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 |
| 1351 | 2007.02.05 06:05 | sell | 423 | 0.10 | 120.830 | 0.000 | 0.000 | ||
| 1352 | 2007.02.05 06:05 | modify | 423 | 0.10 | 120.830 | 121.130 | 119.630 | ||
| 1353 | 2007.02.05 19:05 | modify | 423 | 0.10 | 120.830 | 120.830 | 119.630 | ||
| 1354 | 2007.02.05 20:25 | close | 423 | 0.10 | 120.265 | 120.830 | 119.630 | 5650.00 | 1102078.00 |
| 1355 | 2007.02.06 01:30 | sell | 424 | 0.10 | 120.190 | 0.000 | 0.000 | ||
| 1356 | 2007.02.06 01:30 | modify | 424 | 0.10 | 120.190 | 120.490 | 118.990 | ||
| 1357 | 2007.02.06 10:25 | s/l | 424 | 0.10 | 120.490 | 120.490 | 118.990 | -3000.00 | 1099078.00 |
| 1358 | 2007.02.06 14:10 | buy | 425 | 0.10 | 120.135 | 0.000 | 0.000 | ||
| 1359 | 2007.02.06 14:10 | modify | 425 | 0.10 | 120.135 | 119.885 | 121.085 | ||
| 1360 | 2007.02.07 00:15 | close | 425 | 0.10 | 120.080 | 119.885 | 121.085 | -565.00 | 1098513.00 |
| 1361 | 2007.02.07 16:50 | buy | 426 | 0.10 | 120.585 | 0.000 | 0.000 | ||
| 1362 | 2007.02.07 16:50 | modify | 426 | 0.10 | 120.585 | 120.335 | 121.535 | ||
| 1363 | 2007.02.08 02:55 | close | 426 | 0.10 | 120.650 | 120.335 | 121.535 | 635.00 | 1099148.00 |
| 1364 | 2007.02.09 16:00 | buy | 427 | 0.10 | 121.485 | 0.000 | 0.000 | ||
| 1365 | 2007.02.09 16:00 | close | 427 | 0.10 | 121.480 | 0.000 | 0.000 | -50.00 | 1099098.00 |
| 1366 | 2007.02.13 18:05 | sell | 428 | 0.10 | 121.270 | 0.000 | 0.000 | ||
| 1367 | 2007.02.13 18:05 | modify | 428 | 0.10 | 121.270 | 121.570 | 120.070 | ||
| 1368 | 2007.02.14 05:35 | modify | 428 | 0.10 | 121.270 | 121.270 | 120.070 | ||
| 1369 | 2007.02.14 06:05 | s/l | 428 | 0.10 | 121.270 | 121.270 | 120.070 | -26.00 | 1099072.00 |
| 1370 | 2007.02.15 00:45 | sell | 429 | 0.10 | 120.730 | 0.000 | 0.000 | ||
| 1371 | 2007.02.15 00:45 | modify | 429 | 0.10 | 120.730 | 121.030 | 119.530 | ||
| 1372 | 2007.02.15 04:50 | modify | 429 | 0.10 | 120.730 | 120.730 | 119.530 | ||
| 1373 | 2007.02.15 06:05 | close | 429 | 0.10 | 120.145 | 120.730 | 119.530 | 5850.00 | 1104922.00 |
| 1374 | 2007.02.15 12:30 | sell | 430 | 0.10 | 120.230 | 0.000 | 0.000 | ||
| 1375 | 2007.02.15 12:30 | modify | 430 | 0.10 | 120.230 | 120.530 | 119.030 | ||
| 1376 | 2007.02.15 17:45 | modify | 430 | 0.10 | 120.230 | 120.230 | 119.030 | ||
| 1377 | 2007.02.15 20:50 | close | 430 | 0.10 | 119.455 | 120.230 | 119.030 | 7750.00 | 1112672.00 |
| 1378 | 2007.02.19 13:40 | buy | 431 | 0.10 | 119.645 | 0.000 | 0.000 | ||
| 1379 | 2007.02.19 13:40 | modify | 431 | 0.10 | 119.645 | 119.395 | 120.595 | ||
| 1380 | 2007.02.19 23:45 | close | 431 | 0.10 | 119.520 | 119.395 | 120.595 | -1250.00 | 1111422.00 |
| 1381 | 2007.02.20 02:45 | buy | 432 | 0.10 | 119.725 | 0.000 | 0.000 | ||
| 1382 | 2007.02.20 02:45 | modify | 432 | 0.10 | 119.725 | 119.475 | 120.675 | ||
| 1383 | 2007.02.20 12:50 | close | 432 | 0.10 | 120.190 | 119.475 | 120.675 | 4650.00 | 1116072.00 |
| 1384 | 2007.02.20 19:10 | buy | 433 | 0.10 | 120.125 | 0.000 | 0.000 | ||
| 1385 | 2007.02.20 19:10 | modify | 433 | 0.10 | 120.125 | 119.875 | 121.075 | ||
| 1386 | 2007.02.21 05:15 | close | 433 | 0.10 | 120.330 | 119.875 | 121.075 | 2035.00 | 1118107.00 |
| 1387 | 2007.02.26 08:00 | sell | 434 | 0.10 | 120.940 | 0.000 | 0.000 | ||
| 1388 | 2007.02.26 08:00 | modify | 434 | 0.10 | 120.940 | 121.240 | 119.740 | ||
| 1389 | 2007.02.26 14:40 | modify | 434 | 0.10 | 120.940 | 120.940 | 119.740 | ||
| 1390 | 2007.02.27 05:35 | close | 434 | 0.10 | 120.445 | 120.940 | 119.740 | 4924.00 | 1123031.00 |
| 1391 | 2007.03.01 08:15 | sell | 435 | 0.10 | 118.259 | 0.000 | 0.000 | ||
| 1392 | 2007.03.01 08:15 | modify | 435 | 0.10 | 118.259 | 118.559 | 117.059 | ||
| 1393 | 2007.03.01 16:55 | t/p | 435 | 0.10 | 117.059 | 118.559 | 117.059 | 12000.00 | 1135031.00 |
| 1394 | 2007.03.06 08:10 | buy | 436 | 0.10 | 116.395 | 0.000 | 0.000 | ||
| 1395 | 2007.03.06 08:10 | modify | 436 | 0.10 | 116.395 | 116.145 | 117.345 | ||
| 1396 | 2007.03.06 18:15 | close | 436 | 0.10 | 116.322 | 116.145 | 117.345 | -730.00 | 1134301.00 |
| 1397 | 2007.03.06 18:35 | buy | 437 | 0.10 | 116.425 | 0.000 | 0.000 | ||
| 1398 | 2007.03.06 18:35 | modify | 437 | 0.10 | 116.425 | 116.175 | 117.375 | ||
| 1399 | 2007.03.07 01:35 | modify | 437 | 0.10 | 116.425 | 116.425 | 117.375 | ||
| 1400 | 2007.03.07 03:30 | s/l | 437 | 0.10 | 116.425 | 116.425 | 117.375 | -15.00 | 1134286.00 |
| 1401 | 2007.03.08 10:30 | buy | 438 | 0.10 | 116.735 | 0.000 | 0.000 | ||
| 1402 | 2007.03.08 10:30 | modify | 438 | 0.10 | 116.735 | 116.485 | 117.685 | ||
| 1403 | 2007.03.08 17:15 | modify | 438 | 0.10 | 116.735 | 116.735 | 117.685 | ||
| 1404 | 2007.03.08 20:55 | close | 438 | 0.10 | 117.320 | 116.735 | 117.685 | 5850.00 | 1140136.00 |
| 1405 | 2007.03.08 23:05 | buy | 439 | 0.10 | 117.095 | 0.000 | 0.000 | ||
| 1406 | 2007.03.08 23:05 | modify | 439 | 0.10 | 117.095 | 116.845 | 118.045 | ||
| 1407 | 2007.03.09 09:10 | close | 439 | 0.10 | 117.400 | 116.845 | 118.045 | 3035.00 | 1143171.00 |
| 1408 | 2007.03.13 17:55 | sell | 440 | 0.10 | 116.960 | 0.000 | 0.000 | ||
| 1409 | 2007.03.13 17:55 | modify | 440 | 0.10 | 116.960 | 117.260 | 115.760 | ||
| 1410 | 2007.03.13 22:00 | modify | 440 | 0.10 | 116.960 | 116.960 | 115.760 | ||
| 1411 | 2007.03.14 06:15 | close | 440 | 0.10 | 116.175 | 116.960 | 115.760 | 7824.00 | 1150995.00 |
| 1412 | 2007.03.16 07:35 | sell | 441 | 0.10 | 117.110 | 0.000 | 0.000 | ||
| 1413 | 2007.03.16 07:35 | modify | 441 | 0.10 | 117.110 | 117.410 | 115.910 | ||
| 1414 | 2007.03.16 13:05 | modify | 441 | 0.10 | 117.110 | 117.110 | 115.910 | ||
| 1415 | 2007.03.16 16:00 | close | 441 | 0.10 | 116.915 | 117.110 | 115.910 | 1950.00 | 1152945.00 |
| 1416 | 2007.03.16 16:15 | sell | 442 | 0.10 | 116.825 | 0.000 | 0.000 | ||
| 1417 | 2007.03.16 16:15 | close | 442 | 0.10 | 116.830 | 0.000 | 0.000 | -50.00 | 1152895.00 |
| 1418 | 2007.03.16 16:45 | sell | 443 | 0.10 | 116.790 | 0.000 | 0.000 | ||
| 1419 | 2007.03.16 16:45 | close | 443 | 0.10 | 116.795 | 0.000 | 0.000 | -50.00 | 1152845.00 |
| 1420 | 2007.03.19 09:45 | buy | 444 | 0.10 | 117.205 | 0.000 | 0.000 | ||
| 1421 | 2007.03.19 09:45 | modify | 444 | 0.10 | 117.205 | 116.955 | 118.155 | ||
| 1422 | 2007.03.19 19:20 | modify | 444 | 0.10 | 117.205 | 117.205 | 118.155 | ||
| 1423 | 2007.03.20 06:55 | close | 444 | 0.10 | 117.835 | 117.205 | 118.155 | 6285.00 | 1159130.00 |
| 1424 | 2007.03.21 09:55 | sell | 445 | 0.10 | 117.450 | 0.000 | 0.000 | ||
| 1425 | 2007.03.21 09:55 | modify | 445 | 0.10 | 117.450 | 117.750 | 116.250 | ||
| 1426 | 2007.03.21 10:55 | s/l | 445 | 0.10 | 117.750 | 117.750 | 116.250 | -3000.00 | 1156130.00 |
| 1427 | 2007.03.21 18:45 | buy | 446 | 0.10 | 117.830 | 0.000 | 0.000 | ||
| 1428 | 2007.03.21 18:45 | modify | 446 | 0.10 | 117.830 | 117.580 | 118.780 | ||
| 1429 | 2007.03.21 20:20 | s/l | 446 | 0.10 | 117.580 | 117.580 | 118.780 | -2500.00 | 1153630.00 |
| 1430 | 2007.03.21 21:15 | buy | 447 | 0.10 | 117.625 | 0.000 | 0.000 | ||
| 1431 | 2007.03.21 21:15 | modify | 447 | 0.10 | 117.625 | 117.375 | 118.575 | ||
| 1432 | 2007.03.22 00:15 | s/l | 447 | 0.10 | 117.375 | 117.375 | 118.575 | -2515.00 | 1151115.00 |
| 1433 | 2007.03.23 14:10 | sell | 448 | 0.10 | 117.677 | 0.000 | 0.000 | ||
| 1434 | 2007.03.23 14:10 | modify | 448 | 0.10 | 117.677 | 117.977 | 116.477 | ||
| 1435 | 2007.03.23 16:00 | close | 448 | 0.10 | 117.575 | 117.977 | 116.477 | 1020.00 | 1152135.00 |
| 1436 | 2007.03.26 13:50 | buy | 449 | 0.10 | 118.282 | 0.000 | 0.000 | ||
| 1437 | 2007.03.26 13:50 | modify | 449 | 0.10 | 118.282 | 118.032 | 119.232 | ||
| 1438 | 2007.03.26 16:05 | s/l | 449 | 0.10 | 118.032 | 118.032 | 119.232 | -2500.00 | 1149635.00 |
| 1439 | 2007.03.26 17:10 | buy | 450 | 0.10 | 117.845 | 0.000 | 0.000 | ||
| 1440 | 2007.03.26 17:10 | modify | 450 | 0.10 | 117.845 | 117.595 | 118.795 | ||
| 1441 | 2007.03.26 21:45 | modify | 450 | 0.10 | 117.845 | 117.845 | 118.795 | ||
| 1442 | 2007.03.27 16:25 | s/l | 450 | 0.10 | 117.845 | 117.845 | 118.795 | -15.00 | 1149620.00 |
| 1443 | 2007.03.27 16:50 | buy | 451 | 0.10 | 117.905 | 0.000 | 0.000 | ||
| 1444 | 2007.03.27 16:50 | modify | 451 | 0.10 | 117.905 | 117.655 | 118.855 | ||
| 1445 | 2007.03.27 23:20 | s/l | 451 | 0.10 | 117.655 | 117.655 | 118.855 | -2500.00 | 1147120.00 |
| 1446 | 2007.03.28 00:30 | sell | 452 | 0.10 | 117.755 | 0.000 | 0.000 | ||
| 1447 | 2007.03.28 00:30 | modify | 452 | 0.10 | 117.755 | 118.055 | 116.555 | ||
| 1448 | 2007.03.28 05:05 | modify | 452 | 0.10 | 117.755 | 117.755 | 116.555 | ||
| 1449 | 2007.03.28 16:35 | t/p | 452 | 0.10 | 116.555 | 117.755 | 116.555 | 12000.00 | 1159120.00 |
| 1450 | 2007.03.30 04:45 | buy | 453 | 0.10 | 117.665 | 0.000 | 0.000 | ||
| 1451 | 2007.03.30 04:45 | modify | 453 | 0.10 | 117.665 | 117.415 | 118.615 | ||
| 1452 | 2007.03.30 12:00 | modify | 453 | 0.10 | 117.665 | 117.665 | 118.615 | ||
| 1453 | 2007.03.30 16:00 | close | 453 | 0.10 | 118.210 | 117.665 | 118.615 | 5450.00 | 1164570.00 |
| 1454 | 2007.04.03 00:05 | buy | 454 | 0.10 | 117.845 | 0.000 | 0.000 | ||
| 1455 | 2007.04.03 00:05 | modify | 454 | 0.10 | 117.845 | 117.595 | 118.795 | ||
| 1456 | 2007.04.03 10:10 | close | 454 | 0.10 | 118.300 | 117.595 | 118.795 | 4550.00 | 1169120.00 |
| 1457 | 2007.04.05 17:40 | buy | 455 | 0.10 | 118.565 | 0.000 | 0.000 | ||
| 1458 | 2007.04.05 17:40 | modify | 455 | 0.10 | 118.565 | 118.315 | 119.515 | ||
| 1459 | 2007.04.06 02:45 | modify | 455 | 0.10 | 118.565 | 118.565 | 119.515 | ||
| 1460 | 2007.04.06 14:45 | close | 455 | 0.10 | 118.800 | 118.565 | 119.515 | 2335.00 | 1171455.00 |
| 1461 | 2007.04.09 18:10 | sell | 456 | 0.10 | 119.260 | 0.000 | 0.000 | ||
| 1462 | 2007.04.09 18:10 | modify | 456 | 0.10 | 119.260 | 119.560 | 118.060 | ||
| 1463 | 2007.04.09 21:00 | close | 456 | 0.10 | 119.365 | 119.560 | 118.060 | -1050.00 | 1170405.00 |
| 1464 | 2007.04.10 08:00 | sell | 457 | 0.10 | 118.960 | 0.000 | 0.000 | ||
| 1465 | 2007.04.10 08:00 | modify | 457 | 0.10 | 118.960 | 119.260 | 117.760 | ||
| 1466 | 2007.04.10 14:10 | s/l | 457 | 0.10 | 119.260 | 119.260 | 117.760 | -3000.00 | 1167405.00 |
| 1467 | 2007.04.11 23:20 | buy | 458 | 0.10 | 119.335 | 0.000 | 0.000 | ||
| 1468 | 2007.04.11 23:20 | modify | 458 | 0.10 | 119.335 | 119.085 | 120.285 | ||
| 1469 | 2007.04.12 09:25 | close | 458 | 0.10 | 119.320 | 119.085 | 120.285 | -165.00 | 1167240.00 |
| 1470 | 2007.04.12 20:45 | sell | 459 | 0.10 | 119.060 | 0.000 | 0.000 | ||
| 1471 | 2007.04.12 20:45 | modify | 459 | 0.10 | 119.060 | 119.360 | 117.860 | ||
| 1472 | 2007.04.13 08:35 | modify | 459 | 0.10 | 119.060 | 119.060 | 117.860 | ||
| 1473 | 2007.04.13 16:00 | close | 459 | 0.10 | 118.485 | 119.060 | 117.860 | 5724.00 | 1172964.00 |
| 1474 | 2007.04.16 08:25 | buy | 460 | 0.10 | 119.365 | 0.000 | 0.000 | ||
| 1475 | 2007.04.16 08:25 | modify | 460 | 0.10 | 119.365 | 119.115 | 120.315 | ||
| 1476 | 2007.04.16 18:15 | modify | 460 | 0.10 | 119.365 | 119.365 | 120.315 | ||
| 1477 | 2007.04.16 19:40 | close | 460 | 0.10 | 119.820 | 119.365 | 120.315 | 4550.00 | 1177514.00 |
| 1478 | 2007.04.16 21:35 | buy | 461 | 0.10 | 119.785 | 0.000 | 0.000 | ||
| 1479 | 2007.04.16 21:35 | modify | 461 | 0.10 | 119.785 | 119.535 | 120.735 | ||
| 1480 | 2007.04.17 03:45 | s/l | 461 | 0.10 | 119.535 | 119.535 | 120.735 | -2515.00 | 1174999.00 |
| 1481 | 2007.04.17 21:00 | sell | 462 | 0.10 | 118.930 | 0.000 | 0.000 | ||
| 1482 | 2007.04.17 21:00 | modify | 462 | 0.10 | 118.930 | 119.230 | 117.730 | ||
| 1483 | 2007.04.18 05:45 | modify | 462 | 0.10 | 118.930 | 118.930 | 117.730 | ||
| 1484 | 2007.04.19 02:20 | close | 462 | 0.10 | 118.485 | 118.930 | 117.730 | 4398.00 | 1179397.00 |
| 1485 | 2007.04.24 17:15 | buy | 463 | 0.10 | 118.605 | 0.000 | 0.000 | ||
| 1486 | 2007.04.24 17:15 | modify | 463 | 0.10 | 118.605 | 118.355 | 119.555 | ||
| 1487 | 2007.04.24 17:25 | s/l | 463 | 0.10 | 118.355 | 118.355 | 119.555 | -2500.00 | 1176897.00 |
| 1488 | 2007.04.24 17:45 | buy | 464 | 0.10 | 118.435 | 0.000 | 0.000 | ||
| 1489 | 2007.04.24 17:45 | modify | 464 | 0.10 | 118.435 | 118.185 | 119.385 | ||
| 1490 | 2007.04.25 03:50 | close | 464 | 0.10 | 118.430 | 118.185 | 119.385 | -65.00 | 1176832.00 |
| 1491 | 2007.04.25 21:10 | buy | 465 | 0.10 | 118.745 | 0.000 | 0.000 | ||
| 1492 | 2007.04.25 21:10 | modify | 465 | 0.10 | 118.745 | 118.495 | 119.695 | ||
| 1493 | 2007.04.26 07:15 | close | 465 | 0.10 | 118.630 | 118.495 | 119.695 | -1165.00 | 1175667.00 |
| 1494 | 2007.04.30 08:50 | buy | 466 | 0.10 | 119.545 | 0.000 | 0.000 | ||
| 1495 | 2007.04.30 08:50 | modify | 466 | 0.10 | 119.545 | 119.295 | 120.495 | ||
| 1496 | 2007.04.30 18:55 | close | 466 | 0.10 | 119.440 | 119.295 | 120.495 | -1050.00 | 1174617.00 |
| 1497 | 2007.05.01 15:05 | buy | 467 | 0.10 | 119.585 | 0.000 | 0.000 | ||
| 1498 | 2007.05.01 15:05 | modify | 467 | 0.10 | 119.585 | 119.335 | 120.535 | ||
| 1499 | 2007.05.01 16:05 | s/l | 467 | 0.10 | 119.335 | 119.335 | 120.535 | -2500.00 | 1172117.00 |
| 1500 | 2007.05.01 22:20 | buy | 468 | 0.10 | 119.775 | 0.000 | 0.000 | ||