Strategy Tester Report
ZigZag_Insight
| 通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2015.01.02 09:00 - 2024.05.02 23:50 (2015.01.01 - 2024.05.03) | ||||
| 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 | MagicNo=50795; Lots=0.01; A_SPREAD=15; E_Depth=16; E_Deviation=5; E_Backstep=3; STOP_LOSS=520; Position_Suu=5; Nanpin_Rieki_L1=650; Nanpin_Rieki_S1=1100; Nanpin_Rieki_L2=1700; Nanpin_Rieki_S2=1300; test=100; | ||||
| テストバー数 | 694905 | モデルティック数 | 237025069 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 3 | ||||
| 初期証拠金 | 500000.00 | スプレッド | 10 | ||
| 純益 | 325762.02 | 総利益 | 730311.24 | 総損失 | -404549.22 |
| プロフィットファクタ | 1.81 | 期待利得 | 105.80 | ||
| 絶対ドローダウン | 17695.00 | 最大ドローダウン | 21785.74 (4.04%) | 相対ドローダウン | 4.05% (20354.00) |
| 総取引数 | 3079 | 売りポジション(勝率%） | 1510 (78.41%) | 買いポジション(勝率%） | 1569 (76.74%) |
| 勝率(%) | 2388 (77.56%) | 負率 (%) | 691 (22.44%) | ||
| 最大 | 勝トレード | 12800.00 | 敗トレード | -4160.00 | |
| 平均 | 勝トレード | 305.83 | 敗トレード | -585.45 | |
| 最大 | 連勝(金額) | 36 (9093.26) | 連敗(金額) | 7 (-4428.84) | |
| 最大 | 連勝(トレード数) | 18101.00 (7) | 連敗(トレード数) | -8026.00 (6) | |
| 平均 | 連勝 | 6 | 連敗 | 2 | |
1ページ目次へ
| # | 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 |
| 1 | 2015.01.02 17:15 | buy | 1 | 0.01 | 120.431 | 119.911 | 120.931 | ||
| 2 | 2015.01.02 17:35 | buy | 2 | 0.02 | 120.383 | 119.863 | 120.463 | ||
| 3 | 2015.01.02 17:45 | buy | 3 | 0.04 | 120.038 | 119.518 | 120.238 | ||
| 4 | 2015.01.02 18:21 | s/l | 1 | 0.01 | 119.911 | 119.911 | 120.931 | -520.00 | 499480.00 |
| 5 | 2015.01.02 18:21 | s/l | 2 | 0.02 | 119.863 | 119.863 | 120.463 | -1040.00 | 498440.00 |
| 6 | 2015.01.02 18:55 | close | 3 | 0.04 | 120.201 | 119.518 | 120.238 | 652.00 | 499092.00 |
| 7 | 2015.01.06 14:00 | sell | 4 | 0.01 | 119.308 | 119.828 | 118.808 | ||
| 8 | 2015.01.06 14:19 | close | 4 | 0.01 | 119.188 | 119.828 | 118.808 | 120.00 | 499212.00 |
| 9 | 2015.01.06 14:20 | sell | 5 | 0.01 | 119.171 | 119.691 | 118.671 | ||
| 10 | 2015.01.06 15:00 | close | 5 | 0.01 | 119.051 | 119.691 | 118.671 | 120.00 | 499332.00 |
| 11 | 2015.01.06 22:30 | sell | 6 | 0.01 | 118.755 | 119.275 | 118.255 | ||
| 12 | 2015.01.06 22:51 | close | 6 | 0.01 | 118.632 | 119.275 | 118.255 | 123.00 | 499455.00 |
| 13 | 2015.01.06 22:55 | sell | 7 | 0.01 | 118.612 | 119.132 | 118.112 | ||
| 14 | 2015.01.06 23:00 | close | 7 | 0.01 | 118.491 | 119.132 | 118.112 | 121.00 | 499576.00 |
| 15 | 2015.01.07 02:15 | sell | 8 | 0.01 | 118.808 | 119.328 | 118.308 | ||
| 16 | 2015.01.07 03:15 | sell | 9 | 0.02 | 118.868 | 119.388 | 118.738 | ||
| 17 | 2015.01.07 03:30 | sell | 10 | 0.04 | 118.952 | 119.472 | 118.752 | ||
| 18 | 2015.01.07 04:15 | sell | 11 | 0.08 | 119.068 | 119.588 | 118.668 | ||
| 19 | 2015.01.07 04:30 | sell | 12 | 0.16 | 119.151 | 119.671 | 118.351 | ||
| 20 | 2015.01.07 05:14 | close | 8 | 0.01 | 119.032 | 119.328 | 118.308 | -224.00 | 499352.00 |
| 21 | 2015.01.07 05:14 | close | 9 | 0.02 | 119.032 | 119.388 | 118.738 | -328.00 | 499024.00 |
| 22 | 2015.01.07 05:14 | close | 10 | 0.04 | 119.032 | 119.472 | 118.752 | -320.00 | 498704.00 |
| 23 | 2015.01.07 05:14 | close | 11 | 0.08 | 119.032 | 119.588 | 118.668 | 288.00 | 498992.00 |
| 24 | 2015.01.07 05:14 | close | 12 | 0.16 | 119.032 | 119.671 | 118.351 | 1904.00 | 500896.00 |
| 25 | 2015.01.08 15:30 | buy | 13 | 0.01 | 119.715 | 119.195 | 120.215 | ||
| 26 | 2015.01.08 15:45 | buy | 14 | 0.02 | 119.574 | 119.054 | 119.654 | ||
| 27 | 2015.01.08 16:00 | buy | 15 | 0.04 | 119.460 | 118.940 | 119.660 | ||
| 28 | 2015.01.08 16:33 | close | 13 | 0.01 | 119.622 | 119.195 | 120.215 | -93.00 | 500803.00 |
| 29 | 2015.01.08 16:33 | close | 14 | 0.02 | 119.622 | 119.054 | 119.654 | 96.00 | 500899.00 |
| 30 | 2015.01.08 16:33 | close | 15 | 0.04 | 119.622 | 118.940 | 119.660 | 648.00 | 501547.00 |
| 31 | 2015.01.12 04:15 | sell | 16 | 0.01 | 118.418 | 118.938 | 117.918 | ||
| 32 | 2015.01.12 05:18 | close | 16 | 0.01 | 118.297 | 118.938 | 117.918 | 121.00 | 501668.00 |
| 33 | 2015.01.12 10:00 | sell | 17 | 0.01 | 118.307 | 118.827 | 117.807 | ||
| 34 | 2015.01.12 10:15 | sell | 18 | 0.02 | 118.481 | 119.001 | 118.351 | ||
| 35 | 2015.01.12 11:00 | s/l | 17 | 0.01 | 118.827 | 118.827 | 117.807 | -520.00 | 501148.00 |
| 36 | 2015.01.12 11:42 | s/l | 18 | 0.02 | 119.001 | 119.001 | 118.351 | -1040.00 | 500108.00 |
| 37 | 2015.01.14 19:30 | sell | 19 | 0.01 | 116.935 | 117.455 | 116.435 | ||
| 38 | 2015.01.14 19:45 | sell | 20 | 0.02 | 117.028 | 117.548 | 116.898 | ||
| 39 | 2015.01.14 20:41 | t/p | 20 | 0.02 | 116.898 | 117.548 | 116.898 | 260.00 | 500368.00 |
| 40 | 2015.01.14 21:15 | sell | 21 | 0.02 | 117.167 | 117.687 | 117.037 | ||
| 41 | 2015.01.14 21:30 | sell | 22 | 0.04 | 117.356 | 117.876 | 117.156 | ||
| 42 | 2015.01.15 00:29 | t/p | 22 | 0.04 | 117.156 | 117.876 | 117.156 | 800.00 | 501168.00 |
| 43 | 2015.01.15 01:51 | s/l | 19 | 0.01 | 117.455 | 117.455 | 116.435 | -520.00 | 500648.00 |
| 44 | 2015.01.15 02:15 | sell | 23 | 0.03 | 117.616 | 118.136 | 117.486 | ||
| 45 | 2015.01.15 02:30 | t/p | 23 | 0.03 | 117.486 | 118.136 | 117.486 | 390.00 | 501038.00 |
| 46 | 2015.01.15 02:54 | s/l | 21 | 0.02 | 117.687 | 117.687 | 117.037 | -1040.00 | 499998.00 |
| 47 | 2015.01.15 03:15 | sell | 24 | 0.01 | 117.586 | 118.106 | 117.086 | ||
| 48 | 2015.01.15 03:30 | sell | 25 | 0.02 | 117.692 | 118.212 | 117.562 | ||
| 49 | 2015.01.15 04:15 | sell | 26 | 0.04 | 117.748 | 118.268 | 117.548 | ||
| 50 | 2015.01.15 04:30 | sell | 27 | 0.08 | 117.798 | 118.318 | 117.398 | ||
| 51 | 2015.01.15 05:20 | close | 24 | 0.01 | 117.668 | 118.106 | 117.086 | -82.00 | 499916.00 |
| 52 | 2015.01.15 05:20 | close | 25 | 0.02 | 117.668 | 118.212 | 117.562 | 48.00 | 499964.00 |
| 53 | 2015.01.15 05:20 | close | 26 | 0.04 | 117.668 | 118.268 | 117.548 | 320.00 | 500284.00 |
| 54 | 2015.01.15 05:20 | close | 27 | 0.08 | 117.668 | 118.318 | 117.398 | 1040.00 | 501324.00 |
| 55 | 2015.01.15 08:15 | sell | 28 | 0.01 | 117.919 | 118.439 | 117.419 | ||
| 56 | 2015.01.15 08:52 | close | 28 | 0.01 | 117.798 | 118.439 | 117.419 | 121.00 | 501445.00 |
| 57 | 2015.01.19 03:15 | buy | 29 | 0.01 | 117.391 | 116.871 | 117.891 | ||
| 58 | 2015.01.19 03:30 | buy | 30 | 0.02 | 117.073 | 116.553 | 117.153 | ||
| 59 | 2015.01.19 03:43 | t/p | 30 | 0.02 | 117.153 | 116.553 | 117.153 | 160.00 | 501605.00 |
| 60 | 2015.01.19 03:45 | buy | 31 | 0.02 | 117.110 | 116.590 | 117.190 | ||
| 61 | 2015.01.19 03:56 | t/p | 31 | 0.02 | 117.190 | 116.590 | 117.190 | 160.00 | 501765.00 |
| 62 | 2015.01.19 05:30 | buy | 32 | 0.02 | 116.988 | 116.468 | 117.068 | ||
| 63 | 2015.01.19 05:40 | t/p | 32 | 0.02 | 117.068 | 116.468 | 117.068 | 160.00 | 501925.00 |
| 64 | 2015.01.19 16:10 | close | 29 | 0.01 | 117.552 | 116.871 | 117.891 | 161.00 | 502086.00 |
| 65 | 2015.01.20 17:00 | buy | 33 | 0.01 | 118.481 | 117.961 | 118.981 | ||
| 66 | 2015.01.20 18:15 | buy | 34 | 0.02 | 118.367 | 117.847 | 118.447 | ||
| 67 | 2015.01.20 18:20 | t/p | 34 | 0.02 | 118.447 | 117.847 | 118.447 | 160.00 | 502246.00 |
| 68 | 2015.01.20 18:25 | buy | 35 | 0.02 | 118.412 | 117.892 | 118.492 | ||
| 69 | 2015.01.20 19:01 | t/p | 35 | 0.02 | 118.492 | 117.892 | 118.492 | 160.00 | 502406.00 |
| 70 | 2015.01.20 19:37 | close | 33 | 0.01 | 118.643 | 117.961 | 118.981 | 162.00 | 502568.00 |
| 71 | 2015.01.21 01:15 | buy | 36 | 0.01 | 118.698 | 118.178 | 119.198 | ||
| 72 | 2015.01.21 02:45 | buy | 37 | 0.02 | 118.600 | 118.080 | 118.680 | ||
| 73 | 2015.01.21 03:15 | buy | 38 | 0.04 | 118.531 | 118.011 | 118.731 | ||
| 74 | 2015.01.21 03:45 | buy | 39 | 0.08 | 118.478 | 117.958 | 118.878 | ||
| 75 | 2015.01.21 04:38 | s/l | 36 | 0.01 | 118.178 | 118.178 | 119.198 | -520.00 | 502048.00 |
| 76 | 2015.01.21 05:29 | s/l | 37 | 0.02 | 118.080 | 118.080 | 118.680 | -1040.00 | 501008.00 |
| 77 | 2015.01.21 05:29 | s/l | 38 | 0.04 | 118.011 | 118.011 | 118.731 | -2080.00 | 498928.00 |
| 78 | 2015.01.21 05:29 | s/l | 39 | 0.08 | 117.958 | 117.958 | 118.878 | -4160.00 | 494768.00 |
| 79 | 2015.01.21 18:00 | sell | 40 | 0.01 | 117.739 | 118.259 | 117.239 | ||
| 80 | 2015.01.21 18:07 | close | 40 | 0.01 | 117.618 | 118.259 | 117.239 | 121.00 | 494889.00 |
| 81 | 2015.01.21 18:15 | sell | 41 | 0.01 | 117.641 | 118.161 | 117.141 | ||
| 82 | 2015.01.21 18:25 | sell | 42 | 0.02 | 117.698 | 118.218 | 117.568 | ||
| 83 | 2015.01.21 18:45 | sell | 43 | 0.04 | 117.768 | 118.288 | 117.568 | ||
| 84 | 2015.01.21 19:18 | s/l | 41 | 0.01 | 118.161 | 118.161 | 117.141 | -520.00 | 494369.00 |
| 85 | 2015.01.22 05:02 | s/l | 42 | 0.02 | 118.218 | 118.218 | 117.568 | -1040.00 | 493329.00 |
| 86 | 2015.01.22 05:02 | s/l | 43 | 0.04 | 118.288 | 118.288 | 117.568 | -2080.00 | 491249.00 |
| 87 | 2015.01.22 09:30 | buy | 44 | 0.01 | 118.106 | 117.586 | 118.606 | ||
| 88 | 2015.01.22 09:45 | buy | 45 | 0.02 | 117.966 | 117.446 | 118.046 | ||
| 89 | 2015.01.22 10:08 | t/p | 45 | 0.02 | 118.046 | 117.446 | 118.046 | 160.00 | 491409.00 |
| 90 | 2015.01.22 10:10 | buy | 46 | 0.02 | 118.054 | 117.534 | 118.134 | ||
| 91 | 2015.01.22 10:45 | buy | 47 | 0.04 | 117.937 | 117.417 | 118.137 | ||
| 92 | 2015.01.22 11:00 | buy | 48 | 0.08 | 117.886 | 117.366 | 118.286 | ||
| 93 | 2015.01.22 12:53 | s/l | 44 | 0.01 | 117.586 | 117.586 | 118.606 | -520.00 | 490889.00 |
| 94 | 2015.01.22 14:25 | s/l | 46 | 0.02 | 117.534 | 117.534 | 118.134 | -1040.00 | 489849.00 |
| 95 | 2015.01.22 15:41 | close | 47 | 0.04 | 118.045 | 117.417 | 118.137 | 432.00 | 490281.00 |
| 96 | 2015.01.22 15:41 | close | 48 | 0.08 | 118.045 | 117.366 | 118.286 | 1272.00 | 491553.00 |
| 97 | 2015.01.22 19:45 | sell | 49 | 0.01 | 118.073 | 118.593 | 117.573 | ||
| 98 | 2015.01.22 22:46 | s/l | 49 | 0.01 | 118.593 | 118.593 | 117.573 | -520.00 | 491033.00 |
| 99 | 2015.01.26 08:15 | sell | 50 | 0.01 | 117.777 | 118.297 | 117.277 | ||
| 100 | 2015.01.26 08:30 | sell | 51 | 0.02 | 117.844 | 118.364 | 117.714 | ||
| 101 | 2015.01.26 08:45 | sell | 52 | 0.04 | 117.900 | 118.420 | 117.700 | ||
| 102 | 2015.01.26 09:15 | sell | 53 | 0.08 | 118.150 | 118.670 | 117.750 | ||
| 103 | 2015.01.26 10:30 | sell | 54 | 0.16 | 118.202 | 118.722 | 117.402 | ||
| 104 | 2015.01.26 10:32 | s/l | 50 | 0.01 | 118.297 | 118.297 | 117.277 | -520.00 | 490513.00 |
| 105 | 2015.01.26 11:01 | s/l | 51 | 0.02 | 118.364 | 118.364 | 117.714 | -1040.00 | 489473.00 |
| 106 | 2015.01.26 11:58 | close | 52 | 0.04 | 118.096 | 118.420 | 117.700 | -784.00 | 488689.00 |
| 107 | 2015.01.26 11:58 | close | 53 | 0.08 | 118.096 | 118.670 | 117.750 | 432.00 | 489121.00 |
| 108 | 2015.01.26 11:58 | close | 54 | 0.16 | 118.096 | 118.722 | 117.402 | 1696.00 | 490817.00 |
| 109 | 2015.01.26 15:15 | sell | 55 | 0.01 | 118.302 | 118.822 | 117.802 | ||
| 110 | 2015.01.26 15:25 | sell | 56 | 0.02 | 118.350 | 118.870 | 118.220 | ||
| 111 | 2015.01.26 15:45 | sell | 57 | 0.04 | 118.446 | 118.966 | 118.246 | ||
| 112 | 2015.01.26 16:40 | t/p | 57 | 0.04 | 118.246 | 118.966 | 118.246 | 800.00 | 491617.00 |
| 113 | 2015.01.26 16:45 | t/p | 56 | 0.02 | 118.220 | 118.870 | 118.220 | 260.00 | 491877.00 |
| 114 | 2015.01.26 16:46 | close | 55 | 0.01 | 118.181 | 118.822 | 117.802 | 121.00 | 491998.00 |
| 115 | 2015.01.29 17:45 | buy | 58 | 0.01 | 117.857 | 117.337 | 118.357 | ||
| 116 | 2015.01.29 17:58 | close | 58 | 0.01 | 118.018 | 117.337 | 118.357 | 161.00 | 492159.00 |
| 117 | 2015.01.29 23:00 | buy | 59 | 0.01 | 118.300 | 117.780 | 118.800 | ||
| 118 | 2015.01.30 09:05 | s/l | 59 | 0.01 | 117.780 | 117.780 | 118.800 | -516.74 | 491642.26 |
| 119 | 2015.01.30 21:30 | sell | 60 | 0.01 | 117.646 | 118.166 | 117.146 | ||
| 120 | 2015.01.30 21:45 | close | 60 | 0.01 | 117.524 | 118.166 | 117.146 | 122.00 | 491764.26 |
| 121 | 2015.01.30 21:50 | sell | 61 | 0.01 | 117.495 | 118.015 | 116.995 | ||
| 122 | 2015.01.30 22:21 | close | 61 | 0.01 | 117.374 | 118.015 | 116.995 | 121.00 | 491885.26 |
| 123 | 2015.02.02 04:00 | sell | 62 | 0.01 | 117.607 | 118.127 | 117.107 | ||
| 124 | 2015.02.02 17:00 | close | 62 | 0.01 | 117.485 | 118.127 | 117.107 | 122.00 | 492007.26 |
| 125 | 2015.02.02 22:45 | sell | 63 | 0.01 | 117.467 | 117.987 | 116.967 | ||
| 126 | 2015.02.02 23:05 | sell | 64 | 0.02 | 117.508 | 118.028 | 117.378 | ||
| 127 | 2015.02.02 23:45 | sell | 65 | 0.04 | 117.609 | 118.129 | 117.409 | ||
| 128 | 2015.02.03 02:38 | t/p | 65 | 0.04 | 117.409 | 118.129 | 117.409 | 800.00 | 492807.26 |
| 129 | 2015.02.03 02:43 | t/p | 64 | 0.02 | 117.378 | 118.028 | 117.378 | 260.00 | 493067.26 |
| 130 | 2015.02.03 02:44 | close | 63 | 0.01 | 117.346 | 117.987 | 116.967 | 121.00 | 493188.26 |
| 131 | 2015.02.05 19:30 | buy | 66 | 0.01 | 117.341 | 116.821 | 117.841 | ||
| 132 | 2015.02.05 20:15 | close | 66 | 0.01 | 117.502 | 116.821 | 117.841 | 161.00 | 493349.26 |
| 133 | 2015.02.06 02:45 | buy | 67 | 0.01 | 117.459 | 116.939 | 117.959 | ||
| 134 | 2015.02.06 04:00 | buy | 68 | 0.02 | 117.381 | 116.861 | 117.461 | ||
| 135 | 2015.02.06 05:30 | buy | 69 | 0.04 | 117.307 | 116.787 | 117.507 | ||
| 136 | 2015.02.06 15:30 | close | 67 | 0.01 | 117.453 | 116.939 | 117.959 | -6.00 | 493343.26 |
| 137 | 2015.02.06 15:30 | close | 68 | 0.02 | 117.453 | 116.861 | 117.461 | 144.00 | 493487.26 |
| 138 | 2015.02.06 15:30 | close | 69 | 0.04 | 117.453 | 116.787 | 117.507 | 584.00 | 494071.26 |
| 139 | 2015.02.10 02:15 | sell | 70 | 0.01 | 118.615 | 119.135 | 118.115 | ||
| 140 | 2015.02.10 02:45 | close | 70 | 0.01 | 118.493 | 119.135 | 118.115 | 122.00 | 494193.26 |
| 141 | 2015.02.12 01:30 | buy | 71 | 0.01 | 120.200 | 119.680 | 120.700 | ||
| 142 | 2015.02.12 09:11 | close | 71 | 0.01 | 120.361 | 119.680 | 120.700 | 161.00 | 494354.26 |
| 143 | 2015.02.13 00:00 | sell | 72 | 0.01 | 119.091 | 119.611 | 118.591 | ||
| 144 | 2015.02.13 00:45 | sell | 73 | 0.02 | 119.138 | 119.658 | 119.008 | ||
| 145 | 2015.02.13 01:19 | t/p | 73 | 0.02 | 119.008 | 119.658 | 119.008 | 260.00 | 494614.26 |
| 146 | 2015.02.13 01:19 | close | 72 | 0.01 | 118.968 | 119.611 | 118.591 | 123.00 | 494737.26 |
| 147 | 2015.02.13 10:30 | sell | 74 | 0.01 | 118.953 | 119.473 | 118.453 | ||
| 148 | 2015.02.13 11:16 | close | 74 | 0.01 | 118.833 | 119.473 | 118.453 | 120.00 | 494857.26 |
| 149 | 2015.02.16 20:15 | sell | 75 | 0.01 | 118.390 | 118.910 | 117.890 | ||
| 150 | 2015.02.17 01:45 | sell | 76 | 0.02 | 118.502 | 119.022 | 118.372 | ||
1ページ目次へ