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 |
| 301 | 2015.05.28 10:00 | buy | 151 | 0.01 | 123.687 | 123.167 | 124.187 | ||
| 302 | 2015.05.28 11:21 | close | 151 | 0.01 | 123.849 | 123.167 | 124.187 | 162.00 | 493869.94 |
| 303 | 2015.05.28 20:00 | buy | 152 | 0.01 | 123.840 | 123.320 | 124.340 | ||
| 304 | 2015.05.28 20:20 | buy | 153 | 0.02 | 123.750 | 123.230 | 123.830 | ||
| 305 | 2015.05.28 20:25 | buy | 154 | 0.04 | 123.705 | 123.185 | 123.905 | ||
| 306 | 2015.05.28 21:07 | t/p | 153 | 0.02 | 123.830 | 123.230 | 123.830 | 160.00 | 494029.94 |
| 307 | 2015.05.28 21:09 | close | 152 | 0.01 | 123.863 | 123.320 | 124.340 | 23.00 | 494052.94 |
| 308 | 2015.05.28 21:09 | close | 154 | 0.04 | 123.863 | 123.185 | 123.905 | 632.00 | 494684.94 |
| 309 | 2015.05.29 05:15 | buy | 155 | 0.01 | 123.615 | 123.095 | 124.115 | ||
| 310 | 2015.05.29 08:09 | close | 155 | 0.01 | 123.776 | 123.095 | 124.115 | 161.00 | 494845.94 |
| 311 | 2015.06.03 03:30 | sell | 156 | 0.01 | 124.141 | 124.661 | 123.641 | ||
| 312 | 2015.06.03 03:45 | sell | 157 | 0.02 | 124.191 | 124.711 | 124.061 | ||
| 313 | 2015.06.03 04:33 | t/p | 157 | 0.02 | 124.061 | 124.711 | 124.061 | 260.00 | 495105.94 |
| 314 | 2015.06.03 04:33 | close | 156 | 0.01 | 124.021 | 124.661 | 123.641 | 120.00 | 495225.94 |
| 315 | 2015.06.08 03:30 | buy | 158 | 0.01 | 125.550 | 125.030 | 126.050 | ||
| 316 | 2015.06.08 03:55 | buy | 159 | 0.02 | 125.502 | 124.982 | 125.582 | ||
| 317 | 2015.06.08 03:59 | t/p | 159 | 0.02 | 125.582 | 124.982 | 125.582 | 160.00 | 495385.94 |
| 318 | 2015.06.08 04:30 | buy | 160 | 0.02 | 125.477 | 124.957 | 125.557 | ||
| 319 | 2015.06.08 04:45 | buy | 161 | 0.04 | 125.406 | 124.886 | 125.606 | ||
| 320 | 2015.06.08 05:15 | buy | 162 | 0.08 | 125.316 | 124.796 | 125.716 | ||
| 321 | 2015.06.08 08:43 | close | 158 | 0.01 | 125.492 | 125.030 | 126.050 | -58.00 | 495327.94 |
| 322 | 2015.06.08 08:43 | close | 160 | 0.02 | 125.492 | 124.957 | 125.557 | 30.00 | 495357.94 |
| 323 | 2015.06.08 08:43 | close | 161 | 0.04 | 125.492 | 124.886 | 125.606 | 344.00 | 495701.94 |
| 324 | 2015.06.08 08:43 | close | 162 | 0.08 | 125.492 | 124.796 | 125.716 | 1408.00 | 497109.94 |
| 325 | 2015.06.09 02:15 | sell | 163 | 0.01 | 124.585 | 125.105 | 124.085 | ||
| 326 | 2015.06.09 03:15 | sell | 164 | 0.02 | 124.685 | 125.205 | 124.555 | ||
| 327 | 2015.06.09 04:10 | t/p | 164 | 0.02 | 124.555 | 125.205 | 124.555 | 260.00 | 497369.94 |
| 328 | 2015.06.09 04:42 | close | 163 | 0.01 | 124.464 | 125.105 | 124.085 | 121.00 | 497490.94 |
| 329 | 2015.06.09 10:45 | sell | 165 | 0.01 | 124.577 | 125.097 | 124.077 | ||
| 330 | 2015.06.09 11:23 | close | 165 | 0.01 | 124.456 | 125.097 | 124.077 | 121.00 | 497611.94 |
| 331 | 2015.06.09 16:00 | sell | 166 | 0.01 | 124.291 | 124.811 | 123.791 | ||
| 332 | 2015.06.09 16:09 | close | 166 | 0.01 | 124.170 | 124.811 | 123.791 | 121.00 | 497732.94 |
| 333 | 2015.06.09 16:10 | sell | 167 | 0.01 | 124.163 | 124.683 | 123.663 | ||
| 334 | 2015.06.09 17:15 | sell | 168 | 0.02 | 124.409 | 124.929 | 124.279 | ||
| 335 | 2015.06.09 18:44 | t/p | 168 | 0.02 | 124.279 | 124.929 | 124.279 | 260.00 | 497992.94 |
| 336 | 2015.06.10 07:15 | close | 167 | 0.01 | 124.042 | 124.683 | 123.663 | 121.00 | 498113.94 |
| 337 | 2015.06.18 16:15 | sell | 169 | 0.01 | 122.664 | 123.184 | 122.164 | ||
| 338 | 2015.06.18 16:20 | sell | 170 | 0.02 | 122.709 | 123.229 | 122.579 | ||
| 339 | 2015.06.18 17:15 | sell | 171 | 0.04 | 122.859 | 123.379 | 122.659 | ||
| 340 | 2015.06.18 17:30 | sell | 172 | 0.08 | 122.988 | 123.508 | 122.588 | ||
| 341 | 2015.06.18 17:45 | sell | 173 | 0.16 | 123.036 | 123.556 | 122.236 | ||
| 342 | 2015.06.18 18:06 | close | 169 | 0.01 | 122.925 | 123.184 | 122.164 | -261.00 | 497852.94 |
| 343 | 2015.06.18 18:06 | close | 170 | 0.02 | 122.925 | 123.229 | 122.579 | -432.00 | 497420.94 |
| 344 | 2015.06.18 18:06 | close | 171 | 0.04 | 122.925 | 123.379 | 122.659 | -264.00 | 497156.94 |
| 345 | 2015.06.18 18:06 | close | 172 | 0.08 | 122.925 | 123.508 | 122.588 | 504.00 | 497660.94 |
| 346 | 2015.06.18 18:06 | close | 173 | 0.16 | 122.925 | 123.556 | 122.236 | 1776.00 | 499436.94 |
| 347 | 2015.06.18 18:10 | sell | 174 | 0.01 | 122.907 | 123.427 | 122.407 | ||
| 348 | 2015.06.18 19:45 | sell | 175 | 0.02 | 123.085 | 123.605 | 122.955 | ||
| 349 | 2015.06.18 22:23 | t/p | 175 | 0.02 | 122.955 | 123.605 | 122.955 | 260.00 | 499696.94 |
| 350 | 2015.06.19 16:23 | close | 174 | 0.01 | 122.786 | 123.427 | 122.407 | 121.00 | 499817.94 |
| 351 | 2015.06.23 18:45 | buy | 176 | 0.01 | 123.708 | 123.188 | 124.208 | ||
| 352 | 2015.06.23 19:41 | close | 176 | 0.01 | 123.869 | 123.188 | 124.208 | 161.00 | 499978.94 |
| 353 | 2015.06.25 15:45 | sell | 177 | 0.01 | 123.610 | 124.130 | 123.110 | ||
| 354 | 2015.06.25 16:38 | close | 177 | 0.01 | 123.489 | 124.130 | 123.110 | 121.00 | 500099.94 |
| 355 | 2015.06.26 09:30 | sell | 178 | 0.01 | 123.396 | 123.916 | 122.896 | ||
| 356 | 2015.06.26 09:45 | sell | 179 | 0.02 | 123.463 | 123.983 | 123.333 | ||
| 357 | 2015.06.26 14:45 | sell | 180 | 0.04 | 123.561 | 124.081 | 123.361 | ||
| 358 | 2015.06.26 15:00 | sell | 181 | 0.08 | 123.612 | 124.132 | 123.212 | ||
| 359 | 2015.06.26 15:15 | sell | 182 | 0.16 | 123.699 | 124.219 | 122.899 | ||
| 360 | 2015.06.26 16:18 | s/l | 178 | 0.01 | 123.916 | 123.916 | 122.896 | -520.00 | 499579.94 |
| 361 | 2015.06.26 18:00 | s/l | 179 | 0.02 | 123.983 | 123.983 | 123.333 | -1040.00 | 498539.94 |
| 362 | 2015.06.29 00:05 | t/p | 180 | 0.04 | 123.361 | 124.081 | 123.361 | 800.00 | 499339.94 |
| 363 | 2015.06.29 00:05 | t/p | 181 | 0.08 | 123.212 | 124.132 | 123.212 | 3200.00 | 502539.94 |
| 364 | 2015.06.29 00:05 | t/p | 182 | 0.16 | 122.899 | 124.219 | 122.899 | 12800.00 | 515339.94 |
| 365 | 2015.07.06 04:30 | sell | 183 | 0.01 | 122.679 | 123.199 | 122.179 | ||
| 366 | 2015.07.06 05:27 | close | 183 | 0.01 | 122.558 | 123.199 | 122.179 | 121.00 | 515460.94 |
| 367 | 2015.07.09 02:15 | sell | 184 | 0.01 | 120.769 | 121.289 | 120.269 | ||
| 368 | 2015.07.09 03:00 | sell | 185 | 0.02 | 120.885 | 121.405 | 120.755 | ||
| 369 | 2015.07.09 03:15 | t/p | 185 | 0.02 | 120.755 | 121.405 | 120.755 | 260.00 | 515720.94 |
| 370 | 2015.07.09 03:31 | close | 184 | 0.01 | 120.649 | 121.289 | 120.269 | 120.00 | 515840.94 |
| 371 | 2015.07.09 04:15 | sell | 186 | 0.01 | 120.846 | 121.366 | 120.346 | ||
| 372 | 2015.07.09 05:00 | sell | 187 | 0.02 | 120.961 | 121.481 | 120.831 | ||
| 373 | 2015.07.09 05:15 | sell | 188 | 0.04 | 121.218 | 121.738 | 121.018 | ||
| 374 | 2015.07.09 05:47 | t/p | 188 | 0.04 | 121.018 | 121.738 | 121.018 | 800.00 | 516640.94 |
| 375 | 2015.07.09 08:00 | sell | 189 | 0.04 | 121.338 | 121.858 | 121.138 | ||
| 376 | 2015.07.09 08:01 | s/l | 186 | 0.01 | 121.366 | 121.366 | 120.346 | -520.00 | 516120.94 |
| 377 | 2015.07.09 08:15 | sell | 190 | 0.07 | 121.417 | 121.937 | 121.217 | ||
| 378 | 2015.07.09 08:41 | s/l | 187 | 0.02 | 121.481 | 121.481 | 120.831 | -1040.00 | 515080.94 |
| 379 | 2015.07.09 08:45 | sell | 191 | 0.12 | 121.488 | 122.008 | 121.288 | ||
| 380 | 2015.07.09 09:37 | close | 189 | 0.04 | 121.383 | 121.858 | 121.138 | -180.00 | 514900.94 |
| 381 | 2015.07.09 09:37 | close | 190 | 0.07 | 121.383 | 121.937 | 121.217 | 238.00 | 515138.94 |
| 382 | 2015.07.09 09:37 | close | 191 | 0.12 | 121.383 | 122.008 | 121.288 | 1260.00 | 516398.94 |
| 383 | 2015.07.09 14:15 | sell | 192 | 0.01 | 121.481 | 122.001 | 120.981 | ||
| 384 | 2015.07.09 15:30 | close | 192 | 0.01 | 121.360 | 122.001 | 120.981 | 121.00 | 516519.94 |
| 385 | 2015.07.13 19:45 | buy | 193 | 0.01 | 123.369 | 122.849 | 123.869 | ||
| 386 | 2015.07.14 01:50 | close | 193 | 0.01 | 123.530 | 122.849 | 123.869 | 164.26 | 516684.20 |
| 387 | 2015.07.14 05:45 | buy | 194 | 0.01 | 123.449 | 122.929 | 123.949 | ||
| 388 | 2015.07.14 15:41 | s/l | 194 | 0.01 | 122.929 | 122.929 | 123.949 | -520.00 | 516164.20 |
| 389 | 2015.07.15 20:45 | buy | 195 | 0.01 | 123.806 | 123.286 | 124.306 | ||
| 390 | 2015.07.15 21:45 | buy | 196 | 0.02 | 123.710 | 123.190 | 123.790 | ||
| 391 | 2015.07.15 22:37 | t/p | 196 | 0.02 | 123.790 | 123.190 | 123.790 | 160.00 | 516324.20 |
| 392 | 2015.07.16 13:00 | close | 195 | 0.01 | 123.968 | 123.286 | 124.306 | 171.78 | 516495.98 |
| 393 | 2015.07.17 05:15 | buy | 197 | 0.01 | 124.138 | 123.618 | 124.638 | ||
| 394 | 2015.07.17 06:00 | buy | 198 | 0.02 | 124.087 | 123.567 | 124.167 | ||
| 395 | 2015.07.17 08:15 | buy | 199 | 0.04 | 124.013 | 123.493 | 124.213 | ||
| 396 | 2015.07.17 10:15 | buy | 200 | 0.08 | 123.973 | 123.453 | 124.373 | ||
| 397 | 2015.07.17 12:27 | close | 197 | 0.01 | 124.124 | 123.618 | 124.638 | -14.00 | 516481.98 |
| 398 | 2015.07.17 12:27 | close | 198 | 0.02 | 124.124 | 123.567 | 124.167 | 74.00 | 516555.98 |
| 399 | 2015.07.17 12:27 | close | 199 | 0.04 | 124.124 | 123.493 | 124.213 | 444.00 | 516999.98 |
| 400 | 2015.07.17 12:27 | close | 200 | 0.08 | 124.124 | 123.453 | 124.373 | 1208.00 | 518207.98 |
| 401 | 2015.07.21 00:15 | buy | 201 | 0.01 | 124.305 | 123.785 | 124.805 | ||
| 402 | 2015.07.21 08:36 | close | 201 | 0.01 | 124.466 | 123.785 | 124.805 | 161.00 | 518368.98 |
| 403 | 2015.07.21 11:15 | buy | 202 | 0.01 | 124.338 | 123.818 | 124.838 | ||
| 404 | 2015.07.21 17:50 | s/l | 202 | 0.01 | 123.818 | 123.818 | 124.838 | -520.00 | 517848.98 |
| 405 | 2015.07.22 10:30 | sell | 203 | 0.01 | 123.749 | 124.269 | 123.249 | ||
| 406 | 2015.07.22 13:30 | sell | 204 | 0.02 | 123.829 | 124.349 | 123.699 | ||
| 407 | 2015.07.22 16:15 | sell | 205 | 0.04 | 123.932 | 124.452 | 123.732 | ||
| 408 | 2015.07.23 10:31 | t/p | 205 | 0.04 | 123.732 | 124.452 | 123.732 | 800.00 | 518648.98 |
| 409 | 2015.07.23 10:36 | t/p | 204 | 0.02 | 123.699 | 124.349 | 123.699 | 260.00 | 518908.98 |
| 410 | 2015.07.24 18:13 | close | 203 | 0.01 | 123.628 | 124.269 | 123.249 | 121.00 | 519029.98 |
| 411 | 2015.07.27 12:15 | sell | 206 | 0.01 | 123.494 | 124.014 | 122.994 | ||
| 412 | 2015.07.27 12:50 | close | 206 | 0.01 | 123.373 | 124.014 | 122.994 | 121.00 | 519150.98 |
| 413 | 2015.07.27 19:00 | sell | 207 | 0.01 | 123.241 | 123.761 | 122.741 | ||
| 414 | 2015.07.27 20:21 | close | 207 | 0.01 | 123.120 | 123.761 | 122.741 | 121.00 | 519271.98 |
| 415 | 2015.07.27 22:30 | sell | 208 | 0.01 | 123.236 | 123.756 | 122.736 | ||
| 416 | 2015.07.28 02:15 | sell | 209 | 0.02 | 123.294 | 123.814 | 123.164 | ||
| 417 | 2015.07.28 03:56 | t/p | 209 | 0.02 | 123.164 | 123.814 | 123.164 | 260.00 | 519531.98 |
| 418 | 2015.07.28 04:00 | close | 208 | 0.01 | 123.116 | 123.756 | 122.736 | 120.00 | 519651.98 |
| 419 | 2015.07.30 02:45 | buy | 210 | 0.01 | 123.900 | 123.380 | 124.400 | ||
| 420 | 2015.07.30 03:10 | close | 210 | 0.01 | 124.061 | 123.380 | 124.400 | 161.00 | 519812.98 |
| 421 | 2015.07.30 08:30 | buy | 211 | 0.01 | 124.097 | 123.577 | 124.597 | ||
| 422 | 2015.07.30 12:50 | close | 211 | 0.01 | 124.258 | 123.577 | 124.597 | 161.00 | 519973.98 |
| 423 | 2015.07.30 21:00 | buy | 212 | 0.01 | 124.268 | 123.748 | 124.768 | ||
| 424 | 2015.07.30 22:15 | buy | 213 | 0.02 | 124.118 | 123.598 | 124.198 | ||
| 425 | 2015.07.31 00:54 | t/p | 213 | 0.02 | 124.198 | 123.598 | 124.198 | 166.52 | 520140.50 |
| 426 | 2015.07.31 15:39 | s/l | 212 | 0.01 | 123.748 | 123.748 | 124.768 | -516.74 | 519623.76 |
| 427 | 2015.08.12 02:45 | buy | 214 | 0.01 | 125.051 | 124.531 | 125.551 | ||
| 428 | 2015.08.12 04:31 | close | 214 | 0.01 | 125.212 | 124.531 | 125.551 | 161.00 | 519784.76 |
| 429 | 2015.08.12 08:30 | buy | 215 | 0.01 | 125.089 | 124.569 | 125.589 | ||
| 430 | 2015.08.12 10:22 | s/l | 215 | 0.01 | 124.569 | 124.569 | 125.589 | -520.00 | 519264.76 |
| 431 | 2015.08.14 16:30 | sell | 216 | 0.01 | 124.352 | 124.872 | 123.852 | ||
| 432 | 2015.08.14 17:06 | close | 216 | 0.01 | 124.232 | 124.872 | 123.852 | 120.00 | 519384.76 |
| 433 | 2015.08.17 03:15 | sell | 217 | 0.01 | 124.420 | 124.940 | 123.920 | ||
| 434 | 2015.08.17 10:15 | sell | 218 | 0.02 | 124.490 | 125.010 | 124.360 | ||
| 435 | 2015.08.17 15:32 | t/p | 218 | 0.02 | 124.360 | 125.010 | 124.360 | 260.00 | 519644.76 |
| 436 | 2015.08.17 15:37 | close | 217 | 0.01 | 124.299 | 124.940 | 123.920 | 121.00 | 519765.76 |
| 437 | 2015.08.19 12:30 | sell | 219 | 0.01 | 124.334 | 124.854 | 123.834 | ||
| 438 | 2015.08.19 15:30 | close | 219 | 0.01 | 124.212 | 124.854 | 123.834 | 122.00 | 519887.76 |
| 439 | 2015.08.21 03:15 | sell | 220 | 0.01 | 123.363 | 123.883 | 122.863 | ||
| 440 | 2015.08.21 03:25 | sell | 221 | 0.02 | 123.431 | 123.951 | 123.301 | ||
| 441 | 2015.08.21 04:45 | t/p | 221 | 0.02 | 123.301 | 123.951 | 123.301 | 260.00 | 520147.76 |
| 442 | 2015.08.21 04:47 | close | 220 | 0.01 | 123.242 | 123.883 | 122.863 | 121.00 | 520268.76 |
| 443 | 2015.08.21 12:45 | sell | 222 | 0.01 | 123.063 | 123.583 | 122.563 | ||
| 444 | 2015.08.21 13:17 | close | 222 | 0.01 | 122.942 | 123.583 | 122.563 | 121.00 | 520389.76 |
| 445 | 2015.08.24 20:15 | sell | 223 | 0.01 | 119.354 | 119.874 | 118.854 | ||
| 446 | 2015.08.24 20:24 | close | 223 | 0.01 | 119.233 | 119.874 | 118.854 | 121.00 | 520510.76 |
| 447 | 2015.08.24 20:30 | sell | 224 | 0.01 | 119.203 | 119.723 | 118.703 | ||
| 448 | 2015.08.24 20:32 | close | 224 | 0.01 | 119.082 | 119.723 | 118.703 | 121.00 | 520631.76 |
| 449 | 2015.08.24 20:35 | sell | 225 | 0.01 | 119.007 | 119.527 | 118.507 | ||
| 450 | 2015.08.24 21:06 | close | 225 | 0.01 | 118.886 | 119.527 | 118.507 | 121.00 | 520752.76 |