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 |
| 6001 | 2018.12.19 20:00 | buy | 3001 | 0.10 | 112.204 | 111.404 | 113.804 | ||
| 6002 | 2018.12.19 21:35 | close | 3001 | 0.10 | 112.561 | 111.404 | 113.804 | 3570.00 | 2438100.00 |
| 6003 | 2018.12.19 22:10 | buy | 3002 | 0.10 | 112.325 | 111.525 | 113.925 | ||
| 6004 | 2018.12.19 22:55 | close | 3002 | 0.10 | 112.627 | 111.525 | 113.925 | 3020.00 | 2441120.00 |
| 6005 | 2018.12.19 23:45 | buy | 3003 | 0.10 | 112.455 | 111.655 | 114.055 | ||
| 6006 | 2018.12.20 02:54 | close | 3003 | 0.10 | 112.544 | 111.655 | 114.055 | 1070.00 | 2442190.00 |
| 6007 | 2018.12.20 02:54 | sell | 3004 | 0.10 | 112.544 | 113.344 | 111.344 | ||
| 6008 | 2018.12.20 04:05 | close | 3004 | 0.10 | 112.473 | 113.344 | 111.344 | 710.00 | 2442900.00 |
| 6009 | 2018.12.24 01:40 | sell | 3005 | 0.10 | 111.169 | 111.969 | 109.969 | ||
| 6010 | 2018.12.24 01:55 | close | 3005 | 0.10 | 111.061 | 111.969 | 109.969 | 1080.00 | 2443980.00 |
| 6011 | 2018.12.24 12:54 | sell | 3006 | 0.10 | 111.121 | 111.921 | 109.921 | ||
| 6012 | 2018.12.24 13:18 | close | 3006 | 0.10 | 111.053 | 111.921 | 109.921 | 680.00 | 2444660.00 |
| 6013 | 2018.12.24 18:10 | buy | 3007 | 0.10 | 110.468 | 109.668 | 112.068 | ||
| 6014 | 2018.12.25 02:54 | close | 3007 | 0.10 | 110.124 | 109.668 | 112.068 | -3260.00 | 2441400.00 |
| 6015 | 2018.12.26 01:40 | sell | 3008 | 0.10 | 110.327 | 111.127 | 109.127 | ||
| 6016 | 2018.12.26 04:30 | close | 3008 | 0.10 | 110.353 | 111.127 | 109.127 | -260.00 | 2441140.00 |
| 6017 | 2019.01.02 01:00 | sell | 3009 | 0.10 | 109.676 | 110.476 | 108.476 | ||
| 6018 | 2019.01.02 02:05 | close | 3009 | 0.10 | 109.570 | 110.476 | 108.476 | 1060.00 | 2442200.00 |
| 6019 | 2019.01.02 12:52 | sell | 3010 | 0.10 | 109.038 | 109.838 | 107.838 | ||
| 6020 | 2019.01.02 15:04 | close | 3010 | 0.10 | 109.096 | 109.838 | 107.838 | -580.00 | 2441620.00 |
| 6021 | 2019.01.03 12:50 | sell | 3011 | 0.10 | 107.668 | 108.468 | 106.468 | ||
| 6022 | 2019.01.03 12:55 | close | 3011 | 0.10 | 107.607 | 108.468 | 106.468 | 610.00 | 2442230.00 |
| 6023 | 2019.01.09 21:30 | buy | 3012 | 0.10 | 108.126 | 107.326 | 109.726 | ||
| 6024 | 2019.01.09 21:45 | close | 3012 | 0.10 | 108.311 | 107.326 | 109.726 | 1850.00 | 2444080.00 |
| 6025 | 2019.01.09 23:05 | buy | 3013 | 0.10 | 108.032 | 107.232 | 109.632 | ||
| 6026 | 2019.01.10 01:25 | close | 3013 | 0.10 | 108.219 | 107.232 | 109.632 | 2050.00 | 2446130.00 |
| 6027 | 2019.01.10 12:06 | sell | 3014 | 0.10 | 108.135 | 108.935 | 106.935 | ||
| 6028 | 2019.01.10 13:01 | close | 3014 | 0.10 | 108.118 | 108.935 | 106.935 | 170.00 | 2446300.00 |
| 6029 | 2019.01.14 20:15 | buy | 3015 | 0.10 | 108.188 | 107.388 | 109.788 | ||
| 6030 | 2019.01.15 01:50 | close | 3015 | 0.10 | 108.250 | 107.388 | 109.788 | 800.00 | 2447100.00 |
| 6031 | 2019.01.15 02:54 | sell | 3016 | 0.10 | 108.357 | 109.157 | 107.157 | ||
| 6032 | 2019.01.15 07:20 | close | 3016 | 0.10 | 108.657 | 109.157 | 107.157 | -3000.00 | 2444100.00 |
| 6033 | 2019.01.17 20:15 | buy | 3017 | 0.10 | 108.956 | 108.156 | 110.556 | ||
| 6034 | 2019.01.17 21:45 | close | 3017 | 0.10 | 109.351 | 108.156 | 110.556 | 3950.00 | 2448050.00 |
| 6035 | 2019.01.17 23:40 | buy | 3018 | 0.10 | 109.188 | 108.388 | 110.788 | ||
| 6036 | 2019.01.18 02:54 | close | 3018 | 0.10 | 109.326 | 108.388 | 110.788 | 1920.00 | 2449970.00 |
| 6037 | 2019.01.18 02:54 | sell | 3019 | 0.10 | 109.326 | 110.126 | 108.126 | ||
| 6038 | 2019.01.18 07:20 | close | 3019 | 0.10 | 109.408 | 110.126 | 108.126 | -820.00 | 2449150.00 |
| 6039 | 2019.01.24 18:20 | buy | 3020 | 0.10 | 109.545 | 108.745 | 111.145 | ||
| 6040 | 2019.01.24 18:55 | close | 3020 | 0.10 | 109.707 | 108.745 | 111.145 | 1620.00 | 2450770.00 |
| 6041 | 2019.01.24 19:45 | buy | 3021 | 0.10 | 109.674 | 108.874 | 111.274 | ||
| 6042 | 2019.01.25 02:10 | close | 3021 | 0.10 | 109.679 | 108.874 | 111.274 | 590.00 | 2451360.00 |
| 6043 | 2019.01.25 02:55 | sell | 3022 | 0.10 | 109.706 | 110.506 | 108.506 | ||
| 6044 | 2019.01.25 07:20 | close | 3022 | 0.10 | 109.749 | 110.506 | 108.506 | -430.00 | 2450930.00 |
| 6045 | 2019.01.29 18:20 | buy | 3023 | 0.10 | 109.326 | 108.526 | 110.926 | ||
| 6046 | 2019.01.30 02:54 | close | 3023 | 0.10 | 109.376 | 108.526 | 110.926 | 680.00 | 2451610.00 |
| 6047 | 2019.01.30 21:30 | buy | 3024 | 0.10 | 109.131 | 108.331 | 110.731 | ||
| 6048 | 2019.01.31 02:54 | close | 3024 | 0.10 | 108.906 | 108.331 | 110.731 | -2070.00 | 2449540.00 |
| 6049 | 2019.01.31 18:00 | sell | 3025 | 0.10 | 108.831 | 109.631 | 107.631 | ||
| 6050 | 2019.01.31 19:02 | close | 3025 | 0.10 | 108.823 | 109.631 | 107.631 | 80.00 | 2449620.00 |
| 6051 | 2019.02.04 20:40 | buy | 3026 | 0.10 | 109.895 | 109.095 | 111.495 | ||
| 6052 | 2019.02.05 02:25 | close | 3026 | 0.10 | 110.003 | 109.095 | 111.495 | 1260.00 | 2450880.00 |
| 6053 | 2019.02.07 21:25 | buy | 3027 | 0.10 | 109.794 | 108.994 | 111.394 | ||
| 6054 | 2019.02.08 02:54 | close | 3027 | 0.10 | 109.801 | 108.994 | 111.394 | 610.00 | 2451490.00 |
| 6055 | 2019.02.08 02:54 | sell | 3028 | 0.10 | 109.801 | 110.601 | 108.601 | ||
| 6056 | 2019.02.08 04:07 | close | 3028 | 0.10 | 109.671 | 110.601 | 108.601 | 1300.00 | 2452790.00 |
| 6057 | 2019.02.11 21:35 | buy | 3029 | 0.10 | 110.394 | 109.594 | 111.994 | ||
| 6058 | 2019.02.12 01:05 | close | 3029 | 0.10 | 110.465 | 109.594 | 111.994 | 890.00 | 2453680.00 |
| 6059 | 2019.02.12 12:32 | buy | 3030 | 0.10 | 110.499 | 109.699 | 112.099 | ||
| 6060 | 2019.02.12 13:32 | close | 3030 | 0.10 | 110.536 | 109.699 | 112.099 | 370.00 | 2454050.00 |
| 6061 | 2019.02.14 20:00 | buy | 3031 | 0.10 | 110.591 | 109.791 | 112.191 | ||
| 6062 | 2019.02.15 02:54 | close | 3031 | 0.10 | 110.409 | 109.791 | 112.191 | -1280.00 | 2452770.00 |
| 6063 | 2019.02.19 22:25 | buy | 3032 | 0.10 | 110.653 | 109.853 | 112.253 | ||
| 6064 | 2019.02.20 02:54 | close | 3032 | 0.10 | 110.721 | 109.853 | 112.253 | 860.00 | 2453630.00 |
| 6065 | 2019.02.20 02:54 | sell | 3033 | 0.10 | 110.721 | 111.521 | 109.521 | ||
| 6066 | 2019.02.20 05:45 | close | 3033 | 0.10 | 110.745 | 111.521 | 109.521 | -240.00 | 2453390.00 |
| 6067 | 2019.02.20 12:26 | buy | 3034 | 0.10 | 110.760 | 109.960 | 112.360 | ||
| 6068 | 2019.02.20 13:28 | close | 3034 | 0.10 | 110.827 | 109.960 | 112.360 | 670.00 | 2454060.00 |
| 6069 | 2019.02.20 20:00 | buy | 3035 | 0.10 | 110.670 | 109.870 | 112.270 | ||
| 6070 | 2019.02.20 21:05 | close | 3035 | 0.10 | 110.764 | 109.870 | 112.270 | 940.00 | 2455000.00 |
| 6071 | 2019.02.25 02:54 | sell | 3036 | 0.10 | 110.796 | 111.596 | 109.596 | ||
| 6072 | 2019.02.25 03:58 | close | 3036 | 0.10 | 110.669 | 111.596 | 109.596 | 1270.00 | 2456270.00 |
| 6073 | 2019.02.25 22:35 | buy | 3037 | 0.10 | 111.040 | 110.240 | 112.640 | ||
| 6074 | 2019.02.26 00:30 | close | 3037 | 0.10 | 111.044 | 110.240 | 112.640 | 220.00 | 2456490.00 |
| 6075 | 2019.02.26 21:15 | buy | 3038 | 0.10 | 110.627 | 109.827 | 112.227 | ||
| 6076 | 2019.02.27 02:54 | close | 3038 | 0.10 | 110.532 | 109.827 | 112.227 | -770.00 | 2455720.00 |
| 6077 | 2019.03.04 09:55 | buy | 3039 | 0.10 | 111.889 | 111.089 | 113.489 | ||
| 6078 | 2019.03.04 10:05 | close | 3039 | 0.10 | 111.954 | 111.089 | 113.489 | 650.00 | 2456370.00 |
| 6079 | 2019.03.05 02:54 | sell | 3040 | 0.10 | 111.869 | 112.669 | 110.669 | ||
| 6080 | 2019.03.05 07:20 | close | 3040 | 0.10 | 111.916 | 112.669 | 110.669 | -470.00 | 2455900.00 |
| 6081 | 2019.03.05 20:30 | buy | 3041 | 0.10 | 111.847 | 111.047 | 113.447 | ||
| 6082 | 2019.03.05 23:15 | close | 3041 | 0.10 | 111.892 | 111.047 | 113.447 | 450.00 | 2456350.00 |
| 6083 | 2019.03.07 02:30 | buy | 3042 | 0.10 | 111.600 | 110.800 | 113.200 | ||
| 6084 | 2019.03.07 02:50 | close | 3042 | 0.10 | 111.660 | 110.800 | 113.200 | 600.00 | 2456950.00 |
| 6085 | 2019.03.07 20:45 | buy | 3043 | 0.10 | 111.567 | 110.767 | 113.167 | ||
| 6086 | 2019.03.08 02:54 | close | 3043 | 0.10 | 111.526 | 110.767 | 113.167 | 130.00 | 2457080.00 |
| 6087 | 2019.03.08 06:30 | buy | 3044 | 0.10 | 111.339 | 110.539 | 112.939 | ||
| 6088 | 2019.03.08 10:07 | close | 3044 | 0.10 | 111.080 | 110.539 | 112.939 | -2590.00 | 2454490.00 |
| 6089 | 2019.03.11 11:05 | sell | 3045 | 0.10 | 111.251 | 112.051 | 110.051 | ||
| 6090 | 2019.03.11 12:16 | close | 3045 | 0.10 | 111.184 | 112.051 | 110.051 | 670.00 | 2455160.00 |
| 6091 | 2019.03.14 21:00 | buy | 3046 | 0.10 | 111.742 | 110.942 | 113.342 | ||
| 6092 | 2019.03.15 03:45 | close | 3046 | 0.10 | 111.858 | 110.942 | 113.342 | 1700.00 | 2456860.00 |
| 6093 | 2019.03.15 03:54 | sell | 3047 | 0.10 | 111.891 | 112.691 | 110.691 | ||
| 6094 | 2019.03.15 05:24 | close | 3047 | 0.10 | 111.790 | 112.691 | 110.691 | 1010.00 | 2457870.00 |
| 6095 | 2019.03.18 22:20 | buy | 3048 | 0.10 | 111.349 | 110.549 | 112.949 | ||
| 6096 | 2019.03.19 00:40 | close | 3048 | 0.10 | 111.439 | 110.549 | 112.949 | 1080.00 | 2458950.00 |
| 6097 | 2019.03.19 21:00 | buy | 3049 | 0.10 | 111.367 | 110.567 | 112.967 | ||
| 6098 | 2019.03.20 03:05 | close | 3049 | 0.10 | 111.494 | 110.567 | 112.967 | 1450.00 | 2460400.00 |
| 6099 | 2019.03.20 03:54 | sell | 3050 | 0.10 | 111.595 | 112.395 | 110.395 | ||
| 6100 | 2019.03.20 08:20 | close | 3050 | 0.10 | 111.601 | 112.395 | 110.395 | -60.00 | 2460340.00 |
| 6101 | 2019.03.20 21:10 | buy | 3051 | 0.10 | 111.091 | 110.291 | 112.691 | ||
| 6102 | 2019.03.21 03:54 | close | 3051 | 0.10 | 110.688 | 110.291 | 112.691 | -3850.00 | 2456490.00 |
| 6103 | 2019.03.21 18:00 | sell | 3052 | 0.10 | 110.873 | 111.673 | 109.673 | ||
| 6104 | 2019.03.21 19:46 | close | 3052 | 0.10 | 110.812 | 111.673 | 109.673 | 610.00 | 2457100.00 |
| 6105 | 2019.03.25 01:30 | buy | 3053 | 0.10 | 109.961 | 109.161 | 111.561 | ||
| 6106 | 2019.03.25 02:25 | close | 3053 | 0.10 | 110.083 | 109.161 | 111.561 | 1220.00 | 2458320.00 |
| 6107 | 2019.03.25 13:00 | sell | 3054 | 0.10 | 110.214 | 111.014 | 109.014 | ||
| 6108 | 2019.03.25 13:55 | close | 3054 | 0.10 | 110.174 | 111.014 | 109.014 | 400.00 | 2458720.00 |
| 6109 | 2019.03.26 01:05 | sell | 3055 | 0.10 | 110.026 | 110.826 | 108.826 | ||
| 6110 | 2019.03.26 06:30 | close | 3055 | 0.10 | 110.011 | 110.826 | 108.826 | 150.00 | 2458870.00 |
| 6111 | 2019.03.28 20:20 | buy | 3056 | 0.10 | 110.586 | 109.786 | 112.186 | ||
| 6112 | 2019.03.29 03:50 | close | 3056 | 0.10 | 110.736 | 109.786 | 112.186 | 2040.00 | 2460910.00 |
| 6113 | 2019.03.29 03:55 | sell | 3057 | 0.10 | 110.904 | 111.704 | 109.704 | ||
| 6114 | 2019.03.29 06:56 | close | 3057 | 0.10 | 110.742 | 111.704 | 109.704 | 1620.00 | 2462530.00 |
| 6115 | 2019.04.08 06:00 | buy | 3058 | 0.10 | 111.394 | 110.594 | 112.994 | ||
| 6116 | 2019.04.08 07:57 | close | 3058 | 0.10 | 111.396 | 110.594 | 112.994 | 20.00 | 2462550.00 |
| 6117 | 2019.04.09 21:20 | buy | 3059 | 0.10 | 111.106 | 110.306 | 112.706 | ||
| 6118 | 2019.04.10 03:54 | close | 3059 | 0.10 | 111.168 | 110.306 | 112.706 | 800.00 | 2463350.00 |
| 6119 | 2019.04.10 03:54 | sell | 3060 | 0.10 | 111.168 | 111.968 | 109.968 | ||
| 6120 | 2019.04.10 08:20 | close | 3060 | 0.10 | 111.144 | 111.968 | 109.968 | 240.00 | 2463590.00 |
| 6121 | 2019.04.15 01:00 | buy | 3061 | 0.10 | 111.990 | 111.190 | 113.590 | ||
| 6122 | 2019.04.15 03:54 | close | 3061 | 0.10 | 111.984 | 111.190 | 113.590 | -60.00 | 2463530.00 |
| 6123 | 2019.04.18 21:00 | buy | 3062 | 0.10 | 111.953 | 111.153 | 113.553 | ||
| 6124 | 2019.04.19 03:54 | close | 3062 | 0.10 | 111.986 | 111.153 | 113.553 | 870.00 | 2464400.00 |
| 6125 | 2019.04.25 01:05 | buy | 3063 | 0.10 | 112.085 | 111.285 | 113.685 | ||
| 6126 | 2019.04.25 03:54 | close | 3063 | 0.10 | 112.157 | 111.285 | 113.685 | 720.00 | 2465120.00 |
| 6127 | 2019.04.25 03:54 | sell | 3064 | 0.10 | 112.157 | 112.957 | 110.957 | ||
| 6128 | 2019.04.25 04:30 | close | 3064 | 0.10 | 112.048 | 112.957 | 110.957 | 1090.00 | 2466210.00 |
| 6129 | 2019.04.26 04:30 | sell | 3065 | 0.10 | 111.746 | 112.546 | 110.546 | ||
| 6130 | 2019.04.26 04:47 | close | 3065 | 0.10 | 111.687 | 112.546 | 110.546 | 590.00 | 2466800.00 |
| 6131 | 2019.05.01 06:15 | sell | 3066 | 0.10 | 111.491 | 112.291 | 110.291 | ||
| 6132 | 2019.05.01 08:30 | close | 3066 | 0.10 | 111.480 | 112.291 | 110.291 | 110.00 | 2466910.00 |
| 6133 | 2019.05.09 22:20 | buy | 3067 | 0.10 | 109.643 | 108.843 | 111.243 | ||
| 6134 | 2019.05.10 02:55 | close | 3067 | 0.10 | 109.813 | 108.843 | 111.243 | 2240.00 | 2469150.00 |
| 6135 | 2019.05.14 21:20 | buy | 3068 | 0.10 | 109.622 | 108.822 | 111.222 | ||
| 6136 | 2019.05.15 03:54 | close | 3068 | 0.10 | 109.582 | 108.822 | 111.222 | -220.00 | 2468930.00 |
| 6137 | 2019.05.20 01:20 | buy | 3069 | 0.10 | 110.026 | 109.226 | 111.626 | ||
| 6138 | 2019.05.20 03:54 | close | 3069 | 0.10 | 110.152 | 109.226 | 111.626 | 1260.00 | 2470190.00 |
| 6139 | 2019.05.20 04:00 | sell | 3070 | 0.10 | 110.224 | 111.024 | 109.024 | ||
| 6140 | 2019.05.20 08:20 | close | 3070 | 0.10 | 110.203 | 111.024 | 109.024 | 210.00 | 2470400.00 |
| 6141 | 2019.05.21 22:50 | buy | 3071 | 0.10 | 110.565 | 109.765 | 112.165 | ||
| 6142 | 2019.05.22 02:15 | close | 3071 | 0.10 | 110.569 | 109.765 | 112.165 | 220.00 | 2470620.00 |
| 6143 | 2019.05.23 19:05 | buy | 3072 | 0.10 | 109.593 | 108.793 | 111.193 | ||
| 6144 | 2019.05.24 03:35 | close | 3072 | 0.10 | 109.649 | 108.793 | 111.193 | 1100.00 | 2471720.00 |
| 6145 | 2019.05.24 03:54 | sell | 3073 | 0.10 | 109.698 | 110.498 | 108.498 | ||
| 6146 | 2019.05.24 06:07 | close | 3073 | 0.10 | 109.576 | 110.498 | 108.498 | 1220.00 | 2472940.00 |
| 6147 | 2019.05.28 01:50 | sell | 3074 | 0.10 | 109.536 | 110.336 | 108.336 | ||
| 6148 | 2019.05.28 04:28 | close | 3074 | 0.10 | 109.466 | 110.336 | 108.336 | 700.00 | 2473640.00 |
| 6149 | 2019.05.28 22:50 | buy | 3075 | 0.10 | 109.354 | 108.554 | 110.954 | ||
| 6150 | 2019.05.29 01:00 | close | 3075 | 0.10 | 109.362 | 108.554 | 110.954 | 260.00 | 2473900.00 |