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 |
| 13201 | 2021.03.01 19:40 | close | 4398 | 0.70 | 106.745 | 105.349 | 107.049 | 6720.00 | 11411805.13 |
| 13202 | 2021.03.05 02:25 | buy | 4399 | 0.70 | 107.862 | 0.000 | 0.000 | ||
| 13203 | 2021.03.05 02:25 | modify | 4399 | 0.70 | 107.862 | 106.562 | 108.262 | ||
| 13204 | 2021.03.05 06:05 | close | 4399 | 0.70 | 107.992 | 106.562 | 108.262 | 9100.00 | 11420905.13 |
| 13205 | 2021.03.05 13:35 | buy | 4400 | 0.70 | 108.340 | 0.000 | 0.000 | ||
| 13206 | 2021.03.05 13:35 | modify | 4400 | 0.70 | 108.340 | 107.040 | 108.740 | ||
| 13207 | 2021.03.05 15:35 | close | 4400 | 0.70 | 108.552 | 107.040 | 108.740 | 14840.00 | 11435745.13 |
| 13208 | 2021.03.09 09:25 | buy | 4401 | 0.70 | 109.021 | 0.000 | 0.000 | ||
| 13209 | 2021.03.09 09:25 | modify | 4401 | 0.70 | 109.021 | 107.721 | 109.421 | ||
| 13210 | 2021.03.09 14:10 | close | 4401 | 0.70 | 108.807 | 107.721 | 109.421 | -14980.00 | 11420765.13 |
| 13211 | 2021.03.10 01:15 | sell | 4402 | 0.70 | 108.604 | 0.000 | 0.000 | ||
| 13212 | 2021.03.10 01:15 | modify | 4402 | 0.70 | 108.604 | 109.904 | 108.204 | ||
| 13213 | 2021.03.10 08:45 | close | 4402 | 0.70 | 108.805 | 109.904 | 108.204 | -14070.00 | 11406695.13 |
| 13214 | 2021.03.12 18:55 | buy | 4403 | 0.70 | 108.844 | 0.000 | 0.000 | ||
| 13215 | 2021.03.12 18:55 | modify | 4403 | 0.70 | 108.844 | 107.544 | 109.244 | ||
| 13216 | 2021.03.12 19:25 | close | 4403 | 0.70 | 108.948 | 107.544 | 109.244 | 7280.00 | 11413975.13 |
| 13217 | 2021.03.26 19:00 | buy | 4404 | 0.70 | 109.561 | 0.000 | 0.000 | ||
| 13218 | 2021.03.26 19:00 | modify | 4404 | 0.70 | 109.561 | 108.261 | 109.961 | ||
| 13219 | 2021.03.26 20:35 | close | 4404 | 0.70 | 109.667 | 108.261 | 109.961 | 7420.00 | 11421395.13 |
| 13220 | 2021.03.31 09:40 | buy | 4405 | 0.70 | 110.662 | 0.000 | 0.000 | ||
| 13221 | 2021.03.31 09:40 | modify | 4405 | 0.70 | 110.662 | 109.362 | 111.062 | ||
| 13222 | 2021.03.31 14:40 | close | 4405 | 0.70 | 110.712 | 109.362 | 111.062 | 3500.00 | 11424895.13 |
| 13223 | 2021.04.05 22:10 | sell | 4406 | 0.70 | 110.224 | 0.000 | 0.000 | ||
| 13224 | 2021.04.05 22:10 | modify | 4406 | 0.70 | 110.224 | 111.524 | 109.824 | ||
| 13225 | 2021.04.06 00:10 | close | 4406 | 0.70 | 110.175 | 111.524 | 109.824 | 2573.04 | 11427468.18 |
| 13226 | 2021.04.06 03:45 | sell | 4407 | 0.70 | 110.281 | 0.000 | 0.000 | ||
| 13227 | 2021.04.06 03:45 | modify | 4407 | 0.70 | 110.281 | 111.581 | 109.881 | ||
| 13228 | 2021.04.06 07:25 | close | 4407 | 0.70 | 110.314 | 111.581 | 109.881 | -2310.00 | 11425158.18 |
| 13229 | 2021.04.06 14:55 | buy | 4408 | 0.70 | 110.355 | 0.000 | 0.000 | ||
| 13230 | 2021.04.06 14:55 | modify | 4408 | 0.70 | 110.355 | 109.055 | 110.755 | ||
| 13231 | 2021.04.06 20:05 | close | 4408 | 0.70 | 109.902 | 109.055 | 110.755 | -31710.00 | 11393448.18 |
| 13232 | 2021.04.07 03:05 | sell | 4409 | 0.70 | 109.851 | 0.000 | 0.000 | ||
| 13233 | 2021.04.07 03:05 | modify | 4409 | 0.70 | 109.851 | 111.151 | 109.451 | ||
| 13234 | 2021.04.07 04:05 | close | 4409 | 0.70 | 109.725 | 111.151 | 109.451 | 8820.00 | 11402268.18 |
| 13235 | 2021.04.07 21:05 | sell | 4410 | 0.70 | 109.785 | 0.000 | 0.000 | ||
| 13236 | 2021.04.07 21:05 | modify | 4410 | 0.70 | 109.785 | 111.085 | 109.385 | ||
| 13237 | 2021.04.08 03:50 | close | 4410 | 0.70 | 109.791 | 111.085 | 109.385 | -2983.21 | 11399284.96 |
| 13238 | 2021.04.09 01:25 | sell | 4411 | 0.70 | 109.343 | 0.000 | 0.000 | ||
| 13239 | 2021.04.09 01:25 | modify | 4411 | 0.70 | 109.343 | 110.643 | 108.943 | ||
| 13240 | 2021.04.09 04:05 | close | 4411 | 0.70 | 109.235 | 110.643 | 108.943 | 7560.00 | 11406844.96 |
| 13241 | 2021.04.09 17:30 | buy | 4412 | 0.70 | 109.598 | 0.000 | 0.000 | ||
| 13242 | 2021.04.09 17:30 | modify | 4412 | 0.70 | 109.598 | 108.298 | 109.998 | ||
| 13243 | 2021.04.09 18:30 | close | 4412 | 0.70 | 109.703 | 108.298 | 109.998 | 7350.00 | 11414194.96 |
| 13244 | 2021.04.14 10:40 | sell | 4413 | 0.70 | 109.032 | 0.000 | 0.000 | ||
| 13245 | 2021.04.14 10:40 | modify | 4413 | 0.70 | 109.032 | 110.332 | 108.632 | ||
| 13246 | 2021.04.14 13:50 | close | 4413 | 0.70 | 108.946 | 110.332 | 108.632 | 6020.00 | 11420214.96 |
| 13247 | 2021.04.19 16:30 | sell | 4414 | 0.70 | 108.254 | 0.000 | 0.000 | ||
| 13248 | 2021.04.19 16:30 | modify | 4414 | 0.70 | 108.254 | 109.554 | 107.854 | ||
| 13249 | 2021.04.19 17:35 | close | 4414 | 0.70 | 108.112 | 109.554 | 107.854 | 9940.00 | 11430154.96 |
| 13250 | 2021.04.20 16:50 | buy | 4415 | 0.70 | 108.296 | 0.000 | 0.000 | ||
| 13251 | 2021.04.20 16:50 | modify | 4415 | 0.70 | 108.296 | 106.996 | 108.696 | ||
| 13252 | 2021.04.21 01:45 | close | 4415 | 0.70 | 108.119 | 106.996 | 108.696 | -11921.24 | 11418233.72 |
| 13253 | 2021.04.28 11:40 | buy | 4416 | 0.70 | 108.854 | 0.000 | 0.000 | ||
| 13254 | 2021.04.28 11:40 | modify | 4416 | 0.70 | 108.854 | 107.554 | 109.254 | ||
| 13255 | 2021.04.28 12:20 | close | 4416 | 0.70 | 108.954 | 107.554 | 109.254 | 7000.00 | 11425233.72 |
| 13256 | 2021.05.03 13:35 | buy | 4417 | 0.70 | 109.456 | 0.000 | 0.000 | ||
| 13257 | 2021.05.03 13:35 | modify | 4417 | 0.70 | 109.456 | 108.156 | 109.856 | ||
| 13258 | 2021.05.04 02:35 | close | 4417 | 0.70 | 109.108 | 108.156 | 109.856 | -23887.01 | 11401346.71 |
| 13259 | 2021.05.04 03:15 | sell | 4418 | 0.70 | 109.161 | 0.000 | 0.000 | ||
| 13260 | 2021.05.04 03:15 | modify | 4418 | 0.70 | 109.161 | 110.461 | 108.761 | ||
| 13261 | 2021.05.04 11:25 | close | 4418 | 0.70 | 109.331 | 110.461 | 108.761 | -11900.00 | 11389446.71 |
| 13262 | 2021.05.04 14:45 | buy | 4419 | 0.70 | 109.266 | 0.000 | 0.000 | ||
| 13263 | 2021.05.04 14:45 | modify | 4419 | 0.70 | 109.266 | 107.966 | 109.666 | ||
| 13264 | 2021.05.04 22:00 | close | 4419 | 0.70 | 109.304 | 107.966 | 109.666 | 2660.00 | 11392106.71 |
| 13265 | 2021.05.10 03:10 | sell | 4420 | 0.70 | 108.685 | 0.000 | 0.000 | ||
| 13266 | 2021.05.10 03:10 | modify | 4420 | 0.70 | 108.685 | 109.985 | 108.285 | ||
| 13267 | 2021.05.10 08:25 | close | 4420 | 0.70 | 108.830 | 109.985 | 108.285 | -10150.00 | 11381956.71 |
| 13268 | 2021.05.13 04:45 | buy | 4421 | 0.70 | 109.518 | 0.000 | 0.000 | ||
| 13269 | 2021.05.13 04:45 | modify | 4421 | 0.70 | 109.518 | 108.218 | 109.918 | ||
| 13270 | 2021.05.13 06:00 | close | 4421 | 0.70 | 109.621 | 108.218 | 109.918 | 7210.00 | 11389166.71 |
| 13271 | 2021.05.13 09:50 | buy | 4422 | 0.70 | 109.576 | 0.000 | 0.000 | ||
| 13272 | 2021.05.13 09:50 | modify | 4422 | 0.70 | 109.576 | 108.276 | 109.976 | ||
| 13273 | 2021.05.13 10:55 | close | 4422 | 0.70 | 109.690 | 108.276 | 109.976 | 7980.00 | 11397146.71 |
| 13274 | 2021.05.14 01:30 | sell | 4423 | 0.70 | 109.484 | 0.000 | 0.000 | ||
| 13275 | 2021.05.14 01:30 | modify | 4423 | 0.70 | 109.484 | 110.784 | 109.084 | ||
| 13276 | 2021.05.14 06:40 | close | 4423 | 0.70 | 109.567 | 110.784 | 109.084 | -5810.00 | 11391336.71 |
| 13277 | 2021.05.21 01:40 | sell | 4424 | 0.70 | 108.811 | 0.000 | 0.000 | ||
| 13278 | 2021.05.21 01:40 | modify | 4424 | 0.70 | 108.811 | 110.111 | 108.411 | ||
| 13279 | 2021.05.21 07:20 | close | 4424 | 0.70 | 108.837 | 110.111 | 108.411 | -1820.00 | 11389516.71 |
| 13280 | 2021.06.04 02:40 | buy | 4425 | 0.70 | 110.258 | 0.000 | 0.000 | ||
| 13281 | 2021.06.04 02:40 | modify | 4425 | 0.70 | 110.258 | 108.958 | 110.658 | ||
| 13282 | 2021.06.04 07:00 | close | 4425 | 0.70 | 110.229 | 108.958 | 110.658 | -2030.00 | 11387486.71 |
| 13283 | 2021.06.07 02:50 | sell | 4426 | 0.70 | 109.636 | 0.000 | 0.000 | ||
| 13284 | 2021.06.07 02:50 | modify | 4426 | 0.70 | 109.636 | 110.936 | 109.236 | ||
| 13285 | 2021.06.07 03:10 | close | 4426 | 0.70 | 109.512 | 110.936 | 109.236 | 8680.00 | 11396166.71 |
| 13286 | 2021.06.18 03:00 | sell | 4427 | 0.70 | 110.322 | 0.000 | 0.000 | ||
| 13287 | 2021.06.18 03:00 | modify | 4427 | 0.70 | 110.322 | 111.622 | 109.922 | ||
| 13288 | 2021.06.18 04:50 | close | 4427 | 0.70 | 110.216 | 111.622 | 109.922 | 7420.00 | 11403586.71 |
| 13289 | 2021.06.22 21:50 | buy | 4428 | 0.70 | 110.629 | 0.000 | 0.000 | ||
| 13290 | 2021.06.22 21:50 | modify | 4428 | 0.70 | 110.629 | 109.329 | 111.029 | ||
| 13291 | 2021.06.23 03:05 | close | 4428 | 0.70 | 110.714 | 109.329 | 111.029 | 6429.86 | 11410016.57 |
| 13292 | 2021.06.23 14:40 | buy | 4429 | 0.70 | 110.813 | 0.000 | 0.000 | ||
| 13293 | 2021.06.23 14:40 | modify | 4429 | 0.70 | 110.813 | 109.513 | 111.213 | ||
| 13294 | 2021.06.23 18:10 | close | 4429 | 0.70 | 110.848 | 109.513 | 111.213 | 2450.00 | 11412466.57 |
| 13295 | 2021.07.01 04:20 | buy | 4430 | 0.70 | 111.049 | 0.000 | 0.000 | ||
| 13296 | 2021.07.01 04:20 | modify | 4430 | 0.70 | 111.049 | 109.749 | 111.449 | ||
| 13297 | 2021.07.01 07:10 | close | 4430 | 0.70 | 111.098 | 109.749 | 111.449 | 3430.00 | 11415896.57 |
| 13298 | 2021.07.05 01:20 | sell | 4431 | 0.70 | 111.078 | 0.000 | 0.000 | ||
| 13299 | 2021.07.05 01:20 | modify | 4431 | 0.70 | 111.078 | 112.378 | 110.678 | ||
| 13300 | 2021.07.05 04:40 | close | 4431 | 0.70 | 111.087 | 112.378 | 110.678 | -630.00 | 11415266.57 |
| 13301 | 2021.07.05 16:30 | sell | 4432 | 0.70 | 110.977 | 0.000 | 0.000 | ||
| 13302 | 2021.07.05 16:30 | modify | 4432 | 0.70 | 110.977 | 112.277 | 110.577 | ||
| 13303 | 2021.07.05 18:20 | close | 4432 | 0.70 | 110.925 | 112.277 | 110.577 | 3640.00 | 11418906.57 |
| 13304 | 2021.07.05 22:25 | sell | 4433 | 0.70 | 110.955 | 0.000 | 0.000 | ||
| 13305 | 2021.07.05 22:25 | modify | 4433 | 0.70 | 110.955 | 112.255 | 110.555 | ||
| 13306 | 2021.07.06 01:10 | close | 4433 | 0.70 | 110.928 | 112.255 | 110.555 | 1026.92 | 11419933.49 |
| 13307 | 2021.07.08 18:30 | sell | 4434 | 0.70 | 109.820 | 0.000 | 0.000 | ||
| 13308 | 2021.07.08 18:30 | modify | 4434 | 0.70 | 109.820 | 111.120 | 109.420 | ||
| 13309 | 2021.07.08 23:25 | close | 4434 | 0.70 | 109.764 | 111.120 | 109.420 | 3920.00 | 11423853.49 |
| 13310 | 2021.07.09 02:20 | sell | 4435 | 0.70 | 109.823 | 0.000 | 0.000 | ||
| 13311 | 2021.07.09 02:20 | modify | 4435 | 0.70 | 109.823 | 111.123 | 109.423 | ||
| 13312 | 2021.07.09 04:50 | close | 4435 | 0.70 | 109.771 | 111.123 | 109.423 | 3640.00 | 11427493.49 |
| 13313 | 2021.07.09 13:20 | buy | 4436 | 0.70 | 109.930 | 0.000 | 0.000 | ||
| 13314 | 2021.07.09 13:20 | modify | 4436 | 0.70 | 109.930 | 108.630 | 110.330 | ||
| 13315 | 2021.07.09 14:45 | close | 4436 | 0.70 | 110.075 | 108.630 | 110.330 | 10150.00 | 11437643.49 |
| 13316 | 2021.07.15 13:10 | sell | 4437 | 0.70 | 109.929 | 0.000 | 0.000 | ||
| 13317 | 2021.07.15 13:10 | modify | 4437 | 0.70 | 109.929 | 111.229 | 109.529 | ||
| 13318 | 2021.07.15 16:30 | close | 4437 | 0.70 | 109.929 | 111.229 | 109.529 | 0.00 | 11437643.49 |
| 13319 | 2021.07.20 02:50 | sell | 4438 | 0.70 | 109.552 | 0.000 | 0.000 | ||
| 13320 | 2021.07.20 02:50 | modify | 4438 | 0.70 | 109.552 | 110.852 | 109.152 | ||
| 13321 | 2021.07.20 06:45 | close | 4438 | 0.70 | 109.374 | 110.852 | 109.152 | 12460.00 | 11450103.49 |
| 13322 | 2021.07.21 09:30 | buy | 4439 | 0.70 | 109.823 | 0.000 | 0.000 | ||
| 13323 | 2021.07.21 09:30 | modify | 4439 | 0.70 | 109.823 | 108.523 | 110.223 | ||
| 13324 | 2021.07.21 10:00 | close | 4439 | 0.70 | 109.931 | 108.523 | 110.223 | 7560.00 | 11457663.49 |
| 13325 | 2021.07.22 03:10 | buy | 4440 | 0.70 | 110.223 | 0.000 | 0.000 | ||
| 13326 | 2021.07.22 03:10 | modify | 4440 | 0.70 | 110.223 | 108.923 | 110.623 | ||
| 13327 | 2021.07.22 09:00 | close | 4440 | 0.70 | 110.162 | 108.923 | 110.623 | -4270.00 | 11453393.49 |
| 13328 | 2021.07.27 22:15 | sell | 4441 | 0.70 | 109.743 | 0.000 | 0.000 | ||
| 13329 | 2021.07.27 22:15 | modify | 4441 | 0.70 | 109.743 | 111.043 | 109.343 | ||
| 13330 | 2021.07.28 06:45 | close | 4441 | 0.70 | 109.758 | 111.043 | 109.343 | -1903.81 | 11451489.69 |
| 13331 | 2021.08.03 20:55 | sell | 4442 | 0.70 | 109.138 | 0.000 | 0.000 | ||
| 13332 | 2021.08.03 20:55 | modify | 4442 | 0.70 | 109.138 | 110.438 | 108.738 | ||
| 13333 | 2021.08.03 22:10 | close | 4442 | 0.70 | 109.085 | 110.438 | 108.738 | 3710.00 | 11455199.69 |
| 13334 | 2021.08.09 08:25 | buy | 4443 | 0.70 | 110.190 | 0.000 | 0.000 | ||
| 13335 | 2021.08.09 08:25 | modify | 4443 | 0.70 | 110.190 | 108.890 | 110.590 | ||
| 13336 | 2021.08.09 10:10 | close | 4443 | 0.70 | 110.213 | 108.890 | 110.590 | 1610.00 | 11456809.69 |
| 13337 | 2021.08.16 01:30 | sell | 4444 | 0.70 | 109.733 | 0.000 | 0.000 | ||
| 13338 | 2021.08.16 01:30 | modify | 4444 | 0.70 | 109.733 | 111.033 | 109.333 | ||
| 13339 | 2021.08.16 02:10 | close | 4444 | 0.70 | 109.621 | 111.033 | 109.333 | 7840.00 | 11464649.69 |
| 13340 | 2021.08.17 02:45 | sell | 4445 | 0.70 | 109.311 | 0.000 | 0.000 | ||
| 13341 | 2021.08.17 02:45 | modify | 4445 | 0.70 | 109.311 | 110.611 | 108.911 | ||
| 13342 | 2021.08.17 03:25 | close | 4445 | 0.70 | 109.235 | 110.611 | 108.911 | 5320.00 | 11469969.69 |
| 13343 | 2021.08.18 21:05 | buy | 4446 | 0.70 | 109.839 | 0.000 | 0.000 | ||
| 13344 | 2021.08.18 21:05 | modify | 4446 | 0.70 | 109.839 | 108.539 | 110.239 | ||
| 13345 | 2021.08.19 02:50 | close | 4446 | 0.70 | 109.823 | 108.539 | 110.239 | 307.92 | 11470277.61 |
| 13346 | 2021.08.19 09:05 | buy | 4447 | 0.70 | 110.086 | 0.000 | 0.000 | ||
| 13347 | 2021.08.19 09:05 | modify | 4447 | 0.70 | 110.086 | 108.786 | 110.486 | ||
| 13348 | 2021.08.19 16:20 | close | 4447 | 0.70 | 109.779 | 108.786 | 110.486 | -21490.00 | 11448787.61 |
| 13349 | 2021.08.19 16:35 | sell | 4448 | 0.70 | 109.830 | 0.000 | 0.000 | ||
| 13350 | 2021.08.19 16:35 | modify | 4448 | 0.70 | 109.830 | 111.130 | 109.430 | ||