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 |
| 10651 | 2016.07.01 03:20 | buy | 3550 | 0.50 | 103.002 | 0.000 | 0.000 | ||
| 10652 | 2016.07.01 03:20 | modify | 3550 | 0.50 | 103.002 | 101.402 | 104.302 | ||
| 10653 | 2016.07.01 13:45 | close | 3550 | 0.50 | 102.690 | 101.402 | 104.302 | -15600.00 | 9174358.93 |
| 10654 | 2016.07.01 14:30 | buy | 3551 | 0.50 | 102.557 | 0.000 | 0.000 | ||
| 10655 | 2016.07.01 14:30 | modify | 3551 | 0.50 | 102.557 | 100.957 | 103.857 | ||
| 10656 | 2016.07.01 17:45 | close | 3551 | 0.50 | 102.709 | 100.957 | 103.857 | 7600.00 | 9181958.93 |
| 10657 | 2016.07.01 22:00 | close | 3549 | 0.70 | 102.572 | 101.819 | 103.519 | -38290.00 | 9143668.93 |
| 10658 | 2016.07.05 15:25 | sell | 3552 | 0.70 | 101.892 | 0.000 | 0.000 | ||
| 10659 | 2016.07.05 15:25 | modify | 3552 | 0.70 | 101.892 | 103.192 | 101.492 | ||
| 10660 | 2016.07.05 15:55 | close | 3552 | 0.70 | 101.750 | 103.192 | 101.492 | 9940.00 | 9153608.93 |
| 10661 | 2016.07.05 22:40 | sell | 3553 | 0.70 | 101.675 | 0.000 | 0.000 | ||
| 10662 | 2016.07.05 22:40 | modify | 3553 | 0.70 | 101.675 | 102.975 | 101.275 | ||
| 10663 | 2016.07.06 01:45 | close | 3553 | 0.70 | 101.658 | 102.975 | 101.275 | 398.69 | 9154007.62 |
| 10664 | 2016.07.06 08:45 | sell | 3554 | 0.70 | 101.126 | 0.000 | 0.000 | ||
| 10665 | 2016.07.06 08:45 | modify | 3554 | 0.70 | 101.126 | 102.426 | 100.726 | ||
| 10666 | 2016.07.06 09:10 | close | 3554 | 0.70 | 100.999 | 102.426 | 100.726 | 8890.00 | 9162897.62 |
| 10667 | 2016.07.06 15:15 | sell | 3555 | 0.70 | 100.716 | 0.000 | 0.000 | ||
| 10668 | 2016.07.06 15:15 | modify | 3555 | 0.70 | 100.716 | 102.016 | 100.316 | ||
| 10669 | 2016.07.06 17:05 | sell | 3556 | 0.50 | 101.117 | 0.000 | 0.000 | ||
| 10670 | 2016.07.06 17:05 | modify | 3556 | 0.50 | 101.117 | 102.717 | 99.817 | ||
| 10671 | 2016.07.07 01:25 | close | 3556 | 0.50 | 101.247 | 102.717 | 99.817 | -8188.58 | 9154709.03 |
| 10672 | 2016.07.07 01:25 | close | 3555 | 0.70 | 101.250 | 102.016 | 100.316 | -39744.02 | 9114965.02 |
| 10673 | 2016.07.07 01:45 | buy | 3557 | 0.70 | 101.105 | 0.000 | 0.000 | ||
| 10674 | 2016.07.07 01:45 | modify | 3557 | 0.70 | 101.105 | 99.805 | 101.505 | ||
| 10675 | 2016.07.07 02:20 | buy | 3558 | 0.50 | 101.103 | 0.000 | 0.000 | ||
| 10676 | 2016.07.07 02:20 | modify | 3558 | 0.50 | 101.103 | 99.503 | 102.403 | ||
| 10677 | 2016.07.07 03:20 | sell | 3559 | 0.50 | 101.208 | 0.000 | 0.000 | ||
| 10678 | 2016.07.07 03:20 | modify | 3559 | 0.50 | 101.208 | 102.808 | 99.908 | ||
| 10679 | 2016.07.07 03:20 | close | 3557 | 0.70 | 101.205 | 99.805 | 101.505 | 7000.00 | 9121965.02 |
| 10680 | 2016.07.07 04:35 | close | 3559 | 0.50 | 100.900 | 102.808 | 99.908 | 15400.00 | 9137365.02 |
| 10681 | 2016.07.07 13:20 | close | 3558 | 0.50 | 101.147 | 99.503 | 102.403 | 2200.00 | 9139565.02 |
| 10682 | 2016.07.08 12:35 | sell | 3560 | 0.70 | 100.717 | 0.000 | 0.000 | ||
| 10683 | 2016.07.08 12:35 | modify | 3560 | 0.70 | 100.717 | 102.017 | 100.317 | ||
| 10684 | 2016.07.08 13:00 | close | 3560 | 0.70 | 100.607 | 102.017 | 100.317 | 7700.00 | 9147265.02 |
| 10685 | 2016.07.12 01:25 | buy | 3561 | 0.70 | 102.692 | 0.000 | 0.000 | ||
| 10686 | 2016.07.12 01:25 | modify | 3561 | 0.70 | 102.692 | 101.392 | 103.092 | ||
| 10687 | 2016.07.12 04:00 | close | 3561 | 0.70 | 102.854 | 101.392 | 103.092 | 11340.00 | 9158605.02 |
| 10688 | 2016.07.12 09:25 | sell | 3562 | 0.40 | 103.329 | 0.000 | 0.000 | ||
| 10689 | 2016.07.12 09:25 | modify | 3562 | 0.40 | 103.329 | 105.679 | 102.279 | ||
| 10690 | 2016.07.12 23:20 | buy | 3563 | 0.50 | 104.730 | 0.000 | 0.000 | ||
| 10691 | 2016.07.12 23:20 | modify | 3563 | 0.50 | 104.730 | 103.130 | 106.030 | ||
| 10692 | 2016.07.13 02:25 | close | 3563 | 0.50 | 104.808 | 103.130 | 106.030 | 4224.26 | 9162829.28 |
| 10693 | 2016.07.13 03:10 | buy | 3564 | 0.70 | 104.543 | 0.000 | 0.000 | ||
| 10694 | 2016.07.13 03:10 | modify | 3564 | 0.70 | 104.543 | 103.243 | 104.943 | ||
| 10695 | 2016.07.13 04:00 | close | 3564 | 0.70 | 104.675 | 103.243 | 104.943 | 9240.00 | 9172069.28 |
| 10696 | 2016.07.13 04:55 | close | 3562 | 0.40 | 104.353 | 105.679 | 102.279 | -41425.31 | 9130643.97 |
| 10697 | 2016.07.13 05:05 | buy | 3565 | 0.40 | 104.322 | 0.000 | 0.000 | ||
| 10698 | 2016.07.13 05:05 | modify | 3565 | 0.40 | 104.322 | 101.972 | 105.372 | ||
| 10699 | 2016.07.13 05:10 | buy | 3566 | 0.70 | 104.254 | 0.000 | 0.000 | ||
| 10700 | 2016.07.13 05:10 | modify | 3566 | 0.70 | 104.254 | 102.954 | 104.654 | ||
| 10701 | 2016.07.13 06:35 | close | 3566 | 0.70 | 104.411 | 102.954 | 104.654 | 10990.00 | 9141633.97 |
| 10702 | 2016.07.13 07:35 | buy | 3567 | 0.50 | 104.109 | 0.000 | 0.000 | ||
| 10703 | 2016.07.13 07:35 | modify | 3567 | 0.50 | 104.109 | 102.509 | 105.409 | ||
| 10704 | 2016.07.13 09:05 | sell | 3568 | 0.50 | 104.330 | 0.000 | 0.000 | ||
| 10705 | 2016.07.13 09:05 | modify | 3568 | 0.50 | 104.330 | 105.930 | 103.030 | ||
| 10706 | 2016.07.13 12:30 | close | 3567 | 0.50 | 104.482 | 102.509 | 105.409 | 18650.00 | 9160283.97 |
| 10707 | 2016.07.13 13:50 | close | 3565 | 0.40 | 104.744 | 101.972 | 105.372 | 16880.00 | 9177163.97 |
| 10708 | 2016.07.13 14:00 | sell | 3569 | 0.40 | 104.822 | 0.000 | 0.000 | ||
| 10709 | 2016.07.13 14:00 | modify | 3569 | 0.40 | 104.822 | 107.172 | 103.772 | ||
| 10710 | 2016.07.13 16:45 | close | 3568 | 0.50 | 104.360 | 105.930 | 103.030 | -1500.00 | 9175663.97 |
| 10711 | 2016.07.13 18:20 | close | 3569 | 0.40 | 104.157 | 107.172 | 103.772 | 26600.00 | 9202263.97 |
| 10712 | 2016.07.14 17:45 | buy | 3570 | 0.70 | 105.411 | 0.000 | 0.000 | ||
| 10713 | 2016.07.14 17:45 | modify | 3570 | 0.70 | 105.411 | 104.111 | 105.811 | ||
| 10714 | 2016.07.14 18:45 | close | 3570 | 0.70 | 105.540 | 104.111 | 105.811 | 9030.00 | 9211293.97 |
| 10715 | 2016.07.15 01:10 | buy | 3571 | 0.70 | 105.291 | 0.000 | 0.000 | ||
| 10716 | 2016.07.15 01:10 | modify | 3571 | 0.70 | 105.291 | 103.991 | 105.691 | ||
| 10717 | 2016.07.15 03:35 | close | 3571 | 0.70 | 105.400 | 103.991 | 105.691 | 7630.00 | 9218923.97 |
| 10718 | 2016.07.15 08:00 | buy | 3572 | 0.70 | 105.767 | 0.000 | 0.000 | ||
| 10719 | 2016.07.15 08:00 | modify | 3572 | 0.70 | 105.767 | 104.467 | 106.167 | ||
| 10720 | 2016.07.15 09:30 | close | 3572 | 0.70 | 105.882 | 104.467 | 106.167 | 8050.00 | 9226973.97 |
| 10721 | 2016.07.15 13:10 | buy | 3573 | 0.50 | 105.857 | 0.000 | 0.000 | ||
| 10722 | 2016.07.15 13:10 | modify | 3573 | 0.50 | 105.857 | 104.257 | 107.157 | ||
| 10723 | 2016.07.18 01:25 | close | 3573 | 0.50 | 105.899 | 104.257 | 107.157 | 2426.33 | 9229400.30 |
| 10724 | 2016.07.18 01:25 | sell | 3574 | 0.50 | 105.899 | 0.000 | 0.000 | ||
| 10725 | 2016.07.18 01:25 | modify | 3574 | 0.50 | 105.899 | 107.499 | 104.599 | ||
| 10726 | 2016.07.18 08:10 | close | 3574 | 0.50 | 105.380 | 107.499 | 104.599 | 25950.00 | 9255350.30 |
| 10727 | 2016.07.19 03:20 | buy | 3575 | 0.70 | 105.996 | 0.000 | 0.000 | ||
| 10728 | 2016.07.19 03:20 | modify | 3575 | 0.70 | 105.996 | 104.696 | 106.396 | ||
| 10729 | 2016.07.19 03:30 | close | 3575 | 0.70 | 106.162 | 104.696 | 106.396 | 11620.00 | 9266970.30 |
| 10730 | 2016.07.19 04:05 | buy | 3576 | 0.70 | 105.897 | 0.000 | 0.000 | ||
| 10731 | 2016.07.19 04:05 | modify | 3576 | 0.70 | 105.897 | 104.597 | 106.297 | ||
| 10732 | 2016.07.19 04:50 | buy | 3577 | 0.50 | 105.809 | 0.000 | 0.000 | ||
| 10733 | 2016.07.19 04:50 | modify | 3577 | 0.50 | 105.809 | 104.209 | 107.109 | ||
| 10734 | 2016.07.19 05:40 | sell | 3578 | 0.50 | 105.886 | 0.000 | 0.000 | ||
| 10735 | 2016.07.19 05:40 | modify | 3578 | 0.50 | 105.886 | 107.486 | 104.586 | ||
| 10736 | 2016.07.19 07:30 | close | 3578 | 0.50 | 105.672 | 107.486 | 104.586 | 10700.00 | 9277670.30 |
| 10737 | 2016.07.19 08:30 | close | 3576 | 0.70 | 105.936 | 104.597 | 106.297 | 2730.00 | 9280400.30 |
| 10738 | 2016.07.19 08:35 | close | 3577 | 0.50 | 106.073 | 104.209 | 107.109 | 13200.00 | 9293600.30 |
| 10739 | 2016.07.21 08:15 | buy | 3579 | 0.70 | 106.935 | 0.000 | 0.000 | ||
| 10740 | 2016.07.21 08:15 | modify | 3579 | 0.70 | 106.935 | 105.635 | 107.335 | ||
| 10741 | 2016.07.21 08:30 | close | 3579 | 0.70 | 107.039 | 105.635 | 107.335 | 7280.00 | 9300880.30 |
| 10742 | 2016.07.21 15:45 | buy | 3580 | 0.50 | 106.176 | 0.000 | 0.000 | ||
| 10743 | 2016.07.21 15:45 | modify | 3580 | 0.50 | 106.176 | 104.576 | 107.476 | ||
| 10744 | 2016.07.21 17:05 | sell | 3581 | 0.50 | 106.441 | 0.000 | 0.000 | ||
| 10745 | 2016.07.21 17:05 | modify | 3581 | 0.50 | 106.441 | 108.041 | 105.141 | ||
| 10746 | 2016.07.21 18:55 | close | 3581 | 0.50 | 105.978 | 108.041 | 105.141 | 23150.00 | 9324030.30 |
| 10747 | 2016.07.22 00:40 | close | 3580 | 0.50 | 105.919 | 104.576 | 107.476 | -12522.26 | 9311508.04 |
| 10748 | 2016.07.22 00:45 | sell | 3582 | 0.70 | 106.102 | 0.000 | 0.000 | ||
| 10749 | 2016.07.22 00:45 | modify | 3582 | 0.70 | 106.102 | 107.402 | 105.702 | ||
| 10750 | 2016.07.22 01:40 | close | 3582 | 0.70 | 105.969 | 107.402 | 105.702 | 9310.00 | 9320818.04 |
| 10751 | 2016.07.25 06:40 | buy | 3583 | 0.70 | 106.346 | 0.000 | 0.000 | ||
| 10752 | 2016.07.25 06:40 | modify | 3583 | 0.70 | 106.346 | 105.046 | 106.746 | ||
| 10753 | 2016.07.25 11:50 | close | 3583 | 0.70 | 106.371 | 105.046 | 106.746 | 1750.00 | 9322568.04 |
| 10754 | 2016.07.26 16:55 | sell | 3584 | 0.70 | 104.579 | 0.000 | 0.000 | ||
| 10755 | 2016.07.26 16:55 | modify | 3584 | 0.70 | 104.579 | 105.879 | 104.179 | ||
| 10756 | 2016.07.26 21:00 | close | 3584 | 0.70 | 104.682 | 105.879 | 104.179 | -7210.00 | 9315358.04 |
| 10757 | 2016.07.27 01:00 | sell | 3585 | 0.70 | 104.734 | 0.000 | 0.000 | ||
| 10758 | 2016.07.27 01:00 | modify | 3585 | 0.70 | 104.734 | 106.034 | 104.334 | ||
| 10759 | 2016.07.27 05:45 | sell | 3586 | 0.50 | 105.264 | 0.000 | 0.000 | ||
| 10760 | 2016.07.27 05:45 | modify | 3586 | 0.50 | 105.264 | 106.864 | 103.964 | ||
| 10761 | 2016.07.27 06:05 | s/l | 3585 | 0.70 | 106.034 | 106.034 | 104.334 | -91000.00 | 9224358.04 |
| 10762 | 2016.07.27 12:35 | buy | 3587 | 0.50 | 105.436 | 0.000 | 0.000 | ||
| 10763 | 2016.07.27 12:35 | modify | 3587 | 0.50 | 105.436 | 103.836 | 106.736 | ||
| 10764 | 2016.07.27 14:40 | close | 3587 | 0.50 | 105.684 | 103.836 | 106.736 | 12400.00 | 9236758.04 |
| 10765 | 2016.07.27 16:30 | buy | 3588 | 0.50 | 105.557 | 0.000 | 0.000 | ||
| 10766 | 2016.07.27 16:30 | modify | 3588 | 0.50 | 105.557 | 103.957 | 106.857 | ||
| 10767 | 2016.07.27 17:15 | close | 3588 | 0.50 | 105.866 | 103.957 | 106.857 | 15450.00 | 9252208.04 |
| 10768 | 2016.07.27 21:00 | close | 3586 | 0.50 | 105.628 | 106.864 | 103.964 | -18200.00 | 9234008.04 |
| 10769 | 2016.07.28 04:45 | sell | 3589 | 0.50 | 105.088 | 0.000 | 0.000 | ||
| 10770 | 2016.07.28 04:45 | modify | 3589 | 0.50 | 105.088 | 106.688 | 103.788 | ||
| 10771 | 2016.07.28 06:45 | buy | 3590 | 0.50 | 104.806 | 0.000 | 0.000 | ||
| 10772 | 2016.07.28 06:45 | modify | 3590 | 0.50 | 104.806 | 103.206 | 106.106 | ||
| 10773 | 2016.07.28 07:40 | close | 3589 | 0.50 | 104.694 | 106.688 | 103.788 | 19700.00 | 9253708.04 |
| 10774 | 2016.07.28 11:05 | sell | 3591 | 0.50 | 104.745 | 0.000 | 0.000 | ||
| 10775 | 2016.07.28 11:05 | modify | 3591 | 0.50 | 104.745 | 106.345 | 103.445 | ||
| 10776 | 2016.07.28 15:40 | close | 3590 | 0.50 | 104.803 | 103.206 | 106.106 | -150.00 | 9253558.04 |
| 10777 | 2016.07.29 01:15 | buy | 3592 | 0.50 | 105.218 | 0.000 | 0.000 | ||
| 10778 | 2016.07.29 01:15 | modify | 3592 | 0.50 | 105.218 | 103.618 | 106.518 | ||
| 10779 | 2016.07.29 01:34 | s/l | 3592 | 0.50 | 103.541 | 103.618 | 106.518 | -83850.00 | 9169708.04 |
| 10780 | 2016.07.29 01:34 | t/p | 3591 | 0.50 | 103.416 | 106.345 | 103.445 | 65865.12 | 9235573.15 |
| 10781 | 2016.07.29 06:05 | sell | 3593 | 0.70 | 104.714 | 0.000 | 0.000 | ||
| 10782 | 2016.07.29 06:05 | modify | 3593 | 0.70 | 104.714 | 106.014 | 104.314 | ||
| 10783 | 2016.07.29 06:16 | t/p | 3593 | 0.70 | 104.124 | 106.014 | 104.314 | 41300.00 | 9276873.15 |
| 10784 | 2016.08.01 01:25 | sell | 3594 | 0.70 | 102.459 | 0.000 | 0.000 | ||
| 10785 | 2016.08.01 01:25 | modify | 3594 | 0.70 | 102.459 | 103.759 | 102.059 | ||
| 10786 | 2016.08.01 01:45 | close | 3594 | 0.70 | 102.356 | 103.759 | 102.059 | 7210.00 | 9284083.15 |
| 10787 | 2016.08.01 05:35 | sell | 3595 | 0.40 | 102.654 | 0.000 | 0.000 | ||
| 10788 | 2016.08.01 05:35 | modify | 3595 | 0.40 | 102.654 | 105.004 | 101.604 | ||
| 10789 | 2016.08.01 09:50 | sell | 3596 | 0.70 | 102.577 | 0.000 | 0.000 | ||
| 10790 | 2016.08.01 09:50 | modify | 3596 | 0.70 | 102.577 | 103.877 | 102.177 | ||
| 10791 | 2016.08.01 10:35 | close | 3596 | 0.70 | 102.428 | 103.877 | 102.177 | 10430.00 | 9294513.15 |
| 10792 | 2016.08.01 12:55 | buy | 3597 | 0.40 | 102.207 | 0.000 | 0.000 | ||
| 10793 | 2016.08.01 12:55 | modify | 3597 | 0.40 | 102.207 | 99.857 | 103.257 | ||
| 10794 | 2016.08.01 13:40 | close | 3595 | 0.40 | 102.201 | 105.004 | 101.604 | 18120.00 | 9312633.15 |
| 10795 | 2016.08.02 01:30 | close | 3597 | 0.40 | 102.453 | 99.857 | 103.257 | 10093.71 | 9322726.86 |
| 10796 | 2016.08.03 01:10 | sell | 3598 | 0.70 | 100.969 | 0.000 | 0.000 | ||
| 10797 | 2016.08.03 01:10 | modify | 3598 | 0.70 | 100.969 | 102.269 | 100.569 | ||
| 10798 | 2016.08.03 04:55 | sell | 3599 | 0.40 | 101.262 | 0.000 | 0.000 | ||
| 10799 | 2016.08.03 04:55 | modify | 3599 | 0.40 | 101.262 | 103.612 | 100.212 | ||
| 10800 | 2016.08.03 06:45 | close | 3598 | 0.70 | 101.022 | 102.269 | 100.569 | -3710.00 | 9319016.86 |