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 |
| 3451 | 2012.07.19 01:05 | sell | 1726 | 0.10 | 78.816 | 79.616 | 77.616 | ||
| 3452 | 2012.07.19 02:10 | close | 1726 | 0.10 | 78.770 | 79.616 | 77.616 | 460.00 | 1833630.00 |
| 3453 | 2012.07.19 21:00 | buy | 1727 | 0.10 | 78.606 | 77.806 | 80.206 | ||
| 3454 | 2012.07.20 02:00 | close | 1727 | 0.10 | 78.679 | 77.806 | 80.206 | 1270.00 | 1834900.00 |
| 3455 | 2012.07.20 03:54 | sell | 1728 | 0.10 | 78.746 | 79.546 | 77.546 | ||
| 3456 | 2012.07.20 04:05 | close | 1728 | 0.10 | 78.672 | 79.546 | 77.546 | 740.00 | 1835640.00 |
| 3457 | 2012.07.23 01:05 | sell | 1729 | 0.10 | 78.504 | 79.304 | 77.304 | ||
| 3458 | 2012.07.23 03:35 | close | 1729 | 0.10 | 78.411 | 79.304 | 77.304 | 930.00 | 1836570.00 |
| 3459 | 2012.07.23 14:40 | sell | 1730 | 0.10 | 78.249 | 79.049 | 77.049 | ||
| 3460 | 2012.07.23 15:54 | close | 1730 | 0.10 | 78.189 | 79.049 | 77.049 | 600.00 | 1837170.00 |
| 3461 | 2012.07.23 18:00 | sell | 1731 | 0.10 | 78.390 | 79.190 | 77.190 | ||
| 3462 | 2012.07.23 18:58 | close | 1731 | 0.10 | 78.398 | 79.190 | 77.190 | -80.00 | 1837090.00 |
| 3463 | 2012.07.24 19:00 | buy | 1732 | 0.10 | 78.200 | 77.400 | 79.800 | ||
| 3464 | 2012.07.25 03:54 | close | 1732 | 0.10 | 78.111 | 77.400 | 79.800 | -710.00 | 1836380.00 |
| 3465 | 2012.07.25 04:05 | sell | 1733 | 0.10 | 78.155 | 78.955 | 76.955 | ||
| 3466 | 2012.07.25 08:15 | close | 1733 | 0.10 | 78.138 | 78.955 | 76.955 | 170.00 | 1836550.00 |
| 3467 | 2012.07.30 01:40 | buy | 1734 | 0.10 | 78.456 | 77.656 | 80.056 | ||
| 3468 | 2012.07.30 03:54 | close | 1734 | 0.10 | 78.452 | 77.656 | 80.056 | -40.00 | 1836510.00 |
| 3469 | 2012.08.01 21:00 | buy | 1735 | 0.10 | 78.107 | 77.307 | 79.707 | ||
| 3470 | 2012.08.01 21:15 | close | 1735 | 0.10 | 78.247 | 77.307 | 79.707 | 1400.00 | 1837910.00 |
| 3471 | 2012.08.02 21:20 | buy | 1736 | 0.10 | 78.233 | 77.433 | 79.833 | ||
| 3472 | 2012.08.03 03:54 | close | 1736 | 0.10 | 78.092 | 77.433 | 79.833 | -870.00 | 1837040.00 |
| 3473 | 2012.08.07 01:00 | sell | 1737 | 0.10 | 78.256 | 79.056 | 77.056 | ||
| 3474 | 2012.08.07 02:55 | close | 1737 | 0.10 | 78.203 | 79.056 | 77.056 | 530.00 | 1837570.00 |
| 3475 | 2012.08.07 22:55 | buy | 1738 | 0.10 | 78.619 | 77.819 | 80.219 | ||
| 3476 | 2012.08.08 01:25 | close | 1738 | 0.10 | 78.621 | 77.819 | 80.219 | 200.00 | 1837770.00 |
| 3477 | 2012.08.09 21:00 | buy | 1739 | 0.10 | 78.575 | 77.775 | 80.175 | ||
| 3478 | 2012.08.10 03:54 | close | 1739 | 0.10 | 78.582 | 77.775 | 80.175 | 610.00 | 1838380.00 |
| 3479 | 2012.08.13 01:00 | sell | 1740 | 0.10 | 78.285 | 79.085 | 77.085 | ||
| 3480 | 2012.08.13 03:21 | close | 1740 | 0.10 | 78.213 | 79.085 | 77.085 | 720.00 | 1839100.00 |
| 3481 | 2012.08.14 21:30 | buy | 1741 | 0.10 | 78.761 | 77.961 | 80.361 | ||
| 3482 | 2012.08.15 03:54 | close | 1741 | 0.10 | 78.842 | 77.961 | 80.361 | 990.00 | 1840090.00 |
| 3483 | 2012.08.15 03:54 | sell | 1742 | 0.10 | 78.842 | 79.642 | 77.642 | ||
| 3484 | 2012.08.15 05:20 | close | 1742 | 0.10 | 78.791 | 79.642 | 77.642 | 510.00 | 1840600.00 |
| 3485 | 2012.08.21 21:25 | buy | 1743 | 0.10 | 79.284 | 78.484 | 80.884 | ||
| 3486 | 2012.08.22 02:00 | close | 1743 | 0.10 | 79.288 | 78.484 | 80.884 | 220.00 | 1840820.00 |
| 3487 | 2012.08.22 21:10 | buy | 1744 | 0.10 | 78.979 | 78.179 | 80.579 | ||
| 3488 | 2012.08.23 03:54 | close | 1744 | 0.10 | 78.558 | 78.179 | 80.579 | -4030.00 | 1836790.00 |
| 3489 | 2012.08.23 19:15 | buy | 1745 | 0.10 | 78.467 | 77.667 | 80.067 | ||
| 3490 | 2012.08.24 02:15 | close | 1745 | 0.10 | 78.586 | 77.667 | 80.067 | 1730.00 | 1838520.00 |
| 3491 | 2012.08.24 05:30 | sell | 1746 | 0.10 | 78.657 | 79.457 | 77.457 | ||
| 3492 | 2012.08.24 06:26 | close | 1746 | 0.10 | 78.610 | 79.457 | 77.457 | 470.00 | 1838990.00 |
| 3493 | 2012.08.29 01:00 | sell | 1747 | 0.10 | 78.537 | 79.337 | 77.337 | ||
| 3494 | 2012.08.29 07:55 | close | 1747 | 0.10 | 78.582 | 79.337 | 77.337 | -450.00 | 1838540.00 |
| 3495 | 2012.08.29 20:50 | buy | 1748 | 0.10 | 78.717 | 77.917 | 80.317 | ||
| 3496 | 2012.08.30 03:54 | close | 1748 | 0.10 | 78.659 | 77.917 | 80.317 | -400.00 | 1838140.00 |
| 3497 | 2012.09.04 01:00 | sell | 1749 | 0.10 | 78.298 | 79.098 | 77.098 | ||
| 3498 | 2012.09.04 08:25 | close | 1749 | 0.10 | 78.385 | 79.098 | 77.098 | -870.00 | 1837270.00 |
| 3499 | 2012.09.05 03:54 | sell | 1750 | 0.10 | 78.509 | 79.309 | 77.309 | ||
| 3500 | 2012.09.05 08:05 | close | 1750 | 0.10 | 78.407 | 79.309 | 77.309 | 1020.00 | 1838290.00 |
| 3501 | 2012.09.06 21:35 | buy | 1751 | 0.10 | 78.893 | 78.093 | 80.493 | ||
| 3502 | 2012.09.07 01:25 | close | 1751 | 0.10 | 78.894 | 78.093 | 80.493 | 550.00 | 1838840.00 |
| 3503 | 2012.09.12 01:00 | sell | 1752 | 0.10 | 77.797 | 78.597 | 76.597 | ||
| 3504 | 2012.09.12 08:25 | close | 1752 | 0.10 | 77.878 | 78.597 | 76.597 | -810.00 | 1838030.00 |
| 3505 | 2012.09.12 12:06 | sell | 1753 | 0.10 | 77.914 | 78.714 | 76.714 | ||
| 3506 | 2012.09.12 12:50 | close | 1753 | 0.10 | 77.846 | 78.714 | 76.714 | 680.00 | 1838710.00 |
| 3507 | 2012.09.13 01:20 | sell | 1754 | 0.10 | 77.862 | 78.662 | 76.662 | ||
| 3508 | 2012.09.13 02:55 | close | 1754 | 0.10 | 77.828 | 78.662 | 76.662 | 340.00 | 1839050.00 |
| 3509 | 2012.09.13 21:10 | buy | 1755 | 0.10 | 77.437 | 76.637 | 79.037 | ||
| 3510 | 2012.09.14 03:54 | close | 1755 | 0.10 | 77.642 | 76.637 | 79.037 | 2590.00 | 1841640.00 |
| 3511 | 2012.09.14 03:54 | sell | 1756 | 0.10 | 77.642 | 78.442 | 76.442 | ||
| 3512 | 2012.09.14 04:35 | close | 1756 | 0.10 | 77.552 | 78.442 | 76.442 | 900.00 | 1842540.00 |
| 3513 | 2012.09.18 13:00 | buy | 1757 | 0.10 | 78.551 | 77.751 | 80.151 | ||
| 3514 | 2012.09.18 13:30 | close | 1757 | 0.10 | 78.596 | 77.751 | 80.151 | 450.00 | 1842990.00 |
| 3515 | 2012.09.19 21:05 | buy | 1758 | 0.10 | 78.331 | 77.531 | 79.931 | ||
| 3516 | 2012.09.20 03:54 | close | 1758 | 0.10 | 78.399 | 77.531 | 79.931 | 860.00 | 1843850.00 |
| 3517 | 2012.09.20 03:54 | sell | 1759 | 0.10 | 78.399 | 79.199 | 77.199 | ||
| 3518 | 2012.09.20 05:50 | close | 1759 | 0.10 | 78.327 | 79.199 | 77.199 | 720.00 | 1844570.00 |
| 3519 | 2012.09.21 01:50 | sell | 1760 | 0.10 | 78.260 | 79.060 | 77.060 | ||
| 3520 | 2012.09.21 02:35 | close | 1760 | 0.10 | 78.227 | 79.060 | 77.060 | 330.00 | 1844900.00 |
| 3521 | 2012.09.24 19:00 | buy | 1761 | 0.10 | 77.910 | 77.110 | 79.510 | ||
| 3522 | 2012.09.25 03:54 | close | 1761 | 0.10 | 77.848 | 77.110 | 79.510 | -440.00 | 1844460.00 |
| 3523 | 2012.09.26 01:50 | sell | 1762 | 0.10 | 77.812 | 78.612 | 76.612 | ||
| 3524 | 2012.09.26 02:50 | close | 1762 | 0.10 | 77.745 | 78.612 | 76.612 | 670.00 | 1845130.00 |
| 3525 | 2012.09.27 19:05 | buy | 1763 | 0.10 | 77.645 | 76.845 | 79.245 | ||
| 3526 | 2012.09.28 03:54 | close | 1763 | 0.10 | 77.570 | 76.845 | 79.245 | -210.00 | 1844920.00 |
| 3527 | 2012.10.05 03:54 | sell | 1764 | 0.10 | 78.560 | 79.360 | 77.360 | ||
| 3528 | 2012.10.05 05:00 | close | 1764 | 0.10 | 78.521 | 79.360 | 77.360 | 390.00 | 1845310.00 |
| 3529 | 2012.10.10 03:54 | sell | 1765 | 0.10 | 78.267 | 79.067 | 77.067 | ||
| 3530 | 2012.10.10 07:45 | close | 1765 | 0.10 | 78.232 | 79.067 | 77.067 | 350.00 | 1845660.00 |
| 3531 | 2012.10.11 21:10 | buy | 1766 | 0.10 | 78.308 | 77.508 | 79.908 | ||
| 3532 | 2012.10.12 00:45 | close | 1766 | 0.10 | 78.381 | 77.508 | 79.908 | 1270.00 | 1846930.00 |
| 3533 | 2012.10.15 22:00 | buy | 1767 | 0.10 | 78.698 | 77.898 | 80.298 | ||
| 3534 | 2012.10.16 01:10 | close | 1767 | 0.10 | 78.699 | 77.898 | 80.298 | 190.00 | 1847120.00 |
| 3535 | 2012.10.18 21:05 | buy | 1768 | 0.10 | 79.149 | 78.349 | 80.749 | ||
| 3536 | 2012.10.19 02:15 | close | 1768 | 0.10 | 79.349 | 78.349 | 80.749 | 2540.00 | 1849660.00 |
| 3537 | 2012.10.19 03:54 | sell | 1769 | 0.10 | 79.395 | 80.195 | 78.195 | ||
| 3538 | 2012.10.19 06:25 | close | 1769 | 0.10 | 79.324 | 80.195 | 78.195 | 710.00 | 1850370.00 |
| 3539 | 2012.10.23 11:05 | buy | 1770 | 0.10 | 79.747 | 78.947 | 81.347 | ||
| 3540 | 2012.10.23 12:23 | close | 1770 | 0.10 | 79.820 | 78.947 | 81.347 | 730.00 | 1851100.00 |
| 3541 | 2012.10.24 21:15 | buy | 1771 | 0.10 | 79.795 | 78.995 | 81.395 | ||
| 3542 | 2012.10.25 02:10 | close | 1771 | 0.10 | 79.843 | 78.995 | 81.395 | 660.00 | 1851760.00 |
| 3543 | 2012.10.25 03:54 | sell | 1772 | 0.10 | 79.883 | 80.683 | 78.683 | ||
| 3544 | 2012.10.25 08:20 | close | 1772 | 0.10 | 80.056 | 80.683 | 78.683 | -1730.00 | 1850030.00 |
| 3545 | 2012.10.29 01:40 | sell | 1773 | 0.10 | 79.691 | 80.491 | 78.491 | ||
| 3546 | 2012.10.29 07:45 | close | 1773 | 0.10 | 79.684 | 80.491 | 78.491 | 70.00 | 1850100.00 |
| 3547 | 2012.10.30 03:55 | sell | 1774 | 0.10 | 79.867 | 80.667 | 78.667 | ||
| 3548 | 2012.10.30 06:37 | close | 1774 | 0.10 | 79.751 | 80.667 | 78.667 | 1160.00 | 1851260.00 |
| 3549 | 2012.10.31 21:36 | buy | 1775 | 0.10 | 79.808 | 79.008 | 81.408 | ||
| 3550 | 2012.10.31 22:19 | close | 1775 | 0.10 | 79.815 | 79.008 | 81.408 | 70.00 | 1851330.00 |
| 3551 | 2012.11.05 12:00 | buy | 1776 | 0.10 | 80.213 | 79.413 | 81.813 | ||
| 3552 | 2012.11.05 12:58 | close | 1776 | 0.10 | 80.280 | 79.413 | 81.813 | 670.00 | 1852000.00 |
| 3553 | 2012.11.06 06:00 | buy | 1777 | 0.10 | 80.119 | 79.319 | 81.719 | ||
| 3554 | 2012.11.06 09:45 | close | 1777 | 0.10 | 80.070 | 79.319 | 81.719 | -490.00 | 1851510.00 |
| 3555 | 2012.11.07 06:00 | buy | 1778 | 0.10 | 79.872 | 79.072 | 81.472 | ||
| 3556 | 2012.11.07 06:05 | close | 1778 | 0.10 | 79.938 | 79.072 | 81.472 | 660.00 | 1852170.00 |
| 3557 | 2012.11.08 20:00 | buy | 1779 | 0.10 | 79.659 | 78.859 | 81.259 | ||
| 3558 | 2012.11.09 02:54 | close | 1779 | 0.10 | 79.529 | 78.859 | 81.259 | -760.00 | 1851410.00 |
| 3559 | 2012.11.09 02:54 | sell | 1780 | 0.10 | 79.529 | 80.329 | 78.329 | ||
| 3560 | 2012.11.09 07:20 | close | 1780 | 0.10 | 79.534 | 80.329 | 78.329 | -50.00 | 1851360.00 |
| 3561 | 2012.11.14 01:15 | sell | 1781 | 0.10 | 79.455 | 80.255 | 78.255 | ||
| 3562 | 2012.11.14 03:30 | close | 1781 | 0.10 | 79.426 | 80.255 | 78.255 | 290.00 | 1851650.00 |
| 3563 | 2012.11.14 20:05 | buy | 1782 | 0.10 | 80.162 | 79.362 | 81.762 | ||
| 3564 | 2012.11.15 02:54 | close | 1782 | 0.10 | 80.238 | 79.362 | 81.762 | 940.00 | 1852590.00 |
| 3565 | 2012.11.19 12:58 | buy | 1783 | 0.10 | 81.168 | 80.368 | 82.768 | ||
| 3566 | 2012.11.19 16:40 | close | 1783 | 0.10 | 81.217 | 80.368 | 82.768 | 490.00 | 1853080.00 |
| 3567 | 2012.11.19 20:05 | buy | 1784 | 0.10 | 81.183 | 80.383 | 82.783 | ||
| 3568 | 2012.11.20 02:54 | close | 1784 | 0.10 | 81.374 | 80.383 | 82.783 | 2090.00 | 1855170.00 |
| 3569 | 2012.11.23 06:15 | buy | 1785 | 0.10 | 82.193 | 81.393 | 83.793 | ||
| 3570 | 2012.11.23 06:31 | close | 1785 | 0.10 | 82.234 | 81.393 | 83.793 | 410.00 | 1855580.00 |
| 3571 | 2012.11.26 22:40 | buy | 1786 | 0.10 | 82.059 | 81.259 | 83.659 | ||
| 3572 | 2012.11.27 00:35 | close | 1786 | 0.10 | 82.060 | 81.259 | 83.659 | 190.00 | 1855770.00 |
| 3573 | 2012.11.27 02:00 | buy | 1787 | 0.10 | 81.882 | 81.082 | 83.482 | ||
| 3574 | 2012.11.27 02:21 | close | 1787 | 0.10 | 81.964 | 81.082 | 83.482 | 820.00 | 1856590.00 |
| 3575 | 2012.11.27 20:10 | buy | 1788 | 0.10 | 82.176 | 81.376 | 83.776 | ||
| 3576 | 2012.11.28 02:45 | close | 1788 | 0.10 | 82.182 | 81.376 | 83.776 | 240.00 | 1856830.00 |
| 3577 | 2012.11.28 08:00 | buy | 1789 | 0.10 | 81.832 | 81.032 | 83.432 | ||
| 3578 | 2012.11.28 09:08 | close | 1789 | 0.10 | 81.861 | 81.032 | 83.432 | 290.00 | 1857120.00 |
| 3579 | 2012.12.03 12:00 | buy | 1790 | 0.10 | 82.129 | 81.329 | 83.729 | ||
| 3580 | 2012.12.03 13:42 | close | 1790 | 0.10 | 82.147 | 81.329 | 83.729 | 180.00 | 1857300.00 |
| 3581 | 2012.12.04 20:10 | buy | 1791 | 0.10 | 81.785 | 80.985 | 83.385 | ||
| 3582 | 2012.12.05 00:10 | close | 1791 | 0.10 | 81.916 | 80.985 | 83.385 | 1490.00 | 1858790.00 |
| 3583 | 2012.12.06 12:19 | buy | 1792 | 0.10 | 82.386 | 81.586 | 83.986 | ||
| 3584 | 2012.12.06 16:44 | close | 1792 | 0.10 | 82.415 | 81.586 | 83.986 | 290.00 | 1859080.00 |
| 3585 | 2012.12.10 12:00 | buy | 1793 | 0.10 | 82.278 | 81.478 | 83.878 | ||
| 3586 | 2012.12.10 14:04 | close | 1793 | 0.10 | 82.235 | 81.478 | 83.878 | -430.00 | 1858650.00 |
| 3587 | 2012.12.10 15:30 | buy | 1794 | 0.10 | 82.156 | 81.356 | 83.756 | ||
| 3588 | 2012.12.10 15:46 | close | 1794 | 0.10 | 82.228 | 81.356 | 83.756 | 720.00 | 1859370.00 |
| 3589 | 2012.12.10 21:45 | buy | 1795 | 0.10 | 82.333 | 81.533 | 83.933 | ||
| 3590 | 2012.12.11 00:10 | close | 1795 | 0.10 | 82.342 | 81.533 | 83.933 | 270.00 | 1859640.00 |
| 3591 | 2012.12.13 11:20 | buy | 1796 | 0.10 | 83.323 | 82.523 | 84.923 | ||
| 3592 | 2012.12.13 12:48 | close | 1796 | 0.10 | 83.378 | 82.523 | 84.923 | 550.00 | 1860190.00 |
| 3593 | 2012.12.13 20:05 | buy | 1797 | 0.10 | 83.479 | 82.679 | 85.079 | ||
| 3594 | 2012.12.14 02:54 | close | 1797 | 0.10 | 83.678 | 82.679 | 85.079 | 2530.00 | 1862720.00 |
| 3595 | 2012.12.14 03:05 | sell | 1798 | 0.10 | 83.715 | 84.515 | 82.515 | ||
| 3596 | 2012.12.14 07:20 | close | 1798 | 0.10 | 83.871 | 84.515 | 82.515 | -1560.00 | 1861160.00 |
| 3597 | 2012.12.17 11:25 | buy | 1799 | 0.10 | 83.740 | 82.940 | 85.340 | ||
| 3598 | 2012.12.17 14:20 | close | 1799 | 0.10 | 83.783 | 82.940 | 85.340 | 430.00 | 1861590.00 |
| 3599 | 2012.12.18 12:56 | buy | 1800 | 0.10 | 83.835 | 83.035 | 85.435 | ||
| 3600 | 2012.12.18 13:20 | close | 1800 | 0.10 | 83.900 | 83.035 | 85.435 | 650.00 | 1862240.00 |