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 |
| 10951 | 2016.10.13 10:40 | close | 3649 | 0.70 | 103.971 | 102.843 | 104.543 | -12040.00 | 9450312.49 |
| 10952 | 2016.10.13 11:10 | buy | 3650 | 0.50 | 103.773 | 0.000 | 0.000 | ||
| 10953 | 2016.10.13 11:10 | modify | 3650 | 0.50 | 103.773 | 102.173 | 105.073 | ||
| 10954 | 2016.10.13 11:45 | close | 3650 | 0.50 | 103.963 | 102.173 | 105.073 | 9500.00 | 9459812.49 |
| 10955 | 2016.10.13 15:50 | buy | 3651 | 0.50 | 103.616 | 0.000 | 0.000 | ||
| 10956 | 2016.10.13 15:50 | modify | 3651 | 0.50 | 103.616 | 102.016 | 104.916 | ||
| 10957 | 2016.10.13 23:55 | close | 3651 | 0.50 | 103.689 | 102.016 | 104.916 | 3650.00 | 9463462.49 |
| 10958 | 2016.10.14 03:00 | sell | 3652 | 0.70 | 103.733 | 0.000 | 0.000 | ||
| 10959 | 2016.10.14 03:00 | modify | 3652 | 0.70 | 103.733 | 105.033 | 103.333 | ||
| 10960 | 2016.10.14 14:45 | close | 3652 | 0.70 | 104.228 | 105.033 | 103.333 | -34650.00 | 9428812.49 |
| 10961 | 2016.10.14 15:40 | buy | 3653 | 0.50 | 104.221 | 0.000 | 0.000 | ||
| 10962 | 2016.10.14 15:40 | modify | 3653 | 0.50 | 104.221 | 102.621 | 105.521 | ||
| 10963 | 2016.10.14 19:10 | buy | 3654 | 0.70 | 104.033 | 0.000 | 0.000 | ||
| 10964 | 2016.10.14 19:10 | modify | 3654 | 0.70 | 104.033 | 102.733 | 104.433 | ||
| 10965 | 2016.10.14 21:55 | close | 3654 | 0.70 | 104.178 | 102.733 | 104.433 | 10150.00 | 9438962.49 |
| 10966 | 2016.10.14 22:30 | close | 3653 | 0.50 | 104.221 | 102.621 | 105.521 | 0.00 | 9438962.49 |
| 10967 | 2016.10.19 22:25 | sell | 3655 | 0.70 | 103.479 | 0.000 | 0.000 | ||
| 10968 | 2016.10.19 22:25 | modify | 3655 | 0.70 | 103.479 | 104.779 | 103.079 | ||
| 10969 | 2016.10.20 00:45 | close | 3655 | 0.70 | 103.409 | 104.779 | 103.079 | 2486.35 | 9441448.85 |
| 10970 | 2016.10.20 03:10 | sell | 3656 | 0.70 | 103.462 | 0.000 | 0.000 | ||
| 10971 | 2016.10.20 03:10 | modify | 3656 | 0.70 | 103.462 | 104.762 | 103.062 | ||
| 10972 | 2016.10.20 05:55 | close | 3656 | 0.70 | 103.501 | 104.762 | 103.062 | -2730.00 | 9438718.85 |
| 10973 | 2016.10.20 15:20 | buy | 3657 | 0.70 | 103.568 | 0.000 | 0.000 | ||
| 10974 | 2016.10.20 15:20 | modify | 3657 | 0.70 | 103.568 | 102.268 | 103.968 | ||
| 10975 | 2016.10.20 15:40 | close | 3657 | 0.70 | 103.694 | 102.268 | 103.968 | 8820.00 | 9447538.85 |
| 10976 | 2016.10.21 08:30 | buy | 3658 | 0.70 | 103.962 | 0.000 | 0.000 | ||
| 10977 | 2016.10.21 08:30 | modify | 3658 | 0.70 | 103.962 | 102.662 | 104.362 | ||
| 10978 | 2016.10.21 17:20 | close | 3658 | 0.70 | 103.777 | 102.662 | 104.362 | -12950.00 | 9434588.85 |
| 10979 | 2016.10.24 23:55 | buy | 3659 | 0.70 | 104.183 | 0.000 | 0.000 | ||
| 10980 | 2016.10.24 23:55 | modify | 3659 | 0.70 | 104.183 | 102.883 | 104.583 | ||
| 10981 | 2016.10.25 00:40 | close | 3659 | 0.70 | 104.252 | 102.883 | 104.583 | 5281.74 | 9439870.58 |
| 10982 | 2016.10.31 03:30 | sell | 3660 | 0.70 | 104.834 | 0.000 | 0.000 | ||
| 10983 | 2016.10.31 03:30 | modify | 3660 | 0.70 | 104.834 | 106.134 | 104.434 | ||
| 10984 | 2016.10.31 04:15 | close | 3660 | 0.70 | 104.733 | 106.134 | 104.434 | 7070.00 | 9446940.58 |
| 10985 | 2016.10.31 05:20 | sell | 3661 | 0.50 | 104.865 | 0.000 | 0.000 | ||
| 10986 | 2016.10.31 05:20 | modify | 3661 | 0.50 | 104.865 | 106.465 | 103.565 | ||
| 10987 | 2016.10.31 20:35 | close | 3661 | 0.50 | 104.949 | 106.465 | 103.565 | -4200.00 | 9442740.58 |
| 10988 | 2016.11.01 02:25 | sell | 3662 | 0.70 | 104.874 | 0.000 | 0.000 | ||
| 10989 | 2016.11.01 02:25 | modify | 3662 | 0.70 | 104.874 | 106.174 | 104.474 | ||
| 10990 | 2016.11.01 03:10 | close | 3662 | 0.70 | 104.754 | 106.174 | 104.474 | 8400.00 | 9451140.58 |
| 10991 | 2016.11.02 19:25 | buy | 3663 | 0.40 | 103.220 | 0.000 | 0.000 | ||
| 10992 | 2016.11.02 19:25 | modify | 3663 | 0.40 | 103.220 | 100.870 | 104.270 | ||
| 10993 | 2016.11.03 02:45 | close | 3663 | 0.40 | 103.383 | 100.870 | 104.270 | 7287.89 | 9458428.48 |
| 10994 | 2016.11.03 09:55 | buy | 3664 | 0.50 | 102.685 | 0.000 | 0.000 | ||
| 10995 | 2016.11.03 09:55 | modify | 3664 | 0.50 | 102.685 | 101.085 | 103.985 | ||
| 10996 | 2016.11.03 11:10 | sell | 3665 | 0.50 | 102.785 | 0.000 | 0.000 | ||
| 10997 | 2016.11.03 11:10 | modify | 3665 | 0.50 | 102.785 | 104.385 | 101.485 | ||
| 10998 | 2016.11.03 11:15 | close | 3664 | 0.50 | 102.882 | 101.085 | 103.985 | 9850.00 | 9468278.48 |
| 10999 | 2016.11.03 13:10 | sell | 3666 | 0.70 | 103.084 | 0.000 | 0.000 | ||
| 11000 | 2016.11.03 13:10 | modify | 3666 | 0.70 | 103.084 | 104.384 | 102.684 | ||
| 11001 | 2016.11.03 13:30 | close | 3666 | 0.70 | 102.964 | 104.384 | 102.684 | 8400.00 | 9476678.48 |
| 11002 | 2016.11.03 17:05 | buy | 3667 | 0.50 | 103.145 | 0.000 | 0.000 | ||
| 11003 | 2016.11.03 17:05 | modify | 3667 | 0.50 | 103.145 | 101.545 | 104.445 | ||
| 11004 | 2016.11.03 17:25 | close | 3667 | 0.50 | 103.296 | 101.545 | 104.445 | 7550.00 | 9484228.48 |
| 11005 | 2016.11.03 17:45 | buy | 3668 | 0.50 | 103.157 | 0.000 | 0.000 | ||
| 11006 | 2016.11.03 17:45 | modify | 3668 | 0.50 | 103.157 | 101.557 | 104.457 | ||
| 11007 | 2016.11.03 17:50 | close | 3665 | 0.50 | 103.102 | 104.385 | 101.485 | -15850.00 | 9468378.48 |
| 11008 | 2016.11.04 02:50 | close | 3668 | 0.50 | 103.029 | 101.557 | 104.457 | -6081.03 | 9462297.45 |
| 11009 | 2016.11.04 11:15 | buy | 3669 | 0.70 | 103.066 | 0.000 | 0.000 | ||
| 11010 | 2016.11.04 11:15 | modify | 3669 | 0.70 | 103.066 | 101.766 | 103.466 | ||
| 11011 | 2016.11.04 15:35 | close | 3669 | 0.70 | 103.181 | 101.766 | 103.466 | 8050.00 | 9470347.45 |
| 11012 | 2016.11.07 14:00 | buy | 3670 | 0.70 | 104.346 | 0.000 | 0.000 | ||
| 11013 | 2016.11.07 14:00 | modify | 3670 | 0.70 | 104.346 | 103.046 | 104.746 | ||
| 11014 | 2016.11.07 16:40 | close | 3670 | 0.70 | 104.472 | 103.046 | 104.746 | 8820.00 | 9479167.45 |
| 11015 | 2016.11.09 02:10 | buy | 3671 | 0.70 | 104.854 | 0.000 | 0.000 | ||
| 11016 | 2016.11.09 02:10 | modify | 3671 | 0.70 | 104.854 | 103.554 | 105.254 | ||
| 11017 | 2016.11.09 02:30 | close | 3671 | 0.70 | 104.975 | 103.554 | 105.254 | 8470.00 | 9487637.45 |
| 11018 | 2016.11.09 09:55 | sell | 3672 | 0.70 | 103.105 | 0.000 | 0.000 | ||
| 11019 | 2016.11.09 09:55 | modify | 3672 | 0.70 | 103.105 | 104.405 | 102.705 | ||
| 11020 | 2016.11.09 16:32 | s/l | 3672 | 0.70 | 104.409 | 104.405 | 102.705 | -91280.00 | 9396357.45 |
| 11021 | 2016.11.10 03:55 | buy | 3673 | 0.70 | 105.328 | 0.000 | 0.000 | ||
| 11022 | 2016.11.10 03:55 | modify | 3673 | 0.70 | 105.328 | 104.028 | 105.728 | ||
| 11023 | 2016.11.10 06:45 | close | 3673 | 0.70 | 105.504 | 104.028 | 105.728 | 12320.00 | 9408677.45 |
| 11024 | 2016.11.10 18:30 | sell | 3674 | 0.40 | 106.785 | 0.000 | 0.000 | ||
| 11025 | 2016.11.10 18:30 | modify | 3674 | 0.40 | 106.785 | 109.135 | 105.735 | ||
| 11026 | 2016.11.11 00:30 | buy | 3675 | 0.70 | 106.708 | 0.000 | 0.000 | ||
| 11027 | 2016.11.11 00:30 | modify | 3675 | 0.70 | 106.708 | 105.408 | 107.108 | ||
| 11028 | 2016.11.11 01:05 | close | 3675 | 0.70 | 106.808 | 105.408 | 107.108 | 7000.00 | 9415677.45 |
| 11029 | 2016.11.11 01:45 | sell | 3676 | 0.50 | 106.923 | 0.000 | 0.000 | ||
| 11030 | 2016.11.11 01:45 | modify | 3676 | 0.50 | 106.923 | 108.523 | 105.623 | ||
| 11031 | 2016.11.11 02:45 | buy | 3677 | 0.50 | 106.751 | 0.000 | 0.000 | ||
| 11032 | 2016.11.11 02:45 | modify | 3677 | 0.50 | 106.751 | 105.151 | 108.051 | ||
| 11033 | 2016.11.11 03:15 | close | 3676 | 0.50 | 106.610 | 108.523 | 105.623 | 15650.00 | 9431327.45 |
| 11034 | 2016.11.11 04:35 | close | 3674 | 0.40 | 106.282 | 109.135 | 105.735 | 19645.22 | 9450972.67 |
| 11035 | 2016.11.11 09:45 | close | 3677 | 0.50 | 106.658 | 105.151 | 108.051 | -4650.00 | 9446322.67 |
| 11036 | 2016.11.15 01:30 | buy | 3678 | 0.70 | 108.178 | 0.000 | 0.000 | ||
| 11037 | 2016.11.15 01:30 | modify | 3678 | 0.70 | 108.178 | 106.878 | 108.578 | ||
| 11038 | 2016.11.15 05:00 | close | 3678 | 0.70 | 108.289 | 106.878 | 108.578 | 7770.00 | 9454092.67 |
| 11039 | 2016.11.16 02:30 | buy | 3679 | 0.50 | 108.945 | 0.000 | 0.000 | ||
| 11040 | 2016.11.16 02:30 | modify | 3679 | 0.50 | 108.945 | 107.345 | 110.245 | ||
| 11041 | 2016.11.16 05:10 | close | 3679 | 0.50 | 109.130 | 107.345 | 110.245 | 9250.00 | 9463342.67 |
| 11042 | 2016.11.16 15:40 | buy | 3680 | 0.70 | 109.302 | 0.000 | 0.000 | ||
| 11043 | 2016.11.16 15:40 | modify | 3680 | 0.70 | 109.302 | 108.002 | 109.702 | ||
| 11044 | 2016.11.16 17:45 | close | 3680 | 0.70 | 109.479 | 108.002 | 109.702 | 12390.00 | 9475732.67 |
| 11045 | 2016.11.17 03:15 | sell | 3681 | 0.50 | 108.917 | 0.000 | 0.000 | ||
| 11046 | 2016.11.17 03:15 | modify | 3681 | 0.50 | 108.917 | 110.517 | 107.617 | ||
| 11047 | 2016.11.17 03:30 | buy | 3682 | 0.50 | 108.709 | 0.000 | 0.000 | ||
| 11048 | 2016.11.17 03:30 | modify | 3682 | 0.50 | 108.709 | 107.109 | 110.009 | ||
| 11049 | 2016.11.17 03:55 | close | 3682 | 0.50 | 109.073 | 107.109 | 110.009 | 18200.00 | 9493932.67 |
| 11050 | 2016.11.17 10:20 | close | 3681 | 0.50 | 108.917 | 110.517 | 107.617 | 0.00 | 9493932.67 |
| 11051 | 2016.11.18 12:50 | buy | 3683 | 0.70 | 110.392 | 0.000 | 0.000 | ||
| 11052 | 2016.11.18 12:50 | modify | 3683 | 0.70 | 110.392 | 109.092 | 110.792 | ||
| 11053 | 2016.11.18 15:30 | buy | 3684 | 0.50 | 109.944 | 0.000 | 0.000 | ||
| 11054 | 2016.11.18 15:30 | modify | 3684 | 0.50 | 109.944 | 108.344 | 111.244 | ||
| 11055 | 2016.11.18 17:05 | close | 3684 | 0.50 | 110.425 | 108.344 | 111.244 | 24050.00 | 9517982.67 |
| 11056 | 2016.11.18 17:35 | close | 3683 | 0.70 | 110.603 | 109.092 | 110.792 | 14770.00 | 9532752.67 |
| 11057 | 2016.11.18 18:50 | sell | 3685 | 0.40 | 110.611 | 0.000 | 0.000 | ||
| 11058 | 2016.11.18 18:50 | modify | 3685 | 0.40 | 110.611 | 112.961 | 109.561 | ||
| 11059 | 2016.11.21 03:35 | buy | 3686 | 0.50 | 110.754 | 0.000 | 0.000 | ||
| 11060 | 2016.11.21 03:35 | modify | 3686 | 0.50 | 110.754 | 109.154 | 112.054 | ||
| 11061 | 2016.11.21 04:50 | sell | 3687 | 0.50 | 110.949 | 0.000 | 0.000 | ||
| 11062 | 2016.11.21 04:50 | modify | 3687 | 0.50 | 110.949 | 112.549 | 109.649 | ||
| 11063 | 2016.11.21 05:15 | close | 3686 | 0.50 | 111.075 | 109.154 | 112.054 | 16050.00 | 9548802.67 |
| 11064 | 2016.11.21 07:50 | buy | 3688 | 0.50 | 110.977 | 0.000 | 0.000 | ||
| 11065 | 2016.11.21 07:50 | modify | 3688 | 0.50 | 110.977 | 109.377 | 112.277 | ||
| 11066 | 2016.11.21 08:45 | close | 3687 | 0.50 | 111.000 | 112.549 | 109.649 | -2550.00 | 9546252.67 |
| 11067 | 2016.11.21 09:05 | sell | 3689 | 0.50 | 111.155 | 0.000 | 0.000 | ||
| 11068 | 2016.11.21 09:05 | modify | 3689 | 0.50 | 111.155 | 112.755 | 109.855 | ||
| 11069 | 2016.11.21 09:25 | close | 3689 | 0.50 | 110.960 | 112.755 | 109.855 | 9750.00 | 9556002.67 |
| 11070 | 2016.11.21 11:00 | close | 3685 | 0.40 | 110.682 | 112.961 | 109.561 | -3333.07 | 9552669.60 |
| 11071 | 2016.11.21 16:05 | close | 3688 | 0.50 | 110.843 | 109.377 | 112.277 | -6700.00 | 9545969.60 |
| 11072 | 2016.11.23 01:50 | buy | 3690 | 0.70 | 110.990 | 0.000 | 0.000 | ||
| 11073 | 2016.11.23 01:50 | modify | 3690 | 0.70 | 110.990 | 109.690 | 111.390 | ||
| 11074 | 2016.11.23 02:35 | close | 3690 | 0.70 | 111.091 | 109.690 | 111.390 | 7070.00 | 9553039.60 |
| 11075 | 2016.11.25 06:00 | buy | 3691 | 0.70 | 113.439 | 0.000 | 0.000 | ||
| 11076 | 2016.11.25 06:00 | modify | 3691 | 0.70 | 113.439 | 112.139 | 113.839 | ||
| 11077 | 2016.11.25 06:20 | close | 3691 | 0.70 | 113.594 | 112.139 | 113.839 | 10850.00 | 9563889.60 |
| 11078 | 2016.11.25 13:55 | sell | 3692 | 0.50 | 113.035 | 0.000 | 0.000 | ||
| 11079 | 2016.11.25 13:55 | modify | 3692 | 0.50 | 113.035 | 114.635 | 111.735 | ||
| 11080 | 2016.11.25 15:35 | buy | 3693 | 0.50 | 112.864 | 0.000 | 0.000 | ||
| 11081 | 2016.11.25 15:35 | modify | 3693 | 0.50 | 112.864 | 111.264 | 114.164 | ||
| 11082 | 2016.11.25 16:15 | close | 3692 | 0.50 | 112.708 | 114.635 | 111.735 | 16350.00 | 9580239.60 |
| 11083 | 2016.11.25 18:30 | sell | 3694 | 0.50 | 113.128 | 0.000 | 0.000 | ||
| 11084 | 2016.11.25 18:30 | modify | 3694 | 0.50 | 113.128 | 114.728 | 111.828 | ||
| 11085 | 2016.11.25 19:05 | close | 3693 | 0.50 | 113.262 | 111.264 | 114.164 | 19900.00 | 9600139.60 |
| 11086 | 2016.11.25 19:55 | buy | 3695 | 0.50 | 113.061 | 0.000 | 0.000 | ||
| 11087 | 2016.11.25 19:55 | modify | 3695 | 0.50 | 113.061 | 111.461 | 114.361 | ||
| 11088 | 2016.11.25 21:15 | close | 3694 | 0.50 | 112.943 | 114.728 | 111.828 | 9250.00 | 9609389.60 |
| 11089 | 2016.11.28 00:00 | close | 3695 | 0.50 | 112.766 | 111.461 | 114.361 | -14400.57 | 9594989.03 |
| 11090 | 2016.11.28 08:00 | sell | 3696 | 0.70 | 112.127 | 0.000 | 0.000 | ||
| 11091 | 2016.11.28 08:00 | modify | 3696 | 0.70 | 112.127 | 113.427 | 111.727 | ||
| 11092 | 2016.11.28 08:25 | close | 3696 | 0.70 | 111.991 | 113.427 | 111.727 | 9520.00 | 9604509.03 |
| 11093 | 2016.11.28 12:05 | sell | 3697 | 0.70 | 112.360 | 0.000 | 0.000 | ||
| 11094 | 2016.11.28 12:05 | modify | 3697 | 0.70 | 112.360 | 113.660 | 111.960 | ||
| 11095 | 2016.11.28 12:45 | close | 3697 | 0.70 | 112.205 | 113.660 | 111.960 | 10850.00 | 9615359.03 |
| 11096 | 2016.11.28 19:00 | sell | 3698 | 0.50 | 112.377 | 0.000 | 0.000 | ||
| 11097 | 2016.11.28 19:00 | modify | 3698 | 0.50 | 112.377 | 113.977 | 111.077 | ||
| 11098 | 2016.11.28 20:55 | buy | 3699 | 0.50 | 112.234 | 0.000 | 0.000 | ||
| 11099 | 2016.11.28 20:55 | modify | 3699 | 0.50 | 112.234 | 110.634 | 113.534 | ||
| 11100 | 2016.11.28 23:00 | close | 3698 | 0.50 | 112.112 | 113.977 | 111.077 | 13250.00 | 9628609.03 |