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 |
| 3001 | 2009.02.23 01:50 | modify | 945 | 0.10 | 93.430 | 93.730 | 92.230 | ||
| 3002 | 2009.02.23 06:55 | modify | 945 | 0.10 | 93.430 | 93.430 | 92.230 | ||
| 3003 | 2009.02.23 10:15 | s/l | 945 | 0.10 | 93.430 | 93.430 | 92.230 | 0.00 | 1525195.00 |
| 3004 | 2009.02.27 08:50 | sell | 946 | 0.10 | 97.850 | 0.000 | 0.000 | ||
| 3005 | 2009.02.27 08:50 | modify | 946 | 0.10 | 97.850 | 98.150 | 96.650 | ||
| 3006 | 2009.02.27 16:00 | close | 946 | 0.10 | 97.405 | 98.150 | 96.650 | 4450.00 | 1529645.00 |
| 3007 | 2009.03.02 13:15 | sell | 947 | 0.10 | 97.090 | 0.000 | 0.000 | ||
| 3008 | 2009.03.02 13:15 | modify | 947 | 0.10 | 97.090 | 97.390 | 95.890 | ||
| 3009 | 2009.03.02 16:00 | s/l | 947 | 0.10 | 97.390 | 97.390 | 95.890 | -3000.00 | 1526645.00 |
| 3010 | 2009.03.02 16:10 | sell | 948 | 0.10 | 97.320 | 0.000 | 0.000 | ||
| 3011 | 2009.03.02 16:10 | modify | 948 | 0.10 | 97.320 | 97.620 | 96.120 | ||
| 3012 | 2009.03.02 16:50 | s/l | 948 | 0.10 | 97.620 | 97.620 | 96.120 | -3000.00 | 1523645.00 |
| 3013 | 2009.03.02 17:10 | sell | 949 | 0.10 | 97.640 | 0.000 | 0.000 | ||
| 3014 | 2009.03.02 17:10 | modify | 949 | 0.10 | 97.640 | 97.940 | 96.440 | ||
| 3015 | 2009.03.03 07:15 | close | 949 | 0.10 | 97.485 | 97.940 | 96.440 | 1524.00 | 1525169.00 |
| 3016 | 2009.03.10 12:00 | sell | 950 | 0.10 | 98.480 | 0.000 | 0.000 | ||
| 3017 | 2009.03.10 12:00 | modify | 950 | 0.10 | 98.480 | 98.780 | 97.280 | ||
| 3018 | 2009.03.10 21:15 | s/l | 950 | 0.10 | 98.780 | 98.780 | 97.280 | -3000.00 | 1522169.00 |
| 3019 | 2009.03.10 22:15 | sell | 951 | 0.10 | 98.770 | 0.000 | 0.000 | ||
| 3020 | 2009.03.10 22:15 | modify | 951 | 0.10 | 98.770 | 99.070 | 97.570 | ||
| 3021 | 2009.03.11 12:20 | close | 951 | 0.10 | 98.435 | 99.070 | 97.570 | 3324.00 | 1525493.00 |
| 3022 | 2009.03.16 17:05 | buy | 952 | 0.10 | 98.485 | 0.000 | 0.000 | ||
| 3023 | 2009.03.16 17:05 | modify | 952 | 0.10 | 98.485 | 98.235 | 99.435 | ||
| 3024 | 2009.03.16 18:00 | s/l | 952 | 0.10 | 98.235 | 98.235 | 99.435 | -2500.00 | 1522993.00 |
| 3025 | 2009.03.16 18:20 | buy | 953 | 0.10 | 98.225 | 0.000 | 0.000 | ||
| 3026 | 2009.03.16 18:20 | modify | 953 | 0.10 | 98.225 | 97.975 | 99.175 | ||
| 3027 | 2009.03.17 04:25 | close | 953 | 0.10 | 98.350 | 97.975 | 99.175 | 1235.00 | 1524228.00 |
| 3028 | 2009.03.17 15:20 | buy | 954 | 0.10 | 98.815 | 0.000 | 0.000 | ||
| 3029 | 2009.03.17 15:20 | modify | 954 | 0.10 | 98.815 | 98.565 | 99.765 | ||
| 3030 | 2009.03.17 19:55 | s/l | 954 | 0.10 | 98.565 | 98.565 | 99.765 | -2500.00 | 1521728.00 |
| 3031 | 2009.03.17 21:00 | buy | 955 | 0.10 | 98.655 | 0.000 | 0.000 | ||
| 3032 | 2009.03.17 21:00 | modify | 955 | 0.10 | 98.655 | 98.405 | 99.605 | ||
| 3033 | 2009.03.18 04:30 | s/l | 955 | 0.10 | 98.405 | 98.405 | 99.605 | -2515.00 | 1519213.00 |
| 3034 | 2009.03.23 21:35 | buy | 956 | 0.10 | 96.855 | 0.000 | 0.000 | ||
| 3035 | 2009.03.23 21:35 | modify | 956 | 0.10 | 96.855 | 96.605 | 97.805 | ||
| 3036 | 2009.03.24 04:15 | t/p | 956 | 0.10 | 97.805 | 96.605 | 97.805 | 9485.00 | 1528698.00 |
| 3037 | 2009.03.26 09:50 | buy | 957 | 0.10 | 97.855 | 0.000 | 0.000 | ||
| 3038 | 2009.03.26 09:50 | modify | 957 | 0.10 | 97.855 | 97.605 | 98.805 | ||
| 3039 | 2009.03.26 18:30 | modify | 957 | 0.10 | 97.855 | 97.855 | 98.805 | ||
| 3040 | 2009.03.26 23:15 | t/p | 957 | 0.10 | 98.805 | 97.855 | 98.805 | 9500.00 | 1538198.00 |
| 3041 | 2009.03.27 04:00 | buy | 958 | 0.10 | 98.535 | 0.000 | 0.000 | ||
| 3042 | 2009.03.27 04:00 | modify | 958 | 0.10 | 98.535 | 98.285 | 99.485 | ||
| 3043 | 2009.03.27 06:05 | s/l | 958 | 0.10 | 98.285 | 98.285 | 99.485 | -2500.00 | 1535698.00 |
| 3044 | 2009.03.31 17:40 | buy | 959 | 0.10 | 98.505 | 0.000 | 0.000 | ||
| 3045 | 2009.03.31 17:40 | modify | 959 | 0.10 | 98.505 | 98.255 | 99.455 | ||
| 3046 | 2009.04.01 02:55 | modify | 959 | 0.10 | 98.505 | 98.505 | 99.455 | ||
| 3047 | 2009.04.01 03:05 | s/l | 959 | 0.10 | 98.505 | 98.505 | 99.455 | -15.00 | 1535683.00 |
| 3048 | 2009.04.02 16:00 | buy | 960 | 0.10 | 99.345 | 0.000 | 0.000 | ||
| 3049 | 2009.04.02 16:00 | modify | 960 | 0.10 | 99.345 | 99.095 | 100.295 | ||
| 3050 | 2009.04.02 16:45 | s/l | 960 | 0.10 | 99.095 | 99.095 | 100.295 | -2500.00 | 1533183.00 |
| 3051 | 2009.04.02 17:15 | buy | 961 | 0.10 | 99.355 | 0.000 | 0.000 | ||
| 3052 | 2009.04.02 17:15 | modify | 961 | 0.10 | 99.355 | 99.105 | 100.305 | ||
| 3053 | 2009.04.03 03:20 | close | 961 | 0.10 | 99.990 | 99.105 | 100.305 | 6335.00 | 1539518.00 |
| 3054 | 2009.04.03 16:10 | buy | 962 | 0.10 | 99.935 | 0.000 | 0.000 | ||
| 3055 | 2009.04.03 16:10 | close | 962 | 0.10 | 99.930 | 0.000 | 0.000 | -50.00 | 1539468.00 |
| 3056 | 2009.04.07 12:15 | sell | 963 | 0.10 | 100.330 | 0.000 | 0.000 | ||
| 3057 | 2009.04.07 12:15 | modify | 963 | 0.10 | 100.330 | 100.630 | 99.130 | ||
| 3058 | 2009.04.07 18:40 | s/l | 963 | 0.10 | 100.630 | 100.630 | 99.130 | -3000.00 | 1536468.00 |
| 3059 | 2009.04.08 08:45 | sell | 964 | 0.10 | 99.970 | 0.000 | 0.000 | ||
| 3060 | 2009.04.08 08:45 | modify | 964 | 0.10 | 99.970 | 100.270 | 98.770 | ||
| 3061 | 2009.04.08 15:50 | s/l | 964 | 0.10 | 100.270 | 100.270 | 98.770 | -3000.00 | 1533468.00 |
| 3062 | 2009.04.08 16:00 | sell | 965 | 0.10 | 100.260 | 0.000 | 0.000 | ||
| 3063 | 2009.04.08 16:00 | modify | 965 | 0.10 | 100.260 | 100.560 | 99.060 | ||
| 3064 | 2009.04.08 22:50 | modify | 965 | 0.10 | 100.260 | 100.260 | 99.060 | ||
| 3065 | 2009.04.09 10:35 | s/l | 965 | 0.10 | 100.260 | 100.260 | 99.060 | -26.00 | 1533442.00 |
| 3066 | 2009.04.10 16:10 | sell | 966 | 0.10 | 100.280 | 0.000 | 0.000 | ||
| 3067 | 2009.04.10 16:10 | close | 966 | 0.10 | 100.285 | 0.000 | 0.000 | -50.00 | 1533392.00 |
| 3068 | 2009.04.13 01:00 | sell | 967 | 0.10 | 100.400 | 0.000 | 0.000 | ||
| 3069 | 2009.04.13 01:00 | modify | 967 | 0.10 | 100.400 | 100.700 | 99.200 | ||
| 3070 | 2009.04.13 10:15 | s/l | 967 | 0.10 | 100.700 | 100.700 | 99.200 | -3000.00 | 1530392.00 |
| 3071 | 2009.04.13 14:15 | buy | 968 | 0.10 | 100.515 | 0.000 | 0.000 | ||
| 3072 | 2009.04.13 14:15 | modify | 968 | 0.10 | 100.515 | 100.265 | 101.465 | ||
| 3073 | 2009.04.13 16:30 | s/l | 968 | 0.10 | 100.265 | 100.265 | 101.465 | -2500.00 | 1527892.00 |
| 3074 | 2009.04.13 17:00 | buy | 969 | 0.10 | 100.295 | 0.000 | 0.000 | ||
| 3075 | 2009.04.13 17:00 | modify | 969 | 0.10 | 100.295 | 100.045 | 101.245 | ||
| 3076 | 2009.04.13 18:50 | s/l | 969 | 0.10 | 100.045 | 100.045 | 101.245 | -2500.00 | 1525392.00 |
| 3077 | 2009.04.16 10:55 | sell | 970 | 0.10 | 98.600 | 0.000 | 0.000 | ||
| 3078 | 2009.04.16 10:55 | modify | 970 | 0.10 | 98.600 | 98.900 | 97.400 | ||
| 3079 | 2009.04.16 13:15 | s/l | 970 | 0.10 | 98.900 | 98.900 | 97.400 | -3000.00 | 1522392.00 |
| 3080 | 2009.04.16 13:50 | sell | 971 | 0.10 | 98.890 | 0.000 | 0.000 | ||
| 3081 | 2009.04.16 13:50 | modify | 971 | 0.10 | 98.890 | 99.190 | 97.690 | ||
| 3082 | 2009.04.16 16:05 | s/l | 971 | 0.10 | 99.190 | 99.190 | 97.690 | -3000.00 | 1519392.00 |
| 3083 | 2009.04.16 16:55 | sell | 972 | 0.10 | 99.100 | 0.000 | 0.000 | ||
| 3084 | 2009.04.16 16:55 | modify | 972 | 0.10 | 99.100 | 99.400 | 97.900 | ||
| 3085 | 2009.04.17 00:55 | s/l | 972 | 0.10 | 99.400 | 99.400 | 97.900 | -3026.00 | 1516366.00 |
| 3086 | 2009.04.17 10:00 | buy | 973 | 0.10 | 99.565 | 0.000 | 0.000 | ||
| 3087 | 2009.04.17 10:00 | modify | 973 | 0.10 | 99.565 | 99.315 | 100.515 | ||
| 3088 | 2009.04.17 11:10 | s/l | 973 | 0.10 | 99.315 | 99.315 | 100.515 | -2500.00 | 1513866.00 |
| 3089 | 2009.04.17 11:55 | buy | 974 | 0.10 | 99.445 | 0.000 | 0.000 | ||
| 3090 | 2009.04.17 11:55 | modify | 974 | 0.10 | 99.445 | 99.195 | 100.395 | ||
| 3091 | 2009.04.17 12:10 | s/l | 974 | 0.10 | 99.195 | 99.195 | 100.395 | -2500.00 | 1511366.00 |
| 3092 | 2009.04.22 01:25 | buy | 975 | 0.10 | 98.615 | 0.000 | 0.000 | ||
| 3093 | 2009.04.22 01:25 | modify | 975 | 0.10 | 98.615 | 98.365 | 99.565 | ||
| 3094 | 2009.04.22 04:40 | s/l | 975 | 0.10 | 98.365 | 98.365 | 99.565 | -2500.00 | 1508866.00 |
| 3095 | 2009.04.22 09:35 | sell | 976 | 0.10 | 98.310 | 0.000 | 0.000 | ||
| 3096 | 2009.04.22 09:35 | modify | 976 | 0.10 | 98.310 | 98.610 | 97.110 | ||
| 3097 | 2009.04.22 23:40 | close | 976 | 0.10 | 97.965 | 98.610 | 97.110 | 3450.00 | 1512316.00 |
| 3098 | 2009.04.23 02:20 | sell | 977 | 0.10 | 98.030 | 0.000 | 0.000 | ||
| 3099 | 2009.04.23 02:20 | modify | 977 | 0.10 | 98.030 | 98.330 | 96.830 | ||
| 3100 | 2009.04.23 11:30 | s/l | 977 | 0.10 | 98.330 | 98.330 | 96.830 | -3000.00 | 1509316.00 |
| 3101 | 2009.04.23 21:50 | sell | 978 | 0.10 | 97.990 | 0.000 | 0.000 | ||
| 3102 | 2009.04.23 21:50 | modify | 978 | 0.10 | 97.990 | 98.290 | 96.790 | ||
| 3103 | 2009.04.24 07:00 | modify | 978 | 0.10 | 97.990 | 97.990 | 96.790 | ||
| 3104 | 2009.04.24 09:35 | t/p | 978 | 0.10 | 96.790 | 97.990 | 96.790 | 11974.00 | 1521290.00 |
| 3105 | 2009.04.29 08:50 | buy | 979 | 0.10 | 96.795 | 0.000 | 0.000 | ||
| 3106 | 2009.04.29 08:50 | modify | 979 | 0.10 | 96.795 | 96.545 | 97.745 | ||
| 3107 | 2009.04.29 18:55 | close | 979 | 0.10 | 96.990 | 96.545 | 97.745 | 1950.00 | 1523240.00 |
| 3108 | 2009.04.30 12:25 | buy | 980 | 0.10 | 97.745 | 0.000 | 0.000 | ||
| 3109 | 2009.04.30 12:25 | modify | 980 | 0.10 | 97.745 | 97.495 | 98.695 | ||
| 3110 | 2009.04.30 18:30 | t/p | 980 | 0.10 | 98.695 | 97.495 | 98.695 | 9500.00 | 1532740.00 |
| 3111 | 2009.05.05 09:45 | sell | 981 | 0.10 | 98.900 | 0.000 | 0.000 | ||
| 3112 | 2009.05.05 09:45 | modify | 981 | 0.10 | 98.900 | 99.200 | 97.700 | ||
| 3113 | 2009.05.05 13:00 | s/l | 981 | 0.10 | 99.200 | 99.200 | 97.700 | -3000.00 | 1529740.00 |
| 3114 | 2009.05.06 09:35 | sell | 982 | 0.10 | 98.090 | 0.000 | 0.000 | ||
| 3115 | 2009.05.06 09:35 | modify | 982 | 0.10 | 98.090 | 98.390 | 96.890 | ||
| 3116 | 2009.05.06 10:50 | s/l | 982 | 0.10 | 98.390 | 98.390 | 96.890 | -3000.00 | 1526740.00 |
| 3117 | 2009.05.06 11:50 | sell | 983 | 0.10 | 98.420 | 0.000 | 0.000 | ||
| 3118 | 2009.05.06 11:50 | modify | 983 | 0.10 | 98.420 | 98.720 | 97.220 | ||
| 3119 | 2009.05.06 15:25 | s/l | 983 | 0.10 | 98.720 | 98.720 | 97.220 | -3000.00 | 1523740.00 |
| 3120 | 2009.05.08 01:05 | sell | 984 | 0.10 | 99.200 | 0.000 | 0.000 | ||
| 3121 | 2009.05.08 01:05 | modify | 984 | 0.10 | 99.200 | 99.500 | 98.000 | ||
| 3122 | 2009.05.08 12:40 | s/l | 984 | 0.10 | 99.500 | 99.500 | 98.000 | -3000.00 | 1520740.00 |
| 3123 | 2009.05.11 01:15 | sell | 985 | 0.10 | 98.560 | 0.000 | 0.000 | ||
| 3124 | 2009.05.11 01:15 | modify | 985 | 0.10 | 98.560 | 98.860 | 97.360 | ||
| 3125 | 2009.05.11 14:10 | modify | 985 | 0.10 | 98.560 | 98.560 | 97.360 | ||
| 3126 | 2009.05.11 16:15 | t/p | 985 | 0.10 | 97.360 | 98.560 | 97.360 | 12000.00 | 1532740.00 |
| 3127 | 2009.05.13 08:40 | sell | 986 | 0.10 | 96.550 | 0.000 | 0.000 | ||
| 3128 | 2009.05.13 08:40 | modify | 986 | 0.10 | 96.550 | 96.850 | 95.350 | ||
| 3129 | 2009.05.13 20:05 | modify | 986 | 0.10 | 96.550 | 96.550 | 95.350 | ||
| 3130 | 2009.05.13 22:20 | t/p | 986 | 0.10 | 95.350 | 96.550 | 95.350 | 12000.00 | 1544740.00 |
| 3131 | 2009.05.14 08:30 | sell | 987 | 0.10 | 95.500 | 0.000 | 0.000 | ||
| 3132 | 2009.05.14 08:30 | modify | 987 | 0.10 | 95.500 | 95.800 | 94.300 | ||
| 3133 | 2009.05.14 16:40 | s/l | 987 | 0.10 | 95.800 | 95.800 | 94.300 | -3000.00 | 1541740.00 |
| 3134 | 2009.05.15 04:45 | buy | 988 | 0.10 | 95.855 | 0.000 | 0.000 | ||
| 3135 | 2009.05.15 04:45 | modify | 988 | 0.10 | 95.855 | 95.605 | 96.805 | ||
| 3136 | 2009.05.15 09:20 | s/l | 988 | 0.10 | 95.605 | 95.605 | 96.805 | -2500.00 | 1539240.00 |
| 3137 | 2009.05.15 09:25 | buy | 989 | 0.10 | 95.705 | 0.000 | 0.000 | ||
| 3138 | 2009.05.15 09:25 | modify | 989 | 0.10 | 95.705 | 95.455 | 96.655 | ||
| 3139 | 2009.05.15 09:50 | s/l | 989 | 0.10 | 95.455 | 95.455 | 96.655 | -2500.00 | 1536740.00 |
| 3140 | 2009.05.15 10:50 | buy | 990 | 0.10 | 95.265 | 0.000 | 0.000 | ||
| 3141 | 2009.05.15 10:50 | modify | 990 | 0.10 | 95.265 | 95.015 | 96.215 | ||
| 3142 | 2009.05.15 12:15 | s/l | 990 | 0.10 | 95.015 | 95.015 | 96.215 | -2500.00 | 1534240.00 |
| 3143 | 2009.05.18 14:40 | buy | 991 | 0.10 | 95.925 | 0.000 | 0.000 | ||
| 3144 | 2009.05.18 14:40 | modify | 991 | 0.10 | 95.925 | 95.675 | 96.875 | ||
| 3145 | 2009.05.18 15:50 | s/l | 991 | 0.10 | 95.675 | 95.675 | 96.875 | -2500.00 | 1531740.00 |
| 3146 | 2009.05.18 17:15 | buy | 992 | 0.10 | 95.785 | 0.000 | 0.000 | ||
| 3147 | 2009.05.18 17:15 | modify | 992 | 0.10 | 95.785 | 95.535 | 96.735 | ||
| 3148 | 2009.05.18 20:45 | modify | 992 | 0.10 | 95.785 | 95.785 | 96.735 | ||
| 3149 | 2009.05.18 23:15 | close | 992 | 0.10 | 96.370 | 95.785 | 96.735 | 5850.00 | 1537590.00 |
| 3150 | 2009.05.19 01:15 | buy | 993 | 0.10 | 96.225 | 0.000 | 0.000 | ||