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 |
| 4951 | 2022.10.26 16:00 | sell | 2476 | 0.01 | 147.277 | 147.797 | 146.777 | ||
| 4952 | 2022.10.26 16:27 | close | 2476 | 0.01 | 147.157 | 147.797 | 146.777 | 120.00 | 770498.72 |
| 4953 | 2022.10.27 01:15 | sell | 2477 | 0.01 | 146.347 | 146.867 | 145.847 | ||
| 4954 | 2022.10.27 02:15 | sell | 2478 | 0.02 | 146.421 | 146.941 | 146.291 | ||
| 4955 | 2022.10.27 02:32 | t/p | 2478 | 0.02 | 146.291 | 146.941 | 146.291 | 260.00 | 770758.72 |
| 4956 | 2022.10.27 02:33 | close | 2477 | 0.01 | 146.226 | 146.867 | 145.847 | 121.00 | 770879.72 |
| 4957 | 2022.10.27 12:00 | sell | 2479 | 0.01 | 145.949 | 146.469 | 145.449 | ||
| 4958 | 2022.10.27 12:15 | sell | 2480 | 0.02 | 146.286 | 146.806 | 146.156 | ||
| 4959 | 2022.10.27 12:30 | sell | 2481 | 0.04 | 146.348 | 146.868 | 146.148 | ||
| 4960 | 2022.10.27 12:37 | s/l | 2479 | 0.01 | 146.469 | 146.469 | 145.449 | -520.00 | 770359.72 |
| 4961 | 2022.10.27 15:08 | s/l | 2480 | 0.02 | 146.806 | 146.806 | 146.156 | -1040.00 | 769319.72 |
| 4962 | 2022.10.27 15:11 | s/l | 2481 | 0.04 | 146.868 | 146.868 | 146.148 | -2080.00 | 767239.72 |
| 4963 | 2022.10.31 16:30 | buy | 2482 | 0.01 | 148.698 | 148.178 | 149.198 | ||
| 4964 | 2022.11.01 01:05 | buy | 2483 | 0.02 | 148.655 | 148.135 | 148.735 | ||
| 4965 | 2022.11.01 01:15 | buy | 2484 | 0.04 | 148.578 | 148.058 | 148.778 | ||
| 4966 | 2022.11.01 01:37 | close | 2482 | 0.01 | 148.711 | 148.178 | 149.198 | 16.26 | 767255.98 |
| 4967 | 2022.11.01 01:37 | close | 2483 | 0.02 | 148.711 | 148.135 | 148.735 | 112.00 | 767367.98 |
| 4968 | 2022.11.01 01:37 | close | 2484 | 0.04 | 148.711 | 148.058 | 148.778 | 532.00 | 767899.98 |
| 4969 | 2022.11.02 21:00 | sell | 2485 | 0.01 | 146.930 | 147.450 | 146.430 | ||
| 4970 | 2022.11.02 21:05 | sell | 2486 | 0.02 | 147.127 | 147.647 | 146.997 | ||
| 4971 | 2022.11.02 21:05 | t/p | 2486 | 0.02 | 146.997 | 147.647 | 146.997 | 260.00 | 768159.98 |
| 4972 | 2022.11.02 21:19 | s/l | 2485 | 0.01 | 147.450 | 147.450 | 146.430 | -520.00 | 767639.98 |
| 4973 | 2022.11.03 16:00 | buy | 2487 | 0.01 | 147.946 | 147.426 | 148.446 | ||
| 4974 | 2022.11.03 16:15 | buy | 2488 | 0.02 | 147.708 | 147.188 | 147.788 | ||
| 4975 | 2022.11.03 16:17 | t/p | 2488 | 0.02 | 147.788 | 147.188 | 147.788 | 160.00 | 767799.98 |
| 4976 | 2022.11.03 16:20 | buy | 2489 | 0.02 | 147.787 | 147.267 | 147.867 | ||
| 4977 | 2022.11.03 16:30 | buy | 2490 | 0.04 | 147.674 | 147.154 | 147.874 | ||
| 4978 | 2022.11.03 16:39 | close | 2487 | 0.01 | 147.839 | 147.426 | 148.446 | -107.00 | 767692.98 |
| 4979 | 2022.11.03 16:39 | close | 2489 | 0.02 | 147.839 | 147.267 | 147.867 | 104.00 | 767796.98 |
| 4980 | 2022.11.03 16:39 | close | 2490 | 0.04 | 147.839 | 147.154 | 147.874 | 660.00 | 768456.98 |
| 4981 | 2022.11.03 16:40 | buy | 2491 | 0.01 | 147.845 | 147.325 | 148.345 | ||
| 4982 | 2022.11.03 17:34 | close | 2491 | 0.01 | 148.006 | 147.325 | 148.345 | 161.00 | 768617.98 |
| 4983 | 2022.11.07 02:45 | sell | 2492 | 0.01 | 146.994 | 147.514 | 146.494 | ||
| 4984 | 2022.11.07 03:30 | sell | 2493 | 0.02 | 147.193 | 147.713 | 147.063 | ||
| 4985 | 2022.11.07 03:36 | t/p | 2493 | 0.02 | 147.063 | 147.713 | 147.063 | 260.00 | 768877.98 |
| 4986 | 2022.11.07 03:45 | sell | 2494 | 0.02 | 147.036 | 147.556 | 146.906 | ||
| 4987 | 2022.11.07 03:50 | sell | 2495 | 0.04 | 147.077 | 147.597 | 146.877 | ||
| 4988 | 2022.11.07 04:15 | sell | 2496 | 0.08 | 147.182 | 147.702 | 146.782 | ||
| 4989 | 2022.11.07 09:15 | sell | 2497 | 0.16 | 147.321 | 147.841 | 146.521 | ||
| 4990 | 2022.11.07 09:33 | s/l | 2492 | 0.01 | 147.514 | 147.514 | 146.494 | -520.00 | 768357.98 |
| 4991 | 2022.11.07 09:34 | s/l | 2494 | 0.02 | 147.556 | 147.556 | 146.906 | -1040.00 | 767317.98 |
| 4992 | 2022.11.07 10:18 | close | 2495 | 0.04 | 147.198 | 147.597 | 146.877 | -484.00 | 766833.98 |
| 4993 | 2022.11.07 10:18 | close | 2496 | 0.08 | 147.198 | 147.702 | 146.782 | -128.00 | 766705.98 |
| 4994 | 2022.11.07 10:18 | close | 2497 | 0.16 | 147.198 | 147.841 | 146.521 | 1968.00 | 768673.98 |
| 4995 | 2022.11.07 10:20 | sell | 2498 | 0.01 | 147.108 | 147.628 | 146.608 | ||
| 4996 | 2022.11.07 10:25 | sell | 2499 | 0.02 | 147.158 | 147.678 | 147.028 | ||
| 4997 | 2022.11.07 10:30 | t/p | 2499 | 0.02 | 147.028 | 147.678 | 147.028 | 260.00 | 768933.98 |
| 4998 | 2022.11.07 10:30 | close | 2498 | 0.01 | 146.988 | 147.628 | 146.608 | 120.00 | 769053.98 |
| 4999 | 2022.11.07 18:45 | sell | 2500 | 0.01 | 146.712 | 147.232 | 146.212 | ||
| 5000 | 2022.11.07 19:04 | close | 2500 | 0.01 | 146.592 | 147.232 | 146.212 | 120.00 | 769173.98 |
| 5001 | 2022.11.07 19:05 | sell | 2501 | 0.01 | 146.598 | 147.118 | 146.098 | ||
| 5002 | 2022.11.07 20:29 | close | 2501 | 0.01 | 146.476 | 147.118 | 146.098 | 122.00 | 769295.98 |
| 5003 | 2022.11.09 07:30 | sell | 2502 | 0.01 | 145.670 | 146.190 | 145.170 | ||
| 5004 | 2022.11.09 08:00 | sell | 2503 | 0.02 | 145.775 | 146.295 | 145.645 | ||
| 5005 | 2022.11.09 08:15 | sell | 2504 | 0.04 | 145.825 | 146.345 | 145.625 | ||
| 5006 | 2022.11.09 09:05 | t/p | 2503 | 0.02 | 145.645 | 146.295 | 145.645 | 260.00 | 769555.98 |
| 5007 | 2022.11.09 09:53 | t/p | 2504 | 0.04 | 145.625 | 146.345 | 145.625 | 800.00 | 770355.98 |
| 5008 | 2022.11.09 09:54 | close | 2502 | 0.01 | 145.549 | 146.190 | 145.170 | 121.00 | 770476.98 |
| 5009 | 2022.11.10 01:45 | buy | 2505 | 0.01 | 146.281 | 145.761 | 146.781 | ||
| 5010 | 2022.11.10 02:00 | buy | 2506 | 0.02 | 146.200 | 145.680 | 146.280 | ||
| 5011 | 2022.11.10 02:07 | t/p | 2506 | 0.02 | 146.280 | 145.680 | 146.280 | 160.00 | 770636.98 |
| 5012 | 2022.11.10 02:30 | buy | 2507 | 0.02 | 146.193 | 145.673 | 146.273 | ||
| 5013 | 2022.11.10 02:51 | t/p | 2507 | 0.02 | 146.273 | 145.673 | 146.273 | 160.00 | 770796.98 |
| 5014 | 2022.11.10 03:20 | buy | 2508 | 0.02 | 146.189 | 145.669 | 146.269 | ||
| 5015 | 2022.11.10 03:37 | t/p | 2508 | 0.02 | 146.269 | 145.669 | 146.269 | 160.00 | 770956.98 |
| 5016 | 2022.11.10 06:00 | buy | 2509 | 0.02 | 146.109 | 145.589 | 146.189 | ||
| 5017 | 2022.11.10 06:49 | t/p | 2509 | 0.02 | 146.189 | 145.589 | 146.189 | 160.00 | 771116.98 |
| 5018 | 2022.11.10 09:34 | close | 2505 | 0.01 | 146.441 | 145.761 | 146.781 | 160.00 | 771276.98 |
| 5019 | 2022.11.14 00:15 | sell | 2510 | 0.01 | 139.910 | 140.430 | 139.410 | ||
| 5020 | 2022.11.14 00:16 | close | 2510 | 0.01 | 139.790 | 140.430 | 139.410 | 120.00 | 771396.98 |
| 5021 | 2022.11.14 00:20 | sell | 2511 | 0.01 | 139.727 | 140.247 | 139.227 | ||
| 5022 | 2022.11.14 01:00 | close | 2511 | 0.01 | 139.589 | 140.247 | 139.227 | 138.00 | 771534.98 |
| 5023 | 2022.11.14 11:15 | sell | 2512 | 0.01 | 140.172 | 140.692 | 139.672 | ||
| 5024 | 2022.11.14 12:15 | sell | 2513 | 0.02 | 140.420 | 140.940 | 140.290 | ||
| 5025 | 2022.11.14 12:20 | t/p | 2513 | 0.02 | 140.290 | 140.940 | 140.290 | 260.00 | 771794.98 |
| 5026 | 2022.11.14 12:25 | sell | 2514 | 0.02 | 140.312 | 140.832 | 140.182 | ||
| 5027 | 2022.11.14 12:44 | s/l | 2512 | 0.01 | 140.692 | 140.692 | 139.672 | -520.00 | 771274.98 |
| 5028 | 2022.11.14 12:45 | sell | 2515 | 0.03 | 140.683 | 141.203 | 140.553 | ||
| 5029 | 2022.11.14 12:55 | t/p | 2515 | 0.03 | 140.553 | 141.203 | 140.553 | 390.00 | 771664.98 |
| 5030 | 2022.11.14 13:15 | sell | 2516 | 0.03 | 140.744 | 141.264 | 140.614 | ||
| 5031 | 2022.11.14 13:29 | t/p | 2516 | 0.03 | 140.614 | 141.264 | 140.614 | 390.00 | 772054.98 |
| 5032 | 2022.11.14 13:30 | sell | 2517 | 0.03 | 140.644 | 141.164 | 140.514 | ||
| 5033 | 2022.11.14 13:35 | sell | 2518 | 0.06 | 140.713 | 141.233 | 140.513 | ||
| 5034 | 2022.11.14 14:12 | t/p | 2517 | 0.03 | 140.514 | 141.164 | 140.514 | 390.00 | 772444.98 |
| 5035 | 2022.11.14 14:12 | t/p | 2518 | 0.06 | 140.513 | 141.233 | 140.513 | 1200.00 | 773644.98 |
| 5036 | 2022.11.14 14:50 | t/p | 2514 | 0.02 | 140.182 | 140.832 | 140.182 | 260.00 | 773904.98 |
| 5037 | 2022.11.21 16:00 | buy | 2519 | 0.01 | 141.601 | 141.081 | 142.101 | ||
| 5038 | 2022.11.21 16:30 | buy | 2520 | 0.02 | 141.411 | 140.891 | 141.491 | ||
| 5039 | 2022.11.21 16:37 | t/p | 2520 | 0.02 | 141.491 | 140.891 | 141.491 | 160.00 | 774064.98 |
| 5040 | 2022.11.21 16:45 | buy | 2521 | 0.02 | 141.533 | 141.013 | 141.613 | ||
| 5041 | 2022.11.21 17:05 | t/p | 2521 | 0.02 | 141.613 | 141.013 | 141.613 | 160.00 | 774224.98 |
| 5042 | 2022.11.21 17:50 | close | 2519 | 0.01 | 141.763 | 141.081 | 142.101 | 162.00 | 774386.98 |
| 5043 | 2022.11.22 02:45 | buy | 2522 | 0.01 | 141.889 | 141.369 | 142.389 | ||
| 5044 | 2022.11.22 03:15 | buy | 2523 | 0.02 | 141.796 | 141.276 | 141.876 | ||
| 5045 | 2022.11.22 03:17 | t/p | 2523 | 0.02 | 141.876 | 141.276 | 141.876 | 160.00 | 774546.98 |
| 5046 | 2022.11.22 04:15 | buy | 2524 | 0.02 | 141.772 | 141.252 | 141.852 | ||
| 5047 | 2022.11.22 05:00 | buy | 2525 | 0.04 | 141.706 | 141.186 | 141.906 | ||
| 5048 | 2022.11.22 07:32 | close | 2522 | 0.01 | 141.844 | 141.369 | 142.389 | -45.00 | 774501.98 |
| 5049 | 2022.11.22 07:32 | close | 2524 | 0.02 | 141.844 | 141.252 | 141.852 | 144.00 | 774645.98 |
| 5050 | 2022.11.22 07:32 | close | 2525 | 0.04 | 141.844 | 141.186 | 141.906 | 552.00 | 775197.98 |
| 5051 | 2022.11.23 14:45 | buy | 2526 | 0.01 | 141.353 | 140.833 | 141.853 | ||
| 5052 | 2022.11.23 14:50 | buy | 2527 | 0.02 | 141.312 | 140.792 | 141.392 | ||
| 5053 | 2022.11.23 14:55 | buy | 2528 | 0.04 | 141.265 | 140.745 | 141.465 | ||
| 5054 | 2022.11.23 15:15 | buy | 2529 | 0.08 | 141.176 | 140.656 | 141.576 | ||
| 5055 | 2022.11.23 16:07 | s/l | 2526 | 0.01 | 140.833 | 140.833 | 141.853 | -520.00 | 774677.98 |
| 5056 | 2022.11.23 16:14 | s/l | 2527 | 0.02 | 140.792 | 140.792 | 141.392 | -1040.00 | 773637.98 |
| 5057 | 2022.11.23 16:35 | s/l | 2528 | 0.04 | 140.745 | 140.745 | 141.465 | -2080.00 | 771557.98 |
| 5058 | 2022.11.23 16:45 | s/l | 2529 | 0.08 | 140.656 | 140.656 | 141.576 | -4160.00 | 767397.98 |
| 5059 | 2022.12.06 01:30 | buy | 2530 | 0.01 | 136.636 | 136.116 | 137.136 | ||
| 5060 | 2022.12.06 02:00 | buy | 2531 | 0.02 | 136.579 | 136.059 | 136.659 | ||
| 5061 | 2022.12.06 02:30 | buy | 2532 | 0.04 | 136.360 | 135.840 | 136.560 | ||
| 5062 | 2022.12.06 03:00 | close | 2530 | 0.01 | 136.556 | 136.116 | 137.136 | -80.00 | 767317.98 |
| 5063 | 2022.12.06 03:00 | close | 2531 | 0.02 | 136.556 | 136.059 | 136.659 | -46.00 | 767271.98 |
| 5064 | 2022.12.06 03:00 | close | 2532 | 0.04 | 136.556 | 135.840 | 136.560 | 784.00 | 768055.98 |
| 5065 | 2022.12.06 10:15 | buy | 2533 | 0.01 | 136.789 | 136.269 | 137.289 | ||
| 5066 | 2022.12.06 10:45 | buy | 2534 | 0.02 | 136.675 | 136.155 | 136.755 | ||
| 5067 | 2022.12.06 11:11 | t/p | 2534 | 0.02 | 136.755 | 136.155 | 136.755 | 160.00 | 768215.98 |
| 5068 | 2022.12.06 13:15 | buy | 2535 | 0.02 | 136.589 | 136.069 | 136.669 | ||
| 5069 | 2022.12.06 13:20 | buy | 2536 | 0.04 | 136.497 | 135.977 | 136.697 | ||
| 5070 | 2022.12.06 13:50 | buy | 2537 | 0.08 | 136.413 | 135.893 | 136.813 | ||
| 5071 | 2022.12.06 13:56 | s/l | 2533 | 0.01 | 136.269 | 136.269 | 137.289 | -520.00 | 767695.98 |
| 5072 | 2022.12.06 14:16 | s/l | 2535 | 0.02 | 136.069 | 136.069 | 136.669 | -1040.00 | 766655.98 |
| 5073 | 2022.12.06 14:28 | s/l | 2536 | 0.04 | 135.977 | 135.977 | 136.697 | -2080.00 | 764575.98 |
| 5074 | 2022.12.06 16:23 | close | 2537 | 0.08 | 136.627 | 135.893 | 136.813 | 1712.00 | 766287.98 |
| 5075 | 2022.12.13 00:30 | buy | 2538 | 0.01 | 137.645 | 137.125 | 138.145 | ||
| 5076 | 2022.12.13 01:00 | buy | 2539 | 0.02 | 137.550 | 137.030 | 137.630 | ||
| 5077 | 2022.12.13 01:22 | t/p | 2539 | 0.02 | 137.630 | 137.030 | 137.630 | 160.00 | 766447.98 |
| 5078 | 2022.12.13 01:25 | buy | 2540 | 0.02 | 137.585 | 137.065 | 137.665 | ||
| 5079 | 2022.12.13 02:00 | buy | 2541 | 0.04 | 137.517 | 136.997 | 137.717 | ||
| 5080 | 2022.12.13 02:13 | close | 2538 | 0.01 | 137.649 | 137.125 | 138.145 | 4.00 | 766451.98 |
| 5081 | 2022.12.13 02:13 | close | 2540 | 0.02 | 137.649 | 137.065 | 137.665 | 128.00 | 766579.98 |
| 5082 | 2022.12.13 02:13 | close | 2541 | 0.04 | 137.649 | 136.997 | 137.717 | 528.00 | 767107.98 |
| 5083 | 2022.12.13 08:00 | buy | 2542 | 0.01 | 137.554 | 137.034 | 138.054 | ||
| 5084 | 2022.12.13 08:15 | buy | 2543 | 0.02 | 137.514 | 136.994 | 137.594 | ||
| 5085 | 2022.12.13 08:48 | t/p | 2543 | 0.02 | 137.594 | 136.994 | 137.594 | 160.00 | 767267.98 |
| 5086 | 2022.12.13 11:29 | close | 2542 | 0.01 | 137.715 | 137.034 | 138.054 | 161.00 | 767428.98 |
| 5087 | 2022.12.13 20:15 | sell | 2544 | 0.01 | 135.349 | 135.869 | 134.849 | ||
| 5088 | 2022.12.13 20:45 | sell | 2545 | 0.02 | 135.503 | 136.023 | 135.373 | ||
| 5089 | 2022.12.13 23:00 | sell | 2546 | 0.04 | 135.634 | 136.154 | 135.434 | ||
| 5090 | 2022.12.14 01:30 | sell | 2547 | 0.08 | 135.693 | 136.213 | 135.293 | ||
| 5091 | 2022.12.14 01:48 | close | 2544 | 0.01 | 135.539 | 135.869 | 134.849 | -190.00 | 767238.98 |
| 5092 | 2022.12.14 01:48 | close | 2545 | 0.02 | 135.539 | 136.023 | 135.373 | -72.00 | 767166.98 |
| 5093 | 2022.12.14 01:48 | close | 2546 | 0.04 | 135.539 | 136.154 | 135.434 | 380.00 | 767546.98 |
| 5094 | 2022.12.14 01:48 | close | 2547 | 0.08 | 135.539 | 136.213 | 135.293 | 1232.00 | 768778.98 |
| 5095 | 2022.12.15 22:30 | buy | 2548 | 0.01 | 137.693 | 137.173 | 138.193 | ||
| 5096 | 2022.12.15 23:21 | close | 2548 | 0.01 | 137.854 | 137.173 | 138.193 | 161.00 | 768939.98 |
| 5097 | 2022.12.16 02:30 | buy | 2549 | 0.01 | 137.552 | 137.032 | 138.052 | ||
| 5098 | 2022.12.16 03:15 | buy | 2550 | 0.02 | 137.491 | 136.971 | 137.571 | ||
| 5099 | 2022.12.16 03:30 | buy | 2551 | 0.04 | 137.406 | 136.886 | 137.606 | ||
| 5100 | 2022.12.16 04:00 | buy | 2552 | 0.08 | 137.354 | 136.834 | 137.754 | ||