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 |
| 1951 | 2008.04.23 23:36 | buy | 976 | 0.10 | 103.425 | 102.625 | 105.025 | ||
| 1952 | 2008.04.24 00:31 | close | 976 | 0.10 | 103.425 | 102.625 | 105.025 | 180.00 | 1385480.00 |
| 1953 | 2008.04.25 04:00 | sell | 977 | 0.10 | 104.350 | 105.150 | 103.150 | ||
| 1954 | 2008.04.25 05:40 | close | 977 | 0.10 | 104.235 | 105.150 | 103.150 | 1150.00 | 1386630.00 |
| 1955 | 2008.04.28 12:05 | buy | 978 | 0.10 | 104.400 | 103.600 | 106.000 | ||
| 1956 | 2008.04.28 13:09 | close | 978 | 0.10 | 104.480 | 103.600 | 106.000 | 800.00 | 1387430.00 |
| 1957 | 2008.04.28 22:05 | buy | 979 | 0.10 | 104.265 | 103.465 | 105.865 | ||
| 1958 | 2008.04.29 03:55 | close | 979 | 0.10 | 104.140 | 103.465 | 105.865 | -1070.00 | 1386360.00 |
| 1959 | 2008.04.30 03:54 | sell | 980 | 0.10 | 104.120 | 104.920 | 102.920 | ||
| 1960 | 2008.04.30 07:30 | close | 980 | 0.10 | 104.000 | 104.920 | 102.920 | 1200.00 | 1387560.00 |
| 1961 | 2008.04.30 21:55 | buy | 981 | 0.10 | 104.145 | 103.345 | 105.745 | ||
| 1962 | 2008.05.01 03:54 | close | 981 | 0.10 | 103.820 | 103.345 | 105.745 | -3070.00 | 1384490.00 |
| 1963 | 2008.05.07 21:05 | buy | 982 | 0.10 | 105.065 | 104.265 | 106.665 | ||
| 1964 | 2008.05.08 00:40 | close | 982 | 0.10 | 104.710 | 104.265 | 106.665 | -3370.00 | 1381120.00 |
| 1965 | 2008.05.08 23:35 | buy | 983 | 0.10 | 103.745 | 102.945 | 105.345 | ||
| 1966 | 2008.05.09 02:05 | close | 983 | 0.10 | 103.950 | 102.945 | 105.345 | 2590.00 | 1383710.00 |
| 1967 | 2008.05.12 01:10 | sell | 984 | 0.10 | 103.050 | 103.850 | 101.850 | ||
| 1968 | 2008.05.12 01:50 | close | 984 | 0.10 | 102.980 | 103.850 | 101.850 | 700.00 | 1384410.00 |
| 1969 | 2008.05.12 06:00 | sell | 985 | 0.10 | 103.395 | 104.195 | 102.195 | ||
| 1970 | 2008.05.12 07:09 | close | 985 | 0.10 | 103.370 | 104.195 | 102.195 | 250.00 | 1384660.00 |
| 1971 | 2008.05.14 21:30 | buy | 986 | 0.10 | 105.320 | 104.520 | 106.920 | ||
| 1972 | 2008.05.15 03:54 | close | 986 | 0.10 | 105.270 | 104.520 | 106.920 | -320.00 | 1384340.00 |
| 1973 | 2008.05.19 21:10 | buy | 987 | 0.10 | 104.435 | 103.635 | 106.035 | ||
| 1974 | 2008.05.20 03:54 | close | 987 | 0.10 | 104.300 | 103.635 | 106.035 | -1170.00 | 1383170.00 |
| 1975 | 2008.05.22 11:39 | sell | 988 | 0.10 | 103.370 | 104.170 | 102.170 | ||
| 1976 | 2008.05.22 11:52 | close | 988 | 0.10 | 103.300 | 104.170 | 102.170 | 700.00 | 1383870.00 |
| 1977 | 2008.05.22 19:00 | buy | 989 | 0.10 | 104.050 | 103.250 | 105.650 | ||
| 1978 | 2008.05.22 21:15 | close | 989 | 0.10 | 104.215 | 103.250 | 105.650 | 1650.00 | 1385520.00 |
| 1979 | 2008.05.22 22:35 | buy | 990 | 0.10 | 104.300 | 103.500 | 105.900 | ||
| 1980 | 2008.05.23 03:54 | close | 990 | 0.10 | 104.115 | 103.500 | 105.900 | -1310.00 | 1384210.00 |
| 1981 | 2008.05.23 03:54 | sell | 991 | 0.10 | 104.115 | 104.915 | 102.915 | ||
| 1982 | 2008.05.23 06:10 | close | 991 | 0.10 | 104.080 | 104.915 | 102.915 | 350.00 | 1384560.00 |
| 1983 | 2008.05.26 01:20 | sell | 992 | 0.10 | 103.350 | 104.150 | 102.150 | ||
| 1984 | 2008.05.26 02:32 | close | 992 | 0.10 | 103.270 | 104.150 | 102.150 | 800.00 | 1385360.00 |
| 1985 | 2008.05.26 11:30 | sell | 993 | 0.10 | 103.430 | 104.230 | 102.230 | ||
| 1986 | 2008.05.26 12:08 | close | 993 | 0.10 | 103.390 | 104.230 | 102.230 | 400.00 | 1385760.00 |
| 1987 | 2008.05.30 03:54 | sell | 994 | 0.10 | 105.700 | 106.500 | 104.500 | ||
| 1988 | 2008.05.30 05:00 | close | 994 | 0.10 | 105.600 | 106.500 | 104.500 | 1000.00 | 1386760.00 |
| 1989 | 2008.06.03 21:30 | buy | 995 | 0.10 | 104.875 | 104.075 | 106.475 | ||
| 1990 | 2008.06.03 22:05 | close | 995 | 0.10 | 105.005 | 104.075 | 106.475 | 1300.00 | 1388060.00 |
| 1991 | 2008.06.05 03:54 | sell | 996 | 0.10 | 105.370 | 106.170 | 104.170 | ||
| 1992 | 2008.06.05 08:20 | close | 996 | 0.10 | 105.570 | 106.170 | 104.170 | -2000.00 | 1386060.00 |
| 1993 | 2008.06.05 21:07 | buy | 997 | 0.10 | 105.800 | 105.000 | 107.400 | ||
| 1994 | 2008.06.05 22:10 | close | 997 | 0.10 | 105.835 | 105.000 | 107.400 | 350.00 | 1386410.00 |
| 1995 | 2008.06.09 21:15 | buy | 998 | 0.10 | 106.050 | 105.250 | 107.650 | ||
| 1996 | 2008.06.09 22:30 | close | 998 | 0.10 | 106.220 | 105.250 | 107.650 | 1700.00 | 1388110.00 |
| 1997 | 2008.06.11 12:15 | buy | 999 | 0.10 | 107.470 | 106.670 | 109.070 | ||
| 1998 | 2008.06.11 17:11 | s/l | 999 | 0.10 | 106.670 | 106.670 | 109.070 | -8000.00 | 1380110.00 |
| 1999 | 2008.06.12 21:10 | buy | 1000 | 0.10 | 107.885 | 107.085 | 109.485 | ||
| 2000 | 2008.06.13 03:54 | close | 1000 | 0.10 | 107.890 | 107.085 | 109.485 | 590.00 | 1380700.00 |
| 2001 | 2008.06.17 06:45 | buy | 1001 | 0.10 | 107.780 | 106.980 | 109.380 | ||
| 2002 | 2008.06.17 07:42 | close | 1001 | 0.10 | 107.860 | 106.980 | 109.380 | 800.00 | 1381500.00 |
| 2003 | 2008.06.18 21:00 | buy | 1002 | 0.10 | 107.785 | 106.985 | 109.385 | ||
| 2004 | 2008.06.18 22:10 | close | 1002 | 0.10 | 107.875 | 106.985 | 109.385 | 900.00 | 1382400.00 |
| 2005 | 2008.06.19 21:00 | buy | 1003 | 0.10 | 107.870 | 107.070 | 109.470 | ||
| 2006 | 2008.06.20 02:55 | close | 1003 | 0.10 | 108.050 | 107.070 | 109.470 | 2340.00 | 1384740.00 |
| 2007 | 2008.06.23 01:45 | sell | 1004 | 0.10 | 107.510 | 108.310 | 106.310 | ||
| 2008 | 2008.06.23 02:05 | close | 1004 | 0.10 | 107.410 | 108.310 | 106.310 | 1000.00 | 1385740.00 |
| 2009 | 2008.06.23 21:55 | buy | 1005 | 0.10 | 107.820 | 107.020 | 109.420 | ||
| 2010 | 2008.06.23 23:27 | close | 1005 | 0.10 | 107.870 | 107.020 | 109.420 | 500.00 | 1386240.00 |
| 2011 | 2008.06.24 12:44 | buy | 1006 | 0.10 | 107.875 | 107.075 | 109.475 | ||
| 2012 | 2008.06.24 12:57 | close | 1006 | 0.10 | 107.980 | 107.075 | 109.475 | 1050.00 | 1387290.00 |
| 2013 | 2008.06.24 22:35 | buy | 1007 | 0.10 | 107.810 | 107.010 | 109.410 | ||
| 2014 | 2008.06.25 03:54 | close | 1007 | 0.10 | 107.795 | 107.010 | 109.410 | 30.00 | 1387320.00 |
| 2015 | 2008.06.25 21:01 | buy | 1008 | 0.10 | 108.170 | 107.370 | 109.770 | ||
| 2016 | 2008.06.25 21:10 | close | 1008 | 0.10 | 108.260 | 107.370 | 109.770 | 900.00 | 1388220.00 |
| 2017 | 2008.06.25 21:30 | buy | 1009 | 0.10 | 107.955 | 107.155 | 109.555 | ||
| 2018 | 2008.06.25 23:38 | close | 1009 | 0.10 | 107.850 | 107.155 | 109.555 | -1050.00 | 1387170.00 |
| 2019 | 2008.06.26 15:30 | buy | 1010 | 0.10 | 107.555 | 106.755 | 109.155 | ||
| 2020 | 2008.06.26 15:47 | close | 1010 | 0.10 | 107.620 | 106.755 | 109.155 | 650.00 | 1387820.00 |
| 2021 | 2008.06.27 01:05 | sell | 1011 | 0.10 | 106.910 | 107.710 | 105.710 | ||
| 2022 | 2008.06.27 02:32 | close | 1011 | 0.10 | 106.815 | 107.710 | 105.710 | 950.00 | 1388770.00 |
| 2023 | 2008.06.30 03:54 | sell | 1012 | 0.10 | 106.380 | 107.180 | 105.180 | ||
| 2024 | 2008.06.30 05:39 | close | 1012 | 0.10 | 106.275 | 107.180 | 105.180 | 1050.00 | 1389820.00 |
| 2025 | 2008.06.30 18:45 | sell | 1013 | 0.10 | 106.180 | 106.980 | 104.980 | ||
| 2026 | 2008.06.30 20:29 | close | 1013 | 0.10 | 106.125 | 106.980 | 104.980 | 550.00 | 1390370.00 |
| 2027 | 2008.07.03 01:45 | sell | 1014 | 0.10 | 105.950 | 106.750 | 104.750 | ||
| 2028 | 2008.07.03 03:10 | close | 1014 | 0.10 | 105.840 | 106.750 | 104.750 | 1100.00 | 1391470.00 |
| 2029 | 2008.07.09 13:35 | buy | 1015 | 0.10 | 107.320 | 106.520 | 108.920 | ||
| 2030 | 2008.07.09 14:03 | close | 1015 | 0.10 | 107.440 | 106.520 | 108.920 | 1200.00 | 1392670.00 |
| 2031 | 2008.07.09 21:35 | buy | 1016 | 0.10 | 106.850 | 106.050 | 108.450 | ||
| 2032 | 2008.07.10 03:54 | close | 1016 | 0.10 | 106.900 | 106.050 | 108.450 | 680.00 | 1393350.00 |
| 2033 | 2008.07.10 03:54 | sell | 1017 | 0.10 | 106.900 | 107.700 | 105.700 | ||
| 2034 | 2008.07.10 03:59 | close | 1017 | 0.10 | 106.800 | 107.700 | 105.700 | 1000.00 | 1394350.00 |
| 2035 | 2008.07.14 01:20 | sell | 1018 | 0.10 | 106.405 | 107.205 | 105.205 | ||
| 2036 | 2008.07.14 05:50 | close | 1018 | 0.10 | 106.420 | 107.205 | 105.205 | -150.00 | 1394200.00 |
| 2037 | 2008.07.14 21:00 | buy | 1019 | 0.10 | 106.200 | 105.400 | 107.800 | ||
| 2038 | 2008.07.15 03:54 | close | 1019 | 0.10 | 106.095 | 105.400 | 107.800 | -870.00 | 1393330.00 |
| 2039 | 2008.07.16 01:25 | sell | 1020 | 0.10 | 104.790 | 105.590 | 103.590 | ||
| 2040 | 2008.07.16 05:10 | close | 1020 | 0.10 | 104.720 | 105.590 | 103.590 | 700.00 | 1394030.00 |
| 2041 | 2008.07.17 01:10 | sell | 1021 | 0.10 | 105.225 | 106.025 | 104.025 | ||
| 2042 | 2008.07.17 02:50 | close | 1021 | 0.10 | 105.120 | 106.025 | 104.025 | 1050.00 | 1395080.00 |
| 2043 | 2008.07.18 03:54 | sell | 1022 | 0.10 | 106.450 | 107.250 | 105.250 | ||
| 2044 | 2008.07.18 04:05 | close | 1022 | 0.10 | 106.370 | 107.250 | 105.250 | 800.00 | 1395880.00 |
| 2045 | 2008.07.21 22:15 | buy | 1023 | 0.10 | 106.620 | 105.820 | 108.220 | ||
| 2046 | 2008.07.21 22:22 | close | 1023 | 0.10 | 106.690 | 105.820 | 108.220 | 700.00 | 1396580.00 |
| 2047 | 2008.07.24 09:55 | buy | 1024 | 0.10 | 107.715 | 106.915 | 109.315 | ||
| 2048 | 2008.07.24 10:23 | close | 1024 | 0.10 | 107.790 | 106.915 | 109.315 | 750.00 | 1397330.00 |
| 2049 | 2008.07.24 12:49 | buy | 1025 | 0.10 | 107.610 | 106.810 | 109.210 | ||
| 2050 | 2008.07.24 13:07 | close | 1025 | 0.10 | 107.680 | 106.810 | 109.210 | 700.00 | 1398030.00 |
| 2051 | 2008.07.24 19:20 | buy | 1026 | 0.10 | 107.590 | 106.790 | 109.190 | ||
| 2052 | 2008.07.25 03:55 | close | 1026 | 0.10 | 107.310 | 106.790 | 109.190 | -2260.00 | 1395770.00 |
| 2053 | 2008.07.28 09:38 | buy | 1027 | 0.10 | 107.630 | 106.830 | 109.230 | ||
| 2054 | 2008.07.28 09:42 | close | 1027 | 0.10 | 107.710 | 106.830 | 109.230 | 800.00 | 1396570.00 |
| 2055 | 2008.07.29 21:20 | buy | 1028 | 0.10 | 108.105 | 107.305 | 109.705 | ||
| 2056 | 2008.07.30 03:55 | close | 1028 | 0.10 | 108.060 | 107.305 | 109.705 | -270.00 | 1396300.00 |
| 2057 | 2008.07.30 12:15 | buy | 1029 | 0.10 | 107.735 | 106.935 | 109.335 | ||
| 2058 | 2008.07.30 12:25 | close | 1029 | 0.10 | 107.805 | 106.935 | 109.335 | 700.00 | 1397000.00 |
| 2059 | 2008.07.31 09:30 | buy | 1030 | 0.10 | 107.800 | 107.000 | 109.400 | ||
| 2060 | 2008.07.31 09:45 | close | 1030 | 0.10 | 107.870 | 107.000 | 109.400 | 700.00 | 1397700.00 |
| 2061 | 2008.08.05 09:05 | buy | 1031 | 0.10 | 108.060 | 107.260 | 109.660 | ||
| 2062 | 2008.08.05 09:13 | close | 1031 | 0.10 | 108.125 | 107.260 | 109.660 | 650.00 | 1398350.00 |
| 2063 | 2008.08.07 21:15 | buy | 1032 | 0.10 | 109.450 | 108.650 | 111.050 | ||
| 2064 | 2008.08.08 03:54 | close | 1032 | 0.10 | 109.550 | 108.650 | 111.050 | 1540.00 | 1399890.00 |
| 2065 | 2008.08.08 03:55 | sell | 1033 | 0.10 | 109.560 | 110.360 | 108.360 | ||
| 2066 | 2008.08.08 08:20 | close | 1033 | 0.10 | 109.590 | 110.360 | 108.360 | -300.00 | 1399590.00 |
| 2067 | 2008.08.11 11:05 | buy | 1034 | 0.10 | 109.830 | 109.030 | 111.430 | ||
| 2068 | 2008.08.11 11:26 | close | 1034 | 0.10 | 109.895 | 109.030 | 111.430 | 650.00 | 1400240.00 |
| 2069 | 2008.08.11 21:34 | buy | 1035 | 0.10 | 110.150 | 109.350 | 111.750 | ||
| 2070 | 2008.08.11 22:51 | close | 1035 | 0.10 | 110.170 | 109.350 | 111.750 | 200.00 | 1400440.00 |
| 2071 | 2008.08.12 21:05 | buy | 1036 | 0.10 | 109.590 | 108.790 | 111.190 | ||
| 2072 | 2008.08.13 03:54 | close | 1036 | 0.10 | 109.000 | 108.790 | 111.190 | -5720.00 | 1394720.00 |
| 2073 | 2008.08.14 21:00 | buy | 1037 | 0.10 | 109.880 | 109.080 | 111.480 | ||
| 2074 | 2008.08.15 03:54 | close | 1037 | 0.10 | 109.860 | 109.080 | 111.480 | 340.00 | 1395060.00 |
| 2075 | 2008.08.18 01:25 | buy | 1038 | 0.10 | 110.370 | 109.570 | 111.970 | ||
| 2076 | 2008.08.18 02:19 | close | 1038 | 0.10 | 110.390 | 109.570 | 111.970 | 200.00 | 1395260.00 |
| 2077 | 2008.08.18 23:15 | buy | 1039 | 0.10 | 109.995 | 109.195 | 111.595 | ||
| 2078 | 2008.08.19 00:10 | close | 1039 | 0.10 | 110.115 | 109.195 | 111.595 | 1380.00 | 1396640.00 |
| 2079 | 2008.08.19 06:00 | buy | 1040 | 0.10 | 109.760 | 108.960 | 111.360 | ||
| 2080 | 2008.08.19 07:35 | close | 1040 | 0.10 | 109.840 | 108.960 | 111.360 | 800.00 | 1397440.00 |
| 2081 | 2008.08.19 23:25 | buy | 1041 | 0.10 | 109.710 | 108.910 | 111.310 | ||
| 2082 | 2008.08.20 03:54 | close | 1041 | 0.10 | 109.860 | 108.910 | 111.310 | 1680.00 | 1399120.00 |
| 2083 | 2008.08.20 03:54 | sell | 1042 | 0.10 | 109.860 | 110.660 | 108.660 | ||
| 2084 | 2008.08.20 08:15 | close | 1042 | 0.10 | 109.800 | 110.660 | 108.660 | 600.00 | 1399720.00 |
| 2085 | 2008.08.20 21:25 | buy | 1043 | 0.10 | 109.770 | 108.970 | 111.370 | ||
| 2086 | 2008.08.20 23:35 | close | 1043 | 0.10 | 109.870 | 108.970 | 111.370 | 1000.00 | 1400720.00 |
| 2087 | 2008.08.21 09:20 | buy | 1044 | 0.10 | 108.990 | 108.190 | 110.590 | ||
| 2088 | 2008.08.21 10:53 | close | 1044 | 0.10 | 108.920 | 108.190 | 110.590 | -700.00 | 1400020.00 |
| 2089 | 2008.08.21 14:00 | buy | 1045 | 0.10 | 108.650 | 107.850 | 110.250 | ||
| 2090 | 2008.08.21 16:40 | close | 1045 | 0.10 | 108.545 | 107.850 | 110.250 | -1050.00 | 1398970.00 |
| 2091 | 2008.08.22 01:35 | sell | 1046 | 0.10 | 108.510 | 109.310 | 107.310 | ||
| 2092 | 2008.08.22 02:57 | close | 1046 | 0.10 | 108.440 | 109.310 | 107.310 | 700.00 | 1399670.00 |
| 2093 | 2008.08.22 06:00 | sell | 1047 | 0.10 | 108.880 | 109.680 | 107.680 | ||
| 2094 | 2008.08.22 07:49 | close | 1047 | 0.10 | 108.900 | 109.680 | 107.680 | -200.00 | 1399470.00 |
| 2095 | 2008.08.25 01:45 | buy | 1048 | 0.10 | 109.950 | 109.150 | 111.550 | ||
| 2096 | 2008.08.25 03:10 | close | 1048 | 0.10 | 110.080 | 109.150 | 111.550 | 1300.00 | 1400770.00 |
| 2097 | 2008.08.25 13:50 | buy | 1049 | 0.10 | 109.805 | 109.005 | 111.405 | ||
| 2098 | 2008.08.25 14:05 | close | 1049 | 0.10 | 109.880 | 109.005 | 111.405 | 750.00 | 1401520.00 |
| 2099 | 2008.08.26 21:35 | buy | 1050 | 0.10 | 109.580 | 108.780 | 111.180 | ||
| 2100 | 2008.08.26 22:05 | close | 1050 | 0.10 | 109.695 | 108.780 | 111.180 | 1150.00 | 1402670.00 |