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 |
6601 | 2020.10.22 19:35 | buy | 3301 | 0.10 | 104.827 | 104.027 | 106.427 | |
6602 | 2020.10.23 02:45 | close | 3301 | 0.10 | 104.915 | 104.027 | 106.427 | 1420.00 | 2558510.00 |
6603 | 2020.10.26 01:45 | sell | 3302 | 0.10 | 104.711 | 105.511 | 103.511 | |
6604 | 2020.10.26 08:25 | close | 3302 | 0.10 | 104.904 | 105.511 | 103.511 | -1930.00 | 2556580.00 |
6605 | 2020.10.28 01:10 | sell | 3303 | 0.10 | 104.483 | 105.283 | 103.283 | |
6606 | 2020.10.28 03:45 | close | 3303 | 0.10 | 104.432 | 105.283 | 103.283 | 510.00 | 2557090.00 |
6607 | 2020.10.28 12:09 | sell | 3304 | 0.10 | 104.338 | 105.138 | 103.138 | |
6608 | 2020.10.28 12:31 | close | 3304 | 0.10 | 104.275 | 105.138 | 103.138 | 630.00 | 2557720.00 |
6609 | 2020.10.29 23:05 | buy | 3305 | 0.10 | 104.623 | 103.823 | 106.223 | |
6610 | 2020.10.30 03:54 | close | 3305 | 0.10 | 104.581 | 103.823 | 106.223 | 120.00 | 2557840.00 |
6611 | 2020.10.30 03:55 | sell | 3306 | 0.10 | 104.543 | 105.343 | 103.343 | |
6612 | 2020.10.30 04:15 | close | 3306 | 0.10 | 104.519 | 105.343 | 103.343 | 240.00 | 2558080.00 |
6613 | 2020.11.02 23:20 | buy | 3307 | 0.10 | 104.758 | 103.958 | 106.358 | |
6614 | 2020.11.03 00:10 | close | 3307 | 0.10 | 104.763 | 103.958 | 106.358 | 230.00 | 2558310.00 |
6615 | 2020.11.04 01:00 | sell | 3308 | 0.10 | 104.596 | 105.396 | 103.396 | |
6616 | 2020.11.04 02:00 | close | 3308 | 0.10 | 104.503 | 105.396 | 103.396 | 930.00 | 2559240.00 |
6617 | 2020.11.04 20:50 | buy | 3309 | 0.10 | 104.491 | 103.691 | 106.091 | |
6618 | 2020.11.05 02:54 | close | 3309 | 0.10 | 104.261 | 103.691 | 106.091 | -2120.00 | 2557120.00 |
6619 | 2020.11.06 01:00 | sell | 3310 | 0.10 | 103.614 | 104.414 | 102.414 | |
6620 | 2020.11.06 02:10 | close | 3310 | 0.10 | 103.510 | 104.414 | 102.414 | 1040.00 | 2558160.00 |
6621 | 2020.11.11 21:55 | buy | 3311 | 0.10 | 105.454 | 104.654 | 107.054 | |
6622 | 2020.11.12 00:10 | close | 3311 | 0.10 | 105.455 | 104.654 | 107.054 | 190.00 | 2558350.00 |
6623 | 2020.11.12 20:20 | buy | 3312 | 0.10 | 105.157 | 104.357 | 106.757 | |
6624 | 2020.11.13 02:54 | close | 3312 | 0.10 | 104.969 | 104.357 | 106.757 | -1340.00 | 2557010.00 |
6625 | 2020.11.16 01:35 | sell | 3313 | 0.10 | 104.686 | 105.486 | 103.486 | |
6626 | 2020.11.16 03:17 | close | 3313 | 0.10 | 104.616 | 105.486 | 103.486 | 700.00 | 2557710.00 |
6627 | 2020.11.16 12:35 | sell | 3314 | 0.10 | 104.641 | 105.441 | 103.441 | |
6628 | 2020.11.16 13:24 | close | 3314 | 0.10 | 104.625 | 105.441 | 103.441 | 160.00 | 2557870.00 |
6629 | 2020.11.19 01:25 | sell | 3315 | 0.10 | 103.850 | 104.650 | 102.650 | |
6630 | 2020.11.19 05:00 | close | 3315 | 0.10 | 103.784 | 104.650 | 102.650 | 660.00 | 2558530.00 |
6631 | 2020.11.19 20:10 | buy | 3316 | 0.10 | 103.828 | 103.028 | 105.428 | |
6632 | 2020.11.20 02:54 | close | 3316 | 0.10 | 103.863 | 103.028 | 105.428 | 890.00 | 2559420.00 |
6633 | 2020.11.20 02:55 | sell | 3317 | 0.10 | 103.876 | 104.676 | 102.676 | |
6634 | 2020.11.20 05:20 | close | 3317 | 0.10 | 103.806 | 104.676 | 102.676 | 700.00 | 2560120.00 |
6635 | 2020.11.23 01:05 | sell | 3318 | 0.10 | 103.849 | 104.649 | 102.649 | |
6636 | 2020.11.23 03:02 | close | 3318 | 0.10 | 103.774 | 104.649 | 102.649 | 750.00 | 2560870.00 |
6637 | 2020.11.24 18:30 | buy | 3319 | 0.10 | 104.640 | 103.840 | 106.240 | |
6638 | 2020.11.25 02:54 | close | 3319 | 0.10 | 104.474 | 103.840 | 106.240 | -1480.00 | 2559390.00 |
6639 | 2020.12.03 22:35 | buy | 3320 | 0.10 | 103.939 | 103.139 | 105.539 | |
6640 | 2020.12.04 02:54 | close | 3320 | 0.10 | 103.799 | 103.139 | 105.539 | -860.00 | 2558530.00 |
6641 | 2020.12.07 01:05 | sell | 3321 | 0.10 | 104.229 | 105.029 | 103.029 | |
6642 | 2020.12.07 02:09 | close | 3321 | 0.10 | 104.134 | 105.029 | 103.029 | 950.00 | 2559480.00 |
6643 | 2020.12.09 20:40 | buy | 3322 | 0.10 | 104.250 | 103.450 | 105.850 | |
6644 | 2020.12.10 02:54 | close | 3322 | 0.10 | 104.269 | 103.450 | 105.850 | 370.00 | 2559850.00 |
6645 | 2020.12.11 01:25 | sell | 3323 | 0.10 | 104.261 | 105.061 | 103.061 | |
6646 | 2020.12.11 01:55 | close | 3323 | 0.10 | 104.181 | 105.061 | 103.061 | 800.00 | 2560650.00 |
6647 | 2020.12.14 22:25 | buy | 3324 | 0.10 | 104.050 | 103.250 | 105.650 | |
6648 | 2020.12.15 02:54 | close | 3324 | 0.10 | 104.094 | 103.250 | 105.650 | 620.00 | 2561270.00 |
6649 | 2020.12.15 02:54 | sell | 3325 | 0.10 | 104.094 | 104.894 | 102.894 | |
6650 | 2020.12.15 07:20 | close | 3325 | 0.10 | 104.111 | 104.894 | 102.894 | -170.00 | 2561100.00 |
6651 | 2020.12.17 01:20 | sell | 3326 | 0.10 | 103.495 | 104.295 | 102.295 | |
6652 | 2020.12.17 02:55 | close | 3326 | 0.10 | 103.425 | 104.295 | 102.295 | 700.00 | 2561800.00 |
6653 | 2020.12.17 20:00 | buy | 3327 | 0.10 | 103.084 | 102.284 | 104.684 | |
6654 | 2020.12.18 02:30 | close | 3327 | 0.10 | 103.202 | 102.284 | 104.684 | 1720.00 | 2563520.00 |
6655 | 2020.12.18 02:54 | sell | 3328 | 0.10 | 103.238 | 104.038 | 102.038 | |
6656 | 2020.12.18 07:20 | close | 3328 | 0.10 | 103.463 | 104.038 | 102.038 | -2250.00 | 2561270.00 |
6657 | 2020.12.22 23:23 | buy | 3329 | 0.10 | 103.597 | 102.797 | 105.197 | |
6658 | 2020.12.23 02:52 | close | 3329 | 0.10 | 103.624 | 102.797 | 105.197 | 450.00 | 2561720.00 |
6659 | 2020.12.24 18:00 | buy | 3330 | 0.10 | 103.642 | 102.842 | 105.242 | |
6660 | 2020.12.25 02:54 | close | 3330 | 0.10 | 103.505 | 102.842 | 105.242 | -830.00 | 2560890.00 |
6661 | 2021.01.04 22:05 | buy | 3331 | 0.10 | 103.140 | 102.340 | 104.740 | |
6662 | 2021.01.05 02:54 | close | 3331 | 0.10 | 103.129 | 102.340 | 104.740 | 70.00 | 2560960.00 |
6663 | 2021.01.06 20:25 | buy | 3332 | 0.10 | 103.167 | 102.367 | 104.767 | |
6664 | 2021.01.07 02:54 | close | 3332 | 0.10 | 102.979 | 102.367 | 104.767 | -1700.00 | 2559260.00 |
6665 | 2021.01.07 20:30 | buy | 3333 | 0.10 | 103.851 | 103.051 | 105.451 | |
6666 | 2021.01.08 02:54 | close | 3333 | 0.10 | 103.829 | 103.051 | 105.451 | 320.00 | 2559580.00 |
6667 | 2021.01.08 03:15 | sell | 3334 | 0.10 | 103.965 | 104.765 | 102.765 | |
6668 | 2021.01.08 04:52 | close | 3334 | 0.10 | 103.812 | 104.765 | 102.765 | 1530.00 | 2561110.00 |
6669 | 2021.01.12 09:00 | buy | 3335 | 0.10 | 104.166 | 103.366 | 105.766 | |
6670 | 2021.01.12 09:56 | close | 3335 | 0.10 | 104.176 | 103.366 | 105.766 | 100.00 | 2561210.00 |
6671 | 2021.01.12 20:40 | buy | 3336 | 0.10 | 103.908 | 103.108 | 105.508 | |
6672 | 2021.01.13 02:54 | close | 3336 | 0.10 | 103.660 | 103.108 | 105.508 | -2300.00 | 2558910.00 |
6673 | 2021.01.14 20:00 | buy | 3337 | 0.10 | 103.651 | 102.851 | 105.251 | |
6674 | 2021.01.15 02:54 | close | 3337 | 0.10 | 103.828 | 102.851 | 105.251 | 2310.00 | 2561220.00 |
6675 | 2021.01.15 02:54 | sell | 3338 | 0.10 | 103.828 | 104.628 | 102.628 | |
6676 | 2021.01.15 07:20 | close | 3338 | 0.10 | 103.766 | 104.628 | 102.628 | 620.00 | 2561840.00 |
6677 | 2021.01.19 21:30 | buy | 3339 | 0.10 | 103.900 | 103.100 | 105.500 | |
6678 | 2021.01.20 02:54 | close | 3339 | 0.10 | 103.906 | 103.100 | 105.500 | 240.00 | 2562080.00 |
6679 | 2021.01.21 01:00 | sell | 3340 | 0.10 | 103.571 | 104.371 | 102.371 | |
6680 | 2021.01.21 03:25 | close | 3340 | 0.10 | 103.516 | 104.371 | 102.371 | 550.00 | 2562630.00 |
6681 | 2021.01.25 02:55 | sell | 3341 | 0.10 | 103.819 | 104.619 | 102.619 | |
6682 | 2021.01.25 04:40 | close | 3341 | 0.10 | 103.773 | 104.619 | 102.619 | 460.00 | 2563090.00 |
6683 | 2021.01.28 12:47 | buy | 3342 | 0.10 | 104.239 | 103.439 | 105.839 | |
6684 | 2021.01.28 13:21 | close | 3342 | 0.10 | 104.300 | 103.439 | 105.839 | 610.00 | 2563700.00 |
6685 | 2021.01.28 21:10 | buy | 3343 | 0.10 | 104.217 | 103.417 | 105.817 | |
6686 | 2021.01.29 01:55 | close | 3343 | 0.10 | 104.311 | 103.417 | 105.817 | 1480.00 | 2565180.00 |
6687 | 2021.01.29 02:54 | sell | 3344 | 0.10 | 104.472 | 105.272 | 103.272 | |
6688 | 2021.01.29 07:20 | close | 3344 | 0.10 | 104.497 | 105.272 | 103.272 | -250.00 | 2564930.00 |
6689 | 2021.02.02 23:05 | buy | 3345 | 0.10 | 105.028 | 104.228 | 106.628 | |
6690 | 2021.02.03 01:00 | close | 3345 | 0.10 | 105.042 | 104.228 | 106.628 | 320.00 | 2565250.00 |
6691 | 2021.02.09 21:45 | buy | 3346 | 0.10 | 104.576 | 103.776 | 106.176 | |
6692 | 2021.02.10 02:54 | close | 3346 | 0.10 | 104.606 | 103.776 | 106.176 | 480.00 | 2565730.00 |
6693 | 2021.02.10 02:54 | sell | 3347 | 0.10 | 104.606 | 105.406 | 103.406 | |
6694 | 2021.02.10 05:10 | close | 3347 | 0.10 | 104.571 | 105.406 | 103.406 | 350.00 | 2566080.00 |
6695 | 2021.02.10 12:00 | sell | 3348 | 0.10 | 104.790 | 105.590 | 103.590 | |
6696 | 2021.02.10 12:02 | close | 3348 | 0.10 | 104.729 | 105.590 | 103.590 | 610.00 | 2566690.00 |
6697 | 2021.02.16 11:20 | buy | 3349 | 0.10 | 105.369 | 104.569 | 106.969 | |
6698 | 2021.02.16 13:34 | close | 3349 | 0.10 | 105.290 | 104.569 | 106.969 | -790.00 | 2565900.00 |
6699 | 2021.02.18 20:05 | buy | 3350 | 0.10 | 105.678 | 104.878 | 107.278 | |
6700 | 2021.02.19 02:54 | close | 3350 | 0.10 | 105.700 | 104.878 | 107.278 | 760.00 | 2566660.00 |
6701 | 2021.02.22 01:15 | sell | 3351 | 0.10 | 105.556 | 106.356 | 104.356 | |
6702 | 2021.02.22 02:09 | close | 3351 | 0.10 | 105.465 | 106.356 | 104.356 | 910.00 | 2567570.00 |
6703 | 2021.02.22 12:01 | buy | 3352 | 0.10 | 105.637 | 104.837 | 107.237 | |
6704 | 2021.02.22 13:04 | close | 3352 | 0.10 | 105.666 | 104.837 | 107.237 | 290.00 | 2567860.00 |
6705 | 2021.02.23 11:00 | sell | 3353 | 0.10 | 105.195 | 105.995 | 103.995 | |
6706 | 2021.02.23 13:55 | close | 3353 | 0.10 | 105.239 | 105.995 | 103.995 | -440.00 | 2567420.00 |
6707 | 2021.02.24 19:20 | buy | 3354 | 0.10 | 105.907 | 105.107 | 107.507 | |
6708 | 2021.02.25 01:55 | close | 3354 | 0.10 | 105.949 | 105.107 | 107.507 | 600.00 | 2568020.00 |
6709 | 2021.02.25 02:54 | sell | 3355 | 0.10 | 106.043 | 106.843 | 104.843 | |
6710 | 2021.02.25 06:00 | close | 3355 | 0.10 | 105.974 | 106.843 | 104.843 | 690.00 | 2568710.00 |
6711 | 2021.02.25 20:40 | buy | 3356 | 0.10 | 106.056 | 105.256 | 107.656 | |
6712 | 2021.02.25 21:09 | close | 3356 | 0.10 | 106.117 | 105.256 | 107.656 | 610.00 | 2569320.00 |
6713 | 2021.03.03 01:20 | sell | 3357 | 0.10 | 106.777 | 107.577 | 105.577 | |
6714 | 2021.03.03 02:19 | close | 3357 | 0.10 | 106.703 | 107.577 | 105.577 | 740.00 | 2570060.00 |
6715 | 2021.03.09 09:35 | buy | 3358 | 0.10 | 108.914 | 108.114 | 110.514 | |
6716 | 2021.03.09 12:18 | close | 3358 | 0.10 | 108.751 | 108.114 | 110.514 | -1630.00 | 2568430.00 |
6717 | 2021.03.09 20:00 | buy | 3359 | 0.10 | 108.529 | 107.729 | 110.129 | |
6718 | 2021.03.10 01:15 | close | 3359 | 0.10 | 108.602 | 107.729 | 110.129 | 910.00 | 2569340.00 |
6719 | 2021.03.15 01:05 | buy | 3360 | 0.10 | 109.029 | 108.229 | 110.629 | |
6720 | 2021.03.15 03:54 | close | 3360 | 0.10 | 109.034 | 108.229 | 110.629 | 50.00 | 2569390.00 |
6721 | 2021.03.15 11:55 | buy | 3361 | 0.10 | 109.044 | 108.244 | 110.644 | |
6722 | 2021.03.15 13:01 | close | 3361 | 0.10 | 109.112 | 108.244 | 110.644 | 680.00 | 2570070.00 |
6723 | 2021.03.17 21:15 | buy | 3362 | 0.10 | 109.016 | 108.216 | 110.616 | |
6724 | 2021.03.18 01:46 | close | 3362 | 0.10 | 108.804 | 108.216 | 110.616 | -1940.00 | 2568130.00 |
6725 | 2021.03.18 21:05 | buy | 3363 | 0.10 | 108.997 | 108.197 | 110.597 | |
6726 | 2021.03.19 03:54 | close | 3363 | 0.10 | 109.076 | 108.197 | 110.597 | 1330.00 | 2569460.00 |
6727 | 2021.03.19 03:55 | sell | 3364 | 0.10 | 109.081 | 109.881 | 107.881 | |
6728 | 2021.03.19 05:05 | close | 3364 | 0.10 | 109.011 | 109.881 | 107.881 | 700.00 | 2570160.00 |
6729 | 2021.03.22 01:00 | buy | 3365 | 0.10 | 108.624 | 107.824 | 110.224 | |
6730 | 2021.03.22 01:02 | close | 3365 | 0.10 | 108.718 | 107.824 | 110.224 | 940.00 | 2571100.00 |
6731 | 2021.03.22 12:15 | buy | 3366 | 0.10 | 108.631 | 107.831 | 110.231 | |
6732 | 2021.03.22 13:35 | close | 3366 | 0.10 | 108.694 | 107.831 | 110.231 | 630.00 | 2571730.00 |
6733 | 2021.03.23 14:00 | buy | 3367 | 0.10 | 108.504 | 107.704 | 110.104 | |
6734 | 2021.03.23 14:22 | close | 3367 | 0.10 | 108.573 | 107.704 | 110.104 | 690.00 | 2572420.00 |
6735 | 2021.03.23 22:40 | buy | 3368 | 0.10 | 108.625 | 107.825 | 110.225 | |
6736 | 2021.03.24 01:00 | close | 3368 | 0.10 | 108.626 | 107.825 | 110.225 | 190.00 | 2572610.00 |
6737 | 2021.03.24 19:15 | buy | 3369 | 0.10 | 108.808 | 108.008 | 110.408 | |
6738 | 2021.03.25 03:05 | close | 3369 | 0.10 | 108.818 | 108.008 | 110.408 | 280.00 | 2572890.00 |
6739 | 2021.03.25 03:54 | sell | 3370 | 0.10 | 108.871 | 109.671 | 107.671 | |
6740 | 2021.03.25 08:20 | close | 3370 | 0.10 | 108.937 | 109.671 | 107.671 | -660.00 | 2572230.00 |
6741 | 2021.03.29 12:45 | buy | 3371 | 0.10 | 109.554 | 108.754 | 111.154 | |
6742 | 2021.03.29 14:09 | close | 3371 | 0.10 | 109.616 | 108.754 | 111.154 | 620.00 | 2572850.00 |
6743 | 2021.03.31 11:55 | buy | 3372 | 0.10 | 110.539 | 109.739 | 112.139 | |
6744 | 2021.03.31 13:03 | close | 3372 | 0.10 | 110.602 | 109.739 | 112.139 | 630.00 | 2573480.00 |
6745 | 2021.04.05 01:10 | buy | 3373 | 0.10 | 110.624 | 109.824 | 112.224 | |
6746 | 2021.04.05 03:54 | close | 3373 | 0.10 | 110.623 | 109.824 | 112.224 | -10.00 | 2573470.00 |
6747 | 2021.04.05 06:30 | buy | 3374 | 0.10 | 110.534 | 109.734 | 112.134 | |
6748 | 2021.04.05 07:02 | close | 3374 | 0.10 | 110.565 | 109.734 | 112.134 | 310.00 | 2573780.00 |
6749 | 2021.04.05 19:00 | buy | 3375 | 0.10 | 110.087 | 109.287 | 111.687 | |
6750 | 2021.04.05 21:01 | close | 3375 | 0.10 | 110.149 | 109.287 | 111.687 | 620.00 | 2574400.00 |