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 |
| 1501 | 2017.01.25 07:29 | close | 750 | 0.04 | 113.624 | 113.014 | 113.734 | 360.00 | 563154.70 |
| 1502 | 2017.01.25 07:29 | close | 751 | 0.08 | 113.624 | 112.927 | 113.847 | 1416.00 | 564570.70 |
| 1503 | 2017.01.26 16:00 | buy | 752 | 0.01 | 114.247 | 113.727 | 114.747 | ||
| 1504 | 2017.01.26 17:11 | close | 752 | 0.01 | 114.408 | 113.727 | 114.747 | 161.00 | 564731.70 |
| 1505 | 2017.01.27 12:00 | buy | 753 | 0.01 | 114.983 | 114.463 | 115.483 | ||
| 1506 | 2017.01.27 14:17 | close | 753 | 0.01 | 115.144 | 114.463 | 115.483 | 161.00 | 564892.70 |
| 1507 | 2017.01.27 23:45 | buy | 754 | 0.01 | 115.076 | 114.556 | 115.576 | ||
| 1508 | 2017.01.30 00:15 | buy | 755 | 0.02 | 114.894 | 114.374 | 114.974 | ||
| 1509 | 2017.01.30 03:01 | s/l | 754 | 0.01 | 114.556 | 114.556 | 115.576 | -516.74 | 564375.96 |
| 1510 | 2017.01.30 03:44 | s/l | 755 | 0.02 | 114.374 | 114.374 | 114.974 | -1040.00 | 563335.96 |
| 1511 | 2017.01.30 23:45 | sell | 756 | 0.01 | 113.795 | 114.315 | 113.295 | ||
| 1512 | 2017.01.31 01:54 | close | 756 | 0.01 | 113.674 | 114.315 | 113.295 | 121.00 | 563456.96 |
| 1513 | 2017.01.31 09:30 | sell | 757 | 0.01 | 113.667 | 114.187 | 113.167 | ||
| 1514 | 2017.01.31 09:55 | close | 757 | 0.01 | 113.546 | 114.187 | 113.167 | 121.00 | 563577.96 |
| 1515 | 2017.01.31 10:15 | sell | 758 | 0.01 | 113.671 | 114.191 | 113.171 | ||
| 1516 | 2017.01.31 13:59 | close | 758 | 0.01 | 113.551 | 114.191 | 113.171 | 120.00 | 563697.96 |
| 1517 | 2017.02.02 10:15 | sell | 759 | 0.01 | 112.841 | 113.361 | 112.341 | ||
| 1518 | 2017.02.02 10:34 | close | 759 | 0.01 | 112.720 | 113.361 | 112.341 | 121.00 | 563818.96 |
| 1519 | 2017.02.02 16:15 | sell | 760 | 0.01 | 112.451 | 112.971 | 111.951 | ||
| 1520 | 2017.02.02 16:32 | close | 760 | 0.01 | 112.330 | 112.971 | 111.951 | 121.00 | 563939.96 |
| 1521 | 2017.02.02 18:15 | sell | 761 | 0.01 | 112.612 | 113.132 | 112.112 | ||
| 1522 | 2017.02.02 18:52 | close | 761 | 0.01 | 112.491 | 113.132 | 112.112 | 121.00 | 564060.96 |
| 1523 | 2017.02.02 19:30 | sell | 762 | 0.01 | 112.723 | 113.243 | 112.223 | ||
| 1524 | 2017.02.02 20:31 | close | 762 | 0.01 | 112.602 | 113.243 | 112.223 | 121.00 | 564181.96 |
| 1525 | 2017.02.02 23:45 | sell | 763 | 0.01 | 112.780 | 113.300 | 112.280 | ||
| 1526 | 2017.02.03 00:20 | sell | 764 | 0.02 | 112.823 | 113.343 | 112.693 | ||
| 1527 | 2017.02.03 01:45 | sell | 765 | 0.04 | 112.875 | 113.395 | 112.675 | ||
| 1528 | 2017.02.03 03:15 | t/p | 764 | 0.02 | 112.693 | 113.343 | 112.693 | 260.00 | 564441.96 |
| 1529 | 2017.02.03 03:15 | t/p | 765 | 0.04 | 112.675 | 113.395 | 112.675 | 800.00 | 565241.96 |
| 1530 | 2017.02.03 03:15 | close | 763 | 0.01 | 112.659 | 113.300 | 112.280 | 121.00 | 565362.96 |
| 1531 | 2017.02.06 07:00 | sell | 766 | 0.01 | 112.530 | 113.050 | 112.030 | ||
| 1532 | 2017.02.06 09:00 | sell | 767 | 0.02 | 112.637 | 113.157 | 112.507 | ||
| 1533 | 2017.02.06 09:15 | sell | 768 | 0.04 | 112.717 | 113.237 | 112.517 | ||
| 1534 | 2017.02.06 11:33 | t/p | 768 | 0.04 | 112.517 | 113.237 | 112.517 | 800.00 | 566162.96 |
| 1535 | 2017.02.06 13:07 | t/p | 767 | 0.02 | 112.507 | 113.157 | 112.507 | 260.00 | 566422.96 |
| 1536 | 2017.02.06 13:20 | close | 766 | 0.01 | 112.409 | 113.050 | 112.030 | 121.00 | 566543.96 |
| 1537 | 2017.02.06 17:30 | sell | 769 | 0.01 | 112.453 | 112.973 | 111.953 | ||
| 1538 | 2017.02.06 17:48 | close | 769 | 0.01 | 112.333 | 112.973 | 111.953 | 120.00 | 566663.96 |
| 1539 | 2017.02.07 02:15 | sell | 770 | 0.01 | 111.860 | 112.380 | 111.360 | ||
| 1540 | 2017.02.07 02:29 | close | 770 | 0.01 | 111.739 | 112.380 | 111.360 | 121.00 | 566784.96 |
| 1541 | 2017.02.07 02:30 | sell | 771 | 0.01 | 111.726 | 112.246 | 111.226 | ||
| 1542 | 2017.02.07 02:41 | close | 771 | 0.01 | 111.604 | 112.246 | 111.226 | 122.00 | 566906.96 |
| 1543 | 2017.02.07 18:00 | buy | 772 | 0.01 | 112.242 | 111.722 | 112.742 | ||
| 1544 | 2017.02.07 18:20 | buy | 773 | 0.02 | 112.173 | 111.653 | 112.253 | ||
| 1545 | 2017.02.07 18:56 | t/p | 773 | 0.02 | 112.253 | 111.653 | 112.253 | 160.00 | 567066.96 |
| 1546 | 2017.02.07 19:15 | buy | 774 | 0.02 | 112.094 | 111.574 | 112.174 | ||
| 1547 | 2017.02.07 19:30 | buy | 775 | 0.04 | 111.909 | 111.389 | 112.109 | ||
| 1548 | 2017.02.07 21:17 | close | 772 | 0.01 | 112.103 | 111.722 | 112.742 | -139.00 | 566927.96 |
| 1549 | 2017.02.07 21:17 | close | 774 | 0.02 | 112.103 | 111.574 | 112.174 | 18.00 | 566945.96 |
| 1550 | 2017.02.07 21:17 | close | 775 | 0.04 | 112.103 | 111.389 | 112.109 | 776.00 | 567721.96 |
| 1551 | 2017.02.10 10:45 | buy | 776 | 0.01 | 113.651 | 113.131 | 114.151 | ||
| 1552 | 2017.02.10 10:50 | buy | 777 | 0.02 | 113.606 | 113.086 | 113.686 | ||
| 1553 | 2017.02.10 11:54 | t/p | 777 | 0.02 | 113.686 | 113.086 | 113.686 | 160.00 | 567881.96 |
| 1554 | 2017.02.10 13:00 | buy | 778 | 0.02 | 113.548 | 113.028 | 113.628 | ||
| 1555 | 2017.02.10 13:15 | buy | 779 | 0.04 | 113.434 | 112.914 | 113.634 | ||
| 1556 | 2017.02.10 15:34 | close | 776 | 0.01 | 113.592 | 113.131 | 114.151 | -59.00 | 567822.96 |
| 1557 | 2017.02.10 15:34 | close | 778 | 0.02 | 113.592 | 113.028 | 113.628 | 88.00 | 567910.96 |
| 1558 | 2017.02.10 15:34 | close | 779 | 0.04 | 113.592 | 112.914 | 113.634 | 632.00 | 568542.96 |
| 1559 | 2017.02.14 16:45 | sell | 780 | 0.01 | 113.527 | 114.047 | 113.027 | ||
| 1560 | 2017.02.14 17:01 | s/l | 780 | 0.01 | 114.047 | 114.047 | 113.027 | -520.00 | 568022.96 |
| 1561 | 2017.02.15 06:15 | buy | 781 | 0.01 | 114.285 | 113.765 | 114.785 | ||
| 1562 | 2017.02.15 08:00 | close | 781 | 0.01 | 114.446 | 113.765 | 114.785 | 161.00 | 568183.96 |
| 1563 | 2017.02.15 14:30 | buy | 782 | 0.01 | 114.415 | 113.895 | 114.915 | ||
| 1564 | 2017.02.15 15:30 | close | 782 | 0.01 | 114.578 | 113.895 | 114.915 | 163.00 | 568346.96 |
| 1565 | 2017.02.16 15:45 | sell | 783 | 0.01 | 113.689 | 114.209 | 113.189 | ||
| 1566 | 2017.02.16 15:55 | sell | 784 | 0.02 | 113.747 | 114.267 | 113.617 | ||
| 1567 | 2017.02.16 16:00 | sell | 785 | 0.04 | 113.796 | 114.316 | 113.596 | ||
| 1568 | 2017.02.16 16:30 | t/p | 784 | 0.02 | 113.617 | 114.267 | 113.617 | 260.00 | 568606.96 |
| 1569 | 2017.02.16 16:59 | t/p | 785 | 0.04 | 113.596 | 114.316 | 113.596 | 800.00 | 569406.96 |
| 1570 | 2017.02.16 17:00 | close | 783 | 0.01 | 113.568 | 114.209 | 113.189 | 121.00 | 569527.96 |
| 1571 | 2017.02.17 01:30 | sell | 786 | 0.01 | 113.292 | 113.812 | 112.792 | ||
| 1572 | 2017.02.17 02:15 | sell | 787 | 0.02 | 113.396 | 113.916 | 113.266 | ||
| 1573 | 2017.02.17 02:45 | sell | 788 | 0.04 | 113.439 | 113.959 | 113.239 | ||
| 1574 | 2017.02.17 10:17 | t/p | 787 | 0.02 | 113.266 | 113.916 | 113.266 | 260.00 | 569787.96 |
| 1575 | 2017.02.17 10:24 | t/p | 788 | 0.04 | 113.239 | 113.959 | 113.239 | 800.00 | 570587.96 |
| 1576 | 2017.02.17 10:27 | close | 786 | 0.01 | 113.171 | 113.812 | 112.792 | 121.00 | 570708.96 |
| 1577 | 2017.02.17 21:45 | sell | 789 | 0.01 | 112.935 | 113.455 | 112.435 | ||
| 1578 | 2017.02.17 23:29 | close | 789 | 0.01 | 112.814 | 113.455 | 112.435 | 121.00 | 570829.96 |
| 1579 | 2017.02.21 17:00 | buy | 790 | 0.01 | 113.501 | 112.981 | 114.001 | ||
| 1580 | 2017.02.21 18:20 | close | 790 | 0.01 | 113.662 | 112.981 | 114.001 | 161.00 | 570990.96 |
| 1581 | 2017.02.22 08:15 | sell | 791 | 0.01 | 113.536 | 114.056 | 113.036 | ||
| 1582 | 2017.02.22 09:15 | close | 791 | 0.01 | 113.415 | 114.056 | 113.036 | 121.00 | 571111.96 |
| 1583 | 2017.02.22 17:00 | sell | 792 | 0.01 | 113.121 | 113.641 | 112.621 | ||
| 1584 | 2017.02.22 17:05 | sell | 793 | 0.02 | 113.166 | 113.686 | 113.036 | ||
| 1585 | 2017.02.22 17:45 | sell | 794 | 0.04 | 113.314 | 113.834 | 113.114 | ||
| 1586 | 2017.02.22 17:50 | sell | 795 | 0.08 | 113.362 | 113.882 | 112.962 | ||
| 1587 | 2017.02.22 19:00 | sell | 796 | 0.16 | 113.463 | 113.983 | 112.663 | ||
| 1588 | 2017.02.22 21:00 | s/l | 792 | 0.01 | 113.641 | 113.641 | 112.621 | -520.00 | 570591.96 |
| 1589 | 2017.02.22 21:02 | close | 793 | 0.02 | 113.353 | 113.686 | 113.036 | -374.00 | 570217.96 |
| 1590 | 2017.02.22 21:02 | close | 794 | 0.04 | 113.353 | 113.834 | 113.114 | -156.00 | 570061.96 |
| 1591 | 2017.02.22 21:02 | close | 795 | 0.08 | 113.353 | 113.882 | 112.962 | 72.00 | 570133.96 |
| 1592 | 2017.02.22 21:02 | close | 796 | 0.16 | 113.353 | 113.983 | 112.663 | 1760.00 | 571893.96 |
| 1593 | 2017.02.24 17:00 | sell | 797 | 0.01 | 112.415 | 112.935 | 111.915 | ||
| 1594 | 2017.02.24 17:17 | close | 797 | 0.01 | 112.295 | 112.935 | 111.915 | 120.00 | 572013.96 |
| 1595 | 2017.02.27 00:15 | sell | 798 | 0.01 | 112.177 | 112.697 | 111.677 | ||
| 1596 | 2017.02.27 00:45 | sell | 799 | 0.02 | 112.237 | 112.757 | 112.107 | ||
| 1597 | 2017.02.27 01:30 | sell | 800 | 0.04 | 112.277 | 112.797 | 112.077 | ||
| 1598 | 2017.02.27 02:12 | t/p | 799 | 0.02 | 112.107 | 112.757 | 112.107 | 260.00 | 572273.96 |
| 1599 | 2017.02.27 02:13 | t/p | 800 | 0.04 | 112.077 | 112.797 | 112.077 | 800.00 | 573073.96 |
| 1600 | 2017.02.27 02:13 | close | 798 | 0.01 | 112.057 | 112.697 | 111.677 | 120.00 | 573193.96 |
| 1601 | 2017.02.27 06:15 | sell | 801 | 0.01 | 112.224 | 112.744 | 111.724 | ||
| 1602 | 2017.02.27 08:38 | close | 801 | 0.01 | 112.104 | 112.744 | 111.724 | 120.00 | 573313.96 |
| 1603 | 2017.02.28 22:30 | sell | 802 | 0.01 | 112.349 | 112.869 | 111.849 | ||
| 1604 | 2017.02.28 23:15 | sell | 803 | 0.02 | 112.677 | 113.197 | 112.547 | ||
| 1605 | 2017.02.28 23:25 | s/l | 802 | 0.01 | 112.869 | 112.869 | 111.849 | -520.00 | 572793.96 |
| 1606 | 2017.03.01 02:14 | s/l | 803 | 0.02 | 113.197 | 113.197 | 112.547 | -1040.00 | 571753.96 |
| 1607 | 2017.03.01 18:45 | buy | 804 | 0.01 | 113.690 | 113.170 | 114.190 | ||
| 1608 | 2017.03.01 20:15 | buy | 805 | 0.02 | 113.627 | 113.107 | 113.707 | ||
| 1609 | 2017.03.01 20:45 | buy | 806 | 0.04 | 113.512 | 112.992 | 113.712 | ||
| 1610 | 2017.03.01 21:15 | close | 804 | 0.01 | 113.664 | 113.170 | 114.190 | -26.00 | 571727.96 |
| 1611 | 2017.03.01 21:15 | close | 805 | 0.02 | 113.664 | 113.107 | 113.707 | 74.00 | 571801.96 |
| 1612 | 2017.03.01 21:15 | close | 806 | 0.04 | 113.664 | 112.992 | 113.712 | 608.00 | 572409.96 |
| 1613 | 2017.03.02 18:15 | buy | 807 | 0.01 | 114.286 | 113.766 | 114.786 | ||
| 1614 | 2017.03.02 18:49 | close | 807 | 0.01 | 114.447 | 113.766 | 114.786 | 161.00 | 572570.96 |
| 1615 | 2017.03.02 23:00 | buy | 808 | 0.01 | 114.390 | 113.870 | 114.890 | ||
| 1616 | 2017.03.03 02:20 | buy | 809 | 0.02 | 114.334 | 113.814 | 114.414 | ||
| 1617 | 2017.03.03 12:56 | t/p | 809 | 0.02 | 114.414 | 113.814 | 114.414 | 160.00 | 572730.96 |
| 1618 | 2017.03.03 18:20 | close | 808 | 0.01 | 114.551 | 113.870 | 114.890 | 164.26 | 572895.22 |
| 1619 | 2017.03.06 13:30 | sell | 810 | 0.01 | 113.813 | 114.333 | 113.313 | ||
| 1620 | 2017.03.06 15:23 | close | 810 | 0.01 | 113.692 | 114.333 | 113.313 | 121.00 | 573016.22 |
| 1621 | 2017.03.13 14:45 | sell | 811 | 0.01 | 114.701 | 115.221 | 114.201 | ||
| 1622 | 2017.03.13 15:00 | sell | 812 | 0.02 | 114.774 | 115.294 | 114.644 | ||
| 1623 | 2017.03.13 16:54 | t/p | 812 | 0.02 | 114.644 | 115.294 | 114.644 | 260.00 | 573276.22 |
| 1624 | 2017.03.13 17:33 | close | 811 | 0.01 | 114.580 | 115.221 | 114.201 | 121.00 | 573397.22 |
| 1625 | 2017.03.14 13:30 | buy | 813 | 0.01 | 114.958 | 114.438 | 115.458 | ||
| 1626 | 2017.03.14 14:15 | buy | 814 | 0.02 | 114.912 | 114.392 | 114.992 | ||
| 1627 | 2017.03.14 14:30 | buy | 815 | 0.04 | 114.836 | 114.316 | 115.036 | ||
| 1628 | 2017.03.15 19:34 | s/l | 813 | 0.01 | 114.438 | 114.438 | 115.458 | -516.74 | 572880.48 |
| 1629 | 2017.03.15 20:00 | s/l | 814 | 0.02 | 114.392 | 114.392 | 114.992 | -1033.48 | 571847.00 |
| 1630 | 2017.03.15 20:00 | s/l | 815 | 0.04 | 114.316 | 114.316 | 115.036 | -2066.96 | 569780.04 |
| 1631 | 2017.03.16 05:15 | sell | 816 | 0.01 | 113.437 | 113.957 | 112.937 | ||
| 1632 | 2017.03.16 07:27 | close | 816 | 0.01 | 113.315 | 113.957 | 112.937 | 122.00 | 569902.04 |
| 1633 | 2017.03.16 10:45 | sell | 817 | 0.01 | 113.423 | 113.943 | 112.923 | ||
| 1634 | 2017.03.16 14:19 | close | 817 | 0.01 | 113.302 | 113.943 | 112.923 | 121.00 | 570023.04 |
| 1635 | 2017.03.20 08:00 | sell | 818 | 0.01 | 112.607 | 113.127 | 112.107 | ||
| 1636 | 2017.03.20 08:15 | sell | 819 | 0.02 | 112.656 | 113.176 | 112.526 | ||
| 1637 | 2017.03.20 09:22 | t/p | 819 | 0.02 | 112.526 | 113.176 | 112.526 | 260.00 | 570283.04 |
| 1638 | 2017.03.20 09:23 | close | 818 | 0.01 | 112.486 | 113.127 | 112.107 | 121.00 | 570404.04 |
| 1639 | 2017.03.23 16:15 | sell | 820 | 0.01 | 111.018 | 111.538 | 110.518 | ||
| 1640 | 2017.03.23 16:45 | sell | 821 | 0.02 | 111.097 | 111.617 | 110.967 | ||
| 1641 | 2017.03.23 17:04 | t/p | 821 | 0.02 | 110.967 | 111.617 | 110.967 | 260.00 | 570664.04 |
| 1642 | 2017.03.23 17:30 | sell | 822 | 0.02 | 111.242 | 111.762 | 111.112 | ||
| 1643 | 2017.03.23 17:59 | t/p | 822 | 0.02 | 111.112 | 111.762 | 111.112 | 260.00 | 570924.04 |
| 1644 | 2017.03.23 18:00 | sell | 823 | 0.02 | 111.104 | 111.624 | 110.974 | ||
| 1645 | 2017.03.23 18:30 | sell | 824 | 0.04 | 111.224 | 111.744 | 111.024 | ||
| 1646 | 2017.03.23 19:02 | t/p | 824 | 0.04 | 111.024 | 111.744 | 111.024 | 800.00 | 571724.04 |
| 1647 | 2017.03.23 19:04 | t/p | 823 | 0.02 | 110.974 | 111.624 | 110.974 | 260.00 | 571984.04 |
| 1648 | 2017.03.23 19:12 | close | 820 | 0.01 | 110.897 | 111.538 | 110.518 | 121.00 | 572105.04 |
| 1649 | 2017.03.29 08:45 | buy | 825 | 0.01 | 111.145 | 110.625 | 111.645 | ||
| 1650 | 2017.03.30 03:54 | close | 825 | 0.01 | 111.306 | 110.625 | 111.645 | 170.78 | 572275.82 |