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 |
| 5101 | 2022.12.16 04:29 | s/l | 2549 | 0.01 | 137.032 | 137.032 | 138.052 | -520.00 | 768419.98 |
| 5102 | 2022.12.16 04:30 | buy | 2553 | 0.15 | 137.045 | 136.525 | 137.445 | ||
| 5103 | 2022.12.16 04:35 | s/l | 2550 | 0.02 | 136.971 | 136.971 | 137.571 | -1040.00 | 767379.98 |
| 5104 | 2022.12.16 05:05 | close | 2551 | 0.04 | 137.254 | 136.886 | 137.606 | -608.00 | 766771.98 |
| 5105 | 2022.12.16 05:05 | close | 2552 | 0.08 | 137.254 | 136.834 | 137.754 | -800.00 | 765971.98 |
| 5106 | 2022.12.16 05:05 | close | 2553 | 0.15 | 137.254 | 136.525 | 137.445 | 3135.00 | 769106.98 |
| 5107 | 2022.12.16 10:45 | buy | 2554 | 0.01 | 137.125 | 136.605 | 137.625 | ||
| 5108 | 2022.12.16 10:50 | buy | 2555 | 0.02 | 137.044 | 136.524 | 137.124 | ||
| 5109 | 2022.12.16 10:55 | buy | 2556 | 0.04 | 137.002 | 136.482 | 137.202 | ||
| 5110 | 2022.12.16 11:35 | t/p | 2555 | 0.02 | 137.124 | 136.524 | 137.124 | 160.00 | 769266.98 |
| 5111 | 2022.12.16 11:35 | close | 2554 | 0.01 | 137.157 | 136.605 | 137.625 | 32.00 | 769298.98 |
| 5112 | 2022.12.16 11:35 | close | 2556 | 0.04 | 137.157 | 136.482 | 137.202 | 620.00 | 769918.98 |
| 5113 | 2022.12.19 13:00 | sell | 2557 | 0.01 | 136.110 | 136.630 | 135.610 | ||
| 5114 | 2022.12.19 13:15 | sell | 2558 | 0.02 | 136.194 | 136.714 | 136.064 | ||
| 5115 | 2022.12.19 13:20 | sell | 2559 | 0.04 | 136.257 | 136.777 | 136.057 | ||
| 5116 | 2022.12.19 14:00 | sell | 2560 | 0.08 | 136.321 | 136.841 | 135.921 | ||
| 5117 | 2022.12.19 14:30 | sell | 2561 | 0.16 | 136.432 | 136.952 | 135.632 | ||
| 5118 | 2022.12.19 14:52 | close | 2557 | 0.01 | 136.313 | 136.630 | 135.610 | -203.00 | 769715.98 |
| 5119 | 2022.12.19 14:52 | close | 2558 | 0.02 | 136.313 | 136.714 | 136.064 | -238.00 | 769477.98 |
| 5120 | 2022.12.19 14:52 | close | 2559 | 0.04 | 136.313 | 136.777 | 136.057 | -224.00 | 769253.98 |
| 5121 | 2022.12.19 14:52 | close | 2560 | 0.08 | 136.313 | 136.841 | 135.921 | 64.00 | 769317.98 |
| 5122 | 2022.12.19 14:52 | close | 2561 | 0.16 | 136.313 | 136.952 | 135.632 | 1904.00 | 771221.98 |
| 5123 | 2022.12.19 14:55 | sell | 2562 | 0.01 | 136.362 | 136.882 | 135.862 | ||
| 5124 | 2022.12.19 15:30 | sell | 2563 | 0.02 | 136.568 | 137.088 | 136.438 | ||
| 5125 | 2022.12.19 17:52 | s/l | 2562 | 0.01 | 136.882 | 136.882 | 135.862 | -520.00 | 770701.98 |
| 5126 | 2022.12.19 18:05 | s/l | 2563 | 0.02 | 137.088 | 137.088 | 136.438 | -1040.00 | 769661.98 |
| 5127 | 2022.12.20 22:15 | sell | 2564 | 0.01 | 131.638 | 132.158 | 131.138 | ||
| 5128 | 2022.12.20 22:45 | sell | 2565 | 0.02 | 131.746 | 132.266 | 131.616 | ||
| 5129 | 2022.12.21 01:15 | sell | 2566 | 0.04 | 131.916 | 132.436 | 131.716 | ||
| 5130 | 2022.12.21 02:04 | t/p | 2566 | 0.04 | 131.716 | 132.436 | 131.716 | 800.00 | 770461.98 |
| 5131 | 2022.12.21 02:04 | t/p | 2565 | 0.02 | 131.616 | 132.266 | 131.616 | 260.00 | 770721.98 |
| 5132 | 2022.12.21 02:58 | close | 2564 | 0.01 | 131.517 | 132.158 | 131.138 | 121.00 | 770842.98 |
| 5133 | 2022.12.22 02:45 | buy | 2567 | 0.01 | 132.268 | 131.748 | 132.768 | ||
| 5134 | 2022.12.22 03:00 | buy | 2568 | 0.02 | 132.063 | 131.543 | 132.143 | ||
| 5135 | 2022.12.22 03:15 | buy | 2569 | 0.04 | 131.899 | 131.379 | 132.099 | ||
| 5136 | 2022.12.22 03:35 | buy | 2570 | 0.08 | 131.852 | 131.332 | 132.252 | ||
| 5137 | 2022.12.22 04:25 | s/l | 2567 | 0.01 | 131.748 | 131.748 | 132.768 | -520.00 | 770322.98 |
| 5138 | 2022.12.22 04:30 | buy | 2571 | 0.15 | 131.680 | 131.160 | 132.080 | ||
| 5139 | 2022.12.22 06:18 | close | 2568 | 0.02 | 131.844 | 131.543 | 132.143 | -438.00 | 769884.98 |
| 5140 | 2022.12.22 06:18 | close | 2569 | 0.04 | 131.844 | 131.379 | 132.099 | -220.00 | 769664.98 |
| 5141 | 2022.12.22 06:18 | close | 2570 | 0.08 | 131.844 | 131.332 | 132.252 | -64.00 | 769600.98 |
| 5142 | 2022.12.22 06:18 | close | 2571 | 0.15 | 131.844 | 131.160 | 132.080 | 2460.00 | 772060.98 |
| 5143 | 2022.12.23 07:30 | buy | 2572 | 0.01 | 132.649 | 132.129 | 133.149 | ||
| 5144 | 2022.12.23 09:15 | buy | 2573 | 0.02 | 132.600 | 132.080 | 132.680 | ||
| 5145 | 2022.12.23 09:25 | buy | 2574 | 0.04 | 132.556 | 132.036 | 132.756 | ||
| 5146 | 2022.12.23 09:45 | buy | 2575 | 0.08 | 132.465 | 131.945 | 132.865 | ||
| 5147 | 2022.12.23 10:10 | close | 2572 | 0.01 | 132.634 | 132.129 | 133.149 | -15.00 | 772045.98 |
| 5148 | 2022.12.23 10:10 | close | 2573 | 0.02 | 132.634 | 132.080 | 132.680 | 68.00 | 772113.98 |
| 5149 | 2022.12.23 10:10 | close | 2574 | 0.04 | 132.634 | 132.036 | 132.756 | 312.00 | 772425.98 |
| 5150 | 2022.12.23 10:10 | close | 2575 | 0.08 | 132.634 | 131.945 | 132.865 | 1352.00 | 773777.98 |
| 5151 | 2022.12.27 08:15 | buy | 2576 | 0.01 | 132.794 | 132.274 | 133.294 | ||
| 5152 | 2022.12.27 10:09 | close | 2576 | 0.01 | 132.955 | 132.274 | 133.294 | 161.00 | 773938.98 |
| 5153 | 2022.12.28 08:15 | buy | 2577 | 0.01 | 133.846 | 133.326 | 134.346 | ||
| 5154 | 2022.12.28 08:49 | close | 2577 | 0.01 | 134.008 | 133.326 | 134.346 | 162.00 | 774100.98 |
| 5155 | 2022.12.28 10:15 | buy | 2578 | 0.01 | 133.989 | 133.469 | 134.489 | ||
| 5156 | 2022.12.28 10:20 | buy | 2579 | 0.02 | 133.941 | 133.421 | 134.021 | ||
| 5157 | 2022.12.28 10:27 | t/p | 2579 | 0.02 | 134.021 | 133.421 | 134.021 | 160.00 | 774260.98 |
| 5158 | 2022.12.28 10:45 | close | 2578 | 0.01 | 134.151 | 133.469 | 134.489 | 162.00 | 774422.98 |
| 5159 | 2022.12.30 17:30 | sell | 2580 | 0.01 | 132.210 | 132.730 | 131.710 | ||
| 5160 | 2022.12.30 17:42 | close | 2580 | 0.01 | 132.090 | 132.730 | 131.710 | 120.00 | 774542.98 |
| 5161 | 2022.12.30 17:45 | sell | 2581 | 0.01 | 132.094 | 132.614 | 131.594 | ||
| 5162 | 2022.12.30 17:52 | close | 2581 | 0.01 | 131.974 | 132.614 | 131.594 | 120.00 | 774662.98 |
| 5163 | 2022.12.30 17:55 | sell | 2582 | 0.01 | 132.169 | 132.689 | 131.669 | ||
| 5164 | 2022.12.30 17:58 | close | 2582 | 0.01 | 132.049 | 132.689 | 131.669 | 120.00 | 774782.98 |
| 5165 | 2023.01.02 18:15 | sell | 2583 | 0.01 | 130.806 | 131.326 | 130.306 | ||
| 5166 | 2023.01.02 23:30 | close | 2583 | 0.01 | 130.664 | 131.326 | 130.306 | 142.00 | 774924.98 |
| 5167 | 2023.01.05 19:30 | buy | 2584 | 0.01 | 133.222 | 132.702 | 133.722 | ||
| 5168 | 2023.01.05 20:30 | buy | 2585 | 0.02 | 133.041 | 132.521 | 133.121 | ||
| 5169 | 2023.01.05 20:33 | t/p | 2585 | 0.02 | 133.121 | 132.521 | 133.121 | 160.00 | 775084.98 |
| 5170 | 2023.01.05 20:35 | buy | 2586 | 0.02 | 133.081 | 132.561 | 133.161 | ||
| 5171 | 2023.01.05 20:40 | buy | 2587 | 0.04 | 133.000 | 132.480 | 133.200 | ||
| 5172 | 2023.01.05 21:03 | close | 2584 | 0.01 | 133.148 | 132.702 | 133.722 | -74.00 | 775010.98 |
| 5173 | 2023.01.05 21:03 | close | 2586 | 0.02 | 133.148 | 132.561 | 133.161 | 134.00 | 775144.98 |
| 5174 | 2023.01.05 21:03 | close | 2587 | 0.04 | 133.148 | 132.480 | 133.200 | 592.00 | 775736.98 |
| 5175 | 2023.01.09 08:00 | sell | 2588 | 0.01 | 131.836 | 132.356 | 131.336 | ||
| 5176 | 2023.01.09 09:00 | close | 2588 | 0.01 | 131.714 | 132.356 | 131.336 | 122.00 | 775858.98 |
| 5177 | 2023.01.09 09:05 | sell | 2589 | 0.01 | 131.708 | 132.228 | 131.208 | ||
| 5178 | 2023.01.09 09:30 | sell | 2590 | 0.02 | 131.956 | 132.476 | 131.826 | ||
| 5179 | 2023.01.09 09:43 | s/l | 2589 | 0.01 | 132.228 | 132.228 | 131.208 | -520.00 | 775338.98 |
| 5180 | 2023.01.09 09:45 | sell | 2591 | 0.03 | 132.154 | 132.674 | 132.024 | ||
| 5181 | 2023.01.09 09:50 | sell | 2592 | 0.06 | 132.214 | 132.734 | 132.014 | ||
| 5182 | 2023.01.09 10:45 | close | 2590 | 0.02 | 132.032 | 132.476 | 131.826 | -152.00 | 775186.98 |
| 5183 | 2023.01.09 10:45 | close | 2591 | 0.03 | 132.032 | 132.674 | 132.024 | 366.00 | 775552.98 |
| 5184 | 2023.01.09 10:45 | close | 2592 | 0.06 | 132.032 | 132.734 | 132.014 | 1092.00 | 776644.98 |
| 5185 | 2023.01.11 07:45 | buy | 2593 | 0.01 | 132.166 | 131.646 | 132.666 | ||
| 5186 | 2023.01.11 08:28 | close | 2593 | 0.01 | 132.327 | 131.646 | 132.666 | 161.00 | 776805.98 |
| 5187 | 2023.01.11 17:30 | buy | 2594 | 0.01 | 132.473 | 131.953 | 132.973 | ||
| 5188 | 2023.01.11 17:45 | buy | 2595 | 0.02 | 132.425 | 131.905 | 132.505 | ||
| 5189 | 2023.01.11 17:48 | t/p | 2595 | 0.02 | 132.505 | 131.905 | 132.505 | 160.00 | 776965.98 |
| 5190 | 2023.01.11 20:15 | buy | 2596 | 0.02 | 132.355 | 131.835 | 132.435 | ||
| 5191 | 2023.01.11 20:15 | t/p | 2596 | 0.02 | 132.435 | 131.835 | 132.435 | 160.00 | 777125.98 |
| 5192 | 2023.01.11 20:16 | close | 2594 | 0.01 | 132.635 | 131.953 | 132.973 | 162.00 | 777287.98 |
| 5193 | 2023.01.11 20:20 | buy | 2597 | 0.01 | 132.577 | 132.057 | 133.077 | ||
| 5194 | 2023.01.12 01:10 | s/l | 2597 | 0.01 | 132.057 | 132.057 | 133.077 | -510.22 | 776777.76 |
| 5195 | 2023.01.13 07:45 | sell | 2598 | 0.01 | 129.184 | 129.704 | 128.684 | ||
| 5196 | 2023.01.13 08:20 | close | 2598 | 0.01 | 129.064 | 129.704 | 128.684 | 120.00 | 776897.76 |
| 5197 | 2023.01.13 14:00 | sell | 2599 | 0.01 | 128.748 | 129.268 | 128.248 | ||
| 5198 | 2023.01.13 14:05 | close | 2599 | 0.01 | 128.627 | 129.268 | 128.248 | 121.00 | 777018.76 |
| 5199 | 2023.01.13 14:10 | sell | 2600 | 0.01 | 128.680 | 129.200 | 128.180 | ||
| 5200 | 2023.01.13 14:57 | close | 2600 | 0.01 | 128.560 | 129.200 | 128.180 | 120.00 | 777138.76 |
| 5201 | 2023.01.16 01:15 | sell | 2601 | 0.01 | 127.909 | 128.429 | 127.409 | ||
| 5202 | 2023.01.16 01:30 | sell | 2602 | 0.02 | 128.003 | 128.523 | 127.873 | ||
| 5203 | 2023.01.16 02:45 | sell | 2603 | 0.04 | 128.152 | 128.672 | 127.952 | ||
| 5204 | 2023.01.16 02:53 | t/p | 2603 | 0.04 | 127.952 | 128.672 | 127.952 | 800.00 | 777938.76 |
| 5205 | 2023.01.16 02:54 | t/p | 2602 | 0.02 | 127.873 | 128.523 | 127.873 | 260.00 | 778198.76 |
| 5206 | 2023.01.16 03:01 | close | 2601 | 0.01 | 127.789 | 128.429 | 127.409 | 120.00 | 778318.76 |
| 5207 | 2023.01.16 07:45 | sell | 2604 | 0.01 | 127.685 | 128.205 | 127.185 | ||
| 5208 | 2023.01.16 08:30 | sell | 2605 | 0.02 | 127.858 | 128.378 | 127.728 | ||
| 5209 | 2023.01.16 08:45 | sell | 2606 | 0.04 | 128.081 | 128.601 | 127.881 | ||
| 5210 | 2023.01.16 10:07 | s/l | 2604 | 0.01 | 128.205 | 128.205 | 127.185 | -520.00 | 777798.76 |
| 5211 | 2023.01.16 10:08 | s/l | 2605 | 0.02 | 128.378 | 128.378 | 127.728 | -1040.00 | 776758.76 |
| 5212 | 2023.01.16 10:25 | s/l | 2606 | 0.04 | 128.601 | 128.601 | 127.881 | -2080.00 | 774678.76 |
| 5213 | 2023.01.17 07:15 | buy | 2607 | 0.01 | 128.627 | 128.107 | 129.127 | ||
| 5214 | 2023.01.17 08:23 | close | 2607 | 0.01 | 128.789 | 128.107 | 129.127 | 162.00 | 774840.76 |
| 5215 | 2023.01.17 08:25 | buy | 2608 | 0.01 | 128.777 | 128.257 | 129.277 | ||
| 5216 | 2023.01.17 08:54 | close | 2608 | 0.01 | 128.939 | 128.257 | 129.277 | 162.00 | 775002.76 |
| 5217 | 2023.01.20 17:45 | buy | 2609 | 0.01 | 129.919 | 129.399 | 130.419 | ||
| 5218 | 2023.01.20 19:45 | buy | 2610 | 0.02 | 129.707 | 129.187 | 129.787 | ||
| 5219 | 2023.01.20 20:15 | buy | 2611 | 0.04 | 129.590 | 129.070 | 129.790 | ||
| 5220 | 2023.01.20 22:10 | buy | 2612 | 0.08 | 129.513 | 128.993 | 129.913 | ||
| 5221 | 2023.01.23 01:21 | s/l | 2609 | 0.01 | 129.399 | 129.399 | 130.419 | -516.74 | 774486.02 |
| 5222 | 2023.01.23 03:04 | s/l | 2610 | 0.02 | 129.187 | 129.187 | 129.787 | -1033.48 | 773452.54 |
| 5223 | 2023.01.23 03:45 | s/l | 2611 | 0.04 | 129.070 | 129.070 | 129.790 | -2066.96 | 771385.58 |
| 5224 | 2023.01.23 06:29 | close | 2612 | 0.08 | 129.727 | 128.993 | 129.913 | 1738.08 | 773123.66 |
| 5225 | 2023.02.02 08:15 | sell | 2613 | 0.01 | 128.714 | 129.234 | 128.214 | ||
| 5226 | 2023.02.02 09:06 | close | 2613 | 0.01 | 128.593 | 129.234 | 128.214 | 121.00 | 773244.66 |
| 5227 | 2023.02.02 10:45 | sell | 2614 | 0.01 | 128.776 | 129.296 | 128.276 | ||
| 5228 | 2023.02.02 11:00 | sell | 2615 | 0.02 | 128.884 | 129.404 | 128.754 | ||
| 5229 | 2023.02.02 13:54 | t/p | 2615 | 0.02 | 128.754 | 129.404 | 128.754 | 260.00 | 773504.66 |
| 5230 | 2023.02.02 14:00 | close | 2614 | 0.01 | 128.656 | 129.296 | 128.276 | 120.00 | 773624.66 |
| 5231 | 2023.02.02 17:15 | sell | 2616 | 0.01 | 128.780 | 129.300 | 128.280 | ||
| 5232 | 2023.02.02 17:20 | close | 2616 | 0.01 | 128.659 | 129.300 | 128.280 | 121.00 | 773745.66 |
| 5233 | 2023.02.02 17:25 | sell | 2617 | 0.01 | 128.673 | 129.193 | 128.173 | ||
| 5234 | 2023.02.02 17:33 | close | 2617 | 0.01 | 128.553 | 129.193 | 128.173 | 120.00 | 773865.66 |
| 5235 | 2023.02.06 21:15 | buy | 2618 | 0.01 | 132.510 | 131.990 | 133.010 | ||
| 5236 | 2023.02.06 21:30 | buy | 2619 | 0.02 | 132.461 | 131.941 | 132.541 | ||
| 5237 | 2023.02.06 21:52 | t/p | 2619 | 0.02 | 132.541 | 131.941 | 132.541 | 160.00 | 774025.66 |
| 5238 | 2023.02.06 22:30 | close | 2618 | 0.01 | 132.672 | 131.990 | 133.010 | 162.00 | 774187.66 |
| 5239 | 2023.02.13 20:00 | buy | 2620 | 0.01 | 132.583 | 132.063 | 133.083 | ||
| 5240 | 2023.02.13 20:30 | buy | 2621 | 0.02 | 132.495 | 131.975 | 132.575 | ||
| 5241 | 2023.02.13 21:15 | buy | 2622 | 0.04 | 132.447 | 131.927 | 132.647 | ||
| 5242 | 2023.02.14 03:36 | s/l | 2620 | 0.01 | 132.063 | 132.063 | 133.083 | -516.74 | 773670.92 |
| 5243 | 2023.02.14 04:07 | s/l | 2621 | 0.02 | 131.975 | 131.975 | 132.575 | -1033.48 | 772637.44 |
| 5244 | 2023.02.14 04:07 | s/l | 2622 | 0.04 | 131.927 | 131.927 | 132.647 | -2066.96 | 770570.48 |
| 5245 | 2023.02.15 21:45 | buy | 2623 | 0.01 | 134.182 | 133.662 | 134.682 | ||
| 5246 | 2023.02.15 23:00 | buy | 2624 | 0.02 | 134.119 | 133.599 | 134.199 | ||
| 5247 | 2023.02.16 00:30 | buy | 2625 | 0.04 | 134.029 | 133.509 | 134.229 | ||
| 5248 | 2023.02.16 00:45 | buy | 2626 | 0.08 | 133.965 | 133.445 | 134.365 | ||
| 5249 | 2023.02.16 02:15 | buy | 2627 | 0.16 | 133.802 | 133.282 | 134.602 | ||
| 5250 | 2023.02.16 02:30 | close | 2623 | 0.01 | 133.961 | 133.662 | 134.682 | -211.22 | 770359.26 |