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 |
| 3901 | 2013.08.12 01:25 | sell | 1951 | 0.10 | 96.338 | 97.138 | 95.138 | ||
| 3902 | 2013.08.12 02:50 | close | 1951 | 0.10 | 96.235 | 97.138 | 95.138 | 1030.00 | 1976390.00 |
| 3903 | 2013.08.13 01:00 | sell | 1952 | 0.10 | 97.098 | 97.898 | 95.898 | ||
| 3904 | 2013.08.13 08:25 | close | 1952 | 0.10 | 97.527 | 97.898 | 95.898 | -4290.00 | 1972100.00 |
| 3905 | 2013.08.14 21:25 | buy | 1953 | 0.10 | 98.121 | 97.321 | 99.721 | ||
| 3906 | 2013.08.15 03:54 | close | 1953 | 0.10 | 97.938 | 97.321 | 99.721 | -1650.00 | 1970450.00 |
| 3907 | 2013.08.15 03:55 | sell | 1954 | 0.10 | 97.934 | 98.734 | 96.734 | ||
| 3908 | 2013.08.15 05:15 | close | 1954 | 0.10 | 97.780 | 98.734 | 96.734 | 1540.00 | 1971990.00 |
| 3909 | 2013.08.19 01:55 | sell | 1955 | 0.10 | 97.737 | 98.537 | 96.537 | ||
| 3910 | 2013.08.19 02:40 | close | 1955 | 0.10 | 97.645 | 98.537 | 96.537 | 920.00 | 1972910.00 |
| 3911 | 2013.08.19 21:10 | buy | 1956 | 0.10 | 97.656 | 96.856 | 99.256 | ||
| 3912 | 2013.08.20 03:55 | close | 1956 | 0.10 | 97.689 | 96.856 | 99.256 | 510.00 | 1973420.00 |
| 3913 | 2013.08.20 03:55 | sell | 1957 | 0.10 | 97.689 | 98.489 | 96.489 | ||
| 3914 | 2013.08.20 06:30 | close | 1957 | 0.10 | 97.617 | 98.489 | 96.489 | 720.00 | 1974140.00 |
| 3915 | 2013.08.21 01:00 | sell | 1958 | 0.10 | 97.308 | 98.108 | 96.108 | ||
| 3916 | 2013.08.21 04:42 | close | 1958 | 0.10 | 97.237 | 98.108 | 96.108 | 710.00 | 1974850.00 |
| 3917 | 2013.08.22 19:00 | buy | 1959 | 0.10 | 98.534 | 97.734 | 100.134 | ||
| 3918 | 2013.08.22 20:40 | close | 1959 | 0.10 | 98.712 | 97.734 | 100.134 | 1780.00 | 1976630.00 |
| 3919 | 2013.08.22 21:20 | buy | 1960 | 0.10 | 98.648 | 97.848 | 100.248 | ||
| 3920 | 2013.08.23 02:45 | close | 1960 | 0.10 | 98.859 | 97.848 | 100.248 | 2650.00 | 1979280.00 |
| 3921 | 2013.08.23 03:54 | sell | 1961 | 0.10 | 98.953 | 99.753 | 97.753 | ||
| 3922 | 2013.08.23 08:20 | close | 1961 | 0.10 | 99.021 | 99.753 | 97.753 | -680.00 | 1978600.00 |
| 3923 | 2013.08.26 22:35 | buy | 1962 | 0.10 | 98.461 | 97.661 | 100.061 | ||
| 3924 | 2013.08.27 01:00 | close | 1962 | 0.10 | 98.462 | 97.661 | 100.061 | 190.00 | 1978790.00 |
| 3925 | 2013.08.28 01:30 | sell | 1963 | 0.10 | 97.171 | 97.971 | 95.971 | ||
| 3926 | 2013.08.28 01:59 | close | 1963 | 0.10 | 97.092 | 97.971 | 95.971 | 790.00 | 1979580.00 |
| 3927 | 2013.08.29 19:50 | buy | 1964 | 0.10 | 98.359 | 97.559 | 99.959 | ||
| 3928 | 2013.08.30 03:54 | close | 1964 | 0.10 | 98.329 | 97.559 | 99.959 | 240.00 | 1979820.00 |
| 3929 | 2013.09.03 11:55 | buy | 1965 | 0.10 | 99.309 | 98.509 | 100.909 | ||
| 3930 | 2013.09.03 12:05 | close | 1965 | 0.10 | 99.382 | 98.509 | 100.909 | 730.00 | 1980550.00 |
| 3931 | 2013.09.03 20:00 | buy | 1966 | 0.10 | 99.398 | 98.598 | 100.998 | ||
| 3932 | 2013.09.03 21:13 | close | 1966 | 0.10 | 99.365 | 98.598 | 100.998 | -330.00 | 1980220.00 |
| 3933 | 2013.09.04 12:02 | buy | 1967 | 0.10 | 99.549 | 98.749 | 101.149 | ||
| 3934 | 2013.09.04 16:47 | close | 1967 | 0.10 | 99.552 | 98.749 | 101.149 | 30.00 | 1980250.00 |
| 3935 | 2013.09.04 22:30 | buy | 1968 | 0.10 | 99.654 | 98.854 | 101.254 | ||
| 3936 | 2013.09.05 02:05 | close | 1968 | 0.10 | 99.800 | 98.854 | 101.254 | 1640.00 | 1981890.00 |
| 3937 | 2013.09.05 09:50 | buy | 1969 | 0.10 | 99.606 | 98.806 | 101.206 | ||
| 3938 | 2013.09.05 10:07 | close | 1969 | 0.10 | 99.673 | 98.806 | 101.206 | 670.00 | 1982560.00 |
| 3939 | 2013.09.05 12:41 | buy | 1970 | 0.10 | 99.790 | 98.990 | 101.390 | ||
| 3940 | 2013.09.05 12:58 | close | 1970 | 0.10 | 99.864 | 98.990 | 101.390 | 740.00 | 1983300.00 |
| 3941 | 2013.09.06 06:15 | buy | 1971 | 0.10 | 99.761 | 98.961 | 101.361 | ||
| 3942 | 2013.09.06 07:09 | close | 1971 | 0.10 | 99.854 | 98.961 | 101.361 | 930.00 | 1984230.00 |
| 3943 | 2013.09.09 21:35 | buy | 1972 | 0.10 | 99.571 | 98.771 | 101.171 | ||
| 3944 | 2013.09.10 02:55 | close | 1972 | 0.10 | 99.753 | 98.771 | 101.171 | 2000.00 | 1986230.00 |
| 3945 | 2013.09.11 11:15 | buy | 1973 | 0.10 | 100.184 | 99.384 | 101.784 | ||
| 3946 | 2013.09.11 11:39 | close | 1973 | 0.10 | 100.247 | 99.384 | 101.784 | 630.00 | 1986860.00 |
| 3947 | 2013.09.12 23:30 | buy | 1974 | 0.10 | 99.431 | 98.631 | 101.031 | ||
| 3948 | 2013.09.13 03:20 | close | 1974 | 0.10 | 99.676 | 98.631 | 101.031 | 2990.00 | 1989850.00 |
| 3949 | 2013.09.13 03:54 | sell | 1975 | 0.10 | 99.701 | 100.501 | 98.501 | ||
| 3950 | 2013.09.13 06:40 | close | 1975 | 0.10 | 99.608 | 100.501 | 98.501 | 930.00 | 1990780.00 |
| 3951 | 2013.09.16 20:00 | sell | 1976 | 0.10 | 99.049 | 99.849 | 97.849 | ||
| 3952 | 2013.09.16 20:43 | close | 1976 | 0.10 | 98.986 | 99.849 | 97.849 | 630.00 | 1991410.00 |
| 3953 | 2013.09.17 22:05 | buy | 1977 | 0.10 | 99.135 | 98.335 | 100.735 | ||
| 3954 | 2013.09.18 01:00 | close | 1977 | 0.10 | 99.136 | 98.335 | 100.735 | 190.00 | 1991600.00 |
| 3955 | 2013.09.19 01:00 | sell | 1978 | 0.10 | 98.152 | 98.952 | 96.952 | ||
| 3956 | 2013.09.19 02:47 | close | 1978 | 0.10 | 98.082 | 98.952 | 96.952 | 700.00 | 1992300.00 |
| 3957 | 2013.09.19 21:15 | buy | 1979 | 0.10 | 99.246 | 98.446 | 100.846 | ||
| 3958 | 2013.09.20 03:54 | close | 1979 | 0.10 | 99.510 | 98.446 | 100.846 | 3180.00 | 1995480.00 |
| 3959 | 2013.09.20 03:55 | sell | 1980 | 0.10 | 99.519 | 100.319 | 98.319 | ||
| 3960 | 2013.09.20 04:35 | close | 1980 | 0.10 | 99.449 | 100.319 | 98.319 | 700.00 | 1996180.00 |
| 3961 | 2013.09.24 21:15 | buy | 1981 | 0.10 | 98.910 | 98.110 | 100.510 | ||
| 3962 | 2013.09.25 03:54 | close | 1981 | 0.10 | 98.753 | 98.110 | 100.510 | -1390.00 | 1994790.00 |
| 3963 | 2013.09.30 01:00 | buy | 1982 | 0.10 | 97.796 | 96.996 | 99.396 | ||
| 3964 | 2013.09.30 03:54 | close | 1982 | 0.10 | 97.706 | 96.996 | 99.396 | -900.00 | 1993890.00 |
| 3965 | 2013.09.30 18:00 | sell | 1983 | 0.10 | 98.110 | 98.910 | 96.910 | ||
| 3966 | 2013.09.30 21:03 | close | 1983 | 0.10 | 98.252 | 98.910 | 96.910 | -1420.00 | 1992470.00 |
| 3967 | 2013.10.03 01:00 | sell | 1984 | 0.10 | 97.389 | 98.189 | 96.189 | ||
| 3968 | 2013.10.03 02:45 | close | 1984 | 0.10 | 97.312 | 98.189 | 96.189 | 770.00 | 1993240.00 |
| 3969 | 2013.10.03 04:45 | sell | 1985 | 0.10 | 97.665 | 98.465 | 96.465 | ||
| 3970 | 2013.10.03 04:49 | close | 1985 | 0.10 | 97.597 | 98.465 | 96.465 | 680.00 | 1993920.00 |
| 3971 | 2013.10.09 01:10 | sell | 1986 | 0.10 | 96.911 | 97.711 | 95.711 | ||
| 3972 | 2013.10.09 08:25 | close | 1986 | 0.10 | 97.358 | 97.711 | 95.711 | -4470.00 | 1989450.00 |
| 3973 | 2013.10.09 22:20 | buy | 1987 | 0.10 | 97.351 | 96.551 | 98.951 | ||
| 3974 | 2013.10.10 02:00 | close | 1987 | 0.10 | 97.465 | 96.551 | 98.951 | 1320.00 | 1990770.00 |
| 3975 | 2013.10.10 04:05 | sell | 1988 | 0.10 | 97.627 | 98.427 | 96.427 | ||
| 3976 | 2013.10.10 08:20 | close | 1988 | 0.10 | 97.796 | 98.427 | 96.427 | -1690.00 | 1989080.00 |
| 3977 | 2013.10.14 01:00 | buy | 1989 | 0.10 | 98.177 | 97.377 | 99.777 | ||
| 3978 | 2013.10.14 01:02 | close | 1989 | 0.10 | 98.314 | 97.377 | 99.777 | 1370.00 | 1990450.00 |
| 3979 | 2013.10.15 21:35 | buy | 1990 | 0.10 | 98.342 | 97.542 | 99.942 | ||
| 3980 | 2013.10.16 02:45 | close | 1990 | 0.10 | 98.345 | 97.542 | 99.942 | 210.00 | 1990660.00 |
| 3981 | 2013.10.16 21:05 | buy | 1991 | 0.10 | 98.629 | 97.829 | 100.229 | ||
| 3982 | 2013.10.16 21:20 | close | 1991 | 0.10 | 98.742 | 97.829 | 100.229 | 1130.00 | 1991790.00 |
| 3983 | 2013.10.23 01:15 | sell | 1992 | 0.10 | 98.149 | 98.949 | 96.949 | ||
| 3984 | 2013.10.23 03:37 | close | 1992 | 0.10 | 98.078 | 98.949 | 96.949 | 710.00 | 1992500.00 |
| 3985 | 2013.10.24 19:00 | buy | 1993 | 0.10 | 97.373 | 96.573 | 98.973 | ||
| 3986 | 2013.10.25 03:54 | close | 1993 | 0.10 | 97.255 | 96.573 | 98.973 | -640.00 | 1991860.00 |
| 3987 | 2013.10.28 21:35 | buy | 1994 | 0.10 | 97.643 | 96.843 | 99.243 | ||
| 3988 | 2013.10.28 23:00 | close | 1994 | 0.10 | 97.721 | 96.843 | 99.243 | 780.00 | 1992640.00 |
| 3989 | 2013.10.29 22:00 | buy | 1995 | 0.10 | 98.118 | 97.318 | 99.718 | ||
| 3990 | 2013.10.30 03:54 | close | 1995 | 0.10 | 98.183 | 97.318 | 99.718 | 830.00 | 1993470.00 |
| 3991 | 2013.10.31 09:05 | buy | 1996 | 0.10 | 98.291 | 97.491 | 99.891 | ||
| 3992 | 2013.10.31 09:37 | close | 1996 | 0.10 | 98.352 | 97.491 | 99.891 | 610.00 | 1994080.00 |
| 3993 | 2013.11.04 09:50 | buy | 1997 | 0.10 | 98.634 | 97.834 | 100.234 | ||
| 3994 | 2013.11.04 11:22 | close | 1997 | 0.10 | 98.671 | 97.834 | 100.234 | 370.00 | 1994450.00 |
| 3995 | 2013.11.04 21:45 | buy | 1998 | 0.10 | 98.561 | 97.761 | 100.161 | ||
| 3996 | 2013.11.05 02:54 | close | 1998 | 0.10 | 98.549 | 97.761 | 100.161 | 60.00 | 1994510.00 |
| 3997 | 2013.11.08 02:54 | sell | 1999 | 0.10 | 98.233 | 99.033 | 97.033 | ||
| 3998 | 2013.11.08 05:50 | close | 1999 | 0.10 | 98.134 | 99.033 | 97.033 | 990.00 | 1995500.00 |
| 3999 | 2013.11.12 01:45 | buy | 2000 | 0.10 | 99.115 | 98.315 | 100.715 | ||
| 4000 | 2013.11.12 02:06 | close | 2000 | 0.10 | 99.177 | 98.315 | 100.715 | 620.00 | 1996120.00 |
| 4001 | 2013.11.14 20:00 | buy | 2001 | 0.10 | 99.918 | 99.118 | 101.518 | ||
| 4002 | 2013.11.15 01:40 | close | 2001 | 0.10 | 100.213 | 99.118 | 101.518 | 3490.00 | 1999610.00 |
| 4003 | 2013.11.18 06:45 | buy | 2002 | 0.10 | 100.061 | 99.261 | 101.661 | ||
| 4004 | 2013.11.18 11:51 | close | 2002 | 0.10 | 99.955 | 99.261 | 101.661 | -1060.00 | 1998550.00 |
| 4005 | 2013.11.18 22:15 | buy | 2003 | 0.10 | 99.891 | 99.091 | 101.491 | ||
| 4006 | 2013.11.19 00:10 | close | 2003 | 0.10 | 99.974 | 99.091 | 101.491 | 1010.00 | 1999560.00 |
| 4007 | 2013.11.19 20:00 | buy | 2004 | 0.10 | 100.102 | 99.302 | 101.702 | ||
| 4008 | 2013.11.20 02:54 | close | 2004 | 0.10 | 100.158 | 99.302 | 101.702 | 740.00 | 2000300.00 |
| 4009 | 2013.11.25 02:55 | sell | 2005 | 0.10 | 101.435 | 102.235 | 100.235 | ||
| 4010 | 2013.11.25 07:20 | close | 2005 | 0.10 | 101.856 | 102.235 | 100.235 | -4210.00 | 1996090.00 |
| 4011 | 2013.11.25 22:05 | buy | 2006 | 0.10 | 101.631 | 100.831 | 103.231 | ||
| 4012 | 2013.11.25 23:33 | close | 2006 | 0.10 | 101.614 | 100.831 | 103.231 | -170.00 | 1995920.00 |
| 4013 | 2013.11.26 01:30 | buy | 2007 | 0.10 | 101.452 | 100.652 | 103.052 | ||
| 4014 | 2013.11.26 03:03 | close | 2007 | 0.10 | 101.513 | 100.652 | 103.052 | 610.00 | 1996530.00 |
| 4015 | 2013.11.26 20:10 | buy | 2008 | 0.10 | 101.270 | 100.470 | 102.870 | ||
| 4016 | 2013.11.27 00:10 | close | 2008 | 0.10 | 101.281 | 100.470 | 102.870 | 290.00 | 1996820.00 |
| 4017 | 2013.12.02 23:05 | buy | 2009 | 0.10 | 102.988 | 102.188 | 104.588 | ||
| 4018 | 2013.12.03 02:54 | close | 2009 | 0.10 | 102.881 | 102.188 | 104.588 | -890.00 | 1995930.00 |
| 4019 | 2013.12.03 11:50 | buy | 2010 | 0.10 | 102.930 | 102.130 | 104.530 | ||
| 4020 | 2013.12.03 16:55 | close | 2010 | 0.10 | 102.624 | 102.130 | 104.530 | -3060.00 | 1992870.00 |
| 4021 | 2013.12.03 19:00 | buy | 2011 | 0.10 | 102.356 | 101.556 | 103.956 | ||
| 4022 | 2013.12.03 21:32 | close | 2011 | 0.10 | 102.298 | 101.556 | 103.956 | -580.00 | 1992290.00 |
| 4023 | 2013.12.04 20:00 | buy | 2012 | 0.10 | 102.093 | 101.293 | 103.693 | ||
| 4024 | 2013.12.04 22:20 | close | 2012 | 0.10 | 102.233 | 101.293 | 103.693 | 1400.00 | 1993690.00 |
| 4025 | 2013.12.05 20:30 | buy | 2013 | 0.10 | 101.715 | 100.915 | 103.315 | ||
| 4026 | 2013.12.05 20:38 | close | 2013 | 0.10 | 101.777 | 100.915 | 103.315 | 620.00 | 1994310.00 |
| 4027 | 2013.12.05 20:51 | buy | 2014 | 0.10 | 101.714 | 100.914 | 103.314 | ||
| 4028 | 2013.12.05 22:15 | close | 2014 | 0.10 | 101.768 | 100.914 | 103.314 | 540.00 | 1994850.00 |
| 4029 | 2013.12.09 12:45 | buy | 2015 | 0.10 | 103.013 | 102.213 | 104.613 | ||
| 4030 | 2013.12.09 13:10 | close | 2015 | 0.10 | 103.077 | 102.213 | 104.613 | 640.00 | 1995490.00 |
| 4031 | 2013.12.09 21:30 | buy | 2016 | 0.10 | 103.240 | 102.440 | 104.840 | ||
| 4032 | 2013.12.10 02:54 | close | 2016 | 0.10 | 103.333 | 102.440 | 104.840 | 1110.00 | 1996600.00 |
| 4033 | 2013.12.10 12:55 | buy | 2017 | 0.10 | 103.106 | 102.306 | 104.706 | ||
| 4034 | 2013.12.10 17:44 | close | 2017 | 0.10 | 102.880 | 102.306 | 104.706 | -2260.00 | 1994340.00 |
| 4035 | 2013.12.10 20:45 | buy | 2018 | 0.10 | 102.692 | 101.892 | 104.292 | ||
| 4036 | 2013.12.10 22:00 | close | 2018 | 0.10 | 102.785 | 101.892 | 104.292 | 930.00 | 1995270.00 |
| 4037 | 2013.12.11 06:00 | buy | 2019 | 0.10 | 102.641 | 101.841 | 104.241 | ||
| 4038 | 2013.12.11 06:57 | close | 2019 | 0.10 | 102.704 | 101.841 | 104.241 | 630.00 | 1995900.00 |
| 4039 | 2013.12.11 12:00 | buy | 2020 | 0.10 | 102.450 | 101.650 | 104.050 | ||
| 4040 | 2013.12.11 13:00 | close | 2020 | 0.10 | 102.523 | 101.650 | 104.050 | 730.00 | 1996630.00 |
| 4041 | 2013.12.12 20:00 | buy | 2021 | 0.10 | 103.105 | 102.305 | 104.705 | ||
| 4042 | 2013.12.12 23:45 | close | 2021 | 0.10 | 103.405 | 102.305 | 104.705 | 3000.00 | 1999630.00 |
| 4043 | 2013.12.16 06:00 | buy | 2022 | 0.10 | 102.738 | 101.938 | 104.338 | ||
| 4044 | 2013.12.16 06:26 | close | 2022 | 0.10 | 102.812 | 101.938 | 104.338 | 740.00 | 2000370.00 |
| 4045 | 2013.12.17 19:00 | buy | 2023 | 0.10 | 102.639 | 101.839 | 104.239 | ||
| 4046 | 2013.12.17 21:46 | close | 2023 | 0.10 | 102.668 | 101.839 | 104.239 | 290.00 | 2000660.00 |
| 4047 | 2013.12.19 20:05 | buy | 2024 | 0.10 | 104.146 | 103.346 | 105.746 | ||
| 4048 | 2013.12.20 02:35 | close | 2024 | 0.10 | 104.424 | 103.346 | 105.746 | 3320.00 | 2003980.00 |
| 4049 | 2013.12.23 14:00 | buy | 2025 | 0.10 | 103.869 | 103.069 | 105.469 | ||
| 4050 | 2013.12.23 14:59 | close | 2025 | 0.10 | 103.870 | 103.069 | 105.469 | 10.00 | 2003990.00 |