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 |
| 6451 | 2020.05.11 01:30 | sell | 3226 | 0.10 | 106.864 | 107.664 | 105.664 | ||
| 6452 | 2020.05.11 02:12 | close | 3226 | 0.10 | 106.787 | 107.664 | 105.664 | 770.00 | 2520010.00 |
| 6453 | 2020.05.11 23:20 | buy | 3227 | 0.10 | 107.624 | 106.824 | 109.224 | ||
| 6454 | 2020.05.12 01:00 | close | 3227 | 0.10 | 107.637 | 106.824 | 109.224 | 310.00 | 2520320.00 |
| 6455 | 2020.05.12 13:40 | buy | 3228 | 0.10 | 107.423 | 106.623 | 109.023 | ||
| 6456 | 2020.05.12 19:10 | close | 3228 | 0.10 | 107.346 | 106.623 | 109.023 | -770.00 | 2519550.00 |
| 6457 | 2020.05.13 01:50 | sell | 3229 | 0.10 | 107.198 | 107.998 | 105.998 | ||
| 6458 | 2020.05.13 03:15 | close | 3229 | 0.10 | 107.106 | 107.998 | 105.998 | 920.00 | 2520470.00 |
| 6459 | 2020.05.15 03:54 | sell | 3230 | 0.10 | 107.411 | 108.211 | 106.211 | ||
| 6460 | 2020.05.15 04:14 | close | 3230 | 0.10 | 107.305 | 108.211 | 106.211 | 1060.00 | 2521530.00 |
| 6461 | 2020.05.18 01:25 | sell | 3231 | 0.10 | 107.190 | 107.990 | 105.990 | ||
| 6462 | 2020.05.18 05:04 | close | 3231 | 0.10 | 107.092 | 107.990 | 105.990 | 980.00 | 2522510.00 |
| 6463 | 2020.05.19 21:05 | buy | 3232 | 0.10 | 107.808 | 107.008 | 109.408 | ||
| 6464 | 2020.05.20 03:54 | close | 3232 | 0.10 | 107.969 | 107.008 | 109.408 | 1790.00 | 2524300.00 |
| 6465 | 2020.05.20 03:54 | sell | 3233 | 0.10 | 107.969 | 108.769 | 106.769 | ||
| 6466 | 2020.05.20 04:00 | close | 3233 | 0.10 | 107.897 | 108.769 | 106.769 | 720.00 | 2525020.00 |
| 6467 | 2020.05.21 01:40 | sell | 3234 | 0.10 | 107.627 | 108.427 | 106.427 | ||
| 6468 | 2020.05.21 07:30 | close | 3234 | 0.10 | 107.626 | 108.427 | 106.427 | 10.00 | 2525030.00 |
| 6469 | 2020.05.21 22:10 | buy | 3235 | 0.10 | 107.580 | 106.780 | 109.180 | ||
| 6470 | 2020.05.22 00:55 | close | 3235 | 0.10 | 107.670 | 106.780 | 109.180 | 1440.00 | 2526470.00 |
| 6471 | 2020.05.25 01:00 | buy | 3236 | 0.10 | 107.606 | 106.806 | 109.206 | ||
| 6472 | 2020.05.25 02:00 | close | 3236 | 0.10 | 107.691 | 106.806 | 109.206 | 850.00 | 2527320.00 |
| 6473 | 2020.05.28 12:15 | buy | 3237 | 0.10 | 107.747 | 106.947 | 109.347 | ||
| 6474 | 2020.05.28 13:52 | close | 3237 | 0.10 | 107.786 | 106.947 | 109.347 | 390.00 | 2527710.00 |
| 6475 | 2020.05.28 19:00 | buy | 3238 | 0.10 | 107.679 | 106.879 | 109.279 | ||
| 6476 | 2020.05.29 03:54 | close | 3238 | 0.10 | 107.500 | 106.879 | 109.279 | -1250.00 | 2526460.00 |
| 6477 | 2020.06.04 12:23 | buy | 3239 | 0.10 | 109.005 | 108.205 | 110.605 | ||
| 6478 | 2020.06.04 17:45 | close | 3239 | 0.10 | 108.893 | 108.205 | 110.605 | -1120.00 | 2525340.00 |
| 6479 | 2020.06.08 12:47 | buy | 3240 | 0.10 | 109.436 | 108.636 | 111.036 | ||
| 6480 | 2020.06.08 17:37 | s/l | 3240 | 0.10 | 108.636 | 108.636 | 111.036 | -8000.00 | 2517340.00 |
| 6481 | 2020.06.08 21:00 | buy | 3241 | 0.10 | 108.344 | 107.544 | 109.944 | ||
| 6482 | 2020.06.08 22:50 | close | 3241 | 0.10 | 108.384 | 107.544 | 109.944 | 400.00 | 2517740.00 |
| 6483 | 2020.06.09 01:50 | sell | 3242 | 0.10 | 108.482 | 109.282 | 107.282 | ||
| 6484 | 2020.06.09 03:00 | close | 3242 | 0.10 | 108.390 | 109.282 | 107.282 | 920.00 | 2518660.00 |
| 6485 | 2020.06.09 21:35 | buy | 3243 | 0.10 | 107.679 | 106.879 | 109.279 | ||
| 6486 | 2020.06.10 02:35 | close | 3243 | 0.10 | 107.849 | 106.879 | 109.279 | 1880.00 | 2520540.00 |
| 6487 | 2020.06.10 03:54 | sell | 3244 | 0.10 | 107.795 | 108.595 | 106.595 | ||
| 6488 | 2020.06.10 04:19 | close | 3244 | 0.10 | 107.690 | 108.595 | 106.595 | 1050.00 | 2521590.00 |
| 6489 | 2020.06.11 12:53 | sell | 3245 | 0.10 | 106.995 | 107.795 | 105.795 | ||
| 6490 | 2020.06.11 13:08 | close | 3245 | 0.10 | 106.934 | 107.795 | 105.795 | 610.00 | 2522200.00 |
| 6491 | 2020.06.17 01:10 | sell | 3246 | 0.10 | 107.353 | 108.153 | 106.153 | ||
| 6492 | 2020.06.17 03:03 | close | 3246 | 0.10 | 107.282 | 108.153 | 106.153 | 710.00 | 2522910.00 |
| 6493 | 2020.06.18 01:35 | sell | 3247 | 0.10 | 107.050 | 107.850 | 105.850 | ||
| 6494 | 2020.06.18 02:07 | close | 3247 | 0.10 | 106.980 | 107.850 | 105.850 | 700.00 | 2523610.00 |
| 6495 | 2020.06.18 11:15 | sell | 3248 | 0.10 | 107.049 | 107.849 | 105.849 | ||
| 6496 | 2020.06.18 11:32 | close | 3248 | 0.10 | 106.971 | 107.849 | 105.849 | 780.00 | 2524390.00 |
| 6497 | 2020.06.18 22:10 | buy | 3249 | 0.10 | 106.838 | 106.038 | 108.438 | ||
| 6498 | 2020.06.19 03:54 | close | 3249 | 0.10 | 106.921 | 106.038 | 108.438 | 1370.00 | 2525760.00 |
| 6499 | 2020.06.22 01:05 | sell | 3250 | 0.10 | 106.856 | 107.656 | 105.656 | ||
| 6500 | 2020.06.22 08:25 | close | 3250 | 0.10 | 106.887 | 107.656 | 105.656 | -310.00 | 2525450.00 |
| 6501 | 2020.06.24 01:05 | sell | 3251 | 0.10 | 106.525 | 107.325 | 105.325 | ||
| 6502 | 2020.06.24 02:25 | close | 3251 | 0.10 | 106.430 | 107.325 | 105.325 | 950.00 | 2526400.00 |
| 6503 | 2020.06.24 19:00 | buy | 3252 | 0.10 | 106.828 | 106.028 | 108.428 | ||
| 6504 | 2020.06.24 22:10 | close | 3252 | 0.10 | 106.988 | 106.028 | 108.428 | 1600.00 | 2528000.00 |
| 6505 | 2020.06.24 22:40 | buy | 3253 | 0.10 | 106.953 | 106.153 | 108.553 | ||
| 6506 | 2020.06.25 01:15 | close | 3253 | 0.10 | 107.119 | 106.153 | 108.553 | 1840.00 | 2529840.00 |
| 6507 | 2020.06.25 01:45 | buy | 3254 | 0.10 | 107.069 | 106.269 | 108.669 | ||
| 6508 | 2020.06.25 03:20 | close | 3254 | 0.10 | 107.137 | 106.269 | 108.669 | 680.00 | 2530520.00 |
| 6509 | 2020.06.29 21:55 | buy | 3255 | 0.10 | 107.698 | 106.898 | 109.298 | ||
| 6510 | 2020.06.30 03:54 | close | 3255 | 0.10 | 107.707 | 106.898 | 109.298 | 270.00 | 2530790.00 |
| 6511 | 2020.07.06 21:55 | buy | 3256 | 0.10 | 107.270 | 106.470 | 108.870 | ||
| 6512 | 2020.07.06 22:50 | close | 3256 | 0.10 | 107.362 | 106.470 | 108.870 | 920.00 | 2531710.00 |
| 6513 | 2020.07.07 01:45 | sell | 3257 | 0.10 | 107.390 | 108.190 | 106.190 | ||
| 6514 | 2020.07.07 03:07 | close | 3257 | 0.10 | 107.319 | 108.190 | 106.190 | 710.00 | 2532420.00 |
| 6515 | 2020.07.09 01:40 | sell | 3258 | 0.10 | 107.287 | 108.087 | 106.087 | ||
| 6516 | 2020.07.09 03:10 | close | 3258 | 0.10 | 107.237 | 108.087 | 106.087 | 500.00 | 2532920.00 |
| 6517 | 2020.07.09 22:05 | buy | 3259 | 0.10 | 107.207 | 106.407 | 108.807 | ||
| 6518 | 2020.07.10 03:54 | close | 3259 | 0.10 | 107.101 | 106.407 | 108.807 | -520.00 | 2532400.00 |
| 6519 | 2020.07.14 21:00 | buy | 3260 | 0.10 | 107.210 | 106.410 | 108.810 | ||
| 6520 | 2020.07.15 03:54 | close | 3260 | 0.10 | 107.280 | 106.410 | 108.810 | 880.00 | 2533280.00 |
| 6521 | 2020.07.15 03:55 | sell | 3261 | 0.10 | 107.281 | 108.081 | 106.081 | ||
| 6522 | 2020.07.15 08:20 | close | 3261 | 0.10 | 107.268 | 108.081 | 106.081 | 130.00 | 2533410.00 |
| 6523 | 2020.07.20 03:54 | sell | 3262 | 0.10 | 107.514 | 108.314 | 106.314 | ||
| 6524 | 2020.07.20 04:00 | close | 3262 | 0.10 | 107.387 | 108.314 | 106.314 | 1270.00 | 2534680.00 |
| 6525 | 2020.07.20 04:15 | sell | 3263 | 0.10 | 107.407 | 108.207 | 106.207 | ||
| 6526 | 2020.07.20 07:15 | close | 3263 | 0.10 | 107.337 | 108.207 | 106.207 | 700.00 | 2535380.00 |
| 6527 | 2020.07.22 01:25 | sell | 3264 | 0.10 | 106.823 | 107.623 | 105.623 | ||
| 6528 | 2020.07.22 05:40 | close | 3264 | 0.10 | 106.720 | 107.623 | 105.623 | 1030.00 | 2536410.00 |
| 6529 | 2020.07.28 06:15 | sell | 3265 | 0.10 | 105.563 | 106.363 | 104.363 | ||
| 6530 | 2020.07.28 07:58 | close | 3265 | 0.10 | 105.577 | 106.363 | 104.363 | -140.00 | 2536270.00 |
| 6531 | 2020.07.29 01:55 | sell | 3266 | 0.10 | 105.088 | 105.888 | 103.888 | ||
| 6532 | 2020.07.29 03:09 | close | 3266 | 0.10 | 105.016 | 105.888 | 103.888 | 720.00 | 2536990.00 |
| 6533 | 2020.07.29 20:10 | buy | 3267 | 0.10 | 104.993 | 104.193 | 106.593 | ||
| 6534 | 2020.07.29 22:10 | close | 3267 | 0.10 | 105.145 | 104.193 | 106.593 | 1520.00 | 2538510.00 |
| 6535 | 2020.07.29 22:30 | buy | 3268 | 0.10 | 104.997 | 104.197 | 106.597 | ||
| 6536 | 2020.07.30 03:54 | close | 3268 | 0.10 | 105.071 | 104.197 | 106.597 | 920.00 | 2539430.00 |
| 6537 | 2020.07.30 03:54 | sell | 3269 | 0.10 | 105.071 | 105.871 | 103.871 | ||
| 6538 | 2020.07.30 08:20 | close | 3269 | 0.10 | 105.195 | 105.871 | 103.871 | -1240.00 | 2538190.00 |
| 6539 | 2020.08.03 22:05 | buy | 3270 | 0.10 | 105.994 | 105.194 | 107.594 | ||
| 6540 | 2020.08.04 01:00 | close | 3270 | 0.10 | 106.006 | 105.194 | 107.594 | 300.00 | 2538490.00 |
| 6541 | 2020.08.04 21:20 | buy | 3271 | 0.10 | 105.752 | 104.952 | 107.352 | ||
| 6542 | 2020.08.05 03:54 | close | 3271 | 0.10 | 105.616 | 104.952 | 107.352 | -1180.00 | 2537310.00 |
| 6543 | 2020.08.13 22:00 | buy | 3272 | 0.10 | 106.921 | 106.121 | 108.521 | ||
| 6544 | 2020.08.14 03:54 | close | 3272 | 0.10 | 106.957 | 106.121 | 108.521 | 900.00 | 2538210.00 |
| 6545 | 2020.08.20 01:05 | buy | 3273 | 0.10 | 106.074 | 105.274 | 107.674 | ||
| 6546 | 2020.08.20 03:54 | close | 3273 | 0.10 | 106.086 | 105.274 | 107.674 | 120.00 | 2538330.00 |
| 6547 | 2020.08.20 04:10 | sell | 3274 | 0.10 | 106.124 | 106.924 | 104.924 | ||
| 6548 | 2020.08.20 05:05 | close | 3274 | 0.10 | 106.048 | 106.924 | 104.924 | 760.00 | 2539090.00 |
| 6549 | 2020.08.24 01:15 | sell | 3275 | 0.10 | 105.845 | 106.645 | 104.645 | ||
| 6550 | 2020.08.24 04:10 | close | 3275 | 0.10 | 105.747 | 106.645 | 104.645 | 980.00 | 2540070.00 |
| 6551 | 2020.08.24 19:00 | buy | 3276 | 0.10 | 105.905 | 105.105 | 107.505 | ||
| 6552 | 2020.08.25 03:05 | close | 3276 | 0.10 | 106.036 | 105.105 | 107.505 | 1490.00 | 2541560.00 |
| 6553 | 2020.08.25 04:10 | sell | 3277 | 0.10 | 106.026 | 106.826 | 104.826 | ||
| 6554 | 2020.08.25 05:04 | close | 3277 | 0.10 | 105.891 | 106.826 | 104.826 | 1350.00 | 2542910.00 |
| 6555 | 2020.08.25 21:55 | buy | 3278 | 0.10 | 106.321 | 105.521 | 107.921 | ||
| 6556 | 2020.08.25 23:05 | close | 3278 | 0.10 | 106.414 | 105.521 | 107.921 | 930.00 | 2543840.00 |
| 6557 | 2020.08.26 11:25 | buy | 3279 | 0.10 | 106.230 | 105.430 | 107.830 | ||
| 6558 | 2020.08.26 12:20 | close | 3279 | 0.10 | 106.297 | 105.430 | 107.830 | 670.00 | 2544510.00 |
| 6559 | 2020.08.31 01:00 | sell | 3280 | 0.10 | 105.438 | 106.238 | 104.238 | ||
| 6560 | 2020.08.31 03:03 | close | 3280 | 0.10 | 105.368 | 106.238 | 104.238 | 700.00 | 2545210.00 |
| 6561 | 2020.08.31 11:08 | sell | 3281 | 0.10 | 105.807 | 106.607 | 104.607 | ||
| 6562 | 2020.08.31 12:10 | close | 3281 | 0.10 | 105.813 | 106.607 | 104.607 | -60.00 | 2545150.00 |
| 6563 | 2020.09.03 21:10 | buy | 3282 | 0.10 | 106.045 | 105.245 | 107.645 | ||
| 6564 | 2020.09.03 23:25 | close | 3282 | 0.10 | 106.184 | 105.245 | 107.645 | 1390.00 | 2546540.00 |
| 6565 | 2020.09.04 04:15 | sell | 3283 | 0.10 | 106.199 | 106.999 | 104.999 | ||
| 6566 | 2020.09.04 07:30 | close | 3283 | 0.10 | 106.151 | 106.999 | 104.999 | 480.00 | 2547020.00 |
| 6567 | 2020.09.09 21:05 | buy | 3284 | 0.10 | 106.221 | 105.421 | 107.821 | ||
| 6568 | 2020.09.10 03:05 | close | 3284 | 0.10 | 106.272 | 105.421 | 107.821 | 690.00 | 2547710.00 |
| 6569 | 2020.09.14 23:15 | buy | 3285 | 0.10 | 105.696 | 104.896 | 107.296 | ||
| 6570 | 2020.09.15 03:54 | close | 3285 | 0.10 | 105.712 | 104.896 | 107.296 | 340.00 | 2548050.00 |
| 6571 | 2020.09.15 03:54 | sell | 3286 | 0.10 | 105.712 | 106.512 | 104.512 | ||
| 6572 | 2020.09.15 04:50 | close | 3286 | 0.10 | 105.643 | 106.512 | 104.512 | 690.00 | 2548740.00 |
| 6573 | 2020.09.17 01:45 | sell | 3287 | 0.10 | 105.000 | 105.800 | 103.800 | ||
| 6574 | 2020.09.17 03:20 | close | 3287 | 0.10 | 104.915 | 105.800 | 103.800 | 850.00 | 2549590.00 |
| 6575 | 2020.09.17 21:05 | buy | 3288 | 0.10 | 104.779 | 103.979 | 106.379 | ||
| 6576 | 2020.09.18 03:54 | close | 3288 | 0.10 | 104.819 | 103.979 | 106.379 | 940.00 | 2550530.00 |
| 6577 | 2020.09.21 12:08 | sell | 3289 | 0.10 | 104.226 | 105.026 | 103.026 | ||
| 6578 | 2020.09.21 12:26 | close | 3289 | 0.10 | 104.163 | 105.026 | 103.026 | 630.00 | 2551160.00 |
| 6579 | 2020.09.24 19:10 | buy | 3290 | 0.10 | 105.424 | 104.624 | 107.024 | ||
| 6580 | 2020.09.25 03:05 | close | 3290 | 0.10 | 105.485 | 104.624 | 107.024 | 1150.00 | 2552310.00 |
| 6581 | 2020.09.25 03:54 | sell | 3291 | 0.10 | 105.530 | 106.330 | 104.330 | ||
| 6582 | 2020.09.25 06:39 | close | 3291 | 0.10 | 105.430 | 106.330 | 104.330 | 1000.00 | 2553310.00 |
| 6583 | 2020.09.29 23:20 | buy | 3292 | 0.10 | 105.651 | 104.851 | 107.251 | ||
| 6584 | 2020.09.30 03:15 | close | 3292 | 0.10 | 105.725 | 104.851 | 107.251 | 920.00 | 2554230.00 |
| 6585 | 2020.09.30 03:55 | sell | 3293 | 0.10 | 105.774 | 106.574 | 104.574 | ||
| 6586 | 2020.09.30 05:46 | close | 3293 | 0.10 | 105.669 | 106.574 | 104.574 | 1050.00 | 2555280.00 |
| 6587 | 2020.10.08 21:00 | buy | 3294 | 0.10 | 105.992 | 105.192 | 107.592 | ||
| 6588 | 2020.10.09 03:54 | close | 3294 | 0.10 | 105.953 | 105.192 | 107.592 | 150.00 | 2555430.00 |
| 6589 | 2020.10.14 21:15 | buy | 3295 | 0.10 | 105.123 | 104.323 | 106.723 | ||
| 6590 | 2020.10.15 02:00 | close | 3295 | 0.10 | 105.192 | 104.323 | 106.723 | 870.00 | 2556300.00 |
| 6591 | 2020.10.15 03:54 | sell | 3296 | 0.10 | 105.238 | 106.038 | 104.038 | ||
| 6592 | 2020.10.15 08:20 | close | 3296 | 0.10 | 105.255 | 106.038 | 104.038 | -170.00 | 2556130.00 |
| 6593 | 2020.10.19 21:30 | buy | 3297 | 0.10 | 105.434 | 104.634 | 107.034 | ||
| 6594 | 2020.10.20 03:20 | close | 3297 | 0.10 | 105.585 | 104.634 | 107.034 | 1690.00 | 2557820.00 |
| 6595 | 2020.10.20 03:54 | sell | 3298 | 0.10 | 105.570 | 106.370 | 104.370 | ||
| 6596 | 2020.10.20 08:20 | close | 3298 | 0.10 | 105.527 | 106.370 | 104.370 | 430.00 | 2558250.00 |
| 6597 | 2020.10.22 01:25 | sell | 3299 | 0.10 | 104.581 | 105.381 | 103.381 | ||
| 6598 | 2020.10.22 08:25 | close | 3299 | 0.10 | 104.680 | 105.381 | 103.381 | -990.00 | 2557260.00 |
| 6599 | 2020.10.22 12:00 | sell | 3300 | 0.10 | 104.676 | 105.476 | 103.476 | ||
| 6600 | 2020.10.22 13:18 | close | 3300 | 0.10 | 104.693 | 105.476 | 103.476 | -170.00 | 2557090.00 |