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 |
| 9601 | 2019.03.26 06:40 | modify | 3022 | 0.10 | 110.021 | 109.771 | 110.971 | ||
| 9602 | 2019.03.26 13:55 | modify | 3022 | 0.10 | 110.021 | 110.021 | 110.971 | ||
| 9603 | 2019.03.26 23:00 | close | 3022 | 0.10 | 110.583 | 110.021 | 110.971 | 5620.00 | 2047242.00 |
| 9604 | 2019.03.27 02:50 | buy | 3023 | 0.10 | 110.522 | 0.000 | 0.000 | ||
| 9605 | 2019.03.27 02:50 | modify | 3023 | 0.10 | 110.522 | 110.272 | 111.472 | ||
| 9606 | 2019.03.27 12:55 | close | 3023 | 0.10 | 110.426 | 110.272 | 111.472 | -960.00 | 2046282.00 |
| 9607 | 2019.03.28 19:35 | buy | 3024 | 0.10 | 110.637 | 0.000 | 0.000 | ||
| 9608 | 2019.03.28 19:35 | modify | 3024 | 0.10 | 110.637 | 110.387 | 111.587 | ||
| 9609 | 2019.03.29 05:40 | close | 3024 | 0.10 | 110.776 | 110.387 | 111.587 | 1375.00 | 2047657.00 |
| 9610 | 2019.03.29 07:25 | buy | 3025 | 0.10 | 110.716 | 0.000 | 0.000 | ||
| 9611 | 2019.03.29 07:25 | modify | 3025 | 0.10 | 110.716 | 110.466 | 111.666 | ||
| 9612 | 2019.03.29 16:00 | close | 3025 | 0.10 | 110.799 | 110.466 | 111.666 | 830.00 | 2048487.00 |
| 9613 | 2019.04.01 12:10 | buy | 3026 | 0.10 | 111.012 | 0.000 | 0.000 | ||
| 9614 | 2019.04.01 12:10 | modify | 3026 | 0.10 | 111.012 | 110.762 | 111.962 | ||
| 9615 | 2019.04.01 19:20 | modify | 3026 | 0.10 | 111.012 | 111.012 | 111.962 | ||
| 9616 | 2019.04.01 21:15 | close | 3026 | 0.10 | 111.367 | 111.012 | 111.962 | 3550.00 | 2052037.00 |
| 9617 | 2019.04.03 13:45 | buy | 3027 | 0.10 | 111.475 | 0.000 | 0.000 | ||
| 9618 | 2019.04.03 13:45 | modify | 3027 | 0.10 | 111.475 | 111.225 | 112.425 | ||
| 9619 | 2019.04.03 23:50 | close | 3027 | 0.10 | 111.477 | 111.225 | 112.425 | 20.00 | 2052057.00 |
| 9620 | 2019.04.04 09:35 | sell | 3028 | 0.10 | 111.371 | 0.000 | 0.000 | ||
| 9621 | 2019.04.04 09:35 | modify | 3028 | 0.10 | 111.371 | 111.671 | 110.171 | ||
| 9622 | 2019.04.04 20:05 | close | 3028 | 0.10 | 111.548 | 111.671 | 110.171 | -1770.00 | 2050287.00 |
| 9623 | 2019.04.08 10:35 | sell | 3029 | 0.10 | 111.435 | 0.000 | 0.000 | ||
| 9624 | 2019.04.08 10:35 | modify | 3029 | 0.10 | 111.435 | 111.735 | 110.235 | ||
| 9625 | 2019.04.08 23:55 | close | 3029 | 0.10 | 111.490 | 111.735 | 110.235 | -550.00 | 2049737.00 |
| 9626 | 2019.04.09 15:15 | sell | 3030 | 0.10 | 111.283 | 0.000 | 0.000 | ||
| 9627 | 2019.04.09 15:15 | modify | 3030 | 0.10 | 111.283 | 111.583 | 110.083 | ||
| 9628 | 2019.04.09 19:45 | modify | 3030 | 0.10 | 111.283 | 111.283 | 110.083 | ||
| 9629 | 2019.04.09 21:55 | close | 3030 | 0.10 | 111.099 | 111.283 | 110.083 | 1840.00 | 2051577.00 |
| 9630 | 2019.04.11 02:20 | sell | 3031 | 0.10 | 110.916 | 0.000 | 0.000 | ||
| 9631 | 2019.04.11 02:20 | modify | 3031 | 0.10 | 110.916 | 111.216 | 109.716 | ||
| 9632 | 2019.04.11 06:40 | close | 3031 | 0.10 | 111.061 | 111.216 | 109.716 | -1450.00 | 2050127.00 |
| 9633 | 2019.04.17 12:00 | sell | 3032 | 0.10 | 111.997 | 0.000 | 0.000 | ||
| 9634 | 2019.04.17 12:00 | modify | 3032 | 0.10 | 111.997 | 112.297 | 110.797 | ||
| 9635 | 2019.04.18 02:05 | close | 3032 | 0.10 | 112.036 | 112.297 | 110.797 | -416.00 | 2049711.00 |
| 9636 | 2019.04.18 06:45 | sell | 3033 | 0.10 | 111.888 | 0.000 | 0.000 | ||
| 9637 | 2019.04.18 06:45 | modify | 3033 | 0.10 | 111.888 | 112.188 | 110.688 | ||
| 9638 | 2019.04.18 20:50 | close | 3033 | 0.10 | 111.953 | 112.188 | 110.688 | -650.00 | 2049061.00 |
| 9639 | 2019.04.19 16:30 | sell | 3034 | 0.10 | 111.922 | 0.000 | 0.000 | ||
| 9640 | 2019.04.19 16:30 | close | 3034 | 0.10 | 111.927 | 0.000 | 0.000 | -50.00 | 2049011.00 |
| 9641 | 2019.04.19 16:50 | sell | 3035 | 0.10 | 111.918 | 0.000 | 0.000 | ||
| 9642 | 2019.04.19 16:50 | close | 3035 | 0.10 | 111.923 | 0.000 | 0.000 | -50.00 | 2048961.00 |
| 9643 | 2019.04.22 02:35 | sell | 3036 | 0.10 | 111.892 | 0.000 | 0.000 | ||
| 9644 | 2019.04.22 02:35 | modify | 3036 | 0.10 | 111.892 | 112.192 | 110.692 | ||
| 9645 | 2019.04.22 16:40 | close | 3036 | 0.10 | 111.923 | 112.192 | 110.692 | -310.00 | 2048651.00 |
| 9646 | 2019.04.23 13:05 | buy | 3037 | 0.10 | 111.856 | 0.000 | 0.000 | ||
| 9647 | 2019.04.23 13:05 | modify | 3037 | 0.10 | 111.856 | 111.606 | 112.806 | ||
| 9648 | 2019.04.23 23:10 | close | 3037 | 0.10 | 111.844 | 111.606 | 112.806 | -120.00 | 2048531.00 |
| 9649 | 2019.04.25 05:40 | buy | 3038 | 0.10 | 111.936 | 0.000 | 0.000 | ||
| 9650 | 2019.04.25 05:40 | modify | 3038 | 0.10 | 111.936 | 111.686 | 112.886 | ||
| 9651 | 2019.04.25 15:45 | close | 3038 | 0.10 | 111.859 | 111.686 | 112.886 | -770.00 | 2047761.00 |
| 9652 | 2019.04.25 15:55 | sell | 3039 | 0.10 | 111.821 | 0.000 | 0.000 | ||
| 9653 | 2019.04.25 15:55 | modify | 3039 | 0.10 | 111.821 | 112.121 | 110.621 | ||
| 9654 | 2019.04.25 20:15 | modify | 3039 | 0.10 | 111.821 | 111.821 | 110.621 | ||
| 9655 | 2019.04.26 01:35 | close | 3039 | 0.10 | 111.562 | 111.821 | 110.621 | 2564.00 | 2050325.00 |
| 9656 | 2019.04.29 03:20 | sell | 3040 | 0.10 | 111.597 | 0.000 | 0.000 | ||
| 9657 | 2019.04.29 03:20 | modify | 3040 | 0.10 | 111.597 | 111.897 | 110.397 | ||
| 9658 | 2019.04.29 13:20 | close | 3040 | 0.10 | 111.728 | 111.897 | 110.397 | -1310.00 | 2049015.00 |
| 9659 | 2019.04.30 07:00 | sell | 3041 | 0.10 | 111.557 | 0.000 | 0.000 | ||
| 9660 | 2019.04.30 07:00 | modify | 3041 | 0.10 | 111.557 | 111.857 | 110.357 | ||
| 9661 | 2019.04.30 11:20 | modify | 3041 | 0.10 | 111.557 | 111.557 | 110.357 | ||
| 9662 | 2019.05.01 19:20 | close | 3041 | 0.10 | 111.176 | 111.557 | 110.357 | 3784.00 | 2052799.00 |
| 9663 | 2019.05.02 08:15 | buy | 3042 | 0.10 | 111.540 | 0.000 | 0.000 | ||
| 9664 | 2019.05.02 08:15 | modify | 3042 | 0.10 | 111.540 | 111.290 | 112.490 | ||
| 9665 | 2019.05.02 18:20 | close | 3042 | 0.10 | 111.516 | 111.290 | 112.490 | -240.00 | 2052559.00 |
| 9666 | 2019.05.06 18:05 | buy | 3043 | 0.10 | 110.908 | 0.000 | 0.000 | ||
| 9667 | 2019.05.06 18:05 | modify | 3043 | 0.10 | 110.908 | 110.658 | 111.858 | ||
| 9668 | 2019.05.07 00:05 | s/l | 3043 | 0.10 | 110.658 | 110.658 | 111.858 | -2515.00 | 2050044.00 |
| 9669 | 2019.05.07 12:50 | sell | 3044 | 0.10 | 110.560 | 0.000 | 0.000 | ||
| 9670 | 2019.05.07 12:50 | modify | 3044 | 0.10 | 110.560 | 110.860 | 109.360 | ||
| 9671 | 2019.05.07 20:40 | modify | 3044 | 0.10 | 110.560 | 110.560 | 109.360 | ||
| 9672 | 2019.05.08 02:05 | close | 3044 | 0.10 | 110.245 | 110.560 | 109.360 | 3124.00 | 2053168.00 |
| 9673 | 2019.05.13 00:35 | buy | 3045 | 0.10 | 109.824 | 0.000 | 0.000 | ||
| 9674 | 2019.05.13 00:35 | modify | 3045 | 0.10 | 109.824 | 109.574 | 110.774 | ||
| 9675 | 2019.05.13 10:40 | close | 3045 | 0.10 | 109.673 | 109.574 | 110.774 | -1510.00 | 2051658.00 |
| 9676 | 2019.05.14 09:00 | buy | 3046 | 0.10 | 109.645 | 0.000 | 0.000 | ||
| 9677 | 2019.05.14 09:00 | modify | 3046 | 0.10 | 109.645 | 109.395 | 110.595 | ||
| 9678 | 2019.05.14 19:05 | close | 3046 | 0.10 | 109.663 | 109.395 | 110.595 | 180.00 | 2051838.00 |
| 9679 | 2019.05.14 19:15 | buy | 3047 | 0.10 | 109.669 | 0.000 | 0.000 | ||
| 9680 | 2019.05.14 19:15 | modify | 3047 | 0.10 | 109.669 | 109.419 | 110.619 | ||
| 9681 | 2019.05.15 05:20 | close | 3047 | 0.10 | 109.597 | 109.419 | 110.619 | -735.00 | 2051103.00 |
| 9682 | 2019.05.16 00:40 | buy | 3048 | 0.10 | 109.571 | 0.000 | 0.000 | ||
| 9683 | 2019.05.16 00:40 | modify | 3048 | 0.10 | 109.571 | 109.321 | 110.521 | ||
| 9684 | 2019.05.16 10:35 | close | 3048 | 0.10 | 109.354 | 109.321 | 110.521 | -2170.00 | 2048933.00 |
| 9685 | 2019.05.16 13:40 | buy | 3049 | 0.10 | 109.639 | 0.000 | 0.000 | ||
| 9686 | 2019.05.16 13:40 | modify | 3049 | 0.10 | 109.639 | 109.389 | 110.589 | ||
| 9687 | 2019.05.16 21:40 | modify | 3049 | 0.10 | 109.639 | 109.639 | 110.589 | ||
| 9688 | 2019.05.17 00:15 | close | 3049 | 0.10 | 109.836 | 109.639 | 110.589 | 1955.00 | 2050888.00 |
| 9689 | 2019.05.17 01:40 | buy | 3050 | 0.10 | 109.855 | 0.000 | 0.000 | ||
| 9690 | 2019.05.17 01:40 | modify | 3050 | 0.10 | 109.855 | 109.605 | 110.805 | ||
| 9691 | 2019.05.17 08:20 | close | 3050 | 0.10 | 109.668 | 109.605 | 110.805 | -1870.00 | 2049018.00 |
| 9692 | 2019.05.21 09:05 | buy | 3051 | 0.10 | 110.165 | 0.000 | 0.000 | ||
| 9693 | 2019.05.21 09:05 | modify | 3051 | 0.10 | 110.165 | 109.915 | 111.115 | ||
| 9694 | 2019.05.21 17:45 | modify | 3051 | 0.10 | 110.165 | 110.165 | 111.115 | ||
| 9695 | 2019.05.21 19:40 | close | 3051 | 0.10 | 110.637 | 110.165 | 111.115 | 4720.00 | 2053738.00 |
| 9696 | 2019.05.22 09:55 | sell | 3052 | 0.10 | 110.417 | 0.000 | 0.000 | ||
| 9697 | 2019.05.22 09:55 | modify | 3052 | 0.10 | 110.417 | 110.717 | 109.217 | ||
| 9698 | 2019.05.22 20:10 | modify | 3052 | 0.10 | 110.417 | 110.417 | 109.217 | ||
| 9699 | 2019.05.23 19:50 | close | 3052 | 0.10 | 109.578 | 110.417 | 109.217 | 8364.00 | 2062102.00 |
| 9700 | 2019.05.24 05:00 | sell | 3053 | 0.10 | 109.654 | 0.000 | 0.000 | ||
| 9701 | 2019.05.24 05:00 | modify | 3053 | 0.10 | 109.654 | 109.954 | 108.454 | ||
| 9702 | 2019.05.24 16:00 | close | 3053 | 0.10 | 109.511 | 109.954 | 108.454 | 1430.00 | 2063532.00 |
| 9703 | 2019.05.30 01:55 | buy | 3054 | 0.10 | 109.575 | 0.000 | 0.000 | ||
| 9704 | 2019.05.30 01:55 | modify | 3054 | 0.10 | 109.575 | 109.325 | 110.525 | ||
| 9705 | 2019.05.30 12:00 | close | 3054 | 0.10 | 109.696 | 109.325 | 110.525 | 1210.00 | 2064742.00 |
| 9706 | 2019.05.30 13:05 | buy | 3055 | 0.10 | 109.700 | 0.000 | 0.000 | ||
| 9707 | 2019.05.30 13:05 | modify | 3055 | 0.10 | 109.700 | 109.450 | 110.650 | ||
| 9708 | 2019.05.30 23:10 | close | 3055 | 0.10 | 109.559 | 109.450 | 110.650 | -1410.00 | 2063332.00 |
| 9709 | 2019.06.05 12:45 | buy | 3056 | 0.10 | 108.332 | 0.000 | 0.000 | ||
| 9710 | 2019.06.05 12:45 | modify | 3056 | 0.10 | 108.332 | 108.082 | 109.282 | ||
| 9711 | 2019.06.05 15:20 | s/l | 3056 | 0.10 | 108.082 | 108.082 | 109.282 | -2500.00 | 2060832.00 |
| 9712 | 2019.06.05 20:30 | buy | 3057 | 0.10 | 108.325 | 0.000 | 0.000 | ||
| 9713 | 2019.06.05 20:30 | modify | 3057 | 0.10 | 108.325 | 108.075 | 109.275 | ||
| 9714 | 2019.06.06 00:40 | modify | 3057 | 0.10 | 108.325 | 108.325 | 109.275 | ||
| 9715 | 2019.06.06 01:00 | s/l | 3057 | 0.10 | 108.325 | 108.325 | 109.275 | -15.00 | 2060817.00 |
| 9716 | 2019.06.06 02:30 | buy | 3058 | 0.10 | 108.218 | 0.000 | 0.000 | ||
| 9717 | 2019.06.06 02:30 | modify | 3058 | 0.10 | 108.218 | 107.968 | 109.168 | ||
| 9718 | 2019.06.06 12:35 | close | 3058 | 0.10 | 108.183 | 107.968 | 109.168 | -350.00 | 2060467.00 |
| 9719 | 2019.06.07 05:05 | buy | 3059 | 0.10 | 108.471 | 0.000 | 0.000 | ||
| 9720 | 2019.06.07 05:05 | modify | 3059 | 0.10 | 108.471 | 108.221 | 109.421 | ||
| 9721 | 2019.06.07 15:10 | close | 3059 | 0.10 | 108.450 | 108.221 | 109.421 | -210.00 | 2060257.00 |
| 9722 | 2019.06.10 03:45 | buy | 3060 | 0.10 | 108.434 | 0.000 | 0.000 | ||
| 9723 | 2019.06.10 03:45 | modify | 3060 | 0.10 | 108.434 | 108.184 | 109.384 | ||
| 9724 | 2019.06.10 09:15 | modify | 3060 | 0.10 | 108.434 | 108.434 | 109.384 | ||
| 9725 | 2019.06.10 21:05 | s/l | 3060 | 0.10 | 108.434 | 108.434 | 109.384 | 0.00 | 2060257.00 |
| 9726 | 2019.06.11 13:50 | buy | 3061 | 0.10 | 108.687 | 0.000 | 0.000 | ||
| 9727 | 2019.06.11 13:50 | modify | 3061 | 0.10 | 108.687 | 108.437 | 109.637 | ||
| 9728 | 2019.06.11 20:05 | s/l | 3061 | 0.10 | 108.437 | 108.437 | 109.637 | -2500.00 | 2057757.00 |
| 9729 | 2019.06.12 04:10 | sell | 3062 | 0.10 | 108.496 | 0.000 | 0.000 | ||
| 9730 | 2019.06.12 04:10 | modify | 3062 | 0.10 | 108.496 | 108.796 | 107.296 | ||
| 9731 | 2019.06.12 12:45 | modify | 3062 | 0.10 | 108.496 | 108.496 | 107.296 | ||
| 9732 | 2019.06.12 16:25 | s/l | 3062 | 0.10 | 108.496 | 108.496 | 107.296 | 0.00 | 2057757.00 |
| 9733 | 2019.06.12 20:50 | buy | 3063 | 0.10 | 108.493 | 0.000 | 0.000 | ||
| 9734 | 2019.06.12 20:50 | modify | 3063 | 0.10 | 108.493 | 108.243 | 109.443 | ||
| 9735 | 2019.06.13 05:10 | s/l | 3063 | 0.10 | 108.243 | 108.243 | 109.443 | -2515.00 | 2055242.00 |
| 9736 | 2019.06.13 06:15 | buy | 3064 | 0.10 | 108.278 | 0.000 | 0.000 | ||
| 9737 | 2019.06.13 06:15 | modify | 3064 | 0.10 | 108.278 | 108.028 | 109.228 | ||
| 9738 | 2019.06.13 13:45 | modify | 3064 | 0.10 | 108.278 | 108.278 | 109.228 | ||
| 9739 | 2019.06.13 21:20 | s/l | 3064 | 0.10 | 108.278 | 108.278 | 109.228 | 0.00 | 2055242.00 |
| 9740 | 2019.06.14 00:10 | sell | 3065 | 0.10 | 108.347 | 0.000 | 0.000 | ||
| 9741 | 2019.06.14 00:10 | modify | 3065 | 0.10 | 108.347 | 108.647 | 107.147 | ||
| 9742 | 2019.06.14 14:15 | close | 3065 | 0.10 | 108.237 | 108.647 | 107.147 | 1100.00 | 2056342.00 |
| 9743 | 2019.06.14 14:55 | sell | 3066 | 0.10 | 108.190 | 0.000 | 0.000 | ||
| 9744 | 2019.06.14 14:55 | modify | 3066 | 0.10 | 108.190 | 108.490 | 106.990 | ||
| 9745 | 2019.06.14 16:00 | close | 3066 | 0.10 | 108.465 | 108.490 | 106.990 | -2750.00 | 2053592.00 |
| 9746 | 2019.06.17 10:50 | buy | 3067 | 0.10 | 108.573 | 0.000 | 0.000 | ||
| 9747 | 2019.06.17 10:50 | modify | 3067 | 0.10 | 108.573 | 108.323 | 109.523 | ||
| 9748 | 2019.06.17 20:55 | close | 3067 | 0.10 | 108.596 | 108.323 | 109.523 | 230.00 | 2053822.00 |
| 9749 | 2019.06.19 01:35 | buy | 3068 | 0.10 | 108.467 | 0.000 | 0.000 | ||
| 9750 | 2019.06.19 01:35 | modify | 3068 | 0.10 | 108.467 | 108.217 | 109.417 | ||