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 |
| 1051 | 2016.07.06 09:45 | sell | 526 | 0.01 | 101.104 | 101.624 | 100.604 | ||
| 1052 | 2016.07.06 09:57 | close | 526 | 0.01 | 100.983 | 101.624 | 100.604 | 121.00 | 532075.58 |
| 1053 | 2016.07.06 15:45 | sell | 527 | 0.01 | 100.749 | 101.269 | 100.249 | ||
| 1054 | 2016.07.06 16:30 | sell | 528 | 0.02 | 100.872 | 101.392 | 100.742 | ||
| 1055 | 2016.07.06 16:42 | t/p | 528 | 0.02 | 100.742 | 101.392 | 100.742 | 260.00 | 532335.58 |
| 1056 | 2016.07.06 17:15 | sell | 529 | 0.02 | 101.081 | 101.601 | 100.951 | ||
| 1057 | 2016.07.06 17:20 | t/p | 529 | 0.02 | 100.951 | 101.601 | 100.951 | 260.00 | 532595.58 |
| 1058 | 2016.07.06 17:25 | sell | 530 | 0.02 | 100.968 | 101.488 | 100.838 | ||
| 1059 | 2016.07.06 17:59 | t/p | 530 | 0.02 | 100.838 | 101.488 | 100.838 | 260.00 | 532855.58 |
| 1060 | 2016.07.06 19:04 | s/l | 527 | 0.01 | 101.269 | 101.269 | 100.249 | -520.00 | 532335.58 |
| 1061 | 2016.07.12 11:00 | buy | 531 | 0.01 | 103.016 | 102.496 | 103.516 | ||
| 1062 | 2016.07.12 11:18 | close | 531 | 0.01 | 103.177 | 102.496 | 103.516 | 161.00 | 532496.58 |
| 1063 | 2016.07.12 23:30 | buy | 532 | 0.01 | 104.732 | 104.212 | 105.232 | ||
| 1064 | 2016.07.13 00:00 | buy | 533 | 0.02 | 104.672 | 104.152 | 104.752 | ||
| 1065 | 2016.07.13 00:05 | t/p | 533 | 0.02 | 104.752 | 104.152 | 104.752 | 160.00 | 532656.58 |
| 1066 | 2016.07.13 03:15 | buy | 534 | 0.02 | 104.432 | 103.912 | 104.512 | ||
| 1067 | 2016.07.13 03:23 | t/p | 534 | 0.02 | 104.512 | 103.912 | 104.512 | 160.00 | 532816.58 |
| 1068 | 2016.07.13 03:30 | buy | 535 | 0.02 | 104.459 | 103.939 | 104.539 | ||
| 1069 | 2016.07.13 03:32 | t/p | 535 | 0.02 | 104.539 | 103.939 | 104.539 | 160.00 | 532976.58 |
| 1070 | 2016.07.13 03:35 | buy | 536 | 0.02 | 104.530 | 104.010 | 104.610 | ||
| 1071 | 2016.07.13 03:40 | buy | 537 | 0.04 | 104.484 | 103.964 | 104.684 | ||
| 1072 | 2016.07.13 03:51 | t/p | 536 | 0.02 | 104.610 | 104.010 | 104.610 | 160.00 | 533136.58 |
| 1073 | 2016.07.13 03:56 | close | 532 | 0.01 | 104.664 | 104.212 | 105.232 | -64.74 | 533071.84 |
| 1074 | 2016.07.13 03:56 | close | 537 | 0.04 | 104.664 | 103.964 | 104.684 | 720.00 | 533791.84 |
| 1075 | 2016.07.13 05:00 | buy | 538 | 0.01 | 104.338 | 103.818 | 104.838 | ||
| 1076 | 2016.07.13 05:30 | buy | 539 | 0.02 | 104.065 | 103.545 | 104.145 | ||
| 1077 | 2016.07.13 05:42 | t/p | 539 | 0.02 | 104.145 | 103.545 | 104.145 | 160.00 | 533951.84 |
| 1078 | 2016.07.13 05:45 | buy | 540 | 0.02 | 104.153 | 103.633 | 104.233 | ||
| 1079 | 2016.07.13 06:22 | t/p | 540 | 0.02 | 104.233 | 103.633 | 104.233 | 160.00 | 534111.84 |
| 1080 | 2016.07.13 06:56 | close | 538 | 0.01 | 104.499 | 103.818 | 104.838 | 161.00 | 534272.84 |
| 1081 | 2016.07.15 08:15 | buy | 541 | 0.01 | 105.609 | 105.089 | 106.109 | ||
| 1082 | 2016.07.15 09:08 | close | 541 | 0.01 | 105.771 | 105.089 | 106.109 | 162.00 | 534434.84 |
| 1083 | 2016.07.19 19:00 | buy | 542 | 0.01 | 106.141 | 105.621 | 106.641 | ||
| 1084 | 2016.07.19 19:15 | buy | 543 | 0.02 | 106.097 | 105.577 | 106.177 | ||
| 1085 | 2016.07.19 19:25 | buy | 544 | 0.04 | 106.055 | 105.535 | 106.255 | ||
| 1086 | 2016.07.19 19:45 | buy | 545 | 0.08 | 105.998 | 105.478 | 106.398 | ||
| 1087 | 2016.07.19 23:00 | close | 542 | 0.01 | 106.150 | 105.621 | 106.641 | 9.00 | 534443.84 |
| 1088 | 2016.07.19 23:00 | close | 543 | 0.02 | 106.150 | 105.577 | 106.177 | 106.00 | 534549.84 |
| 1089 | 2016.07.19 23:00 | close | 544 | 0.04 | 106.150 | 105.535 | 106.255 | 380.00 | 534929.84 |
| 1090 | 2016.07.19 23:00 | close | 545 | 0.08 | 106.150 | 105.478 | 106.398 | 1216.00 | 536145.84 |
| 1091 | 2016.07.22 22:00 | buy | 546 | 0.01 | 106.142 | 105.622 | 106.642 | ||
| 1092 | 2016.07.25 01:47 | close | 546 | 0.01 | 106.303 | 105.622 | 106.642 | 164.26 | 536310.10 |
| 1093 | 2016.07.25 08:00 | buy | 547 | 0.01 | 106.256 | 105.736 | 106.756 | ||
| 1094 | 2016.07.25 08:30 | buy | 548 | 0.02 | 106.173 | 105.653 | 106.253 | ||
| 1095 | 2016.07.25 09:15 | buy | 549 | 0.04 | 106.052 | 105.532 | 106.252 | ||
| 1096 | 2016.07.25 10:01 | close | 547 | 0.01 | 106.209 | 105.736 | 106.756 | -47.00 | 536263.10 |
| 1097 | 2016.07.25 10:01 | close | 548 | 0.02 | 106.209 | 105.653 | 106.253 | 72.00 | 536335.10 |
| 1098 | 2016.07.25 10:01 | close | 549 | 0.04 | 106.209 | 105.532 | 106.252 | 628.00 | 536963.10 |
| 1099 | 2016.07.26 01:30 | sell | 550 | 0.01 | 105.877 | 106.397 | 105.377 | ||
| 1100 | 2016.07.26 02:00 | close | 550 | 0.01 | 105.755 | 106.397 | 105.377 | 122.00 | 537085.10 |
| 1101 | 2016.07.26 13:45 | sell | 551 | 0.01 | 104.453 | 104.973 | 103.953 | ||
| 1102 | 2016.07.26 14:51 | close | 551 | 0.01 | 104.333 | 104.973 | 103.953 | 120.00 | 537205.10 |
| 1103 | 2016.07.26 16:45 | sell | 552 | 0.01 | 104.558 | 105.078 | 104.058 | ||
| 1104 | 2016.07.26 17:00 | sell | 553 | 0.02 | 104.624 | 105.144 | 104.494 | ||
| 1105 | 2016.07.26 17:20 | sell | 554 | 0.04 | 104.689 | 105.209 | 104.489 | ||
| 1106 | 2016.07.26 19:00 | sell | 555 | 0.08 | 104.818 | 105.338 | 104.418 | ||
| 1107 | 2016.07.26 21:11 | close | 552 | 0.01 | 104.653 | 105.078 | 104.058 | -95.00 | 537110.10 |
| 1108 | 2016.07.26 21:11 | close | 553 | 0.02 | 104.653 | 105.144 | 104.494 | -58.00 | 537052.10 |
| 1109 | 2016.07.26 21:11 | close | 554 | 0.04 | 104.653 | 105.209 | 104.489 | 144.00 | 537196.10 |
| 1110 | 2016.07.26 21:11 | close | 555 | 0.08 | 104.653 | 105.338 | 104.418 | 1320.00 | 538516.10 |
| 1111 | 2016.07.29 05:45 | sell | 556 | 0.01 | 104.506 | 105.026 | 104.006 | ||
| 1112 | 2016.07.29 05:55 | sell | 557 | 0.02 | 104.550 | 105.070 | 104.420 | ||
| 1113 | 2016.07.29 06:16 | t/p | 557 | 0.02 | 104.420 | 105.070 | 104.420 | 260.00 | 538776.10 |
| 1114 | 2016.07.29 06:16 | close | 556 | 0.01 | 104.375 | 105.026 | 104.006 | 131.00 | 538907.10 |
| 1115 | 2016.08.01 01:15 | sell | 558 | 0.01 | 102.315 | 102.835 | 101.815 | ||
| 1116 | 2016.08.01 01:30 | sell | 559 | 0.02 | 102.406 | 102.926 | 102.276 | ||
| 1117 | 2016.08.01 02:00 | sell | 560 | 0.04 | 102.468 | 102.988 | 102.268 | ||
| 1118 | 2016.08.01 04:30 | sell | 561 | 0.08 | 102.592 | 103.112 | 102.192 | ||
| 1119 | 2016.08.01 05:30 | sell | 562 | 0.16 | 102.644 | 103.164 | 101.844 | ||
| 1120 | 2016.08.01 06:04 | close | 558 | 0.01 | 102.539 | 102.835 | 101.815 | -224.00 | 538683.10 |
| 1121 | 2016.08.01 06:04 | close | 559 | 0.02 | 102.539 | 102.926 | 102.276 | -266.00 | 538417.10 |
| 1122 | 2016.08.01 06:04 | close | 560 | 0.04 | 102.539 | 102.988 | 102.268 | -284.00 | 538133.10 |
| 1123 | 2016.08.01 06:04 | close | 561 | 0.08 | 102.539 | 103.112 | 102.192 | 424.00 | 538557.10 |
| 1124 | 2016.08.01 06:04 | close | 562 | 0.16 | 102.539 | 103.164 | 101.844 | 1680.00 | 540237.10 |
| 1125 | 2016.08.03 21:30 | buy | 563 | 0.01 | 101.116 | 100.596 | 101.616 | ||
| 1126 | 2016.08.04 01:05 | close | 563 | 0.01 | 101.277 | 100.596 | 101.616 | 170.78 | 540407.88 |
| 1127 | 2016.08.08 21:30 | buy | 564 | 0.01 | 102.385 | 101.865 | 102.885 | ||
| 1128 | 2016.08.09 02:45 | buy | 565 | 0.02 | 102.334 | 101.814 | 102.414 | ||
| 1129 | 2016.08.09 03:00 | buy | 566 | 0.04 | 102.288 | 101.768 | 102.488 | ||
| 1130 | 2016.08.09 04:29 | close | 564 | 0.01 | 102.408 | 101.865 | 102.885 | 26.26 | 540434.14 |
| 1131 | 2016.08.09 04:29 | close | 565 | 0.02 | 102.408 | 101.814 | 102.414 | 148.00 | 540582.14 |
| 1132 | 2016.08.09 04:29 | close | 566 | 0.04 | 102.408 | 101.768 | 102.488 | 480.00 | 541062.14 |
| 1133 | 2016.08.10 10:15 | sell | 567 | 0.01 | 101.446 | 101.966 | 100.946 | ||
| 1134 | 2016.08.10 10:30 | sell | 568 | 0.02 | 101.516 | 102.036 | 101.386 | ||
| 1135 | 2016.08.10 11:45 | t/p | 568 | 0.02 | 101.386 | 102.036 | 101.386 | 260.00 | 541322.14 |
| 1136 | 2016.08.10 12:40 | close | 567 | 0.01 | 101.325 | 101.966 | 100.946 | 121.00 | 541443.14 |
| 1137 | 2016.08.10 18:00 | sell | 569 | 0.01 | 101.213 | 101.733 | 100.713 | ||
| 1138 | 2016.08.10 18:15 | sell | 570 | 0.02 | 101.346 | 101.866 | 101.216 | ||
| 1139 | 2016.08.11 00:02 | t/p | 570 | 0.02 | 101.216 | 101.866 | 101.216 | 260.00 | 541703.14 |
| 1140 | 2016.08.11 00:03 | close | 569 | 0.01 | 101.090 | 101.733 | 100.713 | 123.00 | 541826.14 |
| 1141 | 2016.08.11 16:00 | buy | 571 | 0.01 | 101.282 | 100.762 | 101.782 | ||
| 1142 | 2016.08.11 16:30 | buy | 572 | 0.02 | 101.237 | 100.717 | 101.317 | ||
| 1143 | 2016.08.11 16:41 | t/p | 572 | 0.02 | 101.317 | 100.717 | 101.317 | 160.00 | 541986.14 |
| 1144 | 2016.08.11 17:15 | buy | 573 | 0.02 | 101.224 | 100.704 | 101.304 | ||
| 1145 | 2016.08.11 17:46 | t/p | 573 | 0.02 | 101.304 | 100.704 | 101.304 | 160.00 | 542146.14 |
| 1146 | 2016.08.11 18:35 | close | 571 | 0.01 | 101.443 | 100.762 | 101.782 | 161.00 | 542307.14 |
| 1147 | 2016.08.12 11:15 | buy | 574 | 0.01 | 102.021 | 101.501 | 102.521 | ||
| 1148 | 2016.08.12 13:00 | close | 574 | 0.01 | 102.182 | 101.501 | 102.521 | 161.00 | 542468.14 |
| 1149 | 2016.08.23 13:15 | sell | 575 | 0.01 | 100.195 | 100.715 | 99.695 | ||
| 1150 | 2016.08.23 14:49 | close | 575 | 0.01 | 100.074 | 100.715 | 99.695 | 121.00 | 542589.14 |
| 1151 | 2016.08.24 22:45 | buy | 576 | 0.01 | 100.434 | 99.914 | 100.934 | ||
| 1152 | 2016.08.25 03:09 | close | 576 | 0.01 | 100.596 | 99.914 | 100.934 | 171.78 | 542760.92 |
| 1153 | 2016.08.25 14:45 | sell | 577 | 0.01 | 100.459 | 100.979 | 99.959 | ||
| 1154 | 2016.08.26 15:20 | close | 577 | 0.01 | 100.339 | 100.979 | 99.959 | 120.00 | 542880.92 |
| 1155 | 2016.08.31 01:30 | buy | 578 | 0.01 | 102.948 | 102.428 | 103.448 | ||
| 1156 | 2016.08.31 03:00 | buy | 579 | 0.02 | 102.888 | 102.368 | 102.968 | ||
| 1157 | 2016.08.31 03:36 | t/p | 579 | 0.02 | 102.968 | 102.368 | 102.968 | 160.00 | 543040.92 |
| 1158 | 2016.08.31 03:41 | close | 578 | 0.01 | 103.109 | 102.428 | 103.448 | 161.00 | 543201.92 |
| 1159 | 2016.08.31 19:30 | buy | 580 | 0.01 | 103.306 | 102.786 | 103.806 | ||
| 1160 | 2016.08.31 22:59 | close | 580 | 0.01 | 103.467 | 102.786 | 103.806 | 161.00 | 543362.92 |
| 1161 | 2016.09.07 10:15 | sell | 581 | 0.01 | 101.560 | 102.080 | 101.060 | ||
| 1162 | 2016.09.07 11:15 | sell | 582 | 0.02 | 101.610 | 102.130 | 101.480 | ||
| 1163 | 2016.09.07 15:20 | sell | 583 | 0.04 | 101.660 | 102.180 | 101.460 | ||
| 1164 | 2016.09.07 15:31 | t/p | 582 | 0.02 | 101.480 | 102.130 | 101.480 | 260.00 | 543622.92 |
| 1165 | 2016.09.07 15:35 | t/p | 583 | 0.04 | 101.460 | 102.180 | 101.460 | 800.00 | 544422.92 |
| 1166 | 2016.09.07 15:51 | close | 581 | 0.01 | 101.439 | 102.080 | 101.060 | 121.00 | 544543.92 |
| 1167 | 2016.09.12 00:15 | buy | 584 | 0.01 | 102.592 | 102.072 | 103.092 | ||
| 1168 | 2016.09.12 01:45 | buy | 585 | 0.02 | 102.484 | 101.964 | 102.564 | ||
| 1169 | 2016.09.12 02:00 | buy | 586 | 0.04 | 102.372 | 101.852 | 102.572 | ||
| 1170 | 2016.09.12 02:44 | close | 584 | 0.01 | 102.529 | 102.072 | 103.092 | -63.00 | 544480.92 |
| 1171 | 2016.09.12 02:44 | close | 585 | 0.02 | 102.529 | 101.964 | 102.564 | 90.00 | 544570.92 |
| 1172 | 2016.09.12 02:44 | close | 586 | 0.04 | 102.529 | 101.852 | 102.572 | 628.00 | 545198.92 |
| 1173 | 2016.09.12 10:15 | buy | 587 | 0.01 | 102.250 | 101.730 | 102.750 | ||
| 1174 | 2016.09.12 11:30 | buy | 588 | 0.02 | 102.171 | 101.651 | 102.251 | ||
| 1175 | 2016.09.12 11:43 | t/p | 588 | 0.02 | 102.251 | 101.651 | 102.251 | 160.00 | 545358.92 |
| 1176 | 2016.09.12 12:45 | buy | 589 | 0.02 | 102.086 | 101.566 | 102.166 | ||
| 1177 | 2016.09.12 14:57 | s/l | 587 | 0.01 | 101.730 | 101.730 | 102.750 | -520.00 | 544838.92 |
| 1178 | 2016.09.12 20:15 | s/l | 589 | 0.02 | 101.566 | 101.566 | 102.166 | -1040.00 | 543798.92 |
| 1179 | 2016.09.13 07:15 | sell | 590 | 0.01 | 101.841 | 102.361 | 101.341 | ||
| 1180 | 2016.09.13 11:51 | close | 590 | 0.01 | 101.720 | 102.361 | 101.341 | 121.00 | 543919.92 |
| 1181 | 2016.09.14 00:45 | buy | 591 | 0.01 | 102.580 | 102.060 | 103.080 | ||
| 1182 | 2016.09.14 01:30 | buy | 592 | 0.02 | 102.506 | 101.986 | 102.586 | ||
| 1183 | 2016.09.14 03:08 | t/p | 592 | 0.02 | 102.586 | 101.986 | 102.586 | 160.00 | 544079.92 |
| 1184 | 2016.09.14 03:27 | close | 591 | 0.01 | 102.741 | 102.060 | 103.080 | 161.00 | 544240.92 |
| 1185 | 2016.09.14 12:00 | buy | 593 | 0.01 | 102.915 | 102.395 | 103.415 | ||
| 1186 | 2016.09.14 12:15 | buy | 594 | 0.02 | 102.806 | 102.286 | 102.886 | ||
| 1187 | 2016.09.14 12:30 | buy | 595 | 0.04 | 102.666 | 102.146 | 102.866 | ||
| 1188 | 2016.09.14 14:15 | buy | 596 | 0.08 | 102.530 | 102.010 | 102.930 | ||
| 1189 | 2016.09.14 14:58 | close | 593 | 0.01 | 102.743 | 102.395 | 103.415 | -172.00 | 544068.92 |
| 1190 | 2016.09.14 14:58 | close | 594 | 0.02 | 102.743 | 102.286 | 102.886 | -126.00 | 543942.92 |
| 1191 | 2016.09.14 14:58 | close | 595 | 0.04 | 102.743 | 102.146 | 102.866 | 308.00 | 544250.92 |
| 1192 | 2016.09.14 14:58 | close | 596 | 0.08 | 102.743 | 102.010 | 102.930 | 1704.00 | 545954.92 |
| 1193 | 2016.09.15 10:30 | sell | 597 | 0.01 | 102.400 | 102.920 | 101.900 | ||
| 1194 | 2016.09.15 10:35 | sell | 598 | 0.02 | 102.459 | 102.979 | 102.329 | ||
| 1195 | 2016.09.15 12:58 | t/p | 598 | 0.02 | 102.329 | 102.979 | 102.329 | 260.00 | 546214.92 |
| 1196 | 2016.09.15 14:22 | close | 597 | 0.01 | 102.280 | 102.920 | 101.900 | 120.00 | 546334.92 |
| 1197 | 2016.09.15 16:00 | sell | 599 | 0.01 | 102.415 | 102.935 | 101.915 | ||
| 1198 | 2016.09.15 18:51 | close | 599 | 0.01 | 102.295 | 102.935 | 101.915 | 120.00 | 546454.92 |
| 1199 | 2016.09.19 19:00 | sell | 600 | 0.01 | 101.815 | 102.335 | 101.315 | ||
| 1200 | 2016.09.19 20:34 | close | 600 | 0.01 | 101.694 | 102.335 | 101.315 | 121.00 | 546575.92 |