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 |
| 2851 | 2008.12.15 12:05 | close | 896 | 0.10 | 90.680 | 90.465 | 91.665 | -350.00 | 1508282.00 |
| 2852 | 2008.12.19 14:40 | sell | 897 | 0.10 | 89.300 | 0.000 | 0.000 | ||
| 2853 | 2008.12.19 14:40 | modify | 897 | 0.10 | 89.300 | 89.600 | 88.100 | ||
| 2854 | 2008.12.19 15:50 | s/l | 897 | 0.10 | 89.600 | 89.600 | 88.100 | -3000.00 | 1505282.00 |
| 2855 | 2008.12.22 05:05 | buy | 898 | 0.10 | 90.015 | 0.000 | 0.000 | ||
| 2856 | 2008.12.22 05:05 | modify | 898 | 0.10 | 90.015 | 89.765 | 90.965 | ||
| 2857 | 2008.12.22 07:35 | s/l | 898 | 0.10 | 89.765 | 89.765 | 90.965 | -2500.00 | 1502782.00 |
| 2858 | 2008.12.22 08:15 | buy | 899 | 0.10 | 89.945 | 0.000 | 0.000 | ||
| 2859 | 2008.12.22 08:15 | modify | 899 | 0.10 | 89.945 | 89.695 | 90.895 | ||
| 2860 | 2008.12.22 09:35 | s/l | 899 | 0.10 | 89.695 | 89.695 | 90.895 | -2500.00 | 1500282.00 |
| 2861 | 2008.12.22 11:05 | buy | 900 | 0.10 | 89.685 | 0.000 | 0.000 | ||
| 2862 | 2008.12.22 11:05 | modify | 900 | 0.10 | 89.685 | 89.435 | 90.635 | ||
| 2863 | 2008.12.22 21:10 | close | 900 | 0.10 | 90.060 | 89.435 | 90.635 | 3750.00 | 1504032.00 |
| 2864 | 2008.12.22 21:30 | buy | 901 | 0.10 | 90.075 | 0.000 | 0.000 | ||
| 2865 | 2008.12.22 21:30 | modify | 901 | 0.10 | 90.075 | 89.825 | 91.025 | ||
| 2866 | 2008.12.23 07:35 | close | 901 | 0.10 | 90.280 | 89.825 | 91.025 | 2035.00 | 1506067.00 |
| 2867 | 2008.12.23 10:55 | buy | 902 | 0.10 | 90.205 | 0.000 | 0.000 | ||
| 2868 | 2008.12.23 10:55 | modify | 902 | 0.10 | 90.205 | 89.955 | 91.155 | ||
| 2869 | 2008.12.23 12:45 | s/l | 902 | 0.10 | 89.955 | 89.955 | 91.155 | -2500.00 | 1503567.00 |
| 2870 | 2008.12.23 12:55 | buy | 903 | 0.10 | 90.105 | 0.000 | 0.000 | ||
| 2871 | 2008.12.23 12:55 | modify | 903 | 0.10 | 90.105 | 89.855 | 91.055 | ||
| 2872 | 2008.12.23 21:40 | modify | 903 | 0.10 | 90.105 | 90.105 | 91.055 | ||
| 2873 | 2008.12.24 00:10 | close | 903 | 0.10 | 90.920 | 90.105 | 91.055 | 8135.00 | 1511702.00 |
| 2874 | 2008.12.29 09:00 | sell | 904 | 0.10 | 90.470 | 0.000 | 0.000 | ||
| 2875 | 2008.12.29 09:00 | modify | 904 | 0.10 | 90.470 | 90.770 | 89.270 | ||
| 2876 | 2008.12.29 23:05 | close | 904 | 0.10 | 90.575 | 90.770 | 89.270 | -1050.00 | 1510652.00 |
| 2877 | 2008.12.30 11:45 | sell | 905 | 0.10 | 90.180 | 0.000 | 0.000 | ||
| 2878 | 2008.12.30 11:45 | modify | 905 | 0.10 | 90.180 | 90.480 | 88.980 | ||
| 2879 | 2008.12.30 15:30 | s/l | 905 | 0.10 | 90.480 | 90.480 | 88.980 | -3000.00 | 1507652.00 |
| 2880 | 2008.12.30 15:50 | sell | 906 | 0.10 | 90.360 | 0.000 | 0.000 | ||
| 2881 | 2008.12.30 15:50 | modify | 906 | 0.10 | 90.360 | 90.660 | 89.160 | ||
| 2882 | 2008.12.31 05:55 | close | 906 | 0.10 | 90.365 | 90.660 | 89.160 | -76.00 | 1507576.00 |
| 2883 | 2009.01.07 13:00 | sell | 907 | 0.10 | 93.220 | 0.000 | 0.000 | ||
| 2884 | 2009.01.07 13:00 | modify | 907 | 0.10 | 93.220 | 93.520 | 92.020 | ||
| 2885 | 2009.01.08 00:10 | modify | 907 | 0.10 | 93.220 | 93.220 | 92.020 | ||
| 2886 | 2009.01.08 08:55 | t/p | 907 | 0.10 | 92.020 | 93.220 | 92.020 | 11974.00 | 1519550.00 |
| 2887 | 2009.01.08 12:25 | sell | 908 | 0.10 | 91.760 | 0.000 | 0.000 | ||
| 2888 | 2009.01.08 12:25 | modify | 908 | 0.10 | 91.760 | 92.060 | 90.560 | ||
| 2889 | 2009.01.08 23:15 | modify | 908 | 0.10 | 91.760 | 91.760 | 90.560 | ||
| 2890 | 2009.01.09 12:00 | t/p | 908 | 0.10 | 90.560 | 91.760 | 90.560 | 11974.00 | 1531524.00 |
| 2891 | 2009.01.14 05:25 | buy | 909 | 0.10 | 89.565 | 0.000 | 0.000 | ||
| 2892 | 2009.01.14 05:25 | modify | 909 | 0.10 | 89.565 | 89.315 | 90.515 | ||
| 2893 | 2009.01.14 11:55 | s/l | 909 | 0.10 | 89.315 | 89.315 | 90.515 | -2500.00 | 1529024.00 |
| 2894 | 2009.01.15 16:15 | buy | 910 | 0.10 | 89.455 | 0.000 | 0.000 | ||
| 2895 | 2009.01.15 16:15 | modify | 910 | 0.10 | 89.455 | 89.205 | 90.405 | ||
| 2896 | 2009.01.15 16:50 | s/l | 910 | 0.10 | 89.205 | 89.205 | 90.405 | -2500.00 | 1526524.00 |
| 2897 | 2009.01.15 23:45 | buy | 911 | 0.10 | 89.805 | 0.000 | 0.000 | ||
| 2898 | 2009.01.15 23:45 | modify | 911 | 0.10 | 89.805 | 89.555 | 90.755 | ||
| 2899 | 2009.01.16 06:25 | modify | 911 | 0.10 | 89.805 | 89.805 | 90.755 | ||
| 2900 | 2009.01.16 16:00 | close | 911 | 0.10 | 90.290 | 89.805 | 90.755 | 4835.00 | 1531359.00 |
| 2901 | 2009.01.16 16:15 | buy | 912 | 0.10 | 90.455 | 0.000 | 0.000 | ||
| 2902 | 2009.01.16 16:15 | close | 912 | 0.10 | 90.450 | 0.000 | 0.000 | -50.00 | 1531309.00 |
| 2903 | 2009.01.20 14:00 | buy | 913 | 0.10 | 90.345 | 0.000 | 0.000 | ||
| 2904 | 2009.01.20 14:00 | modify | 913 | 0.10 | 90.345 | 90.095 | 91.295 | ||
| 2905 | 2009.01.20 17:05 | s/l | 913 | 0.10 | 90.095 | 90.095 | 91.295 | -2500.00 | 1528809.00 |
| 2906 | 2009.01.21 04:35 | sell | 914 | 0.10 | 89.970 | 0.000 | 0.000 | ||
| 2907 | 2009.01.21 04:35 | modify | 914 | 0.10 | 89.970 | 90.270 | 88.770 | ||
| 2908 | 2009.01.21 17:45 | t/p | 914 | 0.10 | 88.770 | 90.270 | 88.770 | 12000.00 | 1540809.00 |
| 2909 | 2009.01.22 20:15 | sell | 915 | 0.10 | 88.890 | 0.000 | 0.000 | ||
| 2910 | 2009.01.22 20:15 | modify | 915 | 0.10 | 88.890 | 89.190 | 87.690 | ||
| 2911 | 2009.01.22 21:05 | s/l | 915 | 0.10 | 89.190 | 89.190 | 87.690 | -3000.00 | 1537809.00 |
| 2912 | 2009.01.22 21:35 | sell | 916 | 0.10 | 89.140 | 0.000 | 0.000 | ||
| 2913 | 2009.01.22 21:35 | modify | 916 | 0.10 | 89.140 | 89.440 | 87.940 | ||
| 2914 | 2009.01.23 11:40 | close | 916 | 0.10 | 88.175 | 89.440 | 87.940 | 9624.00 | 1547433.00 |
| 2915 | 2009.01.23 12:10 | sell | 917 | 0.10 | 88.100 | 0.000 | 0.000 | ||
| 2916 | 2009.01.23 12:10 | modify | 917 | 0.10 | 88.100 | 88.400 | 86.900 | ||
| 2917 | 2009.01.23 13:40 | s/l | 917 | 0.10 | 88.400 | 88.400 | 86.900 | -3000.00 | 1544433.00 |
| 2918 | 2009.01.23 15:20 | sell | 918 | 0.10 | 88.850 | 0.000 | 0.000 | ||
| 2919 | 2009.01.23 15:20 | modify | 918 | 0.10 | 88.850 | 89.150 | 87.650 | ||
| 2920 | 2009.01.23 16:00 | close | 918 | 0.10 | 88.655 | 89.150 | 87.650 | 1950.00 | 1546383.00 |
| 2921 | 2009.01.26 09:20 | buy | 919 | 0.10 | 88.765 | 0.000 | 0.000 | ||
| 2922 | 2009.01.26 09:20 | modify | 919 | 0.10 | 88.765 | 88.515 | 89.715 | ||
| 2923 | 2009.01.26 09:55 | s/l | 919 | 0.10 | 88.515 | 88.515 | 89.715 | -2500.00 | 1543883.00 |
| 2924 | 2009.01.26 10:05 | buy | 920 | 0.10 | 88.765 | 0.000 | 0.000 | ||
| 2925 | 2009.01.26 10:05 | modify | 920 | 0.10 | 88.765 | 88.515 | 89.715 | ||
| 2926 | 2009.01.26 20:10 | close | 920 | 0.10 | 89.010 | 88.515 | 89.715 | 2450.00 | 1546333.00 |
| 2927 | 2009.01.26 20:20 | buy | 921 | 0.10 | 89.055 | 0.000 | 0.000 | ||
| 2928 | 2009.01.26 20:20 | modify | 921 | 0.10 | 89.055 | 88.805 | 90.005 | ||
| 2929 | 2009.01.27 00:15 | s/l | 921 | 0.10 | 88.805 | 88.805 | 90.005 | -2515.00 | 1543818.00 |
| 2930 | 2009.01.27 07:40 | buy | 922 | 0.10 | 89.545 | 0.000 | 0.000 | ||
| 2931 | 2009.01.27 07:40 | modify | 922 | 0.10 | 89.545 | 89.295 | 90.495 | ||
| 2932 | 2009.01.27 08:40 | s/l | 922 | 0.10 | 89.295 | 89.295 | 90.495 | -2500.00 | 1541318.00 |
| 2933 | 2009.01.28 09:55 | buy | 923 | 0.10 | 89.145 | 0.000 | 0.000 | ||
| 2934 | 2009.01.28 09:55 | modify | 923 | 0.10 | 89.145 | 88.895 | 90.095 | ||
| 2935 | 2009.01.28 20:00 | close | 923 | 0.10 | 89.710 | 88.895 | 90.095 | 5650.00 | 1546968.00 |
| 2936 | 2009.01.28 20:50 | buy | 924 | 0.10 | 89.975 | 0.000 | 0.000 | ||
| 2937 | 2009.01.28 20:50 | modify | 924 | 0.10 | 89.975 | 89.725 | 90.925 | ||
| 2938 | 2009.01.29 06:55 | close | 924 | 0.10 | 89.870 | 89.725 | 90.925 | -1065.00 | 1545903.00 |
| 2939 | 2009.01.30 09:35 | sell | 925 | 0.10 | 89.440 | 0.000 | 0.000 | ||
| 2940 | 2009.01.30 09:35 | modify | 925 | 0.10 | 89.440 | 89.740 | 88.240 | ||
| 2941 | 2009.01.30 14:15 | s/l | 925 | 0.10 | 89.740 | 89.740 | 88.240 | -3000.00 | 1542903.00 |
| 2942 | 2009.02.02 06:50 | buy | 926 | 0.10 | 89.625 | 0.000 | 0.000 | ||
| 2943 | 2009.02.02 06:50 | modify | 926 | 0.10 | 89.625 | 89.375 | 90.575 | ||
| 2944 | 2009.02.02 10:00 | s/l | 926 | 0.10 | 89.375 | 89.375 | 90.575 | -2500.00 | 1540403.00 |
| 2945 | 2009.02.02 15:55 | sell | 927 | 0.10 | 89.250 | 0.000 | 0.000 | ||
| 2946 | 2009.02.02 15:55 | modify | 927 | 0.10 | 89.250 | 89.550 | 88.050 | ||
| 2947 | 2009.02.02 17:05 | s/l | 927 | 0.10 | 89.550 | 89.550 | 88.050 | -3000.00 | 1537403.00 |
| 2948 | 2009.02.02 17:35 | sell | 928 | 0.10 | 89.770 | 0.000 | 0.000 | ||
| 2949 | 2009.02.02 17:35 | modify | 928 | 0.10 | 89.770 | 90.070 | 88.570 | ||
| 2950 | 2009.02.03 07:40 | close | 928 | 0.10 | 89.505 | 90.070 | 88.570 | 2624.00 | 1540027.00 |
| 2951 | 2009.02.03 19:45 | sell | 929 | 0.10 | 89.270 | 0.000 | 0.000 | ||
| 2952 | 2009.02.03 19:45 | modify | 929 | 0.10 | 89.270 | 89.570 | 88.070 | ||
| 2953 | 2009.02.04 02:40 | s/l | 929 | 0.10 | 89.570 | 89.570 | 88.070 | -3026.00 | 1537001.00 |
| 2954 | 2009.02.04 03:15 | sell | 930 | 0.10 | 89.400 | 0.000 | 0.000 | ||
| 2955 | 2009.02.04 03:15 | modify | 930 | 0.10 | 89.400 | 89.700 | 88.200 | ||
| 2956 | 2009.02.04 17:20 | close | 930 | 0.10 | 89.525 | 89.700 | 88.200 | -1250.00 | 1535751.00 |
| 2957 | 2009.02.04 20:35 | buy | 931 | 0.10 | 89.685 | 0.000 | 0.000 | ||
| 2958 | 2009.02.04 20:35 | modify | 931 | 0.10 | 89.685 | 89.435 | 90.635 | ||
| 2959 | 2009.02.04 22:15 | s/l | 931 | 0.10 | 89.435 | 89.435 | 90.635 | -2500.00 | 1533251.00 |
| 2960 | 2009.02.04 23:15 | buy | 932 | 0.10 | 89.455 | 0.000 | 0.000 | ||
| 2961 | 2009.02.04 23:15 | modify | 932 | 0.10 | 89.455 | 89.205 | 90.405 | ||
| 2962 | 2009.02.05 07:55 | s/l | 932 | 0.10 | 89.205 | 89.205 | 90.405 | -2515.00 | 1530736.00 |
| 2963 | 2009.02.09 04:05 | buy | 933 | 0.10 | 91.675 | 0.000 | 0.000 | ||
| 2964 | 2009.02.09 04:05 | modify | 933 | 0.10 | 91.675 | 91.425 | 92.625 | ||
| 2965 | 2009.02.09 06:10 | s/l | 933 | 0.10 | 91.425 | 91.425 | 92.625 | -2500.00 | 1528236.00 |
| 2966 | 2009.02.09 06:15 | buy | 934 | 0.10 | 91.505 | 0.000 | 0.000 | ||
| 2967 | 2009.02.09 06:15 | modify | 934 | 0.10 | 91.505 | 91.255 | 92.455 | ||
| 2968 | 2009.02.09 07:30 | s/l | 934 | 0.10 | 91.255 | 91.255 | 92.455 | -2500.00 | 1525736.00 |
| 2969 | 2009.02.10 08:40 | buy | 935 | 0.10 | 91.455 | 0.000 | 0.000 | ||
| 2970 | 2009.02.10 08:40 | modify | 935 | 0.10 | 91.455 | 91.205 | 92.405 | ||
| 2971 | 2009.02.10 11:05 | s/l | 935 | 0.10 | 91.205 | 91.205 | 92.405 | -2500.00 | 1523236.00 |
| 2972 | 2009.02.10 11:35 | buy | 936 | 0.10 | 91.135 | 0.000 | 0.000 | ||
| 2973 | 2009.02.10 11:35 | modify | 936 | 0.10 | 91.135 | 90.885 | 92.085 | ||
| 2974 | 2009.02.10 18:10 | s/l | 936 | 0.10 | 90.885 | 90.885 | 92.085 | -2500.00 | 1520736.00 |
| 2975 | 2009.02.10 18:10 | sell | 937 | 0.10 | 91.070 | 0.000 | 0.000 | ||
| 2976 | 2009.02.10 18:10 | modify | 937 | 0.10 | 91.070 | 91.370 | 89.870 | ||
| 2977 | 2009.02.10 23:25 | modify | 937 | 0.10 | 91.070 | 91.070 | 89.870 | ||
| 2978 | 2009.02.11 08:30 | t/p | 937 | 0.10 | 89.870 | 91.070 | 89.870 | 11974.00 | 1532710.00 |
| 2979 | 2009.02.12 14:20 | sell | 938 | 0.10 | 90.010 | 0.000 | 0.000 | ||
| 2980 | 2009.02.12 14:20 | modify | 938 | 0.10 | 90.010 | 90.310 | 88.810 | ||
| 2981 | 2009.02.12 16:40 | s/l | 938 | 0.10 | 90.310 | 90.310 | 88.810 | -3000.00 | 1529710.00 |
| 2982 | 2009.02.12 18:15 | sell | 939 | 0.10 | 90.560 | 0.000 | 0.000 | ||
| 2983 | 2009.02.12 18:15 | modify | 939 | 0.10 | 90.560 | 90.860 | 89.360 | ||
| 2984 | 2009.02.12 22:55 | s/l | 939 | 0.10 | 90.860 | 90.860 | 89.360 | -3000.00 | 1526710.00 |
| 2985 | 2009.02.16 01:50 | buy | 940 | 0.10 | 91.745 | 0.000 | 0.000 | ||
| 2986 | 2009.02.16 01:50 | modify | 940 | 0.10 | 91.745 | 91.495 | 92.695 | ||
| 2987 | 2009.02.16 01:55 | s/l | 940 | 0.10 | 91.495 | 91.495 | 92.695 | -2500.00 | 1524210.00 |
| 2988 | 2009.02.17 20:40 | buy | 941 | 0.10 | 92.375 | 0.000 | 0.000 | ||
| 2989 | 2009.02.17 20:40 | modify | 941 | 0.10 | 92.375 | 92.125 | 93.325 | ||
| 2990 | 2009.02.18 02:40 | s/l | 941 | 0.10 | 92.125 | 92.125 | 93.325 | -2515.00 | 1521695.00 |
| 2991 | 2009.02.18 12:05 | buy | 942 | 0.10 | 92.595 | 0.000 | 0.000 | ||
| 2992 | 2009.02.18 12:05 | modify | 942 | 0.10 | 92.595 | 92.345 | 93.545 | ||
| 2993 | 2009.02.18 17:30 | t/p | 942 | 0.10 | 93.545 | 92.345 | 93.545 | 9500.00 | 1531195.00 |
| 2994 | 2009.02.19 13:30 | sell | 943 | 0.10 | 93.630 | 0.000 | 0.000 | ||
| 2995 | 2009.02.19 13:30 | modify | 943 | 0.10 | 93.630 | 93.930 | 92.430 | ||
| 2996 | 2009.02.19 15:55 | s/l | 943 | 0.10 | 93.930 | 93.930 | 92.430 | -3000.00 | 1528195.00 |
| 2997 | 2009.02.20 13:35 | sell | 944 | 0.10 | 93.920 | 0.000 | 0.000 | ||
| 2998 | 2009.02.20 13:35 | modify | 944 | 0.10 | 93.920 | 94.220 | 92.720 | ||
| 2999 | 2009.02.20 15:20 | s/l | 944 | 0.10 | 94.220 | 94.220 | 92.720 | -3000.00 | 1525195.00 |
| 3000 | 2009.02.23 01:50 | sell | 945 | 0.10 | 93.430 | 0.000 | 0.000 | ||