Strategy Tester: Gotobix_Scalplus_je_M1

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

前へ17ページ目次へ

#	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
2401	2009.09.03 22:10	buy	1201	0.10	92.560	91.760	94.160
2402	2009.09.03 22:55	close	1201	0.10	92.745	91.760	94.160	1850.00	1523540.00
2403	2009.09.10 04:00	sell	1202	0.10	92.190	92.990	90.990
2404	2009.09.10 05:33	close	1202	0.10	92.090	92.990	90.990	1000.00	1524540.00
2405	2009.09.10 12:38	sell	1203	0.10	92.220	93.020	91.020
2406	2009.09.10 12:59	close	1203	0.10	92.155	93.020	91.020	650.00	1525190.00
2407	2009.09.14 12:03	sell	1204	0.10	90.775	91.575	89.575
2408	2009.09.14 12:06	close	1204	0.10	90.715	91.575	89.575	600.00	1525790.00
2409	2009.09.14 12:20	sell	1205	0.10	90.800	91.600	89.600
2410	2009.09.14 13:37	close	1205	0.10	90.720	91.600	89.600	800.00	1526590.00
2411	2009.09.14 21:55	buy	1206	0.10	90.890	90.090	92.490
2412	2009.09.15 03:20	close	1206	0.10	91.040	90.090	92.490	1680.00	1528270.00
2413	2009.09.15 03:54	sell	1207	0.10	91.020	91.820	89.820
2414	2009.09.15 08:20	close	1207	0.10	91.080	91.820	89.820	-600.00	1527670.00
2415	2009.09.17 21:05	buy	1208	0.10	91.220	90.420	92.820
2416	2009.09.18 03:54	close	1208	0.10	91.205	90.420	92.820	390.00	1528060.00
2417	2009.09.18 04:20	sell	1209	0.10	91.265	92.065	90.065
2418	2009.09.18 05:20	close	1209	0.10	91.195	92.065	90.065	700.00	1528760.00
2419	2009.09.23 11:30	sell	1210	0.10	91.030	91.830	89.830
2420	2009.09.23 11:32	close	1210	0.10	90.970	91.830	89.830	600.00	1529360.00
2421	2009.09.23 12:51	sell	1211	0.10	90.990	91.790	89.790
2422	2009.09.23 14:28	close	1211	0.10	91.255	91.790	89.790	-2650.00	1526710.00
2423	2009.09.24 01:05	sell	1212	0.10	91.525	92.325	90.325
2424	2009.09.24 01:30	close	1212	0.10	91.425	92.325	90.325	1000.00	1527710.00
2425	2009.09.24 20:00	buy	1213	0.10	91.200	90.400	92.800
2426	2009.09.24 20:20	close	1213	0.10	91.365	90.400	92.800	1650.00	1529360.00
2427	2009.09.24 21:45	buy	1214	0.10	91.305	90.505	92.905
2428	2009.09.25 03:54	close	1214	0.10	90.840	90.505	92.905	-4110.00	1525250.00
2429	2009.09.29 19:45	buy	1215	0.10	90.210	89.410	91.810
2430	2009.09.30 03:25	close	1215	0.10	90.365	89.410	91.810	1730.00	1526980.00
2431	2009.10.05 01:00	buy	1216	0.10	89.455	88.655	91.055
2432	2009.10.05 01:20	close	1216	0.10	89.620	88.655	91.055	1650.00	1528630.00
2433	2009.10.05 04:05	sell	1217	0.10	89.905	90.705	88.705
2434	2009.10.05 05:14	close	1217	0.10	89.790	90.705	88.705	1150.00	1529780.00
2435	2009.10.08 01:40	sell	1218	0.10	88.645	89.445	87.445
2436	2009.10.08 02:29	close	1218	0.10	88.570	89.445	87.445	750.00	1530530.00
2437	2009.10.08 23:40	buy	1219	0.10	88.430	87.630	90.030
2438	2009.10.09 02:10	close	1219	0.10	88.570	87.630	90.030	1940.00	1532470.00
2439	2009.10.14 01:50	sell	1220	0.10	89.765	90.565	88.565
2440	2009.10.14 04:23	close	1220	0.10	89.590	90.565	88.565	1750.00	1534220.00
2441	2009.10.14 21:15	buy	1221	0.10	89.350	88.550	90.950
2442	2009.10.15 03:20	close	1221	0.10	89.625	88.550	90.950	2930.00	1537150.00
2443	2009.10.19 23:00	buy	1222	0.10	90.610	89.810	92.210
2444	2009.10.20 03:54	close	1222	0.10	90.650	89.810	92.210	580.00	1537730.00
2445	2009.10.22 01:35	buy	1223	0.10	90.870	90.070	92.470
2446	2009.10.22 02:02	close	1223	0.10	90.915	90.070	92.470	450.00	1538180.00
2447	2009.10.22 19:05	buy	1224	0.10	91.430	90.630	93.030
2448	2009.10.23 02:50	close	1224	0.10	91.440	90.630	93.030	640.00	1538820.00
2449	2009.10.23 03:54	sell	1225	0.10	91.480	92.280	90.280
2450	2009.10.23 08:20	close	1225	0.10	91.670	92.280	90.280	-1900.00	1536920.00
2451	2009.10.26 11:50	buy	1226	0.10	91.735	90.935	93.335
2452	2009.10.26 12:18	close	1226	0.10	91.805	90.935	93.335	700.00	1537620.00
2453	2009.10.27 09:25	buy	1227	0.10	91.960	91.160	93.560
2454	2009.10.27 09:35	close	1227	0.10	92.040	91.160	93.560	800.00	1538420.00
2455	2009.10.27 21:55	buy	1228	0.10	91.735	90.935	93.335
2456	2009.10.27 22:50	close	1228	0.10	91.830	90.935	93.335	950.00	1539370.00
2457	2009.10.29 11:30	sell	1229	0.10	90.755	91.555	89.555
2458	2009.10.29 11:44	close	1229	0.10	90.685	91.555	89.555	700.00	1540070.00
2459	2009.10.29 22:10	buy	1230	0.10	91.460	90.660	93.060
2460	2009.10.30 03:54	close	1230	0.10	91.430	90.660	93.060	240.00	1540310.00
2461	2009.11.10 02:54	sell	1231	0.10	89.995	90.795	88.795
2462	2009.11.10 07:20	close	1231	0.10	89.955	90.795	88.795	400.00	1540710.00
2463	2009.11.12 01:10	sell	1232	0.10	89.920	90.720	88.720
2464	2009.11.12 03:25	close	1232	0.10	89.780	90.720	88.720	1400.00	1542110.00
2465	2009.11.12 21:25	buy	1233	0.10	90.440	89.640	92.040
2466	2009.11.13 02:54	close	1233	0.10	90.330	89.640	92.040	-560.00	1541550.00
2467	2009.11.16 01:30	sell	1234	0.10	89.645	90.445	88.445
2468	2009.11.16 02:08	close	1234	0.10	89.500	90.445	88.445	1450.00	1543000.00
2469	2009.11.17 01:00	sell	1235	0.10	89.130	89.930	87.930
2470	2009.11.17 01:14	close	1235	0.10	89.045	89.930	87.930	850.00	1543850.00
2471	2009.11.17 12:18	sell	1236	0.10	89.035	89.835	87.835
2472	2009.11.17 15:31	close	1236	0.10	89.185	89.835	87.835	-1500.00	1542350.00
2473	2009.11.19 20:10	buy	1237	0.10	88.890	88.090	90.490
2474	2009.11.20 02:54	close	1237	0.10	89.025	88.090	90.490	1890.00	1544240.00
2475	2009.11.23 01:30	sell	1238	0.10	88.930	89.730	87.730
2476	2009.11.23 07:00	close	1238	0.10	88.885	89.730	87.730	450.00	1544690.00
2477	2009.11.24 12:42	sell	1239	0.10	88.750	89.550	87.550
2478	2009.11.24 13:02	close	1239	0.10	88.690	89.550	87.550	600.00	1545290.00
2479	2009.11.24 18:00	buy	1240	0.10	88.520	87.720	90.120
2480	2009.11.25 01:20	close	1240	0.10	88.555	87.720	90.120	530.00	1545820.00
2481	2009.12.03 01:00	sell	1241	0.10	87.605	88.405	86.405
2482	2009.12.03 01:35	close	1241	0.10	87.490	88.405	86.405	1150.00	1546970.00
2483	2009.12.10 02:55	sell	1242	0.10	88.230	89.030	87.030
2484	2009.12.10 05:45	close	1242	0.10	88.130	89.030	87.030	1000.00	1547970.00
2485	2009.12.14 20:00	buy	1243	0.10	88.565	87.765	90.165
2486	2009.12.15 01:00	close	1243	0.10	88.700	87.765	90.165	1530.00	1549500.00
2487	2009.12.15 22:35	buy	1244	0.10	89.630	88.830	91.230
2488	2009.12.16 00:30	close	1244	0.10	89.650	88.830	91.230	380.00	1549880.00
2489	2009.12.17 09:15	buy	1245	0.10	89.870	89.070	91.470
2490	2009.12.17 11:00	close	1245	0.10	89.830	89.070	91.470	-400.00	1549480.00
2491	2009.12.17 20:00	buy	1246	0.10	90.150	89.350	91.750
2492	2009.12.18 02:36	s/l	1246	0.10	89.350	89.350	91.750	-7460.00	1542020.00
2493	2009.12.22 09:40	buy	1247	0.10	91.135	90.335	92.735
2494	2009.12.22 10:01	close	1247	0.10	91.265	90.335	92.735	1300.00	1543320.00
2495	2009.12.24 19:45	buy	1248	0.10	91.640	90.840	93.240
2496	2009.12.28 02:54	close	1248	0.10	91.750	90.840	93.240	1820.00	1545140.00
2497	2010.01.04 01:35	buy	1249	0.10	92.790	91.990	94.390
2498	2010.01.04 02:15	close	1249	0.10	92.860	91.990	94.390	700.00	1545840.00
2499	2010.01.06 21:06	buy	1250	0.10	92.425	91.625	94.025
2500	2010.01.07 00:28	close	1250	0.10	92.355	91.625	94.025	-520.00	1545320.00
2501	2010.01.07 20:00	buy	1251	0.10	93.165	92.365	94.765
2502	2010.01.08 00:10	close	1251	0.10	93.625	92.365	94.765	5140.00	1550460.00
2503	2010.01.13 01:00	sell	1252	0.10	91.125	91.925	89.925
2504	2010.01.13 03:28	close	1252	0.10	91.055	91.925	89.925	700.00	1551160.00
2505	2010.01.14 20:10	buy	1253	0.10	90.965	90.165	92.565
2506	2010.01.15 00:30	close	1253	0.10	91.245	90.165	92.565	3340.00	1554500.00
2507	2010.01.15 02:54	sell	1254	0.10	91.265	92.065	90.065
2508	2010.01.15 03:10	close	1254	0.10	91.080	92.065	90.065	1850.00	1556350.00
2509	2010.01.18 01:50	sell	1255	0.10	90.985	91.785	89.785
2510	2010.01.18 02:00	close	1255	0.10	90.860	91.785	89.785	1250.00	1557600.00
2511	2010.01.19 20:10	buy	1256	0.10	91.125	90.325	92.725
2512	2010.01.20 02:54	close	1256	0.10	91.135	90.325	92.725	280.00	1557880.00
2513	2010.01.25 12:05	sell	1257	0.10	90.295	91.095	89.095
2514	2010.01.25 12:40	close	1257	0.10	90.215	91.095	89.095	800.00	1558680.00
2515	2010.01.26 01:45	sell	1258	0.10	90.345	91.145	89.145
2516	2010.01.26 04:55	close	1258	0.10	90.225	91.145	89.145	1200.00	1559880.00
2517	2010.01.27 12:15	sell	1259	0.10	89.540	90.340	88.340
2518	2010.01.27 12:34	close	1259	0.10	89.475	90.340	88.340	650.00	1560530.00
2519	2010.01.28 18:10	buy	1260	0.10	89.795	88.995	91.395
2520	2010.01.28 21:55	close	1260	0.10	89.950	88.995	91.395	1550.00	1562080.00
2521	2010.01.28 23:00	buy	1261	0.10	89.870	89.070	91.470
2522	2010.01.29 02:54	close	1261	0.10	89.740	89.070	91.470	-760.00	1561320.00
2523	2010.02.03 01:40	sell	1262	0.10	90.440	91.240	89.240
2524	2010.02.03 04:21	close	1262	0.10	90.365	91.240	89.240	750.00	1562070.00
2525	2010.02.08 12:33	sell	1263	0.10	89.510	90.310	88.310
2526	2010.02.08 12:42	close	1263	0.10	89.435	90.310	88.310	750.00	1562820.00
2527	2010.02.09 22:35	buy	1264	0.10	89.600	88.800	91.200
2528	2010.02.10 00:15	close	1264	0.10	89.775	88.800	91.200	1930.00	1564750.00
2529	2010.02.12 01:25	sell	1265	0.10	89.775	90.575	88.575
2530	2010.02.12 03:00	close	1265	0.10	89.680	90.575	88.575	950.00	1565700.00
2531	2010.02.15 03:10	sell	1266	0.10	90.150	90.950	88.950
2532	2010.02.15 07:20	close	1266	0.10	90.160	90.950	88.950	-100.00	1565600.00
2533	2010.02.16 01:00	sell	1267	0.10	90.040	90.840	88.840
2534	2010.02.16 04:24	close	1267	0.10	89.965	90.840	88.840	750.00	1566350.00
2535	2010.02.16 21:25	buy	1268	0.10	90.080	89.280	91.680
2536	2010.02.16 23:40	close	1268	0.10	90.170	89.280	91.680	900.00	1567250.00
2537	2010.02.18 11:50	buy	1269	0.10	90.775	89.975	92.375
2538	2010.02.18 12:46	close	1269	0.10	90.820	89.975	92.375	450.00	1567700.00
2539	2010.02.18 20:00	buy	1270	0.10	91.290	90.490	92.890
2540	2010.02.18 23:35	close	1270	0.10	91.595	90.490	92.890	3050.00	1570750.00
2541	2010.02.22 01:20	sell	1271	0.10	91.715	92.515	90.515
2542	2010.02.22 01:40	close	1271	0.10	91.615	92.515	90.515	1000.00	1571750.00
2543	2010.02.22 09:45	buy	1272	0.10	91.560	90.760	93.160
2544	2010.02.22 10:49	close	1272	0.10	91.640	90.760	93.160	800.00	1572550.00
2545	2010.02.23 01:50	sell	1273	0.10	91.290	92.090	90.090
2546	2010.02.23 02:55	close	1273	0.10	91.195	92.090	90.090	950.00	1573500.00
2547	2010.02.24 01:40	sell	1274	0.10	90.245	91.045	89.045
2548	2010.02.24 02:00	close	1274	0.10	90.170	91.045	89.045	750.00	1574250.00
2549	2010.02.24 18:00	buy	1275	0.10	89.940	89.140	91.540
2550	2010.02.24 19:20	close	1275	0.10	90.105	89.140	91.540	1650.00	1575900.00

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