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 |
| 14401 | 2022.12.21 12:40 | modify | 4799 | 0.50 | 131.791 | 133.391 | 130.491 | ||
| 14402 | 2022.12.21 13:15 | close | 4797 | 0.50 | 131.897 | 130.395 | 133.295 | -4900.00 | 12671131.34 |
| 14403 | 2022.12.21 16:05 | close | 4798 | 0.40 | 132.448 | 129.286 | 132.686 | 32480.00 | 12703611.34 |
| 14404 | 2022.12.22 02:35 | close | 4799 | 0.50 | 132.190 | 133.391 | 130.491 | -22158.12 | 12681453.22 |
| 14405 | 2022.12.23 09:45 | buy | 4800 | 0.70 | 132.463 | 0.000 | 0.000 | ||
| 14406 | 2022.12.23 09:45 | modify | 4800 | 0.70 | 132.463 | 131.163 | 132.863 | ||
| 14407 | 2022.12.23 10:10 | close | 4800 | 0.70 | 132.614 | 131.163 | 132.863 | 10570.00 | 12692023.22 |
| 14408 | 2022.12.28 08:15 | buy | 4801 | 0.70 | 133.859 | 0.000 | 0.000 | ||
| 14409 | 2022.12.28 08:15 | modify | 4801 | 0.70 | 133.859 | 132.559 | 134.259 | ||
| 14410 | 2022.12.28 08:45 | close | 4801 | 0.70 | 133.972 | 132.559 | 134.259 | 7910.00 | 12699933.22 |
| 14411 | 2022.12.28 12:45 | buy | 4802 | 0.70 | 133.768 | 0.000 | 0.000 | ||
| 14412 | 2022.12.28 12:45 | modify | 4802 | 0.70 | 133.768 | 132.468 | 134.168 | ||
| 14413 | 2022.12.28 13:05 | close | 4802 | 0.70 | 133.886 | 132.468 | 134.168 | 8260.00 | 12708193.22 |
| 14414 | 2022.12.30 17:55 | sell | 4803 | 0.50 | 132.176 | 0.000 | 0.000 | ||
| 14415 | 2022.12.30 17:55 | modify | 4803 | 0.50 | 132.176 | 133.776 | 130.876 | ||
| 14416 | 2022.12.30 19:30 | close | 4803 | 0.50 | 131.385 | 133.776 | 130.876 | 39550.00 | 12747743.22 |
| 14417 | 2023.01.02 12:55 | buy | 4804 | 0.40 | 130.799 | 0.000 | 0.000 | ||
| 14418 | 2023.01.02 12:55 | modify | 4804 | 0.40 | 130.799 | 128.449 | 131.849 | ||
| 14419 | 2023.01.02 17:25 | sell | 4805 | 0.70 | 130.783 | 0.000 | 0.000 | ||
| 14420 | 2023.01.02 17:25 | modify | 4805 | 0.70 | 130.783 | 132.083 | 130.383 | ||
| 14421 | 2023.01.02 21:55 | close | 4805 | 0.70 | 130.765 | 132.083 | 130.383 | 1260.00 | 12749003.22 |
| 14422 | 2023.01.03 08:50 | sell | 4806 | 0.50 | 129.978 | 0.000 | 0.000 | ||
| 14423 | 2023.01.03 08:50 | modify | 4806 | 0.50 | 129.978 | 131.578 | 128.678 | ||
| 14424 | 2023.01.03 10:05 | sell | 4807 | 0.70 | 130.351 | 0.000 | 0.000 | ||
| 14425 | 2023.01.03 10:05 | modify | 4807 | 0.70 | 130.351 | 131.651 | 129.951 | ||
| 14426 | 2023.01.03 13:55 | close | 4804 | 0.40 | 130.805 | 128.449 | 131.849 | 563.82 | 12749567.04 |
| 14427 | 2023.01.03 15:45 | close | 4807 | 0.70 | 130.671 | 131.651 | 129.951 | -22400.00 | 12727167.04 |
| 14428 | 2023.01.03 16:15 | buy | 4808 | 0.50 | 130.578 | 0.000 | 0.000 | ||
| 14429 | 2023.01.03 16:15 | modify | 4808 | 0.50 | 130.578 | 128.978 | 131.878 | ||
| 14430 | 2023.01.03 16:35 | close | 4806 | 0.50 | 130.428 | 131.578 | 128.678 | -22500.00 | 12704667.04 |
| 14431 | 2023.01.03 21:40 | sell | 4809 | 0.50 | 130.729 | 0.000 | 0.000 | ||
| 14432 | 2023.01.03 21:40 | modify | 4809 | 0.50 | 130.729 | 132.329 | 129.429 | ||
| 14433 | 2023.01.03 22:45 | close | 4808 | 0.50 | 130.935 | 128.978 | 131.878 | 17850.00 | 12722517.04 |
| 14434 | 2023.01.04 02:10 | buy | 4810 | 0.50 | 130.921 | 0.000 | 0.000 | ||
| 14435 | 2023.01.04 02:10 | modify | 4810 | 0.50 | 130.921 | 129.321 | 132.221 | ||
| 14436 | 2023.01.04 03:50 | close | 4809 | 0.50 | 130.744 | 132.329 | 129.429 | -1477.85 | 12721039.19 |
| 14437 | 2023.01.04 07:25 | close | 4810 | 0.50 | 130.937 | 129.321 | 132.221 | 800.00 | 12721839.19 |
| 14438 | 2023.01.05 01:20 | buy | 4811 | 0.70 | 132.346 | 0.000 | 0.000 | ||
| 14439 | 2023.01.05 01:20 | modify | 4811 | 0.70 | 132.346 | 131.046 | 132.746 | ||
| 14440 | 2023.01.05 05:55 | close | 4811 | 0.70 | 132.253 | 131.046 | 132.746 | -6510.00 | 12715329.19 |
| 14441 | 2023.01.05 15:10 | sell | 4812 | 0.40 | 132.890 | 0.000 | 0.000 | ||
| 14442 | 2023.01.05 15:10 | modify | 4812 | 0.40 | 132.890 | 135.240 | 131.840 | ||
| 14443 | 2023.01.05 19:25 | buy | 4813 | 0.70 | 133.124 | 0.000 | 0.000 | ||
| 14444 | 2023.01.05 19:25 | modify | 4813 | 0.70 | 133.124 | 131.824 | 133.524 | ||
| 14445 | 2023.01.05 19:35 | close | 4813 | 0.70 | 133.244 | 131.824 | 133.524 | 8400.00 | 12723729.19 |
| 14446 | 2023.01.06 02:10 | sell | 4814 | 0.50 | 133.452 | 0.000 | 0.000 | ||
| 14447 | 2023.01.06 02:10 | modify | 4814 | 0.50 | 133.452 | 135.052 | 132.152 | ||
| 14448 | 2023.01.06 04:40 | buy | 4815 | 0.50 | 133.599 | 0.000 | 0.000 | ||
| 14449 | 2023.01.06 04:40 | modify | 4815 | 0.50 | 133.599 | 131.999 | 134.899 | ||
| 14450 | 2023.01.06 07:50 | close | 4815 | 0.50 | 134.338 | 131.999 | 134.899 | 36950.00 | 12760679.19 |
| 14451 | 2023.01.06 15:35 | close | 4814 | 0.50 | 134.025 | 135.052 | 132.152 | -28650.00 | 12732029.19 |
| 14452 | 2023.01.06 15:35 | buy | 4816 | 0.70 | 134.024 | 0.000 | 0.000 | ||
| 14453 | 2023.01.06 15:35 | modify | 4816 | 0.70 | 134.024 | 132.724 | 134.424 | ||
| 14454 | 2023.01.06 15:55 | close | 4812 | 0.40 | 133.410 | 135.240 | 131.840 | -21392.94 | 12710636.25 |
| 14455 | 2023.01.06 17:05 | buy | 4817 | 0.50 | 133.229 | 0.000 | 0.000 | ||
| 14456 | 2023.01.06 17:05 | modify | 4817 | 0.50 | 133.229 | 131.629 | 134.529 | ||
| 14457 | 2023.01.06 17:17 | s/l | 4816 | 0.70 | 132.727 | 132.724 | 134.424 | -90790.00 | 12619846.25 |
| 14458 | 2023.01.06 17:30 | buy | 4818 | 0.40 | 132.968 | 0.000 | 0.000 | ||
| 14459 | 2023.01.06 17:30 | modify | 4818 | 0.40 | 132.968 | 130.618 | 134.018 | ||
| 14460 | 2023.01.06 23:50 | close | 4817 | 0.50 | 132.154 | 131.629 | 134.529 | -53750.00 | 12566096.25 |
| 14461 | 2023.01.09 01:05 | sell | 4819 | 0.70 | 132.247 | 0.000 | 0.000 | ||
| 14462 | 2023.01.09 01:05 | modify | 4819 | 0.70 | 132.247 | 133.547 | 131.847 | ||
| 14463 | 2023.01.09 01:15 | close | 4819 | 0.70 | 132.113 | 133.547 | 131.847 | 9380.00 | 12575476.25 |
| 14464 | 2023.01.09 07:10 | sell | 4820 | 0.70 | 131.855 | 0.000 | 0.000 | ||
| 14465 | 2023.01.09 07:10 | modify | 4820 | 0.70 | 131.855 | 133.155 | 131.455 | ||
| 14466 | 2023.01.09 07:25 | close | 4820 | 0.70 | 131.725 | 133.155 | 131.455 | 9100.00 | 12584576.25 |
| 14467 | 2023.01.09 09:45 | close | 4818 | 0.40 | 132.161 | 130.618 | 134.018 | -31953.06 | 12552623.19 |
| 14468 | 2023.01.09 09:45 | sell | 4821 | 0.70 | 132.158 | 0.000 | 0.000 | ||
| 14469 | 2023.01.09 09:45 | modify | 4821 | 0.70 | 132.158 | 133.458 | 131.758 | ||
| 14470 | 2023.01.09 10:50 | close | 4821 | 0.70 | 132.052 | 133.458 | 131.758 | 7420.00 | 12560043.19 |
| 14471 | 2023.01.09 11:25 | sell | 4822 | 0.40 | 132.268 | 0.000 | 0.000 | ||
| 14472 | 2023.01.09 11:25 | modify | 4822 | 0.40 | 132.268 | 134.618 | 131.218 | ||
| 14473 | 2023.01.09 18:25 | close | 4822 | 0.40 | 131.736 | 134.618 | 131.218 | 21280.00 | 12581323.19 |
| 14474 | 2023.01.09 18:45 | buy | 4823 | 0.40 | 131.701 | 0.000 | 0.000 | ||
| 14475 | 2023.01.09 18:45 | modify | 4823 | 0.40 | 131.701 | 129.351 | 132.751 | ||
| 14476 | 2023.01.10 09:15 | close | 4823 | 0.40 | 132.128 | 129.351 | 132.751 | 17406.78 | 12598729.98 |
| 14477 | 2023.01.12 09:15 | sell | 4824 | 0.70 | 131.867 | 0.000 | 0.000 | ||
| 14478 | 2023.01.12 09:15 | modify | 4824 | 0.70 | 131.867 | 133.167 | 131.467 | ||
| 14479 | 2023.01.12 09:30 | close | 4824 | 0.70 | 131.762 | 133.167 | 131.467 | 7350.00 | 12606079.98 |
| 14480 | 2023.01.13 15:15 | buy | 4825 | 0.50 | 128.570 | 0.000 | 0.000 | ||
| 14481 | 2023.01.13 15:15 | modify | 4825 | 0.50 | 128.570 | 126.970 | 129.870 | ||
| 14482 | 2023.01.13 16:05 | buy | 4826 | 0.40 | 128.245 | 0.000 | 0.000 | ||
| 14483 | 2023.01.13 16:05 | modify | 4826 | 0.40 | 128.245 | 125.895 | 129.295 | ||
| 14484 | 2023.01.13 22:00 | close | 4825 | 0.50 | 127.931 | 126.970 | 129.870 | -31950.00 | 12574129.98 |
| 14485 | 2023.01.16 01:05 | sell | 4827 | 0.50 | 127.868 | 0.000 | 0.000 | ||
| 14486 | 2023.01.16 01:05 | modify | 4827 | 0.50 | 127.868 | 129.468 | 126.568 | ||
| 14487 | 2023.01.16 01:20 | sell | 4828 | 0.70 | 128.046 | 0.000 | 0.000 | ||
| 14488 | 2023.01.16 01:20 | modify | 4828 | 0.70 | 128.046 | 129.346 | 127.646 | ||
| 14489 | 2023.01.16 02:55 | buy | 4829 | 0.50 | 127.909 | 0.000 | 0.000 | ||
| 14490 | 2023.01.16 02:55 | modify | 4829 | 0.50 | 127.909 | 126.309 | 129.209 | ||
| 14491 | 2023.01.16 02:55 | close | 4828 | 0.70 | 127.911 | 129.346 | 127.646 | 9450.00 | 12583579.98 |
| 14492 | 2023.01.16 03:25 | close | 4827 | 0.50 | 127.599 | 129.468 | 126.568 | 13450.00 | 12597029.98 |
| 14493 | 2023.01.16 06:40 | sell | 4830 | 0.50 | 127.469 | 0.000 | 0.000 | ||
| 14494 | 2023.01.16 06:40 | modify | 4830 | 0.50 | 127.469 | 129.069 | 126.169 | ||
| 14495 | 2023.01.16 07:30 | close | 4829 | 0.50 | 127.729 | 126.309 | 129.209 | -9000.00 | 12588029.98 |
| 14496 | 2023.01.16 08:30 | sell | 4831 | 0.70 | 127.861 | 0.000 | 0.000 | ||
| 14497 | 2023.01.16 08:30 | modify | 4831 | 0.70 | 127.861 | 129.161 | 127.461 | ||
| 14498 | 2023.01.16 08:50 | close | 4826 | 0.40 | 128.045 | 125.895 | 129.295 | -7683.34 | 12580346.63 |
| 14499 | 2023.01.16 12:50 | buy | 4832 | 0.50 | 128.314 | 0.000 | 0.000 | ||
| 14500 | 2023.01.16 12:50 | modify | 4832 | 0.50 | 128.314 | 126.714 | 129.614 | ||
| 14501 | 2023.01.16 18:45 | close | 4832 | 0.50 | 128.648 | 126.714 | 129.614 | 16700.00 | 12597046.63 |
| 14502 | 2023.01.16 20:55 | close | 4831 | 0.70 | 128.597 | 129.161 | 127.461 | -51520.00 | 12545526.63 |
| 14503 | 2023.01.16 21:25 | buy | 4833 | 0.70 | 128.519 | 0.000 | 0.000 | ||
| 14504 | 2023.01.16 21:25 | modify | 4833 | 0.70 | 128.519 | 127.219 | 128.919 | ||
| 14505 | 2023.01.16 23:40 | close | 4830 | 0.50 | 128.452 | 129.069 | 126.169 | -49150.00 | 12496376.63 |
| 14506 | 2023.01.17 02:20 | close | 4833 | 0.70 | 128.483 | 127.219 | 128.919 | -1962.85 | 12494413.78 |
| 14507 | 2023.01.18 02:05 | sell | 4834 | 0.70 | 128.444 | 0.000 | 0.000 | ||
| 14508 | 2023.01.18 02:05 | modify | 4834 | 0.70 | 128.444 | 129.744 | 128.044 | ||
| 14509 | 2023.01.18 04:05 | close | 4834 | 0.70 | 128.492 | 129.744 | 128.044 | -3360.00 | 12491053.78 |
| 14510 | 2023.01.18 10:20 | buy | 4835 | 0.70 | 129.761 | 0.000 | 0.000 | ||
| 14511 | 2023.01.18 10:20 | modify | 4835 | 0.70 | 129.761 | 128.461 | 130.161 | ||
| 14512 | 2023.01.18 15:05 | buy | 4836 | 0.50 | 128.907 | 0.000 | 0.000 | ||
| 14513 | 2023.01.18 15:05 | modify | 4836 | 0.50 | 128.907 | 127.307 | 130.207 | ||
| 14514 | 2023.01.18 15:30 | s/l | 4835 | 0.70 | 128.455 | 128.461 | 130.161 | -91420.00 | 12399633.78 |
| 14515 | 2023.01.18 17:55 | sell | 4837 | 0.50 | 128.386 | 0.000 | 0.000 | ||
| 14516 | 2023.01.18 17:55 | modify | 4837 | 0.50 | 128.386 | 129.986 | 127.086 | ||
| 14517 | 2023.01.18 19:35 | close | 4836 | 0.50 | 128.899 | 127.307 | 130.207 | -400.00 | 12399233.78 |
| 14518 | 2023.01.18 19:35 | sell | 4838 | 0.70 | 128.897 | 0.000 | 0.000 | ||
| 14519 | 2023.01.18 19:35 | modify | 4838 | 0.70 | 128.897 | 130.197 | 128.497 | ||
| 14520 | 2023.01.18 19:45 | close | 4838 | 0.70 | 128.799 | 130.197 | 128.497 | 6860.00 | 12406093.78 |
| 14521 | 2023.01.19 00:50 | close | 4837 | 0.50 | 128.771 | 129.986 | 127.086 | -21398.78 | 12384695.00 |
| 14522 | 2023.01.19 03:45 | sell | 4839 | 0.50 | 128.521 | 0.000 | 0.000 | ||
| 14523 | 2023.01.19 03:45 | modify | 4839 | 0.50 | 128.521 | 130.121 | 127.221 | ||
| 14524 | 2023.01.19 05:50 | close | 4839 | 0.50 | 128.219 | 130.121 | 127.221 | 15100.00 | 12399795.00 |
| 14525 | 2023.01.19 11:10 | sell | 4840 | 0.50 | 128.357 | 0.000 | 0.000 | ||
| 14526 | 2023.01.19 11:10 | modify | 4840 | 0.50 | 128.357 | 129.957 | 127.057 | ||
| 14527 | 2023.01.19 12:35 | sell | 4841 | 0.70 | 128.549 | 0.000 | 0.000 | ||
| 14528 | 2023.01.19 12:35 | modify | 4841 | 0.70 | 128.549 | 129.849 | 128.149 | ||
| 14529 | 2023.01.19 14:30 | buy | 4842 | 0.50 | 128.465 | 0.000 | 0.000 | ||
| 14530 | 2023.01.19 14:30 | modify | 4842 | 0.50 | 128.465 | 126.865 | 129.765 | ||
| 14531 | 2023.01.19 14:35 | close | 4841 | 0.70 | 128.402 | 129.849 | 128.149 | 10290.00 | 12410085.00 |
| 14532 | 2023.01.19 16:00 | close | 4840 | 0.50 | 128.390 | 129.957 | 127.057 | -1650.00 | 12408435.00 |
| 14533 | 2023.01.20 01:05 | close | 4842 | 0.50 | 128.471 | 126.865 | 129.765 | 697.79 | 12409132.79 |
| 14534 | 2023.01.20 09:25 | buy | 4843 | 0.70 | 128.826 | 0.000 | 0.000 | ||
| 14535 | 2023.01.20 09:25 | modify | 4843 | 0.70 | 128.826 | 127.526 | 129.226 | ||
| 14536 | 2023.01.20 09:40 | close | 4843 | 0.70 | 128.927 | 127.526 | 129.226 | 7070.00 | 12416202.79 |
| 14537 | 2023.01.20 17:30 | buy | 4844 | 0.70 | 129.777 | 0.000 | 0.000 | ||
| 14538 | 2023.01.20 17:30 | modify | 4844 | 0.70 | 129.777 | 128.477 | 130.177 | ||
| 14539 | 2023.01.20 17:45 | close | 4844 | 0.70 | 129.911 | 128.477 | 130.177 | 9380.00 | 12425582.79 |
| 14540 | 2023.01.23 01:10 | buy | 4845 | 0.50 | 129.490 | 0.000 | 0.000 | ||
| 14541 | 2023.01.23 01:10 | modify | 4845 | 0.50 | 129.490 | 127.890 | 130.790 | ||
| 14542 | 2023.01.23 05:50 | sell | 4846 | 0.50 | 129.267 | 0.000 | 0.000 | ||
| 14543 | 2023.01.23 05:50 | modify | 4846 | 0.50 | 129.267 | 130.867 | 127.967 | ||
| 14544 | 2023.01.23 06:05 | close | 4845 | 0.50 | 129.390 | 127.890 | 130.790 | -5000.00 | 12420582.79 |
| 14545 | 2023.01.23 16:21 | s/l | 4846 | 0.50 | 130.872 | 130.867 | 127.967 | -80250.00 | 12340332.79 |
| 14546 | 2023.01.23 17:50 | buy | 4847 | 0.50 | 130.471 | 0.000 | 0.000 | ||
| 14547 | 2023.01.23 17:50 | modify | 4847 | 0.50 | 130.471 | 128.871 | 131.771 | ||
| 14548 | 2023.01.24 01:20 | buy | 4848 | 0.70 | 130.509 | 0.000 | 0.000 | ||
| 14549 | 2023.01.24 01:20 | modify | 4848 | 0.70 | 130.509 | 129.209 | 130.909 | ||
| 14550 | 2023.01.24 02:05 | close | 4848 | 0.70 | 130.658 | 129.209 | 130.909 | 10430.00 | 12350762.79 |