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 |
| 13051 | 2020.08.12 17:00 | close | 4348 | 0.70 | 106.827 | 105.407 | 107.107 | 8400.00 | 11362251.22 |
| 13052 | 2020.08.13 02:50 | buy | 4349 | 0.70 | 106.801 | 0.000 | 0.000 | ||
| 13053 | 2020.08.13 02:50 | modify | 4349 | 0.70 | 106.801 | 105.501 | 107.201 | ||
| 13054 | 2020.08.13 07:25 | close | 4349 | 0.70 | 106.751 | 105.501 | 107.201 | -3500.00 | 11358751.22 |
| 13055 | 2020.08.19 05:35 | sell | 4350 | 0.70 | 105.455 | 0.000 | 0.000 | ||
| 13056 | 2020.08.19 05:35 | modify | 4350 | 0.70 | 105.455 | 106.755 | 105.055 | ||
| 13057 | 2020.08.19 10:50 | close | 4350 | 0.70 | 105.465 | 106.755 | 105.055 | -700.00 | 11358051.22 |
| 13058 | 2020.08.21 13:35 | sell | 4351 | 0.70 | 105.704 | 0.000 | 0.000 | ||
| 13059 | 2020.08.21 13:35 | modify | 4351 | 0.70 | 105.704 | 107.004 | 105.304 | ||
| 13060 | 2020.08.21 21:05 | close | 4351 | 0.70 | 105.811 | 107.004 | 105.304 | -7490.00 | 11350561.22 |
| 13061 | 2020.08.25 21:45 | buy | 4352 | 0.70 | 106.327 | 0.000 | 0.000 | ||
| 13062 | 2020.08.25 21:45 | modify | 4352 | 0.70 | 106.327 | 105.027 | 106.727 | ||
| 13063 | 2020.08.25 23:05 | close | 4352 | 0.70 | 106.418 | 105.027 | 106.727 | 6370.00 | 11356931.22 |
| 13064 | 2020.08.27 04:10 | sell | 4353 | 0.70 | 106.015 | 0.000 | 0.000 | ||
| 13065 | 2020.08.27 04:10 | modify | 4353 | 0.70 | 106.015 | 107.315 | 105.615 | ||
| 13066 | 2020.08.27 07:40 | close | 4353 | 0.70 | 105.947 | 107.315 | 105.615 | 4760.00 | 11361691.22 |
| 13067 | 2020.08.28 08:00 | buy | 4354 | 0.70 | 106.706 | 0.000 | 0.000 | ||
| 13068 | 2020.08.28 08:00 | modify | 4354 | 0.70 | 106.706 | 105.406 | 107.106 | ||
| 13069 | 2020.08.28 13:49 | s/l | 4354 | 0.70 | 105.401 | 105.406 | 107.106 | -91350.00 | 11270341.22 |
| 13070 | 2020.08.28 16:10 | sell | 4355 | 0.70 | 105.728 | 0.000 | 0.000 | ||
| 13071 | 2020.08.28 16:10 | modify | 4355 | 0.70 | 105.728 | 107.028 | 105.328 | ||
| 13072 | 2020.08.28 16:15 | close | 4355 | 0.70 | 105.616 | 107.028 | 105.328 | 7840.00 | 11278181.22 |
| 13073 | 2020.08.31 01:05 | sell | 4356 | 0.70 | 105.487 | 0.000 | 0.000 | ||
| 13074 | 2020.08.31 01:05 | modify | 4356 | 0.70 | 105.487 | 106.787 | 105.087 | ||
| 13075 | 2020.08.31 03:05 | close | 4356 | 0.70 | 105.337 | 106.787 | 105.087 | 10500.00 | 11288681.22 |
| 13076 | 2020.08.31 18:25 | buy | 4357 | 0.70 | 105.808 | 0.000 | 0.000 | ||
| 13077 | 2020.08.31 18:25 | modify | 4357 | 0.70 | 105.808 | 104.508 | 106.208 | ||
| 13078 | 2020.08.31 23:05 | close | 4357 | 0.70 | 105.908 | 104.508 | 106.208 | 7000.00 | 11295681.22 |
| 13079 | 2020.09.17 16:45 | sell | 4358 | 0.70 | 104.749 | 0.000 | 0.000 | ||
| 13080 | 2020.09.17 16:45 | modify | 4358 | 0.70 | 104.749 | 106.049 | 104.349 | ||
| 13081 | 2020.09.17 17:25 | close | 4358 | 0.70 | 104.637 | 106.049 | 104.349 | 7840.00 | 11303521.22 |
| 13082 | 2020.09.22 04:10 | buy | 4359 | 0.70 | 104.588 | 0.000 | 0.000 | ||
| 13083 | 2020.09.22 04:10 | modify | 4359 | 0.70 | 104.588 | 103.288 | 104.988 | ||
| 13084 | 2020.09.22 09:30 | close | 4359 | 0.70 | 104.633 | 103.288 | 104.988 | 3150.00 | 11306671.22 |
| 13085 | 2020.09.23 10:15 | buy | 4360 | 0.70 | 105.013 | 0.000 | 0.000 | ||
| 13086 | 2020.09.23 10:15 | modify | 4360 | 0.70 | 105.013 | 103.713 | 105.413 | ||
| 13087 | 2020.09.23 15:00 | close | 4360 | 0.70 | 105.131 | 103.713 | 105.413 | 8260.00 | 11314931.22 |
| 13088 | 2020.09.24 08:55 | buy | 4361 | 0.70 | 105.349 | 0.000 | 0.000 | ||
| 13089 | 2020.09.24 08:55 | modify | 4361 | 0.70 | 105.349 | 104.049 | 105.749 | ||
| 13090 | 2020.09.24 11:10 | close | 4361 | 0.70 | 105.333 | 104.049 | 105.749 | -1120.00 | 11313811.22 |
| 13091 | 2020.10.22 02:15 | sell | 4362 | 0.70 | 104.622 | 0.000 | 0.000 | ||
| 13092 | 2020.10.22 02:15 | modify | 4362 | 0.70 | 104.622 | 105.922 | 104.222 | ||
| 13093 | 2020.10.22 08:35 | close | 4362 | 0.70 | 104.665 | 105.922 | 104.222 | -3010.00 | 11310801.22 |
| 13094 | 2020.10.28 11:55 | sell | 4363 | 0.70 | 104.295 | 0.000 | 0.000 | ||
| 13095 | 2020.10.28 11:55 | modify | 4363 | 0.70 | 104.295 | 105.595 | 103.895 | ||
| 13096 | 2020.10.28 13:00 | close | 4363 | 0.70 | 104.223 | 105.595 | 103.895 | 5040.00 | 11315841.22 |
| 13097 | 2020.11.05 08:45 | sell | 4364 | 0.70 | 104.421 | 0.000 | 0.000 | ||
| 13098 | 2020.11.05 08:45 | modify | 4364 | 0.70 | 104.421 | 105.721 | 104.021 | ||
| 13099 | 2020.11.05 09:25 | close | 4364 | 0.70 | 104.288 | 105.721 | 104.021 | 9310.00 | 11325151.22 |
| 13100 | 2020.11.06 01:20 | sell | 4365 | 0.70 | 103.687 | 0.000 | 0.000 | ||
| 13101 | 2020.11.06 01:20 | modify | 4365 | 0.70 | 103.687 | 104.987 | 103.287 | ||
| 13102 | 2020.11.06 02:10 | close | 4365 | 0.70 | 103.514 | 104.987 | 103.287 | 12110.00 | 11337261.22 |
| 13103 | 2020.11.06 02:55 | sell | 4366 | 0.50 | 103.677 | 0.000 | 0.000 | ||
| 13104 | 2020.11.06 02:55 | modify | 4366 | 0.50 | 103.677 | 105.277 | 102.377 | ||
| 13105 | 2020.11.06 03:10 | sell | 4367 | 0.70 | 103.743 | 0.000 | 0.000 | ||
| 13106 | 2020.11.06 03:10 | modify | 4367 | 0.70 | 103.743 | 105.043 | 103.343 | ||
| 13107 | 2020.11.06 03:30 | close | 4367 | 0.70 | 103.627 | 105.043 | 103.343 | 8120.00 | 11345381.22 |
| 13108 | 2020.11.06 05:25 | close | 4366 | 0.50 | 103.476 | 105.277 | 102.377 | 10050.00 | 11355431.22 |
| 13109 | 2020.11.10 01:00 | buy | 4368 | 0.70 | 105.263 | 0.000 | 0.000 | ||
| 13110 | 2020.11.10 01:00 | modify | 4368 | 0.70 | 105.263 | 103.963 | 105.663 | ||
| 13111 | 2020.11.10 04:25 | buy | 4369 | 0.40 | 104.908 | 0.000 | 0.000 | ||
| 13112 | 2020.11.10 04:25 | modify | 4369 | 0.40 | 104.908 | 102.558 | 105.958 | ||
| 13113 | 2020.11.10 06:15 | close | 4368 | 0.70 | 104.986 | 103.963 | 105.663 | -19390.00 | 11336041.22 |
| 13114 | 2020.11.10 12:00 | close | 4369 | 0.40 | 105.313 | 102.558 | 105.958 | 16200.00 | 11352241.22 |
| 13115 | 2020.11.10 12:15 | sell | 4370 | 0.40 | 105.419 | 0.000 | 0.000 | ||
| 13116 | 2020.11.10 12:15 | modify | 4370 | 0.40 | 105.419 | 107.769 | 104.369 | ||
| 13117 | 2020.11.10 23:50 | buy | 4371 | 0.70 | 105.247 | 0.000 | 0.000 | ||
| 13118 | 2020.11.10 23:50 | modify | 4371 | 0.70 | 105.247 | 103.947 | 105.647 | ||
| 13119 | 2020.11.11 02:15 | close | 4370 | 0.40 | 105.161 | 107.769 | 104.369 | 9851.97 | 11362093.20 |
| 13120 | 2020.11.11 07:15 | close | 4371 | 0.70 | 105.174 | 103.947 | 105.647 | -4653.38 | 11357439.82 |
| 13121 | 2020.11.16 00:05 | sell | 4372 | 0.70 | 104.729 | 0.000 | 0.000 | ||
| 13122 | 2020.11.16 00:05 | modify | 4372 | 0.70 | 104.729 | 106.029 | 104.329 | ||
| 13123 | 2020.11.16 03:20 | close | 4372 | 0.70 | 104.616 | 106.029 | 104.329 | 7910.00 | 11365349.82 |
| 13124 | 2020.11.16 11:55 | sell | 4373 | 0.70 | 104.531 | 0.000 | 0.000 | ||
| 13125 | 2020.11.16 11:55 | modify | 4373 | 0.70 | 104.531 | 105.831 | 104.131 | ||
| 13126 | 2020.11.16 16:10 | close | 4373 | 0.70 | 104.760 | 105.831 | 104.131 | -16030.00 | 11349319.82 |
| 13127 | 2020.11.18 14:05 | sell | 4374 | 0.70 | 104.057 | 0.000 | 0.000 | ||
| 13128 | 2020.11.18 14:05 | modify | 4374 | 0.70 | 104.057 | 105.357 | 103.657 | ||
| 13129 | 2020.11.18 14:25 | close | 4374 | 0.70 | 103.951 | 105.357 | 103.657 | 7420.00 | 11356739.82 |
| 13130 | 2020.11.18 20:10 | sell | 4375 | 0.70 | 103.849 | 0.000 | 0.000 | ||
| 13131 | 2020.11.18 20:10 | modify | 4375 | 0.70 | 103.849 | 105.149 | 103.449 | ||
| 13132 | 2020.11.18 23:50 | close | 4375 | 0.70 | 103.811 | 105.149 | 103.449 | 2660.00 | 11359399.82 |
| 13133 | 2020.11.24 07:10 | buy | 4376 | 0.70 | 104.488 | 0.000 | 0.000 | ||
| 13134 | 2020.11.24 07:10 | modify | 4376 | 0.70 | 104.488 | 103.188 | 104.888 | ||
| 13135 | 2020.11.24 13:25 | close | 4376 | 0.70 | 104.357 | 103.188 | 104.888 | -9170.00 | 11350229.82 |
| 13136 | 2020.11.24 20:45 | buy | 4377 | 0.70 | 104.532 | 0.000 | 0.000 | ||
| 13137 | 2020.11.24 20:45 | modify | 4377 | 0.70 | 104.532 | 103.232 | 104.932 | ||
| 13138 | 2020.11.25 01:05 | close | 4377 | 0.70 | 104.501 | 103.232 | 104.932 | -1717.11 | 11348512.70 |
| 13139 | 2020.12.03 20:20 | sell | 4378 | 0.70 | 103.938 | 0.000 | 0.000 | ||
| 13140 | 2020.12.03 20:20 | modify | 4378 | 0.70 | 103.938 | 105.238 | 103.538 | ||
| 13141 | 2020.12.03 22:50 | close | 4378 | 0.70 | 103.897 | 105.238 | 103.538 | 2870.00 | 11351382.70 |
| 13142 | 2020.12.04 07:15 | sell | 4379 | 0.70 | 103.953 | 0.000 | 0.000 | ||
| 13143 | 2020.12.04 07:15 | modify | 4379 | 0.70 | 103.953 | 105.253 | 103.553 | ||
| 13144 | 2020.12.04 15:40 | close | 4379 | 0.70 | 103.866 | 105.253 | 103.553 | 6090.00 | 11357472.70 |
| 13145 | 2020.12.11 09:45 | sell | 4380 | 0.70 | 104.075 | 0.000 | 0.000 | ||
| 13146 | 2020.12.11 09:45 | modify | 4380 | 0.70 | 104.075 | 105.375 | 103.675 | ||
| 13147 | 2020.12.11 12:05 | close | 4380 | 0.70 | 104.019 | 105.375 | 103.675 | 3920.00 | 11361392.70 |
| 13148 | 2020.12.11 20:35 | sell | 4381 | 0.70 | 104.012 | 0.000 | 0.000 | ||
| 13149 | 2020.12.11 20:35 | modify | 4381 | 0.70 | 104.012 | 105.312 | 103.612 | ||
| 13150 | 2020.12.14 00:05 | close | 4381 | 0.70 | 103.958 | 105.312 | 103.612 | 2971.06 | 11364363.76 |
| 13151 | 2020.12.16 08:20 | sell | 4382 | 0.70 | 103.598 | 0.000 | 0.000 | ||
| 13152 | 2020.12.16 08:20 | modify | 4382 | 0.70 | 103.598 | 104.898 | 103.198 | ||
| 13153 | 2020.12.16 09:05 | close | 4382 | 0.70 | 103.485 | 104.898 | 103.198 | 7910.00 | 11372273.76 |
| 13154 | 2020.12.16 16:10 | sell | 4383 | 0.70 | 103.529 | 0.000 | 0.000 | ||
| 13155 | 2020.12.16 16:10 | modify | 4383 | 0.70 | 103.529 | 104.829 | 103.129 | ||
| 13156 | 2020.12.16 22:05 | close | 4383 | 0.70 | 103.523 | 104.829 | 103.129 | 420.00 | 11372693.76 |
| 13157 | 2020.12.17 18:05 | sell | 4384 | 0.70 | 103.089 | 0.000 | 0.000 | ||
| 13158 | 2020.12.17 18:05 | modify | 4384 | 0.70 | 103.089 | 104.389 | 102.689 | ||
| 13159 | 2020.12.17 23:40 | close | 4384 | 0.70 | 103.087 | 104.389 | 102.689 | 140.00 | 11372833.76 |
| 13160 | 2020.12.30 17:55 | sell | 4385 | 0.70 | 103.286 | 0.000 | 0.000 | ||
| 13161 | 2020.12.30 17:55 | modify | 4385 | 0.70 | 103.286 | 104.586 | 102.886 | ||
| 13162 | 2020.12.30 20:20 | close | 4385 | 0.70 | 103.229 | 104.586 | 102.886 | 3990.00 | 11376823.76 |
| 13163 | 2021.01.05 23:10 | sell | 4386 | 0.70 | 102.731 | 0.000 | 0.000 | ||
| 13164 | 2021.01.05 23:10 | modify | 4386 | 0.70 | 102.731 | 104.031 | 102.331 | ||
| 13165 | 2021.01.06 02:25 | close | 4386 | 0.70 | 102.612 | 104.031 | 102.331 | 7531.02 | 11384354.78 |
| 13166 | 2021.01.06 03:20 | sell | 4387 | 0.70 | 102.760 | 0.000 | 0.000 | ||
| 13167 | 2021.01.06 03:20 | modify | 4387 | 0.70 | 102.760 | 104.060 | 102.360 | ||
| 13168 | 2021.01.06 08:25 | close | 4387 | 0.70 | 102.732 | 104.060 | 102.360 | 1960.00 | 11386314.78 |
| 13169 | 2021.01.06 22:10 | buy | 4388 | 0.70 | 103.015 | 0.000 | 0.000 | ||
| 13170 | 2021.01.06 22:10 | modify | 4388 | 0.70 | 103.015 | 101.715 | 103.415 | ||
| 13171 | 2021.01.07 03:30 | close | 4388 | 0.70 | 103.137 | 101.715 | 103.415 | 9880.35 | 11396195.13 |
| 13172 | 2021.01.13 08:20 | sell | 4389 | 0.70 | 103.703 | 0.000 | 0.000 | ||
| 13173 | 2021.01.13 08:20 | modify | 4389 | 0.70 | 103.703 | 105.003 | 103.303 | ||
| 13174 | 2021.01.13 09:30 | close | 4389 | 0.70 | 103.626 | 105.003 | 103.303 | 5390.00 | 11401585.13 |
| 13175 | 2021.01.28 07:45 | buy | 4390 | 0.70 | 104.242 | 0.000 | 0.000 | ||
| 13176 | 2021.01.28 07:45 | modify | 4390 | 0.70 | 104.242 | 102.942 | 104.642 | ||
| 13177 | 2021.01.28 09:25 | close | 4390 | 0.70 | 104.344 | 102.942 | 104.642 | 7140.00 | 11408725.13 |
| 13178 | 2021.02.01 00:00 | buy | 4391 | 0.70 | 104.791 | 0.000 | 0.000 | ||
| 13179 | 2021.02.01 00:00 | modify | 4391 | 0.70 | 104.791 | 103.491 | 105.191 | ||
| 13180 | 2021.02.01 09:30 | close | 4391 | 0.70 | 104.725 | 103.491 | 105.191 | -4620.00 | 11404105.13 |
| 13181 | 2021.02.10 03:30 | sell | 4392 | 0.70 | 104.688 | 0.000 | 0.000 | ||
| 13182 | 2021.02.10 03:30 | modify | 4392 | 0.70 | 104.688 | 105.988 | 104.288 | ||
| 13183 | 2021.02.10 05:10 | close | 4392 | 0.70 | 104.572 | 105.988 | 104.288 | 8120.00 | 11412225.13 |
| 13184 | 2021.02.16 07:40 | buy | 4393 | 0.70 | 105.468 | 0.000 | 0.000 | ||
| 13185 | 2021.02.16 07:40 | modify | 4393 | 0.70 | 105.468 | 104.168 | 105.868 | ||
| 13186 | 2021.02.16 14:00 | close | 4393 | 0.70 | 105.394 | 104.168 | 105.868 | -5180.00 | 11407045.13 |
| 13187 | 2021.02.17 04:10 | buy | 4394 | 0.70 | 105.971 | 0.000 | 0.000 | ||
| 13188 | 2021.02.17 04:10 | modify | 4394 | 0.70 | 105.971 | 104.671 | 106.371 | ||
| 13189 | 2021.02.17 08:20 | close | 4394 | 0.70 | 105.951 | 104.671 | 106.371 | -1400.00 | 11405645.13 |
| 13190 | 2021.02.23 08:10 | sell | 4395 | 0.70 | 105.087 | 0.000 | 0.000 | ||
| 13191 | 2021.02.23 08:10 | modify | 4395 | 0.70 | 105.087 | 106.387 | 104.687 | ||
| 13192 | 2021.02.23 14:10 | close | 4395 | 0.70 | 105.209 | 106.387 | 104.687 | -8540.00 | 11397105.13 |
| 13193 | 2021.02.25 06:15 | buy | 4396 | 0.70 | 105.931 | 0.000 | 0.000 | ||
| 13194 | 2021.02.25 06:15 | modify | 4396 | 0.70 | 105.931 | 104.631 | 106.331 | ||
| 13195 | 2021.02.25 08:40 | close | 4396 | 0.70 | 105.953 | 104.631 | 106.331 | 1540.00 | 11398645.13 |
| 13196 | 2021.02.26 21:20 | buy | 4397 | 0.70 | 106.534 | 0.000 | 0.000 | ||
| 13197 | 2021.02.26 21:20 | modify | 4397 | 0.70 | 106.534 | 105.234 | 106.934 | ||
| 13198 | 2021.02.26 22:00 | close | 4397 | 0.70 | 106.626 | 105.234 | 106.934 | 6440.00 | 11405085.13 |
| 13199 | 2021.03.01 16:00 | buy | 4398 | 0.70 | 106.649 | 0.000 | 0.000 | ||
| 13200 | 2021.03.01 16:00 | modify | 4398 | 0.70 | 106.649 | 105.349 | 107.049 | ||