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 |
6751 | 2021.04.06 01:00 | buy | 3376 | 0.10 | 110.159 | 109.359 | 111.759 | |
6752 | 2021.04.06 01:21 | close | 3376 | 0.10 | 110.189 | 109.359 | 111.759 | 300.00 | 2574700.00 |
6753 | 2021.04.06 23:35 | buy | 3377 | 0.10 | 109.757 | 108.957 | 111.357 | |
6754 | 2021.04.07 01:00 | close | 3377 | 0.10 | 109.767 | 108.957 | 111.357 | 280.00 | 2574980.00 |
6755 | 2021.04.08 12:00 | buy | 3378 | 0.10 | 109.457 | 108.657 | 111.057 | |
6756 | 2021.04.08 12:13 | close | 3378 | 0.10 | 109.518 | 108.657 | 111.057 | 610.00 | 2575590.00 |
6757 | 2021.04.08 14:30 | buy | 3379 | 0.10 | 109.327 | 108.527 | 110.927 | |
6758 | 2021.04.08 17:28 | close | 3379 | 0.10 | 109.184 | 108.527 | 110.927 | -1430.00 | 2574160.00 |
6759 | 2021.04.14 21:15 | buy | 3380 | 0.10 | 108.966 | 108.166 | 110.566 | |
6760 | 2021.04.15 03:54 | close | 3380 | 0.10 | 108.882 | 108.166 | 110.566 | -660.00 | 2573500.00 |
6761 | 2021.04.16 04:19 | sell | 3381 | 0.10 | 108.887 | 109.687 | 107.687 | |
6762 | 2021.04.16 05:02 | close | 3381 | 0.10 | 108.828 | 109.687 | 107.687 | 590.00 | 2574090.00 |
6763 | 2021.04.19 01:05 | sell | 3382 | 0.10 | 108.820 | 109.620 | 107.620 | |
6764 | 2021.04.19 02:14 | close | 3382 | 0.10 | 108.736 | 109.620 | 107.620 | 840.00 | 2574930.00 |
6765 | 2021.04.19 21:10 | buy | 3383 | 0.10 | 108.099 | 107.299 | 109.699 | |
6766 | 2021.04.20 03:54 | close | 3383 | 0.10 | 108.177 | 107.299 | 109.699 | 960.00 | 2575890.00 |
6767 | 2021.04.20 04:30 | sell | 3384 | 0.10 | 108.261 | 109.061 | 107.061 | |
6768 | 2021.04.20 06:00 | close | 3384 | 0.10 | 108.182 | 109.061 | 107.061 | 790.00 | 2576680.00 |
6769 | 2021.04.21 01:35 | sell | 3385 | 0.10 | 108.111 | 108.911 | 106.911 | |
6770 | 2021.04.21 03:15 | close | 3385 | 0.10 | 108.019 | 108.911 | 106.911 | 920.00 | 2577600.00 |
6771 | 2021.04.21 11:05 | sell | 3386 | 0.10 | 108.213 | 109.013 | 107.013 | |
6772 | 2021.04.21 11:38 | close | 3386 | 0.10 | 108.172 | 109.013 | 107.013 | 410.00 | 2578010.00 |
6773 | 2021.04.22 20:15 | buy | 3387 | 0.10 | 108.147 | 107.347 | 109.747 | |
6774 | 2021.04.23 03:54 | close | 3387 | 0.10 | 107.898 | 107.347 | 109.747 | -1950.00 | 2576060.00 |
6775 | 2021.04.27 01:40 | sell | 3388 | 0.10 | 108.192 | 108.992 | 106.992 | |
6776 | 2021.04.27 08:25 | close | 3388 | 0.10 | 108.250 | 108.992 | 106.992 | -580.00 | 2575480.00 |
6777 | 2021.04.28 21:50 | buy | 3389 | 0.10 | 108.684 | 107.884 | 110.284 | |
6778 | 2021.04.29 03:54 | close | 3389 | 0.10 | 108.448 | 107.884 | 110.284 | -2180.00 | 2573300.00 |
6779 | 2021.04.29 19:25 | buy | 3390 | 0.10 | 108.829 | 108.029 | 110.429 | |
6780 | 2021.04.30 03:35 | close | 3390 | 0.10 | 108.980 | 108.029 | 110.429 | 2050.00 | 2575350.00 |
6781 | 2021.04.30 03:54 | sell | 3391 | 0.10 | 108.950 | 109.750 | 107.750 | |
6782 | 2021.04.30 04:10 | close | 3391 | 0.10 | 108.848 | 109.750 | 107.750 | 1020.00 | 2576370.00 |
6783 | 2021.05.03 12:20 | buy | 3392 | 0.10 | 109.554 | 108.754 | 111.154 | |
6784 | 2021.05.03 15:15 | close | 3392 | 0.10 | 109.510 | 108.754 | 111.154 | -440.00 | 2575930.00 |
6785 | 2021.05.05 11:35 | buy | 3393 | 0.10 | 109.284 | 108.484 | 110.884 | |
6786 | 2021.05.05 11:50 | close | 3393 | 0.10 | 109.351 | 108.484 | 110.884 | 670.00 | 2576600.00 |
6787 | 2021.05.05 22:35 | buy | 3394 | 0.10 | 109.222 | 108.422 | 110.822 | |
6788 | 2021.05.06 02:30 | close | 3394 | 0.10 | 109.223 | 108.422 | 110.822 | 190.00 | 2576790.00 |
6789 | 2021.05.06 21:40 | buy | 3395 | 0.10 | 109.018 | 108.218 | 110.618 | |
6790 | 2021.05.07 00:10 | close | 3395 | 0.10 | 109.119 | 108.218 | 110.618 | 1550.00 | 2578340.00 |
6791 | 2021.05.10 01:20 | buy | 3396 | 0.10 | 108.502 | 107.702 | 110.102 | |
6792 | 2021.05.10 03:05 | close | 3396 | 0.10 | 108.674 | 107.702 | 110.102 | 1720.00 | 2580060.00 |
6793 | 2021.05.10 03:54 | sell | 3397 | 0.10 | 108.741 | 109.541 | 107.541 | |
6794 | 2021.05.10 08:20 | close | 3397 | 0.10 | 108.834 | 109.541 | 107.541 | -930.00 | 2579130.00 |
6795 | 2021.05.12 01:45 | sell | 3398 | 0.10 | 108.653 | 109.453 | 107.453 | |
6796 | 2021.05.12 08:25 | close | 3398 | 0.10 | 108.832 | 109.453 | 107.453 | -1790.00 | 2577340.00 |
6797 | 2021.05.13 21:20 | buy | 3399 | 0.10 | 109.505 | 108.705 | 111.105 | |
6798 | 2021.05.14 03:05 | close | 3399 | 0.10 | 109.547 | 108.705 | 111.105 | 960.00 | 2578300.00 |
6799 | 2021.05.14 03:54 | sell | 3400 | 0.10 | 109.615 | 110.415 | 108.415 | |
6800 | 2021.05.14 07:05 | close | 3400 | 0.10 | 109.555 | 110.415 | 108.415 | 600.00 | 2578900.00 |
6801 | 2021.05.18 12:00 | buy | 3401 | 0.10 | 108.859 | 108.059 | 110.459 | |
6802 | 2021.05.18 12:27 | close | 3401 | 0.10 | 108.922 | 108.059 | 110.459 | 630.00 | 2579530.00 |
6803 | 2021.05.19 01:25 | sell | 3402 | 0.10 | 108.914 | 109.714 | 107.714 | |
6804 | 2021.05.19 02:40 | close | 3402 | 0.10 | 108.853 | 109.714 | 107.714 | 610.00 | 2580140.00 |
6805 | 2021.05.20 01:05 | buy | 3403 | 0.10 | 109.205 | 108.405 | 110.805 | |
6806 | 2021.05.20 02:40 | close | 3403 | 0.10 | 109.259 | 108.405 | 110.805 | 540.00 | 2580680.00 |
6807 | 2021.05.21 01:35 | sell | 3404 | 0.10 | 108.802 | 109.602 | 107.602 | |
6808 | 2021.05.21 07:30 | close | 3404 | 0.10 | 108.796 | 109.602 | 107.602 | 60.00 | 2580740.00 |
6809 | 2021.05.24 01:10 | sell | 3405 | 0.10 | 108.966 | 109.766 | 107.766 | |
6810 | 2021.05.24 05:56 | close | 3405 | 0.10 | 108.893 | 109.766 | 107.766 | 730.00 | 2581470.00 |
6811 | 2021.05.24 20:00 | buy | 3406 | 0.10 | 108.791 | 107.991 | 110.391 | |
6812 | 2021.05.25 02:00 | close | 3406 | 0.10 | 108.808 | 107.991 | 110.391 | 350.00 | 2581820.00 |
6813 | 2021.05.25 21:20 | buy | 3407 | 0.10 | 108.734 | 107.934 | 110.334 | |
6814 | 2021.05.26 01:00 | close | 3407 | 0.10 | 108.763 | 107.934 | 110.334 | 470.00 | 2582290.00 |
6815 | 2021.05.26 01:15 | sell | 3408 | 0.10 | 108.788 | 109.588 | 107.588 | |
6816 | 2021.05.26 07:15 | close | 3408 | 0.10 | 108.777 | 109.588 | 107.588 | 110.00 | 2582400.00 |
6817 | 2021.05.31 06:00 | buy | 3409 | 0.10 | 109.649 | 108.849 | 111.249 | |
6818 | 2021.05.31 08:43 | close | 3409 | 0.10 | 109.691 | 108.849 | 111.249 | 420.00 | 2582820.00 |
6819 | 2021.06.02 21:30 | buy | 3410 | 0.10 | 109.539 | 108.739 | 111.139 | |
6820 | 2021.06.03 01:00 | close | 3410 | 0.10 | 109.556 | 108.739 | 111.139 | 350.00 | 2583170.00 |
6821 | 2021.06.08 04:00 | sell | 3411 | 0.10 | 109.382 | 110.182 | 108.182 | |
6822 | 2021.06.08 05:58 | close | 3411 | 0.10 | 109.345 | 110.182 | 108.182 | 370.00 | 2583540.00 |
6823 | 2021.06.09 21:20 | buy | 3412 | 0.10 | 109.605 | 108.805 | 111.205 | |
6824 | 2021.06.10 03:54 | close | 3412 | 0.10 | 109.621 | 108.805 | 111.205 | 340.00 | 2583880.00 |
6825 | 2021.06.10 22:35 | buy | 3413 | 0.10 | 109.345 | 108.545 | 110.945 | |
6826 | 2021.06.11 01:00 | close | 3413 | 0.10 | 109.346 | 108.545 | 110.945 | 550.00 | 2584430.00 |
6827 | 2021.06.11 01:25 | sell | 3414 | 0.10 | 109.380 | 110.180 | 108.180 | |
6828 | 2021.06.11 08:25 | close | 3414 | 0.10 | 109.425 | 110.180 | 108.180 | -450.00 | 2583980.00 |
6829 | 2021.06.14 23:05 | buy | 3415 | 0.10 | 110.055 | 109.255 | 111.655 | |
6830 | 2021.06.15 03:54 | close | 3415 | 0.10 | 110.096 | 109.255 | 111.655 | 590.00 | 2584570.00 |
6831 | 2021.06.15 03:55 | sell | 3416 | 0.10 | 110.087 | 110.887 | 108.887 | |
6832 | 2021.06.15 07:25 | close | 3416 | 0.10 | 110.070 | 110.887 | 108.887 | 170.00 | 2584740.00 |
6833 | 2021.06.16 15:30 | buy | 3417 | 0.10 | 109.843 | 109.043 | 111.443 | |
6834 | 2021.06.16 16:23 | close | 3417 | 0.10 | 109.904 | 109.043 | 111.443 | 610.00 | 2585350.00 |
6835 | 2021.06.18 03:54 | sell | 3418 | 0.10 | 110.313 | 111.113 | 109.113 | |
6836 | 2021.06.18 04:35 | close | 3418 | 0.10 | 110.242 | 111.113 | 109.113 | 710.00 | 2586060.00 |
6837 | 2021.06.22 21:55 | buy | 3419 | 0.10 | 110.627 | 109.827 | 112.227 | |
6838 | 2021.06.23 01:00 | close | 3419 | 0.10 | 110.652 | 109.827 | 112.227 | 430.00 | 2586490.00 |
6839 | 2021.06.24 09:05 | buy | 3420 | 0.10 | 110.826 | 110.026 | 112.426 | |
6840 | 2021.06.24 10:21 | close | 3420 | 0.10 | 110.891 | 110.026 | 112.426 | 650.00 | 2587140.00 |
6841 | 2021.06.24 21:10 | buy | 3421 | 0.10 | 110.853 | 110.053 | 112.453 | |
6842 | 2021.06.25 02:50 | close | 3421 | 0.10 | 110.904 | 110.053 | 112.453 | 1050.00 | 2588190.00 |
6843 | 2021.06.25 03:54 | sell | 3422 | 0.10 | 110.966 | 111.766 | 109.766 | |
6844 | 2021.06.25 05:10 | close | 3422 | 0.10 | 110.879 | 111.766 | 109.766 | 870.00 | 2589060.00 |
6845 | 2021.06.29 20:35 | buy | 3423 | 0.10 | 110.528 | 109.728 | 112.128 | |
6846 | 2021.06.30 03:54 | close | 3423 | 0.10 | 110.560 | 109.728 | 112.128 | 500.00 | 2589560.00 |
6847 | 2021.06.30 03:54 | sell | 3424 | 0.10 | 110.560 | 111.360 | 109.360 | |
6848 | 2021.06.30 04:44 | close | 3424 | 0.10 | 110.454 | 111.360 | 109.360 | 1060.00 | 2590620.00 |
6849 | 2021.06.30 22:50 | buy | 3425 | 0.10 | 111.042 | 110.242 | 112.642 | |
6850 | 2021.07.01 01:00 | close | 3425 | 0.10 | 111.085 | 110.242 | 112.642 | 610.00 | 2591230.00 |
6851 | 2021.07.01 23:45 | buy | 3426 | 0.10 | 111.538 | 110.738 | 113.138 | |
6852 | 2021.07.02 01:00 | close | 3426 | 0.10 | 111.539 | 110.738 | 113.138 | 550.00 | 2591780.00 |
6853 | 2021.07.05 12:00 | buy | 3427 | 0.10 | 110.903 | 110.103 | 112.503 | |
6854 | 2021.07.05 14:37 | close | 3427 | 0.10 | 110.873 | 110.103 | 112.503 | -300.00 | 2591480.00 |
6855 | 2021.07.08 23:05 | buy | 3428 | 0.10 | 109.786 | 108.986 | 111.386 | |
6856 | 2021.07.09 03:54 | close | 3428 | 0.10 | 109.890 | 108.986 | 111.386 | 1580.00 | 2593060.00 |
6857 | 2021.07.09 04:15 | sell | 3429 | 0.10 | 109.854 | 110.654 | 108.654 | |
6858 | 2021.07.09 08:20 | close | 3429 | 0.10 | 110.027 | 110.654 | 108.654 | -1730.00 | 2591330.00 |
6859 | 2021.07.12 01:10 | sell | 3430 | 0.10 | 110.176 | 110.976 | 108.976 | |
6860 | 2021.07.12 03:35 | close | 3430 | 0.10 | 110.127 | 110.976 | 108.976 | 490.00 | 2591820.00 |
6861 | 2021.07.14 21:00 | buy | 3431 | 0.10 | 110.018 | 109.218 | 111.618 | |
6862 | 2021.07.15 03:54 | close | 3431 | 0.10 | 109.892 | 109.218 | 111.618 | -1080.00 | 2590740.00 |
6863 | 2021.07.15 14:30 | sell | 3432 | 0.10 | 109.990 | 110.790 | 108.790 | |
6864 | 2021.07.15 16:10 | close | 3432 | 0.10 | 109.958 | 110.790 | 108.790 | 320.00 | 2591060.00 |
6865 | 2021.07.15 21:10 | buy | 3433 | 0.10 | 109.878 | 109.078 | 111.478 | |
6866 | 2021.07.16 03:54 | close | 3433 | 0.10 | 109.880 | 109.078 | 111.478 | 560.00 | 2591620.00 |
6867 | 2021.07.16 04:30 | sell | 3434 | 0.10 | 109.945 | 110.745 | 108.745 | |
6868 | 2021.07.16 06:45 | close | 3434 | 0.10 | 109.974 | 110.745 | 108.745 | -290.00 | 2591330.00 |
6869 | 2021.07.19 21:05 | buy | 3435 | 0.10 | 109.451 | 108.651 | 111.051 | |
6870 | 2021.07.20 03:54 | close | 3435 | 0.10 | 109.529 | 108.651 | 111.051 | 960.00 | 2592290.00 |
6871 | 2021.07.20 03:54 | sell | 3436 | 0.10 | 109.529 | 110.329 | 108.329 | |
6872 | 2021.07.20 06:40 | close | 3436 | 0.10 | 109.457 | 110.329 | 108.329 | 720.00 | 2593010.00 |
6873 | 2021.07.28 01:30 | sell | 3437 | 0.10 | 109.786 | 110.586 | 108.586 | |
6874 | 2021.07.28 07:45 | close | 3437 | 0.10 | 109.767 | 110.586 | 108.586 | 190.00 | 2593200.00 |
6875 | 2021.07.28 11:00 | sell | 3438 | 0.10 | 109.969 | 110.769 | 108.769 | |
6876 | 2021.07.28 12:35 | close | 3438 | 0.10 | 109.911 | 110.769 | 108.769 | 580.00 | 2593780.00 |
6877 | 2021.07.29 01:35 | sell | 3439 | 0.10 | 109.933 | 110.733 | 108.733 | |
6878 | 2021.07.29 03:04 | close | 3439 | 0.10 | 109.843 | 110.733 | 108.733 | 900.00 | 2594680.00 |
6879 | 2021.07.29 19:00 | buy | 3440 | 0.10 | 109.544 | 108.744 | 111.144 | |
6880 | 2021.07.30 03:54 | close | 3440 | 0.10 | 109.484 | 108.744 | 111.144 | -60.00 | 2594620.00 |
6881 | 2021.07.30 03:55 | sell | 3441 | 0.10 | 109.481 | 110.281 | 108.281 | |
6882 | 2021.07.30 08:20 | close | 3441 | 0.10 | 109.512 | 110.281 | 108.281 | -310.00 | 2594310.00 |
6883 | 2021.08.02 01:05 | sell | 3442 | 0.10 | 109.737 | 110.537 | 108.537 | |
6884 | 2021.08.02 03:18 | close | 3442 | 0.10 | 109.633 | 110.537 | 108.537 | 1040.00 | 2595350.00 |
6885 | 2021.08.04 22:20 | buy | 3443 | 0.10 | 109.455 | 108.655 | 111.055 | |
6886 | 2021.08.05 03:20 | close | 3443 | 0.10 | 109.570 | 108.655 | 111.055 | 1330.00 | 2596680.00 |
6887 | 2021.08.05 03:54 | sell | 3444 | 0.10 | 109.643 | 110.443 | 108.443 | |
6888 | 2021.08.05 08:21 | close | 3444 | 0.10 | 109.651 | 110.443 | 108.443 | -80.00 | 2596600.00 |
6889 | 2021.08.09 09:10 | buy | 3445 | 0.10 | 110.125 | 109.325 | 111.725 | |
6890 | 2021.08.09 09:54 | close | 3445 | 0.10 | 110.171 | 109.325 | 111.725 | 460.00 | 2597060.00 |
6891 | 2021.08.09 21:20 | buy | 3446 | 0.10 | 110.260 | 109.460 | 111.860 | |
6892 | 2021.08.10 03:54 | close | 3446 | 0.10 | 110.337 | 109.460 | 111.860 | 950.00 | 2598010.00 |
6893 | 2021.08.12 21:00 | buy | 3447 | 0.10 | 110.397 | 109.597 | 111.997 | |
6894 | 2021.08.13 03:54 | close | 3447 | 0.10 | 110.442 | 109.597 | 111.997 | 990.00 | 2599000.00 |
6895 | 2021.08.13 03:54 | sell | 3448 | 0.10 | 110.442 | 111.242 | 109.242 | |
6896 | 2021.08.13 08:20 | close | 3448 | 0.10 | 110.400 | 111.242 | 109.242 | 420.00 | 2599420.00 |
6897 | 2021.08.16 01:20 | sell | 3449 | 0.10 | 109.636 | 110.436 | 108.436 | |
6898 | 2021.08.16 03:03 | close | 3449 | 0.10 | 109.564 | 110.436 | 108.436 | 720.00 | 2600140.00 |
6899 | 2021.08.19 22:55 | buy | 3450 | 0.10 | 109.787 | 108.987 | 111.387 | |
6900 | 2021.08.20 03:35 | close | 3450 | 0.10 | 109.867 | 108.987 | 111.387 | 1340.00 | 2601480.00 |