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 |
| 751 | 2006.03.03 16:00 | close | 235 | 0.10 | 116.330 | 116.195 | 117.395 | -1150.00 | 1015667.00 |
| 752 | 2006.03.03 16:45 | buy | 236 | 0.10 | 116.345 | 0.000 | 0.000 | ||
| 753 | 2006.03.03 16:45 | close | 236 | 0.10 | 116.340 | 0.000 | 0.000 | -50.00 | 1015617.00 |
| 754 | 2006.03.08 16:05 | buy | 237 | 0.10 | 117.895 | 0.000 | 0.000 | ||
| 755 | 2006.03.08 16:05 | modify | 237 | 0.10 | 117.895 | 117.645 | 118.845 | ||
| 756 | 2006.03.09 02:10 | close | 237 | 0.10 | 117.890 | 117.645 | 118.845 | -65.00 | 1015552.00 |
| 757 | 2006.03.09 19:00 | sell | 238 | 0.10 | 117.950 | 0.000 | 0.000 | ||
| 758 | 2006.03.09 19:00 | modify | 238 | 0.10 | 117.950 | 118.250 | 116.750 | ||
| 759 | 2006.03.09 20:00 | s/l | 238 | 0.10 | 118.250 | 118.250 | 116.750 | -3000.00 | 1012552.00 |
| 760 | 2006.03.13 13:50 | buy | 239 | 0.10 | 118.955 | 0.000 | 0.000 | ||
| 761 | 2006.03.13 13:50 | modify | 239 | 0.10 | 118.955 | 118.705 | 119.905 | ||
| 762 | 2006.03.13 23:55 | close | 239 | 0.10 | 118.810 | 118.705 | 119.905 | -1450.00 | 1011102.00 |
| 763 | 2006.03.14 06:05 | sell | 240 | 0.10 | 118.520 | 0.000 | 0.000 | ||
| 764 | 2006.03.14 06:05 | modify | 240 | 0.10 | 118.520 | 118.820 | 117.320 | ||
| 765 | 2006.03.14 17:05 | modify | 240 | 0.10 | 118.520 | 118.520 | 117.320 | ||
| 766 | 2006.03.14 19:10 | t/p | 240 | 0.10 | 117.320 | 118.520 | 117.320 | 12000.00 | 1023102.00 |
| 767 | 2006.03.21 02:40 | buy | 241 | 0.10 | 116.465 | 0.000 | 0.000 | ||
| 768 | 2006.03.21 02:40 | modify | 241 | 0.10 | 116.465 | 116.215 | 117.415 | ||
| 769 | 2006.03.21 12:45 | close | 241 | 0.10 | 116.760 | 116.215 | 117.415 | 2950.00 | 1026052.00 |
| 770 | 2006.03.21 15:15 | buy | 242 | 0.10 | 116.585 | 0.000 | 0.000 | ||
| 771 | 2006.03.21 15:15 | modify | 242 | 0.10 | 116.585 | 116.335 | 117.535 | ||
| 772 | 2006.03.21 15:35 | s/l | 242 | 0.10 | 116.335 | 116.335 | 117.535 | -2500.00 | 1023552.00 |
| 773 | 2006.03.21 15:40 | buy | 243 | 0.10 | 116.405 | 0.000 | 0.000 | ||
| 774 | 2006.03.21 15:40 | modify | 243 | 0.10 | 116.405 | 116.155 | 117.355 | ||
| 775 | 2006.03.21 18:45 | modify | 243 | 0.10 | 116.405 | 116.405 | 117.355 | ||
| 776 | 2006.03.21 20:25 | close | 243 | 0.10 | 117.210 | 116.405 | 117.355 | 8050.00 | 1031602.00 |
| 777 | 2006.03.21 22:20 | buy | 244 | 0.10 | 117.215 | 0.000 | 0.000 | ||
| 778 | 2006.03.21 22:20 | modify | 244 | 0.10 | 117.215 | 116.965 | 118.165 | ||
| 779 | 2006.03.22 08:25 | close | 244 | 0.10 | 117.220 | 116.965 | 118.165 | 35.00 | 1031637.00 |
| 780 | 2006.03.22 12:00 | buy | 245 | 0.10 | 117.235 | 0.000 | 0.000 | ||
| 781 | 2006.03.22 12:00 | modify | 245 | 0.10 | 117.235 | 116.985 | 118.185 | ||
| 782 | 2006.03.22 15:25 | s/l | 245 | 0.10 | 116.985 | 116.985 | 118.185 | -2500.00 | 1029137.00 |
| 783 | 2006.03.23 10:45 | buy | 246 | 0.10 | 116.865 | 0.000 | 0.000 | ||
| 784 | 2006.03.23 10:45 | modify | 246 | 0.10 | 116.865 | 116.615 | 117.815 | ||
| 785 | 2006.03.23 19:30 | modify | 246 | 0.10 | 116.865 | 116.865 | 117.815 | ||
| 786 | 2006.03.23 20:00 | close | 246 | 0.10 | 117.680 | 116.865 | 117.815 | 8150.00 | 1037287.00 |
| 787 | 2006.03.27 11:45 | sell | 247 | 0.10 | 116.810 | 0.000 | 0.000 | ||
| 788 | 2006.03.27 11:45 | modify | 247 | 0.10 | 116.810 | 117.110 | 115.610 | ||
| 789 | 2006.03.28 01:50 | close | 247 | 0.10 | 116.385 | 117.110 | 115.610 | 4224.00 | 1041511.00 |
| 790 | 2006.03.29 22:25 | sell | 248 | 0.10 | 117.770 | 0.000 | 0.000 | ||
| 791 | 2006.03.29 22:25 | modify | 248 | 0.10 | 117.770 | 118.070 | 116.570 | ||
| 792 | 2006.03.30 12:30 | close | 248 | 0.10 | 117.355 | 118.070 | 116.570 | 4124.00 | 1045635.00 |
| 793 | 2006.03.31 15:00 | buy | 249 | 0.10 | 117.685 | 0.000 | 0.000 | ||
| 794 | 2006.03.31 15:00 | modify | 249 | 0.10 | 117.685 | 117.435 | 118.635 | ||
| 795 | 2006.03.31 16:00 | close | 249 | 0.10 | 117.860 | 117.435 | 118.635 | 1750.00 | 1047385.00 |
| 796 | 2006.04.03 06:15 | buy | 250 | 0.10 | 118.145 | 0.000 | 0.000 | ||
| 797 | 2006.04.03 06:15 | modify | 250 | 0.10 | 118.145 | 117.895 | 119.095 | ||
| 798 | 2006.04.03 09:20 | modify | 250 | 0.10 | 118.145 | 118.145 | 119.095 | ||
| 799 | 2006.04.03 17:05 | s/l | 250 | 0.10 | 118.145 | 118.145 | 119.095 | 0.00 | 1047385.00 |
| 800 | 2006.04.03 23:35 | sell | 251 | 0.10 | 117.670 | 0.000 | 0.000 | ||
| 801 | 2006.04.03 23:35 | modify | 251 | 0.10 | 117.670 | 117.970 | 116.470 | ||
| 802 | 2006.04.04 13:40 | close | 251 | 0.10 | 117.765 | 117.970 | 116.470 | -976.00 | 1046409.00 |
| 803 | 2006.04.05 12:50 | sell | 252 | 0.10 | 117.570 | 0.000 | 0.000 | ||
| 804 | 2006.04.05 12:50 | modify | 252 | 0.10 | 117.570 | 117.870 | 116.370 | ||
| 805 | 2006.04.06 01:20 | modify | 252 | 0.10 | 117.570 | 117.570 | 116.370 | ||
| 806 | 2006.04.06 02:15 | s/l | 252 | 0.10 | 117.570 | 117.570 | 116.370 | -26.00 | 1046383.00 |
| 807 | 2006.04.06 14:50 | sell | 253 | 0.10 | 117.630 | 0.000 | 0.000 | ||
| 808 | 2006.04.06 14:50 | modify | 253 | 0.10 | 117.630 | 117.930 | 116.430 | ||
| 809 | 2006.04.06 16:35 | s/l | 253 | 0.10 | 117.930 | 117.930 | 116.430 | -3000.00 | 1043383.00 |
| 810 | 2006.04.07 07:20 | buy | 254 | 0.10 | 117.615 | 0.000 | 0.000 | ||
| 811 | 2006.04.07 07:20 | modify | 254 | 0.10 | 117.615 | 117.365 | 118.565 | ||
| 812 | 2006.04.07 16:00 | close | 254 | 0.10 | 117.740 | 117.365 | 118.565 | 1250.00 | 1044633.00 |
| 813 | 2006.04.10 01:45 | buy | 255 | 0.10 | 118.135 | 0.000 | 0.000 | ||
| 814 | 2006.04.10 01:45 | modify | 255 | 0.10 | 118.135 | 117.885 | 119.085 | ||
| 815 | 2006.04.10 11:50 | close | 255 | 0.10 | 118.280 | 117.885 | 119.085 | 1450.00 | 1046083.00 |
| 816 | 2006.04.13 14:30 | sell | 256 | 0.10 | 118.600 | 0.000 | 0.000 | ||
| 817 | 2006.04.13 14:30 | modify | 256 | 0.10 | 118.600 | 118.900 | 117.400 | ||
| 818 | 2006.04.14 04:35 | close | 256 | 0.10 | 118.665 | 118.900 | 117.400 | -676.00 | 1045407.00 |
| 819 | 2006.04.17 09:40 | sell | 257 | 0.10 | 118.270 | 0.000 | 0.000 | ||
| 820 | 2006.04.17 09:40 | modify | 257 | 0.10 | 118.270 | 118.570 | 117.070 | ||
| 821 | 2006.04.17 17:40 | modify | 257 | 0.10 | 118.270 | 118.270 | 117.070 | ||
| 822 | 2006.04.17 21:20 | close | 257 | 0.10 | 117.715 | 118.270 | 117.070 | 5550.00 | 1050957.00 |
| 823 | 2006.04.18 20:00 | sell | 258 | 0.10 | 117.660 | 0.000 | 0.000 | ||
| 824 | 2006.04.18 20:00 | modify | 258 | 0.10 | 117.660 | 117.960 | 116.460 | ||
| 825 | 2006.04.18 23:15 | modify | 258 | 0.10 | 117.660 | 117.660 | 116.460 | ||
| 826 | 2006.04.19 06:40 | close | 258 | 0.10 | 116.975 | 117.660 | 116.460 | 6824.00 | 1057781.00 |
| 827 | 2006.04.20 16:00 | buy | 259 | 0.10 | 117.745 | 0.000 | 0.000 | ||
| 828 | 2006.04.20 16:00 | modify | 259 | 0.10 | 117.745 | 117.495 | 118.695 | ||
| 829 | 2006.04.20 16:40 | s/l | 259 | 0.10 | 117.495 | 117.495 | 118.695 | -2500.00 | 1055281.00 |
| 830 | 2006.04.20 18:00 | buy | 260 | 0.10 | 117.545 | 0.000 | 0.000 | ||
| 831 | 2006.04.20 18:00 | modify | 260 | 0.10 | 117.545 | 117.295 | 118.495 | ||
| 832 | 2006.04.21 04:05 | close | 260 | 0.10 | 117.580 | 117.295 | 118.495 | 335.00 | 1055616.00 |
| 833 | 2006.04.26 21:50 | sell | 261 | 0.10 | 114.720 | 0.000 | 0.000 | ||
| 834 | 2006.04.26 21:50 | modify | 261 | 0.10 | 114.720 | 115.020 | 113.520 | ||
| 835 | 2006.04.27 11:55 | close | 261 | 0.10 | 114.715 | 115.020 | 113.520 | 24.00 | 1055640.00 |
| 836 | 2006.04.28 09:25 | buy | 262 | 0.10 | 114.175 | 0.000 | 0.000 | ||
| 837 | 2006.04.28 09:25 | modify | 262 | 0.10 | 114.175 | 113.925 | 115.125 | ||
| 838 | 2006.04.28 16:00 | close | 262 | 0.10 | 114.310 | 113.925 | 115.125 | 1350.00 | 1056990.00 |
| 839 | 2006.05.02 05:55 | buy | 263 | 0.10 | 113.645 | 0.000 | 0.000 | ||
| 840 | 2006.05.02 05:55 | modify | 263 | 0.10 | 113.645 | 113.395 | 114.595 | ||
| 841 | 2006.05.02 12:30 | s/l | 263 | 0.10 | 113.395 | 113.395 | 114.595 | -2500.00 | 1054490.00 |
| 842 | 2006.05.02 12:40 | buy | 264 | 0.10 | 113.545 | 0.000 | 0.000 | ||
| 843 | 2006.05.02 12:40 | modify | 264 | 0.10 | 113.545 | 113.295 | 114.495 | ||
| 844 | 2006.05.02 15:20 | s/l | 264 | 0.10 | 113.295 | 113.295 | 114.495 | -2500.00 | 1051990.00 |
| 845 | 2006.05.03 16:40 | buy | 265 | 0.10 | 113.485 | 0.000 | 0.000 | ||
| 846 | 2006.05.03 16:40 | modify | 265 | 0.10 | 113.485 | 113.235 | 114.435 | ||
| 847 | 2006.05.04 02:00 | modify | 265 | 0.10 | 113.485 | 113.485 | 114.435 | ||
| 848 | 2006.05.04 17:25 | s/l | 265 | 0.10 | 113.485 | 113.485 | 114.435 | -15.00 | 1051975.00 |
| 849 | 2006.05.05 13:20 | buy | 266 | 0.10 | 113.885 | 0.000 | 0.000 | ||
| 850 | 2006.05.05 13:20 | modify | 266 | 0.10 | 113.885 | 113.635 | 114.835 | ||
| 851 | 2006.05.05 15:35 | s/l | 266 | 0.10 | 113.635 | 113.635 | 114.835 | -2500.00 | 1049475.00 |
| 852 | 2006.05.10 04:35 | sell | 267 | 0.10 | 111.110 | 0.000 | 0.000 | ||
| 853 | 2006.05.10 04:35 | modify | 267 | 0.10 | 111.110 | 111.410 | 109.910 | ||
| 854 | 2006.05.10 13:10 | modify | 267 | 0.10 | 111.110 | 111.110 | 109.910 | ||
| 855 | 2006.05.11 02:50 | s/l | 267 | 0.10 | 111.110 | 111.110 | 109.910 | -26.00 | 1049449.00 |
| 856 | 2006.05.11 08:45 | buy | 268 | 0.10 | 111.155 | 0.000 | 0.000 | ||
| 857 | 2006.05.11 08:45 | modify | 268 | 0.10 | 111.155 | 110.905 | 112.105 | ||
| 858 | 2006.05.11 10:10 | s/l | 268 | 0.10 | 110.905 | 110.905 | 112.105 | -2500.00 | 1046949.00 |
| 859 | 2006.05.11 10:20 | buy | 269 | 0.10 | 111.155 | 0.000 | 0.000 | ||
| 860 | 2006.05.11 10:20 | modify | 269 | 0.10 | 111.155 | 110.905 | 112.105 | ||
| 861 | 2006.05.11 15:35 | s/l | 269 | 0.10 | 110.905 | 110.905 | 112.105 | -2500.00 | 1044449.00 |
| 862 | 2006.05.11 16:10 | buy | 270 | 0.10 | 111.035 | 0.000 | 0.000 | ||
| 863 | 2006.05.11 16:10 | modify | 270 | 0.10 | 111.035 | 110.785 | 111.985 | ||
| 864 | 2006.05.11 17:35 | s/l | 270 | 0.10 | 110.785 | 110.785 | 111.985 | -2500.00 | 1041949.00 |
| 865 | 2006.05.11 19:20 | buy | 271 | 0.10 | 110.295 | 0.000 | 0.000 | ||
| 866 | 2006.05.11 19:20 | modify | 271 | 0.10 | 110.295 | 110.045 | 111.245 | ||
| 867 | 2006.05.12 01:00 | modify | 271 | 0.10 | 110.295 | 110.295 | 111.245 | ||
| 868 | 2006.05.12 02:35 | s/l | 271 | 0.10 | 110.295 | 110.295 | 111.245 | -15.00 | 1041934.00 |
| 869 | 2006.05.15 01:00 | buy | 272 | 0.10 | 109.645 | 0.000 | 0.000 | ||
| 870 | 2006.05.15 01:00 | modify | 272 | 0.10 | 109.645 | 109.395 | 110.595 | ||
| 871 | 2006.05.15 04:30 | s/l | 272 | 0.10 | 109.395 | 109.395 | 110.595 | -2500.00 | 1039434.00 |
| 872 | 2006.05.15 12:00 | buy | 273 | 0.10 | 110.365 | 0.000 | 0.000 | ||
| 873 | 2006.05.15 12:00 | modify | 273 | 0.10 | 110.365 | 110.115 | 111.315 | ||
| 874 | 2006.05.15 12:35 | s/l | 273 | 0.10 | 110.115 | 110.115 | 111.315 | -2500.00 | 1036934.00 |
| 875 | 2006.05.15 19:15 | buy | 274 | 0.10 | 110.285 | 0.000 | 0.000 | ||
| 876 | 2006.05.15 19:15 | modify | 274 | 0.10 | 110.285 | 110.035 | 111.235 | ||
| 877 | 2006.05.16 05:20 | close | 274 | 0.10 | 110.340 | 110.035 | 111.235 | 535.00 | 1037469.00 |
| 878 | 2006.05.16 06:30 | buy | 275 | 0.10 | 110.145 | 0.000 | 0.000 | ||
| 879 | 2006.05.16 06:30 | modify | 275 | 0.10 | 110.145 | 109.895 | 111.095 | ||
| 880 | 2006.05.16 15:45 | s/l | 275 | 0.10 | 109.895 | 109.895 | 111.095 | -2500.00 | 1034969.00 |
| 881 | 2006.05.16 20:00 | sell | 276 | 0.10 | 110.040 | 0.000 | 0.000 | ||
| 882 | 2006.05.16 20:00 | modify | 276 | 0.10 | 110.040 | 110.340 | 108.840 | ||
| 883 | 2006.05.16 22:40 | modify | 276 | 0.10 | 110.040 | 110.040 | 108.840 | ||
| 884 | 2006.05.17 14:35 | close | 276 | 0.10 | 109.215 | 110.040 | 108.840 | 8224.00 | 1043193.00 |
| 885 | 2006.05.17 15:45 | sell | 277 | 0.10 | 109.130 | 0.000 | 0.000 | ||
| 886 | 2006.05.17 15:45 | modify | 277 | 0.10 | 109.130 | 109.430 | 107.930 | ||
| 887 | 2006.05.17 16:35 | s/l | 277 | 0.10 | 109.430 | 109.430 | 107.930 | -3000.00 | 1040193.00 |
| 888 | 2006.05.18 05:05 | buy | 278 | 0.10 | 110.645 | 0.000 | 0.000 | ||
| 889 | 2006.05.18 05:05 | modify | 278 | 0.10 | 110.645 | 110.395 | 111.595 | ||
| 890 | 2006.05.18 15:10 | close | 278 | 0.10 | 111.160 | 110.395 | 111.595 | 5150.00 | 1045343.00 |
| 891 | 2006.05.19 16:00 | buy | 279 | 0.10 | 111.725 | 0.000 | 0.000 | ||
| 892 | 2006.05.19 16:00 | close | 279 | 0.10 | 111.720 | 0.000 | 0.000 | -50.00 | 1045293.00 |
| 893 | 2006.05.19 16:45 | buy | 280 | 0.10 | 111.655 | 0.000 | 0.000 | ||
| 894 | 2006.05.19 16:45 | close | 280 | 0.10 | 111.650 | 0.000 | 0.000 | -50.00 | 1045243.00 |
| 895 | 2006.05.19 16:55 | buy | 281 | 0.10 | 111.685 | 0.000 | 0.000 | ||
| 896 | 2006.05.19 16:55 | close | 281 | 0.10 | 111.680 | 0.000 | 0.000 | -50.00 | 1045193.00 |
| 897 | 2006.05.22 00:30 | buy | 282 | 0.10 | 111.675 | 0.000 | 0.000 | ||
| 898 | 2006.05.22 00:30 | modify | 282 | 0.10 | 111.675 | 111.425 | 112.625 | ||
| 899 | 2006.05.22 05:50 | modify | 282 | 0.10 | 111.675 | 111.675 | 112.625 | ||
| 900 | 2006.05.22 09:30 | t/p | 282 | 0.10 | 112.625 | 111.675 | 112.625 | 9500.00 | 1054693.00 |