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 |
| 6151 | 2013.12.09 11:10 | buy | 1939 | 0.10 | 103.088 | 0.000 | 0.000 | ||
| 6152 | 2013.12.09 11:10 | modify | 1939 | 0.10 | 103.088 | 102.838 | 104.038 | ||
| 6153 | 2013.12.09 21:15 | close | 1939 | 0.10 | 103.267 | 102.838 | 104.038 | 1790.00 | 1744177.00 |
| 6154 | 2013.12.16 01:40 | sell | 1940 | 0.10 | 103.141 | 0.000 | 0.000 | ||
| 6155 | 2013.12.16 01:40 | modify | 1940 | 0.10 | 103.141 | 103.441 | 101.941 | ||
| 6156 | 2013.12.16 09:00 | modify | 1940 | 0.10 | 103.141 | 103.141 | 101.941 | ||
| 6157 | 2013.12.16 12:00 | s/l | 1940 | 0.10 | 103.141 | 103.141 | 101.941 | 0.00 | 1744177.00 |
| 6158 | 2013.12.16 12:20 | sell | 1941 | 0.10 | 103.006 | 0.000 | 0.000 | ||
| 6159 | 2013.12.16 12:20 | modify | 1941 | 0.10 | 103.006 | 103.306 | 101.806 | ||
| 6160 | 2013.12.17 02:25 | close | 1941 | 0.10 | 103.077 | 103.306 | 101.806 | -736.00 | 1743441.00 |
| 6161 | 2013.12.17 04:00 | buy | 1942 | 0.10 | 103.056 | 0.000 | 0.000 | ||
| 6162 | 2013.12.17 04:00 | modify | 1942 | 0.10 | 103.056 | 102.806 | 104.006 | ||
| 6163 | 2013.12.17 14:05 | close | 1942 | 0.10 | 102.958 | 102.806 | 104.006 | -980.00 | 1742461.00 |
| 6164 | 2013.12.18 04:10 | sell | 1943 | 0.10 | 102.800 | 0.000 | 0.000 | ||
| 6165 | 2013.12.18 04:10 | modify | 1943 | 0.10 | 102.800 | 103.100 | 101.600 | ||
| 6166 | 2013.12.18 16:25 | close | 1943 | 0.10 | 103.048 | 103.100 | 101.600 | -2480.00 | 1739981.00 |
| 6167 | 2013.12.24 03:55 | buy | 1944 | 0.10 | 104.230 | 0.000 | 0.000 | ||
| 6168 | 2013.12.24 03:55 | modify | 1944 | 0.10 | 104.230 | 103.980 | 105.180 | ||
| 6169 | 2013.12.24 14:00 | close | 1944 | 0.10 | 104.327 | 103.980 | 105.180 | 970.00 | 1740951.00 |
| 6170 | 2013.12.26 10:50 | sell | 1945 | 0.10 | 104.770 | 0.000 | 0.000 | ||
| 6171 | 2013.12.26 10:50 | modify | 1945 | 0.10 | 104.770 | 105.070 | 103.570 | ||
| 6172 | 2013.12.27 00:55 | close | 1945 | 0.10 | 104.810 | 105.070 | 103.570 | -426.00 | 1740525.00 |
| 6173 | 2013.12.31 07:00 | sell | 1946 | 0.10 | 104.894 | 0.000 | 0.000 | ||
| 6174 | 2013.12.31 07:00 | modify | 1946 | 0.10 | 104.894 | 105.194 | 103.694 | ||
| 6175 | 2013.12.31 12:00 | close | 1946 | 0.10 | 105.129 | 105.194 | 103.694 | -2350.00 | 1738175.00 |
| 6176 | 2014.01.02 20:30 | sell | 1947 | 0.10 | 104.820 | 0.000 | 0.000 | ||
| 6177 | 2014.01.02 20:30 | modify | 1947 | 0.10 | 104.820 | 105.120 | 103.620 | ||
| 6178 | 2014.01.03 07:25 | modify | 1947 | 0.10 | 104.820 | 104.820 | 103.620 | ||
| 6179 | 2014.01.03 16:00 | close | 1947 | 0.10 | 104.467 | 104.820 | 103.620 | 3504.00 | 1741679.00 |
| 6180 | 2014.01.07 01:50 | sell | 1948 | 0.10 | 104.184 | 0.000 | 0.000 | ||
| 6181 | 2014.01.07 01:50 | modify | 1948 | 0.10 | 104.184 | 104.484 | 102.984 | ||
| 6182 | 2014.01.07 03:50 | s/l | 1948 | 0.10 | 104.484 | 104.484 | 102.984 | -3000.00 | 1738679.00 |
| 6183 | 2014.01.08 04:30 | buy | 1949 | 0.10 | 104.808 | 0.000 | 0.000 | ||
| 6184 | 2014.01.08 04:30 | modify | 1949 | 0.10 | 104.808 | 104.558 | 105.758 | ||
| 6185 | 2014.01.08 14:35 | close | 1949 | 0.10 | 104.731 | 104.558 | 105.758 | -770.00 | 1737909.00 |
| 6186 | 2014.01.09 15:25 | buy | 1950 | 0.10 | 104.984 | 0.000 | 0.000 | ||
| 6187 | 2014.01.09 15:25 | modify | 1950 | 0.10 | 104.984 | 104.734 | 105.934 | ||
| 6188 | 2014.01.09 19:10 | s/l | 1950 | 0.10 | 104.734 | 104.734 | 105.934 | -2500.00 | 1735409.00 |
| 6189 | 2014.01.10 05:55 | buy | 1951 | 0.10 | 104.874 | 0.000 | 0.000 | ||
| 6190 | 2014.01.10 05:55 | modify | 1951 | 0.10 | 104.874 | 104.624 | 105.824 | ||
| 6191 | 2014.01.10 16:00 | close | 1951 | 0.10 | 104.991 | 104.624 | 105.824 | 1170.00 | 1736579.00 |
| 6192 | 2014.01.10 16:55 | buy | 1952 | 0.10 | 104.579 | 0.000 | 0.000 | ||
| 6193 | 2014.01.10 16:55 | close | 1952 | 0.10 | 104.574 | 0.000 | 0.000 | -50.00 | 1736529.00 |
| 6194 | 2014.01.15 11:25 | buy | 1953 | 0.10 | 104.337 | 0.000 | 0.000 | ||
| 6195 | 2014.01.15 11:25 | modify | 1953 | 0.10 | 104.337 | 104.087 | 105.287 | ||
| 6196 | 2014.01.15 21:30 | close | 1953 | 0.10 | 104.639 | 104.087 | 105.287 | 3020.00 | 1739549.00 |
| 6197 | 2014.01.20 18:30 | sell | 1954 | 0.10 | 103.994 | 0.000 | 0.000 | ||
| 6198 | 2014.01.20 18:30 | modify | 1954 | 0.10 | 103.994 | 104.294 | 102.794 | ||
| 6199 | 2014.01.20 22:15 | close | 1954 | 0.10 | 104.166 | 104.294 | 102.794 | -1720.00 | 1737829.00 |
| 6200 | 2014.01.21 22:50 | sell | 1955 | 0.10 | 104.216 | 0.000 | 0.000 | ||
| 6201 | 2014.01.21 22:50 | modify | 1955 | 0.10 | 104.216 | 104.516 | 103.016 | ||
| 6202 | 2014.01.22 08:30 | s/l | 1955 | 0.10 | 104.516 | 104.516 | 103.016 | -3026.00 | 1734803.00 |
| 6203 | 2014.01.22 09:40 | sell | 1956 | 0.10 | 104.412 | 0.000 | 0.000 | ||
| 6204 | 2014.01.22 09:40 | modify | 1956 | 0.10 | 104.412 | 104.712 | 103.212 | ||
| 6205 | 2014.01.22 23:45 | close | 1956 | 0.10 | 104.428 | 104.712 | 103.212 | -160.00 | 1734643.00 |
| 6206 | 2014.01.28 16:30 | buy | 1957 | 0.10 | 103.101 | 0.000 | 0.000 | ||
| 6207 | 2014.01.28 16:30 | modify | 1957 | 0.10 | 103.101 | 102.851 | 104.051 | ||
| 6208 | 2014.01.28 16:35 | s/l | 1957 | 0.10 | 102.851 | 102.851 | 104.051 | -2500.00 | 1732143.00 |
| 6209 | 2014.01.28 17:45 | buy | 1958 | 0.10 | 102.751 | 0.000 | 0.000 | ||
| 6210 | 2014.01.28 17:45 | modify | 1958 | 0.10 | 102.751 | 102.501 | 103.701 | ||
| 6211 | 2014.01.29 02:50 | modify | 1958 | 0.10 | 102.751 | 102.751 | 103.701 | ||
| 6212 | 2014.01.29 09:50 | close | 1958 | 0.10 | 103.334 | 102.751 | 103.701 | 5815.00 | 1737958.00 |
| 6213 | 2014.01.30 12:35 | buy | 1959 | 0.10 | 102.248 | 0.000 | 0.000 | ||
| 6214 | 2014.01.30 12:35 | modify | 1959 | 0.10 | 102.248 | 101.998 | 103.198 | ||
| 6215 | 2014.01.30 19:55 | modify | 1959 | 0.10 | 102.248 | 102.248 | 103.198 | ||
| 6216 | 2014.01.31 02:00 | close | 1959 | 0.10 | 102.781 | 102.248 | 103.198 | 5315.00 | 1743273.00 |
| 6217 | 2014.01.31 03:50 | buy | 1960 | 0.10 | 102.816 | 0.000 | 0.000 | ||
| 6218 | 2014.01.31 03:50 | modify | 1960 | 0.10 | 102.816 | 102.566 | 103.766 | ||
| 6219 | 2014.01.31 06:50 | s/l | 1960 | 0.10 | 102.566 | 102.566 | 103.766 | -2500.00 | 1740773.00 |
| 6220 | 2014.01.31 07:15 | buy | 1961 | 0.10 | 102.539 | 0.000 | 0.000 | ||
| 6221 | 2014.01.31 07:15 | modify | 1961 | 0.10 | 102.539 | 102.289 | 103.489 | ||
| 6222 | 2014.01.31 13:20 | s/l | 1961 | 0.10 | 102.289 | 102.289 | 103.489 | -2500.00 | 1738273.00 |
| 6223 | 2014.02.03 03:50 | sell | 1962 | 0.10 | 102.210 | 0.000 | 0.000 | ||
| 6224 | 2014.02.03 03:50 | modify | 1962 | 0.10 | 102.210 | 102.510 | 101.010 | ||
| 6225 | 2014.02.03 17:55 | close | 1962 | 0.10 | 101.731 | 102.510 | 101.010 | 4790.00 | 1743063.00 |
| 6226 | 2014.02.05 01:10 | buy | 1963 | 0.10 | 101.672 | 0.000 | 0.000 | ||
| 6227 | 2014.02.05 01:10 | modify | 1963 | 0.10 | 101.672 | 101.422 | 102.622 | ||
| 6228 | 2014.02.05 03:40 | s/l | 1963 | 0.10 | 101.422 | 101.422 | 102.622 | -2500.00 | 1740563.00 |
| 6229 | 2014.02.05 15:30 | sell | 1964 | 0.10 | 101.158 | 0.000 | 0.000 | ||
| 6230 | 2014.02.05 15:30 | modify | 1964 | 0.10 | 101.158 | 101.458 | 99.958 | ||
| 6231 | 2014.02.05 18:05 | s/l | 1964 | 0.10 | 101.458 | 101.458 | 99.958 | -3000.00 | 1737563.00 |
| 6232 | 2014.02.05 18:25 | sell | 1965 | 0.10 | 101.189 | 0.000 | 0.000 | ||
| 6233 | 2014.02.05 18:25 | modify | 1965 | 0.10 | 101.189 | 101.489 | 99.989 | ||
| 6234 | 2014.02.05 21:45 | s/l | 1965 | 0.10 | 101.489 | 101.489 | 99.989 | -3000.00 | 1734563.00 |
| 6235 | 2014.02.05 21:45 | sell | 1966 | 0.10 | 101.423 | 0.000 | 0.000 | ||
| 6236 | 2014.02.05 21:45 | modify | 1966 | 0.10 | 101.423 | 101.723 | 100.223 | ||
| 6237 | 2014.02.06 11:50 | close | 1966 | 0.10 | 101.402 | 101.723 | 100.223 | 184.00 | 1734747.00 |
| 6238 | 2014.02.06 12:35 | buy | 1967 | 0.10 | 101.455 | 0.000 | 0.000 | ||
| 6239 | 2014.02.06 12:35 | modify | 1967 | 0.10 | 101.455 | 101.205 | 102.405 | ||
| 6240 | 2014.02.06 20:35 | modify | 1967 | 0.10 | 101.455 | 101.455 | 102.405 | ||
| 6241 | 2014.02.07 00:25 | close | 1967 | 0.10 | 102.131 | 101.455 | 102.405 | 6745.00 | 1741492.00 |
| 6242 | 2014.02.07 02:35 | buy | 1968 | 0.10 | 102.062 | 0.000 | 0.000 | ||
| 6243 | 2014.02.07 02:35 | modify | 1968 | 0.10 | 102.062 | 101.812 | 103.012 | ||
| 6244 | 2014.02.07 12:40 | close | 1968 | 0.10 | 102.092 | 101.812 | 103.012 | 300.00 | 1741792.00 |
| 6245 | 2014.02.11 15:45 | buy | 1969 | 0.10 | 102.396 | 0.000 | 0.000 | ||
| 6246 | 2014.02.11 15:45 | modify | 1969 | 0.10 | 102.396 | 102.146 | 103.346 | ||
| 6247 | 2014.02.11 17:20 | s/l | 1969 | 0.10 | 102.146 | 102.146 | 103.346 | -2500.00 | 1739292.00 |
| 6248 | 2014.02.11 17:50 | buy | 1970 | 0.10 | 102.382 | 0.000 | 0.000 | ||
| 6249 | 2014.02.11 17:50 | modify | 1970 | 0.10 | 102.382 | 102.132 | 103.332 | ||
| 6250 | 2014.02.11 22:45 | modify | 1970 | 0.10 | 102.382 | 102.382 | 103.332 | ||
| 6251 | 2014.02.12 13:05 | s/l | 1970 | 0.10 | 102.382 | 102.382 | 103.332 | -15.00 | 1739277.00 |
| 6252 | 2014.02.12 18:25 | sell | 1971 | 0.10 | 102.419 | 0.000 | 0.000 | ||
| 6253 | 2014.02.12 18:25 | modify | 1971 | 0.10 | 102.419 | 102.719 | 101.219 | ||
| 6254 | 2014.02.13 08:30 | close | 1971 | 0.10 | 102.086 | 102.719 | 101.219 | 3304.00 | 1742581.00 |
| 6255 | 2014.02.13 16:20 | sell | 1972 | 0.10 | 101.929 | 0.000 | 0.000 | ||
| 6256 | 2014.02.13 16:20 | modify | 1972 | 0.10 | 101.929 | 102.229 | 100.729 | ||
| 6257 | 2014.02.13 19:25 | s/l | 1972 | 0.10 | 102.229 | 102.229 | 100.729 | -3000.00 | 1739581.00 |
| 6258 | 2014.02.13 19:55 | sell | 1973 | 0.10 | 102.184 | 0.000 | 0.000 | ||
| 6259 | 2014.02.13 19:55 | modify | 1973 | 0.10 | 102.184 | 102.484 | 100.984 | ||
| 6260 | 2014.02.14 09:35 | modify | 1973 | 0.10 | 102.184 | 102.184 | 100.984 | ||
| 6261 | 2014.02.14 16:00 | close | 1973 | 0.10 | 101.826 | 102.184 | 100.984 | 3554.00 | 1743135.00 |
| 6262 | 2014.02.14 16:20 | sell | 1974 | 0.10 | 101.739 | 0.000 | 0.000 | ||
| 6263 | 2014.02.14 16:20 | close | 1974 | 0.10 | 101.744 | 0.000 | 0.000 | -50.00 | 1743085.00 |
| 6264 | 2014.02.20 00:45 | buy | 1975 | 0.10 | 102.322 | 0.000 | 0.000 | ||
| 6265 | 2014.02.20 00:45 | modify | 1975 | 0.10 | 102.322 | 102.072 | 103.272 | ||
| 6266 | 2014.02.20 04:20 | s/l | 1975 | 0.10 | 102.072 | 102.072 | 103.272 | -2500.00 | 1740585.00 |
| 6267 | 2014.02.20 05:10 | buy | 1976 | 0.10 | 102.027 | 0.000 | 0.000 | ||
| 6268 | 2014.02.20 05:10 | modify | 1976 | 0.10 | 102.027 | 101.777 | 102.977 | ||
| 6269 | 2014.02.20 09:35 | s/l | 1976 | 0.10 | 101.777 | 101.777 | 102.977 | -2500.00 | 1738085.00 |
| 6270 | 2014.02.20 23:20 | buy | 1977 | 0.10 | 102.370 | 0.000 | 0.000 | ||
| 6271 | 2014.02.20 23:20 | modify | 1977 | 0.10 | 102.370 | 102.120 | 103.320 | ||
| 6272 | 2014.02.21 09:25 | close | 1977 | 0.10 | 102.463 | 102.120 | 103.320 | 915.00 | 1739000.00 |
| 6273 | 2014.02.21 12:30 | buy | 1978 | 0.10 | 102.420 | 0.000 | 0.000 | ||
| 6274 | 2014.02.21 12:30 | modify | 1978 | 0.10 | 102.420 | 102.170 | 103.370 | ||
| 6275 | 2014.02.21 16:00 | close | 1978 | 0.10 | 102.526 | 102.170 | 103.370 | 1060.00 | 1740060.00 |
| 6276 | 2014.02.24 10:05 | sell | 1979 | 0.10 | 102.319 | 0.000 | 0.000 | ||
| 6277 | 2014.02.24 10:05 | modify | 1979 | 0.10 | 102.319 | 102.619 | 101.119 | ||
| 6278 | 2014.02.24 20:50 | close | 1979 | 0.10 | 102.556 | 102.619 | 101.119 | -2370.00 | 1737690.00 |
| 6279 | 2014.02.24 23:55 | buy | 1980 | 0.10 | 102.463 | 0.000 | 0.000 | ||
| 6280 | 2014.02.24 23:55 | modify | 1980 | 0.10 | 102.463 | 102.213 | 103.413 | ||
| 6281 | 2014.02.25 10:00 | close | 1980 | 0.10 | 102.454 | 102.213 | 103.413 | -105.00 | 1737585.00 |
| 6282 | 2014.02.25 10:40 | buy | 1981 | 0.10 | 102.335 | 0.000 | 0.000 | ||
| 6283 | 2014.02.25 10:40 | modify | 1981 | 0.10 | 102.335 | 102.085 | 103.285 | ||
| 6284 | 2014.02.25 18:00 | s/l | 1981 | 0.10 | 102.085 | 102.085 | 103.285 | -2500.00 | 1735085.00 |
| 6285 | 2014.02.26 05:15 | sell | 1982 | 0.10 | 102.338 | 0.000 | 0.000 | ||
| 6286 | 2014.02.26 05:15 | modify | 1982 | 0.10 | 102.338 | 102.638 | 101.138 | ||
| 6287 | 2014.02.26 19:20 | close | 1982 | 0.10 | 102.381 | 102.638 | 101.138 | -430.00 | 1734655.00 |
| 6288 | 2014.02.27 05:30 | sell | 1983 | 0.10 | 102.362 | 0.000 | 0.000 | ||
| 6289 | 2014.02.27 05:30 | modify | 1983 | 0.10 | 102.362 | 102.662 | 101.162 | ||
| 6290 | 2014.02.27 13:55 | modify | 1983 | 0.10 | 102.362 | 102.362 | 101.162 | ||
| 6291 | 2014.02.28 07:35 | close | 1983 | 0.10 | 101.782 | 102.362 | 101.162 | 5774.00 | 1740429.00 |
| 6292 | 2014.03.03 09:20 | sell | 1984 | 0.10 | 101.381 | 0.000 | 0.000 | ||
| 6293 | 2014.03.03 09:20 | modify | 1984 | 0.10 | 101.381 | 101.681 | 100.181 | ||
| 6294 | 2014.03.03 23:25 | close | 1984 | 0.10 | 101.407 | 101.681 | 100.181 | -260.00 | 1740169.00 |
| 6295 | 2014.03.04 13:20 | buy | 1985 | 0.10 | 101.797 | 0.000 | 0.000 | ||
| 6296 | 2014.03.04 13:20 | modify | 1985 | 0.10 | 101.797 | 101.547 | 102.747 | ||
| 6297 | 2014.03.04 19:15 | modify | 1985 | 0.10 | 101.797 | 101.797 | 102.747 | ||
| 6298 | 2014.03.05 00:10 | close | 1985 | 0.10 | 102.241 | 101.797 | 102.747 | 4425.00 | 1744594.00 |
| 6299 | 2014.03.05 08:45 | buy | 1986 | 0.10 | 102.202 | 0.000 | 0.000 | ||
| 6300 | 2014.03.05 08:45 | modify | 1986 | 0.10 | 102.202 | 101.952 | 103.152 | ||