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 |
| 751 | 2016.02.22 16:45 | buy | 376 | 0.01 | 113.166 | 112.646 | 113.666 | ||
| 752 | 2016.02.22 17:10 | buy | 377 | 0.02 | 113.092 | 112.572 | 113.172 | ||
| 753 | 2016.02.22 18:00 | buy | 378 | 0.04 | 112.987 | 112.467 | 113.187 | ||
| 754 | 2016.02.22 18:59 | close | 376 | 0.01 | 113.136 | 112.646 | 113.666 | -30.00 | 528037.16 |
| 755 | 2016.02.22 18:59 | close | 377 | 0.02 | 113.136 | 112.572 | 113.172 | 88.00 | 528125.16 |
| 756 | 2016.02.22 18:59 | close | 378 | 0.04 | 113.136 | 112.467 | 113.187 | 596.00 | 528721.16 |
| 757 | 2016.02.22 21:30 | buy | 379 | 0.01 | 112.988 | 112.468 | 113.488 | ||
| 758 | 2016.02.22 21:35 | buy | 380 | 0.02 | 112.946 | 112.426 | 113.026 | ||
| 759 | 2016.02.22 22:00 | buy | 381 | 0.04 | 112.844 | 112.324 | 113.044 | ||
| 760 | 2016.02.23 01:28 | close | 379 | 0.01 | 112.987 | 112.468 | 113.488 | 2.26 | 528723.42 |
| 761 | 2016.02.23 01:28 | close | 380 | 0.02 | 112.987 | 112.426 | 113.026 | 88.52 | 528811.94 |
| 762 | 2016.02.23 01:28 | close | 381 | 0.04 | 112.987 | 112.324 | 113.044 | 585.04 | 529396.98 |
| 763 | 2016.02.24 09:15 | sell | 382 | 0.01 | 112.062 | 112.582 | 111.562 | ||
| 764 | 2016.02.24 09:30 | sell | 383 | 0.02 | 112.187 | 112.707 | 112.057 | ||
| 765 | 2016.02.24 10:02 | t/p | 383 | 0.02 | 112.057 | 112.707 | 112.057 | 260.00 | 529656.98 |
| 766 | 2016.02.24 11:11 | close | 382 | 0.01 | 111.941 | 112.582 | 111.562 | 121.00 | 529777.98 |
| 767 | 2016.02.24 21:15 | sell | 384 | 0.01 | 111.610 | 112.130 | 111.110 | ||
| 768 | 2016.02.24 21:30 | sell | 385 | 0.02 | 111.698 | 112.218 | 111.568 | ||
| 769 | 2016.02.24 22:15 | sell | 386 | 0.04 | 111.841 | 112.361 | 111.641 | ||
| 770 | 2016.02.24 22:30 | sell | 387 | 0.08 | 111.923 | 112.443 | 111.523 | ||
| 771 | 2016.02.24 23:15 | sell | 388 | 0.16 | 112.013 | 112.533 | 111.213 | ||
| 772 | 2016.02.24 23:39 | s/l | 384 | 0.01 | 112.130 | 112.130 | 111.110 | -520.00 | 529257.98 |
| 773 | 2016.02.25 01:30 | close | 385 | 0.02 | 111.901 | 112.218 | 111.568 | -406.00 | 528851.98 |
| 774 | 2016.02.25 01:30 | close | 386 | 0.04 | 111.901 | 112.361 | 111.641 | -240.00 | 528611.98 |
| 775 | 2016.02.25 01:30 | close | 387 | 0.08 | 111.901 | 112.443 | 111.523 | 176.00 | 528787.98 |
| 776 | 2016.02.25 01:30 | close | 388 | 0.16 | 111.901 | 112.533 | 111.213 | 1792.00 | 530579.98 |
| 777 | 2016.02.25 20:00 | buy | 389 | 0.01 | 112.674 | 112.154 | 113.174 | ||
| 778 | 2016.02.25 20:25 | close | 389 | 0.01 | 112.835 | 112.154 | 113.174 | 161.00 | 530740.98 |
| 779 | 2016.02.26 03:15 | buy | 390 | 0.01 | 112.859 | 112.339 | 113.359 | ||
| 780 | 2016.02.26 07:30 | buy | 391 | 0.02 | 112.650 | 112.130 | 112.730 | ||
| 781 | 2016.02.26 07:45 | buy | 392 | 0.04 | 112.583 | 112.063 | 112.783 | ||
| 782 | 2016.02.26 08:41 | t/p | 391 | 0.02 | 112.730 | 112.130 | 112.730 | 160.00 | 530900.98 |
| 783 | 2016.02.26 09:00 | close | 390 | 0.01 | 112.769 | 112.339 | 113.359 | -90.00 | 530810.98 |
| 784 | 2016.02.26 09:00 | close | 392 | 0.04 | 112.769 | 112.063 | 112.783 | 744.00 | 531554.98 |
| 785 | 2016.03.01 22:45 | buy | 393 | 0.01 | 113.874 | 113.354 | 114.374 | ||
| 786 | 2016.03.02 00:01 | close | 393 | 0.01 | 114.038 | 113.354 | 114.374 | 167.26 | 531722.24 |
| 787 | 2016.03.02 02:15 | buy | 394 | 0.01 | 113.778 | 113.258 | 114.278 | ||
| 788 | 2016.03.02 02:37 | close | 394 | 0.01 | 113.939 | 113.258 | 114.278 | 161.00 | 531883.24 |
| 789 | 2016.03.02 02:40 | buy | 395 | 0.01 | 113.952 | 113.432 | 114.452 | ||
| 790 | 2016.03.02 03:09 | close | 395 | 0.01 | 114.114 | 113.432 | 114.452 | 162.00 | 532045.24 |
| 791 | 2016.03.02 16:45 | buy | 396 | 0.01 | 114.009 | 113.489 | 114.509 | ||
| 792 | 2016.03.02 16:50 | buy | 397 | 0.02 | 113.932 | 113.412 | 114.012 | ||
| 793 | 2016.03.02 18:06 | t/p | 397 | 0.02 | 114.012 | 113.412 | 114.012 | 160.00 | 532205.24 |
| 794 | 2016.03.02 20:23 | s/l | 396 | 0.01 | 113.489 | 113.489 | 114.509 | -520.00 | 531685.24 |
| 795 | 2016.03.08 06:45 | sell | 398 | 0.01 | 113.143 | 113.663 | 112.643 | ||
| 796 | 2016.03.08 07:00 | sell | 399 | 0.02 | 113.205 | 113.725 | 113.075 | ||
| 797 | 2016.03.08 08:28 | t/p | 399 | 0.02 | 113.075 | 113.725 | 113.075 | 260.00 | 531945.24 |
| 798 | 2016.03.08 08:31 | close | 398 | 0.01 | 113.022 | 113.663 | 112.643 | 121.00 | 532066.24 |
| 799 | 2016.03.09 06:45 | sell | 400 | 0.01 | 112.669 | 113.189 | 112.169 | ||
| 800 | 2016.03.09 07:59 | close | 400 | 0.01 | 112.548 | 113.189 | 112.169 | 121.00 | 532187.24 |
| 801 | 2016.03.09 15:15 | sell | 401 | 0.01 | 112.662 | 113.182 | 112.162 | ||
| 802 | 2016.03.09 20:45 | s/l | 401 | 0.01 | 113.182 | 113.182 | 112.162 | -520.00 | 531667.24 |
| 803 | 2016.03.10 09:15 | buy | 402 | 0.01 | 113.563 | 113.043 | 114.063 | ||
| 804 | 2016.03.10 11:00 | buy | 403 | 0.02 | 113.425 | 112.905 | 113.505 | ||
| 805 | 2016.03.10 11:05 | t/p | 403 | 0.02 | 113.505 | 112.905 | 113.505 | 160.00 | 531827.24 |
| 806 | 2016.03.10 11:10 | buy | 404 | 0.02 | 113.498 | 112.978 | 113.578 | ||
| 807 | 2016.03.10 11:30 | buy | 405 | 0.04 | 113.452 | 112.932 | 113.652 | ||
| 808 | 2016.03.10 11:45 | buy | 406 | 0.08 | 113.410 | 112.890 | 113.810 | ||
| 809 | 2016.03.10 13:20 | close | 402 | 0.01 | 113.557 | 113.043 | 114.063 | -6.00 | 531821.24 |
| 810 | 2016.03.10 13:20 | close | 404 | 0.02 | 113.557 | 112.978 | 113.578 | 118.00 | 531939.24 |
| 811 | 2016.03.10 13:20 | close | 405 | 0.04 | 113.557 | 112.932 | 113.652 | 420.00 | 532359.24 |
| 812 | 2016.03.10 13:20 | close | 406 | 0.08 | 113.557 | 112.890 | 113.810 | 1176.00 | 533535.24 |
| 813 | 2016.03.21 00:15 | buy | 407 | 0.01 | 111.415 | 110.895 | 111.915 | ||
| 814 | 2016.03.21 03:15 | buy | 408 | 0.02 | 111.368 | 110.848 | 111.448 | ||
| 815 | 2016.03.21 06:12 | t/p | 408 | 0.02 | 111.448 | 110.848 | 111.448 | 160.00 | 533695.24 |
| 816 | 2016.03.21 11:40 | close | 407 | 0.01 | 111.576 | 110.895 | 111.915 | 161.00 | 533856.24 |
| 817 | 2016.03.24 12:00 | buy | 409 | 0.01 | 112.744 | 112.224 | 113.244 | ||
| 818 | 2016.03.24 12:15 | buy | 410 | 0.02 | 112.696 | 112.176 | 112.776 | ||
| 819 | 2016.03.24 12:45 | buy | 411 | 0.04 | 112.633 | 112.113 | 112.833 | ||
| 820 | 2016.03.24 14:45 | buy | 412 | 0.08 | 112.459 | 111.939 | 112.859 | ||
| 821 | 2016.03.24 18:01 | close | 409 | 0.01 | 112.670 | 112.224 | 113.244 | -74.00 | 533782.24 |
| 822 | 2016.03.24 18:01 | close | 410 | 0.02 | 112.670 | 112.176 | 112.776 | -52.00 | 533730.24 |
| 823 | 2016.03.24 18:01 | close | 411 | 0.04 | 112.670 | 112.113 | 112.833 | 148.00 | 533878.24 |
| 824 | 2016.03.24 18:01 | close | 412 | 0.08 | 112.670 | 111.939 | 112.859 | 1688.00 | 535566.24 |
| 825 | 2016.03.31 17:30 | sell | 413 | 0.01 | 112.470 | 112.990 | 111.970 | ||
| 826 | 2016.03.31 17:57 | close | 413 | 0.01 | 112.349 | 112.990 | 111.970 | 121.00 | 535687.24 |
| 827 | 2016.04.04 11:00 | sell | 414 | 0.01 | 111.581 | 112.101 | 111.081 | ||
| 828 | 2016.04.04 11:15 | sell | 415 | 0.02 | 111.635 | 112.155 | 111.505 | ||
| 829 | 2016.04.04 15:20 | t/p | 415 | 0.02 | 111.505 | 112.155 | 111.505 | 260.00 | 535947.24 |
| 830 | 2016.04.04 15:43 | close | 414 | 0.01 | 111.461 | 112.101 | 111.081 | 120.00 | 536067.24 |
| 831 | 2016.04.04 22:15 | sell | 416 | 0.01 | 111.333 | 111.853 | 110.833 | ||
| 832 | 2016.04.05 02:38 | close | 416 | 0.01 | 111.212 | 111.853 | 110.833 | 121.00 | 536188.24 |
| 833 | 2016.04.05 07:30 | sell | 417 | 0.01 | 110.957 | 111.477 | 110.457 | ||
| 834 | 2016.04.05 07:49 | close | 417 | 0.01 | 110.836 | 111.477 | 110.457 | 121.00 | 536309.24 |
| 835 | 2016.04.05 15:00 | sell | 418 | 0.01 | 110.651 | 111.171 | 110.151 | ||
| 836 | 2016.04.05 15:32 | close | 418 | 0.01 | 110.530 | 111.171 | 110.151 | 121.00 | 536430.24 |
| 837 | 2016.04.05 22:00 | sell | 419 | 0.01 | 110.496 | 111.016 | 109.996 | ||
| 838 | 2016.04.05 22:38 | close | 419 | 0.01 | 110.375 | 111.016 | 109.996 | 121.00 | 536551.24 |
| 839 | 2016.04.07 20:30 | sell | 420 | 0.01 | 108.351 | 108.871 | 107.851 | ||
| 840 | 2016.04.07 20:45 | sell | 421 | 0.02 | 108.396 | 108.916 | 108.266 | ||
| 841 | 2016.04.07 20:49 | t/p | 421 | 0.02 | 108.266 | 108.916 | 108.266 | 260.00 | 536811.24 |
| 842 | 2016.04.07 20:51 | close | 420 | 0.01 | 108.230 | 108.871 | 107.851 | 121.00 | 536932.24 |
| 843 | 2016.04.07 20:55 | sell | 422 | 0.01 | 108.151 | 108.671 | 107.651 | ||
| 844 | 2016.04.07 22:45 | sell | 423 | 0.02 | 108.399 | 108.919 | 108.269 | ||
| 845 | 2016.04.07 23:51 | t/p | 423 | 0.02 | 108.269 | 108.919 | 108.269 | 260.00 | 537192.24 |
| 846 | 2016.04.08 03:10 | s/l | 422 | 0.01 | 108.671 | 108.671 | 107.651 | -520.00 | 536672.24 |
| 847 | 2016.04.11 11:00 | sell | 424 | 0.01 | 108.055 | 108.575 | 107.555 | ||
| 848 | 2016.04.11 11:15 | sell | 425 | 0.02 | 108.175 | 108.695 | 108.045 | ||
| 849 | 2016.04.11 11:45 | sell | 426 | 0.04 | 108.219 | 108.739 | 108.019 | ||
| 850 | 2016.04.11 12:47 | t/p | 425 | 0.02 | 108.045 | 108.695 | 108.045 | 260.00 | 536932.24 |
| 851 | 2016.04.11 12:47 | t/p | 426 | 0.04 | 108.019 | 108.739 | 108.019 | 800.00 | 537732.24 |
| 852 | 2016.04.11 14:00 | sell | 427 | 0.02 | 108.211 | 108.731 | 108.081 | ||
| 853 | 2016.04.11 15:47 | t/p | 427 | 0.02 | 108.081 | 108.731 | 108.081 | 260.00 | 537992.24 |
| 854 | 2016.04.11 17:51 | close | 424 | 0.01 | 107.935 | 108.575 | 107.555 | 120.00 | 538112.24 |
| 855 | 2016.04.13 10:15 | buy | 428 | 0.01 | 108.819 | 108.299 | 109.319 | ||
| 856 | 2016.04.13 11:16 | close | 428 | 0.01 | 108.980 | 108.299 | 109.319 | 161.00 | 538273.24 |
| 857 | 2016.04.13 15:45 | buy | 429 | 0.01 | 109.152 | 108.632 | 109.652 | ||
| 858 | 2016.04.13 16:20 | buy | 430 | 0.02 | 109.070 | 108.550 | 109.150 | ||
| 859 | 2016.04.13 17:18 | t/p | 430 | 0.02 | 109.150 | 108.550 | 109.150 | 160.00 | 538433.24 |
| 860 | 2016.04.13 17:57 | close | 429 | 0.01 | 109.313 | 108.632 | 109.652 | 161.00 | 538594.24 |
| 861 | 2016.04.14 11:00 | buy | 431 | 0.01 | 109.316 | 108.796 | 109.816 | ||
| 862 | 2016.04.14 11:15 | buy | 432 | 0.02 | 109.197 | 108.677 | 109.277 | ||
| 863 | 2016.04.14 11:45 | buy | 433 | 0.04 | 109.084 | 108.564 | 109.284 | ||
| 864 | 2016.04.14 12:50 | close | 431 | 0.01 | 109.243 | 108.796 | 109.816 | -73.00 | 538521.24 |
| 865 | 2016.04.14 12:50 | close | 432 | 0.02 | 109.243 | 108.677 | 109.277 | 92.00 | 538613.24 |
| 866 | 2016.04.14 12:50 | close | 433 | 0.04 | 109.243 | 108.564 | 109.284 | 636.00 | 539249.24 |
| 867 | 2016.04.15 09:00 | buy | 434 | 0.01 | 109.606 | 109.086 | 110.106 | ||
| 868 | 2016.04.15 09:15 | buy | 435 | 0.02 | 109.478 | 108.958 | 109.558 | ||
| 869 | 2016.04.15 09:45 | buy | 436 | 0.04 | 109.400 | 108.880 | 109.600 | ||
| 870 | 2016.04.15 10:00 | buy | 437 | 0.08 | 109.359 | 108.839 | 109.759 | ||
| 871 | 2016.04.15 13:01 | s/l | 434 | 0.01 | 109.086 | 109.086 | 110.106 | -520.00 | 538729.24 |
| 872 | 2016.04.15 13:33 | s/l | 435 | 0.02 | 108.958 | 108.958 | 109.558 | -1040.00 | 537689.24 |
| 873 | 2016.04.15 13:42 | s/l | 436 | 0.04 | 108.880 | 108.880 | 109.600 | -2080.00 | 535609.24 |
| 874 | 2016.04.15 14:22 | s/l | 437 | 0.08 | 108.839 | 108.839 | 109.759 | -4160.00 | 531449.24 |
| 875 | 2016.04.18 10:45 | sell | 438 | 0.01 | 108.147 | 108.667 | 107.647 | ||
| 876 | 2016.04.18 11:00 | sell | 439 | 0.02 | 108.208 | 108.728 | 108.078 | ||
| 877 | 2016.04.18 11:15 | sell | 440 | 0.04 | 108.344 | 108.864 | 108.144 | ||
| 878 | 2016.04.18 12:00 | sell | 441 | 0.08 | 108.417 | 108.937 | 108.017 | ||
| 879 | 2016.04.18 14:27 | close | 438 | 0.01 | 108.263 | 108.667 | 107.647 | -116.00 | 531333.24 |
| 880 | 2016.04.18 14:27 | close | 439 | 0.02 | 108.263 | 108.728 | 108.078 | -110.00 | 531223.24 |
| 881 | 2016.04.18 14:27 | close | 440 | 0.04 | 108.263 | 108.864 | 108.144 | 324.00 | 531547.24 |
| 882 | 2016.04.18 14:27 | close | 441 | 0.08 | 108.263 | 108.937 | 108.017 | 1232.00 | 532779.24 |
| 883 | 2016.04.19 09:15 | buy | 442 | 0.01 | 108.943 | 108.423 | 109.443 | ||
| 884 | 2016.04.19 09:45 | buy | 443 | 0.02 | 108.846 | 108.326 | 108.926 | ||
| 885 | 2016.04.19 09:57 | t/p | 443 | 0.02 | 108.926 | 108.326 | 108.926 | 160.00 | 532939.24 |
| 886 | 2016.04.19 10:05 | buy | 444 | 0.02 | 108.901 | 108.381 | 108.981 | ||
| 887 | 2016.04.19 10:36 | t/p | 444 | 0.02 | 108.981 | 108.381 | 108.981 | 160.00 | 533099.24 |
| 888 | 2016.04.19 10:43 | close | 442 | 0.01 | 109.104 | 108.423 | 109.443 | 161.00 | 533260.24 |
| 889 | 2016.04.19 16:00 | buy | 445 | 0.01 | 109.265 | 108.745 | 109.765 | ||
| 890 | 2016.04.19 16:30 | buy | 446 | 0.02 | 109.203 | 108.683 | 109.283 | ||
| 891 | 2016.04.19 16:32 | t/p | 446 | 0.02 | 109.283 | 108.683 | 109.283 | 160.00 | 533420.24 |
| 892 | 2016.04.19 17:00 | buy | 447 | 0.02 | 109.128 | 108.608 | 109.208 | ||
| 893 | 2016.04.19 17:05 | t/p | 447 | 0.02 | 109.208 | 108.608 | 109.208 | 160.00 | 533580.24 |
| 894 | 2016.04.19 17:49 | close | 445 | 0.01 | 109.426 | 108.745 | 109.765 | 161.00 | 533741.24 |
| 895 | 2016.04.19 19:30 | buy | 448 | 0.01 | 109.105 | 108.585 | 109.605 | ||
| 896 | 2016.04.19 20:45 | buy | 449 | 0.02 | 109.022 | 108.502 | 109.102 | ||
| 897 | 2016.04.19 21:20 | t/p | 449 | 0.02 | 109.102 | 108.502 | 109.102 | 160.00 | 533901.24 |
| 898 | 2016.04.20 00:29 | close | 448 | 0.01 | 109.266 | 108.585 | 109.605 | 164.26 | 534065.50 |
| 899 | 2016.04.29 01:45 | sell | 450 | 0.01 | 108.188 | 108.708 | 107.688 | ||
| 900 | 2016.04.29 02:38 | close | 450 | 0.01 | 108.067 | 108.708 | 107.688 | 121.00 | 534186.50 |