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 |
| 601 | 2005.12.07 04:15 | modify | 188 | 0.10 | 121.050 | 121.350 | 119.850 | ||
| 602 | 2005.12.07 18:20 | close | 188 | 0.10 | 120.835 | 121.350 | 119.850 | 2150.00 | 1011960.00 |
| 603 | 2005.12.08 04:05 | sell | 189 | 0.10 | 120.810 | 0.000 | 0.000 | ||
| 604 | 2005.12.08 04:05 | modify | 189 | 0.10 | 120.810 | 121.110 | 119.610 | ||
| 605 | 2005.12.08 13:40 | modify | 189 | 0.10 | 120.810 | 120.810 | 119.610 | ||
| 606 | 2005.12.08 20:20 | close | 189 | 0.10 | 120.125 | 120.810 | 119.610 | 6850.00 | 1018810.00 |
| 607 | 2005.12.08 22:45 | sell | 190 | 0.10 | 120.330 | 0.000 | 0.000 | ||
| 608 | 2005.12.08 22:45 | modify | 190 | 0.10 | 120.330 | 120.630 | 119.130 | ||
| 609 | 2005.12.09 02:40 | s/l | 190 | 0.10 | 120.630 | 120.630 | 119.130 | -3026.00 | 1015784.00 |
| 610 | 2005.12.13 02:15 | sell | 191 | 0.10 | 119.870 | 0.000 | 0.000 | ||
| 611 | 2005.12.13 02:15 | modify | 191 | 0.10 | 119.870 | 120.170 | 118.670 | ||
| 612 | 2005.12.13 10:30 | s/l | 191 | 0.10 | 120.170 | 120.170 | 118.670 | -3000.00 | 1012784.00 |
| 613 | 2005.12.13 21:00 | buy | 192 | 0.10 | 120.125 | 0.000 | 0.000 | ||
| 614 | 2005.12.13 21:00 | modify | 192 | 0.10 | 120.125 | 119.875 | 121.075 | ||
| 615 | 2005.12.13 21:20 | s/l | 192 | 0.10 | 119.875 | 119.875 | 121.075 | -2500.00 | 1010284.00 |
| 616 | 2005.12.13 21:50 | buy | 193 | 0.10 | 119.915 | 0.000 | 0.000 | ||
| 617 | 2005.12.13 21:50 | modify | 193 | 0.10 | 119.915 | 119.665 | 120.865 | ||
| 618 | 2005.12.14 03:10 | s/l | 193 | 0.10 | 119.665 | 119.665 | 120.865 | -2515.00 | 1007769.00 |
| 619 | 2005.12.19 12:10 | buy | 194 | 0.10 | 116.285 | 0.000 | 0.000 | ||
| 620 | 2005.12.19 12:10 | modify | 194 | 0.10 | 116.285 | 116.035 | 117.235 | ||
| 621 | 2005.12.19 16:55 | s/l | 194 | 0.10 | 116.035 | 116.035 | 117.235 | -2500.00 | 1005269.00 |
| 622 | 2005.12.20 09:10 | buy | 195 | 0.10 | 116.665 | 0.000 | 0.000 | ||
| 623 | 2005.12.20 09:10 | modify | 195 | 0.10 | 116.665 | 116.415 | 117.615 | ||
| 624 | 2005.12.20 12:05 | s/l | 195 | 0.10 | 116.415 | 116.415 | 117.615 | -2500.00 | 1002769.00 |
| 625 | 2005.12.20 13:40 | buy | 196 | 0.10 | 116.435 | 0.000 | 0.000 | ||
| 626 | 2005.12.20 13:40 | modify | 196 | 0.10 | 116.435 | 116.185 | 117.385 | ||
| 627 | 2005.12.20 19:45 | modify | 196 | 0.10 | 116.435 | 116.435 | 117.385 | ||
| 628 | 2005.12.20 21:40 | close | 196 | 0.10 | 117.200 | 116.435 | 117.385 | 7650.00 | 1010419.00 |
| 629 | 2005.12.21 01:45 | buy | 197 | 0.10 | 117.265 | 0.000 | 0.000 | ||
| 630 | 2005.12.21 01:45 | modify | 197 | 0.10 | 117.265 | 117.015 | 118.215 | ||
| 631 | 2005.12.21 02:35 | s/l | 197 | 0.10 | 117.015 | 117.015 | 118.215 | -2500.00 | 1007919.00 |
| 632 | 2005.12.21 10:15 | buy | 198 | 0.10 | 117.075 | 0.000 | 0.000 | ||
| 633 | 2005.12.21 10:15 | modify | 198 | 0.10 | 117.075 | 116.825 | 118.025 | ||
| 634 | 2005.12.21 20:20 | close | 198 | 0.10 | 117.230 | 116.825 | 118.025 | 1550.00 | 1009469.00 |
| 635 | 2005.12.22 06:05 | buy | 199 | 0.10 | 117.455 | 0.000 | 0.000 | ||
| 636 | 2005.12.22 06:05 | modify | 199 | 0.10 | 117.455 | 117.205 | 118.405 | ||
| 637 | 2005.12.22 16:00 | s/l | 199 | 0.10 | 117.205 | 117.205 | 118.405 | -2500.00 | 1006969.00 |
| 638 | 2005.12.28 12:50 | sell | 200 | 0.10 | 117.100 | 0.000 | 0.000 | ||
| 639 | 2005.12.28 12:50 | modify | 200 | 0.10 | 117.100 | 117.400 | 115.900 | ||
| 640 | 2005.12.28 17:05 | s/l | 200 | 0.10 | 117.400 | 117.400 | 115.900 | -3000.00 | 1003969.00 |
| 641 | 2005.12.28 17:15 | sell | 201 | 0.10 | 117.390 | 0.000 | 0.000 | ||
| 642 | 2005.12.28 17:15 | modify | 201 | 0.10 | 117.390 | 117.690 | 116.190 | ||
| 643 | 2005.12.28 18:55 | s/l | 201 | 0.10 | 117.690 | 117.690 | 116.190 | -3000.00 | 1000969.00 |
| 644 | 2005.12.29 08:15 | buy | 202 | 0.10 | 117.835 | 0.000 | 0.000 | ||
| 645 | 2005.12.29 08:15 | modify | 202 | 0.10 | 117.835 | 117.585 | 118.785 | ||
| 646 | 2005.12.29 18:20 | close | 202 | 0.10 | 117.830 | 117.585 | 118.785 | -50.00 | 1000919.00 |
| 647 | 2005.12.30 16:30 | buy | 203 | 0.10 | 117.795 | 0.000 | 0.000 | ||
| 648 | 2005.12.30 16:30 | close | 203 | 0.10 | 117.790 | 0.000 | 0.000 | -50.00 | 1000869.00 |
| 649 | 2006.01.03 08:55 | buy | 204 | 0.10 | 117.295 | 0.000 | 0.000 | ||
| 650 | 2006.01.03 08:55 | modify | 204 | 0.10 | 117.295 | 117.045 | 118.245 | ||
| 651 | 2006.01.03 10:10 | s/l | 204 | 0.10 | 117.045 | 117.045 | 118.245 | -2500.00 | 998369.00 |
| 652 | 2006.01.03 12:10 | sell | 205 | 0.10 | 117.030 | 0.000 | 0.000 | ||
| 653 | 2006.01.03 12:10 | modify | 205 | 0.10 | 117.030 | 117.330 | 115.830 | ||
| 654 | 2006.01.03 13:35 | s/l | 205 | 0.10 | 117.330 | 117.330 | 115.830 | -3000.00 | 995369.00 |
| 655 | 2006.01.03 14:05 | sell | 206 | 0.10 | 117.210 | 0.000 | 0.000 | ||
| 656 | 2006.01.03 14:05 | modify | 206 | 0.10 | 117.210 | 117.510 | 116.010 | ||
| 657 | 2006.01.03 15:25 | s/l | 206 | 0.10 | 117.510 | 117.510 | 116.010 | -3000.00 | 992369.00 |
| 658 | 2006.01.05 13:20 | sell | 207 | 0.10 | 116.360 | 0.000 | 0.000 | ||
| 659 | 2006.01.05 13:20 | modify | 207 | 0.10 | 116.360 | 116.660 | 115.160 | ||
| 660 | 2006.01.05 21:10 | modify | 207 | 0.10 | 116.360 | 116.360 | 115.160 | ||
| 661 | 2006.01.06 15:50 | t/p | 207 | 0.10 | 115.160 | 116.360 | 115.160 | 11974.00 | 1004343.00 |
| 662 | 2006.01.09 17:05 | buy | 208 | 0.10 | 114.075 | 0.000 | 0.000 | ||
| 663 | 2006.01.09 17:05 | modify | 208 | 0.10 | 114.075 | 113.825 | 115.025 | ||
| 664 | 2006.01.09 21:00 | modify | 208 | 0.10 | 114.075 | 114.075 | 115.025 | ||
| 665 | 2006.01.11 07:20 | close | 208 | 0.10 | 114.610 | 114.075 | 115.025 | 5320.00 | 1009663.00 |
| 666 | 2006.01.11 10:50 | buy | 209 | 0.10 | 114.765 | 0.000 | 0.000 | ||
| 667 | 2006.01.11 10:50 | modify | 209 | 0.10 | 114.765 | 114.515 | 115.715 | ||
| 668 | 2006.01.11 12:50 | s/l | 209 | 0.10 | 114.515 | 114.515 | 115.715 | -2500.00 | 1007163.00 |
| 669 | 2006.01.12 21:30 | buy | 210 | 0.10 | 114.245 | 0.000 | 0.000 | ||
| 670 | 2006.01.12 21:30 | modify | 210 | 0.10 | 114.245 | 113.995 | 115.195 | ||
| 671 | 2006.01.13 04:00 | modify | 210 | 0.10 | 114.245 | 114.245 | 115.195 | ||
| 672 | 2006.01.13 16:00 | close | 210 | 0.10 | 114.520 | 114.245 | 115.195 | 2735.00 | 1009898.00 |
| 673 | 2006.01.16 21:05 | buy | 211 | 0.10 | 114.895 | 0.000 | 0.000 | ||
| 674 | 2006.01.16 21:05 | modify | 211 | 0.10 | 114.895 | 114.645 | 115.845 | ||
| 675 | 2006.01.17 07:10 | close | 211 | 0.10 | 115.040 | 114.645 | 115.845 | 1435.00 | 1011333.00 |
| 676 | 2006.01.18 05:35 | buy | 212 | 0.10 | 115.615 | 0.000 | 0.000 | ||
| 677 | 2006.01.18 05:35 | modify | 212 | 0.10 | 115.615 | 115.365 | 116.565 | ||
| 678 | 2006.01.18 09:35 | s/l | 212 | 0.10 | 115.365 | 115.365 | 116.565 | -2500.00 | 1008833.00 |
| 679 | 2006.01.18 16:25 | sell | 213 | 0.10 | 114.940 | 0.000 | 0.000 | ||
| 680 | 2006.01.18 16:25 | modify | 213 | 0.10 | 114.940 | 115.240 | 113.740 | ||
| 681 | 2006.01.18 17:15 | s/l | 213 | 0.10 | 115.240 | 115.240 | 113.740 | -3000.00 | 1005833.00 |
| 682 | 2006.01.18 19:25 | sell | 214 | 0.10 | 115.360 | 0.000 | 0.000 | ||
| 683 | 2006.01.18 19:25 | modify | 214 | 0.10 | 115.360 | 115.660 | 114.160 | ||
| 684 | 2006.01.19 09:30 | close | 214 | 0.10 | 115.295 | 115.660 | 114.160 | 624.00 | 1006457.00 |
| 685 | 2006.01.23 08:45 | sell | 215 | 0.10 | 114.780 | 0.000 | 0.000 | ||
| 686 | 2006.01.23 08:45 | modify | 215 | 0.10 | 114.780 | 115.080 | 113.580 | ||
| 687 | 2006.01.23 14:45 | modify | 215 | 0.10 | 114.780 | 114.780 | 113.580 | ||
| 688 | 2006.01.24 05:45 | s/l | 215 | 0.10 | 114.780 | 114.780 | 113.580 | -26.00 | 1006431.00 |
| 689 | 2006.01.24 23:05 | sell | 216 | 0.10 | 114.590 | 0.000 | 0.000 | ||
| 690 | 2006.01.24 23:05 | modify | 216 | 0.10 | 114.590 | 114.890 | 113.390 | ||
| 691 | 2006.01.25 01:00 | s/l | 216 | 0.10 | 114.890 | 114.890 | 113.390 | -3026.00 | 1003405.00 |
| 692 | 2006.01.25 14:25 | sell | 217 | 0.10 | 114.860 | 0.000 | 0.000 | ||
| 693 | 2006.01.25 14:25 | modify | 217 | 0.10 | 114.860 | 115.160 | 113.660 | ||
| 694 | 2006.01.25 16:00 | s/l | 217 | 0.10 | 115.160 | 115.160 | 113.660 | -3000.00 | 1000405.00 |
| 695 | 2006.01.26 07:10 | buy | 218 | 0.10 | 115.625 | 0.000 | 0.000 | ||
| 696 | 2006.01.26 07:10 | modify | 218 | 0.10 | 115.625 | 115.375 | 116.575 | ||
| 697 | 2006.01.26 17:15 | close | 218 | 0.10 | 115.840 | 115.375 | 116.575 | 2150.00 | 1002555.00 |
| 698 | 2006.01.27 04:00 | buy | 219 | 0.10 | 116.255 | 0.000 | 0.000 | ||
| 699 | 2006.01.27 04:00 | modify | 219 | 0.10 | 116.255 | 116.005 | 117.205 | ||
| 700 | 2006.01.27 14:05 | close | 219 | 0.10 | 116.820 | 116.005 | 117.205 | 5650.00 | 1008205.00 |
| 701 | 2006.01.31 16:15 | sell | 220 | 0.10 | 117.270 | 0.000 | 0.000 | ||
| 702 | 2006.01.31 16:15 | modify | 220 | 0.10 | 117.270 | 117.570 | 116.070 | ||
| 703 | 2006.02.01 06:20 | close | 220 | 0.10 | 117.235 | 117.570 | 116.070 | 324.00 | 1008529.00 |
| 704 | 2006.02.03 08:00 | sell | 221 | 0.10 | 118.440 | 0.000 | 0.000 | ||
| 705 | 2006.02.03 08:00 | modify | 221 | 0.10 | 118.440 | 118.740 | 117.240 | ||
| 706 | 2006.02.03 15:35 | s/l | 221 | 0.10 | 118.740 | 118.740 | 117.240 | -3000.00 | 1005529.00 |
| 707 | 2006.02.07 19:00 | sell | 222 | 0.10 | 118.020 | 0.000 | 0.000 | ||
| 708 | 2006.02.07 19:00 | modify | 222 | 0.10 | 118.020 | 118.320 | 116.820 | ||
| 709 | 2006.02.08 09:05 | close | 222 | 0.10 | 117.835 | 118.320 | 116.820 | 1824.00 | 1007353.00 |
| 710 | 2006.02.09 18:45 | sell | 223 | 0.10 | 118.610 | 0.000 | 0.000 | ||
| 711 | 2006.02.09 18:45 | modify | 223 | 0.10 | 118.610 | 118.910 | 117.410 | ||
| 712 | 2006.02.09 22:05 | s/l | 223 | 0.10 | 118.910 | 118.910 | 117.410 | -3000.00 | 1004353.00 |
| 713 | 2006.02.13 05:15 | buy | 224 | 0.10 | 117.825 | 0.000 | 0.000 | ||
| 714 | 2006.02.13 05:15 | modify | 224 | 0.10 | 117.825 | 117.575 | 118.775 | ||
| 715 | 2006.02.13 15:20 | close | 224 | 0.10 | 118.030 | 117.575 | 118.775 | 2050.00 | 1006403.00 |
| 716 | 2006.02.13 15:35 | buy | 225 | 0.10 | 118.135 | 0.000 | 0.000 | ||
| 717 | 2006.02.13 15:35 | modify | 225 | 0.10 | 118.135 | 117.885 | 119.085 | ||
| 718 | 2006.02.13 17:05 | s/l | 225 | 0.10 | 117.885 | 117.885 | 119.085 | -2500.00 | 1003903.00 |
| 719 | 2006.02.13 18:25 | buy | 226 | 0.10 | 117.765 | 0.000 | 0.000 | ||
| 720 | 2006.02.13 18:25 | modify | 226 | 0.10 | 117.765 | 117.515 | 118.715 | ||
| 721 | 2006.02.14 01:30 | s/l | 226 | 0.10 | 117.515 | 117.515 | 118.715 | -2515.00 | 1001388.00 |
| 722 | 2006.02.14 04:40 | sell | 227 | 0.10 | 117.440 | 0.000 | 0.000 | ||
| 723 | 2006.02.14 04:40 | modify | 227 | 0.10 | 117.440 | 117.740 | 116.240 | ||
| 724 | 2006.02.14 18:45 | close | 227 | 0.10 | 117.365 | 117.740 | 116.240 | 750.00 | 1002138.00 |
| 725 | 2006.02.15 21:00 | buy | 228 | 0.10 | 118.035 | 0.000 | 0.000 | ||
| 726 | 2006.02.15 21:00 | modify | 228 | 0.10 | 118.035 | 117.785 | 118.985 | ||
| 727 | 2006.02.16 00:30 | s/l | 228 | 0.10 | 117.785 | 117.785 | 118.985 | -2515.00 | 999623.00 |
| 728 | 2006.02.16 05:00 | buy | 229 | 0.10 | 117.885 | 0.000 | 0.000 | ||
| 729 | 2006.02.16 05:00 | modify | 229 | 0.10 | 117.885 | 117.635 | 118.835 | ||
| 730 | 2006.02.16 15:05 | close | 229 | 0.10 | 118.080 | 117.635 | 118.835 | 1950.00 | 1001573.00 |
| 731 | 2006.02.20 21:10 | buy | 230 | 0.10 | 118.235 | 0.000 | 0.000 | ||
| 732 | 2006.02.20 21:10 | modify | 230 | 0.10 | 118.235 | 117.985 | 119.185 | ||
| 733 | 2006.02.21 05:00 | modify | 230 | 0.10 | 118.235 | 118.235 | 119.185 | ||
| 734 | 2006.02.21 20:20 | close | 230 | 0.10 | 118.850 | 118.235 | 119.185 | 6135.00 | 1007708.00 |
| 735 | 2006.02.22 04:45 | sell | 231 | 0.10 | 118.450 | 0.000 | 0.000 | ||
| 736 | 2006.02.22 04:45 | modify | 231 | 0.10 | 118.450 | 118.750 | 117.250 | ||
| 737 | 2006.02.22 10:50 | s/l | 231 | 0.10 | 118.750 | 118.750 | 117.250 | -3000.00 | 1004708.00 |
| 738 | 2006.02.22 18:15 | sell | 232 | 0.10 | 118.550 | 0.000 | 0.000 | ||
| 739 | 2006.02.22 18:15 | modify | 232 | 0.10 | 118.550 | 118.850 | 117.350 | ||
| 740 | 2006.02.23 05:00 | modify | 232 | 0.10 | 118.550 | 118.550 | 117.350 | ||
| 741 | 2006.02.23 10:40 | t/p | 232 | 0.10 | 117.350 | 118.550 | 117.350 | 11974.00 | 1016682.00 |
| 742 | 2006.02.27 08:20 | sell | 233 | 0.10 | 116.150 | 0.000 | 0.000 | ||
| 743 | 2006.02.27 08:20 | modify | 233 | 0.10 | 116.150 | 116.450 | 114.950 | ||
| 744 | 2006.02.27 22:25 | close | 233 | 0.10 | 116.135 | 116.450 | 114.950 | 150.00 | 1016832.00 |
| 745 | 2006.03.01 16:10 | buy | 234 | 0.10 | 115.855 | 0.000 | 0.000 | ||
| 746 | 2006.03.01 16:10 | modify | 234 | 0.10 | 115.855 | 115.605 | 116.805 | ||
| 747 | 2006.03.01 23:50 | modify | 234 | 0.10 | 115.855 | 115.855 | 116.805 | ||
| 748 | 2006.03.02 17:45 | s/l | 234 | 0.10 | 115.855 | 115.855 | 116.805 | -15.00 | 1016817.00 |
| 749 | 2006.03.03 08:30 | buy | 235 | 0.10 | 116.445 | 0.000 | 0.000 | ||
| 750 | 2006.03.03 08:30 | modify | 235 | 0.10 | 116.445 | 116.195 | 117.395 | ||