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 |
| 1201 | 2016.09.19 23:30 | sell | 601 | 0.01 | 101.855 | 102.375 | 101.355 | ||
| 1202 | 2016.09.20 00:00 | sell | 602 | 0.02 | 101.911 | 102.431 | 101.781 | ||
| 1203 | 2016.09.20 04:35 | sell | 603 | 0.04 | 101.957 | 102.477 | 101.757 | ||
| 1204 | 2016.09.20 05:15 | sell | 604 | 0.08 | 102.014 | 102.534 | 101.614 | ||
| 1205 | 2016.09.20 05:49 | close | 601 | 0.01 | 101.887 | 102.375 | 101.355 | -32.00 | 546543.92 |
| 1206 | 2016.09.20 05:49 | close | 602 | 0.02 | 101.887 | 102.431 | 101.781 | 48.00 | 546591.92 |
| 1207 | 2016.09.20 05:49 | close | 603 | 0.04 | 101.887 | 102.477 | 101.757 | 280.00 | 546871.92 |
| 1208 | 2016.09.20 05:49 | close | 604 | 0.08 | 101.887 | 102.534 | 101.614 | 1016.00 | 547887.92 |
| 1209 | 2016.09.20 13:15 | sell | 605 | 0.01 | 101.853 | 102.373 | 101.353 | ||
| 1210 | 2016.09.20 13:45 | sell | 606 | 0.02 | 101.902 | 102.422 | 101.772 | ||
| 1211 | 2016.09.20 14:45 | sell | 607 | 0.04 | 101.956 | 102.476 | 101.756 | ||
| 1212 | 2016.09.20 16:14 | t/p | 606 | 0.02 | 101.772 | 102.422 | 101.772 | 260.00 | 548147.92 |
| 1213 | 2016.09.20 16:15 | t/p | 607 | 0.04 | 101.756 | 102.476 | 101.756 | 800.00 | 548947.92 |
| 1214 | 2016.09.20 16:17 | close | 605 | 0.01 | 101.730 | 102.373 | 101.353 | 123.00 | 549070.92 |
| 1215 | 2016.09.22 05:15 | sell | 608 | 0.01 | 100.401 | 100.921 | 99.901 | ||
| 1216 | 2016.09.22 07:58 | close | 608 | 0.01 | 100.280 | 100.921 | 99.901 | 121.00 | 549191.92 |
| 1217 | 2016.09.22 10:15 | sell | 609 | 0.01 | 100.512 | 101.032 | 100.012 | ||
| 1218 | 2016.09.22 11:00 | sell | 610 | 0.02 | 100.647 | 101.167 | 100.517 | ||
| 1219 | 2016.09.22 11:45 | sell | 611 | 0.04 | 100.754 | 101.274 | 100.554 | ||
| 1220 | 2016.09.22 12:00 | sell | 612 | 0.08 | 100.795 | 101.315 | 100.395 | ||
| 1221 | 2016.09.22 12:40 | close | 609 | 0.01 | 100.658 | 101.032 | 100.012 | -146.00 | 549045.92 |
| 1222 | 2016.09.22 12:40 | close | 610 | 0.02 | 100.658 | 101.167 | 100.517 | -22.00 | 549023.92 |
| 1223 | 2016.09.22 12:40 | close | 611 | 0.04 | 100.658 | 101.274 | 100.554 | 384.00 | 549407.92 |
| 1224 | 2016.09.22 12:40 | close | 612 | 0.08 | 100.658 | 101.315 | 100.395 | 1096.00 | 550503.92 |
| 1225 | 2016.09.23 08:30 | buy | 613 | 0.01 | 100.980 | 100.460 | 101.480 | ||
| 1226 | 2016.09.23 09:05 | buy | 614 | 0.02 | 100.920 | 100.400 | 101.000 | ||
| 1227 | 2016.09.23 09:15 | buy | 615 | 0.04 | 100.877 | 100.357 | 101.077 | ||
| 1228 | 2016.09.23 09:45 | buy | 616 | 0.08 | 100.785 | 100.265 | 101.185 | ||
| 1229 | 2016.09.23 10:28 | close | 613 | 0.01 | 100.954 | 100.460 | 101.480 | -26.00 | 550477.92 |
| 1230 | 2016.09.23 10:28 | close | 614 | 0.02 | 100.954 | 100.400 | 101.000 | 68.00 | 550545.92 |
| 1231 | 2016.09.23 10:28 | close | 615 | 0.04 | 100.954 | 100.357 | 101.077 | 308.00 | 550853.92 |
| 1232 | 2016.09.23 10:28 | close | 616 | 0.08 | 100.954 | 100.265 | 101.185 | 1352.00 | 552205.92 |
| 1233 | 2016.09.23 13:30 | buy | 617 | 0.01 | 100.825 | 100.305 | 101.325 | ||
| 1234 | 2016.09.23 16:07 | close | 617 | 0.01 | 100.986 | 100.305 | 101.325 | 161.00 | 552366.92 |
| 1235 | 2016.09.27 02:15 | sell | 618 | 0.01 | 100.345 | 100.865 | 99.845 | ||
| 1236 | 2016.09.27 03:06 | close | 618 | 0.01 | 100.224 | 100.865 | 99.845 | 121.00 | 552487.92 |
| 1237 | 2016.09.29 12:45 | buy | 619 | 0.01 | 101.373 | 100.853 | 101.873 | ||
| 1238 | 2016.09.29 15:30 | close | 619 | 0.01 | 101.534 | 100.853 | 101.873 | 161.00 | 552648.92 |
| 1239 | 2016.10.03 09:15 | buy | 620 | 0.01 | 101.321 | 100.801 | 101.821 | ||
| 1240 | 2016.10.03 10:25 | buy | 621 | 0.02 | 101.259 | 100.739 | 101.339 | ||
| 1241 | 2016.10.03 10:33 | t/p | 621 | 0.02 | 101.339 | 100.739 | 101.339 | 160.00 | 552808.92 |
| 1242 | 2016.10.03 17:00 | close | 620 | 0.01 | 101.482 | 100.801 | 101.821 | 161.00 | 552969.92 |
| 1243 | 2016.10.05 03:15 | buy | 622 | 0.01 | 102.751 | 102.231 | 103.251 | ||
| 1244 | 2016.10.05 03:30 | buy | 623 | 0.02 | 102.697 | 102.177 | 102.777 | ||
| 1245 | 2016.10.05 04:04 | t/p | 623 | 0.02 | 102.777 | 102.177 | 102.777 | 160.00 | 553129.92 |
| 1246 | 2016.10.05 05:34 | close | 622 | 0.01 | 102.912 | 102.231 | 103.251 | 161.00 | 553290.92 |
| 1247 | 2016.10.07 01:45 | buy | 624 | 0.01 | 103.909 | 103.389 | 104.409 | ||
| 1248 | 2016.10.07 03:00 | buy | 625 | 0.02 | 103.765 | 103.245 | 103.845 | ||
| 1249 | 2016.10.07 03:02 | t/p | 625 | 0.02 | 103.845 | 103.245 | 103.845 | 160.00 | 553450.92 |
| 1250 | 2016.10.07 03:15 | buy | 626 | 0.02 | 103.838 | 103.318 | 103.918 | ||
| 1251 | 2016.10.07 03:20 | buy | 627 | 0.04 | 103.775 | 103.255 | 103.975 | ||
| 1252 | 2016.10.07 03:45 | buy | 628 | 0.08 | 103.685 | 103.165 | 104.085 | ||
| 1253 | 2016.10.07 05:00 | buy | 629 | 0.16 | 103.577 | 103.057 | 104.377 | ||
| 1254 | 2016.10.07 05:41 | close | 624 | 0.01 | 103.714 | 103.389 | 104.409 | -195.00 | 553255.92 |
| 1255 | 2016.10.07 05:41 | close | 626 | 0.02 | 103.714 | 103.318 | 103.918 | -248.00 | 553007.92 |
| 1256 | 2016.10.07 05:41 | close | 627 | 0.04 | 103.714 | 103.255 | 103.975 | -244.00 | 552763.92 |
| 1257 | 2016.10.07 05:41 | close | 628 | 0.08 | 103.714 | 103.165 | 104.085 | 232.00 | 552995.92 |
| 1258 | 2016.10.07 05:41 | close | 629 | 0.16 | 103.714 | 103.057 | 104.377 | 2192.00 | 555187.92 |
| 1259 | 2016.10.10 09:15 | sell | 630 | 0.01 | 103.111 | 103.631 | 102.611 | ||
| 1260 | 2016.10.10 10:05 | sell | 631 | 0.02 | 103.173 | 103.693 | 103.043 | ||
| 1261 | 2016.10.10 10:30 | sell | 632 | 0.04 | 103.225 | 103.745 | 103.025 | ||
| 1262 | 2016.10.10 16:57 | s/l | 630 | 0.01 | 103.631 | 103.631 | 102.611 | -520.00 | 554667.92 |
| 1263 | 2016.10.10 18:15 | s/l | 631 | 0.02 | 103.693 | 103.693 | 103.043 | -1040.00 | 553627.92 |
| 1264 | 2016.10.10 18:23 | s/l | 632 | 0.04 | 103.745 | 103.745 | 103.025 | -2080.00 | 551547.92 |
| 1265 | 2016.10.11 07:15 | buy | 633 | 0.01 | 103.845 | 103.325 | 104.345 | ||
| 1266 | 2016.10.11 08:20 | close | 633 | 0.01 | 104.006 | 103.325 | 104.345 | 161.00 | 551708.92 |
| 1267 | 2016.10.13 05:00 | buy | 634 | 0.01 | 104.252 | 103.732 | 104.752 | ||
| 1268 | 2016.10.13 05:15 | buy | 635 | 0.02 | 103.909 | 103.389 | 103.989 | ||
| 1269 | 2016.10.13 05:17 | s/l | 634 | 0.01 | 103.732 | 103.732 | 104.752 | -520.00 | 551188.92 |
| 1270 | 2016.10.13 05:30 | buy | 636 | 0.03 | 103.816 | 103.296 | 103.896 | ||
| 1271 | 2016.10.13 05:35 | buy | 637 | 0.06 | 103.690 | 103.170 | 103.890 | ||
| 1272 | 2016.10.13 09:51 | t/p | 637 | 0.06 | 103.890 | 103.170 | 103.890 | 1200.00 | 552388.92 |
| 1273 | 2016.10.13 09:53 | t/p | 636 | 0.03 | 103.896 | 103.296 | 103.896 | 240.00 | 552628.92 |
| 1274 | 2016.10.13 11:51 | t/p | 635 | 0.02 | 103.989 | 103.389 | 103.989 | 160.00 | 552788.92 |
| 1275 | 2016.10.18 07:45 | sell | 638 | 0.01 | 103.892 | 104.412 | 103.392 | ||
| 1276 | 2016.10.18 18:41 | close | 638 | 0.01 | 103.770 | 104.412 | 103.392 | 122.00 | 552910.92 |
| 1277 | 2016.10.21 00:45 | buy | 639 | 0.01 | 103.938 | 103.418 | 104.438 | ||
| 1278 | 2016.10.21 02:43 | close | 639 | 0.01 | 104.099 | 103.418 | 104.438 | 161.00 | 553071.92 |
| 1279 | 2016.10.25 07:45 | buy | 640 | 0.01 | 104.389 | 103.869 | 104.889 | ||
| 1280 | 2016.10.25 13:14 | close | 640 | 0.01 | 104.550 | 103.869 | 104.889 | 161.00 | 553232.92 |
| 1281 | 2016.10.27 23:30 | buy | 641 | 0.01 | 105.180 | 104.660 | 105.680 | ||
| 1282 | 2016.10.28 08:36 | close | 641 | 0.01 | 105.341 | 104.660 | 105.680 | 164.26 | 553397.18 |
| 1283 | 2016.11.02 08:00 | sell | 642 | 0.01 | 103.828 | 104.348 | 103.328 | ||
| 1284 | 2016.11.02 09:15 | sell | 643 | 0.02 | 103.905 | 104.425 | 103.775 | ||
| 1285 | 2016.11.02 09:33 | t/p | 643 | 0.02 | 103.775 | 104.425 | 103.775 | 260.00 | 553657.18 |
| 1286 | 2016.11.02 09:50 | close | 642 | 0.01 | 103.708 | 104.348 | 103.328 | 120.00 | 553777.18 |
| 1287 | 2016.11.02 21:30 | sell | 644 | 0.01 | 103.450 | 103.970 | 102.950 | ||
| 1288 | 2016.11.02 22:54 | close | 644 | 0.01 | 103.330 | 103.970 | 102.950 | 120.00 | 553897.18 |
| 1289 | 2016.11.03 10:15 | sell | 645 | 0.01 | 102.881 | 103.401 | 102.381 | ||
| 1290 | 2016.11.03 12:15 | sell | 646 | 0.02 | 103.079 | 103.599 | 102.949 | ||
| 1291 | 2016.11.03 12:26 | t/p | 646 | 0.02 | 102.949 | 103.599 | 102.949 | 260.00 | 554157.18 |
| 1292 | 2016.11.03 13:15 | sell | 647 | 0.02 | 103.209 | 103.729 | 103.079 | ||
| 1293 | 2016.11.03 14:20 | t/p | 647 | 0.02 | 103.079 | 103.729 | 103.079 | 260.00 | 554417.18 |
| 1294 | 2016.11.03 15:30 | sell | 648 | 0.02 | 103.203 | 103.723 | 103.073 | ||
| 1295 | 2016.11.03 16:15 | sell | 649 | 0.04 | 103.284 | 103.804 | 103.084 | ||
| 1296 | 2016.11.03 16:48 | t/p | 649 | 0.04 | 103.084 | 103.804 | 103.084 | 800.00 | 555217.18 |
| 1297 | 2016.11.03 16:48 | t/p | 648 | 0.02 | 103.073 | 103.723 | 103.073 | 260.00 | 555477.18 |
| 1298 | 2016.11.07 00:01 | s/l | 645 | 0.01 | 103.401 | 103.401 | 102.381 | -520.00 | 554957.18 |
| 1299 | 2016.11.09 02:00 | buy | 650 | 0.01 | 104.992 | 104.472 | 105.492 | ||
| 1300 | 2016.11.09 02:14 | s/l | 650 | 0.01 | 104.472 | 104.472 | 105.492 | -520.00 | 554437.18 |
| 1301 | 2016.11.15 01:30 | buy | 651 | 0.01 | 108.175 | 107.655 | 108.675 | ||
| 1302 | 2016.11.15 02:15 | buy | 652 | 0.02 | 108.058 | 107.538 | 108.138 | ||
| 1303 | 2016.11.15 02:30 | buy | 653 | 0.04 | 107.854 | 107.334 | 108.054 | ||
| 1304 | 2016.11.15 03:33 | close | 651 | 0.01 | 108.052 | 107.655 | 108.675 | -123.00 | 554314.18 |
| 1305 | 2016.11.15 03:33 | close | 652 | 0.02 | 108.052 | 107.538 | 108.138 | -12.00 | 554302.18 |
| 1306 | 2016.11.15 03:33 | close | 653 | 0.04 | 108.052 | 107.334 | 108.054 | 792.00 | 555094.18 |
| 1307 | 2016.11.16 15:00 | buy | 654 | 0.01 | 109.556 | 109.036 | 110.056 | ||
| 1308 | 2016.11.16 15:30 | buy | 655 | 0.02 | 109.361 | 108.841 | 109.441 | ||
| 1309 | 2016.11.16 15:50 | buy | 656 | 0.04 | 109.317 | 108.797 | 109.517 | ||
| 1310 | 2016.11.16 15:55 | buy | 657 | 0.08 | 109.269 | 108.749 | 109.669 | ||
| 1311 | 2016.11.16 16:35 | buy | 658 | 0.16 | 109.221 | 108.701 | 110.021 | ||
| 1312 | 2016.11.16 16:51 | close | 654 | 0.01 | 109.321 | 109.036 | 110.056 | -235.00 | 554859.18 |
| 1313 | 2016.11.16 16:51 | close | 655 | 0.02 | 109.321 | 108.841 | 109.441 | -80.00 | 554779.18 |
| 1314 | 2016.11.16 16:51 | close | 656 | 0.04 | 109.321 | 108.797 | 109.517 | 16.00 | 554795.18 |
| 1315 | 2016.11.16 16:51 | close | 657 | 0.08 | 109.321 | 108.749 | 109.669 | 416.00 | 555211.18 |
| 1316 | 2016.11.16 16:51 | close | 658 | 0.16 | 109.321 | 108.701 | 110.021 | 1600.00 | 556811.18 |
| 1317 | 2016.11.16 16:55 | buy | 659 | 0.01 | 109.240 | 108.720 | 109.740 | ||
| 1318 | 2016.11.16 17:40 | close | 659 | 0.01 | 109.401 | 108.720 | 109.740 | 161.00 | 556972.18 |
| 1319 | 2016.11.16 19:15 | buy | 660 | 0.01 | 109.112 | 108.592 | 109.612 | ||
| 1320 | 2016.11.16 20:32 | close | 660 | 0.01 | 109.273 | 108.592 | 109.612 | 161.00 | 557133.18 |
| 1321 | 2016.11.17 00:15 | buy | 661 | 0.01 | 109.017 | 108.497 | 109.517 | ||
| 1322 | 2016.11.17 00:30 | buy | 662 | 0.02 | 108.913 | 108.393 | 108.993 | ||
| 1323 | 2016.11.17 00:45 | buy | 663 | 0.04 | 108.868 | 108.348 | 109.068 | ||
| 1324 | 2016.11.17 03:15 | t/p | 662 | 0.02 | 108.993 | 108.393 | 108.993 | 160.00 | 557293.18 |
| 1325 | 2016.11.17 03:15 | close | 661 | 0.01 | 109.029 | 108.497 | 109.517 | 12.00 | 557305.18 |
| 1326 | 2016.11.17 03:15 | close | 663 | 0.04 | 109.029 | 108.348 | 109.068 | 644.00 | 557949.18 |
| 1327 | 2016.11.21 02:45 | buy | 664 | 0.01 | 110.822 | 110.302 | 111.322 | ||
| 1328 | 2016.11.21 03:45 | buy | 665 | 0.02 | 110.703 | 110.183 | 110.783 | ||
| 1329 | 2016.11.21 03:52 | t/p | 665 | 0.02 | 110.783 | 110.183 | 110.783 | 160.00 | 558109.18 |
| 1330 | 2016.11.21 04:56 | close | 664 | 0.01 | 110.983 | 110.302 | 111.322 | 161.00 | 558270.18 |
| 1331 | 2016.11.21 09:00 | buy | 666 | 0.01 | 111.063 | 110.543 | 111.563 | ||
| 1332 | 2016.11.21 09:45 | buy | 667 | 0.02 | 110.877 | 110.357 | 110.957 | ||
| 1333 | 2016.11.21 09:57 | t/p | 667 | 0.02 | 110.957 | 110.357 | 110.957 | 160.00 | 558430.18 |
| 1334 | 2016.11.21 10:00 | buy | 668 | 0.02 | 110.914 | 110.394 | 110.994 | ||
| 1335 | 2016.11.21 10:30 | buy | 669 | 0.04 | 110.829 | 110.309 | 111.029 | ||
| 1336 | 2016.11.21 11:00 | buy | 670 | 0.08 | 110.676 | 110.156 | 111.076 | ||
| 1337 | 2016.11.21 11:06 | s/l | 666 | 0.01 | 110.543 | 110.543 | 111.563 | -520.00 | 557910.18 |
| 1338 | 2016.11.21 15:26 | close | 668 | 0.02 | 110.878 | 110.394 | 110.994 | -72.00 | 557838.18 |
| 1339 | 2016.11.21 15:26 | close | 669 | 0.04 | 110.878 | 110.309 | 111.029 | 196.00 | 558034.18 |
| 1340 | 2016.11.21 15:26 | close | 670 | 0.08 | 110.878 | 110.156 | 111.076 | 1616.00 | 559650.18 |
| 1341 | 2016.11.25 06:15 | buy | 671 | 0.01 | 113.538 | 113.018 | 114.038 | ||
| 1342 | 2016.11.25 07:30 | buy | 672 | 0.02 | 113.344 | 112.824 | 113.424 | ||
| 1343 | 2016.11.25 08:11 | t/p | 672 | 0.02 | 113.424 | 112.824 | 113.424 | 160.00 | 559810.18 |
| 1344 | 2016.11.25 09:12 | s/l | 671 | 0.01 | 113.018 | 113.018 | 114.038 | -520.00 | 559290.18 |
| 1345 | 2016.11.28 08:00 | sell | 673 | 0.01 | 112.126 | 112.646 | 111.626 | ||
| 1346 | 2016.11.28 08:24 | close | 673 | 0.01 | 112.004 | 112.646 | 111.626 | 122.00 | 559412.18 |
| 1347 | 2016.11.28 08:25 | sell | 674 | 0.01 | 111.983 | 112.503 | 111.483 | ||
| 1348 | 2016.11.28 08:27 | close | 674 | 0.01 | 111.863 | 112.503 | 111.483 | 120.00 | 559532.18 |
| 1349 | 2016.12.09 07:45 | buy | 675 | 0.01 | 114.352 | 113.832 | 114.852 | ||
| 1350 | 2016.12.09 09:48 | close | 675 | 0.01 | 114.513 | 113.832 | 114.852 | 161.00 | 559693.18 |