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 |
| 11701 | 2017.09.04 23:15 | close | 3899 | 0.70 | 109.635 | 110.994 | 109.294 | 4130.00 | 10310296.92 |
| 11702 | 2017.09.06 09:10 | sell | 3900 | 0.70 | 108.786 | 0.000 | 0.000 | ||
| 11703 | 2017.09.06 09:10 | modify | 3900 | 0.70 | 108.786 | 110.086 | 108.386 | ||
| 11704 | 2017.09.06 10:00 | close | 3900 | 0.70 | 108.682 | 110.086 | 108.386 | 7280.00 | 10317576.92 |
| 11705 | 2017.09.07 03:15 | buy | 3901 | 0.70 | 109.121 | 0.000 | 0.000 | ||
| 11706 | 2017.09.07 03:15 | modify | 3901 | 0.70 | 109.121 | 107.821 | 109.521 | ||
| 11707 | 2017.09.07 20:15 | close | 3901 | 0.70 | 108.553 | 107.821 | 109.521 | -39760.00 | 10277816.92 |
| 11708 | 2017.09.08 15:50 | sell | 3902 | 0.70 | 107.708 | 0.000 | 0.000 | ||
| 11709 | 2017.09.08 15:50 | modify | 3902 | 0.70 | 107.708 | 109.008 | 107.308 | ||
| 11710 | 2017.09.08 17:30 | sell | 3903 | 0.50 | 107.970 | 0.000 | 0.000 | ||
| 11711 | 2017.09.08 17:30 | modify | 3903 | 0.50 | 107.970 | 109.570 | 106.670 | ||
| 11712 | 2017.09.08 22:20 | close | 3902 | 0.70 | 107.702 | 109.008 | 107.308 | 420.00 | 10278236.92 |
| 11713 | 2017.09.08 22:25 | close | 3903 | 0.50 | 107.699 | 109.570 | 106.670 | 13550.00 | 10291786.92 |
| 11714 | 2017.09.11 03:25 | sell | 3904 | 0.50 | 108.363 | 0.000 | 0.000 | ||
| 11715 | 2017.09.11 03:25 | modify | 3904 | 0.50 | 108.363 | 109.963 | 107.063 | ||
| 11716 | 2017.09.11 05:25 | buy | 3905 | 0.50 | 108.375 | 0.000 | 0.000 | ||
| 11717 | 2017.09.11 05:25 | modify | 3905 | 0.50 | 108.375 | 106.775 | 109.675 | ||
| 11718 | 2017.09.11 08:05 | close | 3904 | 0.50 | 108.372 | 109.963 | 107.063 | -450.00 | 10291336.92 |
| 11719 | 2017.09.11 08:10 | buy | 3906 | 0.70 | 108.353 | 0.000 | 0.000 | ||
| 11720 | 2017.09.11 08:10 | modify | 3906 | 0.70 | 108.353 | 107.053 | 108.753 | ||
| 11721 | 2017.09.11 09:35 | close | 3906 | 0.70 | 108.465 | 107.053 | 108.753 | 7840.00 | 10299176.92 |
| 11722 | 2017.09.11 09:40 | close | 3905 | 0.50 | 108.574 | 106.775 | 109.675 | 9950.00 | 10309126.92 |
| 11723 | 2017.09.11 10:55 | buy | 3907 | 0.50 | 108.434 | 0.000 | 0.000 | ||
| 11724 | 2017.09.11 10:55 | modify | 3907 | 0.50 | 108.434 | 106.834 | 109.734 | ||
| 11725 | 2017.09.11 14:30 | close | 3907 | 0.50 | 108.569 | 106.834 | 109.734 | 6750.00 | 10315876.92 |
| 11726 | 2017.09.12 01:05 | buy | 3908 | 0.70 | 109.338 | 0.000 | 0.000 | ||
| 11727 | 2017.09.12 01:05 | modify | 3908 | 0.70 | 109.338 | 108.038 | 109.738 | ||
| 11728 | 2017.09.12 03:00 | close | 3908 | 0.70 | 109.408 | 108.038 | 109.738 | 4900.00 | 10320776.92 |
| 11729 | 2017.09.13 03:30 | buy | 3909 | 0.70 | 110.087 | 0.000 | 0.000 | ||
| 11730 | 2017.09.13 03:30 | modify | 3909 | 0.70 | 110.087 | 108.787 | 110.487 | ||
| 11731 | 2017.09.13 08:05 | close | 3909 | 0.70 | 110.150 | 108.787 | 110.487 | 4410.00 | 10325186.92 |
| 11732 | 2017.09.13 23:55 | buy | 3910 | 0.70 | 110.471 | 0.000 | 0.000 | ||
| 11733 | 2017.09.13 23:55 | modify | 3910 | 0.70 | 110.471 | 109.171 | 110.871 | ||
| 11734 | 2017.09.14 03:50 | close | 3910 | 0.70 | 110.578 | 109.171 | 110.871 | 8927.28 | 10334114.20 |
| 11735 | 2017.09.15 06:50 | sell | 3911 | 0.70 | 110.338 | 0.000 | 0.000 | ||
| 11736 | 2017.09.15 06:50 | modify | 3911 | 0.70 | 110.338 | 111.638 | 109.938 | ||
| 11737 | 2017.09.15 15:15 | close | 3911 | 0.70 | 111.107 | 111.638 | 109.938 | -53830.00 | 10280284.20 |
| 11738 | 2017.09.15 15:35 | buy | 3912 | 0.70 | 110.964 | 0.000 | 0.000 | ||
| 11739 | 2017.09.15 15:35 | modify | 3912 | 0.70 | 110.964 | 109.664 | 111.364 | ||
| 11740 | 2017.09.15 18:10 | close | 3912 | 0.70 | 111.066 | 109.664 | 111.364 | 7140.00 | 10287424.20 |
| 11741 | 2017.09.18 21:40 | buy | 3913 | 0.70 | 111.418 | 0.000 | 0.000 | ||
| 11742 | 2017.09.18 21:40 | modify | 3913 | 0.70 | 111.418 | 110.118 | 111.818 | ||
| 11743 | 2017.09.18 22:35 | close | 3913 | 0.70 | 111.525 | 110.118 | 111.818 | 7490.00 | 10294914.20 |
| 11744 | 2017.09.19 02:15 | buy | 3914 | 0.70 | 111.425 | 0.000 | 0.000 | ||
| 11745 | 2017.09.19 02:15 | modify | 3914 | 0.70 | 111.425 | 110.125 | 111.825 | ||
| 11746 | 2017.09.19 02:45 | close | 3914 | 0.70 | 111.530 | 110.125 | 111.825 | 7350.00 | 10302264.20 |
| 11747 | 2017.09.21 11:55 | buy | 3915 | 0.70 | 112.319 | 0.000 | 0.000 | ||
| 11748 | 2017.09.21 11:55 | modify | 3915 | 0.70 | 112.319 | 111.019 | 112.719 | ||
| 11749 | 2017.09.21 12:50 | close | 3915 | 0.70 | 112.435 | 111.019 | 112.719 | 8120.00 | 10310384.20 |
| 11750 | 2017.09.22 08:55 | sell | 3916 | 0.70 | 111.991 | 0.000 | 0.000 | ||
| 11751 | 2017.09.22 08:55 | modify | 3916 | 0.70 | 111.991 | 113.291 | 111.591 | ||
| 11752 | 2017.09.22 09:45 | close | 3916 | 0.70 | 111.892 | 113.291 | 111.591 | 6930.00 | 10317314.20 |
| 11753 | 2017.09.22 12:35 | buy | 3917 | 0.50 | 111.958 | 0.000 | 0.000 | ||
| 11754 | 2017.09.22 12:35 | modify | 3917 | 0.50 | 111.958 | 110.358 | 113.258 | ||
| 11755 | 2017.09.22 15:30 | close | 3917 | 0.50 | 112.082 | 110.358 | 113.258 | 6200.00 | 10323514.20 |
| 11756 | 2017.09.22 15:35 | sell | 3918 | 0.70 | 112.116 | 0.000 | 0.000 | ||
| 11757 | 2017.09.22 15:35 | modify | 3918 | 0.70 | 112.116 | 113.416 | 111.716 | ||
| 11758 | 2017.09.22 16:05 | close | 3918 | 0.70 | 112.001 | 113.416 | 111.716 | 8050.00 | 10331564.20 |
| 11759 | 2017.09.25 06:10 | buy | 3919 | 0.70 | 112.214 | 0.000 | 0.000 | ||
| 11760 | 2017.09.25 06:10 | modify | 3919 | 0.70 | 112.214 | 110.914 | 112.614 | ||
| 11761 | 2017.09.25 14:50 | close | 3919 | 0.70 | 112.186 | 110.914 | 112.614 | -1960.00 | 10329604.20 |
| 11762 | 2017.09.27 17:35 | buy | 3920 | 0.70 | 112.808 | 0.000 | 0.000 | ||
| 11763 | 2017.09.27 17:35 | modify | 3920 | 0.70 | 112.808 | 111.508 | 113.208 | ||
| 11764 | 2017.09.27 19:25 | buy | 3921 | 0.50 | 112.444 | 0.000 | 0.000 | ||
| 11765 | 2017.09.27 19:25 | modify | 3921 | 0.50 | 112.444 | 110.844 | 113.744 | ||
| 11766 | 2017.09.27 21:00 | close | 3920 | 0.70 | 112.806 | 111.508 | 113.208 | -140.00 | 10329464.20 |
| 11767 | 2017.09.28 01:35 | close | 3921 | 0.50 | 112.845 | 110.844 | 113.744 | 21098.30 | 10350562.50 |
| 11768 | 2017.09.29 03:05 | sell | 3922 | 0.70 | 112.523 | 0.000 | 0.000 | ||
| 11769 | 2017.09.29 03:05 | modify | 3922 | 0.70 | 112.523 | 113.823 | 112.123 | ||
| 11770 | 2017.09.29 10:35 | close | 3922 | 0.70 | 112.428 | 113.823 | 112.123 | 6650.00 | 10357212.50 |
| 11771 | 2017.10.10 21:00 | sell | 3923 | 0.70 | 112.286 | 0.000 | 0.000 | ||
| 11772 | 2017.10.10 21:00 | modify | 3923 | 0.70 | 112.286 | 113.586 | 111.886 | ||
| 11773 | 2017.10.11 00:55 | close | 3923 | 0.70 | 112.375 | 113.586 | 111.886 | -7104.61 | 10350107.89 |
| 11774 | 2017.10.20 14:40 | buy | 3924 | 0.70 | 113.184 | 0.000 | 0.000 | ||
| 11775 | 2017.10.20 14:40 | modify | 3924 | 0.70 | 113.184 | 111.884 | 113.584 | ||
| 11776 | 2017.10.20 15:55 | close | 3924 | 0.70 | 113.294 | 111.884 | 113.584 | 7700.00 | 10357807.89 |
| 11777 | 2017.10.23 08:05 | buy | 3925 | 0.70 | 113.683 | 0.000 | 0.000 | ||
| 11778 | 2017.10.23 08:05 | modify | 3925 | 0.70 | 113.683 | 112.383 | 114.083 | ||
| 11779 | 2017.10.23 10:10 | close | 3925 | 0.70 | 113.792 | 112.383 | 114.083 | 7630.00 | 10365437.89 |
| 11780 | 2017.10.24 08:30 | sell | 3926 | 0.70 | 113.443 | 0.000 | 0.000 | ||
| 11781 | 2017.10.24 08:30 | modify | 3926 | 0.70 | 113.443 | 114.743 | 113.043 | ||
| 11782 | 2017.10.24 20:00 | close | 3926 | 0.70 | 113.872 | 114.743 | 113.043 | -30030.00 | 10335407.89 |
| 11783 | 2017.10.25 16:15 | buy | 3927 | 0.70 | 113.967 | 0.000 | 0.000 | ||
| 11784 | 2017.10.25 16:15 | modify | 3927 | 0.70 | 113.967 | 112.667 | 114.367 | ||
| 11785 | 2017.10.25 20:45 | close | 3927 | 0.70 | 113.751 | 112.667 | 114.367 | -15120.00 | 10320287.89 |
| 11786 | 2017.10.26 10:05 | sell | 3928 | 0.70 | 113.669 | 0.000 | 0.000 | ||
| 11787 | 2017.10.26 10:05 | modify | 3928 | 0.70 | 113.669 | 114.969 | 113.269 | ||
| 11788 | 2017.10.26 13:20 | close | 3928 | 0.70 | 113.600 | 114.969 | 113.269 | 4830.00 | 10325117.89 |
| 11789 | 2017.10.31 06:15 | sell | 3929 | 0.70 | 113.237 | 0.000 | 0.000 | ||
| 11790 | 2017.10.31 06:15 | modify | 3929 | 0.70 | 113.237 | 114.537 | 112.837 | ||
| 11791 | 2017.10.31 08:15 | close | 3929 | 0.70 | 113.095 | 114.537 | 112.837 | 9940.00 | 10335057.89 |
| 11792 | 2017.11.01 09:35 | buy | 3930 | 0.70 | 113.734 | 0.000 | 0.000 | ||
| 11793 | 2017.11.01 09:35 | modify | 3930 | 0.70 | 113.734 | 112.434 | 114.134 | ||
| 11794 | 2017.11.01 09:45 | close | 3930 | 0.70 | 113.836 | 112.434 | 114.134 | 7140.00 | 10342197.89 |
| 11795 | 2017.11.01 17:20 | buy | 3931 | 0.70 | 114.012 | 0.000 | 0.000 | ||
| 11796 | 2017.11.01 17:20 | modify | 3931 | 0.70 | 114.012 | 112.712 | 114.412 | ||
| 11797 | 2017.11.01 21:30 | close | 3931 | 0.70 | 114.154 | 112.712 | 114.412 | 9940.00 | 10352137.89 |
| 11798 | 2017.11.02 03:20 | buy | 3932 | 0.70 | 114.003 | 0.000 | 0.000 | ||
| 11799 | 2017.11.02 03:20 | modify | 3932 | 0.70 | 114.003 | 112.703 | 114.403 | ||
| 11800 | 2017.11.02 10:35 | close | 3932 | 0.70 | 113.994 | 112.703 | 114.403 | -630.00 | 10351507.89 |
| 11801 | 2017.11.07 06:15 | sell | 3933 | 0.70 | 113.954 | 0.000 | 0.000 | ||
| 11802 | 2017.11.07 06:15 | modify | 3933 | 0.70 | 113.954 | 115.254 | 113.554 | ||
| 11803 | 2017.11.07 12:55 | close | 3933 | 0.70 | 114.184 | 115.254 | 113.554 | -16100.00 | 10335407.89 |
| 11804 | 2017.11.07 13:30 | buy | 3934 | 0.70 | 114.112 | 0.000 | 0.000 | ||
| 11805 | 2017.11.07 13:30 | modify | 3934 | 0.70 | 114.112 | 112.812 | 114.512 | ||
| 11806 | 2017.11.07 16:50 | close | 3934 | 0.70 | 114.227 | 112.812 | 114.512 | 8050.00 | 10343457.89 |
| 11807 | 2017.11.09 23:55 | sell | 3935 | 0.70 | 113.450 | 0.000 | 0.000 | ||
| 11808 | 2017.11.09 23:55 | modify | 3935 | 0.70 | 113.450 | 114.750 | 113.050 | ||
| 11809 | 2017.11.10 01:40 | close | 3935 | 0.70 | 113.350 | 114.750 | 113.050 | 6117.44 | 10349575.33 |
| 11810 | 2017.11.15 17:40 | sell | 3936 | 0.70 | 113.049 | 0.000 | 0.000 | ||
| 11811 | 2017.11.15 17:40 | modify | 3936 | 0.70 | 113.049 | 114.349 | 112.649 | ||
| 11812 | 2017.11.15 20:40 | close | 3936 | 0.70 | 112.966 | 114.349 | 112.649 | 5810.00 | 10355385.33 |
| 11813 | 2017.11.21 01:05 | buy | 3937 | 0.70 | 112.568 | 0.000 | 0.000 | ||
| 11814 | 2017.11.21 01:05 | modify | 3937 | 0.70 | 112.568 | 111.268 | 112.968 | ||
| 11815 | 2017.11.21 04:10 | close | 3937 | 0.70 | 112.681 | 111.268 | 112.968 | 7910.00 | 10363295.33 |
| 11816 | 2017.11.21 08:10 | buy | 3938 | 0.70 | 112.470 | 0.000 | 0.000 | ||
| 11817 | 2017.11.21 08:10 | modify | 3938 | 0.70 | 112.470 | 111.170 | 112.870 | ||
| 11818 | 2017.11.21 09:50 | close | 3938 | 0.70 | 112.597 | 111.170 | 112.870 | 8890.00 | 10372185.33 |
| 11819 | 2017.11.23 05:10 | sell | 3939 | 0.70 | 111.344 | 0.000 | 0.000 | ||
| 11820 | 2017.11.23 05:10 | modify | 3939 | 0.70 | 111.344 | 112.644 | 110.944 | ||
| 11821 | 2017.11.23 08:30 | close | 3939 | 0.70 | 111.251 | 112.644 | 110.944 | 6510.00 | 10378695.33 |
| 11822 | 2017.11.28 01:55 | sell | 3940 | 0.70 | 111.191 | 0.000 | 0.000 | ||
| 11823 | 2017.11.28 01:55 | modify | 3940 | 0.70 | 111.191 | 112.491 | 110.791 | ||
| 11824 | 2017.11.28 02:20 | close | 3940 | 0.70 | 111.033 | 112.491 | 110.791 | 11060.00 | 10389755.33 |
| 11825 | 2017.11.29 04:45 | buy | 3941 | 0.70 | 111.474 | 0.000 | 0.000 | ||
| 11826 | 2017.11.29 04:45 | modify | 3941 | 0.70 | 111.474 | 110.174 | 111.874 | ||
| 11827 | 2017.11.29 08:00 | close | 3941 | 0.70 | 111.557 | 110.174 | 111.874 | 5810.00 | 10395565.33 |
| 11828 | 2017.12.01 02:50 | buy | 3942 | 0.70 | 112.397 | 0.000 | 0.000 | ||
| 11829 | 2017.12.01 02:50 | modify | 3942 | 0.70 | 112.397 | 111.097 | 112.797 | ||
| 11830 | 2017.12.01 03:40 | close | 3942 | 0.70 | 112.527 | 111.097 | 112.797 | 9100.00 | 10404665.33 |
| 11831 | 2017.12.01 10:35 | buy | 3943 | 0.70 | 112.458 | 0.000 | 0.000 | ||
| 11832 | 2017.12.01 10:35 | modify | 3943 | 0.70 | 112.458 | 111.158 | 112.858 | ||
| 11833 | 2017.12.01 15:15 | close | 3943 | 0.70 | 112.502 | 111.158 | 112.858 | 3080.00 | 10407745.33 |
| 11834 | 2017.12.05 07:15 | sell | 3944 | 0.70 | 112.629 | 0.000 | 0.000 | ||
| 11835 | 2017.12.05 07:15 | modify | 3944 | 0.70 | 112.629 | 113.929 | 112.229 | ||
| 11836 | 2017.12.05 11:20 | close | 3944 | 0.70 | 112.510 | 113.929 | 112.229 | 8330.00 | 10416075.33 |
| 11837 | 2017.12.07 16:00 | buy | 3945 | 0.70 | 112.587 | 0.000 | 0.000 | ||
| 11838 | 2017.12.07 16:00 | modify | 3945 | 0.70 | 112.587 | 111.287 | 112.987 | ||
| 11839 | 2017.12.07 17:35 | close | 3945 | 0.70 | 112.686 | 111.287 | 112.987 | 6930.00 | 10423005.33 |
| 11840 | 2017.12.08 15:45 | buy | 3946 | 0.70 | 113.345 | 0.000 | 0.000 | ||
| 11841 | 2017.12.08 15:45 | modify | 3946 | 0.70 | 113.345 | 112.045 | 113.745 | ||
| 11842 | 2017.12.08 17:30 | close | 3946 | 0.70 | 113.447 | 112.045 | 113.745 | 7140.00 | 10430145.33 |
| 11843 | 2017.12.14 01:30 | sell | 3947 | 0.70 | 112.758 | 0.000 | 0.000 | ||
| 11844 | 2017.12.14 01:30 | modify | 3947 | 0.70 | 112.758 | 114.058 | 112.358 | ||
| 11845 | 2017.12.14 03:35 | close | 3947 | 0.70 | 112.648 | 114.058 | 112.358 | 7700.00 | 10437845.33 |
| 11846 | 2017.12.14 11:05 | sell | 3948 | 0.70 | 112.843 | 0.000 | 0.000 | ||
| 11847 | 2017.12.14 11:05 | modify | 3948 | 0.70 | 112.843 | 114.143 | 112.443 | ||
| 11848 | 2017.12.14 11:55 | close | 3948 | 0.70 | 112.739 | 114.143 | 112.443 | 7280.00 | 10445125.33 |
| 11849 | 2017.12.15 06:20 | sell | 3949 | 0.70 | 112.364 | 0.000 | 0.000 | ||
| 11850 | 2017.12.15 06:20 | modify | 3949 | 0.70 | 112.364 | 113.664 | 111.964 | ||