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 |
| 6301 | 2014.03.05 18:50 | close | 1986 | 0.10 | 102.289 | 101.952 | 103.152 | 870.00 | 1745464.00 |
| 6302 | 2014.03.10 07:35 | sell | 1987 | 0.10 | 103.058 | 0.000 | 0.000 | ||
| 6303 | 2014.03.10 07:35 | modify | 1987 | 0.10 | 103.058 | 103.358 | 101.858 | ||
| 6304 | 2014.03.10 14:05 | close | 1987 | 0.10 | 103.311 | 103.358 | 101.858 | -2530.00 | 1742934.00 |
| 6305 | 2014.03.12 00:20 | sell | 1988 | 0.10 | 102.967 | 0.000 | 0.000 | ||
| 6306 | 2014.03.12 00:20 | modify | 1988 | 0.10 | 102.967 | 103.267 | 101.767 | ||
| 6307 | 2014.03.12 14:25 | close | 1988 | 0.10 | 102.696 | 103.267 | 101.767 | 2710.00 | 1745644.00 |
| 6308 | 2014.03.12 16:10 | sell | 1989 | 0.10 | 102.709 | 0.000 | 0.000 | ||
| 6309 | 2014.03.12 16:10 | modify | 1989 | 0.10 | 102.709 | 103.009 | 101.509 | ||
| 6310 | 2014.03.13 06:15 | close | 1989 | 0.10 | 102.777 | 103.009 | 101.509 | -706.00 | 1744938.00 |
| 6311 | 2014.03.17 16:20 | buy | 1990 | 0.10 | 101.790 | 0.000 | 0.000 | ||
| 6312 | 2014.03.17 16:20 | modify | 1990 | 0.10 | 101.790 | 101.540 | 102.740 | ||
| 6313 | 2014.03.18 02:25 | close | 1990 | 0.10 | 101.843 | 101.540 | 102.740 | 515.00 | 1745453.00 |
| 6314 | 2014.03.18 05:20 | buy | 1991 | 0.10 | 101.759 | 0.000 | 0.000 | ||
| 6315 | 2014.03.18 05:20 | modify | 1991 | 0.10 | 101.759 | 101.509 | 102.709 | ||
| 6316 | 2014.03.18 11:15 | s/l | 1991 | 0.10 | 101.509 | 101.509 | 102.709 | -2500.00 | 1742953.00 |
| 6317 | 2014.03.18 20:00 | sell | 1992 | 0.10 | 101.330 | 0.000 | 0.000 | ||
| 6318 | 2014.03.18 20:00 | modify | 1992 | 0.10 | 101.330 | 101.630 | 100.130 | ||
| 6319 | 2014.03.18 22:20 | close | 1992 | 0.10 | 101.548 | 101.630 | 100.130 | -2180.00 | 1740773.00 |
| 6320 | 2014.03.18 22:25 | sell | 1993 | 0.10 | 101.493 | 0.000 | 0.000 | ||
| 6321 | 2014.03.18 22:25 | modify | 1993 | 0.10 | 101.493 | 101.793 | 100.293 | ||
| 6322 | 2014.03.19 12:30 | close | 1993 | 0.10 | 101.612 | 101.793 | 100.293 | -1216.00 | 1739557.00 |
| 6323 | 2014.03.19 15:00 | buy | 1994 | 0.10 | 101.518 | 0.000 | 0.000 | ||
| 6324 | 2014.03.19 15:00 | modify | 1994 | 0.10 | 101.518 | 101.268 | 102.468 | ||
| 6325 | 2014.03.19 22:00 | t/p | 1994 | 0.10 | 102.468 | 101.268 | 102.468 | 9500.00 | 1749057.00 |
| 6326 | 2014.03.24 08:35 | buy | 1995 | 0.10 | 102.398 | 0.000 | 0.000 | ||
| 6327 | 2014.03.24 08:35 | modify | 1995 | 0.10 | 102.398 | 102.148 | 103.348 | ||
| 6328 | 2014.03.24 18:05 | s/l | 1995 | 0.10 | 102.148 | 102.148 | 103.348 | -2500.00 | 1746557.00 |
| 6329 | 2014.03.25 08:00 | sell | 1996 | 0.10 | 102.296 | 0.000 | 0.000 | ||
| 6330 | 2014.03.25 08:00 | modify | 1996 | 0.10 | 102.296 | 102.596 | 101.096 | ||
| 6331 | 2014.03.25 22:05 | close | 1996 | 0.10 | 102.256 | 102.596 | 101.096 | 400.00 | 1746957.00 |
| 6332 | 2014.03.26 15:20 | sell | 1997 | 0.10 | 102.379 | 0.000 | 0.000 | ||
| 6333 | 2014.03.26 15:20 | modify | 1997 | 0.10 | 102.379 | 102.679 | 101.179 | ||
| 6334 | 2014.03.26 22:35 | modify | 1997 | 0.10 | 102.379 | 102.379 | 101.179 | ||
| 6335 | 2014.03.27 02:25 | close | 1997 | 0.10 | 102.001 | 102.379 | 101.179 | 3754.00 | 1750711.00 |
| 6336 | 2014.03.28 06:00 | sell | 1998 | 0.10 | 102.121 | 0.000 | 0.000 | ||
| 6337 | 2014.03.28 06:00 | modify | 1998 | 0.10 | 102.121 | 102.421 | 100.921 | ||
| 6338 | 2014.03.28 13:50 | close | 1998 | 0.10 | 102.353 | 102.421 | 100.921 | -2320.00 | 1748391.00 |
| 6339 | 2014.03.31 08:55 | buy | 1999 | 0.10 | 102.853 | 0.000 | 0.000 | ||
| 6340 | 2014.03.31 08:55 | modify | 1999 | 0.10 | 102.853 | 102.603 | 103.803 | ||
| 6341 | 2014.03.31 13:45 | modify | 1999 | 0.10 | 102.853 | 102.853 | 103.803 | ||
| 6342 | 2014.04.01 00:20 | close | 1999 | 0.10 | 103.224 | 102.853 | 103.803 | 3695.00 | 1752086.00 |
| 6343 | 2014.04.04 00:55 | sell | 2000 | 0.10 | 103.915 | 0.000 | 0.000 | ||
| 6344 | 2014.04.04 00:55 | modify | 2000 | 0.10 | 103.915 | 104.215 | 102.715 | ||
| 6345 | 2014.04.04 15:00 | close | 2000 | 0.10 | 103.905 | 104.215 | 102.715 | 100.00 | 1752186.00 |
| 6346 | 2014.04.04 15:50 | sell | 2001 | 0.10 | 103.828 | 0.000 | 0.000 | ||
| 6347 | 2014.04.04 15:50 | modify | 2001 | 0.10 | 103.828 | 104.128 | 102.628 | ||
| 6348 | 2014.04.04 16:00 | close | 2001 | 0.10 | 103.824 | 104.128 | 102.628 | 40.00 | 1752226.00 |
| 6349 | 2014.04.11 03:15 | sell | 2002 | 0.10 | 101.328 | 0.000 | 0.000 | ||
| 6350 | 2014.04.11 03:15 | modify | 2002 | 0.10 | 101.328 | 101.628 | 100.128 | ||
| 6351 | 2014.04.11 04:20 | s/l | 2002 | 0.10 | 101.628 | 101.628 | 100.128 | -3000.00 | 1749226.00 |
| 6352 | 2014.04.11 13:45 | buy | 2003 | 0.10 | 101.540 | 0.000 | 0.000 | ||
| 6353 | 2014.04.11 13:45 | modify | 2003 | 0.10 | 101.540 | 101.290 | 102.490 | ||
| 6354 | 2014.04.11 16:00 | close | 2003 | 0.10 | 101.550 | 101.290 | 102.490 | 100.00 | 1749326.00 |
| 6355 | 2014.04.14 12:40 | buy | 2004 | 0.10 | 101.692 | 0.000 | 0.000 | ||
| 6356 | 2014.04.14 12:40 | modify | 2004 | 0.10 | 101.692 | 101.442 | 102.642 | ||
| 6357 | 2014.04.14 22:45 | close | 2004 | 0.10 | 101.765 | 101.442 | 102.642 | 730.00 | 1750056.00 |
| 6358 | 2014.04.15 04:05 | buy | 2005 | 0.10 | 101.906 | 0.000 | 0.000 | ||
| 6359 | 2014.04.15 04:05 | modify | 2005 | 0.10 | 101.906 | 101.656 | 102.856 | ||
| 6360 | 2014.04.15 14:10 | close | 2005 | 0.10 | 101.848 | 101.656 | 102.856 | -580.00 | 1749476.00 |
| 6361 | 2014.04.16 15:10 | buy | 2006 | 0.10 | 102.275 | 0.000 | 0.000 | ||
| 6362 | 2014.04.16 15:10 | modify | 2006 | 0.10 | 102.275 | 102.025 | 103.225 | ||
| 6363 | 2014.04.17 01:15 | close | 2006 | 0.10 | 102.237 | 102.025 | 103.225 | -395.00 | 1749081.00 |
| 6364 | 2014.04.18 00:50 | buy | 2007 | 0.10 | 102.423 | 0.000 | 0.000 | ||
| 6365 | 2014.04.18 00:50 | modify | 2007 | 0.10 | 102.423 | 102.173 | 103.373 | ||
| 6366 | 2014.04.18 10:55 | close | 2007 | 0.10 | 102.389 | 102.173 | 103.373 | -340.00 | 1748741.00 |
| 6367 | 2014.04.18 11:10 | buy | 2008 | 0.10 | 102.409 | 0.000 | 0.000 | ||
| 6368 | 2014.04.18 11:10 | modify | 2008 | 0.10 | 102.409 | 102.159 | 103.359 | ||
| 6369 | 2014.04.18 16:00 | close | 2008 | 0.10 | 102.370 | 102.159 | 103.359 | -390.00 | 1748351.00 |
| 6370 | 2014.04.22 20:00 | buy | 2009 | 0.10 | 102.622 | 0.000 | 0.000 | ||
| 6371 | 2014.04.22 20:00 | modify | 2009 | 0.10 | 102.622 | 102.372 | 103.572 | ||
| 6372 | 2014.04.23 06:05 | close | 2009 | 0.10 | 102.513 | 102.372 | 103.572 | -1105.00 | 1747246.00 |
| 6373 | 2014.04.23 17:05 | sell | 2010 | 0.10 | 102.256 | 0.000 | 0.000 | ||
| 6374 | 2014.04.23 17:05 | modify | 2010 | 0.10 | 102.256 | 102.556 | 101.056 | ||
| 6375 | 2014.04.23 22:50 | close | 2010 | 0.10 | 102.462 | 102.556 | 101.056 | -2060.00 | 1745186.00 |
| 6376 | 2014.04.23 23:30 | sell | 2011 | 0.10 | 102.452 | 0.000 | 0.000 | ||
| 6377 | 2014.04.23 23:30 | modify | 2011 | 0.10 | 102.452 | 102.752 | 101.252 | ||
| 6378 | 2014.04.24 13:35 | close | 2011 | 0.10 | 102.402 | 102.752 | 101.252 | 474.00 | 1745660.00 |
| 6379 | 2014.04.24 20:10 | sell | 2012 | 0.10 | 102.320 | 0.000 | 0.000 | ||
| 6380 | 2014.04.24 20:10 | modify | 2012 | 0.10 | 102.320 | 102.620 | 101.120 | ||
| 6381 | 2014.04.25 10:15 | close | 2012 | 0.10 | 102.337 | 102.620 | 101.120 | -196.00 | 1745464.00 |
| 6382 | 2014.04.28 00:45 | sell | 2013 | 0.10 | 102.113 | 0.000 | 0.000 | ||
| 6383 | 2014.04.28 00:45 | modify | 2013 | 0.10 | 102.113 | 102.413 | 100.913 | ||
| 6384 | 2014.04.28 12:00 | close | 2013 | 0.10 | 102.266 | 102.413 | 100.913 | -1530.00 | 1743934.00 |
| 6385 | 2014.04.28 21:20 | buy | 2014 | 0.10 | 102.404 | 0.000 | 0.000 | ||
| 6386 | 2014.04.28 21:20 | modify | 2014 | 0.10 | 102.404 | 102.154 | 103.354 | ||
| 6387 | 2014.04.29 04:25 | modify | 2014 | 0.10 | 102.404 | 102.404 | 103.354 | ||
| 6388 | 2014.04.29 13:50 | close | 2014 | 0.10 | 102.695 | 102.404 | 103.354 | 2895.00 | 1746829.00 |
| 6389 | 2014.05.01 16:35 | buy | 2015 | 0.10 | 102.322 | 0.000 | 0.000 | ||
| 6390 | 2014.05.01 16:35 | modify | 2015 | 0.10 | 102.322 | 102.072 | 103.272 | ||
| 6391 | 2014.05.02 02:40 | close | 2015 | 0.10 | 102.271 | 102.072 | 103.272 | -525.00 | 1746304.00 |
| 6392 | 2014.05.05 01:25 | sell | 2016 | 0.10 | 102.199 | 0.000 | 0.000 | ||
| 6393 | 2014.05.05 01:25 | modify | 2016 | 0.10 | 102.199 | 102.499 | 100.999 | ||
| 6394 | 2014.05.05 06:10 | modify | 2016 | 0.10 | 102.199 | 102.199 | 100.999 | ||
| 6395 | 2014.05.05 07:00 | close | 2016 | 0.10 | 101.933 | 102.199 | 100.999 | 2660.00 | 1748964.00 |
| 6396 | 2014.05.05 09:15 | sell | 2017 | 0.10 | 101.949 | 0.000 | 0.000 | ||
| 6397 | 2014.05.05 09:15 | modify | 2017 | 0.10 | 101.949 | 102.249 | 100.749 | ||
| 6398 | 2014.05.05 20:05 | close | 2017 | 0.10 | 102.067 | 102.249 | 100.749 | -1180.00 | 1747784.00 |
| 6399 | 2014.05.07 00:05 | sell | 2018 | 0.10 | 101.661 | 0.000 | 0.000 | ||
| 6400 | 2014.05.07 00:05 | modify | 2018 | 0.10 | 101.661 | 101.961 | 100.461 | ||
| 6401 | 2014.05.07 14:10 | close | 2018 | 0.10 | 101.580 | 101.961 | 100.461 | 810.00 | 1748594.00 |
| 6402 | 2014.05.08 09:35 | buy | 2019 | 0.10 | 101.734 | 0.000 | 0.000 | ||
| 6403 | 2014.05.08 09:35 | modify | 2019 | 0.10 | 101.734 | 101.484 | 102.684 | ||
| 6404 | 2014.05.08 19:40 | close | 2019 | 0.10 | 101.635 | 101.484 | 102.684 | -990.00 | 1747604.00 |
| 6405 | 2014.05.09 10:25 | buy | 2020 | 0.10 | 101.718 | 0.000 | 0.000 | ||
| 6406 | 2014.05.09 10:25 | modify | 2020 | 0.10 | 101.718 | 101.468 | 102.668 | ||
| 6407 | 2014.05.09 16:00 | close | 2020 | 0.10 | 101.772 | 101.468 | 102.668 | 540.00 | 1748144.00 |
| 6408 | 2014.05.12 02:50 | buy | 2021 | 0.10 | 101.866 | 0.000 | 0.000 | ||
| 6409 | 2014.05.12 02:50 | modify | 2021 | 0.10 | 101.866 | 101.616 | 102.816 | ||
| 6410 | 2014.05.12 12:55 | close | 2021 | 0.10 | 101.901 | 101.616 | 102.816 | 350.00 | 1748494.00 |
| 6411 | 2014.05.12 15:40 | buy | 2022 | 0.10 | 101.955 | 0.000 | 0.000 | ||
| 6412 | 2014.05.12 15:40 | modify | 2022 | 0.10 | 101.955 | 101.705 | 102.905 | ||
| 6413 | 2014.05.12 19:25 | modify | 2022 | 0.10 | 101.955 | 101.955 | 102.905 | ||
| 6414 | 2014.05.12 21:40 | close | 2022 | 0.10 | 102.171 | 101.955 | 102.905 | 2160.00 | 1750654.00 |
| 6415 | 2014.05.14 21:45 | sell | 2023 | 0.10 | 101.764 | 0.000 | 0.000 | ||
| 6416 | 2014.05.14 21:45 | modify | 2023 | 0.10 | 101.764 | 102.064 | 100.564 | ||
| 6417 | 2014.05.15 01:45 | close | 2023 | 0.10 | 101.861 | 102.064 | 100.564 | -996.00 | 1749658.00 |
| 6418 | 2014.05.15 02:25 | sell | 2024 | 0.10 | 101.807 | 0.000 | 0.000 | ||
| 6419 | 2014.05.15 02:25 | modify | 2024 | 0.10 | 101.807 | 102.107 | 100.607 | ||
| 6420 | 2014.05.15 10:20 | close | 2024 | 0.10 | 102.078 | 102.107 | 100.607 | -2710.00 | 1746948.00 |
| 6421 | 2014.05.16 02:30 | sell | 2025 | 0.10 | 101.524 | 0.000 | 0.000 | ||
| 6422 | 2014.05.16 02:30 | modify | 2025 | 0.10 | 101.524 | 101.824 | 100.324 | ||
| 6423 | 2014.05.16 16:00 | close | 2025 | 0.10 | 101.525 | 101.824 | 100.324 | -10.00 | 1746938.00 |
| 6424 | 2014.05.20 08:50 | buy | 2026 | 0.10 | 101.518 | 0.000 | 0.000 | ||
| 6425 | 2014.05.20 08:50 | modify | 2026 | 0.10 | 101.518 | 101.268 | 102.468 | ||
| 6426 | 2014.05.20 11:45 | s/l | 2026 | 0.10 | 101.268 | 101.268 | 102.468 | -2500.00 | 1744438.00 |
| 6427 | 2014.05.20 22:50 | sell | 2027 | 0.10 | 101.286 | 0.000 | 0.000 | ||
| 6428 | 2014.05.20 22:50 | modify | 2027 | 0.10 | 101.286 | 101.586 | 100.086 | ||
| 6429 | 2014.05.21 11:25 | modify | 2027 | 0.10 | 101.286 | 101.286 | 100.086 | ||
| 6430 | 2014.05.21 15:50 | s/l | 2027 | 0.10 | 101.286 | 101.286 | 100.086 | -26.00 | 1744412.00 |
| 6431 | 2014.05.21 20:20 | buy | 2028 | 0.10 | 101.490 | 0.000 | 0.000 | ||
| 6432 | 2014.05.21 20:20 | modify | 2028 | 0.10 | 101.490 | 101.240 | 102.440 | ||
| 6433 | 2014.05.21 23:35 | close | 2028 | 0.10 | 101.388 | 101.240 | 102.440 | -1020.00 | 1743392.00 |
| 6434 | 2014.05.22 00:15 | buy | 2029 | 0.10 | 101.398 | 0.000 | 0.000 | ||
| 6435 | 2014.05.22 00:15 | modify | 2029 | 0.10 | 101.398 | 101.148 | 102.348 | ||
| 6436 | 2014.05.22 06:40 | modify | 2029 | 0.10 | 101.398 | 101.398 | 102.348 | ||
| 6437 | 2014.05.22 20:00 | close | 2029 | 0.10 | 101.773 | 101.398 | 102.348 | 3750.00 | 1747142.00 |
| 6438 | 2014.05.23 00:15 | buy | 2030 | 0.10 | 101.736 | 0.000 | 0.000 | ||
| 6439 | 2014.05.23 00:15 | modify | 2030 | 0.10 | 101.736 | 101.486 | 102.686 | ||
| 6440 | 2014.05.23 10:20 | close | 2030 | 0.10 | 101.674 | 101.486 | 102.686 | -620.00 | 1746522.00 |
| 6441 | 2014.05.28 04:20 | sell | 2031 | 0.10 | 101.917 | 0.000 | 0.000 | ||
| 6442 | 2014.05.28 04:20 | modify | 2031 | 0.10 | 101.917 | 102.217 | 100.717 | ||
| 6443 | 2014.05.28 18:25 | close | 2031 | 0.10 | 101.771 | 102.217 | 100.717 | 1460.00 | 1747982.00 |
| 6444 | 2014.05.28 19:10 | sell | 2032 | 0.10 | 101.782 | 0.000 | 0.000 | ||
| 6445 | 2014.05.28 19:10 | modify | 2032 | 0.10 | 101.782 | 102.082 | 100.582 | ||
| 6446 | 2014.05.29 09:15 | close | 2032 | 0.10 | 101.666 | 102.082 | 100.582 | 1134.00 | 1749116.00 |
| 6447 | 2014.05.29 10:55 | sell | 2033 | 0.10 | 101.559 | 0.000 | 0.000 | ||
| 6448 | 2014.05.29 10:55 | modify | 2033 | 0.10 | 101.559 | 101.859 | 100.359 | ||
| 6449 | 2014.05.29 21:45 | close | 2033 | 0.10 | 101.703 | 101.859 | 100.359 | -1440.00 | 1747676.00 |
| 6450 | 2014.06.02 14:15 | buy | 2034 | 0.10 | 102.038 | 0.000 | 0.000 | ||