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 |
| 7351 | 2015.10.05 02:55 | modify | 2315 | 0.10 | 120.000 | 119.750 | 120.950 | ||
| 7352 | 2015.10.05 13:00 | close | 2315 | 0.10 | 120.279 | 119.750 | 120.950 | 2790.00 | 1847357.00 |
| 7353 | 2015.10.05 15:50 | buy | 2316 | 0.10 | 120.226 | 0.000 | 0.000 | ||
| 7354 | 2015.10.05 15:50 | modify | 2316 | 0.10 | 120.226 | 119.976 | 121.176 | ||
| 7355 | 2015.10.05 23:50 | modify | 2316 | 0.10 | 120.226 | 120.226 | 121.176 | ||
| 7356 | 2015.10.06 09:30 | s/l | 2316 | 0.10 | 120.226 | 120.226 | 121.176 | -15.00 | 1847342.00 |
| 7357 | 2015.10.08 09:00 | sell | 2317 | 0.10 | 119.808 | 0.000 | 0.000 | ||
| 7358 | 2015.10.08 09:00 | modify | 2317 | 0.10 | 119.808 | 120.108 | 118.608 | ||
| 7359 | 2015.10.08 23:05 | close | 2317 | 0.10 | 119.912 | 120.108 | 118.608 | -1040.00 | 1846302.00 |
| 7360 | 2015.10.12 06:35 | sell | 2318 | 0.10 | 120.173 | 0.000 | 0.000 | ||
| 7361 | 2015.10.12 06:35 | modify | 2318 | 0.10 | 120.173 | 120.473 | 118.973 | ||
| 7362 | 2015.10.12 19:05 | modify | 2318 | 0.10 | 120.173 | 120.173 | 118.973 | ||
| 7363 | 2015.10.12 20:00 | close | 2318 | 0.10 | 119.919 | 120.173 | 118.973 | 2540.00 | 1848842.00 |
| 7364 | 2015.10.12 23:30 | sell | 2319 | 0.10 | 119.986 | 0.000 | 0.000 | ||
| 7365 | 2015.10.12 23:30 | modify | 2319 | 0.10 | 119.986 | 120.286 | 118.786 | ||
| 7366 | 2015.10.13 10:45 | modify | 2319 | 0.10 | 119.986 | 119.986 | 118.786 | ||
| 7367 | 2015.10.14 02:50 | close | 2319 | 0.10 | 119.725 | 119.986 | 118.786 | 2558.00 | 1851400.00 |
| 7368 | 2015.10.14 03:00 | buy | 2320 | 0.10 | 119.733 | 0.000 | 0.000 | ||
| 7369 | 2015.10.14 03:00 | modify | 2320 | 0.10 | 119.733 | 119.483 | 120.683 | ||
| 7370 | 2015.10.14 04:15 | s/l | 2320 | 0.10 | 119.483 | 119.483 | 120.683 | -2500.00 | 1848900.00 |
| 7371 | 2015.10.14 15:00 | sell | 2321 | 0.10 | 119.521 | 0.000 | 0.000 | ||
| 7372 | 2015.10.14 15:00 | modify | 2321 | 0.10 | 119.521 | 119.821 | 118.321 | ||
| 7373 | 2015.10.14 20:30 | modify | 2321 | 0.10 | 119.521 | 119.521 | 118.321 | ||
| 7374 | 2015.10.15 00:00 | close | 2321 | 0.10 | 118.820 | 119.521 | 118.321 | 6984.00 | 1855884.00 |
| 7375 | 2015.10.16 07:35 | buy | 2322 | 0.10 | 119.152 | 0.000 | 0.000 | ||
| 7376 | 2015.10.16 07:35 | modify | 2322 | 0.10 | 119.152 | 118.902 | 120.102 | ||
| 7377 | 2015.10.16 09:50 | s/l | 2322 | 0.10 | 118.902 | 118.902 | 120.102 | -2500.00 | 1853384.00 |
| 7378 | 2015.10.16 10:10 | buy | 2323 | 0.10 | 119.117 | 0.000 | 0.000 | ||
| 7379 | 2015.10.16 10:10 | modify | 2323 | 0.10 | 119.117 | 118.867 | 120.067 | ||
| 7380 | 2015.10.16 16:00 | close | 2323 | 0.10 | 119.107 | 118.867 | 120.067 | -100.00 | 1853284.00 |
| 7381 | 2015.10.20 01:35 | buy | 2324 | 0.10 | 119.484 | 0.000 | 0.000 | ||
| 7382 | 2015.10.20 01:35 | modify | 2324 | 0.10 | 119.484 | 119.234 | 120.434 | ||
| 7383 | 2015.10.20 11:40 | close | 2324 | 0.10 | 119.570 | 119.234 | 120.434 | 860.00 | 1854144.00 |
| 7384 | 2015.10.20 13:20 | buy | 2325 | 0.10 | 119.584 | 0.000 | 0.000 | ||
| 7385 | 2015.10.20 13:20 | modify | 2325 | 0.10 | 119.584 | 119.334 | 120.534 | ||
| 7386 | 2015.10.20 20:30 | modify | 2325 | 0.10 | 119.584 | 119.584 | 120.534 | ||
| 7387 | 2015.10.21 00:20 | close | 2325 | 0.10 | 119.857 | 119.584 | 120.534 | 2715.00 | 1856859.00 |
| 7388 | 2015.10.23 13:55 | sell | 2326 | 0.10 | 120.458 | 0.000 | 0.000 | ||
| 7389 | 2015.10.23 13:55 | modify | 2326 | 0.10 | 120.458 | 120.758 | 119.258 | ||
| 7390 | 2015.10.23 14:40 | s/l | 2326 | 0.10 | 120.758 | 120.758 | 119.258 | -3000.00 | 1853859.00 |
| 7391 | 2015.10.23 14:50 | sell | 2327 | 0.10 | 120.675 | 0.000 | 0.000 | ||
| 7392 | 2015.10.23 14:50 | modify | 2327 | 0.10 | 120.675 | 120.975 | 119.475 | ||
| 7393 | 2015.10.23 15:55 | s/l | 2327 | 0.10 | 120.975 | 120.975 | 119.475 | -3000.00 | 1850859.00 |
| 7394 | 2015.10.26 13:45 | sell | 2328 | 0.10 | 121.023 | 0.000 | 0.000 | ||
| 7395 | 2015.10.26 13:45 | modify | 2328 | 0.10 | 121.023 | 121.323 | 119.823 | ||
| 7396 | 2015.10.27 03:50 | close | 2328 | 0.10 | 120.775 | 121.323 | 119.823 | 2454.00 | 1853313.00 |
| 7397 | 2015.10.27 08:50 | sell | 2329 | 0.10 | 120.560 | 0.000 | 0.000 | ||
| 7398 | 2015.10.27 08:50 | modify | 2329 | 0.10 | 120.560 | 120.860 | 119.360 | ||
| 7399 | 2015.10.27 22:55 | close | 2329 | 0.10 | 120.402 | 120.860 | 119.360 | 1580.00 | 1854893.00 |
| 7400 | 2015.10.28 00:15 | sell | 2330 | 0.10 | 120.435 | 0.000 | 0.000 | ||
| 7401 | 2015.10.28 00:15 | modify | 2330 | 0.10 | 120.435 | 120.735 | 119.235 | ||
| 7402 | 2015.10.28 14:20 | close | 2330 | 0.10 | 120.353 | 120.735 | 119.235 | 820.00 | 1855713.00 |
| 7403 | 2015.10.29 09:25 | sell | 2331 | 0.10 | 120.751 | 0.000 | 0.000 | ||
| 7404 | 2015.10.29 09:25 | modify | 2331 | 0.10 | 120.751 | 121.051 | 119.551 | ||
| 7405 | 2015.10.29 16:20 | s/l | 2331 | 0.10 | 121.051 | 121.051 | 119.551 | -3000.00 | 1852713.00 |
| 7406 | 2015.10.30 12:40 | sell | 2332 | 0.10 | 120.548 | 0.000 | 0.000 | ||
| 7407 | 2015.10.30 12:40 | modify | 2332 | 0.10 | 120.548 | 120.848 | 119.348 | ||
| 7408 | 2015.10.30 16:00 | close | 2332 | 0.10 | 120.685 | 120.848 | 119.348 | -1370.00 | 1851343.00 |
| 7409 | 2015.10.30 16:25 | sell | 2333 | 0.10 | 120.529 | 0.000 | 0.000 | ||
| 7410 | 2015.10.30 16:25 | close | 2333 | 0.10 | 120.534 | 0.000 | 0.000 | -50.00 | 1851293.00 |
| 7411 | 2015.11.02 04:20 | sell | 2334 | 0.10 | 120.391 | 0.000 | 0.000 | ||
| 7412 | 2015.11.02 04:20 | modify | 2334 | 0.10 | 120.391 | 120.691 | 119.191 | ||
| 7413 | 2015.11.02 13:30 | close | 2334 | 0.10 | 120.619 | 120.691 | 119.191 | -2280.00 | 1849013.00 |
| 7414 | 2015.11.02 14:00 | buy | 2335 | 0.10 | 120.638 | 0.000 | 0.000 | ||
| 7415 | 2015.11.02 14:00 | modify | 2335 | 0.10 | 120.638 | 120.388 | 121.588 | ||
| 7416 | 2015.11.03 00:05 | close | 2335 | 0.10 | 120.763 | 120.388 | 121.588 | 1235.00 | 1850248.00 |
| 7417 | 2015.11.03 01:40 | buy | 2336 | 0.10 | 120.740 | 0.000 | 0.000 | ||
| 7418 | 2015.11.03 01:40 | modify | 2336 | 0.10 | 120.740 | 120.490 | 121.690 | ||
| 7419 | 2015.11.03 11:45 | close | 2336 | 0.10 | 120.767 | 120.490 | 121.690 | 270.00 | 1850518.00 |
| 7420 | 2015.11.04 02:55 | buy | 2337 | 0.10 | 121.118 | 0.000 | 0.000 | ||
| 7421 | 2015.11.04 02:55 | modify | 2337 | 0.10 | 121.118 | 120.868 | 122.068 | ||
| 7422 | 2015.11.04 13:00 | close | 2337 | 0.10 | 121.186 | 120.868 | 122.068 | 680.00 | 1851198.00 |
| 7423 | 2015.11.04 19:05 | buy | 2338 | 0.10 | 121.556 | 0.000 | 0.000 | ||
| 7424 | 2015.11.04 19:05 | modify | 2338 | 0.10 | 121.556 | 121.306 | 122.506 | ||
| 7425 | 2015.11.05 05:10 | close | 2338 | 0.10 | 121.470 | 121.306 | 122.506 | -875.00 | 1850323.00 |
| 7426 | 2015.11.05 06:40 | buy | 2339 | 0.10 | 121.470 | 0.000 | 0.000 | ||
| 7427 | 2015.11.05 06:40 | modify | 2339 | 0.10 | 121.470 | 121.220 | 122.420 | ||
| 7428 | 2015.11.05 12:40 | modify | 2339 | 0.10 | 121.470 | 121.470 | 122.420 | ||
| 7429 | 2015.11.06 08:55 | close | 2339 | 0.10 | 121.891 | 121.470 | 122.420 | 4195.00 | 1854518.00 |
| 7430 | 2015.11.06 14:10 | buy | 2340 | 0.10 | 121.934 | 0.000 | 0.000 | ||
| 7431 | 2015.11.06 14:10 | modify | 2340 | 0.10 | 121.934 | 121.684 | 122.884 | ||
| 7432 | 2015.11.06 15:35 | t/p | 2340 | 0.10 | 122.884 | 121.684 | 122.884 | 9500.00 | 1864018.00 |
| 7433 | 2015.11.10 00:20 | sell | 2341 | 0.10 | 123.153 | 0.000 | 0.000 | ||
| 7434 | 2015.11.10 00:20 | modify | 2341 | 0.10 | 123.153 | 123.453 | 121.953 | ||
| 7435 | 2015.11.10 14:25 | close | 2341 | 0.10 | 123.177 | 123.453 | 121.953 | -240.00 | 1863778.00 |
| 7436 | 2015.11.11 06:35 | sell | 2342 | 0.10 | 122.882 | 0.000 | 0.000 | ||
| 7437 | 2015.11.11 06:35 | modify | 2342 | 0.10 | 122.882 | 123.182 | 121.682 | ||
| 7438 | 2015.11.11 11:10 | s/l | 2342 | 0.10 | 123.182 | 123.182 | 121.682 | -3000.00 | 1860778.00 |
| 7439 | 2015.11.11 11:20 | sell | 2343 | 0.10 | 123.088 | 0.000 | 0.000 | ||
| 7440 | 2015.11.11 11:20 | modify | 2343 | 0.10 | 123.088 | 123.388 | 121.888 | ||
| 7441 | 2015.11.11 22:05 | modify | 2343 | 0.10 | 123.088 | 123.088 | 121.888 | ||
| 7442 | 2015.11.13 00:00 | close | 2343 | 0.10 | 122.584 | 123.088 | 121.888 | 4988.00 | 1865766.00 |
| 7443 | 2015.11.13 01:55 | sell | 2344 | 0.10 | 122.555 | 0.000 | 0.000 | ||
| 7444 | 2015.11.13 01:55 | modify | 2344 | 0.10 | 122.555 | 122.855 | 121.355 | ||
| 7445 | 2015.11.13 16:00 | close | 2344 | 0.10 | 122.749 | 122.855 | 121.355 | -1940.00 | 1863826.00 |
| 7446 | 2015.11.16 10:55 | sell | 2345 | 0.10 | 122.747 | 0.000 | 0.000 | ||
| 7447 | 2015.11.16 10:55 | modify | 2345 | 0.10 | 122.747 | 123.047 | 121.547 | ||
| 7448 | 2015.11.16 13:20 | s/l | 2345 | 0.10 | 123.047 | 123.047 | 121.547 | -3000.00 | 1860826.00 |
| 7449 | 2015.11.18 20:55 | buy | 2346 | 0.10 | 123.518 | 0.000 | 0.000 | ||
| 7450 | 2015.11.18 20:55 | modify | 2346 | 0.10 | 123.518 | 123.268 | 124.468 | ||
| 7451 | 2015.11.19 05:30 | s/l | 2346 | 0.10 | 123.268 | 123.268 | 124.468 | -2515.00 | 1858311.00 |
| 7452 | 2015.11.19 21:15 | sell | 2347 | 0.10 | 122.749 | 0.000 | 0.000 | ||
| 7453 | 2015.11.19 21:15 | modify | 2347 | 0.10 | 122.749 | 123.049 | 121.549 | ||
| 7454 | 2015.11.20 05:35 | close | 2347 | 0.10 | 122.962 | 123.049 | 121.549 | -2156.00 | 1856155.00 |
| 7455 | 2015.11.23 19:20 | sell | 2348 | 0.10 | 122.922 | 0.000 | 0.000 | ||
| 7456 | 2015.11.23 19:20 | modify | 2348 | 0.10 | 122.922 | 123.222 | 121.722 | ||
| 7457 | 2015.11.24 07:15 | modify | 2348 | 0.10 | 122.922 | 122.922 | 121.722 | ||
| 7458 | 2015.11.24 20:05 | close | 2348 | 0.10 | 122.425 | 122.922 | 121.722 | 4944.00 | 1861099.00 |
| 7459 | 2015.11.25 20:15 | buy | 2349 | 0.10 | 122.622 | 0.000 | 0.000 | ||
| 7460 | 2015.11.25 20:15 | modify | 2349 | 0.10 | 122.622 | 122.372 | 123.572 | ||
| 7461 | 2015.11.26 06:20 | close | 2349 | 0.10 | 122.578 | 122.372 | 123.572 | -455.00 | 1860644.00 |
| 7462 | 2015.11.26 16:20 | sell | 2350 | 0.10 | 122.540 | 0.000 | 0.000 | ||
| 7463 | 2015.11.26 16:20 | modify | 2350 | 0.10 | 122.540 | 122.840 | 121.340 | ||
| 7464 | 2015.11.27 06:25 | close | 2350 | 0.10 | 122.597 | 122.840 | 121.340 | -596.00 | 1860048.00 |
| 7465 | 2015.11.30 01:35 | buy | 2351 | 0.10 | 122.790 | 0.000 | 0.000 | ||
| 7466 | 2015.11.30 01:35 | modify | 2351 | 0.10 | 122.790 | 122.540 | 123.740 | ||
| 7467 | 2015.11.30 11:40 | close | 2351 | 0.10 | 123.058 | 122.540 | 123.740 | 2680.00 | 1862728.00 |
| 7468 | 2015.12.01 17:55 | buy | 2352 | 0.10 | 122.910 | 0.000 | 0.000 | ||
| 7469 | 2015.12.01 17:55 | modify | 2352 | 0.10 | 122.910 | 122.660 | 123.860 | ||
| 7470 | 2015.12.02 04:00 | close | 2352 | 0.10 | 122.916 | 122.660 | 123.860 | 45.00 | 1862773.00 |
| 7471 | 2015.12.02 14:15 | buy | 2353 | 0.10 | 123.126 | 0.000 | 0.000 | ||
| 7472 | 2015.12.02 14:15 | modify | 2353 | 0.10 | 123.126 | 122.876 | 124.076 | ||
| 7473 | 2015.12.02 18:45 | modify | 2353 | 0.10 | 123.126 | 123.126 | 124.076 | ||
| 7474 | 2015.12.02 21:50 | s/l | 2353 | 0.10 | 123.126 | 123.126 | 124.076 | 0.00 | 1862773.00 |
| 7475 | 2015.12.03 17:10 | sell | 2354 | 0.10 | 123.091 | 0.000 | 0.000 | ||
| 7476 | 2015.12.03 17:10 | modify | 2354 | 0.10 | 123.091 | 123.391 | 121.891 | ||
| 7477 | 2015.12.03 23:15 | modify | 2354 | 0.10 | 123.091 | 123.091 | 121.891 | ||
| 7478 | 2015.12.04 07:25 | close | 2354 | 0.10 | 122.502 | 123.091 | 121.891 | 5864.00 | 1868637.00 |
| 7479 | 2015.12.04 10:10 | sell | 2355 | 0.10 | 122.766 | 0.000 | 0.000 | ||
| 7480 | 2015.12.04 10:10 | modify | 2355 | 0.10 | 122.766 | 123.066 | 121.566 | ||
| 7481 | 2015.12.04 15:35 | s/l | 2355 | 0.10 | 123.066 | 123.066 | 121.566 | -3000.00 | 1865637.00 |
| 7482 | 2015.12.08 00:40 | sell | 2356 | 0.10 | 123.346 | 0.000 | 0.000 | ||
| 7483 | 2015.12.08 00:40 | modify | 2356 | 0.10 | 123.346 | 123.646 | 122.146 | ||
| 7484 | 2015.12.08 06:20 | modify | 2356 | 0.10 | 123.346 | 123.346 | 122.146 | ||
| 7485 | 2015.12.09 01:25 | close | 2356 | 0.10 | 122.864 | 123.346 | 122.146 | 4794.00 | 1870431.00 |
| 7486 | 2015.12.14 05:10 | sell | 2357 | 0.10 | 121.075 | 0.000 | 0.000 | ||
| 7487 | 2015.12.14 05:10 | modify | 2357 | 0.10 | 121.075 | 121.375 | 119.875 | ||
| 7488 | 2015.12.14 19:15 | close | 2357 | 0.10 | 120.554 | 121.375 | 119.875 | 5210.00 | 1875641.00 |
| 7489 | 2015.12.15 05:15 | buy | 2358 | 0.10 | 121.045 | 0.000 | 0.000 | ||
| 7490 | 2015.12.15 05:15 | modify | 2358 | 0.10 | 121.045 | 120.795 | 121.995 | ||
| 7491 | 2015.12.15 07:40 | s/l | 2358 | 0.10 | 120.795 | 120.795 | 121.995 | -2500.00 | 1873141.00 |
| 7492 | 2015.12.15 07:50 | buy | 2359 | 0.10 | 120.843 | 0.000 | 0.000 | ||
| 7493 | 2015.12.15 07:50 | modify | 2359 | 0.10 | 120.843 | 120.593 | 121.793 | ||
| 7494 | 2015.12.15 09:55 | s/l | 2359 | 0.10 | 120.593 | 120.593 | 121.793 | -2500.00 | 1870641.00 |
| 7495 | 2015.12.16 00:40 | buy | 2360 | 0.10 | 121.642 | 0.000 | 0.000 | ||
| 7496 | 2015.12.16 00:40 | modify | 2360 | 0.10 | 121.642 | 121.392 | 122.592 | ||
| 7497 | 2015.12.16 10:45 | close | 2360 | 0.10 | 121.919 | 121.392 | 122.592 | 2770.00 | 1873411.00 |
| 7498 | 2015.12.17 12:55 | buy | 2361 | 0.10 | 122.380 | 0.000 | 0.000 | ||
| 7499 | 2015.12.17 12:55 | modify | 2361 | 0.10 | 122.380 | 122.130 | 123.330 | ||
| 7500 | 2015.12.17 21:15 | modify | 2361 | 0.10 | 122.380 | 122.380 | 123.330 | ||