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 |
| 2701 | 2018.11.07 02:00 | buy | 1351 | 0.01 | 113.345 | 112.825 | 113.845 | ||
| 2702 | 2018.11.07 03:22 | close | 1351 | 0.01 | 113.506 | 112.825 | 113.845 | 161.00 | 627097.04 |
| 2703 | 2018.11.08 14:15 | buy | 1352 | 0.01 | 113.658 | 113.138 | 114.158 | ||
| 2704 | 2018.11.08 18:07 | close | 1352 | 0.01 | 113.819 | 113.138 | 114.158 | 161.00 | 627258.04 |
| 2705 | 2018.11.09 02:00 | buy | 1353 | 0.01 | 113.967 | 113.447 | 114.467 | ||
| 2706 | 2018.11.09 03:30 | buy | 1354 | 0.02 | 113.897 | 113.377 | 113.977 | ||
| 2707 | 2018.11.09 05:00 | buy | 1355 | 0.04 | 113.844 | 113.324 | 114.044 | ||
| 2708 | 2018.11.09 15:30 | close | 1353 | 0.01 | 113.970 | 113.447 | 114.467 | 3.00 | 627261.04 |
| 2709 | 2018.11.09 15:30 | close | 1354 | 0.02 | 113.970 | 113.377 | 113.977 | 146.00 | 627407.04 |
| 2710 | 2018.11.09 15:30 | close | 1355 | 0.04 | 113.970 | 113.324 | 114.044 | 504.00 | 627911.04 |
| 2711 | 2018.11.19 07:15 | sell | 1356 | 0.01 | 112.751 | 113.271 | 112.251 | ||
| 2712 | 2018.11.19 08:00 | sell | 1357 | 0.02 | 112.809 | 113.329 | 112.679 | ||
| 2713 | 2018.11.19 09:14 | t/p | 1357 | 0.02 | 112.679 | 113.329 | 112.679 | 260.00 | 628171.04 |
| 2714 | 2018.11.19 10:15 | sell | 1358 | 0.02 | 112.814 | 113.334 | 112.684 | ||
| 2715 | 2018.11.19 11:55 | t/p | 1358 | 0.02 | 112.684 | 113.334 | 112.684 | 260.00 | 628431.04 |
| 2716 | 2018.11.19 17:02 | close | 1356 | 0.01 | 112.631 | 113.271 | 112.251 | 120.00 | 628551.04 |
| 2717 | 2018.11.20 17:30 | sell | 1359 | 0.01 | 112.532 | 113.052 | 112.032 | ||
| 2718 | 2018.11.20 18:00 | sell | 1360 | 0.02 | 112.623 | 113.143 | 112.493 | ||
| 2719 | 2018.11.21 08:00 | buy | 1361 | 0.01 | 112.828 | 112.308 | 113.328 | ||
| 2720 | 2018.11.21 12:09 | close | 1361 | 0.01 | 112.989 | 112.308 | 113.328 | 161.00 | 628712.04 |
| 2721 | 2018.11.21 12:29 | s/l | 1359 | 0.01 | 113.052 | 113.052 | 112.032 | -520.00 | 628192.04 |
| 2722 | 2018.11.21 12:45 | s/l | 1360 | 0.02 | 113.143 | 113.143 | 112.493 | -1040.00 | 627152.04 |
| 2723 | 2018.11.21 15:45 | buy | 1362 | 0.01 | 112.917 | 112.397 | 113.417 | ||
| 2724 | 2018.11.21 16:00 | buy | 1363 | 0.02 | 112.876 | 112.356 | 112.956 | ||
| 2725 | 2018.11.21 16:21 | t/p | 1363 | 0.02 | 112.956 | 112.356 | 112.956 | 160.00 | 627312.04 |
| 2726 | 2018.11.21 17:02 | close | 1362 | 0.01 | 113.078 | 112.397 | 113.417 | 161.00 | 627473.04 |
| 2727 | 2018.11.22 18:30 | sell | 1364 | 0.01 | 112.991 | 113.511 | 112.491 | ||
| 2728 | 2018.11.23 07:38 | close | 1364 | 0.01 | 112.870 | 113.511 | 112.491 | 121.00 | 627594.04 |
| 2729 | 2018.11.23 18:30 | sell | 1365 | 0.01 | 112.845 | 113.365 | 112.345 | ||
| 2730 | 2018.11.26 16:22 | s/l | 1365 | 0.01 | 113.365 | 113.365 | 112.345 | -520.00 | 627074.04 |
| 2731 | 2018.11.27 01:15 | buy | 1366 | 0.01 | 113.537 | 113.017 | 114.037 | ||
| 2732 | 2018.11.27 03:00 | buy | 1367 | 0.02 | 113.487 | 112.967 | 113.567 | ||
| 2733 | 2018.11.27 03:45 | buy | 1368 | 0.04 | 113.433 | 112.913 | 113.633 | ||
| 2734 | 2018.11.27 09:30 | close | 1366 | 0.01 | 113.558 | 113.017 | 114.037 | 21.00 | 627095.04 |
| 2735 | 2018.11.27 09:30 | close | 1367 | 0.02 | 113.558 | 112.967 | 113.567 | 142.00 | 627237.04 |
| 2736 | 2018.11.27 09:30 | close | 1368 | 0.04 | 113.558 | 112.913 | 113.633 | 500.00 | 627737.04 |
| 2737 | 2018.11.27 15:30 | buy | 1369 | 0.01 | 113.579 | 113.059 | 114.079 | ||
| 2738 | 2018.11.27 17:08 | close | 1369 | 0.01 | 113.740 | 113.059 | 114.079 | 161.00 | 627898.04 |
| 2739 | 2018.11.28 10:30 | buy | 1370 | 0.01 | 113.861 | 113.341 | 114.361 | ||
| 2740 | 2018.11.28 11:15 | buy | 1371 | 0.02 | 113.811 | 113.291 | 113.891 | ||
| 2741 | 2018.11.28 11:30 | buy | 1372 | 0.04 | 113.762 | 113.242 | 113.962 | ||
| 2742 | 2018.11.28 16:17 | close | 1370 | 0.01 | 113.884 | 113.341 | 114.361 | 23.00 | 627921.04 |
| 2743 | 2018.11.28 16:17 | close | 1371 | 0.02 | 113.884 | 113.291 | 113.891 | 146.00 | 628067.04 |
| 2744 | 2018.11.28 16:17 | close | 1372 | 0.04 | 113.884 | 113.242 | 113.962 | 488.00 | 628555.04 |
| 2745 | 2018.11.30 16:15 | buy | 1373 | 0.01 | 113.462 | 112.942 | 113.962 | ||
| 2746 | 2018.11.30 19:50 | close | 1373 | 0.01 | 113.623 | 112.942 | 113.962 | 161.00 | 628716.04 |
| 2747 | 2018.11.30 23:00 | buy | 1374 | 0.01 | 113.509 | 112.989 | 114.009 | ||
| 2748 | 2018.12.03 00:01 | close | 1374 | 0.01 | 113.674 | 112.989 | 114.009 | 168.26 | 628884.30 |
| 2749 | 2018.12.03 00:05 | buy | 1375 | 0.01 | 113.651 | 113.131 | 114.151 | ||
| 2750 | 2018.12.03 01:19 | close | 1375 | 0.01 | 113.812 | 113.131 | 114.151 | 161.00 | 629045.30 |
| 2751 | 2018.12.03 04:30 | buy | 1376 | 0.01 | 113.580 | 113.060 | 114.080 | ||
| 2752 | 2018.12.03 06:00 | buy | 1377 | 0.02 | 113.532 | 113.012 | 113.612 | ||
| 2753 | 2018.12.03 18:01 | t/p | 1377 | 0.02 | 113.612 | 113.012 | 113.612 | 160.00 | 629205.30 |
| 2754 | 2018.12.04 06:51 | s/l | 1376 | 0.01 | 113.060 | 113.060 | 114.080 | -516.74 | 628688.56 |
| 2755 | 2018.12.05 02:30 | sell | 1378 | 0.01 | 112.854 | 113.374 | 112.354 | ||
| 2756 | 2018.12.05 03:30 | sell | 1379 | 0.02 | 112.929 | 113.449 | 112.799 | ||
| 2757 | 2018.12.05 04:00 | sell | 1380 | 0.04 | 112.986 | 113.506 | 112.786 | ||
| 2758 | 2018.12.06 00:30 | buy | 1381 | 0.01 | 113.132 | 112.612 | 113.632 | ||
| 2759 | 2018.12.06 01:15 | buy | 1382 | 0.02 | 113.085 | 112.565 | 113.165 | ||
| 2760 | 2018.12.06 01:45 | buy | 1383 | 0.04 | 113.025 | 112.505 | 113.225 | ||
| 2761 | 2018.12.06 02:50 | buy | 1384 | 0.08 | 112.975 | 112.455 | 113.375 | ||
| 2762 | 2018.12.06 03:19 | t/p | 1379 | 0.02 | 112.799 | 113.449 | 112.799 | 260.00 | 628948.56 |
| 2763 | 2018.12.06 03:21 | t/p | 1380 | 0.04 | 112.786 | 113.506 | 112.786 | 800.00 | 629748.56 |
| 2764 | 2018.12.06 06:49 | s/l | 1381 | 0.01 | 112.612 | 112.612 | 113.632 | -520.00 | 629228.56 |
| 2765 | 2018.12.06 09:24 | close | 1384 | 0.08 | 113.127 | 112.455 | 113.375 | 1216.00 | 630444.56 |
| 2766 | 2018.12.06 09:24 | close | 1382 | 0.02 | 113.127 | 112.565 | 113.165 | 84.00 | 630528.56 |
| 2767 | 2018.12.06 09:24 | close | 1383 | 0.04 | 113.127 | 112.505 | 113.225 | 408.00 | 630936.56 |
| 2768 | 2018.12.06 11:08 | close | 1378 | 0.01 | 112.733 | 113.374 | 112.354 | 121.00 | 631057.56 |
| 2769 | 2018.12.06 22:00 | sell | 1385 | 0.01 | 112.631 | 113.151 | 112.131 | ||
| 2770 | 2018.12.06 22:45 | sell | 1386 | 0.02 | 112.721 | 113.241 | 112.591 | ||
| 2771 | 2018.12.07 05:15 | sell | 1387 | 0.04 | 112.762 | 113.282 | 112.562 | ||
| 2772 | 2018.12.07 06:00 | sell | 1388 | 0.08 | 112.805 | 113.325 | 112.405 | ||
| 2773 | 2018.12.07 15:30 | close | 1385 | 0.01 | 112.682 | 113.151 | 112.131 | -51.00 | 631006.56 |
| 2774 | 2018.12.07 15:30 | close | 1386 | 0.02 | 112.682 | 113.241 | 112.591 | 78.00 | 631084.56 |
| 2775 | 2018.12.07 15:30 | close | 1387 | 0.04 | 112.682 | 113.282 | 112.562 | 320.00 | 631404.56 |
| 2776 | 2018.12.07 15:30 | close | 1388 | 0.08 | 112.682 | 113.325 | 112.405 | 984.00 | 632388.56 |
| 2777 | 2018.12.12 07:30 | buy | 1389 | 0.01 | 113.435 | 112.915 | 113.935 | ||
| 2778 | 2018.12.13 16:48 | close | 1389 | 0.01 | 113.596 | 112.915 | 113.935 | 170.78 | 632559.34 |
| 2779 | 2018.12.14 03:00 | buy | 1390 | 0.01 | 113.511 | 112.991 | 114.011 | ||
| 2780 | 2018.12.14 03:30 | buy | 1391 | 0.02 | 113.470 | 112.950 | 113.550 | ||
| 2781 | 2018.12.14 08:41 | t/p | 1391 | 0.02 | 113.550 | 112.950 | 113.550 | 160.00 | 632719.34 |
| 2782 | 2018.12.17 16:39 | s/l | 1390 | 0.01 | 112.991 | 112.991 | 114.011 | -516.74 | 632202.60 |
| 2783 | 2018.12.17 23:45 | sell | 1392 | 0.01 | 112.838 | 113.358 | 112.338 | ||
| 2784 | 2018.12.18 02:32 | close | 1392 | 0.01 | 112.717 | 113.358 | 112.338 | 121.00 | 632323.60 |
| 2785 | 2018.12.18 09:15 | sell | 1393 | 0.01 | 112.600 | 113.120 | 112.100 | ||
| 2786 | 2018.12.18 10:21 | close | 1393 | 0.01 | 112.479 | 113.120 | 112.100 | 121.00 | 632444.60 |
| 2787 | 2018.12.18 16:15 | sell | 1394 | 0.01 | 112.477 | 112.997 | 111.977 | ||
| 2788 | 2018.12.18 16:30 | sell | 1395 | 0.02 | 112.532 | 113.052 | 112.402 | ||
| 2789 | 2018.12.18 18:00 | sell | 1396 | 0.04 | 112.614 | 113.134 | 112.414 | ||
| 2790 | 2018.12.19 02:06 | t/p | 1396 | 0.04 | 112.414 | 113.134 | 112.414 | 800.00 | 633244.60 |
| 2791 | 2018.12.19 02:07 | t/p | 1395 | 0.02 | 112.402 | 113.052 | 112.402 | 260.00 | 633504.60 |
| 2792 | 2018.12.19 02:08 | close | 1394 | 0.01 | 112.356 | 112.997 | 111.977 | 121.00 | 633625.60 |
| 2793 | 2018.12.19 03:45 | sell | 1397 | 0.01 | 112.512 | 113.032 | 112.012 | ||
| 2794 | 2018.12.19 04:30 | close | 1397 | 0.01 | 112.391 | 113.032 | 112.012 | 121.00 | 633746.60 |
| 2795 | 2018.12.28 17:00 | sell | 1398 | 0.01 | 110.327 | 110.847 | 109.827 | ||
| 2796 | 2018.12.28 17:10 | sell | 1399 | 0.02 | 110.369 | 110.889 | 110.239 | ||
| 2797 | 2018.12.28 17:45 | sell | 1400 | 0.04 | 110.443 | 110.963 | 110.243 | ||
| 2798 | 2018.12.28 22:53 | close | 1398 | 0.01 | 110.248 | 110.847 | 109.827 | 79.00 | 633825.60 |
| 2799 | 2018.12.28 22:53 | close | 1399 | 0.02 | 110.248 | 110.889 | 110.239 | 242.00 | 634067.60 |
| 2800 | 2018.12.28 22:53 | close | 1400 | 0.04 | 110.248 | 110.963 | 110.243 | 780.00 | 634847.60 |
| 2801 | 2018.12.31 01:45 | sell | 1401 | 0.01 | 110.334 | 110.854 | 109.834 | ||
| 2802 | 2018.12.31 04:00 | sell | 1402 | 0.02 | 110.408 | 110.928 | 110.278 | ||
| 2803 | 2018.12.31 04:15 | sell | 1403 | 0.04 | 110.464 | 110.984 | 110.264 | ||
| 2804 | 2018.12.31 09:52 | t/p | 1402 | 0.02 | 110.278 | 110.928 | 110.278 | 260.00 | 635107.60 |
| 2805 | 2018.12.31 09:55 | t/p | 1403 | 0.04 | 110.264 | 110.984 | 110.264 | 800.00 | 635907.60 |
| 2806 | 2018.12.31 10:03 | close | 1401 | 0.01 | 110.214 | 110.854 | 109.834 | 120.00 | 636027.60 |
| 2807 | 2019.01.02 14:15 | sell | 1404 | 0.01 | 109.222 | 109.742 | 108.722 | ||
| 2808 | 2019.01.02 15:03 | close | 1404 | 0.01 | 109.101 | 109.742 | 108.722 | 121.00 | 636148.60 |
| 2809 | 2019.01.03 09:30 | sell | 1405 | 0.01 | 107.439 | 107.959 | 106.939 | ||
| 2810 | 2019.01.03 09:45 | sell | 1406 | 0.02 | 107.528 | 108.048 | 107.398 | ||
| 2811 | 2019.01.03 10:10 | sell | 1407 | 0.04 | 107.604 | 108.124 | 107.404 | ||
| 2812 | 2019.01.03 10:15 | sell | 1408 | 0.08 | 107.707 | 108.227 | 107.307 | ||
| 2813 | 2019.01.03 10:30 | sell | 1409 | 0.16 | 107.785 | 108.305 | 106.985 | ||
| 2814 | 2019.01.03 10:34 | s/l | 1405 | 0.01 | 107.959 | 107.959 | 106.939 | -520.00 | 635628.60 |
| 2815 | 2019.01.03 10:55 | close | 1406 | 0.02 | 107.679 | 108.048 | 107.398 | -302.00 | 635326.60 |
| 2816 | 2019.01.03 10:55 | close | 1407 | 0.04 | 107.679 | 108.124 | 107.404 | -300.00 | 635026.60 |
| 2817 | 2019.01.03 10:55 | close | 1408 | 0.08 | 107.679 | 108.227 | 107.307 | 224.00 | 635250.60 |
| 2818 | 2019.01.03 10:55 | close | 1409 | 0.16 | 107.679 | 108.305 | 106.985 | 1696.00 | 636946.60 |
| 2819 | 2019.01.03 15:30 | sell | 1410 | 0.01 | 107.862 | 108.382 | 107.362 | ||
| 2820 | 2019.01.03 15:39 | close | 1410 | 0.01 | 107.741 | 108.382 | 107.362 | 121.00 | 637067.60 |
| 2821 | 2019.01.03 15:40 | sell | 1411 | 0.01 | 107.733 | 108.253 | 107.233 | ||
| 2822 | 2019.01.03 17:00 | close | 1411 | 0.01 | 107.613 | 108.253 | 107.233 | 120.00 | 637187.60 |
| 2823 | 2019.01.07 01:15 | buy | 1412 | 0.01 | 108.382 | 107.862 | 108.882 | ||
| 2824 | 2019.01.07 01:28 | close | 1412 | 0.01 | 108.543 | 107.862 | 108.882 | 161.00 | 637348.60 |
| 2825 | 2019.01.08 12:30 | buy | 1413 | 0.01 | 108.766 | 108.246 | 109.266 | ||
| 2826 | 2019.01.08 13:00 | buy | 1414 | 0.02 | 108.723 | 108.203 | 108.803 | ||
| 2827 | 2019.01.08 14:15 | buy | 1415 | 0.04 | 108.645 | 108.125 | 108.845 | ||
| 2828 | 2019.01.08 15:11 | close | 1413 | 0.01 | 108.778 | 108.246 | 109.266 | 12.00 | 637360.60 |
| 2829 | 2019.01.08 15:11 | close | 1414 | 0.02 | 108.778 | 108.203 | 108.803 | 110.00 | 637470.60 |
| 2830 | 2019.01.08 15:11 | close | 1415 | 0.04 | 108.778 | 108.125 | 108.845 | 532.00 | 638002.60 |
| 2831 | 2019.01.15 11:15 | buy | 1416 | 0.01 | 108.575 | 108.055 | 109.075 | ||
| 2832 | 2019.01.15 13:00 | buy | 1417 | 0.02 | 108.504 | 107.984 | 108.584 | ||
| 2833 | 2019.01.15 14:00 | buy | 1418 | 0.04 | 108.382 | 107.862 | 108.582 | ||
| 2834 | 2019.01.15 15:00 | close | 1416 | 0.01 | 108.538 | 108.055 | 109.075 | -37.00 | 637965.60 |
| 2835 | 2019.01.15 15:00 | close | 1417 | 0.02 | 108.538 | 107.984 | 108.584 | 68.00 | 638033.60 |
| 2836 | 2019.01.15 15:00 | close | 1418 | 0.04 | 108.538 | 107.862 | 108.582 | 624.00 | 638657.60 |
| 2837 | 2019.01.15 16:00 | buy | 1419 | 0.01 | 108.362 | 107.842 | 108.862 | ||
| 2838 | 2019.01.15 17:00 | close | 1419 | 0.01 | 108.523 | 107.842 | 108.862 | 161.00 | 638818.60 |
| 2839 | 2019.01.15 21:30 | buy | 1420 | 0.01 | 108.463 | 107.943 | 108.963 | ||
| 2840 | 2019.01.15 22:33 | close | 1420 | 0.01 | 108.624 | 107.943 | 108.963 | 161.00 | 638979.60 |
| 2841 | 2019.01.17 02:45 | buy | 1421 | 0.01 | 108.982 | 108.462 | 109.482 | ||
| 2842 | 2019.01.17 03:00 | buy | 1422 | 0.02 | 108.914 | 108.394 | 108.994 | ||
| 2843 | 2019.01.17 03:45 | buy | 1423 | 0.04 | 108.849 | 108.329 | 109.049 | ||
| 2844 | 2019.01.17 04:56 | close | 1421 | 0.01 | 108.980 | 108.462 | 109.482 | -2.00 | 638977.60 |
| 2845 | 2019.01.17 04:56 | close | 1422 | 0.02 | 108.980 | 108.394 | 108.994 | 132.00 | 639109.60 |
| 2846 | 2019.01.17 04:56 | close | 1423 | 0.04 | 108.980 | 108.329 | 109.049 | 524.00 | 639633.60 |
| 2847 | 2019.01.21 02:00 | buy | 1424 | 0.01 | 109.685 | 109.165 | 110.185 | ||
| 2848 | 2019.01.21 02:15 | buy | 1425 | 0.02 | 109.641 | 109.121 | 109.721 | ||
| 2849 | 2019.01.21 03:15 | buy | 1426 | 0.04 | 109.512 | 108.992 | 109.712 | ||
| 2850 | 2019.01.21 04:50 | close | 1424 | 0.01 | 109.667 | 109.165 | 110.185 | -18.00 | 639615.60 |