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 |
| 2701 | 2010.07.14 21:00 | buy | 1351 | 0.10 | 88.305 | 87.505 | 89.905 | ||
| 2702 | 2010.07.15 03:54 | close | 1351 | 0.10 | 88.205 | 87.505 | 89.905 | -820.00 | 1607330.00 |
| 2703 | 2010.07.19 01:25 | sell | 1352 | 0.10 | 86.640 | 87.440 | 85.440 | ||
| 2704 | 2010.07.19 01:56 | close | 1352 | 0.10 | 86.565 | 87.440 | 85.440 | 750.00 | 1608080.00 |
| 2705 | 2010.07.19 12:10 | sell | 1353 | 0.10 | 87.005 | 87.805 | 85.805 | ||
| 2706 | 2010.07.19 13:02 | close | 1353 | 0.10 | 86.950 | 87.805 | 85.805 | 550.00 | 1608630.00 |
| 2707 | 2010.07.19 21:00 | buy | 1354 | 0.10 | 86.755 | 85.955 | 88.355 | ||
| 2708 | 2010.07.20 03:50 | close | 1354 | 0.10 | 86.920 | 85.955 | 88.355 | 1830.00 | 1610460.00 |
| 2709 | 2010.07.20 03:54 | sell | 1355 | 0.10 | 86.930 | 87.730 | 85.730 | ||
| 2710 | 2010.07.20 08:20 | close | 1355 | 0.10 | 87.050 | 87.730 | 85.730 | -1200.00 | 1609260.00 |
| 2711 | 2010.07.21 21:30 | buy | 1356 | 0.10 | 87.030 | 86.230 | 88.630 | ||
| 2712 | 2010.07.21 21:45 | close | 1356 | 0.10 | 87.140 | 86.230 | 88.630 | 1100.00 | 1610360.00 |
| 2713 | 2010.07.22 12:01 | sell | 1357 | 0.10 | 86.720 | 87.520 | 85.520 | ||
| 2714 | 2010.07.22 12:24 | close | 1357 | 0.10 | 86.645 | 87.520 | 85.520 | 750.00 | 1611110.00 |
| 2715 | 2010.07.22 12:35 | sell | 1358 | 0.10 | 86.730 | 87.530 | 85.530 | ||
| 2716 | 2010.07.22 13:04 | close | 1358 | 0.10 | 86.660 | 87.530 | 85.530 | 700.00 | 1611810.00 |
| 2717 | 2010.07.22 19:00 | buy | 1359 | 0.10 | 87.010 | 86.210 | 88.610 | ||
| 2718 | 2010.07.23 02:00 | close | 1359 | 0.10 | 87.175 | 86.210 | 88.610 | 2190.00 | 1614000.00 |
| 2719 | 2010.07.27 01:00 | sell | 1360 | 0.10 | 86.955 | 87.755 | 85.755 | ||
| 2720 | 2010.07.27 03:09 | close | 1360 | 0.10 | 86.865 | 87.755 | 85.755 | 900.00 | 1614900.00 |
| 2721 | 2010.07.29 01:25 | sell | 1361 | 0.10 | 87.460 | 88.260 | 86.260 | ||
| 2722 | 2010.07.29 03:20 | close | 1361 | 0.10 | 87.360 | 88.260 | 86.260 | 1000.00 | 1615900.00 |
| 2723 | 2010.07.29 20:00 | buy | 1362 | 0.10 | 86.740 | 85.940 | 88.340 | ||
| 2724 | 2010.07.29 20:45 | close | 1362 | 0.10 | 86.895 | 85.940 | 88.340 | 1550.00 | 1617450.00 |
| 2725 | 2010.07.29 21:15 | buy | 1363 | 0.10 | 86.845 | 86.045 | 88.445 | ||
| 2726 | 2010.07.30 03:55 | close | 1363 | 0.10 | 86.670 | 86.045 | 88.445 | -1210.00 | 1616240.00 |
| 2727 | 2010.08.03 01:40 | sell | 1364 | 0.10 | 86.535 | 87.335 | 85.335 | ||
| 2728 | 2010.08.03 04:50 | close | 1364 | 0.10 | 86.460 | 87.335 | 85.335 | 750.00 | 1616990.00 |
| 2729 | 2010.08.04 22:15 | buy | 1365 | 0.10 | 86.205 | 85.405 | 87.805 | ||
| 2730 | 2010.08.05 00:55 | close | 1365 | 0.10 | 86.340 | 85.405 | 87.805 | 1530.00 | 1618520.00 |
| 2731 | 2010.08.06 01:00 | sell | 1366 | 0.10 | 85.850 | 86.650 | 84.650 | ||
| 2732 | 2010.08.06 03:03 | close | 1366 | 0.10 | 85.750 | 86.650 | 84.650 | 1000.00 | 1619520.00 |
| 2733 | 2010.08.11 12:18 | sell | 1367 | 0.10 | 85.275 | 86.075 | 84.075 | ||
| 2734 | 2010.08.11 12:25 | close | 1367 | 0.10 | 85.210 | 86.075 | 84.075 | 650.00 | 1620170.00 |
| 2735 | 2010.08.12 21:00 | buy | 1368 | 0.10 | 85.870 | 85.070 | 87.470 | ||
| 2736 | 2010.08.13 02:00 | close | 1368 | 0.10 | 86.065 | 85.070 | 87.470 | 2490.00 | 1622660.00 |
| 2737 | 2010.08.17 01:10 | sell | 1369 | 0.10 | 85.385 | 86.185 | 84.185 | ||
| 2738 | 2010.08.17 02:00 | close | 1369 | 0.10 | 85.310 | 86.185 | 84.185 | 750.00 | 1623410.00 |
| 2739 | 2010.08.17 12:56 | sell | 1370 | 0.10 | 85.350 | 86.150 | 84.150 | ||
| 2740 | 2010.08.17 14:06 | close | 1370 | 0.10 | 85.325 | 86.150 | 84.150 | 250.00 | 1623660.00 |
| 2741 | 2010.08.19 21:00 | buy | 1371 | 0.10 | 85.265 | 84.465 | 86.865 | ||
| 2742 | 2010.08.20 03:54 | close | 1371 | 0.10 | 85.365 | 84.465 | 86.865 | 1540.00 | 1625200.00 |
| 2743 | 2010.08.20 04:00 | sell | 1372 | 0.10 | 85.390 | 86.190 | 84.190 | ||
| 2744 | 2010.08.20 07:30 | close | 1372 | 0.10 | 85.315 | 86.190 | 84.190 | 750.00 | 1625950.00 |
| 2745 | 2010.08.24 20:50 | buy | 1373 | 0.10 | 84.265 | 83.465 | 85.865 | ||
| 2746 | 2010.08.25 03:50 | close | 1373 | 0.10 | 84.350 | 83.465 | 85.865 | 1030.00 | 1626980.00 |
| 2747 | 2010.08.25 11:40 | sell | 1374 | 0.10 | 84.590 | 85.390 | 83.390 | ||
| 2748 | 2010.08.25 12:55 | close | 1374 | 0.10 | 84.510 | 85.390 | 83.390 | 800.00 | 1627780.00 |
| 2749 | 2010.08.31 12:45 | sell | 1375 | 0.10 | 84.385 | 85.185 | 83.185 | ||
| 2750 | 2010.08.31 14:12 | close | 1375 | 0.10 | 84.440 | 85.185 | 83.185 | -550.00 | 1627230.00 |
| 2751 | 2010.09.01 01:00 | sell | 1376 | 0.10 | 84.175 | 84.975 | 82.975 | ||
| 2752 | 2010.09.01 02:09 | close | 1376 | 0.10 | 84.105 | 84.975 | 82.975 | 700.00 | 1627930.00 |
| 2753 | 2010.09.01 04:45 | sell | 1377 | 0.10 | 84.380 | 85.180 | 83.180 | ||
| 2754 | 2010.09.01 07:29 | close | 1377 | 0.10 | 84.445 | 85.180 | 83.180 | -650.00 | 1627280.00 |
| 2755 | 2010.09.02 12:51 | sell | 1378 | 0.10 | 84.210 | 85.010 | 83.010 | ||
| 2756 | 2010.09.02 13:38 | close | 1378 | 0.10 | 84.195 | 85.010 | 83.010 | 150.00 | 1627430.00 |
| 2757 | 2010.09.02 22:15 | buy | 1379 | 0.10 | 84.225 | 83.425 | 85.825 | ||
| 2758 | 2010.09.03 03:00 | close | 1379 | 0.10 | 84.365 | 83.425 | 85.825 | 1940.00 | 1629370.00 |
| 2759 | 2010.09.06 01:35 | sell | 1380 | 0.10 | 84.425 | 85.225 | 83.225 | ||
| 2760 | 2010.09.06 06:35 | close | 1380 | 0.10 | 84.330 | 85.225 | 83.225 | 950.00 | 1630320.00 |
| 2761 | 2010.09.06 12:50 | sell | 1381 | 0.10 | 84.230 | 85.030 | 83.030 | ||
| 2762 | 2010.09.06 15:37 | close | 1381 | 0.10 | 84.185 | 85.030 | 83.030 | 450.00 | 1630770.00 |
| 2763 | 2010.09.09 23:00 | buy | 1382 | 0.10 | 83.825 | 83.025 | 85.425 | ||
| 2764 | 2010.09.10 03:05 | close | 1382 | 0.10 | 83.995 | 83.025 | 85.425 | 2240.00 | 1633010.00 |
| 2765 | 2010.09.14 01:00 | sell | 1383 | 0.10 | 83.740 | 84.540 | 82.540 | ||
| 2766 | 2010.09.14 01:23 | close | 1383 | 0.10 | 83.660 | 84.540 | 82.540 | 800.00 | 1633810.00 |
| 2767 | 2010.09.14 21:00 | buy | 1384 | 0.10 | 83.095 | 82.295 | 84.695 | ||
| 2768 | 2010.09.15 03:54 | close | 1384 | 0.10 | 83.030 | 82.295 | 84.695 | -470.00 | 1633340.00 |
| 2769 | 2010.09.20 23:07 | buy | 1385 | 0.10 | 85.700 | 84.900 | 87.300 | ||
| 2770 | 2010.09.21 01:08 | close | 1385 | 0.10 | 85.710 | 84.900 | 87.300 | 280.00 | 1633620.00 |
| 2771 | 2010.09.23 01:05 | sell | 1386 | 0.10 | 84.585 | 85.385 | 83.385 | ||
| 2772 | 2010.09.23 01:25 | close | 1386 | 0.10 | 84.500 | 85.385 | 83.385 | 850.00 | 1634470.00 |
| 2773 | 2010.09.23 19:05 | buy | 1387 | 0.10 | 84.345 | 83.545 | 85.945 | ||
| 2774 | 2010.09.24 01:45 | close | 1387 | 0.10 | 84.575 | 83.545 | 85.945 | 2840.00 | 1637310.00 |
| 2775 | 2010.09.24 03:54 | sell | 1388 | 0.10 | 84.510 | 85.310 | 83.310 | ||
| 2776 | 2010.09.24 07:20 | s/l | 1388 | 0.10 | 85.310 | 85.310 | 83.310 | -8000.00 | 1629310.00 |
| 2777 | 2010.09.29 01:30 | sell | 1389 | 0.10 | 83.910 | 84.710 | 82.710 | ||
| 2778 | 2010.09.29 04:54 | close | 1389 | 0.10 | 83.840 | 84.710 | 82.710 | 700.00 | 1630010.00 |
| 2779 | 2010.09.29 12:59 | sell | 1390 | 0.10 | 83.695 | 84.495 | 82.495 | ||
| 2780 | 2010.09.29 13:27 | close | 1390 | 0.10 | 83.630 | 84.495 | 82.495 | 650.00 | 1630660.00 |
| 2781 | 2010.09.29 19:10 | buy | 1391 | 0.10 | 83.645 | 82.845 | 85.245 | ||
| 2782 | 2010.09.30 02:30 | close | 1391 | 0.10 | 83.800 | 82.845 | 85.245 | 1730.00 | 1632390.00 |
| 2783 | 2010.09.30 12:24 | sell | 1392 | 0.10 | 83.365 | 84.165 | 82.165 | ||
| 2784 | 2010.09.30 12:30 | close | 1392 | 0.10 | 83.300 | 84.165 | 82.165 | 650.00 | 1633040.00 |
| 2785 | 2010.10.04 01:10 | sell | 1393 | 0.10 | 83.300 | 84.100 | 82.100 | ||
| 2786 | 2010.10.04 06:30 | close | 1393 | 0.10 | 83.540 | 84.100 | 82.100 | -2400.00 | 1630640.00 |
| 2787 | 2010.10.06 01:10 | sell | 1394 | 0.10 | 83.245 | 84.045 | 82.045 | ||
| 2788 | 2010.10.06 02:55 | close | 1394 | 0.10 | 83.150 | 84.045 | 82.045 | 950.00 | 1631590.00 |
| 2789 | 2010.10.07 01:05 | sell | 1395 | 0.10 | 82.950 | 83.750 | 81.750 | ||
| 2790 | 2010.10.07 03:32 | close | 1395 | 0.10 | 82.855 | 83.750 | 81.750 | 950.00 | 1632540.00 |
| 2791 | 2010.10.07 22:05 | buy | 1396 | 0.10 | 82.355 | 81.555 | 83.955 | ||
| 2792 | 2010.10.08 03:54 | close | 1396 | 0.10 | 82.460 | 81.555 | 83.955 | 1590.00 | 1634130.00 |
| 2793 | 2010.10.12 12:00 | sell | 1397 | 0.10 | 82.080 | 82.880 | 80.880 | ||
| 2794 | 2010.10.12 12:34 | close | 1397 | 0.10 | 82.010 | 82.880 | 80.880 | 700.00 | 1634830.00 |
| 2795 | 2010.10.12 12:45 | sell | 1398 | 0.10 | 82.080 | 82.880 | 80.880 | ||
| 2796 | 2010.10.12 13:27 | close | 1398 | 0.10 | 81.995 | 82.880 | 80.880 | 850.00 | 1635680.00 |
| 2797 | 2010.10.13 01:00 | sell | 1399 | 0.10 | 81.830 | 82.630 | 80.630 | ||
| 2798 | 2010.10.13 02:47 | close | 1399 | 0.10 | 81.740 | 82.630 | 80.630 | 900.00 | 1636580.00 |
| 2799 | 2010.10.14 01:05 | sell | 1400 | 0.10 | 81.815 | 82.615 | 80.615 | ||
| 2800 | 2010.10.14 02:41 | close | 1400 | 0.10 | 81.740 | 82.615 | 80.615 | 750.00 | 1637330.00 |
| 2801 | 2010.10.14 21:15 | buy | 1401 | 0.10 | 81.415 | 80.615 | 83.015 | ||
| 2802 | 2010.10.15 02:20 | close | 1401 | 0.10 | 81.560 | 80.615 | 83.015 | 1990.00 | 1639320.00 |
| 2803 | 2010.10.15 03:55 | sell | 1402 | 0.10 | 81.565 | 82.365 | 80.365 | ||
| 2804 | 2010.10.15 03:59 | close | 1402 | 0.10 | 81.460 | 82.365 | 80.365 | 1050.00 | 1640370.00 |
| 2805 | 2010.10.19 21:10 | buy | 1403 | 0.10 | 81.520 | 80.720 | 83.120 | ||
| 2806 | 2010.10.20 03:54 | close | 1403 | 0.10 | 81.405 | 80.720 | 83.120 | -970.00 | 1639400.00 |
| 2807 | 2010.10.25 01:10 | buy | 1404 | 0.10 | 81.364 | 80.564 | 82.964 | ||
| 2808 | 2010.10.25 03:54 | close | 1404 | 0.10 | 81.169 | 80.564 | 82.964 | -1950.00 | 1637450.00 |
| 2809 | 2010.10.28 19:15 | buy | 1405 | 0.10 | 80.988 | 80.188 | 82.588 | ||
| 2810 | 2010.10.29 03:54 | close | 1405 | 0.10 | 80.891 | 80.188 | 82.588 | -430.00 | 1637020.00 |
| 2811 | 2010.11.01 18:00 | sell | 1406 | 0.10 | 80.631 | 81.431 | 79.431 | ||
| 2812 | 2010.11.01 18:50 | close | 1406 | 0.10 | 80.690 | 81.431 | 79.431 | -590.00 | 1636430.00 |
| 2813 | 2010.11.02 01:10 | sell | 1407 | 0.10 | 80.598 | 81.398 | 79.398 | ||
| 2814 | 2010.11.02 02:03 | close | 1407 | 0.10 | 80.523 | 81.398 | 79.398 | 750.00 | 1637180.00 |
| 2815 | 2010.11.02 23:25 | buy | 1408 | 0.10 | 80.656 | 79.856 | 82.256 | ||
| 2816 | 2010.11.03 01:00 | close | 1408 | 0.10 | 80.672 | 79.856 | 82.256 | 340.00 | 1637520.00 |
| 2817 | 2010.11.04 21:10 | buy | 1409 | 0.10 | 80.665 | 79.865 | 82.265 | ||
| 2818 | 2010.11.05 02:55 | close | 1409 | 0.10 | 80.800 | 79.865 | 82.265 | 1890.00 | 1639410.00 |
| 2819 | 2010.11.05 04:00 | sell | 1410 | 0.10 | 80.962 | 81.762 | 79.762 | ||
| 2820 | 2010.11.05 05:38 | close | 1410 | 0.10 | 80.834 | 81.762 | 79.762 | 1280.00 | 1640690.00 |
| 2821 | 2010.11.10 02:55 | sell | 1411 | 0.10 | 81.758 | 82.558 | 80.558 | ||
| 2822 | 2010.11.10 03:34 | close | 1411 | 0.10 | 81.599 | 82.558 | 80.558 | 1590.00 | 1642280.00 |
| 2823 | 2010.11.11 21:30 | buy | 1412 | 0.10 | 82.425 | 81.625 | 84.025 | ||
| 2824 | 2010.11.11 22:48 | close | 1412 | 0.10 | 82.476 | 81.625 | 84.025 | 510.00 | 1642790.00 |
| 2825 | 2010.11.15 03:15 | sell | 1413 | 0.10 | 82.589 | 83.389 | 81.389 | ||
| 2826 | 2010.11.15 07:20 | close | 1413 | 0.10 | 82.700 | 83.389 | 81.389 | -1110.00 | 1641680.00 |
| 2827 | 2010.11.16 21:01 | buy | 1414 | 0.10 | 83.355 | 82.555 | 84.955 | ||
| 2828 | 2010.11.16 21:33 | close | 1414 | 0.10 | 83.425 | 82.555 | 84.955 | 700.00 | 1642380.00 |
| 2829 | 2010.11.16 21:52 | buy | 1415 | 0.10 | 83.329 | 82.529 | 84.929 | ||
| 2830 | 2010.11.17 00:18 | close | 1415 | 0.10 | 83.354 | 82.529 | 84.929 | 430.00 | 1642810.00 |
| 2831 | 2010.11.17 12:45 | buy | 1416 | 0.10 | 83.338 | 82.538 | 84.938 | ||
| 2832 | 2010.11.17 13:11 | close | 1416 | 0.10 | 83.401 | 82.538 | 84.938 | 630.00 | 1643440.00 |
| 2833 | 2010.11.18 20:05 | buy | 1417 | 0.10 | 83.615 | 82.815 | 85.215 | ||
| 2834 | 2010.11.19 02:54 | close | 1417 | 0.10 | 83.639 | 82.815 | 85.215 | 780.00 | 1644220.00 |
| 2835 | 2010.11.19 02:55 | sell | 1418 | 0.10 | 83.639 | 84.439 | 82.439 | ||
| 2836 | 2010.11.19 03:05 | close | 1418 | 0.10 | 83.569 | 84.439 | 82.439 | 700.00 | 1644920.00 |
| 2837 | 2010.11.22 21:10 | buy | 1419 | 0.10 | 83.371 | 82.571 | 84.971 | ||
| 2838 | 2010.11.23 02:55 | close | 1419 | 0.10 | 83.310 | 82.571 | 84.971 | -430.00 | 1644490.00 |
| 2839 | 2010.11.24 01:40 | sell | 1420 | 0.10 | 83.204 | 84.004 | 82.004 | ||
| 2840 | 2010.11.24 04:35 | close | 1420 | 0.10 | 83.162 | 84.004 | 82.004 | 420.00 | 1644910.00 |
| 2841 | 2010.11.29 09:15 | buy | 1421 | 0.10 | 83.992 | 83.192 | 85.592 | ||
| 2842 | 2010.11.29 10:50 | close | 1421 | 0.10 | 84.008 | 83.192 | 85.592 | 160.00 | 1645070.00 |
| 2843 | 2010.12.02 09:25 | buy | 1422 | 0.10 | 84.008 | 83.208 | 85.608 | ||
| 2844 | 2010.12.02 09:50 | close | 1422 | 0.10 | 84.078 | 83.208 | 85.608 | 700.00 | 1645770.00 |
| 2845 | 2010.12.02 20:00 | buy | 1423 | 0.10 | 83.721 | 82.921 | 85.321 | ||
| 2846 | 2010.12.02 21:35 | close | 1423 | 0.10 | 83.854 | 82.921 | 85.321 | 1330.00 | 1647100.00 |
| 2847 | 2010.12.06 01:50 | sell | 1424 | 0.10 | 82.752 | 83.552 | 81.552 | ||
| 2848 | 2010.12.06 08:25 | close | 1424 | 0.10 | 82.869 | 83.552 | 81.552 | -1170.00 | 1645930.00 |
| 2849 | 2010.12.07 01:50 | sell | 1425 | 0.10 | 82.714 | 83.514 | 81.514 | ||
| 2850 | 2010.12.07 02:05 | close | 1425 | 0.10 | 82.620 | 83.514 | 81.514 | 940.00 | 1646870.00 |