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 |
| 4801 | 2011.10.10 01:55 | modify | 1513 | 0.10 | 76.769 | 76.519 | 77.719 | ||
| 4802 | 2011.10.10 11:50 | close | 1513 | 0.10 | 76.565 | 76.519 | 77.719 | -2040.00 | 1689994.00 |
| 4803 | 2011.10.10 14:50 | sell | 1514 | 0.10 | 76.678 | 0.000 | 0.000 | ||
| 4804 | 2011.10.10 14:50 | modify | 1514 | 0.10 | 76.678 | 76.978 | 75.478 | ||
| 4805 | 2011.10.11 04:55 | close | 1514 | 0.10 | 76.657 | 76.978 | 75.478 | 184.00 | 1690178.00 |
| 4806 | 2011.10.12 01:25 | sell | 1515 | 0.10 | 76.665 | 0.000 | 0.000 | ||
| 4807 | 2011.10.12 01:25 | modify | 1515 | 0.10 | 76.665 | 76.965 | 75.465 | ||
| 4808 | 2011.10.12 15:30 | s/l | 1515 | 0.10 | 76.965 | 76.965 | 75.465 | -3000.00 | 1687178.00 |
| 4809 | 2011.10.13 00:25 | buy | 1516 | 0.10 | 77.260 | 0.000 | 0.000 | ||
| 4810 | 2011.10.13 00:25 | modify | 1516 | 0.10 | 77.260 | 77.010 | 78.210 | ||
| 4811 | 2011.10.13 05:45 | close | 1516 | 0.10 | 77.067 | 77.010 | 78.210 | -1930.00 | 1685248.00 |
| 4812 | 2011.10.14 09:05 | buy | 1517 | 0.10 | 76.894 | 0.000 | 0.000 | ||
| 4813 | 2011.10.14 09:05 | modify | 1517 | 0.10 | 76.894 | 76.644 | 77.844 | ||
| 4814 | 2011.10.14 16:00 | close | 1517 | 0.10 | 77.050 | 76.644 | 77.844 | 1560.00 | 1686808.00 |
| 4815 | 2011.10.17 00:35 | buy | 1518 | 0.10 | 77.113 | 0.000 | 0.000 | ||
| 4816 | 2011.10.17 00:35 | modify | 1518 | 0.10 | 77.113 | 76.863 | 78.063 | ||
| 4817 | 2011.10.17 10:40 | close | 1518 | 0.10 | 77.145 | 76.863 | 78.063 | 320.00 | 1687128.00 |
| 4818 | 2011.10.17 14:30 | buy | 1519 | 0.10 | 77.246 | 0.000 | 0.000 | ||
| 4819 | 2011.10.17 14:30 | modify | 1519 | 0.10 | 77.246 | 76.996 | 78.196 | ||
| 4820 | 2011.10.17 17:00 | s/l | 1519 | 0.10 | 76.996 | 76.996 | 78.196 | -2500.00 | 1684628.00 |
| 4821 | 2011.10.18 00:15 | sell | 1520 | 0.10 | 76.811 | 0.000 | 0.000 | ||
| 4822 | 2011.10.18 00:15 | modify | 1520 | 0.10 | 76.811 | 77.111 | 75.611 | ||
| 4823 | 2011.10.18 14:20 | close | 1520 | 0.10 | 76.682 | 77.111 | 75.611 | 1290.00 | 1685918.00 |
| 4824 | 2011.10.20 08:25 | sell | 1521 | 0.10 | 76.685 | 0.000 | 0.000 | ||
| 4825 | 2011.10.20 08:25 | modify | 1521 | 0.10 | 76.685 | 76.985 | 75.485 | ||
| 4826 | 2011.10.20 15:05 | close | 1521 | 0.10 | 76.841 | 76.985 | 75.485 | -1560.00 | 1684358.00 |
| 4827 | 2011.10.21 03:15 | sell | 1522 | 0.10 | 76.844 | 0.000 | 0.000 | ||
| 4828 | 2011.10.21 03:15 | modify | 1522 | 0.10 | 76.844 | 77.144 | 75.644 | ||
| 4829 | 2011.10.21 13:50 | modify | 1522 | 0.10 | 76.844 | 76.844 | 75.644 | ||
| 4830 | 2011.10.21 16:00 | close | 1522 | 0.10 | 76.178 | 76.844 | 75.644 | 6660.00 | 1691018.00 |
| 4831 | 2011.10.24 06:15 | buy | 1523 | 0.10 | 76.250 | 0.000 | 0.000 | ||
| 4832 | 2011.10.24 06:15 | modify | 1523 | 0.10 | 76.250 | 76.000 | 77.200 | ||
| 4833 | 2011.10.24 15:35 | close | 1523 | 0.10 | 76.032 | 76.000 | 77.200 | -2180.00 | 1688838.00 |
| 4834 | 2011.10.25 17:30 | buy | 1524 | 0.10 | 75.887 | 0.000 | 0.000 | ||
| 4835 | 2011.10.25 17:30 | modify | 1524 | 0.10 | 75.887 | 75.637 | 76.837 | ||
| 4836 | 2011.10.26 03:35 | close | 1524 | 0.10 | 76.100 | 75.637 | 76.837 | 2115.00 | 1690953.00 |
| 4837 | 2011.10.26 20:25 | buy | 1525 | 0.10 | 76.043 | 0.000 | 0.000 | ||
| 4838 | 2011.10.26 20:25 | modify | 1525 | 0.10 | 76.043 | 75.793 | 76.993 | ||
| 4839 | 2011.10.27 06:30 | close | 1525 | 0.10 | 76.047 | 75.793 | 76.993 | 25.00 | 1690978.00 |
| 4840 | 2011.10.27 18:15 | sell | 1526 | 0.10 | 75.835 | 0.000 | 0.000 | ||
| 4841 | 2011.10.27 18:15 | modify | 1526 | 0.10 | 75.835 | 76.135 | 74.635 | ||
| 4842 | 2011.10.28 08:20 | close | 1526 | 0.10 | 75.884 | 76.135 | 74.635 | -516.00 | 1690462.00 |
| 4843 | 2011.10.28 11:10 | buy | 1527 | 0.10 | 75.853 | 0.000 | 0.000 | ||
| 4844 | 2011.10.28 11:10 | modify | 1527 | 0.10 | 75.853 | 75.603 | 76.803 | ||
| 4845 | 2011.10.28 16:00 | close | 1527 | 0.10 | 75.760 | 75.603 | 76.803 | -930.00 | 1689532.00 |
| 4846 | 2011.10.31 00:15 | sell | 1528 | 0.10 | 75.679 | 0.000 | 0.000 | ||
| 4847 | 2011.10.31 00:15 | modify | 1528 | 0.10 | 75.679 | 75.979 | 74.479 | ||
| 4848 | 2011.10.31 04:30 | s/l | 1528 | 0.10 | 75.979 | 75.979 | 74.479 | -3000.00 | 1686532.00 |
| 4849 | 2011.11.02 01:00 | buy | 1529 | 0.10 | 78.362 | 0.000 | 0.000 | ||
| 4850 | 2011.11.02 01:00 | modify | 1529 | 0.10 | 78.362 | 78.112 | 79.312 | ||
| 4851 | 2011.11.02 05:10 | close | 1529 | 0.10 | 78.133 | 78.112 | 79.312 | -2290.00 | 1684242.00 |
| 4852 | 2011.11.02 05:35 | buy | 1530 | 0.10 | 78.139 | 0.000 | 0.000 | ||
| 4853 | 2011.11.02 05:35 | modify | 1530 | 0.10 | 78.139 | 77.889 | 79.089 | ||
| 4854 | 2011.11.02 15:40 | close | 1530 | 0.10 | 78.079 | 77.889 | 79.089 | -600.00 | 1683642.00 |
| 4855 | 2011.11.03 05:10 | buy | 1531 | 0.10 | 78.049 | 0.000 | 0.000 | ||
| 4856 | 2011.11.03 05:10 | modify | 1531 | 0.10 | 78.049 | 77.799 | 78.999 | ||
| 4857 | 2011.11.03 15:15 | close | 1531 | 0.10 | 78.001 | 77.799 | 78.999 | -480.00 | 1683162.00 |
| 4858 | 2011.11.03 22:15 | sell | 1532 | 0.10 | 78.013 | 0.000 | 0.000 | ||
| 4859 | 2011.11.03 22:15 | modify | 1532 | 0.10 | 78.013 | 78.313 | 76.813 | ||
| 4860 | 2011.11.04 12:20 | close | 1532 | 0.10 | 78.043 | 78.313 | 76.813 | -326.00 | 1682836.00 |
| 4861 | 2011.11.07 08:35 | sell | 1533 | 0.10 | 78.108 | 0.000 | 0.000 | ||
| 4862 | 2011.11.07 08:35 | modify | 1533 | 0.10 | 78.108 | 78.408 | 76.908 | ||
| 4863 | 2011.11.07 22:40 | close | 1533 | 0.10 | 78.053 | 78.408 | 76.908 | 550.00 | 1683386.00 |
| 4864 | 2011.11.08 00:00 | sell | 1534 | 0.10 | 78.036 | 0.000 | 0.000 | ||
| 4865 | 2011.11.08 00:00 | modify | 1534 | 0.10 | 78.036 | 78.336 | 76.836 | ||
| 4866 | 2011.11.08 14:05 | close | 1534 | 0.10 | 78.026 | 78.336 | 76.836 | 100.00 | 1683486.00 |
| 4867 | 2011.11.08 19:15 | sell | 1535 | 0.10 | 77.749 | 0.000 | 0.000 | ||
| 4868 | 2011.11.08 19:15 | modify | 1535 | 0.10 | 77.749 | 78.049 | 76.549 | ||
| 4869 | 2011.11.09 05:00 | modify | 1535 | 0.10 | 77.749 | 77.749 | 76.549 | ||
| 4870 | 2011.11.09 11:25 | s/l | 1535 | 0.10 | 77.749 | 77.749 | 76.549 | -26.00 | 1683460.00 |
| 4871 | 2011.11.09 18:30 | buy | 1536 | 0.10 | 77.735 | 0.000 | 0.000 | ||
| 4872 | 2011.11.09 18:30 | modify | 1536 | 0.10 | 77.735 | 77.485 | 78.685 | ||
| 4873 | 2011.11.10 04:35 | close | 1536 | 0.10 | 77.787 | 77.485 | 78.685 | 505.00 | 1683965.00 |
| 4874 | 2011.11.10 12:40 | sell | 1537 | 0.10 | 77.649 | 0.000 | 0.000 | ||
| 4875 | 2011.11.10 12:40 | modify | 1537 | 0.10 | 77.649 | 77.949 | 76.449 | ||
| 4876 | 2011.11.11 02:45 | close | 1537 | 0.10 | 77.615 | 77.949 | 76.449 | 314.00 | 1684279.00 |
| 4877 | 2011.11.11 04:00 | sell | 1538 | 0.10 | 77.597 | 0.000 | 0.000 | ||
| 4878 | 2011.11.11 04:00 | modify | 1538 | 0.10 | 77.597 | 77.897 | 76.397 | ||
| 4879 | 2011.11.11 12:30 | modify | 1538 | 0.10 | 77.597 | 77.597 | 76.397 | ||
| 4880 | 2011.11.11 16:00 | close | 1538 | 0.10 | 77.384 | 77.597 | 76.397 | 2130.00 | 1686409.00 |
| 4881 | 2011.11.14 21:45 | buy | 1539 | 0.10 | 77.073 | 0.000 | 0.000 | ||
| 4882 | 2011.11.14 21:45 | modify | 1539 | 0.10 | 77.073 | 76.823 | 78.023 | ||
| 4883 | 2011.11.15 07:50 | close | 1539 | 0.10 | 77.072 | 76.823 | 78.023 | -25.00 | 1686384.00 |
| 4884 | 2011.11.15 12:10 | sell | 1540 | 0.10 | 77.021 | 0.000 | 0.000 | ||
| 4885 | 2011.11.15 12:10 | modify | 1540 | 0.10 | 77.021 | 77.321 | 75.821 | ||
| 4886 | 2011.11.16 02:15 | close | 1540 | 0.10 | 77.069 | 77.321 | 75.821 | -506.00 | 1685878.00 |
| 4887 | 2011.11.16 07:35 | buy | 1541 | 0.10 | 76.998 | 0.000 | 0.000 | ||
| 4888 | 2011.11.16 07:35 | modify | 1541 | 0.10 | 76.998 | 76.748 | 77.948 | ||
| 4889 | 2011.11.16 17:40 | close | 1541 | 0.10 | 76.990 | 76.748 | 77.948 | -80.00 | 1685798.00 |
| 4890 | 2011.11.16 22:25 | buy | 1542 | 0.10 | 76.981 | 0.000 | 0.000 | ||
| 4891 | 2011.11.16 22:25 | modify | 1542 | 0.10 | 76.981 | 76.731 | 77.931 | ||
| 4892 | 2011.11.17 08:30 | close | 1542 | 0.10 | 76.980 | 76.731 | 77.931 | -25.00 | 1685773.00 |
| 4893 | 2011.11.17 08:40 | buy | 1543 | 0.10 | 77.001 | 0.000 | 0.000 | ||
| 4894 | 2011.11.17 08:40 | modify | 1543 | 0.10 | 77.001 | 76.751 | 77.951 | ||
| 4895 | 2011.11.17 18:45 | close | 1543 | 0.10 | 76.962 | 76.751 | 77.951 | -390.00 | 1685383.00 |
| 4896 | 2011.11.21 01:10 | buy | 1544 | 0.10 | 76.906 | 0.000 | 0.000 | ||
| 4897 | 2011.11.21 01:10 | modify | 1544 | 0.10 | 76.906 | 76.656 | 77.856 | ||
| 4898 | 2011.11.21 05:45 | close | 1544 | 0.10 | 76.767 | 76.656 | 77.856 | -1390.00 | 1683993.00 |
| 4899 | 2011.11.21 06:25 | buy | 1545 | 0.10 | 76.786 | 0.000 | 0.000 | ||
| 4900 | 2011.11.21 06:25 | modify | 1545 | 0.10 | 76.786 | 76.536 | 77.736 | ||
| 4901 | 2011.11.21 16:30 | close | 1545 | 0.10 | 76.840 | 76.536 | 77.736 | 540.00 | 1684533.00 |
| 4902 | 2011.11.21 23:10 | buy | 1546 | 0.10 | 76.965 | 0.000 | 0.000 | ||
| 4903 | 2011.11.21 23:10 | modify | 1546 | 0.10 | 76.965 | 76.715 | 77.915 | ||
| 4904 | 2011.11.22 09:15 | close | 1546 | 0.10 | 77.052 | 76.715 | 77.915 | 855.00 | 1685388.00 |
| 4905 | 2011.11.23 09:50 | buy | 1547 | 0.10 | 77.018 | 0.000 | 0.000 | ||
| 4906 | 2011.11.23 09:50 | modify | 1547 | 0.10 | 77.018 | 76.768 | 77.968 | ||
| 4907 | 2011.11.23 14:25 | modify | 1547 | 0.10 | 77.018 | 77.018 | 77.968 | ||
| 4908 | 2011.11.23 20:35 | close | 1547 | 0.10 | 77.329 | 77.018 | 77.968 | 3110.00 | 1688498.00 |
| 4909 | 2011.11.24 00:30 | buy | 1548 | 0.10 | 77.294 | 0.000 | 0.000 | ||
| 4910 | 2011.11.24 00:30 | modify | 1548 | 0.10 | 77.294 | 77.044 | 78.244 | ||
| 4911 | 2011.11.24 03:15 | s/l | 1548 | 0.10 | 77.044 | 77.044 | 78.244 | -2500.00 | 1685998.00 |
| 4912 | 2011.11.24 14:00 | sell | 1549 | 0.10 | 77.068 | 0.000 | 0.000 | ||
| 4913 | 2011.11.24 14:00 | modify | 1549 | 0.10 | 77.068 | 77.368 | 75.868 | ||
| 4914 | 2011.11.25 02:20 | close | 1549 | 0.10 | 77.214 | 77.368 | 75.868 | -1486.00 | 1684512.00 |
| 4915 | 2011.11.25 09:25 | buy | 1550 | 0.10 | 77.368 | 0.000 | 0.000 | ||
| 4916 | 2011.11.25 09:25 | modify | 1550 | 0.10 | 77.368 | 77.118 | 78.318 | ||
| 4917 | 2011.11.25 16:00 | close | 1550 | 0.10 | 77.685 | 77.118 | 78.318 | 3170.00 | 1687682.00 |
| 4918 | 2011.11.30 18:40 | sell | 1551 | 0.10 | 77.525 | 0.000 | 0.000 | ||
| 4919 | 2011.11.30 18:40 | modify | 1551 | 0.10 | 77.525 | 77.825 | 76.325 | ||
| 4920 | 2011.12.01 06:50 | close | 1551 | 0.10 | 77.681 | 77.825 | 76.325 | -1586.00 | 1686096.00 |
| 4921 | 2011.12.05 04:55 | buy | 1552 | 0.10 | 77.964 | 0.000 | 0.000 | ||
| 4922 | 2011.12.05 04:55 | modify | 1552 | 0.10 | 77.964 | 77.714 | 78.914 | ||
| 4923 | 2011.12.05 15:00 | close | 1552 | 0.10 | 77.988 | 77.714 | 78.914 | 240.00 | 1686336.00 |
| 4924 | 2011.12.07 12:20 | sell | 1553 | 0.10 | 77.672 | 0.000 | 0.000 | ||
| 4925 | 2011.12.07 12:20 | modify | 1553 | 0.10 | 77.672 | 77.972 | 76.472 | ||
| 4926 | 2011.12.08 02:25 | close | 1553 | 0.10 | 77.644 | 77.972 | 76.472 | 254.00 | 1686590.00 |
| 4927 | 2011.12.08 03:40 | sell | 1554 | 0.10 | 77.650 | 0.000 | 0.000 | ||
| 4928 | 2011.12.08 03:40 | modify | 1554 | 0.10 | 77.650 | 77.950 | 76.450 | ||
| 4929 | 2011.12.08 13:45 | modify | 1554 | 0.10 | 77.650 | 77.650 | 76.450 | ||
| 4930 | 2011.12.08 18:25 | s/l | 1554 | 0.10 | 77.650 | 77.650 | 76.450 | 0.00 | 1686590.00 |
| 4931 | 2011.12.09 10:35 | buy | 1555 | 0.10 | 77.668 | 0.000 | 0.000 | ||
| 4932 | 2011.12.09 10:35 | modify | 1555 | 0.10 | 77.668 | 77.418 | 78.618 | ||
| 4933 | 2011.12.09 16:00 | close | 1555 | 0.10 | 77.665 | 77.418 | 78.618 | -30.00 | 1686560.00 |
| 4934 | 2011.12.12 18:30 | buy | 1556 | 0.10 | 77.834 | 0.000 | 0.000 | ||
| 4935 | 2011.12.12 18:30 | modify | 1556 | 0.10 | 77.834 | 77.584 | 78.784 | ||
| 4936 | 2011.12.13 04:25 | modify | 1556 | 0.10 | 77.834 | 77.834 | 78.784 | ||
| 4937 | 2011.12.13 05:50 | s/l | 1556 | 0.10 | 77.834 | 77.834 | 78.784 | -15.00 | 1686545.00 |
| 4938 | 2011.12.13 06:25 | buy | 1557 | 0.10 | 77.878 | 0.000 | 0.000 | ||
| 4939 | 2011.12.13 06:25 | modify | 1557 | 0.10 | 77.878 | 77.628 | 78.828 | ||
| 4940 | 2011.12.13 16:30 | close | 1557 | 0.10 | 77.828 | 77.628 | 78.828 | -500.00 | 1686045.00 |
| 4941 | 2011.12.14 01:50 | buy | 1558 | 0.10 | 77.974 | 0.000 | 0.000 | ||
| 4942 | 2011.12.14 01:50 | modify | 1558 | 0.10 | 77.974 | 77.724 | 78.924 | ||
| 4943 | 2011.12.14 11:55 | close | 1558 | 0.10 | 77.947 | 77.724 | 78.924 | -270.00 | 1685775.00 |
| 4944 | 2011.12.14 12:35 | buy | 1559 | 0.10 | 77.974 | 0.000 | 0.000 | ||
| 4945 | 2011.12.14 12:35 | modify | 1559 | 0.10 | 77.974 | 77.724 | 78.924 | ||
| 4946 | 2011.12.14 22:40 | close | 1559 | 0.10 | 78.053 | 77.724 | 78.924 | 790.00 | 1686565.00 |
| 4947 | 2011.12.15 18:30 | sell | 1560 | 0.10 | 77.900 | 0.000 | 0.000 | ||
| 4948 | 2011.12.15 18:30 | modify | 1560 | 0.10 | 77.900 | 78.200 | 76.700 | ||
| 4949 | 2011.12.16 08:35 | close | 1560 | 0.10 | 77.890 | 78.200 | 76.700 | 74.00 | 1686639.00 |
| 4950 | 2011.12.19 16:05 | sell | 1561 | 0.10 | 77.861 | 0.000 | 0.000 | ||