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 |
| 6601 | 2014.09.05 16:00 | close | 2080 | 0.10 | 104.907 | 105.473 | 103.973 | 2660.00 | 1776261.00 |
| 6602 | 2014.09.08 01:45 | sell | 2081 | 0.10 | 105.181 | 0.000 | 0.000 | ||
| 6603 | 2014.09.08 01:45 | modify | 2081 | 0.10 | 105.181 | 105.481 | 103.981 | ||
| 6604 | 2014.09.08 06:40 | modify | 2081 | 0.10 | 105.181 | 105.181 | 103.981 | ||
| 6605 | 2014.09.08 12:35 | s/l | 2081 | 0.10 | 105.181 | 105.181 | 103.981 | 0.00 | 1776261.00 |
| 6606 | 2014.09.15 22:45 | sell | 2082 | 0.10 | 107.144 | 0.000 | 0.000 | ||
| 6607 | 2014.09.15 22:45 | modify | 2082 | 0.10 | 107.144 | 107.444 | 105.944 | ||
| 6608 | 2014.09.16 12:50 | close | 2082 | 0.10 | 107.102 | 107.444 | 105.944 | 394.00 | 1776655.00 |
| 6609 | 2014.09.16 21:50 | sell | 2083 | 0.10 | 107.125 | 0.000 | 0.000 | ||
| 6610 | 2014.09.16 21:50 | modify | 2083 | 0.10 | 107.125 | 107.425 | 105.925 | ||
| 6611 | 2014.09.17 11:55 | close | 2083 | 0.10 | 107.253 | 107.425 | 105.925 | -1306.00 | 1775349.00 |
| 6612 | 2014.09.22 14:20 | buy | 2084 | 0.10 | 109.055 | 0.000 | 0.000 | ||
| 6613 | 2014.09.22 14:20 | modify | 2084 | 0.10 | 109.055 | 108.805 | 110.005 | ||
| 6614 | 2014.09.22 21:10 | close | 2084 | 0.10 | 108.859 | 108.805 | 110.005 | -1960.00 | 1773389.00 |
| 6615 | 2014.09.23 01:40 | sell | 2085 | 0.10 | 108.801 | 0.000 | 0.000 | ||
| 6616 | 2014.09.23 01:40 | modify | 2085 | 0.10 | 108.801 | 109.101 | 107.601 | ||
| 6617 | 2014.09.23 13:05 | modify | 2085 | 0.10 | 108.801 | 108.801 | 107.601 | ||
| 6618 | 2014.09.23 16:55 | s/l | 2085 | 0.10 | 108.801 | 108.801 | 107.601 | 0.00 | 1773389.00 |
| 6619 | 2014.09.24 13:35 | sell | 2086 | 0.10 | 108.601 | 0.000 | 0.000 | ||
| 6620 | 2014.09.24 13:35 | modify | 2086 | 0.10 | 108.601 | 108.901 | 107.401 | ||
| 6621 | 2014.09.24 18:30 | s/l | 2086 | 0.10 | 108.901 | 108.901 | 107.401 | -3000.00 | 1770389.00 |
| 6622 | 2014.09.25 20:15 | sell | 2087 | 0.10 | 108.778 | 0.000 | 0.000 | ||
| 6623 | 2014.09.25 20:15 | modify | 2087 | 0.10 | 108.778 | 109.078 | 107.578 | ||
| 6624 | 2014.09.26 05:45 | s/l | 2087 | 0.10 | 109.078 | 109.078 | 107.578 | -3026.00 | 1767363.00 |
| 6625 | 2014.09.26 06:05 | sell | 2088 | 0.10 | 109.012 | 0.000 | 0.000 | ||
| 6626 | 2014.09.26 06:05 | modify | 2088 | 0.10 | 109.012 | 109.312 | 107.812 | ||
| 6627 | 2014.09.26 16:00 | close | 2088 | 0.10 | 109.253 | 109.312 | 107.812 | -2410.00 | 1764953.00 |
| 6628 | 2014.09.29 01:30 | buy | 2089 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 6629 | 2014.09.29 01:30 | modify | 2089 | 0.10 | 109.385 | 109.135 | 110.335 | ||
| 6630 | 2014.09.29 11:35 | close | 2089 | 0.10 | 109.607 | 109.135 | 110.335 | 2220.00 | 1767173.00 |
| 6631 | 2014.09.30 17:20 | buy | 2090 | 0.10 | 109.659 | 0.000 | 0.000 | ||
| 6632 | 2014.09.30 17:20 | modify | 2090 | 0.10 | 109.659 | 109.409 | 110.609 | ||
| 6633 | 2014.10.01 03:25 | close | 2090 | 0.10 | 109.606 | 109.409 | 110.609 | -545.00 | 1766628.00 |
| 6634 | 2014.10.01 03:45 | buy | 2091 | 0.10 | 109.705 | 0.000 | 0.000 | ||
| 6635 | 2014.10.01 03:45 | modify | 2091 | 0.10 | 109.705 | 109.455 | 110.655 | ||
| 6636 | 2014.10.01 13:50 | close | 2091 | 0.10 | 109.806 | 109.455 | 110.655 | 1010.00 | 1767638.00 |
| 6637 | 2014.10.02 02:25 | sell | 2092 | 0.10 | 109.013 | 0.000 | 0.000 | ||
| 6638 | 2014.10.02 02:25 | modify | 2092 | 0.10 | 109.013 | 109.313 | 107.813 | ||
| 6639 | 2014.10.02 08:55 | modify | 2092 | 0.10 | 109.013 | 109.013 | 107.813 | ||
| 6640 | 2014.10.02 21:35 | close | 2092 | 0.10 | 108.137 | 109.013 | 107.813 | 8760.00 | 1776398.00 |
| 6641 | 2014.10.06 04:55 | buy | 2093 | 0.10 | 109.635 | 0.000 | 0.000 | ||
| 6642 | 2014.10.06 04:55 | modify | 2093 | 0.10 | 109.635 | 109.385 | 110.585 | ||
| 6643 | 2014.10.06 10:00 | s/l | 2093 | 0.10 | 109.385 | 109.385 | 110.585 | -2500.00 | 1773898.00 |
| 6644 | 2014.10.06 12:45 | sell | 2094 | 0.10 | 109.417 | 0.000 | 0.000 | ||
| 6645 | 2014.10.06 12:45 | modify | 2094 | 0.10 | 109.417 | 109.717 | 108.217 | ||
| 6646 | 2014.10.06 21:10 | modify | 2094 | 0.10 | 109.417 | 109.417 | 108.217 | ||
| 6647 | 2014.10.07 00:05 | close | 2094 | 0.10 | 108.776 | 109.417 | 108.217 | 6384.00 | 1780282.00 |
| 6648 | 2014.10.07 03:35 | sell | 2095 | 0.10 | 108.886 | 0.000 | 0.000 | ||
| 6649 | 2014.10.07 03:35 | modify | 2095 | 0.10 | 108.886 | 109.186 | 107.686 | ||
| 6650 | 2014.10.07 05:30 | s/l | 2095 | 0.10 | 109.186 | 109.186 | 107.686 | -3000.00 | 1777282.00 |
| 6651 | 2014.10.08 11:25 | buy | 2096 | 0.10 | 108.139 | 0.000 | 0.000 | ||
| 6652 | 2014.10.08 11:25 | modify | 2096 | 0.10 | 108.139 | 107.889 | 109.089 | ||
| 6653 | 2014.10.08 12:10 | s/l | 2096 | 0.10 | 107.889 | 107.889 | 109.089 | -2500.00 | 1774782.00 |
| 6654 | 2014.10.09 04:15 | sell | 2097 | 0.10 | 108.059 | 0.000 | 0.000 | ||
| 6655 | 2014.10.09 04:15 | modify | 2097 | 0.10 | 108.059 | 108.359 | 106.859 | ||
| 6656 | 2014.10.09 14:10 | modify | 2097 | 0.10 | 108.059 | 108.059 | 106.859 | ||
| 6657 | 2014.10.09 18:10 | s/l | 2097 | 0.10 | 108.059 | 108.059 | 106.859 | 0.00 | 1774782.00 |
| 6658 | 2014.10.09 18:55 | sell | 2098 | 0.10 | 107.889 | 0.000 | 0.000 | ||
| 6659 | 2014.10.09 18:55 | modify | 2098 | 0.10 | 107.889 | 108.189 | 106.689 | ||
| 6660 | 2014.10.10 09:00 | close | 2098 | 0.10 | 107.733 | 108.189 | 106.689 | 1534.00 | 1776316.00 |
| 6661 | 2014.10.13 17:20 | sell | 2099 | 0.10 | 107.234 | 0.000 | 0.000 | ||
| 6662 | 2014.10.13 17:20 | modify | 2099 | 0.10 | 107.234 | 107.534 | 106.034 | ||
| 6663 | 2014.10.14 07:25 | close | 2099 | 0.10 | 107.214 | 107.534 | 106.034 | 174.00 | 1776490.00 |
| 6664 | 2014.10.14 16:55 | sell | 2100 | 0.10 | 107.009 | 0.000 | 0.000 | ||
| 6665 | 2014.10.14 16:55 | modify | 2100 | 0.10 | 107.009 | 107.309 | 105.809 | ||
| 6666 | 2014.10.15 00:25 | close | 2100 | 0.10 | 107.145 | 107.309 | 105.809 | -1386.00 | 1775104.00 |
| 6667 | 2014.10.15 05:15 | buy | 2101 | 0.10 | 107.143 | 0.000 | 0.000 | ||
| 6668 | 2014.10.15 05:15 | modify | 2101 | 0.10 | 107.143 | 106.893 | 108.093 | ||
| 6669 | 2014.10.15 14:55 | s/l | 2101 | 0.10 | 106.893 | 106.893 | 108.093 | -2500.00 | 1772604.00 |
| 6670 | 2014.10.16 20:20 | buy | 2102 | 0.10 | 106.189 | 0.000 | 0.000 | ||
| 6671 | 2014.10.16 20:20 | modify | 2102 | 0.10 | 106.189 | 105.939 | 107.139 | ||
| 6672 | 2014.10.17 06:25 | close | 2102 | 0.10 | 106.219 | 105.939 | 107.139 | 285.00 | 1772889.00 |
| 6673 | 2014.10.17 07:15 | buy | 2103 | 0.10 | 106.221 | 0.000 | 0.000 | ||
| 6674 | 2014.10.17 07:15 | modify | 2103 | 0.10 | 106.221 | 105.971 | 107.171 | ||
| 6675 | 2014.10.17 16:00 | close | 2103 | 0.10 | 106.457 | 105.971 | 107.171 | 2360.00 | 1775249.00 |
| 6676 | 2014.10.21 16:15 | buy | 2104 | 0.10 | 106.733 | 0.000 | 0.000 | ||
| 6677 | 2014.10.21 16:15 | modify | 2104 | 0.10 | 106.733 | 106.483 | 107.683 | ||
| 6678 | 2014.10.22 00:15 | modify | 2104 | 0.10 | 106.733 | 106.733 | 107.683 | ||
| 6679 | 2014.10.23 00:25 | close | 2104 | 0.10 | 107.139 | 106.733 | 107.683 | 4030.00 | 1779279.00 |
| 6680 | 2014.10.23 09:15 | buy | 2105 | 0.10 | 107.232 | 0.000 | 0.000 | ||
| 6681 | 2014.10.23 09:15 | modify | 2105 | 0.10 | 107.232 | 106.982 | 108.182 | ||
| 6682 | 2014.10.23 16:00 | modify | 2105 | 0.10 | 107.232 | 107.232 | 108.182 | ||
| 6683 | 2014.10.23 18:15 | close | 2105 | 0.10 | 108.175 | 107.232 | 108.182 | 9430.00 | 1788709.00 |
| 6684 | 2014.10.27 18:25 | sell | 2106 | 0.10 | 107.769 | 0.000 | 0.000 | ||
| 6685 | 2014.10.27 18:25 | modify | 2106 | 0.10 | 107.769 | 108.069 | 106.569 | ||
| 6686 | 2014.10.28 08:30 | close | 2106 | 0.10 | 107.858 | 108.069 | 106.569 | -916.00 | 1787793.00 |
| 6687 | 2014.10.29 16:35 | sell | 2107 | 0.10 | 108.132 | 0.000 | 0.000 | ||
| 6688 | 2014.10.29 16:35 | modify | 2107 | 0.10 | 108.132 | 108.432 | 106.932 | ||
| 6689 | 2014.10.29 21:05 | s/l | 2107 | 0.10 | 108.432 | 108.432 | 106.932 | -3000.00 | 1784793.00 |
| 6690 | 2014.11.04 10:30 | sell | 2108 | 0.10 | 113.657 | 0.000 | 0.000 | ||
| 6691 | 2014.11.04 10:30 | modify | 2108 | 0.10 | 113.657 | 113.957 | 112.457 | ||
| 6692 | 2014.11.05 00:35 | close | 2108 | 0.10 | 113.518 | 113.957 | 112.457 | 1364.00 | 1786157.00 |
| 6693 | 2014.11.06 14:15 | sell | 2109 | 0.10 | 114.622 | 0.000 | 0.000 | ||
| 6694 | 2014.11.06 14:15 | modify | 2109 | 0.10 | 114.622 | 114.922 | 113.422 | ||
| 6695 | 2014.11.06 15:40 | s/l | 2109 | 0.10 | 114.922 | 114.922 | 113.422 | -3000.00 | 1783157.00 |
| 6696 | 2014.11.10 01:20 | sell | 2110 | 0.10 | 114.454 | 0.000 | 0.000 | ||
| 6697 | 2014.11.10 01:20 | modify | 2110 | 0.10 | 114.454 | 114.754 | 113.254 | ||
| 6698 | 2014.11.10 15:25 | close | 2110 | 0.10 | 114.229 | 114.754 | 113.254 | 2250.00 | 1785407.00 |
| 6699 | 2014.11.12 10:45 | sell | 2111 | 0.10 | 115.302 | 0.000 | 0.000 | ||
| 6700 | 2014.11.12 10:45 | modify | 2111 | 0.10 | 115.302 | 115.602 | 114.102 | ||
| 6701 | 2014.11.12 20:30 | s/l | 2111 | 0.10 | 115.602 | 115.602 | 114.102 | -3000.00 | 1782407.00 |
| 6702 | 2014.11.12 21:45 | sell | 2112 | 0.10 | 115.515 | 0.000 | 0.000 | ||
| 6703 | 2014.11.12 21:45 | modify | 2112 | 0.10 | 115.515 | 115.815 | 114.315 | ||
| 6704 | 2014.11.13 05:40 | s/l | 2112 | 0.10 | 115.815 | 115.815 | 114.315 | -3026.00 | 1779381.00 |
| 6705 | 2014.11.13 08:05 | buy | 2113 | 0.10 | 115.779 | 0.000 | 0.000 | ||
| 6706 | 2014.11.13 08:05 | modify | 2113 | 0.10 | 115.779 | 115.529 | 116.729 | ||
| 6707 | 2014.11.13 10:50 | s/l | 2113 | 0.10 | 115.529 | 115.529 | 116.729 | -2500.00 | 1776881.00 |
| 6708 | 2014.11.13 11:45 | buy | 2114 | 0.10 | 115.580 | 0.000 | 0.000 | ||
| 6709 | 2014.11.13 11:45 | modify | 2114 | 0.10 | 115.580 | 115.330 | 116.530 | ||
| 6710 | 2014.11.13 15:35 | s/l | 2114 | 0.10 | 115.330 | 115.330 | 116.530 | -2500.00 | 1774381.00 |
| 6711 | 2014.11.13 15:55 | buy | 2115 | 0.10 | 115.521 | 0.000 | 0.000 | ||
| 6712 | 2014.11.13 15:55 | modify | 2115 | 0.10 | 115.521 | 115.271 | 116.471 | ||
| 6713 | 2014.11.13 23:50 | modify | 2115 | 0.10 | 115.521 | 115.521 | 116.471 | ||
| 6714 | 2014.11.14 12:20 | close | 2115 | 0.10 | 116.354 | 115.521 | 116.471 | 8315.00 | 1782696.00 |
| 6715 | 2014.11.17 00:00 | sell | 2116 | 0.10 | 116.434 | 0.000 | 0.000 | ||
| 6716 | 2014.11.17 00:00 | modify | 2116 | 0.10 | 116.434 | 116.734 | 115.234 | ||
| 6717 | 2014.11.17 01:55 | s/l | 2116 | 0.10 | 116.734 | 116.734 | 115.234 | -3000.00 | 1779696.00 |
| 6718 | 2014.11.17 02:00 | sell | 2117 | 0.10 | 116.865 | 0.000 | 0.000 | ||
| 6719 | 2014.11.17 02:00 | modify | 2117 | 0.10 | 116.865 | 117.165 | 115.665 | ||
| 6720 | 2014.11.17 04:25 | t/p | 2117 | 0.10 | 115.665 | 117.165 | 115.665 | 12000.00 | 1791696.00 |
| 6721 | 2014.11.17 10:50 | sell | 2118 | 0.10 | 116.040 | 0.000 | 0.000 | ||
| 6722 | 2014.11.17 10:50 | modify | 2118 | 0.10 | 116.040 | 116.340 | 114.840 | ||
| 6723 | 2014.11.17 13:45 | s/l | 2118 | 0.10 | 116.340 | 116.340 | 114.840 | -3000.00 | 1788696.00 |
| 6724 | 2014.11.17 14:00 | sell | 2119 | 0.10 | 116.310 | 0.000 | 0.000 | ||
| 6725 | 2014.11.17 14:00 | modify | 2119 | 0.10 | 116.310 | 116.610 | 115.110 | ||
| 6726 | 2014.11.17 22:05 | close | 2119 | 0.10 | 116.471 | 116.610 | 115.110 | -1610.00 | 1787086.00 |
| 6727 | 2014.11.18 04:35 | buy | 2120 | 0.10 | 116.544 | 0.000 | 0.000 | ||
| 6728 | 2014.11.18 04:35 | modify | 2120 | 0.10 | 116.544 | 116.294 | 117.494 | ||
| 6729 | 2014.11.18 14:40 | close | 2120 | 0.10 | 116.630 | 116.294 | 117.494 | 860.00 | 1787946.00 |
| 6730 | 2014.11.21 06:50 | sell | 2121 | 0.10 | 117.681 | 0.000 | 0.000 | ||
| 6731 | 2014.11.21 06:50 | modify | 2121 | 0.10 | 117.681 | 117.981 | 116.481 | ||
| 6732 | 2014.11.21 08:10 | s/l | 2121 | 0.10 | 117.981 | 117.981 | 116.481 | -3000.00 | 1784946.00 |
| 6733 | 2014.11.21 08:35 | sell | 2122 | 0.10 | 117.767 | 0.000 | 0.000 | ||
| 6734 | 2014.11.21 08:35 | modify | 2122 | 0.10 | 117.767 | 118.067 | 116.567 | ||
| 6735 | 2014.11.21 11:05 | s/l | 2122 | 0.10 | 118.067 | 118.067 | 116.567 | -3000.00 | 1781946.00 |
| 6736 | 2014.11.21 11:45 | sell | 2123 | 0.10 | 117.621 | 0.000 | 0.000 | ||
| 6737 | 2014.11.21 11:45 | modify | 2123 | 0.10 | 117.621 | 117.921 | 116.421 | ||
| 6738 | 2014.11.21 13:00 | s/l | 2123 | 0.10 | 117.921 | 117.921 | 116.421 | -3000.00 | 1778946.00 |
| 6739 | 2014.11.25 05:20 | sell | 2124 | 0.10 | 117.903 | 0.000 | 0.000 | ||
| 6740 | 2014.11.25 05:20 | modify | 2124 | 0.10 | 117.903 | 118.203 | 116.703 | ||
| 6741 | 2014.11.25 15:35 | s/l | 2124 | 0.10 | 118.203 | 118.203 | 116.703 | -3000.00 | 1775946.00 |
| 6742 | 2014.11.25 20:20 | sell | 2125 | 0.10 | 117.863 | 0.000 | 0.000 | ||
| 6743 | 2014.11.25 20:20 | modify | 2125 | 0.10 | 117.863 | 118.163 | 116.663 | ||
| 6744 | 2014.11.26 10:25 | close | 2125 | 0.10 | 117.729 | 118.163 | 116.663 | 1314.00 | 1777260.00 |
| 6745 | 2014.11.26 11:50 | sell | 2126 | 0.10 | 117.822 | 0.000 | 0.000 | ||
| 6746 | 2014.11.26 11:50 | modify | 2126 | 0.10 | 117.822 | 118.122 | 116.622 | ||
| 6747 | 2014.11.27 01:55 | close | 2126 | 0.10 | 117.625 | 118.122 | 116.622 | 1944.00 | 1779204.00 |
| 6748 | 2014.11.28 12:40 | buy | 2127 | 0.10 | 118.154 | 0.000 | 0.000 | ||
| 6749 | 2014.11.28 12:40 | modify | 2127 | 0.10 | 118.154 | 117.904 | 119.104 | ||
| 6750 | 2014.11.28 16:00 | close | 2127 | 0.10 | 118.423 | 117.904 | 119.104 | 2690.00 | 1781894.00 |