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 |
| 1801 | 2007.09.19 12:05 | modify | 562 | 0.10 | 115.830 | 116.130 | 114.630 | ||
| 1802 | 2007.09.19 16:50 | s/l | 562 | 0.10 | 116.130 | 116.130 | 114.630 | -3000.00 | 1210678.00 |
| 1803 | 2007.09.20 09:15 | sell | 563 | 0.10 | 115.790 | 0.000 | 0.000 | ||
| 1804 | 2007.09.20 09:15 | modify | 563 | 0.10 | 115.790 | 116.090 | 114.590 | ||
| 1805 | 2007.09.20 17:20 | modify | 563 | 0.10 | 115.790 | 115.790 | 114.590 | ||
| 1806 | 2007.09.20 18:00 | t/p | 563 | 0.10 | 114.590 | 115.790 | 114.590 | 12000.00 | 1222678.00 |
| 1807 | 2007.09.24 07:40 | sell | 564 | 0.10 | 115.050 | 0.000 | 0.000 | ||
| 1808 | 2007.09.24 07:40 | modify | 564 | 0.10 | 115.050 | 115.350 | 113.850 | ||
| 1809 | 2007.09.24 21:45 | close | 564 | 0.10 | 114.845 | 115.350 | 113.850 | 2050.00 | 1224728.00 |
| 1810 | 2007.09.24 23:45 | sell | 565 | 0.10 | 114.850 | 0.000 | 0.000 | ||
| 1811 | 2007.09.24 23:45 | modify | 565 | 0.10 | 114.850 | 115.150 | 113.650 | ||
| 1812 | 2007.09.25 13:50 | close | 565 | 0.10 | 114.485 | 115.150 | 113.650 | 3624.00 | 1228352.00 |
| 1813 | 2007.09.26 04:00 | buy | 566 | 0.10 | 114.735 | 0.000 | 0.000 | ||
| 1814 | 2007.09.26 04:00 | modify | 566 | 0.10 | 114.735 | 114.485 | 115.685 | ||
| 1815 | 2007.09.26 13:55 | modify | 566 | 0.10 | 114.735 | 114.735 | 115.685 | ||
| 1816 | 2007.09.26 18:00 | t/p | 566 | 0.10 | 115.685 | 114.735 | 115.685 | 9500.00 | 1237852.00 |
| 1817 | 2007.09.26 21:20 | buy | 567 | 0.10 | 115.465 | 0.000 | 0.000 | ||
| 1818 | 2007.09.26 21:20 | modify | 567 | 0.10 | 115.465 | 115.215 | 116.415 | ||
| 1819 | 2007.09.27 07:25 | close | 567 | 0.10 | 115.500 | 115.215 | 116.415 | 335.00 | 1238187.00 |
| 1820 | 2007.10.01 15:25 | buy | 568 | 0.10 | 115.835 | 0.000 | 0.000 | ||
| 1821 | 2007.10.01 15:25 | modify | 568 | 0.10 | 115.835 | 115.585 | 116.785 | ||
| 1822 | 2007.10.01 18:00 | s/l | 568 | 0.10 | 115.585 | 115.585 | 116.785 | -2500.00 | 1235687.00 |
| 1823 | 2007.10.01 18:45 | buy | 569 | 0.10 | 115.905 | 0.000 | 0.000 | ||
| 1824 | 2007.10.01 18:45 | modify | 569 | 0.10 | 115.905 | 115.655 | 116.855 | ||
| 1825 | 2007.10.01 22:45 | s/l | 569 | 0.10 | 115.655 | 115.655 | 116.855 | -2500.00 | 1233187.00 |
| 1826 | 2007.10.01 23:10 | buy | 570 | 0.10 | 115.725 | 0.000 | 0.000 | ||
| 1827 | 2007.10.01 23:10 | modify | 570 | 0.10 | 115.725 | 115.475 | 116.675 | ||
| 1828 | 2007.10.02 05:25 | s/l | 570 | 0.10 | 115.475 | 115.475 | 116.675 | -2515.00 | 1230672.00 |
| 1829 | 2007.10.02 09:15 | sell | 571 | 0.10 | 115.320 | 0.000 | 0.000 | ||
| 1830 | 2007.10.02 09:15 | modify | 571 | 0.10 | 115.320 | 115.620 | 114.120 | ||
| 1831 | 2007.10.02 11:25 | s/l | 571 | 0.10 | 115.620 | 115.620 | 114.120 | -3000.00 | 1227672.00 |
| 1832 | 2007.10.02 11:45 | sell | 572 | 0.10 | 115.620 | 0.000 | 0.000 | ||
| 1833 | 2007.10.02 11:45 | modify | 572 | 0.10 | 115.620 | 115.920 | 114.420 | ||
| 1834 | 2007.10.02 15:40 | s/l | 572 | 0.10 | 115.920 | 115.920 | 114.420 | -3000.00 | 1224672.00 |
| 1835 | 2007.10.05 12:55 | buy | 573 | 0.10 | 116.585 | 0.000 | 0.000 | ||
| 1836 | 2007.10.05 12:55 | modify | 573 | 0.10 | 116.585 | 116.335 | 117.535 | ||
| 1837 | 2007.10.05 16:00 | close | 573 | 0.10 | 117.060 | 116.335 | 117.535 | 4750.00 | 1229422.00 |
| 1838 | 2007.10.09 11:00 | sell | 574 | 0.10 | 117.300 | 0.000 | 0.000 | ||
| 1839 | 2007.10.09 11:00 | modify | 574 | 0.10 | 117.300 | 117.600 | 116.100 | ||
| 1840 | 2007.10.09 20:05 | modify | 574 | 0.10 | 117.300 | 117.300 | 116.100 | ||
| 1841 | 2007.10.10 09:15 | s/l | 574 | 0.10 | 117.300 | 117.300 | 116.100 | -26.00 | 1229396.00 |
| 1842 | 2007.10.10 20:10 | sell | 575 | 0.10 | 117.220 | 0.000 | 0.000 | ||
| 1843 | 2007.10.10 20:10 | modify | 575 | 0.10 | 117.220 | 117.520 | 116.020 | ||
| 1844 | 2007.10.11 10:15 | close | 575 | 0.10 | 117.375 | 117.520 | 116.020 | -1576.00 | 1227820.00 |
| 1845 | 2007.10.12 01:25 | sell | 576 | 0.10 | 117.310 | 0.000 | 0.000 | ||
| 1846 | 2007.10.12 01:25 | modify | 576 | 0.10 | 117.310 | 117.610 | 116.110 | ||
| 1847 | 2007.10.12 15:30 | close | 576 | 0.10 | 117.515 | 117.610 | 116.110 | -2050.00 | 1225770.00 |
| 1848 | 2007.10.12 15:45 | sell | 577 | 0.10 | 117.580 | 0.000 | 0.000 | ||
| 1849 | 2007.10.12 15:45 | modify | 577 | 0.10 | 117.580 | 117.880 | 116.380 | ||
| 1850 | 2007.10.12 16:00 | close | 577 | 0.10 | 117.575 | 117.880 | 116.380 | 50.00 | 1225820.00 |
| 1851 | 2007.10.15 01:50 | buy | 578 | 0.10 | 117.515 | 0.000 | 0.000 | ||
| 1852 | 2007.10.15 01:50 | modify | 578 | 0.10 | 117.515 | 117.265 | 118.465 | ||
| 1853 | 2007.10.15 11:55 | close | 578 | 0.10 | 117.650 | 117.265 | 118.465 | 1350.00 | 1227170.00 |
| 1854 | 2007.10.15 12:45 | buy | 579 | 0.10 | 117.715 | 0.000 | 0.000 | ||
| 1855 | 2007.10.15 12:45 | modify | 579 | 0.10 | 117.715 | 117.465 | 118.665 | ||
| 1856 | 2007.10.15 17:55 | s/l | 579 | 0.10 | 117.465 | 117.465 | 118.665 | -2500.00 | 1224670.00 |
| 1857 | 2007.10.15 20:55 | sell | 580 | 0.10 | 117.290 | 0.000 | 0.000 | ||
| 1858 | 2007.10.15 20:55 | modify | 580 | 0.10 | 117.290 | 117.590 | 116.090 | ||
| 1859 | 2007.10.16 11:00 | close | 580 | 0.10 | 116.765 | 117.590 | 116.090 | 5224.00 | 1229894.00 |
| 1860 | 2007.10.16 20:20 | sell | 581 | 0.10 | 116.660 | 0.000 | 0.000 | ||
| 1861 | 2007.10.16 20:20 | modify | 581 | 0.10 | 116.660 | 116.960 | 115.460 | ||
| 1862 | 2007.10.17 01:20 | s/l | 581 | 0.10 | 116.960 | 116.960 | 115.460 | -3026.00 | 1226868.00 |
| 1863 | 2007.10.17 23:45 | sell | 582 | 0.10 | 116.710 | 0.000 | 0.000 | ||
| 1864 | 2007.10.17 23:45 | modify | 582 | 0.10 | 116.710 | 117.010 | 115.510 | ||
| 1865 | 2007.10.18 06:40 | modify | 582 | 0.10 | 116.710 | 116.710 | 115.510 | ||
| 1866 | 2007.10.18 15:10 | t/p | 582 | 0.10 | 115.510 | 116.710 | 115.510 | 11974.00 | 1238842.00 |
| 1867 | 2007.10.18 21:20 | sell | 583 | 0.10 | 115.760 | 0.000 | 0.000 | ||
| 1868 | 2007.10.18 21:20 | modify | 583 | 0.10 | 115.760 | 116.060 | 114.560 | ||
| 1869 | 2007.10.19 03:50 | modify | 583 | 0.10 | 115.760 | 115.760 | 114.560 | ||
| 1870 | 2007.10.19 07:30 | close | 583 | 0.10 | 115.015 | 115.760 | 114.560 | 7424.00 | 1246266.00 |
| 1871 | 2007.10.23 03:55 | buy | 584 | 0.10 | 114.375 | 0.000 | 0.000 | ||
| 1872 | 2007.10.23 03:55 | modify | 584 | 0.10 | 114.375 | 114.125 | 115.325 | ||
| 1873 | 2007.10.23 14:00 | close | 584 | 0.10 | 114.620 | 114.125 | 115.325 | 2450.00 | 1248716.00 |
| 1874 | 2007.10.25 13:30 | buy | 585 | 0.10 | 114.355 | 0.000 | 0.000 | ||
| 1875 | 2007.10.25 13:30 | modify | 585 | 0.10 | 114.355 | 114.105 | 115.305 | ||
| 1876 | 2007.10.25 15:35 | s/l | 585 | 0.10 | 114.105 | 114.105 | 115.305 | -2500.00 | 1246216.00 |
| 1877 | 2007.10.25 17:10 | buy | 586 | 0.10 | 114.265 | 0.000 | 0.000 | ||
| 1878 | 2007.10.25 17:10 | modify | 586 | 0.10 | 114.265 | 114.015 | 115.215 | ||
| 1879 | 2007.10.25 19:25 | s/l | 586 | 0.10 | 114.015 | 114.015 | 115.215 | -2500.00 | 1243716.00 |
| 1880 | 2007.10.26 06:00 | buy | 587 | 0.10 | 114.305 | 0.000 | 0.000 | ||
| 1881 | 2007.10.26 06:00 | modify | 587 | 0.10 | 114.305 | 114.055 | 115.255 | ||
| 1882 | 2007.10.26 16:00 | close | 587 | 0.10 | 114.370 | 114.055 | 115.255 | 650.00 | 1244366.00 |
| 1883 | 2007.10.29 05:25 | sell | 588 | 0.10 | 114.170 | 0.000 | 0.000 | ||
| 1884 | 2007.10.29 05:25 | modify | 588 | 0.10 | 114.170 | 114.470 | 112.970 | ||
| 1885 | 2007.10.29 12:40 | s/l | 588 | 0.10 | 114.470 | 114.470 | 112.970 | -3000.00 | 1241366.00 |
| 1886 | 2007.10.29 20:55 | buy | 589 | 0.10 | 114.645 | 0.000 | 0.000 | ||
| 1887 | 2007.10.29 20:55 | modify | 589 | 0.10 | 114.645 | 114.395 | 115.595 | ||
| 1888 | 2007.10.30 06:00 | close | 589 | 0.10 | 114.440 | 114.395 | 115.595 | -2065.00 | 1239301.00 |
| 1889 | 2007.11.01 00:55 | buy | 590 | 0.10 | 115.285 | 0.000 | 0.000 | ||
| 1890 | 2007.11.01 00:55 | modify | 590 | 0.10 | 115.285 | 115.035 | 116.235 | ||
| 1891 | 2007.11.01 11:00 | close | 590 | 0.10 | 115.660 | 115.035 | 116.235 | 3750.00 | 1243051.00 |
| 1892 | 2007.11.02 00:45 | sell | 591 | 0.10 | 114.530 | 0.000 | 0.000 | ||
| 1893 | 2007.11.02 00:45 | modify | 591 | 0.10 | 114.530 | 114.830 | 113.330 | ||
| 1894 | 2007.11.02 04:00 | s/l | 591 | 0.10 | 114.830 | 114.830 | 113.330 | -3000.00 | 1240051.00 |
| 1895 | 2007.11.02 04:05 | sell | 592 | 0.10 | 114.810 | 0.000 | 0.000 | ||
| 1896 | 2007.11.02 04:05 | modify | 592 | 0.10 | 114.810 | 115.110 | 113.610 | ||
| 1897 | 2007.11.02 14:35 | s/l | 592 | 0.10 | 115.110 | 115.110 | 113.610 | -3000.00 | 1237051.00 |
| 1898 | 2007.11.05 04:40 | sell | 593 | 0.10 | 114.630 | 0.000 | 0.000 | ||
| 1899 | 2007.11.05 04:40 | modify | 593 | 0.10 | 114.630 | 114.930 | 113.430 | ||
| 1900 | 2007.11.05 18:45 | close | 593 | 0.10 | 114.545 | 114.930 | 113.430 | 850.00 | 1237901.00 |
| 1901 | 2007.11.06 20:35 | sell | 594 | 0.10 | 114.510 | 0.000 | 0.000 | ||
| 1902 | 2007.11.06 20:35 | modify | 594 | 0.10 | 114.510 | 114.810 | 113.310 | ||
| 1903 | 2007.11.07 03:20 | close | 594 | 0.10 | 114.745 | 114.810 | 113.310 | -2376.00 | 1235525.00 |
| 1904 | 2007.11.08 17:15 | buy | 595 | 0.10 | 112.605 | 0.000 | 0.000 | ||
| 1905 | 2007.11.08 17:15 | modify | 595 | 0.10 | 112.605 | 112.355 | 113.555 | ||
| 1906 | 2007.11.08 19:50 | s/l | 595 | 0.10 | 112.355 | 112.355 | 113.555 | -2500.00 | 1233025.00 |
| 1907 | 2007.11.09 11:00 | sell | 596 | 0.10 | 112.540 | 0.000 | 0.000 | ||
| 1908 | 2007.11.09 11:00 | modify | 596 | 0.10 | 112.540 | 112.840 | 111.340 | ||
| 1909 | 2007.11.09 12:25 | t/p | 596 | 0.10 | 111.340 | 112.840 | 111.340 | 12000.00 | 1245025.00 |
| 1910 | 2007.11.13 06:45 | buy | 597 | 0.10 | 110.075 | 0.000 | 0.000 | ||
| 1911 | 2007.11.13 06:45 | modify | 597 | 0.10 | 110.075 | 109.825 | 111.025 | ||
| 1912 | 2007.11.13 10:40 | s/l | 597 | 0.10 | 109.825 | 109.825 | 111.025 | -2500.00 | 1242525.00 |
| 1913 | 2007.11.13 11:20 | buy | 598 | 0.10 | 109.935 | 0.000 | 0.000 | ||
| 1914 | 2007.11.13 11:20 | modify | 598 | 0.10 | 109.935 | 109.685 | 110.885 | ||
| 1915 | 2007.11.13 21:10 | modify | 598 | 0.10 | 109.935 | 109.935 | 110.885 | ||
| 1916 | 2007.11.13 22:30 | t/p | 598 | 0.10 | 110.885 | 109.935 | 110.885 | 9500.00 | 1252025.00 |
| 1917 | 2007.11.14 05:10 | buy | 599 | 0.10 | 111.005 | 0.000 | 0.000 | ||
| 1918 | 2007.11.14 05:10 | modify | 599 | 0.10 | 111.005 | 110.755 | 111.955 | ||
| 1919 | 2007.11.14 15:15 | close | 599 | 0.10 | 111.060 | 110.755 | 111.955 | 550.00 | 1252575.00 |
| 1920 | 2007.11.19 01:55 | buy | 600 | 0.10 | 110.895 | 0.000 | 0.000 | ||
| 1921 | 2007.11.19 01:55 | modify | 600 | 0.10 | 110.895 | 110.645 | 111.845 | ||
| 1922 | 2007.11.19 05:10 | s/l | 600 | 0.10 | 110.645 | 110.645 | 111.845 | -2500.00 | 1250075.00 |
| 1923 | 2007.11.19 05:35 | buy | 601 | 0.10 | 110.625 | 0.000 | 0.000 | ||
| 1924 | 2007.11.19 05:35 | modify | 601 | 0.10 | 110.625 | 110.375 | 111.575 | ||
| 1925 | 2007.11.19 11:45 | s/l | 601 | 0.10 | 110.375 | 110.375 | 111.575 | -2500.00 | 1247575.00 |
| 1926 | 2007.11.19 16:25 | sell | 602 | 0.10 | 110.320 | 0.000 | 0.000 | ||
| 1927 | 2007.11.19 16:25 | modify | 602 | 0.10 | 110.320 | 110.620 | 109.120 | ||
| 1928 | 2007.11.19 23:40 | modify | 602 | 0.10 | 110.320 | 110.320 | 109.120 | ||
| 1929 | 2007.11.20 07:40 | s/l | 602 | 0.10 | 110.320 | 110.320 | 109.120 | -26.00 | 1247549.00 |
| 1930 | 2007.11.21 05:00 | sell | 603 | 0.10 | 109.690 | 0.000 | 0.000 | ||
| 1931 | 2007.11.21 05:00 | modify | 603 | 0.10 | 109.690 | 109.990 | 108.490 | ||
| 1932 | 2007.11.21 11:50 | t/p | 603 | 0.10 | 108.490 | 109.990 | 108.490 | 12000.00 | 1259549.00 |
| 1933 | 2007.11.26 03:50 | buy | 604 | 0.10 | 108.705 | 0.000 | 0.000 | ||
| 1934 | 2007.11.26 03:50 | modify | 604 | 0.10 | 108.705 | 108.455 | 109.655 | ||
| 1935 | 2007.11.26 05:05 | s/l | 604 | 0.10 | 108.455 | 108.455 | 109.655 | -2500.00 | 1257049.00 |
| 1936 | 2007.11.26 06:25 | buy | 605 | 0.10 | 108.415 | 0.000 | 0.000 | ||
| 1937 | 2007.11.26 06:25 | modify | 605 | 0.10 | 108.415 | 108.165 | 109.365 | ||
| 1938 | 2007.11.26 16:30 | close | 605 | 0.10 | 108.360 | 108.165 | 109.365 | -550.00 | 1256499.00 |
| 1939 | 2007.11.27 08:35 | buy | 606 | 0.10 | 108.435 | 0.000 | 0.000 | ||
| 1940 | 2007.11.27 08:35 | modify | 606 | 0.10 | 108.435 | 108.185 | 109.385 | ||
| 1941 | 2007.11.27 08:50 | s/l | 606 | 0.10 | 108.185 | 108.185 | 109.385 | -2500.00 | 1253999.00 |
| 1942 | 2007.11.27 10:35 | buy | 607 | 0.10 | 108.065 | 0.000 | 0.000 | ||
| 1943 | 2007.11.27 10:35 | modify | 607 | 0.10 | 108.065 | 107.815 | 109.015 | ||
| 1944 | 2007.11.27 14:55 | s/l | 607 | 0.10 | 107.815 | 107.815 | 109.015 | -2500.00 | 1251499.00 |
| 1945 | 2007.11.27 15:20 | buy | 608 | 0.10 | 107.745 | 0.000 | 0.000 | ||
| 1946 | 2007.11.27 15:20 | modify | 608 | 0.10 | 107.745 | 107.495 | 108.695 | ||
| 1947 | 2007.11.27 18:30 | t/p | 608 | 0.10 | 108.695 | 107.495 | 108.695 | 9500.00 | 1260999.00 |
| 1948 | 2007.11.27 21:00 | buy | 609 | 0.10 | 108.665 | 0.000 | 0.000 | ||
| 1949 | 2007.11.27 21:00 | modify | 609 | 0.10 | 108.665 | 108.415 | 109.615 | ||
| 1950 | 2007.11.28 03:20 | s/l | 609 | 0.10 | 108.415 | 108.415 | 109.615 | -2515.00 | 1258484.00 |