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 |
| 5401 | 2023.03.30 03:08 | t/p | 2701 | 0.02 | 132.678 | 132.078 | 132.678 | 160.00 | 781960.16 |
| 5402 | 2023.03.30 03:15 | buy | 2702 | 0.02 | 132.580 | 132.060 | 132.660 | ||
| 5403 | 2023.03.30 03:30 | buy | 2703 | 0.04 | 132.515 | 131.995 | 132.715 | ||
| 5404 | 2023.03.30 03:37 | close | 2700 | 0.01 | 132.649 | 132.139 | 133.159 | -10.00 | 781950.16 |
| 5405 | 2023.03.30 03:37 | close | 2702 | 0.02 | 132.649 | 132.060 | 132.660 | 138.00 | 782088.16 |
| 5406 | 2023.03.30 03:37 | close | 2703 | 0.04 | 132.649 | 131.995 | 132.715 | 536.00 | 782624.16 |
| 5407 | 2023.03.30 03:40 | buy | 2704 | 0.01 | 132.611 | 132.091 | 133.111 | ||
| 5408 | 2023.03.30 03:45 | buy | 2705 | 0.02 | 132.532 | 132.012 | 132.612 | ||
| 5409 | 2023.03.30 03:55 | t/p | 2705 | 0.02 | 132.612 | 132.012 | 132.612 | 160.00 | 782784.16 |
| 5410 | 2023.03.30 04:13 | close | 2704 | 0.01 | 132.772 | 132.091 | 133.111 | 161.00 | 782945.16 |
| 5411 | 2023.03.31 07:00 | buy | 2706 | 0.01 | 132.769 | 132.249 | 133.269 | ||
| 5412 | 2023.03.31 08:23 | close | 2706 | 0.01 | 132.930 | 132.249 | 133.269 | 161.00 | 783106.16 |
| 5413 | 2023.03.31 15:45 | buy | 2707 | 0.01 | 133.011 | 132.491 | 133.511 | ||
| 5414 | 2023.03.31 15:50 | buy | 2708 | 0.02 | 132.971 | 132.451 | 133.051 | ||
| 5415 | 2023.03.31 15:54 | t/p | 2708 | 0.02 | 133.051 | 132.451 | 133.051 | 160.00 | 783266.16 |
| 5416 | 2023.03.31 16:01 | close | 2707 | 0.01 | 133.172 | 132.491 | 133.511 | 161.00 | 783427.16 |
| 5417 | 2023.03.31 19:30 | buy | 2709 | 0.01 | 132.816 | 132.296 | 133.316 | ||
| 5418 | 2023.04.03 00:15 | close | 2709 | 0.01 | 133.269 | 132.296 | 133.316 | 456.26 | 783883.42 |
| 5419 | 2023.04.05 20:00 | sell | 2710 | 0.01 | 131.181 | 131.701 | 130.681 | ||
| 5420 | 2023.04.05 23:00 | sell | 2711 | 0.02 | 131.303 | 131.823 | 131.173 | ||
| 5421 | 2023.04.05 23:15 | sell | 2712 | 0.04 | 131.393 | 131.913 | 131.193 | ||
| 5422 | 2023.04.06 01:09 | t/p | 2712 | 0.04 | 131.193 | 131.913 | 131.193 | 800.00 | 784683.42 |
| 5423 | 2023.04.06 01:33 | t/p | 2711 | 0.02 | 131.173 | 131.823 | 131.173 | 260.00 | 784943.42 |
| 5424 | 2023.04.06 02:01 | close | 2710 | 0.01 | 131.059 | 131.701 | 130.681 | 122.00 | 785065.42 |
| 5425 | 2023.04.07 03:15 | buy | 2713 | 0.01 | 131.628 | 131.108 | 132.128 | ||
| 5426 | 2023.04.07 04:50 | buy | 2714 | 0.02 | 131.588 | 131.068 | 131.668 | ||
| 5427 | 2023.04.07 05:30 | t/p | 2714 | 0.02 | 131.668 | 131.068 | 131.668 | 160.00 | 785225.42 |
| 5428 | 2023.04.07 06:06 | close | 2713 | 0.01 | 131.788 | 131.108 | 132.128 | 160.00 | 785385.42 |
| 5429 | 2023.04.10 09:45 | buy | 2715 | 0.01 | 132.526 | 132.006 | 133.026 | ||
| 5430 | 2023.04.10 10:15 | buy | 2716 | 0.02 | 132.445 | 131.925 | 132.525 | ||
| 5431 | 2023.04.10 10:30 | buy | 2717 | 0.04 | 132.332 | 131.812 | 132.532 | ||
| 5432 | 2023.04.10 10:45 | buy | 2718 | 0.08 | 132.189 | 131.669 | 132.589 | ||
| 5433 | 2023.04.10 11:00 | buy | 2719 | 0.16 | 132.076 | 131.556 | 132.876 | ||
| 5434 | 2023.04.10 11:14 | s/l | 2715 | 0.01 | 132.006 | 132.006 | 133.026 | -520.00 | 784865.42 |
| 5435 | 2023.04.10 13:17 | close | 2716 | 0.02 | 132.222 | 131.925 | 132.525 | -446.00 | 784419.42 |
| 5436 | 2023.04.10 13:17 | close | 2717 | 0.04 | 132.222 | 131.812 | 132.532 | -440.00 | 783979.42 |
| 5437 | 2023.04.10 13:17 | close | 2718 | 0.08 | 132.222 | 131.669 | 132.589 | 264.00 | 784243.42 |
| 5438 | 2023.04.10 13:17 | close | 2719 | 0.16 | 132.222 | 131.556 | 132.876 | 2336.00 | 786579.42 |
| 5439 | 2023.04.10 22:15 | buy | 2720 | 0.01 | 133.591 | 133.071 | 134.091 | ||
| 5440 | 2023.04.11 00:30 | buy | 2721 | 0.02 | 133.535 | 133.015 | 133.615 | ||
| 5441 | 2023.04.11 02:13 | t/p | 2721 | 0.02 | 133.615 | 133.015 | 133.615 | 160.00 | 786739.42 |
| 5442 | 2023.04.11 03:00 | buy | 2722 | 0.02 | 133.475 | 132.955 | 133.555 | ||
| 5443 | 2023.04.11 03:15 | buy | 2723 | 0.04 | 133.318 | 132.798 | 133.518 | ||
| 5444 | 2023.04.11 03:30 | buy | 2724 | 0.08 | 133.257 | 132.737 | 133.657 | ||
| 5445 | 2023.04.11 03:55 | close | 2720 | 0.01 | 133.438 | 133.071 | 134.091 | -149.74 | 786589.68 |
| 5446 | 2023.04.11 03:55 | close | 2722 | 0.02 | 133.438 | 132.955 | 133.555 | -74.00 | 786515.68 |
| 5447 | 2023.04.11 03:55 | close | 2723 | 0.04 | 133.438 | 132.798 | 133.518 | 480.00 | 786995.68 |
| 5448 | 2023.04.11 03:55 | close | 2724 | 0.08 | 133.438 | 132.737 | 133.657 | 1448.00 | 788443.68 |
| 5449 | 2023.04.11 15:00 | sell | 2725 | 0.01 | 133.261 | 133.781 | 132.761 | ||
| 5450 | 2023.04.11 15:30 | close | 2725 | 0.01 | 133.141 | 133.781 | 132.761 | 120.00 | 788563.68 |
| 5451 | 2023.04.11 17:00 | sell | 2726 | 0.01 | 133.261 | 133.781 | 132.761 | ||
| 5452 | 2023.04.11 17:05 | sell | 2727 | 0.02 | 133.320 | 133.840 | 133.190 | ||
| 5453 | 2023.04.11 17:15 | sell | 2728 | 0.04 | 133.388 | 133.908 | 133.188 | ||
| 5454 | 2023.04.11 17:45 | sell | 2729 | 0.08 | 133.445 | 133.965 | 133.045 | ||
| 5455 | 2023.04.11 21:45 | s/l | 2726 | 0.01 | 133.781 | 133.781 | 132.761 | -520.00 | 788043.68 |
| 5456 | 2023.04.12 05:31 | s/l | 2727 | 0.02 | 133.840 | 133.840 | 133.190 | -1040.00 | 787003.68 |
| 5457 | 2023.04.12 05:50 | s/l | 2728 | 0.04 | 133.908 | 133.908 | 133.188 | -2080.00 | 784923.68 |
| 5458 | 2023.04.12 06:01 | s/l | 2729 | 0.08 | 133.965 | 133.965 | 133.045 | -4160.00 | 780763.68 |
| 5459 | 2023.04.12 10:00 | buy | 2730 | 0.01 | 133.654 | 133.134 | 134.154 | ||
| 5460 | 2023.04.12 10:55 | close | 2730 | 0.01 | 133.815 | 133.134 | 134.154 | 161.00 | 780924.68 |
| 5461 | 2023.04.17 11:30 | buy | 2731 | 0.01 | 133.966 | 133.446 | 134.466 | ||
| 5462 | 2023.04.17 13:10 | close | 2731 | 0.01 | 134.126 | 133.446 | 134.466 | 160.00 | 781084.68 |
| 5463 | 2023.04.18 08:30 | buy | 2732 | 0.01 | 134.399 | 133.879 | 134.899 | ||
| 5464 | 2023.04.18 09:50 | buy | 2733 | 0.02 | 134.343 | 133.823 | 134.423 | ||
| 5465 | 2023.04.18 10:08 | t/p | 2733 | 0.02 | 134.423 | 133.823 | 134.423 | 160.00 | 781244.68 |
| 5466 | 2023.04.18 14:33 | s/l | 2732 | 0.01 | 133.879 | 133.879 | 134.899 | -520.00 | 780724.68 |
| 5467 | 2023.04.20 21:00 | sell | 2734 | 0.01 | 134.272 | 134.792 | 133.772 | ||
| 5468 | 2023.04.20 21:15 | sell | 2735 | 0.02 | 134.316 | 134.836 | 134.186 | ||
| 5469 | 2023.04.21 00:21 | t/p | 2735 | 0.02 | 134.186 | 134.836 | 134.186 | 260.00 | 780984.68 |
| 5470 | 2023.04.21 01:40 | close | 2734 | 0.01 | 134.151 | 134.792 | 133.772 | 121.00 | 781105.68 |
| 5471 | 2023.04.21 10:30 | sell | 2736 | 0.01 | 133.996 | 134.516 | 133.496 | ||
| 5472 | 2023.04.21 11:39 | close | 2736 | 0.01 | 133.876 | 134.516 | 133.496 | 120.00 | 781225.68 |
| 5473 | 2023.04.26 00:45 | sell | 2737 | 0.01 | 133.756 | 134.276 | 133.256 | ||
| 5474 | 2023.04.26 02:05 | close | 2737 | 0.01 | 133.636 | 134.276 | 133.256 | 120.00 | 781345.68 |
| 5475 | 2023.05.01 10:30 | buy | 2738 | 0.01 | 136.825 | 136.305 | 137.325 | ||
| 5476 | 2023.05.01 10:35 | buy | 2739 | 0.02 | 136.785 | 136.265 | 136.865 | ||
| 5477 | 2023.05.01 10:40 | t/p | 2739 | 0.02 | 136.865 | 136.265 | 136.865 | 160.00 | 781505.68 |
| 5478 | 2023.05.01 13:15 | buy | 2740 | 0.02 | 136.622 | 136.102 | 136.702 | ||
| 5479 | 2023.05.01 14:11 | t/p | 2740 | 0.02 | 136.702 | 136.102 | 136.702 | 160.00 | 781665.68 |
| 5480 | 2023.05.01 17:00 | close | 2738 | 0.01 | 136.986 | 136.305 | 137.325 | 161.00 | 781826.68 |
| 5481 | 2023.05.02 03:15 | buy | 2741 | 0.01 | 137.346 | 136.826 | 137.846 | ||
| 5482 | 2023.05.02 03:54 | close | 2741 | 0.01 | 137.507 | 136.826 | 137.846 | 161.00 | 781987.68 |
| 5483 | 2023.05.02 11:30 | buy | 2742 | 0.01 | 137.482 | 136.962 | 137.982 | ||
| 5484 | 2023.05.02 11:45 | buy | 2743 | 0.02 | 137.422 | 136.902 | 137.502 | ||
| 5485 | 2023.05.02 11:59 | t/p | 2743 | 0.02 | 137.502 | 136.902 | 137.502 | 160.00 | 782147.68 |
| 5486 | 2023.05.02 13:15 | buy | 2744 | 0.02 | 137.390 | 136.870 | 137.470 | ||
| 5487 | 2023.05.02 13:34 | t/p | 2744 | 0.02 | 137.470 | 136.870 | 137.470 | 160.00 | 782307.68 |
| 5488 | 2023.05.02 17:03 | s/l | 2742 | 0.01 | 136.962 | 136.962 | 137.982 | -520.00 | 781787.68 |
| 5489 | 2023.05.04 10:30 | sell | 2745 | 0.01 | 134.718 | 135.238 | 134.218 | ||
| 5490 | 2023.05.04 11:58 | close | 2745 | 0.01 | 134.598 | 135.238 | 134.218 | 120.00 | 781907.68 |
| 5491 | 2023.05.08 05:15 | buy | 2746 | 0.01 | 134.821 | 134.301 | 135.321 | ||
| 5492 | 2023.05.08 05:30 | buy | 2747 | 0.02 | 134.775 | 134.255 | 134.855 | ||
| 5493 | 2023.05.08 06:01 | t/p | 2747 | 0.02 | 134.855 | 134.255 | 134.855 | 160.00 | 782067.68 |
| 5494 | 2023.05.08 07:50 | buy | 2748 | 0.02 | 134.775 | 134.255 | 134.855 | ||
| 5495 | 2023.05.08 09:15 | buy | 2749 | 0.04 | 134.704 | 134.184 | 134.904 | ||
| 5496 | 2023.05.08 10:01 | close | 2746 | 0.01 | 134.834 | 134.301 | 135.321 | 13.00 | 782080.68 |
| 5497 | 2023.05.08 10:01 | close | 2748 | 0.02 | 134.834 | 134.255 | 134.855 | 118.00 | 782198.68 |
| 5498 | 2023.05.08 10:01 | close | 2749 | 0.04 | 134.834 | 134.184 | 134.904 | 520.00 | 782718.68 |
| 5499 | 2023.05.10 11:30 | buy | 2750 | 0.01 | 135.161 | 134.641 | 135.661 | ||
| 5500 | 2023.05.10 14:53 | close | 2750 | 0.01 | 135.322 | 134.641 | 135.661 | 161.00 | 782879.68 |
| 5501 | 2023.05.11 21:45 | sell | 2751 | 0.01 | 134.554 | 135.074 | 134.054 | ||
| 5502 | 2023.05.12 03:22 | close | 2751 | 0.01 | 134.434 | 135.074 | 134.054 | 120.00 | 782999.68 |
| 5503 | 2023.05.15 10:15 | buy | 2752 | 0.01 | 135.891 | 135.371 | 136.391 | ||
| 5504 | 2023.05.15 11:36 | close | 2752 | 0.01 | 136.052 | 135.371 | 136.391 | 161.00 | 783160.68 |
| 5505 | 2023.05.18 09:30 | buy | 2753 | 0.01 | 137.420 | 136.900 | 137.920 | ||
| 5506 | 2023.05.18 10:01 | close | 2753 | 0.01 | 137.580 | 136.900 | 137.920 | 160.00 | 783320.68 |
| 5507 | 2023.05.19 02:15 | buy | 2754 | 0.01 | 138.542 | 138.022 | 139.042 | ||
| 5508 | 2023.05.19 03:15 | buy | 2755 | 0.02 | 138.374 | 137.854 | 138.454 | ||
| 5509 | 2023.05.19 03:50 | t/p | 2755 | 0.02 | 138.454 | 137.854 | 138.454 | 160.00 | 783480.68 |
| 5510 | 2023.05.19 04:00 | buy | 2756 | 0.02 | 138.413 | 137.893 | 138.493 | ||
| 5511 | 2023.05.19 04:05 | buy | 2757 | 0.04 | 138.366 | 137.846 | 138.566 | ||
| 5512 | 2023.05.19 04:17 | t/p | 2756 | 0.02 | 138.493 | 137.893 | 138.493 | 160.00 | 783640.68 |
| 5513 | 2023.05.19 04:18 | close | 2754 | 0.01 | 138.532 | 138.022 | 139.042 | -10.00 | 783630.68 |
| 5514 | 2023.05.19 04:18 | close | 2757 | 0.04 | 138.532 | 137.846 | 138.566 | 664.00 | 784294.68 |
| 5515 | 2023.05.19 09:15 | buy | 2758 | 0.01 | 138.201 | 137.681 | 138.701 | ||
| 5516 | 2023.05.19 09:30 | buy | 2759 | 0.02 | 138.071 | 137.551 | 138.151 | ||
| 5517 | 2023.05.19 09:40 | t/p | 2759 | 0.02 | 138.151 | 137.551 | 138.151 | 160.00 | 784454.68 |
| 5518 | 2023.05.19 10:15 | buy | 2760 | 0.02 | 138.076 | 137.556 | 138.156 | ||
| 5519 | 2023.05.19 10:24 | t/p | 2760 | 0.02 | 138.156 | 137.556 | 138.156 | 160.00 | 784614.68 |
| 5520 | 2023.05.19 10:25 | buy | 2761 | 0.02 | 138.160 | 137.640 | 138.240 | ||
| 5521 | 2023.05.19 10:45 | buy | 2762 | 0.04 | 138.065 | 137.545 | 138.265 | ||
| 5522 | 2023.05.19 11:06 | close | 2758 | 0.01 | 138.205 | 137.681 | 138.701 | 4.00 | 784618.68 |
| 5523 | 2023.05.19 11:06 | close | 2761 | 0.02 | 138.205 | 137.640 | 138.240 | 90.00 | 784708.68 |
| 5524 | 2023.05.19 11:06 | close | 2762 | 0.04 | 138.205 | 137.545 | 138.265 | 560.00 | 785268.68 |
| 5525 | 2023.05.25 01:45 | buy | 2763 | 0.01 | 139.272 | 138.752 | 139.772 | ||
| 5526 | 2023.05.25 01:50 | buy | 2764 | 0.02 | 139.193 | 138.673 | 139.273 | ||
| 5527 | 2023.05.25 02:21 | t/p | 2764 | 0.02 | 139.273 | 138.673 | 139.273 | 160.00 | 785428.68 |
| 5528 | 2023.05.25 03:43 | close | 2763 | 0.01 | 139.433 | 138.752 | 139.772 | 161.00 | 785589.68 |
| 5529 | 2023.05.25 08:15 | buy | 2765 | 0.01 | 139.603 | 139.083 | 140.103 | ||
| 5530 | 2023.05.25 09:25 | buy | 2766 | 0.02 | 139.550 | 139.030 | 139.630 | ||
| 5531 | 2023.05.25 10:15 | buy | 2767 | 0.04 | 139.468 | 138.948 | 139.668 | ||
| 5532 | 2023.05.25 10:35 | buy | 2768 | 0.08 | 139.374 | 138.854 | 139.774 | ||
| 5533 | 2023.05.25 12:07 | close | 2765 | 0.01 | 139.552 | 139.083 | 140.103 | -51.00 | 785538.68 |
| 5534 | 2023.05.25 12:07 | close | 2766 | 0.02 | 139.552 | 139.030 | 139.630 | 4.00 | 785542.68 |
| 5535 | 2023.05.25 12:07 | close | 2767 | 0.04 | 139.552 | 138.948 | 139.668 | 336.00 | 785878.68 |
| 5536 | 2023.05.25 12:07 | close | 2768 | 0.08 | 139.552 | 138.854 | 139.774 | 1424.00 | 787302.68 |
| 5537 | 2023.05.29 04:45 | buy | 2769 | 0.01 | 140.530 | 140.010 | 141.030 | ||
| 5538 | 2023.05.29 05:15 | buy | 2770 | 0.02 | 140.488 | 139.968 | 140.568 | ||
| 5539 | 2023.05.29 05:45 | buy | 2771 | 0.04 | 140.438 | 139.918 | 140.638 | ||
| 5540 | 2023.05.29 06:09 | close | 2769 | 0.01 | 140.559 | 140.010 | 141.030 | 29.00 | 787331.68 |
| 5541 | 2023.05.29 06:09 | close | 2770 | 0.02 | 140.559 | 139.968 | 140.568 | 142.00 | 787473.68 |
| 5542 | 2023.05.29 06:09 | close | 2771 | 0.04 | 140.559 | 139.918 | 140.638 | 484.00 | 787957.68 |
| 5543 | 2023.05.29 08:15 | buy | 2772 | 0.01 | 140.402 | 139.882 | 140.902 | ||
| 5544 | 2023.05.29 08:30 | buy | 2773 | 0.02 | 140.362 | 139.842 | 140.442 | ||
| 5545 | 2023.05.29 09:20 | buy | 2774 | 0.04 | 140.314 | 139.794 | 140.514 | ||
| 5546 | 2023.05.29 09:30 | buy | 2775 | 0.08 | 140.264 | 139.744 | 140.664 | ||
| 5547 | 2023.05.29 10:07 | close | 2772 | 0.01 | 140.413 | 139.882 | 140.902 | 11.00 | 787968.68 |
| 5548 | 2023.05.29 10:07 | close | 2773 | 0.02 | 140.413 | 139.842 | 140.442 | 102.00 | 788070.68 |
| 5549 | 2023.05.29 10:07 | close | 2774 | 0.04 | 140.413 | 139.794 | 140.514 | 396.00 | 788466.68 |
| 5550 | 2023.05.29 10:07 | close | 2775 | 0.08 | 140.413 | 139.744 | 140.664 | 1192.00 | 789658.68 |