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 |
| 4501 | 2015.03.18 14:00 | buy | 2251 | 0.10 | 121.155 | 120.355 | 122.755 | ||
| 4502 | 2015.03.18 15:30 | close | 2251 | 0.10 | 121.196 | 120.355 | 122.755 | 410.00 | 2097580.00 |
| 4503 | 2015.03.18 19:00 | buy | 2252 | 0.10 | 120.921 | 120.121 | 122.521 | ||
| 4504 | 2015.03.18 20:45 | close | 2252 | 0.10 | 120.915 | 120.121 | 122.521 | -60.00 | 2097520.00 |
| 4505 | 2015.03.18 21:15 | buy | 2253 | 0.10 | 120.609 | 119.809 | 122.209 | ||
| 4506 | 2015.03.18 21:44 | close | 2253 | 0.10 | 120.683 | 119.809 | 122.209 | 740.00 | 2098260.00 |
| 4507 | 2015.03.19 11:30 | sell | 2254 | 0.10 | 120.758 | 121.558 | 119.558 | ||
| 4508 | 2015.03.19 11:43 | close | 2254 | 0.10 | 120.669 | 121.558 | 119.558 | 890.00 | 2099150.00 |
| 4509 | 2015.03.19 21:00 | buy | 2255 | 0.10 | 120.930 | 120.130 | 122.530 | ||
| 4510 | 2015.03.20 03:54 | close | 2255 | 0.10 | 120.713 | 120.130 | 122.530 | -1630.00 | 2097520.00 |
| 4511 | 2015.03.23 01:45 | sell | 2256 | 0.10 | 120.053 | 120.853 | 118.853 | ||
| 4512 | 2015.03.23 02:47 | close | 2256 | 0.10 | 119.983 | 120.853 | 118.853 | 700.00 | 2098220.00 |
| 4513 | 2015.03.24 19:35 | buy | 2257 | 0.10 | 119.830 | 119.030 | 121.430 | ||
| 4514 | 2015.03.25 03:54 | close | 2257 | 0.10 | 119.770 | 119.030 | 121.430 | -420.00 | 2097800.00 |
| 4515 | 2015.03.25 03:55 | sell | 2258 | 0.10 | 119.789 | 120.589 | 118.589 | ||
| 4516 | 2015.03.25 04:45 | close | 2258 | 0.10 | 119.700 | 120.589 | 118.589 | 890.00 | 2098690.00 |
| 4517 | 2015.03.26 18:00 | sell | 2259 | 0.10 | 119.173 | 119.973 | 117.973 | ||
| 4518 | 2015.03.26 18:20 | close | 2259 | 0.10 | 119.103 | 119.973 | 117.973 | 700.00 | 2099390.00 |
| 4519 | 2015.03.30 01:00 | buy | 2260 | 0.10 | 119.188 | 118.388 | 120.788 | ||
| 4520 | 2015.03.30 03:54 | close | 2260 | 0.10 | 119.242 | 118.388 | 120.788 | 540.00 | 2099930.00 |
| 4521 | 2015.04.06 01:20 | sell | 2261 | 0.10 | 118.939 | 119.739 | 117.739 | ||
| 4522 | 2015.04.06 02:20 | close | 2261 | 0.10 | 118.846 | 119.739 | 117.739 | 930.00 | 2100860.00 |
| 4523 | 2015.04.06 04:15 | sell | 2262 | 0.10 | 119.147 | 119.947 | 117.947 | ||
| 4524 | 2015.04.06 05:59 | close | 2262 | 0.10 | 119.088 | 119.947 | 117.947 | 590.00 | 2101450.00 |
| 4525 | 2015.04.06 12:56 | sell | 2263 | 0.10 | 119.094 | 119.894 | 117.894 | ||
| 4526 | 2015.04.06 14:06 | close | 2263 | 0.10 | 119.077 | 119.894 | 117.894 | 170.00 | 2101620.00 |
| 4527 | 2015.04.06 20:15 | sell | 2264 | 0.10 | 119.165 | 119.965 | 117.965 | ||
| 4528 | 2015.04.07 07:31 | close | 2264 | 0.10 | 119.558 | 119.965 | 117.965 | -4170.00 | 2097450.00 |
| 4529 | 2015.04.09 23:20 | buy | 2265 | 0.10 | 120.605 | 119.805 | 122.205 | ||
| 4530 | 2015.04.10 03:54 | close | 2265 | 0.10 | 120.479 | 119.805 | 122.205 | -720.00 | 2096730.00 |
| 4531 | 2015.04.14 21:05 | buy | 2266 | 0.10 | 119.310 | 118.510 | 120.910 | ||
| 4532 | 2015.04.15 03:10 | close | 2266 | 0.10 | 119.519 | 118.510 | 120.910 | 2270.00 | 2099000.00 |
| 4533 | 2015.04.15 03:54 | sell | 2267 | 0.10 | 119.581 | 120.381 | 118.381 | ||
| 4534 | 2015.04.15 08:20 | close | 2267 | 0.10 | 119.654 | 120.381 | 118.381 | -730.00 | 2098270.00 |
| 4535 | 2015.04.16 01:55 | sell | 2268 | 0.10 | 119.162 | 119.962 | 117.962 | ||
| 4536 | 2015.04.16 03:03 | close | 2268 | 0.10 | 119.092 | 119.962 | 117.962 | 700.00 | 2098970.00 |
| 4537 | 2015.04.16 21:15 | buy | 2269 | 0.10 | 118.933 | 118.133 | 120.533 | ||
| 4538 | 2015.04.16 21:25 | close | 2269 | 0.10 | 119.024 | 118.133 | 120.533 | 910.00 | 2099880.00 |
| 4539 | 2015.04.20 03:55 | sell | 2270 | 0.10 | 118.923 | 119.723 | 117.723 | ||
| 4540 | 2015.04.20 06:05 | close | 2270 | 0.10 | 118.847 | 119.723 | 117.723 | 760.00 | 2100640.00 |
| 4541 | 2015.04.20 12:04 | sell | 2271 | 0.10 | 118.856 | 119.656 | 117.656 | ||
| 4542 | 2015.04.20 15:39 | close | 2271 | 0.10 | 118.991 | 119.656 | 117.656 | -1350.00 | 2099290.00 |
| 4543 | 2015.04.23 19:00 | buy | 2272 | 0.10 | 119.701 | 118.901 | 121.301 | ||
| 4544 | 2015.04.24 03:54 | close | 2272 | 0.10 | 119.501 | 118.901 | 121.301 | -1460.00 | 2097830.00 |
| 4545 | 2015.04.27 01:25 | sell | 2273 | 0.10 | 118.954 | 119.754 | 117.754 | ||
| 4546 | 2015.04.27 01:52 | close | 2273 | 0.10 | 118.878 | 119.754 | 117.754 | 760.00 | 2098590.00 |
| 4547 | 2015.04.28 01:05 | sell | 2274 | 0.10 | 119.106 | 119.906 | 117.906 | ||
| 4548 | 2015.04.28 07:00 | close | 2274 | 0.10 | 119.089 | 119.906 | 117.906 | 170.00 | 2098760.00 |
| 4549 | 2015.04.29 19:05 | buy | 2275 | 0.10 | 118.840 | 118.040 | 120.440 | ||
| 4550 | 2015.04.29 21:00 | close | 2275 | 0.10 | 118.990 | 118.040 | 120.440 | 1500.00 | 2100260.00 |
| 4551 | 2015.04.30 22:15 | buy | 2276 | 0.10 | 119.362 | 118.562 | 120.962 | ||
| 4552 | 2015.05.01 01:00 | close | 2276 | 0.10 | 119.421 | 118.562 | 120.962 | 1130.00 | 2101390.00 |
| 4553 | 2015.05.04 09:10 | buy | 2277 | 0.10 | 120.002 | 119.202 | 121.602 | ||
| 4554 | 2015.05.04 09:40 | close | 2277 | 0.10 | 120.071 | 119.202 | 121.602 | 690.00 | 2102080.00 |
| 4555 | 2015.05.06 01:50 | sell | 2278 | 0.10 | 119.938 | 120.738 | 118.738 | ||
| 4556 | 2015.05.06 07:00 | close | 2278 | 0.10 | 119.931 | 120.738 | 118.738 | 70.00 | 2102150.00 |
| 4557 | 2015.05.07 22:05 | buy | 2279 | 0.10 | 119.788 | 118.988 | 121.388 | ||
| 4558 | 2015.05.08 03:54 | close | 2279 | 0.10 | 119.839 | 118.988 | 121.388 | 1050.00 | 2103200.00 |
| 4559 | 2015.05.08 03:54 | sell | 2280 | 0.10 | 119.839 | 120.639 | 118.639 | ||
| 4560 | 2015.05.08 08:20 | close | 2280 | 0.10 | 119.887 | 120.639 | 118.639 | -480.00 | 2102720.00 |
| 4561 | 2015.05.11 01:45 | sell | 2281 | 0.10 | 119.818 | 120.618 | 118.618 | ||
| 4562 | 2015.05.11 03:03 | close | 2281 | 0.10 | 119.746 | 120.618 | 118.618 | 720.00 | 2103440.00 |
| 4563 | 2015.05.12 12:06 | buy | 2282 | 0.10 | 119.997 | 119.197 | 121.597 | ||
| 4564 | 2015.05.12 13:50 | close | 2282 | 0.10 | 119.976 | 119.197 | 121.597 | -210.00 | 2103230.00 |
| 4565 | 2015.05.12 22:25 | buy | 2283 | 0.10 | 119.825 | 119.025 | 121.425 | ||
| 4566 | 2015.05.12 23:30 | close | 2283 | 0.10 | 119.916 | 119.025 | 121.425 | 910.00 | 2104140.00 |
| 4567 | 2015.05.14 21:00 | buy | 2284 | 0.10 | 119.185 | 118.385 | 120.785 | ||
| 4568 | 2015.05.15 03:54 | close | 2284 | 0.10 | 119.361 | 118.385 | 120.785 | 2300.00 | 2106440.00 |
| 4569 | 2015.05.15 03:54 | sell | 2285 | 0.10 | 119.361 | 120.161 | 118.161 | ||
| 4570 | 2015.05.15 08:20 | close | 2285 | 0.10 | 119.433 | 120.161 | 118.161 | -720.00 | 2105720.00 |
| 4571 | 2015.05.18 01:05 | sell | 2286 | 0.10 | 119.389 | 120.189 | 118.189 | ||
| 4572 | 2015.05.18 02:55 | close | 2286 | 0.10 | 119.338 | 120.189 | 118.189 | 510.00 | 2106230.00 |
| 4573 | 2015.05.19 21:45 | buy | 2287 | 0.10 | 120.695 | 119.895 | 122.295 | ||
| 4574 | 2015.05.20 03:30 | close | 2287 | 0.10 | 120.784 | 119.895 | 122.295 | 1070.00 | 2107300.00 |
| 4575 | 2015.05.20 03:54 | sell | 2288 | 0.10 | 120.915 | 121.715 | 119.715 | ||
| 4576 | 2015.05.20 04:50 | close | 2288 | 0.10 | 120.834 | 121.715 | 119.715 | 810.00 | 2108110.00 |
| 4577 | 2015.05.20 21:29 | buy | 2289 | 0.10 | 120.940 | 120.140 | 122.540 | ||
| 4578 | 2015.05.20 21:32 | close | 2289 | 0.10 | 121.022 | 120.140 | 122.540 | 820.00 | 2108930.00 |
| 4579 | 2015.05.21 21:54 | buy | 2290 | 0.10 | 120.989 | 120.189 | 122.589 | ||
| 4580 | 2015.05.21 23:30 | close | 2290 | 0.10 | 121.059 | 120.189 | 122.589 | 700.00 | 2109630.00 |
| 4581 | 2015.05.22 06:00 | buy | 2291 | 0.10 | 120.817 | 120.017 | 122.417 | ||
| 4582 | 2015.05.22 11:15 | close | 2291 | 0.10 | 120.827 | 120.017 | 122.417 | 100.00 | 2109730.00 |
| 4583 | 2015.05.25 03:54 | sell | 2292 | 0.10 | 121.659 | 122.459 | 120.459 | ||
| 4584 | 2015.05.25 08:20 | close | 2292 | 0.10 | 121.663 | 122.459 | 120.459 | -40.00 | 2109690.00 |
| 4585 | 2015.05.25 13:25 | buy | 2293 | 0.10 | 121.508 | 120.708 | 123.108 | ||
| 4586 | 2015.05.25 14:27 | close | 2293 | 0.10 | 121.533 | 120.708 | 123.108 | 250.00 | 2109940.00 |
| 4587 | 2015.05.27 22:55 | buy | 2294 | 0.10 | 123.776 | 122.976 | 125.376 | ||
| 4588 | 2015.05.28 03:54 | close | 2294 | 0.10 | 123.653 | 122.976 | 125.376 | -1050.00 | 2108890.00 |
| 4589 | 2015.05.28 20:10 | buy | 2295 | 0.10 | 123.778 | 122.978 | 125.378 | ||
| 4590 | 2015.05.28 21:25 | close | 2295 | 0.10 | 123.962 | 122.978 | 125.378 | 1840.00 | 2110730.00 |
| 4591 | 2015.05.28 21:50 | buy | 2296 | 0.10 | 123.894 | 123.094 | 125.494 | ||
| 4592 | 2015.05.28 22:15 | close | 2296 | 0.10 | 124.051 | 123.094 | 125.494 | 1570.00 | 2112300.00 |
| 4593 | 2015.06.02 20:30 | buy | 2297 | 0.10 | 123.967 | 123.167 | 125.567 | ||
| 4594 | 2015.06.02 21:56 | close | 2297 | 0.10 | 124.028 | 123.167 | 125.567 | 610.00 | 2112910.00 |
| 4595 | 2015.06.04 21:05 | buy | 2298 | 0.10 | 124.364 | 123.564 | 125.964 | ||
| 4596 | 2015.06.05 03:10 | close | 2298 | 0.10 | 124.495 | 123.564 | 125.964 | 1850.00 | 2114760.00 |
| 4597 | 2015.06.08 09:55 | buy | 2299 | 0.10 | 125.238 | 124.438 | 126.838 | ||
| 4598 | 2015.06.08 11:03 | close | 2299 | 0.10 | 125.316 | 124.438 | 126.838 | 780.00 | 2115540.00 |
| 4599 | 2015.06.08 12:56 | buy | 2300 | 0.10 | 125.249 | 124.449 | 126.849 | ||
| 4600 | 2015.06.08 13:23 | close | 2300 | 0.10 | 125.325 | 124.449 | 126.849 | 760.00 | 2116300.00 |
| 4601 | 2015.06.08 21:00 | buy | 2301 | 0.10 | 124.750 | 123.950 | 126.350 | ||
| 4602 | 2015.06.09 00:47 | close | 2301 | 0.10 | 124.568 | 123.950 | 126.350 | -1640.00 | 2114660.00 |
| 4603 | 2015.06.09 13:00 | buy | 2302 | 0.10 | 124.124 | 123.324 | 125.724 | ||
| 4604 | 2015.06.09 14:57 | close | 2302 | 0.10 | 124.094 | 123.324 | 125.724 | -300.00 | 2114360.00 |
| 4605 | 2015.06.09 22:35 | buy | 2303 | 0.10 | 124.342 | 123.542 | 125.942 | ||
| 4606 | 2015.06.10 03:54 | close | 2303 | 0.10 | 124.443 | 123.542 | 125.942 | 1190.00 | 2115550.00 |
| 4607 | 2015.06.10 03:54 | sell | 2304 | 0.10 | 124.443 | 125.243 | 123.243 | ||
| 4608 | 2015.06.10 07:15 | close | 2304 | 0.10 | 124.258 | 125.243 | 123.243 | 1850.00 | 2117400.00 |
| 4609 | 2015.06.10 12:00 | buy | 2305 | 0.10 | 122.655 | 121.855 | 124.255 | ||
| 4610 | 2015.06.10 12:15 | close | 2305 | 0.10 | 122.728 | 121.855 | 124.255 | 730.00 | 2118130.00 |
| 4611 | 2015.06.10 13:35 | buy | 2306 | 0.10 | 122.717 | 121.917 | 124.317 | ||
| 4612 | 2015.06.10 13:40 | close | 2306 | 0.10 | 123.076 | 121.917 | 124.317 | 3590.00 | 2121720.00 |
| 4613 | 2015.06.11 04:00 | sell | 2307 | 0.10 | 123.025 | 123.825 | 121.825 | ||
| 4614 | 2015.06.11 04:09 | close | 2307 | 0.10 | 122.951 | 123.825 | 121.825 | 740.00 | 2122460.00 |
| 4615 | 2015.06.11 05:00 | sell | 2308 | 0.10 | 123.147 | 123.947 | 121.947 | ||
| 4616 | 2015.06.11 05:10 | close | 2308 | 0.10 | 123.042 | 123.947 | 121.947 | 1050.00 | 2123510.00 |
| 4617 | 2015.06.15 01:00 | buy | 2309 | 0.10 | 123.238 | 122.438 | 124.838 | ||
| 4618 | 2015.06.15 03:54 | close | 2309 | 0.10 | 123.479 | 122.438 | 124.838 | 2410.00 | 2125920.00 |
| 4619 | 2015.06.15 03:54 | sell | 2310 | 0.10 | 123.479 | 124.279 | 122.279 | ||
| 4620 | 2015.06.15 07:25 | close | 2310 | 0.10 | 123.397 | 124.279 | 122.279 | 820.00 | 2126740.00 |
| 4621 | 2015.06.17 21:10 | buy | 2311 | 0.10 | 123.776 | 122.976 | 125.376 | ||
| 4622 | 2015.06.17 21:21 | close | 2311 | 0.10 | 123.843 | 122.976 | 125.376 | 670.00 | 2127410.00 |
| 4623 | 2015.06.18 01:50 | sell | 2312 | 0.10 | 123.523 | 124.323 | 122.323 | ||
| 4624 | 2015.06.18 03:45 | close | 2312 | 0.10 | 123.417 | 124.323 | 122.323 | 1060.00 | 2128470.00 |
| 4625 | 2015.06.18 22:35 | buy | 2313 | 0.10 | 122.928 | 122.128 | 124.528 | ||
| 4626 | 2015.06.19 02:35 | close | 2313 | 0.10 | 123.048 | 122.128 | 124.528 | 1740.00 | 2130210.00 |
| 4627 | 2015.06.24 12:41 | buy | 2314 | 0.10 | 123.802 | 123.002 | 125.402 | ||
| 4628 | 2015.06.24 13:28 | close | 2314 | 0.10 | 123.886 | 123.002 | 125.402 | 840.00 | 2131050.00 |
| 4629 | 2015.06.24 19:35 | buy | 2315 | 0.10 | 124.133 | 123.333 | 125.733 | ||
| 4630 | 2015.06.25 03:54 | close | 2315 | 0.10 | 123.881 | 123.333 | 125.733 | -2340.00 | 2128710.00 |
| 4631 | 2015.06.29 19:00 | buy | 2316 | 0.10 | 122.515 | 121.715 | 124.115 | ||
| 4632 | 2015.06.30 02:50 | close | 2316 | 0.10 | 122.676 | 121.715 | 124.115 | 1790.00 | 2130500.00 |
| 4633 | 2015.07.02 21:15 | buy | 2317 | 0.10 | 123.075 | 122.275 | 124.675 | ||
| 4634 | 2015.07.03 03:54 | close | 2317 | 0.10 | 122.962 | 122.275 | 124.675 | -590.00 | 2129910.00 |
| 4635 | 2015.07.07 01:25 | sell | 2318 | 0.10 | 122.578 | 123.378 | 121.378 | ||
| 4636 | 2015.07.07 07:20 | close | 2318 | 0.10 | 122.600 | 123.378 | 121.378 | -220.00 | 2129690.00 |
| 4637 | 2015.07.09 05:15 | sell | 2319 | 0.10 | 121.226 | 122.026 | 120.026 | ||
| 4638 | 2015.07.09 05:18 | close | 2319 | 0.10 | 121.166 | 122.026 | 120.026 | 600.00 | 2130290.00 |
| 4639 | 2015.07.09 05:29 | sell | 2320 | 0.10 | 121.137 | 121.937 | 119.937 | ||
| 4640 | 2015.07.09 05:32 | close | 2320 | 0.10 | 121.075 | 121.937 | 119.937 | 620.00 | 2130910.00 |
| 4641 | 2015.07.09 12:43 | sell | 2321 | 0.10 | 121.436 | 122.236 | 120.236 | ||
| 4642 | 2015.07.09 13:17 | close | 2321 | 0.10 | 121.374 | 122.236 | 120.236 | 620.00 | 2131530.00 |
| 4643 | 2015.07.09 21:40 | buy | 2322 | 0.10 | 121.293 | 120.493 | 122.893 | ||
| 4644 | 2015.07.10 01:00 | close | 2322 | 0.10 | 121.508 | 120.493 | 122.893 | 2690.00 | 2134220.00 |
| 4645 | 2015.07.14 21:00 | buy | 2323 | 0.10 | 123.318 | 122.518 | 124.918 | ||
| 4646 | 2015.07.15 03:54 | close | 2323 | 0.10 | 123.343 | 122.518 | 124.918 | 430.00 | 2134650.00 |
| 4647 | 2015.07.15 03:54 | sell | 2324 | 0.10 | 123.343 | 124.143 | 122.143 | ||
| 4648 | 2015.07.15 08:20 | close | 2324 | 0.10 | 123.421 | 124.143 | 122.143 | -780.00 | 2133870.00 |
| 4649 | 2015.07.15 21:50 | buy | 2325 | 0.10 | 123.675 | 122.875 | 125.275 | ||
| 4650 | 2015.07.15 22:32 | close | 2325 | 0.10 | 123.743 | 122.875 | 125.275 | 680.00 | 2134550.00 |