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 |
| 11851 | 2017.12.15 07:55 | close | 3949 | 0.70 | 112.253 | 113.664 | 111.964 | 7770.00 | 10452895.33 |
| 11852 | 2017.12.18 21:35 | sell | 3950 | 0.70 | 112.573 | 0.000 | 0.000 | ||
| 11853 | 2017.12.18 21:35 | modify | 3950 | 0.70 | 112.573 | 113.873 | 112.173 | ||
| 11854 | 2017.12.19 07:20 | close | 3950 | 0.70 | 112.605 | 113.873 | 112.173 | -3115.34 | 10449779.99 |
| 11855 | 2017.12.21 01:40 | buy | 3951 | 0.70 | 113.308 | 0.000 | 0.000 | ||
| 11856 | 2017.12.21 01:40 | modify | 3951 | 0.70 | 113.308 | 112.008 | 113.708 | ||
| 11857 | 2017.12.21 04:55 | close | 3951 | 0.70 | 113.419 | 112.008 | 113.708 | 7770.00 | 10457549.99 |
| 11858 | 2017.12.28 17:10 | sell | 3952 | 0.70 | 112.925 | 0.000 | 0.000 | ||
| 11859 | 2017.12.28 17:10 | modify | 3952 | 0.70 | 112.925 | 114.225 | 112.525 | ||
| 11860 | 2017.12.29 03:05 | close | 3952 | 0.70 | 112.876 | 114.225 | 112.525 | 2552.08 | 10460102.07 |
| 11861 | 2018.01.05 15:40 | buy | 3953 | 0.70 | 113.078 | 0.000 | 0.000 | ||
| 11862 | 2018.01.05 15:40 | modify | 3953 | 0.70 | 113.078 | 111.778 | 113.478 | ||
| 11863 | 2018.01.05 16:00 | close | 3953 | 0.70 | 113.209 | 111.778 | 113.478 | 9170.00 | 10469272.07 |
| 11864 | 2018.01.05 23:20 | buy | 3954 | 0.70 | 113.098 | 0.000 | 0.000 | ||
| 11865 | 2018.01.05 23:20 | modify | 3954 | 0.70 | 113.098 | 111.798 | 113.498 | ||
| 11866 | 2018.01.08 04:35 | close | 3954 | 0.70 | 113.164 | 111.798 | 113.498 | 5110.60 | 10474382.66 |
| 11867 | 2018.01.09 09:10 | sell | 3955 | 0.70 | 112.763 | 0.000 | 0.000 | ||
| 11868 | 2018.01.09 09:10 | modify | 3955 | 0.70 | 112.763 | 114.063 | 112.363 | ||
| 11869 | 2018.01.09 12:15 | close | 3955 | 0.70 | 112.835 | 114.063 | 112.363 | -5040.00 | 10469342.66 |
| 11870 | 2018.01.16 00:05 | sell | 3956 | 0.70 | 110.544 | 0.000 | 0.000 | ||
| 11871 | 2018.01.16 00:05 | modify | 3956 | 0.70 | 110.544 | 111.844 | 110.144 | ||
| 11872 | 2018.01.16 07:05 | close | 3956 | 0.70 | 110.843 | 111.844 | 110.144 | -20930.00 | 10448412.66 |
| 11873 | 2018.01.16 08:40 | buy | 3957 | 0.70 | 110.759 | 0.000 | 0.000 | ||
| 11874 | 2018.01.16 08:40 | modify | 3957 | 0.70 | 110.759 | 109.459 | 111.159 | ||
| 11875 | 2018.01.16 15:20 | close | 3957 | 0.70 | 110.787 | 109.459 | 111.159 | 1960.00 | 10450372.66 |
| 11876 | 2018.01.18 07:20 | buy | 3958 | 0.70 | 111.265 | 0.000 | 0.000 | ||
| 11877 | 2018.01.18 07:20 | modify | 3958 | 0.70 | 111.265 | 109.965 | 111.665 | ||
| 11878 | 2018.01.18 12:10 | close | 3958 | 0.70 | 111.332 | 109.965 | 111.665 | 4690.00 | 10455062.66 |
| 11879 | 2018.01.25 01:40 | sell | 3959 | 0.70 | 109.280 | 0.000 | 0.000 | ||
| 11880 | 2018.01.25 01:40 | modify | 3959 | 0.70 | 109.280 | 110.580 | 108.880 | ||
| 11881 | 2018.01.25 04:00 | close | 3959 | 0.70 | 109.220 | 110.580 | 108.880 | 4200.00 | 10459262.66 |
| 11882 | 2018.01.26 01:50 | sell | 3960 | 0.50 | 109.667 | 0.000 | 0.000 | ||
| 11883 | 2018.01.26 01:50 | modify | 3960 | 0.50 | 109.667 | 111.267 | 108.367 | ||
| 11884 | 2018.01.26 03:15 | buy | 3961 | 0.50 | 109.567 | 0.000 | 0.000 | ||
| 11885 | 2018.01.26 03:15 | modify | 3961 | 0.50 | 109.567 | 107.967 | 110.867 | ||
| 11886 | 2018.01.26 03:55 | close | 3960 | 0.50 | 109.405 | 111.267 | 108.367 | 13100.00 | 10472362.66 |
| 11887 | 2018.01.26 07:35 | close | 3961 | 0.50 | 109.497 | 107.967 | 110.867 | -3500.00 | 10468862.66 |
| 11888 | 2018.01.26 07:35 | sell | 3962 | 0.50 | 109.499 | 0.000 | 0.000 | ||
| 11889 | 2018.01.26 07:35 | modify | 3962 | 0.50 | 109.499 | 111.099 | 108.199 | ||
| 11890 | 2018.01.26 08:05 | close | 3962 | 0.50 | 109.290 | 111.099 | 108.199 | 10450.00 | 10479312.66 |
| 11891 | 2018.01.26 21:25 | sell | 3963 | 0.70 | 109.031 | 0.000 | 0.000 | ||
| 11892 | 2018.01.26 21:25 | modify | 3963 | 0.70 | 109.031 | 110.331 | 108.631 | ||
| 11893 | 2018.01.26 21:30 | close | 3963 | 0.70 | 108.767 | 110.331 | 108.631 | 18480.00 | 10497792.66 |
| 11894 | 2018.01.29 03:15 | sell | 3964 | 0.70 | 108.815 | 0.000 | 0.000 | ||
| 11895 | 2018.01.29 03:15 | modify | 3964 | 0.70 | 108.815 | 110.115 | 108.415 | ||
| 11896 | 2018.01.29 05:35 | close | 3964 | 0.70 | 108.729 | 110.115 | 108.415 | 6020.00 | 10503812.66 |
| 11897 | 2018.01.29 21:35 | buy | 3965 | 0.70 | 108.924 | 0.000 | 0.000 | ||
| 11898 | 2018.01.29 21:35 | modify | 3965 | 0.70 | 108.924 | 107.624 | 109.324 | ||
| 11899 | 2018.01.30 02:45 | close | 3965 | 0.70 | 109.046 | 107.624 | 109.324 | 9012.45 | 10512825.11 |
| 11900 | 2018.02.01 15:45 | buy | 3966 | 0.70 | 109.460 | 0.000 | 0.000 | ||
| 11901 | 2018.02.01 15:45 | modify | 3966 | 0.70 | 109.460 | 108.160 | 109.860 | ||
| 11902 | 2018.02.01 18:50 | close | 3966 | 0.70 | 109.517 | 108.160 | 109.860 | 3990.00 | 10516815.11 |
| 11903 | 2018.02.02 19:25 | buy | 3967 | 0.70 | 110.233 | 0.000 | 0.000 | ||
| 11904 | 2018.02.02 19:25 | modify | 3967 | 0.70 | 110.233 | 108.933 | 110.633 | ||
| 11905 | 2018.02.02 21:25 | close | 3967 | 0.70 | 110.319 | 108.933 | 110.633 | 6020.00 | 10522835.11 |
| 11906 | 2018.02.05 01:25 | buy | 3968 | 0.70 | 110.049 | 0.000 | 0.000 | ||
| 11907 | 2018.02.05 01:25 | modify | 3968 | 0.70 | 110.049 | 108.749 | 110.449 | ||
| 11908 | 2018.02.05 02:05 | close | 3968 | 0.70 | 110.151 | 108.749 | 110.449 | 7140.00 | 10529975.11 |
| 11909 | 2018.02.05 16:40 | sell | 3969 | 0.70 | 109.957 | 0.000 | 0.000 | ||
| 11910 | 2018.02.05 16:40 | modify | 3969 | 0.70 | 109.957 | 111.257 | 109.557 | ||
| 11911 | 2018.02.05 20:05 | close | 3969 | 0.70 | 109.925 | 111.257 | 109.557 | 2240.00 | 10532215.11 |
| 11912 | 2018.02.06 10:40 | sell | 3970 | 0.70 | 109.286 | 0.000 | 0.000 | ||
| 11913 | 2018.02.06 10:40 | modify | 3970 | 0.70 | 109.286 | 110.586 | 108.886 | ||
| 11914 | 2018.02.06 11:15 | close | 3970 | 0.70 | 109.152 | 110.586 | 108.886 | 9380.00 | 10541595.11 |
| 11915 | 2018.02.06 14:55 | sell | 3971 | 0.50 | 109.219 | 0.000 | 0.000 | ||
| 11916 | 2018.02.06 14:55 | modify | 3971 | 0.50 | 109.219 | 110.819 | 107.919 | ||
| 11917 | 2018.02.06 18:25 | close | 3971 | 0.50 | 109.165 | 110.819 | 107.919 | 2700.00 | 10544295.11 |
| 11918 | 2018.02.07 02:20 | buy | 3972 | 0.70 | 109.405 | 0.000 | 0.000 | ||
| 11919 | 2018.02.07 02:20 | modify | 3972 | 0.70 | 109.405 | 108.105 | 109.805 | ||
| 11920 | 2018.02.07 13:35 | close | 3972 | 0.70 | 109.193 | 108.105 | 109.805 | -14840.00 | 10529455.11 |
| 11921 | 2018.02.09 03:20 | sell | 3973 | 0.70 | 108.979 | 0.000 | 0.000 | ||
| 11922 | 2018.02.09 03:20 | modify | 3973 | 0.70 | 108.979 | 110.279 | 108.579 | ||
| 11923 | 2018.02.09 03:35 | close | 3973 | 0.70 | 108.865 | 110.279 | 108.579 | 7980.00 | 10537435.11 |
| 11924 | 2018.02.14 09:35 | sell | 3974 | 0.70 | 107.390 | 0.000 | 0.000 | ||
| 11925 | 2018.02.14 09:35 | modify | 3974 | 0.70 | 107.390 | 108.690 | 106.990 | ||
| 11926 | 2018.02.14 14:35 | close | 3974 | 0.70 | 107.328 | 108.690 | 106.990 | 4340.00 | 10541775.11 |
| 11927 | 2018.02.14 15:35 | sell | 3975 | 0.50 | 107.485 | 0.000 | 0.000 | ||
| 11928 | 2018.02.14 15:35 | modify | 3975 | 0.50 | 107.485 | 109.085 | 106.185 | ||
| 11929 | 2018.02.14 15:45 | close | 3975 | 0.50 | 107.127 | 109.085 | 106.185 | 17900.00 | 10559675.11 |
| 11930 | 2018.02.14 19:05 | sell | 3976 | 0.50 | 107.093 | 0.000 | 0.000 | ||
| 11931 | 2018.02.14 19:05 | modify | 3976 | 0.50 | 107.093 | 108.693 | 105.793 | ||
| 11932 | 2018.02.15 01:10 | close | 3976 | 0.50 | 106.835 | 108.693 | 105.793 | 11116.48 | 10570791.60 |
| 11933 | 2018.02.15 13:20 | sell | 3977 | 0.70 | 106.639 | 0.000 | 0.000 | ||
| 11934 | 2018.02.15 13:20 | modify | 3977 | 0.70 | 106.639 | 107.939 | 106.239 | ||
| 11935 | 2018.02.15 15:10 | close | 3977 | 0.70 | 106.536 | 107.939 | 106.239 | 7210.00 | 10578001.60 |
| 11936 | 2018.02.16 09:55 | sell | 3978 | 0.70 | 105.973 | 0.000 | 0.000 | ||
| 11937 | 2018.02.16 09:55 | modify | 3978 | 0.70 | 105.973 | 107.273 | 105.573 | ||
| 11938 | 2018.02.16 10:15 | close | 3978 | 0.70 | 105.772 | 107.273 | 105.573 | 14070.00 | 10592071.60 |
| 11939 | 2018.02.16 12:30 | sell | 3979 | 0.70 | 106.085 | 0.000 | 0.000 | ||
| 11940 | 2018.02.16 12:30 | modify | 3979 | 0.70 | 106.085 | 107.385 | 105.685 | ||
| 11941 | 2018.02.16 12:45 | close | 3979 | 0.70 | 105.976 | 107.385 | 105.685 | 7630.00 | 10599701.60 |
| 11942 | 2018.02.19 13:50 | buy | 3980 | 0.70 | 106.476 | 0.000 | 0.000 | ||
| 11943 | 2018.02.19 13:50 | modify | 3980 | 0.70 | 106.476 | 105.176 | 106.876 | ||
| 11944 | 2018.02.19 15:30 | close | 3980 | 0.70 | 106.600 | 105.176 | 106.876 | 8680.00 | 10608381.60 |
| 11945 | 2018.02.23 02:00 | sell | 3981 | 0.70 | 106.841 | 0.000 | 0.000 | ||
| 11946 | 2018.02.23 02:00 | modify | 3981 | 0.70 | 106.841 | 108.141 | 106.441 | ||
| 11947 | 2018.02.23 10:05 | close | 3981 | 0.70 | 106.930 | 108.141 | 106.441 | -6230.00 | 10602151.60 |
| 11948 | 2018.02.23 21:55 | sell | 3982 | 0.70 | 106.723 | 0.000 | 0.000 | ||
| 11949 | 2018.02.23 21:55 | modify | 3982 | 0.70 | 106.723 | 108.023 | 106.323 | ||
| 11950 | 2018.02.26 02:45 | close | 3982 | 0.70 | 106.900 | 108.023 | 106.323 | -13223.73 | 10588927.86 |
| 11951 | 2018.02.28 03:15 | buy | 3983 | 0.70 | 107.200 | 0.000 | 0.000 | ||
| 11952 | 2018.02.28 03:15 | modify | 3983 | 0.70 | 107.200 | 105.900 | 107.600 | ||
| 11953 | 2018.02.28 05:00 | close | 3983 | 0.70 | 107.323 | 105.900 | 107.600 | 8610.00 | 10597537.86 |
| 11954 | 2018.03.01 06:25 | sell | 3984 | 0.70 | 106.849 | 0.000 | 0.000 | ||
| 11955 | 2018.03.01 06:25 | modify | 3984 | 0.70 | 106.849 | 108.149 | 106.449 | ||
| 11956 | 2018.03.01 11:05 | close | 3984 | 0.70 | 106.742 | 108.149 | 106.449 | 7490.00 | 10605027.86 |
| 11957 | 2018.03.06 07:05 | buy | 3985 | 0.70 | 106.271 | 0.000 | 0.000 | ||
| 11958 | 2018.03.06 07:05 | modify | 3985 | 0.70 | 106.271 | 104.971 | 106.671 | ||
| 11959 | 2018.03.06 13:10 | close | 3985 | 0.70 | 106.105 | 104.971 | 106.671 | -11620.00 | 10593407.86 |
| 11960 | 2018.03.09 18:55 | buy | 3986 | 0.70 | 106.757 | 0.000 | 0.000 | ||
| 11961 | 2018.03.09 18:55 | modify | 3986 | 0.70 | 106.757 | 105.457 | 107.157 | ||
| 11962 | 2018.03.09 21:05 | close | 3986 | 0.70 | 106.852 | 105.457 | 107.157 | 6650.00 | 10600057.86 |
| 11963 | 2018.03.13 06:30 | sell | 3987 | 0.70 | 106.486 | 0.000 | 0.000 | ||
| 11964 | 2018.03.13 06:30 | modify | 3987 | 0.70 | 106.486 | 107.786 | 106.086 | ||
| 11965 | 2018.03.13 15:35 | close | 3987 | 0.70 | 107.088 | 107.786 | 106.086 | -42140.00 | 10557917.86 |
| 11966 | 2018.03.13 15:45 | buy | 3988 | 0.70 | 106.823 | 0.000 | 0.000 | ||
| 11967 | 2018.03.13 15:45 | modify | 3988 | 0.70 | 106.823 | 105.523 | 107.223 | ||
| 11968 | 2018.03.13 16:00 | close | 3988 | 0.70 | 106.956 | 105.523 | 107.223 | 9310.00 | 10567227.86 |
| 11969 | 2018.03.14 03:05 | sell | 3989 | 0.70 | 106.632 | 0.000 | 0.000 | ||
| 11970 | 2018.03.14 03:05 | modify | 3989 | 0.70 | 106.632 | 107.932 | 106.232 | ||
| 11971 | 2018.03.14 04:35 | buy | 3990 | 0.50 | 106.584 | 0.000 | 0.000 | ||
| 11972 | 2018.03.14 04:35 | modify | 3990 | 0.50 | 106.584 | 104.984 | 107.884 | ||
| 11973 | 2018.03.14 04:55 | close | 3989 | 0.70 | 106.515 | 107.932 | 106.232 | 8190.00 | 10575417.86 |
| 11974 | 2018.03.14 09:25 | close | 3990 | 0.50 | 106.552 | 104.984 | 107.884 | -1600.00 | 10573817.86 |
| 11975 | 2018.03.16 16:10 | sell | 3991 | 0.70 | 105.847 | 0.000 | 0.000 | ||
| 11976 | 2018.03.16 16:10 | modify | 3991 | 0.70 | 105.847 | 107.147 | 105.447 | ||
| 11977 | 2018.03.19 00:00 | close | 3991 | 0.70 | 105.923 | 107.147 | 105.447 | -6143.81 | 10567674.05 |
| 11978 | 2018.03.19 10:50 | sell | 3992 | 0.70 | 105.888 | 0.000 | 0.000 | ||
| 11979 | 2018.03.19 10:50 | modify | 3992 | 0.70 | 105.888 | 107.188 | 105.488 | ||
| 11980 | 2018.03.19 18:45 | close | 3992 | 0.70 | 105.861 | 107.188 | 105.488 | 1890.00 | 10569564.05 |
| 11981 | 2018.03.20 12:10 | buy | 3993 | 0.70 | 106.148 | 0.000 | 0.000 | ||
| 11982 | 2018.03.20 12:10 | modify | 3993 | 0.70 | 106.148 | 104.848 | 106.548 | ||
| 11983 | 2018.03.20 12:30 | close | 3993 | 0.70 | 106.257 | 104.848 | 106.548 | 7630.00 | 10577194.05 |
| 11984 | 2018.03.22 08:05 | sell | 3994 | 0.70 | 105.818 | 0.000 | 0.000 | ||
| 11985 | 2018.03.22 08:05 | modify | 3994 | 0.70 | 105.818 | 107.118 | 105.418 | ||
| 11986 | 2018.03.22 10:35 | close | 3994 | 0.70 | 105.772 | 107.118 | 105.418 | 3220.00 | 10580414.05 |
| 11987 | 2018.03.22 19:30 | sell | 3995 | 0.70 | 105.731 | 0.000 | 0.000 | ||
| 11988 | 2018.03.22 19:30 | modify | 3995 | 0.70 | 105.731 | 107.031 | 105.331 | ||
| 11989 | 2018.03.22 20:00 | close | 3995 | 0.70 | 105.627 | 107.031 | 105.331 | 7280.00 | 10587694.05 |
| 11990 | 2018.03.23 11:00 | sell | 3996 | 0.70 | 105.026 | 0.000 | 0.000 | ||
| 11991 | 2018.03.23 11:00 | modify | 3996 | 0.70 | 105.026 | 106.326 | 104.626 | ||
| 11992 | 2018.03.23 11:45 | close | 3996 | 0.70 | 104.930 | 106.326 | 104.626 | 6720.00 | 10594414.05 |
| 11993 | 2018.03.23 14:20 | sell | 3997 | 0.70 | 105.071 | 0.000 | 0.000 | ||
| 11994 | 2018.03.23 14:20 | modify | 3997 | 0.70 | 105.071 | 106.371 | 104.671 | ||
| 11995 | 2018.03.23 14:45 | close | 3997 | 0.70 | 104.958 | 106.371 | 104.671 | 7910.00 | 10602324.05 |
| 11996 | 2018.03.27 10:50 | buy | 3998 | 0.70 | 105.484 | 0.000 | 0.000 | ||
| 11997 | 2018.03.27 10:50 | modify | 3998 | 0.70 | 105.484 | 104.184 | 105.884 | ||
| 11998 | 2018.03.27 12:10 | close | 3998 | 0.70 | 105.615 | 104.184 | 105.884 | 9170.00 | 10611494.05 |
| 11999 | 2018.03.28 02:50 | sell | 3999 | 0.70 | 105.492 | 0.000 | 0.000 | ||
| 12000 | 2018.03.28 02:50 | modify | 3999 | 0.70 | 105.492 | 106.792 | 105.092 | ||