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 |
| 2851 | 2019.01.21 04:50 | close | 1425 | 0.02 | 109.667 | 109.121 | 109.721 | 52.00 | 639667.60 |
| 2852 | 2019.01.21 04:50 | close | 1426 | 0.04 | 109.667 | 108.992 | 109.712 | 620.00 | 640287.60 |
| 2853 | 2019.01.22 23:00 | sell | 1427 | 0.01 | 109.408 | 109.928 | 108.908 | ||
| 2854 | 2019.01.23 02:55 | sell | 1428 | 0.02 | 109.459 | 109.979 | 109.329 | ||
| 2855 | 2019.01.23 16:08 | s/l | 1427 | 0.01 | 109.928 | 109.928 | 108.908 | -520.00 | 639767.60 |
| 2856 | 2019.01.23 16:11 | s/l | 1428 | 0.02 | 109.979 | 109.979 | 109.329 | -1040.00 | 638727.60 |
| 2857 | 2019.01.23 18:00 | buy | 1429 | 0.01 | 109.644 | 109.124 | 110.144 | ||
| 2858 | 2019.01.25 05:45 | close | 1429 | 0.01 | 109.805 | 109.124 | 110.144 | 174.04 | 638901.64 |
| 2859 | 2019.01.28 21:45 | sell | 1430 | 0.01 | 109.322 | 109.842 | 108.822 | ||
| 2860 | 2019.01.28 22:10 | sell | 1431 | 0.02 | 109.381 | 109.901 | 109.251 | ||
| 2861 | 2019.01.29 00:23 | t/p | 1431 | 0.02 | 109.251 | 109.901 | 109.251 | 260.00 | 639161.64 |
| 2862 | 2019.01.29 02:52 | close | 1430 | 0.01 | 109.202 | 109.842 | 108.822 | 120.00 | 639281.64 |
| 2863 | 2019.01.29 06:45 | sell | 1432 | 0.01 | 109.239 | 109.759 | 108.739 | ||
| 2864 | 2019.01.29 07:45 | sell | 1433 | 0.02 | 109.319 | 109.839 | 109.189 | ||
| 2865 | 2019.01.30 21:15 | t/p | 1433 | 0.02 | 109.189 | 109.839 | 109.189 | 260.00 | 639541.64 |
| 2866 | 2019.01.30 21:19 | close | 1432 | 0.01 | 109.119 | 109.759 | 108.739 | 120.00 | 639661.64 |
| 2867 | 2019.02.01 23:30 | buy | 1434 | 0.01 | 109.496 | 108.976 | 109.996 | ||
| 2868 | 2019.02.04 01:45 | buy | 1435 | 0.02 | 109.448 | 108.928 | 109.528 | ||
| 2869 | 2019.02.04 02:02 | t/p | 1435 | 0.02 | 109.528 | 108.928 | 109.528 | 160.00 | 639821.64 |
| 2870 | 2019.02.04 06:17 | close | 1434 | 0.01 | 109.657 | 108.976 | 109.996 | 164.26 | 639985.90 |
| 2871 | 2019.02.04 19:45 | buy | 1436 | 0.01 | 109.897 | 109.377 | 110.397 | ||
| 2872 | 2019.02.04 21:05 | buy | 1437 | 0.02 | 109.848 | 109.328 | 109.928 | ||
| 2873 | 2019.02.04 22:52 | t/p | 1437 | 0.02 | 109.928 | 109.328 | 109.928 | 160.00 | 640145.90 |
| 2874 | 2019.02.07 10:21 | close | 1436 | 0.01 | 110.058 | 109.377 | 110.397 | 177.30 | 640323.20 |
| 2875 | 2019.02.07 12:15 | buy | 1438 | 0.01 | 109.879 | 109.359 | 110.379 | ||
| 2876 | 2019.02.07 13:30 | buy | 1439 | 0.02 | 109.821 | 109.301 | 109.901 | ||
| 2877 | 2019.02.07 14:15 | buy | 1440 | 0.04 | 109.770 | 109.250 | 109.970 | ||
| 2878 | 2019.02.11 04:49 | close | 1438 | 0.01 | 109.895 | 109.359 | 110.379 | 22.52 | 640345.72 |
| 2879 | 2019.02.11 04:49 | close | 1439 | 0.02 | 109.895 | 109.301 | 109.901 | 161.04 | 640506.76 |
| 2880 | 2019.02.11 04:49 | close | 1440 | 0.04 | 109.895 | 109.250 | 109.970 | 526.08 | 641032.84 |
| 2881 | 2019.02.12 00:15 | buy | 1441 | 0.01 | 110.363 | 109.843 | 110.863 | ||
| 2882 | 2019.02.12 02:53 | close | 1441 | 0.01 | 110.524 | 109.843 | 110.863 | 161.00 | 641193.84 |
| 2883 | 2019.02.12 12:45 | buy | 1442 | 0.01 | 110.482 | 109.962 | 110.982 | ||
| 2884 | 2019.02.12 14:45 | buy | 1443 | 0.02 | 110.432 | 109.912 | 110.512 | ||
| 2885 | 2019.02.12 16:30 | buy | 1444 | 0.04 | 110.365 | 109.845 | 110.565 | ||
| 2886 | 2019.02.12 17:00 | close | 1442 | 0.01 | 110.494 | 109.962 | 110.982 | 12.00 | 641205.84 |
| 2887 | 2019.02.12 17:00 | close | 1443 | 0.02 | 110.494 | 109.912 | 110.512 | 124.00 | 641329.84 |
| 2888 | 2019.02.12 17:00 | close | 1444 | 0.04 | 110.494 | 109.845 | 110.565 | 516.00 | 641845.84 |
| 2889 | 2019.02.14 01:45 | buy | 1445 | 0.01 | 110.942 | 110.422 | 111.442 | ||
| 2890 | 2019.02.14 02:30 | buy | 1446 | 0.02 | 110.886 | 110.366 | 110.966 | ||
| 2891 | 2019.02.14 03:06 | t/p | 1446 | 0.02 | 110.966 | 110.366 | 110.966 | 160.00 | 642005.84 |
| 2892 | 2019.02.14 05:51 | close | 1445 | 0.01 | 111.103 | 110.422 | 111.442 | 161.00 | 642166.84 |
| 2893 | 2019.02.14 11:15 | buy | 1447 | 0.01 | 111.037 | 110.517 | 111.537 | ||
| 2894 | 2019.02.14 11:45 | buy | 1448 | 0.02 | 110.963 | 110.443 | 111.043 | ||
| 2895 | 2019.02.14 12:24 | t/p | 1448 | 0.02 | 111.043 | 110.443 | 111.043 | 160.00 | 642326.84 |
| 2896 | 2019.02.14 16:31 | s/l | 1447 | 0.01 | 110.517 | 110.517 | 111.537 | -520.00 | 641806.84 |
| 2897 | 2019.02.19 00:15 | buy | 1449 | 0.01 | 110.574 | 110.054 | 111.074 | ||
| 2898 | 2019.02.19 10:21 | close | 1449 | 0.01 | 110.735 | 110.054 | 111.074 | 161.00 | 641967.84 |
| 2899 | 2019.02.20 11:30 | buy | 1450 | 0.01 | 110.794 | 110.274 | 111.294 | ||
| 2900 | 2019.02.20 15:15 | buy | 1451 | 0.02 | 110.751 | 110.231 | 110.831 | ||
| 2901 | 2019.02.20 16:12 | t/p | 1451 | 0.02 | 110.831 | 110.231 | 110.831 | 160.00 | 642127.84 |
| 2902 | 2019.02.21 18:30 | sell | 1452 | 0.01 | 110.702 | 111.222 | 110.202 | ||
| 2903 | 2019.02.21 19:15 | sell | 1453 | 0.02 | 110.775 | 111.295 | 110.645 | ||
| 2904 | 2019.02.22 00:03 | t/p | 1453 | 0.02 | 110.645 | 111.295 | 110.645 | 260.00 | 642387.84 |
| 2905 | 2019.02.22 19:53 | close | 1452 | 0.01 | 110.581 | 111.222 | 110.202 | 121.00 | 642508.84 |
| 2906 | 2019.02.25 18:32 | close | 1450 | 0.01 | 110.955 | 110.274 | 111.294 | 177.30 | 642686.14 |
| 2907 | 2019.02.27 13:30 | sell | 1454 | 0.01 | 110.457 | 110.977 | 109.957 | ||
| 2908 | 2019.02.27 14:25 | sell | 1455 | 0.02 | 110.512 | 111.032 | 110.382 | ||
| 2909 | 2019.02.27 15:00 | sell | 1456 | 0.04 | 110.553 | 111.073 | 110.353 | ||
| 2910 | 2019.02.27 18:36 | s/l | 1454 | 0.01 | 110.977 | 110.977 | 109.957 | -520.00 | 642166.14 |
| 2911 | 2019.02.27 20:15 | s/l | 1455 | 0.02 | 111.032 | 111.032 | 110.382 | -1040.00 | 641126.14 |
| 2912 | 2019.02.27 21:37 | s/l | 1456 | 0.04 | 111.073 | 111.073 | 110.353 | -2080.00 | 639046.14 |
| 2913 | 2019.03.01 14:00 | buy | 1457 | 0.01 | 111.824 | 111.304 | 112.324 | ||
| 2914 | 2019.03.01 14:45 | buy | 1458 | 0.02 | 111.775 | 111.255 | 111.855 | ||
| 2915 | 2019.03.01 15:01 | t/p | 1458 | 0.02 | 111.855 | 111.255 | 111.855 | 160.00 | 639206.14 |
| 2916 | 2019.03.01 20:08 | close | 1457 | 0.01 | 111.985 | 111.304 | 112.324 | 161.00 | 639367.14 |
| 2917 | 2019.03.06 21:00 | sell | 1459 | 0.01 | 111.749 | 112.269 | 111.249 | ||
| 2918 | 2019.03.06 22:00 | sell | 1460 | 0.02 | 111.795 | 112.315 | 111.665 | ||
| 2919 | 2019.03.07 01:20 | t/p | 1460 | 0.02 | 111.665 | 112.315 | 111.665 | 260.00 | 639627.14 |
| 2920 | 2019.03.07 01:58 | close | 1459 | 0.01 | 111.628 | 112.269 | 111.249 | 121.00 | 639748.14 |
| 2921 | 2019.03.07 05:30 | sell | 1461 | 0.01 | 111.687 | 112.207 | 111.187 | ||
| 2922 | 2019.03.07 08:30 | sell | 1462 | 0.02 | 111.747 | 112.267 | 111.617 | ||
| 2923 | 2019.03.07 16:42 | t/p | 1462 | 0.02 | 111.617 | 112.267 | 111.617 | 260.00 | 640008.14 |
| 2924 | 2019.03.07 16:52 | close | 1461 | 0.01 | 111.565 | 112.207 | 111.187 | 122.00 | 640130.14 |
| 2925 | 2019.03.08 18:00 | sell | 1463 | 0.01 | 111.134 | 111.654 | 110.634 | ||
| 2926 | 2019.03.11 00:37 | close | 1463 | 0.01 | 111.013 | 111.654 | 110.634 | 121.00 | 640251.14 |
| 2927 | 2019.03.14 23:00 | buy | 1464 | 0.01 | 111.691 | 111.171 | 112.191 | ||
| 2928 | 2019.03.15 02:44 | close | 1464 | 0.01 | 111.852 | 111.171 | 112.191 | 164.26 | 640415.40 |
| 2929 | 2019.03.18 01:30 | sell | 1465 | 0.01 | 111.501 | 112.021 | 111.001 | ||
| 2930 | 2019.03.18 02:00 | sell | 1466 | 0.02 | 111.548 | 112.068 | 111.418 | ||
| 2931 | 2019.03.18 04:30 | sell | 1467 | 0.04 | 111.600 | 112.120 | 111.400 | ||
| 2932 | 2019.03.18 17:58 | t/p | 1466 | 0.02 | 111.418 | 112.068 | 111.418 | 260.00 | 640675.40 |
| 2933 | 2019.03.18 18:02 | t/p | 1467 | 0.04 | 111.400 | 112.120 | 111.400 | 800.00 | 641475.40 |
| 2934 | 2019.03.18 18:04 | close | 1465 | 0.01 | 111.381 | 112.021 | 111.001 | 120.00 | 641595.40 |
| 2935 | 2019.03.19 09:00 | sell | 1468 | 0.01 | 111.287 | 111.807 | 110.787 | ||
| 2936 | 2019.03.20 20:03 | close | 1468 | 0.01 | 111.167 | 111.807 | 110.787 | 120.00 | 641715.40 |
| 2937 | 2019.03.22 20:15 | sell | 1469 | 0.01 | 110.143 | 110.663 | 109.643 | ||
| 2938 | 2019.03.22 21:31 | close | 1469 | 0.01 | 110.021 | 110.663 | 109.643 | 122.00 | 641837.40 |
| 2939 | 2019.03.25 07:00 | sell | 1470 | 0.01 | 109.966 | 110.486 | 109.466 | ||
| 2940 | 2019.03.25 09:15 | sell | 1471 | 0.02 | 110.065 | 110.585 | 109.935 | ||
| 2941 | 2019.03.25 16:14 | t/p | 1471 | 0.02 | 109.935 | 110.585 | 109.935 | 260.00 | 642097.40 |
| 2942 | 2019.03.25 19:55 | close | 1470 | 0.01 | 109.844 | 110.486 | 109.466 | 122.00 | 642219.40 |
| 2943 | 2019.03.26 20:15 | buy | 1472 | 0.01 | 110.445 | 109.925 | 110.945 | ||
| 2944 | 2019.03.26 22:48 | close | 1472 | 0.01 | 110.606 | 109.925 | 110.945 | 161.00 | 642380.40 |
| 2945 | 2019.03.28 09:30 | sell | 1473 | 0.01 | 110.163 | 110.683 | 109.663 | ||
| 2946 | 2019.03.28 09:53 | close | 1473 | 0.01 | 110.041 | 110.683 | 109.663 | 122.00 | 642502.40 |
| 2947 | 2019.03.29 06:45 | buy | 1474 | 0.01 | 110.701 | 110.181 | 111.201 | ||
| 2948 | 2019.03.29 06:55 | close | 1474 | 0.01 | 110.863 | 110.181 | 111.201 | 162.00 | 642664.40 |
| 2949 | 2019.04.03 13:30 | buy | 1475 | 0.01 | 111.458 | 110.938 | 111.958 | ||
| 2950 | 2019.04.03 16:15 | buy | 1476 | 0.02 | 111.416 | 110.896 | 111.496 | ||
| 2951 | 2019.04.03 18:01 | t/p | 1476 | 0.02 | 111.496 | 110.896 | 111.496 | 160.00 | 642824.40 |
| 2952 | 2019.04.04 16:48 | close | 1475 | 0.01 | 111.619 | 110.938 | 111.958 | 170.78 | 642995.18 |
| 2953 | 2019.04.09 23:15 | sell | 1477 | 0.01 | 111.136 | 111.656 | 110.636 | ||
| 2954 | 2019.04.10 17:10 | close | 1477 | 0.01 | 111.015 | 111.656 | 110.636 | 121.00 | 643116.18 |
| 2955 | 2019.04.12 17:15 | buy | 1478 | 0.01 | 111.902 | 111.382 | 112.402 | ||
| 2956 | 2019.04.12 21:59 | close | 1478 | 0.01 | 112.063 | 111.382 | 112.402 | 161.00 | 643277.18 |
| 2957 | 2019.04.12 23:45 | buy | 1479 | 0.01 | 112.006 | 111.486 | 112.506 | ||
| 2958 | 2019.04.15 04:15 | buy | 1480 | 0.02 | 111.962 | 111.442 | 112.042 | ||
| 2959 | 2019.04.15 15:37 | t/p | 1480 | 0.02 | 112.042 | 111.442 | 112.042 | 160.00 | 643437.18 |
| 2960 | 2019.04.22 01:45 | sell | 1481 | 0.01 | 111.912 | 112.432 | 111.412 | ||
| 2961 | 2019.04.23 03:58 | close | 1481 | 0.01 | 111.792 | 112.432 | 111.412 | 120.00 | 643557.18 |
| 2962 | 2019.04.24 21:27 | close | 1479 | 0.01 | 112.168 | 111.486 | 112.506 | 194.60 | 643751.78 |
| 2963 | 2019.04.29 19:45 | buy | 1482 | 0.01 | 111.810 | 111.290 | 112.310 | ||
| 2964 | 2019.04.29 20:45 | buy | 1483 | 0.02 | 111.762 | 111.242 | 111.842 | ||
| 2965 | 2019.04.29 22:30 | buy | 1484 | 0.04 | 111.705 | 111.185 | 111.905 | ||
| 2966 | 2019.04.30 10:31 | s/l | 1482 | 0.01 | 111.290 | 111.290 | 112.310 | -516.74 | 643235.04 |
| 2967 | 2019.04.30 14:17 | s/l | 1483 | 0.02 | 111.242 | 111.242 | 111.842 | -1033.48 | 642201.56 |
| 2968 | 2019.04.30 16:30 | sell | 1485 | 0.01 | 111.401 | 111.921 | 110.901 | ||
| 2969 | 2019.04.30 16:45 | close | 1485 | 0.01 | 111.280 | 111.921 | 110.901 | 121.00 | 642322.56 |
| 2970 | 2019.04.30 17:45 | sell | 1486 | 0.01 | 111.391 | 111.911 | 110.891 | ||
| 2971 | 2019.04.30 23:45 | sell | 1487 | 0.02 | 111.445 | 111.965 | 111.315 | ||
| 2972 | 2019.05.01 06:15 | sell | 1488 | 0.04 | 111.486 | 112.006 | 111.286 | ||
| 2973 | 2019.05.01 09:30 | sell | 1489 | 0.08 | 111.530 | 112.050 | 111.130 | ||
| 2974 | 2019.05.01 12:02 | close | 1489 | 0.08 | 111.410 | 112.050 | 111.130 | 960.00 | 643282.56 |
| 2975 | 2019.05.01 12:02 | close | 1486 | 0.01 | 111.410 | 111.911 | 110.891 | -19.00 | 643263.56 |
| 2976 | 2019.05.01 12:02 | close | 1487 | 0.02 | 111.410 | 111.965 | 111.315 | 70.00 | 643333.56 |
| 2977 | 2019.05.01 12:02 | close | 1488 | 0.04 | 111.410 | 112.006 | 111.286 | 304.00 | 643637.56 |
| 2978 | 2019.05.01 17:00 | s/l | 1484 | 0.04 | 111.185 | 111.185 | 111.905 | -2053.92 | 641583.64 |
| 2979 | 2019.05.08 09:15 | sell | 1490 | 0.01 | 110.047 | 110.567 | 109.547 | ||
| 2980 | 2019.05.08 10:00 | sell | 1491 | 0.02 | 110.103 | 110.623 | 109.973 | ||
| 2981 | 2019.05.08 10:15 | sell | 1492 | 0.04 | 110.164 | 110.684 | 109.964 | ||
| 2982 | 2019.05.08 13:02 | t/p | 1491 | 0.02 | 109.973 | 110.623 | 109.973 | 260.00 | 641843.64 |
| 2983 | 2019.05.08 13:02 | t/p | 1492 | 0.04 | 109.964 | 110.684 | 109.964 | 800.00 | 642643.64 |
| 2984 | 2019.05.09 03:29 | close | 1490 | 0.01 | 109.926 | 110.567 | 109.547 | 121.00 | 642764.64 |
| 2985 | 2019.05.09 19:45 | sell | 1493 | 0.01 | 109.729 | 110.249 | 109.229 | ||
| 2986 | 2019.05.10 03:30 | sell | 1494 | 0.02 | 109.855 | 110.375 | 109.725 | ||
| 2987 | 2019.05.10 07:03 | t/p | 1494 | 0.02 | 109.725 | 110.375 | 109.725 | 260.00 | 643024.64 |
| 2988 | 2019.05.10 17:18 | close | 1493 | 0.01 | 109.608 | 110.249 | 109.229 | 121.00 | 643145.64 |
| 2989 | 2019.05.14 15:15 | buy | 1495 | 0.01 | 109.588 | 109.068 | 110.088 | ||
| 2990 | 2019.05.16 15:32 | close | 1495 | 0.01 | 109.750 | 109.068 | 110.088 | 175.04 | 643320.68 |
| 2991 | 2019.05.24 12:45 | sell | 1496 | 0.01 | 109.594 | 110.114 | 109.094 | ||
| 2992 | 2019.05.24 13:00 | sell | 1497 | 0.02 | 109.645 | 110.165 | 109.515 | ||
| 2993 | 2019.05.24 13:15 | sell | 1498 | 0.04 | 109.701 | 110.221 | 109.501 | ||
| 2994 | 2019.05.24 15:35 | t/p | 1497 | 0.02 | 109.515 | 110.165 | 109.515 | 260.00 | 643580.68 |
| 2995 | 2019.05.24 16:21 | t/p | 1498 | 0.04 | 109.501 | 110.221 | 109.501 | 800.00 | 644380.68 |
| 2996 | 2019.05.24 17:49 | close | 1496 | 0.01 | 109.473 | 110.114 | 109.094 | 121.00 | 644501.68 |
| 2997 | 2019.05.27 01:45 | sell | 1499 | 0.01 | 109.366 | 109.886 | 108.866 | ||
| 2998 | 2019.05.27 03:15 | sell | 1500 | 0.02 | 109.439 | 109.959 | 109.309 | ||
| 2999 | 2019.05.27 09:15 | sell | 1501 | 0.04 | 109.531 | 110.051 | 109.331 | ||
| 3000 | 2019.05.28 11:03 | t/p | 1501 | 0.04 | 109.331 | 110.051 | 109.331 | 800.00 | 645301.68 |