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 |
| 12301 | 2019.01.04 11:00 | modify | 4100 | 0.50 | 108.033 | 109.633 | 106.733 | ||
| 12302 | 2019.01.04 15:15 | close | 4098 | 0.50 | 108.047 | 106.587 | 109.487 | -7000.00 | 10813060.86 |
| 12303 | 2019.01.04 15:20 | close | 4099 | 0.70 | 108.146 | 106.737 | 108.437 | 7630.00 | 10820690.86 |
| 12304 | 2019.01.07 01:05 | close | 4100 | 0.50 | 108.403 | 109.633 | 106.733 | -19102.93 | 10801587.93 |
| 12305 | 2019.01.07 03:55 | buy | 4101 | 0.70 | 108.340 | 0.000 | 0.000 | ||
| 12306 | 2019.01.07 03:55 | modify | 4101 | 0.70 | 108.340 | 107.040 | 108.740 | ||
| 12307 | 2019.01.07 07:00 | close | 4101 | 0.70 | 108.305 | 107.040 | 108.740 | -2450.00 | 10799137.93 |
| 12308 | 2019.01.08 01:30 | buy | 4102 | 0.70 | 108.608 | 0.000 | 0.000 | ||
| 12309 | 2019.01.08 01:30 | modify | 4102 | 0.70 | 108.608 | 107.308 | 109.008 | ||
| 12310 | 2019.01.08 02:50 | close | 4102 | 0.70 | 108.725 | 107.308 | 109.008 | 8190.00 | 10807327.93 |
| 12311 | 2019.01.08 12:55 | buy | 4103 | 0.70 | 108.701 | 0.000 | 0.000 | ||
| 12312 | 2019.01.08 12:55 | modify | 4103 | 0.70 | 108.701 | 107.401 | 109.101 | ||
| 12313 | 2019.01.08 15:20 | close | 4103 | 0.70 | 108.831 | 107.401 | 109.101 | 9100.00 | 10816427.93 |
| 12314 | 2019.01.10 11:05 | sell | 4104 | 0.70 | 108.141 | 0.000 | 0.000 | ||
| 12315 | 2019.01.10 11:05 | modify | 4104 | 0.70 | 108.141 | 109.441 | 107.741 | ||
| 12316 | 2019.01.10 13:25 | close | 4104 | 0.70 | 108.030 | 109.441 | 107.741 | 7770.00 | 10824197.93 |
| 12317 | 2019.01.15 13:55 | buy | 4105 | 0.70 | 108.428 | 0.000 | 0.000 | ||
| 12318 | 2019.01.15 13:55 | modify | 4105 | 0.70 | 108.428 | 107.128 | 108.828 | ||
| 12319 | 2019.01.15 15:05 | close | 4105 | 0.70 | 108.556 | 107.128 | 108.828 | 8960.00 | 10833157.93 |
| 12320 | 2019.01.17 03:45 | buy | 4106 | 0.70 | 108.852 | 0.000 | 0.000 | ||
| 12321 | 2019.01.17 03:45 | modify | 4106 | 0.70 | 108.852 | 107.552 | 109.252 | ||
| 12322 | 2019.01.17 04:30 | close | 4106 | 0.70 | 108.960 | 107.552 | 109.252 | 7560.00 | 10840717.93 |
| 12323 | 2019.01.21 02:10 | buy | 4107 | 0.70 | 109.603 | 0.000 | 0.000 | ||
| 12324 | 2019.01.21 02:10 | modify | 4107 | 0.70 | 109.603 | 108.303 | 110.003 | ||
| 12325 | 2019.01.21 04:55 | close | 4107 | 0.70 | 109.679 | 108.303 | 110.003 | 5320.00 | 10846037.93 |
| 12326 | 2019.01.28 10:10 | sell | 4108 | 0.70 | 109.462 | 0.000 | 0.000 | ||
| 12327 | 2019.01.28 10:10 | modify | 4108 | 0.70 | 109.462 | 110.762 | 109.062 | ||
| 12328 | 2019.01.28 11:10 | close | 4108 | 0.70 | 109.347 | 110.762 | 109.062 | 8050.00 | 10854087.93 |
| 12329 | 2019.01.28 12:55 | sell | 4109 | 0.70 | 109.480 | 0.000 | 0.000 | ||
| 12330 | 2019.01.28 12:55 | modify | 4109 | 0.70 | 109.480 | 110.780 | 109.080 | ||
| 12331 | 2019.01.28 15:25 | close | 4109 | 0.70 | 109.409 | 110.780 | 109.080 | 4970.00 | 10859057.93 |
| 12332 | 2019.01.28 21:50 | sell | 4110 | 0.70 | 109.361 | 0.000 | 0.000 | ||
| 12333 | 2019.01.28 21:50 | modify | 4110 | 0.70 | 109.361 | 110.661 | 108.961 | ||
| 12334 | 2019.01.28 23:45 | close | 4110 | 0.70 | 109.309 | 110.661 | 108.961 | 3640.00 | 10862697.93 |
| 12335 | 2019.01.31 17:05 | sell | 4111 | 0.70 | 108.727 | 0.000 | 0.000 | ||
| 12336 | 2019.01.31 17:05 | modify | 4111 | 0.70 | 108.727 | 110.027 | 108.327 | ||
| 12337 | 2019.01.31 22:15 | close | 4111 | 0.70 | 108.804 | 110.027 | 108.327 | -5390.00 | 10857307.93 |
| 12338 | 2019.02.04 21:05 | buy | 4112 | 0.70 | 109.843 | 0.000 | 0.000 | ||
| 12339 | 2019.02.04 21:05 | modify | 4112 | 0.70 | 109.843 | 108.543 | 110.243 | ||
| 12340 | 2019.02.04 22:00 | close | 4112 | 0.70 | 109.920 | 108.543 | 110.243 | 5390.00 | 10862697.93 |
| 12341 | 2019.02.05 06:15 | buy | 4113 | 0.70 | 109.923 | 0.000 | 0.000 | ||
| 12342 | 2019.02.05 06:15 | modify | 4113 | 0.70 | 109.923 | 108.623 | 110.323 | ||
| 12343 | 2019.02.05 10:20 | close | 4113 | 0.70 | 109.918 | 108.623 | 110.323 | -350.00 | 10862347.93 |
| 12344 | 2019.02.12 12:45 | buy | 4114 | 0.70 | 110.478 | 0.000 | 0.000 | ||
| 12345 | 2019.02.12 12:45 | modify | 4114 | 0.70 | 110.478 | 109.178 | 110.878 | ||
| 12346 | 2019.02.12 17:05 | close | 4114 | 0.70 | 110.495 | 109.178 | 110.878 | 1190.00 | 10863537.93 |
| 12347 | 2019.02.14 11:45 | buy | 4115 | 0.70 | 110.967 | 0.000 | 0.000 | ||
| 12348 | 2019.02.14 11:45 | modify | 4115 | 0.70 | 110.967 | 109.667 | 111.367 | ||
| 12349 | 2019.02.14 13:40 | close | 4115 | 0.70 | 111.076 | 109.667 | 111.367 | 7630.00 | 10871167.93 |
| 12350 | 2019.02.15 09:15 | sell | 4116 | 0.70 | 110.467 | 0.000 | 0.000 | ||
| 12351 | 2019.02.15 09:15 | modify | 4116 | 0.70 | 110.467 | 111.767 | 110.067 | ||
| 12352 | 2019.02.15 09:35 | close | 4116 | 0.70 | 110.360 | 111.767 | 110.067 | 7490.00 | 10878657.93 |
| 12353 | 2019.02.28 01:05 | buy | 4117 | 0.70 | 110.936 | 0.000 | 0.000 | ||
| 12354 | 2019.02.28 01:05 | modify | 4117 | 0.70 | 110.936 | 109.636 | 111.336 | ||
| 12355 | 2019.02.28 07:15 | close | 4117 | 0.70 | 110.905 | 109.636 | 111.336 | -2170.00 | 10876487.93 |
| 12356 | 2019.02.28 08:00 | buy | 4118 | 0.70 | 110.817 | 0.000 | 0.000 | ||
| 12357 | 2019.02.28 08:00 | modify | 4118 | 0.70 | 110.817 | 109.517 | 111.217 | ||
| 12358 | 2019.02.28 11:10 | close | 4118 | 0.70 | 110.834 | 109.517 | 111.217 | 1190.00 | 10877677.93 |
| 12359 | 2019.03.04 00:05 | buy | 4119 | 0.70 | 111.876 | 0.000 | 0.000 | ||
| 12360 | 2019.03.04 00:05 | modify | 4119 | 0.70 | 111.876 | 110.576 | 112.276 | ||
| 12361 | 2019.03.04 02:55 | close | 4119 | 0.70 | 111.990 | 110.576 | 112.276 | 7980.00 | 10885657.93 |
| 12362 | 2019.03.08 13:05 | sell | 4120 | 0.70 | 111.188 | 0.000 | 0.000 | ||
| 12363 | 2019.03.08 13:05 | modify | 4120 | 0.70 | 111.188 | 112.488 | 110.788 | ||
| 12364 | 2019.03.08 14:50 | close | 4120 | 0.70 | 111.134 | 112.488 | 110.788 | 3780.00 | 10889437.93 |
| 12365 | 2019.03.08 23:45 | sell | 4121 | 0.70 | 111.173 | 0.000 | 0.000 | ||
| 12366 | 2019.03.08 23:45 | modify | 4121 | 0.70 | 111.173 | 112.473 | 110.773 | ||
| 12367 | 2019.03.11 00:00 | close | 4121 | 0.70 | 111.040 | 112.473 | 110.773 | 8446.57 | 10897884.49 |
| 12368 | 2019.03.15 00:05 | buy | 4122 | 0.70 | 111.666 | 0.000 | 0.000 | ||
| 12369 | 2019.03.15 00:05 | modify | 4122 | 0.70 | 111.666 | 110.366 | 112.066 | ||
| 12370 | 2019.03.15 02:00 | close | 4122 | 0.70 | 111.696 | 110.366 | 112.066 | 2100.00 | 10899984.49 |
| 12371 | 2019.03.15 05:40 | buy | 4123 | 0.70 | 111.692 | 0.000 | 0.000 | ||
| 12372 | 2019.03.15 05:40 | modify | 4123 | 0.70 | 111.692 | 110.392 | 112.092 | ||
| 12373 | 2019.03.15 11:30 | close | 4123 | 0.70 | 111.707 | 110.392 | 112.092 | 1050.00 | 10901034.49 |
| 12374 | 2019.03.21 13:55 | sell | 4124 | 0.70 | 110.591 | 0.000 | 0.000 | ||
| 12375 | 2019.03.21 13:55 | modify | 4124 | 0.70 | 110.591 | 111.891 | 110.191 | ||
| 12376 | 2019.03.21 15:10 | close | 4124 | 0.70 | 110.479 | 111.891 | 110.191 | 7840.00 | 10908874.49 |
| 12377 | 2019.03.21 17:00 | sell | 4125 | 0.70 | 110.665 | 0.000 | 0.000 | ||
| 12378 | 2019.03.21 17:00 | modify | 4125 | 0.70 | 110.665 | 111.965 | 110.265 | ||
| 12379 | 2019.03.21 22:00 | close | 4125 | 0.70 | 110.774 | 111.965 | 110.265 | -7630.00 | 10901244.49 |
| 12380 | 2019.03.22 21:15 | sell | 4126 | 0.70 | 110.151 | 0.000 | 0.000 | ||
| 12381 | 2019.03.22 21:15 | modify | 4126 | 0.70 | 110.151 | 111.451 | 109.751 | ||
| 12382 | 2019.03.22 22:20 | close | 4126 | 0.70 | 110.046 | 111.451 | 109.751 | 7350.00 | 10908594.49 |
| 12383 | 2019.03.25 02:30 | sell | 4127 | 0.70 | 110.112 | 0.000 | 0.000 | ||
| 12384 | 2019.03.25 02:30 | modify | 4127 | 0.70 | 110.112 | 111.412 | 109.712 | ||
| 12385 | 2019.03.25 03:25 | close | 4127 | 0.70 | 109.971 | 111.412 | 109.712 | 9870.00 | 10918464.49 |
| 12386 | 2019.03.25 07:50 | sell | 4128 | 0.70 | 109.959 | 0.000 | 0.000 | ||
| 12387 | 2019.03.25 07:50 | modify | 4128 | 0.70 | 109.959 | 111.259 | 109.559 | ||
| 12388 | 2019.03.25 15:35 | close | 4128 | 0.70 | 110.073 | 111.259 | 109.559 | -7980.00 | 10910484.49 |
| 12389 | 2019.03.29 03:25 | buy | 4129 | 0.70 | 110.557 | 0.000 | 0.000 | ||
| 12390 | 2019.03.29 03:25 | modify | 4129 | 0.70 | 110.557 | 109.257 | 110.957 | ||
| 12391 | 2019.03.29 03:45 | close | 4129 | 0.70 | 110.676 | 109.257 | 110.957 | 8330.00 | 10918814.49 |
| 12392 | 2019.03.29 07:40 | buy | 4130 | 0.70 | 110.666 | 0.000 | 0.000 | ||
| 12393 | 2019.03.29 07:40 | modify | 4130 | 0.70 | 110.666 | 109.366 | 111.066 | ||
| 12394 | 2019.03.29 07:55 | close | 4130 | 0.70 | 110.828 | 109.366 | 111.066 | 11340.00 | 10930154.49 |
| 12395 | 2019.03.29 09:55 | buy | 4131 | 0.70 | 110.600 | 0.000 | 0.000 | ||
| 12396 | 2019.03.29 09:55 | modify | 4131 | 0.70 | 110.600 | 109.300 | 111.000 | ||
| 12397 | 2019.03.29 11:00 | close | 4131 | 0.70 | 110.743 | 109.300 | 111.000 | 10010.00 | 10940164.49 |
| 12398 | 2019.04.12 02:35 | buy | 4132 | 0.70 | 111.602 | 0.000 | 0.000 | ||
| 12399 | 2019.04.12 02:35 | modify | 4132 | 0.70 | 111.602 | 110.302 | 112.002 | ||
| 12400 | 2019.04.12 03:00 | close | 4132 | 0.70 | 111.642 | 110.302 | 112.002 | 2800.00 | 10942964.49 |
| 12401 | 2019.04.26 03:55 | sell | 4133 | 0.70 | 111.683 | 0.000 | 0.000 | ||
| 12402 | 2019.04.26 03:55 | modify | 4133 | 0.70 | 111.683 | 112.983 | 111.283 | ||
| 12403 | 2019.04.26 10:20 | close | 4133 | 0.70 | 111.635 | 112.983 | 111.283 | 3360.00 | 10946324.49 |
| 12404 | 2019.05.06 07:45 | sell | 4134 | 0.70 | 110.666 | 0.000 | 0.000 | ||
| 12405 | 2019.05.06 07:45 | modify | 4134 | 0.70 | 110.666 | 111.966 | 110.266 | ||
| 12406 | 2019.05.06 19:30 | close | 4134 | 0.70 | 110.825 | 111.966 | 110.266 | -11130.00 | 10935194.49 |
| 12407 | 2019.05.08 10:15 | sell | 4135 | 0.70 | 110.169 | 0.000 | 0.000 | ||
| 12408 | 2019.05.08 10:15 | modify | 4135 | 0.70 | 110.169 | 111.469 | 109.769 | ||
| 12409 | 2019.05.08 12:30 | close | 4135 | 0.70 | 110.067 | 111.469 | 109.769 | 7140.00 | 10942334.49 |
| 12410 | 2019.05.09 19:40 | sell | 4136 | 0.70 | 109.857 | 0.000 | 0.000 | ||
| 12411 | 2019.05.09 19:40 | modify | 4136 | 0.70 | 109.857 | 111.157 | 109.457 | ||
| 12412 | 2019.05.09 19:45 | close | 4136 | 0.70 | 109.732 | 111.157 | 109.457 | 8750.00 | 10951084.49 |
| 12413 | 2019.05.14 03:50 | sell | 4137 | 0.70 | 109.354 | 0.000 | 0.000 | ||
| 12414 | 2019.05.14 03:50 | modify | 4137 | 0.70 | 109.354 | 110.654 | 108.954 | ||
| 12415 | 2019.05.14 09:25 | close | 4137 | 0.70 | 109.575 | 110.654 | 108.954 | -15470.00 | 10935614.49 |
| 12416 | 2019.05.14 15:20 | buy | 4138 | 0.70 | 109.550 | 0.000 | 0.000 | ||
| 12417 | 2019.05.14 15:20 | modify | 4138 | 0.70 | 109.550 | 108.250 | 109.950 | ||
| 12418 | 2019.05.14 18:20 | close | 4138 | 0.70 | 109.638 | 108.250 | 109.950 | 6160.00 | 10941774.49 |
| 12419 | 2019.05.20 08:35 | buy | 4139 | 0.70 | 110.176 | 0.000 | 0.000 | ||
| 12420 | 2019.05.20 08:35 | modify | 4139 | 0.70 | 110.176 | 108.876 | 110.576 | ||
| 12421 | 2019.05.20 19:20 | close | 4139 | 0.70 | 110.026 | 108.876 | 110.576 | -10500.00 | 10931274.49 |
| 12422 | 2019.05.21 22:45 | buy | 4140 | 0.70 | 110.558 | 0.000 | 0.000 | ||
| 12423 | 2019.05.21 22:45 | modify | 4140 | 0.70 | 110.558 | 109.258 | 110.958 | ||
| 12424 | 2019.05.22 02:05 | close | 4140 | 0.70 | 110.558 | 109.258 | 110.958 | 479.13 | 10931753.62 |
| 12425 | 2019.05.24 03:45 | sell | 4141 | 0.70 | 109.701 | 0.000 | 0.000 | ||
| 12426 | 2019.05.24 03:45 | modify | 4141 | 0.70 | 109.701 | 111.001 | 109.301 | ||
| 12427 | 2019.05.24 06:05 | close | 4141 | 0.70 | 109.607 | 111.001 | 109.301 | 6580.00 | 10938333.62 |
| 12428 | 2019.05.24 13:10 | sell | 4142 | 0.70 | 109.678 | 0.000 | 0.000 | ||
| 12429 | 2019.05.24 13:10 | modify | 4142 | 0.70 | 109.678 | 110.978 | 109.278 | ||
| 12430 | 2019.05.24 15:05 | close | 4142 | 0.70 | 109.593 | 110.978 | 109.278 | 5950.00 | 10944283.62 |
| 12431 | 2019.05.27 03:00 | sell | 4143 | 0.70 | 109.396 | 0.000 | 0.000 | ||
| 12432 | 2019.05.27 03:00 | modify | 4143 | 0.70 | 109.396 | 110.696 | 108.996 | ||
| 12433 | 2019.05.27 12:55 | close | 4143 | 0.70 | 109.450 | 110.696 | 108.996 | -3780.00 | 10940503.62 |
| 12434 | 2019.06.10 12:35 | buy | 4144 | 0.70 | 108.526 | 0.000 | 0.000 | ||
| 12435 | 2019.06.10 12:35 | modify | 4144 | 0.70 | 108.526 | 107.226 | 108.926 | ||
| 12436 | 2019.06.10 13:45 | close | 4144 | 0.70 | 108.626 | 107.226 | 108.926 | 7000.00 | 10947503.62 |
| 12437 | 2019.06.10 15:50 | buy | 4145 | 0.70 | 108.525 | 0.000 | 0.000 | ||
| 12438 | 2019.06.10 15:50 | modify | 4145 | 0.70 | 108.525 | 107.225 | 108.925 | ||
| 12439 | 2019.06.10 17:10 | close | 4145 | 0.70 | 108.623 | 107.225 | 108.925 | 6860.00 | 10954363.62 |
| 12440 | 2019.06.11 04:00 | sell | 4146 | 0.70 | 108.492 | 0.000 | 0.000 | ||
| 12441 | 2019.06.11 04:00 | modify | 4146 | 0.70 | 108.492 | 109.792 | 108.092 | ||
| 12442 | 2019.06.11 16:40 | close | 4146 | 0.70 | 108.645 | 109.792 | 108.092 | -10710.00 | 10943653.62 |
| 12443 | 2019.06.20 11:45 | sell | 4147 | 0.70 | 107.831 | 0.000 | 0.000 | ||
| 12444 | 2019.06.20 11:45 | modify | 4147 | 0.70 | 107.831 | 109.131 | 107.431 | ||
| 12445 | 2019.06.20 14:30 | close | 4147 | 0.70 | 107.741 | 109.131 | 107.431 | 6300.00 | 10949953.62 |
| 12446 | 2019.06.21 09:00 | sell | 4148 | 0.70 | 107.217 | 0.000 | 0.000 | ||
| 12447 | 2019.06.21 09:00 | modify | 4148 | 0.70 | 107.217 | 108.517 | 106.817 | ||
| 12448 | 2019.06.21 19:20 | close | 4148 | 0.70 | 107.479 | 108.517 | 106.817 | -18340.00 | 10931613.62 |
| 12449 | 2019.06.27 10:30 | buy | 4149 | 0.70 | 107.980 | 0.000 | 0.000 | ||
| 12450 | 2019.06.27 10:30 | modify | 4149 | 0.70 | 107.980 | 106.680 | 108.380 | ||