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 |
| 3601 | 2012.12.19 21:15 | buy | 1801 | 0.10 | 84.454 | 83.654 | 86.054 | ||
| 3602 | 2012.12.20 02:54 | close | 1801 | 0.10 | 84.253 | 83.654 | 86.054 | -1830.00 | 1860410.00 |
| 3603 | 2012.12.21 06:00 | buy | 1802 | 0.10 | 83.956 | 83.156 | 85.556 | ||
| 3604 | 2012.12.21 07:51 | close | 1802 | 0.10 | 84.015 | 83.156 | 85.556 | 590.00 | 1861000.00 |
| 3605 | 2012.12.26 12:06 | buy | 1803 | 0.10 | 85.319 | 84.519 | 86.919 | ||
| 3606 | 2012.12.26 13:24 | close | 1803 | 0.10 | 85.396 | 84.519 | 86.919 | 770.00 | 1861770.00 |
| 3607 | 2013.01.02 12:07 | buy | 1804 | 0.10 | 87.051 | 86.251 | 88.651 | ||
| 3608 | 2013.01.02 13:14 | close | 1804 | 0.10 | 87.106 | 86.251 | 88.651 | 550.00 | 1862320.00 |
| 3609 | 2013.01.03 12:06 | buy | 1805 | 0.10 | 87.102 | 86.302 | 88.702 | ||
| 3610 | 2013.01.03 15:13 | close | 1805 | 0.10 | 86.939 | 86.302 | 88.702 | -1630.00 | 1860690.00 |
| 3611 | 2013.01.08 02:00 | buy | 1806 | 0.10 | 87.271 | 86.471 | 88.871 | ||
| 3612 | 2013.01.08 02:03 | close | 1806 | 0.10 | 87.345 | 86.471 | 88.871 | 740.00 | 1861430.00 |
| 3613 | 2013.01.08 23:00 | buy | 1807 | 0.10 | 87.069 | 86.269 | 88.669 | ||
| 3614 | 2013.01.09 00:10 | close | 1807 | 0.10 | 87.088 | 86.269 | 88.669 | 370.00 | 1861800.00 |
| 3615 | 2013.01.09 01:00 | buy | 1808 | 0.10 | 86.854 | 86.054 | 88.454 | ||
| 3616 | 2013.01.09 01:02 | close | 1808 | 0.10 | 86.922 | 86.054 | 88.454 | 680.00 | 1862480.00 |
| 3617 | 2013.01.09 01:57 | buy | 1809 | 0.10 | 86.851 | 86.051 | 88.451 | ||
| 3618 | 2013.01.09 02:02 | close | 1809 | 0.10 | 86.943 | 86.051 | 88.451 | 920.00 | 1863400.00 |
| 3619 | 2013.01.09 12:45 | buy | 1810 | 0.10 | 87.489 | 86.689 | 89.089 | ||
| 3620 | 2013.01.09 14:24 | close | 1810 | 0.10 | 87.541 | 86.689 | 89.089 | 520.00 | 1863920.00 |
| 3621 | 2013.01.09 20:35 | buy | 1811 | 0.10 | 87.881 | 87.081 | 89.481 | ||
| 3622 | 2013.01.10 00:35 | close | 1811 | 0.10 | 88.051 | 87.081 | 89.481 | 1880.00 | 1865800.00 |
| 3623 | 2013.01.10 12:20 | buy | 1812 | 0.10 | 88.088 | 87.288 | 89.688 | ||
| 3624 | 2013.01.10 13:33 | close | 1812 | 0.10 | 88.165 | 87.288 | 89.688 | 770.00 | 1866570.00 |
| 3625 | 2013.01.10 21:09 | buy | 1813 | 0.10 | 88.123 | 87.323 | 89.723 | ||
| 3626 | 2013.01.10 21:45 | close | 1813 | 0.10 | 88.193 | 87.323 | 89.723 | 700.00 | 1867270.00 |
| 3627 | 2013.01.14 09:50 | buy | 1814 | 0.10 | 89.355 | 88.555 | 90.955 | ||
| 3628 | 2013.01.14 10:45 | close | 1814 | 0.10 | 89.422 | 88.555 | 90.955 | 670.00 | 1867940.00 |
| 3629 | 2013.01.14 12:55 | buy | 1815 | 0.10 | 89.286 | 88.486 | 90.886 | ||
| 3630 | 2013.01.14 14:01 | close | 1815 | 0.10 | 89.367 | 88.486 | 90.886 | 810.00 | 1868750.00 |
| 3631 | 2013.01.14 20:15 | buy | 1816 | 0.10 | 89.325 | 88.525 | 90.925 | ||
| 3632 | 2013.01.15 02:54 | close | 1816 | 0.10 | 89.571 | 88.525 | 90.925 | 2640.00 | 1871390.00 |
| 3633 | 2013.01.15 03:10 | sell | 1817 | 0.10 | 89.610 | 90.410 | 88.410 | ||
| 3634 | 2013.01.15 04:30 | close | 1817 | 0.10 | 89.509 | 90.410 | 88.410 | 1010.00 | 1872400.00 |
| 3635 | 2013.01.15 09:00 | buy | 1818 | 0.10 | 88.751 | 87.951 | 90.351 | ||
| 3636 | 2013.01.15 09:27 | close | 1818 | 0.10 | 88.820 | 87.951 | 90.351 | 690.00 | 1873090.00 |
| 3637 | 2013.01.15 09:40 | buy | 1819 | 0.10 | 88.800 | 88.000 | 90.400 | ||
| 3638 | 2013.01.15 10:02 | close | 1819 | 0.10 | 88.871 | 88.000 | 90.400 | 710.00 | 1873800.00 |
| 3639 | 2013.01.15 14:00 | buy | 1820 | 0.10 | 88.400 | 87.600 | 90.000 | ||
| 3640 | 2013.01.15 14:21 | close | 1820 | 0.10 | 88.468 | 87.600 | 90.000 | 680.00 | 1874480.00 |
| 3641 | 2013.01.15 14:36 | buy | 1821 | 0.10 | 88.422 | 87.622 | 90.022 | ||
| 3642 | 2013.01.15 14:57 | close | 1821 | 0.10 | 88.493 | 87.622 | 90.022 | 710.00 | 1875190.00 |
| 3643 | 2013.01.17 20:45 | buy | 1822 | 0.10 | 89.789 | 88.989 | 91.389 | ||
| 3644 | 2013.01.18 01:15 | close | 1822 | 0.10 | 90.067 | 88.989 | 91.389 | 3320.00 | 1878510.00 |
| 3645 | 2013.01.21 22:35 | buy | 1823 | 0.10 | 89.611 | 88.811 | 91.211 | ||
| 3646 | 2013.01.22 00:10 | close | 1823 | 0.10 | 89.618 | 88.811 | 91.211 | 250.00 | 1878760.00 |
| 3647 | 2013.01.23 08:00 | buy | 1824 | 0.10 | 88.337 | 87.537 | 89.937 | ||
| 3648 | 2013.01.23 09:40 | close | 1824 | 0.10 | 88.269 | 87.537 | 89.937 | -680.00 | 1878080.00 |
| 3649 | 2013.01.28 21:21 | buy | 1825 | 0.10 | 90.716 | 89.916 | 92.316 | ||
| 3650 | 2013.01.28 22:00 | close | 1825 | 0.10 | 90.758 | 89.916 | 92.316 | 420.00 | 1878500.00 |
| 3651 | 2013.01.29 20:05 | buy | 1826 | 0.10 | 90.668 | 89.868 | 92.268 | ||
| 3652 | 2013.01.30 01:55 | close | 1826 | 0.10 | 90.824 | 89.868 | 92.268 | 1740.00 | 1880240.00 |
| 3653 | 2013.01.30 21:21 | buy | 1827 | 0.10 | 90.972 | 90.172 | 92.572 | ||
| 3654 | 2013.01.30 21:23 | close | 1827 | 0.10 | 91.071 | 90.172 | 92.572 | 990.00 | 1881230.00 |
| 3655 | 2013.02.04 12:45 | buy | 1828 | 0.10 | 92.937 | 92.137 | 94.537 | ||
| 3656 | 2013.02.05 00:47 | s/l | 1828 | 0.10 | 92.137 | 92.137 | 94.537 | -7820.00 | 1873410.00 |
| 3657 | 2013.02.05 03:15 | sell | 1829 | 0.10 | 92.441 | 93.241 | 91.241 | ||
| 3658 | 2013.02.05 05:09 | close | 1829 | 0.10 | 92.258 | 93.241 | 91.241 | 1830.00 | 1875240.00 |
| 3659 | 2013.02.06 12:06 | buy | 1830 | 0.10 | 93.688 | 92.888 | 95.288 | ||
| 3660 | 2013.02.06 14:11 | close | 1830 | 0.10 | 93.771 | 92.888 | 95.288 | 830.00 | 1876070.00 |
| 3661 | 2013.02.06 20:30 | buy | 1831 | 0.10 | 93.319 | 92.519 | 94.919 | ||
| 3662 | 2013.02.06 20:49 | close | 1831 | 0.10 | 93.392 | 92.519 | 94.919 | 730.00 | 1876800.00 |
| 3663 | 2013.02.06 21:05 | buy | 1832 | 0.10 | 93.318 | 92.518 | 94.918 | ||
| 3664 | 2013.02.06 21:14 | close | 1832 | 0.10 | 93.395 | 92.518 | 94.918 | 770.00 | 1877570.00 |
| 3665 | 2013.02.13 06:00 | buy | 1833 | 0.10 | 93.052 | 92.252 | 94.652 | ||
| 3666 | 2013.02.13 07:55 | close | 1833 | 0.10 | 93.005 | 92.252 | 94.652 | -470.00 | 1877100.00 |
| 3667 | 2013.02.14 22:55 | buy | 1834 | 0.10 | 92.828 | 92.028 | 94.428 | ||
| 3668 | 2013.02.15 02:15 | close | 1834 | 0.10 | 93.102 | 92.028 | 94.428 | 3280.00 | 1880380.00 |
| 3669 | 2013.02.19 01:50 | buy | 1835 | 0.10 | 93.748 | 92.948 | 95.348 | ||
| 3670 | 2013.02.19 02:58 | close | 1835 | 0.10 | 93.843 | 92.948 | 95.348 | 950.00 | 1881330.00 |
| 3671 | 2013.02.19 06:30 | buy | 1836 | 0.10 | 93.647 | 92.847 | 95.247 | ||
| 3672 | 2013.02.19 08:25 | close | 1836 | 0.10 | 93.682 | 92.847 | 95.247 | 350.00 | 1881680.00 |
| 3673 | 2013.02.19 20:05 | buy | 1837 | 0.10 | 93.517 | 92.717 | 95.117 | ||
| 3674 | 2013.02.20 01:30 | close | 1837 | 0.10 | 93.748 | 92.717 | 95.117 | 2490.00 | 1884170.00 |
| 3675 | 2013.02.20 08:00 | buy | 1838 | 0.10 | 93.223 | 92.423 | 94.823 | ||
| 3676 | 2013.02.20 08:24 | close | 1838 | 0.10 | 93.293 | 92.423 | 94.823 | 700.00 | 1884870.00 |
| 3677 | 2013.02.21 06:00 | buy | 1839 | 0.10 | 93.454 | 92.654 | 95.054 | ||
| 3678 | 2013.02.21 07:19 | close | 1839 | 0.10 | 93.517 | 92.654 | 95.054 | 630.00 | 1885500.00 |
| 3679 | 2013.02.21 12:45 | buy | 1840 | 0.10 | 93.173 | 92.373 | 94.773 | ||
| 3680 | 2013.02.21 14:18 | close | 1840 | 0.10 | 92.977 | 92.373 | 94.773 | -1960.00 | 1883540.00 |
| 3681 | 2013.02.27 01:10 | sell | 1841 | 0.10 | 92.038 | 92.838 | 90.838 | ||
| 3682 | 2013.02.27 03:04 | close | 1841 | 0.10 | 91.909 | 92.838 | 90.838 | 1290.00 | 1884830.00 |
| 3683 | 2013.03.04 21:05 | buy | 1842 | 0.10 | 93.345 | 92.545 | 94.945 | ||
| 3684 | 2013.03.04 23:30 | close | 1842 | 0.10 | 93.476 | 92.545 | 94.945 | 1310.00 | 1886140.00 |
| 3685 | 2013.03.05 06:45 | buy | 1843 | 0.10 | 93.136 | 92.336 | 94.736 | ||
| 3686 | 2013.03.05 08:10 | close | 1843 | 0.10 | 93.095 | 92.336 | 94.736 | -410.00 | 1885730.00 |
| 3687 | 2013.03.05 21:33 | buy | 1844 | 0.10 | 93.278 | 92.478 | 94.878 | ||
| 3688 | 2013.03.05 23:35 | close | 1844 | 0.10 | 93.311 | 92.478 | 94.878 | 330.00 | 1886060.00 |
| 3689 | 2013.03.07 22:05 | buy | 1845 | 0.10 | 94.869 | 94.069 | 96.469 | ||
| 3690 | 2013.03.08 01:45 | close | 1845 | 0.10 | 95.041 | 94.069 | 96.469 | 2260.00 | 1888320.00 |
| 3691 | 2013.03.12 09:40 | buy | 1846 | 0.10 | 96.357 | 95.557 | 97.957 | ||
| 3692 | 2013.03.12 10:07 | close | 1846 | 0.10 | 96.431 | 95.557 | 97.957 | 740.00 | 1889060.00 |
| 3693 | 2013.03.12 11:25 | buy | 1847 | 0.10 | 96.095 | 95.295 | 97.695 | ||
| 3694 | 2013.03.12 11:31 | close | 1847 | 0.10 | 96.164 | 95.295 | 97.695 | 690.00 | 1889750.00 |
| 3695 | 2013.03.12 12:30 | buy | 1848 | 0.10 | 95.861 | 95.061 | 97.461 | ||
| 3696 | 2013.03.12 12:37 | close | 1848 | 0.10 | 95.945 | 95.061 | 97.461 | 840.00 | 1890590.00 |
| 3697 | 2013.03.12 12:48 | buy | 1849 | 0.10 | 95.927 | 95.127 | 97.527 | ||
| 3698 | 2013.03.12 12:54 | close | 1849 | 0.10 | 96.018 | 95.127 | 97.527 | 910.00 | 1891500.00 |
| 3699 | 2013.03.13 06:45 | buy | 1850 | 0.10 | 95.720 | 94.920 | 97.320 | ||
| 3700 | 2013.03.13 07:16 | close | 1850 | 0.10 | 95.796 | 94.920 | 97.320 | 760.00 | 1892260.00 |
| 3701 | 2013.03.13 21:33 | buy | 1851 | 0.10 | 95.998 | 95.198 | 97.598 | ||
| 3702 | 2013.03.13 21:59 | close | 1851 | 0.10 | 96.038 | 95.198 | 97.598 | 400.00 | 1892660.00 |
| 3703 | 2013.03.15 04:05 | sell | 1852 | 0.10 | 96.218 | 97.018 | 95.018 | ||
| 3704 | 2013.03.15 04:30 | close | 1852 | 0.10 | 95.962 | 97.018 | 95.018 | 2560.00 | 1895220.00 |
| 3705 | 2013.03.18 22:35 | buy | 1853 | 0.10 | 95.219 | 94.419 | 96.819 | ||
| 3706 | 2013.03.18 23:00 | close | 1853 | 0.10 | 95.316 | 94.419 | 96.819 | 970.00 | 1896190.00 |
| 3707 | 2013.03.21 09:35 | buy | 1854 | 0.10 | 95.679 | 94.879 | 97.279 | ||
| 3708 | 2013.03.21 10:03 | close | 1854 | 0.10 | 95.751 | 94.879 | 97.279 | 720.00 | 1896910.00 |
| 3709 | 2013.03.21 12:30 | buy | 1855 | 0.10 | 95.467 | 94.667 | 97.067 | ||
| 3710 | 2013.03.21 13:47 | close | 1855 | 0.10 | 95.626 | 94.667 | 97.067 | 1590.00 | 1898500.00 |
| 3711 | 2013.03.21 14:00 | buy | 1856 | 0.10 | 95.355 | 94.555 | 96.955 | ||
| 3712 | 2013.03.21 14:09 | close | 1856 | 0.10 | 95.442 | 94.555 | 96.955 | 870.00 | 1899370.00 |
| 3713 | 2013.03.21 14:20 | buy | 1857 | 0.10 | 95.344 | 94.544 | 96.944 | ||
| 3714 | 2013.03.21 15:27 | close | 1857 | 0.10 | 95.389 | 94.544 | 96.944 | 450.00 | 1899820.00 |
| 3715 | 2013.03.21 19:00 | buy | 1858 | 0.10 | 95.065 | 94.265 | 96.665 | ||
| 3716 | 2013.03.21 19:04 | close | 1858 | 0.10 | 95.131 | 94.265 | 96.665 | 660.00 | 1900480.00 |
| 3717 | 2013.03.21 19:15 | buy | 1859 | 0.10 | 95.033 | 94.233 | 96.633 | ||
| 3718 | 2013.03.21 19:24 | close | 1859 | 0.10 | 95.097 | 94.233 | 96.633 | 640.00 | 1901120.00 |
| 3719 | 2013.03.21 19:38 | buy | 1860 | 0.10 | 95.068 | 94.268 | 96.668 | ||
| 3720 | 2013.03.21 20:02 | close | 1860 | 0.10 | 95.131 | 94.268 | 96.668 | 630.00 | 1901750.00 |
| 3721 | 2013.03.22 01:40 | sell | 1861 | 0.10 | 95.101 | 95.901 | 93.901 | ||
| 3722 | 2013.03.22 02:20 | close | 1861 | 0.10 | 94.989 | 95.901 | 93.901 | 1120.00 | 1902870.00 |
| 3723 | 2013.03.25 04:05 | sell | 1862 | 0.10 | 94.871 | 95.671 | 93.671 | ||
| 3724 | 2013.03.25 08:20 | close | 1862 | 0.10 | 94.838 | 95.671 | 93.671 | 330.00 | 1903200.00 |
| 3725 | 2013.03.26 01:55 | sell | 1863 | 0.10 | 94.218 | 95.018 | 93.018 | ||
| 3726 | 2013.03.26 02:23 | close | 1863 | 0.10 | 94.078 | 95.018 | 93.018 | 1400.00 | 1904600.00 |
| 3727 | 2013.03.28 19:05 | buy | 1864 | 0.10 | 94.141 | 93.341 | 95.741 | ||
| 3728 | 2013.03.29 01:45 | close | 1864 | 0.10 | 94.297 | 93.341 | 95.741 | 2100.00 | 1906700.00 |
| 3729 | 2013.04.02 12:21 | sell | 1865 | 0.10 | 93.203 | 94.003 | 92.003 | ||
| 3730 | 2013.04.02 15:29 | close | 1865 | 0.10 | 93.144 | 94.003 | 92.003 | 590.00 | 1907290.00 |
| 3731 | 2013.04.02 21:45 | buy | 1866 | 0.10 | 93.302 | 92.502 | 94.902 | ||
| 3732 | 2013.04.02 22:30 | close | 1866 | 0.10 | 93.400 | 92.502 | 94.902 | 980.00 | 1908270.00 |
| 3733 | 2013.04.04 01:00 | sell | 1867 | 0.10 | 93.080 | 93.880 | 91.880 | ||
| 3734 | 2013.04.04 02:03 | close | 1867 | 0.10 | 92.981 | 93.880 | 91.880 | 990.00 | 1909260.00 |
| 3735 | 2013.04.09 09:05 | buy | 1868 | 0.10 | 99.054 | 98.254 | 100.654 | ||
| 3736 | 2013.04.09 09:16 | close | 1868 | 0.10 | 99.146 | 98.254 | 100.654 | 920.00 | 1910180.00 |
| 3737 | 2013.04.09 09:45 | buy | 1869 | 0.10 | 98.931 | 98.131 | 100.531 | ||
| 3738 | 2013.04.09 11:06 | close | 1869 | 0.10 | 99.083 | 98.131 | 100.531 | 1520.00 | 1911700.00 |
| 3739 | 2013.04.09 12:43 | buy | 1870 | 0.10 | 98.840 | 98.040 | 100.440 | ||
| 3740 | 2013.04.09 13:00 | close | 1870 | 0.10 | 98.926 | 98.040 | 100.440 | 860.00 | 1912560.00 |
| 3741 | 2013.04.09 22:15 | buy | 1871 | 0.10 | 99.153 | 98.353 | 100.753 | ||
| 3742 | 2013.04.10 03:54 | close | 1871 | 0.10 | 99.176 | 98.353 | 100.753 | 410.00 | 1912970.00 |
| 3743 | 2013.04.10 03:54 | sell | 1872 | 0.10 | 99.176 | 99.976 | 97.976 | ||
| 3744 | 2013.04.10 04:06 | close | 1872 | 0.10 | 99.075 | 99.976 | 97.976 | 1010.00 | 1913980.00 |
| 3745 | 2013.04.11 12:41 | buy | 1873 | 0.10 | 99.562 | 98.762 | 101.162 | ||
| 3746 | 2013.04.11 13:08 | close | 1873 | 0.10 | 99.667 | 98.762 | 101.162 | 1050.00 | 1915030.00 |
| 3747 | 2013.04.11 23:40 | buy | 1874 | 0.10 | 99.728 | 98.928 | 101.328 | ||
| 3748 | 2013.04.12 00:54 | close | 1874 | 0.10 | 99.748 | 98.928 | 101.328 | 740.00 | 1915770.00 |
| 3749 | 2013.04.12 06:45 | buy | 1875 | 0.10 | 99.378 | 98.578 | 100.978 | ||
| 3750 | 2013.04.12 07:07 | close | 1875 | 0.10 | 99.491 | 98.578 | 100.978 | 1130.00 | 1916900.00 |