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 |
| 451 | 2015.08.25 16:45 | buy | 226 | 0.01 | 119.531 | 119.011 | 120.031 | ||
| 452 | 2015.08.25 16:59 | close | 226 | 0.01 | 119.692 | 119.011 | 120.031 | 161.00 | 520913.76 |
| 453 | 2015.08.25 22:30 | buy | 227 | 0.01 | 119.383 | 118.863 | 119.883 | ||
| 454 | 2015.08.25 22:45 | buy | 228 | 0.02 | 119.087 | 118.567 | 119.167 | ||
| 455 | 2015.08.25 22:48 | s/l | 227 | 0.01 | 118.863 | 118.863 | 119.883 | -520.00 | 520393.76 |
| 456 | 2015.08.26 00:27 | t/p | 228 | 0.02 | 119.167 | 118.567 | 119.167 | 166.52 | 520560.28 |
| 457 | 2015.08.27 22:15 | buy | 229 | 0.01 | 120.628 | 120.108 | 121.128 | ||
| 458 | 2015.08.27 22:27 | close | 229 | 0.01 | 120.789 | 120.108 | 121.128 | 161.00 | 520721.28 |
| 459 | 2015.09.09 21:00 | buy | 230 | 0.01 | 120.862 | 120.342 | 121.362 | ||
| 460 | 2015.09.09 21:20 | buy | 231 | 0.02 | 120.798 | 120.278 | 120.878 | ||
| 461 | 2015.09.09 21:30 | buy | 232 | 0.04 | 120.676 | 120.156 | 120.876 | ||
| 462 | 2015.09.09 21:45 | buy | 233 | 0.08 | 120.554 | 120.034 | 120.954 | ||
| 463 | 2015.09.09 22:55 | buy | 234 | 0.16 | 120.469 | 119.949 | 121.269 | ||
| 464 | 2015.09.10 00:49 | s/l | 230 | 0.01 | 120.342 | 120.342 | 121.362 | -510.22 | 520211.06 |
| 465 | 2015.09.10 00:53 | s/l | 231 | 0.02 | 120.278 | 120.278 | 120.878 | -1020.44 | 519190.62 |
| 466 | 2015.09.10 03:03 | s/l | 232 | 0.04 | 120.156 | 120.156 | 120.876 | -2040.88 | 517149.74 |
| 467 | 2015.09.10 04:24 | s/l | 233 | 0.08 | 120.034 | 120.034 | 120.954 | -4081.76 | 513067.98 |
| 468 | 2015.09.10 07:53 | close | 234 | 0.16 | 120.580 | 119.949 | 121.269 | 1932.48 | 515000.46 |
| 469 | 2015.09.10 15:45 | buy | 235 | 0.01 | 120.683 | 120.163 | 121.183 | ||
| 470 | 2015.09.10 16:07 | close | 235 | 0.01 | 120.844 | 120.163 | 121.183 | 161.00 | 515161.46 |
| 471 | 2015.09.10 18:30 | buy | 236 | 0.01 | 120.540 | 120.020 | 121.040 | ||
| 472 | 2015.09.10 18:55 | close | 236 | 0.01 | 120.701 | 120.020 | 121.040 | 161.00 | 515322.46 |
| 473 | 2015.09.14 21:15 | sell | 237 | 0.01 | 120.104 | 120.624 | 119.604 | ||
| 474 | 2015.09.14 22:30 | sell | 238 | 0.02 | 120.163 | 120.683 | 120.033 | ||
| 475 | 2015.09.15 00:00 | sell | 239 | 0.04 | 120.222 | 120.742 | 120.022 | ||
| 476 | 2015.09.15 01:30 | sell | 240 | 0.08 | 120.282 | 120.802 | 119.882 | ||
| 477 | 2015.09.15 03:15 | sell | 241 | 0.16 | 120.409 | 120.929 | 119.609 | ||
| 478 | 2015.09.15 03:53 | s/l | 237 | 0.01 | 120.624 | 120.624 | 119.604 | -520.00 | 514802.46 |
| 479 | 2015.09.15 05:32 | close | 238 | 0.02 | 120.290 | 120.683 | 120.033 | -254.00 | 514548.46 |
| 480 | 2015.09.15 05:32 | close | 239 | 0.04 | 120.290 | 120.742 | 120.022 | -272.00 | 514276.46 |
| 481 | 2015.09.15 05:32 | close | 240 | 0.08 | 120.290 | 120.802 | 119.882 | -64.00 | 514212.46 |
| 482 | 2015.09.15 05:32 | close | 241 | 0.16 | 120.290 | 120.929 | 119.609 | 1904.00 | 516116.46 |
| 483 | 2015.09.17 02:30 | buy | 242 | 0.01 | 120.569 | 120.049 | 121.069 | ||
| 484 | 2015.09.17 08:00 | close | 242 | 0.01 | 120.730 | 120.049 | 121.069 | 161.00 | 516277.46 |
| 485 | 2015.09.24 19:15 | sell | 243 | 0.01 | 119.633 | 120.153 | 119.133 | ||
| 486 | 2015.09.24 19:20 | sell | 244 | 0.02 | 119.677 | 120.197 | 119.547 | ||
| 487 | 2015.09.24 19:30 | sell | 245 | 0.04 | 119.734 | 120.254 | 119.534 | ||
| 488 | 2015.09.24 20:04 | t/p | 244 | 0.02 | 119.547 | 120.197 | 119.547 | 260.00 | 516537.46 |
| 489 | 2015.09.24 20:06 | t/p | 245 | 0.04 | 119.534 | 120.254 | 119.534 | 800.00 | 517337.46 |
| 490 | 2015.09.24 21:30 | sell | 246 | 0.02 | 119.912 | 120.432 | 119.782 | ||
| 491 | 2015.09.24 22:00 | sell | 247 | 0.04 | 120.039 | 120.559 | 119.839 | ||
| 492 | 2015.09.25 00:00 | s/l | 243 | 0.01 | 120.153 | 120.153 | 119.133 | -520.00 | 516817.46 |
| 493 | 2015.09.25 09:18 | s/l | 246 | 0.02 | 120.432 | 120.432 | 119.782 | -1040.00 | 515777.46 |
| 494 | 2015.09.25 10:15 | s/l | 247 | 0.04 | 120.559 | 120.559 | 119.839 | -2080.00 | 513697.46 |
| 495 | 2015.09.25 16:45 | buy | 248 | 0.01 | 120.581 | 120.061 | 121.081 | ||
| 496 | 2015.09.25 17:37 | close | 248 | 0.01 | 120.742 | 120.061 | 121.081 | 161.00 | 513858.46 |
| 497 | 2015.09.28 15:45 | sell | 249 | 0.01 | 120.227 | 120.747 | 119.727 | ||
| 498 | 2015.09.28 16:35 | close | 249 | 0.01 | 120.107 | 120.747 | 119.727 | 120.00 | 513978.46 |
| 499 | 2015.09.28 23:00 | sell | 250 | 0.01 | 119.967 | 120.487 | 119.467 | ||
| 500 | 2015.09.29 02:50 | close | 250 | 0.01 | 119.846 | 120.487 | 119.467 | 121.00 | 514099.46 |
| 501 | 2015.09.29 10:30 | sell | 251 | 0.01 | 119.712 | 120.232 | 119.212 | ||
| 502 | 2015.09.29 11:00 | sell | 252 | 0.02 | 119.842 | 120.362 | 119.712 | ||
| 503 | 2015.09.29 11:45 | sell | 253 | 0.04 | 119.987 | 120.507 | 119.787 | ||
| 504 | 2015.09.29 12:46 | t/p | 253 | 0.04 | 119.787 | 120.507 | 119.787 | 800.00 | 514899.46 |
| 505 | 2015.09.29 16:34 | t/p | 252 | 0.02 | 119.712 | 120.362 | 119.712 | 260.00 | 515159.46 |
| 506 | 2015.09.29 22:19 | close | 251 | 0.01 | 119.592 | 120.232 | 119.212 | 120.00 | 515279.46 |
| 507 | 2015.10.05 23:15 | buy | 254 | 0.01 | 120.418 | 119.898 | 120.918 | ||
| 508 | 2015.10.06 21:30 | sell | 255 | 0.01 | 120.295 | 120.815 | 119.795 | ||
| 509 | 2015.10.07 05:42 | close | 255 | 0.01 | 120.173 | 120.815 | 119.795 | 122.00 | 515401.46 |
| 510 | 2015.10.07 05:42 | s/l | 254 | 0.01 | 119.898 | 119.898 | 120.918 | -513.48 | 514887.98 |
| 511 | 2015.10.07 14:15 | sell | 256 | 0.01 | 120.114 | 120.634 | 119.614 | ||
| 512 | 2015.10.07 16:19 | close | 256 | 0.01 | 119.994 | 120.634 | 119.614 | 120.00 | 515007.98 |
| 513 | 2015.10.08 00:15 | sell | 257 | 0.01 | 120.011 | 120.531 | 119.511 | ||
| 514 | 2015.10.08 03:05 | close | 257 | 0.01 | 119.890 | 120.531 | 119.511 | 121.00 | 515128.98 |
| 515 | 2015.10.09 23:15 | buy | 258 | 0.01 | 120.232 | 119.712 | 120.732 | ||
| 516 | 2015.10.12 00:20 | buy | 259 | 0.02 | 120.191 | 119.671 | 120.271 | ||
| 517 | 2015.10.12 03:15 | buy | 260 | 0.04 | 120.127 | 119.607 | 120.327 | ||
| 518 | 2015.10.13 10:36 | s/l | 258 | 0.01 | 119.712 | 119.712 | 120.732 | -513.48 | 514615.50 |
| 519 | 2015.10.13 11:15 | s/l | 259 | 0.02 | 119.671 | 119.671 | 120.271 | -1033.48 | 513582.02 |
| 520 | 2015.10.13 11:31 | s/l | 260 | 0.04 | 119.607 | 119.607 | 120.327 | -2066.96 | 511515.06 |
| 521 | 2015.10.13 14:30 | sell | 261 | 0.01 | 119.780 | 120.300 | 119.280 | ||
| 522 | 2015.10.13 15:18 | close | 261 | 0.01 | 119.659 | 120.300 | 119.280 | 121.00 | 511636.06 |
| 523 | 2015.10.14 15:30 | sell | 262 | 0.01 | 119.611 | 120.131 | 119.111 | ||
| 524 | 2015.10.14 15:30 | close | 262 | 0.01 | 119.490 | 120.131 | 119.111 | 121.00 | 511757.06 |
| 525 | 2015.10.15 03:30 | sell | 263 | 0.01 | 118.934 | 119.454 | 118.434 | ||
| 526 | 2015.10.15 03:45 | sell | 264 | 0.02 | 119.040 | 119.560 | 118.910 | ||
| 527 | 2015.10.15 04:30 | sell | 265 | 0.04 | 119.109 | 119.629 | 118.909 | ||
| 528 | 2015.10.15 08:22 | t/p | 264 | 0.02 | 118.910 | 119.560 | 118.910 | 260.00 | 512017.06 |
| 529 | 2015.10.15 08:22 | t/p | 265 | 0.04 | 118.909 | 119.629 | 118.909 | 800.00 | 512817.06 |
| 530 | 2015.10.15 09:27 | close | 263 | 0.01 | 118.812 | 119.454 | 118.434 | 122.00 | 512939.06 |
| 531 | 2015.10.15 15:45 | sell | 266 | 0.01 | 118.749 | 119.269 | 118.249 | ||
| 532 | 2015.10.15 15:50 | close | 266 | 0.01 | 118.628 | 119.269 | 118.249 | 121.00 | 513060.06 |
| 533 | 2015.10.15 15:55 | sell | 267 | 0.01 | 118.557 | 119.077 | 118.057 | ||
| 534 | 2015.10.15 17:03 | close | 267 | 0.01 | 118.436 | 119.077 | 118.057 | 121.00 | 513181.06 |
| 535 | 2015.10.15 21:15 | sell | 268 | 0.01 | 118.733 | 119.253 | 118.233 | ||
| 536 | 2015.10.15 22:15 | sell | 269 | 0.02 | 118.827 | 119.347 | 118.697 | ||
| 537 | 2015.10.15 22:30 | sell | 270 | 0.04 | 118.878 | 119.398 | 118.678 | ||
| 538 | 2015.10.16 02:30 | sell | 271 | 0.08 | 119.000 | 119.520 | 118.600 | ||
| 539 | 2015.10.16 03:15 | sell | 272 | 0.16 | 119.129 | 119.649 | 118.329 | ||
| 540 | 2015.10.16 03:51 | close | 268 | 0.01 | 118.988 | 119.253 | 118.233 | -255.00 | 512926.06 |
| 541 | 2015.10.16 03:51 | close | 269 | 0.02 | 118.988 | 119.347 | 118.697 | -322.00 | 512604.06 |
| 542 | 2015.10.16 03:51 | close | 270 | 0.04 | 118.988 | 119.398 | 118.678 | -440.00 | 512164.06 |
| 543 | 2015.10.16 03:51 | close | 271 | 0.08 | 118.988 | 119.520 | 118.600 | 96.00 | 512260.06 |
| 544 | 2015.10.16 03:51 | close | 272 | 0.16 | 118.988 | 119.649 | 118.329 | 2256.00 | 514516.06 |
| 545 | 2015.10.21 09:45 | buy | 273 | 0.01 | 119.875 | 119.355 | 120.375 | ||
| 546 | 2015.10.21 12:21 | close | 273 | 0.01 | 120.036 | 119.355 | 120.375 | 161.00 | 514677.06 |
| 547 | 2015.10.21 17:30 | buy | 274 | 0.01 | 119.908 | 119.388 | 120.408 | ||
| 548 | 2015.10.21 18:15 | buy | 275 | 0.02 | 119.851 | 119.331 | 119.931 | ||
| 549 | 2015.10.21 18:34 | t/p | 275 | 0.02 | 119.931 | 119.331 | 119.931 | 160.00 | 514837.06 |
| 550 | 2015.10.21 21:00 | buy | 276 | 0.02 | 119.863 | 119.343 | 119.943 | ||
| 551 | 2015.10.21 21:14 | t/p | 276 | 0.02 | 119.943 | 119.343 | 119.943 | 160.00 | 514997.06 |
| 552 | 2015.10.22 15:50 | close | 274 | 0.01 | 120.069 | 119.388 | 120.408 | 170.78 | 515167.84 |
| 553 | 2015.10.27 22:15 | sell | 277 | 0.01 | 120.445 | 120.965 | 119.945 | ||
| 554 | 2015.10.28 02:15 | sell | 278 | 0.02 | 120.533 | 121.053 | 120.403 | ||
| 555 | 2015.10.28 02:54 | t/p | 278 | 0.02 | 120.403 | 121.053 | 120.403 | 260.00 | 515427.84 |
| 556 | 2015.10.28 02:55 | close | 277 | 0.01 | 120.324 | 120.965 | 119.945 | 121.00 | 515548.84 |
| 557 | 2015.11.03 20:00 | buy | 279 | 0.01 | 121.055 | 120.535 | 121.555 | ||
| 558 | 2015.11.03 20:15 | buy | 280 | 0.02 | 121.008 | 120.488 | 121.088 | ||
| 559 | 2015.11.03 20:31 | t/p | 280 | 0.02 | 121.088 | 120.488 | 121.088 | 160.00 | 515708.84 |
| 560 | 2015.11.04 03:11 | close | 279 | 0.01 | 121.216 | 120.535 | 121.555 | 164.26 | 515873.10 |
| 561 | 2015.11.04 07:15 | buy | 281 | 0.01 | 121.116 | 120.596 | 121.616 | ||
| 562 | 2015.11.04 08:15 | buy | 282 | 0.02 | 121.029 | 120.509 | 121.109 | ||
| 563 | 2015.11.04 09:39 | t/p | 282 | 0.02 | 121.109 | 120.509 | 121.109 | 160.00 | 516033.10 |
| 564 | 2015.11.04 10:54 | close | 281 | 0.01 | 121.277 | 120.596 | 121.616 | 161.00 | 516194.10 |
| 565 | 2015.11.09 07:45 | buy | 283 | 0.01 | 123.318 | 122.798 | 123.818 | ||
| 566 | 2015.11.09 08:15 | buy | 284 | 0.02 | 123.250 | 122.730 | 123.330 | ||
| 567 | 2015.11.09 08:39 | t/p | 284 | 0.02 | 123.330 | 122.730 | 123.330 | 160.00 | 516354.10 |
| 568 | 2015.11.09 09:36 | close | 283 | 0.01 | 123.479 | 122.798 | 123.818 | 161.00 | 516515.10 |
| 569 | 2015.11.09 17:00 | buy | 285 | 0.01 | 123.363 | 122.843 | 123.863 | ||
| 570 | 2015.11.09 17:15 | buy | 286 | 0.02 | 123.276 | 122.756 | 123.356 | ||
| 571 | 2015.11.10 09:36 | t/p | 286 | 0.02 | 123.356 | 122.756 | 123.356 | 166.52 | 516681.62 |
| 572 | 2015.11.10 19:45 | buy | 287 | 0.02 | 123.166 | 122.646 | 123.246 | ||
| 573 | 2015.11.10 21:50 | t/p | 287 | 0.02 | 123.246 | 122.646 | 123.246 | 160.00 | 516841.62 |
| 574 | 2015.11.11 03:09 | s/l | 285 | 0.01 | 122.843 | 122.843 | 123.863 | -513.48 | 516328.14 |
| 575 | 2015.11.13 16:00 | sell | 288 | 0.01 | 122.749 | 123.269 | 122.249 | ||
| 576 | 2015.11.13 17:16 | close | 288 | 0.01 | 122.628 | 123.269 | 122.249 | 121.00 | 516449.14 |
| 577 | 2015.11.17 08:30 | buy | 289 | 0.01 | 123.350 | 122.830 | 123.850 | ||
| 578 | 2015.11.18 15:31 | close | 289 | 0.01 | 123.511 | 122.830 | 123.850 | 164.26 | 516613.40 |
| 579 | 2015.11.19 22:45 | sell | 290 | 0.01 | 122.796 | 123.316 | 122.296 | ||
| 580 | 2015.11.19 22:55 | sell | 291 | 0.02 | 122.845 | 123.365 | 122.715 | ||
| 581 | 2015.11.20 00:30 | sell | 292 | 0.04 | 122.901 | 123.421 | 122.701 | ||
| 582 | 2015.11.20 03:15 | sell | 293 | 0.08 | 123.008 | 123.528 | 122.608 | ||
| 583 | 2015.11.20 06:55 | close | 290 | 0.01 | 122.856 | 123.316 | 122.296 | -60.00 | 516553.40 |
| 584 | 2015.11.20 06:55 | close | 291 | 0.02 | 122.856 | 123.365 | 122.715 | -22.00 | 516531.40 |
| 585 | 2015.11.20 06:55 | close | 292 | 0.04 | 122.856 | 123.421 | 122.701 | 180.00 | 516711.40 |
| 586 | 2015.11.20 06:55 | close | 293 | 0.08 | 122.856 | 123.528 | 122.608 | 1216.00 | 517927.40 |
| 587 | 2015.11.20 22:30 | sell | 294 | 0.01 | 122.873 | 123.393 | 122.373 | ||
| 588 | 2015.11.24 03:32 | close | 294 | 0.01 | 122.753 | 123.393 | 122.373 | 120.00 | 518047.40 |
| 589 | 2015.11.24 22:45 | sell | 295 | 0.01 | 122.506 | 123.026 | 122.006 | ||
| 590 | 2015.11.24 23:45 | sell | 296 | 0.02 | 122.555 | 123.075 | 122.425 | ||
| 591 | 2015.11.25 02:21 | t/p | 296 | 0.02 | 122.425 | 123.075 | 122.425 | 260.00 | 518307.40 |
| 592 | 2015.11.25 03:19 | close | 295 | 0.01 | 122.384 | 123.026 | 122.006 | 122.00 | 518429.40 |
| 593 | 2015.11.25 06:45 | sell | 297 | 0.01 | 122.424 | 122.944 | 121.924 | ||
| 594 | 2015.11.25 08:26 | close | 297 | 0.01 | 122.304 | 122.944 | 121.924 | 120.00 | 518549.40 |
| 595 | 2015.11.30 17:00 | buy | 298 | 0.01 | 123.074 | 122.554 | 123.574 | ||
| 596 | 2015.11.30 17:58 | close | 298 | 0.01 | 123.235 | 122.554 | 123.574 | 161.00 | 518710.40 |
| 597 | 2015.11.30 21:30 | buy | 299 | 0.01 | 123.130 | 122.610 | 123.630 | ||
| 598 | 2015.11.30 22:10 | buy | 300 | 0.02 | 123.076 | 122.556 | 123.156 | ||
| 599 | 2015.12.01 01:04 | t/p | 300 | 0.02 | 123.156 | 122.556 | 123.156 | 166.52 | 518876.92 |
| 600 | 2015.12.02 15:30 | close | 299 | 0.01 | 123.291 | 122.610 | 123.630 | 167.52 | 519044.44 |