Strategy Tester Report
Trust_ETH_ZigZag_Trader
BTC-eExchange-ECN Demo Server (Build 1010)

通貨ペアETHJPY (Ethereum vs Japanese Yen)
期間5分足(M5) 2016.10.07 23:20 - 2016.12.14 23:55 (2016.01.08 - 2016.12.15)
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)
テストバー数18351モデルティック数3438896モデリング品質89.51%
不整合チャートエラー2
初期証拠金500.00スプレッド現在値 (2233)
純益65.69総利益66.24総損失-0.55
プロフィットファクタ119.94期待利得0.64
絶対ドローダウン114.51最大ドローダウン280.31 (34.78%)相対ドローダウン34.78% (280.31)
総取引数102売りポジション(勝率%)101 (99.01%)買いポジション(勝率%)1 (0.00%)
勝率(%)100 (98.04%)負率 (%)2 (1.96%)
最大勝トレード2.54敗トレード-0.30
平均勝トレード0.66敗トレード-0.28
最大連勝(金額)100 (66.24)連敗(金額)2 (-0.55)
最大連勝(トレード数)66.24 (100)連敗(トレード数)-0.55 (2)
平均連勝100連敗2
Graph
#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
12016.10.08 00:10sell11.001289.891789.890.00
22016.10.10 16:56sell21.001190.050.000.00
32016.10.25 19:17sell31.001169.980.000.00
42016.10.25 19:17sell41.001155.340.000.00
52016.10.25 19:17sell51.001146.470.000.00
62016.10.28 22:37sell61.001137.510.000.00
72016.10.28 22:46sell71.001131.680.000.00
82016.10.29 05:02sell81.001125.310.000.00
92016.10.29 05:22sell91.001120.660.000.00
102016.10.29 12:55sell101.001116.340.000.00
112016.10.29 12:58sell111.001112.180.000.00
122016.10.29 13:03sell121.001108.460.000.00
132016.10.29 13:04sell131.001103.830.000.00
142016.10.29 13:09sell141.001102.170.000.00
152016.10.29 13:16sell151.001099.280.000.00
162016.10.29 13:30sell161.001095.830.000.00
172016.10.29 13:31sell171.001093.850.000.00
182016.10.29 14:06sell181.001089.700.000.00
192016.10.29 16:05sell191.001088.530.000.00
202016.10.29 16:08sell201.001084.320.000.00
212016.10.29 16:08sell211.001084.270.000.00
222016.10.29 16:09sell221.001082.960.000.00
232016.10.29 16:09sell231.001080.760.000.00
242016.10.29 16:10sell241.001078.440.000.00
252016.10.29 16:10sell251.001077.170.000.00
262016.10.29 16:10sell261.001075.910.000.00
272016.10.29 16:10sell271.001074.330.000.00
282016.10.29 16:10sell281.001073.060.000.00
292016.10.29 16:10sell291.001070.850.000.00
302016.10.29 16:10sell301.001069.270.000.00
312016.10.29 16:11sell311.001069.020.000.00
322016.10.29 16:15sell321.001067.160.000.00
332016.10.29 16:15sell331.001066.250.000.00
342016.10.29 16:15sell341.001064.790.000.00
352016.10.29 16:15sell351.001063.510.000.00
362016.10.29 16:15sell361.001062.590.000.00
372016.10.29 16:17sell371.001061.650.000.00
382016.10.29 16:17sell381.001060.490.000.00
392016.10.29 16:39sell391.001057.900.000.00
402016.10.29 16:39sell401.001057.720.000.00
412016.10.29 16:39sell411.001057.400.000.00
422016.10.29 16:40sell421.001055.920.000.00
432016.10.29 16:40sell431.001055.550.000.00
442016.10.29 16:40sell441.001054.810.000.00
452016.10.29 16:41sell451.001053.330.000.00
462016.10.29 16:41sell461.001052.930.000.00
472016.10.29 16:43sell471.001052.150.000.00
482016.10.29 16:44sell481.001051.180.000.00
492016.10.29 16:46sell491.001050.090.000.00
502016.10.29 16:46sell501.001049.270.000.00
512016.10.29 16:47sell511.001048.180.000.00
522016.10.29 16:47sell521.001048.090.000.00
532016.10.29 16:49sell531.001047.040.000.00
542016.10.29 16:50sell541.001043.460.000.00
552016.10.29 16:51sell551.001043.110.000.00
562016.10.29 16:51sell561.001042.900.000.00
572016.10.29 16:51sell571.001042.690.000.00
582016.10.29 16:51sell581.001042.470.000.00
592016.10.29 16:51sell591.001042.260.000.00
602016.10.29 16:52sell601.001042.050.000.00
612016.10.29 16:54sell611.001038.640.000.00
622016.10.29 16:54sell621.001038.460.000.00
632016.10.29 16:54sell631.001038.270.000.00
642016.10.29 16:54sell641.001038.090.000.00
652016.10.29 16:54sell651.001037.900.000.00
662016.10.29 16:54sell661.001037.720.000.00
672016.10.29 16:55sell671.001037.720.000.00
682016.10.29 16:56sell681.001037.220.000.00
692016.10.29 17:00sell691.001035.840.000.00
702016.10.29 17:00sell701.001035.000.000.00
712016.10.29 17:00sell711.001034.170.000.00
722016.10.29 17:00sell721.001033.330.000.00
732016.10.29 17:00sell731.001033.540.000.00
742016.10.29 17:00sell741.001033.750.000.00
752016.10.29 17:00sell751.001032.500.000.00
762016.10.29 17:00sell761.001031.670.000.00
772016.10.29 17:00sell771.001030.830.000.00
782016.10.29 17:00sell781.001031.040.000.00
792016.10.29 17:00sell791.001031.250.000.00
802016.10.29 17:00sell801.001030.620.000.00
812016.10.29 17:00sell811.001029.580.000.00
822016.10.29 17:00sell821.001028.530.000.00
832016.10.29 17:01sell831.001027.490.000.00
842016.10.29 17:01sell841.001026.320.000.00
852016.10.29 17:01sell851.001026.610.000.00
862016.10.29 17:01sell861.001026.030.000.00
872016.10.29 17:01sell871.001025.440.000.00
882016.10.29 17:01sell881.001025.730.000.00
892016.10.29 17:01sell891.001025.000.000.00
902016.10.29 17:01sell901.001024.270.000.00
912016.10.29 17:01sell911.001024.860.000.00
922016.10.29 17:01sell921.001024.710.000.00
932016.10.29 17:01sell931.001024.560.000.00
942016.10.29 17:02sell941.001023.250.000.00
952016.10.29 17:02sell951.001023.250.000.00
962016.10.29 17:03sell961.001021.950.000.00
972016.10.29 17:03sell971.001020.980.000.00
982016.10.29 17:03sell981.001020.010.000.00
992016.10.29 17:04sell991.001020.530.000.00
1002016.10.29 17:04sell1001.001020.010.000.00
1012016.12.13 11:33close1001.00964.890.000.000.32500.32
1022016.12.13 11:33close991.00964.890.000.000.32500.64
1032016.12.13 11:33close981.00964.890.000.000.32500.96
1042016.12.13 11:33close971.00964.890.000.000.33501.29
1052016.12.13 11:33close961.00964.890.000.000.33501.63
1062016.12.13 11:33close951.00964.890.000.000.34501.97
1072016.12.13 11:33close941.00964.890.000.000.34502.31
1082016.12.13 11:33close931.00964.890.000.000.36502.67
1092016.12.13 11:33close921.00964.890.000.000.36503.03
1102016.12.13 11:33close911.00964.890.000.000.36503.39
1112016.12.13 11:33close901.00964.890.000.000.35503.74
1122016.12.13 11:33close891.00964.890.000.000.36504.10
1132016.12.13 11:33close881.00964.890.000.000.37504.47
1142016.12.13 11:33close871.00964.890.000.000.36504.83
1152016.12.13 11:33close861.00964.890.000.000.37505.21
1162016.12.13 11:33close851.00964.890.000.000.37505.58
1172016.12.13 11:33close841.00964.890.000.000.37505.95
1182016.12.13 11:33close831.00964.890.000.000.38506.33
1192016.12.13 11:33close821.00964.890.000.000.39506.72
1202016.12.13 11:33close811.00964.890.000.000.40507.12
1212016.12.13 11:33close801.00964.890.000.000.41507.53
1222016.12.13 11:33close791.00964.890.000.000.41507.94
1232016.12.13 11:33close781.00964.890.000.000.41508.35
1242016.12.13 11:33close771.00964.890.000.000.41508.76
1252016.12.13 11:33close761.00964.890.000.000.42509.19
1262016.12.13 11:33close751.00964.890.000.000.42509.61
1272016.12.13 11:33close741.00964.890.000.000.43510.04
1282016.12.13 11:33close731.00964.890.000.000.43510.47
1292016.12.13 11:33close721.00964.890.000.000.43510.90
1302016.12.13 11:33close711.00964.890.000.000.44511.34
1312016.12.13 11:33close701.00964.890.000.000.44511.78
1322016.12.13 11:33close691.00964.890.000.000.45512.23
1332016.12.13 11:33close681.00964.890.000.000.46512.69
1342016.12.13 11:33close671.00964.890.000.000.47513.16
1352016.12.13 11:33close661.00964.890.000.000.47513.64
1362016.12.13 11:33close651.00964.890.000.000.47514.11
1372016.12.13 11:33close641.00964.890.000.000.47514.58
1382016.12.13 11:33close631.00964.890.000.000.47515.05
1392016.12.13 11:33close621.00964.890.000.000.47515.52
1402016.12.13 11:33close611.00964.890.000.000.48516.00
1412016.12.13 11:33close601.00964.890.000.000.50516.50
1422016.12.13 11:33close591.00964.890.000.000.51517.01
1432016.12.13 11:33close581.00964.890.000.000.51517.52
1442016.12.13 11:33close571.00964.890.000.000.51518.03
1452016.12.13 11:33close561.00964.890.000.000.51518.55
1462016.12.13 11:33close551.00964.890.000.000.51519.06
1472016.12.13 11:33close541.00964.890.000.000.52519.58
1482016.12.13 11:33close531.00964.890.000.000.55520.13
1492016.12.13 11:33close521.00964.890.000.000.56520.69
1502016.12.13 11:33close511.00964.890.000.000.56521.25
1512016.12.13 11:33close501.00964.890.000.000.57521.82
1522016.12.13 11:33close491.00964.890.000.000.57522.39
1532016.12.13 11:33close481.00964.890.000.000.58522.97
1542016.12.13 11:33close471.00964.890.000.000.59523.56
1552016.12.13 11:33close461.00964.890.000.000.60524.17
1562016.12.13 11:33close451.00964.890.000.000.60524.77
1572016.12.13 11:33close441.00964.890.000.000.61525.38
1582016.12.13 11:33close431.00964.890.000.000.62526.00
1592016.12.13 11:33close421.00964.890.000.000.62526.62
1602016.12.13 11:33close411.00964.890.000.000.63527.25
1612016.12.13 11:33close401.00964.890.000.000.64527.89
1622016.12.13 11:33close391.00964.890.000.000.64528.53
1632016.12.13 11:33close381.00964.890.000.000.66529.19
1642016.12.13 11:33close371.00964.890.000.000.66529.85
1652016.12.13 11:33close361.00964.890.000.000.67530.53
1662016.12.13 11:33close351.00964.890.000.000.68531.21
1672016.12.13 11:33close341.00964.890.000.000.69531.90
1682016.12.13 11:33close331.00964.890.000.000.70532.60
1692016.12.13 11:33close321.00964.890.000.000.71533.31
1702016.12.13 11:33close311.00964.890.000.000.72534.03
1712016.12.13 11:33close301.00964.890.000.000.73534.76
1722016.12.13 11:33close291.00964.890.000.000.74535.50
1732016.12.13 11:33close281.00964.890.000.000.76536.26
1742016.12.13 11:33close271.00964.890.000.000.77537.03
1752016.12.13 11:33close261.00964.890.000.000.78537.82
1762016.12.13 11:33close251.00964.890.000.000.79538.61
1772016.12.13 11:33close241.00964.890.000.000.80539.41
1782016.12.13 11:33close231.00964.890.000.000.82540.23
1792016.12.13 11:33close221.00964.890.000.000.84541.07
1802016.12.13 11:33close211.00964.890.000.000.85541.92
1812016.12.13 11:33close201.00964.890.000.000.85542.77
1822016.12.13 11:33close191.00964.890.000.000.89543.66
1832016.12.13 11:33close181.00964.890.000.000.90544.56
1842016.12.13 11:33close171.00964.890.000.000.93545.49
1852016.12.13 11:33close161.00964.890.000.000.95546.45
1862016.12.13 11:33close151.00964.890.000.000.98547.43
1872016.12.13 11:33close141.00964.890.000.001.00548.43
1882016.12.13 11:33close131.00964.890.000.001.02549.45
1892016.12.13 11:33close121.00964.890.000.001.06550.51
1902016.12.13 11:33close111.00964.890.000.001.09551.60
1912016.12.13 11:33close101.00964.890.000.001.12552.72
1922016.12.13 11:33close91.00964.890.000.001.16553.88
1932016.12.13 11:33close81.00964.890.000.001.20555.08
1942016.12.13 11:33close71.00964.890.000.001.25556.33
1952016.12.13 11:33close61.00964.890.000.001.30557.64
1962016.12.13 11:33close51.00964.890.000.001.37559.00
1972016.12.13 11:33close41.00964.890.000.001.44560.44
1982016.12.13 11:33close31.00964.890.000.001.57562.01
1992016.12.13 11:33close21.00964.890.000.001.69563.70
2002016.12.13 11:33close11.00964.891789.890.002.54566.24
2012016.12.13 11:33buy1011.00964.890.000.00
2022016.12.13 15:35close1011.00940.390.000.00-0.25565.99
2032016.12.13 15:35sell1021.00940.391440.390.00
2042016.12.14 23:59close at stop1021.00971.411440.390.00-0.30565.69