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 |
| 1201 | 2005.12.14 21:55 | sell | 401 | 0.70 | 117.323 | 0.000 | 0.000 | ||
| 1202 | 2005.12.14 21:55 | modify | 401 | 0.70 | 117.323 | 118.623 | 116.923 | ||
| 1203 | 2005.12.15 03:20 | close | 401 | 0.70 | 117.145 | 118.623 | 116.923 | 9721.41 | 1358982.22 |
| 1204 | 2005.12.15 15:45 | sell | 402 | 0.50 | 116.136 | 0.000 | 0.000 | ||
| 1205 | 2005.12.15 15:45 | modify | 402 | 0.50 | 116.136 | 117.736 | 114.836 | ||
| 1206 | 2005.12.15 17:20 | sell | 403 | 0.70 | 116.527 | 0.000 | 0.000 | ||
| 1207 | 2005.12.15 17:20 | modify | 403 | 0.70 | 116.527 | 117.827 | 116.127 | ||
| 1208 | 2005.12.15 18:10 | close | 403 | 0.70 | 116.403 | 117.827 | 116.127 | 8680.00 | 1367662.22 |
| 1209 | 2005.12.15 21:50 | close | 402 | 0.50 | 116.394 | 117.736 | 114.836 | -12900.00 | 1354762.22 |
| 1210 | 2005.12.16 01:00 | sell | 404 | 0.70 | 116.416 | 0.000 | 0.000 | ||
| 1211 | 2005.12.16 01:00 | modify | 404 | 0.70 | 116.416 | 117.716 | 116.016 | ||
| 1212 | 2005.12.16 02:00 | close | 404 | 0.70 | 116.289 | 117.716 | 116.016 | 8890.00 | 1363652.22 |
| 1213 | 2005.12.16 08:25 | sell | 405 | 0.50 | 115.828 | 0.000 | 0.000 | ||
| 1214 | 2005.12.16 08:25 | modify | 405 | 0.50 | 115.828 | 117.428 | 114.528 | ||
| 1215 | 2005.12.16 09:25 | sell | 406 | 0.70 | 116.159 | 0.000 | 0.000 | ||
| 1216 | 2005.12.16 09:25 | modify | 406 | 0.70 | 116.159 | 117.459 | 115.759 | ||
| 1217 | 2005.12.16 09:45 | close | 406 | 0.70 | 115.935 | 117.459 | 115.759 | 15680.00 | 1379332.22 |
| 1218 | 2005.12.16 17:15 | close | 405 | 0.50 | 115.945 | 117.428 | 114.528 | -5850.00 | 1373482.22 |
| 1219 | 2005.12.19 03:45 | sell | 407 | 0.70 | 115.921 | 0.000 | 0.000 | ||
| 1220 | 2005.12.19 03:45 | modify | 407 | 0.70 | 115.921 | 117.221 | 115.521 | ||
| 1221 | 2005.12.19 10:50 | close | 407 | 0.70 | 116.259 | 117.221 | 115.521 | -23660.00 | 1349822.22 |
| 1222 | 2005.12.19 11:45 | buy | 408 | 0.50 | 116.274 | 0.000 | 0.000 | ||
| 1223 | 2005.12.19 11:45 | modify | 408 | 0.50 | 116.274 | 114.674 | 117.574 | ||
| 1224 | 2005.12.19 12:00 | buy | 409 | 0.70 | 116.174 | 0.000 | 0.000 | ||
| 1225 | 2005.12.19 12:00 | modify | 409 | 0.70 | 116.174 | 114.874 | 116.574 | ||
| 1226 | 2005.12.19 12:20 | close | 409 | 0.70 | 116.304 | 114.874 | 116.574 | 9100.00 | 1358922.22 |
| 1227 | 2005.12.19 13:25 | buy | 410 | 0.70 | 116.087 | 0.000 | 0.000 | ||
| 1228 | 2005.12.19 13:25 | modify | 410 | 0.70 | 116.087 | 114.787 | 116.487 | ||
| 1229 | 2005.12.19 13:40 | close | 410 | 0.70 | 116.205 | 114.787 | 116.487 | 8260.00 | 1367182.22 |
| 1230 | 2005.12.19 14:40 | sell | 411 | 0.50 | 116.242 | 0.000 | 0.000 | ||
| 1231 | 2005.12.19 14:40 | modify | 411 | 0.50 | 116.242 | 117.842 | 114.942 | ||
| 1232 | 2005.12.19 16:50 | close | 411 | 0.50 | 116.054 | 117.842 | 114.942 | 9400.00 | 1376582.22 |
| 1233 | 2005.12.19 23:35 | close | 408 | 0.50 | 116.089 | 114.674 | 117.574 | -9250.00 | 1367332.22 |
| 1234 | 2005.12.21 03:05 | buy | 412 | 0.70 | 116.874 | 0.000 | 0.000 | ||
| 1235 | 2005.12.21 03:05 | modify | 412 | 0.70 | 116.874 | 115.574 | 117.274 | ||
| 1236 | 2005.12.21 04:00 | close | 412 | 0.70 | 117.014 | 115.574 | 117.274 | 9800.00 | 1377132.22 |
| 1237 | 2005.12.21 20:30 | buy | 413 | 0.70 | 117.217 | 0.000 | 0.000 | ||
| 1238 | 2005.12.21 20:30 | modify | 413 | 0.70 | 117.217 | 115.917 | 117.617 | ||
| 1239 | 2005.12.21 23:55 | close | 413 | 0.70 | 117.318 | 115.917 | 117.617 | 7070.00 | 1384202.22 |
| 1240 | 2005.12.22 23:45 | sell | 414 | 0.70 | 116.725 | 0.000 | 0.000 | ||
| 1241 | 2005.12.22 23:45 | modify | 414 | 0.70 | 116.725 | 118.025 | 116.325 | ||
| 1242 | 2005.12.23 00:10 | close | 414 | 0.70 | 116.611 | 118.025 | 116.325 | 7072.63 | 1391274.85 |
| 1243 | 2005.12.23 10:05 | sell | 415 | 0.70 | 116.685 | 0.000 | 0.000 | ||
| 1244 | 2005.12.23 10:05 | modify | 415 | 0.70 | 116.685 | 117.985 | 116.285 | ||
| 1245 | 2005.12.23 10:50 | close | 415 | 0.70 | 116.546 | 117.985 | 116.285 | 9730.00 | 1401004.85 |
| 1246 | 2005.12.26 00:50 | sell | 416 | 0.70 | 116.449 | 0.000 | 0.000 | ||
| 1247 | 2005.12.26 00:50 | modify | 416 | 0.70 | 116.449 | 117.749 | 116.049 | ||
| 1248 | 2005.12.26 01:35 | close | 416 | 0.70 | 116.329 | 117.749 | 116.049 | 8400.00 | 1409404.85 |
| 1249 | 2005.12.27 10:10 | buy | 417 | 0.70 | 117.051 | 0.000 | 0.000 | ||
| 1250 | 2005.12.27 10:10 | modify | 417 | 0.70 | 117.051 | 115.751 | 117.451 | ||
| 1251 | 2005.12.27 14:15 | close | 417 | 0.70 | 117.166 | 115.751 | 117.451 | 8050.00 | 1417454.85 |
| 1252 | 2005.12.28 01:40 | buy | 418 | 0.70 | 117.346 | 0.000 | 0.000 | ||
| 1253 | 2005.12.28 01:40 | modify | 418 | 0.70 | 117.346 | 116.046 | 117.746 | ||
| 1254 | 2005.12.28 02:20 | close | 418 | 0.70 | 117.466 | 116.046 | 117.746 | 8400.00 | 1425854.85 |
| 1255 | 2005.12.29 01:40 | buy | 419 | 0.70 | 117.715 | 0.000 | 0.000 | ||
| 1256 | 2005.12.29 01:40 | modify | 419 | 0.70 | 117.715 | 116.415 | 118.115 | ||
| 1257 | 2005.12.29 02:20 | close | 419 | 0.70 | 117.822 | 116.415 | 118.115 | 7490.00 | 1433344.85 |
| 1258 | 2005.12.29 07:30 | buy | 420 | 0.70 | 117.836 | 0.000 | 0.000 | ||
| 1259 | 2005.12.29 07:30 | modify | 420 | 0.70 | 117.836 | 116.536 | 118.236 | ||
| 1260 | 2005.12.29 11:30 | close | 420 | 0.70 | 117.929 | 116.536 | 118.236 | 6510.00 | 1439854.85 |
| 1261 | 2005.12.30 23:10 | buy | 421 | 0.70 | 117.864 | 0.000 | 0.000 | ||
| 1262 | 2005.12.30 23:10 | modify | 421 | 0.70 | 117.864 | 116.564 | 118.264 | ||
| 1263 | 2005.12.30 23:25 | buy | 422 | 0.50 | 117.831 | 0.000 | 0.000 | ||
| 1264 | 2005.12.30 23:25 | modify | 422 | 0.50 | 117.831 | 116.231 | 119.131 | ||
| 1265 | 2006.01.02 03:55 | close | 422 | 0.50 | 117.746 | 116.231 | 119.131 | -3885.27 | 1435969.58 |
| 1266 | 2006.01.03 00:40 | close | 421 | 0.70 | 117.830 | 116.564 | 118.264 | -1358.80 | 1434610.78 |
| 1267 | 2006.01.03 13:40 | sell | 423 | 0.70 | 117.351 | 0.000 | 0.000 | ||
| 1268 | 2006.01.03 13:40 | modify | 423 | 0.70 | 117.351 | 118.651 | 116.951 | ||
| 1269 | 2006.01.03 13:55 | close | 423 | 0.70 | 117.248 | 118.651 | 116.951 | 7210.00 | 1441820.78 |
| 1270 | 2006.01.03 15:15 | sell | 424 | 0.70 | 117.411 | 0.000 | 0.000 | ||
| 1271 | 2006.01.03 15:15 | modify | 424 | 0.70 | 117.411 | 118.711 | 117.011 | ||
| 1272 | 2006.01.03 16:25 | close | 424 | 0.70 | 117.272 | 118.711 | 117.011 | 9730.00 | 1451550.78 |
| 1273 | 2006.01.04 09:15 | sell | 425 | 0.70 | 115.954 | 0.000 | 0.000 | ||
| 1274 | 2006.01.04 09:15 | modify | 425 | 0.70 | 115.954 | 117.254 | 115.554 | ||
| 1275 | 2006.01.04 14:30 | close | 425 | 0.70 | 116.085 | 117.254 | 115.554 | -9170.00 | 1442380.78 |
| 1276 | 2006.01.09 00:05 | sell | 426 | 0.70 | 114.519 | 0.000 | 0.000 | ||
| 1277 | 2006.01.09 00:05 | modify | 426 | 0.70 | 114.519 | 115.819 | 114.119 | ||
| 1278 | 2006.01.09 00:15 | close | 426 | 0.70 | 114.402 | 115.819 | 114.119 | 8190.00 | 1450570.78 |
| 1279 | 2006.01.09 08:45 | sell | 427 | 0.70 | 114.169 | 0.000 | 0.000 | ||
| 1280 | 2006.01.09 08:45 | modify | 427 | 0.70 | 114.169 | 115.469 | 113.769 | ||
| 1281 | 2006.01.09 08:50 | close | 427 | 0.70 | 114.065 | 115.469 | 113.769 | 7280.00 | 1457850.78 |
| 1282 | 2006.01.09 23:05 | buy | 428 | 0.70 | 114.262 | 0.000 | 0.000 | ||
| 1283 | 2006.01.09 23:05 | modify | 428 | 0.70 | 114.262 | 112.962 | 114.662 | ||
| 1284 | 2006.01.09 23:50 | close | 428 | 0.70 | 114.371 | 112.962 | 114.662 | 7630.00 | 1465480.78 |
| 1285 | 2006.01.12 00:20 | sell | 429 | 0.70 | 114.306 | 0.000 | 0.000 | ||
| 1286 | 2006.01.12 00:20 | modify | 429 | 0.70 | 114.306 | 115.606 | 113.906 | ||
| 1287 | 2006.01.12 01:00 | close | 429 | 0.70 | 114.190 | 115.606 | 113.906 | 8120.00 | 1473600.78 |
| 1288 | 2006.01.16 06:00 | sell | 430 | 0.70 | 114.262 | 0.000 | 0.000 | ||
| 1289 | 2006.01.16 06:00 | modify | 430 | 0.70 | 114.262 | 115.562 | 113.862 | ||
| 1290 | 2006.01.17 03:50 | close | 430 | 0.70 | 115.039 | 115.562 | 113.862 | -55284.02 | 1418316.75 |
| 1291 | 2006.01.17 04:00 | buy | 431 | 0.70 | 114.961 | 0.000 | 0.000 | ||
| 1292 | 2006.01.17 04:00 | modify | 431 | 0.70 | 114.961 | 113.661 | 115.361 | ||
| 1293 | 2006.01.17 07:05 | close | 431 | 0.70 | 115.004 | 113.661 | 115.361 | 3010.00 | 1421326.75 |
| 1294 | 2006.01.17 21:25 | buy | 432 | 0.70 | 115.585 | 0.000 | 0.000 | ||
| 1295 | 2006.01.17 21:25 | modify | 432 | 0.70 | 115.585 | 114.285 | 115.985 | ||
| 1296 | 2006.01.18 00:05 | close | 432 | 0.70 | 115.498 | 114.285 | 115.985 | -5589.31 | 1415737.44 |
| 1297 | 2006.01.18 00:35 | buy | 433 | 0.50 | 115.364 | 0.000 | 0.000 | ||
| 1298 | 2006.01.18 00:35 | modify | 433 | 0.50 | 115.364 | 113.764 | 116.664 | ||
| 1299 | 2006.01.18 01:45 | close | 433 | 0.50 | 115.497 | 113.764 | 116.664 | 6650.00 | 1422387.44 |
| 1300 | 2006.01.18 01:45 | sell | 434 | 0.50 | 115.496 | 0.000 | 0.000 | ||
| 1301 | 2006.01.18 01:45 | modify | 434 | 0.50 | 115.496 | 117.096 | 114.196 | ||
| 1302 | 2006.01.18 05:50 | close | 434 | 0.50 | 115.449 | 117.096 | 114.196 | 2350.00 | 1424737.44 |
| 1303 | 2006.01.23 17:10 | sell | 435 | 0.70 | 114.611 | 0.000 | 0.000 | ||
| 1304 | 2006.01.23 17:10 | modify | 435 | 0.70 | 114.611 | 115.911 | 114.211 | ||
| 1305 | 2006.01.23 20:35 | close | 435 | 0.70 | 114.539 | 115.911 | 114.211 | 5040.00 | 1429777.44 |
| 1306 | 2006.01.25 08:00 | buy | 436 | 0.70 | 114.937 | 0.000 | 0.000 | ||
| 1307 | 2006.01.25 08:00 | modify | 436 | 0.70 | 114.937 | 113.637 | 115.337 | ||
| 1308 | 2006.01.25 09:25 | close | 436 | 0.70 | 115.052 | 113.637 | 115.337 | 8050.00 | 1437827.44 |
| 1309 | 2006.01.26 02:50 | buy | 437 | 0.70 | 115.565 | 0.000 | 0.000 | ||
| 1310 | 2006.01.26 02:50 | modify | 437 | 0.70 | 115.565 | 114.265 | 115.965 | ||
| 1311 | 2006.01.26 03:05 | close | 437 | 0.70 | 115.670 | 114.265 | 115.965 | 7350.00 | 1445177.44 |
| 1312 | 2006.01.26 14:15 | buy | 438 | 0.70 | 115.714 | 0.000 | 0.000 | ||
| 1313 | 2006.01.26 14:15 | modify | 438 | 0.70 | 115.714 | 114.414 | 116.114 | ||
| 1314 | 2006.01.26 14:35 | close | 438 | 0.70 | 115.842 | 114.414 | 116.114 | 8960.00 | 1454137.44 |
| 1315 | 2006.01.27 02:30 | buy | 439 | 0.70 | 116.148 | 0.000 | 0.000 | ||
| 1316 | 2006.01.27 02:30 | modify | 439 | 0.70 | 116.148 | 114.848 | 116.548 | ||
| 1317 | 2006.01.27 03:00 | close | 439 | 0.70 | 116.250 | 114.848 | 116.548 | 7140.00 | 1461277.44 |
| 1318 | 2006.01.27 15:35 | buy | 440 | 0.70 | 116.503 | 0.000 | 0.000 | ||
| 1319 | 2006.01.27 15:35 | modify | 440 | 0.70 | 116.503 | 115.203 | 116.903 | ||
| 1320 | 2006.01.27 17:05 | close | 440 | 0.70 | 116.670 | 115.203 | 116.903 | 11690.00 | 1472967.44 |
| 1321 | 2006.01.30 01:55 | buy | 441 | 0.70 | 117.040 | 0.000 | 0.000 | ||
| 1322 | 2006.01.30 01:55 | modify | 441 | 0.70 | 117.040 | 115.740 | 117.440 | ||
| 1323 | 2006.01.30 02:45 | close | 441 | 0.70 | 117.138 | 115.740 | 117.440 | 6860.00 | 1479827.44 |
| 1324 | 2006.01.31 15:10 | sell | 442 | 0.70 | 117.302 | 0.000 | 0.000 | ||
| 1325 | 2006.01.31 15:10 | modify | 442 | 0.70 | 117.302 | 118.602 | 116.902 | ||
| 1326 | 2006.01.31 16:55 | close | 442 | 0.70 | 117.192 | 118.602 | 116.902 | 7700.00 | 1487527.44 |
| 1327 | 2006.01.31 21:25 | sell | 443 | 0.70 | 117.256 | 0.000 | 0.000 | ||
| 1328 | 2006.01.31 21:25 | modify | 443 | 0.70 | 117.256 | 118.556 | 116.856 | ||
| 1329 | 2006.02.01 03:45 | close | 443 | 0.70 | 117.155 | 118.556 | 116.856 | 6158.60 | 1493686.04 |
| 1330 | 2006.02.02 02:30 | buy | 444 | 0.70 | 117.886 | 0.000 | 0.000 | ||
| 1331 | 2006.02.02 02:30 | modify | 444 | 0.70 | 117.886 | 116.586 | 118.286 | ||
| 1332 | 2006.02.02 03:00 | close | 444 | 0.70 | 118.004 | 116.586 | 118.286 | 8260.00 | 1501946.04 |
| 1333 | 2006.02.02 17:25 | buy | 445 | 0.70 | 118.351 | 0.000 | 0.000 | ||
| 1334 | 2006.02.02 17:25 | modify | 445 | 0.70 | 118.351 | 117.051 | 118.751 | ||
| 1335 | 2006.02.02 20:20 | close | 445 | 0.70 | 118.516 | 117.051 | 118.751 | 11550.00 | 1513496.04 |
| 1336 | 2006.02.06 00:05 | buy | 446 | 0.50 | 118.811 | 0.000 | 0.000 | ||
| 1337 | 2006.02.06 00:05 | modify | 446 | 0.50 | 118.811 | 117.211 | 120.111 | ||
| 1338 | 2006.02.06 00:05 | buy | 447 | 0.70 | 118.819 | 0.000 | 0.000 | ||
| 1339 | 2006.02.06 00:05 | modify | 447 | 0.70 | 118.819 | 117.519 | 119.219 | ||
| 1340 | 2006.02.06 08:25 | close | 446 | 0.50 | 118.699 | 117.211 | 120.111 | -5600.00 | 1507896.04 |
| 1341 | 2006.02.06 08:25 | close | 447 | 0.70 | 118.698 | 117.519 | 119.219 | -8470.00 | 1499426.04 |
| 1342 | 2006.02.08 03:00 | sell | 448 | 0.70 | 118.003 | 0.000 | 0.000 | ||
| 1343 | 2006.02.08 03:00 | modify | 448 | 0.70 | 118.003 | 119.303 | 117.603 | ||
| 1344 | 2006.02.08 07:30 | close | 448 | 0.70 | 117.962 | 119.303 | 117.603 | 2870.00 | 1502296.04 |
| 1345 | 2006.02.08 22:30 | buy | 449 | 0.70 | 118.530 | 0.000 | 0.000 | ||
| 1346 | 2006.02.08 22:30 | modify | 449 | 0.70 | 118.530 | 117.230 | 118.930 | ||
| 1347 | 2006.02.09 03:25 | close | 449 | 0.70 | 118.559 | 117.230 | 118.930 | 3571.73 | 1505867.77 |
| 1348 | 2006.02.10 17:55 | sell | 450 | 0.70 | 117.718 | 0.000 | 0.000 | ||
| 1349 | 2006.02.10 17:55 | modify | 450 | 0.70 | 117.718 | 119.018 | 117.318 | ||
| 1350 | 2006.02.10 18:05 | close | 450 | 0.70 | 117.587 | 119.018 | 117.318 | 9170.00 | 1515037.77 |