Strategy Tester: ZigZag

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

前へ12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
1651	2017.03.31 02:45	buy	826	0.01	111.786	111.266	112.286
1652	2017.03.31 03:42	close	826	0.01	111.947	111.266	112.286	161.00	572436.82
1653	2017.03.31 08:30	buy	827	0.01	111.956	111.436	112.456
1654	2017.03.31 08:45	buy	828	0.02	111.888	111.368	111.968
1655	2017.03.31 09:25	buy	829	0.04	111.808	111.288	112.008
1656	2017.03.31 12:31	close	827	0.01	111.945	111.436	112.456	-11.00	572425.82
1657	2017.03.31 12:31	close	828	0.02	111.945	111.368	111.968	114.00	572539.82
1658	2017.03.31 12:31	close	829	0.04	111.945	111.288	112.008	548.00	573087.82
1659	2017.04.03 07:30	sell	830	0.01	111.364	111.884	110.864
1660	2017.04.03 08:30	sell	831	0.02	111.441	111.961	111.311
1661	2017.04.03 11:38	t/p	831	0.02	111.311	111.961	111.311	260.00	573347.82
1662	2017.04.03 17:07	close	830	0.01	111.244	111.884	110.864	120.00	573467.82
1663	2017.04.10 08:30	buy	832	0.01	111.388	110.868	111.888
1664	2017.04.10 09:30	buy	833	0.02	111.323	110.803	111.403
1665	2017.04.10 10:15	buy	834	0.04	111.281	110.761	111.481
1666	2017.04.10 13:00	buy	835	0.08	111.216	110.696	111.616
1667	2017.04.10 15:21	close	832	0.01	111.373	110.868	111.888	-15.00	573452.82
1668	2017.04.10 15:21	close	833	0.02	111.373	110.803	111.403	100.00	573552.82
1669	2017.04.10 15:21	close	834	0.04	111.373	110.761	111.481	368.00	573920.82
1670	2017.04.10 15:21	close	835	0.08	111.373	110.696	111.616	1256.00	575176.82
1671	2017.04.11 12:15	sell	836	0.01	110.692	111.212	110.192
1672	2017.04.11 13:34	close	836	0.01	110.571	111.212	110.192	121.00	575297.82
1673	2017.04.12 03:30	sell	837	0.01	109.681	110.201	109.181
1674	2017.04.12 03:57	close	837	0.01	109.560	110.201	109.181	121.00	575418.82
1675	2017.04.12 09:30	sell	838	0.01	109.568	110.088	109.068
1676	2017.04.12 10:00	sell	839	0.02	109.611	110.131	109.481
1677	2017.04.12 10:15	sell	840	0.04	109.691	110.211	109.491
1678	2017.04.12 16:09	close	838	0.01	109.493	110.088	109.068	75.00	575493.82
1679	2017.04.12 16:09	close	839	0.02	109.493	110.131	109.481	236.00	575729.82
1680	2017.04.12 16:09	close	840	0.04	109.493	110.211	109.491	792.00	576521.82
1681	2017.04.14 23:45	sell	841	0.01	108.623	109.143	108.123
1682	2017.04.17 00:15	sell	842	0.02	108.725	109.245	108.595
1683	2017.04.17 00:31	t/p	842	0.02	108.595	109.245	108.595	260.00	576781.82
1684	2017.04.17 02:25	close	841	0.01	108.503	109.143	108.123	120.00	576901.82
1685	2017.04.17 09:30	sell	843	0.01	108.411	108.931	107.911
1686	2017.04.17 10:14	close	843	0.01	108.290	108.931	107.911	121.00	577022.82
1687	2017.04.18 06:45	buy	844	0.01	108.922	108.402	109.422
1688	2017.04.18 08:03	close	844	0.01	109.083	108.402	109.422	161.00	577183.82
1689	2017.04.26 07:30	buy	845	0.01	111.212	110.692	111.712
1690	2017.04.26 08:07	close	845	0.01	111.373	110.692	111.712	161.00	577344.82
1691	2017.05.01 13:45	buy	846	0.01	111.709	111.189	112.209
1692	2017.05.01 15:45	buy	847	0.02	111.609	111.089	111.689
1693	2017.05.01 16:09	t/p	847	0.02	111.689	111.089	111.689	160.00	577504.82
1694	2017.05.01 17:15	buy	848	0.02	111.476	110.956	111.556
1695	2017.05.01 17:45	t/p	848	0.02	111.556	110.956	111.556	160.00	577664.82
1696	2017.05.01 19:09	close	846	0.01	111.870	111.189	112.209	161.00	577825.82
1697	2017.05.02 03:00	buy	849	0.01	111.825	111.305	112.325
1698	2017.05.02 08:27	close	849	0.01	111.986	111.305	112.325	161.00	577986.82
1699	2017.05.02 16:45	buy	850	0.01	112.124	111.604	112.624
1700	2017.05.02 17:00	buy	851	0.02	112.071	111.551	112.151
1701	2017.05.02 17:15	t/p	851	0.02	112.151	111.551	112.151	160.00	578146.82
1702	2017.05.02 21:45	buy	852	0.02	112.025	111.505	112.105
1703	2017.05.02 23:45	buy	853	0.04	111.980	111.460	112.180
1704	2017.05.03 08:57	t/p	852	0.02	112.105	111.505	112.105	166.52	578313.34
1705	2017.05.03 09:02	close	850	0.01	112.139	111.604	112.624	18.26	578331.60
1706	2017.05.03 09:02	close	853	0.04	112.139	111.460	112.180	649.04	578980.64
1707	2017.05.08 09:30	buy	854	0.01	112.729	112.209	113.229
1708	2017.05.08 10:15	buy	855	0.02	112.632	112.112	112.712
1709	2017.05.08 10:45	buy	856	0.04	112.564	112.044	112.764
1710	2017.05.08 13:00	buy	857	0.08	112.522	112.002	112.922
1711	2017.05.08 15:35	close	854	0.01	112.677	112.209	113.229	-52.00	578928.64
1712	2017.05.08 15:35	close	855	0.02	112.677	112.112	112.712	90.00	579018.64
1713	2017.05.08 15:35	close	856	0.04	112.677	112.044	112.764	452.00	579470.64
1714	2017.05.08 15:35	close	857	0.08	112.677	112.002	112.922	1240.00	580710.64
1715	2017.05.09 22:45	buy	858	0.01	113.851	113.331	114.351
1716	2017.05.09 23:45	close	858	0.01	114.014	113.331	114.351	163.00	580873.64
1717	2017.05.10 01:45	buy	859	0.01	113.760	113.240	114.260
1718	2017.05.10 02:00	buy	860	0.02	113.720	113.200	113.800
1719	2017.05.10 02:02	t/p	860	0.02	113.800	113.200	113.800	160.00	581033.64
1720	2017.05.10 02:40	buy	861	0.02	113.710	113.190	113.790
1721	2017.05.10 03:17	t/p	861	0.02	113.790	113.190	113.790	160.00	581193.64
1722	2017.05.10 04:09	close	859	0.01	113.922	113.240	114.260	162.00	581355.64
1723	2017.05.15 03:30	sell	862	0.01	113.332	113.852	112.832
1724	2017.05.15 04:00	sell	863	0.02	113.386	113.906	113.256
1725	2017.05.15 20:58	s/l	862	0.01	113.852	113.852	112.832	-520.00	580835.64
1726	2017.05.16 00:15	buy	864	0.01	113.670	113.150	114.170
1727	2017.05.16 00:30	buy	865	0.02	113.554	113.034	113.634
1728	2017.05.16 01:11	t/p	865	0.02	113.634	113.034	113.634	160.00	580995.64
1729	2017.05.16 05:00	buy	866	0.02	113.534	113.014	113.614
1730	2017.05.16 05:30	buy	867	0.04	113.467	112.947	113.667
1731	2017.05.16 09:15	buy	868	0.08	113.313	112.793	113.713
1732	2017.05.16 10:00	t/p	863	0.02	113.256	113.906	113.256	260.00	581255.64
1733	2017.05.16 11:21	close	864	0.01	113.521	113.150	114.170	-149.00	581106.64
1734	2017.05.16 11:21	close	866	0.02	113.521	113.014	113.614	-26.00	581080.64
1735	2017.05.16 11:21	close	867	0.04	113.521	112.947	113.667	216.00	581296.64
1736	2017.05.16 11:21	close	868	0.08	113.521	112.793	113.713	1664.00	582960.64
1737	2017.05.18 16:15	sell	869	0.01	110.874	111.394	110.374
1738	2017.05.18 16:21	close	869	0.01	110.753	111.394	110.374	121.00	583081.64
1739	2017.05.18 16:25	sell	870	0.01	110.739	111.259	110.239
1740	2017.05.18 16:45	sell	871	0.02	111.031	111.551	110.901
1741	2017.05.18 16:50	sell	872	0.04	111.089	111.609	110.889
1742	2017.05.18 17:26	s/l	870	0.01	111.259	111.259	110.239	-520.00	582561.64
1743	2017.05.18 17:30	sell	873	0.07	111.265	111.785	111.065
1744	2017.05.18 17:47	close	871	0.02	111.074	111.551	110.901	-86.00	582475.64
1745	2017.05.18 17:47	close	872	0.04	111.074	111.609	110.889	60.00	582535.64
1746	2017.05.18 17:47	close	873	0.07	111.074	111.785	111.065	1337.00	583872.64
1747	2017.05.18 17:50	sell	874	0.01	111.119	111.639	110.619
1748	2017.05.18 17:55	sell	875	0.02	111.169	111.689	111.039
1749	2017.05.18 18:07	t/p	875	0.02	111.039	111.689	111.039	260.00	584132.64
1750	2017.05.18 18:08	close	874	0.01	110.998	111.639	110.619	121.00	584253.64
1751	2017.05.22 02:45	sell	876	0.01	111.287	111.807	110.787
1752	2017.05.22 03:15	sell	877	0.02	111.458	111.978	111.328
1753	2017.05.22 04:15	sell	878	0.04	111.545	112.065	111.345
1754	2017.05.22 09:24	t/p	878	0.04	111.345	112.065	111.345	800.00	585053.64
1755	2017.05.22 09:24	t/p	877	0.02	111.328	111.978	111.328	260.00	585313.64
1756	2017.05.22 10:40	close	876	0.01	111.167	111.807	110.787	120.00	585433.64
1757	2017.05.22 22:00	sell	879	0.01	111.188	111.708	110.688
1758	2017.05.22 22:15	sell	880	0.02	111.230	111.750	111.100
1759	2017.05.22 23:45	sell	881	0.04	111.303	111.823	111.103
1760	2017.05.23 01:39	close	879	0.01	111.108	111.708	110.688	80.00	585513.64
1761	2017.05.23 01:39	close	880	0.02	111.108	111.750	111.100	244.00	585757.64
1762	2017.05.23 01:39	close	881	0.04	111.108	111.823	111.103	780.00	586537.64
1763	2017.05.23 01:40	sell	882	0.01	111.119	111.639	110.619
1764	2017.05.23 02:30	close	882	0.01	110.996	111.639	110.619	123.00	586660.64
1765	2017.05.23 05:45	sell	883	0.01	111.147	111.667	110.647
1766	2017.05.23 06:00	sell	884	0.02	111.188	111.708	111.058
1767	2017.05.23 08:31	t/p	884	0.02	111.058	111.708	111.058	260.00	586920.64
1768	2017.05.23 08:41	close	883	0.01	111.027	111.667	110.647	120.00	587040.64
1769	2017.05.24 03:30	buy	885	0.01	111.779	111.259	112.279
1770	2017.05.24 08:45	close	885	0.01	111.940	111.259	112.279	161.00	587201.64
1771	2017.05.24 10:15	buy	886	0.01	111.835	111.315	112.335
1772	2017.05.24 10:46	close	886	0.01	111.996	111.315	112.335	161.00	587362.64
1773	2017.06.01 00:45	sell	887	0.01	110.796	111.316	110.296
1774	2017.06.01 01:00	sell	888	0.02	110.838	111.358	110.708
1775	2017.06.01 03:30	sell	889	0.04	110.933	111.453	110.733
1776	2017.06.01 04:15	sell	890	0.08	111.025	111.545	110.625
1777	2017.06.01 05:06	close	887	0.01	110.873	111.316	110.296	-77.00	587285.64
1778	2017.06.01 05:06	close	888	0.02	110.873	111.358	110.708	-70.00	587215.64
1779	2017.06.01 05:06	close	889	0.04	110.873	111.453	110.733	240.00	587455.64
1780	2017.06.01 05:06	close	890	0.08	110.873	111.545	110.625	1216.00	588671.64
1781	2017.06.01 08:15	sell	891	0.01	111.035	111.555	110.535
1782	2017.06.01 11:30	sell	892	0.02	111.124	111.644	110.994
1783	2017.06.02 03:08	s/l	891	0.01	111.555	111.555	110.535	-520.00	588151.64
1784	2017.06.02 03:13	s/l	892	0.02	111.644	111.644	110.994	-1040.00	587111.64
1785	2017.06.06 13:15	sell	893	0.01	109.683	110.203	109.183
1786	2017.06.06 13:27	close	893	0.01	109.562	110.203	109.183	121.00	587232.64
1787	2017.06.06 17:30	sell	894	0.01	109.566	110.086	109.066
1788	2017.06.06 17:50	close	894	0.01	109.445	110.086	109.066	121.00	587353.64
1789	2017.06.06 21:45	sell	895	0.01	109.484	110.004	108.984
1790	2017.06.06 22:00	sell	896	0.02	109.531	110.051	109.401
1791	2017.06.06 22:34	t/p	896	0.02	109.401	110.051	109.401	260.00	587613.64
1792	2017.06.07 00:05	close	895	0.01	109.362	110.004	108.984	122.00	587735.64
1793	2017.06.07 04:45	sell	897	0.01	109.512	110.032	109.012
1794	2017.06.07 08:00	sell	898	0.02	109.577	110.097	109.447
1795	2017.06.07 09:08	t/p	898	0.02	109.447	110.097	109.447	260.00	587995.64
1796	2017.06.07 09:33	close	897	0.01	109.391	110.032	109.012	121.00	588116.64
1797	2017.06.07 13:30	sell	899	0.01	109.402	109.922	108.902
1798	2017.06.07 13:45	sell	900	0.02	109.470	109.990	109.340
1799	2017.06.07 16:00	t/p	900	0.02	109.340	109.990	109.340	260.00	588376.64
1800	2017.06.07 16:30	sell	901	0.02	109.522	110.042	109.392

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