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 | |
1ページ目次へ
| # | 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 |
| 1 | 2005.01.20 01:35 | buy | 1 | 0.10 | 102.765 | 0.000 | 0.000 | ||
| 2 | 2005.01.20 01:35 | modify | 1 | 0.10 | 102.765 | 102.515 | 103.715 | ||
| 3 | 2005.01.20 06:30 | s/l | 1 | 0.10 | 102.515 | 102.515 | 103.715 | -2500.00 | 997500.00 |
| 4 | 2005.01.20 06:35 | buy | 2 | 0.10 | 102.545 | 0.000 | 0.000 | ||
| 5 | 2005.01.20 06:35 | modify | 2 | 0.10 | 102.545 | 102.295 | 103.495 | ||
| 6 | 2005.01.20 16:40 | close | 2 | 0.10 | 102.830 | 102.295 | 103.495 | 2850.00 | 1000350.00 |
| 7 | 2005.01.20 17:25 | buy | 3 | 0.10 | 102.835 | 0.000 | 0.000 | ||
| 8 | 2005.01.20 17:25 | modify | 3 | 0.10 | 102.835 | 102.585 | 103.785 | ||
| 9 | 2005.01.20 21:25 | modify | 3 | 0.10 | 102.835 | 102.835 | 103.785 | ||
| 10 | 2005.01.21 02:25 | close | 3 | 0.10 | 103.440 | 102.835 | 103.785 | 6035.00 | 1006385.00 |
| 11 | 2005.01.21 03:15 | buy | 4 | 0.10 | 103.495 | 0.000 | 0.000 | ||
| 12 | 2005.01.21 03:15 | modify | 4 | 0.10 | 103.495 | 103.245 | 104.445 | ||
| 13 | 2005.01.21 13:20 | close | 4 | 0.10 | 103.660 | 103.245 | 104.445 | 1650.00 | 1008035.00 |
| 14 | 2005.01.24 06:45 | sell | 5 | 0.10 | 102.820 | 0.000 | 0.000 | ||
| 15 | 2005.01.24 06:45 | modify | 5 | 0.10 | 102.820 | 103.120 | 101.620 | ||
| 16 | 2005.01.24 20:50 | close | 5 | 0.10 | 102.645 | 103.120 | 101.620 | 1750.00 | 1009785.00 |
| 17 | 2005.01.26 09:00 | sell | 6 | 0.10 | 103.460 | 0.000 | 0.000 | ||
| 18 | 2005.01.26 09:00 | modify | 6 | 0.10 | 103.460 | 103.760 | 102.260 | ||
| 19 | 2005.01.26 22:30 | modify | 6 | 0.10 | 103.460 | 103.460 | 102.260 | ||
| 20 | 2005.01.27 13:15 | s/l | 6 | 0.10 | 103.460 | 103.460 | 102.260 | -26.00 | 1009759.00 |
| 21 | 2005.01.28 00:35 | sell | 7 | 0.10 | 103.060 | 0.000 | 0.000 | ||
| 22 | 2005.01.28 00:35 | modify | 7 | 0.10 | 103.060 | 103.360 | 101.860 | ||
| 23 | 2005.01.28 05:00 | s/l | 7 | 0.10 | 103.360 | 103.360 | 101.860 | -3000.00 | 1006759.00 |
| 24 | 2005.01.28 10:50 | buy | 8 | 0.10 | 103.165 | 0.000 | 0.000 | ||
| 25 | 2005.01.28 10:50 | modify | 8 | 0.10 | 103.165 | 102.915 | 104.115 | ||
| 26 | 2005.01.28 16:00 | close | 8 | 0.10 | 103.310 | 102.915 | 104.115 | 1450.00 | 1008209.00 |
| 27 | 2005.02.01 13:35 | buy | 9 | 0.10 | 103.955 | 0.000 | 0.000 | ||
| 28 | 2005.02.01 13:35 | modify | 9 | 0.10 | 103.955 | 103.705 | 104.905 | ||
| 29 | 2005.02.01 14:35 | s/l | 9 | 0.10 | 103.705 | 103.705 | 104.905 | -2500.00 | 1005709.00 |
| 30 | 2005.02.01 15:40 | buy | 10 | 0.10 | 103.815 | 0.000 | 0.000 | ||
| 31 | 2005.02.01 15:40 | modify | 10 | 0.10 | 103.815 | 103.565 | 104.765 | ||
| 32 | 2005.02.01 21:55 | s/l | 10 | 0.10 | 103.565 | 103.565 | 104.765 | -2500.00 | 1003209.00 |
| 33 | 2005.02.02 23:30 | buy | 11 | 0.10 | 103.785 | 0.000 | 0.000 | ||
| 34 | 2005.02.02 23:30 | modify | 11 | 0.10 | 103.785 | 103.535 | 104.735 | ||
| 35 | 2005.02.03 07:30 | modify | 11 | 0.10 | 103.785 | 103.785 | 104.735 | ||
| 36 | 2005.02.03 21:15 | close | 11 | 0.10 | 104.580 | 103.785 | 104.735 | 7935.00 | 1011144.00 |
| 37 | 2005.02.07 03:50 | sell | 12 | 0.10 | 104.210 | 0.000 | 0.000 | ||
| 38 | 2005.02.07 03:50 | modify | 12 | 0.10 | 104.210 | 104.510 | 103.010 | ||
| 39 | 2005.02.07 12:40 | s/l | 12 | 0.10 | 104.510 | 104.510 | 103.010 | -3000.00 | 1008144.00 |
| 40 | 2005.02.07 21:05 | buy | 13 | 0.10 | 104.865 | 0.000 | 0.000 | ||
| 41 | 2005.02.07 21:05 | modify | 13 | 0.10 | 104.865 | 104.615 | 105.815 | ||
| 42 | 2005.02.08 07:10 | close | 13 | 0.10 | 105.010 | 104.615 | 105.815 | 1435.00 | 1009579.00 |
| 43 | 2005.02.11 01:25 | sell | 14 | 0.10 | 105.810 | 0.000 | 0.000 | ||
| 44 | 2005.02.11 01:25 | modify | 14 | 0.10 | 105.810 | 106.110 | 104.610 | ||
| 45 | 2005.02.11 15:30 | close | 14 | 0.10 | 105.765 | 106.110 | 104.610 | 450.00 | 1010029.00 |
| 46 | 2005.02.14 11:05 | sell | 15 | 0.10 | 104.910 | 0.000 | 0.000 | ||
| 47 | 2005.02.14 11:05 | modify | 15 | 0.10 | 104.910 | 105.210 | 103.710 | ||
| 48 | 2005.02.14 23:05 | close | 15 | 0.10 | 105.165 | 105.210 | 103.710 | -2550.00 | 1007479.00 |
| 49 | 2005.02.15 23:45 | sell | 16 | 0.10 | 104.370 | 0.000 | 0.000 | ||
| 50 | 2005.02.15 23:45 | modify | 16 | 0.10 | 104.370 | 104.670 | 103.170 | ||
| 51 | 2005.02.16 03:15 | s/l | 16 | 0.10 | 104.670 | 104.670 | 103.170 | -3026.00 | 1004453.00 |
| 52 | 2005.02.16 04:45 | sell | 17 | 0.10 | 104.610 | 0.000 | 0.000 | ||
| 53 | 2005.02.16 04:45 | modify | 17 | 0.10 | 104.610 | 104.910 | 103.410 | ||
| 54 | 2005.02.16 07:40 | close | 17 | 0.10 | 104.825 | 104.910 | 103.410 | -2150.00 | 1002303.00 |
| 55 | 2005.02.16 22:40 | buy | 18 | 0.10 | 105.295 | 0.000 | 0.000 | ||
| 56 | 2005.02.16 22:40 | modify | 18 | 0.10 | 105.295 | 105.045 | 106.245 | ||
| 57 | 2005.02.17 08:45 | close | 18 | 0.10 | 105.270 | 105.045 | 106.245 | -265.00 | 1002038.00 |
| 58 | 2005.02.18 02:35 | buy | 19 | 0.10 | 105.575 | 0.000 | 0.000 | ||
| 59 | 2005.02.18 02:35 | modify | 19 | 0.10 | 105.575 | 105.325 | 106.525 | ||
| 60 | 2005.02.18 06:50 | close | 19 | 0.10 | 105.440 | 105.325 | 106.525 | -1350.00 | 1000688.00 |
| 61 | 2005.02.18 07:05 | buy | 20 | 0.10 | 105.435 | 0.000 | 0.000 | ||
| 62 | 2005.02.18 07:05 | modify | 20 | 0.10 | 105.435 | 105.185 | 106.385 | ||
| 63 | 2005.02.18 10:50 | s/l | 20 | 0.10 | 105.185 | 105.185 | 106.385 | -2500.00 | 998188.00 |
| 64 | 2005.02.21 03:25 | buy | 21 | 0.10 | 105.665 | 0.000 | 0.000 | ||
| 65 | 2005.02.21 03:25 | modify | 21 | 0.10 | 105.665 | 105.415 | 106.615 | ||
| 66 | 2005.02.21 13:30 | close | 21 | 0.10 | 105.470 | 105.415 | 106.615 | -1950.00 | 996238.00 |
| 67 | 2005.02.24 10:05 | sell | 22 | 0.10 | 104.660 | 0.000 | 0.000 | ||
| 68 | 2005.02.24 10:05 | modify | 22 | 0.10 | 104.660 | 104.960 | 103.460 | ||
| 69 | 2005.02.24 12:20 | s/l | 22 | 0.10 | 104.960 | 104.960 | 103.460 | -3000.00 | 993238.00 |
| 70 | 2005.02.24 13:20 | sell | 23 | 0.10 | 104.910 | 0.000 | 0.000 | ||
| 71 | 2005.02.24 13:20 | modify | 23 | 0.10 | 104.910 | 105.210 | 103.710 | ||
| 72 | 2005.02.24 18:00 | s/l | 23 | 0.10 | 105.210 | 105.210 | 103.710 | -3000.00 | 990238.00 |
| 73 | 2005.02.25 01:10 | buy | 24 | 0.10 | 105.395 | 0.000 | 0.000 | ||
| 74 | 2005.02.25 01:10 | modify | 24 | 0.10 | 105.395 | 105.145 | 106.345 | ||
| 75 | 2005.02.25 11:15 | close | 24 | 0.10 | 105.200 | 105.145 | 106.345 | -1950.00 | 988288.00 |
| 76 | 2005.03.01 20:20 | sell | 25 | 0.10 | 104.380 | 0.000 | 0.000 | ||
| 77 | 2005.03.01 20:20 | modify | 25 | 0.10 | 104.380 | 104.680 | 103.180 | ||
| 78 | 2005.03.02 05:45 | s/l | 25 | 0.10 | 104.680 | 104.680 | 103.180 | -3026.00 | 985262.00 |
| 79 | 2005.03.03 02:55 | sell | 26 | 0.10 | 104.800 | 0.000 | 0.000 | ||
| 80 | 2005.03.03 02:55 | modify | 26 | 0.10 | 104.800 | 105.100 | 103.600 | ||
| 81 | 2005.03.03 10:45 | s/l | 26 | 0.10 | 105.100 | 105.100 | 103.600 | -3000.00 | 982262.00 |
| 82 | 2005.03.03 19:15 | buy | 27 | 0.10 | 104.995 | 0.000 | 0.000 | ||
| 83 | 2005.03.03 19:15 | modify | 27 | 0.10 | 104.995 | 104.745 | 105.945 | ||
| 84 | 2005.03.04 00:25 | modify | 27 | 0.10 | 104.995 | 104.995 | 105.945 | ||
| 85 | 2005.03.04 06:35 | close | 27 | 0.10 | 105.380 | 104.995 | 105.945 | 3835.00 | 986097.00 |
| 86 | 2005.03.04 06:45 | buy | 28 | 0.10 | 105.385 | 0.000 | 0.000 | ||
| 87 | 2005.03.04 06:45 | modify | 28 | 0.10 | 105.385 | 105.135 | 106.335 | ||
| 88 | 2005.03.04 16:00 | close | 28 | 0.10 | 105.340 | 105.135 | 106.335 | -450.00 | 985647.00 |
| 89 | 2005.03.07 19:10 | buy | 29 | 0.10 | 105.255 | 0.000 | 0.000 | ||
| 90 | 2005.03.07 19:10 | modify | 29 | 0.10 | 105.255 | 105.005 | 106.205 | ||
| 91 | 2005.03.08 04:35 | s/l | 29 | 0.10 | 105.005 | 105.005 | 106.205 | -2515.00 | 983132.00 |
| 92 | 2005.03.08 05:55 | buy | 30 | 0.10 | 104.965 | 0.000 | 0.000 | ||
| 93 | 2005.03.08 05:55 | modify | 30 | 0.10 | 104.965 | 104.715 | 105.915 | ||
| 94 | 2005.03.08 16:00 | close | 30 | 0.10 | 104.970 | 104.715 | 105.915 | 50.00 | 983182.00 |
| 95 | 2005.03.08 21:45 | sell | 31 | 0.10 | 104.630 | 0.000 | 0.000 | ||
| 96 | 2005.03.08 21:45 | modify | 31 | 0.10 | 104.630 | 104.930 | 103.430 | ||
| 97 | 2005.03.09 11:50 | close | 31 | 0.10 | 104.505 | 104.930 | 103.430 | 1224.00 | 984406.00 |
| 98 | 2005.03.14 08:15 | buy | 32 | 0.10 | 104.455 | 0.000 | 0.000 | ||
| 99 | 2005.03.14 08:15 | modify | 32 | 0.10 | 104.455 | 104.205 | 105.405 | ||
| 100 | 2005.03.14 14:00 | modify | 32 | 0.10 | 104.455 | 104.455 | 105.405 | ||
| 101 | 2005.03.14 21:45 | close | 32 | 0.10 | 105.100 | 104.455 | 105.405 | 6450.00 | 990856.00 |
| 102 | 2005.03.15 00:15 | buy | 33 | 0.10 | 104.855 | 0.000 | 0.000 | ||
| 103 | 2005.03.15 00:15 | modify | 33 | 0.10 | 104.855 | 104.605 | 105.805 | ||
| 104 | 2005.03.15 06:05 | close | 33 | 0.10 | 104.680 | 104.605 | 105.805 | -1750.00 | 989106.00 |
| 105 | 2005.03.16 04:05 | buy | 34 | 0.10 | 104.635 | 0.000 | 0.000 | ||
| 106 | 2005.03.16 04:05 | modify | 34 | 0.10 | 104.635 | 104.385 | 105.585 | ||
| 107 | 2005.03.16 07:50 | s/l | 34 | 0.10 | 104.385 | 104.385 | 105.585 | -2500.00 | 986606.00 |
| 108 | 2005.03.17 09:45 | buy | 35 | 0.10 | 104.235 | 0.000 | 0.000 | ||
| 109 | 2005.03.17 09:45 | modify | 35 | 0.10 | 104.235 | 103.985 | 105.185 | ||
| 110 | 2005.03.17 19:50 | close | 35 | 0.10 | 104.570 | 103.985 | 105.185 | 3350.00 | 989956.00 |
| 111 | 2005.03.21 22:55 | buy | 36 | 0.10 | 105.155 | 0.000 | 0.000 | ||
| 112 | 2005.03.21 22:55 | modify | 36 | 0.10 | 105.155 | 104.905 | 106.105 | ||
| 113 | 2005.03.22 09:00 | close | 36 | 0.10 | 105.090 | 104.905 | 106.105 | -665.00 | 989291.00 |
| 114 | 2005.03.23 04:20 | buy | 37 | 0.10 | 105.485 | 0.000 | 0.000 | ||
| 115 | 2005.03.23 04:20 | modify | 37 | 0.10 | 105.485 | 105.235 | 106.435 | ||
| 116 | 2005.03.23 14:25 | close | 37 | 0.10 | 105.610 | 105.235 | 106.435 | 1250.00 | 990541.00 |
| 117 | 2005.03.23 15:10 | buy | 38 | 0.10 | 105.685 | 0.000 | 0.000 | ||
| 118 | 2005.03.23 15:10 | modify | 38 | 0.10 | 105.685 | 105.435 | 106.635 | ||
| 119 | 2005.03.23 22:15 | modify | 38 | 0.10 | 105.685 | 105.685 | 106.635 | ||
| 120 | 2005.03.24 21:30 | close | 38 | 0.10 | 106.360 | 105.685 | 106.635 | 6735.00 | 997276.00 |
| 121 | 2005.03.25 03:25 | sell | 39 | 0.10 | 106.350 | 0.000 | 0.000 | ||
| 122 | 2005.03.25 03:25 | modify | 39 | 0.10 | 106.350 | 106.650 | 105.150 | ||
| 123 | 2005.03.25 16:00 | close | 39 | 0.10 | 106.355 | 106.650 | 105.150 | -50.00 | 997226.00 |
| 124 | 2005.03.29 15:15 | sell | 40 | 0.10 | 107.190 | 0.000 | 0.000 | ||
| 125 | 2005.03.29 15:15 | modify | 40 | 0.10 | 107.190 | 107.490 | 105.990 | ||
| 126 | 2005.03.29 17:35 | s/l | 40 | 0.10 | 107.490 | 107.490 | 105.990 | -3000.00 | 994226.00 |
| 127 | 2005.03.29 18:00 | sell | 41 | 0.10 | 107.470 | 0.000 | 0.000 | ||
| 128 | 2005.03.29 18:00 | modify | 41 | 0.10 | 107.470 | 107.770 | 106.270 | ||
| 129 | 2005.03.30 08:05 | close | 41 | 0.10 | 107.265 | 107.770 | 106.270 | 2024.00 | 996250.00 |
| 130 | 2005.03.30 09:25 | sell | 42 | 0.10 | 107.240 | 0.000 | 0.000 | ||
| 131 | 2005.03.30 09:25 | modify | 42 | 0.10 | 107.240 | 107.540 | 106.040 | ||
| 132 | 2005.03.30 12:55 | s/l | 42 | 0.10 | 107.540 | 107.540 | 106.040 | -3000.00 | 993250.00 |
| 133 | 2005.03.30 13:35 | sell | 43 | 0.10 | 107.490 | 0.000 | 0.000 | ||
| 134 | 2005.03.30 13:35 | modify | 43 | 0.10 | 107.490 | 107.790 | 106.290 | ||
| 135 | 2005.03.31 03:40 | close | 43 | 0.10 | 107.325 | 107.790 | 106.290 | 1624.00 | 994874.00 |
| 136 | 2005.03.31 08:10 | sell | 44 | 0.10 | 107.270 | 0.000 | 0.000 | ||
| 137 | 2005.03.31 08:10 | modify | 44 | 0.10 | 107.270 | 107.570 | 106.070 | ||
| 138 | 2005.03.31 13:10 | modify | 44 | 0.10 | 107.270 | 107.270 | 106.070 | ||
| 139 | 2005.03.31 18:45 | s/l | 44 | 0.10 | 107.270 | 107.270 | 106.070 | 0.00 | 994874.00 |
| 140 | 2005.03.31 19:40 | sell | 45 | 0.10 | 107.140 | 0.000 | 0.000 | ||
| 141 | 2005.03.31 19:40 | modify | 45 | 0.10 | 107.140 | 107.440 | 105.940 | ||
| 142 | 2005.04.01 02:55 | s/l | 45 | 0.10 | 107.440 | 107.440 | 105.940 | -3026.00 | 991848.00 |
| 143 | 2005.04.06 20:35 | buy | 46 | 0.10 | 108.645 | 0.000 | 0.000 | ||
| 144 | 2005.04.06 20:35 | modify | 46 | 0.10 | 108.645 | 108.395 | 109.595 | ||
| 145 | 2005.04.07 06:40 | close | 46 | 0.10 | 108.510 | 108.395 | 109.595 | -1365.00 | 990483.00 |
| 146 | 2005.04.07 14:00 | sell | 47 | 0.10 | 108.290 | 0.000 | 0.000 | ||
| 147 | 2005.04.07 14:00 | modify | 47 | 0.10 | 108.290 | 108.590 | 107.090 | ||
| 148 | 2005.04.07 20:10 | s/l | 47 | 0.10 | 108.590 | 108.590 | 107.090 | -3000.00 | 987483.00 |
| 149 | 2005.04.07 20:45 | sell | 48 | 0.10 | 108.650 | 0.000 | 0.000 | ||
| 150 | 2005.04.07 20:45 | modify | 48 | 0.10 | 108.650 | 108.950 | 107.450 | ||
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