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 |
| 13501 | 2022.01.13 03:25 | close | 4498 | 0.70 | 114.557 | 115.969 | 114.269 | 7840.00 | 11569535.35 |
| 13502 | 2022.01.14 09:20 | sell | 4499 | 0.70 | 113.864 | 0.000 | 0.000 | ||
| 13503 | 2022.01.14 09:20 | modify | 4499 | 0.70 | 113.864 | 115.164 | 113.464 | ||
| 13504 | 2022.01.14 09:35 | close | 4499 | 0.70 | 113.739 | 115.164 | 113.464 | 8750.00 | 11578285.35 |
| 13505 | 2022.01.14 12:20 | sell | 4500 | 0.70 | 113.959 | 0.000 | 0.000 | ||
| 13506 | 2022.01.14 12:20 | modify | 4500 | 0.70 | 113.959 | 115.259 | 113.559 | ||
| 13507 | 2022.01.14 14:10 | close | 4500 | 0.70 | 113.797 | 115.259 | 113.559 | 11340.00 | 11589625.35 |
| 13508 | 2022.01.17 10:05 | buy | 4501 | 0.70 | 114.362 | 0.000 | 0.000 | ||
| 13509 | 2022.01.17 10:05 | modify | 4501 | 0.70 | 114.362 | 113.062 | 114.762 | ||
| 13510 | 2022.01.17 11:25 | close | 4501 | 0.70 | 114.477 | 113.062 | 114.762 | 8050.00 | 11597675.35 |
| 13511 | 2022.01.18 02:10 | buy | 4502 | 0.70 | 114.541 | 0.000 | 0.000 | ||
| 13512 | 2022.01.18 02:10 | modify | 4502 | 0.70 | 114.541 | 113.241 | 114.941 | ||
| 13513 | 2022.01.18 04:50 | close | 4502 | 0.70 | 114.702 | 113.241 | 114.941 | 11270.00 | 11608945.35 |
| 13514 | 2022.01.21 10:35 | sell | 4503 | 0.70 | 113.985 | 0.000 | 0.000 | ||
| 13515 | 2022.01.21 10:35 | modify | 4503 | 0.70 | 113.985 | 115.285 | 113.585 | ||
| 13516 | 2022.01.21 13:10 | close | 4503 | 0.70 | 113.874 | 115.285 | 113.585 | 7770.00 | 11616715.35 |
| 13517 | 2022.01.24 01:05 | sell | 4504 | 0.70 | 113.771 | 0.000 | 0.000 | ||
| 13518 | 2022.01.24 01:05 | modify | 4504 | 0.70 | 113.771 | 115.071 | 113.371 | ||
| 13519 | 2022.01.24 07:55 | close | 4504 | 0.70 | 113.878 | 115.071 | 113.371 | -7490.00 | 11609225.35 |
| 13520 | 2022.01.27 03:20 | buy | 4505 | 0.70 | 114.577 | 0.000 | 0.000 | ||
| 13521 | 2022.01.27 03:20 | modify | 4505 | 0.70 | 114.577 | 113.277 | 114.977 | ||
| 13522 | 2022.01.27 07:05 | close | 4505 | 0.70 | 114.668 | 113.277 | 114.977 | 6370.00 | 11615595.35 |
| 13523 | 2022.02.01 17:20 | sell | 4506 | 0.70 | 114.881 | 0.000 | 0.000 | ||
| 13524 | 2022.02.01 17:20 | modify | 4506 | 0.70 | 114.881 | 116.181 | 114.481 | ||
| 13525 | 2022.02.01 17:55 | close | 4506 | 0.70 | 114.735 | 116.181 | 114.481 | 10220.00 | 11625815.35 |
| 13526 | 2022.02.02 02:30 | sell | 4507 | 0.70 | 114.772 | 0.000 | 0.000 | ||
| 13527 | 2022.02.02 02:30 | modify | 4507 | 0.70 | 114.772 | 116.072 | 114.372 | ||
| 13528 | 2022.02.02 03:05 | close | 4507 | 0.70 | 114.659 | 116.072 | 114.372 | 7910.00 | 11633725.35 |
| 13529 | 2022.02.02 20:50 | sell | 4508 | 0.70 | 114.396 | 0.000 | 0.000 | ||
| 13530 | 2022.02.02 20:50 | modify | 4508 | 0.70 | 114.396 | 115.696 | 113.996 | ||
| 13531 | 2022.02.03 01:25 | close | 4508 | 0.70 | 114.353 | 115.696 | 113.996 | 339.27 | 11634064.62 |
| 13532 | 2022.02.04 03:40 | buy | 4509 | 0.70 | 114.855 | 0.000 | 0.000 | ||
| 13533 | 2022.02.04 03:40 | modify | 4509 | 0.70 | 114.855 | 113.555 | 115.255 | ||
| 13534 | 2022.02.04 05:25 | close | 4509 | 0.70 | 114.950 | 113.555 | 115.255 | 6650.00 | 11640714.62 |
| 13535 | 2022.02.09 02:30 | buy | 4510 | 0.70 | 115.466 | 0.000 | 0.000 | ||
| 13536 | 2022.02.09 02:30 | modify | 4510 | 0.70 | 115.466 | 114.166 | 115.866 | ||
| 13537 | 2022.02.09 06:45 | close | 4510 | 0.70 | 115.454 | 114.166 | 115.866 | -840.00 | 11639874.62 |
| 13538 | 2022.02.14 01:05 | sell | 4511 | 0.70 | 115.528 | 0.000 | 0.000 | ||
| 13539 | 2022.02.14 01:05 | modify | 4511 | 0.70 | 115.528 | 116.828 | 115.128 | ||
| 13540 | 2022.02.14 02:30 | close | 4511 | 0.70 | 115.416 | 116.828 | 115.128 | 7840.00 | 11647714.62 |
| 13541 | 2022.02.14 14:40 | sell | 4512 | 0.70 | 115.366 | 0.000 | 0.000 | ||
| 13542 | 2022.02.14 14:40 | modify | 4512 | 0.70 | 115.366 | 116.666 | 114.966 | ||
| 13543 | 2022.02.14 20:25 | close | 4512 | 0.70 | 115.583 | 116.666 | 114.966 | -15190.00 | 11632524.62 |
| 13544 | 2022.02.14 20:55 | buy | 4513 | 0.70 | 115.463 | 0.000 | 0.000 | ||
| 13545 | 2022.02.14 20:55 | modify | 4513 | 0.70 | 115.463 | 114.163 | 115.863 | ||
| 13546 | 2022.02.14 21:55 | close | 4513 | 0.70 | 115.618 | 114.163 | 115.863 | 10850.00 | 11643374.62 |
| 13547 | 2022.02.25 22:05 | buy | 4514 | 0.70 | 115.580 | 0.000 | 0.000 | ||
| 13548 | 2022.02.25 22:05 | modify | 4514 | 0.70 | 115.580 | 114.280 | 115.980 | ||
| 13549 | 2022.02.28 00:15 | close | 4514 | 0.70 | 115.707 | 114.280 | 115.980 | 9389.51 | 11652764.13 |
| 13550 | 2022.03.01 01:05 | sell | 4515 | 0.70 | 115.076 | 0.000 | 0.000 | ||
| 13551 | 2022.03.01 01:05 | modify | 4515 | 0.70 | 115.076 | 116.376 | 114.676 | ||
| 13552 | 2022.03.01 07:20 | close | 4515 | 0.70 | 115.076 | 116.376 | 114.676 | 0.00 | 11652764.13 |
| 13553 | 2022.03.03 01:10 | buy | 4516 | 0.70 | 115.479 | 0.000 | 0.000 | ||
| 13554 | 2022.03.03 01:10 | modify | 4516 | 0.70 | 115.479 | 114.179 | 115.879 | ||
| 13555 | 2022.03.03 02:05 | close | 4516 | 0.70 | 115.543 | 114.179 | 115.879 | 4480.00 | 11657244.13 |
| 13556 | 2022.03.03 14:30 | buy | 4517 | 0.70 | 115.659 | 0.000 | 0.000 | ||
| 13557 | 2022.03.03 14:30 | modify | 4517 | 0.70 | 115.659 | 114.359 | 116.059 | ||
| 13558 | 2022.03.04 01:10 | close | 4517 | 0.70 | 115.480 | 114.359 | 116.059 | -12029.35 | 11645214.78 |
| 13559 | 2022.03.07 03:00 | sell | 4518 | 0.70 | 115.026 | 0.000 | 0.000 | ||
| 13560 | 2022.03.07 03:00 | modify | 4518 | 0.70 | 115.026 | 116.326 | 114.626 | ||
| 13561 | 2022.03.07 03:35 | close | 4518 | 0.70 | 114.901 | 116.326 | 114.626 | 8750.00 | 11653964.78 |
| 13562 | 2022.03.07 08:40 | sell | 4519 | 0.70 | 114.995 | 0.000 | 0.000 | ||
| 13563 | 2022.03.07 08:40 | modify | 4519 | 0.70 | 114.995 | 116.295 | 114.595 | ||
| 13564 | 2022.03.07 10:35 | close | 4519 | 0.70 | 114.939 | 116.295 | 114.595 | 3920.00 | 11657884.78 |
| 13565 | 2022.03.07 21:50 | buy | 4520 | 0.70 | 115.273 | 0.000 | 0.000 | ||
| 13566 | 2022.03.07 21:50 | modify | 4520 | 0.70 | 115.273 | 113.973 | 115.673 | ||
| 13567 | 2022.03.08 02:00 | close | 4520 | 0.70 | 115.362 | 113.973 | 115.673 | 6730.01 | 11664614.80 |
| 13568 | 2022.03.08 16:55 | buy | 4521 | 0.70 | 115.558 | 0.000 | 0.000 | ||
| 13569 | 2022.03.08 16:55 | modify | 4521 | 0.70 | 115.558 | 114.258 | 115.958 | ||
| 13570 | 2022.03.08 18:20 | close | 4521 | 0.70 | 115.673 | 114.258 | 115.958 | 8050.00 | 11672664.80 |
| 13571 | 2022.03.14 08:00 | buy | 4522 | 0.70 | 117.651 | 0.000 | 0.000 | ||
| 13572 | 2022.03.14 08:00 | modify | 4522 | 0.70 | 117.651 | 116.351 | 118.051 | ||
| 13573 | 2022.03.14 08:10 | close | 4522 | 0.70 | 117.772 | 116.351 | 118.051 | 8470.00 | 11681134.80 |
| 13574 | 2022.03.15 03:25 | buy | 4523 | 0.70 | 118.122 | 0.000 | 0.000 | ||
| 13575 | 2022.03.15 03:25 | modify | 4523 | 0.70 | 118.122 | 116.822 | 118.522 | ||
| 13576 | 2022.03.15 04:05 | close | 4523 | 0.70 | 118.269 | 116.822 | 118.522 | 10290.00 | 11691424.80 |
| 13577 | 2022.03.17 06:15 | buy | 4524 | 0.70 | 118.636 | 0.000 | 0.000 | ||
| 13578 | 2022.03.17 06:15 | modify | 4524 | 0.70 | 118.636 | 117.336 | 119.036 | ||
| 13579 | 2022.03.17 07:10 | close | 4524 | 0.70 | 118.737 | 117.336 | 119.036 | 7070.00 | 11698494.80 |
| 13580 | 2022.03.17 21:45 | sell | 4525 | 0.70 | 118.601 | 0.000 | 0.000 | ||
| 13581 | 2022.03.17 21:45 | modify | 4525 | 0.70 | 118.601 | 119.901 | 118.201 | ||
| 13582 | 2022.03.17 23:45 | close | 4525 | 0.70 | 118.576 | 119.901 | 118.201 | 1750.00 | 11700244.80 |
| 13583 | 2022.03.18 22:10 | buy | 4526 | 0.70 | 119.096 | 0.000 | 0.000 | ||
| 13584 | 2022.03.18 22:10 | modify | 4526 | 0.70 | 119.096 | 117.796 | 119.496 | ||
| 13585 | 2022.03.21 01:05 | close | 4526 | 0.70 | 119.152 | 117.796 | 119.496 | 4436.64 | 11704681.44 |
| 13586 | 2022.03.23 04:05 | buy | 4527 | 0.70 | 120.901 | 0.000 | 0.000 | ||
| 13587 | 2022.03.23 04:05 | modify | 4527 | 0.70 | 120.901 | 119.601 | 121.301 | ||
| 13588 | 2022.03.23 04:40 | close | 4527 | 0.70 | 121.008 | 119.601 | 121.301 | 7490.00 | 11712171.44 |
| 13589 | 2022.03.25 03:10 | buy | 4528 | 0.70 | 122.218 | 0.000 | 0.000 | ||
| 13590 | 2022.03.25 03:10 | modify | 4528 | 0.70 | 122.218 | 120.918 | 122.618 | ||
| 13591 | 2022.03.25 08:35 | close | 4528 | 0.70 | 121.610 | 120.918 | 122.618 | -42560.00 | 11669611.44 |
| 13592 | 2022.03.25 09:20 | sell | 4529 | 0.70 | 121.831 | 0.000 | 0.000 | ||
| 13593 | 2022.03.25 09:20 | modify | 4529 | 0.70 | 121.831 | 123.131 | 121.431 | ||
| 13594 | 2022.03.25 10:50 | close | 4529 | 0.70 | 121.694 | 123.131 | 121.431 | 9590.00 | 11679201.44 |
| 13595 | 2022.03.25 12:00 | buy | 4530 | 0.50 | 121.516 | 0.000 | 0.000 | ||
| 13596 | 2022.03.25 12:00 | modify | 4530 | 0.50 | 121.516 | 119.916 | 122.816 | ||
| 13597 | 2022.03.25 15:40 | close | 4530 | 0.50 | 121.749 | 119.916 | 122.816 | 11650.00 | 11690851.44 |
| 13598 | 2022.03.25 15:40 | sell | 4531 | 0.50 | 121.748 | 0.000 | 0.000 | ||
| 13599 | 2022.03.25 15:40 | modify | 4531 | 0.50 | 121.748 | 123.348 | 120.448 | ||
| 13600 | 2022.03.25 18:25 | buy | 4532 | 0.50 | 121.887 | 0.000 | 0.000 | ||
| 13601 | 2022.03.25 18:25 | modify | 4532 | 0.50 | 121.887 | 120.287 | 123.187 | ||
| 13602 | 2022.03.25 22:10 | close | 4532 | 0.50 | 122.178 | 120.287 | 123.187 | 14550.00 | 11705401.44 |
| 13603 | 2022.03.28 00:00 | close | 4531 | 0.50 | 122.099 | 123.348 | 120.448 | -18228.04 | 11687173.40 |
| 13604 | 2022.03.28 15:50 | buy | 4533 | 0.70 | 123.433 | 0.000 | 0.000 | ||
| 13605 | 2022.03.28 15:50 | modify | 4533 | 0.70 | 123.433 | 122.133 | 123.833 | ||
| 13606 | 2022.03.28 16:00 | close | 4533 | 0.70 | 123.648 | 122.133 | 123.833 | 15050.00 | 11702223.40 |
| 13607 | 2022.03.29 03:15 | buy | 4534 | 0.50 | 123.504 | 0.000 | 0.000 | ||
| 13608 | 2022.03.29 03:15 | modify | 4534 | 0.50 | 123.504 | 121.904 | 124.804 | ||
| 13609 | 2022.03.29 08:50 | close | 4534 | 0.50 | 123.648 | 121.904 | 124.804 | 7200.00 | 11709423.40 |
| 13610 | 2022.03.29 18:20 | sell | 4535 | 0.50 | 122.752 | 0.000 | 0.000 | ||
| 13611 | 2022.03.29 18:20 | modify | 4535 | 0.50 | 122.752 | 124.352 | 121.452 | ||
| 13612 | 2022.03.30 01:25 | sell | 4536 | 0.70 | 122.961 | 0.000 | 0.000 | ||
| 13613 | 2022.03.30 01:25 | modify | 4536 | 0.70 | 122.961 | 124.261 | 122.561 | ||
| 13614 | 2022.03.30 03:15 | close | 4536 | 0.70 | 122.774 | 124.261 | 122.561 | 13090.00 | 11722513.40 |
| 13615 | 2022.03.30 03:20 | close | 4535 | 0.50 | 122.704 | 124.352 | 121.452 | 1717.34 | 11724230.75 |
| 13616 | 2022.03.30 16:20 | sell | 4537 | 0.70 | 122.031 | 0.000 | 0.000 | ||
| 13617 | 2022.03.30 16:20 | modify | 4537 | 0.70 | 122.031 | 123.331 | 121.631 | ||
| 13618 | 2022.03.30 16:40 | close | 4537 | 0.70 | 121.873 | 123.331 | 121.631 | 11060.00 | 11735290.75 |
| 13619 | 2022.03.30 18:00 | sell | 4538 | 0.50 | 122.007 | 0.000 | 0.000 | ||
| 13620 | 2022.03.30 18:00 | modify | 4538 | 0.50 | 122.007 | 123.607 | 120.707 | ||
| 13621 | 2022.03.30 21:35 | close | 4538 | 0.50 | 121.826 | 123.607 | 120.707 | 9050.00 | 11744340.75 |
| 13622 | 2022.03.31 01:05 | sell | 4539 | 0.70 | 121.941 | 0.000 | 0.000 | ||
| 13623 | 2022.03.31 01:05 | modify | 4539 | 0.70 | 121.941 | 123.241 | 121.541 | ||
| 13624 | 2022.03.31 08:55 | close | 4539 | 0.70 | 122.080 | 123.241 | 121.541 | -9730.00 | 11734610.75 |
| 13625 | 2022.04.06 15:25 | buy | 4540 | 0.70 | 123.764 | 0.000 | 0.000 | ||
| 13626 | 2022.04.06 15:25 | modify | 4540 | 0.70 | 123.764 | 122.464 | 124.164 | ||
| 13627 | 2022.04.06 16:10 | close | 4540 | 0.70 | 123.882 | 122.464 | 124.164 | 8260.00 | 11742870.75 |
| 13628 | 2022.04.13 14:30 | buy | 4541 | 0.70 | 125.764 | 0.000 | 0.000 | ||
| 13629 | 2022.04.13 14:30 | modify | 4541 | 0.70 | 125.764 | 124.464 | 126.164 | ||
| 13630 | 2022.04.13 15:05 | close | 4541 | 0.70 | 125.929 | 124.464 | 126.164 | 11550.00 | 11754420.75 |
| 13631 | 2022.04.14 15:40 | sell | 4542 | 0.70 | 125.459 | 0.000 | 0.000 | ||
| 13632 | 2022.04.14 15:40 | modify | 4542 | 0.70 | 125.459 | 126.759 | 125.059 | ||
| 13633 | 2022.04.14 23:40 | close | 4542 | 0.70 | 125.910 | 126.759 | 125.059 | -31570.00 | 11722850.75 |
| 13634 | 2022.04.14 23:50 | buy | 4543 | 0.70 | 125.875 | 0.000 | 0.000 | ||
| 13635 | 2022.04.14 23:50 | modify | 4543 | 0.70 | 125.875 | 124.575 | 126.275 | ||
| 13636 | 2022.04.15 01:10 | close | 4543 | 0.70 | 125.931 | 124.575 | 126.275 | 4465.80 | 11727316.55 |
| 13637 | 2022.04.15 18:25 | buy | 4544 | 0.70 | 126.422 | 0.000 | 0.000 | ||
| 13638 | 2022.04.15 18:25 | modify | 4544 | 0.70 | 126.422 | 125.122 | 126.822 | ||
| 13639 | 2022.04.15 23:25 | close | 4544 | 0.70 | 126.403 | 125.122 | 126.822 | -1330.00 | 11725986.55 |
| 13640 | 2022.04.20 05:30 | buy | 4545 | 0.70 | 128.702 | 0.000 | 0.000 | ||
| 13641 | 2022.04.20 05:30 | modify | 4545 | 0.70 | 128.702 | 127.402 | 129.102 | ||
| 13642 | 2022.04.20 07:40 | sell | 4546 | 0.50 | 128.601 | 0.000 | 0.000 | ||
| 13643 | 2022.04.20 07:40 | modify | 4546 | 0.50 | 128.601 | 130.201 | 127.301 | ||
| 13644 | 2022.04.20 11:45 | close | 4546 | 0.50 | 128.521 | 130.201 | 127.301 | 4000.00 | 11729986.55 |
| 13645 | 2022.04.20 15:20 | sell | 4547 | 0.50 | 127.957 | 0.000 | 0.000 | ||
| 13646 | 2022.04.20 15:20 | modify | 4547 | 0.50 | 127.957 | 129.557 | 126.657 | ||
| 13647 | 2022.04.20 15:35 | close | 4545 | 0.70 | 128.094 | 127.402 | 129.102 | -42560.00 | 11687426.55 |
| 13648 | 2022.04.20 15:50 | sell | 4548 | 0.70 | 128.209 | 0.000 | 0.000 | ||
| 13649 | 2022.04.20 15:50 | modify | 4548 | 0.70 | 128.209 | 129.509 | 127.809 | ||
| 13650 | 2022.04.20 16:05 | close | 4548 | 0.70 | 128.070 | 129.509 | 127.809 | 9730.00 | 11697156.55 |