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 |
| 901 | 2006.05.23 11:50 | sell | 283 | 0.10 | 111.350 | 0.000 | 0.000 | ||
| 902 | 2006.05.23 11:50 | modify | 283 | 0.10 | 111.350 | 111.650 | 110.150 | ||
| 903 | 2006.05.23 16:35 | s/l | 283 | 0.10 | 111.650 | 111.650 | 110.150 | -3000.00 | 1051693.00 |
| 904 | 2006.05.24 16:35 | sell | 284 | 0.10 | 112.100 | 0.000 | 0.000 | ||
| 905 | 2006.05.24 16:35 | modify | 284 | 0.10 | 112.100 | 112.400 | 110.900 | ||
| 906 | 2006.05.24 17:05 | s/l | 284 | 0.10 | 112.400 | 112.400 | 110.900 | -3000.00 | 1048693.00 |
| 907 | 2006.05.26 05:55 | sell | 285 | 0.10 | 112.020 | 0.000 | 0.000 | ||
| 908 | 2006.05.26 05:55 | modify | 285 | 0.10 | 112.020 | 112.320 | 110.820 | ||
| 909 | 2006.05.26 16:00 | close | 285 | 0.10 | 111.925 | 112.320 | 110.820 | 950.00 | 1049643.00 |
| 910 | 2006.05.29 00:50 | buy | 286 | 0.10 | 112.645 | 0.000 | 0.000 | ||
| 911 | 2006.05.29 00:50 | modify | 286 | 0.10 | 112.645 | 112.395 | 113.595 | ||
| 912 | 2006.05.29 02:50 | s/l | 286 | 0.10 | 112.395 | 112.395 | 113.595 | -2500.00 | 1047143.00 |
| 913 | 2006.05.29 03:20 | buy | 287 | 0.10 | 112.335 | 0.000 | 0.000 | ||
| 914 | 2006.05.29 03:20 | modify | 287 | 0.10 | 112.335 | 112.085 | 113.285 | ||
| 915 | 2006.05.29 13:25 | close | 287 | 0.10 | 112.180 | 112.085 | 113.285 | -1550.00 | 1045593.00 |
| 916 | 2006.05.29 17:55 | sell | 288 | 0.10 | 112.510 | 0.000 | 0.000 | ||
| 917 | 2006.05.29 17:55 | modify | 288 | 0.10 | 112.510 | 112.810 | 111.310 | ||
| 918 | 2006.05.30 08:00 | close | 288 | 0.10 | 112.035 | 112.810 | 111.310 | 4724.00 | 1050317.00 |
| 919 | 2006.05.30 13:00 | sell | 289 | 0.10 | 111.880 | 0.000 | 0.000 | ||
| 920 | 2006.05.30 13:00 | modify | 289 | 0.10 | 111.880 | 112.180 | 110.680 | ||
| 921 | 2006.05.30 14:40 | s/l | 289 | 0.10 | 112.180 | 112.180 | 110.680 | -3000.00 | 1047317.00 |
| 922 | 2006.06.01 01:00 | buy | 290 | 0.10 | 112.575 | 0.000 | 0.000 | ||
| 923 | 2006.06.01 01:00 | modify | 290 | 0.10 | 112.575 | 112.325 | 113.525 | ||
| 924 | 2006.06.01 11:05 | close | 290 | 0.10 | 112.800 | 112.325 | 113.525 | 2250.00 | 1049567.00 |
| 925 | 2006.06.01 12:25 | buy | 291 | 0.10 | 112.845 | 0.000 | 0.000 | ||
| 926 | 2006.06.01 12:25 | modify | 291 | 0.10 | 112.845 | 112.595 | 113.795 | ||
| 927 | 2006.06.01 17:45 | s/l | 291 | 0.10 | 112.595 | 112.595 | 113.795 | -2500.00 | 1047067.00 |
| 928 | 2006.06.02 06:05 | sell | 292 | 0.10 | 112.710 | 0.000 | 0.000 | ||
| 929 | 2006.06.02 06:05 | modify | 292 | 0.10 | 112.710 | 113.010 | 111.510 | ||
| 930 | 2006.06.02 16:00 | close | 292 | 0.10 | 111.905 | 113.010 | 111.510 | 8050.00 | 1055117.00 |
| 931 | 2006.06.05 03:30 | sell | 293 | 0.10 | 111.650 | 0.000 | 0.000 | ||
| 932 | 2006.06.05 03:30 | modify | 293 | 0.10 | 111.650 | 111.950 | 110.450 | ||
| 933 | 2006.06.05 17:35 | close | 293 | 0.10 | 111.785 | 111.950 | 110.450 | -1350.00 | 1053767.00 |
| 934 | 2006.06.14 10:25 | sell | 294 | 0.10 | 114.900 | 0.000 | 0.000 | ||
| 935 | 2006.06.14 10:25 | modify | 294 | 0.10 | 114.900 | 115.200 | 113.700 | ||
| 936 | 2006.06.14 15:35 | s/l | 294 | 0.10 | 115.200 | 115.200 | 113.700 | -3000.00 | 1050767.00 |
| 937 | 2006.06.14 15:40 | sell | 295 | 0.10 | 115.060 | 0.000 | 0.000 | ||
| 938 | 2006.06.14 15:40 | modify | 295 | 0.10 | 115.060 | 115.360 | 113.860 | ||
| 939 | 2006.06.14 15:55 | s/l | 295 | 0.10 | 115.360 | 115.360 | 113.860 | -3000.00 | 1047767.00 |
| 940 | 2006.06.16 02:05 | sell | 296 | 0.10 | 114.730 | 0.000 | 0.000 | ||
| 941 | 2006.06.16 02:05 | modify | 296 | 0.10 | 114.730 | 115.030 | 113.530 | ||
| 942 | 2006.06.16 15:35 | s/l | 296 | 0.10 | 115.030 | 115.030 | 113.530 | -3000.00 | 1044767.00 |
| 943 | 2006.06.19 22:10 | sell | 297 | 0.10 | 115.410 | 0.000 | 0.000 | ||
| 944 | 2006.06.19 22:10 | modify | 297 | 0.10 | 115.410 | 115.710 | 114.210 | ||
| 945 | 2006.06.20 10:15 | modify | 297 | 0.10 | 115.410 | 115.410 | 114.210 | ||
| 946 | 2006.06.20 22:25 | close | 297 | 0.10 | 114.875 | 115.410 | 114.210 | 5324.00 | 1050091.00 |
| 947 | 2006.06.20 23:40 | sell | 298 | 0.10 | 114.920 | 0.000 | 0.000 | ||
| 948 | 2006.06.20 23:40 | modify | 298 | 0.10 | 114.920 | 115.220 | 113.720 | ||
| 949 | 2006.06.21 08:55 | modify | 298 | 0.10 | 114.920 | 114.920 | 113.720 | ||
| 950 | 2006.06.21 13:20 | s/l | 298 | 0.10 | 114.920 | 114.920 | 113.720 | -26.00 | 1050065.00 |
| 951 | 2006.06.22 06:45 | sell | 299 | 0.10 | 114.820 | 0.000 | 0.000 | ||
| 952 | 2006.06.22 06:45 | modify | 299 | 0.10 | 114.820 | 115.120 | 113.620 | ||
| 953 | 2006.06.22 10:55 | s/l | 299 | 0.10 | 115.120 | 115.120 | 113.620 | -3000.00 | 1047065.00 |
| 954 | 2006.06.22 11:40 | sell | 300 | 0.10 | 115.120 | 0.000 | 0.000 | ||
| 955 | 2006.06.22 11:40 | modify | 300 | 0.10 | 115.120 | 115.420 | 113.920 | ||
| 956 | 2006.06.22 13:30 | s/l | 300 | 0.10 | 115.420 | 115.420 | 113.920 | -3000.00 | 1044065.00 |
| 957 | 2006.06.27 12:00 | buy | 301 | 0.10 | 116.225 | 0.000 | 0.000 | ||
| 958 | 2006.06.27 12:00 | modify | 301 | 0.10 | 116.225 | 115.975 | 117.175 | ||
| 959 | 2006.06.27 17:20 | s/l | 301 | 0.10 | 115.975 | 115.975 | 117.175 | -2500.00 | 1041565.00 |
| 960 | 2006.06.28 08:20 | sell | 302 | 0.10 | 116.180 | 0.000 | 0.000 | ||
| 961 | 2006.06.28 08:20 | modify | 302 | 0.10 | 116.180 | 116.480 | 114.980 | ||
| 962 | 2006.06.28 19:10 | s/l | 302 | 0.10 | 116.480 | 116.480 | 114.980 | -3000.00 | 1038565.00 |
| 963 | 2006.06.29 20:25 | sell | 303 | 0.10 | 116.160 | 0.000 | 0.000 | ||
| 964 | 2006.06.29 20:25 | modify | 303 | 0.10 | 116.160 | 116.460 | 114.960 | ||
| 965 | 2006.06.29 22:00 | t/p | 303 | 0.10 | 114.960 | 116.460 | 114.960 | 12000.00 | 1050565.00 |
| 966 | 2006.07.04 07:00 | sell | 304 | 0.10 | 114.540 | 0.000 | 0.000 | ||
| 967 | 2006.07.04 07:00 | modify | 304 | 0.10 | 114.540 | 114.840 | 113.340 | ||
| 968 | 2006.07.04 21:05 | close | 304 | 0.10 | 114.495 | 114.840 | 113.340 | 450.00 | 1051015.00 |
| 969 | 2006.07.05 08:30 | buy | 305 | 0.10 | 114.725 | 0.000 | 0.000 | ||
| 970 | 2006.07.05 08:30 | modify | 305 | 0.10 | 114.725 | 114.475 | 115.675 | ||
| 971 | 2006.07.05 17:10 | modify | 305 | 0.10 | 114.725 | 114.725 | 115.675 | ||
| 972 | 2006.07.05 17:40 | t/p | 305 | 0.10 | 115.675 | 114.725 | 115.675 | 9500.00 | 1060515.00 |
| 973 | 2006.07.06 10:25 | buy | 306 | 0.10 | 115.525 | 0.000 | 0.000 | ||
| 974 | 2006.07.06 10:25 | modify | 306 | 0.10 | 115.525 | 115.275 | 116.475 | ||
| 975 | 2006.07.06 15:35 | s/l | 306 | 0.10 | 115.275 | 115.275 | 116.475 | -2500.00 | 1058015.00 |
| 976 | 2006.07.12 03:30 | sell | 307 | 0.10 | 114.290 | 0.000 | 0.000 | ||
| 977 | 2006.07.12 03:30 | modify | 307 | 0.10 | 114.290 | 114.590 | 113.090 | ||
| 978 | 2006.07.12 11:05 | s/l | 307 | 0.10 | 114.590 | 114.590 | 113.090 | -3000.00 | 1055015.00 |
| 979 | 2006.07.19 23:30 | sell | 308 | 0.10 | 116.840 | 0.000 | 0.000 | ||
| 980 | 2006.07.19 23:30 | modify | 308 | 0.10 | 116.840 | 117.140 | 115.640 | ||
| 981 | 2006.07.20 06:40 | modify | 308 | 0.10 | 116.840 | 116.840 | 115.640 | ||
| 982 | 2006.07.20 10:10 | s/l | 308 | 0.10 | 116.840 | 116.840 | 115.640 | -26.00 | 1054989.00 |
| 983 | 2006.07.20 11:05 | sell | 309 | 0.10 | 116.750 | 0.000 | 0.000 | ||
| 984 | 2006.07.20 11:05 | modify | 309 | 0.10 | 116.750 | 117.050 | 115.550 | ||
| 985 | 2006.07.21 00:00 | s/l | 309 | 0.10 | 117.050 | 117.050 | 115.550 | -3026.00 | 1051963.00 |
| 986 | 2006.07.25 22:50 | buy | 310 | 0.10 | 117.225 | 0.000 | 0.000 | ||
| 987 | 2006.07.25 22:50 | modify | 310 | 0.10 | 117.225 | 116.975 | 118.175 | ||
| 988 | 2006.07.26 07:40 | s/l | 310 | 0.10 | 116.975 | 116.975 | 118.175 | -2515.00 | 1049448.00 |
| 989 | 2006.08.01 17:35 | buy | 311 | 0.10 | 115.315 | 0.000 | 0.000 | ||
| 990 | 2006.08.01 17:35 | modify | 311 | 0.10 | 115.315 | 115.065 | 116.265 | ||
| 991 | 2006.08.01 18:35 | s/l | 311 | 0.10 | 115.065 | 115.065 | 116.265 | -2500.00 | 1046948.00 |
| 992 | 2006.08.02 09:05 | sell | 312 | 0.10 | 114.370 | 0.000 | 0.000 | ||
| 993 | 2006.08.02 09:05 | modify | 312 | 0.10 | 114.370 | 114.670 | 113.170 | ||
| 994 | 2006.08.02 14:00 | s/l | 312 | 0.10 | 114.670 | 114.670 | 113.170 | -3000.00 | 1043948.00 |
| 995 | 2006.08.02 14:00 | sell | 313 | 0.10 | 114.630 | 0.000 | 0.000 | ||
| 996 | 2006.08.02 14:00 | modify | 313 | 0.10 | 114.630 | 114.930 | 113.430 | ||
| 997 | 2006.08.03 04:05 | close | 313 | 0.10 | 114.755 | 114.930 | 113.430 | -1276.00 | 1042672.00 |
| 998 | 2006.08.03 07:00 | buy | 314 | 0.10 | 114.715 | 0.000 | 0.000 | ||
| 999 | 2006.08.03 07:00 | modify | 314 | 0.10 | 114.715 | 114.465 | 115.665 | ||
| 1000 | 2006.08.03 17:05 | close | 314 | 0.10 | 114.930 | 114.465 | 115.665 | 2150.00 | 1044822.00 |
| 1001 | 2006.08.03 21:25 | buy | 315 | 0.10 | 115.055 | 0.000 | 0.000 | ||
| 1002 | 2006.08.03 21:25 | modify | 315 | 0.10 | 115.055 | 114.805 | 116.005 | ||
| 1003 | 2006.08.04 01:20 | close | 315 | 0.10 | 114.910 | 114.805 | 116.005 | -1465.00 | 1043357.00 |
| 1004 | 2006.08.04 12:15 | buy | 316 | 0.10 | 115.335 | 0.000 | 0.000 | ||
| 1005 | 2006.08.04 12:15 | modify | 316 | 0.10 | 115.335 | 115.085 | 116.285 | ||
| 1006 | 2006.08.04 15:35 | s/l | 316 | 0.10 | 115.085 | 115.085 | 116.285 | -2500.00 | 1040857.00 |
| 1007 | 2006.08.07 04:50 | sell | 317 | 0.10 | 114.370 | 0.000 | 0.000 | ||
| 1008 | 2006.08.07 04:50 | modify | 317 | 0.10 | 114.370 | 114.670 | 113.170 | ||
| 1009 | 2006.08.07 09:15 | close | 317 | 0.10 | 114.585 | 114.670 | 113.170 | -2150.00 | 1038707.00 |
| 1010 | 2006.08.07 14:55 | buy | 318 | 0.10 | 114.985 | 0.000 | 0.000 | ||
| 1011 | 2006.08.07 14:55 | modify | 318 | 0.10 | 114.985 | 114.735 | 115.935 | ||
| 1012 | 2006.08.08 00:40 | modify | 318 | 0.10 | 114.985 | 114.985 | 115.935 | ||
| 1013 | 2006.08.08 04:00 | s/l | 318 | 0.10 | 114.985 | 114.985 | 115.935 | -15.00 | 1038692.00 |
| 1014 | 2006.08.08 04:50 | buy | 319 | 0.10 | 115.035 | 0.000 | 0.000 | ||
| 1015 | 2006.08.08 04:50 | modify | 319 | 0.10 | 115.035 | 114.785 | 115.985 | ||
| 1016 | 2006.08.08 14:55 | close | 319 | 0.10 | 114.990 | 114.785 | 115.985 | -450.00 | 1038242.00 |
| 1017 | 2006.08.09 08:25 | buy | 320 | 0.10 | 115.545 | 0.000 | 0.000 | ||
| 1018 | 2006.08.09 08:25 | modify | 320 | 0.10 | 115.545 | 115.295 | 116.495 | ||
| 1019 | 2006.08.09 09:10 | s/l | 320 | 0.10 | 115.295 | 115.295 | 116.495 | -2500.00 | 1035742.00 |
| 1020 | 2006.08.09 09:35 | buy | 321 | 0.10 | 115.375 | 0.000 | 0.000 | ||
| 1021 | 2006.08.09 09:35 | modify | 321 | 0.10 | 115.375 | 115.125 | 116.325 | ||
| 1022 | 2006.08.09 11:20 | s/l | 321 | 0.10 | 115.125 | 115.125 | 116.325 | -2500.00 | 1033242.00 |
| 1023 | 2006.08.09 11:40 | buy | 322 | 0.10 | 115.125 | 0.000 | 0.000 | ||
| 1024 | 2006.08.09 11:40 | modify | 322 | 0.10 | 115.125 | 114.875 | 116.075 | ||
| 1025 | 2006.08.09 13:45 | s/l | 322 | 0.10 | 114.875 | 114.875 | 116.075 | -2500.00 | 1030742.00 |
| 1026 | 2006.08.09 17:05 | sell | 323 | 0.10 | 115.070 | 0.000 | 0.000 | ||
| 1027 | 2006.08.09 17:05 | modify | 323 | 0.10 | 115.070 | 115.370 | 113.870 | ||
| 1028 | 2006.08.09 22:45 | close | 323 | 0.10 | 115.295 | 115.370 | 113.870 | -2250.00 | 1028492.00 |
| 1029 | 2006.08.09 22:50 | sell | 324 | 0.10 | 115.290 | 0.000 | 0.000 | ||
| 1030 | 2006.08.09 22:50 | modify | 324 | 0.10 | 115.290 | 115.590 | 114.090 | ||
| 1031 | 2006.08.10 12:55 | close | 324 | 0.10 | 114.915 | 115.590 | 114.090 | 3724.00 | 1032216.00 |
| 1032 | 2006.08.10 21:00 | buy | 325 | 0.10 | 115.475 | 0.000 | 0.000 | ||
| 1033 | 2006.08.10 21:00 | modify | 325 | 0.10 | 115.475 | 115.225 | 116.425 | ||
| 1034 | 2006.08.10 22:10 | s/l | 325 | 0.10 | 115.225 | 115.225 | 116.425 | -2500.00 | 1029716.00 |
| 1035 | 2006.08.10 23:00 | buy | 326 | 0.10 | 115.265 | 0.000 | 0.000 | ||
| 1036 | 2006.08.10 23:00 | modify | 326 | 0.10 | 115.265 | 115.015 | 116.215 | ||
| 1037 | 2006.08.11 08:50 | modify | 326 | 0.10 | 115.265 | 115.265 | 116.215 | ||
| 1038 | 2006.08.11 13:35 | close | 326 | 0.10 | 115.970 | 115.265 | 116.215 | 7035.00 | 1036751.00 |
| 1039 | 2006.08.16 09:30 | sell | 327 | 0.10 | 116.070 | 0.000 | 0.000 | ||
| 1040 | 2006.08.16 09:30 | modify | 327 | 0.10 | 116.070 | 116.370 | 114.870 | ||
| 1041 | 2006.08.16 14:55 | s/l | 327 | 0.10 | 116.370 | 116.370 | 114.870 | -3000.00 | 1033751.00 |
| 1042 | 2006.08.16 19:00 | sell | 328 | 0.10 | 115.700 | 0.000 | 0.000 | ||
| 1043 | 2006.08.16 19:00 | modify | 328 | 0.10 | 115.700 | 116.000 | 114.500 | ||
| 1044 | 2006.08.16 23:10 | close | 328 | 0.10 | 115.835 | 116.000 | 114.500 | -1350.00 | 1032401.00 |
| 1045 | 2006.08.17 07:25 | sell | 329 | 0.10 | 115.650 | 0.000 | 0.000 | ||
| 1046 | 2006.08.17 07:25 | modify | 329 | 0.10 | 115.650 | 115.950 | 114.450 | ||
| 1047 | 2006.08.17 13:20 | modify | 329 | 0.10 | 115.650 | 115.650 | 114.450 | ||
| 1048 | 2006.08.17 19:30 | s/l | 329 | 0.10 | 115.650 | 115.650 | 114.450 | 0.00 | 1032401.00 |
| 1049 | 2006.08.21 04:00 | sell | 330 | 0.10 | 115.730 | 0.000 | 0.000 | ||
| 1050 | 2006.08.21 04:00 | modify | 330 | 0.10 | 115.730 | 116.030 | 114.530 | ||