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 |
| 4501 | 2022.02.24 16:00 | sell | 2251 | 0.01 | 114.897 | 115.417 | 114.397 | ||
| 4502 | 2022.02.24 16:10 | sell | 2252 | 0.02 | 114.951 | 115.471 | 114.821 | ||
| 4503 | 2022.02.24 16:35 | sell | 2253 | 0.04 | 115.026 | 115.546 | 114.826 | ||
| 4504 | 2022.02.24 17:12 | s/l | 2251 | 0.01 | 115.417 | 115.417 | 114.397 | -520.00 | 745136.40 |
| 4505 | 2022.02.24 17:44 | s/l | 2252 | 0.02 | 115.471 | 115.471 | 114.821 | -1040.00 | 744096.40 |
| 4506 | 2022.02.24 17:47 | s/l | 2253 | 0.04 | 115.546 | 115.546 | 114.826 | -2080.00 | 742016.40 |
| 4507 | 2022.03.01 15:30 | sell | 2254 | 0.01 | 114.896 | 115.416 | 114.396 | ||
| 4508 | 2022.03.01 17:47 | close | 2254 | 0.01 | 114.775 | 115.416 | 114.396 | 121.00 | 742137.40 |
| 4509 | 2022.03.02 00:00 | sell | 2255 | 0.01 | 114.876 | 115.396 | 114.376 | ||
| 4510 | 2022.03.02 14:19 | s/l | 2255 | 0.01 | 115.396 | 115.396 | 114.376 | -520.00 | 741617.40 |
| 4511 | 2022.03.03 14:30 | buy | 2256 | 0.01 | 115.654 | 115.134 | 116.154 | ||
| 4512 | 2022.03.03 17:15 | buy | 2257 | 0.02 | 115.564 | 115.044 | 115.644 | ||
| 4513 | 2022.03.03 18:52 | t/p | 2257 | 0.02 | 115.644 | 115.044 | 115.644 | 160.00 | 741777.40 |
| 4514 | 2022.03.03 20:15 | buy | 2258 | 0.02 | 115.512 | 114.992 | 115.592 | ||
| 4515 | 2022.03.04 17:06 | s/l | 2256 | 0.01 | 115.134 | 115.134 | 116.154 | -516.74 | 741260.66 |
| 4516 | 2022.03.04 17:11 | s/l | 2258 | 0.02 | 114.992 | 114.992 | 115.592 | -1033.48 | 740227.18 |
| 4517 | 2022.03.08 09:30 | buy | 2259 | 0.01 | 115.411 | 114.891 | 115.911 | ||
| 4518 | 2022.03.08 11:02 | close | 2259 | 0.01 | 115.572 | 114.891 | 115.911 | 161.00 | 740388.18 |
| 4519 | 2022.03.08 17:00 | buy | 2260 | 0.01 | 115.538 | 115.018 | 116.038 | ||
| 4520 | 2022.03.08 17:15 | buy | 2261 | 0.02 | 115.470 | 114.950 | 115.550 | ||
| 4521 | 2022.03.08 17:53 | t/p | 2261 | 0.02 | 115.550 | 114.950 | 115.550 | 160.00 | 740548.18 |
| 4522 | 2022.03.08 18:28 | close | 2260 | 0.01 | 115.699 | 115.018 | 116.038 | 161.00 | 740709.18 |
| 4523 | 2022.03.09 15:30 | buy | 2262 | 0.01 | 115.758 | 115.238 | 116.258 | ||
| 4524 | 2022.03.10 01:41 | close | 2262 | 0.01 | 115.919 | 115.238 | 116.258 | 170.78 | 740879.96 |
| 4525 | 2022.03.17 21:45 | sell | 2263 | 0.01 | 118.641 | 119.161 | 118.141 | ||
| 4526 | 2022.03.18 01:10 | close | 2263 | 0.01 | 118.521 | 119.161 | 118.141 | 120.00 | 740999.96 |
| 4527 | 2022.03.23 10:15 | buy | 2264 | 0.01 | 121.042 | 120.522 | 121.542 | ||
| 4528 | 2022.03.23 10:30 | buy | 2265 | 0.02 | 120.998 | 120.478 | 121.078 | ||
| 4529 | 2022.03.23 11:00 | buy | 2266 | 0.04 | 120.903 | 120.383 | 121.103 | ||
| 4530 | 2022.03.23 12:21 | close | 2264 | 0.01 | 121.043 | 120.522 | 121.542 | 1.00 | 741000.96 |
| 4531 | 2022.03.23 12:21 | close | 2265 | 0.02 | 121.043 | 120.478 | 121.078 | 90.00 | 741090.96 |
| 4532 | 2022.03.23 12:21 | close | 2266 | 0.04 | 121.043 | 120.383 | 121.103 | 560.00 | 741650.96 |
| 4533 | 2022.03.23 14:00 | buy | 2267 | 0.01 | 120.793 | 120.273 | 121.293 | ||
| 4534 | 2022.03.23 14:15 | buy | 2268 | 0.02 | 120.723 | 120.203 | 120.803 | ||
| 4535 | 2022.03.23 14:35 | buy | 2269 | 0.04 | 120.670 | 120.150 | 120.870 | ||
| 4536 | 2022.03.23 16:24 | close | 2267 | 0.01 | 120.796 | 120.273 | 121.293 | 3.00 | 741653.96 |
| 4537 | 2022.03.23 16:24 | close | 2268 | 0.02 | 120.796 | 120.203 | 120.803 | 146.00 | 741799.96 |
| 4538 | 2022.03.23 16:24 | close | 2269 | 0.04 | 120.796 | 120.150 | 120.870 | 504.00 | 742303.96 |
| 4539 | 2022.03.29 20:45 | sell | 2270 | 0.01 | 122.819 | 123.339 | 122.319 | ||
| 4540 | 2022.03.29 21:30 | sell | 2271 | 0.02 | 122.866 | 123.386 | 122.736 | ||
| 4541 | 2022.03.29 22:00 | sell | 2272 | 0.04 | 122.922 | 123.442 | 122.722 | ||
| 4542 | 2022.03.30 02:00 | sell | 2273 | 0.08 | 122.970 | 123.490 | 122.570 | ||
| 4543 | 2022.03.30 02:15 | close | 2270 | 0.01 | 122.845 | 123.339 | 122.319 | -26.00 | 742277.96 |
| 4544 | 2022.03.30 02:15 | close | 2271 | 0.02 | 122.845 | 123.386 | 122.736 | 42.00 | 742319.96 |
| 4545 | 2022.03.30 02:15 | close | 2272 | 0.04 | 122.845 | 123.442 | 122.722 | 308.00 | 742627.96 |
| 4546 | 2022.03.30 02:15 | close | 2273 | 0.08 | 122.845 | 123.490 | 122.570 | 1000.00 | 743627.96 |
| 4547 | 2022.03.30 02:45 | sell | 2274 | 0.01 | 123.168 | 123.688 | 122.668 | ||
| 4548 | 2022.03.30 03:00 | close | 2274 | 0.01 | 123.048 | 123.688 | 122.668 | 120.00 | 743747.96 |
| 4549 | 2022.03.30 03:05 | sell | 2275 | 0.01 | 122.966 | 123.486 | 122.466 | ||
| 4550 | 2022.03.30 03:05 | close | 2275 | 0.01 | 122.844 | 123.486 | 122.466 | 122.00 | 743869.96 |
| 4551 | 2022.03.30 03:10 | sell | 2276 | 0.01 | 122.944 | 123.464 | 122.444 | ||
| 4552 | 2022.03.30 03:13 | close | 2276 | 0.01 | 122.823 | 123.464 | 122.444 | 121.00 | 743990.96 |
| 4553 | 2022.03.30 13:15 | sell | 2277 | 0.01 | 121.902 | 122.422 | 121.402 | ||
| 4554 | 2022.03.30 13:43 | close | 2277 | 0.01 | 121.781 | 122.422 | 121.402 | 121.00 | 744111.96 |
| 4555 | 2022.03.30 16:30 | sell | 2278 | 0.01 | 122.080 | 122.600 | 121.580 | ||
| 4556 | 2022.03.30 16:35 | close | 2278 | 0.01 | 121.959 | 122.600 | 121.580 | 121.00 | 744232.96 |
| 4557 | 2022.03.30 16:40 | sell | 2279 | 0.01 | 121.866 | 122.386 | 121.366 | ||
| 4558 | 2022.03.30 16:41 | close | 2279 | 0.01 | 121.745 | 122.386 | 121.366 | 121.00 | 744353.96 |
| 4559 | 2022.04.01 19:45 | buy | 2280 | 0.01 | 122.580 | 122.060 | 123.080 | ||
| 4560 | 2022.04.01 19:55 | buy | 2281 | 0.02 | 122.539 | 122.019 | 122.619 | ||
| 4561 | 2022.04.01 21:08 | t/p | 2281 | 0.02 | 122.619 | 122.019 | 122.619 | 160.00 | 744513.96 |
| 4562 | 2022.04.01 22:30 | buy | 2282 | 0.02 | 122.499 | 121.979 | 122.579 | ||
| 4563 | 2022.04.04 00:05 | t/p | 2282 | 0.02 | 122.579 | 121.979 | 122.579 | 166.52 | 744680.48 |
| 4564 | 2022.04.04 06:59 | close | 2280 | 0.01 | 122.743 | 122.060 | 123.080 | 166.26 | 744846.74 |
| 4565 | 2022.04.05 01:15 | buy | 2283 | 0.01 | 122.747 | 122.227 | 123.247 | ||
| 4566 | 2022.04.05 10:42 | close | 2283 | 0.01 | 122.908 | 122.227 | 123.247 | 161.00 | 745007.74 |
| 4567 | 2022.04.08 01:00 | buy | 2284 | 0.01 | 123.939 | 123.419 | 124.439 | ||
| 4568 | 2022.04.08 01:41 | close | 2284 | 0.01 | 124.102 | 123.419 | 124.439 | 163.00 | 745170.74 |
| 4569 | 2022.04.11 22:15 | buy | 2285 | 0.01 | 125.440 | 124.920 | 125.940 | ||
| 4570 | 2022.04.11 23:15 | buy | 2286 | 0.02 | 125.390 | 124.870 | 125.470 | ||
| 4571 | 2022.04.11 23:30 | buy | 2287 | 0.04 | 125.349 | 124.829 | 125.549 | ||
| 4572 | 2022.04.12 01:49 | close | 2285 | 0.01 | 125.467 | 124.920 | 125.940 | 30.26 | 745201.00 |
| 4573 | 2022.04.12 01:49 | close | 2286 | 0.02 | 125.467 | 124.870 | 125.470 | 160.52 | 745361.52 |
| 4574 | 2022.04.12 01:49 | close | 2287 | 0.04 | 125.467 | 124.829 | 125.549 | 485.04 | 745846.56 |
| 4575 | 2022.04.12 15:00 | buy | 2288 | 0.01 | 125.479 | 124.959 | 125.979 | ||
| 4576 | 2022.04.12 15:45 | buy | 2289 | 0.02 | 125.298 | 124.778 | 125.378 | ||
| 4577 | 2022.04.12 15:54 | s/l | 2288 | 0.01 | 124.959 | 124.959 | 125.979 | -520.00 | 745326.56 |
| 4578 | 2022.04.12 15:55 | s/l | 2289 | 0.02 | 124.778 | 124.778 | 125.378 | -1040.00 | 744286.56 |
| 4579 | 2022.04.19 15:15 | buy | 2290 | 0.01 | 128.125 | 127.605 | 128.625 | ||
| 4580 | 2022.04.19 15:37 | close | 2290 | 0.01 | 128.286 | 127.605 | 128.625 | 161.00 | 744447.56 |
| 4581 | 2022.04.19 15:40 | buy | 2291 | 0.01 | 128.289 | 127.769 | 128.789 | ||
| 4582 | 2022.04.19 15:57 | close | 2291 | 0.01 | 128.449 | 127.769 | 128.789 | 160.00 | 744607.56 |
| 4583 | 2022.04.20 04:15 | buy | 2292 | 0.01 | 129.136 | 128.616 | 129.636 | ||
| 4584 | 2022.04.20 04:34 | close | 2292 | 0.01 | 129.297 | 128.616 | 129.636 | 161.00 | 744768.56 |
| 4585 | 2022.04.20 05:30 | buy | 2293 | 0.01 | 128.697 | 128.177 | 129.197 | ||
| 4586 | 2022.04.20 06:15 | buy | 2294 | 0.02 | 128.264 | 127.744 | 128.344 | ||
| 4587 | 2022.04.20 06:15 | t/p | 2294 | 0.02 | 128.344 | 127.744 | 128.344 | 160.00 | 744928.56 |
| 4588 | 2022.04.20 06:20 | buy | 2295 | 0.02 | 128.366 | 127.846 | 128.446 | ||
| 4589 | 2022.04.20 06:25 | buy | 2296 | 0.04 | 128.308 | 127.788 | 128.508 | ||
| 4590 | 2022.04.20 06:28 | s/l | 2293 | 0.01 | 128.177 | 128.177 | 129.197 | -520.00 | 744408.56 |
| 4591 | 2022.04.20 07:01 | close | 2295 | 0.02 | 128.436 | 127.846 | 128.446 | 140.00 | 744548.56 |
| 4592 | 2022.04.20 07:01 | close | 2296 | 0.04 | 128.436 | 127.788 | 128.508 | 512.00 | 745060.56 |
| 4593 | 2022.04.25 22:00 | sell | 2297 | 0.01 | 128.021 | 128.541 | 127.521 | ||
| 4594 | 2022.04.25 22:05 | close | 2297 | 0.01 | 127.900 | 128.541 | 127.521 | 121.00 | 745181.56 |
| 4595 | 2022.04.25 22:15 | sell | 2298 | 0.01 | 127.966 | 128.486 | 127.466 | ||
| 4596 | 2022.04.25 22:45 | sell | 2299 | 0.02 | 128.010 | 128.530 | 127.880 | ||
| 4597 | 2022.04.25 23:30 | sell | 2300 | 0.04 | 128.101 | 128.621 | 127.901 | ||
| 4598 | 2022.04.26 02:47 | t/p | 2300 | 0.04 | 127.901 | 128.621 | 127.901 | 800.00 | 745981.56 |
| 4599 | 2022.04.26 02:48 | t/p | 2299 | 0.02 | 127.880 | 128.530 | 127.880 | 260.00 | 746241.56 |
| 4600 | 2022.04.26 02:48 | close | 2298 | 0.01 | 127.845 | 128.486 | 127.466 | 121.00 | 746362.56 |
| 4601 | 2022.04.26 07:00 | sell | 2301 | 0.01 | 128.010 | 128.530 | 127.510 | ||
| 4602 | 2022.04.26 07:15 | sell | 2302 | 0.02 | 128.070 | 128.590 | 127.940 | ||
| 4603 | 2022.04.26 08:15 | sell | 2303 | 0.04 | 128.114 | 128.634 | 127.914 | ||
| 4604 | 2022.04.26 08:34 | t/p | 2302 | 0.02 | 127.940 | 128.590 | 127.940 | 260.00 | 746622.56 |
| 4605 | 2022.04.26 08:35 | t/p | 2303 | 0.04 | 127.914 | 128.634 | 127.914 | 800.00 | 747422.56 |
| 4606 | 2022.04.26 09:03 | close | 2301 | 0.01 | 127.889 | 128.530 | 127.510 | 121.00 | 747543.56 |
| 4607 | 2022.04.26 21:00 | sell | 2304 | 0.01 | 127.572 | 128.092 | 127.072 | ||
| 4608 | 2022.04.26 22:15 | sell | 2305 | 0.02 | 127.623 | 128.143 | 127.493 | ||
| 4609 | 2022.04.26 22:45 | t/p | 2305 | 0.02 | 127.493 | 128.143 | 127.493 | 260.00 | 747803.56 |
| 4610 | 2022.04.26 22:59 | close | 2304 | 0.01 | 127.452 | 128.092 | 127.072 | 120.00 | 747923.56 |
| 4611 | 2022.04.27 03:30 | sell | 2306 | 0.01 | 127.331 | 127.851 | 126.831 | ||
| 4612 | 2022.04.27 03:40 | sell | 2307 | 0.02 | 127.393 | 127.913 | 127.263 | ||
| 4613 | 2022.04.27 04:00 | sell | 2308 | 0.04 | 127.533 | 128.053 | 127.333 | ||
| 4614 | 2022.04.27 04:05 | sell | 2309 | 0.08 | 127.594 | 128.114 | 127.194 | ||
| 4615 | 2022.04.27 05:03 | close | 2306 | 0.01 | 127.446 | 127.851 | 126.831 | -115.00 | 747808.56 |
| 4616 | 2022.04.27 05:03 | close | 2307 | 0.02 | 127.446 | 127.913 | 127.263 | -106.00 | 747702.56 |
| 4617 | 2022.04.27 05:03 | close | 2308 | 0.04 | 127.446 | 128.053 | 127.333 | 348.00 | 748050.56 |
| 4618 | 2022.04.27 05:03 | close | 2309 | 0.08 | 127.446 | 128.114 | 127.194 | 1184.00 | 749234.56 |
| 4619 | 2022.05.09 14:45 | buy | 2310 | 0.01 | 131.053 | 130.533 | 131.553 | ||
| 4620 | 2022.05.09 15:15 | buy | 2311 | 0.02 | 130.785 | 130.265 | 130.865 | ||
| 4621 | 2022.05.09 15:30 | buy | 2312 | 0.04 | 130.708 | 130.188 | 130.908 | ||
| 4622 | 2022.05.09 15:34 | s/l | 2310 | 0.01 | 130.533 | 130.533 | 131.553 | -520.00 | 748714.56 |
| 4623 | 2022.05.09 15:45 | buy | 2313 | 0.07 | 130.646 | 130.126 | 130.846 | ||
| 4624 | 2022.05.09 16:41 | close | 2311 | 0.02 | 130.818 | 130.265 | 130.865 | 66.00 | 748780.56 |
| 4625 | 2022.05.09 16:41 | close | 2312 | 0.04 | 130.818 | 130.188 | 130.908 | 440.00 | 749220.56 |
| 4626 | 2022.05.09 16:41 | close | 2313 | 0.07 | 130.818 | 130.126 | 130.846 | 1204.00 | 750424.56 |
| 4627 | 2022.05.09 17:45 | buy | 2314 | 0.01 | 130.526 | 130.006 | 131.026 | ||
| 4628 | 2022.05.09 18:15 | buy | 2315 | 0.02 | 130.437 | 129.917 | 130.517 | ||
| 4629 | 2022.05.09 18:30 | buy | 2316 | 0.04 | 130.211 | 129.691 | 130.411 | ||
| 4630 | 2022.05.09 19:08 | t/p | 2316 | 0.04 | 130.411 | 129.691 | 130.411 | 800.00 | 751224.56 |
| 4631 | 2022.05.10 01:14 | t/p | 2315 | 0.02 | 130.517 | 129.917 | 130.517 | 166.52 | 751391.08 |
| 4632 | 2022.05.10 03:20 | s/l | 2314 | 0.01 | 130.006 | 130.006 | 131.026 | -516.74 | 750874.34 |
| 4633 | 2022.05.10 08:00 | sell | 2317 | 0.01 | 130.459 | 130.979 | 129.959 | ||
| 4634 | 2022.05.10 09:00 | close | 2317 | 0.01 | 130.338 | 130.979 | 129.959 | 121.00 | 750995.34 |
| 4635 | 2022.05.16 00:30 | buy | 2318 | 0.01 | 129.372 | 128.852 | 129.872 | ||
| 4636 | 2022.05.16 03:24 | close | 2318 | 0.01 | 129.532 | 128.852 | 129.872 | 160.00 | 751155.34 |
| 4637 | 2022.05.16 04:30 | buy | 2319 | 0.01 | 129.272 | 128.752 | 129.772 | ||
| 4638 | 2022.05.16 05:20 | s/l | 2319 | 0.01 | 128.752 | 128.752 | 129.772 | -520.00 | 750635.34 |
| 4639 | 2022.05.18 10:00 | sell | 2320 | 0.01 | 129.225 | 129.745 | 128.725 | ||
| 4640 | 2022.05.18 10:45 | sell | 2321 | 0.02 | 129.267 | 129.787 | 129.137 | ||
| 4641 | 2022.05.18 11:00 | sell | 2322 | 0.04 | 129.320 | 129.840 | 129.120 | ||
| 4642 | 2022.05.18 12:16 | t/p | 2321 | 0.02 | 129.137 | 129.787 | 129.137 | 260.00 | 750895.34 |
| 4643 | 2022.05.18 12:17 | t/p | 2322 | 0.04 | 129.120 | 129.840 | 129.120 | 800.00 | 751695.34 |
| 4644 | 2022.05.18 13:01 | close | 2320 | 0.01 | 129.104 | 129.745 | 128.725 | 121.00 | 751816.34 |
| 4645 | 2022.05.19 01:00 | sell | 2323 | 0.01 | 128.298 | 128.818 | 127.798 | ||
| 4646 | 2022.05.19 01:15 | sell | 2324 | 0.02 | 128.385 | 128.905 | 128.255 | ||
| 4647 | 2022.05.19 02:14 | t/p | 2324 | 0.02 | 128.255 | 128.905 | 128.255 | 260.00 | 752076.34 |
| 4648 | 2022.05.19 02:39 | close | 2323 | 0.01 | 128.177 | 128.818 | 127.798 | 121.00 | 752197.34 |
| 4649 | 2022.05.23 08:45 | sell | 2325 | 0.01 | 127.554 | 128.074 | 127.054 | ||
| 4650 | 2022.05.23 09:00 | sell | 2326 | 0.02 | 127.779 | 128.299 | 127.649 | ||