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 |
| 9001 | 2018.04.19 16:25 | modify | 2833 | 0.10 | 107.361 | 107.111 | 108.311 | ||
| 9002 | 2018.04.20 02:30 | close | 2833 | 0.10 | 107.386 | 107.111 | 108.311 | 235.00 | 2023534.00 |
| 9003 | 2018.04.20 07:50 | buy | 2834 | 0.10 | 107.646 | 0.000 | 0.000 | ||
| 9004 | 2018.04.20 07:50 | modify | 2834 | 0.10 | 107.646 | 107.396 | 108.596 | ||
| 9005 | 2018.04.20 16:00 | close | 2834 | 0.10 | 107.683 | 107.396 | 108.596 | 370.00 | 2023904.00 |
| 9006 | 2018.04.26 22:35 | sell | 2835 | 0.10 | 109.372 | 0.000 | 0.000 | ||
| 9007 | 2018.04.26 22:35 | modify | 2835 | 0.10 | 109.372 | 109.672 | 108.172 | ||
| 9008 | 2018.04.27 07:50 | modify | 2835 | 0.10 | 109.372 | 109.372 | 108.172 | ||
| 9009 | 2018.04.27 10:20 | s/l | 2835 | 0.10 | 109.372 | 109.372 | 108.172 | -26.00 | 2023878.00 |
| 9010 | 2018.04.30 00:15 | sell | 2836 | 0.10 | 109.046 | 0.000 | 0.000 | ||
| 9011 | 2018.04.30 00:15 | modify | 2836 | 0.10 | 109.046 | 109.346 | 107.846 | ||
| 9012 | 2018.04.30 02:15 | close | 2836 | 0.10 | 109.168 | 109.346 | 107.846 | -1220.00 | 2022658.00 |
| 9013 | 2018.04.30 02:45 | sell | 2837 | 0.10 | 109.091 | 0.000 | 0.000 | ||
| 9014 | 2018.04.30 02:45 | modify | 2837 | 0.10 | 109.091 | 109.391 | 107.891 | ||
| 9015 | 2018.04.30 11:25 | close | 2837 | 0.10 | 109.277 | 109.391 | 107.891 | -1860.00 | 2020798.00 |
| 9016 | 2018.05.08 01:15 | sell | 2838 | 0.10 | 109.054 | 0.000 | 0.000 | ||
| 9017 | 2018.05.08 01:15 | modify | 2838 | 0.10 | 109.054 | 109.354 | 107.854 | ||
| 9018 | 2018.05.08 15:20 | close | 2838 | 0.10 | 109.050 | 109.354 | 107.854 | 40.00 | 2020838.00 |
| 9019 | 2018.05.08 20:25 | buy | 2839 | 0.10 | 109.077 | 0.000 | 0.000 | ||
| 9020 | 2018.05.08 20:25 | modify | 2839 | 0.10 | 109.077 | 108.827 | 110.027 | ||
| 9021 | 2018.05.08 21:50 | s/l | 2839 | 0.10 | 108.827 | 108.827 | 110.027 | -2500.00 | 2018338.00 |
| 9022 | 2018.05.08 21:55 | buy | 2840 | 0.10 | 108.952 | 0.000 | 0.000 | ||
| 9023 | 2018.05.08 21:55 | modify | 2840 | 0.10 | 108.952 | 108.702 | 109.902 | ||
| 9024 | 2018.05.09 05:25 | modify | 2840 | 0.10 | 108.952 | 108.952 | 109.902 | ||
| 9025 | 2018.05.09 07:10 | close | 2840 | 0.10 | 109.531 | 108.952 | 109.902 | 5775.00 | 2024113.00 |
| 9026 | 2018.05.09 09:05 | buy | 2841 | 0.10 | 109.506 | 0.000 | 0.000 | ||
| 9027 | 2018.05.09 09:05 | modify | 2841 | 0.10 | 109.506 | 109.256 | 110.456 | ||
| 9028 | 2018.05.09 19:10 | close | 2841 | 0.10 | 109.691 | 109.256 | 110.456 | 1850.00 | 2025963.00 |
| 9029 | 2018.05.09 19:35 | buy | 2842 | 0.10 | 109.723 | 0.000 | 0.000 | ||
| 9030 | 2018.05.09 19:35 | modify | 2842 | 0.10 | 109.723 | 109.473 | 110.673 | ||
| 9031 | 2018.05.10 05:40 | close | 2842 | 0.10 | 109.730 | 109.473 | 110.673 | 55.00 | 2026018.00 |
| 9032 | 2018.05.21 00:00 | sell | 2843 | 0.10 | 110.860 | 0.000 | 0.000 | ||
| 9033 | 2018.05.21 00:00 | modify | 2843 | 0.10 | 110.860 | 111.160 | 109.660 | ||
| 9034 | 2018.05.21 06:15 | close | 2843 | 0.10 | 111.094 | 111.160 | 109.660 | -2340.00 | 2023678.00 |
| 9035 | 2018.05.22 03:25 | sell | 2844 | 0.10 | 110.931 | 0.000 | 0.000 | ||
| 9036 | 2018.05.22 03:25 | modify | 2844 | 0.10 | 110.931 | 111.231 | 109.731 | ||
| 9037 | 2018.05.22 17:30 | close | 2844 | 0.10 | 110.930 | 111.231 | 109.731 | 10.00 | 2023688.00 |
| 9038 | 2018.05.22 17:35 | sell | 2845 | 0.10 | 110.925 | 0.000 | 0.000 | ||
| 9039 | 2018.05.22 17:35 | modify | 2845 | 0.10 | 110.925 | 111.225 | 109.725 | ||
| 9040 | 2018.05.23 06:00 | modify | 2845 | 0.10 | 110.925 | 110.925 | 109.725 | ||
| 9041 | 2018.05.23 12:10 | t/p | 2845 | 0.10 | 109.725 | 110.925 | 109.725 | 11974.00 | 2035662.00 |
| 9042 | 2018.05.24 16:15 | sell | 2846 | 0.10 | 109.526 | 0.000 | 0.000 | ||
| 9043 | 2018.05.24 16:15 | modify | 2846 | 0.10 | 109.526 | 109.826 | 108.326 | ||
| 9044 | 2018.05.24 22:45 | modify | 2846 | 0.10 | 109.526 | 109.526 | 108.326 | ||
| 9045 | 2018.05.25 03:30 | s/l | 2846 | 0.10 | 109.526 | 109.526 | 108.326 | -26.00 | 2035636.00 |
| 9046 | 2018.05.28 01:05 | sell | 2847 | 0.10 | 109.684 | 0.000 | 0.000 | ||
| 9047 | 2018.05.28 01:05 | modify | 2847 | 0.10 | 109.684 | 109.984 | 108.484 | ||
| 9048 | 2018.05.28 06:30 | modify | 2847 | 0.10 | 109.684 | 109.684 | 108.484 | ||
| 9049 | 2018.05.29 06:00 | close | 2847 | 0.10 | 109.011 | 109.684 | 108.484 | 6704.00 | 2042340.00 |
| 9050 | 2018.05.30 12:30 | buy | 2848 | 0.10 | 108.684 | 0.000 | 0.000 | ||
| 9051 | 2018.05.30 12:30 | modify | 2848 | 0.10 | 108.684 | 108.434 | 109.634 | ||
| 9052 | 2018.05.30 22:35 | close | 2848 | 0.10 | 108.911 | 108.434 | 109.634 | 2270.00 | 2044610.00 |
| 9053 | 2018.05.31 00:55 | buy | 2849 | 0.10 | 108.882 | 0.000 | 0.000 | ||
| 9054 | 2018.05.31 00:55 | modify | 2849 | 0.10 | 108.882 | 108.632 | 109.832 | ||
| 9055 | 2018.05.31 03:10 | s/l | 2849 | 0.10 | 108.632 | 108.632 | 109.832 | -2500.00 | 2042110.00 |
| 9056 | 2018.05.31 03:20 | buy | 2850 | 0.10 | 108.593 | 0.000 | 0.000 | ||
| 9057 | 2018.05.31 03:20 | modify | 2850 | 0.10 | 108.593 | 108.343 | 109.543 | ||
| 9058 | 2018.05.31 13:25 | close | 2850 | 0.10 | 108.890 | 108.343 | 109.543 | 2970.00 | 2045080.00 |
| 9059 | 2018.06.01 09:05 | buy | 2851 | 0.10 | 109.153 | 0.000 | 0.000 | ||
| 9060 | 2018.06.01 09:05 | modify | 2851 | 0.10 | 109.153 | 108.903 | 110.103 | ||
| 9061 | 2018.06.01 16:00 | close | 2851 | 0.10 | 109.673 | 108.903 | 110.103 | 5200.00 | 2050280.00 |
| 9062 | 2018.06.04 21:30 | buy | 2852 | 0.10 | 109.708 | 0.000 | 0.000 | ||
| 9063 | 2018.06.04 21:30 | modify | 2852 | 0.10 | 109.708 | 109.458 | 110.658 | ||
| 9064 | 2018.06.05 02:45 | modify | 2852 | 0.10 | 109.708 | 109.708 | 110.658 | ||
| 9065 | 2018.06.05 13:15 | s/l | 2852 | 0.10 | 109.708 | 109.708 | 110.658 | -15.00 | 2050265.00 |
| 9066 | 2018.06.05 13:35 | buy | 2853 | 0.10 | 109.724 | 0.000 | 0.000 | ||
| 9067 | 2018.06.05 13:35 | modify | 2853 | 0.10 | 109.724 | 109.474 | 110.674 | ||
| 9068 | 2018.06.05 19:35 | s/l | 2853 | 0.10 | 109.474 | 109.474 | 110.674 | -2500.00 | 2047765.00 |
| 9069 | 2018.06.06 08:40 | buy | 2854 | 0.10 | 109.952 | 0.000 | 0.000 | ||
| 9070 | 2018.06.06 08:40 | modify | 2854 | 0.10 | 109.952 | 109.702 | 110.902 | ||
| 9071 | 2018.06.06 18:45 | close | 2854 | 0.10 | 110.002 | 109.702 | 110.902 | 500.00 | 2048265.00 |
| 9072 | 2018.06.07 08:05 | sell | 2855 | 0.10 | 109.918 | 0.000 | 0.000 | ||
| 9073 | 2018.06.07 08:05 | modify | 2855 | 0.10 | 109.918 | 110.218 | 108.718 | ||
| 9074 | 2018.06.07 22:10 | close | 2855 | 0.10 | 109.681 | 110.218 | 108.718 | 2370.00 | 2050635.00 |
| 9075 | 2018.06.07 23:30 | sell | 2856 | 0.10 | 109.723 | 0.000 | 0.000 | ||
| 9076 | 2018.06.07 23:30 | modify | 2856 | 0.10 | 109.723 | 110.023 | 108.523 | ||
| 9077 | 2018.06.08 13:35 | close | 2856 | 0.10 | 109.282 | 110.023 | 108.523 | 4384.00 | 2055019.00 |
| 9078 | 2018.06.13 03:40 | buy | 2857 | 0.10 | 110.468 | 0.000 | 0.000 | ||
| 9079 | 2018.06.13 03:40 | modify | 2857 | 0.10 | 110.468 | 110.218 | 111.418 | ||
| 9080 | 2018.06.13 06:40 | modify | 2857 | 0.10 | 110.468 | 110.468 | 111.418 | ||
| 9081 | 2018.06.13 16:00 | s/l | 2857 | 0.10 | 110.468 | 110.468 | 111.418 | 0.00 | 2055019.00 |
| 9082 | 2018.06.15 11:40 | buy | 2858 | 0.10 | 110.495 | 0.000 | 0.000 | ||
| 9083 | 2018.06.15 11:40 | modify | 2858 | 0.10 | 110.495 | 110.245 | 111.445 | ||
| 9084 | 2018.06.15 16:00 | close | 2858 | 0.10 | 110.485 | 110.245 | 111.445 | -100.00 | 2054919.00 |
| 9085 | 2018.06.18 04:15 | sell | 2859 | 0.10 | 110.495 | 0.000 | 0.000 | ||
| 9086 | 2018.06.18 04:15 | modify | 2859 | 0.10 | 110.495 | 110.795 | 109.295 | ||
| 9087 | 2018.06.18 18:20 | close | 2859 | 0.10 | 110.461 | 110.795 | 109.295 | 340.00 | 2055259.00 |
| 9088 | 2018.06.18 19:45 | sell | 2860 | 0.10 | 110.461 | 0.000 | 0.000 | ||
| 9089 | 2018.06.18 19:45 | modify | 2860 | 0.10 | 110.461 | 110.761 | 109.261 | ||
| 9090 | 2018.06.19 06:05 | modify | 2860 | 0.10 | 110.461 | 110.461 | 109.261 | ||
| 9091 | 2018.06.19 06:50 | close | 2860 | 0.10 | 109.837 | 110.461 | 109.261 | 6214.00 | 2061473.00 |
| 9092 | 2018.06.19 19:50 | sell | 2861 | 0.10 | 109.913 | 0.000 | 0.000 | ||
| 9093 | 2018.06.19 19:50 | modify | 2861 | 0.10 | 109.913 | 110.213 | 108.713 | ||
| 9094 | 2018.06.20 02:20 | close | 2861 | 0.10 | 110.104 | 110.213 | 108.713 | -1936.00 | 2059537.00 |
| 9095 | 2018.06.21 11:15 | buy | 2862 | 0.10 | 110.599 | 0.000 | 0.000 | ||
| 9096 | 2018.06.21 11:15 | modify | 2862 | 0.10 | 110.599 | 110.349 | 111.549 | ||
| 9097 | 2018.06.21 12:15 | s/l | 2862 | 0.10 | 110.349 | 110.349 | 111.549 | -2500.00 | 2057037.00 |
| 9098 | 2018.06.21 12:35 | buy | 2863 | 0.10 | 110.412 | 0.000 | 0.000 | ||
| 9099 | 2018.06.21 12:35 | modify | 2863 | 0.10 | 110.412 | 110.162 | 111.362 | ||
| 9100 | 2018.06.21 16:40 | s/l | 2863 | 0.10 | 110.162 | 110.162 | 111.362 | -2500.00 | 2054537.00 |
| 9101 | 2018.06.22 00:10 | sell | 2864 | 0.10 | 109.939 | 0.000 | 0.000 | ||
| 9102 | 2018.06.22 00:10 | modify | 2864 | 0.10 | 109.939 | 110.239 | 108.739 | ||
| 9103 | 2018.06.22 12:35 | close | 2864 | 0.10 | 110.128 | 110.239 | 108.739 | -1890.00 | 2052647.00 |
| 9104 | 2018.06.27 01:00 | buy | 2865 | 0.10 | 110.016 | 0.000 | 0.000 | ||
| 9105 | 2018.06.27 01:00 | modify | 2865 | 0.10 | 110.016 | 109.766 | 110.966 | ||
| 9106 | 2018.06.27 04:50 | s/l | 2865 | 0.10 | 109.766 | 109.766 | 110.966 | -2500.00 | 2050147.00 |
| 9107 | 2018.06.27 05:15 | buy | 2866 | 0.10 | 109.843 | 0.000 | 0.000 | ||
| 9108 | 2018.06.27 05:15 | modify | 2866 | 0.10 | 109.843 | 109.593 | 110.793 | ||
| 9109 | 2018.06.27 15:20 | close | 2866 | 0.10 | 110.217 | 109.593 | 110.793 | 3740.00 | 2053887.00 |
| 9110 | 2018.06.29 01:00 | buy | 2867 | 0.10 | 110.461 | 0.000 | 0.000 | ||
| 9111 | 2018.06.29 01:00 | modify | 2867 | 0.10 | 110.461 | 110.211 | 111.411 | ||
| 9112 | 2018.06.29 11:05 | close | 2867 | 0.10 | 110.624 | 110.211 | 111.411 | 1630.00 | 2055517.00 |
| 9113 | 2018.07.03 22:20 | sell | 2868 | 0.10 | 110.571 | 0.000 | 0.000 | ||
| 9114 | 2018.07.03 22:20 | modify | 2868 | 0.10 | 110.571 | 110.871 | 109.371 | ||
| 9115 | 2018.07.04 12:25 | close | 2868 | 0.10 | 110.507 | 110.871 | 109.371 | 614.00 | 2056131.00 |
| 9116 | 2018.07.06 16:20 | sell | 2869 | 0.10 | 110.489 | 0.000 | 0.000 | ||
| 9117 | 2018.07.06 16:20 | close | 2869 | 0.10 | 110.494 | 0.000 | 0.000 | -50.00 | 2056081.00 |
| 9118 | 2018.07.09 12:05 | buy | 2870 | 0.10 | 110.500 | 0.000 | 0.000 | ||
| 9119 | 2018.07.09 12:05 | modify | 2870 | 0.10 | 110.500 | 110.250 | 111.450 | ||
| 9120 | 2018.07.09 18:50 | modify | 2870 | 0.10 | 110.500 | 110.500 | 111.450 | ||
| 9121 | 2018.07.10 00:30 | close | 2870 | 0.10 | 110.803 | 110.500 | 111.450 | 3015.00 | 2059096.00 |
| 9122 | 2018.07.16 09:35 | buy | 2871 | 0.10 | 112.425 | 0.000 | 0.000 | ||
| 9123 | 2018.07.16 09:35 | modify | 2871 | 0.10 | 112.425 | 112.175 | 113.375 | ||
| 9124 | 2018.07.16 19:40 | close | 2871 | 0.10 | 112.339 | 112.175 | 113.375 | -860.00 | 2058236.00 |
| 9125 | 2018.07.17 00:20 | sell | 2872 | 0.10 | 112.242 | 0.000 | 0.000 | ||
| 9126 | 2018.07.17 00:20 | modify | 2872 | 0.10 | 112.242 | 112.542 | 111.042 | ||
| 9127 | 2018.07.17 04:20 | s/l | 2872 | 0.10 | 112.542 | 112.542 | 111.042 | -3000.00 | 2055236.00 |
| 9128 | 2018.07.17 12:50 | sell | 2873 | 0.10 | 112.362 | 0.000 | 0.000 | ||
| 9129 | 2018.07.17 12:50 | modify | 2873 | 0.10 | 112.362 | 112.662 | 111.162 | ||
| 9130 | 2018.07.17 16:10 | s/l | 2873 | 0.10 | 112.662 | 112.662 | 111.162 | -3000.00 | 2052236.00 |
| 9131 | 2018.07.18 18:00 | sell | 2874 | 0.10 | 112.765 | 0.000 | 0.000 | ||
| 9132 | 2018.07.18 18:00 | modify | 2874 | 0.10 | 112.765 | 113.065 | 111.565 | ||
| 9133 | 2018.07.19 01:45 | close | 2874 | 0.10 | 112.858 | 113.065 | 111.565 | -956.00 | 2051280.00 |
| 9134 | 2018.07.19 02:50 | sell | 2875 | 0.10 | 112.827 | 0.000 | 0.000 | ||
| 9135 | 2018.07.19 02:50 | modify | 2875 | 0.10 | 112.827 | 113.127 | 111.627 | ||
| 9136 | 2018.07.19 15:35 | s/l | 2875 | 0.10 | 113.127 | 113.127 | 111.627 | -3000.00 | 2048280.00 |
| 9137 | 2018.07.20 10:50 | sell | 2876 | 0.10 | 112.388 | 0.000 | 0.000 | ||
| 9138 | 2018.07.20 10:50 | modify | 2876 | 0.10 | 112.388 | 112.688 | 111.188 | ||
| 9139 | 2018.07.20 16:00 | close | 2876 | 0.10 | 111.764 | 112.688 | 111.188 | 6240.00 | 2054520.00 |
| 9140 | 2018.07.24 16:45 | sell | 2877 | 0.10 | 111.068 | 0.000 | 0.000 | ||
| 9141 | 2018.07.24 16:45 | modify | 2877 | 0.10 | 111.068 | 111.368 | 109.868 | ||
| 9142 | 2018.07.25 02:20 | close | 2877 | 0.10 | 111.228 | 111.368 | 109.868 | -1626.00 | 2052894.00 |
| 9143 | 2018.07.25 09:05 | buy | 2878 | 0.10 | 111.218 | 0.000 | 0.000 | ||
| 9144 | 2018.07.25 09:05 | modify | 2878 | 0.10 | 111.218 | 110.968 | 112.168 | ||
| 9145 | 2018.07.25 16:15 | s/l | 2878 | 0.10 | 110.968 | 110.968 | 112.168 | -2500.00 | 2050394.00 |
| 9146 | 2018.07.26 20:15 | buy | 2879 | 0.10 | 111.141 | 0.000 | 0.000 | ||
| 9147 | 2018.07.26 20:15 | modify | 2879 | 0.10 | 111.141 | 110.891 | 112.091 | ||
| 9148 | 2018.07.27 06:15 | close | 2879 | 0.10 | 110.971 | 110.891 | 112.091 | -1715.00 | 2048679.00 |
| 9149 | 2018.07.27 06:30 | buy | 2880 | 0.10 | 110.976 | 0.000 | 0.000 | ||
| 9150 | 2018.07.27 06:30 | modify | 2880 | 0.10 | 110.976 | 110.726 | 111.926 | ||