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 |
| 1801 | 2007.11.22 06:15 | sell | 901 | 0.10 | 109.060 | 109.860 | 107.860 | ||
| 1802 | 2007.11.22 06:27 | close | 901 | 0.10 | 108.990 | 109.860 | 107.860 | 700.00 | 1362360.00 |
| 1803 | 2007.11.22 18:10 | buy | 902 | 0.10 | 108.540 | 107.740 | 110.140 | ||
| 1804 | 2007.11.23 02:54 | close | 902 | 0.10 | 108.570 | 107.740 | 110.140 | 840.00 | 1363200.00 |
| 1805 | 2007.11.23 02:54 | sell | 903 | 0.10 | 108.570 | 109.370 | 107.370 | ||
| 1806 | 2007.11.23 03:07 | close | 903 | 0.10 | 108.460 | 109.370 | 107.370 | 1100.00 | 1364300.00 |
| 1807 | 2007.11.26 01:20 | sell | 904 | 0.10 | 108.535 | 109.335 | 107.335 | ||
| 1808 | 2007.11.26 05:00 | close | 904 | 0.10 | 108.575 | 109.335 | 107.335 | -400.00 | 1363900.00 |
| 1809 | 2007.11.28 22:05 | buy | 905 | 0.10 | 110.020 | 109.220 | 111.620 | ||
| 1810 | 2007.11.28 23:15 | close | 905 | 0.10 | 110.150 | 109.220 | 111.620 | 1300.00 | 1365200.00 |
| 1811 | 2007.11.29 18:00 | buy | 906 | 0.10 | 109.680 | 108.880 | 111.280 | ||
| 1812 | 2007.11.29 18:15 | close | 906 | 0.10 | 109.890 | 108.880 | 111.280 | 2100.00 | 1367300.00 |
| 1813 | 2007.11.29 20:10 | buy | 907 | 0.10 | 109.735 | 108.935 | 111.335 | ||
| 1814 | 2007.11.29 22:05 | close | 907 | 0.10 | 109.885 | 108.935 | 111.335 | 1500.00 | 1368800.00 |
| 1815 | 2007.11.30 02:54 | sell | 908 | 0.10 | 110.020 | 110.820 | 108.820 | ||
| 1816 | 2007.11.30 07:20 | close | 908 | 0.10 | 110.390 | 110.820 | 108.820 | -3700.00 | 1365100.00 |
| 1817 | 2007.12.04 01:05 | sell | 909 | 0.10 | 110.520 | 111.320 | 109.320 | ||
| 1818 | 2007.12.04 01:17 | close | 909 | 0.10 | 110.420 | 111.320 | 109.320 | 1000.00 | 1366100.00 |
| 1819 | 2007.12.04 22:55 | buy | 910 | 0.10 | 109.820 | 109.020 | 111.420 | ||
| 1820 | 2007.12.05 02:35 | close | 910 | 0.10 | 109.970 | 109.020 | 111.420 | 1680.00 | 1367780.00 |
| 1821 | 2007.12.05 20:25 | buy | 911 | 0.10 | 110.390 | 109.590 | 111.990 | ||
| 1822 | 2007.12.05 20:40 | close | 911 | 0.10 | 110.485 | 109.590 | 111.990 | 950.00 | 1368730.00 |
| 1823 | 2007.12.12 01:55 | sell | 912 | 0.10 | 110.810 | 111.610 | 109.610 | ||
| 1824 | 2007.12.12 08:25 | close | 912 | 0.10 | 111.000 | 111.610 | 109.610 | -1900.00 | 1366830.00 |
| 1825 | 2007.12.12 22:10 | buy | 913 | 0.10 | 111.990 | 111.190 | 113.590 | ||
| 1826 | 2007.12.12 22:50 | close | 913 | 0.10 | 112.090 | 111.190 | 113.590 | 1000.00 | 1367830.00 |
| 1827 | 2007.12.13 20:00 | buy | 914 | 0.10 | 112.135 | 111.335 | 113.735 | ||
| 1828 | 2007.12.14 01:55 | close | 914 | 0.10 | 112.415 | 111.335 | 113.735 | 3340.00 | 1371170.00 |
| 1829 | 2007.12.14 02:55 | sell | 915 | 0.10 | 112.530 | 113.330 | 111.330 | ||
| 1830 | 2007.12.14 06:03 | close | 915 | 0.10 | 112.395 | 113.330 | 111.330 | 1350.00 | 1372520.00 |
| 1831 | 2007.12.17 21:14 | buy | 916 | 0.10 | 113.095 | 112.295 | 114.695 | ||
| 1832 | 2007.12.18 01:49 | close | 916 | 0.10 | 112.875 | 112.295 | 114.695 | -2020.00 | 1370500.00 |
| 1833 | 2007.12.19 20:00 | buy | 917 | 0.10 | 113.390 | 112.590 | 114.990 | ||
| 1834 | 2007.12.20 02:55 | close | 917 | 0.10 | 113.290 | 112.590 | 114.990 | -820.00 | 1369680.00 |
| 1835 | 2007.12.26 12:44 | buy | 918 | 0.10 | 114.185 | 113.385 | 115.785 | ||
| 1836 | 2007.12.26 16:58 | close | 918 | 0.10 | 114.100 | 113.385 | 115.785 | -850.00 | 1368830.00 |
| 1837 | 2008.01.02 01:25 | sell | 919 | 0.10 | 111.930 | 112.730 | 110.730 | ||
| 1838 | 2008.01.02 01:56 | close | 919 | 0.10 | 111.845 | 112.730 | 110.730 | 850.00 | 1369680.00 |
| 1839 | 2008.01.03 20:30 | buy | 920 | 0.10 | 109.425 | 108.625 | 111.025 | ||
| 1840 | 2008.01.04 00:50 | close | 920 | 0.10 | 109.560 | 108.625 | 111.025 | 1890.00 | 1371570.00 |
| 1841 | 2008.01.07 01:00 | sell | 921 | 0.10 | 108.630 | 109.430 | 107.430 | ||
| 1842 | 2008.01.07 08:25 | close | 921 | 0.10 | 108.955 | 109.430 | 107.430 | -3250.00 | 1368320.00 |
| 1843 | 2008.01.09 20:25 | buy | 922 | 0.10 | 109.420 | 108.620 | 111.020 | ||
| 1844 | 2008.01.09 22:20 | close | 922 | 0.10 | 109.605 | 108.620 | 111.020 | 1850.00 | 1370170.00 |
| 1845 | 2008.01.11 01:10 | sell | 923 | 0.10 | 109.495 | 110.295 | 108.295 | ||
| 1846 | 2008.01.11 05:39 | close | 923 | 0.10 | 109.415 | 110.295 | 108.295 | 800.00 | 1370970.00 |
| 1847 | 2008.01.14 20:10 | buy | 924 | 0.10 | 108.140 | 107.340 | 109.740 | ||
| 1848 | 2008.01.15 02:54 | close | 924 | 0.10 | 108.040 | 107.340 | 109.740 | -820.00 | 1370150.00 |
| 1849 | 2008.01.16 01:05 | sell | 925 | 0.10 | 106.935 | 107.735 | 105.735 | ||
| 1850 | 2008.01.16 01:14 | close | 925 | 0.10 | 106.820 | 107.735 | 105.735 | 1150.00 | 1371300.00 |
| 1851 | 2008.01.17 20:00 | buy | 926 | 0.10 | 107.075 | 106.275 | 108.675 | ||
| 1852 | 2008.01.18 02:54 | close | 926 | 0.10 | 106.725 | 106.275 | 108.675 | -2960.00 | 1368340.00 |
| 1853 | 2008.01.18 02:54 | sell | 927 | 0.10 | 106.725 | 107.525 | 105.525 | ||
| 1854 | 2008.01.18 03:55 | close | 927 | 0.10 | 106.645 | 107.525 | 105.525 | 800.00 | 1369140.00 |
| 1855 | 2008.01.21 01:00 | sell | 928 | 0.10 | 106.810 | 107.610 | 105.610 | ||
| 1856 | 2008.01.21 04:10 | close | 928 | 0.10 | 106.740 | 107.610 | 105.610 | 700.00 | 1369840.00 |
| 1857 | 2008.01.22 04:40 | sell | 929 | 0.10 | 106.340 | 107.140 | 105.140 | ||
| 1858 | 2008.01.22 04:53 | close | 929 | 0.10 | 106.265 | 107.140 | 105.140 | 750.00 | 1370590.00 |
| 1859 | 2008.01.22 21:15 | buy | 930 | 0.10 | 106.480 | 105.680 | 108.080 | ||
| 1860 | 2008.01.22 21:20 | close | 930 | 0.10 | 106.570 | 105.680 | 108.080 | 900.00 | 1371490.00 |
| 1861 | 2008.01.23 01:10 | sell | 931 | 0.10 | 106.720 | 107.520 | 105.520 | ||
| 1862 | 2008.01.23 05:12 | close | 931 | 0.10 | 106.645 | 107.520 | 105.520 | 750.00 | 1372240.00 |
| 1863 | 2008.01.24 01:15 | sell | 932 | 0.10 | 106.895 | 107.695 | 105.695 | ||
| 1864 | 2008.01.24 01:35 | close | 932 | 0.10 | 106.795 | 107.695 | 105.695 | 1000.00 | 1373240.00 |
| 1865 | 2008.01.24 18:00 | buy | 933 | 0.10 | 106.665 | 105.865 | 108.265 | ||
| 1866 | 2008.01.24 20:55 | close | 933 | 0.10 | 106.850 | 105.865 | 108.265 | 1850.00 | 1375090.00 |
| 1867 | 2008.01.24 22:05 | buy | 934 | 0.10 | 106.810 | 106.010 | 108.410 | ||
| 1868 | 2008.01.24 23:25 | close | 934 | 0.10 | 107.000 | 106.010 | 108.410 | 1900.00 | 1376990.00 |
| 1869 | 2008.01.25 03:20 | sell | 935 | 0.10 | 107.240 | 108.040 | 106.040 | ||
| 1870 | 2008.01.25 07:20 | close | 935 | 0.10 | 107.420 | 108.040 | 106.040 | -1800.00 | 1375190.00 |
| 1871 | 2008.01.29 12:54 | sell | 936 | 0.10 | 106.735 | 107.535 | 105.535 | ||
| 1872 | 2008.01.29 13:47 | close | 936 | 0.10 | 106.780 | 107.535 | 105.535 | -450.00 | 1374740.00 |
| 1873 | 2008.01.29 18:00 | buy | 937 | 0.10 | 106.930 | 106.130 | 108.530 | ||
| 1874 | 2008.01.29 18:35 | close | 937 | 0.10 | 107.100 | 106.130 | 108.530 | 1700.00 | 1376440.00 |
| 1875 | 2008.01.29 19:25 | buy | 938 | 0.10 | 107.035 | 106.235 | 108.635 | ||
| 1876 | 2008.01.30 02:54 | close | 938 | 0.10 | 106.920 | 106.235 | 108.635 | -970.00 | 1375470.00 |
| 1877 | 2008.02.01 01:15 | sell | 939 | 0.10 | 106.460 | 107.260 | 105.260 | ||
| 1878 | 2008.02.01 01:40 | close | 939 | 0.10 | 106.365 | 107.260 | 105.260 | 950.00 | 1376420.00 |
| 1879 | 2008.02.04 01:30 | sell | 940 | 0.10 | 106.690 | 107.490 | 105.490 | ||
| 1880 | 2008.02.04 01:49 | close | 940 | 0.10 | 106.560 | 107.490 | 105.490 | 1300.00 | 1377720.00 |
| 1881 | 2008.02.04 20:05 | buy | 941 | 0.10 | 106.730 | 105.930 | 108.330 | ||
| 1882 | 2008.02.05 02:54 | close | 941 | 0.10 | 106.755 | 105.930 | 108.330 | 430.00 | 1378150.00 |
| 1883 | 2008.02.06 12:11 | sell | 942 | 0.10 | 106.465 | 107.265 | 105.265 | ||
| 1884 | 2008.02.06 15:05 | close | 942 | 0.10 | 106.465 | 107.265 | 105.265 | 0.00 | 1378150.00 |
| 1885 | 2008.02.14 12:11 | buy | 943 | 0.10 | 108.240 | 107.440 | 109.840 | ||
| 1886 | 2008.02.14 13:18 | close | 943 | 0.10 | 108.330 | 107.440 | 109.840 | 900.00 | 1379050.00 |
| 1887 | 2008.02.14 20:05 | buy | 944 | 0.10 | 107.940 | 107.140 | 109.540 | ||
| 1888 | 2008.02.15 02:54 | close | 944 | 0.10 | 107.920 | 107.140 | 109.540 | 340.00 | 1379390.00 |
| 1889 | 2008.02.15 02:54 | sell | 945 | 0.10 | 107.920 | 108.720 | 106.720 | ||
| 1890 | 2008.02.15 04:50 | close | 945 | 0.10 | 107.820 | 108.720 | 106.720 | 1000.00 | 1380390.00 |
| 1891 | 2008.02.19 22:00 | buy | 946 | 0.10 | 107.610 | 106.810 | 109.210 | ||
| 1892 | 2008.02.20 01:25 | close | 946 | 0.10 | 107.935 | 106.810 | 109.210 | 3430.00 | 1383820.00 |
| 1893 | 2008.02.21 01:25 | buy | 947 | 0.10 | 107.980 | 107.180 | 109.580 | ||
| 1894 | 2008.02.21 02:01 | close | 947 | 0.10 | 108.055 | 107.180 | 109.580 | 750.00 | 1384570.00 |
| 1895 | 2008.02.22 01:40 | sell | 948 | 0.10 | 107.410 | 108.210 | 106.210 | ||
| 1896 | 2008.02.22 08:25 | close | 948 | 0.10 | 107.510 | 108.210 | 106.210 | -1000.00 | 1383570.00 |
| 1897 | 2008.02.25 02:54 | sell | 949 | 0.10 | 107.410 | 108.210 | 106.210 | ||
| 1898 | 2008.02.25 03:14 | close | 949 | 0.10 | 107.270 | 108.210 | 106.210 | 1400.00 | 1384970.00 |
| 1899 | 2008.02.27 01:25 | sell | 950 | 0.10 | 107.335 | 108.135 | 106.135 | ||
| 1900 | 2008.02.27 01:35 | close | 950 | 0.10 | 107.240 | 108.135 | 106.135 | 950.00 | 1385920.00 |
| 1901 | 2008.02.28 01:15 | sell | 951 | 0.10 | 106.495 | 107.295 | 105.295 | ||
| 1902 | 2008.02.28 01:40 | close | 951 | 0.10 | 106.390 | 107.295 | 105.295 | 1050.00 | 1386970.00 |
| 1903 | 2008.02.28 19:00 | buy | 952 | 0.10 | 105.665 | 104.865 | 107.265 | ||
| 1904 | 2008.02.29 01:46 | s/l | 952 | 0.10 | 104.865 | 104.865 | 107.265 | -7460.00 | 1379510.00 |
| 1905 | 2008.03.03 12:06 | sell | 953 | 0.10 | 103.165 | 103.965 | 101.965 | ||
| 1906 | 2008.03.03 12:20 | close | 953 | 0.10 | 103.080 | 103.965 | 101.965 | 850.00 | 1380360.00 |
| 1907 | 2008.03.04 20:10 | buy | 954 | 0.10 | 102.740 | 101.940 | 104.340 | ||
| 1908 | 2008.03.04 20:20 | close | 954 | 0.10 | 102.870 | 101.940 | 104.340 | 1300.00 | 1381660.00 |
| 1909 | 2008.03.10 01:15 | buy | 955 | 0.10 | 102.505 | 101.705 | 104.105 | ||
| 1910 | 2008.03.10 03:54 | close | 955 | 0.10 | 102.350 | 101.705 | 104.105 | -1550.00 | 1380110.00 |
| 1911 | 2008.03.11 01:35 | sell | 956 | 0.10 | 101.800 | 102.600 | 100.600 | ||
| 1912 | 2008.03.11 02:25 | close | 956 | 0.10 | 101.700 | 102.600 | 100.600 | 1000.00 | 1381110.00 |
| 1913 | 2008.03.11 12:15 | sell | 957 | 0.10 | 102.075 | 102.875 | 100.875 | ||
| 1914 | 2008.03.11 13:08 | close | 957 | 0.10 | 102.010 | 102.875 | 100.875 | 650.00 | 1381760.00 |
| 1915 | 2008.03.13 22:00 | buy | 958 | 0.10 | 101.030 | 100.230 | 102.630 | ||
| 1916 | 2008.03.14 03:54 | close | 958 | 0.10 | 101.010 | 100.230 | 102.630 | 340.00 | 1382100.00 |
| 1917 | 2008.03.18 01:15 | sell | 959 | 0.10 | 97.545 | 98.345 | 96.345 | ||
| 1918 | 2008.03.18 01:30 | close | 959 | 0.10 | 97.450 | 98.345 | 96.345 | 950.00 | 1383050.00 |
| 1919 | 2008.03.18 12:16 | sell | 960 | 0.10 | 97.780 | 98.580 | 96.580 | ||
| 1920 | 2008.03.18 13:01 | close | 960 | 0.10 | 97.700 | 98.580 | 96.580 | 800.00 | 1383850.00 |
| 1921 | 2008.03.24 01:30 | sell | 961 | 0.10 | 99.530 | 100.330 | 98.330 | ||
| 1922 | 2008.03.24 08:25 | close | 961 | 0.10 | 99.900 | 100.330 | 98.330 | -3700.00 | 1380150.00 |
| 1923 | 2008.03.24 20:10 | buy | 962 | 0.10 | 100.755 | 99.955 | 102.355 | ||
| 1924 | 2008.03.25 03:54 | close | 962 | 0.10 | 100.720 | 99.955 | 102.355 | -170.00 | 1379980.00 |
| 1925 | 2008.03.25 04:10 | sell | 963 | 0.10 | 100.800 | 101.600 | 99.600 | ||
| 1926 | 2008.03.25 05:25 | close | 963 | 0.10 | 100.690 | 101.600 | 99.600 | 1100.00 | 1381080.00 |
| 1927 | 2008.03.27 11:00 | sell | 964 | 0.10 | 99.375 | 100.175 | 98.175 | ||
| 1928 | 2008.03.27 12:30 | close | 964 | 0.10 | 99.420 | 100.175 | 98.175 | -450.00 | 1380630.00 |
| 1929 | 2008.03.27 20:50 | buy | 965 | 0.10 | 99.730 | 98.930 | 101.330 | ||
| 1930 | 2008.03.27 21:25 | close | 965 | 0.10 | 99.885 | 98.930 | 101.330 | 1550.00 | 1382180.00 |
| 1931 | 2008.03.27 22:45 | buy | 966 | 0.10 | 99.735 | 98.935 | 101.335 | ||
| 1932 | 2008.03.28 03:54 | close | 966 | 0.10 | 99.310 | 98.935 | 101.335 | -3710.00 | 1378470.00 |
| 1933 | 2008.04.03 21:50 | buy | 967 | 0.10 | 102.330 | 101.530 | 103.930 | ||
| 1934 | 2008.04.04 02:15 | close | 967 | 0.10 | 102.420 | 101.530 | 103.930 | 1440.00 | 1379910.00 |
| 1935 | 2008.04.04 04:10 | sell | 968 | 0.10 | 102.550 | 103.350 | 101.350 | ||
| 1936 | 2008.04.04 05:17 | close | 968 | 0.10 | 102.450 | 103.350 | 101.350 | 1000.00 | 1380910.00 |
| 1937 | 2008.04.08 21:20 | buy | 969 | 0.10 | 102.370 | 101.570 | 103.970 | ||
| 1938 | 2008.04.08 21:50 | close | 969 | 0.10 | 102.465 | 101.570 | 103.970 | 950.00 | 1381860.00 |
| 1939 | 2008.04.14 01:00 | sell | 970 | 0.10 | 101.240 | 102.040 | 100.040 | ||
| 1940 | 2008.04.14 01:29 | close | 970 | 0.10 | 101.160 | 102.040 | 100.040 | 800.00 | 1382660.00 |
| 1941 | 2008.04.14 01:45 | sell | 971 | 0.10 | 101.330 | 102.130 | 100.130 | ||
| 1942 | 2008.04.14 02:05 | close | 971 | 0.10 | 101.230 | 102.130 | 100.130 | 1000.00 | 1383660.00 |
| 1943 | 2008.04.15 04:00 | sell | 972 | 0.10 | 101.140 | 101.940 | 99.940 | ||
| 1944 | 2008.04.15 06:55 | close | 972 | 0.10 | 101.200 | 101.940 | 99.940 | -600.00 | 1383060.00 |
| 1945 | 2008.04.17 22:05 | buy | 973 | 0.10 | 102.545 | 101.745 | 104.145 | ||
| 1946 | 2008.04.18 03:54 | close | 973 | 0.10 | 102.535 | 101.745 | 104.145 | 440.00 | 1383500.00 |
| 1947 | 2008.04.18 03:54 | sell | 974 | 0.10 | 102.535 | 103.335 | 101.335 | ||
| 1948 | 2008.04.18 05:35 | close | 974 | 0.10 | 102.450 | 103.335 | 101.335 | 850.00 | 1384350.00 |
| 1949 | 2008.04.21 21:30 | buy | 975 | 0.10 | 103.070 | 102.270 | 104.670 | ||
| 1950 | 2008.04.21 21:35 | close | 975 | 0.10 | 103.165 | 102.270 | 104.670 | 950.00 | 1385300.00 |