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 |
| 4651 | 2022.05.23 09:15 | sell | 2327 | 0.04 | 127.900 | 128.420 | 127.700 | ||
| 4652 | 2022.05.23 10:00 | t/p | 2327 | 0.04 | 127.700 | 128.420 | 127.700 | 800.00 | 752997.34 |
| 4653 | 2022.05.23 10:12 | t/p | 2326 | 0.02 | 127.649 | 128.299 | 127.649 | 260.00 | 753257.34 |
| 4654 | 2022.05.23 11:23 | close | 2325 | 0.01 | 127.433 | 128.074 | 127.054 | 121.00 | 753378.34 |
| 4655 | 2022.05.24 21:00 | sell | 2328 | 0.01 | 126.754 | 127.274 | 126.254 | ||
| 4656 | 2022.05.24 22:45 | sell | 2329 | 0.02 | 126.843 | 127.363 | 126.713 | ||
| 4657 | 2022.05.25 02:55 | t/p | 2329 | 0.02 | 126.713 | 127.363 | 126.713 | 260.00 | 753638.34 |
| 4658 | 2022.05.25 10:18 | s/l | 2328 | 0.01 | 127.274 | 127.274 | 126.254 | -520.00 | 753118.34 |
| 4659 | 2022.05.25 14:45 | buy | 2330 | 0.01 | 126.903 | 126.383 | 127.403 | ||
| 4660 | 2022.05.25 15:46 | close | 2330 | 0.01 | 127.064 | 126.383 | 127.403 | 161.00 | 753279.34 |
| 4661 | 2022.05.26 09:15 | buy | 2331 | 0.01 | 127.289 | 126.769 | 127.789 | ||
| 4662 | 2022.05.26 09:45 | buy | 2332 | 0.02 | 127.245 | 126.725 | 127.325 | ||
| 4663 | 2022.05.26 10:00 | buy | 2333 | 0.04 | 127.177 | 126.657 | 127.377 | ||
| 4664 | 2022.05.26 10:02 | s/l | 2331 | 0.01 | 126.769 | 126.769 | 127.789 | -520.00 | 752759.34 |
| 4665 | 2022.05.26 10:02 | s/l | 2332 | 0.02 | 126.725 | 126.725 | 127.325 | -1040.00 | 751719.34 |
| 4666 | 2022.05.26 10:02 | s/l | 2333 | 0.04 | 126.657 | 126.657 | 127.377 | -2080.00 | 749639.34 |
| 4667 | 2022.05.31 20:30 | buy | 2334 | 0.01 | 128.489 | 127.969 | 128.989 | ||
| 4668 | 2022.05.31 21:59 | close | 2334 | 0.01 | 128.650 | 127.969 | 128.989 | 161.00 | 749800.34 |
| 4669 | 2022.06.01 16:15 | buy | 2335 | 0.01 | 129.294 | 128.774 | 129.794 | ||
| 4670 | 2022.06.01 17:00 | close | 2335 | 0.01 | 129.456 | 128.774 | 129.794 | 162.00 | 749962.34 |
| 4671 | 2022.06.02 02:00 | buy | 2336 | 0.01 | 130.116 | 129.596 | 130.616 | ||
| 4672 | 2022.06.02 15:03 | s/l | 2336 | 0.01 | 129.596 | 129.596 | 130.616 | -520.00 | 749442.34 |
| 4673 | 2022.06.09 04:15 | buy | 2337 | 0.01 | 134.272 | 133.752 | 134.772 | ||
| 4674 | 2022.06.09 04:25 | buy | 2338 | 0.02 | 134.212 | 133.692 | 134.292 | ||
| 4675 | 2022.06.09 04:49 | t/p | 2338 | 0.02 | 134.292 | 133.692 | 134.292 | 160.00 | 749602.34 |
| 4676 | 2022.06.09 05:12 | close | 2337 | 0.01 | 134.433 | 133.752 | 134.772 | 161.00 | 749763.34 |
| 4677 | 2022.06.09 06:45 | buy | 2339 | 0.01 | 134.137 | 133.617 | 134.637 | ||
| 4678 | 2022.06.09 07:00 | buy | 2340 | 0.02 | 133.954 | 133.434 | 134.034 | ||
| 4679 | 2022.06.09 07:06 | t/p | 2340 | 0.02 | 134.034 | 133.434 | 134.034 | 160.00 | 749923.34 |
| 4680 | 2022.06.09 07:10 | buy | 2341 | 0.02 | 134.065 | 133.545 | 134.145 | ||
| 4681 | 2022.06.09 07:56 | t/p | 2341 | 0.02 | 134.145 | 133.545 | 134.145 | 160.00 | 750083.34 |
| 4682 | 2022.06.09 08:45 | buy | 2342 | 0.02 | 133.806 | 133.286 | 133.886 | ||
| 4683 | 2022.06.09 09:13 | t/p | 2342 | 0.02 | 133.886 | 133.286 | 133.886 | 160.00 | 750243.34 |
| 4684 | 2022.06.09 10:19 | s/l | 2339 | 0.01 | 133.617 | 133.617 | 134.637 | -520.00 | 749723.34 |
| 4685 | 2022.06.15 03:15 | buy | 2343 | 0.01 | 135.115 | 134.595 | 135.615 | ||
| 4686 | 2022.06.15 03:25 | buy | 2344 | 0.02 | 135.021 | 134.501 | 135.101 | ||
| 4687 | 2022.06.15 03:30 | t/p | 2344 | 0.02 | 135.101 | 134.501 | 135.101 | 160.00 | 749883.34 |
| 4688 | 2022.06.15 03:45 | buy | 2345 | 0.02 | 135.071 | 134.551 | 135.151 | ||
| 4689 | 2022.06.15 04:00 | buy | 2346 | 0.04 | 135.028 | 134.508 | 135.228 | ||
| 4690 | 2022.06.15 04:10 | close | 2343 | 0.01 | 135.146 | 134.595 | 135.615 | 31.00 | 749914.34 |
| 4691 | 2022.06.15 04:10 | close | 2345 | 0.02 | 135.146 | 134.551 | 135.151 | 150.00 | 750064.34 |
| 4692 | 2022.06.15 04:10 | close | 2346 | 0.04 | 135.146 | 134.508 | 135.228 | 472.00 | 750536.34 |
| 4693 | 2022.06.15 08:15 | buy | 2347 | 0.01 | 134.840 | 134.320 | 135.340 | ||
| 4694 | 2022.06.15 08:31 | close | 2347 | 0.01 | 135.002 | 134.320 | 135.340 | 162.00 | 750698.34 |
| 4695 | 2022.06.15 09:15 | buy | 2348 | 0.01 | 134.795 | 134.275 | 135.295 | ||
| 4696 | 2022.06.15 09:25 | buy | 2349 | 0.02 | 134.695 | 134.175 | 134.775 | ||
| 4697 | 2022.06.15 09:45 | buy | 2350 | 0.04 | 134.644 | 134.124 | 134.844 | ||
| 4698 | 2022.06.15 10:47 | t/p | 2349 | 0.02 | 134.775 | 134.175 | 134.775 | 160.00 | 750858.34 |
| 4699 | 2022.06.15 10:48 | close | 2348 | 0.01 | 134.805 | 134.275 | 135.295 | 10.00 | 750868.34 |
| 4700 | 2022.06.15 10:48 | close | 2350 | 0.04 | 134.805 | 134.124 | 134.844 | 644.00 | 751512.34 |
| 4701 | 2022.06.15 12:15 | buy | 2351 | 0.01 | 134.431 | 133.911 | 134.931 | ||
| 4702 | 2022.06.15 12:32 | close | 2351 | 0.01 | 134.591 | 133.911 | 134.931 | 160.00 | 751672.34 |
| 4703 | 2022.06.15 13:30 | buy | 2352 | 0.01 | 134.368 | 133.848 | 134.868 | ||
| 4704 | 2022.06.15 14:17 | close | 2352 | 0.01 | 134.530 | 133.848 | 134.868 | 162.00 | 751834.34 |
| 4705 | 2022.06.20 04:30 | buy | 2353 | 0.01 | 135.075 | 134.555 | 135.575 | ||
| 4706 | 2022.06.20 04:35 | buy | 2354 | 0.02 | 135.003 | 134.483 | 135.083 | ||
| 4707 | 2022.06.20 09:02 | t/p | 2354 | 0.02 | 135.083 | 134.483 | 135.083 | 160.00 | 751994.34 |
| 4708 | 2022.06.20 10:17 | s/l | 2353 | 0.01 | 134.555 | 134.555 | 135.575 | -520.00 | 751474.34 |
| 4709 | 2022.06.20 14:00 | sell | 2355 | 0.01 | 134.883 | 135.403 | 134.383 | ||
| 4710 | 2022.06.20 14:30 | sell | 2356 | 0.02 | 134.943 | 135.463 | 134.813 | ||
| 4711 | 2022.06.21 11:29 | s/l | 2355 | 0.01 | 135.403 | 135.403 | 134.383 | -520.00 | 750954.34 |
| 4712 | 2022.06.21 11:30 | s/l | 2356 | 0.02 | 135.463 | 135.463 | 134.813 | -1040.00 | 749914.34 |
| 4713 | 2022.06.23 09:15 | sell | 2357 | 0.01 | 135.802 | 136.322 | 135.302 | ||
| 4714 | 2022.06.23 09:30 | sell | 2358 | 0.02 | 135.862 | 136.382 | 135.732 | ||
| 4715 | 2022.06.23 10:15 | t/p | 2358 | 0.02 | 135.732 | 136.382 | 135.732 | 260.00 | 750174.34 |
| 4716 | 2022.06.23 10:15 | close | 2357 | 0.01 | 135.682 | 136.322 | 135.302 | 120.00 | 750294.34 |
| 4717 | 2022.06.23 21:00 | sell | 2359 | 0.01 | 134.983 | 135.503 | 134.483 | ||
| 4718 | 2022.06.24 01:32 | close | 2359 | 0.01 | 134.861 | 135.503 | 134.483 | 122.00 | 750416.34 |
| 4719 | 2022.06.27 00:15 | buy | 2360 | 0.01 | 135.158 | 134.638 | 135.658 | ||
| 4720 | 2022.06.27 01:15 | buy | 2361 | 0.02 | 135.100 | 134.580 | 135.180 | ||
| 4721 | 2022.06.27 02:08 | t/p | 2361 | 0.02 | 135.180 | 134.580 | 135.180 | 160.00 | 750576.34 |
| 4722 | 2022.06.27 03:00 | buy | 2362 | 0.02 | 135.056 | 134.536 | 135.136 | ||
| 4723 | 2022.06.27 03:30 | buy | 2363 | 0.04 | 134.967 | 134.447 | 135.167 | ||
| 4724 | 2022.06.27 03:45 | buy | 2364 | 0.08 | 134.777 | 134.257 | 135.177 | ||
| 4725 | 2022.06.27 03:53 | s/l | 2360 | 0.01 | 134.638 | 134.638 | 135.658 | -520.00 | 750056.34 |
| 4726 | 2022.06.27 04:02 | s/l | 2362 | 0.02 | 134.536 | 134.536 | 135.136 | -1040.00 | 749016.34 |
| 4727 | 2022.06.27 09:12 | close | 2363 | 0.04 | 134.983 | 134.447 | 135.167 | 64.00 | 749080.34 |
| 4728 | 2022.06.27 09:12 | close | 2364 | 0.08 | 134.983 | 134.257 | 135.177 | 1648.00 | 750728.34 |
| 4729 | 2022.06.30 23:45 | sell | 2365 | 0.01 | 135.741 | 136.261 | 135.241 | ||
| 4730 | 2022.07.01 02:20 | sell | 2366 | 0.02 | 135.791 | 136.311 | 135.661 | ||
| 4731 | 2022.07.01 03:15 | sell | 2367 | 0.04 | 135.889 | 136.409 | 135.689 | ||
| 4732 | 2022.07.01 03:45 | sell | 2368 | 0.08 | 135.950 | 136.470 | 135.550 | ||
| 4733 | 2022.07.01 04:10 | close | 2365 | 0.01 | 135.811 | 136.261 | 135.241 | -70.00 | 750658.34 |
| 4734 | 2022.07.01 04:10 | close | 2366 | 0.02 | 135.811 | 136.311 | 135.661 | -40.00 | 750618.34 |
| 4735 | 2022.07.01 04:10 | close | 2367 | 0.04 | 135.811 | 136.409 | 135.689 | 312.00 | 750930.34 |
| 4736 | 2022.07.01 04:10 | close | 2368 | 0.08 | 135.811 | 136.470 | 135.550 | 1112.00 | 752042.34 |
| 4737 | 2022.07.01 11:00 | sell | 2369 | 0.01 | 135.303 | 135.823 | 134.803 | ||
| 4738 | 2022.07.01 11:15 | sell | 2370 | 0.02 | 135.349 | 135.869 | 135.219 | ||
| 4739 | 2022.07.01 11:30 | sell | 2371 | 0.04 | 135.474 | 135.994 | 135.274 | ||
| 4740 | 2022.07.01 11:45 | sell | 2372 | 0.08 | 135.568 | 136.088 | 135.168 | ||
| 4741 | 2022.07.01 12:19 | close | 2369 | 0.01 | 135.409 | 135.823 | 134.803 | -106.00 | 751936.34 |
| 4742 | 2022.07.01 12:19 | close | 2370 | 0.02 | 135.409 | 135.869 | 135.219 | -120.00 | 751816.34 |
| 4743 | 2022.07.01 12:19 | close | 2371 | 0.04 | 135.409 | 135.994 | 135.274 | 260.00 | 752076.34 |
| 4744 | 2022.07.01 12:19 | close | 2372 | 0.08 | 135.409 | 136.088 | 135.168 | 1272.00 | 753348.34 |
| 4745 | 2022.07.05 11:00 | buy | 2373 | 0.01 | 136.093 | 135.573 | 136.593 | ||
| 4746 | 2022.07.05 11:15 | buy | 2374 | 0.02 | 135.924 | 135.404 | 136.004 | ||
| 4747 | 2022.07.05 11:30 | buy | 2375 | 0.04 | 135.774 | 135.254 | 135.974 | ||
| 4748 | 2022.07.05 11:43 | s/l | 2373 | 0.01 | 135.573 | 135.573 | 136.593 | -520.00 | 752828.34 |
| 4749 | 2022.07.05 13:12 | close | 2374 | 0.02 | 135.933 | 135.404 | 136.004 | 18.00 | 752846.34 |
| 4750 | 2022.07.05 13:12 | close | 2375 | 0.04 | 135.933 | 135.254 | 135.974 | 636.00 | 753482.34 |
| 4751 | 2022.07.06 10:30 | sell | 2376 | 0.01 | 135.613 | 136.133 | 135.113 | ||
| 4752 | 2022.07.06 10:51 | close | 2376 | 0.01 | 135.493 | 136.133 | 135.113 | 120.00 | 753602.34 |
| 4753 | 2022.07.06 10:55 | sell | 2377 | 0.01 | 135.485 | 136.005 | 134.985 | ||
| 4754 | 2022.07.06 11:04 | close | 2377 | 0.01 | 135.365 | 136.005 | 134.985 | 120.00 | 753722.34 |
| 4755 | 2022.07.11 10:15 | buy | 2378 | 0.01 | 136.866 | 136.346 | 137.366 | ||
| 4756 | 2022.07.11 10:30 | buy | 2379 | 0.02 | 136.788 | 136.268 | 136.868 | ||
| 4757 | 2022.07.11 11:35 | t/p | 2379 | 0.02 | 136.868 | 136.268 | 136.868 | 160.00 | 753882.34 |
| 4758 | 2022.07.11 12:36 | close | 2378 | 0.01 | 137.026 | 136.346 | 137.366 | 160.00 | 754042.34 |
| 4759 | 2022.07.11 19:00 | buy | 2380 | 0.01 | 137.295 | 136.775 | 137.795 | ||
| 4760 | 2022.07.12 08:43 | close | 2380 | 0.01 | 137.455 | 136.775 | 137.795 | 163.26 | 754205.60 |
| 4761 | 2022.07.18 01:00 | sell | 2381 | 0.01 | 138.558 | 139.078 | 138.058 | ||
| 4762 | 2022.07.18 02:02 | close | 2381 | 0.01 | 138.436 | 139.078 | 138.058 | 122.00 | 754327.60 |
| 4763 | 2022.07.18 13:15 | sell | 2382 | 0.01 | 138.234 | 138.754 | 137.734 | ||
| 4764 | 2022.07.18 15:15 | sell | 2383 | 0.02 | 138.336 | 138.856 | 138.206 | ||
| 4765 | 2022.07.18 15:30 | sell | 2384 | 0.04 | 138.380 | 138.900 | 138.180 | ||
| 4766 | 2022.07.18 16:32 | t/p | 2383 | 0.02 | 138.206 | 138.856 | 138.206 | 260.00 | 754587.60 |
| 4767 | 2022.07.18 16:45 | t/p | 2384 | 0.04 | 138.180 | 138.900 | 138.180 | 800.00 | 755387.60 |
| 4768 | 2022.07.18 16:50 | close | 2382 | 0.01 | 138.114 | 138.754 | 137.734 | 120.00 | 755507.60 |
| 4769 | 2022.07.22 21:45 | sell | 2385 | 0.01 | 136.248 | 136.768 | 135.748 | ||
| 4770 | 2022.07.22 22:11 | close | 2385 | 0.01 | 136.128 | 136.768 | 135.748 | 120.00 | 755627.60 |
| 4771 | 2022.07.25 02:00 | sell | 2386 | 0.01 | 136.300 | 136.820 | 135.800 | ||
| 4772 | 2022.07.25 02:15 | sell | 2387 | 0.02 | 136.348 | 136.868 | 136.218 | ||
| 4773 | 2022.07.25 03:15 | sell | 2388 | 0.04 | 136.485 | 137.005 | 136.285 | ||
| 4774 | 2022.07.25 03:30 | sell | 2389 | 0.08 | 136.528 | 137.048 | 136.128 | ||
| 4775 | 2022.07.25 04:11 | close | 2386 | 0.01 | 136.390 | 136.820 | 135.800 | -90.00 | 755537.60 |
| 4776 | 2022.07.25 04:11 | close | 2387 | 0.02 | 136.390 | 136.868 | 136.218 | -84.00 | 755453.60 |
| 4777 | 2022.07.25 04:11 | close | 2388 | 0.04 | 136.390 | 137.005 | 136.285 | 380.00 | 755833.60 |
| 4778 | 2022.07.25 04:11 | close | 2389 | 0.08 | 136.390 | 137.048 | 136.128 | 1104.00 | 756937.60 |
| 4779 | 2022.07.27 09:15 | buy | 2390 | 0.01 | 136.919 | 136.399 | 137.419 | ||
| 4780 | 2022.07.27 17:27 | close | 2390 | 0.01 | 137.079 | 136.399 | 137.419 | 160.00 | 757097.60 |
| 4781 | 2022.07.29 01:15 | sell | 2391 | 0.01 | 134.448 | 134.968 | 133.948 | ||
| 4782 | 2022.07.29 01:41 | close | 2391 | 0.01 | 134.328 | 134.968 | 133.948 | 120.00 | 757217.60 |
| 4783 | 2022.07.29 03:15 | sell | 2392 | 0.01 | 134.594 | 135.114 | 134.094 | ||
| 4784 | 2022.07.29 03:30 | sell | 2393 | 0.02 | 134.636 | 135.156 | 134.506 | ||
| 4785 | 2022.07.29 03:44 | t/p | 2393 | 0.02 | 134.506 | 135.156 | 134.506 | 260.00 | 757477.60 |
| 4786 | 2022.07.29 03:55 | close | 2392 | 0.01 | 134.473 | 135.114 | 134.094 | 121.00 | 757598.60 |
| 4787 | 2022.07.29 04:00 | sell | 2394 | 0.01 | 134.496 | 135.016 | 133.996 | ||
| 4788 | 2022.07.29 05:06 | close | 2394 | 0.01 | 134.375 | 135.016 | 133.996 | 121.00 | 757719.60 |
| 4789 | 2022.07.29 12:15 | sell | 2395 | 0.01 | 133.228 | 133.748 | 132.728 | ||
| 4790 | 2022.07.29 12:30 | sell | 2396 | 0.02 | 133.272 | 133.792 | 133.142 | ||
| 4791 | 2022.07.29 12:35 | sell | 2397 | 0.04 | 133.336 | 133.856 | 133.136 | ||
| 4792 | 2022.07.29 13:43 | close | 2395 | 0.01 | 133.145 | 133.748 | 132.728 | 83.00 | 757802.60 |
| 4793 | 2022.07.29 13:43 | close | 2396 | 0.02 | 133.145 | 133.792 | 133.142 | 254.00 | 758056.60 |
| 4794 | 2022.07.29 13:43 | close | 2397 | 0.04 | 133.145 | 133.856 | 133.136 | 764.00 | 758820.60 |
| 4795 | 2022.07.29 15:15 | sell | 2398 | 0.01 | 133.764 | 134.284 | 133.264 | ||
| 4796 | 2022.07.29 15:45 | sell | 2399 | 0.02 | 133.961 | 134.481 | 133.831 | ||
| 4797 | 2022.07.29 16:11 | s/l | 2398 | 0.01 | 134.284 | 134.284 | 133.264 | -520.00 | 758300.60 |
| 4798 | 2022.07.29 16:13 | s/l | 2399 | 0.02 | 134.481 | 134.481 | 133.831 | -1040.00 | 757260.60 |
| 4799 | 2022.07.29 16:15 | sell | 2400 | 0.01 | 134.434 | 134.954 | 133.934 | ||
| 4800 | 2022.07.29 16:28 | close | 2400 | 0.01 | 134.314 | 134.954 | 133.934 | 120.00 | 757380.60 |