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 |
| 7951 | 2016.08.15 02:55 | sell | 2505 | 0.10 | 101.297 | 0.000 | 0.000 | ||
| 7952 | 2016.08.15 02:55 | modify | 2505 | 0.10 | 101.297 | 101.597 | 100.097 | ||
| 7953 | 2016.08.15 15:05 | modify | 2505 | 0.10 | 101.297 | 101.297 | 100.097 | ||
| 7954 | 2016.08.16 12:20 | close | 2505 | 0.10 | 100.265 | 101.297 | 100.097 | 10294.00 | 1936263.00 |
| 7955 | 2016.08.18 12:25 | sell | 2506 | 0.10 | 100.295 | 0.000 | 0.000 | ||
| 7956 | 2016.08.18 12:25 | modify | 2506 | 0.10 | 100.295 | 100.595 | 99.095 | ||
| 7957 | 2016.08.19 00:15 | modify | 2506 | 0.10 | 100.295 | 100.295 | 99.095 | ||
| 7958 | 2016.08.19 03:20 | s/l | 2506 | 0.10 | 100.295 | 100.295 | 99.095 | -26.00 | 1936237.00 |
| 7959 | 2016.08.19 06:20 | buy | 2507 | 0.10 | 100.317 | 0.000 | 0.000 | ||
| 7960 | 2016.08.19 06:20 | modify | 2507 | 0.10 | 100.317 | 100.067 | 101.267 | ||
| 7961 | 2016.08.19 09:55 | s/l | 2507 | 0.10 | 100.067 | 100.067 | 101.267 | -2500.00 | 1933737.00 |
| 7962 | 2016.08.22 11:25 | buy | 2508 | 0.10 | 100.741 | 0.000 | 0.000 | ||
| 7963 | 2016.08.22 11:25 | modify | 2508 | 0.10 | 100.741 | 100.491 | 101.691 | ||
| 7964 | 2016.08.22 14:05 | s/l | 2508 | 0.10 | 100.491 | 100.491 | 101.691 | -2500.00 | 1931237.00 |
| 7965 | 2016.08.22 14:10 | buy | 2509 | 0.10 | 100.523 | 0.000 | 0.000 | ||
| 7966 | 2016.08.22 14:10 | modify | 2509 | 0.10 | 100.523 | 100.273 | 101.473 | ||
| 7967 | 2016.08.22 16:10 | s/l | 2509 | 0.10 | 100.273 | 100.273 | 101.473 | -2500.00 | 1928737.00 |
| 7968 | 2016.08.24 00:10 | buy | 2510 | 0.10 | 100.235 | 0.000 | 0.000 | ||
| 7969 | 2016.08.24 00:10 | modify | 2510 | 0.10 | 100.235 | 99.985 | 101.185 | ||
| 7970 | 2016.08.24 10:15 | close | 2510 | 0.10 | 100.273 | 99.985 | 101.185 | 380.00 | 1929117.00 |
| 7971 | 2016.08.24 11:05 | buy | 2511 | 0.10 | 100.314 | 0.000 | 0.000 | ||
| 7972 | 2016.08.24 11:05 | modify | 2511 | 0.10 | 100.314 | 100.064 | 101.264 | ||
| 7973 | 2016.08.24 21:10 | close | 2511 | 0.10 | 100.439 | 100.064 | 101.264 | 1250.00 | 1930367.00 |
| 7974 | 2016.08.24 21:45 | buy | 2512 | 0.10 | 100.451 | 0.000 | 0.000 | ||
| 7975 | 2016.08.24 21:45 | modify | 2512 | 0.10 | 100.451 | 100.201 | 101.401 | ||
| 7976 | 2016.08.25 07:50 | close | 2512 | 0.10 | 100.496 | 100.201 | 101.401 | 435.00 | 1930802.00 |
| 7977 | 2016.08.25 10:00 | buy | 2513 | 0.10 | 100.434 | 0.000 | 0.000 | ||
| 7978 | 2016.08.25 10:00 | modify | 2513 | 0.10 | 100.434 | 100.184 | 101.384 | ||
| 7979 | 2016.08.25 20:05 | close | 2513 | 0.10 | 100.534 | 100.184 | 101.384 | 1000.00 | 1931802.00 |
| 7980 | 2016.09.01 09:25 | sell | 2514 | 0.10 | 103.332 | 0.000 | 0.000 | ||
| 7981 | 2016.09.01 09:25 | modify | 2514 | 0.10 | 103.332 | 103.632 | 102.132 | ||
| 7982 | 2016.09.01 11:15 | s/l | 2514 | 0.10 | 103.632 | 103.632 | 102.132 | -3000.00 | 1928802.00 |
| 7983 | 2016.09.01 11:55 | sell | 2515 | 0.10 | 103.492 | 0.000 | 0.000 | ||
| 7984 | 2016.09.01 11:55 | modify | 2515 | 0.10 | 103.492 | 103.792 | 102.292 | ||
| 7985 | 2016.09.01 15:25 | s/l | 2515 | 0.10 | 103.792 | 103.792 | 102.292 | -3000.00 | 1925802.00 |
| 7986 | 2016.09.02 01:55 | sell | 2516 | 0.10 | 103.187 | 0.000 | 0.000 | ||
| 7987 | 2016.09.02 01:55 | modify | 2516 | 0.10 | 103.187 | 103.487 | 101.987 | ||
| 7988 | 2016.09.02 09:10 | close | 2516 | 0.10 | 103.454 | 103.487 | 101.987 | -2670.00 | 1923132.00 |
| 7989 | 2016.09.02 10:10 | sell | 2517 | 0.10 | 103.615 | 0.000 | 0.000 | ||
| 7990 | 2016.09.02 10:10 | modify | 2517 | 0.10 | 103.615 | 103.915 | 102.415 | ||
| 7991 | 2016.09.02 16:00 | close | 2517 | 0.10 | 103.442 | 103.915 | 102.415 | 1730.00 | 1924862.00 |
| 7992 | 2016.09.05 08:20 | sell | 2518 | 0.10 | 103.482 | 0.000 | 0.000 | ||
| 7993 | 2016.09.05 08:20 | modify | 2518 | 0.10 | 103.482 | 103.782 | 102.282 | ||
| 7994 | 2016.09.05 21:50 | modify | 2518 | 0.10 | 103.482 | 103.482 | 102.282 | ||
| 7995 | 2016.09.06 02:45 | s/l | 2518 | 0.10 | 103.482 | 103.482 | 102.282 | -26.00 | 1924836.00 |
| 7996 | 2016.09.06 03:15 | sell | 2519 | 0.10 | 103.462 | 0.000 | 0.000 | ||
| 7997 | 2016.09.06 03:15 | modify | 2519 | 0.10 | 103.462 | 103.762 | 102.262 | ||
| 7998 | 2016.09.06 05:05 | s/l | 2519 | 0.10 | 103.762 | 103.762 | 102.262 | -3000.00 | 1921836.00 |
| 7999 | 2016.09.09 01:15 | buy | 2520 | 0.10 | 102.455 | 0.000 | 0.000 | ||
| 8000 | 2016.09.09 01:15 | modify | 2520 | 0.10 | 102.455 | 102.205 | 103.405 | ||
| 8001 | 2016.09.09 03:25 | s/l | 2520 | 0.10 | 102.205 | 102.205 | 103.405 | -2500.00 | 1919336.00 |
| 8002 | 2016.09.09 03:45 | buy | 2521 | 0.10 | 102.236 | 0.000 | 0.000 | ||
| 8003 | 2016.09.09 03:45 | modify | 2521 | 0.10 | 102.236 | 101.986 | 103.186 | ||
| 8004 | 2016.09.09 05:45 | s/l | 2521 | 0.10 | 101.986 | 101.986 | 103.186 | -2500.00 | 1916836.00 |
| 8005 | 2016.09.09 05:55 | buy | 2522 | 0.10 | 102.026 | 0.000 | 0.000 | ||
| 8006 | 2016.09.09 05:55 | modify | 2522 | 0.10 | 102.026 | 101.776 | 102.976 | ||
| 8007 | 2016.09.09 14:45 | modify | 2522 | 0.10 | 102.026 | 102.026 | 102.976 | ||
| 8008 | 2016.09.09 15:20 | t/p | 2522 | 0.10 | 102.976 | 102.026 | 102.976 | 9500.00 | 1926336.00 |
| 8009 | 2016.09.12 01:05 | buy | 2523 | 0.10 | 102.597 | 0.000 | 0.000 | ||
| 8010 | 2016.09.12 01:05 | modify | 2523 | 0.10 | 102.597 | 102.347 | 103.547 | ||
| 8011 | 2016.09.12 01:55 | s/l | 2523 | 0.10 | 102.347 | 102.347 | 103.547 | -2500.00 | 1923836.00 |
| 8012 | 2016.09.13 14:25 | buy | 2524 | 0.10 | 102.210 | 0.000 | 0.000 | ||
| 8013 | 2016.09.13 14:25 | modify | 2524 | 0.10 | 102.210 | 101.960 | 103.160 | ||
| 8014 | 2016.09.13 22:35 | modify | 2524 | 0.10 | 102.210 | 102.210 | 103.160 | ||
| 8015 | 2016.09.14 04:45 | t/p | 2524 | 0.10 | 103.160 | 102.210 | 103.160 | 9485.00 | 1933321.00 |
| 8016 | 2016.09.14 07:50 | buy | 2525 | 0.10 | 102.993 | 0.000 | 0.000 | ||
| 8017 | 2016.09.14 07:50 | modify | 2525 | 0.10 | 102.993 | 102.743 | 103.943 | ||
| 8018 | 2016.09.14 12:10 | s/l | 2525 | 0.10 | 102.743 | 102.743 | 103.943 | -2500.00 | 1930821.00 |
| 8019 | 2016.09.15 00:20 | sell | 2526 | 0.10 | 102.411 | 0.000 | 0.000 | ||
| 8020 | 2016.09.15 00:20 | modify | 2526 | 0.10 | 102.411 | 102.711 | 101.211 | ||
| 8021 | 2016.09.15 14:25 | close | 2526 | 0.10 | 102.269 | 102.711 | 101.211 | 1420.00 | 1932241.00 |
| 8022 | 2016.09.16 06:05 | sell | 2527 | 0.10 | 102.052 | 0.000 | 0.000 | ||
| 8023 | 2016.09.16 06:05 | modify | 2527 | 0.10 | 102.052 | 102.352 | 100.852 | ||
| 8024 | 2016.09.16 16:00 | close | 2527 | 0.10 | 102.153 | 102.352 | 100.852 | -1010.00 | 1931231.00 |
| 8025 | 2016.09.19 15:05 | sell | 2528 | 0.10 | 101.770 | 0.000 | 0.000 | ||
| 8026 | 2016.09.19 15:05 | modify | 2528 | 0.10 | 101.770 | 102.070 | 100.570 | ||
| 8027 | 2016.09.20 00:25 | close | 2528 | 0.10 | 101.903 | 102.070 | 100.570 | -1356.00 | 1929875.00 |
| 8028 | 2016.09.20 00:35 | sell | 2529 | 0.10 | 101.831 | 0.000 | 0.000 | ||
| 8029 | 2016.09.20 00:35 | modify | 2529 | 0.10 | 101.831 | 102.131 | 100.631 | ||
| 8030 | 2016.09.20 14:40 | close | 2529 | 0.10 | 101.916 | 102.131 | 100.631 | -850.00 | 1929025.00 |
| 8031 | 2016.09.21 02:05 | sell | 2530 | 0.10 | 101.708 | 0.000 | 0.000 | ||
| 8032 | 2016.09.21 02:05 | modify | 2530 | 0.10 | 101.708 | 102.008 | 100.508 | ||
| 8033 | 2016.09.21 07:00 | s/l | 2530 | 0.10 | 102.008 | 102.008 | 100.508 | -3000.00 | 1926025.00 |
| 8034 | 2016.09.22 20:45 | buy | 2531 | 0.10 | 100.783 | 0.000 | 0.000 | ||
| 8035 | 2016.09.22 20:45 | modify | 2531 | 0.10 | 100.783 | 100.533 | 101.733 | ||
| 8036 | 2016.09.23 06:40 | modify | 2531 | 0.10 | 100.783 | 100.783 | 101.733 | ||
| 8037 | 2016.09.23 09:40 | s/l | 2531 | 0.10 | 100.783 | 100.783 | 101.733 | -15.00 | 1926010.00 |
| 8038 | 2016.09.26 16:35 | sell | 2532 | 0.10 | 100.444 | 0.000 | 0.000 | ||
| 8039 | 2016.09.26 16:35 | modify | 2532 | 0.10 | 100.444 | 100.744 | 99.244 | ||
| 8040 | 2016.09.27 04:50 | s/l | 2532 | 0.10 | 100.744 | 100.744 | 99.244 | -3026.00 | 1922984.00 |
| 8041 | 2016.09.27 08:05 | buy | 2533 | 0.10 | 100.792 | 0.000 | 0.000 | ||
| 8042 | 2016.09.27 08:05 | modify | 2533 | 0.10 | 100.792 | 100.542 | 101.742 | ||
| 8043 | 2016.09.27 10:45 | s/l | 2533 | 0.10 | 100.542 | 100.542 | 101.742 | -2500.00 | 1920484.00 |
| 8044 | 2016.09.27 11:30 | buy | 2534 | 0.10 | 100.606 | 0.000 | 0.000 | ||
| 8045 | 2016.09.27 11:30 | modify | 2534 | 0.10 | 100.606 | 100.356 | 101.556 | ||
| 8046 | 2016.09.27 12:15 | s/l | 2534 | 0.10 | 100.356 | 100.356 | 101.556 | -2500.00 | 1917984.00 |
| 8047 | 2016.09.27 13:30 | buy | 2535 | 0.10 | 100.405 | 0.000 | 0.000 | ||
| 8048 | 2016.09.27 13:30 | modify | 2535 | 0.10 | 100.405 | 100.155 | 101.355 | ||
| 8049 | 2016.09.27 23:35 | close | 2535 | 0.10 | 100.359 | 100.155 | 101.355 | -460.00 | 1917524.00 |
| 8050 | 2016.09.28 10:05 | buy | 2536 | 0.10 | 100.580 | 0.000 | 0.000 | ||
| 8051 | 2016.09.28 10:05 | modify | 2536 | 0.10 | 100.580 | 100.330 | 101.530 | ||
| 8052 | 2016.09.28 20:10 | close | 2536 | 0.10 | 100.576 | 100.330 | 101.530 | -40.00 | 1917484.00 |
| 8053 | 2016.09.29 00:15 | buy | 2537 | 0.10 | 100.655 | 0.000 | 0.000 | ||
| 8054 | 2016.09.29 00:15 | modify | 2537 | 0.10 | 100.655 | 100.405 | 101.605 | ||
| 8055 | 2016.09.29 04:25 | modify | 2537 | 0.10 | 100.655 | 100.655 | 101.605 | ||
| 8056 | 2016.09.29 06:10 | close | 2537 | 0.10 | 101.308 | 100.655 | 101.605 | 6530.00 | 1924014.00 |
| 8057 | 2016.10.03 08:35 | buy | 2538 | 0.10 | 101.441 | 0.000 | 0.000 | ||
| 8058 | 2016.10.03 08:35 | modify | 2538 | 0.10 | 101.441 | 101.191 | 102.391 | ||
| 8059 | 2016.10.03 18:40 | close | 2538 | 0.10 | 101.528 | 101.191 | 102.391 | 870.00 | 1924884.00 |
| 8060 | 2016.10.03 20:30 | buy | 2539 | 0.10 | 101.542 | 0.000 | 0.000 | ||
| 8061 | 2016.10.03 20:30 | modify | 2539 | 0.10 | 101.542 | 101.292 | 102.492 | ||
| 8062 | 2016.10.04 05:10 | modify | 2539 | 0.10 | 101.542 | 101.542 | 102.492 | ||
| 8063 | 2016.10.04 12:45 | close | 2539 | 0.10 | 102.322 | 101.542 | 102.492 | 7785.00 | 1932669.00 |
| 8064 | 2016.10.10 01:40 | sell | 2540 | 0.10 | 103.080 | 0.000 | 0.000 | ||
| 8065 | 2016.10.10 01:40 | modify | 2540 | 0.10 | 103.080 | 103.380 | 101.880 | ||
| 8066 | 2016.10.10 13:45 | close | 2540 | 0.10 | 103.354 | 103.380 | 101.880 | -2740.00 | 1929929.00 |
| 8067 | 2016.10.11 16:10 | sell | 2541 | 0.10 | 103.701 | 0.000 | 0.000 | ||
| 8068 | 2016.10.11 16:10 | modify | 2541 | 0.10 | 103.701 | 104.001 | 102.501 | ||
| 8069 | 2016.10.12 06:15 | close | 2541 | 0.10 | 103.480 | 104.001 | 102.501 | 2184.00 | 1932113.00 |
| 8070 | 2016.10.13 00:20 | buy | 2542 | 0.10 | 104.195 | 0.000 | 0.000 | ||
| 8071 | 2016.10.13 00:20 | modify | 2542 | 0.10 | 104.195 | 103.945 | 105.145 | ||
| 8072 | 2016.10.13 05:15 | s/l | 2542 | 0.10 | 103.945 | 103.945 | 105.145 | -2500.00 | 1929613.00 |
| 8073 | 2016.10.17 20:45 | sell | 2543 | 0.10 | 103.822 | 0.000 | 0.000 | ||
| 8074 | 2016.10.17 20:45 | modify | 2543 | 0.10 | 103.822 | 104.122 | 102.622 | ||
| 8075 | 2016.10.18 10:15 | s/l | 2543 | 0.10 | 104.122 | 104.122 | 102.622 | -3026.00 | 1926587.00 |
| 8076 | 2016.10.19 16:20 | sell | 2544 | 0.10 | 103.382 | 0.000 | 0.000 | ||
| 8077 | 2016.10.19 16:20 | modify | 2544 | 0.10 | 103.382 | 103.682 | 102.182 | ||
| 8078 | 2016.10.20 06:25 | close | 2544 | 0.10 | 103.529 | 103.682 | 102.182 | -1496.00 | 1925091.00 |
| 8079 | 2016.10.21 01:00 | buy | 2545 | 0.10 | 103.976 | 0.000 | 0.000 | ||
| 8080 | 2016.10.21 01:00 | modify | 2545 | 0.10 | 103.976 | 103.726 | 104.926 | ||
| 8081 | 2016.10.21 11:05 | close | 2545 | 0.10 | 103.824 | 103.726 | 104.926 | -1520.00 | 1923571.00 |
| 8082 | 2016.10.24 07:40 | buy | 2546 | 0.10 | 103.931 | 0.000 | 0.000 | ||
| 8083 | 2016.10.24 07:40 | modify | 2546 | 0.10 | 103.931 | 103.681 | 104.881 | ||
| 8084 | 2016.10.24 17:45 | close | 2546 | 0.10 | 104.211 | 103.681 | 104.881 | 2800.00 | 1926371.00 |
| 8085 | 2016.10.24 20:25 | buy | 2547 | 0.10 | 104.231 | 0.000 | 0.000 | ||
| 8086 | 2016.10.24 20:25 | modify | 2547 | 0.10 | 104.231 | 103.981 | 105.181 | ||
| 8087 | 2016.10.25 06:30 | close | 2547 | 0.10 | 104.438 | 103.981 | 105.181 | 2055.00 | 1928426.00 |
| 8088 | 2016.10.25 09:05 | buy | 2548 | 0.10 | 104.409 | 0.000 | 0.000 | ||
| 8089 | 2016.10.25 09:05 | modify | 2548 | 0.10 | 104.409 | 104.159 | 105.359 | ||
| 8090 | 2016.10.25 19:10 | close | 2548 | 0.10 | 104.277 | 104.159 | 105.359 | -1320.00 | 1927106.00 |
| 8091 | 2016.10.26 05:30 | sell | 2549 | 0.10 | 104.242 | 0.000 | 0.000 | ||
| 8092 | 2016.10.26 05:30 | modify | 2549 | 0.10 | 104.242 | 104.542 | 103.042 | ||
| 8093 | 2016.10.26 19:35 | s/l | 2549 | 0.10 | 104.542 | 104.542 | 103.042 | -3000.00 | 1924106.00 |
| 8094 | 2016.10.27 05:40 | buy | 2550 | 0.10 | 104.417 | 0.000 | 0.000 | ||
| 8095 | 2016.10.27 05:40 | modify | 2550 | 0.10 | 104.417 | 104.167 | 105.367 | ||
| 8096 | 2016.10.27 15:45 | close | 2550 | 0.10 | 104.794 | 104.167 | 105.367 | 3770.00 | 1927876.00 |
| 8097 | 2016.10.31 00:00 | sell | 2551 | 0.10 | 104.376 | 0.000 | 0.000 | ||
| 8098 | 2016.10.31 00:00 | modify | 2551 | 0.10 | 104.376 | 104.676 | 103.176 | ||
| 8099 | 2016.10.31 02:40 | close | 2551 | 0.10 | 104.640 | 104.676 | 103.176 | -2640.00 | 1925236.00 |
| 8100 | 2016.10.31 03:00 | sell | 2552 | 0.10 | 104.562 | 0.000 | 0.000 | ||