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 |
| 9301 | 2018.10.16 10:55 | modify | 2927 | 0.10 | 112.092 | 111.842 | 113.042 | ||
| 9302 | 2018.10.16 21:00 | close | 2927 | 0.10 | 112.221 | 111.842 | 113.042 | 1290.00 | 2060498.00 |
| 9303 | 2018.10.17 00:40 | buy | 2928 | 0.10 | 112.283 | 0.000 | 0.000 | ||
| 9304 | 2018.10.17 00:40 | modify | 2928 | 0.10 | 112.283 | 112.033 | 113.233 | ||
| 9305 | 2018.10.17 10:45 | close | 2928 | 0.10 | 112.283 | 112.033 | 113.233 | 0.00 | 2060498.00 |
| 9306 | 2018.10.18 08:15 | buy | 2929 | 0.10 | 112.503 | 0.000 | 0.000 | ||
| 9307 | 2018.10.18 08:15 | modify | 2929 | 0.10 | 112.503 | 112.253 | 113.453 | ||
| 9308 | 2018.10.18 18:15 | s/l | 2929 | 0.10 | 112.253 | 112.253 | 113.453 | -2500.00 | 2057998.00 |
| 9309 | 2018.10.19 11:45 | buy | 2930 | 0.10 | 112.426 | 0.000 | 0.000 | ||
| 9310 | 2018.10.19 11:45 | modify | 2930 | 0.10 | 112.426 | 112.176 | 113.376 | ||
| 9311 | 2018.10.19 16:00 | close | 2930 | 0.10 | 112.442 | 112.176 | 113.376 | 160.00 | 2058158.00 |
| 9312 | 2018.10.22 00:10 | buy | 2931 | 0.10 | 112.576 | 0.000 | 0.000 | ||
| 9313 | 2018.10.22 00:10 | modify | 2931 | 0.10 | 112.576 | 112.326 | 113.526 | ||
| 9314 | 2018.10.22 02:35 | close | 2931 | 0.10 | 112.430 | 112.326 | 113.526 | -1460.00 | 2056698.00 |
| 9315 | 2018.10.22 02:50 | buy | 2932 | 0.10 | 112.484 | 0.000 | 0.000 | ||
| 9316 | 2018.10.22 02:50 | modify | 2932 | 0.10 | 112.484 | 112.234 | 113.434 | ||
| 9317 | 2018.10.22 12:00 | modify | 2932 | 0.10 | 112.484 | 112.484 | 113.434 | ||
| 9318 | 2018.10.22 23:35 | close | 2932 | 0.10 | 112.800 | 112.484 | 113.434 | 3160.00 | 2059858.00 |
| 9319 | 2018.10.23 20:30 | sell | 2933 | 0.10 | 112.201 | 0.000 | 0.000 | ||
| 9320 | 2018.10.23 20:30 | modify | 2933 | 0.10 | 112.201 | 112.501 | 111.001 | ||
| 9321 | 2018.10.23 23:15 | close | 2933 | 0.10 | 112.443 | 112.501 | 111.001 | -2420.00 | 2057438.00 |
| 9322 | 2018.10.24 10:15 | buy | 2934 | 0.10 | 112.497 | 0.000 | 0.000 | ||
| 9323 | 2018.10.24 10:15 | modify | 2934 | 0.10 | 112.497 | 112.247 | 113.447 | ||
| 9324 | 2018.10.24 20:20 | close | 2934 | 0.10 | 112.517 | 112.247 | 113.447 | 200.00 | 2057638.00 |
| 9325 | 2018.10.25 01:20 | sell | 2935 | 0.10 | 112.089 | 0.000 | 0.000 | ||
| 9326 | 2018.10.25 01:20 | modify | 2935 | 0.10 | 112.089 | 112.389 | 110.889 | ||
| 9327 | 2018.10.25 14:30 | close | 2935 | 0.10 | 112.331 | 112.389 | 110.889 | -2420.00 | 2055218.00 |
| 9328 | 2018.10.26 09:30 | sell | 2936 | 0.10 | 112.183 | 0.000 | 0.000 | ||
| 9329 | 2018.10.26 09:30 | modify | 2936 | 0.10 | 112.183 | 112.483 | 110.983 | ||
| 9330 | 2018.10.26 16:00 | close | 2936 | 0.10 | 112.128 | 112.483 | 110.983 | 550.00 | 2055768.00 |
| 9331 | 2018.10.29 22:55 | buy | 2937 | 0.10 | 112.311 | 0.000 | 0.000 | ||
| 9332 | 2018.10.29 22:55 | modify | 2937 | 0.10 | 112.311 | 112.061 | 113.261 | ||
| 9333 | 2018.10.30 06:45 | modify | 2937 | 0.10 | 112.311 | 112.311 | 113.261 | ||
| 9334 | 2018.10.30 22:45 | close | 2937 | 0.10 | 112.999 | 112.311 | 113.261 | 6865.00 | 2062633.00 |
| 9335 | 2018.11.05 22:25 | sell | 2938 | 0.10 | 113.192 | 0.000 | 0.000 | ||
| 9336 | 2018.11.05 22:25 | modify | 2938 | 0.10 | 113.192 | 113.492 | 111.992 | ||
| 9337 | 2018.11.06 07:30 | close | 2938 | 0.10 | 113.333 | 113.492 | 111.992 | -1436.00 | 2061197.00 |
| 9338 | 2018.11.07 01:35 | buy | 2939 | 0.10 | 113.417 | 0.000 | 0.000 | ||
| 9339 | 2018.11.07 01:35 | modify | 2939 | 0.10 | 113.417 | 113.167 | 114.367 | ||
| 9340 | 2018.11.07 02:45 | s/l | 2939 | 0.10 | 113.167 | 113.167 | 114.367 | -2500.00 | 2058697.00 |
| 9341 | 2018.11.07 14:55 | sell | 2940 | 0.10 | 113.144 | 0.000 | 0.000 | ||
| 9342 | 2018.11.07 14:55 | modify | 2940 | 0.10 | 113.144 | 113.444 | 111.944 | ||
| 9343 | 2018.11.07 20:10 | close | 2940 | 0.10 | 113.417 | 113.444 | 111.944 | -2730.00 | 2055967.00 |
| 9344 | 2018.11.08 12:25 | buy | 2941 | 0.10 | 113.705 | 0.000 | 0.000 | ||
| 9345 | 2018.11.08 12:25 | modify | 2941 | 0.10 | 113.705 | 113.455 | 114.655 | ||
| 9346 | 2018.11.08 22:30 | close | 2941 | 0.10 | 113.974 | 113.455 | 114.655 | 2690.00 | 2058657.00 |
| 9347 | 2018.11.12 00:25 | sell | 2942 | 0.10 | 113.829 | 0.000 | 0.000 | ||
| 9348 | 2018.11.12 00:25 | modify | 2942 | 0.10 | 113.829 | 114.129 | 112.629 | ||
| 9349 | 2018.11.12 04:50 | close | 2942 | 0.10 | 113.971 | 114.129 | 112.629 | -1420.00 | 2057237.00 |
| 9350 | 2018.11.12 12:20 | buy | 2943 | 0.10 | 113.897 | 0.000 | 0.000 | ||
| 9351 | 2018.11.12 12:20 | modify | 2943 | 0.10 | 113.897 | 113.647 | 114.847 | ||
| 9352 | 2018.11.12 22:25 | close | 2943 | 0.10 | 113.784 | 113.647 | 114.847 | -1130.00 | 2056107.00 |
| 9353 | 2018.11.13 05:00 | sell | 2944 | 0.10 | 113.710 | 0.000 | 0.000 | ||
| 9354 | 2018.11.13 05:00 | modify | 2944 | 0.10 | 113.710 | 114.010 | 112.510 | ||
| 9355 | 2018.11.13 06:05 | s/l | 2944 | 0.10 | 114.010 | 114.010 | 112.510 | -3000.00 | 2053107.00 |
| 9356 | 2018.11.13 07:05 | sell | 2945 | 0.10 | 113.981 | 0.000 | 0.000 | ||
| 9357 | 2018.11.13 07:05 | modify | 2945 | 0.10 | 113.981 | 114.281 | 112.781 | ||
| 9358 | 2018.11.13 21:10 | close | 2945 | 0.10 | 113.930 | 114.281 | 112.781 | 510.00 | 2053617.00 |
| 9359 | 2018.11.14 03:50 | sell | 2946 | 0.10 | 113.913 | 0.000 | 0.000 | ||
| 9360 | 2018.11.14 03:50 | modify | 2946 | 0.10 | 113.913 | 114.213 | 112.713 | ||
| 9361 | 2018.11.14 17:55 | close | 2946 | 0.10 | 113.859 | 114.213 | 112.713 | 540.00 | 2054157.00 |
| 9362 | 2018.11.15 00:15 | sell | 2947 | 0.10 | 113.546 | 0.000 | 0.000 | ||
| 9363 | 2018.11.15 00:15 | modify | 2947 | 0.10 | 113.546 | 113.846 | 112.346 | ||
| 9364 | 2018.11.15 14:20 | close | 2947 | 0.10 | 113.459 | 113.846 | 112.346 | 870.00 | 2055027.00 |
| 9365 | 2018.11.20 09:30 | sell | 2948 | 0.10 | 112.486 | 0.000 | 0.000 | ||
| 9366 | 2018.11.20 09:30 | modify | 2948 | 0.10 | 112.486 | 112.786 | 111.286 | ||
| 9367 | 2018.11.20 20:10 | s/l | 2948 | 0.10 | 112.786 | 112.786 | 111.286 | -3000.00 | 2052027.00 |
| 9368 | 2018.11.21 09:10 | buy | 2949 | 0.10 | 112.835 | 0.000 | 0.000 | ||
| 9369 | 2018.11.21 09:10 | modify | 2949 | 0.10 | 112.835 | 112.585 | 113.785 | ||
| 9370 | 2018.11.21 19:15 | close | 2949 | 0.10 | 113.045 | 112.585 | 113.785 | 2100.00 | 2054127.00 |
| 9371 | 2018.11.21 22:35 | buy | 2950 | 0.10 | 113.089 | 0.000 | 0.000 | ||
| 9372 | 2018.11.21 22:35 | modify | 2950 | 0.10 | 113.089 | 112.839 | 114.039 | ||
| 9373 | 2018.11.22 08:40 | close | 2950 | 0.10 | 113.006 | 112.839 | 114.039 | -845.00 | 2053282.00 |
| 9374 | 2018.11.26 00:20 | buy | 2951 | 0.10 | 112.919 | 0.000 | 0.000 | ||
| 9375 | 2018.11.26 00:20 | modify | 2951 | 0.10 | 112.919 | 112.669 | 113.869 | ||
| 9376 | 2018.11.26 04:55 | modify | 2951 | 0.10 | 112.919 | 112.919 | 113.869 | ||
| 9377 | 2018.11.26 18:55 | close | 2951 | 0.10 | 113.558 | 112.919 | 113.869 | 6390.00 | 2059672.00 |
| 9378 | 2018.11.29 11:30 | sell | 2952 | 0.10 | 113.266 | 0.000 | 0.000 | ||
| 9379 | 2018.11.29 11:30 | modify | 2952 | 0.10 | 113.266 | 113.566 | 112.066 | ||
| 9380 | 2018.11.29 19:45 | close | 2952 | 0.10 | 113.474 | 113.566 | 112.066 | -2080.00 | 2057592.00 |
| 9381 | 2018.12.03 09:05 | sell | 2953 | 0.10 | 113.494 | 0.000 | 0.000 | ||
| 9382 | 2018.12.03 09:05 | modify | 2953 | 0.10 | 113.494 | 113.794 | 112.294 | ||
| 9383 | 2018.12.03 23:10 | close | 2953 | 0.10 | 113.630 | 113.794 | 112.294 | -1360.00 | 2056232.00 |
| 9384 | 2018.12.04 16:15 | sell | 2954 | 0.10 | 112.808 | 0.000 | 0.000 | ||
| 9385 | 2018.12.04 16:15 | modify | 2954 | 0.10 | 112.808 | 113.108 | 111.608 | ||
| 9386 | 2018.12.05 06:20 | close | 2954 | 0.10 | 112.932 | 113.108 | 111.608 | -1266.00 | 2054966.00 |
| 9387 | 2018.12.05 09:30 | buy | 2955 | 0.10 | 113.089 | 0.000 | 0.000 | ||
| 9388 | 2018.12.05 09:30 | modify | 2955 | 0.10 | 113.089 | 112.839 | 114.039 | ||
| 9389 | 2018.12.05 14:40 | close | 2955 | 0.10 | 112.942 | 112.839 | 114.039 | -1470.00 | 2053496.00 |
| 9390 | 2018.12.06 01:05 | buy | 2956 | 0.10 | 113.108 | 0.000 | 0.000 | ||
| 9391 | 2018.12.06 01:05 | modify | 2956 | 0.10 | 113.108 | 112.858 | 114.058 | ||
| 9392 | 2018.12.06 03:05 | s/l | 2956 | 0.10 | 112.858 | 112.858 | 114.058 | -2500.00 | 2050996.00 |
| 9393 | 2018.12.06 05:50 | sell | 2957 | 0.10 | 112.675 | 0.000 | 0.000 | ||
| 9394 | 2018.12.06 05:50 | modify | 2957 | 0.10 | 112.675 | 112.975 | 111.475 | ||
| 9395 | 2018.12.06 09:15 | s/l | 2957 | 0.10 | 112.975 | 112.975 | 111.475 | -3000.00 | 2047996.00 |
| 9396 | 2018.12.06 09:40 | sell | 2958 | 0.10 | 113.059 | 0.000 | 0.000 | ||
| 9397 | 2018.12.06 09:40 | modify | 2958 | 0.10 | 113.059 | 113.359 | 111.859 | ||
| 9398 | 2018.12.06 13:40 | modify | 2958 | 0.10 | 113.059 | 113.059 | 111.859 | ||
| 9399 | 2018.12.07 16:00 | close | 2958 | 0.10 | 112.759 | 113.059 | 111.859 | 2974.00 | 2050970.00 |
| 9400 | 2018.12.10 10:30 | sell | 2959 | 0.10 | 112.616 | 0.000 | 0.000 | ||
| 9401 | 2018.12.10 10:30 | modify | 2959 | 0.10 | 112.616 | 112.916 | 111.416 | ||
| 9402 | 2018.12.10 16:20 | s/l | 2959 | 0.10 | 112.916 | 112.916 | 111.416 | -3000.00 | 2047970.00 |
| 9403 | 2018.12.11 02:20 | buy | 2960 | 0.10 | 113.175 | 0.000 | 0.000 | ||
| 9404 | 2018.12.11 02:20 | modify | 2960 | 0.10 | 113.175 | 112.925 | 114.125 | ||
| 9405 | 2018.12.11 12:25 | close | 2960 | 0.10 | 113.051 | 112.925 | 114.125 | -1240.00 | 2046730.00 |
| 9406 | 2018.12.12 01:00 | buy | 2961 | 0.10 | 113.388 | 0.000 | 0.000 | ||
| 9407 | 2018.12.12 01:00 | modify | 2961 | 0.10 | 113.388 | 113.138 | 114.338 | ||
| 9408 | 2018.12.12 11:05 | close | 2961 | 0.10 | 113.469 | 113.138 | 114.338 | 810.00 | 2047540.00 |
| 9409 | 2018.12.12 11:10 | buy | 2962 | 0.10 | 113.458 | 0.000 | 0.000 | ||
| 9410 | 2018.12.12 11:10 | modify | 2962 | 0.10 | 113.458 | 113.208 | 114.408 | ||
| 9411 | 2018.12.12 17:40 | s/l | 2962 | 0.10 | 113.208 | 113.208 | 114.408 | -2500.00 | 2045040.00 |
| 9412 | 2018.12.13 10:05 | buy | 2963 | 0.10 | 113.425 | 0.000 | 0.000 | ||
| 9413 | 2018.12.13 10:05 | modify | 2963 | 0.10 | 113.425 | 113.175 | 114.375 | ||
| 9414 | 2018.12.13 20:10 | close | 2963 | 0.10 | 113.537 | 113.175 | 114.375 | 1120.00 | 2046160.00 |
| 9415 | 2018.12.13 21:15 | buy | 2964 | 0.10 | 113.601 | 0.000 | 0.000 | ||
| 9416 | 2018.12.13 21:15 | modify | 2964 | 0.10 | 113.601 | 113.351 | 114.551 | ||
| 9417 | 2018.12.14 06:25 | close | 2964 | 0.10 | 113.469 | 113.351 | 114.551 | -1335.00 | 2044825.00 |
| 9418 | 2018.12.14 10:00 | sell | 2965 | 0.10 | 113.548 | 0.000 | 0.000 | ||
| 9419 | 2018.12.14 10:00 | modify | 2965 | 0.10 | 113.548 | 113.848 | 112.348 | ||
| 9420 | 2018.12.14 16:00 | close | 2965 | 0.10 | 113.630 | 113.848 | 112.348 | -820.00 | 2044005.00 |
| 9421 | 2018.12.17 12:45 | sell | 2966 | 0.10 | 113.301 | 0.000 | 0.000 | ||
| 9422 | 2018.12.17 12:45 | modify | 2966 | 0.10 | 113.301 | 113.601 | 112.101 | ||
| 9423 | 2018.12.17 18:45 | modify | 2966 | 0.10 | 113.301 | 113.301 | 112.101 | ||
| 9424 | 2018.12.17 20:55 | close | 2966 | 0.10 | 112.716 | 113.301 | 112.101 | 5850.00 | 2049855.00 |
| 9425 | 2018.12.21 08:25 | buy | 2967 | 0.10 | 111.412 | 0.000 | 0.000 | ||
| 9426 | 2018.12.21 08:25 | modify | 2967 | 0.10 | 111.412 | 111.162 | 112.362 | ||
| 9427 | 2018.12.21 10:25 | s/l | 2967 | 0.10 | 111.162 | 111.162 | 112.362 | -2500.00 | 2047355.00 |
| 9428 | 2018.12.21 10:45 | buy | 2968 | 0.10 | 111.110 | 0.000 | 0.000 | ||
| 9429 | 2018.12.21 10:45 | modify | 2968 | 0.10 | 111.110 | 110.860 | 112.060 | ||
| 9430 | 2018.12.21 16:00 | close | 2968 | 0.10 | 111.150 | 110.860 | 112.060 | 400.00 | 2047755.00 |
| 9431 | 2018.12.26 12:45 | buy | 2969 | 0.10 | 110.535 | 0.000 | 0.000 | ||
| 9432 | 2018.12.26 12:45 | modify | 2969 | 0.10 | 110.535 | 110.285 | 111.485 | ||
| 9433 | 2018.12.26 18:05 | s/l | 2969 | 0.10 | 110.285 | 110.285 | 111.485 | -2500.00 | 2045255.00 |
| 9434 | 2018.12.26 18:30 | buy | 2970 | 0.10 | 110.425 | 0.000 | 0.000 | ||
| 9435 | 2018.12.26 18:30 | modify | 2970 | 0.10 | 110.425 | 110.175 | 111.375 | ||
| 9436 | 2018.12.26 20:55 | modify | 2970 | 0.10 | 110.425 | 110.425 | 111.375 | ||
| 9437 | 2018.12.26 22:15 | t/p | 2970 | 0.10 | 111.375 | 110.425 | 111.375 | 9500.00 | 2054755.00 |
| 9438 | 2018.12.27 02:55 | buy | 2971 | 0.10 | 111.060 | 0.000 | 0.000 | ||
| 9439 | 2018.12.27 02:55 | modify | 2971 | 0.10 | 111.060 | 110.810 | 112.010 | ||
| 9440 | 2018.12.27 10:15 | s/l | 2971 | 0.10 | 110.810 | 110.810 | 112.010 | -2500.00 | 2052255.00 |
| 9441 | 2018.12.27 10:35 | buy | 2972 | 0.10 | 110.910 | 0.000 | 0.000 | ||
| 9442 | 2018.12.27 10:35 | modify | 2972 | 0.10 | 110.910 | 110.660 | 111.860 | ||
| 9443 | 2018.12.27 17:00 | s/l | 2972 | 0.10 | 110.660 | 110.660 | 111.860 | -2500.00 | 2049755.00 |
| 9444 | 2018.12.31 07:20 | buy | 2973 | 0.10 | 110.397 | 0.000 | 0.000 | ||
| 9445 | 2018.12.31 07:20 | modify | 2973 | 0.10 | 110.397 | 110.147 | 111.347 | ||
| 9446 | 2018.12.31 10:20 | s/l | 2973 | 0.10 | 110.147 | 110.147 | 111.347 | -2500.00 | 2047255.00 |
| 9447 | 2018.12.31 11:00 | buy | 2974 | 0.10 | 110.082 | 0.000 | 0.000 | ||
| 9448 | 2018.12.31 11:00 | modify | 2974 | 0.10 | 110.082 | 109.832 | 111.032 | ||
| 9449 | 2018.12.31 14:50 | s/l | 2974 | 0.10 | 109.832 | 109.832 | 111.032 | -2500.00 | 2044755.00 |
| 9450 | 2019.01.03 17:30 | buy | 2975 | 0.10 | 107.804 | 0.000 | 0.000 | ||