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 |
| 2251 | 2018.02.23 10:01 | close | 1124 | 0.02 | 106.960 | 107.354 | 106.704 | -252.00 | 615434.08 |
| 2252 | 2018.02.23 10:01 | close | 1125 | 0.04 | 106.960 | 107.458 | 106.738 | -88.00 | 615346.08 |
| 2253 | 2018.02.23 10:01 | close | 1126 | 0.08 | 106.960 | 107.504 | 106.584 | 192.00 | 615538.08 |
| 2254 | 2018.02.23 10:01 | close | 1127 | 0.16 | 106.960 | 107.583 | 106.263 | 1648.00 | 617186.08 |
| 2255 | 2018.02.23 22:00 | sell | 1128 | 0.01 | 106.736 | 107.256 | 106.236 | ||
| 2256 | 2018.02.23 22:45 | sell | 1129 | 0.02 | 106.785 | 107.305 | 106.655 | ||
| 2257 | 2018.02.23 23:00 | sell | 1130 | 0.04 | 106.878 | 107.398 | 106.678 | ||
| 2258 | 2018.02.26 03:39 | t/p | 1130 | 0.04 | 106.678 | 107.398 | 106.678 | 800.00 | 617986.08 |
| 2259 | 2018.02.26 03:39 | t/p | 1129 | 0.02 | 106.655 | 107.305 | 106.655 | 260.00 | 618246.08 |
| 2260 | 2018.02.26 03:45 | close | 1128 | 0.01 | 106.616 | 107.256 | 106.236 | 120.00 | 618366.08 |
| 2261 | 2018.02.28 04:00 | buy | 1131 | 0.01 | 107.144 | 106.624 | 107.644 | ||
| 2262 | 2018.02.28 04:59 | close | 1131 | 0.01 | 107.305 | 106.624 | 107.644 | 161.00 | 618527.08 |
| 2263 | 2018.02.28 08:00 | buy | 1132 | 0.01 | 107.069 | 106.549 | 107.569 | ||
| 2264 | 2018.02.28 11:14 | close | 1132 | 0.01 | 107.230 | 106.549 | 107.569 | 161.00 | 618688.08 |
| 2265 | 2018.03.13 05:00 | sell | 1133 | 0.01 | 106.416 | 106.936 | 105.916 | ||
| 2266 | 2018.03.13 05:45 | sell | 1134 | 0.02 | 106.492 | 107.012 | 106.362 | ||
| 2267 | 2018.03.13 06:00 | sell | 1135 | 0.04 | 106.545 | 107.065 | 106.345 | ||
| 2268 | 2018.03.13 06:15 | sell | 1136 | 0.08 | 106.614 | 107.134 | 106.214 | ||
| 2269 | 2018.03.13 09:37 | s/l | 1133 | 0.01 | 106.936 | 106.936 | 105.916 | -520.00 | 618168.08 |
| 2270 | 2018.03.13 10:02 | s/l | 1134 | 0.02 | 107.012 | 107.012 | 106.362 | -1040.00 | 617128.08 |
| 2271 | 2018.03.13 11:11 | s/l | 1135 | 0.04 | 107.065 | 107.065 | 106.345 | -2080.00 | 615048.08 |
| 2272 | 2018.03.13 11:18 | s/l | 1136 | 0.08 | 107.134 | 107.134 | 106.214 | -4160.00 | 610888.08 |
| 2273 | 2018.03.15 09:00 | sell | 1137 | 0.01 | 106.048 | 106.568 | 105.548 | ||
| 2274 | 2018.03.15 09:20 | sell | 1138 | 0.02 | 106.091 | 106.611 | 105.961 | ||
| 2275 | 2018.03.15 11:42 | t/p | 1138 | 0.02 | 105.961 | 106.611 | 105.961 | 260.00 | 611148.08 |
| 2276 | 2018.03.15 11:43 | close | 1137 | 0.01 | 105.927 | 106.568 | 105.548 | 121.00 | 611269.08 |
| 2277 | 2018.03.22 18:30 | sell | 1139 | 0.01 | 105.723 | 106.243 | 105.223 | ||
| 2278 | 2018.03.22 19:00 | close | 1139 | 0.01 | 105.602 | 106.243 | 105.223 | 121.00 | 611390.08 |
| 2279 | 2018.03.22 19:30 | sell | 1140 | 0.01 | 105.747 | 106.267 | 105.247 | ||
| 2280 | 2018.03.22 20:58 | close | 1140 | 0.01 | 105.626 | 106.267 | 105.247 | 121.00 | 611511.08 |
| 2281 | 2018.03.23 09:15 | sell | 1141 | 0.01 | 104.863 | 105.383 | 104.363 | ||
| 2282 | 2018.03.23 09:45 | sell | 1142 | 0.02 | 104.935 | 105.455 | 104.805 | ||
| 2283 | 2018.03.23 10:00 | sell | 1143 | 0.04 | 105.025 | 105.545 | 104.825 | ||
| 2284 | 2018.03.23 14:15 | sell | 1144 | 0.08 | 105.117 | 105.637 | 104.717 | ||
| 2285 | 2018.03.23 14:50 | sell | 1145 | 0.16 | 105.158 | 105.678 | 104.358 | ||
| 2286 | 2018.03.23 15:10 | close | 1141 | 0.01 | 105.064 | 105.383 | 104.363 | -201.00 | 611310.08 |
| 2287 | 2018.03.23 15:10 | close | 1142 | 0.02 | 105.064 | 105.455 | 104.805 | -258.00 | 611052.08 |
| 2288 | 2018.03.23 15:10 | close | 1143 | 0.04 | 105.064 | 105.545 | 104.825 | -156.00 | 610896.08 |
| 2289 | 2018.03.23 15:10 | close | 1144 | 0.08 | 105.064 | 105.637 | 104.717 | 424.00 | 611320.08 |
| 2290 | 2018.03.23 15:10 | close | 1145 | 0.16 | 105.064 | 105.678 | 104.358 | 1504.00 | 612824.08 |
| 2291 | 2018.03.23 15:45 | sell | 1146 | 0.01 | 105.129 | 105.649 | 104.629 | ||
| 2292 | 2018.03.23 15:55 | sell | 1147 | 0.02 | 105.181 | 105.701 | 105.051 | ||
| 2293 | 2018.03.23 17:38 | t/p | 1147 | 0.02 | 105.051 | 105.701 | 105.051 | 260.00 | 613084.08 |
| 2294 | 2018.03.23 17:40 | close | 1146 | 0.01 | 105.009 | 105.649 | 104.629 | 120.00 | 613204.08 |
| 2295 | 2018.03.27 10:45 | buy | 1148 | 0.01 | 105.519 | 104.999 | 106.019 | ||
| 2296 | 2018.03.27 12:56 | close | 1148 | 0.01 | 105.680 | 104.999 | 106.019 | 161.00 | 613365.08 |
| 2297 | 2018.03.27 17:15 | buy | 1149 | 0.01 | 105.588 | 105.068 | 106.088 | ||
| 2298 | 2018.03.27 17:43 | close | 1149 | 0.01 | 105.749 | 105.068 | 106.088 | 161.00 | 613526.08 |
| 2299 | 2018.03.27 22:00 | buy | 1150 | 0.01 | 105.540 | 105.020 | 106.040 | ||
| 2300 | 2018.03.28 09:17 | close | 1150 | 0.01 | 105.701 | 105.020 | 106.040 | 164.26 | 613690.34 |
| 2301 | 2018.03.30 16:15 | sell | 1151 | 0.01 | 106.177 | 106.697 | 105.677 | ||
| 2302 | 2018.04.02 11:00 | buy | 1152 | 0.01 | 106.296 | 105.776 | 106.796 | ||
| 2303 | 2018.04.02 20:42 | s/l | 1152 | 0.01 | 105.776 | 105.776 | 106.796 | -520.00 | 613170.34 |
| 2304 | 2018.04.02 20:42 | close | 1151 | 0.01 | 105.786 | 106.697 | 105.677 | 391.00 | 613561.34 |
| 2305 | 2018.04.05 08:45 | buy | 1153 | 0.01 | 106.855 | 106.335 | 107.355 | ||
| 2306 | 2018.04.05 09:35 | close | 1153 | 0.01 | 107.016 | 106.335 | 107.355 | 161.00 | 613722.34 |
| 2307 | 2018.04.06 02:00 | buy | 1154 | 0.01 | 107.164 | 106.644 | 107.664 | ||
| 2308 | 2018.04.06 02:15 | buy | 1155 | 0.02 | 107.091 | 106.571 | 107.171 | ||
| 2309 | 2018.04.06 03:45 | t/p | 1155 | 0.02 | 107.171 | 106.571 | 107.171 | 160.00 | 613882.34 |
| 2310 | 2018.04.06 04:30 | buy | 1156 | 0.02 | 107.118 | 106.598 | 107.198 | ||
| 2311 | 2018.04.06 05:18 | t/p | 1156 | 0.02 | 107.198 | 106.598 | 107.198 | 160.00 | 614042.34 |
| 2312 | 2018.04.06 07:23 | close | 1154 | 0.01 | 107.325 | 106.644 | 107.664 | 161.00 | 614203.34 |
| 2313 | 2018.04.11 03:00 | buy | 1157 | 0.01 | 107.140 | 106.620 | 107.640 | ||
| 2314 | 2018.04.11 03:15 | buy | 1158 | 0.02 | 107.082 | 106.562 | 107.162 | ||
| 2315 | 2018.04.11 03:45 | buy | 1159 | 0.04 | 107.032 | 106.512 | 107.232 | ||
| 2316 | 2018.04.11 11:30 | buy | 1160 | 0.08 | 106.917 | 106.397 | 107.317 | ||
| 2317 | 2018.04.12 13:30 | close | 1157 | 0.01 | 107.098 | 106.620 | 107.640 | -32.22 | 614171.12 |
| 2318 | 2018.04.12 13:30 | close | 1158 | 0.02 | 107.098 | 106.562 | 107.162 | 51.56 | 614222.68 |
| 2319 | 2018.04.12 13:30 | close | 1159 | 0.04 | 107.098 | 106.512 | 107.232 | 303.12 | 614525.80 |
| 2320 | 2018.04.12 13:30 | close | 1160 | 0.08 | 107.098 | 106.397 | 107.317 | 1526.24 | 616052.04 |
| 2321 | 2018.04.13 17:15 | buy | 1161 | 0.01 | 107.546 | 107.026 | 108.046 | ||
| 2322 | 2018.04.13 18:15 | buy | 1162 | 0.02 | 107.500 | 106.980 | 107.580 | ||
| 2323 | 2018.04.13 19:35 | buy | 1163 | 0.04 | 107.442 | 106.922 | 107.642 | ||
| 2324 | 2018.04.13 20:00 | buy | 1164 | 0.08 | 107.399 | 106.879 | 107.799 | ||
| 2325 | 2018.04.16 00:24 | close | 1161 | 0.01 | 107.548 | 107.026 | 108.046 | 5.26 | 616057.30 |
| 2326 | 2018.04.16 00:24 | close | 1162 | 0.02 | 107.548 | 106.980 | 107.580 | 102.52 | 616159.82 |
| 2327 | 2018.04.16 00:24 | close | 1163 | 0.04 | 107.548 | 106.922 | 107.642 | 437.04 | 616596.86 |
| 2328 | 2018.04.16 00:24 | close | 1164 | 0.08 | 107.548 | 106.879 | 107.799 | 1218.08 | 617814.94 |
| 2329 | 2018.04.17 12:45 | sell | 1165 | 0.01 | 107.033 | 107.553 | 106.533 | ||
| 2330 | 2018.04.17 15:15 | sell | 1166 | 0.02 | 107.103 | 107.623 | 106.973 | ||
| 2331 | 2018.04.17 19:54 | t/p | 1166 | 0.02 | 106.973 | 107.623 | 106.973 | 260.00 | 618074.94 |
| 2332 | 2018.04.17 20:08 | close | 1165 | 0.01 | 106.912 | 107.553 | 106.533 | 121.00 | 618195.94 |
| 2333 | 2018.04.18 11:00 | buy | 1167 | 0.01 | 107.311 | 106.791 | 107.811 | ||
| 2334 | 2018.04.18 12:45 | buy | 1168 | 0.02 | 107.264 | 106.744 | 107.344 | ||
| 2335 | 2018.04.18 14:15 | buy | 1169 | 0.04 | 107.202 | 106.682 | 107.402 | ||
| 2336 | 2018.04.18 17:15 | buy | 1170 | 0.08 | 107.139 | 106.619 | 107.539 | ||
| 2337 | 2018.04.18 19:03 | close | 1167 | 0.01 | 107.298 | 106.791 | 107.811 | -13.00 | 618182.94 |
| 2338 | 2018.04.18 19:03 | close | 1168 | 0.02 | 107.298 | 106.744 | 107.344 | 68.00 | 618250.94 |
| 2339 | 2018.04.18 19:03 | close | 1169 | 0.04 | 107.298 | 106.682 | 107.402 | 384.00 | 618634.94 |
| 2340 | 2018.04.18 19:03 | close | 1170 | 0.08 | 107.298 | 106.619 | 107.539 | 1272.00 | 619906.94 |
| 2341 | 2018.04.20 20:00 | buy | 1171 | 0.01 | 107.515 | 106.995 | 108.015 | ||
| 2342 | 2018.04.23 00:00 | close | 1171 | 0.01 | 107.771 | 106.995 | 108.015 | 259.26 | 620166.20 |
| 2343 | 2018.04.24 19:30 | buy | 1172 | 0.01 | 108.840 | 108.320 | 109.340 | ||
| 2344 | 2018.04.24 20:00 | buy | 1173 | 0.02 | 108.726 | 108.206 | 108.806 | ||
| 2345 | 2018.04.24 21:15 | buy | 1174 | 0.04 | 108.615 | 108.095 | 108.815 | ||
| 2346 | 2018.04.24 23:07 | close | 1172 | 0.01 | 108.772 | 108.320 | 109.340 | -68.00 | 620098.20 |
| 2347 | 2018.04.24 23:07 | close | 1173 | 0.02 | 108.772 | 108.206 | 108.806 | 92.00 | 620190.20 |
| 2348 | 2018.04.24 23:07 | close | 1174 | 0.04 | 108.772 | 108.095 | 108.815 | 628.00 | 620818.20 |
| 2349 | 2018.04.25 12:30 | buy | 1175 | 0.01 | 109.027 | 108.507 | 109.527 | ||
| 2350 | 2018.04.25 14:44 | close | 1175 | 0.01 | 109.188 | 108.507 | 109.527 | 161.00 | 620979.20 |
| 2351 | 2018.04.26 03:15 | buy | 1176 | 0.01 | 109.303 | 108.783 | 109.803 | ||
| 2352 | 2018.04.27 10:23 | close | 1176 | 0.01 | 109.464 | 108.783 | 109.803 | 164.26 | 621143.46 |
| 2353 | 2018.04.27 16:15 | buy | 1177 | 0.01 | 109.278 | 108.758 | 109.778 | ||
| 2354 | 2018.04.30 17:55 | close | 1177 | 0.01 | 109.439 | 108.758 | 109.778 | 164.26 | 621307.72 |
| 2355 | 2018.05.02 03:30 | buy | 1178 | 0.01 | 109.772 | 109.252 | 110.272 | ||
| 2356 | 2018.05.02 05:00 | buy | 1179 | 0.02 | 109.687 | 109.167 | 109.767 | ||
| 2357 | 2018.05.02 08:11 | t/p | 1179 | 0.02 | 109.767 | 109.167 | 109.767 | 160.00 | 621467.72 |
| 2358 | 2018.05.02 17:35 | close | 1178 | 0.01 | 109.933 | 109.252 | 110.272 | 161.00 | 621628.72 |
| 2359 | 2018.05.03 10:00 | sell | 1180 | 0.01 | 109.662 | 110.182 | 109.162 | ||
| 2360 | 2018.05.03 10:15 | sell | 1181 | 0.02 | 109.712 | 110.232 | 109.582 | ||
| 2361 | 2018.05.03 12:16 | t/p | 1181 | 0.02 | 109.582 | 110.232 | 109.582 | 260.00 | 621888.72 |
| 2362 | 2018.05.03 12:22 | close | 1180 | 0.01 | 109.542 | 110.182 | 109.162 | 120.00 | 622008.72 |
| 2363 | 2018.05.03 21:45 | sell | 1182 | 0.01 | 109.205 | 109.725 | 108.705 | ||
| 2364 | 2018.05.04 04:50 | close | 1182 | 0.01 | 109.084 | 109.725 | 108.705 | 121.00 | 622129.72 |
| 2365 | 2018.05.07 18:15 | buy | 1183 | 0.01 | 109.187 | 108.667 | 109.687 | ||
| 2366 | 2018.05.07 19:15 | buy | 1184 | 0.02 | 109.130 | 108.610 | 109.210 | ||
| 2367 | 2018.05.07 20:00 | buy | 1185 | 0.04 | 109.078 | 108.558 | 109.278 | ||
| 2368 | 2018.05.07 21:00 | buy | 1186 | 0.08 | 109.029 | 108.509 | 109.429 | ||
| 2369 | 2018.05.08 16:08 | close | 1183 | 0.01 | 109.180 | 108.667 | 109.687 | -3.74 | 622125.98 |
| 2370 | 2018.05.08 16:08 | close | 1184 | 0.02 | 109.180 | 108.610 | 109.210 | 106.52 | 622232.50 |
| 2371 | 2018.05.08 16:08 | close | 1185 | 0.04 | 109.180 | 108.558 | 109.278 | 421.04 | 622653.54 |
| 2372 | 2018.05.08 16:08 | close | 1186 | 0.08 | 109.180 | 108.509 | 109.429 | 1234.08 | 623887.62 |
| 2373 | 2018.05.09 20:15 | buy | 1187 | 0.01 | 109.631 | 109.111 | 110.131 | ||
| 2374 | 2018.05.10 02:37 | close | 1187 | 0.01 | 109.793 | 109.111 | 110.131 | 171.78 | 624059.40 |
| 2375 | 2018.05.10 04:45 | buy | 1188 | 0.01 | 109.642 | 109.122 | 110.142 | ||
| 2376 | 2018.05.10 08:40 | close | 1188 | 0.01 | 109.803 | 109.122 | 110.142 | 161.00 | 624220.40 |
| 2377 | 2018.05.10 12:30 | buy | 1189 | 0.01 | 109.748 | 109.228 | 110.248 | ||
| 2378 | 2018.05.11 03:59 | s/l | 1189 | 0.01 | 109.228 | 109.228 | 110.248 | -516.74 | 623703.66 |
| 2379 | 2018.05.11 08:45 | sell | 1190 | 0.01 | 109.497 | 110.017 | 108.997 | ||
| 2380 | 2018.05.11 09:28 | close | 1190 | 0.01 | 109.376 | 110.017 | 108.997 | 121.00 | 623824.66 |
| 2381 | 2018.05.11 18:00 | sell | 1191 | 0.01 | 109.375 | 109.895 | 108.875 | ||
| 2382 | 2018.05.11 19:13 | close | 1191 | 0.01 | 109.254 | 109.895 | 108.875 | 121.00 | 623945.66 |
| 2383 | 2018.05.17 20:00 | buy | 1192 | 0.01 | 110.650 | 110.130 | 111.150 | ||
| 2384 | 2018.05.18 01:06 | close | 1192 | 0.01 | 110.811 | 110.130 | 111.150 | 164.26 | 624109.92 |
| 2385 | 2018.05.18 08:30 | buy | 1193 | 0.01 | 110.856 | 110.336 | 111.356 | ||
| 2386 | 2018.05.18 09:15 | buy | 1194 | 0.02 | 110.812 | 110.292 | 110.892 | ||
| 2387 | 2018.05.18 09:40 | t/p | 1194 | 0.02 | 110.892 | 110.292 | 110.892 | 160.00 | 624269.92 |
| 2388 | 2018.05.18 12:26 | close | 1193 | 0.01 | 111.017 | 110.336 | 111.356 | 161.00 | 624430.92 |
| 2389 | 2018.05.18 16:15 | buy | 1195 | 0.01 | 110.915 | 110.395 | 111.415 | ||
| 2390 | 2018.05.21 06:00 | close | 1195 | 0.01 | 111.076 | 110.395 | 111.415 | 164.26 | 624595.18 |
| 2391 | 2018.05.23 15:30 | sell | 1196 | 0.01 | 109.924 | 110.444 | 109.424 | ||
| 2392 | 2018.05.23 16:30 | sell | 1197 | 0.02 | 110.096 | 110.616 | 109.966 | ||
| 2393 | 2018.05.23 17:41 | t/p | 1197 | 0.02 | 109.966 | 110.616 | 109.966 | 260.00 | 624855.18 |
| 2394 | 2018.05.23 19:45 | sell | 1198 | 0.02 | 110.188 | 110.708 | 110.058 | ||
| 2395 | 2018.05.23 20:00 | sell | 1199 | 0.04 | 110.251 | 110.771 | 110.051 | ||
| 2396 | 2018.05.23 21:33 | t/p | 1198 | 0.02 | 110.058 | 110.708 | 110.058 | 260.00 | 625115.18 |
| 2397 | 2018.05.23 23:20 | t/p | 1199 | 0.04 | 110.051 | 110.771 | 110.051 | 800.00 | 625915.18 |
| 2398 | 2018.05.24 03:05 | close | 1196 | 0.01 | 109.804 | 110.444 | 109.424 | 120.00 | 626035.18 |
| 2399 | 2018.05.24 10:30 | sell | 1200 | 0.01 | 109.592 | 110.112 | 109.092 | ||
| 2400 | 2018.05.24 11:30 | sell | 1201 | 0.02 | 109.679 | 110.199 | 109.549 | ||