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 |
| 6451 | 2014.06.02 14:15 | modify | 2034 | 0.10 | 102.038 | 101.788 | 102.988 | ||
| 6452 | 2014.06.02 19:35 | modify | 2034 | 0.10 | 102.038 | 102.038 | 102.988 | ||
| 6453 | 2014.06.02 21:30 | close | 2034 | 0.10 | 102.414 | 102.038 | 102.988 | 3760.00 | 1751436.00 |
| 6454 | 2014.06.05 20:40 | sell | 2035 | 0.10 | 102.443 | 0.000 | 0.000 | ||
| 6455 | 2014.06.05 20:40 | modify | 2035 | 0.10 | 102.443 | 102.743 | 101.243 | ||
| 6456 | 2014.06.06 07:55 | modify | 2035 | 0.10 | 102.443 | 102.443 | 101.243 | ||
| 6457 | 2014.06.06 15:35 | s/l | 2035 | 0.10 | 102.443 | 102.443 | 101.243 | -26.00 | 1751410.00 |
| 6458 | 2014.06.09 14:10 | sell | 2036 | 0.10 | 102.430 | 0.000 | 0.000 | ||
| 6459 | 2014.06.09 14:10 | modify | 2036 | 0.10 | 102.430 | 102.730 | 101.230 | ||
| 6460 | 2014.06.09 19:30 | close | 2036 | 0.10 | 102.532 | 102.730 | 101.230 | -1020.00 | 1750390.00 |
| 6461 | 2014.06.10 04:00 | sell | 2037 | 0.10 | 102.439 | 0.000 | 0.000 | ||
| 6462 | 2014.06.10 04:00 | modify | 2037 | 0.10 | 102.439 | 102.739 | 101.239 | ||
| 6463 | 2014.06.10 08:05 | modify | 2037 | 0.10 | 102.439 | 102.439 | 101.239 | ||
| 6464 | 2014.06.11 18:50 | close | 2037 | 0.10 | 101.911 | 102.439 | 101.239 | 5254.00 | 1755644.00 |
| 6465 | 2014.06.13 04:20 | sell | 2038 | 0.10 | 101.772 | 0.000 | 0.000 | ||
| 6466 | 2014.06.13 04:20 | modify | 2038 | 0.10 | 101.772 | 102.072 | 100.572 | ||
| 6467 | 2014.06.13 08:25 | close | 2038 | 0.10 | 101.965 | 102.072 | 100.572 | -1930.00 | 1753714.00 |
| 6468 | 2014.06.16 01:10 | buy | 2039 | 0.10 | 102.006 | 0.000 | 0.000 | ||
| 6469 | 2014.06.16 01:10 | modify | 2039 | 0.10 | 102.006 | 101.756 | 102.956 | ||
| 6470 | 2014.06.16 05:40 | close | 2039 | 0.10 | 101.863 | 101.756 | 102.956 | -1430.00 | 1752284.00 |
| 6471 | 2014.06.16 05:55 | buy | 2040 | 0.10 | 101.864 | 0.000 | 0.000 | ||
| 6472 | 2014.06.16 05:55 | modify | 2040 | 0.10 | 101.864 | 101.614 | 102.814 | ||
| 6473 | 2014.06.16 16:00 | close | 2040 | 0.10 | 101.832 | 101.614 | 102.814 | -320.00 | 1751964.00 |
| 6474 | 2014.06.17 08:15 | buy | 2041 | 0.10 | 101.961 | 0.000 | 0.000 | ||
| 6475 | 2014.06.17 08:15 | modify | 2041 | 0.10 | 101.961 | 101.711 | 102.911 | ||
| 6476 | 2014.06.17 18:20 | close | 2041 | 0.10 | 102.168 | 101.711 | 102.911 | 2070.00 | 1754034.00 |
| 6477 | 2014.06.17 20:50 | buy | 2042 | 0.10 | 102.164 | 0.000 | 0.000 | ||
| 6478 | 2014.06.17 20:50 | modify | 2042 | 0.10 | 102.164 | 101.914 | 103.114 | ||
| 6479 | 2014.06.18 06:55 | close | 2042 | 0.10 | 102.207 | 101.914 | 103.114 | 415.00 | 1754449.00 |
| 6480 | 2014.06.19 14:40 | sell | 2043 | 0.10 | 101.811 | 0.000 | 0.000 | ||
| 6481 | 2014.06.19 14:40 | modify | 2043 | 0.10 | 101.811 | 102.111 | 100.611 | ||
| 6482 | 2014.06.19 22:30 | close | 2043 | 0.10 | 101.957 | 102.111 | 100.611 | -1460.00 | 1752989.00 |
| 6483 | 2014.06.23 13:50 | sell | 2044 | 0.10 | 101.847 | 0.000 | 0.000 | ||
| 6484 | 2014.06.23 13:50 | modify | 2044 | 0.10 | 101.847 | 102.147 | 100.647 | ||
| 6485 | 2014.06.23 23:10 | close | 2044 | 0.10 | 101.916 | 102.147 | 100.647 | -690.00 | 1752299.00 |
| 6486 | 2014.06.24 21:45 | buy | 2045 | 0.10 | 101.973 | 0.000 | 0.000 | ||
| 6487 | 2014.06.24 21:45 | modify | 2045 | 0.10 | 101.973 | 101.723 | 102.923 | ||
| 6488 | 2014.06.25 02:15 | close | 2045 | 0.10 | 101.918 | 101.723 | 102.923 | -565.00 | 1751734.00 |
| 6489 | 2014.06.27 05:50 | sell | 2046 | 0.10 | 101.498 | 0.000 | 0.000 | ||
| 6490 | 2014.06.27 05:50 | modify | 2046 | 0.10 | 101.498 | 101.798 | 100.298 | ||
| 6491 | 2014.06.27 14:20 | modify | 2046 | 0.10 | 101.498 | 101.498 | 100.298 | ||
| 6492 | 2014.06.27 16:00 | close | 2046 | 0.10 | 101.425 | 101.498 | 100.298 | 730.00 | 1752464.00 |
| 6493 | 2014.06.30 00:15 | sell | 2047 | 0.10 | 101.385 | 0.000 | 0.000 | ||
| 6494 | 2014.06.30 00:15 | modify | 2047 | 0.10 | 101.385 | 101.685 | 100.185 | ||
| 6495 | 2014.06.30 08:35 | modify | 2047 | 0.10 | 101.385 | 101.385 | 100.185 | ||
| 6496 | 2014.06.30 09:45 | s/l | 2047 | 0.10 | 101.385 | 101.385 | 100.185 | 0.00 | 1752464.00 |
| 6497 | 2014.07.01 12:05 | buy | 2048 | 0.10 | 101.518 | 0.000 | 0.000 | ||
| 6498 | 2014.07.01 12:05 | modify | 2048 | 0.10 | 101.518 | 101.268 | 102.468 | ||
| 6499 | 2014.07.01 22:10 | close | 2048 | 0.10 | 101.519 | 101.268 | 102.468 | 10.00 | 1752474.00 |
| 6500 | 2014.07.01 22:40 | buy | 2049 | 0.10 | 101.540 | 0.000 | 0.000 | ||
| 6501 | 2014.07.01 22:40 | modify | 2049 | 0.10 | 101.540 | 101.290 | 102.490 | ||
| 6502 | 2014.07.02 08:45 | close | 2049 | 0.10 | 101.572 | 101.290 | 102.490 | 305.00 | 1752779.00 |
| 6503 | 2014.07.03 00:05 | buy | 2050 | 0.10 | 101.781 | 0.000 | 0.000 | ||
| 6504 | 2014.07.03 00:05 | modify | 2050 | 0.10 | 101.781 | 101.531 | 102.731 | ||
| 6505 | 2014.07.03 10:10 | close | 2050 | 0.10 | 101.897 | 101.531 | 102.731 | 1160.00 | 1753939.00 |
| 6506 | 2014.07.07 08:20 | buy | 2051 | 0.10 | 102.107 | 0.000 | 0.000 | ||
| 6507 | 2014.07.07 08:20 | modify | 2051 | 0.10 | 102.107 | 101.857 | 103.057 | ||
| 6508 | 2014.07.07 12:15 | close | 2051 | 0.10 | 101.929 | 101.857 | 103.057 | -1780.00 | 1752159.00 |
| 6509 | 2014.07.08 06:20 | sell | 2052 | 0.10 | 101.766 | 0.000 | 0.000 | ||
| 6510 | 2014.07.08 06:20 | modify | 2052 | 0.10 | 101.766 | 102.066 | 100.566 | ||
| 6511 | 2014.07.08 18:25 | modify | 2052 | 0.10 | 101.766 | 101.766 | 100.566 | ||
| 6512 | 2014.07.08 21:25 | close | 2052 | 0.10 | 101.537 | 101.766 | 100.566 | 2290.00 | 1754449.00 |
| 6513 | 2014.07.10 04:20 | sell | 2053 | 0.10 | 101.517 | 0.000 | 0.000 | ||
| 6514 | 2014.07.10 04:20 | modify | 2053 | 0.10 | 101.517 | 101.817 | 100.317 | ||
| 6515 | 2014.07.10 13:55 | modify | 2053 | 0.10 | 101.517 | 101.517 | 100.317 | ||
| 6516 | 2014.07.11 00:20 | close | 2053 | 0.10 | 101.319 | 101.517 | 100.317 | 1954.00 | 1756403.00 |
| 6517 | 2014.07.11 16:20 | buy | 2054 | 0.10 | 101.323 | 0.000 | 0.000 | ||
| 6518 | 2014.07.11 16:20 | close | 2054 | 0.10 | 101.318 | 0.000 | 0.000 | -50.00 | 1756353.00 |
| 6519 | 2014.07.14 01:25 | buy | 2055 | 0.10 | 101.351 | 0.000 | 0.000 | ||
| 6520 | 2014.07.14 01:25 | modify | 2055 | 0.10 | 101.351 | 101.101 | 102.301 | ||
| 6521 | 2014.07.14 11:30 | close | 2055 | 0.10 | 101.485 | 101.101 | 102.301 | 1340.00 | 1757693.00 |
| 6522 | 2014.07.15 08:10 | buy | 2056 | 0.10 | 101.600 | 0.000 | 0.000 | ||
| 6523 | 2014.07.15 08:10 | modify | 2056 | 0.10 | 101.600 | 101.350 | 102.550 | ||
| 6524 | 2014.07.15 18:15 | close | 2056 | 0.10 | 101.676 | 101.350 | 102.550 | 760.00 | 1758453.00 |
| 6525 | 2014.07.16 00:25 | buy | 2057 | 0.10 | 101.671 | 0.000 | 0.000 | ||
| 6526 | 2014.07.16 00:25 | modify | 2057 | 0.10 | 101.671 | 101.421 | 102.621 | ||
| 6527 | 2014.07.16 10:30 | close | 2057 | 0.10 | 101.675 | 101.421 | 102.621 | 40.00 | 1758493.00 |
| 6528 | 2014.07.16 13:00 | buy | 2058 | 0.10 | 101.726 | 0.000 | 0.000 | ||
| 6529 | 2014.07.16 13:00 | modify | 2058 | 0.10 | 101.726 | 101.476 | 102.676 | ||
| 6530 | 2014.07.16 23:05 | close | 2058 | 0.10 | 101.711 | 101.476 | 102.676 | -150.00 | 1758343.00 |
| 6531 | 2014.07.21 10:40 | sell | 2059 | 0.10 | 101.262 | 0.000 | 0.000 | ||
| 6532 | 2014.07.21 10:40 | modify | 2059 | 0.10 | 101.262 | 101.562 | 100.062 | ||
| 6533 | 2014.07.21 20:15 | close | 2059 | 0.10 | 101.358 | 101.562 | 100.062 | -960.00 | 1757383.00 |
| 6534 | 2014.07.23 21:05 | buy | 2060 | 0.10 | 101.501 | 0.000 | 0.000 | ||
| 6535 | 2014.07.23 21:05 | modify | 2060 | 0.10 | 101.501 | 101.251 | 102.451 | ||
| 6536 | 2014.07.24 07:10 | close | 2060 | 0.10 | 101.500 | 101.251 | 102.451 | -25.00 | 1757358.00 |
| 6537 | 2014.07.24 08:20 | buy | 2061 | 0.10 | 101.462 | 0.000 | 0.000 | ||
| 6538 | 2014.07.24 08:20 | modify | 2061 | 0.10 | 101.462 | 101.212 | 102.412 | ||
| 6539 | 2014.07.24 14:00 | modify | 2061 | 0.10 | 101.462 | 101.462 | 102.412 | ||
| 6540 | 2014.07.24 19:20 | close | 2061 | 0.10 | 101.804 | 101.462 | 102.412 | 3420.00 | 1760778.00 |
| 6541 | 2014.07.25 05:05 | buy | 2062 | 0.10 | 101.759 | 0.000 | 0.000 | ||
| 6542 | 2014.07.25 05:05 | modify | 2062 | 0.10 | 101.759 | 101.509 | 102.709 | ||
| 6543 | 2014.07.25 15:10 | close | 2062 | 0.10 | 101.891 | 101.509 | 102.709 | 1320.00 | 1762098.00 |
| 6544 | 2014.07.28 15:30 | buy | 2063 | 0.10 | 101.809 | 0.000 | 0.000 | ||
| 6545 | 2014.07.28 15:30 | modify | 2063 | 0.10 | 101.809 | 101.559 | 102.759 | ||
| 6546 | 2014.07.29 01:35 | close | 2063 | 0.10 | 101.843 | 101.559 | 102.759 | 325.00 | 1762423.00 |
| 6547 | 2014.07.29 03:05 | buy | 2064 | 0.10 | 101.846 | 0.000 | 0.000 | ||
| 6548 | 2014.07.29 03:05 | modify | 2064 | 0.10 | 101.846 | 101.596 | 102.796 | ||
| 6549 | 2014.07.29 08:35 | modify | 2064 | 0.10 | 101.846 | 101.846 | 102.796 | ||
| 6550 | 2014.07.29 20:00 | close | 2064 | 0.10 | 102.124 | 101.846 | 102.796 | 2780.00 | 1765203.00 |
| 6551 | 2014.08.01 05:00 | sell | 2065 | 0.10 | 102.851 | 0.000 | 0.000 | ||
| 6552 | 2014.08.01 05:00 | modify | 2065 | 0.10 | 102.851 | 103.151 | 101.651 | ||
| 6553 | 2014.08.01 16:00 | close | 2065 | 0.10 | 102.791 | 103.151 | 101.651 | 600.00 | 1765803.00 |
| 6554 | 2014.08.04 00:05 | sell | 2066 | 0.10 | 102.530 | 0.000 | 0.000 | ||
| 6555 | 2014.08.04 00:05 | modify | 2066 | 0.10 | 102.530 | 102.830 | 101.330 | ||
| 6556 | 2014.08.04 06:40 | close | 2066 | 0.10 | 102.634 | 102.830 | 101.330 | -1040.00 | 1764763.00 |
| 6557 | 2014.08.06 00:20 | sell | 2067 | 0.10 | 102.584 | 0.000 | 0.000 | ||
| 6558 | 2014.08.06 00:20 | modify | 2067 | 0.10 | 102.584 | 102.884 | 101.384 | ||
| 6559 | 2014.08.06 13:20 | modify | 2067 | 0.10 | 102.584 | 102.584 | 101.384 | ||
| 6560 | 2014.08.06 22:15 | close | 2067 | 0.10 | 102.068 | 102.584 | 101.384 | 5160.00 | 1769923.00 |
| 6561 | 2014.08.08 01:10 | sell | 2068 | 0.10 | 102.069 | 0.000 | 0.000 | ||
| 6562 | 2014.08.08 01:10 | modify | 2068 | 0.10 | 102.069 | 102.369 | 100.869 | ||
| 6563 | 2014.08.08 08:35 | modify | 2068 | 0.10 | 102.069 | 102.069 | 100.869 | ||
| 6564 | 2014.08.08 16:00 | close | 2068 | 0.10 | 101.883 | 102.069 | 100.869 | 1860.00 | 1771783.00 |
| 6565 | 2014.08.11 08:30 | buy | 2069 | 0.10 | 102.133 | 0.000 | 0.000 | ||
| 6566 | 2014.08.11 08:30 | modify | 2069 | 0.10 | 102.133 | 101.883 | 103.083 | ||
| 6567 | 2014.08.11 18:35 | close | 2069 | 0.10 | 102.147 | 101.883 | 103.083 | 140.00 | 1771923.00 |
| 6568 | 2014.08.11 19:10 | buy | 2070 | 0.10 | 102.143 | 0.000 | 0.000 | ||
| 6569 | 2014.08.11 19:10 | modify | 2070 | 0.10 | 102.143 | 101.893 | 103.093 | ||
| 6570 | 2014.08.12 05:15 | close | 2070 | 0.10 | 102.294 | 101.893 | 103.093 | 1495.00 | 1773418.00 |
| 6571 | 2014.08.13 16:15 | buy | 2071 | 0.10 | 102.323 | 0.000 | 0.000 | ||
| 6572 | 2014.08.13 16:15 | modify | 2071 | 0.10 | 102.323 | 102.073 | 103.273 | ||
| 6573 | 2014.08.13 21:55 | modify | 2071 | 0.10 | 102.323 | 102.323 | 103.273 | ||
| 6574 | 2014.08.14 05:50 | close | 2071 | 0.10 | 102.579 | 102.323 | 103.273 | 2545.00 | 1775963.00 |
| 6575 | 2014.08.15 08:35 | buy | 2072 | 0.10 | 102.529 | 0.000 | 0.000 | ||
| 6576 | 2014.08.15 08:35 | modify | 2072 | 0.10 | 102.529 | 102.279 | 103.479 | ||
| 6577 | 2014.08.15 16:00 | close | 2072 | 0.10 | 102.639 | 102.279 | 103.479 | 1100.00 | 1777063.00 |
| 6578 | 2014.08.18 02:10 | sell | 2073 | 0.10 | 102.355 | 0.000 | 0.000 | ||
| 6579 | 2014.08.18 02:10 | modify | 2073 | 0.10 | 102.355 | 102.655 | 101.155 | ||
| 6580 | 2014.08.18 14:05 | close | 2073 | 0.10 | 102.471 | 102.655 | 101.155 | -1160.00 | 1775903.00 |
| 6581 | 2014.08.25 16:40 | sell | 2074 | 0.10 | 103.994 | 0.000 | 0.000 | ||
| 6582 | 2014.08.25 16:40 | modify | 2074 | 0.10 | 103.994 | 104.294 | 102.794 | ||
| 6583 | 2014.08.26 06:45 | close | 2074 | 0.10 | 103.812 | 104.294 | 102.794 | 1794.00 | 1777697.00 |
| 6584 | 2014.08.26 08:50 | sell | 2075 | 0.10 | 103.861 | 0.000 | 0.000 | ||
| 6585 | 2014.08.26 08:50 | modify | 2075 | 0.10 | 103.861 | 104.161 | 102.661 | ||
| 6586 | 2014.08.26 18:45 | close | 2075 | 0.10 | 104.115 | 104.161 | 102.661 | -2540.00 | 1775157.00 |
| 6587 | 2014.08.27 13:20 | sell | 2076 | 0.10 | 103.916 | 0.000 | 0.000 | ||
| 6588 | 2014.08.27 13:20 | modify | 2076 | 0.10 | 103.916 | 104.216 | 102.716 | ||
| 6589 | 2014.08.28 03:25 | close | 2076 | 0.10 | 103.844 | 104.216 | 102.716 | 694.00 | 1775851.00 |
| 6590 | 2014.08.28 06:00 | sell | 2077 | 0.10 | 103.736 | 0.000 | 0.000 | ||
| 6591 | 2014.08.28 06:00 | modify | 2077 | 0.10 | 103.736 | 104.036 | 102.536 | ||
| 6592 | 2014.08.28 20:05 | close | 2077 | 0.10 | 103.753 | 104.036 | 102.536 | -170.00 | 1775681.00 |
| 6593 | 2014.09.01 03:25 | buy | 2078 | 0.10 | 104.162 | 0.000 | 0.000 | ||
| 6594 | 2014.09.01 03:25 | modify | 2078 | 0.10 | 104.162 | 103.912 | 105.112 | ||
| 6595 | 2014.09.01 13:30 | close | 2078 | 0.10 | 104.254 | 103.912 | 105.112 | 920.00 | 1776601.00 |
| 6596 | 2014.09.04 01:55 | sell | 2079 | 0.10 | 104.833 | 0.000 | 0.000 | ||
| 6597 | 2014.09.04 01:55 | modify | 2079 | 0.10 | 104.833 | 105.133 | 103.633 | ||
| 6598 | 2014.09.04 15:15 | s/l | 2079 | 0.10 | 105.133 | 105.133 | 103.633 | -3000.00 | 1773601.00 |
| 6599 | 2014.09.05 12:10 | sell | 2080 | 0.10 | 105.173 | 0.000 | 0.000 | ||
| 6600 | 2014.09.05 12:10 | modify | 2080 | 0.10 | 105.173 | 105.473 | 103.973 | ||