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 |
6901 | 2021.08.20 04:00 | sell | 3451 | 0.10 | 109.844 | 110.644 | 108.644 | |
6902 | 2021.08.20 04:35 | close | 3451 | 0.10 | 109.768 | 110.644 | 108.644 | 760.00 | 2602240.00 |
6903 | 2021.08.23 01:05 | sell | 3452 | 0.10 | 109.807 | 110.607 | 108.607 | |
6904 | 2021.08.23 08:25 | close | 3452 | 0.10 | 109.893 | 110.607 | 108.607 | -860.00 | 2601380.00 |
6905 | 2021.08.23 21:45 | buy | 3453 | 0.10 | 109.697 | 108.897 | 111.297 | |
6906 | 2021.08.24 01:45 | close | 3453 | 0.10 | 109.699 | 108.897 | 111.297 | 200.00 | 2601580.00 |
6907 | 2021.08.24 01:50 | sell | 3454 | 0.10 | 109.704 | 110.504 | 108.504 | |
6908 | 2021.08.24 08:25 | close | 3454 | 0.10 | 109.806 | 110.504 | 108.504 | -1020.00 | 2600560.00 |
6909 | 2021.08.24 20:15 | buy | 3455 | 0.10 | 109.683 | 108.883 | 111.283 | |
6910 | 2021.08.25 02:55 | close | 3455 | 0.10 | 109.716 | 108.883 | 111.283 | 510.00 | 2601070.00 |
6911 | 2021.08.25 03:54 | sell | 3456 | 0.10 | 109.830 | 110.630 | 108.630 | |
6912 | 2021.08.25 06:55 | close | 3456 | 0.10 | 109.763 | 110.630 | 108.630 | 670.00 | 2601740.00 |
6913 | 2021.08.30 01:15 | buy | 3457 | 0.10 | 109.815 | 109.015 | 111.415 | |
6914 | 2021.08.30 03:54 | close | 3457 | 0.10 | 109.717 | 109.015 | 111.415 | -980.00 | 2600760.00 |
6915 | 2021.08.30 14:50 | sell | 3458 | 0.10 | 109.876 | 110.676 | 108.676 | |
6916 | 2021.08.30 17:50 | close | 3458 | 0.10 | 109.865 | 110.676 | 108.676 | 110.00 | 2600870.00 |
6917 | 2021.09.02 21:25 | buy | 3459 | 0.10 | 109.984 | 109.184 | 111.584 | |
6918 | 2021.09.03 03:54 | close | 3459 | 0.10 | 109.931 | 109.184 | 111.584 | 10.00 | 2600880.00 |
6919 | 2021.09.06 01:00 | sell | 3460 | 0.10 | 109.757 | 110.557 | 108.557 | |
6920 | 2021.09.06 08:25 | close | 3460 | 0.10 | 109.803 | 110.557 | 108.557 | -460.00 | 2600420.00 |
6921 | 2021.09.08 11:15 | buy | 3461 | 0.10 | 110.194 | 109.394 | 111.794 | |
6922 | 2021.09.08 13:52 | close | 3461 | 0.10 | 110.253 | 109.394 | 111.794 | 590.00 | 2601010.00 |
6923 | 2021.09.08 21:11 | buy | 3462 | 0.10 | 110.201 | 109.401 | 111.801 | |
6924 | 2021.09.08 21:53 | close | 3462 | 0.10 | 110.223 | 109.401 | 111.801 | 220.00 | 2601230.00 |
6925 | 2021.09.09 21:05 | buy | 3463 | 0.10 | 109.644 | 108.844 | 111.244 | |
6926 | 2021.09.10 03:54 | close | 3463 | 0.10 | 109.760 | 108.844 | 111.244 | 1700.00 | 2602930.00 |
6927 | 2021.09.14 21:00 | buy | 3464 | 0.10 | 109.610 | 108.810 | 111.210 | |
6928 | 2021.09.15 03:54 | close | 3464 | 0.10 | 109.630 | 108.810 | 111.210 | 380.00 | 2603310.00 |
6929 | 2021.09.16 12:10 | sell | 3465 | 0.10 | 109.411 | 110.211 | 108.211 | |
6930 | 2021.09.16 13:37 | close | 3465 | 0.10 | 109.367 | 110.211 | 108.211 | 440.00 | 2603750.00 |
6931 | 2021.09.21 01:35 | sell | 3466 | 0.10 | 109.427 | 110.227 | 108.227 | |
6932 | 2021.09.21 02:30 | close | 3466 | 0.10 | 109.358 | 110.227 | 108.227 | 690.00 | 2604440.00 |
6933 | 2021.09.21 04:00 | sell | 3467 | 0.10 | 109.550 | 110.350 | 108.350 | |
6934 | 2021.09.21 05:04 | close | 3467 | 0.10 | 109.499 | 110.350 | 108.350 | 510.00 | 2604950.00 |
6935 | 2021.09.22 01:15 | sell | 3468 | 0.10 | 109.232 | 110.032 | 108.032 | |
6936 | 2021.09.22 02:05 | close | 3468 | 0.10 | 109.180 | 110.032 | 108.032 | 520.00 | 2605470.00 |
6937 | 2021.09.22 04:15 | sell | 3469 | 0.10 | 109.374 | 110.174 | 108.174 | |
6938 | 2021.09.22 07:36 | close | 3469 | 0.10 | 109.460 | 110.174 | 108.174 | -860.00 | 2604610.00 |
6939 | 2021.09.23 19:25 | buy | 3470 | 0.10 | 110.176 | 109.376 | 111.776 | |
6940 | 2021.09.23 23:25 | close | 3470 | 0.10 | 110.344 | 109.376 | 111.776 | 1680.00 | 2606290.00 |
6941 | 2021.09.24 01:00 | buy | 3471 | 0.10 | 110.317 | 109.517 | 111.917 | |
6942 | 2021.09.24 02:55 | close | 3471 | 0.10 | 110.337 | 109.517 | 111.917 | 200.00 | 2606490.00 |
6943 | 2021.09.24 03:54 | sell | 3472 | 0.10 | 110.390 | 111.190 | 109.190 | |
6944 | 2021.09.24 08:20 | close | 3472 | 0.10 | 110.429 | 111.190 | 109.190 | -390.00 | 2606100.00 |
6945 | 2021.09.30 20:30 | buy | 3473 | 0.10 | 111.358 | 110.558 | 112.958 | |
6946 | 2021.09.30 21:01 | close | 3473 | 0.10 | 111.424 | 110.558 | 112.958 | 660.00 | 2606760.00 |
6947 | 2021.09.30 22:15 | buy | 3474 | 0.10 | 111.375 | 110.575 | 112.975 | |
6948 | 2021.10.01 01:25 | close | 3474 | 0.10 | 111.373 | 110.575 | 112.975 | 520.00 | 2607280.00 |
6949 | 2021.10.01 01:25 | sell | 3475 | 0.10 | 111.373 | 112.173 | 110.173 | |
6950 | 2021.10.01 04:10 | close | 3475 | 0.10 | 111.303 | 112.173 | 110.173 | 700.00 | 2607980.00 |
6951 | 2021.10.04 21:20 | buy | 3476 | 0.10 | 110.898 | 110.098 | 112.498 | |
6952 | 2021.10.05 03:54 | close | 3476 | 0.10 | 110.906 | 110.098 | 112.498 | 260.00 | 2608240.00 |
6953 | 2021.10.05 04:20 | sell | 3477 | 0.10 | 111.006 | 111.806 | 109.806 | |
6954 | 2021.10.05 08:20 | close | 3477 | 0.10 | 111.170 | 111.806 | 109.806 | -1640.00 | 2606600.00 |
6955 | 2021.10.06 11:50 | buy | 3478 | 0.10 | 111.509 | 110.709 | 113.109 | |
6956 | 2021.10.06 12:00 | close | 3478 | 0.10 | 111.577 | 110.709 | 113.109 | 680.00 | 2607280.00 |
6957 | 2021.10.06 13:15 | buy | 3479 | 0.10 | 111.428 | 110.628 | 113.028 | |
6958 | 2021.10.06 14:15 | close | 3479 | 0.10 | 111.491 | 110.628 | 113.028 | 630.00 | 2607910.00 |
6959 | 2021.10.08 04:10 | sell | 3480 | 0.10 | 111.755 | 112.555 | 110.555 | |
6960 | 2021.10.08 08:20 | close | 3480 | 0.10 | 111.899 | 112.555 | 110.555 | -1440.00 | 2606470.00 |
6961 | 2021.10.12 09:30 | buy | 3481 | 0.10 | 113.140 | 112.340 | 114.740 | |
6962 | 2021.10.12 10:13 | close | 3481 | 0.10 | 113.212 | 112.340 | 114.740 | 720.00 | 2607190.00 |
6963 | 2021.10.12 12:49 | buy | 3482 | 0.10 | 113.251 | 112.451 | 114.851 | |
6964 | 2021.10.12 13:15 | close | 3482 | 0.10 | 113.314 | 112.451 | 114.851 | 630.00 | 2607820.00 |
6965 | 2021.10.13 21:59 | buy | 3483 | 0.10 | 113.366 | 112.566 | 114.966 | |
6966 | 2021.10.14 01:56 | close | 3483 | 0.10 | 113.239 | 112.566 | 114.966 | -1090.00 | 2606730.00 |
6967 | 2021.10.14 21:30 | buy | 3484 | 0.10 | 113.655 | 112.855 | 115.255 | |
6968 | 2021.10.15 02:45 | close | 3484 | 0.10 | 113.852 | 112.855 | 115.255 | 2510.00 | 2609240.00 |
6969 | 2021.10.19 21:45 | buy | 3485 | 0.10 | 114.286 | 113.486 | 115.886 | |
6970 | 2021.10.20 02:15 | close | 3485 | 0.10 | 114.443 | 113.486 | 115.886 | 1750.00 | 2610990.00 |
6971 | 2021.10.20 03:54 | sell | 3486 | 0.10 | 114.655 | 115.455 | 113.455 | |
6972 | 2021.10.20 04:05 | close | 3486 | 0.10 | 114.559 | 115.455 | 113.455 | 960.00 | 2611950.00 |
6973 | 2021.10.21 09:00 | buy | 3487 | 0.10 | 114.024 | 113.224 | 115.624 | |
6974 | 2021.10.21 10:34 | close | 3487 | 0.10 | 114.093 | 113.224 | 115.624 | 690.00 | 2612640.00 |
6975 | 2021.10.25 01:10 | buy | 3488 | 0.10 | 113.488 | 112.688 | 115.088 | |
6976 | 2021.10.25 02:25 | close | 3488 | 0.10 | 113.606 | 112.688 | 115.088 | 1180.00 | 2613820.00 |
6977 | 2021.10.25 03:55 | sell | 3489 | 0.10 | 113.691 | 114.491 | 112.491 | |
6978 | 2021.10.25 07:08 | close | 3489 | 0.10 | 113.591 | 114.491 | 112.491 | 1000.00 | 2614820.00 |
6979 | 2021.10.27 12:00 | buy | 3490 | 0.10 | 113.702 | 112.902 | 115.302 | |
6980 | 2021.10.27 13:03 | close | 3490 | 0.10 | 113.697 | 112.902 | 115.302 | -50.00 | 2614770.00 |
6981 | 2021.10.28 19:25 | buy | 3491 | 0.10 | 113.395 | 112.595 | 114.995 | |
6982 | 2021.10.28 20:10 | close | 3491 | 0.10 | 113.546 | 112.595 | 114.995 | 1510.00 | 2616280.00 |
6983 | 2021.10.28 21:15 | buy | 3492 | 0.10 | 113.444 | 112.644 | 115.044 | |
6984 | 2021.10.29 03:00 | close | 3492 | 0.10 | 113.617 | 112.644 | 115.044 | 2270.00 | 2618550.00 |
6985 | 2021.11.01 12:00 | buy | 3493 | 0.10 | 114.229 | 113.429 | 115.829 | |
6986 | 2021.11.01 13:58 | close | 3493 | 0.10 | 114.263 | 113.429 | 115.829 | 340.00 | 2618890.00 |
6987 | 2021.11.01 21:03 | buy | 3494 | 0.10 | 114.068 | 113.268 | 115.668 | |
6988 | 2021.11.02 01:23 | close | 3494 | 0.10 | 114.022 | 113.268 | 115.668 | -280.00 | 2618610.00 |
6989 | 2021.11.02 01:30 | sell | 3495 | 0.10 | 114.078 | 114.878 | 112.878 | |
6990 | 2021.11.02 04:54 | close | 3495 | 0.10 | 114.003 | 114.878 | 112.878 | 750.00 | 2619360.00 |
6991 | 2021.11.02 08:00 | buy | 3496 | 0.10 | 113.653 | 112.853 | 115.253 | |
6992 | 2021.11.02 08:05 | close | 3496 | 0.10 | 113.745 | 112.853 | 115.253 | 920.00 | 2620280.00 |
6993 | 2021.11.02 09:00 | buy | 3497 | 0.10 | 113.691 | 112.891 | 115.291 | |
6994 | 2021.11.02 14:01 | close | 3497 | 0.10 | 113.611 | 112.891 | 115.291 | -800.00 | 2619480.00 |
6995 | 2021.11.03 06:15 | buy | 3498 | 0.10 | 113.800 | 113.000 | 115.400 | |
6996 | 2021.11.03 08:00 | close | 3498 | 0.10 | 113.842 | 113.000 | 115.400 | 420.00 | 2619900.00 |
6997 | 2021.11.03 21:50 | buy | 3499 | 0.10 | 113.935 | 113.135 | 115.535 | |
6998 | 2021.11.03 22:04 | close | 3499 | 0.10 | 114.013 | 113.135 | 115.535 | 780.00 | 2620680.00 |
6999 | 2021.11.04 15:00 | buy | 3500 | 0.10 | 113.818 | 113.018 | 115.418 | |
7000 | 2021.11.04 15:10 | close | 3500 | 0.10 | 113.892 | 113.018 | 115.418 | 740.00 | 2621420.00 |
7001 | 2021.11.04 21:00 | buy | 3501 | 0.10 | 113.684 | 112.884 | 115.284 | |
7002 | 2021.11.05 01:30 | close | 3501 | 0.10 | 113.815 | 112.884 | 115.284 | 1850.00 | 2623270.00 |
7003 | 2021.11.08 01:25 | sell | 3502 | 0.10 | 113.508 | 114.308 | 112.308 | |
7004 | 2021.11.08 06:55 | close | 3502 | 0.10 | 113.571 | 114.308 | 112.308 | -630.00 | 2622640.00 |
7005 | 2021.11.09 01:00 | sell | 3503 | 0.10 | 113.253 | 114.053 | 112.053 | |
7006 | 2021.11.09 02:20 | close | 3503 | 0.10 | 113.184 | 114.053 | 112.053 | 690.00 | 2623330.00 |
7007 | 2021.11.09 08:00 | buy | 3504 | 0.10 | 112.775 | 111.975 | 114.375 | |
7008 | 2021.11.09 08:37 | close | 3504 | 0.10 | 112.845 | 111.975 | 114.375 | 700.00 | 2624030.00 |
7009 | 2021.11.09 14:45 | sell | 3505 | 0.10 | 113.062 | 113.862 | 111.862 | |
7010 | 2021.11.09 15:32 | close | 3505 | 0.10 | 112.991 | 113.862 | 111.862 | 710.00 | 2624740.00 |
7011 | 2021.11.09 20:00 | buy | 3506 | 0.10 | 112.839 | 112.039 | 114.439 | |
7012 | 2021.11.10 02:54 | close | 3506 | 0.10 | 112.842 | 112.039 | 114.439 | 210.00 | 2624950.00 |
7013 | 2021.11.15 03:00 | sell | 3507 | 0.10 | 113.995 | 114.795 | 112.795 | |
7014 | 2021.11.15 03:30 | close | 3507 | 0.10 | 113.885 | 114.795 | 112.795 | 1100.00 | 2626050.00 |
7015 | 2021.11.17 12:46 | buy | 3508 | 0.10 | 114.758 | 113.958 | 116.358 | |
7016 | 2021.11.17 13:20 | close | 3508 | 0.10 | 114.821 | 113.958 | 116.358 | 630.00 | 2626680.00 |
7017 | 2021.11.17 19:30 | buy | 3509 | 0.10 | 114.261 | 113.461 | 115.861 | |
7018 | 2021.11.17 22:01 | close | 3509 | 0.10 | 114.153 | 113.461 | 115.861 | -1080.00 | 2625600.00 |
7019 | 2021.11.18 01:15 | sell | 3510 | 0.10 | 114.229 | 115.029 | 113.029 | |
7020 | 2021.11.18 02:43 | close | 3510 | 0.10 | 114.114 | 115.029 | 113.029 | 1150.00 | 2626750.00 |
7021 | 2021.11.18 22:30 | buy | 3511 | 0.10 | 114.252 | 113.452 | 115.852 | |
7022 | 2021.11.19 02:54 | close | 3511 | 0.10 | 114.335 | 113.452 | 115.852 | 1370.00 | 2628120.00 |
7023 | 2021.11.19 02:54 | sell | 3512 | 0.10 | 114.335 | 115.135 | 113.135 | |
7024 | 2021.11.19 03:40 | close | 3512 | 0.10 | 114.263 | 115.135 | 113.135 | 720.00 | 2628840.00 |
7025 | 2021.11.23 09:25 | buy | 3513 | 0.10 | 114.793 | 113.993 | 116.393 | |
7026 | 2021.11.23 11:19 | close | 3513 | 0.10 | 114.720 | 113.993 | 116.393 | -730.00 | 2628110.00 |
7027 | 2021.11.24 22:30 | buy | 3514 | 0.10 | 115.386 | 114.586 | 116.986 | |
7028 | 2021.11.25 01:20 | close | 3514 | 0.10 | 115.450 | 114.586 | 116.986 | 820.00 | 2628930.00 |
7029 | 2021.11.26 02:30 | buy | 3515 | 0.10 | 114.856 | 114.056 | 116.456 | |
7030 | 2021.11.26 02:49 | close | 3515 | 0.10 | 114.926 | 114.056 | 116.456 | 700.00 | 2629630.00 |
7031 | 2021.11.26 06:00 | buy | 3516 | 0.10 | 114.694 | 113.894 | 116.294 | |
7032 | 2021.11.26 06:34 | close | 3516 | 0.10 | 114.746 | 113.894 | 116.294 | 520.00 | 2630150.00 |
7033 | 2021.11.29 01:20 | sell | 3517 | 0.10 | 113.779 | 114.579 | 112.579 | |
7034 | 2021.11.29 02:45 | close | 3517 | 0.10 | 113.687 | 114.579 | 112.579 | 920.00 | 2631070.00 |
7035 | 2021.11.29 22:15 | buy | 3518 | 0.10 | 113.667 | 112.867 | 115.267 | |
7036 | 2021.11.30 01:25 | close | 3518 | 0.10 | 113.781 | 112.867 | 115.267 | 1320.00 | 2632390.00 |
7037 | 2021.12.02 01:00 | sell | 3519 | 0.10 | 112.825 | 113.625 | 111.625 | |
7038 | 2021.12.02 08:25 | close | 3519 | 0.10 | 113.043 | 113.625 | 111.625 | -2180.00 | 2630210.00 |
7039 | 2021.12.06 01:05 | sell | 3520 | 0.10 | 112.980 | 113.780 | 111.780 | |
7040 | 2021.12.06 02:15 | close | 3520 | 0.10 | 112.889 | 113.780 | 111.780 | 910.00 | 2631120.00 |
7041 | 2021.12.08 20:05 | buy | 3521 | 0.10 | 113.675 | 112.875 | 115.275 | |
7042 | 2021.12.09 00:10 | close | 3521 | 0.10 | 113.679 | 112.875 | 115.275 | 220.00 | 2631340.00 |
7043 | 2021.12.09 22:00 | buy | 3522 | 0.10 | 113.476 | 112.676 | 115.076 | |
7044 | 2021.12.10 02:54 | close | 3522 | 0.10 | 113.443 | 112.676 | 115.076 | 210.00 | 2631550.00 |
7045 | 2021.12.10 02:55 | sell | 3523 | 0.10 | 113.438 | 114.238 | 112.238 | |
7046 | 2021.12.10 07:20 | close | 3523 | 0.10 | 113.498 | 114.238 | 112.238 | -600.00 | 2630950.00 |
7047 | 2021.12.13 01:05 | sell | 3524 | 0.10 | 113.472 | 114.272 | 112.272 | |
7048 | 2021.12.13 06:55 | close | 3524 | 0.10 | 113.504 | 114.272 | 112.272 | -320.00 | 2630630.00 |
7049 | 2021.12.20 03:10 | sell | 3525 | 0.10 | 113.604 | 114.404 | 112.404 | |
7050 | 2021.12.20 04:00 | close | 3525 | 0.10 | 113.527 | 114.404 | 112.404 | 770.00 | 2631400.00 |