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 |
| 9151 | 2018.07.27 12:45 | modify | 2880 | 0.10 | 110.976 | 110.976 | 111.926 | ||
| 9152 | 2018.07.27 15:35 | s/l | 2880 | 0.10 | 110.976 | 110.976 | 111.926 | 0.00 | 2048679.00 |
| 9153 | 2018.07.30 12:05 | buy | 2881 | 0.10 | 111.073 | 0.000 | 0.000 | ||
| 9154 | 2018.07.30 12:05 | modify | 2881 | 0.10 | 111.073 | 110.823 | 112.023 | ||
| 9155 | 2018.07.30 21:20 | close | 2881 | 0.10 | 110.929 | 110.823 | 112.023 | -1440.00 | 2047239.00 |
| 9156 | 2018.07.31 11:00 | buy | 2882 | 0.10 | 111.395 | 0.000 | 0.000 | ||
| 9157 | 2018.07.31 11:00 | modify | 2882 | 0.10 | 111.395 | 111.145 | 112.345 | ||
| 9158 | 2018.07.31 17:40 | modify | 2882 | 0.10 | 111.395 | 111.395 | 112.345 | ||
| 9159 | 2018.08.01 06:25 | close | 2882 | 0.10 | 111.872 | 111.395 | 112.345 | 4755.00 | 2051994.00 |
| 9160 | 2018.08.02 14:20 | sell | 2883 | 0.10 | 111.467 | 0.000 | 0.000 | ||
| 9161 | 2018.08.02 14:20 | modify | 2883 | 0.10 | 111.467 | 111.767 | 110.267 | ||
| 9162 | 2018.08.02 21:10 | close | 2883 | 0.10 | 111.691 | 111.767 | 110.267 | -2240.00 | 2049754.00 |
| 9163 | 2018.08.03 14:05 | buy | 2884 | 0.10 | 111.658 | 0.000 | 0.000 | ||
| 9164 | 2018.08.03 14:05 | modify | 2884 | 0.10 | 111.658 | 111.408 | 112.608 | ||
| 9165 | 2018.08.03 15:45 | s/l | 2884 | 0.10 | 111.408 | 111.408 | 112.608 | -2500.00 | 2047254.00 |
| 9166 | 2018.08.03 16:35 | sell | 2885 | 0.10 | 111.358 | 0.000 | 0.000 | ||
| 9167 | 2018.08.03 16:35 | close | 2885 | 0.10 | 111.363 | 0.000 | 0.000 | -50.00 | 2047204.00 |
| 9168 | 2018.08.06 01:40 | sell | 2886 | 0.10 | 111.215 | 0.000 | 0.000 | ||
| 9169 | 2018.08.06 01:40 | modify | 2886 | 0.10 | 111.215 | 111.515 | 110.015 | ||
| 9170 | 2018.08.06 07:05 | close | 2886 | 0.10 | 111.328 | 111.515 | 110.015 | -1130.00 | 2046074.00 |
| 9171 | 2018.08.07 06:20 | sell | 2887 | 0.10 | 111.321 | 0.000 | 0.000 | ||
| 9172 | 2018.08.07 06:20 | modify | 2887 | 0.10 | 111.321 | 111.621 | 110.121 | ||
| 9173 | 2018.08.07 15:35 | modify | 2887 | 0.10 | 111.321 | 111.321 | 110.121 | ||
| 9174 | 2018.08.07 20:50 | s/l | 2887 | 0.10 | 111.321 | 111.321 | 110.121 | 0.00 | 2046074.00 |
| 9175 | 2018.08.08 15:10 | sell | 2888 | 0.10 | 111.030 | 0.000 | 0.000 | ||
| 9176 | 2018.08.08 15:10 | modify | 2888 | 0.10 | 111.030 | 111.330 | 109.830 | ||
| 9177 | 2018.08.09 01:50 | modify | 2888 | 0.10 | 111.030 | 111.030 | 109.830 | ||
| 9178 | 2018.08.09 08:05 | s/l | 2888 | 0.10 | 111.030 | 111.030 | 109.830 | -26.00 | 2046048.00 |
| 9179 | 2018.08.09 15:10 | buy | 2889 | 0.10 | 111.146 | 0.000 | 0.000 | ||
| 9180 | 2018.08.09 15:10 | modify | 2889 | 0.10 | 111.146 | 110.896 | 112.096 | ||
| 9181 | 2018.08.09 17:15 | s/l | 2889 | 0.10 | 110.896 | 110.896 | 112.096 | -2500.00 | 2043548.00 |
| 9182 | 2018.08.09 17:15 | buy | 2890 | 0.10 | 110.929 | 0.000 | 0.000 | ||
| 9183 | 2018.08.09 17:15 | modify | 2890 | 0.10 | 110.929 | 110.679 | 111.879 | ||
| 9184 | 2018.08.10 01:45 | modify | 2890 | 0.10 | 110.929 | 110.929 | 111.879 | ||
| 9185 | 2018.08.10 03:20 | s/l | 2890 | 0.10 | 110.929 | 110.929 | 111.879 | -15.00 | 2043533.00 |
| 9186 | 2018.08.10 06:30 | sell | 2891 | 0.10 | 110.905 | 0.000 | 0.000 | ||
| 9187 | 2018.08.10 06:30 | modify | 2891 | 0.10 | 110.905 | 111.205 | 109.705 | ||
| 9188 | 2018.08.10 16:00 | close | 2891 | 0.10 | 111.038 | 111.205 | 109.705 | -1330.00 | 2042203.00 |
| 9189 | 2018.08.13 19:45 | buy | 2892 | 0.10 | 110.674 | 0.000 | 0.000 | ||
| 9190 | 2018.08.13 19:45 | modify | 2892 | 0.10 | 110.674 | 110.424 | 111.624 | ||
| 9191 | 2018.08.14 05:50 | close | 2892 | 0.10 | 110.790 | 110.424 | 111.624 | 1145.00 | 2043348.00 |
| 9192 | 2018.08.14 06:15 | buy | 2893 | 0.10 | 110.769 | 0.000 | 0.000 | ||
| 9193 | 2018.08.14 06:15 | modify | 2893 | 0.10 | 110.769 | 110.519 | 111.719 | ||
| 9194 | 2018.08.14 16:20 | close | 2893 | 0.10 | 110.872 | 110.519 | 111.719 | 1030.00 | 2044378.00 |
| 9195 | 2018.08.14 23:35 | buy | 2894 | 0.10 | 111.153 | 0.000 | 0.000 | ||
| 9196 | 2018.08.14 23:35 | modify | 2894 | 0.10 | 111.153 | 110.903 | 112.103 | ||
| 9197 | 2018.08.15 09:40 | close | 2894 | 0.10 | 111.248 | 110.903 | 112.103 | 935.00 | 2045313.00 |
| 9198 | 2018.08.15 11:30 | buy | 2895 | 0.10 | 111.280 | 0.000 | 0.000 | ||
| 9199 | 2018.08.15 11:30 | modify | 2895 | 0.10 | 111.280 | 111.030 | 112.230 | ||
| 9200 | 2018.08.15 14:30 | s/l | 2895 | 0.10 | 111.030 | 111.030 | 112.230 | -2500.00 | 2042813.00 |
| 9201 | 2018.08.16 12:15 | buy | 2896 | 0.10 | 110.783 | 0.000 | 0.000 | ||
| 9202 | 2018.08.16 12:15 | modify | 2896 | 0.10 | 110.783 | 110.533 | 111.733 | ||
| 9203 | 2018.08.16 22:20 | close | 2896 | 0.10 | 110.899 | 110.533 | 111.733 | 1160.00 | 2043973.00 |
| 9204 | 2018.08.17 09:10 | sell | 2897 | 0.10 | 110.850 | 0.000 | 0.000 | ||
| 9205 | 2018.08.17 09:10 | modify | 2897 | 0.10 | 110.850 | 111.150 | 109.650 | ||
| 9206 | 2018.08.17 12:40 | modify | 2897 | 0.10 | 110.850 | 110.850 | 109.650 | ||
| 9207 | 2018.08.17 16:00 | close | 2897 | 0.10 | 110.382 | 110.850 | 109.650 | 4680.00 | 2048653.00 |
| 9208 | 2018.08.20 02:30 | sell | 2898 | 0.10 | 110.507 | 0.000 | 0.000 | ||
| 9209 | 2018.08.20 02:30 | modify | 2898 | 0.10 | 110.507 | 110.807 | 109.307 | ||
| 9210 | 2018.08.20 16:35 | close | 2898 | 0.10 | 110.378 | 110.807 | 109.307 | 1290.00 | 2049943.00 |
| 9211 | 2018.08.22 09:40 | buy | 2899 | 0.10 | 110.402 | 0.000 | 0.000 | ||
| 9212 | 2018.08.22 09:40 | modify | 2899 | 0.10 | 110.402 | 110.152 | 111.352 | ||
| 9213 | 2018.08.22 19:45 | close | 2899 | 0.10 | 110.516 | 110.152 | 111.352 | 1140.00 | 2051083.00 |
| 9214 | 2018.08.22 21:20 | buy | 2900 | 0.10 | 110.504 | 0.000 | 0.000 | ||
| 9215 | 2018.08.22 21:20 | modify | 2900 | 0.10 | 110.504 | 110.254 | 111.454 | ||
| 9216 | 2018.08.23 05:40 | modify | 2900 | 0.10 | 110.504 | 110.504 | 111.454 | ||
| 9217 | 2018.08.23 19:20 | close | 2900 | 0.10 | 111.191 | 110.504 | 111.454 | 6855.00 | 2057938.00 |
| 9218 | 2018.08.27 22:30 | sell | 2901 | 0.10 | 111.088 | 0.000 | 0.000 | ||
| 9219 | 2018.08.27 22:30 | modify | 2901 | 0.10 | 111.088 | 111.388 | 109.888 | ||
| 9220 | 2018.08.28 05:30 | close | 2901 | 0.10 | 111.315 | 111.388 | 109.888 | -2296.00 | 2055642.00 |
| 9221 | 2018.08.28 15:00 | sell | 2902 | 0.10 | 111.028 | 0.000 | 0.000 | ||
| 9222 | 2018.08.28 15:00 | modify | 2902 | 0.10 | 111.028 | 111.328 | 109.828 | ||
| 9223 | 2018.08.28 23:05 | close | 2902 | 0.10 | 111.195 | 111.328 | 109.828 | -1670.00 | 2053972.00 |
| 9224 | 2018.08.30 12:20 | sell | 2903 | 0.10 | 111.542 | 0.000 | 0.000 | ||
| 9225 | 2018.08.30 12:20 | modify | 2903 | 0.10 | 111.542 | 111.842 | 110.342 | ||
| 9226 | 2018.08.30 19:20 | modify | 2903 | 0.10 | 111.542 | 111.542 | 110.342 | ||
| 9227 | 2018.08.30 23:05 | close | 2903 | 0.10 | 111.016 | 111.542 | 110.342 | 5260.00 | 2059232.00 |
| 9228 | 2018.08.31 07:15 | sell | 2904 | 0.10 | 110.986 | 0.000 | 0.000 | ||
| 9229 | 2018.08.31 07:15 | modify | 2904 | 0.10 | 110.986 | 111.286 | 109.786 | ||
| 9230 | 2018.08.31 16:00 | close | 2904 | 0.10 | 110.772 | 111.286 | 109.786 | 2140.00 | 2061372.00 |
| 9231 | 2018.09.03 14:40 | sell | 2905 | 0.10 | 111.097 | 0.000 | 0.000 | ||
| 9232 | 2018.09.03 14:40 | modify | 2905 | 0.10 | 111.097 | 111.397 | 109.897 | ||
| 9233 | 2018.09.04 04:45 | close | 2905 | 0.10 | 111.101 | 111.397 | 109.897 | -66.00 | 2061306.00 |
| 9234 | 2018.09.05 00:20 | buy | 2906 | 0.10 | 111.444 | 0.000 | 0.000 | ||
| 9235 | 2018.09.05 00:20 | modify | 2906 | 0.10 | 111.444 | 111.194 | 112.394 | ||
| 9236 | 2018.09.05 10:25 | close | 2906 | 0.10 | 111.414 | 111.194 | 112.394 | -300.00 | 2061006.00 |
| 9237 | 2018.09.10 09:40 | sell | 2907 | 0.10 | 110.919 | 0.000 | 0.000 | ||
| 9238 | 2018.09.10 09:40 | modify | 2907 | 0.10 | 110.919 | 111.219 | 109.719 | ||
| 9239 | 2018.09.10 13:15 | close | 2907 | 0.10 | 111.113 | 111.219 | 109.719 | -1940.00 | 2059066.00 |
| 9240 | 2018.09.17 13:30 | sell | 2908 | 0.10 | 111.995 | 0.000 | 0.000 | ||
| 9241 | 2018.09.17 13:30 | modify | 2908 | 0.10 | 111.995 | 112.295 | 110.795 | ||
| 9242 | 2018.09.18 03:35 | close | 2908 | 0.10 | 111.788 | 112.295 | 110.795 | 2044.00 | 2061110.00 |
| 9243 | 2018.09.18 08:50 | buy | 2909 | 0.10 | 111.971 | 0.000 | 0.000 | ||
| 9244 | 2018.09.18 08:50 | modify | 2909 | 0.10 | 111.971 | 111.721 | 112.921 | ||
| 9245 | 2018.09.18 18:55 | close | 2909 | 0.10 | 112.284 | 111.721 | 112.921 | 3130.00 | 2064240.00 |
| 9246 | 2018.09.19 09:15 | buy | 2910 | 0.10 | 112.315 | 0.000 | 0.000 | ||
| 9247 | 2018.09.19 09:15 | modify | 2910 | 0.10 | 112.315 | 112.065 | 113.265 | ||
| 9248 | 2018.09.19 19:20 | close | 2910 | 0.10 | 112.201 | 112.065 | 113.265 | -1140.00 | 2063100.00 |
| 9249 | 2018.09.19 22:00 | sell | 2911 | 0.10 | 112.243 | 0.000 | 0.000 | ||
| 9250 | 2018.09.19 22:00 | modify | 2911 | 0.10 | 112.243 | 112.543 | 111.043 | ||
| 9251 | 2018.09.20 12:05 | close | 2911 | 0.10 | 112.244 | 112.543 | 111.043 | -36.00 | 2063064.00 |
| 9252 | 2018.09.21 05:40 | buy | 2912 | 0.10 | 112.584 | 0.000 | 0.000 | ||
| 9253 | 2018.09.21 05:40 | modify | 2912 | 0.10 | 112.584 | 112.334 | 113.534 | ||
| 9254 | 2018.09.21 15:45 | close | 2912 | 0.10 | 112.674 | 112.334 | 113.534 | 900.00 | 2063964.00 |
| 9255 | 2018.09.24 01:00 | sell | 2913 | 0.10 | 112.504 | 0.000 | 0.000 | ||
| 9256 | 2018.09.24 01:00 | modify | 2913 | 0.10 | 112.504 | 112.804 | 111.304 | ||
| 9257 | 2018.09.24 06:50 | close | 2913 | 0.10 | 112.590 | 112.804 | 111.304 | -860.00 | 2063104.00 |
| 9258 | 2018.09.24 07:15 | sell | 2914 | 0.10 | 112.580 | 0.000 | 0.000 | ||
| 9259 | 2018.09.24 07:15 | modify | 2914 | 0.10 | 112.580 | 112.880 | 111.380 | ||
| 9260 | 2018.09.24 21:20 | close | 2914 | 0.10 | 112.737 | 112.880 | 111.380 | -1570.00 | 2061534.00 |
| 9261 | 2018.09.26 13:25 | sell | 2915 | 0.10 | 112.894 | 0.000 | 0.000 | ||
| 9262 | 2018.09.26 13:25 | modify | 2915 | 0.10 | 112.894 | 113.194 | 111.694 | ||
| 9263 | 2018.09.27 01:30 | modify | 2915 | 0.10 | 112.894 | 112.894 | 111.694 | ||
| 9264 | 2018.09.27 04:30 | s/l | 2915 | 0.10 | 112.894 | 112.894 | 111.694 | -26.00 | 2061508.00 |
| 9265 | 2018.09.27 09:35 | sell | 2916 | 0.10 | 112.652 | 0.000 | 0.000 | ||
| 9266 | 2018.09.27 09:35 | modify | 2916 | 0.10 | 112.652 | 112.952 | 111.452 | ||
| 9267 | 2018.09.27 14:40 | close | 2916 | 0.10 | 112.831 | 112.952 | 111.452 | -1790.00 | 2059718.00 |
| 9268 | 2018.09.27 15:35 | sell | 2917 | 0.10 | 112.888 | 0.000 | 0.000 | ||
| 9269 | 2018.09.27 15:35 | modify | 2917 | 0.10 | 112.888 | 113.188 | 111.688 | ||
| 9270 | 2018.09.27 17:50 | s/l | 2917 | 0.10 | 113.188 | 113.188 | 111.688 | -3000.00 | 2056718.00 |
| 9271 | 2018.09.28 16:10 | sell | 2918 | 0.10 | 113.435 | 0.000 | 0.000 | ||
| 9272 | 2018.09.28 16:10 | close | 2918 | 0.10 | 113.440 | 0.000 | 0.000 | -50.00 | 2056668.00 |
| 9273 | 2018.10.02 21:25 | sell | 2919 | 0.10 | 113.739 | 0.000 | 0.000 | ||
| 9274 | 2018.10.02 21:25 | modify | 2919 | 0.10 | 113.739 | 114.039 | 112.539 | ||
| 9275 | 2018.10.03 02:45 | modify | 2919 | 0.10 | 113.739 | 113.739 | 112.539 | ||
| 9276 | 2018.10.03 05:05 | s/l | 2919 | 0.10 | 113.739 | 113.739 | 112.539 | -26.00 | 2056642.00 |
| 9277 | 2018.10.04 16:40 | sell | 2920 | 0.10 | 114.062 | 0.000 | 0.000 | ||
| 9278 | 2018.10.04 16:40 | modify | 2920 | 0.10 | 114.062 | 114.362 | 112.862 | ||
| 9279 | 2018.10.05 02:10 | modify | 2920 | 0.10 | 114.062 | 114.062 | 112.862 | ||
| 9280 | 2018.10.05 03:55 | s/l | 2920 | 0.10 | 114.062 | 114.062 | 112.862 | -26.00 | 2056616.00 |
| 9281 | 2018.10.05 04:25 | sell | 2921 | 0.10 | 113.968 | 0.000 | 0.000 | ||
| 9282 | 2018.10.05 04:25 | modify | 2921 | 0.10 | 113.968 | 114.268 | 112.768 | ||
| 9283 | 2018.10.05 16:00 | close | 2921 | 0.10 | 113.767 | 114.268 | 112.768 | 2010.00 | 2058626.00 |
| 9284 | 2018.10.09 00:05 | sell | 2922 | 0.10 | 113.175 | 0.000 | 0.000 | ||
| 9285 | 2018.10.09 00:05 | modify | 2922 | 0.10 | 113.175 | 113.475 | 111.975 | ||
| 9286 | 2018.10.09 14:10 | close | 2922 | 0.10 | 113.199 | 113.475 | 111.975 | -240.00 | 2058386.00 |
| 9287 | 2018.10.10 05:30 | sell | 2923 | 0.10 | 113.031 | 0.000 | 0.000 | ||
| 9288 | 2018.10.10 05:30 | modify | 2923 | 0.10 | 113.031 | 113.331 | 111.831 | ||
| 9289 | 2018.10.10 13:25 | close | 2923 | 0.10 | 113.218 | 113.331 | 111.831 | -1870.00 | 2056516.00 |
| 9290 | 2018.10.10 21:05 | sell | 2924 | 0.10 | 112.718 | 0.000 | 0.000 | ||
| 9291 | 2018.10.10 21:05 | modify | 2924 | 0.10 | 112.718 | 113.018 | 111.518 | ||
| 9292 | 2018.10.11 00:05 | modify | 2924 | 0.10 | 112.718 | 112.718 | 111.518 | ||
| 9293 | 2018.10.12 00:45 | close | 2924 | 0.10 | 112.102 | 112.718 | 111.518 | 6108.00 | 2062624.00 |
| 9294 | 2018.10.12 09:30 | buy | 2925 | 0.10 | 112.424 | 0.000 | 0.000 | ||
| 9295 | 2018.10.12 09:30 | modify | 2925 | 0.10 | 112.424 | 112.174 | 113.374 | ||
| 9296 | 2018.10.12 16:00 | close | 2925 | 0.10 | 112.286 | 112.174 | 113.374 | -1380.00 | 2061244.00 |
| 9297 | 2018.10.15 18:00 | sell | 2926 | 0.10 | 111.756 | 0.000 | 0.000 | ||
| 9298 | 2018.10.15 18:00 | modify | 2926 | 0.10 | 111.756 | 112.056 | 110.556 | ||
| 9299 | 2018.10.16 06:25 | close | 2926 | 0.10 | 111.957 | 112.056 | 110.556 | -2036.00 | 2059208.00 |
| 9300 | 2018.10.16 10:55 | buy | 2927 | 0.10 | 112.092 | 0.000 | 0.000 | ||