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 |
| 1951 | 2017.08.28 15:15 | sell | 977 | 0.04 | 109.294 | 109.814 | 109.094 | ||
| 1952 | 2017.08.28 16:15 | sell | 978 | 0.08 | 109.361 | 109.881 | 108.961 | ||
| 1953 | 2017.08.28 17:58 | close | 975 | 0.01 | 109.224 | 109.669 | 108.649 | -75.00 | 594660.46 |
| 1954 | 2017.08.28 17:58 | close | 976 | 0.02 | 109.224 | 109.745 | 109.095 | 2.00 | 594662.46 |
| 1955 | 2017.08.28 17:58 | close | 977 | 0.04 | 109.224 | 109.814 | 109.094 | 280.00 | 594942.46 |
| 1956 | 2017.08.28 17:58 | close | 978 | 0.08 | 109.224 | 109.881 | 108.961 | 1096.00 | 596038.46 |
| 1957 | 2017.08.29 15:15 | sell | 979 | 0.01 | 108.615 | 109.135 | 108.115 | ||
| 1958 | 2017.08.29 15:28 | close | 979 | 0.01 | 108.494 | 109.135 | 108.115 | 121.00 | 596159.46 |
| 1959 | 2017.08.30 13:30 | buy | 980 | 0.01 | 109.866 | 109.346 | 110.366 | ||
| 1960 | 2017.08.30 14:48 | close | 980 | 0.01 | 110.027 | 109.346 | 110.366 | 161.00 | 596320.46 |
| 1961 | 2017.08.31 00:00 | buy | 981 | 0.01 | 110.243 | 109.723 | 110.743 | ||
| 1962 | 2017.08.31 02:39 | close | 981 | 0.01 | 110.404 | 109.723 | 110.743 | 161.00 | 596481.46 |
| 1963 | 2017.08.31 10:00 | buy | 982 | 0.01 | 110.482 | 109.962 | 110.982 | ||
| 1964 | 2017.08.31 12:56 | close | 982 | 0.01 | 110.643 | 109.962 | 110.982 | 161.00 | 596642.46 |
| 1965 | 2017.08.31 15:45 | buy | 983 | 0.01 | 110.517 | 109.997 | 111.017 | ||
| 1966 | 2017.08.31 18:45 | s/l | 983 | 0.01 | 109.997 | 109.997 | 111.017 | -520.00 | 596122.46 |
| 1967 | 2017.09.05 23:15 | sell | 984 | 0.01 | 108.859 | 109.379 | 108.359 | ||
| 1968 | 2017.09.06 00:06 | close | 984 | 0.01 | 108.738 | 109.379 | 108.359 | 121.00 | 596243.46 |
| 1969 | 2017.09.06 05:00 | sell | 985 | 0.01 | 108.732 | 109.252 | 108.232 | ||
| 1970 | 2017.09.06 06:15 | close | 985 | 0.01 | 108.611 | 109.252 | 108.232 | 121.00 | 596364.46 |
| 1971 | 2017.09.06 09:15 | sell | 986 | 0.01 | 108.756 | 109.276 | 108.256 | ||
| 1972 | 2017.09.06 10:00 | close | 986 | 0.01 | 108.635 | 109.276 | 108.256 | 121.00 | 596485.46 |
| 1973 | 2017.09.07 00:15 | buy | 987 | 0.01 | 109.231 | 108.711 | 109.731 | ||
| 1974 | 2017.09.07 03:00 | buy | 988 | 0.02 | 109.164 | 108.644 | 109.244 | ||
| 1975 | 2017.09.07 03:30 | buy | 989 | 0.04 | 109.054 | 108.534 | 109.254 | ||
| 1976 | 2017.09.07 04:01 | close | 987 | 0.01 | 109.204 | 108.711 | 109.731 | -27.00 | 596458.46 |
| 1977 | 2017.09.07 04:01 | close | 988 | 0.02 | 109.204 | 108.644 | 109.244 | 80.00 | 596538.46 |
| 1978 | 2017.09.07 04:01 | close | 989 | 0.04 | 109.204 | 108.534 | 109.254 | 600.00 | 597138.46 |
| 1979 | 2017.09.07 12:45 | buy | 990 | 0.01 | 108.868 | 108.348 | 109.368 | ||
| 1980 | 2017.09.07 15:45 | buy | 991 | 0.02 | 108.821 | 108.301 | 108.901 | ||
| 1981 | 2017.09.07 16:16 | t/p | 991 | 0.02 | 108.901 | 108.301 | 108.901 | 160.00 | 597298.46 |
| 1982 | 2017.09.07 18:08 | s/l | 990 | 0.01 | 108.348 | 108.348 | 109.368 | -520.00 | 596778.46 |
| 1983 | 2017.09.07 21:30 | sell | 992 | 0.01 | 108.666 | 109.186 | 108.166 | ||
| 1984 | 2017.09.07 22:24 | close | 992 | 0.01 | 108.545 | 109.186 | 108.166 | 121.00 | 596899.46 |
| 1985 | 2017.09.12 01:15 | buy | 993 | 0.01 | 109.252 | 108.732 | 109.752 | ||
| 1986 | 2017.09.12 03:00 | close | 993 | 0.01 | 109.413 | 108.732 | 109.752 | 161.00 | 597060.46 |
| 1987 | 2017.09.12 15:30 | buy | 994 | 0.01 | 109.705 | 109.185 | 110.205 | ||
| 1988 | 2017.09.12 15:38 | close | 994 | 0.01 | 109.868 | 109.185 | 110.205 | 163.00 | 597223.46 |
| 1989 | 2017.09.13 03:30 | buy | 995 | 0.01 | 110.084 | 109.564 | 110.584 | ||
| 1990 | 2017.09.13 05:15 | buy | 996 | 0.02 | 110.031 | 109.511 | 110.111 | ||
| 1991 | 2017.09.13 07:38 | t/p | 996 | 0.02 | 110.111 | 109.511 | 110.111 | 160.00 | 597383.46 |
| 1992 | 2017.09.13 10:30 | buy | 997 | 0.02 | 109.944 | 109.424 | 110.024 | ||
| 1993 | 2017.09.13 11:52 | t/p | 997 | 0.02 | 110.024 | 109.424 | 110.024 | 160.00 | 597543.46 |
| 1994 | 2017.09.13 16:37 | close | 995 | 0.01 | 110.246 | 109.564 | 110.584 | 162.00 | 597705.46 |
| 1995 | 2017.09.14 00:15 | buy | 998 | 0.01 | 110.482 | 109.962 | 110.982 | ||
| 1996 | 2017.09.14 04:06 | close | 998 | 0.01 | 110.643 | 109.962 | 110.982 | 161.00 | 597866.46 |
| 1997 | 2017.09.14 07:30 | buy | 999 | 0.01 | 110.450 | 109.930 | 110.950 | ||
| 1998 | 2017.09.14 14:24 | close | 999 | 0.01 | 110.611 | 109.930 | 110.950 | 161.00 | 598027.46 |
| 1999 | 2017.09.19 04:00 | buy | 1000 | 0.01 | 111.446 | 110.926 | 111.946 | ||
| 2000 | 2017.09.19 07:46 | close | 1000 | 0.01 | 111.607 | 110.926 | 111.946 | 161.00 | 598188.46 |
| 2001 | 2017.09.19 12:00 | buy | 1001 | 0.01 | 111.568 | 111.048 | 112.068 | ||
| 2002 | 2017.09.19 14:45 | buy | 1002 | 0.02 | 111.469 | 110.949 | 111.549 | ||
| 2003 | 2017.09.19 15:32 | t/p | 1002 | 0.02 | 111.549 | 110.949 | 111.549 | 160.00 | 598348.46 |
| 2004 | 2017.09.19 19:31 | close | 1001 | 0.01 | 111.729 | 111.048 | 112.068 | 161.00 | 598509.46 |
| 2005 | 2017.09.29 03:00 | sell | 1003 | 0.01 | 112.474 | 112.994 | 111.974 | ||
| 2006 | 2017.09.29 03:15 | sell | 1004 | 0.02 | 112.566 | 113.086 | 112.436 | ||
| 2007 | 2017.09.29 05:45 | sell | 1005 | 0.04 | 112.643 | 113.163 | 112.443 | ||
| 2008 | 2017.09.29 09:15 | sell | 1006 | 0.08 | 112.708 | 113.228 | 112.308 | ||
| 2009 | 2017.09.29 09:42 | close | 1003 | 0.01 | 112.569 | 112.994 | 111.974 | -95.00 | 598414.46 |
| 2010 | 2017.09.29 09:42 | close | 1004 | 0.02 | 112.569 | 113.086 | 112.436 | -6.00 | 598408.46 |
| 2011 | 2017.09.29 09:42 | close | 1005 | 0.04 | 112.569 | 113.163 | 112.443 | 296.00 | 598704.46 |
| 2012 | 2017.09.29 09:42 | close | 1006 | 0.08 | 112.569 | 113.228 | 112.308 | 1112.00 | 599816.46 |
| 2013 | 2017.10.02 12:00 | buy | 1007 | 0.01 | 112.799 | 112.279 | 113.299 | ||
| 2014 | 2017.10.02 15:30 | buy | 1008 | 0.02 | 112.731 | 112.211 | 112.811 | ||
| 2015 | 2017.10.02 15:45 | buy | 1009 | 0.04 | 112.688 | 112.168 | 112.888 | ||
| 2016 | 2017.10.02 15:50 | buy | 1010 | 0.08 | 112.638 | 112.118 | 113.038 | ||
| 2017 | 2017.10.02 17:00 | close | 1007 | 0.01 | 112.789 | 112.279 | 113.299 | -10.00 | 599806.46 |
| 2018 | 2017.10.02 17:00 | close | 1008 | 0.02 | 112.789 | 112.211 | 112.811 | 116.00 | 599922.46 |
| 2019 | 2017.10.02 17:00 | close | 1009 | 0.04 | 112.789 | 112.168 | 112.888 | 404.00 | 600326.46 |
| 2020 | 2017.10.02 17:00 | close | 1010 | 0.08 | 112.789 | 112.118 | 113.038 | 1208.00 | 601534.46 |
| 2021 | 2017.10.03 09:45 | buy | 1011 | 0.01 | 113.015 | 112.495 | 113.515 | ||
| 2022 | 2017.10.03 14:10 | buy | 1012 | 0.02 | 112.941 | 112.421 | 113.021 | ||
| 2023 | 2017.10.03 14:35 | t/p | 1012 | 0.02 | 113.021 | 112.421 | 113.021 | 160.00 | 601694.46 |
| 2024 | 2017.10.03 16:45 | buy | 1013 | 0.02 | 112.885 | 112.365 | 112.965 | ||
| 2025 | 2017.10.03 17:00 | buy | 1014 | 0.04 | 112.824 | 112.304 | 113.024 | ||
| 2026 | 2017.10.03 18:15 | buy | 1015 | 0.08 | 112.717 | 112.197 | 113.117 | ||
| 2027 | 2017.10.03 21:32 | close | 1011 | 0.01 | 112.903 | 112.495 | 113.515 | -112.00 | 601582.46 |
| 2028 | 2017.10.03 21:32 | close | 1013 | 0.02 | 112.903 | 112.365 | 112.965 | 36.00 | 601618.46 |
| 2029 | 2017.10.03 21:32 | close | 1014 | 0.04 | 112.903 | 112.304 | 113.024 | 316.00 | 601934.46 |
| 2030 | 2017.10.03 21:32 | close | 1015 | 0.08 | 112.903 | 112.197 | 113.117 | 1488.00 | 603422.46 |
| 2031 | 2017.10.16 01:15 | sell | 1016 | 0.01 | 111.953 | 112.473 | 111.453 | ||
| 2032 | 2017.10.16 04:00 | sell | 1017 | 0.02 | 112.037 | 112.557 | 111.907 | ||
| 2033 | 2017.10.16 07:04 | t/p | 1017 | 0.02 | 111.907 | 112.557 | 111.907 | 260.00 | 603682.46 |
| 2034 | 2017.10.16 09:08 | close | 1016 | 0.01 | 111.833 | 112.473 | 111.453 | 120.00 | 603802.46 |
| 2035 | 2017.10.16 13:30 | sell | 1018 | 0.01 | 111.836 | 112.356 | 111.336 | ||
| 2036 | 2017.10.16 17:35 | close | 1018 | 0.01 | 111.714 | 112.356 | 111.336 | 122.00 | 603924.46 |
| 2037 | 2017.10.17 20:45 | buy | 1019 | 0.01 | 112.269 | 111.749 | 112.769 | ||
| 2038 | 2017.10.17 21:00 | buy | 1020 | 0.02 | 112.215 | 111.695 | 112.295 | ||
| 2039 | 2017.10.17 21:15 | buy | 1021 | 0.04 | 112.169 | 111.649 | 112.369 | ||
| 2040 | 2017.10.18 08:12 | close | 1019 | 0.01 | 112.290 | 111.749 | 112.769 | 24.26 | 603948.72 |
| 2041 | 2017.10.18 08:12 | close | 1020 | 0.02 | 112.290 | 111.695 | 112.295 | 156.52 | 604105.24 |
| 2042 | 2017.10.18 08:12 | close | 1021 | 0.04 | 112.290 | 111.649 | 112.369 | 497.04 | 604602.28 |
| 2043 | 2017.10.23 05:15 | buy | 1022 | 0.01 | 113.791 | 113.271 | 114.291 | ||
| 2044 | 2017.10.23 05:30 | buy | 1023 | 0.02 | 113.747 | 113.227 | 113.827 | ||
| 2045 | 2017.10.23 08:15 | buy | 1024 | 0.04 | 113.699 | 113.179 | 113.899 | ||
| 2046 | 2017.10.23 10:11 | close | 1022 | 0.01 | 113.819 | 113.271 | 114.291 | 28.00 | 604630.28 |
| 2047 | 2017.10.23 10:11 | close | 1023 | 0.02 | 113.819 | 113.227 | 113.827 | 144.00 | 604774.28 |
| 2048 | 2017.10.23 10:11 | close | 1024 | 0.04 | 113.819 | 113.179 | 113.899 | 480.00 | 605254.28 |
| 2049 | 2017.10.27 16:45 | buy | 1025 | 0.01 | 114.035 | 113.515 | 114.535 | ||
| 2050 | 2017.10.27 16:50 | buy | 1026 | 0.02 | 113.986 | 113.466 | 114.066 | ||
| 2051 | 2017.10.27 16:53 | t/p | 1026 | 0.02 | 114.066 | 113.466 | 114.066 | 160.00 | 605414.28 |
| 2052 | 2017.10.30 08:15 | sell | 1027 | 0.01 | 113.639 | 114.159 | 113.139 | ||
| 2053 | 2017.10.30 09:30 | sell | 1028 | 0.02 | 113.717 | 114.237 | 113.587 | ||
| 2054 | 2017.10.30 11:12 | t/p | 1028 | 0.02 | 113.587 | 114.237 | 113.587 | 260.00 | 605674.28 |
| 2055 | 2017.10.30 15:05 | s/l | 1025 | 0.01 | 113.515 | 113.515 | 114.535 | -516.74 | 605157.54 |
| 2056 | 2017.10.30 15:05 | close | 1027 | 0.01 | 113.518 | 114.159 | 113.139 | 121.00 | 605278.54 |
| 2057 | 2017.10.31 04:00 | sell | 1029 | 0.01 | 113.156 | 113.676 | 112.656 | ||
| 2058 | 2017.10.31 05:15 | sell | 1030 | 0.02 | 113.234 | 113.754 | 113.104 | ||
| 2059 | 2017.10.31 07:13 | t/p | 1030 | 0.02 | 113.104 | 113.754 | 113.104 | 260.00 | 605538.54 |
| 2060 | 2017.10.31 08:20 | close | 1029 | 0.01 | 113.035 | 113.676 | 112.656 | 121.00 | 605659.54 |
| 2061 | 2017.10.31 11:00 | sell | 1031 | 0.01 | 113.186 | 113.706 | 112.686 | ||
| 2062 | 2017.10.31 11:15 | sell | 1032 | 0.02 | 113.237 | 113.757 | 113.107 | ||
| 2063 | 2017.10.31 18:28 | s/l | 1031 | 0.01 | 113.706 | 113.706 | 112.686 | -520.00 | 605139.54 |
| 2064 | 2017.11.01 02:11 | s/l | 1032 | 0.02 | 113.757 | 113.757 | 113.107 | -1040.00 | 604099.54 |
| 2065 | 2017.11.01 16:30 | buy | 1033 | 0.01 | 113.977 | 113.457 | 114.477 | ||
| 2066 | 2017.11.01 20:26 | close | 1033 | 0.01 | 114.138 | 113.457 | 114.477 | 161.00 | 604260.54 |
| 2067 | 2017.11.06 11:00 | buy | 1034 | 0.01 | 114.139 | 113.619 | 114.639 | ||
| 2068 | 2017.11.07 01:15 | sell | 1035 | 0.01 | 113.792 | 114.312 | 113.292 | ||
| 2069 | 2017.11.07 03:30 | sell | 1036 | 0.02 | 113.848 | 114.368 | 113.718 | ||
| 2070 | 2017.11.07 04:00 | sell | 1037 | 0.04 | 113.894 | 114.414 | 113.694 | ||
| 2071 | 2017.11.07 06:15 | sell | 1038 | 0.08 | 113.950 | 114.470 | 113.550 | ||
| 2072 | 2017.11.07 09:00 | sell | 1039 | 0.16 | 114.110 | 114.630 | 113.310 | ||
| 2073 | 2017.11.07 11:22 | s/l | 1035 | 0.01 | 114.312 | 114.312 | 113.292 | -520.00 | 603740.54 |
| 2074 | 2017.11.07 17:51 | close | 1039 | 0.16 | 113.977 | 114.630 | 113.310 | 2128.00 | 605868.54 |
| 2075 | 2017.11.07 17:51 | close | 1036 | 0.02 | 113.977 | 114.368 | 113.718 | -258.00 | 605610.54 |
| 2076 | 2017.11.07 17:51 | close | 1037 | 0.04 | 113.977 | 114.414 | 113.694 | -332.00 | 605278.54 |
| 2077 | 2017.11.07 17:51 | close | 1038 | 0.08 | 113.977 | 114.470 | 113.550 | -216.00 | 605062.54 |
| 2078 | 2017.11.08 08:00 | sell | 1040 | 0.01 | 113.826 | 114.346 | 113.326 | ||
| 2079 | 2017.11.08 08:15 | sell | 1041 | 0.02 | 113.894 | 114.414 | 113.764 | ||
| 2080 | 2017.11.08 09:23 | t/p | 1041 | 0.02 | 113.764 | 114.414 | 113.764 | 260.00 | 605322.54 |
| 2081 | 2017.11.08 11:54 | close | 1040 | 0.01 | 113.705 | 114.346 | 113.326 | 121.00 | 605443.54 |
| 2082 | 2017.11.08 12:45 | s/l | 1034 | 0.01 | 113.619 | 113.619 | 114.639 | -513.48 | 604930.06 |
| 2083 | 2017.11.08 18:15 | sell | 1042 | 0.01 | 113.647 | 114.167 | 113.147 | ||
| 2084 | 2017.11.08 19:30 | sell | 1043 | 0.02 | 113.740 | 114.260 | 113.610 | ||
| 2085 | 2017.11.08 22:30 | sell | 1044 | 0.04 | 113.839 | 114.359 | 113.639 | ||
| 2086 | 2017.11.08 23:40 | sell | 1045 | 0.08 | 113.881 | 114.401 | 113.481 | ||
| 2087 | 2017.11.09 07:07 | close | 1042 | 0.01 | 113.748 | 114.167 | 113.147 | -101.00 | 604829.06 |
| 2088 | 2017.11.09 07:07 | close | 1043 | 0.02 | 113.748 | 114.260 | 113.610 | -16.00 | 604813.06 |
| 2089 | 2017.11.09 07:07 | close | 1044 | 0.04 | 113.748 | 114.359 | 113.639 | 364.00 | 605177.06 |
| 2090 | 2017.11.09 07:07 | close | 1045 | 0.08 | 113.748 | 114.401 | 113.481 | 1064.00 | 606241.06 |
| 2091 | 2017.11.09 23:15 | sell | 1046 | 0.01 | 113.386 | 113.906 | 112.886 | ||
| 2092 | 2017.11.09 23:30 | sell | 1047 | 0.02 | 113.439 | 113.959 | 113.309 | ||
| 2093 | 2017.11.10 01:49 | t/p | 1047 | 0.02 | 113.309 | 113.959 | 113.309 | 260.00 | 606501.06 |
| 2094 | 2017.11.10 17:00 | close | 1046 | 0.01 | 113.265 | 113.906 | 112.886 | 121.00 | 606622.06 |
| 2095 | 2017.11.15 17:15 | sell | 1048 | 0.01 | 112.946 | 113.466 | 112.446 | ||
| 2096 | 2017.11.15 17:45 | sell | 1049 | 0.02 | 113.043 | 113.563 | 112.913 | ||
| 2097 | 2017.11.15 18:15 | sell | 1050 | 0.04 | 113.105 | 113.625 | 112.905 | ||
| 2098 | 2017.11.15 21:11 | t/p | 1049 | 0.02 | 112.913 | 113.563 | 112.913 | 260.00 | 606882.06 |
| 2099 | 2017.11.15 21:15 | t/p | 1050 | 0.04 | 112.905 | 113.625 | 112.905 | 800.00 | 607682.06 |
| 2100 | 2017.11.15 22:23 | close | 1048 | 0.01 | 112.825 | 113.466 | 112.446 | 121.00 | 607803.06 |