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 |
| 2851 | 2010.12.09 20:00 | buy | 1426 | 0.10 | 83.768 | 82.968 | 85.368 | ||
| 2852 | 2010.12.10 02:54 | close | 1426 | 0.10 | 83.787 | 82.968 | 85.368 | 730.00 | 1647600.00 |
| 2853 | 2010.12.10 03:05 | sell | 1427 | 0.10 | 83.788 | 84.588 | 82.588 | ||
| 2854 | 2010.12.10 04:30 | close | 1427 | 0.10 | 83.682 | 84.588 | 82.588 | 1060.00 | 1648660.00 |
| 2855 | 2010.12.13 13:40 | buy | 1428 | 0.10 | 84.021 | 83.221 | 85.621 | ||
| 2856 | 2010.12.13 15:12 | close | 1428 | 0.10 | 84.097 | 83.221 | 85.621 | 760.00 | 1649420.00 |
| 2857 | 2010.12.14 21:10 | buy | 1429 | 0.10 | 83.360 | 82.560 | 84.960 | ||
| 2858 | 2010.12.14 21:45 | close | 1429 | 0.10 | 83.657 | 82.560 | 84.960 | 2970.00 | 1652390.00 |
| 2859 | 2010.12.15 02:54 | sell | 1430 | 0.10 | 83.856 | 84.656 | 82.656 | ||
| 2860 | 2010.12.15 05:15 | close | 1430 | 0.10 | 83.847 | 84.656 | 82.656 | 90.00 | 1652480.00 |
| 2861 | 2010.12.16 11:00 | buy | 1431 | 0.10 | 84.083 | 83.283 | 85.683 | ||
| 2862 | 2010.12.16 13:03 | close | 1431 | 0.10 | 84.089 | 83.283 | 85.683 | 60.00 | 1652540.00 |
| 2863 | 2010.12.20 02:55 | sell | 1432 | 0.10 | 84.068 | 84.868 | 82.868 | ||
| 2864 | 2010.12.20 03:25 | close | 1432 | 0.10 | 83.984 | 84.868 | 82.868 | 840.00 | 1653380.00 |
| 2865 | 2010.12.22 23:05 | buy | 1433 | 0.10 | 83.551 | 82.751 | 85.151 | ||
| 2866 | 2010.12.23 00:15 | close | 1433 | 0.10 | 83.553 | 82.751 | 85.151 | 200.00 | 1653580.00 |
| 2867 | 2010.12.23 18:05 | buy | 1434 | 0.10 | 83.064 | 82.264 | 84.664 | ||
| 2868 | 2010.12.24 02:10 | close | 1434 | 0.10 | 83.070 | 82.264 | 84.664 | 600.00 | 1654180.00 |
| 2869 | 2010.12.24 02:55 | sell | 1435 | 0.10 | 83.145 | 83.945 | 81.945 | ||
| 2870 | 2010.12.24 03:37 | close | 1435 | 0.10 | 83.042 | 83.945 | 81.945 | 1030.00 | 1655210.00 |
| 2871 | 2011.01.04 20:00 | buy | 1436 | 0.10 | 81.810 | 81.010 | 83.410 | ||
| 2872 | 2011.01.04 21:05 | close | 1436 | 0.10 | 81.979 | 81.010 | 83.410 | 1690.00 | 1656900.00 |
| 2873 | 2011.01.05 03:10 | sell | 1437 | 0.10 | 82.106 | 82.906 | 80.906 | ||
| 2874 | 2011.01.05 06:15 | close | 1437 | 0.10 | 82.069 | 82.906 | 80.906 | 370.00 | 1657270.00 |
| 2875 | 2011.01.06 11:20 | buy | 1438 | 0.10 | 82.913 | 82.113 | 84.513 | ||
| 2876 | 2011.01.06 11:31 | close | 1438 | 0.10 | 82.978 | 82.113 | 84.513 | 650.00 | 1657920.00 |
| 2877 | 2011.01.11 01:40 | sell | 1439 | 0.10 | 82.744 | 83.544 | 81.544 | ||
| 2878 | 2011.01.11 08:25 | close | 1439 | 0.10 | 83.079 | 83.544 | 81.544 | -3350.00 | 1654570.00 |
| 2879 | 2011.01.12 20:10 | buy | 1440 | 0.10 | 83.070 | 82.270 | 84.670 | ||
| 2880 | 2011.01.13 01:40 | close | 1440 | 0.10 | 83.072 | 82.270 | 84.670 | 200.00 | 1654770.00 |
| 2881 | 2011.01.13 20:00 | buy | 1441 | 0.10 | 82.712 | 81.912 | 84.312 | ||
| 2882 | 2011.01.14 02:54 | close | 1441 | 0.10 | 82.788 | 81.912 | 84.312 | 1300.00 | 1656070.00 |
| 2883 | 2011.01.14 02:54 | sell | 1442 | 0.10 | 82.788 | 83.588 | 81.588 | ||
| 2884 | 2011.01.14 04:16 | close | 1442 | 0.10 | 82.680 | 83.588 | 81.588 | 1080.00 | 1657150.00 |
| 2885 | 2011.01.19 20:15 | buy | 1443 | 0.10 | 81.885 | 81.085 | 83.485 | ||
| 2886 | 2011.01.20 02:00 | close | 1443 | 0.10 | 82.156 | 81.085 | 83.485 | 2890.00 | 1660040.00 |
| 2887 | 2011.01.20 03:10 | sell | 1444 | 0.10 | 82.184 | 82.984 | 80.984 | ||
| 2888 | 2011.01.20 06:25 | close | 1444 | 0.10 | 82.111 | 82.984 | 80.984 | 730.00 | 1660770.00 |
| 2889 | 2011.01.20 12:51 | sell | 1445 | 0.10 | 82.236 | 83.036 | 81.036 | ||
| 2890 | 2011.01.20 14:30 | close | 1445 | 0.10 | 82.164 | 83.036 | 81.036 | 720.00 | 1661490.00 |
| 2891 | 2011.01.24 01:00 | sell | 1446 | 0.10 | 82.667 | 83.467 | 81.467 | ||
| 2892 | 2011.01.24 01:30 | close | 1446 | 0.10 | 82.571 | 83.467 | 81.467 | 960.00 | 1662450.00 |
| 2893 | 2011.01.24 18:00 | buy | 1447 | 0.10 | 82.491 | 81.691 | 84.091 | ||
| 2894 | 2011.01.25 02:40 | close | 1447 | 0.10 | 82.614 | 81.691 | 84.091 | 1410.00 | 1663860.00 |
| 2895 | 2011.01.25 02:54 | sell | 1448 | 0.10 | 82.606 | 83.406 | 81.406 | ||
| 2896 | 2011.01.25 03:07 | close | 1448 | 0.10 | 82.505 | 83.406 | 81.406 | 1010.00 | 1664870.00 |
| 2897 | 2011.01.26 01:45 | sell | 1449 | 0.10 | 82.268 | 83.068 | 81.068 | ||
| 2898 | 2011.01.26 02:56 | close | 1449 | 0.10 | 82.187 | 83.068 | 81.068 | 810.00 | 1665680.00 |
| 2899 | 2011.01.27 20:10 | buy | 1450 | 0.10 | 82.920 | 82.120 | 84.520 | ||
| 2900 | 2011.01.28 02:54 | close | 1450 | 0.10 | 82.765 | 82.120 | 84.520 | -1010.00 | 1664670.00 |
| 2901 | 2011.02.01 01:55 | sell | 1451 | 0.10 | 82.110 | 82.910 | 80.910 | ||
| 2902 | 2011.02.01 03:07 | close | 1451 | 0.10 | 82.036 | 82.910 | 80.910 | 740.00 | 1665410.00 |
| 2903 | 2011.02.02 01:35 | sell | 1452 | 0.10 | 81.404 | 82.204 | 80.204 | ||
| 2904 | 2011.02.02 08:25 | close | 1452 | 0.10 | 81.538 | 82.204 | 80.204 | -1340.00 | 1664070.00 |
| 2905 | 2011.02.02 22:05 | buy | 1453 | 0.10 | 81.632 | 80.832 | 83.232 | ||
| 2906 | 2011.02.03 02:54 | close | 1453 | 0.10 | 81.604 | 80.832 | 83.232 | -100.00 | 1663970.00 |
| 2907 | 2011.02.03 20:10 | buy | 1454 | 0.10 | 81.503 | 80.703 | 83.103 | ||
| 2908 | 2011.02.03 21:05 | close | 1454 | 0.10 | 81.657 | 80.703 | 83.103 | 1540.00 | 1665510.00 |
| 2909 | 2011.02.03 23:05 | buy | 1455 | 0.10 | 81.605 | 80.805 | 83.205 | ||
| 2910 | 2011.02.04 02:54 | close | 1455 | 0.10 | 81.656 | 80.805 | 83.205 | 1050.00 | 1666560.00 |
| 2911 | 2011.02.07 01:00 | sell | 1456 | 0.10 | 82.268 | 83.068 | 81.068 | ||
| 2912 | 2011.02.07 01:25 | close | 1456 | 0.10 | 82.197 | 83.068 | 81.068 | 710.00 | 1667270.00 |
| 2913 | 2011.02.09 20:15 | buy | 1457 | 0.10 | 82.313 | 81.513 | 83.913 | ||
| 2914 | 2011.02.10 02:54 | close | 1457 | 0.10 | 82.469 | 81.513 | 83.913 | 1740.00 | 1669010.00 |
| 2915 | 2011.02.15 12:31 | buy | 1458 | 0.10 | 83.495 | 82.695 | 85.095 | ||
| 2916 | 2011.02.15 13:08 | close | 1458 | 0.10 | 83.562 | 82.695 | 85.095 | 670.00 | 1669680.00 |
| 2917 | 2011.02.18 02:54 | sell | 1459 | 0.10 | 83.341 | 84.141 | 82.141 | ||
| 2918 | 2011.02.18 05:55 | close | 1459 | 0.10 | 83.311 | 84.141 | 82.141 | 300.00 | 1669980.00 |
| 2919 | 2011.02.24 18:05 | buy | 1460 | 0.10 | 81.779 | 80.979 | 83.379 | ||
| 2920 | 2011.02.25 00:50 | close | 1460 | 0.10 | 81.942 | 80.979 | 83.379 | 2170.00 | 1672150.00 |
| 2921 | 2011.02.25 03:05 | sell | 1461 | 0.10 | 81.988 | 82.788 | 80.788 | ||
| 2922 | 2011.02.25 05:50 | close | 1461 | 0.10 | 81.891 | 82.788 | 80.788 | 970.00 | 1673120.00 |
| 2923 | 2011.02.28 12:46 | sell | 1462 | 0.10 | 81.806 | 82.606 | 80.606 | ||
| 2924 | 2011.02.28 14:39 | close | 1462 | 0.10 | 81.799 | 82.606 | 80.606 | 70.00 | 1673190.00 |
| 2925 | 2011.02.28 21:15 | buy | 1463 | 0.10 | 81.812 | 81.012 | 83.412 | ||
| 2926 | 2011.03.01 00:10 | close | 1463 | 0.10 | 81.815 | 81.012 | 83.412 | 210.00 | 1673400.00 |
| 2927 | 2011.03.01 01:35 | sell | 1464 | 0.10 | 81.847 | 82.647 | 80.647 | ||
| 2928 | 2011.03.01 08:25 | close | 1464 | 0.10 | 82.184 | 82.647 | 80.647 | -3370.00 | 1670030.00 |
| 2929 | 2011.03.03 21:15 | buy | 1465 | 0.10 | 82.383 | 81.583 | 83.983 | ||
| 2930 | 2011.03.04 02:54 | close | 1465 | 0.10 | 82.349 | 81.583 | 83.983 | 200.00 | 1670230.00 |
| 2931 | 2011.03.07 01:45 | sell | 1466 | 0.10 | 82.332 | 83.132 | 81.132 | ||
| 2932 | 2011.03.07 04:45 | close | 1466 | 0.10 | 82.301 | 83.132 | 81.132 | 310.00 | 1670540.00 |
| 2933 | 2011.03.09 13:45 | buy | 1467 | 0.10 | 82.732 | 81.932 | 84.332 | ||
| 2934 | 2011.03.09 17:00 | close | 1467 | 0.10 | 82.717 | 81.932 | 84.332 | -150.00 | 1670390.00 |
| 2935 | 2011.03.09 20:15 | buy | 1468 | 0.10 | 82.770 | 81.970 | 84.370 | ||
| 2936 | 2011.03.10 02:54 | close | 1468 | 0.10 | 82.806 | 81.970 | 84.370 | 540.00 | 1670930.00 |
| 2937 | 2011.03.10 20:35 | buy | 1469 | 0.10 | 82.846 | 82.046 | 84.446 | ||
| 2938 | 2011.03.10 20:49 | close | 1469 | 0.10 | 82.906 | 82.046 | 84.446 | 600.00 | 1671530.00 |
| 2939 | 2011.03.14 21:05 | buy | 1470 | 0.10 | 81.653 | 80.853 | 83.253 | ||
| 2940 | 2011.03.15 02:50 | close | 1470 | 0.10 | 81.804 | 80.853 | 83.253 | 1690.00 | 1673220.00 |
| 2941 | 2011.03.16 01:15 | sell | 1471 | 0.10 | 80.781 | 81.581 | 79.581 | ||
| 2942 | 2011.03.16 05:10 | close | 1471 | 0.10 | 80.832 | 81.581 | 79.581 | -510.00 | 1672710.00 |
| 2943 | 2011.03.17 21:00 | buy | 1472 | 0.10 | 79.023 | 78.223 | 80.623 | ||
| 2944 | 2011.03.18 01:25 | close | 1472 | 0.10 | 79.349 | 78.223 | 80.623 | 3800.00 | 1676510.00 |
| 2945 | 2011.03.18 01:45 | buy | 1473 | 0.10 | 79.225 | 78.425 | 80.825 | ||
| 2946 | 2011.03.18 03:05 | close | 1473 | 0.10 | 80.562 | 78.425 | 80.825 | 13370.00 | 1689880.00 |
| 2947 | 2011.03.22 01:00 | sell | 1474 | 0.10 | 81.126 | 81.926 | 79.926 | ||
| 2948 | 2011.03.22 03:39 | close | 1474 | 0.10 | 81.056 | 81.926 | 79.926 | 700.00 | 1690580.00 |
| 2949 | 2011.03.24 19:05 | buy | 1475 | 0.10 | 80.859 | 80.059 | 82.459 | ||
| 2950 | 2011.03.25 02:15 | close | 1475 | 0.10 | 81.039 | 80.059 | 82.459 | 2340.00 | 1692920.00 |
| 2951 | 2011.03.30 20:00 | buy | 1476 | 0.10 | 82.794 | 81.994 | 84.394 | ||
| 2952 | 2011.03.30 20:09 | close | 1476 | 0.10 | 82.860 | 81.994 | 84.394 | 660.00 | 1693580.00 |
| 2953 | 2011.03.30 21:00 | buy | 1477 | 0.10 | 82.823 | 82.023 | 84.423 | ||
| 2954 | 2011.03.30 21:24 | close | 1477 | 0.10 | 82.887 | 82.023 | 84.423 | 640.00 | 1694220.00 |
| 2955 | 2011.04.04 12:10 | buy | 1478 | 0.10 | 84.004 | 83.204 | 85.604 | ||
| 2956 | 2011.04.04 12:36 | close | 1478 | 0.10 | 84.069 | 83.204 | 85.604 | 650.00 | 1694870.00 |
| 2957 | 2011.04.05 04:10 | sell | 1479 | 0.10 | 84.369 | 85.169 | 83.169 | ||
| 2958 | 2011.04.05 04:44 | close | 1479 | 0.10 | 84.269 | 85.169 | 83.169 | 1000.00 | 1695870.00 |
| 2959 | 2011.04.05 11:45 | buy | 1480 | 0.10 | 84.195 | 83.395 | 85.795 | ||
| 2960 | 2011.04.05 11:55 | close | 1480 | 0.10 | 84.265 | 83.395 | 85.795 | 700.00 | 1696570.00 |
| 2961 | 2011.04.06 11:00 | buy | 1481 | 0.10 | 85.020 | 84.220 | 86.620 | ||
| 2962 | 2011.04.06 11:08 | close | 1481 | 0.10 | 85.109 | 84.220 | 86.620 | 890.00 | 1697460.00 |
| 2963 | 2011.04.06 11:50 | buy | 1482 | 0.10 | 84.938 | 84.138 | 86.538 | ||
| 2964 | 2011.04.06 12:04 | close | 1482 | 0.10 | 85.025 | 84.138 | 86.538 | 870.00 | 1698330.00 |
| 2965 | 2011.04.07 12:49 | buy | 1483 | 0.10 | 85.086 | 84.286 | 86.686 | ||
| 2966 | 2011.04.07 14:32 | close | 1483 | 0.10 | 85.141 | 84.286 | 86.686 | 550.00 | 1698880.00 |
| 2967 | 2011.04.07 21:20 | buy | 1484 | 0.10 | 84.870 | 84.070 | 86.470 | ||
| 2968 | 2011.04.07 23:35 | close | 1484 | 0.10 | 85.040 | 84.070 | 86.470 | 1700.00 | 1700580.00 |
| 2969 | 2011.04.08 03:54 | sell | 1485 | 0.10 | 85.114 | 85.914 | 83.914 | ||
| 2970 | 2011.04.08 07:40 | close | 1485 | 0.10 | 85.033 | 85.914 | 83.914 | 810.00 | 1701390.00 |
| 2971 | 2011.04.11 01:15 | sell | 1486 | 0.10 | 85.024 | 85.824 | 83.824 | ||
| 2972 | 2011.04.11 03:17 | close | 1486 | 0.10 | 84.952 | 85.824 | 83.824 | 720.00 | 1702110.00 |
| 2973 | 2011.04.12 01:20 | sell | 1487 | 0.10 | 84.752 | 85.552 | 83.552 | ||
| 2974 | 2011.04.12 01:41 | close | 1487 | 0.10 | 84.681 | 85.552 | 83.552 | 710.00 | 1702820.00 |
| 2975 | 2011.04.12 08:30 | buy | 1488 | 0.10 | 83.848 | 83.048 | 85.448 | ||
| 2976 | 2011.04.12 08:56 | close | 1488 | 0.10 | 83.913 | 83.048 | 85.448 | 650.00 | 1703470.00 |
| 2977 | 2011.04.13 23:35 | buy | 1489 | 0.10 | 83.738 | 82.938 | 85.338 | ||
| 2978 | 2011.04.14 00:10 | close | 1489 | 0.10 | 83.833 | 82.938 | 85.338 | 1130.00 | 1704600.00 |
| 2979 | 2011.04.14 21:05 | buy | 1490 | 0.10 | 83.373 | 82.573 | 84.973 | ||
| 2980 | 2011.04.15 02:20 | close | 1490 | 0.10 | 83.695 | 82.573 | 84.973 | 3760.00 | 1708360.00 |
| 2981 | 2011.04.15 04:00 | sell | 1491 | 0.10 | 83.688 | 84.488 | 82.488 | ||
| 2982 | 2011.04.15 05:45 | close | 1491 | 0.10 | 83.580 | 84.488 | 82.488 | 1080.00 | 1709440.00 |
| 2983 | 2011.04.20 01:15 | buy | 1492 | 0.10 | 82.558 | 81.758 | 84.158 | ||
| 2984 | 2011.04.20 02:15 | close | 1492 | 0.10 | 82.673 | 81.758 | 84.158 | 1150.00 | 1710590.00 |
| 2985 | 2011.04.20 03:54 | sell | 1493 | 0.10 | 82.816 | 83.616 | 81.616 | ||
| 2986 | 2011.04.20 04:25 | close | 1493 | 0.10 | 82.744 | 83.616 | 81.616 | 720.00 | 1711310.00 |
| 2987 | 2011.04.21 01:20 | sell | 1494 | 0.10 | 82.559 | 83.359 | 81.359 | ||
| 2988 | 2011.04.21 01:58 | close | 1494 | 0.10 | 82.452 | 83.359 | 81.359 | 1070.00 | 1712380.00 |
| 2989 | 2011.04.22 01:00 | sell | 1495 | 0.10 | 81.879 | 82.679 | 80.679 | ||
| 2990 | 2011.04.22 03:03 | close | 1495 | 0.10 | 81.803 | 82.679 | 80.679 | 760.00 | 1713140.00 |
| 2991 | 2011.04.25 01:00 | buy | 1496 | 0.10 | 81.855 | 81.055 | 83.455 | ||
| 2992 | 2011.04.25 02:05 | close | 1496 | 0.10 | 81.958 | 81.055 | 83.455 | 1030.00 | 1714170.00 |
| 2993 | 2011.04.25 03:54 | sell | 1497 | 0.10 | 82.186 | 82.986 | 80.986 | ||
| 2994 | 2011.04.25 07:25 | close | 1497 | 0.10 | 82.130 | 82.986 | 80.986 | 560.00 | 1714730.00 |
| 2995 | 2011.04.25 21:50 | buy | 1498 | 0.10 | 81.811 | 81.011 | 83.411 | ||
| 2996 | 2011.04.26 00:10 | close | 1498 | 0.10 | 81.863 | 81.011 | 83.411 | 700.00 | 1715430.00 |
| 2997 | 2011.04.26 01:05 | sell | 1499 | 0.10 | 81.856 | 82.656 | 80.656 | ||
| 2998 | 2011.04.26 02:03 | close | 1499 | 0.10 | 81.785 | 82.656 | 80.656 | 710.00 | 1716140.00 |
| 2999 | 2011.04.27 01:00 | sell | 1500 | 0.10 | 81.601 | 82.401 | 80.401 | ||
| 3000 | 2011.04.27 01:33 | close | 1500 | 0.10 | 81.289 | 82.401 | 80.401 | 3120.00 | 1719260.00 |