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 |
7201 | 2022.06.14 21:15 | buy | 3601 | 0.10 | 134.869 | 134.069 | 136.469 | |
7202 | 2022.06.14 22:00 | close | 3601 | 0.10 | 135.244 | 134.069 | 136.469 | 3750.00 | 2675000.00 |
7203 | 2022.06.14 23:00 | buy | 3602 | 0.10 | 135.184 | 134.384 | 136.784 | |
7204 | 2022.06.15 00:40 | close | 3602 | 0.10 | 135.467 | 134.384 | 136.784 | 3010.00 | 2678010.00 |
7205 | 2022.06.20 23:00 | buy | 3603 | 0.10 | 135.028 | 134.228 | 136.628 | |
7206 | 2022.06.20 23:49 | close | 3603 | 0.10 | 135.096 | 134.228 | 136.628 | 680.00 | 2678690.00 |
7207 | 2022.06.22 12:37 | buy | 3604 | 0.10 | 136.108 | 135.308 | 137.708 | |
7208 | 2022.06.22 13:14 | close | 3604 | 0.10 | 136.175 | 135.308 | 137.708 | 670.00 | 2679360.00 |
7209 | 2022.06.28 21:04 | buy | 3605 | 0.10 | 136.127 | 135.327 | 137.727 | |
7210 | 2022.06.28 21:34 | close | 3605 | 0.10 | 136.196 | 135.327 | 137.727 | 690.00 | 2680050.00 |
7211 | 2022.06.29 09:10 | buy | 3606 | 0.10 | 135.856 | 135.056 | 137.456 | |
7212 | 2022.06.29 09:18 | close | 3606 | 0.10 | 135.925 | 135.056 | 137.456 | 690.00 | 2680740.00 |
7213 | 2022.06.29 19:20 | buy | 3607 | 0.10 | 136.429 | 135.629 | 138.029 | |
7214 | 2022.06.29 19:55 | close | 3607 | 0.10 | 136.579 | 135.629 | 138.029 | 1500.00 | 2682240.00 |
7215 | 2022.06.30 09:05 | buy | 3608 | 0.10 | 136.270 | 135.470 | 137.870 | |
7216 | 2022.06.30 09:44 | close | 3608 | 0.10 | 136.370 | 135.470 | 137.870 | 1000.00 | 2683240.00 |
7217 | 2022.06.30 19:00 | buy | 3609 | 0.10 | 135.710 | 134.910 | 137.310 | |
7218 | 2022.06.30 21:04 | close | 3609 | 0.10 | 135.692 | 134.910 | 137.310 | -180.00 | 2683060.00 |
7219 | 2022.07.01 06:00 | buy | 3610 | 0.10 | 135.316 | 134.516 | 136.916 | |
7220 | 2022.07.01 10:35 | close | 3610 | 0.10 | 135.107 | 134.516 | 136.916 | -2090.00 | 2680970.00 |
7221 | 2022.07.05 03:54 | sell | 3611 | 0.10 | 136.087 | 136.887 | 134.887 | |
7222 | 2022.07.05 08:20 | close | 3611 | 0.10 | 136.289 | 136.887 | 134.887 | -2020.00 | 2678950.00 |
7223 | 2022.07.05 11:20 | buy | 3612 | 0.10 | 135.826 | 135.026 | 137.426 | |
7224 | 2022.07.05 13:13 | close | 3612 | 0.10 | 135.936 | 135.026 | 137.426 | 1100.00 | 2680050.00 |
7225 | 2022.07.06 01:26 | buy | 3613 | 0.10 | 135.755 | 134.955 | 137.355 | |
7226 | 2022.07.06 03:11 | close | 3613 | 0.10 | 135.653 | 134.955 | 137.355 | -1020.00 | 2679030.00 |
7227 | 2022.07.06 06:00 | buy | 3614 | 0.10 | 135.178 | 134.378 | 136.778 | |
7228 | 2022.07.06 06:20 | close | 3614 | 0.10 | 135.273 | 134.378 | 136.778 | 950.00 | 2679980.00 |
7229 | 2022.07.07 22:40 | buy | 3615 | 0.10 | 136.017 | 135.217 | 137.617 | |
7230 | 2022.07.08 03:54 | close | 3615 | 0.10 | 136.018 | 135.217 | 137.617 | 550.00 | 2680530.00 |
7231 | 2022.07.08 06:30 | buy | 3616 | 0.10 | 135.526 | 134.726 | 137.126 | |
7232 | 2022.07.08 06:33 | close | 3616 | 0.10 | 135.612 | 134.726 | 137.126 | 860.00 | 2681390.00 |
7233 | 2022.07.11 21:03 | buy | 3617 | 0.10 | 137.296 | 136.496 | 138.896 | |
7234 | 2022.07.11 22:20 | close | 3617 | 0.10 | 137.345 | 136.496 | 138.896 | 490.00 | 2681880.00 |
7235 | 2022.07.12 12:51 | buy | 3618 | 0.10 | 137.059 | 136.259 | 138.659 | |
7236 | 2022.07.12 18:45 | close | 3618 | 0.10 | 136.728 | 136.259 | 138.659 | -3310.00 | 2678570.00 |
7237 | 2022.07.14 21:00 | buy | 3619 | 0.10 | 138.953 | 138.153 | 140.553 | |
7238 | 2022.07.15 03:54 | close | 3619 | 0.10 | 138.911 | 138.153 | 140.553 | 120.00 | 2678690.00 |
7239 | 2022.07.19 01:55 | sell | 3620 | 0.10 | 138.238 | 139.038 | 137.038 | |
7240 | 2022.07.19 06:14 | close | 3620 | 0.10 | 138.103 | 139.038 | 137.038 | 1350.00 | 2680040.00 |
7241 | 2022.07.19 13:05 | buy | 3621 | 0.10 | 137.583 | 136.783 | 139.183 | |
7242 | 2022.07.19 15:09 | close | 3621 | 0.10 | 137.604 | 136.783 | 139.183 | 210.00 | 2680250.00 |
7243 | 2022.07.19 23:20 | buy | 3622 | 0.10 | 138.216 | 137.416 | 139.816 | |
7244 | 2022.07.20 03:20 | close | 3622 | 0.10 | 138.363 | 137.416 | 139.816 | 1650.00 | 2681900.00 |
7245 | 2022.07.25 03:55 | sell | 3623 | 0.10 | 136.580 | 137.380 | 135.380 | |
7246 | 2022.07.25 04:45 | close | 3623 | 0.10 | 136.287 | 137.380 | 135.380 | 2930.00 | 2684830.00 |
7247 | 2022.08.01 01:10 | sell | 3624 | 0.10 | 133.297 | 134.097 | 132.097 | |
7248 | 2022.08.01 03:10 | close | 3624 | 0.10 | 133.225 | 134.097 | 132.097 | 720.00 | 2685550.00 |
7249 | 2022.08.02 01:15 | sell | 3625 | 0.10 | 131.685 | 132.485 | 130.485 | |
7250 | 2022.08.02 01:39 | close | 3625 | 0.10 | 131.568 | 132.485 | 130.485 | 1170.00 | 2686720.00 |
7251 | 2022.08.03 01:05 | sell | 3626 | 0.10 | 133.228 | 134.028 | 132.028 | |
7252 | 2022.08.03 01:10 | close | 3626 | 0.10 | 133.067 | 134.028 | 132.028 | 1610.00 | 2688330.00 |
7253 | 2022.08.03 23:35 | buy | 3627 | 0.10 | 133.888 | 133.088 | 135.488 | |
7254 | 2022.08.04 01:10 | close | 3627 | 0.10 | 133.994 | 133.088 | 135.488 | 1240.00 | 2689570.00 |
7255 | 2022.08.04 01:10 | sell | 3628 | 0.10 | 133.994 | 134.794 | 132.794 | |
7256 | 2022.08.04 03:00 | close | 3628 | 0.10 | 133.902 | 134.794 | 132.794 | 920.00 | 2690490.00 |
7257 | 2022.08.04 21:45 | buy | 3629 | 0.10 | 133.030 | 132.230 | 134.630 | |
7258 | 2022.08.05 03:54 | close | 3629 | 0.10 | 132.961 | 132.230 | 134.630 | -150.00 | 2690340.00 |
7259 | 2022.08.05 04:10 | sell | 3630 | 0.10 | 133.211 | 134.011 | 132.011 | |
7260 | 2022.08.05 05:22 | close | 3630 | 0.10 | 133.083 | 134.011 | 132.011 | 1280.00 | 2691620.00 |
7261 | 2022.08.09 23:15 | buy | 3631 | 0.10 | 135.123 | 134.323 | 136.723 | |
7262 | 2022.08.10 03:54 | close | 3631 | 0.10 | 135.173 | 134.323 | 136.723 | 680.00 | 2692300.00 |
7263 | 2022.08.16 22:20 | buy | 3632 | 0.10 | 134.197 | 133.397 | 135.797 | |
7264 | 2022.08.17 01:00 | close | 3632 | 0.10 | 134.226 | 133.397 | 135.797 | 470.00 | 2692770.00 |
7265 | 2022.08.17 21:05 | buy | 3633 | 0.10 | 135.081 | 134.281 | 136.681 | |
7266 | 2022.08.18 01:02 | close | 3633 | 0.10 | 135.130 | 134.281 | 136.681 | 670.00 | 2693440.00 |
7267 | 2022.08.22 09:50 | buy | 3634 | 0.10 | 136.962 | 136.162 | 138.562 | |
7268 | 2022.08.22 09:59 | close | 3634 | 0.10 | 137.046 | 136.162 | 138.562 | 840.00 | 2694280.00 |
7269 | 2022.08.22 12:23 | buy | 3635 | 0.10 | 136.823 | 136.023 | 138.423 | |
7270 | 2022.08.22 13:20 | close | 3635 | 0.10 | 136.924 | 136.023 | 138.423 | 1010.00 | 2695290.00 |
7271 | 2022.08.24 12:15 | buy | 3636 | 0.10 | 136.226 | 135.426 | 137.826 | |
7272 | 2022.08.24 12:21 | close | 3636 | 0.10 | 136.313 | 135.426 | 137.826 | 870.00 | 2696160.00 |
7273 | 2022.08.24 19:00 | buy | 3637 | 0.10 | 136.930 | 136.130 | 138.530 | |
7274 | 2022.08.24 19:30 | close | 3637 | 0.10 | 137.091 | 136.130 | 138.530 | 1610.00 | 2697770.00 |
7275 | 2022.08.25 01:40 | buy | 3638 | 0.10 | 137.002 | 136.202 | 138.602 | |
7276 | 2022.08.25 03:05 | close | 3638 | 0.10 | 137.168 | 136.202 | 138.602 | 1660.00 | 2699430.00 |
7277 | 2022.08.29 12:15 | buy | 3639 | 0.10 | 138.597 | 137.797 | 140.197 | |
7278 | 2022.08.29 12:41 | close | 3639 | 0.10 | 138.660 | 137.797 | 140.197 | 630.00 | 2700060.00 |
7279 | 2022.08.30 11:15 | buy | 3640 | 0.10 | 138.304 | 137.504 | 139.904 | |
7280 | 2022.08.30 12:48 | close | 3640 | 0.10 | 138.364 | 137.504 | 139.904 | 600.00 | 2700660.00 |
7281 | 2022.08.30 21:28 | buy | 3641 | 0.10 | 138.646 | 137.846 | 140.246 | |
7282 | 2022.08.30 22:23 | close | 3641 | 0.10 | 138.716 | 137.846 | 140.246 | 700.00 | 2701360.00 |
7283 | 2022.08.31 21:47 | buy | 3642 | 0.10 | 138.668 | 137.868 | 140.268 | |
7284 | 2022.08.31 22:01 | close | 3642 | 0.10 | 138.739 | 137.868 | 140.268 | 710.00 | 2702070.00 |
7285 | 2022.09.01 12:54 | buy | 3643 | 0.10 | 139.089 | 138.289 | 140.689 | |
7286 | 2022.09.01 13:05 | close | 3643 | 0.10 | 139.154 | 138.289 | 140.689 | 650.00 | 2702720.00 |
7287 | 2022.09.05 12:46 | buy | 3644 | 0.10 | 140.428 | 139.628 | 142.028 | |
7288 | 2022.09.05 13:50 | close | 3644 | 0.10 | 140.482 | 139.628 | 142.028 | 540.00 | 2703260.00 |
7289 | 2022.09.06 01:40 | buy | 3645 | 0.10 | 140.471 | 139.671 | 142.071 | |
7290 | 2022.09.06 05:14 | close | 3645 | 0.10 | 140.464 | 139.671 | 142.071 | -70.00 | 2703190.00 |
7291 | 2022.09.07 20:20 | buy | 3646 | 0.10 | 144.078 | 143.278 | 145.678 | |
7292 | 2022.09.07 21:47 | close | 3646 | 0.10 | 144.116 | 143.278 | 145.678 | 380.00 | 2703570.00 |
7293 | 2022.09.07 22:35 | buy | 3647 | 0.10 | 143.817 | 143.017 | 145.417 | |
7294 | 2022.09.08 01:12 | close | 3647 | 0.10 | 143.785 | 143.017 | 145.417 | -140.00 | 2703430.00 |
7295 | 2022.09.08 01:30 | sell | 3648 | 0.10 | 143.996 | 144.796 | 142.796 | |
7296 | 2022.09.08 07:00 | close | 3648 | 0.10 | 143.996 | 144.796 | 142.796 | 0.00 | 2703430.00 |
7297 | 2022.09.08 09:20 | buy | 3649 | 0.10 | 143.560 | 142.760 | 145.160 | |
7298 | 2022.09.08 09:34 | close | 3649 | 0.10 | 143.628 | 142.760 | 145.160 | 680.00 | 2704110.00 |
7299 | 2022.09.08 13:40 | buy | 3650 | 0.10 | 143.662 | 142.862 | 145.262 | |
7300 | 2022.09.08 13:49 | close | 3650 | 0.10 | 143.762 | 142.862 | 145.262 | 1000.00 | 2705110.00 |
7301 | 2022.09.08 21:55 | buy | 3651 | 0.10 | 143.990 | 143.190 | 145.590 | |
7302 | 2022.09.09 03:54 | close | 3651 | 0.10 | 143.755 | 143.190 | 145.590 | -1810.00 | 2703300.00 |
7303 | 2022.09.09 06:30 | buy | 3652 | 0.10 | 143.201 | 142.401 | 144.801 | |
7304 | 2022.09.09 06:33 | close | 3652 | 0.10 | 143.317 | 142.401 | 144.801 | 1160.00 | 2704460.00 |
7305 | 2022.09.09 06:44 | buy | 3653 | 0.10 | 143.173 | 142.373 | 144.773 | |
7306 | 2022.09.09 08:07 | close | 3653 | 0.10 | 142.939 | 142.373 | 144.773 | -2340.00 | 2702120.00 |
7307 | 2022.09.19 01:10 | sell | 3654 | 0.10 | 143.052 | 143.852 | 141.852 | |
7308 | 2022.09.19 01:41 | close | 3654 | 0.10 | 142.980 | 143.852 | 141.852 | 720.00 | 2702840.00 |
7309 | 2022.09.19 22:20 | buy | 3655 | 0.10 | 143.218 | 142.418 | 144.818 | |
7310 | 2022.09.20 03:54 | close | 3655 | 0.10 | 143.225 | 142.418 | 144.818 | 250.00 | 2703090.00 |
7311 | 2022.09.27 21:52 | buy | 3656 | 0.10 | 144.760 | 143.960 | 146.360 | |
7312 | 2022.09.27 22:12 | close | 3656 | 0.10 | 144.851 | 143.960 | 146.360 | 910.00 | 2704000.00 |
7313 | 2022.09.29 19:20 | buy | 3657 | 0.10 | 144.337 | 143.537 | 145.937 | |
7314 | 2022.09.29 19:50 | close | 3657 | 0.10 | 144.503 | 143.537 | 145.937 | 1660.00 | 2705660.00 |
7315 | 2022.09.29 20:25 | buy | 3658 | 0.10 | 144.500 | 143.700 | 146.100 | |
7316 | 2022.09.30 03:54 | close | 3658 | 0.10 | 144.707 | 143.700 | 146.100 | 2610.00 | 2708270.00 |
7317 | 2022.09.30 03:54 | sell | 3659 | 0.10 | 144.707 | 145.507 | 143.507 | |
7318 | 2022.09.30 07:26 | close | 3659 | 0.10 | 144.603 | 145.507 | 143.507 | 1040.00 | 2709310.00 |
7319 | 2022.10.04 21:00 | buy | 3660 | 0.10 | 144.173 | 143.373 | 145.773 | |
7320 | 2022.10.05 03:54 | close | 3660 | 0.10 | 143.920 | 143.373 | 145.773 | -2350.00 | 2706960.00 |
7321 | 2022.10.05 21:14 | buy | 3661 | 0.10 | 144.595 | 143.795 | 146.195 | |
7322 | 2022.10.05 23:05 | close | 3661 | 0.10 | 144.572 | 143.795 | 146.195 | -230.00 | 2706730.00 |
7323 | 2022.10.10 09:45 | buy | 3662 | 0.10 | 145.306 | 144.506 | 146.906 | |
7324 | 2022.10.10 09:58 | close | 3662 | 0.10 | 145.376 | 144.506 | 146.906 | 700.00 | 2707430.00 |
7325 | 2022.10.10 21:05 | buy | 3663 | 0.10 | 145.649 | 144.849 | 147.249 | |
7326 | 2022.10.10 22:13 | close | 3663 | 0.10 | 145.714 | 144.849 | 147.249 | 650.00 | 2708080.00 |
7327 | 2022.10.12 21:25 | buy | 3664 | 0.10 | 146.750 | 145.950 | 148.350 | |
7328 | 2022.10.12 21:55 | close | 3664 | 0.10 | 146.842 | 145.950 | 148.350 | 920.00 | 2709000.00 |
7329 | 2022.10.19 21:30 | buy | 3665 | 0.10 | 149.869 | 149.069 | 151.469 | |
7330 | 2022.10.20 03:54 | close | 3665 | 0.10 | 149.899 | 149.069 | 151.469 | 480.00 | 2709480.00 |
7331 | 2022.10.20 12:13 | buy | 3666 | 0.10 | 149.866 | 149.066 | 151.466 | |
7332 | 2022.10.20 15:45 | close | 3666 | 0.10 | 149.884 | 149.066 | 151.466 | 180.00 | 2709660.00 |
7333 | 2022.10.24 19:10 | buy | 3667 | 0.10 | 148.783 | 147.983 | 150.383 | |
7334 | 2022.10.24 20:00 | close | 3667 | 0.10 | 148.954 | 147.983 | 150.383 | 1710.00 | 2711370.00 |
7335 | 2022.10.24 21:10 | buy | 3668 | 0.10 | 148.903 | 148.103 | 150.503 | |
7336 | 2022.10.24 23:15 | close | 3668 | 0.10 | 149.076 | 148.103 | 150.503 | 1730.00 | 2713100.00 |
7337 | 2022.10.25 03:55 | sell | 3669 | 0.10 | 148.980 | 149.780 | 147.780 | |
7338 | 2022.10.25 06:20 | close | 3669 | 0.10 | 148.844 | 149.780 | 147.780 | 1360.00 | 2714460.00 |
7339 | 2022.10.26 01:00 | sell | 3670 | 0.10 | 148.080 | 148.880 | 146.880 | |
7340 | 2022.10.26 02:40 | close | 3670 | 0.10 | 147.984 | 148.880 | 146.880 | 960.00 | 2715420.00 |
7341 | 2022.10.26 05:30 | sell | 3671 | 0.10 | 148.363 | 149.163 | 147.163 | |
7342 | 2022.10.26 06:20 | close | 3671 | 0.10 | 148.273 | 149.163 | 147.163 | 900.00 | 2716320.00 |
7343 | 2022.10.26 19:00 | buy | 3672 | 0.10 | 146.510 | 145.710 | 148.110 | |
7344 | 2022.10.27 01:01 | close | 3672 | 0.10 | 146.390 | 145.710 | 148.110 | -1020.00 | 2715300.00 |
7345 | 2022.10.27 01:05 | sell | 3673 | 0.10 | 146.426 | 147.226 | 145.226 | |
7346 | 2022.10.27 01:15 | close | 3673 | 0.10 | 146.334 | 147.226 | 145.226 | 920.00 | 2716220.00 |
7347 | 2022.11.01 09:00 | buy | 3674 | 0.10 | 148.115 | 147.315 | 149.715 | |
7348 | 2022.11.01 10:43 | close | 3674 | 0.10 | 147.929 | 147.315 | 149.715 | -1860.00 | 2714360.00 |
7349 | 2022.11.01 12:00 | buy | 3675 | 0.10 | 147.550 | 146.750 | 149.150 | |
7350 | 2022.11.01 12:08 | close | 3675 | 0.10 | 147.655 | 146.750 | 149.150 | 1050.00 | 2715410.00 |