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 |
| 7651 | 2016.02.18 22:50 | modify | 2409 | 0.10 | 113.748 | 113.748 | 112.548 | ||
| 7652 | 2016.02.19 13:05 | close | 2409 | 0.10 | 112.858 | 113.748 | 112.548 | 8874.00 | 1907513.00 |
| 7653 | 2016.02.19 13:50 | sell | 2410 | 0.10 | 112.809 | 0.000 | 0.000 | ||
| 7654 | 2016.02.19 13:50 | modify | 2410 | 0.10 | 112.809 | 113.109 | 111.609 | ||
| 7655 | 2016.02.19 15:35 | s/l | 2410 | 0.10 | 113.109 | 113.109 | 111.609 | -3000.00 | 1904513.00 |
| 7656 | 2016.02.23 01:15 | sell | 2411 | 0.10 | 112.935 | 0.000 | 0.000 | ||
| 7657 | 2016.02.23 01:15 | modify | 2411 | 0.10 | 112.935 | 113.235 | 111.735 | ||
| 7658 | 2016.02.23 05:30 | modify | 2411 | 0.10 | 112.935 | 112.935 | 111.735 | ||
| 7659 | 2016.02.23 14:30 | close | 2411 | 0.10 | 112.033 | 112.935 | 111.735 | 9020.00 | 1913533.00 |
| 7660 | 2016.02.23 14:50 | sell | 2412 | 0.10 | 111.976 | 0.000 | 0.000 | ||
| 7661 | 2016.02.23 14:50 | modify | 2412 | 0.10 | 111.976 | 112.276 | 110.776 | ||
| 7662 | 2016.02.23 16:00 | s/l | 2412 | 0.10 | 112.276 | 112.276 | 110.776 | -3000.00 | 1910533.00 |
| 7663 | 2016.02.23 17:15 | sell | 2413 | 0.10 | 112.083 | 0.000 | 0.000 | ||
| 7664 | 2016.02.23 17:15 | modify | 2413 | 0.10 | 112.083 | 112.383 | 110.883 | ||
| 7665 | 2016.02.24 07:20 | close | 2413 | 0.10 | 111.753 | 112.383 | 110.883 | 3274.00 | 1913807.00 |
| 7666 | 2016.02.25 00:30 | buy | 2414 | 0.10 | 112.161 | 0.000 | 0.000 | ||
| 7667 | 2016.02.25 00:30 | modify | 2414 | 0.10 | 112.161 | 111.911 | 113.111 | ||
| 7668 | 2016.02.25 01:30 | s/l | 2414 | 0.10 | 111.911 | 111.911 | 113.111 | -2500.00 | 1911307.00 |
| 7669 | 2016.02.25 02:35 | buy | 2415 | 0.10 | 112.100 | 0.000 | 0.000 | ||
| 7670 | 2016.02.25 02:35 | modify | 2415 | 0.10 | 112.100 | 111.850 | 113.050 | ||
| 7671 | 2016.02.25 12:40 | close | 2415 | 0.10 | 112.198 | 111.850 | 113.050 | 980.00 | 1912287.00 |
| 7672 | 2016.02.25 13:20 | buy | 2416 | 0.10 | 112.206 | 0.000 | 0.000 | ||
| 7673 | 2016.02.25 13:20 | modify | 2416 | 0.10 | 112.206 | 111.956 | 113.156 | ||
| 7674 | 2016.02.25 20:30 | modify | 2416 | 0.10 | 112.206 | 112.206 | 113.156 | ||
| 7675 | 2016.02.26 00:10 | close | 2416 | 0.10 | 112.983 | 112.206 | 113.156 | 7755.00 | 1920042.00 |
| 7676 | 2016.02.26 07:05 | buy | 2417 | 0.10 | 112.841 | 0.000 | 0.000 | ||
| 7677 | 2016.02.26 07:05 | modify | 2417 | 0.10 | 112.841 | 112.591 | 113.791 | ||
| 7678 | 2016.02.26 07:45 | s/l | 2417 | 0.10 | 112.591 | 112.591 | 113.791 | -2500.00 | 1917542.00 |
| 7679 | 2016.02.29 04:55 | buy | 2418 | 0.10 | 113.381 | 0.000 | 0.000 | ||
| 7680 | 2016.02.29 04:55 | modify | 2418 | 0.10 | 113.381 | 113.131 | 114.331 | ||
| 7681 | 2016.02.29 07:00 | s/l | 2418 | 0.10 | 113.131 | 113.131 | 114.331 | -2500.00 | 1915042.00 |
| 7682 | 2016.03.01 13:20 | buy | 2419 | 0.10 | 113.187 | 0.000 | 0.000 | ||
| 7683 | 2016.03.01 13:20 | modify | 2419 | 0.10 | 113.187 | 112.937 | 114.137 | ||
| 7684 | 2016.03.01 15:25 | s/l | 2419 | 0.10 | 112.937 | 112.937 | 114.137 | -2500.00 | 1912542.00 |
| 7685 | 2016.03.01 15:35 | buy | 2420 | 0.10 | 112.985 | 0.000 | 0.000 | ||
| 7686 | 2016.03.01 15:35 | modify | 2420 | 0.10 | 112.985 | 112.735 | 113.935 | ||
| 7687 | 2016.03.01 18:45 | modify | 2420 | 0.10 | 112.985 | 112.985 | 113.935 | ||
| 7688 | 2016.03.01 19:00 | t/p | 2420 | 0.10 | 113.935 | 112.985 | 113.935 | 9500.00 | 1922042.00 |
| 7689 | 2016.03.01 23:35 | buy | 2421 | 0.10 | 113.927 | 0.000 | 0.000 | ||
| 7690 | 2016.03.01 23:35 | modify | 2421 | 0.10 | 113.927 | 113.677 | 114.877 | ||
| 7691 | 2016.03.02 09:40 | close | 2421 | 0.10 | 114.184 | 113.677 | 114.877 | 2555.00 | 1924597.00 |
| 7692 | 2016.03.02 13:40 | buy | 2422 | 0.10 | 114.395 | 0.000 | 0.000 | ||
| 7693 | 2016.03.02 13:40 | modify | 2422 | 0.10 | 114.395 | 114.145 | 115.345 | ||
| 7694 | 2016.03.02 15:40 | s/l | 2422 | 0.10 | 114.145 | 114.145 | 115.345 | -2500.00 | 1922097.00 |
| 7695 | 2016.03.03 01:30 | sell | 2423 | 0.10 | 113.579 | 0.000 | 0.000 | ||
| 7696 | 2016.03.03 01:30 | modify | 2423 | 0.10 | 113.579 | 113.879 | 112.379 | ||
| 7697 | 2016.03.03 03:35 | s/l | 2423 | 0.10 | 113.879 | 113.879 | 112.379 | -3000.00 | 1919097.00 |
| 7698 | 2016.03.03 04:10 | sell | 2424 | 0.10 | 113.770 | 0.000 | 0.000 | ||
| 7699 | 2016.03.03 04:10 | modify | 2424 | 0.10 | 113.770 | 114.070 | 112.570 | ||
| 7700 | 2016.03.03 06:15 | s/l | 2424 | 0.10 | 114.070 | 114.070 | 112.570 | -3000.00 | 1916097.00 |
| 7701 | 2016.03.03 07:25 | sell | 2425 | 0.10 | 114.171 | 0.000 | 0.000 | ||
| 7702 | 2016.03.03 07:25 | modify | 2425 | 0.10 | 114.171 | 114.471 | 112.971 | ||
| 7703 | 2016.03.03 19:50 | modify | 2425 | 0.10 | 114.171 | 114.171 | 112.971 | ||
| 7704 | 2016.03.03 22:15 | close | 2425 | 0.10 | 113.540 | 114.171 | 112.971 | 6310.00 | 1922407.00 |
| 7705 | 2016.03.04 06:20 | sell | 2426 | 0.10 | 113.613 | 0.000 | 0.000 | ||
| 7706 | 2016.03.04 06:20 | modify | 2426 | 0.10 | 113.613 | 113.913 | 112.413 | ||
| 7707 | 2016.03.04 09:00 | s/l | 2426 | 0.10 | 113.913 | 113.913 | 112.413 | -3000.00 | 1919407.00 |
| 7708 | 2016.03.04 15:30 | buy | 2427 | 0.10 | 113.808 | 0.000 | 0.000 | ||
| 7709 | 2016.03.04 15:30 | modify | 2427 | 0.10 | 113.808 | 113.558 | 114.758 | ||
| 7710 | 2016.03.04 16:00 | s/l | 2427 | 0.10 | 113.558 | 113.558 | 114.758 | -2500.00 | 1916907.00 |
| 7711 | 2016.03.04 16:30 | buy | 2428 | 0.10 | 113.660 | 0.000 | 0.000 | ||
| 7712 | 2016.03.04 16:30 | close | 2428 | 0.10 | 113.655 | 0.000 | 0.000 | -50.00 | 1916857.00 |
| 7713 | 2016.03.07 00:05 | buy | 2429 | 0.10 | 113.912 | 0.000 | 0.000 | ||
| 7714 | 2016.03.07 00:05 | modify | 2429 | 0.10 | 113.912 | 113.662 | 114.862 | ||
| 7715 | 2016.03.07 02:25 | s/l | 2429 | 0.10 | 113.662 | 113.662 | 114.862 | -2500.00 | 1914357.00 |
| 7716 | 2016.03.07 03:40 | buy | 2430 | 0.10 | 113.694 | 0.000 | 0.000 | ||
| 7717 | 2016.03.07 03:40 | modify | 2430 | 0.10 | 113.694 | 113.444 | 114.644 | ||
| 7718 | 2016.03.07 12:20 | s/l | 2430 | 0.10 | 113.444 | 113.444 | 114.644 | -2500.00 | 1911857.00 |
| 7719 | 2016.03.07 15:10 | sell | 2431 | 0.10 | 113.581 | 0.000 | 0.000 | ||
| 7720 | 2016.03.07 15:10 | modify | 2431 | 0.10 | 113.581 | 113.881 | 112.381 | ||
| 7721 | 2016.03.08 01:05 | modify | 2431 | 0.10 | 113.581 | 113.581 | 112.381 | ||
| 7722 | 2016.03.08 21:35 | close | 2431 | 0.10 | 112.594 | 113.581 | 112.381 | 9844.00 | 1921701.00 |
| 7723 | 2016.03.09 10:00 | sell | 2432 | 0.10 | 112.457 | 0.000 | 0.000 | ||
| 7724 | 2016.03.09 10:00 | modify | 2432 | 0.10 | 112.457 | 112.757 | 111.257 | ||
| 7725 | 2016.03.09 15:45 | s/l | 2432 | 0.10 | 112.757 | 112.757 | 111.257 | -3000.00 | 1918701.00 |
| 7726 | 2016.03.10 10:25 | buy | 2433 | 0.10 | 113.582 | 0.000 | 0.000 | ||
| 7727 | 2016.03.10 10:25 | modify | 2433 | 0.10 | 113.582 | 113.332 | 114.532 | ||
| 7728 | 2016.03.10 18:00 | s/l | 2433 | 0.10 | 113.332 | 113.332 | 114.532 | -2500.00 | 1916201.00 |
| 7729 | 2016.03.11 14:40 | buy | 2434 | 0.10 | 113.764 | 0.000 | 0.000 | ||
| 7730 | 2016.03.11 14:40 | modify | 2434 | 0.10 | 113.764 | 113.514 | 114.714 | ||
| 7731 | 2016.03.11 15:40 | s/l | 2434 | 0.10 | 113.514 | 113.514 | 114.714 | -2500.00 | 1913701.00 |
| 7732 | 2016.03.11 15:50 | buy | 2435 | 0.10 | 113.602 | 0.000 | 0.000 | ||
| 7733 | 2016.03.11 15:50 | modify | 2435 | 0.10 | 113.602 | 113.352 | 114.552 | ||
| 7734 | 2016.03.11 16:00 | close | 2435 | 0.10 | 113.579 | 113.352 | 114.552 | -230.00 | 1913471.00 |
| 7735 | 2016.03.12 00:30 | buy | 2436 | 0.10 | 113.790 | 0.000 | 0.000 | ||
| 7736 | 2016.03.12 00:30 | modify | 2436 | 0.10 | 113.790 | 113.540 | 114.740 | ||
| 7737 | 2016.03.14 00:00 | close | 2436 | 0.10 | 113.915 | 113.540 | 114.740 | 1235.00 | 1914706.00 |
| 7738 | 2016.03.14 03:00 | buy | 2437 | 0.10 | 113.767 | 0.000 | 0.000 | ||
| 7739 | 2016.03.14 03:00 | modify | 2437 | 0.10 | 113.767 | 113.517 | 114.717 | ||
| 7740 | 2016.03.14 12:20 | s/l | 2437 | 0.10 | 113.517 | 113.517 | 114.717 | -2500.00 | 1912206.00 |
| 7741 | 2016.03.15 14:10 | sell | 2438 | 0.10 | 113.053 | 0.000 | 0.000 | ||
| 7742 | 2016.03.15 14:10 | modify | 2438 | 0.10 | 113.053 | 113.353 | 111.853 | ||
| 7743 | 2016.03.16 04:15 | s/l | 2438 | 0.10 | 113.353 | 113.353 | 111.853 | -3026.00 | 1909180.00 |
| 7744 | 2016.03.16 10:05 | buy | 2439 | 0.10 | 113.450 | 0.000 | 0.000 | ||
| 7745 | 2016.03.16 10:05 | modify | 2439 | 0.10 | 113.450 | 113.200 | 114.400 | ||
| 7746 | 2016.03.16 20:10 | close | 2439 | 0.10 | 113.676 | 113.200 | 114.400 | 2260.00 | 1911440.00 |
| 7747 | 2016.03.16 22:50 | buy | 2440 | 0.10 | 112.613 | 0.000 | 0.000 | ||
| 7748 | 2016.03.16 22:50 | modify | 2440 | 0.10 | 112.613 | 112.363 | 113.563 | ||
| 7749 | 2016.03.17 07:25 | s/l | 2440 | 0.10 | 112.363 | 112.363 | 113.563 | -2515.00 | 1908925.00 |
| 7750 | 2016.03.21 00:55 | buy | 2441 | 0.10 | 111.572 | 0.000 | 0.000 | ||
| 7751 | 2016.03.21 00:55 | modify | 2441 | 0.10 | 111.572 | 111.322 | 112.522 | ||
| 7752 | 2016.03.21 04:05 | s/l | 2441 | 0.10 | 111.322 | 111.322 | 112.522 | -2500.00 | 1906425.00 |
| 7753 | 2016.03.21 11:40 | sell | 2442 | 0.10 | 111.371 | 0.000 | 0.000 | ||
| 7754 | 2016.03.21 11:40 | modify | 2442 | 0.10 | 111.371 | 111.671 | 110.171 | ||
| 7755 | 2016.03.21 16:05 | s/l | 2442 | 0.10 | 111.671 | 111.671 | 110.171 | -3000.00 | 1903425.00 |
| 7756 | 2016.03.22 05:00 | buy | 2443 | 0.10 | 112.097 | 0.000 | 0.000 | ||
| 7757 | 2016.03.22 05:00 | modify | 2443 | 0.10 | 112.097 | 111.847 | 113.047 | ||
| 7758 | 2016.03.22 07:00 | s/l | 2443 | 0.10 | 111.847 | 111.847 | 113.047 | -2500.00 | 1900925.00 |
| 7759 | 2016.03.22 07:40 | buy | 2444 | 0.10 | 111.944 | 0.000 | 0.000 | ||
| 7760 | 2016.03.22 07:40 | modify | 2444 | 0.10 | 111.944 | 111.694 | 112.894 | ||
| 7761 | 2016.03.22 11:00 | s/l | 2444 | 0.10 | 111.694 | 111.694 | 112.894 | -2500.00 | 1898425.00 |
| 7762 | 2016.03.22 11:55 | buy | 2445 | 0.10 | 111.629 | 0.000 | 0.000 | ||
| 7763 | 2016.03.22 11:55 | modify | 2445 | 0.10 | 111.629 | 111.379 | 112.579 | ||
| 7764 | 2016.03.22 20:30 | modify | 2445 | 0.10 | 111.629 | 111.629 | 112.579 | ||
| 7765 | 2016.03.22 23:25 | close | 2445 | 0.10 | 112.286 | 111.629 | 112.579 | 6570.00 | 1904995.00 |
| 7766 | 2016.03.23 03:05 | buy | 2446 | 0.10 | 112.354 | 0.000 | 0.000 | ||
| 7767 | 2016.03.23 03:05 | modify | 2446 | 0.10 | 112.354 | 112.104 | 113.304 | ||
| 7768 | 2016.03.23 13:10 | close | 2446 | 0.10 | 112.682 | 112.104 | 113.304 | 3280.00 | 1908275.00 |
| 7769 | 2016.03.25 02:25 | buy | 2447 | 0.10 | 112.799 | 0.000 | 0.000 | ||
| 7770 | 2016.03.25 02:25 | modify | 2447 | 0.10 | 112.799 | 112.549 | 113.749 | ||
| 7771 | 2016.03.25 08:10 | modify | 2447 | 0.10 | 112.799 | 112.799 | 113.749 | ||
| 7772 | 2016.03.25 16:00 | close | 2447 | 0.10 | 113.065 | 112.799 | 113.749 | 2660.00 | 1910935.00 |
| 7773 | 2016.03.28 18:50 | sell | 2448 | 0.10 | 113.278 | 0.000 | 0.000 | ||
| 7774 | 2016.03.28 18:50 | modify | 2448 | 0.10 | 113.278 | 113.578 | 112.078 | ||
| 7775 | 2016.03.29 00:15 | close | 2448 | 0.10 | 113.459 | 113.578 | 112.078 | -1836.00 | 1909099.00 |
| 7776 | 2016.03.30 02:20 | sell | 2449 | 0.10 | 112.724 | 0.000 | 0.000 | ||
| 7777 | 2016.03.30 02:20 | modify | 2449 | 0.10 | 112.724 | 113.024 | 111.524 | ||
| 7778 | 2016.03.30 13:40 | modify | 2449 | 0.10 | 112.724 | 112.724 | 111.524 | ||
| 7779 | 2016.03.31 00:15 | close | 2449 | 0.10 | 112.415 | 112.724 | 111.524 | 3064.00 | 1912163.00 |
| 7780 | 2016.03.31 14:15 | sell | 2450 | 0.10 | 112.300 | 0.000 | 0.000 | ||
| 7781 | 2016.03.31 14:15 | modify | 2450 | 0.10 | 112.300 | 112.600 | 111.100 | ||
| 7782 | 2016.03.31 22:50 | close | 2450 | 0.10 | 112.549 | 112.600 | 111.100 | -2490.00 | 1909673.00 |
| 7783 | 2016.04.01 07:55 | sell | 2451 | 0.10 | 112.171 | 0.000 | 0.000 | ||
| 7784 | 2016.04.01 07:55 | modify | 2451 | 0.10 | 112.171 | 112.471 | 110.971 | ||
| 7785 | 2016.04.01 16:00 | close | 2451 | 0.10 | 112.045 | 112.471 | 110.971 | 1260.00 | 1910933.00 |
| 7786 | 2016.04.01 16:15 | sell | 2452 | 0.10 | 111.932 | 0.000 | 0.000 | ||
| 7787 | 2016.04.01 16:15 | close | 2452 | 0.10 | 111.937 | 0.000 | 0.000 | -50.00 | 1910883.00 |
| 7788 | 2016.04.06 17:25 | buy | 2453 | 0.10 | 110.134 | 0.000 | 0.000 | ||
| 7789 | 2016.04.06 17:25 | modify | 2453 | 0.10 | 110.134 | 109.884 | 111.084 | ||
| 7790 | 2016.04.06 18:30 | s/l | 2453 | 0.10 | 109.884 | 109.884 | 111.084 | -2500.00 | 1908383.00 |
| 7791 | 2016.04.08 07:15 | buy | 2454 | 0.10 | 108.706 | 0.000 | 0.000 | ||
| 7792 | 2016.04.08 07:15 | modify | 2454 | 0.10 | 108.706 | 108.456 | 109.656 | ||
| 7793 | 2016.04.08 15:25 | s/l | 2454 | 0.10 | 108.456 | 108.456 | 109.656 | -2500.00 | 1905883.00 |
| 7794 | 2016.04.08 15:35 | buy | 2455 | 0.10 | 108.624 | 0.000 | 0.000 | ||
| 7795 | 2016.04.08 15:35 | modify | 2455 | 0.10 | 108.624 | 108.374 | 109.574 | ||
| 7796 | 2016.04.08 16:00 | close | 2455 | 0.10 | 108.692 | 108.374 | 109.574 | 680.00 | 1906563.00 |
| 7797 | 2016.05.23 04:35 | buy | 2456 | 0.10 | 109.727 | 0.000 | 0.000 | ||
| 7798 | 2016.05.23 04:35 | modify | 2456 | 0.10 | 109.727 | 109.477 | 110.677 | ||
| 7799 | 2016.05.23 10:20 | s/l | 2456 | 0.10 | 109.477 | 109.477 | 110.677 | -2500.00 | 1904063.00 |
| 7800 | 2016.05.23 10:35 | buy | 2457 | 0.10 | 109.521 | 0.000 | 0.000 | ||