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 |
| 9451 | 2019.01.03 17:30 | modify | 2975 | 0.10 | 107.804 | 107.554 | 108.754 | ||
| 9452 | 2019.01.03 17:40 | s/l | 2975 | 0.10 | 107.554 | 107.554 | 108.754 | -2500.00 | 2042255.00 |
| 9453 | 2019.01.03 22:00 | buy | 2976 | 0.10 | 107.728 | 0.000 | 0.000 | ||
| 9454 | 2019.01.03 22:00 | modify | 2976 | 0.10 | 107.728 | 107.478 | 108.678 | ||
| 9455 | 2019.01.03 22:10 | s/l | 2976 | 0.10 | 107.478 | 107.478 | 108.678 | -2500.00 | 2039755.00 |
| 9456 | 2019.01.03 22:45 | buy | 2977 | 0.10 | 107.544 | 0.000 | 0.000 | ||
| 9457 | 2019.01.03 22:45 | modify | 2977 | 0.10 | 107.544 | 107.294 | 108.494 | ||
| 9458 | 2019.01.04 05:35 | modify | 2977 | 0.10 | 107.544 | 107.544 | 108.494 | ||
| 9459 | 2019.01.04 16:00 | close | 2977 | 0.10 | 108.289 | 107.544 | 108.494 | 7435.00 | 2047190.00 |
| 9460 | 2019.01.08 01:50 | buy | 2978 | 0.10 | 108.634 | 0.000 | 0.000 | ||
| 9461 | 2019.01.08 01:50 | modify | 2978 | 0.10 | 108.634 | 108.384 | 109.584 | ||
| 9462 | 2019.01.08 11:55 | close | 2978 | 0.10 | 108.832 | 108.384 | 109.584 | 1980.00 | 2049170.00 |
| 9463 | 2019.01.08 12:55 | buy | 2979 | 0.10 | 108.692 | 0.000 | 0.000 | ||
| 9464 | 2019.01.08 12:55 | modify | 2979 | 0.10 | 108.692 | 108.442 | 109.642 | ||
| 9465 | 2019.01.08 18:40 | s/l | 2979 | 0.10 | 108.442 | 108.442 | 109.642 | -2500.00 | 2046670.00 |
| 9466 | 2019.01.09 10:00 | buy | 2980 | 0.10 | 108.908 | 0.000 | 0.000 | ||
| 9467 | 2019.01.09 10:00 | modify | 2980 | 0.10 | 108.908 | 108.658 | 109.858 | ||
| 9468 | 2019.01.09 16:05 | s/l | 2980 | 0.10 | 108.658 | 108.658 | 109.858 | -2500.00 | 2044170.00 |
| 9469 | 2019.01.10 01:55 | sell | 2981 | 0.10 | 108.169 | 0.000 | 0.000 | ||
| 9470 | 2019.01.10 01:55 | modify | 2981 | 0.10 | 108.169 | 108.469 | 106.969 | ||
| 9471 | 2019.01.10 08:55 | modify | 2981 | 0.10 | 108.169 | 108.169 | 106.969 | ||
| 9472 | 2019.01.10 12:20 | s/l | 2981 | 0.10 | 108.169 | 108.169 | 106.969 | 0.00 | 2044170.00 |
| 9473 | 2019.01.10 12:40 | sell | 2982 | 0.10 | 108.175 | 0.000 | 0.000 | ||
| 9474 | 2019.01.10 12:40 | modify | 2982 | 0.10 | 108.175 | 108.475 | 106.975 | ||
| 9475 | 2019.01.10 22:45 | close | 2982 | 0.10 | 108.430 | 108.475 | 106.975 | -2550.00 | 2041620.00 |
| 9476 | 2019.01.11 15:15 | sell | 2983 | 0.10 | 108.281 | 0.000 | 0.000 | ||
| 9477 | 2019.01.11 15:15 | modify | 2983 | 0.10 | 108.281 | 108.581 | 107.081 | ||
| 9478 | 2019.01.11 16:00 | close | 2983 | 0.10 | 108.198 | 108.581 | 107.081 | 830.00 | 2042450.00 |
| 9479 | 2019.01.14 11:05 | sell | 2984 | 0.10 | 108.157 | 0.000 | 0.000 | ||
| 9480 | 2019.01.14 11:05 | modify | 2984 | 0.10 | 108.157 | 108.457 | 106.957 | ||
| 9481 | 2019.01.15 01:10 | close | 2984 | 0.10 | 108.156 | 108.457 | 106.957 | -16.00 | 2042434.00 |
| 9482 | 2019.01.15 11:15 | buy | 2985 | 0.10 | 108.566 | 0.000 | 0.000 | ||
| 9483 | 2019.01.15 11:15 | modify | 2985 | 0.10 | 108.566 | 108.316 | 109.516 | ||
| 9484 | 2019.01.15 21:20 | close | 2985 | 0.10 | 108.519 | 108.316 | 109.516 | -470.00 | 2041964.00 |
| 9485 | 2019.01.15 21:50 | buy | 2986 | 0.10 | 108.514 | 0.000 | 0.000 | ||
| 9486 | 2019.01.15 21:50 | modify | 2986 | 0.10 | 108.514 | 108.264 | 109.464 | ||
| 9487 | 2019.01.16 07:55 | close | 2986 | 0.10 | 108.470 | 108.264 | 109.464 | -455.00 | 2041509.00 |
| 9488 | 2019.01.16 16:05 | buy | 2987 | 0.10 | 108.779 | 0.000 | 0.000 | ||
| 9489 | 2019.01.16 16:05 | modify | 2987 | 0.10 | 108.779 | 108.529 | 109.729 | ||
| 9490 | 2019.01.17 00:50 | modify | 2987 | 0.10 | 108.779 | 108.779 | 109.729 | ||
| 9491 | 2019.01.17 09:40 | s/l | 2987 | 0.10 | 108.779 | 108.779 | 109.729 | -15.00 | 2041494.00 |
| 9492 | 2019.01.18 02:05 | buy | 2988 | 0.10 | 109.209 | 0.000 | 0.000 | ||
| 9493 | 2019.01.18 02:05 | modify | 2988 | 0.10 | 109.209 | 108.959 | 110.159 | ||
| 9494 | 2019.01.18 11:25 | modify | 2988 | 0.10 | 109.209 | 109.209 | 110.159 | ||
| 9495 | 2019.01.18 16:00 | close | 2988 | 0.10 | 109.416 | 109.209 | 110.159 | 2070.00 | 2043564.00 |
| 9496 | 2019.01.22 16:45 | sell | 2989 | 0.10 | 109.411 | 0.000 | 0.000 | ||
| 9497 | 2019.01.22 16:45 | modify | 2989 | 0.10 | 109.411 | 109.711 | 108.211 | ||
| 9498 | 2019.01.23 05:05 | s/l | 2989 | 0.10 | 109.711 | 109.711 | 108.211 | -3026.00 | 2040538.00 |
| 9499 | 2019.01.24 00:25 | sell | 2990 | 0.10 | 109.573 | 0.000 | 0.000 | ||
| 9500 | 2019.01.24 00:25 | modify | 2990 | 0.10 | 109.573 | 109.873 | 108.373 | ||
| 9501 | 2019.01.24 12:30 | close | 2990 | 0.10 | 109.768 | 109.873 | 108.373 | -1950.00 | 2038588.00 |
| 9502 | 2019.01.28 05:25 | sell | 2991 | 0.10 | 109.349 | 0.000 | 0.000 | ||
| 9503 | 2019.01.28 05:25 | modify | 2991 | 0.10 | 109.349 | 109.649 | 108.149 | ||
| 9504 | 2019.01.28 19:30 | close | 2991 | 0.10 | 109.246 | 109.649 | 108.149 | 1030.00 | 2039618.00 |
| 9505 | 2019.01.30 11:40 | sell | 2992 | 0.10 | 109.345 | 0.000 | 0.000 | ||
| 9506 | 2019.01.30 11:40 | modify | 2992 | 0.10 | 109.345 | 109.645 | 108.145 | ||
| 9507 | 2019.01.30 16:05 | s/l | 2992 | 0.10 | 109.645 | 109.645 | 108.145 | -3000.00 | 2036618.00 |
| 9508 | 2019.01.31 01:10 | sell | 2993 | 0.10 | 109.000 | 0.000 | 0.000 | ||
| 9509 | 2019.01.31 01:10 | modify | 2993 | 0.10 | 109.000 | 109.300 | 107.800 | ||
| 9510 | 2019.01.31 06:55 | modify | 2993 | 0.10 | 109.000 | 109.000 | 107.800 | ||
| 9511 | 2019.02.01 15:35 | s/l | 2993 | 0.10 | 109.000 | 109.000 | 107.800 | -26.00 | 2036592.00 |
| 9512 | 2019.02.01 16:10 | buy | 2994 | 0.10 | 109.024 | 0.000 | 0.000 | ||
| 9513 | 2019.02.01 16:10 | close | 2994 | 0.10 | 109.019 | 0.000 | 0.000 | -50.00 | 2036542.00 |
| 9514 | 2019.02.06 03:15 | buy | 2995 | 0.10 | 109.898 | 0.000 | 0.000 | ||
| 9515 | 2019.02.06 03:15 | modify | 2995 | 0.10 | 109.898 | 109.648 | 110.848 | ||
| 9516 | 2019.02.06 04:30 | s/l | 2995 | 0.10 | 109.648 | 109.648 | 110.848 | -2500.00 | 2034042.00 |
| 9517 | 2019.02.06 06:05 | buy | 2996 | 0.10 | 109.772 | 0.000 | 0.000 | ||
| 9518 | 2019.02.06 06:05 | modify | 2996 | 0.10 | 109.772 | 109.522 | 110.722 | ||
| 9519 | 2019.02.06 16:10 | close | 2996 | 0.10 | 109.725 | 109.522 | 110.722 | -470.00 | 2033572.00 |
| 9520 | 2019.02.07 17:50 | sell | 2997 | 0.10 | 109.754 | 0.000 | 0.000 | ||
| 9521 | 2019.02.07 17:50 | modify | 2997 | 0.10 | 109.754 | 110.054 | 108.554 | ||
| 9522 | 2019.02.08 07:55 | close | 2997 | 0.10 | 109.751 | 110.054 | 108.554 | 4.00 | 2033576.00 |
| 9523 | 2019.02.08 09:35 | sell | 2998 | 0.10 | 109.709 | 0.000 | 0.000 | ||
| 9524 | 2019.02.08 09:35 | modify | 2998 | 0.10 | 109.709 | 110.009 | 108.509 | ||
| 9525 | 2019.02.08 16:00 | close | 2998 | 0.10 | 109.817 | 110.009 | 108.509 | -1080.00 | 2032496.00 |
| 9526 | 2019.02.15 02:10 | sell | 2999 | 0.10 | 110.421 | 0.000 | 0.000 | ||
| 9527 | 2019.02.15 02:10 | modify | 2999 | 0.10 | 110.421 | 110.721 | 109.221 | ||
| 9528 | 2019.02.15 16:00 | close | 2999 | 0.10 | 110.563 | 110.721 | 109.221 | -1420.00 | 2031076.00 |
| 9529 | 2019.02.19 04:10 | sell | 3000 | 0.10 | 110.473 | 0.000 | 0.000 | ||
| 9530 | 2019.02.19 04:10 | modify | 3000 | 0.10 | 110.473 | 110.773 | 109.273 | ||
| 9531 | 2019.02.19 08:30 | close | 3000 | 0.10 | 110.648 | 110.773 | 109.273 | -1750.00 | 2029326.00 |
| 9532 | 2019.02.19 22:50 | sell | 3001 | 0.10 | 110.611 | 0.000 | 0.000 | ||
| 9533 | 2019.02.19 22:50 | modify | 3001 | 0.10 | 110.611 | 110.911 | 109.411 | ||
| 9534 | 2019.02.20 03:50 | s/l | 3001 | 0.10 | 110.911 | 110.911 | 109.411 | -3026.00 | 2026300.00 |
| 9535 | 2019.02.20 06:45 | buy | 3002 | 0.10 | 110.824 | 0.000 | 0.000 | ||
| 9536 | 2019.02.20 06:45 | modify | 3002 | 0.10 | 110.824 | 110.574 | 111.774 | ||
| 9537 | 2019.02.20 16:50 | close | 3002 | 0.10 | 110.830 | 110.574 | 111.774 | 60.00 | 2026360.00 |
| 9538 | 2019.02.21 22:30 | buy | 3003 | 0.10 | 110.713 | 0.000 | 0.000 | ||
| 9539 | 2019.02.21 22:30 | modify | 3003 | 0.10 | 110.713 | 110.463 | 111.663 | ||
| 9540 | 2019.02.22 08:35 | close | 3003 | 0.10 | 110.760 | 110.463 | 111.663 | 455.00 | 2026815.00 |
| 9541 | 2019.02.22 08:55 | buy | 3004 | 0.10 | 110.770 | 0.000 | 0.000 | ||
| 9542 | 2019.02.22 08:55 | modify | 3004 | 0.10 | 110.770 | 110.520 | 111.720 | ||
| 9543 | 2019.02.22 16:00 | close | 3004 | 0.10 | 110.680 | 110.520 | 111.720 | -900.00 | 2025915.00 |
| 9544 | 2019.02.22 16:15 | buy | 3005 | 0.10 | 110.719 | 0.000 | 0.000 | ||
| 9545 | 2019.02.22 16:15 | close | 3005 | 0.10 | 110.714 | 0.000 | 0.000 | -50.00 | 2025865.00 |
| 9546 | 2019.02.25 02:45 | sell | 3006 | 0.10 | 110.829 | 0.000 | 0.000 | ||
| 9547 | 2019.02.25 02:45 | modify | 3006 | 0.10 | 110.829 | 111.129 | 109.629 | ||
| 9548 | 2019.02.25 05:50 | modify | 3006 | 0.10 | 110.829 | 110.829 | 109.629 | ||
| 9549 | 2019.02.25 16:05 | s/l | 3006 | 0.10 | 110.829 | 110.829 | 109.629 | 0.00 | 2025865.00 |
| 9550 | 2019.02.26 08:50 | sell | 3007 | 0.10 | 110.795 | 0.000 | 0.000 | ||
| 9551 | 2019.02.26 08:50 | modify | 3007 | 0.10 | 110.795 | 111.095 | 109.595 | ||
| 9552 | 2019.02.26 21:35 | modify | 3007 | 0.10 | 110.795 | 110.795 | 109.595 | ||
| 9553 | 2019.02.27 11:40 | close | 3007 | 0.10 | 110.410 | 110.795 | 109.595 | 3824.00 | 2029689.00 |
| 9554 | 2019.02.27 13:10 | sell | 3008 | 0.10 | 110.421 | 0.000 | 0.000 | ||
| 9555 | 2019.02.27 13:10 | modify | 3008 | 0.10 | 110.421 | 110.721 | 109.221 | ||
| 9556 | 2019.02.27 15:40 | close | 3008 | 0.10 | 110.669 | 110.721 | 109.221 | -2480.00 | 2027209.00 |
| 9557 | 2019.02.28 01:50 | buy | 3009 | 0.10 | 110.881 | 0.000 | 0.000 | ||
| 9558 | 2019.02.28 01:50 | modify | 3009 | 0.10 | 110.881 | 110.631 | 111.831 | ||
| 9559 | 2019.02.28 11:55 | close | 3009 | 0.10 | 110.779 | 110.631 | 111.831 | -1020.00 | 2026189.00 |
| 9560 | 2019.03.05 08:20 | buy | 3010 | 0.10 | 111.916 | 0.000 | 0.000 | ||
| 9561 | 2019.03.05 08:20 | modify | 3010 | 0.10 | 111.916 | 111.666 | 112.866 | ||
| 9562 | 2019.03.05 18:25 | close | 3010 | 0.10 | 111.920 | 111.666 | 112.866 | 40.00 | 2026229.00 |
| 9563 | 2019.03.06 00:20 | sell | 3011 | 0.10 | 111.832 | 0.000 | 0.000 | ||
| 9564 | 2019.03.06 00:20 | modify | 3011 | 0.10 | 111.832 | 112.132 | 110.632 | ||
| 9565 | 2019.03.06 14:25 | close | 3011 | 0.10 | 111.811 | 112.132 | 110.632 | 210.00 | 2026439.00 |
| 9566 | 2019.03.06 16:35 | sell | 3012 | 0.10 | 111.731 | 0.000 | 0.000 | ||
| 9567 | 2019.03.06 16:35 | modify | 3012 | 0.10 | 111.731 | 112.031 | 110.531 | ||
| 9568 | 2019.03.07 06:40 | close | 3012 | 0.10 | 111.683 | 112.031 | 110.531 | 454.00 | 2026893.00 |
| 9569 | 2019.03.07 20:15 | sell | 3013 | 0.10 | 111.625 | 0.000 | 0.000 | ||
| 9570 | 2019.03.07 20:15 | modify | 3013 | 0.10 | 111.625 | 111.925 | 110.425 | ||
| 9571 | 2019.03.08 06:30 | modify | 3013 | 0.10 | 111.625 | 111.625 | 110.425 | ||
| 9572 | 2019.03.08 09:50 | close | 3013 | 0.10 | 110.977 | 111.625 | 110.425 | 6454.00 | 2033347.00 |
| 9573 | 2019.03.11 16:40 | buy | 3014 | 0.10 | 111.069 | 0.000 | 0.000 | ||
| 9574 | 2019.03.11 16:40 | modify | 3014 | 0.10 | 111.069 | 110.819 | 112.019 | ||
| 9575 | 2019.03.11 23:40 | modify | 3014 | 0.10 | 111.069 | 111.069 | 112.019 | ||
| 9576 | 2019.03.12 05:20 | close | 3014 | 0.10 | 111.394 | 111.069 | 112.019 | 3235.00 | 2036582.00 |
| 9577 | 2019.03.12 06:55 | buy | 3015 | 0.10 | 111.404 | 0.000 | 0.000 | ||
| 9578 | 2019.03.12 06:55 | modify | 3015 | 0.10 | 111.404 | 111.154 | 112.354 | ||
| 9579 | 2019.03.12 09:25 | close | 3015 | 0.10 | 111.255 | 111.154 | 112.354 | -1490.00 | 2035092.00 |
| 9580 | 2019.03.12 14:40 | buy | 3016 | 0.10 | 111.249 | 0.000 | 0.000 | ||
| 9581 | 2019.03.12 14:40 | modify | 3016 | 0.10 | 111.249 | 110.999 | 112.199 | ||
| 9582 | 2019.03.13 00:45 | close | 3016 | 0.10 | 111.321 | 110.999 | 112.199 | 705.00 | 2035797.00 |
| 9583 | 2019.03.13 13:45 | buy | 3017 | 0.10 | 111.331 | 0.000 | 0.000 | ||
| 9584 | 2019.03.13 13:45 | modify | 3017 | 0.10 | 111.331 | 111.081 | 112.281 | ||
| 9585 | 2019.03.13 21:50 | s/l | 3017 | 0.10 | 111.081 | 111.081 | 112.281 | -2500.00 | 2033297.00 |
| 9586 | 2019.03.14 14:50 | buy | 3018 | 0.10 | 111.598 | 0.000 | 0.000 | ||
| 9587 | 2019.03.14 14:50 | modify | 3018 | 0.10 | 111.598 | 111.348 | 112.548 | ||
| 9588 | 2019.03.15 00:55 | close | 3018 | 0.10 | 111.645 | 111.348 | 112.548 | 455.00 | 2033752.00 |
| 9589 | 2019.03.18 03:10 | sell | 3019 | 0.10 | 111.541 | 0.000 | 0.000 | ||
| 9590 | 2019.03.18 03:10 | modify | 3019 | 0.10 | 111.541 | 111.841 | 110.341 | ||
| 9591 | 2019.03.18 17:15 | close | 3019 | 0.10 | 111.526 | 111.841 | 110.341 | 150.00 | 2033902.00 |
| 9592 | 2019.03.19 01:15 | sell | 3020 | 0.10 | 111.410 | 0.000 | 0.000 | ||
| 9593 | 2019.03.19 01:15 | modify | 3020 | 0.10 | 111.410 | 111.710 | 110.210 | ||
| 9594 | 2019.03.19 06:55 | modify | 3020 | 0.10 | 111.410 | 111.410 | 110.210 | ||
| 9595 | 2019.03.19 16:00 | s/l | 3020 | 0.10 | 111.410 | 111.410 | 110.210 | 0.00 | 2033902.00 |
| 9596 | 2019.03.20 16:25 | sell | 3021 | 0.10 | 111.468 | 0.000 | 0.000 | ||
| 9597 | 2019.03.20 16:25 | modify | 3021 | 0.10 | 111.468 | 111.768 | 110.268 | ||
| 9598 | 2019.03.20 23:00 | modify | 3021 | 0.10 | 111.468 | 111.468 | 110.268 | ||
| 9599 | 2019.03.20 23:50 | close | 3021 | 0.10 | 110.696 | 111.468 | 110.268 | 7720.00 | 2041622.00 |
| 9600 | 2019.03.26 06:40 | buy | 3022 | 0.10 | 110.021 | 0.000 | 0.000 | ||