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 |
| 11251 | 2017.01.16 16:30 | close | 3749 | 0.50 | 114.032 | 115.824 | 112.924 | 9600.00 | 9750062.65 |
| 11252 | 2017.01.17 15:40 | sell | 3750 | 0.50 | 113.512 | 0.000 | 0.000 | ||
| 11253 | 2017.01.17 15:40 | modify | 3750 | 0.50 | 113.512 | 115.112 | 112.212 | ||
| 11254 | 2017.01.17 18:35 | close | 3750 | 0.50 | 112.706 | 115.112 | 112.212 | 40300.00 | 9790362.65 |
| 11255 | 2017.01.18 01:55 | sell | 3751 | 0.70 | 112.913 | 0.000 | 0.000 | ||
| 11256 | 2017.01.18 01:55 | modify | 3751 | 0.70 | 112.913 | 114.213 | 112.513 | ||
| 11257 | 2017.01.18 02:25 | close | 3751 | 0.70 | 112.804 | 114.213 | 112.513 | 7630.00 | 9797992.65 |
| 11258 | 2017.01.18 04:30 | sell | 3752 | 0.70 | 113.130 | 0.000 | 0.000 | ||
| 11259 | 2017.01.18 04:30 | modify | 3752 | 0.70 | 113.130 | 114.430 | 112.730 | ||
| 11260 | 2017.01.18 05:20 | close | 3752 | 0.70 | 112.981 | 114.430 | 112.730 | 10430.00 | 9808422.65 |
| 11261 | 2017.01.18 16:20 | buy | 3753 | 0.50 | 113.351 | 0.000 | 0.000 | ||
| 11262 | 2017.01.18 16:20 | modify | 3753 | 0.50 | 113.351 | 111.751 | 114.651 | ||
| 11263 | 2017.01.18 20:10 | close | 3753 | 0.50 | 113.547 | 111.751 | 114.651 | 9800.00 | 9818222.65 |
| 11264 | 2017.01.19 05:35 | buy | 3754 | 0.70 | 114.481 | 0.000 | 0.000 | ||
| 11265 | 2017.01.19 05:35 | modify | 3754 | 0.70 | 114.481 | 113.181 | 114.881 | ||
| 11266 | 2017.01.19 06:00 | close | 3754 | 0.70 | 114.620 | 113.181 | 114.881 | 9730.00 | 9827952.65 |
| 11267 | 2017.01.19 11:25 | buy | 3755 | 0.70 | 114.480 | 0.000 | 0.000 | ||
| 11268 | 2017.01.19 11:25 | modify | 3755 | 0.70 | 114.480 | 113.180 | 114.880 | ||
| 11269 | 2017.01.19 12:20 | close | 3755 | 0.70 | 114.662 | 113.180 | 114.880 | 12740.00 | 9840692.65 |
| 11270 | 2017.01.20 02:45 | sell | 3756 | 0.50 | 115.037 | 0.000 | 0.000 | ||
| 11271 | 2017.01.20 02:45 | modify | 3756 | 0.50 | 115.037 | 116.637 | 113.737 | ||
| 11272 | 2017.01.20 03:05 | buy | 3757 | 0.50 | 114.857 | 0.000 | 0.000 | ||
| 11273 | 2017.01.20 03:05 | modify | 3757 | 0.50 | 114.857 | 113.257 | 116.157 | ||
| 11274 | 2017.01.20 03:10 | close | 3756 | 0.50 | 114.818 | 116.637 | 113.737 | 10950.00 | 9851642.65 |
| 11275 | 2017.01.20 06:25 | sell | 3758 | 0.50 | 114.727 | 0.000 | 0.000 | ||
| 11276 | 2017.01.20 06:25 | modify | 3758 | 0.50 | 114.727 | 116.327 | 113.427 | ||
| 11277 | 2017.01.20 07:40 | close | 3757 | 0.50 | 114.830 | 113.257 | 116.157 | -1350.00 | 9850292.65 |
| 11278 | 2017.01.20 15:30 | close | 3758 | 0.50 | 115.020 | 116.327 | 113.427 | -14650.00 | 9835642.65 |
| 11279 | 2017.01.23 21:55 | buy | 3759 | 0.40 | 113.002 | 0.000 | 0.000 | ||
| 11280 | 2017.01.23 21:55 | modify | 3759 | 0.40 | 113.002 | 110.652 | 114.052 | ||
| 11281 | 2017.01.24 03:30 | sell | 3760 | 0.70 | 113.128 | 0.000 | 0.000 | ||
| 11282 | 2017.01.24 03:30 | modify | 3760 | 0.70 | 113.128 | 114.428 | 112.728 | ||
| 11283 | 2017.01.24 03:45 | close | 3760 | 0.70 | 112.961 | 114.428 | 112.728 | 11690.00 | 9847332.65 |
| 11284 | 2017.01.24 05:20 | buy | 3761 | 0.50 | 112.758 | 0.000 | 0.000 | ||
| 11285 | 2017.01.24 05:20 | modify | 3761 | 0.50 | 112.758 | 111.158 | 114.058 | ||
| 11286 | 2017.01.24 06:40 | sell | 3762 | 0.70 | 112.987 | 0.000 | 0.000 | ||
| 11287 | 2017.01.24 06:40 | modify | 3762 | 0.70 | 112.987 | 114.287 | 112.587 | ||
| 11288 | 2017.01.24 07:10 | close | 3762 | 0.70 | 112.884 | 114.287 | 112.587 | 7210.00 | 9854542.65 |
| 11289 | 2017.01.24 08:45 | sell | 3763 | 0.50 | 113.147 | 0.000 | 0.000 | ||
| 11290 | 2017.01.24 08:45 | modify | 3763 | 0.50 | 113.147 | 114.747 | 111.847 | ||
| 11291 | 2017.01.24 08:50 | close | 3761 | 0.50 | 113.174 | 111.158 | 114.058 | 20800.00 | 9875342.65 |
| 11292 | 2017.01.24 08:50 | close | 3759 | 0.40 | 113.176 | 110.652 | 114.052 | 7239.26 | 9882581.91 |
| 11293 | 2017.01.24 15:35 | close | 3763 | 0.50 | 113.224 | 114.747 | 111.847 | -3850.00 | 9878731.91 |
| 11294 | 2017.01.25 03:25 | buy | 3764 | 0.70 | 113.587 | 0.000 | 0.000 | ||
| 11295 | 2017.01.25 03:25 | modify | 3764 | 0.70 | 113.587 | 112.287 | 113.987 | ||
| 11296 | 2017.01.25 08:25 | close | 3764 | 0.70 | 113.709 | 112.287 | 113.987 | 8540.00 | 9887271.91 |
| 11297 | 2017.01.26 20:15 | buy | 3765 | 0.70 | 114.408 | 0.000 | 0.000 | ||
| 11298 | 2017.01.26 20:15 | modify | 3765 | 0.70 | 114.408 | 113.108 | 114.808 | ||
| 11299 | 2017.01.26 22:05 | close | 3765 | 0.70 | 114.559 | 113.108 | 114.808 | 10570.00 | 9897841.91 |
| 11300 | 2017.01.27 11:50 | buy | 3766 | 0.70 | 114.937 | 0.000 | 0.000 | ||
| 11301 | 2017.01.27 11:50 | modify | 3766 | 0.70 | 114.937 | 113.637 | 115.337 | ||
| 11302 | 2017.01.27 12:30 | close | 3766 | 0.70 | 115.038 | 113.637 | 115.337 | 7070.00 | 9904911.91 |
| 11303 | 2017.01.27 15:35 | buy | 3767 | 0.70 | 114.882 | 0.000 | 0.000 | ||
| 11304 | 2017.01.27 15:35 | modify | 3767 | 0.70 | 114.882 | 113.582 | 115.282 | ||
| 11305 | 2017.01.27 15:40 | close | 3767 | 0.70 | 115.157 | 113.582 | 115.282 | 19250.00 | 9924161.91 |
| 11306 | 2017.01.30 08:10 | sell | 3768 | 0.70 | 114.641 | 0.000 | 0.000 | ||
| 11307 | 2017.01.30 08:10 | modify | 3768 | 0.70 | 114.641 | 115.941 | 114.241 | ||
| 11308 | 2017.01.30 08:55 | close | 3768 | 0.70 | 114.539 | 115.941 | 114.241 | 7140.00 | 9931301.91 |
| 11309 | 2017.01.30 09:30 | sell | 3769 | 0.50 | 114.709 | 0.000 | 0.000 | ||
| 11310 | 2017.01.30 09:30 | modify | 3769 | 0.50 | 114.709 | 116.309 | 113.409 | ||
| 11311 | 2017.01.30 11:20 | buy | 3770 | 0.50 | 114.720 | 0.000 | 0.000 | ||
| 11312 | 2017.01.30 11:20 | modify | 3770 | 0.50 | 114.720 | 113.120 | 116.020 | ||
| 11313 | 2017.01.30 12:50 | close | 3769 | 0.50 | 114.558 | 116.309 | 113.409 | 7550.00 | 9938851.91 |
| 11314 | 2017.01.31 09:05 | close | 3770 | 0.50 | 113.668 | 113.120 | 116.020 | -52247.58 | 9886604.33 |
| 11315 | 2017.01.31 14:45 | buy | 3771 | 0.40 | 113.269 | 0.000 | 0.000 | ||
| 11316 | 2017.01.31 14:45 | modify | 3771 | 0.40 | 113.269 | 110.919 | 114.319 | ||
| 11317 | 2017.02.01 03:10 | sell | 3772 | 0.50 | 113.108 | 0.000 | 0.000 | ||
| 11318 | 2017.02.01 03:10 | modify | 3772 | 0.50 | 113.108 | 114.708 | 111.808 | ||
| 11319 | 2017.02.01 05:50 | close | 3771 | 0.40 | 113.182 | 110.919 | 114.319 | -3200.50 | 9883403.83 |
| 11320 | 2017.02.01 07:50 | buy | 3773 | 0.50 | 113.110 | 0.000 | 0.000 | ||
| 11321 | 2017.02.01 07:50 | modify | 3773 | 0.50 | 113.110 | 111.510 | 114.410 | ||
| 11322 | 2017.02.01 08:20 | close | 3773 | 0.50 | 113.340 | 111.510 | 114.410 | 11500.00 | 9894903.83 |
| 11323 | 2017.02.01 11:40 | buy | 3774 | 0.50 | 113.257 | 0.000 | 0.000 | ||
| 11324 | 2017.02.01 11:40 | modify | 3774 | 0.50 | 113.257 | 111.657 | 114.557 | ||
| 11325 | 2017.02.01 15:20 | close | 3774 | 0.50 | 113.608 | 111.657 | 114.557 | 17550.00 | 9912453.83 |
| 11326 | 2017.02.01 18:30 | buy | 3775 | 0.50 | 113.437 | 0.000 | 0.000 | ||
| 11327 | 2017.02.01 18:30 | modify | 3775 | 0.50 | 113.437 | 111.837 | 114.737 | ||
| 11328 | 2017.02.01 18:40 | close | 3772 | 0.50 | 113.389 | 114.708 | 111.808 | -14050.00 | 9898403.83 |
| 11329 | 2017.02.02 10:10 | close | 3775 | 0.50 | 112.919 | 111.837 | 114.737 | -24847.72 | 9873556.11 |
| 11330 | 2017.02.02 10:10 | sell | 3776 | 0.50 | 112.923 | 0.000 | 0.000 | ||
| 11331 | 2017.02.02 10:10 | modify | 3776 | 0.50 | 112.923 | 114.523 | 111.623 | ||
| 11332 | 2017.02.02 10:35 | buy | 3777 | 0.50 | 112.705 | 0.000 | 0.000 | ||
| 11333 | 2017.02.02 10:35 | modify | 3777 | 0.50 | 112.705 | 111.105 | 114.005 | ||
| 11334 | 2017.02.02 10:50 | close | 3776 | 0.50 | 112.464 | 114.523 | 111.623 | 22950.00 | 9896506.11 |
| 11335 | 2017.02.02 18:15 | close | 3777 | 0.50 | 112.612 | 111.105 | 114.005 | -4650.00 | 9891856.11 |
| 11336 | 2017.02.06 07:05 | sell | 3778 | 0.70 | 112.548 | 0.000 | 0.000 | ||
| 11337 | 2017.02.06 07:05 | modify | 3778 | 0.70 | 112.548 | 113.848 | 112.148 | ||
| 11338 | 2017.02.06 13:10 | close | 3778 | 0.70 | 112.463 | 113.848 | 112.148 | 5950.00 | 9897806.11 |
| 11339 | 2017.02.07 05:25 | sell | 3779 | 0.50 | 111.924 | 0.000 | 0.000 | ||
| 11340 | 2017.02.07 05:25 | modify | 3779 | 0.50 | 111.924 | 113.524 | 110.624 | ||
| 11341 | 2017.02.07 08:10 | close | 3779 | 0.50 | 111.764 | 113.524 | 110.624 | 8000.00 | 9905806.11 |
| 11342 | 2017.02.07 18:00 | buy | 3780 | 0.50 | 112.241 | 0.000 | 0.000 | ||
| 11343 | 2017.02.07 18:00 | modify | 3780 | 0.50 | 112.241 | 110.641 | 113.541 | ||
| 11344 | 2017.02.07 22:45 | close | 3780 | 0.50 | 112.309 | 110.641 | 113.541 | 3400.00 | 9909206.11 |
| 11345 | 2017.02.08 03:40 | buy | 3781 | 0.70 | 112.196 | 0.000 | 0.000 | ||
| 11346 | 2017.02.08 03:40 | modify | 3781 | 0.70 | 112.196 | 110.896 | 112.596 | ||
| 11347 | 2017.02.08 06:55 | close | 3781 | 0.70 | 112.296 | 110.896 | 112.596 | 7000.00 | 9916206.11 |
| 11348 | 2017.02.08 20:30 | sell | 3782 | 0.70 | 112.105 | 0.000 | 0.000 | ||
| 11349 | 2017.02.08 20:30 | modify | 3782 | 0.70 | 112.105 | 113.405 | 111.705 | ||
| 11350 | 2017.02.08 23:15 | close | 3782 | 0.70 | 111.998 | 113.405 | 111.705 | 7490.00 | 9923696.11 |
| 11351 | 2017.02.10 13:10 | buy | 3783 | 0.70 | 113.418 | 0.000 | 0.000 | ||
| 11352 | 2017.02.10 13:10 | modify | 3783 | 0.70 | 113.418 | 112.118 | 113.818 | ||
| 11353 | 2017.02.10 14:35 | close | 3783 | 0.70 | 113.520 | 112.118 | 113.818 | 7140.00 | 9930836.11 |
| 11354 | 2017.02.13 08:00 | buy | 3784 | 0.70 | 113.721 | 0.000 | 0.000 | ||
| 11355 | 2017.02.13 08:00 | modify | 3784 | 0.70 | 113.721 | 112.421 | 114.121 | ||
| 11356 | 2017.02.13 11:20 | close | 3784 | 0.70 | 113.754 | 112.421 | 114.121 | 2310.00 | 9933146.11 |
| 11357 | 2017.02.16 08:40 | sell | 3785 | 0.50 | 113.985 | 0.000 | 0.000 | ||
| 11358 | 2017.02.16 08:40 | modify | 3785 | 0.50 | 113.985 | 115.585 | 112.685 | ||
| 11359 | 2017.02.16 10:15 | close | 3785 | 0.50 | 113.669 | 115.585 | 112.685 | 15800.00 | 9948946.11 |
| 11360 | 2017.02.17 21:50 | sell | 3786 | 0.70 | 112.960 | 0.000 | 0.000 | ||
| 11361 | 2017.02.17 21:50 | modify | 3786 | 0.70 | 112.960 | 114.260 | 112.560 | ||
| 11362 | 2017.02.17 23:25 | close | 3786 | 0.70 | 112.839 | 114.260 | 112.560 | 8470.00 | 9957416.11 |
| 11363 | 2017.02.20 17:20 | buy | 3787 | 0.70 | 113.057 | 0.000 | 0.000 | ||
| 11364 | 2017.02.20 17:20 | modify | 3787 | 0.70 | 113.057 | 111.757 | 113.457 | ||
| 11365 | 2017.02.20 19:25 | close | 3787 | 0.70 | 113.137 | 111.757 | 113.457 | 5600.00 | 9963016.11 |
| 11366 | 2017.02.21 09:00 | buy | 3788 | 0.70 | 113.459 | 0.000 | 0.000 | ||
| 11367 | 2017.02.21 09:00 | modify | 3788 | 0.70 | 113.459 | 112.159 | 113.859 | ||
| 11368 | 2017.02.21 10:05 | close | 3788 | 0.70 | 113.557 | 112.159 | 113.859 | 6860.00 | 9969876.11 |
| 11369 | 2017.02.21 16:55 | buy | 3789 | 0.70 | 113.515 | 0.000 | 0.000 | ||
| 11370 | 2017.02.21 16:55 | modify | 3789 | 0.70 | 113.515 | 112.215 | 113.915 | ||
| 11371 | 2017.02.21 17:55 | close | 3789 | 0.70 | 113.637 | 112.215 | 113.915 | 8540.00 | 9978416.11 |
| 11372 | 2017.02.22 02:15 | buy | 3790 | 0.70 | 113.571 | 0.000 | 0.000 | ||
| 11373 | 2017.02.22 02:15 | modify | 3790 | 0.70 | 113.571 | 112.271 | 113.971 | ||
| 11374 | 2017.02.22 08:15 | close | 3790 | 0.70 | 113.544 | 112.271 | 113.971 | -1890.00 | 9976526.11 |
| 11375 | 2017.02.22 17:40 | sell | 3791 | 0.70 | 113.318 | 0.000 | 0.000 | ||
| 11376 | 2017.02.22 17:40 | modify | 3791 | 0.70 | 113.318 | 114.618 | 112.918 | ||
| 11377 | 2017.02.22 21:05 | close | 3791 | 0.70 | 113.302 | 114.618 | 112.918 | 1120.00 | 9977646.11 |
| 11378 | 2017.02.24 02:55 | sell | 3792 | 0.70 | 112.844 | 0.000 | 0.000 | ||
| 11379 | 2017.02.24 02:55 | modify | 3792 | 0.70 | 112.844 | 114.144 | 112.444 | ||
| 11380 | 2017.02.24 05:35 | close | 3792 | 0.70 | 112.773 | 114.144 | 112.444 | 4970.00 | 9982616.11 |
| 11381 | 2017.02.27 00:40 | sell | 3793 | 0.70 | 112.258 | 0.000 | 0.000 | ||
| 11382 | 2017.02.27 00:40 | modify | 3793 | 0.70 | 112.258 | 113.558 | 111.858 | ||
| 11383 | 2017.02.27 02:15 | close | 3793 | 0.70 | 112.068 | 113.558 | 111.858 | 13300.00 | 9995916.11 |
| 11384 | 2017.02.28 02:55 | buy | 3794 | 0.70 | 112.454 | 0.000 | 0.000 | ||
| 11385 | 2017.02.28 02:55 | modify | 3794 | 0.70 | 112.454 | 111.154 | 112.854 | ||
| 11386 | 2017.02.28 03:00 | close | 3794 | 0.70 | 112.633 | 111.154 | 112.854 | 12530.00 | 10008446.11 |
| 11387 | 2017.03.01 20:40 | buy | 3795 | 0.70 | 113.526 | 0.000 | 0.000 | ||
| 11388 | 2017.03.01 20:40 | modify | 3795 | 0.70 | 113.526 | 112.226 | 113.926 | ||
| 11389 | 2017.03.01 21:15 | close | 3795 | 0.70 | 113.646 | 112.226 | 113.926 | 8400.00 | 10016846.11 |
| 11390 | 2017.03.02 01:45 | sell | 3796 | 0.40 | 114.053 | 0.000 | 0.000 | ||
| 11391 | 2017.03.02 01:45 | modify | 3796 | 0.40 | 114.053 | 116.403 | 113.003 | ||
| 11392 | 2017.03.03 02:55 | close | 3796 | 0.40 | 114.290 | 116.403 | 113.003 | -9988.52 | 10006857.59 |
| 11393 | 2017.03.06 07:15 | sell | 3797 | 0.70 | 113.904 | 0.000 | 0.000 | ||
| 11394 | 2017.03.06 07:15 | modify | 3797 | 0.70 | 113.904 | 115.204 | 113.504 | ||
| 11395 | 2017.03.06 08:35 | close | 3797 | 0.70 | 113.760 | 115.204 | 113.504 | 10080.00 | 10016937.59 |
| 11396 | 2017.03.06 13:20 | sell | 3798 | 0.70 | 113.851 | 0.000 | 0.000 | ||
| 11397 | 2017.03.06 13:20 | modify | 3798 | 0.70 | 113.851 | 115.151 | 113.451 | ||
| 11398 | 2017.03.06 15:25 | close | 3798 | 0.70 | 113.674 | 115.151 | 113.451 | 12390.00 | 10029327.59 |
| 11399 | 2017.03.07 05:25 | buy | 3799 | 0.70 | 113.899 | 0.000 | 0.000 | ||
| 11400 | 2017.03.07 05:25 | modify | 3799 | 0.70 | 113.899 | 112.599 | 114.299 | ||