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 |
| 5251 | 2012.06.14 10:30 | sell | 1654 | 0.10 | 79.385 | 0.000 | 0.000 | ||
| 5252 | 2012.06.14 10:30 | modify | 1654 | 0.10 | 79.385 | 79.685 | 78.185 | ||
| 5253 | 2012.06.15 00:35 | close | 1654 | 0.10 | 79.367 | 79.685 | 78.185 | 154.00 | 1712094.00 |
| 5254 | 2012.06.18 23:40 | sell | 1655 | 0.10 | 79.104 | 0.000 | 0.000 | ||
| 5255 | 2012.06.18 23:40 | modify | 1655 | 0.10 | 79.104 | 79.404 | 77.904 | ||
| 5256 | 2012.06.19 08:45 | modify | 1655 | 0.10 | 79.104 | 79.104 | 77.904 | ||
| 5257 | 2012.06.20 02:55 | s/l | 1655 | 0.10 | 79.104 | 79.104 | 77.904 | -52.00 | 1712042.00 |
| 5258 | 2012.06.21 04:15 | buy | 1656 | 0.10 | 79.426 | 0.000 | 0.000 | ||
| 5259 | 2012.06.21 04:15 | modify | 1656 | 0.10 | 79.426 | 79.176 | 80.376 | ||
| 5260 | 2012.06.21 06:40 | modify | 1656 | 0.10 | 79.426 | 79.426 | 80.376 | ||
| 5261 | 2012.06.21 15:25 | close | 1656 | 0.10 | 80.057 | 79.426 | 80.376 | 6310.00 | 1718352.00 |
| 5262 | 2012.06.25 22:20 | sell | 1657 | 0.10 | 79.661 | 0.000 | 0.000 | ||
| 5263 | 2012.06.25 22:20 | modify | 1657 | 0.10 | 79.661 | 79.961 | 78.461 | ||
| 5264 | 2012.06.26 12:25 | close | 1657 | 0.10 | 79.268 | 79.961 | 78.461 | 3904.00 | 1722256.00 |
| 5265 | 2012.06.28 09:15 | sell | 1658 | 0.10 | 79.416 | 0.000 | 0.000 | ||
| 5266 | 2012.06.28 09:15 | modify | 1658 | 0.10 | 79.416 | 79.716 | 78.216 | ||
| 5267 | 2012.06.28 23:20 | close | 1658 | 0.10 | 79.458 | 79.716 | 78.216 | -420.00 | 1721836.00 |
| 5268 | 2012.06.29 16:05 | buy | 1659 | 0.10 | 79.534 | 0.000 | 0.000 | ||
| 5269 | 2012.06.29 16:05 | close | 1659 | 0.10 | 79.529 | 0.000 | 0.000 | -50.00 | 1721786.00 |
| 5270 | 2012.07.02 02:25 | buy | 1660 | 0.10 | 79.922 | 0.000 | 0.000 | ||
| 5271 | 2012.07.02 02:25 | modify | 1660 | 0.10 | 79.922 | 79.672 | 80.872 | ||
| 5272 | 2012.07.02 06:10 | close | 1660 | 0.10 | 79.743 | 79.672 | 80.872 | -1790.00 | 1719996.00 |
| 5273 | 2012.07.03 11:30 | buy | 1661 | 0.10 | 79.820 | 0.000 | 0.000 | ||
| 5274 | 2012.07.03 11:30 | modify | 1661 | 0.10 | 79.820 | 79.570 | 80.770 | ||
| 5275 | 2012.07.03 21:35 | close | 1661 | 0.10 | 79.871 | 79.570 | 80.770 | 510.00 | 1720506.00 |
| 5276 | 2012.07.04 00:10 | buy | 1662 | 0.10 | 79.830 | 0.000 | 0.000 | ||
| 5277 | 2012.07.04 00:10 | modify | 1662 | 0.10 | 79.830 | 79.580 | 80.780 | ||
| 5278 | 2012.07.04 10:15 | close | 1662 | 0.10 | 79.745 | 79.580 | 80.780 | -850.00 | 1719656.00 |
| 5279 | 2012.07.04 22:15 | buy | 1663 | 0.10 | 79.832 | 0.000 | 0.000 | ||
| 5280 | 2012.07.04 22:15 | modify | 1663 | 0.10 | 79.832 | 79.582 | 80.782 | ||
| 5281 | 2012.07.05 08:20 | close | 1663 | 0.10 | 79.799 | 79.582 | 80.782 | -345.00 | 1719311.00 |
| 5282 | 2012.07.05 13:25 | sell | 1664 | 0.10 | 79.707 | 0.000 | 0.000 | ||
| 5283 | 2012.07.05 13:25 | modify | 1664 | 0.10 | 79.707 | 80.007 | 78.507 | ||
| 5284 | 2012.07.05 15:35 | s/l | 1664 | 0.10 | 80.007 | 80.007 | 78.507 | -3000.00 | 1716311.00 |
| 5285 | 2012.07.06 03:20 | buy | 1665 | 0.10 | 79.919 | 0.000 | 0.000 | ||
| 5286 | 2012.07.06 03:20 | modify | 1665 | 0.10 | 79.919 | 79.669 | 80.869 | ||
| 5287 | 2012.07.06 13:25 | close | 1665 | 0.10 | 79.888 | 79.669 | 80.869 | -310.00 | 1716001.00 |
| 5288 | 2012.07.09 02:05 | sell | 1666 | 0.10 | 79.655 | 0.000 | 0.000 | ||
| 5289 | 2012.07.09 02:05 | modify | 1666 | 0.10 | 79.655 | 79.955 | 78.455 | ||
| 5290 | 2012.07.09 16:10 | close | 1666 | 0.10 | 79.593 | 79.955 | 78.455 | 620.00 | 1716621.00 |
| 5291 | 2012.07.10 06:25 | sell | 1667 | 0.10 | 79.507 | 0.000 | 0.000 | ||
| 5292 | 2012.07.10 06:25 | modify | 1667 | 0.10 | 79.507 | 79.807 | 78.307 | ||
| 5293 | 2012.07.10 20:30 | close | 1667 | 0.10 | 79.452 | 79.807 | 78.307 | 550.00 | 1717171.00 |
| 5294 | 2012.07.11 11:05 | sell | 1668 | 0.10 | 79.307 | 0.000 | 0.000 | ||
| 5295 | 2012.07.11 11:05 | modify | 1668 | 0.10 | 79.307 | 79.607 | 78.107 | ||
| 5296 | 2012.07.11 18:00 | s/l | 1668 | 0.10 | 79.607 | 79.607 | 78.107 | -3000.00 | 1714171.00 |
| 5297 | 2012.07.12 03:20 | buy | 1669 | 0.10 | 79.611 | 0.000 | 0.000 | ||
| 5298 | 2012.07.12 03:20 | modify | 1669 | 0.10 | 79.611 | 79.361 | 80.561 | ||
| 5299 | 2012.07.12 09:55 | s/l | 1669 | 0.10 | 79.361 | 79.361 | 80.561 | -2500.00 | 1711671.00 |
| 5300 | 2012.07.12 20:40 | sell | 1670 | 0.10 | 79.303 | 0.000 | 0.000 | ||
| 5301 | 2012.07.12 20:40 | modify | 1670 | 0.10 | 79.303 | 79.603 | 78.103 | ||
| 5302 | 2012.07.13 10:45 | close | 1670 | 0.10 | 79.273 | 79.603 | 78.103 | 274.00 | 1711945.00 |
| 5303 | 2012.07.17 22:05 | buy | 1671 | 0.10 | 79.089 | 0.000 | 0.000 | ||
| 5304 | 2012.07.17 22:05 | modify | 1671 | 0.10 | 79.089 | 78.839 | 80.039 | ||
| 5305 | 2012.07.18 08:10 | close | 1671 | 0.10 | 78.993 | 78.839 | 80.039 | -975.00 | 1710970.00 |
| 5306 | 2012.07.20 05:50 | buy | 1672 | 0.10 | 78.594 | 0.000 | 0.000 | ||
| 5307 | 2012.07.20 05:50 | modify | 1672 | 0.10 | 78.594 | 78.344 | 79.544 | ||
| 5308 | 2012.07.20 15:55 | close | 1672 | 0.10 | 78.560 | 78.344 | 79.544 | -340.00 | 1710630.00 |
| 5309 | 2012.07.24 02:35 | buy | 1673 | 0.10 | 78.322 | 0.000 | 0.000 | ||
| 5310 | 2012.07.24 02:35 | modify | 1673 | 0.10 | 78.322 | 78.072 | 79.272 | ||
| 5311 | 2012.07.24 12:40 | close | 1673 | 0.10 | 78.215 | 78.072 | 79.272 | -1070.00 | 1709560.00 |
| 5312 | 2012.07.25 13:55 | buy | 1674 | 0.10 | 78.215 | 0.000 | 0.000 | ||
| 5313 | 2012.07.25 13:55 | modify | 1674 | 0.10 | 78.215 | 77.965 | 79.165 | ||
| 5314 | 2012.07.25 22:25 | close | 1674 | 0.10 | 78.107 | 77.965 | 79.165 | -1080.00 | 1708480.00 |
| 5315 | 2012.07.25 22:40 | buy | 1675 | 0.10 | 78.127 | 0.000 | 0.000 | ||
| 5316 | 2012.07.25 22:40 | modify | 1675 | 0.10 | 78.127 | 77.877 | 79.077 | ||
| 5317 | 2012.07.26 08:45 | close | 1675 | 0.10 | 78.165 | 77.877 | 79.077 | 365.00 | 1708845.00 |
| 5318 | 2012.07.26 22:55 | buy | 1676 | 0.10 | 78.208 | 0.000 | 0.000 | ||
| 5319 | 2012.07.26 22:55 | modify | 1676 | 0.10 | 78.208 | 77.958 | 79.158 | ||
| 5320 | 2012.07.27 09:00 | close | 1676 | 0.10 | 78.235 | 77.958 | 79.158 | 255.00 | 1709100.00 |
| 5321 | 2012.07.30 00:55 | buy | 1677 | 0.10 | 78.500 | 0.000 | 0.000 | ||
| 5322 | 2012.07.30 00:55 | modify | 1677 | 0.10 | 78.500 | 78.250 | 79.450 | ||
| 5323 | 2012.07.30 07:05 | close | 1677 | 0.10 | 78.381 | 78.250 | 79.450 | -1190.00 | 1707910.00 |
| 5324 | 2012.07.31 00:45 | sell | 1678 | 0.10 | 78.159 | 0.000 | 0.000 | ||
| 5325 | 2012.07.31 00:45 | modify | 1678 | 0.10 | 78.159 | 78.459 | 76.959 | ||
| 5326 | 2012.07.31 14:50 | close | 1678 | 0.10 | 78.153 | 78.459 | 76.959 | 60.00 | 1707970.00 |
| 5327 | 2012.08.01 03:55 | sell | 1679 | 0.10 | 78.087 | 0.000 | 0.000 | ||
| 5328 | 2012.08.01 03:55 | modify | 1679 | 0.10 | 78.087 | 78.387 | 76.887 | ||
| 5329 | 2012.08.01 18:00 | close | 1679 | 0.10 | 78.239 | 78.387 | 76.887 | -1520.00 | 1706450.00 |
| 5330 | 2012.08.03 12:35 | buy | 1680 | 0.10 | 78.230 | 0.000 | 0.000 | ||
| 5331 | 2012.08.03 12:35 | modify | 1680 | 0.10 | 78.230 | 77.980 | 79.180 | ||
| 5332 | 2012.08.03 16:00 | close | 1680 | 0.10 | 78.671 | 77.980 | 79.180 | 4410.00 | 1710860.00 |
| 5333 | 2012.08.06 00:05 | buy | 1681 | 0.10 | 78.609 | 0.000 | 0.000 | ||
| 5334 | 2012.08.06 00:05 | modify | 1681 | 0.10 | 78.609 | 78.359 | 79.559 | ||
| 5335 | 2012.08.06 05:05 | close | 1681 | 0.10 | 78.387 | 78.359 | 79.559 | -2220.00 | 1708640.00 |
| 5336 | 2012.08.06 05:50 | buy | 1682 | 0.10 | 78.421 | 0.000 | 0.000 | ||
| 5337 | 2012.08.06 05:50 | modify | 1682 | 0.10 | 78.421 | 78.171 | 79.371 | ||
| 5338 | 2012.08.06 14:25 | close | 1682 | 0.10 | 78.296 | 78.171 | 79.371 | -1250.00 | 1707390.00 |
| 5339 | 2012.08.07 06:15 | sell | 1683 | 0.10 | 78.254 | 0.000 | 0.000 | ||
| 5340 | 2012.08.07 06:15 | modify | 1683 | 0.10 | 78.254 | 78.554 | 77.054 | ||
| 5341 | 2012.08.07 15:05 | close | 1683 | 0.10 | 78.472 | 78.554 | 77.054 | -2180.00 | 1705210.00 |
| 5342 | 2012.08.08 00:30 | buy | 1684 | 0.10 | 78.612 | 0.000 | 0.000 | ||
| 5343 | 2012.08.08 00:30 | modify | 1684 | 0.10 | 78.612 | 78.362 | 79.562 | ||
| 5344 | 2012.08.08 06:30 | close | 1684 | 0.10 | 78.514 | 78.362 | 79.562 | -980.00 | 1704230.00 |
| 5345 | 2012.08.09 22:00 | buy | 1685 | 0.10 | 78.559 | 0.000 | 0.000 | ||
| 5346 | 2012.08.09 22:00 | modify | 1685 | 0.10 | 78.559 | 78.309 | 79.509 | ||
| 5347 | 2012.08.10 08:05 | close | 1685 | 0.10 | 78.590 | 78.309 | 79.509 | 295.00 | 1704525.00 |
| 5348 | 2012.08.13 00:10 | sell | 1686 | 0.10 | 78.212 | 0.000 | 0.000 | ||
| 5349 | 2012.08.13 00:10 | modify | 1686 | 0.10 | 78.212 | 78.512 | 77.012 | ||
| 5350 | 2012.08.13 14:15 | close | 1686 | 0.10 | 78.310 | 78.512 | 77.012 | -980.00 | 1703545.00 |
| 5351 | 2012.08.16 03:55 | buy | 1687 | 0.10 | 79.085 | 0.000 | 0.000 | ||
| 5352 | 2012.08.16 03:55 | modify | 1687 | 0.10 | 79.085 | 78.835 | 80.035 | ||
| 5353 | 2012.08.16 14:00 | close | 1687 | 0.10 | 79.208 | 78.835 | 80.035 | 1230.00 | 1704775.00 |
| 5354 | 2012.08.17 10:15 | buy | 1688 | 0.10 | 79.422 | 0.000 | 0.000 | ||
| 5355 | 2012.08.17 10:15 | modify | 1688 | 0.10 | 79.422 | 79.172 | 80.372 | ||
| 5356 | 2012.08.17 16:00 | close | 1688 | 0.10 | 79.412 | 79.172 | 80.372 | -100.00 | 1704675.00 |
| 5357 | 2012.08.20 20:15 | sell | 1689 | 0.10 | 79.387 | 0.000 | 0.000 | ||
| 5358 | 2012.08.20 20:15 | modify | 1689 | 0.10 | 79.387 | 79.687 | 78.187 | ||
| 5359 | 2012.08.21 10:20 | close | 1689 | 0.10 | 79.332 | 79.687 | 78.187 | 524.00 | 1705199.00 |
| 5360 | 2012.08.21 11:55 | sell | 1690 | 0.10 | 79.401 | 0.000 | 0.000 | ||
| 5361 | 2012.08.21 11:55 | modify | 1690 | 0.10 | 79.401 | 79.701 | 78.201 | ||
| 5362 | 2012.08.21 23:30 | modify | 1690 | 0.10 | 79.401 | 79.401 | 78.201 | ||
| 5363 | 2012.08.22 06:35 | close | 1690 | 0.10 | 79.233 | 79.401 | 78.201 | 1654.00 | 1706853.00 |
| 5364 | 2012.08.22 11:05 | sell | 1691 | 0.10 | 79.320 | 0.000 | 0.000 | ||
| 5365 | 2012.08.22 11:05 | modify | 1691 | 0.10 | 79.320 | 79.620 | 78.120 | ||
| 5366 | 2012.08.22 18:35 | modify | 1691 | 0.10 | 79.320 | 79.320 | 78.120 | ||
| 5367 | 2012.08.22 22:00 | close | 1691 | 0.10 | 78.529 | 79.320 | 78.120 | 7910.00 | 1714763.00 |
| 5368 | 2012.08.27 05:35 | buy | 1692 | 0.10 | 78.749 | 0.000 | 0.000 | ||
| 5369 | 2012.08.27 05:35 | modify | 1692 | 0.10 | 78.749 | 78.499 | 79.699 | ||
| 5370 | 2012.08.27 11:45 | close | 1692 | 0.10 | 78.673 | 78.499 | 79.699 | -760.00 | 1714003.00 |
| 5371 | 2012.08.29 04:45 | buy | 1693 | 0.10 | 78.597 | 0.000 | 0.000 | ||
| 5372 | 2012.08.29 04:45 | modify | 1693 | 0.10 | 78.597 | 78.347 | 79.547 | ||
| 5373 | 2012.08.29 14:50 | close | 1693 | 0.10 | 78.616 | 78.347 | 79.547 | 190.00 | 1714193.00 |
| 5374 | 2012.08.29 22:30 | buy | 1694 | 0.10 | 78.682 | 0.000 | 0.000 | ||
| 5375 | 2012.08.29 22:30 | modify | 1694 | 0.10 | 78.682 | 78.432 | 79.632 | ||
| 5376 | 2012.08.30 08:35 | close | 1694 | 0.10 | 78.613 | 78.432 | 79.632 | -705.00 | 1713488.00 |
| 5377 | 2012.08.31 08:35 | sell | 1695 | 0.10 | 78.419 | 0.000 | 0.000 | ||
| 5378 | 2012.08.31 08:35 | modify | 1695 | 0.10 | 78.419 | 78.719 | 77.219 | ||
| 5379 | 2012.08.31 16:00 | close | 1695 | 0.10 | 78.365 | 78.719 | 77.219 | 540.00 | 1714028.00 |
| 5380 | 2012.09.03 01:00 | sell | 1696 | 0.10 | 78.308 | 0.000 | 0.000 | ||
| 5381 | 2012.09.03 01:00 | modify | 1696 | 0.10 | 78.308 | 78.608 | 77.108 | ||
| 5382 | 2012.09.03 15:05 | close | 1696 | 0.10 | 78.324 | 78.608 | 77.108 | -160.00 | 1713868.00 |
| 5383 | 2012.09.04 17:05 | buy | 1697 | 0.10 | 78.368 | 0.000 | 0.000 | ||
| 5384 | 2012.09.04 17:05 | modify | 1697 | 0.10 | 78.368 | 78.118 | 79.318 | ||
| 5385 | 2012.09.05 03:10 | close | 1697 | 0.10 | 78.504 | 78.118 | 79.318 | 1345.00 | 1715213.00 |
| 5386 | 2012.09.06 05:20 | buy | 1698 | 0.10 | 78.389 | 0.000 | 0.000 | ||
| 5387 | 2012.09.06 05:20 | modify | 1698 | 0.10 | 78.389 | 78.139 | 79.339 | ||
| 5388 | 2012.09.06 15:25 | close | 1698 | 0.10 | 78.912 | 78.139 | 79.339 | 5230.00 | 1720443.00 |
| 5389 | 2012.09.09 23:10 | sell | 1699 | 0.10 | 78.226 | 0.000 | 0.000 | ||
| 5390 | 2012.09.09 23:10 | modify | 1699 | 0.10 | 78.226 | 78.526 | 77.026 | ||
| 5391 | 2012.09.10 13:15 | close | 1699 | 0.10 | 78.296 | 78.526 | 77.026 | -726.00 | 1719717.00 |
| 5392 | 2012.09.11 09:20 | sell | 1700 | 0.10 | 78.214 | 0.000 | 0.000 | ||
| 5393 | 2012.09.11 09:20 | modify | 1700 | 0.10 | 78.214 | 78.514 | 77.014 | ||
| 5394 | 2012.09.11 14:30 | modify | 1700 | 0.10 | 78.214 | 78.214 | 77.014 | ||
| 5395 | 2012.09.11 17:55 | close | 1700 | 0.10 | 77.775 | 78.214 | 77.014 | 4390.00 | 1724107.00 |
| 5396 | 2012.09.14 05:50 | buy | 1701 | 0.10 | 77.581 | 0.000 | 0.000 | ||
| 5397 | 2012.09.14 05:50 | modify | 1701 | 0.10 | 77.581 | 77.331 | 78.531 | ||
| 5398 | 2012.09.14 12:20 | modify | 1701 | 0.10 | 77.581 | 77.581 | 78.531 | ||
| 5399 | 2012.09.14 16:00 | close | 1701 | 0.10 | 78.043 | 77.581 | 78.531 | 4620.00 | 1728727.00 |
| 5400 | 2012.09.19 04:35 | buy | 1702 | 0.10 | 78.638 | 0.000 | 0.000 | ||