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 |
| 5101 | 2016.10.17 12:15 | buy | 2551 | 0.10 | 104.100 | 103.300 | 105.700 | ||
| 5102 | 2016.10.17 14:16 | close | 2551 | 0.10 | 104.131 | 103.300 | 105.700 | 310.00 | 2246090.00 |
| 5103 | 2016.10.20 01:30 | buy | 2552 | 0.10 | 103.366 | 102.566 | 104.966 | ||
| 5104 | 2016.10.20 03:35 | close | 2552 | 0.10 | 103.551 | 102.566 | 104.966 | 1850.00 | 2247940.00 |
| 5105 | 2016.10.20 03:54 | sell | 2553 | 0.10 | 103.629 | 104.429 | 102.429 | ||
| 5106 | 2016.10.20 04:40 | close | 2553 | 0.10 | 103.559 | 104.429 | 102.429 | 700.00 | 2248640.00 |
| 5107 | 2016.10.24 23:15 | buy | 2554 | 0.10 | 104.223 | 103.423 | 105.823 | ||
| 5108 | 2016.10.25 03:20 | close | 2554 | 0.10 | 104.385 | 103.423 | 105.823 | 1800.00 | 2250440.00 |
| 5109 | 2016.10.25 03:54 | sell | 2555 | 0.10 | 104.464 | 105.264 | 103.264 | ||
| 5110 | 2016.10.25 07:35 | close | 2555 | 0.10 | 104.374 | 105.264 | 103.264 | 900.00 | 2251340.00 |
| 5111 | 2016.10.31 21:25 | buy | 2556 | 0.10 | 104.854 | 104.054 | 106.454 | ||
| 5112 | 2016.11.01 02:20 | close | 2556 | 0.10 | 104.857 | 104.054 | 106.454 | 210.00 | 2251550.00 |
| 5113 | 2016.11.01 12:36 | buy | 2557 | 0.10 | 104.914 | 104.114 | 106.514 | ||
| 5114 | 2016.11.01 13:07 | close | 2557 | 0.10 | 104.975 | 104.114 | 106.514 | 610.00 | 2252160.00 |
| 5115 | 2016.11.03 21:15 | buy | 2558 | 0.10 | 102.995 | 102.195 | 104.595 | ||
| 5116 | 2016.11.04 03:00 | close | 2558 | 0.10 | 103.062 | 102.195 | 104.595 | 1210.00 | 2253370.00 |
| 5117 | 2016.11.08 21:33 | buy | 2559 | 0.10 | 104.969 | 104.169 | 106.569 | ||
| 5118 | 2016.11.08 21:54 | close | 2559 | 0.10 | 105.048 | 104.169 | 106.569 | 790.00 | 2254160.00 |
| 5119 | 2016.11.14 20:35 | buy | 2560 | 0.10 | 108.081 | 107.281 | 109.681 | ||
| 5120 | 2016.11.14 21:10 | close | 2560 | 0.10 | 108.365 | 107.281 | 109.681 | 2840.00 | 2257000.00 |
| 5121 | 2016.11.16 21:40 | buy | 2561 | 0.10 | 109.150 | 108.350 | 110.750 | ||
| 5122 | 2016.11.17 02:05 | close | 2561 | 0.10 | 108.938 | 108.350 | 110.750 | -1940.00 | 2255060.00 |
| 5123 | 2016.11.17 12:30 | buy | 2562 | 0.10 | 109.005 | 108.205 | 110.605 | ||
| 5124 | 2016.11.17 14:06 | close | 2562 | 0.10 | 109.036 | 108.205 | 110.605 | 310.00 | 2255370.00 |
| 5125 | 2016.11.17 21:45 | buy | 2563 | 0.10 | 109.890 | 109.090 | 111.490 | ||
| 5126 | 2016.11.18 00:30 | close | 2563 | 0.10 | 110.238 | 109.090 | 111.490 | 4020.00 | 2259390.00 |
| 5127 | 2016.11.21 11:00 | buy | 2564 | 0.10 | 110.676 | 109.876 | 112.276 | ||
| 5128 | 2016.11.21 11:45 | close | 2564 | 0.10 | 110.769 | 109.876 | 112.276 | 930.00 | 2260320.00 |
| 5129 | 2016.11.21 12:45 | buy | 2565 | 0.10 | 110.698 | 109.898 | 112.298 | ||
| 5130 | 2016.11.21 15:27 | close | 2565 | 0.10 | 110.927 | 109.898 | 112.298 | 2290.00 | 2262610.00 |
| 5131 | 2016.11.21 23:02 | buy | 2566 | 0.10 | 110.983 | 110.183 | 112.583 | ||
| 5132 | 2016.11.22 01:01 | close | 2566 | 0.10 | 110.853 | 110.183 | 112.583 | -1120.00 | 2261490.00 |
| 5133 | 2016.11.22 23:01 | buy | 2567 | 0.10 | 111.059 | 110.259 | 112.659 | ||
| 5134 | 2016.11.23 02:55 | close | 2567 | 0.10 | 111.130 | 110.259 | 112.659 | 890.00 | 2262380.00 |
| 5135 | 2016.11.23 23:25 | buy | 2568 | 0.10 | 112.450 | 111.650 | 114.050 | ||
| 5136 | 2016.11.24 01:08 | close | 2568 | 0.10 | 112.557 | 111.650 | 114.050 | 1250.00 | 2263630.00 |
| 5137 | 2016.11.24 23:35 | buy | 2569 | 0.10 | 113.345 | 112.545 | 114.945 | ||
| 5138 | 2016.11.25 02:10 | close | 2569 | 0.10 | 113.396 | 112.545 | 114.945 | 1050.00 | 2264680.00 |
| 5139 | 2016.11.25 02:54 | sell | 2570 | 0.10 | 113.758 | 114.558 | 112.558 | ||
| 5140 | 2016.11.25 04:37 | close | 2570 | 0.10 | 113.656 | 114.558 | 112.558 | 1020.00 | 2265700.00 |
| 5141 | 2016.11.28 23:25 | buy | 2571 | 0.10 | 112.071 | 111.271 | 113.671 | ||
| 5142 | 2016.11.29 02:54 | close | 2571 | 0.10 | 111.878 | 111.271 | 113.671 | -1750.00 | 2263950.00 |
| 5143 | 2016.11.29 21:05 | buy | 2572 | 0.10 | 112.429 | 111.629 | 114.029 | ||
| 5144 | 2016.11.30 02:54 | close | 2572 | 0.10 | 112.376 | 111.629 | 114.029 | -350.00 | 2263600.00 |
| 5145 | 2016.12.01 21:00 | buy | 2573 | 0.10 | 114.156 | 113.356 | 115.756 | ||
| 5146 | 2016.12.02 00:38 | close | 2573 | 0.10 | 114.126 | 113.356 | 115.756 | 240.00 | 2263840.00 |
| 5147 | 2016.12.02 01:35 | buy | 2574 | 0.10 | 113.949 | 113.149 | 115.549 | ||
| 5148 | 2016.12.02 04:27 | close | 2574 | 0.10 | 113.876 | 113.149 | 115.549 | -730.00 | 2263110.00 |
| 5149 | 2016.12.07 11:55 | buy | 2575 | 0.10 | 114.041 | 113.241 | 115.641 | ||
| 5150 | 2016.12.07 13:09 | close | 2575 | 0.10 | 114.122 | 113.241 | 115.641 | 810.00 | 2263920.00 |
| 5151 | 2016.12.07 19:00 | buy | 2576 | 0.10 | 113.502 | 112.702 | 115.102 | ||
| 5152 | 2016.12.07 19:08 | close | 2576 | 0.10 | 113.582 | 112.702 | 115.102 | 800.00 | 2264720.00 |
| 5153 | 2016.12.08 06:00 | buy | 2577 | 0.10 | 113.283 | 112.483 | 114.883 | ||
| 5154 | 2016.12.08 06:17 | close | 2577 | 0.10 | 113.410 | 112.483 | 114.883 | 1270.00 | 2265990.00 |
| 5155 | 2016.12.08 20:45 | buy | 2578 | 0.10 | 114.144 | 113.344 | 115.744 | ||
| 5156 | 2016.12.09 02:54 | close | 2578 | 0.10 | 114.242 | 113.344 | 115.744 | 1520.00 | 2267510.00 |
| 5157 | 2016.12.09 03:00 | sell | 2579 | 0.10 | 114.291 | 115.091 | 113.091 | ||
| 5158 | 2016.12.09 07:20 | close | 2579 | 0.10 | 114.425 | 115.091 | 113.091 | -1340.00 | 2266170.00 |
| 5159 | 2016.12.12 20:00 | buy | 2580 | 0.10 | 114.983 | 114.183 | 116.583 | ||
| 5160 | 2016.12.12 20:40 | close | 2580 | 0.10 | 115.075 | 114.183 | 116.583 | 920.00 | 2267090.00 |
| 5161 | 2016.12.19 01:10 | buy | 2581 | 0.10 | 117.750 | 116.950 | 119.350 | ||
| 5162 | 2016.12.19 01:25 | close | 2581 | 0.10 | 117.853 | 116.950 | 119.350 | 1030.00 | 2268120.00 |
| 5163 | 2016.12.19 06:15 | buy | 2582 | 0.10 | 117.337 | 116.537 | 118.937 | ||
| 5164 | 2016.12.19 06:35 | close | 2582 | 0.10 | 117.411 | 116.537 | 118.937 | 740.00 | 2268860.00 |
| 5165 | 2016.12.19 09:00 | buy | 2583 | 0.10 | 117.142 | 116.342 | 118.742 | ||
| 5166 | 2016.12.19 09:24 | close | 2583 | 0.10 | 117.212 | 116.342 | 118.742 | 700.00 | 2269560.00 |
| 5167 | 2016.12.19 20:10 | buy | 2584 | 0.10 | 116.710 | 115.910 | 118.310 | ||
| 5168 | 2016.12.19 20:35 | close | 2584 | 0.10 | 117.052 | 115.910 | 118.310 | 3420.00 | 2272980.00 |
| 5169 | 2016.12.19 22:30 | buy | 2585 | 0.10 | 117.100 | 116.300 | 118.700 | ||
| 5170 | 2016.12.20 02:54 | close | 2585 | 0.10 | 117.154 | 116.300 | 118.700 | 720.00 | 2273700.00 |
| 5171 | 2016.12.20 12:50 | buy | 2586 | 0.10 | 117.933 | 117.133 | 119.533 | ||
| 5172 | 2016.12.20 14:08 | close | 2586 | 0.10 | 117.974 | 117.133 | 119.533 | 410.00 | 2274110.00 |
| 5173 | 2016.12.20 21:24 | buy | 2587 | 0.10 | 117.733 | 116.933 | 119.333 | ||
| 5174 | 2016.12.20 21:46 | close | 2587 | 0.10 | 117.802 | 116.933 | 119.333 | 690.00 | 2274800.00 |
| 5175 | 2016.12.21 14:30 | buy | 2588 | 0.10 | 117.158 | 116.358 | 118.758 | ||
| 5176 | 2016.12.21 14:34 | close | 2588 | 0.10 | 117.225 | 116.358 | 118.758 | 670.00 | 2275470.00 |
| 5177 | 2016.12.21 14:45 | buy | 2589 | 0.10 | 117.145 | 116.345 | 118.745 | ||
| 5178 | 2016.12.21 14:49 | close | 2589 | 0.10 | 117.213 | 116.345 | 118.745 | 680.00 | 2276150.00 |
| 5179 | 2016.12.22 01:50 | sell | 2590 | 0.10 | 117.619 | 118.419 | 116.419 | ||
| 5180 | 2016.12.22 02:10 | close | 2590 | 0.10 | 117.528 | 118.419 | 116.419 | 910.00 | 2277060.00 |
| 5181 | 2017.01.03 01:00 | buy | 2591 | 0.10 | 117.319 | 116.519 | 118.919 | ||
| 5182 | 2017.01.03 01:15 | close | 2591 | 0.10 | 117.403 | 116.519 | 118.919 | 840.00 | 2277900.00 |
| 5183 | 2017.01.09 11:20 | buy | 2592 | 0.10 | 117.049 | 116.249 | 118.649 | ||
| 5184 | 2017.01.09 11:22 | close | 2592 | 0.10 | 117.126 | 116.249 | 118.649 | 770.00 | 2278670.00 |
| 5185 | 2017.01.09 11:33 | buy | 2593 | 0.10 | 116.894 | 116.094 | 118.494 | ||
| 5186 | 2017.01.09 11:43 | close | 2593 | 0.10 | 116.970 | 116.094 | 118.494 | 760.00 | 2279430.00 |
| 5187 | 2017.01.09 22:55 | buy | 2594 | 0.10 | 116.042 | 115.242 | 117.642 | ||
| 5188 | 2017.01.10 02:54 | close | 2594 | 0.10 | 115.960 | 115.242 | 117.642 | -640.00 | 2278790.00 |
| 5189 | 2017.01.12 20:00 | buy | 2595 | 0.10 | 114.038 | 113.238 | 115.638 | ||
| 5190 | 2017.01.12 20:50 | close | 2595 | 0.10 | 114.334 | 113.238 | 115.638 | 2960.00 | 2281750.00 |
| 5191 | 2017.01.12 21:25 | buy | 2596 | 0.10 | 114.271 | 113.471 | 115.871 | ||
| 5192 | 2017.01.12 21:50 | close | 2596 | 0.10 | 114.559 | 113.471 | 115.871 | 2880.00 | 2284630.00 |
| 5193 | 2017.01.13 02:54 | sell | 2597 | 0.10 | 114.983 | 115.783 | 113.783 | ||
| 5194 | 2017.01.13 07:20 | close | 2597 | 0.10 | 115.009 | 115.783 | 113.783 | -260.00 | 2284370.00 |
| 5195 | 2017.01.17 01:35 | sell | 2598 | 0.10 | 114.190 | 114.990 | 112.990 | ||
| 5196 | 2017.01.17 02:05 | close | 2598 | 0.10 | 114.052 | 114.990 | 112.990 | 1380.00 | 2285750.00 |
| 5197 | 2017.01.18 01:00 | sell | 2599 | 0.10 | 112.793 | 113.593 | 111.593 | ||
| 5198 | 2017.01.18 01:20 | close | 2599 | 0.10 | 112.703 | 113.593 | 111.593 | 900.00 | 2286650.00 |
| 5199 | 2017.01.18 01:40 | sell | 2600 | 0.10 | 112.832 | 113.632 | 111.632 | ||
| 5200 | 2017.01.18 03:00 | close | 2600 | 0.10 | 112.707 | 113.632 | 111.632 | 1250.00 | 2287900.00 |
| 5201 | 2017.01.18 12:25 | sell | 2601 | 0.10 | 113.357 | 114.157 | 112.157 | ||
| 5202 | 2017.01.18 14:00 | close | 2601 | 0.10 | 113.368 | 114.157 | 112.157 | -110.00 | 2287790.00 |
| 5203 | 2017.01.19 21:25 | buy | 2602 | 0.10 | 115.076 | 114.276 | 116.676 | ||
| 5204 | 2017.01.20 02:54 | close | 2602 | 0.10 | 115.109 | 114.276 | 116.676 | 870.00 | 2288660.00 |
| 5205 | 2017.01.20 02:54 | sell | 2603 | 0.10 | 115.109 | 115.909 | 113.909 | ||
| 5206 | 2017.01.20 03:00 | close | 2603 | 0.10 | 115.038 | 115.909 | 113.909 | 710.00 | 2289370.00 |
| 5207 | 2017.01.24 12:45 | sell | 2604 | 0.10 | 113.339 | 114.139 | 112.139 | ||
| 5208 | 2017.01.24 13:58 | close | 2604 | 0.10 | 113.282 | 114.139 | 112.139 | 570.00 | 2289940.00 |
| 5209 | 2017.01.24 18:10 | buy | 2605 | 0.10 | 113.377 | 112.577 | 114.977 | ||
| 5210 | 2017.01.24 18:50 | close | 2605 | 0.10 | 113.538 | 112.577 | 114.977 | 1610.00 | 2291550.00 |
| 5211 | 2017.01.24 19:30 | buy | 2606 | 0.10 | 113.515 | 112.715 | 115.115 | ||
| 5212 | 2017.01.24 20:10 | close | 2606 | 0.10 | 113.678 | 112.715 | 115.115 | 1630.00 | 2293180.00 |
| 5213 | 2017.01.24 21:50 | buy | 2607 | 0.10 | 113.794 | 112.994 | 115.394 | ||
| 5214 | 2017.01.25 01:20 | close | 2607 | 0.10 | 113.938 | 112.994 | 115.394 | 1620.00 | 2294800.00 |
| 5215 | 2017.01.26 01:15 | sell | 2608 | 0.10 | 113.432 | 114.232 | 112.232 | ||
| 5216 | 2017.01.26 01:40 | close | 2608 | 0.10 | 113.313 | 114.232 | 112.232 | 1190.00 | 2295990.00 |
| 5217 | 2017.01.26 20:25 | buy | 2609 | 0.10 | 114.396 | 113.596 | 115.996 | ||
| 5218 | 2017.01.26 22:05 | close | 2609 | 0.10 | 114.561 | 113.596 | 115.996 | 1650.00 | 2297640.00 |
| 5219 | 2017.01.31 01:30 | sell | 2610 | 0.10 | 113.834 | 114.634 | 112.634 | ||
| 5220 | 2017.01.31 01:50 | close | 2610 | 0.10 | 113.743 | 114.634 | 112.634 | 910.00 | 2298550.00 |
| 5221 | 2017.02.01 12:15 | sell | 2611 | 0.10 | 113.427 | 114.227 | 112.227 | ||
| 5222 | 2017.02.01 12:32 | close | 2611 | 0.10 | 113.357 | 114.227 | 112.227 | 700.00 | 2299250.00 |
| 5223 | 2017.02.06 01:40 | sell | 2612 | 0.10 | 112.640 | 113.440 | 111.440 | ||
| 5224 | 2017.02.06 02:10 | close | 2612 | 0.10 | 112.549 | 113.440 | 111.440 | 910.00 | 2300160.00 |
| 5225 | 2017.02.07 01:05 | sell | 2613 | 0.10 | 111.821 | 112.621 | 110.621 | ||
| 5226 | 2017.02.07 01:22 | close | 2613 | 0.10 | 111.751 | 112.621 | 110.621 | 700.00 | 2300860.00 |
| 5227 | 2017.02.09 23:15 | buy | 2614 | 0.10 | 113.211 | 112.411 | 114.811 | ||
| 5228 | 2017.02.10 01:10 | close | 2614 | 0.10 | 113.381 | 112.411 | 114.811 | 2240.00 | 2303100.00 |
| 5229 | 2017.02.10 02:54 | sell | 2615 | 0.10 | 113.697 | 114.497 | 112.497 | ||
| 5230 | 2017.02.10 05:04 | close | 2615 | 0.10 | 113.586 | 114.497 | 112.497 | 1110.00 | 2304210.00 |
| 5231 | 2017.02.13 21:25 | buy | 2616 | 0.10 | 113.639 | 112.839 | 115.239 | ||
| 5232 | 2017.02.13 23:35 | close | 2616 | 0.10 | 113.731 | 112.839 | 115.239 | 920.00 | 2305130.00 |
| 5233 | 2017.02.14 20:30 | buy | 2617 | 0.10 | 114.351 | 113.551 | 115.951 | ||
| 5234 | 2017.02.15 02:54 | close | 2617 | 0.10 | 114.481 | 113.551 | 115.951 | 1480.00 | 2306610.00 |
| 5235 | 2017.02.15 02:54 | sell | 2618 | 0.10 | 114.481 | 115.281 | 113.281 | ||
| 5236 | 2017.02.15 05:11 | close | 2618 | 0.10 | 114.292 | 115.281 | 113.281 | 1890.00 | 2308500.00 |
| 5237 | 2017.02.15 23:00 | buy | 2619 | 0.10 | 114.083 | 113.283 | 115.683 | ||
| 5238 | 2017.02.16 00:10 | close | 2619 | 0.10 | 114.139 | 113.283 | 115.683 | 740.00 | 2309240.00 |
| 5239 | 2017.02.17 01:00 | sell | 2620 | 0.10 | 113.286 | 114.086 | 112.086 | ||
| 5240 | 2017.02.17 05:40 | close | 2620 | 0.10 | 113.288 | 114.086 | 112.086 | -20.00 | 2309220.00 |
| 5241 | 2017.02.20 02:54 | sell | 2621 | 0.10 | 112.880 | 113.680 | 111.680 | ||
| 5242 | 2017.02.20 07:00 | close | 2621 | 0.10 | 113.011 | 113.680 | 111.680 | -1310.00 | 2307910.00 |
| 5243 | 2017.02.21 01:15 | sell | 2622 | 0.10 | 113.194 | 113.994 | 111.994 | ||
| 5244 | 2017.02.21 07:55 | close | 2622 | 0.10 | 113.560 | 113.994 | 111.994 | -3660.00 | 2304250.00 |
| 5245 | 2017.02.22 21:20 | buy | 2623 | 0.10 | 113.141 | 112.341 | 114.741 | ||
| 5246 | 2017.02.22 23:40 | close | 2623 | 0.10 | 113.238 | 112.341 | 114.741 | 970.00 | 2305220.00 |
| 5247 | 2017.02.23 18:05 | buy | 2624 | 0.10 | 112.604 | 111.804 | 114.204 | ||
| 5248 | 2017.02.23 20:50 | close | 2624 | 0.10 | 112.793 | 111.804 | 114.204 | 1890.00 | 2307110.00 |
| 5249 | 2017.02.23 21:50 | buy | 2625 | 0.10 | 112.716 | 111.916 | 114.316 | ||
| 5250 | 2017.02.24 02:54 | close | 2625 | 0.10 | 112.841 | 111.916 | 114.316 | 1790.00 | 2308900.00 |