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 |
| 8251 | 2017.01.26 17:15 | modify | 2600 | 0.10 | 114.371 | 114.121 | 115.321 | ||
| 8252 | 2017.01.27 03:20 | close | 2600 | 0.10 | 114.876 | 114.121 | 115.321 | 5035.00 | 1951973.00 |
| 8253 | 2017.02.02 02:05 | sell | 2601 | 0.10 | 113.181 | 0.000 | 0.000 | ||
| 8254 | 2017.02.02 02:05 | modify | 2601 | 0.10 | 113.181 | 113.481 | 111.981 | ||
| 8255 | 2017.02.02 07:45 | modify | 2601 | 0.10 | 113.181 | 113.181 | 111.981 | ||
| 8256 | 2017.02.03 05:40 | s/l | 2601 | 0.10 | 113.181 | 113.181 | 111.981 | -26.00 | 1951947.00 |
| 8257 | 2017.02.03 12:35 | buy | 2602 | 0.10 | 113.167 | 0.000 | 0.000 | ||
| 8258 | 2017.02.03 12:35 | modify | 2602 | 0.10 | 113.167 | 112.917 | 114.117 | ||
| 8259 | 2017.02.03 15:35 | s/l | 2602 | 0.10 | 112.917 | 112.917 | 114.117 | -2500.00 | 1949447.00 |
| 8260 | 2017.02.03 16:30 | buy | 2603 | 0.10 | 112.854 | 0.000 | 0.000 | ||
| 8261 | 2017.02.03 16:30 | close | 2603 | 0.10 | 112.849 | 0.000 | 0.000 | -50.00 | 1949397.00 |
| 8262 | 2017.02.06 17:50 | sell | 2604 | 0.10 | 112.319 | 0.000 | 0.000 | ||
| 8263 | 2017.02.06 17:50 | modify | 2604 | 0.10 | 112.319 | 112.619 | 111.119 | ||
| 8264 | 2017.02.06 22:40 | modify | 2604 | 0.10 | 112.319 | 112.319 | 111.119 | ||
| 8265 | 2017.02.06 23:50 | close | 2604 | 0.10 | 111.683 | 112.319 | 111.119 | 6360.00 | 1955757.00 |
| 8266 | 2017.02.07 04:55 | sell | 2605 | 0.10 | 111.807 | 0.000 | 0.000 | ||
| 8267 | 2017.02.07 04:55 | modify | 2605 | 0.10 | 111.807 | 112.107 | 110.607 | ||
| 8268 | 2017.02.07 10:00 | s/l | 2605 | 0.10 | 112.107 | 112.107 | 110.607 | -3000.00 | 1952757.00 |
| 8269 | 2017.02.07 16:00 | buy | 2606 | 0.10 | 112.348 | 0.000 | 0.000 | ||
| 8270 | 2017.02.07 16:00 | modify | 2606 | 0.10 | 112.348 | 112.098 | 113.298 | ||
| 8271 | 2017.02.07 18:30 | s/l | 2606 | 0.10 | 112.098 | 112.098 | 113.298 | -2500.00 | 1950257.00 |
| 8272 | 2017.02.08 05:10 | buy | 2607 | 0.10 | 112.108 | 0.000 | 0.000 | ||
| 8273 | 2017.02.08 05:10 | modify | 2607 | 0.10 | 112.108 | 111.858 | 113.058 | ||
| 8274 | 2017.02.08 15:15 | close | 2607 | 0.10 | 111.926 | 111.858 | 113.058 | -1820.00 | 1948437.00 |
| 8275 | 2017.02.08 18:55 | sell | 2608 | 0.10 | 111.741 | 0.000 | 0.000 | ||
| 8276 | 2017.02.08 18:55 | modify | 2608 | 0.10 | 111.741 | 112.041 | 110.541 | ||
| 8277 | 2017.02.08 20:20 | s/l | 2608 | 0.10 | 112.041 | 112.041 | 110.541 | -3000.00 | 1945437.00 |
| 8278 | 2017.02.08 21:50 | sell | 2609 | 0.10 | 112.076 | 0.000 | 0.000 | ||
| 8279 | 2017.02.08 21:50 | modify | 2609 | 0.10 | 112.076 | 112.376 | 110.876 | ||
| 8280 | 2017.02.09 10:05 | s/l | 2609 | 0.10 | 112.376 | 112.376 | 110.876 | -3026.00 | 1942411.00 |
| 8281 | 2017.02.09 10:30 | buy | 2610 | 0.10 | 112.358 | 0.000 | 0.000 | ||
| 8282 | 2017.02.09 10:30 | modify | 2610 | 0.10 | 112.358 | 112.108 | 113.308 | ||
| 8283 | 2017.02.09 19:00 | modify | 2610 | 0.10 | 112.358 | 112.358 | 113.308 | ||
| 8284 | 2017.02.09 22:00 | t/p | 2610 | 0.10 | 113.308 | 112.358 | 113.308 | 9500.00 | 1951911.00 |
| 8285 | 2017.02.13 16:40 | buy | 2611 | 0.10 | 113.879 | 0.000 | 0.000 | ||
| 8286 | 2017.02.13 16:40 | modify | 2611 | 0.10 | 113.879 | 113.629 | 114.829 | ||
| 8287 | 2017.02.13 21:20 | s/l | 2611 | 0.10 | 113.629 | 113.629 | 114.829 | -2500.00 | 1949411.00 |
| 8288 | 2017.02.15 21:55 | sell | 2612 | 0.10 | 114.268 | 0.000 | 0.000 | ||
| 8289 | 2017.02.15 21:55 | modify | 2612 | 0.10 | 114.268 | 114.568 | 113.068 | ||
| 8290 | 2017.02.16 05:25 | modify | 2612 | 0.10 | 114.268 | 114.268 | 113.068 | ||
| 8291 | 2017.02.16 21:40 | close | 2612 | 0.10 | 113.178 | 114.268 | 113.068 | 10874.00 | 1960285.00 |
| 8292 | 2017.02.17 00:45 | sell | 2613 | 0.10 | 113.252 | 0.000 | 0.000 | ||
| 8293 | 2017.02.17 00:45 | modify | 2613 | 0.10 | 113.252 | 113.552 | 112.052 | ||
| 8294 | 2017.02.17 14:50 | close | 2613 | 0.10 | 112.863 | 113.552 | 112.052 | 3890.00 | 1964175.00 |
| 8295 | 2017.02.24 10:35 | buy | 2614 | 0.10 | 112.709 | 0.000 | 0.000 | ||
| 8296 | 2017.02.24 10:35 | modify | 2614 | 0.10 | 112.709 | 112.459 | 113.659 | ||
| 8297 | 2017.02.24 11:35 | s/l | 2614 | 0.10 | 112.459 | 112.459 | 113.659 | -2500.00 | 1961675.00 |
| 8298 | 2017.02.24 11:55 | buy | 2615 | 0.10 | 112.483 | 0.000 | 0.000 | ||
| 8299 | 2017.02.24 11:55 | modify | 2615 | 0.10 | 112.483 | 112.233 | 113.433 | ||
| 8300 | 2017.02.24 14:35 | s/l | 2615 | 0.10 | 112.233 | 112.233 | 113.433 | -2500.00 | 1959175.00 |
| 8301 | 2017.02.27 07:30 | sell | 2616 | 0.10 | 112.198 | 0.000 | 0.000 | ||
| 8302 | 2017.02.27 07:30 | modify | 2616 | 0.10 | 112.198 | 112.498 | 110.998 | ||
| 8303 | 2017.02.27 21:30 | s/l | 2616 | 0.10 | 112.498 | 112.498 | 110.998 | -3000.00 | 1956175.00 |
| 8304 | 2017.02.28 16:20 | sell | 2617 | 0.10 | 112.135 | 0.000 | 0.000 | ||
| 8305 | 2017.02.28 16:20 | modify | 2617 | 0.10 | 112.135 | 112.435 | 110.935 | ||
| 8306 | 2017.03.01 00:05 | s/l | 2617 | 0.10 | 112.435 | 112.435 | 110.935 | -3026.00 | 1953149.00 |
| 8307 | 2017.03.01 06:20 | buy | 2618 | 0.10 | 113.224 | 0.000 | 0.000 | ||
| 8308 | 2017.03.01 06:20 | modify | 2618 | 0.10 | 113.224 | 112.974 | 114.174 | ||
| 8309 | 2017.03.01 14:15 | modify | 2618 | 0.10 | 113.224 | 113.224 | 114.174 | ||
| 8310 | 2017.03.02 01:10 | close | 2618 | 0.10 | 113.735 | 113.224 | 114.174 | 5095.00 | 1958244.00 |
| 8311 | 2017.03.06 08:45 | sell | 2619 | 0.10 | 113.839 | 0.000 | 0.000 | ||
| 8312 | 2017.03.06 08:45 | modify | 2619 | 0.10 | 113.839 | 114.139 | 112.639 | ||
| 8313 | 2017.03.06 22:50 | close | 2619 | 0.10 | 113.926 | 114.139 | 112.639 | -870.00 | 1957374.00 |
| 8314 | 2017.03.08 04:10 | sell | 2620 | 0.10 | 113.840 | 0.000 | 0.000 | ||
| 8315 | 2017.03.08 04:10 | modify | 2620 | 0.10 | 113.840 | 114.140 | 112.640 | ||
| 8316 | 2017.03.08 15:50 | s/l | 2620 | 0.10 | 114.140 | 114.140 | 112.640 | -3000.00 | 1954374.00 |
| 8317 | 2017.03.09 21:00 | buy | 2621 | 0.10 | 114.761 | 0.000 | 0.000 | ||
| 8318 | 2017.03.09 21:00 | modify | 2621 | 0.10 | 114.761 | 114.511 | 115.711 | ||
| 8319 | 2017.03.10 03:20 | modify | 2621 | 0.10 | 114.761 | 114.761 | 115.711 | ||
| 8320 | 2017.03.10 07:20 | close | 2621 | 0.10 | 115.206 | 114.761 | 115.711 | 4435.00 | 1958809.00 |
| 8321 | 2017.03.14 22:35 | sell | 2622 | 0.10 | 114.685 | 0.000 | 0.000 | ||
| 8322 | 2017.03.14 22:35 | modify | 2622 | 0.10 | 114.685 | 114.985 | 113.485 | ||
| 8323 | 2017.03.15 06:10 | close | 2622 | 0.10 | 114.866 | 114.985 | 113.485 | -1836.00 | 1956973.00 |
| 8324 | 2017.03.21 13:35 | buy | 2623 | 0.10 | 112.524 | 0.000 | 0.000 | ||
| 8325 | 2017.03.21 13:35 | modify | 2623 | 0.10 | 112.524 | 112.274 | 113.474 | ||
| 8326 | 2017.03.21 17:20 | s/l | 2623 | 0.10 | 112.274 | 112.274 | 113.474 | -2500.00 | 1954473.00 |
| 8327 | 2017.03.23 08:10 | buy | 2624 | 0.10 | 111.301 | 0.000 | 0.000 | ||
| 8328 | 2017.03.23 08:10 | modify | 2624 | 0.10 | 111.301 | 111.051 | 112.251 | ||
| 8329 | 2017.03.23 11:55 | s/l | 2624 | 0.10 | 111.051 | 111.051 | 112.251 | -2500.00 | 1951973.00 |
| 8330 | 2017.03.24 07:35 | buy | 2625 | 0.10 | 111.328 | 0.000 | 0.000 | ||
| 8331 | 2017.03.24 07:35 | modify | 2625 | 0.10 | 111.328 | 111.078 | 112.278 | ||
| 8332 | 2017.03.24 12:35 | s/l | 2625 | 0.10 | 111.078 | 111.078 | 112.278 | -2500.00 | 1949473.00 |
| 8333 | 2017.03.24 13:25 | buy | 2626 | 0.10 | 111.021 | 0.000 | 0.000 | ||
| 8334 | 2017.03.24 13:25 | modify | 2626 | 0.10 | 111.021 | 110.771 | 111.971 | ||
| 8335 | 2017.03.24 16:00 | close | 2626 | 0.10 | 111.036 | 110.771 | 111.971 | 150.00 | 1949623.00 |
| 8336 | 2017.03.27 06:30 | sell | 2627 | 0.10 | 110.334 | 0.000 | 0.000 | ||
| 8337 | 2017.03.27 06:30 | modify | 2627 | 0.10 | 110.334 | 110.634 | 109.134 | ||
| 8338 | 2017.03.27 20:05 | s/l | 2627 | 0.10 | 110.634 | 110.634 | 109.134 | -3000.00 | 1946623.00 |
| 8339 | 2017.03.27 22:10 | buy | 2628 | 0.10 | 110.581 | 0.000 | 0.000 | ||
| 8340 | 2017.03.27 22:10 | modify | 2628 | 0.10 | 110.581 | 110.331 | 111.531 | ||
| 8341 | 2017.03.28 08:15 | close | 2628 | 0.10 | 110.550 | 110.331 | 111.531 | -325.00 | 1946298.00 |
| 8342 | 2017.03.28 09:50 | buy | 2629 | 0.10 | 110.703 | 0.000 | 0.000 | ||
| 8343 | 2017.03.28 09:50 | modify | 2629 | 0.10 | 110.703 | 110.453 | 111.653 | ||
| 8344 | 2017.03.28 14:25 | s/l | 2629 | 0.10 | 110.453 | 110.453 | 111.653 | -2500.00 | 1943798.00 |
| 8345 | 2017.03.29 01:10 | buy | 2630 | 0.10 | 111.093 | 0.000 | 0.000 | ||
| 8346 | 2017.03.29 01:10 | modify | 2630 | 0.10 | 111.093 | 110.843 | 112.043 | ||
| 8347 | 2017.03.29 11:15 | close | 2630 | 0.10 | 111.186 | 110.843 | 112.043 | 930.00 | 1944728.00 |
| 8348 | 2017.03.29 12:20 | buy | 2631 | 0.10 | 111.017 | 0.000 | 0.000 | ||
| 8349 | 2017.03.29 12:20 | modify | 2631 | 0.10 | 111.017 | 110.767 | 111.967 | ||
| 8350 | 2017.03.29 14:55 | s/l | 2631 | 0.10 | 110.767 | 110.767 | 111.967 | -2500.00 | 1942228.00 |
| 8351 | 2017.03.29 15:00 | buy | 2632 | 0.10 | 110.825 | 0.000 | 0.000 | ||
| 8352 | 2017.03.29 15:00 | modify | 2632 | 0.10 | 110.825 | 110.575 | 111.775 | ||
| 8353 | 2017.03.30 01:05 | close | 2632 | 0.10 | 111.005 | 110.575 | 111.775 | 1785.00 | 1944013.00 |
| 8354 | 2017.03.30 18:10 | buy | 2633 | 0.10 | 111.285 | 0.000 | 0.000 | ||
| 8355 | 2017.03.30 18:10 | modify | 2633 | 0.10 | 111.285 | 111.035 | 112.235 | ||
| 8356 | 2017.03.30 22:40 | modify | 2633 | 0.10 | 111.285 | 111.285 | 112.235 | ||
| 8357 | 2017.03.31 00:50 | close | 2633 | 0.10 | 111.840 | 111.285 | 112.235 | 5535.00 | 1949548.00 |
| 8358 | 2017.04.03 09:00 | sell | 2634 | 0.10 | 111.359 | 0.000 | 0.000 | ||
| 8359 | 2017.04.03 09:00 | modify | 2634 | 0.10 | 111.359 | 111.659 | 110.159 | ||
| 8360 | 2017.04.03 20:35 | modify | 2634 | 0.10 | 111.359 | 111.359 | 110.159 | ||
| 8361 | 2017.04.04 00:20 | close | 2634 | 0.10 | 110.893 | 111.359 | 110.159 | 4634.00 | 1954182.00 |
| 8362 | 2017.04.06 05:40 | sell | 2635 | 0.10 | 110.380 | 0.000 | 0.000 | ||
| 8363 | 2017.04.06 05:40 | modify | 2635 | 0.10 | 110.380 | 110.680 | 109.180 | ||
| 8364 | 2017.04.06 11:35 | s/l | 2635 | 0.10 | 110.680 | 110.680 | 109.180 | -3000.00 | 1951182.00 |
| 8365 | 2017.04.06 13:00 | sell | 2636 | 0.10 | 110.730 | 0.000 | 0.000 | ||
| 8366 | 2017.04.06 13:00 | modify | 2636 | 0.10 | 110.730 | 111.030 | 109.530 | ||
| 8367 | 2017.04.06 18:35 | s/l | 2636 | 0.10 | 111.030 | 111.030 | 109.530 | -3000.00 | 1948182.00 |
| 8368 | 2017.04.07 05:50 | buy | 2637 | 0.10 | 110.377 | 0.000 | 0.000 | ||
| 8369 | 2017.04.07 05:50 | modify | 2637 | 0.10 | 110.377 | 110.127 | 111.327 | ||
| 8370 | 2017.04.07 15:55 | close | 2637 | 0.10 | 110.699 | 110.127 | 111.327 | 3220.00 | 1951402.00 |
| 8371 | 2017.04.10 00:35 | buy | 2638 | 0.10 | 111.056 | 0.000 | 0.000 | ||
| 8372 | 2017.04.10 00:35 | modify | 2638 | 0.10 | 111.056 | 110.806 | 112.006 | ||
| 8373 | 2017.04.10 05:15 | modify | 2638 | 0.10 | 111.056 | 111.056 | 112.006 | ||
| 8374 | 2017.04.10 18:35 | s/l | 2638 | 0.10 | 111.056 | 111.056 | 112.006 | 0.00 | 1951402.00 |
| 8375 | 2017.04.17 18:20 | buy | 2639 | 0.10 | 108.429 | 0.000 | 0.000 | ||
| 8376 | 2017.04.17 18:20 | modify | 2639 | 0.10 | 108.429 | 108.179 | 109.379 | ||
| 8377 | 2017.04.17 23:25 | modify | 2639 | 0.10 | 108.429 | 108.429 | 109.379 | ||
| 8378 | 2017.04.18 03:45 | close | 2639 | 0.10 | 109.142 | 108.429 | 109.379 | 7115.00 | 1958517.00 |
| 8379 | 2017.04.18 05:55 | buy | 2640 | 0.10 | 108.991 | 0.000 | 0.000 | ||
| 8380 | 2017.04.18 05:55 | modify | 2640 | 0.10 | 108.991 | 108.741 | 109.941 | ||
| 8381 | 2017.04.18 12:35 | s/l | 2640 | 0.10 | 108.741 | 108.741 | 109.941 | -2500.00 | 1956017.00 |
| 8382 | 2017.04.18 14:05 | buy | 2641 | 0.10 | 108.820 | 0.000 | 0.000 | ||
| 8383 | 2017.04.18 14:05 | modify | 2641 | 0.10 | 108.820 | 108.570 | 109.770 | ||
| 8384 | 2017.04.18 18:40 | s/l | 2641 | 0.10 | 108.570 | 108.570 | 109.770 | -2500.00 | 1953517.00 |
| 8385 | 2017.04.19 14:30 | buy | 2642 | 0.10 | 108.955 | 0.000 | 0.000 | ||
| 8386 | 2017.04.19 14:30 | modify | 2642 | 0.10 | 108.955 | 108.705 | 109.905 | ||
| 8387 | 2017.04.19 21:30 | s/l | 2642 | 0.10 | 108.705 | 108.705 | 109.905 | -2500.00 | 1951017.00 |
| 8388 | 2017.04.19 22:15 | buy | 2643 | 0.10 | 108.811 | 0.000 | 0.000 | ||
| 8389 | 2017.04.19 22:15 | modify | 2643 | 0.10 | 108.811 | 108.561 | 109.761 | ||
| 8390 | 2017.04.20 08:20 | close | 2643 | 0.10 | 108.934 | 108.561 | 109.761 | 1215.00 | 1952232.00 |
| 8391 | 2017.04.20 16:00 | buy | 2644 | 0.10 | 109.070 | 0.000 | 0.000 | ||
| 8392 | 2017.04.20 16:00 | modify | 2644 | 0.10 | 109.070 | 108.820 | 110.020 | ||
| 8393 | 2017.04.21 01:20 | modify | 2644 | 0.10 | 109.070 | 109.070 | 110.020 | ||
| 8394 | 2017.04.21 11:50 | s/l | 2644 | 0.10 | 109.070 | 109.070 | 110.020 | -15.00 | 1952217.00 |
| 8395 | 2017.04.25 02:25 | sell | 2645 | 0.10 | 109.753 | 0.000 | 0.000 | ||
| 8396 | 2017.04.25 02:25 | modify | 2645 | 0.10 | 109.753 | 110.053 | 108.553 | ||
| 8397 | 2017.04.25 05:20 | s/l | 2645 | 0.10 | 110.053 | 110.053 | 108.553 | -3000.00 | 1949217.00 |
| 8398 | 2017.04.25 06:00 | sell | 2646 | 0.10 | 110.074 | 0.000 | 0.000 | ||
| 8399 | 2017.04.25 06:00 | modify | 2646 | 0.10 | 110.074 | 110.374 | 108.874 | ||
| 8400 | 2017.04.25 11:05 | s/l | 2646 | 0.10 | 110.374 | 110.374 | 108.874 | -3000.00 | 1946217.00 |