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 |
| 7801 | 2016.05.23 10:35 | modify | 2457 | 0.10 | 109.521 | 109.271 | 110.471 | ||
| 7802 | 2016.05.23 20:10 | s/l | 2457 | 0.10 | 109.271 | 109.271 | 110.471 | -2500.00 | 1901563.00 |
| 7803 | 2016.05.25 07:40 | buy | 2458 | 0.10 | 110.020 | 0.000 | 0.000 | ||
| 7804 | 2016.05.25 07:40 | modify | 2458 | 0.10 | 110.020 | 109.770 | 110.970 | ||
| 7805 | 2016.05.25 17:45 | close | 2458 | 0.10 | 110.353 | 109.770 | 110.970 | 3330.00 | 1904893.00 |
| 7806 | 2016.05.31 06:00 | sell | 2459 | 0.10 | 111.066 | 0.000 | 0.000 | ||
| 7807 | 2016.05.31 06:00 | modify | 2459 | 0.10 | 111.066 | 111.366 | 109.866 | ||
| 7808 | 2016.05.31 20:05 | close | 2459 | 0.10 | 110.699 | 111.366 | 109.866 | 3670.00 | 1908563.00 |
| 7809 | 2016.06.06 20:35 | buy | 2460 | 0.10 | 107.114 | 0.000 | 0.000 | ||
| 7810 | 2016.06.06 20:35 | modify | 2460 | 0.10 | 107.114 | 106.864 | 108.064 | ||
| 7811 | 2016.06.06 23:10 | modify | 2460 | 0.10 | 107.114 | 107.114 | 108.064 | ||
| 7812 | 2016.06.07 00:35 | close | 2460 | 0.10 | 107.568 | 107.114 | 108.064 | 4525.00 | 1913088.00 |
| 7813 | 2016.06.07 02:55 | buy | 2461 | 0.10 | 107.499 | 0.000 | 0.000 | ||
| 7814 | 2016.06.07 02:55 | modify | 2461 | 0.10 | 107.499 | 107.249 | 108.449 | ||
| 7815 | 2016.06.07 03:30 | s/l | 2461 | 0.10 | 107.249 | 107.249 | 108.449 | -2500.00 | 1910588.00 |
| 7816 | 2016.06.07 03:50 | buy | 2462 | 0.10 | 107.326 | 0.000 | 0.000 | ||
| 7817 | 2016.06.07 03:50 | modify | 2462 | 0.10 | 107.326 | 107.076 | 108.276 | ||
| 7818 | 2016.06.07 12:40 | modify | 2462 | 0.10 | 107.326 | 107.326 | 108.276 | ||
| 7819 | 2016.06.07 16:55 | s/l | 2462 | 0.10 | 107.326 | 107.326 | 108.276 | 0.00 | 1910588.00 |
| 7820 | 2016.06.10 02:00 | buy | 2463 | 0.10 | 107.023 | 0.000 | 0.000 | ||
| 7821 | 2016.06.10 02:00 | modify | 2463 | 0.10 | 107.023 | 106.773 | 107.973 | ||
| 7822 | 2016.06.10 10:20 | s/l | 2463 | 0.10 | 106.773 | 106.773 | 107.973 | -2500.00 | 1908088.00 |
| 7823 | 2016.06.10 10:50 | buy | 2464 | 0.10 | 106.838 | 0.000 | 0.000 | ||
| 7824 | 2016.06.10 10:50 | modify | 2464 | 0.10 | 106.838 | 106.588 | 107.788 | ||
| 7825 | 2016.06.10 16:00 | close | 2464 | 0.10 | 106.889 | 106.588 | 107.788 | 510.00 | 1908598.00 |
| 7826 | 2016.06.14 01:15 | buy | 2465 | 0.10 | 106.146 | 0.000 | 0.000 | ||
| 7827 | 2016.06.14 01:15 | modify | 2465 | 0.10 | 106.146 | 105.896 | 107.096 | ||
| 7828 | 2016.06.14 08:05 | s/l | 2465 | 0.10 | 105.896 | 105.896 | 107.096 | -2500.00 | 1906098.00 |
| 7829 | 2016.06.15 01:40 | buy | 2466 | 0.10 | 106.056 | 0.000 | 0.000 | ||
| 7830 | 2016.06.15 01:40 | modify | 2466 | 0.10 | 106.056 | 105.806 | 107.006 | ||
| 7831 | 2016.06.15 11:45 | close | 2466 | 0.10 | 106.312 | 105.806 | 107.006 | 2560.00 | 1908658.00 |
| 7832 | 2016.06.15 23:20 | sell | 2467 | 0.10 | 105.936 | 0.000 | 0.000 | ||
| 7833 | 2016.06.15 23:20 | modify | 2467 | 0.10 | 105.936 | 106.236 | 104.736 | ||
| 7834 | 2016.06.16 05:50 | t/p | 2467 | 0.10 | 104.736 | 106.236 | 104.736 | 11974.00 | 1920632.00 |
| 7835 | 2016.06.17 01:05 | buy | 2468 | 0.10 | 104.335 | 0.000 | 0.000 | ||
| 7836 | 2016.06.17 01:05 | modify | 2468 | 0.10 | 104.335 | 104.085 | 105.285 | ||
| 7837 | 2016.06.17 10:20 | s/l | 2468 | 0.10 | 104.085 | 104.085 | 105.285 | -2500.00 | 1918132.00 |
| 7838 | 2016.06.20 06:35 | buy | 2469 | 0.10 | 104.518 | 0.000 | 0.000 | ||
| 7839 | 2016.06.20 06:35 | modify | 2469 | 0.10 | 104.518 | 104.268 | 105.468 | ||
| 7840 | 2016.06.20 16:40 | close | 2469 | 0.10 | 104.435 | 104.268 | 105.468 | -830.00 | 1917302.00 |
| 7841 | 2016.06.21 12:55 | buy | 2470 | 0.10 | 104.392 | 0.000 | 0.000 | ||
| 7842 | 2016.06.21 12:55 | modify | 2470 | 0.10 | 104.392 | 104.142 | 105.342 | ||
| 7843 | 2016.06.21 21:20 | modify | 2470 | 0.10 | 104.392 | 104.392 | 105.342 | ||
| 7844 | 2016.06.22 05:15 | s/l | 2470 | 0.10 | 104.392 | 104.392 | 105.342 | -15.00 | 1917287.00 |
| 7845 | 2016.06.23 06:30 | buy | 2471 | 0.10 | 104.598 | 0.000 | 0.000 | ||
| 7846 | 2016.06.23 06:30 | modify | 2471 | 0.10 | 104.598 | 104.348 | 105.548 | ||
| 7847 | 2016.06.23 09:15 | s/l | 2471 | 0.10 | 104.348 | 104.348 | 105.548 | -2500.00 | 1914787.00 |
| 7848 | 2016.06.23 10:05 | buy | 2472 | 0.10 | 104.398 | 0.000 | 0.000 | ||
| 7849 | 2016.06.23 10:05 | modify | 2472 | 0.10 | 104.398 | 104.148 | 105.348 | ||
| 7850 | 2016.06.23 13:35 | t/p | 2472 | 0.10 | 105.348 | 104.148 | 105.348 | 9500.00 | 1924287.00 |
| 7851 | 2016.06.27 07:45 | sell | 2473 | 0.10 | 101.625 | 0.000 | 0.000 | ||
| 7852 | 2016.06.27 07:45 | modify | 2473 | 0.10 | 101.625 | 101.925 | 100.425 | ||
| 7853 | 2016.06.27 09:30 | s/l | 2473 | 0.10 | 101.925 | 101.925 | 100.425 | -3000.00 | 1921287.00 |
| 7854 | 2016.06.27 10:45 | sell | 2474 | 0.10 | 101.968 | 0.000 | 0.000 | ||
| 7855 | 2016.06.27 10:45 | modify | 2474 | 0.10 | 101.968 | 102.268 | 100.768 | ||
| 7856 | 2016.06.28 00:50 | close | 2474 | 0.10 | 101.873 | 102.268 | 100.768 | 924.00 | 1922211.00 |
| 7857 | 2016.06.29 08:25 | sell | 2475 | 0.10 | 102.328 | 0.000 | 0.000 | ||
| 7858 | 2016.06.29 08:25 | modify | 2475 | 0.10 | 102.328 | 102.628 | 101.128 | ||
| 7859 | 2016.06.29 12:35 | s/l | 2475 | 0.10 | 102.628 | 102.628 | 101.128 | -3000.00 | 1919211.00 |
| 7860 | 2016.06.30 02:30 | buy | 2476 | 0.10 | 102.916 | 0.000 | 0.000 | ||
| 7861 | 2016.06.30 02:30 | modify | 2476 | 0.10 | 102.916 | 102.666 | 103.866 | ||
| 7862 | 2016.06.30 04:10 | s/l | 2476 | 0.10 | 102.666 | 102.666 | 103.866 | -2500.00 | 1916711.00 |
| 7863 | 2016.06.30 04:35 | buy | 2477 | 0.10 | 102.712 | 0.000 | 0.000 | ||
| 7864 | 2016.06.30 04:35 | modify | 2477 | 0.10 | 102.712 | 102.462 | 103.662 | ||
| 7865 | 2016.06.30 09:35 | s/l | 2477 | 0.10 | 102.462 | 102.462 | 103.662 | -2500.00 | 1914211.00 |
| 7866 | 2016.07.01 00:30 | buy | 2478 | 0.10 | 103.263 | 0.000 | 0.000 | ||
| 7867 | 2016.07.01 00:30 | modify | 2478 | 0.10 | 103.263 | 103.013 | 104.213 | ||
| 7868 | 2016.07.01 03:20 | s/l | 2478 | 0.10 | 103.013 | 103.013 | 104.213 | -2500.00 | 1911711.00 |
| 7869 | 2016.07.01 03:30 | buy | 2479 | 0.10 | 103.045 | 0.000 | 0.000 | ||
| 7870 | 2016.07.01 03:30 | modify | 2479 | 0.10 | 103.045 | 102.795 | 103.995 | ||
| 7871 | 2016.07.01 06:45 | close | 2479 | 0.10 | 102.815 | 102.795 | 103.995 | -2300.00 | 1909411.00 |
| 7872 | 2016.07.01 06:50 | buy | 2480 | 0.10 | 102.796 | 0.000 | 0.000 | ||
| 7873 | 2016.07.01 06:50 | modify | 2480 | 0.10 | 102.796 | 102.546 | 103.746 | ||
| 7874 | 2016.07.01 10:40 | s/l | 2480 | 0.10 | 102.546 | 102.546 | 103.746 | -2500.00 | 1906911.00 |
| 7875 | 2016.07.04 09:45 | buy | 2481 | 0.10 | 102.658 | 0.000 | 0.000 | ||
| 7876 | 2016.07.04 09:45 | modify | 2481 | 0.10 | 102.658 | 102.408 | 103.608 | ||
| 7877 | 2016.07.04 19:25 | close | 2481 | 0.10 | 102.493 | 102.408 | 103.608 | -1650.00 | 1905261.00 |
| 7878 | 2016.07.05 00:30 | sell | 2482 | 0.10 | 102.500 | 0.000 | 0.000 | ||
| 7879 | 2016.07.05 00:30 | modify | 2482 | 0.10 | 102.500 | 102.800 | 101.300 | ||
| 7880 | 2016.07.05 07:05 | modify | 2482 | 0.10 | 102.500 | 102.500 | 101.300 | ||
| 7881 | 2016.07.05 12:35 | close | 2482 | 0.10 | 101.723 | 102.500 | 101.300 | 7770.00 | 1913031.00 |
| 7882 | 2016.07.07 05:30 | buy | 2483 | 0.10 | 100.968 | 0.000 | 0.000 | ||
| 7883 | 2016.07.07 05:30 | modify | 2483 | 0.10 | 100.968 | 100.718 | 101.918 | ||
| 7884 | 2016.07.07 08:40 | s/l | 2483 | 0.10 | 100.718 | 100.718 | 101.918 | -2500.00 | 1910531.00 |
| 7885 | 2016.07.07 20:55 | sell | 2484 | 0.10 | 100.622 | 0.000 | 0.000 | ||
| 7886 | 2016.07.07 20:55 | modify | 2484 | 0.10 | 100.622 | 100.922 | 99.422 | ||
| 7887 | 2016.07.08 03:55 | s/l | 2484 | 0.10 | 100.922 | 100.922 | 99.422 | -3026.00 | 1907505.00 |
| 7888 | 2016.07.08 11:15 | sell | 2485 | 0.10 | 100.644 | 0.000 | 0.000 | ||
| 7889 | 2016.07.08 11:15 | modify | 2485 | 0.10 | 100.644 | 100.944 | 99.444 | ||
| 7890 | 2016.07.08 15:35 | s/l | 2485 | 0.10 | 100.944 | 100.944 | 99.444 | -3000.00 | 1904505.00 |
| 7891 | 2016.07.08 16:40 | buy | 2486 | 0.10 | 100.543 | 0.000 | 0.000 | ||
| 7892 | 2016.07.08 16:40 | close | 2486 | 0.10 | 100.538 | 0.000 | 0.000 | -50.00 | 1904455.00 |
| 7893 | 2016.07.11 06:00 | buy | 2487 | 0.10 | 100.695 | 0.000 | 0.000 | ||
| 7894 | 2016.07.11 06:00 | modify | 2487 | 0.10 | 100.695 | 100.445 | 101.645 | ||
| 7895 | 2016.07.11 09:10 | t/p | 2487 | 0.10 | 101.645 | 100.445 | 101.645 | 9500.00 | 1913955.00 |
| 7896 | 2016.07.14 08:40 | buy | 2488 | 0.10 | 104.754 | 0.000 | 0.000 | ||
| 7897 | 2016.07.14 08:40 | modify | 2488 | 0.10 | 104.754 | 104.504 | 105.704 | ||
| 7898 | 2016.07.14 09:30 | t/p | 2488 | 0.10 | 105.704 | 104.504 | 105.704 | 9500.00 | 1923455.00 |
| 7899 | 2016.07.18 01:50 | sell | 2489 | 0.10 | 105.667 | 0.000 | 0.000 | ||
| 7900 | 2016.07.18 01:50 | modify | 2489 | 0.10 | 105.667 | 105.967 | 104.467 | ||
| 7901 | 2016.07.18 15:55 | close | 2489 | 0.10 | 105.614 | 105.967 | 104.467 | 530.00 | 1923985.00 |
| 7902 | 2016.07.19 09:40 | sell | 2490 | 0.10 | 105.899 | 0.000 | 0.000 | ||
| 7903 | 2016.07.19 09:40 | modify | 2490 | 0.10 | 105.899 | 106.199 | 104.699 | ||
| 7904 | 2016.07.19 13:00 | s/l | 2490 | 0.10 | 106.199 | 106.199 | 104.699 | -3000.00 | 1920985.00 |
| 7905 | 2016.07.20 01:20 | sell | 2491 | 0.10 | 106.070 | 0.000 | 0.000 | ||
| 7906 | 2016.07.20 01:20 | modify | 2491 | 0.10 | 106.070 | 106.370 | 104.870 | ||
| 7907 | 2016.07.20 10:55 | s/l | 2491 | 0.10 | 106.370 | 106.370 | 104.870 | -3000.00 | 1917985.00 |
| 7908 | 2016.07.21 17:40 | sell | 2492 | 0.10 | 106.169 | 0.000 | 0.000 | ||
| 7909 | 2016.07.21 17:40 | modify | 2492 | 0.10 | 106.169 | 106.469 | 104.969 | ||
| 7910 | 2016.07.21 23:45 | modify | 2492 | 0.10 | 106.169 | 106.169 | 104.969 | ||
| 7911 | 2016.07.22 00:50 | s/l | 2492 | 0.10 | 106.169 | 106.169 | 104.969 | -26.00 | 1917959.00 |
| 7912 | 2016.07.22 01:30 | sell | 2493 | 0.10 | 106.048 | 0.000 | 0.000 | ||
| 7913 | 2016.07.22 01:30 | modify | 2493 | 0.10 | 106.048 | 106.348 | 104.848 | ||
| 7914 | 2016.07.22 15:35 | close | 2493 | 0.10 | 106.153 | 106.348 | 104.848 | -1050.00 | 1916909.00 |
| 7915 | 2016.07.25 12:00 | sell | 2494 | 0.10 | 106.329 | 0.000 | 0.000 | ||
| 7916 | 2016.07.25 12:00 | modify | 2494 | 0.10 | 106.329 | 106.629 | 105.129 | ||
| 7917 | 2016.07.25 19:30 | modify | 2494 | 0.10 | 106.329 | 106.329 | 105.129 | ||
| 7918 | 2016.07.25 22:45 | close | 2494 | 0.10 | 105.793 | 106.329 | 105.129 | 5360.00 | 1922269.00 |
| 7919 | 2016.07.26 01:45 | sell | 2495 | 0.10 | 105.805 | 0.000 | 0.000 | ||
| 7920 | 2016.07.26 01:45 | modify | 2495 | 0.10 | 105.805 | 106.105 | 104.605 | ||
| 7921 | 2016.07.26 05:00 | modify | 2495 | 0.10 | 105.805 | 105.805 | 104.605 | ||
| 7922 | 2016.07.26 06:40 | close | 2495 | 0.10 | 104.820 | 105.805 | 104.605 | 9850.00 | 1932119.00 |
| 7923 | 2016.07.27 09:05 | buy | 2496 | 0.10 | 105.573 | 0.000 | 0.000 | ||
| 7924 | 2016.07.27 09:05 | modify | 2496 | 0.10 | 105.573 | 105.323 | 106.523 | ||
| 7925 | 2016.07.27 19:10 | close | 2496 | 0.10 | 105.658 | 105.323 | 106.523 | 850.00 | 1932969.00 |
| 7926 | 2016.07.27 19:30 | buy | 2497 | 0.10 | 105.702 | 0.000 | 0.000 | ||
| 7927 | 2016.07.27 19:30 | modify | 2497 | 0.10 | 105.702 | 105.452 | 106.652 | ||
| 7928 | 2016.07.27 22:00 | s/l | 2497 | 0.10 | 105.452 | 105.452 | 106.652 | -2500.00 | 1930469.00 |
| 7929 | 2016.07.28 12:20 | sell | 2498 | 0.10 | 104.705 | 0.000 | 0.000 | ||
| 7930 | 2016.07.28 12:20 | modify | 2498 | 0.10 | 104.705 | 105.005 | 103.505 | ||
| 7931 | 2016.07.28 20:50 | s/l | 2498 | 0.10 | 105.005 | 105.005 | 103.505 | -3000.00 | 1927469.00 |
| 7932 | 2016.07.29 00:45 | buy | 2499 | 0.10 | 105.308 | 0.000 | 0.000 | ||
| 7933 | 2016.07.29 00:45 | modify | 2499 | 0.10 | 105.308 | 105.058 | 106.258 | ||
| 7934 | 2016.07.29 01:35 | s/l | 2499 | 0.10 | 105.058 | 105.058 | 106.258 | -2500.00 | 1924969.00 |
| 7935 | 2016.08.03 04:55 | sell | 2500 | 0.10 | 101.247 | 0.000 | 0.000 | ||
| 7936 | 2016.08.03 04:55 | modify | 2500 | 0.10 | 101.247 | 101.547 | 100.047 | ||
| 7937 | 2016.08.03 17:35 | s/l | 2500 | 0.10 | 101.547 | 101.547 | 100.047 | -3000.00 | 1921969.00 |
| 7938 | 2016.08.04 00:55 | buy | 2501 | 0.10 | 101.264 | 0.000 | 0.000 | ||
| 7939 | 2016.08.04 00:55 | modify | 2501 | 0.10 | 101.264 | 101.014 | 102.214 | ||
| 7940 | 2016.08.04 04:40 | s/l | 2501 | 0.10 | 101.014 | 101.014 | 102.214 | -2500.00 | 1919469.00 |
| 7941 | 2016.08.04 05:20 | buy | 2502 | 0.10 | 101.031 | 0.000 | 0.000 | ||
| 7942 | 2016.08.04 05:20 | modify | 2502 | 0.10 | 101.031 | 100.781 | 101.981 | ||
| 7943 | 2016.08.04 15:25 | close | 2502 | 0.10 | 101.119 | 100.781 | 101.981 | 880.00 | 1920349.00 |
| 7944 | 2016.08.08 00:25 | buy | 2503 | 0.10 | 101.939 | 0.000 | 0.000 | ||
| 7945 | 2016.08.08 00:25 | modify | 2503 | 0.10 | 101.939 | 101.689 | 102.889 | ||
| 7946 | 2016.08.08 10:30 | close | 2503 | 0.10 | 102.156 | 101.689 | 102.889 | 2170.00 | 1922519.00 |
| 7947 | 2016.08.08 10:45 | buy | 2504 | 0.10 | 102.208 | 0.000 | 0.000 | ||
| 7948 | 2016.08.08 10:45 | modify | 2504 | 0.10 | 102.208 | 101.958 | 103.158 | ||
| 7949 | 2016.08.08 19:20 | modify | 2504 | 0.10 | 102.208 | 102.208 | 103.158 | ||
| 7950 | 2016.08.08 20:30 | close | 2504 | 0.10 | 102.553 | 102.208 | 103.158 | 3450.00 | 1925969.00 |