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 |
| 14251 | 2022.11.14 13:15 | s/l | 4745 | 0.50 | 140.783 | 140.778 | 137.878 | -80250.00 | 12365325.95 |
| 14252 | 2022.11.14 14:20 | buy | 4749 | 0.50 | 140.533 | 0.000 | 0.000 | ||
| 14253 | 2022.11.14 14:20 | modify | 4749 | 0.50 | 140.533 | 138.933 | 141.833 | ||
| 14254 | 2022.11.14 16:15 | sell | 4750 | 0.50 | 140.505 | 0.000 | 0.000 | ||
| 14255 | 2022.11.14 16:15 | modify | 4750 | 0.50 | 140.505 | 142.105 | 139.205 | ||
| 14256 | 2022.11.14 19:25 | close | 4750 | 0.50 | 140.247 | 142.105 | 139.205 | 12900.00 | 12378225.95 |
| 14257 | 2022.11.14 20:30 | buy | 4751 | 0.70 | 139.992 | 0.000 | 0.000 | ||
| 14258 | 2022.11.14 20:30 | modify | 4751 | 0.70 | 139.992 | 138.692 | 140.392 | ||
| 14259 | 2022.11.14 23:00 | buy | 4752 | 0.40 | 139.689 | 0.000 | 0.000 | ||
| 14260 | 2022.11.14 23:00 | modify | 4752 | 0.40 | 139.689 | 137.339 | 140.739 | ||
| 14261 | 2022.11.15 00:55 | close | 4751 | 0.70 | 139.955 | 138.692 | 140.392 | -1983.36 | 12376242.59 |
| 14262 | 2022.11.15 01:00 | close | 4749 | 0.50 | 140.031 | 138.933 | 141.833 | -24666.69 | 12351575.90 |
| 14263 | 2022.11.15 02:05 | sell | 4753 | 0.50 | 140.192 | 0.000 | 0.000 | ||
| 14264 | 2022.11.15 02:05 | modify | 4753 | 0.50 | 140.192 | 141.792 | 138.892 | ||
| 14265 | 2022.11.15 05:35 | close | 4752 | 0.40 | 140.436 | 137.339 | 140.739 | 30226.65 | 12381802.55 |
| 14266 | 2022.11.15 09:15 | close | 4753 | 0.50 | 140.153 | 141.792 | 138.892 | 1950.00 | 12383752.55 |
| 14267 | 2022.11.15 12:05 | buy | 4754 | 0.50 | 139.156 | 0.000 | 0.000 | ||
| 14268 | 2022.11.15 12:05 | modify | 4754 | 0.50 | 139.156 | 137.556 | 140.456 | ||
| 14269 | 2022.11.15 14:15 | sell | 4755 | 0.50 | 139.328 | 0.000 | 0.000 | ||
| 14270 | 2022.11.15 14:15 | modify | 4755 | 0.50 | 139.328 | 140.928 | 138.028 | ||
| 14271 | 2022.11.15 15:25 | close | 4754 | 0.50 | 139.442 | 137.556 | 140.456 | 14300.00 | 12398052.55 |
| 14272 | 2022.11.15 15:34 | t/p | 4755 | 0.50 | 138.023 | 140.928 | 138.028 | 65250.00 | 12463302.55 |
| 14273 | 2022.11.15 20:40 | buy | 4756 | 0.50 | 139.228 | 0.000 | 0.000 | ||
| 14274 | 2022.11.15 20:40 | modify | 4756 | 0.50 | 139.228 | 137.628 | 140.528 | ||
| 14275 | 2022.11.15 21:05 | sell | 4757 | 0.50 | 139.453 | 0.000 | 0.000 | ||
| 14276 | 2022.11.15 21:05 | modify | 4757 | 0.50 | 139.453 | 141.053 | 138.153 | ||
| 14277 | 2022.11.15 22:00 | close | 4757 | 0.50 | 139.079 | 141.053 | 138.153 | 18700.00 | 12482002.55 |
| 14278 | 2022.11.16 02:55 | close | 4756 | 0.50 | 139.510 | 137.628 | 140.528 | 14531.37 | 12496533.93 |
| 14279 | 2022.11.16 06:00 | sell | 4758 | 0.50 | 140.186 | 0.000 | 0.000 | ||
| 14280 | 2022.11.16 06:00 | modify | 4758 | 0.50 | 140.186 | 141.786 | 138.886 | ||
| 14281 | 2022.11.16 06:45 | buy | 4759 | 0.50 | 139.977 | 0.000 | 0.000 | ||
| 14282 | 2022.11.16 06:45 | modify | 4759 | 0.50 | 139.977 | 138.377 | 141.277 | ||
| 14283 | 2022.11.16 09:55 | close | 4758 | 0.50 | 139.442 | 141.786 | 138.886 | 37200.00 | 12533733.93 |
| 14284 | 2022.11.16 15:20 | close | 4759 | 0.50 | 139.615 | 138.377 | 141.277 | -18100.00 | 12515633.93 |
| 14285 | 2022.11.17 20:35 | buy | 4760 | 0.70 | 140.116 | 0.000 | 0.000 | ||
| 14286 | 2022.11.17 20:35 | modify | 4760 | 0.70 | 140.116 | 138.816 | 140.516 | ||
| 14287 | 2022.11.17 20:55 | close | 4760 | 0.70 | 140.250 | 138.816 | 140.516 | 9380.00 | 12525013.93 |
| 14288 | 2022.11.21 16:25 | buy | 4761 | 0.70 | 141.416 | 0.000 | 0.000 | ||
| 14289 | 2022.11.21 16:25 | modify | 4761 | 0.70 | 141.416 | 140.116 | 141.816 | ||
| 14290 | 2022.11.21 16:45 | close | 4761 | 0.70 | 141.518 | 140.116 | 141.816 | 7140.00 | 12532153.93 |
| 14291 | 2022.11.23 03:25 | sell | 4762 | 0.70 | 141.334 | 0.000 | 0.000 | ||
| 14292 | 2022.11.23 03:25 | modify | 4762 | 0.70 | 141.334 | 142.634 | 140.934 | ||
| 14293 | 2022.11.23 05:00 | close | 4762 | 0.70 | 141.237 | 142.634 | 140.934 | 6790.00 | 12538943.93 |
| 14294 | 2022.11.24 16:30 | buy | 4763 | 0.40 | 138.194 | 0.000 | 0.000 | ||
| 14295 | 2022.11.24 16:30 | modify | 4763 | 0.40 | 138.194 | 135.844 | 139.244 | ||
| 14296 | 2022.11.24 23:20 | sell | 4764 | 0.70 | 138.557 | 0.000 | 0.000 | ||
| 14297 | 2022.11.24 23:20 | modify | 4764 | 0.70 | 138.557 | 139.857 | 138.157 | ||
| 14298 | 2022.11.25 00:35 | close | 4763 | 0.40 | 138.532 | 135.844 | 139.244 | 13863.52 | 12552807.45 |
| 14299 | 2022.11.25 06:05 | close | 4764 | 0.70 | 138.527 | 139.857 | 138.157 | 1021.67 | 12553829.12 |
| 14300 | 2022.11.25 16:20 | sell | 4765 | 0.50 | 139.518 | 0.000 | 0.000 | ||
| 14301 | 2022.11.25 16:20 | modify | 4765 | 0.50 | 139.518 | 141.118 | 138.218 | ||
| 14302 | 2022.11.25 16:45 | buy | 4766 | 0.50 | 139.345 | 0.000 | 0.000 | ||
| 14303 | 2022.11.25 16:45 | modify | 4766 | 0.50 | 139.345 | 137.745 | 140.645 | ||
| 14304 | 2022.11.25 18:05 | close | 4765 | 0.50 | 139.124 | 141.118 | 138.218 | 19700.00 | 12573529.12 |
| 14305 | 2022.11.25 23:45 | close | 4766 | 0.50 | 139.104 | 137.745 | 140.645 | -12050.00 | 12561479.12 |
| 14306 | 2022.11.28 14:05 | sell | 4767 | 0.70 | 138.290 | 0.000 | 0.000 | ||
| 14307 | 2022.11.28 14:05 | modify | 4767 | 0.70 | 138.290 | 139.590 | 137.890 | ||
| 14308 | 2022.11.28 14:25 | close | 4767 | 0.70 | 138.154 | 139.590 | 137.890 | 9520.00 | 12570999.12 |
| 14309 | 2022.11.28 15:15 | sell | 4768 | 0.70 | 138.481 | 0.000 | 0.000 | ||
| 14310 | 2022.11.28 15:15 | modify | 4768 | 0.70 | 138.481 | 139.781 | 138.081 | ||
| 14311 | 2022.11.28 16:05 | sell | 4769 | 0.50 | 138.664 | 0.000 | 0.000 | ||
| 14312 | 2022.11.28 16:05 | modify | 4769 | 0.50 | 138.664 | 140.264 | 137.364 | ||
| 14313 | 2022.11.28 17:20 | sell | 4770 | 0.40 | 138.646 | 0.000 | 0.000 | ||
| 14314 | 2022.11.28 17:20 | modify | 4770 | 0.40 | 138.646 | 140.996 | 137.596 | ||
| 14315 | 2022.11.29 00:30 | close | 4769 | 0.50 | 138.921 | 140.264 | 137.364 | -13621.68 | 12557377.45 |
| 14316 | 2022.11.29 01:20 | close | 4768 | 0.70 | 138.762 | 139.781 | 138.081 | -20750.35 | 12536627.10 |
| 14317 | 2022.11.29 05:25 | close | 4770 | 0.40 | 138.525 | 140.996 | 137.596 | 4222.66 | 12540849.75 |
| 14318 | 2022.11.29 15:15 | sell | 4771 | 0.50 | 138.302 | 0.000 | 0.000 | ||
| 14319 | 2022.11.29 15:15 | modify | 4771 | 0.50 | 138.302 | 139.902 | 137.002 | ||
| 14320 | 2022.11.30 03:40 | close | 4771 | 0.50 | 138.525 | 139.902 | 137.002 | -11920.57 | 12528929.18 |
| 14321 | 2022.12.02 03:55 | buy | 4772 | 0.40 | 135.252 | 0.000 | 0.000 | ||
| 14322 | 2022.12.02 03:55 | modify | 4772 | 0.40 | 135.252 | 132.902 | 136.302 | ||
| 14323 | 2022.12.02 10:20 | buy | 4773 | 0.50 | 134.553 | 0.000 | 0.000 | ||
| 14324 | 2022.12.02 10:20 | modify | 4773 | 0.50 | 134.553 | 132.953 | 135.853 | ||
| 14325 | 2022.12.02 15:34 | t/p | 4773 | 0.50 | 135.850 | 132.953 | 135.853 | 64850.00 | 12593779.18 |
| 14326 | 2022.12.02 15:35 | sell | 4774 | 0.50 | 135.676 | 0.000 | 0.000 | ||
| 14327 | 2022.12.02 15:35 | modify | 4774 | 0.50 | 135.676 | 137.276 | 134.376 | ||
| 14328 | 2022.12.02 15:45 | close | 4772 | 0.40 | 135.879 | 132.902 | 136.302 | 25080.00 | 12618859.18 |
| 14329 | 2022.12.02 18:35 | buy | 4775 | 0.50 | 135.247 | 0.000 | 0.000 | ||
| 14330 | 2022.12.02 18:35 | modify | 4775 | 0.50 | 135.247 | 133.647 | 136.547 | ||
| 14331 | 2022.12.02 18:55 | close | 4774 | 0.50 | 134.999 | 137.276 | 134.376 | 33850.00 | 12652709.18 |
| 14332 | 2022.12.05 01:05 | close | 4775 | 0.50 | 134.529 | 133.647 | 136.547 | -35483.34 | 12617225.84 |
| 14333 | 2022.12.05 01:05 | sell | 4776 | 0.50 | 134.528 | 0.000 | 0.000 | ||
| 14334 | 2022.12.05 01:05 | modify | 4776 | 0.50 | 134.528 | 136.128 | 133.228 | ||
| 14335 | 2022.12.05 03:40 | close | 4776 | 0.50 | 134.170 | 136.128 | 133.228 | 17900.00 | 12635125.84 |
| 14336 | 2022.12.05 05:45 | buy | 4777 | 0.50 | 134.234 | 0.000 | 0.000 | ||
| 14337 | 2022.12.05 05:45 | modify | 4777 | 0.50 | 134.234 | 132.634 | 135.534 | ||
| 14338 | 2022.12.05 06:35 | sell | 4778 | 0.50 | 134.421 | 0.000 | 0.000 | ||
| 14339 | 2022.12.05 06:35 | modify | 4778 | 0.50 | 134.421 | 136.021 | 133.121 | ||
| 14340 | 2022.12.05 07:50 | close | 4777 | 0.50 | 134.515 | 132.634 | 135.534 | 14050.00 | 12649175.84 |
| 14341 | 2022.12.05 13:50 | buy | 4779 | 0.50 | 135.276 | 0.000 | 0.000 | ||
| 14342 | 2022.12.05 13:50 | modify | 4779 | 0.50 | 135.276 | 133.676 | 136.576 | ||
| 14343 | 2022.12.05 14:10 | close | 4778 | 0.50 | 135.131 | 136.021 | 133.121 | -35500.00 | 12613675.84 |
| 14344 | 2022.12.05 15:50 | close | 4779 | 0.50 | 135.559 | 133.676 | 136.576 | 14150.00 | 12627825.84 |
| 14345 | 2022.12.06 02:20 | buy | 4780 | 0.70 | 136.441 | 0.000 | 0.000 | ||
| 14346 | 2022.12.06 02:20 | modify | 4780 | 0.70 | 136.441 | 135.141 | 136.841 | ||
| 14347 | 2022.12.06 03:05 | close | 4780 | 0.70 | 136.591 | 135.141 | 136.841 | 10500.00 | 12638325.84 |
| 14348 | 2022.12.07 08:00 | sell | 4781 | 0.50 | 137.388 | 0.000 | 0.000 | ||
| 14349 | 2022.12.07 08:00 | modify | 4781 | 0.50 | 137.388 | 138.988 | 136.088 | ||
| 14350 | 2022.12.07 15:00 | close | 4781 | 0.50 | 137.186 | 138.988 | 136.088 | 10100.00 | 12648425.84 |
| 14351 | 2022.12.07 15:00 | buy | 4782 | 0.70 | 137.194 | 0.000 | 0.000 | ||
| 14352 | 2022.12.07 15:00 | modify | 4782 | 0.70 | 137.194 | 135.894 | 137.594 | ||
| 14353 | 2022.12.07 23:25 | close | 4782 | 0.70 | 136.513 | 135.894 | 137.594 | -47670.00 | 12600755.84 |
| 14354 | 2022.12.07 23:35 | sell | 4783 | 0.70 | 136.585 | 0.000 | 0.000 | ||
| 14355 | 2022.12.07 23:35 | modify | 4783 | 0.70 | 136.585 | 137.885 | 136.185 | ||
| 14356 | 2022.12.08 01:00 | close | 4783 | 0.70 | 136.477 | 137.885 | 136.185 | 4372.88 | 12605128.72 |
| 14357 | 2022.12.08 05:15 | buy | 4784 | 0.50 | 136.823 | 0.000 | 0.000 | ||
| 14358 | 2022.12.08 05:15 | modify | 4784 | 0.50 | 136.823 | 135.223 | 138.123 | ||
| 14359 | 2022.12.08 06:20 | close | 4784 | 0.50 | 137.050 | 135.223 | 138.123 | 11350.00 | 12616478.72 |
| 14360 | 2022.12.12 10:00 | buy | 4785 | 0.70 | 136.698 | 0.000 | 0.000 | ||
| 14361 | 2022.12.12 10:00 | modify | 4785 | 0.70 | 136.698 | 135.398 | 137.098 | ||
| 14362 | 2022.12.12 10:10 | close | 4785 | 0.70 | 136.810 | 135.398 | 137.098 | 7840.00 | 12624318.72 |
| 14363 | 2022.12.12 12:00 | buy | 4786 | 0.70 | 136.656 | 0.000 | 0.000 | ||
| 14364 | 2022.12.12 12:00 | modify | 4786 | 0.70 | 136.656 | 135.356 | 137.056 | ||
| 14365 | 2022.12.12 12:40 | close | 4786 | 0.70 | 136.775 | 135.356 | 137.056 | 8330.00 | 12632648.72 |
| 14366 | 2022.12.13 08:05 | buy | 4787 | 0.70 | 137.540 | 0.000 | 0.000 | ||
| 14367 | 2022.12.13 08:05 | modify | 4787 | 0.70 | 137.540 | 136.240 | 137.940 | ||
| 14368 | 2022.12.13 08:55 | close | 4787 | 0.70 | 137.638 | 136.240 | 137.940 | 6860.00 | 12639508.72 |
| 14369 | 2022.12.14 11:15 | buy | 4788 | 0.40 | 135.273 | 0.000 | 0.000 | ||
| 14370 | 2022.12.14 11:15 | modify | 4788 | 0.40 | 135.273 | 132.923 | 136.323 | ||
| 14371 | 2022.12.14 21:15 | close | 4788 | 0.40 | 135.693 | 132.923 | 136.323 | 16800.00 | 12656308.72 |
| 14372 | 2022.12.16 02:10 | buy | 4789 | 0.70 | 137.654 | 0.000 | 0.000 | ||
| 14373 | 2022.12.16 02:10 | modify | 4789 | 0.70 | 137.654 | 136.354 | 138.054 | ||
| 14374 | 2022.12.16 08:10 | buy | 4790 | 0.50 | 137.230 | 0.000 | 0.000 | ||
| 14375 | 2022.12.16 08:10 | modify | 4790 | 0.50 | 137.230 | 135.630 | 138.530 | ||
| 14376 | 2022.12.16 14:35 | close | 4789 | 0.70 | 137.207 | 136.354 | 138.054 | -31290.00 | 12625018.72 |
| 14377 | 2022.12.16 16:15 | close | 4790 | 0.50 | 137.213 | 135.630 | 138.530 | -850.00 | 12624168.72 |
| 14378 | 2022.12.16 23:00 | sell | 4791 | 0.70 | 136.686 | 0.000 | 0.000 | ||
| 14379 | 2022.12.16 23:00 | modify | 4791 | 0.70 | 136.686 | 137.986 | 136.286 | ||
| 14380 | 2022.12.19 00:01 | t/p | 4791 | 0.70 | 135.917 | 137.986 | 136.286 | 52773.29 | 12676942.00 |
| 14381 | 2022.12.19 03:10 | buy | 4792 | 0.50 | 135.991 | 0.000 | 0.000 | ||
| 14382 | 2022.12.19 03:10 | modify | 4792 | 0.50 | 135.991 | 134.391 | 137.291 | ||
| 14383 | 2022.12.19 12:00 | close | 4792 | 0.50 | 136.124 | 134.391 | 137.291 | 6650.00 | 12683592.00 |
| 14384 | 2022.12.19 21:05 | sell | 4793 | 0.50 | 136.883 | 0.000 | 0.000 | ||
| 14385 | 2022.12.19 21:05 | modify | 4793 | 0.50 | 136.883 | 138.483 | 135.583 | ||
| 14386 | 2022.12.20 00:10 | close | 4793 | 0.50 | 136.896 | 138.483 | 135.583 | -1410.67 | 12682181.34 |
| 14387 | 2022.12.20 01:05 | sell | 4794 | 0.50 | 136.960 | 0.000 | 0.000 | ||
| 14388 | 2022.12.20 01:05 | modify | 4794 | 0.50 | 136.960 | 138.560 | 135.660 | ||
| 14389 | 2022.12.20 05:00 | buy | 4795 | 0.50 | 137.167 | 0.000 | 0.000 | ||
| 14390 | 2022.12.20 05:00 | modify | 4795 | 0.50 | 137.167 | 135.567 | 138.467 | ||
| 14391 | 2022.12.20 05:02 | t/p | 4794 | 0.50 | 135.625 | 138.560 | 135.660 | 66750.00 | 12748931.34 |
| 14392 | 2022.12.20 05:02 | s/l | 4795 | 0.50 | 135.562 | 135.567 | 138.467 | -80250.00 | 12668681.34 |
| 14393 | 2022.12.21 03:45 | sell | 4796 | 0.70 | 132.285 | 0.000 | 0.000 | ||
| 14394 | 2022.12.21 03:45 | modify | 4796 | 0.70 | 132.285 | 133.585 | 131.885 | ||
| 14395 | 2022.12.21 04:00 | close | 4796 | 0.70 | 132.180 | 133.585 | 131.885 | 7350.00 | 12676031.34 |
| 14396 | 2022.12.21 09:10 | buy | 4797 | 0.50 | 131.995 | 0.000 | 0.000 | ||
| 14397 | 2022.12.21 09:10 | modify | 4797 | 0.50 | 131.995 | 130.395 | 133.295 | ||
| 14398 | 2022.12.21 11:25 | buy | 4798 | 0.40 | 131.636 | 0.000 | 0.000 | ||
| 14399 | 2022.12.21 11:25 | modify | 4798 | 0.40 | 131.636 | 129.286 | 132.686 | ||
| 14400 | 2022.12.21 12:40 | sell | 4799 | 0.50 | 131.791 | 0.000 | 0.000 | ||