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 |
| 1051 | 2006.08.21 18:05 | close | 330 | 0.10 | 115.835 | 116.030 | 114.530 | -1050.00 | 1031351.00 |
| 1052 | 2006.08.22 00:25 | buy | 331 | 0.10 | 115.885 | 0.000 | 0.000 | ||
| 1053 | 2006.08.22 00:25 | modify | 331 | 0.10 | 115.885 | 115.635 | 116.835 | ||
| 1054 | 2006.08.22 06:15 | modify | 331 | 0.10 | 115.885 | 115.885 | 116.835 | ||
| 1055 | 2006.08.22 19:45 | close | 331 | 0.10 | 116.640 | 115.885 | 116.835 | 7550.00 | 1038901.00 |
| 1056 | 2006.08.24 02:00 | buy | 332 | 0.10 | 116.395 | 0.000 | 0.000 | ||
| 1057 | 2006.08.24 02:00 | modify | 332 | 0.10 | 116.395 | 116.145 | 117.345 | ||
| 1058 | 2006.08.24 12:05 | close | 332 | 0.10 | 116.420 | 116.145 | 117.345 | 250.00 | 1039151.00 |
| 1059 | 2006.08.24 14:10 | buy | 333 | 0.10 | 116.295 | 0.000 | 0.000 | ||
| 1060 | 2006.08.24 14:10 | modify | 333 | 0.10 | 116.295 | 116.045 | 117.245 | ||
| 1061 | 2006.08.24 21:55 | modify | 333 | 0.10 | 116.295 | 116.295 | 117.245 | ||
| 1062 | 2006.08.24 23:35 | close | 333 | 0.10 | 116.560 | 116.295 | 117.245 | 2650.00 | 1041801.00 |
| 1063 | 2006.08.25 01:45 | buy | 334 | 0.10 | 116.515 | 0.000 | 0.000 | ||
| 1064 | 2006.08.25 01:45 | modify | 334 | 0.10 | 116.515 | 116.265 | 117.465 | ||
| 1065 | 2006.08.25 09:40 | modify | 334 | 0.10 | 116.515 | 116.515 | 117.465 | ||
| 1066 | 2006.08.25 12:35 | close | 334 | 0.10 | 117.140 | 116.515 | 117.465 | 6250.00 | 1048051.00 |
| 1067 | 2006.08.28 08:35 | sell | 335 | 0.10 | 117.070 | 0.000 | 0.000 | ||
| 1068 | 2006.08.28 08:35 | modify | 335 | 0.10 | 117.070 | 117.370 | 115.870 | ||
| 1069 | 2006.08.28 22:40 | close | 335 | 0.10 | 117.175 | 117.370 | 115.870 | -1050.00 | 1047001.00 |
| 1070 | 2006.08.29 13:25 | sell | 336 | 0.10 | 116.730 | 0.000 | 0.000 | ||
| 1071 | 2006.08.29 13:25 | modify | 336 | 0.10 | 116.730 | 117.030 | 115.530 | ||
| 1072 | 2006.08.29 20:55 | close | 336 | 0.10 | 116.935 | 117.030 | 115.530 | -2050.00 | 1044951.00 |
| 1073 | 2006.08.30 01:50 | sell | 337 | 0.10 | 116.700 | 0.000 | 0.000 | ||
| 1074 | 2006.08.30 01:50 | modify | 337 | 0.10 | 116.700 | 117.000 | 115.500 | ||
| 1075 | 2006.08.30 10:20 | s/l | 337 | 0.10 | 117.000 | 117.000 | 115.500 | -3000.00 | 1041951.00 |
| 1076 | 2006.08.31 18:05 | sell | 338 | 0.10 | 117.220 | 0.000 | 0.000 | ||
| 1077 | 2006.08.31 18:05 | modify | 338 | 0.10 | 117.220 | 117.520 | 116.020 | ||
| 1078 | 2006.08.31 21:05 | close | 338 | 0.10 | 117.465 | 117.520 | 116.020 | -2450.00 | 1039501.00 |
| 1079 | 2006.09.01 02:40 | buy | 339 | 0.10 | 117.395 | 0.000 | 0.000 | ||
| 1080 | 2006.09.01 02:40 | modify | 339 | 0.10 | 117.395 | 117.145 | 118.345 | ||
| 1081 | 2006.09.01 05:20 | s/l | 339 | 0.10 | 117.145 | 117.145 | 118.345 | -2500.00 | 1037001.00 |
| 1082 | 2006.09.01 08:40 | sell | 340 | 0.10 | 117.250 | 0.000 | 0.000 | ||
| 1083 | 2006.09.01 08:40 | modify | 340 | 0.10 | 117.250 | 117.550 | 116.050 | ||
| 1084 | 2006.09.01 16:00 | close | 340 | 0.10 | 117.165 | 117.550 | 116.050 | 850.00 | 1037851.00 |
| 1085 | 2006.09.11 00:00 | buy | 341 | 0.10 | 116.845 | 0.000 | 0.000 | ||
| 1086 | 2006.09.11 00:00 | modify | 341 | 0.10 | 116.845 | 116.595 | 117.795 | ||
| 1087 | 2006.09.11 06:40 | close | 341 | 0.10 | 116.730 | 116.595 | 117.795 | -1150.00 | 1036701.00 |
| 1088 | 2006.09.11 07:20 | buy | 342 | 0.10 | 116.685 | 0.000 | 0.000 | ||
| 1089 | 2006.09.11 07:20 | modify | 342 | 0.10 | 116.685 | 116.435 | 117.635 | ||
| 1090 | 2006.09.11 12:20 | modify | 342 | 0.10 | 116.685 | 116.685 | 117.635 | ||
| 1091 | 2006.09.11 14:35 | close | 342 | 0.10 | 117.350 | 116.685 | 117.635 | 6650.00 | 1043351.00 |
| 1092 | 2006.09.13 07:40 | buy | 343 | 0.10 | 117.925 | 0.000 | 0.000 | ||
| 1093 | 2006.09.13 07:40 | modify | 343 | 0.10 | 117.925 | 117.675 | 118.875 | ||
| 1094 | 2006.09.13 10:20 | s/l | 343 | 0.10 | 117.675 | 117.675 | 118.875 | -2500.00 | 1040851.00 |
| 1095 | 2006.09.14 04:25 | sell | 344 | 0.10 | 117.420 | 0.000 | 0.000 | ||
| 1096 | 2006.09.14 04:25 | modify | 344 | 0.10 | 117.420 | 117.720 | 116.220 | ||
| 1097 | 2006.09.14 09:10 | close | 344 | 0.10 | 117.595 | 117.720 | 116.220 | -1750.00 | 1039101.00 |
| 1098 | 2006.09.14 20:40 | sell | 345 | 0.10 | 117.460 | 0.000 | 0.000 | ||
| 1099 | 2006.09.14 20:40 | modify | 345 | 0.10 | 117.460 | 117.760 | 116.260 | ||
| 1100 | 2006.09.15 01:35 | close | 345 | 0.10 | 117.575 | 117.760 | 116.260 | -1176.00 | 1037925.00 |
| 1101 | 2006.09.15 11:05 | sell | 346 | 0.10 | 117.670 | 0.000 | 0.000 | ||
| 1102 | 2006.09.15 11:05 | modify | 346 | 0.10 | 117.670 | 117.970 | 116.470 | ||
| 1103 | 2006.09.15 16:00 | close | 346 | 0.10 | 117.555 | 117.970 | 116.470 | 1150.00 | 1039075.00 |
| 1104 | 2006.09.19 01:15 | sell | 347 | 0.10 | 117.900 | 0.000 | 0.000 | ||
| 1105 | 2006.09.19 01:15 | modify | 347 | 0.10 | 117.900 | 118.200 | 116.700 | ||
| 1106 | 2006.09.19 15:20 | close | 347 | 0.10 | 117.575 | 118.200 | 116.700 | 3250.00 | 1042325.00 |
| 1107 | 2006.09.20 16:30 | sell | 348 | 0.10 | 117.170 | 0.000 | 0.000 | ||
| 1108 | 2006.09.20 16:30 | modify | 348 | 0.10 | 117.170 | 117.470 | 115.970 | ||
| 1109 | 2006.09.20 21:15 | s/l | 348 | 0.10 | 117.470 | 117.470 | 115.970 | -3000.00 | 1039325.00 |
| 1110 | 2006.09.20 21:25 | sell | 349 | 0.10 | 117.240 | 0.000 | 0.000 | ||
| 1111 | 2006.09.20 21:25 | modify | 349 | 0.10 | 117.240 | 117.540 | 116.040 | ||
| 1112 | 2006.09.20 23:30 | close | 349 | 0.10 | 117.485 | 117.540 | 116.040 | -2450.00 | 1036875.00 |
| 1113 | 2006.09.20 23:50 | sell | 350 | 0.10 | 117.480 | 0.000 | 0.000 | ||
| 1114 | 2006.09.20 23:50 | modify | 350 | 0.10 | 117.480 | 117.780 | 116.280 | ||
| 1115 | 2006.09.21 05:35 | modify | 350 | 0.10 | 117.480 | 117.480 | 116.280 | ||
| 1116 | 2006.09.21 15:15 | close | 350 | 0.10 | 116.895 | 117.480 | 116.280 | 5824.00 | 1042699.00 |
| 1117 | 2006.09.26 02:20 | buy | 351 | 0.10 | 116.525 | 0.000 | 0.000 | ||
| 1118 | 2006.09.26 02:20 | modify | 351 | 0.10 | 116.525 | 116.275 | 117.475 | ||
| 1119 | 2006.09.26 04:05 | s/l | 351 | 0.10 | 116.275 | 116.275 | 117.475 | -2500.00 | 1040199.00 |
| 1120 | 2006.09.26 16:05 | buy | 352 | 0.10 | 116.525 | 0.000 | 0.000 | ||
| 1121 | 2006.09.26 16:05 | modify | 352 | 0.10 | 116.525 | 116.275 | 117.475 | ||
| 1122 | 2006.09.26 19:10 | modify | 352 | 0.10 | 116.525 | 116.525 | 117.475 | ||
| 1123 | 2006.09.26 20:45 | close | 352 | 0.10 | 117.130 | 116.525 | 117.475 | 6050.00 | 1046249.00 |
| 1124 | 2006.09.27 01:10 | buy | 353 | 0.10 | 117.135 | 0.000 | 0.000 | ||
| 1125 | 2006.09.27 01:10 | modify | 353 | 0.10 | 117.135 | 116.885 | 118.085 | ||
| 1126 | 2006.09.27 06:00 | close | 353 | 0.10 | 116.970 | 116.885 | 118.085 | -1650.00 | 1044599.00 |
| 1127 | 2006.09.27 10:10 | buy | 354 | 0.10 | 117.065 | 0.000 | 0.000 | ||
| 1128 | 2006.09.27 10:10 | modify | 354 | 0.10 | 117.065 | 116.815 | 118.015 | ||
| 1129 | 2006.09.27 15:20 | modify | 354 | 0.10 | 117.065 | 117.065 | 118.015 | ||
| 1130 | 2006.09.27 20:55 | close | 354 | 0.10 | 117.520 | 117.065 | 118.015 | 4550.00 | 1049149.00 |
| 1131 | 2006.10.02 23:20 | sell | 355 | 0.10 | 117.660 | 0.000 | 0.000 | ||
| 1132 | 2006.10.02 23:20 | modify | 355 | 0.10 | 117.660 | 117.960 | 116.460 | ||
| 1133 | 2006.10.03 13:25 | close | 355 | 0.10 | 117.705 | 117.960 | 116.460 | -476.00 | 1048673.00 |
| 1134 | 2006.10.03 13:30 | sell | 356 | 0.10 | 117.700 | 0.000 | 0.000 | ||
| 1135 | 2006.10.03 13:30 | modify | 356 | 0.10 | 117.700 | 118.000 | 116.500 | ||
| 1136 | 2006.10.03 20:00 | close | 356 | 0.10 | 117.905 | 118.000 | 116.500 | -2050.00 | 1046623.00 |
| 1137 | 2006.10.04 20:05 | sell | 357 | 0.10 | 118.100 | 0.000 | 0.000 | ||
| 1138 | 2006.10.04 20:05 | modify | 357 | 0.10 | 118.100 | 118.400 | 116.900 | ||
| 1139 | 2006.10.05 01:15 | modify | 357 | 0.10 | 118.100 | 118.100 | 116.900 | ||
| 1140 | 2006.10.05 07:30 | close | 357 | 0.10 | 117.725 | 118.100 | 116.900 | 3724.00 | 1050347.00 |
| 1141 | 2006.10.05 07:35 | sell | 358 | 0.10 | 117.720 | 0.000 | 0.000 | ||
| 1142 | 2006.10.05 07:35 | modify | 358 | 0.10 | 117.720 | 118.020 | 116.520 | ||
| 1143 | 2006.10.05 21:40 | close | 358 | 0.10 | 117.615 | 118.020 | 116.520 | 1050.00 | 1051397.00 |
| 1144 | 2006.10.06 12:40 | buy | 359 | 0.10 | 118.025 | 0.000 | 0.000 | ||
| 1145 | 2006.10.06 12:40 | modify | 359 | 0.10 | 118.025 | 117.775 | 118.975 | ||
| 1146 | 2006.10.06 15:35 | s/l | 359 | 0.10 | 117.775 | 117.775 | 118.975 | -2500.00 | 1048897.00 |
| 1147 | 2006.10.06 15:35 | buy | 360 | 0.10 | 118.165 | 0.000 | 0.000 | ||
| 1148 | 2006.10.06 15:35 | modify | 360 | 0.10 | 118.165 | 117.915 | 119.115 | ||
| 1149 | 2006.10.06 16:00 | close | 360 | 0.10 | 118.660 | 117.915 | 119.115 | 4950.00 | 1053847.00 |
| 1150 | 2006.10.12 05:15 | buy | 361 | 0.10 | 119.655 | 0.000 | 0.000 | ||
| 1151 | 2006.10.12 05:15 | modify | 361 | 0.10 | 119.655 | 119.405 | 120.605 | ||
| 1152 | 2006.10.12 09:25 | s/l | 361 | 0.10 | 119.405 | 119.405 | 120.605 | -2500.00 | 1051347.00 |
| 1153 | 2006.10.12 12:40 | sell | 362 | 0.10 | 119.490 | 0.000 | 0.000 | ||
| 1154 | 2006.10.12 12:40 | modify | 362 | 0.10 | 119.490 | 119.790 | 118.290 | ||
| 1155 | 2006.10.13 02:45 | close | 362 | 0.10 | 119.345 | 119.790 | 118.290 | 1424.00 | 1052771.00 |
| 1156 | 2006.10.13 03:00 | sell | 363 | 0.10 | 119.320 | 0.000 | 0.000 | ||
| 1157 | 2006.10.13 03:00 | modify | 363 | 0.10 | 119.320 | 119.620 | 118.120 | ||
| 1158 | 2006.10.13 15:35 | s/l | 363 | 0.10 | 119.620 | 119.620 | 118.120 | -3000.00 | 1049771.00 |
| 1159 | 2006.10.16 19:00 | sell | 364 | 0.10 | 119.250 | 0.000 | 0.000 | ||
| 1160 | 2006.10.16 19:00 | modify | 364 | 0.10 | 119.250 | 119.550 | 118.050 | ||
| 1161 | 2006.10.17 01:50 | modify | 364 | 0.10 | 119.250 | 119.250 | 118.050 | ||
| 1162 | 2006.10.17 14:50 | close | 364 | 0.10 | 118.715 | 119.250 | 118.050 | 5324.00 | 1055095.00 |
| 1163 | 2006.10.19 13:25 | sell | 365 | 0.10 | 118.670 | 0.000 | 0.000 | ||
| 1164 | 2006.10.19 13:25 | modify | 365 | 0.10 | 118.670 | 118.970 | 117.470 | ||
| 1165 | 2006.10.19 20:25 | modify | 365 | 0.10 | 118.670 | 118.670 | 117.470 | ||
| 1166 | 2006.10.19 22:45 | close | 365 | 0.10 | 118.155 | 118.670 | 117.470 | 5150.00 | 1060245.00 |
| 1167 | 2006.10.20 10:05 | buy | 366 | 0.10 | 118.345 | 0.000 | 0.000 | ||
| 1168 | 2006.10.20 10:05 | modify | 366 | 0.10 | 118.345 | 118.095 | 119.295 | ||
| 1169 | 2006.10.20 16:00 | close | 366 | 0.10 | 118.280 | 118.095 | 119.295 | -650.00 | 1059595.00 |
| 1170 | 2006.10.23 00:15 | buy | 367 | 0.10 | 118.735 | 0.000 | 0.000 | ||
| 1171 | 2006.10.23 00:15 | modify | 367 | 0.10 | 118.735 | 118.485 | 119.685 | ||
| 1172 | 2006.10.23 02:00 | close | 367 | 0.10 | 118.620 | 118.485 | 119.685 | -1150.00 | 1058445.00 |
| 1173 | 2006.10.23 02:55 | buy | 368 | 0.10 | 118.625 | 0.000 | 0.000 | ||
| 1174 | 2006.10.23 02:55 | modify | 368 | 0.10 | 118.625 | 118.375 | 119.575 | ||
| 1175 | 2006.10.23 08:30 | modify | 368 | 0.10 | 118.625 | 118.625 | 119.575 | ||
| 1176 | 2006.10.23 14:50 | close | 368 | 0.10 | 119.230 | 118.625 | 119.575 | 6050.00 | 1064495.00 |
| 1177 | 2006.10.26 09:05 | sell | 369 | 0.10 | 118.900 | 0.000 | 0.000 | ||
| 1178 | 2006.10.26 09:05 | modify | 369 | 0.10 | 118.900 | 119.200 | 117.700 | ||
| 1179 | 2006.10.26 19:30 | modify | 369 | 0.10 | 118.900 | 118.900 | 117.700 | ||
| 1180 | 2006.10.26 21:00 | close | 369 | 0.10 | 118.285 | 118.900 | 117.700 | 6150.00 | 1070645.00 |
| 1181 | 2006.11.02 05:55 | buy | 370 | 0.10 | 117.245 | 0.000 | 0.000 | ||
| 1182 | 2006.11.02 05:55 | modify | 370 | 0.10 | 117.245 | 116.995 | 118.195 | ||
| 1183 | 2006.11.02 11:35 | s/l | 370 | 0.10 | 116.995 | 116.995 | 118.195 | -2500.00 | 1068145.00 |
| 1184 | 2006.11.03 09:35 | buy | 371 | 0.10 | 117.125 | 0.000 | 0.000 | ||
| 1185 | 2006.11.03 09:35 | modify | 371 | 0.10 | 117.125 | 116.875 | 118.075 | ||
| 1186 | 2006.11.03 16:00 | t/p | 371 | 0.10 | 118.075 | 116.875 | 118.075 | 9500.00 | 1077645.00 |
| 1187 | 2006.11.06 01:05 | buy | 372 | 0.10 | 118.025 | 0.000 | 0.000 | ||
| 1188 | 2006.11.06 01:05 | modify | 372 | 0.10 | 118.025 | 117.775 | 118.975 | ||
| 1189 | 2006.11.06 11:10 | close | 372 | 0.10 | 118.210 | 117.775 | 118.975 | 1850.00 | 1079495.00 |
| 1190 | 2006.11.08 05:00 | buy | 373 | 0.10 | 117.655 | 0.000 | 0.000 | ||
| 1191 | 2006.11.08 05:00 | modify | 373 | 0.10 | 117.655 | 117.405 | 118.605 | ||
| 1192 | 2006.11.08 11:30 | s/l | 373 | 0.10 | 117.405 | 117.405 | 118.605 | -2500.00 | 1076995.00 |
| 1193 | 2006.11.08 19:55 | buy | 374 | 0.10 | 117.795 | 0.000 | 0.000 | ||
| 1194 | 2006.11.08 19:55 | modify | 374 | 0.10 | 117.795 | 117.545 | 118.745 | ||
| 1195 | 2006.11.09 06:00 | close | 374 | 0.10 | 117.900 | 117.545 | 118.745 | 1035.00 | 1078030.00 |
| 1196 | 2006.11.09 13:15 | sell | 375 | 0.10 | 118.060 | 0.000 | 0.000 | ||
| 1197 | 2006.11.09 13:15 | modify | 375 | 0.10 | 118.060 | 118.360 | 116.860 | ||
| 1198 | 2006.11.09 15:40 | s/l | 375 | 0.10 | 118.360 | 118.360 | 116.860 | -3000.00 | 1075030.00 |
| 1199 | 2006.11.10 00:15 | sell | 376 | 0.10 | 117.880 | 0.000 | 0.000 | ||
| 1200 | 2006.11.10 00:15 | modify | 376 | 0.10 | 117.880 | 118.180 | 116.680 | ||