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 |
| 1201 | 2006.11.10 05:45 | modify | 376 | 0.10 | 117.880 | 117.880 | 116.680 | ||
| 1202 | 2006.11.10 16:00 | close | 376 | 0.10 | 117.365 | 117.880 | 116.680 | 5150.00 | 1080180.00 |
| 1203 | 2006.11.14 02:15 | buy | 377 | 0.10 | 117.685 | 0.000 | 0.000 | ||
| 1204 | 2006.11.14 02:15 | modify | 377 | 0.10 | 117.685 | 117.435 | 118.635 | ||
| 1205 | 2006.11.14 09:20 | s/l | 377 | 0.10 | 117.435 | 117.435 | 118.635 | -2500.00 | 1077680.00 |
| 1206 | 2006.11.14 11:30 | sell | 378 | 0.10 | 117.740 | 0.000 | 0.000 | ||
| 1207 | 2006.11.14 11:30 | modify | 378 | 0.10 | 117.740 | 118.040 | 116.540 | ||
| 1208 | 2006.11.15 01:35 | close | 378 | 0.10 | 117.635 | 118.040 | 116.540 | 1024.00 | 1078704.00 |
| 1209 | 2006.11.15 15:50 | buy | 379 | 0.10 | 118.135 | 0.000 | 0.000 | ||
| 1210 | 2006.11.15 15:50 | modify | 379 | 0.10 | 118.135 | 117.885 | 119.085 | ||
| 1211 | 2006.11.15 20:20 | close | 379 | 0.10 | 117.950 | 117.885 | 119.085 | -1850.00 | 1076854.00 |
| 1212 | 2006.11.15 21:10 | buy | 380 | 0.10 | 117.885 | 0.000 | 0.000 | ||
| 1213 | 2006.11.15 21:10 | modify | 380 | 0.10 | 117.885 | 117.635 | 118.835 | ||
| 1214 | 2006.11.16 07:15 | close | 380 | 0.10 | 117.910 | 117.635 | 118.835 | 235.00 | 1077089.00 |
| 1215 | 2006.11.16 21:00 | buy | 381 | 0.10 | 118.265 | 0.000 | 0.000 | ||
| 1216 | 2006.11.16 21:00 | modify | 381 | 0.10 | 118.265 | 118.015 | 119.215 | ||
| 1217 | 2006.11.17 07:05 | close | 381 | 0.10 | 118.370 | 118.015 | 119.215 | 1035.00 | 1078124.00 |
| 1218 | 2006.11.17 10:10 | buy | 382 | 0.10 | 118.345 | 0.000 | 0.000 | ||
| 1219 | 2006.11.17 10:10 | modify | 382 | 0.10 | 118.345 | 118.095 | 119.295 | ||
| 1220 | 2006.11.17 16:00 | close | 382 | 0.10 | 118.270 | 118.095 | 119.295 | -750.00 | 1077374.00 |
| 1221 | 2006.11.20 13:15 | buy | 383 | 0.10 | 118.075 | 0.000 | 0.000 | ||
| 1222 | 2006.11.20 13:15 | modify | 383 | 0.10 | 118.075 | 117.825 | 119.025 | ||
| 1223 | 2006.11.20 23:20 | close | 383 | 0.10 | 118.060 | 117.825 | 119.025 | -150.00 | 1077224.00 |
| 1224 | 2006.11.21 16:40 | sell | 384 | 0.10 | 118.070 | 0.000 | 0.000 | ||
| 1225 | 2006.11.21 16:40 | modify | 384 | 0.10 | 118.070 | 118.370 | 116.870 | ||
| 1226 | 2006.11.21 23:00 | modify | 384 | 0.10 | 118.070 | 118.070 | 116.870 | ||
| 1227 | 2006.11.22 05:40 | close | 384 | 0.10 | 117.625 | 118.070 | 116.870 | 4424.00 | 1081648.00 |
| 1228 | 2006.11.22 09:15 | sell | 385 | 0.10 | 117.550 | 0.000 | 0.000 | ||
| 1229 | 2006.11.22 09:15 | modify | 385 | 0.10 | 117.550 | 117.850 | 116.350 | ||
| 1230 | 2006.11.22 14:10 | modify | 385 | 0.10 | 117.550 | 117.550 | 116.350 | ||
| 1231 | 2006.11.22 19:25 | close | 385 | 0.10 | 116.605 | 117.550 | 116.350 | 9450.00 | 1091098.00 |
| 1232 | 2006.11.27 13:20 | buy | 386 | 0.10 | 116.065 | 0.000 | 0.000 | ||
| 1233 | 2006.11.27 13:20 | modify | 386 | 0.10 | 116.065 | 115.815 | 117.015 | ||
| 1234 | 2006.11.27 23:25 | close | 386 | 0.10 | 116.090 | 115.815 | 117.015 | 250.00 | 1091348.00 |
| 1235 | 2006.11.28 15:25 | buy | 387 | 0.10 | 116.375 | 0.000 | 0.000 | ||
| 1236 | 2006.11.28 15:25 | modify | 387 | 0.10 | 116.375 | 116.125 | 117.325 | ||
| 1237 | 2006.11.28 15:35 | s/l | 387 | 0.10 | 116.125 | 116.125 | 117.325 | -2500.00 | 1088848.00 |
| 1238 | 2006.11.29 12:25 | buy | 388 | 0.10 | 116.235 | 0.000 | 0.000 | ||
| 1239 | 2006.11.29 12:25 | modify | 388 | 0.10 | 116.235 | 115.985 | 117.185 | ||
| 1240 | 2006.11.29 16:30 | s/l | 388 | 0.10 | 115.985 | 115.985 | 117.185 | -2500.00 | 1086348.00 |
| 1241 | 2006.11.29 17:15 | buy | 389 | 0.10 | 116.055 | 0.000 | 0.000 | ||
| 1242 | 2006.11.29 17:15 | modify | 389 | 0.10 | 116.055 | 115.805 | 117.005 | ||
| 1243 | 2006.11.29 22:40 | modify | 389 | 0.10 | 116.055 | 116.055 | 117.005 | ||
| 1244 | 2006.11.30 07:35 | s/l | 389 | 0.10 | 116.055 | 116.055 | 117.005 | -15.00 | 1086333.00 |
| 1245 | 2006.11.30 07:50 | buy | 390 | 0.10 | 116.155 | 0.000 | 0.000 | ||
| 1246 | 2006.11.30 07:50 | modify | 390 | 0.10 | 116.155 | 115.905 | 117.105 | ||
| 1247 | 2006.11.30 17:05 | s/l | 390 | 0.10 | 115.905 | 115.905 | 117.105 | -2500.00 | 1083833.00 |
| 1248 | 2006.12.01 15:15 | buy | 391 | 0.10 | 116.105 | 0.000 | 0.000 | ||
| 1249 | 2006.12.01 15:15 | modify | 391 | 0.10 | 116.105 | 115.855 | 117.055 | ||
| 1250 | 2006.12.01 16:00 | close | 391 | 0.10 | 116.100 | 115.855 | 117.055 | -50.00 | 1083783.00 |
| 1251 | 2006.12.01 16:35 | buy | 392 | 0.10 | 116.035 | 0.000 | 0.000 | ||
| 1252 | 2006.12.01 16:35 | close | 392 | 0.10 | 116.030 | 0.000 | 0.000 | -50.00 | 1083733.00 |
| 1253 | 2006.12.04 00:15 | sell | 393 | 0.10 | 115.360 | 0.000 | 0.000 | ||
| 1254 | 2006.12.04 00:15 | modify | 393 | 0.10 | 115.360 | 115.660 | 114.160 | ||
| 1255 | 2006.12.04 05:45 | s/l | 393 | 0.10 | 115.660 | 115.660 | 114.160 | -3000.00 | 1080733.00 |
| 1256 | 2006.12.04 06:55 | sell | 394 | 0.10 | 115.700 | 0.000 | 0.000 | ||
| 1257 | 2006.12.04 06:55 | modify | 394 | 0.10 | 115.700 | 116.000 | 114.500 | ||
| 1258 | 2006.12.04 20:00 | modify | 394 | 0.10 | 115.700 | 115.700 | 114.500 | ||
| 1259 | 2006.12.05 13:25 | close | 394 | 0.10 | 114.585 | 115.700 | 114.500 | 11124.00 | 1091857.00 |
| 1260 | 2006.12.06 18:25 | buy | 395 | 0.10 | 115.025 | 0.000 | 0.000 | ||
| 1261 | 2006.12.06 18:25 | modify | 395 | 0.10 | 115.025 | 114.775 | 115.975 | ||
| 1262 | 2006.12.07 00:55 | modify | 395 | 0.10 | 115.025 | 115.025 | 115.975 | ||
| 1263 | 2006.12.07 03:55 | s/l | 395 | 0.10 | 115.025 | 115.025 | 115.975 | -15.00 | 1091842.00 |
| 1264 | 2006.12.07 04:05 | buy | 396 | 0.10 | 115.065 | 0.000 | 0.000 | ||
| 1265 | 2006.12.07 04:05 | modify | 396 | 0.10 | 115.065 | 114.815 | 116.015 | ||
| 1266 | 2006.12.07 09:35 | s/l | 396 | 0.10 | 114.815 | 114.815 | 116.015 | -2500.00 | 1089342.00 |
| 1267 | 2006.12.08 00:55 | buy | 397 | 0.10 | 115.235 | 0.000 | 0.000 | ||
| 1268 | 2006.12.08 00:55 | modify | 397 | 0.10 | 115.235 | 114.985 | 116.185 | ||
| 1269 | 2006.12.08 11:00 | close | 397 | 0.10 | 115.380 | 114.985 | 116.185 | 1450.00 | 1090792.00 |
| 1270 | 2006.12.12 21:50 | buy | 398 | 0.10 | 116.885 | 0.000 | 0.000 | ||
| 1271 | 2006.12.12 21:50 | modify | 398 | 0.10 | 116.885 | 116.635 | 117.835 | ||
| 1272 | 2006.12.13 07:55 | close | 398 | 0.10 | 116.960 | 116.635 | 117.835 | 735.00 | 1091527.00 |
| 1273 | 2006.12.13 08:35 | buy | 399 | 0.10 | 117.005 | 0.000 | 0.000 | ||
| 1274 | 2006.12.13 08:35 | modify | 399 | 0.10 | 117.005 | 116.755 | 117.955 | ||
| 1275 | 2006.12.13 18:40 | close | 399 | 0.10 | 117.380 | 116.755 | 117.955 | 3750.00 | 1095277.00 |
| 1276 | 2006.12.14 14:10 | sell | 400 | 0.10 | 117.560 | 0.000 | 0.000 | ||
| 1277 | 2006.12.14 14:10 | modify | 400 | 0.10 | 117.560 | 117.860 | 116.360 | ||
| 1278 | 2006.12.14 17:35 | s/l | 400 | 0.10 | 117.860 | 117.860 | 116.360 | -3000.00 | 1092277.00 |
| 1279 | 2006.12.18 19:35 | sell | 401 | 0.10 | 118.180 | 0.000 | 0.000 | ||
| 1280 | 2006.12.18 19:35 | modify | 401 | 0.10 | 118.180 | 118.480 | 116.980 | ||
| 1281 | 2006.12.19 04:15 | modify | 401 | 0.10 | 118.180 | 118.180 | 116.980 | ||
| 1282 | 2006.12.19 09:25 | s/l | 401 | 0.10 | 118.180 | 118.180 | 116.980 | -26.00 | 1092251.00 |
| 1283 | 2006.12.19 23:15 | sell | 402 | 0.10 | 118.110 | 0.000 | 0.000 | ||
| 1284 | 2006.12.19 23:15 | modify | 402 | 0.10 | 118.110 | 118.410 | 116.910 | ||
| 1285 | 2006.12.20 13:20 | close | 402 | 0.10 | 117.975 | 118.410 | 116.910 | 1324.00 | 1093575.00 |
| 1286 | 2006.12.21 02:15 | buy | 403 | 0.10 | 118.415 | 0.000 | 0.000 | ||
| 1287 | 2006.12.21 02:15 | modify | 403 | 0.10 | 118.415 | 118.165 | 119.365 | ||
| 1288 | 2006.12.21 11:35 | s/l | 403 | 0.10 | 118.165 | 118.165 | 119.365 | -2500.00 | 1091075.00 |
| 1289 | 2006.12.21 14:50 | sell | 404 | 0.10 | 118.200 | 0.000 | 0.000 | ||
| 1290 | 2006.12.21 14:50 | modify | 404 | 0.10 | 118.200 | 118.500 | 117.000 | ||
| 1291 | 2006.12.21 18:15 | s/l | 404 | 0.10 | 118.500 | 118.500 | 117.000 | -3000.00 | 1088075.00 |
| 1292 | 2006.12.22 12:30 | buy | 405 | 0.10 | 118.395 | 0.000 | 0.000 | ||
| 1293 | 2006.12.22 12:30 | modify | 405 | 0.10 | 118.395 | 118.145 | 119.345 | ||
| 1294 | 2006.12.22 16:00 | close | 405 | 0.10 | 118.390 | 118.145 | 119.345 | -50.00 | 1088025.00 |
| 1295 | 2006.12.26 12:20 | buy | 406 | 0.10 | 118.905 | 0.000 | 0.000 | ||
| 1296 | 2006.12.26 12:20 | modify | 406 | 0.10 | 118.905 | 118.655 | 119.855 | ||
| 1297 | 2006.12.26 21:20 | modify | 406 | 0.10 | 118.905 | 118.905 | 119.855 | ||
| 1298 | 2006.12.27 01:05 | close | 406 | 0.10 | 119.180 | 118.905 | 119.855 | 2735.00 | 1090760.00 |
| 1299 | 2006.12.27 08:30 | sell | 407 | 0.10 | 118.650 | 0.000 | 0.000 | ||
| 1300 | 2006.12.27 08:30 | modify | 407 | 0.10 | 118.650 | 118.950 | 117.450 | ||
| 1301 | 2006.12.27 22:35 | close | 407 | 0.10 | 118.755 | 118.950 | 117.450 | -1050.00 | 1089710.00 |
| 1302 | 2007.01.02 14:30 | sell | 408 | 0.10 | 118.850 | 0.000 | 0.000 | ||
| 1303 | 2007.01.02 14:30 | modify | 408 | 0.10 | 118.850 | 119.150 | 117.650 | ||
| 1304 | 2007.01.03 04:35 | close | 408 | 0.10 | 118.745 | 119.150 | 117.650 | 1024.00 | 1090734.00 |
| 1305 | 2007.01.04 03:05 | buy | 409 | 0.10 | 119.335 | 0.000 | 0.000 | ||
| 1306 | 2007.01.04 03:05 | modify | 409 | 0.10 | 119.335 | 119.085 | 120.285 | ||
| 1307 | 2007.01.04 13:10 | close | 409 | 0.10 | 119.390 | 119.085 | 120.285 | 550.00 | 1091284.00 |
| 1308 | 2007.01.04 20:25 | sell | 410 | 0.10 | 119.260 | 0.000 | 0.000 | ||
| 1309 | 2007.01.04 20:25 | modify | 410 | 0.10 | 119.260 | 119.560 | 118.060 | ||
| 1310 | 2007.01.05 00:25 | modify | 410 | 0.10 | 119.260 | 119.260 | 118.060 | ||
| 1311 | 2007.01.05 04:20 | close | 410 | 0.10 | 118.525 | 119.260 | 118.060 | 7324.00 | 1098608.00 |
| 1312 | 2007.01.08 15:00 | sell | 411 | 0.10 | 118.650 | 0.000 | 0.000 | ||
| 1313 | 2007.01.08 15:00 | modify | 411 | 0.10 | 118.650 | 118.950 | 117.450 | ||
| 1314 | 2007.01.09 00:00 | close | 411 | 0.10 | 118.805 | 118.950 | 117.450 | -1576.00 | 1097032.00 |
| 1315 | 2007.01.15 05:20 | sell | 412 | 0.10 | 120.230 | 0.000 | 0.000 | ||
| 1316 | 2007.01.15 05:20 | modify | 412 | 0.10 | 120.230 | 120.530 | 119.030 | ||
| 1317 | 2007.01.15 11:10 | s/l | 412 | 0.10 | 120.530 | 120.530 | 119.030 | -3000.00 | 1094032.00 |
| 1318 | 2007.01.16 08:45 | sell | 413 | 0.10 | 120.340 | 0.000 | 0.000 | ||
| 1319 | 2007.01.16 08:45 | modify | 413 | 0.10 | 120.340 | 120.640 | 119.140 | ||
| 1320 | 2007.01.16 15:15 | s/l | 413 | 0.10 | 120.640 | 120.640 | 119.140 | -3000.00 | 1091032.00 |
| 1321 | 2007.01.16 15:45 | sell | 414 | 0.10 | 120.610 | 0.000 | 0.000 | ||
| 1322 | 2007.01.16 15:45 | modify | 414 | 0.10 | 120.610 | 120.910 | 119.410 | ||
| 1323 | 2007.01.17 03:05 | close | 414 | 0.10 | 120.865 | 120.910 | 119.410 | -2576.00 | 1088456.00 |
| 1324 | 2007.01.17 13:15 | sell | 415 | 0.10 | 120.520 | 0.000 | 0.000 | ||
| 1325 | 2007.01.17 13:15 | modify | 415 | 0.10 | 120.520 | 120.820 | 119.320 | ||
| 1326 | 2007.01.18 03:20 | close | 415 | 0.10 | 120.575 | 120.820 | 119.320 | -576.00 | 1087880.00 |
| 1327 | 2007.01.19 13:05 | sell | 416 | 0.10 | 121.230 | 0.000 | 0.000 | ||
| 1328 | 2007.01.19 13:05 | modify | 416 | 0.10 | 121.230 | 121.530 | 120.030 | ||
| 1329 | 2007.01.19 16:00 | close | 416 | 0.10 | 121.305 | 121.530 | 120.030 | -750.00 | 1087130.00 |
| 1330 | 2007.01.22 00:05 | sell | 417 | 0.10 | 121.220 | 0.000 | 0.000 | ||
| 1331 | 2007.01.22 00:05 | modify | 417 | 0.10 | 121.220 | 121.520 | 120.020 | ||
| 1332 | 2007.01.22 05:20 | close | 417 | 0.10 | 121.315 | 121.520 | 120.020 | -950.00 | 1086180.00 |
| 1333 | 2007.01.23 17:50 | sell | 418 | 0.10 | 121.330 | 0.000 | 0.000 | ||
| 1334 | 2007.01.23 17:50 | modify | 418 | 0.10 | 121.330 | 121.630 | 120.130 | ||
| 1335 | 2007.01.23 20:20 | s/l | 418 | 0.10 | 121.630 | 121.630 | 120.130 | -3000.00 | 1083180.00 |
| 1336 | 2007.01.23 20:40 | sell | 419 | 0.10 | 121.640 | 0.000 | 0.000 | ||
| 1337 | 2007.01.23 20:40 | modify | 419 | 0.10 | 121.640 | 121.940 | 120.440 | ||
| 1338 | 2007.01.24 10:10 | modify | 419 | 0.10 | 121.640 | 121.640 | 120.440 | ||
| 1339 | 2007.01.24 12:30 | s/l | 419 | 0.10 | 121.640 | 121.640 | 120.440 | -26.00 | 1083154.00 |
| 1340 | 2007.01.24 12:55 | sell | 420 | 0.10 | 121.440 | 0.000 | 0.000 | ||
| 1341 | 2007.01.24 12:55 | modify | 420 | 0.10 | 121.440 | 121.740 | 120.240 | ||
| 1342 | 2007.01.24 20:20 | modify | 420 | 0.10 | 121.440 | 121.440 | 120.240 | ||
| 1343 | 2007.01.25 06:25 | close | 420 | 0.10 | 120.485 | 121.440 | 120.240 | 9524.00 | 1092678.00 |
| 1344 | 2007.01.25 13:40 | sell | 421 | 0.10 | 120.430 | 0.000 | 0.000 | ||
| 1345 | 2007.01.25 13:40 | modify | 421 | 0.10 | 120.430 | 120.730 | 119.230 | ||
| 1346 | 2007.01.25 13:55 | s/l | 421 | 0.10 | 120.730 | 120.730 | 119.230 | -3000.00 | 1089678.00 |
| 1347 | 2007.01.31 13:15 | sell | 422 | 0.10 | 121.500 | 0.000 | 0.000 | ||
| 1348 | 2007.01.31 13:15 | modify | 422 | 0.10 | 121.500 | 121.800 | 120.300 | ||
| 1349 | 2007.01.31 19:50 | modify | 422 | 0.10 | 121.500 | 121.500 | 120.300 | ||
| 1350 | 2007.01.31 20:30 | close | 422 | 0.10 | 120.825 | 121.500 | 120.300 | 6750.00 | 1096428.00 |