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 |
| 10051 | 2019.12.11 08:10 | close | 3162 | 0.10 | 108.742 | 108.476 | 109.676 | 145.00 | 2087004.00 |
| 10052 | 2019.12.11 10:00 | buy | 3163 | 0.10 | 108.724 | 0.000 | 0.000 | ||
| 10053 | 2019.12.11 10:00 | modify | 3163 | 0.10 | 108.724 | 108.474 | 109.674 | ||
| 10054 | 2019.12.11 20:05 | close | 3163 | 0.10 | 108.676 | 108.474 | 109.674 | -480.00 | 2086524.00 |
| 10055 | 2019.12.12 14:40 | buy | 3164 | 0.10 | 108.632 | 0.000 | 0.000 | ||
| 10056 | 2019.12.12 14:40 | modify | 3164 | 0.10 | 108.632 | 108.382 | 109.582 | ||
| 10057 | 2019.12.12 18:00 | modify | 3164 | 0.10 | 108.632 | 108.632 | 109.582 | ||
| 10058 | 2019.12.12 20:30 | close | 3164 | 0.10 | 109.263 | 108.632 | 109.582 | 6310.00 | 2092834.00 |
| 10059 | 2019.12.16 13:40 | buy | 3165 | 0.10 | 109.423 | 0.000 | 0.000 | ||
| 10060 | 2019.12.16 13:40 | modify | 3165 | 0.10 | 109.423 | 109.173 | 110.373 | ||
| 10061 | 2019.12.16 19:45 | modify | 3165 | 0.10 | 109.423 | 109.423 | 110.373 | ||
| 10062 | 2019.12.18 04:15 | s/l | 3165 | 0.10 | 109.423 | 109.423 | 110.373 | -30.00 | 2092804.00 |
| 10063 | 2019.12.18 05:00 | sell | 3166 | 0.10 | 109.429 | 0.000 | 0.000 | ||
| 10064 | 2019.12.18 05:00 | modify | 3166 | 0.10 | 109.429 | 109.729 | 108.229 | ||
| 10065 | 2019.12.18 19:05 | close | 3166 | 0.10 | 109.582 | 109.729 | 108.229 | -1530.00 | 2091274.00 |
| 10066 | 2019.12.19 00:35 | buy | 3167 | 0.10 | 109.563 | 0.000 | 0.000 | ||
| 10067 | 2019.12.19 00:35 | modify | 3167 | 0.10 | 109.563 | 109.313 | 110.513 | ||
| 10068 | 2019.12.19 10:40 | close | 3167 | 0.10 | 109.557 | 109.313 | 110.513 | -60.00 | 2091214.00 |
| 10069 | 2019.12.20 00:00 | sell | 3168 | 0.10 | 109.356 | 0.000 | 0.000 | ||
| 10070 | 2019.12.20 00:00 | modify | 3168 | 0.10 | 109.356 | 109.656 | 108.156 | ||
| 10071 | 2019.12.20 14:05 | close | 3168 | 0.10 | 109.353 | 109.656 | 108.156 | 30.00 | 2091244.00 |
| 10072 | 2019.12.23 08:15 | sell | 3169 | 0.10 | 109.411 | 0.000 | 0.000 | ||
| 10073 | 2019.12.23 08:15 | modify | 3169 | 0.10 | 109.411 | 109.711 | 108.211 | ||
| 10074 | 2019.12.23 22:20 | close | 3169 | 0.10 | 109.353 | 109.711 | 108.211 | 580.00 | 2091824.00 |
| 10075 | 2019.12.24 00:25 | sell | 3170 | 0.10 | 109.374 | 0.000 | 0.000 | ||
| 10076 | 2019.12.24 00:25 | modify | 3170 | 0.10 | 109.374 | 109.674 | 108.174 | ||
| 10077 | 2019.12.24 14:30 | close | 3170 | 0.10 | 109.405 | 109.674 | 108.174 | -310.00 | 2091514.00 |
| 10078 | 2019.12.24 18:10 | buy | 3171 | 0.10 | 109.344 | 0.000 | 0.000 | ||
| 10079 | 2019.12.24 18:10 | modify | 3171 | 0.10 | 109.344 | 109.094 | 110.294 | ||
| 10080 | 2019.12.25 01:30 | modify | 3171 | 0.10 | 109.344 | 109.344 | 110.294 | ||
| 10081 | 2019.12.25 07:30 | s/l | 3171 | 0.10 | 109.344 | 109.344 | 110.294 | -15.00 | 2091499.00 |
| 10082 | 2020.01.06 01:40 | buy | 3172 | 0.10 | 107.915 | 0.000 | 0.000 | ||
| 10083 | 2020.01.06 01:40 | modify | 3172 | 0.10 | 107.915 | 107.665 | 108.865 | ||
| 10084 | 2020.01.06 11:45 | close | 3172 | 0.10 | 107.952 | 107.665 | 108.865 | 370.00 | 2091869.00 |
| 10085 | 2020.01.06 12:05 | buy | 3173 | 0.10 | 108.009 | 0.000 | 0.000 | ||
| 10086 | 2020.01.06 12:05 | modify | 3173 | 0.10 | 108.009 | 107.759 | 108.959 | ||
| 10087 | 2020.01.06 18:55 | modify | 3173 | 0.10 | 108.009 | 108.009 | 108.959 | ||
| 10088 | 2020.01.06 21:10 | close | 3173 | 0.10 | 108.375 | 108.009 | 108.959 | 3660.00 | 2095529.00 |
| 10089 | 2020.01.07 00:40 | buy | 3174 | 0.10 | 108.342 | 0.000 | 0.000 | ||
| 10090 | 2020.01.07 00:40 | modify | 3174 | 0.10 | 108.342 | 108.092 | 109.292 | ||
| 10091 | 2020.01.07 07:00 | modify | 3174 | 0.10 | 108.342 | 108.342 | 109.292 | ||
| 10092 | 2020.01.07 08:05 | s/l | 3174 | 0.10 | 108.342 | 108.342 | 109.292 | 0.00 | 2095529.00 |
| 10093 | 2020.01.07 08:55 | buy | 3175 | 0.10 | 108.433 | 0.000 | 0.000 | ||
| 10094 | 2020.01.07 08:55 | modify | 3175 | 0.10 | 108.433 | 108.183 | 109.383 | ||
| 10095 | 2020.01.07 19:00 | close | 3175 | 0.10 | 108.527 | 108.183 | 109.383 | 940.00 | 2096469.00 |
| 10096 | 2020.01.08 12:25 | buy | 3176 | 0.10 | 108.472 | 0.000 | 0.000 | ||
| 10097 | 2020.01.08 12:25 | modify | 3176 | 0.10 | 108.472 | 108.222 | 109.422 | ||
| 10098 | 2020.01.08 19:45 | modify | 3176 | 0.10 | 108.472 | 108.472 | 109.422 | ||
| 10099 | 2020.01.08 20:15 | close | 3176 | 0.10 | 109.130 | 108.472 | 109.422 | 6580.00 | 2103049.00 |
| 10100 | 2020.01.15 01:15 | sell | 3177 | 0.10 | 109.959 | 0.000 | 0.000 | ||
| 10101 | 2020.01.15 01:15 | modify | 3177 | 0.10 | 109.959 | 110.259 | 108.759 | ||
| 10102 | 2020.01.15 15:20 | close | 3177 | 0.10 | 109.884 | 110.259 | 108.759 | 750.00 | 2103799.00 |
| 10103 | 2020.01.17 16:50 | sell | 3178 | 0.10 | 110.143 | 0.000 | 0.000 | ||
| 10104 | 2020.01.17 16:50 | close | 3178 | 0.10 | 110.148 | 0.000 | 0.000 | -50.00 | 2103749.00 |
| 10105 | 2020.01.20 10:10 | buy | 3179 | 0.10 | 110.132 | 0.000 | 0.000 | ||
| 10106 | 2020.01.20 10:10 | modify | 3179 | 0.10 | 110.132 | 109.882 | 111.082 | ||
| 10107 | 2020.01.20 20:15 | close | 3179 | 0.10 | 110.170 | 109.882 | 111.082 | 380.00 | 2104129.00 |
| 10108 | 2020.01.20 22:55 | buy | 3180 | 0.10 | 110.158 | 0.000 | 0.000 | ||
| 10109 | 2020.01.20 22:55 | modify | 3180 | 0.10 | 110.158 | 109.908 | 111.108 | ||
| 10110 | 2020.01.21 03:55 | s/l | 3180 | 0.10 | 109.908 | 109.908 | 111.108 | -2515.00 | 2101614.00 |
| 10111 | 2020.01.22 01:30 | sell | 3181 | 0.10 | 109.869 | 0.000 | 0.000 | ||
| 10112 | 2020.01.22 01:30 | modify | 3181 | 0.10 | 109.869 | 110.169 | 108.669 | ||
| 10113 | 2020.01.22 06:10 | close | 3181 | 0.10 | 110.026 | 110.169 | 108.669 | -1570.00 | 2100044.00 |
| 10114 | 2020.01.22 22:05 | sell | 3182 | 0.10 | 109.866 | 0.000 | 0.000 | ||
| 10115 | 2020.01.22 22:05 | modify | 3182 | 0.10 | 109.866 | 110.166 | 108.666 | ||
| 10116 | 2020.01.23 05:05 | modify | 3182 | 0.10 | 109.866 | 109.866 | 108.666 | ||
| 10117 | 2020.01.23 19:40 | close | 3182 | 0.10 | 109.372 | 109.866 | 108.666 | 4914.00 | 2104958.00 |
| 10118 | 2020.01.28 11:45 | buy | 3183 | 0.10 | 108.856 | 0.000 | 0.000 | ||
| 10119 | 2020.01.28 11:45 | modify | 3183 | 0.10 | 108.856 | 108.606 | 109.806 | ||
| 10120 | 2020.01.28 19:15 | modify | 3183 | 0.10 | 108.856 | 108.856 | 109.806 | ||
| 10121 | 2020.01.29 05:30 | close | 3183 | 0.10 | 109.189 | 108.856 | 109.806 | 3315.00 | 2108273.00 |
| 10122 | 2020.01.29 05:55 | buy | 3184 | 0.10 | 109.201 | 0.000 | 0.000 | ||
| 10123 | 2020.01.29 05:55 | modify | 3184 | 0.10 | 109.201 | 108.951 | 110.151 | ||
| 10124 | 2020.01.29 11:55 | close | 3184 | 0.10 | 109.007 | 108.951 | 110.151 | -1940.00 | 2106333.00 |
| 10125 | 2020.01.31 06:45 | buy | 3185 | 0.10 | 109.077 | 0.000 | 0.000 | ||
| 10126 | 2020.01.31 06:45 | modify | 3185 | 0.10 | 109.077 | 108.827 | 110.027 | ||
| 10127 | 2020.01.31 15:15 | close | 3185 | 0.10 | 108.882 | 108.827 | 110.027 | -1950.00 | 2104383.00 |
| 10128 | 2020.02.10 01:00 | sell | 3186 | 0.10 | 109.707 | 0.000 | 0.000 | ||
| 10129 | 2020.02.10 01:00 | modify | 3186 | 0.10 | 109.707 | 110.007 | 108.507 | ||
| 10130 | 2020.02.10 15:05 | close | 3186 | 0.10 | 109.718 | 110.007 | 108.507 | -110.00 | 2104273.00 |
| 10131 | 2020.02.11 21:15 | sell | 3187 | 0.10 | 109.745 | 0.000 | 0.000 | ||
| 10132 | 2020.02.11 21:15 | modify | 3187 | 0.10 | 109.745 | 110.045 | 108.545 | ||
| 10133 | 2020.02.12 07:15 | close | 3187 | 0.10 | 109.830 | 110.045 | 108.545 | -876.00 | 2103397.00 |
| 10134 | 2020.02.13 08:05 | sell | 3188 | 0.10 | 109.825 | 0.000 | 0.000 | ||
| 10135 | 2020.02.13 08:05 | modify | 3188 | 0.10 | 109.825 | 110.125 | 108.625 | ||
| 10136 | 2020.02.13 22:10 | close | 3188 | 0.10 | 109.798 | 110.125 | 108.625 | 270.00 | 2103667.00 |
| 10137 | 2020.02.18 08:05 | sell | 3189 | 0.10 | 109.748 | 0.000 | 0.000 | ||
| 10138 | 2020.02.18 08:05 | modify | 3189 | 0.10 | 109.748 | 110.048 | 108.548 | ||
| 10139 | 2020.02.18 22:10 | close | 3189 | 0.10 | 109.860 | 110.048 | 108.548 | -1120.00 | 2102547.00 |
| 10140 | 2020.02.18 22:25 | buy | 3190 | 0.10 | 109.867 | 0.000 | 0.000 | ||
| 10141 | 2020.02.18 22:25 | modify | 3190 | 0.10 | 109.867 | 109.617 | 110.817 | ||
| 10142 | 2020.02.19 05:55 | modify | 3190 | 0.10 | 109.867 | 109.867 | 110.817 | ||
| 10143 | 2020.02.19 13:55 | close | 3190 | 0.10 | 110.429 | 109.867 | 110.817 | 5605.00 | 2108152.00 |
| 10144 | 2020.02.24 03:05 | sell | 3191 | 0.10 | 111.582 | 0.000 | 0.000 | ||
| 10145 | 2020.02.24 03:05 | modify | 3191 | 0.10 | 111.582 | 111.882 | 110.382 | ||
| 10146 | 2020.02.24 13:00 | modify | 3191 | 0.10 | 111.582 | 111.582 | 110.382 | ||
| 10147 | 2020.02.24 19:10 | close | 3191 | 0.10 | 110.516 | 111.582 | 110.382 | 10660.00 | 2118812.00 |
| 10148 | 2020.02.26 01:05 | sell | 3192 | 0.10 | 110.171 | 0.000 | 0.000 | ||
| 10149 | 2020.02.26 01:05 | modify | 3192 | 0.10 | 110.171 | 110.471 | 108.971 | ||
| 10150 | 2020.02.26 04:40 | s/l | 3192 | 0.10 | 110.471 | 110.471 | 108.971 | -3000.00 | 2115812.00 |
| 10151 | 2020.02.27 03:05 | sell | 3193 | 0.10 | 110.264 | 0.000 | 0.000 | ||
| 10152 | 2020.02.27 03:05 | modify | 3193 | 0.10 | 110.264 | 110.564 | 109.064 | ||
| 10153 | 2020.02.27 17:10 | close | 3193 | 0.10 | 109.930 | 110.564 | 109.064 | 3340.00 | 2119152.00 |
| 10154 | 2020.02.27 17:25 | sell | 3194 | 0.10 | 109.797 | 0.000 | 0.000 | ||
| 10155 | 2020.02.27 17:25 | modify | 3194 | 0.10 | 109.797 | 110.097 | 108.597 | ||
| 10156 | 2020.02.27 18:10 | s/l | 3194 | 0.10 | 110.097 | 110.097 | 108.597 | -3000.00 | 2116152.00 |
| 10157 | 2020.02.28 02:30 | sell | 3195 | 0.10 | 109.435 | 0.000 | 0.000 | ||
| 10158 | 2020.02.28 02:30 | modify | 3195 | 0.10 | 109.435 | 109.735 | 108.235 | ||
| 10159 | 2020.02.28 07:55 | modify | 3195 | 0.10 | 109.435 | 109.435 | 108.235 | ||
| 10160 | 2020.02.28 16:00 | close | 3195 | 0.10 | 108.516 | 109.435 | 108.235 | 9190.00 | 2125342.00 |
| 10161 | 2020.03.02 08:00 | buy | 3196 | 0.10 | 108.258 | 0.000 | 0.000 | ||
| 10162 | 2020.03.02 08:00 | modify | 3196 | 0.10 | 108.258 | 108.008 | 109.208 | ||
| 10163 | 2020.03.02 11:00 | s/l | 3196 | 0.10 | 108.008 | 108.008 | 109.208 | -2500.00 | 2122842.00 |
| 10164 | 2020.03.04 11:45 | buy | 3197 | 0.10 | 107.428 | 0.000 | 0.000 | ||
| 10165 | 2020.03.04 11:45 | modify | 3197 | 0.10 | 107.428 | 107.178 | 108.378 | ||
| 10166 | 2020.03.04 17:00 | s/l | 3197 | 0.10 | 107.178 | 107.178 | 108.378 | -2500.00 | 2120342.00 |
| 10167 | 2020.03.04 17:15 | buy | 3198 | 0.10 | 107.403 | 0.000 | 0.000 | ||
| 10168 | 2020.03.04 17:15 | modify | 3198 | 0.10 | 107.403 | 107.153 | 108.353 | ||
| 10169 | 2020.03.05 03:20 | close | 3198 | 0.10 | 107.400 | 107.153 | 108.353 | -45.00 | 2120297.00 |
| 10170 | 2020.03.05 04:00 | buy | 3199 | 0.10 | 107.447 | 0.000 | 0.000 | ||
| 10171 | 2020.03.05 04:00 | modify | 3199 | 0.10 | 107.447 | 107.197 | 108.397 | ||
| 10172 | 2020.03.05 09:15 | s/l | 3199 | 0.10 | 107.197 | 107.197 | 108.397 | -2500.00 | 2117797.00 |
| 10173 | 2020.03.10 11:35 | buy | 3200 | 0.10 | 104.191 | 0.000 | 0.000 | ||
| 10174 | 2020.03.10 11:35 | modify | 3200 | 0.10 | 104.191 | 103.941 | 105.141 | ||
| 10175 | 2020.03.10 13:55 | t/p | 3200 | 0.10 | 105.141 | 103.941 | 105.141 | 9500.00 | 2127297.00 |
| 10176 | 2020.03.10 16:00 | buy | 3201 | 0.10 | 104.226 | 0.000 | 0.000 | ||
| 10177 | 2020.03.10 16:00 | modify | 3201 | 0.10 | 104.226 | 103.976 | 105.176 | ||
| 10178 | 2020.03.10 17:55 | s/l | 3201 | 0.10 | 103.976 | 103.976 | 105.176 | -2500.00 | 2124797.00 |
| 10179 | 2020.03.10 19:15 | buy | 3202 | 0.10 | 104.126 | 0.000 | 0.000 | ||
| 10180 | 2020.03.10 19:15 | modify | 3202 | 0.10 | 104.126 | 103.876 | 105.076 | ||
| 10181 | 2020.03.10 19:35 | s/l | 3202 | 0.10 | 103.876 | 103.876 | 105.076 | -2500.00 | 2122297.00 |
| 10182 | 2020.03.12 22:20 | buy | 3203 | 0.10 | 105.384 | 0.000 | 0.000 | ||
| 10183 | 2020.03.12 22:20 | modify | 3203 | 0.10 | 105.384 | 105.134 | 106.334 | ||
| 10184 | 2020.03.12 23:10 | s/l | 3203 | 0.10 | 105.134 | 105.134 | 106.334 | -2500.00 | 2119797.00 |
| 10185 | 2020.03.13 00:50 | buy | 3204 | 0.10 | 104.798 | 0.000 | 0.000 | ||
| 10186 | 2020.03.13 00:50 | modify | 3204 | 0.10 | 104.798 | 104.548 | 105.748 | ||
| 10187 | 2020.03.13 02:55 | s/l | 3204 | 0.10 | 104.548 | 104.548 | 105.748 | -2500.00 | 2117297.00 |
| 10188 | 2020.03.13 03:05 | buy | 3205 | 0.10 | 104.790 | 0.000 | 0.000 | ||
| 10189 | 2020.03.13 03:05 | modify | 3205 | 0.10 | 104.790 | 104.540 | 105.740 | ||
| 10190 | 2020.03.13 08:05 | t/p | 3205 | 0.10 | 105.740 | 104.540 | 105.740 | 9500.00 | 2126797.00 |
| 10191 | 2020.03.16 18:40 | sell | 3206 | 0.10 | 106.051 | 0.000 | 0.000 | ||
| 10192 | 2020.03.16 18:40 | modify | 3206 | 0.10 | 106.051 | 106.351 | 104.851 | ||
| 10193 | 2020.03.16 22:10 | s/l | 3206 | 0.10 | 106.351 | 106.351 | 104.851 | -3000.00 | 2123797.00 |
| 10194 | 2020.03.16 22:35 | sell | 3207 | 0.10 | 105.910 | 0.000 | 0.000 | ||
| 10195 | 2020.03.16 22:35 | modify | 3207 | 0.10 | 105.910 | 106.210 | 104.710 | ||
| 10196 | 2020.03.17 01:45 | s/l | 3207 | 0.10 | 106.210 | 106.210 | 104.710 | -3026.00 | 2120771.00 |
| 10197 | 2020.03.17 03:10 | sell | 3208 | 0.10 | 106.148 | 0.000 | 0.000 | ||
| 10198 | 2020.03.17 03:10 | modify | 3208 | 0.10 | 106.148 | 106.448 | 104.948 | ||
| 10199 | 2020.03.17 03:45 | s/l | 3208 | 0.10 | 106.448 | 106.448 | 104.948 | -3000.00 | 2117771.00 |
| 10200 | 2020.03.17 13:10 | buy | 3209 | 0.10 | 106.698 | 0.000 | 0.000 | ||