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 |
| 3151 | 2009.05.19 01:15 | modify | 993 | 0.10 | 96.225 | 95.975 | 97.175 | ||
| 3152 | 2009.05.19 11:20 | close | 993 | 0.10 | 96.600 | 95.975 | 97.175 | 3750.00 | 1541340.00 |
| 3153 | 2009.05.21 17:35 | buy | 994 | 0.10 | 94.665 | 0.000 | 0.000 | ||
| 3154 | 2009.05.21 17:35 | modify | 994 | 0.10 | 94.665 | 94.415 | 95.615 | ||
| 3155 | 2009.05.21 19:50 | s/l | 994 | 0.10 | 94.415 | 94.415 | 95.615 | -2500.00 | 1538840.00 |
| 3156 | 2009.05.26 00:15 | sell | 995 | 0.10 | 94.830 | 0.000 | 0.000 | ||
| 3157 | 2009.05.26 00:15 | modify | 995 | 0.10 | 94.830 | 95.130 | 93.630 | ||
| 3158 | 2009.05.26 12:25 | s/l | 995 | 0.10 | 95.130 | 95.130 | 93.630 | -3000.00 | 1535840.00 |
| 3159 | 2009.05.26 23:05 | buy | 996 | 0.10 | 94.995 | 0.000 | 0.000 | ||
| 3160 | 2009.05.26 23:05 | modify | 996 | 0.10 | 94.995 | 94.745 | 95.945 | ||
| 3161 | 2009.05.27 06:15 | modify | 996 | 0.10 | 94.995 | 94.995 | 95.945 | ||
| 3162 | 2009.05.27 16:25 | s/l | 996 | 0.10 | 94.995 | 94.995 | 95.945 | -15.00 | 1535825.00 |
| 3163 | 2009.05.27 16:40 | buy | 997 | 0.10 | 94.865 | 0.000 | 0.000 | ||
| 3164 | 2009.05.27 16:40 | modify | 997 | 0.10 | 94.865 | 94.615 | 95.815 | ||
| 3165 | 2009.05.27 23:35 | modify | 997 | 0.10 | 94.865 | 94.865 | 95.815 | ||
| 3166 | 2009.05.28 03:40 | t/p | 997 | 0.10 | 95.815 | 94.865 | 95.815 | 9485.00 | 1545310.00 |
| 3167 | 2009.06.01 01:35 | sell | 998 | 0.10 | 95.200 | 0.000 | 0.000 | ||
| 3168 | 2009.06.01 01:35 | modify | 998 | 0.10 | 95.200 | 95.500 | 94.000 | ||
| 3169 | 2009.06.01 06:45 | modify | 998 | 0.10 | 95.200 | 95.200 | 94.000 | ||
| 3170 | 2009.06.01 08:00 | s/l | 998 | 0.10 | 95.200 | 95.200 | 94.000 | 0.00 | 1545310.00 |
| 3171 | 2009.06.01 08:40 | sell | 999 | 0.10 | 95.230 | 0.000 | 0.000 | ||
| 3172 | 2009.06.01 08:40 | modify | 999 | 0.10 | 95.230 | 95.530 | 94.030 | ||
| 3173 | 2009.06.01 13:10 | modify | 999 | 0.10 | 95.230 | 95.230 | 94.030 | ||
| 3174 | 2009.06.01 15:40 | s/l | 999 | 0.10 | 95.230 | 95.230 | 94.030 | 0.00 | 1545310.00 |
| 3175 | 2009.06.02 17:25 | sell | 1000 | 0.10 | 95.960 | 0.000 | 0.000 | ||
| 3176 | 2009.06.02 17:25 | modify | 1000 | 0.10 | 95.960 | 96.260 | 94.760 | ||
| 3177 | 2009.06.02 23:00 | modify | 1000 | 0.10 | 95.960 | 95.960 | 94.760 | ||
| 3178 | 2009.06.03 08:50 | s/l | 1000 | 0.10 | 95.960 | 95.960 | 94.760 | -26.00 | 1545284.00 |
| 3179 | 2009.06.04 03:20 | buy | 1001 | 0.10 | 96.145 | 0.000 | 0.000 | ||
| 3180 | 2009.06.04 03:20 | modify | 1001 | 0.10 | 96.145 | 95.895 | 97.095 | ||
| 3181 | 2009.06.04 13:25 | close | 1001 | 0.10 | 96.470 | 95.895 | 97.095 | 3250.00 | 1548534.00 |
| 3182 | 2009.06.04 17:50 | buy | 1002 | 0.10 | 96.395 | 0.000 | 0.000 | ||
| 3183 | 2009.06.04 17:50 | modify | 1002 | 0.10 | 96.395 | 96.145 | 97.345 | ||
| 3184 | 2009.06.05 03:55 | close | 1002 | 0.10 | 96.620 | 96.145 | 97.345 | 2235.00 | 1550769.00 |
| 3185 | 2009.06.05 15:25 | buy | 1003 | 0.10 | 96.935 | 0.000 | 0.000 | ||
| 3186 | 2009.06.05 15:25 | modify | 1003 | 0.10 | 96.935 | 96.685 | 97.885 | ||
| 3187 | 2009.06.05 15:55 | t/p | 1003 | 0.10 | 97.885 | 96.685 | 97.885 | 9500.00 | 1560269.00 |
| 3188 | 2009.06.09 20:30 | sell | 1004 | 0.10 | 97.590 | 0.000 | 0.000 | ||
| 3189 | 2009.06.09 20:30 | modify | 1004 | 0.10 | 97.590 | 97.890 | 96.390 | ||
| 3190 | 2009.06.10 01:15 | modify | 1004 | 0.10 | 97.590 | 97.590 | 96.390 | ||
| 3191 | 2009.06.10 06:15 | s/l | 1004 | 0.10 | 97.590 | 97.590 | 96.390 | -26.00 | 1560243.00 |
| 3192 | 2009.06.11 12:20 | sell | 1005 | 0.10 | 97.720 | 0.000 | 0.000 | ||
| 3193 | 2009.06.11 12:20 | modify | 1005 | 0.10 | 97.720 | 98.020 | 96.520 | ||
| 3194 | 2009.06.11 14:00 | s/l | 1005 | 0.10 | 98.020 | 98.020 | 96.520 | -3000.00 | 1557243.00 |
| 3195 | 2009.06.11 15:20 | sell | 1006 | 0.10 | 98.330 | 0.000 | 0.000 | ||
| 3196 | 2009.06.11 15:20 | modify | 1006 | 0.10 | 98.330 | 98.630 | 97.130 | ||
| 3197 | 2009.06.11 21:40 | modify | 1006 | 0.10 | 98.330 | 98.330 | 97.130 | ||
| 3198 | 2009.06.11 23:55 | close | 1006 | 0.10 | 97.605 | 98.330 | 97.130 | 7250.00 | 1564493.00 |
| 3199 | 2009.06.12 05:10 | sell | 1007 | 0.10 | 97.790 | 0.000 | 0.000 | ||
| 3200 | 2009.06.12 05:10 | modify | 1007 | 0.10 | 97.790 | 98.090 | 96.590 | ||
| 3201 | 2009.06.12 09:35 | s/l | 1007 | 0.10 | 98.090 | 98.090 | 96.590 | -3000.00 | 1561493.00 |
| 3202 | 2009.06.15 04:10 | buy | 1008 | 0.10 | 98.295 | 0.000 | 0.000 | ||
| 3203 | 2009.06.15 04:10 | modify | 1008 | 0.10 | 98.295 | 98.045 | 99.245 | ||
| 3204 | 2009.06.15 14:15 | close | 1008 | 0.10 | 98.240 | 98.045 | 99.245 | -550.00 | 1560943.00 |
| 3205 | 2009.06.16 21:45 | sell | 1009 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 3206 | 2009.06.16 21:45 | modify | 1009 | 0.10 | 96.400 | 96.700 | 95.200 | ||
| 3207 | 2009.06.17 07:15 | s/l | 1009 | 0.10 | 96.700 | 96.700 | 95.200 | -3026.00 | 1557917.00 |
| 3208 | 2009.06.17 12:15 | sell | 1010 | 0.10 | 96.180 | 0.000 | 0.000 | ||
| 3209 | 2009.06.17 12:15 | modify | 1010 | 0.10 | 96.180 | 96.480 | 94.980 | ||
| 3210 | 2009.06.17 13:25 | s/l | 1010 | 0.10 | 96.480 | 96.480 | 94.980 | -3000.00 | 1554917.00 |
| 3211 | 2009.06.17 14:50 | sell | 1011 | 0.10 | 96.400 | 0.000 | 0.000 | ||
| 3212 | 2009.06.17 14:50 | modify | 1011 | 0.10 | 96.400 | 96.700 | 95.200 | ||
| 3213 | 2009.06.17 20:40 | modify | 1011 | 0.10 | 96.400 | 96.400 | 95.200 | ||
| 3214 | 2009.06.18 06:00 | close | 1011 | 0.10 | 95.745 | 96.400 | 95.200 | 6524.00 | 1561441.00 |
| 3215 | 2009.06.19 08:45 | buy | 1012 | 0.10 | 96.645 | 0.000 | 0.000 | ||
| 3216 | 2009.06.19 08:45 | modify | 1012 | 0.10 | 96.645 | 96.395 | 97.595 | ||
| 3217 | 2009.06.19 16:00 | close | 1012 | 0.10 | 96.710 | 96.395 | 97.595 | 650.00 | 1562091.00 |
| 3218 | 2009.06.23 18:45 | buy | 1013 | 0.10 | 95.315 | 0.000 | 0.000 | ||
| 3219 | 2009.06.23 18:45 | modify | 1013 | 0.10 | 95.315 | 95.065 | 96.265 | ||
| 3220 | 2009.06.23 19:35 | s/l | 1013 | 0.10 | 95.065 | 95.065 | 96.265 | -2500.00 | 1559591.00 |
| 3221 | 2009.06.25 10:05 | buy | 1014 | 0.10 | 96.395 | 0.000 | 0.000 | ||
| 3222 | 2009.06.25 10:05 | modify | 1014 | 0.10 | 96.395 | 96.145 | 97.345 | ||
| 3223 | 2009.06.25 15:45 | s/l | 1014 | 0.10 | 96.145 | 96.145 | 97.345 | -2500.00 | 1557091.00 |
| 3224 | 2009.06.25 16:15 | buy | 1015 | 0.10 | 96.205 | 0.000 | 0.000 | ||
| 3225 | 2009.06.25 16:15 | modify | 1015 | 0.10 | 96.205 | 95.955 | 97.155 | ||
| 3226 | 2009.06.25 20:10 | s/l | 1015 | 0.10 | 95.955 | 95.955 | 97.155 | -2500.00 | 1554591.00 |
| 3227 | 2009.06.29 09:00 | buy | 1016 | 0.10 | 95.435 | 0.000 | 0.000 | ||
| 3228 | 2009.06.29 09:00 | modify | 1016 | 0.10 | 95.435 | 95.185 | 96.385 | ||
| 3229 | 2009.06.29 19:05 | close | 1016 | 0.10 | 95.830 | 95.185 | 96.385 | 3950.00 | 1558541.00 |
| 3230 | 2009.06.30 05:25 | buy | 1017 | 0.10 | 95.875 | 0.000 | 0.000 | ||
| 3231 | 2009.06.30 05:25 | modify | 1017 | 0.10 | 95.875 | 95.625 | 96.825 | ||
| 3232 | 2009.06.30 09:40 | s/l | 1017 | 0.10 | 95.625 | 95.625 | 96.825 | -2500.00 | 1556041.00 |
| 3233 | 2009.06.30 14:15 | sell | 1018 | 0.10 | 95.950 | 0.000 | 0.000 | ||
| 3234 | 2009.06.30 14:15 | modify | 1018 | 0.10 | 95.950 | 96.250 | 94.750 | ||
| 3235 | 2009.06.30 16:10 | s/l | 1018 | 0.10 | 96.250 | 96.250 | 94.750 | -3000.00 | 1553041.00 |
| 3236 | 2009.07.02 13:20 | buy | 1019 | 0.10 | 96.645 | 0.000 | 0.000 | ||
| 3237 | 2009.07.02 13:20 | modify | 1019 | 0.10 | 96.645 | 96.395 | 97.595 | ||
| 3238 | 2009.07.02 15:35 | s/l | 1019 | 0.10 | 96.395 | 96.395 | 97.595 | -2500.00 | 1550541.00 |
| 3239 | 2009.07.03 06:35 | sell | 1020 | 0.10 | 95.960 | 0.000 | 0.000 | ||
| 3240 | 2009.07.03 06:35 | modify | 1020 | 0.10 | 95.960 | 96.260 | 94.760 | ||
| 3241 | 2009.07.03 16:00 | close | 1020 | 0.10 | 95.965 | 96.260 | 94.760 | -50.00 | 1550491.00 |
| 3242 | 2009.07.09 10:15 | buy | 1021 | 0.10 | 93.255 | 0.000 | 0.000 | ||
| 3243 | 2009.07.09 10:15 | modify | 1021 | 0.10 | 93.255 | 93.005 | 94.205 | ||
| 3244 | 2009.07.09 13:30 | s/l | 1021 | 0.10 | 93.005 | 93.005 | 94.205 | -2500.00 | 1547991.00 |
| 3245 | 2009.07.09 13:50 | buy | 1022 | 0.10 | 92.885 | 0.000 | 0.000 | ||
| 3246 | 2009.07.09 13:50 | modify | 1022 | 0.10 | 92.885 | 92.635 | 93.835 | ||
| 3247 | 2009.07.09 16:50 | s/l | 1022 | 0.10 | 92.635 | 92.635 | 93.835 | -2500.00 | 1545491.00 |
| 3248 | 2009.07.10 04:05 | buy | 1023 | 0.10 | 93.115 | 0.000 | 0.000 | ||
| 3249 | 2009.07.10 04:05 | modify | 1023 | 0.10 | 93.115 | 92.865 | 94.065 | ||
| 3250 | 2009.07.10 04:50 | s/l | 1023 | 0.10 | 92.865 | 92.865 | 94.065 | -2500.00 | 1542991.00 |
| 3251 | 2009.07.13 06:35 | buy | 1024 | 0.10 | 92.575 | 0.000 | 0.000 | ||
| 3252 | 2009.07.13 06:35 | modify | 1024 | 0.10 | 92.575 | 92.325 | 93.525 | ||
| 3253 | 2009.07.13 08:15 | s/l | 1024 | 0.10 | 92.325 | 92.325 | 93.525 | -2500.00 | 1540491.00 |
| 3254 | 2009.07.13 08:40 | buy | 1025 | 0.10 | 92.395 | 0.000 | 0.000 | ||
| 3255 | 2009.07.13 08:40 | modify | 1025 | 0.10 | 92.395 | 92.145 | 93.345 | ||
| 3256 | 2009.07.13 09:10 | s/l | 1025 | 0.10 | 92.145 | 92.145 | 93.345 | -2500.00 | 1537991.00 |
| 3257 | 2009.07.13 09:40 | buy | 1026 | 0.10 | 92.255 | 0.000 | 0.000 | ||
| 3258 | 2009.07.13 09:40 | modify | 1026 | 0.10 | 92.255 | 92.005 | 93.205 | ||
| 3259 | 2009.07.13 12:35 | s/l | 1026 | 0.10 | 92.005 | 92.005 | 93.205 | -2500.00 | 1535491.00 |
| 3260 | 2009.07.13 21:10 | buy | 1027 | 0.10 | 92.565 | 0.000 | 0.000 | ||
| 3261 | 2009.07.13 21:10 | modify | 1027 | 0.10 | 92.565 | 92.315 | 93.515 | ||
| 3262 | 2009.07.14 01:05 | modify | 1027 | 0.10 | 92.565 | 92.565 | 93.515 | ||
| 3263 | 2009.07.14 23:40 | t/p | 1027 | 0.10 | 93.515 | 92.565 | 93.515 | 9485.00 | 1544976.00 |
| 3264 | 2009.07.15 14:25 | buy | 1028 | 0.10 | 93.515 | 0.000 | 0.000 | ||
| 3265 | 2009.07.15 14:25 | modify | 1028 | 0.10 | 93.515 | 93.265 | 94.465 | ||
| 3266 | 2009.07.15 19:35 | modify | 1028 | 0.10 | 93.515 | 93.515 | 94.465 | ||
| 3267 | 2009.07.16 00:00 | close | 1028 | 0.10 | 94.220 | 93.515 | 94.465 | 7035.00 | 1552011.00 |
| 3268 | 2009.07.20 23:45 | sell | 1029 | 0.10 | 94.230 | 0.000 | 0.000 | ||
| 3269 | 2009.07.20 23:45 | modify | 1029 | 0.10 | 94.230 | 94.530 | 93.030 | ||
| 3270 | 2009.07.21 06:15 | modify | 1029 | 0.10 | 94.230 | 94.230 | 93.030 | ||
| 3271 | 2009.07.21 11:50 | s/l | 1029 | 0.10 | 94.230 | 94.230 | 93.030 | -26.00 | 1551985.00 |
| 3272 | 2009.07.21 12:40 | sell | 1030 | 0.10 | 94.180 | 0.000 | 0.000 | ||
| 3273 | 2009.07.21 12:40 | modify | 1030 | 0.10 | 94.180 | 94.480 | 92.980 | ||
| 3274 | 2009.07.21 19:25 | modify | 1030 | 0.10 | 94.180 | 94.180 | 92.980 | ||
| 3275 | 2009.07.22 08:40 | close | 1030 | 0.10 | 93.635 | 94.180 | 92.980 | 5424.00 | 1557409.00 |
| 3276 | 2009.07.22 10:30 | sell | 1031 | 0.10 | 93.570 | 0.000 | 0.000 | ||
| 3277 | 2009.07.22 10:30 | modify | 1031 | 0.10 | 93.570 | 93.870 | 92.370 | ||
| 3278 | 2009.07.23 00:35 | close | 1031 | 0.10 | 93.605 | 93.870 | 92.370 | -376.00 | 1557033.00 |
| 3279 | 2009.07.28 02:00 | buy | 1032 | 0.10 | 95.205 | 0.000 | 0.000 | ||
| 3280 | 2009.07.28 02:00 | modify | 1032 | 0.10 | 95.205 | 94.955 | 96.155 | ||
| 3281 | 2009.07.28 05:10 | s/l | 1032 | 0.10 | 94.955 | 94.955 | 96.155 | -2500.00 | 1554533.00 |
| 3282 | 2009.07.29 09:00 | sell | 1033 | 0.10 | 94.220 | 0.000 | 0.000 | ||
| 3283 | 2009.07.29 09:00 | modify | 1033 | 0.10 | 94.220 | 94.520 | 93.020 | ||
| 3284 | 2009.07.29 11:45 | s/l | 1033 | 0.10 | 94.520 | 94.520 | 93.020 | -3000.00 | 1551533.00 |
| 3285 | 2009.07.30 09:20 | sell | 1034 | 0.10 | 95.030 | 0.000 | 0.000 | ||
| 3286 | 2009.07.30 09:20 | modify | 1034 | 0.10 | 95.030 | 95.330 | 93.830 | ||
| 3287 | 2009.07.30 15:35 | s/l | 1034 | 0.10 | 95.330 | 95.330 | 93.830 | -3000.00 | 1548533.00 |
| 3288 | 2009.07.31 08:25 | sell | 1035 | 0.10 | 95.330 | 0.000 | 0.000 | ||
| 3289 | 2009.07.31 08:25 | modify | 1035 | 0.10 | 95.330 | 95.630 | 94.130 | ||
| 3290 | 2009.07.31 10:55 | s/l | 1035 | 0.10 | 95.630 | 95.630 | 94.130 | -3000.00 | 1545533.00 |
| 3291 | 2009.08.03 04:55 | sell | 1036 | 0.10 | 94.730 | 0.000 | 0.000 | ||
| 3292 | 2009.08.03 04:55 | modify | 1036 | 0.10 | 94.730 | 95.030 | 93.530 | ||
| 3293 | 2009.08.03 11:15 | s/l | 1036 | 0.10 | 95.030 | 95.030 | 93.530 | -3000.00 | 1542533.00 |
| 3294 | 2009.08.03 11:35 | sell | 1037 | 0.10 | 94.960 | 0.000 | 0.000 | ||
| 3295 | 2009.08.03 11:35 | modify | 1037 | 0.10 | 94.960 | 95.260 | 93.760 | ||
| 3296 | 2009.08.03 17:05 | s/l | 1037 | 0.10 | 95.260 | 95.260 | 93.760 | -3000.00 | 1539533.00 |
| 3297 | 2009.08.04 15:00 | sell | 1038 | 0.10 | 94.680 | 0.000 | 0.000 | ||
| 3298 | 2009.08.04 15:00 | modify | 1038 | 0.10 | 94.680 | 94.980 | 93.480 | ||
| 3299 | 2009.08.04 17:05 | s/l | 1038 | 0.10 | 94.980 | 94.980 | 93.480 | -3000.00 | 1536533.00 |
| 3300 | 2009.08.04 18:50 | sell | 1039 | 0.10 | 95.370 | 0.000 | 0.000 | ||