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 |
| 4051 | 2010.09.02 23:00 | close | 1276 | 0.10 | 84.215 | 84.440 | 82.940 | -750.00 | 1660875.00 |
| 4052 | 2010.09.03 08:55 | buy | 1277 | 0.10 | 84.225 | 0.000 | 0.000 | ||
| 4053 | 2010.09.03 08:55 | modify | 1277 | 0.10 | 84.225 | 83.975 | 85.175 | ||
| 4054 | 2010.09.03 15:45 | t/p | 1277 | 0.10 | 85.175 | 83.975 | 85.175 | 9500.00 | 1670375.00 |
| 4055 | 2010.09.09 08:00 | sell | 1278 | 0.10 | 83.720 | 0.000 | 0.000 | ||
| 4056 | 2010.09.09 08:00 | modify | 1278 | 0.10 | 83.720 | 84.020 | 82.520 | ||
| 4057 | 2010.09.09 22:05 | close | 1278 | 0.10 | 83.870 | 84.020 | 82.520 | -1500.00 | 1668875.00 |
| 4058 | 2010.09.10 02:50 | buy | 1279 | 0.10 | 83.975 | 0.000 | 0.000 | ||
| 4059 | 2010.09.10 02:50 | modify | 1279 | 0.10 | 83.975 | 83.725 | 84.925 | ||
| 4060 | 2010.09.10 11:50 | s/l | 1279 | 0.10 | 83.725 | 83.725 | 84.925 | -2500.00 | 1666375.00 |
| 4061 | 2010.09.13 04:40 | buy | 1280 | 0.10 | 84.165 | 0.000 | 0.000 | ||
| 4062 | 2010.09.13 04:40 | modify | 1280 | 0.10 | 84.165 | 83.915 | 85.115 | ||
| 4063 | 2010.09.13 09:25 | s/l | 1280 | 0.10 | 83.915 | 83.915 | 85.115 | -2500.00 | 1663875.00 |
| 4064 | 2010.09.21 13:25 | sell | 1281 | 0.10 | 85.470 | 0.000 | 0.000 | ||
| 4065 | 2010.09.21 13:25 | modify | 1281 | 0.10 | 85.470 | 85.770 | 84.270 | ||
| 4066 | 2010.09.21 23:25 | modify | 1281 | 0.10 | 85.470 | 85.470 | 84.270 | ||
| 4067 | 2010.09.22 06:45 | close | 1281 | 0.10 | 84.885 | 85.470 | 84.270 | 5824.00 | 1669699.00 |
| 4068 | 2010.09.24 16:00 | sell | 1282 | 0.10 | 84.320 | 0.000 | 0.000 | ||
| 4069 | 2010.09.24 16:00 | close | 1282 | 0.10 | 84.325 | 0.000 | 0.000 | -50.00 | 1669649.00 |
| 4070 | 2010.09.27 03:45 | sell | 1283 | 0.10 | 84.310 | 0.000 | 0.000 | ||
| 4071 | 2010.09.27 03:45 | modify | 1283 | 0.10 | 84.310 | 84.610 | 83.110 | ||
| 4072 | 2010.09.27 17:50 | close | 1283 | 0.10 | 84.175 | 84.610 | 83.110 | 1350.00 | 1670999.00 |
| 4073 | 2010.09.28 00:35 | buy | 1284 | 0.10 | 84.265 | 0.000 | 0.000 | ||
| 4074 | 2010.09.28 00:35 | modify | 1284 | 0.10 | 84.265 | 84.015 | 85.215 | ||
| 4075 | 2010.09.28 10:40 | close | 1284 | 0.10 | 84.220 | 84.015 | 85.215 | -450.00 | 1670549.00 |
| 4076 | 2010.09.28 16:20 | sell | 1285 | 0.10 | 84.080 | 0.000 | 0.000 | ||
| 4077 | 2010.09.28 16:20 | modify | 1285 | 0.10 | 84.080 | 84.380 | 82.880 | ||
| 4078 | 2010.09.28 20:25 | modify | 1285 | 0.10 | 84.080 | 84.080 | 82.880 | ||
| 4079 | 2010.09.29 20:55 | close | 1285 | 0.10 | 83.615 | 84.080 | 82.880 | 4624.00 | 1675173.00 |
| 4080 | 2010.09.30 21:10 | buy | 1286 | 0.10 | 83.515 | 0.000 | 0.000 | ||
| 4081 | 2010.09.30 21:10 | modify | 1286 | 0.10 | 83.515 | 83.265 | 84.465 | ||
| 4082 | 2010.10.01 07:15 | close | 1286 | 0.10 | 83.440 | 83.265 | 84.465 | -765.00 | 1674408.00 |
| 4083 | 2010.10.01 07:35 | buy | 1287 | 0.10 | 83.485 | 0.000 | 0.000 | ||
| 4084 | 2010.10.01 07:35 | modify | 1287 | 0.10 | 83.485 | 83.235 | 84.435 | ||
| 4085 | 2010.10.01 12:20 | s/l | 1287 | 0.10 | 83.235 | 83.235 | 84.435 | -2500.00 | 1671908.00 |
| 4086 | 2010.10.04 10:10 | buy | 1288 | 0.10 | 83.375 | 0.000 | 0.000 | ||
| 4087 | 2010.10.04 10:10 | modify | 1288 | 0.10 | 83.375 | 83.125 | 84.325 | ||
| 4088 | 2010.10.04 20:15 | close | 1288 | 0.10 | 83.370 | 83.125 | 84.325 | -50.00 | 1671858.00 |
| 4089 | 2010.10.05 05:10 | buy | 1289 | 0.10 | 83.545 | 0.000 | 0.000 | ||
| 4090 | 2010.10.05 05:10 | modify | 1289 | 0.10 | 83.545 | 83.295 | 84.495 | ||
| 4091 | 2010.10.05 11:15 | s/l | 1289 | 0.10 | 83.295 | 83.295 | 84.495 | -2500.00 | 1669358.00 |
| 4092 | 2010.10.07 05:00 | sell | 1290 | 0.10 | 82.890 | 0.000 | 0.000 | ||
| 4093 | 2010.10.07 05:00 | modify | 1290 | 0.10 | 82.890 | 83.190 | 81.690 | ||
| 4094 | 2010.10.07 14:10 | modify | 1290 | 0.10 | 82.890 | 82.890 | 81.690 | ||
| 4095 | 2010.10.07 19:10 | close | 1290 | 0.10 | 82.315 | 82.890 | 81.690 | 5750.00 | 1675108.00 |
| 4096 | 2010.10.08 00:10 | sell | 1291 | 0.10 | 82.330 | 0.000 | 0.000 | ||
| 4097 | 2010.10.08 00:10 | modify | 1291 | 0.10 | 82.330 | 82.630 | 81.130 | ||
| 4098 | 2010.10.08 14:15 | close | 1291 | 0.10 | 82.335 | 82.630 | 81.130 | -50.00 | 1675058.00 |
| 4099 | 2010.10.11 08:25 | buy | 1292 | 0.10 | 82.025 | 0.000 | 0.000 | ||
| 4100 | 2010.10.11 08:25 | modify | 1292 | 0.10 | 82.025 | 81.775 | 82.975 | ||
| 4101 | 2010.10.11 18:30 | close | 1292 | 0.10 | 82.080 | 81.775 | 82.975 | 550.00 | 1675608.00 |
| 4102 | 2010.10.11 21:20 | buy | 1293 | 0.10 | 82.065 | 0.000 | 0.000 | ||
| 4103 | 2010.10.11 21:20 | modify | 1293 | 0.10 | 82.065 | 81.815 | 83.015 | ||
| 4104 | 2010.10.12 07:25 | close | 1293 | 0.10 | 81.920 | 81.815 | 83.015 | -1465.00 | 1674143.00 |
| 4105 | 2010.10.13 08:00 | buy | 1294 | 0.10 | 81.815 | 0.000 | 0.000 | ||
| 4106 | 2010.10.13 08:00 | modify | 1294 | 0.10 | 81.815 | 81.565 | 82.765 | ||
| 4107 | 2010.10.13 18:05 | close | 1294 | 0.10 | 81.770 | 81.565 | 82.765 | -450.00 | 1673693.00 |
| 4108 | 2010.10.15 01:10 | buy | 1295 | 0.10 | 81.495 | 0.000 | 0.000 | ||
| 4109 | 2010.10.15 01:10 | modify | 1295 | 0.10 | 81.495 | 81.245 | 82.445 | ||
| 4110 | 2010.10.15 08:50 | close | 1295 | 0.10 | 81.290 | 81.245 | 82.445 | -2050.00 | 1671643.00 |
| 4111 | 2010.10.15 13:50 | sell | 1296 | 0.10 | 81.200 | 0.000 | 0.000 | ||
| 4112 | 2010.10.15 13:50 | modify | 1296 | 0.10 | 81.200 | 81.500 | 80.000 | ||
| 4113 | 2010.10.15 16:00 | close | 1296 | 0.10 | 81.335 | 81.500 | 80.000 | -1350.00 | 1670293.00 |
| 4114 | 2010.10.18 13:30 | sell | 1297 | 0.10 | 81.210 | 0.000 | 0.000 | ||
| 4115 | 2010.10.18 13:30 | modify | 1297 | 0.10 | 81.210 | 81.510 | 80.010 | ||
| 4116 | 2010.10.19 03:35 | close | 1297 | 0.10 | 81.205 | 81.510 | 80.010 | 24.00 | 1670317.00 |
| 4117 | 2010.10.19 05:35 | sell | 1298 | 0.10 | 81.320 | 0.000 | 0.000 | ||
| 4118 | 2010.10.19 05:35 | modify | 1298 | 0.10 | 81.320 | 81.620 | 80.120 | ||
| 4119 | 2010.10.19 14:45 | s/l | 1298 | 0.10 | 81.620 | 81.620 | 80.120 | -3000.00 | 1667317.00 |
| 4120 | 2010.10.19 20:25 | buy | 1299 | 0.10 | 81.535 | 0.000 | 0.000 | ||
| 4121 | 2010.10.19 20:25 | modify | 1299 | 0.10 | 81.535 | 81.285 | 82.485 | ||
| 4122 | 2010.10.20 05:20 | close | 1299 | 0.10 | 81.330 | 81.285 | 82.485 | -2065.00 | 1665252.00 |
| 4123 | 2010.10.22 01:35 | buy | 1300 | 0.10 | 81.355 | 0.000 | 0.000 | ||
| 4124 | 2010.10.22 01:35 | modify | 1300 | 0.10 | 81.355 | 81.105 | 82.305 | ||
| 4125 | 2010.10.22 06:25 | close | 1300 | 0.10 | 81.170 | 81.105 | 82.305 | -1850.00 | 1663402.00 |
| 4126 | 2010.10.22 06:40 | buy | 1301 | 0.10 | 81.185 | 0.000 | 0.000 | ||
| 4127 | 2010.10.22 06:40 | modify | 1301 | 0.10 | 81.185 | 80.935 | 82.135 | ||
| 4128 | 2010.10.22 16:00 | close | 1301 | 0.10 | 81.330 | 80.935 | 82.135 | 1450.00 | 1664852.00 |
| 4129 | 2010.10.25 05:50 | sell | 1302 | 0.10 | 81.060 | 0.000 | 0.000 | ||
| 4130 | 2010.10.25 05:50 | modify | 1302 | 0.10 | 81.060 | 81.360 | 79.860 | ||
| 4131 | 2010.10.25 10:20 | modify | 1302 | 0.10 | 81.060 | 81.060 | 79.860 | ||
| 4132 | 2010.10.25 19:10 | close | 1302 | 0.10 | 80.615 | 81.060 | 79.860 | 4450.00 | 1669302.00 |
| 4133 | 2010.10.25 20:20 | sell | 1303 | 0.10 | 80.690 | 0.000 | 0.000 | ||
| 4134 | 2010.10.25 20:20 | modify | 1303 | 0.10 | 80.690 | 80.990 | 79.490 | ||
| 4135 | 2010.10.26 10:25 | close | 1303 | 0.10 | 80.745 | 80.990 | 79.490 | -576.00 | 1668726.00 |
| 4136 | 2010.10.26 13:05 | buy | 1304 | 0.10 | 81.075 | 0.000 | 0.000 | ||
| 4137 | 2010.10.26 13:05 | modify | 1304 | 0.10 | 81.075 | 80.825 | 82.025 | ||
| 4138 | 2010.10.26 19:55 | modify | 1304 | 0.10 | 81.075 | 81.075 | 82.025 | ||
| 4139 | 2010.10.27 06:50 | close | 1304 | 0.10 | 81.720 | 81.075 | 82.025 | 6435.00 | 1675161.00 |
| 4140 | 2010.11.01 14:35 | sell | 1305 | 0.10 | 80.380 | 0.000 | 0.000 | ||
| 4141 | 2010.11.01 14:35 | modify | 1305 | 0.10 | 80.380 | 80.680 | 79.180 | ||
| 4142 | 2010.11.01 18:05 | s/l | 1305 | 0.10 | 80.680 | 80.680 | 79.180 | -3000.00 | 1672161.00 |
| 4143 | 2010.11.03 03:10 | sell | 1306 | 0.10 | 80.650 | 0.000 | 0.000 | ||
| 4144 | 2010.11.03 03:10 | modify | 1306 | 0.10 | 80.650 | 80.950 | 79.450 | ||
| 4145 | 2010.11.03 16:10 | s/l | 1306 | 0.10 | 80.950 | 80.950 | 79.450 | -3000.00 | 1669161.00 |
| 4146 | 2010.11.04 00:50 | buy | 1307 | 0.10 | 81.125 | 0.000 | 0.000 | ||
| 4147 | 2010.11.04 00:50 | modify | 1307 | 0.10 | 81.125 | 80.875 | 82.075 | ||
| 4148 | 2010.11.04 05:45 | s/l | 1307 | 0.10 | 80.875 | 80.875 | 82.075 | -2500.00 | 1666661.00 |
| 4149 | 2010.11.05 06:30 | buy | 1308 | 0.10 | 80.815 | 0.000 | 0.000 | ||
| 4150 | 2010.11.05 06:30 | modify | 1308 | 0.10 | 80.815 | 80.565 | 81.765 | ||
| 4151 | 2010.11.05 16:00 | close | 1308 | 0.10 | 81.240 | 80.565 | 81.765 | 4250.00 | 1670911.00 |
| 4152 | 2010.11.08 00:05 | buy | 1309 | 0.10 | 81.195 | 0.000 | 0.000 | ||
| 4153 | 2010.11.08 00:05 | modify | 1309 | 0.10 | 81.195 | 80.945 | 82.145 | ||
| 4154 | 2010.11.08 10:10 | close | 1309 | 0.10 | 81.180 | 80.945 | 82.145 | -150.00 | 1670761.00 |
| 4155 | 2010.11.09 07:55 | sell | 1310 | 0.10 | 80.920 | 0.000 | 0.000 | ||
| 4156 | 2010.11.09 07:55 | modify | 1310 | 0.10 | 80.920 | 81.220 | 79.720 | ||
| 4157 | 2010.11.09 14:00 | modify | 1310 | 0.10 | 80.920 | 80.920 | 79.720 | ||
| 4158 | 2010.11.09 18:30 | s/l | 1310 | 0.10 | 80.920 | 80.920 | 79.720 | 0.00 | 1670761.00 |
| 4159 | 2010.11.10 02:05 | buy | 1311 | 0.10 | 81.585 | 0.000 | 0.000 | ||
| 4160 | 2010.11.10 02:05 | modify | 1311 | 0.10 | 81.585 | 81.335 | 82.535 | ||
| 4161 | 2010.11.10 12:10 | close | 1311 | 0.10 | 81.770 | 81.335 | 82.535 | 1850.00 | 1672611.00 |
| 4162 | 2010.11.12 06:45 | buy | 1312 | 0.10 | 82.385 | 0.000 | 0.000 | ||
| 4163 | 2010.11.12 06:45 | modify | 1312 | 0.10 | 82.385 | 82.135 | 83.335 | ||
| 4164 | 2010.11.12 09:15 | s/l | 1312 | 0.10 | 82.135 | 82.135 | 83.335 | -2500.00 | 1670111.00 |
| 4165 | 2010.11.15 05:40 | buy | 1313 | 0.10 | 82.695 | 0.000 | 0.000 | ||
| 4166 | 2010.11.15 05:40 | modify | 1313 | 0.10 | 82.695 | 82.445 | 83.645 | ||
| 4167 | 2010.11.15 15:45 | close | 1313 | 0.10 | 82.990 | 82.445 | 83.645 | 2950.00 | 1673061.00 |
| 4168 | 2010.11.16 15:50 | buy | 1314 | 0.10 | 83.145 | 0.000 | 0.000 | ||
| 4169 | 2010.11.16 15:50 | modify | 1314 | 0.10 | 83.145 | 82.895 | 84.095 | ||
| 4170 | 2010.11.17 01:55 | close | 1314 | 0.10 | 83.360 | 82.895 | 84.095 | 2135.00 | 1675196.00 |
| 4171 | 2010.11.18 04:20 | sell | 1315 | 0.10 | 83.300 | 0.000 | 0.000 | ||
| 4172 | 2010.11.18 04:20 | modify | 1315 | 0.10 | 83.300 | 83.600 | 82.100 | ||
| 4173 | 2010.11.18 17:25 | s/l | 1315 | 0.10 | 83.600 | 83.600 | 82.100 | -3000.00 | 1672196.00 |
| 4174 | 2010.11.19 09:50 | sell | 1316 | 0.10 | 83.310 | 0.000 | 0.000 | ||
| 4175 | 2010.11.19 09:50 | modify | 1316 | 0.10 | 83.310 | 83.610 | 82.110 | ||
| 4176 | 2010.11.19 16:00 | close | 1316 | 0.10 | 83.485 | 83.610 | 82.110 | -1750.00 | 1670446.00 |
| 4177 | 2010.11.23 01:05 | sell | 1317 | 0.10 | 83.230 | 0.000 | 0.000 | ||
| 4178 | 2010.11.23 01:05 | modify | 1317 | 0.10 | 83.230 | 83.530 | 82.030 | ||
| 4179 | 2010.11.23 05:40 | close | 1317 | 0.10 | 83.335 | 83.530 | 82.030 | -1050.00 | 1669396.00 |
| 4180 | 2010.11.23 07:30 | sell | 1318 | 0.10 | 83.370 | 0.000 | 0.000 | ||
| 4181 | 2010.11.23 07:30 | modify | 1318 | 0.10 | 83.370 | 83.670 | 82.170 | ||
| 4182 | 2010.11.23 08:20 | s/l | 1318 | 0.10 | 83.670 | 83.670 | 82.170 | -3000.00 | 1666396.00 |
| 4183 | 2010.11.25 00:40 | buy | 1319 | 0.10 | 83.535 | 0.000 | 0.000 | ||
| 4184 | 2010.11.25 00:40 | modify | 1319 | 0.10 | 83.535 | 83.285 | 84.485 | ||
| 4185 | 2010.11.25 10:45 | close | 1319 | 0.10 | 83.440 | 83.285 | 84.485 | -950.00 | 1665446.00 |
| 4186 | 2010.11.26 11:45 | buy | 1320 | 0.10 | 83.925 | 0.000 | 0.000 | ||
| 4187 | 2010.11.26 11:45 | modify | 1320 | 0.10 | 83.925 | 83.675 | 84.875 | ||
| 4188 | 2010.11.26 12:50 | s/l | 1320 | 0.10 | 83.675 | 83.675 | 84.875 | -2500.00 | 1662946.00 |
| 4189 | 2010.11.29 08:15 | buy | 1321 | 0.10 | 84.065 | 0.000 | 0.000 | ||
| 4190 | 2010.11.29 08:15 | modify | 1321 | 0.10 | 84.065 | 83.815 | 85.015 | ||
| 4191 | 2010.11.29 10:05 | s/l | 1321 | 0.10 | 83.815 | 83.815 | 85.015 | -2500.00 | 1660446.00 |
| 4192 | 2010.11.30 21:30 | sell | 1322 | 0.10 | 83.590 | 0.000 | 0.000 | ||
| 4193 | 2010.11.30 21:30 | modify | 1322 | 0.10 | 83.590 | 83.890 | 82.390 | ||
| 4194 | 2010.12.01 11:35 | close | 1322 | 0.10 | 83.775 | 83.890 | 82.390 | -1876.00 | 1658570.00 |
| 4195 | 2010.12.02 08:35 | sell | 1323 | 0.10 | 84.090 | 0.000 | 0.000 | ||
| 4196 | 2010.12.02 08:35 | modify | 1323 | 0.10 | 84.090 | 84.390 | 82.890 | ||
| 4197 | 2010.12.02 20:15 | modify | 1323 | 0.10 | 84.090 | 84.090 | 82.890 | ||
| 4198 | 2010.12.03 04:05 | close | 1323 | 0.10 | 83.705 | 84.090 | 82.890 | 3824.00 | 1662394.00 |
| 4199 | 2010.12.03 04:40 | sell | 1324 | 0.10 | 83.700 | 0.000 | 0.000 | ||
| 4200 | 2010.12.03 04:40 | modify | 1324 | 0.10 | 83.700 | 84.000 | 82.500 | ||