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 |
| 3751 | 2020.10.02 00:00 | buy | 1876 | 0.01 | 105.522 | 105.002 | 106.022 | ||
| 3752 | 2020.10.02 08:50 | s/l | 1876 | 0.01 | 105.002 | 105.002 | 106.022 | -520.00 | 692543.64 |
| 3753 | 2020.10.06 03:15 | buy | 1877 | 0.01 | 105.686 | 105.166 | 106.186 | ||
| 3754 | 2020.10.06 03:45 | buy | 1878 | 0.02 | 105.635 | 105.115 | 105.715 | ||
| 3755 | 2020.10.06 04:29 | t/p | 1878 | 0.02 | 105.715 | 105.115 | 105.715 | 160.00 | 692703.64 |
| 3756 | 2020.10.07 10:32 | close | 1877 | 0.01 | 105.847 | 105.166 | 106.186 | 164.26 | 692867.90 |
| 3757 | 2020.10.12 10:45 | sell | 1879 | 0.01 | 105.491 | 106.011 | 104.991 | ||
| 3758 | 2020.10.12 10:50 | sell | 1880 | 0.02 | 105.531 | 106.051 | 105.401 | ||
| 3759 | 2020.10.12 11:30 | sell | 1881 | 0.04 | 105.576 | 106.096 | 105.376 | ||
| 3760 | 2020.10.12 15:49 | t/p | 1880 | 0.02 | 105.401 | 106.051 | 105.401 | 260.00 | 693127.90 |
| 3761 | 2020.10.12 15:53 | t/p | 1881 | 0.04 | 105.376 | 106.096 | 105.376 | 800.00 | 693927.90 |
| 3762 | 2020.10.12 15:54 | close | 1879 | 0.01 | 105.370 | 106.011 | 104.991 | 121.00 | 694048.90 |
| 3763 | 2020.10.12 21:45 | sell | 1882 | 0.01 | 105.349 | 105.869 | 104.849 | ||
| 3764 | 2020.10.13 10:10 | buy | 1883 | 0.01 | 105.401 | 104.881 | 105.901 | ||
| 3765 | 2020.10.13 16:18 | close | 1883 | 0.01 | 105.562 | 104.881 | 105.901 | 161.00 | 694209.90 |
| 3766 | 2020.10.13 20:30 | buy | 1884 | 0.01 | 105.516 | 104.996 | 106.016 | ||
| 3767 | 2020.10.13 23:00 | buy | 1885 | 0.02 | 105.465 | 104.945 | 105.545 | ||
| 3768 | 2020.10.14 04:15 | buy | 1886 | 0.04 | 105.398 | 104.878 | 105.598 | ||
| 3769 | 2020.10.14 23:30 | sell | 1887 | 0.02 | 105.133 | 105.653 | 105.003 | ||
| 3770 | 2020.10.15 02:00 | sell | 1888 | 0.04 | 105.184 | 105.704 | 104.984 | ||
| 3771 | 2020.10.15 04:05 | sell | 1889 | 0.08 | 105.252 | 105.772 | 104.852 | ||
| 3772 | 2020.10.20 03:02 | close | 1889 | 0.08 | 105.538 | 105.772 | 104.852 | -2288.00 | 691921.90 |
| 3773 | 2020.10.20 03:02 | close | 1884 | 0.01 | 105.528 | 104.996 | 106.016 | 34.82 | 691956.72 |
| 3774 | 2020.10.20 03:02 | close | 1885 | 0.02 | 105.528 | 104.945 | 105.545 | 171.64 | 692128.36 |
| 3775 | 2020.10.20 03:16 | close | 1888 | 0.04 | 105.571 | 105.704 | 104.984 | -1548.00 | 690580.36 |
| 3776 | 2020.10.20 03:16 | close | 1887 | 0.02 | 105.572 | 105.653 | 105.003 | -878.00 | 689702.36 |
| 3777 | 2020.10.20 03:16 | close | 1886 | 0.04 | 105.563 | 104.878 | 105.598 | 738.24 | 690440.60 |
| 3778 | 2020.10.20 09:00 | buy | 1890 | 0.01 | 105.519 | 104.999 | 106.019 | ||
| 3779 | 2020.10.20 14:54 | close | 1890 | 0.01 | 105.680 | 104.999 | 106.019 | 161.00 | 690601.60 |
| 3780 | 2020.10.21 09:28 | close | 1882 | 0.01 | 105.229 | 105.869 | 104.849 | 120.00 | 690721.60 |
| 3781 | 2020.10.23 03:30 | buy | 1891 | 0.01 | 104.805 | 104.285 | 105.305 | ||
| 3782 | 2020.10.23 04:00 | buy | 1892 | 0.02 | 104.738 | 104.218 | 104.818 | ||
| 3783 | 2020.10.23 17:07 | t/p | 1892 | 0.02 | 104.818 | 104.218 | 104.818 | 160.00 | 690881.60 |
| 3784 | 2020.10.26 09:13 | close | 1891 | 0.01 | 104.966 | 104.285 | 105.305 | 164.26 | 691045.86 |
| 3785 | 2020.10.26 18:00 | buy | 1893 | 0.01 | 104.870 | 104.350 | 105.370 | ||
| 3786 | 2020.10.26 19:15 | buy | 1894 | 0.02 | 104.828 | 104.308 | 104.908 | ||
| 3787 | 2020.10.27 22:00 | sell | 1895 | 0.01 | 104.470 | 104.990 | 103.970 | ||
| 3788 | 2020.10.28 00:30 | sell | 1896 | 0.02 | 104.519 | 105.039 | 104.389 | ||
| 3789 | 2020.10.28 04:28 | t/p | 1896 | 0.02 | 104.389 | 105.039 | 104.389 | 260.00 | 691305.86 |
| 3790 | 2020.10.28 04:29 | s/l | 1893 | 0.01 | 104.350 | 104.350 | 105.370 | -513.48 | 690792.38 |
| 3791 | 2020.10.28 04:31 | close | 1895 | 0.01 | 104.349 | 104.990 | 103.970 | 121.00 | 690913.38 |
| 3792 | 2020.10.28 04:41 | s/l | 1894 | 0.02 | 104.308 | 104.308 | 104.908 | -1026.96 | 689886.42 |
| 3793 | 2020.10.28 10:45 | sell | 1897 | 0.01 | 104.262 | 104.782 | 103.762 | ||
| 3794 | 2020.10.28 11:15 | sell | 1898 | 0.02 | 104.315 | 104.835 | 104.185 | ||
| 3795 | 2020.10.28 12:04 | t/p | 1898 | 0.02 | 104.185 | 104.835 | 104.185 | 260.00 | 690146.42 |
| 3796 | 2020.10.28 13:00 | close | 1897 | 0.01 | 104.140 | 104.782 | 103.762 | 122.00 | 690268.42 |
| 3797 | 2020.11.02 00:15 | buy | 1899 | 0.01 | 104.631 | 104.111 | 105.131 | ||
| 3798 | 2020.11.02 09:43 | close | 1899 | 0.01 | 104.792 | 104.111 | 105.131 | 161.00 | 690429.42 |
| 3799 | 2020.11.02 12:45 | buy | 1900 | 0.01 | 104.741 | 104.221 | 105.241 | ||
| 3800 | 2020.11.02 14:15 | buy | 1901 | 0.02 | 104.682 | 104.162 | 104.762 | ||
| 3801 | 2020.11.02 15:15 | buy | 1902 | 0.04 | 104.640 | 104.120 | 104.840 | ||
| 3802 | 2020.11.02 16:47 | close | 1900 | 0.01 | 104.760 | 104.221 | 105.241 | 19.00 | 690448.42 |
| 3803 | 2020.11.02 16:47 | close | 1901 | 0.02 | 104.760 | 104.162 | 104.762 | 156.00 | 690604.42 |
| 3804 | 2020.11.02 16:47 | close | 1902 | 0.04 | 104.760 | 104.120 | 104.840 | 480.00 | 691084.42 |
| 3805 | 2020.11.03 21:15 | sell | 1903 | 0.01 | 104.603 | 105.123 | 104.103 | ||
| 3806 | 2020.11.03 23:59 | close | 1903 | 0.01 | 104.482 | 105.123 | 104.103 | 121.00 | 691205.42 |
| 3807 | 2020.11.06 16:30 | sell | 1904 | 0.01 | 103.428 | 103.948 | 102.928 | ||
| 3808 | 2020.11.06 16:45 | sell | 1905 | 0.02 | 103.630 | 104.150 | 103.500 | ||
| 3809 | 2020.11.06 17:00 | t/p | 1905 | 0.02 | 103.500 | 104.150 | 103.500 | 260.00 | 691465.42 |
| 3810 | 2020.11.06 17:52 | close | 1904 | 0.01 | 103.307 | 103.948 | 102.928 | 121.00 | 691586.42 |
| 3811 | 2020.11.13 08:30 | sell | 1906 | 0.01 | 104.964 | 105.484 | 104.464 | ||
| 3812 | 2020.11.13 10:00 | sell | 1907 | 0.02 | 105.062 | 105.582 | 104.932 | ||
| 3813 | 2020.11.13 10:45 | sell | 1908 | 0.04 | 105.118 | 105.638 | 104.918 | ||
| 3814 | 2020.11.13 14:15 | t/p | 1907 | 0.02 | 104.932 | 105.582 | 104.932 | 260.00 | 691846.42 |
| 3815 | 2020.11.13 14:15 | t/p | 1908 | 0.04 | 104.918 | 105.638 | 104.918 | 800.00 | 692646.42 |
| 3816 | 2020.11.13 15:00 | close | 1906 | 0.01 | 104.843 | 105.484 | 104.464 | 121.00 | 692767.42 |
| 3817 | 2020.11.18 14:15 | sell | 1909 | 0.01 | 103.981 | 104.501 | 103.481 | ||
| 3818 | 2020.11.18 15:12 | close | 1909 | 0.01 | 103.860 | 104.501 | 103.481 | 121.00 | 692888.42 |
| 3819 | 2020.11.18 23:00 | sell | 1910 | 0.01 | 103.848 | 104.368 | 103.348 | ||
| 3820 | 2020.11.19 06:06 | close | 1910 | 0.01 | 103.727 | 104.368 | 103.348 | 121.00 | 693009.42 |
| 3821 | 2020.11.24 20:45 | buy | 1911 | 0.01 | 104.534 | 104.014 | 105.034 | ||
| 3822 | 2020.11.24 23:00 | buy | 1912 | 0.02 | 104.444 | 103.924 | 104.524 | ||
| 3823 | 2020.11.25 01:23 | t/p | 1912 | 0.02 | 104.524 | 103.924 | 104.524 | 166.52 | 693175.94 |
| 3824 | 2020.11.25 22:45 | sell | 1913 | 0.01 | 104.418 | 104.938 | 103.918 | ||
| 3825 | 2020.11.26 00:20 | sell | 1914 | 0.02 | 104.464 | 104.984 | 104.334 | ||
| 3826 | 2020.11.26 02:16 | t/p | 1914 | 0.02 | 104.334 | 104.984 | 104.334 | 260.00 | 693435.94 |
| 3827 | 2020.11.26 04:50 | close | 1913 | 0.01 | 104.298 | 104.938 | 103.918 | 120.00 | 693555.94 |
| 3828 | 2020.11.26 17:15 | sell | 1915 | 0.01 | 104.307 | 104.827 | 103.807 | ||
| 3829 | 2020.11.27 02:10 | close | 1915 | 0.01 | 104.186 | 104.827 | 103.807 | 121.00 | 693676.94 |
| 3830 | 2020.11.27 03:37 | s/l | 1911 | 0.01 | 104.014 | 104.014 | 105.034 | -503.70 | 693173.24 |
| 3831 | 2020.11.27 09:30 | sell | 1916 | 0.01 | 104.075 | 104.595 | 103.575 | ||
| 3832 | 2020.11.27 13:30 | sell | 1917 | 0.02 | 104.121 | 104.641 | 103.991 | ||
| 3833 | 2020.11.27 14:20 | sell | 1918 | 0.04 | 104.165 | 104.685 | 103.965 | ||
| 3834 | 2020.11.27 17:25 | t/p | 1917 | 0.02 | 103.991 | 104.641 | 103.991 | 260.00 | 693433.24 |
| 3835 | 2020.11.30 02:48 | t/p | 1918 | 0.04 | 103.965 | 104.685 | 103.965 | 800.00 | 694233.24 |
| 3836 | 2020.11.30 02:48 | close | 1916 | 0.01 | 103.954 | 104.595 | 103.575 | 121.00 | 694354.24 |
| 3837 | 2020.12.01 03:00 | buy | 1919 | 0.01 | 104.283 | 103.763 | 104.783 | ||
| 3838 | 2020.12.01 05:40 | close | 1919 | 0.01 | 104.444 | 103.763 | 104.783 | 161.00 | 694515.24 |
| 3839 | 2020.12.01 09:15 | buy | 1920 | 0.01 | 104.312 | 103.792 | 104.812 | ||
| 3840 | 2020.12.01 16:31 | close | 1920 | 0.01 | 104.473 | 103.792 | 104.812 | 161.00 | 694676.24 |
| 3841 | 2020.12.02 15:15 | buy | 1921 | 0.01 | 104.548 | 104.028 | 105.048 | ||
| 3842 | 2020.12.02 16:45 | buy | 1922 | 0.02 | 104.490 | 103.970 | 104.570 | ||
| 3843 | 2020.12.02 17:57 | t/p | 1922 | 0.02 | 104.570 | 103.970 | 104.570 | 160.00 | 694836.24 |
| 3844 | 2020.12.02 23:30 | buy | 1923 | 0.02 | 104.425 | 103.905 | 104.505 | ||
| 3845 | 2020.12.03 02:12 | t/p | 1923 | 0.02 | 104.505 | 103.905 | 104.505 | 179.56 | 695015.80 |
| 3846 | 2020.12.03 15:26 | s/l | 1921 | 0.01 | 104.028 | 104.028 | 105.048 | -510.22 | 694505.58 |
| 3847 | 2020.12.09 00:30 | buy | 1924 | 0.01 | 104.158 | 103.638 | 104.658 | ||
| 3848 | 2020.12.09 19:10 | close | 1924 | 0.01 | 104.320 | 103.638 | 104.658 | 162.00 | 694667.58 |
| 3849 | 2020.12.10 15:15 | buy | 1925 | 0.01 | 104.449 | 103.929 | 104.949 | ||
| 3850 | 2020.12.10 15:45 | buy | 1926 | 0.02 | 104.346 | 103.826 | 104.426 | ||
| 3851 | 2020.12.10 16:45 | buy | 1927 | 0.04 | 104.305 | 103.785 | 104.505 | ||
| 3852 | 2020.12.10 17:00 | buy | 1928 | 0.08 | 104.261 | 103.741 | 104.661 | ||
| 3853 | 2020.12.10 18:01 | close | 1925 | 0.01 | 104.410 | 103.929 | 104.949 | -39.00 | 694628.58 |
| 3854 | 2020.12.10 18:01 | close | 1926 | 0.02 | 104.410 | 103.826 | 104.426 | 128.00 | 694756.58 |
| 3855 | 2020.12.10 18:01 | close | 1927 | 0.04 | 104.410 | 103.785 | 104.505 | 420.00 | 695176.58 |
| 3856 | 2020.12.10 18:01 | close | 1928 | 0.08 | 104.410 | 103.741 | 104.661 | 1192.00 | 696368.58 |
| 3857 | 2020.12.10 19:30 | buy | 1929 | 0.01 | 104.222 | 103.702 | 104.722 | ||
| 3858 | 2020.12.14 12:02 | s/l | 1929 | 0.01 | 103.702 | 103.702 | 104.722 | -513.48 | 695855.10 |
| 3859 | 2020.12.15 09:00 | buy | 1930 | 0.01 | 104.054 | 103.534 | 104.554 | ||
| 3860 | 2020.12.16 05:43 | s/l | 1930 | 0.01 | 103.534 | 103.534 | 104.554 | -516.74 | 695338.36 |
| 3861 | 2020.12.16 14:15 | sell | 1931 | 0.01 | 103.417 | 103.937 | 102.917 | ||
| 3862 | 2020.12.16 14:58 | close | 1931 | 0.01 | 103.296 | 103.937 | 102.917 | 121.00 | 695459.36 |
| 3863 | 2020.12.16 15:45 | sell | 1932 | 0.01 | 103.402 | 103.922 | 102.902 | ||
| 3864 | 2020.12.16 16:00 | sell | 1933 | 0.02 | 103.488 | 104.008 | 103.358 | ||
| 3865 | 2020.12.16 16:30 | sell | 1934 | 0.04 | 103.600 | 104.120 | 103.400 | ||
| 3866 | 2020.12.16 19:30 | sell | 1935 | 0.08 | 103.664 | 104.184 | 103.264 | ||
| 3867 | 2020.12.16 22:05 | close | 1932 | 0.01 | 103.519 | 103.922 | 102.902 | -117.00 | 695342.36 |
| 3868 | 2020.12.16 22:05 | close | 1933 | 0.02 | 103.519 | 104.008 | 103.358 | -62.00 | 695280.36 |
| 3869 | 2020.12.16 22:05 | close | 1934 | 0.04 | 103.519 | 104.120 | 103.400 | 324.00 | 695604.36 |
| 3870 | 2020.12.16 22:05 | close | 1935 | 0.08 | 103.519 | 104.184 | 103.264 | 1160.00 | 696764.36 |
| 3871 | 2020.12.17 18:15 | sell | 1936 | 0.01 | 103.153 | 103.673 | 102.653 | ||
| 3872 | 2020.12.18 13:45 | buy | 1937 | 0.01 | 103.369 | 102.849 | 103.869 | ||
| 3873 | 2020.12.21 09:37 | close | 1937 | 0.01 | 103.531 | 102.849 | 103.869 | 165.26 | 696929.62 |
| 3874 | 2020.12.21 11:44 | s/l | 1936 | 0.01 | 103.673 | 103.673 | 102.653 | -520.00 | 696409.62 |
| 3875 | 2020.12.30 08:30 | sell | 1938 | 0.01 | 103.337 | 103.857 | 102.837 | ||
| 3876 | 2020.12.30 11:47 | close | 1938 | 0.01 | 103.217 | 103.857 | 102.837 | 120.00 | 696529.62 |
| 3877 | 2020.12.30 17:00 | sell | 1939 | 0.01 | 103.014 | 103.534 | 102.514 | ||
| 3878 | 2020.12.30 18:00 | sell | 1940 | 0.02 | 103.235 | 103.755 | 103.105 | ||
| 3879 | 2020.12.30 18:30 | sell | 1941 | 0.04 | 103.295 | 103.815 | 103.095 | ||
| 3880 | 2020.12.31 00:00 | t/p | 1940 | 0.02 | 103.105 | 103.755 | 103.105 | 260.00 | 696789.62 |
| 3881 | 2020.12.31 00:00 | t/p | 1941 | 0.04 | 103.095 | 103.815 | 103.095 | 800.00 | 697589.62 |
| 3882 | 2021.01.04 09:43 | close | 1939 | 0.01 | 102.893 | 103.534 | 102.514 | 121.00 | 697710.62 |
| 3883 | 2021.01.04 14:30 | sell | 1942 | 0.01 | 102.858 | 103.378 | 102.358 | ||
| 3884 | 2021.01.04 15:15 | sell | 1943 | 0.02 | 102.968 | 103.488 | 102.838 | ||
| 3885 | 2021.01.04 16:00 | sell | 1944 | 0.04 | 103.019 | 103.539 | 102.819 | ||
| 3886 | 2021.01.05 11:07 | t/p | 1943 | 0.02 | 102.838 | 103.488 | 102.838 | 260.00 | 697970.62 |
| 3887 | 2021.01.05 11:27 | t/p | 1944 | 0.04 | 102.819 | 103.539 | 102.819 | 800.00 | 698770.62 |
| 3888 | 2021.01.05 18:27 | close | 1942 | 0.01 | 102.738 | 103.378 | 102.358 | 120.00 | 698890.62 |
| 3889 | 2021.01.06 21:00 | buy | 1945 | 0.01 | 103.153 | 102.633 | 103.653 | ||
| 3890 | 2021.01.06 22:15 | buy | 1946 | 0.02 | 103.009 | 102.489 | 103.089 | ||
| 3891 | 2021.01.06 22:35 | buy | 1947 | 0.04 | 102.966 | 102.446 | 103.166 | ||
| 3892 | 2021.01.07 03:23 | t/p | 1946 | 0.02 | 103.089 | 102.489 | 103.089 | 179.56 | 699070.18 |
| 3893 | 2021.01.07 03:32 | close | 1945 | 0.01 | 103.134 | 102.633 | 103.653 | -9.22 | 699060.96 |
| 3894 | 2021.01.07 03:32 | close | 1947 | 0.04 | 103.134 | 102.446 | 103.166 | 711.12 | 699772.08 |
| 3895 | 2021.01.08 00:15 | buy | 1948 | 0.01 | 103.808 | 103.288 | 104.308 | ||
| 3896 | 2021.01.08 03:16 | close | 1948 | 0.01 | 103.969 | 103.288 | 104.308 | 161.00 | 699933.08 |
| 3897 | 2021.01.11 08:45 | buy | 1949 | 0.01 | 104.156 | 103.636 | 104.656 | ||
| 3898 | 2021.01.11 10:45 | buy | 1950 | 0.02 | 104.073 | 103.553 | 104.153 | ||
| 3899 | 2021.01.11 13:15 | t/p | 1950 | 0.02 | 104.153 | 103.553 | 104.153 | 160.00 | 700093.08 |
| 3900 | 2021.01.11 16:46 | close | 1949 | 0.01 | 104.317 | 103.636 | 104.656 | 161.00 | 700254.08 |