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 |
| 13651 | 2022.04.20 16:55 | buy | 4549 | 0.50 | 127.902 | 0.000 | 0.000 | ||
| 13652 | 2022.04.20 16:55 | modify | 4549 | 0.50 | 127.902 | 126.302 | 129.202 | ||
| 13653 | 2022.04.20 17:20 | close | 4547 | 0.50 | 127.583 | 129.557 | 126.657 | 18700.00 | 11715856.55 |
| 13654 | 2022.04.20 18:40 | sell | 4550 | 0.50 | 127.811 | 0.000 | 0.000 | ||
| 13655 | 2022.04.20 18:40 | modify | 4550 | 0.50 | 127.811 | 129.411 | 126.511 | ||
| 13656 | 2022.04.21 00:00 | close | 4549 | 0.50 | 127.848 | 126.302 | 129.202 | -1511.73 | 11714344.83 |
| 13657 | 2022.04.21 01:05 | sell | 4551 | 0.70 | 128.017 | 0.000 | 0.000 | ||
| 13658 | 2022.04.21 01:05 | modify | 4551 | 0.70 | 128.017 | 129.317 | 127.617 | ||
| 13659 | 2022.04.21 02:10 | close | 4551 | 0.70 | 127.908 | 129.317 | 127.617 | 7630.00 | 11721974.83 |
| 13660 | 2022.04.21 03:25 | sell | 4552 | 0.40 | 128.263 | 0.000 | 0.000 | ||
| 13661 | 2022.04.21 03:25 | modify | 4552 | 0.40 | 128.263 | 130.613 | 127.213 | ||
| 13662 | 2022.04.21 08:15 | close | 4550 | 0.50 | 128.172 | 129.411 | 126.511 | -20181.43 | 11701793.39 |
| 13663 | 2022.04.21 13:20 | close | 4552 | 0.40 | 127.957 | 130.613 | 127.213 | 12240.00 | 11714033.39 |
| 13664 | 2022.04.22 20:50 | buy | 4553 | 0.70 | 128.480 | 0.000 | 0.000 | ||
| 13665 | 2022.04.22 20:50 | modify | 4553 | 0.70 | 128.480 | 127.180 | 128.880 | ||
| 13666 | 2022.04.22 21:15 | close | 4553 | 0.70 | 128.602 | 127.180 | 128.880 | 8540.00 | 11722573.39 |
| 13667 | 2022.04.25 14:25 | sell | 4554 | 0.70 | 128.411 | 0.000 | 0.000 | ||
| 13668 | 2022.04.25 14:25 | modify | 4554 | 0.70 | 128.411 | 129.711 | 128.011 | ||
| 13669 | 2022.04.25 14:45 | close | 4554 | 0.70 | 128.282 | 129.711 | 128.011 | 9030.00 | 11731603.39 |
| 13670 | 2022.04.25 21:35 | sell | 4555 | 0.70 | 127.961 | 0.000 | 0.000 | ||
| 13671 | 2022.04.25 21:35 | modify | 4555 | 0.70 | 127.961 | 129.261 | 127.561 | ||
| 13672 | 2022.04.26 01:35 | close | 4555 | 0.70 | 128.050 | 129.261 | 127.561 | -7226.61 | 11724376.78 |
| 13673 | 2022.04.27 17:10 | buy | 4556 | 0.50 | 127.956 | 0.000 | 0.000 | ||
| 13674 | 2022.04.27 17:10 | modify | 4556 | 0.50 | 127.956 | 126.356 | 129.256 | ||
| 13675 | 2022.04.27 17:55 | close | 4556 | 0.50 | 128.223 | 126.356 | 129.256 | 13350.00 | 11737726.78 |
| 13676 | 2022.04.29 03:15 | buy | 4557 | 0.70 | 130.665 | 0.000 | 0.000 | ||
| 13677 | 2022.04.29 03:15 | modify | 4557 | 0.70 | 130.665 | 129.365 | 131.065 | ||
| 13678 | 2022.04.29 05:30 | close | 4557 | 0.70 | 130.772 | 129.365 | 131.065 | 7490.00 | 11745216.78 |
| 13679 | 2022.04.29 15:25 | sell | 4558 | 0.50 | 130.144 | 0.000 | 0.000 | ||
| 13680 | 2022.04.29 15:25 | modify | 4558 | 0.50 | 130.144 | 131.744 | 128.844 | ||
| 13681 | 2022.04.29 17:55 | close | 4558 | 0.50 | 129.733 | 131.744 | 128.844 | 20550.00 | 11765766.78 |
| 13682 | 2022.04.29 22:10 | sell | 4559 | 0.50 | 129.538 | 0.000 | 0.000 | ||
| 13683 | 2022.04.29 22:10 | modify | 4559 | 0.50 | 129.538 | 131.138 | 128.238 | ||
| 13684 | 2022.04.29 23:40 | sell | 4560 | 0.70 | 129.898 | 0.000 | 0.000 | ||
| 13685 | 2022.04.29 23:40 | modify | 4560 | 0.70 | 129.898 | 131.198 | 129.498 | ||
| 13686 | 2022.05.02 03:15 | close | 4560 | 0.70 | 129.666 | 131.198 | 129.498 | 15230.73 | 11780997.51 |
| 13687 | 2022.05.02 10:05 | close | 4559 | 0.50 | 130.224 | 131.138 | 128.238 | -35020.91 | 11745976.61 |
| 13688 | 2022.05.05 01:25 | sell | 4561 | 0.70 | 129.507 | 0.000 | 0.000 | ||
| 13689 | 2022.05.05 01:25 | modify | 4561 | 0.70 | 129.507 | 130.807 | 129.107 | ||
| 13690 | 2022.05.05 02:25 | close | 4561 | 0.70 | 129.375 | 130.807 | 129.107 | 9240.00 | 11755216.61 |
| 13691 | 2022.05.05 08:10 | sell | 4562 | 0.70 | 129.390 | 0.000 | 0.000 | ||
| 13692 | 2022.05.05 08:10 | modify | 4562 | 0.70 | 129.390 | 130.690 | 128.990 | ||
| 13693 | 2022.05.05 08:50 | close | 4562 | 0.70 | 129.267 | 130.690 | 128.990 | 8610.00 | 11763826.61 |
| 13694 | 2022.05.05 09:50 | sell | 4563 | 0.70 | 129.537 | 0.000 | 0.000 | ||
| 13695 | 2022.05.05 09:50 | modify | 4563 | 0.70 | 129.537 | 130.837 | 129.137 | ||
| 13696 | 2022.05.05 12:25 | buy | 4564 | 0.50 | 129.638 | 0.000 | 0.000 | ||
| 13697 | 2022.05.05 12:25 | modify | 4564 | 0.50 | 129.638 | 128.038 | 130.938 | ||
| 13698 | 2022.05.05 13:50 | sell | 4565 | 0.50 | 129.738 | 0.000 | 0.000 | ||
| 13699 | 2022.05.05 13:50 | modify | 4565 | 0.50 | 129.738 | 131.338 | 128.438 | ||
| 13700 | 2022.05.05 14:25 | close | 4564 | 0.50 | 129.878 | 128.038 | 130.938 | 12000.00 | 11775826.61 |
| 13701 | 2022.05.05 15:50 | buy | 4566 | 0.50 | 129.763 | 0.000 | 0.000 | ||
| 13702 | 2022.05.05 15:50 | modify | 4566 | 0.50 | 129.763 | 128.163 | 131.063 | ||
| 13703 | 2022.05.05 16:35 | close | 4566 | 0.50 | 130.114 | 128.163 | 131.063 | 17550.00 | 11793376.61 |
| 13704 | 2022.05.05 22:05 | close | 4565 | 0.50 | 130.308 | 131.338 | 128.438 | -28500.00 | 11764876.61 |
| 13705 | 2022.05.05 22:05 | close | 4563 | 0.70 | 130.313 | 130.837 | 129.137 | -54320.00 | 11710556.61 |
| 13706 | 2022.05.05 22:10 | buy | 4567 | 0.70 | 130.168 | 0.000 | 0.000 | ||
| 13707 | 2022.05.05 22:10 | modify | 4567 | 0.70 | 130.168 | 128.868 | 130.568 | ||
| 13708 | 2022.05.06 01:05 | close | 4567 | 0.70 | 130.251 | 128.868 | 130.568 | 6374.61 | 11716931.21 |
| 13709 | 2022.05.06 10:30 | buy | 4568 | 0.70 | 130.353 | 0.000 | 0.000 | ||
| 13710 | 2022.05.06 10:30 | modify | 4568 | 0.70 | 130.353 | 129.053 | 130.753 | ||
| 13711 | 2022.05.06 10:50 | close | 4568 | 0.70 | 130.498 | 129.053 | 130.753 | 10150.00 | 11727081.21 |
| 13712 | 2022.05.09 15:05 | buy | 4569 | 0.70 | 130.915 | 0.000 | 0.000 | ||
| 13713 | 2022.05.09 15:05 | modify | 4569 | 0.70 | 130.915 | 129.615 | 131.315 | ||
| 13714 | 2022.05.10 01:05 | close | 4569 | 0.70 | 130.409 | 129.615 | 131.315 | -34854.89 | 11692226.33 |
| 13715 | 2022.05.10 01:15 | sell | 4570 | 0.70 | 130.529 | 0.000 | 0.000 | ||
| 13716 | 2022.05.10 01:15 | modify | 4570 | 0.70 | 130.529 | 131.829 | 130.129 | ||
| 13717 | 2022.05.10 02:05 | close | 4570 | 0.70 | 130.408 | 131.829 | 130.129 | 8470.00 | 11700696.33 |
| 13718 | 2022.05.12 23:00 | sell | 4571 | 0.70 | 128.441 | 0.000 | 0.000 | ||
| 13719 | 2022.05.12 23:00 | modify | 4571 | 0.70 | 128.441 | 129.741 | 128.041 | ||
| 13720 | 2022.05.12 23:50 | close | 4571 | 0.70 | 128.329 | 129.741 | 128.041 | 7840.00 | 11708536.33 |
| 13721 | 2022.05.13 01:10 | sell | 4572 | 0.70 | 128.530 | 0.000 | 0.000 | ||
| 13722 | 2022.05.13 01:10 | modify | 4572 | 0.70 | 128.530 | 129.830 | 128.130 | ||
| 13723 | 2022.05.13 03:15 | close | 4572 | 0.70 | 128.361 | 129.830 | 128.130 | 11830.00 | 11720366.33 |
| 13724 | 2022.05.13 09:05 | buy | 4573 | 0.50 | 128.808 | 0.000 | 0.000 | ||
| 13725 | 2022.05.13 09:05 | modify | 4573 | 0.50 | 128.808 | 127.208 | 130.108 | ||
| 13726 | 2022.05.13 12:30 | close | 4573 | 0.50 | 128.951 | 127.208 | 130.108 | 7150.00 | 11727516.33 |
| 13727 | 2022.05.19 07:15 | sell | 4574 | 0.50 | 128.838 | 0.000 | 0.000 | ||
| 13728 | 2022.05.19 07:15 | modify | 4574 | 0.50 | 128.838 | 130.438 | 127.538 | ||
| 13729 | 2022.05.19 09:10 | close | 4574 | 0.50 | 128.572 | 130.438 | 127.538 | 13300.00 | 11740816.33 |
| 13730 | 2022.05.19 23:55 | sell | 4575 | 0.70 | 127.821 | 0.000 | 0.000 | ||
| 13731 | 2022.05.19 23:55 | modify | 4575 | 0.70 | 127.821 | 129.121 | 127.421 | ||
| 13732 | 2022.05.20 01:15 | close | 4575 | 0.70 | 127.708 | 129.121 | 127.421 | 6916.05 | 11747732.38 |
| 13733 | 2022.05.20 02:35 | sell | 4576 | 0.50 | 127.834 | 0.000 | 0.000 | ||
| 13734 | 2022.05.20 02:35 | modify | 4576 | 0.50 | 127.834 | 129.434 | 126.534 | ||
| 13735 | 2022.05.20 03:10 | buy | 4577 | 0.50 | 127.695 | 0.000 | 0.000 | ||
| 13736 | 2022.05.20 03:10 | modify | 4577 | 0.50 | 127.695 | 126.095 | 128.995 | ||
| 13737 | 2022.05.20 03:45 | close | 4577 | 0.50 | 127.912 | 126.095 | 128.995 | 10850.00 | 11758582.38 |
| 13738 | 2022.05.20 06:55 | close | 4576 | 0.50 | 127.576 | 129.434 | 126.534 | 12900.00 | 11771482.38 |
| 13739 | 2022.05.23 08:50 | sell | 4578 | 0.70 | 127.638 | 0.000 | 0.000 | ||
| 13740 | 2022.05.23 08:50 | modify | 4578 | 0.70 | 127.638 | 128.938 | 127.238 | ||
| 13741 | 2022.05.23 11:15 | close | 4578 | 0.70 | 127.521 | 128.938 | 127.238 | 8190.00 | 11779672.38 |
| 13742 | 2022.05.24 21:40 | sell | 4579 | 0.70 | 126.855 | 0.000 | 0.000 | ||
| 13743 | 2022.05.24 21:40 | modify | 4579 | 0.70 | 126.855 | 128.155 | 126.455 | ||
| 13744 | 2022.05.25 03:00 | close | 4579 | 0.70 | 126.737 | 128.155 | 126.455 | 7273.44 | 11786945.82 |
| 13745 | 2022.05.26 14:25 | sell | 4580 | 0.70 | 127.037 | 0.000 | 0.000 | ||
| 13746 | 2022.05.26 14:25 | modify | 4580 | 0.70 | 127.037 | 128.337 | 126.637 | ||
| 13747 | 2022.05.26 20:30 | close | 4580 | 0.70 | 127.218 | 128.337 | 126.637 | -12670.00 | 11774275.82 |
| 13748 | 2022.05.27 09:50 | sell | 4581 | 0.70 | 127.008 | 0.000 | 0.000 | ||
| 13749 | 2022.05.27 09:50 | modify | 4581 | 0.70 | 127.008 | 128.308 | 126.608 | ||
| 13750 | 2022.05.27 14:15 | close | 4581 | 0.70 | 126.896 | 128.308 | 126.608 | 7840.00 | 11782115.82 |
| 13751 | 2022.05.30 18:25 | buy | 4582 | 0.70 | 127.474 | 0.000 | 0.000 | ||
| 13752 | 2022.05.30 18:25 | modify | 4582 | 0.70 | 127.474 | 126.174 | 127.874 | ||
| 13753 | 2022.05.30 19:10 | close | 4582 | 0.70 | 127.584 | 126.174 | 127.874 | 7700.00 | 11789815.82 |
| 13754 | 2022.05.31 08:45 | buy | 4583 | 0.70 | 127.822 | 0.000 | 0.000 | ||
| 13755 | 2022.05.31 08:45 | modify | 4583 | 0.70 | 127.822 | 126.522 | 128.222 | ||
| 13756 | 2022.05.31 09:40 | close | 4583 | 0.70 | 127.941 | 126.522 | 128.222 | 8330.00 | 11798145.82 |
| 13757 | 2022.06.01 16:05 | buy | 4584 | 0.70 | 129.266 | 0.000 | 0.000 | ||
| 13758 | 2022.06.01 16:05 | modify | 4584 | 0.70 | 129.266 | 127.966 | 129.666 | ||
| 13759 | 2022.06.01 16:35 | close | 4584 | 0.70 | 129.383 | 127.966 | 129.666 | 8190.00 | 11806335.82 |
| 13760 | 2022.06.02 03:30 | buy | 4585 | 0.70 | 129.966 | 0.000 | 0.000 | ||
| 13761 | 2022.06.02 03:30 | modify | 4585 | 0.70 | 129.966 | 128.666 | 130.366 | ||
| 13762 | 2022.06.02 04:20 | close | 4585 | 0.70 | 130.067 | 128.666 | 130.366 | 7070.00 | 11813405.82 |
| 13763 | 2022.06.02 05:05 | buy | 4586 | 0.50 | 129.942 | 0.000 | 0.000 | ||
| 13764 | 2022.06.02 05:05 | modify | 4586 | 0.50 | 129.942 | 128.342 | 131.242 | ||
| 13765 | 2022.06.02 05:40 | sell | 4587 | 0.50 | 130.098 | 0.000 | 0.000 | ||
| 13766 | 2022.06.02 05:40 | modify | 4587 | 0.50 | 130.098 | 131.698 | 128.798 | ||
| 13767 | 2022.06.02 09:05 | close | 4587 | 0.50 | 129.967 | 131.698 | 128.798 | 6550.00 | 11819955.82 |
| 13768 | 2022.06.02 16:45 | close | 4586 | 0.50 | 129.824 | 128.342 | 131.242 | -5900.00 | 11814055.82 |
| 13769 | 2022.06.06 03:15 | buy | 4588 | 0.70 | 130.702 | 0.000 | 0.000 | ||
| 13770 | 2022.06.06 03:15 | modify | 4588 | 0.70 | 130.702 | 129.402 | 131.102 | ||
| 13771 | 2022.06.06 03:55 | close | 4588 | 0.70 | 130.808 | 129.402 | 131.102 | 7420.00 | 11821475.82 |
| 13772 | 2022.06.06 04:25 | buy | 4589 | 0.70 | 130.592 | 0.000 | 0.000 | ||
| 13773 | 2022.06.06 04:25 | modify | 4589 | 0.70 | 130.592 | 129.292 | 130.992 | ||
| 13774 | 2022.06.06 08:15 | close | 4589 | 0.70 | 130.707 | 129.292 | 130.992 | 8050.00 | 11829525.82 |
| 13775 | 2022.06.07 16:50 | buy | 4590 | 0.70 | 132.444 | 0.000 | 0.000 | ||
| 13776 | 2022.06.07 16:50 | modify | 4590 | 0.70 | 132.444 | 131.144 | 132.844 | ||
| 13777 | 2022.06.07 17:00 | close | 4590 | 0.70 | 132.554 | 131.144 | 132.844 | 7700.00 | 11837225.82 |
| 13778 | 2022.06.09 14:50 | sell | 4591 | 0.70 | 133.660 | 0.000 | 0.000 | ||
| 13779 | 2022.06.09 14:50 | modify | 4591 | 0.70 | 133.660 | 134.960 | 133.260 | ||
| 13780 | 2022.06.09 15:55 | sell | 4592 | 0.50 | 133.940 | 0.000 | 0.000 | ||
| 13781 | 2022.06.09 15:55 | modify | 4592 | 0.50 | 133.940 | 135.540 | 132.640 | ||
| 13782 | 2022.06.09 16:35 | buy | 4593 | 0.50 | 133.709 | 0.000 | 0.000 | ||
| 13783 | 2022.06.09 16:35 | modify | 4593 | 0.50 | 133.709 | 132.109 | 135.009 | ||
| 13784 | 2022.06.09 17:50 | close | 4593 | 0.50 | 134.199 | 132.109 | 135.009 | 24500.00 | 11861725.82 |
| 13785 | 2022.06.10 03:05 | close | 4591 | 0.70 | 134.324 | 134.960 | 133.260 | -47524.93 | 11814200.89 |
| 13786 | 2022.06.10 03:05 | buy | 4594 | 0.70 | 134.324 | 0.000 | 0.000 | ||
| 13787 | 2022.06.10 03:05 | modify | 4594 | 0.70 | 134.324 | 133.024 | 134.724 | ||
| 13788 | 2022.06.10 03:10 | close | 4592 | 0.50 | 134.225 | 135.540 | 132.640 | -14996.38 | 11799204.51 |
| 13789 | 2022.06.10 04:00 | buy | 4595 | 0.50 | 134.018 | 0.000 | 0.000 | ||
| 13790 | 2022.06.10 04:00 | modify | 4595 | 0.50 | 134.018 | 132.418 | 135.318 | ||
| 13791 | 2022.06.10 07:55 | close | 4594 | 0.70 | 134.188 | 133.024 | 134.724 | -9520.00 | 11789684.51 |
| 13792 | 2022.06.10 15:35 | close | 4595 | 0.50 | 134.182 | 132.418 | 135.318 | 8200.00 | 11797884.51 |
| 13793 | 2022.06.13 09:20 | buy | 4596 | 0.70 | 134.539 | 0.000 | 0.000 | ||
| 13794 | 2022.06.13 09:20 | modify | 4596 | 0.70 | 134.539 | 133.239 | 134.939 | ||
| 13795 | 2022.06.13 09:30 | close | 4596 | 0.70 | 134.660 | 133.239 | 134.939 | 8470.00 | 11806354.51 |
| 13796 | 2022.06.13 22:00 | sell | 4597 | 0.70 | 134.294 | 0.000 | 0.000 | ||
| 13797 | 2022.06.13 22:00 | modify | 4597 | 0.70 | 134.294 | 135.594 | 133.894 | ||
| 13798 | 2022.06.14 01:35 | buy | 4598 | 0.50 | 134.320 | 0.000 | 0.000 | ||
| 13799 | 2022.06.14 01:35 | modify | 4598 | 0.50 | 134.320 | 132.720 | 135.620 | ||
| 13800 | 2022.06.14 01:35 | close | 4597 | 0.70 | 134.319 | 135.594 | 133.894 | -2795.45 | 11803559.06 |