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 |
| 2101 | 2008.08.27 23:30 | buy | 1051 | 0.10 | 109.535 | 108.735 | 111.135 | ||
| 2102 | 2008.08.28 01:00 | close | 1051 | 0.10 | 109.540 | 108.735 | 111.135 | 230.00 | 1402900.00 |
| 2103 | 2008.08.28 21:15 | buy | 1052 | 0.10 | 109.435 | 108.635 | 111.035 | ||
| 2104 | 2008.08.28 23:05 | close | 1052 | 0.10 | 109.610 | 108.635 | 111.035 | 1750.00 | 1404650.00 |
| 2105 | 2008.09.10 03:55 | sell | 1053 | 0.10 | 107.130 | 107.930 | 105.930 | ||
| 2106 | 2008.09.10 08:20 | close | 1053 | 0.10 | 107.120 | 107.930 | 105.930 | 100.00 | 1404750.00 |
| 2107 | 2008.09.10 12:22 | sell | 1054 | 0.10 | 107.420 | 108.220 | 106.220 | ||
| 2108 | 2008.09.10 12:26 | close | 1054 | 0.10 | 107.355 | 108.220 | 106.220 | 650.00 | 1405400.00 |
| 2109 | 2008.09.16 12:10 | sell | 1055 | 0.10 | 104.080 | 104.880 | 102.880 | ||
| 2110 | 2008.09.16 12:19 | close | 1055 | 0.10 | 104.010 | 104.880 | 102.880 | 700.00 | 1406100.00 |
| 2111 | 2008.09.18 21:45 | buy | 1056 | 0.10 | 104.695 | 103.895 | 106.295 | ||
| 2112 | 2008.09.18 22:05 | close | 1056 | 0.10 | 105.220 | 103.895 | 106.295 | 5250.00 | 1411350.00 |
| 2113 | 2008.09.19 01:35 | buy | 1057 | 0.10 | 105.530 | 104.730 | 107.130 | ||
| 2114 | 2008.09.19 02:55 | close | 1057 | 0.10 | 105.890 | 104.730 | 107.130 | 3600.00 | 1414950.00 |
| 2115 | 2008.09.23 11:00 | sell | 1058 | 0.10 | 105.730 | 106.530 | 104.530 | ||
| 2116 | 2008.09.23 12:18 | close | 1058 | 0.10 | 105.560 | 106.530 | 104.530 | 1700.00 | 1416650.00 |
| 2117 | 2008.09.24 01:00 | sell | 1059 | 0.10 | 105.795 | 106.595 | 104.595 | ||
| 2118 | 2008.09.24 01:25 | close | 1059 | 0.10 | 105.700 | 106.595 | 104.595 | 950.00 | 1417600.00 |
| 2119 | 2008.09.24 19:00 | buy | 1060 | 0.10 | 106.050 | 105.250 | 107.650 | ||
| 2120 | 2008.09.24 23:30 | close | 1060 | 0.10 | 106.215 | 105.250 | 107.650 | 1650.00 | 1419250.00 |
| 2121 | 2008.09.25 01:10 | buy | 1061 | 0.10 | 106.230 | 105.430 | 107.830 | ||
| 2122 | 2008.09.25 03:54 | close | 1061 | 0.10 | 106.035 | 105.430 | 107.830 | -1950.00 | 1417300.00 |
| 2123 | 2008.09.29 01:10 | sell | 1062 | 0.10 | 106.330 | 107.130 | 105.130 | ||
| 2124 | 2008.09.29 02:05 | close | 1062 | 0.10 | 106.205 | 107.130 | 105.130 | 1250.00 | 1418550.00 |
| 2125 | 2008.09.30 12:00 | sell | 1063 | 0.10 | 105.060 | 105.860 | 103.860 | ||
| 2126 | 2008.09.30 12:07 | close | 1063 | 0.10 | 104.990 | 105.860 | 103.860 | 700.00 | 1419250.00 |
| 2127 | 2008.09.30 12:18 | sell | 1064 | 0.10 | 105.105 | 105.905 | 103.905 | ||
| 2128 | 2008.09.30 13:16 | close | 1064 | 0.10 | 105.040 | 105.905 | 103.905 | 650.00 | 1419900.00 |
| 2129 | 2008.10.02 01:45 | sell | 1065 | 0.10 | 105.905 | 106.705 | 104.705 | ||
| 2130 | 2008.10.02 04:44 | close | 1065 | 0.10 | 105.835 | 106.705 | 104.705 | 700.00 | 1420600.00 |
| 2131 | 2008.10.02 21:40 | buy | 1066 | 0.10 | 105.250 | 104.450 | 106.850 | ||
| 2132 | 2008.10.03 00:20 | close | 1066 | 0.10 | 105.385 | 104.450 | 106.850 | 1890.00 | 1422490.00 |
| 2133 | 2008.10.14 01:30 | sell | 1067 | 0.10 | 102.200 | 103.000 | 101.000 | ||
| 2134 | 2008.10.14 03:28 | s/l | 1067 | 0.10 | 103.000 | 103.000 | 101.000 | -8000.00 | 1414490.00 |
| 2135 | 2008.10.20 01:30 | buy | 1068 | 0.10 | 101.505 | 100.705 | 103.105 | ||
| 2136 | 2008.10.20 03:54 | close | 1068 | 0.10 | 101.820 | 100.705 | 103.105 | 3150.00 | 1417640.00 |
| 2137 | 2008.10.20 03:54 | sell | 1069 | 0.10 | 101.820 | 102.620 | 100.620 | ||
| 2138 | 2008.10.20 04:45 | close | 1069 | 0.10 | 101.745 | 102.620 | 100.620 | 750.00 | 1418390.00 |
| 2139 | 2008.10.21 01:00 | sell | 1070 | 0.10 | 102.100 | 102.900 | 100.900 | ||
| 2140 | 2008.10.21 01:49 | close | 1070 | 0.10 | 101.980 | 102.900 | 100.900 | 1200.00 | 1419590.00 |
| 2141 | 2008.10.23 20:10 | buy | 1071 | 0.10 | 97.215 | 96.415 | 98.815 | ||
| 2142 | 2008.10.23 21:22 | s/l | 1071 | 0.10 | 96.415 | 96.415 | 98.815 | -8000.00 | 1411590.00 |
| 2143 | 2008.11.04 21:15 | buy | 1072 | 0.10 | 99.915 | 99.115 | 101.515 | ||
| 2144 | 2008.11.05 02:54 | close | 1072 | 0.10 | 99.720 | 99.115 | 101.515 | -1770.00 | 1409820.00 |
| 2145 | 2008.11.11 01:40 | sell | 1073 | 0.10 | 98.080 | 98.880 | 96.880 | ||
| 2146 | 2008.11.11 02:09 | close | 1073 | 0.10 | 97.885 | 98.880 | 96.880 | 1950.00 | 1411770.00 |
| 2147 | 2008.11.13 20:45 | buy | 1074 | 0.10 | 95.805 | 95.005 | 97.405 | ||
| 2148 | 2008.11.13 21:10 | close | 1074 | 0.10 | 96.085 | 95.005 | 97.405 | 2800.00 | 1414570.00 |
| 2149 | 2008.11.20 14:15 | sell | 1075 | 0.10 | 95.755 | 96.555 | 94.555 | ||
| 2150 | 2008.11.20 14:38 | close | 1075 | 0.10 | 95.670 | 96.555 | 94.555 | 850.00 | 1415420.00 |
| 2151 | 2008.11.24 20:00 | buy | 1076 | 0.10 | 96.440 | 95.640 | 98.040 | ||
| 2152 | 2008.11.24 20:05 | close | 1076 | 0.10 | 96.795 | 95.640 | 98.040 | 3550.00 | 1418970.00 |
| 2153 | 2008.11.24 22:25 | buy | 1077 | 0.10 | 96.945 | 96.145 | 98.545 | ||
| 2154 | 2008.11.25 00:10 | close | 1077 | 0.10 | 97.275 | 96.145 | 98.545 | 3480.00 | 1422450.00 |
| 2155 | 2008.11.26 01:50 | sell | 1078 | 0.10 | 95.545 | 96.345 | 94.345 | ||
| 2156 | 2008.11.26 02:10 | close | 1078 | 0.10 | 95.385 | 96.345 | 94.345 | 1600.00 | 1424050.00 |
| 2157 | 2008.11.27 19:40 | buy | 1079 | 0.10 | 95.430 | 94.630 | 97.030 | ||
| 2158 | 2008.11.28 02:54 | close | 1079 | 0.10 | 95.475 | 94.630 | 97.030 | 990.00 | 1425040.00 |
| 2159 | 2008.12.03 01:15 | sell | 1080 | 0.10 | 93.290 | 94.090 | 92.090 | ||
| 2160 | 2008.12.03 01:50 | close | 1080 | 0.10 | 93.170 | 94.090 | 92.090 | 1200.00 | 1426240.00 |
| 2161 | 2008.12.04 20:25 | buy | 1081 | 0.10 | 92.655 | 91.855 | 94.255 | ||
| 2162 | 2008.12.05 02:54 | close | 1081 | 0.10 | 92.530 | 91.855 | 94.255 | -710.00 | 1425530.00 |
| 2163 | 2008.12.09 01:45 | sell | 1082 | 0.10 | 93.050 | 93.850 | 91.850 | ||
| 2164 | 2008.12.09 02:55 | close | 1082 | 0.10 | 92.955 | 93.850 | 91.850 | 950.00 | 1426480.00 |
| 2165 | 2008.12.09 12:31 | sell | 1083 | 0.10 | 92.560 | 93.360 | 91.360 | ||
| 2166 | 2008.12.09 14:01 | close | 1083 | 0.10 | 92.700 | 93.360 | 91.360 | -1400.00 | 1425080.00 |
| 2167 | 2008.12.09 20:10 | buy | 1084 | 0.10 | 92.250 | 91.450 | 93.850 | ||
| 2168 | 2008.12.10 02:15 | close | 1084 | 0.10 | 92.430 | 91.450 | 93.850 | 1980.00 | 1427060.00 |
| 2169 | 2008.12.10 02:54 | sell | 1085 | 0.10 | 92.615 | 93.415 | 91.415 | ||
| 2170 | 2008.12.10 03:15 | close | 1085 | 0.10 | 92.450 | 93.415 | 91.415 | 1650.00 | 1428710.00 |
| 2171 | 2008.12.10 21:15 | buy | 1086 | 0.10 | 92.570 | 91.770 | 94.170 | ||
| 2172 | 2008.12.10 22:30 | close | 1086 | 0.10 | 92.665 | 91.770 | 94.170 | 950.00 | 1429660.00 |
| 2173 | 2008.12.15 12:28 | sell | 1087 | 0.10 | 90.805 | 91.605 | 89.605 | ||
| 2174 | 2008.12.15 12:51 | close | 1087 | 0.10 | 90.735 | 91.605 | 89.605 | 700.00 | 1430360.00 |
| 2175 | 2008.12.16 01:30 | sell | 1088 | 0.10 | 90.710 | 91.510 | 89.510 | ||
| 2176 | 2008.12.16 01:45 | close | 1088 | 0.10 | 90.615 | 91.510 | 89.510 | 950.00 | 1431310.00 |
| 2177 | 2008.12.24 18:10 | buy | 1089 | 0.10 | 90.570 | 89.770 | 92.170 | ||
| 2178 | 2008.12.24 19:05 | close | 1089 | 0.10 | 90.730 | 89.770 | 92.170 | 1600.00 | 1432910.00 |
| 2179 | 2008.12.24 20:10 | buy | 1090 | 0.10 | 90.630 | 89.830 | 92.230 | ||
| 2180 | 2008.12.26 02:54 | close | 1090 | 0.10 | 90.795 | 89.830 | 92.230 | 2370.00 | 1435280.00 |
| 2181 | 2009.01.06 23:21 | buy | 1091 | 0.10 | 93.710 | 92.910 | 95.310 | ||
| 2182 | 2009.01.07 02:10 | close | 1091 | 0.10 | 93.585 | 92.910 | 95.310 | -1070.00 | 1434210.00 |
| 2183 | 2009.01.07 09:55 | buy | 1092 | 0.10 | 93.450 | 92.650 | 95.050 | ||
| 2184 | 2009.01.07 10:04 | close | 1092 | 0.10 | 93.525 | 92.650 | 95.050 | 750.00 | 1434960.00 |
| 2185 | 2009.01.13 01:00 | sell | 1093 | 0.10 | 89.330 | 90.130 | 88.130 | ||
| 2186 | 2009.01.13 06:35 | close | 1093 | 0.10 | 89.320 | 90.130 | 88.130 | 100.00 | 1435060.00 |
| 2187 | 2009.01.13 12:07 | sell | 1094 | 0.10 | 89.075 | 89.875 | 87.875 | ||
| 2188 | 2009.01.13 12:17 | close | 1094 | 0.10 | 88.975 | 89.875 | 87.875 | 1000.00 | 1436060.00 |
| 2189 | 2009.01.13 12:35 | sell | 1095 | 0.10 | 89.095 | 89.895 | 87.895 | ||
| 2190 | 2009.01.13 13:12 | close | 1095 | 0.10 | 89.010 | 89.895 | 87.895 | 850.00 | 1436910.00 |
| 2191 | 2009.01.14 20:10 | buy | 1096 | 0.10 | 89.200 | 88.400 | 90.800 | ||
| 2192 | 2009.01.15 02:54 | close | 1096 | 0.10 | 89.195 | 88.400 | 90.800 | 130.00 | 1437040.00 |
| 2193 | 2009.01.15 02:54 | sell | 1097 | 0.10 | 89.195 | 89.995 | 87.995 | ||
| 2194 | 2009.01.15 03:53 | close | 1097 | 0.10 | 89.090 | 89.995 | 87.995 | 1050.00 | 1438090.00 |
| 2195 | 2009.01.19 01:00 | sell | 1098 | 0.10 | 91.000 | 91.800 | 89.800 | ||
| 2196 | 2009.01.19 03:10 | close | 1098 | 0.10 | 90.895 | 91.800 | 89.800 | 1050.00 | 1439140.00 |
| 2197 | 2009.01.21 01:40 | sell | 1099 | 0.10 | 89.800 | 90.600 | 88.600 | ||
| 2198 | 2009.01.21 08:25 | close | 1099 | 0.10 | 89.885 | 90.600 | 88.600 | -850.00 | 1438290.00 |
| 2199 | 2009.01.22 20:20 | buy | 1100 | 0.10 | 88.980 | 88.180 | 90.580 | ||
| 2200 | 2009.01.22 21:05 | close | 1100 | 0.10 | 89.230 | 88.180 | 90.580 | 2500.00 | 1440790.00 |
| 2201 | 2009.01.22 21:40 | buy | 1101 | 0.10 | 89.225 | 88.425 | 90.825 | ||
| 2202 | 2009.01.23 02:54 | close | 1101 | 0.10 | 89.120 | 88.425 | 90.825 | -510.00 | 1440280.00 |
| 2203 | 2009.01.23 02:54 | sell | 1102 | 0.10 | 89.120 | 89.920 | 87.920 | ||
| 2204 | 2009.01.23 03:27 | close | 1102 | 0.10 | 88.975 | 89.920 | 87.920 | 1450.00 | 1441730.00 |
| 2205 | 2009.01.29 18:35 | buy | 1103 | 0.10 | 89.675 | 88.875 | 91.275 | ||
| 2206 | 2009.01.29 19:10 | close | 1103 | 0.10 | 89.835 | 88.875 | 91.275 | 1600.00 | 1443330.00 |
| 2207 | 2009.01.29 19:40 | buy | 1104 | 0.10 | 89.805 | 89.005 | 91.405 | ||
| 2208 | 2009.01.29 23:30 | close | 1104 | 0.10 | 89.985 | 89.005 | 91.405 | 1800.00 | 1445130.00 |
| 2209 | 2009.02.09 20:40 | buy | 1105 | 0.10 | 91.545 | 90.745 | 93.145 | ||
| 2210 | 2009.02.10 02:54 | close | 1105 | 0.10 | 91.250 | 90.745 | 93.145 | -2770.00 | 1442360.00 |
| 2211 | 2009.02.12 20:45 | buy | 1106 | 0.10 | 90.440 | 89.640 | 92.040 | ||
| 2212 | 2009.02.12 22:45 | close | 1106 | 0.10 | 90.720 | 89.640 | 92.040 | 2800.00 | 1445160.00 |
| 2213 | 2009.02.16 01:20 | buy | 1107 | 0.10 | 91.620 | 90.820 | 93.220 | ||
| 2214 | 2009.02.16 01:35 | close | 1107 | 0.10 | 91.735 | 90.820 | 93.220 | 1150.00 | 1446310.00 |
| 2215 | 2009.02.16 12:02 | buy | 1108 | 0.10 | 91.740 | 90.940 | 93.340 | ||
| 2216 | 2009.02.16 12:18 | close | 1108 | 0.10 | 91.815 | 90.940 | 93.340 | 750.00 | 1447060.00 |
| 2217 | 2009.02.16 23:03 | buy | 1109 | 0.10 | 91.705 | 90.905 | 93.305 | ||
| 2218 | 2009.02.17 01:04 | close | 1109 | 0.10 | 91.720 | 90.905 | 93.305 | 330.00 | 1447390.00 |
| 2219 | 2009.02.17 11:05 | buy | 1110 | 0.10 | 91.945 | 91.145 | 93.545 | ||
| 2220 | 2009.02.17 14:45 | close | 1110 | 0.10 | 91.940 | 91.145 | 93.545 | -50.00 | 1447340.00 |
| 2221 | 2009.02.18 20:45 | buy | 1111 | 0.10 | 93.370 | 92.570 | 94.970 | ||
| 2222 | 2009.02.18 20:55 | close | 1111 | 0.10 | 93.485 | 92.570 | 94.970 | 1150.00 | 1448490.00 |
| 2223 | 2009.02.18 23:46 | buy | 1112 | 0.10 | 93.700 | 92.900 | 95.300 | ||
| 2224 | 2009.02.19 00:06 | close | 1112 | 0.10 | 93.830 | 92.900 | 95.300 | 1480.00 | 1449970.00 |
| 2225 | 2009.02.19 20:05 | buy | 1113 | 0.10 | 94.265 | 93.465 | 95.865 | ||
| 2226 | 2009.02.20 02:54 | close | 1113 | 0.10 | 94.160 | 93.465 | 95.865 | -510.00 | 1449460.00 |
| 2227 | 2009.02.23 21:50 | buy | 1114 | 0.10 | 94.560 | 93.760 | 96.160 | ||
| 2228 | 2009.02.23 22:00 | close | 1114 | 0.10 | 94.635 | 93.760 | 96.160 | 750.00 | 1450210.00 |
| 2229 | 2009.02.25 13:15 | buy | 1115 | 0.10 | 96.530 | 95.730 | 98.130 | ||
| 2230 | 2009.02.25 13:25 | close | 1115 | 0.10 | 96.600 | 95.730 | 98.130 | 700.00 | 1450910.00 |
| 2231 | 2009.02.25 23:43 | buy | 1116 | 0.10 | 97.415 | 96.615 | 99.015 | ||
| 2232 | 2009.02.26 00:18 | close | 1116 | 0.10 | 97.440 | 96.615 | 99.015 | 430.00 | 1451340.00 |
| 2233 | 2009.02.26 20:35 | buy | 1117 | 0.10 | 98.385 | 97.585 | 99.985 | ||
| 2234 | 2009.02.27 00:10 | close | 1117 | 0.10 | 98.475 | 97.585 | 99.985 | 1440.00 | 1452780.00 |
| 2235 | 2009.03.03 12:04 | buy | 1118 | 0.10 | 97.565 | 96.765 | 99.165 | ||
| 2236 | 2009.03.03 12:17 | close | 1118 | 0.10 | 97.670 | 96.765 | 99.165 | 1050.00 | 1453830.00 |
| 2237 | 2009.03.03 23:36 | buy | 1119 | 0.10 | 98.160 | 97.360 | 99.760 | ||
| 2238 | 2009.03.04 00:15 | close | 1119 | 0.10 | 98.265 | 97.360 | 99.760 | 1230.00 | 1455060.00 |
| 2239 | 2009.03.04 23:10 | buy | 1120 | 0.10 | 99.075 | 98.275 | 100.675 | ||
| 2240 | 2009.03.05 02:15 | close | 1120 | 0.10 | 99.205 | 98.275 | 100.675 | 1480.00 | 1456540.00 |
| 2241 | 2009.03.05 03:00 | sell | 1121 | 0.10 | 99.280 | 100.080 | 98.080 | ||
| 2242 | 2009.03.05 07:00 | close | 1121 | 0.10 | 99.185 | 100.080 | 98.080 | 950.00 | 1457490.00 |
| 2243 | 2009.03.09 21:05 | buy | 1122 | 0.10 | 98.880 | 98.080 | 100.480 | ||
| 2244 | 2009.03.10 02:05 | close | 1122 | 0.10 | 99.060 | 98.080 | 100.480 | 1980.00 | 1459470.00 |
| 2245 | 2009.03.10 09:02 | buy | 1123 | 0.10 | 98.595 | 97.795 | 100.195 | ||
| 2246 | 2009.03.10 10:09 | close | 1123 | 0.10 | 98.630 | 97.795 | 100.195 | 350.00 | 1459820.00 |
| 2247 | 2009.03.10 23:11 | buy | 1124 | 0.10 | 98.645 | 97.845 | 100.245 | ||
| 2248 | 2009.03.11 00:06 | close | 1124 | 0.10 | 98.715 | 97.845 | 100.245 | 880.00 | 1460700.00 |
| 2249 | 2009.03.12 21:10 | buy | 1125 | 0.10 | 97.850 | 97.050 | 99.450 | ||
| 2250 | 2009.03.13 03:54 | close | 1125 | 0.10 | 97.550 | 97.050 | 99.450 | -2460.00 | 1458240.00 |