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 |
| 3301 | 2012.03.08 22:20 | buy | 1651 | 0.10 | 81.583 | 80.783 | 83.183 | ||
| 3302 | 2012.03.09 02:54 | close | 1651 | 0.10 | 81.618 | 80.783 | 83.183 | 890.00 | 1803180.00 |
| 3303 | 2012.03.12 11:10 | buy | 1652 | 0.10 | 82.175 | 81.375 | 83.775 | ||
| 3304 | 2012.03.12 11:53 | close | 1652 | 0.10 | 82.250 | 81.375 | 83.775 | 750.00 | 1803930.00 |
| 3305 | 2012.03.14 21:10 | buy | 1653 | 0.10 | 83.626 | 82.826 | 85.226 | ||
| 3306 | 2012.03.15 02:40 | close | 1653 | 0.10 | 83.875 | 82.826 | 85.226 | 2670.00 | 1806600.00 |
| 3307 | 2012.03.15 03:54 | sell | 1654 | 0.10 | 83.966 | 84.766 | 82.766 | ||
| 3308 | 2012.03.15 08:20 | close | 1654 | 0.10 | 84.034 | 84.766 | 82.766 | -680.00 | 1805920.00 |
| 3309 | 2012.03.15 09:35 | buy | 1655 | 0.10 | 83.802 | 83.002 | 85.402 | ||
| 3310 | 2012.03.15 09:55 | close | 1655 | 0.10 | 83.868 | 83.002 | 85.402 | 660.00 | 1806580.00 |
| 3311 | 2012.03.15 12:40 | buy | 1656 | 0.10 | 83.701 | 82.901 | 85.301 | ||
| 3312 | 2012.03.15 15:21 | close | 1656 | 0.10 | 83.565 | 82.901 | 85.301 | -1360.00 | 1805220.00 |
| 3313 | 2012.03.19 01:50 | sell | 1657 | 0.10 | 83.536 | 84.336 | 82.336 | ||
| 3314 | 2012.03.19 02:53 | close | 1657 | 0.10 | 83.450 | 84.336 | 82.336 | 860.00 | 1806080.00 |
| 3315 | 2012.03.19 12:15 | buy | 1658 | 0.10 | 83.116 | 82.316 | 84.716 | ||
| 3316 | 2012.03.19 13:12 | close | 1658 | 0.10 | 83.123 | 82.316 | 84.716 | 70.00 | 1806150.00 |
| 3317 | 2012.03.21 21:00 | buy | 1659 | 0.10 | 83.462 | 82.662 | 85.062 | ||
| 3318 | 2012.03.22 02:45 | close | 1659 | 0.10 | 83.465 | 82.662 | 85.062 | 210.00 | 1806360.00 |
| 3319 | 2012.03.22 12:00 | buy | 1660 | 0.10 | 82.849 | 82.049 | 84.449 | ||
| 3320 | 2012.03.22 12:09 | close | 1660 | 0.10 | 82.933 | 82.049 | 84.449 | 840.00 | 1807200.00 |
| 3321 | 2012.03.22 12:35 | buy | 1661 | 0.10 | 82.851 | 82.051 | 84.451 | ||
| 3322 | 2012.03.22 13:22 | close | 1661 | 0.10 | 82.920 | 82.051 | 84.451 | 690.00 | 1807890.00 |
| 3323 | 2012.03.22 22:25 | buy | 1662 | 0.10 | 82.520 | 81.720 | 84.120 | ||
| 3324 | 2012.03.23 03:30 | close | 1662 | 0.10 | 82.697 | 81.720 | 84.120 | 2310.00 | 1810200.00 |
| 3325 | 2012.03.23 05:30 | sell | 1663 | 0.10 | 82.887 | 83.687 | 81.687 | ||
| 3326 | 2012.03.23 06:08 | close | 1663 | 0.10 | 82.834 | 83.687 | 81.687 | 530.00 | 1810730.00 |
| 3327 | 2012.03.26 01:35 | sell | 1664 | 0.10 | 82.571 | 83.371 | 81.371 | ||
| 3328 | 2012.03.26 02:10 | close | 1664 | 0.10 | 82.483 | 83.371 | 81.371 | 880.00 | 1811610.00 |
| 3329 | 2012.03.27 12:45 | buy | 1665 | 0.10 | 82.681 | 81.881 | 84.281 | ||
| 3330 | 2012.03.27 13:20 | close | 1665 | 0.10 | 82.762 | 81.881 | 84.281 | 810.00 | 1812420.00 |
| 3331 | 2012.03.29 06:00 | buy | 1666 | 0.10 | 82.556 | 81.756 | 84.156 | ||
| 3332 | 2012.03.29 06:14 | close | 1666 | 0.10 | 82.632 | 81.756 | 84.156 | 760.00 | 1813180.00 |
| 3333 | 2012.03.29 13:00 | buy | 1667 | 0.10 | 82.309 | 81.509 | 83.909 | ||
| 3334 | 2012.03.29 15:20 | close | 1667 | 0.10 | 82.350 | 81.509 | 83.909 | 410.00 | 1813590.00 |
| 3335 | 2012.03.29 19:10 | buy | 1668 | 0.10 | 82.286 | 81.486 | 83.886 | ||
| 3336 | 2012.03.29 22:15 | close | 1668 | 0.10 | 82.436 | 81.486 | 83.886 | 1500.00 | 1815090.00 |
| 3337 | 2012.04.02 11:45 | buy | 1669 | 0.10 | 82.833 | 82.033 | 84.433 | ||
| 3338 | 2012.04.02 17:19 | close | 1669 | 0.10 | 82.420 | 82.033 | 84.433 | -4130.00 | 1810960.00 |
| 3339 | 2012.04.03 01:10 | sell | 1670 | 0.10 | 82.112 | 82.912 | 80.912 | ||
| 3340 | 2012.04.03 02:44 | close | 1670 | 0.10 | 82.039 | 82.912 | 80.912 | 730.00 | 1811690.00 |
| 3341 | 2012.04.04 22:25 | buy | 1671 | 0.10 | 82.495 | 81.695 | 84.095 | ||
| 3342 | 2012.04.05 03:54 | close | 1671 | 0.10 | 82.340 | 81.695 | 84.095 | -1370.00 | 1810320.00 |
| 3343 | 2012.04.09 23:10 | buy | 1672 | 0.10 | 81.591 | 80.791 | 83.191 | ||
| 3344 | 2012.04.10 03:05 | close | 1672 | 0.10 | 81.744 | 80.791 | 83.191 | 1710.00 | 1812030.00 |
| 3345 | 2012.04.10 03:54 | sell | 1673 | 0.10 | 81.806 | 82.606 | 80.606 | ||
| 3346 | 2012.04.10 05:02 | close | 1673 | 0.10 | 81.705 | 82.606 | 80.606 | 1010.00 | 1813040.00 |
| 3347 | 2012.04.11 01:10 | sell | 1674 | 0.10 | 80.738 | 81.538 | 79.538 | ||
| 3348 | 2012.04.11 07:20 | close | 1674 | 0.10 | 80.737 | 81.538 | 79.538 | 10.00 | 1813050.00 |
| 3349 | 2012.04.11 12:44 | sell | 1675 | 0.10 | 80.802 | 81.602 | 79.602 | ||
| 3350 | 2012.04.11 15:11 | close | 1675 | 0.10 | 80.844 | 81.602 | 79.602 | -420.00 | 1812630.00 |
| 3351 | 2012.04.12 01:40 | sell | 1676 | 0.10 | 80.906 | 81.706 | 79.706 | ||
| 3352 | 2012.04.12 06:05 | close | 1676 | 0.10 | 80.899 | 81.706 | 79.706 | 70.00 | 1812700.00 |
| 3353 | 2012.04.12 21:05 | buy | 1677 | 0.10 | 80.842 | 80.042 | 82.442 | ||
| 3354 | 2012.04.13 02:55 | close | 1677 | 0.10 | 80.951 | 80.042 | 82.442 | 1630.00 | 1814330.00 |
| 3355 | 2012.04.13 03:54 | sell | 1678 | 0.10 | 80.957 | 81.757 | 79.757 | ||
| 3356 | 2012.04.13 08:20 | close | 1678 | 0.10 | 81.028 | 81.757 | 79.757 | -710.00 | 1813620.00 |
| 3357 | 2012.04.16 12:00 | sell | 1679 | 0.10 | 80.669 | 81.469 | 79.469 | ||
| 3358 | 2012.04.16 16:31 | close | 1679 | 0.10 | 80.678 | 81.469 | 79.469 | -90.00 | 1813530.00 |
| 3359 | 2012.04.17 01:10 | sell | 1680 | 0.10 | 80.458 | 81.258 | 79.258 | ||
| 3360 | 2012.04.17 02:04 | close | 1680 | 0.10 | 80.359 | 81.258 | 79.258 | 990.00 | 1814520.00 |
| 3361 | 2012.04.17 11:00 | sell | 1681 | 0.10 | 80.574 | 81.374 | 79.374 | ||
| 3362 | 2012.04.17 12:58 | close | 1681 | 0.10 | 80.614 | 81.374 | 79.374 | -400.00 | 1814120.00 |
| 3363 | 2012.04.18 01:30 | sell | 1682 | 0.10 | 80.932 | 81.732 | 79.732 | ||
| 3364 | 2012.04.18 08:25 | close | 1682 | 0.10 | 81.392 | 81.732 | 79.732 | -4600.00 | 1809520.00 |
| 3365 | 2012.04.19 01:20 | sell | 1683 | 0.10 | 81.328 | 82.128 | 80.128 | ||
| 3366 | 2012.04.19 02:50 | close | 1683 | 0.10 | 81.237 | 82.128 | 80.128 | 910.00 | 1810430.00 |
| 3367 | 2012.04.19 21:05 | buy | 1684 | 0.10 | 81.506 | 80.706 | 83.106 | ||
| 3368 | 2012.04.20 03:54 | close | 1684 | 0.10 | 81.619 | 80.706 | 83.106 | 1670.00 | 1812100.00 |
| 3369 | 2012.04.23 01:30 | sell | 1685 | 0.10 | 81.637 | 82.437 | 80.437 | ||
| 3370 | 2012.04.23 03:02 | close | 1685 | 0.10 | 81.567 | 82.437 | 80.437 | 700.00 | 1812800.00 |
| 3371 | 2012.04.24 11:00 | sell | 1686 | 0.10 | 81.166 | 81.966 | 79.966 | ||
| 3372 | 2012.04.24 14:23 | close | 1686 | 0.10 | 81.194 | 81.966 | 79.966 | -280.00 | 1812520.00 |
| 3373 | 2012.04.24 19:20 | buy | 1687 | 0.10 | 81.197 | 80.397 | 82.797 | ||
| 3374 | 2012.04.24 23:40 | close | 1687 | 0.10 | 81.362 | 80.397 | 82.797 | 1650.00 | 1814170.00 |
| 3375 | 2012.04.25 01:00 | buy | 1688 | 0.10 | 81.326 | 80.526 | 82.926 | ||
| 3376 | 2012.04.25 02:40 | close | 1688 | 0.10 | 81.398 | 80.526 | 82.926 | 720.00 | 1814890.00 |
| 3377 | 2012.04.25 03:54 | sell | 1689 | 0.10 | 81.426 | 82.226 | 80.226 | ||
| 3378 | 2012.04.25 08:10 | close | 1689 | 0.10 | 81.415 | 82.226 | 80.226 | 110.00 | 1815000.00 |
| 3379 | 2012.04.27 01:55 | sell | 1690 | 0.10 | 81.069 | 81.869 | 79.869 | ||
| 3380 | 2012.04.27 05:17 | close | 1690 | 0.10 | 80.985 | 81.869 | 79.869 | 840.00 | 1815840.00 |
| 3381 | 2012.05.01 01:05 | sell | 1691 | 0.10 | 79.836 | 80.636 | 78.636 | ||
| 3382 | 2012.05.01 07:20 | close | 1691 | 0.10 | 79.833 | 80.636 | 78.636 | 30.00 | 1815870.00 |
| 3383 | 2012.05.01 12:04 | sell | 1692 | 0.10 | 79.835 | 80.635 | 78.635 | ||
| 3384 | 2012.05.01 15:10 | close | 1692 | 0.10 | 79.833 | 80.635 | 78.635 | 20.00 | 1815890.00 |
| 3385 | 2012.05.01 23:15 | buy | 1693 | 0.10 | 80.131 | 79.331 | 81.731 | ||
| 3386 | 2012.05.02 01:15 | close | 1693 | 0.10 | 80.136 | 79.331 | 81.731 | 230.00 | 1816120.00 |
| 3387 | 2012.05.09 22:15 | buy | 1694 | 0.10 | 79.661 | 78.861 | 81.261 | ||
| 3388 | 2012.05.10 03:54 | close | 1694 | 0.10 | 79.689 | 78.861 | 81.261 | 460.00 | 1816580.00 |
| 3389 | 2012.05.14 21:20 | buy | 1695 | 0.10 | 79.858 | 79.058 | 81.458 | ||
| 3390 | 2012.05.15 03:54 | close | 1695 | 0.10 | 79.917 | 79.058 | 81.458 | 770.00 | 1817350.00 |
| 3391 | 2012.05.15 03:54 | sell | 1696 | 0.10 | 79.917 | 80.717 | 78.717 | ||
| 3392 | 2012.05.15 05:30 | close | 1696 | 0.10 | 79.829 | 80.717 | 78.717 | 880.00 | 1818230.00 |
| 3393 | 2012.05.17 01:30 | sell | 1697 | 0.10 | 80.374 | 81.174 | 79.174 | ||
| 3394 | 2012.05.17 02:50 | close | 1697 | 0.10 | 80.332 | 81.174 | 79.174 | 420.00 | 1818650.00 |
| 3395 | 2012.05.17 22:00 | buy | 1698 | 0.10 | 79.272 | 78.472 | 80.872 | ||
| 3396 | 2012.05.18 03:54 | close | 1698 | 0.10 | 79.385 | 78.472 | 80.872 | 1670.00 | 1820320.00 |
| 3397 | 2012.05.21 01:00 | sell | 1699 | 0.10 | 79.192 | 79.992 | 77.992 | ||
| 3398 | 2012.05.21 02:10 | close | 1699 | 0.10 | 79.120 | 79.992 | 77.992 | 720.00 | 1821040.00 |
| 3399 | 2012.05.21 11:34 | sell | 1700 | 0.10 | 79.401 | 80.201 | 78.201 | ||
| 3400 | 2012.05.21 12:43 | close | 1700 | 0.10 | 79.365 | 80.201 | 78.201 | 360.00 | 1821400.00 |
| 3401 | 2012.05.24 01:05 | sell | 1701 | 0.10 | 79.493 | 80.293 | 78.293 | ||
| 3402 | 2012.05.24 02:55 | close | 1701 | 0.10 | 79.436 | 80.293 | 78.293 | 570.00 | 1821970.00 |
| 3403 | 2012.05.24 19:10 | buy | 1702 | 0.10 | 79.479 | 78.679 | 81.079 | ||
| 3404 | 2012.05.25 02:30 | close | 1702 | 0.10 | 79.610 | 78.679 | 81.079 | 1850.00 | 1823820.00 |
| 3405 | 2012.05.25 03:54 | sell | 1703 | 0.10 | 79.657 | 80.457 | 78.457 | ||
| 3406 | 2012.05.25 08:20 | close | 1703 | 0.10 | 79.733 | 80.457 | 78.457 | -760.00 | 1823060.00 |
| 3407 | 2012.05.28 18:00 | sell | 1704 | 0.10 | 79.481 | 80.281 | 78.281 | ||
| 3408 | 2012.05.28 18:44 | close | 1704 | 0.10 | 79.447 | 80.281 | 78.281 | 340.00 | 1823400.00 |
| 3409 | 2012.05.29 01:10 | sell | 1705 | 0.10 | 79.502 | 80.302 | 78.302 | ||
| 3410 | 2012.05.29 05:40 | close | 1705 | 0.10 | 79.470 | 80.302 | 78.302 | 320.00 | 1823720.00 |
| 3411 | 2012.05.29 19:25 | buy | 1706 | 0.10 | 79.421 | 78.621 | 81.021 | ||
| 3412 | 2012.05.30 03:54 | close | 1706 | 0.10 | 79.477 | 78.621 | 81.021 | 740.00 | 1824460.00 |
| 3413 | 2012.05.31 01:00 | sell | 1707 | 0.10 | 79.115 | 79.915 | 77.915 | ||
| 3414 | 2012.05.31 02:52 | close | 1707 | 0.10 | 79.033 | 79.915 | 77.915 | 820.00 | 1825280.00 |
| 3415 | 2012.06.04 01:10 | sell | 1708 | 0.10 | 78.177 | 78.977 | 76.977 | ||
| 3416 | 2012.06.04 02:57 | close | 1708 | 0.10 | 78.107 | 78.977 | 76.977 | 700.00 | 1825980.00 |
| 3417 | 2012.06.07 01:10 | sell | 1709 | 0.10 | 79.317 | 80.117 | 78.117 | ||
| 3418 | 2012.06.07 03:35 | close | 1709 | 0.10 | 79.226 | 80.117 | 78.117 | 910.00 | 1826890.00 |
| 3419 | 2012.06.07 23:00 | buy | 1710 | 0.10 | 79.605 | 78.805 | 81.205 | ||
| 3420 | 2012.06.08 03:54 | close | 1710 | 0.10 | 79.662 | 78.805 | 81.205 | 1110.00 | 1828000.00 |
| 3421 | 2012.06.14 21:20 | buy | 1711 | 0.10 | 79.291 | 78.491 | 80.891 | ||
| 3422 | 2012.06.15 03:54 | close | 1711 | 0.10 | 79.468 | 78.491 | 80.891 | 2310.00 | 1830310.00 |
| 3423 | 2012.06.15 03:54 | sell | 1712 | 0.10 | 79.468 | 80.268 | 78.268 | ||
| 3424 | 2012.06.15 04:25 | close | 1712 | 0.10 | 79.400 | 80.268 | 78.268 | 680.00 | 1830990.00 |
| 3425 | 2012.06.18 01:05 | sell | 1713 | 0.10 | 79.076 | 79.876 | 77.876 | ||
| 3426 | 2012.06.18 06:25 | close | 1713 | 0.10 | 79.187 | 79.876 | 77.876 | -1110.00 | 1829880.00 |
| 3427 | 2012.06.19 23:00 | buy | 1714 | 0.10 | 78.956 | 78.156 | 80.556 | ||
| 3428 | 2012.06.20 03:54 | close | 1714 | 0.10 | 78.982 | 78.156 | 80.556 | 440.00 | 1830320.00 |
| 3429 | 2012.06.25 12:15 | buy | 1715 | 0.10 | 79.931 | 79.131 | 81.531 | ||
| 3430 | 2012.06.25 17:01 | close | 1715 | 0.10 | 79.710 | 79.131 | 81.531 | -2210.00 | 1828110.00 |
| 3431 | 2012.06.27 21:15 | buy | 1716 | 0.10 | 79.709 | 78.909 | 81.309 | ||
| 3432 | 2012.06.28 01:00 | close | 1716 | 0.10 | 79.710 | 78.909 | 81.309 | 190.00 | 1828300.00 |
| 3433 | 2012.07.05 04:10 | sell | 1717 | 0.10 | 80.073 | 80.873 | 78.873 | ||
| 3434 | 2012.07.05 05:26 | close | 1717 | 0.10 | 79.920 | 80.873 | 78.873 | 1530.00 | 1829830.00 |
| 3435 | 2012.07.09 21:30 | buy | 1718 | 0.10 | 79.596 | 78.796 | 81.196 | ||
| 3436 | 2012.07.10 03:54 | close | 1718 | 0.10 | 79.508 | 78.796 | 81.196 | -700.00 | 1829130.00 |
| 3437 | 2012.07.10 03:54 | sell | 1719 | 0.10 | 79.508 | 80.308 | 78.308 | ||
| 3438 | 2012.07.10 08:20 | close | 1719 | 0.10 | 79.519 | 80.308 | 78.308 | -110.00 | 1829020.00 |
| 3439 | 2012.07.12 22:25 | buy | 1720 | 0.10 | 79.311 | 78.511 | 80.911 | ||
| 3440 | 2012.07.13 03:54 | close | 1720 | 0.10 | 79.376 | 78.511 | 80.911 | 1190.00 | 1830210.00 |
| 3441 | 2012.07.13 03:54 | sell | 1721 | 0.10 | 79.376 | 80.176 | 78.176 | ||
| 3442 | 2012.07.13 07:10 | close | 1721 | 0.10 | 79.278 | 80.176 | 78.176 | 980.00 | 1831190.00 |
| 3443 | 2012.07.17 01:05 | sell | 1722 | 0.10 | 78.866 | 79.666 | 77.666 | ||
| 3444 | 2012.07.17 01:50 | close | 1722 | 0.10 | 78.816 | 79.666 | 77.666 | 500.00 | 1831690.00 |
| 3445 | 2012.07.17 04:30 | sell | 1723 | 0.10 | 78.956 | 79.756 | 77.756 | ||
| 3446 | 2012.07.17 05:00 | close | 1723 | 0.10 | 78.893 | 79.756 | 77.756 | 630.00 | 1832320.00 |
| 3447 | 2012.07.17 11:05 | sell | 1724 | 0.10 | 78.999 | 79.799 | 77.799 | ||
| 3448 | 2012.07.17 13:34 | close | 1724 | 0.10 | 78.989 | 79.799 | 77.799 | 100.00 | 1832420.00 |
| 3449 | 2012.07.18 01:40 | sell | 1725 | 0.10 | 79.126 | 79.926 | 77.926 | ||
| 3450 | 2012.07.18 03:03 | close | 1725 | 0.10 | 79.051 | 79.926 | 77.926 | 750.00 | 1833170.00 |