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 |
| 6751 | 2014.12.08 13:45 | sell | 2128 | 0.10 | 121.042 | 0.000 | 0.000 | ||
| 6752 | 2014.12.08 13:45 | modify | 2128 | 0.10 | 121.042 | 121.342 | 119.842 | ||
| 6753 | 2014.12.08 20:50 | modify | 2128 | 0.10 | 121.042 | 121.042 | 119.842 | ||
| 6754 | 2014.12.09 08:25 | t/p | 2128 | 0.10 | 119.842 | 121.042 | 119.842 | 11974.00 | 1793868.00 |
| 6755 | 2014.12.09 13:00 | sell | 2129 | 0.10 | 119.912 | 0.000 | 0.000 | ||
| 6756 | 2014.12.09 13:00 | modify | 2129 | 0.10 | 119.912 | 120.212 | 118.712 | ||
| 6757 | 2014.12.09 17:15 | t/p | 2129 | 0.10 | 118.712 | 120.212 | 118.712 | 12000.00 | 1805868.00 |
| 6758 | 2014.12.11 05:05 | sell | 2130 | 0.10 | 117.997 | 0.000 | 0.000 | ||
| 6759 | 2014.12.11 05:05 | modify | 2130 | 0.10 | 117.997 | 118.297 | 116.797 | ||
| 6760 | 2014.12.11 07:55 | s/l | 2130 | 0.10 | 118.297 | 118.297 | 116.797 | -3000.00 | 1802868.00 |
| 6761 | 2014.12.11 08:20 | sell | 2131 | 0.10 | 118.310 | 0.000 | 0.000 | ||
| 6762 | 2014.12.11 08:20 | modify | 2131 | 0.10 | 118.310 | 118.610 | 117.110 | ||
| 6763 | 2014.12.11 11:35 | s/l | 2131 | 0.10 | 118.610 | 118.610 | 117.110 | -3000.00 | 1799868.00 |
| 6764 | 2014.12.12 09:10 | sell | 2132 | 0.10 | 118.870 | 0.000 | 0.000 | ||
| 6765 | 2014.12.12 09:10 | modify | 2132 | 0.10 | 118.870 | 119.170 | 117.670 | ||
| 6766 | 2014.12.12 16:00 | close | 2132 | 0.10 | 118.429 | 119.170 | 117.670 | 4410.00 | 1804278.00 |
| 6767 | 2014.12.15 06:05 | buy | 2133 | 0.10 | 118.714 | 0.000 | 0.000 | ||
| 6768 | 2014.12.15 06:05 | modify | 2133 | 0.10 | 118.714 | 118.464 | 119.664 | ||
| 6769 | 2014.12.15 08:30 | s/l | 2133 | 0.10 | 118.464 | 118.464 | 119.664 | -2500.00 | 1801778.00 |
| 6770 | 2014.12.15 17:20 | buy | 2134 | 0.10 | 118.606 | 0.000 | 0.000 | ||
| 6771 | 2014.12.15 17:20 | modify | 2134 | 0.10 | 118.606 | 118.356 | 119.556 | ||
| 6772 | 2014.12.15 17:25 | s/l | 2134 | 0.10 | 118.356 | 118.356 | 119.556 | -2500.00 | 1799278.00 |
| 6773 | 2014.12.16 21:15 | buy | 2135 | 0.10 | 117.331 | 0.000 | 0.000 | ||
| 6774 | 2014.12.16 21:15 | modify | 2135 | 0.10 | 117.331 | 117.081 | 118.281 | ||
| 6775 | 2014.12.16 22:45 | s/l | 2135 | 0.10 | 117.081 | 117.081 | 118.281 | -2500.00 | 1796778.00 |
| 6776 | 2014.12.17 21:35 | buy | 2136 | 0.10 | 117.705 | 0.000 | 0.000 | ||
| 6777 | 2014.12.17 21:35 | modify | 2136 | 0.10 | 117.705 | 117.455 | 118.655 | ||
| 6778 | 2014.12.17 22:25 | t/p | 2136 | 0.10 | 118.655 | 117.455 | 118.655 | 9500.00 | 1806278.00 |
| 6779 | 2014.12.18 05:00 | buy | 2137 | 0.10 | 118.573 | 0.000 | 0.000 | ||
| 6780 | 2014.12.18 05:00 | modify | 2137 | 0.10 | 118.573 | 118.323 | 119.523 | ||
| 6781 | 2014.12.18 10:40 | s/l | 2137 | 0.10 | 118.323 | 118.323 | 119.523 | -2500.00 | 1803778.00 |
| 6782 | 2014.12.18 11:30 | buy | 2138 | 0.10 | 118.664 | 0.000 | 0.000 | ||
| 6783 | 2014.12.18 11:30 | modify | 2138 | 0.10 | 118.664 | 118.414 | 119.614 | ||
| 6784 | 2014.12.18 21:35 | close | 2138 | 0.10 | 118.707 | 118.414 | 119.614 | 430.00 | 1804208.00 |
| 6785 | 2014.12.19 07:10 | buy | 2139 | 0.10 | 119.268 | 0.000 | 0.000 | ||
| 6786 | 2014.12.19 07:10 | modify | 2139 | 0.10 | 119.268 | 119.018 | 120.218 | ||
| 6787 | 2014.12.19 15:45 | s/l | 2139 | 0.10 | 119.018 | 119.018 | 120.218 | -2500.00 | 1801708.00 |
| 6788 | 2014.12.19 16:00 | buy | 2140 | 0.10 | 119.074 | 0.000 | 0.000 | ||
| 6789 | 2014.12.19 16:00 | close | 2140 | 0.10 | 119.069 | 0.000 | 0.000 | -50.00 | 1801658.00 |
| 6790 | 2014.12.22 00:05 | buy | 2141 | 0.10 | 119.516 | 0.000 | 0.000 | ||
| 6791 | 2014.12.22 00:05 | modify | 2141 | 0.10 | 119.516 | 119.266 | 120.466 | ||
| 6792 | 2014.12.22 10:10 | close | 2141 | 0.10 | 119.752 | 119.266 | 120.466 | 2360.00 | 1804018.00 |
| 6793 | 2014.12.22 14:25 | buy | 2142 | 0.10 | 119.796 | 0.000 | 0.000 | ||
| 6794 | 2014.12.22 14:25 | modify | 2142 | 0.10 | 119.796 | 119.546 | 120.746 | ||
| 6795 | 2014.12.23 00:10 | modify | 2142 | 0.10 | 119.796 | 119.796 | 120.746 | ||
| 6796 | 2014.12.23 06:40 | close | 2142 | 0.10 | 120.128 | 119.796 | 120.746 | 3305.00 | 1807323.00 |
| 6797 | 2014.12.24 09:45 | sell | 2143 | 0.10 | 120.344 | 0.000 | 0.000 | ||
| 6798 | 2014.12.24 09:45 | modify | 2143 | 0.10 | 120.344 | 120.644 | 119.144 | ||
| 6799 | 2014.12.24 21:50 | close | 2143 | 0.10 | 120.448 | 120.644 | 119.144 | -1040.00 | 1806283.00 |
| 6800 | 2014.12.26 10:50 | sell | 2144 | 0.10 | 120.311 | 0.000 | 0.000 | ||
| 6801 | 2014.12.26 10:50 | modify | 2144 | 0.10 | 120.311 | 120.611 | 119.111 | ||
| 6802 | 2014.12.26 16:00 | close | 2144 | 0.10 | 120.377 | 120.611 | 119.111 | -660.00 | 1805623.00 |
| 6803 | 2015.01.02 12:05 | buy | 2145 | 0.10 | 120.418 | 0.000 | 0.000 | ||
| 6804 | 2015.01.02 12:05 | modify | 2145 | 0.10 | 120.418 | 120.168 | 121.368 | ||
| 6805 | 2015.01.02 16:00 | close | 2145 | 0.10 | 120.595 | 120.168 | 121.368 | 1770.00 | 1807393.00 |
| 6806 | 2015.01.05 20:15 | sell | 2146 | 0.10 | 119.688 | 0.000 | 0.000 | ||
| 6807 | 2015.01.05 20:15 | modify | 2146 | 0.10 | 119.688 | 119.988 | 118.488 | ||
| 6808 | 2015.01.06 07:20 | modify | 2146 | 0.10 | 119.688 | 119.688 | 118.488 | ||
| 6809 | 2015.01.06 18:30 | t/p | 2146 | 0.10 | 118.488 | 119.688 | 118.488 | 11974.00 | 1819367.00 |
| 6810 | 2015.01.12 17:10 | buy | 2147 | 0.10 | 118.399 | 0.000 | 0.000 | ||
| 6811 | 2015.01.12 17:10 | modify | 2147 | 0.10 | 118.399 | 118.149 | 119.349 | ||
| 6812 | 2015.01.12 20:10 | s/l | 2147 | 0.10 | 118.149 | 118.149 | 119.349 | -2500.00 | 1816867.00 |
| 6813 | 2015.01.13 08:25 | sell | 2148 | 0.10 | 118.677 | 0.000 | 0.000 | ||
| 6814 | 2015.01.13 08:25 | modify | 2148 | 0.10 | 118.677 | 118.977 | 117.477 | ||
| 6815 | 2015.01.13 20:40 | modify | 2148 | 0.10 | 118.677 | 118.677 | 117.477 | ||
| 6816 | 2015.01.13 23:50 | close | 2148 | 0.10 | 117.898 | 118.677 | 117.477 | 7790.00 | 1824657.00 |
| 6817 | 2015.01.14 03:15 | sell | 2149 | 0.10 | 117.639 | 0.000 | 0.000 | ||
| 6818 | 2015.01.14 03:15 | modify | 2149 | 0.10 | 117.639 | 117.939 | 116.439 | ||
| 6819 | 2015.01.14 15:10 | modify | 2149 | 0.10 | 117.639 | 117.639 | 116.439 | ||
| 6820 | 2015.01.14 15:35 | t/p | 2149 | 0.10 | 116.439 | 117.639 | 116.439 | 12000.00 | 1836657.00 |
| 6821 | 2015.01.15 10:45 | buy | 2150 | 0.10 | 117.688 | 0.000 | 0.000 | ||
| 6822 | 2015.01.15 10:45 | modify | 2150 | 0.10 | 117.688 | 117.438 | 118.638 | ||
| 6823 | 2015.01.15 11:30 | s/l | 2150 | 0.10 | 117.438 | 117.438 | 118.638 | -2500.00 | 1834157.00 |
| 6824 | 2015.01.15 11:30 | buy | 2151 | 0.10 | 117.527 | 0.000 | 0.000 | ||
| 6825 | 2015.01.15 11:30 | modify | 2151 | 0.10 | 117.527 | 117.277 | 118.477 | ||
| 6826 | 2015.01.15 11:35 | s/l | 2151 | 0.10 | 117.277 | 117.277 | 118.477 | -2500.00 | 1831657.00 |
| 6827 | 2015.01.16 12:20 | buy | 2152 | 0.10 | 116.515 | 0.000 | 0.000 | ||
| 6828 | 2015.01.16 12:20 | modify | 2152 | 0.10 | 116.515 | 116.265 | 117.465 | ||
| 6829 | 2015.01.16 16:00 | close | 2152 | 0.10 | 116.663 | 116.265 | 117.465 | 1480.00 | 1833137.00 |
| 6830 | 2015.01.19 02:15 | buy | 2153 | 0.10 | 117.576 | 0.000 | 0.000 | ||
| 6831 | 2015.01.19 02:15 | modify | 2153 | 0.10 | 117.576 | 117.326 | 118.526 | ||
| 6832 | 2015.01.19 03:20 | s/l | 2153 | 0.10 | 117.326 | 117.326 | 118.526 | -2500.00 | 1830637.00 |
| 6833 | 2015.01.19 04:35 | buy | 2154 | 0.10 | 117.233 | 0.000 | 0.000 | ||
| 6834 | 2015.01.19 04:35 | modify | 2154 | 0.10 | 117.233 | 116.983 | 118.183 | ||
| 6835 | 2015.01.19 05:25 | s/l | 2154 | 0.10 | 116.983 | 116.983 | 118.183 | -2500.00 | 1828137.00 |
| 6836 | 2015.01.19 06:20 | buy | 2155 | 0.10 | 117.165 | 0.000 | 0.000 | ||
| 6837 | 2015.01.19 06:20 | modify | 2155 | 0.10 | 117.165 | 116.915 | 118.115 | ||
| 6838 | 2015.01.19 16:25 | close | 2155 | 0.10 | 117.485 | 116.915 | 118.115 | 3200.00 | 1831337.00 |
| 6839 | 2015.01.22 02:10 | buy | 2156 | 0.10 | 117.956 | 0.000 | 0.000 | ||
| 6840 | 2015.01.22 02:10 | modify | 2156 | 0.10 | 117.956 | 117.706 | 118.906 | ||
| 6841 | 2015.01.22 11:45 | s/l | 2156 | 0.10 | 117.706 | 117.706 | 118.906 | -2500.00 | 1828837.00 |
| 6842 | 2015.01.23 16:05 | sell | 2157 | 0.10 | 117.842 | 0.000 | 0.000 | ||
| 6843 | 2015.01.23 16:05 | close | 2157 | 0.10 | 117.847 | 0.000 | 0.000 | -50.00 | 1828787.00 |
| 6844 | 2015.01.26 01:05 | sell | 2158 | 0.10 | 117.571 | 0.000 | 0.000 | ||
| 6845 | 2015.01.26 01:05 | modify | 2158 | 0.10 | 117.571 | 117.871 | 116.371 | ||
| 6846 | 2015.01.26 08:20 | s/l | 2158 | 0.10 | 117.871 | 117.871 | 116.371 | -3000.00 | 1825787.00 |
| 6847 | 2015.01.26 09:40 | sell | 2159 | 0.10 | 118.039 | 0.000 | 0.000 | ||
| 6848 | 2015.01.26 09:40 | modify | 2159 | 0.10 | 118.039 | 118.339 | 116.839 | ||
| 6849 | 2015.01.26 11:05 | s/l | 2159 | 0.10 | 118.339 | 118.339 | 116.839 | -3000.00 | 1822787.00 |
| 6850 | 2015.01.26 11:35 | sell | 2160 | 0.10 | 118.199 | 0.000 | 0.000 | ||
| 6851 | 2015.01.26 11:35 | modify | 2160 | 0.10 | 118.199 | 118.499 | 116.999 | ||
| 6852 | 2015.01.26 22:00 | close | 2160 | 0.10 | 118.466 | 118.499 | 116.999 | -2670.00 | 1820117.00 |
| 6853 | 2015.01.27 05:00 | buy | 2161 | 0.10 | 118.266 | 0.000 | 0.000 | ||
| 6854 | 2015.01.27 05:00 | modify | 2161 | 0.10 | 118.266 | 118.016 | 119.216 | ||
| 6855 | 2015.01.27 09:00 | s/l | 2161 | 0.10 | 118.016 | 118.016 | 119.216 | -2500.00 | 1817617.00 |
| 6856 | 2015.01.27 19:10 | sell | 2162 | 0.10 | 117.652 | 0.000 | 0.000 | ||
| 6857 | 2015.01.27 19:10 | modify | 2162 | 0.10 | 117.652 | 117.952 | 116.452 | ||
| 6858 | 2015.01.27 20:20 | s/l | 2162 | 0.10 | 117.952 | 117.952 | 116.452 | -3000.00 | 1814617.00 |
| 6859 | 2015.01.28 21:00 | sell | 2163 | 0.10 | 117.706 | 0.000 | 0.000 | ||
| 6860 | 2015.01.28 21:00 | modify | 2163 | 0.10 | 117.706 | 118.006 | 116.506 | ||
| 6861 | 2015.01.29 04:25 | s/l | 2163 | 0.10 | 118.006 | 118.006 | 116.506 | -3026.00 | 1811591.00 |
| 6862 | 2015.01.29 05:40 | sell | 2164 | 0.10 | 117.902 | 0.000 | 0.000 | ||
| 6863 | 2015.01.29 05:40 | modify | 2164 | 0.10 | 117.902 | 118.202 | 116.702 | ||
| 6864 | 2015.01.29 18:25 | s/l | 2164 | 0.10 | 118.202 | 118.202 | 116.702 | -3000.00 | 1808591.00 |
| 6865 | 2015.01.29 23:30 | buy | 2165 | 0.10 | 118.336 | 0.000 | 0.000 | ||
| 6866 | 2015.01.29 23:30 | modify | 2165 | 0.10 | 118.336 | 118.086 | 119.286 | ||
| 6867 | 2015.01.30 03:30 | s/l | 2165 | 0.10 | 118.086 | 118.086 | 119.286 | -2515.00 | 1806076.00 |
| 6868 | 2015.01.30 15:10 | sell | 2166 | 0.10 | 117.731 | 0.000 | 0.000 | ||
| 6869 | 2015.01.30 15:10 | modify | 2166 | 0.10 | 117.731 | 118.031 | 116.531 | ||
| 6870 | 2015.01.30 16:00 | close | 2166 | 0.10 | 117.439 | 118.031 | 116.531 | 2920.00 | 1808996.00 |
| 6871 | 2015.02.02 08:25 | buy | 2167 | 0.10 | 117.683 | 0.000 | 0.000 | ||
| 6872 | 2015.02.02 08:25 | modify | 2167 | 0.10 | 117.683 | 117.433 | 118.633 | ||
| 6873 | 2015.02.02 17:05 | s/l | 2167 | 0.10 | 117.433 | 117.433 | 118.633 | -2500.00 | 1806496.00 |
| 6874 | 2015.02.03 10:20 | sell | 2168 | 0.10 | 117.197 | 0.000 | 0.000 | ||
| 6875 | 2015.02.03 10:20 | modify | 2168 | 0.10 | 117.197 | 117.497 | 115.997 | ||
| 6876 | 2015.02.03 12:55 | s/l | 2168 | 0.10 | 117.497 | 117.497 | 115.997 | -3000.00 | 1803496.00 |
| 6877 | 2015.02.03 13:05 | sell | 2169 | 0.10 | 117.468 | 0.000 | 0.000 | ||
| 6878 | 2015.02.03 13:05 | modify | 2169 | 0.10 | 117.468 | 117.768 | 116.268 | ||
| 6879 | 2015.02.04 02:40 | s/l | 2169 | 0.10 | 117.768 | 117.768 | 116.268 | -3026.00 | 1800470.00 |
| 6880 | 2015.02.04 14:05 | sell | 2170 | 0.10 | 117.459 | 0.000 | 0.000 | ||
| 6881 | 2015.02.04 14:05 | modify | 2170 | 0.10 | 117.459 | 117.759 | 116.259 | ||
| 6882 | 2015.02.05 04:10 | close | 2170 | 0.10 | 117.150 | 117.759 | 116.259 | 3064.00 | 1803534.00 |
| 6883 | 2015.02.06 04:15 | buy | 2171 | 0.10 | 117.361 | 0.000 | 0.000 | ||
| 6884 | 2015.02.06 04:15 | modify | 2171 | 0.10 | 117.361 | 117.111 | 118.311 | ||
| 6885 | 2015.02.06 14:20 | close | 2171 | 0.10 | 117.311 | 117.111 | 118.311 | -500.00 | 1803034.00 |
| 6886 | 2015.02.09 04:05 | buy | 2172 | 0.10 | 118.839 | 0.000 | 0.000 | ||
| 6887 | 2015.02.09 04:05 | modify | 2172 | 0.10 | 118.839 | 118.589 | 119.789 | ||
| 6888 | 2015.02.09 10:35 | s/l | 2172 | 0.10 | 118.589 | 118.589 | 119.789 | -2500.00 | 1800534.00 |
| 6889 | 2015.02.10 21:50 | buy | 2173 | 0.10 | 119.350 | 0.000 | 0.000 | ||
| 6890 | 2015.02.10 21:50 | modify | 2173 | 0.10 | 119.350 | 119.100 | 120.300 | ||
| 6891 | 2015.02.11 07:05 | modify | 2173 | 0.10 | 119.350 | 119.350 | 120.300 | ||
| 6892 | 2015.02.11 17:05 | t/p | 2173 | 0.10 | 120.300 | 119.350 | 120.300 | 9485.00 | 1810019.00 |
| 6893 | 2015.02.12 08:05 | sell | 2174 | 0.10 | 120.235 | 0.000 | 0.000 | ||
| 6894 | 2015.02.12 08:05 | modify | 2174 | 0.10 | 120.235 | 120.535 | 119.035 | ||
| 6895 | 2015.02.12 10:35 | t/p | 2174 | 0.10 | 119.035 | 120.535 | 119.035 | 12000.00 | 1822019.00 |
| 6896 | 2015.02.12 13:55 | sell | 2175 | 0.10 | 119.718 | 0.000 | 0.000 | ||
| 6897 | 2015.02.12 13:55 | modify | 2175 | 0.10 | 119.718 | 120.018 | 118.518 | ||
| 6898 | 2015.02.12 18:25 | modify | 2175 | 0.10 | 119.718 | 119.718 | 118.518 | ||
| 6899 | 2015.02.12 18:55 | t/p | 2175 | 0.10 | 118.518 | 119.718 | 118.518 | 12000.00 | 1834019.00 |
| 6900 | 2015.02.13 01:15 | sell | 2176 | 0.10 | 119.065 | 0.000 | 0.000 | ||