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 |
| 3751 | 2013.04.17 12:48 | buy | 1876 | 0.10 | 98.020 | 97.220 | 99.620 | ||
| 3752 | 2013.04.17 12:54 | close | 1876 | 0.10 | 98.096 | 97.220 | 99.620 | 760.00 | 1917660.00 |
| 3753 | 2013.04.18 21:20 | buy | 1877 | 0.10 | 98.051 | 97.251 | 99.651 | ||
| 3754 | 2013.04.19 03:54 | close | 1877 | 0.10 | 98.258 | 97.251 | 99.651 | 2610.00 | 1920270.00 |
| 3755 | 2013.04.23 06:00 | buy | 1878 | 0.10 | 98.843 | 98.043 | 100.443 | ||
| 3756 | 2013.04.23 06:04 | close | 1878 | 0.10 | 98.922 | 98.043 | 100.443 | 790.00 | 1921060.00 |
| 3757 | 2013.04.23 06:30 | buy | 1879 | 0.10 | 98.696 | 97.896 | 100.296 | ||
| 3758 | 2013.04.23 07:04 | close | 1879 | 0.10 | 98.774 | 97.896 | 100.296 | 780.00 | 1921840.00 |
| 3759 | 2013.04.23 09:00 | buy | 1880 | 0.10 | 98.744 | 97.944 | 100.344 | ||
| 3760 | 2013.04.23 09:59 | close | 1880 | 0.10 | 98.779 | 97.944 | 100.344 | 350.00 | 1922190.00 |
| 3761 | 2013.04.25 04:20 | sell | 1881 | 0.10 | 99.523 | 100.323 | 98.323 | ||
| 3762 | 2013.04.25 04:57 | close | 1881 | 0.10 | 99.405 | 100.323 | 98.323 | 1180.00 | 1923370.00 |
| 3763 | 2013.04.25 09:00 | buy | 1882 | 0.10 | 99.170 | 98.370 | 100.770 | ||
| 3764 | 2013.04.25 09:50 | close | 1882 | 0.10 | 99.245 | 98.370 | 100.770 | 750.00 | 1924120.00 |
| 3765 | 2013.04.25 22:10 | buy | 1883 | 0.10 | 99.274 | 98.474 | 100.874 | ||
| 3766 | 2013.04.25 23:00 | close | 1883 | 0.10 | 99.368 | 98.474 | 100.874 | 940.00 | 1925060.00 |
| 3767 | 2013.04.29 20:20 | buy | 1884 | 0.10 | 98.014 | 97.214 | 99.614 | ||
| 3768 | 2013.04.30 03:54 | close | 1884 | 0.10 | 97.900 | 97.214 | 99.614 | -960.00 | 1924100.00 |
| 3769 | 2013.04.30 04:05 | sell | 1885 | 0.10 | 98.024 | 98.824 | 96.824 | ||
| 3770 | 2013.04.30 08:11 | close | 1885 | 0.10 | 97.870 | 98.824 | 96.824 | 1540.00 | 1925640.00 |
| 3771 | 2013.05.01 11:30 | sell | 1886 | 0.10 | 97.587 | 98.387 | 96.387 | ||
| 3772 | 2013.05.01 12:09 | close | 1886 | 0.10 | 97.542 | 98.387 | 96.387 | 450.00 | 1926090.00 |
| 3773 | 2013.05.06 12:30 | buy | 1887 | 0.10 | 99.280 | 98.480 | 100.880 | ||
| 3774 | 2013.05.06 15:07 | close | 1887 | 0.10 | 99.316 | 98.480 | 100.880 | 360.00 | 1926450.00 |
| 3775 | 2013.05.07 06:00 | buy | 1888 | 0.10 | 98.945 | 98.145 | 100.545 | ||
| 3776 | 2013.05.07 06:32 | close | 1888 | 0.10 | 99.015 | 98.145 | 100.545 | 700.00 | 1927150.00 |
| 3777 | 2013.05.13 12:54 | buy | 1889 | 0.10 | 101.599 | 100.799 | 103.199 | ||
| 3778 | 2013.05.13 13:09 | close | 1889 | 0.10 | 101.670 | 100.799 | 103.199 | 710.00 | 1927860.00 |
| 3779 | 2013.05.13 22:25 | buy | 1890 | 0.10 | 101.856 | 101.056 | 103.456 | ||
| 3780 | 2013.05.14 03:54 | close | 1890 | 0.10 | 101.454 | 101.056 | 103.456 | -3840.00 | 1924020.00 |
| 3781 | 2013.05.14 21:05 | buy | 1891 | 0.10 | 102.272 | 101.472 | 103.872 | ||
| 3782 | 2013.05.15 03:54 | close | 1891 | 0.10 | 102.118 | 101.472 | 103.872 | -1360.00 | 1922660.00 |
| 3783 | 2013.05.15 21:00 | buy | 1892 | 0.10 | 102.280 | 101.480 | 103.880 | ||
| 3784 | 2013.05.15 22:10 | close | 1892 | 0.10 | 102.355 | 101.480 | 103.880 | 750.00 | 1923410.00 |
| 3785 | 2013.05.15 23:11 | buy | 1893 | 0.10 | 102.259 | 101.459 | 103.859 | ||
| 3786 | 2013.05.16 06:13 | close | 1893 | 0.10 | 102.214 | 101.459 | 103.859 | -270.00 | 1923140.00 |
| 3787 | 2013.05.20 21:10 | buy | 1894 | 0.10 | 102.233 | 101.433 | 103.833 | ||
| 3788 | 2013.05.20 21:30 | close | 1894 | 0.10 | 102.340 | 101.433 | 103.833 | 1070.00 | 1924210.00 |
| 3789 | 2013.05.21 02:00 | buy | 1895 | 0.10 | 102.128 | 101.328 | 103.728 | ||
| 3790 | 2013.05.21 02:07 | close | 1895 | 0.10 | 102.207 | 101.328 | 103.728 | 790.00 | 1925000.00 |
| 3791 | 2013.05.22 21:13 | buy | 1896 | 0.10 | 103.211 | 102.411 | 104.811 | ||
| 3792 | 2013.05.22 23:32 | close | 1896 | 0.10 | 103.051 | 102.411 | 104.811 | -1600.00 | 1923400.00 |
| 3793 | 2013.05.23 22:30 | buy | 1897 | 0.10 | 101.884 | 101.084 | 103.484 | ||
| 3794 | 2013.05.24 01:50 | close | 1897 | 0.10 | 102.069 | 101.084 | 103.484 | 2390.00 | 1925790.00 |
| 3795 | 2013.05.27 18:15 | sell | 1898 | 0.10 | 101.142 | 101.942 | 99.942 | ||
| 3796 | 2013.05.27 18:50 | close | 1898 | 0.10 | 101.084 | 101.942 | 99.942 | 580.00 | 1926370.00 |
| 3797 | 2013.05.27 23:20 | buy | 1899 | 0.10 | 101.052 | 100.252 | 102.652 | ||
| 3798 | 2013.05.28 01:00 | close | 1899 | 0.10 | 101.066 | 100.252 | 102.652 | 320.00 | 1926690.00 |
| 3799 | 2013.05.29 09:30 | buy | 1900 | 0.10 | 102.082 | 101.282 | 103.682 | ||
| 3800 | 2013.05.29 09:49 | close | 1900 | 0.10 | 102.163 | 101.282 | 103.682 | 810.00 | 1927500.00 |
| 3801 | 2013.05.29 19:00 | buy | 1901 | 0.10 | 100.918 | 100.118 | 102.518 | ||
| 3802 | 2013.05.29 20:35 | close | 1901 | 0.10 | 101.069 | 100.118 | 102.518 | 1510.00 | 1929010.00 |
| 3803 | 2013.05.29 23:20 | buy | 1902 | 0.10 | 101.100 | 100.300 | 102.700 | ||
| 3804 | 2013.05.30 03:54 | close | 1902 | 0.10 | 101.193 | 100.300 | 102.700 | 1110.00 | 1930120.00 |
| 3805 | 2013.05.31 01:40 | sell | 1903 | 0.10 | 100.873 | 101.673 | 99.673 | ||
| 3806 | 2013.05.31 06:50 | close | 1903 | 0.10 | 100.884 | 101.673 | 99.673 | -110.00 | 1930010.00 |
| 3807 | 2013.06.04 01:05 | sell | 1904 | 0.10 | 99.526 | 100.326 | 98.326 | ||
| 3808 | 2013.06.04 03:55 | close | 1904 | 0.10 | 99.452 | 100.326 | 98.326 | 740.00 | 1930750.00 |
| 3809 | 2013.06.11 01:00 | sell | 1905 | 0.10 | 98.994 | 99.794 | 97.794 | ||
| 3810 | 2013.06.11 01:30 | close | 1905 | 0.10 | 98.873 | 99.794 | 97.794 | 1210.00 | 1931960.00 |
| 3811 | 2013.06.13 22:00 | buy | 1906 | 0.10 | 94.866 | 94.066 | 96.466 | ||
| 3812 | 2013.06.13 22:55 | close | 1906 | 0.10 | 95.165 | 94.066 | 96.466 | 2990.00 | 1934950.00 |
| 3813 | 2013.06.17 01:10 | sell | 1907 | 0.10 | 94.349 | 95.149 | 93.149 | ||
| 3814 | 2013.06.17 01:47 | close | 1907 | 0.10 | 94.236 | 95.149 | 93.149 | 1130.00 | 1936080.00 |
| 3815 | 2013.06.18 01:05 | sell | 1908 | 0.10 | 94.676 | 95.476 | 93.476 | ||
| 3816 | 2013.06.18 02:18 | close | 1908 | 0.10 | 94.580 | 95.476 | 93.476 | 960.00 | 1937040.00 |
| 3817 | 2013.06.19 01:40 | sell | 1909 | 0.10 | 95.524 | 96.324 | 94.324 | ||
| 3818 | 2013.06.19 03:35 | close | 1909 | 0.10 | 95.417 | 96.324 | 94.324 | 1070.00 | 1938110.00 |
| 3819 | 2013.06.19 12:10 | sell | 1910 | 0.10 | 95.133 | 95.933 | 93.933 | ||
| 3820 | 2013.06.19 12:16 | close | 1910 | 0.10 | 95.049 | 95.933 | 93.933 | 840.00 | 1938950.00 |
| 3821 | 2013.06.20 01:10 | buy | 1911 | 0.10 | 96.393 | 95.593 | 97.993 | ||
| 3822 | 2013.06.20 01:50 | close | 1911 | 0.10 | 96.716 | 95.593 | 97.993 | 3230.00 | 1942180.00 |
| 3823 | 2013.06.20 04:10 | sell | 1912 | 0.10 | 96.613 | 97.413 | 95.413 | ||
| 3824 | 2013.06.20 04:25 | close | 1912 | 0.10 | 96.543 | 97.413 | 95.413 | 700.00 | 1942880.00 |
| 3825 | 2013.06.24 12:05 | buy | 1913 | 0.10 | 97.889 | 97.089 | 99.489 | ||
| 3826 | 2013.06.24 12:35 | close | 1913 | 0.10 | 97.981 | 97.089 | 99.489 | 920.00 | 1943800.00 |
| 3827 | 2013.06.24 19:20 | buy | 1914 | 0.10 | 97.630 | 96.830 | 99.230 | ||
| 3828 | 2013.06.24 19:25 | close | 1914 | 0.10 | 97.816 | 96.830 | 99.230 | 1860.00 | 1945660.00 |
| 3829 | 2013.06.24 20:55 | buy | 1915 | 0.10 | 97.691 | 96.891 | 99.291 | ||
| 3830 | 2013.06.25 03:15 | close | 1915 | 0.10 | 97.732 | 96.891 | 99.291 | 590.00 | 1946250.00 |
| 3831 | 2013.06.25 04:00 | sell | 1916 | 0.10 | 97.792 | 98.592 | 96.592 | ||
| 3832 | 2013.06.25 05:57 | close | 1916 | 0.10 | 97.691 | 98.592 | 96.592 | 1010.00 | 1947260.00 |
| 3833 | 2013.06.27 19:10 | buy | 1917 | 0.10 | 98.335 | 97.535 | 99.935 | ||
| 3834 | 2013.06.28 00:55 | close | 1917 | 0.10 | 98.486 | 97.535 | 99.935 | 2050.00 | 1949310.00 |
| 3835 | 2013.06.28 04:00 | sell | 1918 | 0.10 | 98.654 | 99.454 | 97.454 | ||
| 3836 | 2013.06.28 08:20 | close | 1918 | 0.10 | 98.874 | 99.454 | 97.454 | -2200.00 | 1947110.00 |
| 3837 | 2013.07.01 21:04 | buy | 1919 | 0.10 | 99.593 | 98.793 | 101.193 | ||
| 3838 | 2013.07.01 21:22 | close | 1919 | 0.10 | 99.660 | 98.793 | 101.193 | 670.00 | 1947780.00 |
| 3839 | 2013.07.01 22:55 | buy | 1920 | 0.10 | 99.574 | 98.774 | 101.174 | ||
| 3840 | 2013.07.02 01:00 | close | 1920 | 0.10 | 99.619 | 98.774 | 101.174 | 630.00 | 1948410.00 |
| 3841 | 2013.07.02 21:19 | buy | 1921 | 0.10 | 100.525 | 99.725 | 102.125 | ||
| 3842 | 2013.07.02 21:55 | close | 1921 | 0.10 | 100.597 | 99.725 | 102.125 | 720.00 | 1949130.00 |
| 3843 | 2013.07.03 15:00 | buy | 1922 | 0.10 | 99.484 | 98.684 | 101.084 | ||
| 3844 | 2013.07.03 15:16 | close | 1922 | 0.10 | 99.675 | 98.684 | 101.084 | 1910.00 | 1951040.00 |
| 3845 | 2013.07.04 01:25 | sell | 1923 | 0.10 | 100.081 | 100.881 | 98.881 | ||
| 3846 | 2013.07.04 01:55 | close | 1923 | 0.10 | 99.987 | 100.881 | 98.881 | 940.00 | 1951980.00 |
| 3847 | 2013.07.04 22:00 | buy | 1924 | 0.10 | 99.965 | 99.165 | 101.565 | ||
| 3848 | 2013.07.05 00:55 | close | 1924 | 0.10 | 100.108 | 99.165 | 101.565 | 1970.00 | 1953950.00 |
| 3849 | 2013.07.05 04:05 | sell | 1925 | 0.10 | 100.376 | 101.176 | 99.176 | ||
| 3850 | 2013.07.05 06:03 | close | 1925 | 0.10 | 100.276 | 101.176 | 99.176 | 1000.00 | 1954950.00 |
| 3851 | 2013.07.08 09:10 | buy | 1926 | 0.10 | 100.984 | 100.184 | 102.584 | ||
| 3852 | 2013.07.08 09:33 | close | 1926 | 0.10 | 101.062 | 100.184 | 102.584 | 780.00 | 1955730.00 |
| 3853 | 2013.07.08 20:00 | buy | 1927 | 0.10 | 100.843 | 100.043 | 102.443 | ||
| 3854 | 2013.07.08 20:11 | close | 1927 | 0.10 | 100.924 | 100.043 | 102.443 | 810.00 | 1956540.00 |
| 3855 | 2013.07.08 21:04 | buy | 1928 | 0.10 | 100.891 | 100.091 | 102.491 | ||
| 3856 | 2013.07.08 21:44 | close | 1928 | 0.10 | 100.962 | 100.091 | 102.491 | 710.00 | 1957250.00 |
| 3857 | 2013.07.09 21:10 | buy | 1929 | 0.10 | 100.981 | 100.181 | 102.581 | ||
| 3858 | 2013.07.10 00:10 | close | 1929 | 0.10 | 101.161 | 100.181 | 102.581 | 1980.00 | 1959230.00 |
| 3859 | 2013.07.10 09:00 | buy | 1930 | 0.10 | 100.546 | 99.746 | 102.146 | ||
| 3860 | 2013.07.10 09:14 | close | 1930 | 0.10 | 100.621 | 99.746 | 102.146 | 750.00 | 1959980.00 |
| 3861 | 2013.07.10 09:25 | buy | 1931 | 0.10 | 100.541 | 99.741 | 102.141 | ||
| 3862 | 2013.07.10 13:11 | close | 1931 | 0.10 | 100.203 | 99.741 | 102.141 | -3380.00 | 1956600.00 |
| 3863 | 2013.07.10 13:45 | buy | 1932 | 0.10 | 100.086 | 99.286 | 101.686 | ||
| 3864 | 2013.07.10 14:57 | close | 1932 | 0.10 | 100.159 | 99.286 | 101.686 | 730.00 | 1957330.00 |
| 3865 | 2013.07.15 22:45 | buy | 1933 | 0.10 | 99.740 | 98.940 | 101.340 | ||
| 3866 | 2013.07.15 23:35 | close | 1933 | 0.10 | 99.830 | 98.940 | 101.340 | 900.00 | 1958230.00 |
| 3867 | 2013.07.17 05:20 | sell | 1934 | 0.10 | 99.457 | 100.257 | 98.257 | ||
| 3868 | 2013.07.17 06:00 | close | 1934 | 0.10 | 99.393 | 100.257 | 98.257 | 640.00 | 1958870.00 |
| 3869 | 2013.07.18 21:00 | buy | 1935 | 0.10 | 100.520 | 99.720 | 102.120 | ||
| 3870 | 2013.07.19 03:20 | close | 1935 | 0.10 | 100.789 | 99.720 | 102.120 | 3230.00 | 1962100.00 |
| 3871 | 2013.07.19 03:54 | sell | 1936 | 0.10 | 100.848 | 101.648 | 99.648 | ||
| 3872 | 2013.07.19 04:00 | close | 1936 | 0.10 | 100.768 | 101.648 | 99.648 | 800.00 | 1962900.00 |
| 3873 | 2013.07.23 21:00 | buy | 1937 | 0.10 | 99.545 | 98.745 | 101.145 | ||
| 3874 | 2013.07.24 01:20 | close | 1937 | 0.10 | 99.546 | 98.745 | 101.145 | 190.00 | 1963090.00 |
| 3875 | 2013.07.24 19:05 | buy | 1938 | 0.10 | 100.245 | 99.445 | 101.845 | ||
| 3876 | 2013.07.24 20:15 | close | 1938 | 0.10 | 100.406 | 99.445 | 101.845 | 1610.00 | 1964700.00 |
| 3877 | 2013.07.24 21:00 | buy | 1939 | 0.10 | 100.326 | 99.526 | 101.926 | ||
| 3878 | 2013.07.25 03:54 | close | 1939 | 0.10 | 100.293 | 99.526 | 101.926 | -150.00 | 1964550.00 |
| 3879 | 2013.07.29 01:00 | sell | 1940 | 0.10 | 98.332 | 99.132 | 97.132 | ||
| 3880 | 2013.07.29 01:05 | close | 1940 | 0.10 | 98.177 | 99.132 | 97.132 | 1550.00 | 1966100.00 |
| 3881 | 2013.07.29 19:05 | buy | 1941 | 0.10 | 97.832 | 97.032 | 99.432 | ||
| 3882 | 2013.07.29 19:45 | close | 1941 | 0.10 | 97.988 | 97.032 | 99.432 | 1560.00 | 1967660.00 |
| 3883 | 2013.07.29 20:45 | buy | 1942 | 0.10 | 97.843 | 97.043 | 99.443 | ||
| 3884 | 2013.07.30 02:55 | close | 1942 | 0.10 | 98.057 | 97.043 | 99.443 | 2320.00 | 1969980.00 |
| 3885 | 2013.07.31 01:55 | sell | 1943 | 0.10 | 98.125 | 98.925 | 96.925 | ||
| 3886 | 2013.07.31 02:59 | close | 1943 | 0.10 | 98.004 | 98.925 | 96.925 | 1210.00 | 1971190.00 |
| 3887 | 2013.07.31 21:55 | buy | 1944 | 0.10 | 97.848 | 97.048 | 99.448 | ||
| 3888 | 2013.07.31 22:50 | close | 1944 | 0.10 | 97.975 | 97.048 | 99.448 | 1270.00 | 1972460.00 |
| 3889 | 2013.08.05 01:15 | buy | 1945 | 0.10 | 98.926 | 98.126 | 100.526 | ||
| 3890 | 2013.08.05 03:30 | close | 1945 | 0.10 | 99.089 | 98.126 | 100.526 | 1630.00 | 1974090.00 |
| 3891 | 2013.08.05 03:54 | sell | 1946 | 0.10 | 99.131 | 99.931 | 97.931 | ||
| 3892 | 2013.08.05 04:43 | close | 1946 | 0.10 | 98.952 | 99.931 | 97.931 | 1790.00 | 1975880.00 |
| 3893 | 2013.08.05 21:55 | buy | 1947 | 0.10 | 98.295 | 97.495 | 99.895 | ||
| 3894 | 2013.08.06 02:25 | close | 1947 | 0.10 | 98.297 | 97.495 | 99.895 | 200.00 | 1976080.00 |
| 3895 | 2013.08.07 12:00 | sell | 1948 | 0.10 | 97.060 | 97.860 | 95.860 | ||
| 3896 | 2013.08.07 13:01 | close | 1948 | 0.10 | 96.990 | 97.860 | 95.860 | 700.00 | 1976780.00 |
| 3897 | 2013.08.08 01:15 | sell | 1949 | 0.10 | 96.445 | 97.245 | 95.245 | ||
| 3898 | 2013.08.08 08:25 | close | 1949 | 0.10 | 96.651 | 97.245 | 95.245 | -2060.00 | 1974720.00 |
| 3899 | 2013.08.08 12:21 | sell | 1950 | 0.10 | 96.378 | 97.178 | 95.178 | ||
| 3900 | 2013.08.08 12:36 | close | 1950 | 0.10 | 96.314 | 97.178 | 95.178 | 640.00 | 1975360.00 |