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 |
| 5701 | 2013.03.19 04:10 | modify | 1796 | 0.10 | 95.460 | 95.210 | 96.410 | ||
| 5702 | 2013.03.19 14:15 | close | 1796 | 0.10 | 95.305 | 95.210 | 96.410 | -1550.00 | 1724514.00 |
| 5703 | 2013.03.19 14:40 | buy | 1797 | 0.10 | 95.347 | 0.000 | 0.000 | ||
| 5704 | 2013.03.19 14:40 | modify | 1797 | 0.10 | 95.347 | 95.097 | 96.297 | ||
| 5705 | 2013.03.19 17:50 | s/l | 1797 | 0.10 | 95.097 | 95.097 | 96.297 | -2500.00 | 1722014.00 |
| 5706 | 2013.03.19 21:05 | sell | 1798 | 0.10 | 94.900 | 0.000 | 0.000 | ||
| 5707 | 2013.03.19 21:05 | modify | 1798 | 0.10 | 94.900 | 95.200 | 93.700 | ||
| 5708 | 2013.03.20 01:20 | close | 1798 | 0.10 | 95.196 | 95.200 | 93.700 | -2986.00 | 1719028.00 |
| 5709 | 2013.03.20 13:40 | buy | 1799 | 0.10 | 95.390 | 0.000 | 0.000 | ||
| 5710 | 2013.03.20 13:40 | modify | 1799 | 0.10 | 95.390 | 95.140 | 96.340 | ||
| 5711 | 2013.03.20 23:20 | modify | 1799 | 0.10 | 95.390 | 95.390 | 96.340 | ||
| 5712 | 2013.03.21 00:55 | close | 1799 | 0.10 | 96.004 | 95.390 | 96.340 | 6125.00 | 1725153.00 |
| 5713 | 2013.03.21 04:25 | buy | 1800 | 0.10 | 95.912 | 0.000 | 0.000 | ||
| 5714 | 2013.03.21 04:25 | modify | 1800 | 0.10 | 95.912 | 95.662 | 96.862 | ||
| 5715 | 2013.03.21 09:35 | s/l | 1800 | 0.10 | 95.662 | 95.662 | 96.862 | -2500.00 | 1722653.00 |
| 5716 | 2013.03.22 05:15 | sell | 1801 | 0.10 | 94.915 | 0.000 | 0.000 | ||
| 5717 | 2013.03.22 05:15 | modify | 1801 | 0.10 | 94.915 | 95.215 | 93.715 | ||
| 5718 | 2013.03.22 16:00 | close | 1801 | 0.10 | 94.916 | 95.215 | 93.715 | -10.00 | 1722643.00 |
| 5719 | 2013.03.26 01:40 | sell | 1802 | 0.10 | 94.168 | 0.000 | 0.000 | ||
| 5720 | 2013.03.26 01:40 | modify | 1802 | 0.10 | 94.168 | 94.468 | 92.968 | ||
| 5721 | 2013.03.26 15:45 | close | 1802 | 0.10 | 94.266 | 94.468 | 92.968 | -980.00 | 1721663.00 |
| 5722 | 2013.03.27 10:00 | buy | 1803 | 0.10 | 94.716 | 0.000 | 0.000 | ||
| 5723 | 2013.03.27 10:00 | modify | 1803 | 0.10 | 94.716 | 94.466 | 95.666 | ||
| 5724 | 2013.03.27 12:30 | s/l | 1803 | 0.10 | 94.466 | 94.466 | 95.666 | -2500.00 | 1719163.00 |
| 5725 | 2013.03.28 23:00 | buy | 1804 | 0.10 | 94.130 | 0.000 | 0.000 | ||
| 5726 | 2013.03.28 23:00 | modify | 1804 | 0.10 | 94.130 | 93.880 | 95.080 | ||
| 5727 | 2013.03.29 09:05 | close | 1804 | 0.10 | 94.040 | 93.880 | 95.080 | -915.00 | 1718248.00 |
| 5728 | 2013.04.02 12:10 | sell | 1805 | 0.10 | 93.056 | 0.000 | 0.000 | ||
| 5729 | 2013.04.02 12:10 | modify | 1805 | 0.10 | 93.056 | 93.356 | 91.856 | ||
| 5730 | 2013.04.02 16:40 | s/l | 1805 | 0.10 | 93.356 | 93.356 | 91.856 | -3000.00 | 1715248.00 |
| 5731 | 2013.04.03 02:10 | buy | 1806 | 0.10 | 93.377 | 0.000 | 0.000 | ||
| 5732 | 2013.04.03 02:10 | modify | 1806 | 0.10 | 93.377 | 93.127 | 94.327 | ||
| 5733 | 2013.04.03 12:15 | close | 1806 | 0.10 | 93.586 | 93.127 | 94.327 | 2090.00 | 1717338.00 |
| 5734 | 2013.04.04 05:35 | sell | 1807 | 0.10 | 92.940 | 0.000 | 0.000 | ||
| 5735 | 2013.04.04 05:35 | modify | 1807 | 0.10 | 92.940 | 93.240 | 91.740 | ||
| 5736 | 2013.04.04 07:45 | s/l | 1807 | 0.10 | 93.240 | 93.240 | 91.740 | -3000.00 | 1714338.00 |
| 5737 | 2013.04.09 21:00 | sell | 1808 | 0.10 | 99.194 | 0.000 | 0.000 | ||
| 5738 | 2013.04.09 21:00 | modify | 1808 | 0.10 | 99.194 | 99.494 | 97.994 | ||
| 5739 | 2013.04.10 11:05 | close | 1808 | 0.10 | 99.413 | 99.494 | 97.994 | -2216.00 | 1712122.00 |
| 5740 | 2013.04.11 08:15 | sell | 1809 | 0.10 | 99.584 | 0.000 | 0.000 | ||
| 5741 | 2013.04.11 08:15 | modify | 1809 | 0.10 | 99.584 | 99.884 | 98.384 | ||
| 5742 | 2013.04.11 21:00 | s/l | 1809 | 0.10 | 99.884 | 99.884 | 98.384 | -3000.00 | 1709122.00 |
| 5743 | 2013.04.11 21:20 | sell | 1810 | 0.10 | 99.839 | 0.000 | 0.000 | ||
| 5744 | 2013.04.11 21:20 | modify | 1810 | 0.10 | 99.839 | 100.139 | 98.639 | ||
| 5745 | 2013.04.12 08:20 | modify | 1810 | 0.10 | 99.839 | 99.839 | 98.639 | ||
| 5746 | 2013.04.12 16:00 | close | 1810 | 0.10 | 99.036 | 99.839 | 98.639 | 8004.00 | 1717126.00 |
| 5747 | 2013.04.18 09:05 | buy | 1811 | 0.10 | 98.048 | 0.000 | 0.000 | ||
| 5748 | 2013.04.18 09:05 | modify | 1811 | 0.10 | 98.048 | 97.798 | 98.998 | ||
| 5749 | 2013.04.18 19:10 | close | 1811 | 0.10 | 98.219 | 97.798 | 98.998 | 1710.00 | 1718836.00 |
| 5750 | 2013.04.23 16:00 | sell | 1812 | 0.10 | 98.835 | 0.000 | 0.000 | ||
| 5751 | 2013.04.23 16:00 | modify | 1812 | 0.10 | 98.835 | 99.135 | 97.635 | ||
| 5752 | 2013.04.23 16:10 | s/l | 1812 | 0.10 | 99.135 | 99.135 | 97.635 | -3000.00 | 1715836.00 |
| 5753 | 2013.04.23 16:55 | sell | 1813 | 0.10 | 99.336 | 0.000 | 0.000 | ||
| 5754 | 2013.04.23 16:55 | modify | 1813 | 0.10 | 99.336 | 99.636 | 98.136 | ||
| 5755 | 2013.04.24 02:55 | s/l | 1813 | 0.10 | 99.636 | 99.636 | 98.136 | -3026.00 | 1712810.00 |
| 5756 | 2013.04.24 20:15 | sell | 1814 | 0.10 | 99.390 | 0.000 | 0.000 | ||
| 5757 | 2013.04.24 20:15 | modify | 1814 | 0.10 | 99.390 | 99.690 | 98.190 | ||
| 5758 | 2013.04.25 10:20 | close | 1814 | 0.10 | 99.249 | 99.690 | 98.190 | 1384.00 | 1714194.00 |
| 5759 | 2013.04.25 11:45 | sell | 1815 | 0.10 | 99.145 | 0.000 | 0.000 | ||
| 5760 | 2013.04.25 11:45 | modify | 1815 | 0.10 | 99.145 | 99.445 | 97.945 | ||
| 5761 | 2013.04.25 17:10 | s/l | 1815 | 0.10 | 99.445 | 99.445 | 97.945 | -3000.00 | 1711194.00 |
| 5762 | 2013.04.26 11:05 | sell | 1816 | 0.10 | 98.625 | 0.000 | 0.000 | ||
| 5763 | 2013.04.26 11:05 | modify | 1816 | 0.10 | 98.625 | 98.925 | 97.425 | ||
| 5764 | 2013.04.26 16:00 | close | 1816 | 0.10 | 98.307 | 98.925 | 97.425 | 3180.00 | 1714374.00 |
| 5765 | 2013.04.30 17:00 | sell | 1817 | 0.10 | 97.551 | 0.000 | 0.000 | ||
| 5766 | 2013.04.30 17:00 | modify | 1817 | 0.10 | 97.551 | 97.851 | 96.351 | ||
| 5767 | 2013.05.01 07:05 | close | 1817 | 0.10 | 97.267 | 97.851 | 96.351 | 2814.00 | 1717188.00 |
| 5768 | 2013.05.01 17:30 | sell | 1818 | 0.10 | 97.167 | 0.000 | 0.000 | ||
| 5769 | 2013.05.01 17:30 | modify | 1818 | 0.10 | 97.167 | 97.467 | 95.967 | ||
| 5770 | 2013.05.01 21:05 | s/l | 1818 | 0.10 | 97.467 | 97.467 | 95.967 | -3000.00 | 1714188.00 |
| 5771 | 2013.05.02 10:35 | sell | 1819 | 0.10 | 97.199 | 0.000 | 0.000 | ||
| 5772 | 2013.05.02 10:35 | modify | 1819 | 0.10 | 97.199 | 97.499 | 95.999 | ||
| 5773 | 2013.05.02 15:05 | s/l | 1819 | 0.10 | 97.499 | 97.499 | 95.999 | -3000.00 | 1711188.00 |
| 5774 | 2013.05.02 23:00 | buy | 1820 | 0.10 | 98.006 | 0.000 | 0.000 | ||
| 5775 | 2013.05.02 23:00 | modify | 1820 | 0.10 | 98.006 | 97.756 | 98.956 | ||
| 5776 | 2013.05.03 09:05 | close | 1820 | 0.10 | 98.035 | 97.756 | 98.956 | 275.00 | 1711463.00 |
| 5777 | 2013.05.03 13:55 | buy | 1821 | 0.10 | 98.081 | 0.000 | 0.000 | ||
| 5778 | 2013.05.03 13:55 | modify | 1821 | 0.10 | 98.081 | 97.831 | 99.031 | ||
| 5779 | 2013.05.03 15:35 | t/p | 1821 | 0.10 | 99.031 | 97.831 | 99.031 | 9500.00 | 1720963.00 |
| 5780 | 2013.05.08 13:10 | sell | 1822 | 0.10 | 98.894 | 0.000 | 0.000 | ||
| 5781 | 2013.05.08 13:10 | modify | 1822 | 0.10 | 98.894 | 99.194 | 97.694 | ||
| 5782 | 2013.05.09 03:15 | close | 1822 | 0.10 | 98.871 | 99.194 | 97.694 | 204.00 | 1721167.00 |
| 5783 | 2013.05.09 11:25 | sell | 1823 | 0.10 | 98.793 | 0.000 | 0.000 | ||
| 5784 | 2013.05.09 11:25 | modify | 1823 | 0.10 | 98.793 | 99.093 | 97.593 | ||
| 5785 | 2013.05.09 16:20 | s/l | 1823 | 0.10 | 99.093 | 99.093 | 97.593 | -3000.00 | 1718167.00 |
| 5786 | 2013.05.15 23:45 | sell | 1824 | 0.10 | 102.229 | 0.000 | 0.000 | ||
| 5787 | 2013.05.15 23:45 | modify | 1824 | 0.10 | 102.229 | 102.529 | 101.029 | ||
| 5788 | 2013.05.16 10:40 | s/l | 1824 | 0.10 | 102.529 | 102.529 | 101.029 | -3026.00 | 1715141.00 |
| 5789 | 2013.05.16 20:10 | sell | 1825 | 0.10 | 102.066 | 0.000 | 0.000 | ||
| 5790 | 2013.05.16 20:10 | modify | 1825 | 0.10 | 102.066 | 102.366 | 100.866 | ||
| 5791 | 2013.05.17 01:40 | close | 1825 | 0.10 | 102.218 | 102.366 | 100.866 | -1546.00 | 1713595.00 |
| 5792 | 2013.05.20 13:45 | sell | 1826 | 0.10 | 102.644 | 0.000 | 0.000 | ||
| 5793 | 2013.05.20 13:45 | modify | 1826 | 0.10 | 102.644 | 102.944 | 101.444 | ||
| 5794 | 2013.05.20 23:25 | modify | 1826 | 0.10 | 102.644 | 102.644 | 101.444 | ||
| 5795 | 2013.05.21 04:05 | s/l | 1826 | 0.10 | 102.644 | 102.644 | 101.444 | -26.00 | 1713569.00 |
| 5796 | 2013.05.21 04:45 | sell | 1827 | 0.10 | 102.609 | 0.000 | 0.000 | ||
| 5797 | 2013.05.21 04:45 | modify | 1827 | 0.10 | 102.609 | 102.909 | 101.409 | ||
| 5798 | 2013.05.21 18:50 | close | 1827 | 0.10 | 102.393 | 102.909 | 101.409 | 2160.00 | 1715729.00 |
| 5799 | 2013.05.22 04:45 | sell | 1828 | 0.10 | 102.563 | 0.000 | 0.000 | ||
| 5800 | 2013.05.22 04:45 | modify | 1828 | 0.10 | 102.563 | 102.863 | 101.363 | ||
| 5801 | 2013.05.22 11:25 | s/l | 1828 | 0.10 | 102.863 | 102.863 | 101.363 | -3000.00 | 1712729.00 |
| 5802 | 2013.05.23 08:25 | sell | 1829 | 0.10 | 102.424 | 0.000 | 0.000 | ||
| 5803 | 2013.05.23 08:25 | modify | 1829 | 0.10 | 102.424 | 102.724 | 101.224 | ||
| 5804 | 2013.05.23 11:30 | t/p | 1829 | 0.10 | 101.224 | 102.724 | 101.224 | 12000.00 | 1724729.00 |
| 5805 | 2013.05.23 20:30 | sell | 1830 | 0.10 | 101.708 | 0.000 | 0.000 | ||
| 5806 | 2013.05.23 20:30 | modify | 1830 | 0.10 | 101.708 | 102.008 | 100.508 | ||
| 5807 | 2013.05.23 21:45 | s/l | 1830 | 0.10 | 102.008 | 102.008 | 100.508 | -3000.00 | 1721729.00 |
| 5808 | 2013.05.23 22:50 | sell | 1831 | 0.10 | 101.761 | 0.000 | 0.000 | ||
| 5809 | 2013.05.23 22:50 | modify | 1831 | 0.10 | 101.761 | 102.061 | 100.561 | ||
| 5810 | 2013.05.24 01:50 | s/l | 1831 | 0.10 | 102.061 | 102.061 | 100.561 | -3026.00 | 1718703.00 |
| 5811 | 2013.05.27 01:00 | sell | 1832 | 0.10 | 101.234 | 0.000 | 0.000 | ||
| 5812 | 2013.05.27 01:00 | modify | 1832 | 0.10 | 101.234 | 101.534 | 100.034 | ||
| 5813 | 2013.05.27 15:05 | close | 1832 | 0.10 | 100.986 | 101.534 | 100.034 | 2480.00 | 1721183.00 |
| 5814 | 2013.05.30 08:50 | buy | 1833 | 0.10 | 100.736 | 0.000 | 0.000 | ||
| 5815 | 2013.05.30 08:50 | modify | 1833 | 0.10 | 100.736 | 100.486 | 101.686 | ||
| 5816 | 2013.05.30 09:55 | s/l | 1833 | 0.10 | 100.486 | 100.486 | 101.686 | -2500.00 | 1718683.00 |
| 5817 | 2013.05.30 17:35 | buy | 1834 | 0.10 | 100.967 | 0.000 | 0.000 | ||
| 5818 | 2013.05.30 17:35 | modify | 1834 | 0.10 | 100.967 | 100.717 | 101.917 | ||
| 5819 | 2013.05.30 20:10 | s/l | 1834 | 0.10 | 100.717 | 100.717 | 101.917 | -2500.00 | 1716183.00 |
| 5820 | 2013.05.30 20:50 | buy | 1835 | 0.10 | 100.851 | 0.000 | 0.000 | ||
| 5821 | 2013.05.30 20:50 | modify | 1835 | 0.10 | 100.851 | 100.601 | 101.801 | ||
| 5822 | 2013.05.30 22:55 | s/l | 1835 | 0.10 | 100.601 | 100.601 | 101.801 | -2500.00 | 1713683.00 |
| 5823 | 2013.05.30 23:55 | buy | 1836 | 0.10 | 100.766 | 0.000 | 0.000 | ||
| 5824 | 2013.05.30 23:55 | modify | 1836 | 0.10 | 100.766 | 100.516 | 101.716 | ||
| 5825 | 2013.05.31 10:00 | close | 1836 | 0.10 | 100.848 | 100.516 | 101.716 | 805.00 | 1714488.00 |
| 5826 | 2013.06.03 05:50 | sell | 1837 | 0.10 | 100.629 | 0.000 | 0.000 | ||
| 5827 | 2013.06.03 05:50 | modify | 1837 | 0.10 | 100.629 | 100.929 | 99.429 | ||
| 5828 | 2013.06.03 18:15 | t/p | 1837 | 0.10 | 99.429 | 100.929 | 99.429 | 12000.00 | 1726488.00 |
| 5829 | 2013.06.04 14:25 | buy | 1838 | 0.10 | 100.055 | 0.000 | 0.000 | ||
| 5830 | 2013.06.04 14:25 | modify | 1838 | 0.10 | 100.055 | 99.805 | 101.005 | ||
| 5831 | 2013.06.05 00:30 | close | 1838 | 0.10 | 99.982 | 99.805 | 101.005 | -745.00 | 1725743.00 |
| 5832 | 2013.06.05 00:40 | buy | 1839 | 0.10 | 100.028 | 0.000 | 0.000 | ||
| 5833 | 2013.06.05 00:40 | modify | 1839 | 0.10 | 100.028 | 99.778 | 100.978 | ||
| 5834 | 2013.06.05 07:15 | s/l | 1839 | 0.10 | 99.778 | 99.778 | 100.978 | -2500.00 | 1723243.00 |
| 5835 | 2013.06.10 04:50 | buy | 1840 | 0.10 | 97.917 | 0.000 | 0.000 | ||
| 5836 | 2013.06.10 04:50 | modify | 1840 | 0.10 | 97.917 | 97.667 | 98.867 | ||
| 5837 | 2013.06.10 11:30 | modify | 1840 | 0.10 | 97.917 | 97.917 | 98.867 | ||
| 5838 | 2013.06.10 14:10 | t/p | 1840 | 0.10 | 98.867 | 97.917 | 98.867 | 9500.00 | 1732743.00 |
| 5839 | 2013.06.10 19:30 | buy | 1841 | 0.10 | 99.088 | 0.000 | 0.000 | ||
| 5840 | 2013.06.10 19:30 | modify | 1841 | 0.10 | 99.088 | 98.838 | 100.038 | ||
| 5841 | 2013.06.10 19:55 | s/l | 1841 | 0.10 | 98.838 | 98.838 | 100.038 | -2500.00 | 1730243.00 |
| 5842 | 2013.06.12 13:25 | buy | 1842 | 0.10 | 96.548 | 0.000 | 0.000 | ||
| 5843 | 2013.06.12 13:25 | modify | 1842 | 0.10 | 96.548 | 96.298 | 97.498 | ||
| 5844 | 2013.06.12 16:40 | s/l | 1842 | 0.10 | 96.298 | 96.298 | 97.498 | -2500.00 | 1727743.00 |
| 5845 | 2013.06.12 17:30 | buy | 1843 | 0.10 | 96.127 | 0.000 | 0.000 | ||
| 5846 | 2013.06.12 17:30 | modify | 1843 | 0.10 | 96.127 | 95.877 | 97.077 | ||
| 5847 | 2013.06.12 17:50 | s/l | 1843 | 0.10 | 95.877 | 95.877 | 97.077 | -2500.00 | 1725243.00 |
| 5848 | 2013.06.12 18:05 | buy | 1844 | 0.10 | 95.885 | 0.000 | 0.000 | ||
| 5849 | 2013.06.12 18:05 | modify | 1844 | 0.10 | 95.885 | 95.635 | 96.835 | ||
| 5850 | 2013.06.12 18:45 | s/l | 1844 | 0.10 | 95.635 | 95.635 | 96.835 | -2500.00 | 1722743.00 |