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 |
| 3301 | 2009.08.04 18:50 | modify | 1039 | 0.10 | 95.370 | 95.670 | 94.170 | ||
| 3302 | 2009.08.05 07:45 | modify | 1039 | 0.10 | 95.370 | 95.370 | 94.170 | ||
| 3303 | 2009.08.05 14:05 | s/l | 1039 | 0.10 | 95.370 | 95.370 | 94.170 | -26.00 | 1536507.00 |
| 3304 | 2009.08.05 20:35 | sell | 1040 | 0.10 | 94.820 | 0.000 | 0.000 | ||
| 3305 | 2009.08.05 20:35 | modify | 1040 | 0.10 | 94.820 | 95.120 | 93.620 | ||
| 3306 | 2009.08.06 04:10 | s/l | 1040 | 0.10 | 95.120 | 95.120 | 93.620 | -3026.00 | 1533481.00 |
| 3307 | 2009.08.06 09:00 | buy | 1041 | 0.10 | 95.125 | 0.000 | 0.000 | ||
| 3308 | 2009.08.06 09:00 | modify | 1041 | 0.10 | 95.125 | 94.875 | 96.075 | ||
| 3309 | 2009.08.06 19:05 | close | 1041 | 0.10 | 95.550 | 94.875 | 96.075 | 4250.00 | 1537731.00 |
| 3310 | 2009.08.06 19:35 | buy | 1042 | 0.10 | 95.565 | 0.000 | 0.000 | ||
| 3311 | 2009.08.06 19:35 | modify | 1042 | 0.10 | 95.565 | 95.315 | 96.515 | ||
| 3312 | 2009.08.07 01:05 | close | 1042 | 0.10 | 95.370 | 95.315 | 96.515 | -1965.00 | 1535766.00 |
| 3313 | 2009.08.07 02:25 | buy | 1043 | 0.10 | 95.485 | 0.000 | 0.000 | ||
| 3314 | 2009.08.07 02:25 | modify | 1043 | 0.10 | 95.485 | 95.235 | 96.435 | ||
| 3315 | 2009.08.07 05:20 | s/l | 1043 | 0.10 | 95.235 | 95.235 | 96.435 | -2500.00 | 1533266.00 |
| 3316 | 2009.08.13 19:15 | sell | 1044 | 0.10 | 95.410 | 0.000 | 0.000 | ||
| 3317 | 2009.08.13 19:15 | modify | 1044 | 0.10 | 95.410 | 95.710 | 94.210 | ||
| 3318 | 2009.08.14 09:20 | close | 1044 | 0.10 | 95.295 | 95.710 | 94.210 | 1124.00 | 1534390.00 |
| 3319 | 2009.08.14 12:35 | sell | 1045 | 0.10 | 95.100 | 0.000 | 0.000 | ||
| 3320 | 2009.08.14 12:35 | modify | 1045 | 0.10 | 95.100 | 95.400 | 93.900 | ||
| 3321 | 2009.08.14 16:00 | close | 1045 | 0.10 | 94.825 | 95.400 | 93.900 | 2750.00 | 1537140.00 |
| 3322 | 2009.08.18 20:25 | sell | 1046 | 0.10 | 94.670 | 0.000 | 0.000 | ||
| 3323 | 2009.08.18 20:25 | modify | 1046 | 0.10 | 94.670 | 94.970 | 93.470 | ||
| 3324 | 2009.08.19 10:30 | close | 1046 | 0.10 | 94.285 | 94.970 | 93.470 | 3824.00 | 1540964.00 |
| 3325 | 2009.08.20 06:00 | buy | 1047 | 0.10 | 94.285 | 0.000 | 0.000 | ||
| 3326 | 2009.08.20 06:00 | modify | 1047 | 0.10 | 94.285 | 94.035 | 95.235 | ||
| 3327 | 2009.08.20 15:00 | s/l | 1047 | 0.10 | 94.035 | 94.035 | 95.235 | -2500.00 | 1538464.00 |
| 3328 | 2009.08.20 15:15 | buy | 1048 | 0.10 | 94.165 | 0.000 | 0.000 | ||
| 3329 | 2009.08.20 15:15 | modify | 1048 | 0.10 | 94.165 | 93.915 | 95.115 | ||
| 3330 | 2009.08.20 15:35 | s/l | 1048 | 0.10 | 93.915 | 93.915 | 95.115 | -2500.00 | 1535964.00 |
| 3331 | 2009.08.20 15:50 | buy | 1049 | 0.10 | 94.015 | 0.000 | 0.000 | ||
| 3332 | 2009.08.20 15:50 | modify | 1049 | 0.10 | 94.015 | 93.765 | 94.965 | ||
| 3333 | 2009.08.21 01:55 | close | 1049 | 0.10 | 94.190 | 93.765 | 94.965 | 1735.00 | 1537699.00 |
| 3334 | 2009.08.24 03:50 | buy | 1050 | 0.10 | 94.675 | 0.000 | 0.000 | ||
| 3335 | 2009.08.24 03:50 | modify | 1050 | 0.10 | 94.675 | 94.425 | 95.625 | ||
| 3336 | 2009.08.24 13:55 | close | 1050 | 0.10 | 94.850 | 94.425 | 95.625 | 1750.00 | 1539449.00 |
| 3337 | 2009.08.25 20:25 | buy | 1051 | 0.10 | 94.065 | 0.000 | 0.000 | ||
| 3338 | 2009.08.25 20:25 | modify | 1051 | 0.10 | 94.065 | 93.815 | 95.015 | ||
| 3339 | 2009.08.26 06:30 | close | 1051 | 0.10 | 94.070 | 93.815 | 95.015 | 35.00 | 1539484.00 |
| 3340 | 2009.08.26 19:50 | buy | 1052 | 0.10 | 94.305 | 0.000 | 0.000 | ||
| 3341 | 2009.08.26 19:50 | modify | 1052 | 0.10 | 94.305 | 94.055 | 95.255 | ||
| 3342 | 2009.08.27 02:35 | s/l | 1052 | 0.10 | 94.055 | 94.055 | 95.255 | -2515.00 | 1536969.00 |
| 3343 | 2009.08.27 09:40 | sell | 1053 | 0.10 | 93.620 | 0.000 | 0.000 | ||
| 3344 | 2009.08.27 09:40 | modify | 1053 | 0.10 | 93.620 | 93.920 | 92.420 | ||
| 3345 | 2009.08.27 15:50 | s/l | 1053 | 0.10 | 93.920 | 93.920 | 92.420 | -3000.00 | 1533969.00 |
| 3346 | 2009.08.27 16:40 | sell | 1054 | 0.10 | 93.680 | 0.000 | 0.000 | ||
| 3347 | 2009.08.27 16:40 | modify | 1054 | 0.10 | 93.680 | 93.980 | 92.480 | ||
| 3348 | 2009.08.28 06:45 | close | 1054 | 0.10 | 93.665 | 93.980 | 92.480 | 124.00 | 1534093.00 |
| 3349 | 2009.08.31 02:40 | sell | 1055 | 0.10 | 93.410 | 0.000 | 0.000 | ||
| 3350 | 2009.08.31 02:40 | modify | 1055 | 0.10 | 93.410 | 93.710 | 92.210 | ||
| 3351 | 2009.08.31 05:25 | modify | 1055 | 0.10 | 93.410 | 93.410 | 92.210 | ||
| 3352 | 2009.08.31 06:20 | close | 1055 | 0.10 | 92.615 | 93.410 | 92.210 | 7950.00 | 1542043.00 |
| 3353 | 2009.08.31 12:20 | sell | 1056 | 0.10 | 93.000 | 0.000 | 0.000 | ||
| 3354 | 2009.08.31 12:20 | modify | 1056 | 0.10 | 93.000 | 93.300 | 91.800 | ||
| 3355 | 2009.08.31 14:30 | s/l | 1056 | 0.10 | 93.300 | 93.300 | 91.800 | -3000.00 | 1539043.00 |
| 3356 | 2009.09.01 13:20 | buy | 1057 | 0.10 | 93.165 | 0.000 | 0.000 | ||
| 3357 | 2009.09.01 13:20 | modify | 1057 | 0.10 | 93.165 | 92.915 | 94.115 | ||
| 3358 | 2009.09.01 16:15 | s/l | 1057 | 0.10 | 92.915 | 92.915 | 94.115 | -2500.00 | 1536543.00 |
| 3359 | 2009.09.02 09:10 | sell | 1058 | 0.10 | 92.850 | 0.000 | 0.000 | ||
| 3360 | 2009.09.02 09:10 | modify | 1058 | 0.10 | 92.850 | 93.150 | 91.650 | ||
| 3361 | 2009.09.02 20:00 | modify | 1058 | 0.10 | 92.850 | 92.850 | 91.650 | ||
| 3362 | 2009.09.02 23:05 | close | 1058 | 0.10 | 92.135 | 92.850 | 91.650 | 7150.00 | 1543693.00 |
| 3363 | 2009.09.03 12:00 | buy | 1059 | 0.10 | 92.375 | 0.000 | 0.000 | ||
| 3364 | 2009.09.03 12:00 | modify | 1059 | 0.10 | 92.375 | 92.125 | 93.325 | ||
| 3365 | 2009.09.03 22:05 | close | 1059 | 0.10 | 92.530 | 92.125 | 93.325 | 1550.00 | 1545243.00 |
| 3366 | 2009.09.03 22:15 | buy | 1060 | 0.10 | 92.595 | 0.000 | 0.000 | ||
| 3367 | 2009.09.03 22:15 | modify | 1060 | 0.10 | 92.595 | 92.345 | 93.545 | ||
| 3368 | 2009.09.04 08:20 | close | 1060 | 0.10 | 92.590 | 92.345 | 93.545 | -65.00 | 1545178.00 |
| 3369 | 2009.09.04 09:35 | buy | 1061 | 0.10 | 92.615 | 0.000 | 0.000 | ||
| 3370 | 2009.09.04 09:35 | modify | 1061 | 0.10 | 92.615 | 92.365 | 93.565 | ||
| 3371 | 2009.09.04 15:35 | s/l | 1061 | 0.10 | 92.365 | 92.365 | 93.565 | -2500.00 | 1542678.00 |
| 3372 | 2009.09.07 04:50 | buy | 1062 | 0.10 | 93.125 | 0.000 | 0.000 | ||
| 3373 | 2009.09.07 04:50 | modify | 1062 | 0.10 | 93.125 | 92.875 | 94.075 | ||
| 3374 | 2009.09.07 14:55 | close | 1062 | 0.10 | 92.990 | 92.875 | 94.075 | -1350.00 | 1541328.00 |
| 3375 | 2009.09.10 03:50 | sell | 1063 | 0.10 | 92.170 | 0.000 | 0.000 | ||
| 3376 | 2009.09.10 03:50 | modify | 1063 | 0.10 | 92.170 | 92.470 | 90.970 | ||
| 3377 | 2009.09.10 17:55 | close | 1063 | 0.10 | 91.775 | 92.470 | 90.970 | 3950.00 | 1545278.00 |
| 3378 | 2009.09.10 23:15 | sell | 1064 | 0.10 | 91.700 | 0.000 | 0.000 | ||
| 3379 | 2009.09.10 23:15 | modify | 1064 | 0.10 | 91.700 | 92.000 | 90.500 | ||
| 3380 | 2009.09.11 07:00 | modify | 1064 | 0.10 | 91.700 | 91.700 | 90.500 | ||
| 3381 | 2009.09.11 13:25 | close | 1064 | 0.10 | 90.875 | 91.700 | 90.500 | 8224.00 | 1553502.00 |
| 3382 | 2009.09.14 18:20 | buy | 1065 | 0.10 | 90.745 | 0.000 | 0.000 | ||
| 3383 | 2009.09.14 18:20 | modify | 1065 | 0.10 | 90.745 | 90.495 | 91.695 | ||
| 3384 | 2009.09.15 04:25 | close | 1065 | 0.10 | 90.940 | 90.495 | 91.695 | 1935.00 | 1555437.00 |
| 3385 | 2009.09.15 05:25 | buy | 1066 | 0.10 | 91.065 | 0.000 | 0.000 | ||
| 3386 | 2009.09.15 05:25 | modify | 1066 | 0.10 | 91.065 | 90.815 | 92.015 | ||
| 3387 | 2009.09.15 15:30 | close | 1066 | 0.10 | 91.210 | 90.815 | 92.015 | 1450.00 | 1556887.00 |
| 3388 | 2009.09.16 20:10 | buy | 1067 | 0.10 | 90.945 | 0.000 | 0.000 | ||
| 3389 | 2009.09.16 20:10 | modify | 1067 | 0.10 | 90.945 | 90.695 | 91.895 | ||
| 3390 | 2009.09.17 06:15 | close | 1067 | 0.10 | 91.080 | 90.695 | 91.895 | 1335.00 | 1558222.00 |
| 3391 | 2009.09.17 07:45 | buy | 1068 | 0.10 | 91.085 | 0.000 | 0.000 | ||
| 3392 | 2009.09.17 07:45 | modify | 1068 | 0.10 | 91.085 | 90.835 | 92.035 | ||
| 3393 | 2009.09.17 09:40 | s/l | 1068 | 0.10 | 90.835 | 90.835 | 92.035 | -2500.00 | 1555722.00 |
| 3394 | 2009.09.17 11:15 | buy | 1069 | 0.10 | 90.685 | 0.000 | 0.000 | ||
| 3395 | 2009.09.17 11:15 | modify | 1069 | 0.10 | 90.685 | 90.435 | 91.635 | ||
| 3396 | 2009.09.17 19:15 | modify | 1069 | 0.10 | 90.685 | 90.685 | 91.635 | ||
| 3397 | 2009.09.18 07:45 | close | 1069 | 0.10 | 91.230 | 90.685 | 91.635 | 5435.00 | 1561157.00 |
| 3398 | 2009.09.18 08:25 | buy | 1070 | 0.10 | 91.185 | 0.000 | 0.000 | ||
| 3399 | 2009.09.18 08:25 | modify | 1070 | 0.10 | 91.185 | 90.935 | 92.135 | ||
| 3400 | 2009.09.18 16:00 | close | 1070 | 0.10 | 91.260 | 90.935 | 92.135 | 750.00 | 1561907.00 |
| 3401 | 2009.09.21 01:50 | buy | 1071 | 0.10 | 91.385 | 0.000 | 0.000 | ||
| 3402 | 2009.09.21 01:50 | modify | 1071 | 0.10 | 91.385 | 91.135 | 92.335 | ||
| 3403 | 2009.09.21 09:40 | modify | 1071 | 0.10 | 91.385 | 91.385 | 92.335 | ||
| 3404 | 2009.09.21 13:50 | t/p | 1071 | 0.10 | 92.335 | 91.385 | 92.335 | 9500.00 | 1571407.00 |
| 3405 | 2009.09.22 12:55 | sell | 1072 | 0.10 | 91.340 | 0.000 | 0.000 | ||
| 3406 | 2009.09.22 12:55 | modify | 1072 | 0.10 | 91.340 | 91.640 | 90.140 | ||
| 3407 | 2009.09.23 03:00 | close | 1072 | 0.10 | 90.715 | 91.640 | 90.140 | 6224.00 | 1577631.00 |
| 3408 | 2009.09.24 18:05 | sell | 1073 | 0.10 | 91.190 | 0.000 | 0.000 | ||
| 3409 | 2009.09.24 18:05 | modify | 1073 | 0.10 | 91.190 | 91.490 | 89.990 | ||
| 3410 | 2009.09.24 20:50 | s/l | 1073 | 0.10 | 91.490 | 91.490 | 89.990 | -3000.00 | 1574631.00 |
| 3411 | 2009.09.25 11:05 | sell | 1074 | 0.10 | 90.570 | 0.000 | 0.000 | ||
| 3412 | 2009.09.25 11:05 | modify | 1074 | 0.10 | 90.570 | 90.870 | 89.370 | ||
| 3413 | 2009.09.25 16:00 | close | 1074 | 0.10 | 90.355 | 90.870 | 89.370 | 2150.00 | 1576781.00 |
| 3414 | 2009.09.25 16:25 | sell | 1075 | 0.10 | 90.250 | 0.000 | 0.000 | ||
| 3415 | 2009.09.25 16:25 | close | 1075 | 0.10 | 90.255 | 0.000 | 0.000 | -50.00 | 1576731.00 |
| 3416 | 2009.09.28 13:40 | buy | 1076 | 0.10 | 89.385 | 0.000 | 0.000 | ||
| 3417 | 2009.09.28 13:40 | modify | 1076 | 0.10 | 89.385 | 89.135 | 90.335 | ||
| 3418 | 2009.09.28 17:10 | s/l | 1076 | 0.10 | 89.135 | 89.135 | 90.335 | -2500.00 | 1574231.00 |
| 3419 | 2009.09.28 17:55 | buy | 1077 | 0.10 | 89.285 | 0.000 | 0.000 | ||
| 3420 | 2009.09.28 17:55 | modify | 1077 | 0.10 | 89.285 | 89.035 | 90.235 | ||
| 3421 | 2009.09.28 23:15 | modify | 1077 | 0.10 | 89.285 | 89.285 | 90.235 | ||
| 3422 | 2009.09.29 06:40 | close | 1077 | 0.10 | 90.030 | 89.285 | 90.235 | 7435.00 | 1581666.00 |
| 3423 | 2009.09.29 09:00 | buy | 1078 | 0.10 | 89.985 | 0.000 | 0.000 | ||
| 3424 | 2009.09.29 09:00 | modify | 1078 | 0.10 | 89.985 | 89.735 | 90.935 | ||
| 3425 | 2009.09.29 10:25 | s/l | 1078 | 0.10 | 89.735 | 89.735 | 90.935 | -2500.00 | 1579166.00 |
| 3426 | 2009.09.29 11:35 | buy | 1079 | 0.10 | 89.805 | 0.000 | 0.000 | ||
| 3427 | 2009.09.29 11:35 | modify | 1079 | 0.10 | 89.805 | 89.555 | 90.755 | ||
| 3428 | 2009.09.29 20:25 | modify | 1079 | 0.10 | 89.805 | 89.805 | 90.755 | ||
| 3429 | 2009.09.30 04:25 | s/l | 1079 | 0.10 | 89.805 | 89.805 | 90.755 | -15.00 | 1579151.00 |
| 3430 | 2009.10.01 05:00 | buy | 1080 | 0.10 | 89.745 | 0.000 | 0.000 | ||
| 3431 | 2009.10.01 05:00 | modify | 1080 | 0.10 | 89.745 | 89.495 | 90.695 | ||
| 3432 | 2009.10.01 15:05 | close | 1080 | 0.10 | 89.980 | 89.495 | 90.695 | 2350.00 | 1581501.00 |
| 3433 | 2009.10.01 15:35 | buy | 1081 | 0.10 | 89.955 | 0.000 | 0.000 | ||
| 3434 | 2009.10.01 15:35 | modify | 1081 | 0.10 | 89.955 | 89.705 | 90.905 | ||
| 3435 | 2009.10.01 16:20 | s/l | 1081 | 0.10 | 89.705 | 89.705 | 90.905 | -2500.00 | 1579001.00 |
| 3436 | 2009.10.01 17:10 | buy | 1082 | 0.10 | 89.575 | 0.000 | 0.000 | ||
| 3437 | 2009.10.01 17:10 | modify | 1082 | 0.10 | 89.575 | 89.325 | 90.525 | ||
| 3438 | 2009.10.02 03:15 | close | 1082 | 0.10 | 89.430 | 89.325 | 90.525 | -1465.00 | 1577536.00 |
| 3439 | 2009.10.02 13:55 | sell | 1083 | 0.10 | 89.310 | 0.000 | 0.000 | ||
| 3440 | 2009.10.02 13:55 | modify | 1083 | 0.10 | 89.310 | 89.610 | 88.110 | ||
| 3441 | 2009.10.02 16:00 | close | 1083 | 0.10 | 89.165 | 89.610 | 88.110 | 1450.00 | 1578986.00 |
| 3442 | 2009.10.05 06:40 | buy | 1084 | 0.10 | 89.835 | 0.000 | 0.000 | ||
| 3443 | 2009.10.05 06:40 | modify | 1084 | 0.10 | 89.835 | 89.585 | 90.785 | ||
| 3444 | 2009.10.05 16:45 | close | 1084 | 0.10 | 89.720 | 89.585 | 90.785 | -1150.00 | 1577836.00 |
| 3445 | 2009.10.06 08:15 | sell | 1085 | 0.10 | 89.050 | 0.000 | 0.000 | ||
| 3446 | 2009.10.06 08:15 | modify | 1085 | 0.10 | 89.050 | 89.350 | 87.850 | ||
| 3447 | 2009.10.06 09:55 | s/l | 1085 | 0.10 | 89.350 | 89.350 | 87.850 | -3000.00 | 1574836.00 |
| 3448 | 2009.10.06 11:15 | sell | 1086 | 0.10 | 89.180 | 0.000 | 0.000 | ||
| 3449 | 2009.10.06 11:15 | modify | 1086 | 0.10 | 89.180 | 89.480 | 87.980 | ||
| 3450 | 2009.10.06 19:35 | modify | 1086 | 0.10 | 89.180 | 89.180 | 87.980 | ||