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 |
| 4651 | 2011.08.16 17:45 | close | 1464 | 0.10 | 76.813 | 76.590 | 77.790 | -270.00 | 1703657.00 |
| 4652 | 2011.08.18 00:05 | sell | 1465 | 0.10 | 76.549 | 0.000 | 0.000 | ||
| 4653 | 2011.08.18 00:05 | modify | 1465 | 0.10 | 76.549 | 76.849 | 75.349 | ||
| 4654 | 2011.08.18 14:10 | close | 1465 | 0.10 | 76.580 | 76.849 | 75.349 | -310.00 | 1703347.00 |
| 4655 | 2011.08.18 22:35 | sell | 1466 | 0.10 | 76.524 | 0.000 | 0.000 | ||
| 4656 | 2011.08.18 22:35 | modify | 1466 | 0.10 | 76.524 | 76.824 | 75.324 | ||
| 4657 | 2011.08.19 03:15 | s/l | 1466 | 0.10 | 76.824 | 76.824 | 75.324 | -3026.00 | 1700321.00 |
| 4658 | 2011.08.19 03:15 | sell | 1467 | 0.10 | 76.731 | 0.000 | 0.000 | ||
| 4659 | 2011.08.19 03:15 | modify | 1467 | 0.10 | 76.731 | 77.031 | 75.531 | ||
| 4660 | 2011.08.19 16:00 | close | 1467 | 0.10 | 76.442 | 77.031 | 75.531 | 2890.00 | 1703211.00 |
| 4661 | 2011.08.22 08:25 | buy | 1468 | 0.10 | 76.727 | 0.000 | 0.000 | ||
| 4662 | 2011.08.22 08:25 | modify | 1468 | 0.10 | 76.727 | 76.477 | 77.677 | ||
| 4663 | 2011.08.22 18:30 | close | 1468 | 0.10 | 76.766 | 76.477 | 77.677 | 390.00 | 1703601.00 |
| 4664 | 2011.08.24 06:50 | buy | 1469 | 0.10 | 76.625 | 0.000 | 0.000 | ||
| 4665 | 2011.08.24 06:50 | modify | 1469 | 0.10 | 76.625 | 76.375 | 77.575 | ||
| 4666 | 2011.08.24 16:55 | close | 1469 | 0.10 | 76.522 | 76.375 | 77.575 | -1030.00 | 1702571.00 |
| 4667 | 2011.08.25 01:10 | buy | 1470 | 0.10 | 76.965 | 0.000 | 0.000 | ||
| 4668 | 2011.08.25 01:10 | modify | 1470 | 0.10 | 76.965 | 76.715 | 77.915 | ||
| 4669 | 2011.08.25 11:15 | close | 1470 | 0.10 | 77.029 | 76.715 | 77.915 | 640.00 | 1703211.00 |
| 4670 | 2011.08.25 12:10 | buy | 1471 | 0.10 | 77.119 | 0.000 | 0.000 | ||
| 4671 | 2011.08.25 12:10 | modify | 1471 | 0.10 | 77.119 | 76.869 | 78.069 | ||
| 4672 | 2011.08.25 19:15 | modify | 1471 | 0.10 | 77.119 | 77.119 | 78.069 | ||
| 4673 | 2011.08.25 22:30 | close | 1471 | 0.10 | 77.545 | 77.119 | 78.069 | 4260.00 | 1707471.00 |
| 4674 | 2011.08.26 13:15 | sell | 1472 | 0.10 | 76.965 | 0.000 | 0.000 | ||
| 4675 | 2011.08.26 13:15 | modify | 1472 | 0.10 | 76.965 | 77.265 | 75.765 | ||
| 4676 | 2011.08.26 16:00 | close | 1472 | 0.10 | 76.627 | 77.265 | 75.765 | 3380.00 | 1710851.00 |
| 4677 | 2011.08.29 02:50 | sell | 1473 | 0.10 | 76.718 | 0.000 | 0.000 | ||
| 4678 | 2011.08.29 02:50 | modify | 1473 | 0.10 | 76.718 | 77.018 | 75.518 | ||
| 4679 | 2011.08.29 16:55 | close | 1473 | 0.10 | 76.934 | 77.018 | 75.518 | -2160.00 | 1708691.00 |
| 4680 | 2011.08.30 12:55 | sell | 1474 | 0.10 | 76.755 | 0.000 | 0.000 | ||
| 4681 | 2011.08.30 12:55 | modify | 1474 | 0.10 | 76.755 | 77.055 | 75.555 | ||
| 4682 | 2011.08.31 03:00 | close | 1474 | 0.10 | 76.716 | 77.055 | 75.555 | 364.00 | 1709055.00 |
| 4683 | 2011.08.31 05:10 | sell | 1475 | 0.10 | 76.593 | 0.000 | 0.000 | ||
| 4684 | 2011.08.31 05:10 | modify | 1475 | 0.10 | 76.593 | 76.893 | 75.393 | ||
| 4685 | 2011.08.31 19:15 | close | 1475 | 0.10 | 76.512 | 76.893 | 75.393 | 810.00 | 1709865.00 |
| 4686 | 2011.08.31 21:30 | sell | 1476 | 0.10 | 76.496 | 0.000 | 0.000 | ||
| 4687 | 2011.08.31 21:30 | modify | 1476 | 0.10 | 76.496 | 76.796 | 75.296 | ||
| 4688 | 2011.09.01 02:00 | close | 1476 | 0.10 | 76.737 | 76.796 | 75.296 | -2436.00 | 1707429.00 |
| 4689 | 2011.09.01 07:35 | buy | 1477 | 0.10 | 76.836 | 0.000 | 0.000 | ||
| 4690 | 2011.09.01 07:35 | modify | 1477 | 0.10 | 76.836 | 76.586 | 77.786 | ||
| 4691 | 2011.09.01 17:40 | close | 1477 | 0.10 | 77.087 | 76.586 | 77.786 | 2510.00 | 1709939.00 |
| 4692 | 2011.09.01 18:40 | buy | 1478 | 0.10 | 76.916 | 0.000 | 0.000 | ||
| 4693 | 2011.09.01 18:40 | modify | 1478 | 0.10 | 76.916 | 76.666 | 77.866 | ||
| 4694 | 2011.09.01 22:30 | close | 1478 | 0.10 | 76.806 | 76.666 | 77.866 | -1100.00 | 1708839.00 |
| 4695 | 2011.09.05 02:30 | buy | 1479 | 0.10 | 76.879 | 0.000 | 0.000 | ||
| 4696 | 2011.09.05 02:30 | modify | 1479 | 0.10 | 76.879 | 76.629 | 77.829 | ||
| 4697 | 2011.09.05 05:20 | close | 1479 | 0.10 | 76.756 | 76.629 | 77.829 | -1230.00 | 1707609.00 |
| 4698 | 2011.09.05 05:45 | buy | 1480 | 0.10 | 76.764 | 0.000 | 0.000 | ||
| 4699 | 2011.09.05 05:45 | modify | 1480 | 0.10 | 76.764 | 76.514 | 77.714 | ||
| 4700 | 2011.09.05 15:50 | close | 1480 | 0.10 | 76.870 | 76.514 | 77.714 | 1060.00 | 1708669.00 |
| 4701 | 2011.09.05 16:35 | buy | 1481 | 0.10 | 76.900 | 0.000 | 0.000 | ||
| 4702 | 2011.09.05 16:35 | modify | 1481 | 0.10 | 76.900 | 76.650 | 77.850 | ||
| 4703 | 2011.09.06 02:40 | close | 1481 | 0.10 | 76.918 | 76.650 | 77.850 | 165.00 | 1708834.00 |
| 4704 | 2011.09.06 02:50 | buy | 1482 | 0.10 | 76.918 | 0.000 | 0.000 | ||
| 4705 | 2011.09.06 02:50 | modify | 1482 | 0.10 | 76.918 | 76.668 | 77.868 | ||
| 4706 | 2011.09.06 06:35 | close | 1482 | 0.10 | 76.785 | 76.668 | 77.868 | -1330.00 | 1707504.00 |
| 4707 | 2011.09.07 04:45 | buy | 1483 | 0.10 | 77.415 | 0.000 | 0.000 | ||
| 4708 | 2011.09.07 04:45 | modify | 1483 | 0.10 | 77.415 | 77.165 | 78.365 | ||
| 4709 | 2011.09.07 06:30 | s/l | 1483 | 0.10 | 77.165 | 77.165 | 78.365 | -2500.00 | 1705004.00 |
| 4710 | 2011.09.07 06:50 | buy | 1484 | 0.10 | 77.158 | 0.000 | 0.000 | ||
| 4711 | 2011.09.07 06:50 | modify | 1484 | 0.10 | 77.158 | 76.908 | 78.108 | ||
| 4712 | 2011.09.07 16:55 | close | 1484 | 0.10 | 77.276 | 76.908 | 78.108 | 1180.00 | 1706184.00 |
| 4713 | 2011.09.08 05:35 | buy | 1485 | 0.10 | 77.384 | 0.000 | 0.000 | ||
| 4714 | 2011.09.08 05:35 | modify | 1485 | 0.10 | 77.384 | 77.134 | 78.334 | ||
| 4715 | 2011.09.08 14:20 | s/l | 1485 | 0.10 | 77.134 | 77.134 | 78.334 | -2500.00 | 1703684.00 |
| 4716 | 2011.09.08 14:50 | buy | 1486 | 0.10 | 77.221 | 0.000 | 0.000 | ||
| 4717 | 2011.09.08 14:50 | modify | 1486 | 0.10 | 77.221 | 76.971 | 78.171 | ||
| 4718 | 2011.09.08 22:55 | modify | 1486 | 0.10 | 77.221 | 77.221 | 78.171 | ||
| 4719 | 2011.09.09 07:05 | close | 1486 | 0.10 | 77.472 | 77.221 | 78.171 | 2495.00 | 1706179.00 |
| 4720 | 2011.09.09 07:10 | buy | 1487 | 0.10 | 77.485 | 0.000 | 0.000 | ||
| 4721 | 2011.09.09 07:10 | modify | 1487 | 0.10 | 77.485 | 77.235 | 78.435 | ||
| 4722 | 2011.09.09 16:00 | close | 1487 | 0.10 | 77.806 | 77.235 | 78.435 | 3210.00 | 1709389.00 |
| 4723 | 2011.09.12 00:00 | sell | 1488 | 0.10 | 77.444 | 0.000 | 0.000 | ||
| 4724 | 2011.09.12 00:00 | modify | 1488 | 0.10 | 77.444 | 77.744 | 76.244 | ||
| 4725 | 2011.09.12 10:10 | modify | 1488 | 0.10 | 77.444 | 77.444 | 76.244 | ||
| 4726 | 2011.09.13 06:05 | close | 1488 | 0.10 | 77.031 | 77.444 | 76.244 | 4104.00 | 1713493.00 |
| 4727 | 2011.09.13 13:25 | sell | 1489 | 0.10 | 76.992 | 0.000 | 0.000 | ||
| 4728 | 2011.09.13 13:25 | modify | 1489 | 0.10 | 76.992 | 77.292 | 75.792 | ||
| 4729 | 2011.09.14 03:30 | close | 1489 | 0.10 | 76.919 | 77.292 | 75.792 | 704.00 | 1714197.00 |
| 4730 | 2011.09.15 04:00 | sell | 1490 | 0.10 | 76.708 | 0.000 | 0.000 | ||
| 4731 | 2011.09.15 04:00 | modify | 1490 | 0.10 | 76.708 | 77.008 | 75.508 | ||
| 4732 | 2011.09.15 16:05 | s/l | 1490 | 0.10 | 77.008 | 77.008 | 75.508 | -3000.00 | 1711197.00 |
| 4733 | 2011.09.16 01:25 | sell | 1491 | 0.10 | 76.706 | 0.000 | 0.000 | ||
| 4734 | 2011.09.16 01:25 | modify | 1491 | 0.10 | 76.706 | 77.006 | 75.506 | ||
| 4735 | 2011.09.16 15:30 | close | 1491 | 0.10 | 76.707 | 77.006 | 75.506 | -10.00 | 1711187.00 |
| 4736 | 2011.09.19 06:25 | buy | 1492 | 0.10 | 76.871 | 0.000 | 0.000 | ||
| 4737 | 2011.09.19 06:25 | modify | 1492 | 0.10 | 76.871 | 76.621 | 77.821 | ||
| 4738 | 2011.09.19 14:10 | close | 1492 | 0.10 | 76.674 | 76.621 | 77.821 | -1970.00 | 1709217.00 |
| 4739 | 2011.09.20 18:40 | buy | 1493 | 0.10 | 76.511 | 0.000 | 0.000 | ||
| 4740 | 2011.09.20 18:40 | modify | 1493 | 0.10 | 76.511 | 76.261 | 77.461 | ||
| 4741 | 2011.09.21 03:55 | s/l | 1493 | 0.10 | 76.261 | 76.261 | 77.461 | -2515.00 | 1706702.00 |
| 4742 | 2011.09.21 20:20 | buy | 1494 | 0.10 | 76.344 | 0.000 | 0.000 | ||
| 4743 | 2011.09.21 20:20 | modify | 1494 | 0.10 | 76.344 | 76.094 | 77.294 | ||
| 4744 | 2011.09.22 03:05 | modify | 1494 | 0.10 | 76.344 | 76.344 | 77.294 | ||
| 4745 | 2011.09.22 07:05 | close | 1494 | 0.10 | 76.753 | 76.344 | 77.294 | 4075.00 | 1710777.00 |
| 4746 | 2011.09.22 08:30 | buy | 1495 | 0.10 | 76.745 | 0.000 | 0.000 | ||
| 4747 | 2011.09.22 08:30 | modify | 1495 | 0.10 | 76.745 | 76.495 | 77.695 | ||
| 4748 | 2011.09.22 10:05 | s/l | 1495 | 0.10 | 76.495 | 76.495 | 77.695 | -2500.00 | 1708277.00 |
| 4749 | 2011.09.22 11:20 | buy | 1496 | 0.10 | 76.347 | 0.000 | 0.000 | ||
| 4750 | 2011.09.22 11:20 | modify | 1496 | 0.10 | 76.347 | 76.097 | 77.297 | ||
| 4751 | 2011.09.22 17:15 | s/l | 1496 | 0.10 | 76.097 | 76.097 | 77.297 | -2500.00 | 1705777.00 |
| 4752 | 2011.09.22 19:45 | sell | 1497 | 0.10 | 76.452 | 0.000 | 0.000 | ||
| 4753 | 2011.09.22 19:45 | modify | 1497 | 0.10 | 76.452 | 76.752 | 75.252 | ||
| 4754 | 2011.09.23 02:40 | modify | 1497 | 0.10 | 76.452 | 76.452 | 75.252 | ||
| 4755 | 2011.09.23 16:00 | close | 1497 | 0.10 | 76.183 | 76.452 | 75.252 | 2664.00 | 1708441.00 |
| 4756 | 2011.09.26 01:35 | buy | 1498 | 0.10 | 76.547 | 0.000 | 0.000 | ||
| 4757 | 2011.09.26 01:35 | modify | 1498 | 0.10 | 76.547 | 76.297 | 77.497 | ||
| 4758 | 2011.09.26 06:40 | close | 1498 | 0.10 | 76.380 | 76.297 | 77.497 | -1670.00 | 1706771.00 |
| 4759 | 2011.09.26 06:55 | buy | 1499 | 0.10 | 76.396 | 0.000 | 0.000 | ||
| 4760 | 2011.09.26 06:55 | modify | 1499 | 0.10 | 76.396 | 76.146 | 77.346 | ||
| 4761 | 2011.09.26 17:00 | close | 1499 | 0.10 | 76.261 | 76.146 | 77.346 | -1350.00 | 1705421.00 |
| 4762 | 2011.09.27 09:00 | sell | 1500 | 0.10 | 76.308 | 0.000 | 0.000 | ||
| 4763 | 2011.09.27 09:00 | modify | 1500 | 0.10 | 76.308 | 76.608 | 75.108 | ||
| 4764 | 2011.09.27 12:10 | close | 1500 | 0.10 | 76.465 | 76.608 | 75.108 | -1570.00 | 1703851.00 |
| 4765 | 2011.09.28 02:05 | buy | 1501 | 0.10 | 76.819 | 0.000 | 0.000 | ||
| 4766 | 2011.09.28 02:05 | modify | 1501 | 0.10 | 76.819 | 76.569 | 77.769 | ||
| 4767 | 2011.09.28 03:40 | s/l | 1501 | 0.10 | 76.569 | 76.569 | 77.769 | -2500.00 | 1701351.00 |
| 4768 | 2011.09.28 04:45 | buy | 1502 | 0.10 | 76.507 | 0.000 | 0.000 | ||
| 4769 | 2011.09.28 04:45 | modify | 1502 | 0.10 | 76.507 | 76.257 | 77.457 | ||
| 4770 | 2011.09.28 14:50 | close | 1502 | 0.10 | 76.409 | 76.257 | 77.457 | -980.00 | 1700371.00 |
| 4771 | 2011.09.29 02:45 | buy | 1503 | 0.10 | 76.555 | 0.000 | 0.000 | ||
| 4772 | 2011.09.29 02:45 | modify | 1503 | 0.10 | 76.555 | 76.305 | 77.505 | ||
| 4773 | 2011.09.29 12:50 | close | 1503 | 0.10 | 76.522 | 76.305 | 77.505 | -330.00 | 1700041.00 |
| 4774 | 2011.09.29 19:35 | buy | 1504 | 0.10 | 76.741 | 0.000 | 0.000 | ||
| 4775 | 2011.09.29 19:35 | modify | 1504 | 0.10 | 76.741 | 76.491 | 77.691 | ||
| 4776 | 2011.09.30 05:40 | close | 1504 | 0.10 | 76.571 | 76.491 | 77.691 | -1715.00 | 1698326.00 |
| 4777 | 2011.09.30 16:45 | buy | 1505 | 0.10 | 76.869 | 0.000 | 0.000 | ||
| 4778 | 2011.09.30 16:45 | close | 1505 | 0.10 | 76.864 | 0.000 | 0.000 | -50.00 | 1698276.00 |
| 4779 | 2011.10.03 01:10 | buy | 1506 | 0.10 | 77.128 | 0.000 | 0.000 | ||
| 4780 | 2011.10.03 01:10 | modify | 1506 | 0.10 | 77.128 | 76.878 | 78.078 | ||
| 4781 | 2011.10.03 10:10 | s/l | 1506 | 0.10 | 76.878 | 76.878 | 78.078 | -2500.00 | 1695776.00 |
| 4782 | 2011.10.03 16:00 | sell | 1507 | 0.10 | 76.769 | 0.000 | 0.000 | ||
| 4783 | 2011.10.03 16:00 | modify | 1507 | 0.10 | 76.769 | 77.069 | 75.569 | ||
| 4784 | 2011.10.04 06:05 | close | 1507 | 0.10 | 76.701 | 77.069 | 75.569 | 654.00 | 1696430.00 |
| 4785 | 2011.10.04 07:25 | sell | 1508 | 0.10 | 76.669 | 0.000 | 0.000 | ||
| 4786 | 2011.10.04 07:25 | modify | 1508 | 0.10 | 76.669 | 76.969 | 75.469 | ||
| 4787 | 2011.10.04 20:25 | close | 1508 | 0.10 | 76.863 | 76.969 | 75.469 | -1940.00 | 1694490.00 |
| 4788 | 2011.10.05 07:25 | sell | 1509 | 0.10 | 76.633 | 0.000 | 0.000 | ||
| 4789 | 2011.10.05 07:25 | modify | 1509 | 0.10 | 76.633 | 76.933 | 75.433 | ||
| 4790 | 2011.10.05 17:45 | s/l | 1509 | 0.10 | 76.933 | 76.933 | 75.433 | -3000.00 | 1691490.00 |
| 4791 | 2011.10.06 00:30 | sell | 1510 | 0.10 | 76.758 | 0.000 | 0.000 | ||
| 4792 | 2011.10.06 00:30 | modify | 1510 | 0.10 | 76.758 | 77.058 | 75.558 | ||
| 4793 | 2011.10.06 14:35 | close | 1510 | 0.10 | 76.639 | 77.058 | 75.558 | 1190.00 | 1692680.00 |
| 4794 | 2011.10.06 16:30 | sell | 1511 | 0.10 | 76.715 | 0.000 | 0.000 | ||
| 4795 | 2011.10.06 16:30 | modify | 1511 | 0.10 | 76.715 | 77.015 | 75.515 | ||
| 4796 | 2011.10.07 06:35 | close | 1511 | 0.10 | 76.627 | 77.015 | 75.515 | 854.00 | 1693534.00 |
| 4797 | 2011.10.07 12:30 | sell | 1512 | 0.10 | 76.668 | 0.000 | 0.000 | ||
| 4798 | 2011.10.07 12:30 | modify | 1512 | 0.10 | 76.668 | 76.968 | 75.468 | ||
| 4799 | 2011.10.07 16:00 | close | 1512 | 0.10 | 76.818 | 76.968 | 75.468 | -1500.00 | 1692034.00 |
| 4800 | 2011.10.10 01:55 | buy | 1513 | 0.10 | 76.769 | 0.000 | 0.000 | ||