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 |
| 2551 | 2010.02.24 22:05 | buy | 1276 | 0.10 | 90.170 | 89.370 | 91.770 | ||
| 2552 | 2010.02.25 01:45 | close | 1276 | 0.10 | 90.250 | 89.370 | 91.770 | 980.00 | 1576880.00 |
| 2553 | 2010.02.26 01:15 | sell | 1277 | 0.10 | 89.190 | 89.990 | 87.990 | ||
| 2554 | 2010.02.26 08:25 | close | 1277 | 0.10 | 89.340 | 89.990 | 87.990 | -1500.00 | 1575380.00 |
| 2555 | 2010.03.01 01:30 | sell | 1278 | 0.10 | 89.030 | 89.830 | 87.830 | ||
| 2556 | 2010.03.01 01:50 | close | 1278 | 0.10 | 88.935 | 89.830 | 87.830 | 950.00 | 1576330.00 |
| 2557 | 2010.03.02 21:00 | buy | 1279 | 0.10 | 88.650 | 87.850 | 90.250 | ||
| 2558 | 2010.03.02 23:10 | close | 1279 | 0.10 | 88.740 | 87.850 | 90.250 | 900.00 | 1577230.00 |
| 2559 | 2010.03.03 12:42 | sell | 1280 | 0.10 | 88.850 | 89.650 | 87.650 | ||
| 2560 | 2010.03.03 13:30 | close | 1280 | 0.10 | 88.780 | 89.650 | 87.650 | 700.00 | 1577930.00 |
| 2561 | 2010.03.04 01:00 | sell | 1281 | 0.10 | 88.500 | 89.300 | 87.300 | ||
| 2562 | 2010.03.04 03:30 | close | 1281 | 0.10 | 88.445 | 89.300 | 87.300 | 550.00 | 1578480.00 |
| 2563 | 2010.03.04 22:10 | buy | 1282 | 0.10 | 89.100 | 88.300 | 90.700 | ||
| 2564 | 2010.03.05 02:10 | close | 1282 | 0.10 | 89.235 | 88.300 | 90.700 | 1890.00 | 1580370.00 |
| 2565 | 2010.03.05 02:55 | sell | 1283 | 0.10 | 89.320 | 90.120 | 88.120 | ||
| 2566 | 2010.03.05 07:20 | close | 1283 | 0.10 | 89.260 | 90.120 | 88.120 | 600.00 | 1580970.00 |
| 2567 | 2010.03.08 12:05 | buy | 1284 | 0.10 | 90.180 | 89.380 | 91.780 | ||
| 2568 | 2010.03.08 12:35 | close | 1284 | 0.10 | 90.260 | 89.380 | 91.780 | 800.00 | 1581770.00 |
| 2569 | 2010.03.11 01:50 | buy | 1285 | 0.10 | 90.410 | 89.610 | 92.010 | ||
| 2570 | 2010.03.11 01:56 | close | 1285 | 0.10 | 90.490 | 89.610 | 92.010 | 800.00 | 1582570.00 |
| 2571 | 2010.03.15 03:55 | sell | 1286 | 0.10 | 90.780 | 91.580 | 89.580 | ||
| 2572 | 2010.03.15 04:30 | close | 1286 | 0.10 | 90.645 | 91.580 | 89.580 | 1350.00 | 1583920.00 |
| 2573 | 2010.03.18 01:55 | sell | 1287 | 0.10 | 90.380 | 91.180 | 89.180 | ||
| 2574 | 2010.03.18 04:00 | close | 1287 | 0.10 | 90.305 | 91.180 | 89.180 | 750.00 | 1584670.00 |
| 2575 | 2010.03.18 22:50 | buy | 1288 | 0.10 | 90.290 | 89.490 | 91.890 | ||
| 2576 | 2010.03.19 03:54 | close | 1288 | 0.10 | 90.470 | 89.490 | 91.890 | 2340.00 | 1587010.00 |
| 2577 | 2010.03.19 03:55 | sell | 1289 | 0.10 | 90.490 | 91.290 | 89.290 | ||
| 2578 | 2010.03.19 06:35 | close | 1289 | 0.10 | 90.410 | 91.290 | 89.290 | 800.00 | 1587810.00 |
| 2579 | 2010.03.23 01:50 | sell | 1290 | 0.10 | 90.160 | 90.960 | 88.960 | ||
| 2580 | 2010.03.23 08:25 | close | 1290 | 0.10 | 90.280 | 90.960 | 88.960 | -1200.00 | 1586610.00 |
| 2581 | 2010.03.29 11:20 | buy | 1291 | 0.10 | 92.535 | 91.735 | 94.135 | ||
| 2582 | 2010.03.29 11:59 | close | 1291 | 0.10 | 92.565 | 91.735 | 94.135 | 300.00 | 1586910.00 |
| 2583 | 2010.03.29 21:45 | buy | 1292 | 0.10 | 92.510 | 91.710 | 94.110 | ||
| 2584 | 2010.03.30 03:54 | close | 1292 | 0.10 | 92.185 | 91.710 | 94.110 | -3070.00 | 1583840.00 |
| 2585 | 2010.04.01 12:25 | buy | 1293 | 0.10 | 93.355 | 92.555 | 94.955 | ||
| 2586 | 2010.04.01 12:38 | close | 1293 | 0.10 | 93.445 | 92.555 | 94.955 | 900.00 | 1584740.00 |
| 2587 | 2010.04.05 01:15 | buy | 1294 | 0.10 | 94.580 | 93.780 | 96.180 | ||
| 2588 | 2010.04.05 03:54 | close | 1294 | 0.10 | 94.400 | 93.780 | 96.180 | -1800.00 | 1582940.00 |
| 2589 | 2010.04.07 21:00 | buy | 1295 | 0.10 | 93.315 | 92.515 | 94.915 | ||
| 2590 | 2010.04.07 21:02 | close | 1295 | 0.10 | 93.405 | 92.515 | 94.915 | 900.00 | 1583840.00 |
| 2591 | 2010.04.07 21:30 | buy | 1296 | 0.10 | 93.340 | 92.540 | 94.940 | ||
| 2592 | 2010.04.07 23:01 | close | 1296 | 0.10 | 93.320 | 92.540 | 94.940 | -200.00 | 1583640.00 |
| 2593 | 2010.04.08 01:00 | buy | 1297 | 0.10 | 93.270 | 92.470 | 94.870 | ||
| 2594 | 2010.04.08 01:16 | close | 1297 | 0.10 | 93.340 | 92.470 | 94.870 | 700.00 | 1584340.00 |
| 2595 | 2010.04.08 02:00 | buy | 1298 | 0.10 | 93.285 | 92.485 | 94.885 | ||
| 2596 | 2010.04.08 03:21 | close | 1298 | 0.10 | 93.305 | 92.485 | 94.885 | 200.00 | 1584540.00 |
| 2597 | 2010.04.08 12:30 | buy | 1299 | 0.10 | 92.945 | 92.145 | 94.545 | ||
| 2598 | 2010.04.08 15:07 | close | 1299 | 0.10 | 93.030 | 92.145 | 94.545 | 850.00 | 1585390.00 |
| 2599 | 2010.04.08 23:05 | buy | 1300 | 0.10 | 93.365 | 92.565 | 94.965 | ||
| 2600 | 2010.04.09 03:45 | close | 1300 | 0.10 | 93.535 | 92.565 | 94.965 | 2240.00 | 1587630.00 |
| 2601 | 2010.04.09 03:54 | sell | 1301 | 0.10 | 93.590 | 94.390 | 92.390 | ||
| 2602 | 2010.04.09 05:51 | close | 1301 | 0.10 | 93.480 | 94.390 | 92.390 | 1100.00 | 1588730.00 |
| 2603 | 2010.04.13 06:30 | buy | 1302 | 0.10 | 92.680 | 91.880 | 94.280 | ||
| 2604 | 2010.04.13 08:00 | close | 1302 | 0.10 | 92.685 | 91.880 | 94.280 | 50.00 | 1588780.00 |
| 2605 | 2010.04.14 21:00 | buy | 1303 | 0.10 | 93.035 | 92.235 | 94.635 | ||
| 2606 | 2010.04.15 01:40 | close | 1303 | 0.10 | 93.330 | 92.235 | 94.635 | 3130.00 | 1591910.00 |
| 2607 | 2010.04.15 12:00 | buy | 1304 | 0.10 | 92.995 | 92.195 | 94.595 | ||
| 2608 | 2010.04.15 12:28 | close | 1304 | 0.10 | 93.055 | 92.195 | 94.595 | 600.00 | 1592510.00 |
| 2609 | 2010.04.19 21:05 | buy | 1305 | 0.10 | 92.280 | 91.480 | 93.880 | ||
| 2610 | 2010.04.20 03:20 | close | 1305 | 0.10 | 92.605 | 91.480 | 93.880 | 3430.00 | 1595940.00 |
| 2611 | 2010.04.20 03:55 | sell | 1306 | 0.10 | 92.600 | 93.400 | 91.400 | ||
| 2612 | 2010.04.20 08:20 | close | 1306 | 0.10 | 92.610 | 93.400 | 91.400 | -100.00 | 1595840.00 |
| 2613 | 2010.04.21 21:17 | buy | 1307 | 0.10 | 93.185 | 92.385 | 94.785 | ||
| 2614 | 2010.04.21 22:59 | close | 1307 | 0.10 | 93.215 | 92.385 | 94.785 | 300.00 | 1596140.00 |
| 2615 | 2010.04.22 12:30 | buy | 1308 | 0.10 | 93.030 | 92.230 | 94.630 | ||
| 2616 | 2010.04.22 12:43 | close | 1308 | 0.10 | 93.095 | 92.230 | 94.630 | 650.00 | 1596790.00 |
| 2617 | 2010.04.22 20:45 | buy | 1309 | 0.10 | 93.270 | 92.470 | 94.870 | ||
| 2618 | 2010.04.22 22:25 | close | 1309 | 0.10 | 93.445 | 92.470 | 94.870 | 1750.00 | 1598540.00 |
| 2619 | 2010.04.23 01:20 | buy | 1310 | 0.10 | 93.475 | 92.675 | 95.075 | ||
| 2620 | 2010.04.23 02:10 | close | 1310 | 0.10 | 93.595 | 92.675 | 95.075 | 1200.00 | 1599740.00 |
| 2621 | 2010.04.26 22:40 | buy | 1311 | 0.10 | 93.985 | 93.185 | 95.585 | ||
| 2622 | 2010.04.27 00:45 | close | 1311 | 0.10 | 94.000 | 93.185 | 95.585 | 330.00 | 1600070.00 |
| 2623 | 2010.04.28 23:45 | buy | 1312 | 0.10 | 94.050 | 93.250 | 95.650 | ||
| 2624 | 2010.04.29 00:55 | close | 1312 | 0.10 | 94.145 | 93.250 | 95.650 | 1130.00 | 1601200.00 |
| 2625 | 2010.04.29 01:47 | buy | 1313 | 0.10 | 93.915 | 93.115 | 95.515 | ||
| 2626 | 2010.04.29 02:00 | close | 1313 | 0.10 | 93.990 | 93.115 | 95.515 | 750.00 | 1601950.00 |
| 2627 | 2010.04.30 04:00 | sell | 1314 | 0.10 | 94.120 | 94.920 | 92.920 | ||
| 2628 | 2010.04.30 06:34 | close | 1314 | 0.10 | 94.000 | 94.920 | 92.920 | 1200.00 | 1603150.00 |
| 2629 | 2010.05.03 21:40 | buy | 1315 | 0.10 | 94.590 | 93.790 | 96.190 | ||
| 2630 | 2010.05.04 00:34 | close | 1315 | 0.10 | 94.570 | 93.790 | 96.190 | -20.00 | 1603130.00 |
| 2631 | 2010.05.04 12:18 | buy | 1316 | 0.10 | 94.540 | 93.740 | 96.140 | ||
| 2632 | 2010.05.04 12:23 | close | 1316 | 0.10 | 94.610 | 93.740 | 96.140 | 700.00 | 1603830.00 |
| 2633 | 2010.05.05 11:12 | buy | 1317 | 0.10 | 94.560 | 93.760 | 96.160 | ||
| 2634 | 2010.05.05 11:21 | close | 1317 | 0.10 | 94.645 | 93.760 | 96.160 | 850.00 | 1604680.00 |
| 2635 | 2010.05.05 21:00 | buy | 1318 | 0.10 | 94.015 | 93.215 | 95.615 | ||
| 2636 | 2010.05.05 23:17 | close | 1318 | 0.10 | 93.805 | 93.215 | 95.615 | -2100.00 | 1602580.00 |
| 2637 | 2010.05.13 22:05 | buy | 1319 | 0.10 | 92.855 | 92.055 | 94.455 | ||
| 2638 | 2010.05.14 03:54 | close | 1319 | 0.10 | 92.735 | 92.055 | 94.455 | -660.00 | 1601920.00 |
| 2639 | 2010.05.14 03:54 | sell | 1320 | 0.10 | 92.735 | 93.535 | 91.535 | ||
| 2640 | 2010.05.14 08:20 | close | 1320 | 0.10 | 92.905 | 93.535 | 91.535 | -1700.00 | 1600220.00 |
| 2641 | 2010.05.20 01:15 | buy | 1321 | 0.10 | 91.690 | 90.890 | 93.290 | ||
| 2642 | 2010.05.20 03:54 | close | 1321 | 0.10 | 91.850 | 90.890 | 93.290 | 1600.00 | 1601820.00 |
| 2643 | 2010.05.20 03:55 | sell | 1322 | 0.10 | 91.840 | 92.640 | 90.640 | ||
| 2644 | 2010.05.20 04:00 | close | 1322 | 0.10 | 91.770 | 92.640 | 90.640 | 700.00 | 1602520.00 |
| 2645 | 2010.05.20 12:31 | sell | 1323 | 0.10 | 91.365 | 92.165 | 90.165 | ||
| 2646 | 2010.05.20 13:06 | close | 1323 | 0.10 | 91.305 | 92.165 | 90.165 | 600.00 | 1603120.00 |
| 2647 | 2010.05.24 12:22 | sell | 1324 | 0.10 | 90.245 | 91.045 | 89.045 | ||
| 2648 | 2010.05.24 13:07 | close | 1324 | 0.10 | 90.160 | 91.045 | 89.045 | 850.00 | 1603970.00 |
| 2649 | 2010.05.24 19:25 | buy | 1325 | 0.10 | 90.485 | 89.685 | 92.085 | ||
| 2650 | 2010.05.25 03:54 | close | 1325 | 0.10 | 90.125 | 89.685 | 92.085 | -3420.00 | 1600550.00 |
| 2651 | 2010.05.27 01:00 | sell | 1326 | 0.10 | 89.975 | 90.775 | 88.775 | ||
| 2652 | 2010.05.27 08:25 | close | 1326 | 0.10 | 90.200 | 90.775 | 88.775 | -2250.00 | 1598300.00 |
| 2653 | 2010.05.28 03:54 | sell | 1327 | 0.10 | 91.180 | 91.980 | 89.980 | ||
| 2654 | 2010.05.28 06:35 | close | 1327 | 0.10 | 91.060 | 91.980 | 89.980 | 1200.00 | 1599500.00 |
| 2655 | 2010.06.02 01:30 | sell | 1328 | 0.10 | 91.075 | 91.875 | 89.875 | ||
| 2656 | 2010.06.02 06:40 | close | 1328 | 0.10 | 91.420 | 91.875 | 89.875 | -3450.00 | 1596050.00 |
| 2657 | 2010.06.04 03:55 | sell | 1329 | 0.10 | 92.750 | 93.550 | 91.550 | ||
| 2658 | 2010.06.04 05:10 | close | 1329 | 0.10 | 92.650 | 93.550 | 91.550 | 1000.00 | 1597050.00 |
| 2659 | 2010.06.08 01:20 | sell | 1330 | 0.10 | 91.510 | 92.310 | 90.310 | ||
| 2660 | 2010.06.08 08:25 | close | 1330 | 0.10 | 91.590 | 92.310 | 90.310 | -800.00 | 1596250.00 |
| 2661 | 2010.06.09 21:15 | buy | 1331 | 0.10 | 91.345 | 90.545 | 92.945 | ||
| 2662 | 2010.06.10 03:54 | close | 1331 | 0.10 | 91.210 | 90.545 | 92.945 | -1170.00 | 1595080.00 |
| 2663 | 2010.06.14 21:35 | buy | 1332 | 0.10 | 91.480 | 90.680 | 93.080 | ||
| 2664 | 2010.06.15 03:54 | close | 1332 | 0.10 | 91.690 | 90.680 | 93.080 | 2280.00 | 1597360.00 |
| 2665 | 2010.06.15 03:54 | sell | 1333 | 0.10 | 91.690 | 92.490 | 90.490 | ||
| 2666 | 2010.06.15 04:02 | close | 1333 | 0.10 | 91.590 | 92.490 | 90.490 | 1000.00 | 1598360.00 |
| 2667 | 2010.06.18 01:50 | buy | 1334 | 0.10 | 90.830 | 90.030 | 92.430 | ||
| 2668 | 2010.06.21 03:54 | close | 1334 | 0.10 | 90.510 | 90.030 | 92.430 | -3020.00 | 1595340.00 |
| 2669 | 2010.06.23 01:55 | sell | 1335 | 0.10 | 90.565 | 91.365 | 89.365 | ||
| 2670 | 2010.06.23 02:34 | close | 1335 | 0.10 | 90.495 | 91.365 | 89.365 | 700.00 | 1596040.00 |
| 2671 | 2010.06.24 01:00 | sell | 1336 | 0.10 | 89.930 | 90.730 | 88.730 | ||
| 2672 | 2010.06.24 03:19 | close | 1336 | 0.10 | 89.845 | 90.730 | 88.730 | 850.00 | 1596890.00 |
| 2673 | 2010.06.24 19:35 | buy | 1337 | 0.10 | 89.350 | 88.550 | 90.950 | ||
| 2674 | 2010.06.24 20:35 | close | 1337 | 0.10 | 89.515 | 88.550 | 90.950 | 1650.00 | 1598540.00 |
| 2675 | 2010.06.24 22:30 | buy | 1338 | 0.10 | 89.465 | 88.665 | 91.065 | ||
| 2676 | 2010.06.25 01:05 | close | 1338 | 0.10 | 89.645 | 88.665 | 91.065 | 2340.00 | 1600880.00 |
| 2677 | 2010.06.25 03:54 | sell | 1339 | 0.10 | 89.675 | 90.475 | 88.475 | ||
| 2678 | 2010.06.25 04:50 | close | 1339 | 0.10 | 89.590 | 90.475 | 88.475 | 850.00 | 1601730.00 |
| 2679 | 2010.06.28 01:25 | sell | 1340 | 0.10 | 89.345 | 90.145 | 88.145 | ||
| 2680 | 2010.06.28 08:25 | close | 1340 | 0.10 | 89.400 | 90.145 | 88.145 | -550.00 | 1601180.00 |
| 2681 | 2010.06.29 12:13 | sell | 1341 | 0.10 | 88.765 | 89.565 | 87.565 | ||
| 2682 | 2010.06.29 13:29 | close | 1341 | 0.10 | 88.750 | 89.565 | 87.565 | 150.00 | 1601330.00 |
| 2683 | 2010.06.29 19:10 | buy | 1342 | 0.10 | 88.390 | 87.590 | 89.990 | ||
| 2684 | 2010.06.29 19:55 | close | 1342 | 0.10 | 88.555 | 87.590 | 89.990 | 1650.00 | 1602980.00 |
| 2685 | 2010.06.29 20:45 | buy | 1343 | 0.10 | 88.500 | 87.700 | 90.100 | ||
| 2686 | 2010.06.30 02:00 | close | 1343 | 0.10 | 88.650 | 87.700 | 90.100 | 1680.00 | 1604660.00 |
| 2687 | 2010.07.01 01:45 | sell | 1344 | 0.10 | 88.440 | 89.240 | 87.240 | ||
| 2688 | 2010.07.01 04:24 | close | 1344 | 0.10 | 88.315 | 89.240 | 87.240 | 1250.00 | 1605910.00 |
| 2689 | 2010.07.02 01:00 | sell | 1345 | 0.10 | 87.745 | 88.545 | 86.545 | ||
| 2690 | 2010.07.02 01:24 | close | 1345 | 0.10 | 87.655 | 88.545 | 86.545 | 900.00 | 1606810.00 |
| 2691 | 2010.07.05 03:54 | sell | 1346 | 0.10 | 87.925 | 88.725 | 86.725 | ||
| 2692 | 2010.07.05 08:20 | close | 1346 | 0.10 | 87.915 | 88.725 | 86.725 | 100.00 | 1606910.00 |
| 2693 | 2010.07.07 01:00 | sell | 1347 | 0.10 | 87.570 | 88.370 | 86.370 | ||
| 2694 | 2010.07.07 01:50 | close | 1347 | 0.10 | 87.495 | 88.370 | 86.370 | 750.00 | 1607660.00 |
| 2695 | 2010.07.08 21:30 | buy | 1348 | 0.10 | 88.330 | 87.530 | 89.930 | ||
| 2696 | 2010.07.09 02:30 | close | 1348 | 0.10 | 88.510 | 87.530 | 89.930 | 2340.00 | 1610000.00 |
| 2697 | 2010.07.13 01:05 | sell | 1349 | 0.10 | 88.665 | 89.465 | 87.465 | ||
| 2698 | 2010.07.13 05:45 | close | 1349 | 0.10 | 88.630 | 89.465 | 87.465 | 350.00 | 1610350.00 |
| 2699 | 2010.07.14 01:30 | sell | 1350 | 0.10 | 88.775 | 89.575 | 87.575 | ||
| 2700 | 2010.07.14 08:25 | close | 1350 | 0.10 | 88.995 | 89.575 | 87.575 | -2200.00 | 1608150.00 |