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 |
| 4201 | 2014.06.30 01:30 | buy | 2101 | 0.10 | 101.430 | 100.630 | 103.030 | ||
| 4202 | 2014.06.30 03:54 | close | 2101 | 0.10 | 101.317 | 100.630 | 103.030 | -1130.00 | 2025690.00 |
| 4203 | 2014.07.02 23:00 | buy | 2102 | 0.10 | 101.784 | 100.984 | 103.384 | ||
| 4204 | 2014.07.03 01:30 | close | 2102 | 0.10 | 101.784 | 100.984 | 103.384 | 180.00 | 2025870.00 |
| 4205 | 2014.07.03 22:30 | buy | 2103 | 0.10 | 102.184 | 101.384 | 103.784 | ||
| 4206 | 2014.07.04 03:54 | close | 2103 | 0.10 | 102.152 | 101.384 | 103.784 | 220.00 | 2026090.00 |
| 4207 | 2014.07.09 06:00 | sell | 2104 | 0.10 | 101.624 | 102.424 | 100.424 | ||
| 4208 | 2014.07.09 07:45 | close | 2104 | 0.10 | 101.587 | 102.424 | 100.424 | 370.00 | 2026460.00 |
| 4209 | 2014.07.09 21:30 | buy | 2105 | 0.10 | 101.607 | 100.807 | 103.207 | ||
| 4210 | 2014.07.10 03:54 | close | 2105 | 0.10 | 101.539 | 100.807 | 103.207 | -500.00 | 2025960.00 |
| 4211 | 2014.07.14 21:40 | buy | 2106 | 0.10 | 101.584 | 100.784 | 103.184 | ||
| 4212 | 2014.07.15 03:54 | close | 2106 | 0.10 | 101.629 | 100.784 | 103.184 | 630.00 | 2026590.00 |
| 4213 | 2014.07.15 03:54 | sell | 2107 | 0.10 | 101.629 | 102.429 | 100.429 | ||
| 4214 | 2014.07.15 08:20 | close | 2107 | 0.10 | 101.604 | 102.429 | 100.429 | 250.00 | 2026840.00 |
| 4215 | 2014.07.17 22:25 | buy | 2108 | 0.10 | 101.252 | 100.452 | 102.852 | ||
| 4216 | 2014.07.18 03:54 | close | 2108 | 0.10 | 101.242 | 100.452 | 102.852 | 440.00 | 2027280.00 |
| 4217 | 2014.07.18 03:54 | sell | 2109 | 0.10 | 101.242 | 102.042 | 100.042 | ||
| 4218 | 2014.07.18 08:20 | close | 2109 | 0.10 | 101.324 | 102.042 | 100.042 | -820.00 | 2026460.00 |
| 4219 | 2014.07.22 01:10 | sell | 2110 | 0.10 | 101.428 | 102.228 | 100.228 | ||
| 4220 | 2014.07.22 08:25 | close | 2110 | 0.10 | 101.501 | 102.228 | 100.228 | -730.00 | 2025730.00 |
| 4221 | 2014.07.24 19:00 | buy | 2111 | 0.10 | 101.821 | 101.021 | 103.421 | ||
| 4222 | 2014.07.25 03:54 | close | 2111 | 0.10 | 101.769 | 101.021 | 103.421 | 20.00 | 2025750.00 |
| 4223 | 2014.08.05 03:55 | sell | 2112 | 0.10 | 102.609 | 103.409 | 101.409 | ||
| 4224 | 2014.08.05 07:45 | close | 2112 | 0.10 | 102.540 | 103.409 | 101.409 | 690.00 | 2026440.00 |
| 4225 | 2014.08.05 21:00 | buy | 2113 | 0.10 | 102.577 | 101.777 | 104.177 | ||
| 4226 | 2014.08.05 22:33 | close | 2113 | 0.10 | 102.592 | 101.777 | 104.177 | 150.00 | 2026590.00 |
| 4227 | 2014.08.06 12:00 | buy | 2114 | 0.10 | 102.441 | 101.641 | 104.041 | ||
| 4228 | 2014.08.06 14:45 | close | 2114 | 0.10 | 102.423 | 101.641 | 104.041 | -180.00 | 2026410.00 |
| 4229 | 2014.08.06 19:30 | buy | 2115 | 0.10 | 101.964 | 101.164 | 103.564 | ||
| 4230 | 2014.08.06 19:33 | close | 2115 | 0.10 | 102.080 | 101.164 | 103.564 | 1160.00 | 2027570.00 |
| 4231 | 2014.08.07 21:25 | buy | 2116 | 0.10 | 102.080 | 101.280 | 103.680 | ||
| 4232 | 2014.08.08 03:54 | close | 2116 | 0.10 | 102.098 | 101.280 | 103.680 | 720.00 | 2028290.00 |
| 4233 | 2014.08.08 03:54 | sell | 2117 | 0.10 | 102.098 | 102.898 | 100.898 | ||
| 4234 | 2014.08.08 04:17 | close | 2117 | 0.10 | 101.997 | 102.898 | 100.898 | 1010.00 | 2029300.00 |
| 4235 | 2014.08.14 11:15 | buy | 2118 | 0.10 | 102.439 | 101.639 | 104.039 | ||
| 4236 | 2014.08.14 13:03 | close | 2118 | 0.10 | 102.430 | 101.639 | 104.039 | -90.00 | 2029210.00 |
| 4237 | 2014.08.14 21:00 | buy | 2119 | 0.10 | 102.482 | 101.682 | 104.082 | ||
| 4238 | 2014.08.15 03:54 | close | 2119 | 0.10 | 102.491 | 101.682 | 104.082 | 630.00 | 2029840.00 |
| 4239 | 2014.08.18 01:05 | sell | 2120 | 0.10 | 102.415 | 103.215 | 101.215 | ||
| 4240 | 2014.08.18 04:02 | close | 2120 | 0.10 | 102.326 | 103.215 | 101.215 | 890.00 | 2030730.00 |
| 4241 | 2014.08.18 22:40 | buy | 2121 | 0.10 | 102.544 | 101.744 | 104.144 | ||
| 4242 | 2014.08.19 01:00 | close | 2121 | 0.10 | 102.571 | 101.744 | 104.144 | 450.00 | 2031180.00 |
| 4243 | 2014.08.19 21:15 | buy | 2122 | 0.10 | 102.882 | 102.082 | 104.482 | ||
| 4244 | 2014.08.20 03:54 | close | 2122 | 0.10 | 102.969 | 102.082 | 104.482 | 1050.00 | 2032230.00 |
| 4245 | 2014.08.25 11:05 | buy | 2123 | 0.10 | 104.054 | 103.254 | 105.654 | ||
| 4246 | 2014.08.25 12:50 | close | 2123 | 0.10 | 104.037 | 103.254 | 105.654 | -170.00 | 2032060.00 |
| 4247 | 2014.08.25 13:25 | buy | 2124 | 0.10 | 103.957 | 103.157 | 105.557 | ||
| 4248 | 2014.08.25 15:39 | close | 2124 | 0.10 | 104.000 | 103.157 | 105.557 | 430.00 | 2032490.00 |
| 4249 | 2014.08.26 06:00 | buy | 2125 | 0.10 | 103.841 | 103.041 | 105.441 | ||
| 4250 | 2014.08.26 06:56 | close | 2125 | 0.10 | 103.869 | 103.041 | 105.441 | 280.00 | 2032770.00 |
| 4251 | 2014.08.26 23:15 | buy | 2126 | 0.10 | 104.036 | 103.236 | 105.636 | ||
| 4252 | 2014.08.27 00:45 | close | 2126 | 0.10 | 104.103 | 103.236 | 105.636 | 850.00 | 2033620.00 |
| 4253 | 2014.08.27 06:30 | buy | 2127 | 0.10 | 103.952 | 103.152 | 105.552 | ||
| 4254 | 2014.08.27 07:23 | close | 2127 | 0.10 | 104.032 | 103.152 | 105.552 | 800.00 | 2034420.00 |
| 4255 | 2014.08.27 22:10 | buy | 2128 | 0.10 | 103.849 | 103.049 | 105.449 | ||
| 4256 | 2014.08.28 01:00 | close | 2128 | 0.10 | 103.878 | 103.049 | 105.449 | 470.00 | 2034890.00 |
| 4257 | 2014.08.28 01:25 | sell | 2129 | 0.10 | 103.919 | 104.719 | 102.719 | ||
| 4258 | 2014.08.28 03:04 | close | 2129 | 0.10 | 103.848 | 104.719 | 102.719 | 710.00 | 2035600.00 |
| 4259 | 2014.08.28 13:00 | buy | 2130 | 0.10 | 103.648 | 102.848 | 105.248 | ||
| 4260 | 2014.08.28 14:05 | close | 2130 | 0.10 | 103.704 | 102.848 | 105.248 | 560.00 | 2036160.00 |
| 4261 | 2014.08.28 20:10 | buy | 2131 | 0.10 | 103.772 | 102.972 | 105.372 | ||
| 4262 | 2014.08.29 03:54 | close | 2131 | 0.10 | 103.702 | 102.972 | 105.372 | -160.00 | 2036000.00 |
| 4263 | 2014.09.03 09:15 | buy | 2132 | 0.10 | 104.903 | 104.103 | 106.503 | ||
| 4264 | 2014.09.03 10:09 | close | 2132 | 0.10 | 104.973 | 104.103 | 106.503 | 700.00 | 2036700.00 |
| 4265 | 2014.09.03 23:00 | buy | 2133 | 0.10 | 104.756 | 103.956 | 106.356 | ||
| 4266 | 2014.09.04 00:20 | close | 2133 | 0.10 | 104.847 | 103.956 | 106.356 | 1090.00 | 2037790.00 |
| 4267 | 2014.09.04 22:25 | buy | 2134 | 0.10 | 105.118 | 104.318 | 106.718 | ||
| 4268 | 2014.09.05 00:10 | close | 2134 | 0.10 | 105.266 | 104.318 | 106.718 | 2020.00 | 2039810.00 |
| 4269 | 2014.09.09 12:17 | buy | 2135 | 0.10 | 106.232 | 105.432 | 107.832 | ||
| 4270 | 2014.09.09 12:39 | close | 2135 | 0.10 | 106.302 | 105.432 | 107.832 | 700.00 | 2040510.00 |
| 4271 | 2014.09.09 21:35 | buy | 2136 | 0.10 | 106.384 | 105.584 | 107.984 | ||
| 4272 | 2014.09.10 03:54 | close | 2136 | 0.10 | 106.107 | 105.584 | 107.984 | -2590.00 | 2037920.00 |
| 4273 | 2014.09.10 12:29 | buy | 2137 | 0.10 | 106.551 | 105.751 | 108.151 | ||
| 4274 | 2014.09.10 12:43 | close | 2137 | 0.10 | 106.612 | 105.751 | 108.151 | 610.00 | 2038530.00 |
| 4275 | 2014.09.16 01:10 | sell | 2138 | 0.10 | 107.207 | 108.007 | 106.007 | ||
| 4276 | 2014.09.16 02:00 | close | 2138 | 0.10 | 107.150 | 108.007 | 106.007 | 570.00 | 2039100.00 |
| 4277 | 2014.09.16 19:30 | buy | 2139 | 0.10 | 106.848 | 106.048 | 108.448 | ||
| 4278 | 2014.09.16 19:35 | close | 2139 | 0.10 | 106.918 | 106.048 | 108.448 | 700.00 | 2039800.00 |
| 4279 | 2014.09.18 21:10 | buy | 2140 | 0.10 | 108.719 | 107.919 | 110.319 | ||
| 4280 | 2014.09.19 03:54 | close | 2140 | 0.10 | 108.848 | 107.919 | 110.319 | 1830.00 | 2041630.00 |
| 4281 | 2014.09.19 04:10 | sell | 2141 | 0.10 | 109.013 | 109.813 | 107.813 | ||
| 4282 | 2014.09.19 08:20 | close | 2141 | 0.10 | 109.121 | 109.813 | 107.813 | -1080.00 | 2040550.00 |
| 4283 | 2014.09.22 06:00 | buy | 2142 | 0.10 | 108.731 | 107.931 | 110.331 | ||
| 4284 | 2014.09.22 06:59 | close | 2142 | 0.10 | 108.794 | 107.931 | 110.331 | 630.00 | 2041180.00 |
| 4285 | 2014.09.22 21:27 | buy | 2143 | 0.10 | 108.850 | 108.050 | 110.450 | ||
| 4286 | 2014.09.23 00:30 | close | 2143 | 0.10 | 108.832 | 108.050 | 110.450 | 0.00 | 2041180.00 |
| 4287 | 2014.09.23 12:15 | buy | 2144 | 0.10 | 108.370 | 107.570 | 109.970 | ||
| 4288 | 2014.09.23 13:35 | close | 2144 | 0.10 | 108.446 | 107.570 | 109.970 | 760.00 | 2041940.00 |
| 4289 | 2014.09.24 20:25 | buy | 2145 | 0.10 | 108.854 | 108.054 | 110.454 | ||
| 4290 | 2014.09.24 22:40 | close | 2145 | 0.10 | 109.044 | 108.054 | 110.454 | 1900.00 | 2043840.00 |
| 4291 | 2014.09.25 03:54 | sell | 2146 | 0.10 | 109.223 | 110.023 | 108.023 | ||
| 4292 | 2014.09.25 04:14 | close | 2146 | 0.10 | 109.095 | 110.023 | 108.023 | 1280.00 | 2045120.00 |
| 4293 | 2014.09.25 21:25 | buy | 2147 | 0.10 | 108.623 | 107.823 | 110.223 | ||
| 4294 | 2014.09.25 21:50 | close | 2147 | 0.10 | 108.714 | 107.823 | 110.223 | 910.00 | 2046030.00 |
| 4295 | 2014.09.29 20:00 | buy | 2148 | 0.10 | 109.341 | 108.541 | 110.941 | ||
| 4296 | 2014.09.30 03:54 | close | 2148 | 0.10 | 109.421 | 108.541 | 110.941 | 980.00 | 2047010.00 |
| 4297 | 2014.09.30 06:30 | buy | 2149 | 0.10 | 109.211 | 108.411 | 110.811 | ||
| 4298 | 2014.09.30 06:41 | close | 2149 | 0.10 | 109.273 | 108.411 | 110.811 | 620.00 | 2047630.00 |
| 4299 | 2014.10.01 12:51 | buy | 2150 | 0.10 | 109.708 | 108.908 | 111.308 | ||
| 4300 | 2014.10.01 13:03 | close | 2150 | 0.10 | 109.787 | 108.908 | 111.308 | 790.00 | 2048420.00 |
| 4301 | 2014.10.01 19:00 | buy | 2151 | 0.10 | 109.309 | 108.509 | 110.909 | ||
| 4302 | 2014.10.02 00:35 | close | 2151 | 0.10 | 108.936 | 108.509 | 110.909 | -3550.00 | 2044870.00 |
| 4303 | 2014.10.02 02:45 | buy | 2152 | 0.10 | 108.968 | 108.168 | 110.568 | ||
| 4304 | 2014.10.02 03:30 | close | 2152 | 0.10 | 109.035 | 108.168 | 110.568 | 670.00 | 2045540.00 |
| 4305 | 2014.10.02 06:00 | buy | 2153 | 0.10 | 108.673 | 107.873 | 110.273 | ||
| 4306 | 2014.10.02 07:06 | close | 2153 | 0.10 | 108.744 | 107.873 | 110.273 | 710.00 | 2046250.00 |
| 4307 | 2014.10.02 08:45 | buy | 2154 | 0.10 | 108.703 | 107.903 | 110.303 | ||
| 4308 | 2014.10.02 09:11 | close | 2154 | 0.10 | 108.759 | 107.903 | 110.303 | 560.00 | 2046810.00 |
| 4309 | 2014.10.02 12:00 | buy | 2155 | 0.10 | 108.398 | 107.598 | 109.998 | ||
| 4310 | 2014.10.02 12:10 | close | 2155 | 0.10 | 108.472 | 107.598 | 109.998 | 740.00 | 2047550.00 |
| 4311 | 2014.10.02 21:05 | buy | 2156 | 0.10 | 108.263 | 107.463 | 109.863 | ||
| 4312 | 2014.10.02 21:50 | close | 2156 | 0.10 | 108.394 | 107.463 | 109.863 | 1310.00 | 2048860.00 |
| 4313 | 2014.10.03 03:54 | sell | 2157 | 0.10 | 108.741 | 109.541 | 107.541 | ||
| 4314 | 2014.10.03 08:20 | close | 2157 | 0.10 | 108.828 | 109.541 | 107.541 | -870.00 | 2047990.00 |
| 4315 | 2014.10.06 09:45 | buy | 2158 | 0.10 | 109.419 | 108.619 | 111.019 | ||
| 4316 | 2014.10.06 10:44 | close | 2158 | 0.10 | 109.438 | 108.619 | 111.019 | 190.00 | 2048180.00 |
| 4317 | 2014.10.06 12:00 | buy | 2159 | 0.10 | 109.381 | 108.581 | 110.981 | ||
| 4318 | 2014.10.06 12:30 | close | 2159 | 0.10 | 109.449 | 108.581 | 110.981 | 680.00 | 2048860.00 |
| 4319 | 2014.10.06 19:00 | buy | 2160 | 0.10 | 109.081 | 108.281 | 110.681 | ||
| 4320 | 2014.10.06 19:14 | close | 2160 | 0.10 | 109.147 | 108.281 | 110.681 | 660.00 | 2049520.00 |
| 4321 | 2014.10.06 19:25 | buy | 2161 | 0.10 | 109.088 | 108.288 | 110.688 | ||
| 4322 | 2014.10.06 23:31 | close | 2161 | 0.10 | 108.815 | 108.288 | 110.688 | -2730.00 | 2046790.00 |
| 4323 | 2014.10.07 01:00 | buy | 2162 | 0.10 | 108.736 | 107.936 | 110.336 | ||
| 4324 | 2014.10.07 01:54 | close | 2162 | 0.10 | 108.805 | 107.936 | 110.336 | 690.00 | 2047480.00 |
| 4325 | 2014.10.07 04:50 | sell | 2163 | 0.10 | 109.088 | 109.888 | 107.888 | ||
| 4326 | 2014.10.07 06:28 | close | 2163 | 0.10 | 109.083 | 109.888 | 107.888 | 50.00 | 2047530.00 |
| 4327 | 2014.10.07 12:00 | buy | 2164 | 0.10 | 108.457 | 107.657 | 110.057 | ||
| 4328 | 2014.10.07 12:18 | close | 2164 | 0.10 | 108.547 | 107.657 | 110.057 | 900.00 | 2048430.00 |
| 4329 | 2014.10.07 21:50 | buy | 2165 | 0.10 | 108.101 | 107.301 | 109.701 | ||
| 4330 | 2014.10.08 01:00 | close | 2165 | 0.10 | 108.145 | 107.301 | 109.701 | 620.00 | 2049050.00 |
| 4331 | 2014.10.09 21:25 | buy | 2166 | 0.10 | 107.779 | 106.979 | 109.379 | ||
| 4332 | 2014.10.09 22:35 | close | 2166 | 0.10 | 107.957 | 106.979 | 109.379 | 1780.00 | 2050830.00 |
| 4333 | 2014.10.13 22:50 | buy | 2167 | 0.10 | 107.107 | 106.307 | 108.707 | ||
| 4334 | 2014.10.14 03:05 | close | 2167 | 0.10 | 107.153 | 106.307 | 108.707 | 640.00 | 2051470.00 |
| 4335 | 2014.10.14 21:05 | buy | 2168 | 0.10 | 107.084 | 106.284 | 108.684 | ||
| 4336 | 2014.10.15 02:35 | close | 2168 | 0.10 | 107.371 | 106.284 | 108.684 | 3050.00 | 2054520.00 |
| 4337 | 2014.10.20 04:15 | sell | 2169 | 0.10 | 107.172 | 107.972 | 105.972 | ||
| 4338 | 2014.10.20 08:20 | close | 2169 | 0.10 | 107.278 | 107.972 | 105.972 | -1060.00 | 2053460.00 |
| 4339 | 2014.10.22 01:00 | sell | 2170 | 0.10 | 107.080 | 107.880 | 105.880 | ||
| 4340 | 2014.10.22 02:28 | close | 2170 | 0.10 | 107.005 | 107.880 | 105.880 | 750.00 | 2054210.00 |
| 4341 | 2014.10.23 01:00 | sell | 2171 | 0.10 | 107.205 | 108.005 | 106.005 | ||
| 4342 | 2014.10.23 08:05 | close | 2171 | 0.10 | 107.213 | 108.005 | 106.005 | -80.00 | 2054130.00 |
| 4343 | 2014.10.23 20:55 | buy | 2172 | 0.10 | 108.231 | 107.431 | 109.831 | ||
| 4344 | 2014.10.24 03:54 | close | 2172 | 0.10 | 107.995 | 107.431 | 109.831 | -1820.00 | 2052310.00 |
| 4345 | 2014.10.29 09:25 | buy | 2173 | 0.10 | 108.041 | 107.241 | 109.641 | ||
| 4346 | 2014.10.29 12:50 | close | 2173 | 0.10 | 108.071 | 107.241 | 109.641 | 300.00 | 2052610.00 |
| 4347 | 2014.10.29 20:45 | buy | 2174 | 0.10 | 108.097 | 107.297 | 109.697 | ||
| 4348 | 2014.10.29 21:00 | close | 2174 | 0.10 | 108.247 | 107.297 | 109.697 | 1500.00 | 2054110.00 |
| 4349 | 2014.10.30 12:12 | buy | 2175 | 0.10 | 109.110 | 108.310 | 110.710 | ||
| 4350 | 2014.10.30 15:10 | close | 2175 | 0.10 | 109.072 | 108.310 | 110.710 | -380.00 | 2053730.00 |