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 |
| 4801 | 2015.11.20 03:05 | sell | 2401 | 0.10 | 123.013 | 123.813 | 121.813 | ||
| 4802 | 2015.11.20 04:20 | close | 2401 | 0.10 | 122.943 | 123.813 | 121.813 | 700.00 | 2177320.00 |
| 4803 | 2015.11.23 20:40 | buy | 2402 | 0.10 | 122.871 | 122.071 | 124.471 | ||
| 4804 | 2015.11.24 00:45 | close | 2402 | 0.10 | 122.874 | 122.071 | 124.471 | 210.00 | 2177530.00 |
| 4805 | 2015.11.24 01:25 | sell | 2403 | 0.10 | 122.928 | 123.728 | 121.728 | ||
| 4806 | 2015.11.24 02:14 | close | 2403 | 0.10 | 122.820 | 123.728 | 121.728 | 1080.00 | 2178610.00 |
| 4807 | 2015.11.24 18:10 | buy | 2404 | 0.10 | 122.515 | 121.715 | 124.115 | ||
| 4808 | 2015.11.25 02:54 | close | 2404 | 0.10 | 122.415 | 121.715 | 124.115 | -820.00 | 2177790.00 |
| 4809 | 2015.11.25 11:30 | sell | 2405 | 0.10 | 122.580 | 123.380 | 121.380 | ||
| 4810 | 2015.11.25 18:29 | close | 2405 | 0.10 | 122.783 | 123.380 | 121.380 | -2030.00 | 2175760.00 |
| 4811 | 2015.11.26 21:50 | buy | 2406 | 0.10 | 122.575 | 121.775 | 124.175 | ||
| 4812 | 2015.11.26 23:45 | close | 2406 | 0.10 | 122.624 | 121.775 | 124.175 | 490.00 | 2176250.00 |
| 4813 | 2015.11.30 21:50 | buy | 2407 | 0.10 | 123.082 | 122.282 | 124.682 | ||
| 4814 | 2015.12.01 00:31 | close | 2407 | 0.10 | 123.102 | 122.282 | 124.682 | 380.00 | 2176630.00 |
| 4815 | 2015.12.02 01:10 | sell | 2408 | 0.10 | 122.942 | 123.742 | 121.742 | ||
| 4816 | 2015.12.02 02:45 | close | 2408 | 0.10 | 122.841 | 123.742 | 121.742 | 1010.00 | 2177640.00 |
| 4817 | 2015.12.02 21:00 | buy | 2409 | 0.10 | 123.386 | 122.586 | 124.986 | ||
| 4818 | 2015.12.03 01:00 | close | 2409 | 0.10 | 123.284 | 122.586 | 124.986 | -840.00 | 2176800.00 |
| 4819 | 2015.12.03 20:10 | buy | 2410 | 0.10 | 122.748 | 121.948 | 124.348 | ||
| 4820 | 2015.12.04 01:40 | close | 2410 | 0.10 | 122.759 | 121.948 | 124.348 | 650.00 | 2177450.00 |
| 4821 | 2015.12.04 03:25 | sell | 2411 | 0.10 | 122.776 | 123.576 | 121.576 | ||
| 4822 | 2015.12.04 04:21 | close | 2411 | 0.10 | 122.609 | 123.576 | 121.576 | 1670.00 | 2179120.00 |
| 4823 | 2015.12.08 15:30 | buy | 2412 | 0.10 | 122.898 | 122.098 | 124.498 | ||
| 4824 | 2015.12.08 18:00 | close | 2412 | 0.10 | 122.922 | 122.098 | 124.498 | 240.00 | 2179360.00 |
| 4825 | 2015.12.09 20:25 | buy | 2413 | 0.10 | 121.444 | 120.644 | 123.044 | ||
| 4826 | 2015.12.10 01:00 | close | 2413 | 0.10 | 121.630 | 120.644 | 123.044 | 2040.00 | 2181400.00 |
| 4827 | 2015.12.11 01:50 | sell | 2414 | 0.10 | 121.704 | 122.504 | 120.504 | ||
| 4828 | 2015.12.11 08:25 | close | 2414 | 0.10 | 121.997 | 122.504 | 120.504 | -2930.00 | 2178470.00 |
| 4829 | 2015.12.14 01:00 | sell | 2415 | 0.10 | 121.075 | 121.875 | 119.875 | ||
| 4830 | 2015.12.14 01:26 | close | 2415 | 0.10 | 121.000 | 121.875 | 119.875 | 750.00 | 2179220.00 |
| 4831 | 2015.12.14 20:10 | buy | 2416 | 0.10 | 120.703 | 119.903 | 122.303 | ||
| 4832 | 2015.12.14 22:55 | close | 2416 | 0.10 | 120.996 | 119.903 | 122.303 | 2930.00 | 2182150.00 |
| 4833 | 2015.12.15 02:55 | sell | 2417 | 0.10 | 121.130 | 121.930 | 119.930 | ||
| 4834 | 2015.12.15 03:48 | close | 2417 | 0.10 | 121.029 | 121.930 | 119.930 | 1010.00 | 2183160.00 |
| 4835 | 2015.12.15 12:05 | sell | 2418 | 0.10 | 121.017 | 121.817 | 119.817 | ||
| 4836 | 2015.12.15 15:10 | close | 2418 | 0.10 | 121.015 | 121.817 | 119.817 | 20.00 | 2183180.00 |
| 4837 | 2015.12.17 20:05 | buy | 2419 | 0.10 | 122.668 | 121.868 | 124.268 | ||
| 4838 | 2015.12.18 02:54 | close | 2419 | 0.10 | 122.425 | 121.868 | 124.268 | -1890.00 | 2181290.00 |
| 4839 | 2015.12.23 01:35 | sell | 2420 | 0.10 | 121.099 | 121.899 | 119.899 | ||
| 4840 | 2015.12.23 01:50 | close | 2420 | 0.10 | 121.007 | 121.899 | 119.899 | 920.00 | 2182210.00 |
| 4841 | 2015.12.24 01:10 | sell | 2421 | 0.10 | 120.928 | 121.728 | 119.728 | ||
| 4842 | 2015.12.24 02:50 | close | 2421 | 0.10 | 120.860 | 121.728 | 119.728 | 680.00 | 2182890.00 |
| 4843 | 2015.12.24 18:05 | buy | 2422 | 0.10 | 120.307 | 119.507 | 121.907 | ||
| 4844 | 2015.12.25 02:54 | close | 2422 | 0.10 | 120.142 | 119.507 | 121.907 | -1110.00 | 2181780.00 |
| 4845 | 2016.01.04 01:05 | sell | 2423 | 0.10 | 120.312 | 121.112 | 119.112 | ||
| 4846 | 2016.01.04 01:51 | close | 2423 | 0.10 | 120.240 | 121.112 | 119.112 | 720.00 | 2182500.00 |
| 4847 | 2016.01.04 21:50 | buy | 2424 | 0.10 | 119.339 | 118.539 | 120.939 | ||
| 4848 | 2016.01.04 22:50 | close | 2424 | 0.10 | 119.473 | 118.539 | 120.939 | 1340.00 | 2183840.00 |
| 4849 | 2016.01.06 01:00 | sell | 2425 | 0.10 | 119.118 | 119.918 | 117.918 | ||
| 4850 | 2016.01.06 02:55 | close | 2425 | 0.10 | 119.019 | 119.918 | 117.918 | 990.00 | 2184830.00 |
| 4851 | 2016.01.07 01:20 | sell | 2426 | 0.10 | 118.518 | 119.318 | 117.318 | ||
| 4852 | 2016.01.07 03:17 | close | 2426 | 0.10 | 118.433 | 119.318 | 117.318 | 850.00 | 2185680.00 |
| 4853 | 2016.01.07 20:50 | buy | 2427 | 0.10 | 117.656 | 116.856 | 119.256 | ||
| 4854 | 2016.01.08 02:50 | close | 2427 | 0.10 | 117.826 | 116.856 | 119.256 | 2240.00 | 2187920.00 |
| 4855 | 2016.01.14 20:45 | buy | 2428 | 0.10 | 118.169 | 117.369 | 119.769 | ||
| 4856 | 2016.01.15 01:25 | close | 2428 | 0.10 | 118.220 | 117.369 | 119.769 | 1050.00 | 2188970.00 |
| 4857 | 2016.01.19 01:00 | sell | 2429 | 0.10 | 117.398 | 118.198 | 116.198 | ||
| 4858 | 2016.01.19 04:29 | close | 2429 | 0.10 | 117.297 | 118.198 | 116.198 | 1010.00 | 2189980.00 |
| 4859 | 2016.01.19 20:05 | buy | 2430 | 0.10 | 117.487 | 116.687 | 119.087 | ||
| 4860 | 2016.01.20 02:54 | close | 2430 | 0.10 | 117.518 | 116.687 | 119.087 | 490.00 | 2190470.00 |
| 4861 | 2016.01.21 01:40 | sell | 2431 | 0.10 | 117.130 | 117.930 | 115.930 | ||
| 4862 | 2016.01.21 06:00 | close | 2431 | 0.10 | 117.139 | 117.930 | 115.930 | -90.00 | 2190380.00 |
| 4863 | 2016.01.21 12:01 | sell | 2432 | 0.10 | 116.974 | 117.774 | 115.774 | ||
| 4864 | 2016.01.21 12:47 | close | 2432 | 0.10 | 116.909 | 117.774 | 115.774 | 650.00 | 2191030.00 |
| 4865 | 2016.01.28 18:00 | buy | 2433 | 0.10 | 118.676 | 117.876 | 120.276 | ||
| 4866 | 2016.01.28 22:15 | close | 2433 | 0.10 | 118.834 | 117.876 | 120.276 | 1580.00 | 2192610.00 |
| 4867 | 2016.02.01 23:00 | buy | 2434 | 0.10 | 121.005 | 120.205 | 122.605 | ||
| 4868 | 2016.02.02 08:27 | close | 2434 | 0.10 | 120.641 | 120.205 | 122.605 | -3460.00 | 2189150.00 |
| 4869 | 2016.02.04 01:50 | sell | 2435 | 0.10 | 118.195 | 118.995 | 116.995 | ||
| 4870 | 2016.02.04 02:05 | close | 2435 | 0.10 | 117.983 | 118.995 | 116.995 | 2120.00 | 2191270.00 |
| 4871 | 2016.02.04 20:00 | buy | 2436 | 0.10 | 116.820 | 116.020 | 118.420 | ||
| 4872 | 2016.02.05 02:30 | close | 2436 | 0.10 | 116.961 | 116.020 | 118.420 | 1950.00 | 2193220.00 |
| 4873 | 2016.02.09 12:34 | sell | 2437 | 0.10 | 115.423 | 116.223 | 114.223 | ||
| 4874 | 2016.02.09 12:59 | close | 2437 | 0.10 | 115.329 | 116.223 | 114.223 | 940.00 | 2194160.00 |
| 4875 | 2016.02.10 12:35 | sell | 2438 | 0.10 | 115.108 | 115.908 | 113.908 | ||
| 4876 | 2016.02.10 12:59 | close | 2438 | 0.10 | 115.021 | 115.908 | 113.908 | 870.00 | 2195030.00 |
| 4877 | 2016.02.15 23:10 | buy | 2439 | 0.10 | 114.588 | 113.788 | 116.188 | ||
| 4878 | 2016.02.16 00:10 | close | 2439 | 0.10 | 114.613 | 113.788 | 116.188 | 430.00 | 2195460.00 |
| 4879 | 2016.02.17 01:00 | sell | 2440 | 0.10 | 114.222 | 115.022 | 113.022 | ||
| 4880 | 2016.02.17 01:30 | close | 2440 | 0.10 | 114.131 | 115.022 | 113.022 | 910.00 | 2196370.00 |
| 4881 | 2016.02.18 01:30 | sell | 2441 | 0.10 | 114.265 | 115.065 | 113.065 | ||
| 4882 | 2016.02.18 02:15 | close | 2441 | 0.10 | 114.170 | 115.065 | 113.065 | 950.00 | 2197320.00 |
| 4883 | 2016.02.18 12:24 | sell | 2442 | 0.10 | 113.926 | 114.726 | 112.726 | ||
| 4884 | 2016.02.18 12:41 | close | 2442 | 0.10 | 113.859 | 114.726 | 112.726 | 670.00 | 2197990.00 |
| 4885 | 2016.02.18 20:05 | buy | 2443 | 0.10 | 113.579 | 112.779 | 115.179 | ||
| 4886 | 2016.02.19 02:54 | close | 2443 | 0.10 | 112.899 | 112.779 | 115.179 | -6260.00 | 2191730.00 |
| 4887 | 2016.02.23 01:20 | sell | 2444 | 0.10 | 112.969 | 113.769 | 111.769 | ||
| 4888 | 2016.02.23 02:03 | close | 2444 | 0.10 | 112.856 | 113.769 | 111.769 | 1130.00 | 2192860.00 |
| 4889 | 2016.02.24 18:40 | buy | 2445 | 0.10 | 111.247 | 110.447 | 112.847 | ||
| 4890 | 2016.02.24 19:05 | close | 2445 | 0.10 | 111.409 | 110.447 | 112.847 | 1620.00 | 2194480.00 |
| 4891 | 2016.02.24 19:40 | buy | 2446 | 0.10 | 111.361 | 110.561 | 112.961 | ||
| 4892 | 2016.02.24 20:10 | close | 2446 | 0.10 | 111.533 | 110.561 | 112.961 | 1720.00 | 2196200.00 |
| 4893 | 2016.02.24 20:50 | buy | 2447 | 0.10 | 111.437 | 110.637 | 113.037 | ||
| 4894 | 2016.02.24 21:15 | close | 2447 | 0.10 | 111.614 | 110.637 | 113.037 | 1770.00 | 2197970.00 |
| 4895 | 2016.03.03 01:00 | sell | 2448 | 0.10 | 113.601 | 114.401 | 112.401 | ||
| 4896 | 2016.03.03 01:58 | close | 2448 | 0.10 | 113.470 | 114.401 | 112.401 | 1310.00 | 2199280.00 |
| 4897 | 2016.03.03 20:05 | buy | 2449 | 0.10 | 113.521 | 112.721 | 115.121 | ||
| 4898 | 2016.03.04 00:10 | close | 2449 | 0.10 | 113.658 | 112.721 | 115.121 | 1910.00 | 2201190.00 |
| 4899 | 2016.03.09 01:00 | sell | 2450 | 0.10 | 112.673 | 113.473 | 111.473 | ||
| 4900 | 2016.03.09 02:05 | close | 2450 | 0.10 | 112.582 | 113.473 | 111.473 | 910.00 | 2202100.00 |
| 4901 | 2016.03.14 23:30 | buy | 2451 | 0.10 | 113.799 | 112.999 | 115.399 | ||
| 4902 | 2016.03.15 03:54 | close | 2451 | 0.10 | 113.859 | 112.999 | 115.399 | 780.00 | 2202880.00 |
| 4903 | 2016.03.15 03:55 | sell | 2452 | 0.10 | 113.872 | 114.672 | 112.672 | ||
| 4904 | 2016.03.15 04:37 | close | 2452 | 0.10 | 113.730 | 114.672 | 112.672 | 1420.00 | 2204300.00 |
| 4905 | 2016.03.17 01:35 | sell | 2453 | 0.10 | 112.818 | 113.618 | 111.618 | ||
| 4906 | 2016.03.17 02:03 | close | 2453 | 0.10 | 112.712 | 113.618 | 111.618 | 1060.00 | 2205360.00 |
| 4907 | 2016.03.17 23:00 | buy | 2454 | 0.10 | 111.415 | 110.615 | 113.015 | ||
| 4908 | 2016.03.18 03:54 | close | 2454 | 0.10 | 111.118 | 110.615 | 113.015 | -2430.00 | 2202930.00 |
| 4909 | 2016.03.21 12:39 | sell | 2455 | 0.10 | 111.517 | 112.317 | 110.317 | ||
| 4910 | 2016.03.21 13:59 | close | 2455 | 0.10 | 111.444 | 112.317 | 110.317 | 730.00 | 2203660.00 |
| 4911 | 2016.03.22 01:40 | sell | 2456 | 0.10 | 112.109 | 112.909 | 110.909 | ||
| 4912 | 2016.03.22 03:50 | close | 2456 | 0.10 | 112.017 | 112.909 | 110.909 | 920.00 | 2204580.00 |
| 4913 | 2016.03.23 21:20 | buy | 2457 | 0.10 | 112.498 | 111.698 | 114.098 | ||
| 4914 | 2016.03.24 03:54 | close | 2457 | 0.10 | 112.420 | 111.698 | 114.098 | -600.00 | 2203980.00 |
| 4915 | 2016.03.24 19:45 | buy | 2458 | 0.10 | 112.672 | 111.872 | 114.272 | ||
| 4916 | 2016.03.24 21:40 | close | 2458 | 0.10 | 112.833 | 111.872 | 114.272 | 1610.00 | 2205590.00 |
| 4917 | 2016.03.24 22:40 | buy | 2459 | 0.10 | 112.803 | 112.003 | 114.403 | ||
| 4918 | 2016.03.25 03:15 | close | 2459 | 0.10 | 112.909 | 112.003 | 114.403 | 1600.00 | 2207190.00 |
| 4919 | 2016.03.25 03:54 | sell | 2460 | 0.10 | 113.248 | 114.048 | 112.048 | ||
| 4920 | 2016.03.25 05:17 | close | 2460 | 0.10 | 113.115 | 114.048 | 112.048 | 1330.00 | 2208520.00 |
| 4921 | 2016.03.29 19:00 | buy | 2461 | 0.10 | 113.344 | 112.544 | 114.944 | ||
| 4922 | 2016.03.30 03:05 | s/l | 2461 | 0.10 | 112.544 | 112.544 | 114.944 | -7820.00 | 2200700.00 |
| 4923 | 2016.03.31 01:15 | sell | 2462 | 0.10 | 112.478 | 113.278 | 111.278 | ||
| 4924 | 2016.03.31 02:27 | close | 2462 | 0.10 | 112.389 | 113.278 | 111.278 | 890.00 | 2201590.00 |
| 4925 | 2016.04.04 01:30 | sell | 2463 | 0.10 | 111.721 | 112.521 | 110.521 | ||
| 4926 | 2016.04.04 03:01 | close | 2463 | 0.10 | 111.649 | 112.521 | 110.521 | 720.00 | 2202310.00 |
| 4927 | 2016.04.06 01:35 | sell | 2464 | 0.10 | 110.355 | 111.155 | 109.155 | ||
| 4928 | 2016.04.06 02:39 | close | 2464 | 0.10 | 110.245 | 111.155 | 109.155 | 1100.00 | 2203410.00 |
| 4929 | 2016.04.06 12:19 | sell | 2465 | 0.10 | 110.457 | 111.257 | 109.257 | ||
| 4930 | 2016.04.06 12:59 | close | 2465 | 0.10 | 110.371 | 111.257 | 109.257 | 860.00 | 2204270.00 |
| 4931 | 2016.04.07 01:20 | sell | 2466 | 0.10 | 109.824 | 110.624 | 108.624 | ||
| 4932 | 2016.04.07 02:00 | close | 2466 | 0.10 | 109.732 | 110.624 | 108.624 | 920.00 | 2205190.00 |
| 4933 | 2016.04.11 01:30 | sell | 2467 | 0.10 | 108.147 | 108.947 | 106.947 | ||
| 4934 | 2016.04.11 03:20 | close | 2467 | 0.10 | 108.056 | 108.947 | 106.947 | 910.00 | 2206100.00 |
| 4935 | 2016.04.14 21:00 | buy | 2468 | 0.10 | 109.136 | 108.336 | 110.736 | ||
| 4936 | 2016.04.14 22:55 | close | 2468 | 0.10 | 109.416 | 108.336 | 110.736 | 2800.00 | 2208900.00 |
| 4937 | 2016.04.15 03:54 | sell | 2469 | 0.10 | 109.722 | 110.522 | 108.522 | ||
| 4938 | 2016.04.15 06:58 | close | 2469 | 0.10 | 109.614 | 110.522 | 108.522 | 1080.00 | 2209980.00 |
| 4939 | 2016.04.18 12:04 | sell | 2470 | 0.10 | 108.489 | 109.289 | 107.289 | ||
| 4940 | 2016.04.18 12:13 | close | 2470 | 0.10 | 108.427 | 109.289 | 107.289 | 620.00 | 2210600.00 |
| 4941 | 2016.04.19 22:00 | buy | 2471 | 0.10 | 109.139 | 108.339 | 110.739 | ||
| 4942 | 2016.04.20 03:54 | close | 2471 | 0.10 | 109.179 | 108.339 | 110.739 | 580.00 | 2211180.00 |
| 4943 | 2016.04.25 23:16 | buy | 2472 | 0.10 | 111.068 | 110.268 | 112.668 | ||
| 4944 | 2016.04.25 23:23 | close | 2472 | 0.10 | 111.142 | 110.268 | 112.668 | 740.00 | 2211920.00 |
| 4945 | 2016.05.02 01:15 | sell | 2473 | 0.10 | 106.697 | 107.497 | 105.497 | ||
| 4946 | 2016.05.02 02:09 | close | 2473 | 0.10 | 106.538 | 107.497 | 105.497 | 1590.00 | 2213510.00 |
| 4947 | 2016.05.03 12:14 | sell | 2474 | 0.10 | 105.791 | 106.591 | 104.591 | ||
| 4948 | 2016.05.03 13:26 | close | 2474 | 0.10 | 105.693 | 106.591 | 104.591 | 980.00 | 2214490.00 |
| 4949 | 2016.05.03 18:15 | sell | 2475 | 0.10 | 106.308 | 107.108 | 105.108 | ||
| 4950 | 2016.05.03 20:17 | close | 2475 | 0.10 | 106.224 | 107.108 | 105.108 | 840.00 | 2215330.00 |