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 |
| 5401 | 2012.09.19 04:35 | modify | 1702 | 0.10 | 78.638 | 78.388 | 79.588 | ||
| 5402 | 2012.09.19 08:15 | modify | 1702 | 0.10 | 78.638 | 78.638 | 79.588 | ||
| 5403 | 2012.09.19 15:50 | s/l | 1702 | 0.10 | 78.638 | 78.638 | 79.588 | 0.00 | 1728727.00 |
| 5404 | 2012.09.20 01:40 | sell | 1703 | 0.10 | 78.355 | 0.000 | 0.000 | ||
| 5405 | 2012.09.20 01:40 | modify | 1703 | 0.10 | 78.355 | 78.655 | 77.155 | ||
| 5406 | 2012.09.20 15:45 | close | 1703 | 0.10 | 78.100 | 78.655 | 77.155 | 2550.00 | 1731277.00 |
| 5407 | 2012.09.21 15:50 | sell | 1704 | 0.10 | 78.174 | 0.000 | 0.000 | ||
| 5408 | 2012.09.21 15:50 | modify | 1704 | 0.10 | 78.174 | 78.474 | 76.974 | ||
| 5409 | 2012.09.21 16:00 | close | 1704 | 0.10 | 78.179 | 78.474 | 76.974 | -50.00 | 1731227.00 |
| 5410 | 2012.09.24 00:00 | sell | 1705 | 0.10 | 78.140 | 0.000 | 0.000 | ||
| 5411 | 2012.09.24 00:00 | modify | 1705 | 0.10 | 78.140 | 78.440 | 76.940 | ||
| 5412 | 2012.09.24 14:05 | close | 1705 | 0.10 | 78.041 | 78.440 | 76.940 | 990.00 | 1732217.00 |
| 5413 | 2012.09.24 14:50 | sell | 1706 | 0.10 | 78.003 | 0.000 | 0.000 | ||
| 5414 | 2012.09.24 14:50 | modify | 1706 | 0.10 | 78.003 | 78.303 | 76.803 | ||
| 5415 | 2012.09.24 20:20 | modify | 1706 | 0.10 | 78.003 | 78.003 | 76.803 | ||
| 5416 | 2012.09.25 07:20 | close | 1706 | 0.10 | 77.829 | 78.003 | 76.803 | 1714.00 | 1733931.00 |
| 5417 | 2012.09.25 22:15 | buy | 1707 | 0.10 | 77.764 | 0.000 | 0.000 | ||
| 5418 | 2012.09.25 22:15 | modify | 1707 | 0.10 | 77.764 | 77.514 | 78.714 | ||
| 5419 | 2012.09.26 08:20 | close | 1707 | 0.10 | 77.774 | 77.514 | 78.714 | 85.00 | 1734016.00 |
| 5420 | 2012.09.26 11:05 | sell | 1708 | 0.10 | 77.681 | 0.000 | 0.000 | ||
| 5421 | 2012.09.26 11:05 | modify | 1708 | 0.10 | 77.681 | 77.981 | 76.481 | ||
| 5422 | 2012.09.27 01:10 | close | 1708 | 0.10 | 77.734 | 77.981 | 76.481 | -556.00 | 1733460.00 |
| 5423 | 2012.10.01 05:25 | buy | 1709 | 0.10 | 77.912 | 0.000 | 0.000 | ||
| 5424 | 2012.10.01 05:25 | modify | 1709 | 0.10 | 77.912 | 77.662 | 78.862 | ||
| 5425 | 2012.10.01 08:15 | close | 1709 | 0.10 | 77.866 | 77.662 | 78.862 | -460.00 | 1733000.00 |
| 5426 | 2012.10.02 04:50 | buy | 1710 | 0.10 | 78.081 | 0.000 | 0.000 | ||
| 5427 | 2012.10.02 04:50 | modify | 1710 | 0.10 | 78.081 | 77.831 | 79.031 | ||
| 5428 | 2012.10.02 14:55 | close | 1710 | 0.10 | 78.140 | 77.831 | 79.031 | 590.00 | 1733590.00 |
| 5429 | 2012.10.02 16:10 | buy | 1711 | 0.10 | 78.115 | 0.000 | 0.000 | ||
| 5430 | 2012.10.02 16:10 | modify | 1711 | 0.10 | 78.115 | 77.865 | 79.065 | ||
| 5431 | 2012.10.03 02:15 | close | 1711 | 0.10 | 78.220 | 77.865 | 79.065 | 1035.00 | 1734625.00 |
| 5432 | 2012.10.03 09:00 | buy | 1712 | 0.10 | 78.233 | 0.000 | 0.000 | ||
| 5433 | 2012.10.03 09:00 | modify | 1712 | 0.10 | 78.233 | 77.983 | 79.183 | ||
| 5434 | 2012.10.03 18:15 | modify | 1712 | 0.10 | 78.233 | 78.233 | 79.183 | ||
| 5435 | 2012.10.03 20:00 | close | 1712 | 0.10 | 78.542 | 78.233 | 79.183 | 3090.00 | 1737715.00 |
| 5436 | 2012.10.04 20:25 | sell | 1713 | 0.10 | 78.325 | 0.000 | 0.000 | ||
| 5437 | 2012.10.04 20:25 | modify | 1713 | 0.10 | 78.325 | 78.625 | 77.125 | ||
| 5438 | 2012.10.04 23:45 | close | 1713 | 0.10 | 78.463 | 78.625 | 77.125 | -1380.00 | 1736335.00 |
| 5439 | 2012.10.05 01:45 | sell | 1714 | 0.10 | 78.484 | 0.000 | 0.000 | ||
| 5440 | 2012.10.05 01:45 | modify | 1714 | 0.10 | 78.484 | 78.784 | 77.284 | ||
| 5441 | 2012.10.05 15:50 | s/l | 1714 | 0.10 | 78.784 | 78.784 | 77.284 | -3000.00 | 1733335.00 |
| 5442 | 2012.10.08 09:40 | sell | 1715 | 0.10 | 78.530 | 0.000 | 0.000 | ||
| 5443 | 2012.10.08 09:40 | modify | 1715 | 0.10 | 78.530 | 78.830 | 77.330 | ||
| 5444 | 2012.10.08 12:10 | modify | 1715 | 0.10 | 78.530 | 78.530 | 77.330 | ||
| 5445 | 2012.10.08 18:55 | close | 1715 | 0.10 | 78.125 | 78.530 | 77.330 | 4050.00 | 1737385.00 |
| 5446 | 2012.10.08 21:10 | sell | 1716 | 0.10 | 78.271 | 0.000 | 0.000 | ||
| 5447 | 2012.10.08 21:10 | modify | 1716 | 0.10 | 78.271 | 78.571 | 77.071 | ||
| 5448 | 2012.10.09 06:50 | close | 1716 | 0.10 | 78.367 | 78.571 | 77.071 | -986.00 | 1736399.00 |
| 5449 | 2012.10.09 23:40 | sell | 1717 | 0.10 | 78.222 | 0.000 | 0.000 | ||
| 5450 | 2012.10.09 23:40 | modify | 1717 | 0.10 | 78.222 | 78.522 | 77.022 | ||
| 5451 | 2012.10.10 13:45 | close | 1717 | 0.10 | 78.271 | 78.522 | 77.022 | -516.00 | 1735883.00 |
| 5452 | 2012.10.11 00:50 | sell | 1718 | 0.10 | 78.183 | 0.000 | 0.000 | ||
| 5453 | 2012.10.11 00:50 | modify | 1718 | 0.10 | 78.183 | 78.483 | 76.983 | ||
| 5454 | 2012.10.11 06:35 | modify | 1718 | 0.10 | 78.183 | 78.183 | 76.983 | ||
| 5455 | 2012.10.11 13:30 | s/l | 1718 | 0.10 | 78.183 | 78.183 | 76.983 | 0.00 | 1735883.00 |
| 5456 | 2012.10.11 20:05 | buy | 1719 | 0.10 | 78.414 | 0.000 | 0.000 | ||
| 5457 | 2012.10.11 20:05 | modify | 1719 | 0.10 | 78.414 | 78.164 | 79.364 | ||
| 5458 | 2012.10.12 06:10 | close | 1719 | 0.10 | 78.370 | 78.164 | 79.364 | -455.00 | 1735428.00 |
| 5459 | 2012.10.12 07:05 | buy | 1720 | 0.10 | 78.402 | 0.000 | 0.000 | ||
| 5460 | 2012.10.12 07:05 | modify | 1720 | 0.10 | 78.402 | 78.152 | 79.352 | ||
| 5461 | 2012.10.12 16:00 | close | 1720 | 0.10 | 78.330 | 78.152 | 79.352 | -720.00 | 1734708.00 |
| 5462 | 2012.10.16 06:50 | buy | 1721 | 0.10 | 78.808 | 0.000 | 0.000 | ||
| 5463 | 2012.10.16 06:50 | modify | 1721 | 0.10 | 78.808 | 78.558 | 79.758 | ||
| 5464 | 2012.10.16 16:55 | close | 1721 | 0.10 | 78.855 | 78.558 | 79.758 | 470.00 | 1735178.00 |
| 5465 | 2012.10.17 15:30 | sell | 1722 | 0.10 | 78.623 | 0.000 | 0.000 | ||
| 5466 | 2012.10.17 15:30 | modify | 1722 | 0.10 | 78.623 | 78.923 | 77.423 | ||
| 5467 | 2012.10.17 19:30 | close | 1722 | 0.10 | 78.790 | 78.923 | 77.423 | -1670.00 | 1733508.00 |
| 5468 | 2012.10.17 19:50 | sell | 1723 | 0.10 | 78.750 | 0.000 | 0.000 | ||
| 5469 | 2012.10.17 19:50 | modify | 1723 | 0.10 | 78.750 | 79.050 | 77.550 | ||
| 5470 | 2012.10.17 21:50 | close | 1723 | 0.10 | 78.977 | 79.050 | 77.550 | -2270.00 | 1731238.00 |
| 5471 | 2012.10.18 00:45 | buy | 1724 | 0.10 | 78.964 | 0.000 | 0.000 | ||
| 5472 | 2012.10.18 00:45 | modify | 1724 | 0.10 | 78.964 | 78.714 | 79.914 | ||
| 5473 | 2012.10.18 05:20 | modify | 1724 | 0.10 | 78.964 | 78.964 | 79.914 | ||
| 5474 | 2012.10.18 23:45 | close | 1724 | 0.10 | 79.244 | 78.964 | 79.914 | 2800.00 | 1734038.00 |
| 5475 | 2012.10.19 02:30 | sell | 1725 | 0.10 | 79.313 | 0.000 | 0.000 | ||
| 5476 | 2012.10.19 02:30 | modify | 1725 | 0.10 | 79.313 | 79.613 | 78.113 | ||
| 5477 | 2012.10.19 16:00 | close | 1725 | 0.10 | 79.297 | 79.613 | 78.113 | 160.00 | 1734198.00 |
| 5478 | 2012.10.22 00:05 | sell | 1726 | 0.10 | 79.255 | 0.000 | 0.000 | ||
| 5479 | 2012.10.22 00:05 | modify | 1726 | 0.10 | 79.255 | 79.555 | 78.055 | ||
| 5480 | 2012.10.22 07:30 | close | 1726 | 0.10 | 79.368 | 79.555 | 78.055 | -1130.00 | 1733068.00 |
| 5481 | 2012.10.23 14:05 | sell | 1727 | 0.10 | 79.862 | 0.000 | 0.000 | ||
| 5482 | 2012.10.23 14:05 | modify | 1727 | 0.10 | 79.862 | 80.162 | 78.662 | ||
| 5483 | 2012.10.24 04:10 | close | 1727 | 0.10 | 79.850 | 80.162 | 78.662 | 94.00 | 1733162.00 |
| 5484 | 2012.10.24 10:45 | sell | 1728 | 0.10 | 79.804 | 0.000 | 0.000 | ||
| 5485 | 2012.10.24 10:45 | modify | 1728 | 0.10 | 79.804 | 80.104 | 78.604 | ||
| 5486 | 2012.10.25 00:50 | close | 1728 | 0.10 | 79.791 | 80.104 | 78.604 | 104.00 | 1733266.00 |
| 5487 | 2012.10.26 12:50 | sell | 1729 | 0.10 | 79.920 | 0.000 | 0.000 | ||
| 5488 | 2012.10.26 12:50 | modify | 1729 | 0.10 | 79.920 | 80.220 | 78.720 | ||
| 5489 | 2012.10.26 16:00 | close | 1729 | 0.10 | 79.853 | 80.220 | 78.720 | 670.00 | 1733936.00 |
| 5490 | 2012.10.26 16:15 | sell | 1730 | 0.10 | 79.804 | 0.000 | 0.000 | ||
| 5491 | 2012.10.26 16:15 | close | 1730 | 0.10 | 79.809 | 0.000 | 0.000 | -50.00 | 1733886.00 |
| 5492 | 2012.10.29 01:30 | sell | 1731 | 0.10 | 79.635 | 0.000 | 0.000 | ||
| 5493 | 2012.10.29 01:30 | modify | 1731 | 0.10 | 79.635 | 79.935 | 78.435 | ||
| 5494 | 2012.10.29 15:35 | close | 1731 | 0.10 | 79.619 | 79.935 | 78.435 | 160.00 | 1734046.00 |
| 5495 | 2012.10.30 16:55 | sell | 1732 | 0.10 | 79.605 | 0.000 | 0.000 | ||
| 5496 | 2012.10.30 16:55 | modify | 1732 | 0.10 | 79.605 | 79.905 | 78.405 | ||
| 5497 | 2012.10.31 07:00 | close | 1732 | 0.10 | 79.648 | 79.905 | 78.405 | -456.00 | 1733590.00 |
| 5498 | 2012.10.31 18:20 | buy | 1733 | 0.10 | 79.865 | 0.000 | 0.000 | ||
| 5499 | 2012.10.31 18:20 | modify | 1733 | 0.10 | 79.865 | 79.615 | 80.815 | ||
| 5500 | 2012.11.01 04:25 | close | 1733 | 0.10 | 79.958 | 79.615 | 80.815 | 915.00 | 1734505.00 |
| 5501 | 2012.11.01 19:35 | buy | 1734 | 0.10 | 80.144 | 0.000 | 0.000 | ||
| 5502 | 2012.11.01 19:35 | modify | 1734 | 0.10 | 80.144 | 79.894 | 81.094 | ||
| 5503 | 2012.11.02 05:40 | close | 1734 | 0.10 | 80.238 | 79.894 | 81.094 | 925.00 | 1735430.00 |
| 5504 | 2012.11.06 04:55 | sell | 1735 | 0.10 | 80.200 | 0.000 | 0.000 | ||
| 5505 | 2012.11.06 04:55 | modify | 1735 | 0.10 | 80.200 | 80.500 | 79.000 | ||
| 5506 | 2012.11.06 07:15 | modify | 1735 | 0.10 | 80.200 | 80.200 | 79.000 | ||
| 5507 | 2012.11.06 11:30 | s/l | 1735 | 0.10 | 80.200 | 80.200 | 79.000 | 0.00 | 1735430.00 |
| 5508 | 2012.11.07 08:05 | sell | 1736 | 0.10 | 80.099 | 0.000 | 0.000 | ||
| 5509 | 2012.11.07 08:05 | modify | 1736 | 0.10 | 80.099 | 80.399 | 78.899 | ||
| 5510 | 2012.11.07 11:25 | close | 1736 | 0.10 | 80.342 | 80.399 | 78.899 | -2430.00 | 1733000.00 |
| 5511 | 2012.11.07 16:35 | sell | 1737 | 0.10 | 79.915 | 0.000 | 0.000 | ||
| 5512 | 2012.11.07 16:35 | modify | 1737 | 0.10 | 79.915 | 80.215 | 78.715 | ||
| 5513 | 2012.11.08 06:40 | close | 1737 | 0.10 | 79.843 | 80.215 | 78.715 | 694.00 | 1733694.00 |
| 5514 | 2012.11.08 08:00 | sell | 1738 | 0.10 | 79.885 | 0.000 | 0.000 | ||
| 5515 | 2012.11.08 08:00 | modify | 1738 | 0.10 | 79.885 | 80.185 | 78.685 | ||
| 5516 | 2012.11.08 19:50 | modify | 1738 | 0.10 | 79.885 | 79.885 | 78.685 | ||
| 5517 | 2012.11.08 23:30 | close | 1738 | 0.10 | 79.361 | 79.885 | 78.685 | 5240.00 | 1738934.00 |
| 5518 | 2012.11.09 08:45 | sell | 1739 | 0.10 | 79.516 | 0.000 | 0.000 | ||
| 5519 | 2012.11.09 08:45 | modify | 1739 | 0.10 | 79.516 | 79.816 | 78.316 | ||
| 5520 | 2012.11.09 14:15 | modify | 1739 | 0.10 | 79.516 | 79.516 | 78.316 | ||
| 5521 | 2012.11.09 16:00 | close | 1739 | 0.10 | 79.259 | 79.516 | 78.316 | 2570.00 | 1741504.00 |
| 5522 | 2012.11.12 17:30 | sell | 1740 | 0.10 | 79.371 | 0.000 | 0.000 | ||
| 5523 | 2012.11.12 17:30 | modify | 1740 | 0.10 | 79.371 | 79.671 | 78.171 | ||
| 5524 | 2012.11.12 21:35 | close | 1740 | 0.10 | 79.445 | 79.671 | 78.171 | -740.00 | 1740764.00 |
| 5525 | 2012.11.13 16:40 | buy | 1741 | 0.10 | 79.422 | 0.000 | 0.000 | ||
| 5526 | 2012.11.13 16:40 | modify | 1741 | 0.10 | 79.422 | 79.172 | 80.372 | ||
| 5527 | 2012.11.14 02:45 | close | 1741 | 0.10 | 79.517 | 79.172 | 80.372 | 935.00 | 1741699.00 |
| 5528 | 2012.11.14 04:35 | buy | 1742 | 0.10 | 79.501 | 0.000 | 0.000 | ||
| 5529 | 2012.11.14 04:35 | modify | 1742 | 0.10 | 79.501 | 79.251 | 80.451 | ||
| 5530 | 2012.11.14 09:50 | modify | 1742 | 0.10 | 79.501 | 79.501 | 80.451 | ||
| 5531 | 2012.11.14 14:15 | close | 1742 | 0.10 | 80.058 | 79.501 | 80.451 | 5570.00 | 1747269.00 |
| 5532 | 2012.11.19 01:55 | buy | 1743 | 0.10 | 81.431 | 0.000 | 0.000 | ||
| 5533 | 2012.11.19 01:55 | modify | 1743 | 0.10 | 81.431 | 81.181 | 82.381 | ||
| 5534 | 2012.11.19 04:20 | s/l | 1743 | 0.10 | 81.181 | 81.181 | 82.381 | -2500.00 | 1744769.00 |
| 5535 | 2012.11.19 04:55 | buy | 1744 | 0.10 | 81.197 | 0.000 | 0.000 | ||
| 5536 | 2012.11.19 04:55 | modify | 1744 | 0.10 | 81.197 | 80.947 | 82.147 | ||
| 5537 | 2012.11.19 15:00 | close | 1744 | 0.10 | 81.169 | 80.947 | 82.147 | -280.00 | 1744489.00 |
| 5538 | 2012.11.19 20:10 | sell | 1745 | 0.10 | 81.157 | 0.000 | 0.000 | ||
| 5539 | 2012.11.19 20:10 | modify | 1745 | 0.10 | 81.157 | 81.457 | 79.957 | ||
| 5540 | 2012.11.19 22:10 | close | 1745 | 0.10 | 81.397 | 81.457 | 79.957 | -2400.00 | 1742089.00 |
| 5541 | 2012.11.19 23:20 | sell | 1746 | 0.10 | 81.342 | 0.000 | 0.000 | ||
| 5542 | 2012.11.19 23:20 | modify | 1746 | 0.10 | 81.342 | 81.642 | 80.142 | ||
| 5543 | 2012.11.20 13:25 | close | 1746 | 0.10 | 81.337 | 81.642 | 80.142 | 24.00 | 1742113.00 |
| 5544 | 2012.11.22 22:50 | sell | 1747 | 0.10 | 82.419 | 0.000 | 0.000 | ||
| 5545 | 2012.11.22 22:50 | modify | 1747 | 0.10 | 82.419 | 82.719 | 81.219 | ||
| 5546 | 2012.11.23 06:20 | modify | 1747 | 0.10 | 82.419 | 82.419 | 81.219 | ||
| 5547 | 2012.11.23 16:00 | close | 1747 | 0.10 | 82.325 | 82.419 | 81.219 | 914.00 | 1743027.00 |
| 5548 | 2012.11.26 14:15 | sell | 1748 | 0.10 | 82.062 | 0.000 | 0.000 | ||
| 5549 | 2012.11.26 14:15 | modify | 1748 | 0.10 | 82.062 | 82.362 | 80.862 | ||
| 5550 | 2012.11.26 21:10 | close | 1748 | 0.10 | 82.159 | 82.362 | 80.862 | -970.00 | 1742057.00 |