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 |
| 6901 | 2015.02.13 01:15 | modify | 2176 | 0.10 | 119.065 | 119.365 | 117.865 | ||
| 6902 | 2015.02.13 08:05 | modify | 2176 | 0.10 | 119.065 | 119.065 | 117.865 | ||
| 6903 | 2015.02.13 14:10 | s/l | 2176 | 0.10 | 119.065 | 119.065 | 117.865 | 0.00 | 1834019.00 |
| 6904 | 2015.02.16 13:35 | sell | 2177 | 0.10 | 118.575 | 0.000 | 0.000 | ||
| 6905 | 2015.02.16 13:35 | modify | 2177 | 0.10 | 118.575 | 118.875 | 117.375 | ||
| 6906 | 2015.02.17 03:40 | close | 2177 | 0.10 | 118.331 | 118.875 | 117.375 | 2414.00 | 1836433.00 |
| 6907 | 2015.02.18 05:50 | buy | 2178 | 0.10 | 119.148 | 0.000 | 0.000 | ||
| 6908 | 2015.02.18 05:50 | modify | 2178 | 0.10 | 119.148 | 118.898 | 120.098 | ||
| 6909 | 2015.02.18 15:55 | close | 2178 | 0.10 | 119.149 | 118.898 | 120.098 | 10.00 | 1836443.00 |
| 6910 | 2015.02.19 18:20 | buy | 2179 | 0.10 | 118.930 | 0.000 | 0.000 | ||
| 6911 | 2015.02.19 18:20 | modify | 2179 | 0.10 | 118.930 | 118.680 | 119.880 | ||
| 6912 | 2015.02.20 04:25 | close | 2179 | 0.10 | 118.898 | 118.680 | 119.880 | -335.00 | 1836108.00 |
| 6913 | 2015.02.20 05:20 | buy | 2180 | 0.10 | 118.919 | 0.000 | 0.000 | ||
| 6914 | 2015.02.20 05:20 | modify | 2180 | 0.10 | 118.919 | 118.669 | 119.869 | ||
| 6915 | 2015.02.20 10:30 | s/l | 2180 | 0.10 | 118.669 | 118.669 | 119.869 | -2500.00 | 1833608.00 |
| 6916 | 2015.02.23 04:25 | buy | 2181 | 0.10 | 119.059 | 0.000 | 0.000 | ||
| 6917 | 2015.02.23 04:25 | modify | 2181 | 0.10 | 119.059 | 118.809 | 120.009 | ||
| 6918 | 2015.02.23 14:30 | close | 2181 | 0.10 | 119.063 | 118.809 | 120.009 | 40.00 | 1833648.00 |
| 6919 | 2015.02.23 21:50 | sell | 2182 | 0.10 | 118.885 | 0.000 | 0.000 | ||
| 6920 | 2015.02.23 21:50 | modify | 2182 | 0.10 | 118.885 | 119.185 | 117.685 | ||
| 6921 | 2015.02.24 08:05 | close | 2182 | 0.10 | 119.161 | 119.185 | 117.685 | -2786.00 | 1830862.00 |
| 6922 | 2015.02.24 19:50 | buy | 2183 | 0.10 | 118.857 | 0.000 | 0.000 | ||
| 6923 | 2015.02.24 19:50 | modify | 2183 | 0.10 | 118.857 | 118.607 | 119.807 | ||
| 6924 | 2015.02.25 05:55 | close | 2183 | 0.10 | 118.726 | 118.607 | 119.807 | -1325.00 | 1829537.00 |
| 6925 | 2015.02.25 06:25 | sell | 2184 | 0.10 | 118.688 | 0.000 | 0.000 | ||
| 6926 | 2015.02.25 06:25 | modify | 2184 | 0.10 | 118.688 | 118.988 | 117.488 | ||
| 6927 | 2015.02.25 16:15 | s/l | 2184 | 0.10 | 118.988 | 118.988 | 117.488 | -3000.00 | 1826537.00 |
| 6928 | 2015.02.26 06:05 | buy | 2185 | 0.10 | 118.940 | 0.000 | 0.000 | ||
| 6929 | 2015.02.26 06:05 | modify | 2185 | 0.10 | 118.940 | 118.690 | 119.890 | ||
| 6930 | 2015.02.26 10:10 | s/l | 2185 | 0.10 | 118.690 | 118.690 | 119.890 | -2500.00 | 1824037.00 |
| 6931 | 2015.02.26 15:20 | sell | 2186 | 0.10 | 118.880 | 0.000 | 0.000 | ||
| 6932 | 2015.02.26 15:20 | modify | 2186 | 0.10 | 118.880 | 119.180 | 117.680 | ||
| 6933 | 2015.02.26 15:55 | s/l | 2186 | 0.10 | 119.180 | 119.180 | 117.680 | -3000.00 | 1821037.00 |
| 6934 | 2015.02.27 12:40 | buy | 2187 | 0.10 | 119.386 | 0.000 | 0.000 | ||
| 6935 | 2015.02.27 12:40 | modify | 2187 | 0.10 | 119.386 | 119.136 | 120.336 | ||
| 6936 | 2015.02.27 16:00 | close | 2187 | 0.10 | 119.327 | 119.136 | 120.336 | -590.00 | 1820447.00 |
| 6937 | 2015.03.02 08:30 | buy | 2188 | 0.10 | 119.814 | 0.000 | 0.000 | ||
| 6938 | 2015.03.02 08:30 | modify | 2188 | 0.10 | 119.814 | 119.564 | 120.764 | ||
| 6939 | 2015.03.02 18:35 | close | 2188 | 0.10 | 120.085 | 119.564 | 120.764 | 2710.00 | 1823157.00 |
| 6940 | 2015.03.06 06:25 | sell | 2189 | 0.10 | 119.979 | 0.000 | 0.000 | ||
| 6941 | 2015.03.06 06:25 | modify | 2189 | 0.10 | 119.979 | 120.279 | 118.779 | ||
| 6942 | 2015.03.06 15:35 | s/l | 2189 | 0.10 | 120.279 | 120.279 | 118.779 | -3000.00 | 1820157.00 |
| 6943 | 2015.03.09 01:00 | buy | 2190 | 0.10 | 120.801 | 0.000 | 0.000 | ||
| 6944 | 2015.03.09 01:00 | modify | 2190 | 0.10 | 120.801 | 120.551 | 121.751 | ||
| 6945 | 2015.03.09 11:05 | close | 2190 | 0.10 | 120.837 | 120.551 | 121.751 | 360.00 | 1820517.00 |
| 6946 | 2015.03.10 21:30 | sell | 2191 | 0.10 | 121.017 | 0.000 | 0.000 | ||
| 6947 | 2015.03.10 21:30 | modify | 2191 | 0.10 | 121.017 | 121.317 | 119.817 | ||
| 6948 | 2015.03.11 04:30 | s/l | 2191 | 0.10 | 121.317 | 121.317 | 119.817 | -3026.00 | 1817491.00 |
| 6949 | 2015.03.11 04:55 | sell | 2192 | 0.10 | 121.306 | 0.000 | 0.000 | ||
| 6950 | 2015.03.11 04:55 | modify | 2192 | 0.10 | 121.306 | 121.606 | 120.106 | ||
| 6951 | 2015.03.11 13:40 | s/l | 2192 | 0.10 | 121.606 | 121.606 | 120.106 | -3000.00 | 1814491.00 |
| 6952 | 2015.03.11 16:05 | buy | 2193 | 0.10 | 121.467 | 0.000 | 0.000 | ||
| 6953 | 2015.03.11 16:05 | modify | 2193 | 0.10 | 121.467 | 121.217 | 122.417 | ||
| 6954 | 2015.03.11 16:55 | s/l | 2193 | 0.10 | 121.217 | 121.217 | 122.417 | -2500.00 | 1811991.00 |
| 6955 | 2015.03.11 17:35 | buy | 2194 | 0.10 | 121.385 | 0.000 | 0.000 | ||
| 6956 | 2015.03.11 17:35 | modify | 2194 | 0.10 | 121.385 | 121.135 | 122.335 | ||
| 6957 | 2015.03.12 03:40 | close | 2194 | 0.10 | 121.511 | 121.135 | 122.335 | 1245.00 | 1813236.00 |
| 6958 | 2015.03.12 13:25 | sell | 2195 | 0.10 | 121.129 | 0.000 | 0.000 | ||
| 6959 | 2015.03.12 13:25 | modify | 2195 | 0.10 | 121.129 | 121.429 | 119.929 | ||
| 6960 | 2015.03.12 22:10 | close | 2195 | 0.10 | 121.378 | 121.429 | 119.929 | -2490.00 | 1810746.00 |
| 6961 | 2015.03.16 00:30 | sell | 2196 | 0.10 | 121.342 | 0.000 | 0.000 | ||
| 6962 | 2015.03.16 00:30 | modify | 2196 | 0.10 | 121.342 | 121.642 | 120.142 | ||
| 6963 | 2015.03.16 14:35 | close | 2196 | 0.10 | 121.264 | 121.642 | 120.142 | 780.00 | 1811526.00 |
| 6964 | 2015.03.19 18:45 | buy | 2197 | 0.10 | 120.812 | 0.000 | 0.000 | ||
| 6965 | 2015.03.19 18:45 | modify | 2197 | 0.10 | 120.812 | 120.562 | 121.762 | ||
| 6966 | 2015.03.20 04:50 | close | 2197 | 0.10 | 120.639 | 120.562 | 121.762 | -1745.00 | 1809781.00 |
| 6967 | 2015.03.23 14:30 | sell | 2198 | 0.10 | 119.804 | 0.000 | 0.000 | ||
| 6968 | 2015.03.23 14:30 | modify | 2198 | 0.10 | 119.804 | 120.104 | 118.604 | ||
| 6969 | 2015.03.24 04:35 | close | 2198 | 0.10 | 119.737 | 120.104 | 118.604 | 644.00 | 1810425.00 |
| 6970 | 2015.03.25 14:25 | sell | 2199 | 0.10 | 119.526 | 0.000 | 0.000 | ||
| 6971 | 2015.03.25 14:25 | modify | 2199 | 0.10 | 119.526 | 119.826 | 118.326 | ||
| 6972 | 2015.03.26 04:30 | close | 2199 | 0.10 | 119.379 | 119.826 | 118.326 | 1444.00 | 1811869.00 |
| 6973 | 2015.03.26 06:10 | sell | 2200 | 0.10 | 119.306 | 0.000 | 0.000 | ||
| 6974 | 2015.03.26 06:10 | modify | 2200 | 0.10 | 119.306 | 119.606 | 118.106 | ||
| 6975 | 2015.03.26 09:40 | modify | 2200 | 0.10 | 119.306 | 119.306 | 118.106 | ||
| 6976 | 2015.03.26 20:50 | s/l | 2200 | 0.10 | 119.306 | 119.306 | 118.106 | 0.00 | 1811869.00 |
| 6977 | 2015.03.27 00:05 | buy | 2201 | 0.10 | 119.173 | 0.000 | 0.000 | ||
| 6978 | 2015.03.27 00:05 | modify | 2201 | 0.10 | 119.173 | 118.923 | 120.123 | ||
| 6979 | 2015.03.27 10:10 | close | 2201 | 0.10 | 119.201 | 118.923 | 120.123 | 280.00 | 1812149.00 |
| 6980 | 2015.03.27 14:00 | buy | 2202 | 0.10 | 119.362 | 0.000 | 0.000 | ||
| 6981 | 2015.03.27 14:00 | modify | 2202 | 0.10 | 119.362 | 119.112 | 120.312 | ||
| 6982 | 2015.03.27 15:35 | s/l | 2202 | 0.10 | 119.112 | 119.112 | 120.312 | -2500.00 | 1809649.00 |
| 6983 | 2015.03.27 16:05 | buy | 2203 | 0.10 | 119.134 | 0.000 | 0.000 | ||
| 6984 | 2015.03.27 16:05 | close | 2203 | 0.10 | 119.129 | 0.000 | 0.000 | -50.00 | 1809599.00 |
| 6985 | 2015.04.01 15:05 | buy | 2204 | 0.10 | 120.123 | 0.000 | 0.000 | ||
| 6986 | 2015.04.01 15:05 | modify | 2204 | 0.10 | 120.123 | 119.873 | 121.073 | ||
| 6987 | 2015.04.01 15:20 | s/l | 2204 | 0.10 | 119.873 | 119.873 | 121.073 | -2500.00 | 1807099.00 |
| 6988 | 2015.04.01 15:35 | buy | 2205 | 0.10 | 119.894 | 0.000 | 0.000 | ||
| 6989 | 2015.04.01 15:35 | modify | 2205 | 0.10 | 119.894 | 119.644 | 120.844 | ||
| 6990 | 2015.04.01 17:05 | s/l | 2205 | 0.10 | 119.644 | 119.644 | 120.844 | -2500.00 | 1804599.00 |
| 6991 | 2015.04.01 17:10 | buy | 2206 | 0.10 | 119.570 | 0.000 | 0.000 | ||
| 6992 | 2015.04.01 17:10 | modify | 2206 | 0.10 | 119.570 | 119.320 | 120.520 | ||
| 6993 | 2015.04.02 03:15 | close | 2206 | 0.10 | 119.643 | 119.320 | 120.520 | 715.00 | 1805314.00 |
| 6994 | 2015.04.02 12:55 | sell | 2207 | 0.10 | 119.560 | 0.000 | 0.000 | ||
| 6995 | 2015.04.02 12:55 | modify | 2207 | 0.10 | 119.560 | 119.860 | 118.360 | ||
| 6996 | 2015.04.02 15:40 | s/l | 2207 | 0.10 | 119.860 | 119.860 | 118.360 | -3000.00 | 1802314.00 |
| 6997 | 2015.04.03 11:40 | sell | 2208 | 0.10 | 119.685 | 0.000 | 0.000 | ||
| 6998 | 2015.04.03 11:40 | modify | 2208 | 0.10 | 119.685 | 119.985 | 118.485 | ||
| 6999 | 2015.04.03 16:00 | close | 2208 | 0.10 | 118.888 | 119.985 | 118.485 | 7970.00 | 1810284.00 |
| 7000 | 2015.04.06 05:00 | sell | 2209 | 0.10 | 119.110 | 0.000 | 0.000 | ||
| 7001 | 2015.04.06 05:00 | modify | 2209 | 0.10 | 119.110 | 119.410 | 117.910 | ||
| 7002 | 2015.04.06 19:05 | close | 2209 | 0.10 | 119.066 | 119.410 | 117.910 | 440.00 | 1810724.00 |
| 7003 | 2015.04.09 03:15 | buy | 2210 | 0.10 | 120.127 | 0.000 | 0.000 | ||
| 7004 | 2015.04.09 03:15 | modify | 2210 | 0.10 | 120.127 | 119.877 | 121.077 | ||
| 7005 | 2015.04.09 13:20 | close | 2210 | 0.10 | 120.081 | 119.877 | 121.077 | -460.00 | 1810264.00 |
| 7006 | 2015.04.09 14:00 | buy | 2211 | 0.10 | 119.963 | 0.000 | 0.000 | ||
| 7007 | 2015.04.09 14:00 | modify | 2211 | 0.10 | 119.963 | 119.713 | 120.913 | ||
| 7008 | 2015.04.09 19:45 | modify | 2211 | 0.10 | 119.963 | 119.963 | 120.913 | ||
| 7009 | 2015.04.09 21:40 | close | 2211 | 0.10 | 120.654 | 119.963 | 120.913 | 6910.00 | 1817174.00 |
| 7010 | 2015.04.10 00:50 | buy | 2212 | 0.10 | 120.556 | 0.000 | 0.000 | ||
| 7011 | 2015.04.10 00:50 | modify | 2212 | 0.10 | 120.556 | 120.306 | 121.506 | ||
| 7012 | 2015.04.10 10:55 | close | 2212 | 0.10 | 120.461 | 120.306 | 121.506 | -950.00 | 1816224.00 |
| 7013 | 2015.04.13 01:45 | sell | 2213 | 0.10 | 120.264 | 0.000 | 0.000 | ||
| 7014 | 2015.04.13 01:45 | modify | 2213 | 0.10 | 120.264 | 120.564 | 119.064 | ||
| 7015 | 2015.04.13 08:00 | close | 2213 | 0.10 | 120.491 | 120.564 | 119.064 | -2270.00 | 1813954.00 |
| 7016 | 2015.04.14 00:55 | sell | 2214 | 0.10 | 120.116 | 0.000 | 0.000 | ||
| 7017 | 2015.04.14 00:55 | modify | 2214 | 0.10 | 120.116 | 120.416 | 118.916 | ||
| 7018 | 2015.04.14 13:40 | modify | 2214 | 0.10 | 120.116 | 120.116 | 118.916 | ||
| 7019 | 2015.04.14 19:30 | close | 2214 | 0.10 | 119.333 | 120.116 | 118.916 | 7830.00 | 1821784.00 |
| 7020 | 2015.04.16 08:55 | sell | 2215 | 0.10 | 119.362 | 0.000 | 0.000 | ||
| 7021 | 2015.04.16 08:55 | modify | 2215 | 0.10 | 119.362 | 119.662 | 118.162 | ||
| 7022 | 2015.04.16 20:50 | modify | 2215 | 0.10 | 119.362 | 119.362 | 118.162 | ||
| 7023 | 2015.04.17 02:25 | close | 2215 | 0.10 | 118.977 | 119.362 | 118.162 | 3824.00 | 1825608.00 |
| 7024 | 2015.04.17 05:35 | sell | 2216 | 0.10 | 119.042 | 0.000 | 0.000 | ||
| 7025 | 2015.04.17 05:35 | modify | 2216 | 0.10 | 119.042 | 119.342 | 117.842 | ||
| 7026 | 2015.04.17 13:20 | modify | 2216 | 0.10 | 119.042 | 119.042 | 117.842 | ||
| 7027 | 2015.04.17 15:40 | s/l | 2216 | 0.10 | 119.042 | 119.042 | 117.842 | 0.00 | 1825608.00 |
| 7028 | 2015.04.20 01:25 | buy | 2217 | 0.10 | 118.928 | 0.000 | 0.000 | ||
| 7029 | 2015.04.20 01:25 | modify | 2217 | 0.10 | 118.928 | 118.678 | 119.878 | ||
| 7030 | 2015.04.20 08:10 | s/l | 2217 | 0.10 | 118.678 | 118.678 | 119.878 | -2500.00 | 1823108.00 |
| 7031 | 2015.04.20 16:50 | buy | 2218 | 0.10 | 119.037 | 0.000 | 0.000 | ||
| 7032 | 2015.04.20 16:50 | modify | 2218 | 0.10 | 119.037 | 118.787 | 119.987 | ||
| 7033 | 2015.04.20 19:55 | modify | 2218 | 0.10 | 119.037 | 119.037 | 119.987 | ||
| 7034 | 2015.04.21 08:20 | close | 2218 | 0.10 | 119.463 | 119.037 | 119.987 | 4245.00 | 1827353.00 |
| 7035 | 2015.04.22 11:20 | buy | 2219 | 0.10 | 119.549 | 0.000 | 0.000 | ||
| 7036 | 2015.04.22 11:20 | modify | 2219 | 0.10 | 119.549 | 119.299 | 120.499 | ||
| 7037 | 2015.04.22 20:30 | modify | 2219 | 0.10 | 119.549 | 119.549 | 120.499 | ||
| 7038 | 2015.04.22 23:40 | close | 2219 | 0.10 | 119.885 | 119.549 | 120.499 | 3360.00 | 1830713.00 |
| 7039 | 2015.04.23 00:05 | buy | 2220 | 0.10 | 119.928 | 0.000 | 0.000 | ||
| 7040 | 2015.04.23 00:05 | modify | 2220 | 0.10 | 119.928 | 119.678 | 120.878 | ||
| 7041 | 2015.04.23 08:10 | s/l | 2220 | 0.10 | 119.678 | 119.678 | 120.878 | -2500.00 | 1828213.00 |
| 7042 | 2015.04.23 08:15 | buy | 2221 | 0.10 | 119.728 | 0.000 | 0.000 | ||
| 7043 | 2015.04.23 08:15 | modify | 2221 | 0.10 | 119.728 | 119.478 | 120.678 | ||
| 7044 | 2015.04.23 18:20 | close | 2221 | 0.10 | 119.648 | 119.478 | 120.678 | -800.00 | 1827413.00 |
| 7045 | 2015.04.24 13:05 | sell | 2222 | 0.10 | 119.513 | 0.000 | 0.000 | ||
| 7046 | 2015.04.24 13:05 | modify | 2222 | 0.10 | 119.513 | 119.813 | 118.313 | ||
| 7047 | 2015.04.24 16:00 | close | 2222 | 0.10 | 119.291 | 119.813 | 118.313 | 2220.00 | 1829633.00 |
| 7048 | 2015.04.28 12:15 | sell | 2223 | 0.10 | 118.998 | 0.000 | 0.000 | ||
| 7049 | 2015.04.28 12:15 | modify | 2223 | 0.10 | 118.998 | 119.298 | 117.798 | ||
| 7050 | 2015.04.29 01:10 | modify | 2223 | 0.10 | 118.998 | 118.998 | 117.798 | ||