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 |
| 4951 | 2011.12.19 16:05 | modify | 1561 | 0.10 | 77.861 | 78.161 | 76.661 | ||
| 4952 | 2011.12.19 20:40 | close | 1561 | 0.10 | 77.945 | 78.161 | 76.661 | -840.00 | 1685799.00 |
| 4953 | 2011.12.20 16:40 | sell | 1562 | 0.10 | 77.768 | 0.000 | 0.000 | ||
| 4954 | 2011.12.20 16:40 | modify | 1562 | 0.10 | 77.768 | 78.068 | 76.568 | ||
| 4955 | 2011.12.21 00:10 | close | 1562 | 0.10 | 77.894 | 78.068 | 76.568 | -1286.00 | 1684513.00 |
| 4956 | 2011.12.21 08:35 | sell | 1563 | 0.10 | 77.771 | 0.000 | 0.000 | ||
| 4957 | 2011.12.21 08:35 | modify | 1563 | 0.10 | 77.771 | 78.071 | 76.571 | ||
| 4958 | 2011.12.21 18:55 | close | 1563 | 0.10 | 78.005 | 78.071 | 76.571 | -2340.00 | 1682173.00 |
| 4959 | 2011.12.21 21:20 | buy | 1564 | 0.10 | 78.000 | 0.000 | 0.000 | ||
| 4960 | 2011.12.21 21:20 | modify | 1564 | 0.10 | 78.000 | 77.750 | 78.950 | ||
| 4961 | 2011.12.22 07:25 | close | 1564 | 0.10 | 78.052 | 77.750 | 78.950 | 505.00 | 1682678.00 |
| 4962 | 2011.12.22 08:55 | buy | 1565 | 0.10 | 78.063 | 0.000 | 0.000 | ||
| 4963 | 2011.12.22 08:55 | modify | 1565 | 0.10 | 78.063 | 77.813 | 79.013 | ||
| 4964 | 2011.12.22 19:00 | close | 1565 | 0.10 | 78.125 | 77.813 | 79.013 | 620.00 | 1683298.00 |
| 4965 | 2011.12.28 01:25 | sell | 1566 | 0.10 | 77.872 | 0.000 | 0.000 | ||
| 4966 | 2011.12.28 01:25 | modify | 1566 | 0.10 | 77.872 | 78.172 | 76.672 | ||
| 4967 | 2011.12.28 06:40 | modify | 1566 | 0.10 | 77.872 | 77.872 | 76.672 | ||
| 4968 | 2011.12.28 17:35 | s/l | 1566 | 0.10 | 77.872 | 77.872 | 76.672 | 0.00 | 1683298.00 |
| 4969 | 2011.12.29 08:00 | sell | 1567 | 0.10 | 77.750 | 0.000 | 0.000 | ||
| 4970 | 2011.12.29 08:00 | modify | 1567 | 0.10 | 77.750 | 78.050 | 76.550 | ||
| 4971 | 2011.12.29 22:05 | close | 1567 | 0.10 | 77.641 | 78.050 | 76.550 | 1090.00 | 1684388.00 |
| 4972 | 2011.12.30 02:25 | sell | 1568 | 0.10 | 77.639 | 0.000 | 0.000 | ||
| 4973 | 2011.12.30 02:25 | modify | 1568 | 0.10 | 77.639 | 77.939 | 76.439 | ||
| 4974 | 2011.12.30 06:45 | modify | 1568 | 0.10 | 77.639 | 77.639 | 76.439 | ||
| 4975 | 2011.12.30 10:35 | s/l | 1568 | 0.10 | 77.639 | 77.639 | 76.439 | 0.00 | 1684388.00 |
| 4976 | 2011.12.30 11:10 | sell | 1569 | 0.10 | 77.581 | 0.000 | 0.000 | ||
| 4977 | 2011.12.30 11:10 | modify | 1569 | 0.10 | 77.581 | 77.881 | 76.381 | ||
| 4978 | 2011.12.30 16:00 | close | 1569 | 0.10 | 77.326 | 77.881 | 76.381 | 2550.00 | 1686938.00 |
| 4979 | 2012.01.05 07:45 | buy | 1570 | 0.10 | 76.729 | 0.000 | 0.000 | ||
| 4980 | 2012.01.05 07:45 | modify | 1570 | 0.10 | 76.729 | 76.479 | 77.679 | ||
| 4981 | 2012.01.05 17:40 | modify | 1570 | 0.10 | 76.729 | 76.729 | 77.679 | ||
| 4982 | 2012.01.05 19:45 | close | 1570 | 0.10 | 77.170 | 76.729 | 77.679 | 4410.00 | 1691348.00 |
| 4983 | 2012.01.06 01:10 | buy | 1571 | 0.10 | 77.146 | 0.000 | 0.000 | ||
| 4984 | 2012.01.06 01:10 | modify | 1571 | 0.10 | 77.146 | 76.896 | 78.096 | ||
| 4985 | 2012.01.06 11:15 | close | 1571 | 0.10 | 77.142 | 76.896 | 78.096 | -40.00 | 1691308.00 |
| 4986 | 2012.01.10 12:45 | buy | 1572 | 0.10 | 76.840 | 0.000 | 0.000 | ||
| 4987 | 2012.01.10 12:45 | modify | 1572 | 0.10 | 76.840 | 76.590 | 77.790 | ||
| 4988 | 2012.01.10 22:50 | close | 1572 | 0.10 | 76.828 | 76.590 | 77.790 | -120.00 | 1691188.00 |
| 4989 | 2012.01.12 00:00 | sell | 1573 | 0.10 | 76.842 | 0.000 | 0.000 | ||
| 4990 | 2012.01.12 00:00 | modify | 1573 | 0.10 | 76.842 | 77.142 | 75.642 | ||
| 4991 | 2012.01.12 14:05 | close | 1573 | 0.10 | 76.858 | 77.142 | 75.642 | -160.00 | 1691028.00 |
| 4992 | 2012.01.12 16:10 | sell | 1574 | 0.10 | 76.831 | 0.000 | 0.000 | ||
| 4993 | 2012.01.12 16:10 | modify | 1574 | 0.10 | 76.831 | 77.131 | 75.631 | ||
| 4994 | 2012.01.13 06:15 | close | 1574 | 0.10 | 76.795 | 77.131 | 75.631 | 334.00 | 1691362.00 |
| 4995 | 2012.01.13 06:40 | sell | 1575 | 0.10 | 76.760 | 0.000 | 0.000 | ||
| 4996 | 2012.01.13 06:40 | modify | 1575 | 0.10 | 76.760 | 77.060 | 75.560 | ||
| 4997 | 2012.01.13 16:00 | close | 1575 | 0.10 | 76.818 | 77.060 | 75.560 | -580.00 | 1690782.00 |
| 4998 | 2012.01.15 23:59 | buy | 1576 | 0.10 | 77.069 | 0.000 | 0.000 | ||
| 4999 | 2012.01.15 23:59 | close | 1576 | 0.10 | 77.064 | 0.000 | 0.000 | -50.00 | 1690732.00 |
| 5000 | 2012.01.16 02:00 | buy | 1577 | 0.10 | 76.921 | 0.000 | 0.000 | ||
| 5001 | 2012.01.16 02:00 | modify | 1577 | 0.10 | 76.921 | 76.671 | 77.871 | ||
| 5002 | 2012.01.16 05:20 | close | 1577 | 0.10 | 76.827 | 76.671 | 77.871 | -940.00 | 1689792.00 |
| 5003 | 2012.01.16 05:25 | buy | 1578 | 0.10 | 76.836 | 0.000 | 0.000 | ||
| 5004 | 2012.01.16 05:25 | modify | 1578 | 0.10 | 76.836 | 76.586 | 77.786 | ||
| 5005 | 2012.01.16 15:30 | close | 1578 | 0.10 | 76.747 | 76.586 | 77.786 | -890.00 | 1688902.00 |
| 5006 | 2012.01.17 23:00 | buy | 1579 | 0.10 | 76.825 | 0.000 | 0.000 | ||
| 5007 | 2012.01.17 23:00 | modify | 1579 | 0.10 | 76.825 | 76.575 | 77.775 | ||
| 5008 | 2012.01.18 04:10 | close | 1579 | 0.10 | 76.721 | 76.575 | 77.775 | -1055.00 | 1687847.00 |
| 5009 | 2012.01.19 10:50 | sell | 1580 | 0.10 | 76.751 | 0.000 | 0.000 | ||
| 5010 | 2012.01.19 10:50 | modify | 1580 | 0.10 | 76.751 | 77.051 | 75.551 | ||
| 5011 | 2012.01.19 16:55 | close | 1580 | 0.10 | 76.929 | 77.051 | 75.551 | -1780.00 | 1686067.00 |
| 5012 | 2012.01.20 00:20 | buy | 1581 | 0.10 | 77.130 | 0.000 | 0.000 | ||
| 5013 | 2012.01.20 00:20 | modify | 1581 | 0.10 | 77.130 | 76.880 | 78.080 | ||
| 5014 | 2012.01.20 10:25 | close | 1581 | 0.10 | 77.192 | 76.880 | 78.080 | 620.00 | 1686687.00 |
| 5015 | 2012.01.24 02:10 | buy | 1582 | 0.10 | 76.997 | 0.000 | 0.000 | ||
| 5016 | 2012.01.24 02:10 | modify | 1582 | 0.10 | 76.997 | 76.747 | 77.947 | ||
| 5017 | 2012.01.24 12:15 | close | 1582 | 0.10 | 77.334 | 76.747 | 77.947 | 3370.00 | 1690057.00 |
| 5018 | 2012.01.26 11:50 | sell | 1583 | 0.10 | 77.540 | 0.000 | 0.000 | ||
| 5019 | 2012.01.26 11:50 | modify | 1583 | 0.10 | 77.540 | 77.840 | 76.340 | ||
| 5020 | 2012.01.27 00:20 | modify | 1583 | 0.10 | 77.540 | 77.540 | 76.340 | ||
| 5021 | 2012.01.27 08:10 | close | 1583 | 0.10 | 77.033 | 77.540 | 76.340 | 5044.00 | 1695101.00 |
| 5022 | 2012.02.01 23:10 | buy | 1584 | 0.10 | 76.207 | 0.000 | 0.000 | ||
| 5023 | 2012.02.01 23:10 | modify | 1584 | 0.10 | 76.207 | 75.957 | 77.157 | ||
| 5024 | 2012.02.02 05:05 | close | 1584 | 0.10 | 76.128 | 75.957 | 77.157 | -805.00 | 1694296.00 |
| 5025 | 2012.02.02 23:00 | buy | 1585 | 0.10 | 76.204 | 0.000 | 0.000 | ||
| 5026 | 2012.02.02 23:00 | modify | 1585 | 0.10 | 76.204 | 75.954 | 77.154 | ||
| 5027 | 2012.02.03 09:05 | close | 1585 | 0.10 | 76.184 | 75.954 | 77.154 | -215.00 | 1694081.00 |
| 5028 | 2012.02.03 10:50 | buy | 1586 | 0.10 | 76.191 | 0.000 | 0.000 | ||
| 5029 | 2012.02.03 10:50 | modify | 1586 | 0.10 | 76.191 | 75.941 | 77.141 | ||
| 5030 | 2012.02.03 16:00 | close | 1586 | 0.10 | 76.541 | 75.941 | 77.141 | 3500.00 | 1697581.00 |
| 5031 | 2012.02.07 10:10 | buy | 1587 | 0.10 | 76.636 | 0.000 | 0.000 | ||
| 5032 | 2012.02.07 10:10 | modify | 1587 | 0.10 | 76.636 | 76.386 | 77.586 | ||
| 5033 | 2012.02.07 19:20 | modify | 1587 | 0.10 | 76.636 | 76.636 | 77.586 | ||
| 5034 | 2012.02.08 05:00 | close | 1587 | 0.10 | 76.933 | 76.636 | 77.586 | 2955.00 | 1700536.00 |
| 5035 | 2012.02.13 00:45 | sell | 1588 | 0.10 | 77.596 | 0.000 | 0.000 | ||
| 5036 | 2012.02.13 00:45 | modify | 1588 | 0.10 | 77.596 | 77.896 | 76.396 | ||
| 5037 | 2012.02.13 14:50 | close | 1588 | 0.10 | 77.610 | 77.896 | 76.396 | -140.00 | 1700396.00 |
| 5038 | 2012.02.15 19:00 | sell | 1589 | 0.10 | 78.212 | 0.000 | 0.000 | ||
| 5039 | 2012.02.15 19:00 | modify | 1589 | 0.10 | 78.212 | 78.512 | 77.012 | ||
| 5040 | 2012.02.15 23:55 | close | 1589 | 0.10 | 78.440 | 78.512 | 77.012 | -2280.00 | 1698116.00 |
| 5041 | 2012.02.16 01:35 | sell | 1590 | 0.10 | 78.414 | 0.000 | 0.000 | ||
| 5042 | 2012.02.16 01:35 | modify | 1590 | 0.10 | 78.414 | 78.714 | 77.214 | ||
| 5043 | 2012.02.16 10:00 | close | 1590 | 0.10 | 78.643 | 78.714 | 77.214 | -2290.00 | 1695826.00 |
| 5044 | 2012.02.20 13:25 | sell | 1591 | 0.10 | 79.551 | 0.000 | 0.000 | ||
| 5045 | 2012.02.20 13:25 | modify | 1591 | 0.10 | 79.551 | 79.851 | 78.351 | ||
| 5046 | 2012.02.21 03:30 | close | 1591 | 0.10 | 79.725 | 79.851 | 78.351 | -1766.00 | 1694060.00 |
| 5047 | 2012.02.21 20:35 | sell | 1592 | 0.10 | 79.727 | 0.000 | 0.000 | ||
| 5048 | 2012.02.21 20:35 | modify | 1592 | 0.10 | 79.727 | 80.027 | 78.527 | ||
| 5049 | 2012.02.22 05:35 | close | 1592 | 0.10 | 79.877 | 80.027 | 78.527 | -1526.00 | 1692534.00 |
| 5050 | 2012.02.23 08:45 | sell | 1593 | 0.10 | 80.206 | 0.000 | 0.000 | ||
| 5051 | 2012.02.23 08:45 | modify | 1593 | 0.10 | 80.206 | 80.506 | 79.006 | ||
| 5052 | 2012.02.23 22:50 | close | 1593 | 0.10 | 79.861 | 80.506 | 79.006 | 3450.00 | 1695984.00 |
| 5053 | 2012.02.24 01:40 | sell | 1594 | 0.10 | 79.933 | 0.000 | 0.000 | ||
| 5054 | 2012.02.24 01:40 | modify | 1594 | 0.10 | 79.933 | 80.233 | 78.733 | ||
| 5055 | 2012.02.24 05:15 | close | 1594 | 0.10 | 80.113 | 80.233 | 78.733 | -1800.00 | 1694184.00 |
| 5056 | 2012.02.27 14:10 | sell | 1595 | 0.10 | 80.583 | 0.000 | 0.000 | ||
| 5057 | 2012.02.27 14:10 | modify | 1595 | 0.10 | 80.583 | 80.883 | 79.383 | ||
| 5058 | 2012.02.27 21:25 | modify | 1595 | 0.10 | 80.583 | 80.583 | 79.383 | ||
| 5059 | 2012.02.27 23:25 | s/l | 1595 | 0.10 | 80.583 | 80.583 | 79.383 | 0.00 | 1694184.00 |
| 5060 | 2012.02.27 23:50 | sell | 1596 | 0.10 | 80.600 | 0.000 | 0.000 | ||
| 5061 | 2012.02.27 23:50 | modify | 1596 | 0.10 | 80.600 | 80.900 | 79.400 | ||
| 5062 | 2012.02.28 02:40 | modify | 1596 | 0.10 | 80.600 | 80.600 | 79.400 | ||
| 5063 | 2012.02.28 08:25 | s/l | 1596 | 0.10 | 80.600 | 80.600 | 79.400 | -26.00 | 1694158.00 |
| 5064 | 2012.02.29 10:35 | sell | 1597 | 0.10 | 80.536 | 0.000 | 0.000 | ||
| 5065 | 2012.02.29 10:35 | modify | 1597 | 0.10 | 80.536 | 80.836 | 79.336 | ||
| 5066 | 2012.02.29 17:50 | s/l | 1597 | 0.10 | 80.836 | 80.836 | 79.336 | -3000.00 | 1691158.00 |
| 5067 | 2012.02.29 18:20 | sell | 1598 | 0.10 | 80.965 | 0.000 | 0.000 | ||
| 5068 | 2012.02.29 18:20 | modify | 1598 | 0.10 | 80.965 | 81.265 | 79.765 | ||
| 5069 | 2012.02.29 22:40 | s/l | 1598 | 0.10 | 81.265 | 81.265 | 79.765 | -3000.00 | 1688158.00 |
| 5070 | 2012.03.06 00:30 | buy | 1599 | 0.10 | 81.552 | 0.000 | 0.000 | ||
| 5071 | 2012.03.06 00:30 | modify | 1599 | 0.10 | 81.552 | 81.302 | 82.502 | ||
| 5072 | 2012.03.06 05:20 | close | 1599 | 0.10 | 81.352 | 81.302 | 82.502 | -2000.00 | 1686158.00 |
| 5073 | 2012.03.06 15:00 | sell | 1600 | 0.10 | 81.092 | 0.000 | 0.000 | ||
| 5074 | 2012.03.06 15:00 | modify | 1600 | 0.10 | 81.092 | 81.392 | 79.892 | ||
| 5075 | 2012.03.06 19:20 | modify | 1600 | 0.10 | 81.092 | 81.092 | 79.892 | ||
| 5076 | 2012.03.07 19:10 | s/l | 1600 | 0.10 | 81.092 | 81.092 | 79.892 | -26.00 | 1686132.00 |
| 5077 | 2012.03.15 20:10 | sell | 1601 | 0.10 | 83.248 | 0.000 | 0.000 | ||
| 5078 | 2012.03.15 20:10 | modify | 1601 | 0.10 | 83.248 | 83.548 | 82.048 | ||
| 5079 | 2012.03.15 23:35 | close | 1601 | 0.10 | 83.506 | 83.548 | 82.048 | -2580.00 | 1683552.00 |
| 5080 | 2012.03.16 00:05 | sell | 1602 | 0.10 | 83.495 | 0.000 | 0.000 | ||
| 5081 | 2012.03.16 00:05 | modify | 1602 | 0.10 | 83.495 | 83.795 | 82.295 | ||
| 5082 | 2012.03.16 11:50 | s/l | 1602 | 0.10 | 83.795 | 83.795 | 82.295 | -3000.00 | 1680552.00 |
| 5083 | 2012.03.19 00:40 | sell | 1603 | 0.10 | 83.368 | 0.000 | 0.000 | ||
| 5084 | 2012.03.19 00:40 | modify | 1603 | 0.10 | 83.368 | 83.668 | 82.168 | ||
| 5085 | 2012.03.19 12:55 | modify | 1603 | 0.10 | 83.368 | 83.368 | 82.168 | ||
| 5086 | 2012.03.19 16:10 | s/l | 1603 | 0.10 | 83.368 | 83.368 | 82.168 | 0.00 | 1680552.00 |
| 5087 | 2012.03.20 20:35 | sell | 1604 | 0.10 | 83.610 | 0.000 | 0.000 | ||
| 5088 | 2012.03.20 20:35 | modify | 1604 | 0.10 | 83.610 | 83.910 | 82.410 | ||
| 5089 | 2012.03.21 10:40 | close | 1604 | 0.10 | 83.653 | 83.910 | 82.410 | -456.00 | 1680096.00 |
| 5090 | 2012.03.22 00:10 | sell | 1605 | 0.10 | 83.361 | 0.000 | 0.000 | ||
| 5091 | 2012.03.22 00:10 | modify | 1605 | 0.10 | 83.361 | 83.661 | 82.161 | ||
| 5092 | 2012.03.22 13:50 | modify | 1605 | 0.10 | 83.361 | 83.361 | 82.161 | ||
| 5093 | 2012.03.22 21:00 | close | 1605 | 0.10 | 82.393 | 83.361 | 82.161 | 9680.00 | 1689776.00 |
| 5094 | 2012.03.27 19:20 | buy | 1606 | 0.10 | 83.093 | 0.000 | 0.000 | ||
| 5095 | 2012.03.27 19:20 | modify | 1606 | 0.10 | 83.093 | 82.843 | 84.043 | ||
| 5096 | 2012.03.28 05:25 | close | 1606 | 0.10 | 83.037 | 82.843 | 84.043 | -575.00 | 1689201.00 |
| 5097 | 2012.03.30 01:25 | buy | 1607 | 0.10 | 82.454 | 0.000 | 0.000 | ||
| 5098 | 2012.03.30 01:25 | modify | 1607 | 0.10 | 82.454 | 82.204 | 83.404 | ||
| 5099 | 2012.03.30 03:15 | s/l | 1607 | 0.10 | 82.204 | 82.204 | 83.404 | -2500.00 | 1686701.00 |
| 5100 | 2012.03.30 03:50 | buy | 1608 | 0.10 | 82.052 | 0.000 | 0.000 | ||