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 |
| 8101 | 2016.10.31 03:00 | modify | 2552 | 0.10 | 104.562 | 104.862 | 103.362 | ||
| 8102 | 2016.10.31 03:35 | s/l | 2552 | 0.10 | 104.862 | 104.862 | 103.362 | -3000.00 | 1922236.00 |
| 8103 | 2016.10.31 03:55 | sell | 2553 | 0.10 | 104.785 | 0.000 | 0.000 | ||
| 8104 | 2016.10.31 03:55 | modify | 2553 | 0.10 | 104.785 | 105.085 | 103.585 | ||
| 8105 | 2016.10.31 14:40 | close | 2553 | 0.10 | 105.061 | 105.085 | 103.585 | -2760.00 | 1919476.00 |
| 8106 | 2016.10.31 16:55 | buy | 2554 | 0.10 | 105.034 | 0.000 | 0.000 | ||
| 8107 | 2016.10.31 16:55 | modify | 2554 | 0.10 | 105.034 | 104.784 | 105.984 | ||
| 8108 | 2016.10.31 23:20 | s/l | 2554 | 0.10 | 104.784 | 104.784 | 105.984 | -2500.00 | 1916976.00 |
| 8109 | 2016.11.01 11:45 | sell | 2555 | 0.10 | 105.037 | 0.000 | 0.000 | ||
| 8110 | 2016.11.01 11:45 | modify | 2555 | 0.10 | 105.037 | 105.337 | 103.837 | ||
| 8111 | 2016.11.01 19:25 | modify | 2555 | 0.10 | 105.037 | 105.037 | 103.837 | ||
| 8112 | 2016.11.01 21:25 | t/p | 2555 | 0.10 | 103.837 | 105.037 | 103.837 | 12000.00 | 1928976.00 |
| 8113 | 2016.11.04 16:05 | sell | 2556 | 0.10 | 102.934 | 0.000 | 0.000 | ||
| 8114 | 2016.11.04 16:05 | close | 2556 | 0.10 | 102.939 | 0.000 | 0.000 | -50.00 | 1928926.00 |
| 8115 | 2016.11.09 18:50 | buy | 2557 | 0.10 | 104.781 | 0.000 | 0.000 | ||
| 8116 | 2016.11.09 18:50 | modify | 2557 | 0.10 | 104.781 | 104.531 | 105.731 | ||
| 8117 | 2016.11.09 20:15 | t/p | 2557 | 0.10 | 105.731 | 104.531 | 105.731 | 9500.00 | 1938426.00 |
| 8118 | 2016.11.10 01:15 | buy | 2558 | 0.10 | 105.741 | 0.000 | 0.000 | ||
| 8119 | 2016.11.10 01:15 | modify | 2558 | 0.10 | 105.741 | 105.491 | 106.691 | ||
| 8120 | 2016.11.10 03:30 | s/l | 2558 | 0.10 | 105.491 | 105.491 | 106.691 | -2500.00 | 1935926.00 |
| 8121 | 2016.11.10 04:55 | buy | 2559 | 0.10 | 105.235 | 0.000 | 0.000 | ||
| 8122 | 2016.11.10 04:55 | modify | 2559 | 0.10 | 105.235 | 104.985 | 106.185 | ||
| 8123 | 2016.11.10 11:55 | modify | 2559 | 0.10 | 105.235 | 105.235 | 106.185 | ||
| 8124 | 2016.11.10 12:05 | t/p | 2559 | 0.10 | 106.185 | 105.235 | 106.185 | 9500.00 | 1945426.00 |
| 8125 | 2016.11.11 01:10 | buy | 2560 | 0.10 | 106.817 | 0.000 | 0.000 | ||
| 8126 | 2016.11.11 01:10 | modify | 2560 | 0.10 | 106.817 | 106.567 | 107.767 | ||
| 8127 | 2016.11.11 03:15 | s/l | 2560 | 0.10 | 106.567 | 106.567 | 107.767 | -2500.00 | 1942926.00 |
| 8128 | 2016.11.11 03:45 | buy | 2561 | 0.10 | 106.722 | 0.000 | 0.000 | ||
| 8129 | 2016.11.11 03:45 | modify | 2561 | 0.10 | 106.722 | 106.472 | 107.672 | ||
| 8130 | 2016.11.11 04:25 | s/l | 2561 | 0.10 | 106.472 | 106.472 | 107.672 | -2500.00 | 1940426.00 |
| 8131 | 2016.11.11 04:50 | buy | 2562 | 0.10 | 106.383 | 0.000 | 0.000 | ||
| 8132 | 2016.11.11 04:50 | modify | 2562 | 0.10 | 106.383 | 106.133 | 107.333 | ||
| 8133 | 2016.11.11 12:25 | s/l | 2562 | 0.10 | 106.133 | 106.133 | 107.333 | -2500.00 | 1937926.00 |
| 8134 | 2016.11.14 02:35 | buy | 2563 | 0.10 | 106.947 | 0.000 | 0.000 | ||
| 8135 | 2016.11.14 02:35 | modify | 2563 | 0.10 | 106.947 | 106.697 | 107.897 | ||
| 8136 | 2016.11.14 06:50 | modify | 2563 | 0.10 | 106.947 | 106.947 | 107.897 | ||
| 8137 | 2016.11.14 10:40 | t/p | 2563 | 0.10 | 107.897 | 106.947 | 107.897 | 9500.00 | 1947426.00 |
| 8138 | 2016.11.16 21:45 | sell | 2564 | 0.10 | 109.133 | 0.000 | 0.000 | ||
| 8139 | 2016.11.16 21:45 | modify | 2564 | 0.10 | 109.133 | 109.433 | 107.933 | ||
| 8140 | 2016.11.17 08:40 | s/l | 2564 | 0.10 | 109.433 | 109.433 | 107.933 | -3026.00 | 1944400.00 |
| 8141 | 2016.11.17 08:50 | sell | 2565 | 0.10 | 109.295 | 0.000 | 0.000 | ||
| 8142 | 2016.11.17 08:50 | modify | 2565 | 0.10 | 109.295 | 109.595 | 108.095 | ||
| 8143 | 2016.11.17 15:50 | s/l | 2565 | 0.10 | 109.595 | 109.595 | 108.095 | -3000.00 | 1941400.00 |
| 8144 | 2016.11.21 17:10 | sell | 2566 | 0.10 | 110.847 | 0.000 | 0.000 | ||
| 8145 | 2016.11.21 17:10 | modify | 2566 | 0.10 | 110.847 | 111.147 | 109.647 | ||
| 8146 | 2016.11.21 20:20 | s/l | 2566 | 0.10 | 111.147 | 111.147 | 109.647 | -3000.00 | 1938400.00 |
| 8147 | 2016.11.22 05:45 | sell | 2567 | 0.10 | 110.720 | 0.000 | 0.000 | ||
| 8148 | 2016.11.22 05:45 | modify | 2567 | 0.10 | 110.720 | 111.020 | 109.520 | ||
| 8149 | 2016.11.22 08:45 | s/l | 2567 | 0.10 | 111.020 | 111.020 | 109.520 | -3000.00 | 1935400.00 |
| 8150 | 2016.11.22 20:05 | buy | 2568 | 0.10 | 110.976 | 0.000 | 0.000 | ||
| 8151 | 2016.11.22 20:05 | modify | 2568 | 0.10 | 110.976 | 110.726 | 111.926 | ||
| 8152 | 2016.11.23 06:10 | close | 2568 | 0.10 | 111.064 | 110.726 | 111.926 | 865.00 | 1936265.00 |
| 8153 | 2016.11.23 11:30 | sell | 2569 | 0.10 | 111.051 | 0.000 | 0.000 | ||
| 8154 | 2016.11.23 11:30 | modify | 2569 | 0.10 | 111.051 | 111.351 | 109.851 | ||
| 8155 | 2016.11.23 15:10 | s/l | 2569 | 0.10 | 111.351 | 111.351 | 109.851 | -3000.00 | 1933265.00 |
| 8156 | 2016.11.28 06:55 | sell | 2570 | 0.10 | 111.787 | 0.000 | 0.000 | ||
| 8157 | 2016.11.28 06:55 | modify | 2570 | 0.10 | 111.787 | 112.087 | 110.587 | ||
| 8158 | 2016.11.28 08:00 | s/l | 2570 | 0.10 | 112.087 | 112.087 | 110.587 | -3000.00 | 1930265.00 |
| 8159 | 2016.11.30 02:00 | sell | 2571 | 0.10 | 112.453 | 0.000 | 0.000 | ||
| 8160 | 2016.11.30 02:00 | modify | 2571 | 0.10 | 112.453 | 112.753 | 111.253 | ||
| 8161 | 2016.11.30 05:20 | s/l | 2571 | 0.10 | 112.753 | 112.753 | 111.253 | -3000.00 | 1927265.00 |
| 8162 | 2016.11.30 06:10 | sell | 2572 | 0.10 | 112.517 | 0.000 | 0.000 | ||
| 8163 | 2016.11.30 06:10 | modify | 2572 | 0.10 | 112.517 | 112.817 | 111.317 | ||
| 8164 | 2016.11.30 06:25 | s/l | 2572 | 0.10 | 112.817 | 112.817 | 111.317 | -3000.00 | 1924265.00 |
| 8165 | 2016.11.30 06:45 | sell | 2573 | 0.10 | 112.774 | 0.000 | 0.000 | ||
| 8166 | 2016.11.30 06:45 | modify | 2573 | 0.10 | 112.774 | 113.074 | 111.574 | ||
| 8167 | 2016.11.30 11:20 | s/l | 2573 | 0.10 | 113.074 | 113.074 | 111.574 | -3000.00 | 1921265.00 |
| 8168 | 2016.12.05 09:10 | buy | 2574 | 0.10 | 113.607 | 0.000 | 0.000 | ||
| 8169 | 2016.12.05 09:10 | modify | 2574 | 0.10 | 113.607 | 113.357 | 114.557 | ||
| 8170 | 2016.12.05 13:55 | modify | 2574 | 0.10 | 113.607 | 113.607 | 114.557 | ||
| 8171 | 2016.12.05 17:05 | t/p | 2574 | 0.10 | 114.557 | 113.607 | 114.557 | 9500.00 | 1930765.00 |
| 8172 | 2016.12.06 00:35 | sell | 2575 | 0.10 | 113.798 | 0.000 | 0.000 | ||
| 8173 | 2016.12.06 00:35 | modify | 2575 | 0.10 | 113.798 | 114.098 | 112.598 | ||
| 8174 | 2016.12.06 08:25 | s/l | 2575 | 0.10 | 114.098 | 114.098 | 112.598 | -3000.00 | 1927765.00 |
| 8175 | 2016.12.06 08:50 | sell | 2576 | 0.10 | 113.984 | 0.000 | 0.000 | ||
| 8176 | 2016.12.06 08:50 | modify | 2576 | 0.10 | 113.984 | 114.284 | 112.784 | ||
| 8177 | 2016.12.06 22:55 | close | 2576 | 0.10 | 114.087 | 114.284 | 112.784 | -1030.00 | 1926735.00 |
| 8178 | 2016.12.07 16:40 | sell | 2577 | 0.10 | 114.016 | 0.000 | 0.000 | ||
| 8179 | 2016.12.07 16:40 | modify | 2577 | 0.10 | 114.016 | 114.316 | 112.816 | ||
| 8180 | 2016.12.08 01:50 | modify | 2577 | 0.10 | 114.016 | 114.016 | 112.816 | ||
| 8181 | 2016.12.08 15:00 | s/l | 2577 | 0.10 | 114.016 | 114.016 | 112.816 | -26.00 | 1926709.00 |
| 8182 | 2016.12.09 07:05 | buy | 2578 | 0.10 | 114.433 | 0.000 | 0.000 | ||
| 8183 | 2016.12.09 07:05 | modify | 2578 | 0.10 | 114.433 | 114.183 | 115.383 | ||
| 8184 | 2016.12.09 16:00 | close | 2578 | 0.10 | 114.942 | 114.183 | 115.383 | 5090.00 | 1931799.00 |
| 8185 | 2016.12.13 12:50 | buy | 2579 | 0.10 | 115.396 | 0.000 | 0.000 | ||
| 8186 | 2016.12.13 12:50 | modify | 2579 | 0.10 | 115.396 | 115.146 | 116.346 | ||
| 8187 | 2016.12.13 15:25 | s/l | 2579 | 0.10 | 115.146 | 115.146 | 116.346 | -2500.00 | 1929299.00 |
| 8188 | 2016.12.13 15:55 | buy | 2580 | 0.10 | 115.012 | 0.000 | 0.000 | ||
| 8189 | 2016.12.13 15:55 | modify | 2580 | 0.10 | 115.012 | 114.762 | 115.962 | ||
| 8190 | 2016.12.14 02:00 | close | 2580 | 0.10 | 115.204 | 114.762 | 115.962 | 1905.00 | 1931204.00 |
| 8191 | 2016.12.14 12:15 | sell | 2581 | 0.10 | 115.169 | 0.000 | 0.000 | ||
| 8192 | 2016.12.14 12:15 | modify | 2581 | 0.10 | 115.169 | 115.469 | 113.969 | ||
| 8193 | 2016.12.14 21:05 | s/l | 2581 | 0.10 | 115.469 | 115.469 | 113.969 | -3000.00 | 1928204.00 |
| 8194 | 2016.12.19 17:20 | sell | 2582 | 0.10 | 116.906 | 0.000 | 0.000 | ||
| 8195 | 2016.12.19 17:20 | modify | 2582 | 0.10 | 116.906 | 117.206 | 115.706 | ||
| 8196 | 2016.12.19 20:40 | s/l | 2582 | 0.10 | 117.206 | 117.206 | 115.706 | -3000.00 | 1925204.00 |
| 8197 | 2016.12.21 00:15 | sell | 2583 | 0.10 | 117.874 | 0.000 | 0.000 | ||
| 8198 | 2016.12.21 00:15 | modify | 2583 | 0.10 | 117.874 | 118.174 | 116.674 | ||
| 8199 | 2016.12.21 12:55 | modify | 2583 | 0.10 | 117.874 | 117.874 | 116.674 | ||
| 8200 | 2016.12.22 01:05 | close | 2583 | 0.10 | 117.471 | 117.874 | 116.674 | 4004.00 | 1929208.00 |
| 8201 | 2016.12.22 20:05 | sell | 2584 | 0.10 | 117.534 | 0.000 | 0.000 | ||
| 8202 | 2016.12.22 20:05 | modify | 2584 | 0.10 | 117.534 | 117.834 | 116.334 | ||
| 8203 | 2016.12.23 10:10 | close | 2584 | 0.10 | 117.442 | 117.834 | 116.334 | 894.00 | 1930102.00 |
| 8204 | 2016.12.23 10:40 | sell | 2585 | 0.10 | 117.395 | 0.000 | 0.000 | ||
| 8205 | 2016.12.23 10:40 | modify | 2585 | 0.10 | 117.395 | 117.695 | 116.195 | ||
| 8206 | 2016.12.23 16:00 | close | 2585 | 0.10 | 117.365 | 117.695 | 116.195 | 300.00 | 1930402.00 |
| 8207 | 2016.12.23 16:45 | sell | 2586 | 0.10 | 117.371 | 0.000 | 0.000 | ||
| 8208 | 2016.12.23 16:45 | close | 2586 | 0.10 | 117.376 | 0.000 | 0.000 | -50.00 | 1930352.00 |
| 8209 | 2016.12.30 08:45 | buy | 2587 | 0.10 | 116.766 | 0.000 | 0.000 | ||
| 8210 | 2016.12.30 08:45 | modify | 2587 | 0.10 | 116.766 | 116.516 | 117.716 | ||
| 8211 | 2016.12.30 16:00 | close | 2587 | 0.10 | 116.904 | 116.516 | 117.716 | 1380.00 | 1931732.00 |
| 8212 | 2017.01.02 14:35 | buy | 2588 | 0.10 | 117.407 | 0.000 | 0.000 | ||
| 8213 | 2017.01.02 14:35 | modify | 2588 | 0.10 | 117.407 | 117.157 | 118.357 | ||
| 8214 | 2017.01.03 01:55 | close | 2588 | 0.10 | 117.485 | 117.157 | 118.357 | 765.00 | 1932497.00 |
| 8215 | 2017.01.03 03:55 | buy | 2589 | 0.10 | 117.380 | 0.000 | 0.000 | ||
| 8216 | 2017.01.03 03:55 | modify | 2589 | 0.10 | 117.380 | 117.130 | 118.330 | ||
| 8217 | 2017.01.03 11:45 | modify | 2589 | 0.10 | 117.380 | 117.380 | 118.330 | ||
| 8218 | 2017.01.03 13:25 | t/p | 2589 | 0.10 | 118.330 | 117.380 | 118.330 | 9500.00 | 1941997.00 |
| 8219 | 2017.01.09 11:50 | buy | 2590 | 0.10 | 117.013 | 0.000 | 0.000 | ||
| 8220 | 2017.01.09 11:50 | modify | 2590 | 0.10 | 117.013 | 116.763 | 117.963 | ||
| 8221 | 2017.01.09 13:30 | s/l | 2590 | 0.10 | 116.763 | 116.763 | 117.963 | -2500.00 | 1939497.00 |
| 8222 | 2017.01.09 21:25 | sell | 2591 | 0.10 | 116.138 | 0.000 | 0.000 | ||
| 8223 | 2017.01.09 21:25 | modify | 2591 | 0.10 | 116.138 | 116.438 | 114.938 | ||
| 8224 | 2017.01.10 11:30 | close | 2591 | 0.10 | 116.035 | 116.438 | 114.938 | 1004.00 | 1940501.00 |
| 8225 | 2017.01.10 18:20 | buy | 2592 | 0.10 | 115.399 | 0.000 | 0.000 | ||
| 8226 | 2017.01.10 18:20 | modify | 2592 | 0.10 | 115.399 | 115.149 | 116.349 | ||
| 8227 | 2017.01.11 00:00 | modify | 2592 | 0.10 | 115.399 | 115.399 | 116.349 | ||
| 8228 | 2017.01.11 12:45 | t/p | 2592 | 0.10 | 116.349 | 115.399 | 116.349 | 9485.00 | 1949986.00 |
| 8229 | 2017.01.11 15:05 | buy | 2593 | 0.10 | 116.296 | 0.000 | 0.000 | ||
| 8230 | 2017.01.11 15:05 | modify | 2593 | 0.10 | 116.296 | 116.046 | 117.246 | ||
| 8231 | 2017.01.11 18:35 | s/l | 2593 | 0.10 | 116.046 | 116.046 | 117.246 | -2500.00 | 1947486.00 |
| 8232 | 2017.01.16 00:10 | sell | 2594 | 0.10 | 114.433 | 0.000 | 0.000 | ||
| 8233 | 2017.01.16 00:10 | modify | 2594 | 0.10 | 114.433 | 114.733 | 113.233 | ||
| 8234 | 2017.01.16 14:15 | close | 2594 | 0.10 | 114.122 | 114.733 | 113.233 | 3110.00 | 1950596.00 |
| 8235 | 2017.01.16 16:25 | sell | 2595 | 0.10 | 114.113 | 0.000 | 0.000 | ||
| 8236 | 2017.01.16 16:25 | modify | 2595 | 0.10 | 114.113 | 114.413 | 112.913 | ||
| 8237 | 2017.01.17 06:30 | close | 2595 | 0.10 | 113.929 | 114.413 | 112.913 | 1814.00 | 1952410.00 |
| 8238 | 2017.01.23 21:15 | sell | 2596 | 0.10 | 113.069 | 0.000 | 0.000 | ||
| 8239 | 2017.01.23 21:15 | modify | 2596 | 0.10 | 113.069 | 113.369 | 111.869 | ||
| 8240 | 2017.01.24 10:00 | s/l | 2596 | 0.10 | 113.369 | 113.369 | 111.869 | -3026.00 | 1949384.00 |
| 8241 | 2017.01.25 17:10 | sell | 2597 | 0.10 | 113.629 | 0.000 | 0.000 | ||
| 8242 | 2017.01.25 17:10 | modify | 2597 | 0.10 | 113.629 | 113.929 | 112.429 | ||
| 8243 | 2017.01.26 07:15 | close | 2597 | 0.10 | 113.271 | 113.929 | 112.429 | 3554.00 | 1952938.00 |
| 8244 | 2017.01.26 08:00 | sell | 2598 | 0.10 | 113.318 | 0.000 | 0.000 | ||
| 8245 | 2017.01.26 08:00 | modify | 2598 | 0.10 | 113.318 | 113.618 | 112.118 | ||
| 8246 | 2017.01.26 08:25 | s/l | 2598 | 0.10 | 113.618 | 113.618 | 112.118 | -3000.00 | 1949938.00 |
| 8247 | 2017.01.26 09:55 | sell | 2599 | 0.10 | 113.746 | 0.000 | 0.000 | ||
| 8248 | 2017.01.26 09:55 | modify | 2599 | 0.10 | 113.746 | 114.046 | 112.546 | ||
| 8249 | 2017.01.26 11:55 | s/l | 2599 | 0.10 | 114.046 | 114.046 | 112.546 | -3000.00 | 1946938.00 |
| 8250 | 2017.01.26 17:15 | buy | 2600 | 0.10 | 114.371 | 0.000 | 0.000 | ||