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 |
| 1951 | 2007.11.28 03:25 | buy | 610 | 0.10 | 108.505 | 0.000 | 0.000 | ||
| 1952 | 2007.11.28 03:25 | modify | 610 | 0.10 | 108.505 | 108.255 | 109.455 | ||
| 1953 | 2007.11.28 13:05 | modify | 610 | 0.10 | 108.505 | 108.505 | 109.455 | ||
| 1954 | 2007.11.28 13:25 | t/p | 610 | 0.10 | 109.455 | 108.505 | 109.455 | 9500.00 | 1267984.00 |
| 1955 | 2007.11.29 00:30 | buy | 611 | 0.10 | 109.905 | 0.000 | 0.000 | ||
| 1956 | 2007.11.29 00:30 | modify | 611 | 0.10 | 109.905 | 109.655 | 110.855 | ||
| 1957 | 2007.11.29 10:35 | close | 611 | 0.10 | 110.130 | 109.655 | 110.855 | 2250.00 | 1270234.00 |
| 1958 | 2007.11.30 08:40 | buy | 612 | 0.10 | 110.405 | 0.000 | 0.000 | ||
| 1959 | 2007.11.30 08:40 | modify | 612 | 0.10 | 110.405 | 110.155 | 111.355 | ||
| 1960 | 2007.11.30 09:40 | s/l | 612 | 0.10 | 110.155 | 110.155 | 111.355 | -2500.00 | 1267734.00 |
| 1961 | 2007.11.30 11:20 | buy | 613 | 0.10 | 110.145 | 0.000 | 0.000 | ||
| 1962 | 2007.11.30 11:20 | modify | 613 | 0.10 | 110.145 | 109.895 | 111.095 | ||
| 1963 | 2007.11.30 16:00 | close | 613 | 0.10 | 110.790 | 109.895 | 111.095 | 6450.00 | 1274184.00 |
| 1964 | 2007.12.03 14:20 | sell | 614 | 0.10 | 110.500 | 0.000 | 0.000 | ||
| 1965 | 2007.12.03 14:20 | modify | 614 | 0.10 | 110.500 | 110.800 | 109.300 | ||
| 1966 | 2007.12.04 04:25 | close | 614 | 0.10 | 110.385 | 110.800 | 109.300 | 1124.00 | 1275308.00 |
| 1967 | 2007.12.04 21:10 | sell | 615 | 0.10 | 109.850 | 0.000 | 0.000 | ||
| 1968 | 2007.12.04 21:10 | modify | 615 | 0.10 | 109.850 | 110.150 | 108.650 | ||
| 1969 | 2007.12.05 06:30 | s/l | 615 | 0.10 | 110.150 | 110.150 | 108.650 | -3026.00 | 1272282.00 |
| 1970 | 2007.12.06 15:05 | sell | 616 | 0.10 | 111.030 | 0.000 | 0.000 | ||
| 1971 | 2007.12.06 15:05 | modify | 616 | 0.10 | 111.030 | 111.330 | 109.830 | ||
| 1972 | 2007.12.06 17:50 | s/l | 616 | 0.10 | 111.330 | 111.330 | 109.830 | -3000.00 | 1269282.00 |
| 1973 | 2007.12.11 10:10 | buy | 617 | 0.10 | 111.935 | 0.000 | 0.000 | ||
| 1974 | 2007.12.11 10:10 | modify | 617 | 0.10 | 111.935 | 111.685 | 112.885 | ||
| 1975 | 2007.12.11 16:30 | s/l | 617 | 0.10 | 111.685 | 111.685 | 112.885 | -2500.00 | 1266782.00 |
| 1976 | 2007.12.12 07:45 | sell | 618 | 0.10 | 111.000 | 0.000 | 0.000 | ||
| 1977 | 2007.12.12 07:45 | modify | 618 | 0.10 | 111.000 | 111.300 | 109.800 | ||
| 1978 | 2007.12.12 10:05 | s/l | 618 | 0.10 | 111.300 | 111.300 | 109.800 | -3000.00 | 1263782.00 |
| 1979 | 2007.12.12 10:55 | sell | 619 | 0.10 | 111.270 | 0.000 | 0.000 | ||
| 1980 | 2007.12.12 10:55 | modify | 619 | 0.10 | 111.270 | 111.570 | 110.070 | ||
| 1981 | 2007.12.12 15:50 | s/l | 619 | 0.10 | 111.570 | 111.570 | 110.070 | -3000.00 | 1260782.00 |
| 1982 | 2007.12.13 12:25 | sell | 620 | 0.10 | 111.670 | 0.000 | 0.000 | ||
| 1983 | 2007.12.13 12:25 | modify | 620 | 0.10 | 111.670 | 111.970 | 110.470 | ||
| 1984 | 2007.12.13 15:35 | s/l | 620 | 0.10 | 111.970 | 111.970 | 110.470 | -3000.00 | 1257782.00 |
| 1985 | 2007.12.14 06:25 | buy | 621 | 0.10 | 112.405 | 0.000 | 0.000 | ||
| 1986 | 2007.12.14 06:25 | modify | 621 | 0.10 | 112.405 | 112.155 | 113.355 | ||
| 1987 | 2007.12.14 16:00 | close | 621 | 0.10 | 112.970 | 112.155 | 113.355 | 5650.00 | 1263432.00 |
| 1988 | 2007.12.18 13:00 | buy | 622 | 0.10 | 113.485 | 0.000 | 0.000 | ||
| 1989 | 2007.12.18 13:00 | modify | 622 | 0.10 | 113.485 | 113.235 | 114.435 | ||
| 1990 | 2007.12.18 16:45 | s/l | 622 | 0.10 | 113.235 | 113.235 | 114.435 | -2500.00 | 1260932.00 |
| 1991 | 2007.12.18 17:25 | buy | 623 | 0.10 | 113.295 | 0.000 | 0.000 | ||
| 1992 | 2007.12.18 17:25 | modify | 623 | 0.10 | 113.295 | 113.045 | 114.245 | ||
| 1993 | 2007.12.19 03:30 | close | 623 | 0.10 | 113.310 | 113.045 | 114.245 | 135.00 | 1261067.00 |
| 1994 | 2007.12.19 08:15 | sell | 624 | 0.10 | 113.230 | 0.000 | 0.000 | ||
| 1995 | 2007.12.19 08:15 | modify | 624 | 0.10 | 113.230 | 113.530 | 112.030 | ||
| 1996 | 2007.12.19 22:20 | close | 624 | 0.10 | 113.345 | 113.530 | 112.030 | -1150.00 | 1259917.00 |
| 1997 | 2007.12.20 14:30 | sell | 625 | 0.10 | 113.150 | 0.000 | 0.000 | ||
| 1998 | 2007.12.20 14:30 | modify | 625 | 0.10 | 113.150 | 113.450 | 111.950 | ||
| 1999 | 2007.12.21 04:35 | close | 625 | 0.10 | 113.165 | 113.450 | 111.950 | -176.00 | 1259741.00 |
| 2000 | 2007.12.27 05:30 | buy | 626 | 0.10 | 114.275 | 0.000 | 0.000 | ||
| 2001 | 2007.12.27 05:30 | modify | 626 | 0.10 | 114.275 | 114.025 | 115.225 | ||
| 2002 | 2007.12.27 15:35 | close | 626 | 0.10 | 114.380 | 114.025 | 115.225 | 1050.00 | 1260791.00 |
| 2003 | 2007.12.27 22:50 | sell | 627 | 0.10 | 113.660 | 0.000 | 0.000 | ||
| 2004 | 2007.12.27 22:50 | modify | 627 | 0.10 | 113.660 | 113.960 | 112.460 | ||
| 2005 | 2007.12.28 02:55 | s/l | 627 | 0.10 | 113.960 | 113.960 | 112.460 | -3026.00 | 1257765.00 |
| 2006 | 2007.12.28 03:20 | sell | 628 | 0.10 | 113.920 | 0.000 | 0.000 | ||
| 2007 | 2007.12.28 03:20 | modify | 628 | 0.10 | 113.920 | 114.220 | 112.720 | ||
| 2008 | 2007.12.28 05:30 | modify | 628 | 0.10 | 113.920 | 113.920 | 112.720 | ||
| 2009 | 2007.12.28 06:00 | close | 628 | 0.10 | 113.385 | 113.920 | 112.720 | 5350.00 | 1263115.00 |
| 2010 | 2007.12.28 12:30 | sell | 629 | 0.10 | 113.170 | 0.000 | 0.000 | ||
| 2011 | 2007.12.28 12:30 | modify | 629 | 0.10 | 113.170 | 113.470 | 111.970 | ||
| 2012 | 2007.12.28 16:00 | close | 629 | 0.10 | 113.175 | 113.470 | 111.970 | -50.00 | 1263065.00 |
| 2013 | 2008.01.03 21:50 | buy | 630 | 0.10 | 109.335 | 0.000 | 0.000 | ||
| 2014 | 2008.01.03 21:50 | modify | 630 | 0.10 | 109.335 | 109.085 | 110.285 | ||
| 2015 | 2008.01.04 03:50 | s/l | 630 | 0.10 | 109.085 | 109.085 | 110.285 | -2515.00 | 1260550.00 |
| 2016 | 2008.01.04 12:10 | buy | 631 | 0.10 | 109.485 | 0.000 | 0.000 | ||
| 2017 | 2008.01.04 12:10 | modify | 631 | 0.10 | 109.485 | 109.235 | 110.435 | ||
| 2018 | 2008.01.04 15:15 | s/l | 631 | 0.10 | 109.235 | 109.235 | 110.435 | -2500.00 | 1258050.00 |
| 2019 | 2008.01.07 08:50 | buy | 632 | 0.10 | 108.975 | 0.000 | 0.000 | ||
| 2020 | 2008.01.07 08:50 | modify | 632 | 0.10 | 108.975 | 108.725 | 109.925 | ||
| 2021 | 2008.01.07 12:15 | modify | 632 | 0.10 | 108.975 | 108.975 | 109.925 | ||
| 2022 | 2008.01.07 15:25 | s/l | 632 | 0.10 | 108.975 | 108.975 | 109.925 | 0.00 | 1258050.00 |
| 2023 | 2008.01.07 16:15 | buy | 633 | 0.10 | 109.095 | 0.000 | 0.000 | ||
| 2024 | 2008.01.07 16:15 | modify | 633 | 0.10 | 109.095 | 108.845 | 110.045 | ||
| 2025 | 2008.01.07 17:20 | s/l | 633 | 0.10 | 108.845 | 108.845 | 110.045 | -2500.00 | 1255550.00 |
| 2026 | 2008.01.07 17:45 | buy | 634 | 0.10 | 108.795 | 0.000 | 0.000 | ||
| 2027 | 2008.01.07 17:45 | modify | 634 | 0.10 | 108.795 | 108.545 | 109.745 | ||
| 2028 | 2008.01.08 00:45 | modify | 634 | 0.10 | 108.795 | 108.795 | 109.745 | ||
| 2029 | 2008.01.08 12:10 | t/p | 634 | 0.10 | 109.745 | 108.795 | 109.745 | 9485.00 | 1265035.00 |
| 2030 | 2008.01.08 15:00 | buy | 635 | 0.10 | 109.545 | 0.000 | 0.000 | ||
| 2031 | 2008.01.08 15:00 | modify | 635 | 0.10 | 109.545 | 109.295 | 110.495 | ||
| 2032 | 2008.01.08 15:50 | s/l | 635 | 0.10 | 109.295 | 109.295 | 110.495 | -2500.00 | 1262535.00 |
| 2033 | 2008.01.08 16:45 | buy | 636 | 0.10 | 109.385 | 0.000 | 0.000 | ||
| 2034 | 2008.01.08 16:45 | modify | 636 | 0.10 | 109.385 | 109.135 | 110.335 | ||
| 2035 | 2008.01.08 17:05 | s/l | 636 | 0.10 | 109.135 | 109.135 | 110.335 | -2500.00 | 1260035.00 |
| 2036 | 2008.01.08 17:05 | buy | 637 | 0.10 | 109.405 | 0.000 | 0.000 | ||
| 2037 | 2008.01.08 17:05 | modify | 637 | 0.10 | 109.405 | 109.155 | 110.355 | ||
| 2038 | 2008.01.08 22:25 | s/l | 637 | 0.10 | 109.155 | 109.155 | 110.355 | -2500.00 | 1257535.00 |
| 2039 | 2008.01.09 15:20 | buy | 638 | 0.10 | 109.465 | 0.000 | 0.000 | ||
| 2040 | 2008.01.09 15:20 | modify | 638 | 0.10 | 109.465 | 109.215 | 110.415 | ||
| 2041 | 2008.01.09 15:55 | s/l | 638 | 0.10 | 109.215 | 109.215 | 110.415 | -2500.00 | 1255035.00 |
| 2042 | 2008.01.09 16:40 | buy | 639 | 0.10 | 109.455 | 0.000 | 0.000 | ||
| 2043 | 2008.01.09 16:40 | modify | 639 | 0.10 | 109.455 | 109.205 | 110.405 | ||
| 2044 | 2008.01.10 01:10 | modify | 639 | 0.10 | 109.455 | 109.455 | 110.405 | ||
| 2045 | 2008.01.10 16:25 | s/l | 639 | 0.10 | 109.455 | 109.455 | 110.405 | -15.00 | 1255020.00 |
| 2046 | 2008.01.14 01:15 | sell | 640 | 0.10 | 108.730 | 0.000 | 0.000 | ||
| 2047 | 2008.01.14 01:15 | modify | 640 | 0.10 | 108.730 | 109.030 | 107.530 | ||
| 2048 | 2008.01.14 11:15 | modify | 640 | 0.10 | 108.730 | 108.730 | 107.530 | ||
| 2049 | 2008.01.14 13:45 | t/p | 640 | 0.10 | 107.530 | 108.730 | 107.530 | 12000.00 | 1267020.00 |
| 2050 | 2008.01.17 01:50 | buy | 641 | 0.10 | 107.405 | 0.000 | 0.000 | ||
| 2051 | 2008.01.17 01:50 | modify | 641 | 0.10 | 107.405 | 107.155 | 108.355 | ||
| 2052 | 2008.01.17 02:50 | s/l | 641 | 0.10 | 107.155 | 107.155 | 108.355 | -2500.00 | 1264520.00 |
| 2053 | 2008.01.17 03:10 | buy | 642 | 0.10 | 107.145 | 0.000 | 0.000 | ||
| 2054 | 2008.01.17 03:10 | modify | 642 | 0.10 | 107.145 | 106.895 | 108.095 | ||
| 2055 | 2008.01.17 06:05 | s/l | 642 | 0.10 | 106.895 | 106.895 | 108.095 | -2500.00 | 1262020.00 |
| 2056 | 2008.01.17 07:30 | buy | 643 | 0.10 | 107.105 | 0.000 | 0.000 | ||
| 2057 | 2008.01.17 07:30 | modify | 643 | 0.10 | 107.105 | 106.855 | 108.055 | ||
| 2058 | 2008.01.17 14:05 | s/l | 643 | 0.10 | 106.855 | 106.855 | 108.055 | -2500.00 | 1259520.00 |
| 2059 | 2008.01.18 11:45 | buy | 644 | 0.10 | 107.145 | 0.000 | 0.000 | ||
| 2060 | 2008.01.18 11:45 | modify | 644 | 0.10 | 107.145 | 106.895 | 108.095 | ||
| 2061 | 2008.01.18 16:00 | close | 644 | 0.10 | 107.160 | 106.895 | 108.095 | 150.00 | 1259670.00 |
| 2062 | 2008.01.23 18:35 | sell | 645 | 0.10 | 105.500 | 0.000 | 0.000 | ||
| 2063 | 2008.01.23 18:35 | modify | 645 | 0.10 | 105.500 | 105.800 | 104.300 | ||
| 2064 | 2008.01.23 21:30 | s/l | 645 | 0.10 | 105.800 | 105.800 | 104.300 | -3000.00 | 1256670.00 |
| 2065 | 2008.01.23 23:10 | sell | 646 | 0.10 | 106.620 | 0.000 | 0.000 | ||
| 2066 | 2008.01.23 23:10 | modify | 646 | 0.10 | 106.620 | 106.920 | 105.420 | ||
| 2067 | 2008.01.24 01:15 | s/l | 646 | 0.10 | 106.920 | 106.920 | 105.420 | -3026.00 | 1253644.00 |
| 2068 | 2008.01.24 09:50 | buy | 647 | 0.10 | 106.445 | 0.000 | 0.000 | ||
| 2069 | 2008.01.24 09:50 | modify | 647 | 0.10 | 106.445 | 106.195 | 107.395 | ||
| 2070 | 2008.01.24 10:10 | s/l | 647 | 0.10 | 106.195 | 106.195 | 107.395 | -2500.00 | 1251144.00 |
| 2071 | 2008.01.24 17:40 | buy | 648 | 0.10 | 106.665 | 0.000 | 0.000 | ||
| 2072 | 2008.01.24 17:40 | modify | 648 | 0.10 | 106.665 | 106.415 | 107.615 | ||
| 2073 | 2008.01.25 00:50 | modify | 648 | 0.10 | 106.665 | 106.665 | 107.615 | ||
| 2074 | 2008.01.25 08:10 | t/p | 648 | 0.10 | 107.615 | 106.665 | 107.615 | 9485.00 | 1260629.00 |
| 2075 | 2008.01.25 14:45 | buy | 649 | 0.10 | 107.535 | 0.000 | 0.000 | ||
| 2076 | 2008.01.25 14:45 | modify | 649 | 0.10 | 107.535 | 107.285 | 108.485 | ||
| 2077 | 2008.01.25 16:00 | close | 649 | 0.10 | 107.730 | 107.285 | 108.485 | 1950.00 | 1262579.00 |
| 2078 | 2008.01.28 15:50 | sell | 650 | 0.10 | 106.810 | 0.000 | 0.000 | ||
| 2079 | 2008.01.28 15:50 | modify | 650 | 0.10 | 106.810 | 107.110 | 105.610 | ||
| 2080 | 2008.01.29 00:40 | s/l | 650 | 0.10 | 107.110 | 107.110 | 105.610 | -3026.00 | 1259553.00 |
| 2081 | 2008.01.29 03:00 | buy | 651 | 0.10 | 106.825 | 0.000 | 0.000 | ||
| 2082 | 2008.01.29 03:00 | modify | 651 | 0.10 | 106.825 | 106.575 | 107.775 | ||
| 2083 | 2008.01.29 04:20 | s/l | 651 | 0.10 | 106.575 | 106.575 | 107.775 | -2500.00 | 1257053.00 |
| 2084 | 2008.01.29 05:05 | buy | 652 | 0.10 | 106.535 | 0.000 | 0.000 | ||
| 2085 | 2008.01.29 05:05 | modify | 652 | 0.10 | 106.535 | 106.285 | 107.485 | ||
| 2086 | 2008.01.29 15:10 | close | 652 | 0.10 | 106.900 | 106.285 | 107.485 | 3650.00 | 1260703.00 |
| 2087 | 2008.01.30 08:45 | sell | 653 | 0.10 | 106.720 | 0.000 | 0.000 | ||
| 2088 | 2008.01.30 08:45 | modify | 653 | 0.10 | 106.720 | 107.020 | 105.520 | ||
| 2089 | 2008.01.30 12:00 | s/l | 653 | 0.10 | 107.020 | 107.020 | 105.520 | -3000.00 | 1257703.00 |
| 2090 | 2008.01.30 12:25 | sell | 654 | 0.10 | 106.910 | 0.000 | 0.000 | ||
| 2091 | 2008.01.30 12:25 | modify | 654 | 0.10 | 106.910 | 107.210 | 105.710 | ||
| 2092 | 2008.01.30 15:20 | s/l | 654 | 0.10 | 107.210 | 107.210 | 105.710 | -3000.00 | 1254703.00 |
| 2093 | 2008.01.30 15:45 | sell | 655 | 0.10 | 107.200 | 0.000 | 0.000 | ||
| 2094 | 2008.01.30 15:45 | modify | 655 | 0.10 | 107.200 | 107.500 | 106.000 | ||
| 2095 | 2008.01.31 00:10 | modify | 655 | 0.10 | 107.200 | 107.200 | 106.000 | ||
| 2096 | 2008.01.31 01:20 | close | 655 | 0.10 | 106.165 | 107.200 | 106.000 | 10324.00 | 1265027.00 |
| 2097 | 2008.01.31 03:40 | sell | 656 | 0.10 | 106.420 | 0.000 | 0.000 | ||
| 2098 | 2008.01.31 03:40 | modify | 656 | 0.10 | 106.420 | 106.720 | 105.220 | ||
| 2099 | 2008.01.31 09:50 | s/l | 656 | 0.10 | 106.720 | 106.720 | 105.220 | -3000.00 | 1262027.00 |
| 2100 | 2008.01.31 10:50 | sell | 657 | 0.10 | 106.690 | 0.000 | 0.000 | ||