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 |
| 10201 | 2020.03.17 13:10 | modify | 3209 | 0.10 | 106.698 | 106.448 | 107.648 | ||
| 10202 | 2020.03.17 20:05 | t/p | 3209 | 0.10 | 107.648 | 106.448 | 107.648 | 9500.00 | 2127271.00 |
| 10203 | 2020.03.18 01:00 | buy | 3210 | 0.10 | 107.649 | 0.000 | 0.000 | ||
| 10204 | 2020.03.18 01:00 | modify | 3210 | 0.10 | 107.649 | 107.399 | 108.599 | ||
| 10205 | 2020.03.18 01:15 | s/l | 3210 | 0.10 | 107.399 | 107.399 | 108.599 | -2500.00 | 2124771.00 |
| 10206 | 2020.03.18 02:20 | buy | 3211 | 0.10 | 107.427 | 0.000 | 0.000 | ||
| 10207 | 2020.03.18 02:20 | modify | 3211 | 0.10 | 107.427 | 107.177 | 108.377 | ||
| 10208 | 2020.03.18 04:25 | s/l | 3211 | 0.10 | 107.177 | 107.177 | 108.377 | -2500.00 | 2122271.00 |
| 10209 | 2020.03.18 12:10 | sell | 3212 | 0.10 | 107.492 | 0.000 | 0.000 | ||
| 10210 | 2020.03.18 12:10 | modify | 3212 | 0.10 | 107.492 | 107.792 | 106.292 | ||
| 10211 | 2020.03.18 16:20 | s/l | 3212 | 0.10 | 107.792 | 107.792 | 106.292 | -3000.00 | 2119271.00 |
| 10212 | 2020.03.23 18:15 | sell | 3213 | 0.10 | 110.777 | 0.000 | 0.000 | ||
| 10213 | 2020.03.23 18:15 | modify | 3213 | 0.10 | 110.777 | 111.077 | 109.577 | ||
| 10214 | 2020.03.23 18:40 | s/l | 3213 | 0.10 | 111.077 | 111.077 | 109.577 | -3000.00 | 2116271.00 |
| 10215 | 2020.03.23 19:55 | sell | 3214 | 0.10 | 111.337 | 0.000 | 0.000 | ||
| 10216 | 2020.03.23 19:55 | modify | 3214 | 0.10 | 111.337 | 111.637 | 110.137 | ||
| 10217 | 2020.03.24 05:10 | modify | 3214 | 0.10 | 111.337 | 111.337 | 110.137 | ||
| 10218 | 2020.03.24 05:20 | t/p | 3214 | 0.10 | 110.137 | 111.337 | 110.137 | 11974.00 | 2128245.00 |
| 10219 | 2020.03.24 10:30 | sell | 3215 | 0.10 | 110.510 | 0.000 | 0.000 | ||
| 10220 | 2020.03.24 10:30 | modify | 3215 | 0.10 | 110.510 | 110.810 | 109.310 | ||
| 10221 | 2020.03.24 12:20 | s/l | 3215 | 0.10 | 110.810 | 110.810 | 109.310 | -3000.00 | 2125245.00 |
| 10222 | 2020.03.24 12:50 | sell | 3216 | 0.10 | 110.623 | 0.000 | 0.000 | ||
| 10223 | 2020.03.24 12:50 | modify | 3216 | 0.10 | 110.623 | 110.923 | 109.423 | ||
| 10224 | 2020.03.24 15:05 | s/l | 3216 | 0.10 | 110.923 | 110.923 | 109.423 | -3000.00 | 2122245.00 |
| 10225 | 2020.03.26 00:50 | sell | 3217 | 0.10 | 111.145 | 0.000 | 0.000 | ||
| 10226 | 2020.03.26 00:50 | modify | 3217 | 0.10 | 111.145 | 111.445 | 109.945 | ||
| 10227 | 2020.03.26 11:55 | modify | 3217 | 0.10 | 111.145 | 111.145 | 109.945 | ||
| 10228 | 2020.03.26 12:05 | t/p | 3217 | 0.10 | 109.945 | 111.145 | 109.945 | 12000.00 | 2134245.00 |
| 10229 | 2020.03.27 00:35 | sell | 3218 | 0.10 | 109.489 | 0.000 | 0.000 | ||
| 10230 | 2020.03.27 00:35 | modify | 3218 | 0.10 | 109.489 | 109.789 | 108.289 | ||
| 10231 | 2020.03.27 05:35 | modify | 3218 | 0.10 | 109.489 | 109.489 | 108.289 | ||
| 10232 | 2020.03.27 05:45 | t/p | 3218 | 0.10 | 108.289 | 109.489 | 108.289 | 12000.00 | 2146245.00 |
| 10233 | 2020.03.31 14:30 | buy | 3219 | 0.10 | 108.644 | 0.000 | 0.000 | ||
| 10234 | 2020.03.31 14:30 | modify | 3219 | 0.10 | 108.644 | 108.394 | 109.594 | ||
| 10235 | 2020.03.31 15:35 | s/l | 3219 | 0.10 | 108.394 | 108.394 | 109.594 | -2500.00 | 2143745.00 |
| 10236 | 2020.03.31 16:55 | buy | 3220 | 0.10 | 108.269 | 0.000 | 0.000 | ||
| 10237 | 2020.03.31 16:55 | modify | 3220 | 0.10 | 108.269 | 108.019 | 109.219 | ||
| 10238 | 2020.03.31 17:35 | s/l | 3220 | 0.10 | 108.019 | 108.019 | 109.219 | -2500.00 | 2141245.00 |
| 10239 | 2020.04.02 04:05 | buy | 3221 | 0.10 | 107.420 | 0.000 | 0.000 | ||
| 10240 | 2020.04.02 04:05 | modify | 3221 | 0.10 | 107.420 | 107.170 | 108.370 | ||
| 10241 | 2020.04.02 09:30 | s/l | 3221 | 0.10 | 107.170 | 107.170 | 108.370 | -2500.00 | 2138745.00 |
| 10242 | 2020.04.02 09:50 | buy | 3222 | 0.10 | 107.287 | 0.000 | 0.000 | ||
| 10243 | 2020.04.02 09:50 | modify | 3222 | 0.10 | 107.287 | 107.037 | 108.237 | ||
| 10244 | 2020.04.02 15:40 | s/l | 3222 | 0.10 | 107.037 | 107.037 | 108.237 | -2500.00 | 2136245.00 |
| 10245 | 2020.04.02 22:30 | buy | 3223 | 0.10 | 107.914 | 0.000 | 0.000 | ||
| 10246 | 2020.04.02 22:30 | modify | 3223 | 0.10 | 107.914 | 107.664 | 108.864 | ||
| 10247 | 2020.04.03 08:35 | close | 3223 | 0.10 | 107.836 | 107.664 | 108.864 | -795.00 | 2135450.00 |
| 10248 | 2020.04.03 09:25 | buy | 3224 | 0.10 | 107.925 | 0.000 | 0.000 | ||
| 10249 | 2020.04.03 09:25 | modify | 3224 | 0.10 | 107.925 | 107.675 | 108.875 | ||
| 10250 | 2020.04.03 13:20 | modify | 3224 | 0.10 | 107.925 | 107.925 | 108.875 | ||
| 10251 | 2020.04.03 16:00 | close | 3224 | 0.10 | 108.574 | 107.925 | 108.875 | 6490.00 | 2141940.00 |
| 10252 | 2020.04.06 19:20 | buy | 3225 | 0.10 | 109.163 | 0.000 | 0.000 | ||
| 10253 | 2020.04.06 19:20 | modify | 3225 | 0.10 | 109.163 | 108.913 | 110.113 | ||
| 10254 | 2020.04.07 04:50 | s/l | 3225 | 0.10 | 108.913 | 108.913 | 110.113 | -2515.00 | 2139425.00 |
| 10255 | 2020.04.09 23:05 | sell | 3226 | 0.10 | 108.402 | 0.000 | 0.000 | ||
| 10256 | 2020.04.09 23:05 | modify | 3226 | 0.10 | 108.402 | 108.702 | 107.202 | ||
| 10257 | 2020.04.10 13:10 | close | 3226 | 0.10 | 108.420 | 108.702 | 107.202 | -206.00 | 2139219.00 |
| 10258 | 2020.04.10 13:25 | sell | 3227 | 0.10 | 108.399 | 0.000 | 0.000 | ||
| 10259 | 2020.04.10 13:25 | modify | 3227 | 0.10 | 108.399 | 108.699 | 107.199 | ||
| 10260 | 2020.04.10 16:00 | close | 3227 | 0.10 | 108.452 | 108.699 | 107.199 | -530.00 | 2138689.00 |
| 10261 | 2020.04.15 14:15 | buy | 3228 | 0.10 | 107.374 | 0.000 | 0.000 | ||
| 10262 | 2020.04.15 14:15 | modify | 3228 | 0.10 | 107.374 | 107.124 | 108.324 | ||
| 10263 | 2020.04.16 00:20 | close | 3228 | 0.10 | 107.427 | 107.124 | 108.324 | 515.00 | 2139204.00 |
| 10264 | 2020.04.20 06:35 | buy | 3229 | 0.10 | 107.801 | 0.000 | 0.000 | ||
| 10265 | 2020.04.20 06:35 | modify | 3229 | 0.10 | 107.801 | 107.551 | 108.751 | ||
| 10266 | 2020.04.20 16:40 | close | 3229 | 0.10 | 107.715 | 107.551 | 108.751 | -860.00 | 2138344.00 |
| 10267 | 2020.04.21 14:05 | sell | 3230 | 0.10 | 107.397 | 0.000 | 0.000 | ||
| 10268 | 2020.04.21 14:05 | modify | 3230 | 0.10 | 107.397 | 107.697 | 106.197 | ||
| 10269 | 2020.04.21 16:20 | s/l | 3230 | 0.10 | 107.697 | 107.697 | 106.197 | -3000.00 | 2135344.00 |
| 10270 | 2020.04.22 14:00 | sell | 3231 | 0.10 | 107.629 | 0.000 | 0.000 | ||
| 10271 | 2020.04.22 14:00 | modify | 3231 | 0.10 | 107.629 | 107.929 | 106.429 | ||
| 10272 | 2020.04.22 17:40 | s/l | 3231 | 0.10 | 107.929 | 107.929 | 106.429 | -3000.00 | 2132344.00 |
| 10273 | 2020.04.23 05:45 | buy | 3232 | 0.10 | 107.744 | 0.000 | 0.000 | ||
| 10274 | 2020.04.23 05:45 | modify | 3232 | 0.10 | 107.744 | 107.494 | 108.694 | ||
| 10275 | 2020.04.23 14:20 | s/l | 3232 | 0.10 | 107.494 | 107.494 | 108.694 | -2500.00 | 2129844.00 |
| 10276 | 2020.04.23 17:25 | sell | 3233 | 0.10 | 107.664 | 0.000 | 0.000 | ||
| 10277 | 2020.04.23 17:25 | modify | 3233 | 0.10 | 107.664 | 107.964 | 106.464 | ||
| 10278 | 2020.04.24 07:30 | close | 3233 | 0.10 | 107.647 | 107.964 | 106.464 | 144.00 | 2129988.00 |
| 10279 | 2020.04.27 01:10 | sell | 3234 | 0.10 | 107.461 | 0.000 | 0.000 | ||
| 10280 | 2020.04.27 01:10 | modify | 3234 | 0.10 | 107.461 | 107.761 | 106.261 | ||
| 10281 | 2020.04.27 09:50 | modify | 3234 | 0.10 | 107.461 | 107.461 | 106.261 | ||
| 10282 | 2020.04.28 14:05 | close | 3234 | 0.10 | 106.675 | 107.461 | 106.261 | 7834.00 | 2137822.00 |
| 10283 | 2020.04.28 21:55 | sell | 3235 | 0.10 | 106.849 | 0.000 | 0.000 | ||
| 10284 | 2020.04.28 21:55 | modify | 3235 | 0.10 | 106.849 | 107.149 | 105.649 | ||
| 10285 | 2020.04.29 05:25 | modify | 3235 | 0.10 | 106.849 | 106.849 | 105.649 | ||
| 10286 | 2020.04.29 07:35 | close | 3235 | 0.10 | 106.556 | 106.849 | 105.649 | 2904.00 | 2140726.00 |
| 10287 | 2020.04.29 16:35 | sell | 3236 | 0.10 | 106.593 | 0.000 | 0.000 | ||
| 10288 | 2020.04.29 16:35 | modify | 3236 | 0.10 | 106.593 | 106.893 | 105.393 | ||
| 10289 | 2020.04.30 06:40 | close | 3236 | 0.10 | 106.698 | 106.893 | 105.393 | -1076.00 | 2139650.00 |
| 10290 | 2020.05.01 01:35 | buy | 3237 | 0.10 | 107.062 | 0.000 | 0.000 | ||
| 10291 | 2020.05.01 01:35 | modify | 3237 | 0.10 | 107.062 | 106.812 | 108.012 | ||
| 10292 | 2020.05.01 11:40 | close | 3237 | 0.10 | 106.920 | 106.812 | 108.012 | -1420.00 | 2138230.00 |
| 10293 | 2020.05.04 16:20 | buy | 3238 | 0.10 | 106.865 | 0.000 | 0.000 | ||
| 10294 | 2020.05.04 16:20 | modify | 3238 | 0.10 | 106.865 | 106.615 | 107.815 | ||
| 10295 | 2020.05.04 23:45 | close | 3238 | 0.10 | 106.708 | 106.615 | 107.815 | -1570.00 | 2136660.00 |
| 10296 | 2020.05.05 15:05 | buy | 3239 | 0.10 | 106.718 | 0.000 | 0.000 | ||
| 10297 | 2020.05.05 15:05 | modify | 3239 | 0.10 | 106.718 | 106.468 | 107.668 | ||
| 10298 | 2020.05.05 19:00 | s/l | 3239 | 0.10 | 106.468 | 106.468 | 107.668 | -2500.00 | 2134160.00 |
| 10299 | 2020.05.05 21:10 | sell | 3240 | 0.10 | 106.487 | 0.000 | 0.000 | ||
| 10300 | 2020.05.05 21:10 | modify | 3240 | 0.10 | 106.487 | 106.787 | 105.287 | ||
| 10301 | 2020.05.06 11:15 | close | 3240 | 0.10 | 106.297 | 106.787 | 105.287 | 1874.00 | 2136034.00 |
| 10302 | 2020.05.06 12:35 | sell | 3241 | 0.10 | 106.286 | 0.000 | 0.000 | ||
| 10303 | 2020.05.06 12:35 | modify | 3241 | 0.10 | 106.286 | 106.586 | 105.086 | ||
| 10304 | 2020.05.07 01:35 | modify | 3241 | 0.10 | 106.286 | 106.286 | 105.086 | ||
| 10305 | 2020.05.07 04:20 | s/l | 3241 | 0.10 | 106.286 | 106.286 | 105.086 | -26.00 | 2136008.00 |
| 10306 | 2020.05.08 02:00 | sell | 3242 | 0.10 | 106.291 | 0.000 | 0.000 | ||
| 10307 | 2020.05.08 02:00 | modify | 3242 | 0.10 | 106.291 | 106.591 | 105.091 | ||
| 10308 | 2020.05.08 15:50 | s/l | 3242 | 0.10 | 106.591 | 106.591 | 105.091 | -3000.00 | 2133008.00 |
| 10309 | 2020.05.11 01:00 | buy | 3243 | 0.10 | 106.674 | 0.000 | 0.000 | ||
| 10310 | 2020.05.11 01:00 | modify | 3243 | 0.10 | 106.674 | 106.424 | 107.624 | ||
| 10311 | 2020.05.11 08:20 | modify | 3243 | 0.10 | 106.674 | 106.674 | 107.624 | ||
| 10312 | 2020.05.11 13:20 | close | 3243 | 0.10 | 107.234 | 106.674 | 107.624 | 5600.00 | 2138608.00 |
| 10313 | 2020.05.14 14:40 | sell | 3244 | 0.10 | 107.013 | 0.000 | 0.000 | ||
| 10314 | 2020.05.14 14:40 | modify | 3244 | 0.10 | 107.013 | 107.313 | 105.813 | ||
| 10315 | 2020.05.14 20:50 | s/l | 3244 | 0.10 | 107.313 | 107.313 | 105.813 | -3000.00 | 2135608.00 |
| 10316 | 2020.05.15 13:50 | sell | 3245 | 0.10 | 107.045 | 0.000 | 0.000 | ||
| 10317 | 2020.05.15 13:50 | modify | 3245 | 0.10 | 107.045 | 107.345 | 105.845 | ||
| 10318 | 2020.05.15 16:00 | close | 3245 | 0.10 | 106.912 | 107.345 | 105.845 | 1330.00 | 2136938.00 |
| 10319 | 2020.05.18 02:45 | sell | 3246 | 0.10 | 107.155 | 0.000 | 0.000 | ||
| 10320 | 2020.05.18 02:45 | modify | 3246 | 0.10 | 107.155 | 107.455 | 105.955 | ||
| 10321 | 2020.05.18 16:50 | close | 3246 | 0.10 | 107.375 | 107.455 | 105.955 | -2200.00 | 2134738.00 |
| 10322 | 2020.05.18 19:55 | buy | 3247 | 0.10 | 107.287 | 0.000 | 0.000 | ||
| 10323 | 2020.05.18 19:55 | modify | 3247 | 0.10 | 107.287 | 107.037 | 108.237 | ||
| 10324 | 2020.05.19 06:00 | close | 3247 | 0.10 | 107.408 | 107.037 | 108.237 | 1195.00 | 2135933.00 |
| 10325 | 2020.05.19 07:45 | buy | 3248 | 0.10 | 107.408 | 0.000 | 0.000 | ||
| 10326 | 2020.05.19 07:45 | modify | 3248 | 0.10 | 107.408 | 107.158 | 108.358 | ||
| 10327 | 2020.05.19 15:20 | modify | 3248 | 0.10 | 107.408 | 107.408 | 108.358 | ||
| 10328 | 2020.05.20 07:25 | close | 3248 | 0.10 | 107.799 | 107.408 | 108.358 | 3895.00 | 2139828.00 |
| 10329 | 2020.05.21 00:35 | sell | 3249 | 0.10 | 107.534 | 0.000 | 0.000 | ||
| 10330 | 2020.05.21 00:35 | modify | 3249 | 0.10 | 107.534 | 107.834 | 106.334 | ||
| 10331 | 2020.05.21 08:35 | close | 3249 | 0.10 | 107.673 | 107.834 | 106.334 | -1390.00 | 2138438.00 |
| 10332 | 2020.05.22 01:15 | sell | 3250 | 0.10 | 107.598 | 0.000 | 0.000 | ||
| 10333 | 2020.05.22 01:15 | modify | 3250 | 0.10 | 107.598 | 107.898 | 106.398 | ||
| 10334 | 2020.05.22 15:20 | close | 3250 | 0.10 | 107.553 | 107.898 | 106.398 | 450.00 | 2138888.00 |
| 10335 | 2020.05.26 17:55 | sell | 3251 | 0.10 | 107.582 | 0.000 | 0.000 | ||
| 10336 | 2020.05.26 17:55 | modify | 3251 | 0.10 | 107.582 | 107.882 | 106.382 | ||
| 10337 | 2020.05.27 08:00 | close | 3251 | 0.10 | 107.462 | 107.882 | 106.382 | 1174.00 | 2140062.00 |
| 10338 | 2020.05.27 14:25 | buy | 3252 | 0.10 | 107.762 | 0.000 | 0.000 | ||
| 10339 | 2020.05.27 14:25 | modify | 3252 | 0.10 | 107.762 | 107.512 | 108.712 | ||
| 10340 | 2020.05.28 00:30 | close | 3252 | 0.10 | 107.714 | 107.512 | 108.712 | -495.00 | 2139567.00 |
| 10341 | 2020.05.28 05:45 | buy | 3253 | 0.10 | 107.856 | 0.000 | 0.000 | ||
| 10342 | 2020.05.28 05:45 | modify | 3253 | 0.10 | 107.856 | 107.606 | 108.806 | ||
| 10343 | 2020.05.28 14:40 | close | 3253 | 0.10 | 107.708 | 107.606 | 108.806 | -1480.00 | 2138087.00 |
| 10344 | 2020.05.28 21:55 | sell | 3254 | 0.10 | 107.636 | 0.000 | 0.000 | ||
| 10345 | 2020.05.28 21:55 | modify | 3254 | 0.10 | 107.636 | 107.936 | 106.436 | ||
| 10346 | 2020.05.29 06:00 | modify | 3254 | 0.10 | 107.636 | 107.636 | 106.436 | ||
| 10347 | 2020.05.29 16:00 | close | 3254 | 0.10 | 107.165 | 107.636 | 106.436 | 4684.00 | 2142771.00 |
| 10348 | 2020.06.01 06:15 | buy | 3255 | 0.10 | 107.649 | 0.000 | 0.000 | ||
| 10349 | 2020.06.01 06:15 | modify | 3255 | 0.10 | 107.649 | 107.399 | 108.599 | ||
| 10350 | 2020.06.01 11:10 | s/l | 3255 | 0.10 | 107.399 | 107.399 | 108.599 | -2500.00 | 2140271.00 |