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 |
| 1051 | 2005.08.17 14:05 | buy | 351 | 0.70 | 109.747 | 0.000 | 0.000 | ||
| 1052 | 2005.08.17 14:05 | modify | 351 | 0.70 | 109.747 | 108.447 | 110.147 | ||
| 1053 | 2005.08.17 19:35 | close | 351 | 0.70 | 109.849 | 108.447 | 110.147 | 7140.00 | 1373705.47 |
| 1054 | 2005.08.18 00:30 | buy | 352 | 0.70 | 109.814 | 0.000 | 0.000 | ||
| 1055 | 2005.08.18 00:30 | modify | 352 | 0.70 | 109.814 | 108.514 | 110.214 | ||
| 1056 | 2005.08.18 02:15 | close | 352 | 0.70 | 109.929 | 108.514 | 110.214 | 8050.00 | 1381755.47 |
| 1057 | 2005.08.24 16:40 | buy | 353 | 0.50 | 110.107 | 0.000 | 0.000 | ||
| 1058 | 2005.08.24 16:40 | modify | 353 | 0.50 | 110.107 | 108.507 | 111.407 | ||
| 1059 | 2005.08.25 01:05 | close | 353 | 0.50 | 110.265 | 108.507 | 111.407 | 8924.09 | 1390679.56 |
| 1060 | 2005.08.25 11:10 | sell | 354 | 0.70 | 110.042 | 0.000 | 0.000 | ||
| 1061 | 2005.08.25 11:10 | modify | 354 | 0.70 | 110.042 | 111.342 | 109.642 | ||
| 1062 | 2005.08.25 11:40 | close | 354 | 0.70 | 109.940 | 111.342 | 109.642 | 7140.00 | 1397819.56 |
| 1063 | 2005.08.26 20:00 | sell | 355 | 0.50 | 109.852 | 0.000 | 0.000 | ||
| 1064 | 2005.08.26 20:00 | modify | 355 | 0.50 | 109.852 | 111.452 | 108.552 | ||
| 1065 | 2005.08.29 01:00 | close | 355 | 0.50 | 110.123 | 111.452 | 108.552 | -14161.95 | 1383657.61 |
| 1066 | 2005.09.01 06:15 | sell | 356 | 0.70 | 110.810 | 0.000 | 0.000 | ||
| 1067 | 2005.09.01 06:15 | modify | 356 | 0.70 | 110.810 | 112.110 | 110.410 | ||
| 1068 | 2005.09.01 11:25 | close | 356 | 0.70 | 110.641 | 112.110 | 110.410 | 11830.00 | 1395487.61 |
| 1069 | 2005.09.02 03:15 | sell | 357 | 0.70 | 109.988 | 0.000 | 0.000 | ||
| 1070 | 2005.09.02 03:15 | modify | 357 | 0.70 | 109.988 | 111.288 | 109.588 | ||
| 1071 | 2005.09.02 04:20 | close | 357 | 0.70 | 109.866 | 111.288 | 109.588 | 8540.00 | 1404027.61 |
| 1072 | 2005.09.02 05:55 | sell | 358 | 0.50 | 109.893 | 0.000 | 0.000 | ||
| 1073 | 2005.09.02 05:55 | modify | 358 | 0.50 | 109.893 | 111.493 | 108.593 | ||
| 1074 | 2005.09.02 09:15 | close | 358 | 0.50 | 109.820 | 111.493 | 108.593 | 3650.00 | 1407677.61 |
| 1075 | 2005.09.02 15:20 | sell | 359 | 0.70 | 109.800 | 0.000 | 0.000 | ||
| 1076 | 2005.09.02 15:20 | modify | 359 | 0.70 | 109.800 | 111.100 | 109.400 | ||
| 1077 | 2005.09.02 15:30 | close | 359 | 0.70 | 109.692 | 111.100 | 109.400 | 7560.00 | 1415237.61 |
| 1078 | 2005.09.05 17:40 | sell | 360 | 0.70 | 109.155 | 0.000 | 0.000 | ||
| 1079 | 2005.09.05 17:40 | modify | 360 | 0.70 | 109.155 | 110.455 | 108.755 | ||
| 1080 | 2005.09.06 03:50 | close | 360 | 0.70 | 109.171 | 110.455 | 108.755 | -1968.81 | 1413268.80 |
| 1081 | 2005.09.06 15:25 | buy | 361 | 0.70 | 109.492 | 0.000 | 0.000 | ||
| 1082 | 2005.09.06 15:25 | modify | 361 | 0.70 | 109.492 | 108.192 | 109.892 | ||
| 1083 | 2005.09.06 17:05 | close | 361 | 0.70 | 109.589 | 108.192 | 109.892 | 6790.00 | 1420058.80 |
| 1084 | 2005.09.07 10:05 | buy | 362 | 0.70 | 109.666 | 0.000 | 0.000 | ||
| 1085 | 2005.09.07 10:05 | modify | 362 | 0.70 | 109.666 | 108.366 | 110.066 | ||
| 1086 | 2005.09.07 11:35 | close | 362 | 0.70 | 109.798 | 108.366 | 110.066 | 9240.00 | 1429298.80 |
| 1087 | 2005.09.12 06:10 | sell | 363 | 0.70 | 109.631 | 0.000 | 0.000 | ||
| 1088 | 2005.09.12 06:10 | modify | 363 | 0.70 | 109.631 | 110.931 | 109.231 | ||
| 1089 | 2005.09.12 07:30 | close | 363 | 0.70 | 109.547 | 110.931 | 109.231 | 5880.00 | 1435178.80 |
| 1090 | 2005.09.14 21:25 | sell | 364 | 0.70 | 110.385 | 0.000 | 0.000 | ||
| 1091 | 2005.09.14 21:25 | modify | 364 | 0.70 | 110.385 | 111.685 | 109.985 | ||
| 1092 | 2005.09.15 08:25 | close | 364 | 0.70 | 110.490 | 111.685 | 109.985 | -9924.97 | 1425253.82 |
| 1093 | 2005.09.19 08:00 | buy | 365 | 0.70 | 111.327 | 0.000 | 0.000 | ||
| 1094 | 2005.09.19 08:00 | modify | 365 | 0.70 | 111.327 | 110.027 | 111.727 | ||
| 1095 | 2005.09.19 08:10 | close | 365 | 0.70 | 111.457 | 110.027 | 111.727 | 9100.00 | 1434353.82 |
| 1096 | 2005.09.21 02:50 | buy | 366 | 0.70 | 111.852 | 0.000 | 0.000 | ||
| 1097 | 2005.09.21 02:50 | modify | 366 | 0.70 | 111.852 | 110.552 | 112.252 | ||
| 1098 | 2005.09.21 18:25 | close | 366 | 0.70 | 111.259 | 110.552 | 112.252 | -41510.00 | 1392843.82 |
| 1099 | 2005.09.21 19:25 | sell | 367 | 0.70 | 111.421 | 0.000 | 0.000 | ||
| 1100 | 2005.09.21 19:25 | modify | 367 | 0.70 | 111.421 | 112.721 | 111.021 | ||
| 1101 | 2005.09.21 20:30 | close | 367 | 0.70 | 111.312 | 112.721 | 111.021 | 7630.00 | 1400473.82 |
| 1102 | 2005.09.22 09:05 | buy | 368 | 0.70 | 111.499 | 0.000 | 0.000 | ||
| 1103 | 2005.09.22 09:05 | modify | 368 | 0.70 | 111.499 | 110.199 | 111.899 | ||
| 1104 | 2005.09.22 13:05 | close | 368 | 0.70 | 111.296 | 110.199 | 111.899 | -14210.00 | 1386263.82 |
| 1105 | 2005.09.28 03:40 | buy | 369 | 0.70 | 113.081 | 0.000 | 0.000 | ||
| 1106 | 2005.09.28 03:40 | modify | 369 | 0.70 | 113.081 | 111.781 | 113.481 | ||
| 1107 | 2005.09.28 04:00 | close | 369 | 0.70 | 113.232 | 111.781 | 113.481 | 10570.00 | 1396833.82 |
| 1108 | 2005.10.05 14:50 | sell | 370 | 0.70 | 113.867 | 0.000 | 0.000 | ||
| 1109 | 2005.10.05 14:50 | modify | 370 | 0.70 | 113.867 | 115.167 | 113.467 | ||
| 1110 | 2005.10.05 17:25 | close | 370 | 0.70 | 113.805 | 115.167 | 113.467 | 4340.00 | 1401173.82 |
| 1111 | 2005.10.10 22:45 | buy | 371 | 0.70 | 114.084 | 0.000 | 0.000 | ||
| 1112 | 2005.10.10 22:45 | modify | 371 | 0.70 | 114.084 | 112.784 | 114.484 | ||
| 1113 | 2005.10.11 00:35 | close | 371 | 0.70 | 114.190 | 112.784 | 114.484 | 7914.78 | 1409088.61 |
| 1114 | 2005.10.13 19:40 | buy | 372 | 0.70 | 114.720 | 0.000 | 0.000 | ||
| 1115 | 2005.10.13 19:40 | modify | 372 | 0.70 | 114.720 | 113.420 | 115.120 | ||
| 1116 | 2005.10.13 23:55 | close | 372 | 0.70 | 114.521 | 113.420 | 115.120 | -13930.00 | 1395158.61 |
| 1117 | 2005.10.14 03:15 | sell | 373 | 0.70 | 114.655 | 0.000 | 0.000 | ||
| 1118 | 2005.10.14 03:15 | modify | 373 | 0.70 | 114.655 | 115.955 | 114.255 | ||
| 1119 | 2005.10.14 05:25 | close | 373 | 0.70 | 114.562 | 115.955 | 114.255 | 6510.00 | 1401668.61 |
| 1120 | 2005.10.17 01:10 | sell | 374 | 0.70 | 114.235 | 0.000 | 0.000 | ||
| 1121 | 2005.10.17 01:10 | modify | 374 | 0.70 | 114.235 | 115.535 | 113.835 | ||
| 1122 | 2005.10.17 03:10 | close | 374 | 0.70 | 114.145 | 115.535 | 113.835 | 6300.00 | 1407968.61 |
| 1123 | 2005.10.17 08:30 | sell | 375 | 0.70 | 114.037 | 0.000 | 0.000 | ||
| 1124 | 2005.10.17 08:30 | modify | 375 | 0.70 | 114.037 | 115.337 | 113.637 | ||
| 1125 | 2005.10.18 02:48 | s/l | 375 | 0.70 | 115.346 | 115.337 | 113.637 | -92523.95 | 1315444.66 |
| 1126 | 2005.10.18 18:50 | buy | 376 | 0.70 | 115.678 | 0.000 | 0.000 | ||
| 1127 | 2005.10.18 18:50 | modify | 376 | 0.70 | 115.678 | 114.378 | 116.078 | ||
| 1128 | 2005.10.18 21:40 | close | 376 | 0.70 | 115.754 | 114.378 | 116.078 | 5320.00 | 1320764.66 |
| 1129 | 2005.10.25 02:15 | sell | 377 | 0.70 | 115.554 | 0.000 | 0.000 | ||
| 1130 | 2005.10.25 02:15 | modify | 377 | 0.70 | 115.554 | 116.854 | 115.154 | ||
| 1131 | 2005.10.25 04:10 | close | 377 | 0.70 | 115.422 | 116.854 | 115.154 | 9240.00 | 1330004.66 |
| 1132 | 2005.10.25 22:45 | sell | 378 | 0.70 | 115.052 | 0.000 | 0.000 | ||
| 1133 | 2005.10.25 22:45 | modify | 378 | 0.70 | 115.052 | 116.352 | 114.652 | ||
| 1134 | 2005.10.26 08:40 | close | 378 | 0.70 | 115.066 | 116.352 | 114.652 | -1874.74 | 1328129.92 |
| 1135 | 2005.10.27 05:10 | buy | 379 | 0.70 | 115.683 | 0.000 | 0.000 | ||
| 1136 | 2005.10.27 05:10 | modify | 379 | 0.70 | 115.683 | 114.383 | 116.083 | ||
| 1137 | 2005.10.27 08:55 | close | 379 | 0.70 | 115.493 | 114.383 | 116.083 | -13300.00 | 1314829.92 |
| 1138 | 2005.10.27 18:50 | buy | 380 | 0.50 | 115.148 | 0.000 | 0.000 | ||
| 1139 | 2005.10.27 18:50 | modify | 380 | 0.50 | 115.148 | 113.548 | 116.448 | ||
| 1140 | 2005.10.27 21:25 | close | 380 | 0.50 | 115.435 | 113.548 | 116.448 | 14350.00 | 1329179.92 |
| 1141 | 2005.10.27 21:25 | sell | 381 | 0.70 | 115.439 | 0.000 | 0.000 | ||
| 1142 | 2005.10.27 21:25 | modify | 381 | 0.70 | 115.439 | 116.739 | 115.039 | ||
| 1143 | 2005.10.28 02:05 | close | 381 | 0.70 | 115.307 | 116.739 | 115.039 | 8342.14 | 1337522.06 |
| 1144 | 2005.10.31 08:05 | buy | 382 | 0.70 | 115.566 | 0.000 | 0.000 | ||
| 1145 | 2005.10.31 08:05 | modify | 382 | 0.70 | 115.566 | 114.266 | 115.966 | ||
| 1146 | 2005.10.31 09:05 | close | 382 | 0.70 | 115.688 | 114.266 | 115.966 | 8540.00 | 1346062.06 |
| 1147 | 2005.11.04 15:45 | buy | 383 | 0.70 | 117.476 | 0.000 | 0.000 | ||
| 1148 | 2005.11.04 15:45 | modify | 383 | 0.70 | 117.476 | 116.176 | 117.876 | ||
| 1149 | 2005.11.04 16:30 | close | 383 | 0.70 | 117.590 | 116.176 | 117.876 | 7980.00 | 1354042.06 |
| 1150 | 2005.11.07 02:10 | buy | 384 | 0.70 | 118.120 | 0.000 | 0.000 | ||
| 1151 | 2005.11.07 02:10 | modify | 384 | 0.70 | 118.120 | 116.820 | 118.520 | ||
| 1152 | 2005.11.07 02:30 | close | 384 | 0.70 | 118.239 | 116.820 | 118.520 | 8330.00 | 1362372.06 |
| 1153 | 2005.11.07 03:00 | buy | 385 | 0.70 | 118.039 | 0.000 | 0.000 | ||
| 1154 | 2005.11.07 03:00 | modify | 385 | 0.70 | 118.039 | 116.739 | 118.439 | ||
| 1155 | 2005.11.07 06:35 | close | 385 | 0.70 | 117.845 | 116.739 | 118.439 | -13580.00 | 1348792.06 |
| 1156 | 2005.11.08 00:10 | sell | 386 | 0.70 | 117.728 | 0.000 | 0.000 | ||
| 1157 | 2005.11.08 00:10 | modify | 386 | 0.70 | 117.728 | 119.028 | 117.328 | ||
| 1158 | 2005.11.08 01:10 | close | 386 | 0.70 | 117.622 | 119.028 | 117.328 | 7420.00 | 1356212.06 |
| 1159 | 2005.11.09 00:50 | sell | 387 | 0.70 | 117.324 | 0.000 | 0.000 | ||
| 1160 | 2005.11.09 00:50 | modify | 387 | 0.70 | 117.324 | 118.624 | 116.924 | ||
| 1161 | 2005.11.09 03:10 | close | 387 | 0.70 | 117.209 | 118.624 | 116.924 | 8050.00 | 1364262.06 |
| 1162 | 2005.11.11 01:25 | buy | 388 | 0.70 | 117.984 | 0.000 | 0.000 | ||
| 1163 | 2005.11.11 01:25 | modify | 388 | 0.70 | 117.984 | 116.684 | 118.384 | ||
| 1164 | 2005.11.11 09:40 | close | 388 | 0.70 | 117.828 | 116.684 | 118.384 | -10920.00 | 1353342.06 |
| 1165 | 2005.11.14 20:10 | buy | 389 | 0.70 | 118.678 | 0.000 | 0.000 | ||
| 1166 | 2005.11.14 20:10 | modify | 389 | 0.70 | 118.678 | 117.378 | 119.078 | ||
| 1167 | 2005.11.14 21:00 | close | 389 | 0.70 | 118.779 | 117.378 | 119.078 | 7070.00 | 1360412.06 |
| 1168 | 2005.11.17 23:55 | sell | 390 | 0.70 | 118.809 | 0.000 | 0.000 | ||
| 1169 | 2005.11.17 23:55 | modify | 390 | 0.70 | 118.809 | 120.109 | 118.409 | ||
| 1170 | 2005.11.18 12:15 | close | 390 | 0.70 | 119.197 | 120.109 | 118.409 | -28084.05 | 1332328.01 |
| 1171 | 2005.11.23 02:25 | sell | 391 | 0.70 | 118.938 | 0.000 | 0.000 | ||
| 1172 | 2005.11.23 02:25 | modify | 391 | 0.70 | 118.938 | 120.238 | 118.538 | ||
| 1173 | 2005.11.23 03:35 | close | 391 | 0.70 | 118.818 | 120.238 | 118.538 | 8400.00 | 1340728.01 |
| 1174 | 2005.11.25 22:15 | buy | 392 | 0.70 | 119.565 | 0.000 | 0.000 | ||
| 1175 | 2005.11.25 22:15 | modify | 392 | 0.70 | 119.565 | 118.265 | 119.965 | ||
| 1176 | 2005.11.28 00:00 | close | 392 | 0.70 | 119.674 | 118.265 | 119.965 | 8148.95 | 1348876.96 |
| 1177 | 2005.11.30 03:05 | buy | 393 | 0.70 | 119.588 | 0.000 | 0.000 | ||
| 1178 | 2005.11.30 03:05 | modify | 393 | 0.70 | 119.588 | 118.288 | 119.988 | ||
| 1179 | 2005.11.30 10:35 | close | 393 | 0.70 | 119.558 | 118.288 | 119.988 | -2100.00 | 1346776.96 |
| 1180 | 2005.12.02 01:55 | buy | 394 | 0.70 | 120.403 | 0.000 | 0.000 | ||
| 1181 | 2005.12.02 01:55 | modify | 394 | 0.70 | 120.403 | 119.103 | 120.803 | ||
| 1182 | 2005.12.02 02:55 | close | 394 | 0.70 | 120.587 | 119.103 | 120.803 | 12880.00 | 1359656.96 |
| 1183 | 2005.12.05 11:00 | buy | 395 | 0.70 | 121.131 | 0.000 | 0.000 | ||
| 1184 | 2005.12.05 11:00 | modify | 395 | 0.70 | 121.131 | 119.831 | 121.531 | ||
| 1185 | 2005.12.06 00:45 | close | 395 | 0.70 | 120.892 | 119.831 | 121.531 | -16206.15 | 1343450.81 |
| 1186 | 2005.12.06 01:00 | sell | 396 | 0.70 | 120.904 | 0.000 | 0.000 | ||
| 1187 | 2005.12.06 01:00 | modify | 396 | 0.70 | 120.904 | 122.204 | 120.504 | ||
| 1188 | 2005.12.06 07:40 | close | 396 | 0.70 | 120.923 | 122.204 | 120.504 | -1330.00 | 1342120.81 |
| 1189 | 2005.12.08 15:05 | sell | 397 | 0.70 | 120.595 | 0.000 | 0.000 | ||
| 1190 | 2005.12.08 15:05 | modify | 397 | 0.70 | 120.595 | 121.895 | 120.195 | ||
| 1191 | 2005.12.08 17:20 | close | 397 | 0.70 | 120.466 | 121.895 | 120.195 | 9030.00 | 1351150.81 |
| 1192 | 2005.12.13 01:55 | sell | 398 | 0.70 | 119.951 | 0.000 | 0.000 | ||
| 1193 | 2005.12.13 01:55 | modify | 398 | 0.70 | 119.951 | 121.251 | 119.551 | ||
| 1194 | 2005.12.13 03:15 | close | 398 | 0.70 | 119.818 | 121.251 | 119.551 | 9310.00 | 1360460.81 |
| 1195 | 2005.12.13 08:35 | sell | 399 | 0.70 | 119.875 | 0.000 | 0.000 | ||
| 1196 | 2005.12.13 08:35 | modify | 399 | 0.70 | 119.875 | 121.175 | 119.475 | ||
| 1197 | 2005.12.13 17:00 | close | 399 | 0.70 | 120.112 | 121.175 | 119.475 | -16590.00 | 1343870.81 |
| 1198 | 2005.12.13 17:20 | buy | 400 | 0.70 | 120.046 | 0.000 | 0.000 | ||
| 1199 | 2005.12.13 17:20 | modify | 400 | 0.70 | 120.046 | 118.746 | 120.446 | ||
| 1200 | 2005.12.13 20:30 | close | 400 | 0.70 | 120.123 | 118.746 | 120.446 | 5390.00 | 1349260.81 |