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 |
| 1651 | 2007.07.12 21:25 | buy | 826 | 0.10 | 122.410 | 121.610 | 124.010 | ||
| 1652 | 2007.07.13 03:54 | close | 826 | 0.10 | 122.600 | 121.610 | 124.010 | 2440.00 | 1355080.00 |
| 1653 | 2007.07.13 03:54 | sell | 827 | 0.10 | 122.600 | 123.400 | 121.400 | ||
| 1654 | 2007.07.13 07:09 | close | 827 | 0.10 | 122.440 | 123.400 | 121.400 | 1600.00 | 1356680.00 |
| 1655 | 2007.07.16 01:50 | sell | 828 | 0.10 | 121.960 | 122.760 | 120.760 | ||
| 1656 | 2007.07.16 06:05 | close | 828 | 0.10 | 121.990 | 122.760 | 120.760 | -300.00 | 1356380.00 |
| 1657 | 2007.07.16 18:05 | sell | 829 | 0.10 | 122.020 | 122.820 | 120.820 | ||
| 1658 | 2007.07.16 18:48 | close | 829 | 0.10 | 121.950 | 122.820 | 120.820 | 700.00 | 1357080.00 |
| 1659 | 2007.07.18 11:55 | sell | 830 | 0.10 | 121.980 | 122.780 | 120.780 | ||
| 1660 | 2007.07.18 16:12 | close | 830 | 0.10 | 122.090 | 122.780 | 120.780 | -1100.00 | 1355980.00 |
| 1661 | 2007.07.19 01:50 | sell | 831 | 0.10 | 121.920 | 122.720 | 120.720 | ||
| 1662 | 2007.07.19 08:25 | close | 831 | 0.10 | 121.965 | 122.720 | 120.720 | -450.00 | 1355530.00 |
| 1663 | 2007.07.19 23:40 | buy | 832 | 0.10 | 122.050 | 121.250 | 123.650 | ||
| 1664 | 2007.07.20 03:54 | close | 832 | 0.10 | 122.195 | 121.250 | 123.650 | 1990.00 | 1357520.00 |
| 1665 | 2007.07.20 03:54 | sell | 833 | 0.10 | 122.195 | 122.995 | 120.995 | ||
| 1666 | 2007.07.20 08:20 | close | 833 | 0.10 | 122.220 | 122.995 | 120.995 | -250.00 | 1357270.00 |
| 1667 | 2007.07.23 01:00 | sell | 834 | 0.10 | 121.580 | 122.380 | 120.380 | ||
| 1668 | 2007.07.23 01:14 | close | 834 | 0.10 | 121.490 | 122.380 | 120.380 | 900.00 | 1358170.00 |
| 1669 | 2007.07.23 12:31 | sell | 835 | 0.10 | 121.240 | 122.040 | 120.040 | ||
| 1670 | 2007.07.23 13:22 | close | 835 | 0.10 | 121.270 | 122.040 | 120.040 | -300.00 | 1357870.00 |
| 1671 | 2007.07.23 23:30 | buy | 836 | 0.10 | 121.050 | 120.250 | 122.650 | ||
| 1672 | 2007.07.24 01:00 | close | 836 | 0.10 | 121.070 | 120.250 | 122.650 | 380.00 | 1358250.00 |
| 1673 | 2007.07.24 01:35 | sell | 837 | 0.10 | 121.130 | 121.930 | 119.930 | ||
| 1674 | 2007.07.24 02:15 | close | 837 | 0.10 | 121.030 | 121.930 | 119.930 | 1000.00 | 1359250.00 |
| 1675 | 2007.07.24 12:03 | sell | 838 | 0.10 | 120.710 | 121.510 | 119.510 | ||
| 1676 | 2007.07.24 15:34 | close | 838 | 0.10 | 120.800 | 121.510 | 119.510 | -900.00 | 1358350.00 |
| 1677 | 2007.07.24 19:00 | buy | 839 | 0.10 | 120.580 | 119.780 | 122.180 | ||
| 1678 | 2007.07.24 19:35 | close | 839 | 0.10 | 120.800 | 119.780 | 122.180 | 2200.00 | 1360550.00 |
| 1679 | 2007.07.24 20:20 | buy | 840 | 0.10 | 120.720 | 119.920 | 122.320 | ||
| 1680 | 2007.07.25 03:51 | s/l | 840 | 0.10 | 119.920 | 119.920 | 122.320 | -7820.00 | 1352730.00 |
| 1681 | 2007.07.25 12:00 | sell | 841 | 0.10 | 120.270 | 121.070 | 119.070 | ||
| 1682 | 2007.07.25 12:09 | close | 841 | 0.10 | 120.190 | 121.070 | 119.070 | 800.00 | 1353530.00 |
| 1683 | 2007.07.25 12:43 | sell | 842 | 0.10 | 120.230 | 121.030 | 119.030 | ||
| 1684 | 2007.07.25 15:06 | close | 842 | 0.10 | 120.440 | 121.030 | 119.030 | -2100.00 | 1351430.00 |
| 1685 | 2007.07.30 01:25 | buy | 843 | 0.10 | 118.110 | 117.310 | 119.710 | ||
| 1686 | 2007.07.30 01:30 | close | 843 | 0.10 | 118.370 | 117.310 | 119.710 | 2600.00 | 1354030.00 |
| 1687 | 2007.07.30 01:50 | buy | 844 | 0.10 | 118.260 | 117.460 | 119.860 | ||
| 1688 | 2007.07.30 03:05 | close | 844 | 0.10 | 118.420 | 117.460 | 119.860 | 1600.00 | 1355630.00 |
| 1689 | 2007.07.30 03:54 | sell | 845 | 0.10 | 118.520 | 119.320 | 117.320 | ||
| 1690 | 2007.07.30 04:00 | close | 845 | 0.10 | 118.410 | 119.320 | 117.320 | 1100.00 | 1356730.00 |
| 1691 | 2007.07.31 01:05 | sell | 846 | 0.10 | 119.220 | 120.020 | 118.020 | ||
| 1692 | 2007.07.31 01:39 | close | 846 | 0.10 | 119.090 | 120.020 | 118.020 | 1300.00 | 1358030.00 |
| 1693 | 2007.08.02 01:15 | sell | 847 | 0.10 | 119.080 | 119.880 | 117.880 | ||
| 1694 | 2007.08.02 01:55 | close | 847 | 0.10 | 118.980 | 119.880 | 117.880 | 1000.00 | 1359030.00 |
| 1695 | 2007.08.02 21:35 | buy | 848 | 0.10 | 119.170 | 118.370 | 120.770 | ||
| 1696 | 2007.08.03 03:54 | close | 848 | 0.10 | 119.270 | 118.370 | 120.770 | 1540.00 | 1360570.00 |
| 1697 | 2007.08.08 22:20 | buy | 849 | 0.10 | 119.570 | 118.770 | 121.170 | ||
| 1698 | 2007.08.08 23:00 | close | 849 | 0.10 | 119.680 | 118.770 | 121.170 | 1100.00 | 1361670.00 |
| 1699 | 2007.08.09 21:15 | buy | 850 | 0.10 | 118.400 | 117.600 | 120.000 | ||
| 1700 | 2007.08.10 03:54 | close | 850 | 0.10 | 117.890 | 117.600 | 120.000 | -4560.00 | 1357110.00 |
| 1701 | 2007.08.14 01:40 | sell | 851 | 0.10 | 118.285 | 119.085 | 117.085 | ||
| 1702 | 2007.08.14 03:07 | close | 851 | 0.10 | 118.210 | 119.085 | 117.085 | 750.00 | 1357860.00 |
| 1703 | 2007.08.14 21:00 | buy | 852 | 0.10 | 117.830 | 117.030 | 119.430 | ||
| 1704 | 2007.08.15 03:54 | close | 852 | 0.10 | 117.370 | 117.030 | 119.430 | -4420.00 | 1353440.00 |
| 1705 | 2007.08.15 21:55 | buy | 853 | 0.10 | 117.040 | 116.240 | 118.640 | ||
| 1706 | 2007.08.16 02:56 | s/l | 853 | 0.10 | 116.240 | 116.240 | 118.640 | -7820.00 | 1345620.00 |
| 1707 | 2007.08.20 01:15 | buy | 854 | 0.10 | 114.370 | 113.570 | 115.970 | ||
| 1708 | 2007.08.20 03:54 | close | 854 | 0.10 | 114.410 | 113.570 | 115.970 | 400.00 | 1346020.00 |
| 1709 | 2007.08.23 01:25 | sell | 855 | 0.10 | 115.570 | 116.370 | 114.370 | ||
| 1710 | 2007.08.23 08:05 | close | 855 | 0.10 | 115.750 | 116.370 | 114.370 | -1800.00 | 1344220.00 |
| 1711 | 2007.08.23 20:10 | buy | 856 | 0.10 | 115.780 | 114.980 | 117.380 | ||
| 1712 | 2007.08.23 21:00 | close | 856 | 0.10 | 115.960 | 114.980 | 117.380 | 1800.00 | 1346020.00 |
| 1713 | 2007.08.23 21:55 | buy | 857 | 0.10 | 115.945 | 115.145 | 117.545 | ||
| 1714 | 2007.08.23 22:25 | close | 857 | 0.10 | 116.130 | 115.145 | 117.545 | 1850.00 | 1347870.00 |
| 1715 | 2007.08.23 22:45 | buy | 858 | 0.10 | 116.020 | 115.220 | 117.620 | ||
| 1716 | 2007.08.23 23:20 | close | 858 | 0.10 | 116.330 | 115.220 | 117.620 | 3100.00 | 1350970.00 |
| 1717 | 2007.08.24 01:20 | buy | 859 | 0.10 | 116.200 | 115.400 | 117.800 | ||
| 1718 | 2007.08.24 03:54 | close | 859 | 0.10 | 116.210 | 115.400 | 117.800 | 100.00 | 1351070.00 |
| 1719 | 2007.08.24 04:30 | sell | 860 | 0.10 | 116.250 | 117.050 | 115.050 | ||
| 1720 | 2007.08.24 06:40 | close | 860 | 0.10 | 116.140 | 117.050 | 115.050 | 1100.00 | 1352170.00 |
| 1721 | 2007.08.27 01:30 | sell | 861 | 0.10 | 116.560 | 117.360 | 115.360 | ||
| 1722 | 2007.08.27 04:22 | close | 861 | 0.10 | 116.490 | 117.360 | 115.360 | 700.00 | 1352870.00 |
| 1723 | 2007.08.28 12:49 | sell | 862 | 0.10 | 115.630 | 116.430 | 114.430 | ||
| 1724 | 2007.08.28 13:00 | close | 862 | 0.10 | 115.530 | 116.430 | 114.430 | 1000.00 | 1353870.00 |
| 1725 | 2007.08.29 12:07 | sell | 863 | 0.10 | 114.610 | 115.410 | 113.410 | ||
| 1726 | 2007.08.29 15:18 | close | 863 | 0.10 | 114.730 | 115.410 | 113.410 | -1200.00 | 1352670.00 |
| 1727 | 2007.08.29 20:30 | buy | 864 | 0.10 | 115.260 | 114.460 | 116.860 | ||
| 1728 | 2007.08.29 21:05 | close | 864 | 0.10 | 115.560 | 114.460 | 116.860 | 3000.00 | 1355670.00 |
| 1729 | 2007.09.06 06:30 | sell | 865 | 0.10 | 115.450 | 116.250 | 114.250 | ||
| 1730 | 2007.09.06 06:40 | close | 865 | 0.10 | 115.360 | 116.250 | 114.250 | 900.00 | 1356570.00 |
| 1731 | 2007.09.06 12:05 | sell | 866 | 0.10 | 115.485 | 116.285 | 114.285 | ||
| 1732 | 2007.09.06 12:23 | close | 866 | 0.10 | 115.410 | 116.285 | 114.285 | 750.00 | 1357320.00 |
| 1733 | 2007.09.10 12:07 | sell | 867 | 0.10 | 113.640 | 114.440 | 112.440 | ||
| 1734 | 2007.09.10 13:20 | close | 867 | 0.10 | 113.610 | 114.440 | 112.440 | 300.00 | 1357620.00 |
| 1735 | 2007.09.11 12:55 | sell | 868 | 0.10 | 113.710 | 114.510 | 112.510 | ||
| 1736 | 2007.09.11 13:03 | close | 868 | 0.10 | 113.640 | 114.510 | 112.510 | 700.00 | 1358320.00 |
| 1737 | 2007.09.13 21:25 | buy | 869 | 0.10 | 115.310 | 114.510 | 116.910 | ||
| 1738 | 2007.09.14 01:56 | s/l | 869 | 0.10 | 114.510 | 114.510 | 116.910 | -7460.00 | 1350860.00 |
| 1739 | 2007.09.14 04:00 | sell | 870 | 0.10 | 115.015 | 115.815 | 113.815 | ||
| 1740 | 2007.09.14 06:13 | close | 870 | 0.10 | 114.910 | 115.815 | 113.815 | 1050.00 | 1351910.00 |
| 1741 | 2007.09.19 21:25 | buy | 871 | 0.10 | 115.920 | 115.120 | 117.520 | ||
| 1742 | 2007.09.20 03:54 | close | 871 | 0.10 | 115.950 | 115.120 | 117.520 | 480.00 | 1352390.00 |
| 1743 | 2007.09.21 04:00 | sell | 872 | 0.10 | 115.050 | 115.850 | 113.850 | ||
| 1744 | 2007.09.21 04:18 | close | 872 | 0.10 | 114.980 | 115.850 | 113.850 | 700.00 | 1353090.00 |
| 1745 | 2007.09.24 19:00 | buy | 873 | 0.10 | 114.930 | 114.130 | 116.530 | ||
| 1746 | 2007.09.25 03:54 | close | 873 | 0.10 | 114.670 | 114.130 | 116.530 | -2420.00 | 1350670.00 |
| 1747 | 2007.09.26 21:05 | buy | 874 | 0.10 | 115.400 | 114.600 | 117.000 | ||
| 1748 | 2007.09.26 21:25 | close | 874 | 0.10 | 115.510 | 114.600 | 117.000 | 1100.00 | 1351770.00 |
| 1749 | 2007.09.27 20:55 | buy | 875 | 0.10 | 115.645 | 114.845 | 117.245 | ||
| 1750 | 2007.09.28 03:54 | close | 875 | 0.10 | 115.380 | 114.845 | 117.245 | -2110.00 | 1349660.00 |
| 1751 | 2007.10.04 12:01 | buy | 876 | 0.10 | 116.480 | 115.680 | 118.080 | ||
| 1752 | 2007.10.04 12:13 | close | 876 | 0.10 | 116.540 | 115.680 | 118.080 | 600.00 | 1350260.00 |
| 1753 | 2007.10.04 21:10 | buy | 877 | 0.10 | 116.500 | 115.700 | 118.100 | ||
| 1754 | 2007.10.05 03:54 | close | 877 | 0.10 | 116.440 | 115.700 | 118.100 | -60.00 | 1350200.00 |
| 1755 | 2007.10.09 01:35 | buy | 878 | 0.10 | 117.310 | 116.510 | 118.910 | ||
| 1756 | 2007.10.09 02:18 | close | 878 | 0.10 | 117.375 | 116.510 | 118.910 | 650.00 | 1350850.00 |
| 1757 | 2007.10.09 12:40 | buy | 879 | 0.10 | 117.225 | 116.425 | 118.825 | ||
| 1758 | 2007.10.09 13:05 | close | 879 | 0.10 | 117.300 | 116.425 | 118.825 | 750.00 | 1351600.00 |
| 1759 | 2007.10.11 21:00 | buy | 880 | 0.10 | 117.560 | 116.760 | 119.160 | ||
| 1760 | 2007.10.12 00:15 | close | 880 | 0.10 | 117.300 | 116.760 | 119.160 | -2060.00 | 1349540.00 |
| 1761 | 2007.10.15 03:54 | sell | 881 | 0.10 | 117.690 | 118.490 | 116.490 | ||
| 1762 | 2007.10.15 05:15 | close | 881 | 0.10 | 117.580 | 118.490 | 116.490 | 1100.00 | 1350640.00 |
| 1763 | 2007.10.15 21:15 | buy | 882 | 0.10 | 117.165 | 116.365 | 118.765 | ||
| 1764 | 2007.10.15 21:45 | close | 882 | 0.10 | 117.260 | 116.365 | 118.765 | 950.00 | 1351590.00 |
| 1765 | 2007.10.17 13:30 | sell | 883 | 0.10 | 116.850 | 117.650 | 115.650 | ||
| 1766 | 2007.10.17 13:43 | close | 883 | 0.10 | 116.790 | 117.650 | 115.650 | 600.00 | 1352190.00 |
| 1767 | 2007.10.23 12:51 | sell | 884 | 0.10 | 114.490 | 115.290 | 113.290 | ||
| 1768 | 2007.10.23 13:10 | close | 884 | 0.10 | 114.380 | 115.290 | 113.290 | 1100.00 | 1353290.00 |
| 1769 | 2007.10.24 12:16 | sell | 885 | 0.10 | 114.515 | 115.315 | 113.315 | ||
| 1770 | 2007.10.24 12:31 | close | 885 | 0.10 | 114.430 | 115.315 | 113.315 | 850.00 | 1354140.00 |
| 1771 | 2007.10.24 19:05 | buy | 886 | 0.10 | 113.975 | 113.175 | 115.575 | ||
| 1772 | 2007.10.24 21:35 | close | 886 | 0.10 | 114.140 | 113.175 | 115.575 | 1650.00 | 1355790.00 |
| 1773 | 2007.10.24 22:45 | buy | 887 | 0.10 | 114.120 | 113.320 | 115.720 | ||
| 1774 | 2007.10.24 23:40 | close | 887 | 0.10 | 114.280 | 113.320 | 115.720 | 1600.00 | 1357390.00 |
| 1775 | 2007.10.25 01:00 | buy | 888 | 0.10 | 114.200 | 113.400 | 115.800 | ||
| 1776 | 2007.10.25 03:54 | close | 888 | 0.10 | 114.030 | 113.400 | 115.800 | -1700.00 | 1355690.00 |
| 1777 | 2007.10.25 11:24 | sell | 889 | 0.10 | 114.290 | 115.090 | 113.090 | ||
| 1778 | 2007.10.25 13:55 | close | 889 | 0.10 | 114.220 | 115.090 | 113.090 | 700.00 | 1356390.00 |
| 1779 | 2007.10.29 20:25 | buy | 890 | 0.10 | 114.680 | 113.880 | 116.280 | ||
| 1780 | 2007.10.30 03:54 | close | 890 | 0.10 | 114.540 | 113.880 | 116.280 | -1220.00 | 1355170.00 |
| 1781 | 2007.10.30 22:15 | buy | 891 | 0.10 | 114.720 | 113.920 | 116.320 | ||
| 1782 | 2007.10.31 02:20 | close | 891 | 0.10 | 114.740 | 113.920 | 116.320 | 380.00 | 1355550.00 |
| 1783 | 2007.11.05 03:15 | sell | 892 | 0.10 | 114.695 | 115.495 | 113.495 | ||
| 1784 | 2007.11.05 05:27 | close | 892 | 0.10 | 114.590 | 115.495 | 113.495 | 1050.00 | 1356600.00 |
| 1785 | 2007.11.08 14:15 | sell | 893 | 0.10 | 113.220 | 114.020 | 112.020 | ||
| 1786 | 2007.11.08 14:51 | close | 893 | 0.10 | 113.170 | 114.020 | 112.020 | 500.00 | 1357100.00 |
| 1787 | 2007.11.08 20:15 | buy | 894 | 0.10 | 112.420 | 111.620 | 114.020 | ||
| 1788 | 2007.11.08 22:25 | close | 894 | 0.10 | 112.680 | 111.620 | 114.020 | 2600.00 | 1359700.00 |
| 1789 | 2007.11.13 12:52 | sell | 895 | 0.10 | 110.025 | 110.825 | 108.825 | ||
| 1790 | 2007.11.13 13:30 | close | 895 | 0.10 | 109.935 | 110.825 | 108.825 | 900.00 | 1360600.00 |
| 1791 | 2007.11.14 20:10 | buy | 896 | 0.10 | 111.460 | 110.660 | 113.060 | ||
| 1792 | 2007.11.15 02:54 | close | 896 | 0.10 | 111.425 | 110.660 | 113.060 | -170.00 | 1360430.00 |
| 1793 | 2007.11.15 02:54 | sell | 897 | 0.10 | 111.425 | 112.225 | 110.225 | ||
| 1794 | 2007.11.15 05:27 | close | 897 | 0.10 | 111.325 | 112.225 | 110.225 | 1000.00 | 1361430.00 |
| 1795 | 2007.11.16 01:05 | sell | 898 | 0.10 | 110.425 | 111.225 | 109.225 | ||
| 1796 | 2007.11.16 02:15 | close | 898 | 0.10 | 110.320 | 111.225 | 109.225 | 1050.00 | 1362480.00 |
| 1797 | 2007.11.19 20:00 | buy | 899 | 0.10 | 110.080 | 109.280 | 111.680 | ||
| 1798 | 2007.11.20 02:54 | close | 899 | 0.10 | 109.910 | 109.280 | 111.680 | -1520.00 | 1360960.00 |
| 1799 | 2007.11.22 05:30 | sell | 900 | 0.10 | 108.920 | 109.720 | 107.720 | ||
| 1800 | 2007.11.22 05:36 | close | 900 | 0.10 | 108.850 | 109.720 | 107.720 | 700.00 | 1361660.00 |