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 |
| 11101 | 2016.11.28 23:25 | buy | 3700 | 0.40 | 112.068 | 0.000 | 0.000 | ||
| 11102 | 2016.11.28 23:25 | modify | 3700 | 0.40 | 112.068 | 109.718 | 113.118 | ||
| 11103 | 2016.11.29 03:05 | close | 3699 | 0.50 | 112.112 | 110.634 | 113.534 | -5753.31 | 9622855.72 |
| 11104 | 2016.11.29 09:20 | close | 3700 | 0.40 | 112.214 | 109.718 | 113.118 | 6117.35 | 9628973.07 |
| 11105 | 2016.11.29 15:10 | sell | 3701 | 0.50 | 113.008 | 0.000 | 0.000 | ||
| 11106 | 2016.11.29 15:10 | modify | 3701 | 0.50 | 113.008 | 114.608 | 111.708 | ||
| 11107 | 2016.11.29 17:10 | buy | 3702 | 0.50 | 112.678 | 0.000 | 0.000 | ||
| 11108 | 2016.11.29 17:10 | modify | 3702 | 0.50 | 112.678 | 111.078 | 113.978 | ||
| 11109 | 2016.11.29 19:30 | close | 3701 | 0.50 | 112.576 | 114.608 | 111.708 | 21600.00 | 9650573.07 |
| 11110 | 2016.11.30 00:45 | close | 3702 | 0.50 | 112.479 | 111.078 | 113.978 | -9601.92 | 9640971.15 |
| 11111 | 2016.11.30 02:05 | buy | 3703 | 0.50 | 112.382 | 0.000 | 0.000 | ||
| 11112 | 2016.11.30 02:05 | modify | 3703 | 0.50 | 112.382 | 110.782 | 113.682 | ||
| 11113 | 2016.11.30 05:20 | close | 3703 | 0.50 | 112.757 | 110.782 | 113.682 | 18750.00 | 9659721.15 |
| 11114 | 2016.12.02 05:25 | sell | 3704 | 0.70 | 114.082 | 0.000 | 0.000 | ||
| 11115 | 2016.12.02 05:25 | modify | 3704 | 0.70 | 114.082 | 115.382 | 113.682 | ||
| 11116 | 2016.12.02 05:45 | close | 3704 | 0.70 | 113.953 | 115.382 | 113.682 | 9030.00 | 9668751.15 |
| 11117 | 2016.12.05 19:35 | buy | 3705 | 0.70 | 113.991 | 0.000 | 0.000 | ||
| 11118 | 2016.12.05 19:35 | modify | 3705 | 0.70 | 113.991 | 112.691 | 114.391 | ||
| 11119 | 2016.12.05 23:40 | close | 3705 | 0.70 | 113.866 | 112.691 | 114.391 | -8750.00 | 9660001.15 |
| 11120 | 2016.12.06 01:05 | buy | 3706 | 0.50 | 113.776 | 0.000 | 0.000 | ||
| 11121 | 2016.12.06 01:05 | modify | 3706 | 0.50 | 113.776 | 112.176 | 115.076 | ||
| 11122 | 2016.12.06 01:45 | close | 3706 | 0.50 | 113.945 | 112.176 | 115.076 | 8450.00 | 9668451.15 |
| 11123 | 2016.12.06 01:45 | sell | 3707 | 0.50 | 113.938 | 0.000 | 0.000 | ||
| 11124 | 2016.12.06 01:45 | modify | 3707 | 0.50 | 113.938 | 115.538 | 112.638 | ||
| 11125 | 2016.12.06 02:15 | close | 3707 | 0.50 | 113.717 | 115.538 | 112.638 | 11050.00 | 9679501.15 |
| 11126 | 2016.12.08 03:00 | sell | 3708 | 0.70 | 113.849 | 0.000 | 0.000 | ||
| 11127 | 2016.12.08 03:00 | modify | 3708 | 0.70 | 113.849 | 115.149 | 113.449 | ||
| 11128 | 2016.12.08 03:10 | close | 3708 | 0.70 | 113.747 | 115.149 | 113.449 | 7140.00 | 9686641.15 |
| 11129 | 2016.12.08 21:35 | buy | 3709 | 0.50 | 114.071 | 0.000 | 0.000 | ||
| 11130 | 2016.12.08 21:35 | modify | 3709 | 0.50 | 114.071 | 112.471 | 115.371 | ||
| 11131 | 2016.12.09 00:50 | close | 3709 | 0.50 | 114.096 | 112.471 | 115.371 | 1603.19 | 9688244.35 |
| 11132 | 2016.12.09 02:15 | sell | 3710 | 0.50 | 114.176 | 0.000 | 0.000 | ||
| 11133 | 2016.12.09 02:15 | modify | 3710 | 0.50 | 114.176 | 115.776 | 112.876 | ||
| 11134 | 2016.12.09 07:30 | close | 3710 | 0.50 | 114.364 | 115.776 | 112.876 | -9400.00 | 9678844.35 |
| 11135 | 2016.12.09 07:35 | buy | 3711 | 0.70 | 114.296 | 0.000 | 0.000 | ||
| 11136 | 2016.12.09 07:35 | modify | 3711 | 0.70 | 114.296 | 112.996 | 114.696 | ||
| 11137 | 2016.12.09 07:55 | close | 3711 | 0.70 | 114.452 | 112.996 | 114.696 | 10920.00 | 9689764.35 |
| 11138 | 2016.12.12 03:40 | buy | 3712 | 0.50 | 115.331 | 0.000 | 0.000 | ||
| 11139 | 2016.12.12 03:40 | modify | 3712 | 0.50 | 115.331 | 113.731 | 116.631 | ||
| 11140 | 2016.12.12 06:30 | close | 3712 | 0.50 | 115.497 | 113.731 | 116.631 | 8300.00 | 9698064.35 |
| 11141 | 2016.12.12 15:30 | buy | 3713 | 0.70 | 115.456 | 0.000 | 0.000 | ||
| 11142 | 2016.12.12 15:30 | modify | 3713 | 0.70 | 115.456 | 114.156 | 115.856 | ||
| 11143 | 2016.12.12 18:20 | close | 3713 | 0.70 | 115.572 | 114.156 | 115.856 | 8120.00 | 9706184.35 |
| 11144 | 2016.12.13 01:45 | sell | 3714 | 0.50 | 114.952 | 0.000 | 0.000 | ||
| 11145 | 2016.12.13 01:45 | modify | 3714 | 0.50 | 114.952 | 116.552 | 113.652 | ||
| 11146 | 2016.12.13 02:15 | buy | 3715 | 0.50 | 114.789 | 0.000 | 0.000 | ||
| 11147 | 2016.12.13 02:15 | modify | 3715 | 0.50 | 114.789 | 113.189 | 116.089 | ||
| 11148 | 2016.12.13 03:20 | close | 3715 | 0.50 | 115.081 | 113.189 | 116.089 | 14600.00 | 9720784.35 |
| 11149 | 2016.12.13 05:00 | buy | 3716 | 0.50 | 115.063 | 0.000 | 0.000 | ||
| 11150 | 2016.12.13 05:00 | modify | 3716 | 0.50 | 115.063 | 113.463 | 116.363 | ||
| 11151 | 2016.12.13 07:40 | close | 3716 | 0.50 | 115.224 | 113.463 | 116.363 | 8050.00 | 9728834.35 |
| 11152 | 2016.12.13 15:25 | close | 3714 | 0.50 | 115.153 | 116.552 | 113.652 | -10050.00 | 9718784.35 |
| 11153 | 2016.12.15 15:45 | buy | 3717 | 0.70 | 117.692 | 0.000 | 0.000 | ||
| 11154 | 2016.12.15 15:45 | modify | 3717 | 0.70 | 117.692 | 116.392 | 118.092 | ||
| 11155 | 2016.12.15 15:55 | close | 3717 | 0.70 | 117.795 | 116.392 | 118.092 | 7210.00 | 9725994.35 |
| 11156 | 2016.12.15 19:55 | buy | 3718 | 0.70 | 117.873 | 0.000 | 0.000 | ||
| 11157 | 2016.12.15 19:55 | modify | 3718 | 0.70 | 117.873 | 116.573 | 118.273 | ||
| 11158 | 2016.12.15 20:05 | close | 3718 | 0.70 | 118.020 | 116.573 | 118.273 | 10290.00 | 9736284.35 |
| 11159 | 2016.12.19 10:55 | sell | 3719 | 0.50 | 117.479 | 0.000 | 0.000 | ||
| 11160 | 2016.12.19 10:55 | modify | 3719 | 0.50 | 117.479 | 119.079 | 116.179 | ||
| 11161 | 2016.12.19 13:30 | close | 3719 | 0.50 | 117.229 | 119.079 | 116.179 | 12500.00 | 9748784.35 |
| 11162 | 2016.12.19 20:35 | sell | 3720 | 0.70 | 117.057 | 0.000 | 0.000 | ||
| 11163 | 2016.12.19 20:35 | modify | 3720 | 0.70 | 117.057 | 118.357 | 116.657 | ||
| 11164 | 2016.12.19 22:35 | close | 3720 | 0.70 | 117.017 | 118.357 | 116.657 | 2800.00 | 9751584.35 |
| 11165 | 2016.12.20 10:05 | sell | 3721 | 0.50 | 118.072 | 0.000 | 0.000 | ||
| 11166 | 2016.12.20 10:05 | modify | 3721 | 0.50 | 118.072 | 119.672 | 116.772 | ||
| 11167 | 2016.12.20 17:25 | close | 3721 | 0.50 | 117.911 | 119.672 | 116.772 | 8050.00 | 9759634.35 |
| 11168 | 2016.12.20 21:40 | buy | 3722 | 0.40 | 117.762 | 0.000 | 0.000 | ||
| 11169 | 2016.12.20 21:40 | modify | 3722 | 0.40 | 117.762 | 115.412 | 118.812 | ||
| 11170 | 2016.12.21 17:10 | sell | 3723 | 0.70 | 117.501 | 0.000 | 0.000 | ||
| 11171 | 2016.12.21 17:10 | modify | 3723 | 0.70 | 117.501 | 118.801 | 117.101 | ||
| 11172 | 2016.12.21 17:45 | close | 3723 | 0.70 | 117.384 | 118.801 | 117.101 | 8190.00 | 9767824.35 |
| 11173 | 2016.12.21 18:05 | close | 3722 | 0.40 | 117.696 | 115.412 | 118.812 | -2348.00 | 9765476.35 |
| 11174 | 2016.12.29 13:45 | sell | 3724 | 0.70 | 116.583 | 0.000 | 0.000 | ||
| 11175 | 2016.12.29 13:45 | modify | 3724 | 0.70 | 116.583 | 117.883 | 116.183 | ||
| 11176 | 2016.12.29 15:35 | sell | 3725 | 0.40 | 116.780 | 0.000 | 0.000 | ||
| 11177 | 2016.12.29 15:35 | modify | 3725 | 0.40 | 116.780 | 119.130 | 115.730 | ||
| 11178 | 2016.12.29 17:50 | close | 3724 | 0.70 | 116.576 | 117.883 | 116.183 | 490.00 | 9765966.35 |
| 11179 | 2016.12.29 18:30 | close | 3725 | 0.40 | 116.293 | 119.130 | 115.730 | 19480.00 | 9785446.35 |
| 11180 | 2016.12.30 16:50 | buy | 3726 | 0.70 | 116.732 | 0.000 | 0.000 | ||
| 11181 | 2016.12.30 16:50 | modify | 3726 | 0.70 | 116.732 | 115.432 | 117.132 | ||
| 11182 | 2016.12.30 19:30 | close | 3726 | 0.70 | 116.851 | 115.432 | 117.132 | 8330.00 | 9793776.35 |
| 11183 | 2017.01.03 00:30 | buy | 3727 | 0.70 | 117.360 | 0.000 | 0.000 | ||
| 11184 | 2017.01.03 00:30 | modify | 3727 | 0.70 | 117.360 | 116.060 | 117.760 | ||
| 11185 | 2017.01.03 01:50 | close | 3727 | 0.70 | 117.498 | 116.060 | 117.760 | 9660.00 | 9803436.35 |
| 11186 | 2017.01.03 18:15 | buy | 3728 | 0.70 | 117.935 | 0.000 | 0.000 | ||
| 11187 | 2017.01.03 18:15 | modify | 3728 | 0.70 | 117.935 | 116.635 | 118.335 | ||
| 11188 | 2017.01.03 19:45 | buy | 3729 | 0.50 | 117.483 | 0.000 | 0.000 | ||
| 11189 | 2017.01.03 19:45 | modify | 3729 | 0.50 | 117.483 | 115.883 | 118.783 | ||
| 11190 | 2017.01.03 22:10 | close | 3728 | 0.70 | 117.719 | 116.635 | 118.335 | -15120.00 | 9788316.35 |
| 11191 | 2017.01.03 23:00 | sell | 3730 | 0.50 | 117.735 | 0.000 | 0.000 | ||
| 11192 | 2017.01.03 23:00 | modify | 3730 | 0.50 | 117.735 | 119.335 | 116.435 | ||
| 11193 | 2017.01.04 02:20 | close | 3729 | 0.50 | 117.821 | 115.883 | 118.783 | 17264.72 | 9805581.07 |
| 11194 | 2017.01.04 10:10 | close | 3730 | 0.50 | 117.715 | 119.335 | 116.435 | 345.80 | 9805926.87 |
| 11195 | 2017.01.04 20:05 | sell | 3731 | 0.50 | 117.408 | 0.000 | 0.000 | ||
| 11196 | 2017.01.04 20:05 | modify | 3731 | 0.50 | 117.408 | 119.008 | 116.108 | ||
| 11197 | 2017.01.05 02:00 | close | 3731 | 0.50 | 117.136 | 119.008 | 116.108 | 11645.68 | 9817572.55 |
| 11198 | 2017.01.05 11:25 | sell | 3732 | 0.70 | 116.588 | 0.000 | 0.000 | ||
| 11199 | 2017.01.05 11:25 | modify | 3732 | 0.70 | 116.588 | 117.888 | 116.188 | ||
| 11200 | 2017.01.05 12:25 | close | 3732 | 0.70 | 116.466 | 117.888 | 116.188 | 8540.00 | 9826112.55 |
| 11201 | 2017.01.05 13:00 | sell | 3733 | 0.70 | 116.753 | 0.000 | 0.000 | ||
| 11202 | 2017.01.05 13:00 | modify | 3733 | 0.70 | 116.753 | 118.053 | 116.353 | ||
| 11203 | 2017.01.05 13:15 | close | 3733 | 0.70 | 116.652 | 118.053 | 116.353 | 7070.00 | 9833182.55 |
| 11204 | 2017.01.06 03:10 | sell | 3734 | 0.70 | 115.822 | 0.000 | 0.000 | ||
| 11205 | 2017.01.06 03:10 | modify | 3734 | 0.70 | 115.822 | 117.122 | 115.422 | ||
| 11206 | 2017.01.06 05:10 | buy | 3735 | 0.50 | 115.683 | 0.000 | 0.000 | ||
| 11207 | 2017.01.06 05:10 | modify | 3735 | 0.50 | 115.683 | 114.083 | 116.983 | ||
| 11208 | 2017.01.06 05:10 | close | 3734 | 0.70 | 115.686 | 117.122 | 115.422 | 9520.00 | 9842702.55 |
| 11209 | 2017.01.06 06:55 | sell | 3736 | 0.50 | 115.875 | 0.000 | 0.000 | ||
| 11210 | 2017.01.06 06:55 | modify | 3736 | 0.50 | 115.875 | 117.475 | 114.575 | ||
| 11211 | 2017.01.06 07:50 | close | 3735 | 0.50 | 115.997 | 114.083 | 116.983 | 15700.00 | 9858402.55 |
| 11212 | 2017.01.06 11:00 | buy | 3737 | 0.50 | 116.067 | 0.000 | 0.000 | ||
| 11213 | 2017.01.06 11:00 | modify | 3737 | 0.50 | 116.067 | 114.467 | 117.367 | ||
| 11214 | 2017.01.06 14:30 | close | 3737 | 0.50 | 116.122 | 114.467 | 117.367 | 2750.00 | 9861152.55 |
| 11215 | 2017.01.09 06:19 | s/l | 3736 | 0.50 | 117.478 | 117.475 | 114.575 | -80800.12 | 9780352.43 |
| 11216 | 2017.01.09 11:05 | buy | 3738 | 0.70 | 117.117 | 0.000 | 0.000 | ||
| 11217 | 2017.01.09 11:05 | modify | 3738 | 0.70 | 117.117 | 115.817 | 117.517 | ||
| 11218 | 2017.01.09 16:35 | buy | 3739 | 0.50 | 116.276 | 0.000 | 0.000 | ||
| 11219 | 2017.01.09 16:35 | modify | 3739 | 0.50 | 116.276 | 114.676 | 117.576 | ||
| 11220 | 2017.01.09 17:55 | sell | 3740 | 0.50 | 116.523 | 0.000 | 0.000 | ||
| 11221 | 2017.01.09 17:55 | modify | 3740 | 0.50 | 116.523 | 118.123 | 115.223 | ||
| 11222 | 2017.01.09 18:45 | close | 3740 | 0.50 | 116.098 | 118.123 | 115.223 | 21250.00 | 9801602.43 |
| 11223 | 2017.01.09 21:00 | sell | 3741 | 0.50 | 116.287 | 0.000 | 0.000 | ||
| 11224 | 2017.01.09 21:00 | modify | 3741 | 0.50 | 116.287 | 117.887 | 114.987 | ||
| 11225 | 2017.01.09 22:45 | close | 3741 | 0.50 | 116.041 | 117.887 | 114.987 | 12300.00 | 9813902.43 |
| 11226 | 2017.01.10 00:01 | s/l | 3738 | 0.70 | 115.810 | 115.817 | 117.517 | -90986.89 | 9722915.54 |
| 11227 | 2017.01.10 04:00 | close | 3739 | 0.50 | 116.112 | 114.676 | 117.576 | -7840.64 | 9715074.90 |
| 11228 | 2017.01.10 04:00 | sell | 3742 | 0.50 | 116.118 | 0.000 | 0.000 | ||
| 11229 | 2017.01.10 04:00 | modify | 3742 | 0.50 | 116.118 | 117.718 | 114.818 | ||
| 11230 | 2017.01.10 04:35 | close | 3742 | 0.50 | 115.768 | 117.718 | 114.818 | 17500.00 | 9732574.90 |
| 11231 | 2017.01.10 09:50 | sell | 3743 | 0.70 | 115.889 | 0.000 | 0.000 | ||
| 11232 | 2017.01.10 09:50 | modify | 3743 | 0.70 | 115.889 | 117.189 | 115.489 | ||
| 11233 | 2017.01.10 10:20 | close | 3743 | 0.70 | 115.772 | 117.189 | 115.489 | 8190.00 | 9740764.90 |
| 11234 | 2017.01.12 21:45 | sell | 3744 | 0.70 | 114.483 | 0.000 | 0.000 | ||
| 11235 | 2017.01.12 21:45 | modify | 3744 | 0.70 | 114.483 | 115.783 | 114.083 | ||
| 11236 | 2017.01.13 04:10 | buy | 3745 | 0.50 | 114.852 | 0.000 | 0.000 | ||
| 11237 | 2017.01.13 04:10 | modify | 3745 | 0.50 | 114.852 | 113.252 | 116.152 | ||
| 11238 | 2017.01.13 04:50 | sell | 3746 | 0.50 | 115.078 | 0.000 | 0.000 | ||
| 11239 | 2017.01.13 04:50 | modify | 3746 | 0.50 | 115.078 | 116.678 | 113.778 | ||
| 11240 | 2017.01.13 08:10 | close | 3746 | 0.50 | 114.889 | 116.678 | 113.778 | 9450.00 | 9750214.90 |
| 11241 | 2017.01.13 08:10 | close | 3744 | 0.70 | 114.887 | 115.783 | 114.083 | -29172.25 | 9721042.65 |
| 11242 | 2017.01.13 08:20 | buy | 3747 | 0.70 | 114.829 | 0.000 | 0.000 | ||
| 11243 | 2017.01.13 08:20 | modify | 3747 | 0.70 | 114.829 | 113.529 | 115.229 | ||
| 11244 | 2017.01.13 10:45 | sell | 3748 | 0.50 | 114.732 | 0.000 | 0.000 | ||
| 11245 | 2017.01.13 10:45 | modify | 3748 | 0.50 | 114.732 | 116.332 | 113.432 | ||
| 11246 | 2017.01.13 12:40 | close | 3748 | 0.50 | 114.538 | 116.332 | 113.432 | 9700.00 | 9730742.65 |
| 11247 | 2017.01.13 15:35 | close | 3745 | 0.50 | 114.919 | 113.252 | 116.152 | 3350.00 | 9734092.65 |
| 11248 | 2017.01.13 15:35 | close | 3747 | 0.70 | 114.920 | 113.529 | 115.229 | 6370.00 | 9740462.65 |
| 11249 | 2017.01.16 11:00 | sell | 3749 | 0.50 | 114.224 | 0.000 | 0.000 | ||
| 11250 | 2017.01.16 11:00 | modify | 3749 | 0.50 | 114.224 | 115.824 | 112.924 | ||