Strategy Tester Report
Gotobix_Scalplus_je_M1_6.00
| 通貨ペア | USDJPY (USD/JPY) | ||||
| 期間 | 1分足(M1) 2003.05.05 01:40 - 2024.01.31 23:59 (2003.01.01 - 2024.02.01) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | group01=0; Comments="45115:Gotobix Scalplus je"; GMT_Type=0; MagicNumber=230600; Lot_Type_Select=0; Fixed_Lots=0.1; Auto_Lots=0.1; Slippage=10; Open_Max_Spread=50; Close_Max_Spread=50; Long_TP=1600; Long_SL=800; Short_TP=1200; Short_SL=800; group02=0; Gotobi_Trade=true; Morning_Trade=true; Scalping_Trade=true; Long_Entry=true; Short_Entry=true; Entry_Interval=10; Fixing_Time_Adjust=-10; Weekend_Entry=false; Volatility_Filter=true; Economic_Indicator_Filter=true; group03=0; Trailing_Stop=false; Long_Trail_Start=200; Long_Trail_Stop=60; Short_Trail_Start=200; Short_Trail_Stop=60; Trail_Step=30; group04=0; Break_Even=false; Long_Break_Profit=140; Short_Break_Profit=140; group06=0; Email_Sending=false; group07=0; Display_Parameters=true; | ||||
| テストバー数 | 7717385 | モデルティック数 | 312325475 | モデリング品質 | 99.90% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 変動 | ||
| 純益 | 1826900.00 | 総利益 | 3112600.00 | 総損失 | -1285700.00 |
| プロフィットファクタ | 2.42 | 期待利得 | 469.76 | ||
| 絶対ドローダウン | 440.00 | 最大ドローダウン | 34080.00 (2.48%) | 相対ドローダウン | 2.48% (34080.00) |
| 総取引数 | 3889 | 売りポジション(勝率%） | 1535 (78.63%) | 買いポジション(勝率%） | 2354 (79.91%) |
| 勝率(%) | 3088 (79.40%) | 負率 (%) | 801 (20.60%) | ||
| 最大 | 勝トレード | 13370.00 | 敗トレード | -8000.00 | |
| 平均 | 勝トレード | 1007.97 | 敗トレード | -1605.12 | |
| 最大 | 連勝(金額) | 40 (39330.00) | 連敗(金額) | 5 (-18190.00) | |
| 最大 | 連勝(トレード数) | 50060.00 (33) | 連敗(トレード数) | -18190.00 (5) | |
| 平均 | 連勝 | 5 | 連敗 | 1 | |
1ページ目次へ
| # | 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 |
| 1 | 2003.05.12 12:40 | sell | 1 | 0.10 | 116.704 | 117.504 | 115.504 | ||
| 2 | 2003.05.12 12:42 | close | 1 | 0.10 | 116.598 | 117.504 | 115.504 | 1060.00 | 1001060.00 |
| 3 | 2003.05.14 21:00 | buy | 2 | 0.10 | 115.886 | 115.086 | 117.486 | ||
| 4 | 2003.05.14 21:45 | close | 2 | 0.10 | 116.203 | 115.086 | 117.486 | 3170.00 | 1004230.00 |
| 5 | 2003.05.14 22:00 | buy | 3 | 0.10 | 116.107 | 115.307 | 117.707 | ||
| 6 | 2003.05.15 03:55 | close | 3 | 0.10 | 116.206 | 115.307 | 117.707 | 1170.00 | 1005400.00 |
| 7 | 2003.05.19 12:42 | sell | 4 | 0.10 | 115.299 | 116.099 | 114.099 | ||
| 8 | 2003.05.19 12:44 | close | 4 | 0.10 | 115.201 | 116.099 | 114.099 | 980.00 | 1006380.00 |
| 9 | 2003.05.19 21:00 | buy | 5 | 0.10 | 116.639 | 115.839 | 118.239 | ||
| 10 | 2003.05.19 22:00 | close | 5 | 0.10 | 116.941 | 115.839 | 118.239 | 3020.00 | 1009400.00 |
| 11 | 2003.05.20 01:10 | buy | 6 | 0.10 | 117.127 | 116.327 | 118.727 | ||
| 12 | 2003.05.20 03:55 | close | 6 | 0.10 | 117.146 | 116.327 | 118.727 | 190.00 | 1009590.00 |
| 13 | 2003.05.22 01:05 | sell | 7 | 0.10 | 117.577 | 118.377 | 116.377 | ||
| 14 | 2003.05.22 03:18 | close | 7 | 0.10 | 117.478 | 118.377 | 116.377 | 990.00 | 1010580.00 |
| 15 | 2003.05.22 22:25 | buy | 8 | 0.10 | 117.181 | 116.381 | 118.781 | ||
| 16 | 2003.05.23 03:05 | close | 8 | 0.10 | 117.345 | 116.381 | 118.781 | 2180.00 | 1012760.00 |
| 17 | 2003.05.27 01:10 | sell | 9 | 0.10 | 116.915 | 117.715 | 115.715 | ||
| 18 | 2003.05.27 01:40 | close | 9 | 0.10 | 116.824 | 117.715 | 115.715 | 910.00 | 1013670.00 |
| 19 | 2003.05.29 19:05 | buy | 10 | 0.10 | 118.416 | 117.616 | 120.016 | ||
| 20 | 2003.05.30 03:55 | close | 10 | 0.10 | 118.179 | 117.616 | 120.016 | -1830.00 | 1011840.00 |
| 21 | 2003.05.30 03:55 | sell | 11 | 0.10 | 118.179 | 118.979 | 116.979 | ||
| 22 | 2003.05.30 08:20 | close | 11 | 0.10 | 118.339 | 118.979 | 116.979 | -1600.00 | 1010240.00 |
| 23 | 2003.06.04 21:10 | buy | 12 | 0.10 | 118.611 | 117.811 | 120.211 | ||
| 24 | 2003.06.04 23:00 | close | 12 | 0.10 | 118.747 | 117.811 | 120.211 | 1360.00 | 1011600.00 |
| 25 | 2003.06.09 21:30 | buy | 13 | 0.10 | 118.039 | 117.239 | 119.639 | ||
| 26 | 2003.06.10 00:15 | close | 13 | 0.10 | 118.211 | 117.239 | 119.639 | 1900.00 | 1013500.00 |
| 27 | 2003.06.11 06:45 | sell | 14 | 0.10 | 117.942 | 118.742 | 116.742 | ||
| 28 | 2003.06.11 08:02 | close | 14 | 0.10 | 117.968 | 118.742 | 116.742 | -260.00 | 1013240.00 |
| 29 | 2003.06.12 21:10 | buy | 15 | 0.10 | 117.648 | 116.848 | 119.248 | ||
| 30 | 2003.06.13 03:55 | close | 15 | 0.10 | 117.635 | 116.848 | 119.248 | 410.00 | 1013650.00 |
| 31 | 2003.06.13 04:00 | sell | 16 | 0.10 | 117.649 | 118.449 | 116.449 | ||
| 32 | 2003.06.13 06:20 | close | 16 | 0.10 | 117.635 | 118.449 | 116.449 | 140.00 | 1013790.00 |
| 33 | 2003.06.19 21:10 | buy | 17 | 0.10 | 118.400 | 117.600 | 120.000 | ||
| 34 | 2003.06.20 03:55 | close | 17 | 0.10 | 118.545 | 117.600 | 120.000 | 1990.00 | 1015780.00 |
| 35 | 2003.06.20 03:55 | sell | 18 | 0.10 | 118.545 | 119.345 | 117.345 | ||
| 36 | 2003.06.20 04:05 | close | 18 | 0.10 | 118.402 | 119.345 | 117.345 | 1430.00 | 1017210.00 |
| 37 | 2003.06.20 04:20 | sell | 19 | 0.10 | 118.550 | 119.350 | 117.350 | ||
| 38 | 2003.06.20 04:25 | close | 19 | 0.10 | 118.418 | 119.350 | 117.350 | 1320.00 | 1018530.00 |
| 39 | 2003.06.24 01:00 | sell | 20 | 0.10 | 117.739 | 118.539 | 116.539 | ||
| 40 | 2003.06.24 04:05 | close | 20 | 0.10 | 117.633 | 118.539 | 116.539 | 1060.00 | 1019590.00 |
| 41 | 2003.06.24 19:05 | buy | 21 | 0.10 | 117.870 | 117.070 | 119.470 | ||
| 42 | 2003.06.25 03:55 | close | 21 | 0.10 | 117.949 | 117.070 | 119.470 | 970.00 | 1020560.00 |
| 43 | 2003.06.25 04:00 | sell | 22 | 0.10 | 117.972 | 118.772 | 116.772 | ||
| 44 | 2003.06.25 05:00 | close | 22 | 0.10 | 117.792 | 118.772 | 116.772 | 1800.00 | 1022360.00 |
| 45 | 2003.06.30 09:10 | buy | 23 | 0.10 | 119.665 | 118.865 | 121.265 | ||
| 46 | 2003.06.30 09:17 | close | 23 | 0.10 | 119.816 | 118.865 | 121.265 | 1510.00 | 1023870.00 |
| 47 | 2003.07.01 19:00 | buy | 24 | 0.10 | 119.216 | 118.416 | 120.816 | ||
| 48 | 2003.07.01 19:02 | close | 24 | 0.10 | 119.320 | 118.416 | 120.816 | 1040.00 | 1024910.00 |
| 49 | 2003.07.02 13:00 | buy | 25 | 0.10 | 118.966 | 118.166 | 120.566 | ||
| 50 | 2003.07.02 15:01 | close | 25 | 0.10 | 119.022 | 118.166 | 120.566 | 560.00 | 1025470.00 |
| 51 | 2003.07.02 19:30 | buy | 26 | 0.10 | 118.723 | 117.923 | 120.323 | ||
| 52 | 2003.07.02 22:16 | s/l | 26 | 0.10 | 117.923 | 117.923 | 120.323 | -8000.00 | 1017470.00 |
| 53 | 2003.07.04 04:05 | sell | 27 | 0.10 | 118.245 | 119.045 | 117.045 | ||
| 54 | 2003.07.04 08:20 | close | 27 | 0.10 | 118.325 | 119.045 | 117.045 | -800.00 | 1016670.00 |
| 55 | 2003.07.07 05:20 | sell | 28 | 0.10 | 118.158 | 118.958 | 116.958 | ||
| 56 | 2003.07.07 07:00 | close | 28 | 0.10 | 118.103 | 118.958 | 116.958 | 550.00 | 1017220.00 |
| 57 | 2003.07.09 01:20 | sell | 29 | 0.10 | 118.313 | 119.113 | 117.113 | ||
| 58 | 2003.07.09 01:25 | close | 29 | 0.10 | 118.211 | 119.113 | 117.113 | 1020.00 | 1018240.00 |
| 59 | 2003.07.09 22:15 | buy | 30 | 0.10 | 117.658 | 116.858 | 119.258 | ||
| 60 | 2003.07.10 00:10 | close | 30 | 0.10 | 117.830 | 116.858 | 119.258 | 1900.00 | 1020140.00 |
| 61 | 2003.07.10 04:00 | sell | 31 | 0.10 | 117.752 | 118.552 | 116.552 | ||
| 62 | 2003.07.10 08:20 | close | 31 | 0.10 | 117.810 | 118.552 | 116.552 | -580.00 | 1019560.00 |
| 63 | 2003.07.10 18:19 | sell | 32 | 0.10 | 117.885 | 118.685 | 116.685 | ||
| 64 | 2003.07.10 18:41 | close | 32 | 0.10 | 117.773 | 118.685 | 116.685 | 1120.00 | 1020680.00 |
| 65 | 2003.07.14 01:05 | sell | 33 | 0.10 | 117.762 | 118.562 | 116.562 | ||
| 66 | 2003.07.14 06:00 | close | 33 | 0.10 | 117.653 | 118.562 | 116.562 | 1090.00 | 1021770.00 |
| 67 | 2003.07.14 21:00 | buy | 34 | 0.10 | 117.482 | 116.682 | 119.082 | ||
| 68 | 2003.07.15 01:00 | close | 34 | 0.10 | 117.799 | 116.682 | 119.082 | 3350.00 | 1025120.00 |
| 69 | 2003.07.17 21:50 | buy | 35 | 0.10 | 118.775 | 117.975 | 120.375 | ||
| 70 | 2003.07.18 03:55 | close | 35 | 0.10 | 118.755 | 117.975 | 120.375 | 340.00 | 1025460.00 |
| 71 | 2003.07.18 04:05 | sell | 36 | 0.10 | 118.818 | 119.618 | 117.618 | ||
| 72 | 2003.07.18 08:20 | close | 36 | 0.10 | 118.975 | 119.618 | 117.618 | -1570.00 | 1023890.00 |
| 73 | 2003.07.22 23:05 | buy | 37 | 0.10 | 119.085 | 118.285 | 120.685 | ||
| 74 | 2003.07.23 03:15 | close | 37 | 0.10 | 119.059 | 118.285 | 120.685 | -80.00 | 1023810.00 |
| 75 | 2003.07.23 12:00 | buy | 38 | 0.10 | 118.856 | 118.056 | 120.456 | ||
| 76 | 2003.07.23 13:21 | close | 38 | 0.10 | 118.946 | 118.056 | 120.456 | 900.00 | 1024710.00 |
| 77 | 2003.07.24 19:05 | buy | 39 | 0.10 | 119.099 | 118.299 | 120.699 | ||
| 78 | 2003.07.25 03:05 | close | 39 | 0.10 | 119.139 | 118.299 | 120.699 | 940.00 | 1025650.00 |
| 79 | 2003.07.25 03:55 | sell | 40 | 0.10 | 119.148 | 119.948 | 117.948 | ||
| 80 | 2003.07.25 06:20 | close | 40 | 0.10 | 119.117 | 119.948 | 117.948 | 310.00 | 1025960.00 |
| 81 | 2003.07.30 12:00 | buy | 41 | 0.10 | 119.696 | 118.896 | 121.296 | ||
| 82 | 2003.07.30 14:02 | close | 41 | 0.10 | 119.777 | 118.896 | 121.296 | 810.00 | 1026770.00 |
| 83 | 2003.07.30 21:05 | buy | 42 | 0.10 | 120.306 | 119.506 | 121.906 | ||
| 84 | 2003.07.31 03:20 | close | 42 | 0.10 | 120.317 | 119.506 | 121.906 | 290.00 | 1027060.00 |
| 85 | 2003.08.05 04:05 | sell | 43 | 0.10 | 120.511 | 121.311 | 119.311 | ||
| 86 | 2003.08.05 07:20 | close | 43 | 0.10 | 120.257 | 121.311 | 119.311 | 2540.00 | 1029600.00 |
| 87 | 2003.08.05 19:00 | buy | 44 | 0.10 | 119.914 | 119.114 | 121.514 | ||
| 88 | 2003.08.05 21:05 | close | 44 | 0.10 | 119.949 | 119.114 | 121.514 | 350.00 | 1029950.00 |
| 89 | 2003.08.07 12:15 | buy | 45 | 0.10 | 119.915 | 119.115 | 121.515 | ||
| 90 | 2003.08.07 12:36 | close | 45 | 0.10 | 119.980 | 119.115 | 121.515 | 650.00 | 1030600.00 |
| 91 | 2003.08.07 12:47 | buy | 46 | 0.10 | 119.934 | 119.134 | 121.534 | ||
| 92 | 2003.08.07 17:02 | s/l | 46 | 0.10 | 119.134 | 119.134 | 121.534 | -8000.00 | 1022600.00 |
| 93 | 2003.08.14 21:05 | buy | 47 | 0.10 | 119.105 | 118.305 | 120.705 | ||
| 94 | 2003.08.15 03:55 | close | 47 | 0.10 | 118.807 | 118.305 | 120.705 | -2440.00 | 1020160.00 |
| 95 | 2003.08.15 04:00 | sell | 48 | 0.10 | 119.030 | 119.830 | 117.830 | ||
| 96 | 2003.08.15 08:20 | close | 48 | 0.10 | 118.922 | 119.830 | 117.830 | 1080.00 | 1021240.00 |
| 97 | 2003.08.20 03:55 | sell | 49 | 0.10 | 118.691 | 119.491 | 117.491 | ||
| 98 | 2003.08.20 04:20 | close | 49 | 0.10 | 118.614 | 119.491 | 117.491 | 770.00 | 1022010.00 |
| 99 | 2003.08.20 12:00 | sell | 50 | 0.10 | 118.558 | 119.358 | 117.358 | ||
| 100 | 2003.08.20 12:17 | close | 50 | 0.10 | 118.496 | 119.358 | 117.358 | 620.00 | 1022630.00 |
| 101 | 2003.08.22 01:50 | sell | 51 | 0.10 | 117.830 | 118.630 | 116.630 | ||
| 102 | 2003.08.22 02:25 | close | 51 | 0.10 | 117.733 | 118.630 | 116.630 | 970.00 | 1023600.00 |
| 103 | 2003.08.25 01:10 | buy | 52 | 0.10 | 117.495 | 116.695 | 119.095 | ||
| 104 | 2003.08.25 03:55 | close | 52 | 0.10 | 117.588 | 116.695 | 119.095 | 930.00 | 1024530.00 |
| 105 | 2003.08.25 03:55 | sell | 53 | 0.10 | 117.588 | 118.388 | 116.388 | ||
| 106 | 2003.08.25 08:20 | close | 53 | 0.10 | 117.560 | 118.388 | 116.388 | 280.00 | 1024810.00 |
| 107 | 2003.08.27 01:30 | sell | 54 | 0.10 | 117.355 | 118.155 | 116.155 | ||
| 108 | 2003.08.27 08:25 | close | 54 | 0.10 | 117.514 | 118.155 | 116.155 | -1590.00 | 1023220.00 |
| 109 | 2003.08.27 22:00 | buy | 55 | 0.10 | 117.374 | 116.574 | 118.974 | ||
| 110 | 2003.08.28 01:00 | close | 55 | 0.10 | 117.460 | 116.574 | 118.974 | 1040.00 | 1024260.00 |
| 111 | 2003.08.28 01:25 | sell | 56 | 0.10 | 117.487 | 118.287 | 116.287 | ||
| 112 | 2003.08.28 02:35 | close | 56 | 0.10 | 117.387 | 118.287 | 116.287 | 1000.00 | 1025260.00 |
| 113 | 2003.08.28 19:00 | buy | 57 | 0.10 | 117.447 | 116.647 | 119.047 | ||
| 114 | 2003.08.29 03:55 | close | 57 | 0.10 | 117.103 | 116.647 | 119.047 | -2900.00 | 1022360.00 |
| 115 | 2003.09.03 01:10 | sell | 58 | 0.10 | 116.468 | 117.268 | 115.268 | ||
| 116 | 2003.09.03 02:15 | close | 58 | 0.10 | 116.369 | 117.268 | 115.268 | 990.00 | 1023350.00 |
| 117 | 2003.09.04 21:05 | buy | 59 | 0.10 | 116.747 | 115.947 | 118.347 | ||
| 118 | 2003.09.05 02:15 | close | 59 | 0.10 | 116.878 | 115.947 | 118.347 | 1850.00 | 1025200.00 |
| 119 | 2003.09.05 03:55 | sell | 60 | 0.10 | 116.872 | 117.672 | 115.672 | ||
| 120 | 2003.09.05 08:20 | close | 60 | 0.10 | 116.805 | 117.672 | 115.672 | 670.00 | 1025870.00 |
| 121 | 2003.09.15 04:15 | sell | 61 | 0.10 | 117.310 | 118.110 | 116.110 | ||
| 122 | 2003.09.15 08:20 | close | 61 | 0.10 | 117.295 | 118.110 | 116.110 | 150.00 | 1026020.00 |
| 123 | 2003.09.17 01:00 | sell | 62 | 0.10 | 116.229 | 117.029 | 115.029 | ||
| 124 | 2003.09.17 01:25 | close | 62 | 0.10 | 116.131 | 117.029 | 115.029 | 980.00 | 1027000.00 |
| 125 | 2003.09.18 01:50 | sell | 63 | 0.10 | 116.113 | 116.913 | 114.913 | ||
| 126 | 2003.09.18 05:15 | close | 63 | 0.10 | 116.018 | 116.913 | 114.913 | 950.00 | 1027950.00 |
| 127 | 2003.09.18 21:05 | buy | 64 | 0.10 | 115.183 | 114.383 | 116.783 | ||
| 128 | 2003.09.19 03:55 | close | 64 | 0.10 | 115.386 | 114.383 | 116.783 | 2570.00 | 1030520.00 |
| 129 | 2003.09.19 04:10 | sell | 65 | 0.10 | 115.382 | 116.182 | 114.182 | ||
| 130 | 2003.09.19 04:45 | close | 65 | 0.10 | 115.310 | 116.182 | 114.182 | 720.00 | 1031240.00 |
| 131 | 2003.09.24 19:00 | buy | 66 | 0.10 | 111.681 | 110.881 | 113.281 | ||
| 132 | 2003.09.25 00:30 | close | 66 | 0.10 | 111.887 | 110.881 | 113.281 | 2240.00 | 1033480.00 |
| 133 | 2003.09.25 01:35 | buy | 67 | 0.10 | 111.824 | 111.024 | 113.424 | ||
| 134 | 2003.09.25 02:20 | close | 67 | 0.10 | 111.903 | 111.024 | 113.424 | 790.00 | 1034270.00 |
| 135 | 2003.09.29 12:11 | sell | 68 | 0.10 | 111.588 | 112.388 | 110.388 | ||
| 136 | 2003.09.29 13:08 | close | 68 | 0.10 | 111.510 | 112.388 | 110.388 | 780.00 | 1035050.00 |
| 137 | 2003.09.29 20:30 | buy | 69 | 0.10 | 111.101 | 110.301 | 112.701 | ||
| 138 | 2003.09.30 02:05 | close | 69 | 0.10 | 111.406 | 110.301 | 112.701 | 3230.00 | 1038280.00 |
| 139 | 2003.10.02 01:40 | sell | 70 | 0.10 | 110.664 | 111.464 | 109.464 | ||
| 140 | 2003.10.02 08:25 | close | 70 | 0.10 | 111.059 | 111.464 | 109.464 | -3950.00 | 1034330.00 |
| 141 | 2003.10.08 01:30 | sell | 71 | 0.10 | 109.970 | 110.770 | 108.770 | ||
| 142 | 2003.10.08 02:10 | close | 71 | 0.10 | 109.879 | 110.770 | 108.770 | 910.00 | 1035240.00 |
| 143 | 2003.10.09 23:25 | buy | 72 | 0.10 | 109.079 | 108.279 | 110.679 | ||
| 144 | 2003.10.10 03:15 | close | 72 | 0.10 | 109.253 | 108.279 | 110.679 | 2280.00 | 1037520.00 |
| 145 | 2003.10.13 12:00 | sell | 73 | 0.10 | 108.536 | 109.336 | 107.336 | ||
| 146 | 2003.10.13 13:30 | close | 73 | 0.10 | 108.620 | 109.336 | 107.336 | -840.00 | 1036680.00 |
| 147 | 2003.10.14 22:00 | buy | 74 | 0.10 | 108.845 | 108.045 | 110.445 | ||
| 148 | 2003.10.15 03:55 | close | 74 | 0.10 | 108.828 | 108.045 | 110.445 | 10.00 | 1036690.00 |
| 149 | 2003.10.20 01:00 | buy | 75 | 0.10 | 108.850 | 108.050 | 110.450 | ||
| 150 | 2003.10.20 03:45 | close | 75 | 0.10 | 109.085 | 108.050 | 110.450 | 2350.00 | 1039040.00 |
1ページ目次へ