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 |
| 5851 | 2013.06.12 19:35 | buy | 1845 | 0.10 | 95.415 | 0.000 | 0.000 | ||
| 5852 | 2013.06.12 19:35 | modify | 1845 | 0.10 | 95.415 | 95.165 | 96.365 | ||
| 5853 | 2013.06.13 00:35 | modify | 1845 | 0.10 | 95.415 | 95.415 | 96.365 | ||
| 5854 | 2013.06.13 03:05 | s/l | 1845 | 0.10 | 95.415 | 95.415 | 96.365 | -15.00 | 1722728.00 |
| 5855 | 2013.06.17 03:00 | sell | 1846 | 0.10 | 94.325 | 0.000 | 0.000 | ||
| 5856 | 2013.06.17 03:00 | modify | 1846 | 0.10 | 94.325 | 94.625 | 93.125 | ||
| 5857 | 2013.06.17 03:55 | s/l | 1846 | 0.10 | 94.625 | 94.625 | 93.125 | -3000.00 | 1719728.00 |
| 5858 | 2013.06.17 04:45 | sell | 1847 | 0.10 | 94.601 | 0.000 | 0.000 | ||
| 5859 | 2013.06.17 04:45 | modify | 1847 | 0.10 | 94.601 | 94.901 | 93.401 | ||
| 5860 | 2013.06.17 09:15 | s/l | 1847 | 0.10 | 94.901 | 94.901 | 93.401 | -3000.00 | 1716728.00 |
| 5861 | 2013.06.18 03:40 | sell | 1848 | 0.10 | 94.661 | 0.000 | 0.000 | ||
| 5862 | 2013.06.18 03:40 | modify | 1848 | 0.10 | 94.661 | 94.961 | 93.461 | ||
| 5863 | 2013.06.18 09:55 | s/l | 1848 | 0.10 | 94.961 | 94.961 | 93.461 | -3000.00 | 1713728.00 |
| 5864 | 2013.06.18 20:05 | buy | 1849 | 0.10 | 95.305 | 0.000 | 0.000 | ||
| 5865 | 2013.06.18 20:05 | modify | 1849 | 0.10 | 95.305 | 95.055 | 96.255 | ||
| 5866 | 2013.06.18 20:35 | s/l | 1849 | 0.10 | 95.055 | 95.055 | 96.255 | -2500.00 | 1711228.00 |
| 5867 | 2013.06.18 23:00 | buy | 1850 | 0.10 | 95.300 | 0.000 | 0.000 | ||
| 5868 | 2013.06.18 23:00 | modify | 1850 | 0.10 | 95.300 | 95.050 | 96.250 | ||
| 5869 | 2013.06.19 09:05 | close | 1850 | 0.10 | 95.260 | 95.050 | 96.250 | -415.00 | 1710813.00 |
| 5870 | 2013.06.24 12:45 | buy | 1851 | 0.10 | 97.967 | 0.000 | 0.000 | ||
| 5871 | 2013.06.24 12:45 | modify | 1851 | 0.10 | 97.967 | 97.717 | 98.917 | ||
| 5872 | 2013.06.24 15:45 | s/l | 1851 | 0.10 | 97.717 | 97.717 | 98.917 | -2500.00 | 1708313.00 |
| 5873 | 2013.06.25 10:05 | sell | 1852 | 0.10 | 97.437 | 0.000 | 0.000 | ||
| 5874 | 2013.06.25 10:05 | modify | 1852 | 0.10 | 97.437 | 97.737 | 96.237 | ||
| 5875 | 2013.06.25 15:50 | s/l | 1852 | 0.10 | 97.737 | 97.737 | 96.237 | -3000.00 | 1705313.00 |
| 5876 | 2013.06.26 12:40 | sell | 1853 | 0.10 | 97.552 | 0.000 | 0.000 | ||
| 5877 | 2013.06.26 12:40 | modify | 1853 | 0.10 | 97.552 | 97.852 | 96.352 | ||
| 5878 | 2013.06.26 14:50 | s/l | 1853 | 0.10 | 97.852 | 97.852 | 96.352 | -3000.00 | 1702313.00 |
| 5879 | 2013.06.26 15:20 | sell | 1854 | 0.10 | 97.732 | 0.000 | 0.000 | ||
| 5880 | 2013.06.26 15:20 | modify | 1854 | 0.10 | 97.732 | 98.032 | 96.532 | ||
| 5881 | 2013.06.27 05:25 | close | 1854 | 0.10 | 97.775 | 98.032 | 96.532 | -456.00 | 1701857.00 |
| 5882 | 2013.07.03 17:10 | sell | 1855 | 0.10 | 99.540 | 0.000 | 0.000 | ||
| 5883 | 2013.07.03 17:10 | modify | 1855 | 0.10 | 99.540 | 99.840 | 98.340 | ||
| 5884 | 2013.07.03 19:10 | s/l | 1855 | 0.10 | 99.840 | 99.840 | 98.340 | -3000.00 | 1698857.00 |
| 5885 | 2013.07.03 20:10 | sell | 1856 | 0.10 | 100.048 | 0.000 | 0.000 | ||
| 5886 | 2013.07.03 20:10 | modify | 1856 | 0.10 | 100.048 | 100.348 | 98.848 | ||
| 5887 | 2013.07.04 10:15 | close | 1856 | 0.10 | 99.701 | 100.348 | 98.848 | 3444.00 | 1702301.00 |
| 5888 | 2013.07.05 12:20 | sell | 1857 | 0.10 | 99.969 | 0.000 | 0.000 | ||
| 5889 | 2013.07.05 12:20 | modify | 1857 | 0.10 | 99.969 | 100.269 | 98.769 | ||
| 5890 | 2013.07.05 15:35 | s/l | 1857 | 0.10 | 100.269 | 100.269 | 98.769 | -3000.00 | 1699301.00 |
| 5891 | 2013.07.09 11:10 | buy | 1858 | 0.10 | 101.228 | 0.000 | 0.000 | ||
| 5892 | 2013.07.09 11:10 | modify | 1858 | 0.10 | 101.228 | 100.978 | 102.178 | ||
| 5893 | 2013.07.09 20:35 | s/l | 1858 | 0.10 | 100.978 | 100.978 | 102.178 | -2500.00 | 1696801.00 |
| 5894 | 2013.07.10 04:40 | buy | 1859 | 0.10 | 101.164 | 0.000 | 0.000 | ||
| 5895 | 2013.07.10 04:40 | modify | 1859 | 0.10 | 101.164 | 100.914 | 102.114 | ||
| 5896 | 2013.07.10 07:10 | s/l | 1859 | 0.10 | 100.914 | 100.914 | 102.114 | -2500.00 | 1694301.00 |
| 5897 | 2013.07.10 17:10 | sell | 1860 | 0.10 | 100.399 | 0.000 | 0.000 | ||
| 5898 | 2013.07.10 17:10 | modify | 1860 | 0.10 | 100.399 | 100.699 | 99.199 | ||
| 5899 | 2013.07.11 01:25 | t/p | 1860 | 0.10 | 99.199 | 100.699 | 99.199 | 11974.00 | 1706275.00 |
| 5900 | 2013.07.15 11:00 | sell | 1861 | 0.10 | 99.514 | 0.000 | 0.000 | ||
| 5901 | 2013.07.15 11:00 | modify | 1861 | 0.10 | 99.514 | 99.814 | 98.314 | ||
| 5902 | 2013.07.15 11:35 | s/l | 1861 | 0.10 | 99.814 | 99.814 | 98.314 | -3000.00 | 1703275.00 |
| 5903 | 2013.07.15 11:55 | sell | 1862 | 0.10 | 99.783 | 0.000 | 0.000 | ||
| 5904 | 2013.07.15 11:55 | modify | 1862 | 0.10 | 99.783 | 100.083 | 98.583 | ||
| 5905 | 2013.07.15 13:55 | s/l | 1862 | 0.10 | 100.083 | 100.083 | 98.583 | -3000.00 | 1700275.00 |
| 5906 | 2013.07.15 17:30 | buy | 1863 | 0.10 | 99.963 | 0.000 | 0.000 | ||
| 5907 | 2013.07.15 17:30 | modify | 1863 | 0.10 | 99.963 | 99.713 | 100.913 | ||
| 5908 | 2013.07.15 22:40 | s/l | 1863 | 0.10 | 99.713 | 99.713 | 100.913 | -2500.00 | 1697775.00 |
| 5909 | 2013.07.16 03:00 | buy | 1864 | 0.10 | 99.950 | 0.000 | 0.000 | ||
| 5910 | 2013.07.16 03:00 | modify | 1864 | 0.10 | 99.950 | 99.700 | 100.900 | ||
| 5911 | 2013.07.16 05:25 | s/l | 1864 | 0.10 | 99.700 | 99.700 | 100.900 | -2500.00 | 1695275.00 |
| 5912 | 2013.07.17 09:45 | buy | 1865 | 0.10 | 99.390 | 0.000 | 0.000 | ||
| 5913 | 2013.07.17 09:45 | modify | 1865 | 0.10 | 99.390 | 99.140 | 100.340 | ||
| 5914 | 2013.07.17 14:50 | modify | 1865 | 0.10 | 99.390 | 99.390 | 100.340 | ||
| 5915 | 2013.07.17 15:35 | s/l | 1865 | 0.10 | 99.390 | 99.390 | 100.340 | 0.00 | 1695275.00 |
| 5916 | 2013.07.17 17:10 | buy | 1866 | 0.10 | 99.384 | 0.000 | 0.000 | ||
| 5917 | 2013.07.17 17:10 | modify | 1866 | 0.10 | 99.384 | 99.134 | 100.334 | ||
| 5918 | 2013.07.18 01:20 | modify | 1866 | 0.10 | 99.384 | 99.384 | 100.334 | ||
| 5919 | 2013.07.18 10:15 | t/p | 1866 | 0.10 | 100.334 | 99.384 | 100.334 | 9485.00 | 1704760.00 |
| 5920 | 2013.07.18 13:05 | buy | 1867 | 0.10 | 100.102 | 0.000 | 0.000 | ||
| 5921 | 2013.07.18 13:05 | modify | 1867 | 0.10 | 100.102 | 99.852 | 101.052 | ||
| 5922 | 2013.07.18 19:30 | modify | 1867 | 0.10 | 100.102 | 100.102 | 101.052 | ||
| 5923 | 2013.07.19 05:50 | s/l | 1867 | 0.10 | 100.102 | 100.102 | 101.052 | -15.00 | 1704745.00 |
| 5924 | 2013.07.19 12:05 | sell | 1868 | 0.10 | 100.285 | 0.000 | 0.000 | ||
| 5925 | 2013.07.19 12:05 | modify | 1868 | 0.10 | 100.285 | 100.585 | 99.085 | ||
| 5926 | 2013.07.19 16:00 | close | 1868 | 0.10 | 100.296 | 100.585 | 99.085 | -110.00 | 1704635.00 |
| 5927 | 2013.07.22 20:15 | sell | 1869 | 0.10 | 99.485 | 0.000 | 0.000 | ||
| 5928 | 2013.07.22 20:15 | modify | 1869 | 0.10 | 99.485 | 99.785 | 98.285 | ||
| 5929 | 2013.07.23 10:20 | close | 1869 | 0.10 | 99.383 | 99.785 | 98.285 | 994.00 | 1705629.00 |
| 5930 | 2013.07.24 00:15 | sell | 1870 | 0.10 | 99.432 | 0.000 | 0.000 | ||
| 5931 | 2013.07.24 00:15 | modify | 1870 | 0.10 | 99.432 | 99.732 | 98.232 | ||
| 5932 | 2013.07.24 05:00 | s/l | 1870 | 0.10 | 99.732 | 99.732 | 98.232 | -3000.00 | 1702629.00 |
| 5933 | 2013.07.24 05:20 | sell | 1871 | 0.10 | 99.652 | 0.000 | 0.000 | ||
| 5934 | 2013.07.24 05:20 | modify | 1871 | 0.10 | 99.652 | 99.952 | 98.452 | ||
| 5935 | 2013.07.24 10:55 | s/l | 1871 | 0.10 | 99.952 | 99.952 | 98.452 | -3000.00 | 1699629.00 |
| 5936 | 2013.07.25 05:20 | buy | 1872 | 0.10 | 100.073 | 0.000 | 0.000 | ||
| 5937 | 2013.07.25 05:20 | modify | 1872 | 0.10 | 100.073 | 99.823 | 101.023 | ||
| 5938 | 2013.07.25 09:40 | s/l | 1872 | 0.10 | 99.823 | 99.823 | 101.023 | -2500.00 | 1697129.00 |
| 5939 | 2013.07.25 10:00 | sell | 1873 | 0.10 | 99.822 | 0.000 | 0.000 | ||
| 5940 | 2013.07.25 10:00 | modify | 1873 | 0.10 | 99.822 | 100.122 | 98.622 | ||
| 5941 | 2013.07.26 00:05 | close | 1873 | 0.10 | 99.277 | 100.122 | 98.622 | 5424.00 | 1702553.00 |
| 5942 | 2013.07.26 01:35 | sell | 1874 | 0.10 | 99.233 | 0.000 | 0.000 | ||
| 5943 | 2013.07.26 01:35 | modify | 1874 | 0.10 | 99.233 | 99.533 | 98.033 | ||
| 5944 | 2013.07.26 11:10 | modify | 1874 | 0.10 | 99.233 | 99.233 | 98.033 | ||
| 5945 | 2013.07.26 16:00 | close | 1874 | 0.10 | 98.580 | 99.233 | 98.033 | 6530.00 | 1709083.00 |
| 5946 | 2013.07.31 01:15 | sell | 1875 | 0.10 | 98.041 | 0.000 | 0.000 | ||
| 5947 | 2013.07.31 01:15 | modify | 1875 | 0.10 | 98.041 | 98.341 | 96.841 | ||
| 5948 | 2013.07.31 15:20 | close | 1875 | 0.10 | 98.060 | 98.341 | 96.841 | -190.00 | 1708893.00 |
| 5949 | 2013.07.31 18:50 | buy | 1876 | 0.10 | 98.300 | 0.000 | 0.000 | ||
| 5950 | 2013.07.31 18:50 | modify | 1876 | 0.10 | 98.300 | 98.050 | 99.250 | ||
| 5951 | 2013.07.31 21:05 | s/l | 1876 | 0.10 | 98.050 | 98.050 | 99.250 | -2500.00 | 1706393.00 |
| 5952 | 2013.07.31 21:10 | buy | 1877 | 0.10 | 98.139 | 0.000 | 0.000 | ||
| 5953 | 2013.07.31 21:10 | modify | 1877 | 0.10 | 98.139 | 97.889 | 99.089 | ||
| 5954 | 2013.07.31 21:45 | s/l | 1877 | 0.10 | 97.889 | 97.889 | 99.089 | -2500.00 | 1703893.00 |
| 5955 | 2013.08.01 08:15 | buy | 1878 | 0.10 | 98.309 | 0.000 | 0.000 | ||
| 5956 | 2013.08.01 08:15 | modify | 1878 | 0.10 | 98.309 | 98.059 | 99.259 | ||
| 5957 | 2013.08.01 12:50 | modify | 1878 | 0.10 | 98.309 | 98.309 | 99.259 | ||
| 5958 | 2013.08.01 17:05 | t/p | 1878 | 0.10 | 99.259 | 98.309 | 99.259 | 9500.00 | 1713393.00 |
| 5959 | 2013.08.06 02:20 | sell | 1879 | 0.10 | 98.262 | 0.000 | 0.000 | ||
| 5960 | 2013.08.06 02:20 | modify | 1879 | 0.10 | 98.262 | 98.562 | 97.062 | ||
| 5961 | 2013.08.06 09:55 | s/l | 1879 | 0.10 | 98.562 | 98.562 | 97.062 | -3000.00 | 1710393.00 |
| 5962 | 2013.08.06 16:15 | sell | 1880 | 0.10 | 98.129 | 0.000 | 0.000 | ||
| 5963 | 2013.08.06 16:15 | modify | 1880 | 0.10 | 98.129 | 98.429 | 96.929 | ||
| 5964 | 2013.08.06 20:10 | modify | 1880 | 0.10 | 98.129 | 98.129 | 96.929 | ||
| 5965 | 2013.08.07 06:25 | close | 1880 | 0.10 | 97.438 | 98.129 | 96.929 | 6884.00 | 1717277.00 |
| 5966 | 2013.08.09 12:20 | buy | 1881 | 0.10 | 96.673 | 0.000 | 0.000 | ||
| 5967 | 2013.08.09 12:20 | modify | 1881 | 0.10 | 96.673 | 96.423 | 97.623 | ||
| 5968 | 2013.08.09 13:20 | s/l | 1881 | 0.10 | 96.423 | 96.423 | 97.623 | -2500.00 | 1714777.00 |
| 5969 | 2013.08.09 14:15 | buy | 1882 | 0.10 | 96.550 | 0.000 | 0.000 | ||
| 5970 | 2013.08.09 14:15 | modify | 1882 | 0.10 | 96.550 | 96.300 | 97.500 | ||
| 5971 | 2013.08.09 15:45 | s/l | 1882 | 0.10 | 96.300 | 96.300 | 97.500 | -2500.00 | 1712277.00 |
| 5972 | 2013.08.12 13:15 | buy | 1883 | 0.10 | 96.794 | 0.000 | 0.000 | ||
| 5973 | 2013.08.12 13:15 | modify | 1883 | 0.10 | 96.794 | 96.544 | 97.744 | ||
| 5974 | 2013.08.12 17:35 | s/l | 1883 | 0.10 | 96.544 | 96.544 | 97.744 | -2500.00 | 1709777.00 |
| 5975 | 2013.08.12 17:45 | buy | 1884 | 0.10 | 96.559 | 0.000 | 0.000 | ||
| 5976 | 2013.08.12 17:45 | modify | 1884 | 0.10 | 96.559 | 96.309 | 97.509 | ||
| 5977 | 2013.08.13 01:10 | modify | 1884 | 0.10 | 96.559 | 96.559 | 97.509 | ||
| 5978 | 2013.08.13 07:00 | close | 1884 | 0.10 | 97.302 | 96.559 | 97.509 | 7415.00 | 1717192.00 |
| 5979 | 2013.08.15 18:50 | buy | 1885 | 0.10 | 97.841 | 0.000 | 0.000 | ||
| 5980 | 2013.08.15 18:50 | modify | 1885 | 0.10 | 97.841 | 97.591 | 98.791 | ||
| 5981 | 2013.08.15 20:15 | s/l | 1885 | 0.10 | 97.591 | 97.591 | 98.791 | -2500.00 | 1714692.00 |
| 5982 | 2013.08.16 05:05 | sell | 1886 | 0.10 | 97.362 | 0.000 | 0.000 | ||
| 5983 | 2013.08.16 05:05 | modify | 1886 | 0.10 | 97.362 | 97.662 | 96.162 | ||
| 5984 | 2013.08.16 06:45 | s/l | 1886 | 0.10 | 97.662 | 97.662 | 96.162 | -3000.00 | 1711692.00 |
| 5985 | 2013.08.16 10:20 | sell | 1887 | 0.10 | 97.484 | 0.000 | 0.000 | ||
| 5986 | 2013.08.16 10:20 | modify | 1887 | 0.10 | 97.484 | 97.784 | 96.284 | ||
| 5987 | 2013.08.16 16:00 | close | 1887 | 0.10 | 97.316 | 97.784 | 96.284 | 1680.00 | 1713372.00 |
| 5988 | 2013.08.20 00:10 | sell | 1888 | 0.10 | 97.553 | 0.000 | 0.000 | ||
| 5989 | 2013.08.20 00:10 | modify | 1888 | 0.10 | 97.553 | 97.853 | 96.353 | ||
| 5990 | 2013.08.20 04:50 | s/l | 1888 | 0.10 | 97.853 | 97.853 | 96.353 | -3000.00 | 1710372.00 |
| 5991 | 2013.08.20 05:10 | sell | 1889 | 0.10 | 97.750 | 0.000 | 0.000 | ||
| 5992 | 2013.08.20 05:10 | modify | 1889 | 0.10 | 97.750 | 98.050 | 96.550 | ||
| 5993 | 2013.08.20 10:15 | modify | 1889 | 0.10 | 97.750 | 97.750 | 96.550 | ||
| 5994 | 2013.08.20 21:40 | close | 1889 | 0.10 | 97.233 | 97.750 | 96.550 | 5170.00 | 1715542.00 |
| 5995 | 2013.08.21 21:00 | buy | 1890 | 0.10 | 97.565 | 0.000 | 0.000 | ||
| 5996 | 2013.08.21 21:00 | modify | 1890 | 0.10 | 97.565 | 97.315 | 98.515 | ||
| 5997 | 2013.08.22 06:00 | modify | 1890 | 0.10 | 97.565 | 97.565 | 98.515 | ||
| 5998 | 2013.08.22 12:05 | t/p | 1890 | 0.10 | 98.515 | 97.565 | 98.515 | 9485.00 | 1725027.00 |
| 5999 | 2013.08.30 01:10 | buy | 1891 | 0.10 | 98.359 | 0.000 | 0.000 | ||
| 6000 | 2013.08.30 01:10 | modify | 1891 | 0.10 | 98.359 | 98.109 | 99.309 | ||