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 |
| 4951 | 2016.05.09 23:05 | buy | 2476 | 0.10 | 108.397 | 107.597 | 109.997 | ||
| 4952 | 2016.05.10 03:50 | close | 2476 | 0.10 | 108.571 | 107.597 | 109.997 | 1920.00 | 2217250.00 |
| 4953 | 2016.05.12 23:30 | buy | 2477 | 0.10 | 109.046 | 108.246 | 110.646 | ||
| 4954 | 2016.05.13 03:54 | close | 2477 | 0.10 | 108.910 | 108.246 | 110.646 | -820.00 | 2216430.00 |
| 4955 | 2016.05.19 12:00 | buy | 2478 | 0.10 | 110.077 | 109.277 | 111.677 | ||
| 4956 | 2016.05.19 15:07 | close | 2478 | 0.10 | 109.992 | 109.277 | 111.677 | -850.00 | 2215580.00 |
| 4957 | 2016.05.20 01:30 | buy | 2479 | 0.10 | 109.952 | 109.152 | 111.552 | ||
| 4958 | 2016.05.20 03:54 | close | 2479 | 0.10 | 110.071 | 109.152 | 111.552 | 1190.00 | 2216770.00 |
| 4959 | 2016.05.20 04:05 | sell | 2480 | 0.10 | 110.031 | 110.831 | 108.831 | ||
| 4960 | 2016.05.20 05:15 | close | 2480 | 0.10 | 109.941 | 110.831 | 108.831 | 900.00 | 2217670.00 |
| 4961 | 2016.05.24 19:40 | buy | 2481 | 0.10 | 109.998 | 109.198 | 111.598 | ||
| 4962 | 2016.05.25 02:10 | close | 2481 | 0.10 | 110.060 | 109.198 | 111.598 | 800.00 | 2218470.00 |
| 4963 | 2016.05.25 03:55 | sell | 2482 | 0.10 | 110.140 | 110.940 | 108.940 | ||
| 4964 | 2016.05.25 06:21 | close | 2482 | 0.10 | 110.022 | 110.940 | 108.940 | 1180.00 | 2219650.00 |
| 4965 | 2016.05.25 22:00 | buy | 2483 | 0.10 | 110.083 | 109.283 | 111.683 | ||
| 4966 | 2016.05.25 22:35 | close | 2483 | 0.10 | 110.150 | 109.283 | 111.683 | 670.00 | 2220320.00 |
| 4967 | 2016.05.30 12:00 | buy | 2484 | 0.10 | 111.133 | 110.333 | 112.733 | ||
| 4968 | 2016.05.30 12:16 | close | 2484 | 0.10 | 111.193 | 110.333 | 112.733 | 600.00 | 2220920.00 |
| 4969 | 2016.05.31 01:55 | buy | 2485 | 0.10 | 110.984 | 110.184 | 112.584 | ||
| 4970 | 2016.05.31 04:10 | close | 2485 | 0.10 | 110.970 | 110.184 | 112.584 | -140.00 | 2220780.00 |
| 4971 | 2016.05.31 11:05 | buy | 2486 | 0.10 | 110.972 | 110.172 | 112.572 | ||
| 4972 | 2016.05.31 11:33 | close | 2486 | 0.10 | 111.035 | 110.172 | 112.572 | 630.00 | 2221410.00 |
| 4973 | 2016.06.03 04:30 | sell | 2487 | 0.10 | 109.110 | 109.910 | 107.910 | ||
| 4974 | 2016.06.03 04:47 | close | 2487 | 0.10 | 108.973 | 109.910 | 107.910 | 1370.00 | 2222780.00 |
| 4975 | 2016.06.08 12:09 | sell | 2488 | 0.10 | 107.131 | 107.931 | 105.931 | ||
| 4976 | 2016.06.08 12:51 | close | 2488 | 0.10 | 107.052 | 107.931 | 105.931 | 790.00 | 2223570.00 |
| 4977 | 2016.06.10 04:00 | sell | 2489 | 0.10 | 107.170 | 107.970 | 105.970 | ||
| 4978 | 2016.06.10 05:01 | close | 2489 | 0.10 | 107.069 | 107.970 | 105.970 | 1010.00 | 2224580.00 |
| 4979 | 2016.06.14 12:59 | sell | 2490 | 0.10 | 105.866 | 106.666 | 104.666 | ||
| 4980 | 2016.06.14 18:01 | close | 2490 | 0.10 | 105.880 | 106.666 | 104.666 | -140.00 | 2224440.00 |
| 4981 | 2016.06.14 21:15 | buy | 2491 | 0.10 | 106.038 | 105.238 | 107.638 | ||
| 4982 | 2016.06.15 03:54 | close | 2491 | 0.10 | 106.077 | 105.238 | 107.638 | 570.00 | 2225010.00 |
| 4983 | 2016.06.15 03:55 | sell | 2492 | 0.10 | 106.064 | 106.864 | 104.864 | ||
| 4984 | 2016.06.15 07:50 | close | 2492 | 0.10 | 106.112 | 106.864 | 104.864 | -480.00 | 2224530.00 |
| 4985 | 2016.06.15 21:25 | buy | 2493 | 0.10 | 105.577 | 104.777 | 107.177 | ||
| 4986 | 2016.06.15 21:35 | close | 2493 | 0.10 | 105.744 | 104.777 | 107.177 | 1670.00 | 2226200.00 |
| 4987 | 2016.06.17 01:25 | sell | 2494 | 0.10 | 104.420 | 105.220 | 103.220 | ||
| 4988 | 2016.06.17 06:40 | close | 2494 | 0.10 | 104.422 | 105.220 | 103.220 | -20.00 | 2226180.00 |
| 4989 | 2016.06.20 01:30 | buy | 2495 | 0.10 | 104.603 | 103.803 | 106.203 | ||
| 4990 | 2016.06.20 03:54 | close | 2495 | 0.10 | 104.702 | 103.803 | 106.203 | 990.00 | 2227170.00 |
| 4991 | 2016.06.23 19:10 | buy | 2496 | 0.10 | 105.855 | 105.055 | 107.455 | ||
| 4992 | 2016.06.23 23:15 | close | 2496 | 0.10 | 106.016 | 105.055 | 107.455 | 1610.00 | 2228780.00 |
| 4993 | 2016.06.28 01:40 | sell | 2497 | 0.10 | 102.008 | 102.808 | 100.808 | ||
| 4994 | 2016.06.28 02:30 | close | 2497 | 0.10 | 101.917 | 102.808 | 100.808 | 910.00 | 2229690.00 |
| 4995 | 2016.06.28 12:36 | sell | 2498 | 0.10 | 102.217 | 103.017 | 101.017 | ||
| 4996 | 2016.06.28 19:29 | close | 2498 | 0.10 | 102.660 | 103.017 | 101.017 | -4430.00 | 2225260.00 |
| 4997 | 2016.06.29 19:00 | buy | 2499 | 0.10 | 102.684 | 101.884 | 104.284 | ||
| 4998 | 2016.06.29 22:50 | close | 2499 | 0.10 | 102.835 | 101.884 | 104.284 | 1510.00 | 2226770.00 |
| 4999 | 2016.06.30 03:54 | sell | 2500 | 0.10 | 102.859 | 103.659 | 101.659 | ||
| 5000 | 2016.06.30 04:38 | close | 2500 | 0.10 | 102.641 | 103.659 | 101.659 | 2180.00 | 2228950.00 |
| 5001 | 2016.07.04 23:15 | buy | 2501 | 0.10 | 102.519 | 101.719 | 104.119 | ||
| 5002 | 2016.07.05 03:54 | close | 2501 | 0.10 | 102.350 | 101.719 | 104.119 | -1510.00 | 2227440.00 |
| 5003 | 2016.07.08 04:00 | sell | 2502 | 0.10 | 100.930 | 101.730 | 99.730 | ||
| 5004 | 2016.07.08 05:17 | close | 2502 | 0.10 | 100.774 | 101.730 | 99.730 | 1560.00 | 2229000.00 |
| 5005 | 2016.07.14 01:35 | buy | 2503 | 0.10 | 104.274 | 103.474 | 105.874 | ||
| 5006 | 2016.07.14 03:52 | close | 2503 | 0.10 | 104.274 | 103.474 | 105.874 | 0.00 | 2229000.00 |
| 5007 | 2016.07.14 21:05 | buy | 2504 | 0.10 | 105.385 | 104.585 | 106.985 | ||
| 5008 | 2016.07.15 03:54 | close | 2504 | 0.10 | 105.651 | 104.585 | 106.985 | 3200.00 | 2232200.00 |
| 5009 | 2016.07.15 03:54 | sell | 2505 | 0.10 | 105.651 | 106.451 | 104.451 | ||
| 5010 | 2016.07.15 08:00 | close | 2505 | 0.10 | 105.771 | 106.451 | 104.451 | -1200.00 | 2231000.00 |
| 5011 | 2016.07.19 21:05 | buy | 2506 | 0.10 | 105.971 | 105.171 | 107.571 | ||
| 5012 | 2016.07.20 03:54 | close | 2506 | 0.10 | 105.984 | 105.171 | 107.571 | 310.00 | 2231310.00 |
| 5013 | 2016.07.22 01:00 | sell | 2507 | 0.10 | 106.191 | 106.991 | 104.991 | ||
| 5014 | 2016.07.22 01:05 | close | 2507 | 0.10 | 106.097 | 106.991 | 104.991 | 940.00 | 2232250.00 |
| 5015 | 2016.07.25 01:05 | buy | 2508 | 0.10 | 106.233 | 105.433 | 107.833 | ||
| 5016 | 2016.07.25 01:55 | close | 2508 | 0.10 | 106.399 | 105.433 | 107.833 | 1660.00 | 2233910.00 |
| 5017 | 2016.07.25 03:54 | sell | 2509 | 0.10 | 106.479 | 107.279 | 105.279 | ||
| 5018 | 2016.07.25 06:31 | close | 2509 | 0.10 | 106.379 | 107.279 | 105.279 | 1000.00 | 2234910.00 |
| 5019 | 2016.07.27 01:00 | sell | 2510 | 0.10 | 104.738 | 105.538 | 103.538 | ||
| 5020 | 2016.07.27 05:59 | s/l | 2510 | 0.10 | 105.538 | 105.538 | 103.538 | -8000.00 | 2226910.00 |
| 5021 | 2016.07.28 20:05 | buy | 2511 | 0.10 | 104.867 | 104.067 | 106.467 | ||
| 5022 | 2016.07.28 20:50 | close | 2511 | 0.10 | 105.088 | 104.067 | 106.467 | 2210.00 | 2229120.00 |
| 5023 | 2016.08.02 01:20 | sell | 2512 | 0.10 | 102.430 | 103.230 | 101.230 | ||
| 5024 | 2016.08.02 02:35 | close | 2512 | 0.10 | 102.348 | 103.230 | 101.230 | 820.00 | 2229940.00 |
| 5025 | 2016.08.02 05:00 | sell | 2513 | 0.10 | 102.608 | 103.408 | 101.408 | ||
| 5026 | 2016.08.02 06:12 | close | 2513 | 0.10 | 102.559 | 103.408 | 101.408 | 490.00 | 2230430.00 |
| 5027 | 2016.08.03 01:05 | sell | 2514 | 0.10 | 100.959 | 101.759 | 99.759 | ||
| 5028 | 2016.08.03 06:45 | close | 2514 | 0.10 | 101.016 | 101.759 | 99.759 | -570.00 | 2229860.00 |
| 5029 | 2016.08.03 12:25 | sell | 2515 | 0.10 | 101.196 | 101.996 | 99.996 | ||
| 5030 | 2016.08.03 13:36 | close | 2515 | 0.10 | 101.231 | 101.996 | 99.996 | -350.00 | 2229510.00 |
| 5031 | 2016.08.03 21:35 | buy | 2516 | 0.10 | 101.125 | 100.325 | 102.725 | ||
| 5032 | 2016.08.03 23:00 | close | 2516 | 0.10 | 101.215 | 100.325 | 102.725 | 900.00 | 2230410.00 |
| 5033 | 2016.08.08 01:50 | sell | 2517 | 0.10 | 102.103 | 102.903 | 100.903 | ||
| 5034 | 2016.08.08 03:10 | close | 2517 | 0.10 | 101.986 | 102.903 | 100.903 | 1170.00 | 2231580.00 |
| 5035 | 2016.08.08 21:30 | buy | 2518 | 0.10 | 102.383 | 101.583 | 103.983 | ||
| 5036 | 2016.08.08 21:41 | close | 2518 | 0.10 | 102.453 | 101.583 | 103.983 | 700.00 | 2232280.00 |
| 5037 | 2016.08.09 21:00 | buy | 2519 | 0.10 | 101.847 | 101.047 | 103.447 | ||
| 5038 | 2016.08.10 03:54 | close | 2519 | 0.10 | 101.578 | 101.047 | 103.447 | -2510.00 | 2229770.00 |
| 5039 | 2016.08.10 12:12 | sell | 2520 | 0.10 | 101.503 | 102.303 | 100.303 | ||
| 5040 | 2016.08.10 12:23 | close | 2520 | 0.10 | 101.435 | 102.303 | 100.303 | 680.00 | 2230450.00 |
| 5041 | 2016.08.11 12:09 | sell | 2521 | 0.10 | 101.352 | 102.152 | 100.152 | ||
| 5042 | 2016.08.11 13:46 | close | 2521 | 0.10 | 101.391 | 102.152 | 100.152 | -390.00 | 2230060.00 |
| 5043 | 2016.08.15 01:00 | buy | 2522 | 0.10 | 101.256 | 100.456 | 102.856 | ||
| 5044 | 2016.08.15 03:54 | close | 2522 | 0.10 | 101.406 | 100.456 | 102.856 | 1500.00 | 2231560.00 |
| 5045 | 2016.08.17 01:20 | sell | 2523 | 0.10 | 100.304 | 101.104 | 99.104 | ||
| 5046 | 2016.08.17 02:57 | close | 2523 | 0.10 | 100.227 | 101.104 | 99.104 | 770.00 | 2232330.00 |
| 5047 | 2016.08.18 12:08 | sell | 2524 | 0.10 | 100.270 | 101.070 | 99.070 | ||
| 5048 | 2016.08.18 14:21 | close | 2524 | 0.10 | 100.205 | 101.070 | 99.070 | 650.00 | 2232980.00 |
| 5049 | 2016.08.18 21:00 | buy | 2525 | 0.10 | 99.896 | 99.096 | 101.496 | ||
| 5050 | 2016.08.19 03:05 | close | 2525 | 0.10 | 100.203 | 99.096 | 101.496 | 3610.00 | 2236590.00 |
| 5051 | 2016.08.19 03:54 | sell | 2526 | 0.10 | 100.404 | 101.204 | 99.204 | ||
| 5052 | 2016.08.19 04:00 | close | 2526 | 0.10 | 100.317 | 101.204 | 99.204 | 870.00 | 2237460.00 |
| 5053 | 2016.08.23 01:05 | sell | 2527 | 0.10 | 100.335 | 101.135 | 99.135 | ||
| 5054 | 2016.08.23 02:58 | close | 2527 | 0.10 | 100.261 | 101.135 | 99.135 | 740.00 | 2238200.00 |
| 5055 | 2016.08.24 19:00 | buy | 2528 | 0.10 | 100.510 | 99.710 | 102.110 | ||
| 5056 | 2016.08.25 02:40 | close | 2528 | 0.10 | 100.537 | 99.710 | 102.110 | 450.00 | 2238650.00 |
| 5057 | 2016.08.29 20:55 | buy | 2529 | 0.10 | 101.963 | 101.163 | 103.563 | ||
| 5058 | 2016.08.30 03:54 | close | 2529 | 0.10 | 101.935 | 101.163 | 103.563 | -100.00 | 2238550.00 |
| 5059 | 2016.08.30 03:54 | sell | 2530 | 0.10 | 101.935 | 102.735 | 100.735 | ||
| 5060 | 2016.08.30 07:10 | close | 2530 | 0.10 | 102.043 | 102.735 | 100.735 | -1080.00 | 2237470.00 |
| 5061 | 2016.09.01 23:15 | buy | 2531 | 0.10 | 103.199 | 102.399 | 104.799 | ||
| 5062 | 2016.09.02 01:00 | close | 2531 | 0.10 | 103.227 | 102.399 | 104.799 | 820.00 | 2238290.00 |
| 5063 | 2016.09.07 01:00 | sell | 2532 | 0.10 | 102.091 | 102.891 | 100.891 | ||
| 5064 | 2016.09.07 02:30 | close | 2532 | 0.10 | 102.000 | 102.891 | 100.891 | 910.00 | 2239200.00 |
| 5065 | 2016.09.08 23:25 | buy | 2533 | 0.10 | 102.480 | 101.680 | 104.080 | ||
| 5066 | 2016.09.09 03:54 | close | 2533 | 0.10 | 102.238 | 101.680 | 104.080 | -1880.00 | 2237320.00 |
| 5067 | 2016.09.12 01:00 | buy | 2534 | 0.10 | 102.568 | 101.768 | 104.168 | ||
| 5068 | 2016.09.12 01:03 | close | 2534 | 0.10 | 102.619 | 101.768 | 104.168 | 510.00 | 2237830.00 |
| 5069 | 2016.09.12 01:35 | buy | 2535 | 0.10 | 102.535 | 101.735 | 104.135 | ||
| 5070 | 2016.09.12 03:15 | close | 2535 | 0.10 | 102.591 | 101.735 | 104.135 | 560.00 | 2238390.00 |
| 5071 | 2016.09.13 01:00 | sell | 2536 | 0.10 | 101.934 | 102.734 | 100.734 | ||
| 5072 | 2016.09.13 01:45 | close | 2536 | 0.10 | 101.843 | 102.734 | 100.734 | 910.00 | 2239300.00 |
| 5073 | 2016.09.14 21:00 | buy | 2537 | 0.10 | 102.390 | 101.590 | 103.990 | ||
| 5074 | 2016.09.15 03:54 | close | 2537 | 0.10 | 102.477 | 101.590 | 103.990 | 1050.00 | 2240350.00 |
| 5075 | 2016.09.20 04:10 | sell | 2538 | 0.10 | 101.951 | 102.751 | 100.751 | ||
| 5076 | 2016.09.20 05:50 | close | 2538 | 0.10 | 101.880 | 102.751 | 100.751 | 710.00 | 2241060.00 |
| 5077 | 2016.09.22 11:00 | sell | 2539 | 0.10 | 100.652 | 101.452 | 99.452 | ||
| 5078 | 2016.09.22 11:20 | close | 2539 | 0.10 | 100.567 | 101.452 | 99.452 | 850.00 | 2241910.00 |
| 5079 | 2016.09.22 11:31 | sell | 2540 | 0.10 | 100.641 | 101.441 | 99.441 | ||
| 5080 | 2016.09.22 12:40 | close | 2540 | 0.10 | 100.676 | 101.441 | 99.441 | -350.00 | 2241560.00 |
| 5081 | 2016.09.22 19:00 | buy | 2541 | 0.10 | 100.809 | 100.009 | 102.409 | ||
| 5082 | 2016.09.23 03:25 | close | 2541 | 0.10 | 100.972 | 100.009 | 102.409 | 2170.00 | 2243730.00 |
| 5083 | 2016.09.23 03:54 | sell | 2542 | 0.10 | 101.001 | 101.801 | 99.801 | ||
| 5084 | 2016.09.23 08:20 | close | 2542 | 0.10 | 101.038 | 101.801 | 99.801 | -370.00 | 2243360.00 |
| 5085 | 2016.09.27 01:40 | sell | 2543 | 0.10 | 100.354 | 101.154 | 99.154 | ||
| 5086 | 2016.09.27 03:07 | close | 2543 | 0.10 | 100.234 | 101.154 | 99.154 | 1200.00 | 2244560.00 |
| 5087 | 2016.09.28 01:30 | sell | 2544 | 0.10 | 100.423 | 101.223 | 99.223 | ||
| 5088 | 2016.09.28 02:03 | close | 2544 | 0.10 | 100.346 | 101.223 | 99.223 | 770.00 | 2245330.00 |
| 5089 | 2016.09.29 19:00 | buy | 2545 | 0.10 | 101.483 | 100.683 | 103.083 | ||
| 5090 | 2016.09.30 03:54 | close | 2545 | 0.10 | 101.062 | 100.683 | 103.083 | -3670.00 | 2241660.00 |
| 5091 | 2016.10.04 21:00 | buy | 2546 | 0.10 | 102.729 | 101.929 | 104.329 | ||
| 5092 | 2016.10.04 22:45 | close | 2546 | 0.10 | 102.860 | 101.929 | 104.329 | 1310.00 | 2242970.00 |
| 5093 | 2016.10.06 23:46 | buy | 2547 | 0.10 | 103.959 | 103.159 | 105.559 | ||
| 5094 | 2016.10.07 04:40 | close | 2547 | 0.10 | 103.796 | 103.159 | 105.559 | -1090.00 | 2241880.00 |
| 5095 | 2016.10.10 22:30 | buy | 2548 | 0.10 | 103.648 | 102.848 | 105.248 | ||
| 5096 | 2016.10.11 01:00 | close | 2548 | 0.10 | 103.650 | 102.848 | 105.248 | 200.00 | 2242080.00 |
| 5097 | 2016.10.12 21:19 | buy | 2549 | 0.10 | 104.117 | 103.317 | 105.717 | ||
| 5098 | 2016.10.12 21:22 | close | 2549 | 0.10 | 104.185 | 103.317 | 105.717 | 680.00 | 2242760.00 |
| 5099 | 2016.10.13 21:25 | buy | 2550 | 0.10 | 103.553 | 102.753 | 105.153 | ||
| 5100 | 2016.10.14 03:05 | close | 2550 | 0.10 | 103.801 | 102.753 | 105.153 | 3020.00 | 2245780.00 |