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 |
| 4501 | 2011.05.19 08:15 | buy | 1418 | 0.10 | 81.588 | 0.000 | 0.000 | ||
| 4502 | 2011.05.19 08:15 | modify | 1418 | 0.10 | 81.588 | 81.338 | 82.538 | ||
| 4503 | 2011.05.19 12:25 | modify | 1418 | 0.10 | 81.588 | 81.588 | 82.538 | ||
| 4504 | 2011.05.19 21:15 | s/l | 1418 | 0.10 | 81.588 | 81.588 | 82.538 | 0.00 | 1707267.00 |
| 4505 | 2011.05.20 15:15 | sell | 1419 | 0.10 | 81.629 | 0.000 | 0.000 | ||
| 4506 | 2011.05.20 15:15 | modify | 1419 | 0.10 | 81.629 | 81.929 | 80.429 | ||
| 4507 | 2011.05.20 16:00 | close | 1419 | 0.10 | 81.753 | 81.929 | 80.429 | -1240.00 | 1706027.00 |
| 4508 | 2011.05.23 14:20 | sell | 1420 | 0.10 | 81.773 | 0.000 | 0.000 | ||
| 4509 | 2011.05.23 14:20 | modify | 1420 | 0.10 | 81.773 | 82.073 | 80.573 | ||
| 4510 | 2011.05.23 22:55 | close | 1420 | 0.10 | 81.969 | 82.073 | 80.573 | -1960.00 | 1704067.00 |
| 4511 | 2011.05.24 12:05 | sell | 1421 | 0.10 | 81.825 | 0.000 | 0.000 | ||
| 4512 | 2011.05.24 12:05 | modify | 1421 | 0.10 | 81.825 | 82.125 | 80.625 | ||
| 4513 | 2011.05.24 16:10 | s/l | 1421 | 0.10 | 82.125 | 82.125 | 80.625 | -3000.00 | 1701067.00 |
| 4514 | 2011.05.25 02:35 | sell | 1422 | 0.10 | 82.069 | 0.000 | 0.000 | ||
| 4515 | 2011.05.25 02:35 | modify | 1422 | 0.10 | 82.069 | 82.369 | 80.869 | ||
| 4516 | 2011.05.25 16:40 | close | 1422 | 0.10 | 82.018 | 82.369 | 80.869 | 510.00 | 1701577.00 |
| 4517 | 2011.05.25 18:30 | buy | 1423 | 0.10 | 81.984 | 0.000 | 0.000 | ||
| 4518 | 2011.05.25 18:30 | modify | 1423 | 0.10 | 81.984 | 81.734 | 82.934 | ||
| 4519 | 2011.05.26 04:35 | close | 1423 | 0.10 | 81.940 | 81.734 | 82.934 | -455.00 | 1701122.00 |
| 4520 | 2011.05.26 15:20 | sell | 1424 | 0.10 | 81.790 | 0.000 | 0.000 | ||
| 4521 | 2011.05.26 15:20 | modify | 1424 | 0.10 | 81.790 | 82.090 | 80.590 | ||
| 4522 | 2011.05.26 17:10 | modify | 1424 | 0.10 | 81.790 | 81.790 | 80.590 | ||
| 4523 | 2011.05.26 23:05 | close | 1424 | 0.10 | 81.336 | 81.790 | 80.590 | 4540.00 | 1705662.00 |
| 4524 | 2011.05.26 23:40 | sell | 1425 | 0.10 | 81.307 | 0.000 | 0.000 | ||
| 4525 | 2011.05.26 23:40 | modify | 1425 | 0.10 | 81.307 | 81.607 | 80.107 | ||
| 4526 | 2011.05.27 06:10 | modify | 1425 | 0.10 | 81.307 | 81.307 | 80.107 | ||
| 4527 | 2011.05.27 16:00 | close | 1425 | 0.10 | 81.107 | 81.307 | 80.107 | 1974.00 | 1707636.00 |
| 4528 | 2011.06.02 07:35 | buy | 1426 | 0.10 | 80.994 | 0.000 | 0.000 | ||
| 4529 | 2011.06.02 07:35 | modify | 1426 | 0.10 | 80.994 | 80.744 | 81.944 | ||
| 4530 | 2011.06.02 13:45 | s/l | 1426 | 0.10 | 80.744 | 80.744 | 81.944 | -2500.00 | 1705136.00 |
| 4531 | 2011.06.03 04:15 | buy | 1427 | 0.10 | 80.741 | 0.000 | 0.000 | ||
| 4532 | 2011.06.03 04:15 | modify | 1427 | 0.10 | 80.741 | 80.491 | 81.691 | ||
| 4533 | 2011.06.03 14:20 | close | 1427 | 0.10 | 80.550 | 80.491 | 81.691 | -1910.00 | 1703226.00 |
| 4534 | 2011.06.08 02:10 | sell | 1428 | 0.10 | 80.154 | 0.000 | 0.000 | ||
| 4535 | 2011.06.08 02:10 | modify | 1428 | 0.10 | 80.154 | 80.454 | 78.954 | ||
| 4536 | 2011.06.08 07:35 | modify | 1428 | 0.10 | 80.154 | 80.154 | 78.954 | ||
| 4537 | 2011.06.08 08:05 | s/l | 1428 | 0.10 | 80.154 | 80.154 | 78.954 | 0.00 | 1703226.00 |
| 4538 | 2011.06.08 08:15 | sell | 1429 | 0.10 | 80.061 | 0.000 | 0.000 | ||
| 4539 | 2011.06.08 08:15 | modify | 1429 | 0.10 | 80.061 | 80.361 | 78.861 | ||
| 4540 | 2011.06.08 19:20 | modify | 1429 | 0.10 | 80.061 | 80.061 | 78.861 | ||
| 4541 | 2011.06.09 04:05 | s/l | 1429 | 0.10 | 80.061 | 80.061 | 78.861 | -26.00 | 1703200.00 |
| 4542 | 2011.06.09 08:25 | buy | 1430 | 0.10 | 80.039 | 0.000 | 0.000 | ||
| 4543 | 2011.06.09 08:25 | modify | 1430 | 0.10 | 80.039 | 79.789 | 80.989 | ||
| 4544 | 2011.06.09 18:30 | close | 1430 | 0.10 | 80.136 | 79.789 | 80.989 | 970.00 | 1704170.00 |
| 4545 | 2011.06.09 20:05 | buy | 1431 | 0.10 | 80.104 | 0.000 | 0.000 | ||
| 4546 | 2011.06.09 20:05 | modify | 1431 | 0.10 | 80.104 | 79.854 | 81.054 | ||
| 4547 | 2011.06.10 01:10 | modify | 1431 | 0.10 | 80.104 | 80.104 | 81.054 | ||
| 4548 | 2011.06.10 04:10 | s/l | 1431 | 0.10 | 80.104 | 80.104 | 81.054 | -15.00 | 1704155.00 |
| 4549 | 2011.06.13 00:20 | buy | 1432 | 0.10 | 80.308 | 0.000 | 0.000 | ||
| 4550 | 2011.06.13 00:20 | modify | 1432 | 0.10 | 80.308 | 80.058 | 81.258 | ||
| 4551 | 2011.06.13 07:20 | modify | 1432 | 0.10 | 80.308 | 80.308 | 81.258 | ||
| 4552 | 2011.06.13 11:00 | s/l | 1432 | 0.10 | 80.308 | 80.308 | 81.258 | 0.00 | 1704155.00 |
| 4553 | 2011.06.14 16:55 | buy | 1433 | 0.10 | 80.559 | 0.000 | 0.000 | ||
| 4554 | 2011.06.14 16:55 | modify | 1433 | 0.10 | 80.559 | 80.309 | 81.509 | ||
| 4555 | 2011.06.15 03:00 | close | 1433 | 0.10 | 80.495 | 80.309 | 81.509 | -655.00 | 1703500.00 |
| 4556 | 2011.06.15 03:50 | buy | 1434 | 0.10 | 80.565 | 0.000 | 0.000 | ||
| 4557 | 2011.06.15 03:50 | modify | 1434 | 0.10 | 80.565 | 80.315 | 81.515 | ||
| 4558 | 2011.06.15 06:25 | close | 1434 | 0.10 | 80.394 | 80.315 | 81.515 | -1710.00 | 1701790.00 |
| 4559 | 2011.06.16 13:20 | sell | 1435 | 0.10 | 80.626 | 0.000 | 0.000 | ||
| 4560 | 2011.06.16 13:20 | modify | 1435 | 0.10 | 80.626 | 80.926 | 79.426 | ||
| 4561 | 2011.06.16 15:35 | s/l | 1435 | 0.10 | 80.926 | 80.926 | 79.426 | -3000.00 | 1698790.00 |
| 4562 | 2011.06.16 16:20 | sell | 1436 | 0.10 | 80.823 | 0.000 | 0.000 | ||
| 4563 | 2011.06.16 16:20 | modify | 1436 | 0.10 | 80.823 | 81.123 | 79.623 | ||
| 4564 | 2011.06.17 01:45 | modify | 1436 | 0.10 | 80.823 | 80.823 | 79.623 | ||
| 4565 | 2011.06.17 16:00 | close | 1436 | 0.10 | 80.280 | 80.823 | 79.623 | 5404.00 | 1704194.00 |
| 4566 | 2011.06.21 07:20 | sell | 1437 | 0.10 | 80.134 | 0.000 | 0.000 | ||
| 4567 | 2011.06.21 07:20 | modify | 1437 | 0.10 | 80.134 | 80.434 | 78.934 | ||
| 4568 | 2011.06.21 21:25 | close | 1437 | 0.10 | 80.128 | 80.434 | 78.934 | 60.00 | 1704254.00 |
| 4569 | 2011.06.21 21:40 | sell | 1438 | 0.10 | 80.119 | 0.000 | 0.000 | ||
| 4570 | 2011.06.21 21:40 | modify | 1438 | 0.10 | 80.119 | 80.419 | 78.919 | ||
| 4571 | 2011.06.22 04:55 | close | 1438 | 0.10 | 80.250 | 80.419 | 78.919 | -1336.00 | 1702918.00 |
| 4572 | 2011.06.23 00:35 | buy | 1439 | 0.10 | 80.348 | 0.000 | 0.000 | ||
| 4573 | 2011.06.23 00:35 | modify | 1439 | 0.10 | 80.348 | 80.098 | 81.298 | ||
| 4574 | 2011.06.23 10:40 | close | 1439 | 0.10 | 80.516 | 80.098 | 81.298 | 1680.00 | 1704598.00 |
| 4575 | 2011.06.27 06:40 | buy | 1440 | 0.10 | 80.693 | 0.000 | 0.000 | ||
| 4576 | 2011.06.27 06:40 | modify | 1440 | 0.10 | 80.693 | 80.443 | 81.643 | ||
| 4577 | 2011.06.27 16:45 | close | 1440 | 0.10 | 80.912 | 80.443 | 81.643 | 2190.00 | 1706788.00 |
| 4578 | 2011.06.29 04:20 | buy | 1441 | 0.10 | 81.013 | 0.000 | 0.000 | ||
| 4579 | 2011.06.29 04:20 | modify | 1441 | 0.10 | 81.013 | 80.763 | 81.963 | ||
| 4580 | 2011.06.29 14:25 | close | 1441 | 0.10 | 81.018 | 80.763 | 81.963 | 50.00 | 1706838.00 |
| 4581 | 2011.07.04 02:25 | sell | 1442 | 0.10 | 80.760 | 0.000 | 0.000 | ||
| 4582 | 2011.07.04 02:25 | modify | 1442 | 0.10 | 80.760 | 81.060 | 79.560 | ||
| 4583 | 2011.07.04 16:30 | close | 1442 | 0.10 | 80.774 | 81.060 | 79.560 | -140.00 | 1706698.00 |
| 4584 | 2011.07.04 17:10 | sell | 1443 | 0.10 | 80.760 | 0.000 | 0.000 | ||
| 4585 | 2011.07.04 17:10 | modify | 1443 | 0.10 | 80.760 | 81.060 | 79.560 | ||
| 4586 | 2011.07.05 04:40 | s/l | 1443 | 0.10 | 81.060 | 81.060 | 79.560 | -3026.00 | 1703672.00 |
| 4587 | 2011.07.05 09:25 | buy | 1444 | 0.10 | 81.086 | 0.000 | 0.000 | ||
| 4588 | 2011.07.05 09:25 | modify | 1444 | 0.10 | 81.086 | 80.836 | 82.036 | ||
| 4589 | 2011.07.05 19:30 | close | 1444 | 0.10 | 81.118 | 80.836 | 82.036 | 320.00 | 1703992.00 |
| 4590 | 2011.07.07 06:20 | buy | 1445 | 0.10 | 80.834 | 0.000 | 0.000 | ||
| 4591 | 2011.07.07 06:20 | modify | 1445 | 0.10 | 80.834 | 80.584 | 81.784 | ||
| 4592 | 2011.07.07 15:20 | modify | 1445 | 0.10 | 80.834 | 80.834 | 81.784 | ||
| 4593 | 2011.07.07 19:05 | close | 1445 | 0.10 | 81.245 | 80.834 | 81.784 | 4110.00 | 1708102.00 |
| 4594 | 2011.07.07 21:05 | buy | 1446 | 0.10 | 81.211 | 0.000 | 0.000 | ||
| 4595 | 2011.07.07 21:05 | modify | 1446 | 0.10 | 81.211 | 80.961 | 82.161 | ||
| 4596 | 2011.07.08 07:10 | close | 1446 | 0.10 | 81.257 | 80.961 | 82.161 | 445.00 | 1708547.00 |
| 4597 | 2011.07.11 03:55 | sell | 1447 | 0.10 | 80.675 | 0.000 | 0.000 | ||
| 4598 | 2011.07.11 03:55 | modify | 1447 | 0.10 | 80.675 | 80.975 | 79.475 | ||
| 4599 | 2011.07.11 18:00 | close | 1447 | 0.10 | 80.369 | 80.975 | 79.475 | 3060.00 | 1711607.00 |
| 4600 | 2011.07.14 21:00 | buy | 1448 | 0.10 | 79.063 | 0.000 | 0.000 | ||
| 4601 | 2011.07.14 21:00 | modify | 1448 | 0.10 | 79.063 | 78.813 | 80.013 | ||
| 4602 | 2011.07.15 07:05 | close | 1448 | 0.10 | 79.149 | 78.813 | 80.013 | 845.00 | 1712452.00 |
| 4603 | 2011.07.15 09:45 | buy | 1449 | 0.10 | 79.174 | 0.000 | 0.000 | ||
| 4604 | 2011.07.15 09:45 | modify | 1449 | 0.10 | 79.174 | 78.924 | 80.124 | ||
| 4605 | 2011.07.15 16:00 | close | 1449 | 0.10 | 79.168 | 78.924 | 80.124 | -60.00 | 1712392.00 |
| 4606 | 2011.07.15 16:20 | buy | 1450 | 0.10 | 79.224 | 0.000 | 0.000 | ||
| 4607 | 2011.07.15 16:20 | close | 1450 | 0.10 | 79.219 | 0.000 | 0.000 | -50.00 | 1712342.00 |
| 4608 | 2011.07.18 16:25 | buy | 1451 | 0.10 | 79.106 | 0.000 | 0.000 | ||
| 4609 | 2011.07.18 16:25 | modify | 1451 | 0.10 | 79.106 | 78.856 | 80.056 | ||
| 4610 | 2011.07.19 00:35 | close | 1451 | 0.10 | 79.030 | 78.856 | 80.056 | -775.00 | 1711567.00 |
| 4611 | 2011.07.19 09:35 | buy | 1452 | 0.10 | 79.054 | 0.000 | 0.000 | ||
| 4612 | 2011.07.19 09:35 | modify | 1452 | 0.10 | 79.054 | 78.804 | 80.004 | ||
| 4613 | 2011.07.19 19:40 | close | 1452 | 0.10 | 78.913 | 78.804 | 80.004 | -1410.00 | 1710157.00 |
| 4614 | 2011.07.20 01:00 | buy | 1453 | 0.10 | 79.160 | 0.000 | 0.000 | ||
| 4615 | 2011.07.20 01:00 | modify | 1453 | 0.10 | 79.160 | 78.910 | 80.110 | ||
| 4616 | 2011.07.20 09:45 | s/l | 1453 | 0.10 | 78.910 | 78.910 | 80.110 | -2500.00 | 1707657.00 |
| 4617 | 2011.07.20 09:55 | buy | 1454 | 0.10 | 78.965 | 0.000 | 0.000 | ||
| 4618 | 2011.07.20 09:55 | modify | 1454 | 0.10 | 78.965 | 78.715 | 79.915 | ||
| 4619 | 2011.07.20 11:35 | s/l | 1454 | 0.10 | 78.715 | 78.715 | 79.915 | -2500.00 | 1705157.00 |
| 4620 | 2011.07.20 21:35 | sell | 1455 | 0.10 | 78.727 | 0.000 | 0.000 | ||
| 4621 | 2011.07.20 21:35 | modify | 1455 | 0.10 | 78.727 | 79.027 | 77.527 | ||
| 4622 | 2011.07.21 11:40 | close | 1455 | 0.10 | 78.835 | 79.027 | 77.527 | -1106.00 | 1704051.00 |
| 4623 | 2011.07.25 03:25 | sell | 1456 | 0.10 | 78.419 | 0.000 | 0.000 | ||
| 4624 | 2011.07.25 03:25 | modify | 1456 | 0.10 | 78.419 | 78.719 | 77.219 | ||
| 4625 | 2011.07.25 12:45 | modify | 1456 | 0.10 | 78.419 | 78.419 | 77.219 | ||
| 4626 | 2011.07.26 05:10 | s/l | 1456 | 0.10 | 78.419 | 78.419 | 77.219 | -26.00 | 1704025.00 |
| 4627 | 2011.07.26 16:50 | sell | 1457 | 0.10 | 78.023 | 0.000 | 0.000 | ||
| 4628 | 2011.07.26 16:50 | modify | 1457 | 0.10 | 78.023 | 78.323 | 76.823 | ||
| 4629 | 2011.07.27 06:15 | modify | 1457 | 0.10 | 78.023 | 78.023 | 76.823 | ||
| 4630 | 2011.07.27 07:25 | close | 1457 | 0.10 | 77.820 | 78.023 | 76.823 | 2004.00 | 1706029.00 |
| 4631 | 2011.07.28 01:25 | buy | 1458 | 0.10 | 77.928 | 0.000 | 0.000 | ||
| 4632 | 2011.07.28 01:25 | modify | 1458 | 0.10 | 77.928 | 77.678 | 78.878 | ||
| 4633 | 2011.07.28 10:45 | s/l | 1458 | 0.10 | 77.678 | 77.678 | 78.878 | -2500.00 | 1703529.00 |
| 4634 | 2011.07.28 17:20 | sell | 1459 | 0.10 | 77.823 | 0.000 | 0.000 | ||
| 4635 | 2011.07.28 17:20 | modify | 1459 | 0.10 | 77.823 | 78.123 | 76.623 | ||
| 4636 | 2011.07.29 07:25 | close | 1459 | 0.10 | 77.511 | 78.123 | 76.623 | 3094.00 | 1706623.00 |
| 4637 | 2011.08.01 07:10 | buy | 1460 | 0.10 | 77.478 | 0.000 | 0.000 | ||
| 4638 | 2011.08.01 07:10 | modify | 1460 | 0.10 | 77.478 | 77.228 | 78.428 | ||
| 4639 | 2011.08.01 13:45 | s/l | 1460 | 0.10 | 77.228 | 77.228 | 78.428 | -2500.00 | 1704123.00 |
| 4640 | 2011.08.02 04:55 | buy | 1461 | 0.10 | 77.357 | 0.000 | 0.000 | ||
| 4641 | 2011.08.02 04:55 | modify | 1461 | 0.10 | 77.357 | 77.107 | 78.307 | ||
| 4642 | 2011.08.02 15:00 | close | 1461 | 0.10 | 77.331 | 77.107 | 78.307 | -260.00 | 1703863.00 |
| 4643 | 2011.08.08 11:25 | sell | 1462 | 0.10 | 77.825 | 0.000 | 0.000 | ||
| 4644 | 2011.08.08 11:25 | modify | 1462 | 0.10 | 77.825 | 78.125 | 76.625 | ||
| 4645 | 2011.08.09 01:30 | close | 1462 | 0.10 | 77.620 | 78.125 | 76.625 | 2024.00 | 1705887.00 |
| 4646 | 2011.08.15 06:35 | buy | 1463 | 0.10 | 76.841 | 0.000 | 0.000 | ||
| 4647 | 2011.08.15 06:35 | modify | 1463 | 0.10 | 76.841 | 76.591 | 77.791 | ||
| 4648 | 2011.08.15 16:40 | close | 1463 | 0.10 | 76.645 | 76.591 | 77.791 | -1960.00 | 1703927.00 |
| 4649 | 2011.08.16 07:40 | buy | 1464 | 0.10 | 76.840 | 0.000 | 0.000 | ||
| 4650 | 2011.08.16 07:40 | modify | 1464 | 0.10 | 76.840 | 76.590 | 77.790 | ||