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 |
| 6151 | 2019.05.29 19:00 | buy | 3076 | 0.10 | 109.245 | 108.445 | 110.845 | ||
| 6152 | 2019.05.29 20:05 | close | 3076 | 0.10 | 109.399 | 108.445 | 110.845 | 1540.00 | 2475440.00 |
| 6153 | 2019.05.29 21:20 | buy | 3077 | 0.10 | 109.471 | 108.671 | 111.071 | ||
| 6154 | 2019.05.29 22:35 | close | 3077 | 0.10 | 109.622 | 108.671 | 111.071 | 1510.00 | 2476950.00 |
| 6155 | 2019.06.03 12:20 | sell | 3078 | 0.10 | 108.317 | 109.117 | 107.117 | ||
| 6156 | 2019.06.03 15:22 | close | 3078 | 0.10 | 108.282 | 109.117 | 107.117 | 350.00 | 2477300.00 |
| 6157 | 2019.06.04 21:20 | buy | 3079 | 0.10 | 108.055 | 107.255 | 109.655 | ||
| 6158 | 2019.06.05 01:05 | close | 3079 | 0.10 | 108.191 | 107.255 | 109.655 | 1540.00 | 2478840.00 |
| 6159 | 2019.06.13 12:12 | sell | 3080 | 0.10 | 108.410 | 109.210 | 107.210 | ||
| 6160 | 2019.06.13 15:01 | close | 3080 | 0.10 | 108.416 | 109.210 | 107.210 | -60.00 | 2478780.00 |
| 6161 | 2019.06.13 21:00 | buy | 3081 | 0.10 | 108.355 | 107.555 | 109.955 | ||
| 6162 | 2019.06.14 03:54 | close | 3081 | 0.10 | 108.378 | 107.555 | 109.955 | 770.00 | 2479550.00 |
| 6163 | 2019.06.14 03:54 | sell | 3082 | 0.10 | 108.378 | 109.178 | 107.178 | ||
| 6164 | 2019.06.14 08:20 | close | 3082 | 0.10 | 108.336 | 109.178 | 107.178 | 420.00 | 2479970.00 |
| 6165 | 2019.06.19 01:45 | sell | 3083 | 0.10 | 108.508 | 109.308 | 107.308 | ||
| 6166 | 2019.06.19 05:10 | close | 3083 | 0.10 | 108.488 | 109.308 | 107.308 | 200.00 | 2480170.00 |
| 6167 | 2019.06.19 21:00 | buy | 3084 | 0.10 | 108.383 | 107.583 | 109.983 | ||
| 6168 | 2019.06.20 03:54 | close | 3084 | 0.10 | 107.757 | 107.583 | 109.983 | -6080.00 | 2474090.00 |
| 6169 | 2019.06.21 01:25 | sell | 3085 | 0.10 | 107.342 | 108.142 | 106.142 | ||
| 6170 | 2019.06.21 03:05 | close | 3085 | 0.10 | 107.251 | 108.142 | 106.142 | 910.00 | 2475000.00 |
| 6171 | 2019.06.24 01:45 | sell | 3086 | 0.10 | 107.352 | 108.152 | 106.152 | ||
| 6172 | 2019.06.24 08:25 | close | 3086 | 0.10 | 107.457 | 108.152 | 106.152 | -1050.00 | 2473950.00 |
| 6173 | 2019.06.24 19:00 | buy | 3087 | 0.10 | 107.365 | 106.565 | 108.965 | ||
| 6174 | 2019.06.25 03:10 | close | 3087 | 0.10 | 107.396 | 106.565 | 108.965 | 490.00 | 2474440.00 |
| 6175 | 2019.06.26 01:35 | sell | 3088 | 0.10 | 107.243 | 108.043 | 106.043 | ||
| 6176 | 2019.06.26 02:04 | close | 3088 | 0.10 | 107.171 | 108.043 | 106.043 | 720.00 | 2475160.00 |
| 6177 | 2019.06.27 19:05 | buy | 3089 | 0.10 | 107.753 | 106.953 | 109.353 | ||
| 6178 | 2019.06.28 03:54 | close | 3089 | 0.10 | 107.681 | 106.953 | 109.353 | -180.00 | 2474980.00 |
| 6179 | 2019.07.01 01:00 | sell | 3090 | 0.10 | 108.211 | 109.011 | 107.011 | ||
| 6180 | 2019.07.01 03:35 | close | 3090 | 0.10 | 108.210 | 109.011 | 107.011 | 10.00 | 2474990.00 |
| 6181 | 2019.07.04 21:20 | buy | 3091 | 0.10 | 107.784 | 106.984 | 109.384 | ||
| 6182 | 2019.07.05 03:54 | close | 3091 | 0.10 | 107.862 | 106.984 | 109.384 | 1320.00 | 2476310.00 |
| 6183 | 2019.07.10 03:54 | sell | 3092 | 0.10 | 108.973 | 109.773 | 107.773 | ||
| 6184 | 2019.07.10 04:40 | close | 3092 | 0.10 | 108.883 | 109.773 | 107.773 | 900.00 | 2477210.00 |
| 6185 | 2019.07.15 05:30 | sell | 3093 | 0.10 | 108.040 | 108.840 | 106.840 | ||
| 6186 | 2019.07.15 06:48 | close | 3093 | 0.10 | 108.021 | 108.840 | 106.840 | 190.00 | 2477400.00 |
| 6187 | 2019.07.16 04:25 | sell | 3094 | 0.10 | 108.008 | 108.808 | 106.808 | ||
| 6188 | 2019.07.16 04:40 | close | 3094 | 0.10 | 107.950 | 108.808 | 106.808 | 580.00 | 2477980.00 |
| 6189 | 2019.07.18 13:45 | sell | 3095 | 0.10 | 107.862 | 108.662 | 106.662 | ||
| 6190 | 2019.07.18 14:40 | close | 3095 | 0.10 | 107.815 | 108.662 | 106.662 | 470.00 | 2478450.00 |
| 6191 | 2019.07.18 21:00 | buy | 3096 | 0.10 | 107.736 | 106.936 | 109.336 | ||
| 6192 | 2019.07.19 03:54 | close | 3096 | 0.10 | 107.489 | 106.936 | 109.336 | -1930.00 | 2476520.00 |
| 6193 | 2019.07.19 03:55 | sell | 3097 | 0.10 | 107.493 | 108.293 | 106.293 | ||
| 6194 | 2019.07.19 08:20 | close | 3097 | 0.10 | 107.586 | 108.293 | 106.293 | -930.00 | 2475590.00 |
| 6195 | 2019.07.24 20:35 | buy | 3098 | 0.10 | 108.123 | 107.323 | 109.723 | ||
| 6196 | 2019.07.25 03:54 | close | 3098 | 0.10 | 108.169 | 107.323 | 109.723 | 640.00 | 2476230.00 |
| 6197 | 2019.07.29 21:10 | buy | 3099 | 0.10 | 108.796 | 107.996 | 110.396 | ||
| 6198 | 2019.07.30 03:54 | close | 3099 | 0.10 | 108.861 | 107.996 | 110.396 | 830.00 | 2477060.00 |
| 6199 | 2019.08.01 12:05 | buy | 3100 | 0.10 | 109.064 | 108.264 | 110.664 | ||
| 6200 | 2019.08.01 17:30 | s/l | 3100 | 0.10 | 108.264 | 108.264 | 110.664 | -8000.00 | 2469060.00 |
| 6201 | 2019.08.02 01:25 | sell | 3101 | 0.10 | 107.408 | 108.208 | 106.208 | ||
| 6202 | 2019.08.02 03:30 | close | 3101 | 0.10 | 107.317 | 108.208 | 106.208 | 910.00 | 2469970.00 |
| 6203 | 2019.08.05 12:26 | sell | 3102 | 0.10 | 106.061 | 106.861 | 104.861 | ||
| 6204 | 2019.08.05 13:29 | close | 3102 | 0.10 | 106.061 | 106.861 | 104.861 | 0.00 | 2469970.00 |
| 6205 | 2019.08.08 22:20 | buy | 3103 | 0.10 | 105.952 | 105.152 | 107.552 | ||
| 6206 | 2019.08.09 03:54 | close | 3103 | 0.10 | 105.973 | 105.152 | 107.552 | 750.00 | 2470720.00 |
| 6207 | 2019.08.12 01:05 | sell | 3104 | 0.10 | 105.685 | 106.485 | 104.485 | ||
| 6208 | 2019.08.12 01:33 | close | 3104 | 0.10 | 105.615 | 106.485 | 104.485 | 700.00 | 2471420.00 |
| 6209 | 2019.08.14 21:40 | buy | 3105 | 0.10 | 105.893 | 105.093 | 107.493 | ||
| 6210 | 2019.08.15 03:54 | close | 3105 | 0.10 | 106.011 | 105.093 | 107.493 | 1360.00 | 2472780.00 |
| 6211 | 2019.08.15 03:54 | sell | 3106 | 0.10 | 106.011 | 106.811 | 104.811 | ||
| 6212 | 2019.08.15 04:37 | close | 3106 | 0.10 | 105.821 | 106.811 | 104.811 | 1900.00 | 2474680.00 |
| 6213 | 2019.08.20 01:05 | buy | 3107 | 0.10 | 106.607 | 105.807 | 108.207 | ||
| 6214 | 2019.08.20 03:54 | close | 3107 | 0.10 | 106.624 | 105.807 | 108.207 | 170.00 | 2474850.00 |
| 6215 | 2019.08.21 01:20 | sell | 3108 | 0.10 | 106.277 | 107.077 | 105.077 | ||
| 6216 | 2019.08.21 08:25 | close | 3108 | 0.10 | 106.471 | 107.077 | 105.077 | -1940.00 | 2472910.00 |
| 6217 | 2019.08.22 19:05 | buy | 3109 | 0.10 | 106.453 | 105.653 | 108.053 | ||
| 6218 | 2019.08.23 02:20 | close | 3109 | 0.10 | 106.463 | 105.653 | 108.053 | 640.00 | 2473550.00 |
| 6219 | 2019.08.23 03:55 | sell | 3110 | 0.10 | 106.610 | 107.410 | 105.410 | ||
| 6220 | 2019.08.23 05:21 | close | 3110 | 0.10 | 106.498 | 107.410 | 105.410 | 1120.00 | 2474670.00 |
| 6221 | 2019.08.28 01:20 | sell | 3111 | 0.10 | 105.786 | 106.586 | 104.586 | ||
| 6222 | 2019.08.28 02:34 | close | 3111 | 0.10 | 105.715 | 106.586 | 104.586 | 710.00 | 2475380.00 |
| 6223 | 2019.08.29 23:10 | buy | 3112 | 0.10 | 106.502 | 105.702 | 108.102 | ||
| 6224 | 2019.08.30 03:54 | close | 3112 | 0.10 | 106.410 | 105.702 | 108.102 | -380.00 | 2475000.00 |
| 6225 | 2019.09.05 04:30 | sell | 3113 | 0.10 | 106.582 | 107.382 | 105.382 | ||
| 6226 | 2019.09.05 07:20 | close | 3113 | 0.10 | 106.576 | 107.382 | 105.382 | 60.00 | 2475060.00 |
| 6227 | 2019.09.10 03:55 | sell | 3114 | 0.10 | 107.421 | 108.221 | 106.221 | ||
| 6228 | 2019.09.10 08:20 | close | 3114 | 0.10 | 107.376 | 108.221 | 106.221 | 450.00 | 2475510.00 |
| 6229 | 2019.09.11 12:35 | buy | 3115 | 0.10 | 107.689 | 106.889 | 109.289 | ||
| 6230 | 2019.09.11 14:49 | close | 3115 | 0.10 | 107.719 | 106.889 | 109.289 | 300.00 | 2475810.00 |
| 6231 | 2019.09.12 11:15 | buy | 3116 | 0.10 | 107.870 | 107.070 | 109.470 | ||
| 6232 | 2019.09.12 13:01 | close | 3116 | 0.10 | 107.873 | 107.070 | 109.470 | 30.00 | 2475840.00 |
| 6233 | 2019.09.12 23:05 | buy | 3117 | 0.10 | 108.142 | 107.342 | 109.742 | ||
| 6234 | 2019.09.13 03:54 | close | 3117 | 0.10 | 108.199 | 107.342 | 109.742 | 1110.00 | 2476950.00 |
| 6235 | 2019.09.20 01:00 | buy | 3118 | 0.10 | 108.044 | 107.244 | 109.644 | ||
| 6236 | 2019.09.20 03:54 | close | 3118 | 0.10 | 107.996 | 107.244 | 109.644 | -480.00 | 2476470.00 |
| 6237 | 2019.09.24 19:00 | buy | 3119 | 0.10 | 107.321 | 106.521 | 108.921 | ||
| 6238 | 2019.09.25 03:54 | close | 3119 | 0.10 | 107.073 | 106.521 | 108.921 | -2300.00 | 2474170.00 |
| 6239 | 2019.09.25 05:45 | sell | 3120 | 0.10 | 107.342 | 108.142 | 106.142 | ||
| 6240 | 2019.09.25 06:38 | close | 3120 | 0.10 | 107.291 | 108.142 | 106.142 | 510.00 | 2474680.00 |
| 6241 | 2019.09.30 01:45 | buy | 3121 | 0.10 | 107.886 | 107.086 | 109.486 | ||
| 6242 | 2019.09.30 03:54 | close | 3121 | 0.10 | 107.914 | 107.086 | 109.486 | 280.00 | 2474960.00 |
| 6243 | 2019.10.03 21:15 | buy | 3122 | 0.10 | 106.824 | 106.024 | 108.424 | ||
| 6244 | 2019.10.04 03:54 | close | 3122 | 0.10 | 106.822 | 106.024 | 108.424 | 520.00 | 2475480.00 |
| 6245 | 2019.10.09 22:50 | buy | 3123 | 0.10 | 107.464 | 106.664 | 109.064 | ||
| 6246 | 2019.10.10 03:54 | close | 3123 | 0.10 | 107.321 | 106.664 | 109.064 | -1250.00 | 2474230.00 |
| 6247 | 2019.10.10 03:54 | sell | 3124 | 0.10 | 107.321 | 108.121 | 106.121 | ||
| 6248 | 2019.10.10 08:20 | close | 3124 | 0.10 | 107.513 | 108.121 | 106.121 | -1920.00 | 2472310.00 |
| 6249 | 2019.10.14 09:35 | buy | 3125 | 0.10 | 108.224 | 107.424 | 109.824 | ||
| 6250 | 2019.10.14 11:30 | close | 3125 | 0.10 | 108.249 | 107.424 | 109.824 | 250.00 | 2472560.00 |
| 6251 | 2019.10.14 12:20 | buy | 3126 | 0.10 | 108.188 | 107.388 | 109.788 | ||
| 6252 | 2019.10.14 14:55 | close | 3126 | 0.10 | 108.215 | 107.388 | 109.788 | 270.00 | 2472830.00 |
| 6253 | 2019.10.14 21:30 | buy | 3127 | 0.10 | 108.364 | 107.564 | 109.964 | ||
| 6254 | 2019.10.15 03:54 | close | 3127 | 0.10 | 108.391 | 107.564 | 109.964 | 450.00 | 2473280.00 |
| 6255 | 2019.10.15 12:10 | buy | 3128 | 0.10 | 108.290 | 107.490 | 109.890 | ||
| 6256 | 2019.10.15 14:05 | close | 3128 | 0.10 | 108.255 | 107.490 | 109.890 | -350.00 | 2472930.00 |
| 6257 | 2019.10.17 12:18 | buy | 3129 | 0.10 | 108.737 | 107.937 | 110.337 | ||
| 6258 | 2019.10.17 12:32 | close | 3129 | 0.10 | 108.848 | 107.937 | 110.337 | 1110.00 | 2474040.00 |
| 6259 | 2019.10.18 01:05 | buy | 3130 | 0.10 | 108.625 | 107.825 | 110.225 | ||
| 6260 | 2019.10.18 03:54 | close | 3130 | 0.10 | 108.661 | 107.825 | 110.225 | 360.00 | 2474400.00 |
| 6261 | 2019.10.24 19:20 | buy | 3131 | 0.10 | 108.568 | 107.768 | 110.168 | ||
| 6262 | 2019.10.25 03:35 | close | 3131 | 0.10 | 108.652 | 107.768 | 110.168 | 1380.00 | 2475780.00 |
| 6263 | 2019.10.25 03:54 | sell | 3132 | 0.10 | 108.700 | 109.500 | 107.500 | ||
| 6264 | 2019.10.25 08:20 | close | 3132 | 0.10 | 108.667 | 109.500 | 107.500 | 330.00 | 2476110.00 |
| 6265 | 2019.10.28 12:13 | buy | 3133 | 0.10 | 108.676 | 107.876 | 110.276 | ||
| 6266 | 2019.10.28 14:30 | close | 3133 | 0.10 | 108.731 | 107.876 | 110.276 | 550.00 | 2476660.00 |
| 6267 | 2019.10.29 11:00 | buy | 3134 | 0.10 | 108.854 | 108.054 | 110.454 | ||
| 6268 | 2019.10.29 12:05 | close | 3134 | 0.10 | 108.910 | 108.054 | 110.454 | 560.00 | 2477220.00 |
| 6269 | 2019.10.29 19:05 | buy | 3135 | 0.10 | 108.836 | 108.036 | 110.436 | ||
| 6270 | 2019.10.30 03:54 | close | 3135 | 0.10 | 108.841 | 108.036 | 110.436 | 230.00 | 2477450.00 |
| 6271 | 2019.10.30 22:25 | buy | 3136 | 0.10 | 108.771 | 107.971 | 110.371 | ||
| 6272 | 2019.10.30 23:35 | close | 3136 | 0.10 | 108.876 | 107.971 | 110.371 | 1050.00 | 2478500.00 |
| 6273 | 2019.11.04 23:25 | buy | 3137 | 0.10 | 108.589 | 107.789 | 110.189 | ||
| 6274 | 2019.11.05 01:35 | close | 3137 | 0.10 | 108.721 | 107.789 | 110.189 | 1500.00 | 2480000.00 |
| 6275 | 2019.11.05 02:55 | sell | 3138 | 0.10 | 108.762 | 109.562 | 107.562 | ||
| 6276 | 2019.11.05 03:10 | close | 3138 | 0.10 | 108.662 | 109.562 | 107.562 | 1000.00 | 2481000.00 |
| 6277 | 2019.11.05 23:25 | buy | 3139 | 0.10 | 109.142 | 108.342 | 110.742 | ||
| 6278 | 2019.11.06 00:10 | close | 3139 | 0.10 | 109.158 | 108.342 | 110.742 | 340.00 | 2481340.00 |
| 6279 | 2019.11.06 09:00 | buy | 3140 | 0.10 | 108.979 | 108.179 | 110.579 | ||
| 6280 | 2019.11.06 10:15 | close | 3140 | 0.10 | 109.017 | 108.179 | 110.579 | 380.00 | 2481720.00 |
| 6281 | 2019.11.07 06:00 | buy | 3141 | 0.10 | 108.675 | 107.875 | 110.275 | ||
| 6282 | 2019.11.07 07:36 | close | 3141 | 0.10 | 108.717 | 107.875 | 110.275 | 420.00 | 2482140.00 |
| 6283 | 2019.11.07 21:55 | buy | 3142 | 0.10 | 109.323 | 108.523 | 110.923 | ||
| 6284 | 2019.11.08 02:54 | close | 3142 | 0.10 | 109.338 | 108.523 | 110.923 | 690.00 | 2482830.00 |
| 6285 | 2019.11.11 06:15 | buy | 3143 | 0.10 | 109.020 | 108.220 | 110.620 | ||
| 6286 | 2019.11.11 07:30 | close | 3143 | 0.10 | 109.063 | 108.220 | 110.620 | 430.00 | 2483260.00 |
| 6287 | 2019.11.12 21:45 | buy | 3144 | 0.10 | 108.957 | 108.157 | 110.557 | ||
| 6288 | 2019.11.12 22:31 | close | 3144 | 0.10 | 109.020 | 108.157 | 110.557 | 630.00 | 2483890.00 |
| 6289 | 2019.11.13 21:30 | buy | 3145 | 0.10 | 108.699 | 107.899 | 110.299 | ||
| 6290 | 2019.11.13 22:15 | close | 3145 | 0.10 | 108.789 | 107.899 | 110.299 | 900.00 | 2484790.00 |
| 6291 | 2019.11.14 20:05 | buy | 3146 | 0.10 | 108.387 | 107.587 | 109.987 | ||
| 6292 | 2019.11.15 01:40 | close | 3146 | 0.10 | 108.464 | 107.587 | 109.987 | 1310.00 | 2486100.00 |
| 6293 | 2019.11.15 02:54 | sell | 3147 | 0.10 | 108.567 | 109.367 | 107.367 | ||
| 6294 | 2019.11.15 07:20 | close | 3147 | 0.10 | 108.581 | 109.367 | 107.367 | -140.00 | 2485960.00 |
| 6295 | 2019.11.20 02:54 | sell | 3148 | 0.10 | 108.570 | 109.370 | 107.370 | ||
| 6296 | 2019.11.20 03:22 | close | 3148 | 0.10 | 108.447 | 109.370 | 107.370 | 1230.00 | 2487190.00 |
| 6297 | 2019.11.21 23:15 | buy | 3149 | 0.10 | 108.587 | 107.787 | 110.187 | ||
| 6298 | 2019.11.22 00:10 | close | 3149 | 0.10 | 108.616 | 107.787 | 110.187 | 830.00 | 2488020.00 |
| 6299 | 2019.11.25 02:54 | sell | 3150 | 0.10 | 108.782 | 109.582 | 107.582 | ||
| 6300 | 2019.11.25 07:20 | close | 3150 | 0.10 | 108.763 | 109.582 | 107.582 | 190.00 | 2488210.00 |