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 |
| 4351 | 2014.11.03 21:33 | buy | 2176 | 0.10 | 113.698 | 112.898 | 115.298 | ||
| 4352 | 2014.11.03 21:46 | close | 2176 | 0.10 | 113.795 | 112.898 | 115.298 | 970.00 | 2054700.00 |
| 4353 | 2014.11.04 11:55 | buy | 2177 | 0.10 | 113.382 | 112.582 | 114.982 | ||
| 4354 | 2014.11.04 13:21 | close | 2177 | 0.10 | 113.420 | 112.582 | 114.982 | 380.00 | 2055080.00 |
| 4355 | 2014.11.04 20:20 | buy | 2178 | 0.10 | 113.460 | 112.660 | 115.060 | ||
| 4356 | 2014.11.04 22:20 | close | 2178 | 0.10 | 113.593 | 112.660 | 115.060 | 1330.00 | 2056410.00 |
| 4357 | 2014.11.05 02:54 | sell | 2179 | 0.10 | 113.694 | 114.494 | 112.494 | ||
| 4358 | 2014.11.05 03:01 | close | 2179 | 0.10 | 113.568 | 114.494 | 112.494 | 1260.00 | 2057670.00 |
| 4359 | 2014.11.10 23:31 | buy | 2180 | 0.10 | 114.758 | 113.958 | 116.358 | ||
| 4360 | 2014.11.10 23:49 | close | 2180 | 0.10 | 114.827 | 113.958 | 116.358 | 690.00 | 2058360.00 |
| 4361 | 2014.11.11 21:01 | buy | 2181 | 0.10 | 115.462 | 114.662 | 117.062 | ||
| 4362 | 2014.11.11 22:51 | close | 2181 | 0.10 | 115.455 | 114.662 | 117.062 | -70.00 | 2058290.00 |
| 4363 | 2014.11.13 12:02 | buy | 2182 | 0.10 | 115.488 | 114.688 | 117.088 | ||
| 4364 | 2014.11.13 12:45 | close | 2182 | 0.10 | 115.555 | 114.688 | 117.088 | 670.00 | 2058960.00 |
| 4365 | 2014.11.13 20:00 | buy | 2183 | 0.10 | 115.756 | 114.956 | 117.356 | ||
| 4366 | 2014.11.14 02:15 | close | 2183 | 0.10 | 115.992 | 114.956 | 117.356 | 2900.00 | 2061860.00 |
| 4367 | 2014.11.14 02:55 | sell | 2184 | 0.10 | 116.117 | 116.917 | 114.917 | ||
| 4368 | 2014.11.14 03:20 | close | 2184 | 0.10 | 115.921 | 116.917 | 114.917 | 1960.00 | 2063820.00 |
| 4369 | 2014.11.18 12:32 | buy | 2185 | 0.10 | 116.467 | 115.667 | 118.067 | ||
| 4370 | 2014.11.18 12:38 | close | 2185 | 0.10 | 116.563 | 115.667 | 118.067 | 960.00 | 2064780.00 |
| 4371 | 2014.11.19 20:15 | buy | 2186 | 0.10 | 117.728 | 116.928 | 119.328 | ||
| 4372 | 2014.11.19 22:35 | close | 2186 | 0.10 | 118.038 | 116.928 | 119.328 | 3100.00 | 2067880.00 |
| 4373 | 2014.11.19 23:35 | buy | 2187 | 0.10 | 117.978 | 117.178 | 119.578 | ||
| 4374 | 2014.11.20 02:54 | close | 2187 | 0.10 | 118.189 | 117.178 | 119.578 | 2290.00 | 2070170.00 |
| 4375 | 2014.11.20 12:10 | buy | 2188 | 0.10 | 118.363 | 117.563 | 119.963 | ||
| 4376 | 2014.11.20 12:45 | close | 2188 | 0.10 | 118.431 | 117.563 | 119.963 | 680.00 | 2070850.00 |
| 4377 | 2014.11.20 20:25 | buy | 2189 | 0.10 | 117.907 | 117.107 | 119.507 | ||
| 4378 | 2014.11.20 21:09 | close | 2189 | 0.10 | 117.973 | 117.107 | 119.507 | 660.00 | 2071510.00 |
| 4379 | 2014.11.24 18:35 | buy | 2190 | 0.10 | 118.309 | 117.509 | 119.909 | ||
| 4380 | 2014.11.25 01:25 | close | 2190 | 0.10 | 118.404 | 117.509 | 119.909 | 1130.00 | 2072640.00 |
| 4381 | 2014.11.25 06:00 | buy | 2191 | 0.10 | 117.861 | 117.061 | 119.461 | ||
| 4382 | 2014.11.25 06:19 | close | 2191 | 0.10 | 117.931 | 117.061 | 119.461 | 700.00 | 2073340.00 |
| 4383 | 2014.11.25 21:00 | buy | 2192 | 0.10 | 117.777 | 116.977 | 119.377 | ||
| 4384 | 2014.11.25 21:20 | close | 2192 | 0.10 | 117.849 | 116.977 | 119.377 | 720.00 | 2074060.00 |
| 4385 | 2014.11.27 06:00 | buy | 2193 | 0.10 | 117.376 | 116.576 | 118.976 | ||
| 4386 | 2014.11.27 06:35 | close | 2193 | 0.10 | 117.441 | 116.576 | 118.976 | 650.00 | 2074710.00 |
| 4387 | 2014.11.27 06:46 | buy | 2194 | 0.10 | 117.365 | 116.565 | 118.965 | ||
| 4388 | 2014.11.27 08:34 | close | 2194 | 0.10 | 117.389 | 116.565 | 118.965 | 240.00 | 2074950.00 |
| 4389 | 2014.11.28 02:54 | sell | 2195 | 0.10 | 118.193 | 118.993 | 116.993 | ||
| 4390 | 2014.11.28 07:20 | close | 2195 | 0.10 | 118.275 | 118.993 | 116.993 | -820.00 | 2074130.00 |
| 4391 | 2014.12.01 09:20 | buy | 2196 | 0.10 | 118.732 | 117.932 | 120.332 | ||
| 4392 | 2014.12.01 10:15 | close | 2196 | 0.10 | 118.795 | 117.932 | 120.332 | 630.00 | 2074760.00 |
| 4393 | 2014.12.04 22:15 | buy | 2197 | 0.10 | 119.768 | 118.968 | 121.368 | ||
| 4394 | 2014.12.05 02:54 | close | 2197 | 0.10 | 119.815 | 118.968 | 121.368 | 1010.00 | 2075770.00 |
| 4395 | 2014.12.08 11:10 | buy | 2198 | 0.10 | 121.112 | 120.312 | 122.712 | ||
| 4396 | 2014.12.08 12:12 | close | 2198 | 0.10 | 121.221 | 120.312 | 122.712 | 1090.00 | 2076860.00 |
| 4397 | 2014.12.08 20:25 | buy | 2199 | 0.10 | 120.645 | 119.845 | 122.245 | ||
| 4398 | 2014.12.08 23:10 | close | 2199 | 0.10 | 120.724 | 119.845 | 122.245 | 790.00 | 2077650.00 |
| 4399 | 2014.12.09 06:00 | buy | 2200 | 0.10 | 120.338 | 119.538 | 121.938 | ||
| 4400 | 2014.12.09 10:05 | s/l | 2200 | 0.10 | 119.538 | 119.538 | 121.938 | -8000.00 | 2069650.00 |
| 4401 | 2014.12.10 21:00 | buy | 2201 | 0.10 | 118.143 | 117.343 | 119.743 | ||
| 4402 | 2014.12.10 21:03 | close | 2201 | 0.10 | 118.282 | 117.343 | 119.743 | 1390.00 | 2071040.00 |
| 4403 | 2014.12.10 21:45 | buy | 2202 | 0.10 | 118.107 | 117.307 | 119.707 | ||
| 4404 | 2014.12.10 22:11 | close | 2202 | 0.10 | 118.244 | 117.307 | 119.707 | 1370.00 | 2072410.00 |
| 4405 | 2014.12.11 11:30 | sell | 2203 | 0.10 | 118.588 | 119.388 | 117.388 | ||
| 4406 | 2014.12.11 12:42 | close | 2203 | 0.10 | 118.508 | 119.388 | 117.388 | 800.00 | 2073210.00 |
| 4407 | 2014.12.11 23:00 | buy | 2204 | 0.10 | 119.077 | 118.277 | 120.677 | ||
| 4408 | 2014.12.12 01:25 | close | 2204 | 0.10 | 119.079 | 118.277 | 120.677 | 560.00 | 2073770.00 |
| 4409 | 2014.12.17 01:30 | sell | 2205 | 0.10 | 116.704 | 117.504 | 115.504 | ||
| 4410 | 2014.12.17 01:35 | close | 2205 | 0.10 | 116.592 | 117.504 | 115.504 | 1120.00 | 2074890.00 |
| 4411 | 2014.12.17 01:50 | sell | 2206 | 0.10 | 116.776 | 117.576 | 115.576 | ||
| 4412 | 2014.12.17 01:55 | close | 2206 | 0.10 | 116.651 | 117.576 | 115.576 | 1250.00 | 2076140.00 |
| 4413 | 2014.12.18 20:15 | buy | 2207 | 0.10 | 118.885 | 118.085 | 120.485 | ||
| 4414 | 2014.12.19 01:35 | close | 2207 | 0.10 | 119.058 | 118.085 | 120.485 | 2270.00 | 2078410.00 |
| 4415 | 2014.12.19 03:00 | sell | 2208 | 0.10 | 119.067 | 119.867 | 117.867 | ||
| 4416 | 2014.12.19 03:10 | close | 2208 | 0.10 | 118.959 | 119.867 | 117.867 | 1080.00 | 2079490.00 |
| 4417 | 2014.12.24 23:30 | buy | 2209 | 0.10 | 120.441 | 119.641 | 122.041 | ||
| 4418 | 2014.12.25 02:54 | close | 2209 | 0.10 | 120.272 | 119.641 | 122.041 | -1510.00 | 2077980.00 |
| 4419 | 2014.12.25 06:15 | buy | 2210 | 0.10 | 120.151 | 119.351 | 121.751 | ||
| 4420 | 2014.12.25 06:55 | close | 2210 | 0.10 | 120.142 | 119.351 | 121.751 | -90.00 | 2077890.00 |
| 4421 | 2014.12.26 01:25 | sell | 2211 | 0.10 | 120.334 | 121.134 | 119.134 | ||
| 4422 | 2014.12.26 02:44 | close | 2211 | 0.10 | 120.248 | 121.134 | 119.134 | 860.00 | 2078750.00 |
| 4423 | 2015.01.07 01:40 | sell | 2212 | 0.10 | 118.694 | 119.494 | 117.494 | ||
| 4424 | 2015.01.07 07:55 | close | 2212 | 0.10 | 118.842 | 119.494 | 117.494 | -1480.00 | 2077270.00 |
| 4425 | 2015.01.08 23:05 | buy | 2213 | 0.10 | 119.653 | 118.853 | 121.253 | ||
| 4426 | 2015.01.09 01:30 | close | 2213 | 0.10 | 119.824 | 118.853 | 121.253 | 2250.00 | 2079520.00 |
| 4427 | 2015.01.12 02:00 | buy | 2214 | 0.10 | 118.236 | 117.436 | 119.836 | ||
| 4428 | 2015.01.12 02:03 | close | 2214 | 0.10 | 118.313 | 117.436 | 119.836 | 770.00 | 2080290.00 |
| 4429 | 2015.01.12 02:30 | buy | 2215 | 0.10 | 118.250 | 117.450 | 119.850 | ||
| 4430 | 2015.01.12 02:47 | close | 2215 | 0.10 | 118.318 | 117.450 | 119.850 | 680.00 | 2080970.00 |
| 4431 | 2015.01.12 11:00 | sell | 2216 | 0.10 | 118.729 | 119.529 | 117.529 | ||
| 4432 | 2015.01.12 14:09 | close | 2216 | 0.10 | 119.102 | 119.529 | 117.529 | -3730.00 | 2077240.00 |
| 4433 | 2015.01.13 01:15 | sell | 2217 | 0.10 | 118.395 | 119.195 | 117.195 | ||
| 4434 | 2015.01.13 01:56 | close | 2217 | 0.10 | 118.320 | 119.195 | 117.195 | 750.00 | 2077990.00 |
| 4435 | 2015.01.14 20:50 | buy | 2218 | 0.10 | 117.010 | 116.210 | 118.610 | ||
| 4436 | 2015.01.14 21:20 | close | 2218 | 0.10 | 117.321 | 116.210 | 118.610 | 3110.00 | 2081100.00 |
| 4437 | 2015.01.14 22:50 | buy | 2219 | 0.10 | 117.289 | 116.489 | 118.889 | ||
| 4438 | 2015.01.15 02:10 | close | 2219 | 0.10 | 117.569 | 116.489 | 118.889 | 2980.00 | 2084080.00 |
| 4439 | 2015.01.15 02:54 | sell | 2220 | 0.10 | 117.677 | 118.477 | 116.477 | ||
| 4440 | 2015.01.15 07:20 | close | 2220 | 0.10 | 117.716 | 118.477 | 116.477 | -390.00 | 2083690.00 |
| 4441 | 2015.01.16 01:05 | sell | 2221 | 0.10 | 116.328 | 117.128 | 115.128 | ||
| 4442 | 2015.01.16 01:35 | close | 2221 | 0.10 | 116.237 | 117.128 | 115.128 | 910.00 | 2084600.00 |
| 4443 | 2015.01.19 23:00 | buy | 2222 | 0.10 | 117.582 | 116.782 | 119.182 | ||
| 4444 | 2015.01.20 02:54 | close | 2222 | 0.10 | 117.870 | 116.782 | 119.182 | 3060.00 | 2087660.00 |
| 4445 | 2015.01.20 02:54 | sell | 2223 | 0.10 | 117.870 | 118.670 | 116.670 | ||
| 4446 | 2015.01.20 07:20 | close | 2223 | 0.10 | 118.311 | 118.670 | 116.670 | -4410.00 | 2083250.00 |
| 4447 | 2015.01.22 18:50 | buy | 2224 | 0.10 | 117.874 | 117.074 | 119.474 | ||
| 4448 | 2015.01.22 19:45 | close | 2224 | 0.10 | 118.080 | 117.074 | 119.474 | 2060.00 | 2085310.00 |
| 4449 | 2015.01.22 23:45 | buy | 2225 | 0.10 | 118.481 | 117.681 | 120.081 | ||
| 4450 | 2015.01.23 00:35 | close | 2225 | 0.10 | 118.677 | 117.681 | 120.081 | 2500.00 | 2087810.00 |
| 4451 | 2015.02.04 20:20 | buy | 2226 | 0.10 | 117.415 | 116.615 | 119.015 | ||
| 4452 | 2015.02.05 02:54 | close | 2226 | 0.10 | 117.280 | 116.615 | 119.015 | -1170.00 | 2086640.00 |
| 4453 | 2015.02.09 12:00 | buy | 2227 | 0.10 | 118.494 | 117.694 | 120.094 | ||
| 4454 | 2015.02.09 12:17 | close | 2227 | 0.10 | 118.572 | 117.694 | 120.094 | 780.00 | 2087420.00 |
| 4455 | 2015.02.09 20:45 | buy | 2228 | 0.10 | 118.577 | 117.777 | 120.177 | ||
| 4456 | 2015.02.10 02:54 | close | 2228 | 0.10 | 118.467 | 117.777 | 120.177 | -920.00 | 2086500.00 |
| 4457 | 2015.02.11 20:40 | buy | 2229 | 0.10 | 120.179 | 119.379 | 121.779 | ||
| 4458 | 2015.02.11 21:05 | close | 2229 | 0.10 | 120.271 | 119.379 | 121.779 | 920.00 | 2087420.00 |
| 4459 | 2015.02.12 21:55 | buy | 2230 | 0.10 | 118.910 | 118.110 | 120.510 | ||
| 4460 | 2015.02.13 02:54 | close | 2230 | 0.10 | 118.990 | 118.110 | 120.510 | 1340.00 | 2088760.00 |
| 4461 | 2015.02.17 01:00 | sell | 2231 | 0.10 | 118.494 | 119.294 | 117.294 | ||
| 4462 | 2015.02.17 02:05 | close | 2231 | 0.10 | 118.394 | 119.294 | 117.294 | 1000.00 | 2089760.00 |
| 4463 | 2015.02.17 06:00 | sell | 2232 | 0.10 | 118.602 | 119.402 | 117.402 | ||
| 4464 | 2015.02.17 06:18 | close | 2232 | 0.10 | 118.534 | 119.402 | 117.402 | 680.00 | 2090440.00 |
| 4465 | 2015.02.18 21:15 | buy | 2233 | 0.10 | 118.853 | 118.053 | 120.453 | ||
| 4466 | 2015.02.19 02:40 | close | 2233 | 0.10 | 118.824 | 118.053 | 120.453 | -110.00 | 2090330.00 |
| 4467 | 2015.02.19 20:10 | buy | 2234 | 0.10 | 118.906 | 118.106 | 120.506 | ||
| 4468 | 2015.02.20 02:54 | close | 2234 | 0.10 | 119.072 | 118.106 | 120.506 | 2200.00 | 2092530.00 |
| 4469 | 2015.02.20 02:55 | sell | 2235 | 0.10 | 119.072 | 119.872 | 117.872 | ||
| 4470 | 2015.02.20 03:35 | close | 2235 | 0.10 | 119.002 | 119.872 | 117.872 | 700.00 | 2093230.00 |
| 4471 | 2015.02.23 23:45 | buy | 2236 | 0.10 | 118.762 | 117.962 | 120.362 | ||
| 4472 | 2015.02.24 00:10 | close | 2236 | 0.10 | 118.810 | 117.962 | 120.362 | 660.00 | 2093890.00 |
| 4473 | 2015.02.24 01:30 | sell | 2237 | 0.10 | 118.928 | 119.728 | 117.728 | ||
| 4474 | 2015.02.24 08:25 | close | 2237 | 0.10 | 119.131 | 119.728 | 117.728 | -2030.00 | 2091860.00 |
| 4475 | 2015.02.24 18:00 | buy | 2238 | 0.10 | 119.192 | 118.392 | 120.792 | ||
| 4476 | 2015.02.25 02:54 | close | 2238 | 0.10 | 118.791 | 118.392 | 120.792 | -3830.00 | 2088030.00 |
| 4477 | 2015.03.02 12:29 | buy | 2239 | 0.10 | 119.798 | 118.998 | 121.398 | ||
| 4478 | 2015.03.02 15:32 | close | 2239 | 0.10 | 119.841 | 118.998 | 121.398 | 430.00 | 2088460.00 |
| 4479 | 2015.03.03 06:45 | buy | 2240 | 0.10 | 119.625 | 118.825 | 121.225 | ||
| 4480 | 2015.03.03 07:01 | close | 2240 | 0.10 | 119.693 | 118.825 | 121.225 | 680.00 | 2089140.00 |
| 4481 | 2015.03.04 21:05 | buy | 2241 | 0.10 | 119.708 | 118.908 | 121.308 | ||
| 4482 | 2015.03.05 02:54 | close | 2241 | 0.10 | 119.804 | 118.908 | 121.308 | 1140.00 | 2090280.00 |
| 4483 | 2015.03.05 02:55 | sell | 2242 | 0.10 | 119.801 | 120.601 | 118.601 | ||
| 4484 | 2015.03.05 07:20 | close | 2242 | 0.10 | 119.869 | 120.601 | 118.601 | -680.00 | 2089600.00 |
| 4485 | 2015.03.05 21:19 | buy | 2243 | 0.10 | 120.107 | 119.307 | 121.707 | ||
| 4486 | 2015.03.05 22:13 | close | 2243 | 0.10 | 120.176 | 119.307 | 121.707 | 690.00 | 2090290.00 |
| 4487 | 2015.03.09 11:55 | buy | 2244 | 0.10 | 120.747 | 119.947 | 122.347 | ||
| 4488 | 2015.03.09 12:25 | close | 2244 | 0.10 | 120.811 | 119.947 | 122.347 | 640.00 | 2090930.00 |
| 4489 | 2015.03.09 21:15 | buy | 2245 | 0.10 | 121.259 | 120.459 | 122.859 | ||
| 4490 | 2015.03.10 02:20 | close | 2245 | 0.10 | 121.429 | 120.459 | 122.859 | 1880.00 | 2092810.00 |
| 4491 | 2015.03.10 13:45 | buy | 2246 | 0.10 | 121.533 | 120.733 | 123.133 | ||
| 4492 | 2015.03.10 13:52 | close | 2246 | 0.10 | 121.595 | 120.733 | 123.133 | 620.00 | 2093430.00 |
| 4493 | 2015.03.10 21:00 | buy | 2247 | 0.10 | 121.037 | 120.237 | 122.637 | ||
| 4494 | 2015.03.10 21:10 | close | 2247 | 0.10 | 121.128 | 120.237 | 122.637 | 910.00 | 2094340.00 |
| 4495 | 2015.03.12 14:30 | buy | 2248 | 0.10 | 121.014 | 120.214 | 122.614 | ||
| 4496 | 2015.03.12 15:11 | close | 2248 | 0.10 | 121.094 | 120.214 | 122.614 | 800.00 | 2095140.00 |
| 4497 | 2015.03.12 15:25 | buy | 2249 | 0.10 | 121.012 | 120.212 | 122.612 | ||
| 4498 | 2015.03.12 16:57 | close | 2249 | 0.10 | 121.077 | 120.212 | 122.612 | 650.00 | 2095790.00 |
| 4499 | 2015.03.12 21:25 | buy | 2250 | 0.10 | 121.329 | 120.529 | 122.929 | ||
| 4500 | 2015.03.13 03:54 | close | 2250 | 0.10 | 121.413 | 120.529 | 122.929 | 1380.00 | 2097170.00 |