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 |
| 4051 | 2013.12.24 18:05 | buy | 2026 | 0.10 | 104.285 | 103.485 | 105.885 | ||
| 4052 | 2013.12.25 02:54 | close | 2026 | 0.10 | 104.305 | 103.485 | 105.885 | 380.00 | 2004370.00 |
| 4053 | 2013.12.25 02:54 | sell | 2027 | 0.10 | 104.305 | 105.105 | 103.105 | ||
| 4054 | 2013.12.25 07:20 | close | 2027 | 0.10 | 104.386 | 105.105 | 103.105 | -810.00 | 2003560.00 |
| 4055 | 2014.01.03 06:00 | buy | 2028 | 0.10 | 104.271 | 103.471 | 105.871 | ||
| 4056 | 2014.01.03 07:57 | close | 2028 | 0.10 | 104.208 | 103.471 | 105.871 | -630.00 | 2002930.00 |
| 4057 | 2014.01.08 12:31 | buy | 2029 | 0.10 | 104.848 | 104.048 | 106.448 | ||
| 4058 | 2014.01.08 15:16 | close | 2029 | 0.10 | 104.931 | 104.048 | 106.448 | 830.00 | 2003760.00 |
| 4059 | 2014.01.08 22:35 | buy | 2030 | 0.10 | 104.740 | 103.940 | 106.340 | ||
| 4060 | 2014.01.09 00:10 | close | 2030 | 0.10 | 104.872 | 103.940 | 106.340 | 1500.00 | 2005260.00 |
| 4061 | 2014.01.09 20:10 | buy | 2031 | 0.10 | 104.734 | 103.934 | 106.334 | ||
| 4062 | 2014.01.10 02:54 | close | 2031 | 0.10 | 104.918 | 103.934 | 106.334 | 2380.00 | 2007640.00 |
| 4063 | 2014.01.10 03:00 | sell | 2032 | 0.10 | 104.924 | 105.724 | 103.724 | ||
| 4064 | 2014.01.10 07:20 | close | 2032 | 0.10 | 104.908 | 105.724 | 103.724 | 160.00 | 2007800.00 |
| 4065 | 2014.01.14 01:00 | sell | 2033 | 0.10 | 103.062 | 103.862 | 101.862 | ||
| 4066 | 2014.01.14 06:55 | close | 2033 | 0.10 | 103.295 | 103.862 | 101.862 | -2330.00 | 2005470.00 |
| 4067 | 2014.01.15 03:10 | sell | 2034 | 0.10 | 104.222 | 105.022 | 103.022 | ||
| 4068 | 2014.01.15 07:20 | close | 2034 | 0.10 | 104.435 | 105.022 | 103.022 | -2130.00 | 2003340.00 |
| 4069 | 2014.01.23 18:00 | buy | 2035 | 0.10 | 103.660 | 102.860 | 105.260 | ||
| 4070 | 2014.01.24 02:54 | close | 2035 | 0.10 | 103.470 | 102.860 | 105.260 | -1360.00 | 2001980.00 |
| 4071 | 2014.01.27 12:00 | sell | 2036 | 0.10 | 102.543 | 103.343 | 101.343 | ||
| 4072 | 2014.01.27 12:23 | close | 2036 | 0.10 | 102.472 | 103.343 | 101.343 | 710.00 | 2002690.00 |
| 4073 | 2014.01.27 12:46 | sell | 2037 | 0.10 | 102.648 | 103.448 | 101.448 | ||
| 4074 | 2014.01.27 13:11 | close | 2037 | 0.10 | 102.580 | 103.448 | 101.448 | 680.00 | 2003370.00 |
| 4075 | 2014.01.29 01:00 | sell | 2038 | 0.10 | 103.366 | 104.166 | 102.166 | ||
| 4076 | 2014.01.29 01:55 | close | 2038 | 0.10 | 103.270 | 104.166 | 102.166 | 960.00 | 2004330.00 |
| 4077 | 2014.01.29 18:55 | buy | 2039 | 0.10 | 102.176 | 101.376 | 103.776 | ||
| 4078 | 2014.01.29 23:15 | close | 2039 | 0.10 | 102.329 | 101.376 | 103.776 | 1530.00 | 2005860.00 |
| 4079 | 2014.01.29 23:30 | buy | 2040 | 0.10 | 102.224 | 101.424 | 103.824 | ||
| 4080 | 2014.01.30 02:54 | close | 2040 | 0.10 | 102.190 | 101.424 | 103.824 | -160.00 | 2005700.00 |
| 4081 | 2014.01.30 06:15 | sell | 2041 | 0.10 | 102.489 | 103.289 | 101.289 | ||
| 4082 | 2014.01.30 06:45 | close | 2041 | 0.10 | 102.421 | 103.289 | 101.289 | 680.00 | 2006380.00 |
| 4083 | 2014.01.30 12:20 | sell | 2042 | 0.10 | 102.361 | 103.161 | 101.161 | ||
| 4084 | 2014.01.30 12:52 | close | 2042 | 0.10 | 102.285 | 103.161 | 101.161 | 760.00 | 2007140.00 |
| 4085 | 2014.02.03 01:35 | sell | 2043 | 0.10 | 102.202 | 103.002 | 101.002 | ||
| 4086 | 2014.02.03 08:00 | close | 2043 | 0.10 | 102.246 | 103.002 | 101.002 | -440.00 | 2006700.00 |
| 4087 | 2014.02.04 01:00 | sell | 2044 | 0.10 | 101.117 | 101.917 | 99.917 | ||
| 4088 | 2014.02.04 07:55 | close | 2044 | 0.10 | 101.099 | 101.917 | 99.917 | 180.00 | 2006880.00 |
| 4089 | 2014.02.04 12:01 | sell | 2045 | 0.10 | 101.471 | 102.271 | 100.271 | ||
| 4090 | 2014.02.04 12:03 | close | 2045 | 0.10 | 101.385 | 102.271 | 100.271 | 860.00 | 2007740.00 |
| 4091 | 2014.02.13 20:50 | buy | 2046 | 0.10 | 102.138 | 101.338 | 103.738 | ||
| 4092 | 2014.02.14 02:54 | close | 2046 | 0.10 | 102.243 | 101.338 | 103.738 | 1590.00 | 2009330.00 |
| 4093 | 2014.02.18 01:15 | sell | 2047 | 0.10 | 102.058 | 102.858 | 100.858 | ||
| 4094 | 2014.02.18 03:46 | close | 2047 | 0.10 | 101.986 | 102.858 | 100.858 | 720.00 | 2010050.00 |
| 4095 | 2014.02.19 20:50 | buy | 2048 | 0.10 | 102.288 | 101.488 | 103.888 | ||
| 4096 | 2014.02.20 02:54 | close | 2048 | 0.10 | 102.233 | 101.488 | 103.888 | -370.00 | 2009680.00 |
| 4097 | 2014.02.24 18:05 | buy | 2049 | 0.10 | 102.452 | 101.652 | 104.052 | ||
| 4098 | 2014.02.25 02:54 | close | 2049 | 0.10 | 102.531 | 101.652 | 104.052 | 970.00 | 2010650.00 |
| 4099 | 2014.02.25 03:00 | sell | 2050 | 0.10 | 102.535 | 103.335 | 101.335 | ||
| 4100 | 2014.02.25 07:20 | close | 2050 | 0.10 | 102.539 | 103.335 | 101.335 | -40.00 | 2010610.00 |
| 4101 | 2014.02.26 01:10 | sell | 2051 | 0.10 | 102.224 | 103.024 | 101.024 | ||
| 4102 | 2014.02.26 01:50 | close | 2051 | 0.10 | 102.147 | 103.024 | 101.024 | 770.00 | 2011380.00 |
| 4103 | 2014.02.26 21:45 | buy | 2052 | 0.10 | 102.434 | 101.634 | 104.034 | ||
| 4104 | 2014.02.27 02:54 | close | 2052 | 0.10 | 102.366 | 101.634 | 104.034 | -500.00 | 2010880.00 |
| 4105 | 2014.02.27 19:20 | buy | 2053 | 0.10 | 102.102 | 101.302 | 103.702 | ||
| 4106 | 2014.02.28 02:54 | close | 2053 | 0.10 | 101.920 | 101.302 | 103.702 | -1280.00 | 2009600.00 |
| 4107 | 2014.03.10 01:00 | buy | 2054 | 0.10 | 103.186 | 102.386 | 104.786 | ||
| 4108 | 2014.03.10 03:54 | close | 2054 | 0.10 | 103.188 | 102.386 | 104.786 | 20.00 | 2009620.00 |
| 4109 | 2014.03.10 21:06 | buy | 2055 | 0.10 | 103.175 | 102.375 | 104.775 | ||
| 4110 | 2014.03.10 22:36 | close | 2055 | 0.10 | 103.233 | 102.375 | 104.775 | 580.00 | 2010200.00 |
| 4111 | 2014.03.11 21:30 | buy | 2056 | 0.10 | 102.922 | 102.122 | 104.522 | ||
| 4112 | 2014.03.11 22:33 | close | 2056 | 0.10 | 102.993 | 102.122 | 104.522 | 710.00 | 2010910.00 |
| 4113 | 2014.03.13 22:05 | buy | 2057 | 0.10 | 101.677 | 100.877 | 103.277 | ||
| 4114 | 2014.03.14 03:54 | close | 2057 | 0.10 | 101.798 | 100.877 | 103.277 | 1750.00 | 2012660.00 |
| 4115 | 2014.03.17 01:00 | sell | 2058 | 0.10 | 101.395 | 102.195 | 100.195 | ||
| 4116 | 2014.03.17 01:36 | close | 2058 | 0.10 | 101.310 | 102.195 | 100.195 | 850.00 | 2013510.00 |
| 4117 | 2014.03.17 11:30 | sell | 2059 | 0.10 | 101.728 | 102.528 | 100.528 | ||
| 4118 | 2014.03.17 15:22 | close | 2059 | 0.10 | 101.706 | 102.528 | 100.528 | 220.00 | 2013730.00 |
| 4119 | 2014.03.18 01:00 | sell | 2060 | 0.10 | 101.806 | 102.606 | 100.606 | ||
| 4120 | 2014.03.18 04:47 | close | 2060 | 0.10 | 101.735 | 102.606 | 100.606 | 710.00 | 2014440.00 |
| 4121 | 2014.03.20 01:00 | buy | 2061 | 0.10 | 102.397 | 101.597 | 103.997 | ||
| 4122 | 2014.03.20 03:54 | close | 2061 | 0.10 | 102.298 | 101.597 | 103.997 | -990.00 | 2013450.00 |
| 4123 | 2014.03.20 04:20 | sell | 2062 | 0.10 | 102.420 | 103.220 | 101.220 | ||
| 4124 | 2014.03.20 04:35 | close | 2062 | 0.10 | 102.350 | 103.220 | 101.220 | 700.00 | 2014150.00 |
| 4125 | 2014.03.24 01:00 | sell | 2063 | 0.10 | 102.241 | 103.041 | 101.041 | ||
| 4126 | 2014.03.24 08:25 | close | 2063 | 0.10 | 102.457 | 103.041 | 101.041 | -2160.00 | 2011990.00 |
| 4127 | 2014.03.24 19:00 | buy | 2064 | 0.10 | 102.233 | 101.433 | 103.833 | ||
| 4128 | 2014.03.25 03:54 | close | 2064 | 0.10 | 102.175 | 101.433 | 103.833 | -400.00 | 2011590.00 |
| 4129 | 2014.03.27 19:00 | buy | 2065 | 0.10 | 102.126 | 101.326 | 103.726 | ||
| 4130 | 2014.03.28 03:54 | close | 2065 | 0.10 | 102.049 | 101.326 | 103.726 | -230.00 | 2011360.00 |
| 4131 | 2014.04.02 13:25 | buy | 2066 | 0.10 | 103.683 | 102.883 | 105.283 | ||
| 4132 | 2014.04.02 15:16 | close | 2066 | 0.10 | 103.781 | 102.883 | 105.283 | 980.00 | 2012340.00 |
| 4133 | 2014.04.03 21:35 | buy | 2067 | 0.10 | 103.930 | 103.130 | 105.530 | ||
| 4134 | 2014.04.04 03:54 | close | 2067 | 0.10 | 103.880 | 103.130 | 105.530 | 40.00 | 2012380.00 |
| 4135 | 2014.04.07 08:00 | buy | 2068 | 0.10 | 103.106 | 102.306 | 104.706 | ||
| 4136 | 2014.04.07 10:30 | close | 2068 | 0.10 | 103.166 | 102.306 | 104.706 | 600.00 | 2012980.00 |
| 4137 | 2014.04.09 01:00 | sell | 2069 | 0.10 | 101.866 | 102.666 | 100.666 | ||
| 4138 | 2014.04.09 08:25 | close | 2069 | 0.10 | 102.032 | 102.666 | 100.666 | -1660.00 | 2011320.00 |
| 4139 | 2014.04.09 12:06 | sell | 2070 | 0.10 | 102.113 | 102.913 | 100.913 | ||
| 4140 | 2014.04.09 13:59 | close | 2070 | 0.10 | 102.050 | 102.913 | 100.913 | 630.00 | 2011950.00 |
| 4141 | 2014.04.09 22:05 | buy | 2071 | 0.10 | 101.783 | 100.983 | 103.383 | ||
| 4142 | 2014.04.09 22:40 | close | 2071 | 0.10 | 101.964 | 100.983 | 103.383 | 1810.00 | 2013760.00 |
| 4143 | 2014.04.14 21:05 | buy | 2072 | 0.10 | 101.748 | 100.948 | 103.348 | ||
| 4144 | 2014.04.15 03:54 | close | 2072 | 0.10 | 101.849 | 100.948 | 103.348 | 1190.00 | 2014950.00 |
| 4145 | 2014.04.15 04:05 | sell | 2073 | 0.10 | 101.911 | 102.711 | 100.711 | ||
| 4146 | 2014.04.15 08:20 | close | 2073 | 0.10 | 101.889 | 102.711 | 100.711 | 220.00 | 2015170.00 |
| 4147 | 2014.04.17 23:25 | buy | 2074 | 0.10 | 102.431 | 101.631 | 104.031 | ||
| 4148 | 2014.04.18 03:54 | close | 2074 | 0.10 | 102.519 | 101.631 | 104.031 | 1420.00 | 2016590.00 |
| 4149 | 2014.04.18 03:54 | sell | 2075 | 0.10 | 102.519 | 103.319 | 101.319 | ||
| 4150 | 2014.04.18 05:15 | close | 2075 | 0.10 | 102.439 | 103.319 | 101.319 | 800.00 | 2017390.00 |
| 4151 | 2014.04.24 20:15 | buy | 2076 | 0.10 | 102.339 | 101.539 | 103.939 | ||
| 4152 | 2014.04.25 03:54 | close | 2076 | 0.10 | 102.368 | 101.539 | 103.939 | 830.00 | 2018220.00 |
| 4153 | 2014.04.25 03:54 | sell | 2077 | 0.10 | 102.368 | 103.168 | 101.168 | ||
| 4154 | 2014.04.25 06:40 | close | 2077 | 0.10 | 102.354 | 103.168 | 101.168 | 140.00 | 2018360.00 |
| 4155 | 2014.04.29 20:25 | buy | 2078 | 0.10 | 102.545 | 101.745 | 104.145 | ||
| 4156 | 2014.04.30 03:54 | close | 2078 | 0.10 | 102.564 | 101.745 | 104.145 | 370.00 | 2018730.00 |
| 4157 | 2014.05.01 01:25 | sell | 2079 | 0.10 | 102.239 | 103.039 | 101.039 | ||
| 4158 | 2014.05.01 04:35 | close | 2079 | 0.10 | 102.146 | 103.039 | 101.039 | 930.00 | 2019660.00 |
| 4159 | 2014.05.06 01:15 | sell | 2080 | 0.10 | 102.171 | 102.971 | 100.971 | ||
| 4160 | 2014.05.06 02:25 | close | 2080 | 0.10 | 102.118 | 102.971 | 100.971 | 530.00 | 2020190.00 |
| 4161 | 2014.05.07 01:00 | sell | 2081 | 0.10 | 101.741 | 102.541 | 100.541 | ||
| 4162 | 2014.05.07 03:28 | close | 2081 | 0.10 | 101.660 | 102.541 | 100.541 | 810.00 | 2021000.00 |
| 4163 | 2014.05.07 12:15 | sell | 2082 | 0.10 | 101.580 | 102.380 | 100.380 | ||
| 4164 | 2014.05.07 12:52 | close | 2082 | 0.10 | 101.541 | 102.380 | 100.380 | 390.00 | 2021390.00 |
| 4165 | 2014.05.08 21:10 | buy | 2083 | 0.10 | 101.513 | 100.713 | 103.113 | ||
| 4166 | 2014.05.09 03:54 | close | 2083 | 0.10 | 101.666 | 100.713 | 103.113 | 2070.00 | 2023460.00 |
| 4167 | 2014.05.13 01:15 | sell | 2084 | 0.10 | 102.177 | 102.977 | 100.977 | ||
| 4168 | 2014.05.13 08:25 | close | 2084 | 0.10 | 102.306 | 102.977 | 100.977 | -1290.00 | 2022170.00 |
| 4169 | 2014.05.14 21:40 | buy | 2085 | 0.10 | 101.805 | 101.005 | 103.405 | ||
| 4170 | 2014.05.15 03:54 | close | 2085 | 0.10 | 101.797 | 101.005 | 103.405 | 100.00 | 2022270.00 |
| 4171 | 2014.05.15 03:54 | sell | 2086 | 0.10 | 101.797 | 102.597 | 100.597 | ||
| 4172 | 2014.05.15 08:20 | close | 2086 | 0.10 | 101.850 | 102.597 | 100.597 | -530.00 | 2021740.00 |
| 4173 | 2014.05.19 21:20 | buy | 2087 | 0.10 | 101.302 | 100.502 | 102.902 | ||
| 4174 | 2014.05.20 03:54 | close | 2087 | 0.10 | 101.448 | 100.502 | 102.902 | 1640.00 | 2023380.00 |
| 4175 | 2014.05.21 01:45 | sell | 2088 | 0.10 | 101.321 | 102.121 | 100.121 | ||
| 4176 | 2014.05.21 02:19 | close | 2088 | 0.10 | 101.249 | 102.121 | 100.121 | 720.00 | 2024100.00 |
| 4177 | 2014.05.22 19:20 | buy | 2089 | 0.10 | 101.753 | 100.953 | 103.353 | ||
| 4178 | 2014.05.23 03:05 | close | 2089 | 0.10 | 101.832 | 100.953 | 103.353 | 1330.00 | 2025430.00 |
| 4179 | 2014.05.23 03:54 | sell | 2090 | 0.10 | 101.824 | 102.624 | 100.624 | ||
| 4180 | 2014.05.23 07:10 | close | 2090 | 0.10 | 101.749 | 102.624 | 100.624 | 750.00 | 2026180.00 |
| 4181 | 2014.05.27 21:35 | buy | 2091 | 0.10 | 101.965 | 101.165 | 103.565 | ||
| 4182 | 2014.05.28 00:47 | close | 2091 | 0.10 | 102.022 | 101.165 | 103.565 | 750.00 | 2026930.00 |
| 4183 | 2014.06.03 09:05 | buy | 2092 | 0.10 | 102.291 | 101.491 | 103.891 | ||
| 4184 | 2014.06.03 10:18 | close | 2092 | 0.10 | 102.352 | 101.491 | 103.891 | 610.00 | 2027540.00 |
| 4185 | 2014.06.05 12:15 | buy | 2093 | 0.10 | 102.463 | 101.663 | 104.063 | ||
| 4186 | 2014.06.05 13:10 | close | 2093 | 0.10 | 102.530 | 101.663 | 104.063 | 670.00 | 2028210.00 |
| 4187 | 2014.06.09 21:40 | buy | 2094 | 0.10 | 102.526 | 101.726 | 104.126 | ||
| 4188 | 2014.06.10 03:54 | close | 2094 | 0.10 | 102.458 | 101.726 | 104.126 | -500.00 | 2027710.00 |
| 4189 | 2014.06.10 06:30 | buy | 2095 | 0.10 | 102.374 | 101.574 | 103.974 | ||
| 4190 | 2014.06.10 10:15 | close | 2095 | 0.10 | 102.330 | 101.574 | 103.974 | -440.00 | 2027270.00 |
| 4191 | 2014.06.12 21:05 | buy | 2096 | 0.10 | 101.687 | 100.887 | 103.287 | ||
| 4192 | 2014.06.13 03:54 | close | 2096 | 0.10 | 101.795 | 100.887 | 103.287 | 1620.00 | 2028890.00 |
| 4193 | 2014.06.13 03:54 | sell | 2097 | 0.10 | 101.795 | 102.595 | 100.595 | ||
| 4194 | 2014.06.13 08:20 | close | 2097 | 0.10 | 101.959 | 102.595 | 100.595 | -1640.00 | 2027250.00 |
| 4195 | 2014.06.19 22:05 | buy | 2098 | 0.10 | 101.948 | 101.148 | 103.548 | ||
| 4196 | 2014.06.20 03:54 | close | 2098 | 0.10 | 101.895 | 101.148 | 103.548 | 10.00 | 2027260.00 |
| 4197 | 2014.06.20 03:54 | sell | 2099 | 0.10 | 101.895 | 102.695 | 100.695 | ||
| 4198 | 2014.06.20 04:25 | close | 2099 | 0.10 | 101.857 | 102.695 | 100.695 | 380.00 | 2027640.00 |
| 4199 | 2014.06.24 20:30 | buy | 2100 | 0.10 | 102.038 | 101.238 | 103.638 | ||
| 4200 | 2014.06.25 03:54 | close | 2100 | 0.10 | 101.938 | 101.238 | 103.638 | -820.00 | 2026820.00 |