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 | |
| # | 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 |
| 1351 | 2016.12.12 04:15 | buy | 676 | 0.01 | 115.302 | 114.782 | 115.802 | ||
| 1352 | 2016.12.12 04:30 | buy | 677 | 0.02 | 115.256 | 114.736 | 115.336 | ||
| 1353 | 2016.12.12 05:15 | buy | 678 | 0.04 | 115.211 | 114.691 | 115.411 | ||
| 1354 | 2016.12.12 06:03 | close | 676 | 0.01 | 115.330 | 114.782 | 115.802 | 28.00 | 559721.18 |
| 1355 | 2016.12.12 06:03 | close | 677 | 0.02 | 115.330 | 114.736 | 115.336 | 148.00 | 559869.18 |
| 1356 | 2016.12.12 06:03 | close | 678 | 0.04 | 115.330 | 114.691 | 115.411 | 476.00 | 560345.18 |
| 1357 | 2016.12.12 06:05 | buy | 679 | 0.01 | 115.332 | 114.812 | 115.832 | ||
| 1358 | 2016.12.12 06:29 | close | 679 | 0.01 | 115.493 | 114.812 | 115.832 | 161.00 | 560506.18 |
| 1359 | 2016.12.12 13:45 | buy | 680 | 0.01 | 115.755 | 115.235 | 116.255 | ||
| 1360 | 2016.12.12 15:30 | buy | 681 | 0.02 | 115.458 | 114.938 | 115.538 | ||
| 1361 | 2016.12.12 15:32 | t/p | 681 | 0.02 | 115.538 | 114.938 | 115.538 | 160.00 | 560666.18 |
| 1362 | 2016.12.12 15:35 | buy | 682 | 0.02 | 115.506 | 114.986 | 115.586 | ||
| 1363 | 2016.12.12 16:06 | t/p | 682 | 0.02 | 115.586 | 114.986 | 115.586 | 160.00 | 560826.18 |
| 1364 | 2016.12.12 16:24 | s/l | 680 | 0.01 | 115.235 | 115.235 | 116.255 | -520.00 | 560306.18 |
| 1365 | 2016.12.12 16:30 | buy | 683 | 0.01 | 115.353 | 114.833 | 115.853 | ||
| 1366 | 2016.12.12 17:02 | close | 683 | 0.01 | 115.514 | 114.833 | 115.853 | 161.00 | 560467.18 |
| 1367 | 2016.12.14 17:15 | sell | 684 | 0.01 | 114.972 | 115.492 | 114.472 | ||
| 1368 | 2016.12.14 18:00 | sell | 685 | 0.02 | 115.093 | 115.613 | 114.963 | ||
| 1369 | 2016.12.14 18:14 | t/p | 685 | 0.02 | 114.963 | 115.613 | 114.963 | 260.00 | 560727.18 |
| 1370 | 2016.12.14 19:15 | sell | 686 | 0.02 | 115.105 | 115.625 | 114.975 | ||
| 1371 | 2016.12.14 20:00 | sell | 687 | 0.04 | 115.148 | 115.668 | 114.948 | ||
| 1372 | 2016.12.14 21:00 | s/l | 684 | 0.01 | 115.492 | 115.492 | 114.472 | -520.00 | 560207.18 |
| 1373 | 2016.12.14 21:00 | s/l | 686 | 0.02 | 115.625 | 115.625 | 114.975 | -1040.00 | 559167.18 |
| 1374 | 2016.12.14 21:00 | s/l | 687 | 0.04 | 115.668 | 115.668 | 114.948 | -2080.00 | 557087.18 |
| 1375 | 2016.12.19 11:00 | sell | 688 | 0.01 | 117.458 | 117.978 | 116.958 | ||
| 1376 | 2016.12.19 11:33 | close | 688 | 0.01 | 117.337 | 117.978 | 116.958 | 121.00 | 557208.18 |
| 1377 | 2016.12.19 12:45 | sell | 689 | 0.01 | 117.511 | 118.031 | 117.011 | ||
| 1378 | 2016.12.19 12:59 | close | 689 | 0.01 | 117.390 | 118.031 | 117.011 | 121.00 | 557329.18 |
| 1379 | 2016.12.19 20:45 | sell | 690 | 0.01 | 117.241 | 117.761 | 116.741 | ||
| 1380 | 2016.12.19 21:45 | sell | 691 | 0.02 | 117.358 | 117.878 | 117.228 | ||
| 1381 | 2016.12.19 21:59 | t/p | 691 | 0.02 | 117.228 | 117.878 | 117.228 | 260.00 | 557589.18 |
| 1382 | 2016.12.19 22:17 | close | 690 | 0.01 | 117.120 | 117.761 | 116.741 | 121.00 | 557710.18 |
| 1383 | 2016.12.20 03:45 | sell | 692 | 0.01 | 117.343 | 117.863 | 116.843 | ||
| 1384 | 2016.12.20 03:56 | close | 692 | 0.01 | 117.223 | 117.863 | 116.843 | 120.00 | 557830.18 |
| 1385 | 2016.12.21 17:30 | sell | 693 | 0.01 | 117.465 | 117.985 | 116.965 | ||
| 1386 | 2016.12.21 18:00 | sell | 694 | 0.02 | 117.721 | 118.241 | 117.591 | ||
| 1387 | 2016.12.21 19:54 | t/p | 694 | 0.02 | 117.591 | 118.241 | 117.591 | 260.00 | 558090.18 |
| 1388 | 2016.12.22 17:04 | close | 693 | 0.01 | 117.345 | 117.985 | 116.965 | 120.00 | 558210.18 |
| 1389 | 2016.12.26 20:00 | sell | 695 | 0.01 | 117.095 | 117.615 | 116.595 | ||
| 1390 | 2016.12.27 17:57 | s/l | 695 | 0.01 | 117.615 | 117.615 | 116.595 | -520.00 | 557690.18 |
| 1391 | 2016.12.27 21:00 | buy | 696 | 0.01 | 117.460 | 116.940 | 117.960 | ||
| 1392 | 2016.12.28 00:30 | buy | 697 | 0.02 | 117.404 | 116.884 | 117.484 | ||
| 1393 | 2016.12.28 01:10 | t/p | 697 | 0.02 | 117.484 | 116.884 | 117.484 | 160.00 | 557850.18 |
| 1394 | 2016.12.28 02:54 | close | 696 | 0.01 | 117.621 | 116.940 | 117.960 | 164.26 | 558014.44 |
| 1395 | 2016.12.28 16:45 | buy | 698 | 0.01 | 117.673 | 117.153 | 118.173 | ||
| 1396 | 2016.12.28 18:15 | buy | 699 | 0.02 | 117.592 | 117.072 | 117.672 | ||
| 1397 | 2016.12.28 18:41 | t/p | 699 | 0.02 | 117.672 | 117.072 | 117.672 | 160.00 | 558174.44 |
| 1398 | 2016.12.28 21:14 | s/l | 698 | 0.01 | 117.153 | 117.153 | 118.173 | -520.00 | 557654.44 |
| 1399 | 2017.01.02 16:00 | buy | 700 | 0.01 | 117.333 | 116.813 | 117.833 | ||
| 1400 | 2017.01.02 21:45 | close | 700 | 0.01 | 117.494 | 116.813 | 117.833 | 161.00 | 557815.44 |
| 1401 | 2017.01.03 00:30 | buy | 701 | 0.01 | 117.367 | 116.847 | 117.867 | ||
| 1402 | 2017.01.03 09:03 | close | 701 | 0.01 | 117.528 | 116.847 | 117.867 | 161.00 | 557976.44 |
| 1403 | 2017.01.04 20:30 | sell | 702 | 0.01 | 117.402 | 117.922 | 116.902 | ||
| 1404 | 2017.01.04 21:01 | close | 702 | 0.01 | 117.281 | 117.922 | 116.902 | 121.00 | 558097.44 |
| 1405 | 2017.01.04 21:15 | sell | 703 | 0.01 | 117.278 | 117.798 | 116.778 | ||
| 1406 | 2017.01.04 21:20 | sell | 704 | 0.02 | 117.390 | 117.910 | 117.260 | ||
| 1407 | 2017.01.04 21:30 | sell | 705 | 0.04 | 117.587 | 118.107 | 117.387 | ||
| 1408 | 2017.01.04 21:45 | sell | 706 | 0.08 | 117.675 | 118.195 | 117.275 | ||
| 1409 | 2017.01.04 22:36 | close | 703 | 0.01 | 117.497 | 117.798 | 116.778 | -219.00 | 557878.44 |
| 1410 | 2017.01.04 22:36 | close | 704 | 0.02 | 117.497 | 117.910 | 117.260 | -214.00 | 557664.44 |
| 1411 | 2017.01.04 22:36 | close | 705 | 0.04 | 117.497 | 118.107 | 117.387 | 360.00 | 558024.44 |
| 1412 | 2017.01.04 22:36 | close | 706 | 0.08 | 117.497 | 118.195 | 117.275 | 1424.00 | 559448.44 |
| 1413 | 2017.01.05 11:30 | sell | 707 | 0.01 | 116.599 | 117.119 | 116.099 | ||
| 1414 | 2017.01.05 12:18 | close | 707 | 0.01 | 116.479 | 117.119 | 116.099 | 120.00 | 559568.44 |
| 1415 | 2017.01.05 13:00 | sell | 708 | 0.01 | 116.742 | 117.262 | 116.242 | ||
| 1416 | 2017.01.05 13:21 | close | 708 | 0.01 | 116.621 | 117.262 | 116.242 | 121.00 | 559689.44 |
| 1417 | 2017.01.05 21:30 | sell | 709 | 0.01 | 115.545 | 116.065 | 115.045 | ||
| 1418 | 2017.01.05 23:27 | close | 709 | 0.01 | 115.423 | 116.065 | 115.045 | 122.00 | 559811.44 |
| 1419 | 2017.01.06 02:30 | sell | 710 | 0.01 | 115.468 | 115.988 | 114.968 | ||
| 1420 | 2017.01.06 02:35 | sell | 711 | 0.02 | 115.595 | 116.115 | 115.465 | ||
| 1421 | 2017.01.06 02:50 | sell | 712 | 0.04 | 115.644 | 116.164 | 115.444 | ||
| 1422 | 2017.01.06 03:25 | s/l | 710 | 0.01 | 115.988 | 115.988 | 114.968 | -520.00 | 559291.44 |
| 1423 | 2017.01.06 03:44 | s/l | 711 | 0.02 | 116.115 | 116.115 | 115.465 | -1040.00 | 558251.44 |
| 1424 | 2017.01.06 08:45 | s/l | 712 | 0.04 | 116.164 | 116.164 | 115.444 | -2080.00 | 556171.44 |
| 1425 | 2017.01.09 09:15 | buy | 713 | 0.01 | 117.307 | 116.787 | 117.807 | ||
| 1426 | 2017.01.09 10:15 | buy | 714 | 0.02 | 117.259 | 116.739 | 117.339 | ||
| 1427 | 2017.01.09 10:30 | buy | 715 | 0.04 | 117.192 | 116.672 | 117.392 | ||
| 1428 | 2017.01.09 11:00 | buy | 716 | 0.08 | 117.147 | 116.627 | 117.547 | ||
| 1429 | 2017.01.09 11:30 | buy | 717 | 0.16 | 117.014 | 116.494 | 117.814 | ||
| 1430 | 2017.01.09 12:40 | close | 713 | 0.01 | 117.152 | 116.787 | 117.807 | -155.00 | 556016.44 |
| 1431 | 2017.01.09 12:40 | close | 714 | 0.02 | 117.152 | 116.739 | 117.339 | -214.00 | 555802.44 |
| 1432 | 2017.01.09 12:40 | close | 715 | 0.04 | 117.152 | 116.672 | 117.392 | -160.00 | 555642.44 |
| 1433 | 2017.01.09 12:40 | close | 716 | 0.08 | 117.152 | 116.627 | 117.547 | 40.00 | 555682.44 |
| 1434 | 2017.01.09 12:40 | close | 717 | 0.16 | 117.152 | 116.494 | 117.814 | 2208.00 | 557890.44 |
| 1435 | 2017.01.09 13:30 | buy | 718 | 0.01 | 116.832 | 116.312 | 117.332 | ||
| 1436 | 2017.01.09 13:45 | buy | 719 | 0.02 | 116.703 | 116.183 | 116.783 | ||
| 1437 | 2017.01.09 14:02 | t/p | 719 | 0.02 | 116.783 | 116.183 | 116.783 | 160.00 | 558050.44 |
| 1438 | 2017.01.09 14:30 | buy | 720 | 0.02 | 116.650 | 116.130 | 116.730 | ||
| 1439 | 2017.01.09 15:30 | buy | 721 | 0.04 | 116.454 | 115.934 | 116.654 | ||
| 1440 | 2017.01.09 16:07 | s/l | 718 | 0.01 | 116.312 | 116.312 | 117.332 | -520.00 | 557530.44 |
| 1441 | 2017.01.09 16:15 | buy | 722 | 0.07 | 116.283 | 115.763 | 116.483 | ||
| 1442 | 2017.01.09 16:45 | buy | 723 | 0.14 | 116.228 | 115.708 | 116.628 | ||
| 1443 | 2017.01.09 16:52 | close | 720 | 0.02 | 116.370 | 116.130 | 116.730 | -560.00 | 556970.44 |
| 1444 | 2017.01.09 16:52 | close | 721 | 0.04 | 116.370 | 115.934 | 116.654 | -336.00 | 556634.44 |
| 1445 | 2017.01.09 16:52 | close | 722 | 0.07 | 116.370 | 115.763 | 116.483 | 609.00 | 557243.44 |
| 1446 | 2017.01.09 16:52 | close | 723 | 0.14 | 116.370 | 115.708 | 116.628 | 1988.00 | 559231.44 |
| 1447 | 2017.01.09 16:55 | buy | 724 | 0.01 | 116.409 | 115.889 | 116.909 | ||
| 1448 | 2017.01.09 18:45 | buy | 725 | 0.02 | 116.091 | 115.571 | 116.171 | ||
| 1449 | 2017.01.09 19:05 | t/p | 725 | 0.02 | 116.171 | 115.571 | 116.171 | 160.00 | 559391.44 |
| 1450 | 2017.01.10 00:01 | s/l | 724 | 0.01 | 115.889 | 115.889 | 116.909 | -516.74 | 558874.70 |
| 1451 | 2017.01.10 09:00 | sell | 726 | 0.01 | 115.752 | 116.272 | 115.252 | ||
| 1452 | 2017.01.10 09:45 | sell | 727 | 0.02 | 115.861 | 116.381 | 115.731 | ||
| 1453 | 2017.01.10 10:49 | t/p | 727 | 0.02 | 115.731 | 116.381 | 115.731 | 260.00 | 559134.70 |
| 1454 | 2017.01.10 11:30 | sell | 728 | 0.02 | 116.038 | 116.558 | 115.908 | ||
| 1455 | 2017.01.10 11:40 | t/p | 728 | 0.02 | 115.908 | 116.558 | 115.908 | 260.00 | 559394.70 |
| 1456 | 2017.01.10 14:45 | sell | 729 | 0.02 | 116.147 | 116.667 | 116.017 | ||
| 1457 | 2017.01.10 14:54 | s/l | 726 | 0.01 | 116.272 | 116.272 | 115.252 | -520.00 | 558874.70 |
| 1458 | 2017.01.10 16:21 | t/p | 729 | 0.02 | 116.017 | 116.667 | 116.017 | 260.00 | 559134.70 |
| 1459 | 2017.01.13 20:15 | buy | 730 | 0.01 | 114.710 | 114.190 | 115.210 | ||
| 1460 | 2017.01.13 21:00 | buy | 731 | 0.02 | 114.630 | 114.110 | 114.710 | ||
| 1461 | 2017.01.13 21:05 | buy | 732 | 0.04 | 114.568 | 114.048 | 114.768 | ||
| 1462 | 2017.01.13 21:15 | buy | 733 | 0.08 | 114.459 | 113.939 | 114.859 | ||
| 1463 | 2017.01.13 21:45 | buy | 734 | 0.16 | 114.376 | 113.856 | 115.176 | ||
| 1464 | 2017.01.13 22:05 | close | 730 | 0.01 | 114.505 | 114.190 | 115.210 | -205.00 | 558929.70 |
| 1465 | 2017.01.13 22:05 | close | 731 | 0.02 | 114.505 | 114.110 | 114.710 | -250.00 | 558679.70 |
| 1466 | 2017.01.13 22:05 | close | 732 | 0.04 | 114.505 | 114.048 | 114.768 | -252.00 | 558427.70 |
| 1467 | 2017.01.13 22:05 | close | 733 | 0.08 | 114.505 | 113.939 | 114.859 | 368.00 | 558795.70 |
| 1468 | 2017.01.13 22:05 | close | 734 | 0.16 | 114.505 | 113.856 | 115.176 | 2064.00 | 560859.70 |
| 1469 | 2017.01.16 00:15 | buy | 735 | 0.01 | 114.449 | 113.929 | 114.949 | ||
| 1470 | 2017.01.16 01:15 | buy | 736 | 0.02 | 114.254 | 113.734 | 114.334 | ||
| 1471 | 2017.01.16 02:13 | t/p | 736 | 0.02 | 114.334 | 113.734 | 114.334 | 160.00 | 561019.70 |
| 1472 | 2017.01.16 08:00 | s/l | 735 | 0.01 | 113.929 | 113.929 | 114.949 | -520.00 | 560499.70 |
| 1473 | 2017.01.18 01:45 | sell | 737 | 0.01 | 112.876 | 113.396 | 112.376 | ||
| 1474 | 2017.01.18 02:56 | close | 737 | 0.01 | 112.756 | 113.396 | 112.376 | 120.00 | 560619.70 |
| 1475 | 2017.01.18 03:30 | sell | 738 | 0.01 | 112.988 | 113.508 | 112.488 | ||
| 1476 | 2017.01.18 04:30 | sell | 739 | 0.02 | 113.123 | 113.643 | 112.993 | ||
| 1477 | 2017.01.18 05:18 | t/p | 739 | 0.02 | 112.993 | 113.643 | 112.993 | 260.00 | 560879.70 |
| 1478 | 2017.01.18 07:15 | sell | 740 | 0.02 | 113.163 | 113.683 | 113.033 | ||
| 1479 | 2017.01.18 07:30 | sell | 741 | 0.04 | 113.301 | 113.821 | 113.101 | ||
| 1480 | 2017.01.18 09:30 | sell | 742 | 0.08 | 113.346 | 113.866 | 112.946 | ||
| 1481 | 2017.01.18 10:08 | close | 738 | 0.01 | 113.199 | 113.508 | 112.488 | -211.00 | 560668.70 |
| 1482 | 2017.01.18 10:08 | close | 740 | 0.02 | 113.199 | 113.683 | 113.033 | -72.00 | 560596.70 |
| 1483 | 2017.01.18 10:08 | close | 741 | 0.04 | 113.199 | 113.821 | 113.101 | 408.00 | 561004.70 |
| 1484 | 2017.01.18 10:08 | close | 742 | 0.08 | 113.199 | 113.866 | 112.946 | 1176.00 | 562180.70 |
| 1485 | 2017.01.18 13:45 | sell | 743 | 0.01 | 113.434 | 113.954 | 112.934 | ||
| 1486 | 2017.01.18 14:20 | close | 743 | 0.01 | 113.313 | 113.954 | 112.934 | 121.00 | 562301.70 |
| 1487 | 2017.01.18 15:15 | sell | 744 | 0.01 | 113.502 | 114.022 | 113.002 | ||
| 1488 | 2017.01.18 15:36 | close | 744 | 0.01 | 113.381 | 114.022 | 113.002 | 121.00 | 562422.70 |
| 1489 | 2017.01.19 05:45 | buy | 745 | 0.01 | 114.528 | 114.008 | 115.028 | ||
| 1490 | 2017.01.19 07:24 | close | 745 | 0.01 | 114.689 | 114.008 | 115.028 | 161.00 | 562583.70 |
| 1491 | 2017.01.23 11:45 | sell | 746 | 0.01 | 113.670 | 114.190 | 113.170 | ||
| 1492 | 2017.01.23 12:12 | close | 746 | 0.01 | 113.549 | 114.190 | 113.170 | 121.00 | 562704.70 |
| 1493 | 2017.01.25 02:45 | buy | 747 | 0.01 | 113.762 | 113.242 | 114.262 | ||
| 1494 | 2017.01.25 03:00 | buy | 748 | 0.02 | 113.707 | 113.187 | 113.787 | ||
| 1495 | 2017.01.25 03:10 | t/p | 748 | 0.02 | 113.787 | 113.187 | 113.787 | 160.00 | 562864.70 |
| 1496 | 2017.01.25 03:30 | buy | 749 | 0.02 | 113.590 | 113.070 | 113.670 | ||
| 1497 | 2017.01.25 03:55 | buy | 750 | 0.04 | 113.534 | 113.014 | 113.734 | ||
| 1498 | 2017.01.25 04:30 | buy | 751 | 0.08 | 113.447 | 112.927 | 113.847 | ||
| 1499 | 2017.01.25 07:29 | close | 747 | 0.01 | 113.624 | 113.242 | 114.262 | -138.00 | 562726.70 |
| 1500 | 2017.01.25 07:29 | close | 749 | 0.02 | 113.624 | 113.070 | 113.670 | 68.00 | 562794.70 |