12 19:10 | modify | 3515 | 0.50 | 108.849 | 110.449 | 107.549 | ||
| 10547 | 2016.05.12 21:00 | close | 3514 | 0.50 | 109.050 | 107.115 | 110.015 | 16750.00 | 9048276.26 |
| 10548 | 2016.05.12 21:00 | close | 3513 | 0.70 | 109.046 | 107.692 | 109.392 | 3780.00 | 9052056.26 |
| 10549 | 2016.05.13 01:45 | close | 3515 | 0.50 | 109.006 | 110.449 | 107.549 | -8455.66 | 9043600.59 |
| 10550 | 2016.05.13 01:55 | buy | 3516 | 0.70 | 108.935 | 0.000 | 0.000 | ||
| 10551 | 2016.05.13 01:55 | modify | 3516 | 0.70 | 108.935 | 107.635 | 109.335 | ||
| 10552 | 2016.05.13 02:45 | close | 3516 | 0.70 | 109.077 | 107.635 | 109.335 | 9940.00 | 9053540.59 |
| 10553 | 2016.05.17 15:55 | buy | 3517 | 0.70 | 109.213 | 0.000 | 0.000 | ||
| 10554 | 2016.05.17 15:55 | modify | 3517 | 0.70 | 109.213 | 107.913 | 109.613 | ||
| 10555 | 2016.05.17 20:55 | close | 3517 | 0.70 | 109.132 | 107.913 | 109.613 | -5670.00 | 9047870.59 |
| 10556 | 2016.05.20 20:35 | buy | 3518 | 0.70 | 110.247 | 0.000 | 0.000 | ||
| 10557 | 2016.05.20 20:35 | modify | 3518 | 0.70 | 110.247 | 108.947 | 110.647 | ||
| 10558 | 2016.05.23 01:50 | close | 3518 | 0.70 | 110.233 | 108.947 | 110.647 | -502.38 | 9047368.21 |
| 10559 | 2016.05.24 02:45 | sell | 3519 | 0.70 | 109.379 | 0.000 | 0.000 | ||
| 10560 | 2016.05.24 02:45 | modify | 3519 | 0.70 | 109.379 | 110.679 | 108.979 | ||
| 10561 | 2016.05.24 03:25 | close | 3519 | 0.70 | 109.278 | 110.679 | 108.979 | 7070.00 | 9054438.21 |
| 10562 | 2016.05.25 06:30 | buy | 3520 | 0.70 | 109.996 | 0.000 | 0.000 | ||
| 10563 | 2016.05.25 06:30 | modify | 3520 | 0.70 | 109.996 | 108.696 | 110.396 | ||
| 10564 | 2016.05.25 09:25 | close | 3520 | 0.70 | 110.048 | 108.696 | 110.396 | 3640.00 | 9058078.21 |
| 10565 | 2016.05.25 18:30 | buy | 3521 | 0.70 | 110.108 | 0.000 | 0.000 | ||
| 10566 | 2016.05.25 18:30 | modify | 3521 | 0.70 | 110.108 | 108.808 | 110.508 | ||
| 10567 | 2016.05.25 19:00 | close | 3521 | 0.70 | 110.233 | 108.808 | 110.508 | 8750.00 | 9066828.21 |
| 10568 | 2016.05.26 10:00 | sell | 3522 | 0.70 | 109.891 | 0.000 | 0.000 | ||
| 10569 | 2016.05.26 10:00 | modify | 3522 | 0.70 | 109.891 | 111.191 | 109.491 | ||
| 10570 | 2016.05.26 16:00 | close | 3522 | 0.70 | 109.787 | 111.191 | 109.491 | 7280.00 | 9074108.21 |
| 10571 | 2016.05.30 18:00 | buy | 3523 | 0.70 | 111.069 | 0.000 | 0.000 | ||
| 10572 | 2016.05.30 18:00 | modify | 3523 | 0.70 | 111.069 | 109.769 | 111.469 | ||
| 10573 | 2016.05.30 22:05 | close | 3523 | 0.70 | 111.136 | 109.769 | 111.469 | 4690.00 | 9078798.21 |
| 10574 | 2016.05.31 01:30 | buy | 3524 | 0.70 | 111.087 | 0.000 | 0.000 | ||
| 10575 | 2016.05.31 01:30 | modify | 3524 | 0.70 | 111.087 | 109.787 | 111.487 | ||
| 10576 | 2016.05.31 04:25 | close | 3524 | 0.70 | 111.092 | 109.787 | 111.487 | 350.00 | 9079148.21 |
| 10577 | 2016.06.06 01:30 | sell | 3525 | 0.70 | 106.713 | 0.000 | 0.000 | ||
| 10578 | 2016.06.06 01:30 | modify | 3525 | 0.70 | 106.713 | 108.013 | 106.313 | ||
| 10579 | 2016.06.06 02:25 | close | 3525 | 0.70 | 106.602 | 108.013 | 106.313 | 7770.00 | 9086918.21 |
| 10580 | 2016.06.06 06:00 | sell | 3526 | 0.70 | 107.041 | 0.000 | 0.000 | ||
| 10581 | 2016.06.06 06:00 | modify | 3526 | 0.70 | 107.041 | 108.341 | 106.641 | ||
| 10582 | 2016.06.06 07:25 | close | 3526 | 0.70 | 106.940 | 108.341 | 106.641 | 7070.00 | 9093988.21 |
| 10583 | 2016.06.07 03:05 | buy | 3527 | 0.70 | 107.366 | 0.000 | 0.000 | ||
| 10584 | 2016.06.07 03:05 | modify | 3527 | 0.70 | 107.366 | 106.066 | 107.766 | ||
| 10585 | 2016.06.07 04:30 | close | 3527 | 0.70 | 107.514 | 106.066 | 107.766 | 10360.00 | 9104348.21 |
| 10586 | 2016.06.07 10:05 | buy | 3528 | 0.70 | 107.535 | 0.000 | 0.000 | ||
| 10587 | 2016.06.07 10:05 | modify | 3528 | 0.70 | 107.535 | 106.235 | 107.935 | ||
| 10588 | 2016.06.07 10:20 | close | 3528 | 0.70 | 107.640 | 106.235 | 107.935 | 7350.00 | 9111698.21 |
| 10589 | 2016.06.07 15:10 | buy | 3529 | 0.70 | 107.626 | 0.000 | 0.000 | ||
| 10590 | 2016.06.07 15:10 | modify | 3529 | 0.70 | 107.626 | 106.326 | 108.026 | ||
| 10591 | 2016.06.07 23:45 | close | 3529 | 0.70 | 107.388 | 106.326 | 108.026 | -16660.00 | 9095038.21 |
| 10592 | 2016.06.08 06:40 | sell | 3530 | 0.70 | 107.183 | 0.000 | 0.000 | ||
| 10593 | 2016.06.08 06:40 | modify | 3530 | 0.70 | 107.183 | 108.483 | 106.783 | ||
| 10594 | 2016.06.08 07:45 | close | 3530 | 0.70 | 107.020 | 108.483 | 106.783 | 11410.00 | 9106448.21 |
| 10595 | 2016.06.08 21:55 | sell | 3531 | 0.70 | 106.947 | 0.000 | 0.000 | ||
| 10596 | 2016.06.08 21:55 | modify | 3531 | 0.70 | 106.947 | 108.247 | 106.547 | ||
| 10597 | 2016.06.09 00:30 | close | 3531 | 0.70 | 106.948 | 108.247 | 106.547 | -2566.39 | 9103881.83 |
| 10598 | 2016.06.09 08:30 | sell | 3532 | 0.70 | 106.802 | 0.000 | 0.000 | ||
| 10599 | 2016.06.09 08:30 | modify | 3532 | 0.70 | 106.802 | 108.102 | 106.402 | ||
| 10600 | 2016.06.09 09:00 | close | 3532 | 0.70 | 106.689 | 108.102 | 106.402 | 7910.00 | 9111791.83 |
| 10601 | 2016.06.10 06:45 | buy | 3533 | 0.50 | 107.072 | 0.000 | 0.000 | ||
| 10602 | 2016.06.10 06:45 | modify | 3533 | 0.50 | 107.072 | 105.472 | 108.372 | ||
| 10603 | 2016.06.10 17:30 | close | 3533 | 0.50 | 106.938 | 105.472 | 108.372 | -6700.00 | 9105091.83 |
| 10604 | 2016.06.13 16:35 | sell | 3534 | 0.70 | 106.224 | 0.000 | 0.000 | ||
| 10605 | 2016.06.13 16:35 | modify | 3534 | 0.70 | 106.224 | 107.524 | 105.824 | ||
| 10606 | 2016.06.13 17:35 | sell | 3535 | 0.50 | 106.513 | 0.000 | 0.000 | ||
| 10607 | 2016.06.13 17:35 | modify | 3535 | 0.50 | 106.513 | 108.113 | 105.213 | ||
| 10608 | 2016.06.13 18:45 | close | 3534 | 0.70 | 106.149 | 107.524 | 105.824 | 5250.00 | 9110341.83 |
| 10609 | 2016.06.14 01:00 | close | 3535 | 0.50 | 106.133 | 108.113 | 105.213 | 18409.64 | 9128751.46 |
| 10610 | 2016.06.17 02:35 | sell | 3536 | 0.70 | 104.476 | 0.000 | 0.000 | ||
| 10611 | 2016.06.17 02:35 | modify | 3536 | 0.70 | 104.476 | 105.776 | 104.076 | ||
| 10612 | 2016.06.17 06:35 | close | 3536 | 0.70 | 104.452 | 105.776 | 104.076 | 1680.00 | 9130431.46 |
| 10613 | 2016.06.17 07:40 | buy | 3537 | 0.40 | 104.210 | 0.000 | 0.000 | ||
| 10614 | 2016.06.17 07:40 | modify | 3537 | 0.40 | 104.210 | 101.860 | 105.260 | ||
| 10615 | 2016.06.20 00:10 | close | 3537 | 0.40 | 104.704 | 101.860 | 105.260 | 20019.44 | 9150450.90 |
| 10616 | 2016.06.21 05:00 | sell | 3538 | 0.70 | 104.131 | 0.000 | 0.000 | ||
| 10617 | 2016.06.21 05:00 | modify | 3538 | 0.70 | 104.131 | 105.431 | 103.731 | ||
| 10618 | 2016.06.21 05:05 | close | 3538 | 0.70 | 103.897 | 105.431 | 103.731 | 16380.00 | 9166830.90 |
| 10619 | 2016.06.21 08:05 | sell | 3539 | 0.70 | 104.177 | 0.000 | 0.000 | ||
| 10620 | 2016.06.21 08:05 | modify | 3539 | 0.70 | 104.177 | 105.477 | 103.777 | ||
| 10621 | 2016.06.21 11:30 | close | 3539 | 0.70 | 104.366 | 105.477 | 103.777 | -13230.00 | 9153600.90 |
| 10622 | 2016.06.21 15:40 | buy | 3540 | 0.70 | 104.398 | 0.000 | 0.000 | ||
| 10623 | 2016.06.21 15:40 | modify | 3540 | 0.70 | 104.398 | 103.098 | 104.798 | ||
| 10624 | 2016.06.21 16:05 | close | 3540 | 0.70 | 104.505 | 103.098 | 104.798 | 7490.00 | 9161090.90 |
| 10625 | 2016.06.21 17:15 | sell | 3541 | 0.50 | 104.638 | 0.000 | 0.000 | ||
| 10626 | 2016.06.21 17:15 | modify | 3541 | 0.50 | 104.638 | 106.238 | 103.338 | ||
| 10627 | 2016.06.22 01:35 | buy | 3542 | 0.70 | 104.663 | 0.000 | 0.000 | ||
| 10628 | 2016.06.22 01:35 | modify | 3542 | 0.70 | 104.663 | 103.363 | 105.063 | ||
| 10629 | 2016.06.22 02:15 | close | 3542 | 0.70 | 104.795 | 103.363 | 105.063 | 9240.00 | 9170330.90 |
| 10630 | 2016.06.22 03:55 | close | 3541 | 0.50 | 104.601 | 106.238 | 103.338 | 1268.06 | 9171598.96 |
| 10631 | 2016.06.27 10:00 | sell | 3543 | 0.50 | 101.974 | 0.000 | 0.000 | ||
| 10632 | 2016.06.27 10:00 | modify | 3543 | 0.50 | 101.974 | 103.574 | 100.674 | ||
| 10633 | 2016.06.27 10:05 | sell | 3544 | 0.70 | 102.097 | 0.000 | 0.000 | ||
| 10634 | 2016.06.27 10:05 | modify | 3544 | 0.70 | 102.097 | 103.397 | 101.697 | ||
| 10635 | 2016.06.27 10:45 | close | 3544 | 0.70 | 101.979 | 103.397 | 101.697 | 8260.00 | 9179858.96 |
| 10636 | 2016.06.27 12:40 | close | 3543 | 0.50 | 101.762 | 103.574 | 100.674 | 10600.00 | 9190458.96 |
| 10637 | 2016.06.27 14:50 | buy | 3545 | 0.50 | 101.551 | 0.000 | 0.000 | ||
| 10638 | 2016.06.27 14:50 | modify | 3545 | 0.50 | 101.551 | 99.951 | 102.851 | ||
| 10639 | 2016.06.27 15:10 | sell | 3546 | 0.50 | 101.701 | 0.000 | 0.000 | ||
| 10640 | 2016.06.27 15:10 | modify | 3546 | 0.50 | 101.701 | 103.301 | 100.401 | ||
| 10641 | 2016.06.27 18:05 | close | 3545 | 0.50 | 101.719 | 99.951 | 102.851 | 8400.00 | 9198858.96 |
| 10642 | 2016.06.27 19:25 | sell | 3547 | 0.70 | 101.833 | 0.000 | 0.000 | ||
| 10643 | 2016.06.27 19:25 | modify | 3547 | 0.70 | 101.833 | 103.133 | 101.433 | ||
| 10644 | 2016.06.28 00:20 | close | 3547 | 0.70 | 101.931 | 103.133 | 101.433 | -7653.35 | 9191205.61 |
| 10645 | 2016.06.28 00:40 | close | 3546 | 0.50 | 101.877 | 103.301 | 100.401 | -9366.68 | 9181838.93 |
| 10646 | 2016.06.29 03:10 | buy | 3548 | 0.70 | 102.458 | 0.000 | 0.000 | ||
| 10647 | 2016.06.29 03:10 | modify | 3548 | 0.70 | 102.458 | 101.158 | 102.858 | ||
| 10648 | 2016.06.29 04:45 | close | 3548 | 0.70 | 102.574 | 101.158 | 102.858 | 8120.00 | 9189958.93 |
| 10649 | 2016.07.01 02:30 | buy | 3549 | 0.70 | 103.119 | 0.000 | 0.000 | ||
| 10650 | 2016.07.01 02:30 | modify | 3549 | 0.70 | 103.119 | 101.819 | 103.519 | ||