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 |
| 2101 | 2017.11.17 08:45 | sell | 1051 | 0.01 | 112.575 | 113.095 | 112.075 | ||
| 2102 | 2017.11.17 08:57 | close | 1051 | 0.01 | 112.455 | 113.095 | 112.075 | 120.00 | 607923.06 |
| 2103 | 2017.11.17 10:15 | sell | 1052 | 0.01 | 112.615 | 113.135 | 112.115 | ||
| 2104 | 2017.11.17 13:22 | close | 1052 | 0.01 | 112.494 | 113.135 | 112.115 | 121.00 | 608044.06 |
| 2105 | 2017.11.21 01:00 | buy | 1053 | 0.01 | 112.585 | 112.065 | 113.085 | ||
| 2106 | 2017.11.22 00:45 | sell | 1054 | 0.01 | 112.479 | 112.999 | 111.979 | ||
| 2107 | 2017.11.22 01:19 | close | 1054 | 0.01 | 112.358 | 112.999 | 111.979 | 121.00 | 608165.06 |
| 2108 | 2017.11.22 09:24 | s/l | 1053 | 0.01 | 112.065 | 112.065 | 113.085 | -516.74 | 607648.32 |
| 2109 | 2017.11.22 14:30 | sell | 1055 | 0.01 | 112.161 | 112.681 | 111.661 | ||
| 2110 | 2017.11.22 15:09 | close | 1055 | 0.01 | 112.040 | 112.681 | 111.661 | 121.00 | 607769.32 |
| 2111 | 2017.11.23 02:00 | sell | 1056 | 0.01 | 111.278 | 111.798 | 110.778 | ||
| 2112 | 2017.11.23 02:45 | close | 1056 | 0.01 | 111.158 | 111.798 | 110.778 | 120.00 | 607889.32 |
| 2113 | 2017.11.24 23:00 | buy | 1057 | 0.01 | 111.564 | 111.044 | 112.064 | ||
| 2114 | 2017.11.27 14:45 | s/l | 1057 | 0.01 | 111.044 | 111.044 | 112.064 | -516.74 | 607372.58 |
| 2115 | 2017.11.30 04:45 | buy | 1058 | 0.01 | 111.959 | 111.439 | 112.459 | ||
| 2116 | 2017.11.30 07:43 | close | 1058 | 0.01 | 112.120 | 111.439 | 112.459 | 161.00 | 607533.58 |
| 2117 | 2017.11.30 14:45 | buy | 1059 | 0.01 | 112.241 | 111.721 | 112.741 | ||
| 2118 | 2017.11.30 15:34 | close | 1059 | 0.01 | 112.402 | 111.721 | 112.741 | 161.00 | 607694.58 |
| 2119 | 2017.12.08 16:30 | buy | 1060 | 0.01 | 113.225 | 112.705 | 113.725 | ||
| 2120 | 2017.12.08 17:06 | close | 1060 | 0.01 | 113.386 | 112.705 | 113.725 | 161.00 | 607855.58 |
| 2121 | 2017.12.14 02:00 | sell | 1061 | 0.01 | 112.761 | 113.281 | 112.261 | ||
| 2122 | 2017.12.14 03:51 | close | 1061 | 0.01 | 112.640 | 113.281 | 112.261 | 121.00 | 607976.58 |
| 2123 | 2017.12.18 11:45 | buy | 1062 | 0.01 | 112.640 | 112.120 | 113.140 | ||
| 2124 | 2017.12.18 13:45 | buy | 1063 | 0.02 | 112.553 | 112.033 | 112.633 | ||
| 2125 | 2017.12.18 15:15 | buy | 1064 | 0.04 | 112.482 | 111.962 | 112.682 | ||
| 2126 | 2017.12.19 02:01 | close | 1062 | 0.01 | 112.618 | 112.120 | 113.140 | -18.74 | 607957.84 |
| 2127 | 2017.12.19 02:01 | close | 1063 | 0.02 | 112.618 | 112.033 | 112.633 | 136.52 | 608094.36 |
| 2128 | 2017.12.19 02:01 | close | 1064 | 0.04 | 112.618 | 111.962 | 112.682 | 557.04 | 608651.40 |
| 2129 | 2017.12.21 01:45 | buy | 1065 | 0.01 | 113.278 | 112.758 | 113.778 | ||
| 2130 | 2017.12.21 04:59 | close | 1065 | 0.01 | 113.439 | 112.758 | 113.778 | 161.00 | 608812.40 |
| 2131 | 2017.12.21 15:45 | buy | 1066 | 0.01 | 113.420 | 112.900 | 113.920 | ||
| 2132 | 2017.12.21 16:45 | buy | 1067 | 0.02 | 113.376 | 112.856 | 113.456 | ||
| 2133 | 2017.12.21 17:23 | t/p | 1067 | 0.02 | 113.456 | 112.856 | 113.456 | 160.00 | 608972.40 |
| 2134 | 2017.12.21 22:15 | buy | 1068 | 0.02 | 113.333 | 112.813 | 113.413 | ||
| 2135 | 2017.12.22 09:31 | t/p | 1068 | 0.02 | 113.413 | 112.813 | 113.413 | 166.52 | 609138.92 |
| 2136 | 2017.12.28 07:34 | s/l | 1066 | 0.01 | 112.900 | 112.900 | 113.920 | -497.18 | 608641.74 |
| 2137 | 2018.01.02 17:00 | sell | 1069 | 0.01 | 112.225 | 112.745 | 111.725 | ||
| 2138 | 2018.01.02 18:02 | close | 1069 | 0.01 | 112.104 | 112.745 | 111.725 | 121.00 | 608762.74 |
| 2139 | 2018.01.02 19:30 | sell | 1070 | 0.01 | 112.267 | 112.787 | 111.767 | ||
| 2140 | 2018.01.02 21:00 | sell | 1071 | 0.02 | 112.333 | 112.853 | 112.203 | ||
| 2141 | 2018.01.03 01:31 | t/p | 1071 | 0.02 | 112.203 | 112.853 | 112.203 | 260.00 | 609022.74 |
| 2142 | 2018.01.04 15:34 | s/l | 1070 | 0.01 | 112.787 | 112.787 | 111.767 | -520.00 | 608502.74 |
| 2143 | 2018.01.04 22:00 | buy | 1072 | 0.01 | 112.754 | 112.234 | 113.254 | ||
| 2144 | 2018.01.05 07:01 | close | 1072 | 0.01 | 112.915 | 112.234 | 113.254 | 164.26 | 608667.00 |
| 2145 | 2018.01.08 11:30 | buy | 1073 | 0.01 | 113.213 | 112.693 | 113.713 | ||
| 2146 | 2018.01.08 11:45 | buy | 1074 | 0.02 | 113.158 | 112.638 | 113.238 | ||
| 2147 | 2018.01.08 13:05 | buy | 1075 | 0.04 | 113.113 | 112.593 | 113.313 | ||
| 2148 | 2018.01.09 03:44 | s/l | 1073 | 0.01 | 112.693 | 112.693 | 113.713 | -516.74 | 608150.26 |
| 2149 | 2018.01.09 03:44 | s/l | 1074 | 0.02 | 112.638 | 112.638 | 113.238 | -1033.48 | 607116.78 |
| 2150 | 2018.01.09 03:45 | s/l | 1075 | 0.04 | 112.593 | 112.593 | 113.313 | -2066.96 | 605049.82 |
| 2151 | 2018.01.09 08:00 | sell | 1076 | 0.01 | 112.691 | 113.211 | 112.191 | ||
| 2152 | 2018.01.09 09:00 | sell | 1077 | 0.02 | 112.743 | 113.263 | 112.613 | ||
| 2153 | 2018.01.09 09:30 | sell | 1078 | 0.04 | 112.788 | 113.308 | 112.588 | ||
| 2154 | 2018.01.09 10:30 | sell | 1079 | 0.08 | 112.848 | 113.368 | 112.448 | ||
| 2155 | 2018.01.09 13:33 | close | 1076 | 0.01 | 112.720 | 113.211 | 112.191 | -29.00 | 605020.82 |
| 2156 | 2018.01.09 13:33 | close | 1077 | 0.02 | 112.720 | 113.263 | 112.613 | 46.00 | 605066.82 |
| 2157 | 2018.01.09 13:33 | close | 1078 | 0.04 | 112.720 | 113.308 | 112.588 | 272.00 | 605338.82 |
| 2158 | 2018.01.09 13:33 | close | 1079 | 0.08 | 112.720 | 113.368 | 112.448 | 1024.00 | 606362.82 |
| 2159 | 2018.01.09 22:15 | sell | 1080 | 0.01 | 112.669 | 113.189 | 112.169 | ||
| 2160 | 2018.01.10 01:30 | sell | 1081 | 0.02 | 112.736 | 113.256 | 112.606 | ||
| 2161 | 2018.01.10 02:32 | t/p | 1081 | 0.02 | 112.606 | 113.256 | 112.606 | 260.00 | 606622.82 |
| 2162 | 2018.01.10 02:52 | close | 1080 | 0.01 | 112.547 | 113.189 | 112.169 | 122.00 | 606744.82 |
| 2163 | 2018.01.10 08:15 | sell | 1082 | 0.01 | 112.327 | 112.847 | 111.827 | ||
| 2164 | 2018.01.10 08:30 | sell | 1083 | 0.02 | 112.371 | 112.891 | 112.241 | ||
| 2165 | 2018.01.10 08:36 | t/p | 1083 | 0.02 | 112.241 | 112.891 | 112.241 | 260.00 | 607004.82 |
| 2166 | 2018.01.10 08:39 | close | 1082 | 0.01 | 112.206 | 112.847 | 111.827 | 121.00 | 607125.82 |
| 2167 | 2018.01.10 16:45 | sell | 1084 | 0.01 | 111.593 | 112.113 | 111.093 | ||
| 2168 | 2018.01.10 16:52 | close | 1084 | 0.01 | 111.473 | 112.113 | 111.093 | 120.00 | 607245.82 |
| 2169 | 2018.01.10 16:55 | sell | 1085 | 0.01 | 111.463 | 111.983 | 110.963 | ||
| 2170 | 2018.01.10 17:12 | close | 1085 | 0.01 | 111.342 | 111.983 | 110.963 | 121.00 | 607366.82 |
| 2171 | 2018.01.15 08:30 | sell | 1086 | 0.01 | 110.795 | 111.315 | 110.295 | ||
| 2172 | 2018.01.15 09:00 | sell | 1087 | 0.02 | 110.856 | 111.376 | 110.726 | ||
| 2173 | 2018.01.15 10:07 | t/p | 1087 | 0.02 | 110.726 | 111.376 | 110.726 | 260.00 | 607626.82 |
| 2174 | 2018.01.15 10:18 | close | 1086 | 0.01 | 110.674 | 111.315 | 110.295 | 121.00 | 607747.82 |
| 2175 | 2018.01.15 14:45 | sell | 1088 | 0.01 | 110.697 | 111.217 | 110.197 | ||
| 2176 | 2018.01.15 15:50 | close | 1088 | 0.01 | 110.577 | 111.217 | 110.197 | 120.00 | 607867.82 |
| 2177 | 2018.01.15 23:15 | sell | 1089 | 0.01 | 110.502 | 111.022 | 110.002 | ||
| 2178 | 2018.01.16 02:00 | sell | 1090 | 0.02 | 110.613 | 111.133 | 110.483 | ||
| 2179 | 2018.01.16 21:03 | t/p | 1090 | 0.02 | 110.483 | 111.133 | 110.483 | 260.00 | 608127.82 |
| 2180 | 2018.01.16 21:24 | close | 1089 | 0.01 | 110.381 | 111.022 | 110.002 | 121.00 | 608248.82 |
| 2181 | 2018.01.19 14:30 | sell | 1091 | 0.01 | 110.739 | 111.259 | 110.239 | ||
| 2182 | 2018.01.19 15:14 | close | 1091 | 0.01 | 110.619 | 111.259 | 110.239 | 120.00 | 608368.82 |
| 2183 | 2018.01.22 10:00 | buy | 1092 | 0.01 | 110.785 | 110.265 | 111.285 | ||
| 2184 | 2018.01.22 11:30 | buy | 1093 | 0.02 | 110.713 | 110.193 | 110.793 | ||
| 2185 | 2018.01.22 14:37 | t/p | 1093 | 0.02 | 110.793 | 110.193 | 110.793 | 160.00 | 608528.82 |
| 2186 | 2018.01.22 18:43 | close | 1092 | 0.01 | 110.946 | 110.265 | 111.285 | 161.00 | 608689.82 |
| 2187 | 2018.01.22 22:45 | buy | 1094 | 0.01 | 110.955 | 110.435 | 111.455 | ||
| 2188 | 2018.01.23 00:20 | buy | 1095 | 0.02 | 110.883 | 110.363 | 110.963 | ||
| 2189 | 2018.01.23 00:57 | t/p | 1095 | 0.02 | 110.963 | 110.363 | 110.963 | 160.00 | 608849.82 |
| 2190 | 2018.01.23 08:44 | close | 1094 | 0.01 | 111.116 | 110.435 | 111.455 | 164.26 | 609014.08 |
| 2191 | 2018.01.25 09:15 | sell | 1096 | 0.01 | 109.132 | 109.652 | 108.632 | ||
| 2192 | 2018.01.25 09:29 | close | 1096 | 0.01 | 109.012 | 109.652 | 108.632 | 120.00 | 609134.08 |
| 2193 | 2018.01.25 09:30 | sell | 1097 | 0.01 | 109.026 | 109.546 | 108.526 | ||
| 2194 | 2018.01.25 09:35 | sell | 1098 | 0.02 | 109.091 | 109.611 | 108.961 | ||
| 2195 | 2018.01.25 09:49 | t/p | 1098 | 0.02 | 108.961 | 109.611 | 108.961 | 260.00 | 609394.08 |
| 2196 | 2018.01.25 09:50 | close | 1097 | 0.01 | 108.904 | 109.546 | 108.526 | 122.00 | 609516.08 |
| 2197 | 2018.01.25 10:45 | sell | 1099 | 0.01 | 109.177 | 109.697 | 108.677 | ||
| 2198 | 2018.01.25 11:20 | close | 1099 | 0.01 | 109.057 | 109.697 | 108.677 | 120.00 | 609636.08 |
| 2199 | 2018.01.31 07:30 | buy | 1100 | 0.01 | 108.777 | 108.257 | 109.277 | ||
| 2200 | 2018.01.31 07:45 | buy | 1101 | 0.02 | 108.735 | 108.215 | 108.815 | ||
| 2201 | 2018.01.31 12:40 | t/p | 1101 | 0.02 | 108.815 | 108.215 | 108.815 | 160.00 | 609796.08 |
| 2202 | 2018.01.31 15:15 | close | 1100 | 0.01 | 108.938 | 108.257 | 109.277 | 161.00 | 609957.08 |
| 2203 | 2018.02.02 19:45 | buy | 1102 | 0.01 | 110.144 | 109.624 | 110.644 | ||
| 2204 | 2018.02.02 20:15 | buy | 1103 | 0.02 | 110.078 | 109.558 | 110.158 | ||
| 2205 | 2018.02.02 20:54 | t/p | 1103 | 0.02 | 110.158 | 109.558 | 110.158 | 160.00 | 610117.08 |
| 2206 | 2018.02.02 21:22 | close | 1102 | 0.01 | 110.305 | 109.624 | 110.644 | 161.00 | 610278.08 |
| 2207 | 2018.02.05 02:15 | buy | 1104 | 0.01 | 110.034 | 109.514 | 110.534 | ||
| 2208 | 2018.02.05 02:30 | buy | 1105 | 0.02 | 109.950 | 109.430 | 110.030 | ||
| 2209 | 2018.02.05 02:45 | buy | 1106 | 0.04 | 109.859 | 109.339 | 110.059 | ||
| 2210 | 2018.02.05 04:19 | close | 1104 | 0.01 | 110.003 | 109.514 | 110.534 | -31.00 | 610247.08 |
| 2211 | 2018.02.05 04:19 | close | 1105 | 0.02 | 110.003 | 109.430 | 110.030 | 106.00 | 610353.08 |
| 2212 | 2018.02.05 04:19 | close | 1106 | 0.04 | 110.003 | 109.339 | 110.059 | 576.00 | 610929.08 |
| 2213 | 2018.02.14 22:30 | sell | 1107 | 0.01 | 107.039 | 107.559 | 106.539 | ||
| 2214 | 2018.02.15 01:06 | close | 1107 | 0.01 | 106.918 | 107.559 | 106.539 | 121.00 | 611050.08 |
| 2215 | 2018.02.15 13:00 | sell | 1108 | 0.01 | 106.566 | 107.086 | 106.066 | ||
| 2216 | 2018.02.15 13:30 | sell | 1109 | 0.02 | 106.617 | 107.137 | 106.487 | ||
| 2217 | 2018.02.15 14:00 | sell | 1110 | 0.04 | 106.693 | 107.213 | 106.493 | ||
| 2218 | 2018.02.15 14:15 | sell | 1111 | 0.08 | 106.759 | 107.279 | 106.359 | ||
| 2219 | 2018.02.15 14:46 | close | 1108 | 0.01 | 106.622 | 107.086 | 106.066 | -56.00 | 610994.08 |
| 2220 | 2018.02.15 14:46 | close | 1109 | 0.02 | 106.622 | 107.137 | 106.487 | -10.00 | 610984.08 |
| 2221 | 2018.02.15 14:46 | close | 1110 | 0.04 | 106.622 | 107.213 | 106.493 | 284.00 | 611268.08 |
| 2222 | 2018.02.15 14:46 | close | 1111 | 0.08 | 106.622 | 107.279 | 106.359 | 1096.00 | 612364.08 |
| 2223 | 2018.02.16 12:15 | sell | 1112 | 0.01 | 106.027 | 106.547 | 105.527 | ||
| 2224 | 2018.02.16 12:30 | sell | 1113 | 0.02 | 106.084 | 106.604 | 105.954 | ||
| 2225 | 2018.02.16 13:15 | sell | 1114 | 0.04 | 106.135 | 106.655 | 105.935 | ||
| 2226 | 2018.02.16 14:15 | sell | 1115 | 0.08 | 106.233 | 106.753 | 105.833 | ||
| 2227 | 2018.02.16 17:32 | close | 1112 | 0.01 | 106.085 | 106.547 | 105.527 | -58.00 | 612306.08 |
| 2228 | 2018.02.16 17:32 | close | 1113 | 0.02 | 106.085 | 106.604 | 105.954 | -2.00 | 612304.08 |
| 2229 | 2018.02.16 17:32 | close | 1114 | 0.04 | 106.085 | 106.655 | 105.935 | 200.00 | 612504.08 |
| 2230 | 2018.02.16 17:32 | close | 1115 | 0.08 | 106.085 | 106.753 | 105.833 | 1184.00 | 613688.08 |
| 2231 | 2018.02.19 01:15 | buy | 1116 | 0.01 | 106.190 | 105.670 | 106.690 | ||
| 2232 | 2018.02.19 04:00 | buy | 1117 | 0.02 | 106.115 | 105.595 | 106.195 | ||
| 2233 | 2018.02.19 04:56 | t/p | 1117 | 0.02 | 106.195 | 105.595 | 106.195 | 160.00 | 613848.08 |
| 2234 | 2018.02.19 05:56 | close | 1116 | 0.01 | 106.351 | 105.670 | 106.690 | 161.00 | 614009.08 |
| 2235 | 2018.02.19 13:15 | buy | 1118 | 0.01 | 106.525 | 106.005 | 107.025 | ||
| 2236 | 2018.02.19 15:53 | close | 1118 | 0.01 | 106.686 | 106.005 | 107.025 | 161.00 | 614170.08 |
| 2237 | 2018.02.21 10:15 | buy | 1119 | 0.01 | 107.628 | 107.108 | 108.128 | ||
| 2238 | 2018.02.21 10:45 | buy | 1120 | 0.02 | 107.551 | 107.031 | 107.631 | ||
| 2239 | 2018.02.21 11:15 | buy | 1121 | 0.04 | 107.500 | 106.980 | 107.700 | ||
| 2240 | 2018.02.21 13:00 | buy | 1122 | 0.08 | 107.395 | 106.875 | 107.795 | ||
| 2241 | 2018.02.21 14:49 | close | 1119 | 0.01 | 107.573 | 107.108 | 108.128 | -55.00 | 614115.08 |
| 2242 | 2018.02.21 14:49 | close | 1120 | 0.02 | 107.573 | 107.031 | 107.631 | 44.00 | 614159.08 |
| 2243 | 2018.02.21 14:49 | close | 1121 | 0.04 | 107.573 | 106.980 | 107.700 | 292.00 | 614451.08 |
| 2244 | 2018.02.21 14:49 | close | 1122 | 0.08 | 107.573 | 106.875 | 107.795 | 1424.00 | 615875.08 |
| 2245 | 2018.02.23 01:45 | sell | 1123 | 0.01 | 106.771 | 107.291 | 106.271 | ||
| 2246 | 2018.02.23 02:00 | sell | 1124 | 0.02 | 106.834 | 107.354 | 106.704 | ||
| 2247 | 2018.02.23 02:45 | sell | 1125 | 0.04 | 106.938 | 107.458 | 106.738 | ||
| 2248 | 2018.02.23 07:30 | sell | 1126 | 0.08 | 106.984 | 107.504 | 106.584 | ||
| 2249 | 2018.02.23 08:45 | sell | 1127 | 0.16 | 107.063 | 107.583 | 106.263 | ||
| 2250 | 2018.02.23 10:01 | close | 1123 | 0.01 | 106.960 | 107.291 | 106.271 | -189.00 | 615686.08 |