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 |
| 4351 | 2011.02.28 05:05 | sell | 1371 | 0.10 | 81.683 | 0.000 | 0.000 | ||
| 4352 | 2011.02.28 05:05 | modify | 1371 | 0.10 | 81.683 | 81.983 | 80.483 | ||
| 4353 | 2011.02.28 19:10 | close | 1371 | 0.10 | 81.858 | 81.983 | 80.483 | -1750.00 | 1694388.00 |
| 4354 | 2011.02.28 22:55 | buy | 1372 | 0.10 | 81.785 | 0.000 | 0.000 | ||
| 4355 | 2011.02.28 22:55 | modify | 1372 | 0.10 | 81.785 | 81.535 | 82.735 | ||
| 4356 | 2011.03.01 05:15 | modify | 1372 | 0.10 | 81.785 | 81.785 | 82.735 | ||
| 4357 | 2011.03.01 08:35 | close | 1372 | 0.10 | 82.154 | 81.785 | 82.735 | 3675.00 | 1698063.00 |
| 4358 | 2011.03.01 13:45 | buy | 1373 | 0.10 | 82.102 | 0.000 | 0.000 | ||
| 4359 | 2011.03.01 13:45 | modify | 1373 | 0.10 | 82.102 | 81.852 | 83.052 | ||
| 4360 | 2011.03.01 19:40 | s/l | 1373 | 0.10 | 81.852 | 81.852 | 83.052 | -2500.00 | 1695563.00 |
| 4361 | 2011.03.03 05:20 | buy | 1374 | 0.10 | 81.845 | 0.000 | 0.000 | ||
| 4362 | 2011.03.03 05:20 | modify | 1374 | 0.10 | 81.845 | 81.595 | 82.795 | ||
| 4363 | 2011.03.03 15:25 | close | 1374 | 0.10 | 81.793 | 81.595 | 82.795 | -520.00 | 1695043.00 |
| 4364 | 2011.03.04 03:55 | buy | 1375 | 0.10 | 82.340 | 0.000 | 0.000 | ||
| 4365 | 2011.03.04 03:55 | modify | 1375 | 0.10 | 82.340 | 82.090 | 83.290 | ||
| 4366 | 2011.03.04 14:00 | close | 1375 | 0.10 | 82.613 | 82.090 | 83.290 | 2730.00 | 1697773.00 |
| 4367 | 2011.03.07 01:05 | sell | 1376 | 0.10 | 82.306 | 0.000 | 0.000 | ||
| 4368 | 2011.03.07 01:05 | modify | 1376 | 0.10 | 82.306 | 82.606 | 81.106 | ||
| 4369 | 2011.03.07 14:10 | modify | 1376 | 0.10 | 82.306 | 82.306 | 81.106 | ||
| 4370 | 2011.03.08 01:45 | s/l | 1376 | 0.10 | 82.306 | 82.306 | 81.106 | -26.00 | 1697747.00 |
| 4371 | 2011.03.08 14:00 | buy | 1377 | 0.10 | 82.457 | 0.000 | 0.000 | ||
| 4372 | 2011.03.08 14:00 | modify | 1377 | 0.10 | 82.457 | 82.207 | 83.407 | ||
| 4373 | 2011.03.09 00:05 | close | 1377 | 0.10 | 82.651 | 82.207 | 83.407 | 1925.00 | 1699672.00 |
| 4374 | 2011.03.09 16:15 | sell | 1378 | 0.10 | 82.658 | 0.000 | 0.000 | ||
| 4375 | 2011.03.09 16:15 | modify | 1378 | 0.10 | 82.658 | 82.958 | 81.458 | ||
| 4376 | 2011.03.10 06:20 | close | 1378 | 0.10 | 82.808 | 82.958 | 81.458 | -1526.00 | 1698146.00 |
| 4377 | 2011.03.10 11:20 | buy | 1379 | 0.10 | 82.821 | 0.000 | 0.000 | ||
| 4378 | 2011.03.10 11:20 | modify | 1379 | 0.10 | 82.821 | 82.571 | 83.771 | ||
| 4379 | 2011.03.10 21:25 | close | 1379 | 0.10 | 82.955 | 82.571 | 83.771 | 1340.00 | 1699486.00 |
| 4380 | 2011.03.16 06:10 | sell | 1380 | 0.10 | 80.831 | 0.000 | 0.000 | ||
| 4381 | 2011.03.16 06:10 | modify | 1380 | 0.10 | 80.831 | 81.131 | 79.631 | ||
| 4382 | 2011.03.16 20:15 | close | 1380 | 0.10 | 80.154 | 81.131 | 79.631 | 6770.00 | 1706256.00 |
| 4383 | 2011.03.18 12:50 | buy | 1381 | 0.10 | 81.413 | 0.000 | 0.000 | ||
| 4384 | 2011.03.18 12:50 | modify | 1381 | 0.10 | 81.413 | 81.163 | 82.363 | ||
| 4385 | 2011.03.18 16:00 | close | 1381 | 0.10 | 81.294 | 81.163 | 82.363 | -1190.00 | 1705066.00 |
| 4386 | 2011.03.21 19:45 | buy | 1382 | 0.10 | 81.025 | 0.000 | 0.000 | ||
| 4387 | 2011.03.21 19:45 | modify | 1382 | 0.10 | 81.025 | 80.775 | 81.975 | ||
| 4388 | 2011.03.22 05:50 | close | 1382 | 0.10 | 80.911 | 80.775 | 81.975 | -1155.00 | 1703911.00 |
| 4389 | 2011.03.22 05:55 | buy | 1383 | 0.10 | 80.927 | 0.000 | 0.000 | ||
| 4390 | 2011.03.22 05:55 | modify | 1383 | 0.10 | 80.927 | 80.677 | 81.877 | ||
| 4391 | 2011.03.22 16:00 | close | 1383 | 0.10 | 81.024 | 80.677 | 81.877 | 970.00 | 1704881.00 |
| 4392 | 2011.03.24 13:25 | sell | 1384 | 0.10 | 80.950 | 0.000 | 0.000 | ||
| 4393 | 2011.03.24 13:25 | modify | 1384 | 0.10 | 80.950 | 81.250 | 79.750 | ||
| 4394 | 2011.03.25 03:30 | close | 1384 | 0.10 | 80.966 | 81.250 | 79.750 | -186.00 | 1704695.00 |
| 4395 | 2011.03.31 02:50 | sell | 1385 | 0.10 | 83.162 | 0.000 | 0.000 | ||
| 4396 | 2011.03.31 02:50 | modify | 1385 | 0.10 | 83.162 | 83.462 | 81.962 | ||
| 4397 | 2011.03.31 06:05 | modify | 1385 | 0.10 | 83.162 | 83.162 | 81.962 | ||
| 4398 | 2011.03.31 23:00 | s/l | 1385 | 0.10 | 83.162 | 83.162 | 81.962 | 0.00 | 1704695.00 |
| 4399 | 2011.04.04 13:00 | sell | 1386 | 0.10 | 84.027 | 0.000 | 0.000 | ||
| 4400 | 2011.04.04 13:00 | modify | 1386 | 0.10 | 84.027 | 84.327 | 82.827 | ||
| 4401 | 2011.04.05 02:50 | close | 1386 | 0.10 | 84.298 | 84.327 | 82.827 | -2736.00 | 1701959.00 |
| 4402 | 2011.04.05 03:10 | sell | 1387 | 0.10 | 84.291 | 0.000 | 0.000 | ||
| 4403 | 2011.04.05 03:10 | modify | 1387 | 0.10 | 84.291 | 84.591 | 83.091 | ||
| 4404 | 2011.04.05 16:15 | s/l | 1387 | 0.10 | 84.591 | 84.591 | 83.091 | -3000.00 | 1698959.00 |
| 4405 | 2011.04.07 20:55 | sell | 1388 | 0.10 | 84.901 | 0.000 | 0.000 | ||
| 4406 | 2011.04.07 20:55 | modify | 1388 | 0.10 | 84.901 | 85.201 | 83.701 | ||
| 4407 | 2011.04.08 04:20 | s/l | 1388 | 0.10 | 85.201 | 85.201 | 83.701 | -3026.00 | 1695933.00 |
| 4408 | 2011.04.11 00:35 | sell | 1389 | 0.10 | 84.848 | 0.000 | 0.000 | ||
| 4409 | 2011.04.11 00:35 | modify | 1389 | 0.10 | 84.848 | 85.148 | 83.648 | ||
| 4410 | 2011.04.11 02:35 | close | 1389 | 0.10 | 85.064 | 85.148 | 83.648 | -2160.00 | 1693773.00 |
| 4411 | 2011.04.11 02:55 | sell | 1390 | 0.10 | 85.113 | 0.000 | 0.000 | ||
| 4412 | 2011.04.11 02:55 | modify | 1390 | 0.10 | 85.113 | 85.413 | 83.913 | ||
| 4413 | 2011.04.11 06:35 | modify | 1390 | 0.10 | 85.113 | 85.113 | 83.913 | ||
| 4414 | 2011.04.11 21:00 | close | 1390 | 0.10 | 84.538 | 85.113 | 83.913 | 5750.00 | 1699523.00 |
| 4415 | 2011.04.11 22:50 | sell | 1391 | 0.10 | 84.607 | 0.000 | 0.000 | ||
| 4416 | 2011.04.11 22:50 | modify | 1391 | 0.10 | 84.607 | 84.907 | 83.407 | ||
| 4417 | 2011.04.12 08:15 | modify | 1391 | 0.10 | 84.607 | 84.607 | 83.407 | ||
| 4418 | 2011.04.12 20:05 | close | 1391 | 0.10 | 83.741 | 84.607 | 83.407 | 8634.00 | 1708157.00 |
| 4419 | 2011.04.14 04:25 | sell | 1392 | 0.10 | 83.592 | 0.000 | 0.000 | ||
| 4420 | 2011.04.14 04:25 | modify | 1392 | 0.10 | 83.592 | 83.892 | 82.392 | ||
| 4421 | 2011.04.14 18:30 | close | 1392 | 0.10 | 83.241 | 83.892 | 82.392 | 3510.00 | 1711667.00 |
| 4422 | 2011.04.15 02:15 | buy | 1393 | 0.10 | 83.613 | 0.000 | 0.000 | ||
| 4423 | 2011.04.15 02:15 | modify | 1393 | 0.10 | 83.613 | 83.363 | 84.563 | ||
| 4424 | 2011.04.15 06:35 | s/l | 1393 | 0.10 | 83.363 | 83.363 | 84.563 | -2500.00 | 1709167.00 |
| 4425 | 2011.04.15 07:05 | buy | 1394 | 0.10 | 83.421 | 0.000 | 0.000 | ||
| 4426 | 2011.04.15 07:05 | modify | 1394 | 0.10 | 83.421 | 83.171 | 84.371 | ||
| 4427 | 2011.04.15 09:00 | s/l | 1394 | 0.10 | 83.171 | 83.171 | 84.371 | -2500.00 | 1706667.00 |
| 4428 | 2011.04.15 10:35 | buy | 1395 | 0.10 | 83.191 | 0.000 | 0.000 | ||
| 4429 | 2011.04.15 10:35 | modify | 1395 | 0.10 | 83.191 | 82.941 | 84.141 | ||
| 4430 | 2011.04.15 16:00 | close | 1395 | 0.10 | 83.159 | 82.941 | 84.141 | -320.00 | 1706347.00 |
| 4431 | 2011.04.17 23:55 | sell | 1396 | 0.10 | 83.059 | 0.000 | 0.000 | ||
| 4432 | 2011.04.17 23:55 | modify | 1396 | 0.10 | 83.059 | 83.359 | 81.859 | ||
| 4433 | 2011.04.18 13:55 | modify | 1396 | 0.10 | 83.059 | 83.059 | 81.859 | ||
| 4434 | 2011.04.18 20:20 | close | 1396 | 0.10 | 82.396 | 83.059 | 81.859 | 6604.00 | 1712951.00 |
| 4435 | 2011.04.19 17:35 | buy | 1397 | 0.10 | 82.463 | 0.000 | 0.000 | ||
| 4436 | 2011.04.19 17:35 | modify | 1397 | 0.10 | 82.463 | 82.213 | 83.413 | ||
| 4437 | 2011.04.20 03:40 | close | 1397 | 0.10 | 82.746 | 82.213 | 83.413 | 2815.00 | 1715766.00 |
| 4438 | 2011.04.20 05:10 | buy | 1398 | 0.10 | 82.835 | 0.000 | 0.000 | ||
| 4439 | 2011.04.20 05:10 | modify | 1398 | 0.10 | 82.835 | 82.585 | 83.785 | ||
| 4440 | 2011.04.20 15:15 | close | 1398 | 0.10 | 82.742 | 82.585 | 83.785 | -930.00 | 1714836.00 |
| 4441 | 2011.04.20 15:35 | buy | 1399 | 0.10 | 82.751 | 0.000 | 0.000 | ||
| 4442 | 2011.04.20 15:35 | modify | 1399 | 0.10 | 82.751 | 82.501 | 83.701 | ||
| 4443 | 2011.04.20 16:15 | s/l | 1399 | 0.10 | 82.501 | 82.501 | 83.701 | -2500.00 | 1712336.00 |
| 4444 | 2011.04.25 16:25 | sell | 1400 | 0.10 | 81.934 | 0.000 | 0.000 | ||
| 4445 | 2011.04.25 16:25 | modify | 1400 | 0.10 | 81.934 | 82.234 | 80.734 | ||
| 4446 | 2011.04.25 22:30 | modify | 1400 | 0.10 | 81.934 | 81.934 | 80.734 | ||
| 4447 | 2011.04.26 04:15 | s/l | 1400 | 0.10 | 81.934 | 81.934 | 80.734 | -26.00 | 1712310.00 |
| 4448 | 2011.04.26 05:25 | sell | 1401 | 0.10 | 81.800 | 0.000 | 0.000 | ||
| 4449 | 2011.04.26 05:25 | modify | 1401 | 0.10 | 81.800 | 82.100 | 80.600 | ||
| 4450 | 2011.04.26 19:30 | close | 1401 | 0.10 | 81.814 | 82.100 | 80.600 | -140.00 | 1712170.00 |
| 4451 | 2011.04.26 21:45 | buy | 1402 | 0.10 | 81.657 | 0.000 | 0.000 | ||
| 4452 | 2011.04.26 21:45 | modify | 1402 | 0.10 | 81.657 | 81.407 | 82.607 | ||
| 4453 | 2011.04.27 01:35 | s/l | 1402 | 0.10 | 81.407 | 81.407 | 82.607 | -2515.00 | 1709655.00 |
| 4454 | 2011.04.27 12:05 | buy | 1403 | 0.10 | 81.812 | 0.000 | 0.000 | ||
| 4455 | 2011.04.27 12:05 | modify | 1403 | 0.10 | 81.812 | 81.562 | 82.762 | ||
| 4456 | 2011.04.27 14:50 | modify | 1403 | 0.10 | 81.812 | 81.812 | 82.762 | ||
| 4457 | 2011.04.27 19:15 | close | 1403 | 0.10 | 82.618 | 81.812 | 82.762 | 8060.00 | 1717715.00 |
| 4458 | 2011.04.28 20:40 | sell | 1404 | 0.10 | 81.607 | 0.000 | 0.000 | ||
| 4459 | 2011.04.28 20:40 | modify | 1404 | 0.10 | 81.607 | 81.907 | 80.407 | ||
| 4460 | 2011.04.29 10:45 | close | 1404 | 0.10 | 81.571 | 81.907 | 80.407 | 334.00 | 1718049.00 |
| 4461 | 2011.05.03 07:25 | sell | 1405 | 0.10 | 81.012 | 0.000 | 0.000 | ||
| 4462 | 2011.05.03 07:25 | modify | 1405 | 0.10 | 81.012 | 81.312 | 79.812 | ||
| 4463 | 2011.05.03 21:30 | close | 1405 | 0.10 | 80.931 | 81.312 | 79.812 | 810.00 | 1718859.00 |
| 4464 | 2011.05.05 00:10 | sell | 1406 | 0.10 | 80.578 | 0.000 | 0.000 | ||
| 4465 | 2011.05.05 00:10 | modify | 1406 | 0.10 | 80.578 | 80.878 | 79.378 | ||
| 4466 | 2011.05.05 12:10 | modify | 1406 | 0.10 | 80.578 | 80.578 | 79.378 | ||
| 4467 | 2011.05.06 03:30 | s/l | 1406 | 0.10 | 80.578 | 80.578 | 79.378 | -26.00 | 1718833.00 |
| 4468 | 2011.05.06 04:15 | buy | 1407 | 0.10 | 80.426 | 0.000 | 0.000 | ||
| 4469 | 2011.05.06 04:15 | modify | 1407 | 0.10 | 80.426 | 80.176 | 81.376 | ||
| 4470 | 2011.05.06 14:20 | close | 1407 | 0.10 | 80.233 | 80.176 | 81.376 | -1930.00 | 1716903.00 |
| 4471 | 2011.05.06 14:30 | buy | 1408 | 0.10 | 80.281 | 0.000 | 0.000 | ||
| 4472 | 2011.05.06 14:30 | modify | 1408 | 0.10 | 80.281 | 80.031 | 81.231 | ||
| 4473 | 2011.05.06 16:00 | close | 1408 | 0.10 | 80.669 | 80.031 | 81.231 | 3880.00 | 1720783.00 |
| 4474 | 2011.05.09 10:50 | buy | 1409 | 0.10 | 80.638 | 0.000 | 0.000 | ||
| 4475 | 2011.05.09 10:50 | modify | 1409 | 0.10 | 80.638 | 80.388 | 81.588 | ||
| 4476 | 2011.05.09 20:55 | s/l | 1409 | 0.10 | 80.388 | 80.388 | 81.588 | -2500.00 | 1718283.00 |
| 4477 | 2011.05.10 13:30 | buy | 1410 | 0.10 | 80.671 | 0.000 | 0.000 | ||
| 4478 | 2011.05.10 13:30 | modify | 1410 | 0.10 | 80.671 | 80.421 | 81.621 | ||
| 4479 | 2011.05.10 23:35 | close | 1410 | 0.10 | 80.876 | 80.421 | 81.621 | 2050.00 | 1720333.00 |
| 4480 | 2011.05.11 04:30 | buy | 1411 | 0.10 | 80.953 | 0.000 | 0.000 | ||
| 4481 | 2011.05.11 04:30 | modify | 1411 | 0.10 | 80.953 | 80.703 | 81.903 | ||
| 4482 | 2011.05.11 10:25 | s/l | 1411 | 0.10 | 80.703 | 80.703 | 81.903 | -2500.00 | 1717833.00 |
| 4483 | 2011.05.11 17:30 | buy | 1412 | 0.10 | 81.233 | 0.000 | 0.000 | ||
| 4484 | 2011.05.11 17:30 | modify | 1412 | 0.10 | 81.233 | 80.983 | 82.183 | ||
| 4485 | 2011.05.11 18:25 | s/l | 1412 | 0.10 | 80.983 | 80.983 | 82.183 | -2500.00 | 1715333.00 |
| 4486 | 2011.05.12 07:05 | buy | 1413 | 0.10 | 81.192 | 0.000 | 0.000 | ||
| 4487 | 2011.05.12 07:05 | modify | 1413 | 0.10 | 81.192 | 80.942 | 82.142 | ||
| 4488 | 2011.05.12 12:10 | s/l | 1413 | 0.10 | 80.942 | 80.942 | 82.142 | -2500.00 | 1712833.00 |
| 4489 | 2011.05.16 18:50 | sell | 1414 | 0.10 | 80.780 | 0.000 | 0.000 | ||
| 4490 | 2011.05.16 18:50 | modify | 1414 | 0.10 | 80.780 | 81.080 | 79.580 | ||
| 4491 | 2011.05.17 05:40 | s/l | 1414 | 0.10 | 81.080 | 81.080 | 79.580 | -3026.00 | 1709807.00 |
| 4492 | 2011.05.17 16:35 | buy | 1415 | 0.10 | 81.357 | 0.000 | 0.000 | ||
| 4493 | 2011.05.17 16:35 | modify | 1415 | 0.10 | 81.357 | 81.107 | 82.307 | ||
| 4494 | 2011.05.18 02:40 | close | 1415 | 0.10 | 81.444 | 81.107 | 82.307 | 855.00 | 1710662.00 |
| 4495 | 2011.05.18 13:35 | sell | 1416 | 0.10 | 81.020 | 0.000 | 0.000 | ||
| 4496 | 2011.05.18 13:35 | modify | 1416 | 0.10 | 81.020 | 81.320 | 79.820 | ||
| 4497 | 2011.05.18 16:15 | s/l | 1416 | 0.10 | 81.320 | 81.320 | 79.820 | -3000.00 | 1707662.00 |
| 4498 | 2011.05.18 21:55 | buy | 1417 | 0.10 | 81.568 | 0.000 | 0.000 | ||
| 4499 | 2011.05.18 21:55 | modify | 1417 | 0.10 | 81.568 | 81.318 | 82.518 | ||
| 4500 | 2011.05.19 08:00 | close | 1417 | 0.10 | 81.530 | 81.318 | 82.518 | -395.00 | 1707267.00 |