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 |
| 12451 | 2019.06.28 09:10 | close | 4149 | 0.70 | 107.729 | 106.680 | 108.380 | -17102.58 | 10914511.04 |
| 12452 | 2019.07.03 08:40 | sell | 4150 | 0.70 | 107.683 | 0.000 | 0.000 | ||
| 12453 | 2019.07.03 08:40 | modify | 4150 | 0.70 | 107.683 | 108.983 | 107.283 | ||
| 12454 | 2019.07.03 13:55 | close | 4150 | 0.70 | 107.645 | 108.983 | 107.283 | 2660.00 | 10917171.04 |
| 12455 | 2019.07.05 22:55 | buy | 4151 | 0.70 | 108.479 | 0.000 | 0.000 | ||
| 12456 | 2019.07.05 22:55 | modify | 4151 | 0.70 | 108.479 | 107.179 | 108.879 | ||
| 12457 | 2019.07.08 01:05 | close | 4151 | 0.70 | 108.495 | 107.179 | 108.879 | 1590.19 | 10918761.23 |
| 12458 | 2019.07.08 03:20 | buy | 4152 | 0.70 | 108.434 | 0.000 | 0.000 | ||
| 12459 | 2019.07.08 03:20 | modify | 4152 | 0.70 | 108.434 | 107.134 | 108.834 | ||
| 12460 | 2019.07.08 04:15 | close | 4152 | 0.70 | 108.540 | 107.134 | 108.834 | 7420.00 | 10926181.23 |
| 12461 | 2019.07.08 06:35 | buy | 4153 | 0.70 | 108.373 | 0.000 | 0.000 | ||
| 12462 | 2019.07.08 06:35 | modify | 4153 | 0.70 | 108.373 | 107.073 | 108.773 | ||
| 12463 | 2019.07.08 11:50 | close | 4153 | 0.70 | 108.390 | 107.073 | 108.773 | 1190.00 | 10927371.23 |
| 12464 | 2019.07.09 13:30 | buy | 4154 | 0.70 | 108.806 | 0.000 | 0.000 | ||
| 12465 | 2019.07.09 13:30 | modify | 4154 | 0.70 | 108.806 | 107.506 | 109.206 | ||
| 12466 | 2019.07.09 21:50 | close | 4154 | 0.70 | 108.841 | 107.506 | 109.206 | 2450.00 | 10929821.23 |
| 12467 | 2019.07.11 10:25 | sell | 4155 | 0.70 | 108.085 | 0.000 | 0.000 | ||
| 12468 | 2019.07.11 10:25 | modify | 4155 | 0.70 | 108.085 | 109.385 | 107.685 | ||
| 12469 | 2019.07.11 15:05 | close | 4155 | 0.70 | 108.065 | 109.385 | 107.685 | 1400.00 | 10931221.23 |
| 12470 | 2019.07.15 05:30 | sell | 4156 | 0.70 | 108.037 | 0.000 | 0.000 | ||
| 12471 | 2019.07.15 05:30 | modify | 4156 | 0.70 | 108.037 | 109.337 | 107.637 | ||
| 12472 | 2019.07.15 09:55 | close | 4156 | 0.70 | 107.953 | 109.337 | 107.637 | 5880.00 | 10937101.23 |
| 12473 | 2019.07.18 13:45 | sell | 4157 | 0.70 | 107.867 | 0.000 | 0.000 | ||
| 12474 | 2019.07.18 13:45 | modify | 4157 | 0.70 | 107.867 | 109.167 | 107.467 | ||
| 12475 | 2019.07.18 18:00 | close | 4157 | 0.70 | 107.829 | 109.167 | 107.467 | 2660.00 | 10939761.23 |
| 12476 | 2019.07.19 01:25 | sell | 4158 | 0.70 | 107.538 | 0.000 | 0.000 | ||
| 12477 | 2019.07.19 01:25 | modify | 4158 | 0.70 | 107.538 | 108.838 | 107.138 | ||
| 12478 | 2019.07.19 02:05 | close | 4158 | 0.70 | 107.429 | 108.838 | 107.138 | 7630.00 | 10947391.23 |
| 12479 | 2019.07.19 04:30 | sell | 4159 | 0.70 | 107.576 | 0.000 | 0.000 | ||
| 12480 | 2019.07.19 04:30 | modify | 4159 | 0.70 | 107.576 | 108.876 | 107.176 | ||
| 12481 | 2019.07.19 17:05 | close | 4159 | 0.70 | 107.621 | 108.876 | 107.176 | -3150.00 | 10944241.23 |
| 12482 | 2019.08.01 13:35 | buy | 4160 | 0.70 | 108.969 | 0.000 | 0.000 | ||
| 12483 | 2019.08.01 13:35 | modify | 4160 | 0.70 | 108.969 | 107.669 | 109.369 | ||
| 12484 | 2019.08.01 20:39 | s/l | 4160 | 0.70 | 107.673 | 107.669 | 109.369 | -90720.00 | 10853521.23 |
| 12485 | 2019.08.02 01:55 | sell | 4161 | 0.70 | 107.523 | 0.000 | 0.000 | ||
| 12486 | 2019.08.02 01:55 | modify | 4161 | 0.70 | 107.523 | 108.823 | 107.123 | ||
| 12487 | 2019.08.02 02:15 | close | 4161 | 0.70 | 107.417 | 108.823 | 107.123 | 7420.00 | 10860941.23 |
| 12488 | 2019.08.02 17:15 | buy | 4162 | 0.40 | 106.632 | 0.000 | 0.000 | ||
| 12489 | 2019.08.02 17:15 | modify | 4162 | 0.40 | 106.632 | 104.282 | 107.682 | ||
| 12490 | 2019.08.05 01:45 | sell | 4163 | 0.70 | 106.672 | 0.000 | 0.000 | ||
| 12491 | 2019.08.05 01:45 | modify | 4163 | 0.70 | 106.672 | 107.972 | 106.272 | ||
| 12492 | 2019.08.05 02:05 | close | 4163 | 0.70 | 106.566 | 107.972 | 106.272 | 7420.00 | 10868361.23 |
| 12493 | 2019.08.05 08:30 | buy | 4164 | 0.50 | 105.910 | 0.000 | 0.000 | ||
| 12494 | 2019.08.05 08:30 | modify | 4164 | 0.50 | 105.910 | 104.310 | 107.210 | ||
| 12495 | 2019.08.05 09:35 | sell | 4165 | 0.50 | 106.008 | 0.000 | 0.000 | ||
| 12496 | 2019.08.05 09:35 | modify | 4165 | 0.50 | 106.008 | 107.608 | 104.708 | ||
| 12497 | 2019.08.05 11:10 | close | 4165 | 0.50 | 105.857 | 107.608 | 104.708 | 7550.00 | 10875911.23 |
| 12498 | 2019.08.05 11:35 | sell | 4166 | 0.50 | 105.992 | 0.000 | 0.000 | ||
| 12499 | 2019.08.05 11:35 | modify | 4166 | 0.50 | 105.992 | 107.592 | 104.692 | ||
| 12500 | 2019.08.05 11:40 | close | 4164 | 0.50 | 106.023 | 104.310 | 107.210 | 5650.00 | 10881561.23 |
| 12501 | 2019.08.05 12:30 | sell | 4167 | 0.70 | 106.170 | 0.000 | 0.000 | ||
| 12502 | 2019.08.05 12:30 | modify | 4167 | 0.70 | 106.170 | 107.470 | 105.770 | ||
| 12503 | 2019.08.05 13:30 | close | 4167 | 0.70 | 106.059 | 107.470 | 105.770 | 7770.00 | 10889331.23 |
| 12504 | 2019.08.05 17:20 | close | 4166 | 0.50 | 105.965 | 107.592 | 104.692 | 1350.00 | 10890681.23 |
| 12505 | 2019.08.06 04:05 | sell | 4168 | 0.70 | 106.002 | 0.000 | 0.000 | ||
| 12506 | 2019.08.06 04:05 | modify | 4168 | 0.70 | 106.002 | 107.302 | 105.602 | ||
| 12507 | 2019.08.06 04:25 | close | 4162 | 0.40 | 106.276 | 104.282 | 107.682 | -13713.39 | 10876967.84 |
| 12508 | 2019.08.06 09:05 | buy | 4169 | 0.50 | 106.591 | 0.000 | 0.000 | ||
| 12509 | 2019.08.06 09:05 | modify | 4169 | 0.50 | 106.591 | 104.991 | 107.891 | ||
| 12510 | 2019.08.06 09:10 | close | 4168 | 0.70 | 106.508 | 107.302 | 105.602 | -35420.00 | 10841547.84 |
| 12511 | 2019.08.06 14:40 | sell | 4170 | 0.50 | 106.405 | 0.000 | 0.000 | ||
| 12512 | 2019.08.06 14:40 | modify | 4170 | 0.50 | 106.405 | 108.005 | 105.105 | ||
| 12513 | 2019.08.06 14:45 | close | 4169 | 0.50 | 106.601 | 104.991 | 107.891 | 500.00 | 10842047.84 |
| 12514 | 2019.08.06 17:20 | buy | 4171 | 0.50 | 106.435 | 0.000 | 0.000 | ||
| 12515 | 2019.08.06 17:20 | modify | 4171 | 0.50 | 106.435 | 104.835 | 107.735 | ||
| 12516 | 2019.08.06 18:15 | close | 4170 | 0.50 | 106.279 | 108.005 | 105.105 | 6300.00 | 10848347.84 |
| 12517 | 2019.08.06 18:15 | buy | 4172 | 0.70 | 106.278 | 0.000 | 0.000 | ||
| 12518 | 2019.08.06 18:15 | modify | 4172 | 0.70 | 106.278 | 104.978 | 106.678 | ||
| 12519 | 2019.08.06 18:50 | close | 4172 | 0.70 | 106.421 | 104.978 | 106.678 | 10010.00 | 10858357.84 |
| 12520 | 2019.08.06 19:00 | sell | 4173 | 0.50 | 106.448 | 0.000 | 0.000 | ||
| 12521 | 2019.08.06 19:00 | modify | 4173 | 0.50 | 106.448 | 108.048 | 105.148 | ||
| 12522 | 2019.08.06 21:20 | close | 4171 | 0.50 | 106.540 | 104.835 | 107.735 | 5250.00 | 10863607.84 |
| 12523 | 2019.08.07 00:10 | close | 4173 | 0.50 | 106.413 | 108.048 | 105.148 | 1158.47 | 10864766.31 |
| 12524 | 2019.08.07 08:40 | sell | 4174 | 0.70 | 106.256 | 0.000 | 0.000 | ||
| 12525 | 2019.08.07 08:40 | modify | 4174 | 0.70 | 106.256 | 107.556 | 105.856 | ||
| 12526 | 2019.08.07 14:25 | close | 4174 | 0.70 | 106.130 | 107.556 | 105.856 | 8820.00 | 10873586.31 |
| 12527 | 2019.08.07 20:45 | sell | 4175 | 0.70 | 106.033 | 0.000 | 0.000 | ||
| 12528 | 2019.08.07 20:45 | modify | 4175 | 0.70 | 106.033 | 107.333 | 105.633 | ||
| 12529 | 2019.08.08 01:10 | close | 4175 | 0.70 | 106.128 | 107.333 | 105.633 | -9129.75 | 10864456.56 |
| 12530 | 2019.08.12 10:20 | sell | 4176 | 0.70 | 105.513 | 0.000 | 0.000 | ||
| 12531 | 2019.08.12 10:20 | modify | 4176 | 0.70 | 105.513 | 106.813 | 105.113 | ||
| 12532 | 2019.08.12 11:10 | close | 4176 | 0.70 | 105.375 | 106.813 | 105.113 | 9660.00 | 10874116.56 |
| 12533 | 2019.08.12 17:00 | sell | 4177 | 0.70 | 105.319 | 0.000 | 0.000 | ||
| 12534 | 2019.08.12 17:00 | modify | 4177 | 0.70 | 105.319 | 106.619 | 104.919 | ||
| 12535 | 2019.08.12 21:30 | close | 4177 | 0.70 | 105.240 | 106.619 | 104.919 | 5530.00 | 10879646.56 |
| 12536 | 2019.08.14 03:10 | buy | 4178 | 0.70 | 106.517 | 0.000 | 0.000 | ||
| 12537 | 2019.08.14 03:10 | modify | 4178 | 0.70 | 106.517 | 105.217 | 106.917 | ||
| 12538 | 2019.08.14 07:10 | close | 4178 | 0.70 | 106.408 | 105.217 | 106.917 | -7630.00 | 10872016.56 |
| 12539 | 2019.08.14 22:05 | sell | 4179 | 0.50 | 106.047 | 0.000 | 0.000 | ||
| 12540 | 2019.08.14 22:05 | modify | 4179 | 0.50 | 106.047 | 107.647 | 104.747 | ||
| 12541 | 2019.08.15 00:15 | close | 4179 | 0.50 | 105.868 | 107.647 | 104.747 | 7184.68 | 10879201.24 |
| 12542 | 2019.08.26 04:20 | sell | 4180 | 0.70 | 105.310 | 0.000 | 0.000 | ||
| 12543 | 2019.08.26 04:20 | modify | 4180 | 0.70 | 105.310 | 106.610 | 104.910 | ||
| 12544 | 2019.08.26 08:10 | close | 4180 | 0.70 | 105.199 | 106.610 | 104.910 | 7770.00 | 10886971.24 |
| 12545 | 2019.08.26 10:40 | sell | 4181 | 0.40 | 105.684 | 0.000 | 0.000 | ||
| 12546 | 2019.08.26 10:40 | modify | 4181 | 0.40 | 105.684 | 108.034 | 104.634 | ||
| 12547 | 2019.08.26 17:20 | buy | 4182 | 0.50 | 105.941 | 0.000 | 0.000 | ||
| 12548 | 2019.08.26 17:20 | modify | 4182 | 0.50 | 105.941 | 104.341 | 107.241 | ||
| 12549 | 2019.08.26 19:10 | sell | 4183 | 0.50 | 106.059 | 0.000 | 0.000 | ||
| 12550 | 2019.08.26 19:10 | modify | 4183 | 0.50 | 106.059 | 107.659 | 104.759 | ||
| 12551 | 2019.08.26 19:55 | close | 4182 | 0.50 | 106.126 | 104.341 | 107.241 | 9250.00 | 10896221.24 |
| 12552 | 2019.08.26 23:20 | close | 4183 | 0.50 | 106.054 | 107.659 | 104.759 | 250.00 | 10896471.24 |
| 12553 | 2019.08.27 02:50 | buy | 4184 | 0.70 | 106.030 | 0.000 | 0.000 | ||
| 12554 | 2019.08.27 02:50 | modify | 4184 | 0.70 | 106.030 | 104.730 | 106.430 | ||
| 12555 | 2019.08.27 03:20 | close | 4181 | 0.40 | 105.868 | 108.034 | 104.634 | -7831.71 | 10888639.53 |
| 12556 | 2019.08.27 11:15 | close | 4184 | 0.70 | 105.787 | 104.730 | 106.430 | -17010.00 | 10871629.53 |
| 12557 | 2019.08.29 23:00 | buy | 4185 | 0.70 | 106.505 | 0.000 | 0.000 | ||
| 12558 | 2019.08.29 23:00 | modify | 4185 | 0.70 | 106.505 | 105.205 | 106.905 | ||
| 12559 | 2019.08.30 10:30 | close | 4185 | 0.70 | 106.488 | 105.205 | 106.905 | -728.12 | 10870901.41 |
| 12560 | 2019.08.30 18:50 | sell | 4186 | 0.70 | 106.325 | 0.000 | 0.000 | ||
| 12561 | 2019.08.30 18:50 | modify | 4186 | 0.70 | 106.325 | 107.625 | 105.925 | ||
| 12562 | 2019.08.30 21:40 | close | 4186 | 0.70 | 106.300 | 107.625 | 105.925 | 1750.00 | 10872651.41 |
| 12563 | 2019.09.05 09:15 | buy | 4187 | 0.70 | 106.472 | 0.000 | 0.000 | ||
| 12564 | 2019.09.05 09:15 | modify | 4187 | 0.70 | 106.472 | 105.172 | 106.872 | ||
| 12565 | 2019.09.05 12:05 | close | 4187 | 0.70 | 106.579 | 105.172 | 106.872 | 7490.00 | 10880141.41 |
| 12566 | 2019.09.10 09:10 | buy | 4188 | 0.70 | 107.350 | 0.000 | 0.000 | ||
| 12567 | 2019.09.10 09:10 | modify | 4188 | 0.70 | 107.350 | 106.050 | 107.750 | ||
| 12568 | 2019.09.10 13:25 | close | 4188 | 0.70 | 107.373 | 106.050 | 107.750 | 1610.00 | 10881751.41 |
| 12569 | 2019.09.19 22:25 | sell | 4189 | 0.70 | 108.046 | 0.000 | 0.000 | ||
| 12570 | 2019.09.19 22:25 | modify | 4189 | 0.70 | 108.046 | 109.346 | 107.646 | ||
| 12571 | 2019.09.20 04:05 | close | 4189 | 0.70 | 107.928 | 109.346 | 107.646 | 7419.77 | 10889171.18 |
| 12572 | 2019.09.25 05:35 | sell | 4190 | 0.70 | 107.296 | 0.000 | 0.000 | ||
| 12573 | 2019.09.25 05:35 | modify | 4190 | 0.70 | 107.296 | 108.596 | 106.896 | ||
| 12574 | 2019.09.25 10:20 | close | 4190 | 0.70 | 107.284 | 108.596 | 106.896 | 840.00 | 10890011.18 |
| 12575 | 2019.09.26 02:35 | buy | 4191 | 0.70 | 107.689 | 0.000 | 0.000 | ||
| 12576 | 2019.09.26 02:35 | modify | 4191 | 0.70 | 107.689 | 106.389 | 108.089 | ||
| 12577 | 2019.09.26 14:30 | close | 4191 | 0.70 | 107.682 | 106.389 | 108.089 | -490.00 | 10889521.18 |
| 12578 | 2019.10.02 06:05 | sell | 4192 | 0.70 | 107.822 | 0.000 | 0.000 | ||
| 12579 | 2019.10.02 06:05 | modify | 4192 | 0.70 | 107.822 | 109.122 | 107.422 | ||
| 12580 | 2019.10.02 08:50 | close | 4192 | 0.70 | 107.803 | 109.122 | 107.422 | 1330.00 | 10890851.18 |
| 12581 | 2019.10.03 09:55 | sell | 4193 | 0.70 | 107.233 | 0.000 | 0.000 | ||
| 12582 | 2019.10.03 09:55 | modify | 4193 | 0.70 | 107.233 | 108.533 | 106.833 | ||
| 12583 | 2019.10.03 11:50 | close | 4193 | 0.70 | 107.136 | 108.533 | 106.833 | 6790.00 | 10897641.18 |
| 12584 | 2019.10.08 10:35 | buy | 4194 | 0.70 | 107.315 | 0.000 | 0.000 | ||
| 12585 | 2019.10.08 10:35 | modify | 4194 | 0.70 | 107.315 | 106.015 | 107.715 | ||
| 12586 | 2019.10.08 18:00 | close | 4194 | 0.70 | 107.107 | 106.015 | 107.715 | -14560.00 | 10883081.18 |
| 12587 | 2019.10.08 18:00 | sell | 4195 | 0.70 | 107.099 | 0.000 | 0.000 | ||
| 12588 | 2019.10.08 18:00 | modify | 4195 | 0.70 | 107.099 | 108.399 | 106.699 | ||
| 12589 | 2019.10.08 22:00 | close | 4195 | 0.70 | 107.131 | 108.399 | 106.699 | -2240.00 | 10880841.18 |
| 12590 | 2019.10.10 01:20 | buy | 4196 | 0.70 | 107.385 | 0.000 | 0.000 | ||
| 12591 | 2019.10.10 01:20 | modify | 4196 | 0.70 | 107.385 | 106.085 | 107.785 | ||
| 12592 | 2019.10.10 03:05 | close | 4196 | 0.70 | 107.331 | 106.085 | 107.785 | -3780.00 | 10877061.18 |
| 12593 | 2019.10.16 03:25 | buy | 4197 | 0.70 | 108.767 | 0.000 | 0.000 | ||
| 12594 | 2019.10.16 03:25 | modify | 4197 | 0.70 | 108.767 | 107.467 | 109.167 | ||
| 12595 | 2019.10.16 14:00 | close | 4197 | 0.70 | 108.729 | 107.467 | 109.167 | -2660.00 | 10874401.18 |
| 12596 | 2019.11.01 12:50 | sell | 4198 | 0.70 | 108.064 | 0.000 | 0.000 | ||
| 12597 | 2019.11.01 12:50 | modify | 4198 | 0.70 | 108.064 | 109.364 | 107.664 | ||
| 12598 | 2019.11.01 14:55 | close | 4198 | 0.70 | 107.984 | 109.364 | 107.664 | 5600.00 | 10880001.18 |
| 12599 | 2019.11.06 03:00 | buy | 4199 | 0.70 | 109.069 | 0.000 | 0.000 | ||
| 12600 | 2019.11.06 03:00 | modify | 4199 | 0.70 | 109.069 | 107.769 | 109.469 | ||