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 |
| 7501 | 2015.12.18 04:45 | s/l | 2361 | 0.10 | 122.380 | 122.380 | 123.330 | -15.00 | 1873396.00 |
| 7502 | 2015.12.18 16:45 | sell | 2362 | 0.10 | 121.538 | 0.000 | 0.000 | ||
| 7503 | 2015.12.18 16:45 | close | 2362 | 0.10 | 121.543 | 0.000 | 0.000 | -50.00 | 1873346.00 |
| 7504 | 2015.12.21 01:35 | sell | 2363 | 0.10 | 121.217 | 0.000 | 0.000 | ||
| 7505 | 2015.12.21 01:35 | modify | 2363 | 0.10 | 121.217 | 121.517 | 120.017 | ||
| 7506 | 2015.12.21 15:40 | close | 2363 | 0.10 | 121.264 | 121.517 | 120.017 | -470.00 | 1872876.00 |
| 7507 | 2015.12.22 19:55 | sell | 2364 | 0.10 | 120.961 | 0.000 | 0.000 | ||
| 7508 | 2015.12.22 19:55 | modify | 2364 | 0.10 | 120.961 | 121.261 | 119.761 | ||
| 7509 | 2015.12.23 10:00 | close | 2364 | 0.10 | 120.955 | 121.261 | 119.761 | 34.00 | 1872910.00 |
| 7510 | 2015.12.24 00:55 | sell | 2365 | 0.10 | 120.925 | 0.000 | 0.000 | ||
| 7511 | 2015.12.24 00:55 | modify | 2365 | 0.10 | 120.925 | 121.225 | 119.725 | ||
| 7512 | 2015.12.24 07:20 | modify | 2365 | 0.10 | 120.925 | 120.925 | 119.725 | ||
| 7513 | 2015.12.24 12:45 | close | 2365 | 0.10 | 120.309 | 120.925 | 119.725 | 6160.00 | 1879070.00 |
| 7514 | 2015.12.28 12:55 | buy | 2366 | 0.10 | 120.556 | 0.000 | 0.000 | ||
| 7515 | 2015.12.28 12:55 | modify | 2366 | 0.10 | 120.556 | 120.306 | 121.506 | ||
| 7516 | 2015.12.28 17:35 | close | 2366 | 0.10 | 120.335 | 120.306 | 121.506 | -2210.00 | 1876860.00 |
| 7517 | 2015.12.28 18:35 | buy | 2367 | 0.10 | 120.241 | 0.000 | 0.000 | ||
| 7518 | 2015.12.28 18:35 | modify | 2367 | 0.10 | 120.241 | 119.991 | 121.191 | ||
| 7519 | 2015.12.28 23:55 | modify | 2367 | 0.10 | 120.241 | 120.241 | 121.191 | ||
| 7520 | 2015.12.29 02:20 | s/l | 2367 | 0.10 | 120.241 | 120.241 | 121.191 | -15.00 | 1876845.00 |
| 7521 | 2015.12.29 14:30 | buy | 2368 | 0.10 | 120.437 | 0.000 | 0.000 | ||
| 7522 | 2015.12.29 14:30 | modify | 2368 | 0.10 | 120.437 | 120.187 | 121.387 | ||
| 7523 | 2015.12.30 00:35 | close | 2368 | 0.10 | 120.469 | 120.187 | 121.387 | 305.00 | 1877150.00 |
| 7524 | 2015.12.30 03:50 | buy | 2369 | 0.10 | 120.514 | 0.000 | 0.000 | ||
| 7525 | 2015.12.30 03:50 | modify | 2369 | 0.10 | 120.514 | 120.264 | 121.464 | ||
| 7526 | 2015.12.30 07:45 | close | 2369 | 0.10 | 120.361 | 120.264 | 121.464 | -1530.00 | 1875620.00 |
| 7527 | 2015.12.30 18:10 | buy | 2370 | 0.10 | 120.551 | 0.000 | 0.000 | ||
| 7528 | 2015.12.30 18:10 | modify | 2370 | 0.10 | 120.551 | 120.301 | 121.501 | ||
| 7529 | 2015.12.31 03:15 | close | 2370 | 0.10 | 120.446 | 120.301 | 121.501 | -1065.00 | 1874555.00 |
| 7530 | 2016.01.05 07:45 | buy | 2371 | 0.10 | 119.408 | 0.000 | 0.000 | ||
| 7531 | 2016.01.05 07:45 | modify | 2371 | 0.10 | 119.408 | 119.158 | 120.358 | ||
| 7532 | 2016.01.05 10:40 | s/l | 2371 | 0.10 | 119.158 | 119.158 | 120.358 | -2500.00 | 1872055.00 |
| 7533 | 2016.01.05 11:50 | buy | 2372 | 0.10 | 119.096 | 0.000 | 0.000 | ||
| 7534 | 2016.01.05 11:50 | modify | 2372 | 0.10 | 119.096 | 118.846 | 120.046 | ||
| 7535 | 2016.01.05 12:10 | s/l | 2372 | 0.10 | 118.846 | 118.846 | 120.046 | -2500.00 | 1869555.00 |
| 7536 | 2016.01.06 00:20 | sell | 2373 | 0.10 | 119.029 | 0.000 | 0.000 | ||
| 7537 | 2016.01.06 00:20 | modify | 2373 | 0.10 | 119.029 | 119.329 | 117.829 | ||
| 7538 | 2016.01.06 12:20 | modify | 2373 | 0.10 | 119.029 | 119.029 | 117.829 | ||
| 7539 | 2016.01.07 00:05 | close | 2373 | 0.10 | 118.464 | 119.029 | 117.829 | 5624.00 | 1875179.00 |
| 7540 | 2016.01.07 20:55 | buy | 2374 | 0.10 | 117.700 | 0.000 | 0.000 | ||
| 7541 | 2016.01.07 20:55 | modify | 2374 | 0.10 | 117.700 | 117.450 | 118.650 | ||
| 7542 | 2016.01.07 22:00 | s/l | 2374 | 0.10 | 117.450 | 117.450 | 118.650 | -2500.00 | 1872679.00 |
| 7543 | 2016.01.08 05:30 | buy | 2375 | 0.10 | 118.310 | 0.000 | 0.000 | ||
| 7544 | 2016.01.08 05:30 | modify | 2375 | 0.10 | 118.310 | 118.060 | 119.260 | ||
| 7545 | 2016.01.08 15:35 | close | 2375 | 0.10 | 118.693 | 118.060 | 119.260 | 3830.00 | 1876509.00 |
| 7546 | 2016.01.11 13:55 | buy | 2376 | 0.10 | 117.694 | 0.000 | 0.000 | ||
| 7547 | 2016.01.11 13:55 | modify | 2376 | 0.10 | 117.694 | 117.444 | 118.644 | ||
| 7548 | 2016.01.11 17:50 | s/l | 2376 | 0.10 | 117.444 | 117.444 | 118.644 | -2500.00 | 1874009.00 |
| 7549 | 2016.01.11 18:35 | buy | 2377 | 0.10 | 117.298 | 0.000 | 0.000 | ||
| 7550 | 2016.01.11 18:35 | modify | 2377 | 0.10 | 117.298 | 117.048 | 118.248 | ||
| 7551 | 2016.01.11 23:50 | modify | 2377 | 0.10 | 117.298 | 117.298 | 118.248 | ||
| 7552 | 2016.01.12 08:35 | s/l | 2377 | 0.10 | 117.298 | 117.298 | 118.248 | -15.00 | 1873994.00 |
| 7553 | 2016.01.12 17:35 | buy | 2378 | 0.10 | 117.877 | 0.000 | 0.000 | ||
| 7554 | 2016.01.12 17:35 | modify | 2378 | 0.10 | 117.877 | 117.627 | 118.827 | ||
| 7555 | 2016.01.12 19:45 | s/l | 2378 | 0.10 | 117.627 | 117.627 | 118.827 | -2500.00 | 1871494.00 |
| 7556 | 2016.01.12 20:05 | buy | 2379 | 0.10 | 117.713 | 0.000 | 0.000 | ||
| 7557 | 2016.01.12 20:05 | modify | 2379 | 0.10 | 117.713 | 117.463 | 118.663 | ||
| 7558 | 2016.01.12 21:05 | s/l | 2379 | 0.10 | 117.463 | 117.463 | 118.663 | -2500.00 | 1868994.00 |
| 7559 | 2016.01.13 06:55 | buy | 2380 | 0.10 | 118.280 | 0.000 | 0.000 | ||
| 7560 | 2016.01.13 06:55 | modify | 2380 | 0.10 | 118.280 | 118.030 | 119.230 | ||
| 7561 | 2016.01.13 09:25 | s/l | 2380 | 0.10 | 118.030 | 118.030 | 119.230 | -2500.00 | 1866494.00 |
| 7562 | 2016.01.13 10:00 | buy | 2381 | 0.10 | 118.214 | 0.000 | 0.000 | ||
| 7563 | 2016.01.13 10:00 | modify | 2381 | 0.10 | 118.214 | 117.964 | 119.164 | ||
| 7564 | 2016.01.13 20:05 | close | 2381 | 0.10 | 118.008 | 117.964 | 119.164 | -2060.00 | 1864434.00 |
| 7565 | 2016.01.14 20:15 | buy | 2382 | 0.10 | 118.197 | 0.000 | 0.000 | ||
| 7566 | 2016.01.14 20:15 | modify | 2382 | 0.10 | 118.197 | 117.947 | 119.147 | ||
| 7567 | 2016.01.15 03:25 | s/l | 2382 | 0.10 | 117.947 | 117.947 | 119.147 | -2515.00 | 1861919.00 |
| 7568 | 2016.01.15 04:05 | buy | 2383 | 0.10 | 118.010 | 0.000 | 0.000 | ||
| 7569 | 2016.01.15 04:05 | modify | 2383 | 0.10 | 118.010 | 117.760 | 118.960 | ||
| 7570 | 2016.01.15 06:15 | s/l | 2383 | 0.10 | 117.760 | 117.760 | 118.960 | -2500.00 | 1859419.00 |
| 7571 | 2016.01.15 06:50 | buy | 2384 | 0.10 | 117.777 | 0.000 | 0.000 | ||
| 7572 | 2016.01.15 06:50 | modify | 2384 | 0.10 | 117.777 | 117.527 | 118.727 | ||
| 7573 | 2016.01.15 10:25 | s/l | 2384 | 0.10 | 117.527 | 117.527 | 118.727 | -2500.00 | 1856919.00 |
| 7574 | 2016.01.18 03:30 | sell | 2385 | 0.10 | 117.175 | 0.000 | 0.000 | ||
| 7575 | 2016.01.18 03:30 | modify | 2385 | 0.10 | 117.175 | 117.475 | 115.975 | ||
| 7576 | 2016.01.18 17:35 | close | 2385 | 0.10 | 117.281 | 117.475 | 115.975 | -1060.00 | 1855859.00 |
| 7577 | 2016.01.20 04:25 | sell | 2386 | 0.10 | 117.253 | 0.000 | 0.000 | ||
| 7578 | 2016.01.20 04:25 | modify | 2386 | 0.10 | 117.253 | 117.553 | 116.053 | ||
| 7579 | 2016.01.20 10:50 | t/p | 2386 | 0.10 | 116.053 | 117.553 | 116.053 | 12000.00 | 1867859.00 |
| 7580 | 2016.01.20 13:15 | sell | 2387 | 0.10 | 116.529 | 0.000 | 0.000 | ||
| 7581 | 2016.01.20 13:15 | modify | 2387 | 0.10 | 116.529 | 116.829 | 115.329 | ||
| 7582 | 2016.01.20 15:55 | s/l | 2387 | 0.10 | 116.829 | 116.829 | 115.329 | -3000.00 | 1864859.00 |
| 7583 | 2016.01.21 01:30 | buy | 2388 | 0.10 | 117.000 | 0.000 | 0.000 | ||
| 7584 | 2016.01.21 01:30 | modify | 2388 | 0.10 | 117.000 | 116.750 | 117.950 | ||
| 7585 | 2016.01.21 08:05 | s/l | 2388 | 0.10 | 116.750 | 116.750 | 117.950 | -2500.00 | 1862359.00 |
| 7586 | 2016.01.21 08:35 | buy | 2389 | 0.10 | 116.751 | 0.000 | 0.000 | ||
| 7587 | 2016.01.21 08:35 | modify | 2389 | 0.10 | 116.751 | 116.501 | 117.701 | ||
| 7588 | 2016.01.21 09:35 | s/l | 2389 | 0.10 | 116.501 | 116.501 | 117.701 | -2500.00 | 1859859.00 |
| 7589 | 2016.01.21 09:50 | buy | 2390 | 0.10 | 116.625 | 0.000 | 0.000 | ||
| 7590 | 2016.01.21 09:50 | modify | 2390 | 0.10 | 116.625 | 116.375 | 117.575 | ||
| 7591 | 2016.01.21 18:20 | t/p | 2390 | 0.10 | 117.575 | 116.375 | 117.575 | 9500.00 | 1869359.00 |
| 7592 | 2016.01.21 22:10 | buy | 2391 | 0.10 | 117.427 | 0.000 | 0.000 | ||
| 7593 | 2016.01.21 22:10 | modify | 2391 | 0.10 | 117.427 | 117.177 | 118.377 | ||
| 7594 | 2016.01.22 00:55 | modify | 2391 | 0.10 | 117.427 | 117.427 | 118.377 | ||
| 7595 | 2016.01.22 16:00 | close | 2391 | 0.10 | 118.018 | 117.427 | 118.377 | 5895.00 | 1875254.00 |
| 7596 | 2016.01.26 18:35 | buy | 2392 | 0.10 | 118.476 | 0.000 | 0.000 | ||
| 7597 | 2016.01.26 18:35 | modify | 2392 | 0.10 | 118.476 | 118.226 | 119.426 | ||
| 7598 | 2016.01.27 03:20 | s/l | 2392 | 0.10 | 118.226 | 118.226 | 119.426 | -2515.00 | 1872739.00 |
| 7599 | 2016.01.27 12:20 | sell | 2393 | 0.10 | 118.180 | 0.000 | 0.000 | ||
| 7600 | 2016.01.27 12:20 | modify | 2393 | 0.10 | 118.180 | 118.480 | 116.980 | ||
| 7601 | 2016.01.27 15:40 | s/l | 2393 | 0.10 | 118.480 | 118.480 | 116.980 | -3000.00 | 1869739.00 |
| 7602 | 2016.01.29 00:30 | sell | 2394 | 0.10 | 118.805 | 0.000 | 0.000 | ||
| 7603 | 2016.01.29 00:30 | modify | 2394 | 0.10 | 118.805 | 119.105 | 117.605 | ||
| 7604 | 2016.01.29 05:25 | s/l | 2394 | 0.10 | 119.105 | 119.105 | 117.605 | -3000.00 | 1866739.00 |
| 7605 | 2016.01.29 06:10 | sell | 2395 | 0.10 | 119.859 | 0.000 | 0.000 | ||
| 7606 | 2016.01.29 06:10 | modify | 2395 | 0.10 | 119.859 | 120.159 | 118.659 | ||
| 7607 | 2016.01.29 06:50 | s/l | 2395 | 0.10 | 120.159 | 120.159 | 118.659 | -3000.00 | 1863739.00 |
| 7608 | 2016.01.29 07:20 | sell | 2396 | 0.10 | 120.255 | 0.000 | 0.000 | ||
| 7609 | 2016.01.29 07:20 | modify | 2396 | 0.10 | 120.255 | 120.555 | 119.055 | ||
| 7610 | 2016.01.29 07:55 | s/l | 2396 | 0.10 | 120.555 | 120.555 | 119.055 | -3000.00 | 1860739.00 |
| 7611 | 2016.02.02 06:05 | sell | 2397 | 0.10 | 120.651 | 0.000 | 0.000 | ||
| 7612 | 2016.02.02 06:05 | modify | 2397 | 0.10 | 120.651 | 120.951 | 119.451 | ||
| 7613 | 2016.02.02 20:10 | close | 2397 | 0.10 | 120.160 | 120.951 | 119.451 | 4910.00 | 1865649.00 |
| 7614 | 2016.02.03 10:10 | sell | 2398 | 0.10 | 119.863 | 0.000 | 0.000 | ||
| 7615 | 2016.02.03 10:10 | modify | 2398 | 0.10 | 119.863 | 120.163 | 118.663 | ||
| 7616 | 2016.02.03 17:00 | t/p | 2398 | 0.10 | 118.663 | 120.163 | 118.663 | 12000.00 | 1877649.00 |
| 7617 | 2016.02.08 13:20 | sell | 2399 | 0.10 | 116.633 | 0.000 | 0.000 | ||
| 7618 | 2016.02.08 13:20 | modify | 2399 | 0.10 | 116.633 | 116.933 | 115.433 | ||
| 7619 | 2016.02.08 18:05 | t/p | 2399 | 0.10 | 115.433 | 116.933 | 115.433 | 12000.00 | 1889649.00 |
| 7620 | 2016.02.10 00:40 | buy | 2400 | 0.10 | 115.118 | 0.000 | 0.000 | ||
| 7621 | 2016.02.10 00:40 | modify | 2400 | 0.10 | 115.118 | 114.868 | 116.068 | ||
| 7622 | 2016.02.10 02:20 | s/l | 2400 | 0.10 | 114.868 | 114.868 | 116.068 | -2500.00 | 1887149.00 |
| 7623 | 2016.02.10 03:55 | buy | 2401 | 0.10 | 114.449 | 0.000 | 0.000 | ||
| 7624 | 2016.02.10 03:55 | modify | 2401 | 0.10 | 114.449 | 114.199 | 115.399 | ||
| 7625 | 2016.02.10 14:00 | close | 2401 | 0.10 | 114.948 | 114.199 | 115.399 | 4990.00 | 1892139.00 |
| 7626 | 2016.02.10 14:55 | buy | 2402 | 0.10 | 114.991 | 0.000 | 0.000 | ||
| 7627 | 2016.02.10 14:55 | modify | 2402 | 0.10 | 114.991 | 114.741 | 115.941 | ||
| 7628 | 2016.02.10 15:40 | s/l | 2402 | 0.10 | 114.741 | 114.741 | 115.941 | -2500.00 | 1889639.00 |
| 7629 | 2016.02.10 17:00 | buy | 2403 | 0.10 | 114.749 | 0.000 | 0.000 | ||
| 7630 | 2016.02.10 17:00 | modify | 2403 | 0.10 | 114.749 | 114.499 | 115.699 | ||
| 7631 | 2016.02.10 18:00 | s/l | 2403 | 0.10 | 114.499 | 114.499 | 115.699 | -2500.00 | 1887139.00 |
| 7632 | 2016.02.12 05:10 | buy | 2404 | 0.10 | 112.326 | 0.000 | 0.000 | ||
| 7633 | 2016.02.12 05:10 | modify | 2404 | 0.10 | 112.326 | 112.076 | 113.276 | ||
| 7634 | 2016.02.12 08:20 | s/l | 2404 | 0.10 | 112.076 | 112.076 | 113.276 | -2500.00 | 1884639.00 |
| 7635 | 2016.02.12 09:05 | buy | 2405 | 0.10 | 111.909 | 0.000 | 0.000 | ||
| 7636 | 2016.02.12 09:05 | modify | 2405 | 0.10 | 111.909 | 111.659 | 112.859 | ||
| 7637 | 2016.02.12 13:50 | modify | 2405 | 0.10 | 111.909 | 111.909 | 112.859 | ||
| 7638 | 2016.02.12 15:35 | t/p | 2405 | 0.10 | 112.859 | 111.909 | 112.859 | 9500.00 | 1894139.00 |
| 7639 | 2016.02.15 03:45 | buy | 2406 | 0.10 | 113.555 | 0.000 | 0.000 | ||
| 7640 | 2016.02.15 03:45 | modify | 2406 | 0.10 | 113.555 | 113.305 | 114.505 | ||
| 7641 | 2016.02.15 13:20 | modify | 2406 | 0.10 | 113.555 | 113.555 | 114.505 | ||
| 7642 | 2016.02.15 17:55 | t/p | 2406 | 0.10 | 114.505 | 113.555 | 114.505 | 9500.00 | 1903639.00 |
| 7643 | 2016.02.17 19:45 | buy | 2407 | 0.10 | 114.167 | 0.000 | 0.000 | ||
| 7644 | 2016.02.17 19:45 | modify | 2407 | 0.10 | 114.167 | 113.917 | 115.117 | ||
| 7645 | 2016.02.17 21:05 | s/l | 2407 | 0.10 | 113.917 | 113.917 | 115.117 | -2500.00 | 1901139.00 |
| 7646 | 2016.02.17 21:25 | buy | 2408 | 0.10 | 114.103 | 0.000 | 0.000 | ||
| 7647 | 2016.02.17 21:25 | modify | 2408 | 0.10 | 114.103 | 113.853 | 115.053 | ||
| 7648 | 2016.02.17 21:40 | s/l | 2408 | 0.10 | 113.853 | 113.853 | 115.053 | -2500.00 | 1898639.00 |
| 7649 | 2016.02.18 17:45 | sell | 2409 | 0.10 | 113.748 | 0.000 | 0.000 | ||
| 7650 | 2016.02.18 17:45 | modify | 2409 | 0.10 | 113.748 | 114.048 | 112.548 | ||