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 |
| 5551 | 2023.05.29 12:45 | buy | 2776 | 0.01 | 140.278 | 139.758 | 140.778 | ||
| 5552 | 2023.05.29 16:15 | buy | 2777 | 0.02 | 140.192 | 139.672 | 140.272 | ||
| 5553 | 2023.05.29 17:33 | t/p | 2777 | 0.02 | 140.272 | 139.672 | 140.272 | 160.00 | 789818.68 |
| 5554 | 2023.05.29 23:00 | close | 2776 | 0.01 | 140.439 | 139.758 | 140.778 | 161.00 | 789979.68 |
| 5555 | 2023.05.31 11:45 | sell | 2778 | 0.01 | 139.794 | 140.314 | 139.294 | ||
| 5556 | 2023.05.31 15:00 | close | 2778 | 0.01 | 139.674 | 140.314 | 139.294 | 120.00 | 790099.68 |
| 5557 | 2023.06.02 03:30 | sell | 2779 | 0.01 | 138.859 | 139.379 | 138.359 | ||
| 5558 | 2023.06.02 04:00 | sell | 2780 | 0.02 | 138.945 | 139.465 | 138.815 | ||
| 5559 | 2023.06.02 05:30 | t/p | 2780 | 0.02 | 138.815 | 139.465 | 138.815 | 260.00 | 790359.68 |
| 5560 | 2023.06.02 06:00 | close | 2779 | 0.01 | 138.739 | 139.379 | 138.359 | 120.00 | 790479.68 |
| 5561 | 2023.06.05 06:45 | buy | 2781 | 0.01 | 140.018 | 139.498 | 140.518 | ||
| 5562 | 2023.06.05 09:05 | close | 2781 | 0.01 | 140.179 | 139.498 | 140.518 | 161.00 | 790640.68 |
| 5563 | 2023.06.05 09:10 | buy | 2782 | 0.01 | 140.237 | 139.717 | 140.737 | ||
| 5564 | 2023.06.05 10:12 | close | 2782 | 0.01 | 140.398 | 139.717 | 140.737 | 161.00 | 790801.68 |
| 5565 | 2023.06.05 15:15 | buy | 2783 | 0.01 | 140.201 | 139.681 | 140.701 | ||
| 5566 | 2023.06.05 16:20 | buy | 2784 | 0.02 | 140.127 | 139.607 | 140.207 | ||
| 5567 | 2023.06.05 16:30 | buy | 2785 | 0.04 | 140.059 | 139.539 | 140.259 | ||
| 5568 | 2023.06.05 16:43 | close | 2783 | 0.01 | 140.192 | 139.681 | 140.701 | -9.00 | 790792.68 |
| 5569 | 2023.06.05 16:43 | close | 2784 | 0.02 | 140.192 | 139.607 | 140.207 | 130.00 | 790922.68 |
| 5570 | 2023.06.05 16:43 | close | 2785 | 0.04 | 140.192 | 139.539 | 140.259 | 532.00 | 791454.68 |
| 5571 | 2023.06.06 14:00 | sell | 2786 | 0.01 | 139.439 | 139.959 | 138.939 | ||
| 5572 | 2023.06.06 14:30 | sell | 2787 | 0.02 | 139.558 | 140.078 | 139.428 | ||
| 5573 | 2023.06.06 15:15 | sell | 2788 | 0.04 | 139.608 | 140.128 | 139.408 | ||
| 5574 | 2023.06.06 17:43 | s/l | 2786 | 0.01 | 139.959 | 139.959 | 138.939 | -520.00 | 790934.68 |
| 5575 | 2023.06.07 03:50 | t/p | 2787 | 0.02 | 139.428 | 140.078 | 139.428 | 260.00 | 791194.68 |
| 5576 | 2023.06.07 03:58 | t/p | 2788 | 0.04 | 139.408 | 140.128 | 139.408 | 800.00 | 791994.68 |
| 5577 | 2023.06.19 16:45 | buy | 2789 | 0.01 | 141.769 | 141.249 | 142.269 | ||
| 5578 | 2023.06.19 19:07 | close | 2789 | 0.01 | 141.929 | 141.249 | 142.269 | 160.00 | 792154.68 |
| 5579 | 2023.06.21 03:30 | sell | 2790 | 0.01 | 141.530 | 142.050 | 141.030 | ||
| 5580 | 2023.06.21 04:00 | sell | 2791 | 0.02 | 141.693 | 142.213 | 141.563 | ||
| 5581 | 2023.06.21 04:37 | t/p | 2791 | 0.02 | 141.563 | 142.213 | 141.563 | 260.00 | 792414.68 |
| 5582 | 2023.06.21 10:04 | s/l | 2790 | 0.01 | 142.050 | 142.050 | 141.030 | -520.00 | 791894.68 |
| 5583 | 2023.06.21 20:15 | buy | 2792 | 0.01 | 141.879 | 141.359 | 142.379 | ||
| 5584 | 2023.06.21 20:30 | buy | 2793 | 0.02 | 141.839 | 141.319 | 141.919 | ||
| 5585 | 2023.06.22 10:01 | t/p | 2793 | 0.02 | 141.919 | 141.319 | 141.919 | 179.56 | 792074.24 |
| 5586 | 2023.06.22 13:25 | close | 2792 | 0.01 | 142.041 | 141.359 | 142.379 | 171.78 | 792246.02 |
| 5587 | 2023.06.23 10:30 | buy | 2794 | 0.01 | 143.009 | 142.489 | 143.509 | ||
| 5588 | 2023.06.23 12:09 | close | 2794 | 0.01 | 143.169 | 142.489 | 143.509 | 160.00 | 792406.02 |
| 5589 | 2023.06.28 02:00 | buy | 2795 | 0.01 | 143.968 | 143.448 | 144.468 | ||
| 5590 | 2023.06.28 02:30 | buy | 2796 | 0.02 | 143.891 | 143.371 | 143.971 | ||
| 5591 | 2023.06.28 02:45 | buy | 2797 | 0.04 | 143.835 | 143.315 | 144.035 | ||
| 5592 | 2023.06.28 03:15 | buy | 2798 | 0.08 | 143.765 | 143.245 | 144.165 | ||
| 5593 | 2023.06.28 05:12 | close | 2795 | 0.01 | 143.928 | 143.448 | 144.468 | -40.00 | 792366.02 |
| 5594 | 2023.06.28 05:12 | close | 2796 | 0.02 | 143.928 | 143.371 | 143.971 | 74.00 | 792440.02 |
| 5595 | 2023.06.28 05:12 | close | 2797 | 0.04 | 143.928 | 143.315 | 144.035 | 372.00 | 792812.02 |
| 5596 | 2023.06.28 05:12 | close | 2798 | 0.08 | 143.928 | 143.245 | 144.165 | 1304.00 | 794116.02 |
| 5597 | 2023.06.28 12:45 | buy | 2799 | 0.01 | 143.981 | 143.461 | 144.481 | ||
| 5598 | 2023.06.28 14:42 | close | 2799 | 0.01 | 144.142 | 143.461 | 144.481 | 161.00 | 794277.02 |
| 5599 | 2023.06.29 03:45 | buy | 2800 | 0.01 | 144.359 | 143.839 | 144.859 | ||
| 5600 | 2023.06.29 04:00 | buy | 2801 | 0.02 | 144.256 | 143.736 | 144.336 | ||
| 5601 | 2023.06.29 04:30 | buy | 2802 | 0.04 | 144.180 | 143.660 | 144.380 | ||
| 5602 | 2023.06.29 05:00 | close | 2800 | 0.01 | 144.321 | 143.839 | 144.859 | -38.00 | 794239.02 |
| 5603 | 2023.06.29 05:00 | close | 2801 | 0.02 | 144.321 | 143.736 | 144.336 | 130.00 | 794369.02 |
| 5604 | 2023.06.29 05:00 | close | 2802 | 0.04 | 144.321 | 143.660 | 144.380 | 564.00 | 794933.02 |
| 5605 | 2023.06.29 10:45 | buy | 2803 | 0.01 | 144.347 | 143.827 | 144.847 | ||
| 5606 | 2023.06.29 14:15 | buy | 2804 | 0.02 | 144.179 | 143.659 | 144.259 | ||
| 5607 | 2023.06.29 14:30 | t/p | 2804 | 0.02 | 144.259 | 143.659 | 144.259 | 160.00 | 795093.02 |
| 5608 | 2023.06.29 15:31 | close | 2803 | 0.01 | 144.507 | 143.827 | 144.847 | 160.00 | 795253.02 |
| 5609 | 2023.06.30 00:30 | buy | 2805 | 0.01 | 144.752 | 144.232 | 145.252 | ||
| 5610 | 2023.06.30 02:30 | buy | 2806 | 0.02 | 144.690 | 144.170 | 144.770 | ||
| 5611 | 2023.06.30 02:30 | t/p | 2806 | 0.02 | 144.770 | 144.170 | 144.770 | 160.00 | 795413.02 |
| 5612 | 2023.06.30 03:59 | close | 2805 | 0.01 | 144.912 | 144.232 | 145.252 | 160.00 | 795573.02 |
| 5613 | 2023.06.30 07:15 | buy | 2807 | 0.01 | 144.737 | 144.217 | 145.237 | ||
| 5614 | 2023.06.30 17:30 | s/l | 2807 | 0.01 | 144.217 | 144.217 | 145.237 | -520.00 | 795053.02 |
| 5615 | 2023.07.03 01:15 | sell | 2808 | 0.01 | 144.285 | 144.805 | 143.785 | ||
| 5616 | 2023.07.03 02:15 | sell | 2809 | 0.02 | 144.362 | 144.882 | 144.232 | ||
| 5617 | 2023.07.03 03:28 | t/p | 2809 | 0.02 | 144.232 | 144.882 | 144.232 | 260.00 | 795313.02 |
| 5618 | 2023.07.03 10:15 | s/l | 2808 | 0.01 | 144.805 | 144.805 | 143.785 | -520.00 | 794793.02 |
| 5619 | 2023.07.03 16:00 | buy | 2810 | 0.01 | 144.591 | 144.071 | 145.091 | ||
| 5620 | 2023.07.03 16:15 | buy | 2811 | 0.02 | 144.528 | 144.008 | 144.608 | ||
| 5621 | 2023.07.03 16:30 | buy | 2812 | 0.04 | 144.473 | 143.953 | 144.673 | ||
| 5622 | 2023.07.03 17:00 | s/l | 2810 | 0.01 | 144.071 | 144.071 | 145.091 | -520.00 | 794273.02 |
| 5623 | 2023.07.03 17:03 | s/l | 2811 | 0.02 | 144.008 | 144.008 | 144.608 | -1040.00 | 793233.02 |
| 5624 | 2023.07.03 19:26 | close | 2812 | 0.04 | 144.636 | 143.953 | 144.673 | 652.00 | 793885.02 |
| 5625 | 2023.07.10 01:15 | sell | 2813 | 0.01 | 142.172 | 142.692 | 141.672 | ||
| 5626 | 2023.07.10 01:20 | sell | 2814 | 0.02 | 142.227 | 142.747 | 142.097 | ||
| 5627 | 2023.07.10 03:15 | sell | 2815 | 0.04 | 142.438 | 142.958 | 142.238 | ||
| 5628 | 2023.07.10 03:45 | sell | 2816 | 0.08 | 142.492 | 143.012 | 142.092 | ||
| 5629 | 2023.07.10 04:15 | sell | 2817 | 0.16 | 142.534 | 143.054 | 141.734 | ||
| 5630 | 2023.07.10 04:47 | close | 2813 | 0.01 | 142.437 | 142.692 | 141.672 | -265.00 | 793620.02 |
| 5631 | 2023.07.10 04:47 | close | 2814 | 0.02 | 142.437 | 142.747 | 142.097 | -420.00 | 793200.02 |
| 5632 | 2023.07.10 04:47 | close | 2815 | 0.04 | 142.437 | 142.958 | 142.238 | 4.00 | 793204.02 |
| 5633 | 2023.07.10 04:47 | close | 2816 | 0.08 | 142.437 | 143.012 | 142.092 | 440.00 | 793644.02 |
| 5634 | 2023.07.10 04:47 | close | 2817 | 0.16 | 142.437 | 143.054 | 141.734 | 1552.00 | 795196.02 |
| 5635 | 2023.07.10 04:50 | sell | 2818 | 0.01 | 142.469 | 142.989 | 141.969 | ||
| 5636 | 2023.07.10 05:15 | sell | 2819 | 0.02 | 142.653 | 143.173 | 142.523 | ||
| 5637 | 2023.07.10 05:30 | sell | 2820 | 0.04 | 142.778 | 143.298 | 142.578 | ||
| 5638 | 2023.07.10 05:45 | sell | 2821 | 0.08 | 142.829 | 143.349 | 142.429 | ||
| 5639 | 2023.07.10 07:42 | s/l | 2818 | 0.01 | 142.989 | 142.989 | 141.969 | -520.00 | 794676.02 |
| 5640 | 2023.07.10 07:45 | sell | 2822 | 0.15 | 142.973 | 143.493 | 142.573 | ||
| 5641 | 2023.07.10 08:45 | close | 2819 | 0.02 | 142.836 | 143.173 | 142.523 | -366.00 | 794310.02 |
| 5642 | 2023.07.10 08:45 | close | 2820 | 0.04 | 142.836 | 143.298 | 142.578 | -232.00 | 794078.02 |
| 5643 | 2023.07.10 08:45 | close | 2821 | 0.08 | 142.836 | 143.349 | 142.429 | -56.00 | 794022.02 |
| 5644 | 2023.07.10 08:45 | close | 2822 | 0.15 | 142.836 | 143.493 | 142.573 | 2055.00 | 796077.02 |
| 5645 | 2023.07.11 15:45 | sell | 2823 | 0.01 | 140.541 | 141.061 | 140.041 | ||
| 5646 | 2023.07.11 16:10 | close | 2823 | 0.01 | 140.421 | 141.061 | 140.041 | 120.00 | 796197.02 |
| 5647 | 2023.07.11 16:30 | sell | 2824 | 0.01 | 140.591 | 141.111 | 140.091 | ||
| 5648 | 2023.07.11 16:45 | sell | 2825 | 0.02 | 140.883 | 141.403 | 140.753 | ||
| 5649 | 2023.07.11 17:25 | t/p | 2825 | 0.02 | 140.753 | 141.403 | 140.753 | 260.00 | 796457.02 |
| 5650 | 2023.07.11 19:28 | close | 2824 | 0.01 | 140.470 | 141.111 | 140.091 | 121.00 | 796578.02 |
| 5651 | 2023.07.12 10:15 | sell | 2826 | 0.01 | 139.661 | 140.181 | 139.161 | ||
| 5652 | 2023.07.12 11:03 | close | 2826 | 0.01 | 139.541 | 140.181 | 139.161 | 120.00 | 796698.02 |
| 5653 | 2023.07.12 23:15 | sell | 2827 | 0.01 | 138.449 | 138.969 | 137.949 | ||
| 5654 | 2023.07.12 23:25 | sell | 2828 | 0.02 | 138.489 | 139.009 | 138.359 | ||
| 5655 | 2023.07.13 01:37 | t/p | 2828 | 0.02 | 138.359 | 139.009 | 138.359 | 260.00 | 796958.02 |
| 5656 | 2023.07.13 02:25 | close | 2827 | 0.01 | 138.329 | 138.969 | 137.949 | 120.00 | 797078.02 |
| 5657 | 2023.07.14 08:15 | sell | 2829 | 0.01 | 137.649 | 138.169 | 137.149 | ||
| 5658 | 2023.07.14 08:25 | sell | 2830 | 0.02 | 137.692 | 138.212 | 137.562 | ||
| 5659 | 2023.07.14 08:45 | sell | 2831 | 0.04 | 137.827 | 138.347 | 137.627 | ||
| 5660 | 2023.07.14 09:30 | sell | 2832 | 0.08 | 137.949 | 138.469 | 137.549 | ||
| 5661 | 2023.07.14 09:44 | s/l | 2829 | 0.01 | 138.169 | 138.169 | 137.149 | -520.00 | 796558.02 |
| 5662 | 2023.07.14 09:47 | s/l | 2830 | 0.02 | 138.212 | 138.212 | 137.562 | -1040.00 | 795518.02 |
| 5663 | 2023.07.14 09:51 | s/l | 2831 | 0.04 | 138.347 | 138.347 | 137.627 | -2080.00 | 793438.02 |
| 5664 | 2023.07.14 12:42 | s/l | 2832 | 0.08 | 138.469 | 138.469 | 137.549 | -4160.00 | 789278.02 |
| 5665 | 2023.07.19 15:30 | buy | 2833 | 0.01 | 139.502 | 138.982 | 140.002 | ||
| 5666 | 2023.07.19 15:30 | close | 2833 | 0.01 | 139.662 | 138.982 | 140.002 | 160.00 | 789438.02 |
| 5667 | 2023.07.19 15:45 | buy | 2834 | 0.01 | 139.610 | 139.090 | 140.110 | ||
| 5668 | 2023.07.19 16:47 | close | 2834 | 0.01 | 139.770 | 139.090 | 140.110 | 160.00 | 789598.02 |
| 5669 | 2023.07.21 15:45 | buy | 2835 | 0.01 | 141.317 | 140.797 | 141.817 | ||
| 5670 | 2023.07.21 16:24 | close | 2835 | 0.01 | 141.477 | 140.797 | 141.817 | 160.00 | 789758.02 |
| 5671 | 2023.07.26 17:00 | sell | 2836 | 0.01 | 140.439 | 140.959 | 139.939 | ||
| 5672 | 2023.07.26 17:03 | close | 2836 | 0.01 | 140.319 | 140.959 | 139.939 | 120.00 | 789878.02 |
| 5673 | 2023.07.26 17:05 | sell | 2837 | 0.01 | 140.295 | 140.815 | 139.795 | ||
| 5674 | 2023.07.26 17:45 | sell | 2838 | 0.02 | 140.405 | 140.925 | 140.275 | ||
| 5675 | 2023.07.26 19:45 | sell | 2839 | 0.04 | 140.578 | 141.098 | 140.378 | ||
| 5676 | 2023.07.26 20:05 | sell | 2840 | 0.08 | 140.626 | 141.146 | 140.226 | ||
| 5677 | 2023.07.26 20:15 | sell | 2841 | 0.16 | 140.676 | 141.196 | 139.876 | ||
| 5678 | 2023.07.26 20:27 | close | 2837 | 0.01 | 140.577 | 140.815 | 139.795 | -282.00 | 789596.02 |
| 5679 | 2023.07.26 20:27 | close | 2838 | 0.02 | 140.577 | 140.925 | 140.275 | -344.00 | 789252.02 |
| 5680 | 2023.07.26 20:27 | close | 2839 | 0.04 | 140.577 | 141.098 | 140.378 | 4.00 | 789256.02 |
| 5681 | 2023.07.26 20:27 | close | 2840 | 0.08 | 140.577 | 141.146 | 140.226 | 392.00 | 789648.02 |
| 5682 | 2023.07.26 20:27 | close | 2841 | 0.16 | 140.577 | 141.196 | 139.876 | 1584.00 | 791232.02 |
| 5683 | 2023.07.27 02:15 | sell | 2842 | 0.01 | 140.395 | 140.915 | 139.895 | ||
| 5684 | 2023.07.27 03:54 | close | 2842 | 0.01 | 140.275 | 140.915 | 139.895 | 120.00 | 791352.02 |
| 5685 | 2023.07.27 08:45 | sell | 2843 | 0.01 | 140.138 | 140.658 | 139.638 | ||
| 5686 | 2023.07.27 08:55 | sell | 2844 | 0.02 | 140.192 | 140.712 | 140.062 | ||
| 5687 | 2023.07.27 09:18 | t/p | 2844 | 0.02 | 140.062 | 140.712 | 140.062 | 260.00 | 791612.02 |
| 5688 | 2023.07.27 10:01 | close | 2843 | 0.01 | 140.018 | 140.658 | 139.638 | 120.00 | 791732.02 |
| 5689 | 2023.07.27 14:15 | sell | 2845 | 0.01 | 140.194 | 140.714 | 139.694 | ||
| 5690 | 2023.07.27 15:30 | sell | 2846 | 0.02 | 140.252 | 140.772 | 140.122 | ||
| 5691 | 2023.07.27 15:53 | s/l | 2845 | 0.01 | 140.714 | 140.714 | 139.694 | -520.00 | 791212.02 |
| 5692 | 2023.07.27 15:54 | s/l | 2846 | 0.02 | 140.772 | 140.772 | 140.122 | -1040.00 | 790172.02 |
| 5693 | 2023.07.28 11:00 | sell | 2847 | 0.01 | 139.762 | 140.282 | 139.262 | ||
| 5694 | 2023.07.28 11:15 | sell | 2848 | 0.02 | 139.986 | 140.506 | 139.856 | ||
| 5695 | 2023.07.28 11:18 | t/p | 2848 | 0.02 | 139.856 | 140.506 | 139.856 | 260.00 | 790432.02 |
| 5696 | 2023.07.28 11:30 | sell | 2849 | 0.02 | 139.931 | 140.451 | 139.801 | ||
| 5697 | 2023.07.28 11:34 | t/p | 2849 | 0.02 | 139.801 | 140.451 | 139.801 | 260.00 | 790692.02 |
| 5698 | 2023.07.28 11:45 | close | 2847 | 0.01 | 139.642 | 140.282 | 139.262 | 120.00 | 790812.02 |
| 5699 | 2023.07.31 15:00 | buy | 2850 | 0.01 | 142.197 | 141.677 | 142.697 | ||
| 5700 | 2023.07.31 15:45 | buy | 2851 | 0.02 | 142.152 | 141.632 | 142.232 | ||