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 |
| 5551 | 2012.11.26 21:30 | sell | 1749 | 0.10 | 82.143 | 0.000 | 0.000 | ||
| 5552 | 2012.11.26 21:30 | modify | 1749 | 0.10 | 82.143 | 82.443 | 80.943 | ||
| 5553 | 2012.11.27 05:20 | modify | 1749 | 0.10 | 82.143 | 82.143 | 80.943 | ||
| 5554 | 2012.11.27 07:00 | s/l | 1749 | 0.10 | 82.143 | 82.143 | 80.943 | -26.00 | 1742031.00 |
| 5555 | 2012.11.28 10:30 | sell | 1750 | 0.10 | 81.842 | 0.000 | 0.000 | ||
| 5556 | 2012.11.28 10:30 | modify | 1750 | 0.10 | 81.842 | 82.142 | 80.642 | ||
| 5557 | 2012.11.28 23:50 | close | 1750 | 0.10 | 82.061 | 82.142 | 80.642 | -2190.00 | 1739841.00 |
| 5558 | 2012.12.04 12:30 | sell | 1751 | 0.10 | 81.972 | 0.000 | 0.000 | ||
| 5559 | 2012.12.04 12:30 | modify | 1751 | 0.10 | 81.972 | 82.272 | 80.772 | ||
| 5560 | 2012.12.05 02:35 | close | 1751 | 0.10 | 81.881 | 82.272 | 80.772 | 884.00 | 1740725.00 |
| 5561 | 2012.12.06 13:45 | buy | 1752 | 0.10 | 82.387 | 0.000 | 0.000 | ||
| 5562 | 2012.12.06 13:45 | modify | 1752 | 0.10 | 82.387 | 82.137 | 83.337 | ||
| 5563 | 2012.12.06 23:50 | close | 1752 | 0.10 | 82.364 | 82.137 | 83.337 | -230.00 | 1740495.00 |
| 5564 | 2012.12.07 10:35 | buy | 1753 | 0.10 | 82.331 | 0.000 | 0.000 | ||
| 5565 | 2012.12.07 10:35 | modify | 1753 | 0.10 | 82.331 | 82.081 | 83.281 | ||
| 5566 | 2012.12.07 16:00 | close | 1753 | 0.10 | 82.665 | 82.081 | 83.281 | 3340.00 | 1743835.00 |
| 5567 | 2012.12.11 01:25 | buy | 1754 | 0.10 | 82.377 | 0.000 | 0.000 | ||
| 5568 | 2012.12.11 01:25 | modify | 1754 | 0.10 | 82.377 | 82.127 | 83.327 | ||
| 5569 | 2012.12.11 11:30 | close | 1754 | 0.10 | 82.432 | 82.127 | 83.327 | 550.00 | 1744385.00 |
| 5570 | 2012.12.17 21:20 | sell | 1755 | 0.10 | 83.795 | 0.000 | 0.000 | ||
| 5571 | 2012.12.17 21:20 | modify | 1755 | 0.10 | 83.795 | 84.095 | 82.595 | ||
| 5572 | 2012.12.18 01:40 | close | 1755 | 0.10 | 83.889 | 84.095 | 82.595 | -966.00 | 1743419.00 |
| 5573 | 2012.12.20 11:00 | sell | 1756 | 0.10 | 83.944 | 0.000 | 0.000 | ||
| 5574 | 2012.12.20 11:00 | modify | 1756 | 0.10 | 83.944 | 84.244 | 82.744 | ||
| 5575 | 2012.12.20 15:35 | s/l | 1756 | 0.10 | 84.244 | 84.244 | 82.744 | -3000.00 | 1740419.00 |
| 5576 | 2012.12.21 11:55 | sell | 1757 | 0.10 | 84.060 | 0.000 | 0.000 | ||
| 5577 | 2012.12.21 11:55 | modify | 1757 | 0.10 | 84.060 | 84.360 | 82.860 | ||
| 5578 | 2012.12.21 16:00 | close | 1757 | 0.10 | 84.001 | 84.360 | 82.860 | 590.00 | 1741009.00 |
| 5579 | 2012.12.31 03:10 | sell | 1758 | 0.10 | 85.918 | 0.000 | 0.000 | ||
| 5580 | 2012.12.31 03:10 | modify | 1758 | 0.10 | 85.918 | 86.218 | 84.718 | ||
| 5581 | 2012.12.31 07:40 | close | 1758 | 0.10 | 86.141 | 86.218 | 84.718 | -2230.00 | 1738779.00 |
| 5582 | 2013.01.03 16:35 | sell | 1759 | 0.10 | 86.826 | 0.000 | 0.000 | ||
| 5583 | 2013.01.03 16:35 | modify | 1759 | 0.10 | 86.826 | 87.126 | 85.626 | ||
| 5584 | 2013.01.03 21:05 | s/l | 1759 | 0.10 | 87.126 | 87.126 | 85.626 | -3000.00 | 1735779.00 |
| 5585 | 2013.01.03 22:00 | sell | 1760 | 0.10 | 87.160 | 0.000 | 0.000 | ||
| 5586 | 2013.01.03 22:00 | modify | 1760 | 0.10 | 87.160 | 87.460 | 85.960 | ||
| 5587 | 2013.01.04 00:30 | s/l | 1760 | 0.10 | 87.460 | 87.460 | 85.960 | -3026.00 | 1732753.00 |
| 5588 | 2013.01.07 13:20 | sell | 1761 | 0.10 | 87.847 | 0.000 | 0.000 | ||
| 5589 | 2013.01.07 13:20 | modify | 1761 | 0.10 | 87.847 | 88.147 | 86.647 | ||
| 5590 | 2013.01.08 03:25 | close | 1761 | 0.10 | 87.474 | 88.147 | 86.647 | 3704.00 | 1736457.00 |
| 5591 | 2013.01.08 04:25 | sell | 1762 | 0.10 | 87.410 | 0.000 | 0.000 | ||
| 5592 | 2013.01.08 04:25 | modify | 1762 | 0.10 | 87.410 | 87.710 | 86.210 | ||
| 5593 | 2013.01.08 04:30 | s/l | 1762 | 0.10 | 87.710 | 87.710 | 86.210 | -3000.00 | 1733457.00 |
| 5594 | 2013.01.08 11:25 | sell | 1763 | 0.10 | 87.344 | 0.000 | 0.000 | ||
| 5595 | 2013.01.08 11:25 | modify | 1763 | 0.10 | 87.344 | 87.644 | 86.144 | ||
| 5596 | 2013.01.08 22:45 | modify | 1763 | 0.10 | 87.344 | 87.344 | 86.144 | ||
| 5597 | 2013.01.09 03:45 | s/l | 1763 | 0.10 | 87.344 | 87.344 | 86.144 | -26.00 | 1733431.00 |
| 5598 | 2013.01.15 12:15 | sell | 1764 | 0.10 | 88.825 | 0.000 | 0.000 | ||
| 5599 | 2013.01.15 12:15 | modify | 1764 | 0.10 | 88.825 | 89.125 | 87.625 | ||
| 5600 | 2013.01.16 02:20 | close | 1764 | 0.10 | 88.721 | 89.125 | 87.625 | 1014.00 | 1734445.00 |
| 5601 | 2013.01.22 01:40 | buy | 1765 | 0.10 | 89.711 | 0.000 | 0.000 | ||
| 5602 | 2013.01.22 01:40 | modify | 1765 | 0.10 | 89.711 | 89.461 | 90.661 | ||
| 5603 | 2013.01.22 04:05 | s/l | 1765 | 0.10 | 89.461 | 89.461 | 90.661 | -2500.00 | 1731945.00 |
| 5604 | 2013.01.22 05:35 | buy | 1766 | 0.10 | 89.495 | 0.000 | 0.000 | ||
| 5605 | 2013.01.22 05:35 | modify | 1766 | 0.10 | 89.495 | 89.245 | 90.445 | ||
| 5606 | 2013.01.22 06:20 | s/l | 1766 | 0.10 | 89.245 | 89.245 | 90.445 | -2500.00 | 1729445.00 |
| 5607 | 2013.01.22 16:50 | sell | 1767 | 0.10 | 88.844 | 0.000 | 0.000 | ||
| 5608 | 2013.01.22 16:50 | modify | 1767 | 0.10 | 88.844 | 89.144 | 87.644 | ||
| 5609 | 2013.01.23 06:55 | close | 1767 | 0.10 | 88.469 | 89.144 | 87.644 | 3724.00 | 1733169.00 |
| 5610 | 2013.01.29 08:25 | buy | 1768 | 0.10 | 90.794 | 0.000 | 0.000 | ||
| 5611 | 2013.01.29 08:25 | modify | 1768 | 0.10 | 90.794 | 90.544 | 91.744 | ||
| 5612 | 2013.01.29 11:05 | s/l | 1768 | 0.10 | 90.544 | 90.544 | 91.744 | -2500.00 | 1730669.00 |
| 5613 | 2013.01.29 11:30 | buy | 1769 | 0.10 | 90.576 | 0.000 | 0.000 | ||
| 5614 | 2013.01.29 11:30 | modify | 1769 | 0.10 | 90.576 | 90.326 | 91.526 | ||
| 5615 | 2013.01.29 13:20 | s/l | 1769 | 0.10 | 90.326 | 90.326 | 91.526 | -2500.00 | 1728169.00 |
| 5616 | 2013.01.31 01:40 | sell | 1770 | 0.10 | 91.047 | 0.000 | 0.000 | ||
| 5617 | 2013.01.31 01:40 | modify | 1770 | 0.10 | 91.047 | 91.347 | 89.847 | ||
| 5618 | 2013.01.31 15:45 | close | 1770 | 0.10 | 90.952 | 91.347 | 89.847 | 950.00 | 1729119.00 |
| 5619 | 2013.02.05 00:10 | sell | 1771 | 0.10 | 92.288 | 0.000 | 0.000 | ||
| 5620 | 2013.02.05 00:10 | modify | 1771 | 0.10 | 92.288 | 92.588 | 91.088 | ||
| 5621 | 2013.02.05 10:55 | s/l | 1771 | 0.10 | 92.588 | 92.588 | 91.088 | -3000.00 | 1726119.00 |
| 5622 | 2013.02.05 17:10 | buy | 1772 | 0.10 | 93.297 | 0.000 | 0.000 | ||
| 5623 | 2013.02.05 17:10 | modify | 1772 | 0.10 | 93.297 | 93.047 | 94.247 | ||
| 5624 | 2013.02.06 03:15 | close | 1772 | 0.10 | 93.687 | 93.047 | 94.247 | 3885.00 | 1730004.00 |
| 5625 | 2013.02.06 16:35 | sell | 1773 | 0.10 | 93.333 | 0.000 | 0.000 | ||
| 5626 | 2013.02.06 16:35 | modify | 1773 | 0.10 | 93.333 | 93.633 | 92.133 | ||
| 5627 | 2013.02.06 17:25 | s/l | 1773 | 0.10 | 93.633 | 93.633 | 92.133 | -3000.00 | 1727004.00 |
| 5628 | 2013.02.06 18:55 | sell | 1774 | 0.10 | 93.531 | 0.000 | 0.000 | ||
| 5629 | 2013.02.06 18:55 | modify | 1774 | 0.10 | 93.531 | 93.831 | 92.331 | ||
| 5630 | 2013.02.07 09:00 | close | 1774 | 0.10 | 93.592 | 93.831 | 92.331 | -636.00 | 1726368.00 |
| 5631 | 2013.02.08 09:10 | sell | 1775 | 0.10 | 93.183 | 0.000 | 0.000 | ||
| 5632 | 2013.02.08 09:10 | modify | 1775 | 0.10 | 93.183 | 93.483 | 91.983 | ||
| 5633 | 2013.02.08 14:25 | modify | 1775 | 0.10 | 93.183 | 93.183 | 91.983 | ||
| 5634 | 2013.02.08 16:00 | close | 1775 | 0.10 | 92.642 | 93.183 | 91.983 | 5410.00 | 1731778.00 |
| 5635 | 2013.02.11 03:40 | sell | 1776 | 0.10 | 92.586 | 0.000 | 0.000 | ||
| 5636 | 2013.02.11 03:40 | modify | 1776 | 0.10 | 92.586 | 92.886 | 91.386 | ||
| 5637 | 2013.02.11 10:45 | s/l | 1776 | 0.10 | 92.886 | 92.886 | 91.386 | -3000.00 | 1728778.00 |
| 5638 | 2013.02.12 21:45 | sell | 1777 | 0.10 | 93.509 | 0.000 | 0.000 | ||
| 5639 | 2013.02.12 21:45 | modify | 1777 | 0.10 | 93.509 | 93.809 | 92.309 | ||
| 5640 | 2013.02.13 06:10 | modify | 1777 | 0.10 | 93.509 | 93.509 | 92.309 | ||
| 5641 | 2013.02.13 12:50 | s/l | 1777 | 0.10 | 93.509 | 93.509 | 92.309 | -26.00 | 1728752.00 |
| 5642 | 2013.02.14 01:20 | buy | 1778 | 0.10 | 93.283 | 0.000 | 0.000 | ||
| 5643 | 2013.02.14 01:20 | modify | 1778 | 0.10 | 93.283 | 93.033 | 94.233 | ||
| 5644 | 2013.02.14 11:25 | close | 1778 | 0.10 | 93.499 | 93.033 | 94.233 | 2160.00 | 1730912.00 |
| 5645 | 2013.02.15 02:00 | sell | 1779 | 0.10 | 92.936 | 0.000 | 0.000 | ||
| 5646 | 2013.02.15 02:00 | modify | 1779 | 0.10 | 92.936 | 93.236 | 91.736 | ||
| 5647 | 2013.02.15 07:00 | modify | 1779 | 0.10 | 92.936 | 92.936 | 91.736 | ||
| 5648 | 2013.02.15 15:10 | s/l | 1779 | 0.10 | 92.936 | 92.936 | 91.736 | 0.00 | 1730912.00 |
| 5649 | 2013.02.18 08:05 | buy | 1780 | 0.10 | 93.955 | 0.000 | 0.000 | ||
| 5650 | 2013.02.18 08:05 | modify | 1780 | 0.10 | 93.955 | 93.705 | 94.905 | ||
| 5651 | 2013.02.18 18:10 | close | 1780 | 0.10 | 93.951 | 93.705 | 94.905 | -40.00 | 1730872.00 |
| 5652 | 2013.02.20 05:10 | buy | 1781 | 0.10 | 93.470 | 0.000 | 0.000 | ||
| 5653 | 2013.02.20 05:10 | modify | 1781 | 0.10 | 93.470 | 93.220 | 94.420 | ||
| 5654 | 2013.02.20 07:25 | s/l | 1781 | 0.10 | 93.220 | 93.220 | 94.420 | -2500.00 | 1728372.00 |
| 5655 | 2013.02.20 07:55 | buy | 1782 | 0.10 | 93.264 | 0.000 | 0.000 | ||
| 5656 | 2013.02.20 07:55 | modify | 1782 | 0.10 | 93.264 | 93.014 | 94.214 | ||
| 5657 | 2013.02.20 14:50 | modify | 1782 | 0.10 | 93.264 | 93.264 | 94.214 | ||
| 5658 | 2013.02.21 10:35 | s/l | 1782 | 0.10 | 93.264 | 93.264 | 94.214 | -15.00 | 1728357.00 |
| 5659 | 2013.02.21 11:45 | sell | 1783 | 0.10 | 93.312 | 0.000 | 0.000 | ||
| 5660 | 2013.02.21 11:45 | modify | 1783 | 0.10 | 93.312 | 93.612 | 92.112 | ||
| 5661 | 2013.02.21 19:20 | modify | 1783 | 0.10 | 93.312 | 93.312 | 92.112 | ||
| 5662 | 2013.02.22 02:15 | s/l | 1783 | 0.10 | 93.312 | 93.312 | 92.112 | -26.00 | 1728331.00 |
| 5663 | 2013.02.26 11:45 | sell | 1784 | 0.10 | 92.052 | 0.000 | 0.000 | ||
| 5664 | 2013.02.26 11:45 | modify | 1784 | 0.10 | 92.052 | 92.352 | 90.852 | ||
| 5665 | 2013.02.26 17:05 | s/l | 1784 | 0.10 | 92.352 | 92.352 | 90.852 | -3000.00 | 1725331.00 |
| 5666 | 2013.02.27 19:15 | sell | 1785 | 0.10 | 91.815 | 0.000 | 0.000 | ||
| 5667 | 2013.02.27 19:15 | modify | 1785 | 0.10 | 91.815 | 92.115 | 90.615 | ||
| 5668 | 2013.02.27 21:15 | s/l | 1785 | 0.10 | 92.115 | 92.115 | 90.615 | -3000.00 | 1722331.00 |
| 5669 | 2013.02.28 17:05 | sell | 1786 | 0.10 | 92.245 | 0.000 | 0.000 | ||
| 5670 | 2013.02.28 17:05 | modify | 1786 | 0.10 | 92.245 | 92.545 | 91.045 | ||
| 5671 | 2013.02.28 20:25 | s/l | 1786 | 0.10 | 92.545 | 92.545 | 91.045 | -3000.00 | 1719331.00 |
| 5672 | 2013.03.01 11:30 | buy | 1787 | 0.10 | 92.701 | 0.000 | 0.000 | ||
| 5673 | 2013.03.01 11:30 | modify | 1787 | 0.10 | 92.701 | 92.451 | 93.651 | ||
| 5674 | 2013.03.01 16:00 | close | 1787 | 0.10 | 92.768 | 92.451 | 93.651 | 670.00 | 1720001.00 |
| 5675 | 2013.03.04 05:35 | buy | 1788 | 0.10 | 93.355 | 0.000 | 0.000 | ||
| 5676 | 2013.03.04 05:35 | modify | 1788 | 0.10 | 93.355 | 93.105 | 94.305 | ||
| 5677 | 2013.03.04 15:40 | close | 1788 | 0.10 | 93.523 | 93.105 | 94.305 | 1680.00 | 1721681.00 |
| 5678 | 2013.03.05 21:20 | buy | 1789 | 0.10 | 93.331 | 0.000 | 0.000 | ||
| 5679 | 2013.03.05 21:20 | modify | 1789 | 0.10 | 93.331 | 93.081 | 94.281 | ||
| 5680 | 2013.03.06 03:05 | s/l | 1789 | 0.10 | 93.081 | 93.081 | 94.281 | -2515.00 | 1719166.00 |
| 5681 | 2013.03.06 03:35 | buy | 1790 | 0.10 | 93.115 | 0.000 | 0.000 | ||
| 5682 | 2013.03.06 03:35 | modify | 1790 | 0.10 | 93.115 | 92.865 | 94.065 | ||
| 5683 | 2013.03.06 13:10 | modify | 1790 | 0.10 | 93.115 | 93.115 | 94.065 | ||
| 5684 | 2013.03.06 20:30 | close | 1790 | 0.10 | 93.877 | 93.115 | 94.065 | 7620.00 | 1726786.00 |
| 5685 | 2013.03.12 12:20 | sell | 1791 | 0.10 | 96.102 | 0.000 | 0.000 | ||
| 5686 | 2013.03.12 12:20 | modify | 1791 | 0.10 | 96.102 | 96.402 | 94.902 | ||
| 5687 | 2013.03.13 02:25 | close | 1791 | 0.10 | 95.899 | 96.402 | 94.902 | 2004.00 | 1728790.00 |
| 5688 | 2013.03.13 04:45 | sell | 1792 | 0.10 | 95.962 | 0.000 | 0.000 | ||
| 5689 | 2013.03.13 04:45 | modify | 1792 | 0.10 | 95.962 | 96.262 | 94.762 | ||
| 5690 | 2013.03.13 18:50 | close | 1792 | 0.10 | 96.052 | 96.262 | 94.762 | -900.00 | 1727890.00 |
| 5691 | 2013.03.14 23:10 | sell | 1793 | 0.10 | 96.077 | 0.000 | 0.000 | ||
| 5692 | 2013.03.14 23:10 | modify | 1793 | 0.10 | 96.077 | 96.377 | 94.877 | ||
| 5693 | 2013.03.15 13:15 | close | 1793 | 0.10 | 96.158 | 96.377 | 94.877 | -836.00 | 1727054.00 |
| 5694 | 2013.03.15 13:35 | sell | 1794 | 0.10 | 96.120 | 0.000 | 0.000 | ||
| 5695 | 2013.03.15 13:35 | modify | 1794 | 0.10 | 96.120 | 96.420 | 94.920 | ||
| 5696 | 2013.03.15 16:00 | close | 1794 | 0.10 | 95.919 | 96.420 | 94.920 | 2010.00 | 1729064.00 |
| 5697 | 2013.03.18 03:35 | sell | 1795 | 0.10 | 94.853 | 0.000 | 0.000 | ||
| 5698 | 2013.03.18 03:35 | modify | 1795 | 0.10 | 94.853 | 95.153 | 93.653 | ||
| 5699 | 2013.03.18 15:15 | s/l | 1795 | 0.10 | 95.153 | 95.153 | 93.653 | -3000.00 | 1726064.00 |
| 5700 | 2013.03.19 04:10 | buy | 1796 | 0.10 | 95.460 | 0.000 | 0.000 | ||