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 |
| 5101 | 2012.03.30 03:50 | modify | 1608 | 0.10 | 82.052 | 81.802 | 83.002 | ||
| 5102 | 2012.03.30 13:55 | close | 1608 | 0.10 | 82.073 | 81.802 | 83.002 | 210.00 | 1686911.00 |
| 5103 | 2012.04.02 08:25 | buy | 1609 | 0.10 | 83.050 | 0.000 | 0.000 | ||
| 5104 | 2012.04.02 08:25 | modify | 1609 | 0.10 | 83.050 | 82.800 | 84.000 | ||
| 5105 | 2012.04.02 11:45 | s/l | 1609 | 0.10 | 82.800 | 82.800 | 84.000 | -2500.00 | 1684411.00 |
| 5106 | 2012.04.03 02:35 | sell | 1610 | 0.10 | 82.135 | 0.000 | 0.000 | ||
| 5107 | 2012.04.03 02:35 | modify | 1610 | 0.10 | 82.135 | 82.435 | 80.935 | ||
| 5108 | 2012.04.03 06:20 | modify | 1610 | 0.10 | 82.135 | 82.135 | 80.935 | ||
| 5109 | 2012.04.03 10:10 | s/l | 1610 | 0.10 | 82.135 | 82.135 | 80.935 | 0.00 | 1684411.00 |
| 5110 | 2012.04.03 20:55 | buy | 1611 | 0.10 | 82.100 | 0.000 | 0.000 | ||
| 5111 | 2012.04.03 20:55 | modify | 1611 | 0.10 | 82.100 | 81.850 | 83.050 | ||
| 5112 | 2012.04.03 22:25 | modify | 1611 | 0.10 | 82.100 | 82.100 | 83.050 | ||
| 5113 | 2012.04.03 23:20 | close | 1611 | 0.10 | 82.833 | 82.100 | 83.050 | 7330.00 | 1691741.00 |
| 5114 | 2012.04.04 00:50 | buy | 1612 | 0.10 | 82.828 | 0.000 | 0.000 | ||
| 5115 | 2012.04.04 00:50 | modify | 1612 | 0.10 | 82.828 | 82.578 | 83.778 | ||
| 5116 | 2012.04.04 08:00 | close | 1612 | 0.10 | 82.648 | 82.578 | 83.778 | -1800.00 | 1689941.00 |
| 5117 | 2012.04.04 09:40 | buy | 1613 | 0.10 | 82.682 | 0.000 | 0.000 | ||
| 5118 | 2012.04.04 09:40 | modify | 1613 | 0.10 | 82.682 | 82.432 | 83.632 | ||
| 5119 | 2012.04.04 12:25 | s/l | 1613 | 0.10 | 82.432 | 82.432 | 83.632 | -2500.00 | 1687441.00 |
| 5120 | 2012.04.05 08:10 | sell | 1614 | 0.10 | 82.236 | 0.000 | 0.000 | ||
| 5121 | 2012.04.05 08:10 | modify | 1614 | 0.10 | 82.236 | 82.536 | 81.036 | ||
| 5122 | 2012.04.05 22:15 | close | 1614 | 0.10 | 82.403 | 82.536 | 81.036 | -1670.00 | 1685771.00 |
| 5123 | 2012.04.06 07:10 | buy | 1615 | 0.10 | 82.271 | 0.000 | 0.000 | ||
| 5124 | 2012.04.06 07:10 | modify | 1615 | 0.10 | 82.271 | 82.021 | 83.221 | ||
| 5125 | 2012.04.06 12:55 | modify | 1615 | 0.10 | 82.271 | 82.271 | 83.221 | ||
| 5126 | 2012.04.06 15:35 | s/l | 1615 | 0.10 | 82.271 | 82.271 | 83.221 | 0.00 | 1685771.00 |
| 5127 | 2012.04.09 05:10 | sell | 1616 | 0.10 | 81.495 | 0.000 | 0.000 | ||
| 5128 | 2012.04.09 05:10 | modify | 1616 | 0.10 | 81.495 | 81.795 | 80.295 | ||
| 5129 | 2012.04.09 19:15 | close | 1616 | 0.10 | 81.352 | 81.795 | 80.295 | 1430.00 | 1687201.00 |
| 5130 | 2012.04.10 13:15 | sell | 1617 | 0.10 | 81.116 | 0.000 | 0.000 | ||
| 5131 | 2012.04.10 13:15 | modify | 1617 | 0.10 | 81.116 | 81.416 | 79.916 | ||
| 5132 | 2012.04.10 20:15 | modify | 1617 | 0.10 | 81.116 | 81.116 | 79.916 | ||
| 5133 | 2012.04.11 07:10 | close | 1617 | 0.10 | 80.756 | 81.116 | 79.916 | 3574.00 | 1690775.00 |
| 5134 | 2012.04.12 04:55 | buy | 1618 | 0.10 | 81.020 | 0.000 | 0.000 | ||
| 5135 | 2012.04.12 04:55 | modify | 1618 | 0.10 | 81.020 | 80.770 | 81.970 | ||
| 5136 | 2012.04.12 07:25 | close | 1618 | 0.10 | 80.854 | 80.770 | 81.970 | -1660.00 | 1689115.00 |
| 5137 | 2012.04.12 07:35 | buy | 1619 | 0.10 | 80.868 | 0.000 | 0.000 | ||
| 5138 | 2012.04.12 07:35 | modify | 1619 | 0.10 | 80.868 | 80.618 | 81.818 | ||
| 5139 | 2012.04.12 17:40 | close | 1619 | 0.10 | 80.871 | 80.618 | 81.818 | 30.00 | 1689145.00 |
| 5140 | 2012.04.13 06:50 | buy | 1620 | 0.10 | 81.066 | 0.000 | 0.000 | ||
| 5141 | 2012.04.13 06:50 | modify | 1620 | 0.10 | 81.066 | 80.816 | 82.016 | ||
| 5142 | 2012.04.13 16:00 | close | 1620 | 0.10 | 81.039 | 80.816 | 82.016 | -270.00 | 1688875.00 |
| 5143 | 2012.04.17 11:20 | sell | 1621 | 0.10 | 80.532 | 0.000 | 0.000 | ||
| 5144 | 2012.04.17 11:20 | modify | 1621 | 0.10 | 80.532 | 80.832 | 79.332 | ||
| 5145 | 2012.04.17 19:45 | close | 1621 | 0.10 | 80.743 | 80.832 | 79.332 | -2110.00 | 1686765.00 |
| 5146 | 2012.04.17 22:20 | buy | 1622 | 0.10 | 80.818 | 0.000 | 0.000 | ||
| 5147 | 2012.04.17 22:20 | modify | 1622 | 0.10 | 80.818 | 80.568 | 81.768 | ||
| 5148 | 2012.04.18 05:15 | modify | 1622 | 0.10 | 80.818 | 80.818 | 81.768 | ||
| 5149 | 2012.04.18 06:35 | close | 1622 | 0.10 | 81.385 | 80.818 | 81.768 | 5655.00 | 1692420.00 |
| 5150 | 2012.04.19 17:20 | buy | 1623 | 0.10 | 81.448 | 0.000 | 0.000 | ||
| 5151 | 2012.04.19 17:20 | modify | 1623 | 0.10 | 81.448 | 81.198 | 82.398 | ||
| 5152 | 2012.04.20 03:25 | close | 1623 | 0.10 | 81.593 | 81.198 | 82.398 | 1435.00 | 1693855.00 |
| 5153 | 2012.04.20 13:30 | buy | 1624 | 0.10 | 81.750 | 0.000 | 0.000 | ||
| 5154 | 2012.04.20 13:30 | modify | 1624 | 0.10 | 81.750 | 81.500 | 82.700 | ||
| 5155 | 2012.04.20 16:00 | close | 1624 | 0.10 | 81.589 | 81.500 | 82.700 | -1610.00 | 1692245.00 |
| 5156 | 2012.04.20 16:15 | buy | 1625 | 0.10 | 81.658 | 0.000 | 0.000 | ||
| 5157 | 2012.04.20 16:15 | close | 1625 | 0.10 | 81.653 | 0.000 | 0.000 | -50.00 | 1692195.00 |
| 5158 | 2012.04.23 08:25 | sell | 1626 | 0.10 | 81.307 | 0.000 | 0.000 | ||
| 5159 | 2012.04.23 08:25 | modify | 1626 | 0.10 | 81.307 | 81.607 | 80.107 | ||
| 5160 | 2012.04.23 16:30 | modify | 1626 | 0.10 | 81.307 | 81.307 | 80.107 | ||
| 5161 | 2012.04.24 07:55 | close | 1626 | 0.10 | 80.902 | 81.307 | 80.107 | 4024.00 | 1696219.00 |
| 5162 | 2012.04.25 15:25 | sell | 1627 | 0.10 | 81.225 | 0.000 | 0.000 | ||
| 5163 | 2012.04.25 15:25 | modify | 1627 | 0.10 | 81.225 | 81.525 | 80.025 | ||
| 5164 | 2012.04.25 19:35 | s/l | 1627 | 0.10 | 81.525 | 81.525 | 80.025 | -3000.00 | 1693219.00 |
| 5165 | 2012.04.26 04:35 | sell | 1628 | 0.10 | 81.347 | 0.000 | 0.000 | ||
| 5166 | 2012.04.26 04:35 | modify | 1628 | 0.10 | 81.347 | 81.647 | 80.147 | ||
| 5167 | 2012.04.26 12:30 | modify | 1628 | 0.10 | 81.347 | 81.347 | 80.147 | ||
| 5168 | 2012.04.26 20:35 | close | 1628 | 0.10 | 80.849 | 81.347 | 80.147 | 4980.00 | 1698199.00 |
| 5169 | 2012.04.27 06:20 | buy | 1629 | 0.10 | 80.915 | 0.000 | 0.000 | ||
| 5170 | 2012.04.27 06:20 | modify | 1629 | 0.10 | 80.915 | 80.665 | 81.865 | ||
| 5171 | 2012.04.27 06:50 | s/l | 1629 | 0.10 | 80.665 | 80.665 | 81.865 | -2500.00 | 1695699.00 |
| 5172 | 2012.04.27 10:15 | buy | 1630 | 0.10 | 80.825 | 0.000 | 0.000 | ||
| 5173 | 2012.04.27 10:15 | modify | 1630 | 0.10 | 80.825 | 80.575 | 81.775 | ||
| 5174 | 2012.04.27 11:20 | s/l | 1630 | 0.10 | 80.575 | 80.575 | 81.775 | -2500.00 | 1693199.00 |
| 5175 | 2012.05.02 00:25 | buy | 1631 | 0.10 | 80.089 | 0.000 | 0.000 | ||
| 5176 | 2012.05.02 00:25 | modify | 1631 | 0.10 | 80.089 | 79.839 | 81.039 | ||
| 5177 | 2012.05.02 09:35 | modify | 1631 | 0.10 | 80.089 | 80.089 | 81.039 | ||
| 5178 | 2012.05.02 15:20 | s/l | 1631 | 0.10 | 80.089 | 80.089 | 81.039 | 0.00 | 1693199.00 |
| 5179 | 2012.05.03 18:45 | buy | 1632 | 0.10 | 80.365 | 0.000 | 0.000 | ||
| 5180 | 2012.05.03 18:45 | modify | 1632 | 0.10 | 80.365 | 80.115 | 81.315 | ||
| 5181 | 2012.05.03 23:55 | close | 1632 | 0.10 | 80.187 | 80.115 | 81.315 | -1780.00 | 1691419.00 |
| 5182 | 2012.05.08 12:30 | sell | 1633 | 0.10 | 79.827 | 0.000 | 0.000 | ||
| 5183 | 2012.05.08 12:30 | modify | 1633 | 0.10 | 79.827 | 80.127 | 78.627 | ||
| 5184 | 2012.05.09 02:35 | close | 1633 | 0.10 | 79.832 | 80.127 | 78.627 | -76.00 | 1691343.00 |
| 5185 | 2012.05.09 03:40 | sell | 1634 | 0.10 | 79.855 | 0.000 | 0.000 | ||
| 5186 | 2012.05.09 03:40 | modify | 1634 | 0.10 | 79.855 | 80.155 | 78.655 | ||
| 5187 | 2012.05.09 13:45 | modify | 1634 | 0.10 | 79.855 | 79.855 | 78.655 | ||
| 5188 | 2012.05.10 16:05 | s/l | 1634 | 0.10 | 79.855 | 79.855 | 78.655 | -26.00 | 1691317.00 |
| 5189 | 2012.05.10 16:50 | buy | 1635 | 0.10 | 79.904 | 0.000 | 0.000 | ||
| 5190 | 2012.05.10 16:50 | modify | 1635 | 0.10 | 79.904 | 79.654 | 80.854 | ||
| 5191 | 2012.05.11 02:55 | close | 1635 | 0.10 | 79.886 | 79.654 | 80.854 | -195.00 | 1691122.00 |
| 5192 | 2012.05.11 03:30 | buy | 1636 | 0.10 | 79.872 | 0.000 | 0.000 | ||
| 5193 | 2012.05.11 03:30 | modify | 1636 | 0.10 | 79.872 | 79.622 | 80.822 | ||
| 5194 | 2012.05.11 13:35 | close | 1636 | 0.10 | 79.942 | 79.622 | 80.822 | 700.00 | 1691822.00 |
| 5195 | 2012.05.14 02:40 | buy | 1637 | 0.10 | 79.980 | 0.000 | 0.000 | ||
| 5196 | 2012.05.14 02:40 | modify | 1637 | 0.10 | 79.980 | 79.730 | 80.930 | ||
| 5197 | 2012.05.14 12:45 | close | 1637 | 0.10 | 80.018 | 79.730 | 80.930 | 380.00 | 1692202.00 |
| 5198 | 2012.05.15 10:40 | buy | 1638 | 0.10 | 79.915 | 0.000 | 0.000 | ||
| 5199 | 2012.05.15 10:40 | modify | 1638 | 0.10 | 79.915 | 79.665 | 80.865 | ||
| 5200 | 2012.05.15 20:20 | modify | 1638 | 0.10 | 79.915 | 79.915 | 80.865 | ||
| 5201 | 2012.05.16 02:15 | close | 1638 | 0.10 | 80.218 | 79.915 | 80.865 | 3015.00 | 1695217.00 |
| 5202 | 2012.05.17 06:25 | sell | 1639 | 0.10 | 80.275 | 0.000 | 0.000 | ||
| 5203 | 2012.05.17 06:25 | modify | 1639 | 0.10 | 80.275 | 80.575 | 79.075 | ||
| 5204 | 2012.05.17 18:20 | modify | 1639 | 0.10 | 80.275 | 80.275 | 79.075 | ||
| 5205 | 2012.05.17 20:20 | close | 1639 | 0.10 | 79.364 | 80.275 | 79.075 | 9110.00 | 1704327.00 |
| 5206 | 2012.05.24 04:00 | buy | 1640 | 0.10 | 79.464 | 0.000 | 0.000 | ||
| 5207 | 2012.05.24 04:00 | modify | 1640 | 0.10 | 79.464 | 79.214 | 80.414 | ||
| 5208 | 2012.05.24 14:05 | close | 1640 | 0.10 | 79.352 | 79.214 | 80.414 | -1120.00 | 1703207.00 |
| 5209 | 2012.05.24 22:55 | buy | 1641 | 0.10 | 79.600 | 0.000 | 0.000 | ||
| 5210 | 2012.05.24 22:55 | modify | 1641 | 0.10 | 79.600 | 79.350 | 80.550 | ||
| 5211 | 2012.05.25 09:00 | close | 1641 | 0.10 | 79.686 | 79.350 | 80.550 | 845.00 | 1704052.00 |
| 5212 | 2012.05.25 09:45 | buy | 1642 | 0.10 | 79.661 | 0.000 | 0.000 | ||
| 5213 | 2012.05.25 09:45 | modify | 1642 | 0.10 | 79.661 | 79.411 | 80.611 | ||
| 5214 | 2012.05.25 14:05 | close | 1642 | 0.10 | 79.524 | 79.411 | 80.611 | -1370.00 | 1702682.00 |
| 5215 | 2012.05.28 10:45 | sell | 1643 | 0.10 | 79.366 | 0.000 | 0.000 | ||
| 5216 | 2012.05.28 10:45 | modify | 1643 | 0.10 | 79.366 | 79.666 | 78.166 | ||
| 5217 | 2012.05.28 20:55 | close | 1643 | 0.10 | 79.482 | 79.666 | 78.166 | -1160.00 | 1701522.00 |
| 5218 | 2012.05.29 06:15 | buy | 1644 | 0.10 | 79.440 | 0.000 | 0.000 | ||
| 5219 | 2012.05.29 06:15 | modify | 1644 | 0.10 | 79.440 | 79.190 | 80.390 | ||
| 5220 | 2012.05.29 16:20 | close | 1644 | 0.10 | 79.491 | 79.190 | 80.390 | 510.00 | 1702032.00 |
| 5221 | 2012.05.29 16:50 | buy | 1645 | 0.10 | 79.538 | 0.000 | 0.000 | ||
| 5222 | 2012.05.29 16:50 | modify | 1645 | 0.10 | 79.538 | 79.288 | 80.488 | ||
| 5223 | 2012.05.30 02:55 | close | 1645 | 0.10 | 79.497 | 79.288 | 80.488 | -425.00 | 1701607.00 |
| 5224 | 2012.05.30 09:30 | sell | 1646 | 0.10 | 79.440 | 0.000 | 0.000 | ||
| 5225 | 2012.05.30 09:30 | modify | 1646 | 0.10 | 79.440 | 79.740 | 78.240 | ||
| 5226 | 2012.05.30 13:45 | modify | 1646 | 0.10 | 79.440 | 79.440 | 78.240 | ||
| 5227 | 2012.05.30 19:20 | close | 1646 | 0.10 | 78.944 | 79.440 | 78.240 | 4960.00 | 1706567.00 |
| 5228 | 2012.06.04 22:30 | buy | 1647 | 0.10 | 78.358 | 0.000 | 0.000 | ||
| 5229 | 2012.06.04 22:30 | modify | 1647 | 0.10 | 78.358 | 78.108 | 79.308 | ||
| 5230 | 2012.06.05 08:35 | close | 1647 | 0.10 | 78.348 | 78.108 | 79.308 | -115.00 | 1706452.00 |
| 5231 | 2012.06.05 11:55 | buy | 1648 | 0.10 | 78.200 | 0.000 | 0.000 | ||
| 5232 | 2012.06.05 11:55 | modify | 1648 | 0.10 | 78.200 | 77.950 | 79.150 | ||
| 5233 | 2012.06.05 17:35 | modify | 1648 | 0.10 | 78.200 | 78.200 | 79.150 | ||
| 5234 | 2012.06.05 20:15 | close | 1648 | 0.10 | 78.707 | 78.200 | 79.150 | 5070.00 | 1711522.00 |
| 5235 | 2012.06.06 09:55 | buy | 1649 | 0.10 | 78.886 | 0.000 | 0.000 | ||
| 5236 | 2012.06.06 09:55 | modify | 1649 | 0.10 | 78.886 | 78.636 | 79.836 | ||
| 5237 | 2012.06.06 20:00 | close | 1649 | 0.10 | 79.125 | 78.636 | 79.836 | 2390.00 | 1713912.00 |
| 5238 | 2012.06.11 07:10 | buy | 1650 | 0.10 | 79.628 | 0.000 | 0.000 | ||
| 5239 | 2012.06.11 07:10 | modify | 1650 | 0.10 | 79.628 | 79.378 | 80.578 | ||
| 5240 | 2012.06.11 13:15 | s/l | 1650 | 0.10 | 79.378 | 79.378 | 80.578 | -2500.00 | 1711412.00 |
| 5241 | 2012.06.11 16:45 | sell | 1651 | 0.10 | 79.459 | 0.000 | 0.000 | ||
| 5242 | 2012.06.11 16:45 | modify | 1651 | 0.10 | 79.459 | 79.759 | 78.259 | ||
| 5243 | 2012.06.12 05:15 | modify | 1651 | 0.10 | 79.459 | 79.459 | 78.259 | ||
| 5244 | 2012.06.12 06:30 | s/l | 1651 | 0.10 | 79.459 | 79.459 | 78.259 | -26.00 | 1711386.00 |
| 5245 | 2012.06.12 06:35 | sell | 1652 | 0.10 | 79.517 | 0.000 | 0.000 | ||
| 5246 | 2012.06.12 06:35 | modify | 1652 | 0.10 | 79.517 | 79.817 | 78.317 | ||
| 5247 | 2012.06.12 20:40 | close | 1652 | 0.10 | 79.432 | 79.817 | 78.317 | 850.00 | 1712236.00 |
| 5248 | 2012.06.13 19:35 | sell | 1653 | 0.10 | 79.377 | 0.000 | 0.000 | ||
| 5249 | 2012.06.13 19:35 | modify | 1653 | 0.10 | 79.377 | 79.677 | 78.177 | ||
| 5250 | 2012.06.14 09:40 | close | 1653 | 0.10 | 79.404 | 79.677 | 78.177 | -296.00 | 1711940.00 |