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 |
| 12601 | 2019.11.06 07:30 | close | 4199 | 0.70 | 109.090 | 107.769 | 109.469 | 1470.00 | 10881471.18 |
| 12602 | 2019.11.07 22:15 | buy | 4200 | 0.70 | 109.250 | 0.000 | 0.000 | ||
| 12603 | 2019.11.07 22:15 | modify | 4200 | 0.70 | 109.250 | 107.950 | 109.650 | ||
| 12604 | 2019.11.08 02:10 | close | 4200 | 0.70 | 109.377 | 107.950 | 109.650 | 9363.87 | 10890835.06 |
| 12605 | 2019.11.08 04:20 | buy | 4201 | 0.70 | 109.180 | 0.000 | 0.000 | ||
| 12606 | 2019.11.08 04:20 | modify | 4201 | 0.70 | 109.180 | 107.880 | 109.580 | ||
| 12607 | 2019.11.08 07:55 | close | 4201 | 0.70 | 109.265 | 107.880 | 109.580 | 5950.00 | 10896785.06 |
| 12608 | 2019.12.03 01:00 | sell | 4202 | 0.70 | 109.054 | 0.000 | 0.000 | ||
| 12609 | 2019.12.03 01:00 | modify | 4202 | 0.70 | 109.054 | 110.354 | 108.654 | ||
| 12610 | 2019.12.03 08:45 | close | 4202 | 0.70 | 109.148 | 110.354 | 108.654 | -6580.00 | 10890205.06 |
| 12611 | 2019.12.04 11:10 | sell | 4203 | 0.70 | 108.643 | 0.000 | 0.000 | ||
| 12612 | 2019.12.04 11:10 | modify | 4203 | 0.70 | 108.643 | 109.943 | 108.243 | ||
| 12613 | 2019.12.04 15:20 | close | 4203 | 0.70 | 108.571 | 109.943 | 108.243 | 5040.00 | 10895245.06 |
| 12614 | 2019.12.13 15:00 | buy | 4204 | 0.70 | 109.523 | 0.000 | 0.000 | ||
| 12615 | 2019.12.13 15:00 | modify | 4204 | 0.70 | 109.523 | 108.223 | 109.923 | ||
| 12616 | 2019.12.13 17:05 | close | 4204 | 0.70 | 109.605 | 108.223 | 109.923 | 5740.00 | 10900985.06 |
| 12617 | 2019.12.16 01:35 | sell | 4205 | 0.70 | 109.427 | 0.000 | 0.000 | ||
| 12618 | 2019.12.16 01:35 | modify | 4205 | 0.70 | 109.427 | 110.727 | 109.027 | ||
| 12619 | 2019.12.16 12:00 | close | 4205 | 0.70 | 109.415 | 110.727 | 109.027 | 840.00 | 10901825.06 |
| 12620 | 2019.12.31 16:45 | sell | 4206 | 0.70 | 108.615 | 0.000 | 0.000 | ||
| 12621 | 2019.12.31 16:45 | modify | 4206 | 0.70 | 108.615 | 109.915 | 108.215 | ||
| 12622 | 2020.01.02 13:20 | close | 4206 | 0.70 | 108.784 | 109.915 | 108.215 | -15213.61 | 10886611.44 |
| 12623 | 2020.01.07 08:00 | buy | 4207 | 0.70 | 108.442 | 0.000 | 0.000 | ||
| 12624 | 2020.01.07 08:00 | modify | 4207 | 0.70 | 108.442 | 107.142 | 108.842 | ||
| 12625 | 2020.01.07 10:35 | close | 4207 | 0.70 | 108.458 | 107.142 | 108.842 | 1120.00 | 10887731.44 |
| 12626 | 2020.01.08 22:50 | buy | 4208 | 0.70 | 109.002 | 0.000 | 0.000 | ||
| 12627 | 2020.01.08 22:50 | modify | 4208 | 0.70 | 109.002 | 107.702 | 109.402 | ||
| 12628 | 2020.01.08 23:15 | close | 4208 | 0.70 | 109.167 | 107.702 | 109.402 | 11550.00 | 10899281.44 |
| 12629 | 2020.01.14 10:20 | buy | 4209 | 0.70 | 109.951 | 0.000 | 0.000 | ||
| 12630 | 2020.01.14 10:20 | modify | 4209 | 0.70 | 109.951 | 108.651 | 110.351 | ||
| 12631 | 2020.01.14 12:35 | close | 4209 | 0.70 | 110.052 | 108.651 | 110.351 | 7070.00 | 10906351.44 |
| 12632 | 2020.01.23 22:00 | sell | 4210 | 0.70 | 109.515 | 0.000 | 0.000 | ||
| 12633 | 2020.01.23 22:00 | modify | 4210 | 0.70 | 109.515 | 110.815 | 109.115 | ||
| 12634 | 2020.01.24 03:50 | close | 4210 | 0.70 | 109.448 | 110.815 | 109.115 | 3838.39 | 10910189.83 |
| 12635 | 2020.01.27 06:35 | sell | 4211 | 0.70 | 109.070 | 0.000 | 0.000 | ||
| 12636 | 2020.01.27 06:35 | modify | 4211 | 0.70 | 109.070 | 110.370 | 108.670 | ||
| 12637 | 2020.01.27 11:05 | close | 4211 | 0.70 | 108.978 | 110.370 | 108.670 | 6440.00 | 10916629.83 |
| 12638 | 2020.02.03 02:40 | sell | 4212 | 0.70 | 108.524 | 0.000 | 0.000 | ||
| 12639 | 2020.02.03 02:40 | modify | 4212 | 0.70 | 108.524 | 109.824 | 108.124 | ||
| 12640 | 2020.02.03 10:25 | close | 4212 | 0.70 | 108.486 | 109.824 | 108.124 | 2660.00 | 10919289.83 |
| 12641 | 2020.02.05 09:15 | buy | 4213 | 0.70 | 109.349 | 0.000 | 0.000 | ||
| 12642 | 2020.02.05 09:15 | modify | 4213 | 0.70 | 109.349 | 108.049 | 109.749 | ||
| 12643 | 2020.02.05 10:35 | close | 4213 | 0.70 | 109.524 | 108.049 | 109.749 | 12250.00 | 10931539.83 |
| 12644 | 2020.02.06 11:25 | buy | 4214 | 0.70 | 109.820 | 0.000 | 0.000 | ||
| 12645 | 2020.02.06 11:25 | modify | 4214 | 0.70 | 109.820 | 108.520 | 110.220 | ||
| 12646 | 2020.02.06 13:35 | close | 4214 | 0.70 | 109.884 | 108.520 | 110.220 | 4480.00 | 10936019.83 |
| 12647 | 2020.02.20 02:25 | buy | 4215 | 0.70 | 111.128 | 0.000 | 0.000 | ||
| 12648 | 2020.02.20 02:25 | modify | 4215 | 0.70 | 111.128 | 109.828 | 111.528 | ||
| 12649 | 2020.02.20 02:55 | close | 4215 | 0.70 | 111.233 | 109.828 | 111.528 | 7350.00 | 10943369.83 |
| 12650 | 2020.02.20 18:35 | buy | 4216 | 0.70 | 111.747 | 0.000 | 0.000 | ||
| 12651 | 2020.02.20 18:35 | modify | 4216 | 0.70 | 111.747 | 110.447 | 112.147 | ||
| 12652 | 2020.02.20 18:40 | close | 4216 | 0.70 | 111.871 | 110.447 | 112.147 | 8680.00 | 10952049.83 |
| 12653 | 2020.02.21 01:50 | buy | 4217 | 0.70 | 111.972 | 0.000 | 0.000 | ||
| 12654 | 2020.02.21 01:50 | modify | 4217 | 0.70 | 111.972 | 110.672 | 112.372 | ||
| 12655 | 2020.02.21 02:25 | close | 4217 | 0.70 | 112.099 | 110.672 | 112.372 | 8890.00 | 10960939.83 |
| 12656 | 2020.02.21 14:05 | sell | 4218 | 0.70 | 111.898 | 0.000 | 0.000 | ||
| 12657 | 2020.02.21 14:05 | modify | 4218 | 0.70 | 111.898 | 113.198 | 111.498 | ||
| 12658 | 2020.02.21 15:50 | close | 4218 | 0.70 | 111.876 | 113.198 | 111.498 | 1540.00 | 10962479.83 |
| 12659 | 2020.02.24 21:30 | sell | 4219 | 0.70 | 110.670 | 0.000 | 0.000 | ||
| 12660 | 2020.02.24 21:30 | modify | 4219 | 0.70 | 110.670 | 111.970 | 110.270 | ||
| 12661 | 2020.02.25 05:30 | close | 4219 | 0.70 | 110.823 | 111.970 | 110.270 | -11571.08 | 10950908.75 |
| 12662 | 2020.02.26 01:35 | sell | 4220 | 0.70 | 110.292 | 0.000 | 0.000 | ||
| 12663 | 2020.02.26 01:35 | modify | 4220 | 0.70 | 110.292 | 111.592 | 109.892 | ||
| 12664 | 2020.02.26 03:15 | close | 4220 | 0.70 | 110.158 | 111.592 | 109.892 | 9380.00 | 10960288.75 |
| 12665 | 2020.03.02 04:40 | sell | 4221 | 0.70 | 108.180 | 0.000 | 0.000 | ||
| 12666 | 2020.03.02 04:40 | modify | 4221 | 0.70 | 108.180 | 109.480 | 107.780 | ||
| 12667 | 2020.03.02 05:25 | sell | 4222 | 0.50 | 108.274 | 0.000 | 0.000 | ||
| 12668 | 2020.03.02 05:25 | modify | 4222 | 0.50 | 108.274 | 109.874 | 106.974 | ||
| 12669 | 2020.03.02 06:40 | close | 4221 | 0.70 | 108.069 | 109.480 | 107.780 | 7770.00 | 10968058.75 |
| 12670 | 2020.03.02 10:55 | close | 4222 | 0.50 | 108.081 | 109.874 | 106.974 | 9650.00 | 10977708.75 |
| 12671 | 2020.03.02 14:30 | sell | 4223 | 0.50 | 107.746 | 0.000 | 0.000 | ||
| 12672 | 2020.03.02 14:30 | modify | 4223 | 0.50 | 107.746 | 109.346 | 106.446 | ||
| 12673 | 2020.03.02 17:05 | close | 4223 | 0.50 | 107.501 | 109.346 | 106.446 | 12250.00 | 10989958.75 |
| 12674 | 2020.03.02 18:00 | sell | 4224 | 0.70 | 107.915 | 0.000 | 0.000 | ||
| 12675 | 2020.03.02 18:00 | modify | 4224 | 0.70 | 107.915 | 109.215 | 107.515 | ||
| 12676 | 2020.03.02 18:10 | close | 4224 | 0.70 | 107.804 | 109.215 | 107.515 | 7770.00 | 10997728.75 |
| 12677 | 2020.03.02 19:35 | buy | 4225 | 0.50 | 107.858 | 0.000 | 0.000 | ||
| 12678 | 2020.03.02 19:35 | modify | 4225 | 0.50 | 107.858 | 106.258 | 109.158 | ||
| 12679 | 2020.03.02 22:35 | close | 4225 | 0.50 | 108.108 | 106.258 | 109.158 | 12500.00 | 11010228.75 |
| 12680 | 2020.03.03 01:50 | sell | 4226 | 0.50 | 108.364 | 0.000 | 0.000 | ||
| 12681 | 2020.03.03 01:50 | modify | 4226 | 0.50 | 108.364 | 109.964 | 107.064 | ||
| 12682 | 2020.03.03 03:20 | close | 4226 | 0.50 | 108.159 | 109.964 | 107.064 | 10250.00 | 11020478.75 |
| 12683 | 2020.03.03 06:25 | buy | 4227 | 0.50 | 107.745 | 0.000 | 0.000 | ||
| 12684 | 2020.03.03 06:25 | modify | 4227 | 0.50 | 107.745 | 106.145 | 109.045 | ||
| 12685 | 2020.03.03 10:00 | close | 4227 | 0.50 | 108.038 | 106.145 | 109.045 | 14650.00 | 11035128.75 |
| 12686 | 2020.03.04 02:35 | sell | 4228 | 0.70 | 107.401 | 0.000 | 0.000 | ||
| 12687 | 2020.03.04 02:35 | modify | 4228 | 0.70 | 107.401 | 108.701 | 107.001 | ||
| 12688 | 2020.03.04 02:40 | close | 4228 | 0.70 | 107.296 | 108.701 | 107.001 | 7350.00 | 11042478.75 |
| 12689 | 2020.03.04 02:55 | sell | 4229 | 0.50 | 107.331 | 0.000 | 0.000 | ||
| 12690 | 2020.03.04 02:55 | modify | 4229 | 0.50 | 107.331 | 108.931 | 106.031 | ||
| 12691 | 2020.03.04 16:05 | close | 4229 | 0.50 | 107.423 | 108.931 | 106.031 | -4600.00 | 11037878.75 |
| 12692 | 2020.03.06 19:35 | sell | 4230 | 0.50 | 105.477 | 0.000 | 0.000 | ||
| 12693 | 2020.03.06 19:35 | modify | 4230 | 0.50 | 105.477 | 107.077 | 104.177 | ||
| 12694 | 2020.03.06 22:00 | close | 4230 | 0.50 | 105.199 | 107.077 | 104.177 | 13900.00 | 11051778.75 |
| 12695 | 2020.03.06 22:25 | sell | 4231 | 0.50 | 105.500 | 0.000 | 0.000 | ||
| 12696 | 2020.03.06 22:25 | modify | 4231 | 0.50 | 105.500 | 107.100 | 104.200 | ||
| 12697 | 2020.03.09 00:00 | close | 4231 | 0.50 | 104.272 | 107.100 | 104.200 | 60820.88 | 11112599.63 |
| 12698 | 2020.03.10 05:40 | buy | 4232 | 0.50 | 103.182 | 0.000 | 0.000 | ||
| 12699 | 2020.03.10 05:40 | modify | 4232 | 0.50 | 103.182 | 101.582 | 104.482 | ||
| 12700 | 2020.03.10 06:20 | sell | 4233 | 0.50 | 103.444 | 0.000 | 0.000 | ||
| 12701 | 2020.03.10 06:20 | modify | 4233 | 0.50 | 103.444 | 105.044 | 102.144 | ||
| 12702 | 2020.03.10 06:50 | close | 4232 | 0.50 | 103.704 | 101.582 | 104.482 | 26100.00 | 11138699.63 |
| 12703 | 2020.03.10 10:55 | close | 4233 | 0.50 | 103.922 | 105.044 | 102.144 | -23900.00 | 11114799.63 |
| 12704 | 2020.03.10 11:00 | buy | 4234 | 0.70 | 103.850 | 0.000 | 0.000 | ||
| 12705 | 2020.03.10 11:00 | modify | 4234 | 0.70 | 103.850 | 102.550 | 104.250 | ||
| 12706 | 2020.03.10 11:10 | close | 4234 | 0.70 | 104.065 | 102.550 | 104.250 | 15050.00 | 11129849.63 |
| 12707 | 2020.03.10 13:10 | sell | 4235 | 0.50 | 104.669 | 0.000 | 0.000 | ||
| 12708 | 2020.03.10 13:10 | modify | 4235 | 0.50 | 104.669 | 106.269 | 103.369 | ||
| 12709 | 2020.03.10 14:50 | buy | 4236 | 0.50 | 104.627 | 0.000 | 0.000 | ||
| 12710 | 2020.03.10 14:50 | modify | 4236 | 0.50 | 104.627 | 103.027 | 105.927 | ||
| 12711 | 2020.03.10 15:40 | close | 4235 | 0.50 | 104.200 | 106.269 | 103.369 | 23450.00 | 11153299.63 |
| 12712 | 2020.03.10 15:45 | buy | 4237 | 0.70 | 103.982 | 0.000 | 0.000 | ||
| 12713 | 2020.03.10 15:45 | modify | 4237 | 0.70 | 103.982 | 102.682 | 104.382 | ||
| 12714 | 2020.03.10 15:50 | close | 4237 | 0.70 | 104.134 | 102.682 | 104.382 | 10640.00 | 11163939.63 |
| 12715 | 2020.03.10 17:55 | buy | 4238 | 0.70 | 103.903 | 0.000 | 0.000 | ||
| 12716 | 2020.03.10 17:55 | modify | 4238 | 0.70 | 103.903 | 102.603 | 104.303 | ||
| 12717 | 2020.03.10 18:10 | close | 4238 | 0.70 | 104.065 | 102.603 | 104.303 | 11340.00 | 11175279.63 |
| 12718 | 2020.03.10 18:55 | buy | 4239 | 0.40 | 103.546 | 0.000 | 0.000 | ||
| 12719 | 2020.03.10 18:55 | modify | 4239 | 0.40 | 103.546 | 101.196 | 104.596 | ||
| 12720 | 2020.03.10 20:10 | close | 4239 | 0.40 | 104.498 | 101.196 | 104.596 | 38080.00 | 11213359.63 |
| 12721 | 2020.03.10 21:50 | close | 4236 | 0.50 | 105.189 | 103.027 | 105.927 | 28100.00 | 11241459.63 |
| 12722 | 2020.03.11 02:50 | buy | 4240 | 0.70 | 104.865 | 0.000 | 0.000 | ||
| 12723 | 2020.03.11 02:50 | modify | 4240 | 0.70 | 104.865 | 103.565 | 105.265 | ||
| 12724 | 2020.03.11 03:00 | close | 4240 | 0.70 | 105.038 | 103.565 | 105.265 | 12110.00 | 11253569.63 |
| 12725 | 2020.03.11 07:15 | buy | 4241 | 0.50 | 104.672 | 0.000 | 0.000 | ||
| 12726 | 2020.03.11 07:15 | modify | 4241 | 0.50 | 104.672 | 103.072 | 105.972 | ||
| 12727 | 2020.03.11 09:25 | sell | 4242 | 0.50 | 104.466 | 0.000 | 0.000 | ||
| 12728 | 2020.03.11 09:25 | modify | 4242 | 0.50 | 104.466 | 106.066 | 103.166 | ||
| 12729 | 2020.03.11 10:50 | close | 4241 | 0.50 | 104.908 | 103.072 | 105.972 | 11800.00 | 11265369.63 |
| 12730 | 2020.03.11 12:55 | buy | 4243 | 0.50 | 104.968 | 0.000 | 0.000 | ||
| 12731 | 2020.03.11 12:55 | modify | 4243 | 0.50 | 104.968 | 103.368 | 106.268 | ||
| 12732 | 2020.03.11 14:45 | close | 4242 | 0.50 | 104.701 | 106.066 | 103.166 | -11750.00 | 11253619.63 |
| 12733 | 2020.03.11 17:10 | sell | 4244 | 0.50 | 104.773 | 0.000 | 0.000 | ||
| 12734 | 2020.03.11 17:10 | modify | 4244 | 0.50 | 104.773 | 106.373 | 103.473 | ||
| 12735 | 2020.03.11 18:40 | close | 4243 | 0.50 | 104.888 | 103.368 | 106.268 | -4000.00 | 11249619.63 |
| 12736 | 2020.03.11 20:25 | buy | 4245 | 0.50 | 104.765 | 0.000 | 0.000 | ||
| 12737 | 2020.03.11 20:25 | modify | 4245 | 0.50 | 104.765 | 103.165 | 106.065 | ||
| 12738 | 2020.03.11 22:05 | close | 4244 | 0.50 | 104.528 | 106.373 | 103.473 | 12250.00 | 11261869.63 |
| 12739 | 2020.03.12 05:05 | s/l | 4245 | 0.50 | 103.159 | 103.165 | 106.065 | -79328.67 | 11182540.96 |
| 12740 | 2020.03.12 07:40 | sell | 4246 | 0.70 | 104.009 | 0.000 | 0.000 | ||
| 12741 | 2020.03.12 07:40 | modify | 4246 | 0.70 | 104.009 | 105.309 | 103.609 | ||
| 12742 | 2020.03.12 08:25 | close | 4246 | 0.70 | 103.861 | 105.309 | 103.609 | 10360.00 | 11192900.96 |
| 12743 | 2020.03.12 15:35 | sell | 4247 | 0.70 | 104.086 | 0.000 | 0.000 | ||
| 12744 | 2020.03.12 15:35 | modify | 4247 | 0.70 | 104.086 | 105.386 | 103.686 | ||
| 12745 | 2020.03.12 15:50 | close | 4247 | 0.70 | 103.901 | 105.386 | 103.686 | 12950.00 | 11205850.96 |
| 12746 | 2020.03.12 16:00 | sell | 4248 | 0.50 | 104.030 | 0.000 | 0.000 | ||
| 12747 | 2020.03.12 16:00 | modify | 4248 | 0.50 | 104.030 | 105.630 | 102.730 | ||
| 12748 | 2020.03.12 16:55 | sell | 4249 | 0.40 | 104.357 | 0.000 | 0.000 | ||
| 12749 | 2020.03.12 16:55 | modify | 4249 | 0.40 | 104.357 | 106.707 | 103.307 | ||
| 12750 | 2020.03.12 18:43 | s/l | 4248 | 0.50 | 105.628 | 105.630 | 102.730 | -79900.00 | 11125950.96 |