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 |
| 5851 | 2018.07.20 03:54 | sell | 2926 | 0.10 | 112.558 | 113.358 | 111.358 | ||
| 5852 | 2018.07.20 04:35 | close | 2926 | 0.10 | 112.483 | 113.358 | 111.358 | 750.00 | 2414030.00 |
| 5853 | 2018.07.23 01:00 | buy | 2927 | 0.10 | 111.411 | 110.611 | 113.011 | ||
| 5854 | 2018.07.23 01:02 | close | 2927 | 0.10 | 111.450 | 110.611 | 113.011 | 390.00 | 2414420.00 |
| 5855 | 2018.07.23 01:40 | buy | 2928 | 0.10 | 111.370 | 110.570 | 112.970 | ||
| 5856 | 2018.07.23 04:11 | close | 2928 | 0.10 | 111.092 | 110.570 | 112.970 | -2780.00 | 2411640.00 |
| 5857 | 2018.07.23 08:30 | buy | 2929 | 0.10 | 110.905 | 110.105 | 112.505 | ||
| 5858 | 2018.07.23 08:37 | close | 2929 | 0.10 | 110.972 | 110.105 | 112.505 | 670.00 | 2412310.00 |
| 5859 | 2018.07.23 18:00 | sell | 2930 | 0.10 | 111.393 | 112.193 | 110.193 | ||
| 5860 | 2018.07.23 18:39 | close | 2930 | 0.10 | 111.319 | 112.193 | 110.193 | 740.00 | 2413050.00 |
| 5861 | 2018.07.24 20:30 | buy | 2931 | 0.10 | 111.246 | 110.446 | 112.846 | ||
| 5862 | 2018.07.25 03:00 | close | 2931 | 0.10 | 111.276 | 110.446 | 112.846 | 480.00 | 2413530.00 |
| 5863 | 2018.07.25 04:00 | sell | 2932 | 0.10 | 111.294 | 112.094 | 110.094 | ||
| 5864 | 2018.07.25 08:10 | close | 2932 | 0.10 | 111.240 | 112.094 | 110.094 | 540.00 | 2414070.00 |
| 5865 | 2018.07.30 01:05 | buy | 2933 | 0.10 | 110.968 | 110.168 | 112.568 | ||
| 5866 | 2018.07.30 03:54 | close | 2933 | 0.10 | 111.002 | 110.168 | 112.568 | 340.00 | 2414410.00 |
| 5867 | 2018.07.30 03:55 | sell | 2934 | 0.10 | 111.044 | 111.844 | 109.844 | ||
| 5868 | 2018.07.30 08:20 | close | 2934 | 0.10 | 111.048 | 111.844 | 109.844 | -40.00 | 2414370.00 |
| 5869 | 2018.08.01 21:25 | buy | 2935 | 0.10 | 111.455 | 110.655 | 113.055 | ||
| 5870 | 2018.08.01 21:55 | close | 2935 | 0.10 | 111.549 | 110.655 | 113.055 | 940.00 | 2415310.00 |
| 5871 | 2018.08.03 03:54 | sell | 2936 | 0.10 | 111.756 | 112.556 | 110.556 | ||
| 5872 | 2018.08.03 05:40 | close | 2936 | 0.10 | 111.649 | 112.556 | 110.556 | 1070.00 | 2416380.00 |
| 5873 | 2018.08.13 12:01 | sell | 2937 | 0.10 | 110.393 | 111.193 | 109.193 | ||
| 5874 | 2018.08.13 13:09 | close | 2937 | 0.10 | 110.330 | 111.193 | 109.193 | 630.00 | 2417010.00 |
| 5875 | 2018.08.14 23:25 | buy | 2938 | 0.10 | 111.195 | 110.395 | 112.795 | ||
| 5876 | 2018.08.15 03:30 | close | 2938 | 0.10 | 111.332 | 110.395 | 112.795 | 1550.00 | 2418560.00 |
| 5877 | 2018.08.15 03:54 | sell | 2939 | 0.10 | 111.364 | 112.164 | 110.164 | ||
| 5878 | 2018.08.15 05:45 | close | 2939 | 0.10 | 111.281 | 112.164 | 110.164 | 830.00 | 2419390.00 |
| 5879 | 2018.08.20 03:54 | sell | 2940 | 0.10 | 110.471 | 111.271 | 109.271 | ||
| 5880 | 2018.08.20 08:20 | close | 2940 | 0.10 | 110.631 | 111.271 | 109.271 | -1600.00 | 2417790.00 |
| 5881 | 2018.08.21 12:16 | sell | 2941 | 0.10 | 110.224 | 111.024 | 109.024 | ||
| 5882 | 2018.08.21 14:20 | close | 2941 | 0.10 | 110.224 | 111.024 | 109.024 | 0.00 | 2417790.00 |
| 5883 | 2018.08.21 21:05 | buy | 2942 | 0.10 | 110.333 | 109.533 | 111.933 | ||
| 5884 | 2018.08.21 22:05 | close | 2942 | 0.10 | 110.423 | 109.533 | 111.933 | 900.00 | 2418690.00 |
| 5885 | 2018.08.23 19:00 | buy | 2943 | 0.10 | 111.148 | 110.348 | 112.748 | ||
| 5886 | 2018.08.24 01:05 | close | 2943 | 0.10 | 111.308 | 110.348 | 112.748 | 2140.00 | 2420830.00 |
| 5887 | 2018.08.24 03:55 | sell | 2944 | 0.10 | 111.439 | 112.239 | 110.239 | ||
| 5888 | 2018.08.24 08:20 | close | 2944 | 0.10 | 111.402 | 112.239 | 110.239 | 370.00 | 2421200.00 |
| 5889 | 2018.08.29 20:40 | buy | 2945 | 0.10 | 111.674 | 110.874 | 113.274 | ||
| 5890 | 2018.08.30 03:54 | close | 2945 | 0.10 | 111.731 | 110.874 | 113.274 | 750.00 | 2421950.00 |
| 5891 | 2018.08.30 11:50 | buy | 2946 | 0.10 | 111.543 | 110.743 | 113.143 | ||
| 5892 | 2018.08.30 13:38 | close | 2946 | 0.10 | 111.627 | 110.743 | 113.143 | 840.00 | 2422790.00 |
| 5893 | 2018.08.30 19:00 | buy | 2947 | 0.10 | 111.171 | 110.371 | 112.771 | ||
| 5894 | 2018.08.30 20:00 | close | 2947 | 0.10 | 111.234 | 110.371 | 112.771 | 630.00 | 2423420.00 |
| 5895 | 2018.08.30 21:30 | buy | 2948 | 0.10 | 111.082 | 110.282 | 112.682 | ||
| 5896 | 2018.08.31 03:54 | close | 2948 | 0.10 | 110.978 | 110.282 | 112.682 | -500.00 | 2422920.00 |
| 5897 | 2018.09.05 04:00 | sell | 2949 | 0.10 | 111.638 | 112.438 | 110.438 | ||
| 5898 | 2018.09.05 05:03 | close | 2949 | 0.10 | 111.537 | 112.438 | 110.438 | 1010.00 | 2423930.00 |
| 5899 | 2018.09.10 01:50 | buy | 2950 | 0.10 | 111.016 | 110.216 | 112.616 | ||
| 5900 | 2018.09.10 03:54 | close | 2950 | 0.10 | 110.918 | 110.216 | 112.616 | -980.00 | 2422950.00 |
| 5901 | 2018.09.10 03:54 | sell | 2951 | 0.10 | 110.918 | 111.718 | 109.718 | ||
| 5902 | 2018.09.10 08:20 | close | 2951 | 0.10 | 110.947 | 111.718 | 109.718 | -290.00 | 2422660.00 |
| 5903 | 2018.09.11 12:10 | buy | 2952 | 0.10 | 111.329 | 110.529 | 112.929 | ||
| 5904 | 2018.09.11 12:54 | close | 2952 | 0.10 | 111.391 | 110.529 | 112.929 | 620.00 | 2423280.00 |
| 5905 | 2018.09.12 11:10 | buy | 2953 | 0.10 | 111.446 | 110.646 | 113.046 | ||
| 5906 | 2018.09.12 11:49 | close | 2953 | 0.10 | 111.508 | 110.646 | 113.046 | 620.00 | 2423900.00 |
| 5907 | 2018.09.19 21:20 | buy | 2954 | 0.10 | 112.268 | 111.468 | 113.868 | ||
| 5908 | 2018.09.20 03:54 | close | 2954 | 0.10 | 112.322 | 111.468 | 113.868 | 720.00 | 2424620.00 |
| 5909 | 2018.09.20 22:20 | buy | 2955 | 0.10 | 112.440 | 111.640 | 114.040 | ||
| 5910 | 2018.09.21 01:00 | close | 2955 | 0.10 | 112.474 | 111.640 | 114.040 | 880.00 | 2425500.00 |
| 5911 | 2018.09.25 03:54 | sell | 2956 | 0.10 | 112.969 | 113.769 | 111.769 | ||
| 5912 | 2018.09.25 04:57 | close | 2956 | 0.10 | 112.814 | 113.769 | 111.769 | 1550.00 | 2427050.00 |
| 5913 | 2018.09.26 09:10 | buy | 2957 | 0.10 | 112.875 | 112.075 | 114.475 | ||
| 5914 | 2018.09.26 11:51 | close | 2957 | 0.10 | 112.902 | 112.075 | 114.475 | 270.00 | 2427320.00 |
| 5915 | 2018.09.28 04:05 | sell | 2958 | 0.10 | 113.475 | 114.275 | 112.275 | ||
| 5916 | 2018.09.28 06:50 | close | 2958 | 0.10 | 113.496 | 114.275 | 112.275 | -210.00 | 2427110.00 |
| 5917 | 2018.10.01 12:25 | buy | 2959 | 0.10 | 113.910 | 113.110 | 115.510 | ||
| 5918 | 2018.10.01 12:53 | close | 2959 | 0.10 | 113.972 | 113.110 | 115.510 | 620.00 | 2427730.00 |
| 5919 | 2018.10.02 09:00 | buy | 2960 | 0.10 | 113.816 | 113.016 | 115.416 | ||
| 5920 | 2018.10.02 09:08 | close | 2960 | 0.10 | 113.937 | 113.016 | 115.416 | 1210.00 | 2428940.00 |
| 5921 | 2018.10.02 12:00 | buy | 2961 | 0.10 | 113.631 | 112.831 | 115.231 | ||
| 5922 | 2018.10.02 12:28 | close | 2961 | 0.10 | 113.701 | 112.831 | 115.231 | 700.00 | 2429640.00 |
| 5923 | 2018.10.02 22:10 | buy | 2962 | 0.10 | 113.661 | 112.861 | 115.261 | ||
| 5924 | 2018.10.03 01:10 | close | 2962 | 0.10 | 113.662 | 112.861 | 115.261 | 190.00 | 2429830.00 |
| 5925 | 2018.10.04 12:07 | buy | 2963 | 0.10 | 114.261 | 113.461 | 115.861 | ||
| 5926 | 2018.10.04 12:12 | close | 2963 | 0.10 | 114.326 | 113.461 | 115.861 | 650.00 | 2430480.00 |
| 5927 | 2018.10.05 03:54 | sell | 2964 | 0.10 | 114.078 | 114.878 | 112.878 | ||
| 5928 | 2018.10.05 04:28 | close | 2964 | 0.10 | 113.955 | 114.878 | 112.878 | 1230.00 | 2431710.00 |
| 5929 | 2018.10.08 12:00 | buy | 2965 | 0.10 | 113.285 | 112.485 | 114.885 | ||
| 5930 | 2018.10.08 12:17 | close | 2965 | 0.10 | 113.350 | 112.485 | 114.885 | 650.00 | 2432360.00 |
| 5931 | 2018.10.08 12:28 | buy | 2966 | 0.10 | 113.323 | 112.523 | 114.923 | ||
| 5932 | 2018.10.08 13:08 | close | 2966 | 0.10 | 113.383 | 112.523 | 114.923 | 600.00 | 2432960.00 |
| 5933 | 2018.10.08 13:19 | buy | 2967 | 0.10 | 113.350 | 112.550 | 114.950 | ||
| 5934 | 2018.10.08 15:40 | close | 2967 | 0.10 | 113.415 | 112.550 | 114.950 | 650.00 | 2433610.00 |
| 5935 | 2018.10.08 19:00 | buy | 2968 | 0.10 | 113.059 | 112.259 | 114.659 | ||
| 5936 | 2018.10.08 21:16 | close | 2968 | 0.10 | 112.932 | 112.259 | 114.659 | -1270.00 | 2432340.00 |
| 5937 | 2018.10.09 22:30 | buy | 2969 | 0.10 | 112.975 | 112.175 | 114.575 | ||
| 5938 | 2018.10.10 03:54 | close | 2969 | 0.10 | 113.017 | 112.175 | 114.575 | 600.00 | 2432940.00 |
| 5939 | 2018.10.10 03:54 | sell | 2970 | 0.10 | 113.017 | 113.817 | 111.817 | ||
| 5940 | 2018.10.10 08:20 | close | 2970 | 0.10 | 113.069 | 113.817 | 111.817 | -520.00 | 2432420.00 |
| 5941 | 2018.10.10 11:45 | sell | 2971 | 0.10 | 113.179 | 113.979 | 111.979 | ||
| 5942 | 2018.10.10 14:46 | close | 2971 | 0.10 | 113.214 | 113.979 | 111.979 | -350.00 | 2432070.00 |
| 5943 | 2018.10.11 01:10 | buy | 2972 | 0.10 | 112.236 | 111.436 | 113.836 | ||
| 5944 | 2018.10.11 03:35 | close | 2972 | 0.10 | 112.231 | 111.436 | 113.836 | -50.00 | 2432020.00 |
| 5945 | 2018.10.11 21:50 | buy | 2973 | 0.10 | 111.921 | 111.121 | 113.521 | ||
| 5946 | 2018.10.11 22:05 | close | 2973 | 0.10 | 112.035 | 111.121 | 113.521 | 1140.00 | 2433160.00 |
| 5947 | 2018.10.15 01:20 | buy | 2974 | 0.10 | 112.161 | 111.361 | 113.761 | ||
| 5948 | 2018.10.15 03:54 | close | 2974 | 0.10 | 111.997 | 111.361 | 113.761 | -1640.00 | 2431520.00 |
| 5949 | 2018.10.19 03:54 | sell | 2975 | 0.10 | 112.313 | 113.113 | 111.113 | ||
| 5950 | 2018.10.19 08:20 | close | 2975 | 0.10 | 112.472 | 113.113 | 111.113 | -1590.00 | 2429930.00 |
| 5951 | 2018.10.23 12:00 | buy | 2976 | 0.10 | 112.241 | 111.441 | 113.841 | ||
| 5952 | 2018.10.23 13:00 | close | 2976 | 0.10 | 112.305 | 111.441 | 113.841 | 640.00 | 2430570.00 |
| 5953 | 2018.10.24 19:15 | buy | 2977 | 0.10 | 112.578 | 111.778 | 114.178 | ||
| 5954 | 2018.10.25 03:54 | close | 2977 | 0.10 | 111.960 | 111.778 | 114.178 | -6000.00 | 2424570.00 |
| 5955 | 2018.10.29 19:20 | buy | 2978 | 0.10 | 112.371 | 111.571 | 113.971 | ||
| 5956 | 2018.10.29 19:45 | close | 2978 | 0.10 | 112.524 | 111.571 | 113.971 | 1530.00 | 2426100.00 |
| 5957 | 2018.10.29 21:20 | buy | 2979 | 0.10 | 112.373 | 111.573 | 113.973 | ||
| 5958 | 2018.10.30 03:40 | close | 2979 | 0.10 | 112.476 | 111.573 | 113.973 | 1210.00 | 2427310.00 |
| 5959 | 2018.10.30 03:54 | sell | 2980 | 0.10 | 112.505 | 113.305 | 111.305 | ||
| 5960 | 2018.10.30 08:20 | close | 2980 | 0.10 | 112.687 | 113.305 | 111.305 | -1820.00 | 2425490.00 |
| 5961 | 2018.10.31 11:15 | buy | 2981 | 0.10 | 113.064 | 112.264 | 114.664 | ||
| 5962 | 2018.10.31 11:22 | close | 2981 | 0.10 | 113.130 | 112.264 | 114.664 | 660.00 | 2426150.00 |
| 5963 | 2018.11.06 11:15 | buy | 2982 | 0.10 | 113.217 | 112.417 | 114.817 | ||
| 5964 | 2018.11.06 13:05 | close | 2982 | 0.10 | 113.166 | 112.417 | 114.817 | -510.00 | 2425640.00 |
| 5965 | 2018.11.06 21:27 | buy | 2983 | 0.10 | 113.364 | 112.564 | 114.964 | ||
| 5966 | 2018.11.06 22:12 | close | 2983 | 0.10 | 113.430 | 112.564 | 114.964 | 660.00 | 2426300.00 |
| 5967 | 2018.11.08 20:40 | buy | 2984 | 0.10 | 113.885 | 113.085 | 115.485 | ||
| 5968 | 2018.11.08 23:20 | close | 2984 | 0.10 | 114.072 | 113.085 | 115.485 | 1870.00 | 2428170.00 |
| 5969 | 2018.11.12 11:40 | buy | 2985 | 0.10 | 113.928 | 113.128 | 115.528 | ||
| 5970 | 2018.11.12 20:50 | close | 2985 | 0.10 | 113.819 | 113.128 | 115.528 | -1090.00 | 2427080.00 |
| 5971 | 2018.11.13 02:30 | buy | 2986 | 0.10 | 113.616 | 112.816 | 115.216 | ||
| 5972 | 2018.11.13 03:13 | close | 2986 | 0.10 | 113.693 | 112.816 | 115.216 | 770.00 | 2427850.00 |
| 5973 | 2018.11.13 21:17 | buy | 2987 | 0.10 | 113.904 | 113.104 | 115.504 | ||
| 5974 | 2018.11.13 23:32 | close | 2987 | 0.10 | 113.817 | 113.104 | 115.504 | -870.00 | 2426980.00 |
| 5975 | 2018.11.14 20:05 | buy | 2988 | 0.10 | 113.692 | 112.892 | 115.292 | ||
| 5976 | 2018.11.15 02:54 | close | 2988 | 0.10 | 113.619 | 112.892 | 115.292 | -550.00 | 2426430.00 |
| 5977 | 2018.11.15 02:54 | sell | 2989 | 0.10 | 113.619 | 114.419 | 112.419 | ||
| 5978 | 2018.11.15 04:10 | close | 2989 | 0.10 | 113.497 | 114.419 | 112.419 | 1220.00 | 2427650.00 |
| 5979 | 2018.11.20 02:54 | sell | 2990 | 0.10 | 112.601 | 113.401 | 111.401 | ||
| 5980 | 2018.11.20 05:29 | close | 2990 | 0.10 | 112.499 | 113.401 | 111.401 | 1020.00 | 2428670.00 |
| 5981 | 2018.11.28 20:15 | buy | 2991 | 0.10 | 113.559 | 112.759 | 115.159 | ||
| 5982 | 2018.11.29 00:10 | close | 2991 | 0.10 | 113.639 | 112.759 | 115.159 | 980.00 | 2429650.00 |
| 5983 | 2018.11.29 06:00 | buy | 2992 | 0.10 | 113.388 | 112.588 | 114.988 | ||
| 5984 | 2018.11.29 08:28 | close | 2992 | 0.10 | 113.292 | 112.588 | 114.988 | -960.00 | 2428690.00 |
| 5985 | 2018.11.29 18:20 | buy | 2993 | 0.10 | 113.280 | 112.480 | 114.880 | ||
| 5986 | 2018.11.29 18:30 | close | 2993 | 0.10 | 113.462 | 112.480 | 114.880 | 1820.00 | 2430510.00 |
| 5987 | 2018.11.29 22:55 | buy | 2994 | 0.10 | 113.377 | 112.577 | 114.977 | ||
| 5988 | 2018.11.30 02:54 | close | 2994 | 0.10 | 113.433 | 112.577 | 114.977 | 1100.00 | 2431610.00 |
| 5989 | 2018.11.30 02:55 | sell | 2995 | 0.10 | 113.430 | 114.230 | 112.230 | ||
| 5990 | 2018.11.30 07:20 | close | 2995 | 0.10 | 113.413 | 114.230 | 112.230 | 170.00 | 2431780.00 |
| 5991 | 2018.12.04 20:00 | buy | 2996 | 0.10 | 112.771 | 111.971 | 114.371 | ||
| 5992 | 2018.12.05 02:25 | close | 2996 | 0.10 | 112.890 | 111.971 | 114.371 | 1370.00 | 2433150.00 |
| 5993 | 2018.12.05 02:54 | sell | 2997 | 0.10 | 112.852 | 113.652 | 111.652 | ||
| 5994 | 2018.12.05 07:20 | close | 2997 | 0.10 | 112.995 | 113.652 | 111.652 | -1430.00 | 2431720.00 |
| 5995 | 2018.12.10 02:54 | sell | 2998 | 0.10 | 112.567 | 113.367 | 111.367 | ||
| 5996 | 2018.12.10 03:12 | close | 2998 | 0.10 | 112.436 | 113.367 | 111.367 | 1310.00 | 2433030.00 |
| 5997 | 2018.12.13 20:15 | buy | 2999 | 0.10 | 113.558 | 112.758 | 115.158 | ||
| 5998 | 2018.12.14 02:54 | close | 2999 | 0.10 | 113.569 | 112.758 | 115.158 | 650.00 | 2433680.00 |
| 5999 | 2018.12.19 01:55 | sell | 3000 | 0.10 | 112.525 | 113.325 | 111.325 | ||
| 6000 | 2018.12.19 02:05 | close | 3000 | 0.10 | 112.440 | 113.325 | 111.325 | 850.00 | 2434530.00 |