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 |
| 2251 | 2008.04.01 15:45 | modify | 705 | 0.10 | 100.715 | 100.465 | 101.665 | ||
| 2252 | 2008.04.01 17:30 | t/p | 705 | 0.10 | 101.665 | 100.465 | 101.665 | 9500.00 | 1274666.00 |
| 2253 | 2008.04.04 14:35 | buy | 706 | 0.10 | 102.335 | 0.000 | 0.000 | ||
| 2254 | 2008.04.04 14:35 | modify | 706 | 0.10 | 102.335 | 102.085 | 103.285 | ||
| 2255 | 2008.04.04 15:35 | s/l | 706 | 0.10 | 102.085 | 102.085 | 103.285 | -2500.00 | 1272166.00 |
| 2256 | 2008.04.04 15:40 | buy | 707 | 0.10 | 102.095 | 0.000 | 0.000 | ||
| 2257 | 2008.04.04 15:40 | modify | 707 | 0.10 | 102.095 | 101.845 | 103.045 | ||
| 2258 | 2008.04.04 16:00 | close | 707 | 0.10 | 102.460 | 101.845 | 103.045 | 3650.00 | 1275816.00 |
| 2259 | 2008.04.07 00:15 | sell | 708 | 0.10 | 101.500 | 0.000 | 0.000 | ||
| 2260 | 2008.04.07 00:15 | modify | 708 | 0.10 | 101.500 | 101.800 | 100.300 | ||
| 2261 | 2008.04.07 03:15 | s/l | 708 | 0.10 | 101.800 | 101.800 | 100.300 | -3000.00 | 1272816.00 |
| 2262 | 2008.04.07 05:20 | sell | 709 | 0.10 | 102.440 | 0.000 | 0.000 | ||
| 2263 | 2008.04.07 05:20 | modify | 709 | 0.10 | 102.440 | 102.740 | 101.240 | ||
| 2264 | 2008.04.07 10:10 | s/l | 709 | 0.10 | 102.740 | 102.740 | 101.240 | -3000.00 | 1269816.00 |
| 2265 | 2008.04.08 03:15 | sell | 710 | 0.10 | 102.420 | 0.000 | 0.000 | ||
| 2266 | 2008.04.08 03:15 | modify | 710 | 0.10 | 102.420 | 102.720 | 101.220 | ||
| 2267 | 2008.04.08 17:20 | close | 710 | 0.10 | 102.355 | 102.720 | 101.220 | 650.00 | 1270466.00 |
| 2268 | 2008.04.08 18:10 | sell | 711 | 0.10 | 102.560 | 0.000 | 0.000 | ||
| 2269 | 2008.04.08 18:10 | modify | 711 | 0.10 | 102.560 | 102.860 | 101.360 | ||
| 2270 | 2008.04.09 08:15 | close | 711 | 0.10 | 102.335 | 102.860 | 101.360 | 2224.00 | 1272690.00 |
| 2271 | 2008.04.09 12:15 | sell | 712 | 0.10 | 102.270 | 0.000 | 0.000 | ||
| 2272 | 2008.04.09 12:15 | modify | 712 | 0.10 | 102.270 | 102.570 | 101.070 | ||
| 2273 | 2008.04.09 13:40 | s/l | 712 | 0.10 | 102.570 | 102.570 | 101.070 | -3000.00 | 1269690.00 |
| 2274 | 2008.04.09 14:40 | sell | 713 | 0.10 | 102.560 | 0.000 | 0.000 | ||
| 2275 | 2008.04.09 14:40 | modify | 713 | 0.10 | 102.560 | 102.860 | 101.360 | ||
| 2276 | 2008.04.09 20:00 | modify | 713 | 0.10 | 102.560 | 102.560 | 101.360 | ||
| 2277 | 2008.04.10 00:25 | close | 713 | 0.10 | 101.785 | 102.560 | 101.360 | 7724.00 | 1277414.00 |
| 2278 | 2008.04.10 01:55 | sell | 714 | 0.10 | 101.810 | 0.000 | 0.000 | ||
| 2279 | 2008.04.10 01:55 | modify | 714 | 0.10 | 101.810 | 102.110 | 100.610 | ||
| 2280 | 2008.04.10 06:20 | modify | 714 | 0.10 | 101.810 | 101.810 | 100.610 | ||
| 2281 | 2008.04.10 11:45 | t/p | 714 | 0.10 | 100.610 | 101.810 | 100.610 | 12000.00 | 1289414.00 |
| 2282 | 2008.04.11 10:55 | buy | 715 | 0.10 | 101.775 | 0.000 | 0.000 | ||
| 2283 | 2008.04.11 10:55 | modify | 715 | 0.10 | 101.775 | 101.525 | 102.725 | ||
| 2284 | 2008.04.11 13:45 | s/l | 715 | 0.10 | 101.525 | 101.525 | 102.725 | -2500.00 | 1286914.00 |
| 2285 | 2008.04.14 01:40 | sell | 716 | 0.10 | 101.260 | 0.000 | 0.000 | ||
| 2286 | 2008.04.14 01:40 | modify | 716 | 0.10 | 101.260 | 101.560 | 100.060 | ||
| 2287 | 2008.04.14 15:45 | close | 716 | 0.10 | 100.605 | 101.560 | 100.060 | 6550.00 | 1293464.00 |
| 2288 | 2008.04.15 08:50 | buy | 717 | 0.10 | 101.155 | 0.000 | 0.000 | ||
| 2289 | 2008.04.15 08:50 | modify | 717 | 0.10 | 101.155 | 100.905 | 102.105 | ||
| 2290 | 2008.04.15 10:30 | s/l | 717 | 0.10 | 100.905 | 100.905 | 102.105 | -2500.00 | 1290964.00 |
| 2291 | 2008.04.15 11:10 | buy | 718 | 0.10 | 100.985 | 0.000 | 0.000 | ||
| 2292 | 2008.04.15 11:10 | modify | 718 | 0.10 | 100.985 | 100.735 | 101.935 | ||
| 2293 | 2008.04.15 21:15 | close | 718 | 0.10 | 101.640 | 100.735 | 101.935 | 6550.00 | 1297514.00 |
| 2294 | 2008.04.16 03:25 | buy | 719 | 0.10 | 101.815 | 0.000 | 0.000 | ||
| 2295 | 2008.04.16 03:25 | modify | 719 | 0.10 | 101.815 | 101.565 | 102.765 | ||
| 2296 | 2008.04.16 09:15 | s/l | 719 | 0.10 | 101.565 | 101.565 | 102.765 | -2500.00 | 1295014.00 |
| 2297 | 2008.04.16 19:05 | sell | 720 | 0.10 | 101.470 | 0.000 | 0.000 | ||
| 2298 | 2008.04.16 19:05 | modify | 720 | 0.10 | 101.470 | 101.770 | 100.270 | ||
| 2299 | 2008.04.16 21:45 | s/l | 720 | 0.10 | 101.770 | 101.770 | 100.270 | -3000.00 | 1292014.00 |
| 2300 | 2008.04.17 02:40 | buy | 721 | 0.10 | 101.785 | 0.000 | 0.000 | ||
| 2301 | 2008.04.17 02:40 | modify | 721 | 0.10 | 101.785 | 101.535 | 102.735 | ||
| 2302 | 2008.04.17 12:45 | close | 721 | 0.10 | 102.070 | 101.535 | 102.735 | 2850.00 | 1294864.00 |
| 2303 | 2008.04.17 17:00 | buy | 722 | 0.10 | 102.315 | 0.000 | 0.000 | ||
| 2304 | 2008.04.17 17:00 | modify | 722 | 0.10 | 102.315 | 102.065 | 103.265 | ||
| 2305 | 2008.04.17 17:05 | s/l | 722 | 0.10 | 102.065 | 102.065 | 103.265 | -2500.00 | 1292364.00 |
| 2306 | 2008.04.21 16:20 | sell | 723 | 0.10 | 103.270 | 0.000 | 0.000 | ||
| 2307 | 2008.04.21 16:20 | modify | 723 | 0.10 | 103.270 | 103.570 | 102.070 | ||
| 2308 | 2008.04.21 16:45 | s/l | 723 | 0.10 | 103.570 | 103.570 | 102.070 | -3000.00 | 1289364.00 |
| 2309 | 2008.04.21 17:00 | sell | 724 | 0.10 | 103.550 | 0.000 | 0.000 | ||
| 2310 | 2008.04.21 17:00 | modify | 724 | 0.10 | 103.550 | 103.850 | 102.350 | ||
| 2311 | 2008.04.22 06:25 | modify | 724 | 0.10 | 103.550 | 103.550 | 102.350 | ||
| 2312 | 2008.04.22 17:10 | s/l | 724 | 0.10 | 103.550 | 103.550 | 102.350 | -26.00 | 1289338.00 |
| 2313 | 2008.04.22 22:20 | sell | 725 | 0.10 | 102.990 | 0.000 | 0.000 | ||
| 2314 | 2008.04.22 22:20 | modify | 725 | 0.10 | 102.990 | 103.290 | 101.790 | ||
| 2315 | 2008.04.23 12:05 | s/l | 725 | 0.10 | 103.290 | 103.290 | 101.790 | -3026.00 | 1286312.00 |
| 2316 | 2008.04.25 10:50 | buy | 726 | 0.10 | 104.585 | 0.000 | 0.000 | ||
| 2317 | 2008.04.25 10:50 | modify | 726 | 0.10 | 104.585 | 104.335 | 105.535 | ||
| 2318 | 2008.04.25 13:15 | s/l | 726 | 0.10 | 104.335 | 104.335 | 105.535 | -2500.00 | 1283812.00 |
| 2319 | 2008.04.28 11:00 | buy | 727 | 0.10 | 104.565 | 0.000 | 0.000 | ||
| 2320 | 2008.04.28 11:00 | modify | 727 | 0.10 | 104.565 | 104.315 | 105.515 | ||
| 2321 | 2008.04.28 18:20 | s/l | 727 | 0.10 | 104.315 | 104.315 | 105.515 | -2500.00 | 1281312.00 |
| 2322 | 2008.05.01 01:25 | sell | 728 | 0.10 | 103.860 | 0.000 | 0.000 | ||
| 2323 | 2008.05.01 01:25 | modify | 728 | 0.10 | 103.860 | 104.160 | 102.660 | ||
| 2324 | 2008.05.01 11:00 | s/l | 728 | 0.10 | 104.160 | 104.160 | 102.660 | -3000.00 | 1278312.00 |
| 2325 | 2008.05.01 12:00 | sell | 729 | 0.10 | 103.970 | 0.000 | 0.000 | ||
| 2326 | 2008.05.01 12:00 | modify | 729 | 0.10 | 103.970 | 104.270 | 102.770 | ||
| 2327 | 2008.05.01 19:45 | s/l | 729 | 0.10 | 104.270 | 104.270 | 102.770 | -3000.00 | 1275312.00 |
| 2328 | 2008.05.02 12:30 | buy | 730 | 0.10 | 104.675 | 0.000 | 0.000 | ||
| 2329 | 2008.05.02 12:30 | modify | 730 | 0.10 | 104.675 | 104.425 | 105.625 | ||
| 2330 | 2008.05.02 15:40 | t/p | 730 | 0.10 | 105.625 | 104.425 | 105.625 | 9500.00 | 1284812.00 |
| 2331 | 2008.05.06 07:55 | sell | 731 | 0.10 | 104.790 | 0.000 | 0.000 | ||
| 2332 | 2008.05.06 07:55 | modify | 731 | 0.10 | 104.790 | 105.090 | 103.590 | ||
| 2333 | 2008.05.06 10:10 | s/l | 731 | 0.10 | 105.090 | 105.090 | 103.590 | -3000.00 | 1281812.00 |
| 2334 | 2008.05.07 00:45 | buy | 732 | 0.10 | 104.755 | 0.000 | 0.000 | ||
| 2335 | 2008.05.07 00:45 | modify | 732 | 0.10 | 104.755 | 104.505 | 105.705 | ||
| 2336 | 2008.05.07 10:50 | close | 732 | 0.10 | 104.980 | 104.505 | 105.705 | 2250.00 | 1284062.00 |
| 2337 | 2008.05.08 03:15 | sell | 733 | 0.10 | 104.830 | 0.000 | 0.000 | ||
| 2338 | 2008.05.08 03:15 | modify | 733 | 0.10 | 104.830 | 105.130 | 103.630 | ||
| 2339 | 2008.05.08 07:00 | modify | 733 | 0.10 | 104.830 | 104.830 | 103.630 | ||
| 2340 | 2008.05.08 17:40 | t/p | 733 | 0.10 | 103.630 | 104.830 | 103.630 | 12000.00 | 1296062.00 |
| 2341 | 2008.05.19 10:50 | sell | 734 | 0.10 | 104.000 | 0.000 | 0.000 | ||
| 2342 | 2008.05.19 10:50 | modify | 734 | 0.10 | 104.000 | 104.300 | 102.800 | ||
| 2343 | 2008.05.19 17:10 | s/l | 734 | 0.10 | 104.300 | 104.300 | 102.800 | -3000.00 | 1293062.00 |
| 2344 | 2008.05.20 13:50 | sell | 735 | 0.10 | 103.950 | 0.000 | 0.000 | ||
| 2345 | 2008.05.20 13:50 | modify | 735 | 0.10 | 103.950 | 104.250 | 102.750 | ||
| 2346 | 2008.05.21 01:20 | modify | 735 | 0.10 | 103.950 | 103.950 | 102.750 | ||
| 2347 | 2008.05.21 06:45 | close | 735 | 0.10 | 103.265 | 103.950 | 102.750 | 6824.00 | 1299886.00 |
| 2348 | 2008.05.23 00:45 | buy | 736 | 0.10 | 104.105 | 0.000 | 0.000 | ||
| 2349 | 2008.05.23 00:45 | modify | 736 | 0.10 | 104.105 | 103.855 | 105.055 | ||
| 2350 | 2008.05.23 10:50 | close | 736 | 0.10 | 103.950 | 103.855 | 105.055 | -1550.00 | 1298336.00 |
| 2351 | 2008.05.26 12:30 | buy | 737 | 0.10 | 103.415 | 0.000 | 0.000 | ||
| 2352 | 2008.05.26 12:30 | modify | 737 | 0.10 | 103.415 | 103.165 | 104.365 | ||
| 2353 | 2008.05.26 22:35 | close | 737 | 0.10 | 103.430 | 103.165 | 104.365 | 150.00 | 1298486.00 |
| 2354 | 2008.05.27 01:10 | buy | 738 | 0.10 | 103.425 | 0.000 | 0.000 | ||
| 2355 | 2008.05.27 01:10 | modify | 738 | 0.10 | 103.425 | 103.175 | 104.375 | ||
| 2356 | 2008.05.27 11:15 | close | 738 | 0.10 | 103.740 | 103.175 | 104.375 | 3150.00 | 1301636.00 |
| 2357 | 2008.05.27 19:25 | buy | 739 | 0.10 | 104.025 | 0.000 | 0.000 | ||
| 2358 | 2008.05.27 19:25 | modify | 739 | 0.10 | 104.025 | 103.775 | 104.975 | ||
| 2359 | 2008.05.28 00:30 | modify | 739 | 0.10 | 104.025 | 104.025 | 104.975 | ||
| 2360 | 2008.05.28 04:35 | s/l | 739 | 0.10 | 104.025 | 104.025 | 104.975 | -15.00 | 1301621.00 |
| 2361 | 2008.05.29 05:05 | buy | 740 | 0.10 | 104.835 | 0.000 | 0.000 | ||
| 2362 | 2008.05.29 05:05 | modify | 740 | 0.10 | 104.835 | 104.585 | 105.785 | ||
| 2363 | 2008.05.29 15:10 | close | 740 | 0.10 | 105.280 | 104.585 | 105.785 | 4450.00 | 1306071.00 |
| 2364 | 2008.06.02 10:00 | sell | 741 | 0.10 | 105.310 | 0.000 | 0.000 | ||
| 2365 | 2008.06.02 10:00 | modify | 741 | 0.10 | 105.310 | 105.610 | 104.110 | ||
| 2366 | 2008.06.02 15:20 | modify | 741 | 0.10 | 105.310 | 105.310 | 104.110 | ||
| 2367 | 2008.06.02 19:40 | t/p | 741 | 0.10 | 104.110 | 105.310 | 104.110 | 12000.00 | 1318071.00 |
| 2368 | 2008.06.03 02:40 | sell | 742 | 0.10 | 104.380 | 0.000 | 0.000 | ||
| 2369 | 2008.06.03 02:40 | modify | 742 | 0.10 | 104.380 | 104.680 | 103.180 | ||
| 2370 | 2008.06.03 04:50 | s/l | 742 | 0.10 | 104.680 | 104.680 | 103.180 | -3000.00 | 1315071.00 |
| 2371 | 2008.06.03 05:50 | sell | 743 | 0.10 | 104.610 | 0.000 | 0.000 | ||
| 2372 | 2008.06.03 05:50 | modify | 743 | 0.10 | 104.610 | 104.910 | 103.410 | ||
| 2373 | 2008.06.03 11:40 | modify | 743 | 0.10 | 104.610 | 104.610 | 103.410 | ||
| 2374 | 2008.06.03 15:00 | s/l | 743 | 0.10 | 104.610 | 104.610 | 103.410 | 0.00 | 1315071.00 |
| 2375 | 2008.06.04 13:25 | sell | 744 | 0.10 | 104.630 | 0.000 | 0.000 | ||
| 2376 | 2008.06.04 13:25 | modify | 744 | 0.10 | 104.630 | 104.930 | 103.430 | ||
| 2377 | 2008.06.04 15:25 | s/l | 744 | 0.10 | 104.930 | 104.930 | 103.430 | -3000.00 | 1312071.00 |
| 2378 | 2008.06.04 15:55 | sell | 745 | 0.10 | 104.670 | 0.000 | 0.000 | ||
| 2379 | 2008.06.04 15:55 | modify | 745 | 0.10 | 104.670 | 104.970 | 103.470 | ||
| 2380 | 2008.06.04 16:40 | s/l | 745 | 0.10 | 104.970 | 104.970 | 103.470 | -3000.00 | 1309071.00 |
| 2381 | 2008.06.04 17:15 | sell | 746 | 0.10 | 105.050 | 0.000 | 0.000 | ||
| 2382 | 2008.06.04 17:15 | modify | 746 | 0.10 | 105.050 | 105.350 | 103.850 | ||
| 2383 | 2008.06.05 01:50 | close | 746 | 0.10 | 105.305 | 105.350 | 103.850 | -2576.00 | 1306495.00 |
| 2384 | 2008.06.06 15:05 | buy | 747 | 0.10 | 106.255 | 0.000 | 0.000 | ||
| 2385 | 2008.06.06 15:05 | modify | 747 | 0.10 | 106.255 | 106.005 | 107.205 | ||
| 2386 | 2008.06.06 15:35 | s/l | 747 | 0.10 | 106.005 | 106.005 | 107.205 | -2500.00 | 1303995.00 |
| 2387 | 2008.06.09 22:25 | buy | 748 | 0.10 | 106.205 | 0.000 | 0.000 | ||
| 2388 | 2008.06.09 22:25 | modify | 748 | 0.10 | 106.205 | 105.955 | 107.155 | ||
| 2389 | 2008.06.10 06:10 | modify | 748 | 0.10 | 106.205 | 106.205 | 107.155 | ||
| 2390 | 2008.06.10 17:20 | t/p | 748 | 0.10 | 107.155 | 106.205 | 107.155 | 9485.00 | 1313480.00 |
| 2391 | 2008.06.11 20:45 | sell | 749 | 0.10 | 107.020 | 0.000 | 0.000 | ||
| 2392 | 2008.06.11 20:45 | modify | 749 | 0.10 | 107.020 | 107.320 | 105.820 | ||
| 2393 | 2008.06.12 05:00 | s/l | 749 | 0.10 | 107.320 | 107.320 | 105.820 | -3026.00 | 1310454.00 |
| 2394 | 2008.06.12 10:00 | buy | 750 | 0.10 | 107.475 | 0.000 | 0.000 | ||
| 2395 | 2008.06.12 10:00 | modify | 750 | 0.10 | 107.475 | 107.225 | 108.425 | ||
| 2396 | 2008.06.12 19:55 | modify | 750 | 0.10 | 107.475 | 107.475 | 108.425 | ||
| 2397 | 2008.06.13 16:00 | close | 750 | 0.10 | 108.140 | 107.475 | 108.425 | 6635.00 | 1317089.00 |
| 2398 | 2008.06.16 18:35 | sell | 751 | 0.10 | 108.150 | 0.000 | 0.000 | ||
| 2399 | 2008.06.16 18:35 | modify | 751 | 0.10 | 108.150 | 108.450 | 106.950 | ||
| 2400 | 2008.06.17 06:40 | modify | 751 | 0.10 | 108.150 | 108.150 | 106.950 | ||