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 |
| 11551 | 2017.06.08 10:35 | close | 3849 | 0.70 | 109.708 | 108.442 | 110.142 | -2380.00 | 10123690.54 |
| 11552 | 2017.06.09 19:20 | buy | 3850 | 0.70 | 110.521 | 0.000 | 0.000 | ||
| 11553 | 2017.06.09 19:20 | modify | 3850 | 0.70 | 110.521 | 109.221 | 110.921 | ||
| 11554 | 2017.06.12 00:00 | close | 3850 | 0.70 | 110.301 | 109.221 | 110.921 | -14921.66 | 10108768.88 |
| 11555 | 2017.06.12 23:30 | sell | 3851 | 0.70 | 109.942 | 0.000 | 0.000 | ||
| 11556 | 2017.06.12 23:30 | modify | 3851 | 0.70 | 109.942 | 111.242 | 109.542 | ||
| 11557 | 2017.06.13 01:55 | close | 3851 | 0.70 | 109.839 | 111.242 | 109.542 | 6354.88 | 10115123.76 |
| 11558 | 2017.06.13 03:20 | sell | 3852 | 0.70 | 109.978 | 0.000 | 0.000 | ||
| 11559 | 2017.06.13 03:20 | modify | 3852 | 0.70 | 109.978 | 111.278 | 109.578 | ||
| 11560 | 2017.06.13 09:55 | close | 3852 | 0.70 | 109.993 | 111.278 | 109.578 | -1050.00 | 10114073.76 |
| 11561 | 2017.06.14 21:35 | sell | 3853 | 0.70 | 109.579 | 0.000 | 0.000 | ||
| 11562 | 2017.06.14 21:35 | modify | 3853 | 0.70 | 109.579 | 110.879 | 109.179 | ||
| 11563 | 2017.06.14 21:45 | close | 3853 | 0.70 | 109.375 | 110.879 | 109.179 | 14280.00 | 10128353.76 |
| 11564 | 2017.06.16 08:50 | buy | 3854 | 0.70 | 111.087 | 0.000 | 0.000 | ||
| 11565 | 2017.06.16 08:50 | modify | 3854 | 0.70 | 111.087 | 109.787 | 111.487 | ||
| 11566 | 2017.06.16 09:45 | close | 3854 | 0.70 | 111.312 | 109.787 | 111.487 | 15750.00 | 10144103.76 |
| 11567 | 2017.06.16 15:45 | buy | 3855 | 0.70 | 111.156 | 0.000 | 0.000 | ||
| 11568 | 2017.06.16 15:45 | modify | 3855 | 0.70 | 111.156 | 109.856 | 111.556 | ||
| 11569 | 2017.06.19 03:00 | close | 3855 | 0.70 | 110.969 | 109.856 | 111.556 | -12609.08 | 10131494.68 |
| 11570 | 2017.06.20 08:40 | buy | 3856 | 0.70 | 111.589 | 0.000 | 0.000 | ||
| 11571 | 2017.06.20 08:40 | modify | 3856 | 0.70 | 111.589 | 110.289 | 111.989 | ||
| 11572 | 2017.06.20 10:05 | close | 3856 | 0.70 | 111.685 | 110.289 | 111.989 | 6720.00 | 10138214.68 |
| 11573 | 2017.06.27 08:05 | buy | 3857 | 0.70 | 111.783 | 0.000 | 0.000 | ||
| 11574 | 2017.06.27 08:05 | modify | 3857 | 0.70 | 111.783 | 110.483 | 112.183 | ||
| 11575 | 2017.06.27 13:05 | close | 3857 | 0.70 | 111.752 | 110.483 | 112.183 | -2170.00 | 10136044.68 |
| 11576 | 2017.06.28 03:20 | buy | 3858 | 0.50 | 112.128 | 0.000 | 0.000 | ||
| 11577 | 2017.06.28 03:20 | modify | 3858 | 0.50 | 112.128 | 110.528 | 113.428 | ||
| 11578 | 2017.06.28 03:25 | buy | 3859 | 0.70 | 112.078 | 0.000 | 0.000 | ||
| 11579 | 2017.06.28 03:25 | modify | 3859 | 0.70 | 112.078 | 110.778 | 112.478 | ||
| 11580 | 2017.06.28 04:20 | close | 3859 | 0.70 | 112.180 | 110.778 | 112.478 | 7140.00 | 10143184.68 |
| 11581 | 2017.06.28 08:05 | close | 3858 | 0.50 | 112.155 | 110.528 | 113.428 | 1350.00 | 10144534.68 |
| 11582 | 2017.06.29 18:20 | buy | 3860 | 0.70 | 112.402 | 0.000 | 0.000 | ||
| 11583 | 2017.06.29 18:20 | modify | 3860 | 0.70 | 112.402 | 111.102 | 112.802 | ||
| 11584 | 2017.06.29 23:05 | close | 3860 | 0.70 | 112.149 | 111.102 | 112.802 | -17710.00 | 10126824.68 |
| 11585 | 2017.06.30 09:25 | sell | 3861 | 0.70 | 112.085 | 0.000 | 0.000 | ||
| 11586 | 2017.06.30 09:25 | modify | 3861 | 0.70 | 112.085 | 113.385 | 111.685 | ||
| 11587 | 2017.06.30 10:05 | close | 3861 | 0.70 | 111.888 | 113.385 | 111.685 | 13790.00 | 10140614.68 |
| 11588 | 2017.07.04 01:55 | buy | 3862 | 0.70 | 113.317 | 0.000 | 0.000 | ||
| 11589 | 2017.07.04 01:55 | modify | 3862 | 0.70 | 113.317 | 112.017 | 113.717 | ||
| 11590 | 2017.07.04 11:05 | close | 3862 | 0.70 | 113.207 | 112.017 | 113.717 | -7700.00 | 10132914.68 |
| 11591 | 2017.07.05 17:05 | buy | 3863 | 0.70 | 113.312 | 0.000 | 0.000 | ||
| 11592 | 2017.07.05 17:05 | modify | 3863 | 0.70 | 113.312 | 112.012 | 113.712 | ||
| 11593 | 2017.07.05 21:10 | close | 3863 | 0.70 | 113.433 | 112.012 | 113.712 | 8470.00 | 10141384.68 |
| 11594 | 2017.07.06 08:30 | sell | 3864 | 0.70 | 113.180 | 0.000 | 0.000 | ||
| 11595 | 2017.07.06 08:30 | modify | 3864 | 0.70 | 113.180 | 114.480 | 112.780 | ||
| 11596 | 2017.07.06 11:55 | close | 3864 | 0.70 | 113.237 | 114.480 | 112.780 | -3990.00 | 10137394.68 |
| 11597 | 2017.07.07 15:35 | buy | 3865 | 0.70 | 113.530 | 0.000 | 0.000 | ||
| 11598 | 2017.07.07 15:35 | modify | 3865 | 0.70 | 113.530 | 112.230 | 113.930 | ||
| 11599 | 2017.07.07 15:40 | close | 3865 | 0.70 | 113.791 | 112.230 | 113.930 | 18270.00 | 10155664.68 |
| 11600 | 2017.07.07 22:55 | buy | 3866 | 0.70 | 113.874 | 0.000 | 0.000 | ||
| 11601 | 2017.07.07 22:55 | modify | 3866 | 0.70 | 113.874 | 112.574 | 114.274 | ||
| 11602 | 2017.07.10 00:10 | close | 3866 | 0.70 | 113.977 | 112.574 | 114.274 | 7703.83 | 10163368.51 |
| 11603 | 2017.07.10 14:35 | buy | 3867 | 0.70 | 114.118 | 0.000 | 0.000 | ||
| 11604 | 2017.07.10 14:35 | modify | 3867 | 0.70 | 114.118 | 112.818 | 114.518 | ||
| 11605 | 2017.07.10 15:25 | close | 3867 | 0.70 | 114.227 | 112.818 | 114.518 | 7630.00 | 10170998.51 |
| 11606 | 2017.07.13 01:55 | sell | 3868 | 0.70 | 113.292 | 0.000 | 0.000 | ||
| 11607 | 2017.07.13 01:55 | modify | 3868 | 0.70 | 113.292 | 114.592 | 112.892 | ||
| 11608 | 2017.07.13 04:00 | close | 3868 | 0.70 | 113.218 | 114.592 | 112.892 | 5180.00 | 10176178.51 |
| 11609 | 2017.07.17 01:25 | sell | 3869 | 0.70 | 112.588 | 0.000 | 0.000 | ||
| 11610 | 2017.07.17 01:25 | modify | 3869 | 0.70 | 112.588 | 113.888 | 112.188 | ||
| 11611 | 2017.07.17 02:05 | close | 3869 | 0.70 | 112.473 | 113.888 | 112.188 | 8050.00 | 10184228.51 |
| 11612 | 2017.07.18 10:10 | sell | 3870 | 0.70 | 112.310 | 0.000 | 0.000 | ||
| 11613 | 2017.07.18 10:10 | modify | 3870 | 0.70 | 112.310 | 113.610 | 111.910 | ||
| 11614 | 2017.07.18 13:00 | close | 3870 | 0.70 | 112.205 | 113.610 | 111.910 | 7350.00 | 10191578.51 |
| 11615 | 2017.07.20 14:25 | buy | 3871 | 0.70 | 112.177 | 0.000 | 0.000 | ||
| 11616 | 2017.07.20 14:25 | modify | 3871 | 0.70 | 112.177 | 110.877 | 112.577 | ||
| 11617 | 2017.07.20 14:40 | close | 3871 | 0.70 | 112.279 | 110.877 | 112.577 | 7140.00 | 10198718.51 |
| 11618 | 2017.07.20 21:45 | sell | 3872 | 0.70 | 111.980 | 0.000 | 0.000 | ||
| 11619 | 2017.07.20 21:45 | modify | 3872 | 0.70 | 111.980 | 113.280 | 111.580 | ||
| 11620 | 2017.07.20 23:55 | close | 3872 | 0.70 | 111.871 | 113.280 | 111.580 | 7630.00 | 10206348.51 |
| 11621 | 2017.07.24 16:30 | sell | 3873 | 0.70 | 110.937 | 0.000 | 0.000 | ||
| 11622 | 2017.07.24 16:30 | modify | 3873 | 0.70 | 110.937 | 112.237 | 110.537 | ||
| 11623 | 2017.07.25 04:55 | close | 3873 | 0.70 | 111.205 | 112.237 | 110.537 | -19624.09 | 10186724.42 |
| 11624 | 2017.07.27 03:05 | buy | 3874 | 0.50 | 111.079 | 0.000 | 0.000 | ||
| 11625 | 2017.07.27 03:05 | modify | 3874 | 0.50 | 111.079 | 109.479 | 112.379 | ||
| 11626 | 2017.07.27 07:55 | close | 3874 | 0.50 | 111.027 | 109.479 | 112.379 | -2600.00 | 10184124.42 |
| 11627 | 2017.07.27 08:15 | sell | 3875 | 0.70 | 111.078 | 0.000 | 0.000 | ||
| 11628 | 2017.07.27 08:15 | modify | 3875 | 0.70 | 111.078 | 112.378 | 110.678 | ||
| 11629 | 2017.07.27 08:50 | close | 3875 | 0.70 | 110.976 | 112.378 | 110.678 | 7140.00 | 10191264.42 |
| 11630 | 2017.07.27 10:20 | sell | 3876 | 0.70 | 111.220 | 0.000 | 0.000 | ||
| 11631 | 2017.07.27 10:20 | modify | 3876 | 0.70 | 111.220 | 112.520 | 110.820 | ||
| 11632 | 2017.07.27 17:00 | close | 3876 | 0.70 | 111.298 | 112.520 | 110.820 | -5460.00 | 10185804.42 |
| 11633 | 2017.07.31 09:20 | sell | 3877 | 0.70 | 110.628 | 0.000 | 0.000 | ||
| 11634 | 2017.07.31 09:20 | modify | 3877 | 0.70 | 110.628 | 111.928 | 110.228 | ||
| 11635 | 2017.07.31 12:40 | close | 3877 | 0.70 | 110.576 | 111.928 | 110.228 | 3640.00 | 10189444.42 |
| 11636 | 2017.08.01 02:20 | sell | 3878 | 0.70 | 110.378 | 0.000 | 0.000 | ||
| 11637 | 2017.08.01 02:20 | modify | 3878 | 0.70 | 110.378 | 111.678 | 109.978 | ||
| 11638 | 2017.08.01 03:55 | close | 3878 | 0.70 | 110.271 | 111.678 | 109.978 | 7490.00 | 10196934.42 |
| 11639 | 2017.08.04 04:10 | sell | 3879 | 0.70 | 110.078 | 0.000 | 0.000 | ||
| 11640 | 2017.08.04 04:10 | modify | 3879 | 0.70 | 110.078 | 111.378 | 109.678 | ||
| 11641 | 2017.08.04 07:15 | close | 3879 | 0.70 | 110.043 | 111.378 | 109.678 | 2450.00 | 10199384.42 |
| 11642 | 2017.08.04 22:40 | buy | 3880 | 0.70 | 110.605 | 0.000 | 0.000 | ||
| 11643 | 2017.08.04 22:40 | modify | 3880 | 0.70 | 110.605 | 109.305 | 111.005 | ||
| 11644 | 2017.08.04 23:50 | close | 3880 | 0.70 | 110.712 | 109.305 | 111.005 | 7490.00 | 10206874.42 |
| 11645 | 2017.08.09 08:45 | sell | 3881 | 0.70 | 110.048 | 0.000 | 0.000 | ||
| 11646 | 2017.08.09 08:45 | modify | 3881 | 0.70 | 110.048 | 111.348 | 109.648 | ||
| 11647 | 2017.08.09 10:20 | close | 3881 | 0.70 | 109.942 | 111.348 | 109.648 | 7420.00 | 10214294.42 |
| 11648 | 2017.08.09 16:35 | sell | 3882 | 0.70 | 109.998 | 0.000 | 0.000 | ||
| 11649 | 2017.08.09 16:35 | modify | 3882 | 0.70 | 109.998 | 111.298 | 109.598 | ||
| 11650 | 2017.08.09 18:30 | close | 3882 | 0.70 | 109.868 | 111.298 | 109.598 | 9100.00 | 10223394.42 |
| 11651 | 2017.08.11 08:50 | sell | 3883 | 0.70 | 109.066 | 0.000 | 0.000 | ||
| 11652 | 2017.08.11 08:50 | modify | 3883 | 0.70 | 109.066 | 110.366 | 108.666 | ||
| 11653 | 2017.08.11 11:15 | close | 3883 | 0.70 | 109.060 | 110.366 | 108.666 | 420.00 | 10223814.42 |
| 11654 | 2017.08.11 14:20 | sell | 3884 | 0.70 | 109.188 | 0.000 | 0.000 | ||
| 11655 | 2017.08.11 14:20 | modify | 3884 | 0.70 | 109.188 | 110.488 | 108.788 | ||
| 11656 | 2017.08.11 15:30 | t/p | 3884 | 0.70 | 108.773 | 110.488 | 108.788 | 29050.00 | 10252864.42 |
| 11657 | 2017.08.15 18:50 | buy | 3885 | 0.70 | 110.427 | 0.000 | 0.000 | ||
| 11658 | 2017.08.15 18:50 | modify | 3885 | 0.70 | 110.427 | 109.127 | 110.827 | ||
| 11659 | 2017.08.15 21:55 | close | 3885 | 0.70 | 110.531 | 109.127 | 110.827 | 7280.00 | 10260144.42 |
| 11660 | 2017.08.16 13:40 | buy | 3886 | 0.70 | 110.791 | 0.000 | 0.000 | ||
| 11661 | 2017.08.16 13:40 | modify | 3886 | 0.70 | 110.791 | 109.491 | 111.191 | ||
| 11662 | 2017.08.16 16:05 | close | 3886 | 0.70 | 110.889 | 109.491 | 111.191 | 6860.00 | 10267004.42 |
| 11663 | 2017.08.17 10:20 | sell | 3887 | 0.70 | 110.051 | 0.000 | 0.000 | ||
| 11664 | 2017.08.17 10:20 | modify | 3887 | 0.70 | 110.051 | 111.351 | 109.651 | ||
| 11665 | 2017.08.17 10:35 | close | 3887 | 0.70 | 109.944 | 111.351 | 109.651 | 7490.00 | 10274494.42 |
| 11666 | 2017.08.17 13:30 | sell | 3888 | 0.70 | 110.171 | 0.000 | 0.000 | ||
| 11667 | 2017.08.17 13:30 | modify | 3888 | 0.70 | 110.171 | 111.471 | 109.771 | ||
| 11668 | 2017.08.17 16:30 | close | 3888 | 0.70 | 110.085 | 111.471 | 109.771 | 6020.00 | 10280514.42 |
| 11669 | 2017.08.18 18:30 | sell | 3889 | 0.70 | 109.199 | 0.000 | 0.000 | ||
| 11670 | 2017.08.18 18:30 | modify | 3889 | 0.70 | 109.199 | 110.499 | 108.799 | ||
| 11671 | 2017.08.18 22:05 | close | 3889 | 0.70 | 109.218 | 110.499 | 108.799 | -1330.00 | 10279184.42 |
| 11672 | 2017.08.21 23:20 | sell | 3890 | 0.70 | 108.983 | 0.000 | 0.000 | ||
| 11673 | 2017.08.21 23:20 | modify | 3890 | 0.70 | 108.983 | 110.283 | 108.583 | ||
| 11674 | 2017.08.22 02:45 | close | 3890 | 0.70 | 108.918 | 110.283 | 108.583 | 3702.39 | 10282886.81 |
| 11675 | 2017.08.23 06:00 | buy | 3891 | 0.70 | 109.461 | 0.000 | 0.000 | ||
| 11676 | 2017.08.23 06:00 | modify | 3891 | 0.70 | 109.461 | 108.161 | 109.861 | ||
| 11677 | 2017.08.23 10:30 | close | 3891 | 0.70 | 109.510 | 108.161 | 109.861 | 3430.00 | 10286316.81 |
| 11678 | 2017.08.24 03:40 | sell | 3892 | 0.70 | 109.074 | 0.000 | 0.000 | ||
| 11679 | 2017.08.24 03:40 | modify | 3892 | 0.70 | 109.074 | 110.374 | 108.674 | ||
| 11680 | 2017.08.24 08:25 | close | 3892 | 0.70 | 109.127 | 110.374 | 108.674 | -3710.00 | 10282606.81 |
| 11681 | 2017.08.25 12:55 | buy | 3893 | 0.70 | 109.560 | 0.000 | 0.000 | ||
| 11682 | 2017.08.25 12:55 | modify | 3893 | 0.70 | 109.560 | 108.260 | 109.960 | ||
| 11683 | 2017.08.25 14:05 | close | 3893 | 0.70 | 109.671 | 108.260 | 109.960 | 7770.00 | 10290376.81 |
| 11684 | 2017.08.30 07:15 | buy | 3894 | 0.70 | 109.685 | 0.000 | 0.000 | ||
| 11685 | 2017.08.30 07:15 | modify | 3894 | 0.70 | 109.685 | 108.385 | 110.085 | ||
| 11686 | 2017.08.30 08:05 | close | 3894 | 0.70 | 109.790 | 108.385 | 110.085 | 7350.00 | 10297726.81 |
| 11687 | 2017.08.30 20:25 | sell | 3895 | 0.40 | 110.358 | 0.000 | 0.000 | ||
| 11688 | 2017.08.30 20:25 | modify | 3895 | 0.40 | 110.358 | 112.708 | 109.308 | ||
| 11689 | 2017.08.31 16:30 | close | 3895 | 0.40 | 110.406 | 112.708 | 109.308 | -3389.89 | 10294336.92 |
| 11690 | 2017.09.01 02:45 | sell | 3896 | 0.70 | 110.129 | 0.000 | 0.000 | ||
| 11691 | 2017.09.01 02:45 | modify | 3896 | 0.70 | 110.129 | 111.429 | 109.729 | ||
| 11692 | 2017.09.01 05:15 | close | 3896 | 0.70 | 110.009 | 111.429 | 109.729 | 8400.00 | 10302736.92 |
| 11693 | 2017.09.01 08:45 | sell | 3897 | 0.70 | 110.110 | 0.000 | 0.000 | ||
| 11694 | 2017.09.01 08:45 | modify | 3897 | 0.70 | 110.110 | 111.410 | 109.710 | ||
| 11695 | 2017.09.01 11:15 | close | 3897 | 0.70 | 110.111 | 111.410 | 109.710 | -70.00 | 10302666.92 |
| 11696 | 2017.09.04 13:20 | sell | 3898 | 0.70 | 109.673 | 0.000 | 0.000 | ||
| 11697 | 2017.09.04 13:20 | modify | 3898 | 0.70 | 109.673 | 110.973 | 109.273 | ||
| 11698 | 2017.09.04 16:05 | close | 3898 | 0.70 | 109.623 | 110.973 | 109.273 | 3500.00 | 10306166.92 |
| 11699 | 2017.09.04 20:00 | sell | 3899 | 0.70 | 109.694 | 0.000 | 0.000 | ||
| 11700 | 2017.09.04 20:00 | modify | 3899 | 0.70 | 109.694 | 110.994 | 109.294 | ||