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 |
| 2401 | 2018.05.24 13:15 | sell | 1202 | 0.04 | 109.747 | 110.267 | 109.547 | ||
| 2402 | 2018.05.24 15:05 | t/p | 1201 | 0.02 | 109.549 | 110.199 | 109.549 | 260.00 | 626295.18 |
| 2403 | 2018.05.24 15:05 | t/p | 1202 | 0.04 | 109.547 | 110.267 | 109.547 | 800.00 | 627095.18 |
| 2404 | 2018.05.24 16:23 | close | 1200 | 0.01 | 109.471 | 110.112 | 109.092 | 121.00 | 627216.18 |
| 2405 | 2018.05.25 02:30 | sell | 1203 | 0.01 | 109.302 | 109.822 | 108.802 | ||
| 2406 | 2018.05.25 03:15 | sell | 1204 | 0.02 | 109.440 | 109.960 | 109.310 | ||
| 2407 | 2018.05.25 03:30 | sell | 1205 | 0.04 | 109.520 | 110.040 | 109.320 | ||
| 2408 | 2018.05.25 04:30 | sell | 1206 | 0.08 | 109.654 | 110.174 | 109.254 | ||
| 2409 | 2018.05.25 09:12 | close | 1203 | 0.01 | 109.479 | 109.822 | 108.802 | -177.00 | 627039.18 |
| 2410 | 2018.05.25 09:12 | close | 1204 | 0.02 | 109.479 | 109.960 | 109.310 | -78.00 | 626961.18 |
| 2411 | 2018.05.25 09:12 | close | 1205 | 0.04 | 109.479 | 110.040 | 109.320 | 164.00 | 627125.18 |
| 2412 | 2018.05.25 09:12 | close | 1206 | 0.08 | 109.479 | 110.174 | 109.254 | 1400.00 | 628525.18 |
| 2413 | 2018.05.28 19:15 | sell | 1207 | 0.01 | 109.401 | 109.921 | 108.901 | ||
| 2414 | 2018.05.29 00:06 | close | 1207 | 0.01 | 109.274 | 109.921 | 108.901 | 127.00 | 628652.18 |
| 2415 | 2018.05.29 14:45 | sell | 1208 | 0.01 | 108.903 | 109.423 | 108.403 | ||
| 2416 | 2018.05.29 14:50 | sell | 1209 | 0.02 | 108.950 | 109.470 | 108.820 | ||
| 2417 | 2018.05.29 17:15 | sell | 1210 | 0.04 | 109.019 | 109.539 | 108.819 | ||
| 2418 | 2018.05.29 17:57 | close | 1208 | 0.01 | 108.824 | 109.423 | 108.403 | 79.00 | 628731.18 |
| 2419 | 2018.05.29 17:57 | close | 1209 | 0.02 | 108.824 | 109.470 | 108.820 | 252.00 | 628983.18 |
| 2420 | 2018.05.29 17:57 | close | 1210 | 0.04 | 108.824 | 109.539 | 108.819 | 780.00 | 629763.18 |
| 2421 | 2018.05.30 00:00 | sell | 1211 | 0.01 | 108.748 | 109.268 | 108.248 | ||
| 2422 | 2018.05.30 00:36 | close | 1211 | 0.01 | 108.628 | 109.268 | 108.248 | 120.00 | 629883.18 |
| 2423 | 2018.06.04 10:30 | buy | 1212 | 0.01 | 109.587 | 109.067 | 110.087 | ||
| 2424 | 2018.06.04 11:15 | buy | 1213 | 0.02 | 109.479 | 108.959 | 109.559 | ||
| 2425 | 2018.06.04 12:22 | t/p | 1213 | 0.02 | 109.559 | 108.959 | 109.559 | 160.00 | 630043.18 |
| 2426 | 2018.06.04 15:00 | buy | 1214 | 0.02 | 109.457 | 108.937 | 109.537 | ||
| 2427 | 2018.06.04 16:26 | t/p | 1214 | 0.02 | 109.537 | 108.937 | 109.537 | 160.00 | 630203.18 |
| 2428 | 2018.06.04 22:04 | close | 1212 | 0.01 | 109.748 | 109.067 | 110.087 | 161.00 | 630364.18 |
| 2429 | 2018.06.05 09:30 | buy | 1215 | 0.01 | 109.855 | 109.335 | 110.355 | ||
| 2430 | 2018.06.05 10:00 | buy | 1216 | 0.02 | 109.799 | 109.279 | 109.879 | ||
| 2431 | 2018.06.05 10:36 | t/p | 1216 | 0.02 | 109.879 | 109.279 | 109.879 | 160.00 | 630524.18 |
| 2432 | 2018.06.05 22:15 | sell | 1217 | 0.01 | 109.750 | 110.270 | 109.250 | ||
| 2433 | 2018.06.06 00:15 | sell | 1218 | 0.02 | 109.804 | 110.324 | 109.674 | ||
| 2434 | 2018.06.06 01:15 | sell | 1219 | 0.04 | 109.846 | 110.366 | 109.646 | ||
| 2435 | 2018.06.06 22:04 | s/l | 1217 | 0.01 | 110.270 | 110.270 | 109.250 | -520.00 | 630004.18 |
| 2436 | 2018.06.07 00:15 | buy | 1220 | 0.02 | 110.149 | 109.629 | 110.229 | ||
| 2437 | 2018.06.07 14:30 | sell | 1221 | 0.07 | 110.034 | 110.554 | 109.834 | ||
| 2438 | 2018.06.07 19:34 | close | 1221 | 0.07 | 109.840 | 110.554 | 109.834 | 1358.00 | 631362.18 |
| 2439 | 2018.06.07 19:34 | close | 1218 | 0.02 | 109.840 | 110.324 | 109.674 | -72.00 | 631290.18 |
| 2440 | 2018.06.07 19:34 | close | 1219 | 0.04 | 109.840 | 110.366 | 109.646 | 24.00 | 631314.18 |
| 2441 | 2018.06.07 20:18 | s/l | 1220 | 0.02 | 109.629 | 109.629 | 110.229 | -1040.00 | 630274.18 |
| 2442 | 2018.06.08 11:18 | s/l | 1215 | 0.01 | 109.335 | 109.335 | 110.355 | -503.70 | 629770.48 |
| 2443 | 2018.06.08 15:15 | sell | 1222 | 0.01 | 109.444 | 109.964 | 108.944 | ||
| 2444 | 2018.06.08 16:00 | sell | 1223 | 0.02 | 109.537 | 110.057 | 109.407 | ||
| 2445 | 2018.06.08 17:33 | t/p | 1223 | 0.02 | 109.407 | 110.057 | 109.407 | 260.00 | 630030.48 |
| 2446 | 2018.06.11 00:00 | close | 1222 | 0.01 | 109.318 | 109.964 | 108.944 | 126.00 | 630156.48 |
| 2447 | 2018.06.12 00:15 | buy | 1224 | 0.01 | 110.036 | 109.516 | 110.536 | ||
| 2448 | 2018.06.12 00:30 | buy | 1225 | 0.02 | 109.995 | 109.475 | 110.075 | ||
| 2449 | 2018.06.12 01:15 | t/p | 1225 | 0.02 | 110.075 | 109.475 | 110.075 | 160.00 | 630316.48 |
| 2450 | 2018.06.12 02:10 | close | 1224 | 0.01 | 110.197 | 109.516 | 110.536 | 161.00 | 630477.48 |
| 2451 | 2018.06.12 05:30 | buy | 1226 | 0.01 | 110.266 | 109.746 | 110.766 | ||
| 2452 | 2018.06.12 07:43 | close | 1226 | 0.01 | 110.427 | 109.746 | 110.766 | 161.00 | 630638.48 |
| 2453 | 2018.06.20 12:00 | buy | 1227 | 0.01 | 110.115 | 109.595 | 110.615 | ||
| 2454 | 2018.06.20 14:15 | buy | 1228 | 0.02 | 110.035 | 109.515 | 110.115 | ||
| 2455 | 2018.06.20 16:22 | t/p | 1228 | 0.02 | 110.115 | 109.515 | 110.115 | 160.00 | 630798.48 |
| 2456 | 2018.06.20 16:30 | buy | 1229 | 0.02 | 109.991 | 109.471 | 110.071 | ||
| 2457 | 2018.06.20 16:30 | t/p | 1229 | 0.02 | 110.071 | 109.471 | 110.071 | 160.00 | 630958.48 |
| 2458 | 2018.06.20 16:35 | buy | 1230 | 0.02 | 110.067 | 109.547 | 110.147 | ||
| 2459 | 2018.06.20 16:45 | t/p | 1230 | 0.02 | 110.147 | 109.547 | 110.147 | 160.00 | 631118.48 |
| 2460 | 2018.06.20 21:06 | close | 1227 | 0.01 | 110.277 | 109.595 | 110.615 | 162.00 | 631280.48 |
| 2461 | 2018.06.21 10:45 | buy | 1231 | 0.01 | 110.579 | 110.059 | 111.079 | ||
| 2462 | 2018.06.21 11:45 | buy | 1232 | 0.02 | 110.467 | 109.947 | 110.547 | ||
| 2463 | 2018.06.21 12:10 | buy | 1233 | 0.04 | 110.398 | 109.878 | 110.598 | ||
| 2464 | 2018.06.21 12:15 | buy | 1234 | 0.08 | 110.350 | 109.830 | 110.750 | ||
| 2465 | 2018.06.21 13:56 | close | 1231 | 0.01 | 110.508 | 110.059 | 111.079 | -71.00 | 631209.48 |
| 2466 | 2018.06.21 13:56 | close | 1232 | 0.02 | 110.508 | 109.947 | 110.547 | 82.00 | 631291.48 |
| 2467 | 2018.06.21 13:56 | close | 1233 | 0.04 | 110.508 | 109.878 | 110.598 | 440.00 | 631731.48 |
| 2468 | 2018.06.21 13:56 | close | 1234 | 0.08 | 110.508 | 109.830 | 110.750 | 1264.00 | 632995.48 |
| 2469 | 2018.06.21 15:45 | buy | 1235 | 0.01 | 110.288 | 109.768 | 110.788 | ||
| 2470 | 2018.06.21 16:45 | buy | 1236 | 0.02 | 110.127 | 109.607 | 110.207 | ||
| 2471 | 2018.06.21 17:15 | buy | 1237 | 0.04 | 110.079 | 109.559 | 110.279 | ||
| 2472 | 2018.06.22 11:21 | t/p | 1236 | 0.02 | 110.207 | 109.607 | 110.207 | 166.52 | 633162.00 |
| 2473 | 2018.06.25 03:25 | s/l | 1235 | 0.01 | 109.768 | 109.768 | 110.788 | -513.48 | 632648.52 |
| 2474 | 2018.06.25 04:18 | s/l | 1237 | 0.04 | 109.559 | 109.559 | 110.279 | -2053.92 | 630594.60 |
| 2475 | 2018.06.25 11:15 | sell | 1238 | 0.01 | 109.558 | 110.078 | 109.058 | ||
| 2476 | 2018.06.25 12:08 | close | 1238 | 0.01 | 109.438 | 110.078 | 109.058 | 120.00 | 630714.60 |
| 2477 | 2018.06.25 14:15 | sell | 1239 | 0.01 | 109.617 | 110.137 | 109.117 | ||
| 2478 | 2018.06.25 17:03 | close | 1239 | 0.01 | 109.496 | 110.137 | 109.117 | 121.00 | 630835.60 |
| 2479 | 2018.06.25 17:45 | sell | 1240 | 0.01 | 109.670 | 110.190 | 109.170 | ||
| 2480 | 2018.06.25 18:40 | close | 1240 | 0.01 | 109.549 | 110.190 | 109.170 | 121.00 | 630956.60 |
| 2481 | 2018.06.27 14:15 | sell | 1241 | 0.01 | 109.912 | 110.432 | 109.412 | ||
| 2482 | 2018.06.27 14:45 | sell | 1242 | 0.02 | 109.974 | 110.494 | 109.844 | ||
| 2483 | 2018.06.27 16:49 | s/l | 1241 | 0.01 | 110.432 | 110.432 | 109.412 | -520.00 | 630436.60 |
| 2484 | 2018.06.27 18:01 | s/l | 1242 | 0.02 | 110.494 | 110.494 | 109.844 | -1040.00 | 629396.60 |
| 2485 | 2018.06.29 10:00 | buy | 1243 | 0.01 | 110.607 | 110.087 | 111.107 | ||
| 2486 | 2018.06.29 16:38 | close | 1243 | 0.01 | 110.768 | 110.087 | 111.107 | 161.00 | 629557.60 |
| 2487 | 2018.07.02 08:15 | buy | 1244 | 0.01 | 110.726 | 110.206 | 111.226 | ||
| 2488 | 2018.07.02 08:30 | buy | 1245 | 0.02 | 110.680 | 110.160 | 110.760 | ||
| 2489 | 2018.07.02 11:08 | t/p | 1245 | 0.02 | 110.760 | 110.160 | 110.760 | 160.00 | 629717.60 |
| 2490 | 2018.07.02 16:10 | close | 1244 | 0.01 | 110.887 | 110.206 | 111.226 | 161.00 | 629878.60 |
| 2491 | 2018.07.04 07:15 | sell | 1246 | 0.01 | 110.460 | 110.980 | 109.960 | ||
| 2492 | 2018.07.04 09:22 | close | 1246 | 0.01 | 110.339 | 110.980 | 109.960 | 121.00 | 629999.60 |
| 2493 | 2018.07.06 00:15 | buy | 1247 | 0.01 | 110.654 | 110.134 | 111.154 | ||
| 2494 | 2018.07.09 03:15 | sell | 1248 | 0.01 | 110.480 | 111.000 | 109.980 | ||
| 2495 | 2018.07.09 04:26 | close | 1248 | 0.01 | 110.360 | 111.000 | 109.980 | 120.00 | 630119.60 |
| 2496 | 2018.07.09 19:43 | close | 1247 | 0.01 | 110.815 | 110.134 | 111.154 | 164.26 | 630283.86 |
| 2497 | 2018.07.11 00:15 | buy | 1249 | 0.01 | 110.970 | 110.450 | 111.470 | ||
| 2498 | 2018.07.11 01:30 | buy | 1250 | 0.02 | 110.842 | 110.322 | 110.922 | ||
| 2499 | 2018.07.11 02:07 | t/p | 1250 | 0.02 | 110.922 | 110.322 | 110.922 | 160.00 | 630443.86 |
| 2500 | 2018.07.11 05:35 | close | 1249 | 0.01 | 111.131 | 110.450 | 111.470 | 161.00 | 630604.86 |
| 2501 | 2018.07.12 00:45 | buy | 1251 | 0.01 | 111.951 | 111.431 | 112.451 | ||
| 2502 | 2018.07.12 03:31 | close | 1251 | 0.01 | 112.112 | 111.431 | 112.451 | 161.00 | 630765.86 |
| 2503 | 2018.07.12 16:15 | buy | 1252 | 0.01 | 112.383 | 111.863 | 112.883 | ||
| 2504 | 2018.07.13 01:12 | close | 1252 | 0.01 | 112.544 | 111.863 | 112.883 | 164.26 | 630930.12 |
| 2505 | 2018.07.13 05:45 | buy | 1253 | 0.01 | 112.608 | 112.088 | 113.108 | ||
| 2506 | 2018.07.13 09:45 | buy | 1254 | 0.02 | 112.557 | 112.037 | 112.637 | ||
| 2507 | 2018.07.13 09:53 | t/p | 1254 | 0.02 | 112.637 | 112.037 | 112.637 | 160.00 | 631090.12 |
| 2508 | 2018.07.13 10:44 | close | 1253 | 0.01 | 112.769 | 112.088 | 113.108 | 161.00 | 631251.12 |
| 2509 | 2018.07.24 18:45 | sell | 1255 | 0.01 | 111.235 | 111.755 | 110.735 | ||
| 2510 | 2018.07.24 19:15 | sell | 1256 | 0.02 | 111.300 | 111.820 | 111.170 | ||
| 2511 | 2018.07.24 20:39 | t/p | 1256 | 0.02 | 111.170 | 111.820 | 111.170 | 260.00 | 631511.12 |
| 2512 | 2018.07.25 04:30 | sell | 1257 | 0.02 | 111.288 | 111.808 | 111.158 | ||
| 2513 | 2018.07.25 08:44 | t/p | 1257 | 0.02 | 111.158 | 111.808 | 111.158 | 260.00 | 631771.12 |
| 2514 | 2018.07.25 12:10 | close | 1255 | 0.01 | 111.114 | 111.755 | 110.735 | 121.00 | 631892.12 |
| 2515 | 2018.07.25 23:15 | sell | 1258 | 0.01 | 110.969 | 111.489 | 110.469 | ||
| 2516 | 2018.07.26 00:59 | close | 1258 | 0.01 | 110.848 | 111.489 | 110.469 | 121.00 | 632013.12 |
| 2517 | 2018.07.26 12:30 | sell | 1259 | 0.01 | 110.737 | 111.257 | 110.237 | ||
| 2518 | 2018.07.26 12:45 | sell | 1260 | 0.02 | 110.819 | 111.339 | 110.689 | ||
| 2519 | 2018.07.26 15:15 | sell | 1261 | 0.04 | 110.882 | 111.402 | 110.682 | ||
| 2520 | 2018.07.26 16:00 | sell | 1262 | 0.08 | 110.973 | 111.493 | 110.573 | ||
| 2521 | 2018.07.26 16:30 | sell | 1263 | 0.16 | 111.049 | 111.569 | 110.249 | ||
| 2522 | 2018.07.27 06:33 | close | 1259 | 0.01 | 110.940 | 111.257 | 110.237 | -203.00 | 631810.12 |
| 2523 | 2018.07.27 06:33 | close | 1260 | 0.02 | 110.940 | 111.339 | 110.689 | -242.00 | 631568.12 |
| 2524 | 2018.07.27 06:33 | close | 1261 | 0.04 | 110.940 | 111.402 | 110.682 | -232.00 | 631336.12 |
| 2525 | 2018.07.27 06:33 | close | 1262 | 0.08 | 110.940 | 111.493 | 110.573 | 264.00 | 631600.12 |
| 2526 | 2018.07.27 06:33 | close | 1263 | 0.16 | 110.940 | 111.569 | 110.249 | 1744.00 | 633344.12 |
| 2527 | 2018.07.31 21:30 | buy | 1264 | 0.01 | 111.789 | 111.269 | 112.289 | ||
| 2528 | 2018.08.01 06:48 | close | 1264 | 0.01 | 111.950 | 111.269 | 112.289 | 164.26 | 633508.38 |
| 2529 | 2018.08.06 17:30 | buy | 1265 | 0.01 | 111.351 | 110.831 | 111.851 | ||
| 2530 | 2018.08.07 04:00 | buy | 1266 | 0.02 | 111.266 | 110.746 | 111.346 | ||
| 2531 | 2018.08.07 06:34 | t/p | 1266 | 0.02 | 111.346 | 110.746 | 111.346 | 160.00 | 633668.38 |
| 2532 | 2018.08.09 03:01 | s/l | 1265 | 0.01 | 110.831 | 110.831 | 111.851 | -503.70 | 633164.68 |
| 2533 | 2018.08.10 15:45 | sell | 1267 | 0.01 | 111.075 | 111.595 | 110.575 | ||
| 2534 | 2018.08.10 16:25 | close | 1267 | 0.01 | 110.955 | 111.595 | 110.575 | 120.00 | 633284.68 |
| 2535 | 2018.08.10 22:30 | sell | 1268 | 0.01 | 110.876 | 111.396 | 110.376 | ||
| 2536 | 2018.08.13 00:00 | close | 1268 | 0.01 | 110.454 | 111.396 | 110.376 | 422.00 | 633706.68 |
| 2537 | 2018.08.13 08:30 | sell | 1269 | 0.01 | 110.273 | 110.793 | 109.773 | ||
| 2538 | 2018.08.13 12:15 | sell | 1270 | 0.02 | 110.438 | 110.958 | 110.308 | ||
| 2539 | 2018.08.13 15:00 | sell | 1271 | 0.04 | 110.560 | 111.080 | 110.360 | ||
| 2540 | 2018.08.13 15:28 | s/l | 1269 | 0.01 | 110.793 | 110.793 | 109.773 | -520.00 | 633186.68 |
| 2541 | 2018.08.13 15:30 | sell | 1272 | 0.07 | 110.735 | 111.255 | 110.535 | ||
| 2542 | 2018.08.13 16:15 | sell | 1273 | 0.14 | 110.839 | 111.359 | 110.439 | ||
| 2543 | 2018.08.13 18:21 | close | 1270 | 0.02 | 110.692 | 110.958 | 110.308 | -508.00 | 632678.68 |
| 2544 | 2018.08.13 18:21 | close | 1271 | 0.04 | 110.692 | 111.080 | 110.360 | -528.00 | 632150.68 |
| 2545 | 2018.08.13 18:21 | close | 1272 | 0.07 | 110.692 | 111.255 | 110.535 | 301.00 | 632451.68 |
| 2546 | 2018.08.13 18:21 | close | 1273 | 0.14 | 110.692 | 111.359 | 110.439 | 2058.00 | 634509.68 |
| 2547 | 2018.08.15 00:15 | buy | 1274 | 0.01 | 111.177 | 110.657 | 111.677 | ||
| 2548 | 2018.08.15 03:27 | close | 1274 | 0.01 | 111.338 | 110.657 | 111.677 | 161.00 | 634670.68 |
| 2549 | 2018.08.15 06:45 | buy | 1275 | 0.01 | 111.293 | 110.773 | 111.793 | ||
| 2550 | 2018.08.15 07:15 | buy | 1276 | 0.02 | 111.252 | 110.732 | 111.332 | ||