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 |
7051 | 2021.12.22 22:20 | buy | 3526 | 0.10 | 114.146 | 113.346 | 115.746 | |
7052 | 2021.12.23 00:34 | close | 3526 | 0.10 | 114.122 | 113.346 | 115.746 | -60.00 | 2631340.00 |
7053 | 2021.12.23 18:15 | buy | 3527 | 0.10 | 114.364 | 113.564 | 115.964 | |
7054 | 2021.12.24 01:00 | close | 3527 | 0.10 | 114.431 | 113.564 | 115.964 | 1210.00 | 2632550.00 |
7055 | 2021.12.24 02:54 | sell | 3528 | 0.10 | 114.460 | 115.260 | 113.260 | |
7056 | 2021.12.24 03:00 | close | 3528 | 0.10 | 114.371 | 115.260 | 113.260 | 890.00 | 2633440.00 |
7057 | 2022.01.03 11:20 | buy | 3529 | 0.10 | 115.164 | 114.364 | 116.764 | |
7058 | 2022.01.03 14:17 | close | 3529 | 0.10 | 115.105 | 114.364 | 116.764 | -590.00 | 2632850.00 |
7059 | 2022.01.04 21:35 | buy | 3530 | 0.10 | 116.099 | 115.299 | 117.699 | |
7060 | 2022.01.05 01:15 | close | 3530 | 0.10 | 116.199 | 115.299 | 117.699 | 1180.00 | 2634030.00 |
7061 | 2022.01.05 09:15 | buy | 3531 | 0.10 | 115.926 | 115.126 | 117.526 | |
7062 | 2022.01.05 09:36 | close | 3531 | 0.10 | 115.992 | 115.126 | 117.526 | 660.00 | 2634690.00 |
7063 | 2022.01.05 12:15 | buy | 3532 | 0.10 | 115.784 | 114.984 | 117.384 | |
7064 | 2022.01.05 14:40 | close | 3532 | 0.10 | 115.792 | 114.984 | 117.384 | 80.00 | 2634770.00 |
7065 | 2022.01.06 06:15 | buy | 3533 | 0.10 | 115.843 | 115.043 | 117.443 | |
7066 | 2022.01.06 07:03 | close | 3533 | 0.10 | 115.911 | 115.043 | 117.443 | 680.00 | 2635450.00 |
7067 | 2022.01.10 12:15 | buy | 3534 | 0.10 | 115.623 | 114.823 | 117.223 | |
7068 | 2022.01.10 15:33 | close | 3534 | 0.10 | 115.342 | 114.823 | 117.223 | -2810.00 | 2632640.00 |
7069 | 2022.01.10 19:20 | buy | 3535 | 0.10 | 115.109 | 114.309 | 116.709 | |
7070 | 2022.01.10 20:10 | close | 3535 | 0.10 | 115.138 | 114.309 | 116.709 | 290.00 | 2632930.00 |
7071 | 2022.01.11 01:45 | sell | 3536 | 0.10 | 115.286 | 116.086 | 114.086 | |
7072 | 2022.01.11 02:23 | close | 3536 | 0.10 | 115.181 | 116.086 | 114.086 | 1050.00 | 2633980.00 |
7073 | 2022.01.11 21:15 | buy | 3537 | 0.10 | 115.333 | 114.533 | 116.933 | |
7074 | 2022.01.12 01:20 | close | 3537 | 0.10 | 115.344 | 114.533 | 116.933 | 290.00 | 2634270.00 |
7075 | 2022.01.13 20:00 | buy | 3538 | 0.10 | 114.061 | 113.261 | 115.661 | |
7076 | 2022.01.14 02:54 | close | 3538 | 0.10 | 114.008 | 113.261 | 115.661 | 10.00 | 2634280.00 |
7077 | 2022.01.17 01:05 | sell | 3539 | 0.10 | 114.318 | 115.118 | 113.118 | |
7078 | 2022.01.17 08:25 | close | 3539 | 0.10 | 114.477 | 115.118 | 113.118 | -1590.00 | 2632690.00 |
7079 | 2022.01.24 01:05 | sell | 3540 | 0.10 | 113.774 | 114.574 | 112.574 | |
7080 | 2022.01.24 08:00 | close | 3540 | 0.10 | 113.801 | 114.574 | 112.574 | -270.00 | 2632420.00 |
7081 | 2022.01.24 12:36 | sell | 3541 | 0.10 | 113.682 | 114.482 | 112.482 | |
7082 | 2022.01.24 15:17 | close | 3541 | 0.10 | 113.758 | 114.482 | 112.482 | -760.00 | 2631660.00 |
7083 | 2022.01.24 18:20 | buy | 3542 | 0.10 | 113.898 | 113.098 | 115.498 | |
7084 | 2022.01.25 01:10 | close | 3542 | 0.10 | 114.003 | 113.098 | 115.498 | 1230.00 | 2632890.00 |
7085 | 2022.01.26 01:15 | sell | 3543 | 0.10 | 113.917 | 114.717 | 112.717 | |
7086 | 2022.01.26 02:30 | close | 3543 | 0.10 | 113.813 | 114.717 | 112.717 | 1040.00 | 2633930.00 |
7087 | 2022.01.27 21:00 | buy | 3544 | 0.10 | 115.212 | 114.412 | 116.812 | |
7088 | 2022.01.27 23:35 | close | 3544 | 0.10 | 115.368 | 114.412 | 116.812 | 1560.00 | 2635490.00 |
7089 | 2022.01.31 21:00 | buy | 3545 | 0.10 | 114.983 | 114.183 | 116.583 | |
7090 | 2022.01.31 22:13 | close | 3545 | 0.10 | 115.050 | 114.183 | 116.583 | 670.00 | 2636160.00 |
7091 | 2022.02.08 12:25 | buy | 3546 | 0.10 | 115.275 | 114.475 | 116.875 | |
7092 | 2022.02.08 14:11 | close | 3546 | 0.10 | 115.336 | 114.475 | 116.875 | 610.00 | 2636770.00 |
7093 | 2022.02.08 21:00 | buy | 3547 | 0.10 | 115.528 | 114.728 | 117.128 | |
7094 | 2022.02.09 00:10 | close | 3547 | 0.10 | 115.529 | 114.728 | 117.128 | 190.00 | 2636960.00 |
7095 | 2022.02.14 01:05 | sell | 3548 | 0.10 | 115.531 | 116.331 | 114.331 | |
7096 | 2022.02.14 02:23 | close | 3548 | 0.10 | 115.435 | 116.331 | 114.331 | 960.00 | 2637920.00 |
7097 | 2022.02.14 20:15 | buy | 3549 | 0.10 | 115.618 | 114.818 | 117.218 | |
7098 | 2022.02.15 02:54 | close | 3549 | 0.10 | 115.404 | 114.818 | 117.218 | -1960.00 | 2635960.00 |
7099 | 2022.02.15 21:13 | buy | 3550 | 0.10 | 115.601 | 114.801 | 117.201 | |
7100 | 2022.02.15 21:32 | close | 3550 | 0.10 | 115.662 | 114.801 | 117.201 | 610.00 | 2636570.00 |
7101 | 2022.02.22 11:10 | sell | 3551 | 0.10 | 114.837 | 115.637 | 113.637 | |
7102 | 2022.02.22 11:28 | close | 3551 | 0.10 | 114.778 | 115.637 | 113.637 | 590.00 | 2637160.00 |
7103 | 2022.02.22 20:10 | buy | 3552 | 0.10 | 114.896 | 114.096 | 116.496 | |
7104 | 2022.02.22 21:15 | close | 3552 | 0.10 | 114.986 | 114.096 | 116.496 | 900.00 | 2638060.00 |
7105 | 2022.02.23 20:40 | buy | 3553 | 0.10 | 114.946 | 114.146 | 116.546 | |
7106 | 2022.02.24 00:10 | close | 3553 | 0.10 | 114.989 | 114.146 | 116.546 | 610.00 | 2638670.00 |
7107 | 2022.02.24 18:25 | buy | 3554 | 0.10 | 115.470 | 114.670 | 117.070 | |
7108 | 2022.02.24 21:35 | close | 3554 | 0.10 | 115.648 | 114.670 | 117.070 | 1780.00 | 2640450.00 |
7109 | 2022.02.24 23:00 | buy | 3555 | 0.10 | 115.594 | 114.794 | 117.194 | |
7110 | 2022.02.25 02:54 | close | 3555 | 0.10 | 115.545 | 114.794 | 117.194 | 50.00 | 2640500.00 |
7111 | 2022.03.01 01:00 | sell | 3556 | 0.10 | 114.999 | 115.799 | 113.799 | |
7112 | 2022.03.01 07:20 | close | 3556 | 0.10 | 115.074 | 115.799 | 113.799 | -750.00 | 2639750.00 |
7113 | 2022.03.02 01:05 | sell | 3557 | 0.10 | 114.910 | 115.710 | 113.710 | |
7114 | 2022.03.02 01:23 | close | 3557 | 0.10 | 114.832 | 115.710 | 113.710 | 780.00 | 2640530.00 |
7115 | 2022.03.03 20:20 | buy | 3558 | 0.10 | 115.533 | 114.733 | 117.133 | |
7116 | 2022.03.04 02:54 | close | 3558 | 0.10 | 115.387 | 114.733 | 117.133 | -920.00 | 2639610.00 |
7117 | 2022.03.09 20:05 | buy | 3559 | 0.10 | 115.795 | 114.995 | 117.395 | |
7118 | 2022.03.10 02:40 | close | 3559 | 0.10 | 115.965 | 114.995 | 117.395 | 1880.00 | 2641490.00 |
7119 | 2022.03.10 02:54 | sell | 3560 | 0.10 | 115.997 | 116.797 | 114.797 | |
7120 | 2022.03.10 07:20 | close | 3560 | 0.10 | 116.145 | 116.797 | 114.797 | -1480.00 | 2640010.00 |
7121 | 2022.03.14 21:10 | buy | 3561 | 0.10 | 117.991 | 117.191 | 119.591 | |
7122 | 2022.03.15 01:20 | close | 3561 | 0.10 | 118.272 | 117.191 | 119.591 | 2990.00 | 2643000.00 |
7123 | 2022.03.15 11:25 | buy | 3562 | 0.10 | 117.758 | 116.958 | 119.358 | |
7124 | 2022.03.15 11:27 | close | 3562 | 0.10 | 117.830 | 116.958 | 119.358 | 720.00 | 2643720.00 |
7125 | 2022.03.29 20:00 | buy | 3563 | 0.10 | 122.665 | 121.865 | 124.265 | |
7126 | 2022.03.29 20:40 | close | 3563 | 0.10 | 122.831 | 121.865 | 124.265 | 1660.00 | 2645380.00 |
7127 | 2022.03.29 23:05 | buy | 3564 | 0.10 | 122.882 | 122.082 | 124.482 | |
7128 | 2022.03.30 02:35 | close | 3564 | 0.10 | 123.059 | 122.082 | 124.482 | 1950.00 | 2647330.00 |
7129 | 2022.03.31 01:05 | sell | 3565 | 0.10 | 121.943 | 122.743 | 120.743 | |
7130 | 2022.03.31 08:25 | close | 3565 | 0.10 | 122.203 | 122.743 | 120.743 | -2600.00 | 2644730.00 |
7131 | 2022.04.06 12:13 | buy | 3566 | 0.10 | 123.712 | 122.912 | 125.312 | |
7132 | 2022.04.06 12:24 | close | 3566 | 0.10 | 123.783 | 122.912 | 125.312 | 710.00 | 2645440.00 |
7133 | 2022.04.06 21:05 | buy | 3567 | 0.10 | 123.618 | 122.818 | 125.218 | |
7134 | 2022.04.06 21:07 | close | 3567 | 0.10 | 123.706 | 122.818 | 125.218 | 880.00 | 2646320.00 |
7135 | 2022.04.07 23:05 | buy | 3568 | 0.10 | 123.969 | 123.169 | 125.569 | |
7136 | 2022.04.08 01:45 | close | 3568 | 0.10 | 124.139 | 123.169 | 125.569 | 2240.00 | 2648560.00 |
7137 | 2022.04.11 22:40 | buy | 3569 | 0.10 | 125.432 | 124.632 | 127.032 | |
7138 | 2022.04.12 01:15 | close | 3569 | 0.10 | 125.434 | 124.632 | 127.032 | 200.00 | 2648760.00 |
7139 | 2022.04.14 21:20 | buy | 3570 | 0.10 | 125.975 | 125.175 | 127.575 | |
7140 | 2022.04.15 02:15 | close | 3570 | 0.10 | 126.044 | 125.175 | 127.575 | 1230.00 | 2649990.00 |
7141 | 2022.04.15 03:55 | sell | 3571 | 0.10 | 126.337 | 127.137 | 125.137 | |
7142 | 2022.04.15 08:20 | close | 3571 | 0.10 | 126.376 | 127.137 | 125.137 | -390.00 | 2649600.00 |
7143 | 2022.04.19 22:00 | buy | 3572 | 0.10 | 128.760 | 127.960 | 130.360 | |
7144 | 2022.04.20 01:05 | close | 3572 | 0.10 | 129.083 | 127.960 | 130.360 | 3410.00 | 2653010.00 |
7145 | 2022.04.20 12:00 | buy | 3573 | 0.10 | 128.408 | 127.608 | 130.008 | |
7146 | 2022.04.20 13:18 | s/l | 3573 | 0.10 | 127.608 | 127.608 | 130.008 | -8000.00 | 2645010.00 |
7147 | 2022.04.21 01:05 | sell | 3574 | 0.10 | 128.012 | 128.812 | 126.812 | |
7148 | 2022.04.21 01:45 | close | 3574 | 0.10 | 127.940 | 128.812 | 126.812 | 720.00 | 2645730.00 |
7149 | 2022.04.25 03:55 | sell | 3575 | 0.10 | 128.771 | 129.571 | 127.571 | |
7150 | 2022.04.25 04:39 | close | 3575 | 0.10 | 128.616 | 129.571 | 127.571 | 1550.00 | 2647280.00 |
7151 | 2022.04.26 23:20 | buy | 3576 | 0.10 | 127.385 | 126.585 | 128.985 | |
7152 | 2022.04.27 03:15 | close | 3576 | 0.10 | 127.386 | 126.585 | 128.985 | 190.00 | 2647470.00 |
7153 | 2022.04.27 12:35 | buy | 3577 | 0.10 | 127.808 | 127.008 | 129.408 | |
7154 | 2022.04.27 12:55 | close | 3577 | 0.10 | 127.877 | 127.008 | 129.408 | 690.00 | 2648160.00 |
7155 | 2022.05.02 01:10 | sell | 3578 | 0.10 | 130.048 | 130.848 | 128.848 | |
7156 | 2022.05.02 02:40 | close | 3578 | 0.10 | 129.916 | 130.848 | 128.848 | 1320.00 | 2649480.00 |
7157 | 2022.05.02 11:40 | buy | 3579 | 0.10 | 130.035 | 129.235 | 131.635 | |
7158 | 2022.05.02 15:43 | close | 3579 | 0.10 | 129.952 | 129.235 | 131.635 | -830.00 | 2648650.00 |
7159 | 2022.05.05 21:50 | buy | 3580 | 0.10 | 130.375 | 129.575 | 131.975 | |
7160 | 2022.05.05 23:48 | close | 3580 | 0.10 | 130.199 | 129.575 | 131.975 | -1760.00 | 2646890.00 |
7161 | 2022.05.09 22:05 | buy | 3581 | 0.10 | 130.319 | 129.519 | 131.919 | |
7162 | 2022.05.10 01:15 | close | 3581 | 0.10 | 130.531 | 129.519 | 131.919 | 2300.00 | 2649190.00 |
7163 | 2022.05.12 21:55 | buy | 3582 | 0.10 | 128.152 | 127.352 | 129.752 | |
7164 | 2022.05.12 23:00 | close | 3582 | 0.10 | 128.445 | 127.352 | 129.752 | 2930.00 | 2652120.00 |
7165 | 2022.05.12 23:30 | buy | 3583 | 0.10 | 128.353 | 127.553 | 129.953 | |
7166 | 2022.05.13 03:45 | close | 3583 | 0.10 | 128.727 | 127.553 | 129.953 | 4280.00 | 2656400.00 |
7167 | 2022.05.16 22:25 | buy | 3584 | 0.10 | 129.058 | 128.258 | 130.658 | |
7168 | 2022.05.17 01:00 | close | 3584 | 0.10 | 129.064 | 128.258 | 130.658 | 240.00 | 2656640.00 |
7169 | 2022.05.18 19:40 | buy | 3585 | 0.10 | 128.270 | 127.470 | 129.870 | |
7170 | 2022.05.18 20:00 | close | 3585 | 0.10 | 128.334 | 127.470 | 129.870 | 640.00 | 2657280.00 |
7171 | 2022.05.19 01:00 | sell | 3586 | 0.10 | 128.304 | 129.104 | 127.104 | |
7172 | 2022.05.19 02:40 | close | 3586 | 0.10 | 128.135 | 129.104 | 127.104 | 1690.00 | 2658970.00 |
7173 | 2022.05.19 06:30 | sell | 3587 | 0.10 | 128.805 | 129.605 | 127.605 | |
7174 | 2022.05.19 06:39 | close | 3587 | 0.10 | 128.726 | 129.605 | 127.605 | 790.00 | 2659760.00 |
7175 | 2022.05.23 01:05 | sell | 3588 | 0.10 | 127.980 | 128.780 | 126.780 | |
7176 | 2022.05.23 02:07 | close | 3588 | 0.10 | 127.876 | 128.780 | 126.780 | 1040.00 | 2660800.00 |
7177 | 2022.05.24 20:00 | buy | 3589 | 0.10 | 126.569 | 125.769 | 128.169 | |
7178 | 2022.05.24 20:55 | close | 3589 | 0.10 | 126.762 | 125.769 | 128.169 | 1930.00 | 2662730.00 |
7179 | 2022.05.25 01:00 | buy | 3590 | 0.10 | 126.858 | 126.058 | 128.458 | |
7180 | 2022.05.25 03:54 | close | 3590 | 0.10 | 126.952 | 126.058 | 128.458 | 940.00 | 2663670.00 |
7181 | 2022.05.25 12:51 | sell | 3591 | 0.10 | 127.103 | 127.903 | 125.903 | |
7182 | 2022.05.25 14:15 | close | 3591 | 0.10 | 127.073 | 127.903 | 125.903 | 300.00 | 2663970.00 |
7183 | 2022.05.26 22:15 | buy | 3592 | 0.10 | 127.103 | 126.303 | 128.703 | |
7184 | 2022.05.27 01:00 | close | 3592 | 0.10 | 127.107 | 126.303 | 128.703 | 580.00 | 2664550.00 |
7185 | 2022.05.27 01:20 | sell | 3593 | 0.10 | 127.153 | 127.953 | 125.953 | |
7186 | 2022.05.27 01:38 | close | 3593 | 0.10 | 127.083 | 127.953 | 125.953 | 700.00 | 2665250.00 |
7187 | 2022.06.02 09:35 | buy | 3594 | 0.10 | 129.833 | 129.033 | 131.433 | |
7188 | 2022.06.02 09:49 | close | 3594 | 0.10 | 129.905 | 129.033 | 131.433 | 720.00 | 2665970.00 |
7189 | 2022.06.02 12:13 | buy | 3595 | 0.10 | 129.833 | 129.033 | 131.433 | |
7190 | 2022.06.02 16:45 | close | 3595 | 0.10 | 129.825 | 129.033 | 131.433 | -80.00 | 2665890.00 |
7191 | 2022.06.06 09:55 | buy | 3596 | 0.10 | 130.505 | 129.705 | 132.105 | |
7192 | 2022.06.06 10:21 | close | 3596 | 0.10 | 130.598 | 129.705 | 132.105 | 930.00 | 2666820.00 |
7193 | 2022.06.07 21:12 | buy | 3597 | 0.10 | 132.488 | 131.688 | 134.088 | |
7194 | 2022.06.07 22:15 | close | 3597 | 0.10 | 132.575 | 131.688 | 134.088 | 870.00 | 2667690.00 |
7195 | 2022.06.09 12:56 | buy | 3598 | 0.10 | 133.519 | 132.719 | 135.119 | |
7196 | 2022.06.09 14:49 | close | 3598 | 0.10 | 133.673 | 132.719 | 135.119 | 1540.00 | 2669230.00 |
7197 | 2022.06.13 09:20 | buy | 3599 | 0.10 | 134.540 | 133.740 | 136.140 | |
7198 | 2022.06.13 09:28 | close | 3599 | 0.10 | 134.657 | 133.740 | 136.140 | 1170.00 | 2670400.00 |
7199 | 2022.06.13 11:25 | buy | 3600 | 0.10 | 134.427 | 133.627 | 136.027 | |
7200 | 2022.06.13 11:28 | close | 3600 | 0.10 | 134.512 | 133.627 | 136.027 | 850.00 | 2671250.00 |