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 |
| 5851 | 2023.11.23 01:30 | buy | 2927 | 0.04 | 149.486 | 148.966 | 149.686 | ||
| 5852 | 2023.11.23 02:30 | buy | 2928 | 0.08 | 149.299 | 148.779 | 149.699 | ||
| 5853 | 2023.11.23 03:00 | buy | 2929 | 0.16 | 149.259 | 148.739 | 150.059 | ||
| 5854 | 2023.11.23 04:07 | s/l | 2925 | 0.01 | 149.086 | 149.086 | 150.106 | -510.22 | 805243.84 |
| 5855 | 2023.11.23 07:54 | s/l | 2926 | 0.02 | 149.015 | 149.015 | 149.615 | -1040.00 | 804203.84 |
| 5856 | 2023.11.23 07:56 | s/l | 2927 | 0.04 | 148.966 | 148.966 | 149.686 | -2080.00 | 802123.84 |
| 5857 | 2023.11.23 14:42 | close | 2928 | 0.08 | 149.344 | 148.779 | 149.699 | 360.00 | 802483.84 |
| 5858 | 2023.11.23 14:42 | close | 2929 | 0.16 | 149.344 | 148.739 | 150.059 | 1360.00 | 803843.84 |
| 5859 | 2023.11.27 18:30 | sell | 2930 | 0.01 | 148.949 | 149.469 | 148.449 | ||
| 5860 | 2023.11.27 20:02 | close | 2930 | 0.01 | 148.829 | 149.469 | 148.449 | 120.00 | 803963.84 |
| 5861 | 2023.11.28 07:45 | sell | 2931 | 0.01 | 148.315 | 148.835 | 147.815 | ||
| 5862 | 2023.11.28 08:20 | close | 2931 | 0.01 | 148.195 | 148.835 | 147.815 | 120.00 | 804083.84 |
| 5863 | 2023.11.28 09:15 | sell | 2932 | 0.01 | 148.439 | 148.959 | 147.939 | ||
| 5864 | 2023.11.28 10:00 | sell | 2933 | 0.02 | 148.502 | 149.022 | 148.372 | ||
| 5865 | 2023.11.28 10:15 | sell | 2934 | 0.04 | 148.582 | 149.102 | 148.382 | ||
| 5866 | 2023.11.28 10:30 | sell | 2935 | 0.08 | 148.636 | 149.156 | 148.236 | ||
| 5867 | 2023.11.28 10:45 | sell | 2936 | 0.16 | 148.763 | 149.283 | 147.963 | ||
| 5868 | 2023.11.28 11:03 | close | 2932 | 0.01 | 148.637 | 148.959 | 147.939 | -198.00 | 803885.84 |
| 5869 | 2023.11.28 11:03 | close | 2933 | 0.02 | 148.637 | 149.022 | 148.372 | -270.00 | 803615.84 |
| 5870 | 2023.11.28 11:03 | close | 2934 | 0.04 | 148.637 | 149.102 | 148.382 | -220.00 | 803395.84 |
| 5871 | 2023.11.28 11:03 | close | 2935 | 0.08 | 148.637 | 149.156 | 148.236 | -8.00 | 803387.84 |
| 5872 | 2023.11.28 11:03 | close | 2936 | 0.16 | 148.637 | 149.283 | 147.963 | 2016.00 | 805403.84 |
| 5873 | 2023.11.28 11:05 | sell | 2937 | 0.01 | 148.620 | 149.140 | 148.120 | ||
| 5874 | 2023.11.28 13:41 | close | 2937 | 0.01 | 148.500 | 149.140 | 148.120 | 120.00 | 805523.84 |
| 5875 | 2023.11.29 05:45 | sell | 2938 | 0.01 | 147.250 | 147.770 | 146.750 | ||
| 5876 | 2023.11.29 06:51 | close | 2938 | 0.01 | 147.130 | 147.770 | 146.750 | 120.00 | 805643.84 |
| 5877 | 2023.11.29 10:00 | sell | 2939 | 0.01 | 147.341 | 147.861 | 146.841 | ||
| 5878 | 2023.11.29 10:00 | close | 2939 | 0.01 | 147.221 | 147.861 | 146.841 | 120.00 | 805763.84 |
| 5879 | 2023.11.29 10:05 | sell | 2940 | 0.01 | 147.267 | 147.787 | 146.767 | ||
| 5880 | 2023.11.29 10:15 | sell | 2941 | 0.02 | 147.412 | 147.932 | 147.282 | ||
| 5881 | 2023.11.29 10:57 | t/p | 2941 | 0.02 | 147.282 | 147.932 | 147.282 | 260.00 | 806023.84 |
| 5882 | 2023.11.29 11:45 | sell | 2942 | 0.02 | 147.575 | 148.095 | 147.445 | ||
| 5883 | 2023.11.29 12:37 | s/l | 2940 | 0.01 | 147.787 | 147.787 | 146.767 | -520.00 | 805503.84 |
| 5884 | 2023.11.29 12:45 | sell | 2943 | 0.03 | 147.715 | 148.235 | 147.585 | ||
| 5885 | 2023.11.29 14:17 | t/p | 2943 | 0.03 | 147.585 | 148.235 | 147.585 | 390.00 | 805893.84 |
| 5886 | 2023.11.29 15:29 | t/p | 2942 | 0.02 | 147.445 | 148.095 | 147.445 | 260.00 | 806153.84 |
| 5887 | 2023.12.06 07:45 | buy | 2944 | 0.01 | 147.194 | 146.674 | 147.694 | ||
| 5888 | 2023.12.06 09:15 | buy | 2945 | 0.02 | 147.061 | 146.541 | 147.141 | ||
| 5889 | 2023.12.06 10:40 | t/p | 2945 | 0.02 | 147.141 | 146.541 | 147.141 | 160.00 | 806313.84 |
| 5890 | 2023.12.06 11:57 | close | 2944 | 0.01 | 147.354 | 146.674 | 147.694 | 160.00 | 806473.84 |
| 5891 | 2023.12.11 21:15 | buy | 2946 | 0.01 | 146.124 | 145.604 | 146.624 | ||
| 5892 | 2023.12.12 03:11 | s/l | 2946 | 0.01 | 145.604 | 145.604 | 146.624 | -516.74 | 805957.10 |
| 5893 | 2023.12.15 06:00 | buy | 2947 | 0.01 | 141.907 | 141.387 | 142.407 | ||
| 5894 | 2023.12.15 06:05 | buy | 2948 | 0.02 | 141.866 | 141.346 | 141.946 | ||
| 5895 | 2023.12.15 06:30 | buy | 2949 | 0.04 | 141.793 | 141.273 | 141.993 | ||
| 5896 | 2023.12.15 06:45 | buy | 2950 | 0.08 | 141.702 | 141.182 | 142.102 | ||
| 5897 | 2023.12.15 07:40 | close | 2947 | 0.01 | 141.876 | 141.387 | 142.407 | -31.00 | 805926.10 |
| 5898 | 2023.12.15 07:40 | close | 2948 | 0.02 | 141.876 | 141.346 | 141.946 | 20.00 | 805946.10 |
| 5899 | 2023.12.15 07:40 | close | 2949 | 0.04 | 141.876 | 141.273 | 141.993 | 332.00 | 806278.10 |
| 5900 | 2023.12.15 07:40 | close | 2950 | 0.08 | 141.876 | 141.182 | 142.102 | 1392.00 | 807670.10 |
| 5901 | 2023.12.19 08:45 | buy | 2951 | 0.01 | 143.521 | 143.001 | 144.021 | ||
| 5902 | 2023.12.19 08:50 | buy | 2952 | 0.02 | 143.424 | 142.904 | 143.504 | ||
| 5903 | 2023.12.19 08:51 | t/p | 2952 | 0.02 | 143.504 | 142.904 | 143.504 | 160.00 | 807830.10 |
| 5904 | 2023.12.19 09:00 | close | 2951 | 0.01 | 143.683 | 143.001 | 144.021 | 162.00 | 807992.10 |
| 5905 | 2023.12.19 15:00 | buy | 2953 | 0.01 | 144.319 | 143.799 | 144.819 | ||
| 5906 | 2023.12.19 15:20 | buy | 2954 | 0.02 | 144.238 | 143.718 | 144.318 | ||
| 5907 | 2023.12.19 15:30 | t/p | 2954 | 0.02 | 144.318 | 143.718 | 144.318 | 160.00 | 808152.10 |
| 5908 | 2023.12.19 17:00 | buy | 2955 | 0.02 | 144.052 | 143.532 | 144.132 | ||
| 5909 | 2023.12.19 17:15 | buy | 2956 | 0.04 | 143.897 | 143.377 | 144.097 | ||
| 5910 | 2023.12.19 17:21 | s/l | 2953 | 0.01 | 143.799 | 143.799 | 144.819 | -520.00 | 807632.10 |
| 5911 | 2023.12.19 17:30 | buy | 2957 | 0.07 | 143.750 | 143.230 | 143.950 | ||
| 5912 | 2023.12.19 18:30 | buy | 2958 | 0.14 | 143.665 | 143.145 | 144.065 | ||
| 5913 | 2023.12.19 18:38 | s/l | 2955 | 0.02 | 143.532 | 143.532 | 144.132 | -1040.00 | 806592.10 |
| 5914 | 2023.12.19 19:46 | close | 2956 | 0.04 | 143.794 | 143.377 | 144.097 | -412.00 | 806180.10 |
| 5915 | 2023.12.19 19:46 | close | 2957 | 0.07 | 143.794 | 143.230 | 143.950 | 308.00 | 806488.10 |
| 5916 | 2023.12.19 19:46 | close | 2958 | 0.14 | 143.794 | 143.145 | 144.065 | 1806.00 | 808294.10 |
| 5917 | 2023.12.21 08:30 | sell | 2959 | 0.01 | 143.103 | 143.623 | 142.603 | ||
| 5918 | 2023.12.21 09:15 | sell | 2960 | 0.02 | 143.171 | 143.691 | 143.041 | ||
| 5919 | 2023.12.21 10:00 | sell | 2961 | 0.04 | 143.250 | 143.770 | 143.050 | ||
| 5920 | 2023.12.21 11:00 | sell | 2962 | 0.08 | 143.306 | 143.826 | 142.906 | ||
| 5921 | 2023.12.21 11:13 | close | 2959 | 0.01 | 143.171 | 143.623 | 142.603 | -68.00 | 808226.10 |
| 5922 | 2023.12.21 11:13 | close | 2960 | 0.02 | 143.171 | 143.691 | 143.041 | 0.00 | 808226.10 |
| 5923 | 2023.12.21 11:13 | close | 2961 | 0.04 | 143.171 | 143.770 | 143.050 | 316.00 | 808542.10 |
| 5924 | 2023.12.21 11:13 | close | 2962 | 0.08 | 143.171 | 143.826 | 142.906 | 1080.00 | 809622.10 |
| 5925 | 2023.12.21 11:15 | sell | 2963 | 0.01 | 143.152 | 143.672 | 142.652 | ||
| 5926 | 2023.12.21 11:40 | close | 2963 | 0.01 | 143.032 | 143.672 | 142.652 | 120.00 | 809742.10 |
| 5927 | 2023.12.22 03:15 | sell | 2964 | 0.01 | 142.289 | 142.809 | 141.789 | ||
| 5928 | 2023.12.22 03:45 | sell | 2965 | 0.02 | 142.372 | 142.892 | 142.242 | ||
| 5929 | 2023.12.22 04:30 | sell | 2966 | 0.04 | 142.426 | 142.946 | 142.226 | ||
| 5930 | 2023.12.22 05:45 | sell | 2967 | 0.08 | 142.506 | 143.026 | 142.106 | ||
| 5931 | 2023.12.22 06:51 | close | 2964 | 0.01 | 142.364 | 142.809 | 141.789 | -75.00 | 809667.10 |
| 5932 | 2023.12.22 06:51 | close | 2965 | 0.02 | 142.364 | 142.892 | 142.242 | 16.00 | 809683.10 |
| 5933 | 2023.12.22 06:51 | close | 2966 | 0.04 | 142.364 | 142.946 | 142.226 | 248.00 | 809931.10 |
| 5934 | 2023.12.22 06:51 | close | 2967 | 0.08 | 142.364 | 143.026 | 142.106 | 1136.00 | 811067.10 |
| 5935 | 2023.12.27 10:15 | buy | 2968 | 0.01 | 142.576 | 142.056 | 143.076 | ||
| 5936 | 2023.12.27 10:32 | close | 2968 | 0.01 | 142.737 | 142.056 | 143.076 | 161.00 | 811228.10 |
| 5937 | 2023.12.29 07:30 | buy | 2969 | 0.01 | 141.339 | 140.819 | 141.839 | ||
| 5938 | 2023.12.29 10:54 | close | 2969 | 0.01 | 141.500 | 140.819 | 141.839 | 161.00 | 811389.10 |
| 5939 | 2024.01.04 09:45 | buy | 2970 | 0.01 | 143.199 | 142.679 | 143.699 | ||
| 5940 | 2024.01.04 09:53 | close | 2970 | 0.01 | 143.359 | 142.679 | 143.699 | 160.00 | 811549.10 |
| 5941 | 2024.01.04 10:00 | buy | 2971 | 0.01 | 143.376 | 142.856 | 143.876 | ||
| 5942 | 2024.01.04 10:19 | close | 2971 | 0.01 | 143.538 | 142.856 | 143.876 | 162.00 | 811711.10 |
| 5943 | 2024.01.05 16:30 | buy | 2972 | 0.01 | 145.039 | 144.519 | 145.539 | ||
| 5944 | 2024.01.05 16:40 | close | 2972 | 0.01 | 145.199 | 144.519 | 145.539 | 160.00 | 811871.10 |
| 5945 | 2024.01.05 16:45 | buy | 2973 | 0.01 | 145.191 | 144.671 | 145.691 | ||
| 5946 | 2024.01.05 16:50 | buy | 2974 | 0.02 | 145.086 | 144.566 | 145.166 | ||
| 5947 | 2024.01.05 16:55 | buy | 2975 | 0.04 | 145.033 | 144.513 | 145.233 | ||
| 5948 | 2024.01.05 17:00 | s/l | 2973 | 0.01 | 144.671 | 144.671 | 145.691 | -520.00 | 811351.10 |
| 5949 | 2024.01.05 17:00 | s/l | 2974 | 0.02 | 144.566 | 144.566 | 145.166 | -1040.00 | 810311.10 |
| 5950 | 2024.01.05 17:00 | s/l | 2975 | 0.04 | 144.513 | 144.513 | 145.233 | -2080.00 | 808231.10 |
| 5951 | 2024.01.09 07:45 | sell | 2976 | 0.01 | 143.811 | 144.331 | 143.311 | ||
| 5952 | 2024.01.09 08:15 | sell | 2977 | 0.02 | 143.895 | 144.415 | 143.765 | ||
| 5953 | 2024.01.09 09:00 | sell | 2978 | 0.04 | 144.060 | 144.580 | 143.860 | ||
| 5954 | 2024.01.09 11:25 | t/p | 2978 | 0.04 | 143.860 | 144.580 | 143.860 | 800.00 | 809031.10 |
| 5955 | 2024.01.09 11:38 | t/p | 2977 | 0.02 | 143.765 | 144.415 | 143.765 | 260.00 | 809291.10 |
| 5956 | 2024.01.09 16:14 | close | 2976 | 0.01 | 143.690 | 144.331 | 143.311 | 121.00 | 809412.10 |
| 5957 | 2024.01.10 07:45 | buy | 2979 | 0.01 | 144.705 | 144.185 | 145.205 | ||
| 5958 | 2024.01.10 08:14 | close | 2979 | 0.01 | 144.865 | 144.185 | 145.205 | 160.00 | 809572.10 |
| 5959 | 2024.01.10 12:15 | buy | 2980 | 0.01 | 144.837 | 144.317 | 145.337 | ||
| 5960 | 2024.01.10 13:26 | close | 2980 | 0.01 | 144.998 | 144.317 | 145.337 | 161.00 | 809733.10 |
| 5961 | 2024.01.11 01:15 | buy | 2981 | 0.01 | 145.663 | 145.143 | 146.163 | ||
| 5962 | 2024.01.11 02:30 | buy | 2982 | 0.02 | 145.591 | 145.071 | 145.671 | ||
| 5963 | 2024.01.11 02:35 | buy | 2983 | 0.04 | 145.547 | 145.027 | 145.747 | ||
| 5964 | 2024.01.11 03:00 | buy | 2984 | 0.08 | 145.482 | 144.962 | 145.882 | ||
| 5965 | 2024.01.11 04:00 | buy | 2985 | 0.16 | 145.365 | 144.845 | 146.165 | ||
| 5966 | 2024.01.11 04:30 | close | 2981 | 0.01 | 145.498 | 145.143 | 146.163 | -165.00 | 809568.10 |
| 5967 | 2024.01.11 04:30 | close | 2982 | 0.02 | 145.498 | 145.071 | 145.671 | -186.00 | 809382.10 |
| 5968 | 2024.01.11 04:30 | close | 2983 | 0.04 | 145.498 | 145.027 | 145.747 | -196.00 | 809186.10 |
| 5969 | 2024.01.11 04:30 | close | 2984 | 0.08 | 145.498 | 144.962 | 145.882 | 128.00 | 809314.10 |
| 5970 | 2024.01.11 04:30 | close | 2985 | 0.16 | 145.498 | 144.845 | 146.165 | 2128.00 | 811442.10 |
| 5971 | 2024.01.11 06:00 | buy | 2986 | 0.01 | 145.310 | 144.790 | 145.810 | ||
| 5972 | 2024.01.11 07:57 | close | 2986 | 0.01 | 145.471 | 144.790 | 145.810 | 161.00 | 811603.10 |
| 5973 | 2024.01.16 15:45 | buy | 2987 | 0.01 | 146.341 | 145.821 | 146.841 | ||
| 5974 | 2024.01.16 15:46 | close | 2987 | 0.01 | 146.502 | 145.821 | 146.841 | 161.00 | 811764.10 |
| 5975 | 2024.01.16 15:50 | buy | 2988 | 0.01 | 146.510 | 145.990 | 147.010 | ||
| 5976 | 2024.01.16 16:50 | close | 2988 | 0.01 | 146.671 | 145.990 | 147.010 | 161.00 | 811925.10 |
| 5977 | 2024.01.17 00:45 | buy | 2989 | 0.01 | 147.117 | 146.597 | 147.617 | ||
| 5978 | 2024.01.17 01:51 | close | 2989 | 0.01 | 147.279 | 146.597 | 147.617 | 162.00 | 812087.10 |
| 5979 | 2024.01.17 12:15 | buy | 2990 | 0.01 | 147.605 | 147.085 | 148.105 | ||
| 5980 | 2024.01.17 12:50 | close | 2990 | 0.01 | 147.767 | 147.085 | 148.105 | 162.00 | 812249.10 |
| 5981 | 2024.01.17 22:00 | buy | 2991 | 0.01 | 148.269 | 147.749 | 148.769 | ||
| 5982 | 2024.01.17 23:15 | buy | 2992 | 0.02 | 148.142 | 147.622 | 148.222 | ||
| 5983 | 2024.01.18 00:30 | buy | 2993 | 0.04 | 148.093 | 147.573 | 148.293 | ||
| 5984 | 2024.01.18 02:37 | t/p | 2992 | 0.02 | 148.222 | 147.622 | 148.222 | 179.56 | 812428.66 |
| 5985 | 2024.01.18 03:00 | buy | 2994 | 0.06 | 148.002 | 147.482 | 148.202 | ||
| 5986 | 2024.01.18 03:15 | buy | 2995 | 0.12 | 147.910 | 147.390 | 148.310 | ||
| 5987 | 2024.01.18 03:40 | close | 2991 | 0.01 | 148.056 | 147.749 | 148.769 | -203.22 | 812225.44 |
| 5988 | 2024.01.18 03:40 | close | 2993 | 0.04 | 148.056 | 147.573 | 148.293 | -148.00 | 812077.44 |
| 5989 | 2024.01.18 03:40 | close | 2994 | 0.06 | 148.056 | 147.482 | 148.202 | 324.00 | 812401.44 |
| 5990 | 2024.01.18 03:40 | close | 2995 | 0.12 | 148.056 | 147.390 | 148.310 | 1752.00 | 814153.44 |
| 5991 | 2024.01.18 08:15 | buy | 2996 | 0.01 | 147.855 | 147.335 | 148.355 | ||
| 5992 | 2024.01.18 08:25 | buy | 2997 | 0.02 | 147.808 | 147.288 | 147.888 | ||
| 5993 | 2024.01.18 08:43 | t/p | 2997 | 0.02 | 147.888 | 147.288 | 147.888 | 160.00 | 814313.44 |
| 5994 | 2024.01.18 11:45 | buy | 2998 | 0.02 | 147.738 | 147.218 | 147.818 | ||
| 5995 | 2024.01.18 11:57 | t/p | 2998 | 0.02 | 147.818 | 147.218 | 147.818 | 160.00 | 814473.44 |
| 5996 | 2024.01.18 15:30 | close | 2996 | 0.01 | 148.016 | 147.335 | 148.355 | 161.00 | 814634.44 |
| 5997 | 2024.01.30 10:15 | sell | 2999 | 0.01 | 147.416 | 147.936 | 146.916 | ||
| 5998 | 2024.01.30 10:25 | sell | 3000 | 0.02 | 147.457 | 147.977 | 147.327 | ||
| 5999 | 2024.01.30 10:30 | sell | 3001 | 0.04 | 147.517 | 148.037 | 147.317 | ||
| 6000 | 2024.01.30 11:29 | close | 2999 | 0.01 | 147.328 | 147.936 | 146.916 | 88.00 | 814722.44 |