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 |
| 6001 | 2024.01.30 11:29 | close | 3000 | 0.02 | 147.328 | 147.977 | 147.327 | 258.00 | 814980.44 |
| 6002 | 2024.01.30 11:29 | close | 3001 | 0.04 | 147.328 | 148.037 | 147.317 | 756.00 | 815736.44 |
| 6003 | 2024.01.30 15:15 | sell | 3002 | 0.01 | 147.534 | 148.054 | 147.034 | ||
| 6004 | 2024.01.30 16:08 | close | 3002 | 0.01 | 147.414 | 148.054 | 147.034 | 120.00 | 815856.44 |
| 6005 | 2024.02.05 04:15 | buy | 3003 | 0.01 | 148.429 | 147.909 | 148.929 | ||
| 6006 | 2024.02.05 06:45 | buy | 3004 | 0.02 | 148.389 | 147.869 | 148.469 | ||
| 6007 | 2024.02.05 07:05 | t/p | 3004 | 0.02 | 148.469 | 147.869 | 148.469 | 160.00 | 816016.44 |
| 6008 | 2024.02.05 08:15 | buy | 3005 | 0.02 | 148.364 | 147.844 | 148.444 | ||
| 6009 | 2024.02.05 08:25 | buy | 3006 | 0.04 | 148.321 | 147.801 | 148.521 | ||
| 6010 | 2024.02.05 09:53 | close | 3003 | 0.01 | 148.443 | 147.909 | 148.929 | 14.00 | 816030.44 |
| 6011 | 2024.02.05 09:53 | close | 3005 | 0.02 | 148.443 | 147.844 | 148.444 | 158.00 | 816188.44 |
| 6012 | 2024.02.05 09:53 | close | 3006 | 0.04 | 148.443 | 147.801 | 148.521 | 488.00 | 816676.44 |
| 6013 | 2024.02.09 09:15 | buy | 3007 | 0.01 | 149.311 | 148.791 | 149.811 | ||
| 6014 | 2024.02.09 09:30 | buy | 3008 | 0.02 | 149.270 | 148.750 | 149.350 | ||
| 6015 | 2024.02.09 09:53 | t/p | 3008 | 0.02 | 149.350 | 148.750 | 149.350 | 160.00 | 816836.44 |
| 6016 | 2024.02.09 10:12 | close | 3007 | 0.01 | 149.471 | 148.791 | 149.811 | 160.00 | 816996.44 |
| 6017 | 2024.02.12 15:45 | sell | 3009 | 0.01 | 149.149 | 149.669 | 148.649 | ||
| 6018 | 2024.02.12 16:00 | sell | 3010 | 0.02 | 149.198 | 149.718 | 149.068 | ||
| 6019 | 2024.02.13 10:14 | s/l | 3009 | 0.01 | 149.669 | 149.669 | 148.649 | -520.00 | 816476.44 |
| 6020 | 2024.02.13 13:15 | buy | 3011 | 0.01 | 149.440 | 148.920 | 149.940 | ||
| 6021 | 2024.02.13 14:00 | buy | 3012 | 0.02 | 149.380 | 148.860 | 149.460 | ||
| 6022 | 2024.02.13 15:15 | buy | 3013 | 0.04 | 149.305 | 148.785 | 149.505 | ||
| 6023 | 2024.02.13 15:30 | close | 3013 | 0.04 | 149.447 | 148.785 | 149.505 | 568.00 | 817044.44 |
| 6024 | 2024.02.13 15:30 | close | 3011 | 0.01 | 149.447 | 148.920 | 149.940 | 7.00 | 817051.44 |
| 6025 | 2024.02.13 15:30 | close | 3012 | 0.02 | 149.447 | 148.860 | 149.460 | 134.00 | 817185.44 |
| 6026 | 2024.02.13 15:30 | s/l | 3010 | 0.02 | 149.718 | 149.718 | 149.068 | -1040.00 | 816145.44 |
| 6027 | 2024.02.15 17:45 | sell | 3014 | 0.01 | 150.091 | 150.611 | 149.591 | ||
| 6028 | 2024.02.15 18:15 | sell | 3015 | 0.02 | 150.191 | 150.711 | 150.061 | ||
| 6029 | 2024.02.15 20:01 | t/p | 3015 | 0.02 | 150.061 | 150.711 | 150.061 | 260.00 | 816405.44 |
| 6030 | 2024.02.15 20:27 | close | 3014 | 0.01 | 149.971 | 150.611 | 149.591 | 120.00 | 816525.44 |
| 6031 | 2024.02.20 11:00 | buy | 3016 | 0.01 | 150.321 | 149.801 | 150.821 | ||
| 6032 | 2024.02.20 11:45 | buy | 3017 | 0.02 | 150.272 | 149.752 | 150.352 | ||
| 6033 | 2024.02.20 12:30 | buy | 3018 | 0.04 | 150.186 | 149.666 | 150.386 | ||
| 6034 | 2024.02.20 13:00 | buy | 3019 | 0.08 | 150.141 | 149.621 | 150.541 | ||
| 6035 | 2024.02.20 16:29 | s/l | 3016 | 0.01 | 149.801 | 149.801 | 150.821 | -520.00 | 816005.44 |
| 6036 | 2024.02.20 17:01 | s/l | 3017 | 0.02 | 149.752 | 149.752 | 150.352 | -1040.00 | 814965.44 |
| 6037 | 2024.02.21 19:01 | close | 3018 | 0.04 | 150.298 | 149.666 | 150.386 | 461.04 | 815426.48 |
| 6038 | 2024.02.21 19:01 | close | 3019 | 0.08 | 150.298 | 149.621 | 150.541 | 1282.08 | 816708.56 |
| 6039 | 2024.02.22 06:45 | buy | 3020 | 0.01 | 150.292 | 149.772 | 150.792 | ||
| 6040 | 2024.02.22 08:30 | buy | 3021 | 0.02 | 150.216 | 149.696 | 150.296 | ||
| 6041 | 2024.02.22 09:15 | buy | 3022 | 0.04 | 150.174 | 149.654 | 150.374 | ||
| 6042 | 2024.02.22 09:45 | buy | 3023 | 0.08 | 150.112 | 149.592 | 150.512 | ||
| 6043 | 2024.02.22 11:03 | close | 3020 | 0.01 | 150.268 | 149.772 | 150.792 | -24.00 | 816684.56 |
| 6044 | 2024.02.22 11:03 | close | 3021 | 0.02 | 150.268 | 149.696 | 150.296 | 104.00 | 816788.56 |
| 6045 | 2024.02.22 11:03 | close | 3022 | 0.04 | 150.268 | 149.654 | 150.374 | 376.00 | 817164.56 |
| 6046 | 2024.02.22 11:03 | close | 3023 | 0.08 | 150.268 | 149.592 | 150.512 | 1248.00 | 818412.56 |
| 6047 | 2024.02.23 01:15 | buy | 3024 | 0.01 | 150.451 | 149.931 | 150.951 | ||
| 6048 | 2024.02.23 02:15 | buy | 3025 | 0.02 | 150.409 | 149.889 | 150.489 | ||
| 6049 | 2024.02.23 02:36 | t/p | 3025 | 0.02 | 150.489 | 149.889 | 150.489 | 160.00 | 818572.56 |
| 6050 | 2024.02.23 08:01 | close | 3024 | 0.01 | 150.613 | 149.931 | 150.951 | 162.00 | 818734.56 |
| 6051 | 2024.02.23 14:30 | buy | 3026 | 0.01 | 150.535 | 150.015 | 151.035 | ||
| 6052 | 2024.02.23 14:45 | buy | 3027 | 0.02 | 150.479 | 149.959 | 150.559 | ||
| 6053 | 2024.02.23 15:00 | buy | 3028 | 0.04 | 150.420 | 149.900 | 150.620 | ||
| 6054 | 2024.02.23 17:57 | close | 3026 | 0.01 | 150.547 | 150.015 | 151.035 | 12.00 | 818746.56 |
| 6055 | 2024.02.23 17:57 | close | 3027 | 0.02 | 150.547 | 149.959 | 150.559 | 136.00 | 818882.56 |
| 6056 | 2024.02.23 17:57 | close | 3028 | 0.04 | 150.547 | 149.900 | 150.620 | 508.00 | 819390.56 |
| 6057 | 2024.02.26 06:45 | sell | 3029 | 0.01 | 150.501 | 151.021 | 150.001 | ||
| 6058 | 2024.02.26 07:48 | close | 3029 | 0.01 | 150.381 | 151.021 | 150.001 | 120.00 | 819510.56 |
| 6059 | 2024.02.28 13:00 | buy | 3030 | 0.01 | 150.670 | 150.150 | 151.170 | ||
| 6060 | 2024.02.28 13:45 | buy | 3031 | 0.02 | 150.626 | 150.106 | 150.706 | ||
| 6061 | 2024.02.28 14:58 | t/p | 3031 | 0.02 | 150.706 | 150.106 | 150.706 | 160.00 | 819670.56 |
| 6062 | 2024.02.28 15:30 | buy | 3032 | 0.02 | 150.618 | 150.098 | 150.698 | ||
| 6063 | 2024.02.28 15:30 | t/p | 3032 | 0.02 | 150.698 | 150.098 | 150.698 | 160.00 | 819830.56 |
| 6064 | 2024.02.28 15:50 | buy | 3033 | 0.02 | 150.626 | 150.106 | 150.706 | ||
| 6065 | 2024.02.28 15:53 | t/p | 3033 | 0.02 | 150.706 | 150.106 | 150.706 | 160.00 | 819990.56 |
| 6066 | 2024.02.28 17:57 | close | 3030 | 0.01 | 150.830 | 150.150 | 151.170 | 160.00 | 820150.56 |
| 6067 | 2024.02.28 20:15 | buy | 3034 | 0.01 | 150.676 | 150.156 | 151.176 | ||
| 6068 | 2024.02.29 00:30 | buy | 3035 | 0.02 | 150.611 | 150.091 | 150.691 | ||
| 6069 | 2024.02.29 04:01 | s/l | 3034 | 0.01 | 150.156 | 150.156 | 151.176 | -510.22 | 819640.34 |
| 6070 | 2024.02.29 04:07 | s/l | 3035 | 0.02 | 150.091 | 150.091 | 150.691 | -1040.00 | 818600.34 |
| 6071 | 2024.02.29 19:45 | sell | 3036 | 0.01 | 149.995 | 150.515 | 149.495 | ||
| 6072 | 2024.02.29 20:26 | close | 3036 | 0.01 | 149.875 | 150.515 | 149.495 | 120.00 | 818720.34 |
| 6073 | 2024.03.01 01:15 | sell | 3037 | 0.01 | 150.082 | 150.602 | 149.582 | ||
| 6074 | 2024.03.01 10:12 | s/l | 3037 | 0.01 | 150.602 | 150.602 | 149.582 | -520.00 | 818200.34 |
| 6075 | 2024.03.07 16:45 | sell | 3038 | 0.01 | 148.127 | 148.647 | 147.627 | ||
| 6076 | 2024.03.07 17:15 | sell | 3039 | 0.02 | 148.175 | 148.695 | 148.045 | ||
| 6077 | 2024.03.07 17:25 | sell | 3040 | 0.04 | 148.218 | 148.738 | 148.018 | ||
| 6078 | 2024.03.07 17:47 | t/p | 3039 | 0.02 | 148.045 | 148.695 | 148.045 | 260.00 | 818460.34 |
| 6079 | 2024.03.07 18:27 | t/p | 3040 | 0.04 | 148.018 | 148.738 | 148.018 | 800.00 | 819260.34 |
| 6080 | 2024.03.07 18:27 | close | 3038 | 0.01 | 148.007 | 148.647 | 147.627 | 120.00 | 819380.34 |
| 6081 | 2024.03.08 03:45 | sell | 3041 | 0.01 | 147.958 | 148.478 | 147.458 | ||
| 6082 | 2024.03.08 05:55 | close | 3041 | 0.01 | 147.838 | 148.478 | 147.458 | 120.00 | 819500.34 |
| 6083 | 2024.03.11 05:00 | sell | 3042 | 0.01 | 147.063 | 147.583 | 146.563 | ||
| 6084 | 2024.03.11 05:16 | close | 3042 | 0.01 | 146.943 | 147.583 | 146.563 | 120.00 | 819620.34 |
| 6085 | 2024.03.11 14:45 | sell | 3043 | 0.01 | 146.852 | 147.372 | 146.352 | ||
| 6086 | 2024.03.11 16:00 | sell | 3044 | 0.02 | 146.959 | 147.479 | 146.829 | ||
| 6087 | 2024.03.11 18:26 | t/p | 3044 | 0.02 | 146.829 | 147.479 | 146.829 | 260.00 | 819880.34 |
| 6088 | 2024.03.12 01:29 | close | 3043 | 0.01 | 146.732 | 147.372 | 146.352 | 120.00 | 820000.34 |
| 6089 | 2024.03.18 00:30 | buy | 3045 | 0.01 | 149.007 | 148.487 | 149.507 | ||
| 6090 | 2024.03.18 02:00 | buy | 3046 | 0.02 | 148.954 | 148.434 | 149.034 | ||
| 6091 | 2024.03.18 02:12 | t/p | 3046 | 0.02 | 149.034 | 148.434 | 149.034 | 160.00 | 820160.34 |
| 6092 | 2024.03.18 02:43 | close | 3045 | 0.01 | 149.168 | 148.487 | 149.507 | 161.00 | 820321.34 |
| 6093 | 2024.03.20 16:15 | buy | 3047 | 0.01 | 151.647 | 151.127 | 152.147 | ||
| 6094 | 2024.03.20 17:15 | buy | 3048 | 0.02 | 151.567 | 151.047 | 151.647 | ||
| 6095 | 2024.03.20 17:42 | t/p | 3048 | 0.02 | 151.647 | 151.047 | 151.647 | 160.00 | 820481.34 |
| 6096 | 2024.03.20 20:00 | buy | 3049 | 0.02 | 151.548 | 151.028 | 151.628 | ||
| 6097 | 2024.03.20 20:15 | t/p | 3049 | 0.02 | 151.628 | 151.028 | 151.628 | 160.00 | 820641.34 |
| 6098 | 2024.03.20 20:37 | s/l | 3047 | 0.01 | 151.127 | 151.127 | 152.147 | -520.00 | 820121.34 |
| 6099 | 2024.03.22 18:30 | sell | 3050 | 0.01 | 151.374 | 151.894 | 150.874 | ||
| 6100 | 2024.03.22 21:00 | sell | 3051 | 0.02 | 151.443 | 151.963 | 151.313 | ||
| 6101 | 2024.03.25 00:55 | t/p | 3051 | 0.02 | 151.313 | 151.963 | 151.313 | 260.00 | 820381.34 |
| 6102 | 2024.03.25 00:56 | close | 3050 | 0.01 | 151.252 | 151.894 | 150.874 | 122.00 | 820503.34 |
| 6103 | 2024.04.02 01:15 | buy | 3052 | 0.01 | 151.602 | 151.082 | 152.102 | ||
| 6104 | 2024.04.02 04:52 | close | 3052 | 0.01 | 151.763 | 151.082 | 152.102 | 161.00 | 820664.34 |
| 6105 | 2024.04.02 11:00 | buy | 3053 | 0.01 | 151.678 | 151.158 | 152.178 | ||
| 6106 | 2024.04.02 11:15 | buy | 3054 | 0.02 | 151.562 | 151.042 | 151.642 | ||
| 6107 | 2024.04.02 12:00 | t/p | 3054 | 0.02 | 151.642 | 151.042 | 151.642 | 160.00 | 820824.34 |
| 6108 | 2024.04.03 15:15 | close | 3053 | 0.01 | 151.839 | 151.158 | 152.178 | 164.26 | 820988.60 |
| 6109 | 2024.04.04 14:15 | buy | 3055 | 0.01 | 151.691 | 151.171 | 152.191 | ||
| 6110 | 2024.04.04 21:55 | s/l | 3055 | 0.01 | 151.171 | 151.171 | 152.191 | -520.00 | 820468.60 |
| 6111 | 2024.04.08 16:15 | buy | 3056 | 0.01 | 151.857 | 151.337 | 152.357 | ||
| 6112 | 2024.04.08 16:35 | buy | 3057 | 0.02 | 151.814 | 151.294 | 151.894 | ||
| 6113 | 2024.04.08 16:55 | buy | 3058 | 0.04 | 151.766 | 151.246 | 151.966 | ||
| 6114 | 2024.04.08 21:30 | buy | 3059 | 0.08 | 151.723 | 151.203 | 152.123 | ||
| 6115 | 2024.04.09 03:52 | close | 3056 | 0.01 | 151.869 | 151.337 | 152.357 | 15.26 | 820483.86 |
| 6116 | 2024.04.09 03:52 | close | 3057 | 0.02 | 151.869 | 151.294 | 151.894 | 116.52 | 820600.38 |
| 6117 | 2024.04.09 03:52 | close | 3058 | 0.04 | 151.869 | 151.246 | 151.966 | 425.04 | 821025.42 |
| 6118 | 2024.04.09 03:52 | close | 3059 | 0.08 | 151.869 | 151.203 | 152.123 | 1194.08 | 822219.50 |
| 6119 | 2024.04.11 02:30 | buy | 3060 | 0.01 | 152.916 | 152.396 | 153.416 | ||
| 6120 | 2024.04.11 02:35 | buy | 3061 | 0.02 | 152.850 | 152.330 | 152.930 | ||
| 6121 | 2024.04.11 02:54 | t/p | 3061 | 0.02 | 152.930 | 152.330 | 152.930 | 160.00 | 822379.50 |
| 6122 | 2024.04.11 03:35 | buy | 3062 | 0.02 | 152.853 | 152.333 | 152.933 | ||
| 6123 | 2024.04.11 04:15 | buy | 3063 | 0.04 | 152.803 | 152.283 | 153.003 | ||
| 6124 | 2024.04.11 06:55 | close | 3060 | 0.01 | 152.927 | 152.396 | 153.416 | 11.00 | 822390.50 |
| 6125 | 2024.04.11 06:55 | close | 3062 | 0.02 | 152.927 | 152.333 | 152.933 | 148.00 | 822538.50 |
| 6126 | 2024.04.11 06:55 | close | 3063 | 0.04 | 152.927 | 152.283 | 153.003 | 496.00 | 823034.50 |
| 6127 | 2024.04.11 14:00 | buy | 3064 | 0.01 | 153.075 | 152.555 | 153.575 | ||
| 6128 | 2024.04.11 15:15 | buy | 3065 | 0.02 | 153.035 | 152.515 | 153.115 | ||
| 6129 | 2024.04.11 15:24 | t/p | 3065 | 0.02 | 153.115 | 152.515 | 153.115 | 160.00 | 823194.50 |
| 6130 | 2024.04.11 15:45 | buy | 3066 | 0.02 | 153.003 | 152.483 | 153.083 | ||
| 6131 | 2024.04.11 16:00 | buy | 3067 | 0.04 | 152.846 | 152.326 | 153.046 | ||
| 6132 | 2024.04.11 16:40 | close | 3064 | 0.01 | 153.017 | 152.555 | 153.575 | -58.00 | 823136.50 |
| 6133 | 2024.04.11 16:40 | close | 3066 | 0.02 | 153.017 | 152.483 | 153.083 | 28.00 | 823164.50 |
| 6134 | 2024.04.11 16:40 | close | 3067 | 0.04 | 153.017 | 152.326 | 153.046 | 684.00 | 823848.50 |
| 6135 | 2024.04.11 21:15 | buy | 3068 | 0.01 | 153.139 | 152.619 | 153.639 | ||
| 6136 | 2024.04.12 10:03 | close | 3068 | 0.01 | 153.299 | 152.619 | 153.639 | 163.26 | 824011.76 |
| 6137 | 2024.04.16 01:15 | buy | 3069 | 0.01 | 154.152 | 153.632 | 154.652 | ||
| 6138 | 2024.04.16 03:36 | close | 3069 | 0.01 | 154.314 | 153.632 | 154.652 | 162.00 | 824173.76 |
| 6139 | 2024.04.18 03:15 | sell | 3070 | 0.01 | 154.348 | 154.868 | 153.848 | ||
| 6140 | 2024.04.18 04:08 | close | 3070 | 0.01 | 154.227 | 154.868 | 153.848 | 121.00 | 824294.76 |
| 6141 | 2024.04.18 08:15 | sell | 3071 | 0.01 | 154.317 | 154.837 | 153.817 | ||
| 6142 | 2024.04.18 09:06 | close | 3071 | 0.01 | 154.196 | 154.837 | 153.817 | 121.00 | 824415.76 |
| 6143 | 2024.04.18 11:45 | sell | 3072 | 0.01 | 154.299 | 154.819 | 153.799 | ||
| 6144 | 2024.04.18 11:55 | sell | 3073 | 0.02 | 154.342 | 154.862 | 154.212 | ||
| 6145 | 2024.04.19 04:33 | t/p | 3073 | 0.02 | 154.212 | 154.862 | 154.212 | 260.00 | 824675.76 |
| 6146 | 2024.04.19 04:33 | close | 3072 | 0.01 | 154.179 | 154.819 | 153.799 | 120.00 | 824795.76 |
| 6147 | 2024.04.23 01:15 | buy | 3074 | 0.01 | 154.785 | 154.265 | 155.285 | ||
| 6148 | 2024.04.23 03:30 | buy | 3075 | 0.02 | 154.733 | 154.213 | 154.813 | ||
| 6149 | 2024.04.23 10:26 | t/p | 3075 | 0.02 | 154.813 | 154.213 | 154.813 | 160.00 | 824955.76 |
| 6150 | 2024.04.24 10:01 | close | 3074 | 0.01 | 154.946 | 154.265 | 155.285 | 164.26 | 825120.02 |