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 |
| 14551 | 2023.01.24 11:35 | close | 4847 | 0.50 | 130.323 | 128.871 | 131.771 | -6995.28 | 12343767.50 |
| 14552 | 2023.01.26 19:10 | buy | 4849 | 0.50 | 130.291 | 0.000 | 0.000 | ||
| 14553 | 2023.01.26 19:10 | modify | 4849 | 0.50 | 130.291 | 128.691 | 131.591 | ||
| 14554 | 2023.01.27 01:05 | buy | 4850 | 0.70 | 130.094 | 0.000 | 0.000 | ||
| 14555 | 2023.01.27 01:05 | modify | 4850 | 0.70 | 130.094 | 128.794 | 130.494 | ||
| 14556 | 2023.01.27 05:30 | close | 4849 | 0.50 | 129.859 | 128.691 | 131.591 | -21196.70 | 12322570.80 |
| 14557 | 2023.01.27 05:30 | close | 4850 | 0.70 | 129.867 | 128.794 | 130.494 | -15890.00 | 12306680.80 |
| 14558 | 2023.01.31 03:10 | buy | 4851 | 0.70 | 130.221 | 0.000 | 0.000 | ||
| 14559 | 2023.01.31 03:10 | modify | 4851 | 0.70 | 130.221 | 128.921 | 130.621 | ||
| 14560 | 2023.01.31 06:30 | close | 4851 | 0.70 | 130.349 | 128.921 | 130.621 | 8960.00 | 12315640.80 |
| 14561 | 2023.02.01 21:05 | sell | 4852 | 0.70 | 129.760 | 0.000 | 0.000 | ||
| 14562 | 2023.02.01 21:05 | modify | 4852 | 0.70 | 129.760 | 131.060 | 129.360 | ||
| 14563 | 2023.02.01 21:10 | close | 4852 | 0.70 | 129.591 | 131.060 | 129.360 | 11830.00 | 12327470.80 |
| 14564 | 2023.02.02 08:15 | sell | 4853 | 0.70 | 128.719 | 0.000 | 0.000 | ||
| 14565 | 2023.02.02 08:15 | modify | 4853 | 0.70 | 128.719 | 130.019 | 128.319 | ||
| 14566 | 2023.02.02 09:10 | close | 4853 | 0.70 | 128.581 | 130.019 | 128.319 | 9660.00 | 12337130.80 |
| 14567 | 2023.02.02 10:55 | sell | 4854 | 0.70 | 128.946 | 0.000 | 0.000 | ||
| 14568 | 2023.02.02 10:55 | modify | 4854 | 0.70 | 128.946 | 130.246 | 128.546 | ||
| 14569 | 2023.02.02 11:05 | close | 4854 | 0.70 | 128.844 | 130.246 | 128.546 | 7140.00 | 12344270.80 |
| 14570 | 2023.02.02 17:05 | sell | 4855 | 0.70 | 128.791 | 0.000 | 0.000 | ||
| 14571 | 2023.02.02 17:05 | modify | 4855 | 0.70 | 128.791 | 130.091 | 128.391 | ||
| 14572 | 2023.02.02 17:20 | close | 4855 | 0.70 | 128.676 | 130.091 | 128.391 | 8050.00 | 12352320.80 |
| 14573 | 2023.02.06 07:05 | buy | 4856 | 0.70 | 131.607 | 0.000 | 0.000 | ||
| 14574 | 2023.02.06 07:05 | modify | 4856 | 0.70 | 131.607 | 130.307 | 132.007 | ||
| 14575 | 2023.02.06 07:30 | close | 4856 | 0.70 | 131.768 | 130.307 | 132.007 | 11270.00 | 12363590.80 |
| 14576 | 2023.02.06 15:40 | sell | 4857 | 0.40 | 132.416 | 0.000 | 0.000 | ||
| 14577 | 2023.02.06 15:40 | modify | 4857 | 0.40 | 132.416 | 134.766 | 131.366 | ||
| 14578 | 2023.02.06 21:15 | buy | 4858 | 0.70 | 132.514 | 0.000 | 0.000 | ||
| 14579 | 2023.02.06 21:15 | modify | 4858 | 0.70 | 132.514 | 131.214 | 132.914 | ||
| 14580 | 2023.02.06 22:35 | sell | 4859 | 0.50 | 132.655 | 0.000 | 0.000 | ||
| 14581 | 2023.02.06 22:35 | modify | 4859 | 0.50 | 132.655 | 134.255 | 131.355 | ||
| 14582 | 2023.02.06 22:35 | close | 4858 | 0.70 | 132.656 | 131.214 | 132.914 | 9940.00 | 12373530.80 |
| 14583 | 2023.02.07 02:05 | close | 4859 | 0.50 | 132.550 | 134.255 | 131.355 | 4513.03 | 12378043.83 |
| 14584 | 2023.02.07 02:05 | buy | 4860 | 0.50 | 132.555 | 0.000 | 0.000 | ||
| 14585 | 2023.02.07 02:05 | modify | 4860 | 0.50 | 132.555 | 130.955 | 133.855 | ||
| 14586 | 2023.02.07 03:55 | close | 4857 | 0.40 | 132.260 | 134.766 | 131.366 | 5650.42 | 12383694.25 |
| 14587 | 2023.02.07 13:25 | sell | 4861 | 0.70 | 132.161 | 0.000 | 0.000 | ||
| 14588 | 2023.02.07 13:25 | modify | 4861 | 0.70 | 132.161 | 133.461 | 131.761 | ||
| 14589 | 2023.02.07 13:40 | close | 4860 | 0.50 | 132.196 | 130.955 | 133.855 | -17950.00 | 12365744.25 |
| 14590 | 2023.02.07 14:25 | close | 4861 | 0.70 | 132.039 | 133.461 | 131.761 | 8540.00 | 12374284.25 |
| 14591 | 2023.02.08 03:55 | sell | 4862 | 0.70 | 131.204 | 0.000 | 0.000 | ||
| 14592 | 2023.02.08 03:55 | modify | 4862 | 0.70 | 131.204 | 132.504 | 130.804 | ||
| 14593 | 2023.02.08 05:55 | close | 4862 | 0.70 | 131.084 | 132.504 | 130.804 | 8400.00 | 12382684.25 |
| 14594 | 2023.02.08 15:00 | sell | 4863 | 0.70 | 131.071 | 0.000 | 0.000 | ||
| 14595 | 2023.02.08 15:00 | modify | 4863 | 0.70 | 131.071 | 132.371 | 130.671 | ||
| 14596 | 2023.02.09 00:45 | close | 4863 | 0.70 | 131.387 | 132.371 | 130.671 | -25186.54 | 12357497.71 |
| 14597 | 2023.02.09 18:05 | sell | 4864 | 0.70 | 131.073 | 0.000 | 0.000 | ||
| 14598 | 2023.02.09 18:05 | modify | 4864 | 0.70 | 131.073 | 132.373 | 130.673 | ||
| 14599 | 2023.02.09 19:10 | close | 4864 | 0.70 | 130.955 | 132.373 | 130.673 | 8260.00 | 12365757.71 |
| 14600 | 2023.02.09 19:40 | sell | 4865 | 0.50 | 131.106 | 0.000 | 0.000 | ||
| 14601 | 2023.02.09 19:40 | modify | 4865 | 0.50 | 131.106 | 132.706 | 129.806 | ||
| 14602 | 2023.02.10 00:50 | close | 4865 | 0.50 | 131.504 | 132.706 | 129.806 | -20631.03 | 12345126.68 |
| 14603 | 2023.02.10 04:25 | buy | 4866 | 0.50 | 131.526 | 0.000 | 0.000 | ||
| 14604 | 2023.02.10 04:25 | modify | 4866 | 0.50 | 131.526 | 129.926 | 132.826 | ||
| 14605 | 2023.02.10 08:05 | buy | 4867 | 0.70 | 131.453 | 0.000 | 0.000 | ||
| 14606 | 2023.02.10 08:05 | modify | 4867 | 0.70 | 131.453 | 130.153 | 131.853 | ||
| 14607 | 2023.02.10 08:20 | close | 4867 | 0.70 | 131.584 | 130.153 | 131.853 | 9170.00 | 12354296.68 |
| 14608 | 2023.02.10 10:06 | s/l | 4866 | 0.50 | 129.910 | 129.926 | 132.826 | -80800.00 | 12273496.68 |
| 14609 | 2023.02.13 23:05 | buy | 4868 | 0.70 | 132.276 | 0.000 | 0.000 | ||
| 14610 | 2023.02.13 23:05 | modify | 4868 | 0.70 | 132.276 | 130.976 | 132.676 | ||
| 14611 | 2023.02.13 23:25 | close | 4868 | 0.70 | 132.394 | 130.976 | 132.676 | 8260.00 | 12281756.68 |
| 14612 | 2023.02.15 01:45 | buy | 4869 | 0.70 | 132.971 | 0.000 | 0.000 | ||
| 14613 | 2023.02.15 01:45 | modify | 4869 | 0.70 | 132.971 | 131.671 | 133.371 | ||
| 14614 | 2023.02.15 04:45 | close | 4869 | 0.70 | 132.841 | 131.671 | 133.371 | -9100.00 | 12272656.68 |
| 14615 | 2023.02.16 01:05 | buy | 4870 | 0.50 | 133.934 | 0.000 | 0.000 | ||
| 14616 | 2023.02.16 01:05 | modify | 4870 | 0.50 | 133.934 | 132.334 | 135.234 | ||
| 14617 | 2023.02.16 01:05 | buy | 4871 | 0.70 | 133.940 | 0.000 | 0.000 | ||
| 14618 | 2023.02.16 01:05 | modify | 4871 | 0.70 | 133.940 | 132.640 | 134.340 | ||
| 14619 | 2023.02.16 02:55 | close | 4871 | 0.70 | 134.039 | 132.640 | 134.340 | 6930.00 | 12279586.68 |
| 14620 | 2023.02.16 07:10 | close | 4870 | 0.50 | 133.925 | 132.334 | 135.234 | -450.00 | 12279136.68 |
| 14621 | 2023.02.17 15:20 | buy | 4872 | 0.70 | 134.663 | 0.000 | 0.000 | ||
| 14622 | 2023.02.17 15:20 | modify | 4872 | 0.70 | 134.663 | 133.363 | 135.063 | ||
| 14623 | 2023.02.20 00:35 | close | 4872 | 0.70 | 134.287 | 133.363 | 135.063 | -25737.89 | 12253398.79 |
| 14624 | 2023.02.20 10:35 | sell | 4873 | 0.70 | 134.295 | 0.000 | 0.000 | ||
| 14625 | 2023.02.20 10:35 | modify | 4873 | 0.70 | 134.295 | 135.595 | 133.895 | ||
| 14626 | 2023.02.20 11:05 | close | 4873 | 0.70 | 134.199 | 135.595 | 133.895 | 6720.00 | 12260118.79 |
| 14627 | 2023.02.22 02:50 | buy | 4874 | 0.70 | 134.757 | 0.000 | 0.000 | ||
| 14628 | 2023.02.22 02:50 | modify | 4874 | 0.70 | 134.757 | 133.457 | 135.157 | ||
| 14629 | 2023.02.22 04:55 | close | 4874 | 0.70 | 134.863 | 133.457 | 135.157 | 7420.00 | 12267538.79 |
| 14630 | 2023.02.28 22:35 | sell | 4875 | 0.70 | 136.188 | 0.000 | 0.000 | ||
| 14631 | 2023.02.28 22:35 | modify | 4875 | 0.70 | 136.188 | 137.488 | 135.788 | ||
| 14632 | 2023.03.01 08:35 | close | 4875 | 0.70 | 136.237 | 137.488 | 135.788 | -4489.49 | 12263049.30 |
| 14633 | 2023.03.01 16:30 | sell | 4876 | 0.70 | 135.971 | 0.000 | 0.000 | ||
| 14634 | 2023.03.01 16:30 | modify | 4876 | 0.70 | 135.971 | 137.271 | 135.571 | ||
| 14635 | 2023.03.01 19:00 | close | 4876 | 0.70 | 135.831 | 137.271 | 135.571 | 9800.00 | 12272849.30 |
| 14636 | 2023.03.02 01:20 | buy | 4877 | 0.70 | 136.060 | 0.000 | 0.000 | ||
| 14637 | 2023.03.02 01:20 | modify | 4877 | 0.70 | 136.060 | 134.760 | 136.460 | ||
| 14638 | 2023.03.02 01:55 | close | 4877 | 0.70 | 136.189 | 134.760 | 136.460 | 9030.00 | 12281879.30 |
| 14639 | 2023.03.02 10:45 | buy | 4878 | 0.70 | 136.414 | 0.000 | 0.000 | ||
| 14640 | 2023.03.02 10:45 | modify | 4878 | 0.70 | 136.414 | 135.114 | 136.814 | ||
| 14641 | 2023.03.02 12:05 | close | 4878 | 0.70 | 136.520 | 135.114 | 136.814 | 7420.00 | 12289299.30 |
| 14642 | 2023.03.06 08:00 | sell | 4879 | 0.70 | 135.778 | 0.000 | 0.000 | ||
| 14643 | 2023.03.06 08:00 | modify | 4879 | 0.70 | 135.778 | 137.078 | 135.378 | ||
| 14644 | 2023.03.06 09:00 | close | 4879 | 0.70 | 135.663 | 137.078 | 135.378 | 8050.00 | 12297349.30 |
| 14645 | 2023.03.08 09:55 | buy | 4880 | 0.70 | 137.486 | 0.000 | 0.000 | ||
| 14646 | 2023.03.08 09:55 | modify | 4880 | 0.70 | 137.486 | 136.186 | 137.886 | ||
| 14647 | 2023.03.08 11:05 | close | 4880 | 0.70 | 137.632 | 136.186 | 137.886 | 10220.00 | 12307569.30 |
| 14648 | 2023.03.08 13:05 | buy | 4881 | 0.70 | 137.419 | 0.000 | 0.000 | ||
| 14649 | 2023.03.08 13:05 | modify | 4881 | 0.70 | 137.419 | 136.119 | 137.819 | ||
| 14650 | 2023.03.08 18:45 | close | 4881 | 0.70 | 137.173 | 136.119 | 137.819 | -17220.00 | 12290349.30 |
| 14651 | 2023.03.10 01:50 | sell | 4882 | 0.70 | 136.270 | 0.000 | 0.000 | ||
| 14652 | 2023.03.10 01:50 | modify | 4882 | 0.70 | 136.270 | 137.570 | 135.870 | ||
| 14653 | 2023.03.10 02:25 | close | 4882 | 0.70 | 136.038 | 137.570 | 135.870 | 16240.00 | 12306589.30 |
| 14654 | 2023.03.10 23:45 | sell | 4883 | 0.70 | 135.131 | 0.000 | 0.000 | ||
| 14655 | 2023.03.10 23:45 | modify | 4883 | 0.70 | 135.131 | 136.431 | 134.731 | ||
| 14656 | 2023.03.13 00:00 | t/p | 4883 | 0.70 | 134.637 | 136.431 | 134.731 | 33533.17 | 12340122.48 |
| 14657 | 2023.03.14 03:15 | sell | 4884 | 0.50 | 133.305 | 0.000 | 0.000 | ||
| 14658 | 2023.03.14 03:15 | modify | 4884 | 0.50 | 133.305 | 134.905 | 132.005 | ||
| 14659 | 2023.03.14 03:50 | close | 4884 | 0.50 | 133.094 | 134.905 | 132.005 | 10550.00 | 12350672.48 |
| 14660 | 2023.03.14 03:50 | buy | 4885 | 0.50 | 133.097 | 0.000 | 0.000 | ||
| 14661 | 2023.03.14 03:50 | modify | 4885 | 0.50 | 133.097 | 131.497 | 134.397 | ||
| 14662 | 2023.03.14 04:05 | sell | 4886 | 0.50 | 133.312 | 0.000 | 0.000 | ||
| 14663 | 2023.03.14 04:05 | modify | 4886 | 0.50 | 133.312 | 134.912 | 132.012 | ||
| 14664 | 2023.03.14 04:15 | close | 4885 | 0.50 | 133.426 | 131.497 | 134.397 | 16450.00 | 12367122.48 |
| 14665 | 2023.03.14 09:10 | close | 4886 | 0.50 | 133.611 | 134.912 | 132.012 | -14950.00 | 12352172.48 |
| 14666 | 2023.03.14 09:10 | buy | 4887 | 0.50 | 133.610 | 0.000 | 0.000 | ||
| 14667 | 2023.03.14 09:10 | modify | 4887 | 0.50 | 133.610 | 132.010 | 134.910 | ||
| 14668 | 2023.03.14 11:35 | close | 4887 | 0.50 | 134.110 | 132.010 | 134.910 | 25000.00 | 12377172.48 |
| 14669 | 2023.03.14 14:55 | sell | 4888 | 0.50 | 134.191 | 0.000 | 0.000 | ||
| 14670 | 2023.03.14 14:55 | modify | 4888 | 0.50 | 134.191 | 135.791 | 132.891 | ||
| 14671 | 2023.03.14 15:55 | buy | 4889 | 0.50 | 133.946 | 0.000 | 0.000 | ||
| 14672 | 2023.03.14 15:55 | modify | 4889 | 0.50 | 133.946 | 132.346 | 135.246 | ||
| 14673 | 2023.03.14 16:25 | close | 4889 | 0.50 | 134.418 | 132.346 | 135.246 | 23600.00 | 12400772.48 |
| 14674 | 2023.03.14 18:50 | buy | 4890 | 0.50 | 134.298 | 0.000 | 0.000 | ||
| 14675 | 2023.03.14 18:50 | modify | 4890 | 0.50 | 134.298 | 132.698 | 135.598 | ||
| 14676 | 2023.03.14 20:20 | close | 4888 | 0.50 | 134.183 | 135.791 | 132.891 | 400.00 | 12401172.48 |
| 14677 | 2023.03.15 02:05 | close | 4890 | 0.50 | 134.321 | 132.698 | 135.598 | 1565.75 | 12402738.23 |
| 14678 | 2023.03.15 12:15 | buy | 4891 | 0.70 | 134.443 | 0.000 | 0.000 | ||
| 14679 | 2023.03.15 12:15 | modify | 4891 | 0.70 | 134.443 | 133.143 | 134.843 | ||
| 14680 | 2023.03.15 15:13 | s/l | 4891 | 0.70 | 133.127 | 133.143 | 134.843 | -92120.00 | 12310618.23 |
| 14681 | 2023.03.15 18:45 | sell | 4892 | 0.50 | 133.231 | 0.000 | 0.000 | ||
| 14682 | 2023.03.15 18:45 | modify | 4892 | 0.50 | 133.231 | 134.831 | 131.931 | ||
| 14683 | 2023.03.15 21:30 | sell | 4893 | 0.70 | 133.536 | 0.000 | 0.000 | ||
| 14684 | 2023.03.15 21:30 | modify | 4893 | 0.70 | 133.536 | 134.836 | 133.136 | ||
| 14685 | 2023.03.15 22:05 | close | 4893 | 0.70 | 133.361 | 134.836 | 133.136 | 12250.00 | 12322868.23 |
| 14686 | 2023.03.16 02:10 | close | 4892 | 0.50 | 133.192 | 134.831 | 131.931 | -273.13 | 12322595.09 |
| 14687 | 2023.03.16 10:15 | sell | 4894 | 0.70 | 133.176 | 0.000 | 0.000 | ||
| 14688 | 2023.03.16 10:15 | modify | 4894 | 0.70 | 133.176 | 134.476 | 132.776 | ||
| 14689 | 2023.03.16 10:20 | close | 4894 | 0.70 | 133.017 | 134.476 | 132.776 | 11130.00 | 12333725.09 |
| 14690 | 2023.03.16 15:10 | buy | 4895 | 0.40 | 132.505 | 0.000 | 0.000 | ||
| 14691 | 2023.03.16 15:10 | modify | 4895 | 0.40 | 132.505 | 130.155 | 133.555 | ||
| 14692 | 2023.03.16 18:45 | close | 4895 | 0.40 | 133.053 | 130.155 | 133.555 | 21920.00 | 12355645.09 |
| 14693 | 2023.03.16 22:20 | buy | 4896 | 0.50 | 133.425 | 0.000 | 0.000 | ||
| 14694 | 2023.03.16 22:20 | modify | 4896 | 0.50 | 133.425 | 131.825 | 134.725 | ||
| 14695 | 2023.03.16 23:20 | close | 4896 | 0.50 | 133.732 | 131.825 | 134.725 | 15350.00 | 12370995.09 |
| 14696 | 2023.03.17 02:00 | buy | 4897 | 0.50 | 133.484 | 0.000 | 0.000 | ||
| 14697 | 2023.03.17 02:00 | modify | 4897 | 0.50 | 133.484 | 131.884 | 134.784 | ||
| 14698 | 2023.03.17 02:10 | buy | 4898 | 0.70 | 133.425 | 0.000 | 0.000 | ||
| 14699 | 2023.03.17 02:10 | modify | 4898 | 0.70 | 133.425 | 132.125 | 133.825 | ||
| 14700 | 2023.03.17 03:30 | close | 4898 | 0.70 | 133.535 | 132.125 | 133.825 | 7700.00 | 12378695.09 |