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 |
| 8851 | 2018.01.23 20:40 | modify | 2786 | 0.10 | 110.387 | 110.687 | 109.187 | ||
| 8852 | 2018.01.24 06:10 | modify | 2786 | 0.10 | 110.387 | 110.387 | 109.187 | ||
| 8853 | 2018.01.24 15:20 | close | 2786 | 0.10 | 109.366 | 110.387 | 109.187 | 10184.00 | 2021936.00 |
| 8854 | 2018.01.26 09:45 | buy | 2787 | 0.10 | 108.953 | 0.000 | 0.000 | ||
| 8855 | 2018.01.26 09:45 | modify | 2787 | 0.10 | 108.953 | 108.703 | 109.903 | ||
| 8856 | 2018.01.26 16:00 | close | 2787 | 0.10 | 109.349 | 108.703 | 109.903 | 3960.00 | 2025896.00 |
| 8857 | 2018.01.29 13:05 | buy | 2788 | 0.10 | 108.736 | 0.000 | 0.000 | ||
| 8858 | 2018.01.29 13:05 | modify | 2788 | 0.10 | 108.736 | 108.486 | 109.686 | ||
| 8859 | 2018.01.29 23:10 | close | 2788 | 0.10 | 108.950 | 108.486 | 109.686 | 2140.00 | 2028036.00 |
| 8860 | 2018.01.30 00:15 | buy | 2789 | 0.10 | 108.949 | 0.000 | 0.000 | ||
| 8861 | 2018.01.30 00:15 | modify | 2789 | 0.10 | 108.949 | 108.699 | 109.899 | ||
| 8862 | 2018.01.30 06:15 | s/l | 2789 | 0.10 | 108.699 | 108.699 | 109.899 | -2500.00 | 2025536.00 |
| 8863 | 2018.01.31 17:35 | buy | 2790 | 0.10 | 109.018 | 0.000 | 0.000 | ||
| 8864 | 2018.01.31 17:35 | modify | 2790 | 0.10 | 109.018 | 108.768 | 109.968 | ||
| 8865 | 2018.02.01 03:40 | close | 2790 | 0.10 | 109.310 | 108.768 | 109.968 | 2905.00 | 2028441.00 |
| 8866 | 2018.02.01 05:25 | buy | 2791 | 0.10 | 109.352 | 0.000 | 0.000 | ||
| 8867 | 2018.02.01 05:25 | modify | 2791 | 0.10 | 109.352 | 109.102 | 110.302 | ||
| 8868 | 2018.02.01 13:20 | modify | 2791 | 0.10 | 109.352 | 109.352 | 110.302 | ||
| 8869 | 2018.02.01 15:55 | s/l | 2791 | 0.10 | 109.352 | 109.352 | 110.302 | 0.00 | 2028441.00 |
| 8870 | 2018.02.06 08:55 | sell | 2792 | 0.10 | 108.926 | 0.000 | 0.000 | ||
| 8871 | 2018.02.06 08:55 | modify | 2792 | 0.10 | 108.926 | 109.226 | 107.726 | ||
| 8872 | 2018.02.06 10:25 | s/l | 2792 | 0.10 | 109.226 | 109.226 | 107.726 | -3000.00 | 2025441.00 |
| 8873 | 2018.02.07 13:15 | sell | 2793 | 0.10 | 109.082 | 0.000 | 0.000 | ||
| 8874 | 2018.02.07 13:15 | modify | 2793 | 0.10 | 109.082 | 109.382 | 107.882 | ||
| 8875 | 2018.02.07 18:20 | s/l | 2793 | 0.10 | 109.382 | 109.382 | 107.882 | -3000.00 | 2022441.00 |
| 8876 | 2018.02.07 19:35 | sell | 2794 | 0.10 | 109.450 | 0.000 | 0.000 | ||
| 8877 | 2018.02.07 19:35 | modify | 2794 | 0.10 | 109.450 | 109.750 | 108.250 | ||
| 8878 | 2018.02.08 08:45 | s/l | 2794 | 0.10 | 109.750 | 109.750 | 108.250 | -3026.00 | 2019415.00 |
| 8879 | 2018.02.08 22:20 | sell | 2795 | 0.10 | 108.834 | 0.000 | 0.000 | ||
| 8880 | 2018.02.08 22:20 | modify | 2795 | 0.10 | 108.834 | 109.134 | 107.634 | ||
| 8881 | 2018.02.09 09:25 | s/l | 2795 | 0.10 | 109.134 | 109.134 | 107.634 | -3026.00 | 2016389.00 |
| 8882 | 2018.02.09 13:00 | buy | 2796 | 0.10 | 109.129 | 0.000 | 0.000 | ||
| 8883 | 2018.02.09 13:00 | modify | 2796 | 0.10 | 109.129 | 108.879 | 110.079 | ||
| 8884 | 2018.02.09 14:30 | s/l | 2796 | 0.10 | 108.879 | 108.879 | 110.079 | -2500.00 | 2013889.00 |
| 8885 | 2018.02.09 15:20 | buy | 2797 | 0.10 | 108.833 | 0.000 | 0.000 | ||
| 8886 | 2018.02.09 15:20 | modify | 2797 | 0.10 | 108.833 | 108.583 | 109.783 | ||
| 8887 | 2018.02.09 16:00 | close | 2797 | 0.10 | 108.987 | 108.583 | 109.783 | 1540.00 | 2015429.00 |
| 8888 | 2018.02.12 20:10 | sell | 2798 | 0.10 | 108.637 | 0.000 | 0.000 | ||
| 8889 | 2018.02.12 20:10 | modify | 2798 | 0.10 | 108.637 | 108.937 | 107.437 | ||
| 8890 | 2018.02.13 08:20 | modify | 2798 | 0.10 | 108.637 | 108.637 | 107.437 | ||
| 8891 | 2018.02.13 11:55 | close | 2798 | 0.10 | 107.646 | 108.637 | 107.437 | 9884.00 | 2025313.00 |
| 8892 | 2018.02.19 00:10 | buy | 2799 | 0.10 | 106.315 | 0.000 | 0.000 | ||
| 8893 | 2018.02.19 00:10 | modify | 2799 | 0.10 | 106.315 | 106.065 | 107.265 | ||
| 8894 | 2018.02.19 10:15 | close | 2799 | 0.10 | 106.526 | 106.065 | 107.265 | 2110.00 | 2027423.00 |
| 8895 | 2018.02.19 10:40 | buy | 2800 | 0.10 | 106.587 | 0.000 | 0.000 | ||
| 8896 | 2018.02.19 10:40 | modify | 2800 | 0.10 | 106.587 | 106.337 | 107.537 | ||
| 8897 | 2018.02.19 20:45 | close | 2800 | 0.10 | 106.556 | 106.337 | 107.537 | -310.00 | 2027113.00 |
| 8898 | 2018.02.20 14:40 | buy | 2801 | 0.10 | 107.149 | 0.000 | 0.000 | ||
| 8899 | 2018.02.20 14:40 | modify | 2801 | 0.10 | 107.149 | 106.899 | 108.099 | ||
| 8900 | 2018.02.21 00:45 | close | 2801 | 0.10 | 107.276 | 106.899 | 108.099 | 1255.00 | 2028368.00 |
| 8901 | 2018.02.23 00:55 | sell | 2802 | 0.10 | 106.746 | 0.000 | 0.000 | ||
| 8902 | 2018.02.23 00:55 | modify | 2802 | 0.10 | 106.746 | 107.046 | 105.546 | ||
| 8903 | 2018.02.23 08:40 | s/l | 2802 | 0.10 | 107.046 | 107.046 | 105.546 | -3000.00 | 2025368.00 |
| 8904 | 2018.02.26 11:40 | sell | 2803 | 0.10 | 106.596 | 0.000 | 0.000 | ||
| 8905 | 2018.02.26 11:40 | modify | 2803 | 0.10 | 106.596 | 106.896 | 105.396 | ||
| 8906 | 2018.02.26 16:10 | s/l | 2803 | 0.10 | 106.896 | 106.896 | 105.396 | -3000.00 | 2022368.00 |
| 8907 | 2018.03.01 12:20 | buy | 2804 | 0.10 | 106.763 | 0.000 | 0.000 | ||
| 8908 | 2018.03.01 12:20 | modify | 2804 | 0.10 | 106.763 | 106.513 | 107.713 | ||
| 8909 | 2018.03.01 21:00 | s/l | 2804 | 0.10 | 106.513 | 106.513 | 107.713 | -2500.00 | 2019868.00 |
| 8910 | 2018.03.01 21:20 | buy | 2805 | 0.10 | 106.497 | 0.000 | 0.000 | ||
| 8911 | 2018.03.01 21:20 | modify | 2805 | 0.10 | 106.497 | 106.247 | 107.447 | ||
| 8912 | 2018.03.01 21:50 | s/l | 2805 | 0.10 | 106.247 | 106.247 | 107.447 | -2500.00 | 2017368.00 |
| 8913 | 2018.03.01 22:15 | buy | 2806 | 0.10 | 106.318 | 0.000 | 0.000 | ||
| 8914 | 2018.03.01 22:15 | modify | 2806 | 0.10 | 106.318 | 106.068 | 107.268 | ||
| 8915 | 2018.03.02 01:00 | s/l | 2806 | 0.10 | 106.068 | 106.068 | 107.268 | -2515.00 | 2014853.00 |
| 8916 | 2018.03.06 07:40 | buy | 2807 | 0.10 | 106.220 | 0.000 | 0.000 | ||
| 8917 | 2018.03.06 07:40 | modify | 2807 | 0.10 | 106.220 | 105.970 | 107.170 | ||
| 8918 | 2018.03.06 11:30 | s/l | 2807 | 0.10 | 105.970 | 105.970 | 107.170 | -2500.00 | 2012353.00 |
| 8919 | 2018.03.07 20:45 | buy | 2808 | 0.10 | 105.880 | 0.000 | 0.000 | ||
| 8920 | 2018.03.07 20:45 | modify | 2808 | 0.10 | 105.880 | 105.630 | 106.830 | ||
| 8921 | 2018.03.08 00:05 | modify | 2808 | 0.10 | 105.880 | 105.880 | 106.830 | ||
| 8922 | 2018.03.09 03:15 | t/p | 2808 | 0.10 | 106.830 | 105.880 | 106.830 | 9470.00 | 2021823.00 |
| 8923 | 2018.03.09 13:00 | buy | 2809 | 0.10 | 106.750 | 0.000 | 0.000 | ||
| 8924 | 2018.03.09 13:00 | modify | 2809 | 0.10 | 106.750 | 106.500 | 107.700 | ||
| 8925 | 2018.03.09 16:00 | close | 2809 | 0.10 | 106.858 | 106.500 | 107.700 | 1080.00 | 2022903.00 |
| 8926 | 2018.03.13 06:00 | sell | 2810 | 0.10 | 106.410 | 0.000 | 0.000 | ||
| 8927 | 2018.03.13 06:00 | modify | 2810 | 0.10 | 106.410 | 106.710 | 105.210 | ||
| 8928 | 2018.03.13 07:45 | s/l | 2810 | 0.10 | 106.710 | 106.710 | 105.210 | -3000.00 | 2019903.00 |
| 8929 | 2018.03.13 16:25 | buy | 2811 | 0.10 | 106.943 | 0.000 | 0.000 | ||
| 8930 | 2018.03.13 16:25 | modify | 2811 | 0.10 | 106.943 | 106.693 | 107.893 | ||
| 8931 | 2018.03.13 18:25 | s/l | 2811 | 0.10 | 106.693 | 106.693 | 107.893 | -2500.00 | 2017403.00 |
| 8932 | 2018.03.13 19:40 | buy | 2812 | 0.10 | 106.597 | 0.000 | 0.000 | ||
| 8933 | 2018.03.13 19:40 | modify | 2812 | 0.10 | 106.597 | 106.347 | 107.547 | ||
| 8934 | 2018.03.14 05:45 | close | 2812 | 0.10 | 106.485 | 106.347 | 107.547 | -1135.00 | 2016268.00 |
| 8935 | 2018.03.14 08:30 | sell | 2813 | 0.10 | 106.468 | 0.000 | 0.000 | ||
| 8936 | 2018.03.14 08:30 | modify | 2813 | 0.10 | 106.468 | 106.768 | 105.268 | ||
| 8937 | 2018.03.14 22:35 | close | 2813 | 0.10 | 106.221 | 106.768 | 105.268 | 2470.00 | 2018738.00 |
| 8938 | 2018.03.15 10:55 | sell | 2814 | 0.10 | 106.101 | 0.000 | 0.000 | ||
| 8939 | 2018.03.15 10:55 | modify | 2814 | 0.10 | 106.101 | 106.401 | 104.901 | ||
| 8940 | 2018.03.15 23:25 | s/l | 2814 | 0.10 | 106.401 | 106.401 | 104.901 | -3000.00 | 2015738.00 |
| 8941 | 2018.03.16 09:55 | sell | 2815 | 0.10 | 105.974 | 0.000 | 0.000 | ||
| 8942 | 2018.03.16 09:55 | modify | 2815 | 0.10 | 105.974 | 106.274 | 104.774 | ||
| 8943 | 2018.03.16 13:20 | modify | 2815 | 0.10 | 105.974 | 105.974 | 104.774 | ||
| 8944 | 2018.03.16 16:00 | close | 2815 | 0.10 | 105.793 | 105.974 | 104.774 | 1810.00 | 2017548.00 |
| 8945 | 2018.03.19 12:35 | sell | 2816 | 0.10 | 105.925 | 0.000 | 0.000 | ||
| 8946 | 2018.03.19 12:35 | modify | 2816 | 0.10 | 105.925 | 106.225 | 104.725 | ||
| 8947 | 2018.03.19 15:05 | s/l | 2816 | 0.10 | 106.225 | 106.225 | 104.725 | -3000.00 | 2014548.00 |
| 8948 | 2018.03.19 17:50 | buy | 2817 | 0.10 | 106.121 | 0.000 | 0.000 | ||
| 8949 | 2018.03.19 17:50 | modify | 2817 | 0.10 | 106.121 | 105.871 | 107.071 | ||
| 8950 | 2018.03.19 18:45 | s/l | 2817 | 0.10 | 105.871 | 105.871 | 107.071 | -2500.00 | 2012048.00 |
| 8951 | 2018.03.20 07:35 | buy | 2818 | 0.10 | 106.277 | 0.000 | 0.000 | ||
| 8952 | 2018.03.20 07:35 | modify | 2818 | 0.10 | 106.277 | 106.027 | 107.227 | ||
| 8953 | 2018.03.20 17:40 | close | 2818 | 0.10 | 106.389 | 106.027 | 107.227 | 1120.00 | 2013168.00 |
| 8954 | 2018.03.20 19:30 | buy | 2819 | 0.10 | 106.451 | 0.000 | 0.000 | ||
| 8955 | 2018.03.20 19:30 | modify | 2819 | 0.10 | 106.451 | 106.201 | 107.401 | ||
| 8956 | 2018.03.21 05:35 | close | 2819 | 0.10 | 106.462 | 106.201 | 107.401 | 95.00 | 2013263.00 |
| 8957 | 2018.03.22 13:25 | sell | 2820 | 0.10 | 105.661 | 0.000 | 0.000 | ||
| 8958 | 2018.03.22 13:25 | modify | 2820 | 0.10 | 105.661 | 105.961 | 104.461 | ||
| 8959 | 2018.03.22 23:55 | modify | 2820 | 0.10 | 105.661 | 105.661 | 104.461 | ||
| 8960 | 2018.03.23 06:45 | close | 2820 | 0.10 | 104.811 | 105.661 | 104.461 | 8474.00 | 2021737.00 |
| 8961 | 2018.03.27 14:55 | buy | 2821 | 0.10 | 105.755 | 0.000 | 0.000 | ||
| 8962 | 2018.03.27 14:55 | modify | 2821 | 0.10 | 105.755 | 105.505 | 106.705 | ||
| 8963 | 2018.03.27 22:00 | s/l | 2821 | 0.10 | 105.505 | 105.505 | 106.705 | -2500.00 | 2019237.00 |
| 8964 | 2018.04.02 23:55 | sell | 2822 | 0.10 | 105.900 | 0.000 | 0.000 | ||
| 8965 | 2018.04.02 23:55 | modify | 2822 | 0.10 | 105.900 | 106.200 | 104.700 | ||
| 8966 | 2018.04.03 12:55 | s/l | 2822 | 0.10 | 106.200 | 106.200 | 104.700 | -3026.00 | 2016211.00 |
| 8967 | 2018.04.04 08:15 | buy | 2823 | 0.10 | 106.554 | 0.000 | 0.000 | ||
| 8968 | 2018.04.04 08:15 | modify | 2823 | 0.10 | 106.554 | 106.304 | 107.504 | ||
| 8969 | 2018.04.04 10:50 | s/l | 2823 | 0.10 | 106.304 | 106.304 | 107.504 | -2500.00 | 2013711.00 |
| 8970 | 2018.04.05 01:50 | buy | 2824 | 0.10 | 106.758 | 0.000 | 0.000 | ||
| 8971 | 2018.04.05 01:50 | modify | 2824 | 0.10 | 106.758 | 106.508 | 107.708 | ||
| 8972 | 2018.04.05 11:45 | modify | 2824 | 0.10 | 106.758 | 106.758 | 107.708 | ||
| 8973 | 2018.04.05 19:05 | close | 2824 | 0.10 | 107.470 | 106.758 | 107.708 | 7120.00 | 2020831.00 |
| 8974 | 2018.04.09 00:30 | sell | 2825 | 0.10 | 106.894 | 0.000 | 0.000 | ||
| 8975 | 2018.04.09 00:30 | modify | 2825 | 0.10 | 106.894 | 107.194 | 105.694 | ||
| 8976 | 2018.04.09 11:50 | close | 2825 | 0.10 | 107.125 | 107.194 | 105.694 | -2310.00 | 2018521.00 |
| 8977 | 2018.04.10 03:05 | sell | 2826 | 0.10 | 106.689 | 0.000 | 0.000 | ||
| 8978 | 2018.04.10 03:05 | modify | 2826 | 0.10 | 106.689 | 106.989 | 105.489 | ||
| 8979 | 2018.04.10 05:15 | s/l | 2826 | 0.10 | 106.989 | 106.989 | 105.489 | -3000.00 | 2015521.00 |
| 8980 | 2018.04.10 05:55 | sell | 2827 | 0.10 | 107.162 | 0.000 | 0.000 | ||
| 8981 | 2018.04.10 05:55 | modify | 2827 | 0.10 | 107.162 | 107.462 | 105.962 | ||
| 8982 | 2018.04.10 20:00 | close | 2827 | 0.10 | 107.218 | 107.462 | 105.962 | -560.00 | 2014961.00 |
| 8983 | 2018.04.11 06:15 | sell | 2828 | 0.10 | 107.120 | 0.000 | 0.000 | ||
| 8984 | 2018.04.11 06:15 | modify | 2828 | 0.10 | 107.120 | 107.420 | 105.920 | ||
| 8985 | 2018.04.11 20:20 | close | 2828 | 0.10 | 106.859 | 107.420 | 105.920 | 2610.00 | 2017571.00 |
| 8986 | 2018.04.11 20:45 | sell | 2829 | 0.10 | 106.832 | 0.000 | 0.000 | ||
| 8987 | 2018.04.11 20:45 | modify | 2829 | 0.10 | 106.832 | 107.132 | 105.632 | ||
| 8988 | 2018.04.12 10:50 | close | 2829 | 0.10 | 106.876 | 107.132 | 105.632 | -466.00 | 2017105.00 |
| 8989 | 2018.04.13 07:00 | buy | 2830 | 0.10 | 107.352 | 0.000 | 0.000 | ||
| 8990 | 2018.04.13 07:00 | modify | 2830 | 0.10 | 107.352 | 107.102 | 108.302 | ||
| 8991 | 2018.04.13 14:00 | modify | 2830 | 0.10 | 107.352 | 107.352 | 108.302 | ||
| 8992 | 2018.04.13 16:00 | close | 2830 | 0.10 | 107.687 | 107.352 | 108.302 | 3350.00 | 2020455.00 |
| 8993 | 2018.04.16 01:55 | sell | 2831 | 0.10 | 107.540 | 0.000 | 0.000 | ||
| 8994 | 2018.04.16 01:55 | modify | 2831 | 0.10 | 107.540 | 107.840 | 106.340 | ||
| 8995 | 2018.04.16 07:05 | modify | 2831 | 0.10 | 107.540 | 107.540 | 106.340 | ||
| 8996 | 2018.04.16 23:15 | close | 2831 | 0.10 | 107.117 | 107.540 | 106.340 | 4230.00 | 2024685.00 |
| 8997 | 2018.04.17 13:55 | sell | 2832 | 0.10 | 107.043 | 0.000 | 0.000 | ||
| 8998 | 2018.04.17 13:55 | modify | 2832 | 0.10 | 107.043 | 107.343 | 105.843 | ||
| 8999 | 2018.04.18 04:00 | close | 2832 | 0.10 | 107.179 | 107.343 | 105.843 | -1386.00 | 2023299.00 |
| 9000 | 2018.04.19 16:25 | buy | 2833 | 0.10 | 107.361 | 0.000 | 0.000 | ||