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 |
| 3001 | 2019.05.28 11:07 | t/p | 1500 | 0.02 | 109.309 | 109.959 | 109.309 | 260.00 | 645561.68 |
| 3002 | 2019.05.28 11:36 | close | 1499 | 0.01 | 109.245 | 109.886 | 108.866 | 121.00 | 645682.68 |
| 3003 | 2019.05.29 04:30 | sell | 1502 | 0.01 | 109.399 | 109.919 | 108.899 | ||
| 3004 | 2019.05.29 07:30 | close | 1502 | 0.01 | 109.278 | 109.919 | 108.899 | 121.00 | 645803.68 |
| 3005 | 2019.05.30 03:00 | buy | 1503 | 0.01 | 109.568 | 109.048 | 110.068 | ||
| 3006 | 2019.05.30 04:00 | buy | 1504 | 0.02 | 109.505 | 108.985 | 109.585 | ||
| 3007 | 2019.05.30 04:20 | t/p | 1504 | 0.02 | 109.585 | 108.985 | 109.585 | 160.00 | 645963.68 |
| 3008 | 2019.05.30 09:06 | close | 1503 | 0.01 | 109.729 | 109.048 | 110.068 | 161.00 | 646124.68 |
| 3009 | 2019.05.30 13:00 | buy | 1505 | 0.01 | 109.701 | 109.181 | 110.201 | ||
| 3010 | 2019.05.30 16:51 | close | 1505 | 0.01 | 109.862 | 109.181 | 110.201 | 161.00 | 646285.68 |
| 3011 | 2019.06.03 09:15 | sell | 1506 | 0.01 | 108.235 | 108.755 | 107.735 | ||
| 3012 | 2019.06.03 09:45 | sell | 1507 | 0.02 | 108.352 | 108.872 | 108.222 | ||
| 3013 | 2019.06.03 10:13 | t/p | 1507 | 0.02 | 108.222 | 108.872 | 108.222 | 260.00 | 646545.68 |
| 3014 | 2019.06.03 14:45 | sell | 1508 | 0.02 | 108.384 | 108.904 | 108.254 | ||
| 3015 | 2019.06.03 15:29 | t/p | 1508 | 0.02 | 108.254 | 108.904 | 108.254 | 260.00 | 646805.68 |
| 3016 | 2019.06.03 16:45 | sell | 1509 | 0.02 | 108.352 | 108.872 | 108.222 | ||
| 3017 | 2019.06.03 17:00 | t/p | 1509 | 0.02 | 108.222 | 108.872 | 108.222 | 260.00 | 647065.68 |
| 3018 | 2019.06.03 20:47 | close | 1506 | 0.01 | 108.114 | 108.755 | 107.735 | 121.00 | 647186.68 |
| 3019 | 2019.06.12 13:45 | sell | 1510 | 0.01 | 108.377 | 108.897 | 107.877 | ||
| 3020 | 2019.06.12 16:15 | sell | 1511 | 0.02 | 108.467 | 108.987 | 108.337 | ||
| 3021 | 2019.06.12 16:30 | sell | 1512 | 0.04 | 108.525 | 109.045 | 108.325 | ||
| 3022 | 2019.06.13 04:50 | t/p | 1511 | 0.02 | 108.337 | 108.987 | 108.337 | 260.00 | 647446.68 |
| 3023 | 2019.06.13 04:50 | t/p | 1512 | 0.04 | 108.325 | 109.045 | 108.325 | 800.00 | 648246.68 |
| 3024 | 2019.06.13 05:09 | close | 1510 | 0.01 | 108.256 | 108.897 | 107.877 | 121.00 | 648367.68 |
| 3025 | 2019.06.13 11:45 | sell | 1513 | 0.01 | 108.390 | 108.910 | 107.890 | ||
| 3026 | 2019.06.13 13:00 | sell | 1514 | 0.02 | 108.438 | 108.958 | 108.308 | ||
| 3027 | 2019.06.13 14:00 | sell | 1515 | 0.04 | 108.490 | 109.010 | 108.290 | ||
| 3028 | 2019.06.13 21:17 | t/p | 1514 | 0.02 | 108.308 | 108.958 | 108.308 | 260.00 | 648627.68 |
| 3029 | 2019.06.13 21:17 | t/p | 1515 | 0.04 | 108.290 | 109.010 | 108.290 | 800.00 | 649427.68 |
| 3030 | 2019.06.13 21:17 | close | 1513 | 0.01 | 108.269 | 108.910 | 107.890 | 121.00 | 649548.68 |
| 3031 | 2019.06.17 09:30 | buy | 1516 | 0.01 | 108.583 | 108.063 | 109.083 | ||
| 3032 | 2019.06.18 16:32 | s/l | 1516 | 0.01 | 108.063 | 108.063 | 109.083 | -516.74 | 649031.94 |
| 3033 | 2019.06.21 03:45 | sell | 1517 | 0.01 | 107.352 | 107.872 | 106.852 | ||
| 3034 | 2019.06.21 04:47 | close | 1517 | 0.01 | 107.231 | 107.872 | 106.852 | 121.00 | 649152.94 |
| 3035 | 2019.06.21 09:00 | sell | 1518 | 0.01 | 107.209 | 107.729 | 106.709 | ||
| 3036 | 2019.06.21 09:30 | sell | 1519 | 0.02 | 107.299 | 107.819 | 107.169 | ||
| 3037 | 2019.06.21 18:01 | s/l | 1518 | 0.01 | 107.729 | 107.729 | 106.709 | -520.00 | 648632.94 |
| 3038 | 2019.06.24 16:00 | sell | 1520 | 0.03 | 107.424 | 107.944 | 107.294 | ||
| 3039 | 2019.06.24 18:28 | t/p | 1520 | 0.03 | 107.294 | 107.944 | 107.294 | 390.00 | 649022.94 |
| 3040 | 2019.06.25 04:25 | t/p | 1519 | 0.02 | 107.169 | 107.819 | 107.169 | 260.00 | 649282.94 |
| 3041 | 2019.06.26 17:45 | buy | 1521 | 0.01 | 107.671 | 107.151 | 108.171 | ||
| 3042 | 2019.06.26 21:47 | close | 1521 | 0.01 | 107.833 | 107.151 | 108.171 | 162.00 | 649444.94 |
| 3043 | 2019.06.27 03:30 | buy | 1522 | 0.01 | 107.723 | 107.203 | 108.223 | ||
| 3044 | 2019.06.27 04:00 | buy | 1523 | 0.02 | 107.679 | 107.159 | 107.759 | ||
| 3045 | 2019.06.27 04:33 | t/p | 1523 | 0.02 | 107.759 | 107.159 | 107.759 | 160.00 | 649604.94 |
| 3046 | 2019.06.27 05:09 | close | 1522 | 0.01 | 107.884 | 107.203 | 108.223 | 161.00 | 649765.94 |
| 3047 | 2019.06.27 10:30 | buy | 1524 | 0.01 | 107.981 | 107.461 | 108.481 | ||
| 3048 | 2019.06.27 11:45 | buy | 1525 | 0.02 | 107.927 | 107.407 | 108.007 | ||
| 3049 | 2019.06.27 13:00 | buy | 1526 | 0.04 | 107.856 | 107.336 | 108.056 | ||
| 3050 | 2019.06.27 17:45 | buy | 1527 | 0.08 | 107.786 | 107.266 | 108.186 | ||
| 3051 | 2019.07.01 00:05 | t/p | 1525 | 0.02 | 108.007 | 107.407 | 108.007 | 173.04 | 649938.98 |
| 3052 | 2019.07.01 00:05 | t/p | 1526 | 0.04 | 108.056 | 107.336 | 108.056 | 826.08 | 650765.06 |
| 3053 | 2019.07.01 00:05 | t/p | 1527 | 0.08 | 108.186 | 107.266 | 108.186 | 3252.16 | 654017.22 |
| 3054 | 2019.07.01 00:05 | close | 1524 | 0.01 | 108.186 | 107.461 | 108.481 | 211.52 | 654228.74 |
| 3055 | 2019.07.01 04:00 | buy | 1528 | 0.01 | 108.245 | 107.725 | 108.745 | ||
| 3056 | 2019.07.01 04:45 | buy | 1529 | 0.02 | 108.145 | 107.625 | 108.225 | ||
| 3057 | 2019.07.01 05:27 | t/p | 1529 | 0.02 | 108.225 | 107.625 | 108.225 | 160.00 | 654388.74 |
| 3058 | 2019.07.01 09:23 | close | 1528 | 0.01 | 108.406 | 107.725 | 108.745 | 161.00 | 654549.74 |
| 3059 | 2019.07.01 12:15 | buy | 1530 | 0.01 | 108.231 | 107.711 | 108.731 | ||
| 3060 | 2019.07.01 18:42 | close | 1530 | 0.01 | 108.392 | 107.711 | 108.731 | 161.00 | 654710.74 |
| 3061 | 2019.07.03 08:15 | sell | 1531 | 0.01 | 107.632 | 108.152 | 107.132 | ||
| 3062 | 2019.07.03 08:45 | sell | 1532 | 0.02 | 107.690 | 108.210 | 107.560 | ||
| 3063 | 2019.07.03 11:00 | sell | 1533 | 0.04 | 107.739 | 108.259 | 107.539 | ||
| 3064 | 2019.07.05 14:56 | s/l | 1531 | 0.01 | 108.152 | 108.152 | 107.132 | -520.00 | 654190.74 |
| 3065 | 2019.07.05 15:30 | s/l | 1532 | 0.02 | 108.210 | 108.210 | 107.560 | -1040.00 | 653150.74 |
| 3066 | 2019.07.05 15:30 | s/l | 1533 | 0.04 | 108.259 | 108.259 | 107.539 | -2080.00 | 651070.74 |
| 3067 | 2019.07.09 07:30 | buy | 1534 | 0.01 | 108.738 | 108.218 | 109.238 | ||
| 3068 | 2019.07.09 10:32 | close | 1534 | 0.01 | 108.899 | 108.218 | 109.238 | 161.00 | 651231.74 |
| 3069 | 2019.07.09 14:00 | buy | 1535 | 0.01 | 108.799 | 108.279 | 109.299 | ||
| 3070 | 2019.07.09 18:15 | buy | 1536 | 0.02 | 108.757 | 108.237 | 108.837 | ||
| 3071 | 2019.07.09 21:45 | t/p | 1536 | 0.02 | 108.837 | 108.237 | 108.837 | 160.00 | 651391.74 |
| 3072 | 2019.07.10 03:05 | close | 1535 | 0.01 | 108.960 | 108.279 | 109.299 | 164.26 | 651556.00 |
| 3073 | 2019.07.10 07:45 | buy | 1537 | 0.01 | 108.886 | 108.366 | 109.386 | ||
| 3074 | 2019.07.10 21:02 | s/l | 1537 | 0.01 | 108.366 | 108.366 | 109.386 | -520.00 | 651036.00 |
| 3075 | 2019.07.17 00:45 | buy | 1538 | 0.01 | 108.227 | 107.707 | 108.727 | ||
| 3076 | 2019.07.18 03:57 | s/l | 1538 | 0.01 | 107.707 | 107.707 | 108.727 | -510.22 | 650525.78 |
| 3077 | 2019.07.19 01:30 | sell | 1539 | 0.01 | 107.512 | 108.032 | 107.012 | ||
| 3078 | 2019.07.19 02:30 | close | 1539 | 0.01 | 107.391 | 108.032 | 107.012 | 121.00 | 650646.78 |
| 3079 | 2019.07.19 08:30 | sell | 1540 | 0.01 | 107.609 | 108.129 | 107.109 | ||
| 3080 | 2019.07.19 08:45 | sell | 1541 | 0.02 | 107.649 | 108.169 | 107.519 | ||
| 3081 | 2019.07.19 15:30 | sell | 1542 | 0.04 | 107.780 | 108.300 | 107.580 | ||
| 3082 | 2019.07.19 21:15 | sell | 1543 | 0.08 | 107.961 | 108.481 | 107.561 | ||
| 3083 | 2019.07.19 22:00 | close | 1540 | 0.01 | 107.760 | 108.129 | 107.109 | -151.00 | 650495.78 |
| 3084 | 2019.07.19 22:00 | close | 1541 | 0.02 | 107.760 | 108.169 | 107.519 | -222.00 | 650273.78 |
| 3085 | 2019.07.19 22:00 | close | 1542 | 0.04 | 107.760 | 108.300 | 107.580 | 80.00 | 650353.78 |
| 3086 | 2019.07.19 22:00 | close | 1543 | 0.08 | 107.760 | 108.481 | 107.561 | 1608.00 | 651961.78 |
| 3087 | 2019.07.22 04:15 | sell | 1544 | 0.01 | 107.950 | 108.470 | 107.450 | ||
| 3088 | 2019.07.22 11:24 | close | 1544 | 0.01 | 107.830 | 108.470 | 107.450 | 120.00 | 652081.78 |
| 3089 | 2019.07.24 13:30 | sell | 1545 | 0.01 | 108.074 | 108.594 | 107.574 | ||
| 3090 | 2019.07.24 17:06 | close | 1545 | 0.01 | 107.953 | 108.594 | 107.574 | 121.00 | 652202.78 |
| 3091 | 2019.07.24 18:15 | sell | 1546 | 0.01 | 108.078 | 108.598 | 107.578 | ||
| 3092 | 2019.07.24 20:15 | sell | 1547 | 0.02 | 108.138 | 108.658 | 108.008 | ||
| 3093 | 2019.07.25 18:17 | s/l | 1546 | 0.01 | 108.598 | 108.598 | 107.578 | -520.00 | 651682.78 |
| 3094 | 2019.07.25 19:14 | s/l | 1547 | 0.02 | 108.658 | 108.658 | 108.008 | -1040.00 | 650642.78 |
| 3095 | 2019.07.25 23:15 | buy | 1548 | 0.01 | 108.632 | 108.112 | 109.132 | ||
| 3096 | 2019.07.26 15:30 | close | 1548 | 0.01 | 108.793 | 108.112 | 109.132 | 164.26 | 650807.04 |
| 3097 | 2019.07.30 04:30 | buy | 1549 | 0.01 | 108.812 | 108.292 | 109.312 | ||
| 3098 | 2019.07.31 21:52 | close | 1549 | 0.01 | 108.973 | 108.292 | 109.312 | 164.26 | 650971.30 |
| 3099 | 2019.08.05 01:45 | sell | 1550 | 0.01 | 106.673 | 107.193 | 106.173 | ||
| 3100 | 2019.08.05 02:07 | close | 1550 | 0.01 | 106.552 | 107.193 | 106.173 | 121.00 | 651092.30 |
| 3101 | 2019.08.05 12:30 | sell | 1551 | 0.01 | 106.166 | 106.686 | 105.666 | ||
| 3102 | 2019.08.05 13:31 | close | 1551 | 0.01 | 106.044 | 106.686 | 105.666 | 122.00 | 651214.30 |
| 3103 | 2019.08.07 08:45 | sell | 1552 | 0.01 | 106.249 | 106.769 | 105.749 | ||
| 3104 | 2019.08.07 10:00 | sell | 1553 | 0.02 | 106.296 | 106.816 | 106.166 | ||
| 3105 | 2019.08.07 14:20 | t/p | 1553 | 0.02 | 106.166 | 106.816 | 106.166 | 260.00 | 651474.30 |
| 3106 | 2019.08.07 14:23 | close | 1552 | 0.01 | 106.128 | 106.769 | 105.749 | 121.00 | 651595.30 |
| 3107 | 2019.08.07 20:45 | sell | 1554 | 0.01 | 106.029 | 106.549 | 105.529 | ||
| 3108 | 2019.08.07 21:15 | sell | 1555 | 0.02 | 106.119 | 106.639 | 105.989 | ||
| 3109 | 2019.08.07 21:19 | t/p | 1555 | 0.02 | 105.989 | 106.639 | 105.989 | 260.00 | 651855.30 |
| 3110 | 2019.08.07 22:45 | sell | 1556 | 0.02 | 106.178 | 106.698 | 106.048 | ||
| 3111 | 2019.08.08 00:00 | sell | 1557 | 0.04 | 106.256 | 106.776 | 106.056 | ||
| 3112 | 2019.08.08 03:49 | t/p | 1557 | 0.04 | 106.056 | 106.776 | 106.056 | 800.00 | 652655.30 |
| 3113 | 2019.08.08 03:49 | t/p | 1556 | 0.02 | 106.048 | 106.698 | 106.048 | 260.00 | 652915.30 |
| 3114 | 2019.08.08 21:46 | close | 1554 | 0.01 | 105.908 | 106.549 | 105.529 | 121.00 | 653036.30 |
| 3115 | 2019.08.09 04:15 | sell | 1558 | 0.01 | 105.953 | 106.473 | 105.453 | ||
| 3116 | 2019.08.09 05:45 | sell | 1559 | 0.02 | 106.028 | 106.548 | 105.898 | ||
| 3117 | 2019.08.09 09:02 | t/p | 1559 | 0.02 | 105.898 | 106.548 | 105.898 | 260.00 | 653296.30 |
| 3118 | 2019.08.09 12:28 | close | 1558 | 0.01 | 105.833 | 106.473 | 105.453 | 120.00 | 653416.30 |
| 3119 | 2019.08.12 00:05 | sell | 1560 | 0.01 | 105.566 | 106.086 | 105.066 | ||
| 3120 | 2019.08.12 02:30 | close | 1560 | 0.01 | 105.444 | 106.086 | 105.066 | 122.00 | 653538.30 |
| 3121 | 2019.08.12 17:00 | sell | 1561 | 0.01 | 105.311 | 105.831 | 104.811 | ||
| 3122 | 2019.08.12 17:15 | sell | 1562 | 0.02 | 105.358 | 105.878 | 105.228 | ||
| 3123 | 2019.08.12 21:42 | t/p | 1562 | 0.02 | 105.228 | 105.878 | 105.228 | 260.00 | 653798.30 |
| 3124 | 2019.08.12 21:43 | close | 1561 | 0.01 | 105.191 | 105.831 | 104.811 | 120.00 | 653918.30 |
| 3125 | 2019.08.19 17:15 | buy | 1563 | 0.01 | 106.514 | 105.994 | 107.014 | ||
| 3126 | 2019.08.20 03:32 | close | 1563 | 0.01 | 106.675 | 105.994 | 107.014 | 164.26 | 654082.56 |
| 3127 | 2019.08.22 04:15 | buy | 1564 | 0.01 | 106.553 | 106.033 | 107.053 | ||
| 3128 | 2019.08.22 05:00 | buy | 1565 | 0.02 | 106.479 | 105.959 | 106.559 | ||
| 3129 | 2019.08.22 06:00 | buy | 1566 | 0.04 | 106.424 | 105.904 | 106.624 | ||
| 3130 | 2019.08.22 14:39 | close | 1564 | 0.01 | 106.552 | 106.033 | 107.053 | -1.00 | 654081.56 |
| 3131 | 2019.08.22 14:39 | close | 1565 | 0.02 | 106.552 | 105.959 | 106.559 | 146.00 | 654227.56 |
| 3132 | 2019.08.22 14:39 | close | 1566 | 0.04 | 106.552 | 105.904 | 106.624 | 512.00 | 654739.56 |
| 3133 | 2019.08.29 16:00 | buy | 1567 | 0.01 | 106.271 | 105.751 | 106.771 | ||
| 3134 | 2019.08.29 16:05 | buy | 1568 | 0.02 | 106.230 | 105.710 | 106.310 | ||
| 3135 | 2019.08.29 16:32 | t/p | 1568 | 0.02 | 106.310 | 105.710 | 106.310 | 160.00 | 654899.56 |
| 3136 | 2019.08.29 16:46 | close | 1567 | 0.01 | 106.432 | 105.751 | 106.771 | 161.00 | 655060.56 |
| 3137 | 2019.08.30 00:45 | buy | 1569 | 0.01 | 106.492 | 105.972 | 106.992 | ||
| 3138 | 2019.08.30 19:00 | sell | 1570 | 0.01 | 106.288 | 106.808 | 105.788 | ||
| 3139 | 2019.08.30 20:00 | sell | 1571 | 0.02 | 106.355 | 106.875 | 106.225 | ||
| 3140 | 2019.08.30 20:45 | sell | 1572 | 0.04 | 106.402 | 106.922 | 106.202 | ||
| 3141 | 2019.08.30 23:01 | t/p | 1571 | 0.02 | 106.225 | 106.875 | 106.225 | 260.00 | 655320.56 |
| 3142 | 2019.09.02 00:05 | t/p | 1572 | 0.04 | 106.202 | 106.922 | 106.202 | 800.00 | 656120.56 |
| 3143 | 2019.09.02 00:05 | close | 1570 | 0.01 | 106.057 | 106.808 | 105.788 | 231.00 | 656351.56 |
| 3144 | 2019.09.02 00:38 | s/l | 1569 | 0.01 | 105.972 | 105.972 | 106.992 | -516.74 | 655834.82 |
| 3145 | 2019.09.02 05:00 | sell | 1573 | 0.01 | 106.181 | 106.701 | 105.681 | ||
| 3146 | 2019.09.02 05:15 | sell | 1574 | 0.02 | 106.226 | 106.746 | 106.096 | ||
| 3147 | 2019.09.02 12:30 | sell | 1575 | 0.04 | 106.337 | 106.857 | 106.137 | ||
| 3148 | 2019.09.02 13:45 | sell | 1576 | 0.08 | 106.392 | 106.912 | 105.992 | ||
| 3149 | 2019.09.02 18:00 | close | 1573 | 0.01 | 106.254 | 106.701 | 105.681 | -73.00 | 655761.82 |
| 3150 | 2019.09.02 18:00 | close | 1574 | 0.02 | 106.254 | 106.746 | 106.096 | -56.00 | 655705.82 |