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 |
| 4801 | 2022.07.29 16:30 | sell | 2401 | 0.01 | 134.305 | 134.825 | 133.805 | ||
| 4802 | 2022.07.29 16:35 | sell | 2402 | 0.02 | 134.354 | 134.874 | 134.224 | ||
| 4803 | 2022.07.29 16:40 | sell | 2403 | 0.04 | 134.418 | 134.938 | 134.218 | ||
| 4804 | 2022.07.29 16:45 | close | 2401 | 0.01 | 134.225 | 134.825 | 133.805 | 80.00 | 757460.60 |
| 4805 | 2022.07.29 16:45 | close | 2402 | 0.02 | 134.225 | 134.874 | 134.224 | 258.00 | 757718.60 |
| 4806 | 2022.07.29 16:45 | close | 2403 | 0.04 | 134.225 | 134.938 | 134.218 | 772.00 | 758490.60 |
| 4807 | 2022.08.03 23:30 | buy | 2404 | 0.01 | 133.882 | 133.362 | 134.382 | ||
| 4808 | 2022.08.04 02:07 | close | 2404 | 0.01 | 134.043 | 133.362 | 134.382 | 170.78 | 758661.38 |
| 4809 | 2022.08.08 10:45 | buy | 2405 | 0.01 | 135.072 | 134.552 | 135.572 | ||
| 4810 | 2022.08.08 11:00 | buy | 2406 | 0.02 | 135.001 | 134.481 | 135.081 | ||
| 4811 | 2022.08.08 11:02 | t/p | 2406 | 0.02 | 135.081 | 134.481 | 135.081 | 160.00 | 758821.38 |
| 4812 | 2022.08.08 11:10 | buy | 2407 | 0.02 | 134.983 | 134.463 | 135.063 | ||
| 4813 | 2022.08.08 11:19 | t/p | 2407 | 0.02 | 135.063 | 134.463 | 135.063 | 160.00 | 758981.38 |
| 4814 | 2022.08.08 13:45 | buy | 2408 | 0.02 | 134.916 | 134.396 | 134.996 | ||
| 4815 | 2022.08.08 14:15 | buy | 2409 | 0.04 | 134.688 | 134.168 | 134.888 | ||
| 4816 | 2022.08.08 14:46 | t/p | 2409 | 0.04 | 134.888 | 134.168 | 134.888 | 800.00 | 759781.38 |
| 4817 | 2022.08.08 16:53 | s/l | 2405 | 0.01 | 134.552 | 134.552 | 135.572 | -520.00 | 759261.38 |
| 4818 | 2022.08.08 16:58 | s/l | 2408 | 0.02 | 134.396 | 134.396 | 134.996 | -1040.00 | 758221.38 |
| 4819 | 2022.08.08 17:30 | buy | 2410 | 0.01 | 134.530 | 134.010 | 135.030 | ||
| 4820 | 2022.08.08 17:50 | close | 2410 | 0.01 | 134.691 | 134.010 | 135.030 | 161.00 | 758382.38 |
| 4821 | 2022.08.09 17:45 | buy | 2411 | 0.01 | 134.896 | 134.376 | 135.396 | ||
| 4822 | 2022.08.09 17:50 | close | 2411 | 0.01 | 135.056 | 134.376 | 135.396 | 160.00 | 758542.38 |
| 4823 | 2022.08.09 17:55 | buy | 2412 | 0.01 | 134.953 | 134.433 | 135.453 | ||
| 4824 | 2022.08.09 21:01 | close | 2412 | 0.01 | 135.114 | 134.433 | 135.453 | 161.00 | 758703.38 |
| 4825 | 2022.08.10 05:00 | buy | 2413 | 0.01 | 135.064 | 134.544 | 135.564 | ||
| 4826 | 2022.08.10 06:00 | buy | 2414 | 0.02 | 135.002 | 134.482 | 135.082 | ||
| 4827 | 2022.08.10 07:00 | buy | 2415 | 0.04 | 134.955 | 134.435 | 135.155 | ||
| 4828 | 2022.08.10 09:22 | close | 2413 | 0.01 | 135.077 | 134.544 | 135.564 | 13.00 | 758716.38 |
| 4829 | 2022.08.10 09:22 | close | 2414 | 0.02 | 135.077 | 134.482 | 135.082 | 150.00 | 758866.38 |
| 4830 | 2022.08.10 09:22 | close | 2415 | 0.04 | 135.077 | 134.435 | 135.155 | 488.00 | 759354.38 |
| 4831 | 2022.08.10 21:15 | sell | 2416 | 0.01 | 132.791 | 133.311 | 132.291 | ||
| 4832 | 2022.08.10 21:30 | sell | 2417 | 0.02 | 133.053 | 133.573 | 132.923 | ||
| 4833 | 2022.08.10 21:38 | t/p | 2417 | 0.02 | 132.923 | 133.573 | 132.923 | 260.00 | 759614.38 |
| 4834 | 2022.08.10 21:45 | sell | 2418 | 0.02 | 132.927 | 133.447 | 132.797 | ||
| 4835 | 2022.08.10 21:50 | sell | 2419 | 0.04 | 132.970 | 133.490 | 132.770 | ||
| 4836 | 2022.08.11 01:03 | t/p | 2418 | 0.02 | 132.797 | 133.447 | 132.797 | 260.00 | 759874.38 |
| 4837 | 2022.08.11 01:03 | t/p | 2419 | 0.04 | 132.770 | 133.490 | 132.770 | 800.00 | 760674.38 |
| 4838 | 2022.08.11 03:02 | close | 2416 | 0.01 | 132.671 | 133.311 | 132.291 | 120.00 | 760794.38 |
| 4839 | 2022.08.12 17:45 | buy | 2420 | 0.01 | 133.636 | 133.116 | 134.136 | ||
| 4840 | 2022.08.12 20:45 | buy | 2421 | 0.02 | 133.473 | 132.953 | 133.553 | ||
| 4841 | 2022.08.15 00:20 | buy | 2422 | 0.04 | 133.423 | 132.903 | 133.623 | ||
| 4842 | 2022.08.15 01:16 | t/p | 2421 | 0.02 | 133.553 | 132.953 | 133.553 | 166.52 | 760960.90 |
| 4843 | 2022.08.15 03:33 | s/l | 2420 | 0.01 | 133.116 | 133.116 | 134.136 | -516.74 | 760444.16 |
| 4844 | 2022.08.15 15:19 | s/l | 2422 | 0.04 | 132.903 | 132.903 | 133.623 | -2080.00 | 758364.16 |
| 4845 | 2022.08.15 19:15 | sell | 2423 | 0.01 | 133.185 | 133.705 | 132.685 | ||
| 4846 | 2022.08.15 21:00 | sell | 2424 | 0.02 | 133.285 | 133.805 | 133.155 | ||
| 4847 | 2022.08.16 01:17 | t/p | 2424 | 0.02 | 133.155 | 133.805 | 133.155 | 260.00 | 758624.16 |
| 4848 | 2022.08.16 02:06 | close | 2423 | 0.01 | 133.065 | 133.705 | 132.685 | 120.00 | 758744.16 |
| 4849 | 2022.08.16 22:15 | buy | 2425 | 0.01 | 134.189 | 133.669 | 134.689 | ||
| 4850 | 2022.08.17 03:01 | close | 2425 | 0.01 | 134.350 | 133.669 | 134.689 | 164.26 | 758908.42 |
| 4851 | 2022.08.19 21:00 | buy | 2426 | 0.01 | 136.807 | 136.287 | 137.307 | ||
| 4852 | 2022.08.22 01:15 | close | 2426 | 0.01 | 136.968 | 136.287 | 137.307 | 164.26 | 759072.68 |
| 4853 | 2022.08.22 09:15 | buy | 2427 | 0.01 | 137.119 | 136.599 | 137.619 | ||
| 4854 | 2022.08.22 09:30 | buy | 2428 | 0.02 | 137.068 | 136.548 | 137.148 | ||
| 4855 | 2022.08.22 10:05 | buy | 2429 | 0.04 | 136.953 | 136.433 | 137.153 | ||
| 4856 | 2022.08.22 10:30 | buy | 2430 | 0.08 | 136.887 | 136.367 | 137.287 | ||
| 4857 | 2022.08.22 13:57 | close | 2427 | 0.01 | 137.058 | 136.599 | 137.619 | -61.00 | 759011.68 |
| 4858 | 2022.08.22 13:57 | close | 2428 | 0.02 | 137.058 | 136.548 | 137.148 | -20.00 | 758991.68 |
| 4859 | 2022.08.22 13:57 | close | 2429 | 0.04 | 137.058 | 136.433 | 137.153 | 420.00 | 759411.68 |
| 4860 | 2022.08.22 13:57 | close | 2430 | 0.08 | 137.058 | 136.367 | 137.287 | 1368.00 | 760779.68 |
| 4861 | 2022.08.29 12:15 | buy | 2431 | 0.01 | 138.600 | 138.080 | 139.100 | ||
| 4862 | 2022.08.29 13:15 | buy | 2432 | 0.02 | 138.535 | 138.015 | 138.615 | ||
| 4863 | 2022.08.29 13:30 | buy | 2433 | 0.04 | 138.440 | 137.920 | 138.640 | ||
| 4864 | 2022.08.29 13:45 | buy | 2434 | 0.08 | 138.390 | 137.870 | 138.790 | ||
| 4865 | 2022.08.29 14:05 | close | 2431 | 0.01 | 138.551 | 138.080 | 139.100 | -49.00 | 760730.68 |
| 4866 | 2022.08.29 14:05 | close | 2432 | 0.02 | 138.551 | 138.015 | 138.615 | 32.00 | 760762.68 |
| 4867 | 2022.08.29 14:05 | close | 2433 | 0.04 | 138.551 | 137.920 | 138.640 | 444.00 | 761206.68 |
| 4868 | 2022.08.29 14:05 | close | 2434 | 0.08 | 138.551 | 137.870 | 138.790 | 1288.00 | 762494.68 |
| 4869 | 2022.08.29 15:30 | buy | 2435 | 0.01 | 138.349 | 137.829 | 138.849 | ||
| 4870 | 2022.08.29 15:45 | close | 2435 | 0.01 | 138.510 | 137.829 | 138.849 | 161.00 | 762655.68 |
| 4871 | 2022.08.29 15:50 | buy | 2436 | 0.01 | 138.475 | 137.955 | 138.975 | ||
| 4872 | 2022.08.29 17:38 | close | 2436 | 0.01 | 138.636 | 137.955 | 138.975 | 161.00 | 762816.68 |
| 4873 | 2022.09.01 08:30 | buy | 2437 | 0.01 | 139.397 | 138.877 | 139.897 | ||
| 4874 | 2022.09.01 08:55 | buy | 2438 | 0.02 | 139.349 | 138.829 | 139.429 | ||
| 4875 | 2022.09.01 09:20 | buy | 2439 | 0.04 | 139.303 | 138.783 | 139.503 | ||
| 4876 | 2022.09.01 09:47 | close | 2437 | 0.01 | 139.424 | 138.877 | 139.897 | 27.00 | 762843.68 |
| 4877 | 2022.09.01 09:47 | close | 2438 | 0.02 | 139.424 | 138.829 | 139.429 | 150.00 | 762993.68 |
| 4878 | 2022.09.01 09:47 | close | 2439 | 0.04 | 139.424 | 138.783 | 139.503 | 484.00 | 763477.68 |
| 4879 | 2022.09.01 10:15 | buy | 2440 | 0.01 | 139.263 | 138.743 | 139.763 | ||
| 4880 | 2022.09.01 10:30 | buy | 2441 | 0.02 | 139.196 | 138.676 | 139.276 | ||
| 4881 | 2022.09.01 10:53 | t/p | 2441 | 0.02 | 139.276 | 138.676 | 139.276 | 160.00 | 763637.68 |
| 4882 | 2022.09.01 11:30 | buy | 2442 | 0.02 | 139.177 | 138.657 | 139.257 | ||
| 4883 | 2022.09.01 12:14 | t/p | 2442 | 0.02 | 139.257 | 138.657 | 139.257 | 160.00 | 763797.68 |
| 4884 | 2022.09.01 13:00 | buy | 2443 | 0.02 | 139.154 | 138.634 | 139.234 | ||
| 4885 | 2022.09.01 13:12 | t/p | 2443 | 0.02 | 139.234 | 138.634 | 139.234 | 160.00 | 763957.68 |
| 4886 | 2022.09.01 15:25 | close | 2440 | 0.01 | 139.423 | 138.743 | 139.763 | 160.00 | 764117.68 |
| 4887 | 2022.09.02 03:00 | buy | 2444 | 0.01 | 140.095 | 139.575 | 140.595 | ||
| 4888 | 2022.09.02 03:15 | buy | 2445 | 0.02 | 139.996 | 139.476 | 140.076 | ||
| 4889 | 2022.09.02 03:30 | buy | 2446 | 0.04 | 139.901 | 139.381 | 140.101 | ||
| 4890 | 2022.09.02 03:55 | close | 2444 | 0.01 | 140.049 | 139.575 | 140.595 | -46.00 | 764071.68 |
| 4891 | 2022.09.02 03:55 | close | 2445 | 0.02 | 140.049 | 139.476 | 140.076 | 106.00 | 764177.68 |
| 4892 | 2022.09.02 03:55 | close | 2446 | 0.04 | 140.049 | 139.381 | 140.101 | 592.00 | 764769.68 |
| 4893 | 2022.09.07 17:45 | buy | 2447 | 0.01 | 144.339 | 143.819 | 144.839 | ||
| 4894 | 2022.09.07 17:58 | close | 2447 | 0.01 | 144.500 | 143.819 | 144.839 | 161.00 | 764930.68 |
| 4895 | 2022.09.07 19:45 | buy | 2448 | 0.01 | 144.182 | 143.662 | 144.682 | ||
| 4896 | 2022.09.07 19:51 | close | 2448 | 0.01 | 144.342 | 143.662 | 144.682 | 160.00 | 765090.68 |
| 4897 | 2022.09.07 19:55 | buy | 2449 | 0.01 | 144.331 | 143.811 | 144.831 | ||
| 4898 | 2022.09.07 20:15 | buy | 2450 | 0.02 | 144.105 | 143.585 | 144.185 | ||
| 4899 | 2022.09.07 20:30 | buy | 2451 | 0.04 | 144.013 | 143.493 | 144.213 | ||
| 4900 | 2022.09.07 21:00 | buy | 2452 | 0.08 | 143.937 | 143.417 | 144.337 | ||
| 4901 | 2022.09.07 21:47 | close | 2449 | 0.01 | 144.120 | 143.811 | 144.831 | -211.00 | 764879.68 |
| 4902 | 2022.09.07 21:47 | close | 2450 | 0.02 | 144.120 | 143.585 | 144.185 | 30.00 | 764909.68 |
| 4903 | 2022.09.07 21:47 | close | 2451 | 0.04 | 144.120 | 143.493 | 144.213 | 428.00 | 765337.68 |
| 4904 | 2022.09.07 21:47 | close | 2452 | 0.08 | 144.120 | 143.417 | 144.337 | 1464.00 | 766801.68 |
| 4905 | 2022.09.07 22:45 | buy | 2453 | 0.01 | 143.850 | 143.330 | 144.350 | ||
| 4906 | 2022.09.08 01:44 | close | 2453 | 0.01 | 144.011 | 143.330 | 144.350 | 170.78 | 766972.46 |
| 4907 | 2022.09.16 06:00 | sell | 2454 | 0.01 | 143.438 | 143.958 | 142.938 | ||
| 4908 | 2022.09.16 07:08 | close | 2454 | 0.01 | 143.317 | 143.958 | 142.938 | 121.00 | 767093.46 |
| 4909 | 2022.09.22 11:15 | buy | 2455 | 0.01 | 144.209 | 143.689 | 144.709 | ||
| 4910 | 2022.09.22 11:15 | s/l | 2455 | 0.01 | 143.689 | 143.689 | 144.709 | -520.00 | 766573.46 |
| 4911 | 2022.09.26 09:00 | buy | 2456 | 0.01 | 143.835 | 143.315 | 144.335 | ||
| 4912 | 2022.09.26 09:05 | buy | 2457 | 0.02 | 143.794 | 143.274 | 143.874 | ||
| 4913 | 2022.09.26 09:10 | t/p | 2457 | 0.02 | 143.874 | 143.274 | 143.874 | 160.00 | 766733.46 |
| 4914 | 2022.09.26 09:43 | close | 2456 | 0.01 | 143.995 | 143.315 | 144.335 | 160.00 | 766893.46 |
| 4915 | 2022.09.27 02:45 | buy | 2458 | 0.01 | 144.583 | 144.063 | 145.083 | ||
| 4916 | 2022.09.27 02:55 | buy | 2459 | 0.02 | 144.520 | 144.000 | 144.600 | ||
| 4917 | 2022.09.27 03:00 | buy | 2460 | 0.04 | 144.470 | 143.950 | 144.670 | ||
| 4918 | 2022.09.27 03:15 | buy | 2461 | 0.08 | 144.323 | 143.803 | 144.723 | ||
| 4919 | 2022.09.27 04:49 | close | 2458 | 0.01 | 144.522 | 144.063 | 145.083 | -61.00 | 766832.46 |
| 4920 | 2022.09.27 04:49 | close | 2459 | 0.02 | 144.522 | 144.000 | 144.600 | 4.00 | 766836.46 |
| 4921 | 2022.09.27 04:49 | close | 2460 | 0.04 | 144.522 | 143.950 | 144.670 | 208.00 | 767044.46 |
| 4922 | 2022.09.27 04:49 | close | 2461 | 0.08 | 144.522 | 143.803 | 144.723 | 1592.00 | 768636.46 |
| 4923 | 2022.09.27 09:30 | buy | 2462 | 0.01 | 144.314 | 143.794 | 144.814 | ||
| 4924 | 2022.09.27 09:40 | buy | 2463 | 0.02 | 144.267 | 143.747 | 144.347 | ||
| 4925 | 2022.09.27 10:30 | buy | 2464 | 0.04 | 144.148 | 143.628 | 144.348 | ||
| 4926 | 2022.09.27 10:44 | close | 2462 | 0.01 | 144.299 | 143.794 | 144.814 | -15.00 | 768621.46 |
| 4927 | 2022.09.27 10:44 | close | 2463 | 0.02 | 144.299 | 143.747 | 144.347 | 64.00 | 768685.46 |
| 4928 | 2022.09.27 10:44 | close | 2464 | 0.04 | 144.299 | 143.628 | 144.348 | 604.00 | 769289.46 |
| 4929 | 2022.09.28 03:00 | buy | 2465 | 0.01 | 144.704 | 144.184 | 145.204 | ||
| 4930 | 2022.09.28 03:15 | buy | 2466 | 0.02 | 144.622 | 144.102 | 144.702 | ||
| 4931 | 2022.09.28 03:27 | t/p | 2466 | 0.02 | 144.702 | 144.102 | 144.702 | 160.00 | 769449.46 |
| 4932 | 2022.09.28 18:56 | s/l | 2465 | 0.01 | 144.184 | 144.184 | 145.204 | -520.00 | 768929.46 |
| 4933 | 2022.10.07 02:15 | buy | 2467 | 0.01 | 144.971 | 144.451 | 145.471 | ||
| 4934 | 2022.10.07 04:10 | buy | 2468 | 0.02 | 144.924 | 144.404 | 145.004 | ||
| 4935 | 2022.10.07 04:14 | t/p | 2468 | 0.02 | 145.004 | 144.404 | 145.004 | 160.00 | 769089.46 |
| 4936 | 2022.10.07 15:30 | close | 2467 | 0.01 | 145.134 | 144.451 | 145.471 | 163.00 | 769252.46 |
| 4937 | 2022.10.10 21:45 | buy | 2469 | 0.01 | 145.664 | 145.144 | 146.164 | ||
| 4938 | 2022.10.11 03:30 | buy | 2470 | 0.02 | 145.584 | 145.064 | 145.664 | ||
| 4939 | 2022.10.11 03:43 | t/p | 2470 | 0.02 | 145.664 | 145.064 | 145.664 | 160.00 | 769412.46 |
| 4940 | 2022.10.11 07:30 | close | 2469 | 0.01 | 145.824 | 145.144 | 146.164 | 163.26 | 769575.72 |
| 4941 | 2022.10.11 10:15 | buy | 2471 | 0.01 | 145.610 | 145.090 | 146.110 | ||
| 4942 | 2022.10.11 17:01 | close | 2471 | 0.01 | 145.770 | 145.090 | 146.110 | 160.00 | 769735.72 |
| 4943 | 2022.10.17 01:00 | buy | 2472 | 0.01 | 148.450 | 147.930 | 148.950 | ||
| 4944 | 2022.10.17 01:21 | close | 2472 | 0.01 | 148.610 | 147.930 | 148.950 | 160.00 | 769895.72 |
| 4945 | 2022.10.19 01:00 | buy | 2473 | 0.01 | 149.179 | 148.659 | 149.679 | ||
| 4946 | 2022.10.19 09:04 | close | 2473 | 0.01 | 149.340 | 148.659 | 149.679 | 161.00 | 770056.72 |
| 4947 | 2022.10.20 00:45 | buy | 2474 | 0.01 | 149.845 | 149.325 | 150.345 | ||
| 4948 | 2022.10.20 01:10 | buy | 2475 | 0.02 | 149.787 | 149.267 | 149.867 | ||
| 4949 | 2022.10.20 03:02 | t/p | 2475 | 0.02 | 149.867 | 149.267 | 149.867 | 160.00 | 770216.72 |
| 4950 | 2022.10.20 10:40 | close | 2474 | 0.01 | 150.007 | 149.325 | 150.345 | 162.00 | 770378.72 |