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 |
| 901 | 2016.04.29 09:15 | sell | 451 | 0.01 | 107.336 | 107.856 | 106.836 | ||
| 902 | 2016.04.29 09:53 | close | 451 | 0.01 | 107.215 | 107.856 | 106.836 | 121.00 | 534307.50 |
| 903 | 2016.04.29 15:00 | sell | 452 | 0.01 | 107.116 | 107.636 | 106.616 | ||
| 904 | 2016.04.29 15:15 | sell | 453 | 0.02 | 107.285 | 107.805 | 107.155 | ||
| 905 | 2016.04.29 15:38 | t/p | 453 | 0.02 | 107.155 | 107.805 | 107.155 | 260.00 | 534567.50 |
| 906 | 2016.04.29 15:40 | sell | 454 | 0.02 | 107.165 | 107.685 | 107.035 | ||
| 907 | 2016.04.29 16:45 | sell | 455 | 0.04 | 107.370 | 107.890 | 107.170 | ||
| 908 | 2016.04.29 17:47 | t/p | 455 | 0.04 | 107.170 | 107.890 | 107.170 | 800.00 | 535367.50 |
| 909 | 2016.04.29 17:54 | t/p | 454 | 0.02 | 107.035 | 107.685 | 107.035 | 260.00 | 535627.50 |
| 910 | 2016.04.29 17:58 | close | 452 | 0.01 | 106.995 | 107.636 | 106.616 | 121.00 | 535748.50 |
| 911 | 2016.05.02 06:30 | sell | 456 | 0.01 | 106.630 | 107.150 | 106.130 | ||
| 912 | 2016.05.02 08:11 | close | 456 | 0.01 | 106.509 | 107.150 | 106.130 | 121.00 | 535869.50 |
| 913 | 2016.05.02 10:20 | sell | 457 | 0.01 | 106.440 | 106.960 | 105.940 | ||
| 914 | 2016.05.03 03:05 | close | 457 | 0.01 | 106.319 | 106.960 | 105.940 | 121.00 | 535990.50 |
| 915 | 2016.05.06 21:15 | sell | 458 | 0.01 | 106.950 | 107.470 | 106.450 | ||
| 916 | 2016.05.06 21:30 | sell | 459 | 0.02 | 107.082 | 107.602 | 106.952 | ||
| 917 | 2016.05.06 21:45 | sell | 460 | 0.04 | 107.136 | 107.656 | 106.936 | ||
| 918 | 2016.05.06 22:15 | sell | 461 | 0.08 | 107.199 | 107.719 | 106.799 | ||
| 919 | 2016.05.09 03:13 | s/l | 458 | 0.01 | 107.470 | 107.470 | 106.450 | -520.00 | 535470.50 |
| 920 | 2016.05.09 03:30 | s/l | 459 | 0.02 | 107.602 | 107.602 | 106.952 | -1040.00 | 534430.50 |
| 921 | 2016.05.09 08:38 | s/l | 460 | 0.04 | 107.656 | 107.656 | 106.936 | -2080.00 | 532350.50 |
| 922 | 2016.05.09 11:26 | s/l | 461 | 0.08 | 107.719 | 107.719 | 106.799 | -4160.00 | 528190.50 |
| 923 | 2016.05.10 16:45 | buy | 462 | 0.01 | 109.019 | 108.499 | 109.519 | ||
| 924 | 2016.05.10 18:50 | close | 462 | 0.01 | 109.180 | 108.499 | 109.519 | 161.00 | 528351.50 |
| 925 | 2016.05.11 00:15 | buy | 463 | 0.01 | 109.259 | 108.739 | 109.759 | ||
| 926 | 2016.05.11 04:49 | s/l | 463 | 0.01 | 108.739 | 108.739 | 109.759 | -520.00 | 527831.50 |
| 927 | 2016.05.12 04:30 | sell | 464 | 0.01 | 108.487 | 109.007 | 107.987 | ||
| 928 | 2016.05.12 04:47 | close | 464 | 0.01 | 108.366 | 109.007 | 107.987 | 121.00 | 527952.50 |
| 929 | 2016.05.12 06:00 | sell | 465 | 0.01 | 108.589 | 109.109 | 108.089 | ||
| 930 | 2016.05.12 06:30 | sell | 466 | 0.02 | 108.638 | 109.158 | 108.508 | ||
| 931 | 2016.05.12 07:45 | sell | 467 | 0.04 | 108.749 | 109.269 | 108.549 | ||
| 932 | 2016.05.12 12:37 | s/l | 465 | 0.01 | 109.109 | 109.109 | 108.089 | -520.00 | 527432.50 |
| 933 | 2016.05.12 12:38 | s/l | 466 | 0.02 | 109.158 | 109.158 | 108.508 | -1040.00 | 526392.50 |
| 934 | 2016.05.12 14:35 | s/l | 467 | 0.04 | 109.269 | 109.269 | 108.549 | -2080.00 | 524312.50 |
| 935 | 2016.05.17 15:45 | buy | 468 | 0.01 | 109.302 | 108.782 | 109.802 | ||
| 936 | 2016.05.17 16:00 | buy | 469 | 0.02 | 109.259 | 108.739 | 109.339 | ||
| 937 | 2016.05.17 16:45 | buy | 470 | 0.04 | 109.126 | 108.606 | 109.326 | ||
| 938 | 2016.05.17 17:00 | buy | 471 | 0.08 | 109.034 | 108.514 | 109.434 | ||
| 939 | 2016.05.17 17:05 | buy | 472 | 0.16 | 108.988 | 108.468 | 109.788 | ||
| 940 | 2016.05.17 20:52 | close | 468 | 0.01 | 109.101 | 108.782 | 109.802 | -201.00 | 524111.50 |
| 941 | 2016.05.17 20:52 | close | 469 | 0.02 | 109.101 | 108.739 | 109.339 | -316.00 | 523795.50 |
| 942 | 2016.05.17 20:52 | close | 470 | 0.04 | 109.101 | 108.606 | 109.326 | -100.00 | 523695.50 |
| 943 | 2016.05.17 20:52 | close | 471 | 0.08 | 109.101 | 108.514 | 109.434 | 536.00 | 524231.50 |
| 944 | 2016.05.17 20:52 | close | 472 | 0.16 | 109.101 | 108.468 | 109.788 | 1808.00 | 526039.50 |
| 945 | 2016.05.19 02:30 | buy | 473 | 0.01 | 110.092 | 109.572 | 110.592 | ||
| 946 | 2016.05.19 04:37 | close | 473 | 0.01 | 110.253 | 109.572 | 110.592 | 161.00 | 526200.50 |
| 947 | 2016.05.19 22:45 | sell | 474 | 0.01 | 109.936 | 110.456 | 109.436 | ||
| 948 | 2016.05.20 16:50 | s/l | 474 | 0.01 | 110.456 | 110.456 | 109.436 | -520.00 | 525680.50 |
| 949 | 2016.05.23 16:45 | sell | 475 | 0.01 | 109.462 | 109.982 | 108.962 | ||
| 950 | 2016.05.23 17:15 | close | 475 | 0.01 | 109.342 | 109.982 | 108.962 | 120.00 | 525800.50 |
| 951 | 2016.05.24 01:45 | sell | 476 | 0.01 | 109.298 | 109.818 | 108.798 | ||
| 952 | 2016.05.24 02:45 | sell | 477 | 0.02 | 109.369 | 109.889 | 109.239 | ||
| 953 | 2016.05.24 03:27 | t/p | 477 | 0.02 | 109.239 | 109.889 | 109.239 | 260.00 | 526060.50 |
| 954 | 2016.05.24 04:30 | sell | 478 | 0.02 | 109.420 | 109.940 | 109.290 | ||
| 955 | 2016.05.24 07:54 | t/p | 478 | 0.02 | 109.290 | 109.940 | 109.290 | 260.00 | 526320.50 |
| 956 | 2016.05.24 09:05 | close | 476 | 0.01 | 109.177 | 109.818 | 108.798 | 121.00 | 526441.50 |
| 957 | 2016.05.25 06:30 | buy | 479 | 0.01 | 109.995 | 109.475 | 110.495 | ||
| 958 | 2016.05.25 11:21 | close | 479 | 0.01 | 110.156 | 109.475 | 110.495 | 161.00 | 526602.50 |
| 959 | 2016.06.02 09:30 | sell | 480 | 0.01 | 109.224 | 109.744 | 108.724 | ||
| 960 | 2016.06.02 10:07 | close | 480 | 0.01 | 109.104 | 109.744 | 108.724 | 120.00 | 526722.50 |
| 961 | 2016.06.02 20:45 | sell | 481 | 0.01 | 108.753 | 109.273 | 108.253 | ||
| 962 | 2016.06.02 21:15 | sell | 482 | 0.02 | 108.846 | 109.366 | 108.716 | ||
| 963 | 2016.06.02 22:05 | sell | 483 | 0.04 | 108.900 | 109.420 | 108.700 | ||
| 964 | 2016.06.03 07:14 | t/p | 482 | 0.02 | 108.716 | 109.366 | 108.716 | 260.00 | 526982.50 |
| 965 | 2016.06.03 07:14 | t/p | 483 | 0.04 | 108.700 | 109.420 | 108.700 | 800.00 | 527782.50 |
| 966 | 2016.06.03 07:14 | close | 481 | 0.01 | 108.632 | 109.273 | 108.253 | 121.00 | 527903.50 |
| 967 | 2016.06.06 02:15 | sell | 484 | 0.01 | 106.747 | 107.267 | 106.247 | ||
| 968 | 2016.06.06 02:24 | close | 484 | 0.01 | 106.626 | 107.267 | 106.247 | 121.00 | 528024.50 |
| 969 | 2016.06.06 02:25 | sell | 485 | 0.01 | 106.591 | 107.111 | 106.091 | ||
| 970 | 2016.06.06 02:35 | close | 485 | 0.01 | 106.468 | 107.111 | 106.091 | 123.00 | 528147.50 |
| 971 | 2016.06.06 03:15 | sell | 486 | 0.01 | 106.770 | 107.290 | 106.270 | ||
| 972 | 2016.06.06 03:54 | close | 486 | 0.01 | 106.649 | 107.290 | 106.270 | 121.00 | 528268.50 |
| 973 | 2016.06.06 03:55 | sell | 487 | 0.01 | 106.536 | 107.056 | 106.036 | ||
| 974 | 2016.06.06 05:59 | s/l | 487 | 0.01 | 107.056 | 107.056 | 106.036 | -520.00 | 527748.50 |
| 975 | 2016.06.06 06:00 | sell | 488 | 0.01 | 107.037 | 107.557 | 106.537 | ||
| 976 | 2016.06.06 06:15 | sell | 489 | 0.02 | 107.140 | 107.660 | 107.010 | ||
| 977 | 2016.06.06 06:46 | t/p | 489 | 0.02 | 107.010 | 107.660 | 107.010 | 260.00 | 528008.50 |
| 978 | 2016.06.06 07:30 | close | 488 | 0.01 | 106.917 | 107.557 | 106.537 | 120.00 | 528128.50 |
| 979 | 2016.06.06 10:30 | sell | 490 | 0.01 | 107.159 | 107.679 | 106.659 | ||
| 980 | 2016.06.06 14:54 | close | 490 | 0.01 | 107.039 | 107.679 | 106.659 | 120.00 | 528248.50 |
| 981 | 2016.06.07 10:00 | buy | 491 | 0.01 | 107.589 | 107.069 | 108.089 | ||
| 982 | 2016.06.07 11:01 | close | 491 | 0.01 | 107.750 | 107.069 | 108.089 | 161.00 | 528409.50 |
| 983 | 2016.06.07 15:15 | buy | 492 | 0.01 | 107.655 | 107.135 | 108.155 | ||
| 984 | 2016.06.07 15:45 | buy | 493 | 0.02 | 107.594 | 107.074 | 107.674 | ||
| 985 | 2016.06.07 16:00 | buy | 494 | 0.04 | 107.522 | 107.002 | 107.722 | ||
| 986 | 2016.06.08 03:03 | s/l | 492 | 0.01 | 107.135 | 107.135 | 108.155 | -516.74 | 527892.76 |
| 987 | 2016.06.08 03:06 | s/l | 493 | 0.02 | 107.074 | 107.074 | 107.674 | -1033.48 | 526859.28 |
| 988 | 2016.06.08 03:20 | s/l | 494 | 0.04 | 107.002 | 107.002 | 107.722 | -2066.96 | 524792.32 |
| 989 | 2016.06.09 08:30 | sell | 495 | 0.01 | 106.792 | 107.312 | 106.292 | ||
| 990 | 2016.06.09 09:14 | close | 495 | 0.01 | 106.671 | 107.312 | 106.292 | 121.00 | 524913.32 |
| 991 | 2016.06.09 14:45 | sell | 496 | 0.01 | 106.537 | 107.057 | 106.037 | ||
| 992 | 2016.06.09 15:12 | close | 496 | 0.01 | 106.417 | 107.057 | 106.037 | 120.00 | 525033.32 |
| 993 | 2016.06.09 16:00 | sell | 497 | 0.01 | 106.622 | 107.142 | 106.122 | ||
| 994 | 2016.06.09 16:30 | close | 497 | 0.01 | 106.501 | 107.142 | 106.122 | 121.00 | 525154.32 |
| 995 | 2016.06.10 10:00 | buy | 498 | 0.01 | 106.949 | 106.429 | 107.449 | ||
| 996 | 2016.06.10 19:13 | close | 498 | 0.01 | 107.110 | 106.429 | 107.449 | 161.00 | 525315.32 |
| 997 | 2016.06.13 11:15 | sell | 499 | 0.01 | 106.224 | 106.744 | 105.724 | ||
| 998 | 2016.06.13 11:32 | close | 499 | 0.01 | 106.104 | 106.744 | 105.724 | 120.00 | 525435.32 |
| 999 | 2016.06.13 16:45 | sell | 500 | 0.01 | 106.196 | 106.716 | 105.696 | ||
| 1000 | 2016.06.13 16:50 | sell | 501 | 0.02 | 106.300 | 106.820 | 106.170 | ||
| 1001 | 2016.06.13 17:45 | sell | 502 | 0.04 | 106.398 | 106.918 | 106.198 | ||
| 1002 | 2016.06.13 18:37 | t/p | 502 | 0.04 | 106.198 | 106.918 | 106.198 | 800.00 | 526235.32 |
| 1003 | 2016.06.13 18:37 | t/p | 501 | 0.02 | 106.170 | 106.820 | 106.170 | 260.00 | 526495.32 |
| 1004 | 2016.06.13 18:51 | close | 500 | 0.01 | 106.075 | 106.716 | 105.696 | 121.00 | 526616.32 |
| 1005 | 2016.06.15 22:00 | sell | 503 | 0.01 | 105.997 | 106.517 | 105.497 | ||
| 1006 | 2016.06.15 22:45 | sell | 504 | 0.02 | 106.092 | 106.612 | 105.962 | ||
| 1007 | 2016.06.15 22:50 | t/p | 504 | 0.02 | 105.962 | 106.612 | 105.962 | 260.00 | 526876.32 |
| 1008 | 2016.06.16 01:18 | close | 503 | 0.01 | 105.876 | 106.517 | 105.497 | 121.00 | 526997.32 |
| 1009 | 2016.06.16 13:00 | sell | 505 | 0.01 | 104.349 | 104.869 | 103.849 | ||
| 1010 | 2016.06.16 13:11 | close | 505 | 0.01 | 104.228 | 104.869 | 103.849 | 121.00 | 527118.32 |
| 1011 | 2016.06.16 14:45 | sell | 506 | 0.01 | 104.361 | 104.881 | 103.861 | ||
| 1012 | 2016.06.16 15:25 | sell | 507 | 0.02 | 104.449 | 104.969 | 104.319 | ||
| 1013 | 2016.06.16 15:33 | t/p | 507 | 0.02 | 104.319 | 104.969 | 104.319 | 260.00 | 527378.32 |
| 1014 | 2016.06.16 15:47 | close | 506 | 0.01 | 104.241 | 104.881 | 103.861 | 120.00 | 527498.32 |
| 1015 | 2016.06.20 06:45 | buy | 508 | 0.01 | 104.545 | 104.025 | 105.045 | ||
| 1016 | 2016.06.20 09:22 | close | 508 | 0.01 | 104.707 | 104.025 | 105.045 | 162.00 | 527660.32 |
| 1017 | 2016.06.27 18:15 | sell | 509 | 0.01 | 101.602 | 102.122 | 101.102 | ||
| 1018 | 2016.06.27 19:30 | sell | 510 | 0.02 | 101.831 | 102.351 | 101.701 | ||
| 1019 | 2016.06.27 20:30 | sell | 511 | 0.04 | 101.909 | 102.429 | 101.709 | ||
| 1020 | 2016.06.27 21:30 | sell | 512 | 0.08 | 101.973 | 102.493 | 101.573 | ||
| 1021 | 2016.06.27 22:45 | sell | 513 | 0.16 | 102.016 | 102.536 | 101.216 | ||
| 1022 | 2016.06.27 22:49 | s/l | 509 | 0.01 | 102.122 | 102.122 | 101.102 | -520.00 | 527140.32 |
| 1023 | 2016.06.28 00:16 | close | 510 | 0.02 | 101.934 | 102.351 | 101.701 | -206.00 | 526934.32 |
| 1024 | 2016.06.28 00:16 | close | 511 | 0.04 | 101.934 | 102.429 | 101.709 | -100.00 | 526834.32 |
| 1025 | 2016.06.28 00:16 | close | 512 | 0.08 | 101.934 | 102.493 | 101.573 | 312.00 | 527146.32 |
| 1026 | 2016.06.28 00:16 | close | 513 | 0.16 | 101.934 | 102.536 | 101.216 | 1312.00 | 528458.32 |
| 1027 | 2016.06.28 23:15 | buy | 514 | 0.01 | 102.664 | 102.144 | 103.164 | ||
| 1028 | 2016.06.29 01:45 | buy | 515 | 0.02 | 102.582 | 102.062 | 102.662 | ||
| 1029 | 2016.06.29 02:58 | t/p | 515 | 0.02 | 102.662 | 102.062 | 102.662 | 160.00 | 528618.32 |
| 1030 | 2016.06.29 03:15 | buy | 516 | 0.02 | 102.518 | 101.998 | 102.598 | ||
| 1031 | 2016.06.29 03:20 | buy | 517 | 0.04 | 102.464 | 101.944 | 102.664 | ||
| 1032 | 2016.06.29 03:30 | buy | 518 | 0.08 | 102.421 | 101.901 | 102.821 | ||
| 1033 | 2016.06.29 04:00 | buy | 519 | 0.16 | 102.346 | 101.826 | 103.146 | ||
| 1034 | 2016.06.29 04:34 | close | 514 | 0.01 | 102.457 | 102.144 | 103.164 | -203.74 | 528414.58 |
| 1035 | 2016.06.29 04:34 | close | 516 | 0.02 | 102.457 | 101.998 | 102.598 | -122.00 | 528292.58 |
| 1036 | 2016.06.29 04:34 | close | 517 | 0.04 | 102.457 | 101.944 | 102.664 | -28.00 | 528264.58 |
| 1037 | 2016.06.29 04:34 | close | 518 | 0.08 | 102.457 | 101.901 | 102.821 | 288.00 | 528552.58 |
| 1038 | 2016.06.29 04:34 | close | 519 | 0.16 | 102.457 | 101.826 | 103.146 | 1776.00 | 530328.58 |
| 1039 | 2016.06.29 04:35 | buy | 520 | 0.01 | 102.453 | 101.933 | 102.953 | ||
| 1040 | 2016.06.29 08:45 | buy | 521 | 0.02 | 102.209 | 101.689 | 102.289 | ||
| 1041 | 2016.06.29 09:29 | t/p | 521 | 0.02 | 102.289 | 101.689 | 102.289 | 160.00 | 530488.58 |
| 1042 | 2016.06.29 12:15 | close | 520 | 0.01 | 102.614 | 101.933 | 102.953 | 161.00 | 530649.58 |
| 1043 | 2016.07.05 22:30 | sell | 522 | 0.01 | 101.622 | 102.142 | 101.122 | ||
| 1044 | 2016.07.05 22:45 | sell | 523 | 0.02 | 101.686 | 102.206 | 101.556 | ||
| 1045 | 2016.07.05 23:30 | sell | 524 | 0.04 | 101.729 | 102.249 | 101.529 | ||
| 1046 | 2016.07.06 02:05 | t/p | 523 | 0.02 | 101.556 | 102.206 | 101.556 | 260.00 | 530909.58 |
| 1047 | 2016.07.06 02:05 | t/p | 524 | 0.04 | 101.529 | 102.249 | 101.529 | 800.00 | 531709.58 |
| 1048 | 2016.07.06 02:05 | close | 522 | 0.01 | 101.499 | 102.142 | 101.122 | 123.00 | 531832.58 |
| 1049 | 2016.07.06 08:45 | sell | 525 | 0.01 | 101.119 | 101.639 | 100.619 | ||
| 1050 | 2016.07.06 09:08 | close | 525 | 0.01 | 100.997 | 101.639 | 100.619 | 122.00 | 531954.58 |