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 |
| 3451 | 2009.10.07 12:55 | close | 1086 | 0.10 | 88.245 | 89.180 | 87.980 | 9324.00 | 1584160.00 |
| 3452 | 2009.10.07 20:50 | buy | 1087 | 0.10 | 88.575 | 0.000 | 0.000 | ||
| 3453 | 2009.10.07 20:50 | modify | 1087 | 0.10 | 88.575 | 88.325 | 89.525 | ||
| 3454 | 2009.10.08 03:35 | s/l | 1087 | 0.10 | 88.325 | 88.325 | 89.525 | -2515.00 | 1581645.00 |
| 3455 | 2009.10.08 10:25 | sell | 1088 | 0.10 | 88.200 | 0.000 | 0.000 | ||
| 3456 | 2009.10.08 10:25 | modify | 1088 | 0.10 | 88.200 | 88.500 | 87.000 | ||
| 3457 | 2009.10.08 13:30 | s/l | 1088 | 0.10 | 88.500 | 88.500 | 87.000 | -3000.00 | 1578645.00 |
| 3458 | 2009.10.08 14:05 | sell | 1089 | 0.10 | 88.360 | 0.000 | 0.000 | ||
| 3459 | 2009.10.08 14:05 | modify | 1089 | 0.10 | 88.360 | 88.660 | 87.160 | ||
| 3460 | 2009.10.08 16:20 | s/l | 1089 | 0.10 | 88.660 | 88.660 | 87.160 | -3000.00 | 1575645.00 |
| 3461 | 2009.10.08 17:35 | sell | 1090 | 0.10 | 88.460 | 0.000 | 0.000 | ||
| 3462 | 2009.10.08 17:35 | modify | 1090 | 0.10 | 88.460 | 88.760 | 87.260 | ||
| 3463 | 2009.10.09 03:00 | s/l | 1090 | 0.10 | 88.760 | 88.760 | 87.260 | -3026.00 | 1572619.00 |
| 3464 | 2009.10.09 13:20 | buy | 1091 | 0.10 | 88.845 | 0.000 | 0.000 | ||
| 3465 | 2009.10.09 13:20 | modify | 1091 | 0.10 | 88.845 | 88.595 | 89.795 | ||
| 3466 | 2009.10.09 16:00 | close | 1091 | 0.10 | 89.200 | 88.595 | 89.795 | 3550.00 | 1576169.00 |
| 3467 | 2009.10.13 13:05 | buy | 1092 | 0.10 | 89.805 | 0.000 | 0.000 | ||
| 3468 | 2009.10.13 13:05 | modify | 1092 | 0.10 | 89.805 | 89.555 | 90.755 | ||
| 3469 | 2009.10.13 13:25 | s/l | 1092 | 0.10 | 89.555 | 89.555 | 90.755 | -2500.00 | 1573669.00 |
| 3470 | 2009.10.13 13:55 | buy | 1093 | 0.10 | 89.665 | 0.000 | 0.000 | ||
| 3471 | 2009.10.13 13:55 | modify | 1093 | 0.10 | 89.665 | 89.415 | 90.615 | ||
| 3472 | 2009.10.14 00:00 | close | 1093 | 0.10 | 89.700 | 89.415 | 90.615 | 335.00 | 1574004.00 |
| 3473 | 2009.10.20 22:55 | buy | 1094 | 0.10 | 90.685 | 0.000 | 0.000 | ||
| 3474 | 2009.10.20 22:55 | modify | 1094 | 0.10 | 90.685 | 90.435 | 91.635 | ||
| 3475 | 2009.10.21 09:00 | close | 1094 | 0.10 | 90.730 | 90.435 | 91.635 | 435.00 | 1574439.00 |
| 3476 | 2009.10.22 20:20 | buy | 1095 | 0.10 | 91.405 | 0.000 | 0.000 | ||
| 3477 | 2009.10.22 20:20 | modify | 1095 | 0.10 | 91.405 | 91.155 | 92.355 | ||
| 3478 | 2009.10.23 06:25 | close | 1095 | 0.10 | 91.650 | 91.155 | 92.355 | 2435.00 | 1576874.00 |
| 3479 | 2009.10.27 05:20 | buy | 1096 | 0.10 | 92.055 | 0.000 | 0.000 | ||
| 3480 | 2009.10.27 05:20 | modify | 1096 | 0.10 | 92.055 | 91.805 | 93.005 | ||
| 3481 | 2009.10.27 15:25 | close | 1096 | 0.10 | 92.120 | 91.805 | 93.005 | 650.00 | 1577524.00 |
| 3482 | 2009.10.27 16:40 | sell | 1097 | 0.10 | 92.050 | 0.000 | 0.000 | ||
| 3483 | 2009.10.27 16:40 | modify | 1097 | 0.10 | 92.050 | 92.350 | 90.850 | ||
| 3484 | 2009.10.28 00:50 | modify | 1097 | 0.10 | 92.050 | 92.050 | 90.850 | ||
| 3485 | 2009.10.28 06:25 | close | 1097 | 0.10 | 91.335 | 92.050 | 90.850 | 7124.00 | 1584648.00 |
| 3486 | 2009.10.28 12:45 | sell | 1098 | 0.10 | 91.050 | 0.000 | 0.000 | ||
| 3487 | 2009.10.28 12:45 | modify | 1098 | 0.10 | 91.050 | 91.350 | 89.850 | ||
| 3488 | 2009.10.29 02:50 | close | 1098 | 0.10 | 90.695 | 91.350 | 89.850 | 3524.00 | 1588172.00 |
| 3489 | 2009.10.30 11:40 | sell | 1099 | 0.10 | 90.930 | 0.000 | 0.000 | ||
| 3490 | 2009.10.30 11:40 | modify | 1099 | 0.10 | 90.930 | 91.230 | 89.730 | ||
| 3491 | 2009.10.30 15:05 | s/l | 1099 | 0.10 | 91.230 | 91.230 | 89.730 | -3000.00 | 1585172.00 |
| 3492 | 2009.10.30 15:40 | sell | 1100 | 0.10 | 91.110 | 0.000 | 0.000 | ||
| 3493 | 2009.10.30 15:40 | modify | 1100 | 0.10 | 91.110 | 91.410 | 89.910 | ||
| 3494 | 2009.10.30 16:00 | close | 1100 | 0.10 | 91.065 | 91.410 | 89.910 | 450.00 | 1585622.00 |
| 3495 | 2009.11.02 18:20 | buy | 1101 | 0.10 | 90.545 | 0.000 | 0.000 | ||
| 3496 | 2009.11.02 18:20 | modify | 1101 | 0.10 | 90.545 | 90.295 | 91.495 | ||
| 3497 | 2009.11.02 19:55 | s/l | 1101 | 0.10 | 90.295 | 90.295 | 91.495 | -2500.00 | 1583122.00 |
| 3498 | 2009.11.02 21:15 | buy | 1102 | 0.10 | 90.325 | 0.000 | 0.000 | ||
| 3499 | 2009.11.02 21:15 | modify | 1102 | 0.10 | 90.325 | 90.075 | 91.275 | ||
| 3500 | 2009.11.03 07:20 | close | 1102 | 0.10 | 90.230 | 90.075 | 91.275 | -965.00 | 1582157.00 |
| 3501 | 2009.11.03 07:55 | buy | 1103 | 0.10 | 90.275 | 0.000 | 0.000 | ||
| 3502 | 2009.11.03 07:55 | modify | 1103 | 0.10 | 90.275 | 90.025 | 91.225 | ||
| 3503 | 2009.11.03 09:40 | s/l | 1103 | 0.10 | 90.025 | 90.025 | 91.225 | -2500.00 | 1579657.00 |
| 3504 | 2009.11.03 10:00 | buy | 1104 | 0.10 | 90.065 | 0.000 | 0.000 | ||
| 3505 | 2009.11.03 10:00 | modify | 1104 | 0.10 | 90.065 | 89.815 | 91.015 | ||
| 3506 | 2009.11.03 20:05 | close | 1104 | 0.10 | 90.280 | 89.815 | 91.015 | 2150.00 | 1581807.00 |
| 3507 | 2009.11.03 20:50 | buy | 1105 | 0.10 | 90.325 | 0.000 | 0.000 | ||
| 3508 | 2009.11.03 20:50 | modify | 1105 | 0.10 | 90.325 | 90.075 | 91.275 | ||
| 3509 | 2009.11.04 02:55 | s/l | 1105 | 0.10 | 90.075 | 90.075 | 91.275 | -2515.00 | 1579292.00 |
| 3510 | 2009.11.04 17:35 | buy | 1106 | 0.10 | 90.705 | 0.000 | 0.000 | ||
| 3511 | 2009.11.04 17:35 | modify | 1106 | 0.10 | 90.705 | 90.455 | 91.655 | ||
| 3512 | 2009.11.05 03:35 | s/l | 1106 | 0.10 | 90.455 | 90.455 | 91.655 | -2515.00 | 1576777.00 |
| 3513 | 2009.11.06 00:15 | buy | 1107 | 0.10 | 90.795 | 0.000 | 0.000 | ||
| 3514 | 2009.11.06 00:15 | modify | 1107 | 0.10 | 90.795 | 90.545 | 91.745 | ||
| 3515 | 2009.11.06 08:10 | s/l | 1107 | 0.10 | 90.545 | 90.545 | 91.745 | -2500.00 | 1574277.00 |
| 3516 | 2009.11.06 09:05 | buy | 1108 | 0.10 | 90.485 | 0.000 | 0.000 | ||
| 3517 | 2009.11.06 09:05 | modify | 1108 | 0.10 | 90.485 | 90.235 | 91.435 | ||
| 3518 | 2009.11.06 15:35 | s/l | 1108 | 0.10 | 90.235 | 90.235 | 91.435 | -2500.00 | 1571777.00 |
| 3519 | 2009.11.09 00:10 | sell | 1109 | 0.10 | 89.820 | 0.000 | 0.000 | ||
| 3520 | 2009.11.09 00:10 | modify | 1109 | 0.10 | 89.820 | 90.120 | 88.620 | ||
| 3521 | 2009.11.09 04:20 | s/l | 1109 | 0.10 | 90.120 | 90.120 | 88.620 | -3000.00 | 1568777.00 |
| 3522 | 2009.11.09 05:25 | sell | 1110 | 0.10 | 90.150 | 0.000 | 0.000 | ||
| 3523 | 2009.11.09 05:25 | modify | 1110 | 0.10 | 90.150 | 90.450 | 88.950 | ||
| 3524 | 2009.11.09 19:30 | close | 1110 | 0.10 | 89.945 | 90.450 | 88.950 | 2050.00 | 1570827.00 |
| 3525 | 2009.11.10 04:10 | sell | 1111 | 0.10 | 89.980 | 0.000 | 0.000 | ||
| 3526 | 2009.11.10 04:10 | modify | 1111 | 0.10 | 89.980 | 90.280 | 88.780 | ||
| 3527 | 2009.11.10 18:15 | close | 1111 | 0.10 | 89.825 | 90.280 | 88.780 | 1550.00 | 1572377.00 |
| 3528 | 2009.11.10 20:45 | sell | 1112 | 0.10 | 89.790 | 0.000 | 0.000 | ||
| 3529 | 2009.11.10 20:45 | modify | 1112 | 0.10 | 89.790 | 90.090 | 88.590 | ||
| 3530 | 2009.11.11 10:50 | close | 1112 | 0.10 | 89.815 | 90.090 | 88.590 | -276.00 | 1572101.00 |
| 3531 | 2009.11.12 02:25 | buy | 1113 | 0.10 | 89.895 | 0.000 | 0.000 | ||
| 3532 | 2009.11.12 02:25 | modify | 1113 | 0.10 | 89.895 | 89.645 | 90.845 | ||
| 3533 | 2009.11.12 09:55 | s/l | 1113 | 0.10 | 89.645 | 89.645 | 90.845 | -2500.00 | 1569601.00 |
| 3534 | 2009.11.12 22:35 | buy | 1114 | 0.10 | 90.385 | 0.000 | 0.000 | ||
| 3535 | 2009.11.12 22:35 | modify | 1114 | 0.10 | 90.385 | 90.135 | 91.335 | ||
| 3536 | 2009.11.13 05:10 | s/l | 1114 | 0.10 | 90.135 | 90.135 | 91.335 | -2515.00 | 1567086.00 |
| 3537 | 2009.11.18 13:05 | sell | 1115 | 0.10 | 89.090 | 0.000 | 0.000 | ||
| 3538 | 2009.11.18 13:05 | modify | 1115 | 0.10 | 89.090 | 89.390 | 87.890 | ||
| 3539 | 2009.11.18 18:40 | s/l | 1115 | 0.10 | 89.390 | 89.390 | 87.890 | -3000.00 | 1564086.00 |
| 3540 | 2009.11.18 19:35 | sell | 1116 | 0.10 | 89.360 | 0.000 | 0.000 | ||
| 3541 | 2009.11.18 19:35 | modify | 1116 | 0.10 | 89.360 | 89.660 | 88.160 | ||
| 3542 | 2009.11.19 08:15 | modify | 1116 | 0.10 | 89.360 | 89.360 | 88.160 | ||
| 3543 | 2009.11.20 16:00 | close | 1116 | 0.10 | 88.965 | 89.360 | 88.160 | 3898.00 | 1567984.00 |
| 3544 | 2009.11.23 01:40 | buy | 1117 | 0.10 | 88.925 | 0.000 | 0.000 | ||
| 3545 | 2009.11.23 01:40 | modify | 1117 | 0.10 | 88.925 | 88.675 | 89.875 | ||
| 3546 | 2009.11.23 09:05 | s/l | 1117 | 0.10 | 88.675 | 88.675 | 89.875 | -2500.00 | 1565484.00 |
| 3547 | 2009.11.23 22:15 | buy | 1118 | 0.10 | 89.025 | 0.000 | 0.000 | ||
| 3548 | 2009.11.23 22:15 | modify | 1118 | 0.10 | 89.025 | 88.775 | 89.975 | ||
| 3549 | 2009.11.24 03:50 | close | 1118 | 0.10 | 88.840 | 88.775 | 89.975 | -1865.00 | 1563619.00 |
| 3550 | 2009.11.24 08:10 | sell | 1119 | 0.10 | 88.770 | 0.000 | 0.000 | ||
| 3551 | 2009.11.24 08:10 | modify | 1119 | 0.10 | 88.770 | 89.070 | 87.570 | ||
| 3552 | 2009.11.24 22:15 | close | 1119 | 0.10 | 88.545 | 89.070 | 87.570 | 2250.00 | 1565869.00 |
| 3553 | 2009.11.27 16:10 | buy | 1120 | 0.10 | 86.715 | 0.000 | 0.000 | ||
| 3554 | 2009.11.27 16:10 | close | 1120 | 0.10 | 86.710 | 0.000 | 0.000 | -50.00 | 1565819.00 |
| 3555 | 2009.11.30 01:25 | buy | 1121 | 0.10 | 86.675 | 0.000 | 0.000 | ||
| 3556 | 2009.11.30 01:25 | modify | 1121 | 0.10 | 86.675 | 86.425 | 87.625 | ||
| 3557 | 2009.11.30 06:35 | s/l | 1121 | 0.10 | 86.425 | 86.425 | 87.625 | -2500.00 | 1563319.00 |
| 3558 | 2009.12.01 09:40 | buy | 1122 | 0.10 | 87.015 | 0.000 | 0.000 | ||
| 3559 | 2009.12.01 09:40 | modify | 1122 | 0.10 | 87.015 | 86.765 | 87.965 | ||
| 3560 | 2009.12.01 12:35 | s/l | 1122 | 0.10 | 86.765 | 86.765 | 87.965 | -2500.00 | 1560819.00 |
| 3561 | 2009.12.01 17:30 | buy | 1123 | 0.10 | 86.715 | 0.000 | 0.000 | ||
| 3562 | 2009.12.01 17:30 | modify | 1123 | 0.10 | 86.715 | 86.465 | 87.665 | ||
| 3563 | 2009.12.02 03:35 | close | 1123 | 0.10 | 86.770 | 86.465 | 87.665 | 535.00 | 1561354.00 |
| 3564 | 2009.12.02 10:00 | buy | 1124 | 0.10 | 87.215 | 0.000 | 0.000 | ||
| 3565 | 2009.12.02 10:00 | modify | 1124 | 0.10 | 87.215 | 86.965 | 88.165 | ||
| 3566 | 2009.12.02 20:05 | close | 1124 | 0.10 | 87.200 | 86.965 | 88.165 | -150.00 | 1561204.00 |
| 3567 | 2009.12.02 20:10 | buy | 1125 | 0.10 | 87.215 | 0.000 | 0.000 | ||
| 3568 | 2009.12.02 20:10 | modify | 1125 | 0.10 | 87.215 | 86.965 | 88.165 | ||
| 3569 | 2009.12.03 03:35 | modify | 1125 | 0.10 | 87.215 | 87.215 | 88.165 | ||
| 3570 | 2009.12.03 07:35 | close | 1125 | 0.10 | 87.770 | 87.215 | 88.165 | 5535.00 | 1566739.00 |
| 3571 | 2009.12.07 23:05 | sell | 1126 | 0.10 | 89.510 | 0.000 | 0.000 | ||
| 3572 | 2009.12.07 23:05 | modify | 1126 | 0.10 | 89.510 | 89.810 | 88.310 | ||
| 3573 | 2009.12.08 04:50 | modify | 1126 | 0.10 | 89.510 | 89.510 | 88.310 | ||
| 3574 | 2009.12.08 15:35 | t/p | 1126 | 0.10 | 88.310 | 89.510 | 88.310 | 11974.00 | 1578713.00 |
| 3575 | 2009.12.08 22:05 | sell | 1127 | 0.10 | 88.310 | 0.000 | 0.000 | ||
| 3576 | 2009.12.08 22:05 | modify | 1127 | 0.10 | 88.310 | 88.610 | 87.110 | ||
| 3577 | 2009.12.09 02:15 | s/l | 1127 | 0.10 | 88.610 | 88.610 | 87.110 | -3026.00 | 1575687.00 |
| 3578 | 2009.12.15 00:00 | buy | 1128 | 0.10 | 88.615 | 0.000 | 0.000 | ||
| 3579 | 2009.12.15 00:00 | modify | 1128 | 0.10 | 88.615 | 88.365 | 89.565 | ||
| 3580 | 2009.12.15 09:15 | modify | 1128 | 0.10 | 88.615 | 88.615 | 89.565 | ||
| 3581 | 2009.12.15 14:15 | close | 1128 | 0.10 | 89.440 | 88.615 | 89.565 | 8250.00 | 1583937.00 |
| 3582 | 2009.12.17 14:55 | buy | 1129 | 0.10 | 89.945 | 0.000 | 0.000 | ||
| 3583 | 2009.12.17 14:55 | modify | 1129 | 0.10 | 89.945 | 89.695 | 90.895 | ||
| 3584 | 2009.12.18 01:00 | close | 1129 | 0.10 | 89.880 | 89.695 | 90.895 | -665.00 | 1583272.00 |
| 3585 | 2009.12.18 12:25 | buy | 1130 | 0.10 | 90.265 | 0.000 | 0.000 | ||
| 3586 | 2009.12.18 12:25 | modify | 1130 | 0.10 | 90.265 | 90.015 | 91.215 | ||
| 3587 | 2009.12.18 16:00 | close | 1130 | 0.10 | 90.450 | 90.015 | 91.215 | 1850.00 | 1585122.00 |
| 3588 | 2009.12.21 09:30 | sell | 1131 | 0.10 | 90.340 | 0.000 | 0.000 | ||
| 3589 | 2009.12.21 09:30 | modify | 1131 | 0.10 | 90.340 | 90.640 | 89.140 | ||
| 3590 | 2009.12.21 16:20 | s/l | 1131 | 0.10 | 90.640 | 90.640 | 89.140 | -3000.00 | 1582122.00 |
| 3591 | 2009.12.24 00:40 | sell | 1132 | 0.10 | 91.610 | 0.000 | 0.000 | ||
| 3592 | 2009.12.24 00:40 | modify | 1132 | 0.10 | 91.610 | 91.910 | 90.410 | ||
| 3593 | 2009.12.24 09:35 | modify | 1132 | 0.10 | 91.610 | 91.610 | 90.410 | ||
| 3594 | 2009.12.24 15:35 | s/l | 1132 | 0.10 | 91.610 | 91.610 | 90.410 | 0.00 | 1582122.00 |
| 3595 | 2009.12.24 20:30 | buy | 1133 | 0.10 | 91.615 | 0.000 | 0.000 | ||
| 3596 | 2009.12.24 20:30 | modify | 1133 | 0.10 | 91.615 | 91.365 | 92.565 | ||
| 3597 | 2009.12.24 21:00 | s/l | 1133 | 0.10 | 91.365 | 91.365 | 92.565 | -2500.00 | 1579622.00 |
| 3598 | 2009.12.28 15:40 | sell | 1134 | 0.10 | 91.500 | 0.000 | 0.000 | ||
| 3599 | 2009.12.28 15:40 | modify | 1134 | 0.10 | 91.500 | 91.800 | 90.300 | ||
| 3600 | 2009.12.29 01:55 | close | 1134 | 0.10 | 91.705 | 91.800 | 90.300 | -2076.00 | 1577546.00 |