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 |
| 5701 | 2023.07.31 15:57 | t/p | 2851 | 0.02 | 142.232 | 141.632 | 142.232 | 160.00 | 790972.02 |
| 5702 | 2023.07.31 16:05 | close | 2850 | 0.01 | 142.358 | 141.677 | 142.697 | 161.00 | 791133.02 |
| 5703 | 2023.08.02 00:30 | buy | 2852 | 0.01 | 143.205 | 142.685 | 143.705 | ||
| 5704 | 2023.08.02 00:40 | buy | 2853 | 0.02 | 143.107 | 142.587 | 143.187 | ||
| 5705 | 2023.08.02 00:45 | buy | 2854 | 0.04 | 143.038 | 142.518 | 143.238 | ||
| 5706 | 2023.08.02 01:00 | buy | 2855 | 0.08 | 142.759 | 142.239 | 143.159 | ||
| 5707 | 2023.08.02 01:23 | close | 2852 | 0.01 | 143.023 | 142.685 | 143.705 | -182.00 | 790951.02 |
| 5708 | 2023.08.02 01:23 | close | 2853 | 0.02 | 143.023 | 142.587 | 143.187 | -168.00 | 790783.02 |
| 5709 | 2023.08.02 01:23 | close | 2854 | 0.04 | 143.023 | 142.518 | 143.238 | -60.00 | 790723.02 |
| 5710 | 2023.08.02 01:23 | close | 2855 | 0.08 | 143.023 | 142.239 | 143.159 | 2112.00 | 792835.02 |
| 5711 | 2023.08.08 01:45 | buy | 2856 | 0.01 | 142.414 | 141.894 | 142.914 | ||
| 5712 | 2023.08.08 03:00 | close | 2856 | 0.01 | 142.575 | 141.894 | 142.914 | 161.00 | 792996.02 |
| 5713 | 2023.08.08 09:15 | buy | 2857 | 0.01 | 143.028 | 142.508 | 143.528 | ||
| 5714 | 2023.08.08 10:00 | buy | 2858 | 0.02 | 142.983 | 142.463 | 143.063 | ||
| 5715 | 2023.08.08 10:06 | t/p | 2858 | 0.02 | 143.063 | 142.463 | 143.063 | 160.00 | 793156.02 |
| 5716 | 2023.08.08 13:40 | close | 2857 | 0.01 | 143.189 | 142.508 | 143.528 | 161.00 | 793317.02 |
| 5717 | 2023.08.10 10:15 | buy | 2859 | 0.01 | 143.858 | 143.338 | 144.358 | ||
| 5718 | 2023.08.10 11:00 | buy | 2860 | 0.02 | 143.810 | 143.290 | 143.890 | ||
| 5719 | 2023.08.10 11:45 | buy | 2861 | 0.04 | 143.739 | 143.219 | 143.939 | ||
| 5720 | 2023.08.10 12:46 | close | 2859 | 0.01 | 143.870 | 143.338 | 144.358 | 12.00 | 793329.02 |
| 5721 | 2023.08.10 12:46 | close | 2860 | 0.02 | 143.870 | 143.290 | 143.890 | 120.00 | 793449.02 |
| 5722 | 2023.08.10 12:46 | close | 2861 | 0.04 | 143.870 | 143.219 | 143.939 | 524.00 | 793973.02 |
| 5723 | 2023.08.18 22:15 | sell | 2862 | 0.01 | 145.313 | 145.833 | 144.813 | ||
| 5724 | 2023.08.18 22:45 | sell | 2863 | 0.02 | 145.356 | 145.876 | 145.226 | ||
| 5725 | 2023.08.21 03:07 | t/p | 2863 | 0.02 | 145.226 | 145.876 | 145.226 | 260.00 | 794233.02 |
| 5726 | 2023.08.21 03:13 | close | 2862 | 0.01 | 145.193 | 145.833 | 144.813 | 120.00 | 794353.02 |
| 5727 | 2023.08.22 14:45 | sell | 2864 | 0.01 | 145.764 | 146.284 | 145.264 | ||
| 5728 | 2023.08.22 15:45 | sell | 2865 | 0.02 | 145.960 | 146.480 | 145.830 | ||
| 5729 | 2023.08.22 17:51 | t/p | 2865 | 0.02 | 145.830 | 146.480 | 145.830 | 260.00 | 794613.02 |
| 5730 | 2023.08.23 04:00 | close | 2864 | 0.01 | 145.644 | 146.284 | 145.264 | 120.00 | 794733.02 |
| 5731 | 2023.08.23 15:15 | sell | 2866 | 0.01 | 145.480 | 146.000 | 144.980 | ||
| 5732 | 2023.08.23 15:30 | close | 2866 | 0.01 | 145.360 | 146.000 | 144.980 | 120.00 | 794853.02 |
| 5733 | 2023.08.23 15:45 | sell | 2867 | 0.01 | 145.491 | 146.011 | 144.991 | ||
| 5734 | 2023.08.23 15:55 | sell | 2868 | 0.02 | 145.537 | 146.057 | 145.407 | ||
| 5735 | 2023.08.23 16:04 | t/p | 2868 | 0.02 | 145.407 | 146.057 | 145.407 | 260.00 | 795113.02 |
| 5736 | 2023.08.23 16:05 | close | 2867 | 0.01 | 145.371 | 146.011 | 144.991 | 120.00 | 795233.02 |
| 5737 | 2023.08.23 22:00 | sell | 2869 | 0.01 | 144.778 | 145.298 | 144.278 | ||
| 5738 | 2023.08.23 22:15 | sell | 2870 | 0.02 | 144.883 | 145.403 | 144.753 | ||
| 5739 | 2023.08.24 00:45 | t/p | 2870 | 0.02 | 144.753 | 145.403 | 144.753 | 260.00 | 795493.02 |
| 5740 | 2023.08.24 02:18 | close | 2869 | 0.01 | 144.658 | 145.298 | 144.278 | 120.00 | 795613.02 |
| 5741 | 2023.08.25 06:30 | buy | 2871 | 0.01 | 145.984 | 145.464 | 146.484 | ||
| 5742 | 2023.08.25 07:21 | close | 2871 | 0.01 | 146.144 | 145.464 | 146.484 | 160.00 | 795773.02 |
| 5743 | 2023.08.25 10:45 | buy | 2872 | 0.01 | 145.919 | 145.399 | 146.419 | ||
| 5744 | 2023.08.25 13:02 | close | 2872 | 0.01 | 146.079 | 145.399 | 146.419 | 160.00 | 795933.02 |
| 5745 | 2023.08.30 19:45 | sell | 2873 | 0.01 | 146.087 | 146.607 | 145.587 | ||
| 5746 | 2023.08.30 21:00 | sell | 2874 | 0.02 | 146.182 | 146.702 | 146.052 | ||
| 5747 | 2023.08.30 22:30 | sell | 2875 | 0.04 | 146.244 | 146.764 | 146.044 | ||
| 5748 | 2023.08.31 02:04 | t/p | 2874 | 0.02 | 146.052 | 146.702 | 146.052 | 260.00 | 796193.02 |
| 5749 | 2023.08.31 02:04 | t/p | 2875 | 0.04 | 146.044 | 146.764 | 146.044 | 800.00 | 796993.02 |
| 5750 | 2023.08.31 02:11 | close | 2873 | 0.01 | 145.967 | 146.607 | 145.587 | 120.00 | 797113.02 |
| 5751 | 2023.09.06 07:45 | buy | 2876 | 0.01 | 147.450 | 146.930 | 147.950 | ||
| 5752 | 2023.09.06 08:00 | buy | 2877 | 0.02 | 147.398 | 146.878 | 147.478 | ||
| 5753 | 2023.09.06 10:40 | t/p | 2877 | 0.02 | 147.478 | 146.878 | 147.478 | 160.00 | 797273.02 |
| 5754 | 2023.09.06 17:01 | close | 2876 | 0.01 | 147.610 | 146.930 | 147.950 | 160.00 | 797433.02 |
| 5755 | 2023.09.08 00:30 | sell | 2878 | 0.01 | 147.256 | 147.776 | 146.756 | ||
| 5756 | 2023.09.08 02:45 | sell | 2879 | 0.02 | 147.318 | 147.838 | 147.188 | ||
| 5757 | 2023.09.08 03:27 | t/p | 2879 | 0.02 | 147.188 | 147.838 | 147.188 | 260.00 | 797693.02 |
| 5758 | 2023.09.08 03:28 | close | 2878 | 0.01 | 147.136 | 147.776 | 146.756 | 120.00 | 797813.02 |
| 5759 | 2023.09.12 23:30 | buy | 2880 | 0.01 | 147.029 | 146.509 | 147.529 | ||
| 5760 | 2023.09.13 03:09 | close | 2880 | 0.01 | 147.191 | 146.509 | 147.529 | 165.26 | 797978.28 |
| 5761 | 2023.09.13 09:15 | buy | 2881 | 0.01 | 147.313 | 146.793 | 147.813 | ||
| 5762 | 2023.09.13 09:45 | buy | 2882 | 0.02 | 147.235 | 146.715 | 147.315 | ||
| 5763 | 2023.09.13 10:19 | t/p | 2882 | 0.02 | 147.315 | 146.715 | 147.315 | 160.00 | 798138.28 |
| 5764 | 2023.09.13 11:50 | buy | 2883 | 0.02 | 147.255 | 146.735 | 147.335 | ||
| 5765 | 2023.09.13 12:28 | t/p | 2883 | 0.02 | 147.335 | 146.735 | 147.335 | 160.00 | 798298.28 |
| 5766 | 2023.09.13 15:11 | close | 2881 | 0.01 | 147.473 | 146.793 | 147.813 | 160.00 | 798458.28 |
| 5767 | 2023.09.20 13:45 | buy | 2884 | 0.01 | 147.859 | 147.339 | 148.359 | ||
| 5768 | 2023.09.20 16:15 | buy | 2885 | 0.02 | 147.797 | 147.277 | 147.877 | ||
| 5769 | 2023.09.20 16:45 | buy | 2886 | 0.04 | 147.733 | 147.213 | 147.933 | ||
| 5770 | 2023.09.20 21:00 | close | 2884 | 0.01 | 147.863 | 147.339 | 148.359 | 4.00 | 798462.28 |
| 5771 | 2023.09.20 21:00 | close | 2885 | 0.02 | 147.863 | 147.277 | 147.877 | 132.00 | 798594.28 |
| 5772 | 2023.09.20 21:00 | close | 2886 | 0.04 | 147.863 | 147.213 | 147.933 | 520.00 | 799114.28 |
| 5773 | 2023.09.26 11:00 | buy | 2887 | 0.01 | 148.881 | 148.361 | 149.381 | ||
| 5774 | 2023.09.26 11:45 | buy | 2888 | 0.02 | 148.833 | 148.313 | 148.913 | ||
| 5775 | 2023.09.26 12:00 | t/p | 2888 | 0.02 | 148.913 | 148.313 | 148.913 | 160.00 | 799274.28 |
| 5776 | 2023.09.26 21:35 | close | 2887 | 0.01 | 149.042 | 148.361 | 149.381 | 161.00 | 799435.28 |
| 5777 | 2023.09.28 01:00 | buy | 2889 | 0.01 | 149.491 | 148.971 | 149.991 | ||
| 5778 | 2023.09.29 02:45 | sell | 2890 | 0.01 | 149.324 | 149.844 | 148.824 | ||
| 5779 | 2023.09.29 03:45 | sell | 2891 | 0.02 | 149.386 | 149.906 | 149.256 | ||
| 5780 | 2023.09.29 08:50 | t/p | 2891 | 0.02 | 149.256 | 149.906 | 149.256 | 260.00 | 799695.28 |
| 5781 | 2023.09.29 08:51 | close | 2890 | 0.01 | 149.203 | 149.844 | 148.824 | 121.00 | 799816.28 |
| 5782 | 2023.09.29 09:38 | s/l | 2889 | 0.01 | 148.971 | 148.971 | 149.991 | -516.74 | 799299.54 |
| 5783 | 2023.10.02 21:30 | buy | 2892 | 0.01 | 149.777 | 149.257 | 150.277 | ||
| 5784 | 2023.10.03 14:24 | close | 2892 | 0.01 | 149.937 | 149.257 | 150.277 | 163.26 | 799462.80 |
| 5785 | 2023.10.13 17:15 | sell | 2893 | 0.01 | 149.589 | 150.109 | 149.089 | ||
| 5786 | 2023.10.13 17:20 | sell | 2894 | 0.02 | 149.645 | 150.165 | 149.515 | ||
| 5787 | 2023.10.13 20:21 | t/p | 2894 | 0.02 | 149.515 | 150.165 | 149.515 | 260.00 | 799722.80 |
| 5788 | 2023.10.13 22:04 | close | 2893 | 0.01 | 149.469 | 150.109 | 149.089 | 120.00 | 799842.80 |
| 5789 | 2023.10.19 03:00 | buy | 2895 | 0.01 | 149.772 | 149.252 | 150.272 | ||
| 5790 | 2023.10.19 19:00 | close | 2895 | 0.01 | 149.933 | 149.252 | 150.272 | 161.00 | 800003.80 |
| 5791 | 2023.10.24 08:15 | sell | 2896 | 0.01 | 149.674 | 150.194 | 149.174 | ||
| 5792 | 2023.10.24 08:50 | sell | 2897 | 0.02 | 149.718 | 150.238 | 149.588 | ||
| 5793 | 2023.10.24 09:35 | t/p | 2897 | 0.02 | 149.588 | 150.238 | 149.588 | 260.00 | 800263.80 |
| 5794 | 2023.10.24 09:52 | close | 2896 | 0.01 | 149.554 | 150.194 | 149.174 | 120.00 | 800383.80 |
| 5795 | 2023.10.24 13:30 | sell | 2898 | 0.01 | 149.728 | 150.248 | 149.228 | ||
| 5796 | 2023.10.25 23:35 | s/l | 2898 | 0.01 | 150.248 | 150.248 | 149.228 | -520.00 | 799863.80 |
| 5797 | 2023.10.30 11:15 | sell | 2899 | 0.01 | 149.605 | 150.125 | 149.105 | ||
| 5798 | 2023.10.30 13:15 | sell | 2900 | 0.02 | 149.734 | 150.254 | 149.604 | ||
| 5799 | 2023.10.30 14:15 | sell | 2901 | 0.04 | 149.776 | 150.296 | 149.576 | ||
| 5800 | 2023.10.30 16:01 | t/p | 2900 | 0.02 | 149.604 | 150.254 | 149.604 | 260.00 | 800123.80 |
| 5801 | 2023.10.30 16:01 | t/p | 2901 | 0.04 | 149.576 | 150.296 | 149.576 | 800.00 | 800923.80 |
| 5802 | 2023.10.30 16:01 | close | 2899 | 0.01 | 149.485 | 150.125 | 149.105 | 120.00 | 801043.80 |
| 5803 | 2023.11.01 00:45 | buy | 2902 | 0.01 | 151.500 | 150.980 | 152.000 | ||
| 5804 | 2023.11.01 01:00 | buy | 2903 | 0.02 | 151.398 | 150.878 | 151.478 | ||
| 5805 | 2023.11.01 01:15 | buy | 2904 | 0.04 | 151.324 | 150.804 | 151.524 | ||
| 5806 | 2023.11.01 01:20 | buy | 2905 | 0.08 | 151.275 | 150.755 | 151.675 | ||
| 5807 | 2023.11.01 02:51 | close | 2902 | 0.01 | 151.433 | 150.980 | 152.000 | -67.00 | 800976.80 |
| 5808 | 2023.11.01 02:51 | close | 2903 | 0.02 | 151.433 | 150.878 | 151.478 | 70.00 | 801046.80 |
| 5809 | 2023.11.01 02:51 | close | 2904 | 0.04 | 151.433 | 150.804 | 151.524 | 436.00 | 801482.80 |
| 5810 | 2023.11.01 02:51 | close | 2905 | 0.08 | 151.433 | 150.755 | 151.675 | 1264.00 | 802746.80 |
| 5811 | 2023.11.01 05:30 | buy | 2906 | 0.01 | 151.163 | 150.643 | 151.663 | ||
| 5812 | 2023.11.01 07:00 | close | 2906 | 0.01 | 151.323 | 150.643 | 151.663 | 160.00 | 802906.80 |
| 5813 | 2023.11.01 20:45 | sell | 2907 | 0.01 | 151.175 | 151.695 | 150.675 | ||
| 5814 | 2023.11.01 20:53 | close | 2907 | 0.01 | 151.055 | 151.695 | 150.675 | 120.00 | 803026.80 |
| 5815 | 2023.11.01 20:55 | sell | 2908 | 0.01 | 151.071 | 151.591 | 150.571 | ||
| 5816 | 2023.11.01 21:01 | close | 2908 | 0.01 | 150.951 | 151.591 | 150.571 | 120.00 | 803146.80 |
| 5817 | 2023.11.02 07:45 | sell | 2909 | 0.01 | 150.436 | 150.956 | 149.936 | ||
| 5818 | 2023.11.02 09:58 | close | 2909 | 0.01 | 150.316 | 150.956 | 149.936 | 120.00 | 803266.80 |
| 5819 | 2023.11.02 16:45 | sell | 2910 | 0.01 | 150.235 | 150.755 | 149.735 | ||
| 5820 | 2023.11.02 16:50 | sell | 2911 | 0.02 | 150.282 | 150.802 | 150.152 | ||
| 5821 | 2023.11.03 13:28 | t/p | 2911 | 0.02 | 150.152 | 150.802 | 150.152 | 260.00 | 803526.80 |
| 5822 | 2023.11.03 14:30 | close | 2910 | 0.01 | 150.115 | 150.755 | 149.735 | 120.00 | 803646.80 |
| 5823 | 2023.11.07 20:15 | buy | 2912 | 0.01 | 150.452 | 149.932 | 150.952 | ||
| 5824 | 2023.11.07 21:00 | buy | 2913 | 0.02 | 150.351 | 149.831 | 150.431 | ||
| 5825 | 2023.11.07 21:58 | t/p | 2913 | 0.02 | 150.431 | 149.831 | 150.431 | 160.00 | 803806.80 |
| 5826 | 2023.11.08 07:34 | close | 2912 | 0.01 | 150.613 | 149.932 | 150.952 | 164.26 | 803971.06 |
| 5827 | 2023.11.08 18:15 | buy | 2914 | 0.01 | 150.797 | 150.277 | 151.297 | ||
| 5828 | 2023.11.08 20:57 | close | 2914 | 0.01 | 150.958 | 150.277 | 151.297 | 161.00 | 804132.06 |
| 5829 | 2023.11.09 00:30 | buy | 2915 | 0.01 | 150.888 | 150.368 | 151.388 | ||
| 5830 | 2023.11.09 02:15 | buy | 2916 | 0.02 | 150.844 | 150.324 | 150.924 | ||
| 5831 | 2023.11.09 02:49 | t/p | 2916 | 0.02 | 150.924 | 150.324 | 150.924 | 160.00 | 804292.06 |
| 5832 | 2023.11.09 08:00 | close | 2915 | 0.01 | 151.048 | 150.368 | 151.388 | 160.00 | 804452.06 |
| 5833 | 2023.11.10 03:30 | buy | 2917 | 0.01 | 151.268 | 150.748 | 151.768 | ||
| 5834 | 2023.11.10 09:04 | close | 2917 | 0.01 | 151.429 | 150.748 | 151.768 | 161.00 | 804613.06 |
| 5835 | 2023.11.10 11:00 | buy | 2918 | 0.01 | 151.408 | 150.888 | 151.908 | ||
| 5836 | 2023.11.10 19:22 | close | 2918 | 0.01 | 151.568 | 150.888 | 151.908 | 160.00 | 804773.06 |
| 5837 | 2023.11.16 11:15 | buy | 2919 | 0.01 | 151.208 | 150.688 | 151.708 | ||
| 5838 | 2023.11.16 15:49 | s/l | 2919 | 0.01 | 150.688 | 150.688 | 151.708 | -520.00 | 804253.06 |
| 5839 | 2023.11.20 15:30 | sell | 2920 | 0.01 | 148.427 | 148.947 | 147.927 | ||
| 5840 | 2023.11.20 16:15 | sell | 2921 | 0.02 | 148.579 | 149.099 | 148.449 | ||
| 5841 | 2023.11.20 16:30 | sell | 2922 | 0.04 | 148.638 | 149.158 | 148.438 | ||
| 5842 | 2023.11.20 16:45 | t/p | 2921 | 0.02 | 148.449 | 149.099 | 148.449 | 260.00 | 804513.06 |
| 5843 | 2023.11.20 16:45 | t/p | 2922 | 0.04 | 148.438 | 149.158 | 148.438 | 800.00 | 805313.06 |
| 5844 | 2023.11.20 17:49 | close | 2920 | 0.01 | 148.307 | 148.947 | 147.927 | 120.00 | 805433.06 |
| 5845 | 2023.11.22 13:15 | buy | 2923 | 0.01 | 148.718 | 148.198 | 149.218 | ||
| 5846 | 2023.11.22 14:15 | buy | 2924 | 0.02 | 148.645 | 148.125 | 148.725 | ||
| 5847 | 2023.11.22 14:21 | t/p | 2924 | 0.02 | 148.725 | 148.125 | 148.725 | 160.00 | 805593.06 |
| 5848 | 2023.11.22 15:30 | close | 2923 | 0.01 | 148.879 | 148.198 | 149.218 | 161.00 | 805754.06 |
| 5849 | 2023.11.22 23:30 | buy | 2925 | 0.01 | 149.606 | 149.086 | 150.106 | ||
| 5850 | 2023.11.23 00:15 | buy | 2926 | 0.02 | 149.535 | 149.015 | 149.615 | ||