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 |
| 3301 | 2020.01.03 22:30 | sell | 1651 | 0.01 | 108.068 | 108.588 | 107.568 | ||
| 3302 | 2020.01.03 23:15 | sell | 1652 | 0.02 | 108.110 | 108.630 | 107.980 | ||
| 3303 | 2020.01.06 00:05 | t/p | 1652 | 0.02 | 107.980 | 108.630 | 107.980 | 260.00 | 658640.16 |
| 3304 | 2020.01.06 00:05 | close | 1651 | 0.01 | 107.900 | 108.588 | 107.568 | 168.00 | 658808.16 |
| 3305 | 2020.01.07 00:15 | buy | 1653 | 0.01 | 108.355 | 107.835 | 108.855 | ||
| 3306 | 2020.01.07 17:30 | close | 1653 | 0.01 | 108.518 | 107.835 | 108.855 | 163.00 | 658971.16 |
| 3307 | 2020.01.08 23:00 | buy | 1654 | 0.01 | 109.042 | 108.522 | 109.542 | ||
| 3308 | 2020.01.09 02:45 | close | 1654 | 0.01 | 109.203 | 108.522 | 109.542 | 170.78 | 659141.94 |
| 3309 | 2020.01.09 20:15 | buy | 1655 | 0.01 | 109.468 | 108.948 | 109.968 | ||
| 3310 | 2020.01.10 11:57 | close | 1655 | 0.01 | 109.629 | 108.948 | 109.968 | 164.26 | 659306.20 |
| 3311 | 2020.01.14 09:15 | buy | 1656 | 0.01 | 110.036 | 109.516 | 110.536 | ||
| 3312 | 2020.01.14 10:00 | buy | 1657 | 0.02 | 109.986 | 109.466 | 110.066 | ||
| 3313 | 2020.01.14 10:30 | buy | 1658 | 0.04 | 109.899 | 109.379 | 110.099 | ||
| 3314 | 2020.01.14 11:17 | close | 1656 | 0.01 | 110.037 | 109.516 | 110.536 | 1.00 | 659307.20 |
| 3315 | 2020.01.14 11:17 | close | 1657 | 0.02 | 110.037 | 109.466 | 110.066 | 102.00 | 659409.20 |
| 3316 | 2020.01.14 11:17 | close | 1658 | 0.04 | 110.037 | 109.379 | 110.099 | 552.00 | 659961.20 |
| 3317 | 2020.01.16 15:30 | buy | 1659 | 0.01 | 109.946 | 109.426 | 110.446 | ||
| 3318 | 2020.01.16 16:33 | close | 1659 | 0.01 | 110.108 | 109.426 | 110.446 | 162.00 | 660123.20 |
| 3319 | 2020.01.17 11:00 | buy | 1660 | 0.01 | 110.184 | 109.664 | 110.684 | ||
| 3320 | 2020.01.17 12:30 | buy | 1661 | 0.02 | 110.129 | 109.609 | 110.209 | ||
| 3321 | 2020.01.20 02:24 | t/p | 1661 | 0.02 | 110.209 | 109.609 | 110.209 | 166.52 | 660289.72 |
| 3322 | 2020.01.22 01:15 | sell | 1662 | 0.01 | 109.871 | 110.391 | 109.371 | ||
| 3323 | 2020.01.22 02:30 | sell | 1663 | 0.02 | 109.916 | 110.436 | 109.786 | ||
| 3324 | 2020.01.22 04:30 | sell | 1664 | 0.04 | 109.970 | 110.490 | 109.770 | ||
| 3325 | 2020.01.22 05:00 | sell | 1665 | 0.08 | 110.048 | 110.568 | 109.648 | ||
| 3326 | 2020.01.22 16:24 | close | 1665 | 0.08 | 109.911 | 110.568 | 109.648 | 1096.00 | 661385.72 |
| 3327 | 2020.01.22 16:24 | close | 1662 | 0.01 | 109.911 | 110.391 | 109.371 | -40.00 | 661345.72 |
| 3328 | 2020.01.22 16:24 | close | 1663 | 0.02 | 109.911 | 110.436 | 109.786 | 10.00 | 661355.72 |
| 3329 | 2020.01.22 16:24 | close | 1664 | 0.04 | 109.911 | 110.490 | 109.770 | 236.00 | 661591.72 |
| 3330 | 2020.01.23 01:32 | s/l | 1660 | 0.01 | 109.664 | 109.664 | 110.684 | -500.44 | 661091.28 |
| 3331 | 2020.01.23 14:00 | sell | 1666 | 0.01 | 109.628 | 110.148 | 109.128 | ||
| 3332 | 2020.01.23 15:25 | close | 1666 | 0.01 | 109.507 | 110.148 | 109.128 | 121.00 | 661212.28 |
| 3333 | 2020.01.23 21:00 | sell | 1667 | 0.01 | 109.466 | 109.986 | 108.966 | ||
| 3334 | 2020.01.23 22:00 | sell | 1668 | 0.02 | 109.516 | 110.036 | 109.386 | ||
| 3335 | 2020.01.24 02:15 | sell | 1669 | 0.04 | 109.561 | 110.081 | 109.361 | ||
| 3336 | 2020.01.24 17:11 | t/p | 1668 | 0.02 | 109.386 | 110.036 | 109.386 | 260.00 | 661472.28 |
| 3337 | 2020.01.24 17:19 | t/p | 1669 | 0.04 | 109.361 | 110.081 | 109.361 | 800.00 | 662272.28 |
| 3338 | 2020.01.24 17:26 | close | 1667 | 0.01 | 109.345 | 109.986 | 108.966 | 121.00 | 662393.28 |
| 3339 | 2020.02.06 11:30 | buy | 1670 | 0.01 | 109.804 | 109.284 | 110.304 | ||
| 3340 | 2020.02.06 17:46 | close | 1670 | 0.01 | 109.965 | 109.284 | 110.304 | 161.00 | 662554.28 |
| 3341 | 2020.02.07 02:30 | buy | 1671 | 0.01 | 109.945 | 109.425 | 110.445 | ||
| 3342 | 2020.02.07 02:45 | buy | 1672 | 0.02 | 109.849 | 109.329 | 109.929 | ||
| 3343 | 2020.02.07 04:25 | t/p | 1672 | 0.02 | 109.929 | 109.329 | 109.929 | 160.00 | 662714.28 |
| 3344 | 2020.02.12 10:44 | close | 1671 | 0.01 | 110.106 | 109.425 | 110.445 | 170.78 | 662885.06 |
| 3345 | 2020.02.13 16:00 | sell | 1673 | 0.01 | 109.746 | 110.266 | 109.246 | ||
| 3346 | 2020.02.13 16:15 | sell | 1674 | 0.02 | 109.801 | 110.321 | 109.671 | ||
| 3347 | 2020.02.13 17:03 | t/p | 1674 | 0.02 | 109.671 | 110.321 | 109.671 | 260.00 | 663145.06 |
| 3348 | 2020.02.19 12:19 | s/l | 1673 | 0.01 | 110.266 | 110.266 | 109.246 | -520.00 | 662625.06 |
| 3349 | 2020.02.20 18:45 | buy | 1675 | 0.01 | 111.882 | 111.362 | 112.382 | ||
| 3350 | 2020.02.20 18:50 | buy | 1676 | 0.02 | 111.818 | 111.298 | 111.898 | ||
| 3351 | 2020.02.20 18:55 | t/p | 1676 | 0.02 | 111.898 | 111.298 | 111.898 | 160.00 | 662785.06 |
| 3352 | 2020.02.20 20:07 | close | 1675 | 0.01 | 112.043 | 111.362 | 112.382 | 161.00 | 662946.06 |
| 3353 | 2020.02.24 02:30 | sell | 1677 | 0.01 | 111.654 | 112.174 | 111.154 | ||
| 3354 | 2020.02.24 03:26 | close | 1677 | 0.01 | 111.533 | 112.174 | 111.154 | 121.00 | 663067.06 |
| 3355 | 2020.02.24 21:30 | sell | 1678 | 0.01 | 110.660 | 111.180 | 110.160 | ||
| 3356 | 2020.02.24 21:50 | sell | 1679 | 0.02 | 110.705 | 111.225 | 110.575 | ||
| 3357 | 2020.02.24 22:15 | sell | 1680 | 0.04 | 110.758 | 111.278 | 110.558 | ||
| 3358 | 2020.02.25 02:00 | sell | 1681 | 0.08 | 110.849 | 111.369 | 110.449 | ||
| 3359 | 2020.02.25 02:15 | sell | 1682 | 0.16 | 110.953 | 111.473 | 110.153 | ||
| 3360 | 2020.02.25 05:11 | close | 1678 | 0.01 | 110.833 | 111.180 | 110.160 | -173.00 | 662894.06 |
| 3361 | 2020.02.25 05:11 | close | 1679 | 0.02 | 110.833 | 111.225 | 110.575 | -256.00 | 662638.06 |
| 3362 | 2020.02.25 05:11 | close | 1680 | 0.04 | 110.833 | 111.278 | 110.558 | -300.00 | 662338.06 |
| 3363 | 2020.02.25 05:11 | close | 1681 | 0.08 | 110.833 | 111.369 | 110.449 | 128.00 | 662466.06 |
| 3364 | 2020.02.25 05:11 | close | 1682 | 0.16 | 110.833 | 111.473 | 110.153 | 1920.00 | 664386.06 |
| 3365 | 2020.02.27 18:15 | sell | 1683 | 0.01 | 110.152 | 110.672 | 109.652 | ||
| 3366 | 2020.02.27 18:29 | close | 1683 | 0.01 | 110.031 | 110.672 | 109.652 | 121.00 | 664507.06 |
| 3367 | 2020.03.06 17:30 | sell | 1684 | 0.01 | 105.466 | 105.986 | 104.966 | ||
| 3368 | 2020.03.06 17:57 | close | 1684 | 0.01 | 105.345 | 105.986 | 104.966 | 121.00 | 664628.06 |
| 3369 | 2020.03.09 16:00 | sell | 1685 | 0.01 | 102.439 | 102.959 | 101.939 | ||
| 3370 | 2020.03.09 16:01 | close | 1685 | 0.01 | 102.316 | 102.959 | 101.939 | 123.00 | 664751.06 |
| 3371 | 2020.03.09 16:05 | sell | 1686 | 0.01 | 102.166 | 102.686 | 101.666 | ||
| 3372 | 2020.03.09 16:10 | sell | 1687 | 0.02 | 102.363 | 102.883 | 102.233 | ||
| 3373 | 2020.03.09 16:21 | t/p | 1687 | 0.02 | 102.233 | 102.883 | 102.233 | 260.00 | 665011.06 |
| 3374 | 2020.03.09 18:38 | close | 1686 | 0.01 | 102.043 | 102.686 | 101.666 | 123.00 | 665134.06 |
| 3375 | 2020.03.10 14:45 | buy | 1688 | 0.01 | 103.985 | 103.465 | 104.485 | ||
| 3376 | 2020.03.10 14:50 | close | 1688 | 0.01 | 104.148 | 103.465 | 104.485 | 163.00 | 665297.06 |
| 3377 | 2020.03.10 15:00 | buy | 1689 | 0.01 | 104.232 | 103.712 | 104.732 | ||
| 3378 | 2020.03.10 15:21 | close | 1689 | 0.01 | 104.393 | 103.712 | 104.732 | 161.00 | 665458.06 |
| 3379 | 2020.03.10 17:15 | buy | 1690 | 0.01 | 103.984 | 103.464 | 104.484 | ||
| 3380 | 2020.03.10 17:25 | s/l | 1690 | 0.01 | 103.464 | 103.464 | 104.484 | -520.00 | 664938.06 |
| 3381 | 2020.03.16 00:15 | buy | 1691 | 0.01 | 106.588 | 106.068 | 107.088 | ||
| 3382 | 2020.03.16 00:24 | s/l | 1691 | 0.01 | 106.068 | 106.068 | 107.088 | -520.00 | 664418.06 |
| 3383 | 2020.03.16 00:30 | buy | 1692 | 0.01 | 105.991 | 105.471 | 106.491 | ||
| 3384 | 2020.03.16 00:36 | close | 1692 | 0.01 | 106.156 | 105.471 | 106.491 | 165.00 | 664583.06 |
| 3385 | 2020.03.16 00:45 | buy | 1693 | 0.01 | 106.203 | 105.683 | 106.703 | ||
| 3386 | 2020.03.16 00:46 | close | 1693 | 0.01 | 106.364 | 105.683 | 106.703 | 161.00 | 664744.06 |
| 3387 | 2020.03.16 00:50 | buy | 1694 | 0.01 | 106.443 | 105.923 | 106.943 | ||
| 3388 | 2020.03.16 01:14 | s/l | 1694 | 0.01 | 105.923 | 105.923 | 106.943 | -520.00 | 664224.06 |
| 3389 | 2020.03.16 01:30 | buy | 1695 | 0.01 | 105.990 | 105.470 | 106.490 | ||
| 3390 | 2020.03.16 01:38 | close | 1695 | 0.01 | 106.151 | 105.470 | 106.490 | 161.00 | 664385.06 |
| 3391 | 2020.03.16 01:40 | buy | 1696 | 0.01 | 106.160 | 105.640 | 106.660 | ||
| 3392 | 2020.03.16 01:45 | close | 1696 | 0.01 | 106.321 | 105.640 | 106.660 | 161.00 | 664546.06 |
| 3393 | 2020.03.19 08:30 | buy | 1697 | 0.01 | 108.660 | 108.140 | 109.160 | ||
| 3394 | 2020.03.19 08:50 | buy | 1698 | 0.02 | 108.508 | 107.988 | 108.588 | ||
| 3395 | 2020.03.19 08:54 | t/p | 1698 | 0.02 | 108.588 | 107.988 | 108.588 | 160.00 | 664706.06 |
| 3396 | 2020.03.19 08:55 | buy | 1699 | 0.02 | 108.542 | 108.022 | 108.622 | ||
| 3397 | 2020.03.19 09:01 | t/p | 1699 | 0.02 | 108.622 | 108.022 | 108.622 | 160.00 | 664866.06 |
| 3398 | 2020.03.19 09:11 | close | 1697 | 0.01 | 108.821 | 108.140 | 109.160 | 161.00 | 665027.06 |
| 3399 | 2020.03.20 03:45 | buy | 1700 | 0.01 | 110.587 | 110.067 | 111.087 | ||
| 3400 | 2020.03.20 04:00 | buy | 1701 | 0.02 | 110.424 | 109.904 | 110.504 | ||
| 3401 | 2020.03.20 04:00 | t/p | 1701 | 0.02 | 110.504 | 109.904 | 110.504 | 160.00 | 665187.06 |
| 3402 | 2020.03.20 04:05 | buy | 1702 | 0.02 | 110.297 | 109.777 | 110.377 | ||
| 3403 | 2020.03.20 04:15 | t/p | 1702 | 0.02 | 110.377 | 109.777 | 110.377 | 160.00 | 665347.06 |
| 3404 | 2020.03.20 04:30 | buy | 1703 | 0.02 | 110.109 | 109.589 | 110.189 | ||
| 3405 | 2020.03.20 04:30 | s/l | 1700 | 0.01 | 110.067 | 110.067 | 111.087 | -520.00 | 664827.06 |
| 3406 | 2020.03.20 04:36 | t/p | 1703 | 0.02 | 110.189 | 109.589 | 110.189 | 160.00 | 664987.06 |
| 3407 | 2020.03.20 04:45 | buy | 1704 | 0.01 | 110.114 | 109.594 | 110.614 | ||
| 3408 | 2020.03.20 05:11 | close | 1704 | 0.01 | 110.275 | 109.594 | 110.614 | 161.00 | 665148.06 |
| 3409 | 2020.03.20 07:00 | buy | 1705 | 0.01 | 109.945 | 109.425 | 110.445 | ||
| 3410 | 2020.03.20 07:15 | buy | 1706 | 0.02 | 109.839 | 109.319 | 109.919 | ||
| 3411 | 2020.03.20 07:17 | t/p | 1706 | 0.02 | 109.919 | 109.319 | 109.919 | 160.00 | 665308.06 |
| 3412 | 2020.03.20 08:45 | buy | 1707 | 0.02 | 109.745 | 109.225 | 109.825 | ||
| 3413 | 2020.03.20 08:50 | buy | 1708 | 0.04 | 109.686 | 109.166 | 109.886 | ||
| 3414 | 2020.03.20 08:58 | t/p | 1707 | 0.02 | 109.825 | 109.225 | 109.825 | 160.00 | 665468.06 |
| 3415 | 2020.03.20 09:00 | close | 1705 | 0.01 | 109.868 | 109.425 | 110.445 | -77.00 | 665391.06 |
| 3416 | 2020.03.20 09:00 | close | 1708 | 0.04 | 109.868 | 109.166 | 109.886 | 728.00 | 666119.06 |
| 3417 | 2020.03.20 09:30 | buy | 1709 | 0.01 | 109.589 | 109.069 | 110.089 | ||
| 3418 | 2020.03.20 09:45 | buy | 1710 | 0.02 | 109.487 | 108.967 | 109.567 | ||
| 3419 | 2020.03.20 10:00 | t/p | 1710 | 0.02 | 109.567 | 108.967 | 109.567 | 160.00 | 666279.06 |
| 3420 | 2020.03.20 10:12 | close | 1709 | 0.01 | 109.750 | 109.069 | 110.089 | 161.00 | 666440.06 |
| 3421 | 2020.03.23 00:15 | buy | 1711 | 0.01 | 110.842 | 110.322 | 111.342 | ||
| 3422 | 2020.03.23 00:19 | close | 1711 | 0.01 | 111.003 | 110.322 | 111.342 | 161.00 | 666601.06 |
| 3423 | 2020.03.23 00:20 | buy | 1712 | 0.01 | 111.085 | 110.565 | 111.585 | ||
| 3424 | 2020.03.23 01:45 | s/l | 1712 | 0.01 | 110.565 | 110.565 | 111.585 | -520.00 | 666081.06 |
| 3425 | 2020.03.23 02:00 | buy | 1713 | 0.01 | 110.394 | 109.874 | 110.894 | ||
| 3426 | 2020.03.23 02:08 | close | 1713 | 0.01 | 110.555 | 109.874 | 110.894 | 161.00 | 666242.06 |
| 3427 | 2020.03.23 02:10 | buy | 1714 | 0.01 | 110.506 | 109.986 | 111.006 | ||
| 3428 | 2020.03.23 02:35 | buy | 1715 | 0.02 | 110.413 | 109.893 | 110.493 | ||
| 3429 | 2020.03.23 02:37 | t/p | 1715 | 0.02 | 110.493 | 109.893 | 110.493 | 160.00 | 666402.06 |
| 3430 | 2020.03.23 02:43 | close | 1714 | 0.01 | 110.667 | 109.986 | 111.006 | 161.00 | 666563.06 |
| 3431 | 2020.03.23 03:45 | buy | 1716 | 0.01 | 110.266 | 109.746 | 110.766 | ||
| 3432 | 2020.03.23 04:30 | buy | 1717 | 0.02 | 110.208 | 109.688 | 110.288 | ||
| 3433 | 2020.03.23 04:35 | buy | 1718 | 0.04 | 110.095 | 109.575 | 110.295 | ||
| 3434 | 2020.03.23 04:45 | buy | 1719 | 0.08 | 110.037 | 109.517 | 110.437 | ||
| 3435 | 2020.03.23 05:19 | close | 1716 | 0.01 | 110.204 | 109.746 | 110.766 | -62.00 | 666501.06 |
| 3436 | 2020.03.23 05:19 | close | 1717 | 0.02 | 110.204 | 109.688 | 110.288 | -8.00 | 666493.06 |
| 3437 | 2020.03.23 05:19 | close | 1718 | 0.04 | 110.204 | 109.575 | 110.295 | 436.00 | 666929.06 |
| 3438 | 2020.03.23 05:19 | close | 1719 | 0.08 | 110.204 | 109.517 | 110.437 | 1336.00 | 668265.06 |
| 3439 | 2020.03.23 07:00 | buy | 1720 | 0.01 | 110.087 | 109.567 | 110.587 | ||
| 3440 | 2020.03.23 07:15 | buy | 1721 | 0.02 | 109.989 | 109.469 | 110.069 | ||
| 3441 | 2020.03.23 07:30 | buy | 1722 | 0.04 | 109.837 | 109.317 | 110.037 | ||
| 3442 | 2020.03.23 08:30 | buy | 1723 | 0.08 | 109.697 | 109.177 | 110.097 | ||
| 3443 | 2020.03.23 08:48 | close | 1720 | 0.01 | 109.913 | 109.567 | 110.587 | -174.00 | 668091.06 |
| 3444 | 2020.03.23 08:48 | close | 1721 | 0.02 | 109.913 | 109.469 | 110.069 | -152.00 | 667939.06 |
| 3445 | 2020.03.23 08:48 | close | 1722 | 0.04 | 109.913 | 109.317 | 110.037 | 304.00 | 668243.06 |
| 3446 | 2020.03.23 08:48 | close | 1723 | 0.08 | 109.913 | 109.177 | 110.097 | 1728.00 | 669971.06 |
| 3447 | 2020.03.24 23:00 | buy | 1724 | 0.01 | 111.213 | 110.693 | 111.713 | ||
| 3448 | 2020.03.24 23:09 | close | 1724 | 0.01 | 111.374 | 110.693 | 111.713 | 161.00 | 670132.06 |
| 3449 | 2020.03.24 23:15 | buy | 1725 | 0.01 | 111.398 | 110.878 | 111.898 | ||
| 3450 | 2020.03.24 23:20 | buy | 1726 | 0.02 | 111.290 | 110.770 | 111.370 | ||