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 |
| 2251 | 2009.03.13 04:00 | sell | 1126 | 0.10 | 97.590 | 98.390 | 96.390 | ||
| 2252 | 2009.03.13 07:29 | close | 1126 | 0.10 | 97.490 | 98.390 | 96.390 | 1000.00 | 1459240.00 |
| 2253 | 2009.03.17 12:00 | buy | 1127 | 0.10 | 98.475 | 97.675 | 100.075 | ||
| 2254 | 2009.03.17 12:12 | close | 1127 | 0.10 | 98.550 | 97.675 | 100.075 | 750.00 | 1459990.00 |
| 2255 | 2009.03.17 21:59 | buy | 1128 | 0.10 | 98.525 | 97.725 | 100.125 | ||
| 2256 | 2009.03.17 22:09 | close | 1128 | 0.10 | 98.600 | 97.725 | 100.125 | 750.00 | 1460740.00 |
| 2257 | 2009.03.18 19:15 | buy | 1129 | 0.10 | 97.950 | 97.150 | 99.550 | ||
| 2258 | 2009.03.18 19:30 | close | 1129 | 0.10 | 98.020 | 97.150 | 99.550 | 700.00 | 1461440.00 |
| 2259 | 2009.03.23 21:00 | buy | 1130 | 0.10 | 96.700 | 95.900 | 98.300 | ||
| 2260 | 2009.03.23 21:30 | close | 1130 | 0.10 | 96.795 | 95.900 | 98.300 | 950.00 | 1462390.00 |
| 2261 | 2009.03.24 20:10 | buy | 1131 | 0.10 | 97.990 | 97.190 | 99.590 | ||
| 2262 | 2009.03.24 20:25 | close | 1131 | 0.10 | 98.185 | 97.190 | 99.590 | 1950.00 | 1464340.00 |
| 2263 | 2009.03.24 20:40 | buy | 1132 | 0.10 | 98.120 | 97.320 | 99.720 | ||
| 2264 | 2009.03.25 02:00 | close | 1132 | 0.10 | 98.125 | 97.320 | 99.720 | 230.00 | 1464570.00 |
| 2265 | 2009.04.01 23:23 | buy | 1133 | 0.10 | 98.605 | 97.805 | 100.205 | ||
| 2266 | 2009.04.02 00:32 | close | 1133 | 0.10 | 98.680 | 97.805 | 100.205 | 930.00 | 1465500.00 |
| 2267 | 2009.04.02 23:15 | buy | 1134 | 0.10 | 99.440 | 98.640 | 101.040 | ||
| 2268 | 2009.04.03 00:25 | close | 1134 | 0.10 | 99.580 | 98.640 | 101.040 | 1940.00 | 1467440.00 |
| 2269 | 2009.04.06 12:57 | buy | 1135 | 0.10 | 101.115 | 100.315 | 102.715 | ||
| 2270 | 2009.04.06 13:06 | close | 1135 | 0.10 | 101.205 | 100.315 | 102.715 | 900.00 | 1468340.00 |
| 2271 | 2009.04.07 01:30 | buy | 1136 | 0.10 | 100.800 | 100.000 | 102.400 | ||
| 2272 | 2009.04.07 04:17 | close | 1136 | 0.10 | 100.720 | 100.000 | 102.400 | -800.00 | 1467540.00 |
| 2273 | 2009.04.08 21:30 | buy | 1137 | 0.10 | 99.610 | 98.810 | 101.210 | ||
| 2274 | 2009.04.08 21:37 | close | 1137 | 0.10 | 99.700 | 98.810 | 101.210 | 900.00 | 1468440.00 |
| 2275 | 2009.04.09 23:05 | buy | 1138 | 0.10 | 100.445 | 99.645 | 102.045 | ||
| 2276 | 2009.04.10 02:15 | close | 1138 | 0.10 | 100.575 | 99.645 | 102.045 | 1840.00 | 1470280.00 |
| 2277 | 2009.04.13 19:00 | buy | 1139 | 0.10 | 100.140 | 99.340 | 101.740 | ||
| 2278 | 2009.04.13 20:31 | close | 1139 | 0.10 | 100.190 | 99.340 | 101.740 | 500.00 | 1470780.00 |
| 2279 | 2009.04.14 21:15 | buy | 1140 | 0.10 | 98.850 | 98.050 | 100.450 | ||
| 2280 | 2009.04.15 03:20 | close | 1140 | 0.10 | 99.135 | 98.050 | 100.450 | 3030.00 | 1473810.00 |
| 2281 | 2009.04.21 01:00 | sell | 1141 | 0.10 | 97.995 | 98.795 | 96.795 | ||
| 2282 | 2009.04.21 02:52 | close | 1141 | 0.10 | 97.925 | 98.795 | 96.795 | 700.00 | 1474510.00 |
| 2283 | 2009.04.23 01:10 | sell | 1142 | 0.10 | 98.105 | 98.905 | 96.905 | ||
| 2284 | 2009.04.23 02:20 | close | 1142 | 0.10 | 98.010 | 98.905 | 96.905 | 950.00 | 1475460.00 |
| 2285 | 2009.04.23 19:15 | buy | 1143 | 0.10 | 97.845 | 97.045 | 99.445 | ||
| 2286 | 2009.04.23 20:35 | close | 1143 | 0.10 | 98.010 | 97.045 | 99.445 | 1650.00 | 1477110.00 |
| 2287 | 2009.04.23 22:10 | buy | 1144 | 0.10 | 97.820 | 97.020 | 99.420 | ||
| 2288 | 2009.04.23 22:50 | close | 1144 | 0.10 | 97.985 | 97.020 | 99.420 | 1650.00 | 1478760.00 |
| 2289 | 2009.04.23 23:20 | buy | 1145 | 0.10 | 97.880 | 97.080 | 99.480 | ||
| 2290 | 2009.04.24 00:20 | close | 1145 | 0.10 | 98.105 | 97.080 | 99.480 | 2790.00 | 1481550.00 |
| 2291 | 2009.04.24 01:25 | buy | 1146 | 0.10 | 97.975 | 97.175 | 99.575 | ||
| 2292 | 2009.04.24 03:54 | close | 1146 | 0.10 | 97.785 | 97.175 | 99.575 | -1900.00 | 1479650.00 |
| 2293 | 2009.04.28 12:11 | sell | 1147 | 0.10 | 96.020 | 96.820 | 94.820 | ||
| 2294 | 2009.04.28 15:00 | close | 1147 | 0.10 | 96.195 | 96.820 | 94.820 | -1750.00 | 1477900.00 |
| 2295 | 2009.04.29 01:50 | sell | 1148 | 0.10 | 96.555 | 97.355 | 95.355 | ||
| 2296 | 2009.04.29 08:10 | close | 1148 | 0.10 | 96.770 | 97.355 | 95.355 | -2150.00 | 1475750.00 |
| 2297 | 2009.04.30 03:54 | sell | 1149 | 0.10 | 97.800 | 98.600 | 96.600 | ||
| 2298 | 2009.04.30 05:18 | close | 1149 | 0.10 | 97.610 | 98.600 | 96.600 | 1900.00 | 1477650.00 |
| 2299 | 2009.05.04 21:20 | buy | 1150 | 0.10 | 98.975 | 98.175 | 100.575 | ||
| 2300 | 2009.05.05 03:54 | close | 1150 | 0.10 | 98.840 | 98.175 | 100.575 | -1170.00 | 1476480.00 |
| 2301 | 2009.05.07 21:55 | buy | 1151 | 0.10 | 98.960 | 98.160 | 100.560 | ||
| 2302 | 2009.05.08 00:10 | close | 1151 | 0.10 | 99.250 | 98.160 | 100.560 | 3440.00 | 1479920.00 |
| 2303 | 2009.05.12 11:00 | sell | 1152 | 0.10 | 97.650 | 98.450 | 96.450 | ||
| 2304 | 2009.05.12 11:05 | close | 1152 | 0.10 | 97.580 | 98.450 | 96.450 | 700.00 | 1480620.00 |
| 2305 | 2009.05.12 11:16 | sell | 1153 | 0.10 | 97.675 | 98.475 | 96.475 | ||
| 2306 | 2009.05.12 11:52 | close | 1153 | 0.10 | 97.680 | 98.475 | 96.475 | -50.00 | 1480570.00 |
| 2307 | 2009.05.13 01:30 | sell | 1154 | 0.10 | 96.470 | 97.270 | 95.270 | ||
| 2308 | 2009.05.13 02:12 | close | 1154 | 0.10 | 96.400 | 97.270 | 95.270 | 700.00 | 1481270.00 |
| 2309 | 2009.05.14 21:05 | buy | 1155 | 0.10 | 95.570 | 94.770 | 97.170 | ||
| 2310 | 2009.05.14 21:40 | close | 1155 | 0.10 | 95.850 | 94.770 | 97.170 | 2800.00 | 1484070.00 |
| 2311 | 2009.05.14 22:00 | buy | 1156 | 0.10 | 95.720 | 94.920 | 97.320 | ||
| 2312 | 2009.05.15 00:25 | close | 1156 | 0.10 | 96.010 | 94.920 | 97.320 | 3440.00 | 1487510.00 |
| 2313 | 2009.05.15 03:55 | sell | 1157 | 0.10 | 96.010 | 96.810 | 94.810 | ||
| 2314 | 2009.05.15 04:08 | close | 1157 | 0.10 | 95.865 | 96.810 | 94.810 | 1450.00 | 1488960.00 |
| 2315 | 2009.05.21 01:40 | sell | 1158 | 0.10 | 94.915 | 95.715 | 93.715 | ||
| 2316 | 2009.05.21 02:14 | close | 1158 | 0.10 | 94.790 | 95.715 | 93.715 | 1250.00 | 1490210.00 |
| 2317 | 2009.05.21 12:07 | sell | 1159 | 0.10 | 94.730 | 95.530 | 93.530 | ||
| 2318 | 2009.05.21 12:12 | close | 1159 | 0.10 | 94.640 | 95.530 | 93.530 | 900.00 | 1491110.00 |
| 2319 | 2009.05.21 13:45 | sell | 1160 | 0.10 | 95.015 | 95.815 | 93.815 | ||
| 2320 | 2009.05.21 14:07 | close | 1160 | 0.10 | 94.910 | 95.815 | 93.815 | 1050.00 | 1492160.00 |
| 2321 | 2009.05.25 01:15 | buy | 1161 | 0.10 | 94.570 | 93.770 | 96.170 | ||
| 2322 | 2009.05.25 03:54 | close | 1161 | 0.10 | 94.550 | 93.770 | 96.170 | -200.00 | 1491960.00 |
| 2323 | 2009.06.08 20:35 | buy | 1162 | 0.10 | 98.330 | 97.530 | 99.930 | ||
| 2324 | 2009.06.08 21:12 | close | 1162 | 0.10 | 98.450 | 97.530 | 99.930 | 1200.00 | 1493160.00 |
| 2325 | 2009.06.09 06:45 | buy | 1163 | 0.10 | 98.130 | 97.330 | 99.730 | ||
| 2326 | 2009.06.09 07:50 | close | 1163 | 0.10 | 98.110 | 97.330 | 99.730 | -200.00 | 1492960.00 |
| 2327 | 2009.06.09 21:40 | buy | 1164 | 0.10 | 97.280 | 96.480 | 98.880 | ||
| 2328 | 2009.06.09 21:55 | close | 1164 | 0.10 | 97.450 | 96.480 | 98.880 | 1700.00 | 1494660.00 |
| 2329 | 2009.06.09 22:10 | buy | 1165 | 0.10 | 97.375 | 96.575 | 98.975 | ||
| 2330 | 2009.06.10 03:54 | close | 1165 | 0.10 | 97.210 | 96.575 | 98.975 | -1470.00 | 1493190.00 |
| 2331 | 2009.06.12 01:00 | sell | 1166 | 0.10 | 97.735 | 98.535 | 96.535 | ||
| 2332 | 2009.06.12 02:10 | close | 1166 | 0.10 | 97.580 | 98.535 | 96.535 | 1550.00 | 1494740.00 |
| 2333 | 2009.06.24 19:00 | buy | 1167 | 0.10 | 95.390 | 94.590 | 96.990 | ||
| 2334 | 2009.06.24 19:20 | close | 1167 | 0.10 | 95.555 | 94.590 | 96.990 | 1650.00 | 1496390.00 |
| 2335 | 2009.06.24 20:25 | buy | 1168 | 0.10 | 95.470 | 94.670 | 97.070 | ||
| 2336 | 2009.06.24 21:20 | close | 1168 | 0.10 | 95.645 | 94.670 | 97.070 | 1750.00 | 1498140.00 |
| 2337 | 2009.06.25 03:54 | sell | 1169 | 0.10 | 95.920 | 96.720 | 94.720 | ||
| 2338 | 2009.06.25 08:20 | close | 1169 | 0.10 | 96.290 | 96.720 | 94.720 | -3700.00 | 1494440.00 |
| 2339 | 2009.06.29 01:30 | sell | 1170 | 0.10 | 95.290 | 96.090 | 94.090 | ||
| 2340 | 2009.06.29 02:38 | close | 1170 | 0.10 | 95.215 | 96.090 | 94.090 | 750.00 | 1495190.00 |
| 2341 | 2009.06.29 06:00 | sell | 1171 | 0.10 | 95.575 | 96.375 | 94.375 | ||
| 2342 | 2009.06.29 06:23 | close | 1171 | 0.10 | 95.505 | 96.375 | 94.375 | 700.00 | 1495890.00 |
| 2343 | 2009.07.02 21:05 | buy | 1172 | 0.10 | 95.850 | 95.050 | 97.450 | ||
| 2344 | 2009.07.03 00:25 | close | 1172 | 0.10 | 95.990 | 95.050 | 97.450 | 1940.00 | 1497830.00 |
| 2345 | 2009.07.09 05:35 | sell | 1173 | 0.10 | 93.345 | 94.145 | 92.145 | ||
| 2346 | 2009.07.09 05:50 | close | 1173 | 0.10 | 93.280 | 94.145 | 92.145 | 650.00 | 1498480.00 |
| 2347 | 2009.07.09 11:15 | sell | 1174 | 0.10 | 93.530 | 94.330 | 92.330 | ||
| 2348 | 2009.07.09 11:27 | close | 1174 | 0.10 | 93.465 | 94.330 | 92.330 | 650.00 | 1499130.00 |
| 2349 | 2009.07.09 22:45 | buy | 1175 | 0.10 | 92.870 | 92.070 | 94.470 | ||
| 2350 | 2009.07.10 01:15 | close | 1175 | 0.10 | 93.075 | 92.070 | 94.470 | 2590.00 | 1501720.00 |
| 2351 | 2009.07.13 01:05 | sell | 1176 | 0.10 | 92.460 | 93.260 | 91.260 | ||
| 2352 | 2009.07.13 05:20 | close | 1176 | 0.10 | 92.510 | 93.260 | 91.260 | -500.00 | 1501220.00 |
| 2353 | 2009.07.14 21:15 | buy | 1177 | 0.10 | 93.205 | 92.405 | 94.805 | ||
| 2354 | 2009.07.14 23:35 | close | 1177 | 0.10 | 93.505 | 92.405 | 94.805 | 3000.00 | 1504220.00 |
| 2355 | 2009.07.15 03:55 | sell | 1178 | 0.10 | 93.630 | 94.430 | 92.430 | ||
| 2356 | 2009.07.15 04:13 | close | 1178 | 0.10 | 93.455 | 94.430 | 92.430 | 1750.00 | 1505970.00 |
| 2357 | 2009.07.20 01:20 | buy | 1179 | 0.10 | 94.250 | 93.450 | 95.850 | ||
| 2358 | 2009.07.20 03:35 | close | 1179 | 0.10 | 94.495 | 93.450 | 95.850 | 2450.00 | 1508420.00 |
| 2359 | 2009.07.20 03:54 | sell | 1180 | 0.10 | 94.425 | 95.225 | 93.225 | ||
| 2360 | 2009.07.20 08:20 | close | 1180 | 0.10 | 94.680 | 95.225 | 93.225 | -2550.00 | 1505870.00 |
| 2361 | 2009.07.23 19:05 | buy | 1181 | 0.10 | 94.770 | 93.970 | 96.370 | ||
| 2362 | 2009.07.23 19:50 | close | 1181 | 0.10 | 95.030 | 93.970 | 96.370 | 2600.00 | 1508470.00 |
| 2363 | 2009.07.23 20:15 | buy | 1182 | 0.10 | 94.955 | 94.155 | 96.555 | ||
| 2364 | 2009.07.23 20:20 | close | 1182 | 0.10 | 95.120 | 94.155 | 96.555 | 1650.00 | 1510120.00 |
| 2365 | 2009.07.29 21:00 | buy | 1183 | 0.10 | 95.020 | 94.220 | 96.620 | ||
| 2366 | 2009.07.30 03:05 | close | 1183 | 0.10 | 95.235 | 94.220 | 96.620 | 2330.00 | 1512450.00 |
| 2367 | 2009.08.03 01:05 | sell | 1184 | 0.10 | 94.760 | 95.560 | 93.560 | ||
| 2368 | 2009.08.03 02:41 | close | 1184 | 0.10 | 94.690 | 95.560 | 93.560 | 700.00 | 1513150.00 |
| 2369 | 2009.08.04 22:25 | buy | 1185 | 0.10 | 95.210 | 94.410 | 96.810 | ||
| 2370 | 2009.08.05 02:20 | close | 1185 | 0.10 | 95.340 | 94.410 | 96.810 | 1480.00 | 1514630.00 |
| 2371 | 2009.08.10 20:00 | buy | 1186 | 0.10 | 96.960 | 96.160 | 98.560 | ||
| 2372 | 2009.08.10 20:22 | close | 1186 | 0.10 | 97.030 | 96.160 | 98.560 | 700.00 | 1515330.00 |
| 2373 | 2009.08.13 21:00 | buy | 1187 | 0.10 | 95.200 | 94.400 | 96.800 | ||
| 2374 | 2009.08.14 03:54 | close | 1187 | 0.10 | 95.430 | 94.400 | 96.800 | 2840.00 | 1518170.00 |
| 2375 | 2009.08.19 01:25 | sell | 1188 | 0.10 | 94.750 | 95.550 | 93.550 | ||
| 2376 | 2009.08.19 04:08 | close | 1188 | 0.10 | 94.630 | 95.550 | 93.550 | 1200.00 | 1519370.00 |
| 2377 | 2009.08.20 03:54 | sell | 1189 | 0.10 | 94.245 | 95.045 | 93.045 | ||
| 2378 | 2009.08.20 04:05 | close | 1189 | 0.10 | 94.160 | 95.045 | 93.045 | 850.00 | 1520220.00 |
| 2379 | 2009.08.20 05:01 | sell | 1190 | 0.10 | 94.360 | 95.160 | 93.160 | ||
| 2380 | 2009.08.20 05:45 | close | 1190 | 0.10 | 94.270 | 95.160 | 93.160 | 900.00 | 1521120.00 |
| 2381 | 2009.08.24 01:30 | sell | 1191 | 0.10 | 94.475 | 95.275 | 93.275 | ||
| 2382 | 2009.08.24 08:25 | close | 1191 | 0.10 | 94.810 | 95.275 | 93.275 | -3350.00 | 1517770.00 |
| 2383 | 2009.08.24 19:05 | buy | 1192 | 0.10 | 94.495 | 93.695 | 96.095 | ||
| 2384 | 2009.08.25 03:54 | close | 1192 | 0.10 | 94.185 | 93.695 | 96.095 | -2920.00 | 1514850.00 |
| 2385 | 2009.08.26 01:00 | sell | 1193 | 0.10 | 94.205 | 95.005 | 93.005 | ||
| 2386 | 2009.08.26 01:55 | close | 1193 | 0.10 | 94.155 | 95.005 | 93.005 | 500.00 | 1515350.00 |
| 2387 | 2009.08.27 19:00 | buy | 1194 | 0.10 | 93.585 | 92.785 | 95.185 | ||
| 2388 | 2009.08.28 03:10 | close | 1194 | 0.10 | 93.775 | 92.785 | 95.185 | 2440.00 | 1517790.00 |
| 2389 | 2009.08.28 03:54 | sell | 1195 | 0.10 | 93.750 | 94.550 | 92.550 | ||
| 2390 | 2009.08.28 08:20 | close | 1195 | 0.10 | 93.665 | 94.550 | 92.550 | 850.00 | 1518640.00 |
| 2391 | 2009.08.31 12:02 | sell | 1196 | 0.10 | 93.050 | 93.850 | 91.850 | ||
| 2392 | 2009.08.31 12:58 | close | 1196 | 0.10 | 92.975 | 93.850 | 91.850 | 750.00 | 1519390.00 |
| 2393 | 2009.08.31 14:15 | sell | 1197 | 0.10 | 93.140 | 93.940 | 91.940 | ||
| 2394 | 2009.08.31 16:11 | close | 1197 | 0.10 | 93.070 | 93.940 | 91.940 | 700.00 | 1520090.00 |
| 2395 | 2009.09.02 01:10 | sell | 1198 | 0.10 | 92.970 | 93.770 | 91.770 | ||
| 2396 | 2009.09.02 01:43 | close | 1198 | 0.10 | 92.900 | 93.770 | 91.770 | 700.00 | 1520790.00 |
| 2397 | 2009.09.03 01:00 | sell | 1199 | 0.10 | 92.235 | 93.035 | 91.035 | ||
| 2398 | 2009.09.03 01:45 | close | 1199 | 0.10 | 92.170 | 93.035 | 91.035 | 650.00 | 1521440.00 |
| 2399 | 2009.09.03 12:04 | sell | 1200 | 0.10 | 92.435 | 93.235 | 91.235 | ||
| 2400 | 2009.09.03 12:54 | close | 1200 | 0.10 | 92.410 | 93.235 | 91.235 | 250.00 | 1521690.00 |