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 |
| 3751 | 2010.03.29 09:20 | buy | 1182 | 0.10 | 92.605 | 0.000 | 0.000 | ||
| 3752 | 2010.03.29 09:20 | modify | 1182 | 0.10 | 92.605 | 92.355 | 93.555 | ||
| 3753 | 2010.03.29 19:25 | close | 1182 | 0.10 | 92.620 | 92.355 | 93.555 | 150.00 | 1605681.00 |
| 3754 | 2010.03.30 01:40 | sell | 1183 | 0.10 | 92.460 | 0.000 | 0.000 | ||
| 3755 | 2010.03.30 01:40 | modify | 1183 | 0.10 | 92.460 | 92.760 | 91.260 | ||
| 3756 | 2010.03.30 15:45 | close | 1183 | 0.10 | 92.565 | 92.760 | 91.260 | -1050.00 | 1604631.00 |
| 3757 | 2010.03.31 16:45 | sell | 1184 | 0.10 | 92.890 | 0.000 | 0.000 | ||
| 3758 | 2010.03.31 16:45 | modify | 1184 | 0.10 | 92.890 | 93.190 | 91.690 | ||
| 3759 | 2010.03.31 17:55 | s/l | 1184 | 0.10 | 93.190 | 93.190 | 91.690 | -3000.00 | 1601631.00 |
| 3760 | 2010.03.31 19:00 | sell | 1185 | 0.10 | 93.400 | 0.000 | 0.000 | ||
| 3761 | 2010.03.31 19:00 | modify | 1185 | 0.10 | 93.400 | 93.700 | 92.200 | ||
| 3762 | 2010.04.01 09:05 | close | 1185 | 0.10 | 93.525 | 93.700 | 92.200 | -1276.00 | 1600355.00 |
| 3763 | 2010.04.05 16:15 | sell | 1186 | 0.10 | 94.370 | 0.000 | 0.000 | ||
| 3764 | 2010.04.05 16:15 | modify | 1186 | 0.10 | 94.370 | 94.670 | 93.170 | ||
| 3765 | 2010.04.06 06:20 | close | 1186 | 0.10 | 94.155 | 94.670 | 93.170 | 2124.00 | 1602479.00 |
| 3766 | 2010.04.06 14:55 | sell | 1187 | 0.10 | 93.940 | 0.000 | 0.000 | ||
| 3767 | 2010.04.06 14:55 | modify | 1187 | 0.10 | 93.940 | 94.240 | 92.740 | ||
| 3768 | 2010.04.07 05:00 | close | 1187 | 0.10 | 94.015 | 94.240 | 92.740 | -776.00 | 1601703.00 |
| 3769 | 2010.04.07 20:20 | sell | 1188 | 0.10 | 93.460 | 0.000 | 0.000 | ||
| 3770 | 2010.04.07 20:20 | modify | 1188 | 0.10 | 93.460 | 93.760 | 92.260 | ||
| 3771 | 2010.04.08 07:35 | modify | 1188 | 0.10 | 93.460 | 93.460 | 92.260 | ||
| 3772 | 2010.04.08 21:50 | s/l | 1188 | 0.10 | 93.460 | 93.460 | 92.260 | -26.00 | 1601677.00 |
| 3773 | 2010.04.12 02:10 | sell | 1189 | 0.10 | 93.120 | 0.000 | 0.000 | ||
| 3774 | 2010.04.12 02:10 | modify | 1189 | 0.10 | 93.120 | 93.420 | 91.920 | ||
| 3775 | 2010.04.12 09:50 | s/l | 1189 | 0.10 | 93.420 | 93.420 | 91.920 | -3000.00 | 1598677.00 |
| 3776 | 2010.04.12 10:10 | sell | 1190 | 0.10 | 93.380 | 0.000 | 0.000 | ||
| 3777 | 2010.04.12 10:10 | modify | 1190 | 0.10 | 93.380 | 93.680 | 92.180 | ||
| 3778 | 2010.04.13 00:15 | close | 1190 | 0.10 | 93.255 | 93.680 | 92.180 | 1224.00 | 1599901.00 |
| 3779 | 2010.04.13 21:05 | buy | 1191 | 0.10 | 93.155 | 0.000 | 0.000 | ||
| 3780 | 2010.04.13 21:05 | modify | 1191 | 0.10 | 93.155 | 92.905 | 94.105 | ||
| 3781 | 2010.04.14 07:10 | close | 1191 | 0.10 | 93.200 | 92.905 | 94.105 | 435.00 | 1600336.00 |
| 3782 | 2010.04.14 08:00 | buy | 1192 | 0.10 | 93.235 | 0.000 | 0.000 | ||
| 3783 | 2010.04.14 08:00 | modify | 1192 | 0.10 | 93.235 | 92.985 | 94.185 | ||
| 3784 | 2010.04.14 18:05 | close | 1192 | 0.10 | 93.320 | 92.985 | 94.185 | 850.00 | 1601186.00 |
| 3785 | 2010.04.16 08:40 | sell | 1193 | 0.10 | 92.700 | 0.000 | 0.000 | ||
| 3786 | 2010.04.16 08:40 | modify | 1193 | 0.10 | 92.700 | 93.000 | 91.500 | ||
| 3787 | 2010.04.16 13:10 | s/l | 1193 | 0.10 | 93.000 | 93.000 | 91.500 | -3000.00 | 1598186.00 |
| 3788 | 2010.04.16 13:25 | sell | 1194 | 0.10 | 92.750 | 0.000 | 0.000 | ||
| 3789 | 2010.04.16 13:25 | modify | 1194 | 0.10 | 92.750 | 93.050 | 91.550 | ||
| 3790 | 2010.04.16 16:00 | close | 1194 | 0.10 | 92.655 | 93.050 | 91.550 | 950.00 | 1599136.00 |
| 3791 | 2010.04.20 09:50 | buy | 1195 | 0.10 | 92.655 | 0.000 | 0.000 | ||
| 3792 | 2010.04.20 09:50 | modify | 1195 | 0.10 | 92.655 | 92.405 | 93.605 | ||
| 3793 | 2010.04.20 18:30 | modify | 1195 | 0.10 | 92.655 | 92.655 | 93.605 | ||
| 3794 | 2010.04.20 20:30 | close | 1195 | 0.10 | 93.300 | 92.655 | 93.605 | 6450.00 | 1605586.00 |
| 3795 | 2010.04.22 14:15 | buy | 1196 | 0.10 | 92.985 | 0.000 | 0.000 | ||
| 3796 | 2010.04.22 14:15 | modify | 1196 | 0.10 | 92.985 | 92.735 | 93.935 | ||
| 3797 | 2010.04.22 21:35 | modify | 1196 | 0.10 | 92.985 | 92.985 | 93.935 | ||
| 3798 | 2010.04.23 05:55 | close | 1196 | 0.10 | 93.460 | 92.985 | 93.935 | 4735.00 | 1610321.00 |
| 3799 | 2010.04.23 08:25 | buy | 1197 | 0.10 | 93.425 | 0.000 | 0.000 | ||
| 3800 | 2010.04.23 08:25 | modify | 1197 | 0.10 | 93.425 | 93.175 | 94.375 | ||
| 3801 | 2010.04.23 16:00 | close | 1197 | 0.10 | 94.090 | 93.175 | 94.375 | 6650.00 | 1616971.00 |
| 3802 | 2010.04.26 16:50 | sell | 1198 | 0.10 | 94.090 | 0.000 | 0.000 | ||
| 3803 | 2010.04.26 16:50 | modify | 1198 | 0.10 | 94.090 | 94.390 | 92.890 | ||
| 3804 | 2010.04.27 06:40 | modify | 1198 | 0.10 | 94.090 | 94.090 | 92.890 | ||
| 3805 | 2010.04.27 19:15 | t/p | 1198 | 0.10 | 92.890 | 94.090 | 92.890 | 11974.00 | 1628945.00 |
| 3806 | 2010.04.28 06:45 | sell | 1199 | 0.10 | 93.270 | 0.000 | 0.000 | ||
| 3807 | 2010.04.28 06:45 | modify | 1199 | 0.10 | 93.270 | 93.570 | 92.070 | ||
| 3808 | 2010.04.28 11:25 | s/l | 1199 | 0.10 | 93.570 | 93.570 | 92.070 | -3000.00 | 1625945.00 |
| 3809 | 2010.04.29 10:10 | sell | 1200 | 0.10 | 94.050 | 0.000 | 0.000 | ||
| 3810 | 2010.04.29 10:10 | modify | 1200 | 0.10 | 94.050 | 94.350 | 92.850 | ||
| 3811 | 2010.04.30 00:15 | close | 1200 | 0.10 | 94.015 | 94.350 | 92.850 | 324.00 | 1626269.00 |
| 3812 | 2010.04.30 10:50 | buy | 1201 | 0.10 | 94.175 | 0.000 | 0.000 | ||
| 3813 | 2010.04.30 10:50 | modify | 1201 | 0.10 | 94.175 | 93.925 | 95.125 | ||
| 3814 | 2010.04.30 16:00 | close | 1201 | 0.10 | 94.330 | 93.925 | 95.125 | 1550.00 | 1627819.00 |
| 3815 | 2010.04.30 16:50 | buy | 1202 | 0.10 | 94.235 | 0.000 | 0.000 | ||
| 3816 | 2010.04.30 16:50 | close | 1202 | 0.10 | 94.230 | 0.000 | 0.000 | -50.00 | 1627769.00 |
| 3817 | 2010.05.04 08:20 | buy | 1203 | 0.10 | 94.865 | 0.000 | 0.000 | ||
| 3818 | 2010.05.04 08:20 | modify | 1203 | 0.10 | 94.865 | 94.615 | 95.815 | ||
| 3819 | 2010.05.04 11:45 | s/l | 1203 | 0.10 | 94.615 | 94.615 | 95.815 | -2500.00 | 1625269.00 |
| 3820 | 2010.05.04 16:45 | sell | 1204 | 0.10 | 94.360 | 0.000 | 0.000 | ||
| 3821 | 2010.05.04 16:45 | modify | 1204 | 0.10 | 94.360 | 94.660 | 93.160 | ||
| 3822 | 2010.05.05 00:25 | s/l | 1204 | 0.10 | 94.660 | 94.660 | 93.160 | -3026.00 | 1622243.00 |
| 3823 | 2010.05.05 00:50 | sell | 1205 | 0.10 | 94.700 | 0.000 | 0.000 | ||
| 3824 | 2010.05.05 00:50 | modify | 1205 | 0.10 | 94.700 | 95.000 | 93.500 | ||
| 3825 | 2010.05.05 14:55 | close | 1205 | 0.10 | 94.805 | 95.000 | 93.500 | -1050.00 | 1621193.00 |
| 3826 | 2010.05.05 20:25 | sell | 1206 | 0.10 | 94.110 | 0.000 | 0.000 | ||
| 3827 | 2010.05.05 20:25 | modify | 1206 | 0.10 | 94.110 | 94.410 | 92.910 | ||
| 3828 | 2010.05.06 10:30 | close | 1206 | 0.10 | 93.595 | 94.410 | 92.910 | 5124.00 | 1626317.00 |
| 3829 | 2010.05.06 12:55 | sell | 1207 | 0.10 | 93.730 | 0.000 | 0.000 | ||
| 3830 | 2010.05.06 12:55 | modify | 1207 | 0.10 | 93.730 | 94.030 | 92.530 | ||
| 3831 | 2010.05.06 18:50 | t/p | 1207 | 0.10 | 92.530 | 94.030 | 92.530 | 12000.00 | 1638317.00 |
| 3832 | 2010.05.07 13:40 | buy | 1208 | 0.10 | 92.285 | 0.000 | 0.000 | ||
| 3833 | 2010.05.07 13:40 | modify | 1208 | 0.10 | 92.285 | 92.035 | 93.235 | ||
| 3834 | 2010.05.07 16:00 | close | 1208 | 0.10 | 92.500 | 92.035 | 93.235 | 2150.00 | 1640467.00 |
| 3835 | 2010.05.10 07:35 | buy | 1209 | 0.10 | 92.645 | 0.000 | 0.000 | ||
| 3836 | 2010.05.10 07:35 | modify | 1209 | 0.10 | 92.645 | 92.395 | 93.595 | ||
| 3837 | 2010.05.10 17:40 | close | 1209 | 0.10 | 93.090 | 92.395 | 93.595 | 4450.00 | 1644917.00 |
| 3838 | 2010.05.10 21:45 | buy | 1210 | 0.10 | 93.115 | 0.000 | 0.000 | ||
| 3839 | 2010.05.10 21:45 | modify | 1210 | 0.10 | 93.115 | 92.865 | 94.065 | ||
| 3840 | 2010.05.11 02:25 | s/l | 1210 | 0.10 | 92.865 | 92.865 | 94.065 | -2515.00 | 1642402.00 |
| 3841 | 2010.05.11 03:35 | buy | 1211 | 0.10 | 92.845 | 0.000 | 0.000 | ||
| 3842 | 2010.05.11 03:35 | modify | 1211 | 0.10 | 92.845 | 92.595 | 93.795 | ||
| 3843 | 2010.05.11 07:50 | s/l | 1211 | 0.10 | 92.595 | 92.595 | 93.795 | -2500.00 | 1639902.00 |
| 3844 | 2010.05.12 02:25 | buy | 1212 | 0.10 | 92.675 | 0.000 | 0.000 | ||
| 3845 | 2010.05.12 02:25 | modify | 1212 | 0.10 | 92.675 | 92.425 | 93.625 | ||
| 3846 | 2010.05.12 12:30 | close | 1212 | 0.10 | 92.880 | 92.425 | 93.625 | 2050.00 | 1641952.00 |
| 3847 | 2010.05.12 13:40 | buy | 1213 | 0.10 | 92.955 | 0.000 | 0.000 | ||
| 3848 | 2010.05.12 13:40 | modify | 1213 | 0.10 | 92.955 | 92.705 | 93.905 | ||
| 3849 | 2010.05.12 23:45 | close | 1213 | 0.10 | 93.150 | 92.705 | 93.905 | 1950.00 | 1643902.00 |
| 3850 | 2010.05.13 00:00 | buy | 1214 | 0.10 | 93.245 | 0.000 | 0.000 | ||
| 3851 | 2010.05.13 00:00 | modify | 1214 | 0.10 | 93.245 | 92.995 | 94.195 | ||
| 3852 | 2010.05.13 10:05 | close | 1214 | 0.10 | 93.540 | 92.995 | 94.195 | 2950.00 | 1646852.00 |
| 3853 | 2010.05.14 00:30 | sell | 1215 | 0.10 | 92.620 | 0.000 | 0.000 | ||
| 3854 | 2010.05.14 00:30 | modify | 1215 | 0.10 | 92.620 | 92.920 | 91.420 | ||
| 3855 | 2010.05.14 07:35 | s/l | 1215 | 0.10 | 92.920 | 92.920 | 91.420 | -3000.00 | 1643852.00 |
| 3856 | 2010.05.17 09:45 | sell | 1216 | 0.10 | 92.040 | 0.000 | 0.000 | ||
| 3857 | 2010.05.17 09:45 | modify | 1216 | 0.10 | 92.040 | 92.340 | 90.840 | ||
| 3858 | 2010.05.17 12:15 | s/l | 1216 | 0.10 | 92.340 | 92.340 | 90.840 | -3000.00 | 1640852.00 |
| 3859 | 2010.05.18 20:15 | sell | 1217 | 0.10 | 92.440 | 0.000 | 0.000 | ||
| 3860 | 2010.05.18 20:15 | modify | 1217 | 0.10 | 92.440 | 92.740 | 91.240 | ||
| 3861 | 2010.05.19 03:40 | modify | 1217 | 0.10 | 92.440 | 92.440 | 91.240 | ||
| 3862 | 2010.05.19 13:25 | t/p | 1217 | 0.10 | 91.240 | 92.440 | 91.240 | 11974.00 | 1652826.00 |
| 3863 | 2010.05.20 05:45 | buy | 1218 | 0.10 | 91.785 | 0.000 | 0.000 | ||
| 3864 | 2010.05.20 05:45 | modify | 1218 | 0.10 | 91.785 | 91.535 | 92.735 | ||
| 3865 | 2010.05.20 08:25 | s/l | 1218 | 0.10 | 91.535 | 91.535 | 92.735 | -2500.00 | 1650326.00 |
| 3866 | 2010.05.20 09:45 | buy | 1219 | 0.10 | 91.295 | 0.000 | 0.000 | ||
| 3867 | 2010.05.20 09:45 | modify | 1219 | 0.10 | 91.295 | 91.045 | 92.245 | ||
| 3868 | 2010.05.20 14:10 | s/l | 1219 | 0.10 | 91.045 | 91.045 | 92.245 | -2500.00 | 1647826.00 |
| 3869 | 2010.05.24 12:25 | buy | 1220 | 0.10 | 90.225 | 0.000 | 0.000 | ||
| 3870 | 2010.05.24 12:25 | modify | 1220 | 0.10 | 90.225 | 89.975 | 91.175 | ||
| 3871 | 2010.05.24 13:55 | s/l | 1220 | 0.10 | 89.975 | 89.975 | 91.175 | -2500.00 | 1645326.00 |
| 3872 | 2010.05.24 14:50 | buy | 1221 | 0.10 | 90.265 | 0.000 | 0.000 | ||
| 3873 | 2010.05.24 14:50 | modify | 1221 | 0.10 | 90.265 | 90.015 | 91.215 | ||
| 3874 | 2010.05.25 00:55 | close | 1221 | 0.10 | 90.220 | 90.015 | 91.215 | -465.00 | 1644861.00 |
| 3875 | 2010.05.25 19:45 | sell | 1222 | 0.10 | 89.780 | 0.000 | 0.000 | ||
| 3876 | 2010.05.25 19:45 | modify | 1222 | 0.10 | 89.780 | 90.080 | 88.580 | ||
| 3877 | 2010.05.25 21:45 | s/l | 1222 | 0.10 | 90.080 | 90.080 | 88.580 | -3000.00 | 1641861.00 |
| 3878 | 2010.05.26 04:50 | buy | 1223 | 0.10 | 90.085 | 0.000 | 0.000 | ||
| 3879 | 2010.05.26 04:50 | modify | 1223 | 0.10 | 90.085 | 89.835 | 91.035 | ||
| 3880 | 2010.05.26 14:55 | close | 1223 | 0.10 | 90.430 | 89.835 | 91.035 | 3450.00 | 1645311.00 |
| 3881 | 2010.05.27 16:15 | buy | 1224 | 0.10 | 90.465 | 0.000 | 0.000 | ||
| 3882 | 2010.05.27 16:15 | modify | 1224 | 0.10 | 90.465 | 90.215 | 91.415 | ||
| 3883 | 2010.05.27 23:25 | modify | 1224 | 0.10 | 90.465 | 90.465 | 91.415 | ||
| 3884 | 2010.05.28 08:30 | close | 1224 | 0.10 | 91.140 | 90.465 | 91.415 | 6735.00 | 1652046.00 |
| 3885 | 2010.05.31 17:00 | buy | 1225 | 0.10 | 91.475 | 0.000 | 0.000 | ||
| 3886 | 2010.05.31 17:00 | modify | 1225 | 0.10 | 91.475 | 91.225 | 92.425 | ||
| 3887 | 2010.05.31 18:00 | s/l | 1225 | 0.10 | 91.225 | 91.225 | 92.425 | -2500.00 | 1649546.00 |
| 3888 | 2010.05.31 18:15 | buy | 1226 | 0.10 | 91.185 | 0.000 | 0.000 | ||
| 3889 | 2010.05.31 18:15 | modify | 1226 | 0.10 | 91.185 | 90.935 | 92.135 | ||
| 3890 | 2010.06.01 03:55 | s/l | 1226 | 0.10 | 90.935 | 90.935 | 92.135 | -2515.00 | 1647031.00 |
| 3891 | 2010.06.01 06:55 | sell | 1227 | 0.10 | 91.020 | 0.000 | 0.000 | ||
| 3892 | 2010.06.01 06:55 | modify | 1227 | 0.10 | 91.020 | 91.320 | 89.820 | ||
| 3893 | 2010.06.01 17:05 | s/l | 1227 | 0.10 | 91.320 | 91.320 | 89.820 | -3000.00 | 1644031.00 |
| 3894 | 2010.06.03 22:30 | sell | 1228 | 0.10 | 92.670 | 0.000 | 0.000 | ||
| 3895 | 2010.06.03 22:30 | modify | 1228 | 0.10 | 92.670 | 92.970 | 91.470 | ||
| 3896 | 2010.06.04 12:35 | close | 1228 | 0.10 | 92.835 | 92.970 | 91.470 | -1676.00 | 1642355.00 |
| 3897 | 2010.06.07 00:55 | sell | 1229 | 0.10 | 91.840 | 0.000 | 0.000 | ||
| 3898 | 2010.06.07 00:55 | modify | 1229 | 0.10 | 91.840 | 92.140 | 90.640 | ||
| 3899 | 2010.06.07 06:50 | modify | 1229 | 0.10 | 91.840 | 91.840 | 90.640 | ||
| 3900 | 2010.06.07 13:20 | s/l | 1229 | 0.10 | 91.840 | 91.840 | 90.640 | 0.00 | 1642355.00 |