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 |
| 3451 | 2020.03.24 23:20 | t/p | 1726 | 0.02 | 111.370 | 110.770 | 111.370 | 160.00 | 670292.06 |
| 3452 | 2020.03.25 01:00 | buy | 1727 | 0.02 | 111.204 | 110.684 | 111.284 | ||
| 3453 | 2020.03.25 01:15 | t/p | 1727 | 0.02 | 111.284 | 110.684 | 111.284 | 160.00 | 670452.06 |
| 3454 | 2020.03.25 02:00 | buy | 1728 | 0.02 | 111.121 | 110.601 | 111.201 | ||
| 3455 | 2020.03.25 02:02 | t/p | 1728 | 0.02 | 111.201 | 110.601 | 111.201 | 160.00 | 670612.06 |
| 3456 | 2020.03.25 02:05 | buy | 1729 | 0.02 | 111.242 | 110.722 | 111.322 | ||
| 3457 | 2020.03.25 02:10 | buy | 1730 | 0.04 | 111.173 | 110.653 | 111.373 | ||
| 3458 | 2020.03.25 03:00 | buy | 1731 | 0.08 | 111.008 | 110.488 | 111.408 | ||
| 3459 | 2020.03.25 03:03 | s/l | 1725 | 0.01 | 110.878 | 110.878 | 111.898 | -516.74 | 670095.32 |
| 3460 | 2020.03.25 03:15 | buy | 1732 | 0.15 | 110.890 | 110.370 | 111.290 | ||
| 3461 | 2020.03.25 05:50 | close | 1729 | 0.02 | 111.045 | 110.722 | 111.322 | -394.00 | 669701.32 |
| 3462 | 2020.03.25 05:50 | close | 1730 | 0.04 | 111.045 | 110.653 | 111.373 | -512.00 | 669189.32 |
| 3463 | 2020.03.25 05:50 | close | 1731 | 0.08 | 111.045 | 110.488 | 111.408 | 296.00 | 669485.32 |
| 3464 | 2020.03.25 05:50 | close | 1732 | 0.15 | 111.045 | 110.370 | 111.290 | 2325.00 | 671810.32 |
| 3465 | 2020.03.26 23:00 | sell | 1733 | 0.01 | 109.547 | 110.067 | 109.047 | ||
| 3466 | 2020.03.26 23:20 | sell | 1734 | 0.02 | 109.637 | 110.157 | 109.507 | ||
| 3467 | 2020.03.26 23:31 | t/p | 1734 | 0.02 | 109.507 | 110.157 | 109.507 | 260.00 | 672070.32 |
| 3468 | 2020.03.26 23:57 | close | 1733 | 0.01 | 109.426 | 110.067 | 109.047 | 121.00 | 672191.32 |
| 3469 | 2020.03.27 08:45 | sell | 1735 | 0.01 | 108.597 | 109.117 | 108.097 | ||
| 3470 | 2020.03.27 08:55 | sell | 1736 | 0.02 | 108.691 | 109.211 | 108.561 | ||
| 3471 | 2020.03.27 09:01 | t/p | 1736 | 0.02 | 108.561 | 109.211 | 108.561 | 260.00 | 672451.32 |
| 3472 | 2020.03.27 09:30 | sell | 1737 | 0.02 | 108.856 | 109.376 | 108.726 | ||
| 3473 | 2020.03.27 09:50 | sell | 1738 | 0.04 | 108.914 | 109.434 | 108.714 | ||
| 3474 | 2020.03.27 10:09 | t/p | 1737 | 0.02 | 108.726 | 109.376 | 108.726 | 260.00 | 672711.32 |
| 3475 | 2020.03.27 10:09 | t/p | 1738 | 0.04 | 108.714 | 109.434 | 108.714 | 800.00 | 673511.32 |
| 3476 | 2020.03.27 11:15 | sell | 1739 | 0.02 | 108.994 | 109.514 | 108.864 | ||
| 3477 | 2020.03.27 11:38 | t/p | 1739 | 0.02 | 108.864 | 109.514 | 108.864 | 260.00 | 673771.32 |
| 3478 | 2020.03.27 11:45 | sell | 1740 | 0.02 | 108.845 | 109.365 | 108.715 | ||
| 3479 | 2020.03.27 12:44 | t/p | 1740 | 0.02 | 108.715 | 109.365 | 108.715 | 260.00 | 674031.32 |
| 3480 | 2020.03.27 15:59 | close | 1735 | 0.01 | 108.475 | 109.117 | 108.097 | 122.00 | 674153.32 |
| 3481 | 2020.03.30 08:30 | sell | 1741 | 0.01 | 107.714 | 108.234 | 107.214 | ||
| 3482 | 2020.03.30 08:45 | sell | 1742 | 0.02 | 107.839 | 108.359 | 107.709 | ||
| 3483 | 2020.03.30 08:57 | t/p | 1742 | 0.02 | 107.709 | 108.359 | 107.709 | 260.00 | 674413.32 |
| 3484 | 2020.03.30 10:00 | sell | 1743 | 0.02 | 108.141 | 108.661 | 108.011 | ||
| 3485 | 2020.03.30 10:09 | t/p | 1743 | 0.02 | 108.011 | 108.661 | 108.011 | 260.00 | 674673.32 |
| 3486 | 2020.03.30 10:15 | sell | 1744 | 0.02 | 108.013 | 108.533 | 107.883 | ||
| 3487 | 2020.03.30 10:48 | s/l | 1741 | 0.01 | 108.234 | 108.234 | 107.214 | -520.00 | 674153.32 |
| 3488 | 2020.03.30 11:14 | t/p | 1744 | 0.02 | 107.883 | 108.533 | 107.883 | 260.00 | 674413.32 |
| 3489 | 2020.03.31 09:00 | buy | 1745 | 0.01 | 108.218 | 107.698 | 108.718 | ||
| 3490 | 2020.03.31 09:15 | buy | 1746 | 0.02 | 108.155 | 107.635 | 108.235 | ||
| 3491 | 2020.03.31 09:20 | t/p | 1746 | 0.02 | 108.235 | 107.635 | 108.235 | 160.00 | 674573.32 |
| 3492 | 2020.03.31 09:42 | close | 1745 | 0.01 | 108.379 | 107.698 | 108.718 | 161.00 | 674734.32 |
| 3493 | 2020.03.31 15:45 | buy | 1747 | 0.01 | 108.357 | 107.837 | 108.857 | ||
| 3494 | 2020.03.31 16:30 | buy | 1748 | 0.02 | 108.250 | 107.730 | 108.330 | ||
| 3495 | 2020.03.31 18:06 | s/l | 1747 | 0.01 | 107.837 | 107.837 | 108.857 | -520.00 | 674214.32 |
| 3496 | 2020.03.31 18:11 | s/l | 1748 | 0.02 | 107.730 | 107.730 | 108.330 | -1040.00 | 673174.32 |
| 3497 | 2020.04.03 05:15 | buy | 1749 | 0.01 | 107.897 | 107.377 | 108.397 | ||
| 3498 | 2020.04.03 10:09 | close | 1749 | 0.01 | 108.058 | 107.377 | 108.397 | 161.00 | 673335.32 |
| 3499 | 2020.04.06 14:15 | buy | 1750 | 0.01 | 109.097 | 108.577 | 109.597 | ||
| 3500 | 2020.04.06 14:30 | buy | 1751 | 0.02 | 108.982 | 108.462 | 109.062 | ||
| 3501 | 2020.04.06 15:15 | buy | 1752 | 0.04 | 108.931 | 108.411 | 109.131 | ||
| 3502 | 2020.04.06 15:34 | t/p | 1751 | 0.02 | 109.062 | 108.462 | 109.062 | 160.00 | 673495.32 |
| 3503 | 2020.04.06 16:27 | close | 1750 | 0.01 | 109.095 | 108.577 | 109.597 | -2.00 | 673493.32 |
| 3504 | 2020.04.06 16:27 | close | 1752 | 0.04 | 109.095 | 108.411 | 109.131 | 656.00 | 674149.32 |
| 3505 | 2020.04.08 04:30 | sell | 1753 | 0.01 | 108.857 | 109.377 | 108.357 | ||
| 3506 | 2020.04.08 04:54 | close | 1753 | 0.01 | 108.736 | 109.377 | 108.357 | 121.00 | 674270.32 |
| 3507 | 2020.04.08 07:15 | sell | 1754 | 0.01 | 108.892 | 109.412 | 108.392 | ||
| 3508 | 2020.04.08 07:35 | sell | 1755 | 0.02 | 108.932 | 109.452 | 108.802 | ||
| 3509 | 2020.04.08 09:49 | t/p | 1755 | 0.02 | 108.802 | 109.452 | 108.802 | 260.00 | 674530.32 |
| 3510 | 2020.04.08 09:54 | close | 1754 | 0.01 | 108.770 | 109.412 | 108.392 | 122.00 | 674652.32 |
| 3511 | 2020.04.13 23:00 | sell | 1756 | 0.01 | 107.654 | 108.174 | 107.154 | ||
| 3512 | 2020.04.13 23:15 | sell | 1757 | 0.02 | 107.742 | 108.262 | 107.612 | ||
| 3513 | 2020.04.14 02:47 | t/p | 1757 | 0.02 | 107.612 | 108.262 | 107.612 | 260.00 | 674912.32 |
| 3514 | 2020.04.14 12:01 | close | 1756 | 0.01 | 107.533 | 108.174 | 107.154 | 121.00 | 675033.32 |
| 3515 | 2020.04.15 04:15 | sell | 1758 | 0.01 | 107.165 | 107.685 | 106.665 | ||
| 3516 | 2020.04.15 04:34 | close | 1758 | 0.01 | 107.045 | 107.685 | 106.665 | 120.00 | 675153.32 |
| 3517 | 2020.04.16 09:30 | buy | 1759 | 0.01 | 107.789 | 107.269 | 108.289 | ||
| 3518 | 2020.04.16 11:45 | buy | 1760 | 0.02 | 107.720 | 107.200 | 107.800 | ||
| 3519 | 2020.04.16 12:09 | t/p | 1760 | 0.02 | 107.800 | 107.200 | 107.800 | 160.00 | 675313.32 |
| 3520 | 2020.04.16 13:30 | buy | 1761 | 0.02 | 107.676 | 107.156 | 107.756 | ||
| 3521 | 2020.04.16 15:15 | buy | 1762 | 0.04 | 107.581 | 107.061 | 107.781 | ||
| 3522 | 2020.04.16 15:30 | buy | 1763 | 0.08 | 107.467 | 106.947 | 107.867 | ||
| 3523 | 2020.04.16 17:13 | s/l | 1759 | 0.01 | 107.269 | 107.269 | 108.289 | -520.00 | 674793.32 |
| 3524 | 2020.04.16 17:15 | buy | 1764 | 0.15 | 107.291 | 106.771 | 107.691 | ||
| 3525 | 2020.04.16 17:56 | close | 1761 | 0.02 | 107.465 | 107.156 | 107.756 | -422.00 | 674371.32 |
| 3526 | 2020.04.16 17:56 | close | 1762 | 0.04 | 107.465 | 107.061 | 107.781 | -464.00 | 673907.32 |
| 3527 | 2020.04.16 17:56 | close | 1763 | 0.08 | 107.465 | 106.947 | 107.867 | -16.00 | 673891.32 |
| 3528 | 2020.04.16 17:56 | close | 1764 | 0.15 | 107.465 | 106.771 | 107.691 | 2610.00 | 676501.32 |
| 3529 | 2020.04.21 16:00 | sell | 1765 | 0.01 | 107.542 | 108.062 | 107.042 | ||
| 3530 | 2020.04.21 16:15 | sell | 1766 | 0.02 | 107.652 | 108.172 | 107.522 | ||
| 3531 | 2020.04.22 09:19 | t/p | 1766 | 0.02 | 107.522 | 108.172 | 107.522 | 260.00 | 676761.32 |
| 3532 | 2020.04.23 15:20 | close | 1765 | 0.01 | 107.421 | 108.062 | 107.042 | 121.00 | 676882.32 |
| 3533 | 2020.04.27 17:15 | sell | 1767 | 0.01 | 107.286 | 107.806 | 106.786 | ||
| 3534 | 2020.04.27 18:34 | close | 1767 | 0.01 | 107.165 | 107.806 | 106.786 | 121.00 | 677003.32 |
| 3535 | 2020.04.29 09:30 | sell | 1768 | 0.01 | 106.559 | 107.079 | 106.059 | ||
| 3536 | 2020.04.29 10:33 | close | 1768 | 0.01 | 106.437 | 107.079 | 106.059 | 122.00 | 677125.32 |
| 3537 | 2020.04.29 15:15 | sell | 1769 | 0.01 | 106.546 | 107.066 | 106.046 | ||
| 3538 | 2020.04.30 09:13 | close | 1769 | 0.01 | 106.426 | 107.066 | 106.046 | 120.00 | 677245.32 |
| 3539 | 2020.05.06 00:15 | sell | 1770 | 0.01 | 106.528 | 107.048 | 106.028 | ||
| 3540 | 2020.05.06 03:01 | close | 1770 | 0.01 | 106.408 | 107.048 | 106.028 | 120.00 | 677365.32 |
| 3541 | 2020.05.06 09:45 | sell | 1771 | 0.01 | 106.379 | 106.899 | 105.879 | ||
| 3542 | 2020.05.06 10:28 | close | 1771 | 0.01 | 106.259 | 106.899 | 105.879 | 120.00 | 677485.32 |
| 3543 | 2020.05.07 19:00 | buy | 1772 | 0.01 | 106.371 | 105.851 | 106.871 | ||
| 3544 | 2020.05.07 19:30 | buy | 1773 | 0.02 | 106.312 | 105.792 | 106.392 | ||
| 3545 | 2020.05.07 20:30 | buy | 1774 | 0.04 | 106.267 | 105.747 | 106.467 | ||
| 3546 | 2020.05.08 02:50 | close | 1772 | 0.01 | 106.388 | 105.851 | 106.871 | 20.26 | 677505.58 |
| 3547 | 2020.05.08 02:50 | close | 1773 | 0.02 | 106.388 | 105.792 | 106.392 | 158.52 | 677664.10 |
| 3548 | 2020.05.08 02:50 | close | 1774 | 0.04 | 106.388 | 105.747 | 106.467 | 497.04 | 678161.14 |
| 3549 | 2020.05.11 00:15 | buy | 1775 | 0.01 | 106.578 | 106.058 | 107.078 | ||
| 3550 | 2020.05.11 01:13 | close | 1775 | 0.01 | 106.739 | 106.058 | 107.078 | 161.00 | 678322.14 |
| 3551 | 2020.05.11 06:15 | buy | 1776 | 0.01 | 106.818 | 106.298 | 107.318 | ||
| 3552 | 2020.05.11 07:21 | close | 1776 | 0.01 | 106.979 | 106.298 | 107.318 | 161.00 | 678483.14 |
| 3553 | 2020.05.12 00:30 | buy | 1777 | 0.01 | 107.641 | 107.121 | 108.141 | ||
| 3554 | 2020.05.12 03:00 | buy | 1778 | 0.02 | 107.598 | 107.078 | 107.678 | ||
| 3555 | 2020.05.12 03:29 | t/p | 1778 | 0.02 | 107.678 | 107.078 | 107.678 | 160.00 | 678643.14 |
| 3556 | 2020.05.12 03:45 | buy | 1779 | 0.02 | 107.553 | 107.033 | 107.633 | ||
| 3557 | 2020.05.12 04:00 | buy | 1780 | 0.04 | 107.473 | 106.953 | 107.673 | ||
| 3558 | 2020.05.12 06:00 | buy | 1781 | 0.08 | 107.419 | 106.899 | 107.819 | ||
| 3559 | 2020.05.12 09:58 | close | 1777 | 0.01 | 107.580 | 107.121 | 108.141 | -61.00 | 678582.14 |
| 3560 | 2020.05.12 09:58 | close | 1779 | 0.02 | 107.580 | 107.033 | 107.633 | 54.00 | 678636.14 |
| 3561 | 2020.05.12 09:58 | close | 1780 | 0.04 | 107.580 | 106.953 | 107.673 | 428.00 | 679064.14 |
| 3562 | 2020.05.12 09:58 | close | 1781 | 0.08 | 107.580 | 106.899 | 107.819 | 1288.00 | 680352.14 |
| 3563 | 2020.05.19 11:15 | buy | 1782 | 0.01 | 107.375 | 106.855 | 107.875 | ||
| 3564 | 2020.05.19 11:30 | close | 1782 | 0.01 | 107.537 | 106.855 | 107.875 | 162.00 | 680514.14 |
| 3565 | 2020.05.19 20:30 | buy | 1783 | 0.01 | 107.791 | 107.271 | 108.291 | ||
| 3566 | 2020.05.19 22:00 | buy | 1784 | 0.02 | 107.747 | 107.227 | 107.827 | ||
| 3567 | 2020.05.20 00:00 | buy | 1785 | 0.04 | 107.702 | 107.182 | 107.902 | ||
| 3568 | 2020.05.20 01:53 | close | 1783 | 0.01 | 107.824 | 107.271 | 108.291 | 36.26 | 680550.40 |
| 3569 | 2020.05.20 01:53 | close | 1784 | 0.02 | 107.824 | 107.227 | 107.827 | 160.52 | 680710.92 |
| 3570 | 2020.05.20 01:53 | close | 1785 | 0.04 | 107.824 | 107.182 | 107.902 | 488.00 | 681198.92 |
| 3571 | 2020.05.22 11:30 | sell | 1786 | 0.01 | 107.482 | 108.002 | 106.982 | ||
| 3572 | 2020.05.22 12:00 | sell | 1787 | 0.02 | 107.532 | 108.052 | 107.402 | ||
| 3573 | 2020.05.22 16:00 | sell | 1788 | 0.04 | 107.576 | 108.096 | 107.376 | ||
| 3574 | 2020.05.22 16:45 | sell | 1789 | 0.08 | 107.621 | 108.141 | 107.221 | ||
| 3575 | 2020.05.22 17:57 | close | 1786 | 0.01 | 107.501 | 108.002 | 106.982 | -19.00 | 681179.92 |
| 3576 | 2020.05.22 17:57 | close | 1787 | 0.02 | 107.501 | 108.052 | 107.402 | 62.00 | 681241.92 |
| 3577 | 2020.05.22 17:57 | close | 1788 | 0.04 | 107.501 | 108.096 | 107.376 | 300.00 | 681541.92 |
| 3578 | 2020.05.22 17:57 | close | 1789 | 0.08 | 107.501 | 108.141 | 107.221 | 960.00 | 682501.92 |
| 3579 | 2020.05.25 01:15 | sell | 1790 | 0.01 | 107.665 | 108.185 | 107.165 | ||
| 3580 | 2020.05.26 14:33 | close | 1790 | 0.01 | 107.545 | 108.185 | 107.165 | 120.00 | 682621.92 |
| 3581 | 2020.05.27 04:15 | sell | 1791 | 0.01 | 107.570 | 108.090 | 107.070 | ||
| 3582 | 2020.05.27 05:22 | close | 1791 | 0.01 | 107.449 | 108.090 | 107.070 | 121.00 | 682742.92 |
| 3583 | 2020.05.29 11:45 | sell | 1792 | 0.01 | 107.297 | 107.817 | 106.797 | ||
| 3584 | 2020.05.29 13:05 | close | 1792 | 0.01 | 107.176 | 107.817 | 106.797 | 121.00 | 682863.92 |
| 3585 | 2020.06.03 01:00 | buy | 1793 | 0.01 | 108.648 | 108.128 | 109.148 | ||
| 3586 | 2020.06.03 02:41 | close | 1793 | 0.01 | 108.809 | 108.128 | 109.148 | 161.00 | 683024.92 |
| 3587 | 2020.06.04 12:30 | buy | 1794 | 0.01 | 108.952 | 108.432 | 109.452 | ||
| 3588 | 2020.06.04 13:30 | buy | 1795 | 0.02 | 108.880 | 108.360 | 108.960 | ||
| 3589 | 2020.06.04 17:49 | t/p | 1795 | 0.02 | 108.960 | 108.360 | 108.960 | 160.00 | 683184.92 |
| 3590 | 2020.06.04 21:03 | close | 1794 | 0.01 | 109.114 | 108.432 | 109.452 | 162.00 | 683346.92 |
| 3591 | 2020.06.05 21:30 | buy | 1796 | 0.01 | 109.625 | 109.105 | 110.125 | ||
| 3592 | 2020.06.08 00:15 | buy | 1797 | 0.02 | 109.576 | 109.056 | 109.656 | ||
| 3593 | 2020.06.08 01:02 | t/p | 1797 | 0.02 | 109.656 | 109.056 | 109.656 | 160.00 | 683506.92 |
| 3594 | 2020.06.08 16:29 | s/l | 1796 | 0.01 | 109.105 | 109.105 | 110.125 | -516.74 | 682990.18 |
| 3595 | 2020.06.09 00:00 | sell | 1798 | 0.01 | 108.430 | 108.950 | 107.930 | ||
| 3596 | 2020.06.09 02:00 | sell | 1799 | 0.02 | 108.521 | 109.041 | 108.391 | ||
| 3597 | 2020.06.09 02:38 | t/p | 1799 | 0.02 | 108.391 | 109.041 | 108.391 | 260.00 | 683250.18 |
| 3598 | 2020.06.09 03:10 | close | 1798 | 0.01 | 108.310 | 108.950 | 107.930 | 120.00 | 683370.18 |
| 3599 | 2020.06.09 14:30 | sell | 1800 | 0.01 | 108.093 | 108.613 | 107.593 | ||
| 3600 | 2020.06.09 14:45 | sell | 1801 | 0.02 | 108.201 | 108.721 | 108.071 | ||