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 |
| 13951 | 2022.08.04 03:15 | close | 4648 | 0.70 | 133.836 | 132.423 | 134.123 | 7910.00 | 12016615.34 |
| 13952 | 2022.08.04 03:35 | buy | 4649 | 0.50 | 133.817 | 0.000 | 0.000 | ||
| 13953 | 2022.08.04 03:35 | modify | 4649 | 0.50 | 133.817 | 132.217 | 135.117 | ||
| 13954 | 2022.08.04 08:35 | close | 4649 | 0.50 | 133.917 | 132.217 | 135.117 | 5000.00 | 12021615.34 |
| 13955 | 2022.08.04 23:35 | sell | 4650 | 0.50 | 132.973 | 0.000 | 0.000 | ||
| 13956 | 2022.08.04 23:35 | modify | 4650 | 0.50 | 132.973 | 134.573 | 131.673 | ||
| 13957 | 2022.08.05 01:10 | sell | 4651 | 0.70 | 133.125 | 0.000 | 0.000 | ||
| 13958 | 2022.08.05 01:10 | modify | 4651 | 0.70 | 133.125 | 134.425 | 132.725 | ||
| 13959 | 2022.08.05 01:50 | close | 4651 | 0.70 | 132.946 | 134.425 | 132.725 | 12530.00 | 12034145.34 |
| 13960 | 2022.08.05 02:10 | close | 4650 | 0.50 | 132.795 | 134.573 | 131.673 | 8161.72 | 12042307.06 |
| 13961 | 2022.08.05 04:10 | sell | 4652 | 0.50 | 133.206 | 0.000 | 0.000 | ||
| 13962 | 2022.08.05 04:10 | modify | 4652 | 0.50 | 133.206 | 134.806 | 131.906 | ||
| 13963 | 2022.08.05 04:10 | sell | 4653 | 0.70 | 133.211 | 0.000 | 0.000 | ||
| 13964 | 2022.08.05 04:10 | modify | 4653 | 0.70 | 133.211 | 134.511 | 132.811 | ||
| 13965 | 2022.08.05 05:25 | close | 4653 | 0.70 | 133.073 | 134.511 | 132.811 | 9660.00 | 12051967.06 |
| 13966 | 2022.08.05 11:50 | close | 4652 | 0.50 | 133.117 | 134.806 | 131.906 | 4450.00 | 12056417.06 |
| 13967 | 2022.08.08 10:50 | buy | 4654 | 0.70 | 134.969 | 0.000 | 0.000 | ||
| 13968 | 2022.08.08 10:50 | modify | 4654 | 0.70 | 134.969 | 133.669 | 135.369 | ||
| 13969 | 2022.08.08 11:20 | close | 4654 | 0.70 | 135.077 | 133.669 | 135.369 | 7560.00 | 12063977.06 |
| 13970 | 2022.08.08 21:25 | sell | 4655 | 0.70 | 134.823 | 0.000 | 0.000 | ||
| 13971 | 2022.08.08 21:25 | modify | 4655 | 0.70 | 134.823 | 136.123 | 134.423 | ||
| 13972 | 2022.08.09 02:50 | close | 4655 | 0.70 | 134.851 | 136.123 | 134.423 | -3009.96 | 12060967.10 |
| 13973 | 2022.08.10 21:20 | sell | 4656 | 0.70 | 132.848 | 0.000 | 0.000 | ||
| 13974 | 2022.08.10 21:20 | modify | 4656 | 0.70 | 132.848 | 134.148 | 132.448 | ||
| 13975 | 2022.08.11 01:05 | close | 4656 | 0.70 | 132.751 | 134.148 | 132.448 | 3688.98 | 12064656.08 |
| 13976 | 2022.08.11 04:20 | sell | 4657 | 0.70 | 133.092 | 0.000 | 0.000 | ||
| 13977 | 2022.08.11 04:20 | modify | 4657 | 0.70 | 133.092 | 134.392 | 132.692 | ||
| 13978 | 2022.08.11 07:10 | close | 4657 | 0.70 | 133.049 | 134.392 | 132.692 | 3010.00 | 12067666.08 |
| 13979 | 2022.08.11 14:35 | buy | 4658 | 0.40 | 132.418 | 0.000 | 0.000 | ||
| 13980 | 2022.08.11 14:35 | modify | 4658 | 0.40 | 132.418 | 130.068 | 133.468 | ||
| 13981 | 2022.08.11 18:10 | sell | 4659 | 0.70 | 132.795 | 0.000 | 0.000 | ||
| 13982 | 2022.08.11 18:10 | modify | 4659 | 0.70 | 132.795 | 134.095 | 132.395 | ||
| 13983 | 2022.08.11 18:35 | close | 4659 | 0.70 | 132.680 | 134.095 | 132.395 | 8050.00 | 12075716.08 |
| 13984 | 2022.08.11 20:40 | close | 4658 | 0.40 | 132.910 | 130.068 | 133.468 | 19680.00 | 12095396.08 |
| 13985 | 2022.08.11 22:50 | sell | 4660 | 0.50 | 133.063 | 0.000 | 0.000 | ||
| 13986 | 2022.08.11 22:50 | modify | 4660 | 0.50 | 133.063 | 134.663 | 131.763 | ||
| 13987 | 2022.08.12 01:05 | buy | 4661 | 0.50 | 132.927 | 0.000 | 0.000 | ||
| 13988 | 2022.08.12 01:05 | modify | 4661 | 0.50 | 132.927 | 131.327 | 134.227 | ||
| 13989 | 2022.08.12 01:15 | close | 4660 | 0.50 | 132.899 | 134.663 | 131.763 | 7461.11 | 12102857.19 |
| 13990 | 2022.08.12 01:15 | buy | 4662 | 0.70 | 132.897 | 0.000 | 0.000 | ||
| 13991 | 2022.08.12 01:15 | modify | 4662 | 0.70 | 132.897 | 131.597 | 133.297 | ||
| 13992 | 2022.08.12 02:10 | close | 4662 | 0.70 | 133.013 | 131.597 | 133.297 | 8120.00 | 12110977.19 |
| 13993 | 2022.08.12 03:10 | close | 4661 | 0.50 | 133.179 | 131.327 | 134.227 | 12600.00 | 12123577.19 |
| 13994 | 2022.08.12 03:10 | sell | 4663 | 0.50 | 133.170 | 0.000 | 0.000 | ||
| 13995 | 2022.08.12 03:10 | modify | 4663 | 0.50 | 133.170 | 134.770 | 131.870 | ||
| 13996 | 2022.08.12 06:20 | buy | 4664 | 0.50 | 133.311 | 0.000 | 0.000 | ||
| 13997 | 2022.08.12 06:20 | modify | 4664 | 0.50 | 133.311 | 131.711 | 134.611 | ||
| 13998 | 2022.08.12 09:35 | close | 4664 | 0.50 | 133.377 | 131.711 | 134.611 | 3300.00 | 12126877.19 |
| 13999 | 2022.08.15 00:05 | close | 4663 | 0.50 | 133.414 | 134.770 | 131.870 | -12940.94 | 12113936.25 |
| 14000 | 2022.08.16 22:05 | buy | 4665 | 0.70 | 134.202 | 0.000 | 0.000 | ||
| 14001 | 2022.08.16 22:05 | modify | 4665 | 0.70 | 134.202 | 132.902 | 134.602 | ||
| 14002 | 2022.08.17 01:45 | close | 4665 | 0.70 | 134.296 | 132.902 | 134.602 | 7162.03 | 12121098.28 |
| 14003 | 2022.08.17 21:05 | buy | 4666 | 0.50 | 135.086 | 0.000 | 0.000 | ||
| 14004 | 2022.08.17 21:05 | modify | 4666 | 0.50 | 135.086 | 133.486 | 136.386 | ||
| 14005 | 2022.08.17 21:05 | buy | 4667 | 0.70 | 135.083 | 0.000 | 0.000 | ||
| 14006 | 2022.08.17 21:05 | modify | 4667 | 0.70 | 135.083 | 133.783 | 135.483 | ||
| 14007 | 2022.08.18 01:15 | close | 4666 | 0.50 | 135.166 | 133.486 | 136.386 | 5254.96 | 12126353.24 |
| 14008 | 2022.08.18 01:15 | close | 4667 | 0.70 | 135.164 | 133.783 | 135.483 | 7426.94 | 12133780.18 |
| 14009 | 2022.08.18 03:05 | buy | 4668 | 0.70 | 134.922 | 0.000 | 0.000 | ||
| 14010 | 2022.08.18 03:05 | modify | 4668 | 0.70 | 134.922 | 133.622 | 135.322 | ||
| 14011 | 2022.08.18 06:50 | close | 4668 | 0.70 | 135.016 | 133.622 | 135.322 | 6580.00 | 12140360.18 |
| 14012 | 2022.08.19 02:50 | buy | 4669 | 0.70 | 135.781 | 0.000 | 0.000 | ||
| 14013 | 2022.08.19 02:50 | modify | 4669 | 0.70 | 135.781 | 134.481 | 136.181 | ||
| 14014 | 2022.08.19 03:05 | close | 4669 | 0.70 | 135.968 | 134.481 | 136.181 | 13090.00 | 12153450.18 |
| 14015 | 2022.08.22 09:50 | buy | 4670 | 0.70 | 136.960 | 0.000 | 0.000 | ||
| 14016 | 2022.08.22 09:50 | modify | 4670 | 0.70 | 136.960 | 135.660 | 137.360 | ||
| 14017 | 2022.08.22 10:00 | close | 4670 | 0.70 | 137.064 | 135.660 | 137.360 | 7280.00 | 12160730.18 |
| 14018 | 2022.08.23 03:55 | buy | 4671 | 0.70 | 137.303 | 0.000 | 0.000 | ||
| 14019 | 2022.08.23 03:55 | modify | 4671 | 0.70 | 137.303 | 136.003 | 137.703 | ||
| 14020 | 2022.08.23 08:15 | close | 4671 | 0.70 | 137.309 | 136.003 | 137.703 | 420.00 | 12161150.18 |
| 14021 | 2022.08.23 20:20 | sell | 4672 | 0.70 | 136.724 | 0.000 | 0.000 | ||
| 14022 | 2022.08.23 20:20 | modify | 4672 | 0.70 | 136.724 | 138.024 | 136.324 | ||
| 14023 | 2022.08.24 01:00 | close | 4672 | 0.70 | 136.766 | 138.024 | 136.324 | -4003.76 | 12157146.42 |
| 14024 | 2022.08.24 03:20 | sell | 4673 | 0.50 | 136.884 | 0.000 | 0.000 | ||
| 14025 | 2022.08.24 03:20 | modify | 4673 | 0.50 | 136.884 | 138.484 | 135.584 | ||
| 14026 | 2022.08.24 07:10 | close | 4673 | 0.50 | 136.775 | 138.484 | 135.584 | 5450.00 | 12162596.42 |
| 14027 | 2022.08.24 09:50 | sell | 4674 | 0.70 | 136.782 | 0.000 | 0.000 | ||
| 14028 | 2022.08.24 09:50 | modify | 4674 | 0.70 | 136.782 | 138.082 | 136.382 | ||
| 14029 | 2022.08.24 09:55 | close | 4674 | 0.70 | 136.669 | 138.082 | 136.382 | 7910.00 | 12170506.42 |
| 14030 | 2022.08.25 01:30 | buy | 4675 | 0.70 | 137.007 | 0.000 | 0.000 | ||
| 14031 | 2022.08.25 01:30 | modify | 4675 | 0.70 | 137.007 | 135.707 | 137.407 | ||
| 14032 | 2022.08.25 02:05 | close | 4675 | 0.70 | 137.117 | 135.707 | 137.407 | 7700.00 | 12178206.42 |
| 14033 | 2022.08.25 15:35 | sell | 4676 | 0.70 | 136.710 | 0.000 | 0.000 | ||
| 14034 | 2022.08.25 15:35 | modify | 4676 | 0.70 | 136.710 | 138.010 | 136.310 | ||
| 14035 | 2022.08.25 19:50 | close | 4676 | 0.70 | 136.650 | 138.010 | 136.310 | 4200.00 | 12182406.42 |
| 14036 | 2022.08.26 02:10 | sell | 4677 | 0.70 | 136.553 | 0.000 | 0.000 | ||
| 14037 | 2022.08.26 02:10 | modify | 4677 | 0.70 | 136.553 | 137.853 | 136.153 | ||
| 14038 | 2022.08.26 11:55 | close | 4677 | 0.70 | 136.898 | 137.853 | 136.153 | -24150.00 | 12158256.42 |
| 14039 | 2022.08.29 13:25 | buy | 4678 | 0.70 | 138.451 | 0.000 | 0.000 | ||
| 14040 | 2022.08.29 13:25 | modify | 4678 | 0.70 | 138.451 | 137.151 | 138.851 | ||
| 14041 | 2022.08.29 14:15 | close | 4678 | 0.70 | 138.561 | 137.151 | 138.851 | 7700.00 | 12165956.42 |
| 14042 | 2022.08.29 21:30 | sell | 4679 | 0.40 | 138.819 | 0.000 | 0.000 | ||
| 14043 | 2022.08.29 21:30 | modify | 4679 | 0.40 | 138.819 | 141.169 | 137.769 | ||
| 14044 | 2022.08.30 02:55 | buy | 4680 | 0.70 | 138.599 | 0.000 | 0.000 | ||
| 14045 | 2022.08.30 02:55 | modify | 4680 | 0.70 | 138.599 | 137.299 | 138.999 | ||
| 14046 | 2022.08.30 07:40 | close | 4679 | 0.40 | 138.411 | 141.169 | 137.769 | 15703.49 | 12181659.91 |
| 14047 | 2022.08.30 09:45 | close | 4680 | 0.70 | 138.636 | 137.299 | 138.999 | 2590.00 | 12184249.91 |
| 14048 | 2022.09.01 09:05 | buy | 4681 | 0.70 | 139.319 | 0.000 | 0.000 | ||
| 14049 | 2022.09.01 09:05 | modify | 4681 | 0.70 | 139.319 | 138.019 | 139.719 | ||
| 14050 | 2022.09.01 09:50 | close | 4681 | 0.70 | 139.434 | 138.019 | 139.719 | 8050.00 | 12192299.91 |
| 14051 | 2022.09.02 03:05 | buy | 4682 | 0.70 | 140.021 | 0.000 | 0.000 | ||
| 14052 | 2022.09.02 03:05 | modify | 4682 | 0.70 | 140.021 | 138.721 | 140.421 | ||
| 14053 | 2022.09.02 05:00 | close | 4682 | 0.70 | 140.143 | 138.721 | 140.421 | 8540.00 | 12200839.91 |
| 14054 | 2022.09.07 12:20 | sell | 4683 | 0.40 | 144.124 | 0.000 | 0.000 | ||
| 14055 | 2022.09.07 12:20 | modify | 4683 | 0.40 | 144.124 | 146.474 | 143.074 | ||
| 14056 | 2022.09.07 17:35 | buy | 4684 | 0.70 | 144.283 | 0.000 | 0.000 | ||
| 14057 | 2022.09.07 17:35 | modify | 4684 | 0.70 | 144.283 | 142.983 | 144.683 | ||
| 14058 | 2022.09.07 18:00 | close | 4684 | 0.70 | 144.492 | 142.983 | 144.683 | 14630.00 | 12215469.91 |
| 14059 | 2022.09.07 19:45 | buy | 4685 | 0.50 | 144.178 | 0.000 | 0.000 | ||
| 14060 | 2022.09.07 19:45 | modify | 4685 | 0.50 | 144.178 | 142.578 | 145.478 | ||
| 14061 | 2022.09.07 19:45 | buy | 4686 | 0.70 | 144.184 | 0.000 | 0.000 | ||
| 14062 | 2022.09.07 19:45 | modify | 4686 | 0.70 | 144.184 | 142.884 | 144.584 | ||
| 14063 | 2022.09.07 19:50 | close | 4686 | 0.70 | 144.294 | 142.884 | 144.584 | 7700.00 | 12223169.91 |
| 14064 | 2022.09.07 20:20 | buy | 4687 | 0.70 | 144.083 | 0.000 | 0.000 | ||
| 14065 | 2022.09.07 20:20 | modify | 4687 | 0.70 | 144.083 | 142.783 | 144.483 | ||
| 14066 | 2022.09.07 20:30 | close | 4683 | 0.40 | 144.015 | 146.474 | 143.074 | 4360.00 | 12227529.91 |
| 14067 | 2022.09.07 21:45 | sell | 4688 | 0.50 | 144.087 | 0.000 | 0.000 | ||
| 14068 | 2022.09.07 21:45 | modify | 4688 | 0.50 | 144.087 | 145.687 | 142.787 | ||
| 14069 | 2022.09.07 23:00 | close | 4688 | 0.50 | 143.726 | 145.687 | 142.787 | 18050.00 | 12245579.91 |
| 14070 | 2022.09.08 01:20 | close | 4687 | 0.70 | 143.831 | 142.783 | 144.483 | -15770.27 | 12229809.64 |
| 14071 | 2022.09.08 01:35 | close | 4685 | 0.50 | 143.987 | 142.578 | 145.478 | -8214.48 | 12221595.16 |
| 14072 | 2022.09.08 02:10 | sell | 4689 | 0.50 | 144.111 | 0.000 | 0.000 | ||
| 14073 | 2022.09.08 02:10 | modify | 4689 | 0.50 | 144.111 | 145.711 | 142.811 | ||
| 14074 | 2022.09.08 04:20 | buy | 4690 | 0.50 | 144.025 | 0.000 | 0.000 | ||
| 14075 | 2022.09.08 04:20 | modify | 4690 | 0.50 | 144.025 | 142.425 | 145.325 | ||
| 14076 | 2022.09.08 07:05 | close | 4689 | 0.50 | 143.793 | 145.711 | 142.811 | 15900.00 | 12237495.16 |
| 14077 | 2022.09.08 11:55 | close | 4690 | 0.50 | 144.105 | 142.425 | 145.325 | 4000.00 | 12241495.16 |
| 14078 | 2022.09.09 14:35 | sell | 4691 | 0.70 | 142.412 | 0.000 | 0.000 | ||
| 14079 | 2022.09.09 14:35 | modify | 4691 | 0.70 | 142.412 | 143.712 | 142.012 | ||
| 14080 | 2022.09.09 15:45 | close | 4691 | 0.70 | 142.252 | 143.712 | 142.012 | 11200.00 | 12252695.16 |
| 14081 | 2022.09.09 21:40 | sell | 4692 | 0.40 | 142.694 | 0.000 | 0.000 | ||
| 14082 | 2022.09.09 21:40 | modify | 4692 | 0.40 | 142.694 | 145.044 | 141.644 | ||
| 14083 | 2022.09.12 10:20 | buy | 4693 | 0.70 | 142.742 | 0.000 | 0.000 | ||
| 14084 | 2022.09.12 10:20 | modify | 4693 | 0.70 | 142.742 | 141.442 | 143.142 | ||
| 14085 | 2022.09.12 10:40 | close | 4693 | 0.70 | 142.841 | 141.442 | 143.142 | 6930.00 | 12259625.16 |
| 14086 | 2022.09.12 14:50 | close | 4692 | 0.40 | 142.478 | 145.044 | 141.644 | 8008.28 | 12267633.44 |
| 14087 | 2022.09.12 21:20 | sell | 4694 | 0.70 | 142.611 | 0.000 | 0.000 | ||
| 14088 | 2022.09.12 21:20 | modify | 4694 | 0.70 | 142.611 | 143.911 | 142.211 | ||
| 14089 | 2022.09.13 01:10 | close | 4694 | 0.70 | 142.724 | 143.911 | 142.211 | -9020.99 | 12258612.45 |
| 14090 | 2022.09.14 02:45 | buy | 4695 | 0.70 | 144.391 | 0.000 | 0.000 | ||
| 14091 | 2022.09.14 02:45 | modify | 4695 | 0.70 | 144.391 | 143.091 | 144.791 | ||
| 14092 | 2022.09.14 03:05 | close | 4695 | 0.70 | 144.532 | 143.091 | 144.791 | 9870.00 | 12268482.45 |
| 14093 | 2022.09.14 07:35 | buy | 4696 | 0.70 | 144.007 | 0.000 | 0.000 | ||
| 14094 | 2022.09.14 07:35 | modify | 4696 | 0.70 | 144.007 | 142.707 | 144.407 | ||
| 14095 | 2022.09.14 10:45 | buy | 4697 | 0.50 | 143.394 | 0.000 | 0.000 | ||
| 14096 | 2022.09.14 10:45 | modify | 4697 | 0.50 | 143.394 | 141.794 | 144.694 | ||
| 14097 | 2022.09.14 12:25 | sell | 4698 | 0.50 | 143.527 | 0.000 | 0.000 | ||
| 14098 | 2022.09.14 12:25 | modify | 4698 | 0.50 | 143.527 | 145.127 | 142.227 | ||
| 14099 | 2022.09.14 15:45 | close | 4698 | 0.50 | 142.912 | 145.127 | 142.227 | 30750.00 | 12299232.45 |
| 14100 | 2022.09.14 16:10 | s/l | 4696 | 0.70 | 142.703 | 142.707 | 144.407 | -91280.00 | 12207952.45 |