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 |
| 2551 | 2008.08.28 14:20 | sell | 798 | 0.10 | 109.280 | 0.000 | 0.000 | ||
| 2552 | 2008.08.28 14:20 | modify | 798 | 0.10 | 109.280 | 109.580 | 108.080 | ||
| 2553 | 2008.08.28 20:15 | s/l | 798 | 0.10 | 109.580 | 109.580 | 108.080 | -3000.00 | 1351280.00 |
| 2554 | 2008.08.29 14:00 | sell | 799 | 0.10 | 108.750 | 0.000 | 0.000 | ||
| 2555 | 2008.08.29 14:00 | modify | 799 | 0.10 | 108.750 | 109.050 | 107.550 | ||
| 2556 | 2008.08.29 16:00 | close | 799 | 0.10 | 108.645 | 109.050 | 107.550 | 1050.00 | 1352330.00 |
| 2557 | 2008.09.01 03:30 | sell | 800 | 0.10 | 108.520 | 0.000 | 0.000 | ||
| 2558 | 2008.09.01 03:30 | modify | 800 | 0.10 | 108.520 | 108.820 | 107.320 | ||
| 2559 | 2008.09.01 12:05 | modify | 800 | 0.10 | 108.520 | 108.520 | 107.320 | ||
| 2560 | 2008.09.01 13:25 | close | 800 | 0.10 | 107.655 | 108.520 | 107.320 | 8650.00 | 1360980.00 |
| 2561 | 2008.09.02 18:45 | buy | 801 | 0.10 | 109.015 | 0.000 | 0.000 | ||
| 2562 | 2008.09.02 18:45 | modify | 801 | 0.10 | 109.015 | 108.765 | 109.965 | ||
| 2563 | 2008.09.02 19:30 | s/l | 801 | 0.10 | 108.765 | 108.765 | 109.965 | -2500.00 | 1358480.00 |
| 2564 | 2008.09.02 21:20 | buy | 802 | 0.10 | 108.755 | 0.000 | 0.000 | ||
| 2565 | 2008.09.02 21:20 | modify | 802 | 0.10 | 108.755 | 108.505 | 109.705 | ||
| 2566 | 2008.09.03 02:35 | s/l | 802 | 0.10 | 108.505 | 108.505 | 109.705 | -2515.00 | 1355965.00 |
| 2567 | 2008.09.04 16:45 | buy | 803 | 0.10 | 108.095 | 0.000 | 0.000 | ||
| 2568 | 2008.09.04 16:45 | modify | 803 | 0.10 | 108.095 | 107.845 | 109.045 | ||
| 2569 | 2008.09.04 17:55 | s/l | 803 | 0.10 | 107.845 | 107.845 | 109.045 | -2500.00 | 1353465.00 |
| 2570 | 2008.09.04 18:40 | buy | 804 | 0.10 | 107.835 | 0.000 | 0.000 | ||
| 2571 | 2008.09.04 18:40 | modify | 804 | 0.10 | 107.835 | 107.585 | 108.785 | ||
| 2572 | 2008.09.04 19:55 | s/l | 804 | 0.10 | 107.585 | 107.585 | 108.785 | -2500.00 | 1350965.00 |
| 2573 | 2008.09.08 05:10 | buy | 805 | 0.10 | 108.425 | 0.000 | 0.000 | ||
| 2574 | 2008.09.08 05:10 | modify | 805 | 0.10 | 108.425 | 108.175 | 109.375 | ||
| 2575 | 2008.09.08 15:15 | close | 805 | 0.10 | 108.620 | 108.175 | 109.375 | 1950.00 | 1352915.00 |
| 2576 | 2008.09.09 17:20 | buy | 806 | 0.10 | 107.885 | 0.000 | 0.000 | ||
| 2577 | 2008.09.09 17:20 | modify | 806 | 0.10 | 107.885 | 107.635 | 108.835 | ||
| 2578 | 2008.09.09 17:50 | s/l | 806 | 0.10 | 107.635 | 107.635 | 108.835 | -2500.00 | 1350415.00 |
| 2579 | 2008.09.09 19:35 | buy | 807 | 0.10 | 107.275 | 0.000 | 0.000 | ||
| 2580 | 2008.09.09 19:35 | modify | 807 | 0.10 | 107.275 | 107.025 | 108.225 | ||
| 2581 | 2008.09.09 21:10 | s/l | 807 | 0.10 | 107.025 | 107.025 | 108.225 | -2500.00 | 1347915.00 |
| 2582 | 2008.09.10 15:30 | buy | 808 | 0.10 | 107.245 | 0.000 | 0.000 | ||
| 2583 | 2008.09.10 15:30 | modify | 808 | 0.10 | 107.245 | 106.995 | 108.195 | ||
| 2584 | 2008.09.11 01:35 | close | 808 | 0.10 | 107.780 | 106.995 | 108.195 | 5335.00 | 1353250.00 |
| 2585 | 2008.09.11 12:05 | sell | 809 | 0.10 | 107.060 | 0.000 | 0.000 | ||
| 2586 | 2008.09.11 12:05 | modify | 809 | 0.10 | 107.060 | 107.360 | 105.860 | ||
| 2587 | 2008.09.12 00:30 | s/l | 809 | 0.10 | 107.360 | 107.360 | 105.860 | -3026.00 | 1350224.00 |
| 2588 | 2008.09.15 05:20 | sell | 810 | 0.10 | 106.080 | 0.000 | 0.000 | ||
| 2589 | 2008.09.15 05:20 | modify | 810 | 0.10 | 106.080 | 106.380 | 104.880 | ||
| 2590 | 2008.09.15 11:15 | t/p | 810 | 0.10 | 104.880 | 106.380 | 104.880 | 12000.00 | 1362224.00 |
| 2591 | 2008.09.15 18:45 | sell | 811 | 0.10 | 105.700 | 0.000 | 0.000 | ||
| 2592 | 2008.09.15 18:45 | modify | 811 | 0.10 | 105.700 | 106.000 | 104.500 | ||
| 2593 | 2008.09.15 19:15 | s/l | 811 | 0.10 | 106.000 | 106.000 | 104.500 | -3000.00 | 1359224.00 |
| 2594 | 2008.09.17 01:40 | buy | 812 | 0.10 | 105.285 | 0.000 | 0.000 | ||
| 2595 | 2008.09.17 01:40 | modify | 812 | 0.10 | 105.285 | 105.035 | 106.235 | ||
| 2596 | 2008.09.17 02:35 | t/p | 812 | 0.10 | 106.235 | 105.035 | 106.235 | 9500.00 | 1368724.00 |
| 2597 | 2008.09.17 06:00 | buy | 813 | 0.10 | 106.255 | 0.000 | 0.000 | ||
| 2598 | 2008.09.17 06:00 | modify | 813 | 0.10 | 106.255 | 106.005 | 107.205 | ||
| 2599 | 2008.09.17 06:25 | s/l | 813 | 0.10 | 106.005 | 106.005 | 107.205 | -2500.00 | 1366224.00 |
| 2600 | 2008.09.17 07:20 | buy | 814 | 0.10 | 105.965 | 0.000 | 0.000 | ||
| 2601 | 2008.09.17 07:20 | modify | 814 | 0.10 | 105.965 | 105.715 | 106.915 | ||
| 2602 | 2008.09.17 10:10 | s/l | 814 | 0.10 | 105.715 | 105.715 | 106.915 | -2500.00 | 1363724.00 |
| 2603 | 2008.09.17 11:15 | buy | 815 | 0.10 | 105.565 | 0.000 | 0.000 | ||
| 2604 | 2008.09.17 11:15 | modify | 815 | 0.10 | 105.565 | 105.315 | 106.515 | ||
| 2605 | 2008.09.17 15:30 | s/l | 815 | 0.10 | 105.315 | 105.315 | 106.515 | -2500.00 | 1361224.00 |
| 2606 | 2008.09.17 21:05 | sell | 816 | 0.10 | 104.480 | 0.000 | 0.000 | ||
| 2607 | 2008.09.17 21:05 | modify | 816 | 0.10 | 104.480 | 104.780 | 103.280 | ||
| 2608 | 2008.09.17 21:20 | s/l | 816 | 0.10 | 104.780 | 104.780 | 103.280 | -3000.00 | 1358224.00 |
| 2609 | 2008.09.17 22:35 | sell | 817 | 0.10 | 104.930 | 0.000 | 0.000 | ||
| 2610 | 2008.09.17 22:35 | modify | 817 | 0.10 | 104.930 | 105.230 | 103.730 | ||
| 2611 | 2008.09.18 07:15 | modify | 817 | 0.10 | 104.930 | 104.930 | 103.730 | ||
| 2612 | 2008.09.18 10:05 | s/l | 817 | 0.10 | 104.930 | 104.930 | 103.730 | -26.00 | 1358198.00 |
| 2613 | 2008.09.18 11:20 | sell | 818 | 0.10 | 105.020 | 0.000 | 0.000 | ||
| 2614 | 2008.09.18 11:20 | modify | 818 | 0.10 | 105.020 | 105.320 | 103.820 | ||
| 2615 | 2008.09.18 17:00 | s/l | 818 | 0.10 | 105.320 | 105.320 | 103.820 | -3000.00 | 1355198.00 |
| 2616 | 2008.09.19 01:35 | buy | 819 | 0.10 | 105.515 | 0.000 | 0.000 | ||
| 2617 | 2008.09.19 01:35 | modify | 819 | 0.10 | 105.515 | 105.265 | 106.465 | ||
| 2618 | 2008.09.19 04:55 | t/p | 819 | 0.10 | 106.465 | 105.265 | 106.465 | 9500.00 | 1364698.00 |
| 2619 | 2008.09.19 13:55 | buy | 820 | 0.10 | 107.565 | 0.000 | 0.000 | ||
| 2620 | 2008.09.19 13:55 | modify | 820 | 0.10 | 107.565 | 107.315 | 108.515 | ||
| 2621 | 2008.09.19 14:05 | s/l | 820 | 0.10 | 107.315 | 107.315 | 108.515 | -2500.00 | 1362198.00 |
| 2622 | 2008.09.23 17:00 | buy | 821 | 0.10 | 105.665 | 0.000 | 0.000 | ||
| 2623 | 2008.09.23 17:00 | modify | 821 | 0.10 | 105.665 | 105.415 | 106.615 | ||
| 2624 | 2008.09.23 21:20 | s/l | 821 | 0.10 | 105.415 | 105.415 | 106.615 | -2500.00 | 1359698.00 |
| 2625 | 2008.09.23 22:20 | buy | 822 | 0.10 | 105.585 | 0.000 | 0.000 | ||
| 2626 | 2008.09.23 22:20 | modify | 822 | 0.10 | 105.585 | 105.335 | 106.535 | ||
| 2627 | 2008.09.23 22:50 | s/l | 822 | 0.10 | 105.335 | 105.335 | 106.535 | -2500.00 | 1357198.00 |
| 2628 | 2008.09.23 23:20 | buy | 823 | 0.10 | 105.295 | 0.000 | 0.000 | ||
| 2629 | 2008.09.23 23:20 | modify | 823 | 0.10 | 105.295 | 105.045 | 106.245 | ||
| 2630 | 2008.09.24 09:00 | modify | 823 | 0.10 | 105.295 | 105.295 | 106.245 | ||
| 2631 | 2008.09.24 10:00 | t/p | 823 | 0.10 | 106.245 | 105.295 | 106.245 | 9485.00 | 1366683.00 |
| 2632 | 2008.09.25 08:50 | sell | 824 | 0.10 | 105.760 | 0.000 | 0.000 | ||
| 2633 | 2008.09.25 08:50 | modify | 824 | 0.10 | 105.760 | 106.060 | 104.560 | ||
| 2634 | 2008.09.25 15:20 | s/l | 824 | 0.10 | 106.060 | 106.060 | 104.560 | -3000.00 | 1363683.00 |
| 2635 | 2008.09.25 15:35 | sell | 825 | 0.10 | 105.780 | 0.000 | 0.000 | ||
| 2636 | 2008.09.25 15:35 | modify | 825 | 0.10 | 105.780 | 106.080 | 104.580 | ||
| 2637 | 2008.09.25 17:10 | s/l | 825 | 0.10 | 106.080 | 106.080 | 104.580 | -3000.00 | 1360683.00 |
| 2638 | 2008.09.26 05:05 | sell | 826 | 0.10 | 105.880 | 0.000 | 0.000 | ||
| 2639 | 2008.09.26 05:05 | modify | 826 | 0.10 | 105.880 | 106.180 | 104.680 | ||
| 2640 | 2008.09.26 14:20 | modify | 826 | 0.10 | 105.880 | 105.880 | 104.680 | ||
| 2641 | 2008.09.26 16:00 | close | 826 | 0.10 | 105.245 | 105.880 | 104.680 | 6350.00 | 1367033.00 |
| 2642 | 2008.09.29 07:10 | buy | 827 | 0.10 | 106.395 | 0.000 | 0.000 | ||
| 2643 | 2008.09.29 07:10 | modify | 827 | 0.10 | 106.395 | 106.145 | 107.345 | ||
| 2644 | 2008.09.29 09:35 | s/l | 827 | 0.10 | 106.145 | 106.145 | 107.345 | -2500.00 | 1364533.00 |
| 2645 | 2008.09.30 08:40 | sell | 828 | 0.10 | 104.390 | 0.000 | 0.000 | ||
| 2646 | 2008.09.30 08:40 | modify | 828 | 0.10 | 104.390 | 104.690 | 103.190 | ||
| 2647 | 2008.09.30 10:45 | s/l | 828 | 0.10 | 104.690 | 104.690 | 103.190 | -3000.00 | 1361533.00 |
| 2648 | 2008.10.01 01:30 | buy | 829 | 0.10 | 106.045 | 0.000 | 0.000 | ||
| 2649 | 2008.10.01 01:30 | modify | 829 | 0.10 | 106.045 | 105.795 | 106.995 | ||
| 2650 | 2008.10.01 05:35 | s/l | 829 | 0.10 | 105.795 | 105.795 | 106.995 | -2500.00 | 1359033.00 |
| 2651 | 2008.10.01 06:30 | buy | 830 | 0.10 | 105.895 | 0.000 | 0.000 | ||
| 2652 | 2008.10.01 06:30 | modify | 830 | 0.10 | 105.895 | 105.645 | 106.845 | ||
| 2653 | 2008.10.01 16:35 | close | 830 | 0.10 | 106.130 | 105.645 | 106.845 | 2350.00 | 1361383.00 |
| 2654 | 2008.10.06 05:45 | sell | 831 | 0.10 | 104.370 | 0.000 | 0.000 | ||
| 2655 | 2008.10.06 05:45 | modify | 831 | 0.10 | 104.370 | 104.670 | 103.170 | ||
| 2656 | 2008.10.06 07:20 | t/p | 831 | 0.10 | 103.170 | 104.670 | 103.170 | 12000.00 | 1373383.00 |
| 2657 | 2008.10.08 01:50 | sell | 832 | 0.10 | 101.460 | 0.000 | 0.000 | ||
| 2658 | 2008.10.08 01:50 | modify | 832 | 0.10 | 101.460 | 101.760 | 100.260 | ||
| 2659 | 2008.10.08 08:25 | t/p | 832 | 0.10 | 100.260 | 101.760 | 100.260 | 12000.00 | 1385383.00 |
| 2660 | 2008.10.09 14:10 | buy | 833 | 0.10 | 100.495 | 0.000 | 0.000 | ||
| 2661 | 2008.10.09 14:10 | modify | 833 | 0.10 | 100.495 | 100.245 | 101.445 | ||
| 2662 | 2008.10.09 16:45 | t/p | 833 | 0.10 | 101.445 | 100.245 | 101.445 | 9500.00 | 1394883.00 |
| 2663 | 2008.10.09 18:45 | buy | 834 | 0.10 | 100.895 | 0.000 | 0.000 | ||
| 2664 | 2008.10.09 18:45 | modify | 834 | 0.10 | 100.895 | 100.645 | 101.845 | ||
| 2665 | 2008.10.09 19:05 | s/l | 834 | 0.10 | 100.645 | 100.645 | 101.845 | -2500.00 | 1392383.00 |
| 2666 | 2008.10.09 21:10 | buy | 835 | 0.10 | 100.725 | 0.000 | 0.000 | ||
| 2667 | 2008.10.09 21:10 | modify | 835 | 0.10 | 100.725 | 100.475 | 101.675 | ||
| 2668 | 2008.10.09 21:20 | s/l | 835 | 0.10 | 100.475 | 100.475 | 101.675 | -2500.00 | 1389883.00 |
| 2669 | 2008.10.09 23:45 | buy | 836 | 0.10 | 99.755 | 0.000 | 0.000 | ||
| 2670 | 2008.10.09 23:45 | modify | 836 | 0.10 | 99.755 | 99.505 | 100.705 | ||
| 2671 | 2008.10.10 00:25 | s/l | 836 | 0.10 | 99.505 | 99.505 | 100.705 | -2515.00 | 1387368.00 |
| 2672 | 2008.10.13 03:25 | buy | 837 | 0.10 | 100.655 | 0.000 | 0.000 | ||
| 2673 | 2008.10.13 03:25 | modify | 837 | 0.10 | 100.655 | 100.405 | 101.605 | ||
| 2674 | 2008.10.13 04:15 | s/l | 837 | 0.10 | 100.405 | 100.405 | 101.605 | -2500.00 | 1384868.00 |
| 2675 | 2008.10.13 06:00 | buy | 838 | 0.10 | 99.835 | 0.000 | 0.000 | ||
| 2676 | 2008.10.13 06:00 | modify | 838 | 0.10 | 99.835 | 99.585 | 100.785 | ||
| 2677 | 2008.10.13 10:35 | t/p | 838 | 0.10 | 100.785 | 99.585 | 100.785 | 9500.00 | 1394368.00 |
| 2678 | 2008.10.13 13:05 | buy | 839 | 0.10 | 100.525 | 0.000 | 0.000 | ||
| 2679 | 2008.10.13 13:05 | modify | 839 | 0.10 | 100.525 | 100.275 | 101.475 | ||
| 2680 | 2008.10.13 14:20 | s/l | 839 | 0.10 | 100.275 | 100.275 | 101.475 | -2500.00 | 1391868.00 |
| 2681 | 2008.10.13 14:35 | buy | 840 | 0.10 | 100.455 | 0.000 | 0.000 | ||
| 2682 | 2008.10.13 14:35 | modify | 840 | 0.10 | 100.455 | 100.205 | 101.405 | ||
| 2683 | 2008.10.13 15:10 | s/l | 840 | 0.10 | 100.205 | 100.205 | 101.405 | -2500.00 | 1389368.00 |
| 2684 | 2008.10.13 15:50 | buy | 841 | 0.10 | 100.235 | 0.000 | 0.000 | ||
| 2685 | 2008.10.13 15:50 | modify | 841 | 0.10 | 100.235 | 99.985 | 101.185 | ||
| 2686 | 2008.10.13 19:30 | t/p | 841 | 0.10 | 101.185 | 99.985 | 101.185 | 9500.00 | 1398868.00 |
| 2687 | 2008.10.14 11:05 | buy | 842 | 0.10 | 102.455 | 0.000 | 0.000 | ||
| 2688 | 2008.10.14 11:05 | modify | 842 | 0.10 | 102.455 | 102.205 | 103.405 | ||
| 2689 | 2008.10.14 11:50 | s/l | 842 | 0.10 | 102.205 | 102.205 | 103.405 | -2500.00 | 1396368.00 |
| 2690 | 2008.10.14 12:05 | buy | 843 | 0.10 | 102.345 | 0.000 | 0.000 | ||
| 2691 | 2008.10.14 12:05 | modify | 843 | 0.10 | 102.345 | 102.095 | 103.295 | ||
| 2692 | 2008.10.14 12:50 | s/l | 843 | 0.10 | 102.095 | 102.095 | 103.295 | -2500.00 | 1393868.00 |
| 2693 | 2008.10.14 13:30 | buy | 844 | 0.10 | 102.355 | 0.000 | 0.000 | ||
| 2694 | 2008.10.14 13:30 | modify | 844 | 0.10 | 102.355 | 102.105 | 103.305 | ||
| 2695 | 2008.10.14 17:45 | s/l | 844 | 0.10 | 102.105 | 102.105 | 103.305 | -2500.00 | 1391368.00 |
| 2696 | 2008.10.15 20:10 | buy | 845 | 0.10 | 101.495 | 0.000 | 0.000 | ||
| 2697 | 2008.10.15 20:10 | modify | 845 | 0.10 | 101.495 | 101.245 | 102.445 | ||
| 2698 | 2008.10.15 20:30 | s/l | 845 | 0.10 | 101.245 | 101.245 | 102.445 | -2500.00 | 1388868.00 |
| 2699 | 2008.10.17 15:40 | sell | 846 | 0.10 | 100.970 | 0.000 | 0.000 | ||
| 2700 | 2008.10.17 15:40 | modify | 846 | 0.10 | 100.970 | 101.270 | 99.770 | ||