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 |
| 5251 | 2023.02.16 02:30 | close | 2624 | 0.02 | 133.961 | 133.599 | 134.199 | -296.44 | 770062.82 |
| 5252 | 2023.02.16 02:30 | close | 2625 | 0.04 | 133.961 | 133.509 | 134.229 | -272.00 | 769790.82 |
| 5253 | 2023.02.16 02:30 | close | 2626 | 0.08 | 133.961 | 133.445 | 134.365 | -32.00 | 769758.82 |
| 5254 | 2023.02.16 02:30 | close | 2627 | 0.16 | 133.961 | 133.282 | 134.602 | 2544.00 | 772302.82 |
| 5255 | 2023.02.16 02:35 | buy | 2628 | 0.01 | 133.918 | 133.398 | 134.418 | ||
| 5256 | 2023.02.16 02:58 | close | 2628 | 0.01 | 134.078 | 133.398 | 134.418 | 160.00 | 772462.82 |
| 5257 | 2023.02.16 04:30 | buy | 2629 | 0.01 | 133.757 | 133.237 | 134.257 | ||
| 5258 | 2023.02.16 07:10 | close | 2629 | 0.01 | 133.918 | 133.237 | 134.257 | 161.00 | 772623.82 |
| 5259 | 2023.02.17 15:30 | buy | 2630 | 0.01 | 134.727 | 134.207 | 135.227 | ||
| 5260 | 2023.02.17 15:40 | buy | 2631 | 0.02 | 134.663 | 134.143 | 134.743 | ||
| 5261 | 2023.02.17 15:44 | t/p | 2631 | 0.02 | 134.743 | 134.143 | 134.743 | 160.00 | 772783.82 |
| 5262 | 2023.02.17 16:00 | buy | 2632 | 0.02 | 134.644 | 134.124 | 134.724 | ||
| 5263 | 2023.02.17 16:05 | buy | 2633 | 0.04 | 134.596 | 134.076 | 134.796 | ||
| 5264 | 2023.02.17 16:30 | buy | 2634 | 0.08 | 134.500 | 133.980 | 134.900 | ||
| 5265 | 2023.02.17 16:48 | close | 2630 | 0.01 | 134.674 | 134.207 | 135.227 | -53.00 | 772730.82 |
| 5266 | 2023.02.17 16:48 | close | 2632 | 0.02 | 134.674 | 134.124 | 134.724 | 60.00 | 772790.82 |
| 5267 | 2023.02.17 16:48 | close | 2633 | 0.04 | 134.674 | 134.076 | 134.796 | 312.00 | 773102.82 |
| 5268 | 2023.02.17 16:48 | close | 2634 | 0.08 | 134.674 | 133.980 | 134.900 | 1392.00 | 774494.82 |
| 5269 | 2023.02.17 17:15 | buy | 2635 | 0.01 | 134.396 | 133.876 | 134.896 | ||
| 5270 | 2023.02.17 17:35 | buy | 2636 | 0.02 | 134.235 | 133.715 | 134.315 | ||
| 5271 | 2023.02.17 17:51 | t/p | 2636 | 0.02 | 134.315 | 133.715 | 134.315 | 160.00 | 774654.82 |
| 5272 | 2023.02.17 17:55 | buy | 2637 | 0.02 | 134.335 | 133.815 | 134.415 | ||
| 5273 | 2023.02.17 22:15 | buy | 2638 | 0.04 | 134.096 | 133.576 | 134.296 | ||
| 5274 | 2023.02.20 00:35 | t/p | 2638 | 0.04 | 134.296 | 133.576 | 134.296 | 813.04 | 775467.86 |
| 5275 | 2023.02.20 02:39 | t/p | 2637 | 0.02 | 134.415 | 133.815 | 134.415 | 166.52 | 775634.38 |
| 5276 | 2023.02.20 19:15 | sell | 2639 | 0.01 | 134.142 | 134.662 | 133.642 | ||
| 5277 | 2023.02.20 19:45 | sell | 2640 | 0.02 | 134.188 | 134.708 | 134.058 | ||
| 5278 | 2023.02.20 20:00 | sell | 2641 | 0.04 | 134.232 | 134.752 | 134.032 | ||
| 5279 | 2023.02.20 23:30 | sell | 2642 | 0.08 | 134.286 | 134.806 | 133.886 | ||
| 5280 | 2023.02.21 02:52 | close | 2642 | 0.08 | 134.161 | 134.806 | 133.886 | 1000.00 | 776634.38 |
| 5281 | 2023.02.21 02:52 | close | 2639 | 0.01 | 134.161 | 134.662 | 133.642 | -19.00 | 776615.38 |
| 5282 | 2023.02.21 02:52 | close | 2640 | 0.02 | 134.161 | 134.708 | 134.058 | 54.00 | 776669.38 |
| 5283 | 2023.02.21 02:52 | close | 2641 | 0.04 | 134.161 | 134.752 | 134.032 | 284.00 | 776953.38 |
| 5284 | 2023.02.21 09:04 | close | 2635 | 0.01 | 134.557 | 133.876 | 134.896 | 167.52 | 777120.90 |
| 5285 | 2023.02.22 02:00 | buy | 2643 | 0.01 | 134.998 | 134.478 | 135.498 | ||
| 5286 | 2023.02.22 02:10 | buy | 2644 | 0.02 | 134.943 | 134.423 | 135.023 | ||
| 5287 | 2023.02.22 14:32 | s/l | 2643 | 0.01 | 134.478 | 134.478 | 135.498 | -520.00 | 776600.90 |
| 5288 | 2023.02.22 14:33 | s/l | 2644 | 0.02 | 134.423 | 134.423 | 135.023 | -1040.00 | 775560.90 |
| 5289 | 2023.02.24 09:45 | sell | 2645 | 0.01 | 134.773 | 135.293 | 134.273 | ||
| 5290 | 2023.02.24 10:00 | sell | 2646 | 0.02 | 134.834 | 135.354 | 134.704 | ||
| 5291 | 2023.02.24 13:20 | s/l | 2645 | 0.01 | 135.293 | 135.293 | 134.273 | -520.00 | 775040.90 |
| 5292 | 2023.02.24 13:36 | s/l | 2646 | 0.02 | 135.354 | 135.354 | 134.704 | -1040.00 | 774000.90 |
| 5293 | 2023.03.01 16:15 | sell | 2647 | 0.01 | 135.873 | 136.393 | 135.373 | ||
| 5294 | 2023.03.01 16:30 | sell | 2648 | 0.02 | 135.960 | 136.480 | 135.830 | ||
| 5295 | 2023.03.01 16:45 | sell | 2649 | 0.04 | 136.026 | 136.546 | 135.826 | ||
| 5296 | 2023.03.01 17:15 | sell | 2650 | 0.08 | 136.240 | 136.760 | 135.840 | ||
| 5297 | 2023.03.01 17:38 | close | 2647 | 0.01 | 136.034 | 136.393 | 135.373 | -161.00 | 773839.90 |
| 5298 | 2023.03.01 17:38 | close | 2648 | 0.02 | 136.034 | 136.480 | 135.830 | -148.00 | 773691.90 |
| 5299 | 2023.03.01 17:38 | close | 2649 | 0.04 | 136.034 | 136.546 | 135.826 | -32.00 | 773659.90 |
| 5300 | 2023.03.01 17:38 | close | 2650 | 0.08 | 136.034 | 136.760 | 135.840 | 1648.00 | 775307.90 |
| 5301 | 2023.03.02 22:45 | buy | 2651 | 0.01 | 136.696 | 136.176 | 137.196 | ||
| 5302 | 2023.03.03 01:45 | buy | 2652 | 0.02 | 136.618 | 136.098 | 136.698 | ||
| 5303 | 2023.03.03 01:54 | t/p | 2652 | 0.02 | 136.698 | 136.098 | 136.698 | 160.00 | 775467.90 |
| 5304 | 2023.03.03 03:30 | buy | 2653 | 0.02 | 136.612 | 136.092 | 136.692 | ||
| 5305 | 2023.03.03 03:40 | buy | 2654 | 0.04 | 136.562 | 136.042 | 136.762 | ||
| 5306 | 2023.03.03 05:00 | close | 2651 | 0.01 | 136.689 | 136.176 | 137.196 | -3.74 | 775464.16 |
| 5307 | 2023.03.03 05:00 | close | 2653 | 0.02 | 136.689 | 136.092 | 136.692 | 154.00 | 775618.16 |
| 5308 | 2023.03.03 05:00 | close | 2654 | 0.04 | 136.689 | 136.042 | 136.762 | 508.00 | 776126.16 |
| 5309 | 2023.03.03 08:15 | buy | 2655 | 0.01 | 136.510 | 135.990 | 137.010 | ||
| 5310 | 2023.03.03 10:15 | buy | 2656 | 0.02 | 136.309 | 135.789 | 136.389 | ||
| 5311 | 2023.03.03 10:50 | t/p | 2656 | 0.02 | 136.389 | 135.789 | 136.389 | 160.00 | 776286.16 |
| 5312 | 2023.03.03 13:55 | s/l | 2655 | 0.01 | 135.990 | 135.990 | 137.010 | -520.00 | 775766.16 |
| 5313 | 2023.03.06 02:00 | sell | 2657 | 0.01 | 136.014 | 136.534 | 135.514 | ||
| 5314 | 2023.03.06 02:31 | close | 2657 | 0.01 | 135.894 | 136.534 | 135.514 | 120.00 | 775886.16 |
| 5315 | 2023.03.06 08:30 | sell | 2658 | 0.01 | 135.841 | 136.361 | 135.341 | ||
| 5316 | 2023.03.06 08:47 | close | 2658 | 0.01 | 135.720 | 136.361 | 135.341 | 121.00 | 776007.16 |
| 5317 | 2023.03.06 08:50 | sell | 2659 | 0.01 | 135.728 | 136.248 | 135.228 | ||
| 5318 | 2023.03.06 09:14 | close | 2659 | 0.01 | 135.608 | 136.248 | 135.228 | 120.00 | 776127.16 |
| 5319 | 2023.03.06 10:30 | sell | 2660 | 0.01 | 135.890 | 136.410 | 135.390 | ||
| 5320 | 2023.03.06 11:30 | sell | 2661 | 0.02 | 135.963 | 136.483 | 135.833 | ||
| 5321 | 2023.03.06 11:50 | sell | 2662 | 0.04 | 136.007 | 136.527 | 135.807 | ||
| 5322 | 2023.03.06 15:17 | t/p | 2661 | 0.02 | 135.833 | 136.483 | 135.833 | 260.00 | 776387.16 |
| 5323 | 2023.03.06 15:18 | t/p | 2662 | 0.04 | 135.807 | 136.527 | 135.807 | 800.00 | 777187.16 |
| 5324 | 2023.03.06 15:22 | close | 2660 | 0.01 | 135.769 | 136.410 | 135.390 | 121.00 | 777308.16 |
| 5325 | 2023.03.13 08:30 | sell | 2663 | 0.01 | 134.377 | 134.897 | 133.877 | ||
| 5326 | 2023.03.13 08:35 | sell | 2664 | 0.02 | 134.437 | 134.957 | 134.307 | ||
| 5327 | 2023.03.13 09:00 | sell | 2665 | 0.04 | 134.534 | 135.054 | 134.334 | ||
| 5328 | 2023.03.13 10:21 | t/p | 2665 | 0.04 | 134.334 | 135.054 | 134.334 | 800.00 | 778108.16 |
| 5329 | 2023.03.13 10:21 | t/p | 2664 | 0.02 | 134.307 | 134.957 | 134.307 | 260.00 | 778368.16 |
| 5330 | 2023.03.13 10:22 | close | 2663 | 0.01 | 134.257 | 134.897 | 133.877 | 120.00 | 778488.16 |
| 5331 | 2023.03.13 18:00 | sell | 2666 | 0.01 | 133.132 | 133.652 | 132.632 | ||
| 5332 | 2023.03.13 18:15 | sell | 2667 | 0.02 | 133.334 | 133.854 | 133.204 | ||
| 5333 | 2023.03.13 18:31 | t/p | 2667 | 0.02 | 133.204 | 133.854 | 133.204 | 260.00 | 778748.16 |
| 5334 | 2023.03.13 18:35 | sell | 2668 | 0.02 | 133.259 | 133.779 | 133.129 | ||
| 5335 | 2023.03.13 18:53 | t/p | 2668 | 0.02 | 133.129 | 133.779 | 133.129 | 260.00 | 779008.16 |
| 5336 | 2023.03.13 19:18 | close | 2666 | 0.01 | 133.012 | 133.652 | 132.632 | 120.00 | 779128.16 |
| 5337 | 2023.03.13 20:45 | sell | 2669 | 0.01 | 133.358 | 133.878 | 132.858 | ||
| 5338 | 2023.03.13 21:05 | sell | 2670 | 0.02 | 133.467 | 133.987 | 133.337 | ||
| 5339 | 2023.03.13 21:15 | sell | 2671 | 0.04 | 133.519 | 134.039 | 133.319 | ||
| 5340 | 2023.03.13 21:54 | t/p | 2670 | 0.02 | 133.337 | 133.987 | 133.337 | 260.00 | 779388.16 |
| 5341 | 2023.03.13 21:54 | t/p | 2671 | 0.04 | 133.319 | 134.039 | 133.319 | 800.00 | 780188.16 |
| 5342 | 2023.03.13 22:45 | close | 2669 | 0.01 | 133.238 | 133.878 | 132.858 | 120.00 | 780308.16 |
| 5343 | 2023.03.14 19:30 | buy | 2672 | 0.01 | 134.214 | 133.694 | 134.714 | ||
| 5344 | 2023.03.14 19:57 | close | 2672 | 0.01 | 134.375 | 133.694 | 134.714 | 161.00 | 780469.16 |
| 5345 | 2023.03.14 21:00 | buy | 2673 | 0.01 | 134.164 | 133.644 | 134.664 | ||
| 5346 | 2023.03.14 21:10 | buy | 2674 | 0.02 | 134.113 | 133.593 | 134.193 | ||
| 5347 | 2023.03.14 21:15 | buy | 2675 | 0.04 | 134.032 | 133.512 | 134.232 | ||
| 5348 | 2023.03.14 21:56 | close | 2673 | 0.01 | 134.167 | 133.644 | 134.664 | 3.00 | 780472.16 |
| 5349 | 2023.03.14 21:56 | close | 2674 | 0.02 | 134.167 | 133.593 | 134.193 | 108.00 | 780580.16 |
| 5350 | 2023.03.14 21:56 | close | 2675 | 0.04 | 134.167 | 133.512 | 134.232 | 540.00 | 781120.16 |
| 5351 | 2023.03.20 12:45 | sell | 2676 | 0.01 | 131.414 | 131.934 | 130.914 | ||
| 5352 | 2023.03.20 12:55 | close | 2676 | 0.01 | 131.294 | 131.934 | 130.914 | 120.00 | 781240.16 |
| 5353 | 2023.03.20 14:45 | sell | 2677 | 0.01 | 131.476 | 131.996 | 130.976 | ||
| 5354 | 2023.03.20 15:00 | sell | 2678 | 0.02 | 131.516 | 132.036 | 131.386 | ||
| 5355 | 2023.03.20 15:02 | t/p | 2678 | 0.02 | 131.386 | 132.036 | 131.386 | 260.00 | 781500.16 |
| 5356 | 2023.03.20 15:04 | close | 2677 | 0.01 | 131.356 | 131.996 | 130.976 | 120.00 | 781620.16 |
| 5357 | 2023.03.20 15:05 | sell | 2679 | 0.01 | 131.339 | 131.859 | 130.839 | ||
| 5358 | 2023.03.20 16:00 | sell | 2680 | 0.02 | 131.574 | 132.094 | 131.444 | ||
| 5359 | 2023.03.20 16:15 | sell | 2681 | 0.04 | 131.674 | 132.194 | 131.474 | ||
| 5360 | 2023.03.20 17:00 | sell | 2682 | 0.08 | 131.739 | 132.259 | 131.339 | ||
| 5361 | 2023.03.20 17:57 | close | 2679 | 0.01 | 131.586 | 131.859 | 130.839 | -247.00 | 781373.16 |
| 5362 | 2023.03.20 17:57 | close | 2680 | 0.02 | 131.586 | 132.094 | 131.444 | -24.00 | 781349.16 |
| 5363 | 2023.03.20 17:57 | close | 2681 | 0.04 | 131.586 | 132.194 | 131.474 | 352.00 | 781701.16 |
| 5364 | 2023.03.20 17:57 | close | 2682 | 0.08 | 131.586 | 132.259 | 131.339 | 1224.00 | 782925.16 |
| 5365 | 2023.03.22 00:15 | buy | 2683 | 0.01 | 132.368 | 131.848 | 132.868 | ||
| 5366 | 2023.03.22 01:25 | buy | 2684 | 0.02 | 132.299 | 131.779 | 132.379 | ||
| 5367 | 2023.03.22 01:59 | t/p | 2684 | 0.02 | 132.379 | 131.779 | 132.379 | 160.00 | 783085.16 |
| 5368 | 2023.03.22 02:22 | close | 2683 | 0.01 | 132.531 | 131.848 | 132.868 | 163.00 | 783248.16 |
| 5369 | 2023.03.24 02:15 | sell | 2685 | 0.01 | 130.828 | 131.348 | 130.328 | ||
| 5370 | 2023.03.24 02:23 | close | 2685 | 0.01 | 130.708 | 131.348 | 130.328 | 120.00 | 783368.16 |
| 5371 | 2023.03.24 02:25 | sell | 2686 | 0.01 | 130.666 | 131.186 | 130.166 | ||
| 5372 | 2023.03.24 02:59 | close | 2686 | 0.01 | 130.546 | 131.186 | 130.166 | 120.00 | 783488.16 |
| 5373 | 2023.03.24 15:00 | sell | 2687 | 0.01 | 130.154 | 130.674 | 129.654 | ||
| 5374 | 2023.03.24 15:30 | sell | 2688 | 0.02 | 130.328 | 130.848 | 130.198 | ||
| 5375 | 2023.03.24 15:32 | t/p | 2688 | 0.02 | 130.198 | 130.848 | 130.198 | 260.00 | 783748.16 |
| 5376 | 2023.03.24 15:35 | sell | 2689 | 0.02 | 130.221 | 130.741 | 130.091 | ||
| 5377 | 2023.03.24 15:40 | sell | 2690 | 0.04 | 130.268 | 130.788 | 130.068 | ||
| 5378 | 2023.03.24 16:00 | sell | 2691 | 0.08 | 130.573 | 131.093 | 130.173 | ||
| 5379 | 2023.03.24 16:03 | s/l | 2687 | 0.01 | 130.674 | 130.674 | 129.654 | -520.00 | 783228.16 |
| 5380 | 2023.03.24 17:08 | close | 2689 | 0.02 | 130.341 | 130.741 | 130.091 | -240.00 | 782988.16 |
| 5381 | 2023.03.24 17:08 | close | 2690 | 0.04 | 130.341 | 130.788 | 130.068 | -292.00 | 782696.16 |
| 5382 | 2023.03.24 17:08 | close | 2691 | 0.08 | 130.341 | 131.093 | 130.173 | 1856.00 | 784552.16 |
| 5383 | 2023.03.24 18:15 | sell | 2692 | 0.01 | 130.641 | 131.161 | 130.141 | ||
| 5384 | 2023.03.24 18:45 | sell | 2693 | 0.02 | 130.799 | 131.319 | 130.669 | ||
| 5385 | 2023.03.24 19:46 | t/p | 2693 | 0.02 | 130.669 | 131.319 | 130.669 | 260.00 | 784812.16 |
| 5386 | 2023.03.27 00:19 | close | 2692 | 0.01 | 130.519 | 131.161 | 130.141 | 122.00 | 784934.16 |
| 5387 | 2023.03.28 01:30 | buy | 2694 | 0.01 | 131.514 | 130.994 | 132.014 | ||
| 5388 | 2023.03.28 02:00 | buy | 2695 | 0.02 | 131.464 | 130.944 | 131.544 | ||
| 5389 | 2023.03.28 02:15 | buy | 2696 | 0.04 | 131.400 | 130.880 | 131.600 | ||
| 5390 | 2023.03.28 03:28 | s/l | 2694 | 0.01 | 130.994 | 130.994 | 132.014 | -520.00 | 784414.16 |
| 5391 | 2023.03.28 03:31 | s/l | 2695 | 0.02 | 130.944 | 130.944 | 131.544 | -1040.00 | 783374.16 |
| 5392 | 2023.03.28 03:35 | s/l | 2696 | 0.04 | 130.880 | 130.880 | 131.600 | -2080.00 | 781294.16 |
| 5393 | 2023.03.28 17:15 | sell | 2697 | 0.01 | 131.084 | 131.604 | 130.584 | ||
| 5394 | 2023.03.28 17:30 | sell | 2698 | 0.02 | 131.144 | 131.664 | 131.014 | ||
| 5395 | 2023.03.28 17:34 | t/p | 2698 | 0.02 | 131.014 | 131.664 | 131.014 | 260.00 | 781554.16 |
| 5396 | 2023.03.28 17:37 | close | 2697 | 0.01 | 130.963 | 131.604 | 130.584 | 121.00 | 781675.16 |
| 5397 | 2023.03.28 17:40 | sell | 2699 | 0.01 | 130.983 | 131.503 | 130.483 | ||
| 5398 | 2023.03.28 20:05 | close | 2699 | 0.01 | 130.858 | 131.503 | 130.483 | 125.00 | 781800.16 |
| 5399 | 2023.03.30 02:00 | buy | 2700 | 0.01 | 132.659 | 132.139 | 133.159 | ||
| 5400 | 2023.03.30 02:30 | buy | 2701 | 0.02 | 132.598 | 132.078 | 132.678 | ||