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 |
| 151 | 2015.02.17 02:09 | t/p | 76 | 0.02 | 118.372 | 119.022 | 118.372 | 260.00 | 495117.26 |
| 152 | 2015.02.17 02:22 | close | 75 | 0.01 | 118.269 | 118.910 | 117.890 | 121.00 | 495238.26 |
| 153 | 2015.02.18 00:15 | buy | 77 | 0.01 | 119.222 | 118.702 | 119.722 | ||
| 154 | 2015.02.18 14:06 | close | 77 | 0.01 | 119.385 | 118.702 | 119.722 | 163.00 | 495401.26 |
| 155 | 2015.02.19 07:45 | sell | 78 | 0.01 | 118.708 | 119.228 | 118.208 | ||
| 156 | 2015.02.19 09:15 | sell | 79 | 0.02 | 118.749 | 119.269 | 118.619 | ||
| 157 | 2015.02.19 10:25 | t/p | 79 | 0.02 | 118.619 | 119.269 | 118.619 | 260.00 | 495661.26 |
| 158 | 2015.02.19 10:40 | close | 78 | 0.01 | 118.586 | 119.228 | 118.208 | 122.00 | 495783.26 |
| 159 | 2015.02.23 13:45 | buy | 80 | 0.01 | 119.049 | 118.529 | 119.549 | ||
| 160 | 2015.02.23 15:30 | buy | 81 | 0.02 | 118.972 | 118.452 | 119.052 | ||
| 161 | 2015.02.23 15:50 | buy | 82 | 0.04 | 118.930 | 118.410 | 119.130 | ||
| 162 | 2015.02.24 04:34 | t/p | 81 | 0.02 | 119.052 | 118.452 | 119.052 | 166.52 | 495949.78 |
| 163 | 2015.02.24 04:43 | close | 80 | 0.01 | 119.085 | 118.529 | 119.549 | 39.26 | 495989.04 |
| 164 | 2015.02.24 04:43 | close | 82 | 0.04 | 119.085 | 118.410 | 119.130 | 633.04 | 496622.08 |
| 165 | 2015.02.26 09:15 | buy | 83 | 0.01 | 118.964 | 118.444 | 119.464 | ||
| 166 | 2015.02.26 09:45 | buy | 84 | 0.02 | 118.920 | 118.400 | 119.000 | ||
| 167 | 2015.02.26 10:00 | buy | 85 | 0.04 | 118.830 | 118.310 | 119.030 | ||
| 168 | 2015.02.26 15:31 | close | 83 | 0.01 | 118.968 | 118.444 | 119.464 | 4.00 | 496626.08 |
| 169 | 2015.02.26 15:31 | close | 84 | 0.02 | 118.968 | 118.400 | 119.000 | 96.00 | 496722.08 |
| 170 | 2015.02.26 15:31 | close | 85 | 0.04 | 118.968 | 118.310 | 119.030 | 552.00 | 497274.08 |
| 171 | 2015.03.02 07:45 | buy | 86 | 0.01 | 119.768 | 119.248 | 120.268 | ||
| 172 | 2015.03.02 10:45 | close | 86 | 0.01 | 119.929 | 119.248 | 120.268 | 161.00 | 497435.08 |
| 173 | 2015.03.03 21:30 | sell | 87 | 0.01 | 119.650 | 120.170 | 119.150 | ||
| 174 | 2015.03.03 22:15 | sell | 88 | 0.02 | 119.740 | 120.260 | 119.610 | ||
| 175 | 2015.03.04 02:03 | t/p | 88 | 0.02 | 119.610 | 120.260 | 119.610 | 260.00 | 497695.08 |
| 176 | 2015.03.04 02:57 | close | 87 | 0.01 | 119.530 | 120.170 | 119.150 | 120.00 | 497815.08 |
| 177 | 2015.03.05 16:15 | buy | 89 | 0.01 | 120.083 | 119.563 | 120.583 | ||
| 178 | 2015.03.05 18:06 | close | 89 | 0.01 | 120.245 | 119.563 | 120.583 | 162.00 | 497977.08 |
| 179 | 2015.03.10 12:30 | buy | 90 | 0.01 | 121.624 | 121.104 | 122.124 | ||
| 180 | 2015.03.10 12:45 | buy | 91 | 0.02 | 121.538 | 121.018 | 121.618 | ||
| 181 | 2015.03.10 12:53 | t/p | 91 | 0.02 | 121.618 | 121.018 | 121.618 | 160.00 | 498137.08 |
| 182 | 2015.03.10 13:30 | buy | 92 | 0.02 | 121.492 | 120.972 | 121.572 | ||
| 183 | 2015.03.10 13:45 | buy | 93 | 0.04 | 121.417 | 120.897 | 121.617 | ||
| 184 | 2015.03.10 14:42 | s/l | 90 | 0.01 | 121.104 | 121.104 | 122.124 | -520.00 | 497617.08 |
| 185 | 2015.03.10 14:44 | s/l | 92 | 0.02 | 120.972 | 120.972 | 121.572 | -1040.00 | 496577.08 |
| 186 | 2015.03.11 01:35 | s/l | 93 | 0.04 | 120.897 | 120.897 | 121.617 | -2066.96 | 494510.12 |
| 187 | 2015.03.11 15:45 | buy | 94 | 0.01 | 121.315 | 120.795 | 121.815 | ||
| 188 | 2015.03.11 16:00 | buy | 95 | 0.02 | 121.227 | 120.707 | 121.307 | ||
| 189 | 2015.03.11 16:11 | t/p | 95 | 0.02 | 121.307 | 120.707 | 121.307 | 160.00 | 494670.12 |
| 190 | 2015.03.11 17:39 | close | 94 | 0.01 | 121.476 | 120.795 | 121.815 | 161.00 | 494831.12 |
| 191 | 2015.03.12 06:45 | buy | 96 | 0.01 | 121.495 | 120.975 | 121.995 | ||
| 192 | 2015.03.12 07:15 | buy | 97 | 0.02 | 121.435 | 120.915 | 121.515 | ||
| 193 | 2015.03.12 08:00 | buy | 98 | 0.04 | 121.377 | 120.857 | 121.577 | ||
| 194 | 2015.03.12 08:15 | buy | 99 | 0.08 | 121.300 | 120.780 | 121.700 | ||
| 195 | 2015.03.12 14:30 | s/l | 96 | 0.01 | 120.975 | 120.975 | 121.995 | -520.00 | 494311.12 |
| 196 | 2015.03.12 14:30 | s/l | 97 | 0.02 | 120.915 | 120.915 | 121.515 | -1040.00 | 493271.12 |
| 197 | 2015.03.12 14:30 | s/l | 98 | 0.04 | 120.857 | 120.857 | 121.577 | -2080.00 | 491191.12 |
| 198 | 2015.03.12 14:30 | s/l | 99 | 0.08 | 120.780 | 120.780 | 121.700 | -4160.00 | 487031.12 |
| 199 | 2015.03.23 04:15 | sell | 100 | 0.01 | 120.093 | 120.613 | 119.593 | ||
| 200 | 2015.03.23 06:01 | close | 100 | 0.01 | 119.971 | 120.613 | 119.593 | 122.00 | 487153.12 |
| 201 | 2015.03.23 10:00 | sell | 101 | 0.01 | 120.070 | 120.590 | 119.570 | ||
| 202 | 2015.03.23 11:20 | close | 101 | 0.01 | 119.949 | 120.590 | 119.570 | 121.00 | 487274.12 |
| 203 | 2015.03.24 02:00 | sell | 102 | 0.01 | 119.757 | 120.277 | 119.257 | ||
| 204 | 2015.03.24 02:50 | sell | 103 | 0.02 | 119.800 | 120.320 | 119.670 | ||
| 205 | 2015.03.24 07:09 | t/p | 103 | 0.02 | 119.670 | 120.320 | 119.670 | 260.00 | 487534.12 |
| 206 | 2015.03.24 07:36 | close | 102 | 0.01 | 119.636 | 120.277 | 119.257 | 121.00 | 487655.12 |
| 207 | 2015.03.25 20:30 | sell | 104 | 0.01 | 119.612 | 120.132 | 119.112 | ||
| 208 | 2015.03.25 21:51 | close | 104 | 0.01 | 119.490 | 120.132 | 119.112 | 122.00 | 487777.12 |
| 209 | 2015.03.31 02:45 | buy | 105 | 0.01 | 120.002 | 119.482 | 120.502 | ||
| 210 | 2015.03.31 04:06 | close | 105 | 0.01 | 120.164 | 119.482 | 120.502 | 162.00 | 487939.12 |
| 211 | 2015.03.31 23:45 | sell | 106 | 0.01 | 120.066 | 120.586 | 119.566 | ||
| 212 | 2015.04.01 00:00 | sell | 107 | 0.02 | 120.110 | 120.630 | 119.980 | ||
| 213 | 2015.04.01 02:59 | t/p | 107 | 0.02 | 119.980 | 120.630 | 119.980 | 260.00 | 488199.12 |
| 214 | 2015.04.01 03:06 | close | 106 | 0.01 | 119.943 | 120.586 | 119.566 | 123.00 | 488322.12 |
| 215 | 2015.04.01 08:00 | sell | 108 | 0.01 | 119.772 | 120.292 | 119.272 | ||
| 216 | 2015.04.01 08:15 | sell | 109 | 0.02 | 119.940 | 120.460 | 119.810 | ||
| 217 | 2015.04.01 08:57 | t/p | 109 | 0.02 | 119.810 | 120.460 | 119.810 | 260.00 | 488582.12 |
| 218 | 2015.04.01 11:30 | sell | 110 | 0.02 | 120.064 | 120.584 | 119.934 | ||
| 219 | 2015.04.01 11:47 | s/l | 108 | 0.01 | 120.292 | 120.292 | 119.272 | -520.00 | 488062.12 |
| 220 | 2015.04.01 15:15 | t/p | 110 | 0.02 | 119.934 | 120.584 | 119.934 | 260.00 | 488322.12 |
| 221 | 2015.04.10 15:15 | sell | 111 | 0.01 | 120.444 | 120.964 | 119.944 | ||
| 222 | 2015.04.10 15:33 | close | 111 | 0.01 | 120.323 | 120.964 | 119.944 | 121.00 | 488443.12 |
| 223 | 2015.04.10 23:45 | sell | 112 | 0.01 | 120.214 | 120.734 | 119.714 | ||
| 224 | 2015.04.13 00:00 | sell | 113 | 0.02 | 120.314 | 120.834 | 120.184 | ||
| 225 | 2015.04.13 03:03 | t/p | 113 | 0.02 | 120.184 | 120.834 | 120.184 | 260.00 | 488703.12 |
| 226 | 2015.04.13 11:28 | s/l | 112 | 0.01 | 120.734 | 120.734 | 119.714 | -520.00 | 488183.12 |
| 227 | 2015.04.14 22:45 | sell | 114 | 0.01 | 119.440 | 119.960 | 118.940 | ||
| 228 | 2015.04.15 03:15 | sell | 115 | 0.02 | 119.556 | 120.076 | 119.426 | ||
| 229 | 2015.04.15 04:00 | sell | 116 | 0.04 | 119.598 | 120.118 | 119.398 | ||
| 230 | 2015.04.15 04:45 | sell | 117 | 0.08 | 119.644 | 120.164 | 119.244 | ||
| 231 | 2015.04.15 10:46 | close | 114 | 0.01 | 119.518 | 119.960 | 118.940 | -78.00 | 488105.12 |
| 232 | 2015.04.15 10:46 | close | 115 | 0.02 | 119.518 | 120.076 | 119.426 | 76.00 | 488181.12 |
| 233 | 2015.04.15 10:46 | close | 116 | 0.04 | 119.518 | 120.118 | 119.398 | 320.00 | 488501.12 |
| 234 | 2015.04.15 10:46 | close | 117 | 0.08 | 119.518 | 120.164 | 119.244 | 1008.00 | 489509.12 |
| 235 | 2015.04.17 15:45 | sell | 118 | 0.01 | 119.101 | 119.621 | 118.601 | ||
| 236 | 2015.04.17 16:46 | close | 118 | 0.01 | 118.979 | 119.621 | 118.601 | 122.00 | 489631.12 |
| 237 | 2015.04.21 12:30 | buy | 119 | 0.01 | 119.444 | 118.924 | 119.944 | ||
| 238 | 2015.04.21 14:45 | buy | 120 | 0.02 | 119.375 | 118.855 | 119.455 | ||
| 239 | 2015.04.21 14:50 | buy | 121 | 0.04 | 119.332 | 118.812 | 119.532 | ||
| 240 | 2015.04.21 16:00 | close | 119 | 0.01 | 119.454 | 118.924 | 119.944 | 10.00 | 489641.12 |
| 241 | 2015.04.21 16:00 | close | 120 | 0.02 | 119.454 | 118.855 | 119.455 | 158.00 | 489799.12 |
| 242 | 2015.04.21 16:00 | close | 121 | 0.04 | 119.454 | 118.812 | 119.532 | 488.00 | 490287.12 |
| 243 | 2015.04.22 01:30 | buy | 122 | 0.01 | 119.697 | 119.177 | 120.197 | ||
| 244 | 2015.04.22 17:05 | close | 122 | 0.01 | 119.858 | 119.177 | 120.197 | 161.00 | 490448.12 |
| 245 | 2015.04.27 04:00 | sell | 123 | 0.01 | 118.945 | 119.465 | 118.445 | ||
| 246 | 2015.04.27 07:45 | sell | 124 | 0.02 | 119.013 | 119.533 | 118.883 | ||
| 247 | 2015.04.27 10:15 | sell | 125 | 0.04 | 119.187 | 119.707 | 118.987 | ||
| 248 | 2015.04.27 12:15 | sell | 126 | 0.08 | 119.244 | 119.764 | 118.844 | ||
| 249 | 2015.04.27 15:15 | sell | 127 | 0.16 | 119.418 | 119.938 | 118.618 | ||
| 250 | 2015.04.27 17:22 | close | 123 | 0.01 | 119.258 | 119.465 | 118.445 | -313.00 | 490135.12 |
| 251 | 2015.04.27 17:22 | close | 124 | 0.02 | 119.258 | 119.533 | 118.883 | -490.00 | 489645.12 |
| 252 | 2015.04.27 17:22 | close | 125 | 0.04 | 119.258 | 119.707 | 118.987 | -284.00 | 489361.12 |
| 253 | 2015.04.27 17:22 | close | 126 | 0.08 | 119.258 | 119.764 | 118.844 | -112.00 | 489249.12 |
| 254 | 2015.04.27 17:22 | close | 127 | 0.16 | 119.258 | 119.938 | 118.618 | 2560.00 | 491809.12 |
| 255 | 2015.04.29 06:00 | sell | 128 | 0.01 | 118.839 | 119.359 | 118.339 | ||
| 256 | 2015.04.29 10:05 | sell | 129 | 0.02 | 118.914 | 119.434 | 118.784 | ||
| 257 | 2015.04.29 13:09 | s/l | 128 | 0.01 | 119.359 | 119.359 | 118.339 | -520.00 | 491289.12 |
| 258 | 2015.04.29 17:25 | t/p | 129 | 0.02 | 118.784 | 119.434 | 118.784 | 260.00 | 491549.12 |
| 259 | 2015.04.30 10:30 | sell | 130 | 0.01 | 119.010 | 119.530 | 118.510 | ||
| 260 | 2015.04.30 10:55 | close | 130 | 0.01 | 118.889 | 119.530 | 118.510 | 121.00 | 491670.12 |
| 261 | 2015.05.01 23:00 | buy | 131 | 0.01 | 120.174 | 119.654 | 120.674 | ||
| 262 | 2015.05.01 23:15 | buy | 132 | 0.02 | 120.117 | 119.597 | 120.197 | ||
| 263 | 2015.05.04 00:05 | t/p | 132 | 0.02 | 120.197 | 119.597 | 120.197 | 166.52 | 491836.64 |
| 264 | 2015.05.04 05:45 | buy | 133 | 0.02 | 120.043 | 119.523 | 120.123 | ||
| 265 | 2015.05.04 10:05 | t/p | 133 | 0.02 | 120.123 | 119.523 | 120.123 | 160.00 | 491996.64 |
| 266 | 2015.05.05 13:26 | close | 131 | 0.01 | 120.337 | 119.654 | 120.674 | 169.52 | 492166.16 |
| 267 | 2015.05.07 01:30 | sell | 134 | 0.01 | 119.464 | 119.984 | 118.964 | ||
| 268 | 2015.05.07 03:54 | close | 134 | 0.01 | 119.343 | 119.984 | 118.964 | 121.00 | 492287.16 |
| 269 | 2015.05.08 16:30 | buy | 135 | 0.01 | 119.665 | 119.145 | 120.165 | ||
| 270 | 2015.05.08 17:04 | close | 135 | 0.01 | 119.826 | 119.145 | 120.165 | 161.00 | 492448.16 |
| 271 | 2015.05.12 09:45 | buy | 136 | 0.01 | 120.145 | 119.625 | 120.645 | ||
| 272 | 2015.05.12 10:00 | buy | 137 | 0.02 | 120.100 | 119.580 | 120.180 | ||
| 273 | 2015.05.13 07:00 | sell | 138 | 0.01 | 119.919 | 120.439 | 119.419 | ||
| 274 | 2015.05.13 11:12 | close | 138 | 0.01 | 119.798 | 120.439 | 119.419 | 121.00 | 492569.16 |
| 275 | 2015.05.13 15:29 | s/l | 136 | 0.01 | 119.625 | 119.625 | 120.645 | -516.74 | 492052.42 |
| 276 | 2015.05.13 15:30 | s/l | 137 | 0.02 | 119.580 | 119.580 | 120.180 | -1033.48 | 491018.94 |
| 277 | 2015.05.13 23:15 | sell | 139 | 0.01 | 119.169 | 119.689 | 118.669 | ||
| 278 | 2015.05.14 02:30 | sell | 140 | 0.02 | 119.227 | 119.747 | 119.097 | ||
| 279 | 2015.05.14 03:30 | sell | 141 | 0.04 | 119.273 | 119.793 | 119.073 | ||
| 280 | 2015.05.14 09:11 | t/p | 140 | 0.02 | 119.097 | 119.747 | 119.097 | 260.00 | 491278.94 |
| 281 | 2015.05.14 09:16 | t/p | 141 | 0.04 | 119.073 | 119.793 | 119.073 | 800.00 | 492078.94 |
| 282 | 2015.05.14 09:21 | close | 139 | 0.01 | 119.048 | 119.689 | 118.669 | 121.00 | 492199.94 |
| 283 | 2015.05.14 11:00 | sell | 142 | 0.01 | 119.166 | 119.686 | 118.666 | ||
| 284 | 2015.05.14 11:15 | sell | 143 | 0.02 | 119.207 | 119.727 | 119.077 | ||
| 285 | 2015.05.14 15:30 | t/p | 143 | 0.02 | 119.077 | 119.727 | 119.077 | 260.00 | 492459.94 |
| 286 | 2015.05.14 15:30 | close | 142 | 0.01 | 119.045 | 119.686 | 118.666 | 121.00 | 492580.94 |
| 287 | 2015.05.19 02:15 | buy | 144 | 0.01 | 119.915 | 119.395 | 120.415 | ||
| 288 | 2015.05.19 12:42 | close | 144 | 0.01 | 120.076 | 119.395 | 120.415 | 161.00 | 492741.94 |
| 289 | 2015.05.20 13:30 | buy | 145 | 0.01 | 120.881 | 120.361 | 121.381 | ||
| 290 | 2015.05.20 15:30 | buy | 146 | 0.02 | 120.832 | 120.312 | 120.912 | ||
| 291 | 2015.05.20 16:13 | t/p | 146 | 0.02 | 120.912 | 120.312 | 120.912 | 160.00 | 492901.94 |
| 292 | 2015.05.20 16:28 | close | 145 | 0.01 | 121.042 | 120.361 | 121.381 | 161.00 | 493062.94 |
| 293 | 2015.05.21 11:30 | buy | 147 | 0.01 | 120.902 | 120.382 | 121.402 | ||
| 294 | 2015.05.21 13:13 | close | 147 | 0.01 | 121.063 | 120.382 | 121.402 | 161.00 | 493223.94 |
| 295 | 2015.05.26 20:15 | buy | 148 | 0.01 | 122.911 | 122.391 | 123.411 | ||
| 296 | 2015.05.26 22:06 | close | 148 | 0.01 | 123.072 | 122.391 | 123.411 | 161.00 | 493384.94 |
| 297 | 2015.05.28 08:45 | buy | 149 | 0.01 | 123.683 | 123.163 | 124.183 | ||
| 298 | 2015.05.28 09:02 | close | 149 | 0.01 | 123.844 | 123.163 | 124.183 | 161.00 | 493545.94 |
| 299 | 2015.05.28 09:30 | buy | 150 | 0.01 | 123.630 | 123.110 | 124.130 | ||
| 300 | 2015.05.28 09:57 | close | 150 | 0.01 | 123.792 | 123.110 | 124.130 | 162.00 | 493707.94 |