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 |
| 3151 | 2011.09.08 21:35 | buy | 1576 | 0.10 | 77.450 | 76.650 | 79.050 | ||
| 3152 | 2011.09.09 03:54 | close | 1576 | 0.10 | 77.557 | 76.650 | 79.050 | 1610.00 | 1763810.00 |
| 3153 | 2011.09.14 01:20 | sell | 1577 | 0.10 | 76.938 | 77.738 | 75.738 | ||
| 3154 | 2011.09.14 07:00 | close | 1577 | 0.10 | 76.917 | 77.738 | 75.738 | 210.00 | 1764020.00 |
| 3155 | 2011.09.14 21:00 | buy | 1578 | 0.10 | 76.664 | 75.864 | 78.264 | ||
| 3156 | 2011.09.15 03:20 | close | 1578 | 0.10 | 76.786 | 75.864 | 78.264 | 1400.00 | 1765420.00 |
| 3157 | 2011.09.15 03:54 | sell | 1579 | 0.10 | 76.699 | 77.499 | 75.499 | ||
| 3158 | 2011.09.15 05:55 | close | 1579 | 0.10 | 76.682 | 77.499 | 75.499 | 170.00 | 1765590.00 |
| 3159 | 2011.09.21 01:25 | sell | 1580 | 0.10 | 76.463 | 77.263 | 75.263 | ||
| 3160 | 2011.09.21 03:00 | close | 1580 | 0.10 | 76.401 | 77.263 | 75.263 | 620.00 | 1766210.00 |
| 3161 | 2011.09.22 01:40 | sell | 1581 | 0.10 | 76.646 | 77.446 | 75.446 | ||
| 3162 | 2011.09.22 01:59 | close | 1581 | 0.10 | 76.557 | 77.446 | 75.446 | 890.00 | 1767100.00 |
| 3163 | 2011.09.22 12:49 | sell | 1582 | 0.10 | 76.500 | 77.300 | 75.300 | ||
| 3164 | 2011.09.22 12:56 | close | 1582 | 0.10 | 76.428 | 77.300 | 75.300 | 720.00 | 1767820.00 |
| 3165 | 2011.09.29 19:15 | buy | 1583 | 0.10 | 76.689 | 75.889 | 78.289 | ||
| 3166 | 2011.09.30 00:10 | close | 1583 | 0.10 | 76.843 | 75.889 | 78.289 | 2080.00 | 1769900.00 |
| 3167 | 2011.10.03 09:50 | buy | 1584 | 0.10 | 76.942 | 76.142 | 78.542 | ||
| 3168 | 2011.10.03 11:00 | close | 1584 | 0.10 | 76.927 | 76.142 | 78.542 | -150.00 | 1769750.00 |
| 3169 | 2011.10.04 01:15 | sell | 1585 | 0.10 | 76.666 | 77.466 | 75.466 | ||
| 3170 | 2011.10.04 01:42 | close | 1585 | 0.10 | 76.595 | 77.466 | 75.466 | 710.00 | 1770460.00 |
| 3171 | 2011.10.13 21:05 | buy | 1586 | 0.10 | 76.874 | 76.074 | 78.474 | ||
| 3172 | 2011.10.14 03:54 | close | 1586 | 0.10 | 76.957 | 76.074 | 78.474 | 1370.00 | 1771830.00 |
| 3173 | 2011.10.14 03:54 | sell | 1587 | 0.10 | 76.957 | 77.757 | 75.757 | ||
| 3174 | 2011.10.14 07:45 | close | 1587 | 0.10 | 76.888 | 77.757 | 75.757 | 690.00 | 1772520.00 |
| 3175 | 2011.10.17 09:00 | buy | 1588 | 0.10 | 77.107 | 76.307 | 78.707 | ||
| 3176 | 2011.10.17 09:56 | close | 1588 | 0.10 | 77.172 | 76.307 | 78.707 | 650.00 | 1773170.00 |
| 3177 | 2011.10.17 12:57 | buy | 1589 | 0.10 | 77.266 | 76.466 | 78.866 | ||
| 3178 | 2011.10.17 13:00 | close | 1589 | 0.10 | 77.350 | 76.466 | 78.866 | 840.00 | 1774010.00 |
| 3179 | 2011.10.19 21:35 | buy | 1590 | 0.10 | 76.730 | 75.930 | 78.330 | ||
| 3180 | 2011.10.20 03:54 | close | 1590 | 0.10 | 76.826 | 75.930 | 78.330 | 1140.00 | 1775150.00 |
| 3181 | 2011.10.24 01:05 | sell | 1591 | 0.10 | 76.268 | 77.068 | 75.068 | ||
| 3182 | 2011.10.24 01:32 | close | 1591 | 0.10 | 76.196 | 77.068 | 75.068 | 720.00 | 1775870.00 |
| 3183 | 2011.10.24 19:25 | buy | 1592 | 0.10 | 76.079 | 75.279 | 77.679 | ||
| 3184 | 2011.10.25 02:50 | close | 1592 | 0.10 | 76.188 | 75.279 | 77.679 | 1270.00 | 1777140.00 |
| 3185 | 2011.10.25 03:55 | sell | 1593 | 0.10 | 76.220 | 77.020 | 75.020 | ||
| 3186 | 2011.10.25 05:57 | close | 1593 | 0.10 | 76.118 | 77.020 | 75.020 | 1020.00 | 1778160.00 |
| 3187 | 2011.10.25 12:07 | sell | 1594 | 0.10 | 76.194 | 76.994 | 74.994 | ||
| 3188 | 2011.10.25 12:40 | close | 1594 | 0.10 | 76.126 | 76.994 | 74.994 | 680.00 | 1778840.00 |
| 3189 | 2011.10.26 18:35 | sell | 1595 | 0.10 | 76.043 | 76.843 | 74.843 | ||
| 3190 | 2011.10.26 20:40 | close | 1595 | 0.10 | 76.023 | 76.843 | 74.843 | 200.00 | 1779040.00 |
| 3191 | 2011.10.27 19:15 | buy | 1596 | 0.10 | 75.783 | 74.983 | 77.383 | ||
| 3192 | 2011.10.27 20:40 | close | 1596 | 0.10 | 75.941 | 74.983 | 77.383 | 1580.00 | 1780620.00 |
| 3193 | 2011.10.27 22:20 | buy | 1597 | 0.10 | 75.912 | 75.112 | 77.512 | ||
| 3194 | 2011.10.28 03:54 | close | 1597 | 0.10 | 75.958 | 75.112 | 77.512 | 1000.00 | 1781620.00 |
| 3195 | 2011.10.28 03:54 | sell | 1598 | 0.10 | 75.958 | 76.758 | 74.758 | ||
| 3196 | 2011.10.28 08:20 | close | 1598 | 0.10 | 75.895 | 76.758 | 74.758 | 630.00 | 1782250.00 |
| 3197 | 2011.11.01 12:09 | buy | 1599 | 0.10 | 78.048 | 77.248 | 79.648 | ||
| 3198 | 2011.11.01 12:22 | close | 1599 | 0.10 | 78.123 | 77.248 | 79.648 | 750.00 | 1783000.00 |
| 3199 | 2011.11.02 09:20 | buy | 1600 | 0.10 | 78.095 | 77.295 | 79.695 | ||
| 3200 | 2011.11.02 10:53 | close | 1600 | 0.10 | 78.137 | 77.295 | 79.695 | 420.00 | 1783420.00 |
| 3201 | 2011.11.02 12:14 | buy | 1601 | 0.10 | 78.051 | 77.251 | 79.651 | ||
| 3202 | 2011.11.02 14:20 | close | 1601 | 0.10 | 78.058 | 77.251 | 79.651 | 70.00 | 1783490.00 |
| 3203 | 2011.11.09 11:20 | sell | 1602 | 0.10 | 77.721 | 78.521 | 76.521 | ||
| 3204 | 2011.11.09 11:48 | close | 1602 | 0.10 | 77.643 | 78.521 | 76.521 | 780.00 | 1784270.00 |
| 3205 | 2011.11.09 20:00 | buy | 1603 | 0.10 | 77.723 | 76.923 | 79.323 | ||
| 3206 | 2011.11.10 02:54 | close | 1603 | 0.10 | 77.821 | 76.923 | 79.323 | 1160.00 | 1785430.00 |
| 3207 | 2011.11.14 01:10 | sell | 1604 | 0.10 | 77.190 | 77.990 | 75.990 | ||
| 3208 | 2011.11.14 04:20 | close | 1604 | 0.10 | 77.160 | 77.990 | 75.990 | 300.00 | 1785730.00 |
| 3209 | 2011.11.14 21:15 | buy | 1605 | 0.10 | 77.062 | 76.262 | 78.662 | ||
| 3210 | 2011.11.15 02:54 | close | 1605 | 0.10 | 77.127 | 76.262 | 78.662 | 830.00 | 1786560.00 |
| 3211 | 2011.11.15 04:50 | sell | 1606 | 0.10 | 77.166 | 77.966 | 75.966 | ||
| 3212 | 2011.11.15 05:16 | close | 1606 | 0.10 | 77.097 | 77.966 | 75.966 | 690.00 | 1787250.00 |
| 3213 | 2011.11.16 21:50 | buy | 1607 | 0.10 | 76.963 | 76.163 | 78.563 | ||
| 3214 | 2011.11.16 23:15 | close | 1607 | 0.10 | 77.040 | 76.163 | 78.563 | 770.00 | 1788020.00 |
| 3215 | 2011.11.17 20:00 | buy | 1608 | 0.10 | 76.999 | 76.199 | 78.599 | ||
| 3216 | 2011.11.18 02:54 | close | 1608 | 0.10 | 76.999 | 76.199 | 78.599 | 540.00 | 1788560.00 |
| 3217 | 2011.11.18 02:55 | sell | 1609 | 0.10 | 76.992 | 77.792 | 75.792 | ||
| 3218 | 2011.11.18 05:35 | close | 1609 | 0.10 | 76.899 | 77.792 | 75.792 | 930.00 | 1789490.00 |
| 3219 | 2011.11.24 18:00 | buy | 1610 | 0.10 | 77.113 | 76.313 | 78.713 | ||
| 3220 | 2011.11.25 01:00 | close | 1610 | 0.10 | 77.138 | 76.313 | 78.713 | 790.00 | 1790280.00 |
| 3221 | 2011.11.25 02:54 | sell | 1611 | 0.10 | 77.300 | 78.100 | 76.100 | ||
| 3222 | 2011.11.25 07:20 | close | 1611 | 0.10 | 77.410 | 78.100 | 76.100 | -1100.00 | 1789180.00 |
| 3223 | 2011.11.28 01:00 | buy | 1612 | 0.10 | 77.480 | 76.680 | 79.080 | ||
| 3224 | 2011.11.28 01:08 | close | 1612 | 0.10 | 77.561 | 76.680 | 79.080 | 810.00 | 1789990.00 |
| 3225 | 2011.11.29 18:05 | buy | 1613 | 0.10 | 77.835 | 77.035 | 79.435 | ||
| 3226 | 2011.11.30 01:50 | close | 1613 | 0.10 | 77.990 | 77.035 | 79.435 | 1730.00 | 1791720.00 |
| 3227 | 2011.11.30 02:54 | sell | 1614 | 0.10 | 78.100 | 78.900 | 76.900 | ||
| 3228 | 2011.11.30 03:11 | close | 1614 | 0.10 | 77.980 | 78.900 | 76.900 | 1200.00 | 1792920.00 |
| 3229 | 2011.12.08 21:00 | buy | 1615 | 0.10 | 77.699 | 76.899 | 79.299 | ||
| 3230 | 2011.12.09 02:54 | close | 1615 | 0.10 | 77.718 | 76.899 | 79.299 | 730.00 | 1793650.00 |
| 3231 | 2011.12.14 20:00 | buy | 1616 | 0.10 | 78.080 | 77.280 | 79.680 | ||
| 3232 | 2011.12.15 02:54 | close | 1616 | 0.10 | 78.059 | 77.280 | 79.680 | -30.00 | 1793620.00 |
| 3233 | 2011.12.19 20:15 | buy | 1617 | 0.10 | 77.957 | 77.157 | 79.557 | ||
| 3234 | 2011.12.20 02:54 | close | 1617 | 0.10 | 78.003 | 77.157 | 79.557 | 640.00 | 1794260.00 |
| 3235 | 2011.12.20 03:00 | sell | 1618 | 0.10 | 78.022 | 78.822 | 76.822 | ||
| 3236 | 2011.12.20 05:45 | close | 1618 | 0.10 | 78.004 | 78.822 | 76.822 | 180.00 | 1794440.00 |
| 3237 | 2012.01.02 01:00 | sell | 1619 | 0.10 | 77.113 | 77.913 | 75.913 | ||
| 3238 | 2012.01.02 04:55 | close | 1619 | 0.10 | 77.014 | 77.913 | 75.913 | 990.00 | 1795430.00 |
| 3239 | 2012.01.03 01:00 | sell | 1620 | 0.10 | 76.902 | 77.702 | 75.702 | ||
| 3240 | 2012.01.03 04:10 | close | 1620 | 0.10 | 76.852 | 77.702 | 75.702 | 500.00 | 1795930.00 |
| 3241 | 2012.01.04 01:30 | sell | 1621 | 0.10 | 76.756 | 77.556 | 75.556 | ||
| 3242 | 2012.01.04 02:37 | close | 1621 | 0.10 | 76.675 | 77.556 | 75.556 | 810.00 | 1796740.00 |
| 3243 | 2012.01.04 22:45 | buy | 1622 | 0.10 | 76.715 | 75.915 | 78.315 | ||
| 3244 | 2012.01.05 02:54 | close | 1622 | 0.10 | 76.732 | 75.915 | 78.315 | 350.00 | 1797090.00 |
| 3245 | 2012.01.09 01:50 | sell | 1623 | 0.10 | 76.931 | 77.731 | 75.731 | ||
| 3246 | 2012.01.09 06:55 | close | 1623 | 0.10 | 76.930 | 77.731 | 75.731 | 10.00 | 1797100.00 |
| 3247 | 2012.01.09 21:20 | buy | 1624 | 0.10 | 76.841 | 76.041 | 78.441 | ||
| 3248 | 2012.01.10 02:54 | close | 1624 | 0.10 | 76.869 | 76.041 | 78.441 | 460.00 | 1797560.00 |
| 3249 | 2012.01.12 20:05 | buy | 1625 | 0.10 | 76.740 | 75.940 | 78.340 | ||
| 3250 | 2012.01.13 02:54 | close | 1625 | 0.10 | 76.788 | 75.940 | 78.340 | 1020.00 | 1798580.00 |
| 3251 | 2012.01.13 02:54 | sell | 1626 | 0.10 | 76.788 | 77.588 | 75.588 | ||
| 3252 | 2012.01.13 04:30 | close | 1626 | 0.10 | 76.762 | 77.588 | 75.588 | 260.00 | 1798840.00 |
| 3253 | 2012.01.17 12:33 | sell | 1627 | 0.10 | 76.691 | 77.491 | 75.491 | ||
| 3254 | 2012.01.17 18:00 | close | 1627 | 0.10 | 76.810 | 77.491 | 75.491 | -1190.00 | 1797650.00 |
| 3255 | 2012.01.19 20:55 | buy | 1628 | 0.10 | 77.202 | 76.402 | 78.802 | ||
| 3256 | 2012.01.20 02:54 | close | 1628 | 0.10 | 77.108 | 76.402 | 78.802 | -400.00 | 1797250.00 |
| 3257 | 2012.01.20 03:00 | sell | 1629 | 0.10 | 77.113 | 77.913 | 75.913 | ||
| 3258 | 2012.01.20 07:20 | close | 1629 | 0.10 | 77.122 | 77.913 | 75.913 | -90.00 | 1797160.00 |
| 3259 | 2012.01.25 02:54 | sell | 1630 | 0.10 | 77.781 | 78.581 | 76.581 | ||
| 3260 | 2012.01.25 06:50 | close | 1630 | 0.10 | 77.871 | 78.581 | 76.581 | -900.00 | 1796260.00 |
| 3261 | 2012.01.31 01:00 | sell | 1631 | 0.10 | 76.367 | 77.167 | 75.167 | ||
| 3262 | 2012.01.31 02:07 | close | 1631 | 0.10 | 76.297 | 77.167 | 75.167 | 700.00 | 1796960.00 |
| 3263 | 2012.01.31 12:25 | sell | 1632 | 0.10 | 76.332 | 77.132 | 75.132 | ||
| 3264 | 2012.01.31 15:44 | close | 1632 | 0.10 | 76.329 | 77.132 | 75.132 | 30.00 | 1796990.00 |
| 3265 | 2012.02.01 20:00 | sell | 1633 | 0.10 | 76.272 | 77.072 | 75.072 | ||
| 3266 | 2012.02.01 21:03 | close | 1633 | 0.10 | 76.276 | 77.072 | 75.072 | -40.00 | 1796950.00 |
| 3267 | 2012.02.02 20:35 | buy | 1634 | 0.10 | 76.131 | 75.331 | 77.731 | ||
| 3268 | 2012.02.03 02:54 | close | 1634 | 0.10 | 76.213 | 75.331 | 77.731 | 1360.00 | 1798310.00 |
| 3269 | 2012.02.07 21:55 | buy | 1635 | 0.10 | 76.821 | 76.021 | 78.421 | ||
| 3270 | 2012.02.08 02:25 | close | 1635 | 0.10 | 76.849 | 76.021 | 78.421 | 460.00 | 1798770.00 |
| 3271 | 2012.02.14 20:00 | buy | 1636 | 0.10 | 78.418 | 77.618 | 80.018 | ||
| 3272 | 2012.02.15 02:54 | close | 1636 | 0.10 | 78.508 | 77.618 | 80.018 | 1080.00 | 1799850.00 |
| 3273 | 2012.02.15 02:55 | sell | 1637 | 0.10 | 78.510 | 79.310 | 77.310 | ||
| 3274 | 2012.02.15 04:35 | close | 1637 | 0.10 | 78.427 | 79.310 | 77.310 | 830.00 | 1800680.00 |
| 3275 | 2012.02.20 09:30 | buy | 1638 | 0.10 | 79.447 | 78.647 | 81.047 | ||
| 3276 | 2012.02.20 10:31 | close | 1638 | 0.10 | 79.497 | 78.647 | 81.047 | 500.00 | 1801180.00 |
| 3277 | 2012.02.21 13:45 | buy | 1639 | 0.10 | 79.659 | 78.859 | 81.259 | ||
| 3278 | 2012.02.21 14:25 | close | 1639 | 0.10 | 79.703 | 78.859 | 81.259 | 440.00 | 1801620.00 |
| 3279 | 2012.02.22 21:56 | buy | 1640 | 0.10 | 80.250 | 79.450 | 81.850 | ||
| 3280 | 2012.02.22 22:40 | close | 1640 | 0.10 | 80.273 | 79.450 | 81.850 | 230.00 | 1801850.00 |
| 3281 | 2012.02.23 11:30 | buy | 1641 | 0.10 | 80.071 | 79.271 | 81.671 | ||
| 3282 | 2012.02.23 13:11 | close | 1641 | 0.10 | 80.141 | 79.271 | 81.671 | 700.00 | 1802550.00 |
| 3283 | 2012.02.23 21:05 | buy | 1642 | 0.10 | 80.091 | 79.291 | 81.691 | ||
| 3284 | 2012.02.24 02:54 | close | 1642 | 0.10 | 80.000 | 79.291 | 81.691 | -370.00 | 1802180.00 |
| 3285 | 2012.02.24 02:54 | sell | 1643 | 0.10 | 80.000 | 80.800 | 78.800 | ||
| 3286 | 2012.02.24 07:20 | close | 1643 | 0.10 | 80.338 | 80.800 | 78.800 | -3380.00 | 1798800.00 |
| 3287 | 2012.02.27 09:15 | buy | 1644 | 0.10 | 81.022 | 80.222 | 82.622 | ||
| 3288 | 2012.02.27 09:50 | close | 1644 | 0.10 | 81.060 | 80.222 | 82.622 | 380.00 | 1799180.00 |
| 3289 | 2012.03.01 21:55 | buy | 1645 | 0.10 | 81.057 | 80.257 | 82.657 | ||
| 3290 | 2012.03.01 22:22 | close | 1645 | 0.10 | 81.123 | 80.257 | 82.657 | 660.00 | 1799840.00 |
| 3291 | 2012.03.06 12:00 | buy | 1646 | 0.10 | 80.935 | 80.135 | 82.535 | ||
| 3292 | 2012.03.06 12:35 | close | 1646 | 0.10 | 81.004 | 80.135 | 82.535 | 690.00 | 1800530.00 |
| 3293 | 2012.03.06 12:46 | buy | 1647 | 0.10 | 80.951 | 80.151 | 82.551 | ||
| 3294 | 2012.03.06 13:18 | close | 1647 | 0.10 | 81.042 | 80.151 | 82.551 | 910.00 | 1801440.00 |
| 3295 | 2012.03.06 19:00 | buy | 1648 | 0.10 | 80.733 | 79.933 | 82.333 | ||
| 3296 | 2012.03.06 20:37 | close | 1648 | 0.10 | 80.683 | 79.933 | 82.333 | -500.00 | 1800940.00 |
| 3297 | 2012.03.07 02:00 | buy | 1649 | 0.10 | 80.644 | 79.844 | 82.244 | ||
| 3298 | 2012.03.07 02:44 | close | 1649 | 0.10 | 80.709 | 79.844 | 82.244 | 650.00 | 1801590.00 |
| 3299 | 2012.03.07 23:49 | buy | 1650 | 0.10 | 81.088 | 80.288 | 82.688 | ||
| 3300 | 2012.03.08 00:36 | close | 1650 | 0.10 | 81.140 | 80.288 | 82.688 | 700.00 | 1802290.00 |