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 |
| 12001 | 2018.03.28 06:20 | close | 3999 | 0.70 | 105.481 | 106.792 | 105.092 | 770.00 | 10612264.05 |
| 12002 | 2018.03.29 05:15 | buy | 4000 | 0.70 | 106.589 | 0.000 | 0.000 | ||
| 12003 | 2018.03.29 05:15 | modify | 4000 | 0.70 | 106.589 | 105.289 | 106.989 | ||
| 12004 | 2018.03.29 08:05 | buy | 4001 | 0.40 | 106.475 | 0.000 | 0.000 | ||
| 12005 | 2018.03.29 08:05 | modify | 4001 | 0.40 | 106.475 | 104.125 | 107.525 | ||
| 12006 | 2018.03.29 09:15 | close | 4000 | 0.70 | 106.580 | 105.289 | 106.989 | -630.00 | 10611634.05 |
| 12007 | 2018.03.29 21:45 | sell | 4002 | 0.70 | 106.530 | 0.000 | 0.000 | ||
| 12008 | 2018.03.29 21:45 | modify | 4002 | 0.70 | 106.530 | 107.830 | 106.130 | ||
| 12009 | 2018.03.29 23:00 | close | 4002 | 0.70 | 106.415 | 107.830 | 106.130 | 8050.00 | 10619684.05 |
| 12010 | 2018.03.30 06:50 | sell | 4003 | 0.70 | 106.368 | 0.000 | 0.000 | ||
| 12011 | 2018.03.30 06:50 | modify | 4003 | 0.70 | 106.368 | 107.668 | 105.968 | ||
| 12012 | 2018.03.30 08:10 | close | 4003 | 0.70 | 106.233 | 107.668 | 105.968 | 9450.00 | 10629134.05 |
| 12013 | 2018.03.30 21:45 | close | 4001 | 0.40 | 106.231 | 104.125 | 107.525 | -9496.28 | 10619637.77 |
| 12014 | 2018.04.04 01:25 | buy | 4004 | 0.70 | 106.531 | 0.000 | 0.000 | ||
| 12015 | 2018.04.04 01:25 | modify | 4004 | 0.70 | 106.531 | 105.231 | 106.931 | ||
| 12016 | 2018.04.04 09:45 | close | 4004 | 0.70 | 106.640 | 105.231 | 106.931 | 7630.00 | 10627267.77 |
| 12017 | 2018.04.06 01:50 | buy | 4005 | 0.70 | 107.272 | 0.000 | 0.000 | ||
| 12018 | 2018.04.06 01:50 | modify | 4005 | 0.70 | 107.272 | 105.972 | 107.672 | ||
| 12019 | 2018.04.06 05:20 | close | 4005 | 0.70 | 107.234 | 105.972 | 107.672 | -2660.00 | 10624607.77 |
| 12020 | 2018.04.09 01:15 | sell | 4006 | 0.70 | 107.022 | 0.000 | 0.000 | ||
| 12021 | 2018.04.09 01:15 | modify | 4006 | 0.70 | 107.022 | 108.322 | 106.622 | ||
| 12022 | 2018.04.09 02:00 | close | 4006 | 0.70 | 106.900 | 108.322 | 106.622 | 8540.00 | 10633147.77 |
| 12023 | 2018.04.09 06:35 | sell | 4007 | 0.70 | 107.041 | 0.000 | 0.000 | ||
| 12024 | 2018.04.09 06:35 | modify | 4007 | 0.70 | 107.041 | 108.341 | 106.641 | ||
| 12025 | 2018.04.09 08:35 | close | 4007 | 0.70 | 106.977 | 108.341 | 106.641 | 4480.00 | 10637627.77 |
| 12026 | 2018.04.11 02:55 | buy | 4008 | 0.70 | 107.109 | 0.000 | 0.000 | ||
| 12027 | 2018.04.11 02:55 | modify | 4008 | 0.70 | 107.109 | 105.809 | 107.509 | ||
| 12028 | 2018.04.11 16:25 | close | 4008 | 0.70 | 106.926 | 105.809 | 107.509 | -12810.00 | 10624817.77 |
| 12029 | 2018.04.13 17:10 | buy | 4009 | 0.70 | 107.538 | 0.000 | 0.000 | ||
| 12030 | 2018.04.13 17:10 | modify | 4009 | 0.70 | 107.538 | 106.238 | 107.938 | ||
| 12031 | 2018.04.16 00:05 | close | 4009 | 0.70 | 107.459 | 106.238 | 107.938 | -5063.78 | 10619753.99 |
| 12032 | 2018.04.24 19:20 | buy | 4010 | 0.70 | 108.866 | 0.000 | 0.000 | ||
| 12033 | 2018.04.24 19:20 | modify | 4010 | 0.70 | 108.866 | 107.566 | 109.266 | ||
| 12034 | 2018.04.24 23:35 | close | 4010 | 0.70 | 108.799 | 107.566 | 109.266 | -4690.00 | 10615063.99 |
| 12035 | 2018.04.26 03:15 | buy | 4011 | 0.70 | 109.305 | 0.000 | 0.000 | ||
| 12036 | 2018.04.26 03:15 | modify | 4011 | 0.70 | 109.305 | 108.005 | 109.705 | ||
| 12037 | 2018.04.26 04:00 | close | 4011 | 0.70 | 109.415 | 108.005 | 109.705 | 7700.00 | 10622763.99 |
| 12038 | 2018.05.02 03:15 | buy | 4012 | 0.70 | 109.735 | 0.000 | 0.000 | ||
| 12039 | 2018.05.02 03:15 | modify | 4012 | 0.70 | 109.735 | 108.435 | 110.135 | ||
| 12040 | 2018.05.02 03:50 | close | 4012 | 0.70 | 109.852 | 108.435 | 110.135 | 8190.00 | 10630953.99 |
| 12041 | 2018.05.04 08:00 | sell | 4013 | 0.70 | 109.106 | 0.000 | 0.000 | ||
| 12042 | 2018.05.04 08:00 | modify | 4013 | 0.70 | 109.106 | 110.406 | 108.706 | ||
| 12043 | 2018.05.04 10:25 | close | 4013 | 0.70 | 109.037 | 110.406 | 108.706 | 4830.00 | 10635783.99 |
| 12044 | 2018.05.10 04:40 | buy | 4014 | 0.70 | 109.666 | 0.000 | 0.000 | ||
| 12045 | 2018.05.10 04:40 | modify | 4014 | 0.70 | 109.666 | 108.366 | 110.066 | ||
| 12046 | 2018.05.10 08:25 | close | 4014 | 0.70 | 109.755 | 108.366 | 110.066 | 6230.00 | 10642013.99 |
| 12047 | 2018.05.16 02:10 | buy | 4015 | 0.70 | 110.227 | 0.000 | 0.000 | ||
| 12048 | 2018.05.16 02:10 | modify | 4015 | 0.70 | 110.227 | 108.927 | 110.627 | ||
| 12049 | 2018.05.16 04:00 | close | 4015 | 0.70 | 110.328 | 108.927 | 110.627 | 7070.00 | 10649083.99 |
| 12050 | 2018.05.18 08:30 | buy | 4016 | 0.70 | 110.852 | 0.000 | 0.000 | ||
| 12051 | 2018.05.18 08:30 | modify | 4016 | 0.70 | 110.852 | 109.552 | 111.252 | ||
| 12052 | 2018.05.18 11:05 | close | 4016 | 0.70 | 110.923 | 109.552 | 111.252 | 4970.00 | 10654053.99 |
| 12053 | 2018.05.21 16:40 | buy | 4017 | 0.70 | 111.164 | 0.000 | 0.000 | ||
| 12054 | 2018.05.21 16:40 | modify | 4017 | 0.70 | 111.164 | 109.864 | 111.564 | ||
| 12055 | 2018.05.21 21:10 | close | 4017 | 0.70 | 111.118 | 109.864 | 111.564 | -3220.00 | 10650833.99 |
| 12056 | 2018.05.23 15:35 | sell | 4018 | 0.70 | 109.948 | 0.000 | 0.000 | ||
| 12057 | 2018.05.23 15:35 | modify | 4018 | 0.70 | 109.948 | 111.248 | 109.548 | ||
| 12058 | 2018.05.23 17:50 | close | 4018 | 0.70 | 109.939 | 111.248 | 109.548 | 630.00 | 10651463.99 |
| 12059 | 2018.05.23 20:40 | sell | 4019 | 0.70 | 110.291 | 0.000 | 0.000 | ||
| 12060 | 2018.05.23 20:40 | modify | 4019 | 0.70 | 110.291 | 111.591 | 109.891 | ||
| 12061 | 2018.05.23 21:25 | close | 4019 | 0.70 | 110.190 | 111.591 | 109.891 | 7070.00 | 10658533.99 |
| 12062 | 2018.05.24 11:25 | sell | 4020 | 0.50 | 109.688 | 0.000 | 0.000 | ||
| 12063 | 2018.05.24 11:25 | modify | 4020 | 0.50 | 109.688 | 111.288 | 108.388 | ||
| 12064 | 2018.05.24 15:05 | close | 4020 | 0.50 | 109.562 | 111.288 | 108.388 | 6300.00 | 10664833.99 |
| 12065 | 2018.05.25 03:15 | sell | 4021 | 0.70 | 109.447 | 0.000 | 0.000 | ||
| 12066 | 2018.05.25 03:15 | modify | 4021 | 0.70 | 109.447 | 110.747 | 109.047 | ||
| 12067 | 2018.05.25 09:15 | close | 4021 | 0.70 | 109.463 | 110.747 | 109.047 | -1120.00 | 10663713.99 |
| 12068 | 2018.05.31 01:45 | buy | 4022 | 0.70 | 108.808 | 0.000 | 0.000 | ||
| 12069 | 2018.05.31 01:45 | modify | 4022 | 0.70 | 108.808 | 107.508 | 109.208 | ||
| 12070 | 2018.05.31 06:20 | close | 4022 | 0.70 | 108.735 | 107.508 | 109.208 | -5110.00 | 10658603.99 |
| 12071 | 2018.06.04 10:35 | buy | 4023 | 0.70 | 109.540 | 0.000 | 0.000 | ||
| 12072 | 2018.06.04 10:35 | modify | 4023 | 0.70 | 109.540 | 108.240 | 109.940 | ||
| 12073 | 2018.06.04 12:30 | close | 4023 | 0.70 | 109.630 | 108.240 | 109.940 | 6300.00 | 10664903.99 |
| 12074 | 2018.06.08 15:25 | sell | 4024 | 0.70 | 109.494 | 0.000 | 0.000 | ||
| 12075 | 2018.06.08 15:25 | modify | 4024 | 0.70 | 109.494 | 110.794 | 109.094 | ||
| 12076 | 2018.06.08 18:00 | close | 4024 | 0.70 | 109.350 | 110.794 | 109.094 | 10080.00 | 10674983.99 |
| 12077 | 2018.06.11 15:05 | buy | 4025 | 0.70 | 109.925 | 0.000 | 0.000 | ||
| 12078 | 2018.06.11 15:05 | modify | 4025 | 0.70 | 109.925 | 108.625 | 110.325 | ||
| 12079 | 2018.06.11 19:10 | close | 4025 | 0.70 | 109.987 | 108.625 | 110.325 | 4340.00 | 10679323.99 |
| 12080 | 2018.06.12 00:30 | buy | 4026 | 0.70 | 110.020 | 0.000 | 0.000 | ||
| 12081 | 2018.06.12 00:30 | modify | 4026 | 0.70 | 110.020 | 108.720 | 110.420 | ||
| 12082 | 2018.06.12 01:10 | close | 4026 | 0.70 | 110.065 | 108.720 | 110.420 | 3150.00 | 10682473.99 |
| 12083 | 2018.06.12 11:55 | buy | 4027 | 0.70 | 110.162 | 0.000 | 0.000 | ||
| 12084 | 2018.06.12 11:55 | modify | 4027 | 0.70 | 110.162 | 108.862 | 110.562 | ||
| 12085 | 2018.06.12 14:05 | close | 4027 | 0.70 | 110.263 | 108.862 | 110.562 | 7070.00 | 10689543.99 |
| 12086 | 2018.06.14 14:50 | sell | 4028 | 0.70 | 110.084 | 0.000 | 0.000 | ||
| 12087 | 2018.06.14 14:50 | modify | 4028 | 0.70 | 110.084 | 111.384 | 109.684 | ||
| 12088 | 2018.06.15 01:45 | close | 4028 | 0.70 | 110.585 | 111.384 | 109.684 | -35930.51 | 10653613.48 |
| 12089 | 2018.06.15 01:55 | buy | 4029 | 0.70 | 110.528 | 0.000 | 0.000 | ||
| 12090 | 2018.06.15 01:55 | modify | 4029 | 0.70 | 110.528 | 109.228 | 110.928 | ||
| 12091 | 2018.06.15 02:05 | close | 4029 | 0.70 | 110.627 | 109.228 | 110.928 | 6930.00 | 10660543.48 |
| 12092 | 2018.06.15 10:40 | buy | 4030 | 0.70 | 110.571 | 0.000 | 0.000 | ||
| 12093 | 2018.06.15 10:40 | modify | 4030 | 0.70 | 110.571 | 109.271 | 110.971 | ||
| 12094 | 2018.06.15 13:45 | close | 4030 | 0.70 | 110.620 | 109.271 | 110.971 | 3430.00 | 10663973.48 |
| 12095 | 2018.06.19 18:30 | sell | 4031 | 0.70 | 110.016 | 0.000 | 0.000 | ||
| 12096 | 2018.06.19 18:30 | modify | 4031 | 0.70 | 110.016 | 111.316 | 109.616 | ||
| 12097 | 2018.06.19 19:45 | close | 4031 | 0.70 | 109.900 | 111.316 | 109.616 | 8120.00 | 10672093.48 |
| 12098 | 2018.06.21 11:45 | buy | 4032 | 0.70 | 110.471 | 0.000 | 0.000 | ||
| 12099 | 2018.06.21 11:45 | modify | 4032 | 0.70 | 110.471 | 109.171 | 110.871 | ||
| 12100 | 2018.06.21 14:00 | close | 4032 | 0.70 | 110.544 | 109.171 | 110.871 | 5110.00 | 10677203.48 |
| 12101 | 2018.06.27 03:55 | buy | 4033 | 0.70 | 109.913 | 0.000 | 0.000 | ||
| 12102 | 2018.06.27 03:55 | modify | 4033 | 0.70 | 109.913 | 108.613 | 110.313 | ||
| 12103 | 2018.06.27 07:40 | close | 4033 | 0.70 | 109.982 | 108.613 | 110.313 | 4830.00 | 10682033.48 |
| 12104 | 2018.06.29 23:00 | buy | 4034 | 0.70 | 110.717 | 0.000 | 0.000 | ||
| 12105 | 2018.06.29 23:00 | modify | 4034 | 0.70 | 110.717 | 109.417 | 111.117 | ||
| 12106 | 2018.07.02 00:25 | close | 4034 | 0.70 | 110.814 | 109.417 | 111.117 | 7269.62 | 10689303.11 |
| 12107 | 2018.07.04 11:15 | sell | 4035 | 0.70 | 110.519 | 0.000 | 0.000 | ||
| 12108 | 2018.07.04 11:15 | modify | 4035 | 0.70 | 110.519 | 111.819 | 110.119 | ||
| 12109 | 2018.07.04 19:20 | close | 4035 | 0.70 | 110.473 | 111.819 | 110.119 | 3220.00 | 10692523.11 |
| 12110 | 2018.07.20 03:35 | sell | 4036 | 0.70 | 112.572 | 0.000 | 0.000 | ||
| 12111 | 2018.07.20 03:35 | modify | 4036 | 0.70 | 112.572 | 113.872 | 112.172 | ||
| 12112 | 2018.07.20 04:40 | close | 4036 | 0.70 | 112.288 | 113.872 | 112.172 | 19880.00 | 10712403.11 |
| 12113 | 2018.07.23 10:10 | sell | 4037 | 0.70 | 111.088 | 0.000 | 0.000 | ||
| 12114 | 2018.07.23 10:10 | modify | 4037 | 0.70 | 111.088 | 112.388 | 110.688 | ||
| 12115 | 2018.07.23 10:30 | close | 4037 | 0.70 | 110.991 | 112.388 | 110.688 | 6790.00 | 10719193.11 |
| 12116 | 2018.07.23 12:45 | sell | 4038 | 0.70 | 111.166 | 0.000 | 0.000 | ||
| 12117 | 2018.07.23 12:45 | modify | 4038 | 0.70 | 111.166 | 112.466 | 110.766 | ||
| 12118 | 2018.07.23 23:25 | close | 4038 | 0.70 | 111.355 | 112.466 | 110.766 | -13230.00 | 10705963.11 |
| 12119 | 2018.07.24 00:20 | buy | 4039 | 0.70 | 111.318 | 0.000 | 0.000 | ||
| 12120 | 2018.07.24 00:20 | modify | 4039 | 0.70 | 111.318 | 110.018 | 111.718 | ||
| 12121 | 2018.07.24 01:50 | close | 4039 | 0.70 | 111.373 | 110.018 | 111.718 | 3850.00 | 10709813.11 |
| 12122 | 2018.07.26 12:35 | sell | 4040 | 0.70 | 110.827 | 0.000 | 0.000 | ||
| 12123 | 2018.07.26 12:35 | modify | 4040 | 0.70 | 110.827 | 112.127 | 110.427 | ||
| 12124 | 2018.07.27 01:10 | close | 4040 | 0.70 | 111.201 | 112.127 | 110.427 | -27045.13 | 10682767.98 |
| 12125 | 2018.08.01 01:55 | buy | 4041 | 0.70 | 111.726 | 0.000 | 0.000 | ||
| 12126 | 2018.08.01 01:55 | modify | 4041 | 0.70 | 111.726 | 110.426 | 112.126 | ||
| 12127 | 2018.08.01 03:00 | close | 4041 | 0.70 | 111.834 | 110.426 | 112.126 | 7560.00 | 10690327.98 |
| 12128 | 2018.08.01 14:15 | buy | 4042 | 0.70 | 111.853 | 0.000 | 0.000 | ||
| 12129 | 2018.08.01 14:15 | modify | 4042 | 0.70 | 111.853 | 110.553 | 112.253 | ||
| 12130 | 2018.08.01 16:20 | close | 4042 | 0.70 | 111.976 | 110.553 | 112.253 | 8610.00 | 10698937.98 |
| 12131 | 2018.08.06 05:10 | sell | 4043 | 0.70 | 111.341 | 0.000 | 0.000 | ||
| 12132 | 2018.08.06 05:10 | modify | 4043 | 0.70 | 111.341 | 112.641 | 110.941 | ||
| 12133 | 2018.08.06 09:25 | close | 4043 | 0.70 | 111.288 | 112.641 | 110.941 | 3710.00 | 10702647.98 |
| 12134 | 2018.08.06 17:30 | buy | 4044 | 0.70 | 111.348 | 0.000 | 0.000 | ||
| 12135 | 2018.08.06 17:30 | modify | 4044 | 0.70 | 111.348 | 110.048 | 111.748 | ||
| 12136 | 2018.08.06 18:00 | close | 4044 | 0.70 | 111.454 | 110.048 | 111.748 | 7420.00 | 10710067.98 |
| 12137 | 2018.08.09 08:00 | sell | 4045 | 0.70 | 110.920 | 0.000 | 0.000 | ||
| 12138 | 2018.08.09 08:00 | modify | 4045 | 0.70 | 110.920 | 112.220 | 110.520 | ||
| 12139 | 2018.08.09 15:30 | close | 4045 | 0.70 | 111.074 | 112.220 | 110.520 | -10780.00 | 10699287.98 |
| 12140 | 2018.08.13 12:15 | sell | 4046 | 0.70 | 110.439 | 0.000 | 0.000 | ||
| 12141 | 2018.08.13 12:15 | modify | 4046 | 0.70 | 110.439 | 111.739 | 110.039 | ||
| 12142 | 2018.08.13 13:05 | close | 4046 | 0.70 | 110.337 | 111.739 | 110.039 | 7140.00 | 10706427.98 |
| 12143 | 2018.08.13 14:55 | sell | 4047 | 0.70 | 110.486 | 0.000 | 0.000 | ||
| 12144 | 2018.08.13 14:55 | modify | 4047 | 0.70 | 110.486 | 111.786 | 110.086 | ||
| 12145 | 2018.08.13 18:20 | close | 4047 | 0.70 | 110.717 | 111.786 | 110.086 | -16170.00 | 10690257.98 |
| 12146 | 2018.08.15 06:20 | buy | 4048 | 0.70 | 111.231 | 0.000 | 0.000 | ||
| 12147 | 2018.08.15 06:20 | modify | 4048 | 0.70 | 111.231 | 109.931 | 111.631 | ||
| 12148 | 2018.08.15 10:20 | close | 4048 | 0.70 | 111.309 | 109.931 | 111.631 | 5460.00 | 10695717.98 |
| 12149 | 2018.08.16 04:35 | sell | 4049 | 0.70 | 110.821 | 0.000 | 0.000 | ||
| 12150 | 2018.08.16 04:35 | modify | 4049 | 0.70 | 110.821 | 112.121 | 110.421 | ||