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 |
| 12901 | 2020.03.31 16:05 | close | 4298 | 0.70 | 108.452 | 107.022 | 108.722 | 9100.00 | 11210265.19 |
| 12902 | 2020.03.31 20:05 | sell | 4299 | 0.50 | 107.890 | 0.000 | 0.000 | ||
| 12903 | 2020.03.31 20:05 | modify | 4299 | 0.50 | 107.890 | 109.490 | 106.590 | ||
| 12904 | 2020.03.31 21:00 | buy | 4300 | 0.50 | 107.699 | 0.000 | 0.000 | ||
| 12905 | 2020.03.31 21:00 | modify | 4300 | 0.50 | 107.699 | 106.099 | 108.999 | ||
| 12906 | 2020.03.31 22:50 | close | 4299 | 0.50 | 107.541 | 109.490 | 106.590 | 17450.00 | 11227715.19 |
| 12907 | 2020.04.01 01:40 | close | 4300 | 0.50 | 107.676 | 106.099 | 108.999 | -816.91 | 11226898.28 |
| 12908 | 2020.04.03 05:25 | buy | 4301 | 0.70 | 107.846 | 0.000 | 0.000 | ||
| 12909 | 2020.04.03 05:25 | modify | 4301 | 0.70 | 107.846 | 106.546 | 108.246 | ||
| 12910 | 2020.04.03 05:50 | close | 4301 | 0.70 | 107.956 | 106.546 | 108.246 | 7700.00 | 11234598.28 |
| 12911 | 2020.04.03 21:30 | buy | 4302 | 0.70 | 108.303 | 0.000 | 0.000 | ||
| 12912 | 2020.04.03 21:30 | modify | 4302 | 0.70 | 108.303 | 107.003 | 108.703 | ||
| 12913 | 2020.04.03 23:00 | close | 4302 | 0.70 | 108.411 | 107.003 | 108.703 | 7560.00 | 11242158.28 |
| 12914 | 2020.04.06 14:25 | buy | 4303 | 0.70 | 108.944 | 0.000 | 0.000 | ||
| 12915 | 2020.04.06 14:25 | modify | 4303 | 0.70 | 108.944 | 107.644 | 109.344 | ||
| 12916 | 2020.04.06 15:35 | close | 4303 | 0.70 | 109.049 | 107.644 | 109.344 | 7350.00 | 11249508.28 |
| 12917 | 2020.04.10 13:00 | sell | 4304 | 0.70 | 108.430 | 0.000 | 0.000 | ||
| 12918 | 2020.04.10 13:00 | modify | 4304 | 0.70 | 108.430 | 109.730 | 108.030 | ||
| 12919 | 2020.04.10 18:20 | close | 4304 | 0.70 | 108.409 | 109.730 | 108.030 | 1470.00 | 11250978.28 |
| 12920 | 2020.04.13 11:20 | sell | 4305 | 0.70 | 107.982 | 0.000 | 0.000 | ||
| 12921 | 2020.04.13 11:20 | modify | 4305 | 0.70 | 107.982 | 109.282 | 107.582 | ||
| 12922 | 2020.04.13 15:00 | close | 4305 | 0.70 | 107.870 | 109.282 | 107.582 | 7840.00 | 11258818.28 |
| 12923 | 2020.04.13 23:05 | sell | 4306 | 0.70 | 107.677 | 0.000 | 0.000 | ||
| 12924 | 2020.04.13 23:05 | modify | 4306 | 0.70 | 107.677 | 108.977 | 107.277 | ||
| 12925 | 2020.04.14 02:40 | close | 4306 | 0.70 | 107.649 | 108.977 | 107.277 | 1121.76 | 11259940.04 |
| 12926 | 2020.04.14 07:30 | sell | 4307 | 0.70 | 107.739 | 0.000 | 0.000 | ||
| 12927 | 2020.04.14 07:30 | modify | 4307 | 0.70 | 107.739 | 109.039 | 107.339 | ||
| 12928 | 2020.04.14 11:15 | close | 4307 | 0.70 | 107.609 | 109.039 | 107.339 | 9100.00 | 11269040.04 |
| 12929 | 2020.04.27 17:10 | sell | 4308 | 0.70 | 107.213 | 0.000 | 0.000 | ||
| 12930 | 2020.04.27 17:10 | modify | 4308 | 0.70 | 107.213 | 108.513 | 106.813 | ||
| 12931 | 2020.04.27 20:35 | close | 4308 | 0.70 | 107.216 | 108.513 | 106.813 | -210.00 | 11268830.04 |
| 12932 | 2020.04.28 17:35 | sell | 4309 | 0.70 | 106.832 | 0.000 | 0.000 | ||
| 12933 | 2020.04.28 17:35 | modify | 4309 | 0.70 | 106.832 | 108.132 | 106.432 | ||
| 12934 | 2020.04.29 02:15 | close | 4309 | 0.70 | 106.794 | 108.132 | 106.432 | 1828.81 | 11270658.85 |
| 12935 | 2020.05.01 17:00 | sell | 4310 | 0.70 | 106.886 | 0.000 | 0.000 | ||
| 12936 | 2020.05.01 17:00 | modify | 4310 | 0.70 | 106.886 | 108.186 | 106.486 | ||
| 12937 | 2020.05.01 18:15 | close | 4310 | 0.70 | 106.768 | 108.186 | 106.486 | 8260.00 | 11278918.85 |
| 12938 | 2020.05.07 02:45 | sell | 4311 | 0.70 | 106.200 | 0.000 | 0.000 | ||
| 12939 | 2020.05.07 02:45 | modify | 4311 | 0.70 | 106.200 | 107.500 | 105.800 | ||
| 12940 | 2020.05.07 05:55 | close | 4311 | 0.70 | 106.155 | 107.500 | 105.800 | 3150.00 | 11282068.85 |
| 12941 | 2020.05.11 06:05 | buy | 4312 | 0.70 | 106.787 | 0.000 | 0.000 | ||
| 12942 | 2020.05.11 06:05 | modify | 4312 | 0.70 | 106.787 | 105.487 | 107.187 | ||
| 12943 | 2020.05.11 07:00 | close | 4312 | 0.70 | 106.918 | 105.487 | 107.187 | 9170.00 | 11291238.85 |
| 12944 | 2020.05.11 22:55 | buy | 4313 | 0.70 | 107.630 | 0.000 | 0.000 | ||
| 12945 | 2020.05.11 22:55 | modify | 4313 | 0.70 | 107.630 | 106.330 | 108.030 | ||
| 12946 | 2020.05.12 09:35 | close | 4313 | 0.70 | 107.514 | 106.330 | 108.030 | -7653.09 | 11283585.76 |
| 12947 | 2020.05.19 20:25 | buy | 4314 | 0.70 | 107.771 | 0.000 | 0.000 | ||
| 12948 | 2020.05.19 20:25 | modify | 4314 | 0.70 | 107.771 | 106.471 | 108.171 | ||
| 12949 | 2020.05.20 01:45 | close | 4314 | 0.70 | 107.808 | 106.471 | 108.171 | 3057.02 | 11286642.78 |
| 12950 | 2020.05.29 16:15 | sell | 4315 | 0.70 | 107.329 | 0.000 | 0.000 | ||
| 12951 | 2020.05.29 16:15 | modify | 4315 | 0.70 | 107.329 | 108.629 | 106.929 | ||
| 12952 | 2020.06.01 00:05 | close | 4315 | 0.70 | 107.703 | 108.629 | 106.929 | -27017.59 | 11259625.19 |
| 12953 | 2020.06.01 00:05 | buy | 4316 | 0.70 | 107.707 | 0.000 | 0.000 | ||
| 12954 | 2020.06.01 00:05 | modify | 4316 | 0.70 | 107.707 | 106.407 | 108.107 | ||
| 12955 | 2020.06.01 01:30 | sell | 4317 | 0.50 | 107.795 | 0.000 | 0.000 | ||
| 12956 | 2020.06.01 01:30 | modify | 4317 | 0.50 | 107.795 | 109.395 | 106.495 | ||
| 12957 | 2020.06.01 01:30 | close | 4316 | 0.70 | 107.794 | 106.407 | 108.107 | 6090.00 | 11265715.19 |
| 12958 | 2020.06.01 02:15 | buy | 4318 | 0.50 | 107.678 | 0.000 | 0.000 | ||
| 12959 | 2020.06.01 02:15 | modify | 4318 | 0.50 | 107.678 | 106.078 | 108.978 | ||
| 12960 | 2020.06.01 03:15 | close | 4318 | 0.50 | 107.820 | 106.078 | 108.978 | 7100.00 | 11272815.19 |
| 12961 | 2020.06.01 07:55 | close | 4317 | 0.50 | 107.536 | 109.395 | 106.495 | 12950.00 | 11285765.19 |
| 12962 | 2020.06.03 01:55 | buy | 4319 | 0.70 | 108.592 | 0.000 | 0.000 | ||
| 12963 | 2020.06.03 01:55 | modify | 4319 | 0.70 | 108.592 | 107.292 | 108.992 | ||
| 12964 | 2020.06.03 02:20 | close | 4319 | 0.70 | 108.692 | 107.292 | 108.992 | 7000.00 | 11292765.19 |
| 12965 | 2020.06.03 04:15 | buy | 4320 | 0.70 | 108.536 | 0.000 | 0.000 | ||
| 12966 | 2020.06.03 04:15 | modify | 4320 | 0.70 | 108.536 | 107.236 | 108.936 | ||
| 12967 | 2020.06.03 06:25 | close | 4320 | 0.70 | 108.618 | 107.236 | 108.936 | 5740.00 | 11298505.19 |
| 12968 | 2020.06.03 14:25 | buy | 4321 | 0.70 | 108.601 | 0.000 | 0.000 | ||
| 12969 | 2020.06.03 14:25 | modify | 4321 | 0.70 | 108.601 | 107.301 | 109.001 | ||
| 12970 | 2020.06.03 16:20 | close | 4321 | 0.70 | 108.705 | 107.301 | 109.001 | 7280.00 | 11305785.19 |
| 12971 | 2020.06.04 12:30 | buy | 4322 | 0.70 | 108.950 | 0.000 | 0.000 | ||
| 12972 | 2020.06.04 12:30 | modify | 4322 | 0.70 | 108.950 | 107.650 | 109.350 | ||
| 12973 | 2020.06.04 17:50 | close | 4322 | 0.70 | 108.981 | 107.650 | 109.350 | 2170.00 | 11307955.19 |
| 12974 | 2020.06.08 03:35 | buy | 4323 | 0.70 | 109.491 | 0.000 | 0.000 | ||
| 12975 | 2020.06.08 03:35 | modify | 4323 | 0.70 | 109.491 | 108.191 | 109.891 | ||
| 12976 | 2020.06.08 06:00 | close | 4323 | 0.70 | 109.544 | 108.191 | 109.891 | 3710.00 | 11311665.19 |
| 12977 | 2020.06.09 01:50 | sell | 4324 | 0.70 | 108.487 | 0.000 | 0.000 | ||
| 12978 | 2020.06.09 01:50 | modify | 4324 | 0.70 | 108.487 | 109.787 | 108.087 | ||
| 12979 | 2020.06.09 03:05 | close | 4324 | 0.70 | 108.339 | 109.787 | 108.087 | 10360.00 | 11322025.19 |
| 12980 | 2020.06.09 14:40 | sell | 4325 | 0.70 | 108.114 | 0.000 | 0.000 | ||
| 12981 | 2020.06.09 14:40 | modify | 4325 | 0.70 | 108.114 | 109.414 | 107.714 | ||
| 12982 | 2020.06.09 15:40 | close | 4325 | 0.70 | 108.016 | 109.414 | 107.714 | 6860.00 | 11328885.19 |
| 12983 | 2020.06.09 18:20 | buy | 4326 | 0.40 | 107.763 | 0.000 | 0.000 | ||
| 12984 | 2020.06.09 18:20 | modify | 4326 | 0.40 | 107.763 | 105.413 | 108.813 | ||
| 12985 | 2020.06.11 21:10 | sell | 4327 | 0.70 | 106.883 | 0.000 | 0.000 | ||
| 12986 | 2020.06.11 21:10 | modify | 4327 | 0.70 | 106.883 | 108.183 | 106.483 | ||
| 12987 | 2020.06.12 01:25 | close | 4327 | 0.70 | 106.785 | 108.183 | 106.483 | 6028.84 | 11334914.03 |
| 12988 | 2020.06.12 06:35 | close | 4326 | 0.40 | 106.938 | 105.413 | 108.813 | -31671.93 | 11303242.10 |
| 12989 | 2020.06.15 09:20 | sell | 4328 | 0.70 | 107.237 | 0.000 | 0.000 | ||
| 12990 | 2020.06.15 09:20 | modify | 4328 | 0.70 | 107.237 | 108.537 | 106.837 | ||
| 12991 | 2020.06.15 17:15 | close | 4328 | 0.70 | 107.311 | 108.537 | 106.837 | -5180.00 | 11298062.10 |
| 12992 | 2020.06.18 11:05 | sell | 4329 | 0.70 | 107.021 | 0.000 | 0.000 | ||
| 12993 | 2020.06.18 11:05 | modify | 4329 | 0.70 | 107.021 | 108.321 | 106.621 | ||
| 12994 | 2020.06.18 14:50 | close | 4329 | 0.70 | 106.897 | 108.321 | 106.621 | 8680.00 | 11306742.10 |
| 12995 | 2020.06.18 20:10 | sell | 4330 | 0.70 | 106.905 | 0.000 | 0.000 | ||
| 12996 | 2020.06.18 20:10 | modify | 4330 | 0.70 | 106.905 | 108.205 | 106.505 | ||
| 12997 | 2020.06.18 22:00 | close | 4330 | 0.70 | 106.828 | 108.205 | 106.505 | 5390.00 | 11312132.10 |
| 12998 | 2020.06.30 00:10 | buy | 4331 | 0.70 | 107.569 | 0.000 | 0.000 | ||
| 12999 | 2020.06.30 00:10 | modify | 4331 | 0.70 | 107.569 | 106.269 | 107.969 | ||
| 13000 | 2020.06.30 01:40 | close | 4331 | 0.70 | 107.615 | 106.269 | 107.969 | 3220.00 | 11315352.10 |
| 13001 | 2020.06.30 09:55 | buy | 4332 | 0.70 | 107.653 | 0.000 | 0.000 | ||
| 13002 | 2020.06.30 09:55 | modify | 4332 | 0.70 | 107.653 | 106.353 | 108.053 | ||
| 13003 | 2020.06.30 12:20 | close | 4332 | 0.70 | 107.723 | 106.353 | 108.053 | 4900.00 | 11320252.10 |
| 13004 | 2020.07.10 19:40 | sell | 4333 | 0.70 | 106.876 | 0.000 | 0.000 | ||
| 13005 | 2020.07.10 19:40 | modify | 4333 | 0.70 | 106.876 | 108.176 | 106.476 | ||
| 13006 | 2020.07.13 00:05 | close | 4333 | 0.70 | 106.912 | 108.176 | 106.476 | -3351.51 | 11316900.59 |
| 13007 | 2020.07.15 18:20 | sell | 4334 | 0.70 | 106.918 | 0.000 | 0.000 | ||
| 13008 | 2020.07.15 18:20 | modify | 4334 | 0.70 | 106.918 | 108.218 | 106.518 | ||
| 13009 | 2020.07.16 01:55 | close | 4334 | 0.70 | 106.929 | 108.218 | 106.518 | -3265.22 | 11313635.37 |
| 13010 | 2020.07.22 01:45 | sell | 4335 | 0.70 | 106.853 | 0.000 | 0.000 | ||
| 13011 | 2020.07.22 01:45 | modify | 4335 | 0.70 | 106.853 | 108.153 | 106.453 | ||
| 13012 | 2020.07.22 03:05 | close | 4335 | 0.70 | 106.786 | 108.153 | 106.453 | 4690.00 | 11318325.37 |
| 13013 | 2020.07.22 07:20 | sell | 4336 | 0.70 | 106.862 | 0.000 | 0.000 | ||
| 13014 | 2020.07.22 07:20 | modify | 4336 | 0.70 | 106.862 | 108.162 | 106.462 | ||
| 13015 | 2020.07.22 13:15 | close | 4336 | 0.70 | 106.939 | 108.162 | 106.462 | -5390.00 | 11312935.37 |
| 13016 | 2020.07.23 00:55 | buy | 4337 | 0.70 | 107.153 | 0.000 | 0.000 | ||
| 13017 | 2020.07.23 00:55 | modify | 4337 | 0.70 | 107.153 | 105.853 | 107.553 | ||
| 13018 | 2020.07.23 07:40 | close | 4337 | 0.70 | 107.156 | 105.853 | 107.553 | 210.00 | 11313145.37 |
| 13019 | 2020.07.24 21:35 | sell | 4338 | 0.70 | 105.961 | 0.000 | 0.000 | ||
| 13020 | 2020.07.24 21:35 | modify | 4338 | 0.70 | 105.961 | 107.261 | 105.561 | ||
| 13021 | 2020.07.27 01:15 | close | 4338 | 0.70 | 105.965 | 107.261 | 105.561 | -1104.86 | 11312040.51 |
| 13022 | 2020.07.27 22:15 | sell | 4339 | 0.70 | 105.433 | 0.000 | 0.000 | ||
| 13023 | 2020.07.27 22:15 | modify | 4339 | 0.70 | 105.433 | 106.733 | 105.033 | ||
| 13024 | 2020.07.28 00:50 | close | 4339 | 0.70 | 105.359 | 106.733 | 105.033 | 4360.43 | 11316400.95 |
| 13025 | 2020.07.29 04:20 | sell | 4340 | 0.70 | 105.197 | 0.000 | 0.000 | ||
| 13026 | 2020.07.29 04:20 | modify | 4340 | 0.70 | 105.197 | 106.497 | 104.797 | ||
| 13027 | 2020.07.29 05:10 | close | 4340 | 0.70 | 105.071 | 106.497 | 104.797 | 8820.00 | 11325220.95 |
| 13028 | 2020.07.31 10:50 | sell | 4341 | 0.70 | 104.471 | 0.000 | 0.000 | ||
| 13029 | 2020.07.31 10:50 | modify | 4341 | 0.70 | 104.471 | 105.771 | 104.071 | ||
| 13030 | 2020.07.31 13:25 | close | 4341 | 0.70 | 104.567 | 105.771 | 104.071 | -6720.00 | 11318500.95 |
| 13031 | 2020.08.03 11:40 | buy | 4342 | 0.70 | 105.679 | 0.000 | 0.000 | ||
| 13032 | 2020.08.03 11:40 | modify | 4342 | 0.70 | 105.679 | 104.379 | 106.079 | ||
| 13033 | 2020.08.03 13:25 | close | 4342 | 0.70 | 105.847 | 104.379 | 106.079 | 11760.00 | 11330260.95 |
| 13034 | 2020.08.03 16:00 | sell | 4343 | 0.40 | 106.271 | 0.000 | 0.000 | ||
| 13035 | 2020.08.03 16:00 | modify | 4343 | 0.40 | 106.271 | 108.621 | 105.221 | ||
| 13036 | 2020.08.03 21:40 | buy | 4344 | 0.70 | 106.002 | 0.000 | 0.000 | ||
| 13037 | 2020.08.03 21:40 | modify | 4344 | 0.70 | 106.002 | 104.702 | 106.402 | ||
| 13038 | 2020.08.04 02:00 | close | 4344 | 0.70 | 106.032 | 104.702 | 106.402 | 2559.42 | 11332820.37 |
| 13039 | 2020.08.04 10:15 | close | 4343 | 0.40 | 105.934 | 108.621 | 105.221 | 13009.10 | 11345829.47 |
| 13040 | 2020.08.05 09:05 | sell | 4345 | 0.70 | 105.682 | 0.000 | 0.000 | ||
| 13041 | 2020.08.05 09:05 | modify | 4345 | 0.70 | 105.682 | 106.982 | 105.282 | ||
| 13042 | 2020.08.05 14:55 | close | 4345 | 0.70 | 105.705 | 106.982 | 105.282 | -1610.00 | 11344219.47 |
| 13043 | 2020.08.10 03:20 | buy | 4346 | 0.70 | 105.808 | 0.000 | 0.000 | ||
| 13044 | 2020.08.10 03:20 | modify | 4346 | 0.70 | 105.808 | 104.508 | 106.208 | ||
| 13045 | 2020.08.10 09:40 | close | 4346 | 0.70 | 105.824 | 104.508 | 106.208 | 1120.00 | 11345339.47 |
| 13046 | 2020.08.11 23:15 | buy | 4347 | 0.70 | 106.444 | 0.000 | 0.000 | ||
| 13047 | 2020.08.11 23:15 | modify | 4347 | 0.70 | 106.444 | 105.144 | 106.844 | ||
| 13048 | 2020.08.12 03:15 | close | 4347 | 0.70 | 106.559 | 105.144 | 106.844 | 8511.76 | 11353851.22 |
| 13049 | 2020.08.12 16:15 | buy | 4348 | 0.70 | 106.707 | 0.000 | 0.000 | ||
| 13050 | 2020.08.12 16:15 | modify | 4348 | 0.70 | 106.707 | 105.407 | 107.107 | ||