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 |
| 6001 | 2013.08.30 05:20 | s/l | 1891 | 0.10 | 98.109 | 98.109 | 99.309 | -2500.00 | 1722527.00 |
| 6002 | 2013.09.02 06:15 | buy | 1892 | 0.10 | 98.574 | 0.000 | 0.000 | ||
| 6003 | 2013.09.02 06:15 | modify | 1892 | 0.10 | 98.574 | 98.324 | 99.524 | ||
| 6004 | 2013.09.02 11:50 | modify | 1892 | 0.10 | 98.574 | 98.574 | 99.524 | ||
| 6005 | 2013.09.02 13:40 | close | 1892 | 0.10 | 99.223 | 98.574 | 99.524 | 6490.00 | 1729017.00 |
| 6006 | 2013.09.04 11:25 | buy | 1893 | 0.10 | 99.622 | 0.000 | 0.000 | ||
| 6007 | 2013.09.04 11:25 | modify | 1893 | 0.10 | 99.622 | 99.372 | 100.572 | ||
| 6008 | 2013.09.04 15:35 | s/l | 1893 | 0.10 | 99.372 | 99.372 | 100.572 | -2500.00 | 1726517.00 |
| 6009 | 2013.09.05 02:50 | buy | 1894 | 0.10 | 99.745 | 0.000 | 0.000 | ||
| 6010 | 2013.09.05 02:50 | modify | 1894 | 0.10 | 99.745 | 99.495 | 100.695 | ||
| 6011 | 2013.09.05 12:55 | close | 1894 | 0.10 | 99.845 | 99.495 | 100.695 | 1000.00 | 1727517.00 |
| 6012 | 2013.09.06 14:05 | sell | 1895 | 0.10 | 99.708 | 0.000 | 0.000 | ||
| 6013 | 2013.09.06 14:05 | modify | 1895 | 0.10 | 99.708 | 100.008 | 98.508 | ||
| 6014 | 2013.09.06 16:00 | close | 1895 | 0.10 | 99.194 | 100.008 | 98.508 | 5140.00 | 1732657.00 |
| 6015 | 2013.09.11 04:15 | buy | 1896 | 0.10 | 100.396 | 0.000 | 0.000 | ||
| 6016 | 2013.09.11 04:15 | modify | 1896 | 0.10 | 100.396 | 100.146 | 101.346 | ||
| 6017 | 2013.09.11 11:15 | s/l | 1896 | 0.10 | 100.146 | 100.146 | 101.346 | -2500.00 | 1730157.00 |
| 6018 | 2013.09.16 03:30 | sell | 1897 | 0.10 | 98.934 | 0.000 | 0.000 | ||
| 6019 | 2013.09.16 03:30 | modify | 1897 | 0.10 | 98.934 | 99.234 | 97.734 | ||
| 6020 | 2013.09.16 17:35 | close | 1897 | 0.10 | 98.805 | 99.234 | 97.734 | 1290.00 | 1731447.00 |
| 6021 | 2013.09.18 18:05 | sell | 1898 | 0.10 | 98.938 | 0.000 | 0.000 | ||
| 6022 | 2013.09.18 18:05 | modify | 1898 | 0.10 | 98.938 | 99.238 | 97.738 | ||
| 6023 | 2013.09.18 23:10 | modify | 1898 | 0.10 | 98.938 | 98.938 | 97.738 | ||
| 6024 | 2013.09.19 05:15 | close | 1898 | 0.10 | 98.123 | 98.938 | 97.738 | 8124.00 | 1739571.00 |
| 6025 | 2013.09.19 13:55 | buy | 1899 | 0.10 | 98.945 | 0.000 | 0.000 | ||
| 6026 | 2013.09.19 13:55 | modify | 1899 | 0.10 | 98.945 | 98.695 | 99.895 | ||
| 6027 | 2013.09.19 19:45 | modify | 1899 | 0.10 | 98.945 | 98.945 | 99.895 | ||
| 6028 | 2013.09.20 16:00 | close | 1899 | 0.10 | 99.541 | 98.945 | 99.895 | 5945.00 | 1745516.00 |
| 6029 | 2013.09.24 13:50 | buy | 1900 | 0.10 | 98.840 | 0.000 | 0.000 | ||
| 6030 | 2013.09.24 13:50 | modify | 1900 | 0.10 | 98.840 | 98.590 | 99.790 | ||
| 6031 | 2013.09.24 14:55 | s/l | 1900 | 0.10 | 98.590 | 98.590 | 99.790 | -2500.00 | 1743016.00 |
| 6032 | 2013.09.25 07:25 | sell | 1901 | 0.10 | 98.691 | 0.000 | 0.000 | ||
| 6033 | 2013.09.25 07:25 | modify | 1901 | 0.10 | 98.691 | 98.991 | 97.491 | ||
| 6034 | 2013.09.25 21:30 | close | 1901 | 0.10 | 98.558 | 98.991 | 97.491 | 1330.00 | 1744346.00 |
| 6035 | 2013.09.26 02:20 | sell | 1902 | 0.10 | 98.481 | 0.000 | 0.000 | ||
| 6036 | 2013.09.26 02:20 | modify | 1902 | 0.10 | 98.481 | 98.781 | 97.281 | ||
| 6037 | 2013.09.26 05:25 | s/l | 1902 | 0.10 | 98.781 | 98.781 | 97.281 | -3000.00 | 1741346.00 |
| 6038 | 2013.09.27 10:50 | sell | 1903 | 0.10 | 98.592 | 0.000 | 0.000 | ||
| 6039 | 2013.09.27 10:50 | modify | 1903 | 0.10 | 98.592 | 98.892 | 97.392 | ||
| 6040 | 2013.09.27 16:00 | close | 1903 | 0.10 | 98.433 | 98.892 | 97.392 | 1590.00 | 1742936.00 |
| 6041 | 2013.09.30 23:00 | buy | 1904 | 0.10 | 98.294 | 0.000 | 0.000 | ||
| 6042 | 2013.09.30 23:00 | modify | 1904 | 0.10 | 98.294 | 98.044 | 99.244 | ||
| 6043 | 2013.10.01 07:50 | s/l | 1904 | 0.10 | 98.044 | 98.044 | 99.244 | -2515.00 | 1740421.00 |
| 6044 | 2013.10.01 07:55 | buy | 1905 | 0.10 | 98.166 | 0.000 | 0.000 | ||
| 6045 | 2013.10.01 07:55 | modify | 1905 | 0.10 | 98.166 | 97.916 | 99.116 | ||
| 6046 | 2013.10.01 10:00 | s/l | 1905 | 0.10 | 97.916 | 97.916 | 99.116 | -2500.00 | 1737921.00 |
| 6047 | 2013.10.01 10:20 | buy | 1906 | 0.10 | 97.888 | 0.000 | 0.000 | ||
| 6048 | 2013.10.01 10:20 | modify | 1906 | 0.10 | 97.888 | 97.638 | 98.838 | ||
| 6049 | 2013.10.01 20:25 | close | 1906 | 0.10 | 97.986 | 97.638 | 98.838 | 980.00 | 1738901.00 |
| 6050 | 2013.10.01 21:00 | sell | 1907 | 0.10 | 98.056 | 0.000 | 0.000 | ||
| 6051 | 2013.10.01 21:00 | modify | 1907 | 0.10 | 98.056 | 98.356 | 96.856 | ||
| 6052 | 2013.10.02 08:35 | modify | 1907 | 0.10 | 98.056 | 98.056 | 96.856 | ||
| 6053 | 2013.10.02 21:50 | close | 1907 | 0.10 | 97.396 | 98.056 | 96.856 | 6574.00 | 1745475.00 |
| 6054 | 2013.10.03 10:15 | buy | 1908 | 0.10 | 97.724 | 0.000 | 0.000 | ||
| 6055 | 2013.10.03 10:15 | modify | 1908 | 0.10 | 97.724 | 97.474 | 98.674 | ||
| 6056 | 2013.10.03 17:05 | s/l | 1908 | 0.10 | 97.474 | 97.474 | 98.674 | -2500.00 | 1742975.00 |
| 6057 | 2013.10.03 18:40 | buy | 1909 | 0.10 | 97.274 | 0.000 | 0.000 | ||
| 6058 | 2013.10.03 18:40 | modify | 1909 | 0.10 | 97.274 | 97.024 | 98.224 | ||
| 6059 | 2013.10.03 19:05 | s/l | 1909 | 0.10 | 97.024 | 97.024 | 98.224 | -2500.00 | 1740475.00 |
| 6060 | 2013.10.03 19:05 | buy | 1910 | 0.10 | 97.014 | 0.000 | 0.000 | ||
| 6061 | 2013.10.03 19:05 | modify | 1910 | 0.10 | 97.014 | 96.764 | 97.964 | ||
| 6062 | 2013.10.04 01:15 | modify | 1910 | 0.10 | 97.014 | 97.014 | 97.964 | ||
| 6063 | 2013.10.04 09:05 | s/l | 1910 | 0.10 | 97.014 | 97.014 | 97.964 | -15.00 | 1740460.00 |
| 6064 | 2013.10.04 12:15 | sell | 1911 | 0.10 | 97.148 | 0.000 | 0.000 | ||
| 6065 | 2013.10.04 12:15 | modify | 1911 | 0.10 | 97.148 | 97.448 | 95.948 | ||
| 6066 | 2013.10.04 16:00 | close | 1911 | 0.10 | 97.158 | 97.448 | 95.948 | -100.00 | 1740360.00 |
| 6067 | 2013.10.07 13:40 | sell | 1912 | 0.10 | 96.906 | 0.000 | 0.000 | ||
| 6068 | 2013.10.07 13:40 | modify | 1912 | 0.10 | 96.906 | 97.206 | 95.706 | ||
| 6069 | 2013.10.07 17:25 | s/l | 1912 | 0.10 | 97.206 | 97.206 | 95.706 | -3000.00 | 1737360.00 |
| 6070 | 2013.10.07 17:50 | sell | 1913 | 0.10 | 97.048 | 0.000 | 0.000 | ||
| 6071 | 2013.10.07 17:50 | modify | 1913 | 0.10 | 97.048 | 97.348 | 95.848 | ||
| 6072 | 2013.10.07 23:50 | modify | 1913 | 0.10 | 97.048 | 97.048 | 95.848 | ||
| 6073 | 2013.10.08 07:40 | s/l | 1913 | 0.10 | 97.048 | 97.048 | 95.848 | -26.00 | 1737334.00 |
| 6074 | 2013.10.08 09:50 | buy | 1914 | 0.10 | 97.142 | 0.000 | 0.000 | ||
| 6075 | 2013.10.08 09:50 | modify | 1914 | 0.10 | 97.142 | 96.892 | 98.092 | ||
| 6076 | 2013.10.08 18:05 | s/l | 1914 | 0.10 | 96.892 | 96.892 | 98.092 | -2500.00 | 1734834.00 |
| 6077 | 2013.10.08 18:20 | buy | 1915 | 0.10 | 96.951 | 0.000 | 0.000 | ||
| 6078 | 2013.10.08 18:20 | modify | 1915 | 0.10 | 96.951 | 96.701 | 97.901 | ||
| 6079 | 2013.10.09 04:25 | close | 1915 | 0.10 | 97.155 | 96.701 | 97.901 | 2025.00 | 1736859.00 |
| 6080 | 2013.10.09 14:45 | buy | 1916 | 0.10 | 97.269 | 0.000 | 0.000 | ||
| 6081 | 2013.10.09 14:45 | modify | 1916 | 0.10 | 97.269 | 97.019 | 98.219 | ||
| 6082 | 2013.10.10 00:50 | close | 1916 | 0.10 | 97.361 | 97.019 | 98.219 | 905.00 | 1737764.00 |
| 6083 | 2013.10.14 20:20 | sell | 1917 | 0.10 | 98.386 | 0.000 | 0.000 | ||
| 6084 | 2013.10.14 20:20 | modify | 1917 | 0.10 | 98.386 | 98.686 | 97.186 | ||
| 6085 | 2013.10.15 00:05 | s/l | 1917 | 0.10 | 98.686 | 98.686 | 97.186 | -3026.00 | 1734738.00 |
| 6086 | 2013.10.15 04:55 | buy | 1918 | 0.10 | 98.475 | 0.000 | 0.000 | ||
| 6087 | 2013.10.15 04:55 | modify | 1918 | 0.10 | 98.475 | 98.225 | 99.425 | ||
| 6088 | 2013.10.15 15:00 | close | 1918 | 0.10 | 98.443 | 98.225 | 99.425 | -320.00 | 1734418.00 |
| 6089 | 2013.10.16 02:10 | sell | 1919 | 0.10 | 98.241 | 0.000 | 0.000 | ||
| 6090 | 2013.10.16 02:10 | modify | 1919 | 0.10 | 98.241 | 98.541 | 97.041 | ||
| 6091 | 2013.10.16 03:00 | s/l | 1919 | 0.10 | 98.541 | 98.541 | 97.041 | -3000.00 | 1731418.00 |
| 6092 | 2013.10.17 10:20 | sell | 1920 | 0.10 | 98.369 | 0.000 | 0.000 | ||
| 6093 | 2013.10.17 10:20 | modify | 1920 | 0.10 | 98.369 | 98.669 | 97.169 | ||
| 6094 | 2013.10.17 13:50 | modify | 1920 | 0.10 | 98.369 | 98.369 | 97.169 | ||
| 6095 | 2013.10.17 20:25 | close | 1920 | 0.10 | 97.878 | 98.369 | 97.169 | 4910.00 | 1736328.00 |
| 6096 | 2013.10.18 00:15 | sell | 1921 | 0.10 | 97.863 | 0.000 | 0.000 | ||
| 6097 | 2013.10.18 00:15 | modify | 1921 | 0.10 | 97.863 | 98.163 | 96.663 | ||
| 6098 | 2013.10.18 14:20 | close | 1921 | 0.10 | 97.734 | 98.163 | 96.663 | 1290.00 | 1737618.00 |
| 6099 | 2013.10.23 16:00 | sell | 1922 | 0.10 | 97.425 | 0.000 | 0.000 | ||
| 6100 | 2013.10.23 16:00 | modify | 1922 | 0.10 | 97.425 | 97.725 | 96.225 | ||
| 6101 | 2013.10.24 06:05 | close | 1922 | 0.10 | 97.346 | 97.725 | 96.225 | 764.00 | 1738382.00 |
| 6102 | 2013.10.25 01:55 | sell | 1923 | 0.10 | 97.363 | 0.000 | 0.000 | ||
| 6103 | 2013.10.25 01:55 | modify | 1923 | 0.10 | 97.363 | 97.663 | 96.163 | ||
| 6104 | 2013.10.25 16:00 | close | 1923 | 0.10 | 97.349 | 97.663 | 96.163 | 140.00 | 1738522.00 |
| 6105 | 2013.11.04 14:10 | sell | 1924 | 0.10 | 98.683 | 0.000 | 0.000 | ||
| 6106 | 2013.11.04 14:10 | modify | 1924 | 0.10 | 98.683 | 98.983 | 97.483 | ||
| 6107 | 2013.11.05 04:15 | close | 1924 | 0.10 | 98.525 | 98.983 | 97.483 | 1554.00 | 1740076.00 |
| 6108 | 2013.11.05 08:05 | sell | 1925 | 0.10 | 98.405 | 0.000 | 0.000 | ||
| 6109 | 2013.11.05 08:05 | modify | 1925 | 0.10 | 98.405 | 98.705 | 97.205 | ||
| 6110 | 2013.11.05 21:50 | close | 1925 | 0.10 | 98.568 | 98.705 | 97.205 | -1630.00 | 1738446.00 |
| 6111 | 2013.11.06 04:45 | buy | 1926 | 0.10 | 98.452 | 0.000 | 0.000 | ||
| 6112 | 2013.11.06 04:45 | modify | 1926 | 0.10 | 98.452 | 98.202 | 99.402 | ||
| 6113 | 2013.11.06 14:50 | close | 1926 | 0.10 | 98.561 | 98.202 | 99.402 | 1090.00 | 1739536.00 |
| 6114 | 2013.11.07 01:20 | buy | 1927 | 0.10 | 98.677 | 0.000 | 0.000 | ||
| 6115 | 2013.11.07 01:20 | modify | 1927 | 0.10 | 98.677 | 98.427 | 99.627 | ||
| 6116 | 2013.11.07 11:25 | close | 1927 | 0.10 | 98.693 | 98.427 | 99.627 | 160.00 | 1739696.00 |
| 6117 | 2013.11.08 04:40 | sell | 1928 | 0.10 | 98.208 | 0.000 | 0.000 | ||
| 6118 | 2013.11.08 04:40 | modify | 1928 | 0.10 | 98.208 | 98.508 | 97.008 | ||
| 6119 | 2013.11.08 16:00 | close | 1928 | 0.10 | 98.115 | 98.508 | 97.008 | 930.00 | 1740626.00 |
| 6120 | 2013.11.11 05:00 | buy | 1929 | 0.10 | 99.044 | 0.000 | 0.000 | ||
| 6121 | 2013.11.11 05:00 | modify | 1929 | 0.10 | 99.044 | 98.794 | 99.994 | ||
| 6122 | 2013.11.11 15:05 | close | 1929 | 0.10 | 99.136 | 98.794 | 99.994 | 920.00 | 1741546.00 |
| 6123 | 2013.11.14 17:00 | buy | 1930 | 0.10 | 99.882 | 0.000 | 0.000 | ||
| 6124 | 2013.11.14 17:00 | modify | 1930 | 0.10 | 99.882 | 99.632 | 100.832 | ||
| 6125 | 2013.11.15 03:05 | close | 1930 | 0.10 | 100.202 | 99.632 | 100.832 | 3185.00 | 1744731.00 |
| 6126 | 2013.11.18 03:05 | sell | 1931 | 0.10 | 100.305 | 0.000 | 0.000 | ||
| 6127 | 2013.11.18 03:05 | modify | 1931 | 0.10 | 100.305 | 100.605 | 99.105 | ||
| 6128 | 2013.11.18 10:45 | modify | 1931 | 0.10 | 100.305 | 100.305 | 99.105 | ||
| 6129 | 2013.11.19 08:15 | close | 1931 | 0.10 | 99.754 | 100.305 | 99.105 | 5484.00 | 1750215.00 |
| 6130 | 2013.11.19 12:10 | sell | 1932 | 0.10 | 99.717 | 0.000 | 0.000 | ||
| 6131 | 2013.11.19 12:10 | modify | 1932 | 0.10 | 99.717 | 100.017 | 98.517 | ||
| 6132 | 2013.11.19 16:35 | close | 1932 | 0.10 | 99.953 | 100.017 | 98.517 | -2360.00 | 1747855.00 |
| 6133 | 2013.11.20 13:00 | sell | 1933 | 0.10 | 99.978 | 0.000 | 0.000 | ||
| 6134 | 2013.11.20 13:00 | modify | 1933 | 0.10 | 99.978 | 100.278 | 98.778 | ||
| 6135 | 2013.11.21 03:05 | close | 1933 | 0.10 | 100.189 | 100.278 | 98.778 | -2136.00 | 1745719.00 |
| 6136 | 2013.11.26 15:35 | sell | 1934 | 0.10 | 101.409 | 0.000 | 0.000 | ||
| 6137 | 2013.11.26 15:35 | modify | 1934 | 0.10 | 101.409 | 101.709 | 100.209 | ||
| 6138 | 2013.11.27 05:40 | close | 1934 | 0.10 | 101.374 | 101.709 | 100.209 | 324.00 | 1746043.00 |
| 6139 | 2013.11.28 10:10 | sell | 1935 | 0.10 | 102.191 | 0.000 | 0.000 | ||
| 6140 | 2013.11.28 10:10 | modify | 1935 | 0.10 | 102.191 | 102.491 | 100.991 | ||
| 6141 | 2013.11.29 00:15 | close | 1935 | 0.10 | 102.264 | 102.491 | 100.991 | -756.00 | 1745287.00 |
| 6142 | 2013.12.04 01:15 | sell | 1936 | 0.10 | 102.437 | 0.000 | 0.000 | ||
| 6143 | 2013.12.04 01:15 | modify | 1936 | 0.10 | 102.437 | 102.737 | 101.237 | ||
| 6144 | 2013.12.04 10:25 | s/l | 1936 | 0.10 | 102.737 | 102.737 | 101.237 | -3000.00 | 1742287.00 |
| 6145 | 2013.12.05 05:15 | sell | 1937 | 0.10 | 102.228 | 0.000 | 0.000 | ||
| 6146 | 2013.12.05 05:15 | modify | 1937 | 0.10 | 102.228 | 102.528 | 101.028 | ||
| 6147 | 2013.12.05 19:20 | close | 1937 | 0.10 | 101.918 | 102.528 | 101.028 | 3100.00 | 1745387.00 |
| 6148 | 2013.12.06 04:20 | sell | 1938 | 0.10 | 101.856 | 0.000 | 0.000 | ||
| 6149 | 2013.12.06 04:20 | modify | 1938 | 0.10 | 101.856 | 102.156 | 100.656 | ||
| 6150 | 2013.12.06 08:50 | s/l | 1938 | 0.10 | 102.156 | 102.156 | 100.656 | -3000.00 | 1742387.00 |