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 |
| 12751 | 2020.03.12 23:15 | buy | 4250 | 0.70 | 104.757 | 0.000 | 0.000 | ||
| 12752 | 2020.03.12 23:15 | modify | 4250 | 0.70 | 104.757 | 103.457 | 105.157 | ||
| 12753 | 2020.03.12 23:30 | close | 4250 | 0.70 | 104.874 | 103.457 | 105.157 | 8190.00 | 11134140.96 |
| 12754 | 2020.03.13 05:30 | sell | 4251 | 0.50 | 105.143 | 0.000 | 0.000 | ||
| 12755 | 2020.03.13 05:30 | modify | 4251 | 0.50 | 105.143 | 106.743 | 103.843 | ||
| 12756 | 2020.03.13 14:42 | s/l | 4249 | 0.40 | 106.713 | 106.707 | 103.307 | -94705.08 | 11039435.89 |
| 12757 | 2020.03.13 14:54 | s/l | 4251 | 0.50 | 106.741 | 106.743 | 103.843 | -79900.00 | 10959535.89 |
| 12758 | 2020.03.16 01:35 | buy | 4252 | 0.40 | 105.982 | 0.000 | 0.000 | ||
| 12759 | 2020.03.16 01:35 | modify | 4252 | 0.40 | 105.982 | 103.632 | 107.032 | ||
| 12760 | 2020.03.16 02:15 | buy | 4253 | 0.50 | 105.964 | 0.000 | 0.000 | ||
| 12761 | 2020.03.16 02:15 | modify | 4253 | 0.50 | 105.964 | 104.364 | 107.264 | ||
| 12762 | 2020.03.16 03:25 | sell | 4254 | 0.50 | 106.553 | 0.000 | 0.000 | ||
| 12763 | 2020.03.16 03:25 | modify | 4254 | 0.50 | 106.553 | 108.153 | 105.253 | ||
| 12764 | 2020.03.16 03:30 | modify | 4252 | 0.40 | 105.982 | 106.780 | 107.032 | ||
| 12765 | 2020.03.16 03:30 | s/l | 4252 | 0.40 | 106.785 | 106.780 | 107.032 | 32120.00 | 10991655.89 |
| 12766 | 2020.03.16 04:40 | modify | 4253 | 0.50 | 105.964 | 107.022 | 107.264 | ||
| 12767 | 2020.03.16 04:50 | close | 4253 | 0.50 | 107.159 | 107.022 | 107.264 | 59750.00 | 11051405.89 |
| 12768 | 2020.03.16 06:55 | buy | 4255 | 0.50 | 106.916 | 0.000 | 0.000 | ||
| 12769 | 2020.03.16 06:55 | modify | 4255 | 0.50 | 106.916 | 105.316 | 108.216 | ||
| 12770 | 2020.03.16 08:40 | close | 4254 | 0.50 | 106.569 | 108.153 | 105.253 | -800.00 | 11050605.89 |
| 12771 | 2020.03.16 10:55 | sell | 4256 | 0.50 | 106.533 | 0.000 | 0.000 | ||
| 12772 | 2020.03.16 10:55 | modify | 4256 | 0.50 | 106.533 | 108.133 | 105.233 | ||
| 12773 | 2020.03.16 11:55 | close | 4256 | 0.50 | 106.070 | 108.133 | 105.233 | 23150.00 | 11073755.89 |
| 12774 | 2020.03.16 14:20 | sell | 4257 | 0.50 | 105.994 | 0.000 | 0.000 | ||
| 12775 | 2020.03.16 14:20 | modify | 4257 | 0.50 | 105.994 | 107.594 | 104.694 | ||
| 12776 | 2020.03.16 15:25 | close | 4257 | 0.50 | 105.619 | 107.594 | 104.694 | 18750.00 | 11092505.89 |
| 12777 | 2020.03.16 15:45 | s/l | 4255 | 0.50 | 105.318 | 105.316 | 108.216 | -79900.00 | 11012605.89 |
| 12778 | 2020.03.16 20:45 | buy | 4258 | 0.50 | 105.703 | 0.000 | 0.000 | ||
| 12779 | 2020.03.16 20:45 | modify | 4258 | 0.50 | 105.703 | 104.103 | 107.003 | ||
| 12780 | 2020.03.16 21:00 | sell | 4259 | 0.50 | 105.956 | 0.000 | 0.000 | ||
| 12781 | 2020.03.16 21:00 | modify | 4259 | 0.50 | 105.956 | 107.556 | 104.656 | ||
| 12782 | 2020.03.16 22:05 | close | 4258 | 0.50 | 106.300 | 104.103 | 107.003 | 29850.00 | 11042455.89 |
| 12783 | 2020.03.16 22:10 | sell | 4260 | 0.70 | 106.366 | 0.000 | 0.000 | ||
| 12784 | 2020.03.16 22:10 | modify | 4260 | 0.70 | 106.366 | 107.666 | 105.966 | ||
| 12785 | 2020.03.16 22:20 | close | 4260 | 0.70 | 106.246 | 107.666 | 105.966 | 8400.00 | 11050855.89 |
| 12786 | 2020.03.16 22:35 | buy | 4261 | 0.50 | 105.931 | 0.000 | 0.000 | ||
| 12787 | 2020.03.16 22:35 | modify | 4261 | 0.50 | 105.931 | 104.331 | 107.231 | ||
| 12788 | 2020.03.17 01:45 | close | 4261 | 0.50 | 106.228 | 104.331 | 107.231 | 15178.14 | 11066034.03 |
| 12789 | 2020.03.17 01:45 | sell | 4262 | 0.70 | 106.226 | 0.000 | 0.000 | ||
| 12790 | 2020.03.17 01:45 | modify | 4262 | 0.70 | 106.226 | 107.526 | 105.826 | ||
| 12791 | 2020.03.17 06:15 | close | 4262 | 0.70 | 106.207 | 107.526 | 105.826 | 1330.00 | 11067364.03 |
| 12792 | 2020.03.17 08:30 | buy | 4263 | 0.50 | 106.444 | 0.000 | 0.000 | ||
| 12793 | 2020.03.17 08:30 | modify | 4263 | 0.50 | 106.444 | 104.844 | 107.744 | ||
| 12794 | 2020.03.17 09:50 | close | 4263 | 0.50 | 106.661 | 104.844 | 107.744 | 10850.00 | 11078214.03 |
| 12795 | 2020.03.17 12:10 | buy | 4264 | 0.50 | 106.700 | 0.000 | 0.000 | ||
| 12796 | 2020.03.17 12:10 | modify | 4264 | 0.50 | 106.700 | 105.100 | 108.000 | ||
| 12797 | 2020.03.17 12:40 | close | 4259 | 0.50 | 106.384 | 107.556 | 104.656 | -21988.59 | 11056225.44 |
| 12798 | 2020.03.17 13:50 | sell | 4265 | 0.50 | 106.901 | 0.000 | 0.000 | ||
| 12799 | 2020.03.17 13:50 | modify | 4265 | 0.50 | 106.901 | 108.501 | 105.601 | ||
| 12800 | 2020.03.17 14:10 | close | 4264 | 0.50 | 107.134 | 105.100 | 108.000 | 21700.00 | 11077925.44 |
| 12801 | 2020.03.17 16:40 | buy | 4266 | 0.50 | 106.856 | 0.000 | 0.000 | ||
| 12802 | 2020.03.17 16:40 | modify | 4266 | 0.50 | 106.856 | 105.256 | 108.156 | ||
| 12803 | 2020.03.17 17:45 | close | 4266 | 0.50 | 107.315 | 105.256 | 108.156 | 22950.00 | 11100875.44 |
| 12804 | 2020.03.18 01:10 | close | 4265 | 0.50 | 107.504 | 108.501 | 105.601 | -30748.31 | 11070127.13 |
| 12805 | 2020.03.18 01:25 | buy | 4267 | 0.70 | 107.389 | 0.000 | 0.000 | ||
| 12806 | 2020.03.18 01:25 | modify | 4267 | 0.70 | 107.389 | 106.089 | 107.789 | ||
| 12807 | 2020.03.18 03:05 | close | 4267 | 0.70 | 107.497 | 106.089 | 107.789 | 7560.00 | 11077687.13 |
| 12808 | 2020.03.18 06:00 | buy | 4268 | 0.40 | 107.262 | 0.000 | 0.000 | ||
| 12809 | 2020.03.18 06:00 | modify | 4268 | 0.40 | 107.262 | 104.912 | 108.312 | ||
| 12810 | 2020.03.18 06:35 | buy | 4269 | 0.50 | 107.175 | 0.000 | 0.000 | ||
| 12811 | 2020.03.18 06:35 | modify | 4269 | 0.50 | 107.175 | 105.575 | 108.475 | ||
| 12812 | 2020.03.18 11:00 | close | 4269 | 0.50 | 107.419 | 105.575 | 108.475 | 12200.00 | 11089887.13 |
| 12813 | 2020.03.18 11:55 | close | 4268 | 0.40 | 107.572 | 104.912 | 108.312 | 12400.00 | 11102287.13 |
| 12814 | 2020.03.19 09:35 | buy | 4270 | 0.70 | 108.536 | 0.000 | 0.000 | ||
| 12815 | 2020.03.19 09:35 | modify | 4270 | 0.70 | 108.536 | 107.236 | 108.936 | ||
| 12816 | 2020.03.19 10:05 | close | 4270 | 0.70 | 108.711 | 107.236 | 108.936 | 12250.00 | 11114537.13 |
| 12817 | 2020.03.20 04:45 | buy | 4271 | 0.70 | 110.593 | 0.000 | 0.000 | ||
| 12818 | 2020.03.20 04:45 | modify | 4271 | 0.70 | 110.593 | 109.293 | 110.993 | ||
| 12819 | 2020.03.20 06:35 | buy | 4272 | 0.50 | 110.079 | 0.000 | 0.000 | ||
| 12820 | 2020.03.20 06:35 | modify | 4272 | 0.50 | 110.079 | 108.479 | 111.379 | ||
| 12821 | 2020.03.20 12:35 | close | 4271 | 0.70 | 110.102 | 109.293 | 110.993 | -34370.00 | 11080167.13 |
| 12822 | 2020.03.20 12:45 | close | 4272 | 0.50 | 110.211 | 108.479 | 111.379 | 6600.00 | 11086767.13 |
| 12823 | 2020.03.20 16:50 | sell | 4273 | 0.40 | 110.698 | 0.000 | 0.000 | ||
| 12824 | 2020.03.20 16:50 | modify | 4273 | 0.40 | 110.698 | 113.048 | 109.648 | ||
| 12825 | 2020.03.20 18:00 | sell | 4274 | 0.50 | 110.890 | 0.000 | 0.000 | ||
| 12826 | 2020.03.20 18:00 | modify | 4274 | 0.50 | 110.890 | 112.490 | 109.590 | ||
| 12827 | 2020.03.20 20:20 | buy | 4275 | 0.50 | 111.184 | 0.000 | 0.000 | ||
| 12828 | 2020.03.20 20:20 | modify | 4275 | 0.50 | 111.184 | 109.584 | 112.484 | ||
| 12829 | 2020.03.20 23:50 | close | 4274 | 0.50 | 110.949 | 112.490 | 109.590 | -2950.00 | 11083817.13 |
| 12830 | 2020.03.23 04:25 | close | 4273 | 0.40 | 110.377 | 113.048 | 109.648 | 12347.57 | 11096164.70 |
| 12831 | 2020.03.23 06:50 | sell | 4276 | 0.50 | 110.277 | 0.000 | 0.000 | ||
| 12832 | 2020.03.23 06:50 | modify | 4276 | 0.50 | 110.277 | 111.877 | 108.977 | ||
| 12833 | 2020.03.23 08:15 | close | 4276 | 0.50 | 109.996 | 111.877 | 108.977 | 14050.00 | 11110214.70 |
| 12834 | 2020.03.23 12:05 | sell | 4277 | 0.50 | 110.337 | 0.000 | 0.000 | ||
| 12835 | 2020.03.23 12:05 | modify | 4277 | 0.50 | 110.337 | 111.937 | 109.037 | ||
| 12836 | 2020.03.23 12:35 | close | 4275 | 0.50 | 110.580 | 109.584 | 112.484 | -29856.84 | 11080357.86 |
| 12837 | 2020.03.23 14:45 | sell | 4278 | 0.40 | 110.783 | 0.000 | 0.000 | ||
| 12838 | 2020.03.23 14:45 | modify | 4278 | 0.40 | 110.783 | 113.133 | 109.733 | ||
| 12839 | 2020.03.23 15:20 | close | 4277 | 0.50 | 110.144 | 111.937 | 109.037 | 9650.00 | 11090007.86 |
| 12840 | 2020.03.23 15:25 | modify | 4278 | 0.40 | 110.783 | 110.000 | 109.733 | ||
| 12841 | 2020.03.23 15:26 | s/l | 4278 | 0.40 | 109.997 | 110.000 | 109.733 | 31440.00 | 11121447.86 |
| 12842 | 2020.03.23 17:40 | sell | 4279 | 0.50 | 110.766 | 0.000 | 0.000 | ||
| 12843 | 2020.03.23 17:40 | modify | 4279 | 0.50 | 110.766 | 112.366 | 109.466 | ||
| 12844 | 2020.03.23 17:40 | sell | 4280 | 0.40 | 110.757 | 0.000 | 0.000 | ||
| 12845 | 2020.03.23 17:40 | modify | 4280 | 0.40 | 110.757 | 113.107 | 109.707 | ||
| 12846 | 2020.03.24 01:35 | close | 4279 | 0.50 | 110.993 | 112.366 | 109.466 | -11967.95 | 11109479.91 |
| 12847 | 2020.03.24 01:40 | buy | 4281 | 0.70 | 110.945 | 0.000 | 0.000 | ||
| 12848 | 2020.03.24 01:40 | modify | 4281 | 0.70 | 110.945 | 109.645 | 111.345 | ||
| 12849 | 2020.03.24 02:05 | close | 4281 | 0.70 | 111.056 | 109.645 | 111.345 | 7770.00 | 11117249.91 |
| 12850 | 2020.03.24 02:30 | buy | 4282 | 0.50 | 110.809 | 0.000 | 0.000 | ||
| 12851 | 2020.03.24 02:30 | modify | 4282 | 0.50 | 110.809 | 109.209 | 112.109 | ||
| 12852 | 2020.03.24 04:10 | close | 4280 | 0.40 | 110.380 | 113.107 | 109.707 | 14585.64 | 11131835.55 |
| 12853 | 2020.03.24 06:25 | sell | 4283 | 0.50 | 110.436 | 0.000 | 0.000 | ||
| 12854 | 2020.03.24 06:25 | modify | 4283 | 0.50 | 110.436 | 112.036 | 109.136 | ||
| 12855 | 2020.03.24 07:10 | close | 4283 | 0.50 | 110.156 | 112.036 | 109.136 | 14000.00 | 11145835.55 |
| 12856 | 2020.03.24 08:45 | sell | 4284 | 0.50 | 110.390 | 0.000 | 0.000 | ||
| 12857 | 2020.03.24 08:45 | modify | 4284 | 0.50 | 110.390 | 111.990 | 109.090 | ||
| 12858 | 2020.03.24 10:15 | close | 4282 | 0.50 | 110.598 | 109.209 | 112.109 | -10550.00 | 11135285.55 |
| 12859 | 2020.03.24 16:10 | buy | 4285 | 0.50 | 110.748 | 0.000 | 0.000 | ||
| 12860 | 2020.03.24 16:10 | modify | 4285 | 0.50 | 110.748 | 109.148 | 112.048 | ||
| 12861 | 2020.03.24 17:00 | close | 4285 | 0.50 | 111.186 | 109.148 | 112.048 | 21900.00 | 11157185.55 |
| 12862 | 2020.03.24 23:55 | close | 4284 | 0.50 | 111.243 | 111.990 | 109.090 | -42650.00 | 11114535.55 |
| 12863 | 2020.03.24 23:55 | buy | 4286 | 0.70 | 111.249 | 0.000 | 0.000 | ||
| 12864 | 2020.03.24 23:55 | modify | 4286 | 0.70 | 111.249 | 109.949 | 111.649 | ||
| 12865 | 2020.03.25 00:10 | close | 4286 | 0.70 | 111.353 | 109.949 | 111.649 | 7762.30 | 11122297.85 |
| 12866 | 2020.03.25 01:40 | buy | 4287 | 0.50 | 111.170 | 0.000 | 0.000 | ||
| 12867 | 2020.03.25 01:40 | modify | 4287 | 0.50 | 111.170 | 109.570 | 112.470 | ||
| 12868 | 2020.03.25 04:40 | buy | 4288 | 0.40 | 110.898 | 0.000 | 0.000 | ||
| 12869 | 2020.03.25 04:40 | modify | 4288 | 0.40 | 110.898 | 108.548 | 111.948 | ||
| 12870 | 2020.03.25 07:10 | close | 4287 | 0.50 | 111.144 | 109.570 | 112.470 | -1300.00 | 11120997.85 |
| 12871 | 2020.03.25 11:10 | close | 4288 | 0.40 | 111.458 | 108.548 | 111.948 | 22400.00 | 11143397.85 |
| 12872 | 2020.03.27 10:35 | sell | 4289 | 0.70 | 108.927 | 0.000 | 0.000 | ||
| 12873 | 2020.03.27 10:35 | modify | 4289 | 0.70 | 108.927 | 110.227 | 108.527 | ||
| 12874 | 2020.03.27 11:05 | close | 4289 | 0.70 | 108.770 | 110.227 | 108.527 | 10990.00 | 11154387.85 |
| 12875 | 2020.03.27 11:55 | sell | 4290 | 0.50 | 108.934 | 0.000 | 0.000 | ||
| 12876 | 2020.03.27 11:55 | modify | 4290 | 0.50 | 108.934 | 110.534 | 107.634 | ||
| 12877 | 2020.03.27 14:00 | close | 4290 | 0.50 | 108.626 | 110.534 | 107.634 | 15400.00 | 11169787.85 |
| 12878 | 2020.03.27 16:20 | sell | 4291 | 0.50 | 108.827 | 0.000 | 0.000 | ||
| 12879 | 2020.03.27 16:20 | modify | 4291 | 0.50 | 108.827 | 110.427 | 107.527 | ||
| 12880 | 2020.03.27 16:55 | buy | 4292 | 0.50 | 108.613 | 0.000 | 0.000 | ||
| 12881 | 2020.03.27 16:55 | modify | 4292 | 0.50 | 108.613 | 107.013 | 109.913 | ||
| 12882 | 2020.03.27 17:00 | close | 4291 | 0.50 | 108.494 | 110.427 | 107.527 | 16650.00 | 11186437.85 |
| 12883 | 2020.03.30 07:25 | close | 4292 | 0.50 | 107.619 | 107.013 | 109.913 | -49366.37 | 11137071.48 |
| 12884 | 2020.03.30 08:45 | sell | 4293 | 0.70 | 107.852 | 0.000 | 0.000 | ||
| 12885 | 2020.03.30 08:45 | modify | 4293 | 0.70 | 107.852 | 109.152 | 107.452 | ||
| 12886 | 2020.03.30 09:00 | close | 4293 | 0.70 | 107.743 | 109.152 | 107.452 | 7630.00 | 11144701.48 |
| 12887 | 2020.03.30 09:35 | sell | 4294 | 0.50 | 107.881 | 0.000 | 0.000 | ||
| 12888 | 2020.03.30 09:35 | modify | 4294 | 0.50 | 107.881 | 109.481 | 106.581 | ||
| 12889 | 2020.03.30 11:50 | buy | 4295 | 0.50 | 107.747 | 0.000 | 0.000 | ||
| 12890 | 2020.03.30 11:50 | modify | 4295 | 0.50 | 107.747 | 106.147 | 109.047 | ||
| 12891 | 2020.03.30 12:10 | close | 4294 | 0.50 | 107.546 | 109.481 | 106.581 | 16750.00 | 11161451.48 |
| 12892 | 2020.03.30 16:00 | close | 4295 | 0.50 | 108.269 | 106.147 | 109.047 | 26100.00 | 11187551.48 |
| 12893 | 2020.03.30 19:50 | buy | 4296 | 0.50 | 107.869 | 0.000 | 0.000 | ||
| 12894 | 2020.03.30 19:50 | modify | 4296 | 0.50 | 107.869 | 106.269 | 109.169 | ||
| 12895 | 2020.03.31 02:00 | close | 4296 | 0.50 | 107.975 | 106.269 | 109.169 | 5633.71 | 11193185.19 |
| 12896 | 2020.03.31 09:05 | buy | 4297 | 0.70 | 108.117 | 0.000 | 0.000 | ||
| 12897 | 2020.03.31 09:05 | modify | 4297 | 0.70 | 108.117 | 106.817 | 108.517 | ||
| 12898 | 2020.03.31 09:20 | close | 4297 | 0.70 | 108.231 | 106.817 | 108.517 | 7980.00 | 11201165.19 |
| 12899 | 2020.03.31 15:40 | buy | 4298 | 0.70 | 108.322 | 0.000 | 0.000 | ||
| 12900 | 2020.03.31 15:40 | modify | 4298 | 0.70 | 108.322 | 107.022 | 108.722 | ||