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 |
| 4201 | 2010.12.03 16:00 | close | 1324 | 0.10 | 82.605 | 84.000 | 82.500 | 10950.00 | 1673344.00 |
| 4202 | 2010.12.13 03:35 | buy | 1325 | 0.10 | 83.945 | 0.000 | 0.000 | ||
| 4203 | 2010.12.13 03:35 | modify | 1325 | 0.10 | 83.945 | 83.695 | 84.895 | ||
| 4204 | 2010.12.13 13:40 | close | 1325 | 0.10 | 84.000 | 83.695 | 84.895 | 550.00 | 1673894.00 |
| 4205 | 2010.12.13 18:30 | sell | 1326 | 0.10 | 83.550 | 0.000 | 0.000 | ||
| 4206 | 2010.12.13 18:30 | modify | 1326 | 0.10 | 83.550 | 83.850 | 82.350 | ||
| 4207 | 2010.12.14 08:35 | close | 1326 | 0.10 | 83.445 | 83.850 | 82.350 | 1024.00 | 1674918.00 |
| 4208 | 2010.12.14 09:45 | sell | 1327 | 0.10 | 83.430 | 0.000 | 0.000 | ||
| 4209 | 2010.12.14 09:45 | modify | 1327 | 0.10 | 83.430 | 83.730 | 82.230 | ||
| 4210 | 2010.12.14 13:40 | modify | 1327 | 0.10 | 83.430 | 83.430 | 82.230 | ||
| 4211 | 2010.12.14 16:20 | s/l | 1327 | 0.10 | 83.430 | 83.430 | 82.230 | 0.00 | 1674918.00 |
| 4212 | 2010.12.20 13:05 | sell | 1328 | 0.10 | 83.750 | 0.000 | 0.000 | ||
| 4213 | 2010.12.20 13:05 | modify | 1328 | 0.10 | 83.750 | 84.050 | 82.550 | ||
| 4214 | 2010.12.21 03:10 | close | 1328 | 0.10 | 83.655 | 84.050 | 82.550 | 924.00 | 1675842.00 |
| 4215 | 2010.12.22 15:35 | sell | 1329 | 0.10 | 83.490 | 0.000 | 0.000 | ||
| 4216 | 2010.12.22 15:35 | modify | 1329 | 0.10 | 83.490 | 83.790 | 82.290 | ||
| 4217 | 2010.12.23 05:40 | close | 1329 | 0.10 | 83.205 | 83.790 | 82.290 | 2824.00 | 1678666.00 |
| 4218 | 2010.12.24 14:05 | sell | 1330 | 0.10 | 82.910 | 0.000 | 0.000 | ||
| 4219 | 2010.12.24 14:05 | modify | 1330 | 0.10 | 82.910 | 83.210 | 81.710 | ||
| 4220 | 2010.12.24 16:00 | close | 1330 | 0.10 | 82.905 | 83.210 | 81.710 | 50.00 | 1678716.00 |
| 4221 | 2010.12.27 02:05 | sell | 1331 | 0.10 | 82.900 | 0.000 | 0.000 | ||
| 4222 | 2010.12.27 02:05 | modify | 1331 | 0.10 | 82.900 | 83.200 | 81.700 | ||
| 4223 | 2010.12.27 16:10 | close | 1331 | 0.10 | 82.855 | 83.200 | 81.700 | 450.00 | 1679166.00 |
| 4224 | 2010.12.29 01:55 | buy | 1332 | 0.10 | 82.345 | 0.000 | 0.000 | ||
| 4225 | 2010.12.29 01:55 | modify | 1332 | 0.10 | 82.345 | 82.095 | 83.295 | ||
| 4226 | 2010.12.29 09:45 | s/l | 1332 | 0.10 | 82.095 | 82.095 | 83.295 | -2500.00 | 1676666.00 |
| 4227 | 2010.12.30 20:05 | buy | 1333 | 0.10 | 81.745 | 0.000 | 0.000 | ||
| 4228 | 2010.12.30 20:05 | modify | 1333 | 0.10 | 81.745 | 81.495 | 82.695 | ||
| 4229 | 2010.12.30 21:50 | s/l | 1333 | 0.10 | 81.495 | 81.495 | 82.695 | -2500.00 | 1674166.00 |
| 4230 | 2010.12.30 22:25 | buy | 1334 | 0.10 | 81.565 | 0.000 | 0.000 | ||
| 4231 | 2010.12.30 22:25 | modify | 1334 | 0.10 | 81.565 | 81.315 | 82.515 | ||
| 4232 | 2010.12.31 08:30 | close | 1334 | 0.10 | 81.380 | 81.315 | 82.515 | -1865.00 | 1672301.00 |
| 4233 | 2010.12.31 11:00 | sell | 1335 | 0.10 | 81.330 | 0.000 | 0.000 | ||
| 4234 | 2010.12.31 11:00 | modify | 1335 | 0.10 | 81.330 | 81.630 | 80.130 | ||
| 4235 | 2010.12.31 16:00 | close | 1335 | 0.10 | 81.325 | 81.630 | 80.130 | 50.00 | 1672351.00 |
| 4236 | 2011.01.03 20:00 | buy | 1336 | 0.10 | 81.542 | 0.000 | 0.000 | ||
| 4237 | 2011.01.03 20:00 | modify | 1336 | 0.10 | 81.542 | 81.292 | 82.492 | ||
| 4238 | 2011.01.04 00:05 | modify | 1336 | 0.10 | 81.542 | 81.542 | 82.492 | ||
| 4239 | 2011.01.04 07:30 | close | 1336 | 0.10 | 82.133 | 81.542 | 82.492 | 5895.00 | 1678246.00 |
| 4240 | 2011.01.10 00:00 | sell | 1337 | 0.10 | 83.212 | 0.000 | 0.000 | ||
| 4241 | 2011.01.10 00:00 | modify | 1337 | 0.10 | 83.212 | 83.512 | 82.012 | ||
| 4242 | 2011.01.10 03:30 | modify | 1337 | 0.10 | 83.212 | 83.212 | 82.012 | ||
| 4243 | 2011.01.10 10:55 | s/l | 1337 | 0.10 | 83.212 | 83.212 | 82.012 | 0.00 | 1678246.00 |
| 4244 | 2011.01.10 11:10 | sell | 1338 | 0.10 | 83.183 | 0.000 | 0.000 | ||
| 4245 | 2011.01.10 11:10 | modify | 1338 | 0.10 | 83.183 | 83.483 | 81.983 | ||
| 4246 | 2011.01.10 19:25 | modify | 1338 | 0.10 | 83.183 | 83.183 | 81.983 | ||
| 4247 | 2011.01.10 21:55 | close | 1338 | 0.10 | 82.753 | 83.183 | 81.983 | 4300.00 | 1682546.00 |
| 4248 | 2011.01.10 22:15 | sell | 1339 | 0.10 | 82.718 | 0.000 | 0.000 | ||
| 4249 | 2011.01.10 22:15 | modify | 1339 | 0.10 | 82.718 | 83.018 | 81.518 | ||
| 4250 | 2011.01.11 03:50 | s/l | 1339 | 0.10 | 83.018 | 83.018 | 81.518 | -3026.00 | 1679520.00 |
| 4251 | 2011.01.11 03:55 | sell | 1340 | 0.10 | 82.979 | 0.000 | 0.000 | ||
| 4252 | 2011.01.11 03:55 | modify | 1340 | 0.10 | 82.979 | 83.279 | 81.779 | ||
| 4253 | 2011.01.11 17:20 | s/l | 1340 | 0.10 | 83.279 | 83.279 | 81.779 | -3000.00 | 1676520.00 |
| 4254 | 2011.01.12 08:30 | sell | 1341 | 0.10 | 83.092 | 0.000 | 0.000 | ||
| 4255 | 2011.01.12 08:30 | modify | 1341 | 0.10 | 83.092 | 83.392 | 81.892 | ||
| 4256 | 2011.01.12 14:35 | s/l | 1341 | 0.10 | 83.392 | 83.392 | 81.892 | -3000.00 | 1673520.00 |
| 4257 | 2011.01.12 15:05 | sell | 1342 | 0.10 | 83.368 | 0.000 | 0.000 | ||
| 4258 | 2011.01.12 15:05 | modify | 1342 | 0.10 | 83.368 | 83.668 | 82.168 | ||
| 4259 | 2011.01.12 22:30 | modify | 1342 | 0.10 | 83.368 | 83.368 | 82.168 | ||
| 4260 | 2011.01.13 05:30 | close | 1342 | 0.10 | 82.964 | 83.368 | 82.168 | 4014.00 | 1677534.00 |
| 4261 | 2011.01.13 11:50 | sell | 1343 | 0.10 | 82.965 | 0.000 | 0.000 | ||
| 4262 | 2011.01.13 11:50 | modify | 1343 | 0.10 | 82.965 | 83.265 | 81.765 | ||
| 4263 | 2011.01.14 01:55 | close | 1343 | 0.10 | 82.781 | 83.265 | 81.765 | 1814.00 | 1679348.00 |
| 4264 | 2011.01.17 10:15 | sell | 1344 | 0.10 | 82.926 | 0.000 | 0.000 | ||
| 4265 | 2011.01.17 10:15 | modify | 1344 | 0.10 | 82.926 | 83.226 | 81.726 | ||
| 4266 | 2011.01.17 14:50 | modify | 1344 | 0.10 | 82.926 | 82.926 | 81.726 | ||
| 4267 | 2011.01.17 22:15 | close | 1344 | 0.10 | 82.689 | 82.926 | 81.726 | 2370.00 | 1681718.00 |
| 4268 | 2011.01.17 22:50 | sell | 1345 | 0.10 | 82.683 | 0.000 | 0.000 | ||
| 4269 | 2011.01.17 22:50 | modify | 1345 | 0.10 | 82.683 | 82.983 | 81.483 | ||
| 4270 | 2011.01.18 12:55 | close | 1345 | 0.10 | 82.456 | 82.983 | 81.483 | 2244.00 | 1683962.00 |
| 4271 | 2011.01.18 17:15 | sell | 1346 | 0.10 | 82.361 | 0.000 | 0.000 | ||
| 4272 | 2011.01.18 17:15 | modify | 1346 | 0.10 | 82.361 | 82.661 | 81.161 | ||
| 4273 | 2011.01.18 17:30 | s/l | 1346 | 0.10 | 82.661 | 82.661 | 81.161 | -3000.00 | 1680962.00 |
| 4274 | 2011.01.18 19:10 | sell | 1347 | 0.10 | 82.671 | 0.000 | 0.000 | ||
| 4275 | 2011.01.18 19:10 | modify | 1347 | 0.10 | 82.671 | 82.971 | 81.471 | ||
| 4276 | 2011.01.19 05:55 | modify | 1347 | 0.10 | 82.671 | 82.671 | 81.471 | ||
| 4277 | 2011.01.19 07:45 | close | 1347 | 0.10 | 82.219 | 82.671 | 81.471 | 4494.00 | 1685456.00 |
| 4278 | 2011.01.21 08:50 | buy | 1348 | 0.10 | 82.947 | 0.000 | 0.000 | ||
| 4279 | 2011.01.21 08:50 | modify | 1348 | 0.10 | 82.947 | 82.697 | 83.897 | ||
| 4280 | 2011.01.21 15:25 | s/l | 1348 | 0.10 | 82.697 | 82.697 | 83.897 | -2500.00 | 1682956.00 |
| 4281 | 2011.01.24 12:00 | buy | 1349 | 0.10 | 82.845 | 0.000 | 0.000 | ||
| 4282 | 2011.01.24 12:00 | modify | 1349 | 0.10 | 82.845 | 82.595 | 83.795 | ||
| 4283 | 2011.01.24 18:10 | s/l | 1349 | 0.10 | 82.595 | 82.595 | 83.795 | -2500.00 | 1680456.00 |
| 4284 | 2011.01.24 18:30 | buy | 1350 | 0.10 | 82.679 | 0.000 | 0.000 | ||
| 4285 | 2011.01.24 18:30 | modify | 1350 | 0.10 | 82.679 | 82.429 | 83.629 | ||
| 4286 | 2011.01.24 18:55 | s/l | 1350 | 0.10 | 82.429 | 82.429 | 83.629 | -2500.00 | 1677956.00 |
| 4287 | 2011.01.24 19:15 | buy | 1351 | 0.10 | 82.379 | 0.000 | 0.000 | ||
| 4288 | 2011.01.24 19:15 | modify | 1351 | 0.10 | 82.379 | 82.129 | 83.329 | ||
| 4289 | 2011.01.25 05:20 | close | 1351 | 0.10 | 82.364 | 82.129 | 83.329 | -165.00 | 1677791.00 |
| 4290 | 2011.01.26 00:45 | sell | 1352 | 0.10 | 82.168 | 0.000 | 0.000 | ||
| 4291 | 2011.01.26 00:45 | modify | 1352 | 0.10 | 82.168 | 82.468 | 80.968 | ||
| 4292 | 2011.01.26 14:50 | close | 1352 | 0.10 | 82.158 | 82.468 | 80.968 | 100.00 | 1677891.00 |
| 4293 | 2011.01.31 03:00 | sell | 1353 | 0.10 | 82.087 | 0.000 | 0.000 | ||
| 4294 | 2011.01.31 03:00 | modify | 1353 | 0.10 | 82.087 | 82.387 | 80.887 | ||
| 4295 | 2011.01.31 17:05 | close | 1353 | 0.10 | 82.058 | 82.387 | 80.887 | 290.00 | 1678181.00 |
| 4296 | 2011.01.31 17:25 | buy | 1354 | 0.10 | 82.075 | 0.000 | 0.000 | ||
| 4297 | 2011.01.31 17:25 | modify | 1354 | 0.10 | 82.075 | 81.825 | 83.025 | ||
| 4298 | 2011.02.01 03:30 | close | 1354 | 0.10 | 82.065 | 81.825 | 83.025 | -115.00 | 1678066.00 |
| 4299 | 2011.02.01 12:00 | sell | 1355 | 0.10 | 81.814 | 0.000 | 0.000 | ||
| 4300 | 2011.02.01 12:00 | modify | 1355 | 0.10 | 81.814 | 82.114 | 80.614 | ||
| 4301 | 2011.02.01 20:15 | modify | 1355 | 0.10 | 81.814 | 81.814 | 80.614 | ||
| 4302 | 2011.02.01 22:15 | close | 1355 | 0.10 | 81.353 | 81.814 | 80.614 | 4610.00 | 1682676.00 |
| 4303 | 2011.02.03 09:45 | buy | 1356 | 0.10 | 81.627 | 0.000 | 0.000 | ||
| 4304 | 2011.02.03 09:45 | modify | 1356 | 0.10 | 81.627 | 81.377 | 82.577 | ||
| 4305 | 2011.02.03 19:50 | close | 1356 | 0.10 | 81.478 | 81.377 | 82.577 | -1490.00 | 1681186.00 |
| 4306 | 2011.02.04 16:05 | buy | 1357 | 0.10 | 81.716 | 0.000 | 0.000 | ||
| 4307 | 2011.02.04 16:05 | close | 1357 | 0.10 | 81.711 | 0.000 | 0.000 | -50.00 | 1681136.00 |
| 4308 | 2011.02.09 03:05 | buy | 1358 | 0.10 | 82.317 | 0.000 | 0.000 | ||
| 4309 | 2011.02.09 03:05 | modify | 1358 | 0.10 | 82.317 | 82.067 | 83.267 | ||
| 4310 | 2011.02.09 13:10 | close | 1358 | 0.10 | 82.546 | 82.067 | 83.267 | 2290.00 | 1683426.00 |
| 4311 | 2011.02.09 15:00 | buy | 1359 | 0.10 | 82.582 | 0.000 | 0.000 | ||
| 4312 | 2011.02.09 15:00 | modify | 1359 | 0.10 | 82.582 | 82.332 | 83.532 | ||
| 4313 | 2011.02.09 18:00 | s/l | 1359 | 0.10 | 82.332 | 82.332 | 83.532 | -2500.00 | 1680926.00 |
| 4314 | 2011.02.09 18:25 | buy | 1360 | 0.10 | 82.354 | 0.000 | 0.000 | ||
| 4315 | 2011.02.09 18:25 | modify | 1360 | 0.10 | 82.354 | 82.104 | 83.304 | ||
| 4316 | 2011.02.10 04:30 | close | 1360 | 0.10 | 82.512 | 82.104 | 83.304 | 1565.00 | 1682491.00 |
| 4317 | 2011.02.10 14:30 | buy | 1361 | 0.10 | 82.672 | 0.000 | 0.000 | ||
| 4318 | 2011.02.10 14:30 | modify | 1361 | 0.10 | 82.672 | 82.422 | 83.622 | ||
| 4319 | 2011.02.10 18:05 | modify | 1361 | 0.10 | 82.672 | 82.672 | 83.622 | ||
| 4320 | 2011.02.11 00:05 | close | 1361 | 0.10 | 83.291 | 82.672 | 83.622 | 6175.00 | 1688666.00 |
| 4321 | 2011.02.14 08:20 | sell | 1362 | 0.10 | 83.170 | 0.000 | 0.000 | ||
| 4322 | 2011.02.14 08:20 | modify | 1362 | 0.10 | 83.170 | 83.470 | 81.970 | ||
| 4323 | 2011.02.14 15:10 | close | 1362 | 0.10 | 83.421 | 83.470 | 81.970 | -2510.00 | 1686156.00 |
| 4324 | 2011.02.16 11:55 | sell | 1363 | 0.10 | 83.639 | 0.000 | 0.000 | ||
| 4325 | 2011.02.16 11:55 | modify | 1363 | 0.10 | 83.639 | 83.939 | 82.439 | ||
| 4326 | 2011.02.16 16:55 | s/l | 1363 | 0.10 | 83.939 | 83.939 | 82.439 | -3000.00 | 1683156.00 |
| 4327 | 2011.02.16 17:25 | sell | 1364 | 0.10 | 83.856 | 0.000 | 0.000 | ||
| 4328 | 2011.02.16 17:25 | modify | 1364 | 0.10 | 83.856 | 84.156 | 82.656 | ||
| 4329 | 2011.02.17 02:15 | modify | 1364 | 0.10 | 83.856 | 83.856 | 82.656 | ||
| 4330 | 2011.02.17 07:00 | close | 1364 | 0.10 | 83.565 | 83.856 | 82.656 | 2884.00 | 1686040.00 |
| 4331 | 2011.02.17 07:20 | sell | 1365 | 0.10 | 83.559 | 0.000 | 0.000 | ||
| 4332 | 2011.02.17 07:20 | modify | 1365 | 0.10 | 83.559 | 83.859 | 82.359 | ||
| 4333 | 2011.02.17 21:25 | close | 1365 | 0.10 | 83.258 | 83.859 | 82.359 | 3010.00 | 1689050.00 |
| 4334 | 2011.02.21 01:05 | sell | 1366 | 0.10 | 83.075 | 0.000 | 0.000 | ||
| 4335 | 2011.02.21 01:05 | modify | 1366 | 0.10 | 83.075 | 83.375 | 81.875 | ||
| 4336 | 2011.02.21 15:10 | close | 1366 | 0.10 | 83.146 | 83.375 | 81.875 | -710.00 | 1688340.00 |
| 4337 | 2011.02.22 16:30 | sell | 1367 | 0.10 | 83.110 | 0.000 | 0.000 | ||
| 4338 | 2011.02.22 16:30 | modify | 1367 | 0.10 | 83.110 | 83.410 | 81.910 | ||
| 4339 | 2011.02.22 22:30 | modify | 1367 | 0.10 | 83.110 | 83.110 | 81.910 | ||
| 4340 | 2011.02.23 07:05 | close | 1367 | 0.10 | 82.594 | 83.110 | 81.910 | 5134.00 | 1693474.00 |
| 4341 | 2011.02.23 08:05 | sell | 1368 | 0.10 | 82.574 | 0.000 | 0.000 | ||
| 4342 | 2011.02.23 08:05 | modify | 1368 | 0.10 | 82.574 | 82.874 | 81.374 | ||
| 4343 | 2011.02.23 14:05 | close | 1368 | 0.10 | 82.824 | 82.874 | 81.374 | -2500.00 | 1690974.00 |
| 4344 | 2011.02.23 14:50 | sell | 1369 | 0.10 | 82.795 | 0.000 | 0.000 | ||
| 4345 | 2011.02.23 14:50 | modify | 1369 | 0.10 | 82.795 | 83.095 | 81.595 | ||
| 4346 | 2011.02.23 20:50 | modify | 1369 | 0.10 | 82.795 | 82.795 | 81.595 | ||
| 4347 | 2011.02.24 05:10 | close | 1369 | 0.10 | 82.196 | 82.795 | 81.595 | 5964.00 | 1696938.00 |
| 4348 | 2011.02.25 11:25 | buy | 1370 | 0.10 | 81.843 | 0.000 | 0.000 | ||
| 4349 | 2011.02.25 11:25 | modify | 1370 | 0.10 | 81.843 | 81.593 | 82.793 | ||
| 4350 | 2011.02.25 16:00 | close | 1370 | 0.10 | 81.763 | 81.593 | 82.793 | -800.00 | 1696138.00 |