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 |
| 8701 | 2017.11.03 01:35 | modify | 2741 | 0.10 | 114.063 | 113.813 | 115.013 | ||
| 8702 | 2017.11.03 11:40 | close | 2741 | 0.10 | 114.072 | 113.813 | 115.013 | 90.00 | 1962562.00 |
| 8703 | 2017.11.03 12:50 | buy | 2742 | 0.10 | 114.124 | 0.000 | 0.000 | ||
| 8704 | 2017.11.03 12:50 | modify | 2742 | 0.10 | 114.124 | 113.874 | 115.074 | ||
| 8705 | 2017.11.03 15:35 | s/l | 2742 | 0.10 | 113.874 | 113.874 | 115.074 | -2500.00 | 1960062.00 |
| 8706 | 2017.11.03 15:50 | buy | 2743 | 0.10 | 113.900 | 0.000 | 0.000 | ||
| 8707 | 2017.11.03 15:50 | modify | 2743 | 0.10 | 113.900 | 113.650 | 114.850 | ||
| 8708 | 2017.11.03 16:00 | close | 2743 | 0.10 | 113.959 | 113.650 | 114.850 | 590.00 | 1960652.00 |
| 8709 | 2017.11.06 16:55 | sell | 2744 | 0.10 | 114.105 | 0.000 | 0.000 | ||
| 8710 | 2017.11.06 16:55 | modify | 2744 | 0.10 | 114.105 | 114.405 | 112.905 | ||
| 8711 | 2017.11.06 20:50 | modify | 2744 | 0.10 | 114.105 | 114.105 | 112.905 | ||
| 8712 | 2017.11.06 23:25 | close | 2744 | 0.10 | 113.752 | 114.105 | 112.905 | 3530.00 | 1964182.00 |
| 8713 | 2017.11.07 02:10 | sell | 2745 | 0.10 | 113.736 | 0.000 | 0.000 | ||
| 8714 | 2017.11.07 02:10 | modify | 2745 | 0.10 | 113.736 | 114.036 | 112.536 | ||
| 8715 | 2017.11.07 06:15 | close | 2745 | 0.10 | 113.949 | 114.036 | 112.536 | -2130.00 | 1962052.00 |
| 8716 | 2017.11.07 07:35 | sell | 2746 | 0.10 | 113.952 | 0.000 | 0.000 | ||
| 8717 | 2017.11.07 07:35 | modify | 2746 | 0.10 | 113.952 | 114.252 | 112.752 | ||
| 8718 | 2017.11.07 10:45 | s/l | 2746 | 0.10 | 114.252 | 114.252 | 112.752 | -3000.00 | 1959052.00 |
| 8719 | 2017.11.08 04:40 | sell | 2747 | 0.10 | 113.750 | 0.000 | 0.000 | ||
| 8720 | 2017.11.08 04:40 | modify | 2747 | 0.10 | 113.750 | 114.050 | 112.550 | ||
| 8721 | 2017.11.08 18:45 | close | 2747 | 0.10 | 113.584 | 114.050 | 112.550 | 1660.00 | 1960712.00 |
| 8722 | 2017.11.09 17:35 | sell | 2748 | 0.10 | 113.567 | 0.000 | 0.000 | ||
| 8723 | 2017.11.09 17:35 | modify | 2748 | 0.10 | 113.567 | 113.867 | 112.367 | ||
| 8724 | 2017.11.09 21:50 | modify | 2748 | 0.10 | 113.567 | 113.567 | 112.367 | ||
| 8725 | 2017.11.10 09:40 | s/l | 2748 | 0.10 | 113.567 | 113.567 | 112.367 | -26.00 | 1960686.00 |
| 8726 | 2017.11.13 04:10 | buy | 2749 | 0.10 | 113.650 | 0.000 | 0.000 | ||
| 8727 | 2017.11.13 04:10 | modify | 2749 | 0.10 | 113.650 | 113.400 | 114.600 | ||
| 8728 | 2017.11.13 08:10 | s/l | 2749 | 0.10 | 113.400 | 113.400 | 114.600 | -2500.00 | 1958186.00 |
| 8729 | 2017.11.13 09:00 | buy | 2750 | 0.10 | 113.431 | 0.000 | 0.000 | ||
| 8730 | 2017.11.13 09:00 | modify | 2750 | 0.10 | 113.431 | 113.181 | 114.381 | ||
| 8731 | 2017.11.13 19:05 | close | 2750 | 0.10 | 113.614 | 113.181 | 114.381 | 1830.00 | 1960016.00 |
| 8732 | 2017.11.13 21:55 | buy | 2751 | 0.10 | 113.556 | 0.000 | 0.000 | ||
| 8733 | 2017.11.13 21:55 | modify | 2751 | 0.10 | 113.556 | 113.306 | 114.506 | ||
| 8734 | 2017.11.14 08:00 | close | 2751 | 0.10 | 113.625 | 113.306 | 114.506 | 675.00 | 1960691.00 |
| 8735 | 2017.11.14 09:20 | buy | 2752 | 0.10 | 113.652 | 0.000 | 0.000 | ||
| 8736 | 2017.11.14 09:20 | modify | 2752 | 0.10 | 113.652 | 113.402 | 114.602 | ||
| 8737 | 2017.11.14 17:05 | s/l | 2752 | 0.10 | 113.402 | 113.402 | 114.602 | -2500.00 | 1958191.00 |
| 8738 | 2017.11.16 21:50 | sell | 2753 | 0.10 | 112.976 | 0.000 | 0.000 | ||
| 8739 | 2017.11.16 21:50 | modify | 2753 | 0.10 | 112.976 | 113.276 | 111.776 | ||
| 8740 | 2017.11.17 05:40 | modify | 2753 | 0.10 | 112.976 | 112.976 | 111.776 | ||
| 8741 | 2017.11.17 16:00 | close | 2753 | 0.10 | 112.562 | 112.976 | 111.776 | 4114.00 | 1962305.00 |
| 8742 | 2017.11.20 08:15 | sell | 2754 | 0.10 | 112.019 | 0.000 | 0.000 | ||
| 8743 | 2017.11.20 08:15 | modify | 2754 | 0.10 | 112.019 | 112.319 | 110.819 | ||
| 8744 | 2017.11.20 16:20 | s/l | 2754 | 0.10 | 112.319 | 112.319 | 110.819 | -3000.00 | 1959305.00 |
| 8745 | 2017.11.20 17:30 | buy | 2755 | 0.10 | 112.386 | 0.000 | 0.000 | ||
| 8746 | 2017.11.20 17:30 | modify | 2755 | 0.10 | 112.386 | 112.136 | 113.336 | ||
| 8747 | 2017.11.20 21:50 | modify | 2755 | 0.10 | 112.386 | 112.386 | 113.336 | ||
| 8748 | 2017.11.21 16:10 | s/l | 2755 | 0.10 | 112.386 | 112.386 | 113.336 | -15.00 | 1959290.00 |
| 8749 | 2017.11.27 02:10 | sell | 2756 | 0.10 | 111.602 | 0.000 | 0.000 | ||
| 8750 | 2017.11.27 02:10 | modify | 2756 | 0.10 | 111.602 | 111.902 | 110.402 | ||
| 8751 | 2017.11.27 12:00 | modify | 2756 | 0.10 | 111.602 | 111.602 | 110.402 | ||
| 8752 | 2017.11.27 21:15 | close | 2756 | 0.10 | 111.028 | 111.602 | 110.402 | 5740.00 | 1965030.00 |
| 8753 | 2017.11.28 07:20 | buy | 2757 | 0.10 | 111.163 | 0.000 | 0.000 | ||
| 8754 | 2017.11.28 07:20 | modify | 2757 | 0.10 | 111.163 | 110.913 | 112.113 | ||
| 8755 | 2017.11.28 17:25 | close | 2757 | 0.10 | 111.398 | 110.913 | 112.113 | 2350.00 | 1967380.00 |
| 8756 | 2017.11.28 19:35 | buy | 2758 | 0.10 | 111.179 | 0.000 | 0.000 | ||
| 8757 | 2017.11.28 19:35 | modify | 2758 | 0.10 | 111.179 | 110.929 | 112.129 | ||
| 8758 | 2017.11.29 00:20 | modify | 2758 | 0.10 | 111.179 | 111.179 | 112.129 | ||
| 8759 | 2017.11.29 17:05 | t/p | 2758 | 0.10 | 112.129 | 111.179 | 112.129 | 9485.00 | 1976865.00 |
| 8760 | 2017.12.01 12:05 | buy | 2759 | 0.10 | 112.443 | 0.000 | 0.000 | ||
| 8761 | 2017.12.01 12:05 | modify | 2759 | 0.10 | 112.443 | 112.193 | 113.393 | ||
| 8762 | 2017.12.01 16:00 | close | 2759 | 0.10 | 112.732 | 112.193 | 113.393 | 2890.00 | 1979755.00 |
| 8763 | 2017.12.04 08:50 | buy | 2760 | 0.10 | 112.882 | 0.000 | 0.000 | ||
| 8764 | 2017.12.04 08:50 | modify | 2760 | 0.10 | 112.882 | 112.632 | 113.832 | ||
| 8765 | 2017.12.04 18:55 | close | 2760 | 0.10 | 112.765 | 112.632 | 113.832 | -1170.00 | 1978585.00 |
| 8766 | 2017.12.05 02:35 | sell | 2761 | 0.10 | 112.518 | 0.000 | 0.000 | ||
| 8767 | 2017.12.05 02:35 | modify | 2761 | 0.10 | 112.518 | 112.818 | 111.318 | ||
| 8768 | 2017.12.05 16:25 | s/l | 2761 | 0.10 | 112.818 | 112.818 | 111.318 | -3000.00 | 1975585.00 |
| 8769 | 2017.12.05 16:35 | sell | 2762 | 0.10 | 112.729 | 0.000 | 0.000 | ||
| 8770 | 2017.12.05 16:35 | modify | 2762 | 0.10 | 112.729 | 113.029 | 111.529 | ||
| 8771 | 2017.12.06 05:40 | modify | 2762 | 0.10 | 112.729 | 112.729 | 111.529 | ||
| 8772 | 2017.12.06 08:20 | close | 2762 | 0.10 | 112.117 | 112.729 | 111.529 | 6094.00 | 1981679.00 |
| 8773 | 2017.12.06 09:30 | sell | 2763 | 0.10 | 112.048 | 0.000 | 0.000 | ||
| 8774 | 2017.12.06 09:30 | modify | 2763 | 0.10 | 112.048 | 112.348 | 110.848 | ||
| 8775 | 2017.12.06 18:50 | s/l | 2763 | 0.10 | 112.348 | 112.348 | 110.848 | -3000.00 | 1978679.00 |
| 8776 | 2017.12.12 16:05 | buy | 2764 | 0.10 | 113.485 | 0.000 | 0.000 | ||
| 8777 | 2017.12.12 16:05 | modify | 2764 | 0.10 | 113.485 | 113.235 | 114.435 | ||
| 8778 | 2017.12.13 02:10 | close | 2764 | 0.10 | 113.484 | 113.235 | 114.435 | -25.00 | 1978654.00 |
| 8779 | 2017.12.13 08:50 | sell | 2765 | 0.10 | 113.366 | 0.000 | 0.000 | ||
| 8780 | 2017.12.13 08:50 | modify | 2765 | 0.10 | 113.366 | 113.666 | 112.166 | ||
| 8781 | 2017.12.13 20:25 | modify | 2765 | 0.10 | 113.366 | 113.366 | 112.166 | ||
| 8782 | 2017.12.13 23:35 | close | 2765 | 0.10 | 112.545 | 113.366 | 112.166 | 8210.00 | 1986864.00 |
| 8783 | 2017.12.18 08:45 | buy | 2766 | 0.10 | 112.643 | 0.000 | 0.000 | ||
| 8784 | 2017.12.18 08:45 | modify | 2766 | 0.10 | 112.643 | 112.393 | 113.593 | ||
| 8785 | 2017.12.18 17:05 | s/l | 2766 | 0.10 | 112.393 | 112.393 | 113.593 | -2500.00 | 1984364.00 |
| 8786 | 2017.12.19 09:30 | buy | 2767 | 0.10 | 112.545 | 0.000 | 0.000 | ||
| 8787 | 2017.12.19 09:30 | modify | 2767 | 0.10 | 112.545 | 112.295 | 113.495 | ||
| 8788 | 2017.12.19 19:10 | modify | 2767 | 0.10 | 112.545 | 112.545 | 113.495 | ||
| 8789 | 2017.12.20 00:45 | close | 2767 | 0.10 | 112.861 | 112.545 | 113.495 | 3145.00 | 1987509.00 |
| 8790 | 2017.12.20 06:45 | buy | 2768 | 0.10 | 112.963 | 0.000 | 0.000 | ||
| 8791 | 2017.12.20 06:45 | modify | 2768 | 0.10 | 112.963 | 112.713 | 113.913 | ||
| 8792 | 2017.12.20 14:25 | modify | 2768 | 0.10 | 112.963 | 112.963 | 113.913 | ||
| 8793 | 2017.12.20 22:40 | close | 2768 | 0.10 | 113.400 | 112.963 | 113.913 | 4370.00 | 1991879.00 |
| 8794 | 2017.12.27 12:45 | sell | 2769 | 0.10 | 113.256 | 0.000 | 0.000 | ||
| 8795 | 2017.12.27 12:45 | modify | 2769 | 0.10 | 113.256 | 113.556 | 112.056 | ||
| 8796 | 2017.12.28 02:50 | close | 2769 | 0.10 | 113.201 | 113.556 | 112.056 | 524.00 | 1992403.00 |
| 8797 | 2017.12.28 12:15 | sell | 2770 | 0.10 | 112.827 | 0.000 | 0.000 | ||
| 8798 | 2017.12.28 12:15 | modify | 2770 | 0.10 | 112.827 | 113.127 | 111.627 | ||
| 8799 | 2017.12.29 02:20 | close | 2770 | 0.10 | 112.953 | 113.127 | 111.627 | -1286.00 | 1991117.00 |
| 8800 | 2018.01.02 09:55 | buy | 2771 | 0.10 | 112.626 | 0.000 | 0.000 | ||
| 8801 | 2018.01.02 09:55 | modify | 2771 | 0.10 | 112.626 | 112.376 | 113.576 | ||
| 8802 | 2018.01.02 10:45 | s/l | 2771 | 0.10 | 112.376 | 112.376 | 113.576 | -2500.00 | 1988617.00 |
| 8803 | 2018.01.03 09:00 | buy | 2772 | 0.10 | 112.296 | 0.000 | 0.000 | ||
| 8804 | 2018.01.03 09:00 | modify | 2772 | 0.10 | 112.296 | 112.046 | 113.246 | ||
| 8805 | 2018.01.03 19:05 | close | 2772 | 0.10 | 112.267 | 112.046 | 113.246 | -290.00 | 1988327.00 |
| 8806 | 2018.01.03 20:20 | buy | 2773 | 0.10 | 112.353 | 0.000 | 0.000 | ||
| 8807 | 2018.01.03 20:20 | modify | 2773 | 0.10 | 112.353 | 112.103 | 113.303 | ||
| 8808 | 2018.01.04 01:30 | modify | 2773 | 0.10 | 112.353 | 112.353 | 113.303 | ||
| 8809 | 2018.01.04 08:00 | close | 2773 | 0.10 | 112.650 | 112.353 | 113.303 | 2955.00 | 1991282.00 |
| 8810 | 2018.01.04 09:10 | buy | 2774 | 0.10 | 112.576 | 0.000 | 0.000 | ||
| 8811 | 2018.01.04 09:10 | modify | 2774 | 0.10 | 112.576 | 112.326 | 113.526 | ||
| 8812 | 2018.01.04 19:15 | close | 2774 | 0.10 | 112.826 | 112.326 | 113.526 | 2500.00 | 1993782.00 |
| 8813 | 2018.01.04 19:20 | buy | 2775 | 0.10 | 112.839 | 0.000 | 0.000 | ||
| 8814 | 2018.01.04 19:20 | modify | 2775 | 0.10 | 112.839 | 112.589 | 113.789 | ||
| 8815 | 2018.01.05 05:25 | close | 2775 | 0.10 | 112.801 | 112.589 | 113.789 | -395.00 | 1993387.00 |
| 8816 | 2018.01.09 09:40 | sell | 2776 | 0.10 | 112.746 | 0.000 | 0.000 | ||
| 8817 | 2018.01.09 09:40 | modify | 2776 | 0.10 | 112.746 | 113.046 | 111.546 | ||
| 8818 | 2018.01.09 23:45 | close | 2776 | 0.10 | 112.588 | 113.046 | 111.546 | 1580.00 | 1994967.00 |
| 8819 | 2018.01.10 08:10 | sell | 2777 | 0.10 | 112.294 | 0.000 | 0.000 | ||
| 8820 | 2018.01.10 08:10 | modify | 2777 | 0.10 | 112.294 | 112.594 | 111.094 | ||
| 8821 | 2018.01.10 10:50 | modify | 2777 | 0.10 | 112.294 | 112.294 | 111.094 | ||
| 8822 | 2018.01.10 15:25 | close | 2777 | 0.10 | 111.402 | 112.294 | 111.094 | 8920.00 | 2003887.00 |
| 8823 | 2018.01.12 04:50 | sell | 2778 | 0.10 | 111.220 | 0.000 | 0.000 | ||
| 8824 | 2018.01.12 04:50 | modify | 2778 | 0.10 | 111.220 | 111.520 | 110.020 | ||
| 8825 | 2018.01.12 15:45 | s/l | 2778 | 0.10 | 111.520 | 111.520 | 110.020 | -3000.00 | 2000887.00 |
| 8826 | 2018.01.15 00:15 | sell | 2779 | 0.10 | 111.011 | 0.000 | 0.000 | ||
| 8827 | 2018.01.15 00:15 | modify | 2779 | 0.10 | 111.011 | 111.311 | 109.811 | ||
| 8828 | 2018.01.15 06:45 | modify | 2779 | 0.10 | 111.011 | 111.011 | 109.811 | ||
| 8829 | 2018.01.15 19:10 | close | 2779 | 0.10 | 110.540 | 111.011 | 109.811 | 4710.00 | 2005597.00 |
| 8830 | 2018.01.16 04:15 | buy | 2780 | 0.10 | 110.918 | 0.000 | 0.000 | ||
| 8831 | 2018.01.16 04:15 | modify | 2780 | 0.10 | 110.918 | 110.668 | 111.868 | ||
| 8832 | 2018.01.16 10:10 | s/l | 2780 | 0.10 | 110.668 | 110.668 | 111.868 | -2500.00 | 2003097.00 |
| 8833 | 2018.01.16 10:20 | buy | 2781 | 0.10 | 110.747 | 0.000 | 0.000 | ||
| 8834 | 2018.01.16 10:20 | modify | 2781 | 0.10 | 110.747 | 110.497 | 111.697 | ||
| 8835 | 2018.01.16 20:25 | close | 2781 | 0.10 | 110.669 | 110.497 | 111.697 | -780.00 | 2002317.00 |
| 8836 | 2018.01.17 10:15 | buy | 2782 | 0.10 | 110.729 | 0.000 | 0.000 | ||
| 8837 | 2018.01.17 10:15 | modify | 2782 | 0.10 | 110.729 | 110.479 | 111.679 | ||
| 8838 | 2018.01.17 20:20 | close | 2782 | 0.10 | 110.674 | 110.479 | 111.679 | -550.00 | 2001767.00 |
| 8839 | 2018.01.17 21:35 | buy | 2783 | 0.10 | 110.758 | 0.000 | 0.000 | ||
| 8840 | 2018.01.17 21:35 | modify | 2783 | 0.10 | 110.758 | 110.508 | 111.708 | ||
| 8841 | 2018.01.17 23:30 | modify | 2783 | 0.10 | 110.758 | 110.758 | 111.708 | ||
| 8842 | 2018.01.18 05:45 | close | 2783 | 0.10 | 111.423 | 110.758 | 111.708 | 6635.00 | 2008402.00 |
| 8843 | 2018.01.23 08:20 | sell | 2784 | 0.10 | 110.766 | 0.000 | 0.000 | ||
| 8844 | 2018.01.23 08:20 | modify | 2784 | 0.10 | 110.766 | 111.066 | 109.566 | ||
| 8845 | 2018.01.23 08:45 | s/l | 2784 | 0.10 | 111.066 | 111.066 | 109.566 | -3000.00 | 2005402.00 |
| 8846 | 2018.01.23 09:30 | sell | 2785 | 0.10 | 111.037 | 0.000 | 0.000 | ||
| 8847 | 2018.01.23 09:30 | modify | 2785 | 0.10 | 111.037 | 111.337 | 109.837 | ||
| 8848 | 2018.01.23 12:15 | modify | 2785 | 0.10 | 111.037 | 111.037 | 109.837 | ||
| 8849 | 2018.01.23 20:15 | close | 2785 | 0.10 | 110.402 | 111.037 | 109.837 | 6350.00 | 2011752.00 |
| 8850 | 2018.01.23 20:40 | sell | 2786 | 0.10 | 110.387 | 0.000 | 0.000 | ||