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 |
| 7201 | 2015.07.23 22:40 | modify | 2269 | 0.10 | 124.035 | 124.035 | 122.835 | ||
| 7202 | 2015.07.24 04:50 | s/l | 2269 | 0.10 | 124.035 | 124.035 | 122.835 | -26.00 | 1824685.00 |
| 7203 | 2015.07.27 02:50 | sell | 2270 | 0.10 | 123.759 | 0.000 | 0.000 | ||
| 7204 | 2015.07.27 02:50 | modify | 2270 | 0.10 | 123.759 | 124.059 | 122.559 | ||
| 7205 | 2015.07.27 08:00 | modify | 2270 | 0.10 | 123.759 | 123.759 | 122.559 | ||
| 7206 | 2015.07.27 20:15 | close | 2270 | 0.10 | 123.163 | 123.759 | 122.559 | 5960.00 | 1830645.00 |
| 7207 | 2015.07.28 17:40 | buy | 2271 | 0.10 | 123.599 | 0.000 | 0.000 | ||
| 7208 | 2015.07.28 17:40 | modify | 2271 | 0.10 | 123.599 | 123.349 | 124.549 | ||
| 7209 | 2015.07.29 03:45 | close | 2271 | 0.10 | 123.572 | 123.349 | 124.549 | -285.00 | 1830360.00 |
| 7210 | 2015.07.29 17:20 | buy | 2272 | 0.10 | 123.702 | 0.000 | 0.000 | ||
| 7211 | 2015.07.29 17:20 | modify | 2272 | 0.10 | 123.702 | 123.452 | 124.652 | ||
| 7212 | 2015.07.30 00:05 | modify | 2272 | 0.10 | 123.702 | 123.702 | 124.652 | ||
| 7213 | 2015.07.30 06:25 | close | 2272 | 0.10 | 124.110 | 123.702 | 124.652 | 4065.00 | 1834425.00 |
| 7214 | 2015.08.03 18:00 | buy | 2273 | 0.10 | 123.938 | 0.000 | 0.000 | ||
| 7215 | 2015.08.03 18:00 | modify | 2273 | 0.10 | 123.938 | 123.688 | 124.888 | ||
| 7216 | 2015.08.04 04:05 | close | 2273 | 0.10 | 124.005 | 123.688 | 124.888 | 655.00 | 1835080.00 |
| 7217 | 2015.08.04 13:05 | sell | 2274 | 0.10 | 123.960 | 0.000 | 0.000 | ||
| 7218 | 2015.08.04 13:05 | modify | 2274 | 0.10 | 123.960 | 124.260 | 122.760 | ||
| 7219 | 2015.08.04 21:25 | s/l | 2274 | 0.10 | 124.260 | 124.260 | 122.760 | -3000.00 | 1832080.00 |
| 7220 | 2015.08.05 09:10 | buy | 2275 | 0.10 | 124.406 | 0.000 | 0.000 | ||
| 7221 | 2015.08.05 09:10 | modify | 2275 | 0.10 | 124.406 | 124.156 | 125.356 | ||
| 7222 | 2015.08.05 15:20 | s/l | 2275 | 0.10 | 124.156 | 124.156 | 125.356 | -2500.00 | 1829580.00 |
| 7223 | 2015.08.05 15:35 | buy | 2276 | 0.10 | 124.229 | 0.000 | 0.000 | ||
| 7224 | 2015.08.05 15:35 | modify | 2276 | 0.10 | 124.229 | 123.979 | 125.179 | ||
| 7225 | 2015.08.05 18:20 | modify | 2276 | 0.10 | 124.229 | 124.229 | 125.179 | ||
| 7226 | 2015.08.05 21:30 | close | 2276 | 0.10 | 124.771 | 124.229 | 125.179 | 5420.00 | 1835000.00 |
| 7227 | 2015.08.07 13:55 | buy | 2277 | 0.10 | 124.718 | 0.000 | 0.000 | ||
| 7228 | 2015.08.07 13:55 | modify | 2277 | 0.10 | 124.718 | 124.468 | 125.668 | ||
| 7229 | 2015.08.07 15:35 | s/l | 2277 | 0.10 | 124.468 | 124.468 | 125.668 | -2500.00 | 1832500.00 |
| 7230 | 2015.08.10 10:30 | sell | 2278 | 0.10 | 124.430 | 0.000 | 0.000 | ||
| 7231 | 2015.08.10 10:30 | modify | 2278 | 0.10 | 124.430 | 124.730 | 123.230 | ||
| 7232 | 2015.08.10 12:35 | close | 2278 | 0.10 | 124.670 | 124.730 | 123.230 | -2400.00 | 1830100.00 |
| 7233 | 2015.08.12 02:45 | buy | 2279 | 0.10 | 125.041 | 0.000 | 0.000 | ||
| 7234 | 2015.08.12 02:45 | modify | 2279 | 0.10 | 125.041 | 124.791 | 125.991 | ||
| 7235 | 2015.08.12 10:00 | s/l | 2279 | 0.10 | 124.791 | 124.791 | 125.991 | -2500.00 | 1827600.00 |
| 7236 | 2015.08.13 01:15 | sell | 2280 | 0.10 | 124.183 | 0.000 | 0.000 | ||
| 7237 | 2015.08.13 01:15 | modify | 2280 | 0.10 | 124.183 | 124.483 | 122.983 | ||
| 7238 | 2015.08.13 07:35 | close | 2280 | 0.10 | 124.416 | 124.483 | 122.983 | -2330.00 | 1825270.00 |
| 7239 | 2015.08.13 16:30 | buy | 2281 | 0.10 | 124.465 | 0.000 | 0.000 | ||
| 7240 | 2015.08.13 16:30 | modify | 2281 | 0.10 | 124.465 | 124.215 | 125.415 | ||
| 7241 | 2015.08.14 02:35 | close | 2281 | 0.10 | 124.382 | 124.215 | 125.415 | -845.00 | 1824425.00 |
| 7242 | 2015.08.14 05:05 | sell | 2282 | 0.10 | 124.415 | 0.000 | 0.000 | ||
| 7243 | 2015.08.14 05:05 | modify | 2282 | 0.10 | 124.415 | 124.715 | 123.215 | ||
| 7244 | 2015.08.14 14:20 | modify | 2282 | 0.10 | 124.415 | 124.415 | 123.215 | ||
| 7245 | 2015.08.14 16:00 | close | 2282 | 0.10 | 124.253 | 124.415 | 123.215 | 1620.00 | 1826045.00 |
| 7246 | 2015.08.25 09:15 | buy | 2283 | 0.10 | 119.107 | 0.000 | 0.000 | ||
| 7247 | 2015.08.25 09:15 | modify | 2283 | 0.10 | 119.107 | 118.857 | 120.057 | ||
| 7248 | 2015.08.25 13:40 | t/p | 2283 | 0.10 | 120.057 | 118.857 | 120.057 | 9500.00 | 1835545.00 |
| 7249 | 2015.08.25 16:55 | buy | 2284 | 0.10 | 119.582 | 0.000 | 0.000 | ||
| 7250 | 2015.08.25 16:55 | modify | 2284 | 0.10 | 119.582 | 119.332 | 120.532 | ||
| 7251 | 2015.08.25 22:30 | s/l | 2284 | 0.10 | 119.332 | 119.332 | 120.532 | -2500.00 | 1833045.00 |
| 7252 | 2015.08.26 19:00 | buy | 2285 | 0.10 | 119.089 | 0.000 | 0.000 | ||
| 7253 | 2015.08.26 19:00 | modify | 2285 | 0.10 | 119.089 | 118.839 | 120.039 | ||
| 7254 | 2015.08.26 23:30 | modify | 2285 | 0.10 | 119.089 | 119.089 | 120.039 | ||
| 7255 | 2015.08.27 00:30 | t/p | 2285 | 0.10 | 120.039 | 119.089 | 120.039 | 9485.00 | 1842530.00 |
| 7256 | 2015.08.27 03:55 | buy | 2286 | 0.10 | 120.042 | 0.000 | 0.000 | ||
| 7257 | 2015.08.27 03:55 | modify | 2286 | 0.10 | 120.042 | 119.792 | 120.992 | ||
| 7258 | 2015.08.27 09:15 | s/l | 2286 | 0.10 | 119.792 | 119.792 | 120.992 | -2500.00 | 1840030.00 |
| 7259 | 2015.08.27 09:25 | buy | 2287 | 0.10 | 119.923 | 0.000 | 0.000 | ||
| 7260 | 2015.08.27 09:25 | modify | 2287 | 0.10 | 119.923 | 119.673 | 120.873 | ||
| 7261 | 2015.08.27 18:45 | modify | 2287 | 0.10 | 119.923 | 119.923 | 120.873 | ||
| 7262 | 2015.08.27 19:00 | t/p | 2287 | 0.10 | 120.873 | 119.923 | 120.873 | 9500.00 | 1849530.00 |
| 7263 | 2015.08.28 06:45 | buy | 2288 | 0.10 | 121.010 | 0.000 | 0.000 | ||
| 7264 | 2015.08.28 06:45 | modify | 2288 | 0.10 | 121.010 | 120.760 | 121.960 | ||
| 7265 | 2015.08.28 11:00 | s/l | 2288 | 0.10 | 120.760 | 120.760 | 121.960 | -2500.00 | 1847030.00 |
| 7266 | 2015.08.31 12:05 | buy | 2289 | 0.10 | 121.212 | 0.000 | 0.000 | ||
| 7267 | 2015.08.31 12:05 | modify | 2289 | 0.10 | 121.212 | 120.962 | 122.162 | ||
| 7268 | 2015.08.31 22:10 | close | 2289 | 0.10 | 121.196 | 120.962 | 122.162 | -160.00 | 1846870.00 |
| 7269 | 2015.09.01 22:40 | sell | 2290 | 0.10 | 119.755 | 0.000 | 0.000 | ||
| 7270 | 2015.09.01 22:40 | modify | 2290 | 0.10 | 119.755 | 120.055 | 118.555 | ||
| 7271 | 2015.09.02 03:15 | s/l | 2290 | 0.10 | 120.055 | 120.055 | 118.555 | -3026.00 | 1843844.00 |
| 7272 | 2015.09.03 12:05 | sell | 2291 | 0.10 | 120.285 | 0.000 | 0.000 | ||
| 7273 | 2015.09.03 12:05 | modify | 2291 | 0.10 | 120.285 | 120.585 | 119.085 | ||
| 7274 | 2015.09.04 02:10 | close | 2291 | 0.10 | 120.137 | 120.585 | 119.085 | 1454.00 | 1845298.00 |
| 7275 | 2015.09.04 02:40 | sell | 2292 | 0.10 | 120.101 | 0.000 | 0.000 | ||
| 7276 | 2015.09.04 02:40 | modify | 2292 | 0.10 | 120.101 | 120.401 | 118.901 | ||
| 7277 | 2015.09.04 06:40 | modify | 2292 | 0.10 | 120.101 | 120.101 | 118.901 | ||
| 7278 | 2015.09.04 11:25 | t/p | 2292 | 0.10 | 118.901 | 120.101 | 118.901 | 12000.00 | 1857298.00 |
| 7279 | 2015.09.07 09:05 | buy | 2293 | 0.10 | 119.375 | 0.000 | 0.000 | ||
| 7280 | 2015.09.07 09:05 | modify | 2293 | 0.10 | 119.375 | 119.125 | 120.325 | ||
| 7281 | 2015.09.07 12:15 | s/l | 2293 | 0.10 | 119.125 | 119.125 | 120.325 | -2500.00 | 1854798.00 |
| 7282 | 2015.09.07 20:40 | buy | 2294 | 0.10 | 119.353 | 0.000 | 0.000 | ||
| 7283 | 2015.09.07 20:40 | modify | 2294 | 0.10 | 119.353 | 119.103 | 120.303 | ||
| 7284 | 2015.09.08 00:45 | close | 2294 | 0.10 | 119.257 | 119.103 | 120.303 | -975.00 | 1853823.00 |
| 7285 | 2015.09.08 03:35 | sell | 2295 | 0.10 | 119.380 | 0.000 | 0.000 | ||
| 7286 | 2015.09.08 03:35 | modify | 2295 | 0.10 | 119.380 | 119.680 | 118.180 | ||
| 7287 | 2015.09.08 09:30 | s/l | 2295 | 0.10 | 119.680 | 119.680 | 118.180 | -3000.00 | 1850823.00 |
| 7288 | 2015.09.08 10:55 | sell | 2296 | 0.10 | 120.118 | 0.000 | 0.000 | ||
| 7289 | 2015.09.08 10:55 | modify | 2296 | 0.10 | 120.118 | 120.418 | 118.918 | ||
| 7290 | 2015.09.08 23:50 | modify | 2296 | 0.10 | 120.118 | 120.118 | 118.918 | ||
| 7291 | 2015.09.09 03:05 | s/l | 2296 | 0.10 | 120.118 | 120.118 | 118.918 | -26.00 | 1850797.00 |
| 7292 | 2015.09.10 19:50 | buy | 2297 | 0.10 | 120.636 | 0.000 | 0.000 | ||
| 7293 | 2015.09.10 19:50 | modify | 2297 | 0.10 | 120.636 | 120.386 | 121.586 | ||
| 7294 | 2015.09.11 05:55 | close | 2297 | 0.10 | 120.837 | 120.386 | 121.586 | 1995.00 | 1852792.00 |
| 7295 | 2015.09.14 09:20 | sell | 2298 | 0.10 | 120.326 | 0.000 | 0.000 | ||
| 7296 | 2015.09.14 09:20 | modify | 2298 | 0.10 | 120.326 | 120.626 | 119.126 | ||
| 7297 | 2015.09.14 23:25 | close | 2298 | 0.10 | 120.166 | 120.626 | 119.126 | 1600.00 | 1854392.00 |
| 7298 | 2015.09.15 00:10 | sell | 2299 | 0.10 | 120.187 | 0.000 | 0.000 | ||
| 7299 | 2015.09.15 00:10 | modify | 2299 | 0.10 | 120.187 | 120.487 | 118.987 | ||
| 7300 | 2015.09.15 03:35 | s/l | 2299 | 0.10 | 120.487 | 120.487 | 118.987 | -3000.00 | 1851392.00 |
| 7301 | 2015.09.15 14:35 | sell | 2300 | 0.10 | 119.703 | 0.000 | 0.000 | ||
| 7302 | 2015.09.15 14:35 | modify | 2300 | 0.10 | 119.703 | 120.003 | 118.503 | ||
| 7303 | 2015.09.15 17:40 | s/l | 2300 | 0.10 | 120.003 | 120.003 | 118.503 | -3000.00 | 1848392.00 |
| 7304 | 2015.09.17 05:40 | buy | 2301 | 0.10 | 120.427 | 0.000 | 0.000 | ||
| 7305 | 2015.09.17 05:40 | modify | 2301 | 0.10 | 120.427 | 120.177 | 121.377 | ||
| 7306 | 2015.09.17 12:10 | modify | 2301 | 0.10 | 120.427 | 120.427 | 121.377 | ||
| 7307 | 2015.09.17 20:00 | close | 2301 | 0.10 | 120.933 | 120.427 | 121.377 | 5060.00 | 1853452.00 |
| 7308 | 2015.09.17 20:10 | buy | 2302 | 0.10 | 120.953 | 0.000 | 0.000 | ||
| 7309 | 2015.09.17 20:10 | modify | 2302 | 0.10 | 120.953 | 120.703 | 121.903 | ||
| 7310 | 2015.09.17 21:00 | s/l | 2302 | 0.10 | 120.703 | 120.703 | 121.903 | -2500.00 | 1850952.00 |
| 7311 | 2015.09.21 03:30 | buy | 2303 | 0.10 | 119.831 | 0.000 | 0.000 | ||
| 7312 | 2015.09.21 03:30 | modify | 2303 | 0.10 | 119.831 | 119.581 | 120.781 | ||
| 7313 | 2015.09.21 13:00 | modify | 2303 | 0.10 | 119.831 | 119.831 | 120.781 | ||
| 7314 | 2015.09.21 22:15 | close | 2303 | 0.10 | 120.562 | 119.831 | 120.781 | 7310.00 | 1858262.00 |
| 7315 | 2015.09.22 09:10 | sell | 2304 | 0.10 | 120.464 | 0.000 | 0.000 | ||
| 7316 | 2015.09.22 09:10 | modify | 2304 | 0.10 | 120.464 | 120.764 | 119.264 | ||
| 7317 | 2015.09.22 13:05 | modify | 2304 | 0.10 | 120.464 | 120.464 | 119.264 | ||
| 7318 | 2015.09.23 02:15 | close | 2304 | 0.10 | 120.017 | 120.464 | 119.264 | 4444.00 | 1862706.00 |
| 7319 | 2015.09.23 16:25 | buy | 2305 | 0.10 | 120.219 | 0.000 | 0.000 | ||
| 7320 | 2015.09.23 16:25 | modify | 2305 | 0.10 | 120.219 | 119.969 | 121.169 | ||
| 7321 | 2015.09.24 02:30 | close | 2305 | 0.10 | 120.234 | 119.969 | 121.169 | 135.00 | 1862841.00 |
| 7322 | 2015.09.24 04:35 | buy | 2306 | 0.10 | 120.241 | 0.000 | 0.000 | ||
| 7323 | 2015.09.24 04:35 | modify | 2306 | 0.10 | 120.241 | 119.991 | 121.191 | ||
| 7324 | 2015.09.24 05:15 | s/l | 2306 | 0.10 | 119.991 | 119.991 | 121.191 | -2500.00 | 1860341.00 |
| 7325 | 2015.09.24 05:45 | buy | 2307 | 0.10 | 119.936 | 0.000 | 0.000 | ||
| 7326 | 2015.09.24 05:45 | modify | 2307 | 0.10 | 119.936 | 119.686 | 120.886 | ||
| 7327 | 2015.09.24 13:50 | s/l | 2307 | 0.10 | 119.686 | 119.686 | 120.886 | -2500.00 | 1857841.00 |
| 7328 | 2015.09.24 20:20 | sell | 2308 | 0.10 | 119.544 | 0.000 | 0.000 | ||
| 7329 | 2015.09.24 20:20 | modify | 2308 | 0.10 | 119.544 | 119.844 | 118.344 | ||
| 7330 | 2015.09.24 21:20 | s/l | 2308 | 0.10 | 119.844 | 119.844 | 118.344 | -3000.00 | 1854841.00 |
| 7331 | 2015.09.24 22:55 | sell | 2309 | 0.10 | 119.962 | 0.000 | 0.000 | ||
| 7332 | 2015.09.24 22:55 | modify | 2309 | 0.10 | 119.962 | 120.262 | 118.762 | ||
| 7333 | 2015.09.25 00:05 | s/l | 2309 | 0.10 | 120.262 | 120.262 | 118.762 | -3026.00 | 1851815.00 |
| 7334 | 2015.09.25 14:40 | buy | 2310 | 0.10 | 120.934 | 0.000 | 0.000 | ||
| 7335 | 2015.09.25 14:40 | modify | 2310 | 0.10 | 120.934 | 120.684 | 121.884 | ||
| 7336 | 2015.09.25 16:00 | close | 2310 | 0.10 | 120.965 | 120.684 | 121.884 | 310.00 | 1852125.00 |
| 7337 | 2015.09.28 16:20 | sell | 2311 | 0.10 | 120.143 | 0.000 | 0.000 | ||
| 7338 | 2015.09.28 16:20 | modify | 2311 | 0.10 | 120.143 | 120.443 | 118.943 | ||
| 7339 | 2015.09.29 00:45 | modify | 2311 | 0.10 | 120.143 | 120.143 | 118.943 | ||
| 7340 | 2015.09.29 17:35 | s/l | 2311 | 0.10 | 120.143 | 120.143 | 118.943 | -26.00 | 1852099.00 |
| 7341 | 2015.09.30 22:10 | sell | 2312 | 0.10 | 119.944 | 0.000 | 0.000 | ||
| 7342 | 2015.09.30 22:10 | modify | 2312 | 0.10 | 119.944 | 120.244 | 118.744 | ||
| 7343 | 2015.10.01 05:35 | s/l | 2312 | 0.10 | 120.244 | 120.244 | 118.744 | -3026.00 | 1849073.00 |
| 7344 | 2015.10.01 22:15 | sell | 2313 | 0.10 | 119.921 | 0.000 | 0.000 | ||
| 7345 | 2015.10.01 22:15 | modify | 2313 | 0.10 | 119.921 | 120.221 | 118.721 | ||
| 7346 | 2015.10.02 12:20 | close | 2313 | 0.10 | 120.119 | 120.221 | 118.721 | -2006.00 | 1847067.00 |
| 7347 | 2015.10.02 12:30 | buy | 2314 | 0.10 | 120.130 | 0.000 | 0.000 | ||
| 7348 | 2015.10.02 12:30 | modify | 2314 | 0.10 | 120.130 | 119.880 | 121.080 | ||
| 7349 | 2015.10.02 15:35 | s/l | 2314 | 0.10 | 119.880 | 119.880 | 121.080 | -2500.00 | 1844567.00 |
| 7350 | 2015.10.05 02:55 | buy | 2315 | 0.10 | 120.000 | 0.000 | 0.000 | ||