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 |
| 1801 | 2017.06.07 17:31 | t/p | 901 | 0.02 | 109.392 | 110.042 | 109.392 | 260.00 | 588636.64 |
| 1802 | 2017.06.07 17:40 | close | 899 | 0.01 | 109.281 | 109.922 | 108.902 | 121.00 | 588757.64 |
| 1803 | 2017.06.08 02:00 | buy | 902 | 0.01 | 109.748 | 109.228 | 110.248 | ||
| 1804 | 2017.06.08 02:49 | close | 902 | 0.01 | 109.909 | 109.228 | 110.248 | 161.00 | 588918.64 |
| 1805 | 2017.06.12 22:45 | sell | 903 | 0.01 | 109.814 | 110.334 | 109.314 | ||
| 1806 | 2017.06.12 23:00 | sell | 904 | 0.02 | 109.861 | 110.381 | 109.731 | ||
| 1807 | 2017.06.12 23:30 | sell | 905 | 0.04 | 109.933 | 110.453 | 109.733 | ||
| 1808 | 2017.06.13 04:05 | sell | 906 | 0.08 | 109.980 | 110.500 | 109.580 | ||
| 1809 | 2017.06.13 15:40 | buy | 907 | 0.01 | 110.165 | 109.645 | 110.665 | ||
| 1810 | 2017.06.14 14:19 | s/l | 903 | 0.01 | 110.334 | 110.334 | 109.314 | -520.00 | 588398.64 |
| 1811 | 2017.06.14 14:19 | close | 907 | 0.01 | 110.326 | 109.645 | 110.665 | 164.26 | 588562.90 |
| 1812 | 2017.06.14 15:30 | close | 904 | 0.02 | 109.854 | 110.381 | 109.731 | 14.00 | 588576.90 |
| 1813 | 2017.06.14 15:30 | close | 905 | 0.04 | 109.854 | 110.453 | 109.733 | 316.00 | 588892.90 |
| 1814 | 2017.06.14 15:30 | close | 906 | 0.08 | 109.854 | 110.500 | 109.580 | 1008.00 | 589900.90 |
| 1815 | 2017.06.19 12:45 | buy | 908 | 0.01 | 110.942 | 110.422 | 111.442 | ||
| 1816 | 2017.06.19 14:39 | close | 908 | 0.01 | 111.103 | 110.422 | 111.442 | 161.00 | 590061.90 |
| 1817 | 2017.06.21 14:15 | sell | 909 | 0.01 | 111.301 | 111.821 | 110.801 | ||
| 1818 | 2017.06.21 15:00 | sell | 910 | 0.02 | 111.405 | 111.925 | 111.275 | ||
| 1819 | 2017.06.21 15:30 | sell | 911 | 0.04 | 111.562 | 112.082 | 111.362 | ||
| 1820 | 2017.06.21 17:15 | sell | 912 | 0.08 | 111.605 | 112.125 | 111.205 | ||
| 1821 | 2017.06.21 18:11 | close | 909 | 0.01 | 111.459 | 111.821 | 110.801 | -158.00 | 589903.90 |
| 1822 | 2017.06.21 18:11 | close | 910 | 0.02 | 111.459 | 111.925 | 111.275 | -108.00 | 589795.90 |
| 1823 | 2017.06.21 18:11 | close | 911 | 0.04 | 111.459 | 112.082 | 111.362 | 412.00 | 590207.90 |
| 1824 | 2017.06.21 18:11 | close | 912 | 0.08 | 111.459 | 112.125 | 111.205 | 1168.00 | 591375.90 |
| 1825 | 2017.06.23 15:30 | sell | 913 | 0.01 | 111.241 | 111.761 | 110.741 | ||
| 1826 | 2017.06.23 16:00 | sell | 914 | 0.02 | 111.308 | 111.828 | 111.178 | ||
| 1827 | 2017.06.23 16:45 | t/p | 914 | 0.02 | 111.178 | 111.828 | 111.178 | 260.00 | 591635.90 |
| 1828 | 2017.06.26 21:26 | s/l | 913 | 0.01 | 111.761 | 111.761 | 110.741 | -520.00 | 591115.90 |
| 1829 | 2017.06.27 06:45 | buy | 915 | 0.01 | 111.877 | 111.357 | 112.377 | ||
| 1830 | 2017.06.27 08:00 | buy | 916 | 0.02 | 111.832 | 111.312 | 111.912 | ||
| 1831 | 2017.06.27 08:20 | buy | 917 | 0.04 | 111.771 | 111.251 | 111.971 | ||
| 1832 | 2017.06.27 09:15 | buy | 918 | 0.08 | 111.707 | 111.187 | 112.107 | ||
| 1833 | 2017.06.27 11:15 | buy | 919 | 0.16 | 111.548 | 111.028 | 112.348 | ||
| 1834 | 2017.06.27 12:50 | close | 915 | 0.01 | 111.702 | 111.357 | 112.377 | -175.00 | 590940.90 |
| 1835 | 2017.06.27 12:50 | close | 916 | 0.02 | 111.702 | 111.312 | 111.912 | -260.00 | 590680.90 |
| 1836 | 2017.06.27 12:50 | close | 917 | 0.04 | 111.702 | 111.251 | 111.971 | -276.00 | 590404.90 |
| 1837 | 2017.06.27 12:50 | close | 918 | 0.08 | 111.702 | 111.187 | 112.107 | -40.00 | 590364.90 |
| 1838 | 2017.06.27 12:50 | close | 919 | 0.16 | 111.702 | 111.028 | 112.348 | 2464.00 | 592828.90 |
| 1839 | 2017.06.28 03:15 | buy | 920 | 0.01 | 112.191 | 111.671 | 112.691 | ||
| 1840 | 2017.06.28 03:30 | buy | 921 | 0.02 | 112.103 | 111.583 | 112.183 | ||
| 1841 | 2017.06.28 04:19 | t/p | 921 | 0.02 | 112.183 | 111.583 | 112.183 | 160.00 | 592988.90 |
| 1842 | 2017.06.28 05:15 | buy | 922 | 0.02 | 112.077 | 111.557 | 112.157 | ||
| 1843 | 2017.06.28 08:01 | t/p | 922 | 0.02 | 112.157 | 111.557 | 112.157 | 160.00 | 593148.90 |
| 1844 | 2017.06.28 09:19 | close | 920 | 0.01 | 112.352 | 111.671 | 112.691 | 161.00 | 593309.90 |
| 1845 | 2017.06.30 09:15 | sell | 923 | 0.01 | 112.012 | 112.532 | 111.512 | ||
| 1846 | 2017.06.30 09:35 | sell | 924 | 0.02 | 112.068 | 112.588 | 111.938 | ||
| 1847 | 2017.06.30 10:01 | t/p | 924 | 0.02 | 111.938 | 112.588 | 111.938 | 260.00 | 593569.90 |
| 1848 | 2017.06.30 10:04 | close | 923 | 0.01 | 111.891 | 112.532 | 111.512 | 121.00 | 593690.90 |
| 1849 | 2017.06.30 10:45 | sell | 925 | 0.01 | 112.046 | 112.566 | 111.546 | ||
| 1850 | 2017.06.30 11:53 | close | 925 | 0.01 | 111.926 | 112.566 | 111.546 | 120.00 | 593810.90 |
| 1851 | 2017.07.04 00:15 | buy | 926 | 0.01 | 113.425 | 112.905 | 113.925 | ||
| 1852 | 2017.07.04 03:45 | buy | 927 | 0.02 | 113.298 | 112.778 | 113.378 | ||
| 1853 | 2017.07.04 04:00 | buy | 928 | 0.04 | 113.175 | 112.655 | 113.375 | ||
| 1854 | 2017.07.04 07:45 | buy | 929 | 0.08 | 113.105 | 112.585 | 113.505 | ||
| 1855 | 2017.07.04 08:15 | buy | 930 | 0.16 | 113.038 | 112.518 | 113.838 | ||
| 1856 | 2017.07.04 08:30 | s/l | 926 | 0.01 | 112.905 | 112.905 | 113.925 | -520.00 | 593290.90 |
| 1857 | 2017.07.04 09:30 | s/l | 927 | 0.02 | 112.778 | 112.778 | 113.378 | -1040.00 | 592250.90 |
| 1858 | 2017.07.04 11:01 | close | 928 | 0.04 | 113.138 | 112.655 | 113.375 | -148.00 | 592102.90 |
| 1859 | 2017.07.04 11:01 | close | 929 | 0.08 | 113.138 | 112.585 | 113.505 | 264.00 | 592366.90 |
| 1860 | 2017.07.04 11:01 | close | 930 | 0.16 | 113.138 | 112.518 | 113.838 | 1600.00 | 593966.90 |
| 1861 | 2017.07.07 22:15 | buy | 931 | 0.01 | 113.963 | 113.443 | 114.463 | ||
| 1862 | 2017.07.07 23:00 | buy | 932 | 0.02 | 113.894 | 113.374 | 113.974 | ||
| 1863 | 2017.07.10 00:07 | t/p | 932 | 0.02 | 113.974 | 113.374 | 113.974 | 166.52 | 594133.42 |
| 1864 | 2017.07.10 03:54 | close | 931 | 0.01 | 114.124 | 113.443 | 114.463 | 164.26 | 594297.68 |
| 1865 | 2017.07.10 11:30 | buy | 933 | 0.01 | 114.156 | 113.636 | 114.656 | ||
| 1866 | 2017.07.10 18:45 | buy | 934 | 0.02 | 114.033 | 113.513 | 114.113 | ||
| 1867 | 2017.07.10 19:13 | t/p | 934 | 0.02 | 114.113 | 113.513 | 114.113 | 160.00 | 594457.68 |
| 1868 | 2017.07.10 22:30 | buy | 935 | 0.02 | 114.040 | 113.520 | 114.120 | ||
| 1869 | 2017.07.11 03:06 | t/p | 935 | 0.02 | 114.120 | 113.520 | 114.120 | 166.52 | 594624.20 |
| 1870 | 2017.07.11 07:52 | close | 933 | 0.01 | 114.317 | 113.636 | 114.656 | 164.26 | 594788.46 |
| 1871 | 2017.07.11 15:15 | buy | 936 | 0.01 | 114.308 | 113.788 | 114.808 | ||
| 1872 | 2017.07.11 17:57 | close | 936 | 0.01 | 114.469 | 113.788 | 114.808 | 161.00 | 594949.46 |
| 1873 | 2017.07.12 15:00 | sell | 937 | 0.01 | 113.532 | 114.052 | 113.032 | ||
| 1874 | 2017.07.12 15:30 | close | 937 | 0.01 | 113.409 | 114.052 | 113.032 | 123.00 | 595072.46 |
| 1875 | 2017.07.13 02:00 | sell | 938 | 0.01 | 113.301 | 113.821 | 112.801 | ||
| 1876 | 2017.07.13 03:15 | sell | 939 | 0.02 | 113.436 | 113.956 | 113.306 | ||
| 1877 | 2017.07.13 03:52 | t/p | 939 | 0.02 | 113.306 | 113.956 | 113.306 | 260.00 | 595332.46 |
| 1878 | 2017.07.13 04:02 | close | 938 | 0.01 | 113.180 | 113.821 | 112.801 | 121.00 | 595453.46 |
| 1879 | 2017.07.13 10:00 | sell | 940 | 0.01 | 113.116 | 113.636 | 112.616 | ||
| 1880 | 2017.07.13 11:11 | close | 940 | 0.01 | 112.995 | 113.636 | 112.616 | 121.00 | 595574.46 |
| 1881 | 2017.07.14 09:00 | buy | 941 | 0.01 | 113.327 | 112.807 | 113.827 | ||
| 1882 | 2017.07.14 09:30 | buy | 942 | 0.02 | 113.272 | 112.752 | 113.352 | ||
| 1883 | 2017.07.14 15:30 | s/l | 941 | 0.01 | 112.807 | 112.807 | 113.827 | -520.00 | 595054.46 |
| 1884 | 2017.07.14 15:30 | s/l | 942 | 0.02 | 112.752 | 112.752 | 113.352 | -1040.00 | 594014.46 |
| 1885 | 2017.07.18 19:45 | sell | 943 | 0.01 | 112.054 | 112.574 | 111.554 | ||
| 1886 | 2017.07.18 20:35 | sell | 944 | 0.02 | 112.095 | 112.615 | 111.965 | ||
| 1887 | 2017.07.19 02:48 | t/p | 944 | 0.02 | 111.965 | 112.615 | 111.965 | 260.00 | 594274.46 |
| 1888 | 2017.07.19 03:20 | close | 943 | 0.01 | 111.933 | 112.574 | 111.554 | 121.00 | 594395.46 |
| 1889 | 2017.07.24 08:30 | sell | 945 | 0.01 | 111.084 | 111.604 | 110.584 | ||
| 1890 | 2017.07.24 09:20 | sell | 946 | 0.02 | 111.131 | 111.651 | 111.001 | ||
| 1891 | 2017.07.24 10:04 | t/p | 946 | 0.02 | 111.001 | 111.651 | 111.001 | 260.00 | 594655.46 |
| 1892 | 2017.07.24 10:05 | close | 945 | 0.01 | 110.964 | 111.604 | 110.584 | 120.00 | 594775.46 |
| 1893 | 2017.07.24 15:15 | sell | 947 | 0.01 | 110.822 | 111.342 | 110.322 | ||
| 1894 | 2017.07.24 16:30 | sell | 948 | 0.02 | 110.934 | 111.454 | 110.804 | ||
| 1895 | 2017.07.24 18:00 | sell | 949 | 0.04 | 111.086 | 111.606 | 110.886 | ||
| 1896 | 2017.07.25 03:46 | s/l | 947 | 0.01 | 111.342 | 111.342 | 110.322 | -520.00 | 594255.46 |
| 1897 | 2017.07.25 09:06 | t/p | 949 | 0.04 | 110.886 | 111.606 | 110.886 | 800.00 | 595055.46 |
| 1898 | 2017.07.25 13:00 | s/l | 948 | 0.02 | 111.454 | 111.454 | 110.804 | -1040.00 | 594015.46 |
| 1899 | 2017.07.31 06:30 | sell | 950 | 0.01 | 110.544 | 111.064 | 110.044 | ||
| 1900 | 2017.07.31 09:15 | sell | 951 | 0.02 | 110.603 | 111.123 | 110.473 | ||
| 1901 | 2017.07.31 09:45 | sell | 952 | 0.04 | 110.661 | 111.181 | 110.461 | ||
| 1902 | 2017.07.31 10:15 | sell | 953 | 0.08 | 110.715 | 111.235 | 110.315 | ||
| 1903 | 2017.07.31 12:36 | close | 950 | 0.01 | 110.587 | 111.064 | 110.044 | -43.00 | 593972.46 |
| 1904 | 2017.07.31 12:36 | close | 951 | 0.02 | 110.587 | 111.123 | 110.473 | 32.00 | 594004.46 |
| 1905 | 2017.07.31 12:36 | close | 952 | 0.04 | 110.587 | 111.181 | 110.461 | 296.00 | 594300.46 |
| 1906 | 2017.07.31 12:36 | close | 953 | 0.08 | 110.587 | 111.235 | 110.315 | 1024.00 | 595324.46 |
| 1907 | 2017.08.01 09:15 | sell | 954 | 0.01 | 110.242 | 110.762 | 109.742 | ||
| 1908 | 2017.08.01 11:04 | close | 954 | 0.01 | 110.122 | 110.762 | 109.742 | 120.00 | 595444.46 |
| 1909 | 2017.08.09 16:15 | sell | 955 | 0.01 | 109.866 | 110.386 | 109.366 | ||
| 1910 | 2017.08.09 16:50 | sell | 956 | 0.02 | 109.948 | 110.468 | 109.818 | ||
| 1911 | 2017.08.09 16:55 | sell | 957 | 0.04 | 109.990 | 110.510 | 109.790 | ||
| 1912 | 2017.08.09 21:34 | t/p | 956 | 0.02 | 109.818 | 110.468 | 109.818 | 260.00 | 595704.46 |
| 1913 | 2017.08.09 21:45 | t/p | 957 | 0.04 | 109.790 | 110.510 | 109.790 | 800.00 | 596504.46 |
| 1914 | 2017.08.10 06:45 | buy | 958 | 0.01 | 109.986 | 109.466 | 110.486 | ||
| 1915 | 2017.08.10 12:15 | buy | 959 | 0.02 | 109.864 | 109.344 | 109.944 | ||
| 1916 | 2017.08.10 13:45 | buy | 960 | 0.04 | 109.783 | 109.263 | 109.983 | ||
| 1917 | 2017.08.10 17:07 | s/l | 958 | 0.01 | 109.466 | 109.466 | 110.486 | -520.00 | 595984.46 |
| 1918 | 2017.08.10 17:17 | t/p | 955 | 0.01 | 109.366 | 110.386 | 109.366 | 500.00 | 596484.46 |
| 1919 | 2017.08.10 17:56 | s/l | 959 | 0.02 | 109.344 | 109.344 | 109.944 | -1040.00 | 595444.46 |
| 1920 | 2017.08.10 18:25 | s/l | 960 | 0.04 | 109.263 | 109.263 | 109.983 | -2080.00 | 593364.46 |
| 1921 | 2017.08.14 14:45 | buy | 961 | 0.01 | 109.652 | 109.132 | 110.152 | ||
| 1922 | 2017.08.14 15:15 | buy | 962 | 0.02 | 109.594 | 109.074 | 109.674 | ||
| 1923 | 2017.08.14 16:33 | t/p | 962 | 0.02 | 109.674 | 109.074 | 109.674 | 160.00 | 593524.46 |
| 1924 | 2017.08.14 17:15 | buy | 963 | 0.02 | 109.471 | 108.951 | 109.551 | ||
| 1925 | 2017.08.14 17:31 | t/p | 963 | 0.02 | 109.551 | 108.951 | 109.551 | 160.00 | 593684.46 |
| 1926 | 2017.08.14 17:35 | buy | 964 | 0.02 | 109.511 | 108.991 | 109.591 | ||
| 1927 | 2017.08.14 20:00 | buy | 965 | 0.04 | 109.456 | 108.936 | 109.656 | ||
| 1928 | 2017.08.14 20:40 | t/p | 964 | 0.02 | 109.591 | 108.991 | 109.591 | 160.00 | 593844.46 |
| 1929 | 2017.08.14 20:40 | close | 961 | 0.01 | 109.626 | 109.132 | 110.152 | -26.00 | 593818.46 |
| 1930 | 2017.08.14 20:40 | close | 965 | 0.04 | 109.626 | 108.936 | 109.656 | 680.00 | 594498.46 |
| 1931 | 2017.08.15 20:15 | buy | 966 | 0.01 | 110.410 | 109.890 | 110.910 | ||
| 1932 | 2017.08.15 21:59 | close | 966 | 0.01 | 110.571 | 109.890 | 110.910 | 161.00 | 594659.46 |
| 1933 | 2017.08.18 18:30 | sell | 967 | 0.01 | 109.196 | 109.716 | 108.696 | ||
| 1934 | 2017.08.18 19:00 | sell | 968 | 0.02 | 109.302 | 109.822 | 109.172 | ||
| 1935 | 2017.08.18 19:30 | sell | 969 | 0.04 | 109.424 | 109.944 | 109.224 | ||
| 1936 | 2017.08.18 19:50 | sell | 970 | 0.08 | 109.471 | 109.991 | 109.071 | ||
| 1937 | 2017.08.18 20:57 | close | 967 | 0.01 | 109.330 | 109.716 | 108.696 | -134.00 | 594525.46 |
| 1938 | 2017.08.18 20:57 | close | 968 | 0.02 | 109.330 | 109.822 | 109.172 | -56.00 | 594469.46 |
| 1939 | 2017.08.18 20:57 | close | 969 | 0.04 | 109.330 | 109.944 | 109.224 | 376.00 | 594845.46 |
| 1940 | 2017.08.18 20:57 | close | 970 | 0.08 | 109.330 | 109.991 | 109.071 | 1128.00 | 595973.46 |
| 1941 | 2017.08.24 03:45 | sell | 971 | 0.01 | 109.078 | 109.598 | 108.578 | ||
| 1942 | 2017.08.24 04:00 | sell | 972 | 0.02 | 109.190 | 109.710 | 109.060 | ||
| 1943 | 2017.08.24 23:10 | s/l | 971 | 0.01 | 109.598 | 109.598 | 108.578 | -520.00 | 595453.46 |
| 1944 | 2017.08.25 03:15 | buy | 973 | 0.01 | 109.551 | 109.031 | 110.051 | ||
| 1945 | 2017.08.25 03:53 | s/l | 972 | 0.02 | 109.710 | 109.710 | 109.060 | -1040.00 | 594413.46 |
| 1946 | 2017.08.25 03:54 | close | 973 | 0.01 | 109.712 | 109.031 | 110.051 | 161.00 | 594574.46 |
| 1947 | 2017.08.25 08:15 | buy | 974 | 0.01 | 109.596 | 109.076 | 110.096 | ||
| 1948 | 2017.08.25 16:55 | close | 974 | 0.01 | 109.757 | 109.076 | 110.096 | 161.00 | 594735.46 |
| 1949 | 2017.08.28 08:45 | sell | 975 | 0.01 | 109.149 | 109.669 | 108.649 | ||
| 1950 | 2017.08.28 12:30 | sell | 976 | 0.02 | 109.225 | 109.745 | 109.095 | ||