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 |
| 151 | 2005.04.08 10:50 | close | 48 | 0.10 | 108.655 | 108.950 | 107.450 | -76.00 | 987407.00 |
| 152 | 2005.04.11 02:50 | sell | 49 | 0.10 | 108.400 | 0.000 | 0.000 | ||
| 153 | 2005.04.11 02:50 | modify | 49 | 0.10 | 108.400 | 108.700 | 107.200 | ||
| 154 | 2005.04.11 12:40 | modify | 49 | 0.10 | 108.400 | 108.400 | 107.200 | ||
| 155 | 2005.04.11 20:20 | close | 49 | 0.10 | 107.715 | 108.400 | 107.200 | 6850.00 | 994257.00 |
| 156 | 2005.04.13 09:25 | sell | 50 | 0.10 | 107.340 | 0.000 | 0.000 | ||
| 157 | 2005.04.13 09:25 | modify | 50 | 0.10 | 107.340 | 107.640 | 106.140 | ||
| 158 | 2005.04.13 16:35 | s/l | 50 | 0.10 | 107.640 | 107.640 | 106.140 | -3000.00 | 991257.00 |
| 159 | 2005.04.13 17:10 | sell | 51 | 0.10 | 107.500 | 0.000 | 0.000 | ||
| 160 | 2005.04.13 17:10 | modify | 51 | 0.10 | 107.500 | 107.800 | 106.300 | ||
| 161 | 2005.04.14 06:40 | s/l | 51 | 0.10 | 107.800 | 107.800 | 106.300 | -3026.00 | 988231.00 |
| 162 | 2005.04.14 19:35 | buy | 52 | 0.10 | 108.175 | 0.000 | 0.000 | ||
| 163 | 2005.04.14 19:35 | modify | 52 | 0.10 | 108.175 | 107.925 | 109.125 | ||
| 164 | 2005.04.15 05:40 | close | 52 | 0.10 | 108.220 | 107.925 | 109.125 | 435.00 | 988666.00 |
| 165 | 2005.04.19 21:00 | sell | 53 | 0.10 | 107.020 | 0.000 | 0.000 | ||
| 166 | 2005.04.19 21:00 | modify | 53 | 0.10 | 107.020 | 107.320 | 105.820 | ||
| 167 | 2005.04.20 11:05 | close | 53 | 0.10 | 106.885 | 107.320 | 105.820 | 1324.00 | 989990.00 |
| 168 | 2005.04.21 05:35 | sell | 54 | 0.10 | 106.700 | 0.000 | 0.000 | ||
| 169 | 2005.04.21 05:35 | modify | 54 | 0.10 | 106.700 | 107.000 | 105.500 | ||
| 170 | 2005.04.21 11:30 | s/l | 54 | 0.10 | 107.000 | 107.000 | 105.500 | -3000.00 | 986990.00 |
| 171 | 2005.04.25 08:00 | buy | 55 | 0.10 | 105.985 | 0.000 | 0.000 | ||
| 172 | 2005.04.25 08:00 | modify | 55 | 0.10 | 105.985 | 105.735 | 106.935 | ||
| 173 | 2005.04.25 10:35 | s/l | 55 | 0.10 | 105.735 | 105.735 | 106.935 | -2500.00 | 984490.00 |
| 174 | 2005.04.25 11:05 | buy | 56 | 0.10 | 105.695 | 0.000 | 0.000 | ||
| 175 | 2005.04.25 11:05 | modify | 56 | 0.10 | 105.695 | 105.445 | 106.645 | ||
| 176 | 2005.04.25 21:10 | close | 56 | 0.10 | 105.690 | 105.445 | 106.645 | -50.00 | 984440.00 |
| 177 | 2005.04.26 16:40 | buy | 57 | 0.10 | 105.975 | 0.000 | 0.000 | ||
| 178 | 2005.04.26 16:40 | modify | 57 | 0.10 | 105.975 | 105.725 | 106.925 | ||
| 179 | 2005.04.27 02:45 | close | 57 | 0.10 | 106.160 | 105.725 | 106.925 | 1835.00 | 986275.00 |
| 180 | 2005.04.28 20:50 | buy | 58 | 0.10 | 105.945 | 0.000 | 0.000 | ||
| 181 | 2005.04.28 20:50 | modify | 58 | 0.10 | 105.945 | 105.695 | 106.895 | ||
| 182 | 2005.04.29 06:55 | close | 58 | 0.10 | 105.860 | 105.695 | 106.895 | -865.00 | 985410.00 |
| 183 | 2005.04.29 07:50 | buy | 59 | 0.10 | 105.655 | 0.000 | 0.000 | ||
| 184 | 2005.04.29 07:50 | modify | 59 | 0.10 | 105.655 | 105.405 | 106.605 | ||
| 185 | 2005.04.29 08:50 | s/l | 59 | 0.10 | 105.405 | 105.405 | 106.605 | -2500.00 | 982910.00 |
| 186 | 2005.05.02 10:20 | buy | 60 | 0.10 | 105.335 | 0.000 | 0.000 | ||
| 187 | 2005.05.02 10:20 | modify | 60 | 0.10 | 105.335 | 105.085 | 106.285 | ||
| 188 | 2005.05.02 16:15 | s/l | 60 | 0.10 | 105.085 | 105.085 | 106.285 | -2500.00 | 980410.00 |
| 189 | 2005.05.03 01:00 | sell | 61 | 0.10 | 105.130 | 0.000 | 0.000 | ||
| 190 | 2005.05.03 01:00 | modify | 61 | 0.10 | 105.130 | 105.430 | 103.930 | ||
| 191 | 2005.05.03 08:05 | close | 61 | 0.10 | 105.295 | 105.430 | 103.930 | -1650.00 | 978760.00 |
| 192 | 2005.05.04 01:15 | sell | 62 | 0.10 | 104.970 | 0.000 | 0.000 | ||
| 193 | 2005.05.04 01:15 | modify | 62 | 0.10 | 104.970 | 105.270 | 103.770 | ||
| 194 | 2005.05.04 07:05 | modify | 62 | 0.10 | 104.970 | 104.970 | 103.770 | ||
| 195 | 2005.05.05 01:40 | close | 62 | 0.10 | 104.485 | 104.970 | 103.770 | 4824.00 | 983584.00 |
| 196 | 2005.05.05 02:40 | buy | 63 | 0.10 | 104.525 | 0.000 | 0.000 | ||
| 197 | 2005.05.05 02:40 | modify | 63 | 0.10 | 104.525 | 104.275 | 105.475 | ||
| 198 | 2005.05.05 11:25 | s/l | 63 | 0.10 | 104.275 | 104.275 | 105.475 | -2500.00 | 981084.00 |
| 199 | 2005.05.05 18:25 | sell | 64 | 0.10 | 104.440 | 0.000 | 0.000 | ||
| 200 | 2005.05.05 18:25 | modify | 64 | 0.10 | 104.440 | 104.740 | 103.240 | ||
| 201 | 2005.05.06 02:45 | close | 64 | 0.10 | 104.655 | 104.740 | 103.240 | -2176.00 | 978908.00 |
| 202 | 2005.05.06 12:05 | buy | 65 | 0.10 | 104.735 | 0.000 | 0.000 | ||
| 203 | 2005.05.06 12:05 | modify | 65 | 0.10 | 104.735 | 104.485 | 105.685 | ||
| 204 | 2005.05.06 16:00 | close | 65 | 0.10 | 104.930 | 104.485 | 105.685 | 1950.00 | 980858.00 |
| 205 | 2005.05.09 08:05 | buy | 66 | 0.10 | 105.315 | 0.000 | 0.000 | ||
| 206 | 2005.05.09 08:05 | modify | 66 | 0.10 | 105.315 | 105.065 | 106.265 | ||
| 207 | 2005.05.09 16:00 | modify | 66 | 0.10 | 105.315 | 105.315 | 106.265 | ||
| 208 | 2005.05.10 06:45 | close | 66 | 0.10 | 105.650 | 105.315 | 106.265 | 3335.00 | 984193.00 |
| 209 | 2005.05.11 11:55 | buy | 67 | 0.10 | 105.205 | 0.000 | 0.000 | ||
| 210 | 2005.05.11 11:55 | modify | 67 | 0.10 | 105.205 | 104.955 | 106.155 | ||
| 211 | 2005.05.11 18:55 | modify | 67 | 0.10 | 105.205 | 105.205 | 106.155 | ||
| 212 | 2005.05.11 21:35 | close | 67 | 0.10 | 105.770 | 105.205 | 106.155 | 5650.00 | 989843.00 |
| 213 | 2005.05.12 03:20 | buy | 68 | 0.10 | 105.835 | 0.000 | 0.000 | ||
| 214 | 2005.05.12 03:20 | modify | 68 | 0.10 | 105.835 | 105.585 | 106.785 | ||
| 215 | 2005.05.12 06:20 | modify | 68 | 0.10 | 105.835 | 105.835 | 106.785 | ||
| 216 | 2005.05.12 15:50 | t/p | 68 | 0.10 | 106.785 | 105.835 | 106.785 | 9500.00 | 999343.00 |
| 217 | 2005.05.17 02:05 | sell | 69 | 0.10 | 106.850 | 0.000 | 0.000 | ||
| 218 | 2005.05.17 02:05 | modify | 69 | 0.10 | 106.850 | 107.150 | 105.650 | ||
| 219 | 2005.05.17 05:25 | s/l | 69 | 0.10 | 107.150 | 107.150 | 105.650 | -3000.00 | 996343.00 |
| 220 | 2005.05.17 05:50 | sell | 70 | 0.10 | 107.080 | 0.000 | 0.000 | ||
| 221 | 2005.05.17 05:50 | modify | 70 | 0.10 | 107.080 | 107.380 | 105.880 | ||
| 222 | 2005.05.17 14:45 | s/l | 70 | 0.10 | 107.380 | 107.380 | 105.880 | -3000.00 | 993343.00 |
| 223 | 2005.05.18 17:55 | sell | 71 | 0.10 | 107.090 | 0.000 | 0.000 | ||
| 224 | 2005.05.18 17:55 | modify | 71 | 0.10 | 107.090 | 107.390 | 105.890 | ||
| 225 | 2005.05.19 08:00 | close | 71 | 0.10 | 107.095 | 107.390 | 105.890 | -76.00 | 993267.00 |
| 226 | 2005.05.20 08:50 | buy | 72 | 0.10 | 107.555 | 0.000 | 0.000 | ||
| 227 | 2005.05.20 08:50 | modify | 72 | 0.10 | 107.555 | 107.305 | 108.505 | ||
| 228 | 2005.05.20 16:00 | close | 72 | 0.10 | 108.050 | 107.305 | 108.505 | 4950.00 | 998217.00 |
| 229 | 2005.05.23 02:15 | buy | 73 | 0.10 | 108.195 | 0.000 | 0.000 | ||
| 230 | 2005.05.23 02:15 | modify | 73 | 0.10 | 108.195 | 107.945 | 109.145 | ||
| 231 | 2005.05.23 06:20 | close | 73 | 0.10 | 108.040 | 107.945 | 109.145 | -1550.00 | 996667.00 |
| 232 | 2005.05.23 19:55 | sell | 74 | 0.10 | 107.780 | 0.000 | 0.000 | ||
| 233 | 2005.05.23 19:55 | modify | 74 | 0.10 | 107.780 | 108.080 | 106.580 | ||
| 234 | 2005.05.24 07:30 | modify | 74 | 0.10 | 107.780 | 107.780 | 106.580 | ||
| 235 | 2005.05.25 06:55 | close | 74 | 0.10 | 107.355 | 107.780 | 106.580 | 4198.00 | 1000865.00 |
| 236 | 2005.05.27 02:00 | sell | 75 | 0.10 | 108.030 | 0.000 | 0.000 | ||
| 237 | 2005.05.27 02:00 | modify | 75 | 0.10 | 108.030 | 108.330 | 106.830 | ||
| 238 | 2005.05.27 14:05 | modify | 75 | 0.10 | 108.030 | 108.030 | 106.830 | ||
| 239 | 2005.05.27 16:00 | close | 75 | 0.10 | 107.915 | 108.030 | 106.830 | 1150.00 | 1002015.00 |
| 240 | 2005.05.30 00:45 | buy | 76 | 0.10 | 107.955 | 0.000 | 0.000 | ||
| 241 | 2005.05.30 00:45 | modify | 76 | 0.10 | 107.955 | 107.705 | 108.905 | ||
| 242 | 2005.05.30 07:45 | close | 76 | 0.10 | 107.750 | 107.705 | 108.905 | -2050.00 | 999965.00 |
| 243 | 2005.05.30 07:50 | buy | 77 | 0.10 | 107.765 | 0.000 | 0.000 | ||
| 244 | 2005.05.30 07:50 | modify | 77 | 0.10 | 107.765 | 107.515 | 108.715 | ||
| 245 | 2005.05.30 17:55 | close | 77 | 0.10 | 107.900 | 107.515 | 108.715 | 1350.00 | 1001315.00 |
| 246 | 2005.05.31 02:15 | buy | 78 | 0.10 | 107.975 | 0.000 | 0.000 | ||
| 247 | 2005.05.31 02:15 | modify | 78 | 0.10 | 107.975 | 107.725 | 108.925 | ||
| 248 | 2005.05.31 12:20 | close | 78 | 0.10 | 107.970 | 107.725 | 108.925 | -50.00 | 1001265.00 |
| 249 | 2005.05.31 20:35 | sell | 79 | 0.10 | 108.200 | 0.000 | 0.000 | ||
| 250 | 2005.05.31 20:35 | modify | 79 | 0.10 | 108.200 | 108.500 | 107.000 | ||
| 251 | 2005.05.31 21:35 | s/l | 79 | 0.10 | 108.500 | 108.500 | 107.000 | -3000.00 | 998265.00 |
| 252 | 2005.05.31 21:45 | sell | 80 | 0.10 | 108.480 | 0.000 | 0.000 | ||
| 253 | 2005.05.31 21:45 | modify | 80 | 0.10 | 108.480 | 108.780 | 107.280 | ||
| 254 | 2005.06.01 05:40 | modify | 80 | 0.10 | 108.480 | 108.480 | 107.280 | ||
| 255 | 2005.06.01 11:25 | s/l | 80 | 0.10 | 108.480 | 108.480 | 107.280 | -26.00 | 998239.00 |
| 256 | 2005.06.01 12:00 | buy | 81 | 0.10 | 108.575 | 0.000 | 0.000 | ||
| 257 | 2005.06.01 12:00 | modify | 81 | 0.10 | 108.575 | 108.325 | 109.525 | ||
| 258 | 2005.06.01 17:25 | s/l | 81 | 0.10 | 108.325 | 108.325 | 109.525 | -2500.00 | 995739.00 |
| 259 | 2005.06.02 01:45 | buy | 82 | 0.10 | 108.685 | 0.000 | 0.000 | ||
| 260 | 2005.06.02 01:45 | modify | 82 | 0.10 | 108.685 | 108.435 | 109.635 | ||
| 261 | 2005.06.02 04:50 | s/l | 82 | 0.10 | 108.435 | 108.435 | 109.635 | -2500.00 | 993239.00 |
| 262 | 2005.06.02 04:55 | buy | 83 | 0.10 | 108.445 | 0.000 | 0.000 | ||
| 263 | 2005.06.02 04:55 | modify | 83 | 0.10 | 108.445 | 108.195 | 109.395 | ||
| 264 | 2005.06.02 12:05 | s/l | 83 | 0.10 | 108.195 | 108.195 | 109.395 | -2500.00 | 990739.00 |
| 265 | 2005.06.02 14:10 | sell | 84 | 0.10 | 108.240 | 0.000 | 0.000 | ||
| 266 | 2005.06.02 14:10 | modify | 84 | 0.10 | 108.240 | 108.540 | 107.040 | ||
| 267 | 2005.06.03 04:15 | close | 84 | 0.10 | 107.985 | 108.540 | 107.040 | 2524.00 | 993263.00 |
| 268 | 2005.06.03 10:10 | sell | 85 | 0.10 | 107.890 | 0.000 | 0.000 | ||
| 269 | 2005.06.03 10:10 | modify | 85 | 0.10 | 107.890 | 108.190 | 106.690 | ||
| 270 | 2005.06.03 16:00 | close | 85 | 0.10 | 107.585 | 108.190 | 106.690 | 3050.00 | 996313.00 |
| 271 | 2005.06.09 01:45 | buy | 86 | 0.10 | 107.215 | 0.000 | 0.000 | ||
| 272 | 2005.06.09 01:45 | modify | 86 | 0.10 | 107.215 | 106.965 | 108.165 | ||
| 273 | 2005.06.09 11:50 | close | 86 | 0.10 | 107.250 | 106.965 | 108.165 | 350.00 | 996663.00 |
| 274 | 2005.06.09 15:45 | buy | 87 | 0.10 | 107.385 | 0.000 | 0.000 | ||
| 275 | 2005.06.09 15:45 | modify | 87 | 0.10 | 107.385 | 107.135 | 108.335 | ||
| 276 | 2005.06.10 01:50 | close | 87 | 0.10 | 107.460 | 107.135 | 108.335 | 735.00 | 997398.00 |
| 277 | 2005.06.16 00:35 | sell | 88 | 0.10 | 109.160 | 0.000 | 0.000 | ||
| 278 | 2005.06.16 00:35 | modify | 88 | 0.10 | 109.160 | 109.460 | 107.960 | ||
| 279 | 2005.06.16 14:40 | close | 88 | 0.10 | 109.155 | 109.460 | 107.960 | 50.00 | 997448.00 |
| 280 | 2005.06.17 05:55 | sell | 89 | 0.10 | 108.900 | 0.000 | 0.000 | ||
| 281 | 2005.06.17 05:55 | modify | 89 | 0.10 | 108.900 | 109.200 | 107.700 | ||
| 282 | 2005.06.17 16:00 | close | 89 | 0.10 | 108.795 | 109.200 | 107.700 | 1050.00 | 998498.00 |
| 283 | 2005.06.20 09:10 | sell | 90 | 0.10 | 108.780 | 0.000 | 0.000 | ||
| 284 | 2005.06.20 09:10 | modify | 90 | 0.10 | 108.780 | 109.080 | 107.580 | ||
| 285 | 2005.06.20 16:10 | s/l | 90 | 0.10 | 109.080 | 109.080 | 107.580 | -3000.00 | 995498.00 |
| 286 | 2005.06.22 05:15 | sell | 91 | 0.10 | 108.500 | 0.000 | 0.000 | ||
| 287 | 2005.06.22 05:15 | modify | 91 | 0.10 | 108.500 | 108.800 | 107.300 | ||
| 288 | 2005.06.22 12:15 | s/l | 91 | 0.10 | 108.800 | 108.800 | 107.300 | -3000.00 | 992498.00 |
| 289 | 2005.06.22 16:25 | buy | 92 | 0.10 | 108.785 | 0.000 | 0.000 | ||
| 290 | 2005.06.22 16:25 | modify | 92 | 0.10 | 108.785 | 108.535 | 109.735 | ||
| 291 | 2005.06.23 02:30 | close | 92 | 0.10 | 108.720 | 108.535 | 109.735 | -665.00 | 991833.00 |
| 292 | 2005.06.23 03:30 | buy | 93 | 0.10 | 108.675 | 0.000 | 0.000 | ||
| 293 | 2005.06.23 03:30 | modify | 93 | 0.10 | 108.675 | 108.425 | 109.625 | ||
| 294 | 2005.06.23 13:35 | close | 93 | 0.10 | 108.730 | 108.425 | 109.625 | 550.00 | 992383.00 |
| 295 | 2005.06.23 20:00 | buy | 94 | 0.10 | 108.785 | 0.000 | 0.000 | ||
| 296 | 2005.06.23 20:00 | modify | 94 | 0.10 | 108.785 | 108.535 | 109.735 | ||
| 297 | 2005.06.24 06:05 | close | 94 | 0.10 | 108.970 | 108.535 | 109.735 | 1835.00 | 994218.00 |
| 298 | 2005.06.24 09:00 | buy | 95 | 0.10 | 108.945 | 0.000 | 0.000 | ||
| 299 | 2005.06.24 09:00 | modify | 95 | 0.10 | 108.945 | 108.695 | 109.895 | ||
| 300 | 2005.06.24 16:00 | close | 95 | 0.10 | 109.290 | 108.695 | 109.895 | 3450.00 | 997668.00 |