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 | |
| # | 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 |
| 1351 | 2006.09.28 12:25 | buy | 676 | 0.10 | 117.446 | 116.646 | 119.046 | ||
| 1352 | 2006.09.28 12:33 | close | 676 | 0.10 | 117.541 | 116.646 | 119.046 | 950.00 | 1296130.00 |
| 1353 | 2006.10.02 20:00 | buy | 677 | 0.10 | 117.590 | 116.790 | 119.190 | ||
| 1354 | 2006.10.02 21:48 | close | 677 | 0.10 | 117.672 | 116.790 | 119.190 | 820.00 | 1296950.00 |
| 1355 | 2006.10.04 21:00 | buy | 678 | 0.10 | 117.984 | 117.184 | 119.584 | ||
| 1356 | 2006.10.05 03:55 | close | 678 | 0.10 | 117.662 | 117.184 | 119.584 | -3040.00 | 1293910.00 |
| 1357 | 2006.10.05 04:35 | sell | 679 | 0.10 | 117.757 | 118.557 | 116.557 | ||
| 1358 | 2006.10.05 04:50 | close | 679 | 0.10 | 117.570 | 118.557 | 116.557 | 1870.00 | 1295780.00 |
| 1359 | 2006.10.09 21:20 | buy | 680 | 0.10 | 119.085 | 118.285 | 120.685 | ||
| 1360 | 2006.10.10 03:55 | close | 680 | 0.10 | 118.998 | 118.285 | 120.685 | -690.00 | 1295090.00 |
| 1361 | 2006.10.10 09:45 | buy | 681 | 0.10 | 118.950 | 118.150 | 120.550 | ||
| 1362 | 2006.10.10 10:02 | close | 681 | 0.10 | 119.042 | 118.150 | 120.550 | 920.00 | 1296010.00 |
| 1363 | 2006.10.11 09:00 | buy | 682 | 0.10 | 119.544 | 118.744 | 121.144 | ||
| 1364 | 2006.10.11 09:26 | close | 682 | 0.10 | 119.613 | 118.744 | 121.144 | 690.00 | 1296700.00 |
| 1365 | 2006.10.17 02:00 | buy | 683 | 0.10 | 118.979 | 118.179 | 120.579 | ||
| 1366 | 2006.10.17 02:28 | close | 683 | 0.10 | 119.038 | 118.179 | 120.579 | 590.00 | 1297290.00 |
| 1367 | 2006.10.17 12:00 | buy | 684 | 0.10 | 118.735 | 117.935 | 120.335 | ||
| 1368 | 2006.10.17 16:05 | close | 684 | 0.10 | 118.743 | 117.935 | 120.335 | 80.00 | 1297370.00 |
| 1369 | 2006.10.19 21:25 | buy | 685 | 0.10 | 118.080 | 117.280 | 119.680 | ||
| 1370 | 2006.10.20 03:20 | close | 685 | 0.10 | 118.381 | 117.280 | 119.680 | 3550.00 | 1300920.00 |
| 1371 | 2006.10.20 03:55 | sell | 686 | 0.10 | 118.351 | 119.151 | 117.151 | ||
| 1372 | 2006.10.20 04:10 | close | 686 | 0.10 | 118.277 | 119.151 | 117.151 | 740.00 | 1301660.00 |
| 1373 | 2006.10.24 19:00 | buy | 687 | 0.10 | 119.265 | 118.465 | 120.865 | ||
| 1374 | 2006.10.25 03:55 | close | 687 | 0.10 | 119.271 | 118.465 | 120.865 | 240.00 | 1301900.00 |
| 1375 | 2006.10.30 01:40 | buy | 688 | 0.10 | 117.539 | 116.739 | 119.139 | ||
| 1376 | 2006.10.30 03:54 | close | 688 | 0.10 | 117.349 | 116.739 | 119.139 | -1900.00 | 1300000.00 |
| 1377 | 2006.11.02 01:50 | sell | 689 | 0.10 | 117.217 | 118.017 | 116.017 | ||
| 1378 | 2006.11.02 02:30 | close | 689 | 0.10 | 117.125 | 118.017 | 116.017 | 920.00 | 1300920.00 |
| 1379 | 2006.11.02 21:35 | buy | 690 | 0.10 | 117.089 | 116.289 | 118.689 | ||
| 1380 | 2006.11.03 03:54 | close | 690 | 0.10 | 117.149 | 116.289 | 118.689 | 1140.00 | 1302060.00 |
| 1381 | 2006.11.08 01:35 | sell | 691 | 0.10 | 117.706 | 118.506 | 116.506 | ||
| 1382 | 2006.11.08 02:00 | close | 691 | 0.10 | 117.612 | 118.506 | 116.506 | 940.00 | 1303000.00 |
| 1383 | 2006.11.09 20:00 | buy | 692 | 0.10 | 117.920 | 117.120 | 119.520 | ||
| 1384 | 2006.11.10 02:55 | close | 692 | 0.10 | 117.814 | 117.120 | 119.520 | -520.00 | 1302480.00 |
| 1385 | 2006.11.10 02:55 | sell | 693 | 0.10 | 117.814 | 118.614 | 116.614 | ||
| 1386 | 2006.11.10 03:35 | close | 693 | 0.10 | 117.673 | 118.614 | 116.614 | 1410.00 | 1303890.00 |
| 1387 | 2006.11.14 21:25 | buy | 694 | 0.10 | 117.571 | 116.771 | 119.171 | ||
| 1388 | 2006.11.15 02:55 | close | 694 | 0.10 | 117.654 | 116.771 | 119.171 | 1010.00 | 1304900.00 |
| 1389 | 2006.11.15 20:15 | buy | 695 | 0.10 | 117.953 | 117.153 | 119.553 | ||
| 1390 | 2006.11.15 21:00 | close | 695 | 0.10 | 118.047 | 117.153 | 119.553 | 940.00 | 1305840.00 |
| 1391 | 2006.11.20 02:55 | sell | 696 | 0.10 | 117.897 | 118.697 | 116.697 | ||
| 1392 | 2006.11.20 03:10 | close | 696 | 0.10 | 117.823 | 118.697 | 116.697 | 740.00 | 1306580.00 |
| 1393 | 2006.11.20 22:30 | buy | 697 | 0.10 | 118.058 | 117.258 | 119.658 | ||
| 1394 | 2006.11.21 00:40 | close | 697 | 0.10 | 118.060 | 117.258 | 119.658 | 200.00 | 1306780.00 |
| 1395 | 2006.11.23 18:00 | buy | 698 | 0.10 | 116.149 | 115.349 | 117.749 | ||
| 1396 | 2006.11.24 00:40 | close | 698 | 0.10 | 116.317 | 115.349 | 117.749 | 2220.00 | 1309000.00 |
| 1397 | 2006.11.24 02:55 | sell | 699 | 0.10 | 116.378 | 117.178 | 115.178 | ||
| 1398 | 2006.11.24 05:00 | close | 699 | 0.10 | 116.305 | 117.178 | 115.178 | 730.00 | 1309730.00 |
| 1399 | 2006.11.29 19:50 | buy | 700 | 0.10 | 116.231 | 115.431 | 117.831 | ||
| 1400 | 2006.11.29 22:45 | close | 700 | 0.10 | 116.388 | 115.431 | 117.831 | 1570.00 | 1311300.00 |
| 1401 | 2006.11.29 23:25 | buy | 701 | 0.10 | 116.361 | 115.561 | 117.961 | ||
| 1402 | 2006.11.30 02:55 | close | 701 | 0.10 | 116.386 | 115.561 | 117.961 | 430.00 | 1311730.00 |
| 1403 | 2006.11.30 02:55 | sell | 702 | 0.10 | 116.386 | 117.186 | 115.186 | ||
| 1404 | 2006.11.30 04:04 | close | 702 | 0.10 | 116.280 | 117.186 | 115.186 | 1060.00 | 1312790.00 |
| 1405 | 2006.12.04 21:45 | buy | 703 | 0.10 | 115.352 | 114.552 | 116.952 | ||
| 1406 | 2006.12.05 02:55 | close | 703 | 0.10 | 115.322 | 114.552 | 116.952 | -120.00 | 1312670.00 |
| 1407 | 2006.12.06 01:00 | sell | 704 | 0.10 | 114.942 | 115.742 | 113.742 | ||
| 1408 | 2006.12.06 02:12 | close | 704 | 0.10 | 114.847 | 115.742 | 113.742 | 950.00 | 1313620.00 |
| 1409 | 2006.12.07 23:20 | buy | 705 | 0.10 | 115.204 | 114.404 | 116.804 | ||
| 1410 | 2006.12.08 02:55 | close | 705 | 0.10 | 115.240 | 114.404 | 116.804 | 900.00 | 1314520.00 |
| 1411 | 2006.12.12 01:40 | buy | 706 | 0.10 | 116.752 | 115.952 | 118.352 | ||
| 1412 | 2006.12.12 02:04 | close | 706 | 0.10 | 116.824 | 115.952 | 118.352 | 720.00 | 1315240.00 |
| 1413 | 2006.12.12 11:50 | buy | 707 | 0.10 | 116.710 | 115.910 | 118.310 | ||
| 1414 | 2006.12.12 12:01 | close | 707 | 0.10 | 116.788 | 115.910 | 118.310 | 780.00 | 1316020.00 |
| 1415 | 2006.12.12 21:30 | buy | 708 | 0.10 | 116.897 | 116.097 | 118.497 | ||
| 1416 | 2006.12.13 02:35 | close | 708 | 0.10 | 116.817 | 116.097 | 118.497 | -620.00 | 1315400.00 |
| 1417 | 2006.12.14 21:35 | buy | 709 | 0.10 | 117.742 | 116.942 | 119.342 | ||
| 1418 | 2006.12.15 02:30 | close | 709 | 0.10 | 117.988 | 116.942 | 119.342 | 3000.00 | 1318400.00 |
| 1419 | 2006.12.15 03:00 | sell | 710 | 0.10 | 118.027 | 118.827 | 116.827 | ||
| 1420 | 2006.12.15 04:20 | close | 710 | 0.10 | 117.847 | 118.827 | 116.827 | 1800.00 | 1320200.00 |
| 1421 | 2006.12.18 12:45 | buy | 711 | 0.10 | 117.712 | 116.912 | 119.312 | ||
| 1422 | 2006.12.18 12:59 | close | 711 | 0.10 | 117.830 | 116.912 | 119.312 | 1180.00 | 1321380.00 |
| 1423 | 2006.12.19 20:15 | buy | 712 | 0.10 | 117.916 | 117.116 | 119.516 | ||
| 1424 | 2006.12.20 02:55 | close | 712 | 0.10 | 118.226 | 117.116 | 119.516 | 3280.00 | 1324660.00 |
| 1425 | 2006.12.20 02:55 | sell | 713 | 0.10 | 118.226 | 119.026 | 117.026 | ||
| 1426 | 2006.12.20 03:05 | close | 713 | 0.10 | 118.147 | 119.026 | 117.026 | 790.00 | 1325450.00 |
| 1427 | 2006.12.20 21:44 | buy | 714 | 0.10 | 118.335 | 117.535 | 119.935 | ||
| 1428 | 2006.12.20 22:59 | close | 714 | 0.10 | 118.394 | 117.535 | 119.935 | 590.00 | 1326040.00 |
| 1429 | 2006.12.21 12:00 | buy | 715 | 0.10 | 118.054 | 117.254 | 119.654 | ||
| 1430 | 2006.12.21 12:39 | close | 715 | 0.10 | 118.133 | 117.254 | 119.654 | 790.00 | 1326830.00 |
| 1431 | 2006.12.21 20:30 | buy | 716 | 0.10 | 118.270 | 117.470 | 119.870 | ||
| 1432 | 2006.12.21 21:30 | close | 716 | 0.10 | 118.360 | 117.470 | 119.870 | 900.00 | 1327730.00 |
| 1433 | 2006.12.25 02:54 | sell | 717 | 0.10 | 118.752 | 119.552 | 117.552 | ||
| 1434 | 2006.12.25 07:20 | close | 717 | 0.10 | 118.881 | 119.552 | 117.552 | -1290.00 | 1326440.00 |
| 1435 | 2006.12.25 20:05 | buy | 718 | 0.10 | 118.709 | 117.909 | 120.309 | ||
| 1436 | 2006.12.25 20:27 | close | 718 | 0.10 | 118.778 | 117.909 | 120.309 | 690.00 | 1327130.00 |
| 1437 | 2006.12.26 22:40 | buy | 719 | 0.10 | 119.065 | 118.265 | 120.665 | ||
| 1438 | 2006.12.26 23:45 | close | 719 | 0.10 | 119.160 | 118.265 | 120.665 | 950.00 | 1328080.00 |
| 1439 | 2007.01.02 02:00 | buy | 720 | 0.10 | 118.877 | 118.077 | 120.477 | ||
| 1440 | 2007.01.02 05:20 | close | 720 | 0.10 | 118.750 | 118.077 | 120.477 | -1270.00 | 1326810.00 |
| 1441 | 2007.01.02 08:00 | buy | 721 | 0.10 | 118.663 | 117.863 | 120.263 | ||
| 1442 | 2007.01.02 09:05 | close | 721 | 0.10 | 118.732 | 117.863 | 120.263 | 690.00 | 1327500.00 |
| 1443 | 2007.01.03 21:41 | buy | 722 | 0.10 | 119.438 | 118.638 | 121.038 | ||
| 1444 | 2007.01.04 04:35 | close | 722 | 0.10 | 119.345 | 118.638 | 121.038 | -750.00 | 1326750.00 |
| 1445 | 2007.01.04 21:40 | buy | 723 | 0.10 | 119.087 | 118.287 | 120.687 | ||
| 1446 | 2007.01.05 02:55 | close | 723 | 0.10 | 118.585 | 118.287 | 120.687 | -4480.00 | 1322270.00 |
| 1447 | 2007.01.05 06:00 | buy | 724 | 0.10 | 118.362 | 117.562 | 119.962 | ||
| 1448 | 2007.01.05 09:57 | close | 724 | 0.10 | 118.401 | 117.562 | 119.962 | 390.00 | 1322660.00 |
| 1449 | 2007.01.09 20:00 | buy | 725 | 0.10 | 119.201 | 118.401 | 120.801 | ||
| 1450 | 2007.01.09 22:20 | close | 725 | 0.10 | 119.378 | 118.401 | 120.801 | 1770.00 | 1324430.00 |
| 1451 | 2007.01.10 03:05 | sell | 726 | 0.10 | 119.447 | 120.247 | 118.247 | ||
| 1452 | 2007.01.10 05:40 | close | 726 | 0.10 | 119.290 | 120.247 | 118.247 | 1570.00 | 1326000.00 |
| 1453 | 2007.01.10 12:11 | buy | 727 | 0.10 | 119.182 | 118.382 | 120.782 | ||
| 1454 | 2007.01.10 14:11 | close | 727 | 0.10 | 119.251 | 118.382 | 120.782 | 690.00 | 1326690.00 |
| 1455 | 2007.01.10 20:30 | buy | 728 | 0.10 | 119.491 | 118.691 | 121.091 | ||
| 1456 | 2007.01.10 21:05 | close | 728 | 0.10 | 119.594 | 118.691 | 121.091 | 1030.00 | 1327720.00 |
| 1457 | 2007.01.11 21:01 | buy | 729 | 0.10 | 120.378 | 119.578 | 121.978 | ||
| 1458 | 2007.01.11 21:21 | close | 729 | 0.10 | 120.433 | 119.578 | 121.978 | 550.00 | 1328270.00 |
| 1459 | 2007.01.18 20:00 | buy | 730 | 0.10 | 121.292 | 120.492 | 122.892 | ||
| 1460 | 2007.01.19 02:55 | close | 730 | 0.10 | 121.321 | 120.492 | 122.892 | 830.00 | 1329100.00 |
| 1461 | 2007.01.23 15:00 | buy | 731 | 0.10 | 121.213 | 120.413 | 122.813 | ||
| 1462 | 2007.01.23 15:34 | close | 731 | 0.10 | 121.283 | 120.413 | 122.813 | 700.00 | 1329800.00 |
| 1463 | 2007.01.23 15:50 | buy | 732 | 0.10 | 121.231 | 120.431 | 122.831 | ||
| 1464 | 2007.01.23 16:20 | close | 732 | 0.10 | 121.321 | 120.431 | 122.831 | 900.00 | 1330700.00 |
| 1465 | 2007.01.24 09:30 | buy | 733 | 0.10 | 120.915 | 120.115 | 122.515 | ||
| 1466 | 2007.01.24 09:41 | close | 733 | 0.10 | 121.014 | 120.115 | 122.515 | 990.00 | 1331690.00 |
| 1467 | 2007.01.24 18:00 | buy | 734 | 0.10 | 120.986 | 120.186 | 122.586 | ||
| 1468 | 2007.01.24 23:45 | close | 734 | 0.10 | 121.150 | 120.186 | 122.586 | 1640.00 | 1333330.00 |
| 1469 | 2007.01.25 08:00 | buy | 735 | 0.10 | 120.379 | 119.579 | 121.979 | ||
| 1470 | 2007.01.25 08:59 | close | 735 | 0.10 | 120.463 | 119.579 | 121.979 | 840.00 | 1334170.00 |
| 1471 | 2007.01.29 22:35 | buy | 736 | 0.10 | 121.838 | 121.038 | 123.438 | ||
| 1472 | 2007.01.30 02:55 | close | 736 | 0.10 | 121.600 | 121.038 | 123.438 | -2200.00 | 1331970.00 |
| 1473 | 2007.01.31 21:30 | buy | 737 | 0.10 | 120.815 | 120.015 | 122.415 | ||
| 1474 | 2007.02.01 00:10 | close | 737 | 0.10 | 120.768 | 120.015 | 122.415 | -290.00 | 1331680.00 |
| 1475 | 2007.02.05 19:05 | buy | 738 | 0.10 | 120.288 | 119.488 | 121.888 | ||
| 1476 | 2007.02.05 19:11 | close | 738 | 0.10 | 120.369 | 119.488 | 121.888 | 810.00 | 1332490.00 |
| 1477 | 2007.02.05 19:35 | buy | 739 | 0.10 | 120.306 | 119.506 | 121.906 | ||
| 1478 | 2007.02.05 21:50 | close | 739 | 0.10 | 120.325 | 119.506 | 121.906 | 190.00 | 1332680.00 |
| 1479 | 2007.02.08 20:00 | buy | 740 | 0.10 | 121.130 | 120.330 | 122.730 | ||
| 1480 | 2007.02.09 02:55 | close | 740 | 0.10 | 121.200 | 120.330 | 122.730 | 1240.00 | 1333920.00 |
| 1481 | 2007.02.13 01:10 | buy | 741 | 0.10 | 121.803 | 121.003 | 123.403 | ||
| 1482 | 2007.02.13 08:20 | close | 741 | 0.10 | 121.522 | 121.003 | 123.403 | -2810.00 | 1331110.00 |
| 1483 | 2007.02.13 15:00 | buy | 742 | 0.10 | 121.271 | 120.471 | 122.871 | ||
| 1484 | 2007.02.13 17:07 | close | 742 | 0.10 | 121.340 | 120.471 | 122.871 | 690.00 | 1331800.00 |
| 1485 | 2007.02.14 01:20 | sell | 743 | 0.10 | 121.248 | 122.048 | 120.048 | ||
| 1486 | 2007.02.14 03:05 | close | 743 | 0.10 | 121.161 | 122.048 | 120.048 | 870.00 | 1332670.00 |
| 1487 | 2007.02.14 20:20 | buy | 744 | 0.10 | 120.821 | 120.021 | 122.421 | ||
| 1488 | 2007.02.15 02:55 | close | 744 | 0.10 | 120.236 | 120.021 | 122.421 | -5670.00 | 1327000.00 |
| 1489 | 2007.02.16 01:30 | sell | 745 | 0.10 | 119.303 | 120.103 | 118.103 | ||
| 1490 | 2007.02.16 08:25 | close | 745 | 0.10 | 119.347 | 120.103 | 118.103 | -440.00 | 1326560.00 |
| 1491 | 2007.02.19 01:10 | sell | 746 | 0.10 | 119.361 | 120.161 | 118.161 | ||
| 1492 | 2007.02.19 08:25 | close | 746 | 0.10 | 119.420 | 120.161 | 118.161 | -590.00 | 1325970.00 |
| 1493 | 2007.02.19 20:30 | buy | 747 | 0.10 | 119.655 | 118.855 | 121.255 | ||
| 1494 | 2007.02.20 02:55 | close | 747 | 0.10 | 119.715 | 118.855 | 121.255 | 780.00 | 1326750.00 |
| 1495 | 2007.02.20 02:55 | sell | 748 | 0.10 | 119.715 | 120.515 | 118.515 | ||
| 1496 | 2007.02.20 04:05 | close | 748 | 0.10 | 119.640 | 120.515 | 118.515 | 750.00 | 1327500.00 |
| 1497 | 2007.02.22 18:35 | buy | 749 | 0.10 | 121.329 | 120.529 | 122.929 | ||
| 1498 | 2007.02.22 21:45 | close | 749 | 0.10 | 121.498 | 120.529 | 122.929 | 1690.00 | 1329190.00 |
| 1499 | 2007.02.22 23:00 | buy | 750 | 0.10 | 121.595 | 120.795 | 123.195 | ||
| 1500 | 2007.02.23 02:55 | close | 750 | 0.10 | 121.455 | 120.795 | 123.195 | -860.00 | 1328330.00 |