Strategy Tester Report
Legato_USDJPY_Ver.4.11
| 通貨ペア | USDJPY.pers (US Dollar vs Japanese Yen) | ||||
| 期間 | 5分足(M5) 2005.01.10 10:50 - 2020.11.06 23:49 | ||||
| モデル | 始値のみ (バーの始めにしか動かないEA向け) | ||||
| パラメーター | Magic1=100; MMLots=0.01; UseMM=false; BalancePerLots=50000; Lots=0.1; MAXSpread=5; Close_Spread=true; comment="14157:Legato USDJPY"; BUY_logic=true; SELL_logic=true; Break_Even=true; Weekend_Close=true; End_Time=16; Even_BUY_Point=10; Even_SELL_point=10; BUY_TP1_Point_1=2.4; BUY_SL_Level_1=8; SELL_TP1_Point_1=2.4; SELL_SL_Level_1=8; BUY_TP2_Point=3.8; BUY_SL=25; SELL_TP2_Point=4; SELL_SL=30; Time_Close=true; BUY_CL_Time=10; SELL_CL_Time=14; | ||||
| テストバー数 | 1161588 | モデルティック数 | 2322649 | モデリング品質 | n/a |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 5 | ||
| 純益 | 1141228.00 | 総利益 | 4920312.00 | 総損失 | -3779084.00 |
| プロフィットファクタ | 1.30 | 期待利得 | 341.38 | ||
| 絶対ドローダウン | 22842.00 | 最大ドローダウン | 54058.00 (3.09%) | 相対ドローダウン | 4.73% (49321.00) |
| 総取引数 | 3343 | 売りポジション(勝率%） | 1578 (39.80%) | 買いポジション(勝率%） | 1765 (41.53%) |
| 勝率(%) | 1361 (40.71%) | 負率 (%) | 1982 (59.29%) | ||
| 最大 | 勝トレード | 12000.00 | 敗トレード | -3026.00 | |
| 平均 | 勝トレード | 3615.22 | 敗トレード | -1906.70 | |
| 最大 | 連勝(金額) | 9 (20596.00) | 連敗(金額) | 15 (-33886.00) | |
| 最大 | 連勝(トレード数) | 35909.00 (6) | 連敗(トレード数) | -33886.00 (15) | |
| 平均 | 連勝 | 2 | 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 |
| 2401 | 2008.06.17 12:05 | s/l | 751 | 0.10 | 108.150 | 108.150 | 106.950 | -26.00 | 1317063.00 |
| 2402 | 2008.06.18 00:20 | sell | 752 | 0.10 | 107.910 | 0.000 | 0.000 | ||
| 2403 | 2008.06.18 00:20 | modify | 752 | 0.10 | 107.910 | 108.210 | 106.710 | ||
| 2404 | 2008.06.18 10:55 | s/l | 752 | 0.10 | 108.210 | 108.210 | 106.710 | -3000.00 | 1314063.00 |
| 2405 | 2008.06.18 11:25 | sell | 753 | 0.10 | 108.140 | 0.000 | 0.000 | ||
| 2406 | 2008.06.18 11:25 | modify | 753 | 0.10 | 108.140 | 108.440 | 106.940 | ||
| 2407 | 2008.06.19 00:05 | modify | 753 | 0.10 | 108.140 | 108.140 | 106.940 | ||
| 2408 | 2008.06.19 06:15 | close | 753 | 0.10 | 107.635 | 108.140 | 106.940 | 5024.00 | 1319087.00 |
| 2409 | 2008.06.19 13:10 | sell | 754 | 0.10 | 107.690 | 0.000 | 0.000 | ||
| 2410 | 2008.06.19 13:10 | modify | 754 | 0.10 | 107.690 | 107.990 | 106.490 | ||
| 2411 | 2008.06.19 15:40 | s/l | 754 | 0.10 | 107.990 | 107.990 | 106.490 | -3000.00 | 1316087.00 |
| 2412 | 2008.06.20 12:50 | sell | 755 | 0.10 | 107.720 | 0.000 | 0.000 | ||
| 2413 | 2008.06.20 12:50 | modify | 755 | 0.10 | 107.720 | 108.020 | 106.520 | ||
| 2414 | 2008.06.20 16:00 | close | 755 | 0.10 | 107.505 | 108.020 | 106.520 | 2150.00 | 1318237.00 |
| 2415 | 2008.06.20 16:45 | sell | 756 | 0.10 | 107.490 | 0.000 | 0.000 | ||
| 2416 | 2008.06.20 16:45 | close | 756 | 0.10 | 107.495 | 0.000 | 0.000 | -50.00 | 1318187.00 |
| 2417 | 2008.06.23 18:10 | buy | 757 | 0.10 | 107.945 | 0.000 | 0.000 | ||
| 2418 | 2008.06.23 18:10 | modify | 757 | 0.10 | 107.945 | 107.695 | 108.895 | ||
| 2419 | 2008.06.24 04:15 | close | 757 | 0.10 | 107.960 | 107.695 | 108.895 | 135.00 | 1318322.00 |
| 2420 | 2008.06.24 04:50 | buy | 758 | 0.10 | 108.005 | 0.000 | 0.000 | ||
| 2421 | 2008.06.24 04:50 | modify | 758 | 0.10 | 108.005 | 107.755 | 108.955 | ||
| 2422 | 2008.06.24 14:55 | close | 758 | 0.10 | 107.930 | 107.755 | 108.955 | -750.00 | 1317572.00 |
| 2423 | 2008.06.25 12:35 | buy | 759 | 0.10 | 107.965 | 0.000 | 0.000 | ||
| 2424 | 2008.06.25 12:35 | modify | 759 | 0.10 | 107.965 | 107.715 | 108.915 | ||
| 2425 | 2008.06.25 19:45 | modify | 759 | 0.10 | 107.965 | 107.965 | 108.915 | ||
| 2426 | 2008.06.25 21:15 | s/l | 759 | 0.10 | 107.965 | 107.965 | 108.915 | 0.00 | 1317572.00 |
| 2427 | 2008.07.01 18:35 | sell | 760 | 0.10 | 105.900 | 0.000 | 0.000 | ||
| 2428 | 2008.07.01 18:35 | modify | 760 | 0.10 | 105.900 | 106.200 | 104.700 | ||
| 2429 | 2008.07.01 23:55 | close | 760 | 0.10 | 106.125 | 106.200 | 104.700 | -2250.00 | 1315322.00 |
| 2430 | 2008.07.02 05:10 | buy | 761 | 0.10 | 105.945 | 0.000 | 0.000 | ||
| 2431 | 2008.07.02 05:10 | modify | 761 | 0.10 | 105.945 | 105.695 | 106.895 | ||
| 2432 | 2008.07.02 13:55 | modify | 761 | 0.10 | 105.945 | 105.945 | 106.895 | ||
| 2433 | 2008.07.02 16:15 | s/l | 761 | 0.10 | 105.945 | 105.945 | 106.895 | 0.00 | 1315322.00 |
| 2434 | 2008.07.02 16:35 | buy | 762 | 0.10 | 106.165 | 0.000 | 0.000 | ||
| 2435 | 2008.07.02 16:35 | modify | 762 | 0.10 | 106.165 | 105.915 | 107.115 | ||
| 2436 | 2008.07.02 17:35 | s/l | 762 | 0.10 | 105.915 | 105.915 | 107.115 | -2500.00 | 1312822.00 |
| 2437 | 2008.07.03 15:35 | buy | 763 | 0.10 | 106.345 | 0.000 | 0.000 | ||
| 2438 | 2008.07.03 15:35 | modify | 763 | 0.10 | 106.345 | 106.095 | 107.295 | ||
| 2439 | 2008.07.03 20:40 | modify | 763 | 0.10 | 106.345 | 106.345 | 107.295 | ||
| 2440 | 2008.07.04 08:20 | close | 763 | 0.10 | 106.730 | 106.345 | 107.295 | 3835.00 | 1316657.00 |
| 2441 | 2008.07.04 08:55 | buy | 764 | 0.10 | 106.765 | 0.000 | 0.000 | ||
| 2442 | 2008.07.04 08:55 | modify | 764 | 0.10 | 106.765 | 106.515 | 107.715 | ||
| 2443 | 2008.07.04 16:00 | close | 764 | 0.10 | 106.670 | 106.515 | 107.715 | -950.00 | 1315707.00 |
| 2444 | 2008.07.08 14:35 | sell | 765 | 0.10 | 106.850 | 0.000 | 0.000 | ||
| 2445 | 2008.07.08 14:35 | modify | 765 | 0.10 | 106.850 | 107.150 | 105.650 | ||
| 2446 | 2008.07.08 15:25 | s/l | 765 | 0.10 | 107.150 | 107.150 | 105.650 | -3000.00 | 1312707.00 |
| 2447 | 2008.07.09 20:05 | sell | 766 | 0.10 | 107.070 | 0.000 | 0.000 | ||
| 2448 | 2008.07.09 20:05 | modify | 766 | 0.10 | 107.070 | 107.370 | 105.870 | ||
| 2449 | 2008.07.10 00:30 | modify | 766 | 0.10 | 107.070 | 107.070 | 105.870 | ||
| 2450 | 2008.07.10 10:15 | s/l | 766 | 0.10 | 107.070 | 107.070 | 105.870 | -26.00 | 1312681.00 |
| 2451 | 2008.07.10 11:25 | sell | 767 | 0.10 | 107.090 | 0.000 | 0.000 | ||
| 2452 | 2008.07.10 11:25 | modify | 767 | 0.10 | 107.090 | 107.390 | 105.890 | ||
| 2453 | 2008.07.10 12:35 | s/l | 767 | 0.10 | 107.390 | 107.390 | 105.890 | -3000.00 | 1309681.00 |
| 2454 | 2008.07.14 22:05 | sell | 768 | 0.10 | 106.070 | 0.000 | 0.000 | ||
| 2455 | 2008.07.14 22:05 | modify | 768 | 0.10 | 106.070 | 106.370 | 104.870 | ||
| 2456 | 2008.07.15 11:25 | modify | 768 | 0.10 | 106.070 | 106.070 | 104.870 | ||
| 2457 | 2008.07.15 12:25 | t/p | 768 | 0.10 | 104.870 | 106.070 | 104.870 | 11974.00 | 1321655.00 |
| 2458 | 2008.07.17 04:55 | buy | 769 | 0.10 | 104.825 | 0.000 | 0.000 | ||
| 2459 | 2008.07.17 04:55 | modify | 769 | 0.10 | 104.825 | 104.575 | 105.775 | ||
| 2460 | 2008.07.17 15:00 | close | 769 | 0.10 | 105.600 | 104.575 | 105.775 | 7750.00 | 1329405.00 |
| 2461 | 2008.07.17 17:00 | buy | 770 | 0.10 | 105.715 | 0.000 | 0.000 | ||
| 2462 | 2008.07.17 17:00 | modify | 770 | 0.10 | 105.715 | 105.465 | 106.665 | ||
| 2463 | 2008.07.17 17:10 | s/l | 770 | 0.10 | 105.465 | 105.465 | 106.665 | -2500.00 | 1326905.00 |
| 2464 | 2008.07.21 04:00 | buy | 771 | 0.10 | 106.835 | 0.000 | 0.000 | ||
| 2465 | 2008.07.21 04:00 | modify | 771 | 0.10 | 106.835 | 106.585 | 107.785 | ||
| 2466 | 2008.07.21 10:25 | s/l | 771 | 0.10 | 106.585 | 106.585 | 107.785 | -2500.00 | 1324405.00 |
| 2467 | 2008.07.21 10:45 | buy | 772 | 0.10 | 106.635 | 0.000 | 0.000 | ||
| 2468 | 2008.07.21 10:45 | modify | 772 | 0.10 | 106.635 | 106.385 | 107.585 | ||
| 2469 | 2008.07.21 11:35 | s/l | 772 | 0.10 | 106.385 | 106.385 | 107.585 | -2500.00 | 1321905.00 |
| 2470 | 2008.07.21 11:50 | buy | 773 | 0.10 | 106.525 | 0.000 | 0.000 | ||
| 2471 | 2008.07.21 11:50 | modify | 773 | 0.10 | 106.525 | 106.275 | 107.475 | ||
| 2472 | 2008.07.21 21:55 | close | 773 | 0.10 | 106.730 | 106.275 | 107.475 | 2050.00 | 1323955.00 |
| 2473 | 2008.07.22 17:55 | buy | 774 | 0.10 | 106.885 | 0.000 | 0.000 | ||
| 2474 | 2008.07.22 17:55 | modify | 774 | 0.10 | 106.885 | 106.635 | 107.835 | ||
| 2475 | 2008.07.22 22:45 | modify | 774 | 0.10 | 106.885 | 106.885 | 107.835 | ||
| 2476 | 2008.07.23 11:45 | t/p | 774 | 0.10 | 107.835 | 106.885 | 107.835 | 9485.00 | 1333440.00 |
| 2477 | 2008.07.24 15:00 | sell | 775 | 0.10 | 107.750 | 0.000 | 0.000 | ||
| 2478 | 2008.07.24 15:00 | modify | 775 | 0.10 | 107.750 | 108.050 | 106.550 | ||
| 2479 | 2008.07.24 23:15 | modify | 775 | 0.10 | 107.750 | 107.750 | 106.550 | ||
| 2480 | 2008.07.25 05:20 | close | 775 | 0.10 | 107.195 | 107.750 | 106.550 | 5524.00 | 1338964.00 |
| 2481 | 2008.07.25 12:25 | sell | 776 | 0.10 | 106.870 | 0.000 | 0.000 | ||
| 2482 | 2008.07.25 12:25 | modify | 776 | 0.10 | 106.870 | 107.170 | 105.670 | ||
| 2483 | 2008.07.25 13:10 | s/l | 776 | 0.10 | 107.170 | 107.170 | 105.670 | -3000.00 | 1335964.00 |
| 2484 | 2008.07.28 12:35 | sell | 777 | 0.10 | 107.700 | 0.000 | 0.000 | ||
| 2485 | 2008.07.28 12:35 | modify | 777 | 0.10 | 107.700 | 108.000 | 106.500 | ||
| 2486 | 2008.07.29 00:15 | modify | 777 | 0.10 | 107.700 | 107.700 | 106.500 | ||
| 2487 | 2008.07.29 12:25 | s/l | 777 | 0.10 | 107.700 | 107.700 | 106.500 | -26.00 | 1335938.00 |
| 2488 | 2008.07.30 03:35 | buy | 778 | 0.10 | 108.085 | 0.000 | 0.000 | ||
| 2489 | 2008.07.30 03:35 | modify | 778 | 0.10 | 108.085 | 107.835 | 109.035 | ||
| 2490 | 2008.07.30 06:35 | close | 778 | 0.10 | 107.900 | 107.835 | 109.035 | -1850.00 | 1334088.00 |
| 2491 | 2008.07.30 07:00 | buy | 779 | 0.10 | 107.905 | 0.000 | 0.000 | ||
| 2492 | 2008.07.30 07:00 | modify | 779 | 0.10 | 107.905 | 107.655 | 108.855 | ||
| 2493 | 2008.07.30 17:05 | close | 779 | 0.10 | 108.240 | 107.655 | 108.855 | 3350.00 | 1337438.00 |
| 2494 | 2008.07.31 12:10 | sell | 780 | 0.10 | 108.130 | 0.000 | 0.000 | ||
| 2495 | 2008.07.31 12:10 | modify | 780 | 0.10 | 108.130 | 108.430 | 106.930 | ||
| 2496 | 2008.08.01 01:50 | modify | 780 | 0.10 | 108.130 | 108.130 | 106.930 | ||
| 2497 | 2008.08.01 06:55 | close | 780 | 0.10 | 107.695 | 108.130 | 106.930 | 4324.00 | 1341762.00 |
| 2498 | 2008.08.01 12:55 | sell | 781 | 0.10 | 107.550 | 0.000 | 0.000 | ||
| 2499 | 2008.08.01 12:55 | modify | 781 | 0.10 | 107.550 | 107.850 | 106.350 | ||
| 2500 | 2008.08.01 16:00 | close | 781 | 0.10 | 107.695 | 107.850 | 106.350 | -1450.00 | 1340312.00 |
| 2501 | 2008.08.01 16:55 | sell | 782 | 0.10 | 107.420 | 0.000 | 0.000 | ||
| 2502 | 2008.08.01 16:55 | close | 782 | 0.10 | 107.425 | 0.000 | 0.000 | -50.00 | 1340262.00 |
| 2503 | 2008.08.05 12:40 | sell | 783 | 0.10 | 107.760 | 0.000 | 0.000 | ||
| 2504 | 2008.08.05 12:40 | modify | 783 | 0.10 | 107.760 | 108.060 | 106.560 | ||
| 2505 | 2008.08.05 16:35 | s/l | 783 | 0.10 | 108.060 | 108.060 | 106.560 | -3000.00 | 1337262.00 |
| 2506 | 2008.08.05 17:25 | sell | 784 | 0.10 | 108.050 | 0.000 | 0.000 | ||
| 2507 | 2008.08.05 17:25 | modify | 784 | 0.10 | 108.050 | 108.350 | 106.850 | ||
| 2508 | 2008.08.05 20:40 | close | 784 | 0.10 | 108.305 | 108.350 | 106.850 | -2550.00 | 1334712.00 |
| 2509 | 2008.08.06 06:25 | buy | 785 | 0.10 | 108.335 | 0.000 | 0.000 | ||
| 2510 | 2008.08.06 06:25 | modify | 785 | 0.10 | 108.335 | 108.085 | 109.285 | ||
| 2511 | 2008.08.06 16:15 | modify | 785 | 0.10 | 108.335 | 108.335 | 109.285 | ||
| 2512 | 2008.08.06 18:30 | t/p | 785 | 0.10 | 109.285 | 108.335 | 109.285 | 9500.00 | 1344212.00 |
| 2513 | 2008.08.08 09:00 | buy | 786 | 0.10 | 109.625 | 0.000 | 0.000 | ||
| 2514 | 2008.08.08 09:00 | modify | 786 | 0.10 | 109.625 | 109.375 | 110.575 | ||
| 2515 | 2008.08.08 16:00 | close | 786 | 0.10 | 110.010 | 109.375 | 110.575 | 3850.00 | 1348062.00 |
| 2516 | 2008.08.11 14:15 | sell | 787 | 0.10 | 109.730 | 0.000 | 0.000 | ||
| 2517 | 2008.08.11 14:15 | modify | 787 | 0.10 | 109.730 | 110.030 | 108.530 | ||
| 2518 | 2008.08.11 18:30 | s/l | 787 | 0.10 | 110.030 | 110.030 | 108.530 | -3000.00 | 1345062.00 |
| 2519 | 2008.08.11 18:50 | sell | 788 | 0.10 | 110.090 | 0.000 | 0.000 | ||
| 2520 | 2008.08.11 18:50 | modify | 788 | 0.10 | 110.090 | 110.390 | 108.890 | ||
| 2521 | 2008.08.11 20:40 | s/l | 788 | 0.10 | 110.390 | 110.390 | 108.890 | -3000.00 | 1342062.00 |
| 2522 | 2008.08.12 16:20 | sell | 789 | 0.10 | 109.740 | 0.000 | 0.000 | ||
| 2523 | 2008.08.12 16:20 | modify | 789 | 0.10 | 109.740 | 110.040 | 108.540 | ||
| 2524 | 2008.08.12 23:15 | modify | 789 | 0.10 | 109.740 | 109.740 | 108.540 | ||
| 2525 | 2008.08.13 05:25 | t/p | 789 | 0.10 | 108.540 | 109.740 | 108.540 | 11974.00 | 1354036.00 |
| 2526 | 2008.08.19 21:10 | sell | 790 | 0.10 | 109.810 | 0.000 | 0.000 | ||
| 2527 | 2008.08.19 21:10 | modify | 790 | 0.10 | 109.810 | 110.110 | 108.610 | ||
| 2528 | 2008.08.20 10:05 | s/l | 790 | 0.10 | 110.110 | 110.110 | 108.610 | -3026.00 | 1351010.00 |
| 2529 | 2008.08.21 05:40 | sell | 791 | 0.10 | 109.660 | 0.000 | 0.000 | ||
| 2530 | 2008.08.21 05:40 | modify | 791 | 0.10 | 109.660 | 109.960 | 108.460 | ||
| 2531 | 2008.08.21 10:50 | modify | 791 | 0.10 | 109.660 | 109.660 | 108.460 | ||
| 2532 | 2008.08.21 14:45 | t/p | 791 | 0.10 | 108.460 | 109.660 | 108.460 | 12000.00 | 1363010.00 |
| 2533 | 2008.08.25 02:40 | buy | 792 | 0.10 | 109.955 | 0.000 | 0.000 | ||
| 2534 | 2008.08.25 02:40 | modify | 792 | 0.10 | 109.955 | 109.705 | 110.905 | ||
| 2535 | 2008.08.25 12:45 | close | 792 | 0.10 | 109.970 | 109.705 | 110.905 | 150.00 | 1363160.00 |
| 2536 | 2008.08.26 10:25 | buy | 793 | 0.10 | 109.745 | 0.000 | 0.000 | ||
| 2537 | 2008.08.26 10:25 | modify | 793 | 0.10 | 109.745 | 109.495 | 110.695 | ||
| 2538 | 2008.08.26 16:30 | s/l | 793 | 0.10 | 109.495 | 109.495 | 110.695 | -2500.00 | 1360660.00 |
| 2539 | 2008.08.26 16:50 | buy | 794 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 2540 | 2008.08.26 16:50 | modify | 794 | 0.10 | 109.385 | 109.135 | 110.335 | ||
| 2541 | 2008.08.27 02:55 | close | 794 | 0.10 | 109.550 | 109.135 | 110.335 | 1635.00 | 1362295.00 |
| 2542 | 2008.08.27 19:35 | buy | 795 | 0.10 | 109.865 | 0.000 | 0.000 | ||
| 2543 | 2008.08.27 19:35 | modify | 795 | 0.10 | 109.865 | 109.615 | 110.815 | ||
| 2544 | 2008.08.27 21:20 | s/l | 795 | 0.10 | 109.615 | 109.615 | 110.815 | -2500.00 | 1359795.00 |
| 2545 | 2008.08.27 22:05 | buy | 796 | 0.10 | 109.645 | 0.000 | 0.000 | ||
| 2546 | 2008.08.27 22:05 | modify | 796 | 0.10 | 109.645 | 109.395 | 110.595 | ||
| 2547 | 2008.08.28 03:00 | s/l | 796 | 0.10 | 109.395 | 109.395 | 110.595 | -2515.00 | 1357280.00 |
| 2548 | 2008.08.28 12:25 | sell | 797 | 0.10 | 109.010 | 0.000 | 0.000 | ||
| 2549 | 2008.08.28 12:25 | modify | 797 | 0.10 | 109.010 | 109.310 | 107.810 | ||
| 2550 | 2008.08.28 14:10 | s/l | 797 | 0.10 | 109.310 | 109.310 | 107.810 | -3000.00 | 1354280.00 |