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 |
| 3901 | 2021.01.11 19:00 | buy | 1951 | 0.01 | 104.158 | 103.638 | 104.658 | ||
| 3902 | 2021.01.11 19:15 | buy | 1952 | 0.02 | 104.116 | 103.596 | 104.196 | ||
| 3903 | 2021.01.11 23:39 | t/p | 1952 | 0.02 | 104.196 | 103.596 | 104.196 | 160.00 | 700414.08 |
| 3904 | 2021.01.12 16:52 | close | 1951 | 0.01 | 104.319 | 103.638 | 104.658 | 164.26 | 700578.34 |
| 3905 | 2021.01.12 18:00 | buy | 1953 | 0.01 | 104.207 | 103.687 | 104.707 | ||
| 3906 | 2021.01.12 18:35 | buy | 1954 | 0.02 | 104.163 | 103.643 | 104.243 | ||
| 3907 | 2021.01.13 02:02 | s/l | 1953 | 0.01 | 103.687 | 103.687 | 104.707 | -516.74 | 700061.60 |
| 3908 | 2021.01.13 02:44 | s/l | 1954 | 0.02 | 103.643 | 103.643 | 104.243 | -1033.48 | 699028.12 |
| 3909 | 2021.01.19 00:30 | sell | 1955 | 0.01 | 103.684 | 104.204 | 103.184 | ||
| 3910 | 2021.01.19 03:15 | sell | 1956 | 0.02 | 103.736 | 104.256 | 103.606 | ||
| 3911 | 2021.01.20 17:12 | t/p | 1956 | 0.02 | 103.606 | 104.256 | 103.606 | 260.00 | 699288.12 |
| 3912 | 2021.01.20 17:14 | close | 1955 | 0.01 | 103.563 | 104.204 | 103.184 | 121.00 | 699409.12 |
| 3913 | 2021.01.21 10:00 | sell | 1957 | 0.01 | 103.512 | 104.032 | 103.012 | ||
| 3914 | 2021.01.21 12:06 | close | 1957 | 0.01 | 103.391 | 104.032 | 103.012 | 121.00 | 699530.12 |
| 3915 | 2021.01.21 15:45 | sell | 1958 | 0.01 | 103.528 | 104.048 | 103.028 | ||
| 3916 | 2021.01.25 00:05 | buy | 1959 | 0.01 | 103.782 | 103.262 | 104.282 | ||
| 3917 | 2021.01.27 00:15 | sell | 1960 | 0.02 | 103.604 | 104.124 | 103.474 | ||
| 3918 | 2021.01.27 16:33 | s/l | 1958 | 0.01 | 104.048 | 104.048 | 103.028 | -520.00 | 699010.12 |
| 3919 | 2021.01.27 16:41 | s/l | 1960 | 0.02 | 104.124 | 104.124 | 103.474 | -1040.00 | 697970.12 |
| 3920 | 2021.01.27 16:41 | close | 1959 | 0.01 | 104.114 | 103.262 | 104.282 | 338.52 | 698308.64 |
| 3921 | 2021.01.28 01:15 | buy | 1961 | 0.01 | 104.104 | 103.584 | 104.604 | ||
| 3922 | 2021.01.28 02:12 | close | 1961 | 0.01 | 104.265 | 103.584 | 104.604 | 161.00 | 698469.64 |
| 3923 | 2021.01.28 07:45 | buy | 1962 | 0.01 | 104.242 | 103.722 | 104.742 | ||
| 3924 | 2021.01.28 15:33 | close | 1962 | 0.01 | 104.403 | 103.722 | 104.742 | 161.00 | 698630.64 |
| 3925 | 2021.01.28 17:30 | buy | 1963 | 0.01 | 104.287 | 103.767 | 104.787 | ||
| 3926 | 2021.01.28 20:25 | buy | 1964 | 0.02 | 104.241 | 103.721 | 104.321 | ||
| 3927 | 2021.01.29 02:07 | t/p | 1964 | 0.02 | 104.321 | 103.721 | 104.321 | 166.52 | 698797.16 |
| 3928 | 2021.01.29 02:35 | close | 1963 | 0.01 | 104.448 | 103.767 | 104.787 | 164.26 | 698961.42 |
| 3929 | 2021.02.10 11:45 | sell | 1965 | 0.01 | 104.680 | 105.200 | 104.180 | ||
| 3930 | 2021.02.10 15:32 | close | 1965 | 0.01 | 104.560 | 105.200 | 104.180 | 120.00 | 699081.42 |
| 3931 | 2021.02.12 18:00 | buy | 1966 | 0.01 | 104.962 | 104.442 | 105.462 | ||
| 3932 | 2021.02.15 02:44 | close | 1966 | 0.01 | 105.125 | 104.442 | 105.462 | 166.26 | 699247.68 |
| 3933 | 2021.02.18 07:30 | sell | 1967 | 0.01 | 105.882 | 106.402 | 105.382 | ||
| 3934 | 2021.02.18 10:22 | close | 1967 | 0.01 | 105.762 | 106.402 | 105.382 | 120.00 | 699367.68 |
| 3935 | 2021.02.18 16:45 | sell | 1968 | 0.01 | 105.771 | 106.291 | 105.271 | ||
| 3936 | 2021.02.18 17:00 | sell | 1969 | 0.02 | 105.828 | 106.348 | 105.698 | ||
| 3937 | 2021.02.18 18:51 | t/p | 1969 | 0.02 | 105.698 | 106.348 | 105.698 | 260.00 | 699627.68 |
| 3938 | 2021.02.18 19:59 | close | 1968 | 0.01 | 105.650 | 106.291 | 105.271 | 121.00 | 699748.68 |
| 3939 | 2021.02.23 05:30 | sell | 1970 | 0.01 | 105.010 | 105.530 | 104.510 | ||
| 3940 | 2021.02.24 05:50 | s/l | 1970 | 0.01 | 105.530 | 105.530 | 104.510 | -520.00 | 699228.68 |
| 3941 | 2021.02.25 06:15 | buy | 1971 | 0.01 | 105.935 | 105.415 | 106.435 | ||
| 3942 | 2021.02.25 07:00 | buy | 1972 | 0.02 | 105.889 | 105.369 | 105.969 | ||
| 3943 | 2021.02.25 09:19 | t/p | 1972 | 0.02 | 105.969 | 105.369 | 105.969 | 160.00 | 699388.68 |
| 3944 | 2021.02.25 10:28 | close | 1971 | 0.01 | 106.096 | 105.415 | 106.435 | 161.00 | 699549.68 |
| 3945 | 2021.02.25 16:00 | buy | 1973 | 0.01 | 106.154 | 105.634 | 106.654 | ||
| 3946 | 2021.02.25 19:58 | close | 1973 | 0.01 | 106.315 | 105.634 | 106.654 | 161.00 | 699710.68 |
| 3947 | 2021.03.01 07:15 | buy | 1974 | 0.01 | 106.496 | 105.976 | 106.996 | ||
| 3948 | 2021.03.01 10:09 | close | 1974 | 0.01 | 106.657 | 105.976 | 106.996 | 161.00 | 699871.68 |
| 3949 | 2021.03.01 16:00 | buy | 1975 | 0.01 | 106.650 | 106.130 | 107.150 | ||
| 3950 | 2021.03.01 16:15 | buy | 1976 | 0.02 | 106.582 | 106.062 | 106.662 | ||
| 3951 | 2021.03.01 17:00 | t/p | 1976 | 0.02 | 106.662 | 106.062 | 106.662 | 160.00 | 700031.68 |
| 3952 | 2021.03.01 17:30 | buy | 1977 | 0.02 | 106.589 | 106.069 | 106.669 | ||
| 3953 | 2021.03.01 17:53 | t/p | 1977 | 0.02 | 106.669 | 106.069 | 106.669 | 160.00 | 700191.68 |
| 3954 | 2021.03.01 20:10 | close | 1975 | 0.01 | 106.811 | 106.130 | 107.150 | 161.00 | 700352.68 |
| 3955 | 2021.03.02 00:00 | buy | 1978 | 0.01 | 106.764 | 106.244 | 107.264 | ||
| 3956 | 2021.03.02 13:25 | close | 1978 | 0.01 | 106.925 | 106.244 | 107.264 | 161.00 | 700513.68 |
| 3957 | 2021.03.02 16:30 | buy | 1979 | 0.01 | 106.814 | 106.294 | 107.314 | ||
| 3958 | 2021.03.03 13:33 | close | 1979 | 0.01 | 106.975 | 106.294 | 107.314 | 164.26 | 700677.94 |
| 3959 | 2021.03.05 02:30 | buy | 1980 | 0.01 | 107.891 | 107.371 | 108.391 | ||
| 3960 | 2021.03.05 03:35 | buy | 1981 | 0.02 | 107.848 | 107.328 | 107.928 | ||
| 3961 | 2021.03.05 04:28 | t/p | 1981 | 0.02 | 107.928 | 107.328 | 107.928 | 160.00 | 700837.94 |
| 3962 | 2021.03.05 06:22 | close | 1980 | 0.01 | 108.052 | 107.371 | 108.391 | 161.00 | 700998.94 |
| 3963 | 2021.03.15 10:15 | buy | 1982 | 0.01 | 109.106 | 108.586 | 109.606 | ||
| 3964 | 2021.03.15 11:00 | buy | 1983 | 0.02 | 109.060 | 108.540 | 109.140 | ||
| 3965 | 2021.03.15 13:34 | t/p | 1983 | 0.02 | 109.140 | 108.540 | 109.140 | 160.00 | 701158.94 |
| 3966 | 2021.03.16 09:49 | close | 1982 | 0.01 | 109.267 | 108.586 | 109.606 | 164.26 | 701323.20 |
| 3967 | 2021.03.18 09:30 | sell | 1984 | 0.01 | 109.093 | 109.613 | 108.593 | ||
| 3968 | 2021.03.18 17:59 | close | 1984 | 0.01 | 108.973 | 109.613 | 108.593 | 120.00 | 701443.20 |
| 3969 | 2021.03.23 16:15 | sell | 1985 | 0.01 | 108.670 | 109.190 | 108.170 | ||
| 3970 | 2021.03.23 19:30 | sell | 1986 | 0.02 | 108.726 | 109.246 | 108.596 | ||
| 3971 | 2021.03.23 21:45 | t/p | 1986 | 0.02 | 108.596 | 109.246 | 108.596 | 260.00 | 701703.20 |
| 3972 | 2021.03.24 01:28 | close | 1985 | 0.01 | 108.548 | 109.190 | 108.170 | 122.00 | 701825.20 |
| 3973 | 2021.03.25 15:30 | buy | 1987 | 0.01 | 109.064 | 108.544 | 109.564 | ||
| 3974 | 2021.03.25 19:35 | close | 1987 | 0.01 | 109.225 | 108.544 | 109.564 | 161.00 | 701986.20 |
| 3975 | 2021.03.25 21:30 | buy | 1988 | 0.01 | 109.157 | 108.637 | 109.657 | ||
| 3976 | 2021.03.26 09:47 | close | 1988 | 0.01 | 109.318 | 108.637 | 109.657 | 164.26 | 702150.46 |
| 3977 | 2021.03.26 17:15 | buy | 1989 | 0.01 | 109.633 | 109.113 | 110.133 | ||
| 3978 | 2021.03.26 18:00 | buy | 1990 | 0.02 | 109.560 | 109.040 | 109.640 | ||
| 3979 | 2021.03.26 18:47 | t/p | 1990 | 0.02 | 109.640 | 109.040 | 109.640 | 160.00 | 702310.46 |
| 3980 | 2021.03.29 02:56 | close | 1989 | 0.01 | 109.794 | 109.113 | 110.133 | 164.26 | 702474.72 |
| 3981 | 2021.03.30 18:00 | buy | 1991 | 0.01 | 110.327 | 109.807 | 110.827 | ||
| 3982 | 2021.03.30 18:30 | buy | 1992 | 0.02 | 110.263 | 109.743 | 110.343 | ||
| 3983 | 2021.03.30 19:00 | buy | 1993 | 0.04 | 110.197 | 109.677 | 110.397 | ||
| 3984 | 2021.03.30 21:05 | close | 1991 | 0.01 | 110.328 | 109.807 | 110.827 | 1.00 | 702475.72 |
| 3985 | 2021.03.30 21:05 | close | 1992 | 0.02 | 110.328 | 109.743 | 110.343 | 130.00 | 702605.72 |
| 3986 | 2021.03.30 21:05 | close | 1993 | 0.04 | 110.328 | 109.677 | 110.397 | 524.00 | 703129.72 |
| 3987 | 2021.04.05 21:30 | sell | 1994 | 0.01 | 110.169 | 110.689 | 109.669 | ||
| 3988 | 2021.04.05 22:15 | sell | 1995 | 0.02 | 110.221 | 110.741 | 110.091 | ||
| 3989 | 2021.04.06 00:06 | t/p | 1995 | 0.02 | 110.091 | 110.741 | 110.091 | 260.00 | 703389.72 |
| 3990 | 2021.04.06 03:45 | sell | 1996 | 0.02 | 110.275 | 110.795 | 110.145 | ||
| 3991 | 2021.04.06 05:45 | sell | 1997 | 0.04 | 110.325 | 110.845 | 110.125 | ||
| 3992 | 2021.04.06 06:15 | sell | 1998 | 0.08 | 110.372 | 110.892 | 109.972 | ||
| 3993 | 2021.04.06 07:39 | close | 1994 | 0.01 | 110.246 | 110.689 | 109.669 | -77.00 | 703312.72 |
| 3994 | 2021.04.06 07:39 | close | 1996 | 0.02 | 110.246 | 110.795 | 110.145 | 58.00 | 703370.72 |
| 3995 | 2021.04.06 07:39 | close | 1997 | 0.04 | 110.246 | 110.845 | 110.125 | 316.00 | 703686.72 |
| 3996 | 2021.04.06 07:39 | close | 1998 | 0.08 | 110.246 | 110.892 | 109.972 | 1008.00 | 704694.72 |
| 3997 | 2021.04.07 09:30 | sell | 1999 | 0.01 | 109.771 | 110.291 | 109.271 | ||
| 3998 | 2021.04.07 10:15 | sell | 2000 | 0.02 | 109.849 | 110.369 | 109.719 | ||
| 3999 | 2021.04.07 17:11 | t/p | 2000 | 0.02 | 109.719 | 110.369 | 109.719 | 260.00 | 704954.72 |
| 4000 | 2021.04.07 17:44 | close | 1999 | 0.01 | 109.650 | 110.291 | 109.271 | 121.00 | 705075.72 |
| 4001 | 2021.04.12 16:45 | sell | 2001 | 0.01 | 109.347 | 109.867 | 108.847 | ||
| 4002 | 2021.04.12 16:50 | sell | 2002 | 0.02 | 109.390 | 109.910 | 109.260 | ||
| 4003 | 2021.04.12 21:30 | sell | 2003 | 0.04 | 109.440 | 109.960 | 109.240 | ||
| 4004 | 2021.04.13 12:19 | t/p | 2002 | 0.02 | 109.260 | 109.910 | 109.260 | 260.00 | 705335.72 |
| 4005 | 2021.04.13 12:19 | t/p | 2003 | 0.04 | 109.240 | 109.960 | 109.240 | 800.00 | 706135.72 |
| 4006 | 2021.04.13 12:19 | close | 2001 | 0.01 | 109.226 | 109.867 | 108.847 | 121.00 | 706256.72 |
| 4007 | 2021.04.14 08:00 | sell | 2004 | 0.01 | 108.944 | 109.464 | 108.444 | ||
| 4008 | 2021.04.14 09:21 | close | 2004 | 0.01 | 108.823 | 109.464 | 108.444 | 121.00 | 706377.72 |
| 4009 | 2021.04.14 10:30 | sell | 2005 | 0.01 | 108.967 | 109.487 | 108.467 | ||
| 4010 | 2021.04.14 10:45 | sell | 2006 | 0.02 | 109.020 | 109.540 | 108.890 | ||
| 4011 | 2021.04.14 14:07 | t/p | 2006 | 0.02 | 108.890 | 109.540 | 108.890 | 260.00 | 706637.72 |
| 4012 | 2021.04.14 16:50 | sell | 2007 | 0.02 | 109.010 | 109.530 | 108.880 | ||
| 4013 | 2021.04.15 02:51 | t/p | 2007 | 0.02 | 108.880 | 109.530 | 108.880 | 260.00 | 706897.72 |
| 4014 | 2021.04.15 03:13 | close | 2005 | 0.01 | 108.846 | 109.487 | 108.467 | 121.00 | 707018.72 |
| 4015 | 2021.04.16 00:15 | sell | 2008 | 0.01 | 108.698 | 109.218 | 108.198 | ||
| 4016 | 2021.04.16 13:00 | buy | 2009 | 0.01 | 108.826 | 108.306 | 109.326 | ||
| 4017 | 2021.04.19 10:48 | s/l | 2009 | 0.01 | 108.306 | 108.306 | 109.326 | -516.74 | 706501.98 |
| 4018 | 2021.04.19 10:48 | close | 2008 | 0.01 | 108.316 | 109.218 | 108.198 | 382.00 | 706883.98 |
| 4019 | 2021.04.19 22:15 | sell | 2010 | 0.01 | 108.131 | 108.651 | 107.631 | ||
| 4020 | 2021.04.19 23:00 | sell | 2011 | 0.02 | 108.172 | 108.692 | 108.042 | ||
| 4021 | 2021.04.20 03:14 | t/p | 2011 | 0.02 | 108.042 | 108.692 | 108.042 | 260.00 | 707143.98 |
| 4022 | 2021.04.20 03:18 | close | 2010 | 0.01 | 108.010 | 108.651 | 107.631 | 121.00 | 707264.98 |
| 4023 | 2021.04.22 22:30 | buy | 2012 | 0.01 | 108.038 | 107.518 | 108.538 | ||
| 4024 | 2021.04.22 23:25 | buy | 2013 | 0.02 | 107.998 | 107.478 | 108.078 | ||
| 4025 | 2021.04.23 15:39 | s/l | 2012 | 0.01 | 107.518 | 107.518 | 108.538 | -516.74 | 706748.24 |
| 4026 | 2021.04.23 15:53 | s/l | 2013 | 0.02 | 107.478 | 107.478 | 108.078 | -1033.48 | 705714.76 |
| 4027 | 2021.04.27 09:00 | buy | 2014 | 0.01 | 108.220 | 107.700 | 108.720 | ||
| 4028 | 2021.04.27 11:11 | close | 2014 | 0.01 | 108.381 | 107.700 | 108.720 | 161.00 | 705875.76 |
| 4029 | 2021.04.27 14:15 | buy | 2015 | 0.01 | 108.269 | 107.749 | 108.769 | ||
| 4030 | 2021.04.27 16:51 | close | 2015 | 0.01 | 108.430 | 107.749 | 108.769 | 161.00 | 706036.76 |
| 4031 | 2021.04.28 15:15 | buy | 2016 | 0.01 | 108.909 | 108.389 | 109.409 | ||
| 4032 | 2021.04.28 17:15 | buy | 2017 | 0.02 | 108.768 | 108.248 | 108.848 | ||
| 4033 | 2021.04.28 17:55 | t/p | 2017 | 0.02 | 108.848 | 108.248 | 108.848 | 160.00 | 706196.76 |
| 4034 | 2021.04.29 16:07 | close | 2016 | 0.01 | 109.070 | 108.389 | 109.409 | 170.78 | 706367.54 |
| 4035 | 2021.05.03 00:15 | buy | 2018 | 0.01 | 109.273 | 108.753 | 109.773 | ||
| 4036 | 2021.05.03 05:02 | close | 2018 | 0.01 | 109.434 | 108.753 | 109.773 | 161.00 | 706528.54 |
| 4037 | 2021.05.03 10:15 | buy | 2019 | 0.01 | 109.564 | 109.044 | 110.064 | ||
| 4038 | 2021.05.03 17:00 | s/l | 2019 | 0.01 | 109.044 | 109.044 | 110.064 | -520.00 | 706008.54 |
| 4039 | 2021.05.06 15:45 | sell | 2020 | 0.01 | 109.251 | 109.771 | 108.751 | ||
| 4040 | 2021.05.06 16:00 | sell | 2021 | 0.02 | 109.294 | 109.814 | 109.164 | ||
| 4041 | 2021.05.06 16:15 | sell | 2022 | 0.04 | 109.346 | 109.866 | 109.146 | ||
| 4042 | 2021.05.06 17:00 | t/p | 2021 | 0.02 | 109.164 | 109.814 | 109.164 | 260.00 | 706268.54 |
| 4043 | 2021.05.06 17:04 | t/p | 2022 | 0.04 | 109.146 | 109.866 | 109.146 | 800.00 | 707068.54 |
| 4044 | 2021.05.06 17:04 | close | 2020 | 0.01 | 109.130 | 109.771 | 108.751 | 121.00 | 707189.54 |
| 4045 | 2021.05.07 04:00 | sell | 2023 | 0.01 | 109.117 | 109.637 | 108.617 | ||
| 4046 | 2021.05.07 15:30 | close | 2023 | 0.01 | 108.997 | 109.637 | 108.617 | 120.00 | 707309.54 |
| 4047 | 2021.05.13 04:00 | buy | 2024 | 0.01 | 109.612 | 109.092 | 110.112 | ||
| 4048 | 2021.05.13 04:45 | buy | 2025 | 0.02 | 109.515 | 108.995 | 109.595 | ||
| 4049 | 2021.05.13 05:23 | t/p | 2025 | 0.02 | 109.595 | 108.995 | 109.595 | 160.00 | 707469.54 |
| 4050 | 2021.05.14 16:00 | sell | 2026 | 0.01 | 109.319 | 109.839 | 108.819 | ||