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 |
| 5701 | 2018.02.21 21:10 | buy | 2851 | 0.10 | 107.462 | 106.662 | 109.062 | ||
| 5702 | 2018.02.21 21:30 | close | 2851 | 0.10 | 107.618 | 106.662 | 109.062 | 1560.00 | 2400820.00 |
| 5703 | 2018.02.22 19:20 | buy | 2852 | 0.10 | 106.943 | 106.143 | 108.543 | ||
| 5704 | 2018.02.23 02:45 | close | 2852 | 0.10 | 106.945 | 106.143 | 108.543 | 560.00 | 2401380.00 |
| 5705 | 2018.02.23 02:54 | sell | 2853 | 0.10 | 106.940 | 107.740 | 105.740 | ||
| 5706 | 2018.02.23 03:49 | close | 2853 | 0.10 | 106.748 | 107.740 | 105.740 | 1920.00 | 2403300.00 |
| 5707 | 2018.02.26 14:15 | sell | 2854 | 0.10 | 106.789 | 107.589 | 105.589 | ||
| 5708 | 2018.02.26 14:38 | close | 2854 | 0.10 | 106.723 | 107.589 | 105.589 | 660.00 | 2403960.00 |
| 5709 | 2018.02.28 01:55 | sell | 2855 | 0.10 | 107.433 | 108.233 | 106.233 | ||
| 5710 | 2018.02.28 02:55 | close | 2855 | 0.10 | 107.328 | 108.233 | 106.233 | 1050.00 | 2405010.00 |
| 5711 | 2018.03.05 12:08 | sell | 2856 | 0.10 | 105.611 | 106.411 | 104.411 | ||
| 5712 | 2018.03.05 19:23 | close | 2856 | 0.10 | 105.912 | 106.411 | 104.411 | -3010.00 | 2402000.00 |
| 5713 | 2018.03.06 01:25 | sell | 2857 | 0.10 | 106.274 | 107.074 | 105.074 | ||
| 5714 | 2018.03.06 07:00 | close | 2857 | 0.10 | 106.288 | 107.074 | 105.074 | -140.00 | 2401860.00 |
| 5715 | 2018.03.09 02:54 | sell | 2858 | 0.10 | 106.695 | 107.495 | 105.495 | ||
| 5716 | 2018.03.09 06:23 | close | 2858 | 0.10 | 106.594 | 107.495 | 105.495 | 1010.00 | 2402870.00 |
| 5717 | 2018.03.13 01:00 | sell | 2859 | 0.10 | 106.437 | 107.237 | 105.237 | ||
| 5718 | 2018.03.13 02:02 | close | 2859 | 0.10 | 106.365 | 107.237 | 105.237 | 720.00 | 2403590.00 |
| 5719 | 2018.03.14 21:50 | buy | 2860 | 0.10 | 106.259 | 105.459 | 107.859 | ||
| 5720 | 2018.03.15 03:54 | close | 2860 | 0.10 | 105.995 | 105.459 | 107.859 | -2460.00 | 2401130.00 |
| 5721 | 2018.03.19 12:06 | sell | 2861 | 0.10 | 105.953 | 106.753 | 104.753 | ||
| 5722 | 2018.03.19 16:10 | close | 2861 | 0.10 | 106.133 | 106.753 | 104.753 | -1800.00 | 2399330.00 |
| 5723 | 2018.03.19 21:00 | buy | 2862 | 0.10 | 105.886 | 105.086 | 107.486 | ||
| 5724 | 2018.03.20 03:54 | close | 2862 | 0.10 | 106.095 | 105.086 | 107.486 | 2270.00 | 2401600.00 |
| 5725 | 2018.03.20 03:55 | sell | 2863 | 0.10 | 106.097 | 106.897 | 104.897 | ||
| 5726 | 2018.03.20 04:00 | close | 2863 | 0.10 | 106.025 | 106.897 | 104.897 | 720.00 | 2402320.00 |
| 5727 | 2018.03.20 04:15 | sell | 2864 | 0.10 | 106.102 | 106.902 | 104.902 | ||
| 5728 | 2018.03.20 08:20 | close | 2864 | 0.10 | 106.302 | 106.902 | 104.902 | -2000.00 | 2400320.00 |
| 5729 | 2018.03.22 19:05 | buy | 2865 | 0.10 | 105.393 | 104.593 | 106.993 | ||
| 5730 | 2018.03.22 19:20 | close | 2865 | 0.10 | 105.571 | 104.593 | 106.993 | 1780.00 | 2402100.00 |
| 5731 | 2018.03.22 21:35 | buy | 2866 | 0.10 | 105.652 | 104.852 | 107.252 | ||
| 5732 | 2018.03.23 01:40 | s/l | 2866 | 0.10 | 104.852 | 104.852 | 107.252 | -7460.00 | 2394640.00 |
| 5733 | 2018.03.26 12:50 | sell | 2867 | 0.10 | 105.088 | 105.888 | 103.888 | ||
| 5734 | 2018.03.26 18:09 | close | 2867 | 0.10 | 105.019 | 105.888 | 103.888 | 690.00 | 2395330.00 |
| 5735 | 2018.03.27 01:05 | sell | 2868 | 0.10 | 105.491 | 106.291 | 104.291 | ||
| 5736 | 2018.03.27 02:02 | close | 2868 | 0.10 | 105.421 | 106.291 | 104.291 | 700.00 | 2396030.00 |
| 5737 | 2018.03.29 19:15 | buy | 2869 | 0.10 | 106.300 | 105.500 | 107.900 | ||
| 5738 | 2018.03.29 20:00 | close | 2869 | 0.10 | 106.456 | 105.500 | 107.900 | 1560.00 | 2397590.00 |
| 5739 | 2018.03.29 22:45 | buy | 2870 | 0.10 | 106.437 | 105.637 | 108.037 | ||
| 5740 | 2018.03.30 03:54 | close | 2870 | 0.10 | 106.235 | 105.637 | 108.037 | -1480.00 | 2396110.00 |
| 5741 | 2018.04.06 01:55 | buy | 2871 | 0.10 | 107.219 | 106.419 | 108.819 | ||
| 5742 | 2018.04.06 05:19 | close | 2871 | 0.10 | 107.226 | 106.419 | 108.819 | 70.00 | 2396180.00 |
| 5743 | 2018.04.09 01:20 | sell | 2872 | 0.10 | 107.025 | 107.825 | 105.825 | ||
| 5744 | 2018.04.09 01:45 | close | 2872 | 0.10 | 106.954 | 107.825 | 105.825 | 710.00 | 2396890.00 |
| 5745 | 2018.04.09 21:10 | buy | 2873 | 0.10 | 106.887 | 106.087 | 108.487 | ||
| 5746 | 2018.04.10 03:54 | close | 2873 | 0.10 | 106.712 | 106.087 | 108.487 | -1570.00 | 2395320.00 |
| 5747 | 2018.04.10 03:55 | sell | 2874 | 0.10 | 106.721 | 107.521 | 105.521 | ||
| 5748 | 2018.04.10 08:20 | close | 2874 | 0.10 | 107.133 | 107.521 | 105.521 | -4120.00 | 2391200.00 |
| 5749 | 2018.04.12 21:05 | buy | 2875 | 0.10 | 107.187 | 106.387 | 108.787 | ||
| 5750 | 2018.04.13 03:54 | close | 2875 | 0.10 | 107.346 | 106.387 | 108.787 | 2130.00 | 2393330.00 |
| 5751 | 2018.04.13 03:54 | sell | 2876 | 0.10 | 107.346 | 108.146 | 106.146 | ||
| 5752 | 2018.04.13 08:20 | close | 2876 | 0.10 | 107.431 | 108.146 | 106.146 | -850.00 | 2392480.00 |
| 5753 | 2018.04.19 23:00 | buy | 2877 | 0.10 | 107.357 | 106.557 | 108.957 | ||
| 5754 | 2018.04.20 03:54 | close | 2877 | 0.10 | 107.489 | 106.557 | 108.957 | 1860.00 | 2394340.00 |
| 5755 | 2018.04.20 03:54 | sell | 2878 | 0.10 | 107.489 | 108.289 | 106.289 | ||
| 5756 | 2018.04.20 08:20 | close | 2878 | 0.10 | 107.624 | 108.289 | 106.289 | -1350.00 | 2392990.00 |
| 5757 | 2018.04.23 21:35 | buy | 2879 | 0.10 | 108.580 | 107.780 | 110.180 | ||
| 5758 | 2018.04.23 22:15 | close | 2879 | 0.10 | 108.702 | 107.780 | 110.180 | 1220.00 | 2394210.00 |
| 5759 | 2018.04.24 19:25 | buy | 2880 | 0.10 | 108.877 | 108.077 | 110.477 | ||
| 5760 | 2018.04.25 03:35 | close | 2880 | 0.10 | 108.953 | 108.077 | 110.477 | 940.00 | 2395150.00 |
| 5761 | 2018.04.25 03:54 | sell | 2881 | 0.10 | 108.882 | 109.682 | 107.682 | ||
| 5762 | 2018.04.25 05:15 | close | 2881 | 0.10 | 108.820 | 109.682 | 107.682 | 620.00 | 2395770.00 |
| 5763 | 2018.04.25 12:07 | buy | 2882 | 0.10 | 109.072 | 108.272 | 110.672 | ||
| 5764 | 2018.04.25 13:02 | close | 2882 | 0.10 | 109.098 | 108.272 | 110.672 | 260.00 | 2396030.00 |
| 5765 | 2018.04.26 12:54 | buy | 2883 | 0.10 | 109.270 | 108.470 | 110.870 | ||
| 5766 | 2018.04.26 17:15 | close | 2883 | 0.10 | 109.264 | 108.470 | 110.870 | -60.00 | 2395970.00 |
| 5767 | 2018.05.01 20:10 | buy | 2884 | 0.10 | 109.527 | 108.727 | 111.127 | ||
| 5768 | 2018.05.01 20:19 | close | 2884 | 0.10 | 109.598 | 108.727 | 111.127 | 710.00 | 2396680.00 |
| 5769 | 2018.05.02 21:02 | buy | 2885 | 0.10 | 109.776 | 108.976 | 111.376 | ||
| 5770 | 2018.05.02 22:43 | close | 2885 | 0.10 | 109.879 | 108.976 | 111.376 | 1030.00 | 2397710.00 |
| 5771 | 2018.05.07 21:05 | buy | 2886 | 0.10 | 109.026 | 108.226 | 110.626 | ||
| 5772 | 2018.05.08 01:00 | close | 2886 | 0.10 | 109.085 | 108.226 | 110.626 | 770.00 | 2398480.00 |
| 5773 | 2018.05.09 21:05 | buy | 2887 | 0.10 | 109.657 | 108.857 | 111.257 | ||
| 5774 | 2018.05.10 02:40 | close | 2887 | 0.10 | 109.815 | 108.857 | 111.257 | 1760.00 | 2400240.00 |
| 5775 | 2018.05.10 03:55 | sell | 2888 | 0.10 | 109.914 | 110.714 | 108.714 | ||
| 5776 | 2018.05.10 04:11 | close | 2888 | 0.10 | 109.779 | 110.714 | 108.714 | 1350.00 | 2401590.00 |
| 5777 | 2018.05.10 12:00 | buy | 2889 | 0.10 | 109.774 | 108.974 | 111.374 | ||
| 5778 | 2018.05.10 18:05 | close | 2889 | 0.10 | 109.612 | 108.974 | 111.374 | -1620.00 | 2399970.00 |
| 5779 | 2018.05.14 22:15 | buy | 2890 | 0.10 | 109.622 | 108.822 | 111.222 | ||
| 5780 | 2018.05.15 02:20 | close | 2890 | 0.10 | 109.736 | 108.822 | 111.222 | 1320.00 | 2401290.00 |
| 5781 | 2018.05.15 21:35 | buy | 2891 | 0.10 | 110.269 | 109.469 | 111.869 | ||
| 5782 | 2018.05.15 21:45 | close | 2891 | 0.10 | 110.337 | 109.469 | 111.869 | 680.00 | 2401970.00 |
| 5783 | 2018.05.17 21:10 | buy | 2892 | 0.10 | 110.695 | 109.895 | 112.295 | ||
| 5784 | 2018.05.18 03:54 | close | 2892 | 0.10 | 110.877 | 109.895 | 112.295 | 2360.00 | 2404330.00 |
| 5785 | 2018.05.18 04:10 | sell | 2893 | 0.10 | 110.936 | 111.736 | 109.736 | ||
| 5786 | 2018.05.18 08:20 | close | 2893 | 0.10 | 110.925 | 111.736 | 109.736 | 110.00 | 2404440.00 |
| 5787 | 2018.05.21 22:45 | buy | 2894 | 0.10 | 111.027 | 110.227 | 112.627 | ||
| 5788 | 2018.05.22 02:34 | close | 2894 | 0.10 | 110.968 | 110.227 | 112.627 | -410.00 | 2404030.00 |
| 5789 | 2018.05.22 22:35 | buy | 2895 | 0.10 | 110.917 | 110.117 | 112.517 | ||
| 5790 | 2018.05.23 03:54 | close | 2895 | 0.10 | 110.839 | 110.117 | 112.517 | -600.00 | 2403430.00 |
| 5791 | 2018.05.23 06:00 | buy | 2896 | 0.10 | 110.465 | 109.665 | 112.065 | ||
| 5792 | 2018.05.23 06:31 | close | 2896 | 0.10 | 110.498 | 109.665 | 112.065 | 330.00 | 2403760.00 |
| 5793 | 2018.05.23 12:00 | buy | 2897 | 0.10 | 109.868 | 109.068 | 111.468 | ||
| 5794 | 2018.05.23 13:50 | close | 2897 | 0.10 | 109.837 | 109.068 | 111.468 | -310.00 | 2403450.00 |
| 5795 | 2018.05.23 14:25 | buy | 2898 | 0.10 | 109.690 | 108.890 | 111.290 | ||
| 5796 | 2018.05.23 15:06 | close | 2898 | 0.10 | 109.750 | 108.890 | 111.290 | 600.00 | 2404050.00 |
| 5797 | 2018.05.23 23:35 | buy | 2899 | 0.10 | 110.031 | 109.231 | 111.631 | ||
| 5798 | 2018.05.24 02:15 | close | 2899 | 0.10 | 110.036 | 109.231 | 111.631 | 230.00 | 2404280.00 |
| 5799 | 2018.05.24 20:50 | buy | 2900 | 0.10 | 109.295 | 108.495 | 110.895 | ||
| 5800 | 2018.05.25 02:25 | close | 2900 | 0.10 | 109.308 | 108.495 | 110.895 | 670.00 | 2404950.00 |
| 5801 | 2018.05.25 03:54 | sell | 2901 | 0.10 | 109.533 | 110.333 | 108.333 | ||
| 5802 | 2018.05.25 08:20 | close | 2901 | 0.10 | 109.581 | 110.333 | 108.333 | -480.00 | 2404470.00 |
| 5803 | 2018.05.29 01:45 | sell | 2902 | 0.10 | 109.467 | 110.267 | 108.267 | ||
| 5804 | 2018.05.29 02:40 | close | 2902 | 0.10 | 109.396 | 110.267 | 108.267 | 710.00 | 2405180.00 |
| 5805 | 2018.05.29 19:20 | buy | 2903 | 0.10 | 108.631 | 107.831 | 110.231 | ||
| 5806 | 2018.05.30 03:54 | close | 2903 | 0.10 | 108.388 | 107.831 | 110.231 | -2250.00 | 2402930.00 |
| 5807 | 2018.05.30 12:58 | sell | 2904 | 0.10 | 108.750 | 109.550 | 107.550 | ||
| 5808 | 2018.05.30 15:34 | close | 2904 | 0.10 | 108.812 | 109.550 | 107.550 | -620.00 | 2402310.00 |
| 5809 | 2018.06.07 06:00 | buy | 2905 | 0.10 | 109.930 | 109.130 | 111.530 | ||
| 5810 | 2018.06.07 07:05 | close | 2905 | 0.10 | 110.001 | 109.130 | 111.530 | 710.00 | 2403020.00 |
| 5811 | 2018.06.07 21:05 | buy | 2906 | 0.10 | 109.643 | 108.843 | 111.243 | ||
| 5812 | 2018.06.08 03:54 | close | 2906 | 0.10 | 109.811 | 108.843 | 111.243 | 2220.00 | 2405240.00 |
| 5813 | 2018.06.08 03:54 | sell | 2907 | 0.10 | 109.811 | 110.611 | 108.611 | ||
| 5814 | 2018.06.08 06:41 | close | 2907 | 0.10 | 109.686 | 110.611 | 108.611 | 1250.00 | 2406490.00 |
| 5815 | 2018.06.12 11:55 | buy | 2908 | 0.10 | 110.162 | 109.362 | 111.762 | ||
| 5816 | 2018.06.12 13:56 | close | 2908 | 0.10 | 110.223 | 109.362 | 111.762 | 610.00 | 2407100.00 |
| 5817 | 2018.06.14 09:00 | buy | 2909 | 0.10 | 110.030 | 109.230 | 111.630 | ||
| 5818 | 2018.06.14 11:32 | close | 2909 | 0.10 | 110.012 | 109.230 | 111.630 | -180.00 | 2406920.00 |
| 5819 | 2018.06.14 12:00 | buy | 2910 | 0.10 | 109.953 | 109.153 | 111.553 | ||
| 5820 | 2018.06.14 13:40 | close | 2910 | 0.10 | 110.003 | 109.153 | 111.553 | 500.00 | 2407420.00 |
| 5821 | 2018.06.14 22:05 | buy | 2911 | 0.10 | 110.604 | 109.804 | 112.204 | ||
| 5822 | 2018.06.15 03:54 | close | 2911 | 0.10 | 110.595 | 109.804 | 112.204 | 450.00 | 2407870.00 |
| 5823 | 2018.06.19 06:00 | buy | 2912 | 0.10 | 109.919 | 109.119 | 111.519 | ||
| 5824 | 2018.06.19 09:55 | close | 2912 | 0.10 | 109.759 | 109.119 | 111.519 | -1600.00 | 2406270.00 |
| 5825 | 2018.06.19 22:55 | buy | 2913 | 0.10 | 110.028 | 109.228 | 111.628 | ||
| 5826 | 2018.06.20 03:54 | close | 2913 | 0.10 | 110.000 | 109.228 | 111.628 | -100.00 | 2406170.00 |
| 5827 | 2018.06.21 11:50 | buy | 2914 | 0.10 | 110.397 | 109.597 | 111.997 | ||
| 5828 | 2018.06.21 11:56 | close | 2914 | 0.10 | 110.463 | 109.597 | 111.997 | 660.00 | 2406830.00 |
| 5829 | 2018.06.21 12:15 | buy | 2915 | 0.10 | 110.347 | 109.547 | 111.947 | ||
| 5830 | 2018.06.21 12:28 | close | 2915 | 0.10 | 110.429 | 109.547 | 111.947 | 820.00 | 2407650.00 |
| 5831 | 2018.06.25 01:20 | buy | 2916 | 0.10 | 109.909 | 109.109 | 111.509 | ||
| 5832 | 2018.06.25 03:54 | close | 2916 | 0.10 | 109.661 | 109.109 | 111.509 | -2480.00 | 2405170.00 |
| 5833 | 2018.07.03 12:42 | buy | 2917 | 0.10 | 110.858 | 110.058 | 112.458 | ||
| 5834 | 2018.07.03 12:59 | close | 2917 | 0.10 | 110.934 | 110.058 | 112.458 | 760.00 | 2405930.00 |
| 5835 | 2018.07.03 19:00 | buy | 2918 | 0.10 | 110.537 | 109.737 | 112.137 | ||
| 5836 | 2018.07.03 19:11 | close | 2918 | 0.10 | 110.606 | 109.737 | 112.137 | 690.00 | 2406620.00 |
| 5837 | 2018.07.04 21:00 | buy | 2919 | 0.10 | 110.473 | 109.673 | 112.073 | ||
| 5838 | 2018.07.05 03:10 | close | 2919 | 0.10 | 110.586 | 109.673 | 112.073 | 1310.00 | 2407930.00 |
| 5839 | 2018.07.09 22:20 | buy | 2920 | 0.10 | 110.812 | 110.012 | 112.412 | ||
| 5840 | 2018.07.10 02:40 | close | 2920 | 0.10 | 110.944 | 110.012 | 112.412 | 1500.00 | 2409430.00 |
| 5841 | 2018.07.10 03:54 | sell | 2921 | 0.10 | 111.010 | 111.810 | 109.810 | ||
| 5842 | 2018.07.10 08:20 | close | 2921 | 0.10 | 111.173 | 111.810 | 109.810 | -1630.00 | 2407800.00 |
| 5843 | 2018.07.12 21:00 | buy | 2922 | 0.10 | 112.472 | 111.672 | 114.072 | ||
| 5844 | 2018.07.13 03:35 | close | 2922 | 0.10 | 112.755 | 111.672 | 114.072 | 3370.00 | 2411170.00 |
| 5845 | 2018.07.16 09:05 | buy | 2923 | 0.10 | 112.395 | 111.595 | 113.995 | ||
| 5846 | 2018.07.16 10:17 | close | 2923 | 0.10 | 112.432 | 111.595 | 113.995 | 370.00 | 2411540.00 |
| 5847 | 2018.07.18 12:09 | buy | 2924 | 0.10 | 112.971 | 112.171 | 114.571 | ||
| 5848 | 2018.07.18 14:05 | close | 2924 | 0.10 | 113.027 | 112.171 | 114.571 | 560.00 | 2412100.00 |
| 5849 | 2018.07.20 01:00 | buy | 2925 | 0.10 | 112.440 | 111.640 | 114.040 | ||
| 5850 | 2018.07.20 03:54 | close | 2925 | 0.10 | 112.558 | 111.640 | 114.040 | 1180.00 | 2413280.00 |