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 |
| 8401 | 2017.04.27 19:15 | buy | 2647 | 0.10 | 111.197 | 0.000 | 0.000 | ||
| 8402 | 2017.04.27 19:15 | modify | 2647 | 0.10 | 111.197 | 110.947 | 112.147 | ||
| 8403 | 2017.04.28 05:20 | close | 2647 | 0.10 | 111.118 | 110.947 | 112.147 | -805.00 | 1945412.00 |
| 8404 | 2017.05.03 15:35 | buy | 2648 | 0.10 | 112.233 | 0.000 | 0.000 | ||
| 8405 | 2017.05.03 15:35 | modify | 2648 | 0.10 | 112.233 | 111.983 | 113.183 | ||
| 8406 | 2017.05.03 22:50 | modify | 2648 | 0.10 | 112.233 | 112.233 | 113.183 | ||
| 8407 | 2017.05.03 23:45 | close | 2648 | 0.10 | 112.735 | 112.233 | 113.183 | 5020.00 | 1950432.00 |
| 8408 | 2017.05.04 20:05 | sell | 2649 | 0.10 | 112.538 | 0.000 | 0.000 | ||
| 8409 | 2017.05.04 20:05 | modify | 2649 | 0.10 | 112.538 | 112.838 | 111.338 | ||
| 8410 | 2017.05.05 08:30 | modify | 2649 | 0.10 | 112.538 | 112.538 | 111.338 | ||
| 8411 | 2017.05.05 15:35 | s/l | 2649 | 0.10 | 112.538 | 112.538 | 111.338 | -26.00 | 1950406.00 |
| 8412 | 2017.05.08 12:55 | sell | 2650 | 0.10 | 112.505 | 0.000 | 0.000 | ||
| 8413 | 2017.05.08 12:55 | modify | 2650 | 0.10 | 112.505 | 112.805 | 111.305 | ||
| 8414 | 2017.05.08 17:20 | s/l | 2650 | 0.10 | 112.805 | 112.805 | 111.305 | -3000.00 | 1947406.00 |
| 8415 | 2017.05.08 17:30 | sell | 2651 | 0.10 | 112.761 | 0.000 | 0.000 | ||
| 8416 | 2017.05.08 17:30 | modify | 2651 | 0.10 | 112.761 | 113.061 | 111.561 | ||
| 8417 | 2017.05.08 20:35 | s/l | 2651 | 0.10 | 113.061 | 113.061 | 111.561 | -3000.00 | 1944406.00 |
| 8418 | 2017.05.12 04:20 | sell | 2652 | 0.10 | 113.826 | 0.000 | 0.000 | ||
| 8419 | 2017.05.12 04:20 | modify | 2652 | 0.10 | 113.826 | 114.126 | 112.626 | ||
| 8420 | 2017.05.12 16:00 | close | 2652 | 0.10 | 113.355 | 114.126 | 112.626 | 4710.00 | 1949116.00 |
| 8421 | 2017.05.15 01:35 | sell | 2653 | 0.10 | 113.208 | 0.000 | 0.000 | ||
| 8422 | 2017.05.15 01:35 | modify | 2653 | 0.10 | 113.208 | 113.508 | 112.008 | ||
| 8423 | 2017.05.15 07:00 | close | 2653 | 0.10 | 113.402 | 113.508 | 112.008 | -1940.00 | 1947176.00 |
| 8424 | 2017.05.15 07:45 | sell | 2654 | 0.10 | 113.337 | 0.000 | 0.000 | ||
| 8425 | 2017.05.15 07:45 | modify | 2654 | 0.10 | 113.337 | 113.637 | 112.137 | ||
| 8426 | 2017.05.15 10:05 | s/l | 2654 | 0.10 | 113.637 | 113.637 | 112.137 | -3000.00 | 1944176.00 |
| 8427 | 2017.05.16 08:40 | sell | 2655 | 0.10 | 113.465 | 0.000 | 0.000 | ||
| 8428 | 2017.05.16 08:40 | modify | 2655 | 0.10 | 113.465 | 113.765 | 112.265 | ||
| 8429 | 2017.05.16 21:20 | modify | 2655 | 0.10 | 113.465 | 113.465 | 112.265 | ||
| 8430 | 2017.05.17 05:25 | close | 2655 | 0.10 | 112.571 | 113.465 | 112.265 | 8914.00 | 1953090.00 |
| 8431 | 2017.05.19 00:15 | buy | 2656 | 0.10 | 111.502 | 0.000 | 0.000 | ||
| 8432 | 2017.05.19 00:15 | modify | 2656 | 0.10 | 111.502 | 111.252 | 112.452 | ||
| 8433 | 2017.05.19 03:55 | s/l | 2656 | 0.10 | 111.252 | 111.252 | 112.452 | -2500.00 | 1950590.00 |
| 8434 | 2017.05.19 05:45 | buy | 2657 | 0.10 | 111.197 | 0.000 | 0.000 | ||
| 8435 | 2017.05.19 05:45 | modify | 2657 | 0.10 | 111.197 | 110.947 | 112.147 | ||
| 8436 | 2017.05.19 15:50 | close | 2657 | 0.10 | 111.314 | 110.947 | 112.147 | 1170.00 | 1951760.00 |
| 8437 | 2017.05.19 16:25 | buy | 2658 | 0.10 | 111.165 | 0.000 | 0.000 | ||
| 8438 | 2017.05.19 16:25 | close | 2658 | 0.10 | 111.160 | 0.000 | 0.000 | -50.00 | 1951710.00 |
| 8439 | 2017.05.23 16:40 | buy | 2659 | 0.10 | 111.149 | 0.000 | 0.000 | ||
| 8440 | 2017.05.23 16:40 | modify | 2659 | 0.10 | 111.149 | 110.899 | 112.099 | ||
| 8441 | 2017.05.23 22:55 | modify | 2659 | 0.10 | 111.149 | 111.149 | 112.099 | ||
| 8442 | 2017.05.23 23:40 | close | 2659 | 0.10 | 111.824 | 111.149 | 112.099 | 6750.00 | 1958460.00 |
| 8443 | 2017.05.24 01:35 | buy | 2660 | 0.10 | 111.812 | 0.000 | 0.000 | ||
| 8444 | 2017.05.24 01:35 | modify | 2660 | 0.10 | 111.812 | 111.562 | 112.762 | ||
| 8445 | 2017.05.24 11:40 | close | 2660 | 0.10 | 111.794 | 111.562 | 112.762 | -180.00 | 1958280.00 |
| 8446 | 2017.05.24 12:55 | buy | 2661 | 0.10 | 111.810 | 0.000 | 0.000 | ||
| 8447 | 2017.05.24 12:55 | modify | 2661 | 0.10 | 111.810 | 111.560 | 112.760 | ||
| 8448 | 2017.05.24 22:20 | s/l | 2661 | 0.10 | 111.560 | 111.560 | 112.760 | -2500.00 | 1955780.00 |
| 8449 | 2017.05.25 20:05 | buy | 2662 | 0.10 | 111.742 | 0.000 | 0.000 | ||
| 8450 | 2017.05.25 20:05 | modify | 2662 | 0.10 | 111.742 | 111.492 | 112.692 | ||
| 8451 | 2017.05.26 06:10 | close | 2662 | 0.10 | 111.553 | 111.492 | 112.692 | -1905.00 | 1953875.00 |
| 8452 | 2017.05.26 16:25 | sell | 2663 | 0.10 | 111.208 | 0.000 | 0.000 | ||
| 8453 | 2017.05.26 16:25 | close | 2663 | 0.10 | 111.213 | 0.000 | 0.000 | -50.00 | 1953825.00 |
| 8454 | 2017.05.26 16:50 | sell | 2664 | 0.10 | 111.220 | 0.000 | 0.000 | ||
| 8455 | 2017.05.26 16:50 | close | 2664 | 0.10 | 111.225 | 0.000 | 0.000 | -50.00 | 1953775.00 |
| 8456 | 2017.05.30 02:50 | sell | 2665 | 0.10 | 111.224 | 0.000 | 0.000 | ||
| 8457 | 2017.05.30 02:50 | modify | 2665 | 0.10 | 111.224 | 111.524 | 110.024 | ||
| 8458 | 2017.05.30 05:45 | modify | 2665 | 0.10 | 111.224 | 111.224 | 110.024 | ||
| 8459 | 2017.05.30 15:35 | s/l | 2665 | 0.10 | 111.224 | 111.224 | 110.024 | 0.00 | 1953775.00 |
| 8460 | 2017.05.30 22:10 | sell | 2666 | 0.10 | 110.760 | 0.000 | 0.000 | ||
| 8461 | 2017.05.30 22:10 | modify | 2666 | 0.10 | 110.760 | 111.060 | 109.560 | ||
| 8462 | 2017.05.31 05:30 | s/l | 2666 | 0.10 | 111.060 | 111.060 | 109.560 | -3026.00 | 1950749.00 |
| 8463 | 2017.05.31 12:15 | sell | 2667 | 0.10 | 110.805 | 0.000 | 0.000 | ||
| 8464 | 2017.05.31 12:15 | modify | 2667 | 0.10 | 110.805 | 111.105 | 109.605 | ||
| 8465 | 2017.06.01 02:20 | close | 2667 | 0.10 | 110.737 | 111.105 | 109.605 | 654.00 | 1951403.00 |
| 8466 | 2017.06.01 06:35 | buy | 2668 | 0.10 | 110.862 | 0.000 | 0.000 | ||
| 8467 | 2017.06.01 06:35 | modify | 2668 | 0.10 | 110.862 | 110.612 | 111.812 | ||
| 8468 | 2017.06.01 13:50 | modify | 2668 | 0.10 | 110.862 | 110.862 | 111.812 | ||
| 8469 | 2017.06.01 23:30 | close | 2668 | 0.10 | 111.334 | 110.862 | 111.812 | 4720.00 | 1956123.00 |
| 8470 | 2017.06.02 01:45 | buy | 2669 | 0.10 | 111.386 | 0.000 | 0.000 | ||
| 8471 | 2017.06.02 01:45 | modify | 2669 | 0.10 | 111.386 | 111.136 | 112.336 | ||
| 8472 | 2017.06.02 06:25 | modify | 2669 | 0.10 | 111.386 | 111.386 | 112.336 | ||
| 8473 | 2017.06.02 15:20 | s/l | 2669 | 0.10 | 111.386 | 111.386 | 112.336 | 0.00 | 1956123.00 |
| 8474 | 2017.06.08 06:15 | buy | 2670 | 0.10 | 109.877 | 0.000 | 0.000 | ||
| 8475 | 2017.06.08 06:15 | modify | 2670 | 0.10 | 109.877 | 109.627 | 110.827 | ||
| 8476 | 2017.06.08 07:55 | s/l | 2670 | 0.10 | 109.627 | 109.627 | 110.827 | -2500.00 | 1953623.00 |
| 8477 | 2017.06.08 09:30 | buy | 2671 | 0.10 | 109.517 | 0.000 | 0.000 | ||
| 8478 | 2017.06.08 09:30 | modify | 2671 | 0.10 | 109.517 | 109.267 | 110.467 | ||
| 8479 | 2017.06.08 12:10 | modify | 2671 | 0.10 | 109.517 | 109.517 | 110.467 | ||
| 8480 | 2017.06.09 07:00 | close | 2671 | 0.10 | 110.290 | 109.517 | 110.467 | 7715.00 | 1961338.00 |
| 8481 | 2017.06.09 08:55 | buy | 2672 | 0.10 | 110.233 | 0.000 | 0.000 | ||
| 8482 | 2017.06.09 08:55 | modify | 2672 | 0.10 | 110.233 | 109.983 | 111.183 | ||
| 8483 | 2017.06.09 16:00 | close | 2672 | 0.10 | 110.610 | 109.983 | 111.183 | 3770.00 | 1965108.00 |
| 8484 | 2017.06.14 02:15 | sell | 2673 | 0.10 | 110.051 | 0.000 | 0.000 | ||
| 8485 | 2017.06.14 02:15 | modify | 2673 | 0.10 | 110.051 | 110.351 | 108.851 | ||
| 8486 | 2017.06.14 14:20 | close | 2673 | 0.10 | 110.328 | 110.351 | 108.851 | -2770.00 | 1962338.00 |
| 8487 | 2017.06.19 13:15 | buy | 2674 | 0.10 | 110.986 | 0.000 | 0.000 | ||
| 8488 | 2017.06.19 13:15 | modify | 2674 | 0.10 | 110.986 | 110.736 | 111.936 | ||
| 8489 | 2017.06.19 19:15 | modify | 2674 | 0.10 | 110.986 | 110.986 | 111.936 | ||
| 8490 | 2017.06.19 22:40 | close | 2674 | 0.10 | 111.577 | 110.986 | 111.936 | 5910.00 | 1968248.00 |
| 8491 | 2017.06.20 12:25 | buy | 2675 | 0.10 | 111.636 | 0.000 | 0.000 | ||
| 8492 | 2017.06.20 12:25 | modify | 2675 | 0.10 | 111.636 | 111.386 | 112.586 | ||
| 8493 | 2017.06.20 15:10 | s/l | 2675 | 0.10 | 111.386 | 111.386 | 112.586 | -2500.00 | 1965748.00 |
| 8494 | 2017.06.20 21:50 | sell | 2676 | 0.10 | 111.391 | 0.000 | 0.000 | ||
| 8495 | 2017.06.20 21:50 | modify | 2676 | 0.10 | 111.391 | 111.691 | 110.191 | ||
| 8496 | 2017.06.21 11:55 | close | 2676 | 0.10 | 111.180 | 111.691 | 110.191 | 2084.00 | 1967832.00 |
| 8497 | 2017.06.21 13:40 | sell | 2677 | 0.10 | 111.176 | 0.000 | 0.000 | ||
| 8498 | 2017.06.21 13:40 | modify | 2677 | 0.10 | 111.176 | 111.476 | 109.976 | ||
| 8499 | 2017.06.21 15:20 | s/l | 2677 | 0.10 | 111.476 | 111.476 | 109.976 | -3000.00 | 1964832.00 |
| 8500 | 2017.06.21 15:40 | sell | 2678 | 0.10 | 111.512 | 0.000 | 0.000 | ||
| 8501 | 2017.06.21 15:40 | modify | 2678 | 0.10 | 111.512 | 111.812 | 110.312 | ||
| 8502 | 2017.06.22 02:30 | modify | 2678 | 0.10 | 111.512 | 111.512 | 110.312 | ||
| 8503 | 2017.06.23 01:50 | close | 2678 | 0.10 | 111.286 | 111.512 | 110.312 | 2208.00 | 1967040.00 |
| 8504 | 2017.06.23 14:10 | sell | 2679 | 0.10 | 111.244 | 0.000 | 0.000 | ||
| 8505 | 2017.06.23 14:10 | modify | 2679 | 0.10 | 111.244 | 111.544 | 110.044 | ||
| 8506 | 2017.06.23 16:00 | close | 2679 | 0.10 | 111.306 | 111.544 | 110.044 | -620.00 | 1966420.00 |
| 8507 | 2017.06.23 16:20 | sell | 2680 | 0.10 | 111.266 | 0.000 | 0.000 | ||
| 8508 | 2017.06.23 16:20 | close | 2680 | 0.10 | 111.271 | 0.000 | 0.000 | -50.00 | 1966370.00 |
| 8509 | 2017.06.26 00:35 | sell | 2681 | 0.10 | 111.222 | 0.000 | 0.000 | ||
| 8510 | 2017.06.26 00:35 | modify | 2681 | 0.10 | 111.222 | 111.522 | 110.022 | ||
| 8511 | 2017.06.26 10:15 | close | 2681 | 0.10 | 111.462 | 111.522 | 110.022 | -2400.00 | 1963970.00 |
| 8512 | 2017.06.27 01:05 | buy | 2682 | 0.10 | 111.868 | 0.000 | 0.000 | ||
| 8513 | 2017.06.27 01:05 | modify | 2682 | 0.10 | 111.868 | 111.618 | 112.818 | ||
| 8514 | 2017.06.27 09:20 | s/l | 2682 | 0.10 | 111.618 | 111.618 | 112.818 | -2500.00 | 1961470.00 |
| 8515 | 2017.06.28 06:25 | buy | 2683 | 0.10 | 112.064 | 0.000 | 0.000 | ||
| 8516 | 2017.06.28 06:25 | modify | 2683 | 0.10 | 112.064 | 111.814 | 113.014 | ||
| 8517 | 2017.06.28 16:30 | close | 2683 | 0.10 | 112.124 | 111.814 | 113.014 | 600.00 | 1962070.00 |
| 8518 | 2017.06.29 03:30 | buy | 2684 | 0.10 | 112.331 | 0.000 | 0.000 | ||
| 8519 | 2017.06.29 03:30 | modify | 2684 | 0.10 | 112.331 | 112.081 | 113.281 | ||
| 8520 | 2017.06.29 13:35 | close | 2684 | 0.10 | 112.549 | 112.081 | 113.281 | 2180.00 | 1964250.00 |
| 8521 | 2017.06.30 01:35 | sell | 2685 | 0.10 | 112.083 | 0.000 | 0.000 | ||
| 8522 | 2017.06.30 01:35 | modify | 2685 | 0.10 | 112.083 | 112.383 | 110.883 | ||
| 8523 | 2017.06.30 15:40 | close | 2685 | 0.10 | 112.131 | 112.383 | 110.883 | -480.00 | 1963770.00 |
| 8524 | 2017.07.06 15:05 | buy | 2686 | 0.10 | 113.372 | 0.000 | 0.000 | ||
| 8525 | 2017.07.06 15:05 | modify | 2686 | 0.10 | 113.372 | 113.122 | 114.322 | ||
| 8526 | 2017.07.06 15:45 | s/l | 2686 | 0.10 | 113.122 | 113.122 | 114.322 | -2500.00 | 1961270.00 |
| 8527 | 2017.07.10 01:55 | sell | 2687 | 0.10 | 114.007 | 0.000 | 0.000 | ||
| 8528 | 2017.07.10 01:55 | modify | 2687 | 0.10 | 114.007 | 114.307 | 112.807 | ||
| 8529 | 2017.07.10 13:55 | close | 2687 | 0.10 | 114.207 | 114.307 | 112.807 | -2000.00 | 1959270.00 |
| 8530 | 2017.07.12 15:10 | sell | 2688 | 0.10 | 113.503 | 0.000 | 0.000 | ||
| 8531 | 2017.07.12 15:10 | modify | 2688 | 0.10 | 113.503 | 113.803 | 112.303 | ||
| 8532 | 2017.07.12 22:35 | modify | 2688 | 0.10 | 113.503 | 113.503 | 112.303 | ||
| 8533 | 2017.07.12 23:45 | close | 2688 | 0.10 | 113.122 | 113.503 | 112.303 | 3810.00 | 1963080.00 |
| 8534 | 2017.07.14 12:25 | sell | 2689 | 0.10 | 113.223 | 0.000 | 0.000 | ||
| 8535 | 2017.07.14 12:25 | modify | 2689 | 0.10 | 113.223 | 113.523 | 112.023 | ||
| 8536 | 2017.07.14 16:00 | close | 2689 | 0.10 | 112.303 | 113.523 | 112.023 | 9200.00 | 1972280.00 |
| 8537 | 2017.07.17 02:10 | sell | 2690 | 0.10 | 112.470 | 0.000 | 0.000 | ||
| 8538 | 2017.07.17 02:10 | modify | 2690 | 0.10 | 112.470 | 112.770 | 111.270 | ||
| 8539 | 2017.07.17 08:10 | close | 2690 | 0.10 | 112.618 | 112.770 | 111.270 | -1480.00 | 1970800.00 |
| 8540 | 2017.07.17 14:00 | buy | 2691 | 0.10 | 112.475 | 0.000 | 0.000 | ||
| 8541 | 2017.07.17 14:00 | modify | 2691 | 0.10 | 112.475 | 112.225 | 113.425 | ||
| 8542 | 2017.07.17 19:20 | modify | 2691 | 0.10 | 112.475 | 112.475 | 113.425 | ||
| 8543 | 2017.07.18 03:35 | s/l | 2691 | 0.10 | 112.475 | 112.475 | 113.425 | -15.00 | 1970785.00 |
| 8544 | 2017.07.18 21:05 | sell | 2692 | 0.10 | 112.031 | 0.000 | 0.000 | ||
| 8545 | 2017.07.18 21:05 | modify | 2692 | 0.10 | 112.031 | 112.331 | 110.831 | ||
| 8546 | 2017.07.19 11:10 | close | 2692 | 0.10 | 112.143 | 112.331 | 110.831 | -1146.00 | 1969639.00 |
| 8547 | 2017.07.20 07:35 | buy | 2693 | 0.10 | 112.095 | 0.000 | 0.000 | ||
| 8548 | 2017.07.20 07:35 | modify | 2693 | 0.10 | 112.095 | 111.845 | 113.045 | ||
| 8549 | 2017.07.20 17:40 | s/l | 2693 | 0.10 | 111.845 | 111.845 | 113.045 | -2500.00 | 1967139.00 |
| 8550 | 2017.07.20 18:05 | buy | 2694 | 0.10 | 111.784 | 0.000 | 0.000 | ||