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 | |
前へ71ページ目
| # | 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 |
| 10501 | 2020.08.28 10:10 | s/l | 3303 | 0.10 | 106.068 | 106.068 | 107.268 | -2500.00 | 2146466.00 |
| 10502 | 2020.09.01 12:10 | sell | 3304 | 0.10 | 105.699 | 0.000 | 0.000 | ||
| 10503 | 2020.09.01 12:10 | modify | 3304 | 0.10 | 105.699 | 105.999 | 104.499 | ||
| 10504 | 2020.09.01 17:05 | s/l | 3304 | 0.10 | 105.999 | 105.999 | 104.499 | -3000.00 | 2143466.00 |
| 10505 | 2020.09.02 13:55 | buy | 3305 | 0.10 | 106.188 | 0.000 | 0.000 | ||
| 10506 | 2020.09.02 13:55 | modify | 3305 | 0.10 | 106.188 | 105.938 | 107.138 | ||
| 10507 | 2020.09.03 00:05 | close | 3305 | 0.10 | 106.110 | 105.938 | 107.138 | -795.00 | 2142671.00 |
| 10508 | 2020.09.03 00:25 | buy | 3306 | 0.10 | 106.130 | 0.000 | 0.000 | ||
| 10509 | 2020.09.03 00:25 | modify | 3306 | 0.10 | 106.130 | 105.880 | 107.080 | ||
| 10510 | 2020.09.03 10:30 | close | 3306 | 0.10 | 106.205 | 105.880 | 107.080 | 750.00 | 2143421.00 |
| 10511 | 2020.09.07 06:05 | buy | 3307 | 0.10 | 106.274 | 0.000 | 0.000 | ||
| 10512 | 2020.09.07 06:05 | modify | 3307 | 0.10 | 106.274 | 106.024 | 107.224 | ||
| 10513 | 2020.09.07 16:10 | close | 3307 | 0.10 | 106.219 | 106.024 | 107.224 | -550.00 | 2142871.00 |
| 10514 | 2020.09.07 16:40 | sell | 3308 | 0.10 | 106.212 | 0.000 | 0.000 | ||
| 10515 | 2020.09.07 16:40 | modify | 3308 | 0.10 | 106.212 | 106.512 | 105.012 | ||
| 10516 | 2020.09.07 21:15 | close | 3308 | 0.10 | 106.281 | 106.512 | 105.012 | -690.00 | 2142181.00 |
| 10517 | 2020.09.08 21:55 | sell | 3309 | 0.10 | 106.020 | 0.000 | 0.000 | ||
| 10518 | 2020.09.08 21:55 | modify | 3309 | 0.10 | 106.020 | 106.320 | 104.820 | ||
| 10519 | 2020.09.09 12:00 | close | 3309 | 0.10 | 105.987 | 106.320 | 104.820 | 304.00 | 2142485.00 |
| 10520 | 2020.09.10 13:50 | sell | 3310 | 0.10 | 106.075 | 0.000 | 0.000 | ||
| 10521 | 2020.09.10 13:50 | modify | 3310 | 0.10 | 106.075 | 106.375 | 104.875 | ||
| 10522 | 2020.09.11 03:55 | close | 3310 | 0.10 | 106.139 | 106.375 | 104.875 | -666.00 | 2141819.00 |
| 10523 | 2020.09.11 04:05 | buy | 3311 | 0.10 | 106.180 | 0.000 | 0.000 | ||
| 10524 | 2020.09.11 04:05 | modify | 3311 | 0.10 | 106.180 | 105.930 | 107.130 | ||
| 10525 | 2020.09.11 14:10 | close | 3311 | 0.10 | 106.166 | 105.930 | 107.130 | -140.00 | 2141679.00 |
| 10526 | 2020.09.11 15:25 | buy | 3312 | 0.10 | 106.151 | 0.000 | 0.000 | ||
| 10527 | 2020.09.11 15:25 | modify | 3312 | 0.10 | 106.151 | 105.901 | 107.101 | ||
| 10528 | 2020.09.11 16:00 | close | 3312 | 0.10 | 106.142 | 105.901 | 107.101 | -90.00 | 2141589.00 |
| 10529 | 2020.09.18 08:20 | buy | 3313 | 0.10 | 104.809 | 0.000 | 0.000 | ||
| 10530 | 2020.09.18 08:20 | modify | 3313 | 0.10 | 104.809 | 104.559 | 105.759 | ||
| 10531 | 2020.09.18 10:30 | s/l | 3313 | 0.10 | 104.559 | 104.559 | 105.759 | -2500.00 | 2139089.00 |
| 10532 | 2020.09.18 11:30 | buy | 3314 | 0.10 | 104.568 | 0.000 | 0.000 | ||
| 10533 | 2020.09.18 11:30 | modify | 3314 | 0.10 | 104.568 | 104.318 | 105.518 | ||
| 10534 | 2020.09.18 13:00 | s/l | 3314 | 0.10 | 104.318 | 104.318 | 105.518 | -2500.00 | 2136589.00 |
| 10535 | 2020.09.22 00:10 | buy | 3315 | 0.10 | 104.695 | 0.000 | 0.000 | ||
| 10536 | 2020.09.22 00:10 | modify | 3315 | 0.10 | 104.695 | 104.445 | 105.645 | ||
| 10537 | 2020.09.22 06:40 | close | 3315 | 0.10 | 104.533 | 104.445 | 105.645 | -1620.00 | 2134969.00 |
| 10538 | 2020.09.22 22:00 | buy | 3316 | 0.10 | 104.939 | 0.000 | 0.000 | ||
| 10539 | 2020.09.22 22:00 | modify | 3316 | 0.10 | 104.939 | 104.689 | 105.889 | ||
| 10540 | 2020.09.23 08:05 | close | 3316 | 0.10 | 105.056 | 104.689 | 105.889 | 1155.00 | 2136124.00 |
| 10541 | 2020.09.23 08:10 | buy | 3317 | 0.10 | 105.065 | 0.000 | 0.000 | ||
| 10542 | 2020.09.23 08:10 | modify | 3317 | 0.10 | 105.065 | 104.815 | 106.015 | ||
| 10543 | 2020.09.23 18:15 | close | 3317 | 0.10 | 105.300 | 104.815 | 106.015 | 2350.00 | 2138474.00 |
| 10544 | 2020.09.25 08:20 | buy | 3318 | 0.10 | 105.372 | 0.000 | 0.000 | ||
| 10545 | 2020.09.25 08:20 | modify | 3318 | 0.10 | 105.372 | 105.122 | 106.322 | ||
| 10546 | 2020.09.25 16:00 | close | 3318 | 0.10 | 105.496 | 105.122 | 106.322 | 1240.00 | 2139714.00 |
| 10547 | 2020.09.28 00:15 | buy | 3319 | 0.10 | 105.611 | 0.000 | 0.000 | ||
| 10548 | 2020.09.28 00:15 | modify | 3319 | 0.10 | 105.611 | 105.361 | 106.561 | ||
| 10549 | 2020.09.28 03:55 | s/l | 3319 | 0.10 | 105.361 | 105.361 | 106.561 | -2500.00 | 2137214.00 |
| 10550 | 2020.09.28 11:05 | sell | 3320 | 0.10 | 105.345 | 0.000 | 0.000 | ||
| 10551 | 2020.09.28 11:05 | modify | 3320 | 0.10 | 105.345 | 105.645 | 104.145 | ||
| 10552 | 2020.09.28 18:05 | s/l | 3320 | 0.10 | 105.645 | 105.645 | 104.145 | -3000.00 | 2134214.00 |
| 10553 | 2020.09.30 11:15 | sell | 3321 | 0.10 | 105.587 | 0.000 | 0.000 | ||
| 10554 | 2020.09.30 11:15 | modify | 3321 | 0.10 | 105.587 | 105.887 | 104.387 | ||
| 10555 | 2020.10.01 01:20 | close | 3321 | 0.10 | 105.429 | 105.887 | 104.387 | 1554.00 | 2135768.00 |
| 10556 | 2020.10.01 04:35 | sell | 3322 | 0.10 | 105.486 | 0.000 | 0.000 | ||
| 10557 | 2020.10.01 04:35 | modify | 3322 | 0.10 | 105.486 | 105.786 | 104.286 | ||
| 10558 | 2020.10.01 18:40 | close | 3322 | 0.10 | 105.554 | 105.786 | 104.286 | -680.00 | 2135088.00 |
| 10559 | 2020.10.05 16:35 | buy | 3323 | 0.10 | 105.568 | 0.000 | 0.000 | ||
| 10560 | 2020.10.05 16:35 | modify | 3323 | 0.10 | 105.568 | 105.318 | 106.518 | ||
| 10561 | 2020.10.05 20:50 | modify | 3323 | 0.10 | 105.568 | 105.568 | 106.518 | ||
| 10562 | 2020.10.06 11:15 | s/l | 3323 | 0.10 | 105.568 | 105.568 | 106.518 | -15.00 | 2135073.00 |
| 10563 | 2020.10.07 05:50 | buy | 3324 | 0.10 | 105.667 | 0.000 | 0.000 | ||
| 10564 | 2020.10.07 05:50 | modify | 3324 | 0.10 | 105.667 | 105.417 | 106.617 | ||
| 10565 | 2020.10.07 11:50 | modify | 3324 | 0.10 | 105.667 | 105.667 | 106.617 | ||
| 10566 | 2020.10.07 14:25 | close | 3324 | 0.10 | 106.049 | 105.667 | 106.617 | 3820.00 | 2138893.00 |
| 10567 | 2020.10.07 16:30 | buy | 3325 | 0.10 | 105.903 | 0.000 | 0.000 | ||
| 10568 | 2020.10.07 16:30 | modify | 3325 | 0.10 | 105.903 | 105.653 | 106.853 | ||
| 10569 | 2020.10.07 22:45 | modify | 3325 | 0.10 | 105.903 | 105.903 | 106.853 | ||
| 10570 | 2020.10.09 03:50 | s/l | 3325 | 0.10 | 105.903 | 105.903 | 106.853 | -30.00 | 2138863.00 |
| 10571 | 2020.10.09 09:35 | sell | 3326 | 0.10 | 105.918 | 0.000 | 0.000 | ||
| 10572 | 2020.10.09 09:35 | modify | 3326 | 0.10 | 105.918 | 106.218 | 104.718 | ||
| 10573 | 2020.10.09 16:00 | close | 3326 | 0.10 | 105.856 | 106.218 | 104.718 | 620.00 | 2139483.00 |
| 10574 | 2020.10.12 05:35 | sell | 3327 | 0.10 | 105.560 | 0.000 | 0.000 | ||
| 10575 | 2020.10.12 05:35 | modify | 3327 | 0.10 | 105.560 | 105.860 | 104.360 | ||
| 10576 | 2020.10.12 15:55 | modify | 3327 | 0.10 | 105.560 | 105.560 | 104.360 | ||
| 10577 | 2020.10.12 21:15 | close | 3327 | 0.10 | 105.347 | 105.560 | 104.360 | 2130.00 | 2141613.00 |
| 10578 | 2020.10.14 07:35 | sell | 3328 | 0.10 | 105.415 | 0.000 | 0.000 | ||
| 10579 | 2020.10.14 07:35 | modify | 3328 | 0.10 | 105.415 | 105.715 | 104.215 | ||
| 10580 | 2020.10.14 17:55 | modify | 3328 | 0.10 | 105.415 | 105.415 | 104.215 | ||
| 10581 | 2020.10.14 20:30 | close | 3328 | 0.10 | 105.120 | 105.415 | 104.215 | 2950.00 | 2144563.00 |
| 10582 | 2020.10.15 14:55 | buy | 3329 | 0.10 | 105.273 | 0.000 | 0.000 | ||
| 10583 | 2020.10.15 14:55 | modify | 3329 | 0.10 | 105.273 | 105.023 | 106.223 | ||
| 10584 | 2020.10.15 22:15 | modify | 3329 | 0.10 | 105.273 | 105.273 | 106.223 | ||
| 10585 | 2020.10.16 04:35 | s/l | 3329 | 0.10 | 105.273 | 105.273 | 106.223 | -15.00 | 2144548.00 |
| 10586 | 2020.10.19 00:30 | buy | 3330 | 0.10 | 105.382 | 0.000 | 0.000 | ||
| 10587 | 2020.10.19 00:30 | modify | 3330 | 0.10 | 105.382 | 105.132 | 106.332 | ||
| 10588 | 2020.10.19 10:35 | close | 3330 | 0.10 | 105.441 | 105.132 | 106.332 | 590.00 | 2145138.00 |
| 10589 | 2020.10.19 12:55 | buy | 3331 | 0.10 | 105.349 | 0.000 | 0.000 | ||
| 10590 | 2020.10.19 12:55 | modify | 3331 | 0.10 | 105.349 | 105.099 | 106.299 | ||
| 10591 | 2020.10.19 23:00 | close | 3331 | 0.10 | 105.418 | 105.099 | 106.299 | 690.00 | 2145828.00 |
| 10592 | 2020.10.20 07:10 | buy | 3332 | 0.10 | 105.548 | 0.000 | 0.000 | ||
| 10593 | 2020.10.20 07:10 | modify | 3332 | 0.10 | 105.548 | 105.298 | 106.498 | ||
| 10594 | 2020.10.20 17:15 | close | 3332 | 0.10 | 105.601 | 105.298 | 106.498 | 530.00 | 2146358.00 |
| 10595 | 2020.10.23 08:50 | sell | 3333 | 0.10 | 104.692 | 0.000 | 0.000 | ||
| 10596 | 2020.10.23 08:50 | modify | 3333 | 0.10 | 104.692 | 104.992 | 103.492 | ||
| 10597 | 2020.10.23 16:00 | close | 3333 | 0.10 | 104.698 | 104.992 | 103.492 | -60.00 | 2146298.00 |
| 10598 | 2020.10.26 12:05 | buy | 3334 | 0.10 | 104.903 | 0.000 | 0.000 | ||
| 10599 | 2020.10.26 12:05 | modify | 3334 | 0.10 | 104.903 | 104.653 | 105.853 | ||
| 10600 | 2020.10.26 22:10 | close | 3334 | 0.10 | 104.846 | 104.653 | 105.853 | -570.00 | 2145728.00 |
| 10601 | 2020.10.26 22:55 | buy | 3335 | 0.10 | 104.846 | 0.000 | 0.000 | ||
| 10602 | 2020.10.26 22:55 | modify | 3335 | 0.10 | 104.846 | 104.596 | 105.796 | ||
| 10603 | 2020.10.27 06:00 | close | 3335 | 0.10 | 104.709 | 104.596 | 105.796 | -1385.00 | 2144343.00 |
| 10604 | 2020.10.28 21:55 | buy | 3336 | 0.10 | 104.304 | 0.000 | 0.000 | ||
| 10605 | 2020.10.28 21:55 | modify | 3336 | 0.10 | 104.304 | 104.054 | 105.254 | ||
| 10606 | 2020.10.29 06:25 | modify | 3336 | 0.10 | 104.304 | 104.304 | 105.254 | ||
| 10607 | 2020.10.29 10:30 | s/l | 3336 | 0.10 | 104.304 | 104.304 | 105.254 | -15.00 | 2144328.00 |
| 10608 | 2020.10.29 10:55 | buy | 3337 | 0.10 | 104.295 | 0.000 | 0.000 | ||
| 10609 | 2020.10.29 10:55 | modify | 3337 | 0.10 | 104.295 | 104.045 | 105.245 | ||
| 10610 | 2020.10.29 13:40 | s/l | 3337 | 0.10 | 104.045 | 104.045 | 105.245 | -2500.00 | 2141828.00 |
| 10611 | 2020.10.29 16:20 | sell | 3338 | 0.10 | 104.312 | 0.000 | 0.000 | ||
| 10612 | 2020.10.29 16:20 | modify | 3338 | 0.10 | 104.312 | 104.612 | 103.112 | ||
| 10613 | 2020.10.29 18:25 | s/l | 3338 | 0.10 | 104.612 | 104.612 | 103.112 | -3000.00 | 2138828.00 |
| 10614 | 2020.10.30 11:15 | sell | 3339 | 0.10 | 104.331 | 0.000 | 0.000 | ||
| 10615 | 2020.10.30 11:15 | modify | 3339 | 0.10 | 104.331 | 104.631 | 103.131 | ||
| 10616 | 2020.10.30 16:00 | close | 3339 | 0.10 | 104.471 | 104.631 | 103.131 | -1400.00 | 2137428.00 |
| 10617 | 2020.11.02 01:05 | buy | 3340 | 0.10 | 104.664 | 0.000 | 0.000 | ||
| 10618 | 2020.11.02 01:05 | modify | 3340 | 0.10 | 104.664 | 104.414 | 105.614 | ||
| 10619 | 2020.11.02 10:20 | modify | 3340 | 0.10 | 104.664 | 104.664 | 105.614 | ||
| 10620 | 2020.11.02 14:20 | s/l | 3340 | 0.10 | 104.664 | 104.664 | 105.614 | 0.00 | 2137428.00 |
| 10621 | 2020.11.04 08:00 | buy | 3341 | 0.10 | 104.948 | 0.000 | 0.000 | ||
| 10622 | 2020.11.04 08:00 | modify | 3341 | 0.10 | 104.948 | 104.698 | 105.898 | ||
| 10623 | 2020.11.04 12:20 | s/l | 3341 | 0.10 | 104.698 | 104.698 | 105.898 | -2500.00 | 2134928.00 |
| 10624 | 2020.11.04 17:10 | sell | 3342 | 0.10 | 104.339 | 0.000 | 0.000 | ||
| 10625 | 2020.11.04 17:10 | modify | 3342 | 0.10 | 104.339 | 104.639 | 103.139 | ||
| 10626 | 2020.11.04 22:30 | close | 3342 | 0.10 | 104.518 | 104.639 | 103.139 | -1790.00 | 2133138.00 |
| 10627 | 2020.11.05 00:15 | sell | 3343 | 0.10 | 104.501 | 0.000 | 0.000 | ||
| 10628 | 2020.11.05 00:15 | modify | 3343 | 0.10 | 104.501 | 104.801 | 103.301 | ||
| 10629 | 2020.11.05 06:25 | modify | 3343 | 0.10 | 104.501 | 104.501 | 103.301 | ||
| 10630 | 2020.11.05 20:05 | close | 3343 | 0.10 | 103.692 | 104.501 | 103.301 | 8090.00 | 2141228.00 |
前へ71ページ目