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 |
| 4201 | 2021.08.19 11:37 | s/l | 2099 | 0.01 | 109.541 | 109.541 | 110.561 | -520.00 | 717681.94 |
| 4202 | 2021.08.23 12:09 | close | 2100 | 0.02 | 110.004 | 109.462 | 110.062 | 57.04 | 717738.98 |
| 4203 | 2021.08.23 12:09 | close | 2101 | 0.04 | 110.004 | 109.414 | 110.134 | 306.08 | 718045.06 |
| 4204 | 2021.08.23 12:09 | close | 2102 | 0.08 | 110.004 | 109.311 | 110.231 | 1436.16 | 719481.22 |
| 4205 | 2021.08.25 02:15 | sell | 2103 | 0.01 | 109.685 | 110.205 | 109.185 | ||
| 4206 | 2021.08.25 03:15 | sell | 2104 | 0.02 | 109.748 | 110.268 | 109.618 | ||
| 4207 | 2021.08.25 03:45 | sell | 2105 | 0.04 | 109.812 | 110.332 | 109.612 | ||
| 4208 | 2021.08.26 10:34 | s/l | 2103 | 0.01 | 110.205 | 110.205 | 109.185 | -520.00 | 718961.22 |
| 4209 | 2021.08.27 09:30 | sell | 2106 | 0.07 | 109.990 | 110.510 | 109.790 | ||
| 4210 | 2021.08.27 10:30 | sell | 2107 | 0.14 | 110.041 | 110.561 | 109.641 | ||
| 4211 | 2021.08.27 16:20 | s/l | 2104 | 0.02 | 110.268 | 110.268 | 109.618 | -1040.00 | 717921.22 |
| 4212 | 2021.08.27 17:02 | close | 2105 | 0.04 | 109.938 | 110.332 | 109.612 | -504.00 | 717417.22 |
| 4213 | 2021.08.27 17:02 | close | 2106 | 0.07 | 109.938 | 110.510 | 109.790 | 364.00 | 717781.22 |
| 4214 | 2021.08.27 17:02 | close | 2107 | 0.14 | 109.938 | 110.561 | 109.641 | 1442.00 | 719223.22 |
| 4215 | 2021.08.30 10:30 | sell | 2108 | 0.01 | 109.824 | 110.344 | 109.324 | ||
| 4216 | 2021.08.31 15:35 | close | 2108 | 0.01 | 109.703 | 110.344 | 109.324 | 121.00 | 719344.22 |
| 4217 | 2021.09.10 00:00 | sell | 2109 | 0.01 | 109.706 | 110.226 | 109.206 | ||
| 4218 | 2021.09.10 01:15 | sell | 2110 | 0.02 | 109.773 | 110.293 | 109.643 | ||
| 4219 | 2021.09.10 06:45 | sell | 2111 | 0.04 | 109.816 | 110.336 | 109.616 | ||
| 4220 | 2021.09.10 07:00 | sell | 2112 | 0.08 | 109.860 | 110.380 | 109.460 | ||
| 4221 | 2021.09.14 17:17 | close | 2109 | 0.01 | 109.739 | 110.226 | 109.206 | -33.00 | 719311.22 |
| 4222 | 2021.09.14 17:17 | close | 2110 | 0.02 | 109.739 | 110.293 | 109.643 | 68.00 | 719379.22 |
| 4223 | 2021.09.14 17:17 | close | 2111 | 0.04 | 109.739 | 110.336 | 109.616 | 308.00 | 719687.22 |
| 4224 | 2021.09.14 17:17 | close | 2112 | 0.08 | 109.739 | 110.380 | 109.460 | 968.00 | 720655.22 |
| 4225 | 2021.09.15 16:00 | sell | 2113 | 0.01 | 109.372 | 109.892 | 108.872 | ||
| 4226 | 2021.09.15 16:33 | close | 2113 | 0.01 | 109.251 | 109.892 | 108.872 | 121.00 | 720776.22 |
| 4227 | 2021.09.15 21:15 | sell | 2114 | 0.01 | 109.436 | 109.956 | 108.936 | ||
| 4228 | 2021.09.16 02:26 | close | 2114 | 0.01 | 109.316 | 109.956 | 108.936 | 120.00 | 720896.22 |
| 4229 | 2021.09.17 17:00 | buy | 2115 | 0.01 | 110.009 | 109.489 | 110.509 | ||
| 4230 | 2021.09.17 18:15 | buy | 2116 | 0.02 | 109.923 | 109.403 | 110.003 | ||
| 4231 | 2021.09.20 03:02 | t/p | 2116 | 0.02 | 110.003 | 109.403 | 110.003 | 166.52 | 721062.74 |
| 4232 | 2021.09.20 13:56 | s/l | 2115 | 0.01 | 109.489 | 109.489 | 110.509 | -516.74 | 720546.00 |
| 4233 | 2021.09.23 06:45 | buy | 2117 | 0.01 | 109.806 | 109.286 | 110.306 | ||
| 4234 | 2021.09.23 10:29 | close | 2117 | 0.01 | 109.967 | 109.286 | 110.306 | 161.00 | 720707.00 |
| 4235 | 2021.09.27 00:15 | buy | 2118 | 0.01 | 110.736 | 110.216 | 111.236 | ||
| 4236 | 2021.09.27 01:00 | buy | 2119 | 0.02 | 110.648 | 110.128 | 110.728 | ||
| 4237 | 2021.09.27 01:00 | t/p | 2119 | 0.02 | 110.728 | 110.128 | 110.728 | 160.00 | 720867.00 |
| 4238 | 2021.09.27 11:32 | close | 2118 | 0.01 | 110.897 | 110.216 | 111.236 | 161.00 | 721028.00 |
| 4239 | 2021.09.29 05:30 | buy | 2120 | 0.01 | 111.509 | 110.989 | 112.009 | ||
| 4240 | 2021.09.29 05:45 | buy | 2121 | 0.02 | 111.468 | 110.948 | 111.548 | ||
| 4241 | 2021.09.29 06:00 | buy | 2122 | 0.04 | 111.415 | 110.895 | 111.615 | ||
| 4242 | 2021.09.29 07:20 | close | 2120 | 0.01 | 111.537 | 110.989 | 112.009 | 28.00 | 721056.00 |
| 4243 | 2021.09.29 07:20 | close | 2121 | 0.02 | 111.537 | 110.948 | 111.548 | 138.00 | 721194.00 |
| 4244 | 2021.09.29 07:20 | close | 2122 | 0.04 | 111.537 | 110.895 | 111.615 | 488.00 | 721682.00 |
| 4245 | 2021.09.30 11:15 | buy | 2123 | 0.01 | 111.846 | 111.326 | 112.346 | ||
| 4246 | 2021.09.30 13:39 | close | 2123 | 0.01 | 112.007 | 111.326 | 112.346 | 161.00 | 721843.00 |
| 4247 | 2021.10.01 11:00 | sell | 2124 | 0.01 | 111.249 | 111.769 | 110.749 | ||
| 4248 | 2021.10.01 11:27 | close | 2124 | 0.01 | 111.128 | 111.769 | 110.749 | 121.00 | 721964.00 |
| 4249 | 2021.10.01 22:15 | sell | 2125 | 0.01 | 111.106 | 111.626 | 110.606 | ||
| 4250 | 2021.10.04 00:05 | close | 2125 | 0.01 | 110.918 | 111.626 | 110.606 | 188.00 | 722152.00 |
| 4251 | 2021.10.04 04:45 | sell | 2126 | 0.01 | 110.980 | 111.500 | 110.480 | ||
| 4252 | 2021.10.04 05:30 | sell | 2127 | 0.02 | 111.035 | 111.555 | 110.905 | ||
| 4253 | 2021.10.04 17:38 | t/p | 2127 | 0.02 | 110.905 | 111.555 | 110.905 | 260.00 | 722412.00 |
| 4254 | 2021.10.04 17:39 | close | 2126 | 0.01 | 110.860 | 111.500 | 110.480 | 120.00 | 722532.00 |
| 4255 | 2021.10.06 10:30 | buy | 2128 | 0.01 | 111.626 | 111.106 | 112.126 | ||
| 4256 | 2021.10.06 11:25 | buy | 2129 | 0.02 | 111.567 | 111.047 | 111.647 | ||
| 4257 | 2021.10.06 12:45 | buy | 2130 | 0.04 | 111.496 | 110.976 | 111.696 | ||
| 4258 | 2021.10.06 13:15 | buy | 2131 | 0.08 | 111.430 | 110.910 | 111.830 | ||
| 4259 | 2021.10.06 15:45 | buy | 2132 | 0.16 | 111.326 | 110.806 | 112.126 | ||
| 4260 | 2021.10.06 20:40 | close | 2128 | 0.01 | 111.455 | 111.106 | 112.126 | -171.00 | 722361.00 |
| 4261 | 2021.10.06 20:40 | close | 2129 | 0.02 | 111.455 | 111.047 | 111.647 | -224.00 | 722137.00 |
| 4262 | 2021.10.06 20:40 | close | 2130 | 0.04 | 111.455 | 110.976 | 111.696 | -164.00 | 721973.00 |
| 4263 | 2021.10.06 20:40 | close | 2131 | 0.08 | 111.455 | 110.910 | 111.830 | 200.00 | 722173.00 |
| 4264 | 2021.10.06 20:40 | close | 2132 | 0.16 | 111.455 | 110.806 | 112.126 | 2064.00 | 724237.00 |
| 4265 | 2021.10.12 00:15 | buy | 2133 | 0.01 | 113.292 | 112.772 | 113.792 | ||
| 4266 | 2021.10.12 03:03 | close | 2133 | 0.01 | 113.454 | 112.772 | 113.792 | 162.00 | 724399.00 |
| 4267 | 2021.10.12 05:30 | buy | 2134 | 0.01 | 113.302 | 112.782 | 113.802 | ||
| 4268 | 2021.10.12 15:25 | close | 2134 | 0.01 | 113.463 | 112.782 | 113.802 | 161.00 | 724560.00 |
| 4269 | 2021.10.21 15:00 | sell | 2135 | 0.01 | 114.161 | 114.681 | 113.661 | ||
| 4270 | 2021.10.21 15:37 | close | 2135 | 0.01 | 114.040 | 114.681 | 113.661 | 121.00 | 724681.00 |
| 4271 | 2021.10.21 22:15 | sell | 2136 | 0.01 | 113.959 | 114.479 | 113.459 | ||
| 4272 | 2021.10.21 23:00 | sell | 2137 | 0.02 | 114.013 | 114.533 | 113.883 | ||
| 4273 | 2021.10.22 02:50 | t/p | 2137 | 0.02 | 113.883 | 114.533 | 113.883 | 260.00 | 724941.00 |
| 4274 | 2021.10.22 02:51 | close | 2136 | 0.01 | 113.839 | 114.479 | 113.459 | 120.00 | 725061.00 |
| 4275 | 2021.10.26 14:15 | buy | 2138 | 0.01 | 113.951 | 113.431 | 114.451 | ||
| 4276 | 2021.10.26 15:21 | close | 2138 | 0.01 | 114.112 | 113.431 | 114.451 | 161.00 | 725222.00 |
| 4277 | 2021.10.26 20:30 | buy | 2139 | 0.01 | 114.148 | 113.628 | 114.648 | ||
| 4278 | 2021.10.27 12:01 | s/l | 2139 | 0.01 | 113.628 | 113.628 | 114.648 | -516.74 | 724705.26 |
| 4279 | 2021.10.28 22:30 | sell | 2140 | 0.01 | 113.534 | 114.054 | 113.034 | ||
| 4280 | 2021.10.28 23:30 | sell | 2141 | 0.02 | 113.584 | 114.104 | 113.454 | ||
| 4281 | 2021.10.29 03:15 | sell | 2142 | 0.04 | 113.679 | 114.199 | 113.479 | ||
| 4282 | 2021.10.29 04:03 | t/p | 2142 | 0.04 | 113.479 | 114.199 | 113.479 | 800.00 | 725505.26 |
| 4283 | 2021.10.29 04:05 | t/p | 2141 | 0.02 | 113.454 | 114.104 | 113.454 | 260.00 | 725765.26 |
| 4284 | 2021.10.29 04:07 | close | 2140 | 0.01 | 113.413 | 114.054 | 113.034 | 121.00 | 725886.26 |
| 4285 | 2021.11.01 11:00 | buy | 2143 | 0.01 | 114.232 | 113.712 | 114.732 | ||
| 4286 | 2021.11.01 12:30 | buy | 2144 | 0.02 | 114.175 | 113.655 | 114.255 | ||
| 4287 | 2021.11.01 12:57 | t/p | 2144 | 0.02 | 114.255 | 113.655 | 114.255 | 160.00 | 726046.26 |
| 4288 | 2021.11.01 14:30 | buy | 2145 | 0.02 | 114.171 | 113.651 | 114.251 | ||
| 4289 | 2021.11.01 15:40 | t/p | 2145 | 0.02 | 114.251 | 113.651 | 114.251 | 160.00 | 726206.26 |
| 4290 | 2021.11.01 16:30 | buy | 2146 | 0.02 | 114.168 | 113.648 | 114.248 | ||
| 4291 | 2021.11.01 17:31 | t/p | 2146 | 0.02 | 114.248 | 113.648 | 114.248 | 160.00 | 726366.26 |
| 4292 | 2021.11.01 19:30 | buy | 2147 | 0.02 | 114.103 | 113.583 | 114.183 | ||
| 4293 | 2021.11.01 20:15 | buy | 2148 | 0.04 | 113.996 | 113.476 | 114.196 | ||
| 4294 | 2021.11.01 20:30 | buy | 2149 | 0.08 | 113.945 | 113.425 | 114.345 | ||
| 4295 | 2021.11.02 01:37 | close | 2143 | 0.01 | 114.113 | 113.712 | 114.732 | -115.74 | 726250.52 |
| 4296 | 2021.11.02 01:37 | close | 2147 | 0.02 | 114.113 | 113.583 | 114.183 | 26.52 | 726277.04 |
| 4297 | 2021.11.02 01:37 | close | 2148 | 0.04 | 114.113 | 113.476 | 114.196 | 481.04 | 726758.08 |
| 4298 | 2021.11.02 01:37 | close | 2149 | 0.08 | 114.113 | 113.425 | 114.345 | 1370.08 | 728128.16 |
| 4299 | 2021.11.04 07:45 | buy | 2150 | 0.01 | 114.135 | 113.615 | 114.635 | ||
| 4300 | 2021.11.04 16:39 | s/l | 2150 | 0.01 | 113.615 | 113.615 | 114.635 | -520.00 | 727608.16 |
| 4301 | 2021.11.08 20:15 | sell | 2151 | 0.01 | 113.258 | 113.778 | 112.758 | ||
| 4302 | 2021.11.09 03:20 | close | 2151 | 0.01 | 113.137 | 113.778 | 112.758 | 121.00 | 727729.16 |
| 4303 | 2021.11.09 09:15 | sell | 2152 | 0.01 | 112.808 | 113.328 | 112.308 | ||
| 4304 | 2021.11.09 10:15 | sell | 2153 | 0.02 | 112.936 | 113.456 | 112.806 | ||
| 4305 | 2021.11.09 14:30 | sell | 2154 | 0.04 | 113.003 | 113.523 | 112.803 | ||
| 4306 | 2021.11.09 14:45 | sell | 2155 | 0.08 | 113.058 | 113.578 | 112.658 | ||
| 4307 | 2021.11.09 15:49 | close | 2152 | 0.01 | 112.923 | 113.328 | 112.308 | -115.00 | 727614.16 |
| 4308 | 2021.11.09 15:49 | close | 2153 | 0.02 | 112.923 | 113.456 | 112.806 | 26.00 | 727640.16 |
| 4309 | 2021.11.09 15:49 | close | 2154 | 0.04 | 112.923 | 113.523 | 112.803 | 320.00 | 727960.16 |
| 4310 | 2021.11.09 15:49 | close | 2155 | 0.08 | 112.923 | 113.578 | 112.658 | 1080.00 | 729040.16 |
| 4311 | 2021.11.11 08:00 | buy | 2156 | 0.01 | 113.946 | 113.426 | 114.446 | ||
| 4312 | 2021.11.11 08:45 | buy | 2157 | 0.02 | 113.894 | 113.374 | 113.974 | ||
| 4313 | 2021.11.11 09:23 | t/p | 2157 | 0.02 | 113.974 | 113.374 | 113.974 | 160.00 | 729200.16 |
| 4314 | 2021.11.11 10:31 | close | 2156 | 0.01 | 114.107 | 113.426 | 114.446 | 161.00 | 729361.16 |
| 4315 | 2021.11.15 08:30 | sell | 2158 | 0.01 | 113.868 | 114.388 | 113.368 | ||
| 4316 | 2021.11.15 09:00 | sell | 2159 | 0.02 | 113.940 | 114.460 | 113.810 | ||
| 4317 | 2021.11.15 11:59 | t/p | 2159 | 0.02 | 113.810 | 114.460 | 113.810 | 260.00 | 729621.16 |
| 4318 | 2021.11.16 15:30 | s/l | 2158 | 0.01 | 114.388 | 114.388 | 113.368 | -520.00 | 729101.16 |
| 4319 | 2021.11.17 03:15 | buy | 2160 | 0.01 | 114.748 | 114.228 | 115.248 | ||
| 4320 | 2021.11.17 05:42 | close | 2160 | 0.01 | 114.909 | 114.228 | 115.248 | 161.00 | 729262.16 |
| 4321 | 2021.11.18 19:15 | buy | 2161 | 0.01 | 114.190 | 113.670 | 114.690 | ||
| 4322 | 2021.11.19 02:16 | close | 2161 | 0.01 | 114.351 | 113.670 | 114.690 | 164.26 | 729426.42 |
| 4323 | 2021.11.23 09:00 | buy | 2162 | 0.01 | 115.075 | 114.555 | 115.575 | ||
| 4324 | 2021.11.23 09:28 | s/l | 2162 | 0.01 | 114.555 | 114.555 | 115.575 | -520.00 | 728906.42 |
| 4325 | 2021.11.25 03:00 | buy | 2163 | 0.01 | 115.330 | 114.810 | 115.830 | ||
| 4326 | 2021.11.26 02:23 | s/l | 2163 | 0.01 | 114.810 | 114.810 | 115.830 | -516.74 | 728389.68 |
| 4327 | 2021.11.26 15:15 | sell | 2164 | 0.01 | 114.069 | 114.589 | 113.569 | ||
| 4328 | 2021.11.26 15:37 | close | 2164 | 0.01 | 113.949 | 114.589 | 113.569 | 120.00 | 728509.68 |
| 4329 | 2021.11.29 00:15 | sell | 2165 | 0.01 | 113.481 | 114.001 | 112.981 | ||
| 4330 | 2021.11.29 00:24 | close | 2165 | 0.01 | 113.338 | 114.001 | 112.981 | 143.00 | 728652.68 |
| 4331 | 2021.11.29 00:25 | sell | 2166 | 0.01 | 113.327 | 113.847 | 112.827 | ||
| 4332 | 2021.11.29 01:15 | sell | 2167 | 0.02 | 113.656 | 114.176 | 113.526 | ||
| 4333 | 2021.11.29 01:21 | s/l | 2166 | 0.01 | 113.847 | 113.847 | 112.827 | -520.00 | 728132.68 |
| 4334 | 2021.11.29 01:30 | sell | 2168 | 0.03 | 113.770 | 114.290 | 113.640 | ||
| 4335 | 2021.11.29 01:40 | sell | 2169 | 0.06 | 113.825 | 114.345 | 113.625 | ||
| 4336 | 2021.11.29 02:52 | close | 2167 | 0.02 | 113.661 | 114.176 | 113.526 | -10.00 | 728122.68 |
| 4337 | 2021.11.29 02:52 | close | 2168 | 0.03 | 113.661 | 114.290 | 113.640 | 327.00 | 728449.68 |
| 4338 | 2021.11.29 02:52 | close | 2169 | 0.06 | 113.661 | 114.345 | 113.625 | 984.00 | 729433.68 |
| 4339 | 2021.11.29 14:30 | sell | 2170 | 0.01 | 113.577 | 114.097 | 113.077 | ||
| 4340 | 2021.11.29 15:15 | sell | 2171 | 0.02 | 113.691 | 114.211 | 113.561 | ||
| 4341 | 2021.11.29 16:00 | sell | 2172 | 0.04 | 113.770 | 114.290 | 113.570 | ||
| 4342 | 2021.11.29 17:56 | t/p | 2172 | 0.04 | 113.570 | 114.290 | 113.570 | 800.00 | 730233.68 |
| 4343 | 2021.11.29 17:57 | t/p | 2171 | 0.02 | 113.561 | 114.211 | 113.561 | 260.00 | 730493.68 |
| 4344 | 2021.11.30 07:08 | close | 2170 | 0.01 | 113.456 | 114.097 | 113.077 | 121.00 | 730614.68 |
| 4345 | 2021.12.07 13:00 | buy | 2173 | 0.01 | 113.596 | 113.076 | 114.096 | ||
| 4346 | 2021.12.07 13:30 | buy | 2174 | 0.02 | 113.525 | 113.005 | 113.605 | ||
| 4347 | 2021.12.07 15:18 | t/p | 2174 | 0.02 | 113.605 | 113.005 | 113.605 | 160.00 | 730774.68 |
| 4348 | 2021.12.07 15:57 | close | 2173 | 0.01 | 113.757 | 113.076 | 114.096 | 161.00 | 730935.68 |
| 4349 | 2021.12.07 22:45 | buy | 2175 | 0.01 | 113.515 | 112.995 | 114.015 | ||
| 4350 | 2021.12.08 13:47 | close | 2175 | 0.01 | 113.676 | 112.995 | 114.015 | 164.26 | 731099.94 |