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 |
| 5401 | 2017.06.27 21:16 | buy | 2701 | 0.10 | 112.090 | 111.290 | 113.690 | ||
| 5402 | 2017.06.27 21:28 | close | 2701 | 0.10 | 112.163 | 111.290 | 113.690 | 730.00 | 2355020.00 |
| 5403 | 2017.06.29 12:38 | buy | 2702 | 0.10 | 112.425 | 111.625 | 114.025 | ||
| 5404 | 2017.06.29 13:15 | close | 2702 | 0.10 | 112.489 | 111.625 | 114.025 | 640.00 | 2355660.00 |
| 5405 | 2017.06.29 19:10 | buy | 2703 | 0.10 | 112.323 | 111.523 | 113.923 | ||
| 5406 | 2017.06.30 03:54 | close | 2703 | 0.10 | 111.931 | 111.523 | 113.923 | -3380.00 | 2352280.00 |
| 5407 | 2017.07.05 22:40 | buy | 2704 | 0.10 | 113.171 | 112.371 | 114.771 | ||
| 5408 | 2017.07.06 00:10 | close | 2704 | 0.10 | 113.261 | 112.371 | 114.771 | 1080.00 | 2353360.00 |
| 5409 | 2017.07.10 03:55 | sell | 2705 | 0.10 | 114.118 | 114.918 | 112.918 | ||
| 5410 | 2017.07.10 08:20 | close | 2705 | 0.10 | 114.164 | 114.918 | 112.918 | -460.00 | 2352900.00 |
| 5411 | 2017.07.11 21:30 | buy | 2706 | 0.10 | 113.820 | 113.020 | 115.420 | ||
| 5412 | 2017.07.11 22:20 | close | 2706 | 0.10 | 113.888 | 113.020 | 115.420 | 680.00 | 2353580.00 |
| 5413 | 2017.07.12 08:00 | buy | 2707 | 0.10 | 113.405 | 112.605 | 115.005 | ||
| 5414 | 2017.07.12 08:30 | close | 2707 | 0.10 | 113.466 | 112.605 | 115.005 | 610.00 | 2354190.00 |
| 5415 | 2017.07.12 12:30 | buy | 2708 | 0.10 | 113.398 | 112.598 | 114.998 | ||
| 5416 | 2017.07.12 13:32 | close | 2708 | 0.10 | 113.475 | 112.598 | 114.998 | 770.00 | 2354960.00 |
| 5417 | 2017.07.13 06:15 | buy | 2709 | 0.10 | 112.969 | 112.169 | 114.569 | ||
| 5418 | 2017.07.13 07:21 | close | 2709 | 0.10 | 113.035 | 112.169 | 114.569 | 660.00 | 2355620.00 |
| 5419 | 2017.07.13 23:05 | buy | 2710 | 0.10 | 113.231 | 112.431 | 114.831 | ||
| 5420 | 2017.07.14 02:10 | close | 2710 | 0.10 | 113.388 | 112.431 | 114.831 | 2110.00 | 2357730.00 |
| 5421 | 2017.07.14 04:05 | sell | 2711 | 0.10 | 113.566 | 114.366 | 112.366 | ||
| 5422 | 2017.07.14 05:05 | close | 2711 | 0.10 | 113.420 | 114.366 | 112.366 | 1460.00 | 2359190.00 |
| 5423 | 2017.07.17 01:20 | sell | 2712 | 0.10 | 112.542 | 113.342 | 111.342 | ||
| 5424 | 2017.07.17 02:04 | close | 2712 | 0.10 | 112.472 | 113.342 | 111.342 | 700.00 | 2359890.00 |
| 5425 | 2017.07.17 18:20 | sell | 2713 | 0.10 | 112.759 | 113.559 | 111.559 | ||
| 5426 | 2017.07.17 19:52 | close | 2713 | 0.10 | 112.679 | 113.559 | 111.559 | 800.00 | 2360690.00 |
| 5427 | 2017.07.19 01:05 | sell | 2714 | 0.10 | 112.100 | 112.900 | 110.900 | ||
| 5428 | 2017.07.19 02:25 | close | 2714 | 0.10 | 112.000 | 112.900 | 110.900 | 1000.00 | 2361690.00 |
| 5429 | 2017.07.20 03:55 | sell | 2715 | 0.10 | 111.881 | 112.681 | 110.681 | ||
| 5430 | 2017.07.20 04:00 | close | 2715 | 0.10 | 111.811 | 112.681 | 110.681 | 700.00 | 2362390.00 |
| 5431 | 2017.07.20 04:15 | sell | 2716 | 0.10 | 111.867 | 112.667 | 110.667 | ||
| 5432 | 2017.07.20 08:20 | close | 2716 | 0.10 | 112.109 | 112.667 | 110.667 | -2420.00 | 2359970.00 |
| 5433 | 2017.07.24 01:00 | sell | 2717 | 0.10 | 111.153 | 111.953 | 109.953 | ||
| 5434 | 2017.07.24 02:29 | close | 2717 | 0.10 | 111.077 | 111.953 | 109.953 | 760.00 | 2360730.00 |
| 5435 | 2017.07.24 21:10 | buy | 2718 | 0.10 | 111.160 | 110.360 | 112.760 | ||
| 5436 | 2017.07.25 02:25 | close | 2718 | 0.10 | 111.238 | 110.360 | 112.760 | 960.00 | 2361690.00 |
| 5437 | 2017.07.26 21:15 | buy | 2719 | 0.10 | 111.605 | 110.805 | 113.205 | ||
| 5438 | 2017.07.27 03:54 | close | 2719 | 0.10 | 110.906 | 110.805 | 113.205 | -6810.00 | 2354880.00 |
| 5439 | 2017.07.27 12:57 | sell | 2720 | 0.10 | 111.386 | 112.186 | 110.186 | ||
| 5440 | 2017.07.27 13:58 | close | 2720 | 0.10 | 111.325 | 112.186 | 110.186 | 610.00 | 2355490.00 |
| 5441 | 2017.07.27 20:05 | buy | 2721 | 0.10 | 111.368 | 110.568 | 112.968 | ||
| 5442 | 2017.07.28 03:54 | close | 2721 | 0.10 | 111.022 | 110.568 | 112.968 | -2920.00 | 2352570.00 |
| 5443 | 2017.08.01 01:15 | sell | 2722 | 0.10 | 110.304 | 111.104 | 109.104 | ||
| 5444 | 2017.08.01 05:12 | close | 2722 | 0.10 | 110.217 | 111.104 | 109.104 | 870.00 | 2353440.00 |
| 5445 | 2017.08.01 12:00 | sell | 2723 | 0.10 | 110.367 | 111.167 | 109.167 | ||
| 5446 | 2017.08.01 16:27 | close | 2723 | 0.10 | 110.434 | 111.167 | 109.167 | -670.00 | 2352770.00 |
| 5447 | 2017.08.03 22:05 | buy | 2724 | 0.10 | 110.080 | 109.280 | 111.680 | ||
| 5448 | 2017.08.04 03:54 | close | 2724 | 0.10 | 109.981 | 109.280 | 111.680 | -450.00 | 2352320.00 |
| 5449 | 2017.08.04 04:25 | sell | 2725 | 0.10 | 110.085 | 110.885 | 108.885 | ||
| 5450 | 2017.08.04 07:15 | close | 2725 | 0.10 | 110.038 | 110.885 | 108.885 | 470.00 | 2352790.00 |
| 5451 | 2017.08.07 01:05 | sell | 2726 | 0.10 | 110.789 | 111.589 | 109.589 | ||
| 5452 | 2017.08.07 03:54 | close | 2726 | 0.10 | 110.719 | 111.589 | 109.589 | 700.00 | 2353490.00 |
| 5453 | 2017.08.09 21:25 | buy | 2727 | 0.10 | 109.892 | 109.092 | 111.492 | ||
| 5454 | 2017.08.10 02:50 | close | 2727 | 0.10 | 110.063 | 109.092 | 111.492 | 1890.00 | 2355380.00 |
| 5455 | 2017.08.10 03:54 | sell | 2728 | 0.10 | 110.139 | 110.939 | 108.939 | ||
| 5456 | 2017.08.10 04:38 | close | 2728 | 0.10 | 110.037 | 110.939 | 108.939 | 1020.00 | 2356400.00 |
| 5457 | 2017.08.14 01:05 | sell | 2729 | 0.10 | 109.161 | 109.961 | 107.961 | ||
| 5458 | 2017.08.14 08:25 | close | 2729 | 0.10 | 109.566 | 109.961 | 107.961 | -4050.00 | 2352350.00 |
| 5459 | 2017.08.14 21:40 | buy | 2730 | 0.10 | 109.682 | 108.882 | 111.282 | ||
| 5460 | 2017.08.15 02:35 | close | 2730 | 0.10 | 109.919 | 108.882 | 111.282 | 2550.00 | 2354900.00 |
| 5461 | 2017.08.15 03:54 | sell | 2731 | 0.10 | 110.175 | 110.975 | 108.975 | ||
| 5462 | 2017.08.15 08:20 | close | 2731 | 0.10 | 110.262 | 110.975 | 108.975 | -870.00 | 2354030.00 |
| 5463 | 2017.08.16 21:40 | buy | 2732 | 0.10 | 110.121 | 109.321 | 111.721 | ||
| 5464 | 2017.08.16 22:20 | close | 2732 | 0.10 | 110.211 | 109.321 | 111.721 | 900.00 | 2354930.00 |
| 5465 | 2017.08.17 21:25 | buy | 2733 | 0.10 | 109.690 | 108.890 | 111.290 | ||
| 5466 | 2017.08.18 03:54 | close | 2733 | 0.10 | 109.432 | 108.890 | 111.290 | -2040.00 | 2352890.00 |
| 5467 | 2017.08.22 01:25 | sell | 2734 | 0.10 | 108.973 | 109.773 | 107.773 | ||
| 5468 | 2017.08.22 02:44 | close | 2734 | 0.10 | 108.902 | 109.773 | 107.773 | 710.00 | 2353600.00 |
| 5469 | 2017.08.23 01:05 | sell | 2735 | 0.10 | 109.620 | 110.420 | 108.420 | ||
| 5470 | 2017.08.23 05:58 | close | 2735 | 0.10 | 109.550 | 110.420 | 108.420 | 700.00 | 2354300.00 |
| 5471 | 2017.08.24 04:00 | sell | 2736 | 0.10 | 109.195 | 109.995 | 107.995 | ||
| 5472 | 2017.08.24 04:45 | close | 2736 | 0.10 | 109.125 | 109.995 | 107.995 | 700.00 | 2355000.00 |
| 5473 | 2017.08.24 19:00 | buy | 2737 | 0.10 | 109.340 | 108.540 | 110.940 | ||
| 5474 | 2017.08.24 22:00 | close | 2737 | 0.10 | 109.506 | 108.540 | 110.940 | 1660.00 | 2356660.00 |
| 5475 | 2017.08.25 01:00 | buy | 2738 | 0.10 | 109.565 | 108.765 | 111.165 | ||
| 5476 | 2017.08.25 03:54 | close | 2738 | 0.10 | 109.757 | 108.765 | 111.165 | 1920.00 | 2358580.00 |
| 5477 | 2017.08.25 03:55 | sell | 2739 | 0.10 | 109.767 | 110.567 | 108.567 | ||
| 5478 | 2017.08.25 06:58 | close | 2739 | 0.10 | 109.588 | 110.567 | 108.567 | 1790.00 | 2360370.00 |
| 5479 | 2017.08.29 12:45 | sell | 2740 | 0.10 | 108.621 | 109.421 | 107.421 | ||
| 5480 | 2017.08.29 13:14 | close | 2740 | 0.10 | 108.546 | 109.421 | 107.421 | 750.00 | 2361120.00 |
| 5481 | 2017.08.30 03:55 | sell | 2741 | 0.10 | 109.857 | 110.657 | 108.657 | ||
| 5482 | 2017.08.30 06:49 | close | 2741 | 0.10 | 109.741 | 110.657 | 108.657 | 1160.00 | 2362280.00 |
| 5483 | 2017.09.04 23:00 | buy | 2742 | 0.10 | 109.658 | 108.858 | 111.258 | ||
| 5484 | 2017.09.05 02:25 | close | 2742 | 0.10 | 109.751 | 108.858 | 111.258 | 1110.00 | 2363390.00 |
| 5485 | 2017.09.06 12:22 | sell | 2743 | 0.10 | 108.770 | 109.570 | 107.570 | ||
| 5486 | 2017.09.06 12:39 | close | 2743 | 0.10 | 108.684 | 109.570 | 107.570 | 860.00 | 2364250.00 |
| 5487 | 2017.09.07 22:45 | buy | 2744 | 0.10 | 108.487 | 107.687 | 110.087 | ||
| 5488 | 2017.09.08 03:54 | close | 2744 | 0.10 | 108.345 | 107.687 | 110.087 | -880.00 | 2363370.00 |
| 5489 | 2017.09.11 01:00 | sell | 2745 | 0.10 | 108.234 | 109.034 | 107.034 | ||
| 5490 | 2017.09.11 08:05 | close | 2745 | 0.10 | 108.368 | 109.034 | 107.034 | -1340.00 | 2362030.00 |
| 5491 | 2017.09.14 21:05 | buy | 2746 | 0.10 | 110.503 | 109.703 | 112.103 | ||
| 5492 | 2017.09.15 01:01 | s/l | 2746 | 0.10 | 109.703 | 109.703 | 112.103 | -7460.00 | 2354570.00 |
| 5493 | 2017.09.15 03:54 | sell | 2747 | 0.10 | 110.175 | 110.975 | 108.975 | ||
| 5494 | 2017.09.15 08:20 | close | 2747 | 0.10 | 110.415 | 110.975 | 108.975 | -2400.00 | 2352170.00 |
| 5495 | 2017.09.18 12:43 | buy | 2748 | 0.10 | 111.268 | 110.468 | 112.868 | ||
| 5496 | 2017.09.18 14:41 | close | 2748 | 0.10 | 111.291 | 110.468 | 112.868 | 230.00 | 2352400.00 |
| 5497 | 2017.09.18 21:35 | buy | 2749 | 0.10 | 111.500 | 110.700 | 113.100 | ||
| 5498 | 2017.09.18 22:31 | close | 2749 | 0.10 | 111.503 | 110.700 | 113.100 | 30.00 | 2352430.00 |
| 5499 | 2017.09.19 12:30 | buy | 2750 | 0.10 | 111.559 | 110.759 | 113.159 | ||
| 5500 | 2017.09.19 12:44 | close | 2750 | 0.10 | 111.626 | 110.759 | 113.159 | 670.00 | 2353100.00 |
| 5501 | 2017.09.19 21:15 | buy | 2751 | 0.10 | 111.467 | 110.667 | 113.067 | ||
| 5502 | 2017.09.20 03:54 | close | 2751 | 0.10 | 111.606 | 110.667 | 113.067 | 1570.00 | 2354670.00 |
| 5503 | 2017.09.20 12:45 | buy | 2752 | 0.10 | 111.265 | 110.465 | 112.865 | ||
| 5504 | 2017.09.20 13:01 | close | 2752 | 0.10 | 111.339 | 110.465 | 112.865 | 740.00 | 2355410.00 |
| 5505 | 2017.09.21 12:05 | buy | 2753 | 0.10 | 112.304 | 111.504 | 113.904 | ||
| 5506 | 2017.09.21 12:20 | close | 2753 | 0.10 | 112.374 | 111.504 | 113.904 | 700.00 | 2356110.00 |
| 5507 | 2017.09.22 06:15 | buy | 2754 | 0.10 | 111.784 | 110.984 | 113.384 | ||
| 5508 | 2017.09.22 08:32 | close | 2754 | 0.10 | 111.878 | 110.984 | 113.384 | 940.00 | 2357050.00 |
| 5509 | 2017.09.25 03:54 | sell | 2755 | 0.10 | 112.511 | 113.311 | 111.311 | ||
| 5510 | 2017.09.25 06:05 | close | 2755 | 0.10 | 112.232 | 113.311 | 111.311 | 2790.00 | 2359840.00 |
| 5511 | 2017.09.25 19:00 | buy | 2756 | 0.10 | 111.627 | 110.827 | 113.227 | ||
| 5512 | 2017.09.25 20:53 | close | 2756 | 0.10 | 111.703 | 110.827 | 113.227 | 760.00 | 2360600.00 |
| 5513 | 2017.09.27 23:22 | buy | 2757 | 0.10 | 112.700 | 111.900 | 114.300 | ||
| 5514 | 2017.09.27 23:31 | close | 2757 | 0.10 | 112.762 | 111.900 | 114.300 | 620.00 | 2361220.00 |
| 5515 | 2017.09.28 11:15 | buy | 2758 | 0.10 | 112.702 | 111.902 | 114.302 | ||
| 5516 | 2017.09.28 11:36 | close | 2758 | 0.10 | 112.767 | 111.902 | 114.302 | 650.00 | 2361870.00 |
| 5517 | 2017.09.28 12:43 | buy | 2759 | 0.10 | 112.731 | 111.931 | 114.331 | ||
| 5518 | 2017.09.28 13:03 | close | 2759 | 0.10 | 112.800 | 111.931 | 114.331 | 690.00 | 2362560.00 |
| 5519 | 2017.09.28 19:00 | buy | 2760 | 0.10 | 112.665 | 111.865 | 114.265 | ||
| 5520 | 2017.09.29 03:54 | close | 2760 | 0.10 | 112.657 | 111.865 | 114.265 | 460.00 | 2363020.00 |
| 5521 | 2017.09.29 03:54 | sell | 2761 | 0.10 | 112.657 | 113.457 | 111.457 | ||
| 5522 | 2017.09.29 08:20 | close | 2761 | 0.10 | 112.607 | 113.457 | 111.457 | 500.00 | 2363520.00 |
| 5523 | 2017.10.02 01:10 | sell | 2762 | 0.10 | 112.663 | 113.463 | 111.463 | ||
| 5524 | 2017.10.02 08:25 | close | 2762 | 0.10 | 112.906 | 113.463 | 111.463 | -2430.00 | 2361090.00 |
| 5525 | 2017.10.03 12:52 | buy | 2763 | 0.10 | 113.017 | 112.217 | 114.617 | ||
| 5526 | 2017.10.03 15:41 | close | 2763 | 0.10 | 113.096 | 112.217 | 114.617 | 790.00 | 2361880.00 |
| 5527 | 2017.10.04 09:30 | buy | 2764 | 0.10 | 112.494 | 111.694 | 114.094 | ||
| 5528 | 2017.10.04 09:44 | close | 2764 | 0.10 | 112.559 | 111.694 | 114.094 | 650.00 | 2362530.00 |
| 5529 | 2017.10.04 21:05 | buy | 2765 | 0.10 | 112.769 | 111.969 | 114.369 | ||
| 5530 | 2017.10.05 03:25 | close | 2765 | 0.10 | 112.888 | 111.969 | 114.369 | 1370.00 | 2363900.00 |
| 5531 | 2017.10.05 12:00 | buy | 2766 | 0.10 | 112.594 | 111.794 | 114.194 | ||
| 5532 | 2017.10.05 15:34 | close | 2766 | 0.10 | 112.551 | 111.794 | 114.194 | -430.00 | 2363470.00 |
| 5533 | 2017.10.05 15:50 | buy | 2767 | 0.10 | 112.436 | 111.636 | 114.036 | ||
| 5534 | 2017.10.05 16:16 | close | 2767 | 0.10 | 112.551 | 111.636 | 114.036 | 1150.00 | 2364620.00 |
| 5535 | 2017.10.09 21:40 | buy | 2768 | 0.10 | 112.660 | 111.860 | 114.260 | ||
| 5536 | 2017.10.10 03:30 | close | 2768 | 0.10 | 112.784 | 111.860 | 114.260 | 1420.00 | 2366040.00 |
| 5537 | 2017.10.10 03:54 | sell | 2769 | 0.10 | 112.756 | 113.556 | 111.556 | ||
| 5538 | 2017.10.10 04:54 | close | 2769 | 0.10 | 112.618 | 113.556 | 111.556 | 1380.00 | 2367420.00 |
| 5539 | 2017.10.10 12:00 | buy | 2770 | 0.10 | 112.400 | 111.600 | 114.000 | ||
| 5540 | 2017.10.10 14:30 | close | 2770 | 0.10 | 112.453 | 111.600 | 114.000 | 530.00 | 2367950.00 |
| 5541 | 2017.10.12 21:00 | buy | 2771 | 0.10 | 112.166 | 111.366 | 113.766 | ||
| 5542 | 2017.10.13 03:54 | close | 2771 | 0.10 | 112.246 | 111.366 | 113.766 | 1340.00 | 2369290.00 |
| 5543 | 2017.10.13 03:55 | sell | 2772 | 0.10 | 112.233 | 113.033 | 111.033 | ||
| 5544 | 2017.10.13 05:20 | close | 2772 | 0.10 | 112.140 | 113.033 | 111.033 | 930.00 | 2370220.00 |
| 5545 | 2017.10.16 01:20 | sell | 2773 | 0.10 | 111.944 | 112.744 | 110.744 | ||
| 5546 | 2017.10.16 07:00 | close | 2773 | 0.10 | 111.934 | 112.744 | 110.744 | 100.00 | 2370320.00 |
| 5547 | 2017.10.17 21:20 | buy | 2774 | 0.10 | 112.175 | 111.375 | 113.775 | ||
| 5548 | 2017.10.18 01:00 | close | 2774 | 0.10 | 112.195 | 111.375 | 113.775 | 380.00 | 2370700.00 |
| 5549 | 2017.10.19 11:00 | buy | 2775 | 0.10 | 112.679 | 111.879 | 114.279 | ||
| 5550 | 2017.10.19 15:55 | close | 2775 | 0.10 | 112.507 | 111.879 | 114.279 | -1720.00 | 2368980.00 |