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 |
| 4051 | 2021.05.14 16:05 | sell | 2027 | 0.02 | 109.363 | 109.883 | 109.233 | ||
| 4052 | 2021.05.14 17:45 | sell | 2028 | 0.04 | 109.439 | 109.959 | 109.239 | ||
| 4053 | 2021.05.17 00:07 | t/p | 2028 | 0.04 | 109.239 | 109.959 | 109.239 | 800.00 | 708269.54 |
| 4054 | 2021.05.17 00:07 | t/p | 2027 | 0.02 | 109.233 | 109.883 | 109.233 | 260.00 | 708529.54 |
| 4055 | 2021.05.17 00:09 | close | 2026 | 0.01 | 109.193 | 109.839 | 108.819 | 126.00 | 708655.54 |
| 4056 | 2021.05.17 01:45 | sell | 2029 | 0.01 | 109.379 | 109.899 | 108.879 | ||
| 4057 | 2021.05.17 09:13 | close | 2029 | 0.01 | 109.257 | 109.899 | 108.879 | 122.00 | 708777.54 |
| 4058 | 2021.05.17 13:26 | s/l | 2024 | 0.01 | 109.092 | 109.092 | 110.112 | -513.48 | 708264.06 |
| 4059 | 2021.05.18 14:15 | sell | 2030 | 0.01 | 109.027 | 109.547 | 108.527 | ||
| 4060 | 2021.05.18 15:02 | close | 2030 | 0.01 | 108.906 | 109.547 | 108.527 | 121.00 | 708385.06 |
| 4061 | 2021.05.18 18:45 | sell | 2031 | 0.01 | 108.970 | 109.490 | 108.470 | ||
| 4062 | 2021.05.19 00:10 | close | 2031 | 0.01 | 108.834 | 109.490 | 108.470 | 136.00 | 708521.06 |
| 4063 | 2021.05.19 03:15 | sell | 2032 | 0.01 | 108.927 | 109.447 | 108.427 | ||
| 4064 | 2021.05.19 03:30 | sell | 2033 | 0.02 | 108.973 | 109.493 | 108.843 | ||
| 4065 | 2021.05.19 16:00 | buy | 2034 | 0.01 | 109.027 | 108.507 | 109.527 | ||
| 4066 | 2021.05.19 16:08 | t/p | 2033 | 0.02 | 108.843 | 109.493 | 108.843 | 260.00 | 708781.06 |
| 4067 | 2021.05.19 21:10 | close | 2034 | 0.01 | 109.188 | 108.507 | 109.527 | 161.00 | 708942.06 |
| 4068 | 2021.05.20 16:39 | close | 2032 | 0.01 | 108.807 | 109.447 | 108.427 | 120.00 | 709062.06 |
| 4069 | 2021.05.28 07:15 | buy | 2035 | 0.01 | 109.851 | 109.331 | 110.351 | ||
| 4070 | 2021.05.28 14:48 | close | 2035 | 0.01 | 110.012 | 109.331 | 110.351 | 161.00 | 709223.06 |
| 4071 | 2021.05.31 09:00 | sell | 2036 | 0.01 | 109.732 | 110.252 | 109.232 | ||
| 4072 | 2021.05.31 16:14 | close | 2036 | 0.01 | 109.611 | 110.252 | 109.232 | 121.00 | 709344.06 |
| 4073 | 2021.05.31 22:15 | sell | 2037 | 0.01 | 109.488 | 110.008 | 108.988 | ||
| 4074 | 2021.05.31 23:00 | sell | 2038 | 0.02 | 109.540 | 110.060 | 109.410 | ||
| 4075 | 2021.06.01 03:39 | t/p | 2038 | 0.02 | 109.410 | 110.060 | 109.410 | 260.00 | 709604.06 |
| 4076 | 2021.06.01 04:30 | close | 2037 | 0.01 | 109.367 | 110.008 | 108.988 | 121.00 | 709725.06 |
| 4077 | 2021.06.01 07:15 | sell | 2039 | 0.01 | 109.438 | 109.958 | 108.938 | ||
| 4078 | 2021.06.01 07:45 | sell | 2040 | 0.02 | 109.481 | 110.001 | 109.351 | ||
| 4079 | 2021.06.01 11:15 | sell | 2041 | 0.04 | 109.584 | 110.104 | 109.384 | ||
| 4080 | 2021.06.01 17:22 | t/p | 2041 | 0.04 | 109.384 | 110.104 | 109.384 | 800.00 | 710525.06 |
| 4081 | 2021.06.01 17:27 | t/p | 2040 | 0.02 | 109.351 | 110.001 | 109.351 | 260.00 | 710785.06 |
| 4082 | 2021.06.03 15:25 | s/l | 2039 | 0.01 | 109.958 | 109.958 | 108.938 | -520.00 | 710265.06 |
| 4083 | 2021.06.10 04:00 | buy | 2042 | 0.01 | 109.624 | 109.104 | 110.124 | ||
| 4084 | 2021.06.10 16:31 | close | 2042 | 0.01 | 109.785 | 109.104 | 110.124 | 161.00 | 710426.06 |
| 4085 | 2021.06.15 08:45 | buy | 2043 | 0.01 | 110.062 | 109.542 | 110.562 | ||
| 4086 | 2021.06.16 21:00 | close | 2043 | 0.01 | 110.223 | 109.542 | 110.562 | 164.26 | 710590.32 |
| 4087 | 2021.06.18 12:45 | sell | 2044 | 0.01 | 110.206 | 110.726 | 109.706 | ||
| 4088 | 2021.06.18 13:45 | close | 2044 | 0.01 | 110.085 | 110.726 | 109.706 | 121.00 | 710711.32 |
| 4089 | 2021.06.18 15:15 | sell | 2045 | 0.01 | 110.186 | 110.706 | 109.686 | ||
| 4090 | 2021.06.18 15:30 | sell | 2046 | 0.02 | 110.232 | 110.752 | 110.102 | ||
| 4091 | 2021.06.18 16:15 | sell | 2047 | 0.04 | 110.293 | 110.813 | 110.093 | ||
| 4092 | 2021.06.18 17:41 | close | 2045 | 0.01 | 110.103 | 110.706 | 109.686 | 83.00 | 710794.32 |
| 4093 | 2021.06.18 17:41 | close | 2046 | 0.02 | 110.103 | 110.752 | 110.102 | 258.00 | 711052.32 |
| 4094 | 2021.06.18 17:41 | close | 2047 | 0.04 | 110.103 | 110.813 | 110.093 | 760.00 | 711812.32 |
| 4095 | 2021.06.22 10:15 | buy | 2048 | 0.01 | 110.394 | 109.874 | 110.894 | ||
| 4096 | 2021.06.22 15:01 | close | 2048 | 0.01 | 110.555 | 109.874 | 110.894 | 161.00 | 711973.32 |
| 4097 | 2021.06.22 21:30 | buy | 2049 | 0.01 | 110.663 | 110.143 | 111.163 | ||
| 4098 | 2021.06.22 22:15 | buy | 2050 | 0.02 | 110.602 | 110.082 | 110.682 | ||
| 4099 | 2021.06.23 03:00 | t/p | 2050 | 0.02 | 110.682 | 110.082 | 110.682 | 166.52 | 712139.84 |
| 4100 | 2021.06.23 04:51 | close | 2049 | 0.01 | 110.824 | 110.143 | 111.163 | 164.26 | 712304.10 |
| 4101 | 2021.06.23 14:45 | buy | 2051 | 0.01 | 110.812 | 110.292 | 111.312 | ||
| 4102 | 2021.06.23 20:10 | close | 2051 | 0.01 | 110.973 | 110.292 | 111.312 | 161.00 | 712465.10 |
| 4103 | 2021.06.24 08:00 | buy | 2052 | 0.01 | 110.968 | 110.448 | 111.468 | ||
| 4104 | 2021.06.24 08:15 | buy | 2053 | 0.02 | 110.909 | 110.389 | 110.989 | ||
| 4105 | 2021.06.24 08:45 | buy | 2054 | 0.04 | 110.826 | 110.306 | 111.026 | ||
| 4106 | 2021.06.24 15:15 | buy | 2055 | 0.08 | 110.765 | 110.245 | 111.165 | ||
| 4107 | 2021.06.25 03:00 | close | 2052 | 0.01 | 110.928 | 110.448 | 111.468 | -36.74 | 712428.36 |
| 4108 | 2021.06.25 03:00 | close | 2053 | 0.02 | 110.928 | 110.389 | 110.989 | 44.52 | 712472.88 |
| 4109 | 2021.06.25 03:00 | close | 2054 | 0.04 | 110.928 | 110.306 | 111.026 | 421.04 | 712893.92 |
| 4110 | 2021.06.25 03:00 | close | 2055 | 0.08 | 110.928 | 110.245 | 111.165 | 1330.08 | 714224.00 |
| 4111 | 2021.06.29 07:45 | sell | 2056 | 0.01 | 110.562 | 111.082 | 110.062 | ||
| 4112 | 2021.06.29 09:30 | sell | 2057 | 0.02 | 110.603 | 111.123 | 110.473 | ||
| 4113 | 2021.06.29 17:15 | t/p | 2057 | 0.02 | 110.473 | 111.123 | 110.473 | 260.00 | 714484.00 |
| 4114 | 2021.06.29 17:24 | close | 2056 | 0.01 | 110.441 | 111.082 | 110.062 | 121.00 | 714605.00 |
| 4115 | 2021.07.01 16:15 | buy | 2058 | 0.01 | 111.422 | 110.902 | 111.922 | ||
| 4116 | 2021.07.01 17:38 | close | 2058 | 0.01 | 111.583 | 110.902 | 111.922 | 161.00 | 714766.00 |
| 4117 | 2021.07.01 23:45 | buy | 2059 | 0.01 | 111.537 | 111.017 | 112.037 | ||
| 4118 | 2021.07.02 21:02 | s/l | 2059 | 0.01 | 111.017 | 111.017 | 112.037 | -516.74 | 714249.26 |
| 4119 | 2021.07.05 01:30 | sell | 2060 | 0.01 | 111.078 | 111.598 | 110.578 | ||
| 4120 | 2021.07.05 02:00 | sell | 2061 | 0.02 | 111.141 | 111.661 | 111.011 | ||
| 4121 | 2021.07.05 09:45 | t/p | 2061 | 0.02 | 111.011 | 111.661 | 111.011 | 260.00 | 714509.26 |
| 4122 | 2021.07.05 10:53 | close | 2060 | 0.01 | 110.958 | 111.598 | 110.578 | 120.00 | 714629.26 |
| 4123 | 2021.07.05 15:30 | sell | 2062 | 0.01 | 110.906 | 111.426 | 110.406 | ||
| 4124 | 2021.07.05 16:30 | sell | 2063 | 0.02 | 110.963 | 111.483 | 110.833 | ||
| 4125 | 2021.07.06 03:09 | t/p | 2063 | 0.02 | 110.833 | 111.483 | 110.833 | 260.00 | 714889.26 |
| 4126 | 2021.07.06 09:02 | close | 2062 | 0.01 | 110.785 | 111.426 | 110.406 | 121.00 | 715010.26 |
| 4127 | 2021.07.07 07:00 | sell | 2064 | 0.01 | 110.594 | 111.114 | 110.094 | ||
| 4128 | 2021.07.07 09:15 | sell | 2065 | 0.02 | 110.637 | 111.157 | 110.507 | ||
| 4129 | 2021.07.07 09:50 | sell | 2066 | 0.04 | 110.720 | 111.240 | 110.520 | ||
| 4130 | 2021.07.07 12:40 | sell | 2067 | 0.08 | 110.766 | 111.286 | 110.366 | ||
| 4131 | 2021.07.07 15:03 | close | 2064 | 0.01 | 110.638 | 111.114 | 110.094 | -44.00 | 714966.26 |
| 4132 | 2021.07.07 15:03 | close | 2065 | 0.02 | 110.638 | 111.157 | 110.507 | -2.00 | 714964.26 |
| 4133 | 2021.07.07 15:03 | close | 2066 | 0.04 | 110.638 | 111.240 | 110.520 | 328.00 | 715292.26 |
| 4134 | 2021.07.07 15:03 | close | 2067 | 0.08 | 110.638 | 111.286 | 110.366 | 1024.00 | 716316.26 |
| 4135 | 2021.07.08 18:45 | sell | 2068 | 0.01 | 109.820 | 110.340 | 109.320 | ||
| 4136 | 2021.07.09 23:00 | buy | 2069 | 0.01 | 110.115 | 109.595 | 110.615 | ||
| 4137 | 2021.07.12 16:37 | close | 2069 | 0.01 | 110.276 | 109.595 | 110.615 | 164.26 | 716480.52 |
| 4138 | 2021.07.12 16:38 | s/l | 2068 | 0.01 | 110.340 | 110.340 | 109.320 | -520.00 | 715960.52 |
| 4139 | 2021.07.13 10:15 | buy | 2070 | 0.01 | 110.327 | 109.807 | 110.827 | ||
| 4140 | 2021.07.13 15:34 | close | 2070 | 0.01 | 110.488 | 109.807 | 110.827 | 161.00 | 716121.52 |
| 4141 | 2021.07.15 02:45 | sell | 2071 | 0.01 | 110.000 | 110.520 | 109.500 | ||
| 4142 | 2021.07.15 03:33 | close | 2071 | 0.01 | 109.879 | 110.520 | 109.500 | 121.00 | 716242.52 |
| 4143 | 2021.07.15 13:15 | sell | 2072 | 0.01 | 109.904 | 110.424 | 109.404 | ||
| 4144 | 2021.07.15 14:00 | sell | 2073 | 0.02 | 109.967 | 110.487 | 109.837 | ||
| 4145 | 2021.07.15 21:22 | t/p | 2073 | 0.02 | 109.837 | 110.487 | 109.837 | 260.00 | 716502.52 |
| 4146 | 2021.07.15 23:03 | close | 2072 | 0.01 | 109.782 | 110.424 | 109.404 | 122.00 | 716624.52 |
| 4147 | 2021.07.19 23:00 | sell | 2074 | 0.01 | 109.472 | 109.992 | 108.972 | ||
| 4148 | 2021.07.20 00:04 | close | 2074 | 0.01 | 109.287 | 109.992 | 108.972 | 185.00 | 716809.52 |
| 4149 | 2021.07.20 13:00 | buy | 2075 | 0.01 | 109.438 | 108.918 | 109.938 | ||
| 4150 | 2021.07.20 15:01 | close | 2075 | 0.01 | 109.599 | 108.918 | 109.938 | 161.00 | 716970.52 |
| 4151 | 2021.07.21 05:45 | buy | 2076 | 0.01 | 109.891 | 109.371 | 110.391 | ||
| 4152 | 2021.07.21 10:35 | close | 2076 | 0.01 | 110.052 | 109.371 | 110.391 | 161.00 | 717131.52 |
| 4153 | 2021.07.23 17:00 | buy | 2077 | 0.01 | 110.422 | 109.902 | 110.922 | ||
| 4154 | 2021.07.23 17:55 | close | 2077 | 0.01 | 110.583 | 109.902 | 110.922 | 161.00 | 717292.52 |
| 4155 | 2021.07.26 00:15 | buy | 2078 | 0.01 | 110.496 | 109.976 | 110.996 | ||
| 4156 | 2021.07.27 10:50 | s/l | 2078 | 0.01 | 109.976 | 109.976 | 110.996 | -516.74 | 716775.78 |
| 4157 | 2021.07.27 22:30 | sell | 2079 | 0.01 | 109.731 | 110.251 | 109.231 | ||
| 4158 | 2021.07.28 03:00 | sell | 2080 | 0.02 | 109.800 | 110.320 | 109.670 | ||
| 4159 | 2021.07.28 03:30 | sell | 2081 | 0.04 | 109.850 | 110.370 | 109.650 | ||
| 4160 | 2021.07.28 04:05 | sell | 2082 | 0.08 | 109.894 | 110.414 | 109.494 | ||
| 4161 | 2021.07.28 05:37 | close | 2079 | 0.01 | 109.772 | 110.251 | 109.231 | -41.00 | 716734.78 |
| 4162 | 2021.07.28 05:37 | close | 2080 | 0.02 | 109.772 | 110.320 | 109.670 | 56.00 | 716790.78 |
| 4163 | 2021.07.28 05:37 | close | 2081 | 0.04 | 109.772 | 110.370 | 109.650 | 312.00 | 717102.78 |
| 4164 | 2021.07.28 05:37 | close | 2082 | 0.08 | 109.772 | 110.414 | 109.494 | 976.00 | 718078.78 |
| 4165 | 2021.08.03 11:15 | sell | 2083 | 0.01 | 109.214 | 109.734 | 108.714 | ||
| 4166 | 2021.08.03 15:47 | close | 2083 | 0.01 | 109.093 | 109.734 | 108.714 | 121.00 | 718199.78 |
| 4167 | 2021.08.03 20:30 | sell | 2084 | 0.01 | 109.095 | 109.615 | 108.595 | ||
| 4168 | 2021.08.03 21:30 | sell | 2085 | 0.02 | 109.138 | 109.658 | 109.008 | ||
| 4169 | 2021.08.04 02:03 | t/p | 2085 | 0.02 | 109.008 | 109.658 | 109.008 | 260.00 | 718459.78 |
| 4170 | 2021.08.04 03:02 | close | 2084 | 0.01 | 108.973 | 109.615 | 108.595 | 122.00 | 718581.78 |
| 4171 | 2021.08.09 17:45 | sell | 2086 | 0.01 | 110.166 | 110.686 | 109.666 | ||
| 4172 | 2021.08.10 15:30 | buy | 2087 | 0.01 | 110.445 | 109.925 | 110.945 | ||
| 4173 | 2021.08.11 03:01 | close | 2087 | 0.01 | 110.607 | 109.925 | 110.945 | 165.26 | 718747.04 |
| 4174 | 2021.08.11 04:05 | s/l | 2086 | 0.01 | 110.686 | 110.686 | 109.666 | -520.00 | 718227.04 |
| 4175 | 2021.08.11 14:30 | buy | 2088 | 0.01 | 110.731 | 110.211 | 111.231 | ||
| 4176 | 2021.08.11 15:15 | buy | 2089 | 0.02 | 110.662 | 110.142 | 110.742 | ||
| 4177 | 2021.08.13 03:15 | sell | 2090 | 0.01 | 110.436 | 110.956 | 109.936 | ||
| 4178 | 2021.08.13 10:02 | close | 2090 | 0.01 | 110.315 | 110.956 | 109.936 | 121.00 | 718348.04 |
| 4179 | 2021.08.13 14:31 | s/l | 2088 | 0.01 | 110.211 | 110.211 | 111.231 | -506.96 | 717841.08 |
| 4180 | 2021.08.13 16:15 | s/l | 2089 | 0.02 | 110.142 | 110.142 | 110.742 | -1013.92 | 716827.16 |
| 4181 | 2021.08.16 01:00 | sell | 2091 | 0.01 | 109.596 | 110.116 | 109.096 | ||
| 4182 | 2021.08.16 01:30 | sell | 2092 | 0.02 | 109.725 | 110.245 | 109.595 | ||
| 4183 | 2021.08.16 03:00 | t/p | 2092 | 0.02 | 109.595 | 110.245 | 109.595 | 260.00 | 717087.16 |
| 4184 | 2021.08.16 03:15 | close | 2091 | 0.01 | 109.476 | 110.116 | 109.096 | 120.00 | 717207.16 |
| 4185 | 2021.08.16 08:45 | sell | 2093 | 0.01 | 109.437 | 109.957 | 108.937 | ||
| 4186 | 2021.08.16 10:00 | close | 2093 | 0.01 | 109.316 | 109.957 | 108.937 | 121.00 | 717328.16 |
| 4187 | 2021.08.16 23:30 | sell | 2094 | 0.01 | 109.259 | 109.779 | 108.759 | ||
| 4188 | 2021.08.17 02:45 | sell | 2095 | 0.02 | 109.304 | 109.824 | 109.174 | ||
| 4189 | 2021.08.17 10:11 | t/p | 2095 | 0.02 | 109.174 | 109.824 | 109.174 | 260.00 | 717588.16 |
| 4190 | 2021.08.17 10:13 | close | 2094 | 0.01 | 109.137 | 109.779 | 108.759 | 122.00 | 717710.16 |
| 4191 | 2021.08.18 00:15 | buy | 2096 | 0.01 | 109.551 | 109.031 | 110.051 | ||
| 4192 | 2021.08.18 00:20 | buy | 2097 | 0.02 | 109.509 | 108.989 | 109.589 | ||
| 4193 | 2021.08.18 00:40 | t/p | 2097 | 0.02 | 109.589 | 108.989 | 109.589 | 160.00 | 717870.16 |
| 4194 | 2021.08.18 13:57 | close | 2096 | 0.01 | 109.712 | 109.031 | 110.051 | 161.00 | 718031.16 |
| 4195 | 2021.08.18 23:00 | buy | 2098 | 0.01 | 109.775 | 109.255 | 110.275 | ||
| 4196 | 2021.08.19 03:22 | close | 2098 | 0.01 | 109.936 | 109.255 | 110.275 | 170.78 | 718201.94 |
| 4197 | 2021.08.19 09:15 | buy | 2099 | 0.01 | 110.061 | 109.541 | 110.561 | ||
| 4198 | 2021.08.19 09:30 | buy | 2100 | 0.02 | 109.982 | 109.462 | 110.062 | ||
| 4199 | 2021.08.19 10:00 | buy | 2101 | 0.04 | 109.934 | 109.414 | 110.134 | ||
| 4200 | 2021.08.19 10:15 | buy | 2102 | 0.08 | 109.831 | 109.311 | 110.231 | ||