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 |
| 10351 | 2020.06.02 06:30 | sell | 3256 | 0.10 | 107.690 | 0.000 | 0.000 | ||
| 10352 | 2020.06.02 06:30 | modify | 3256 | 0.10 | 107.690 | 107.990 | 106.490 | ||
| 10353 | 2020.06.02 15:10 | s/l | 3256 | 0.10 | 107.990 | 107.990 | 106.490 | -3000.00 | 2137271.00 |
| 10354 | 2020.06.05 04:45 | buy | 3257 | 0.10 | 109.113 | 0.000 | 0.000 | ||
| 10355 | 2020.06.05 04:45 | modify | 3257 | 0.10 | 109.113 | 108.863 | 110.063 | ||
| 10356 | 2020.06.05 14:50 | close | 3257 | 0.10 | 109.226 | 108.863 | 110.063 | 1130.00 | 2138401.00 |
| 10357 | 2020.06.08 06:35 | sell | 3258 | 0.10 | 109.454 | 0.000 | 0.000 | ||
| 10358 | 2020.06.08 06:35 | modify | 3258 | 0.10 | 109.454 | 109.754 | 108.254 | ||
| 10359 | 2020.06.08 18:45 | modify | 3258 | 0.10 | 109.454 | 109.454 | 108.254 | ||
| 10360 | 2020.06.08 20:10 | t/p | 3258 | 0.10 | 108.254 | 109.454 | 108.254 | 12000.00 | 2150401.00 |
| 10361 | 2020.06.09 02:15 | sell | 3259 | 0.10 | 108.437 | 0.000 | 0.000 | ||
| 10362 | 2020.06.09 02:15 | modify | 3259 | 0.10 | 108.437 | 108.737 | 107.237 | ||
| 10363 | 2020.06.09 06:40 | modify | 3259 | 0.10 | 108.437 | 108.437 | 107.237 | ||
| 10364 | 2020.06.09 20:00 | close | 3259 | 0.10 | 107.710 | 108.437 | 107.237 | 7270.00 | 2157671.00 |
| 10365 | 2020.06.12 15:35 | buy | 3260 | 0.10 | 107.311 | 0.000 | 0.000 | ||
| 10366 | 2020.06.12 15:35 | modify | 3260 | 0.10 | 107.311 | 107.061 | 108.261 | ||
| 10367 | 2020.06.12 16:00 | close | 3260 | 0.10 | 107.381 | 107.061 | 108.261 | 700.00 | 2158371.00 |
| 10368 | 2020.06.16 04:50 | buy | 3261 | 0.10 | 107.296 | 0.000 | 0.000 | ||
| 10369 | 2020.06.16 04:50 | modify | 3261 | 0.10 | 107.296 | 107.046 | 108.246 | ||
| 10370 | 2020.06.16 14:55 | close | 3261 | 0.10 | 107.311 | 107.046 | 108.246 | 150.00 | 2158521.00 |
| 10371 | 2020.06.17 12:00 | buy | 3262 | 0.10 | 107.422 | 0.000 | 0.000 | ||
| 10372 | 2020.06.17 12:00 | modify | 3262 | 0.10 | 107.422 | 107.172 | 108.372 | ||
| 10373 | 2020.06.17 17:35 | s/l | 3262 | 0.10 | 107.172 | 107.172 | 108.372 | -2500.00 | 2156021.00 |
| 10374 | 2020.06.17 17:35 | buy | 3263 | 0.10 | 107.233 | 0.000 | 0.000 | ||
| 10375 | 2020.06.17 17:35 | modify | 3263 | 0.10 | 107.233 | 106.983 | 108.183 | ||
| 10376 | 2020.06.17 22:50 | s/l | 3263 | 0.10 | 106.983 | 106.983 | 108.183 | -2500.00 | 2153521.00 |
| 10377 | 2020.06.18 10:00 | sell | 3264 | 0.10 | 106.916 | 0.000 | 0.000 | ||
| 10378 | 2020.06.18 10:00 | modify | 3264 | 0.10 | 106.916 | 107.216 | 105.716 | ||
| 10379 | 2020.06.19 00:05 | close | 3264 | 0.10 | 106.956 | 107.216 | 105.716 | -426.00 | 2153095.00 |
| 10380 | 2020.06.19 10:55 | sell | 3265 | 0.10 | 106.965 | 0.000 | 0.000 | ||
| 10381 | 2020.06.19 10:55 | modify | 3265 | 0.10 | 106.965 | 107.265 | 105.765 | ||
| 10382 | 2020.06.19 16:00 | close | 3265 | 0.10 | 106.864 | 107.265 | 105.765 | 1010.00 | 2154105.00 |
| 10383 | 2020.06.22 05:00 | sell | 3266 | 0.10 | 106.867 | 0.000 | 0.000 | ||
| 10384 | 2020.06.22 05:00 | modify | 3266 | 0.10 | 106.867 | 107.167 | 105.667 | ||
| 10385 | 2020.06.22 19:05 | close | 3266 | 0.10 | 106.864 | 107.167 | 105.667 | 30.00 | 2154135.00 |
| 10386 | 2020.06.23 01:00 | buy | 3267 | 0.10 | 106.899 | 0.000 | 0.000 | ||
| 10387 | 2020.06.23 01:00 | modify | 3267 | 0.10 | 106.899 | 106.649 | 107.849 | ||
| 10388 | 2020.06.23 07:15 | modify | 3267 | 0.10 | 106.899 | 106.899 | 107.849 | ||
| 10389 | 2020.06.23 15:20 | s/l | 3267 | 0.10 | 106.899 | 106.899 | 107.849 | 0.00 | 2154135.00 |
| 10390 | 2020.06.24 12:35 | buy | 3268 | 0.10 | 106.522 | 0.000 | 0.000 | ||
| 10391 | 2020.06.24 12:35 | modify | 3268 | 0.10 | 106.522 | 106.272 | 107.472 | ||
| 10392 | 2020.06.24 20:25 | modify | 3268 | 0.10 | 106.522 | 106.522 | 107.472 | ||
| 10393 | 2020.06.24 21:55 | close | 3268 | 0.10 | 106.935 | 106.522 | 107.472 | 4130.00 | 2158265.00 |
| 10394 | 2020.06.25 09:10 | buy | 3269 | 0.10 | 107.166 | 0.000 | 0.000 | ||
| 10395 | 2020.06.25 09:10 | modify | 3269 | 0.10 | 107.166 | 106.916 | 108.116 | ||
| 10396 | 2020.06.25 19:15 | close | 3269 | 0.10 | 107.152 | 106.916 | 108.116 | -140.00 | 2158125.00 |
| 10397 | 2020.06.27 00:54 | buy | 3270 | 0.10 | 107.215 | 0.000 | 0.000 | ||
| 10398 | 2020.06.27 00:54 | modify | 3270 | 0.10 | 107.215 | 106.965 | 108.165 | ||
| 10399 | 2020.06.28 23:54 | close | 3270 | 0.10 | 107.210 | 106.965 | 108.165 | -50.00 | 2158075.00 |
| 10400 | 2020.06.29 00:35 | buy | 3271 | 0.10 | 107.173 | 0.000 | 0.000 | ||
| 10401 | 2020.06.29 00:35 | modify | 3271 | 0.10 | 107.173 | 106.923 | 108.123 | ||
| 10402 | 2020.06.29 10:40 | close | 3271 | 0.10 | 107.171 | 106.923 | 108.123 | -20.00 | 2158055.00 |
| 10403 | 2020.07.01 14:10 | sell | 3272 | 0.10 | 107.511 | 0.000 | 0.000 | ||
| 10404 | 2020.07.01 14:10 | modify | 3272 | 0.10 | 107.511 | 107.811 | 106.311 | ||
| 10405 | 2020.07.02 04:15 | close | 3272 | 0.10 | 107.435 | 107.811 | 106.311 | 734.00 | 2158789.00 |
| 10406 | 2020.07.03 04:20 | sell | 3273 | 0.10 | 107.490 | 0.000 | 0.000 | ||
| 10407 | 2020.07.03 04:20 | modify | 3273 | 0.10 | 107.490 | 107.790 | 106.290 | ||
| 10408 | 2020.07.03 16:00 | close | 3273 | 0.10 | 107.508 | 107.790 | 106.290 | -180.00 | 2158609.00 |
| 10409 | 2020.07.03 16:10 | sell | 3274 | 0.10 | 107.494 | 0.000 | 0.000 | ||
| 10410 | 2020.07.03 16:10 | close | 3274 | 0.10 | 107.499 | 0.000 | 0.000 | -50.00 | 2158559.00 |
| 10411 | 2020.07.05 23:54 | sell | 3275 | 0.10 | 107.450 | 0.000 | 0.000 | ||
| 10412 | 2020.07.05 23:54 | modify | 3275 | 0.10 | 107.450 | 107.750 | 106.250 | ||
| 10413 | 2020.07.06 02:20 | close | 3275 | 0.10 | 107.555 | 107.750 | 106.250 | -1076.00 | 2157483.00 |
| 10414 | 2020.07.06 02:45 | sell | 3276 | 0.10 | 107.548 | 0.000 | 0.000 | ||
| 10415 | 2020.07.06 02:45 | modify | 3276 | 0.10 | 107.548 | 107.848 | 106.348 | ||
| 10416 | 2020.07.06 07:15 | close | 3276 | 0.10 | 107.698 | 107.848 | 106.348 | -1500.00 | 2155983.00 |
| 10417 | 2020.07.06 17:45 | sell | 3277 | 0.10 | 107.457 | 0.000 | 0.000 | ||
| 10418 | 2020.07.06 17:45 | modify | 3277 | 0.10 | 107.457 | 107.757 | 106.257 | ||
| 10419 | 2020.07.07 07:50 | close | 3277 | 0.10 | 107.366 | 107.757 | 106.257 | 884.00 | 2156867.00 |
| 10420 | 2020.07.10 07:10 | sell | 3278 | 0.10 | 107.018 | 0.000 | 0.000 | ||
| 10421 | 2020.07.10 07:10 | modify | 3278 | 0.10 | 107.018 | 107.318 | 105.818 | ||
| 10422 | 2020.07.10 11:55 | modify | 3278 | 0.10 | 107.018 | 107.018 | 105.818 | ||
| 10423 | 2020.07.10 16:00 | close | 3278 | 0.10 | 106.785 | 107.018 | 105.818 | 2330.00 | 2159197.00 |
| 10424 | 2020.07.13 20:40 | buy | 3279 | 0.10 | 107.215 | 0.000 | 0.000 | ||
| 10425 | 2020.07.13 20:40 | modify | 3279 | 0.10 | 107.215 | 106.965 | 108.165 | ||
| 10426 | 2020.07.14 06:45 | close | 3279 | 0.10 | 107.145 | 106.965 | 108.165 | -715.00 | 2158482.00 |
| 10427 | 2020.07.16 00:40 | buy | 3280 | 0.10 | 106.940 | 0.000 | 0.000 | ||
| 10428 | 2020.07.16 00:40 | modify | 3280 | 0.10 | 106.940 | 106.690 | 107.890 | ||
| 10429 | 2020.07.16 10:45 | close | 3280 | 0.10 | 106.933 | 106.690 | 107.890 | -70.00 | 2158412.00 |
| 10430 | 2020.07.16 14:05 | buy | 3281 | 0.10 | 107.151 | 0.000 | 0.000 | ||
| 10431 | 2020.07.16 14:05 | modify | 3281 | 0.10 | 107.151 | 106.901 | 108.101 | ||
| 10432 | 2020.07.16 22:10 | modify | 3281 | 0.10 | 107.151 | 107.151 | 108.101 | ||
| 10433 | 2020.07.17 10:10 | s/l | 3281 | 0.10 | 107.151 | 107.151 | 108.101 | -15.00 | 2158397.00 |
| 10434 | 2020.07.17 13:15 | sell | 3282 | 0.10 | 107.146 | 0.000 | 0.000 | ||
| 10435 | 2020.07.17 13:15 | modify | 3282 | 0.10 | 107.146 | 107.446 | 105.946 | ||
| 10436 | 2020.07.17 16:00 | close | 3282 | 0.10 | 107.235 | 107.446 | 105.946 | -890.00 | 2157507.00 |
| 10437 | 2020.07.17 16:05 | sell | 3283 | 0.10 | 107.215 | 0.000 | 0.000 | ||
| 10438 | 2020.07.17 16:05 | close | 3283 | 0.10 | 107.220 | 0.000 | 0.000 | -50.00 | 2157457.00 |
| 10439 | 2020.07.20 00:50 | sell | 3284 | 0.10 | 107.050 | 0.000 | 0.000 | ||
| 10440 | 2020.07.20 00:50 | modify | 3284 | 0.10 | 107.050 | 107.350 | 105.850 | ||
| 10441 | 2020.07.20 03:55 | s/l | 3284 | 0.10 | 107.350 | 107.350 | 105.850 | -3000.00 | 2154457.00 |
| 10442 | 2020.07.21 08:55 | buy | 3285 | 0.10 | 107.331 | 0.000 | 0.000 | ||
| 10443 | 2020.07.21 08:55 | modify | 3285 | 0.10 | 107.331 | 107.081 | 108.281 | ||
| 10444 | 2020.07.21 15:30 | close | 3285 | 0.10 | 107.136 | 107.081 | 108.281 | -1950.00 | 2152507.00 |
| 10445 | 2020.07.22 02:50 | sell | 3286 | 0.10 | 106.804 | 0.000 | 0.000 | ||
| 10446 | 2020.07.22 02:50 | modify | 3286 | 0.10 | 106.804 | 107.104 | 105.604 | ||
| 10447 | 2020.07.22 15:15 | close | 3286 | 0.10 | 107.026 | 107.104 | 105.604 | -2220.00 | 2150287.00 |
| 10448 | 2020.07.23 05:25 | buy | 3287 | 0.10 | 107.137 | 0.000 | 0.000 | ||
| 10449 | 2020.07.23 05:25 | modify | 3287 | 0.10 | 107.137 | 106.887 | 108.087 | ||
| 10450 | 2020.07.23 15:30 | close | 3287 | 0.10 | 107.114 | 106.887 | 108.087 | -230.00 | 2150057.00 |
| 10451 | 2020.07.24 00:45 | sell | 3288 | 0.10 | 106.814 | 0.000 | 0.000 | ||
| 10452 | 2020.07.24 00:45 | modify | 3288 | 0.10 | 106.814 | 107.114 | 105.614 | ||
| 10453 | 2020.07.24 06:00 | modify | 3288 | 0.10 | 106.814 | 106.814 | 105.614 | ||
| 10454 | 2020.07.24 08:55 | close | 3288 | 0.10 | 106.399 | 106.814 | 105.614 | 4150.00 | 2154207.00 |
| 10455 | 2020.07.27 02:05 | buy | 3289 | 0.10 | 105.988 | 0.000 | 0.000 | ||
| 10456 | 2020.07.27 02:05 | modify | 3289 | 0.10 | 105.988 | 105.738 | 106.938 | ||
| 10457 | 2020.07.27 04:35 | s/l | 3289 | 0.10 | 105.738 | 105.738 | 106.938 | -2500.00 | 2151707.00 |
| 10458 | 2020.07.30 13:05 | buy | 3290 | 0.10 | 105.062 | 0.000 | 0.000 | ||
| 10459 | 2020.07.30 13:05 | modify | 3290 | 0.10 | 105.062 | 104.812 | 106.012 | ||
| 10460 | 2020.07.30 20:20 | close | 3290 | 0.10 | 104.829 | 104.812 | 106.012 | -2330.00 | 2149377.00 |
| 10461 | 2020.08.04 08:20 | buy | 3291 | 0.10 | 106.085 | 0.000 | 0.000 | ||
| 10462 | 2020.08.04 08:20 | modify | 3291 | 0.10 | 106.085 | 105.835 | 107.035 | ||
| 10463 | 2020.08.04 10:25 | s/l | 3291 | 0.10 | 105.835 | 105.835 | 107.035 | -2500.00 | 2146877.00 |
| 10464 | 2020.08.10 07:15 | sell | 3292 | 0.10 | 105.783 | 0.000 | 0.000 | ||
| 10465 | 2020.08.10 07:15 | modify | 3292 | 0.10 | 105.783 | 106.083 | 104.583 | ||
| 10466 | 2020.08.10 13:20 | close | 3292 | 0.10 | 105.988 | 106.083 | 104.583 | -2050.00 | 2144827.00 |
| 10467 | 2020.08.11 06:15 | buy | 3293 | 0.10 | 106.071 | 0.000 | 0.000 | ||
| 10468 | 2020.08.11 06:15 | modify | 3293 | 0.10 | 106.071 | 105.821 | 107.021 | ||
| 10469 | 2020.08.11 16:20 | close | 3293 | 0.10 | 106.130 | 105.821 | 107.021 | 590.00 | 2145417.00 |
| 10470 | 2020.08.12 00:05 | buy | 3294 | 0.10 | 106.510 | 0.000 | 0.000 | ||
| 10471 | 2020.08.12 00:05 | modify | 3294 | 0.10 | 106.510 | 106.260 | 107.460 | ||
| 10472 | 2020.08.12 10:10 | close | 3294 | 0.10 | 106.767 | 106.260 | 107.460 | 2570.00 | 2147987.00 |
| 10473 | 2020.08.13 23:40 | buy | 3295 | 0.10 | 106.925 | 0.000 | 0.000 | ||
| 10474 | 2020.08.13 23:40 | modify | 3295 | 0.10 | 106.925 | 106.675 | 107.875 | ||
| 10475 | 2020.08.14 09:45 | close | 3295 | 0.10 | 106.854 | 106.675 | 107.875 | -725.00 | 2147262.00 |
| 10476 | 2020.08.16 23:54 | sell | 3296 | 0.10 | 106.557 | 0.000 | 0.000 | ||
| 10477 | 2020.08.16 23:54 | modify | 3296 | 0.10 | 106.557 | 106.857 | 105.357 | ||
| 10478 | 2020.08.17 13:55 | close | 3296 | 0.10 | 106.314 | 106.857 | 105.357 | 2404.00 | 2149666.00 |
| 10479 | 2020.08.20 02:25 | buy | 3297 | 0.10 | 106.050 | 0.000 | 0.000 | ||
| 10480 | 2020.08.20 02:25 | modify | 3297 | 0.10 | 106.050 | 105.800 | 107.000 | ||
| 10481 | 2020.08.20 12:30 | close | 3297 | 0.10 | 106.006 | 105.800 | 107.000 | -440.00 | 2149226.00 |
| 10482 | 2020.08.20 13:15 | buy | 3298 | 0.10 | 105.997 | 0.000 | 0.000 | ||
| 10483 | 2020.08.20 13:15 | modify | 3298 | 0.10 | 105.997 | 105.747 | 106.947 | ||
| 10484 | 2020.08.20 21:50 | s/l | 3298 | 0.10 | 105.747 | 105.747 | 106.947 | -2500.00 | 2146726.00 |
| 10485 | 2020.08.24 01:10 | buy | 3299 | 0.10 | 105.812 | 0.000 | 0.000 | ||
| 10486 | 2020.08.24 01:10 | modify | 3299 | 0.10 | 105.812 | 105.562 | 106.762 | ||
| 10487 | 2020.08.24 11:15 | close | 3299 | 0.10 | 105.836 | 105.562 | 106.762 | 240.00 | 2146966.00 |
| 10488 | 2020.08.25 06:05 | buy | 3300 | 0.10 | 105.925 | 0.000 | 0.000 | ||
| 10489 | 2020.08.25 06:05 | modify | 3300 | 0.10 | 105.925 | 105.675 | 106.875 | ||
| 10490 | 2020.08.25 11:20 | modify | 3300 | 0.10 | 105.925 | 105.925 | 106.875 | ||
| 10491 | 2020.08.25 20:05 | close | 3300 | 0.10 | 106.425 | 105.925 | 106.875 | 5000.00 | 2151966.00 |
| 10492 | 2020.08.27 05:40 | sell | 3301 | 0.10 | 106.028 | 0.000 | 0.000 | ||
| 10493 | 2020.08.27 05:40 | modify | 3301 | 0.10 | 106.028 | 106.328 | 104.828 | ||
| 10494 | 2020.08.27 17:05 | s/l | 3301 | 0.10 | 106.328 | 106.328 | 104.828 | -3000.00 | 2148966.00 |
| 10495 | 2020.08.28 00:05 | buy | 3302 | 0.10 | 106.551 | 0.000 | 0.000 | ||
| 10496 | 2020.08.28 00:05 | modify | 3302 | 0.10 | 106.551 | 106.301 | 107.501 | ||
| 10497 | 2020.08.28 06:30 | modify | 3302 | 0.10 | 106.551 | 106.551 | 107.501 | ||
| 10498 | 2020.08.28 08:10 | s/l | 3302 | 0.10 | 106.551 | 106.551 | 107.501 | 0.00 | 2148966.00 |
| 10499 | 2020.08.28 09:15 | buy | 3303 | 0.10 | 106.318 | 0.000 | 0.000 | ||
| 10500 | 2020.08.28 09:15 | modify | 3303 | 0.10 | 106.318 | 106.068 | 107.268 | ||