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 |
| 3901 | 2010.06.08 15:15 | sell | 1230 | 0.10 | 91.540 | 0.000 | 0.000 | ||
| 3902 | 2010.06.08 15:15 | modify | 1230 | 0.10 | 91.540 | 91.840 | 90.340 | ||
| 3903 | 2010.06.09 05:20 | close | 1230 | 0.10 | 91.395 | 91.840 | 90.340 | 1424.00 | 1643779.00 |
| 3904 | 2010.06.10 01:15 | sell | 1231 | 0.10 | 91.280 | 0.000 | 0.000 | ||
| 3905 | 2010.06.10 01:15 | modify | 1231 | 0.10 | 91.280 | 91.580 | 90.080 | ||
| 3906 | 2010.06.10 15:20 | close | 1231 | 0.10 | 91.185 | 91.580 | 90.080 | 950.00 | 1644729.00 |
| 3907 | 2010.06.10 19:30 | buy | 1232 | 0.10 | 91.125 | 0.000 | 0.000 | ||
| 3908 | 2010.06.10 19:30 | modify | 1232 | 0.10 | 91.125 | 90.875 | 92.075 | ||
| 3909 | 2010.06.11 04:35 | modify | 1232 | 0.10 | 91.125 | 91.125 | 92.075 | ||
| 3910 | 2010.06.11 16:00 | close | 1232 | 0.10 | 91.280 | 91.125 | 92.075 | 1535.00 | 1646264.00 |
| 3911 | 2010.06.14 08:05 | buy | 1233 | 0.10 | 91.895 | 0.000 | 0.000 | ||
| 3912 | 2010.06.14 08:05 | modify | 1233 | 0.10 | 91.895 | 91.645 | 92.845 | ||
| 3913 | 2010.06.14 18:10 | close | 1233 | 0.10 | 91.740 | 91.645 | 92.845 | -1550.00 | 1644714.00 |
| 3914 | 2010.06.16 00:30 | buy | 1234 | 0.10 | 91.445 | 0.000 | 0.000 | ||
| 3915 | 2010.06.16 00:30 | modify | 1234 | 0.10 | 91.445 | 91.195 | 92.395 | ||
| 3916 | 2010.06.16 10:35 | close | 1234 | 0.10 | 91.620 | 91.195 | 92.395 | 1750.00 | 1646464.00 |
| 3917 | 2010.06.16 18:30 | sell | 1235 | 0.10 | 91.400 | 0.000 | 0.000 | ||
| 3918 | 2010.06.16 18:30 | modify | 1235 | 0.10 | 91.400 | 91.700 | 90.200 | ||
| 3919 | 2010.06.17 08:35 | close | 1235 | 0.10 | 91.315 | 91.700 | 90.200 | 824.00 | 1647288.00 |
| 3920 | 2010.06.17 09:05 | sell | 1236 | 0.10 | 91.260 | 0.000 | 0.000 | ||
| 3921 | 2010.06.17 09:05 | modify | 1236 | 0.10 | 91.260 | 91.560 | 90.060 | ||
| 3922 | 2010.06.17 20:00 | modify | 1236 | 0.10 | 91.260 | 91.260 | 90.060 | ||
| 3923 | 2010.06.18 06:00 | close | 1236 | 0.10 | 90.855 | 91.260 | 90.060 | 4024.00 | 1651312.00 |
| 3924 | 2010.06.18 10:30 | sell | 1237 | 0.10 | 90.770 | 0.000 | 0.000 | ||
| 3925 | 2010.06.18 10:30 | modify | 1237 | 0.10 | 90.770 | 91.070 | 89.570 | ||
| 3926 | 2010.06.18 16:00 | close | 1237 | 0.10 | 90.645 | 91.070 | 89.570 | 1250.00 | 1652562.00 |
| 3927 | 2010.06.21 18:20 | buy | 1238 | 0.10 | 91.245 | 0.000 | 0.000 | ||
| 3928 | 2010.06.21 18:20 | modify | 1238 | 0.10 | 91.245 | 90.995 | 92.195 | ||
| 3929 | 2010.06.21 19:55 | s/l | 1238 | 0.10 | 90.995 | 90.995 | 92.195 | -2500.00 | 1650062.00 |
| 3930 | 2010.06.21 20:30 | buy | 1239 | 0.10 | 91.035 | 0.000 | 0.000 | ||
| 3931 | 2010.06.21 20:30 | modify | 1239 | 0.10 | 91.035 | 90.785 | 91.985 | ||
| 3932 | 2010.06.22 06:35 | close | 1239 | 0.10 | 90.930 | 90.785 | 91.985 | -1065.00 | 1648997.00 |
| 3933 | 2010.06.28 02:15 | sell | 1240 | 0.10 | 89.300 | 0.000 | 0.000 | ||
| 3934 | 2010.06.28 02:15 | modify | 1240 | 0.10 | 89.300 | 89.600 | 88.100 | ||
| 3935 | 2010.06.28 16:20 | close | 1240 | 0.10 | 89.255 | 89.600 | 88.100 | 450.00 | 1649447.00 |
| 3936 | 2010.06.29 01:15 | buy | 1241 | 0.10 | 89.355 | 0.000 | 0.000 | ||
| 3937 | 2010.06.29 01:15 | modify | 1241 | 0.10 | 89.355 | 89.105 | 90.305 | ||
| 3938 | 2010.06.29 05:40 | s/l | 1241 | 0.10 | 89.105 | 89.105 | 90.305 | -2500.00 | 1646947.00 |
| 3939 | 2010.06.30 12:30 | buy | 1242 | 0.10 | 88.635 | 0.000 | 0.000 | ||
| 3940 | 2010.06.30 12:30 | modify | 1242 | 0.10 | 88.635 | 88.385 | 89.585 | ||
| 3941 | 2010.06.30 22:35 | close | 1242 | 0.10 | 88.430 | 88.385 | 89.585 | -2050.00 | 1644897.00 |
| 3942 | 2010.07.02 04:45 | buy | 1243 | 0.10 | 88.015 | 0.000 | 0.000 | ||
| 3943 | 2010.07.02 04:45 | modify | 1243 | 0.10 | 88.015 | 87.765 | 88.965 | ||
| 3944 | 2010.07.02 13:20 | s/l | 1243 | 0.10 | 87.765 | 87.765 | 88.965 | -2500.00 | 1642397.00 |
| 3945 | 2010.07.02 14:35 | buy | 1244 | 0.10 | 87.615 | 0.000 | 0.000 | ||
| 3946 | 2010.07.02 14:35 | modify | 1244 | 0.10 | 87.615 | 87.365 | 88.565 | ||
| 3947 | 2010.07.02 15:40 | s/l | 1244 | 0.10 | 87.365 | 87.365 | 88.565 | -2500.00 | 1639897.00 |
| 3948 | 2010.07.05 10:10 | buy | 1245 | 0.10 | 87.935 | 0.000 | 0.000 | ||
| 3949 | 2010.07.05 10:10 | modify | 1245 | 0.10 | 87.935 | 87.685 | 88.885 | ||
| 3950 | 2010.07.05 12:30 | s/l | 1245 | 0.10 | 87.685 | 87.685 | 88.885 | -2500.00 | 1637397.00 |
| 3951 | 2010.07.05 15:55 | buy | 1246 | 0.10 | 87.715 | 0.000 | 0.000 | ||
| 3952 | 2010.07.05 15:55 | modify | 1246 | 0.10 | 87.715 | 87.465 | 88.665 | ||
| 3953 | 2010.07.06 02:00 | close | 1246 | 0.10 | 87.660 | 87.465 | 88.665 | -565.00 | 1636832.00 |
| 3954 | 2010.07.06 12:50 | buy | 1247 | 0.10 | 87.935 | 0.000 | 0.000 | ||
| 3955 | 2010.07.06 12:50 | modify | 1247 | 0.10 | 87.935 | 87.685 | 88.885 | ||
| 3956 | 2010.07.06 17:05 | s/l | 1247 | 0.10 | 87.685 | 87.685 | 88.885 | -2500.00 | 1634332.00 |
| 3957 | 2010.07.06 18:40 | buy | 1248 | 0.10 | 87.445 | 0.000 | 0.000 | ||
| 3958 | 2010.07.06 18:40 | modify | 1248 | 0.10 | 87.445 | 87.195 | 88.395 | ||
| 3959 | 2010.07.07 04:45 | close | 1248 | 0.10 | 87.490 | 87.195 | 88.395 | 435.00 | 1634767.00 |
| 3960 | 2010.07.08 02:15 | buy | 1249 | 0.10 | 87.745 | 0.000 | 0.000 | ||
| 3961 | 2010.07.08 02:15 | modify | 1249 | 0.10 | 87.745 | 87.495 | 88.695 | ||
| 3962 | 2010.07.08 06:25 | modify | 1249 | 0.10 | 87.745 | 87.745 | 88.695 | ||
| 3963 | 2010.07.08 23:45 | close | 1249 | 0.10 | 88.320 | 87.745 | 88.695 | 5750.00 | 1640517.00 |
| 3964 | 2010.07.13 13:15 | sell | 1250 | 0.10 | 88.360 | 0.000 | 0.000 | ||
| 3965 | 2010.07.13 13:15 | modify | 1250 | 0.10 | 88.360 | 88.660 | 87.160 | ||
| 3966 | 2010.07.13 23:25 | s/l | 1250 | 0.10 | 88.660 | 88.660 | 87.160 | -3000.00 | 1637517.00 |
| 3967 | 2010.07.14 19:15 | sell | 1251 | 0.10 | 88.540 | 0.000 | 0.000 | ||
| 3968 | 2010.07.14 19:15 | modify | 1251 | 0.10 | 88.540 | 88.840 | 87.340 | ||
| 3969 | 2010.07.15 06:50 | modify | 1251 | 0.10 | 88.540 | 88.540 | 87.340 | ||
| 3970 | 2010.07.15 17:10 | t/p | 1251 | 0.10 | 87.340 | 88.540 | 87.340 | 11974.00 | 1649491.00 |
| 3971 | 2010.07.20 17:45 | buy | 1252 | 0.10 | 86.995 | 0.000 | 0.000 | ||
| 3972 | 2010.07.20 17:45 | modify | 1252 | 0.10 | 86.995 | 86.745 | 87.945 | ||
| 3973 | 2010.07.20 21:00 | modify | 1252 | 0.10 | 86.995 | 86.995 | 87.945 | ||
| 3974 | 2010.07.21 11:15 | s/l | 1252 | 0.10 | 86.995 | 86.995 | 87.945 | -15.00 | 1649476.00 |
| 3975 | 2010.07.22 20:25 | buy | 1253 | 0.10 | 87.055 | 0.000 | 0.000 | ||
| 3976 | 2010.07.22 20:25 | modify | 1253 | 0.10 | 87.055 | 86.805 | 88.005 | ||
| 3977 | 2010.07.23 04:55 | s/l | 1253 | 0.10 | 86.805 | 86.805 | 88.005 | -2515.00 | 1646961.00 |
| 3978 | 2010.07.23 05:55 | buy | 1254 | 0.10 | 86.835 | 0.000 | 0.000 | ||
| 3979 | 2010.07.23 05:55 | modify | 1254 | 0.10 | 86.835 | 86.585 | 87.785 | ||
| 3980 | 2010.07.23 13:20 | modify | 1254 | 0.10 | 86.835 | 86.835 | 87.785 | ||
| 3981 | 2010.07.23 16:00 | close | 1254 | 0.10 | 87.430 | 86.835 | 87.785 | 5950.00 | 1652911.00 |
| 3982 | 2010.07.26 06:25 | buy | 1255 | 0.10 | 87.620 | 0.000 | 0.000 | ||
| 3983 | 2010.07.26 06:25 | modify | 1255 | 0.10 | 87.620 | 87.370 | 88.570 | ||
| 3984 | 2010.07.26 09:40 | s/l | 1255 | 0.10 | 87.370 | 87.370 | 88.570 | -2500.00 | 1650411.00 |
| 3985 | 2010.07.26 17:50 | sell | 1256 | 0.10 | 87.260 | 0.000 | 0.000 | ||
| 3986 | 2010.07.26 17:50 | modify | 1256 | 0.10 | 87.260 | 87.560 | 86.060 | ||
| 3987 | 2010.07.26 22:40 | modify | 1256 | 0.10 | 87.260 | 87.260 | 86.060 | ||
| 3988 | 2010.07.27 11:05 | s/l | 1256 | 0.10 | 87.260 | 87.260 | 86.060 | -26.00 | 1650385.00 |
| 3989 | 2010.07.28 04:05 | buy | 1257 | 0.10 | 87.690 | 0.000 | 0.000 | ||
| 3990 | 2010.07.28 04:05 | modify | 1257 | 0.10 | 87.690 | 87.440 | 88.640 | ||
| 3991 | 2010.07.28 14:10 | close | 1257 | 0.10 | 87.680 | 87.440 | 88.640 | -100.00 | 1650285.00 |
| 3992 | 2010.07.29 03:05 | sell | 1258 | 0.10 | 87.390 | 0.000 | 0.000 | ||
| 3993 | 2010.07.29 03:05 | modify | 1258 | 0.10 | 87.390 | 87.690 | 86.190 | ||
| 3994 | 2010.07.29 13:50 | modify | 1258 | 0.10 | 87.390 | 87.390 | 86.190 | ||
| 3995 | 2010.07.30 05:15 | close | 1258 | 0.10 | 86.475 | 87.390 | 86.190 | 9124.00 | 1659409.00 |
| 3996 | 2010.08.02 21:40 | sell | 1259 | 0.10 | 86.480 | 0.000 | 0.000 | ||
| 3997 | 2010.08.02 21:40 | modify | 1259 | 0.10 | 86.480 | 86.780 | 85.280 | ||
| 3998 | 2010.08.03 11:45 | close | 1259 | 0.10 | 85.935 | 86.780 | 85.280 | 5424.00 | 1664833.00 |
| 3999 | 2010.08.05 05:35 | buy | 1260 | 0.10 | 86.185 | 0.000 | 0.000 | ||
| 4000 | 2010.08.05 05:35 | modify | 1260 | 0.10 | 86.185 | 85.935 | 87.135 | ||
| 4001 | 2010.08.05 15:35 | s/l | 1260 | 0.10 | 85.935 | 85.935 | 87.135 | -2500.00 | 1662333.00 |
| 4002 | 2010.08.06 11:40 | buy | 1261 | 0.10 | 86.055 | 0.000 | 0.000 | ||
| 4003 | 2010.08.06 11:40 | modify | 1261 | 0.10 | 86.055 | 85.805 | 87.005 | ||
| 4004 | 2010.08.06 14:45 | s/l | 1261 | 0.10 | 85.805 | 85.805 | 87.005 | -2500.00 | 1659833.00 |
| 4005 | 2010.08.06 15:10 | buy | 1262 | 0.10 | 85.895 | 0.000 | 0.000 | ||
| 4006 | 2010.08.06 15:10 | modify | 1262 | 0.10 | 85.895 | 85.645 | 86.845 | ||
| 4007 | 2010.08.06 15:35 | s/l | 1262 | 0.10 | 85.645 | 85.645 | 86.845 | -2500.00 | 1657333.00 |
| 4008 | 2010.08.09 10:30 | buy | 1263 | 0.10 | 85.675 | 0.000 | 0.000 | ||
| 4009 | 2010.08.09 10:30 | modify | 1263 | 0.10 | 85.675 | 85.425 | 86.625 | ||
| 4010 | 2010.08.09 20:35 | close | 1263 | 0.10 | 85.800 | 85.425 | 86.625 | 1250.00 | 1658583.00 |
| 4011 | 2010.08.09 21:55 | buy | 1264 | 0.10 | 85.855 | 0.000 | 0.000 | ||
| 4012 | 2010.08.09 21:55 | modify | 1264 | 0.10 | 85.855 | 85.605 | 86.805 | ||
| 4013 | 2010.08.10 08:00 | close | 1264 | 0.10 | 85.780 | 85.605 | 86.805 | -765.00 | 1657818.00 |
| 4014 | 2010.08.10 14:10 | sell | 1265 | 0.10 | 85.940 | 0.000 | 0.000 | ||
| 4015 | 2010.08.10 14:10 | modify | 1265 | 0.10 | 85.940 | 86.240 | 84.740 | ||
| 4016 | 2010.08.10 23:35 | modify | 1265 | 0.10 | 85.940 | 85.940 | 84.740 | ||
| 4017 | 2010.08.11 14:10 | t/p | 1265 | 0.10 | 84.740 | 85.940 | 84.740 | 11974.00 | 1669792.00 |
| 4018 | 2010.08.12 13:10 | buy | 1266 | 0.10 | 85.375 | 0.000 | 0.000 | ||
| 4019 | 2010.08.12 13:10 | modify | 1266 | 0.10 | 85.375 | 85.125 | 86.325 | ||
| 4020 | 2010.08.12 19:20 | modify | 1266 | 0.10 | 85.375 | 85.375 | 86.325 | ||
| 4021 | 2010.08.13 07:00 | close | 1266 | 0.10 | 86.090 | 85.375 | 86.325 | 7135.00 | 1676927.00 |
| 4022 | 2010.08.13 08:30 | buy | 1267 | 0.10 | 86.075 | 0.000 | 0.000 | ||
| 4023 | 2010.08.13 08:30 | modify | 1267 | 0.10 | 86.075 | 85.825 | 87.025 | ||
| 4024 | 2010.08.13 11:20 | s/l | 1267 | 0.10 | 85.825 | 85.825 | 87.025 | -2500.00 | 1674427.00 |
| 4025 | 2010.08.13 11:50 | buy | 1268 | 0.10 | 85.935 | 0.000 | 0.000 | ||
| 4026 | 2010.08.13 11:50 | modify | 1268 | 0.10 | 85.935 | 85.685 | 86.885 | ||
| 4027 | 2010.08.13 12:15 | s/l | 1268 | 0.10 | 85.685 | 85.685 | 86.885 | -2500.00 | 1671927.00 |
| 4028 | 2010.08.18 08:35 | sell | 1269 | 0.10 | 85.390 | 0.000 | 0.000 | ||
| 4029 | 2010.08.18 08:35 | modify | 1269 | 0.10 | 85.390 | 85.690 | 84.190 | ||
| 4030 | 2010.08.18 22:40 | close | 1269 | 0.10 | 85.445 | 85.690 | 84.190 | -550.00 | 1671377.00 |
| 4031 | 2010.08.18 23:10 | sell | 1270 | 0.10 | 85.400 | 0.000 | 0.000 | ||
| 4032 | 2010.08.18 23:10 | modify | 1270 | 0.10 | 85.400 | 85.700 | 84.200 | ||
| 4033 | 2010.08.19 05:00 | s/l | 1270 | 0.10 | 85.700 | 85.700 | 84.200 | -3026.00 | 1668351.00 |
| 4034 | 2010.08.19 20:05 | sell | 1271 | 0.10 | 85.270 | 0.000 | 0.000 | ||
| 4035 | 2010.08.19 20:05 | modify | 1271 | 0.10 | 85.270 | 85.570 | 84.070 | ||
| 4036 | 2010.08.20 10:10 | close | 1271 | 0.10 | 85.365 | 85.570 | 84.070 | -976.00 | 1667375.00 |
| 4037 | 2010.08.23 01:00 | buy | 1272 | 0.10 | 85.585 | 0.000 | 0.000 | ||
| 4038 | 2010.08.23 01:00 | modify | 1272 | 0.10 | 85.585 | 85.335 | 86.535 | ||
| 4039 | 2010.08.23 05:25 | s/l | 1272 | 0.10 | 85.335 | 85.335 | 86.535 | -2500.00 | 1664875.00 |
| 4040 | 2010.08.26 13:00 | buy | 1273 | 0.10 | 84.605 | 0.000 | 0.000 | ||
| 4041 | 2010.08.26 13:00 | modify | 1273 | 0.10 | 84.605 | 84.355 | 85.555 | ||
| 4042 | 2010.08.26 21:50 | s/l | 1273 | 0.10 | 84.355 | 84.355 | 85.555 | -2500.00 | 1662375.00 |
| 4043 | 2010.08.27 11:35 | buy | 1274 | 0.10 | 84.725 | 0.000 | 0.000 | ||
| 4044 | 2010.08.27 11:35 | modify | 1274 | 0.10 | 84.725 | 84.475 | 85.675 | ||
| 4045 | 2010.08.27 16:00 | close | 1274 | 0.10 | 84.950 | 84.475 | 85.675 | 2250.00 | 1664625.00 |
| 4046 | 2010.09.01 13:30 | sell | 1275 | 0.10 | 83.970 | 0.000 | 0.000 | ||
| 4047 | 2010.09.01 13:30 | modify | 1275 | 0.10 | 83.970 | 84.270 | 82.770 | ||
| 4048 | 2010.09.01 16:50 | s/l | 1275 | 0.10 | 84.270 | 84.270 | 82.770 | -3000.00 | 1661625.00 |
| 4049 | 2010.09.02 08:55 | sell | 1276 | 0.10 | 84.140 | 0.000 | 0.000 | ||
| 4050 | 2010.09.02 08:55 | modify | 1276 | 0.10 | 84.140 | 84.440 | 82.940 | ||