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 |
| 8551 | 2017.07.20 18:05 | modify | 2694 | 0.10 | 111.784 | 111.534 | 112.734 | ||
| 8552 | 2017.07.20 18:25 | s/l | 2694 | 0.10 | 111.534 | 111.534 | 112.734 | -2500.00 | 1964639.00 |
| 8553 | 2017.07.24 22:45 | buy | 2695 | 0.10 | 111.078 | 0.000 | 0.000 | ||
| 8554 | 2017.07.24 22:45 | modify | 2695 | 0.10 | 111.078 | 110.828 | 112.028 | ||
| 8555 | 2017.07.25 08:50 | close | 2695 | 0.10 | 111.076 | 110.828 | 112.028 | -35.00 | 1964604.00 |
| 8556 | 2017.07.25 17:55 | buy | 2696 | 0.10 | 111.596 | 0.000 | 0.000 | ||
| 8557 | 2017.07.25 17:55 | modify | 2696 | 0.10 | 111.596 | 111.346 | 112.546 | ||
| 8558 | 2017.07.25 23:40 | modify | 2696 | 0.10 | 111.596 | 111.596 | 112.546 | ||
| 8559 | 2017.07.26 01:45 | close | 2696 | 0.10 | 111.898 | 111.596 | 112.546 | 3005.00 | 1967609.00 |
| 8560 | 2017.07.26 06:35 | buy | 2697 | 0.10 | 111.944 | 0.000 | 0.000 | ||
| 8561 | 2017.07.26 06:35 | modify | 2697 | 0.10 | 111.944 | 111.694 | 112.894 | ||
| 8562 | 2017.07.26 16:40 | close | 2697 | 0.10 | 111.828 | 111.694 | 112.894 | -1160.00 | 1966449.00 |
| 8563 | 2017.07.27 17:30 | buy | 2698 | 0.10 | 111.504 | 0.000 | 0.000 | ||
| 8564 | 2017.07.27 17:30 | modify | 2698 | 0.10 | 111.504 | 111.254 | 112.454 | ||
| 8565 | 2017.07.27 20:20 | s/l | 2698 | 0.10 | 111.254 | 111.254 | 112.454 | -2500.00 | 1963949.00 |
| 8566 | 2017.07.27 21:25 | buy | 2699 | 0.10 | 111.082 | 0.000 | 0.000 | ||
| 8567 | 2017.07.27 21:25 | modify | 2699 | 0.10 | 111.082 | 110.832 | 112.032 | ||
| 8568 | 2017.07.28 07:30 | close | 2699 | 0.10 | 111.047 | 110.832 | 112.032 | -365.00 | 1963584.00 |
| 8569 | 2017.07.31 00:55 | sell | 2700 | 0.10 | 110.640 | 0.000 | 0.000 | ||
| 8570 | 2017.07.31 00:55 | modify | 2700 | 0.10 | 110.640 | 110.940 | 109.440 | ||
| 8571 | 2017.07.31 15:00 | close | 2700 | 0.10 | 110.562 | 110.940 | 109.440 | 780.00 | 1964364.00 |
| 8572 | 2017.08.02 04:00 | buy | 2701 | 0.10 | 110.413 | 0.000 | 0.000 | ||
| 8573 | 2017.08.02 04:00 | modify | 2701 | 0.10 | 110.413 | 110.163 | 111.363 | ||
| 8574 | 2017.08.02 08:55 | modify | 2701 | 0.10 | 110.413 | 110.413 | 111.363 | ||
| 8575 | 2017.08.02 18:00 | s/l | 2701 | 0.10 | 110.413 | 110.413 | 111.363 | 0.00 | 1964364.00 |
| 8576 | 2017.08.07 05:50 | buy | 2702 | 0.10 | 110.694 | 0.000 | 0.000 | ||
| 8577 | 2017.08.07 05:50 | modify | 2702 | 0.10 | 110.694 | 110.444 | 111.644 | ||
| 8578 | 2017.08.07 15:55 | close | 2702 | 0.10 | 110.817 | 110.444 | 111.644 | 1230.00 | 1965594.00 |
| 8579 | 2017.08.08 08:05 | sell | 2703 | 0.10 | 110.574 | 0.000 | 0.000 | ||
| 8580 | 2017.08.08 08:05 | modify | 2703 | 0.10 | 110.574 | 110.874 | 109.374 | ||
| 8581 | 2017.08.08 22:10 | close | 2703 | 0.10 | 110.460 | 110.874 | 109.374 | 1140.00 | 1966734.00 |
| 8582 | 2017.08.14 16:25 | buy | 2704 | 0.10 | 109.610 | 0.000 | 0.000 | ||
| 8583 | 2017.08.14 16:25 | modify | 2704 | 0.10 | 109.610 | 109.360 | 110.560 | ||
| 8584 | 2017.08.15 02:30 | close | 2704 | 0.10 | 109.749 | 109.360 | 110.560 | 1375.00 | 1968109.00 |
| 8585 | 2017.08.18 05:35 | sell | 2705 | 0.10 | 109.405 | 0.000 | 0.000 | ||
| 8586 | 2017.08.18 05:35 | modify | 2705 | 0.10 | 109.405 | 109.705 | 108.205 | ||
| 8587 | 2017.08.18 14:10 | modify | 2705 | 0.10 | 109.405 | 109.405 | 108.205 | ||
| 8588 | 2017.08.18 16:00 | close | 2705 | 0.10 | 108.862 | 109.405 | 108.205 | 5430.00 | 1973539.00 |
| 8589 | 2017.08.21 16:20 | sell | 2706 | 0.10 | 108.870 | 0.000 | 0.000 | ||
| 8590 | 2017.08.21 16:20 | modify | 2706 | 0.10 | 108.870 | 109.170 | 107.670 | ||
| 8591 | 2017.08.22 03:10 | s/l | 2706 | 0.10 | 109.170 | 109.170 | 107.670 | -3026.00 | 1970513.00 |
| 8592 | 2017.08.22 03:25 | sell | 2707 | 0.10 | 109.125 | 0.000 | 0.000 | ||
| 8593 | 2017.08.22 03:25 | modify | 2707 | 0.10 | 109.125 | 109.425 | 107.925 | ||
| 8594 | 2017.08.22 10:05 | s/l | 2707 | 0.10 | 109.425 | 109.425 | 107.925 | -3000.00 | 1967513.00 |
| 8595 | 2017.08.24 09:10 | buy | 2708 | 0.10 | 109.130 | 0.000 | 0.000 | ||
| 8596 | 2017.08.24 09:10 | modify | 2708 | 0.10 | 109.130 | 108.880 | 110.080 | ||
| 8597 | 2017.08.24 19:15 | close | 2708 | 0.10 | 109.309 | 108.880 | 110.080 | 1790.00 | 1969303.00 |
| 8598 | 2017.08.24 20:15 | buy | 2709 | 0.10 | 109.372 | 0.000 | 0.000 | ||
| 8599 | 2017.08.24 20:15 | modify | 2709 | 0.10 | 109.372 | 109.122 | 110.322 | ||
| 8600 | 2017.08.25 05:40 | modify | 2709 | 0.10 | 109.372 | 109.372 | 110.322 | ||
| 8601 | 2017.08.25 16:00 | close | 2709 | 0.10 | 109.729 | 109.372 | 110.322 | 3555.00 | 1972858.00 |
| 8602 | 2017.08.25 16:55 | buy | 2710 | 0.10 | 109.745 | 0.000 | 0.000 | ||
| 8603 | 2017.08.25 16:55 | close | 2710 | 0.10 | 109.740 | 0.000 | 0.000 | -50.00 | 1972808.00 |
| 8604 | 2017.08.28 03:15 | sell | 2711 | 0.10 | 109.266 | 0.000 | 0.000 | ||
| 8605 | 2017.08.28 03:15 | modify | 2711 | 0.10 | 109.266 | 109.566 | 108.066 | ||
| 8606 | 2017.08.28 17:20 | close | 2711 | 0.10 | 109.273 | 109.566 | 108.066 | -70.00 | 1972738.00 |
| 8607 | 2017.08.30 06:25 | buy | 2712 | 0.10 | 109.763 | 0.000 | 0.000 | ||
| 8608 | 2017.08.30 06:25 | modify | 2712 | 0.10 | 109.763 | 109.513 | 110.713 | ||
| 8609 | 2017.08.30 16:30 | close | 2712 | 0.10 | 110.195 | 109.513 | 110.713 | 4320.00 | 1977058.00 |
| 8610 | 2017.09.04 07:25 | sell | 2713 | 0.10 | 109.817 | 0.000 | 0.000 | ||
| 8611 | 2017.09.04 07:25 | modify | 2713 | 0.10 | 109.817 | 110.117 | 108.617 | ||
| 8612 | 2017.09.04 19:15 | modify | 2713 | 0.10 | 109.817 | 109.817 | 108.617 | ||
| 8613 | 2017.09.05 02:50 | s/l | 2713 | 0.10 | 109.817 | 109.817 | 108.617 | -26.00 | 1977032.00 |
| 8614 | 2017.09.11 03:30 | buy | 2714 | 0.10 | 108.351 | 0.000 | 0.000 | ||
| 8615 | 2017.09.11 03:30 | modify | 2714 | 0.10 | 108.351 | 108.101 | 109.301 | ||
| 8616 | 2017.09.11 13:35 | close | 2714 | 0.10 | 108.492 | 108.101 | 109.301 | 1410.00 | 1978442.00 |
| 8617 | 2017.09.15 05:00 | sell | 2715 | 0.10 | 110.176 | 0.000 | 0.000 | ||
| 8618 | 2017.09.15 05:00 | modify | 2715 | 0.10 | 110.176 | 110.476 | 108.976 | ||
| 8619 | 2017.09.15 08:25 | s/l | 2715 | 0.10 | 110.476 | 110.476 | 108.976 | -3000.00 | 1975442.00 |
| 8620 | 2017.09.21 21:35 | sell | 2716 | 0.10 | 112.509 | 0.000 | 0.000 | ||
| 8621 | 2017.09.21 21:35 | modify | 2716 | 0.10 | 112.509 | 112.809 | 111.309 | ||
| 8622 | 2017.09.22 05:45 | modify | 2716 | 0.10 | 112.509 | 112.509 | 111.309 | ||
| 8623 | 2017.09.22 08:10 | close | 2716 | 0.10 | 111.826 | 112.509 | 111.309 | 6804.00 | 1982246.00 |
| 8624 | 2017.09.22 09:35 | sell | 2717 | 0.10 | 111.933 | 0.000 | 0.000 | ||
| 8625 | 2017.09.22 09:35 | modify | 2717 | 0.10 | 111.933 | 112.233 | 110.733 | ||
| 8626 | 2017.09.22 16:00 | close | 2717 | 0.10 | 112.029 | 112.233 | 110.733 | -960.00 | 1981286.00 |
| 8627 | 2017.09.26 00:55 | sell | 2718 | 0.10 | 111.713 | 0.000 | 0.000 | ||
| 8628 | 2017.09.26 00:55 | modify | 2718 | 0.10 | 111.713 | 112.013 | 110.513 | ||
| 8629 | 2017.09.26 15:00 | close | 2718 | 0.10 | 111.945 | 112.013 | 110.513 | -2320.00 | 1978966.00 |
| 8630 | 2017.09.28 23:35 | sell | 2719 | 0.10 | 112.363 | 0.000 | 0.000 | ||
| 8631 | 2017.09.28 23:35 | modify | 2719 | 0.10 | 112.363 | 112.663 | 111.163 | ||
| 8632 | 2017.09.29 03:55 | s/l | 2719 | 0.10 | 112.663 | 112.663 | 111.163 | -3026.00 | 1975940.00 |
| 8633 | 2017.09.29 11:35 | buy | 2720 | 0.10 | 112.426 | 0.000 | 0.000 | ||
| 8634 | 2017.09.29 11:35 | modify | 2720 | 0.10 | 112.426 | 112.176 | 113.376 | ||
| 8635 | 2017.09.29 16:00 | close | 2720 | 0.10 | 112.270 | 112.176 | 113.376 | -1560.00 | 1974380.00 |
| 8636 | 2017.10.02 17:35 | sell | 2721 | 0.10 | 112.553 | 0.000 | 0.000 | ||
| 8637 | 2017.10.02 17:35 | modify | 2721 | 0.10 | 112.553 | 112.853 | 111.353 | ||
| 8638 | 2017.10.03 00:00 | close | 2721 | 0.10 | 112.744 | 112.853 | 111.353 | -1936.00 | 1972444.00 |
| 8639 | 2017.10.03 00:15 | sell | 2722 | 0.10 | 112.705 | 0.000 | 0.000 | ||
| 8640 | 2017.10.03 00:15 | modify | 2722 | 0.10 | 112.705 | 113.005 | 111.505 | ||
| 8641 | 2017.10.03 04:05 | s/l | 2722 | 0.10 | 113.005 | 113.005 | 111.505 | -3000.00 | 1969444.00 |
| 8642 | 2017.10.04 07:05 | sell | 2723 | 0.10 | 112.634 | 0.000 | 0.000 | ||
| 8643 | 2017.10.04 07:05 | modify | 2723 | 0.10 | 112.634 | 112.934 | 111.434 | ||
| 8644 | 2017.10.04 21:10 | close | 2723 | 0.10 | 112.774 | 112.934 | 111.434 | -1400.00 | 1968044.00 |
| 8645 | 2017.10.05 05:35 | buy | 2724 | 0.10 | 112.754 | 0.000 | 0.000 | ||
| 8646 | 2017.10.05 05:35 | modify | 2724 | 0.10 | 112.754 | 112.504 | 113.704 | ||
| 8647 | 2017.10.05 14:05 | s/l | 2724 | 0.10 | 112.504 | 112.504 | 113.704 | -2500.00 | 1965544.00 |
| 8648 | 2017.10.05 18:30 | sell | 2725 | 0.10 | 112.665 | 0.000 | 0.000 | ||
| 8649 | 2017.10.05 18:30 | modify | 2725 | 0.10 | 112.665 | 112.965 | 111.465 | ||
| 8650 | 2017.10.05 23:20 | close | 2725 | 0.10 | 112.863 | 112.965 | 111.465 | -1980.00 | 1963564.00 |
| 8651 | 2017.10.06 06:25 | buy | 2726 | 0.10 | 112.846 | 0.000 | 0.000 | ||
| 8652 | 2017.10.06 06:25 | modify | 2726 | 0.10 | 112.846 | 112.596 | 113.796 | ||
| 8653 | 2017.10.06 16:00 | close | 2726 | 0.10 | 113.309 | 112.596 | 113.796 | 4630.00 | 1968194.00 |
| 8654 | 2017.10.09 01:15 | sell | 2727 | 0.10 | 112.487 | 0.000 | 0.000 | ||
| 8655 | 2017.10.09 01:15 | modify | 2727 | 0.10 | 112.487 | 112.787 | 111.287 | ||
| 8656 | 2017.10.09 06:55 | close | 2727 | 0.10 | 112.639 | 112.787 | 111.287 | -1520.00 | 1966674.00 |
| 8657 | 2017.10.09 07:25 | sell | 2728 | 0.10 | 112.561 | 0.000 | 0.000 | ||
| 8658 | 2017.10.09 07:25 | modify | 2728 | 0.10 | 112.561 | 112.861 | 111.361 | ||
| 8659 | 2017.10.09 21:30 | close | 2728 | 0.10 | 112.670 | 112.861 | 111.361 | -1090.00 | 1965584.00 |
| 8660 | 2017.10.13 08:20 | sell | 2729 | 0.10 | 112.068 | 0.000 | 0.000 | ||
| 8661 | 2017.10.13 08:20 | modify | 2729 | 0.10 | 112.068 | 112.368 | 110.868 | ||
| 8662 | 2017.10.13 16:00 | close | 2729 | 0.10 | 111.804 | 112.368 | 110.868 | 2640.00 | 1968224.00 |
| 8663 | 2017.10.16 07:40 | buy | 2730 | 0.10 | 111.931 | 0.000 | 0.000 | ||
| 8664 | 2017.10.16 07:40 | modify | 2730 | 0.10 | 111.931 | 111.681 | 112.881 | ||
| 8665 | 2017.10.16 10:25 | s/l | 2730 | 0.10 | 111.681 | 111.681 | 112.881 | -2500.00 | 1965724.00 |
| 8666 | 2017.10.17 06:05 | buy | 2731 | 0.10 | 112.056 | 0.000 | 0.000 | ||
| 8667 | 2017.10.17 06:05 | modify | 2731 | 0.10 | 112.056 | 111.806 | 113.006 | ||
| 8668 | 2017.10.17 16:10 | close | 2731 | 0.10 | 112.411 | 111.806 | 113.006 | 3550.00 | 1969274.00 |
| 8669 | 2017.10.23 20:05 | sell | 2732 | 0.10 | 113.678 | 0.000 | 0.000 | ||
| 8670 | 2017.10.23 20:05 | modify | 2732 | 0.10 | 113.678 | 113.978 | 112.478 | ||
| 8671 | 2017.10.24 00:20 | modify | 2732 | 0.10 | 113.678 | 113.678 | 112.478 | ||
| 8672 | 2017.10.24 10:20 | s/l | 2732 | 0.10 | 113.678 | 113.678 | 112.478 | -26.00 | 1969248.00 |
| 8673 | 2017.10.24 10:30 | sell | 2733 | 0.10 | 113.643 | 0.000 | 0.000 | ||
| 8674 | 2017.10.24 10:30 | modify | 2733 | 0.10 | 113.643 | 113.943 | 112.443 | ||
| 8675 | 2017.10.24 15:05 | s/l | 2733 | 0.10 | 113.943 | 113.943 | 112.443 | -3000.00 | 1966248.00 |
| 8676 | 2017.10.24 17:50 | buy | 2734 | 0.10 | 113.924 | 0.000 | 0.000 | ||
| 8677 | 2017.10.24 17:50 | modify | 2734 | 0.10 | 113.924 | 113.674 | 114.874 | ||
| 8678 | 2017.10.24 21:50 | s/l | 2734 | 0.10 | 113.674 | 113.674 | 114.874 | -2500.00 | 1963748.00 |
| 8679 | 2017.10.24 22:10 | buy | 2735 | 0.10 | 113.667 | 0.000 | 0.000 | ||
| 8680 | 2017.10.24 22:10 | modify | 2735 | 0.10 | 113.667 | 113.417 | 114.617 | ||
| 8681 | 2017.10.25 00:25 | modify | 2735 | 0.10 | 113.667 | 113.667 | 114.617 | ||
| 8682 | 2017.10.25 17:20 | s/l | 2735 | 0.10 | 113.667 | 113.667 | 114.617 | -15.00 | 1963733.00 |
| 8683 | 2017.10.25 22:00 | sell | 2736 | 0.10 | 113.723 | 0.000 | 0.000 | ||
| 8684 | 2017.10.25 22:00 | modify | 2736 | 0.10 | 113.723 | 114.023 | 112.523 | ||
| 8685 | 2017.10.26 06:35 | modify | 2736 | 0.10 | 113.723 | 113.723 | 112.523 | ||
| 8686 | 2017.10.26 10:35 | s/l | 2736 | 0.10 | 113.723 | 113.723 | 112.523 | -26.00 | 1963707.00 |
| 8687 | 2017.10.26 10:50 | sell | 2737 | 0.10 | 113.655 | 0.000 | 0.000 | ||
| 8688 | 2017.10.26 10:50 | modify | 2737 | 0.10 | 113.655 | 113.955 | 112.455 | ||
| 8689 | 2017.10.26 18:00 | s/l | 2737 | 0.10 | 113.955 | 113.955 | 112.455 | -3000.00 | 1960707.00 |
| 8690 | 2017.10.27 08:05 | buy | 2738 | 0.10 | 114.173 | 0.000 | 0.000 | ||
| 8691 | 2017.10.27 08:05 | modify | 2738 | 0.10 | 114.173 | 113.923 | 115.123 | ||
| 8692 | 2017.10.27 11:40 | s/l | 2738 | 0.10 | 113.923 | 113.923 | 115.123 | -2500.00 | 1958207.00 |
| 8693 | 2017.10.30 01:40 | sell | 2739 | 0.10 | 113.733 | 0.000 | 0.000 | ||
| 8694 | 2017.10.30 01:40 | modify | 2739 | 0.10 | 113.733 | 114.033 | 112.533 | ||
| 8695 | 2017.10.30 15:45 | close | 2739 | 0.10 | 113.573 | 114.033 | 112.533 | 1600.00 | 1959807.00 |
| 8696 | 2017.11.02 17:40 | buy | 2740 | 0.10 | 113.798 | 0.000 | 0.000 | ||
| 8697 | 2017.11.02 17:40 | modify | 2740 | 0.10 | 113.798 | 113.548 | 114.748 | ||
| 8698 | 2017.11.02 23:50 | modify | 2740 | 0.10 | 113.798 | 113.798 | 114.748 | ||
| 8699 | 2017.11.03 01:15 | close | 2740 | 0.10 | 114.066 | 113.798 | 114.748 | 2665.00 | 1962472.00 |
| 8700 | 2017.11.03 01:35 | buy | 2741 | 0.10 | 114.063 | 0.000 | 0.000 | ||