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 |
| 3001 | 2011.04.27 21:00 | buy | 1501 | 0.10 | 82.247 | 81.447 | 83.847 | ||
| 3002 | 2011.04.27 21:15 | close | 1501 | 0.10 | 82.337 | 81.447 | 83.847 | 900.00 | 1720160.00 |
| 3003 | 2011.05.02 01:05 | sell | 1502 | 0.10 | 81.156 | 81.956 | 79.956 | ||
| 3004 | 2011.05.02 03:23 | close | 1502 | 0.10 | 81.083 | 81.956 | 79.956 | 730.00 | 1720890.00 |
| 3005 | 2011.05.05 20:30 | sell | 1503 | 0.10 | 80.343 | 81.143 | 79.143 | ||
| 3006 | 2011.05.05 20:43 | close | 1503 | 0.10 | 80.270 | 81.143 | 79.143 | 730.00 | 1721620.00 |
| 3007 | 2011.05.06 01:05 | sell | 1504 | 0.10 | 80.419 | 81.219 | 79.219 | ||
| 3008 | 2011.05.06 02:35 | close | 1504 | 0.10 | 80.304 | 81.219 | 79.219 | 1150.00 | 1722770.00 |
| 3009 | 2011.05.09 21:05 | buy | 1505 | 0.10 | 80.368 | 79.568 | 81.968 | ||
| 3010 | 2011.05.10 03:54 | close | 1505 | 0.10 | 80.304 | 79.568 | 81.968 | -460.00 | 1722310.00 |
| 3011 | 2011.05.11 01:15 | sell | 1506 | 0.10 | 80.959 | 81.759 | 79.759 | ||
| 3012 | 2011.05.11 03:02 | close | 1506 | 0.10 | 80.888 | 81.759 | 79.759 | 710.00 | 1723020.00 |
| 3013 | 2011.05.12 01:00 | sell | 1507 | 0.10 | 81.147 | 81.947 | 79.947 | ||
| 3014 | 2011.05.12 01:30 | close | 1507 | 0.10 | 81.055 | 81.947 | 79.947 | 920.00 | 1723940.00 |
| 3015 | 2011.05.12 22:10 | buy | 1508 | 0.10 | 80.886 | 80.086 | 82.486 | ||
| 3016 | 2011.05.13 03:54 | close | 1508 | 0.10 | 80.951 | 80.086 | 82.486 | 1190.00 | 1725130.00 |
| 3017 | 2011.05.13 04:10 | sell | 1509 | 0.10 | 81.061 | 81.861 | 79.861 | ||
| 3018 | 2011.05.13 06:28 | close | 1509 | 0.10 | 80.915 | 81.861 | 79.861 | 1460.00 | 1726590.00 |
| 3019 | 2011.05.16 01:05 | sell | 1510 | 0.10 | 80.925 | 81.725 | 79.725 | ||
| 3020 | 2011.05.16 01:45 | close | 1510 | 0.10 | 80.832 | 81.725 | 79.725 | 930.00 | 1727520.00 |
| 3021 | 2011.05.17 01:00 | sell | 1511 | 0.10 | 80.851 | 81.651 | 79.651 | ||
| 3022 | 2011.05.17 01:49 | close | 1511 | 0.10 | 80.774 | 81.651 | 79.651 | 770.00 | 1728290.00 |
| 3023 | 2011.05.19 21:30 | buy | 1512 | 0.10 | 81.579 | 80.779 | 83.179 | ||
| 3024 | 2011.05.20 03:54 | close | 1512 | 0.10 | 81.752 | 80.779 | 83.179 | 2270.00 | 1730560.00 |
| 3025 | 2011.05.20 03:55 | sell | 1513 | 0.10 | 81.753 | 82.553 | 80.553 | ||
| 3026 | 2011.05.20 04:15 | close | 1513 | 0.10 | 81.681 | 82.553 | 80.553 | 720.00 | 1731280.00 |
| 3027 | 2011.05.23 09:40 | buy | 1514 | 0.10 | 81.758 | 80.958 | 83.358 | ||
| 3028 | 2011.05.23 12:45 | close | 1514 | 0.10 | 81.621 | 80.958 | 83.358 | -1370.00 | 1729910.00 |
| 3029 | 2011.05.24 19:00 | buy | 1515 | 0.10 | 82.135 | 81.335 | 83.735 | ||
| 3030 | 2011.05.25 03:54 | close | 1515 | 0.10 | 82.128 | 81.335 | 83.735 | 110.00 | 1730020.00 |
| 3031 | 2011.05.25 03:54 | sell | 1516 | 0.10 | 82.128 | 82.928 | 80.928 | ||
| 3032 | 2011.05.25 04:06 | close | 1516 | 0.10 | 82.025 | 82.928 | 80.928 | 1030.00 | 1731050.00 |
| 3033 | 2011.05.30 01:00 | buy | 1517 | 0.10 | 80.820 | 80.020 | 82.420 | ||
| 3034 | 2011.05.30 03:54 | close | 1517 | 0.10 | 80.872 | 80.020 | 82.420 | 520.00 | 1731570.00 |
| 3035 | 2011.05.30 03:54 | sell | 1518 | 0.10 | 80.872 | 81.672 | 79.672 | ||
| 3036 | 2011.05.30 04:22 | close | 1518 | 0.10 | 80.772 | 81.672 | 79.672 | 1000.00 | 1732570.00 |
| 3037 | 2011.06.02 04:00 | sell | 1519 | 0.10 | 81.089 | 81.889 | 79.889 | ||
| 3038 | 2011.06.02 05:30 | close | 1519 | 0.10 | 81.144 | 81.889 | 79.889 | -550.00 | 1732020.00 |
| 3039 | 2011.06.02 21:00 | buy | 1520 | 0.10 | 80.880 | 80.080 | 82.480 | ||
| 3040 | 2011.06.03 03:54 | close | 1520 | 0.10 | 80.813 | 80.080 | 82.480 | -130.00 | 1731890.00 |
| 3041 | 2011.06.06 01:15 | sell | 1521 | 0.10 | 80.290 | 81.090 | 79.090 | ||
| 3042 | 2011.06.06 02:50 | close | 1521 | 0.10 | 80.201 | 81.090 | 79.090 | 890.00 | 1732780.00 |
| 3043 | 2011.06.07 01:25 | sell | 1522 | 0.10 | 80.154 | 80.954 | 78.954 | ||
| 3044 | 2011.06.07 08:25 | close | 1522 | 0.10 | 80.313 | 80.954 | 78.954 | -1590.00 | 1731190.00 |
| 3045 | 2011.06.07 22:20 | buy | 1523 | 0.10 | 80.054 | 79.254 | 81.654 | ||
| 3046 | 2011.06.08 01:00 | close | 1523 | 0.10 | 80.113 | 79.254 | 81.654 | 770.00 | 1731960.00 |
| 3047 | 2011.06.08 01:35 | sell | 1524 | 0.10 | 80.135 | 80.935 | 78.935 | ||
| 3048 | 2011.06.08 04:04 | close | 1524 | 0.10 | 80.060 | 80.935 | 78.935 | 750.00 | 1732710.00 |
| 3049 | 2011.06.09 01:20 | sell | 1525 | 0.10 | 79.940 | 80.740 | 78.740 | ||
| 3050 | 2011.06.09 02:50 | close | 1525 | 0.10 | 79.864 | 80.740 | 78.740 | 760.00 | 1733470.00 |
| 3051 | 2011.06.09 21:55 | buy | 1526 | 0.10 | 80.280 | 79.480 | 81.880 | ||
| 3052 | 2011.06.10 01:10 | close | 1526 | 0.10 | 80.452 | 79.480 | 81.880 | 2260.00 | 1735730.00 |
| 3053 | 2011.06.14 22:05 | buy | 1527 | 0.10 | 80.486 | 79.686 | 82.086 | ||
| 3054 | 2011.06.15 03:54 | close | 1527 | 0.10 | 80.560 | 79.686 | 82.086 | 920.00 | 1736650.00 |
| 3055 | 2011.06.20 03:54 | sell | 1528 | 0.10 | 80.202 | 81.002 | 79.002 | ||
| 3056 | 2011.06.20 04:20 | close | 1528 | 0.10 | 80.131 | 81.002 | 79.002 | 710.00 | 1737360.00 |
| 3057 | 2011.06.20 12:52 | sell | 1529 | 0.10 | 80.326 | 81.126 | 79.126 | ||
| 3058 | 2011.06.20 13:49 | close | 1529 | 0.10 | 80.272 | 81.126 | 79.126 | 540.00 | 1737900.00 |
| 3059 | 2011.06.23 19:00 | buy | 1530 | 0.10 | 80.460 | 79.660 | 82.060 | ||
| 3060 | 2011.06.23 21:00 | close | 1530 | 0.10 | 80.620 | 79.660 | 82.060 | 1600.00 | 1739500.00 |
| 3061 | 2011.06.23 22:20 | buy | 1531 | 0.10 | 80.520 | 79.720 | 82.120 | ||
| 3062 | 2011.06.24 03:10 | close | 1531 | 0.10 | 80.525 | 79.720 | 82.120 | 590.00 | 1740090.00 |
| 3063 | 2011.06.24 03:54 | sell | 1532 | 0.10 | 80.527 | 81.327 | 79.327 | ||
| 3064 | 2011.06.24 05:20 | close | 1532 | 0.10 | 80.456 | 81.327 | 79.327 | 710.00 | 1740800.00 |
| 3065 | 2011.06.29 19:00 | buy | 1533 | 0.10 | 80.807 | 80.007 | 82.407 | ||
| 3066 | 2011.06.30 03:54 | close | 1533 | 0.10 | 80.718 | 80.007 | 82.407 | -710.00 | 1740090.00 |
| 3067 | 2011.06.30 21:50 | buy | 1534 | 0.10 | 80.502 | 79.702 | 82.102 | ||
| 3068 | 2011.07.01 01:00 | close | 1534 | 0.10 | 80.564 | 79.702 | 82.102 | 1160.00 | 1741250.00 |
| 3069 | 2011.07.04 21:50 | buy | 1535 | 0.10 | 80.786 | 79.986 | 82.386 | ||
| 3070 | 2011.07.05 03:05 | close | 1535 | 0.10 | 80.844 | 79.986 | 82.386 | 760.00 | 1742010.00 |
| 3071 | 2011.07.05 04:20 | sell | 1536 | 0.10 | 80.919 | 81.719 | 79.719 | ||
| 3072 | 2011.07.05 08:20 | close | 1536 | 0.10 | 81.087 | 81.719 | 79.719 | -1680.00 | 1740330.00 |
| 3073 | 2011.07.07 21:05 | buy | 1537 | 0.10 | 81.225 | 80.425 | 82.825 | ||
| 3074 | 2011.07.08 02:35 | close | 1537 | 0.10 | 81.305 | 80.425 | 82.825 | 1340.00 | 1741670.00 |
| 3075 | 2011.07.11 01:15 | sell | 1538 | 0.10 | 80.607 | 81.407 | 79.407 | ||
| 3076 | 2011.07.11 08:25 | close | 1538 | 0.10 | 80.769 | 81.407 | 79.407 | -1620.00 | 1740050.00 |
| 3077 | 2011.07.11 21:25 | buy | 1539 | 0.10 | 80.126 | 79.326 | 81.726 | ||
| 3078 | 2011.07.11 22:20 | close | 1539 | 0.10 | 80.221 | 79.326 | 81.726 | 950.00 | 1741000.00 |
| 3079 | 2011.07.12 01:30 | sell | 1540 | 0.10 | 80.321 | 81.121 | 79.121 | ||
| 3080 | 2011.07.12 03:15 | close | 1540 | 0.10 | 80.251 | 81.121 | 79.121 | 700.00 | 1741700.00 |
| 3081 | 2011.07.14 12:38 | sell | 1541 | 0.10 | 79.059 | 79.859 | 77.859 | ||
| 3082 | 2011.07.14 12:46 | close | 1541 | 0.10 | 78.995 | 79.859 | 77.859 | 640.00 | 1742340.00 |
| 3083 | 2011.07.14 21:00 | buy | 1542 | 0.10 | 79.079 | 78.279 | 80.679 | ||
| 3084 | 2011.07.15 03:54 | close | 1542 | 0.10 | 79.122 | 78.279 | 80.679 | 970.00 | 1743310.00 |
| 3085 | 2011.07.15 03:55 | sell | 1543 | 0.10 | 79.121 | 79.921 | 77.921 | ||
| 3086 | 2011.07.15 08:20 | close | 1543 | 0.10 | 79.208 | 79.921 | 77.921 | -870.00 | 1742440.00 |
| 3087 | 2011.07.18 12:11 | sell | 1544 | 0.10 | 79.081 | 79.881 | 77.881 | ||
| 3088 | 2011.07.18 12:51 | close | 1544 | 0.10 | 79.047 | 79.881 | 77.881 | 340.00 | 1742780.00 |
| 3089 | 2011.07.19 01:00 | sell | 1545 | 0.10 | 79.052 | 79.852 | 77.852 | ||
| 3090 | 2011.07.19 03:20 | close | 1545 | 0.10 | 79.019 | 79.852 | 77.852 | 330.00 | 1743110.00 |
| 3091 | 2011.07.20 01:05 | buy | 1546 | 0.10 | 79.189 | 78.389 | 80.789 | ||
| 3092 | 2011.07.20 03:25 | close | 1546 | 0.10 | 79.287 | 78.389 | 80.789 | 980.00 | 1744090.00 |
| 3093 | 2011.07.20 03:54 | sell | 1547 | 0.10 | 79.255 | 80.055 | 78.055 | ||
| 3094 | 2011.07.20 05:05 | close | 1547 | 0.10 | 79.179 | 80.055 | 78.055 | 760.00 | 1744850.00 |
| 3095 | 2011.07.20 12:55 | sell | 1548 | 0.10 | 78.967 | 79.767 | 77.767 | ||
| 3096 | 2011.07.20 13:39 | close | 1548 | 0.10 | 78.894 | 79.767 | 77.767 | 730.00 | 1745580.00 |
| 3097 | 2011.07.21 01:00 | sell | 1549 | 0.10 | 78.835 | 79.635 | 77.635 | ||
| 3098 | 2011.07.21 02:02 | close | 1549 | 0.10 | 78.761 | 79.635 | 77.635 | 740.00 | 1746320.00 |
| 3099 | 2011.07.21 12:23 | sell | 1550 | 0.10 | 78.889 | 79.689 | 77.689 | ||
| 3100 | 2011.07.21 14:34 | close | 1550 | 0.10 | 78.821 | 79.689 | 77.689 | 680.00 | 1747000.00 |
| 3101 | 2011.07.22 01:00 | sell | 1551 | 0.10 | 78.546 | 79.346 | 77.346 | ||
| 3102 | 2011.07.22 02:19 | close | 1551 | 0.10 | 78.452 | 79.346 | 77.346 | 940.00 | 1747940.00 |
| 3103 | 2011.07.25 01:00 | buy | 1552 | 0.10 | 78.253 | 77.453 | 79.853 | ||
| 3104 | 2011.07.25 02:25 | close | 1552 | 0.10 | 78.429 | 77.453 | 79.853 | 1760.00 | 1749700.00 |
| 3105 | 2011.07.25 04:05 | sell | 1553 | 0.10 | 78.481 | 79.281 | 77.281 | ||
| 3106 | 2011.07.25 04:35 | close | 1553 | 0.10 | 78.380 | 79.281 | 77.281 | 1010.00 | 1750710.00 |
| 3107 | 2011.07.26 01:25 | sell | 1554 | 0.10 | 78.320 | 79.120 | 77.120 | ||
| 3108 | 2011.07.26 03:57 | close | 1554 | 0.10 | 78.249 | 79.120 | 77.120 | 710.00 | 1751420.00 |
| 3109 | 2011.07.26 12:05 | sell | 1555 | 0.10 | 78.133 | 78.933 | 76.933 | ||
| 3110 | 2011.07.26 13:00 | close | 1555 | 0.10 | 78.074 | 78.933 | 76.933 | 590.00 | 1752010.00 |
| 3111 | 2011.07.27 01:00 | sell | 1556 | 0.10 | 77.949 | 78.749 | 76.749 | ||
| 3112 | 2011.07.27 03:58 | close | 1556 | 0.10 | 77.850 | 78.749 | 76.749 | 990.00 | 1753000.00 |
| 3113 | 2011.07.27 12:26 | sell | 1557 | 0.10 | 77.739 | 78.539 | 76.539 | ||
| 3114 | 2011.07.27 13:10 | close | 1557 | 0.10 | 77.695 | 78.539 | 76.539 | 440.00 | 1753440.00 |
| 3115 | 2011.07.28 19:30 | buy | 1558 | 0.10 | 77.845 | 77.045 | 79.445 | ||
| 3116 | 2011.07.29 03:54 | close | 1558 | 0.10 | 77.805 | 77.045 | 79.445 | 140.00 | 1753580.00 |
| 3117 | 2011.07.29 03:55 | sell | 1559 | 0.10 | 77.808 | 78.608 | 76.608 | ||
| 3118 | 2011.07.29 05:10 | close | 1559 | 0.10 | 77.721 | 78.608 | 76.608 | 870.00 | 1754450.00 |
| 3119 | 2011.08.03 01:00 | sell | 1560 | 0.10 | 77.351 | 78.151 | 76.151 | ||
| 3120 | 2011.08.03 01:30 | close | 1560 | 0.10 | 77.241 | 78.151 | 76.151 | 1100.00 | 1755550.00 |
| 3121 | 2011.08.04 01:35 | sell | 1561 | 0.10 | 77.066 | 77.866 | 75.866 | ||
| 3122 | 2011.08.04 04:01 | s/l | 1561 | 0.10 | 77.866 | 77.866 | 75.866 | -8000.00 | 1747550.00 |
| 3123 | 2011.08.08 01:50 | sell | 1562 | 0.10 | 78.325 | 79.125 | 77.125 | ||
| 3124 | 2011.08.08 02:50 | close | 1562 | 0.10 | 78.232 | 79.125 | 77.125 | 930.00 | 1748480.00 |
| 3125 | 2011.08.09 01:00 | sell | 1563 | 0.10 | 77.844 | 78.644 | 76.644 | ||
| 3126 | 2011.08.09 01:15 | close | 1563 | 0.10 | 77.752 | 78.644 | 76.644 | 920.00 | 1749400.00 |
| 3127 | 2011.08.09 21:45 | buy | 1564 | 0.10 | 76.921 | 76.121 | 78.521 | ||
| 3128 | 2011.08.09 22:00 | close | 1564 | 0.10 | 77.105 | 76.121 | 78.521 | 1840.00 | 1751240.00 |
| 3129 | 2011.08.09 22:25 | buy | 1565 | 0.10 | 76.889 | 76.089 | 78.489 | ||
| 3130 | 2011.08.09 23:45 | close | 1565 | 0.10 | 77.066 | 76.089 | 78.489 | 1770.00 | 1753010.00 |
| 3131 | 2011.08.15 01:10 | buy | 1566 | 0.10 | 76.900 | 76.100 | 78.500 | ||
| 3132 | 2011.08.15 03:20 | close | 1566 | 0.10 | 77.079 | 76.100 | 78.500 | 1790.00 | 1754800.00 |
| 3133 | 2011.08.15 03:55 | sell | 1567 | 0.10 | 77.002 | 77.802 | 75.802 | ||
| 3134 | 2011.08.15 05:26 | close | 1567 | 0.10 | 76.881 | 77.802 | 75.802 | 1210.00 | 1756010.00 |
| 3135 | 2011.08.18 21:15 | buy | 1568 | 0.10 | 76.511 | 75.711 | 78.111 | ||
| 3136 | 2011.08.19 02:05 | close | 1568 | 0.10 | 76.648 | 75.711 | 78.111 | 1910.00 | 1757920.00 |
| 3137 | 2011.08.19 03:54 | sell | 1569 | 0.10 | 76.876 | 77.676 | 75.676 | ||
| 3138 | 2011.08.19 04:05 | close | 1569 | 0.10 | 76.783 | 77.676 | 75.676 | 930.00 | 1758850.00 |
| 3139 | 2011.08.22 01:00 | sell | 1570 | 0.10 | 76.807 | 77.607 | 75.607 | ||
| 3140 | 2011.08.22 03:55 | close | 1570 | 0.10 | 76.715 | 77.607 | 75.607 | 920.00 | 1759770.00 |
| 3141 | 2011.08.24 22:15 | buy | 1571 | 0.10 | 76.985 | 76.185 | 78.585 | ||
| 3142 | 2011.08.25 02:00 | close | 1571 | 0.10 | 77.060 | 76.185 | 78.585 | 930.00 | 1760700.00 |
| 3143 | 2011.08.29 21:30 | buy | 1572 | 0.10 | 76.919 | 76.119 | 78.519 | ||
| 3144 | 2011.08.30 02:25 | close | 1572 | 0.10 | 76.972 | 76.119 | 78.519 | 710.00 | 1761410.00 |
| 3145 | 2011.08.31 01:30 | sell | 1573 | 0.10 | 76.751 | 77.551 | 75.551 | ||
| 3146 | 2011.08.31 03:25 | close | 1573 | 0.10 | 76.659 | 77.551 | 75.551 | 920.00 | 1762330.00 |
| 3147 | 2011.09.01 01:55 | sell | 1574 | 0.10 | 76.746 | 77.546 | 75.546 | ||
| 3148 | 2011.09.01 07:15 | close | 1574 | 0.10 | 76.840 | 77.546 | 75.546 | -940.00 | 1761390.00 |
| 3149 | 2011.09.06 01:00 | sell | 1575 | 0.10 | 76.938 | 77.738 | 75.738 | ||
| 3150 | 2011.09.06 04:12 | close | 1575 | 0.10 | 76.857 | 77.738 | 75.738 | 810.00 | 1762200.00 |