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 |
| 12151 | 2018.08.16 15:25 | close | 4049 | 0.70 | 110.811 | 112.121 | 110.421 | 700.00 | 10696417.98 |
| 12152 | 2018.08.17 21:35 | sell | 4050 | 0.70 | 110.620 | 0.000 | 0.000 | ||
| 12153 | 2018.08.17 21:35 | modify | 4050 | 0.70 | 110.620 | 111.920 | 110.220 | ||
| 12154 | 2018.08.20 01:15 | close | 4050 | 0.70 | 110.516 | 111.920 | 110.220 | 6419.81 | 10702837.79 |
| 12155 | 2018.08.21 06:45 | sell | 4051 | 0.70 | 110.088 | 0.000 | 0.000 | ||
| 12156 | 2018.08.21 06:45 | modify | 4051 | 0.70 | 110.088 | 111.388 | 109.688 | ||
| 12157 | 2018.08.21 20:40 | close | 4051 | 0.70 | 110.371 | 111.388 | 109.688 | -19810.00 | 10683027.79 |
| 12158 | 2018.08.21 20:50 | buy | 4052 | 0.70 | 110.340 | 0.000 | 0.000 | ||
| 12159 | 2018.08.21 20:50 | modify | 4052 | 0.70 | 110.340 | 109.040 | 110.740 | ||
| 12160 | 2018.08.21 22:35 | close | 4052 | 0.70 | 110.467 | 109.040 | 110.740 | 8890.00 | 10691917.79 |
| 12161 | 2018.08.23 14:15 | buy | 4053 | 0.70 | 110.770 | 0.000 | 0.000 | ||
| 12162 | 2018.08.23 14:15 | modify | 4053 | 0.70 | 110.770 | 109.470 | 111.170 | ||
| 12163 | 2018.08.23 16:00 | close | 4053 | 0.70 | 110.875 | 109.470 | 111.170 | 7350.00 | 10699267.79 |
| 12164 | 2018.08.24 14:45 | buy | 4054 | 0.70 | 111.316 | 0.000 | 0.000 | ||
| 12165 | 2018.08.24 14:45 | modify | 4054 | 0.70 | 111.316 | 110.016 | 111.716 | ||
| 12166 | 2018.08.24 16:20 | close | 4054 | 0.70 | 111.403 | 110.016 | 111.716 | 6090.00 | 10705357.79 |
| 12167 | 2018.08.30 04:40 | buy | 4055 | 0.70 | 111.623 | 0.000 | 0.000 | ||
| 12168 | 2018.08.30 04:40 | modify | 4055 | 0.70 | 111.623 | 110.323 | 112.023 | ||
| 12169 | 2018.08.30 07:55 | close | 4055 | 0.70 | 111.663 | 110.323 | 112.023 | 2800.00 | 10708157.79 |
| 12170 | 2018.08.30 10:25 | buy | 4056 | 0.70 | 111.593 | 0.000 | 0.000 | ||
| 12171 | 2018.08.30 10:25 | modify | 4056 | 0.70 | 111.593 | 110.293 | 111.993 | ||
| 12172 | 2018.08.31 04:20 | close | 4056 | 0.70 | 111.062 | 110.293 | 111.993 | -36688.76 | 10671469.03 |
| 12173 | 2018.09.07 09:10 | sell | 4057 | 0.70 | 110.688 | 0.000 | 0.000 | ||
| 12174 | 2018.09.07 09:10 | modify | 4057 | 0.70 | 110.688 | 111.988 | 110.288 | ||
| 12175 | 2018.09.07 19:10 | close | 4057 | 0.70 | 111.012 | 111.988 | 110.288 | -22680.00 | 10648789.03 |
| 12176 | 2018.09.07 19:15 | buy | 4058 | 0.70 | 110.902 | 0.000 | 0.000 | ||
| 12177 | 2018.09.07 19:15 | modify | 4058 | 0.70 | 110.902 | 109.602 | 111.302 | ||
| 12178 | 2018.09.07 20:00 | close | 4058 | 0.70 | 111.000 | 109.602 | 111.302 | 6860.00 | 10655649.03 |
| 12179 | 2018.09.10 02:15 | buy | 4059 | 0.70 | 110.920 | 0.000 | 0.000 | ||
| 12180 | 2018.09.10 02:15 | modify | 4059 | 0.70 | 110.920 | 109.620 | 111.320 | ||
| 12181 | 2018.09.10 03:45 | close | 4059 | 0.70 | 111.022 | 109.620 | 111.320 | 7140.00 | 10662789.03 |
| 12182 | 2018.09.14 05:30 | buy | 4060 | 0.70 | 111.861 | 0.000 | 0.000 | ||
| 12183 | 2018.09.14 05:30 | modify | 4060 | 0.70 | 111.861 | 110.561 | 112.261 | ||
| 12184 | 2018.09.14 09:25 | close | 4060 | 0.70 | 111.923 | 110.561 | 112.261 | 4340.00 | 10667129.03 |
| 12185 | 2018.09.19 03:00 | buy | 4061 | 0.70 | 112.290 | 0.000 | 0.000 | ||
| 12186 | 2018.09.19 03:00 | modify | 4061 | 0.70 | 112.290 | 110.990 | 112.690 | ||
| 12187 | 2018.09.19 06:20 | close | 4061 | 0.70 | 112.368 | 110.990 | 112.690 | 5460.00 | 10672589.03 |
| 12188 | 2018.09.21 15:20 | buy | 4062 | 0.70 | 112.600 | 0.000 | 0.000 | ||
| 12189 | 2018.09.21 15:20 | modify | 4062 | 0.70 | 112.600 | 111.300 | 113.000 | ||
| 12190 | 2018.09.21 16:00 | close | 4062 | 0.70 | 112.719 | 111.300 | 113.000 | 8330.00 | 10680919.03 |
| 12191 | 2018.09.28 09:45 | buy | 4063 | 0.70 | 113.391 | 0.000 | 0.000 | ||
| 12192 | 2018.09.28 09:45 | modify | 4063 | 0.70 | 113.391 | 112.091 | 113.791 | ||
| 12193 | 2018.09.28 12:00 | close | 4063 | 0.70 | 113.496 | 112.091 | 113.791 | 7350.00 | 10688269.03 |
| 12194 | 2018.10.04 06:40 | buy | 4064 | 0.70 | 114.235 | 0.000 | 0.000 | ||
| 12195 | 2018.10.04 06:40 | modify | 4064 | 0.70 | 114.235 | 112.935 | 114.635 | ||
| 12196 | 2018.10.04 07:20 | close | 4064 | 0.70 | 114.356 | 112.935 | 114.635 | 8470.00 | 10696739.03 |
| 12197 | 2018.10.05 03:35 | sell | 4065 | 0.70 | 114.017 | 0.000 | 0.000 | ||
| 12198 | 2018.10.05 03:35 | modify | 4065 | 0.70 | 114.017 | 115.317 | 113.617 | ||
| 12199 | 2018.10.05 05:15 | close | 4065 | 0.70 | 113.897 | 115.317 | 113.617 | 8400.00 | 10705139.03 |
| 12200 | 2018.10.08 22:20 | sell | 4066 | 0.70 | 113.039 | 0.000 | 0.000 | ||
| 12201 | 2018.10.08 22:20 | modify | 4066 | 0.70 | 113.039 | 114.339 | 112.639 | ||
| 12202 | 2018.10.09 02:05 | close | 4066 | 0.70 | 113.105 | 114.339 | 112.639 | -5500.72 | 10699638.31 |
| 12203 | 2018.10.17 07:15 | buy | 4067 | 0.70 | 112.300 | 0.000 | 0.000 | ||
| 12204 | 2018.10.17 07:15 | modify | 4067 | 0.70 | 112.300 | 111.000 | 112.700 | ||
| 12205 | 2018.10.17 13:55 | close | 4067 | 0.70 | 112.271 | 111.000 | 112.700 | -2030.00 | 10697608.31 |
| 12206 | 2018.10.19 03:55 | sell | 4068 | 0.70 | 112.305 | 0.000 | 0.000 | ||
| 12207 | 2018.10.19 03:55 | modify | 4068 | 0.70 | 112.305 | 113.605 | 111.905 | ||
| 12208 | 2018.10.19 19:40 | close | 4068 | 0.70 | 112.390 | 113.605 | 111.905 | -5950.00 | 10691658.31 |
| 12209 | 2018.10.23 21:30 | sell | 4069 | 0.70 | 112.353 | 0.000 | 0.000 | ||
| 12210 | 2018.10.23 21:30 | modify | 4069 | 0.70 | 112.353 | 113.653 | 111.953 | ||
| 12211 | 2018.10.24 09:45 | close | 4069 | 0.70 | 112.486 | 113.653 | 111.953 | -10184.56 | 10681473.75 |
| 12212 | 2018.10.24 10:05 | buy | 4070 | 0.70 | 112.462 | 0.000 | 0.000 | ||
| 12213 | 2018.10.24 10:05 | modify | 4070 | 0.70 | 112.462 | 111.162 | 112.862 | ||
| 12214 | 2018.10.24 12:20 | close | 4070 | 0.70 | 112.569 | 111.162 | 112.862 | 7490.00 | 10688963.75 |
| 12215 | 2018.10.25 23:10 | buy | 4071 | 0.70 | 112.440 | 0.000 | 0.000 | ||
| 12216 | 2018.10.25 23:10 | modify | 4071 | 0.70 | 112.440 | 111.140 | 112.840 | ||
| 12217 | 2018.10.26 04:15 | close | 4071 | 0.70 | 112.430 | 111.140 | 112.840 | -212.49 | 10688751.26 |
| 12218 | 2018.10.26 15:40 | sell | 4072 | 0.70 | 112.178 | 0.000 | 0.000 | ||
| 12219 | 2018.10.26 15:40 | modify | 4072 | 0.70 | 112.178 | 113.478 | 111.778 | ||
| 12220 | 2018.10.26 16:20 | close | 4072 | 0.70 | 112.021 | 113.478 | 111.778 | 10990.00 | 10699741.26 |
| 12221 | 2018.10.26 19:50 | sell | 4073 | 0.70 | 112.035 | 0.000 | 0.000 | ||
| 12222 | 2018.10.26 19:50 | modify | 4073 | 0.70 | 112.035 | 113.335 | 111.635 | ||
| 12223 | 2018.10.26 20:35 | close | 4073 | 0.70 | 111.899 | 113.335 | 111.635 | 9520.00 | 10709261.26 |
| 12224 | 2018.10.29 22:15 | buy | 4074 | 0.70 | 112.257 | 0.000 | 0.000 | ||
| 12225 | 2018.10.29 22:15 | modify | 4074 | 0.70 | 112.257 | 110.957 | 112.657 | ||
| 12226 | 2018.10.29 23:00 | close | 4074 | 0.70 | 112.379 | 110.957 | 112.657 | 8540.00 | 10717801.26 |
| 12227 | 2018.10.30 17:45 | buy | 4075 | 0.70 | 112.716 | 0.000 | 0.000 | ||
| 12228 | 2018.10.30 17:45 | modify | 4075 | 0.70 | 112.716 | 111.416 | 113.116 | ||
| 12229 | 2018.10.30 19:45 | close | 4075 | 0.70 | 112.818 | 111.416 | 113.116 | 7140.00 | 10724941.26 |
| 12230 | 2018.10.31 11:10 | buy | 4076 | 0.70 | 113.092 | 0.000 | 0.000 | ||
| 12231 | 2018.10.31 11:10 | modify | 4076 | 0.70 | 113.092 | 111.792 | 113.492 | ||
| 12232 | 2018.10.31 13:45 | close | 4076 | 0.70 | 113.192 | 111.792 | 113.492 | 7000.00 | 10731941.26 |
| 12233 | 2018.11.08 08:15 | buy | 4077 | 0.70 | 113.587 | 0.000 | 0.000 | ||
| 12234 | 2018.11.08 08:15 | modify | 4077 | 0.70 | 113.587 | 112.287 | 113.987 | ||
| 12235 | 2018.11.08 09:15 | close | 4077 | 0.70 | 113.693 | 112.287 | 113.987 | 7420.00 | 10739361.26 |
| 12236 | 2018.11.08 14:30 | buy | 4078 | 0.70 | 113.626 | 0.000 | 0.000 | ||
| 12237 | 2018.11.08 14:30 | modify | 4078 | 0.70 | 113.626 | 112.326 | 114.026 | ||
| 12238 | 2018.11.08 17:40 | close | 4078 | 0.70 | 113.719 | 112.326 | 114.026 | 6510.00 | 10745871.26 |
| 12239 | 2018.11.09 01:50 | buy | 4079 | 0.70 | 113.936 | 0.000 | 0.000 | ||
| 12240 | 2018.11.09 01:50 | modify | 4079 | 0.70 | 113.936 | 112.636 | 114.336 | ||
| 12241 | 2018.11.09 12:00 | close | 4079 | 0.70 | 113.883 | 112.636 | 114.336 | -3710.00 | 10742161.26 |
| 12242 | 2018.11.15 18:25 | sell | 4080 | 0.70 | 113.419 | 0.000 | 0.000 | ||
| 12243 | 2018.11.15 18:25 | modify | 4080 | 0.70 | 113.419 | 114.719 | 113.019 | ||
| 12244 | 2018.11.16 03:25 | close | 4080 | 0.70 | 113.495 | 114.719 | 113.019 | -6203.91 | 10735957.36 |
| 12245 | 2018.11.19 07:25 | sell | 4081 | 0.70 | 112.786 | 0.000 | 0.000 | ||
| 12246 | 2018.11.19 07:25 | modify | 4081 | 0.70 | 112.786 | 114.086 | 112.386 | ||
| 12247 | 2018.11.19 09:15 | close | 4081 | 0.70 | 112.683 | 114.086 | 112.386 | 7210.00 | 10743167.36 |
| 12248 | 2018.11.21 15:35 | buy | 4082 | 0.70 | 112.900 | 0.000 | 0.000 | ||
| 12249 | 2018.11.21 15:35 | modify | 4082 | 0.70 | 112.900 | 111.600 | 113.300 | ||
| 12250 | 2018.11.21 17:00 | close | 4082 | 0.70 | 113.043 | 111.600 | 113.300 | 10010.00 | 10753177.36 |
| 12251 | 2018.11.27 01:35 | buy | 4083 | 0.70 | 113.508 | 0.000 | 0.000 | ||
| 12252 | 2018.11.27 01:35 | modify | 4083 | 0.70 | 113.508 | 112.208 | 113.908 | ||
| 12253 | 2018.11.27 05:50 | close | 4083 | 0.70 | 113.507 | 112.208 | 113.908 | -70.00 | 10753107.36 |
| 12254 | 2018.12.04 15:45 | sell | 4084 | 0.70 | 112.889 | 0.000 | 0.000 | ||
| 12255 | 2018.12.04 15:45 | modify | 4084 | 0.70 | 112.889 | 114.189 | 112.489 | ||
| 12256 | 2018.12.04 19:30 | close | 4084 | 0.70 | 112.820 | 114.189 | 112.489 | 4830.00 | 10757937.36 |
| 12257 | 2018.12.05 02:20 | sell | 4085 | 0.70 | 112.866 | 0.000 | 0.000 | ||
| 12258 | 2018.12.05 02:20 | modify | 4085 | 0.70 | 112.866 | 114.166 | 112.466 | ||
| 12259 | 2018.12.05 05:50 | close | 4085 | 0.70 | 112.916 | 114.166 | 112.466 | -3500.00 | 10754437.36 |
| 12260 | 2018.12.11 02:55 | buy | 4086 | 0.70 | 113.100 | 0.000 | 0.000 | ||
| 12261 | 2018.12.11 02:55 | modify | 4086 | 0.70 | 113.100 | 111.800 | 113.500 | ||
| 12262 | 2018.12.11 07:30 | close | 4086 | 0.70 | 113.121 | 111.800 | 113.500 | 1470.00 | 10755907.36 |
| 12263 | 2018.12.18 16:10 | sell | 4087 | 0.70 | 112.482 | 0.000 | 0.000 | ||
| 12264 | 2018.12.18 16:10 | modify | 4087 | 0.70 | 112.482 | 113.782 | 112.082 | ||
| 12265 | 2018.12.18 21:00 | close | 4087 | 0.70 | 112.493 | 113.782 | 112.082 | -770.00 | 10755137.36 |
| 12266 | 2018.12.21 05:40 | sell | 4088 | 0.70 | 111.386 | 0.000 | 0.000 | ||
| 12267 | 2018.12.21 05:40 | modify | 4088 | 0.70 | 111.386 | 112.686 | 110.986 | ||
| 12268 | 2018.12.21 09:10 | close | 4088 | 0.70 | 111.329 | 112.686 | 110.986 | 3990.00 | 10759127.36 |
| 12269 | 2018.12.26 01:50 | sell | 4089 | 0.70 | 110.412 | 0.000 | 0.000 | ||
| 12270 | 2018.12.26 01:50 | modify | 4089 | 0.70 | 110.412 | 111.712 | 110.012 | ||
| 12271 | 2018.12.26 04:25 | close | 4089 | 0.70 | 110.405 | 111.712 | 110.012 | 490.00 | 10759617.36 |
| 12272 | 2018.12.27 02:25 | buy | 4090 | 0.70 | 111.075 | 0.000 | 0.000 | ||
| 12273 | 2018.12.27 02:25 | modify | 4090 | 0.70 | 111.075 | 109.775 | 111.475 | ||
| 12274 | 2018.12.27 07:10 | close | 4090 | 0.70 | 111.043 | 109.775 | 111.475 | -2240.00 | 10757377.36 |
| 12275 | 2018.12.27 09:45 | buy | 4091 | 0.50 | 110.966 | 0.000 | 0.000 | ||
| 12276 | 2018.12.27 09:45 | modify | 4091 | 0.50 | 110.966 | 109.366 | 112.266 | ||
| 12277 | 2018.12.27 22:15 | close | 4091 | 0.50 | 110.874 | 109.366 | 112.266 | -4600.00 | 10752777.36 |
| 12278 | 2018.12.28 17:55 | sell | 4092 | 0.70 | 110.500 | 0.000 | 0.000 | ||
| 12279 | 2018.12.28 17:55 | modify | 4092 | 0.70 | 110.500 | 111.800 | 110.100 | ||
| 12280 | 2018.12.28 18:20 | close | 4092 | 0.70 | 110.395 | 111.800 | 110.100 | 7350.00 | 10760127.36 |
| 12281 | 2019.01.02 17:00 | sell | 4093 | 0.70 | 109.340 | 0.000 | 0.000 | ||
| 12282 | 2019.01.02 17:00 | modify | 4093 | 0.70 | 109.340 | 110.640 | 108.940 | ||
| 12283 | 2019.01.02 19:00 | close | 4093 | 0.70 | 109.230 | 110.640 | 108.940 | 7700.00 | 10767827.36 |
| 12284 | 2019.01.03 09:25 | sell | 4094 | 0.70 | 107.409 | 0.000 | 0.000 | ||
| 12285 | 2019.01.03 09:25 | modify | 4094 | 0.70 | 107.409 | 108.709 | 107.009 | ||
| 12286 | 2019.01.03 17:05 | close | 4094 | 0.70 | 107.189 | 108.709 | 107.009 | 15400.00 | 10783227.36 |
| 12287 | 2019.01.03 18:40 | sell | 4095 | 0.50 | 107.836 | 0.000 | 0.000 | ||
| 12288 | 2019.01.03 18:40 | modify | 4095 | 0.50 | 107.836 | 109.436 | 106.536 | ||
| 12289 | 2019.01.03 20:20 | buy | 4096 | 0.50 | 107.756 | 0.000 | 0.000 | ||
| 12290 | 2019.01.03 20:20 | modify | 4096 | 0.50 | 107.756 | 106.156 | 109.056 | ||
| 12291 | 2019.01.03 22:10 | close | 4095 | 0.50 | 107.505 | 109.436 | 106.536 | 16550.00 | 10799777.36 |
| 12292 | 2019.01.04 01:10 | sell | 4097 | 0.50 | 107.750 | 0.000 | 0.000 | ||
| 12293 | 2019.01.04 01:10 | modify | 4097 | 0.50 | 107.750 | 109.350 | 106.450 | ||
| 12294 | 2019.01.04 01:15 | close | 4096 | 0.50 | 107.926 | 106.156 | 109.056 | 8833.51 | 10808610.86 |
| 12295 | 2019.01.04 03:00 | close | 4097 | 0.50 | 107.521 | 109.350 | 106.450 | 11450.00 | 10820060.86 |
| 12296 | 2019.01.04 08:10 | buy | 4098 | 0.50 | 108.187 | 0.000 | 0.000 | ||
| 12297 | 2019.01.04 08:10 | modify | 4098 | 0.50 | 108.187 | 106.587 | 109.487 | ||
| 12298 | 2019.01.04 09:35 | buy | 4099 | 0.70 | 108.037 | 0.000 | 0.000 | ||
| 12299 | 2019.01.04 09:35 | modify | 4099 | 0.70 | 108.037 | 106.737 | 108.437 | ||
| 12300 | 2019.01.04 11:00 | sell | 4100 | 0.50 | 108.033 | 0.000 | 0.000 | ||