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 |
| 9901 | 2019.09.19 09:50 | sell | 3116 | 0.10 | 107.888 | 0.000 | 0.000 | ||
| 9902 | 2019.09.19 09:50 | modify | 3116 | 0.10 | 107.888 | 108.188 | 106.688 | ||
| 9903 | 2019.09.19 23:55 | close | 3116 | 0.10 | 108.041 | 108.188 | 106.688 | -1530.00 | 2064664.00 |
| 9904 | 2019.09.25 16:40 | buy | 3117 | 0.10 | 107.528 | 0.000 | 0.000 | ||
| 9905 | 2019.09.25 16:40 | modify | 3117 | 0.10 | 107.528 | 107.278 | 108.478 | ||
| 9906 | 2019.09.25 21:50 | modify | 3117 | 0.10 | 107.528 | 107.528 | 108.478 | ||
| 9907 | 2019.09.26 16:10 | s/l | 3117 | 0.10 | 107.528 | 107.528 | 108.478 | -15.00 | 2064649.00 |
| 9908 | 2019.09.27 01:10 | buy | 3118 | 0.10 | 107.834 | 0.000 | 0.000 | ||
| 9909 | 2019.09.27 01:10 | modify | 3118 | 0.10 | 107.834 | 107.584 | 108.784 | ||
| 9910 | 2019.09.27 11:15 | close | 3118 | 0.10 | 107.856 | 107.584 | 108.784 | 220.00 | 2064869.00 |
| 9911 | 2019.09.27 12:30 | buy | 3119 | 0.10 | 107.892 | 0.000 | 0.000 | ||
| 9912 | 2019.09.27 12:30 | modify | 3119 | 0.10 | 107.892 | 107.642 | 108.842 | ||
| 9913 | 2019.09.27 16:00 | close | 3119 | 0.10 | 108.066 | 107.642 | 108.842 | 1740.00 | 2066609.00 |
| 9914 | 2019.09.30 02:50 | buy | 3120 | 0.10 | 107.940 | 0.000 | 0.000 | ||
| 9915 | 2019.09.30 02:50 | modify | 3120 | 0.10 | 107.940 | 107.690 | 108.890 | ||
| 9916 | 2019.09.30 12:55 | close | 3120 | 0.10 | 107.953 | 107.690 | 108.890 | 130.00 | 2066739.00 |
| 9917 | 2019.09.30 16:35 | buy | 3121 | 0.10 | 108.090 | 0.000 | 0.000 | ||
| 9918 | 2019.09.30 16:35 | modify | 3121 | 0.10 | 108.090 | 107.840 | 109.040 | ||
| 9919 | 2019.10.01 02:40 | close | 3121 | 0.10 | 108.080 | 107.840 | 109.040 | -115.00 | 2066624.00 |
| 9920 | 2019.10.02 02:00 | sell | 3122 | 0.10 | 107.741 | 0.000 | 0.000 | ||
| 9921 | 2019.10.02 02:00 | modify | 3122 | 0.10 | 107.741 | 108.041 | 106.541 | ||
| 9922 | 2019.10.02 16:05 | close | 3122 | 0.10 | 107.406 | 108.041 | 106.541 | 3350.00 | 2069974.00 |
| 9923 | 2019.10.07 15:55 | buy | 3123 | 0.10 | 106.879 | 0.000 | 0.000 | ||
| 9924 | 2019.10.07 15:55 | modify | 3123 | 0.10 | 106.879 | 106.629 | 107.829 | ||
| 9925 | 2019.10.07 21:50 | modify | 3123 | 0.10 | 106.879 | 106.879 | 107.829 | ||
| 9926 | 2019.10.08 00:40 | close | 3123 | 0.10 | 107.233 | 106.879 | 107.829 | 3525.00 | 2073499.00 |
| 9927 | 2019.10.08 01:40 | buy | 3124 | 0.10 | 107.224 | 0.000 | 0.000 | ||
| 9928 | 2019.10.08 01:40 | modify | 3124 | 0.10 | 107.224 | 106.974 | 108.174 | ||
| 9929 | 2019.10.08 07:55 | modify | 3124 | 0.10 | 107.224 | 107.224 | 108.174 | ||
| 9930 | 2019.10.08 10:55 | s/l | 3124 | 0.10 | 107.224 | 107.224 | 108.174 | 0.00 | 2073499.00 |
| 9931 | 2019.10.09 08:15 | buy | 3125 | 0.10 | 107.161 | 0.000 | 0.000 | ||
| 9932 | 2019.10.09 08:15 | modify | 3125 | 0.10 | 107.161 | 106.911 | 108.111 | ||
| 9933 | 2019.10.09 18:20 | close | 3125 | 0.10 | 107.366 | 106.911 | 108.111 | 2050.00 | 2075549.00 |
| 9934 | 2019.10.09 23:20 | buy | 3126 | 0.10 | 107.471 | 0.000 | 0.000 | ||
| 9935 | 2019.10.09 23:20 | modify | 3126 | 0.10 | 107.471 | 107.221 | 108.421 | ||
| 9936 | 2019.10.10 01:25 | s/l | 3126 | 0.10 | 107.221 | 107.221 | 108.421 | -2515.00 | 2073034.00 |
| 9937 | 2019.10.11 08:45 | buy | 3127 | 0.10 | 107.994 | 0.000 | 0.000 | ||
| 9938 | 2019.10.11 08:45 | modify | 3127 | 0.10 | 107.994 | 107.744 | 108.944 | ||
| 9939 | 2019.10.11 14:30 | modify | 3127 | 0.10 | 107.994 | 107.994 | 108.944 | ||
| 9940 | 2019.10.11 16:00 | close | 3127 | 0.10 | 108.389 | 107.994 | 108.944 | 3950.00 | 2076984.00 |
| 9941 | 2019.10.14 16:25 | sell | 3128 | 0.10 | 108.291 | 0.000 | 0.000 | ||
| 9942 | 2019.10.14 16:25 | modify | 3128 | 0.10 | 108.291 | 108.591 | 107.091 | ||
| 9943 | 2019.10.14 23:50 | close | 3128 | 0.10 | 108.394 | 108.591 | 107.091 | -1030.00 | 2075954.00 |
| 9944 | 2019.10.15 04:30 | buy | 3129 | 0.10 | 108.375 | 0.000 | 0.000 | ||
| 9945 | 2019.10.15 04:30 | modify | 3129 | 0.10 | 108.375 | 108.125 | 109.325 | ||
| 9946 | 2019.10.15 14:35 | close | 3129 | 0.10 | 108.315 | 108.125 | 109.325 | -600.00 | 2075354.00 |
| 9947 | 2019.10.15 17:50 | sell | 3130 | 0.10 | 108.605 | 0.000 | 0.000 | ||
| 9948 | 2019.10.15 17:50 | modify | 3130 | 0.10 | 108.605 | 108.905 | 107.405 | ||
| 9949 | 2019.10.15 19:40 | close | 3130 | 0.10 | 108.853 | 108.905 | 107.405 | -2480.00 | 2072874.00 |
| 9950 | 2019.10.16 09:50 | sell | 3131 | 0.10 | 108.706 | 0.000 | 0.000 | ||
| 9951 | 2019.10.16 09:50 | modify | 3131 | 0.10 | 108.706 | 109.006 | 107.506 | ||
| 9952 | 2019.10.16 23:55 | close | 3131 | 0.10 | 108.759 | 109.006 | 107.506 | -530.00 | 2072344.00 |
| 9953 | 2019.10.17 22:15 | sell | 3132 | 0.10 | 108.642 | 0.000 | 0.000 | ||
| 9954 | 2019.10.17 22:15 | modify | 3132 | 0.10 | 108.642 | 108.942 | 107.442 | ||
| 9955 | 2019.10.18 12:20 | close | 3132 | 0.10 | 108.658 | 108.942 | 107.442 | -186.00 | 2072158.00 |
| 9956 | 2019.10.21 07:50 | sell | 3133 | 0.10 | 108.511 | 0.000 | 0.000 | ||
| 9957 | 2019.10.21 07:50 | modify | 3133 | 0.10 | 108.511 | 108.811 | 107.311 | ||
| 9958 | 2019.10.21 21:55 | close | 3133 | 0.10 | 108.587 | 108.811 | 107.311 | -760.00 | 2071398.00 |
| 9959 | 2019.10.22 13:45 | sell | 3134 | 0.10 | 108.559 | 0.000 | 0.000 | ||
| 9960 | 2019.10.22 13:45 | modify | 3134 | 0.10 | 108.559 | 108.859 | 107.359 | ||
| 9961 | 2019.10.23 03:50 | close | 3134 | 0.10 | 108.364 | 108.859 | 107.359 | 1924.00 | 2073322.00 |
| 9962 | 2019.10.23 09:15 | sell | 3135 | 0.10 | 108.394 | 0.000 | 0.000 | ||
| 9963 | 2019.10.23 09:15 | modify | 3135 | 0.10 | 108.394 | 108.694 | 107.194 | ||
| 9964 | 2019.10.23 18:40 | close | 3135 | 0.10 | 108.646 | 108.694 | 107.194 | -2520.00 | 2070802.00 |
| 9965 | 2019.10.24 02:00 | buy | 3136 | 0.10 | 108.643 | 0.000 | 0.000 | ||
| 9966 | 2019.10.24 02:00 | modify | 3136 | 0.10 | 108.643 | 108.393 | 109.593 | ||
| 9967 | 2019.10.24 12:05 | close | 3136 | 0.10 | 108.675 | 108.393 | 109.593 | 320.00 | 2071122.00 |
| 9968 | 2019.10.24 12:25 | buy | 3137 | 0.10 | 108.664 | 0.000 | 0.000 | ||
| 9969 | 2019.10.24 12:25 | modify | 3137 | 0.10 | 108.664 | 108.414 | 109.614 | ||
| 9970 | 2019.10.24 22:30 | close | 3137 | 0.10 | 108.621 | 108.414 | 109.614 | -430.00 | 2070692.00 |
| 9971 | 2019.10.28 02:35 | buy | 3138 | 0.10 | 108.716 | 0.000 | 0.000 | ||
| 9972 | 2019.10.28 02:35 | modify | 3138 | 0.10 | 108.716 | 108.466 | 109.666 | ||
| 9973 | 2019.10.28 12:40 | close | 3138 | 0.10 | 108.679 | 108.466 | 109.666 | -370.00 | 2070322.00 |
| 9974 | 2019.10.29 14:00 | sell | 3139 | 0.10 | 108.933 | 0.000 | 0.000 | ||
| 9975 | 2019.10.29 14:00 | modify | 3139 | 0.10 | 108.933 | 109.233 | 107.733 | ||
| 9976 | 2019.10.30 04:05 | close | 3139 | 0.10 | 108.823 | 109.233 | 107.733 | 1074.00 | 2071396.00 |
| 9977 | 2019.10.30 04:40 | sell | 3140 | 0.10 | 108.816 | 0.000 | 0.000 | ||
| 9978 | 2019.10.30 04:40 | modify | 3140 | 0.10 | 108.816 | 109.116 | 107.616 | ||
| 9979 | 2019.10.30 18:45 | close | 3140 | 0.10 | 108.820 | 109.116 | 107.616 | -40.00 | 2071356.00 |
| 9980 | 2019.10.31 10:05 | sell | 3141 | 0.10 | 108.663 | 0.000 | 0.000 | ||
| 9981 | 2019.10.31 10:05 | modify | 3141 | 0.10 | 108.663 | 108.963 | 107.463 | ||
| 9982 | 2019.10.31 13:45 | modify | 3141 | 0.10 | 108.663 | 108.663 | 107.463 | ||
| 9983 | 2019.10.31 21:00 | close | 3141 | 0.10 | 107.978 | 108.663 | 107.463 | 6850.00 | 2078206.00 |
| 9984 | 2019.11.05 00:10 | buy | 3142 | 0.10 | 108.588 | 0.000 | 0.000 | ||
| 9985 | 2019.11.05 00:10 | modify | 3142 | 0.10 | 108.588 | 108.338 | 109.538 | ||
| 9986 | 2019.11.05 05:35 | modify | 3142 | 0.10 | 108.588 | 108.588 | 109.538 | ||
| 9987 | 2019.11.05 19:45 | close | 3142 | 0.10 | 109.108 | 108.588 | 109.538 | 5200.00 | 2083406.00 |
| 9988 | 2019.11.07 15:20 | buy | 3143 | 0.10 | 109.138 | 0.000 | 0.000 | ||
| 9989 | 2019.11.07 15:20 | modify | 3143 | 0.10 | 109.138 | 108.888 | 110.088 | ||
| 9990 | 2019.11.07 21:10 | modify | 3143 | 0.10 | 109.138 | 109.138 | 110.088 | ||
| 9991 | 2019.11.08 16:00 | close | 3143 | 0.10 | 109.334 | 109.138 | 110.088 | 1945.00 | 2085351.00 |
| 9992 | 2019.11.11 00:05 | sell | 3144 | 0.10 | 109.208 | 0.000 | 0.000 | ||
| 9993 | 2019.11.11 00:05 | modify | 3144 | 0.10 | 109.208 | 109.508 | 108.008 | ||
| 9994 | 2019.11.11 06:05 | modify | 3144 | 0.10 | 109.208 | 109.208 | 108.008 | ||
| 9995 | 2019.11.11 21:55 | close | 3144 | 0.10 | 109.007 | 109.208 | 108.008 | 2010.00 | 2087361.00 |
| 9996 | 2019.11.13 00:30 | sell | 3145 | 0.10 | 108.971 | 0.000 | 0.000 | ||
| 9997 | 2019.11.13 00:30 | modify | 3145 | 0.10 | 108.971 | 109.271 | 107.771 | ||
| 9998 | 2019.11.13 14:35 | close | 3145 | 0.10 | 108.841 | 109.271 | 107.771 | 1300.00 | 2088661.00 |
| 9999 | 2019.11.14 02:25 | sell | 3146 | 0.10 | 108.734 | 0.000 | 0.000 | ||
| 10000 | 2019.11.14 02:25 | modify | 3146 | 0.10 | 108.734 | 109.034 | 107.534 | ||
| 10001 | 2019.11.14 16:30 | close | 3146 | 0.10 | 108.609 | 109.034 | 107.534 | 1250.00 | 2089911.00 |
| 10002 | 2019.11.18 00:45 | buy | 3147 | 0.10 | 108.754 | 0.000 | 0.000 | ||
| 10003 | 2019.11.18 00:45 | modify | 3147 | 0.10 | 108.754 | 108.504 | 109.704 | ||
| 10004 | 2019.11.18 10:50 | close | 3147 | 0.10 | 108.961 | 108.504 | 109.704 | 2070.00 | 2091981.00 |
| 10005 | 2019.11.19 14:55 | buy | 3148 | 0.10 | 108.739 | 0.000 | 0.000 | ||
| 10006 | 2019.11.19 14:55 | modify | 3148 | 0.10 | 108.739 | 108.489 | 109.689 | ||
| 10007 | 2019.11.19 17:50 | s/l | 3148 | 0.10 | 108.489 | 108.489 | 109.689 | -2500.00 | 2089481.00 |
| 10008 | 2019.11.19 18:25 | buy | 3149 | 0.10 | 108.508 | 0.000 | 0.000 | ||
| 10009 | 2019.11.19 18:25 | modify | 3149 | 0.10 | 108.508 | 108.258 | 109.458 | ||
| 10010 | 2019.11.20 04:30 | close | 3149 | 0.10 | 108.503 | 108.258 | 109.458 | -65.00 | 2089416.00 |
| 10011 | 2019.11.20 13:15 | sell | 3150 | 0.10 | 108.430 | 0.000 | 0.000 | ||
| 10012 | 2019.11.20 13:15 | modify | 3150 | 0.10 | 108.430 | 108.730 | 107.230 | ||
| 10013 | 2019.11.20 17:40 | s/l | 3150 | 0.10 | 108.730 | 108.730 | 107.230 | -3000.00 | 2086416.00 |
| 10014 | 2019.11.25 07:20 | buy | 3151 | 0.10 | 108.757 | 0.000 | 0.000 | ||
| 10015 | 2019.11.25 07:20 | modify | 3151 | 0.10 | 108.757 | 108.507 | 109.707 | ||
| 10016 | 2019.11.25 17:25 | close | 3151 | 0.10 | 108.820 | 108.507 | 109.707 | 630.00 | 2087046.00 |
| 10017 | 2019.11.27 02:55 | buy | 3152 | 0.10 | 109.125 | 0.000 | 0.000 | ||
| 10018 | 2019.11.27 02:55 | modify | 3152 | 0.10 | 109.125 | 108.875 | 110.075 | ||
| 10019 | 2019.11.27 13:00 | close | 3152 | 0.10 | 109.104 | 108.875 | 110.075 | -210.00 | 2086836.00 |
| 10020 | 2019.11.28 14:00 | sell | 3153 | 0.10 | 109.465 | 0.000 | 0.000 | ||
| 10021 | 2019.11.28 14:00 | modify | 3153 | 0.10 | 109.465 | 109.765 | 108.265 | ||
| 10022 | 2019.11.29 04:05 | close | 3153 | 0.10 | 109.479 | 109.765 | 108.265 | -166.00 | 2086670.00 |
| 10023 | 2019.11.29 09:50 | sell | 3154 | 0.10 | 109.492 | 0.000 | 0.000 | ||
| 10024 | 2019.11.29 09:50 | modify | 3154 | 0.10 | 109.492 | 109.792 | 108.292 | ||
| 10025 | 2019.11.29 16:00 | close | 3154 | 0.10 | 109.635 | 109.792 | 108.292 | -1430.00 | 2085240.00 |
| 10026 | 2019.12.02 02:00 | sell | 3155 | 0.10 | 109.522 | 0.000 | 0.000 | ||
| 10027 | 2019.12.02 02:00 | modify | 3155 | 0.10 | 109.522 | 109.822 | 108.322 | ||
| 10028 | 2019.12.02 03:35 | close | 3155 | 0.10 | 109.696 | 109.822 | 108.322 | -1740.00 | 2083500.00 |
| 10029 | 2019.12.03 06:05 | sell | 3156 | 0.10 | 109.173 | 0.000 | 0.000 | ||
| 10030 | 2019.12.03 06:05 | modify | 3156 | 0.10 | 109.173 | 109.473 | 107.973 | ||
| 10031 | 2019.12.03 13:45 | modify | 3156 | 0.10 | 109.173 | 109.173 | 107.973 | ||
| 10032 | 2019.12.03 19:30 | close | 3156 | 0.10 | 108.533 | 109.173 | 107.973 | 6400.00 | 2089900.00 |
| 10033 | 2019.12.04 08:15 | sell | 3157 | 0.10 | 108.563 | 0.000 | 0.000 | ||
| 10034 | 2019.12.04 08:15 | modify | 3157 | 0.10 | 108.563 | 108.863 | 107.363 | ||
| 10035 | 2019.12.04 17:35 | s/l | 3157 | 0.10 | 108.863 | 108.863 | 107.363 | -3000.00 | 2086900.00 |
| 10036 | 2019.12.05 22:40 | sell | 3158 | 0.10 | 108.762 | 0.000 | 0.000 | ||
| 10037 | 2019.12.05 22:40 | modify | 3158 | 0.10 | 108.762 | 109.062 | 107.562 | ||
| 10038 | 2019.12.06 07:20 | modify | 3158 | 0.10 | 108.762 | 108.762 | 107.562 | ||
| 10039 | 2019.12.06 15:35 | s/l | 3158 | 0.10 | 108.762 | 108.762 | 107.562 | -26.00 | 2086874.00 |
| 10040 | 2019.12.09 07:30 | buy | 3159 | 0.10 | 108.568 | 0.000 | 0.000 | ||
| 10041 | 2019.12.09 07:30 | modify | 3159 | 0.10 | 108.568 | 108.318 | 109.518 | ||
| 10042 | 2019.12.09 17:35 | close | 3159 | 0.10 | 108.501 | 108.318 | 109.518 | -670.00 | 2086204.00 |
| 10043 | 2019.12.09 22:05 | buy | 3160 | 0.10 | 108.637 | 0.000 | 0.000 | ||
| 10044 | 2019.12.09 22:05 | modify | 3160 | 0.10 | 108.637 | 108.387 | 109.587 | ||
| 10045 | 2019.12.10 08:10 | close | 3160 | 0.10 | 108.600 | 108.387 | 109.587 | -385.00 | 2085819.00 |
| 10046 | 2019.12.10 08:55 | buy | 3161 | 0.10 | 108.621 | 0.000 | 0.000 | ||
| 10047 | 2019.12.10 08:55 | modify | 3161 | 0.10 | 108.621 | 108.371 | 109.571 | ||
| 10048 | 2019.12.10 19:00 | close | 3161 | 0.10 | 108.725 | 108.371 | 109.571 | 1040.00 | 2086859.00 |
| 10049 | 2019.12.10 22:05 | buy | 3162 | 0.10 | 108.726 | 0.000 | 0.000 | ||
| 10050 | 2019.12.10 22:05 | modify | 3162 | 0.10 | 108.726 | 108.476 | 109.676 | ||