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 |
| 301 | 2004.03.24 19:05 | buy | 151 | 0.10 | 106.195 | 105.395 | 107.795 | ||
| 302 | 2004.03.25 00:55 | close | 151 | 0.10 | 106.365 | 105.395 | 107.795 | 1880.00 | 1064970.00 |
| 303 | 2004.03.29 01:25 | sell | 152 | 0.10 | 105.663 | 106.463 | 104.463 | ||
| 304 | 2004.03.29 01:35 | close | 152 | 0.10 | 105.560 | 106.463 | 104.463 | 1030.00 | 1066000.00 |
| 305 | 2004.03.29 11:45 | sell | 153 | 0.10 | 105.825 | 106.625 | 104.625 | ||
| 306 | 2004.03.29 13:03 | close | 153 | 0.10 | 105.789 | 106.625 | 104.625 | 360.00 | 1066360.00 |
| 307 | 2004.03.29 19:10 | buy | 154 | 0.10 | 105.443 | 104.643 | 107.043 | ||
| 308 | 2004.03.30 03:25 | close | 154 | 0.10 | 105.595 | 104.643 | 107.043 | 1700.00 | 1068060.00 |
| 309 | 2004.03.30 03:54 | sell | 155 | 0.10 | 105.507 | 106.307 | 104.307 | ||
| 310 | 2004.03.30 15:10 | close | 155 | 0.10 | 105.699 | 106.307 | 104.307 | -1920.00 | 1066140.00 |
| 311 | 2004.04.02 01:10 | sell | 156 | 0.10 | 103.795 | 104.595 | 102.595 | ||
| 312 | 2004.04.02 08:25 | close | 156 | 0.10 | 104.190 | 104.595 | 102.595 | -3950.00 | 1062190.00 |
| 313 | 2004.04.05 01:10 | buy | 157 | 0.10 | 104.360 | 103.560 | 105.960 | ||
| 314 | 2004.04.05 03:55 | close | 157 | 0.10 | 104.396 | 103.560 | 105.960 | 360.00 | 1062550.00 |
| 315 | 2004.04.05 22:30 | buy | 158 | 0.10 | 104.950 | 104.150 | 106.550 | ||
| 316 | 2004.04.06 00:50 | close | 158 | 0.10 | 105.045 | 104.150 | 106.550 | 1130.00 | 1063680.00 |
| 317 | 2004.04.06 21:55 | buy | 159 | 0.10 | 105.665 | 104.865 | 107.265 | ||
| 318 | 2004.04.06 22:06 | close | 159 | 0.10 | 105.724 | 104.865 | 107.265 | 590.00 | 1064270.00 |
| 319 | 2004.04.07 01:35 | sell | 160 | 0.10 | 105.850 | 106.650 | 104.650 | ||
| 320 | 2004.04.07 01:50 | close | 160 | 0.10 | 105.758 | 106.650 | 104.650 | 920.00 | 1065190.00 |
| 321 | 2004.04.08 23:30 | buy | 161 | 0.10 | 106.277 | 105.477 | 107.877 | ||
| 322 | 2004.04.09 02:15 | close | 161 | 0.10 | 106.448 | 105.477 | 107.877 | 2250.00 | 1067440.00 |
| 323 | 2004.04.13 01:15 | sell | 162 | 0.10 | 105.518 | 106.318 | 104.318 | ||
| 324 | 2004.04.13 01:55 | close | 162 | 0.10 | 105.415 | 106.318 | 104.318 | 1030.00 | 1068470.00 |
| 325 | 2004.04.13 11:00 | sell | 163 | 0.10 | 105.630 | 106.430 | 104.430 | ||
| 326 | 2004.04.13 16:21 | s/l | 163 | 0.10 | 106.430 | 106.430 | 104.430 | -8000.00 | 1060470.00 |
| 327 | 2004.04.19 21:50 | buy | 164 | 0.10 | 108.497 | 107.697 | 110.097 | ||
| 328 | 2004.04.20 03:30 | close | 164 | 0.10 | 108.784 | 107.697 | 110.097 | 3050.00 | 1063520.00 |
| 329 | 2004.04.21 21:50 | buy | 165 | 0.10 | 109.338 | 108.538 | 110.938 | ||
| 330 | 2004.04.21 22:00 | close | 165 | 0.10 | 109.442 | 108.538 | 110.938 | 1040.00 | 1064560.00 |
| 331 | 2004.04.22 21:40 | buy | 166 | 0.10 | 109.638 | 108.838 | 111.238 | ||
| 332 | 2004.04.23 02:40 | close | 166 | 0.10 | 109.642 | 108.838 | 111.238 | 580.00 | 1065140.00 |
| 333 | 2004.04.23 03:55 | sell | 167 | 0.10 | 109.635 | 110.435 | 108.435 | ||
| 334 | 2004.04.23 04:59 | close | 167 | 0.10 | 109.441 | 110.435 | 108.435 | 1940.00 | 1067080.00 |
| 335 | 2004.04.29 22:10 | buy | 168 | 0.10 | 109.943 | 109.143 | 111.543 | ||
| 336 | 2004.04.30 03:20 | close | 168 | 0.10 | 110.159 | 109.143 | 111.543 | 2700.00 | 1069780.00 |
| 337 | 2004.04.30 03:55 | sell | 169 | 0.10 | 110.305 | 111.105 | 109.105 | ||
| 338 | 2004.04.30 08:20 | close | 169 | 0.10 | 110.140 | 111.105 | 109.105 | 1650.00 | 1071430.00 |
| 339 | 2004.05.03 14:00 | buy | 170 | 0.10 | 109.837 | 109.037 | 111.437 | ||
| 340 | 2004.05.03 14:14 | close | 170 | 0.10 | 109.883 | 109.037 | 111.437 | 460.00 | 1071890.00 |
| 341 | 2004.05.03 14:25 | buy | 171 | 0.10 | 109.843 | 109.043 | 111.443 | ||
| 342 | 2004.05.03 14:33 | close | 171 | 0.10 | 109.898 | 109.043 | 111.443 | 550.00 | 1072440.00 |
| 343 | 2004.05.03 21:38 | buy | 172 | 0.10 | 110.395 | 109.595 | 111.995 | ||
| 344 | 2004.05.04 03:00 | close | 172 | 0.10 | 110.307 | 109.595 | 111.995 | -700.00 | 1071740.00 |
| 345 | 2004.05.04 12:00 | buy | 173 | 0.10 | 110.264 | 109.464 | 111.864 | ||
| 346 | 2004.05.04 17:19 | close | 173 | 0.10 | 109.965 | 109.464 | 111.864 | -2990.00 | 1068750.00 |
| 347 | 2004.05.04 22:00 | buy | 174 | 0.10 | 109.727 | 108.927 | 111.327 | ||
| 348 | 2004.05.05 03:55 | close | 174 | 0.10 | 109.351 | 108.927 | 111.327 | -3580.00 | 1065170.00 |
| 349 | 2004.05.10 21:50 | buy | 175 | 0.10 | 113.770 | 112.970 | 115.370 | ||
| 350 | 2004.05.11 00:20 | close | 175 | 0.10 | 113.758 | 112.970 | 115.370 | 60.00 | 1065230.00 |
| 351 | 2004.05.11 20:35 | buy | 176 | 0.10 | 113.345 | 112.545 | 114.945 | ||
| 352 | 2004.05.12 02:25 | close | 176 | 0.10 | 113.057 | 112.545 | 114.945 | -2700.00 | 1062530.00 |
| 353 | 2004.05.12 23:15 | buy | 177 | 0.10 | 112.982 | 112.182 | 114.582 | ||
| 354 | 2004.05.13 01:50 | close | 177 | 0.10 | 112.995 | 112.182 | 114.582 | 310.00 | 1062840.00 |
| 355 | 2004.05.13 21:10 | buy | 178 | 0.10 | 114.549 | 113.749 | 116.149 | ||
| 356 | 2004.05.14 03:55 | close | 178 | 0.10 | 114.453 | 113.749 | 116.149 | -420.00 | 1062420.00 |
| 357 | 2004.05.17 12:30 | buy | 179 | 0.10 | 113.270 | 112.470 | 114.870 | ||
| 358 | 2004.05.17 13:55 | close | 179 | 0.10 | 113.337 | 112.470 | 114.870 | 670.00 | 1063090.00 |
| 359 | 2004.05.19 06:00 | buy | 180 | 0.10 | 113.525 | 112.725 | 115.125 | ||
| 360 | 2004.05.19 06:13 | close | 180 | 0.10 | 113.592 | 112.725 | 115.125 | 670.00 | 1063760.00 |
| 361 | 2004.05.19 09:30 | buy | 181 | 0.10 | 113.147 | 112.347 | 114.747 | ||
| 362 | 2004.05.19 09:33 | close | 181 | 0.10 | 113.241 | 112.347 | 114.747 | 940.00 | 1064700.00 |
| 363 | 2004.05.19 12:20 | buy | 182 | 0.10 | 112.795 | 111.995 | 114.395 | ||
| 364 | 2004.05.19 14:01 | close | 182 | 0.10 | 112.803 | 111.995 | 114.395 | 80.00 | 1064780.00 |
| 365 | 2004.05.19 21:45 | buy | 183 | 0.10 | 112.597 | 111.797 | 114.197 | ||
| 366 | 2004.05.19 22:30 | close | 183 | 0.10 | 112.901 | 111.797 | 114.197 | 3040.00 | 1067820.00 |
| 367 | 2004.05.20 01:10 | buy | 184 | 0.10 | 112.812 | 112.012 | 114.412 | ||
| 368 | 2004.05.20 02:30 | close | 184 | 0.10 | 113.120 | 112.012 | 114.412 | 3080.00 | 1070900.00 |
| 369 | 2004.05.24 19:15 | buy | 185 | 0.10 | 112.597 | 111.797 | 114.197 | ||
| 370 | 2004.05.24 19:25 | close | 185 | 0.10 | 112.759 | 111.797 | 114.197 | 1620.00 | 1072520.00 |
| 371 | 2004.05.24 20:55 | buy | 186 | 0.10 | 112.881 | 112.081 | 114.481 | ||
| 372 | 2004.05.25 01:10 | close | 186 | 0.10 | 113.112 | 112.081 | 114.481 | 2490.00 | 1075010.00 |
| 373 | 2004.05.25 21:00 | buy | 187 | 0.10 | 111.888 | 111.088 | 113.488 | ||
| 374 | 2004.05.26 01:15 | close | 187 | 0.10 | 111.875 | 111.088 | 113.488 | 50.00 | 1075060.00 |
| 375 | 2004.05.26 12:00 | buy | 188 | 0.10 | 111.405 | 110.605 | 113.005 | ||
| 376 | 2004.05.26 12:28 | close | 188 | 0.10 | 111.452 | 110.605 | 113.005 | 470.00 | 1075530.00 |
| 377 | 2004.05.26 12:40 | buy | 189 | 0.10 | 111.325 | 110.525 | 112.925 | ||
| 378 | 2004.05.26 13:41 | close | 189 | 0.10 | 111.397 | 110.525 | 112.925 | 720.00 | 1076250.00 |
| 379 | 2004.05.27 19:05 | buy | 190 | 0.10 | 110.811 | 110.011 | 112.411 | ||
| 380 | 2004.05.27 21:10 | close | 190 | 0.10 | 110.965 | 110.011 | 112.411 | 1540.00 | 1077790.00 |
| 381 | 2004.05.27 22:05 | buy | 191 | 0.10 | 110.845 | 110.045 | 112.445 | ||
| 382 | 2004.05.28 01:55 | close | 191 | 0.10 | 111.005 | 110.045 | 112.445 | 2140.00 | 1079930.00 |
| 383 | 2004.06.01 04:15 | sell | 192 | 0.10 | 109.960 | 110.760 | 108.760 | ||
| 384 | 2004.06.01 04:23 | close | 192 | 0.10 | 109.848 | 110.760 | 108.760 | 1120.00 | 1081050.00 |
| 385 | 2004.06.01 04:34 | sell | 193 | 0.10 | 109.923 | 110.723 | 108.723 | ||
| 386 | 2004.06.01 04:39 | close | 193 | 0.10 | 109.863 | 110.723 | 108.723 | 600.00 | 1081650.00 |
| 387 | 2004.06.01 05:16 | sell | 194 | 0.10 | 109.953 | 110.753 | 108.753 | ||
| 388 | 2004.06.01 05:19 | close | 194 | 0.10 | 109.868 | 110.753 | 108.753 | 850.00 | 1082500.00 |
| 389 | 2004.06.01 12:10 | sell | 195 | 0.10 | 109.450 | 110.250 | 108.250 | ||
| 390 | 2004.06.01 12:22 | close | 195 | 0.10 | 109.378 | 110.250 | 108.250 | 720.00 | 1083220.00 |
| 391 | 2004.06.03 22:05 | buy | 196 | 0.10 | 110.857 | 110.057 | 112.457 | ||
| 392 | 2004.06.04 00:30 | close | 196 | 0.10 | 111.032 | 110.057 | 112.457 | 2290.00 | 1085510.00 |
| 393 | 2004.06.04 04:15 | sell | 197 | 0.10 | 111.275 | 112.075 | 110.075 | ||
| 394 | 2004.06.04 04:55 | close | 197 | 0.10 | 111.019 | 112.075 | 110.075 | 2560.00 | 1088070.00 |
| 395 | 2004.06.08 01:10 | sell | 198 | 0.10 | 109.645 | 110.445 | 108.445 | ||
| 396 | 2004.06.08 02:35 | close | 198 | 0.10 | 109.552 | 110.445 | 108.445 | 930.00 | 1089000.00 |
| 397 | 2004.06.08 12:00 | sell | 199 | 0.10 | 109.848 | 110.648 | 108.648 | ||
| 398 | 2004.06.08 12:33 | close | 199 | 0.10 | 109.789 | 110.648 | 108.648 | 590.00 | 1089590.00 |
| 399 | 2004.06.14 01:00 | sell | 200 | 0.10 | 110.385 | 111.185 | 109.185 | ||
| 400 | 2004.06.14 01:25 | close | 200 | 0.10 | 110.273 | 111.185 | 109.185 | 1120.00 | 1090710.00 |
| 401 | 2004.06.14 21:50 | buy | 201 | 0.10 | 111.272 | 110.472 | 112.872 | ||
| 402 | 2004.06.15 03:55 | close | 201 | 0.10 | 111.008 | 110.472 | 112.872 | -2460.00 | 1088250.00 |
| 403 | 2004.06.17 23:35 | buy | 202 | 0.10 | 109.474 | 108.674 | 111.074 | ||
| 404 | 2004.06.18 03:55 | close | 202 | 0.10 | 109.628 | 108.674 | 111.074 | 2080.00 | 1090330.00 |
| 405 | 2004.06.18 03:55 | sell | 203 | 0.10 | 109.628 | 110.428 | 108.428 | ||
| 406 | 2004.06.18 04:05 | close | 203 | 0.10 | 109.551 | 110.428 | 108.428 | 770.00 | 1091100.00 |
| 407 | 2004.06.22 12:40 | sell | 204 | 0.10 | 108.665 | 109.465 | 107.465 | ||
| 408 | 2004.06.22 12:54 | close | 204 | 0.10 | 108.603 | 109.465 | 107.465 | 620.00 | 1091720.00 |
| 409 | 2004.06.24 19:10 | buy | 205 | 0.10 | 107.094 | 106.294 | 108.694 | ||
| 410 | 2004.06.24 22:05 | close | 205 | 0.10 | 107.254 | 106.294 | 108.694 | 1600.00 | 1093320.00 |
| 411 | 2004.06.24 22:35 | buy | 206 | 0.10 | 107.197 | 106.397 | 108.797 | ||
| 412 | 2004.06.25 02:35 | close | 206 | 0.10 | 107.345 | 106.397 | 108.797 | 2020.00 | 1095340.00 |
| 413 | 2004.06.29 19:00 | buy | 207 | 0.10 | 108.177 | 107.377 | 109.777 | ||
| 414 | 2004.06.29 21:40 | close | 207 | 0.10 | 108.335 | 107.377 | 109.777 | 1580.00 | 1096920.00 |
| 415 | 2004.06.29 23:45 | buy | 208 | 0.10 | 108.225 | 107.425 | 109.825 | ||
| 416 | 2004.06.30 02:30 | close | 208 | 0.10 | 108.376 | 107.425 | 109.825 | 1690.00 | 1098610.00 |
| 417 | 2004.06.30 21:30 | buy | 209 | 0.10 | 108.964 | 108.164 | 110.564 | ||
| 418 | 2004.07.01 02:58 | s/l | 209 | 0.10 | 108.164 | 108.164 | 110.564 | -7820.00 | 1090790.00 |
| 419 | 2004.07.05 01:30 | buy | 210 | 0.10 | 108.280 | 107.480 | 109.880 | ||
| 420 | 2004.07.05 02:20 | close | 210 | 0.10 | 108.430 | 107.480 | 109.880 | 1500.00 | 1092290.00 |
| 421 | 2004.07.05 04:30 | sell | 211 | 0.10 | 108.585 | 109.385 | 107.385 | ||
| 422 | 2004.07.05 06:55 | close | 211 | 0.10 | 108.573 | 109.385 | 107.385 | 120.00 | 1092410.00 |
| 423 | 2004.07.12 14:35 | sell | 212 | 0.10 | 108.218 | 109.018 | 107.018 | ||
| 424 | 2004.07.12 18:14 | close | 212 | 0.10 | 108.163 | 109.018 | 107.018 | 550.00 | 1092960.00 |
| 425 | 2004.07.13 21:35 | buy | 213 | 0.10 | 109.028 | 108.228 | 110.628 | ||
| 426 | 2004.07.14 03:20 | close | 213 | 0.10 | 108.687 | 108.228 | 110.628 | -3230.00 | 1089730.00 |
| 427 | 2004.07.14 21:05 | buy | 214 | 0.10 | 108.985 | 108.185 | 110.585 | ||
| 428 | 2004.07.15 03:40 | close | 214 | 0.10 | 109.277 | 108.185 | 110.585 | 3100.00 | 1092830.00 |
| 429 | 2004.07.15 03:55 | sell | 215 | 0.10 | 109.281 | 110.081 | 108.081 | ||
| 430 | 2004.07.15 08:20 | close | 215 | 0.10 | 109.325 | 110.081 | 108.081 | -440.00 | 1092390.00 |
| 431 | 2004.07.19 01:40 | sell | 216 | 0.10 | 108.850 | 109.650 | 107.650 | ||
| 432 | 2004.07.19 02:10 | close | 216 | 0.10 | 108.718 | 109.650 | 107.650 | 1320.00 | 1093710.00 |
| 433 | 2004.07.20 03:55 | sell | 217 | 0.10 | 108.491 | 109.291 | 107.291 | ||
| 434 | 2004.07.20 04:10 | close | 217 | 0.10 | 108.421 | 109.291 | 107.291 | 700.00 | 1094410.00 |
| 435 | 2004.07.22 12:50 | buy | 218 | 0.10 | 109.348 | 108.548 | 110.948 | ||
| 436 | 2004.07.22 13:33 | close | 218 | 0.10 | 109.410 | 108.548 | 110.948 | 620.00 | 1095030.00 |
| 437 | 2004.07.22 19:25 | buy | 219 | 0.10 | 109.657 | 108.857 | 111.257 | ||
| 438 | 2004.07.22 22:00 | close | 219 | 0.10 | 109.828 | 108.857 | 111.257 | 1710.00 | 1096740.00 |
| 439 | 2004.07.22 23:05 | buy | 220 | 0.10 | 109.741 | 108.941 | 111.341 | ||
| 440 | 2004.07.23 03:55 | close | 220 | 0.10 | 109.840 | 108.941 | 111.341 | 1530.00 | 1098270.00 |
| 441 | 2004.07.23 03:55 | sell | 221 | 0.10 | 109.840 | 110.640 | 108.640 | ||
| 442 | 2004.07.23 06:45 | close | 221 | 0.10 | 109.704 | 110.640 | 108.640 | 1360.00 | 1099630.00 |
| 443 | 2004.07.26 22:05 | buy | 222 | 0.10 | 109.915 | 109.115 | 111.515 | ||
| 444 | 2004.07.27 01:00 | close | 222 | 0.10 | 109.921 | 109.115 | 111.515 | 240.00 | 1099870.00 |
| 445 | 2004.07.27 01:11 | buy | 223 | 0.10 | 109.840 | 109.040 | 111.440 | ||
| 446 | 2004.07.27 01:54 | close | 223 | 0.10 | 109.888 | 109.040 | 111.440 | 480.00 | 1100350.00 |
| 447 | 2004.08.02 12:00 | buy | 224 | 0.10 | 110.741 | 109.941 | 112.341 | ||
| 448 | 2004.08.02 13:48 | close | 224 | 0.10 | 110.813 | 109.941 | 112.341 | 720.00 | 1101070.00 |
| 449 | 2004.08.03 01:10 | sell | 225 | 0.10 | 110.890 | 111.690 | 109.690 | ||
| 450 | 2004.08.03 02:45 | close | 225 | 0.10 | 110.795 | 111.690 | 109.690 | 950.00 | 1102020.00 |