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 |
| 9751 | 2019.06.19 08:20 | close | 3068 | 0.10 | 108.333 | 108.217 | 109.417 | -1340.00 | 2052482.00 |
| 9752 | 2019.06.19 08:50 | buy | 3069 | 0.10 | 108.351 | 0.000 | 0.000 | ||
| 9753 | 2019.06.19 08:50 | modify | 3069 | 0.10 | 108.351 | 108.101 | 109.301 | ||
| 9754 | 2019.06.19 18:55 | close | 3069 | 0.10 | 108.352 | 108.101 | 109.301 | 10.00 | 2052492.00 |
| 9755 | 2019.06.20 00:30 | sell | 3070 | 0.10 | 108.037 | 0.000 | 0.000 | ||
| 9756 | 2019.06.20 00:30 | modify | 3070 | 0.10 | 108.037 | 108.337 | 106.837 | ||
| 9757 | 2019.06.20 05:50 | modify | 3070 | 0.10 | 108.037 | 108.037 | 106.837 | ||
| 9758 | 2019.06.20 20:50 | close | 3070 | 0.10 | 107.332 | 108.037 | 106.837 | 7050.00 | 2059542.00 |
| 9759 | 2019.06.24 05:15 | sell | 3071 | 0.10 | 107.357 | 0.000 | 0.000 | ||
| 9760 | 2019.06.24 05:15 | modify | 3071 | 0.10 | 107.357 | 107.657 | 106.157 | ||
| 9761 | 2019.06.24 19:20 | close | 3071 | 0.10 | 107.372 | 107.657 | 106.157 | -150.00 | 2059392.00 |
| 9762 | 2019.06.25 23:00 | buy | 3072 | 0.10 | 107.185 | 0.000 | 0.000 | ||
| 9763 | 2019.06.25 23:00 | modify | 3072 | 0.10 | 107.185 | 106.935 | 108.135 | ||
| 9764 | 2019.06.26 06:25 | modify | 3072 | 0.10 | 107.185 | 107.185 | 108.135 | ||
| 9765 | 2019.06.26 15:15 | close | 3072 | 0.10 | 107.722 | 107.185 | 108.135 | 5355.00 | 2064747.00 |
| 9766 | 2019.06.26 19:00 | buy | 3073 | 0.10 | 107.631 | 0.000 | 0.000 | ||
| 9767 | 2019.06.26 19:00 | modify | 3073 | 0.10 | 107.631 | 107.381 | 108.581 | ||
| 9768 | 2019.06.27 05:05 | close | 3073 | 0.10 | 107.837 | 107.381 | 108.581 | 2045.00 | 2066792.00 |
| 9769 | 2019.07.02 14:40 | sell | 3074 | 0.10 | 108.264 | 0.000 | 0.000 | ||
| 9770 | 2019.07.02 14:40 | modify | 3074 | 0.10 | 108.264 | 108.564 | 107.064 | ||
| 9771 | 2019.07.02 20:35 | modify | 3074 | 0.10 | 108.264 | 108.264 | 107.064 | ||
| 9772 | 2019.07.02 21:25 | close | 3074 | 0.10 | 107.856 | 108.264 | 107.064 | 4080.00 | 2070872.00 |
| 9773 | 2019.07.04 17:20 | sell | 3075 | 0.10 | 107.776 | 0.000 | 0.000 | ||
| 9774 | 2019.07.04 17:20 | modify | 3075 | 0.10 | 107.776 | 108.076 | 106.576 | ||
| 9775 | 2019.07.05 07:25 | close | 3075 | 0.10 | 107.831 | 108.076 | 106.576 | -576.00 | 2070296.00 |
| 9776 | 2019.07.09 08:15 | buy | 3076 | 0.10 | 108.730 | 0.000 | 0.000 | ||
| 9777 | 2019.07.09 08:15 | modify | 3076 | 0.10 | 108.730 | 108.480 | 109.680 | ||
| 9778 | 2019.07.09 18:20 | close | 3076 | 0.10 | 108.739 | 108.480 | 109.680 | 90.00 | 2070386.00 |
| 9779 | 2019.07.10 13:45 | buy | 3077 | 0.10 | 108.909 | 0.000 | 0.000 | ||
| 9780 | 2019.07.10 13:45 | modify | 3077 | 0.10 | 108.909 | 108.659 | 109.859 | ||
| 9781 | 2019.07.10 15:40 | s/l | 3077 | 0.10 | 108.659 | 108.659 | 109.859 | -2500.00 | 2067886.00 |
| 9782 | 2019.07.11 00:25 | sell | 3078 | 0.10 | 108.400 | 0.000 | 0.000 | ||
| 9783 | 2019.07.11 00:25 | modify | 3078 | 0.10 | 108.400 | 108.700 | 107.200 | ||
| 9784 | 2019.07.11 04:45 | modify | 3078 | 0.10 | 108.400 | 108.400 | 107.200 | ||
| 9785 | 2019.07.11 08:25 | close | 3078 | 0.10 | 107.941 | 108.400 | 107.200 | 4590.00 | 2072476.00 |
| 9786 | 2019.07.12 13:45 | sell | 3079 | 0.10 | 108.393 | 0.000 | 0.000 | ||
| 9787 | 2019.07.12 13:45 | modify | 3079 | 0.10 | 108.393 | 108.693 | 107.193 | ||
| 9788 | 2019.07.12 16:00 | close | 3079 | 0.10 | 108.265 | 108.693 | 107.193 | 1280.00 | 2073756.00 |
| 9789 | 2019.07.16 13:20 | buy | 3080 | 0.10 | 107.931 | 0.000 | 0.000 | ||
| 9790 | 2019.07.16 13:20 | modify | 3080 | 0.10 | 107.931 | 107.681 | 108.881 | ||
| 9791 | 2019.07.16 18:30 | modify | 3080 | 0.10 | 107.931 | 107.931 | 108.881 | ||
| 9792 | 2019.07.17 00:25 | close | 3080 | 0.10 | 108.242 | 107.931 | 108.881 | 3095.00 | 2076851.00 |
| 9793 | 2019.07.18 16:10 | buy | 3081 | 0.10 | 107.921 | 0.000 | 0.000 | ||
| 9794 | 2019.07.18 16:10 | modify | 3081 | 0.10 | 107.921 | 107.671 | 108.871 | ||
| 9795 | 2019.07.18 20:50 | close | 3081 | 0.10 | 107.716 | 107.671 | 108.871 | -2050.00 | 2074801.00 |
| 9796 | 2019.07.19 08:25 | buy | 3082 | 0.10 | 107.596 | 0.000 | 0.000 | ||
| 9797 | 2019.07.19 08:25 | modify | 3082 | 0.10 | 107.596 | 107.346 | 108.546 | ||
| 9798 | 2019.07.19 16:00 | close | 3082 | 0.10 | 107.724 | 107.346 | 108.546 | 1280.00 | 2076081.00 |
| 9799 | 2019.07.23 11:05 | buy | 3083 | 0.10 | 108.130 | 0.000 | 0.000 | ||
| 9800 | 2019.07.23 11:05 | modify | 3083 | 0.10 | 108.130 | 107.880 | 109.080 | ||
| 9801 | 2019.07.23 21:10 | close | 3083 | 0.10 | 108.192 | 107.880 | 109.080 | 620.00 | 2076701.00 |
| 9802 | 2019.07.25 01:35 | buy | 3084 | 0.10 | 108.151 | 0.000 | 0.000 | ||
| 9803 | 2019.07.25 01:35 | modify | 3084 | 0.10 | 108.151 | 107.901 | 109.101 | ||
| 9804 | 2019.07.25 11:40 | close | 3084 | 0.10 | 108.088 | 107.901 | 109.101 | -630.00 | 2076071.00 |
| 9805 | 2019.07.29 00:25 | sell | 3085 | 0.10 | 108.639 | 0.000 | 0.000 | ||
| 9806 | 2019.07.29 00:25 | modify | 3085 | 0.10 | 108.639 | 108.939 | 107.439 | ||
| 9807 | 2019.07.29 14:30 | close | 3085 | 0.10 | 108.631 | 108.939 | 107.439 | 80.00 | 2076151.00 |
| 9808 | 2019.07.30 05:45 | buy | 3086 | 0.10 | 108.778 | 0.000 | 0.000 | ||
| 9809 | 2019.07.30 05:45 | modify | 3086 | 0.10 | 108.778 | 108.528 | 109.728 | ||
| 9810 | 2019.07.30 09:20 | close | 3086 | 0.10 | 108.582 | 108.528 | 109.728 | -1960.00 | 2074191.00 |
| 9811 | 2019.07.30 10:50 | sell | 3087 | 0.10 | 108.614 | 0.000 | 0.000 | ||
| 9812 | 2019.07.30 10:50 | modify | 3087 | 0.10 | 108.614 | 108.914 | 107.414 | ||
| 9813 | 2019.07.31 00:55 | close | 3087 | 0.10 | 108.591 | 108.914 | 107.414 | 204.00 | 2074395.00 |
| 9814 | 2019.07.31 01:00 | sell | 3088 | 0.10 | 108.577 | 0.000 | 0.000 | ||
| 9815 | 2019.07.31 01:00 | modify | 3088 | 0.10 | 108.577 | 108.877 | 107.377 | ||
| 9816 | 2019.07.31 15:05 | close | 3088 | 0.10 | 108.574 | 108.877 | 107.377 | 30.00 | 2074425.00 |
| 9817 | 2019.08.01 12:30 | buy | 3089 | 0.10 | 109.036 | 0.000 | 0.000 | ||
| 9818 | 2019.08.01 12:30 | modify | 3089 | 0.10 | 109.036 | 108.786 | 109.986 | ||
| 9819 | 2019.08.01 15:25 | s/l | 3089 | 0.10 | 108.786 | 108.786 | 109.986 | -2500.00 | 2071925.00 |
| 9820 | 2019.08.06 16:10 | buy | 3090 | 0.10 | 106.461 | 0.000 | 0.000 | ||
| 9821 | 2019.08.06 16:10 | modify | 3090 | 0.10 | 106.461 | 106.211 | 107.411 | ||
| 9822 | 2019.08.07 02:15 | close | 3090 | 0.10 | 106.383 | 106.211 | 107.411 | -795.00 | 2071130.00 |
| 9823 | 2019.08.08 02:15 | buy | 3091 | 0.10 | 106.185 | 0.000 | 0.000 | ||
| 9824 | 2019.08.08 02:15 | modify | 3091 | 0.10 | 106.185 | 105.935 | 107.135 | ||
| 9825 | 2019.08.08 12:20 | close | 3091 | 0.10 | 106.136 | 105.935 | 107.135 | -490.00 | 2070640.00 |
| 9826 | 2019.08.08 12:30 | buy | 3092 | 0.10 | 106.101 | 0.000 | 0.000 | ||
| 9827 | 2019.08.08 12:30 | modify | 3092 | 0.10 | 106.101 | 105.851 | 107.051 | ||
| 9828 | 2019.08.08 22:35 | close | 3092 | 0.10 | 105.974 | 105.851 | 107.051 | -1270.00 | 2069370.00 |
| 9829 | 2019.08.13 15:40 | sell | 3093 | 0.10 | 105.260 | 0.000 | 0.000 | ||
| 9830 | 2019.08.13 15:40 | modify | 3093 | 0.10 | 105.260 | 105.560 | 104.060 | ||
| 9831 | 2019.08.13 16:50 | s/l | 3093 | 0.10 | 105.560 | 105.560 | 104.060 | -3000.00 | 2066370.00 |
| 9832 | 2019.08.14 04:10 | buy | 3094 | 0.10 | 106.393 | 0.000 | 0.000 | ||
| 9833 | 2019.08.14 04:10 | modify | 3094 | 0.10 | 106.393 | 106.143 | 107.343 | ||
| 9834 | 2019.08.14 13:20 | s/l | 3094 | 0.10 | 106.143 | 106.143 | 107.343 | -2500.00 | 2063870.00 |
| 9835 | 2019.08.15 13:55 | buy | 3095 | 0.10 | 105.743 | 0.000 | 0.000 | ||
| 9836 | 2019.08.15 13:55 | modify | 3095 | 0.10 | 105.743 | 105.493 | 106.693 | ||
| 9837 | 2019.08.15 20:00 | modify | 3095 | 0.10 | 105.743 | 105.743 | 106.693 | ||
| 9838 | 2019.08.16 01:45 | close | 3095 | 0.10 | 106.127 | 105.743 | 106.693 | 3825.00 | 2067695.00 |
| 9839 | 2019.08.16 04:00 | buy | 3096 | 0.10 | 106.102 | 0.000 | 0.000 | ||
| 9840 | 2019.08.16 04:00 | modify | 3096 | 0.10 | 106.102 | 105.852 | 107.052 | ||
| 9841 | 2019.08.16 14:05 | close | 3096 | 0.10 | 106.363 | 105.852 | 107.052 | 2610.00 | 2070305.00 |
| 9842 | 2019.08.16 15:25 | buy | 3097 | 0.10 | 106.328 | 0.000 | 0.000 | ||
| 9843 | 2019.08.16 15:25 | modify | 3097 | 0.10 | 106.328 | 106.078 | 107.278 | ||
| 9844 | 2019.08.16 16:00 | close | 3097 | 0.10 | 106.385 | 106.078 | 107.278 | 570.00 | 2070875.00 |
| 9845 | 2019.08.19 05:35 | sell | 3098 | 0.10 | 106.284 | 0.000 | 0.000 | ||
| 9846 | 2019.08.19 05:35 | modify | 3098 | 0.10 | 106.284 | 106.584 | 105.084 | ||
| 9847 | 2019.08.19 11:25 | s/l | 3098 | 0.10 | 106.584 | 106.584 | 105.084 | -3000.00 | 2067875.00 |
| 9848 | 2019.08.20 01:35 | buy | 3099 | 0.10 | 106.578 | 0.000 | 0.000 | ||
| 9849 | 2019.08.20 01:35 | modify | 3099 | 0.10 | 106.578 | 106.328 | 107.528 | ||
| 9850 | 2019.08.20 11:40 | close | 3099 | 0.10 | 106.439 | 106.328 | 107.528 | -1390.00 | 2066485.00 |
| 9851 | 2019.08.21 08:40 | buy | 3100 | 0.10 | 106.482 | 0.000 | 0.000 | ||
| 9852 | 2019.08.21 08:40 | modify | 3100 | 0.10 | 106.482 | 106.232 | 107.432 | ||
| 9853 | 2019.08.21 18:45 | close | 3100 | 0.10 | 106.468 | 106.232 | 107.432 | -140.00 | 2066345.00 |
| 9854 | 2019.08.22 01:50 | buy | 3101 | 0.10 | 106.576 | 0.000 | 0.000 | ||
| 9855 | 2019.08.22 01:50 | modify | 3101 | 0.10 | 106.576 | 106.326 | 107.526 | ||
| 9856 | 2019.08.22 06:15 | close | 3101 | 0.10 | 106.396 | 106.326 | 107.526 | -1800.00 | 2064545.00 |
| 9857 | 2019.08.23 00:10 | sell | 3102 | 0.10 | 106.395 | 0.000 | 0.000 | ||
| 9858 | 2019.08.23 00:10 | modify | 3102 | 0.10 | 106.395 | 106.695 | 105.195 | ||
| 9859 | 2019.08.23 06:30 | close | 3102 | 0.10 | 106.568 | 106.695 | 105.195 | -1730.00 | 2062815.00 |
| 9860 | 2019.08.26 18:40 | buy | 3103 | 0.10 | 105.966 | 0.000 | 0.000 | ||
| 9861 | 2019.08.26 18:40 | modify | 3103 | 0.10 | 105.966 | 105.716 | 106.916 | ||
| 9862 | 2019.08.27 04:45 | close | 3103 | 0.10 | 105.831 | 105.716 | 106.916 | -1365.00 | 2061450.00 |
| 9863 | 2019.08.28 09:00 | buy | 3104 | 0.10 | 105.837 | 0.000 | 0.000 | ||
| 9864 | 2019.08.28 09:00 | modify | 3104 | 0.10 | 105.837 | 105.587 | 106.787 | ||
| 9865 | 2019.08.28 19:05 | close | 3104 | 0.10 | 105.887 | 105.587 | 106.787 | 500.00 | 2061950.00 |
| 9866 | 2019.08.29 01:35 | buy | 3105 | 0.10 | 105.978 | 0.000 | 0.000 | ||
| 9867 | 2019.08.29 01:35 | modify | 3105 | 0.10 | 105.978 | 105.728 | 106.928 | ||
| 9868 | 2019.08.29 11:40 | close | 3105 | 0.10 | 106.231 | 105.728 | 106.928 | 2530.00 | 2064480.00 |
| 9869 | 2019.08.29 14:30 | buy | 3106 | 0.10 | 106.273 | 0.000 | 0.000 | ||
| 9870 | 2019.08.29 14:30 | modify | 3106 | 0.10 | 106.273 | 106.023 | 107.223 | ||
| 9871 | 2019.08.29 21:15 | modify | 3106 | 0.10 | 106.273 | 106.273 | 107.223 | ||
| 9872 | 2019.08.30 15:05 | s/l | 3106 | 0.10 | 106.273 | 106.273 | 107.223 | -15.00 | 2064465.00 |
| 9873 | 2019.09.02 12:15 | buy | 3107 | 0.10 | 106.290 | 0.000 | 0.000 | ||
| 9874 | 2019.09.02 12:15 | modify | 3107 | 0.10 | 106.290 | 106.040 | 107.240 | ||
| 9875 | 2019.09.02 20:50 | close | 3107 | 0.10 | 106.157 | 106.040 | 107.240 | -1330.00 | 2063135.00 |
| 9876 | 2019.09.03 14:55 | sell | 3108 | 0.10 | 106.099 | 0.000 | 0.000 | ||
| 9877 | 2019.09.03 14:55 | modify | 3108 | 0.10 | 106.099 | 106.399 | 104.899 | ||
| 9878 | 2019.09.04 02:30 | modify | 3108 | 0.10 | 106.099 | 106.099 | 104.899 | ||
| 9879 | 2019.09.04 09:05 | s/l | 3108 | 0.10 | 106.099 | 106.099 | 104.899 | -26.00 | 2063109.00 |
| 9880 | 2019.09.05 02:20 | buy | 3109 | 0.10 | 106.344 | 0.000 | 0.000 | ||
| 9881 | 2019.09.05 02:20 | modify | 3109 | 0.10 | 106.344 | 106.094 | 107.294 | ||
| 9882 | 2019.09.05 06:30 | modify | 3109 | 0.10 | 106.344 | 106.344 | 107.294 | ||
| 9883 | 2019.09.05 19:45 | close | 3109 | 0.10 | 106.944 | 106.344 | 107.294 | 6000.00 | 2069109.00 |
| 9884 | 2019.09.09 12:35 | buy | 3110 | 0.10 | 106.996 | 0.000 | 0.000 | ||
| 9885 | 2019.09.09 12:35 | modify | 3110 | 0.10 | 106.996 | 106.746 | 107.946 | ||
| 9886 | 2019.09.09 22:40 | close | 3110 | 0.10 | 107.169 | 106.746 | 107.946 | 1730.00 | 2070839.00 |
| 9887 | 2019.09.12 21:20 | buy | 3111 | 0.10 | 108.091 | 0.000 | 0.000 | ||
| 9888 | 2019.09.12 21:20 | modify | 3111 | 0.10 | 108.091 | 107.841 | 109.041 | ||
| 9889 | 2019.09.13 07:25 | close | 3111 | 0.10 | 108.144 | 107.841 | 109.041 | 515.00 | 2071354.00 |
| 9890 | 2019.09.13 15:25 | sell | 3112 | 0.10 | 107.946 | 0.000 | 0.000 | ||
| 9891 | 2019.09.13 15:25 | modify | 3112 | 0.10 | 107.946 | 108.246 | 106.746 | ||
| 9892 | 2019.09.13 16:00 | close | 3112 | 0.10 | 108.117 | 108.246 | 106.746 | -1710.00 | 2069644.00 |
| 9893 | 2019.09.13 16:40 | sell | 3113 | 0.10 | 108.034 | 0.000 | 0.000 | ||
| 9894 | 2019.09.13 16:40 | close | 3113 | 0.10 | 108.039 | 0.000 | 0.000 | -50.00 | 2069594.00 |
| 9895 | 2019.09.16 06:30 | sell | 3114 | 0.10 | 107.809 | 0.000 | 0.000 | ||
| 9896 | 2019.09.16 06:30 | modify | 3114 | 0.10 | 107.809 | 108.109 | 106.609 | ||
| 9897 | 2019.09.16 20:35 | close | 3114 | 0.10 | 108.026 | 108.109 | 106.609 | -2170.00 | 2067424.00 |
| 9898 | 2019.09.18 01:10 | sell | 3115 | 0.10 | 108.084 | 0.000 | 0.000 | ||
| 9899 | 2019.09.18 01:10 | modify | 3115 | 0.10 | 108.084 | 108.384 | 106.884 | ||
| 9900 | 2019.09.18 08:30 | close | 3115 | 0.10 | 108.207 | 108.384 | 106.884 | -1230.00 | 2066194.00 |