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 |
| 13801 | 2022.06.14 06:30 | close | 4598 | 0.50 | 134.674 | 132.720 | 135.620 | 17700.00 | 11821259.06 |
| 13802 | 2022.06.15 15:20 | sell | 4599 | 0.70 | 134.720 | 0.000 | 0.000 | ||
| 13803 | 2022.06.15 15:20 | modify | 4599 | 0.70 | 134.720 | 136.020 | 134.320 | ||
| 13804 | 2022.06.15 15:35 | close | 4599 | 0.70 | 134.603 | 136.020 | 134.320 | 8190.00 | 11829449.06 |
| 13805 | 2022.06.15 17:00 | buy | 4600 | 0.50 | 134.568 | 0.000 | 0.000 | ||
| 13806 | 2022.06.15 17:00 | modify | 4600 | 0.50 | 134.568 | 132.968 | 135.868 | ||
| 13807 | 2022.06.15 21:05 | close | 4600 | 0.50 | 134.888 | 132.968 | 135.868 | 16000.00 | 11845449.06 |
| 13808 | 2022.06.16 01:25 | sell | 4601 | 0.70 | 134.183 | 0.000 | 0.000 | ||
| 13809 | 2022.06.16 01:25 | modify | 4601 | 0.70 | 134.183 | 135.483 | 133.783 | ||
| 13810 | 2022.06.16 02:30 | close | 4601 | 0.70 | 134.067 | 135.483 | 133.783 | 8120.00 | 11853569.06 |
| 13811 | 2022.06.16 04:10 | sell | 4602 | 0.70 | 134.356 | 0.000 | 0.000 | ||
| 13812 | 2022.06.16 04:10 | modify | 4602 | 0.70 | 134.356 | 135.656 | 133.956 | ||
| 13813 | 2022.06.16 06:05 | buy | 4603 | 0.50 | 134.452 | 0.000 | 0.000 | ||
| 13814 | 2022.06.16 06:05 | modify | 4603 | 0.50 | 134.452 | 132.852 | 135.752 | ||
| 13815 | 2022.06.16 06:35 | close | 4602 | 0.70 | 134.311 | 135.656 | 133.956 | 3150.00 | 11856719.06 |
| 13816 | 2022.06.16 09:45 | close | 4603 | 0.50 | 134.453 | 132.852 | 135.752 | 50.00 | 11856769.06 |
| 13817 | 2022.06.17 00:50 | sell | 4604 | 0.70 | 132.261 | 0.000 | 0.000 | ||
| 13818 | 2022.06.17 00:50 | modify | 4604 | 0.70 | 132.261 | 133.561 | 131.861 | ||
| 13819 | 2022.06.17 03:05 | close | 4604 | 0.70 | 132.220 | 133.561 | 131.861 | 2870.00 | 11859639.06 |
| 13820 | 2022.06.17 09:00 | sell | 4605 | 0.50 | 134.083 | 0.000 | 0.000 | ||
| 13821 | 2022.06.17 09:00 | modify | 4605 | 0.50 | 134.083 | 135.683 | 132.783 | ||
| 13822 | 2022.06.17 14:05 | buy | 4606 | 0.50 | 134.590 | 0.000 | 0.000 | ||
| 13823 | 2022.06.17 14:05 | modify | 4606 | 0.50 | 134.590 | 132.990 | 135.890 | ||
| 13824 | 2022.06.17 16:35 | close | 4606 | 0.50 | 134.875 | 132.990 | 135.890 | 14250.00 | 11873889.06 |
| 13825 | 2022.06.17 20:45 | close | 4605 | 0.50 | 134.872 | 135.683 | 132.783 | -39450.00 | 11834439.06 |
| 13826 | 2022.06.20 02:35 | sell | 4607 | 0.40 | 135.295 | 0.000 | 0.000 | ||
| 13827 | 2022.06.20 02:35 | modify | 4607 | 0.40 | 135.295 | 137.645 | 134.245 | ||
| 13828 | 2022.06.20 04:40 | buy | 4608 | 0.70 | 134.942 | 0.000 | 0.000 | ||
| 13829 | 2022.06.20 04:40 | modify | 4608 | 0.70 | 134.942 | 133.642 | 135.342 | ||
| 13830 | 2022.06.20 05:15 | close | 4607 | 0.40 | 134.809 | 137.645 | 134.245 | 19440.00 | 11853879.06 |
| 13831 | 2022.06.20 09:00 | close | 4608 | 0.70 | 135.056 | 133.642 | 135.342 | 7980.00 | 11861859.06 |
| 13832 | 2022.06.22 01:40 | buy | 4609 | 0.70 | 136.409 | 0.000 | 0.000 | ||
| 13833 | 2022.06.22 01:40 | modify | 4609 | 0.70 | 136.409 | 135.109 | 136.809 | ||
| 13834 | 2022.06.22 01:55 | close | 4609 | 0.70 | 136.533 | 135.109 | 136.809 | 8680.00 | 11870539.06 |
| 13835 | 2022.06.22 04:35 | buy | 4610 | 0.70 | 136.150 | 0.000 | 0.000 | ||
| 13836 | 2022.06.22 04:35 | modify | 4610 | 0.70 | 136.150 | 134.850 | 136.550 | ||
| 13837 | 2022.06.22 06:10 | buy | 4611 | 0.40 | 136.084 | 0.000 | 0.000 | ||
| 13838 | 2022.06.22 06:10 | modify | 4611 | 0.40 | 136.084 | 133.734 | 137.134 | ||
| 13839 | 2022.06.22 07:30 | close | 4610 | 0.70 | 136.260 | 134.850 | 136.550 | 7700.00 | 11878239.06 |
| 13840 | 2022.06.22 23:05 | close | 4611 | 0.40 | 136.227 | 133.734 | 137.134 | 5720.00 | 11883959.06 |
| 13841 | 2022.06.23 09:15 | sell | 4612 | 0.70 | 135.806 | 0.000 | 0.000 | ||
| 13842 | 2022.06.23 09:15 | modify | 4612 | 0.70 | 135.806 | 137.106 | 135.406 | ||
| 13843 | 2022.06.23 10:20 | close | 4612 | 0.70 | 135.694 | 137.106 | 135.406 | 7840.00 | 11891799.06 |
| 13844 | 2022.06.24 03:35 | sell | 4613 | 0.70 | 135.184 | 0.000 | 0.000 | ||
| 13845 | 2022.06.24 03:35 | modify | 4613 | 0.70 | 135.184 | 136.484 | 134.784 | ||
| 13846 | 2022.06.24 04:05 | close | 4613 | 0.70 | 135.084 | 136.484 | 134.784 | 7000.00 | 11898799.06 |
| 13847 | 2022.06.27 16:45 | buy | 4614 | 0.70 | 135.064 | 0.000 | 0.000 | ||
| 13848 | 2022.06.27 16:45 | modify | 4614 | 0.70 | 135.064 | 133.764 | 135.464 | ||
| 13849 | 2022.06.27 17:10 | close | 4614 | 0.70 | 135.205 | 133.764 | 135.464 | 9870.00 | 11908669.06 |
| 13850 | 2022.06.29 02:20 | buy | 4615 | 0.70 | 136.014 | 0.000 | 0.000 | ||
| 13851 | 2022.06.29 02:20 | modify | 4615 | 0.70 | 136.014 | 134.714 | 136.414 | ||
| 13852 | 2022.06.29 03:15 | close | 4615 | 0.70 | 136.142 | 134.714 | 136.414 | 8960.00 | 11917629.06 |
| 13853 | 2022.06.29 19:15 | buy | 4616 | 0.70 | 136.422 | 0.000 | 0.000 | ||
| 13854 | 2022.06.29 19:15 | modify | 4616 | 0.70 | 136.422 | 135.122 | 136.822 | ||
| 13855 | 2022.06.29 19:50 | close | 4616 | 0.70 | 136.533 | 135.122 | 136.822 | 7770.00 | 11925399.06 |
| 13856 | 2022.07.01 02:35 | sell | 4617 | 0.70 | 135.831 | 0.000 | 0.000 | ||
| 13857 | 2022.07.01 02:35 | modify | 4617 | 0.70 | 135.831 | 137.131 | 135.431 | ||
| 13858 | 2022.07.01 05:00 | close | 4617 | 0.70 | 135.719 | 137.131 | 135.431 | 7840.00 | 11933239.06 |
| 13859 | 2022.07.01 10:55 | sell | 4618 | 0.70 | 135.313 | 0.000 | 0.000 | ||
| 13860 | 2022.07.01 10:55 | modify | 4618 | 0.70 | 135.313 | 136.613 | 134.913 | ||
| 13861 | 2022.07.01 14:10 | close | 4618 | 0.70 | 135.231 | 136.613 | 134.913 | 5740.00 | 11938979.06 |
| 13862 | 2022.07.05 11:20 | buy | 4619 | 0.70 | 135.822 | 0.000 | 0.000 | ||
| 13863 | 2022.07.05 11:20 | modify | 4619 | 0.70 | 135.822 | 134.522 | 136.222 | ||
| 13864 | 2022.07.05 13:15 | close | 4619 | 0.70 | 135.927 | 134.522 | 136.222 | 7350.00 | 11946329.06 |
| 13865 | 2022.07.06 07:25 | sell | 4620 | 0.70 | 135.488 | 0.000 | 0.000 | ||
| 13866 | 2022.07.06 07:25 | modify | 4620 | 0.70 | 135.488 | 136.788 | 135.088 | ||
| 13867 | 2022.07.06 07:55 | close | 4620 | 0.70 | 135.368 | 136.788 | 135.088 | 8400.00 | 11954729.06 |
| 13868 | 2022.07.07 04:05 | buy | 4621 | 0.70 | 135.679 | 0.000 | 0.000 | ||
| 13869 | 2022.07.07 04:05 | modify | 4621 | 0.70 | 135.679 | 134.379 | 136.079 | ||
| 13870 | 2022.07.07 04:55 | close | 4621 | 0.70 | 135.788 | 134.379 | 136.079 | 7630.00 | 11962359.06 |
| 13871 | 2022.07.07 14:00 | buy | 4622 | 0.70 | 135.851 | 0.000 | 0.000 | ||
| 13872 | 2022.07.07 14:00 | modify | 4622 | 0.70 | 135.851 | 134.551 | 136.251 | ||
| 13873 | 2022.07.07 18:55 | close | 4622 | 0.70 | 135.989 | 134.551 | 136.251 | 9660.00 | 11972019.06 |
| 13874 | 2022.07.13 19:40 | buy | 4623 | 0.70 | 137.131 | 0.000 | 0.000 | ||
| 13875 | 2022.07.13 19:40 | modify | 4623 | 0.70 | 137.131 | 135.831 | 137.531 | ||
| 13876 | 2022.07.13 19:55 | close | 4623 | 0.70 | 137.255 | 135.831 | 137.531 | 8680.00 | 11980699.06 |
| 13877 | 2022.07.14 18:45 | buy | 4624 | 0.70 | 138.824 | 0.000 | 0.000 | ||
| 13878 | 2022.07.14 18:45 | modify | 4624 | 0.70 | 138.824 | 137.524 | 139.224 | ||
| 13879 | 2022.07.14 19:00 | close | 4624 | 0.70 | 138.930 | 137.524 | 139.224 | 7420.00 | 11988119.06 |
| 13880 | 2022.07.15 03:45 | buy | 4625 | 0.70 | 138.827 | 0.000 | 0.000 | ||
| 13881 | 2022.07.15 03:45 | modify | 4625 | 0.70 | 138.827 | 137.527 | 139.227 | ||
| 13882 | 2022.07.15 04:35 | close | 4625 | 0.70 | 138.933 | 137.527 | 139.227 | 7420.00 | 11995539.06 |
| 13883 | 2022.07.18 06:35 | sell | 4626 | 0.70 | 138.342 | 0.000 | 0.000 | ||
| 13884 | 2022.07.18 06:35 | modify | 4626 | 0.70 | 138.342 | 139.642 | 137.942 | ||
| 13885 | 2022.07.18 08:30 | close | 4626 | 0.70 | 138.223 | 139.642 | 137.942 | 8330.00 | 12003869.06 |
| 13886 | 2022.07.19 17:35 | sell | 4627 | 0.70 | 137.899 | 0.000 | 0.000 | ||
| 13887 | 2022.07.19 17:35 | modify | 4627 | 0.70 | 137.899 | 139.199 | 137.499 | ||
| 13888 | 2022.07.19 18:05 | close | 4627 | 0.70 | 137.772 | 139.199 | 137.499 | 8890.00 | 12012759.06 |
| 13889 | 2022.07.22 06:25 | sell | 4628 | 0.70 | 137.730 | 0.000 | 0.000 | ||
| 13890 | 2022.07.22 06:25 | modify | 4628 | 0.70 | 137.730 | 139.030 | 137.330 | ||
| 13891 | 2022.07.22 10:20 | close | 4628 | 0.70 | 137.560 | 139.030 | 137.330 | 11900.00 | 12024659.06 |
| 13892 | 2022.07.25 03:20 | sell | 4629 | 0.70 | 136.578 | 0.000 | 0.000 | ||
| 13893 | 2022.07.25 03:20 | modify | 4629 | 0.70 | 136.578 | 137.878 | 136.178 | ||
| 13894 | 2022.07.25 03:40 | close | 4629 | 0.70 | 136.454 | 137.878 | 136.178 | 8680.00 | 12033339.06 |
| 13895 | 2022.07.25 04:35 | buy | 4630 | 0.50 | 136.376 | 0.000 | 0.000 | ||
| 13896 | 2022.07.25 04:35 | modify | 4630 | 0.50 | 136.376 | 134.776 | 137.676 | ||
| 13897 | 2022.07.25 08:45 | close | 4630 | 0.50 | 136.371 | 134.776 | 137.676 | -250.00 | 12033089.06 |
| 13898 | 2022.07.26 02:00 | buy | 4631 | 0.70 | 136.552 | 0.000 | 0.000 | ||
| 13899 | 2022.07.26 02:00 | modify | 4631 | 0.70 | 136.552 | 135.252 | 136.952 | ||
| 13900 | 2022.07.26 06:35 | close | 4631 | 0.70 | 136.504 | 135.252 | 136.952 | -3360.00 | 12029729.06 |
| 13901 | 2022.07.27 21:05 | buy | 4632 | 0.70 | 137.070 | 0.000 | 0.000 | ||
| 13902 | 2022.07.27 21:05 | modify | 4632 | 0.70 | 137.070 | 135.770 | 137.470 | ||
| 13903 | 2022.07.27 21:35 | close | 4632 | 0.70 | 137.311 | 135.770 | 137.470 | 16870.00 | 12046599.06 |
| 13904 | 2022.07.28 10:25 | sell | 4633 | 0.70 | 135.758 | 0.000 | 0.000 | ||
| 13905 | 2022.07.28 10:25 | modify | 4633 | 0.70 | 135.758 | 137.058 | 135.358 | ||
| 13906 | 2022.07.28 10:45 | close | 4633 | 0.70 | 135.651 | 137.058 | 135.358 | 7490.00 | 12054089.06 |
| 13907 | 2022.07.28 13:50 | sell | 4634 | 0.70 | 135.668 | 0.000 | 0.000 | ||
| 13908 | 2022.07.28 13:50 | modify | 4634 | 0.70 | 135.668 | 136.968 | 135.268 | ||
| 13909 | 2022.07.28 15:34 | t/p | 4634 | 0.70 | 135.271 | 136.968 | 135.268 | 27790.00 | 12081879.06 |
| 13910 | 2022.07.29 01:10 | sell | 4635 | 0.70 | 134.502 | 0.000 | 0.000 | ||
| 13911 | 2022.07.29 01:10 | modify | 4635 | 0.70 | 134.502 | 135.802 | 134.102 | ||
| 13912 | 2022.07.29 01:35 | close | 4635 | 0.70 | 134.394 | 135.802 | 134.102 | 7560.00 | 12089439.06 |
| 13913 | 2022.07.29 15:05 | sell | 4636 | 0.70 | 133.611 | 0.000 | 0.000 | ||
| 13914 | 2022.07.29 15:05 | modify | 4636 | 0.70 | 133.611 | 134.911 | 133.211 | ||
| 13915 | 2022.07.29 18:00 | close | 4636 | 0.70 | 133.669 | 134.911 | 133.211 | -4060.00 | 12085379.06 |
| 13916 | 2022.08.01 01:10 | sell | 4637 | 0.50 | 133.301 | 0.000 | 0.000 | ||
| 13917 | 2022.08.01 01:10 | modify | 4637 | 0.50 | 133.301 | 134.901 | 132.001 | ||
| 13918 | 2022.08.01 02:10 | sell | 4638 | 0.70 | 133.392 | 0.000 | 0.000 | ||
| 13919 | 2022.08.01 02:10 | modify | 4638 | 0.70 | 133.392 | 134.692 | 132.992 | ||
| 13920 | 2022.08.01 03:05 | buy | 4639 | 0.40 | 133.321 | 0.000 | 0.000 | ||
| 13921 | 2022.08.01 03:05 | modify | 4639 | 0.40 | 133.321 | 130.971 | 134.371 | ||
| 13922 | 2022.08.01 03:10 | close | 4638 | 0.70 | 133.246 | 134.692 | 132.992 | 10220.00 | 12095599.06 |
| 13923 | 2022.08.01 03:15 | close | 4637 | 0.50 | 133.097 | 134.901 | 132.001 | 10200.00 | 12105799.06 |
| 13924 | 2022.08.01 06:15 | sell | 4640 | 0.50 | 132.641 | 0.000 | 0.000 | ||
| 13925 | 2022.08.01 06:15 | modify | 4640 | 0.50 | 132.641 | 134.241 | 131.341 | ||
| 13926 | 2022.08.01 09:50 | close | 4640 | 0.50 | 132.342 | 134.241 | 131.341 | 14950.00 | 12120749.06 |
| 13927 | 2022.08.01 20:15 | sell | 4641 | 0.50 | 131.897 | 0.000 | 0.000 | ||
| 13928 | 2022.08.01 20:15 | modify | 4641 | 0.50 | 131.897 | 133.497 | 130.597 | ||
| 13929 | 2022.08.01 22:15 | close | 4641 | 0.50 | 131.690 | 133.497 | 130.597 | 10350.00 | 12131099.06 |
| 13930 | 2022.08.02 03:29 | s/l | 4639 | 0.40 | 130.965 | 130.971 | 134.371 | -93913.89 | 12037185.17 |
| 13931 | 2022.08.02 09:25 | sell | 4642 | 0.70 | 131.015 | 0.000 | 0.000 | ||
| 13932 | 2022.08.02 09:25 | modify | 4642 | 0.70 | 131.015 | 132.315 | 130.615 | ||
| 13933 | 2022.08.02 09:35 | close | 4642 | 0.70 | 130.840 | 132.315 | 130.615 | 12250.00 | 12049435.17 |
| 13934 | 2022.08.02 14:00 | sell | 4643 | 0.50 | 130.993 | 0.000 | 0.000 | ||
| 13935 | 2022.08.02 14:00 | modify | 4643 | 0.50 | 130.993 | 132.593 | 129.693 | ||
| 13936 | 2022.08.02 15:25 | buy | 4644 | 0.50 | 130.870 | 0.000 | 0.000 | ||
| 13937 | 2022.08.02 15:25 | modify | 4644 | 0.50 | 130.870 | 129.270 | 132.170 | ||
| 13938 | 2022.08.02 15:30 | close | 4643 | 0.50 | 130.740 | 132.593 | 129.693 | 12650.00 | 12062085.17 |
| 13939 | 2022.08.02 16:25 | close | 4644 | 0.50 | 131.207 | 129.270 | 132.170 | 16850.00 | 12078935.17 |
| 13940 | 2022.08.02 18:00 | sell | 4645 | 0.50 | 131.716 | 0.000 | 0.000 | ||
| 13941 | 2022.08.02 18:00 | modify | 4645 | 0.50 | 131.716 | 133.316 | 130.416 | ||
| 13942 | 2022.08.03 02:20 | s/l | 4645 | 0.50 | 133.320 | 133.316 | 130.416 | -80939.82 | 11997995.34 |
| 13943 | 2022.08.03 05:55 | buy | 4646 | 0.70 | 133.096 | 0.000 | 0.000 | ||
| 13944 | 2022.08.03 05:55 | modify | 4646 | 0.70 | 133.096 | 131.796 | 133.496 | ||
| 13945 | 2022.08.03 08:55 | close | 4646 | 0.70 | 133.131 | 131.796 | 133.496 | 2450.00 | 12000445.34 |
| 13946 | 2022.08.04 00:00 | buy | 4647 | 0.70 | 133.875 | 0.000 | 0.000 | ||
| 13947 | 2022.08.04 00:00 | modify | 4647 | 0.70 | 133.875 | 132.575 | 134.275 | ||
| 13948 | 2022.08.04 01:10 | close | 4647 | 0.70 | 133.993 | 132.575 | 134.275 | 8260.00 | 12008705.34 |
| 13949 | 2022.08.04 03:05 | buy | 4648 | 0.70 | 133.723 | 0.000 | 0.000 | ||
| 13950 | 2022.08.04 03:05 | modify | 4648 | 0.70 | 133.723 | 132.423 | 134.123 | ||