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 |
| 14701 | 2023.03.17 07:05 | sell | 4899 | 0.50 | 133.249 | 0.000 | 0.000 | ||
| 14702 | 2023.03.17 07:05 | modify | 4899 | 0.50 | 133.249 | 134.849 | 131.949 | ||
| 14703 | 2023.03.17 08:00 | close | 4899 | 0.50 | 133.060 | 134.849 | 131.949 | 9450.00 | 12388145.09 |
| 14704 | 2023.03.17 11:15 | close | 4897 | 0.50 | 133.289 | 131.884 | 134.784 | -9750.00 | 12378395.09 |
| 14705 | 2023.03.20 03:15 | sell | 4900 | 0.70 | 132.435 | 0.000 | 0.000 | ||
| 14706 | 2023.03.20 03:15 | modify | 4900 | 0.70 | 132.435 | 133.735 | 132.035 | ||
| 14707 | 2023.03.20 03:40 | sell | 4901 | 0.40 | 132.481 | 0.000 | 0.000 | ||
| 14708 | 2023.03.20 03:40 | modify | 4901 | 0.40 | 132.481 | 134.831 | 131.431 | ||
| 14709 | 2023.03.20 04:45 | close | 4900 | 0.70 | 132.311 | 133.735 | 132.035 | 8680.00 | 12387075.09 |
| 14710 | 2023.03.20 09:10 | close | 4901 | 0.40 | 131.796 | 134.831 | 131.431 | 27400.00 | 12414475.09 |
| 14711 | 2023.03.20 16:50 | sell | 4902 | 0.50 | 131.530 | 0.000 | 0.000 | ||
| 14712 | 2023.03.20 16:50 | modify | 4902 | 0.50 | 131.530 | 133.130 | 130.230 | ||
| 14713 | 2023.03.20 18:55 | buy | 4903 | 0.50 | 131.623 | 0.000 | 0.000 | ||
| 14714 | 2023.03.20 18:55 | modify | 4903 | 0.50 | 131.623 | 130.023 | 132.923 | ||
| 14715 | 2023.03.20 22:00 | close | 4902 | 0.50 | 131.308 | 133.130 | 130.230 | 11100.00 | 12425575.09 |
| 14716 | 2023.03.21 03:25 | close | 4903 | 0.50 | 131.543 | 130.023 | 132.923 | -3593.27 | 12421981.83 |
| 14717 | 2023.03.21 17:35 | buy | 4904 | 0.70 | 131.941 | 0.000 | 0.000 | ||
| 14718 | 2023.03.21 17:35 | modify | 4904 | 0.70 | 131.941 | 130.641 | 132.341 | ||
| 14719 | 2023.03.21 18:30 | close | 4904 | 0.70 | 132.102 | 130.641 | 132.341 | 11270.00 | 12433251.83 |
| 14720 | 2023.03.22 02:10 | buy | 4905 | 0.70 | 132.285 | 0.000 | 0.000 | ||
| 14721 | 2023.03.22 02:10 | modify | 4905 | 0.70 | 132.285 | 130.985 | 132.685 | ||
| 14722 | 2023.03.22 03:00 | close | 4905 | 0.70 | 132.396 | 130.985 | 132.685 | 7770.00 | 12441021.83 |
| 14723 | 2023.03.22 16:35 | buy | 4906 | 0.70 | 132.561 | 0.000 | 0.000 | ||
| 14724 | 2023.03.22 16:35 | modify | 4906 | 0.70 | 132.561 | 131.261 | 132.961 | ||
| 14725 | 2023.03.22 16:45 | close | 4906 | 0.70 | 132.678 | 131.261 | 132.961 | 8190.00 | 12449211.83 |
| 14726 | 2023.03.23 14:10 | sell | 4907 | 0.40 | 131.407 | 0.000 | 0.000 | ||
| 14727 | 2023.03.23 14:10 | modify | 4907 | 0.40 | 131.407 | 133.757 | 130.357 | ||
| 14728 | 2023.03.23 19:35 | close | 4907 | 0.40 | 130.739 | 133.757 | 130.357 | 26720.00 | 12475931.83 |
| 14729 | 2023.03.23 20:00 | buy | 4908 | 0.40 | 130.774 | 0.000 | 0.000 | ||
| 14730 | 2023.03.23 20:00 | modify | 4908 | 0.40 | 130.774 | 128.424 | 131.824 | ||
| 14731 | 2023.03.24 07:15 | buy | 4909 | 0.50 | 130.334 | 0.000 | 0.000 | ||
| 14732 | 2023.03.24 07:15 | modify | 4909 | 0.50 | 130.334 | 128.734 | 131.634 | ||
| 14733 | 2023.03.24 09:40 | sell | 4910 | 0.50 | 130.330 | 0.000 | 0.000 | ||
| 14734 | 2023.03.24 09:40 | modify | 4910 | 0.50 | 130.330 | 131.930 | 129.030 | ||
| 14735 | 2023.03.24 11:45 | close | 4910 | 0.50 | 129.995 | 131.930 | 129.030 | 16750.00 | 12492681.83 |
| 14736 | 2023.03.24 16:30 | close | 4909 | 0.50 | 130.339 | 128.734 | 131.634 | 250.00 | 12492931.83 |
| 14737 | 2023.03.24 16:50 | sell | 4911 | 0.50 | 130.354 | 0.000 | 0.000 | ||
| 14738 | 2023.03.24 16:50 | modify | 4911 | 0.50 | 130.354 | 131.954 | 129.054 | ||
| 14739 | 2023.03.24 17:00 | close | 4908 | 0.40 | 130.566 | 128.424 | 131.824 | -7995.76 | 12484936.07 |
| 14740 | 2023.03.27 00:06 | close | 4911 | 0.50 | 130.568 | 131.954 | 129.054 | -11425.49 | 12473510.58 |
| 14741 | 2023.03.27 03:55 | buy | 4912 | 0.50 | 130.615 | 0.000 | 0.000 | ||
| 14742 | 2023.03.27 03:55 | modify | 4912 | 0.50 | 130.615 | 129.015 | 131.915 | ||
| 14743 | 2023.03.27 04:35 | sell | 4913 | 0.50 | 130.886 | 0.000 | 0.000 | ||
| 14744 | 2023.03.27 04:35 | modify | 4913 | 0.50 | 130.886 | 132.486 | 129.586 | ||
| 14745 | 2023.03.27 04:40 | close | 4912 | 0.50 | 131.039 | 129.015 | 131.915 | 21200.00 | 12494710.58 |
| 14746 | 2023.03.27 05:50 | buy | 4914 | 0.50 | 130.721 | 0.000 | 0.000 | ||
| 14747 | 2023.03.27 05:50 | modify | 4914 | 0.50 | 130.721 | 129.121 | 132.021 | ||
| 14748 | 2023.03.27 09:00 | close | 4914 | 0.50 | 130.905 | 129.121 | 132.021 | 9200.00 | 12503910.58 |
| 14749 | 2023.03.28 01:20 | close | 4913 | 0.50 | 131.519 | 132.486 | 129.586 | -32380.95 | 12471529.63 |
| 14750 | 2023.03.28 01:45 | buy | 4915 | 0.70 | 131.487 | 0.000 | 0.000 | ||
| 14751 | 2023.03.28 01:45 | modify | 4915 | 0.70 | 131.487 | 130.187 | 131.887 | ||
| 14752 | 2023.03.28 08:20 | buy | 4916 | 0.50 | 130.511 | 0.000 | 0.000 | ||
| 14753 | 2023.03.28 08:20 | modify | 4916 | 0.50 | 130.511 | 128.911 | 131.811 | ||
| 14754 | 2023.03.28 09:05 | close | 4916 | 0.50 | 130.737 | 128.911 | 131.811 | 11300.00 | 12482829.63 |
| 14755 | 2023.03.28 09:05 | close | 4915 | 0.70 | 130.745 | 130.187 | 131.887 | -51940.00 | 12430889.63 |
| 14756 | 2023.03.28 09:15 | sell | 4917 | 0.70 | 130.922 | 0.000 | 0.000 | ||
| 14757 | 2023.03.28 09:15 | modify | 4917 | 0.70 | 130.922 | 132.222 | 130.522 | ||
| 14758 | 2023.03.28 10:20 | sell | 4918 | 0.50 | 131.066 | 0.000 | 0.000 | ||
| 14759 | 2023.03.28 10:20 | modify | 4918 | 0.50 | 131.066 | 132.666 | 129.766 | ||
| 14760 | 2023.03.28 12:00 | buy | 4919 | 0.50 | 131.060 | 0.000 | 0.000 | ||
| 14761 | 2023.03.28 12:00 | modify | 4919 | 0.50 | 131.060 | 129.460 | 132.360 | ||
| 14762 | 2023.03.28 13:00 | close | 4917 | 0.70 | 130.892 | 132.222 | 130.522 | 2100.00 | 12432989.63 |
| 14763 | 2023.03.28 13:05 | close | 4918 | 0.50 | 130.857 | 132.666 | 129.766 | 10450.00 | 12443439.63 |
| 14764 | 2023.03.28 14:25 | sell | 4920 | 0.50 | 131.075 | 0.000 | 0.000 | ||
| 14765 | 2023.03.28 14:25 | modify | 4920 | 0.50 | 131.075 | 132.675 | 129.775 | ||
| 14766 | 2023.03.28 15:00 | close | 4920 | 0.50 | 130.817 | 132.675 | 129.775 | 12900.00 | 12456339.63 |
| 14767 | 2023.03.28 16:45 | sell | 4921 | 0.50 | 130.937 | 0.000 | 0.000 | ||
| 14768 | 2023.03.28 16:45 | modify | 4921 | 0.50 | 130.937 | 132.537 | 129.637 | ||
| 14769 | 2023.03.28 20:05 | close | 4921 | 0.50 | 130.864 | 132.537 | 129.637 | 3650.00 | 12459989.63 |
| 14770 | 2023.03.28 23:50 | close | 4919 | 0.50 | 130.924 | 129.460 | 132.360 | -6800.00 | 12453189.63 |
| 14771 | 2023.03.29 12:25 | buy | 4922 | 0.70 | 131.669 | 0.000 | 0.000 | ||
| 14772 | 2023.03.29 12:25 | modify | 4922 | 0.70 | 131.669 | 130.369 | 132.069 | ||
| 14773 | 2023.03.29 13:20 | close | 4922 | 0.70 | 131.785 | 130.369 | 132.069 | 8120.00 | 12461309.63 |
| 14774 | 2023.03.30 01:40 | buy | 4923 | 0.70 | 132.649 | 0.000 | 0.000 | ||
| 14775 | 2023.03.30 01:40 | modify | 4923 | 0.70 | 132.649 | 131.349 | 133.049 | ||
| 14776 | 2023.03.30 04:20 | close | 4923 | 0.70 | 132.775 | 131.349 | 133.049 | 8820.00 | 12470129.63 |
| 14777 | 2023.04.03 13:15 | buy | 4924 | 0.70 | 133.244 | 0.000 | 0.000 | ||
| 14778 | 2023.04.03 13:15 | modify | 4924 | 0.70 | 133.244 | 131.944 | 133.644 | ||
| 14779 | 2023.04.03 22:55 | close | 4924 | 0.70 | 132.431 | 131.944 | 133.644 | -56910.00 | 12413219.63 |
| 14780 | 2023.04.04 03:55 | sell | 4925 | 0.70 | 132.566 | 0.000 | 0.000 | ||
| 14781 | 2023.04.04 03:55 | modify | 4925 | 0.70 | 132.566 | 133.866 | 132.166 | ||
| 14782 | 2023.04.04 04:50 | sell | 4926 | 0.50 | 132.776 | 0.000 | 0.000 | ||
| 14783 | 2023.04.04 04:50 | modify | 4926 | 0.50 | 132.776 | 134.376 | 131.476 | ||
| 14784 | 2023.04.04 07:45 | close | 4925 | 0.70 | 132.713 | 133.866 | 132.166 | -10290.00 | 12402929.63 |
| 14785 | 2023.04.04 09:30 | close | 4926 | 0.50 | 132.685 | 134.376 | 131.476 | 4550.00 | 12407479.63 |
| 14786 | 2023.04.05 15:50 | buy | 4927 | 0.40 | 131.171 | 0.000 | 0.000 | ||
| 14787 | 2023.04.05 15:50 | modify | 4927 | 0.40 | 131.171 | 128.821 | 132.221 | ||
| 14788 | 2023.04.05 23:00 | sell | 4928 | 0.70 | 131.307 | 0.000 | 0.000 | ||
| 14789 | 2023.04.05 23:00 | modify | 4928 | 0.70 | 131.307 | 132.607 | 130.907 | ||
| 14790 | 2023.04.06 01:05 | close | 4928 | 0.70 | 131.244 | 132.607 | 130.907 | 1346.12 | 12408825.75 |
| 14791 | 2023.04.06 04:10 | sell | 4929 | 0.70 | 131.254 | 0.000 | 0.000 | ||
| 14792 | 2023.04.06 04:10 | modify | 4929 | 0.70 | 131.254 | 132.554 | 130.854 | ||
| 14793 | 2023.04.06 04:50 | close | 4929 | 0.70 | 131.135 | 132.554 | 130.854 | 8330.00 | 12417155.75 |
| 14794 | 2023.04.06 08:50 | close | 4927 | 0.40 | 131.322 | 128.821 | 132.221 | 7016.06 | 12424171.81 |
| 14795 | 2023.04.07 12:50 | buy | 4930 | 0.70 | 131.713 | 0.000 | 0.000 | ||
| 14796 | 2023.04.07 12:50 | modify | 4930 | 0.70 | 131.713 | 130.413 | 132.113 | ||
| 14797 | 2023.04.07 15:15 | close | 4930 | 0.70 | 131.711 | 130.413 | 132.113 | -140.00 | 12424031.81 |
| 14798 | 2023.04.10 10:15 | buy | 4931 | 0.70 | 132.445 | 0.000 | 0.000 | ||
| 14799 | 2023.04.10 10:15 | modify | 4931 | 0.70 | 132.445 | 131.145 | 132.845 | ||
| 14800 | 2023.04.10 13:25 | close | 4931 | 0.70 | 132.283 | 131.145 | 132.845 | -11340.00 | 12412691.81 |
| 14801 | 2023.04.11 03:05 | buy | 4932 | 0.70 | 133.416 | 0.000 | 0.000 | ||
| 14802 | 2023.04.11 03:05 | modify | 4932 | 0.70 | 133.416 | 132.116 | 133.816 | ||
| 14803 | 2023.04.11 04:15 | close | 4932 | 0.70 | 133.543 | 132.116 | 133.816 | 8890.00 | 12421581.81 |
| 14804 | 2023.04.11 08:10 | buy | 4933 | 0.70 | 133.283 | 0.000 | 0.000 | ||
| 14805 | 2023.04.11 08:10 | modify | 4933 | 0.70 | 133.283 | 131.983 | 133.683 | ||
| 14806 | 2023.04.11 09:15 | close | 4933 | 0.70 | 133.407 | 131.983 | 133.683 | 8680.00 | 12430261.81 |
| 14807 | 2023.04.13 21:15 | sell | 4934 | 0.70 | 132.652 | 0.000 | 0.000 | ||
| 14808 | 2023.04.13 21:15 | modify | 4934 | 0.70 | 132.652 | 133.952 | 132.252 | ||
| 14809 | 2023.04.13 23:25 | close | 4934 | 0.70 | 132.647 | 133.952 | 132.252 | 350.00 | 12430611.81 |
| 14810 | 2023.04.14 03:45 | sell | 4935 | 0.50 | 132.630 | 0.000 | 0.000 | ||
| 14811 | 2023.04.14 03:45 | modify | 4935 | 0.50 | 132.630 | 134.230 | 131.330 | ||
| 14812 | 2023.04.14 04:20 | close | 4935 | 0.50 | 132.459 | 134.230 | 131.330 | 8550.00 | 12439161.81 |
| 14813 | 2023.04.14 04:20 | buy | 4936 | 0.50 | 132.453 | 0.000 | 0.000 | ||
| 14814 | 2023.04.14 04:20 | modify | 4936 | 0.50 | 132.453 | 130.853 | 133.753 | ||
| 14815 | 2023.04.14 08:10 | close | 4936 | 0.50 | 132.497 | 130.853 | 133.753 | 2200.00 | 12441361.81 |
| 14816 | 2023.04.17 15:00 | buy | 4937 | 0.70 | 133.777 | 0.000 | 0.000 | ||
| 14817 | 2023.04.17 15:00 | modify | 4937 | 0.70 | 133.777 | 132.477 | 134.177 | ||
| 14818 | 2023.04.17 15:35 | close | 4937 | 0.70 | 134.031 | 132.477 | 134.177 | 17780.00 | 12459141.81 |
| 14819 | 2023.04.18 16:05 | sell | 4938 | 0.70 | 134.216 | 0.000 | 0.000 | ||
| 14820 | 2023.04.18 16:05 | modify | 4938 | 0.70 | 134.216 | 135.516 | 133.816 | ||
| 14821 | 2023.04.18 17:10 | close | 4938 | 0.70 | 134.096 | 135.516 | 133.816 | 8400.00 | 12467541.81 |
| 14822 | 2023.04.19 15:05 | buy | 4939 | 0.70 | 134.646 | 0.000 | 0.000 | ||
| 14823 | 2023.04.19 15:05 | modify | 4939 | 0.70 | 134.646 | 133.346 | 135.046 | ||
| 14824 | 2023.04.19 17:50 | close | 4939 | 0.70 | 134.545 | 133.346 | 135.046 | -7070.00 | 12460471.81 |
| 14825 | 2023.04.20 00:35 | buy | 4940 | 0.70 | 134.642 | 0.000 | 0.000 | ||
| 14826 | 2023.04.20 00:35 | modify | 4940 | 0.70 | 134.642 | 133.342 | 135.042 | ||
| 14827 | 2023.04.20 02:15 | close | 4940 | 0.70 | 134.752 | 133.342 | 135.042 | 7700.00 | 12468171.81 |
| 14828 | 2023.04.20 20:55 | sell | 4941 | 0.70 | 134.278 | 0.000 | 0.000 | ||
| 14829 | 2023.04.20 20:55 | modify | 4941 | 0.70 | 134.278 | 135.578 | 133.878 | ||
| 14830 | 2023.04.20 23:05 | close | 4941 | 0.70 | 134.217 | 135.578 | 133.878 | 4270.00 | 12472441.81 |
| 14831 | 2023.04.21 10:35 | sell | 4942 | 0.70 | 134.065 | 0.000 | 0.000 | ||
| 14832 | 2023.04.21 10:35 | modify | 4942 | 0.70 | 134.065 | 135.365 | 133.665 | ||
| 14833 | 2023.04.21 11:00 | close | 4942 | 0.70 | 133.941 | 135.365 | 133.665 | 8680.00 | 12481121.81 |
| 14834 | 2023.04.24 17:45 | buy | 4943 | 0.70 | 134.387 | 0.000 | 0.000 | ||
| 14835 | 2023.04.24 17:45 | modify | 4943 | 0.70 | 134.387 | 133.087 | 134.787 | ||
| 14836 | 2023.04.25 03:15 | close | 4943 | 0.70 | 134.192 | 133.087 | 134.787 | -13067.93 | 12468053.88 |
| 14837 | 2023.05.01 10:20 | buy | 4944 | 0.70 | 136.706 | 0.000 | 0.000 | ||
| 14838 | 2023.05.01 10:20 | modify | 4944 | 0.70 | 136.706 | 135.406 | 137.106 | ||
| 14839 | 2023.05.01 10:30 | close | 4944 | 0.70 | 136.821 | 135.406 | 137.106 | 8050.00 | 12476103.88 |
| 14840 | 2023.05.01 13:10 | buy | 4945 | 0.70 | 136.590 | 0.000 | 0.000 | ||
| 14841 | 2023.05.01 13:10 | modify | 4945 | 0.70 | 136.590 | 135.290 | 136.990 | ||
| 14842 | 2023.05.01 14:15 | close | 4945 | 0.70 | 136.758 | 135.290 | 136.990 | 11760.00 | 12487863.88 |
| 14843 | 2023.05.02 03:10 | buy | 4946 | 0.50 | 137.386 | 0.000 | 0.000 | ||
| 14844 | 2023.05.02 03:10 | modify | 4946 | 0.50 | 137.386 | 135.786 | 138.686 | ||
| 14845 | 2023.05.02 03:15 | buy | 4947 | 0.70 | 137.348 | 0.000 | 0.000 | ||
| 14846 | 2023.05.02 03:15 | modify | 4947 | 0.70 | 137.348 | 136.048 | 137.748 | ||
| 14847 | 2023.05.02 03:55 | close | 4947 | 0.70 | 137.506 | 136.048 | 137.748 | 11060.00 | 12498923.88 |
| 14848 | 2023.05.02 07:00 | close | 4946 | 0.50 | 137.490 | 135.786 | 138.686 | 5200.00 | 12504123.88 |
| 14849 | 2023.05.04 10:25 | sell | 4948 | 0.70 | 134.720 | 0.000 | 0.000 | ||
| 14850 | 2023.05.04 10:25 | modify | 4948 | 0.70 | 134.720 | 136.020 | 134.320 | ||