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 |
| 10801 | 2016.08.03 07:35 | close | 3599 | 0.40 | 100.797 | 103.612 | 100.212 | 18600.00 | 9337616.86 |
| 10802 | 2016.08.09 02:25 | buy | 3600 | 0.70 | 102.363 | 0.000 | 0.000 | ||
| 10803 | 2016.08.09 02:25 | modify | 3600 | 0.70 | 102.363 | 101.063 | 102.763 | ||
| 10804 | 2016.08.09 04:30 | close | 3600 | 0.70 | 102.427 | 101.063 | 102.763 | 4480.00 | 9342096.86 |
| 10805 | 2016.08.12 19:50 | sell | 3601 | 0.50 | 101.180 | 0.000 | 0.000 | ||
| 10806 | 2016.08.12 19:50 | modify | 3601 | 0.50 | 101.180 | 102.780 | 99.880 | ||
| 10807 | 2016.08.12 22:15 | sell | 3602 | 0.70 | 101.318 | 0.000 | 0.000 | ||
| 10808 | 2016.08.12 22:15 | modify | 3602 | 0.70 | 101.318 | 102.618 | 100.918 | ||
| 10809 | 2016.08.15 00:01 | close | 3602 | 0.70 | 101.220 | 102.618 | 100.918 | 6073.14 | 9348170.00 |
| 10810 | 2016.08.15 07:00 | close | 3601 | 0.50 | 101.265 | 102.780 | 99.880 | -4812.04 | 9343357.96 |
| 10811 | 2016.08.17 12:00 | sell | 3603 | 0.50 | 100.844 | 0.000 | 0.000 | ||
| 10812 | 2016.08.17 12:00 | modify | 3603 | 0.50 | 100.844 | 102.444 | 99.544 | ||
| 10813 | 2016.08.17 14:10 | close | 3603 | 0.50 | 100.669 | 102.444 | 99.544 | 8750.00 | 9352107.96 |
| 10814 | 2016.08.17 15:25 | buy | 3604 | 0.50 | 100.628 | 0.000 | 0.000 | ||
| 10815 | 2016.08.17 15:25 | modify | 3604 | 0.50 | 100.628 | 99.028 | 101.928 | ||
| 10816 | 2016.08.18 05:40 | close | 3604 | 0.50 | 100.060 | 99.028 | 101.928 | -27468.22 | 9324639.73 |
| 10817 | 2016.08.18 05:50 | sell | 3605 | 0.70 | 100.116 | 0.000 | 0.000 | ||
| 10818 | 2016.08.18 05:50 | modify | 3605 | 0.70 | 100.116 | 101.416 | 99.716 | ||
| 10819 | 2016.08.18 06:40 | close | 3605 | 0.70 | 100.012 | 101.416 | 99.716 | 7280.00 | 9331919.73 |
| 10820 | 2016.08.18 08:00 | sell | 3606 | 0.50 | 100.153 | 0.000 | 0.000 | ||
| 10821 | 2016.08.18 08:00 | modify | 3606 | 0.50 | 100.153 | 101.753 | 98.853 | ||
| 10822 | 2016.08.18 09:00 | close | 3606 | 0.50 | 99.810 | 101.753 | 98.853 | 17150.00 | 9349069.73 |
| 10823 | 2016.08.22 10:10 | buy | 3607 | 0.70 | 100.655 | 0.000 | 0.000 | ||
| 10824 | 2016.08.22 10:10 | modify | 3607 | 0.70 | 100.655 | 99.355 | 101.055 | ||
| 10825 | 2016.08.22 10:25 | close | 3607 | 0.70 | 100.765 | 99.355 | 101.055 | 7700.00 | 9356769.73 |
| 10826 | 2016.08.29 20:30 | buy | 3608 | 0.70 | 102.036 | 0.000 | 0.000 | ||
| 10827 | 2016.08.29 20:30 | modify | 3608 | 0.70 | 102.036 | 100.736 | 102.436 | ||
| 10828 | 2016.08.30 01:20 | close | 3608 | 0.70 | 101.953 | 100.736 | 102.436 | -5368.06 | 9351401.67 |
| 10829 | 2016.08.30 04:20 | sell | 3609 | 0.70 | 102.043 | 0.000 | 0.000 | ||
| 10830 | 2016.08.30 04:20 | modify | 3609 | 0.70 | 102.043 | 103.343 | 101.643 | ||
| 10831 | 2016.08.30 07:10 | close | 3609 | 0.70 | 102.043 | 103.343 | 101.643 | 0.00 | 9351401.67 |
| 10832 | 2016.09.01 00:55 | buy | 3610 | 0.70 | 103.347 | 0.000 | 0.000 | ||
| 10833 | 2016.09.01 00:55 | modify | 3610 | 0.70 | 103.347 | 102.047 | 103.747 | ||
| 10834 | 2016.09.01 09:05 | close | 3610 | 0.70 | 103.389 | 102.047 | 103.747 | 2940.00 | 9354341.67 |
| 10835 | 2016.09.01 17:10 | buy | 3611 | 0.70 | 103.587 | 0.000 | 0.000 | ||
| 10836 | 2016.09.01 17:10 | modify | 3611 | 0.70 | 103.587 | 102.287 | 103.987 | ||
| 10837 | 2016.09.02 02:40 | close | 3611 | 0.70 | 103.299 | 102.287 | 103.987 | -19712.33 | 9334629.34 |
| 10838 | 2016.09.02 14:30 | buy | 3612 | 0.70 | 103.468 | 0.000 | 0.000 | ||
| 10839 | 2016.09.02 14:30 | modify | 3612 | 0.70 | 103.468 | 102.168 | 103.868 | ||
| 10840 | 2016.09.02 16:05 | close | 3612 | 0.70 | 103.703 | 102.168 | 103.868 | 16450.00 | 9351079.34 |
| 10841 | 2016.09.05 03:05 | buy | 3613 | 0.70 | 103.873 | 0.000 | 0.000 | ||
| 10842 | 2016.09.05 03:05 | modify | 3613 | 0.70 | 103.873 | 102.573 | 104.273 | ||
| 10843 | 2016.09.05 04:05 | close | 3613 | 0.70 | 104.002 | 102.573 | 104.273 | 9030.00 | 9360109.34 |
| 10844 | 2016.09.05 14:10 | sell | 3614 | 0.50 | 103.323 | 0.000 | 0.000 | ||
| 10845 | 2016.09.05 14:10 | modify | 3614 | 0.50 | 103.323 | 104.923 | 102.023 | ||
| 10846 | 2016.09.05 16:15 | sell | 3615 | 0.70 | 103.441 | 0.000 | 0.000 | ||
| 10847 | 2016.09.05 16:15 | modify | 3615 | 0.70 | 103.441 | 104.741 | 103.041 | ||
| 10848 | 2016.09.05 19:50 | close | 3614 | 0.50 | 103.312 | 104.923 | 102.023 | 550.00 | 9360659.34 |
| 10849 | 2016.09.05 19:50 | close | 3615 | 0.70 | 103.312 | 104.741 | 103.041 | 9030.00 | 9369689.34 |
| 10850 | 2016.09.05 23:00 | sell | 3616 | 0.70 | 103.434 | 0.000 | 0.000 | ||
| 10851 | 2016.09.05 23:00 | modify | 3616 | 0.70 | 103.434 | 104.734 | 103.034 | ||
| 10852 | 2016.09.06 05:45 | close | 3616 | 0.70 | 103.485 | 104.734 | 103.034 | -4374.42 | 9365314.92 |
| 10853 | 2016.09.07 11:35 | sell | 3617 | 0.70 | 101.669 | 0.000 | 0.000 | ||
| 10854 | 2016.09.07 11:35 | modify | 3617 | 0.70 | 101.669 | 102.969 | 101.269 | ||
| 10855 | 2016.09.07 12:50 | close | 3617 | 0.70 | 101.547 | 102.969 | 101.269 | 8540.00 | 9373854.92 |
| 10856 | 2016.09.07 17:50 | sell | 3618 | 0.70 | 101.742 | 0.000 | 0.000 | ||
| 10857 | 2016.09.07 17:50 | modify | 3618 | 0.70 | 101.742 | 103.042 | 101.342 | ||
| 10858 | 2016.09.08 00:40 | close | 3618 | 0.70 | 101.693 | 103.042 | 101.342 | 1056.04 | 9374910.96 |
| 10859 | 2016.09.09 02:15 | buy | 3619 | 0.70 | 102.289 | 0.000 | 0.000 | ||
| 10860 | 2016.09.09 02:15 | modify | 3619 | 0.70 | 102.289 | 100.989 | 102.689 | ||
| 10861 | 2016.09.09 07:20 | buy | 3620 | 0.50 | 102.014 | 0.000 | 0.000 | ||
| 10862 | 2016.09.09 07:20 | modify | 3620 | 0.50 | 102.014 | 100.414 | 103.314 | ||
| 10863 | 2016.09.09 09:40 | close | 3620 | 0.50 | 102.235 | 100.414 | 103.314 | 11050.00 | 9385960.96 |
| 10864 | 2016.09.09 09:40 | close | 3619 | 0.70 | 102.234 | 100.989 | 102.689 | -3850.00 | 9382110.96 |
| 10865 | 2016.09.12 01:35 | buy | 3621 | 0.70 | 102.533 | 0.000 | 0.000 | ||
| 10866 | 2016.09.12 01:35 | modify | 3621 | 0.70 | 102.533 | 101.233 | 102.933 | ||
| 10867 | 2016.09.12 03:05 | sell | 3622 | 0.50 | 102.543 | 0.000 | 0.000 | ||
| 10868 | 2016.09.12 03:05 | modify | 3622 | 0.50 | 102.543 | 104.143 | 101.243 | ||
| 10869 | 2016.09.12 03:55 | close | 3621 | 0.70 | 102.631 | 101.233 | 102.933 | 6860.00 | 9388970.96 |
| 10870 | 2016.09.12 07:10 | close | 3622 | 0.50 | 102.431 | 104.143 | 101.243 | 5600.00 | 9394570.96 |
| 10871 | 2016.09.13 01:05 | sell | 3623 | 0.70 | 101.988 | 0.000 | 0.000 | ||
| 10872 | 2016.09.13 01:05 | modify | 3623 | 0.70 | 101.988 | 103.288 | 101.588 | ||
| 10873 | 2016.09.13 01:25 | close | 3623 | 0.70 | 101.886 | 103.288 | 101.588 | 7140.00 | 9401710.96 |
| 10874 | 2016.09.13 07:20 | sell | 3624 | 0.70 | 101.865 | 0.000 | 0.000 | ||
| 10875 | 2016.09.13 07:20 | modify | 3624 | 0.70 | 101.865 | 103.165 | 101.465 | ||
| 10876 | 2016.09.13 11:05 | close | 3624 | 0.70 | 101.761 | 103.165 | 101.465 | 7280.00 | 9408990.96 |
| 10877 | 2016.09.14 11:50 | buy | 3625 | 0.70 | 102.896 | 0.000 | 0.000 | ||
| 10878 | 2016.09.14 11:50 | modify | 3625 | 0.70 | 102.896 | 101.596 | 103.296 | ||
| 10879 | 2016.09.14 15:15 | close | 3625 | 0.70 | 102.829 | 101.596 | 103.296 | -4690.00 | 9404300.96 |
| 10880 | 2016.09.15 02:00 | sell | 3626 | 0.50 | 102.464 | 0.000 | 0.000 | ||
| 10881 | 2016.09.15 02:00 | modify | 3626 | 0.50 | 102.464 | 104.064 | 101.164 | ||
| 10882 | 2016.09.15 02:45 | sell | 3627 | 0.70 | 102.573 | 0.000 | 0.000 | ||
| 10883 | 2016.09.15 02:45 | modify | 3627 | 0.70 | 102.573 | 103.873 | 102.173 | ||
| 10884 | 2016.09.15 03:40 | close | 3627 | 0.70 | 102.456 | 103.873 | 102.173 | 8190.00 | 9412490.96 |
| 10885 | 2016.09.15 04:00 | buy | 3628 | 0.50 | 102.440 | 0.000 | 0.000 | ||
| 10886 | 2016.09.15 04:00 | modify | 3628 | 0.50 | 102.440 | 100.840 | 103.740 | ||
| 10887 | 2016.09.15 04:40 | close | 3626 | 0.50 | 102.195 | 104.064 | 101.164 | 13450.00 | 9425940.96 |
| 10888 | 2016.09.15 08:05 | close | 3628 | 0.50 | 102.384 | 100.840 | 103.740 | -2800.00 | 9423140.96 |
| 10889 | 2016.09.15 10:20 | sell | 3629 | 0.70 | 102.477 | 0.000 | 0.000 | ||
| 10890 | 2016.09.15 10:20 | modify | 3629 | 0.70 | 102.477 | 103.777 | 102.077 | ||
| 10891 | 2016.09.15 12:10 | close | 3629 | 0.70 | 102.356 | 103.777 | 102.077 | 8470.00 | 9431610.96 |
| 10892 | 2016.09.19 00:05 | buy | 3630 | 0.70 | 102.220 | 0.000 | 0.000 | ||
| 10893 | 2016.09.19 00:05 | modify | 3630 | 0.70 | 102.220 | 100.920 | 102.620 | ||
| 10894 | 2016.09.19 02:25 | close | 3630 | 0.70 | 102.345 | 100.920 | 102.620 | 8750.00 | 9440360.96 |
| 10895 | 2016.09.19 23:45 | sell | 3631 | 0.70 | 101.885 | 0.000 | 0.000 | ||
| 10896 | 2016.09.19 23:45 | modify | 3631 | 0.70 | 101.885 | 103.185 | 101.485 | ||
| 10897 | 2016.09.20 05:55 | close | 3631 | 0.70 | 101.867 | 103.185 | 101.485 | 467.26 | 9440828.22 |
| 10898 | 2016.09.21 20:50 | sell | 3632 | 0.70 | 100.860 | 0.000 | 0.000 | ||
| 10899 | 2016.09.21 20:50 | modify | 3632 | 0.70 | 100.860 | 102.160 | 100.460 | ||
| 10900 | 2016.09.21 21:10 | close | 3632 | 0.70 | 100.595 | 102.160 | 100.460 | 18550.00 | 9459378.22 |
| 10901 | 2016.09.22 05:10 | sell | 3633 | 0.70 | 100.438 | 0.000 | 0.000 | ||
| 10902 | 2016.09.22 05:10 | modify | 3633 | 0.70 | 100.438 | 101.738 | 100.038 | ||
| 10903 | 2016.09.22 07:20 | close | 3633 | 0.70 | 100.311 | 101.738 | 100.038 | 8890.00 | 9468268.22 |
| 10904 | 2016.09.22 10:15 | sell | 3634 | 0.70 | 100.521 | 0.000 | 0.000 | ||
| 10905 | 2016.09.22 10:15 | modify | 3634 | 0.70 | 100.521 | 101.821 | 100.121 | ||
| 10906 | 2016.09.22 10:45 | sell | 3635 | 0.40 | 100.535 | 0.000 | 0.000 | ||
| 10907 | 2016.09.22 10:45 | modify | 3635 | 0.40 | 100.535 | 102.885 | 99.485 | ||
| 10908 | 2016.09.22 15:30 | close | 3634 | 0.70 | 100.624 | 101.821 | 100.121 | -7210.00 | 9461058.22 |
| 10909 | 2016.09.23 08:25 | buy | 3636 | 0.70 | 101.009 | 0.000 | 0.000 | ||
| 10910 | 2016.09.23 08:25 | modify | 3636 | 0.70 | 101.009 | 99.709 | 101.409 | ||
| 10911 | 2016.09.23 09:50 | close | 3635 | 0.40 | 100.793 | 102.885 | 99.485 | -10767.81 | 9450290.41 |
| 10912 | 2016.09.23 10:35 | close | 3636 | 0.70 | 101.022 | 99.709 | 101.409 | 910.00 | 9451200.41 |
| 10913 | 2016.09.28 00:00 | sell | 3637 | 0.70 | 100.429 | 0.000 | 0.000 | ||
| 10914 | 2016.09.28 00:00 | modify | 3637 | 0.70 | 100.429 | 101.729 | 100.029 | ||
| 10915 | 2016.09.28 02:05 | close | 3637 | 0.70 | 100.333 | 101.729 | 100.029 | 6720.00 | 9457920.41 |
| 10916 | 2016.09.29 19:40 | buy | 3638 | 0.70 | 101.351 | 0.000 | 0.000 | ||
| 10917 | 2016.09.29 19:40 | modify | 3638 | 0.70 | 101.351 | 100.051 | 101.751 | ||
| 10918 | 2016.09.29 19:50 | buy | 3639 | 0.40 | 101.213 | 0.000 | 0.000 | ||
| 10919 | 2016.09.29 19:50 | modify | 3639 | 0.40 | 101.213 | 98.863 | 102.263 | ||
| 10920 | 2016.09.30 01:15 | close | 3638 | 0.70 | 101.115 | 100.051 | 101.751 | -16081.91 | 9441838.51 |
| 10921 | 2016.09.30 01:25 | sell | 3640 | 0.70 | 101.158 | 0.000 | 0.000 | ||
| 10922 | 2016.09.30 01:25 | modify | 3640 | 0.70 | 101.158 | 102.458 | 100.758 | ||
| 10923 | 2016.09.30 03:40 | close | 3640 | 0.70 | 101.012 | 102.458 | 100.758 | 10220.00 | 9452058.51 |
| 10924 | 2016.09.30 06:15 | close | 3639 | 0.40 | 101.531 | 98.863 | 102.263 | 12970.34 | 9465028.85 |
| 10925 | 2016.10.05 03:30 | buy | 3641 | 0.70 | 102.701 | 0.000 | 0.000 | ||
| 10926 | 2016.10.05 03:30 | modify | 3641 | 0.70 | 102.701 | 101.401 | 103.101 | ||
| 10927 | 2016.10.05 04:05 | close | 3641 | 0.70 | 102.821 | 101.401 | 103.101 | 8400.00 | 9473428.85 |
| 10928 | 2016.10.05 15:25 | buy | 3642 | 0.70 | 102.886 | 0.000 | 0.000 | ||
| 10929 | 2016.10.05 15:25 | modify | 3642 | 0.70 | 102.886 | 101.586 | 103.286 | ||
| 10930 | 2016.10.05 15:40 | close | 3642 | 0.70 | 102.998 | 101.586 | 103.286 | 7840.00 | 9481268.85 |
| 10931 | 2016.10.06 02:50 | buy | 3643 | 0.70 | 103.383 | 0.000 | 0.000 | ||
| 10932 | 2016.10.06 02:50 | modify | 3643 | 0.70 | 103.383 | 102.083 | 103.783 | ||
| 10933 | 2016.10.06 03:05 | close | 3643 | 0.70 | 103.507 | 102.083 | 103.783 | 8680.00 | 9489948.85 |
| 10934 | 2016.10.10 09:05 | sell | 3644 | 0.70 | 103.043 | 0.000 | 0.000 | ||
| 10935 | 2016.10.10 09:05 | modify | 3644 | 0.70 | 103.043 | 104.343 | 102.643 | ||
| 10936 | 2016.10.10 20:00 | sell | 3645 | 0.50 | 103.749 | 0.000 | 0.000 | ||
| 10937 | 2016.10.10 20:00 | modify | 3645 | 0.50 | 103.749 | 105.349 | 102.449 | ||
| 10938 | 2016.10.10 22:10 | close | 3644 | 0.70 | 103.652 | 104.343 | 102.643 | -42630.00 | 9447318.85 |
| 10939 | 2016.10.10 23:25 | buy | 3646 | 0.70 | 103.616 | 0.000 | 0.000 | ||
| 10940 | 2016.10.10 23:25 | modify | 3646 | 0.70 | 103.616 | 102.316 | 104.016 | ||
| 10941 | 2016.10.11 01:45 | close | 3646 | 0.70 | 103.694 | 102.316 | 104.016 | 5909.28 | 9453228.13 |
| 10942 | 2016.10.11 06:50 | close | 3645 | 0.50 | 103.856 | 105.349 | 102.449 | -5925.63 | 9447302.49 |
| 10943 | 2016.10.11 10:05 | buy | 3647 | 0.70 | 103.702 | 0.000 | 0.000 | ||
| 10944 | 2016.10.11 10:05 | modify | 3647 | 0.70 | 103.702 | 102.402 | 104.102 | ||
| 10945 | 2016.10.11 10:15 | close | 3647 | 0.70 | 103.807 | 102.402 | 104.102 | 7350.00 | 9454652.49 |
| 10946 | 2016.10.12 00:35 | sell | 3648 | 0.70 | 103.546 | 0.000 | 0.000 | ||
| 10947 | 2016.10.12 00:35 | modify | 3648 | 0.70 | 103.546 | 104.846 | 103.146 | ||
| 10948 | 2016.10.12 01:40 | close | 3648 | 0.70 | 103.436 | 104.846 | 103.146 | 7700.00 | 9462352.49 |
| 10949 | 2016.10.13 05:05 | buy | 3649 | 0.70 | 104.143 | 0.000 | 0.000 | ||
| 10950 | 2016.10.13 05:05 | modify | 3649 | 0.70 | 104.143 | 102.843 | 104.543 | ||