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 |
| 5251 | 2017.02.24 02:55 | sell | 2626 | 0.10 | 112.848 | 113.648 | 111.648 | ||
| 5252 | 2017.02.24 05:35 | close | 2626 | 0.10 | 112.773 | 113.648 | 111.648 | 750.00 | 2309650.00 |
| 5253 | 2017.02.27 01:00 | sell | 2627 | 0.10 | 112.228 | 113.028 | 111.028 | ||
| 5254 | 2017.02.27 02:10 | close | 2627 | 0.10 | 112.137 | 113.028 | 111.028 | 910.00 | 2310560.00 |
| 5255 | 2017.03.01 01:05 | sell | 2628 | 0.10 | 112.904 | 113.704 | 111.704 | ||
| 5256 | 2017.03.01 04:25 | close | 2628 | 0.10 | 112.778 | 113.704 | 111.704 | 1260.00 | 2311820.00 |
| 5257 | 2017.03.01 20:55 | buy | 2629 | 0.10 | 113.508 | 112.708 | 115.108 | ||
| 5258 | 2017.03.01 21:10 | close | 2629 | 0.10 | 113.618 | 112.708 | 115.108 | 1100.00 | 2312920.00 |
| 5259 | 2017.03.02 23:10 | buy | 2630 | 0.10 | 114.368 | 113.568 | 115.968 | ||
| 5260 | 2017.03.03 02:54 | close | 2630 | 0.10 | 114.247 | 113.568 | 115.968 | -670.00 | 2312250.00 |
| 5261 | 2017.03.08 20:35 | buy | 2631 | 0.10 | 114.409 | 113.609 | 116.009 | ||
| 5262 | 2017.03.08 21:10 | close | 2631 | 0.10 | 114.500 | 113.609 | 116.009 | 910.00 | 2313160.00 |
| 5263 | 2017.03.09 12:36 | buy | 2632 | 0.10 | 114.653 | 113.853 | 116.253 | ||
| 5264 | 2017.03.09 12:45 | close | 2632 | 0.10 | 114.724 | 113.853 | 116.253 | 710.00 | 2313870.00 |
| 5265 | 2017.03.09 20:45 | buy | 2633 | 0.10 | 114.749 | 113.949 | 116.349 | ||
| 5266 | 2017.03.09 22:10 | close | 2633 | 0.10 | 114.938 | 113.949 | 116.349 | 1890.00 | 2315760.00 |
| 5267 | 2017.03.14 22:40 | buy | 2634 | 0.10 | 114.711 | 113.911 | 116.311 | ||
| 5268 | 2017.03.15 03:45 | close | 2634 | 0.10 | 114.813 | 113.911 | 116.311 | 1200.00 | 2316960.00 |
| 5269 | 2017.03.15 03:54 | sell | 2635 | 0.10 | 114.799 | 115.599 | 113.599 | ||
| 5270 | 2017.03.15 07:40 | close | 2635 | 0.10 | 114.782 | 115.599 | 113.599 | 170.00 | 2317130.00 |
| 5271 | 2017.03.16 01:10 | sell | 2636 | 0.10 | 113.533 | 114.333 | 112.333 | ||
| 5272 | 2017.03.16 01:45 | close | 2636 | 0.10 | 113.441 | 114.333 | 112.333 | 920.00 | 2318050.00 |
| 5273 | 2017.03.20 12:48 | sell | 2637 | 0.10 | 112.834 | 113.634 | 111.634 | ||
| 5274 | 2017.03.20 13:40 | close | 2637 | 0.10 | 112.768 | 113.634 | 111.634 | 660.00 | 2318710.00 |
| 5275 | 2017.03.20 14:30 | sell | 2638 | 0.10 | 112.879 | 113.679 | 111.679 | ||
| 5276 | 2017.03.20 15:17 | close | 2638 | 0.10 | 112.812 | 113.679 | 111.679 | 670.00 | 2319380.00 |
| 5277 | 2017.03.21 06:30 | sell | 2639 | 0.10 | 112.781 | 113.581 | 111.581 | ||
| 5278 | 2017.03.21 07:30 | close | 2639 | 0.10 | 112.716 | 113.581 | 111.581 | 650.00 | 2320030.00 |
| 5279 | 2017.03.23 01:00 | sell | 2640 | 0.10 | 111.261 | 112.061 | 110.061 | ||
| 5280 | 2017.03.23 06:50 | close | 2640 | 0.10 | 111.349 | 112.061 | 110.061 | -880.00 | 2319150.00 |
| 5281 | 2017.03.23 19:05 | buy | 2641 | 0.10 | 111.137 | 110.337 | 112.737 | ||
| 5282 | 2017.03.24 03:45 | close | 2641 | 0.10 | 111.227 | 110.337 | 112.737 | 1440.00 | 2320590.00 |
| 5283 | 2017.03.24 03:54 | sell | 2642 | 0.10 | 111.349 | 112.149 | 110.149 | ||
| 5284 | 2017.03.24 06:26 | close | 2642 | 0.10 | 111.239 | 112.149 | 110.149 | 1100.00 | 2321690.00 |
| 5285 | 2017.03.27 12:00 | sell | 2643 | 0.10 | 110.306 | 111.106 | 109.106 | ||
| 5286 | 2017.03.27 12:56 | close | 2643 | 0.10 | 110.282 | 111.106 | 109.106 | 240.00 | 2321930.00 |
| 5287 | 2017.03.29 19:55 | buy | 2644 | 0.10 | 111.049 | 110.249 | 112.649 | ||
| 5288 | 2017.03.30 03:10 | close | 2644 | 0.10 | 111.211 | 110.249 | 112.649 | 1800.00 | 2323730.00 |
| 5289 | 2017.03.30 03:54 | sell | 2645 | 0.10 | 111.345 | 112.145 | 110.145 | ||
| 5290 | 2017.03.30 08:11 | close | 2645 | 0.10 | 111.188 | 112.145 | 110.145 | 1570.00 | 2325300.00 |
| 5291 | 2017.04.03 01:05 | sell | 2646 | 0.10 | 111.470 | 112.270 | 110.270 | ||
| 5292 | 2017.04.03 01:35 | close | 2646 | 0.10 | 111.378 | 112.270 | 110.270 | 920.00 | 2326220.00 |
| 5293 | 2017.04.04 12:11 | sell | 2647 | 0.10 | 110.560 | 111.360 | 109.360 | ||
| 5294 | 2017.04.04 12:24 | close | 2647 | 0.10 | 110.490 | 111.360 | 109.360 | 700.00 | 2326920.00 |
| 5295 | 2017.04.05 12:00 | sell | 2648 | 0.10 | 110.794 | 111.594 | 109.594 | ||
| 5296 | 2017.04.05 14:08 | close | 2648 | 0.10 | 110.826 | 111.594 | 109.594 | -320.00 | 2326600.00 |
| 5297 | 2017.04.10 04:05 | sell | 2649 | 0.10 | 111.554 | 112.354 | 110.354 | ||
| 5298 | 2017.04.10 07:12 | close | 2649 | 0.10 | 111.400 | 112.354 | 110.354 | 1540.00 | 2328140.00 |
| 5299 | 2017.04.12 01:15 | sell | 2650 | 0.10 | 109.661 | 110.461 | 108.461 | ||
| 5300 | 2017.04.12 02:48 | close | 2650 | 0.10 | 109.590 | 110.461 | 108.461 | 710.00 | 2328850.00 |
| 5301 | 2017.04.12 12:29 | sell | 2651 | 0.10 | 109.737 | 110.537 | 108.537 | ||
| 5302 | 2017.04.12 12:52 | close | 2651 | 0.10 | 109.674 | 110.537 | 108.537 | 630.00 | 2329480.00 |
| 5303 | 2017.04.13 21:00 | buy | 2652 | 0.10 | 109.065 | 108.265 | 110.665 | ||
| 5304 | 2017.04.14 03:54 | close | 2652 | 0.10 | 109.169 | 108.265 | 110.665 | 1580.00 | 2331060.00 |
| 5305 | 2017.04.14 03:55 | sell | 2653 | 0.10 | 109.197 | 109.997 | 107.997 | ||
| 5306 | 2017.04.14 07:50 | close | 2653 | 0.10 | 109.136 | 109.997 | 107.997 | 610.00 | 2331670.00 |
| 5307 | 2017.04.17 01:05 | sell | 2654 | 0.10 | 108.806 | 109.606 | 107.606 | ||
| 5308 | 2017.04.17 01:15 | close | 2654 | 0.10 | 108.664 | 109.606 | 107.606 | 1420.00 | 2333090.00 |
| 5309 | 2017.04.19 21:00 | buy | 2655 | 0.10 | 108.940 | 108.140 | 110.540 | ||
| 5310 | 2017.04.20 03:54 | close | 2655 | 0.10 | 109.010 | 108.140 | 110.540 | 880.00 | 2333970.00 |
| 5311 | 2017.04.20 03:55 | sell | 2656 | 0.10 | 109.021 | 109.821 | 107.821 | ||
| 5312 | 2017.04.20 04:00 | close | 2656 | 0.10 | 108.951 | 109.821 | 107.821 | 700.00 | 2334670.00 |
| 5313 | 2017.04.24 19:05 | buy | 2657 | 0.10 | 109.803 | 109.003 | 111.403 | ||
| 5314 | 2017.04.25 03:54 | close | 2657 | 0.10 | 109.899 | 109.003 | 111.403 | 1140.00 | 2335810.00 |
| 5315 | 2017.04.25 03:55 | sell | 2658 | 0.10 | 109.908 | 110.708 | 108.708 | ||
| 5316 | 2017.04.25 08:20 | close | 2658 | 0.10 | 110.077 | 110.708 | 108.708 | -1690.00 | 2334120.00 |
| 5317 | 2017.04.26 12:11 | buy | 2659 | 0.10 | 111.157 | 110.357 | 112.757 | ||
| 5318 | 2017.04.26 12:37 | close | 2659 | 0.10 | 111.234 | 110.357 | 112.757 | 770.00 | 2334890.00 |
| 5319 | 2017.04.26 21:02 | buy | 2660 | 0.10 | 111.238 | 110.438 | 112.838 | ||
| 5320 | 2017.04.26 21:05 | close | 2660 | 0.10 | 111.318 | 110.438 | 112.838 | 800.00 | 2335690.00 |
| 5321 | 2017.04.26 21:20 | buy | 2661 | 0.10 | 111.154 | 110.354 | 112.754 | ||
| 5322 | 2017.04.26 21:22 | close | 2661 | 0.10 | 111.215 | 110.354 | 112.754 | 610.00 | 2336300.00 |
| 5323 | 2017.04.26 22:50 | buy | 2662 | 0.10 | 111.087 | 110.287 | 112.687 | ||
| 5324 | 2017.04.27 01:08 | close | 2662 | 0.10 | 111.163 | 110.287 | 112.687 | 940.00 | 2337240.00 |
| 5325 | 2017.04.27 19:00 | buy | 2663 | 0.10 | 111.132 | 110.332 | 112.732 | ||
| 5326 | 2017.04.27 20:00 | close | 2663 | 0.10 | 111.285 | 110.332 | 112.732 | 1530.00 | 2338770.00 |
| 5327 | 2017.04.27 21:10 | buy | 2664 | 0.10 | 111.188 | 110.388 | 112.788 | ||
| 5328 | 2017.04.28 03:05 | close | 2664 | 0.10 | 111.339 | 110.388 | 112.788 | 2050.00 | 2340820.00 |
| 5329 | 2017.04.28 03:54 | sell | 2665 | 0.10 | 111.267 | 112.067 | 110.067 | ||
| 5330 | 2017.04.28 04:33 | close | 2665 | 0.10 | 111.146 | 112.067 | 110.067 | 1210.00 | 2342030.00 |
| 5331 | 2017.05.01 12:55 | buy | 2666 | 0.10 | 111.741 | 110.941 | 113.341 | ||
| 5332 | 2017.05.01 16:11 | close | 2666 | 0.10 | 111.725 | 110.941 | 113.341 | -160.00 | 2341870.00 |
| 5333 | 2017.05.02 21:39 | buy | 2667 | 0.10 | 112.043 | 111.243 | 113.643 | ||
| 5334 | 2017.05.03 00:12 | close | 2667 | 0.10 | 112.042 | 111.243 | 113.643 | 170.00 | 2342040.00 |
| 5335 | 2017.05.05 06:45 | buy | 2668 | 0.10 | 112.312 | 111.512 | 113.912 | ||
| 5336 | 2017.05.05 11:12 | close | 2668 | 0.10 | 112.348 | 111.512 | 113.912 | 360.00 | 2342400.00 |
| 5337 | 2017.05.09 22:50 | buy | 2669 | 0.10 | 113.914 | 113.114 | 115.514 | ||
| 5338 | 2017.05.10 03:54 | close | 2669 | 0.10 | 113.820 | 113.114 | 115.514 | -760.00 | 2341640.00 |
| 5339 | 2017.05.10 03:54 | sell | 2670 | 0.10 | 113.820 | 114.620 | 112.620 | ||
| 5340 | 2017.05.10 06:27 | close | 2670 | 0.10 | 113.686 | 114.620 | 112.620 | 1340.00 | 2342980.00 |
| 5341 | 2017.05.10 11:15 | buy | 2671 | 0.10 | 113.778 | 112.978 | 115.378 | ||
| 5342 | 2017.05.10 11:32 | close | 2671 | 0.10 | 113.845 | 112.978 | 115.378 | 670.00 | 2343650.00 |
| 5343 | 2017.05.10 13:55 | buy | 2672 | 0.10 | 113.723 | 112.923 | 115.323 | ||
| 5344 | 2017.05.10 14:30 | close | 2672 | 0.10 | 113.808 | 112.923 | 115.323 | 850.00 | 2344500.00 |
| 5345 | 2017.05.11 09:10 | buy | 2673 | 0.10 | 114.130 | 113.330 | 115.730 | ||
| 5346 | 2017.05.11 10:08 | close | 2673 | 0.10 | 114.198 | 113.330 | 115.730 | 680.00 | 2345180.00 |
| 5347 | 2017.05.11 13:35 | buy | 2674 | 0.10 | 113.977 | 113.177 | 115.577 | ||
| 5348 | 2017.05.11 13:57 | close | 2674 | 0.10 | 114.047 | 113.177 | 115.577 | 700.00 | 2345880.00 |
| 5349 | 2017.05.12 06:15 | buy | 2675 | 0.10 | 113.643 | 112.843 | 115.243 | ||
| 5350 | 2017.05.12 06:43 | close | 2675 | 0.10 | 113.718 | 112.843 | 115.243 | 750.00 | 2346630.00 |
| 5351 | 2017.05.15 04:15 | sell | 2676 | 0.10 | 113.441 | 114.241 | 112.241 | ||
| 5352 | 2017.05.15 07:41 | close | 2676 | 0.10 | 113.340 | 114.241 | 112.241 | 1010.00 | 2347640.00 |
| 5353 | 2017.05.16 06:00 | buy | 2677 | 0.10 | 113.436 | 112.636 | 115.036 | ||
| 5354 | 2017.05.16 06:48 | close | 2677 | 0.10 | 113.503 | 112.636 | 115.036 | 670.00 | 2348310.00 |
| 5355 | 2017.05.16 21:10 | buy | 2678 | 0.10 | 113.097 | 112.297 | 114.697 | ||
| 5356 | 2017.05.17 01:00 | close | 2678 | 0.10 | 113.101 | 112.297 | 114.697 | 220.00 | 2348530.00 |
| 5357 | 2017.05.17 06:00 | buy | 2679 | 0.10 | 112.485 | 111.685 | 114.085 | ||
| 5358 | 2017.05.17 07:32 | close | 2679 | 0.10 | 112.494 | 111.685 | 114.085 | 90.00 | 2348620.00 |
| 5359 | 2017.05.19 01:55 | buy | 2680 | 0.10 | 111.489 | 110.689 | 113.089 | ||
| 5360 | 2017.05.19 03:54 | close | 2680 | 0.10 | 111.323 | 110.689 | 113.089 | -1660.00 | 2346960.00 |
| 5361 | 2017.05.22 01:30 | sell | 2681 | 0.10 | 111.293 | 112.093 | 110.093 | ||
| 5362 | 2017.05.22 02:05 | close | 2681 | 0.10 | 111.203 | 112.093 | 110.093 | 900.00 | 2347860.00 |
| 5363 | 2017.05.23 01:25 | sell | 2682 | 0.10 | 111.341 | 112.141 | 110.141 | ||
| 5364 | 2017.05.23 01:33 | close | 2682 | 0.10 | 111.249 | 112.141 | 110.141 | 920.00 | 2348780.00 |
| 5365 | 2017.05.24 19:00 | buy | 2683 | 0.10 | 112.044 | 111.244 | 113.644 | ||
| 5366 | 2017.05.25 03:54 | close | 2683 | 0.10 | 111.601 | 111.244 | 113.644 | -4250.00 | 2344530.00 |
| 5367 | 2017.05.29 19:00 | buy | 2684 | 0.10 | 111.285 | 110.485 | 112.885 | ||
| 5368 | 2017.05.30 03:54 | close | 2684 | 0.10 | 111.119 | 110.485 | 112.885 | -1480.00 | 2343050.00 |
| 5369 | 2017.05.31 01:10 | sell | 2685 | 0.10 | 110.855 | 111.655 | 109.655 | ||
| 5370 | 2017.05.31 02:29 | close | 2685 | 0.10 | 110.760 | 111.655 | 109.655 | 950.00 | 2344000.00 |
| 5371 | 2017.06.01 01:00 | sell | 2686 | 0.10 | 110.842 | 111.642 | 109.642 | ||
| 5372 | 2017.06.01 02:07 | close | 2686 | 0.10 | 110.771 | 111.642 | 109.642 | 710.00 | 2344710.00 |
| 5373 | 2017.06.08 21:00 | buy | 2687 | 0.10 | 110.128 | 109.328 | 111.728 | ||
| 5374 | 2017.06.09 03:54 | close | 2687 | 0.10 | 110.035 | 109.328 | 111.728 | -390.00 | 2344320.00 |
| 5375 | 2017.06.09 03:55 | sell | 2688 | 0.10 | 110.051 | 110.851 | 108.851 | ||
| 5376 | 2017.06.09 08:20 | close | 2688 | 0.10 | 110.128 | 110.851 | 108.851 | -770.00 | 2343550.00 |
| 5377 | 2017.06.13 04:25 | sell | 2689 | 0.10 | 110.029 | 110.829 | 108.829 | ||
| 5378 | 2017.06.13 05:30 | close | 2689 | 0.10 | 109.981 | 110.829 | 108.829 | 480.00 | 2344030.00 |
| 5379 | 2017.06.14 21:00 | buy | 2690 | 0.10 | 109.148 | 108.348 | 110.748 | ||
| 5380 | 2017.06.14 21:35 | close | 2690 | 0.10 | 109.582 | 108.348 | 110.748 | 4340.00 | 2348370.00 |
| 5381 | 2017.06.15 03:54 | sell | 2691 | 0.10 | 109.670 | 110.470 | 108.470 | ||
| 5382 | 2017.06.15 08:20 | close | 2691 | 0.10 | 109.637 | 110.470 | 108.470 | 330.00 | 2348700.00 |
| 5383 | 2017.06.15 12:05 | sell | 2692 | 0.10 | 109.709 | 110.509 | 108.509 | ||
| 5384 | 2017.06.15 13:27 | close | 2692 | 0.10 | 109.664 | 110.509 | 108.509 | 450.00 | 2349150.00 |
| 5385 | 2017.06.19 23:30 | buy | 2693 | 0.10 | 111.544 | 110.744 | 113.144 | ||
| 5386 | 2017.06.20 02:40 | close | 2693 | 0.10 | 111.732 | 110.744 | 113.144 | 2060.00 | 2351210.00 |
| 5387 | 2017.06.20 03:55 | sell | 2694 | 0.10 | 111.738 | 112.538 | 110.538 | ||
| 5388 | 2017.06.20 04:20 | close | 2694 | 0.10 | 111.654 | 112.538 | 110.538 | 840.00 | 2352050.00 |
| 5389 | 2017.06.20 12:51 | buy | 2695 | 0.10 | 111.544 | 110.744 | 113.144 | ||
| 5390 | 2017.06.20 14:43 | close | 2695 | 0.10 | 111.616 | 110.744 | 113.144 | 720.00 | 2352770.00 |
| 5391 | 2017.06.20 21:41 | buy | 2696 | 0.10 | 111.400 | 110.600 | 113.000 | ||
| 5392 | 2017.06.20 22:15 | close | 2696 | 0.10 | 111.473 | 110.600 | 113.000 | 730.00 | 2353500.00 |
| 5393 | 2017.06.21 01:55 | buy | 2697 | 0.10 | 111.380 | 110.580 | 112.980 | ||
| 5394 | 2017.06.21 04:15 | close | 2697 | 0.10 | 111.402 | 110.580 | 112.980 | 220.00 | 2353720.00 |
| 5395 | 2017.06.22 19:00 | buy | 2698 | 0.10 | 111.372 | 110.572 | 112.972 | ||
| 5396 | 2017.06.23 03:54 | close | 2698 | 0.10 | 111.330 | 110.572 | 112.972 | 120.00 | 2353840.00 |
| 5397 | 2017.06.23 03:54 | sell | 2699 | 0.10 | 111.330 | 112.130 | 110.130 | ||
| 5398 | 2017.06.23 08:05 | close | 2699 | 0.10 | 111.290 | 112.130 | 110.130 | 400.00 | 2354240.00 |
| 5399 | 2017.06.27 09:10 | buy | 2700 | 0.10 | 111.699 | 110.899 | 113.299 | ||
| 5400 | 2017.06.27 12:50 | close | 2700 | 0.10 | 111.704 | 110.899 | 113.299 | 50.00 | 2354290.00 |