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 |
| 451 | 2005.09.21 19:55 | sell | 142 | 0.10 | 111.400 | 0.000 | 0.000 | ||
| 452 | 2005.09.21 19:55 | modify | 142 | 0.10 | 111.400 | 111.700 | 110.200 | ||
| 453 | 2005.09.22 04:55 | s/l | 142 | 0.10 | 111.700 | 111.700 | 110.200 | -3026.00 | 1032108.00 |
| 454 | 2005.09.22 05:40 | sell | 143 | 0.10 | 111.660 | 0.000 | 0.000 | ||
| 455 | 2005.09.22 05:40 | modify | 143 | 0.10 | 111.660 | 111.960 | 110.460 | ||
| 456 | 2005.09.22 11:30 | modify | 143 | 0.10 | 111.660 | 111.660 | 110.460 | ||
| 457 | 2005.09.22 17:10 | s/l | 143 | 0.10 | 111.660 | 111.660 | 110.460 | 0.00 | 1032108.00 |
| 458 | 2005.09.29 04:25 | sell | 144 | 0.10 | 112.970 | 0.000 | 0.000 | ||
| 459 | 2005.09.29 04:25 | modify | 144 | 0.10 | 112.970 | 113.270 | 111.770 | ||
| 460 | 2005.09.29 18:30 | close | 144 | 0.10 | 112.995 | 113.270 | 111.770 | -250.00 | 1031858.00 |
| 461 | 2005.10.05 03:20 | buy | 145 | 0.10 | 114.355 | 0.000 | 0.000 | ||
| 462 | 2005.10.05 03:20 | modify | 145 | 0.10 | 114.355 | 114.105 | 115.305 | ||
| 463 | 2005.10.05 04:30 | s/l | 145 | 0.10 | 114.105 | 114.105 | 115.305 | -2500.00 | 1029358.00 |
| 464 | 2005.10.05 15:00 | sell | 146 | 0.10 | 113.870 | 0.000 | 0.000 | ||
| 465 | 2005.10.05 15:00 | modify | 146 | 0.10 | 113.870 | 114.170 | 112.670 | ||
| 466 | 2005.10.06 02:00 | s/l | 146 | 0.10 | 114.170 | 114.170 | 112.670 | -3026.00 | 1026332.00 |
| 467 | 2005.10.06 13:30 | sell | 147 | 0.10 | 113.880 | 0.000 | 0.000 | ||
| 468 | 2005.10.06 13:30 | modify | 147 | 0.10 | 113.880 | 114.180 | 112.680 | ||
| 469 | 2005.10.06 20:20 | modify | 147 | 0.10 | 113.880 | 113.880 | 112.680 | ||
| 470 | 2005.10.06 23:15 | close | 147 | 0.10 | 113.225 | 113.880 | 112.680 | 6550.00 | 1032882.00 |
| 471 | 2005.10.07 00:15 | sell | 148 | 0.10 | 113.160 | 0.000 | 0.000 | ||
| 472 | 2005.10.07 00:15 | modify | 148 | 0.10 | 113.160 | 113.460 | 111.960 | ||
| 473 | 2005.10.07 03:20 | s/l | 148 | 0.10 | 113.460 | 113.460 | 111.960 | -3000.00 | 1029882.00 |
| 474 | 2005.10.10 22:05 | buy | 149 | 0.10 | 114.115 | 0.000 | 0.000 | ||
| 475 | 2005.10.10 22:05 | modify | 149 | 0.10 | 114.115 | 113.865 | 115.065 | ||
| 476 | 2005.10.11 08:10 | close | 149 | 0.10 | 114.110 | 113.865 | 115.065 | -65.00 | 1029817.00 |
| 477 | 2005.10.11 23:00 | buy | 150 | 0.10 | 114.565 | 0.000 | 0.000 | ||
| 478 | 2005.10.11 23:00 | modify | 150 | 0.10 | 114.565 | 114.315 | 115.515 | ||
| 479 | 2005.10.12 09:05 | close | 150 | 0.10 | 114.660 | 114.315 | 115.515 | 935.00 | 1030752.00 |
| 480 | 2005.10.13 08:45 | buy | 151 | 0.10 | 114.725 | 0.000 | 0.000 | ||
| 481 | 2005.10.13 08:45 | modify | 151 | 0.10 | 114.725 | 114.475 | 115.675 | ||
| 482 | 2005.10.13 18:15 | modify | 151 | 0.10 | 114.725 | 114.725 | 115.675 | ||
| 483 | 2005.10.13 18:35 | s/l | 151 | 0.10 | 114.725 | 114.725 | 115.675 | 0.00 | 1030752.00 |
| 484 | 2005.10.13 20:10 | buy | 152 | 0.10 | 114.765 | 0.000 | 0.000 | ||
| 485 | 2005.10.13 20:10 | modify | 152 | 0.10 | 114.765 | 114.515 | 115.715 | ||
| 486 | 2005.10.13 20:55 | s/l | 152 | 0.10 | 114.515 | 114.515 | 115.715 | -2500.00 | 1028252.00 |
| 487 | 2005.10.14 00:30 | sell | 153 | 0.10 | 114.400 | 0.000 | 0.000 | ||
| 488 | 2005.10.14 00:30 | modify | 153 | 0.10 | 114.400 | 114.700 | 113.200 | ||
| 489 | 2005.10.14 02:15 | s/l | 153 | 0.10 | 114.700 | 114.700 | 113.200 | -3000.00 | 1025252.00 |
| 490 | 2005.10.14 03:00 | sell | 154 | 0.10 | 114.750 | 0.000 | 0.000 | ||
| 491 | 2005.10.14 03:00 | modify | 154 | 0.10 | 114.750 | 115.050 | 113.550 | ||
| 492 | 2005.10.14 06:10 | modify | 154 | 0.10 | 114.750 | 114.750 | 113.550 | ||
| 493 | 2005.10.14 11:35 | s/l | 154 | 0.10 | 114.750 | 114.750 | 113.550 | 0.00 | 1025252.00 |
| 494 | 2005.10.17 01:50 | sell | 155 | 0.10 | 114.250 | 0.000 | 0.000 | ||
| 495 | 2005.10.17 01:50 | modify | 155 | 0.10 | 114.250 | 114.550 | 113.050 | ||
| 496 | 2005.10.17 05:45 | modify | 155 | 0.10 | 114.250 | 114.250 | 113.050 | ||
| 497 | 2005.10.17 08:35 | s/l | 155 | 0.10 | 114.250 | 114.250 | 113.050 | 0.00 | 1025252.00 |
| 498 | 2005.10.17 09:05 | sell | 156 | 0.10 | 114.190 | 0.000 | 0.000 | ||
| 499 | 2005.10.17 09:05 | modify | 156 | 0.10 | 114.190 | 114.490 | 112.990 | ||
| 500 | 2005.10.17 11:05 | s/l | 156 | 0.10 | 114.490 | 114.490 | 112.990 | -3000.00 | 1022252.00 |
| 501 | 2005.10.20 09:30 | buy | 157 | 0.10 | 115.585 | 0.000 | 0.000 | ||
| 502 | 2005.10.20 09:30 | modify | 157 | 0.10 | 115.585 | 115.335 | 116.535 | ||
| 503 | 2005.10.20 11:45 | s/l | 157 | 0.10 | 115.335 | 115.335 | 116.535 | -2500.00 | 1019752.00 |
| 504 | 2005.10.20 14:25 | buy | 158 | 0.10 | 115.555 | 0.000 | 0.000 | ||
| 505 | 2005.10.20 14:25 | modify | 158 | 0.10 | 115.555 | 115.305 | 116.505 | ||
| 506 | 2005.10.20 22:55 | s/l | 158 | 0.10 | 115.305 | 115.305 | 116.505 | -2500.00 | 1017252.00 |
| 507 | 2005.10.20 23:05 | buy | 159 | 0.10 | 115.345 | 0.000 | 0.000 | ||
| 508 | 2005.10.20 23:05 | modify | 159 | 0.10 | 115.345 | 115.095 | 116.295 | ||
| 509 | 2005.10.21 01:55 | s/l | 159 | 0.10 | 115.095 | 115.095 | 116.295 | -2515.00 | 1014737.00 |
| 510 | 2005.10.21 05:30 | sell | 160 | 0.10 | 115.230 | 0.000 | 0.000 | ||
| 511 | 2005.10.21 05:30 | modify | 160 | 0.10 | 115.230 | 115.530 | 114.030 | ||
| 512 | 2005.10.21 07:00 | s/l | 160 | 0.10 | 115.530 | 115.530 | 114.030 | -3000.00 | 1011737.00 |
| 513 | 2005.10.21 10:05 | sell | 161 | 0.10 | 115.150 | 0.000 | 0.000 | ||
| 514 | 2005.10.21 10:05 | modify | 161 | 0.10 | 115.150 | 115.450 | 113.950 | ||
| 515 | 2005.10.21 12:40 | s/l | 161 | 0.10 | 115.450 | 115.450 | 113.950 | -3000.00 | 1008737.00 |
| 516 | 2005.10.24 14:10 | sell | 162 | 0.10 | 115.680 | 0.000 | 0.000 | ||
| 517 | 2005.10.24 14:10 | modify | 162 | 0.10 | 115.680 | 115.980 | 114.480 | ||
| 518 | 2005.10.24 23:25 | modify | 162 | 0.10 | 115.680 | 115.680 | 114.480 | ||
| 519 | 2005.10.25 02:15 | s/l | 162 | 0.10 | 115.680 | 115.680 | 114.480 | -26.00 | 1008711.00 |
| 520 | 2005.10.25 02:55 | sell | 163 | 0.10 | 115.580 | 0.000 | 0.000 | ||
| 521 | 2005.10.25 02:55 | modify | 163 | 0.10 | 115.580 | 115.880 | 114.380 | ||
| 522 | 2005.10.25 17:00 | close | 163 | 0.10 | 114.635 | 115.880 | 114.380 | 9450.00 | 1018161.00 |
| 523 | 2005.10.25 20:00 | sell | 164 | 0.10 | 114.920 | 0.000 | 0.000 | ||
| 524 | 2005.10.25 20:00 | modify | 164 | 0.10 | 114.920 | 115.220 | 113.720 | ||
| 525 | 2005.10.26 00:25 | close | 164 | 0.10 | 115.095 | 115.220 | 113.720 | -1776.00 | 1016385.00 |
| 526 | 2005.10.26 02:00 | sell | 165 | 0.10 | 115.170 | 0.000 | 0.000 | ||
| 527 | 2005.10.26 02:00 | modify | 165 | 0.10 | 115.170 | 115.470 | 113.970 | ||
| 528 | 2005.10.26 09:50 | s/l | 165 | 0.10 | 115.470 | 115.470 | 113.970 | -3000.00 | 1013385.00 |
| 529 | 2005.10.26 16:50 | buy | 166 | 0.10 | 115.775 | 0.000 | 0.000 | ||
| 530 | 2005.10.26 16:50 | modify | 166 | 0.10 | 115.775 | 115.525 | 116.725 | ||
| 531 | 2005.10.27 02:55 | close | 166 | 0.10 | 115.840 | 115.525 | 116.725 | 635.00 | 1014020.00 |
| 532 | 2005.10.27 09:10 | sell | 167 | 0.10 | 115.470 | 0.000 | 0.000 | ||
| 533 | 2005.10.27 09:10 | modify | 167 | 0.10 | 115.470 | 115.770 | 114.270 | ||
| 534 | 2005.10.27 23:15 | close | 167 | 0.10 | 115.455 | 115.770 | 114.270 | 150.00 | 1014170.00 |
| 535 | 2005.10.31 04:40 | buy | 168 | 0.10 | 115.675 | 0.000 | 0.000 | ||
| 536 | 2005.10.31 04:40 | modify | 168 | 0.10 | 115.675 | 115.425 | 116.625 | ||
| 537 | 2005.10.31 14:45 | close | 168 | 0.10 | 116.180 | 115.425 | 116.625 | 5050.00 | 1019220.00 |
| 538 | 2005.11.03 15:05 | buy | 169 | 0.10 | 116.935 | 0.000 | 0.000 | ||
| 539 | 2005.11.03 15:05 | modify | 169 | 0.10 | 116.935 | 116.685 | 117.885 | ||
| 540 | 2005.11.03 20:40 | modify | 169 | 0.10 | 116.935 | 116.935 | 117.885 | ||
| 541 | 2005.11.04 04:25 | close | 169 | 0.10 | 117.410 | 116.935 | 117.885 | 4735.00 | 1023955.00 |
| 542 | 2005.11.07 08:10 | sell | 170 | 0.10 | 117.920 | 0.000 | 0.000 | ||
| 543 | 2005.11.07 08:10 | modify | 170 | 0.10 | 117.920 | 118.220 | 116.720 | ||
| 544 | 2005.11.07 21:25 | modify | 170 | 0.10 | 117.920 | 117.920 | 116.720 | ||
| 545 | 2005.11.08 03:20 | s/l | 170 | 0.10 | 117.920 | 117.920 | 116.720 | -26.00 | 1023929.00 |
| 546 | 2005.11.08 22:35 | sell | 171 | 0.10 | 117.170 | 0.000 | 0.000 | ||
| 547 | 2005.11.08 22:35 | modify | 171 | 0.10 | 117.170 | 117.470 | 115.970 | ||
| 548 | 2005.11.09 06:45 | close | 171 | 0.10 | 117.335 | 117.470 | 115.970 | -1676.00 | 1022253.00 |
| 549 | 2005.11.09 07:45 | sell | 172 | 0.10 | 117.300 | 0.000 | 0.000 | ||
| 550 | 2005.11.09 07:45 | modify | 172 | 0.10 | 117.300 | 117.600 | 116.100 | ||
| 551 | 2005.11.09 13:30 | s/l | 172 | 0.10 | 117.600 | 117.600 | 116.100 | -3000.00 | 1019253.00 |
| 552 | 2005.11.14 04:45 | buy | 173 | 0.10 | 117.965 | 0.000 | 0.000 | ||
| 553 | 2005.11.14 04:45 | modify | 173 | 0.10 | 117.965 | 117.715 | 118.915 | ||
| 554 | 2005.11.14 13:15 | modify | 173 | 0.10 | 117.965 | 117.965 | 118.915 | ||
| 555 | 2005.11.14 14:30 | close | 173 | 0.10 | 118.690 | 117.965 | 118.915 | 7250.00 | 1026503.00 |
| 556 | 2005.11.16 04:30 | sell | 174 | 0.10 | 118.960 | 0.000 | 0.000 | ||
| 557 | 2005.11.16 04:30 | modify | 174 | 0.10 | 118.960 | 119.260 | 117.760 | ||
| 558 | 2005.11.16 06:10 | s/l | 174 | 0.10 | 119.260 | 119.260 | 117.760 | -3000.00 | 1023503.00 |
| 559 | 2005.11.16 06:30 | sell | 175 | 0.10 | 119.200 | 0.000 | 0.000 | ||
| 560 | 2005.11.16 06:30 | modify | 175 | 0.10 | 119.200 | 119.500 | 118.000 | ||
| 561 | 2005.11.16 13:45 | s/l | 175 | 0.10 | 119.500 | 119.500 | 118.000 | -3000.00 | 1020503.00 |
| 562 | 2005.11.17 09:10 | sell | 176 | 0.10 | 118.840 | 0.000 | 0.000 | ||
| 563 | 2005.11.17 09:10 | modify | 176 | 0.10 | 118.840 | 119.140 | 117.640 | ||
| 564 | 2005.11.17 23:15 | close | 176 | 0.10 | 118.725 | 119.140 | 117.640 | 1150.00 | 1021653.00 |
| 565 | 2005.11.17 23:30 | sell | 177 | 0.10 | 118.710 | 0.000 | 0.000 | ||
| 566 | 2005.11.17 23:30 | modify | 177 | 0.10 | 118.710 | 119.010 | 117.510 | ||
| 567 | 2005.11.18 04:55 | s/l | 177 | 0.10 | 119.010 | 119.010 | 117.510 | -3026.00 | 1018627.00 |
| 568 | 2005.11.21 14:20 | sell | 178 | 0.10 | 118.850 | 0.000 | 0.000 | ||
| 569 | 2005.11.21 14:20 | modify | 178 | 0.10 | 118.850 | 119.150 | 117.650 | ||
| 570 | 2005.11.22 01:20 | close | 178 | 0.10 | 119.095 | 119.150 | 117.650 | -2476.00 | 1016151.00 |
| 571 | 2005.11.22 18:10 | buy | 179 | 0.10 | 119.155 | 0.000 | 0.000 | ||
| 572 | 2005.11.22 18:10 | modify | 179 | 0.10 | 119.155 | 118.905 | 120.105 | ||
| 573 | 2005.11.22 21:15 | s/l | 179 | 0.10 | 118.905 | 118.905 | 120.105 | -2500.00 | 1013651.00 |
| 574 | 2005.11.23 12:50 | sell | 180 | 0.10 | 118.550 | 0.000 | 0.000 | ||
| 575 | 2005.11.23 12:50 | modify | 180 | 0.10 | 118.550 | 118.850 | 117.350 | ||
| 576 | 2005.11.23 20:30 | s/l | 180 | 0.10 | 118.850 | 118.850 | 117.350 | -3000.00 | 1010651.00 |
| 577 | 2005.11.25 01:10 | buy | 181 | 0.10 | 118.945 | 0.000 | 0.000 | ||
| 578 | 2005.11.25 01:10 | modify | 181 | 0.10 | 118.945 | 118.695 | 119.895 | ||
| 579 | 2005.11.25 05:30 | modify | 181 | 0.10 | 118.945 | 118.945 | 119.895 | ||
| 580 | 2005.11.25 07:20 | close | 181 | 0.10 | 119.280 | 118.945 | 119.895 | 3350.00 | 1014001.00 |
| 581 | 2005.11.25 09:20 | buy | 182 | 0.10 | 119.235 | 0.000 | 0.000 | ||
| 582 | 2005.11.25 09:20 | modify | 182 | 0.10 | 119.235 | 118.985 | 120.185 | ||
| 583 | 2005.11.25 16:00 | close | 182 | 0.10 | 119.420 | 118.985 | 120.185 | 1850.00 | 1015851.00 |
| 584 | 2005.11.29 18:00 | buy | 183 | 0.10 | 119.555 | 0.000 | 0.000 | ||
| 585 | 2005.11.29 18:00 | modify | 183 | 0.10 | 119.555 | 119.305 | 120.505 | ||
| 586 | 2005.11.30 01:40 | modify | 183 | 0.10 | 119.555 | 119.555 | 120.505 | ||
| 587 | 2005.11.30 04:35 | s/l | 183 | 0.10 | 119.555 | 119.555 | 120.505 | -15.00 | 1015836.00 |
| 588 | 2005.11.30 04:45 | buy | 184 | 0.10 | 119.585 | 0.000 | 0.000 | ||
| 589 | 2005.11.30 04:45 | modify | 184 | 0.10 | 119.585 | 119.335 | 120.535 | ||
| 590 | 2005.11.30 07:55 | s/l | 184 | 0.10 | 119.335 | 119.335 | 120.535 | -2500.00 | 1013336.00 |
| 591 | 2005.12.01 01:05 | buy | 185 | 0.10 | 119.805 | 0.000 | 0.000 | ||
| 592 | 2005.12.01 01:05 | modify | 185 | 0.10 | 119.805 | 119.555 | 120.755 | ||
| 593 | 2005.12.01 11:10 | close | 185 | 0.10 | 119.910 | 119.555 | 120.755 | 1050.00 | 1014386.00 |
| 594 | 2005.12.06 00:30 | sell | 186 | 0.10 | 120.830 | 0.000 | 0.000 | ||
| 595 | 2005.12.06 00:30 | modify | 186 | 0.10 | 120.830 | 121.130 | 119.630 | ||
| 596 | 2005.12.06 05:10 | close | 186 | 0.10 | 120.985 | 121.130 | 119.630 | -1550.00 | 1012836.00 |
| 597 | 2005.12.06 22:00 | sell | 187 | 0.10 | 120.800 | 0.000 | 0.000 | ||
| 598 | 2005.12.06 22:00 | modify | 187 | 0.10 | 120.800 | 121.100 | 119.600 | ||
| 599 | 2005.12.07 04:05 | s/l | 187 | 0.10 | 121.100 | 121.100 | 119.600 | -3026.00 | 1009810.00 |
| 600 | 2005.12.07 04:15 | sell | 188 | 0.10 | 121.050 | 0.000 | 0.000 | ||