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 |
| 2101 | 2008.01.31 10:50 | modify | 657 | 0.10 | 106.690 | 106.990 | 105.490 | ||
| 2102 | 2008.02.01 00:55 | close | 657 | 0.10 | 106.375 | 106.990 | 105.490 | 3124.00 | 1265151.00 |
| 2103 | 2008.02.04 04:20 | buy | 658 | 0.10 | 106.915 | 0.000 | 0.000 | ||
| 2104 | 2008.02.04 04:20 | modify | 658 | 0.10 | 106.915 | 106.665 | 107.865 | ||
| 2105 | 2008.02.04 09:45 | s/l | 658 | 0.10 | 106.665 | 106.665 | 107.865 | -2500.00 | 1262651.00 |
| 2106 | 2008.02.04 10:15 | buy | 659 | 0.10 | 106.815 | 0.000 | 0.000 | ||
| 2107 | 2008.02.04 10:15 | modify | 659 | 0.10 | 106.815 | 106.565 | 107.765 | ||
| 2108 | 2008.02.04 20:20 | close | 659 | 0.10 | 106.750 | 106.565 | 107.765 | -650.00 | 1262001.00 |
| 2109 | 2008.02.05 04:00 | sell | 660 | 0.10 | 106.720 | 0.000 | 0.000 | ||
| 2110 | 2008.02.05 04:00 | modify | 660 | 0.10 | 106.720 | 107.020 | 105.520 | ||
| 2111 | 2008.02.05 09:35 | s/l | 660 | 0.10 | 107.020 | 107.020 | 105.520 | -3000.00 | 1259001.00 |
| 2112 | 2008.02.05 16:55 | buy | 661 | 0.10 | 106.875 | 0.000 | 0.000 | ||
| 2113 | 2008.02.05 16:55 | modify | 661 | 0.10 | 106.875 | 106.625 | 107.825 | ||
| 2114 | 2008.02.06 01:10 | s/l | 661 | 0.10 | 106.625 | 106.625 | 107.825 | -2515.00 | 1256486.00 |
| 2115 | 2008.02.06 12:40 | sell | 662 | 0.10 | 106.510 | 0.000 | 0.000 | ||
| 2116 | 2008.02.06 12:40 | modify | 662 | 0.10 | 106.510 | 106.810 | 105.310 | ||
| 2117 | 2008.02.07 02:45 | close | 662 | 0.10 | 106.365 | 106.810 | 105.310 | 1424.00 | 1257910.00 |
| 2118 | 2008.02.07 02:55 | buy | 663 | 0.10 | 106.405 | 0.000 | 0.000 | ||
| 2119 | 2008.02.07 02:55 | modify | 663 | 0.10 | 106.405 | 106.155 | 107.355 | ||
| 2120 | 2008.02.07 13:00 | close | 663 | 0.10 | 106.340 | 106.155 | 107.355 | -650.00 | 1257260.00 |
| 2121 | 2008.02.07 17:45 | sell | 664 | 0.10 | 106.540 | 0.000 | 0.000 | ||
| 2122 | 2008.02.07 17:45 | modify | 664 | 0.10 | 106.540 | 106.840 | 105.340 | ||
| 2123 | 2008.02.07 18:35 | s/l | 664 | 0.10 | 106.840 | 106.840 | 105.340 | -3000.00 | 1254260.00 |
| 2124 | 2008.02.08 06:20 | buy | 665 | 0.10 | 107.345 | 0.000 | 0.000 | ||
| 2125 | 2008.02.08 06:20 | modify | 665 | 0.10 | 107.345 | 107.095 | 108.295 | ||
| 2126 | 2008.02.08 16:00 | close | 665 | 0.10 | 107.300 | 107.095 | 108.295 | -450.00 | 1253810.00 |
| 2127 | 2008.02.12 01:45 | buy | 666 | 0.10 | 106.855 | 0.000 | 0.000 | ||
| 2128 | 2008.02.12 01:45 | modify | 666 | 0.10 | 106.855 | 106.605 | 107.805 | ||
| 2129 | 2008.02.12 11:50 | close | 666 | 0.10 | 106.920 | 106.605 | 107.805 | 650.00 | 1254460.00 |
| 2130 | 2008.02.12 12:15 | buy | 667 | 0.10 | 107.085 | 0.000 | 0.000 | ||
| 2131 | 2008.02.12 12:15 | modify | 667 | 0.10 | 107.085 | 106.835 | 108.035 | ||
| 2132 | 2008.02.12 22:20 | close | 667 | 0.10 | 107.270 | 106.835 | 108.035 | 1850.00 | 1256310.00 |
| 2133 | 2008.02.12 23:15 | buy | 668 | 0.10 | 107.305 | 0.000 | 0.000 | ||
| 2134 | 2008.02.12 23:15 | modify | 668 | 0.10 | 107.305 | 107.055 | 108.255 | ||
| 2135 | 2008.02.13 08:35 | s/l | 668 | 0.10 | 107.055 | 107.055 | 108.255 | -2515.00 | 1253795.00 |
| 2136 | 2008.02.13 12:15 | sell | 669 | 0.10 | 107.350 | 0.000 | 0.000 | ||
| 2137 | 2008.02.13 12:15 | modify | 669 | 0.10 | 107.350 | 107.650 | 106.150 | ||
| 2138 | 2008.02.13 14:15 | s/l | 669 | 0.10 | 107.650 | 107.650 | 106.150 | -3000.00 | 1250795.00 |
| 2139 | 2008.02.13 14:20 | sell | 670 | 0.10 | 107.630 | 0.000 | 0.000 | ||
| 2140 | 2008.02.13 14:20 | modify | 670 | 0.10 | 107.630 | 107.930 | 106.430 | ||
| 2141 | 2008.02.13 15:35 | s/l | 670 | 0.10 | 107.930 | 107.930 | 106.430 | -3000.00 | 1247795.00 |
| 2142 | 2008.02.14 04:55 | buy | 671 | 0.10 | 108.115 | 0.000 | 0.000 | ||
| 2143 | 2008.02.14 04:55 | modify | 671 | 0.10 | 108.115 | 107.865 | 109.065 | ||
| 2144 | 2008.02.14 15:00 | close | 671 | 0.10 | 108.220 | 107.865 | 109.065 | 1050.00 | 1248845.00 |
| 2145 | 2008.02.18 16:35 | buy | 672 | 0.10 | 108.145 | 0.000 | 0.000 | ||
| 2146 | 2008.02.18 16:35 | modify | 672 | 0.10 | 108.145 | 107.895 | 109.095 | ||
| 2147 | 2008.02.19 02:40 | close | 672 | 0.10 | 108.250 | 107.895 | 109.095 | 1035.00 | 1249880.00 |
| 2148 | 2008.02.19 15:55 | sell | 673 | 0.10 | 107.630 | 0.000 | 0.000 | ||
| 2149 | 2008.02.19 15:55 | modify | 673 | 0.10 | 107.630 | 107.930 | 106.430 | ||
| 2150 | 2008.02.20 01:25 | s/l | 673 | 0.10 | 107.930 | 107.930 | 106.430 | -3026.00 | 1246854.00 |
| 2151 | 2008.02.21 06:05 | buy | 674 | 0.10 | 108.145 | 0.000 | 0.000 | ||
| 2152 | 2008.02.21 06:05 | modify | 674 | 0.10 | 108.145 | 107.895 | 109.095 | ||
| 2153 | 2008.02.21 16:10 | close | 674 | 0.10 | 108.110 | 107.895 | 109.095 | -350.00 | 1246504.00 |
| 2154 | 2008.02.22 01:05 | sell | 675 | 0.10 | 107.320 | 0.000 | 0.000 | ||
| 2155 | 2008.02.22 01:05 | modify | 675 | 0.10 | 107.320 | 107.620 | 106.120 | ||
| 2156 | 2008.02.22 07:00 | close | 675 | 0.10 | 107.485 | 107.620 | 106.120 | -1650.00 | 1244854.00 |
| 2157 | 2008.02.22 07:25 | sell | 676 | 0.10 | 107.490 | 0.000 | 0.000 | ||
| 2158 | 2008.02.22 07:25 | modify | 676 | 0.10 | 107.490 | 107.790 | 106.290 | ||
| 2159 | 2008.02.22 15:00 | modify | 676 | 0.10 | 107.490 | 107.490 | 106.290 | ||
| 2160 | 2008.02.22 16:00 | close | 676 | 0.10 | 107.325 | 107.490 | 106.290 | 1650.00 | 1246504.00 |
| 2161 | 2008.02.25 16:05 | buy | 677 | 0.10 | 107.725 | 0.000 | 0.000 | ||
| 2162 | 2008.02.25 16:05 | modify | 677 | 0.10 | 107.725 | 107.475 | 108.675 | ||
| 2163 | 2008.02.25 23:15 | modify | 677 | 0.10 | 107.725 | 107.725 | 108.675 | ||
| 2164 | 2008.02.26 16:05 | s/l | 677 | 0.10 | 107.725 | 107.725 | 108.675 | -15.00 | 1246489.00 |
| 2165 | 2008.02.26 19:30 | sell | 678 | 0.10 | 107.590 | 0.000 | 0.000 | ||
| 2166 | 2008.02.26 19:30 | modify | 678 | 0.10 | 107.590 | 107.890 | 106.390 | ||
| 2167 | 2008.02.26 23:45 | modify | 678 | 0.10 | 107.590 | 107.590 | 106.390 | ||
| 2168 | 2008.02.27 10:50 | t/p | 678 | 0.10 | 106.390 | 107.590 | 106.390 | 11974.00 | 1258463.00 |
| 2169 | 2008.03.03 20:55 | buy | 679 | 0.10 | 103.495 | 0.000 | 0.000 | ||
| 2170 | 2008.03.03 20:55 | modify | 679 | 0.10 | 103.495 | 103.245 | 104.445 | ||
| 2171 | 2008.03.03 21:45 | s/l | 679 | 0.10 | 103.245 | 103.245 | 104.445 | -2500.00 | 1255963.00 |
| 2172 | 2008.03.03 22:25 | buy | 680 | 0.10 | 103.185 | 0.000 | 0.000 | ||
| 2173 | 2008.03.03 22:25 | modify | 680 | 0.10 | 103.185 | 102.935 | 104.135 | ||
| 2174 | 2008.03.04 08:15 | modify | 680 | 0.10 | 103.185 | 103.185 | 104.135 | ||
| 2175 | 2008.03.04 09:40 | s/l | 680 | 0.10 | 103.185 | 103.185 | 104.135 | -15.00 | 1255948.00 |
| 2176 | 2008.03.04 10:45 | buy | 681 | 0.10 | 103.315 | 0.000 | 0.000 | ||
| 2177 | 2008.03.04 10:45 | modify | 681 | 0.10 | 103.315 | 103.065 | 104.265 | ||
| 2178 | 2008.03.04 12:50 | s/l | 681 | 0.10 | 103.065 | 103.065 | 104.265 | -2500.00 | 1253448.00 |
| 2179 | 2008.03.05 05:50 | buy | 682 | 0.10 | 103.415 | 0.000 | 0.000 | ||
| 2180 | 2008.03.05 05:50 | modify | 682 | 0.10 | 103.415 | 103.165 | 104.365 | ||
| 2181 | 2008.03.05 15:55 | close | 682 | 0.10 | 103.440 | 103.165 | 104.365 | 250.00 | 1253698.00 |
| 2182 | 2008.03.05 16:50 | buy | 683 | 0.10 | 103.595 | 0.000 | 0.000 | ||
| 2183 | 2008.03.05 16:50 | modify | 683 | 0.10 | 103.595 | 103.345 | 104.545 | ||
| 2184 | 2008.03.06 01:15 | modify | 683 | 0.10 | 103.595 | 103.595 | 104.545 | ||
| 2185 | 2008.03.06 10:00 | s/l | 683 | 0.10 | 103.595 | 103.595 | 104.545 | -15.00 | 1253683.00 |
| 2186 | 2008.03.10 02:10 | buy | 684 | 0.10 | 102.185 | 0.000 | 0.000 | ||
| 2187 | 2008.03.10 02:10 | modify | 684 | 0.10 | 102.185 | 101.935 | 103.135 | ||
| 2188 | 2008.03.10 09:55 | s/l | 684 | 0.10 | 101.935 | 101.935 | 103.135 | -2500.00 | 1251183.00 |
| 2189 | 2008.03.10 21:05 | sell | 685 | 0.10 | 101.780 | 0.000 | 0.000 | ||
| 2190 | 2008.03.10 21:05 | modify | 685 | 0.10 | 101.780 | 102.080 | 100.580 | ||
| 2191 | 2008.03.11 09:30 | s/l | 685 | 0.10 | 102.080 | 102.080 | 100.580 | -3026.00 | 1248157.00 |
| 2192 | 2008.03.12 00:30 | buy | 686 | 0.10 | 103.395 | 0.000 | 0.000 | ||
| 2193 | 2008.03.12 00:30 | modify | 686 | 0.10 | 103.395 | 103.145 | 104.345 | ||
| 2194 | 2008.03.12 03:45 | s/l | 686 | 0.10 | 103.145 | 103.145 | 104.345 | -2500.00 | 1245657.00 |
| 2195 | 2008.03.12 04:15 | buy | 687 | 0.10 | 103.135 | 0.000 | 0.000 | ||
| 2196 | 2008.03.12 04:15 | modify | 687 | 0.10 | 103.135 | 102.885 | 104.085 | ||
| 2197 | 2008.03.12 07:05 | s/l | 687 | 0.10 | 102.885 | 102.885 | 104.085 | -2500.00 | 1243157.00 |
| 2198 | 2008.03.13 04:15 | sell | 688 | 0.10 | 101.490 | 0.000 | 0.000 | ||
| 2199 | 2008.03.13 04:15 | modify | 688 | 0.10 | 101.490 | 101.790 | 100.290 | ||
| 2200 | 2008.03.13 06:30 | t/p | 688 | 0.10 | 100.290 | 101.790 | 100.290 | 12000.00 | 1255157.00 |
| 2201 | 2008.03.14 16:15 | buy | 689 | 0.10 | 100.945 | 0.000 | 0.000 | ||
| 2202 | 2008.03.14 16:15 | close | 689 | 0.10 | 100.940 | 0.000 | 0.000 | -50.00 | 1255107.00 |
| 2203 | 2008.03.18 15:00 | buy | 690 | 0.10 | 97.415 | 0.000 | 0.000 | ||
| 2204 | 2008.03.18 15:00 | modify | 690 | 0.10 | 97.415 | 97.165 | 98.365 | ||
| 2205 | 2008.03.18 16:40 | t/p | 690 | 0.10 | 98.365 | 97.165 | 98.365 | 9500.00 | 1264607.00 |
| 2206 | 2008.03.20 08:00 | buy | 691 | 0.10 | 99.165 | 0.000 | 0.000 | ||
| 2207 | 2008.03.20 08:00 | modify | 691 | 0.10 | 99.165 | 98.915 | 100.115 | ||
| 2208 | 2008.03.20 09:50 | s/l | 691 | 0.10 | 98.915 | 98.915 | 100.115 | -2500.00 | 1262107.00 |
| 2209 | 2008.03.20 10:10 | buy | 692 | 0.10 | 99.105 | 0.000 | 0.000 | ||
| 2210 | 2008.03.20 10:10 | modify | 692 | 0.10 | 99.105 | 98.855 | 100.055 | ||
| 2211 | 2008.03.20 12:40 | modify | 692 | 0.10 | 99.105 | 99.105 | 100.055 | ||
| 2212 | 2008.03.20 12:55 | t/p | 692 | 0.10 | 100.055 | 99.105 | 100.055 | 9500.00 | 1271607.00 |
| 2213 | 2008.03.20 16:05 | buy | 693 | 0.10 | 99.235 | 0.000 | 0.000 | ||
| 2214 | 2008.03.20 16:05 | modify | 693 | 0.10 | 99.235 | 98.985 | 100.185 | ||
| 2215 | 2008.03.20 17:45 | s/l | 693 | 0.10 | 98.985 | 98.985 | 100.185 | -2500.00 | 1269107.00 |
| 2216 | 2008.03.21 06:20 | buy | 694 | 0.10 | 99.465 | 0.000 | 0.000 | ||
| 2217 | 2008.03.21 06:20 | modify | 694 | 0.10 | 99.465 | 99.215 | 100.415 | ||
| 2218 | 2008.03.21 16:00 | close | 694 | 0.10 | 99.440 | 99.215 | 100.415 | -250.00 | 1268857.00 |
| 2219 | 2008.03.24 06:15 | buy | 695 | 0.10 | 99.885 | 0.000 | 0.000 | ||
| 2220 | 2008.03.24 06:15 | modify | 695 | 0.10 | 99.885 | 99.635 | 100.835 | ||
| 2221 | 2008.03.24 15:10 | s/l | 695 | 0.10 | 99.635 | 99.635 | 100.835 | -2500.00 | 1266357.00 |
| 2222 | 2008.03.25 20:15 | sell | 696 | 0.10 | 100.140 | 0.000 | 0.000 | ||
| 2223 | 2008.03.25 20:15 | modify | 696 | 0.10 | 100.140 | 100.440 | 98.940 | ||
| 2224 | 2008.03.26 10:20 | close | 696 | 0.10 | 100.135 | 100.440 | 98.940 | 24.00 | 1266381.00 |
| 2225 | 2008.03.26 20:45 | sell | 697 | 0.10 | 99.210 | 0.000 | 0.000 | ||
| 2226 | 2008.03.26 20:45 | modify | 697 | 0.10 | 99.210 | 99.510 | 98.010 | ||
| 2227 | 2008.03.26 22:05 | s/l | 697 | 0.10 | 99.510 | 99.510 | 98.010 | -3000.00 | 1263381.00 |
| 2228 | 2008.03.27 00:15 | sell | 698 | 0.10 | 99.020 | 0.000 | 0.000 | ||
| 2229 | 2008.03.27 00:15 | modify | 698 | 0.10 | 99.020 | 99.320 | 97.820 | ||
| 2230 | 2008.03.27 11:00 | s/l | 698 | 0.10 | 99.320 | 99.320 | 97.820 | -3000.00 | 1260381.00 |
| 2231 | 2008.03.28 07:55 | sell | 699 | 0.10 | 99.750 | 0.000 | 0.000 | ||
| 2232 | 2008.03.28 07:55 | modify | 699 | 0.10 | 99.750 | 100.050 | 98.550 | ||
| 2233 | 2008.03.28 10:45 | s/l | 699 | 0.10 | 100.050 | 100.050 | 98.550 | -3000.00 | 1257381.00 |
| 2234 | 2008.03.28 11:10 | sell | 700 | 0.10 | 99.970 | 0.000 | 0.000 | ||
| 2235 | 2008.03.28 11:10 | modify | 700 | 0.10 | 99.970 | 100.270 | 98.770 | ||
| 2236 | 2008.03.28 12:20 | s/l | 700 | 0.10 | 100.270 | 100.270 | 98.770 | -3000.00 | 1254381.00 |
| 2237 | 2008.03.31 04:00 | sell | 701 | 0.10 | 99.920 | 0.000 | 0.000 | ||
| 2238 | 2008.03.31 04:00 | modify | 701 | 0.10 | 99.920 | 100.220 | 98.720 | ||
| 2239 | 2008.03.31 18:05 | close | 701 | 0.10 | 99.635 | 100.220 | 98.720 | 2850.00 | 1257231.00 |
| 2240 | 2008.03.31 21:30 | buy | 702 | 0.10 | 99.785 | 0.000 | 0.000 | ||
| 2241 | 2008.03.31 21:30 | modify | 702 | 0.10 | 99.785 | 99.535 | 100.735 | ||
| 2242 | 2008.04.01 07:35 | close | 702 | 0.10 | 99.880 | 99.535 | 100.735 | 935.00 | 1258166.00 |
| 2243 | 2008.04.01 08:05 | buy | 703 | 0.10 | 99.915 | 0.000 | 0.000 | ||
| 2244 | 2008.04.01 08:05 | modify | 703 | 0.10 | 99.915 | 99.665 | 100.865 | ||
| 2245 | 2008.04.01 09:00 | s/l | 703 | 0.10 | 99.665 | 99.665 | 100.865 | -2500.00 | 1255666.00 |
| 2246 | 2008.04.01 09:10 | buy | 704 | 0.10 | 99.765 | 0.000 | 0.000 | ||
| 2247 | 2008.04.01 09:10 | modify | 704 | 0.10 | 99.765 | 99.515 | 100.715 | ||
| 2248 | 2008.04.01 13:00 | modify | 704 | 0.10 | 99.765 | 99.765 | 100.715 | ||
| 2249 | 2008.04.01 15:35 | t/p | 704 | 0.10 | 100.715 | 99.765 | 100.715 | 9500.00 | 1265166.00 |
| 2250 | 2008.04.01 15:45 | buy | 705 | 0.10 | 100.715 | 0.000 | 0.000 | ||