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 |
| 7051 | 2015.04.29 11:05 | s/l | 2223 | 0.10 | 118.998 | 118.998 | 117.798 | -26.00 | 1829607.00 |
| 7052 | 2015.04.30 21:35 | buy | 2224 | 0.10 | 119.617 | 0.000 | 0.000 | ||
| 7053 | 2015.04.30 21:35 | modify | 2224 | 0.10 | 119.617 | 119.367 | 120.567 | ||
| 7054 | 2015.04.30 22:05 | s/l | 2224 | 0.10 | 119.367 | 119.367 | 120.567 | -2500.00 | 1827107.00 |
| 7055 | 2015.04.30 22:10 | buy | 2225 | 0.10 | 119.341 | 0.000 | 0.000 | ||
| 7056 | 2015.04.30 22:10 | modify | 2225 | 0.10 | 119.341 | 119.091 | 120.291 | ||
| 7057 | 2015.05.01 06:00 | modify | 2225 | 0.10 | 119.341 | 119.341 | 120.291 | ||
| 7058 | 2015.05.01 16:00 | close | 2225 | 0.10 | 119.907 | 119.341 | 120.291 | 5645.00 | 1832752.00 |
| 7059 | 2015.05.04 00:10 | buy | 2226 | 0.10 | 120.232 | 0.000 | 0.000 | ||
| 7060 | 2015.05.04 00:10 | modify | 2226 | 0.10 | 120.232 | 119.982 | 121.182 | ||
| 7061 | 2015.05.04 06:05 | close | 2226 | 0.10 | 120.027 | 119.982 | 121.182 | -2050.00 | 1830702.00 |
| 7062 | 2015.05.06 01:00 | sell | 2227 | 0.10 | 119.848 | 0.000 | 0.000 | ||
| 7063 | 2015.05.06 01:00 | modify | 2227 | 0.10 | 119.848 | 120.148 | 118.648 | ||
| 7064 | 2015.05.06 15:05 | close | 2227 | 0.10 | 119.819 | 120.148 | 118.648 | 290.00 | 1830992.00 |
| 7065 | 2015.05.07 00:20 | sell | 2228 | 0.10 | 119.460 | 0.000 | 0.000 | ||
| 7066 | 2015.05.07 00:20 | modify | 2228 | 0.10 | 119.460 | 119.760 | 118.260 | ||
| 7067 | 2015.05.07 14:25 | close | 2228 | 0.10 | 119.169 | 119.760 | 118.260 | 2910.00 | 1833902.00 |
| 7068 | 2015.05.07 16:40 | sell | 2229 | 0.10 | 119.283 | 0.000 | 0.000 | ||
| 7069 | 2015.05.07 16:40 | modify | 2229 | 0.10 | 119.283 | 119.583 | 118.083 | ||
| 7070 | 2015.05.07 18:15 | s/l | 2229 | 0.10 | 119.583 | 119.583 | 118.083 | -3000.00 | 1830902.00 |
| 7071 | 2015.05.11 02:20 | sell | 2230 | 0.10 | 119.823 | 0.000 | 0.000 | ||
| 7072 | 2015.05.11 02:20 | modify | 2230 | 0.10 | 119.823 | 120.123 | 118.623 | ||
| 7073 | 2015.05.11 16:25 | close | 2230 | 0.10 | 119.832 | 120.123 | 118.623 | -90.00 | 1830812.00 |
| 7074 | 2015.05.11 17:30 | buy | 2231 | 0.10 | 119.911 | 0.000 | 0.000 | ||
| 7075 | 2015.05.11 17:30 | modify | 2231 | 0.10 | 119.911 | 119.661 | 120.861 | ||
| 7076 | 2015.05.11 23:15 | modify | 2231 | 0.10 | 119.911 | 119.911 | 120.861 | ||
| 7077 | 2015.05.12 13:10 | s/l | 2231 | 0.10 | 119.911 | 119.911 | 120.861 | -15.00 | 1830797.00 |
| 7078 | 2015.05.14 04:00 | sell | 2232 | 0.10 | 119.261 | 0.000 | 0.000 | ||
| 7079 | 2015.05.14 04:00 | modify | 2232 | 0.10 | 119.261 | 119.561 | 118.061 | ||
| 7080 | 2015.05.14 18:05 | close | 2232 | 0.10 | 119.244 | 119.561 | 118.061 | 170.00 | 1830967.00 |
| 7081 | 2015.05.18 00:45 | sell | 2233 | 0.10 | 119.346 | 0.000 | 0.000 | ||
| 7082 | 2015.05.18 00:45 | modify | 2233 | 0.10 | 119.346 | 119.646 | 118.146 | ||
| 7083 | 2015.05.18 04:00 | s/l | 2233 | 0.10 | 119.646 | 119.646 | 118.146 | -3000.00 | 1827967.00 |
| 7084 | 2015.05.18 18:00 | buy | 2234 | 0.10 | 119.835 | 0.000 | 0.000 | ||
| 7085 | 2015.05.18 18:00 | modify | 2234 | 0.10 | 119.835 | 119.585 | 120.785 | ||
| 7086 | 2015.05.19 01:50 | modify | 2234 | 0.10 | 119.835 | 119.835 | 120.785 | ||
| 7087 | 2015.05.19 10:20 | s/l | 2234 | 0.10 | 119.835 | 119.835 | 120.785 | -15.00 | 1827952.00 |
| 7088 | 2015.05.19 11:15 | buy | 2235 | 0.10 | 119.989 | 0.000 | 0.000 | ||
| 7089 | 2015.05.19 11:15 | modify | 2235 | 0.10 | 119.989 | 119.739 | 120.939 | ||
| 7090 | 2015.05.19 16:45 | modify | 2235 | 0.10 | 119.989 | 119.989 | 120.939 | ||
| 7091 | 2015.05.19 20:10 | close | 2235 | 0.10 | 120.660 | 119.989 | 120.939 | 6710.00 | 1834662.00 |
| 7092 | 2015.05.22 01:10 | sell | 2236 | 0.10 | 121.045 | 0.000 | 0.000 | ||
| 7093 | 2015.05.22 01:10 | modify | 2236 | 0.10 | 121.045 | 121.345 | 119.845 | ||
| 7094 | 2015.05.22 07:25 | modify | 2236 | 0.10 | 121.045 | 121.045 | 119.845 | ||
| 7095 | 2015.05.22 15:35 | s/l | 2236 | 0.10 | 121.045 | 121.045 | 119.845 | 0.00 | 1834662.00 |
| 7096 | 2015.05.25 17:10 | sell | 2237 | 0.10 | 121.473 | 0.000 | 0.000 | ||
| 7097 | 2015.05.25 17:10 | modify | 2237 | 0.10 | 121.473 | 121.773 | 120.273 | ||
| 7098 | 2015.05.26 04:25 | s/l | 2237 | 0.10 | 121.773 | 121.773 | 120.273 | -3026.00 | 1831636.00 |
| 7099 | 2015.05.29 03:55 | sell | 2238 | 0.10 | 123.713 | 0.000 | 0.000 | ||
| 7100 | 2015.05.29 03:55 | modify | 2238 | 0.10 | 123.713 | 124.013 | 122.513 | ||
| 7101 | 2015.05.29 10:05 | s/l | 2238 | 0.10 | 124.013 | 124.013 | 122.513 | -3000.00 | 1828636.00 |
| 7102 | 2015.05.29 13:10 | sell | 2239 | 0.10 | 123.695 | 0.000 | 0.000 | ||
| 7103 | 2015.05.29 13:10 | modify | 2239 | 0.10 | 123.695 | 123.995 | 122.495 | ||
| 7104 | 2015.05.29 15:35 | s/l | 2239 | 0.10 | 123.995 | 123.995 | 122.495 | -3000.00 | 1825636.00 |
| 7105 | 2015.05.29 15:35 | sell | 2240 | 0.10 | 123.959 | 0.000 | 0.000 | ||
| 7106 | 2015.05.29 15:35 | modify | 2240 | 0.10 | 123.959 | 124.259 | 122.759 | ||
| 7107 | 2015.05.29 16:00 | close | 2240 | 0.10 | 124.026 | 124.259 | 122.759 | -670.00 | 1824966.00 |
| 7108 | 2015.06.02 14:00 | sell | 2241 | 0.10 | 124.772 | 0.000 | 0.000 | ||
| 7109 | 2015.06.02 14:00 | modify | 2241 | 0.10 | 124.772 | 125.072 | 123.572 | ||
| 7110 | 2015.06.02 19:10 | modify | 2241 | 0.10 | 124.772 | 124.772 | 123.572 | ||
| 7111 | 2015.06.02 21:10 | close | 2241 | 0.10 | 123.915 | 124.772 | 123.572 | 8570.00 | 1833536.00 |
| 7112 | 2015.06.02 23:35 | sell | 2242 | 0.10 | 124.070 | 0.000 | 0.000 | ||
| 7113 | 2015.06.02 23:35 | modify | 2242 | 0.10 | 124.070 | 124.370 | 122.870 | ||
| 7114 | 2015.06.03 12:10 | s/l | 2242 | 0.10 | 124.370 | 124.370 | 122.870 | -3026.00 | 1830510.00 |
| 7115 | 2015.06.03 12:30 | sell | 2243 | 0.10 | 124.353 | 0.000 | 0.000 | ||
| 7116 | 2015.06.03 12:30 | modify | 2243 | 0.10 | 124.353 | 124.653 | 123.153 | ||
| 7117 | 2015.06.03 15:55 | s/l | 2243 | 0.10 | 124.653 | 124.653 | 123.153 | -3000.00 | 1827510.00 |
| 7118 | 2015.06.04 14:40 | sell | 2244 | 0.10 | 124.083 | 0.000 | 0.000 | ||
| 7119 | 2015.06.04 14:40 | modify | 2244 | 0.10 | 124.083 | 124.383 | 122.883 | ||
| 7120 | 2015.06.04 16:10 | s/l | 2244 | 0.10 | 124.383 | 124.383 | 122.883 | -3000.00 | 1824510.00 |
| 7121 | 2015.06.04 16:55 | sell | 2245 | 0.10 | 124.345 | 0.000 | 0.000 | ||
| 7122 | 2015.06.04 16:55 | modify | 2245 | 0.10 | 124.345 | 124.645 | 123.145 | ||
| 7123 | 2015.06.04 18:20 | s/l | 2245 | 0.10 | 124.645 | 124.645 | 123.145 | -3000.00 | 1821510.00 |
| 7124 | 2015.06.09 04:00 | sell | 2246 | 0.10 | 124.600 | 0.000 | 0.000 | ||
| 7125 | 2015.06.09 04:00 | modify | 2246 | 0.10 | 124.600 | 124.900 | 123.400 | ||
| 7126 | 2015.06.09 18:05 | close | 2246 | 0.10 | 124.405 | 124.900 | 123.400 | 1950.00 | 1823460.00 |
| 7127 | 2015.06.12 06:10 | sell | 2247 | 0.10 | 123.444 | 0.000 | 0.000 | ||
| 7128 | 2015.06.12 06:10 | modify | 2247 | 0.10 | 123.444 | 123.744 | 122.244 | ||
| 7129 | 2015.06.12 11:05 | s/l | 2247 | 0.10 | 123.744 | 123.744 | 122.244 | -3000.00 | 1820460.00 |
| 7130 | 2015.06.15 16:15 | buy | 2248 | 0.10 | 123.474 | 0.000 | 0.000 | ||
| 7131 | 2015.06.15 16:15 | modify | 2248 | 0.10 | 123.474 | 123.224 | 124.424 | ||
| 7132 | 2015.06.16 02:20 | close | 2248 | 0.10 | 123.407 | 123.224 | 124.424 | -685.00 | 1819775.00 |
| 7133 | 2015.06.18 07:05 | sell | 2249 | 0.10 | 123.135 | 0.000 | 0.000 | ||
| 7134 | 2015.06.18 07:05 | modify | 2249 | 0.10 | 123.135 | 123.435 | 121.935 | ||
| 7135 | 2015.06.18 12:50 | modify | 2249 | 0.10 | 123.135 | 123.135 | 121.935 | ||
| 7136 | 2015.06.18 19:35 | s/l | 2249 | 0.10 | 123.135 | 123.135 | 121.935 | 0.00 | 1819775.00 |
| 7137 | 2015.06.22 01:05 | sell | 2250 | 0.10 | 122.818 | 0.000 | 0.000 | ||
| 7138 | 2015.06.22 01:05 | modify | 2250 | 0.10 | 122.818 | 123.118 | 121.618 | ||
| 7139 | 2015.06.22 10:55 | s/l | 2250 | 0.10 | 123.118 | 123.118 | 121.618 | -3000.00 | 1816775.00 |
| 7140 | 2015.06.22 11:55 | sell | 2251 | 0.10 | 123.076 | 0.000 | 0.000 | ||
| 7141 | 2015.06.22 11:55 | modify | 2251 | 0.10 | 123.076 | 123.376 | 121.876 | ||
| 7142 | 2015.06.22 19:15 | s/l | 2251 | 0.10 | 123.376 | 123.376 | 121.876 | -3000.00 | 1813775.00 |
| 7143 | 2015.06.23 13:20 | buy | 2252 | 0.10 | 123.677 | 0.000 | 0.000 | ||
| 7144 | 2015.06.23 13:20 | modify | 2252 | 0.10 | 123.677 | 123.427 | 124.627 | ||
| 7145 | 2015.06.23 21:55 | modify | 2252 | 0.10 | 123.677 | 123.677 | 124.627 | ||
| 7146 | 2015.06.25 06:10 | s/l | 2252 | 0.10 | 123.677 | 123.677 | 124.627 | -30.00 | 1813745.00 |
| 7147 | 2015.06.26 13:30 | sell | 2253 | 0.10 | 123.367 | 0.000 | 0.000 | ||
| 7148 | 2015.06.26 13:30 | modify | 2253 | 0.10 | 123.367 | 123.667 | 122.167 | ||
| 7149 | 2015.06.26 15:15 | s/l | 2253 | 0.10 | 123.667 | 123.667 | 122.167 | -3000.00 | 1810745.00 |
| 7150 | 2015.06.29 04:55 | sell | 2254 | 0.10 | 123.130 | 0.000 | 0.000 | ||
| 7151 | 2015.06.29 04:55 | modify | 2254 | 0.10 | 123.130 | 123.430 | 121.930 | ||
| 7152 | 2015.06.29 19:00 | close | 2254 | 0.10 | 122.509 | 123.430 | 121.930 | 6210.00 | 1816955.00 |
| 7153 | 2015.06.29 22:00 | sell | 2255 | 0.10 | 122.428 | 0.000 | 0.000 | ||
| 7154 | 2015.06.29 22:00 | modify | 2255 | 0.10 | 122.428 | 122.728 | 121.228 | ||
| 7155 | 2015.06.30 02:30 | close | 2255 | 0.10 | 122.620 | 122.728 | 121.228 | -1946.00 | 1815009.00 |
| 7156 | 2015.06.30 03:05 | sell | 2256 | 0.10 | 122.654 | 0.000 | 0.000 | ||
| 7157 | 2015.06.30 03:05 | modify | 2256 | 0.10 | 122.654 | 122.954 | 121.454 | ||
| 7158 | 2015.06.30 08:00 | modify | 2256 | 0.10 | 122.654 | 122.654 | 121.454 | ||
| 7159 | 2015.07.01 08:40 | s/l | 2256 | 0.10 | 122.654 | 122.654 | 121.454 | -26.00 | 1814983.00 |
| 7160 | 2015.07.01 19:05 | buy | 2257 | 0.10 | 123.054 | 0.000 | 0.000 | ||
| 7161 | 2015.07.01 19:05 | modify | 2257 | 0.10 | 123.054 | 122.804 | 124.004 | ||
| 7162 | 2015.07.02 02:40 | modify | 2257 | 0.10 | 123.054 | 123.054 | 124.004 | ||
| 7163 | 2015.07.02 15:35 | s/l | 2257 | 0.10 | 123.054 | 123.054 | 124.004 | -15.00 | 1814968.00 |
| 7164 | 2015.07.03 13:40 | buy | 2258 | 0.10 | 122.927 | 0.000 | 0.000 | ||
| 7165 | 2015.07.03 13:40 | modify | 2258 | 0.10 | 122.927 | 122.677 | 123.877 | ||
| 7166 | 2015.07.03 16:00 | close | 2258 | 0.10 | 122.774 | 122.677 | 123.877 | -1530.00 | 1813438.00 |
| 7167 | 2015.07.06 16:50 | buy | 2259 | 0.10 | 122.640 | 0.000 | 0.000 | ||
| 7168 | 2015.07.06 16:50 | modify | 2259 | 0.10 | 122.640 | 122.390 | 123.590 | ||
| 7169 | 2015.07.06 21:10 | s/l | 2259 | 0.10 | 122.390 | 122.390 | 123.590 | -2500.00 | 1810938.00 |
| 7170 | 2015.07.07 16:45 | sell | 2260 | 0.10 | 122.376 | 0.000 | 0.000 | ||
| 7171 | 2015.07.07 16:45 | modify | 2260 | 0.10 | 122.376 | 122.676 | 121.176 | ||
| 7172 | 2015.07.08 06:50 | close | 2260 | 0.10 | 122.133 | 122.676 | 121.176 | 2404.00 | 1813342.00 |
| 7173 | 2015.07.09 17:50 | buy | 2261 | 0.10 | 121.384 | 0.000 | 0.000 | ||
| 7174 | 2015.07.09 17:50 | modify | 2261 | 0.10 | 121.384 | 121.134 | 122.334 | ||
| 7175 | 2015.07.10 03:55 | close | 2261 | 0.10 | 121.622 | 121.134 | 122.334 | 2365.00 | 1815707.00 |
| 7176 | 2015.07.10 04:25 | buy | 2262 | 0.10 | 121.750 | 0.000 | 0.000 | ||
| 7177 | 2015.07.10 04:25 | modify | 2262 | 0.10 | 121.750 | 121.500 | 122.700 | ||
| 7178 | 2015.07.10 12:20 | modify | 2262 | 0.10 | 121.750 | 121.750 | 122.700 | ||
| 7179 | 2015.07.10 16:00 | close | 2262 | 0.10 | 122.440 | 121.750 | 122.700 | 6900.00 | 1822607.00 |
| 7180 | 2015.07.15 06:00 | buy | 2263 | 0.10 | 123.456 | 0.000 | 0.000 | ||
| 7181 | 2015.07.15 06:00 | modify | 2263 | 0.10 | 123.456 | 123.206 | 124.406 | ||
| 7182 | 2015.07.15 16:05 | close | 2263 | 0.10 | 123.747 | 123.206 | 124.406 | 2910.00 | 1825517.00 |
| 7183 | 2015.07.16 12:50 | buy | 2264 | 0.10 | 123.931 | 0.000 | 0.000 | ||
| 7184 | 2015.07.16 12:50 | modify | 2264 | 0.10 | 123.931 | 123.681 | 124.881 | ||
| 7185 | 2015.07.16 22:55 | close | 2264 | 0.10 | 124.076 | 123.681 | 124.881 | 1450.00 | 1826967.00 |
| 7186 | 2015.07.17 13:10 | sell | 2265 | 0.10 | 124.051 | 0.000 | 0.000 | ||
| 7187 | 2015.07.17 13:10 | modify | 2265 | 0.10 | 124.051 | 124.351 | 122.851 | ||
| 7188 | 2015.07.17 16:00 | close | 2265 | 0.10 | 124.077 | 124.351 | 122.851 | -260.00 | 1826707.00 |
| 7189 | 2015.07.20 09:30 | buy | 2266 | 0.10 | 124.140 | 0.000 | 0.000 | ||
| 7190 | 2015.07.20 09:30 | modify | 2266 | 0.10 | 124.140 | 123.890 | 125.090 | ||
| 7191 | 2015.07.20 19:35 | close | 2266 | 0.10 | 124.243 | 123.890 | 125.090 | 1030.00 | 1827737.00 |
| 7192 | 2015.07.21 23:00 | sell | 2267 | 0.10 | 123.917 | 0.000 | 0.000 | ||
| 7193 | 2015.07.21 23:00 | modify | 2267 | 0.10 | 123.917 | 124.217 | 122.717 | ||
| 7194 | 2015.07.22 05:55 | modify | 2267 | 0.10 | 123.917 | 123.917 | 122.717 | ||
| 7195 | 2015.07.22 16:15 | s/l | 2267 | 0.10 | 123.917 | 123.917 | 122.717 | -26.00 | 1827711.00 |
| 7196 | 2015.07.23 13:45 | sell | 2268 | 0.10 | 123.775 | 0.000 | 0.000 | ||
| 7197 | 2015.07.23 13:45 | modify | 2268 | 0.10 | 123.775 | 124.075 | 122.575 | ||
| 7198 | 2015.07.23 15:50 | s/l | 2268 | 0.10 | 124.075 | 124.075 | 122.575 | -3000.00 | 1824711.00 |
| 7199 | 2015.07.23 16:40 | sell | 2269 | 0.10 | 124.035 | 0.000 | 0.000 | ||
| 7200 | 2015.07.23 16:40 | modify | 2269 | 0.10 | 124.035 | 124.335 | 122.835 | ||