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 |
| 5551 | 2017.10.19 23:25 | buy | 2776 | 0.10 | 112.495 | 111.695 | 114.095 | ||
| 5552 | 2017.10.20 02:55 | close | 2776 | 0.10 | 112.691 | 111.695 | 114.095 | 2500.00 | 2371480.00 |
| 5553 | 2017.10.20 03:54 | sell | 2777 | 0.10 | 112.734 | 113.534 | 111.534 | ||
| 5554 | 2017.10.20 08:20 | close | 2777 | 0.10 | 113.174 | 113.534 | 111.534 | -4400.00 | 2367080.00 |
| 5555 | 2017.10.23 22:35 | buy | 2778 | 0.10 | 113.552 | 112.752 | 115.152 | ||
| 5556 | 2017.10.24 00:42 | close | 2778 | 0.10 | 113.474 | 112.752 | 115.152 | -600.00 | 2366480.00 |
| 5557 | 2017.10.24 20:30 | buy | 2779 | 0.10 | 113.870 | 113.070 | 115.470 | ||
| 5558 | 2017.10.25 03:54 | close | 2779 | 0.10 | 113.920 | 113.070 | 115.470 | 680.00 | 2367160.00 |
| 5559 | 2017.10.25 19:30 | buy | 2780 | 0.10 | 113.542 | 112.742 | 115.142 | ||
| 5560 | 2017.10.25 19:52 | close | 2780 | 0.10 | 113.619 | 112.742 | 115.142 | 770.00 | 2367930.00 |
| 5561 | 2017.10.30 01:40 | buy | 2781 | 0.10 | 113.747 | 112.947 | 115.347 | ||
| 5562 | 2017.10.30 03:54 | close | 2781 | 0.10 | 113.759 | 112.947 | 115.347 | 120.00 | 2368050.00 |
| 5563 | 2017.10.30 19:00 | buy | 2782 | 0.10 | 113.250 | 112.450 | 114.850 | ||
| 5564 | 2017.10.30 20:18 | close | 2782 | 0.10 | 113.210 | 112.450 | 114.850 | -400.00 | 2367650.00 |
| 5565 | 2017.11.01 20:30 | buy | 2783 | 0.10 | 113.901 | 113.101 | 115.501 | ||
| 5566 | 2017.11.01 21:09 | close | 2783 | 0.10 | 113.970 | 113.101 | 115.501 | 690.00 | 2368340.00 |
| 5567 | 2017.11.06 12:30 | buy | 2784 | 0.10 | 114.092 | 113.292 | 115.692 | ||
| 5568 | 2017.11.06 13:50 | close | 2784 | 0.10 | 114.126 | 113.292 | 115.692 | 340.00 | 2368680.00 |
| 5569 | 2017.11.06 19:00 | buy | 2785 | 0.10 | 113.901 | 113.101 | 115.501 | ||
| 5570 | 2017.11.07 00:41 | close | 2785 | 0.10 | 113.763 | 113.101 | 115.501 | -1200.00 | 2367480.00 |
| 5571 | 2017.11.07 12:59 | buy | 2786 | 0.10 | 114.169 | 113.369 | 115.769 | ||
| 5572 | 2017.11.07 14:49 | close | 2786 | 0.10 | 114.199 | 113.369 | 115.769 | 300.00 | 2367780.00 |
| 5573 | 2017.11.08 13:00 | buy | 2787 | 0.10 | 113.615 | 112.815 | 115.215 | ||
| 5574 | 2017.11.08 13:16 | close | 2787 | 0.10 | 113.683 | 112.815 | 115.215 | 680.00 | 2368460.00 |
| 5575 | 2017.11.08 13:28 | buy | 2788 | 0.10 | 113.613 | 112.813 | 115.213 | ||
| 5576 | 2017.11.08 16:10 | close | 2788 | 0.10 | 113.596 | 112.813 | 115.213 | -170.00 | 2368290.00 |
| 5577 | 2017.11.09 20:10 | buy | 2789 | 0.10 | 113.128 | 112.328 | 114.728 | ||
| 5578 | 2017.11.09 22:40 | close | 2789 | 0.10 | 113.344 | 112.328 | 114.728 | 2160.00 | 2370450.00 |
| 5579 | 2017.11.10 03:15 | sell | 2790 | 0.10 | 113.382 | 114.182 | 112.182 | ||
| 5580 | 2017.11.10 07:20 | close | 2790 | 0.10 | 113.468 | 114.182 | 112.182 | -860.00 | 2369590.00 |
| 5581 | 2017.11.14 20:00 | buy | 2791 | 0.10 | 113.413 | 112.613 | 115.013 | ||
| 5582 | 2017.11.15 02:54 | close | 2791 | 0.10 | 113.446 | 112.613 | 115.013 | 510.00 | 2370100.00 |
| 5583 | 2017.11.15 02:54 | sell | 2792 | 0.10 | 113.446 | 114.246 | 112.246 | ||
| 5584 | 2017.11.15 03:16 | close | 2792 | 0.10 | 113.346 | 114.246 | 112.246 | 1000.00 | 2371100.00 |
| 5585 | 2017.11.15 12:15 | buy | 2793 | 0.10 | 112.776 | 111.976 | 114.376 | ||
| 5586 | 2017.11.15 13:37 | close | 2793 | 0.10 | 112.786 | 111.976 | 114.376 | 100.00 | 2371200.00 |
| 5587 | 2017.11.17 01:30 | sell | 2794 | 0.10 | 113.137 | 113.937 | 111.937 | ||
| 5588 | 2017.11.17 01:48 | close | 2794 | 0.10 | 113.056 | 113.937 | 111.937 | 810.00 | 2372010.00 |
| 5589 | 2017.11.22 12:06 | sell | 2795 | 0.10 | 112.132 | 112.932 | 110.932 | ||
| 5590 | 2017.11.22 12:35 | close | 2795 | 0.10 | 112.074 | 112.932 | 110.932 | 580.00 | 2372590.00 |
| 5591 | 2017.11.22 21:40 | buy | 2796 | 0.10 | 111.209 | 110.409 | 112.809 | ||
| 5592 | 2017.11.23 00:10 | close | 2796 | 0.10 | 111.214 | 110.409 | 112.809 | 230.00 | 2372820.00 |
| 5593 | 2017.11.23 01:55 | sell | 2797 | 0.10 | 111.289 | 112.089 | 110.089 | ||
| 5594 | 2017.11.23 02:45 | close | 2797 | 0.10 | 111.178 | 112.089 | 110.089 | 1110.00 | 2373930.00 |
| 5595 | 2017.11.23 18:30 | buy | 2798 | 0.10 | 111.194 | 110.394 | 112.794 | ||
| 5596 | 2017.11.24 02:05 | close | 2798 | 0.10 | 111.309 | 110.394 | 112.794 | 1690.00 | 2375620.00 |
| 5597 | 2017.11.24 02:54 | sell | 2799 | 0.10 | 111.421 | 112.221 | 110.221 | ||
| 5598 | 2017.11.24 04:04 | close | 2799 | 0.10 | 111.280 | 112.221 | 110.221 | 1410.00 | 2377030.00 |
| 5599 | 2017.11.24 06:00 | sell | 2800 | 0.10 | 111.449 | 112.249 | 110.249 | ||
| 5600 | 2017.11.24 07:53 | close | 2800 | 0.10 | 111.451 | 112.249 | 110.249 | -20.00 | 2377010.00 |
| 5601 | 2017.11.28 01:40 | sell | 2801 | 0.10 | 111.136 | 111.936 | 109.936 | ||
| 5602 | 2017.11.28 02:20 | close | 2801 | 0.10 | 111.030 | 111.936 | 109.936 | 1060.00 | 2378070.00 |
| 5603 | 2017.11.28 04:25 | sell | 2802 | 0.10 | 111.266 | 112.066 | 110.066 | ||
| 5604 | 2017.11.28 05:40 | close | 2802 | 0.10 | 111.190 | 112.066 | 110.066 | 760.00 | 2378830.00 |
| 5605 | 2017.11.29 01:30 | sell | 2803 | 0.10 | 111.571 | 112.371 | 110.371 | ||
| 5606 | 2017.11.29 04:41 | close | 2803 | 0.10 | 111.499 | 112.371 | 110.371 | 720.00 | 2379550.00 |
| 5607 | 2017.11.29 18:35 | buy | 2804 | 0.10 | 111.817 | 111.017 | 113.417 | ||
| 5608 | 2017.11.29 20:25 | close | 2804 | 0.10 | 111.997 | 111.017 | 113.417 | 1800.00 | 2381350.00 |
| 5609 | 2017.11.29 21:25 | buy | 2805 | 0.10 | 111.849 | 111.049 | 113.449 | ||
| 5610 | 2017.11.30 01:00 | close | 2805 | 0.10 | 112.004 | 111.049 | 113.449 | 1730.00 | 2383080.00 |
| 5611 | 2017.12.04 20:35 | buy | 2806 | 0.10 | 112.719 | 111.919 | 114.319 | ||
| 5612 | 2017.12.05 02:54 | close | 2806 | 0.10 | 112.482 | 111.919 | 114.319 | -2190.00 | 2380890.00 |
| 5613 | 2017.12.07 01:35 | sell | 2807 | 0.10 | 112.315 | 113.115 | 111.115 | ||
| 5614 | 2017.12.07 05:55 | close | 2807 | 0.10 | 112.374 | 113.115 | 111.115 | -590.00 | 2380300.00 |
| 5615 | 2017.12.08 02:55 | sell | 2808 | 0.10 | 113.248 | 114.048 | 112.048 | ||
| 5616 | 2017.12.08 07:20 | close | 2808 | 0.10 | 113.347 | 114.048 | 112.048 | -990.00 | 2379310.00 |
| 5617 | 2017.12.11 09:05 | buy | 2809 | 0.10 | 113.437 | 112.637 | 115.037 | ||
| 5618 | 2017.12.11 12:11 | close | 2809 | 0.10 | 113.407 | 112.637 | 115.037 | -300.00 | 2379010.00 |
| 5619 | 2017.12.13 21:00 | buy | 2810 | 0.10 | 112.890 | 112.090 | 114.490 | ||
| 5620 | 2017.12.13 21:03 | close | 2810 | 0.10 | 113.024 | 112.090 | 114.490 | 1340.00 | 2380350.00 |
| 5621 | 2017.12.13 21:14 | buy | 2811 | 0.10 | 112.776 | 111.976 | 114.376 | ||
| 5622 | 2017.12.13 21:23 | close | 2811 | 0.10 | 112.837 | 111.976 | 114.376 | 610.00 | 2380960.00 |
| 5623 | 2017.12.14 01:00 | sell | 2812 | 0.10 | 112.683 | 113.483 | 111.483 | ||
| 5624 | 2017.12.14 03:54 | close | 2812 | 0.10 | 112.600 | 113.483 | 111.483 | 830.00 | 2381790.00 |
| 5625 | 2017.12.14 11:15 | sell | 2813 | 0.10 | 112.841 | 113.641 | 111.641 | ||
| 5626 | 2017.12.14 11:47 | close | 2813 | 0.10 | 112.778 | 113.641 | 111.641 | 630.00 | 2382420.00 |
| 5627 | 2017.12.14 20:25 | buy | 2814 | 0.10 | 112.179 | 111.379 | 113.779 | ||
| 5628 | 2017.12.15 02:54 | close | 2814 | 0.10 | 112.340 | 111.379 | 113.779 | 2150.00 | 2384570.00 |
| 5629 | 2017.12.15 02:54 | sell | 2815 | 0.10 | 112.340 | 113.140 | 111.140 | ||
| 5630 | 2017.12.15 04:01 | close | 2815 | 0.10 | 112.225 | 113.140 | 111.140 | 1150.00 | 2385720.00 |
| 5631 | 2017.12.19 20:35 | buy | 2816 | 0.10 | 112.974 | 112.174 | 114.574 | ||
| 5632 | 2017.12.20 02:00 | close | 2816 | 0.10 | 112.999 | 112.174 | 114.574 | 430.00 | 2386150.00 |
| 5633 | 2017.12.20 02:54 | sell | 2817 | 0.10 | 112.957 | 113.757 | 111.757 | ||
| 5634 | 2017.12.20 04:05 | close | 2817 | 0.10 | 112.885 | 113.757 | 111.757 | 720.00 | 2386870.00 |
| 5635 | 2017.12.21 21:40 | buy | 2818 | 0.10 | 113.382 | 112.582 | 114.982 | ||
| 5636 | 2017.12.22 00:35 | close | 2818 | 0.10 | 113.357 | 112.582 | 114.982 | 290.00 | 2387160.00 |
| 5637 | 2017.12.26 21:05 | buy | 2819 | 0.10 | 113.147 | 112.347 | 114.747 | ||
| 5638 | 2017.12.27 00:10 | close | 2819 | 0.10 | 113.197 | 112.347 | 114.747 | 680.00 | 2387840.00 |
| 5639 | 2018.01.02 01:25 | sell | 2820 | 0.10 | 112.693 | 113.493 | 111.493 | ||
| 5640 | 2018.01.02 07:55 | close | 2820 | 0.10 | 112.692 | 113.493 | 111.493 | 10.00 | 2387850.00 |
| 5641 | 2018.01.04 01:30 | sell | 2821 | 0.10 | 112.604 | 113.404 | 111.404 | ||
| 5642 | 2018.01.04 08:10 | close | 2821 | 0.10 | 112.573 | 113.404 | 111.404 | 310.00 | 2388160.00 |
| 5643 | 2018.01.04 22:10 | buy | 2822 | 0.10 | 112.749 | 111.949 | 114.349 | ||
| 5644 | 2018.01.05 01:20 | close | 2822 | 0.10 | 112.787 | 111.949 | 114.349 | 920.00 | 2389080.00 |
| 5645 | 2018.01.08 11:40 | buy | 2823 | 0.10 | 113.144 | 112.344 | 114.744 | ||
| 5646 | 2018.01.08 16:31 | close | 2823 | 0.10 | 112.977 | 112.344 | 114.744 | -1670.00 | 2387410.00 |
| 5647 | 2018.01.11 06:30 | sell | 2824 | 0.10 | 111.780 | 112.580 | 110.580 | ||
| 5648 | 2018.01.11 07:02 | close | 2824 | 0.10 | 111.718 | 112.580 | 110.580 | 620.00 | 2388030.00 |
| 5649 | 2018.01.11 20:55 | buy | 2825 | 0.10 | 111.077 | 110.277 | 112.677 | ||
| 5650 | 2018.01.11 22:30 | close | 2825 | 0.10 | 111.173 | 110.277 | 112.677 | 960.00 | 2388990.00 |
| 5651 | 2018.01.12 01:15 | sell | 2826 | 0.10 | 111.274 | 112.074 | 110.074 | ||
| 5652 | 2018.01.12 02:09 | close | 2826 | 0.10 | 111.190 | 112.074 | 110.074 | 840.00 | 2389830.00 |
| 5653 | 2018.01.16 01:00 | sell | 2827 | 0.10 | 110.544 | 111.344 | 109.344 | ||
| 5654 | 2018.01.16 08:25 | close | 2827 | 0.10 | 110.875 | 111.344 | 109.344 | -3310.00 | 2386520.00 |
| 5655 | 2018.01.18 01:00 | sell | 2828 | 0.10 | 111.349 | 112.149 | 110.149 | ||
| 5656 | 2018.01.18 02:05 | close | 2828 | 0.10 | 111.258 | 112.149 | 110.149 | 910.00 | 2387430.00 |
| 5657 | 2018.01.18 20:00 | buy | 2829 | 0.10 | 110.963 | 110.163 | 112.563 | ||
| 5658 | 2018.01.19 02:54 | close | 2829 | 0.10 | 111.066 | 110.163 | 112.563 | 1570.00 | 2389000.00 |
| 5659 | 2018.01.22 01:15 | sell | 2830 | 0.10 | 110.769 | 111.569 | 109.569 | ||
| 5660 | 2018.01.22 01:45 | close | 2830 | 0.10 | 110.678 | 111.569 | 109.569 | 910.00 | 2389910.00 |
| 5661 | 2018.01.24 01:20 | sell | 2831 | 0.10 | 110.330 | 111.130 | 109.130 | ||
| 5662 | 2018.01.24 01:36 | close | 2831 | 0.10 | 110.256 | 111.130 | 109.130 | 740.00 | 2390650.00 |
| 5663 | 2018.01.24 18:05 | buy | 2832 | 0.10 | 109.258 | 108.458 | 110.858 | ||
| 5664 | 2018.01.25 01:35 | close | 2832 | 0.10 | 109.266 | 108.458 | 110.858 | 260.00 | 2390910.00 |
| 5665 | 2018.01.26 01:00 | sell | 2833 | 0.10 | 109.651 | 110.451 | 108.451 | ||
| 5666 | 2018.01.26 01:15 | close | 2833 | 0.10 | 109.560 | 110.451 | 108.451 | 910.00 | 2391820.00 |
| 5667 | 2018.01.29 20:15 | buy | 2834 | 0.10 | 109.067 | 108.267 | 110.667 | ||
| 5668 | 2018.01.30 02:54 | close | 2834 | 0.10 | 109.011 | 108.267 | 110.667 | -380.00 | 2391440.00 |
| 5669 | 2018.01.30 02:54 | sell | 2835 | 0.10 | 109.011 | 109.811 | 107.811 | ||
| 5670 | 2018.01.30 03:07 | close | 2835 | 0.10 | 108.852 | 109.811 | 107.811 | 1590.00 | 2393030.00 |
| 5671 | 2018.01.31 12:22 | sell | 2836 | 0.10 | 108.785 | 109.585 | 107.585 | ||
| 5672 | 2018.01.31 14:05 | close | 2836 | 0.10 | 108.723 | 109.585 | 107.585 | 620.00 | 2393650.00 |
| 5673 | 2018.02.01 22:50 | buy | 2837 | 0.10 | 109.254 | 108.454 | 110.854 | ||
| 5674 | 2018.02.01 23:30 | close | 2837 | 0.10 | 109.348 | 108.454 | 110.854 | 940.00 | 2394590.00 |
| 5675 | 2018.02.05 20:45 | buy | 2838 | 0.10 | 109.790 | 108.990 | 111.390 | ||
| 5676 | 2018.02.05 21:00 | close | 2838 | 0.10 | 109.903 | 108.990 | 111.390 | 1130.00 | 2395720.00 |
| 5677 | 2018.02.06 12:50 | sell | 2839 | 0.10 | 109.143 | 109.943 | 107.943 | ||
| 5678 | 2018.02.06 13:09 | close | 2839 | 0.10 | 109.075 | 109.943 | 107.943 | 680.00 | 2396400.00 |
| 5679 | 2018.02.07 01:00 | sell | 2840 | 0.10 | 109.698 | 110.498 | 108.498 | ||
| 5680 | 2018.02.07 01:30 | close | 2840 | 0.10 | 109.607 | 110.498 | 108.498 | 910.00 | 2397310.00 |
| 5681 | 2018.02.07 14:50 | sell | 2841 | 0.10 | 109.321 | 110.121 | 108.121 | ||
| 5682 | 2018.02.07 15:02 | close | 2841 | 0.10 | 109.251 | 110.121 | 108.121 | 700.00 | 2398010.00 |
| 5683 | 2018.02.08 22:45 | buy | 2842 | 0.10 | 108.762 | 107.962 | 110.362 | ||
| 5684 | 2018.02.09 02:54 | close | 2842 | 0.10 | 108.829 | 107.962 | 110.362 | 1210.00 | 2399220.00 |
| 5685 | 2018.02.09 02:54 | sell | 2843 | 0.10 | 108.829 | 109.629 | 107.629 | ||
| 5686 | 2018.02.09 07:20 | close | 2843 | 0.10 | 108.911 | 109.629 | 107.629 | -820.00 | 2398400.00 |
| 5687 | 2018.02.13 01:30 | sell | 2844 | 0.10 | 108.769 | 109.569 | 107.569 | ||
| 5688 | 2018.02.13 01:45 | close | 2844 | 0.10 | 108.678 | 109.569 | 107.569 | 910.00 | 2399310.00 |
| 5689 | 2018.02.14 01:05 | sell | 2845 | 0.10 | 107.839 | 108.639 | 106.639 | ||
| 5690 | 2018.02.14 01:21 | close | 2845 | 0.10 | 107.769 | 108.639 | 106.639 | 700.00 | 2400010.00 |
| 5691 | 2018.02.14 20:00 | buy | 2846 | 0.10 | 107.054 | 106.254 | 108.654 | ||
| 5692 | 2018.02.15 02:54 | close | 2846 | 0.10 | 106.808 | 106.254 | 108.654 | -2280.00 | 2397730.00 |
| 5693 | 2018.02.15 12:09 | sell | 2847 | 0.10 | 106.477 | 107.277 | 105.277 | ||
| 5694 | 2018.02.15 12:40 | close | 2847 | 0.10 | 106.412 | 107.277 | 105.277 | 650.00 | 2398380.00 |
| 5695 | 2018.02.15 12:51 | sell | 2848 | 0.10 | 106.551 | 107.351 | 105.351 | ||
| 5696 | 2018.02.15 14:39 | close | 2848 | 0.10 | 106.663 | 107.351 | 105.351 | -1120.00 | 2397260.00 |
| 5697 | 2018.02.16 01:20 | sell | 2849 | 0.10 | 106.222 | 107.022 | 105.022 | ||
| 5698 | 2018.02.16 01:35 | close | 2849 | 0.10 | 106.126 | 107.022 | 105.022 | 960.00 | 2398220.00 |
| 5699 | 2018.02.19 20:05 | buy | 2850 | 0.10 | 106.569 | 105.769 | 108.169 | ||
| 5700 | 2018.02.20 01:25 | close | 2850 | 0.10 | 106.655 | 105.769 | 108.169 | 1040.00 | 2399260.00 |