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 |
| 2701 | 2008.10.17 16:00 | close | 846 | 0.10 | 100.945 | 101.270 | 99.770 | 250.00 | 1389118.00 |
| 2702 | 2008.10.22 04:20 | sell | 847 | 0.10 | 100.240 | 0.000 | 0.000 | ||
| 2703 | 2008.10.22 04:20 | modify | 847 | 0.10 | 100.240 | 100.540 | 99.040 | ||
| 2704 | 2008.10.22 10:35 | t/p | 847 | 0.10 | 99.040 | 100.540 | 99.040 | 12000.00 | 1401118.00 |
| 2705 | 2008.10.27 01:40 | buy | 848 | 0.10 | 93.195 | 0.000 | 0.000 | ||
| 2706 | 2008.10.27 01:40 | modify | 848 | 0.10 | 93.195 | 92.945 | 94.145 | ||
| 2707 | 2008.10.27 01:45 | s/l | 848 | 0.10 | 92.945 | 92.945 | 94.145 | -2500.00 | 1398618.00 |
| 2708 | 2008.10.27 03:50 | buy | 849 | 0.10 | 94.015 | 0.000 | 0.000 | ||
| 2709 | 2008.10.27 03:50 | modify | 849 | 0.10 | 94.015 | 93.765 | 94.965 | ||
| 2710 | 2008.10.27 04:40 | s/l | 849 | 0.10 | 93.765 | 93.765 | 94.965 | -2500.00 | 1396118.00 |
| 2711 | 2008.10.27 09:40 | buy | 850 | 0.10 | 93.235 | 0.000 | 0.000 | ||
| 2712 | 2008.10.27 09:40 | modify | 850 | 0.10 | 93.235 | 92.985 | 94.185 | ||
| 2713 | 2008.10.27 10:00 | s/l | 850 | 0.10 | 92.985 | 92.985 | 94.185 | -2500.00 | 1393618.00 |
| 2714 | 2008.10.27 10:50 | buy | 851 | 0.10 | 92.875 | 0.000 | 0.000 | ||
| 2715 | 2008.10.27 10:50 | modify | 851 | 0.10 | 92.875 | 92.625 | 93.825 | ||
| 2716 | 2008.10.27 11:15 | s/l | 851 | 0.10 | 92.625 | 92.625 | 93.825 | -2500.00 | 1391118.00 |
| 2717 | 2008.10.27 11:35 | buy | 852 | 0.10 | 92.685 | 0.000 | 0.000 | ||
| 2718 | 2008.10.27 11:35 | modify | 852 | 0.10 | 92.685 | 92.435 | 93.635 | ||
| 2719 | 2008.10.27 11:45 | s/l | 852 | 0.10 | 92.435 | 92.435 | 93.635 | -2500.00 | 1388618.00 |
| 2720 | 2008.10.27 20:20 | buy | 853 | 0.10 | 93.565 | 0.000 | 0.000 | ||
| 2721 | 2008.10.27 20:20 | modify | 853 | 0.10 | 93.565 | 93.315 | 94.515 | ||
| 2722 | 2008.10.27 23:10 | s/l | 853 | 0.10 | 93.315 | 93.315 | 94.515 | -2500.00 | 1386118.00 |
| 2723 | 2008.10.28 00:50 | buy | 854 | 0.10 | 92.615 | 0.000 | 0.000 | ||
| 2724 | 2008.10.28 00:50 | modify | 854 | 0.10 | 92.615 | 92.365 | 93.565 | ||
| 2725 | 2008.10.28 03:15 | t/p | 854 | 0.10 | 93.565 | 92.365 | 93.565 | 9500.00 | 1395618.00 |
| 2726 | 2008.10.28 08:10 | buy | 855 | 0.10 | 93.875 | 0.000 | 0.000 | ||
| 2727 | 2008.10.28 08:10 | modify | 855 | 0.10 | 93.875 | 93.625 | 94.825 | ||
| 2728 | 2008.10.28 08:50 | t/p | 855 | 0.10 | 94.825 | 93.625 | 94.825 | 9500.00 | 1405118.00 |
| 2729 | 2008.10.28 12:15 | buy | 856 | 0.10 | 94.685 | 0.000 | 0.000 | ||
| 2730 | 2008.10.28 12:15 | modify | 856 | 0.10 | 94.685 | 94.435 | 95.635 | ||
| 2731 | 2008.10.28 13:30 | s/l | 856 | 0.10 | 94.435 | 94.435 | 95.635 | -2500.00 | 1402618.00 |
| 2732 | 2008.10.28 14:15 | buy | 857 | 0.10 | 94.615 | 0.000 | 0.000 | ||
| 2733 | 2008.10.28 14:15 | modify | 857 | 0.10 | 94.615 | 94.365 | 95.565 | ||
| 2734 | 2008.10.28 16:50 | t/p | 857 | 0.10 | 95.565 | 94.365 | 95.565 | 9500.00 | 1412118.00 |
| 2735 | 2008.10.28 18:45 | buy | 858 | 0.10 | 95.555 | 0.000 | 0.000 | ||
| 2736 | 2008.10.28 18:45 | modify | 858 | 0.10 | 95.555 | 95.305 | 96.505 | ||
| 2737 | 2008.10.28 20:10 | t/p | 858 | 0.10 | 96.505 | 95.305 | 96.505 | 9500.00 | 1421618.00 |
| 2738 | 2008.10.30 08:50 | buy | 859 | 0.10 | 98.285 | 0.000 | 0.000 | ||
| 2739 | 2008.10.30 08:50 | modify | 859 | 0.10 | 98.285 | 98.035 | 99.235 | ||
| 2740 | 2008.10.30 09:05 | s/l | 859 | 0.10 | 98.035 | 98.035 | 99.235 | -2500.00 | 1419118.00 |
| 2741 | 2008.10.30 09:25 | buy | 860 | 0.10 | 98.435 | 0.000 | 0.000 | ||
| 2742 | 2008.10.30 09:25 | modify | 860 | 0.10 | 98.435 | 98.185 | 99.385 | ||
| 2743 | 2008.10.30 17:40 | s/l | 860 | 0.10 | 98.185 | 98.185 | 99.385 | -2500.00 | 1416618.00 |
| 2744 | 2008.10.30 19:15 | buy | 861 | 0.10 | 97.655 | 0.000 | 0.000 | ||
| 2745 | 2008.10.30 19:15 | modify | 861 | 0.10 | 97.655 | 97.405 | 98.605 | ||
| 2746 | 2008.10.30 21:30 | t/p | 861 | 0.10 | 98.605 | 97.405 | 98.605 | 9500.00 | 1426118.00 |
| 2747 | 2008.11.03 01:30 | buy | 862 | 0.10 | 98.495 | 0.000 | 0.000 | ||
| 2748 | 2008.11.03 01:30 | modify | 862 | 0.10 | 98.495 | 98.245 | 99.445 | ||
| 2749 | 2008.11.03 04:40 | t/p | 862 | 0.10 | 99.445 | 98.245 | 99.445 | 9500.00 | 1435618.00 |
| 2750 | 2008.11.03 07:30 | buy | 863 | 0.10 | 99.405 | 0.000 | 0.000 | ||
| 2751 | 2008.11.03 07:30 | modify | 863 | 0.10 | 99.405 | 99.155 | 100.355 | ||
| 2752 | 2008.11.03 10:05 | s/l | 863 | 0.10 | 99.155 | 99.155 | 100.355 | -2500.00 | 1433118.00 |
| 2753 | 2008.11.03 14:15 | buy | 864 | 0.10 | 99.185 | 0.000 | 0.000 | ||
| 2754 | 2008.11.03 14:15 | modify | 864 | 0.10 | 99.185 | 98.935 | 100.135 | ||
| 2755 | 2008.11.03 14:55 | s/l | 864 | 0.10 | 98.935 | 98.935 | 100.135 | -2500.00 | 1430618.00 |
| 2756 | 2008.11.04 16:45 | buy | 865 | 0.10 | 99.535 | 0.000 | 0.000 | ||
| 2757 | 2008.11.04 16:45 | modify | 865 | 0.10 | 99.535 | 99.285 | 100.485 | ||
| 2758 | 2008.11.04 19:05 | t/p | 865 | 0.10 | 100.485 | 99.285 | 100.485 | 9500.00 | 1440118.00 |
| 2759 | 2008.11.05 09:35 | sell | 866 | 0.10 | 99.470 | 0.000 | 0.000 | ||
| 2760 | 2008.11.05 09:35 | modify | 866 | 0.10 | 99.470 | 99.770 | 98.270 | ||
| 2761 | 2008.11.05 12:00 | t/p | 866 | 0.10 | 98.270 | 99.770 | 98.270 | 12000.00 | 1452118.00 |
| 2762 | 2008.11.05 14:35 | sell | 867 | 0.10 | 98.950 | 0.000 | 0.000 | ||
| 2763 | 2008.11.05 14:35 | modify | 867 | 0.10 | 98.950 | 99.250 | 97.750 | ||
| 2764 | 2008.11.05 17:45 | s/l | 867 | 0.10 | 99.250 | 99.250 | 97.750 | -3000.00 | 1449118.00 |
| 2765 | 2008.11.05 18:40 | sell | 868 | 0.10 | 99.050 | 0.000 | 0.000 | ||
| 2766 | 2008.11.05 18:40 | modify | 868 | 0.10 | 99.050 | 99.350 | 97.850 | ||
| 2767 | 2008.11.06 00:10 | t/p | 868 | 0.10 | 97.850 | 99.350 | 97.850 | 11974.00 | 1461092.00 |
| 2768 | 2008.11.06 03:10 | sell | 869 | 0.10 | 98.070 | 0.000 | 0.000 | ||
| 2769 | 2008.11.06 03:10 | modify | 869 | 0.10 | 98.070 | 98.370 | 96.870 | ||
| 2770 | 2008.11.06 14:25 | s/l | 869 | 0.10 | 98.370 | 98.370 | 96.870 | -3000.00 | 1458092.00 |
| 2771 | 2008.11.06 15:00 | sell | 870 | 0.10 | 97.720 | 0.000 | 0.000 | ||
| 2772 | 2008.11.06 15:00 | modify | 870 | 0.10 | 97.720 | 98.020 | 96.520 | ||
| 2773 | 2008.11.06 15:55 | s/l | 870 | 0.10 | 98.020 | 98.020 | 96.520 | -3000.00 | 1455092.00 |
| 2774 | 2008.11.06 17:45 | sell | 871 | 0.10 | 98.090 | 0.000 | 0.000 | ||
| 2775 | 2008.11.06 17:45 | modify | 871 | 0.10 | 98.090 | 98.390 | 96.890 | ||
| 2776 | 2008.11.07 03:25 | t/p | 871 | 0.10 | 96.890 | 98.390 | 96.890 | 11974.00 | 1467066.00 |
| 2777 | 2008.11.07 16:10 | sell | 872 | 0.10 | 97.410 | 0.000 | 0.000 | ||
| 2778 | 2008.11.07 16:10 | close | 872 | 0.10 | 97.415 | 0.000 | 0.000 | -50.00 | 1467016.00 |
| 2779 | 2008.11.10 22:15 | sell | 873 | 0.10 | 97.750 | 0.000 | 0.000 | ||
| 2780 | 2008.11.10 22:15 | modify | 873 | 0.10 | 97.750 | 98.050 | 96.550 | ||
| 2781 | 2008.11.11 01:30 | s/l | 873 | 0.10 | 98.050 | 98.050 | 96.550 | -3026.00 | 1463990.00 |
| 2782 | 2008.11.11 06:50 | sell | 874 | 0.10 | 98.110 | 0.000 | 0.000 | ||
| 2783 | 2008.11.11 06:50 | modify | 874 | 0.10 | 98.110 | 98.410 | 96.910 | ||
| 2784 | 2008.11.11 20:55 | close | 874 | 0.10 | 97.725 | 98.410 | 96.910 | 3850.00 | 1467840.00 |
| 2785 | 2008.11.14 08:05 | buy | 875 | 0.10 | 97.155 | 0.000 | 0.000 | ||
| 2786 | 2008.11.14 08:05 | modify | 875 | 0.10 | 97.155 | 96.905 | 98.105 | ||
| 2787 | 2008.11.14 10:00 | s/l | 875 | 0.10 | 96.905 | 96.905 | 98.105 | -2500.00 | 1465340.00 |
| 2788 | 2008.11.17 21:20 | buy | 876 | 0.10 | 97.145 | 0.000 | 0.000 | ||
| 2789 | 2008.11.17 21:20 | modify | 876 | 0.10 | 97.145 | 96.895 | 98.095 | ||
| 2790 | 2008.11.17 22:05 | s/l | 876 | 0.10 | 96.895 | 96.895 | 98.095 | -2500.00 | 1462840.00 |
| 2791 | 2008.11.18 21:15 | buy | 877 | 0.10 | 96.525 | 0.000 | 0.000 | ||
| 2792 | 2008.11.18 21:15 | modify | 877 | 0.10 | 96.525 | 96.275 | 97.475 | ||
| 2793 | 2008.11.19 07:20 | close | 877 | 0.10 | 96.520 | 96.275 | 97.475 | -65.00 | 1462775.00 |
| 2794 | 2008.11.19 20:25 | sell | 878 | 0.10 | 96.460 | 0.000 | 0.000 | ||
| 2795 | 2008.11.19 20:25 | modify | 878 | 0.10 | 96.460 | 96.760 | 95.260 | ||
| 2796 | 2008.11.20 03:45 | modify | 878 | 0.10 | 96.460 | 96.460 | 95.260 | ||
| 2797 | 2008.11.20 06:40 | t/p | 878 | 0.10 | 95.260 | 96.460 | 95.260 | 11974.00 | 1474749.00 |
| 2798 | 2008.11.20 12:30 | sell | 879 | 0.10 | 95.420 | 0.000 | 0.000 | ||
| 2799 | 2008.11.20 12:30 | modify | 879 | 0.10 | 95.420 | 95.720 | 94.220 | ||
| 2800 | 2008.11.20 14:05 | s/l | 879 | 0.10 | 95.720 | 95.720 | 94.220 | -3000.00 | 1471749.00 |
| 2801 | 2008.11.20 14:45 | sell | 880 | 0.10 | 95.600 | 0.000 | 0.000 | ||
| 2802 | 2008.11.20 14:45 | modify | 880 | 0.10 | 95.600 | 95.900 | 94.400 | ||
| 2803 | 2008.11.20 16:25 | t/p | 880 | 0.10 | 94.400 | 95.900 | 94.400 | 12000.00 | 1483749.00 |
| 2804 | 2008.11.24 01:20 | buy | 881 | 0.10 | 95.925 | 0.000 | 0.000 | ||
| 2805 | 2008.11.24 01:20 | modify | 881 | 0.10 | 95.925 | 95.675 | 96.875 | ||
| 2806 | 2008.11.24 02:10 | s/l | 881 | 0.10 | 95.675 | 95.675 | 96.875 | -2500.00 | 1481249.00 |
| 2807 | 2008.11.25 03:20 | buy | 882 | 0.10 | 96.565 | 0.000 | 0.000 | ||
| 2808 | 2008.11.25 03:20 | modify | 882 | 0.10 | 96.565 | 96.315 | 97.515 | ||
| 2809 | 2008.11.25 06:00 | s/l | 882 | 0.10 | 96.315 | 96.315 | 97.515 | -2500.00 | 1478749.00 |
| 2810 | 2008.11.27 00:40 | buy | 883 | 0.10 | 95.425 | 0.000 | 0.000 | ||
| 2811 | 2008.11.27 00:40 | modify | 883 | 0.10 | 95.425 | 95.175 | 96.375 | ||
| 2812 | 2008.11.27 04:05 | s/l | 883 | 0.10 | 95.175 | 95.175 | 96.375 | -2500.00 | 1476249.00 |
| 2813 | 2008.11.27 11:10 | sell | 884 | 0.10 | 95.150 | 0.000 | 0.000 | ||
| 2814 | 2008.11.27 11:10 | modify | 884 | 0.10 | 95.150 | 95.450 | 93.950 | ||
| 2815 | 2008.11.27 16:00 | s/l | 884 | 0.10 | 95.450 | 95.450 | 93.950 | -3000.00 | 1473249.00 |
| 2816 | 2008.11.28 00:20 | sell | 885 | 0.10 | 95.260 | 0.000 | 0.000 | ||
| 2817 | 2008.11.28 00:20 | modify | 885 | 0.10 | 95.260 | 95.560 | 94.060 | ||
| 2818 | 2008.11.28 03:30 | s/l | 885 | 0.10 | 95.560 | 95.560 | 94.060 | -3000.00 | 1470249.00 |
| 2819 | 2008.11.28 09:05 | sell | 886 | 0.10 | 95.270 | 0.000 | 0.000 | ||
| 2820 | 2008.11.28 09:05 | modify | 886 | 0.10 | 95.270 | 95.570 | 94.070 | ||
| 2821 | 2008.11.28 16:00 | close | 886 | 0.10 | 95.395 | 95.570 | 94.070 | -1250.00 | 1468999.00 |
| 2822 | 2008.12.01 05:20 | sell | 887 | 0.10 | 95.300 | 0.000 | 0.000 | ||
| 2823 | 2008.12.01 05:20 | modify | 887 | 0.10 | 95.300 | 95.600 | 94.100 | ||
| 2824 | 2008.12.01 11:35 | t/p | 887 | 0.10 | 94.100 | 95.600 | 94.100 | 12000.00 | 1480999.00 |
| 2825 | 2008.12.03 14:45 | sell | 888 | 0.10 | 93.030 | 0.000 | 0.000 | ||
| 2826 | 2008.12.03 14:45 | modify | 888 | 0.10 | 93.030 | 93.330 | 91.830 | ||
| 2827 | 2008.12.03 18:00 | s/l | 888 | 0.10 | 93.330 | 93.330 | 91.830 | -3000.00 | 1477999.00 |
| 2828 | 2008.12.04 15:25 | sell | 889 | 0.10 | 92.740 | 0.000 | 0.000 | ||
| 2829 | 2008.12.04 15:25 | modify | 889 | 0.10 | 92.740 | 93.040 | 91.540 | ||
| 2830 | 2008.12.05 05:30 | close | 889 | 0.10 | 92.495 | 93.040 | 91.540 | 2424.00 | 1480423.00 |
| 2831 | 2008.12.08 01:55 | buy | 890 | 0.10 | 92.785 | 0.000 | 0.000 | ||
| 2832 | 2008.12.08 01:55 | modify | 890 | 0.10 | 92.785 | 92.535 | 93.735 | ||
| 2833 | 2008.12.08 10:30 | t/p | 890 | 0.10 | 93.735 | 92.535 | 93.735 | 9500.00 | 1489923.00 |
| 2834 | 2008.12.08 13:25 | buy | 891 | 0.10 | 93.335 | 0.000 | 0.000 | ||
| 2835 | 2008.12.08 13:25 | modify | 891 | 0.10 | 93.335 | 93.085 | 94.285 | ||
| 2836 | 2008.12.08 17:00 | s/l | 891 | 0.10 | 93.085 | 93.085 | 94.285 | -2500.00 | 1487423.00 |
| 2837 | 2008.12.10 11:25 | buy | 892 | 0.10 | 92.555 | 0.000 | 0.000 | ||
| 2838 | 2008.12.10 11:25 | modify | 892 | 0.10 | 92.555 | 92.305 | 93.505 | ||
| 2839 | 2008.12.10 21:30 | close | 892 | 0.10 | 92.530 | 92.305 | 93.505 | -250.00 | 1487173.00 |
| 2840 | 2008.12.10 22:20 | buy | 893 | 0.10 | 92.605 | 0.000 | 0.000 | ||
| 2841 | 2008.12.10 22:20 | modify | 893 | 0.10 | 92.605 | 92.355 | 93.555 | ||
| 2842 | 2008.12.11 04:40 | s/l | 893 | 0.10 | 92.355 | 92.355 | 93.555 | -2515.00 | 1484658.00 |
| 2843 | 2008.12.11 10:20 | sell | 894 | 0.10 | 92.440 | 0.000 | 0.000 | ||
| 2844 | 2008.12.11 10:20 | modify | 894 | 0.10 | 92.440 | 92.740 | 91.240 | ||
| 2845 | 2008.12.11 15:35 | t/p | 894 | 0.10 | 91.240 | 92.740 | 91.240 | 12000.00 | 1496658.00 |
| 2846 | 2008.12.11 22:30 | sell | 895 | 0.10 | 91.650 | 0.000 | 0.000 | ||
| 2847 | 2008.12.11 22:30 | modify | 895 | 0.10 | 91.650 | 91.950 | 90.450 | ||
| 2848 | 2008.12.12 06:05 | t/p | 895 | 0.10 | 90.450 | 91.950 | 90.450 | 11974.00 | 1508632.00 |
| 2849 | 2008.12.15 02:00 | buy | 896 | 0.10 | 90.715 | 0.000 | 0.000 | ||
| 2850 | 2008.12.15 02:00 | modify | 896 | 0.10 | 90.715 | 90.465 | 91.665 | ||