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 |
| 6301 | 2019.11.29 02:54 | sell | 3151 | 0.10 | 109.526 | 110.326 | 108.326 | ||
| 6302 | 2019.11.29 03:30 | close | 3151 | 0.10 | 109.493 | 110.326 | 108.326 | 330.00 | 2488540.00 |
| 6303 | 2019.12.02 13:36 | buy | 3152 | 0.10 | 109.539 | 108.739 | 111.139 | ||
| 6304 | 2019.12.02 14:47 | close | 3152 | 0.10 | 109.572 | 108.739 | 111.139 | 330.00 | 2488870.00 |
| 6305 | 2019.12.02 19:00 | buy | 3153 | 0.10 | 109.098 | 108.298 | 110.698 | ||
| 6306 | 2019.12.02 19:06 | close | 3153 | 0.10 | 109.130 | 108.298 | 110.698 | 320.00 | 2489190.00 |
| 6307 | 2019.12.02 19:28 | buy | 3154 | 0.10 | 109.101 | 108.301 | 110.701 | ||
| 6308 | 2019.12.02 21:33 | close | 3154 | 0.10 | 109.012 | 108.301 | 110.701 | -890.00 | 2488300.00 |
| 6309 | 2019.12.03 01:00 | sell | 3155 | 0.10 | 109.058 | 109.858 | 107.858 | ||
| 6310 | 2019.12.03 01:44 | close | 3155 | 0.10 | 108.986 | 109.858 | 107.858 | 720.00 | 2489020.00 |
| 6311 | 2019.12.03 15:00 | buy | 3156 | 0.10 | 108.766 | 107.966 | 110.366 | ||
| 6312 | 2019.12.03 20:40 | close | 3156 | 0.10 | 108.583 | 107.966 | 110.366 | -1830.00 | 2487190.00 |
| 6313 | 2019.12.04 11:15 | sell | 3157 | 0.10 | 108.738 | 109.538 | 107.538 | ||
| 6314 | 2019.12.04 12:51 | close | 3157 | 0.10 | 108.675 | 109.538 | 107.538 | 630.00 | 2487820.00 |
| 6315 | 2019.12.04 22:30 | buy | 3158 | 0.10 | 108.887 | 108.087 | 110.487 | ||
| 6316 | 2019.12.05 02:54 | close | 3158 | 0.10 | 108.858 | 108.087 | 110.487 | -110.00 | 2487710.00 |
| 6317 | 2019.12.09 01:25 | sell | 3159 | 0.10 | 108.621 | 109.421 | 107.421 | ||
| 6318 | 2019.12.09 07:00 | close | 3159 | 0.10 | 108.580 | 109.421 | 107.421 | 410.00 | 2488120.00 |
| 6319 | 2019.12.09 21:15 | buy | 3160 | 0.10 | 108.613 | 107.813 | 110.213 | ||
| 6320 | 2019.12.10 02:54 | close | 3160 | 0.10 | 108.651 | 107.813 | 110.213 | 560.00 | 2488680.00 |
| 6321 | 2019.12.12 22:50 | buy | 3161 | 0.10 | 109.359 | 108.559 | 110.959 | ||
| 6322 | 2019.12.13 02:54 | close | 3161 | 0.10 | 109.513 | 108.559 | 110.959 | 2080.00 | 2490760.00 |
| 6323 | 2019.12.16 01:35 | sell | 3162 | 0.10 | 109.427 | 110.227 | 108.227 | ||
| 6324 | 2019.12.16 07:00 | close | 3162 | 0.10 | 109.384 | 110.227 | 108.227 | 430.00 | 2491190.00 |
| 6325 | 2019.12.19 20:00 | buy | 3163 | 0.10 | 109.210 | 108.410 | 110.810 | ||
| 6326 | 2019.12.20 02:54 | close | 3163 | 0.10 | 109.388 | 108.410 | 110.810 | 2320.00 | 2493510.00 |
| 6327 | 2019.12.20 02:54 | sell | 3164 | 0.10 | 109.388 | 110.188 | 108.188 | ||
| 6328 | 2019.12.20 03:25 | close | 3164 | 0.10 | 109.310 | 110.188 | 108.188 | 780.00 | 2494290.00 |
| 6329 | 2019.12.24 18:00 | buy | 3165 | 0.10 | 109.344 | 108.544 | 110.944 | ||
| 6330 | 2019.12.25 02:54 | close | 3165 | 0.10 | 109.371 | 108.544 | 110.944 | 450.00 | 2494740.00 |
| 6331 | 2020.01.02 22:25 | buy | 3166 | 0.10 | 108.510 | 107.710 | 110.110 | ||
| 6332 | 2020.01.03 01:30 | close | 3166 | 0.10 | 108.608 | 107.710 | 110.110 | 1520.00 | 2496260.00 |
| 6333 | 2020.01.09 20:15 | buy | 3167 | 0.10 | 109.466 | 108.666 | 111.066 | ||
| 6334 | 2020.01.10 02:54 | close | 3167 | 0.10 | 109.529 | 108.666 | 111.066 | 1170.00 | 2497430.00 |
| 6335 | 2020.01.14 20:55 | buy | 3168 | 0.10 | 110.021 | 109.221 | 111.621 | ||
| 6336 | 2020.01.15 02:54 | close | 3168 | 0.10 | 109.924 | 109.221 | 111.621 | -790.00 | 2496640.00 |
| 6337 | 2020.01.21 06:30 | buy | 3169 | 0.10 | 109.938 | 109.138 | 111.538 | ||
| 6338 | 2020.01.21 09:30 | close | 3169 | 0.10 | 109.974 | 109.138 | 111.538 | 360.00 | 2497000.00 |
| 6339 | 2020.01.21 20:30 | buy | 3170 | 0.10 | 109.862 | 109.062 | 111.462 | ||
| 6340 | 2020.01.22 01:05 | close | 3170 | 0.10 | 109.865 | 109.062 | 111.462 | 210.00 | 2497210.00 |
| 6341 | 2020.01.22 01:35 | sell | 3171 | 0.10 | 109.897 | 110.697 | 108.697 | ||
| 6342 | 2020.01.22 08:25 | close | 3171 | 0.10 | 110.041 | 110.697 | 108.697 | -1440.00 | 2495770.00 |
| 6343 | 2020.01.23 08:00 | buy | 3172 | 0.10 | 109.584 | 108.784 | 111.184 | ||
| 6344 | 2020.01.23 09:09 | close | 3172 | 0.10 | 109.587 | 108.784 | 111.184 | 30.00 | 2495800.00 |
| 6345 | 2020.01.23 18:00 | buy | 3173 | 0.10 | 109.374 | 108.574 | 110.974 | ||
| 6346 | 2020.01.24 00:55 | close | 3173 | 0.10 | 109.540 | 108.574 | 110.974 | 2200.00 | 2498000.00 |
| 6347 | 2020.01.28 01:05 | sell | 3174 | 0.10 | 108.929 | 109.729 | 107.729 | ||
| 6348 | 2020.01.28 02:55 | close | 3174 | 0.10 | 108.866 | 109.729 | 107.729 | 630.00 | 2498630.00 |
| 6349 | 2020.01.29 22:05 | buy | 3175 | 0.10 | 109.056 | 108.256 | 110.656 | ||
| 6350 | 2020.01.30 02:54 | close | 3175 | 0.10 | 108.970 | 108.256 | 110.656 | -680.00 | 2497950.00 |
| 6351 | 2020.02.05 09:15 | buy | 3176 | 0.10 | 109.346 | 108.546 | 110.946 | ||
| 6352 | 2020.02.05 10:29 | close | 3176 | 0.10 | 109.418 | 108.546 | 110.946 | 720.00 | 2498670.00 |
| 6353 | 2020.02.06 11:30 | buy | 3177 | 0.10 | 109.800 | 109.000 | 111.400 | ||
| 6354 | 2020.02.06 13:26 | close | 3177 | 0.10 | 109.864 | 109.000 | 111.400 | 640.00 | 2499310.00 |
| 6355 | 2020.02.12 01:35 | sell | 3178 | 0.10 | 109.834 | 110.634 | 108.634 | ||
| 6356 | 2020.02.12 07:00 | close | 3178 | 0.10 | 109.830 | 110.634 | 108.634 | 40.00 | 2499350.00 |
| 6357 | 2020.02.12 12:41 | buy | 3179 | 0.10 | 109.920 | 109.120 | 111.520 | ||
| 6358 | 2020.02.12 13:26 | close | 3179 | 0.10 | 109.982 | 109.120 | 111.520 | 620.00 | 2499970.00 |
| 6359 | 2020.02.13 01:50 | buy | 3180 | 0.10 | 109.926 | 109.126 | 111.526 | ||
| 6360 | 2020.02.13 03:26 | close | 3180 | 0.10 | 109.961 | 109.126 | 111.526 | 350.00 | 2500320.00 |
| 6361 | 2020.02.13 12:15 | buy | 3181 | 0.10 | 109.654 | 108.854 | 111.254 | ||
| 6362 | 2020.02.13 12:28 | close | 3181 | 0.10 | 109.729 | 108.854 | 111.254 | 750.00 | 2501070.00 |
| 6363 | 2020.02.13 13:00 | buy | 3182 | 0.10 | 109.696 | 108.896 | 111.296 | ||
| 6364 | 2020.02.13 13:53 | close | 3182 | 0.10 | 109.721 | 108.896 | 111.296 | 250.00 | 2501320.00 |
| 6365 | 2020.02.13 14:30 | buy | 3183 | 0.10 | 109.684 | 108.884 | 111.284 | ||
| 6366 | 2020.02.13 15:31 | close | 3183 | 0.10 | 109.766 | 108.884 | 111.284 | 820.00 | 2502140.00 |
| 6367 | 2020.02.13 20:20 | buy | 3184 | 0.10 | 109.786 | 108.986 | 111.386 | ||
| 6368 | 2020.02.14 02:54 | close | 3184 | 0.10 | 109.849 | 108.986 | 111.386 | 1170.00 | 2503310.00 |
| 6369 | 2020.02.14 02:54 | sell | 3185 | 0.10 | 109.849 | 110.649 | 108.649 | ||
| 6370 | 2020.02.14 07:20 | close | 3185 | 0.10 | 109.809 | 110.649 | 108.649 | 400.00 | 2503710.00 |
| 6371 | 2020.02.17 23:30 | buy | 3186 | 0.10 | 109.870 | 109.070 | 111.470 | ||
| 6372 | 2020.02.18 02:54 | close | 3186 | 0.10 | 109.826 | 109.070 | 111.470 | -260.00 | 2503450.00 |
| 6373 | 2020.02.19 22:30 | buy | 3187 | 0.10 | 111.402 | 110.602 | 113.002 | ||
| 6374 | 2020.02.20 02:54 | close | 3187 | 0.10 | 111.237 | 110.602 | 113.002 | -1470.00 | 2501980.00 |
| 6375 | 2020.02.24 12:00 | buy | 3188 | 0.10 | 111.315 | 110.515 | 112.915 | ||
| 6376 | 2020.02.24 14:02 | close | 3188 | 0.10 | 111.376 | 110.515 | 112.915 | 610.00 | 2502590.00 |
| 6377 | 2020.02.25 03:10 | sell | 3189 | 0.10 | 111.003 | 111.803 | 109.803 | ||
| 6378 | 2020.02.25 04:12 | close | 3189 | 0.10 | 110.864 | 111.803 | 109.803 | 1390.00 | 2503980.00 |
| 6379 | 2020.02.26 01:35 | sell | 3190 | 0.10 | 110.287 | 111.087 | 109.087 | ||
| 6380 | 2020.02.26 03:00 | close | 3190 | 0.10 | 110.213 | 111.087 | 109.087 | 740.00 | 2504720.00 |
| 6381 | 2020.02.26 04:15 | sell | 3191 | 0.10 | 110.442 | 111.242 | 109.242 | ||
| 6382 | 2020.02.26 04:23 | close | 3191 | 0.10 | 110.365 | 111.242 | 109.242 | 770.00 | 2505490.00 |
| 6383 | 2020.02.26 05:15 | sell | 3192 | 0.10 | 110.562 | 111.362 | 109.362 | ||
| 6384 | 2020.02.26 05:34 | close | 3192 | 0.10 | 110.493 | 111.362 | 109.362 | 690.00 | 2506180.00 |
| 6385 | 2020.02.27 20:50 | buy | 3193 | 0.10 | 109.968 | 109.168 | 111.568 | ||
| 6386 | 2020.02.28 02:54 | close | 3193 | 0.10 | 109.413 | 109.168 | 111.568 | -5010.00 | 2501170.00 |
| 6387 | 2020.03.03 01:55 | sell | 3194 | 0.10 | 108.460 | 109.260 | 107.260 | ||
| 6388 | 2020.03.03 02:15 | close | 3194 | 0.10 | 108.369 | 109.260 | 107.260 | 910.00 | 2502080.00 |
| 6389 | 2020.03.03 12:54 | sell | 3195 | 0.10 | 108.027 | 108.827 | 106.827 | ||
| 6390 | 2020.03.03 13:08 | close | 3195 | 0.10 | 107.940 | 108.827 | 106.827 | 870.00 | 2502950.00 |
| 6391 | 2020.03.04 21:20 | buy | 3196 | 0.10 | 107.410 | 106.610 | 109.010 | ||
| 6392 | 2020.03.04 23:45 | close | 3196 | 0.10 | 107.551 | 106.610 | 109.010 | 1410.00 | 2504360.00 |
| 6393 | 2020.03.06 01:35 | sell | 3197 | 0.10 | 106.212 | 107.012 | 105.012 | ||
| 6394 | 2020.03.06 03:30 | close | 3197 | 0.10 | 106.084 | 107.012 | 105.012 | 1280.00 | 2505640.00 |
| 6395 | 2020.03.12 01:35 | sell | 3198 | 0.10 | 104.666 | 105.466 | 103.466 | ||
| 6396 | 2020.03.12 02:28 | close | 3198 | 0.10 | 104.589 | 105.466 | 103.466 | 770.00 | 2506410.00 |
| 6397 | 2020.03.12 12:50 | sell | 3199 | 0.10 | 103.949 | 104.749 | 102.749 | ||
| 6398 | 2020.03.12 12:59 | close | 3199 | 0.10 | 103.848 | 104.749 | 102.749 | 1010.00 | 2507420.00 |
| 6399 | 2020.03.13 03:54 | sell | 3200 | 0.10 | 105.048 | 105.848 | 103.848 | ||
| 6400 | 2020.03.13 04:20 | close | 3200 | 0.10 | 104.733 | 105.848 | 103.848 | 3150.00 | 2510570.00 |
| 6401 | 2020.03.17 01:35 | sell | 3201 | 0.10 | 106.107 | 106.907 | 104.907 | ||
| 6402 | 2020.03.17 04:08 | s/l | 3201 | 0.10 | 106.907 | 106.907 | 104.907 | -8000.00 | 2502570.00 |
| 6403 | 2020.03.23 23:29 | buy | 3202 | 0.10 | 111.186 | 110.386 | 112.786 | ||
| 6404 | 2020.03.23 23:41 | close | 3202 | 0.10 | 111.253 | 110.386 | 112.786 | 670.00 | 2503240.00 |
| 6405 | 2020.03.24 01:40 | buy | 3203 | 0.10 | 110.936 | 110.136 | 112.536 | ||
| 6406 | 2020.03.24 02:01 | close | 3203 | 0.10 | 111.092 | 110.136 | 112.536 | 1560.00 | 2504800.00 |
| 6407 | 2020.03.24 12:51 | buy | 3204 | 0.10 | 110.615 | 109.815 | 112.215 | ||
| 6408 | 2020.03.24 14:22 | close | 3204 | 0.10 | 110.667 | 109.815 | 112.215 | 520.00 | 2505320.00 |
| 6409 | 2020.03.24 23:35 | buy | 3205 | 0.10 | 111.389 | 110.589 | 112.989 | ||
| 6410 | 2020.03.25 03:54 | close | 3205 | 0.10 | 111.101 | 110.589 | 112.989 | -2700.00 | 2502620.00 |
| 6411 | 2020.03.25 12:00 | buy | 3206 | 0.10 | 111.312 | 110.512 | 112.912 | ||
| 6412 | 2020.03.25 12:07 | close | 3206 | 0.10 | 111.388 | 110.512 | 112.912 | 760.00 | 2503380.00 |
| 6413 | 2020.03.25 21:00 | buy | 3207 | 0.10 | 111.162 | 110.362 | 112.762 | ||
| 6414 | 2020.03.25 21:16 | close | 3207 | 0.10 | 111.232 | 110.362 | 112.762 | 700.00 | 2504080.00 |
| 6415 | 2020.03.26 12:00 | buy | 3208 | 0.10 | 110.107 | 109.307 | 111.707 | ||
| 6416 | 2020.03.26 15:16 | close | 3208 | 0.10 | 109.936 | 109.307 | 111.707 | -1710.00 | 2502370.00 |
| 6417 | 2020.04.01 01:40 | sell | 3209 | 0.10 | 107.676 | 108.476 | 106.476 | ||
| 6418 | 2020.04.01 02:20 | close | 3209 | 0.10 | 107.583 | 108.476 | 106.476 | 930.00 | 2503300.00 |
| 6419 | 2020.04.02 01:05 | sell | 3210 | 0.10 | 107.170 | 107.970 | 105.970 | ||
| 6420 | 2020.04.02 08:15 | close | 3210 | 0.10 | 107.309 | 107.970 | 105.970 | -1390.00 | 2501910.00 |
| 6421 | 2020.04.10 03:55 | sell | 3211 | 0.10 | 108.561 | 109.361 | 107.361 | ||
| 6422 | 2020.04.10 06:25 | close | 3211 | 0.10 | 108.440 | 109.361 | 107.361 | 1210.00 | 2503120.00 |
| 6423 | 2020.04.14 21:05 | buy | 3212 | 0.10 | 107.043 | 106.243 | 108.643 | ||
| 6424 | 2020.04.15 03:54 | close | 3212 | 0.10 | 107.159 | 106.243 | 108.643 | 1340.00 | 2504460.00 |
| 6425 | 2020.04.15 03:54 | sell | 3213 | 0.10 | 107.159 | 107.959 | 105.959 | ||
| 6426 | 2020.04.15 04:36 | close | 3213 | 0.10 | 107.023 | 107.959 | 105.959 | 1360.00 | 2505820.00 |
| 6427 | 2020.04.15 11:00 | sell | 3214 | 0.10 | 107.359 | 108.159 | 106.159 | ||
| 6428 | 2020.04.15 13:11 | close | 3214 | 0.10 | 107.285 | 108.159 | 106.159 | 740.00 | 2506560.00 |
| 6429 | 2020.04.17 01:00 | sell | 3215 | 0.10 | 108.036 | 108.836 | 106.836 | ||
| 6430 | 2020.04.17 01:15 | close | 3215 | 0.10 | 107.945 | 108.836 | 106.836 | 910.00 | 2507470.00 |
| 6431 | 2020.04.20 03:54 | sell | 3216 | 0.10 | 107.855 | 108.655 | 106.655 | ||
| 6432 | 2020.04.20 04:45 | close | 3216 | 0.10 | 107.785 | 108.655 | 106.655 | 700.00 | 2508170.00 |
| 6433 | 2020.04.21 01:25 | sell | 3217 | 0.10 | 107.684 | 108.484 | 106.484 | ||
| 6434 | 2020.04.21 03:17 | close | 3217 | 0.10 | 107.614 | 108.484 | 106.484 | 700.00 | 2508870.00 |
| 6435 | 2020.04.23 20:00 | buy | 3218 | 0.10 | 107.521 | 106.721 | 109.121 | ||
| 6436 | 2020.04.24 02:55 | close | 3218 | 0.10 | 107.690 | 106.721 | 109.121 | 2230.00 | 2511100.00 |
| 6437 | 2020.04.24 03:54 | sell | 3219 | 0.10 | 107.689 | 108.489 | 106.489 | ||
| 6438 | 2020.04.24 04:45 | close | 3219 | 0.10 | 107.597 | 108.489 | 106.489 | 920.00 | 2512020.00 |
| 6439 | 2020.04.29 01:10 | sell | 3220 | 0.10 | 106.887 | 107.687 | 105.687 | ||
| 6440 | 2020.04.29 02:10 | close | 3220 | 0.10 | 106.796 | 107.687 | 105.687 | 910.00 | 2512930.00 |
| 6441 | 2020.04.29 19:30 | buy | 3221 | 0.10 | 106.664 | 105.864 | 108.264 | ||
| 6442 | 2020.04.30 03:30 | close | 3221 | 0.10 | 106.708 | 105.864 | 108.264 | 620.00 | 2513550.00 |
| 6443 | 2020.04.30 03:54 | sell | 3222 | 0.10 | 106.859 | 107.659 | 105.659 | ||
| 6444 | 2020.04.30 04:47 | close | 3222 | 0.10 | 106.708 | 107.659 | 105.659 | 1510.00 | 2515060.00 |
| 6445 | 2020.05.04 01:15 | sell | 3223 | 0.10 | 106.921 | 107.721 | 105.721 | ||
| 6446 | 2020.05.04 02:10 | close | 3223 | 0.10 | 106.827 | 107.721 | 105.721 | 940.00 | 2516000.00 |
| 6447 | 2020.05.06 01:20 | sell | 3224 | 0.10 | 106.553 | 107.353 | 105.353 | ||
| 6448 | 2020.05.06 01:34 | close | 3224 | 0.10 | 106.467 | 107.353 | 105.353 | 860.00 | 2516860.00 |
| 6449 | 2020.05.07 21:05 | buy | 3225 | 0.10 | 106.258 | 105.458 | 107.858 | ||
| 6450 | 2020.05.08 03:05 | close | 3225 | 0.10 | 106.442 | 105.458 | 107.858 | 2380.00 | 2519240.00 |