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 |
| 11401 | 2017.03.07 11:15 | close | 3799 | 0.70 | 113.957 | 112.599 | 114.299 | 4060.00 | 10033387.59 |
| 11402 | 2017.03.08 20:30 | buy | 3800 | 0.70 | 114.391 | 0.000 | 0.000 | ||
| 11403 | 2017.03.08 20:30 | modify | 3800 | 0.70 | 114.391 | 113.091 | 114.791 | ||
| 11404 | 2017.03.08 21:10 | close | 3800 | 0.70 | 114.499 | 113.091 | 114.791 | 7560.00 | 10040947.59 |
| 11405 | 2017.03.08 22:35 | buy | 3801 | 0.70 | 114.280 | 0.000 | 0.000 | ||
| 11406 | 2017.03.08 22:35 | modify | 3801 | 0.70 | 114.280 | 112.980 | 114.680 | ||
| 11407 | 2017.03.08 23:30 | close | 3801 | 0.70 | 114.378 | 112.980 | 114.680 | 6860.00 | 10047807.59 |
| 11408 | 2017.03.09 08:55 | buy | 3802 | 0.70 | 114.417 | 0.000 | 0.000 | ||
| 11409 | 2017.03.09 08:55 | modify | 3802 | 0.70 | 114.417 | 113.117 | 114.817 | ||
| 11410 | 2017.03.09 09:35 | close | 3802 | 0.70 | 114.538 | 113.117 | 114.817 | 8470.00 | 10056277.59 |
| 11411 | 2017.03.13 02:35 | buy | 3803 | 0.50 | 114.737 | 0.000 | 0.000 | ||
| 11412 | 2017.03.13 02:35 | modify | 3803 | 0.50 | 114.737 | 113.137 | 116.037 | ||
| 11413 | 2017.03.13 03:10 | sell | 3804 | 0.50 | 114.868 | 0.000 | 0.000 | ||
| 11414 | 2017.03.13 03:10 | modify | 3804 | 0.50 | 114.868 | 116.468 | 113.568 | ||
| 11415 | 2017.03.13 06:25 | close | 3804 | 0.50 | 114.808 | 116.468 | 113.568 | 3000.00 | 10059277.59 |
| 11416 | 2017.03.13 15:25 | close | 3803 | 0.50 | 114.680 | 113.137 | 116.037 | -2850.00 | 10056427.59 |
| 11417 | 2017.03.16 20:55 | sell | 3805 | 0.70 | 113.339 | 0.000 | 0.000 | ||
| 11418 | 2017.03.16 20:55 | modify | 3805 | 0.70 | 113.339 | 114.639 | 112.939 | ||
| 11419 | 2017.03.17 07:30 | close | 3805 | 0.70 | 113.404 | 114.639 | 112.939 | -5431.35 | 10050996.24 |
| 11420 | 2017.03.20 09:00 | sell | 3806 | 0.70 | 112.613 | 0.000 | 0.000 | ||
| 11421 | 2017.03.20 09:00 | modify | 3806 | 0.70 | 112.613 | 113.913 | 112.213 | ||
| 11422 | 2017.03.20 10:25 | close | 3806 | 0.70 | 112.478 | 113.913 | 112.213 | 9450.00 | 10060446.24 |
| 11423 | 2017.03.22 22:40 | sell | 3807 | 0.70 | 111.140 | 0.000 | 0.000 | ||
| 11424 | 2017.03.22 22:40 | modify | 3807 | 0.70 | 111.140 | 112.440 | 110.740 | ||
| 11425 | 2017.03.23 06:40 | close | 3807 | 0.70 | 111.382 | 112.440 | 110.740 | -19533.85 | 10040912.39 |
| 11426 | 2017.03.24 11:45 | buy | 3808 | 0.70 | 111.180 | 0.000 | 0.000 | ||
| 11427 | 2017.03.24 11:45 | modify | 3808 | 0.70 | 111.180 | 109.880 | 111.580 | ||
| 11428 | 2017.03.24 16:35 | close | 3808 | 0.70 | 111.216 | 109.880 | 111.580 | 2520.00 | 10043432.39 |
| 11429 | 2017.03.27 12:30 | sell | 3809 | 0.70 | 110.398 | 0.000 | 0.000 | ||
| 11430 | 2017.03.27 12:30 | modify | 3809 | 0.70 | 110.398 | 111.698 | 109.998 | ||
| 11431 | 2017.03.27 13:00 | close | 3809 | 0.70 | 110.296 | 111.698 | 109.998 | 7140.00 | 10050572.39 |
| 11432 | 2017.03.31 08:40 | buy | 3810 | 0.70 | 111.882 | 0.000 | 0.000 | ||
| 11433 | 2017.03.31 08:40 | modify | 3810 | 0.70 | 111.882 | 110.582 | 112.282 | ||
| 11434 | 2017.03.31 12:35 | close | 3810 | 0.70 | 111.961 | 110.582 | 112.282 | 5530.00 | 10056102.39 |
| 11435 | 2017.04.03 01:05 | sell | 3811 | 0.70 | 111.467 | 0.000 | 0.000 | ||
| 11436 | 2017.04.03 01:05 | modify | 3811 | 0.70 | 111.467 | 112.767 | 111.067 | ||
| 11437 | 2017.04.03 01:40 | close | 3811 | 0.70 | 111.340 | 112.767 | 111.067 | 8890.00 | 10064992.39 |
| 11438 | 2017.04.04 16:30 | sell | 3812 | 0.70 | 110.624 | 0.000 | 0.000 | ||
| 11439 | 2017.04.04 16:30 | modify | 3812 | 0.70 | 110.624 | 111.924 | 110.224 | ||
| 11440 | 2017.04.04 17:55 | close | 3812 | 0.70 | 110.482 | 111.924 | 110.224 | 9940.00 | 10074932.39 |
| 11441 | 2017.04.05 21:50 | buy | 3813 | 0.70 | 110.996 | 0.000 | 0.000 | ||
| 11442 | 2017.04.05 21:50 | modify | 3813 | 0.70 | 110.996 | 109.696 | 111.396 | ||
| 11443 | 2017.04.06 04:05 | sell | 3814 | 0.50 | 110.484 | 0.000 | 0.000 | ||
| 11444 | 2017.04.06 04:05 | modify | 3814 | 0.50 | 110.484 | 112.084 | 109.184 | ||
| 11445 | 2017.04.06 09:00 | close | 3814 | 0.50 | 110.398 | 112.084 | 109.184 | 4300.00 | 10079232.39 |
| 11446 | 2017.04.06 09:40 | close | 3813 | 0.70 | 110.592 | 109.696 | 111.396 | -26839.95 | 10052392.44 |
| 11447 | 2017.04.10 10:05 | buy | 3815 | 0.70 | 111.251 | 0.000 | 0.000 | ||
| 11448 | 2017.04.10 10:05 | modify | 3815 | 0.70 | 111.251 | 109.951 | 111.651 | ||
| 11449 | 2017.04.10 10:55 | close | 3815 | 0.70 | 111.363 | 109.951 | 111.651 | 7840.00 | 10060232.44 |
| 11450 | 2017.04.12 09:35 | sell | 3816 | 0.70 | 109.575 | 0.000 | 0.000 | ||
| 11451 | 2017.04.12 09:35 | modify | 3816 | 0.70 | 109.575 | 110.875 | 109.175 | ||
| 11452 | 2017.04.12 15:20 | close | 3816 | 0.70 | 109.570 | 110.875 | 109.175 | 350.00 | 10060582.44 |
| 11453 | 2017.04.13 08:25 | sell | 3817 | 0.70 | 108.927 | 0.000 | 0.000 | ||
| 11454 | 2017.04.13 08:25 | modify | 3817 | 0.70 | 108.927 | 110.227 | 108.527 | ||
| 11455 | 2017.04.13 09:05 | sell | 3818 | 0.50 | 109.076 | 0.000 | 0.000 | ||
| 11456 | 2017.04.13 09:05 | modify | 3818 | 0.50 | 109.076 | 110.676 | 107.776 | ||
| 11457 | 2017.04.13 11:10 | close | 3817 | 0.70 | 108.928 | 110.227 | 108.527 | -70.00 | 10060512.44 |
| 11458 | 2017.04.13 19:45 | close | 3818 | 0.50 | 109.107 | 110.676 | 107.776 | -1550.00 | 10058962.44 |
| 11459 | 2017.04.17 14:45 | sell | 3819 | 0.70 | 108.421 | 0.000 | 0.000 | ||
| 11460 | 2017.04.17 14:45 | modify | 3819 | 0.70 | 108.421 | 109.721 | 108.021 | ||
| 11461 | 2017.04.17 17:45 | close | 3819 | 0.70 | 108.351 | 109.721 | 108.021 | 4900.00 | 10063862.44 |
| 11462 | 2017.04.18 05:15 | buy | 3820 | 0.70 | 108.953 | 0.000 | 0.000 | ||
| 11463 | 2017.04.18 05:15 | modify | 3820 | 0.70 | 108.953 | 107.653 | 109.353 | ||
| 11464 | 2017.04.18 07:30 | close | 3820 | 0.70 | 109.046 | 107.653 | 109.353 | 6510.00 | 10070372.44 |
| 11465 | 2017.04.18 10:40 | buy | 3821 | 0.70 | 108.882 | 0.000 | 0.000 | ||
| 11466 | 2017.04.18 10:40 | modify | 3821 | 0.70 | 108.882 | 107.582 | 109.282 | ||
| 11467 | 2017.04.18 14:10 | close | 3821 | 0.70 | 108.904 | 107.582 | 109.282 | 1540.00 | 10071912.44 |
| 11468 | 2017.04.19 02:50 | sell | 3822 | 0.70 | 108.517 | 0.000 | 0.000 | ||
| 11469 | 2017.04.19 02:50 | modify | 3822 | 0.70 | 108.517 | 109.817 | 108.117 | ||
| 11470 | 2017.04.19 04:45 | close | 3822 | 0.70 | 108.435 | 109.817 | 108.117 | 5740.00 | 10077652.44 |
| 11471 | 2017.04.19 19:40 | buy | 3823 | 0.70 | 108.817 | 0.000 | 0.000 | ||
| 11472 | 2017.04.19 19:40 | modify | 3823 | 0.70 | 108.817 | 107.517 | 109.217 | ||
| 11473 | 2017.04.19 21:00 | close | 3823 | 0.70 | 108.937 | 107.517 | 109.217 | 8400.00 | 10086052.44 |
| 11474 | 2017.04.21 04:20 | buy | 3824 | 0.70 | 109.226 | 0.000 | 0.000 | ||
| 11475 | 2017.04.21 04:20 | modify | 3824 | 0.70 | 109.226 | 107.926 | 109.626 | ||
| 11476 | 2017.04.21 09:00 | close | 3824 | 0.70 | 109.332 | 107.926 | 109.626 | 7420.00 | 10093472.44 |
| 11477 | 2017.04.24 17:35 | buy | 3825 | 0.70 | 109.966 | 0.000 | 0.000 | ||
| 11478 | 2017.04.24 17:35 | modify | 3825 | 0.70 | 109.966 | 108.666 | 110.366 | ||
| 11479 | 2017.04.24 17:50 | buy | 3826 | 0.40 | 109.939 | 0.000 | 0.000 | ||
| 11480 | 2017.04.24 17:50 | modify | 3826 | 0.40 | 109.939 | 107.589 | 110.989 | ||
| 11481 | 2017.04.25 01:30 | close | 3825 | 0.70 | 109.822 | 108.666 | 110.366 | -9604.05 | 10083868.39 |
| 11482 | 2017.04.25 05:30 | close | 3826 | 0.40 | 110.076 | 107.589 | 110.989 | 5751.97 | 10089620.36 |
| 11483 | 2017.05.01 15:45 | buy | 3827 | 0.70 | 111.615 | 0.000 | 0.000 | ||
| 11484 | 2017.05.01 15:45 | modify | 3827 | 0.70 | 111.615 | 110.315 | 112.015 | ||
| 11485 | 2017.05.01 16:15 | close | 3827 | 0.70 | 111.730 | 110.315 | 112.015 | 8050.00 | 10097670.36 |
| 11486 | 2017.05.02 16:40 | buy | 3828 | 0.70 | 112.141 | 0.000 | 0.000 | ||
| 11487 | 2017.05.02 16:40 | modify | 3828 | 0.70 | 112.141 | 110.841 | 112.541 | ||
| 11488 | 2017.05.03 03:45 | close | 3828 | 0.70 | 112.056 | 110.841 | 112.541 | -5464.42 | 10092205.94 |
| 11489 | 2017.05.04 09:55 | buy | 3829 | 0.70 | 112.697 | 0.000 | 0.000 | ||
| 11490 | 2017.05.04 09:55 | modify | 3829 | 0.70 | 112.697 | 111.397 | 113.097 | ||
| 11491 | 2017.05.04 10:35 | close | 3829 | 0.70 | 112.811 | 111.397 | 113.097 | 7980.00 | 10100185.94 |
| 11492 | 2017.05.05 00:45 | sell | 3830 | 0.70 | 112.530 | 0.000 | 0.000 | ||
| 11493 | 2017.05.05 00:45 | modify | 3830 | 0.70 | 112.530 | 113.830 | 112.130 | ||
| 11494 | 2017.05.05 06:35 | close | 3830 | 0.70 | 112.433 | 113.830 | 112.130 | 6790.00 | 10106975.94 |
| 11495 | 2017.05.05 14:00 | sell | 3831 | 0.70 | 112.388 | 0.000 | 0.000 | ||
| 11496 | 2017.05.05 14:00 | modify | 3831 | 0.70 | 112.388 | 113.688 | 111.988 | ||
| 11497 | 2017.05.05 22:30 | close | 3831 | 0.70 | 112.573 | 113.688 | 111.988 | -12950.00 | 10094025.94 |
| 11498 | 2017.05.05 22:45 | buy | 3832 | 0.70 | 112.520 | 0.000 | 0.000 | ||
| 11499 | 2017.05.05 22:45 | modify | 3832 | 0.70 | 112.520 | 111.220 | 112.920 | ||
| 11500 | 2017.05.05 23:40 | close | 3832 | 0.70 | 112.636 | 111.220 | 112.920 | 8120.00 | 10102145.94 |
| 11501 | 2017.05.09 22:40 | buy | 3833 | 0.70 | 113.894 | 0.000 | 0.000 | ||
| 11502 | 2017.05.09 22:40 | modify | 3833 | 0.70 | 113.894 | 112.594 | 114.294 | ||
| 11503 | 2017.05.09 23:50 | close | 3833 | 0.70 | 114.023 | 112.594 | 114.294 | 9030.00 | 10111175.94 |
| 11504 | 2017.05.11 04:15 | buy | 3834 | 0.70 | 114.172 | 0.000 | 0.000 | ||
| 11505 | 2017.05.11 04:15 | modify | 3834 | 0.70 | 114.172 | 112.872 | 114.572 | ||
| 11506 | 2017.05.11 07:00 | close | 3834 | 0.70 | 114.209 | 112.872 | 114.572 | 2590.00 | 10113765.94 |
| 11507 | 2017.05.18 02:50 | sell | 3835 | 0.70 | 111.112 | 0.000 | 0.000 | ||
| 11508 | 2017.05.18 02:50 | modify | 3835 | 0.70 | 111.112 | 112.412 | 110.712 | ||
| 11509 | 2017.05.18 04:00 | close | 3835 | 0.70 | 110.958 | 112.412 | 110.712 | 10780.00 | 10124545.94 |
| 11510 | 2017.05.18 08:10 | sell | 3836 | 0.70 | 111.223 | 0.000 | 0.000 | ||
| 11511 | 2017.05.18 08:10 | modify | 3836 | 0.70 | 111.223 | 112.523 | 110.823 | ||
| 11512 | 2017.05.18 10:25 | close | 3836 | 0.70 | 111.170 | 112.523 | 110.823 | 3710.00 | 10128255.94 |
| 11513 | 2017.05.18 14:40 | sell | 3837 | 0.70 | 110.840 | 0.000 | 0.000 | ||
| 11514 | 2017.05.18 14:40 | modify | 3837 | 0.70 | 110.840 | 112.140 | 110.440 | ||
| 11515 | 2017.05.18 14:50 | close | 3837 | 0.70 | 110.710 | 112.140 | 110.440 | 9100.00 | 10137355.94 |
| 11516 | 2017.05.18 21:35 | sell | 3838 | 0.50 | 111.561 | 0.000 | 0.000 | ||
| 11517 | 2017.05.18 21:35 | modify | 3838 | 0.50 | 111.561 | 113.161 | 110.261 | ||
| 11518 | 2017.05.18 23:00 | buy | 3839 | 0.50 | 111.366 | 0.000 | 0.000 | ||
| 11519 | 2017.05.18 23:00 | modify | 3839 | 0.50 | 111.366 | 109.766 | 112.666 | ||
| 11520 | 2017.05.19 02:35 | close | 3838 | 0.50 | 111.358 | 113.161 | 110.261 | 9530.63 | 10146886.57 |
| 11521 | 2017.05.19 07:10 | close | 3839 | 0.50 | 111.400 | 109.766 | 112.666 | 2045.30 | 10148931.87 |
| 11522 | 2017.05.19 07:35 | sell | 3840 | 0.50 | 111.405 | 0.000 | 0.000 | ||
| 11523 | 2017.05.19 07:35 | modify | 3840 | 0.50 | 111.405 | 113.005 | 110.105 | ||
| 11524 | 2017.05.19 14:45 | close | 3840 | 0.50 | 111.286 | 113.005 | 110.105 | 5950.00 | 10154881.87 |
| 11525 | 2017.05.26 16:10 | sell | 3841 | 0.70 | 111.282 | 0.000 | 0.000 | ||
| 11526 | 2017.05.26 16:10 | modify | 3841 | 0.70 | 111.282 | 112.582 | 110.882 | ||
| 11527 | 2017.05.26 17:10 | close | 3841 | 0.70 | 111.153 | 112.582 | 110.882 | 9030.00 | 10163911.87 |
| 11528 | 2017.05.26 19:20 | sell | 3842 | 0.70 | 111.422 | 0.000 | 0.000 | ||
| 11529 | 2017.05.26 19:20 | modify | 3842 | 0.70 | 111.422 | 112.722 | 111.022 | ||
| 11530 | 2017.05.26 20:25 | close | 3842 | 0.70 | 111.293 | 112.722 | 111.022 | 9030.00 | 10172941.87 |
| 11531 | 2017.05.31 00:05 | sell | 3843 | 0.70 | 110.858 | 0.000 | 0.000 | ||
| 11532 | 2017.05.31 00:05 | modify | 3843 | 0.70 | 110.858 | 112.158 | 110.458 | ||
| 11533 | 2017.05.31 02:30 | close | 3843 | 0.70 | 110.763 | 112.158 | 110.458 | 6650.00 | 10179591.87 |
| 11534 | 2017.06.02 11:10 | buy | 3844 | 0.70 | 111.512 | 0.000 | 0.000 | ||
| 11535 | 2017.06.02 11:10 | modify | 3844 | 0.70 | 111.512 | 110.212 | 111.912 | ||
| 11536 | 2017.06.05 01:25 | close | 3844 | 0.70 | 110.540 | 110.212 | 111.912 | -67561.33 | 10112030.54 |
| 11537 | 2017.06.05 08:10 | sell | 3845 | 0.70 | 110.721 | 0.000 | 0.000 | ||
| 11538 | 2017.06.05 08:10 | modify | 3845 | 0.70 | 110.721 | 112.021 | 110.321 | ||
| 11539 | 2017.06.05 08:50 | close | 3845 | 0.70 | 110.617 | 112.021 | 110.321 | 7280.00 | 10119310.54 |
| 11540 | 2017.06.05 13:55 | sell | 3846 | 0.70 | 110.621 | 0.000 | 0.000 | ||
| 11541 | 2017.06.05 13:55 | modify | 3846 | 0.70 | 110.621 | 111.921 | 110.221 | ||
| 11542 | 2017.06.05 15:10 | close | 3846 | 0.70 | 110.499 | 111.921 | 110.221 | 8540.00 | 10127850.54 |
| 11543 | 2017.06.06 08:20 | buy | 3847 | 0.50 | 109.804 | 0.000 | 0.000 | ||
| 11544 | 2017.06.06 08:20 | modify | 3847 | 0.50 | 109.804 | 108.204 | 111.104 | ||
| 11545 | 2017.06.06 17:15 | close | 3847 | 0.50 | 109.606 | 108.204 | 111.104 | -9900.00 | 10117950.54 |
| 11546 | 2017.06.06 21:50 | sell | 3848 | 0.70 | 109.518 | 0.000 | 0.000 | ||
| 11547 | 2017.06.06 21:50 | modify | 3848 | 0.70 | 109.518 | 110.818 | 109.118 | ||
| 11548 | 2017.06.06 22:35 | close | 3848 | 0.70 | 109.402 | 110.818 | 109.118 | 8120.00 | 10126070.54 |
| 11549 | 2017.06.08 07:50 | buy | 3849 | 0.70 | 109.742 | 0.000 | 0.000 | ||
| 11550 | 2017.06.08 07:50 | modify | 3849 | 0.70 | 109.742 | 108.442 | 110.142 | ||