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 |
| 14101 | 2022.09.14 20:15 | close | 4697 | 0.50 | 143.055 | 141.794 | 144.694 | -16950.00 | 12191002.45 |
| 14102 | 2022.09.14 20:15 | sell | 4699 | 0.70 | 143.053 | 0.000 | 0.000 | ||
| 14103 | 2022.09.14 20:15 | modify | 4699 | 0.70 | 143.053 | 144.353 | 142.653 | ||
| 14104 | 2022.09.15 01:05 | close | 4699 | 0.70 | 143.081 | 144.353 | 142.653 | -5300.61 | 12185701.84 |
| 14105 | 2022.09.21 09:20 | buy | 4700 | 0.70 | 143.702 | 0.000 | 0.000 | ||
| 14106 | 2022.09.21 09:20 | modify | 4700 | 0.70 | 143.702 | 142.402 | 144.102 | ||
| 14107 | 2022.09.21 11:10 | close | 4700 | 0.70 | 143.814 | 142.402 | 144.102 | 7840.00 | 12193541.84 |
| 14108 | 2022.09.23 01:15 | sell | 4701 | 0.70 | 142.548 | 0.000 | 0.000 | ||
| 14109 | 2022.09.23 01:15 | modify | 4701 | 0.70 | 142.548 | 143.848 | 142.148 | ||
| 14110 | 2022.09.23 01:25 | close | 4701 | 0.70 | 142.417 | 143.848 | 142.148 | 9170.00 | 12202711.84 |
| 14111 | 2022.09.23 17:35 | sell | 4702 | 0.50 | 143.146 | 0.000 | 0.000 | ||
| 14112 | 2022.09.23 17:35 | modify | 4702 | 0.50 | 143.146 | 144.746 | 141.846 | ||
| 14113 | 2022.09.23 22:30 | buy | 4703 | 0.50 | 143.259 | 0.000 | 0.000 | ||
| 14114 | 2022.09.23 22:30 | modify | 4703 | 0.50 | 143.259 | 141.659 | 144.559 | ||
| 14115 | 2022.09.26 00:05 | close | 4703 | 0.50 | 143.614 | 141.659 | 144.559 | 18195.10 | 12220906.95 |
| 14116 | 2022.09.26 08:50 | close | 4702 | 0.50 | 143.750 | 144.746 | 141.846 | -30998.39 | 12189908.56 |
| 14117 | 2022.09.26 08:50 | buy | 4704 | 0.50 | 143.757 | 0.000 | 0.000 | ||
| 14118 | 2022.09.26 08:50 | modify | 4704 | 0.50 | 143.757 | 142.157 | 145.057 | ||
| 14119 | 2022.09.26 12:50 | close | 4704 | 0.50 | 144.059 | 142.157 | 145.057 | 15100.00 | 12205008.56 |
| 14120 | 2022.09.27 03:05 | buy | 4705 | 0.70 | 144.408 | 0.000 | 0.000 | ||
| 14121 | 2022.09.27 03:05 | modify | 4705 | 0.70 | 144.408 | 143.108 | 144.808 | ||
| 14122 | 2022.09.27 04:50 | close | 4705 | 0.70 | 144.544 | 143.108 | 144.808 | 9520.00 | 12214528.56 |
| 14123 | 2022.09.29 02:10 | sell | 4706 | 0.70 | 144.272 | 0.000 | 0.000 | ||
| 14124 | 2022.09.29 02:10 | modify | 4706 | 0.70 | 144.272 | 145.572 | 143.872 | ||
| 14125 | 2022.09.29 04:05 | close | 4706 | 0.70 | 144.222 | 145.572 | 143.872 | 3500.00 | 12218028.56 |
| 14126 | 2022.10.05 04:55 | sell | 4707 | 0.70 | 144.256 | 0.000 | 0.000 | ||
| 14127 | 2022.10.05 04:55 | modify | 4707 | 0.70 | 144.256 | 145.556 | 143.856 | ||
| 14128 | 2022.10.05 06:30 | close | 4707 | 0.70 | 144.147 | 145.556 | 143.856 | 7630.00 | 12225658.56 |
| 14129 | 2022.10.05 21:40 | buy | 4708 | 0.70 | 144.535 | 0.000 | 0.000 | ||
| 14130 | 2022.10.05 21:40 | modify | 4708 | 0.70 | 144.535 | 143.235 | 144.935 | ||
| 14131 | 2022.10.05 23:30 | close | 4708 | 0.70 | 144.604 | 143.235 | 144.935 | 4830.00 | 12230488.56 |
| 14132 | 2022.10.12 21:15 | buy | 4709 | 0.70 | 146.708 | 0.000 | 0.000 | ||
| 14133 | 2022.10.12 21:15 | modify | 4709 | 0.70 | 146.708 | 145.408 | 147.108 | ||
| 14134 | 2022.10.12 21:55 | close | 4709 | 0.70 | 146.846 | 145.408 | 147.108 | 9660.00 | 12240148.56 |
| 14135 | 2022.10.13 02:10 | buy | 4710 | 0.70 | 146.736 | 0.000 | 0.000 | ||
| 14136 | 2022.10.13 02:10 | modify | 4710 | 0.70 | 146.736 | 145.436 | 147.136 | ||
| 14137 | 2022.10.13 03:55 | close | 4710 | 0.70 | 146.867 | 145.436 | 147.136 | 9170.00 | 12249318.56 |
| 14138 | 2022.10.17 15:55 | buy | 4711 | 0.70 | 148.633 | 0.000 | 0.000 | ||
| 14139 | 2022.10.17 15:55 | modify | 4711 | 0.70 | 148.633 | 147.333 | 149.033 | ||
| 14140 | 2022.10.17 16:25 | close | 4711 | 0.70 | 148.759 | 147.333 | 149.033 | 8820.00 | 12258138.56 |
| 14141 | 2022.10.20 10:50 | buy | 4712 | 0.70 | 149.862 | 0.000 | 0.000 | ||
| 14142 | 2022.10.20 10:50 | modify | 4712 | 0.70 | 149.862 | 148.562 | 150.262 | ||
| 14143 | 2022.10.20 15:45 | close | 4712 | 0.70 | 149.880 | 148.562 | 150.262 | 1260.00 | 12259398.56 |
| 14144 | 2022.10.21 17:40 | buy | 4713 | 0.70 | 150.647 | 0.000 | 0.000 | ||
| 14145 | 2022.10.21 17:40 | modify | 4713 | 0.70 | 150.647 | 149.347 | 151.047 | ||
| 14146 | 2022.10.21 17:52 | s/l | 4713 | 0.70 | 149.337 | 149.347 | 151.047 | -91700.00 | 12167698.56 |
| 14147 | 2022.10.24 01:05 | sell | 4714 | 0.70 | 148.977 | 0.000 | 0.000 | ||
| 14148 | 2022.10.24 01:05 | modify | 4714 | 0.70 | 148.977 | 150.277 | 148.577 | ||
| 14149 | 2022.10.24 01:05 | t/p | 4714 | 0.70 | 148.568 | 150.277 | 148.577 | 28630.00 | 12196328.56 |
| 14150 | 2022.10.24 01:55 | sell | 4715 | 0.70 | 149.154 | 0.000 | 0.000 | ||
| 14151 | 2022.10.24 01:55 | modify | 4715 | 0.70 | 149.154 | 150.454 | 148.754 | ||
| 14152 | 2022.10.24 02:37 | t/p | 4715 | 0.70 | 148.753 | 150.454 | 148.754 | 28070.00 | 12224398.56 |
| 14153 | 2022.10.25 19:45 | sell | 4716 | 0.50 | 148.004 | 0.000 | 0.000 | ||
| 14154 | 2022.10.25 19:45 | modify | 4716 | 0.50 | 148.004 | 149.604 | 146.704 | ||
| 14155 | 2022.10.26 01:00 | sell | 4717 | 0.70 | 148.077 | 0.000 | 0.000 | ||
| 14156 | 2022.10.26 01:00 | modify | 4717 | 0.70 | 148.077 | 149.377 | 147.677 | ||
| 14157 | 2022.10.26 03:05 | close | 4717 | 0.70 | 147.941 | 149.377 | 147.677 | 9520.00 | 12233918.56 |
| 14158 | 2022.10.26 08:30 | close | 4716 | 0.50 | 148.110 | 149.604 | 146.704 | -6121.84 | 12227796.72 |
| 14159 | 2022.10.27 05:35 | sell | 4718 | 0.70 | 146.375 | 0.000 | 0.000 | ||
| 14160 | 2022.10.27 05:35 | modify | 4718 | 0.70 | 146.375 | 147.675 | 145.975 | ||
| 14161 | 2022.10.27 05:55 | close | 4718 | 0.70 | 146.261 | 147.675 | 145.975 | 7980.00 | 12235776.72 |
| 14162 | 2022.10.27 12:10 | sell | 4719 | 0.70 | 146.171 | 0.000 | 0.000 | ||
| 14163 | 2022.10.27 12:10 | modify | 4719 | 0.70 | 146.171 | 147.471 | 145.771 | ||
| 14164 | 2022.10.27 16:15 | close | 4719 | 0.70 | 146.301 | 147.471 | 145.771 | -9100.00 | 12226676.72 |
| 14165 | 2022.10.28 14:40 | buy | 4720 | 0.70 | 147.228 | 0.000 | 0.000 | ||
| 14166 | 2022.10.28 14:40 | modify | 4720 | 0.70 | 147.228 | 145.928 | 147.628 | ||
| 14167 | 2022.10.28 14:45 | close | 4720 | 0.70 | 147.348 | 145.928 | 147.628 | 8400.00 | 12235076.72 |
| 14168 | 2022.10.28 22:05 | buy | 4721 | 0.70 | 147.444 | 0.000 | 0.000 | ||
| 14169 | 2022.10.28 22:05 | modify | 4721 | 0.70 | 147.444 | 146.144 | 147.844 | ||
| 14170 | 2022.10.31 00:00 | close | 4721 | 0.70 | 147.756 | 146.144 | 147.844 | 22480.89 | 12257557.60 |
| 14171 | 2022.10.31 07:05 | buy | 4722 | 0.70 | 147.821 | 0.000 | 0.000 | ||
| 14172 | 2022.10.31 07:05 | modify | 4722 | 0.70 | 147.821 | 146.521 | 148.221 | ||
| 14173 | 2022.10.31 07:15 | close | 4722 | 0.70 | 147.930 | 146.521 | 148.221 | 7630.00 | 12265187.60 |
| 14174 | 2022.10.31 18:50 | buy | 4723 | 0.50 | 148.689 | 0.000 | 0.000 | ||
| 14175 | 2022.10.31 18:50 | modify | 4723 | 0.50 | 148.689 | 147.089 | 149.989 | ||
| 14176 | 2022.10.31 22:35 | close | 4723 | 0.50 | 148.693 | 147.089 | 149.989 | 200.00 | 12265387.60 |
| 14177 | 2022.11.01 17:05 | sell | 4724 | 0.70 | 147.938 | 0.000 | 0.000 | ||
| 14178 | 2022.11.01 17:05 | modify | 4724 | 0.70 | 147.938 | 149.238 | 147.538 | ||
| 14179 | 2022.11.01 18:45 | sell | 4725 | 0.40 | 148.231 | 0.000 | 0.000 | ||
| 14180 | 2022.11.01 18:45 | modify | 4725 | 0.40 | 148.231 | 150.581 | 147.181 | ||
| 14181 | 2022.11.01 20:05 | sell | 4726 | 0.50 | 148.216 | 0.000 | 0.000 | ||
| 14182 | 2022.11.01 20:05 | modify | 4726 | 0.50 | 148.216 | 149.816 | 146.916 | ||
| 14183 | 2022.11.02 01:30 | close | 4726 | 0.50 | 148.173 | 149.816 | 146.916 | 1326.30 | 12266713.90 |
| 14184 | 2022.11.02 01:30 | buy | 4727 | 0.50 | 148.176 | 0.000 | 0.000 | ||
| 14185 | 2022.11.02 01:30 | modify | 4727 | 0.50 | 148.176 | 146.576 | 149.476 | ||
| 14186 | 2022.11.02 02:05 | close | 4724 | 0.70 | 148.128 | 149.238 | 147.538 | -14453.18 | 12252260.72 |
| 14187 | 2022.11.02 04:00 | close | 4725 | 0.40 | 147.239 | 150.581 | 147.181 | 39021.04 | 12291281.76 |
| 14188 | 2022.11.02 07:05 | close | 4727 | 0.50 | 147.559 | 146.576 | 149.476 | -30850.00 | 12260431.76 |
| 14189 | 2022.11.02 07:10 | sell | 4728 | 0.70 | 147.601 | 0.000 | 0.000 | ||
| 14190 | 2022.11.02 07:10 | modify | 4728 | 0.70 | 147.601 | 148.901 | 147.201 | ||
| 14191 | 2022.11.02 08:40 | close | 4728 | 0.70 | 147.455 | 148.901 | 147.201 | 10220.00 | 12270651.76 |
| 14192 | 2022.11.02 18:15 | sell | 4729 | 0.50 | 147.078 | 0.000 | 0.000 | ||
| 14193 | 2022.11.02 18:15 | modify | 4729 | 0.50 | 147.078 | 148.678 | 145.778 | ||
| 14194 | 2022.11.02 21:05 | close | 4729 | 0.50 | 146.236 | 148.678 | 145.778 | 42100.00 | 12312751.76 |
| 14195 | 2022.11.03 03:50 | buy | 4730 | 0.70 | 147.615 | 0.000 | 0.000 | ||
| 14196 | 2022.11.03 03:50 | modify | 4730 | 0.70 | 147.615 | 146.315 | 148.015 | ||
| 14197 | 2022.11.03 09:00 | sell | 4731 | 0.50 | 147.390 | 0.000 | 0.000 | ||
| 14198 | 2022.11.03 09:00 | modify | 4731 | 0.50 | 147.390 | 148.990 | 146.090 | ||
| 14199 | 2022.11.03 09:00 | close | 4730 | 0.70 | 147.397 | 146.315 | 148.015 | -15260.00 | 12297491.76 |
| 14200 | 2022.11.03 14:15 | buy | 4732 | 0.50 | 148.208 | 0.000 | 0.000 | ||
| 14201 | 2022.11.03 14:15 | modify | 4732 | 0.50 | 148.208 | 146.608 | 149.508 | ||
| 14202 | 2022.11.03 16:00 | close | 4732 | 0.50 | 148.432 | 146.608 | 149.508 | 11200.00 | 12308691.76 |
| 14203 | 2022.11.03 16:35 | close | 4731 | 0.50 | 148.097 | 148.990 | 146.090 | -35350.00 | 12273341.76 |
| 14204 | 2022.11.03 17:05 | buy | 4733 | 0.70 | 147.682 | 0.000 | 0.000 | ||
| 14205 | 2022.11.03 17:05 | modify | 4733 | 0.70 | 147.682 | 146.382 | 148.082 | ||
| 14206 | 2022.11.03 17:10 | close | 4733 | 0.70 | 147.867 | 146.382 | 148.082 | 12950.00 | 12286291.76 |
| 14207 | 2022.11.04 01:10 | buy | 4734 | 0.70 | 148.019 | 0.000 | 0.000 | ||
| 14208 | 2022.11.04 01:10 | modify | 4734 | 0.70 | 148.019 | 146.719 | 148.419 | ||
| 14209 | 2022.11.04 01:20 | close | 4734 | 0.70 | 148.126 | 146.719 | 148.419 | 7490.00 | 12293781.76 |
| 14210 | 2022.11.07 23:45 | sell | 4735 | 0.70 | 146.672 | 0.000 | 0.000 | ||
| 14211 | 2022.11.07 23:45 | modify | 4735 | 0.70 | 146.672 | 147.972 | 146.272 | ||
| 14212 | 2022.11.08 02:15 | close | 4735 | 0.70 | 146.563 | 147.972 | 146.272 | 6489.64 | 12300271.40 |
| 14213 | 2022.11.09 02:50 | sell | 4736 | 0.50 | 145.531 | 0.000 | 0.000 | ||
| 14214 | 2022.11.09 02:50 | modify | 4736 | 0.50 | 145.531 | 147.131 | 144.231 | ||
| 14215 | 2022.11.09 09:55 | close | 4736 | 0.50 | 145.529 | 147.131 | 144.231 | 100.00 | 12300371.40 |
| 14216 | 2022.11.09 21:50 | sell | 4737 | 0.50 | 146.702 | 0.000 | 0.000 | ||
| 14217 | 2022.11.09 21:50 | modify | 4737 | 0.50 | 146.702 | 148.302 | 145.402 | ||
| 14218 | 2022.11.10 01:45 | close | 4737 | 0.50 | 146.280 | 148.302 | 145.402 | 18659.77 | 12319031.17 |
| 14219 | 2022.11.10 01:55 | buy | 4738 | 0.70 | 146.242 | 0.000 | 0.000 | ||
| 14220 | 2022.11.10 01:55 | modify | 4738 | 0.70 | 146.242 | 144.942 | 146.642 | ||
| 14221 | 2022.11.10 03:40 | sell | 4739 | 0.50 | 146.346 | 0.000 | 0.000 | ||
| 14222 | 2022.11.10 03:40 | modify | 4739 | 0.50 | 146.346 | 147.946 | 145.046 | ||
| 14223 | 2022.11.10 03:40 | close | 4738 | 0.70 | 146.348 | 144.942 | 146.642 | 7420.00 | 12326451.17 |
| 14224 | 2022.11.10 05:50 | close | 4739 | 0.50 | 146.118 | 147.946 | 145.046 | 11400.00 | 12337851.17 |
| 14225 | 2022.11.11 01:05 | sell | 4740 | 0.70 | 141.807 | 0.000 | 0.000 | ||
| 14226 | 2022.11.11 01:05 | modify | 4740 | 0.70 | 141.807 | 143.107 | 141.407 | ||
| 14227 | 2022.11.11 01:15 | close | 4740 | 0.70 | 141.708 | 143.107 | 141.407 | 6930.00 | 12344781.17 |
| 14228 | 2022.11.11 03:35 | sell | 4741 | 0.70 | 142.413 | 0.000 | 0.000 | ||
| 14229 | 2022.11.11 03:35 | modify | 4741 | 0.70 | 142.413 | 143.713 | 142.013 | ||
| 14230 | 2022.11.11 04:25 | close | 4741 | 0.70 | 142.305 | 143.713 | 142.013 | 7560.00 | 12352341.17 |
| 14231 | 2022.11.11 15:35 | buy | 4742 | 0.40 | 139.498 | 0.000 | 0.000 | ||
| 14232 | 2022.11.11 15:35 | modify | 4742 | 0.40 | 139.498 | 137.148 | 140.548 | ||
| 14233 | 2022.11.14 00:35 | close | 4742 | 0.40 | 139.736 | 137.148 | 140.548 | 9864.78 | 12362205.95 |
| 14234 | 2022.11.14 02:50 | sell | 4743 | 0.50 | 139.703 | 0.000 | 0.000 | ||
| 14235 | 2022.11.14 02:50 | modify | 4743 | 0.50 | 139.703 | 141.303 | 138.403 | ||
| 14236 | 2022.11.14 03:00 | buy | 4744 | 0.50 | 139.280 | 0.000 | 0.000 | ||
| 14237 | 2022.11.14 03:00 | modify | 4744 | 0.50 | 139.280 | 137.680 | 140.580 | ||
| 14238 | 2022.11.14 03:20 | close | 4743 | 0.50 | 138.899 | 141.303 | 138.403 | 40200.00 | 12402405.95 |
| 14239 | 2022.11.14 06:05 | sell | 4745 | 0.50 | 139.178 | 0.000 | 0.000 | ||
| 14240 | 2022.11.14 06:05 | modify | 4745 | 0.50 | 139.178 | 140.778 | 137.878 | ||
| 14241 | 2022.11.14 06:20 | close | 4744 | 0.50 | 139.359 | 137.680 | 140.580 | 3950.00 | 12406355.95 |
| 14242 | 2022.11.14 06:30 | sell | 4746 | 0.70 | 139.503 | 0.000 | 0.000 | ||
| 14243 | 2022.11.14 06:30 | modify | 4746 | 0.70 | 139.503 | 140.803 | 139.103 | ||
| 14244 | 2022.11.14 06:45 | close | 4746 | 0.70 | 139.377 | 140.803 | 139.103 | 8820.00 | 12415175.95 |
| 14245 | 2022.11.14 07:30 | sell | 4747 | 0.70 | 139.563 | 0.000 | 0.000 | ||
| 14246 | 2022.11.14 07:30 | modify | 4747 | 0.70 | 139.563 | 140.863 | 139.163 | ||
| 14247 | 2022.11.14 08:05 | close | 4747 | 0.70 | 139.373 | 140.863 | 139.163 | 13300.00 | 12428475.95 |
| 14248 | 2022.11.14 08:45 | buy | 4748 | 0.50 | 139.308 | 0.000 | 0.000 | ||
| 14249 | 2022.11.14 08:45 | modify | 4748 | 0.50 | 139.308 | 137.708 | 140.608 | ||
| 14250 | 2022.11.14 10:35 | close | 4748 | 0.50 | 139.650 | 137.708 | 140.608 | 17100.00 | 12445575.95 |