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 |
| 3601 | 2020.06.09 15:38 | t/p | 1801 | 0.02 | 108.071 | 108.721 | 108.071 | 260.00 | 683630.18 |
| 3602 | 2020.06.09 15:42 | close | 1800 | 0.01 | 107.973 | 108.613 | 107.593 | 120.00 | 683750.18 |
| 3603 | 2020.06.10 02:00 | sell | 1802 | 0.01 | 107.813 | 108.333 | 107.313 | ||
| 3604 | 2020.06.10 04:18 | close | 1802 | 0.01 | 107.692 | 108.333 | 107.313 | 121.00 | 683871.18 |
| 3605 | 2020.06.10 15:30 | sell | 1803 | 0.01 | 107.419 | 107.939 | 106.919 | ||
| 3606 | 2020.06.10 16:09 | close | 1803 | 0.01 | 107.297 | 107.939 | 106.919 | 122.00 | 683993.18 |
| 3607 | 2020.06.11 14:15 | sell | 1804 | 0.01 | 107.006 | 107.526 | 106.506 | ||
| 3608 | 2020.06.11 14:30 | sell | 1805 | 0.02 | 107.077 | 107.597 | 106.947 | ||
| 3609 | 2020.06.11 15:48 | t/p | 1805 | 0.02 | 106.947 | 107.597 | 106.947 | 260.00 | 684253.18 |
| 3610 | 2020.06.11 15:54 | close | 1804 | 0.01 | 106.885 | 107.526 | 106.506 | 121.00 | 684374.18 |
| 3611 | 2020.06.11 21:00 | sell | 1806 | 0.01 | 106.837 | 107.357 | 106.337 | ||
| 3612 | 2020.06.12 01:27 | close | 1806 | 0.01 | 106.715 | 107.357 | 106.337 | 122.00 | 684496.18 |
| 3613 | 2020.06.16 09:45 | buy | 1807 | 0.01 | 107.401 | 106.881 | 107.901 | ||
| 3614 | 2020.06.16 11:15 | buy | 1808 | 0.02 | 107.319 | 106.799 | 107.399 | ||
| 3615 | 2020.06.16 11:34 | t/p | 1808 | 0.02 | 107.399 | 106.799 | 107.399 | 160.00 | 684656.18 |
| 3616 | 2020.06.16 14:00 | buy | 1809 | 0.02 | 107.313 | 106.793 | 107.393 | ||
| 3617 | 2020.06.16 15:31 | t/p | 1809 | 0.02 | 107.393 | 106.793 | 107.393 | 160.00 | 684816.18 |
| 3618 | 2020.06.16 17:18 | close | 1807 | 0.01 | 107.562 | 106.881 | 107.901 | 161.00 | 684977.18 |
| 3619 | 2020.06.17 10:15 | sell | 1810 | 0.01 | 107.324 | 107.844 | 106.824 | ||
| 3620 | 2020.06.17 11:15 | sell | 1811 | 0.02 | 107.369 | 107.889 | 107.239 | ||
| 3621 | 2020.06.17 17:18 | t/p | 1811 | 0.02 | 107.239 | 107.889 | 107.239 | 260.00 | 685237.18 |
| 3622 | 2020.06.17 17:19 | close | 1810 | 0.01 | 107.203 | 107.844 | 106.824 | 121.00 | 685358.18 |
| 3623 | 2020.06.18 23:00 | sell | 1812 | 0.01 | 107.004 | 107.524 | 106.504 | ||
| 3624 | 2020.06.19 03:39 | close | 1812 | 0.01 | 106.884 | 107.524 | 106.504 | 120.00 | 685478.18 |
| 3625 | 2020.06.25 09:45 | buy | 1813 | 0.01 | 107.139 | 106.619 | 107.639 | ||
| 3626 | 2020.06.25 10:30 | buy | 1814 | 0.02 | 107.078 | 106.558 | 107.158 | ||
| 3627 | 2020.06.25 11:18 | t/p | 1814 | 0.02 | 107.158 | 106.558 | 107.158 | 160.00 | 685638.18 |
| 3628 | 2020.06.25 14:45 | close | 1813 | 0.01 | 107.300 | 106.619 | 107.639 | 161.00 | 685799.18 |
| 3629 | 2020.06.25 17:00 | buy | 1815 | 0.01 | 107.180 | 106.660 | 107.680 | ||
| 3630 | 2020.06.26 17:58 | close | 1815 | 0.01 | 107.341 | 106.660 | 107.680 | 164.26 | 685963.44 |
| 3631 | 2020.07.02 05:30 | sell | 1816 | 0.01 | 107.491 | 108.011 | 106.991 | ||
| 3632 | 2020.07.02 06:00 | sell | 1817 | 0.02 | 107.542 | 108.062 | 107.412 | ||
| 3633 | 2020.07.02 11:27 | t/p | 1817 | 0.02 | 107.412 | 108.062 | 107.412 | 260.00 | 686223.44 |
| 3634 | 2020.07.02 11:47 | close | 1816 | 0.01 | 107.370 | 108.011 | 106.991 | 121.00 | 686344.44 |
| 3635 | 2020.07.09 01:15 | sell | 1818 | 0.01 | 107.261 | 107.781 | 106.761 | ||
| 3636 | 2020.07.09 16:50 | close | 1818 | 0.01 | 107.140 | 107.781 | 106.761 | 121.00 | 686465.44 |
| 3637 | 2020.07.10 19:30 | sell | 1819 | 0.01 | 106.834 | 107.354 | 106.334 | ||
| 3638 | 2020.07.13 19:45 | buy | 1820 | 0.01 | 107.173 | 106.653 | 107.673 | ||
| 3639 | 2020.07.14 03:02 | close | 1820 | 0.01 | 107.334 | 106.653 | 107.673 | 164.26 | 686629.70 |
| 3640 | 2020.07.14 03:03 | s/l | 1819 | 0.01 | 107.354 | 107.354 | 106.334 | -520.00 | 686109.70 |
| 3641 | 2020.07.14 04:00 | buy | 1821 | 0.01 | 107.250 | 106.730 | 107.750 | ||
| 3642 | 2020.07.14 04:45 | buy | 1822 | 0.02 | 107.170 | 106.650 | 107.250 | ||
| 3643 | 2020.07.14 08:04 | t/p | 1822 | 0.02 | 107.250 | 106.650 | 107.250 | 160.00 | 686269.70 |
| 3644 | 2020.07.14 15:30 | close | 1821 | 0.01 | 107.413 | 106.730 | 107.750 | 163.00 | 686432.70 |
| 3645 | 2020.07.16 17:30 | buy | 1823 | 0.01 | 107.069 | 106.549 | 107.569 | ||
| 3646 | 2020.07.16 20:07 | close | 1823 | 0.01 | 107.230 | 106.549 | 107.569 | 161.00 | 686593.70 |
| 3647 | 2020.07.17 00:15 | buy | 1824 | 0.01 | 107.308 | 106.788 | 107.808 | ||
| 3648 | 2020.07.20 00:15 | sell | 1825 | 0.01 | 107.066 | 107.586 | 106.566 | ||
| 3649 | 2020.07.20 03:30 | sell | 1826 | 0.02 | 107.119 | 107.639 | 106.989 | ||
| 3650 | 2020.07.20 03:45 | sell | 1827 | 0.04 | 107.223 | 107.743 | 107.023 | ||
| 3651 | 2020.07.21 16:51 | t/p | 1827 | 0.04 | 107.023 | 107.743 | 107.023 | 800.00 | 687393.70 |
| 3652 | 2020.07.21 16:54 | t/p | 1826 | 0.02 | 106.989 | 107.639 | 106.989 | 260.00 | 687653.70 |
| 3653 | 2020.07.21 17:15 | close | 1825 | 0.01 | 106.944 | 107.586 | 106.566 | 122.00 | 687775.70 |
| 3654 | 2020.07.21 19:21 | s/l | 1824 | 0.01 | 106.788 | 106.788 | 107.808 | -513.48 | 687262.22 |
| 3655 | 2020.07.24 21:30 | sell | 1828 | 0.01 | 105.920 | 106.440 | 105.420 | ||
| 3656 | 2020.07.24 22:00 | sell | 1829 | 0.02 | 106.001 | 106.521 | 105.871 | ||
| 3657 | 2020.07.27 00:10 | sell | 1830 | 0.04 | 106.079 | 106.599 | 105.879 | ||
| 3658 | 2020.07.27 01:37 | t/p | 1830 | 0.04 | 105.879 | 106.599 | 105.879 | 800.00 | 688062.22 |
| 3659 | 2020.07.27 03:43 | t/p | 1829 | 0.02 | 105.871 | 106.521 | 105.871 | 260.00 | 688322.22 |
| 3660 | 2020.07.27 03:59 | close | 1828 | 0.01 | 105.799 | 106.440 | 105.420 | 121.00 | 688443.22 |
| 3661 | 2020.07.27 16:30 | sell | 1831 | 0.01 | 105.426 | 105.946 | 104.926 | ||
| 3662 | 2020.07.27 16:46 | close | 1831 | 0.01 | 105.305 | 105.946 | 104.926 | 121.00 | 688564.22 |
| 3663 | 2020.07.27 21:15 | sell | 1832 | 0.01 | 105.314 | 105.834 | 104.814 | ||
| 3664 | 2020.07.27 22:00 | sell | 1833 | 0.02 | 105.377 | 105.897 | 105.247 | ||
| 3665 | 2020.07.27 22:15 | sell | 1834 | 0.04 | 105.423 | 105.943 | 105.223 | ||
| 3666 | 2020.07.28 03:12 | t/p | 1833 | 0.02 | 105.247 | 105.897 | 105.247 | 260.00 | 688824.22 |
| 3667 | 2020.07.28 03:26 | t/p | 1834 | 0.04 | 105.223 | 105.943 | 105.223 | 800.00 | 689624.22 |
| 3668 | 2020.07.28 13:07 | close | 1832 | 0.01 | 105.193 | 105.834 | 104.814 | 121.00 | 689745.22 |
| 3669 | 2020.07.29 22:15 | sell | 1835 | 0.01 | 105.074 | 105.594 | 104.574 | ||
| 3670 | 2020.07.29 22:23 | close | 1835 | 0.01 | 104.952 | 105.594 | 104.574 | 122.00 | 689867.22 |
| 3671 | 2020.07.29 22:25 | sell | 1836 | 0.01 | 104.956 | 105.476 | 104.456 | ||
| 3672 | 2020.07.30 08:15 | sell | 1837 | 0.02 | 105.168 | 105.688 | 105.038 | ||
| 3673 | 2020.07.30 10:34 | t/p | 1837 | 0.02 | 105.038 | 105.688 | 105.038 | 260.00 | 690127.22 |
| 3674 | 2020.07.30 20:16 | close | 1836 | 0.01 | 104.836 | 105.476 | 104.456 | 120.00 | 690247.22 |
| 3675 | 2020.08.03 07:15 | buy | 1838 | 0.01 | 105.811 | 105.291 | 106.311 | ||
| 3676 | 2020.08.03 09:46 | close | 1838 | 0.01 | 105.973 | 105.291 | 106.311 | 162.00 | 690409.22 |
| 3677 | 2020.08.05 09:00 | sell | 1839 | 0.01 | 105.668 | 106.188 | 105.168 | ||
| 3678 | 2020.08.05 15:58 | close | 1839 | 0.01 | 105.548 | 106.188 | 105.168 | 120.00 | 690529.22 |
| 3679 | 2020.08.10 00:15 | buy | 1840 | 0.01 | 105.869 | 105.349 | 106.369 | ||
| 3680 | 2020.08.10 03:30 | buy | 1841 | 0.02 | 105.787 | 105.267 | 105.867 | ||
| 3681 | 2020.08.10 04:15 | buy | 1842 | 0.04 | 105.737 | 105.217 | 105.937 | ||
| 3682 | 2020.08.10 09:47 | close | 1840 | 0.01 | 105.864 | 105.349 | 106.369 | -5.00 | 690524.22 |
| 3683 | 2020.08.10 09:47 | close | 1841 | 0.02 | 105.864 | 105.267 | 105.867 | 154.00 | 690678.22 |
| 3684 | 2020.08.10 09:47 | close | 1842 | 0.04 | 105.864 | 105.217 | 105.937 | 508.00 | 691186.22 |
| 3685 | 2020.08.10 16:30 | buy | 1843 | 0.01 | 105.939 | 105.419 | 106.439 | ||
| 3686 | 2020.08.10 17:00 | buy | 1844 | 0.02 | 105.791 | 105.271 | 105.871 | ||
| 3687 | 2020.08.10 19:18 | t/p | 1844 | 0.02 | 105.871 | 105.271 | 105.871 | 160.00 | 691346.22 |
| 3688 | 2020.08.11 03:18 | close | 1843 | 0.01 | 106.100 | 105.419 | 106.439 | 164.26 | 691510.48 |
| 3689 | 2020.08.11 23:15 | buy | 1845 | 0.01 | 106.445 | 105.925 | 106.945 | ||
| 3690 | 2020.08.12 03:29 | close | 1845 | 0.01 | 106.606 | 105.925 | 106.945 | 164.26 | 691674.74 |
| 3691 | 2020.08.12 16:15 | buy | 1846 | 0.01 | 106.710 | 106.190 | 107.210 | ||
| 3692 | 2020.08.12 17:36 | close | 1846 | 0.01 | 106.872 | 106.190 | 107.210 | 162.00 | 691836.74 |
| 3693 | 2020.08.14 00:15 | buy | 1847 | 0.01 | 106.916 | 106.396 | 107.416 | ||
| 3694 | 2020.08.17 10:03 | s/l | 1847 | 0.01 | 106.396 | 106.396 | 107.416 | -516.74 | 691320.00 |
| 3695 | 2020.08.18 11:45 | sell | 1848 | 0.01 | 105.563 | 106.083 | 105.063 | ||
| 3696 | 2020.08.18 15:07 | close | 1848 | 0.01 | 105.442 | 106.083 | 105.063 | 121.00 | 691441.00 |
| 3697 | 2020.08.19 05:15 | sell | 1849 | 0.01 | 105.378 | 105.898 | 104.878 | ||
| 3698 | 2020.08.19 05:45 | sell | 1850 | 0.02 | 105.510 | 106.030 | 105.380 | ||
| 3699 | 2020.08.19 08:15 | sell | 1851 | 0.04 | 105.579 | 106.099 | 105.379 | ||
| 3700 | 2020.08.19 11:16 | t/p | 1850 | 0.02 | 105.380 | 106.030 | 105.380 | 260.00 | 691701.00 |
| 3701 | 2020.08.19 11:16 | t/p | 1851 | 0.04 | 105.379 | 106.099 | 105.379 | 800.00 | 692501.00 |
| 3702 | 2020.08.19 13:23 | close | 1849 | 0.01 | 105.256 | 105.898 | 104.878 | 122.00 | 692623.00 |
| 3703 | 2020.08.25 21:30 | buy | 1852 | 0.01 | 106.372 | 105.852 | 106.872 | ||
| 3704 | 2020.08.25 21:45 | buy | 1853 | 0.02 | 106.326 | 105.806 | 106.406 | ||
| 3705 | 2020.08.25 23:02 | t/p | 1853 | 0.02 | 106.406 | 105.806 | 106.406 | 160.00 | 692783.00 |
| 3706 | 2020.08.26 03:08 | close | 1852 | 0.01 | 106.533 | 105.852 | 106.872 | 164.26 | 692947.26 |
| 3707 | 2020.08.27 04:15 | sell | 1854 | 0.01 | 105.990 | 106.510 | 105.490 | ||
| 3708 | 2020.08.27 11:30 | sell | 1855 | 0.02 | 106.037 | 106.557 | 105.907 | ||
| 3709 | 2020.08.27 16:07 | t/p | 1855 | 0.02 | 105.907 | 106.557 | 105.907 | 260.00 | 693207.26 |
| 3710 | 2020.08.27 16:11 | close | 1854 | 0.01 | 105.869 | 106.510 | 105.490 | 121.00 | 693328.26 |
| 3711 | 2020.09.03 10:15 | buy | 1856 | 0.01 | 106.203 | 105.683 | 106.703 | ||
| 3712 | 2020.09.03 12:52 | close | 1856 | 0.01 | 106.366 | 105.683 | 106.703 | 163.00 | 693491.26 |
| 3713 | 2020.09.03 16:45 | buy | 1857 | 0.01 | 106.344 | 105.824 | 106.844 | ||
| 3714 | 2020.09.03 17:45 | buy | 1858 | 0.02 | 106.251 | 105.731 | 106.331 | ||
| 3715 | 2020.09.04 15:30 | t/p | 1858 | 0.02 | 106.331 | 105.731 | 106.331 | 166.52 | 693657.78 |
| 3716 | 2020.09.04 19:45 | buy | 1859 | 0.02 | 106.282 | 105.762 | 106.362 | ||
| 3717 | 2020.09.04 20:30 | buy | 1860 | 0.04 | 106.227 | 105.707 | 106.427 | ||
| 3718 | 2020.09.07 03:52 | close | 1857 | 0.01 | 106.353 | 105.824 | 106.844 | 15.52 | 693673.30 |
| 3719 | 2020.09.07 03:52 | close | 1859 | 0.02 | 106.353 | 105.762 | 106.362 | 148.52 | 693821.82 |
| 3720 | 2020.09.07 03:52 | close | 1860 | 0.04 | 106.353 | 105.707 | 106.427 | 517.04 | 694338.86 |
| 3721 | 2020.09.09 11:15 | sell | 1861 | 0.01 | 105.997 | 106.517 | 105.497 | ||
| 3722 | 2020.09.09 13:00 | sell | 1862 | 0.02 | 106.045 | 106.565 | 105.915 | ||
| 3723 | 2020.09.11 14:15 | buy | 1863 | 0.01 | 106.182 | 105.662 | 106.682 | ||
| 3724 | 2020.09.11 15:15 | buy | 1864 | 0.02 | 106.139 | 105.619 | 106.219 | ||
| 3725 | 2020.09.14 11:39 | t/p | 1862 | 0.02 | 105.915 | 106.565 | 105.915 | 260.00 | 694598.86 |
| 3726 | 2020.09.14 16:45 | s/l | 1863 | 0.01 | 105.662 | 105.662 | 106.682 | -516.74 | 694082.12 |
| 3727 | 2020.09.14 17:15 | s/l | 1864 | 0.02 | 105.619 | 105.619 | 106.219 | -1033.48 | 693048.64 |
| 3728 | 2020.09.14 17:15 | close | 1861 | 0.01 | 105.629 | 106.517 | 105.497 | 368.00 | 693416.64 |
| 3729 | 2020.09.14 21:30 | sell | 1865 | 0.01 | 105.710 | 106.230 | 105.210 | ||
| 3730 | 2020.09.15 14:00 | close | 1865 | 0.01 | 105.589 | 106.230 | 105.210 | 121.00 | 693537.64 |
| 3731 | 2020.09.16 09:00 | sell | 1866 | 0.01 | 105.348 | 105.868 | 104.848 | ||
| 3732 | 2020.09.16 11:08 | close | 1866 | 0.01 | 105.226 | 105.868 | 104.848 | 122.00 | 693659.64 |
| 3733 | 2020.09.16 20:30 | sell | 1867 | 0.01 | 104.974 | 105.494 | 104.474 | ||
| 3734 | 2020.09.16 21:01 | close | 1867 | 0.01 | 104.854 | 105.494 | 104.474 | 120.00 | 693779.64 |
| 3735 | 2020.09.16 22:00 | sell | 1868 | 0.01 | 105.001 | 105.521 | 104.501 | ||
| 3736 | 2020.09.17 00:01 | close | 1868 | 0.01 | 104.881 | 105.521 | 104.501 | 120.00 | 693899.64 |
| 3737 | 2020.09.17 05:00 | sell | 1869 | 0.01 | 105.134 | 105.654 | 104.634 | ||
| 3738 | 2020.09.17 08:41 | close | 1869 | 0.01 | 105.013 | 105.654 | 104.634 | 121.00 | 694020.64 |
| 3739 | 2020.09.17 18:15 | sell | 1870 | 0.01 | 104.809 | 105.329 | 104.309 | ||
| 3740 | 2020.09.17 21:59 | close | 1870 | 0.01 | 104.688 | 105.329 | 104.309 | 121.00 | 694141.64 |
| 3741 | 2020.09.22 15:45 | sell | 1871 | 0.01 | 104.554 | 105.074 | 104.054 | ||
| 3742 | 2020.09.22 16:30 | sell | 1872 | 0.02 | 104.614 | 105.134 | 104.484 | ||
| 3743 | 2020.09.22 18:54 | s/l | 1871 | 0.01 | 105.074 | 105.074 | 104.054 | -520.00 | 693621.64 |
| 3744 | 2020.09.23 03:32 | s/l | 1872 | 0.02 | 105.134 | 105.134 | 104.484 | -1040.00 | 692581.64 |
| 3745 | 2020.09.23 07:30 | buy | 1873 | 0.01 | 105.081 | 104.561 | 105.581 | ||
| 3746 | 2020.09.23 17:21 | close | 1873 | 0.01 | 105.242 | 104.561 | 105.581 | 161.00 | 692742.64 |
| 3747 | 2020.09.25 06:45 | buy | 1874 | 0.01 | 105.439 | 104.919 | 105.939 | ||
| 3748 | 2020.09.25 08:00 | buy | 1875 | 0.02 | 105.392 | 104.872 | 105.472 | ||
| 3749 | 2020.09.25 13:04 | t/p | 1875 | 0.02 | 105.472 | 104.872 | 105.472 | 160.00 | 692902.64 |
| 3750 | 2020.09.25 16:55 | close | 1874 | 0.01 | 105.600 | 104.919 | 105.939 | 161.00 | 693063.64 |