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 |
| 1501 | 2007.05.01 22:20 | modify | 468 | 0.10 | 119.775 | 119.525 | 120.725 | ||
| 1502 | 2007.05.02 08:25 | close | 468 | 0.10 | 119.970 | 119.525 | 120.725 | 1935.00 | 1174052.00 |
| 1503 | 2007.05.04 10:35 | buy | 469 | 0.10 | 120.355 | 0.000 | 0.000 | ||
| 1504 | 2007.05.04 10:35 | modify | 469 | 0.10 | 120.355 | 120.105 | 121.305 | ||
| 1505 | 2007.05.04 15:35 | s/l | 469 | 0.10 | 120.105 | 120.105 | 121.305 | -2500.00 | 1171552.00 |
| 1506 | 2007.05.07 06:00 | sell | 470 | 0.10 | 119.930 | 0.000 | 0.000 | ||
| 1507 | 2007.05.07 06:00 | modify | 470 | 0.10 | 119.930 | 120.230 | 118.730 | ||
| 1508 | 2007.05.07 20:05 | close | 470 | 0.10 | 119.955 | 120.230 | 118.730 | -250.00 | 1171302.00 |
| 1509 | 2007.05.08 22:05 | sell | 471 | 0.10 | 119.940 | 0.000 | 0.000 | ||
| 1510 | 2007.05.08 22:05 | modify | 471 | 0.10 | 119.940 | 120.240 | 118.740 | ||
| 1511 | 2007.05.09 07:10 | modify | 471 | 0.10 | 119.940 | 119.940 | 118.740 | ||
| 1512 | 2007.05.09 11:15 | s/l | 471 | 0.10 | 119.940 | 119.940 | 118.740 | -26.00 | 1171276.00 |
| 1513 | 2007.05.09 21:25 | sell | 472 | 0.10 | 119.930 | 0.000 | 0.000 | ||
| 1514 | 2007.05.09 21:25 | modify | 472 | 0.10 | 119.930 | 120.230 | 118.730 | ||
| 1515 | 2007.05.10 02:25 | s/l | 472 | 0.10 | 120.230 | 120.230 | 118.730 | -3026.00 | 1168250.00 |
| 1516 | 2007.05.11 08:50 | sell | 473 | 0.10 | 119.890 | 0.000 | 0.000 | ||
| 1517 | 2007.05.11 08:50 | modify | 473 | 0.10 | 119.890 | 120.190 | 118.690 | ||
| 1518 | 2007.05.11 16:00 | close | 473 | 0.10 | 119.685 | 120.190 | 118.690 | 2050.00 | 1170300.00 |
| 1519 | 2007.05.14 01:30 | buy | 474 | 0.10 | 120.225 | 0.000 | 0.000 | ||
| 1520 | 2007.05.14 01:30 | modify | 474 | 0.10 | 120.225 | 119.975 | 121.175 | ||
| 1521 | 2007.05.14 11:35 | close | 474 | 0.10 | 120.260 | 119.975 | 121.175 | 350.00 | 1170650.00 |
| 1522 | 2007.05.14 12:15 | buy | 475 | 0.10 | 120.295 | 0.000 | 0.000 | ||
| 1523 | 2007.05.14 12:15 | modify | 475 | 0.10 | 120.295 | 120.045 | 121.245 | ||
| 1524 | 2007.05.14 22:20 | close | 475 | 0.10 | 120.320 | 120.045 | 121.245 | 250.00 | 1170900.00 |
| 1525 | 2007.05.16 00:20 | sell | 476 | 0.10 | 120.240 | 0.000 | 0.000 | ||
| 1526 | 2007.05.16 00:20 | modify | 476 | 0.10 | 120.240 | 120.540 | 119.040 | ||
| 1527 | 2007.05.16 12:30 | close | 476 | 0.10 | 120.505 | 120.540 | 119.040 | -2650.00 | 1168250.00 |
| 1528 | 2007.05.21 02:15 | sell | 477 | 0.10 | 121.170 | 0.000 | 0.000 | ||
| 1529 | 2007.05.21 02:15 | modify | 477 | 0.10 | 121.170 | 121.470 | 119.970 | ||
| 1530 | 2007.05.21 07:10 | close | 477 | 0.10 | 121.275 | 121.470 | 119.970 | -1050.00 | 1167200.00 |
| 1531 | 2007.05.21 09:15 | buy | 478 | 0.10 | 121.265 | 0.000 | 0.000 | ||
| 1532 | 2007.05.21 09:15 | modify | 478 | 0.10 | 121.265 | 121.015 | 122.215 | ||
| 1533 | 2007.05.21 17:20 | modify | 478 | 0.10 | 121.265 | 121.265 | 122.215 | ||
| 1534 | 2007.05.22 09:45 | s/l | 478 | 0.10 | 121.265 | 121.265 | 122.215 | -15.00 | 1167185.00 |
| 1535 | 2007.05.22 12:40 | sell | 479 | 0.10 | 121.470 | 0.000 | 0.000 | ||
| 1536 | 2007.05.22 12:40 | modify | 479 | 0.10 | 121.470 | 121.770 | 120.270 | ||
| 1537 | 2007.05.22 22:30 | close | 479 | 0.10 | 121.575 | 121.770 | 120.270 | -1050.00 | 1166135.00 |
| 1538 | 2007.05.23 18:05 | sell | 480 | 0.10 | 121.420 | 0.000 | 0.000 | ||
| 1539 | 2007.05.23 18:05 | modify | 480 | 0.10 | 121.420 | 121.720 | 120.220 | ||
| 1540 | 2007.05.23 20:20 | s/l | 480 | 0.10 | 121.720 | 121.720 | 120.220 | -3000.00 | 1163135.00 |
| 1541 | 2007.05.23 20:45 | sell | 481 | 0.10 | 121.720 | 0.000 | 0.000 | ||
| 1542 | 2007.05.23 20:45 | modify | 481 | 0.10 | 121.720 | 122.020 | 120.520 | ||
| 1543 | 2007.05.24 09:10 | modify | 481 | 0.10 | 121.720 | 121.720 | 120.520 | ||
| 1544 | 2007.05.25 00:20 | close | 481 | 0.10 | 121.375 | 121.720 | 120.520 | 3398.00 | 1166533.00 |
| 1545 | 2007.05.25 01:15 | sell | 482 | 0.10 | 121.340 | 0.000 | 0.000 | ||
| 1546 | 2007.05.25 01:15 | modify | 482 | 0.10 | 121.340 | 121.640 | 120.140 | ||
| 1547 | 2007.05.25 07:20 | modify | 482 | 0.10 | 121.340 | 121.340 | 120.140 | ||
| 1548 | 2007.05.25 09:30 | s/l | 482 | 0.10 | 121.340 | 121.340 | 120.140 | 0.00 | 1166533.00 |
| 1549 | 2007.05.28 16:35 | sell | 483 | 0.10 | 121.640 | 0.000 | 0.000 | ||
| 1550 | 2007.05.28 16:35 | modify | 483 | 0.10 | 121.640 | 121.940 | 120.440 | ||
| 1551 | 2007.05.28 20:35 | close | 483 | 0.10 | 121.665 | 121.940 | 120.440 | -250.00 | 1166283.00 |
| 1552 | 2007.05.28 22:10 | sell | 484 | 0.10 | 121.670 | 0.000 | 0.000 | ||
| 1553 | 2007.05.28 22:10 | modify | 484 | 0.10 | 121.670 | 121.970 | 120.470 | ||
| 1554 | 2007.05.28 23:05 | close | 484 | 0.10 | 121.705 | 121.970 | 120.470 | -350.00 | 1165933.00 |
| 1555 | 2007.05.28 23:45 | sell | 485 | 0.10 | 121.690 | 0.000 | 0.000 | ||
| 1556 | 2007.05.28 23:45 | modify | 485 | 0.10 | 121.690 | 121.990 | 120.490 | ||
| 1557 | 2007.05.29 08:20 | modify | 485 | 0.10 | 121.690 | 121.690 | 120.490 | ||
| 1558 | 2007.05.29 17:35 | s/l | 485 | 0.10 | 121.690 | 121.690 | 120.490 | -26.00 | 1165907.00 |
| 1559 | 2007.05.29 21:25 | buy | 486 | 0.10 | 121.535 | 0.000 | 0.000 | ||
| 1560 | 2007.05.29 21:25 | modify | 486 | 0.10 | 121.535 | 121.285 | 122.485 | ||
| 1561 | 2007.05.30 07:30 | close | 486 | 0.10 | 121.420 | 121.285 | 122.485 | -1165.00 | 1164742.00 |
| 1562 | 2007.05.30 07:55 | buy | 487 | 0.10 | 121.425 | 0.000 | 0.000 | ||
| 1563 | 2007.05.30 07:55 | modify | 487 | 0.10 | 121.425 | 121.175 | 122.375 | ||
| 1564 | 2007.05.30 12:55 | modify | 487 | 0.10 | 121.425 | 121.425 | 122.375 | ||
| 1565 | 2007.06.01 02:35 | close | 487 | 0.10 | 121.750 | 121.425 | 122.375 | 3220.00 | 1167962.00 |
| 1566 | 2007.06.04 00:15 | buy | 488 | 0.10 | 122.055 | 0.000 | 0.000 | ||
| 1567 | 2007.06.04 00:15 | modify | 488 | 0.10 | 122.055 | 121.805 | 123.005 | ||
| 1568 | 2007.06.04 10:20 | close | 488 | 0.10 | 122.020 | 121.805 | 123.005 | -350.00 | 1167612.00 |
| 1569 | 2007.06.04 18:55 | sell | 489 | 0.10 | 121.730 | 0.000 | 0.000 | ||
| 1570 | 2007.06.04 18:55 | modify | 489 | 0.10 | 121.730 | 122.030 | 120.530 | ||
| 1571 | 2007.06.05 09:00 | close | 489 | 0.10 | 121.855 | 122.030 | 120.530 | -1276.00 | 1166336.00 |
| 1572 | 2007.06.06 08:25 | sell | 490 | 0.10 | 121.360 | 0.000 | 0.000 | ||
| 1573 | 2007.06.06 08:25 | modify | 490 | 0.10 | 121.360 | 121.660 | 120.160 | ||
| 1574 | 2007.06.06 20:25 | modify | 490 | 0.10 | 121.360 | 121.360 | 120.160 | ||
| 1575 | 2007.06.07 09:15 | s/l | 490 | 0.10 | 121.360 | 121.360 | 120.160 | -26.00 | 1166310.00 |
| 1576 | 2007.06.08 01:45 | sell | 491 | 0.10 | 120.890 | 0.000 | 0.000 | ||
| 1577 | 2007.06.08 01:45 | modify | 491 | 0.10 | 120.890 | 121.190 | 119.690 | ||
| 1578 | 2007.06.08 02:55 | s/l | 491 | 0.10 | 121.190 | 121.190 | 119.690 | -3000.00 | 1163310.00 |
| 1579 | 2007.06.08 04:00 | sell | 492 | 0.10 | 121.150 | 0.000 | 0.000 | ||
| 1580 | 2007.06.08 04:00 | modify | 492 | 0.10 | 121.150 | 121.450 | 119.950 | ||
| 1581 | 2007.06.08 13:15 | s/l | 492 | 0.10 | 121.450 | 121.450 | 119.950 | -3000.00 | 1160310.00 |
| 1582 | 2007.06.08 13:35 | sell | 493 | 0.10 | 121.590 | 0.000 | 0.000 | ||
| 1583 | 2007.06.08 13:35 | modify | 493 | 0.10 | 121.590 | 121.890 | 120.390 | ||
| 1584 | 2007.06.08 16:00 | close | 493 | 0.10 | 121.745 | 121.890 | 120.390 | -1550.00 | 1158760.00 |
| 1585 | 2007.06.11 00:10 | buy | 494 | 0.10 | 121.725 | 0.000 | 0.000 | ||
| 1586 | 2007.06.11 00:10 | modify | 494 | 0.10 | 121.725 | 121.475 | 122.675 | ||
| 1587 | 2007.06.11 09:05 | close | 494 | 0.10 | 121.580 | 121.475 | 122.675 | -1450.00 | 1157310.00 |
| 1588 | 2007.06.18 17:20 | sell | 495 | 0.10 | 123.520 | 0.000 | 0.000 | ||
| 1589 | 2007.06.18 17:20 | modify | 495 | 0.10 | 123.520 | 123.820 | 122.320 | ||
| 1590 | 2007.06.19 01:30 | close | 495 | 0.10 | 123.675 | 123.820 | 122.320 | -1576.00 | 1155734.00 |
| 1591 | 2007.06.19 19:50 | sell | 496 | 0.10 | 123.410 | 0.000 | 0.000 | ||
| 1592 | 2007.06.19 19:50 | modify | 496 | 0.10 | 123.410 | 123.710 | 122.210 | ||
| 1593 | 2007.06.20 09:55 | close | 496 | 0.10 | 123.235 | 123.710 | 122.210 | 1724.00 | 1157458.00 |
| 1594 | 2007.06.21 18:15 | sell | 497 | 0.10 | 123.650 | 0.000 | 0.000 | ||
| 1595 | 2007.06.21 18:15 | modify | 497 | 0.10 | 123.650 | 123.950 | 122.450 | ||
| 1596 | 2007.06.22 01:55 | close | 497 | 0.10 | 123.745 | 123.950 | 122.450 | -976.00 | 1156482.00 |
| 1597 | 2007.06.25 03:00 | sell | 498 | 0.10 | 123.840 | 0.000 | 0.000 | ||
| 1598 | 2007.06.25 03:00 | modify | 498 | 0.10 | 123.840 | 124.140 | 122.640 | ||
| 1599 | 2007.06.25 13:15 | modify | 498 | 0.10 | 123.840 | 123.840 | 122.640 | ||
| 1600 | 2007.06.25 18:15 | s/l | 498 | 0.10 | 123.840 | 123.840 | 122.640 | 0.00 | 1156482.00 |
| 1601 | 2007.06.26 06:50 | sell | 499 | 0.10 | 123.480 | 0.000 | 0.000 | ||
| 1602 | 2007.06.26 06:50 | modify | 499 | 0.10 | 123.480 | 123.780 | 122.280 | ||
| 1603 | 2007.06.26 12:25 | modify | 499 | 0.10 | 123.480 | 123.480 | 122.280 | ||
| 1604 | 2007.06.26 19:00 | s/l | 499 | 0.10 | 123.480 | 123.480 | 122.280 | 0.00 | 1156482.00 |
| 1605 | 2007.06.29 02:50 | buy | 500 | 0.10 | 123.295 | 0.000 | 0.000 | ||
| 1606 | 2007.06.29 02:50 | modify | 500 | 0.10 | 123.295 | 123.045 | 124.245 | ||
| 1607 | 2007.06.29 12:55 | close | 500 | 0.10 | 123.400 | 123.045 | 124.245 | 1050.00 | 1157532.00 |
| 1608 | 2007.06.29 13:55 | buy | 501 | 0.10 | 123.365 | 0.000 | 0.000 | ||
| 1609 | 2007.06.29 13:55 | modify | 501 | 0.10 | 123.365 | 123.115 | 124.315 | ||
| 1610 | 2007.06.29 16:00 | close | 501 | 0.10 | 123.370 | 123.115 | 124.315 | 50.00 | 1157582.00 |
| 1611 | 2007.06.29 16:40 | buy | 502 | 0.10 | 123.375 | 0.000 | 0.000 | ||
| 1612 | 2007.06.29 16:40 | close | 502 | 0.10 | 123.370 | 0.000 | 0.000 | -50.00 | 1157532.00 |
| 1613 | 2007.07.04 08:45 | sell | 503 | 0.10 | 122.380 | 0.000 | 0.000 | ||
| 1614 | 2007.07.04 08:45 | modify | 503 | 0.10 | 122.380 | 122.680 | 121.180 | ||
| 1615 | 2007.07.04 15:20 | close | 503 | 0.10 | 122.525 | 122.680 | 121.180 | -1450.00 | 1156082.00 |
| 1616 | 2007.07.05 15:05 | sell | 504 | 0.10 | 122.520 | 0.000 | 0.000 | ||
| 1617 | 2007.07.05 15:05 | modify | 504 | 0.10 | 122.520 | 122.820 | 121.320 | ||
| 1618 | 2007.07.05 17:05 | s/l | 504 | 0.10 | 122.820 | 122.820 | 121.320 | -3000.00 | 1153082.00 |
| 1619 | 2007.07.05 17:10 | sell | 505 | 0.10 | 122.750 | 0.000 | 0.000 | ||
| 1620 | 2007.07.05 17:10 | modify | 505 | 0.10 | 122.750 | 123.050 | 121.550 | ||
| 1621 | 2007.07.05 23:00 | close | 505 | 0.10 | 122.965 | 123.050 | 121.550 | -2150.00 | 1150932.00 |
| 1622 | 2007.07.06 01:00 | buy | 506 | 0.10 | 122.915 | 0.000 | 0.000 | ||
| 1623 | 2007.07.06 01:00 | modify | 506 | 0.10 | 122.915 | 122.665 | 123.865 | ||
| 1624 | 2007.07.06 09:35 | modify | 506 | 0.10 | 122.915 | 122.915 | 123.865 | ||
| 1625 | 2007.07.06 16:00 | close | 506 | 0.10 | 123.360 | 122.915 | 123.865 | 4450.00 | 1155382.00 |
| 1626 | 2007.07.12 13:30 | sell | 507 | 0.10 | 122.100 | 0.000 | 0.000 | ||
| 1627 | 2007.07.12 13:30 | modify | 507 | 0.10 | 122.100 | 122.400 | 120.900 | ||
| 1628 | 2007.07.12 16:05 | s/l | 507 | 0.10 | 122.400 | 122.400 | 120.900 | -3000.00 | 1152382.00 |
| 1629 | 2007.07.12 16:25 | sell | 508 | 0.10 | 122.370 | 0.000 | 0.000 | ||
| 1630 | 2007.07.12 16:25 | modify | 508 | 0.10 | 122.370 | 122.670 | 121.170 | ||
| 1631 | 2007.07.13 06:25 | close | 508 | 0.10 | 122.535 | 122.670 | 121.170 | -1676.00 | 1150706.00 |
| 1632 | 2007.07.13 14:40 | sell | 509 | 0.10 | 122.410 | 0.000 | 0.000 | ||
| 1633 | 2007.07.13 14:40 | modify | 509 | 0.10 | 122.410 | 122.710 | 121.210 | ||
| 1634 | 2007.07.13 16:00 | close | 509 | 0.10 | 122.225 | 122.710 | 121.210 | 1850.00 | 1152556.00 |
| 1635 | 2007.07.16 20:50 | buy | 510 | 0.10 | 121.795 | 0.000 | 0.000 | ||
| 1636 | 2007.07.16 20:50 | modify | 510 | 0.10 | 121.795 | 121.545 | 122.745 | ||
| 1637 | 2007.07.17 05:45 | modify | 510 | 0.10 | 121.795 | 121.795 | 122.745 | ||
| 1638 | 2007.07.17 09:35 | s/l | 510 | 0.10 | 121.795 | 121.795 | 122.745 | -15.00 | 1152541.00 |
| 1639 | 2007.07.17 21:15 | buy | 511 | 0.10 | 122.375 | 0.000 | 0.000 | ||
| 1640 | 2007.07.17 21:15 | modify | 511 | 0.10 | 122.375 | 122.125 | 123.325 | ||
| 1641 | 2007.07.18 01:15 | s/l | 511 | 0.10 | 122.125 | 122.125 | 123.325 | -2515.00 | 1150026.00 |
| 1642 | 2007.07.18 11:55 | sell | 512 | 0.10 | 121.980 | 0.000 | 0.000 | ||
| 1643 | 2007.07.18 11:55 | modify | 512 | 0.10 | 121.980 | 122.280 | 120.780 | ||
| 1644 | 2007.07.18 15:45 | s/l | 512 | 0.10 | 122.280 | 122.280 | 120.780 | -3000.00 | 1147026.00 |
| 1645 | 2007.07.18 15:55 | sell | 513 | 0.10 | 122.200 | 0.000 | 0.000 | ||
| 1646 | 2007.07.18 15:55 | modify | 513 | 0.10 | 122.200 | 122.500 | 121.000 | ||
| 1647 | 2007.07.18 20:35 | modify | 513 | 0.10 | 122.200 | 122.200 | 121.000 | ||
| 1648 | 2007.07.20 03:50 | s/l | 513 | 0.10 | 122.200 | 122.200 | 121.000 | -52.00 | 1146974.00 |
| 1649 | 2007.07.20 04:40 | buy | 514 | 0.10 | 122.205 | 0.000 | 0.000 | ||
| 1650 | 2007.07.20 04:40 | modify | 514 | 0.10 | 122.205 | 121.955 | 123.155 | ||