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 |
| 3151 | 2019.09.02 18:00 | close | 1575 | 0.04 | 106.254 | 106.857 | 106.137 | 332.00 | 656037.82 |
| 3152 | 2019.09.02 18:00 | close | 1576 | 0.08 | 106.254 | 106.912 | 105.992 | 1104.00 | 657141.82 |
| 3153 | 2019.09.03 21:30 | sell | 1577 | 0.01 | 105.959 | 106.479 | 105.459 | ||
| 3154 | 2019.09.03 22:00 | sell | 1578 | 0.02 | 106.024 | 106.544 | 105.894 | ||
| 3155 | 2019.09.04 02:51 | t/p | 1578 | 0.02 | 105.894 | 106.544 | 105.894 | 260.00 | 657401.82 |
| 3156 | 2019.09.04 02:55 | close | 1577 | 0.01 | 105.839 | 106.479 | 105.459 | 120.00 | 657521.82 |
| 3157 | 2019.09.05 09:30 | buy | 1579 | 0.01 | 106.485 | 105.965 | 106.985 | ||
| 3158 | 2019.09.05 10:15 | buy | 1580 | 0.02 | 106.421 | 105.901 | 106.501 | ||
| 3159 | 2019.09.05 10:41 | t/p | 1580 | 0.02 | 106.501 | 105.901 | 106.501 | 160.00 | 657681.82 |
| 3160 | 2019.09.05 14:05 | close | 1579 | 0.01 | 106.646 | 105.965 | 106.985 | 161.00 | 657842.82 |
| 3161 | 2019.09.06 00:15 | buy | 1581 | 0.01 | 106.896 | 106.376 | 107.396 | ||
| 3162 | 2019.09.06 02:41 | close | 1581 | 0.01 | 107.057 | 106.376 | 107.396 | 161.00 | 658003.82 |
| 3163 | 2019.09.12 09:00 | buy | 1582 | 0.01 | 108.010 | 107.490 | 108.510 | ||
| 3164 | 2019.09.12 10:30 | buy | 1583 | 0.02 | 107.953 | 107.433 | 108.033 | ||
| 3165 | 2019.09.12 11:00 | buy | 1584 | 0.04 | 107.912 | 107.392 | 108.112 | ||
| 3166 | 2019.09.12 11:15 | buy | 1585 | 0.08 | 107.872 | 107.352 | 108.272 | ||
| 3167 | 2019.09.12 17:10 | close | 1582 | 0.01 | 108.020 | 107.490 | 108.510 | 10.00 | 658013.82 |
| 3168 | 2019.09.12 17:10 | close | 1583 | 0.02 | 108.020 | 107.433 | 108.033 | 134.00 | 658147.82 |
| 3169 | 2019.09.12 17:10 | close | 1584 | 0.04 | 108.020 | 107.392 | 108.112 | 432.00 | 658579.82 |
| 3170 | 2019.09.12 17:10 | close | 1585 | 0.08 | 108.020 | 107.352 | 108.272 | 1184.00 | 659763.82 |
| 3171 | 2019.09.17 10:45 | buy | 1586 | 0.01 | 108.154 | 107.634 | 108.654 | ||
| 3172 | 2019.09.17 16:41 | close | 1586 | 0.01 | 108.315 | 107.634 | 108.654 | 161.00 | 659924.82 |
| 3173 | 2019.09.23 15:30 | sell | 1587 | 0.01 | 107.505 | 108.025 | 107.005 | ||
| 3174 | 2019.09.23 17:40 | close | 1587 | 0.01 | 107.384 | 108.025 | 107.005 | 121.00 | 660045.82 |
| 3175 | 2019.09.27 18:45 | buy | 1588 | 0.01 | 107.954 | 107.434 | 108.454 | ||
| 3176 | 2019.09.30 18:31 | close | 1588 | 0.01 | 108.115 | 107.434 | 108.454 | 164.26 | 660210.08 |
| 3177 | 2019.10.01 09:00 | buy | 1589 | 0.01 | 108.184 | 107.664 | 108.684 | ||
| 3178 | 2019.10.01 10:28 | close | 1589 | 0.01 | 108.346 | 107.664 | 108.684 | 162.00 | 660372.08 |
| 3179 | 2019.10.01 14:15 | buy | 1590 | 0.01 | 108.245 | 107.725 | 108.745 | ||
| 3180 | 2019.10.01 15:34 | close | 1590 | 0.01 | 108.406 | 107.725 | 108.745 | 161.00 | 660533.08 |
| 3181 | 2019.10.04 01:30 | sell | 1591 | 0.01 | 106.918 | 107.438 | 106.418 | ||
| 3182 | 2019.10.04 05:06 | close | 1591 | 0.01 | 106.798 | 107.438 | 106.418 | 120.00 | 660653.08 |
| 3183 | 2019.10.10 10:45 | buy | 1592 | 0.01 | 107.384 | 106.864 | 107.884 | ||
| 3184 | 2019.10.10 15:36 | close | 1592 | 0.01 | 107.545 | 106.864 | 107.884 | 161.00 | 660814.08 |
| 3185 | 2019.10.10 21:15 | buy | 1593 | 0.01 | 107.869 | 107.349 | 108.369 | ||
| 3186 | 2019.10.11 03:53 | close | 1593 | 0.01 | 108.030 | 107.349 | 108.369 | 164.26 | 660978.34 |
| 3187 | 2019.10.11 10:45 | buy | 1594 | 0.01 | 107.938 | 107.418 | 108.438 | ||
| 3188 | 2019.10.11 12:38 | close | 1594 | 0.01 | 108.099 | 107.418 | 108.438 | 161.00 | 661139.34 |
| 3189 | 2019.10.11 19:45 | buy | 1595 | 0.01 | 108.446 | 107.926 | 108.946 | ||
| 3190 | 2019.10.14 04:00 | buy | 1596 | 0.02 | 108.302 | 107.782 | 108.382 | ||
| 3191 | 2019.10.14 04:40 | buy | 1597 | 0.04 | 108.237 | 107.717 | 108.437 | ||
| 3192 | 2019.10.14 17:31 | close | 1595 | 0.01 | 108.379 | 107.926 | 108.946 | -63.74 | 661075.60 |
| 3193 | 2019.10.14 17:31 | close | 1596 | 0.02 | 108.379 | 107.782 | 108.382 | 154.00 | 661229.60 |
| 3194 | 2019.10.14 17:31 | close | 1597 | 0.04 | 108.379 | 107.717 | 108.437 | 568.00 | 661797.60 |
| 3195 | 2019.10.22 19:45 | sell | 1598 | 0.01 | 108.583 | 109.103 | 108.083 | ||
| 3196 | 2019.10.22 21:51 | close | 1598 | 0.01 | 108.462 | 109.103 | 108.083 | 121.00 | 661918.60 |
| 3197 | 2019.10.23 08:30 | sell | 1599 | 0.01 | 108.360 | 108.880 | 107.860 | ||
| 3198 | 2019.10.23 13:15 | sell | 1600 | 0.02 | 108.452 | 108.972 | 108.322 | ||
| 3199 | 2019.10.23 15:45 | sell | 1601 | 0.04 | 108.498 | 109.018 | 108.298 | ||
| 3200 | 2019.10.23 16:15 | sell | 1602 | 0.08 | 108.556 | 109.076 | 108.156 | ||
| 3201 | 2019.10.28 08:15 | buy | 1603 | 0.01 | 108.735 | 108.215 | 109.235 | ||
| 3202 | 2019.10.28 11:15 | buy | 1604 | 0.02 | 108.690 | 108.170 | 108.770 | ||
| 3203 | 2019.10.28 14:47 | t/p | 1604 | 0.02 | 108.770 | 108.170 | 108.770 | 160.00 | 662078.60 |
| 3204 | 2019.10.28 14:50 | s/l | 1599 | 0.01 | 108.880 | 108.880 | 107.860 | -520.00 | 661558.60 |
| 3205 | 2019.10.28 15:42 | close | 1603 | 0.01 | 108.896 | 108.215 | 109.235 | 161.00 | 661719.60 |
| 3206 | 2019.10.28 17:55 | s/l | 1600 | 0.02 | 108.972 | 108.972 | 108.322 | -1040.00 | 660679.60 |
| 3207 | 2019.10.28 17:59 | s/l | 1601 | 0.04 | 109.018 | 109.018 | 108.298 | -2080.00 | 658599.60 |
| 3208 | 2019.10.29 09:15 | buy | 1605 | 0.01 | 108.963 | 108.443 | 109.463 | ||
| 3209 | 2019.10.29 09:45 | buy | 1606 | 0.02 | 108.919 | 108.399 | 108.999 | ||
| 3210 | 2019.10.29 10:30 | buy | 1607 | 0.04 | 108.873 | 108.353 | 109.073 | ||
| 3211 | 2019.10.30 20:34 | close | 1607 | 0.04 | 108.992 | 108.353 | 109.073 | 489.04 | 659088.64 |
| 3212 | 2019.10.30 20:34 | close | 1605 | 0.01 | 108.992 | 108.443 | 109.463 | 32.26 | 659120.90 |
| 3213 | 2019.10.30 20:34 | close | 1606 | 0.02 | 108.992 | 108.399 | 108.999 | 152.52 | 659273.42 |
| 3214 | 2019.10.30 20:35 | s/l | 1602 | 0.08 | 109.076 | 109.076 | 108.156 | -4160.00 | 655113.42 |
| 3215 | 2019.11.05 09:15 | buy | 1608 | 0.01 | 108.790 | 108.270 | 109.290 | ||
| 3216 | 2019.11.05 17:00 | close | 1608 | 0.01 | 108.951 | 108.270 | 109.290 | 161.00 | 655274.42 |
| 3217 | 2019.11.06 02:30 | buy | 1609 | 0.01 | 109.120 | 108.600 | 109.620 | ||
| 3218 | 2019.11.06 03:00 | buy | 1610 | 0.02 | 109.071 | 108.551 | 109.151 | ||
| 3219 | 2019.11.06 08:45 | buy | 1611 | 0.04 | 108.971 | 108.451 | 109.171 | ||
| 3220 | 2019.11.06 18:44 | close | 1609 | 0.01 | 109.115 | 108.600 | 109.620 | -5.00 | 655269.42 |
| 3221 | 2019.11.06 18:44 | close | 1610 | 0.02 | 109.115 | 108.551 | 109.151 | 88.00 | 655357.42 |
| 3222 | 2019.11.06 18:44 | close | 1611 | 0.04 | 109.115 | 108.451 | 109.171 | 576.00 | 655933.42 |
| 3223 | 2019.11.07 09:30 | sell | 1612 | 0.01 | 108.979 | 109.499 | 108.479 | ||
| 3224 | 2019.11.11 17:15 | sell | 1613 | 0.02 | 109.051 | 109.571 | 108.921 | ||
| 3225 | 2019.11.11 18:00 | sell | 1614 | 0.04 | 109.093 | 109.613 | 108.893 | ||
| 3226 | 2019.11.13 02:39 | t/p | 1613 | 0.02 | 108.921 | 109.571 | 108.921 | 260.00 | 656193.42 |
| 3227 | 2019.11.13 02:43 | t/p | 1614 | 0.04 | 108.893 | 109.613 | 108.893 | 800.00 | 656993.42 |
| 3228 | 2019.11.13 14:14 | close | 1612 | 0.01 | 108.858 | 109.499 | 108.479 | 121.00 | 657114.42 |
| 3229 | 2019.11.13 20:00 | sell | 1615 | 0.01 | 108.842 | 109.362 | 108.342 | ||
| 3230 | 2019.11.13 20:57 | close | 1615 | 0.01 | 108.721 | 109.362 | 108.342 | 121.00 | 657235.42 |
| 3231 | 2019.11.14 17:15 | sell | 1616 | 0.01 | 108.653 | 109.173 | 108.153 | ||
| 3232 | 2019.11.14 18:15 | close | 1616 | 0.01 | 108.533 | 109.173 | 108.153 | 120.00 | 657355.42 |
| 3233 | 2019.11.14 22:45 | sell | 1617 | 0.01 | 108.441 | 108.961 | 107.941 | ||
| 3234 | 2019.11.15 01:55 | sell | 1618 | 0.02 | 108.485 | 109.005 | 108.355 | ||
| 3235 | 2019.11.15 02:45 | sell | 1619 | 0.04 | 108.561 | 109.081 | 108.361 | ||
| 3236 | 2019.11.15 03:15 | sell | 1620 | 0.08 | 108.608 | 109.128 | 108.208 | ||
| 3237 | 2019.11.18 10:06 | s/l | 1617 | 0.01 | 108.961 | 108.961 | 107.941 | -520.00 | 656835.42 |
| 3238 | 2019.11.18 11:47 | s/l | 1618 | 0.02 | 109.005 | 109.005 | 108.355 | -1040.00 | 655795.42 |
| 3239 | 2019.11.18 15:30 | buy | 1621 | 0.01 | 108.757 | 108.237 | 109.257 | ||
| 3240 | 2019.11.19 03:04 | close | 1619 | 0.04 | 108.483 | 109.081 | 108.361 | 312.00 | 656107.42 |
| 3241 | 2019.11.19 03:04 | close | 1620 | 0.08 | 108.483 | 109.128 | 108.208 | 1000.00 | 657107.42 |
| 3242 | 2019.11.20 08:00 | sell | 1622 | 0.01 | 108.517 | 109.037 | 108.017 | ||
| 3243 | 2019.11.20 09:43 | close | 1622 | 0.01 | 108.396 | 109.037 | 108.017 | 121.00 | 657228.42 |
| 3244 | 2019.11.20 14:15 | sell | 1623 | 0.01 | 108.493 | 109.013 | 107.993 | ||
| 3245 | 2019.11.21 02:57 | close | 1623 | 0.01 | 108.372 | 109.013 | 107.993 | 121.00 | 657349.42 |
| 3246 | 2019.11.22 15:45 | sell | 1624 | 0.01 | 108.553 | 109.073 | 108.053 | ||
| 3247 | 2019.11.22 16:00 | sell | 1625 | 0.02 | 108.595 | 109.115 | 108.465 | ||
| 3248 | 2019.11.22 17:00 | sell | 1626 | 0.04 | 108.662 | 109.182 | 108.462 | ||
| 3249 | 2019.11.25 17:00 | buy | 1627 | 0.02 | 108.845 | 108.325 | 108.925 | ||
| 3250 | 2019.11.25 17:57 | t/p | 1627 | 0.02 | 108.925 | 108.325 | 108.925 | 160.00 | 657509.42 |
| 3251 | 2019.11.25 23:45 | buy | 1628 | 0.02 | 108.949 | 108.429 | 109.029 | ||
| 3252 | 2019.11.26 02:13 | t/p | 1628 | 0.02 | 109.029 | 108.429 | 109.029 | 166.52 | 657675.94 |
| 3253 | 2019.11.26 03:46 | s/l | 1624 | 0.01 | 109.073 | 109.073 | 108.053 | -520.00 | 657155.94 |
| 3254 | 2019.11.26 03:46 | s/l | 1625 | 0.02 | 109.115 | 109.115 | 108.465 | -1040.00 | 656115.94 |
| 3255 | 2019.11.26 03:46 | s/l | 1626 | 0.04 | 109.182 | 109.182 | 108.462 | -2080.00 | 654035.94 |
| 3256 | 2019.11.26 03:46 | close | 1621 | 0.01 | 109.173 | 108.237 | 109.257 | 442.08 | 654478.02 |
| 3257 | 2019.11.26 06:45 | buy | 1629 | 0.01 | 108.955 | 108.435 | 109.455 | ||
| 3258 | 2019.11.26 16:40 | close | 1629 | 0.01 | 109.116 | 108.435 | 109.455 | 161.00 | 654639.02 |
| 3259 | 2019.11.28 01:15 | buy | 1630 | 0.01 | 109.398 | 108.878 | 109.898 | ||
| 3260 | 2019.11.29 02:24 | close | 1630 | 0.01 | 109.559 | 108.878 | 109.898 | 164.26 | 654803.28 |
| 3261 | 2019.12.03 22:00 | sell | 1631 | 0.01 | 108.562 | 109.082 | 108.062 | ||
| 3262 | 2019.12.03 22:30 | sell | 1632 | 0.02 | 108.634 | 109.154 | 108.504 | ||
| 3263 | 2019.12.04 02:52 | t/p | 1632 | 0.02 | 108.504 | 109.154 | 108.504 | 260.00 | 655063.28 |
| 3264 | 2019.12.04 09:39 | close | 1631 | 0.01 | 108.441 | 109.082 | 108.062 | 121.00 | 655184.28 |
| 3265 | 2019.12.05 00:15 | buy | 1633 | 0.01 | 108.864 | 108.344 | 109.364 | ||
| 3266 | 2019.12.09 00:15 | sell | 1634 | 0.01 | 108.611 | 109.131 | 108.111 | ||
| 3267 | 2019.12.09 10:55 | close | 1634 | 0.01 | 108.491 | 109.131 | 108.111 | 120.00 | 655304.28 |
| 3268 | 2019.12.09 15:30 | sell | 1635 | 0.01 | 108.520 | 109.040 | 108.020 | ||
| 3269 | 2019.12.12 17:01 | s/l | 1635 | 0.01 | 109.040 | 109.040 | 108.020 | -520.00 | 654784.28 |
| 3270 | 2019.12.12 17:01 | close | 1633 | 0.01 | 109.030 | 108.344 | 109.364 | 188.82 | 654973.10 |
| 3271 | 2019.12.13 15:00 | buy | 1636 | 0.01 | 109.527 | 109.007 | 110.027 | ||
| 3272 | 2019.12.13 16:15 | buy | 1637 | 0.02 | 109.360 | 108.840 | 109.440 | ||
| 3273 | 2019.12.13 17:01 | t/p | 1637 | 0.02 | 109.440 | 108.840 | 109.440 | 160.00 | 655133.10 |
| 3274 | 2019.12.13 18:15 | buy | 1638 | 0.02 | 109.311 | 108.791 | 109.391 | ||
| 3275 | 2019.12.13 18:20 | buy | 1639 | 0.04 | 109.260 | 108.740 | 109.460 | ||
| 3276 | 2019.12.13 18:30 | buy | 1640 | 0.08 | 109.213 | 108.693 | 109.613 | ||
| 3277 | 2019.12.16 00:35 | close | 1636 | 0.01 | 109.373 | 109.007 | 110.027 | -150.74 | 654982.36 |
| 3278 | 2019.12.16 00:35 | close | 1638 | 0.02 | 109.373 | 108.791 | 109.391 | 130.52 | 655112.88 |
| 3279 | 2019.12.16 00:35 | close | 1639 | 0.04 | 109.373 | 108.740 | 109.460 | 465.04 | 655577.92 |
| 3280 | 2019.12.16 00:35 | close | 1640 | 0.08 | 109.373 | 108.693 | 109.613 | 1306.08 | 656884.00 |
| 3281 | 2019.12.16 22:45 | buy | 1641 | 0.01 | 109.575 | 109.055 | 110.075 | ||
| 3282 | 2019.12.20 22:15 | buy | 1642 | 0.02 | 109.450 | 108.930 | 109.530 | ||
| 3283 | 2019.12.23 01:29 | t/p | 1642 | 0.02 | 109.530 | 108.930 | 109.530 | 166.52 | 657050.52 |
| 3284 | 2019.12.23 23:30 | sell | 1643 | 0.01 | 109.402 | 109.922 | 108.902 | ||
| 3285 | 2019.12.30 04:21 | close | 1643 | 0.01 | 109.281 | 109.922 | 108.902 | 121.00 | 657171.52 |
| 3286 | 2019.12.30 10:30 | sell | 1644 | 0.01 | 109.170 | 109.690 | 108.670 | ||
| 3287 | 2019.12.30 16:16 | s/l | 1641 | 0.01 | 109.055 | 109.055 | 110.075 | -474.36 | 656697.16 |
| 3288 | 2019.12.30 16:30 | close | 1644 | 0.01 | 109.049 | 109.690 | 108.670 | 121.00 | 656818.16 |
| 3289 | 2019.12.31 00:30 | sell | 1645 | 0.01 | 108.870 | 109.390 | 108.370 | ||
| 3290 | 2019.12.31 03:43 | close | 1645 | 0.01 | 108.750 | 109.390 | 108.370 | 120.00 | 656938.16 |
| 3291 | 2019.12.31 17:00 | sell | 1646 | 0.01 | 108.614 | 109.134 | 108.114 | ||
| 3292 | 2019.12.31 18:00 | sell | 1647 | 0.02 | 108.660 | 109.180 | 108.530 | ||
| 3293 | 2019.12.31 18:15 | sell | 1648 | 0.04 | 108.716 | 109.236 | 108.516 | ||
| 3294 | 2020.01.02 09:30 | sell | 1649 | 0.08 | 108.769 | 109.289 | 108.369 | ||
| 3295 | 2020.01.02 16:37 | close | 1646 | 0.01 | 108.642 | 109.134 | 108.114 | -28.00 | 656910.16 |
| 3296 | 2020.01.02 16:37 | close | 1647 | 0.02 | 108.642 | 109.180 | 108.530 | 36.00 | 656946.16 |
| 3297 | 2020.01.02 16:37 | close | 1648 | 0.04 | 108.642 | 109.236 | 108.516 | 296.00 | 657242.16 |
| 3298 | 2020.01.02 16:37 | close | 1649 | 0.08 | 108.642 | 109.289 | 108.369 | 1016.00 | 658258.16 |
| 3299 | 2020.01.02 21:30 | sell | 1650 | 0.01 | 108.545 | 109.065 | 108.045 | ||
| 3300 | 2020.01.03 02:56 | close | 1650 | 0.01 | 108.423 | 109.065 | 108.045 | 122.00 | 658380.16 |