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 |
| 13351 | 2021.08.19 17:25 | close | 4448 | 0.70 | 109.725 | 111.130 | 109.430 | 7350.00 | 11456137.61 |
| 13352 | 2021.09.01 15:20 | buy | 4449 | 0.70 | 110.226 | 0.000 | 0.000 | ||
| 13353 | 2021.09.01 15:20 | modify | 4449 | 0.70 | 110.226 | 108.926 | 110.626 | ||
| 13354 | 2021.09.01 23:05 | close | 4449 | 0.70 | 110.035 | 108.926 | 110.626 | -13370.00 | 11442767.61 |
| 13355 | 2021.09.08 10:20 | buy | 4450 | 0.70 | 110.271 | 0.000 | 0.000 | ||
| 13356 | 2021.09.08 10:20 | modify | 4450 | 0.70 | 110.271 | 108.971 | 110.671 | ||
| 13357 | 2021.09.08 15:00 | close | 4450 | 0.70 | 110.300 | 108.971 | 110.671 | 2030.00 | 11444797.61 |
| 13358 | 2021.09.10 01:05 | sell | 4451 | 0.70 | 109.763 | 0.000 | 0.000 | ||
| 13359 | 2021.09.10 01:05 | modify | 4451 | 0.70 | 109.763 | 111.063 | 109.363 | ||
| 13360 | 2021.09.10 03:05 | close | 4451 | 0.70 | 109.759 | 111.063 | 109.363 | 280.00 | 11445077.61 |
| 13361 | 2021.09.10 06:40 | sell | 4452 | 0.70 | 109.826 | 0.000 | 0.000 | ||
| 13362 | 2021.09.10 06:40 | modify | 4452 | 0.70 | 109.826 | 111.126 | 109.426 | ||
| 13363 | 2021.09.10 11:25 | close | 4452 | 0.70 | 109.893 | 111.126 | 109.426 | -4690.00 | 11440387.61 |
| 13364 | 2021.09.15 21:10 | sell | 4453 | 0.70 | 109.448 | 0.000 | 0.000 | ||
| 13365 | 2021.09.15 21:10 | modify | 4453 | 0.70 | 109.448 | 110.748 | 109.048 | ||
| 13366 | 2021.09.15 22:45 | close | 4453 | 0.70 | 109.372 | 110.748 | 109.048 | 5320.00 | 11445707.61 |
| 13367 | 2021.09.21 03:25 | sell | 4454 | 0.70 | 109.497 | 0.000 | 0.000 | ||
| 13368 | 2021.09.21 03:25 | modify | 4454 | 0.70 | 109.497 | 110.797 | 109.097 | ||
| 13369 | 2021.09.21 05:05 | close | 4454 | 0.70 | 109.487 | 110.797 | 109.097 | 700.00 | 11446407.61 |
| 13370 | 2021.09.23 06:45 | buy | 4455 | 0.70 | 109.803 | 0.000 | 0.000 | ||
| 13371 | 2021.09.23 06:45 | modify | 4455 | 0.70 | 109.803 | 108.503 | 110.203 | ||
| 13372 | 2021.09.23 09:05 | close | 4455 | 0.70 | 109.850 | 108.503 | 110.203 | 3290.00 | 11449697.61 |
| 13373 | 2021.09.23 13:15 | buy | 4456 | 0.70 | 109.848 | 0.000 | 0.000 | ||
| 13374 | 2021.09.23 13:15 | modify | 4456 | 0.70 | 109.848 | 108.548 | 110.248 | ||
| 13375 | 2021.09.23 14:30 | close | 4456 | 0.70 | 109.952 | 108.548 | 110.248 | 7280.00 | 11456977.61 |
| 13376 | 2021.09.24 11:15 | buy | 4457 | 0.70 | 110.356 | 0.000 | 0.000 | ||
| 13377 | 2021.09.24 11:15 | modify | 4457 | 0.70 | 110.356 | 109.056 | 110.756 | ||
| 13378 | 2021.09.24 14:10 | close | 4457 | 0.70 | 110.466 | 109.056 | 110.756 | 7700.00 | 11464677.61 |
| 13379 | 2021.09.28 17:25 | buy | 4458 | 0.70 | 111.254 | 0.000 | 0.000 | ||
| 13380 | 2021.09.28 17:25 | modify | 4458 | 0.70 | 111.254 | 109.954 | 111.654 | ||
| 13381 | 2021.09.28 17:50 | close | 4458 | 0.70 | 111.391 | 109.954 | 111.654 | 9590.00 | 11474267.61 |
| 13382 | 2021.09.29 05:50 | buy | 4459 | 0.70 | 111.448 | 0.000 | 0.000 | ||
| 13383 | 2021.09.29 05:50 | modify | 4459 | 0.70 | 111.448 | 110.148 | 111.848 | ||
| 13384 | 2021.09.29 14:25 | close | 4459 | 0.70 | 111.449 | 110.148 | 111.848 | 70.00 | 11474337.61 |
| 13385 | 2021.09.30 03:10 | buy | 4460 | 0.70 | 111.924 | 0.000 | 0.000 | ||
| 13386 | 2021.09.30 03:10 | modify | 4460 | 0.70 | 111.924 | 110.624 | 112.324 | ||
| 13387 | 2021.09.30 07:00 | close | 4460 | 0.70 | 111.909 | 110.624 | 112.324 | -1050.00 | 11473287.61 |
| 13388 | 2021.10.01 01:25 | sell | 4461 | 0.70 | 111.370 | 0.000 | 0.000 | ||
| 13389 | 2021.10.01 01:25 | modify | 4461 | 0.70 | 111.370 | 112.670 | 110.970 | ||
| 13390 | 2021.10.01 04:15 | close | 4461 | 0.70 | 111.279 | 112.670 | 110.970 | 6370.00 | 11479657.61 |
| 13391 | 2021.10.01 22:05 | sell | 4462 | 0.70 | 111.084 | 0.000 | 0.000 | ||
| 13392 | 2021.10.01 22:05 | modify | 4462 | 0.70 | 111.084 | 112.384 | 110.684 | ||
| 13393 | 2021.10.04 00:00 | close | 4462 | 0.70 | 110.911 | 112.384 | 110.684 | 11247.44 | 11490905.05 |
| 13394 | 2021.10.06 10:25 | buy | 4463 | 0.70 | 111.618 | 0.000 | 0.000 | ||
| 13395 | 2021.10.06 10:25 | modify | 4463 | 0.70 | 111.618 | 110.318 | 112.018 | ||
| 13396 | 2021.10.06 19:50 | close | 4463 | 0.70 | 111.389 | 110.318 | 112.018 | -16030.00 | 11474875.05 |
| 13397 | 2021.10.08 12:05 | buy | 4464 | 0.70 | 111.851 | 0.000 | 0.000 | ||
| 13398 | 2021.10.08 12:05 | modify | 4464 | 0.70 | 111.851 | 110.551 | 112.251 | ||
| 13399 | 2021.10.08 16:45 | close | 4464 | 0.70 | 111.900 | 110.551 | 112.251 | 3430.00 | 11478305.05 |
| 13400 | 2021.10.12 06:15 | buy | 4465 | 0.70 | 113.221 | 0.000 | 0.000 | ||
| 13401 | 2021.10.12 06:15 | modify | 4465 | 0.70 | 113.221 | 111.921 | 113.621 | ||
| 13402 | 2021.10.12 07:45 | close | 4465 | 0.70 | 113.328 | 111.921 | 113.621 | 7490.00 | 11485795.05 |
| 13403 | 2021.10.15 17:45 | buy | 4466 | 0.70 | 114.150 | 0.000 | 0.000 | ||
| 13404 | 2021.10.15 17:45 | modify | 4466 | 0.70 | 114.150 | 112.850 | 114.550 | ||
| 13405 | 2021.10.15 18:40 | close | 4466 | 0.70 | 114.268 | 112.850 | 114.550 | 8260.00 | 11494055.05 |
| 13406 | 2021.10.15 22:55 | buy | 4467 | 0.70 | 114.195 | 0.000 | 0.000 | ||
| 13407 | 2021.10.15 22:55 | modify | 4467 | 0.70 | 114.195 | 112.895 | 114.595 | ||
| 13408 | 2021.10.18 01:05 | close | 4467 | 0.70 | 114.323 | 112.895 | 114.595 | 9455.46 | 11503510.51 |
| 13409 | 2021.10.21 22:15 | sell | 4468 | 0.70 | 113.970 | 0.000 | 0.000 | ||
| 13410 | 2021.10.21 22:15 | modify | 4468 | 0.70 | 113.970 | 115.270 | 113.570 | ||
| 13411 | 2021.10.22 02:45 | close | 4468 | 0.70 | 113.939 | 115.270 | 113.570 | 1283.31 | 11504793.82 |
| 13412 | 2021.10.25 02:30 | sell | 4469 | 0.70 | 113.608 | 0.000 | 0.000 | ||
| 13413 | 2021.10.25 02:30 | modify | 4469 | 0.70 | 113.608 | 114.908 | 113.208 | ||
| 13414 | 2021.10.25 07:05 | close | 4469 | 0.70 | 113.614 | 114.908 | 113.208 | -420.00 | 11504373.82 |
| 13415 | 2021.10.28 09:55 | sell | 4470 | 0.70 | 113.686 | 0.000 | 0.000 | ||
| 13416 | 2021.10.28 09:55 | modify | 4470 | 0.70 | 113.686 | 114.986 | 113.286 | ||
| 13417 | 2021.10.28 11:10 | close | 4470 | 0.70 | 113.552 | 114.986 | 113.286 | 9380.00 | 11513753.82 |
| 13418 | 2021.11.01 12:00 | buy | 4471 | 0.70 | 114.229 | 0.000 | 0.000 | ||
| 13419 | 2021.11.01 12:00 | modify | 4471 | 0.70 | 114.229 | 112.929 | 114.629 | ||
| 13420 | 2021.11.01 14:15 | close | 4471 | 0.70 | 114.303 | 112.929 | 114.629 | 5180.00 | 11518933.82 |
| 13421 | 2021.11.02 15:35 | sell | 4472 | 0.70 | 113.770 | 0.000 | 0.000 | ||
| 13422 | 2021.11.02 15:35 | modify | 4472 | 0.70 | 113.770 | 115.070 | 113.370 | ||
| 13423 | 2021.11.03 03:10 | close | 4472 | 0.70 | 113.911 | 115.070 | 113.370 | -10756.36 | 11508177.46 |
| 13424 | 2021.11.05 10:55 | sell | 4473 | 0.70 | 113.767 | 0.000 | 0.000 | ||
| 13425 | 2021.11.05 10:55 | modify | 4473 | 0.70 | 113.767 | 115.067 | 113.367 | ||
| 13426 | 2021.11.05 16:10 | close | 4473 | 0.70 | 113.696 | 115.067 | 113.367 | 4970.00 | 11513147.46 |
| 13427 | 2021.11.08 22:10 | sell | 4474 | 0.70 | 113.276 | 0.000 | 0.000 | ||
| 13428 | 2021.11.08 22:10 | modify | 4474 | 0.70 | 113.276 | 114.576 | 112.876 | ||
| 13429 | 2021.11.09 02:20 | close | 4474 | 0.70 | 113.183 | 114.576 | 112.876 | 5629.33 | 11518776.79 |
| 13430 | 2021.11.09 09:05 | sell | 4475 | 0.70 | 112.906 | 0.000 | 0.000 | ||
| 13431 | 2021.11.09 09:05 | modify | 4475 | 0.70 | 112.906 | 114.206 | 112.506 | ||
| 13432 | 2021.11.09 15:55 | close | 4475 | 0.70 | 112.883 | 114.206 | 112.506 | 1610.00 | 11520386.79 |
| 13433 | 2021.11.11 08:45 | buy | 4476 | 0.70 | 113.901 | 0.000 | 0.000 | ||
| 13434 | 2021.11.11 08:45 | modify | 4476 | 0.70 | 113.901 | 112.601 | 114.301 | ||
| 13435 | 2021.11.11 09:30 | close | 4476 | 0.70 | 114.033 | 112.601 | 114.301 | 9240.00 | 11529626.79 |
| 13436 | 2021.11.17 03:30 | buy | 4477 | 0.70 | 114.724 | 0.000 | 0.000 | ||
| 13437 | 2021.11.17 03:30 | modify | 4477 | 0.70 | 114.724 | 113.424 | 115.124 | ||
| 13438 | 2021.11.17 04:15 | close | 4477 | 0.70 | 114.842 | 113.424 | 115.124 | 8260.00 | 11537886.79 |
| 13439 | 2021.11.18 01:15 | sell | 4478 | 0.70 | 114.226 | 0.000 | 0.000 | ||
| 13440 | 2021.11.18 01:15 | modify | 4478 | 0.70 | 114.226 | 115.526 | 113.826 | ||
| 13441 | 2021.11.18 02:45 | close | 4478 | 0.70 | 114.109 | 115.526 | 113.826 | 8190.00 | 11546076.79 |
| 13442 | 2021.11.18 07:10 | sell | 4479 | 0.70 | 114.262 | 0.000 | 0.000 | ||
| 13443 | 2021.11.18 07:10 | modify | 4479 | 0.70 | 114.262 | 115.562 | 113.862 | ||
| 13444 | 2021.11.18 09:05 | close | 4479 | 0.70 | 114.139 | 115.562 | 113.862 | 8610.00 | 11554686.79 |
| 13445 | 2021.11.23 02:30 | buy | 4480 | 0.70 | 114.752 | 0.000 | 0.000 | ||
| 13446 | 2021.11.23 02:30 | modify | 4480 | 0.70 | 114.752 | 113.452 | 115.152 | ||
| 13447 | 2021.11.23 04:05 | close | 4480 | 0.70 | 114.852 | 113.452 | 115.152 | 7000.00 | 11561686.79 |
| 13448 | 2021.11.23 09:25 | buy | 4481 | 0.70 | 114.793 | 0.000 | 0.000 | ||
| 13449 | 2021.11.23 09:25 | modify | 4481 | 0.70 | 114.793 | 113.493 | 115.193 | ||
| 13450 | 2021.11.23 12:40 | close | 4481 | 0.70 | 114.831 | 113.493 | 115.193 | 2660.00 | 11564346.79 |
| 13451 | 2021.11.29 01:20 | sell | 4482 | 0.70 | 113.782 | 0.000 | 0.000 | ||
| 13452 | 2021.11.29 01:20 | modify | 4482 | 0.70 | 113.782 | 115.082 | 113.382 | ||
| 13453 | 2021.11.29 03:20 | close | 4482 | 0.70 | 113.625 | 115.082 | 113.382 | 10990.00 | 11575336.79 |
| 13454 | 2021.11.29 23:40 | buy | 4483 | 0.70 | 113.589 | 0.000 | 0.000 | ||
| 13455 | 2021.11.29 23:40 | modify | 4483 | 0.70 | 113.589 | 112.289 | 113.989 | ||
| 13456 | 2021.11.30 01:10 | close | 4483 | 0.70 | 113.703 | 112.289 | 113.989 | 8472.26 | 11583809.05 |
| 13457 | 2021.11.30 04:15 | buy | 4484 | 0.70 | 113.640 | 0.000 | 0.000 | ||
| 13458 | 2021.11.30 04:15 | modify | 4484 | 0.70 | 113.640 | 112.340 | 114.040 | ||
| 13459 | 2021.11.30 14:00 | close | 4484 | 0.70 | 113.077 | 112.340 | 114.040 | -39410.00 | 11544399.05 |
| 13460 | 2021.11.30 17:40 | sell | 4485 | 0.70 | 113.149 | 0.000 | 0.000 | ||
| 13461 | 2021.11.30 17:40 | modify | 4485 | 0.70 | 113.149 | 114.449 | 112.749 | ||
| 13462 | 2021.11.30 20:25 | close | 4485 | 0.70 | 113.051 | 114.449 | 112.749 | 6860.00 | 11551259.05 |
| 13463 | 2021.12.02 01:05 | sell | 4486 | 0.70 | 112.878 | 0.000 | 0.000 | ||
| 13464 | 2021.12.02 01:05 | modify | 4486 | 0.70 | 112.878 | 114.178 | 112.478 | ||
| 13465 | 2021.12.02 12:10 | close | 4486 | 0.70 | 113.113 | 114.178 | 112.478 | -16450.00 | 11534809.05 |
| 13466 | 2021.12.06 01:05 | sell | 4487 | 0.70 | 112.975 | 0.000 | 0.000 | ||
| 13467 | 2021.12.06 01:05 | modify | 4487 | 0.70 | 112.975 | 114.275 | 112.575 | ||
| 13468 | 2021.12.06 02:20 | close | 4487 | 0.70 | 112.869 | 114.275 | 112.575 | 7420.00 | 11542229.05 |
| 13469 | 2021.12.06 02:55 | sell | 4488 | 0.50 | 113.045 | 0.000 | 0.000 | ||
| 13470 | 2021.12.06 02:55 | modify | 4488 | 0.50 | 113.045 | 114.645 | 111.745 | ||
| 13471 | 2021.12.06 14:10 | close | 4488 | 0.50 | 113.124 | 114.645 | 111.745 | -3950.00 | 11538279.05 |
| 13472 | 2021.12.07 13:20 | buy | 4489 | 0.70 | 113.570 | 0.000 | 0.000 | ||
| 13473 | 2021.12.07 13:20 | modify | 4489 | 0.70 | 113.570 | 112.270 | 113.970 | ||
| 13474 | 2021.12.07 15:20 | close | 4489 | 0.70 | 113.608 | 112.270 | 113.970 | 2660.00 | 11540939.05 |
| 13475 | 2021.12.17 02:45 | sell | 4490 | 0.70 | 113.765 | 0.000 | 0.000 | ||
| 13476 | 2021.12.17 02:45 | modify | 4490 | 0.70 | 113.765 | 115.065 | 113.365 | ||
| 13477 | 2021.12.17 03:40 | close | 4490 | 0.70 | 113.660 | 115.065 | 113.365 | 7350.00 | 11548289.05 |
| 13478 | 2021.12.17 17:40 | sell | 4491 | 0.70 | 113.541 | 0.000 | 0.000 | ||
| 13479 | 2021.12.17 17:40 | modify | 4491 | 0.70 | 113.541 | 114.841 | 113.141 | ||
| 13480 | 2021.12.20 00:05 | close | 4491 | 0.70 | 113.703 | 114.841 | 113.141 | -12223.63 | 11536065.41 |
| 13481 | 2021.12.22 01:20 | buy | 4492 | 0.70 | 113.974 | 0.000 | 0.000 | ||
| 13482 | 2021.12.22 01:20 | modify | 4492 | 0.70 | 113.974 | 112.674 | 114.374 | ||
| 13483 | 2021.12.22 02:30 | close | 4492 | 0.70 | 114.084 | 112.674 | 114.374 | 7700.00 | 11543765.41 |
| 13484 | 2021.12.28 02:00 | buy | 4493 | 0.70 | 114.792 | 0.000 | 0.000 | ||
| 13485 | 2021.12.28 02:00 | modify | 4493 | 0.70 | 114.792 | 113.492 | 115.192 | ||
| 13486 | 2021.12.28 02:45 | close | 4493 | 0.70 | 114.920 | 113.492 | 115.192 | 8960.00 | 11552725.41 |
| 13487 | 2022.01.04 17:35 | buy | 4494 | 0.70 | 116.065 | 0.000 | 0.000 | ||
| 13488 | 2022.01.04 17:35 | modify | 4494 | 0.70 | 116.065 | 114.765 | 116.465 | ||
| 13489 | 2022.01.04 19:20 | close | 4494 | 0.70 | 116.178 | 114.765 | 116.465 | 7910.00 | 11560635.41 |
| 13490 | 2022.01.05 03:45 | buy | 4495 | 0.70 | 116.016 | 0.000 | 0.000 | ||
| 13491 | 2022.01.05 03:45 | modify | 4495 | 0.70 | 116.016 | 114.716 | 116.416 | ||
| 13492 | 2022.01.05 07:00 | close | 4495 | 0.70 | 116.057 | 114.716 | 116.416 | 2870.00 | 11563505.41 |
| 13493 | 2022.01.11 01:45 | sell | 4496 | 0.70 | 115.285 | 0.000 | 0.000 | ||
| 13494 | 2022.01.11 01:45 | modify | 4496 | 0.70 | 115.285 | 116.585 | 114.885 | ||
| 13495 | 2022.01.11 02:25 | close | 4496 | 0.70 | 115.181 | 116.585 | 114.885 | 7280.00 | 11570785.41 |
| 13496 | 2022.01.11 17:35 | buy | 4497 | 0.70 | 115.452 | 0.000 | 0.000 | ||
| 13497 | 2022.01.11 17:35 | modify | 4497 | 0.70 | 115.452 | 114.152 | 115.852 | ||
| 13498 | 2022.01.12 00:55 | close | 4497 | 0.70 | 115.315 | 114.152 | 115.852 | -9090.06 | 11561695.35 |
| 13499 | 2022.01.13 00:55 | sell | 4498 | 0.70 | 114.669 | 0.000 | 0.000 | ||
| 13500 | 2022.01.13 00:55 | modify | 4498 | 0.70 | 114.669 | 115.969 | 114.269 | ||