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 |
| 2551 | 2018.08.15 10:17 | t/p | 1276 | 0.02 | 111.332 | 110.732 | 111.332 | 160.00 | 634830.68 |
| 2552 | 2018.08.15 16:48 | s/l | 1275 | 0.01 | 110.773 | 110.773 | 111.793 | -520.00 | 634310.68 |
| 2553 | 2018.08.17 00:15 | buy | 1277 | 0.01 | 110.856 | 110.336 | 111.356 | ||
| 2554 | 2018.08.17 02:59 | close | 1277 | 0.01 | 111.017 | 110.336 | 111.356 | 161.00 | 634471.68 |
| 2555 | 2018.08.23 11:30 | buy | 1278 | 0.01 | 110.801 | 110.281 | 111.301 | ||
| 2556 | 2018.08.23 16:33 | close | 1278 | 0.01 | 110.963 | 110.281 | 111.301 | 162.00 | 634633.68 |
| 2557 | 2018.08.24 09:30 | buy | 1279 | 0.01 | 111.365 | 110.845 | 111.865 | ||
| 2558 | 2018.08.24 23:30 | sell | 1280 | 0.01 | 111.225 | 111.745 | 110.725 | ||
| 2559 | 2018.08.27 00:15 | sell | 1281 | 0.02 | 111.318 | 111.838 | 111.188 | ||
| 2560 | 2018.08.27 04:02 | t/p | 1281 | 0.02 | 111.188 | 111.838 | 111.188 | 260.00 | 634893.68 |
| 2561 | 2018.08.27 05:21 | close | 1280 | 0.01 | 111.104 | 111.745 | 110.725 | 121.00 | 635014.68 |
| 2562 | 2018.08.27 11:00 | sell | 1282 | 0.01 | 111.149 | 111.669 | 110.649 | ||
| 2563 | 2018.08.27 14:58 | close | 1282 | 0.01 | 111.028 | 111.669 | 110.649 | 121.00 | 635135.68 |
| 2564 | 2018.08.29 17:00 | close | 1279 | 0.01 | 111.526 | 110.845 | 111.865 | 170.78 | 635306.46 |
| 2565 | 2018.08.30 04:45 | buy | 1283 | 0.01 | 111.571 | 111.051 | 112.071 | ||
| 2566 | 2018.08.30 21:18 | s/l | 1283 | 0.01 | 111.051 | 111.051 | 112.071 | -520.00 | 634786.46 |
| 2567 | 2018.08.31 17:15 | sell | 1284 | 0.01 | 110.864 | 111.384 | 110.364 | ||
| 2568 | 2018.08.31 19:00 | sell | 1285 | 0.02 | 110.972 | 111.492 | 110.842 | ||
| 2569 | 2018.08.31 20:00 | sell | 1286 | 0.04 | 111.073 | 111.593 | 110.873 | ||
| 2570 | 2018.09.03 06:39 | t/p | 1286 | 0.04 | 110.873 | 111.593 | 110.873 | 800.00 | 635586.46 |
| 2571 | 2018.09.04 09:29 | s/l | 1284 | 0.01 | 111.384 | 111.384 | 110.364 | -520.00 | 635066.46 |
| 2572 | 2018.09.04 11:11 | s/l | 1285 | 0.02 | 111.492 | 111.492 | 110.842 | -1040.00 | 634026.46 |
| 2573 | 2018.09.06 22:15 | sell | 1287 | 0.01 | 110.931 | 111.451 | 110.431 | ||
| 2574 | 2018.09.06 23:03 | close | 1287 | 0.01 | 110.808 | 111.451 | 110.431 | 123.00 | 634149.46 |
| 2575 | 2018.09.10 23:45 | buy | 1288 | 0.01 | 111.153 | 110.633 | 111.653 | ||
| 2576 | 2018.09.11 00:20 | buy | 1289 | 0.02 | 111.107 | 110.587 | 111.187 | ||
| 2577 | 2018.09.11 03:13 | t/p | 1289 | 0.02 | 111.187 | 110.587 | 111.187 | 160.00 | 634309.46 |
| 2578 | 2018.09.11 03:42 | close | 1288 | 0.01 | 111.315 | 110.633 | 111.653 | 165.26 | 634474.72 |
| 2579 | 2018.09.11 12:00 | buy | 1290 | 0.01 | 111.401 | 110.881 | 111.901 | ||
| 2580 | 2018.09.11 12:25 | buy | 1291 | 0.02 | 111.352 | 110.832 | 111.432 | ||
| 2581 | 2018.09.11 16:38 | t/p | 1291 | 0.02 | 111.432 | 110.832 | 111.432 | 160.00 | 634634.72 |
| 2582 | 2018.09.11 17:15 | close | 1290 | 0.01 | 111.562 | 110.881 | 111.901 | 161.00 | 634795.72 |
| 2583 | 2018.09.12 03:15 | buy | 1292 | 0.01 | 111.563 | 111.043 | 112.063 | ||
| 2584 | 2018.09.12 03:45 | buy | 1293 | 0.02 | 111.507 | 110.987 | 111.587 | ||
| 2585 | 2018.09.13 03:30 | sell | 1294 | 0.01 | 111.361 | 111.881 | 110.861 | ||
| 2586 | 2018.09.13 04:00 | sell | 1295 | 0.02 | 111.415 | 111.935 | 111.285 | ||
| 2587 | 2018.09.13 10:30 | sell | 1296 | 0.04 | 111.480 | 112.000 | 111.280 | ||
| 2588 | 2018.09.13 14:02 | t/p | 1293 | 0.02 | 111.587 | 110.987 | 111.587 | 179.56 | 634975.28 |
| 2589 | 2018.09.13 17:25 | s/l | 1294 | 0.01 | 111.881 | 111.881 | 110.861 | -520.00 | 634455.28 |
| 2590 | 2018.09.13 18:31 | s/l | 1295 | 0.02 | 111.935 | 111.935 | 111.285 | -1040.00 | 633415.28 |
| 2591 | 2018.09.13 22:52 | s/l | 1296 | 0.04 | 112.000 | 112.000 | 111.280 | -2080.00 | 631335.28 |
| 2592 | 2018.09.13 22:52 | close | 1292 | 0.01 | 111.991 | 111.043 | 112.063 | 437.78 | 631773.06 |
| 2593 | 2018.09.14 05:30 | buy | 1297 | 0.01 | 111.868 | 111.348 | 112.368 | ||
| 2594 | 2018.09.14 07:05 | buy | 1298 | 0.02 | 111.826 | 111.306 | 111.906 | ||
| 2595 | 2018.09.14 09:19 | t/p | 1298 | 0.02 | 111.906 | 111.306 | 111.906 | 160.00 | 631933.06 |
| 2596 | 2018.09.14 15:56 | close | 1297 | 0.01 | 112.029 | 111.348 | 112.368 | 161.00 | 632094.06 |
| 2597 | 2018.09.19 03:00 | buy | 1299 | 0.01 | 112.287 | 111.767 | 112.787 | ||
| 2598 | 2018.09.20 10:30 | sell | 1300 | 0.01 | 112.237 | 112.757 | 111.737 | ||
| 2599 | 2018.09.20 15:02 | close | 1300 | 0.01 | 112.116 | 112.757 | 111.737 | 121.00 | 632215.06 |
| 2600 | 2018.09.20 18:01 | close | 1299 | 0.01 | 112.448 | 111.767 | 112.787 | 170.78 | 632385.84 |
| 2601 | 2018.09.21 10:45 | buy | 1301 | 0.01 | 112.711 | 112.191 | 113.211 | ||
| 2602 | 2018.09.21 12:00 | buy | 1302 | 0.02 | 112.659 | 112.139 | 112.739 | ||
| 2603 | 2018.09.21 12:34 | t/p | 1302 | 0.02 | 112.739 | 112.139 | 112.739 | 160.00 | 632545.84 |
| 2604 | 2018.09.21 14:45 | buy | 1303 | 0.02 | 112.656 | 112.136 | 112.736 | ||
| 2605 | 2018.09.21 15:40 | buy | 1304 | 0.04 | 112.609 | 112.089 | 112.809 | ||
| 2606 | 2018.09.21 16:16 | close | 1301 | 0.01 | 112.730 | 112.191 | 113.211 | 19.00 | 632564.84 |
| 2607 | 2018.09.21 16:16 | close | 1303 | 0.02 | 112.730 | 112.136 | 112.736 | 148.00 | 632712.84 |
| 2608 | 2018.09.21 16:16 | close | 1304 | 0.04 | 112.730 | 112.089 | 112.809 | 484.00 | 633196.84 |
| 2609 | 2018.09.21 17:15 | buy | 1305 | 0.01 | 112.563 | 112.043 | 113.063 | ||
| 2610 | 2018.09.24 00:15 | buy | 1306 | 0.02 | 112.497 | 111.977 | 112.577 | ||
| 2611 | 2018.09.24 03:23 | t/p | 1306 | 0.02 | 112.577 | 111.977 | 112.577 | 160.00 | 633356.84 |
| 2612 | 2018.09.24 20:31 | close | 1305 | 0.01 | 112.724 | 112.043 | 113.063 | 164.26 | 633521.10 |
| 2613 | 2018.09.26 05:00 | buy | 1307 | 0.01 | 112.901 | 112.381 | 113.401 | ||
| 2614 | 2018.09.26 21:37 | close | 1307 | 0.01 | 113.062 | 112.381 | 113.401 | 161.00 | 633682.10 |
| 2615 | 2018.09.27 12:30 | sell | 1308 | 0.01 | 112.755 | 113.275 | 112.255 | ||
| 2616 | 2018.09.27 14:15 | sell | 1309 | 0.02 | 112.796 | 113.316 | 112.666 | ||
| 2617 | 2018.09.27 15:00 | sell | 1310 | 0.04 | 112.844 | 113.364 | 112.644 | ||
| 2618 | 2018.09.27 17:57 | s/l | 1308 | 0.01 | 113.275 | 113.275 | 112.255 | -520.00 | 633162.10 |
| 2619 | 2018.09.27 18:35 | s/l | 1309 | 0.02 | 113.316 | 113.316 | 112.666 | -1040.00 | 632122.10 |
| 2620 | 2018.09.27 18:37 | s/l | 1310 | 0.04 | 113.364 | 113.364 | 112.644 | -2080.00 | 630042.10 |
| 2621 | 2018.09.28 09:15 | buy | 1311 | 0.01 | 113.547 | 113.027 | 114.047 | ||
| 2622 | 2018.09.28 09:25 | buy | 1312 | 0.02 | 113.478 | 112.958 | 113.558 | ||
| 2623 | 2018.09.28 09:45 | buy | 1313 | 0.04 | 113.393 | 112.873 | 113.593 | ||
| 2624 | 2018.09.28 17:04 | close | 1311 | 0.01 | 113.533 | 113.027 | 114.047 | -14.00 | 630028.10 |
| 2625 | 2018.09.28 17:04 | close | 1312 | 0.02 | 113.533 | 112.958 | 113.558 | 110.00 | 630138.10 |
| 2626 | 2018.09.28 17:04 | close | 1313 | 0.04 | 113.533 | 112.873 | 113.593 | 560.00 | 630698.10 |
| 2627 | 2018.10.02 08:15 | sell | 1314 | 0.01 | 113.959 | 114.479 | 113.459 | ||
| 2628 | 2018.10.02 08:46 | close | 1314 | 0.01 | 113.838 | 114.479 | 113.459 | 121.00 | 630819.10 |
| 2629 | 2018.10.02 15:00 | sell | 1315 | 0.01 | 113.822 | 114.342 | 113.322 | ||
| 2630 | 2018.10.02 15:15 | sell | 1316 | 0.02 | 113.879 | 114.399 | 113.749 | ||
| 2631 | 2018.10.02 16:38 | t/p | 1316 | 0.02 | 113.749 | 114.399 | 113.749 | 260.00 | 631079.10 |
| 2632 | 2018.10.02 16:54 | close | 1315 | 0.01 | 113.702 | 114.342 | 113.322 | 120.00 | 631199.10 |
| 2633 | 2018.10.02 20:45 | sell | 1317 | 0.01 | 113.797 | 114.317 | 113.297 | ||
| 2634 | 2018.10.02 21:58 | close | 1317 | 0.01 | 113.676 | 114.317 | 113.297 | 121.00 | 631320.10 |
| 2635 | 2018.10.03 05:00 | sell | 1318 | 0.01 | 113.698 | 114.218 | 113.198 | ||
| 2636 | 2018.10.03 05:15 | sell | 1319 | 0.02 | 113.751 | 114.271 | 113.621 | ||
| 2637 | 2018.10.03 18:28 | s/l | 1318 | 0.01 | 114.218 | 114.218 | 113.198 | -520.00 | 630800.10 |
| 2638 | 2018.10.03 19:09 | s/l | 1319 | 0.02 | 114.271 | 114.271 | 113.621 | -1040.00 | 629760.10 |
| 2639 | 2018.10.05 21:45 | sell | 1320 | 0.01 | 113.800 | 114.320 | 113.300 | ||
| 2640 | 2018.10.05 22:35 | close | 1320 | 0.01 | 113.679 | 114.320 | 113.300 | 121.00 | 629881.10 |
| 2641 | 2018.10.08 03:30 | sell | 1321 | 0.01 | 113.806 | 114.326 | 113.306 | ||
| 2642 | 2018.10.08 04:15 | sell | 1322 | 0.02 | 113.888 | 114.408 | 113.758 | ||
| 2643 | 2018.10.08 10:08 | t/p | 1322 | 0.02 | 113.758 | 114.408 | 113.758 | 260.00 | 630141.10 |
| 2644 | 2018.10.08 11:25 | close | 1321 | 0.01 | 113.685 | 114.326 | 113.306 | 121.00 | 630262.10 |
| 2645 | 2018.10.08 15:45 | sell | 1323 | 0.01 | 113.370 | 113.890 | 112.870 | ||
| 2646 | 2018.10.08 16:13 | close | 1323 | 0.01 | 113.250 | 113.890 | 112.870 | 120.00 | 630382.10 |
| 2647 | 2018.10.08 22:45 | sell | 1324 | 0.01 | 113.085 | 113.605 | 112.585 | ||
| 2648 | 2018.10.08 23:45 | sell | 1325 | 0.02 | 113.238 | 113.758 | 113.108 | ||
| 2649 | 2018.10.09 02:01 | t/p | 1325 | 0.02 | 113.108 | 113.758 | 113.108 | 260.00 | 630642.10 |
| 2650 | 2018.10.09 04:06 | close | 1324 | 0.01 | 112.964 | 113.605 | 112.585 | 121.00 | 630763.10 |
| 2651 | 2018.10.10 16:30 | buy | 1326 | 0.01 | 113.203 | 112.683 | 113.703 | ||
| 2652 | 2018.10.10 16:45 | buy | 1327 | 0.02 | 113.034 | 112.514 | 113.114 | ||
| 2653 | 2018.10.10 17:59 | s/l | 1326 | 0.01 | 112.683 | 112.683 | 113.703 | -520.00 | 630243.10 |
| 2654 | 2018.10.10 22:08 | s/l | 1327 | 0.02 | 112.514 | 112.514 | 113.114 | -1040.00 | 629203.10 |
| 2655 | 2018.10.15 14:30 | sell | 1328 | 0.01 | 111.845 | 112.365 | 111.345 | ||
| 2656 | 2018.10.15 15:30 | sell | 1329 | 0.02 | 111.906 | 112.426 | 111.776 | ||
| 2657 | 2018.10.15 16:56 | t/p | 1329 | 0.02 | 111.776 | 112.426 | 111.776 | 260.00 | 629463.10 |
| 2658 | 2018.10.15 17:02 | close | 1328 | 0.01 | 111.724 | 112.365 | 111.345 | 121.00 | 629584.10 |
| 2659 | 2018.10.17 07:15 | buy | 1330 | 0.01 | 112.300 | 111.780 | 112.800 | ||
| 2660 | 2018.10.17 07:45 | buy | 1331 | 0.02 | 112.243 | 111.723 | 112.323 | ||
| 2661 | 2018.10.17 08:45 | buy | 1332 | 0.04 | 112.176 | 111.656 | 112.376 | ||
| 2662 | 2018.10.17 14:12 | close | 1330 | 0.01 | 112.306 | 111.780 | 112.800 | 6.00 | 629590.10 |
| 2663 | 2018.10.17 14:12 | close | 1331 | 0.02 | 112.306 | 111.723 | 112.323 | 126.00 | 629716.10 |
| 2664 | 2018.10.17 14:12 | close | 1332 | 0.04 | 112.306 | 111.656 | 112.376 | 520.00 | 630236.10 |
| 2665 | 2018.10.18 16:15 | sell | 1333 | 0.01 | 112.545 | 113.065 | 112.045 | ||
| 2666 | 2018.10.18 18:04 | close | 1333 | 0.01 | 112.424 | 113.065 | 112.045 | 121.00 | 630357.10 |
| 2667 | 2018.10.18 22:45 | sell | 1334 | 0.01 | 112.203 | 112.723 | 111.703 | ||
| 2668 | 2018.10.19 03:30 | sell | 1335 | 0.02 | 112.244 | 112.764 | 112.114 | ||
| 2669 | 2018.10.19 04:00 | sell | 1336 | 0.04 | 112.314 | 112.834 | 112.114 | ||
| 2670 | 2018.10.19 04:45 | sell | 1337 | 0.08 | 112.379 | 112.899 | 111.979 | ||
| 2671 | 2018.10.19 09:15 | sell | 1338 | 0.16 | 112.511 | 113.031 | 111.711 | ||
| 2672 | 2018.10.19 11:34 | close | 1334 | 0.01 | 112.382 | 112.723 | 111.703 | -179.00 | 630178.10 |
| 2673 | 2018.10.19 11:34 | close | 1335 | 0.02 | 112.382 | 112.764 | 112.114 | -276.00 | 629902.10 |
| 2674 | 2018.10.19 11:34 | close | 1336 | 0.04 | 112.382 | 112.834 | 112.114 | -272.00 | 629630.10 |
| 2675 | 2018.10.19 11:34 | close | 1337 | 0.08 | 112.382 | 112.899 | 111.979 | -24.00 | 629606.10 |
| 2676 | 2018.10.19 11:34 | close | 1338 | 0.16 | 112.382 | 113.031 | 111.711 | 2064.00 | 631670.10 |
| 2677 | 2018.10.23 02:30 | buy | 1339 | 0.01 | 112.796 | 112.276 | 113.296 | ||
| 2678 | 2018.10.23 03:15 | buy | 1340 | 0.02 | 112.703 | 112.183 | 112.783 | ||
| 2679 | 2018.10.23 04:20 | t/p | 1340 | 0.02 | 112.783 | 112.183 | 112.783 | 160.00 | 631830.10 |
| 2680 | 2018.10.23 11:30 | s/l | 1339 | 0.01 | 112.276 | 112.276 | 113.296 | -520.00 | 631310.10 |
| 2681 | 2018.10.24 16:45 | buy | 1341 | 0.01 | 112.607 | 112.087 | 113.107 | ||
| 2682 | 2018.10.24 16:50 | buy | 1342 | 0.02 | 112.563 | 112.043 | 112.643 | ||
| 2683 | 2018.10.24 17:45 | buy | 1343 | 0.04 | 112.508 | 111.988 | 112.708 | ||
| 2684 | 2018.10.24 22:59 | s/l | 1341 | 0.01 | 112.087 | 112.087 | 113.107 | -520.00 | 630790.10 |
| 2685 | 2018.10.25 01:39 | s/l | 1342 | 0.02 | 112.043 | 112.043 | 112.643 | -1020.44 | 629769.66 |
| 2686 | 2018.10.25 02:41 | s/l | 1343 | 0.04 | 111.988 | 111.988 | 112.708 | -2040.88 | 627728.78 |
| 2687 | 2018.10.26 20:15 | sell | 1344 | 0.01 | 112.021 | 112.541 | 111.521 | ||
| 2688 | 2018.10.26 20:34 | close | 1344 | 0.01 | 111.900 | 112.541 | 111.521 | 121.00 | 627849.78 |
| 2689 | 2018.10.30 16:45 | buy | 1345 | 0.01 | 112.712 | 112.192 | 113.212 | ||
| 2690 | 2018.10.30 19:59 | close | 1345 | 0.01 | 112.873 | 112.192 | 113.212 | 161.00 | 628010.78 |
| 2691 | 2018.10.31 10:15 | buy | 1346 | 0.01 | 113.066 | 112.546 | 113.566 | ||
| 2692 | 2018.10.31 14:22 | close | 1346 | 0.01 | 113.227 | 112.546 | 113.566 | 161.00 | 628171.78 |
| 2693 | 2018.11.02 02:00 | sell | 1347 | 0.01 | 112.731 | 113.251 | 112.231 | ||
| 2694 | 2018.11.02 02:15 | sell | 1348 | 0.02 | 112.791 | 113.311 | 112.661 | ||
| 2695 | 2018.11.02 18:16 | s/l | 1347 | 0.01 | 113.251 | 113.251 | 112.231 | -520.00 | 627651.78 |
| 2696 | 2018.11.02 20:33 | s/l | 1348 | 0.02 | 113.311 | 113.311 | 112.661 | -1040.00 | 626611.78 |
| 2697 | 2018.11.05 00:15 | buy | 1349 | 0.01 | 113.202 | 112.682 | 113.702 | ||
| 2698 | 2018.11.05 01:45 | buy | 1350 | 0.02 | 113.144 | 112.624 | 113.224 | ||
| 2699 | 2018.11.05 02:39 | t/p | 1350 | 0.02 | 113.224 | 112.624 | 113.224 | 160.00 | 626771.78 |
| 2700 | 2018.11.06 08:05 | close | 1349 | 0.01 | 113.363 | 112.682 | 113.702 | 164.26 | 626936.04 |