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 |
| 1501 | 2007.02.27 01:05 | sell | 751 | 0.10 | 120.715 | 121.515 | 119.515 | ||
| 1502 | 2007.02.27 01:50 | close | 751 | 0.10 | 120.621 | 121.515 | 119.515 | 940.00 | 1329270.00 |
| 1503 | 2007.02.28 12:10 | sell | 752 | 0.10 | 118.574 | 119.374 | 117.374 | ||
| 1504 | 2007.02.28 12:58 | close | 752 | 0.10 | 118.533 | 119.374 | 117.374 | 410.00 | 1329680.00 |
| 1505 | 2007.03.01 01:10 | sell | 753 | 0.10 | 118.651 | 119.451 | 117.451 | ||
| 1506 | 2007.03.01 03:52 | close | 753 | 0.10 | 118.579 | 119.451 | 117.451 | 720.00 | 1330400.00 |
| 1507 | 2007.03.02 01:05 | sell | 754 | 0.10 | 117.627 | 118.427 | 116.427 | ||
| 1508 | 2007.03.02 03:28 | close | 754 | 0.10 | 117.528 | 118.427 | 116.427 | 990.00 | 1331390.00 |
| 1509 | 2007.03.05 18:30 | sell | 755 | 0.10 | 116.155 | 116.955 | 114.955 | ||
| 1510 | 2007.03.05 18:43 | close | 755 | 0.10 | 116.052 | 116.955 | 114.955 | 1030.00 | 1332420.00 |
| 1511 | 2007.03.06 01:30 | sell | 756 | 0.10 | 115.585 | 116.385 | 114.385 | ||
| 1512 | 2007.03.06 01:40 | close | 756 | 0.10 | 115.402 | 116.385 | 114.385 | 1830.00 | 1334250.00 |
| 1513 | 2007.03.07 23:05 | buy | 757 | 0.10 | 116.013 | 115.213 | 117.613 | ||
| 1514 | 2007.03.08 00:10 | close | 757 | 0.10 | 116.025 | 115.213 | 117.613 | 300.00 | 1334550.00 |
| 1515 | 2007.03.08 20:00 | buy | 758 | 0.10 | 117.217 | 116.417 | 118.817 | ||
| 1516 | 2007.03.09 02:55 | close | 758 | 0.10 | 117.338 | 116.417 | 118.817 | 1750.00 | 1336300.00 |
| 1517 | 2007.03.09 03:00 | sell | 759 | 0.10 | 117.403 | 118.203 | 116.203 | ||
| 1518 | 2007.03.09 04:45 | close | 759 | 0.10 | 117.250 | 118.203 | 116.203 | 1530.00 | 1337830.00 |
| 1519 | 2007.03.14 12:08 | sell | 760 | 0.10 | 116.129 | 116.929 | 114.929 | ||
| 1520 | 2007.03.14 14:50 | close | 760 | 0.10 | 116.159 | 116.929 | 114.929 | -300.00 | 1337530.00 |
| 1521 | 2007.03.14 21:05 | buy | 761 | 0.10 | 116.511 | 115.711 | 118.111 | ||
| 1522 | 2007.03.14 21:25 | close | 761 | 0.10 | 116.791 | 115.711 | 118.111 | 2800.00 | 1340330.00 |
| 1523 | 2007.03.19 21:00 | buy | 762 | 0.10 | 117.660 | 116.860 | 119.260 | ||
| 1524 | 2007.03.20 03:55 | close | 762 | 0.10 | 117.803 | 116.860 | 119.260 | 1610.00 | 1341940.00 |
| 1525 | 2007.03.20 03:55 | sell | 763 | 0.10 | 117.803 | 118.603 | 116.603 | ||
| 1526 | 2007.03.20 08:20 | close | 763 | 0.10 | 117.842 | 118.603 | 116.603 | -390.00 | 1341550.00 |
| 1527 | 2007.03.21 01:35 | sell | 764 | 0.10 | 117.297 | 118.097 | 116.097 | ||
| 1528 | 2007.03.21 05:25 | close | 764 | 0.10 | 117.199 | 118.097 | 116.097 | 980.00 | 1342530.00 |
| 1529 | 2007.03.22 21:00 | buy | 765 | 0.10 | 118.151 | 117.351 | 119.751 | ||
| 1530 | 2007.03.23 03:55 | close | 765 | 0.10 | 117.991 | 117.351 | 119.751 | -1060.00 | 1341470.00 |
| 1531 | 2007.03.29 19:05 | buy | 766 | 0.10 | 117.772 | 116.972 | 119.372 | ||
| 1532 | 2007.03.29 20:35 | close | 766 | 0.10 | 117.940 | 116.972 | 119.372 | 1680.00 | 1343150.00 |
| 1533 | 2007.04.04 21:45 | buy | 767 | 0.10 | 118.700 | 117.900 | 120.300 | ||
| 1534 | 2007.04.05 03:54 | close | 767 | 0.10 | 118.645 | 117.900 | 120.300 | -370.00 | 1342780.00 |
| 1535 | 2007.04.09 12:52 | buy | 768 | 0.10 | 119.230 | 118.430 | 120.830 | ||
| 1536 | 2007.04.09 13:20 | close | 768 | 0.10 | 119.320 | 118.430 | 120.830 | 900.00 | 1343680.00 |
| 1537 | 2007.04.09 21:30 | buy | 769 | 0.10 | 119.300 | 118.500 | 120.900 | ||
| 1538 | 2007.04.10 03:54 | close | 769 | 0.10 | 119.150 | 118.500 | 120.900 | -1320.00 | 1342360.00 |
| 1539 | 2007.04.10 06:00 | buy | 770 | 0.10 | 118.870 | 118.070 | 120.470 | ||
| 1540 | 2007.04.10 06:30 | close | 770 | 0.10 | 118.915 | 118.070 | 120.470 | 450.00 | 1342810.00 |
| 1541 | 2007.04.11 21:41 | buy | 771 | 0.10 | 119.340 | 118.540 | 120.940 | ||
| 1542 | 2007.04.12 00:06 | close | 771 | 0.10 | 119.380 | 118.540 | 120.940 | 580.00 | 1343390.00 |
| 1543 | 2007.04.12 21:05 | buy | 772 | 0.10 | 119.030 | 118.230 | 120.630 | ||
| 1544 | 2007.04.13 03:54 | close | 772 | 0.10 | 118.940 | 118.230 | 120.630 | -360.00 | 1343030.00 |
| 1545 | 2007.04.13 04:05 | sell | 773 | 0.10 | 118.995 | 119.795 | 117.795 | ||
| 1546 | 2007.04.13 05:45 | close | 773 | 0.10 | 118.870 | 119.795 | 117.795 | 1250.00 | 1344280.00 |
| 1547 | 2007.04.16 12:50 | buy | 774 | 0.10 | 119.360 | 118.560 | 120.960 | ||
| 1548 | 2007.04.16 12:55 | close | 774 | 0.10 | 119.485 | 118.560 | 120.960 | 1250.00 | 1345530.00 |
| 1549 | 2007.04.17 22:35 | buy | 775 | 0.10 | 118.850 | 118.050 | 120.450 | ||
| 1550 | 2007.04.18 01:00 | close | 775 | 0.10 | 118.910 | 118.050 | 120.450 | 780.00 | 1346310.00 |
| 1551 | 2007.04.19 21:35 | buy | 776 | 0.10 | 118.360 | 117.560 | 119.960 | ||
| 1552 | 2007.04.20 03:40 | close | 776 | 0.10 | 118.570 | 117.560 | 119.960 | 2640.00 | 1348950.00 |
| 1553 | 2007.04.20 03:54 | sell | 777 | 0.10 | 118.640 | 119.440 | 117.440 | ||
| 1554 | 2007.04.20 05:10 | close | 777 | 0.10 | 118.550 | 119.440 | 117.440 | 900.00 | 1349850.00 |
| 1555 | 2007.04.24 01:45 | sell | 778 | 0.10 | 118.650 | 119.450 | 117.450 | ||
| 1556 | 2007.04.24 02:00 | close | 778 | 0.10 | 118.565 | 119.450 | 117.450 | 850.00 | 1350700.00 |
| 1557 | 2007.04.24 20:00 | buy | 779 | 0.10 | 118.610 | 117.810 | 120.210 | ||
| 1558 | 2007.04.25 03:54 | close | 779 | 0.10 | 118.490 | 117.810 | 120.210 | -1020.00 | 1349680.00 |
| 1559 | 2007.04.30 01:00 | buy | 780 | 0.10 | 119.260 | 118.460 | 120.860 | ||
| 1560 | 2007.04.30 02:00 | close | 780 | 0.10 | 119.410 | 118.460 | 120.860 | 1500.00 | 1351180.00 |
| 1561 | 2007.04.30 03:55 | sell | 781 | 0.10 | 119.570 | 120.370 | 118.370 | ||
| 1562 | 2007.04.30 08:20 | close | 781 | 0.10 | 119.490 | 120.370 | 118.370 | 800.00 | 1351980.00 |
| 1563 | 2007.05.01 21:57 | buy | 782 | 0.10 | 119.700 | 118.900 | 121.300 | ||
| 1564 | 2007.05.01 22:16 | close | 782 | 0.10 | 119.770 | 118.900 | 121.300 | 700.00 | 1352680.00 |
| 1565 | 2007.05.02 09:05 | buy | 783 | 0.10 | 119.715 | 118.915 | 121.315 | ||
| 1566 | 2007.05.02 09:17 | close | 783 | 0.10 | 119.790 | 118.915 | 121.315 | 750.00 | 1353430.00 |
| 1567 | 2007.05.03 09:20 | buy | 784 | 0.10 | 120.080 | 119.280 | 121.680 | ||
| 1568 | 2007.05.03 10:00 | close | 784 | 0.10 | 120.150 | 119.280 | 121.680 | 700.00 | 1354130.00 |
| 1569 | 2007.05.03 13:20 | buy | 785 | 0.10 | 120.010 | 119.210 | 121.610 | ||
| 1570 | 2007.05.03 13:33 | close | 785 | 0.10 | 120.080 | 119.210 | 121.610 | 700.00 | 1354830.00 |
| 1571 | 2007.05.07 06:45 | buy | 786 | 0.10 | 119.820 | 119.020 | 121.420 | ||
| 1572 | 2007.05.07 07:41 | close | 786 | 0.10 | 119.890 | 119.020 | 121.420 | 700.00 | 1355530.00 |
| 1573 | 2007.05.08 06:30 | buy | 787 | 0.10 | 119.710 | 118.910 | 121.310 | ||
| 1574 | 2007.05.08 06:49 | close | 787 | 0.10 | 119.790 | 118.910 | 121.310 | 800.00 | 1356330.00 |
| 1575 | 2007.05.10 20:05 | buy | 788 | 0.10 | 120.090 | 119.290 | 121.690 | ||
| 1576 | 2007.05.11 02:53 | close | 788 | 0.10 | 119.870 | 119.290 | 121.690 | -1660.00 | 1354670.00 |
| 1577 | 2007.05.14 21:10 | buy | 789 | 0.10 | 120.350 | 119.550 | 121.950 | ||
| 1578 | 2007.05.15 03:05 | close | 789 | 0.10 | 120.490 | 119.550 | 121.950 | 1580.00 | 1356250.00 |
| 1579 | 2007.05.15 03:55 | sell | 790 | 0.10 | 120.515 | 121.315 | 119.315 | ||
| 1580 | 2007.05.15 05:03 | close | 790 | 0.10 | 120.340 | 121.315 | 119.315 | 1750.00 | 1358000.00 |
| 1581 | 2007.05.17 21:30 | buy | 791 | 0.10 | 121.290 | 120.490 | 122.890 | ||
| 1582 | 2007.05.18 03:54 | close | 791 | 0.10 | 121.350 | 120.490 | 122.890 | 1140.00 | 1359140.00 |
| 1583 | 2007.05.18 03:55 | sell | 792 | 0.10 | 121.350 | 122.150 | 120.150 | ||
| 1584 | 2007.05.18 08:20 | close | 792 | 0.10 | 121.300 | 122.150 | 120.150 | 500.00 | 1359640.00 |
| 1585 | 2007.05.21 21:00 | buy | 793 | 0.10 | 121.500 | 120.700 | 123.100 | ||
| 1586 | 2007.05.22 01:05 | close | 793 | 0.10 | 121.505 | 120.700 | 123.100 | 230.00 | 1359870.00 |
| 1587 | 2007.05.22 09:19 | buy | 794 | 0.10 | 121.360 | 120.560 | 122.960 | ||
| 1588 | 2007.05.22 10:33 | close | 794 | 0.10 | 121.360 | 120.560 | 122.960 | 0.00 | 1359870.00 |
| 1589 | 2007.05.23 12:29 | buy | 795 | 0.10 | 121.665 | 120.865 | 123.265 | ||
| 1590 | 2007.05.23 12:40 | close | 795 | 0.10 | 121.750 | 120.865 | 123.265 | 850.00 | 1360720.00 |
| 1591 | 2007.05.23 15:30 | buy | 796 | 0.10 | 121.330 | 120.530 | 122.930 | ||
| 1592 | 2007.05.23 15:39 | close | 796 | 0.10 | 121.410 | 120.530 | 122.930 | 800.00 | 1361520.00 |
| 1593 | 2007.05.24 12:15 | buy | 797 | 0.10 | 121.300 | 120.500 | 122.900 | ||
| 1594 | 2007.05.24 13:52 | close | 797 | 0.10 | 121.385 | 120.500 | 122.900 | 850.00 | 1362370.00 |
| 1595 | 2007.05.24 19:45 | buy | 798 | 0.10 | 121.350 | 120.550 | 122.950 | ||
| 1596 | 2007.05.25 03:54 | close | 798 | 0.10 | 121.120 | 120.550 | 122.950 | -1760.00 | 1360610.00 |
| 1597 | 2007.05.29 20:30 | buy | 799 | 0.10 | 121.530 | 120.730 | 123.130 | ||
| 1598 | 2007.05.30 00:40 | close | 799 | 0.10 | 121.680 | 120.730 | 123.130 | 1680.00 | 1362290.00 |
| 1599 | 2007.05.31 21:50 | buy | 800 | 0.10 | 121.720 | 120.920 | 123.320 | ||
| 1600 | 2007.06.01 00:35 | close | 800 | 0.10 | 121.740 | 120.920 | 123.320 | 740.00 | 1363030.00 |
| 1601 | 2007.06.05 15:30 | buy | 801 | 0.10 | 121.410 | 120.610 | 123.010 | ||
| 1602 | 2007.06.05 17:02 | close | 801 | 0.10 | 121.445 | 120.610 | 123.010 | 350.00 | 1363380.00 |
| 1603 | 2007.06.07 22:50 | buy | 802 | 0.10 | 121.050 | 120.250 | 122.650 | ||
| 1604 | 2007.06.08 03:30 | close | 802 | 0.10 | 121.225 | 120.250 | 122.650 | 2290.00 | 1365670.00 |
| 1605 | 2007.06.11 23:00 | buy | 803 | 0.10 | 121.740 | 120.940 | 123.340 | ||
| 1606 | 2007.06.12 01:27 | close | 803 | 0.10 | 121.710 | 120.940 | 123.340 | -120.00 | 1365550.00 |
| 1607 | 2007.06.14 21:00 | buy | 804 | 0.10 | 122.980 | 122.180 | 124.580 | ||
| 1608 | 2007.06.15 03:54 | close | 804 | 0.10 | 123.060 | 122.180 | 124.580 | 1340.00 | 1366890.00 |
| 1609 | 2007.06.18 11:20 | buy | 805 | 0.10 | 123.365 | 122.565 | 124.965 | ||
| 1610 | 2007.06.18 11:32 | close | 805 | 0.10 | 123.440 | 122.565 | 124.965 | 750.00 | 1367640.00 |
| 1611 | 2007.06.19 22:40 | buy | 806 | 0.10 | 123.370 | 122.570 | 124.970 | ||
| 1612 | 2007.06.20 02:00 | close | 806 | 0.10 | 123.440 | 122.570 | 124.970 | 880.00 | 1368520.00 |
| 1613 | 2007.06.20 21:45 | buy | 807 | 0.10 | 123.550 | 122.750 | 125.150 | ||
| 1614 | 2007.06.20 22:27 | close | 807 | 0.10 | 123.630 | 122.750 | 125.150 | 800.00 | 1369320.00 |
| 1615 | 2007.06.20 23:48 | buy | 808 | 0.10 | 123.540 | 122.740 | 125.140 | ||
| 1616 | 2007.06.21 02:35 | close | 808 | 0.10 | 123.560 | 122.740 | 125.140 | 380.00 | 1369700.00 |
| 1617 | 2007.06.21 11:55 | buy | 809 | 0.10 | 123.550 | 122.750 | 125.150 | ||
| 1618 | 2007.06.21 12:14 | close | 809 | 0.10 | 123.620 | 122.750 | 125.150 | 700.00 | 1370400.00 |
| 1619 | 2007.06.25 12:00 | buy | 810 | 0.10 | 123.470 | 122.670 | 125.070 | ||
| 1620 | 2007.06.25 12:08 | close | 810 | 0.10 | 123.540 | 122.670 | 125.070 | 700.00 | 1371100.00 |
| 1621 | 2007.06.25 13:00 | buy | 811 | 0.10 | 123.380 | 122.580 | 124.980 | ||
| 1622 | 2007.06.25 14:04 | close | 811 | 0.10 | 123.450 | 122.580 | 124.980 | 700.00 | 1371800.00 |
| 1623 | 2007.06.25 15:00 | buy | 812 | 0.10 | 123.380 | 122.580 | 124.980 | ||
| 1624 | 2007.06.25 15:07 | close | 812 | 0.10 | 123.450 | 122.580 | 124.980 | 700.00 | 1372500.00 |
| 1625 | 2007.06.25 21:20 | buy | 813 | 0.10 | 123.750 | 122.950 | 125.350 | ||
| 1626 | 2007.06.26 03:54 | close | 813 | 0.10 | 123.410 | 122.950 | 125.350 | -3220.00 | 1369280.00 |
| 1627 | 2007.06.26 12:00 | buy | 814 | 0.10 | 123.025 | 122.225 | 124.625 | ||
| 1628 | 2007.06.26 14:11 | close | 814 | 0.10 | 123.010 | 122.225 | 124.625 | -150.00 | 1369130.00 |
| 1629 | 2007.06.27 09:30 | buy | 815 | 0.10 | 122.570 | 121.770 | 124.170 | ||
| 1630 | 2007.06.27 09:53 | close | 815 | 0.10 | 122.635 | 121.770 | 124.170 | 650.00 | 1369780.00 |
| 1631 | 2007.06.27 12:00 | buy | 816 | 0.10 | 122.575 | 121.775 | 124.175 | ||
| 1632 | 2007.06.27 12:39 | close | 816 | 0.10 | 122.570 | 121.775 | 124.175 | -50.00 | 1369730.00 |
| 1633 | 2007.06.27 13:05 | buy | 817 | 0.10 | 122.495 | 121.695 | 124.095 | ||
| 1634 | 2007.06.27 14:41 | close | 817 | 0.10 | 122.540 | 121.695 | 124.095 | 450.00 | 1370180.00 |
| 1635 | 2007.07.02 12:00 | buy | 818 | 0.10 | 122.645 | 121.845 | 124.245 | ||
| 1636 | 2007.07.02 14:00 | close | 818 | 0.10 | 122.630 | 121.845 | 124.245 | -150.00 | 1370030.00 |
| 1637 | 2007.07.02 19:05 | buy | 819 | 0.10 | 122.290 | 121.490 | 123.890 | ||
| 1638 | 2007.07.02 21:07 | close | 819 | 0.10 | 122.270 | 121.490 | 123.890 | -200.00 | 1369830.00 |
| 1639 | 2007.07.04 01:05 | sell | 820 | 0.10 | 122.470 | 123.270 | 121.270 | ||
| 1640 | 2007.07.04 04:35 | close | 820 | 0.10 | 122.370 | 123.270 | 121.270 | 1000.00 | 1370830.00 |
| 1641 | 2007.07.09 11:15 | buy | 821 | 0.10 | 123.435 | 122.635 | 125.035 | ||
| 1642 | 2007.07.09 13:02 | close | 821 | 0.10 | 123.380 | 122.635 | 125.035 | -550.00 | 1370280.00 |
| 1643 | 2007.07.09 21:40 | buy | 822 | 0.10 | 123.340 | 122.540 | 124.940 | ||
| 1644 | 2007.07.10 03:54 | close | 822 | 0.10 | 123.235 | 122.540 | 124.940 | -870.00 | 1369410.00 |
| 1645 | 2007.07.10 15:30 | buy | 823 | 0.10 | 122.830 | 122.030 | 124.430 | ||
| 1646 | 2007.07.10 17:45 | s/l | 823 | 0.10 | 122.030 | 122.030 | 124.430 | -8000.00 | 1361410.00 |
| 1647 | 2007.07.10 20:50 | buy | 824 | 0.10 | 122.130 | 121.330 | 123.730 | ||
| 1648 | 2007.07.11 00:47 | s/l | 824 | 0.10 | 121.330 | 121.330 | 123.730 | -7820.00 | 1353590.00 |
| 1649 | 2007.07.11 12:03 | sell | 825 | 0.10 | 121.560 | 122.360 | 120.360 | ||
| 1650 | 2007.07.11 14:02 | close | 825 | 0.10 | 121.655 | 122.360 | 120.360 | -950.00 | 1352640.00 |