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 |
| 451 | 2004.08.04 21:30 | buy | 226 | 0.10 | 111.277 | 110.477 | 112.877 | ||
| 452 | 2004.08.05 03:55 | close | 226 | 0.10 | 111.186 | 110.477 | 112.877 | -730.00 | 1101290.00 |
| 453 | 2004.08.05 03:55 | sell | 227 | 0.10 | 111.186 | 111.986 | 109.986 | ||
| 454 | 2004.08.05 06:15 | close | 227 | 0.10 | 110.985 | 111.986 | 109.986 | 2010.00 | 1103300.00 |
| 455 | 2004.08.09 11:30 | sell | 228 | 0.10 | 110.518 | 111.318 | 109.318 | ||
| 456 | 2004.08.09 11:37 | close | 228 | 0.10 | 110.450 | 111.318 | 109.318 | 680.00 | 1103980.00 |
| 457 | 2004.08.09 13:15 | sell | 229 | 0.10 | 110.538 | 111.338 | 109.338 | ||
| 458 | 2004.08.09 13:38 | close | 229 | 0.10 | 110.481 | 111.338 | 109.338 | 570.00 | 1104550.00 |
| 459 | 2004.08.09 21:45 | buy | 230 | 0.10 | 110.575 | 109.775 | 112.175 | ||
| 460 | 2004.08.10 03:05 | close | 230 | 0.10 | 110.752 | 109.775 | 112.175 | 1950.00 | 1106500.00 |
| 461 | 2004.08.11 12:00 | buy | 231 | 0.10 | 111.205 | 110.405 | 112.805 | ||
| 462 | 2004.08.11 16:25 | close | 231 | 0.10 | 111.107 | 110.405 | 112.805 | -980.00 | 1105520.00 |
| 463 | 2004.08.12 14:36 | sell | 232 | 0.10 | 110.818 | 111.618 | 109.618 | ||
| 464 | 2004.08.12 15:30 | close | 232 | 0.10 | 110.749 | 111.618 | 109.618 | 690.00 | 1106210.00 |
| 465 | 2004.08.12 22:05 | buy | 233 | 0.10 | 110.826 | 110.026 | 112.426 | ||
| 466 | 2004.08.13 02:50 | close | 233 | 0.10 | 111.113 | 110.026 | 112.426 | 3410.00 | 1109620.00 |
| 467 | 2004.08.16 11:00 | sell | 234 | 0.10 | 110.894 | 111.694 | 109.694 | ||
| 468 | 2004.08.16 11:06 | close | 234 | 0.10 | 110.810 | 111.694 | 109.694 | 840.00 | 1110460.00 |
| 469 | 2004.08.19 01:35 | sell | 235 | 0.10 | 109.441 | 110.241 | 108.241 | ||
| 470 | 2004.08.19 03:10 | close | 235 | 0.10 | 109.345 | 110.241 | 108.241 | 960.00 | 1111420.00 |
| 471 | 2004.08.19 21:00 | buy | 236 | 0.10 | 109.152 | 108.352 | 110.752 | ||
| 472 | 2004.08.20 02:45 | close | 236 | 0.10 | 109.482 | 108.352 | 110.752 | 3840.00 | 1115260.00 |
| 473 | 2004.08.23 01:45 | sell | 237 | 0.10 | 109.273 | 110.073 | 108.073 | ||
| 474 | 2004.08.23 04:50 | close | 237 | 0.10 | 109.182 | 110.073 | 108.073 | 910.00 | 1116170.00 |
| 475 | 2004.08.24 19:00 | buy | 238 | 0.10 | 109.590 | 108.790 | 111.190 | ||
| 476 | 2004.08.25 02:50 | close | 238 | 0.10 | 109.753 | 108.790 | 111.190 | 1810.00 | 1117980.00 |
| 477 | 2004.09.03 03:55 | sell | 239 | 0.10 | 109.560 | 110.360 | 108.360 | ||
| 478 | 2004.09.03 08:20 | close | 239 | 0.10 | 109.551 | 110.360 | 108.360 | 90.00 | 1118070.00 |
| 479 | 2004.09.08 01:30 | sell | 240 | 0.10 | 109.410 | 110.210 | 108.210 | ||
| 480 | 2004.09.08 04:20 | close | 240 | 0.10 | 109.313 | 110.210 | 108.210 | 970.00 | 1119040.00 |
| 481 | 2004.09.09 21:10 | buy | 241 | 0.10 | 109.728 | 108.928 | 111.328 | ||
| 482 | 2004.09.10 02:55 | close | 241 | 0.10 | 109.840 | 108.928 | 111.328 | 1660.00 | 1120700.00 |
| 483 | 2004.09.14 22:40 | buy | 242 | 0.10 | 109.607 | 108.807 | 111.207 | ||
| 484 | 2004.09.15 03:55 | close | 242 | 0.10 | 109.633 | 108.807 | 111.207 | 440.00 | 1121140.00 |
| 485 | 2004.09.15 03:55 | sell | 243 | 0.10 | 109.633 | 110.433 | 108.433 | ||
| 486 | 2004.09.15 08:20 | close | 243 | 0.10 | 109.670 | 110.433 | 108.433 | -370.00 | 1120770.00 |
| 487 | 2004.09.15 22:15 | buy | 244 | 0.10 | 109.960 | 109.160 | 111.560 | ||
| 488 | 2004.09.15 22:45 | close | 244 | 0.10 | 110.093 | 109.160 | 111.560 | 1330.00 | 1122100.00 |
| 489 | 2004.09.17 01:25 | sell | 245 | 0.10 | 109.663 | 110.463 | 108.463 | ||
| 490 | 2004.09.17 03:07 | close | 245 | 0.10 | 109.561 | 110.463 | 108.463 | 1020.00 | 1123120.00 |
| 491 | 2004.09.20 04:05 | sell | 246 | 0.10 | 110.100 | 110.900 | 108.900 | ||
| 492 | 2004.09.20 05:30 | close | 246 | 0.10 | 110.022 | 110.900 | 108.900 | 780.00 | 1123900.00 |
| 493 | 2004.09.21 21:35 | buy | 247 | 0.10 | 109.833 | 109.033 | 111.433 | ||
| 494 | 2004.09.22 03:55 | close | 247 | 0.10 | 109.788 | 109.033 | 111.433 | -270.00 | 1123630.00 |
| 495 | 2004.09.23 19:15 | buy | 248 | 0.10 | 110.372 | 109.572 | 111.972 | ||
| 496 | 2004.09.23 21:05 | close | 248 | 0.10 | 110.533 | 109.572 | 111.972 | 1610.00 | 1125240.00 |
| 497 | 2004.09.23 22:50 | buy | 249 | 0.10 | 110.675 | 109.875 | 112.275 | ||
| 498 | 2004.09.24 03:55 | close | 249 | 0.10 | 110.548 | 109.875 | 112.275 | -730.00 | 1124510.00 |
| 499 | 2004.09.29 06:00 | buy | 250 | 0.10 | 111.078 | 110.278 | 112.678 | ||
| 500 | 2004.09.29 10:22 | close | 250 | 0.10 | 111.150 | 110.278 | 112.678 | 720.00 | 1125230.00 |
| 501 | 2004.09.29 14:30 | buy | 251 | 0.10 | 110.702 | 109.902 | 112.302 | ||
| 502 | 2004.09.29 15:03 | close | 251 | 0.10 | 110.762 | 109.902 | 112.302 | 600.00 | 1125830.00 |
| 503 | 2004.09.29 19:00 | buy | 252 | 0.10 | 110.864 | 110.064 | 112.464 | ||
| 504 | 2004.09.30 01:35 | close | 252 | 0.10 | 111.015 | 110.064 | 112.464 | 1690.00 | 1127520.00 |
| 505 | 2004.10.01 01:15 | sell | 253 | 0.10 | 110.130 | 110.930 | 108.930 | ||
| 506 | 2004.10.01 02:50 | close | 253 | 0.10 | 110.020 | 110.930 | 108.930 | 1100.00 | 1128620.00 |
| 507 | 2004.10.04 22:05 | buy | 254 | 0.10 | 110.837 | 110.037 | 112.437 | ||
| 508 | 2004.10.05 03:55 | close | 254 | 0.10 | 110.856 | 110.037 | 112.437 | 370.00 | 1128990.00 |
| 509 | 2004.10.05 21:59 | buy | 255 | 0.10 | 111.021 | 110.221 | 112.621 | ||
| 510 | 2004.10.05 22:34 | close | 255 | 0.10 | 111.083 | 110.221 | 112.621 | 620.00 | 1129610.00 |
| 511 | 2004.10.06 12:58 | buy | 256 | 0.10 | 111.207 | 110.407 | 112.807 | ||
| 512 | 2004.10.06 15:35 | close | 256 | 0.10 | 111.206 | 110.407 | 112.807 | -10.00 | 1129600.00 |
| 513 | 2004.10.07 09:00 | buy | 257 | 0.10 | 111.011 | 110.211 | 112.611 | ||
| 514 | 2004.10.07 09:20 | close | 257 | 0.10 | 111.066 | 110.211 | 112.611 | 550.00 | 1130150.00 |
| 515 | 2004.10.08 03:55 | sell | 258 | 0.10 | 111.188 | 111.988 | 109.988 | ||
| 516 | 2004.10.08 05:40 | close | 258 | 0.10 | 111.125 | 111.988 | 109.988 | 630.00 | 1130780.00 |
| 517 | 2004.10.08 06:45 | buy | 259 | 0.10 | 110.853 | 110.053 | 112.453 | ||
| 518 | 2004.10.08 06:52 | close | 259 | 0.10 | 110.903 | 110.053 | 112.453 | 500.00 | 1131280.00 |
| 519 | 2004.10.12 01:30 | sell | 260 | 0.10 | 109.378 | 110.178 | 108.178 | ||
| 520 | 2004.10.12 08:25 | close | 260 | 0.10 | 109.719 | 110.178 | 108.178 | -3410.00 | 1127870.00 |
| 521 | 2004.10.14 21:30 | buy | 261 | 0.10 | 109.590 | 108.790 | 111.190 | ||
| 522 | 2004.10.15 03:55 | close | 261 | 0.10 | 109.592 | 108.790 | 111.190 | 560.00 | 1128430.00 |
| 523 | 2004.10.19 01:10 | sell | 262 | 0.10 | 109.264 | 110.064 | 108.064 | ||
| 524 | 2004.10.19 08:25 | close | 262 | 0.10 | 109.379 | 110.064 | 108.064 | -1150.00 | 1127280.00 |
| 525 | 2004.10.19 21:10 | buy | 263 | 0.10 | 108.365 | 107.565 | 109.965 | ||
| 526 | 2004.10.20 03:55 | close | 263 | 0.10 | 108.463 | 107.565 | 109.965 | 1160.00 | 1128440.00 |
| 527 | 2004.10.20 12:06 | sell | 264 | 0.10 | 108.358 | 109.158 | 107.158 | ||
| 528 | 2004.10.20 12:58 | close | 264 | 0.10 | 108.333 | 109.158 | 107.158 | 250.00 | 1128690.00 |
| 529 | 2004.10.21 01:05 | sell | 265 | 0.10 | 108.315 | 109.115 | 107.115 | ||
| 530 | 2004.10.21 03:20 | close | 265 | 0.10 | 108.215 | 109.115 | 107.115 | 1000.00 | 1129690.00 |
| 531 | 2004.10.21 12:17 | sell | 266 | 0.10 | 107.826 | 108.626 | 106.626 | ||
| 532 | 2004.10.21 12:22 | close | 266 | 0.10 | 107.733 | 108.626 | 106.626 | 930.00 | 1130620.00 |
| 533 | 2004.10.22 01:00 | sell | 267 | 0.10 | 107.554 | 108.354 | 106.354 | ||
| 534 | 2004.10.22 01:20 | close | 267 | 0.10 | 107.453 | 108.354 | 106.354 | 1010.00 | 1131630.00 |
| 535 | 2004.10.27 01:05 | sell | 268 | 0.10 | 106.902 | 107.702 | 105.702 | ||
| 536 | 2004.10.27 01:30 | close | 268 | 0.10 | 106.811 | 107.702 | 105.702 | 910.00 | 1132540.00 |
| 537 | 2004.10.28 01:00 | sell | 269 | 0.10 | 106.542 | 107.342 | 105.342 | ||
| 538 | 2004.10.28 04:10 | close | 269 | 0.10 | 106.398 | 107.342 | 105.342 | 1440.00 | 1133980.00 |
| 539 | 2004.10.28 19:10 | buy | 270 | 0.10 | 106.122 | 105.322 | 107.722 | ||
| 540 | 2004.10.28 22:15 | close | 270 | 0.10 | 106.272 | 105.322 | 107.722 | 1500.00 | 1135480.00 |
| 541 | 2004.10.28 22:55 | buy | 271 | 0.10 | 106.232 | 105.432 | 107.832 | ||
| 542 | 2004.10.29 03:55 | close | 271 | 0.10 | 106.096 | 105.432 | 107.832 | -820.00 | 1134660.00 |
| 543 | 2004.10.29 04:00 | sell | 272 | 0.10 | 106.204 | 107.004 | 105.004 | ||
| 544 | 2004.10.29 08:20 | close | 272 | 0.10 | 106.053 | 107.004 | 105.004 | 1510.00 | 1136170.00 |
| 545 | 2004.11.02 01:30 | sell | 273 | 0.10 | 106.583 | 107.383 | 105.383 | ||
| 546 | 2004.11.02 02:00 | close | 273 | 0.10 | 106.480 | 107.383 | 105.383 | 1030.00 | 1137200.00 |
| 547 | 2004.11.03 01:30 | sell | 274 | 0.10 | 106.113 | 106.913 | 104.913 | ||
| 548 | 2004.11.03 02:45 | close | 274 | 0.10 | 106.022 | 106.913 | 104.913 | 910.00 | 1138110.00 |
| 549 | 2004.11.04 22:40 | buy | 275 | 0.10 | 106.012 | 105.212 | 107.612 | ||
| 550 | 2004.11.05 02:05 | close | 275 | 0.10 | 106.125 | 105.212 | 107.612 | 1670.00 | 1139780.00 |
| 551 | 2004.11.09 01:30 | sell | 276 | 0.10 | 105.536 | 106.336 | 104.336 | ||
| 552 | 2004.11.09 08:25 | close | 276 | 0.10 | 105.680 | 106.336 | 104.336 | -1440.00 | 1138340.00 |
| 553 | 2004.11.12 01:55 | sell | 277 | 0.10 | 106.752 | 107.552 | 105.552 | ||
| 554 | 2004.11.12 02:30 | close | 277 | 0.10 | 106.642 | 107.552 | 105.552 | 1100.00 | 1139440.00 |
| 555 | 2004.11.16 01:20 | sell | 278 | 0.10 | 105.322 | 106.122 | 104.122 | ||
| 556 | 2004.11.16 08:25 | close | 278 | 0.10 | 105.423 | 106.122 | 104.122 | -1010.00 | 1138430.00 |
| 557 | 2004.11.18 01:40 | sell | 279 | 0.10 | 104.077 | 104.877 | 102.877 | ||
| 558 | 2004.11.18 02:15 | close | 279 | 0.10 | 103.943 | 104.877 | 102.877 | 1340.00 | 1139770.00 |
| 559 | 2004.11.18 20:25 | buy | 280 | 0.10 | 104.152 | 103.352 | 105.752 | ||
| 560 | 2004.11.19 02:55 | close | 280 | 0.10 | 104.210 | 103.352 | 105.752 | 1120.00 | 1140890.00 |
| 561 | 2004.11.22 01:05 | sell | 281 | 0.10 | 103.181 | 103.981 | 101.981 | ||
| 562 | 2004.11.22 01:50 | close | 281 | 0.10 | 103.067 | 103.981 | 101.981 | 1140.00 | 1142030.00 |
| 563 | 2004.11.23 01:50 | sell | 282 | 0.10 | 103.170 | 103.970 | 101.970 | ||
| 564 | 2004.11.23 08:25 | close | 282 | 0.10 | 103.378 | 103.970 | 101.970 | -2080.00 | 1139950.00 |
| 565 | 2004.11.24 19:35 | buy | 283 | 0.10 | 102.914 | 102.114 | 104.514 | ||
| 566 | 2004.11.25 02:20 | close | 283 | 0.10 | 102.964 | 102.114 | 104.514 | 680.00 | 1140630.00 |
| 567 | 2004.11.29 18:00 | buy | 284 | 0.10 | 102.625 | 101.825 | 104.225 | ||
| 568 | 2004.11.29 20:25 | close | 284 | 0.10 | 102.786 | 101.825 | 104.225 | 1610.00 | 1142240.00 |
| 569 | 2004.11.29 22:05 | buy | 285 | 0.10 | 102.860 | 102.060 | 104.460 | ||
| 570 | 2004.11.30 01:55 | close | 285 | 0.10 | 103.030 | 102.060 | 104.460 | 1880.00 | 1144120.00 |
| 571 | 2004.11.30 02:55 | sell | 286 | 0.10 | 103.166 | 103.966 | 101.966 | ||
| 572 | 2004.11.30 06:35 | close | 286 | 0.10 | 103.061 | 103.966 | 101.966 | 1050.00 | 1145170.00 |
| 573 | 2004.11.30 21:20 | buy | 287 | 0.10 | 102.893 | 102.093 | 104.493 | ||
| 574 | 2004.12.01 00:10 | close | 287 | 0.10 | 103.012 | 102.093 | 104.493 | 1370.00 | 1146540.00 |
| 575 | 2004.12.02 01:00 | sell | 288 | 0.10 | 102.662 | 103.462 | 101.462 | ||
| 576 | 2004.12.02 01:40 | close | 288 | 0.10 | 102.567 | 103.462 | 101.462 | 950.00 | 1147490.00 |
| 577 | 2004.12.02 20:35 | buy | 289 | 0.10 | 103.072 | 102.272 | 104.672 | ||
| 578 | 2004.12.02 21:55 | close | 289 | 0.10 | 103.203 | 102.272 | 104.672 | 1310.00 | 1148800.00 |
| 579 | 2004.12.03 03:25 | sell | 290 | 0.10 | 103.367 | 104.167 | 102.167 | ||
| 580 | 2004.12.03 07:20 | close | 290 | 0.10 | 103.400 | 104.167 | 102.167 | -330.00 | 1148470.00 |
| 581 | 2004.12.06 11:00 | sell | 291 | 0.10 | 102.468 | 103.268 | 101.268 | ||
| 582 | 2004.12.06 11:19 | close | 291 | 0.10 | 102.399 | 103.268 | 101.268 | 690.00 | 1149160.00 |
| 583 | 2004.12.07 01:15 | sell | 292 | 0.10 | 103.331 | 104.131 | 102.131 | ||
| 584 | 2004.12.07 01:50 | close | 292 | 0.10 | 103.227 | 104.131 | 102.131 | 1040.00 | 1150200.00 |
| 585 | 2004.12.08 21:45 | buy | 293 | 0.10 | 104.202 | 103.402 | 105.802 | ||
| 586 | 2004.12.09 02:55 | close | 293 | 0.10 | 103.979 | 103.402 | 105.802 | -2050.00 | 1148150.00 |
| 587 | 2004.12.09 20:15 | buy | 294 | 0.10 | 104.751 | 103.951 | 106.351 | ||
| 588 | 2004.12.10 02:55 | close | 294 | 0.10 | 104.773 | 103.951 | 106.351 | 760.00 | 1148910.00 |
| 589 | 2004.12.14 20:10 | buy | 295 | 0.10 | 105.592 | 104.792 | 107.192 | ||
| 590 | 2004.12.15 02:55 | close | 295 | 0.10 | 105.260 | 104.792 | 107.192 | -3140.00 | 1145770.00 |
| 591 | 2004.12.16 01:25 | sell | 296 | 0.10 | 104.265 | 105.065 | 103.065 | ||
| 592 | 2004.12.16 07:30 | close | 296 | 0.10 | 104.261 | 105.065 | 103.065 | 40.00 | 1145810.00 |
| 593 | 2004.12.20 02:55 | sell | 297 | 0.10 | 104.336 | 105.136 | 103.136 | ||
| 594 | 2004.12.20 06:30 | close | 297 | 0.10 | 104.335 | 105.136 | 103.136 | 10.00 | 1145820.00 |
| 595 | 2004.12.21 01:00 | sell | 298 | 0.10 | 104.165 | 104.965 | 102.965 | ||
| 596 | 2004.12.21 02:08 | close | 298 | 0.10 | 104.020 | 104.965 | 102.965 | 1450.00 | 1147270.00 |
| 597 | 2004.12.23 18:05 | buy | 299 | 0.10 | 103.674 | 102.874 | 105.274 | ||
| 598 | 2004.12.24 02:55 | close | 299 | 0.10 | 103.659 | 102.874 | 105.274 | 390.00 | 1147660.00 |
| 599 | 2004.12.24 03:25 | sell | 300 | 0.10 | 103.673 | 104.473 | 102.473 | ||
| 600 | 2004.12.24 07:20 | close | 300 | 0.10 | 103.646 | 104.473 | 102.473 | 270.00 | 1147930.00 |