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 |
| 1651 | 2007.07.20 14:45 | close | 514 | 0.10 | 122.260 | 121.955 | 123.155 | 550.00 | 1147524.00 |
| 1652 | 2007.07.23 13:25 | sell | 515 | 0.10 | 121.230 | 0.000 | 0.000 | ||
| 1653 | 2007.07.23 13:25 | modify | 515 | 0.10 | 121.230 | 121.530 | 120.030 | ||
| 1654 | 2007.07.24 03:30 | close | 515 | 0.10 | 120.665 | 121.530 | 120.030 | 5624.00 | 1153148.00 |
| 1655 | 2007.07.24 13:20 | sell | 516 | 0.10 | 120.750 | 0.000 | 0.000 | ||
| 1656 | 2007.07.24 13:20 | modify | 516 | 0.10 | 120.750 | 121.050 | 119.550 | ||
| 1657 | 2007.07.25 00:05 | modify | 516 | 0.10 | 120.750 | 120.750 | 119.550 | ||
| 1658 | 2007.07.25 06:10 | close | 516 | 0.10 | 119.925 | 120.750 | 119.550 | 8224.00 | 1161372.00 |
| 1659 | 2007.07.25 12:40 | sell | 517 | 0.10 | 120.180 | 0.000 | 0.000 | ||
| 1660 | 2007.07.25 12:40 | modify | 517 | 0.10 | 120.180 | 120.480 | 118.980 | ||
| 1661 | 2007.07.25 14:20 | s/l | 517 | 0.10 | 120.480 | 120.480 | 118.980 | -3000.00 | 1158372.00 |
| 1662 | 2007.07.26 06:05 | buy | 518 | 0.10 | 120.535 | 0.000 | 0.000 | ||
| 1663 | 2007.07.26 06:05 | modify | 518 | 0.10 | 120.535 | 120.285 | 121.485 | ||
| 1664 | 2007.07.26 10:15 | s/l | 518 | 0.10 | 120.285 | 120.285 | 121.485 | -2500.00 | 1155872.00 |
| 1665 | 2007.07.26 10:30 | buy | 519 | 0.10 | 120.385 | 0.000 | 0.000 | ||
| 1666 | 2007.07.26 10:30 | modify | 519 | 0.10 | 120.385 | 120.135 | 121.335 | ||
| 1667 | 2007.07.26 14:10 | s/l | 519 | 0.10 | 120.135 | 120.135 | 121.335 | -2500.00 | 1153372.00 |
| 1668 | 2007.07.31 04:55 | buy | 520 | 0.10 | 118.935 | 0.000 | 0.000 | ||
| 1669 | 2007.07.31 04:55 | modify | 520 | 0.10 | 118.935 | 118.685 | 119.885 | ||
| 1670 | 2007.07.31 15:00 | close | 520 | 0.10 | 119.350 | 118.685 | 119.885 | 4150.00 | 1157522.00 |
| 1671 | 2007.07.31 16:55 | buy | 521 | 0.10 | 119.275 | 0.000 | 0.000 | ||
| 1672 | 2007.07.31 16:55 | modify | 521 | 0.10 | 119.275 | 119.025 | 120.225 | ||
| 1673 | 2007.07.31 18:05 | s/l | 521 | 0.10 | 119.025 | 119.025 | 120.225 | -2500.00 | 1155022.00 |
| 1674 | 2007.08.01 20:45 | buy | 522 | 0.10 | 118.605 | 0.000 | 0.000 | ||
| 1675 | 2007.08.01 20:45 | modify | 522 | 0.10 | 118.605 | 118.355 | 119.555 | ||
| 1676 | 2007.08.01 22:15 | s/l | 522 | 0.10 | 118.355 | 118.355 | 119.555 | -2500.00 | 1152522.00 |
| 1677 | 2007.08.01 22:50 | buy | 523 | 0.10 | 118.685 | 0.000 | 0.000 | ||
| 1678 | 2007.08.01 22:50 | modify | 523 | 0.10 | 118.685 | 118.435 | 119.635 | ||
| 1679 | 2007.08.02 07:25 | s/l | 523 | 0.10 | 118.435 | 118.435 | 119.635 | -2515.00 | 1150007.00 |
| 1680 | 2007.08.02 07:45 | buy | 524 | 0.10 | 118.535 | 0.000 | 0.000 | ||
| 1681 | 2007.08.02 07:45 | modify | 524 | 0.10 | 118.535 | 118.285 | 119.485 | ||
| 1682 | 2007.08.02 17:50 | close | 524 | 0.10 | 119.060 | 118.285 | 119.485 | 5250.00 | 1155257.00 |
| 1683 | 2007.08.02 18:25 | buy | 525 | 0.10 | 119.105 | 0.000 | 0.000 | ||
| 1684 | 2007.08.02 18:25 | modify | 525 | 0.10 | 119.105 | 118.855 | 120.055 | ||
| 1685 | 2007.08.03 04:30 | close | 525 | 0.10 | 119.260 | 118.855 | 120.055 | 1535.00 | 1156792.00 |
| 1686 | 2007.08.03 07:00 | buy | 526 | 0.10 | 119.245 | 0.000 | 0.000 | ||
| 1687 | 2007.08.03 07:00 | modify | 526 | 0.10 | 119.245 | 118.995 | 120.195 | ||
| 1688 | 2007.08.03 15:35 | s/l | 526 | 0.10 | 118.995 | 118.995 | 120.195 | -2500.00 | 1154292.00 |
| 1689 | 2007.08.07 03:45 | buy | 527 | 0.10 | 118.715 | 0.000 | 0.000 | ||
| 1690 | 2007.08.07 03:45 | modify | 527 | 0.10 | 118.715 | 118.465 | 119.665 | ||
| 1691 | 2007.08.07 13:50 | close | 527 | 0.10 | 118.730 | 118.465 | 119.665 | 150.00 | 1154442.00 |
| 1692 | 2007.08.07 14:50 | buy | 528 | 0.10 | 118.735 | 0.000 | 0.000 | ||
| 1693 | 2007.08.07 14:50 | modify | 528 | 0.10 | 118.735 | 118.485 | 119.685 | ||
| 1694 | 2007.08.07 15:50 | s/l | 528 | 0.10 | 118.485 | 118.485 | 119.685 | -2500.00 | 1151942.00 |
| 1695 | 2007.08.08 04:20 | buy | 529 | 0.10 | 118.985 | 0.000 | 0.000 | ||
| 1696 | 2007.08.08 04:20 | modify | 529 | 0.10 | 118.985 | 118.735 | 119.935 | ||
| 1697 | 2007.08.08 14:25 | close | 529 | 0.10 | 119.380 | 118.735 | 119.935 | 3950.00 | 1155892.00 |
| 1698 | 2007.08.08 16:50 | buy | 530 | 0.10 | 119.255 | 0.000 | 0.000 | ||
| 1699 | 2007.08.08 16:50 | modify | 530 | 0.10 | 119.255 | 119.005 | 120.205 | ||
| 1700 | 2007.08.08 19:40 | modify | 530 | 0.10 | 119.255 | 119.255 | 120.205 | ||
| 1701 | 2007.08.09 06:30 | close | 530 | 0.10 | 119.660 | 119.255 | 120.205 | 4035.00 | 1159927.00 |
| 1702 | 2007.08.10 06:15 | sell | 531 | 0.10 | 118.040 | 0.000 | 0.000 | ||
| 1703 | 2007.08.10 06:15 | modify | 531 | 0.10 | 118.040 | 118.340 | 116.840 | ||
| 1704 | 2007.08.10 16:00 | close | 531 | 0.10 | 117.635 | 118.340 | 116.840 | 4050.00 | 1163977.00 |
| 1705 | 2007.08.13 16:05 | sell | 532 | 0.10 | 118.490 | 0.000 | 0.000 | ||
| 1706 | 2007.08.13 16:05 | modify | 532 | 0.10 | 118.490 | 118.790 | 117.290 | ||
| 1707 | 2007.08.14 00:40 | modify | 532 | 0.10 | 118.490 | 118.490 | 117.290 | ||
| 1708 | 2007.08.14 08:10 | close | 532 | 0.10 | 117.925 | 118.490 | 117.290 | 5624.00 | 1169601.00 |
| 1709 | 2007.08.14 10:15 | sell | 533 | 0.10 | 117.840 | 0.000 | 0.000 | ||
| 1710 | 2007.08.14 10:15 | modify | 533 | 0.10 | 117.840 | 118.140 | 116.640 | ||
| 1711 | 2007.08.14 11:40 | s/l | 533 | 0.10 | 118.140 | 118.140 | 116.640 | -3000.00 | 1166601.00 |
| 1712 | 2007.08.14 20:30 | sell | 534 | 0.10 | 117.930 | 0.000 | 0.000 | ||
| 1713 | 2007.08.14 20:30 | modify | 534 | 0.10 | 117.930 | 118.230 | 116.730 | ||
| 1714 | 2007.08.15 00:15 | modify | 534 | 0.10 | 117.930 | 117.930 | 116.730 | ||
| 1715 | 2007.08.15 06:55 | close | 534 | 0.10 | 117.265 | 117.930 | 116.730 | 6624.00 | 1173225.00 |
| 1716 | 2007.08.15 20:30 | buy | 535 | 0.10 | 117.365 | 0.000 | 0.000 | ||
| 1717 | 2007.08.15 20:30 | modify | 535 | 0.10 | 117.365 | 117.115 | 118.315 | ||
| 1718 | 2007.08.15 21:50 | s/l | 535 | 0.10 | 117.115 | 117.115 | 118.315 | -2500.00 | 1170725.00 |
| 1719 | 2007.08.15 23:10 | buy | 536 | 0.10 | 116.705 | 0.000 | 0.000 | ||
| 1720 | 2007.08.15 23:10 | modify | 536 | 0.10 | 116.705 | 116.455 | 117.655 | ||
| 1721 | 2007.08.16 00:30 | s/l | 536 | 0.10 | 116.455 | 116.455 | 117.655 | -2515.00 | 1168210.00 |
| 1722 | 2007.08.20 01:40 | buy | 537 | 0.10 | 114.405 | 0.000 | 0.000 | ||
| 1723 | 2007.08.20 01:40 | modify | 537 | 0.10 | 114.405 | 114.155 | 115.355 | ||
| 1724 | 2007.08.20 02:00 | s/l | 537 | 0.10 | 114.155 | 114.155 | 115.355 | -2500.00 | 1165710.00 |
| 1725 | 2007.08.20 02:50 | buy | 538 | 0.10 | 114.205 | 0.000 | 0.000 | ||
| 1726 | 2007.08.20 02:50 | modify | 538 | 0.10 | 114.205 | 113.955 | 115.155 | ||
| 1727 | 2007.08.20 10:40 | t/p | 538 | 0.10 | 115.155 | 113.955 | 115.155 | 9500.00 | 1175210.00 |
| 1728 | 2007.08.20 14:30 | buy | 539 | 0.10 | 115.105 | 0.000 | 0.000 | ||
| 1729 | 2007.08.20 14:30 | modify | 539 | 0.10 | 115.105 | 114.855 | 116.055 | ||
| 1730 | 2007.08.20 16:45 | s/l | 539 | 0.10 | 114.855 | 114.855 | 116.055 | -2500.00 | 1172710.00 |
| 1731 | 2007.08.22 13:25 | buy | 540 | 0.10 | 114.955 | 0.000 | 0.000 | ||
| 1732 | 2007.08.22 13:25 | modify | 540 | 0.10 | 114.955 | 114.705 | 115.905 | ||
| 1733 | 2007.08.22 23:30 | close | 540 | 0.10 | 115.260 | 114.705 | 115.905 | 3050.00 | 1175760.00 |
| 1734 | 2007.08.23 00:35 | buy | 541 | 0.10 | 115.325 | 0.000 | 0.000 | ||
| 1735 | 2007.08.23 00:35 | modify | 541 | 0.10 | 115.325 | 115.075 | 116.275 | ||
| 1736 | 2007.08.23 04:55 | modify | 541 | 0.10 | 115.325 | 115.325 | 116.275 | ||
| 1737 | 2007.08.23 06:20 | close | 541 | 0.10 | 115.970 | 115.325 | 116.275 | 6450.00 | 1182210.00 |
| 1738 | 2007.08.23 08:40 | buy | 542 | 0.10 | 115.745 | 0.000 | 0.000 | ||
| 1739 | 2007.08.23 08:40 | modify | 542 | 0.10 | 115.745 | 115.495 | 116.695 | ||
| 1740 | 2007.08.23 13:00 | t/p | 542 | 0.10 | 116.695 | 115.495 | 116.695 | 9500.00 | 1191710.00 |
| 1741 | 2007.08.27 05:05 | buy | 543 | 0.10 | 116.355 | 0.000 | 0.000 | ||
| 1742 | 2007.08.27 05:05 | modify | 543 | 0.10 | 116.355 | 116.105 | 117.305 | ||
| 1743 | 2007.08.27 11:00 | s/l | 543 | 0.10 | 116.105 | 116.105 | 117.305 | -2500.00 | 1189210.00 |
| 1744 | 2007.08.27 16:35 | sell | 544 | 0.10 | 116.030 | 0.000 | 0.000 | ||
| 1745 | 2007.08.27 16:35 | modify | 544 | 0.10 | 116.030 | 116.330 | 114.830 | ||
| 1746 | 2007.08.28 05:55 | modify | 544 | 0.10 | 116.030 | 116.030 | 114.830 | ||
| 1747 | 2007.08.28 18:15 | t/p | 544 | 0.10 | 114.830 | 116.030 | 114.830 | 11974.00 | 1201184.00 |
| 1748 | 2007.08.30 12:30 | sell | 545 | 0.10 | 115.530 | 0.000 | 0.000 | ||
| 1749 | 2007.08.30 12:30 | modify | 545 | 0.10 | 115.530 | 115.830 | 114.330 | ||
| 1750 | 2007.08.30 15:55 | s/l | 545 | 0.10 | 115.830 | 115.830 | 114.330 | -3000.00 | 1198184.00 |
| 1751 | 2007.08.31 04:30 | buy | 546 | 0.10 | 115.945 | 0.000 | 0.000 | ||
| 1752 | 2007.08.31 04:30 | modify | 546 | 0.10 | 115.945 | 115.695 | 116.895 | ||
| 1753 | 2007.08.31 14:35 | close | 546 | 0.10 | 116.270 | 115.695 | 116.895 | 3250.00 | 1201434.00 |
| 1754 | 2007.08.31 16:15 | buy | 547 | 0.10 | 116.245 | 0.000 | 0.000 | ||
| 1755 | 2007.08.31 16:15 | close | 547 | 0.10 | 116.240 | 0.000 | 0.000 | -50.00 | 1201384.00 |
| 1756 | 2007.09.03 15:45 | buy | 548 | 0.10 | 115.775 | 0.000 | 0.000 | ||
| 1757 | 2007.09.03 15:45 | modify | 548 | 0.10 | 115.775 | 115.525 | 116.725 | ||
| 1758 | 2007.09.04 01:50 | close | 548 | 0.10 | 115.800 | 115.525 | 116.725 | 235.00 | 1201619.00 |
| 1759 | 2007.09.04 03:25 | buy | 549 | 0.10 | 115.795 | 0.000 | 0.000 | ||
| 1760 | 2007.09.04 03:25 | modify | 549 | 0.10 | 115.795 | 115.545 | 116.745 | ||
| 1761 | 2007.09.04 10:50 | s/l | 549 | 0.10 | 115.545 | 115.545 | 116.745 | -2500.00 | 1199119.00 |
| 1762 | 2007.09.04 14:00 | sell | 550 | 0.10 | 115.430 | 0.000 | 0.000 | ||
| 1763 | 2007.09.04 14:00 | modify | 550 | 0.10 | 115.430 | 115.730 | 114.230 | ||
| 1764 | 2007.09.04 16:35 | s/l | 550 | 0.10 | 115.730 | 115.730 | 114.230 | -3000.00 | 1196119.00 |
| 1765 | 2007.09.05 12:00 | sell | 551 | 0.10 | 115.870 | 0.000 | 0.000 | ||
| 1766 | 2007.09.05 12:00 | modify | 551 | 0.10 | 115.870 | 116.170 | 114.670 | ||
| 1767 | 2007.09.05 20:25 | modify | 551 | 0.10 | 115.870 | 115.870 | 114.670 | ||
| 1768 | 2007.09.06 00:15 | close | 551 | 0.10 | 115.175 | 115.870 | 114.670 | 6924.00 | 1203043.00 |
| 1769 | 2007.09.06 02:20 | sell | 552 | 0.10 | 115.080 | 0.000 | 0.000 | ||
| 1770 | 2007.09.06 02:20 | modify | 552 | 0.10 | 115.080 | 115.380 | 113.880 | ||
| 1771 | 2007.09.06 05:10 | s/l | 552 | 0.10 | 115.380 | 115.380 | 113.880 | -3000.00 | 1200043.00 |
| 1772 | 2007.09.06 05:45 | sell | 553 | 0.10 | 115.320 | 0.000 | 0.000 | ||
| 1773 | 2007.09.06 05:45 | modify | 553 | 0.10 | 115.320 | 115.620 | 114.120 | ||
| 1774 | 2007.09.06 19:50 | close | 553 | 0.10 | 115.375 | 115.620 | 114.120 | -550.00 | 1199493.00 |
| 1775 | 2007.09.07 08:25 | sell | 554 | 0.10 | 115.060 | 0.000 | 0.000 | ||
| 1776 | 2007.09.07 08:25 | modify | 554 | 0.10 | 115.060 | 115.360 | 113.860 | ||
| 1777 | 2007.09.07 16:00 | close | 554 | 0.10 | 114.305 | 115.360 | 113.860 | 7550.00 | 1207043.00 |
| 1778 | 2007.09.11 01:55 | buy | 555 | 0.10 | 113.565 | 0.000 | 0.000 | ||
| 1779 | 2007.09.11 01:55 | modify | 555 | 0.10 | 113.565 | 113.315 | 114.515 | ||
| 1780 | 2007.09.11 12:00 | close | 555 | 0.10 | 113.670 | 113.315 | 114.515 | 1050.00 | 1208093.00 |
| 1781 | 2007.09.11 17:10 | buy | 556 | 0.10 | 113.965 | 0.000 | 0.000 | ||
| 1782 | 2007.09.11 17:10 | modify | 556 | 0.10 | 113.965 | 113.715 | 114.915 | ||
| 1783 | 2007.09.12 03:15 | close | 556 | 0.10 | 114.120 | 113.715 | 114.915 | 1535.00 | 1209628.00 |
| 1784 | 2007.09.12 03:40 | buy | 557 | 0.10 | 114.145 | 0.000 | 0.000 | ||
| 1785 | 2007.09.12 03:40 | modify | 557 | 0.10 | 114.145 | 113.895 | 115.095 | ||
| 1786 | 2007.09.12 08:35 | s/l | 557 | 0.10 | 113.895 | 113.895 | 115.095 | -2500.00 | 1207128.00 |
| 1787 | 2007.09.12 09:55 | buy | 558 | 0.10 | 113.965 | 0.000 | 0.000 | ||
| 1788 | 2007.09.12 09:55 | modify | 558 | 0.10 | 113.965 | 113.715 | 114.915 | ||
| 1789 | 2007.09.12 20:00 | close | 558 | 0.10 | 114.170 | 113.715 | 114.915 | 2050.00 | 1209178.00 |
| 1790 | 2007.09.13 05:50 | buy | 559 | 0.10 | 114.295 | 0.000 | 0.000 | ||
| 1791 | 2007.09.13 05:50 | modify | 559 | 0.10 | 114.295 | 114.045 | 115.245 | ||
| 1792 | 2007.09.13 15:50 | modify | 559 | 0.10 | 114.295 | 114.295 | 115.245 | ||
| 1793 | 2007.09.13 16:20 | t/p | 559 | 0.10 | 115.245 | 114.295 | 115.245 | 9500.00 | 1218678.00 |
| 1794 | 2007.09.17 02:00 | buy | 560 | 0.10 | 115.225 | 0.000 | 0.000 | ||
| 1795 | 2007.09.17 02:00 | modify | 560 | 0.10 | 115.225 | 114.975 | 116.175 | ||
| 1796 | 2007.09.17 10:25 | s/l | 560 | 0.10 | 114.975 | 114.975 | 116.175 | -2500.00 | 1216178.00 |
| 1797 | 2007.09.17 11:30 | buy | 561 | 0.10 | 114.975 | 0.000 | 0.000 | ||
| 1798 | 2007.09.17 11:30 | modify | 561 | 0.10 | 114.975 | 114.725 | 115.925 | ||
| 1799 | 2007.09.17 13:10 | s/l | 561 | 0.10 | 114.725 | 114.725 | 115.925 | -2500.00 | 1213678.00 |
| 1800 | 2007.09.19 12:05 | sell | 562 | 0.10 | 115.830 | 0.000 | 0.000 | ||