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 |
| 601 | 2005.01.03 21:45 | buy | 301 | 0.10 | 102.679 | 101.879 | 104.279 | ||
| 602 | 2005.01.04 00:10 | close | 301 | 0.10 | 102.763 | 101.879 | 104.279 | 1020.00 | 1148950.00 |
| 603 | 2005.01.04 01:00 | sell | 302 | 0.10 | 102.801 | 103.601 | 101.601 | ||
| 604 | 2005.01.04 01:55 | close | 302 | 0.10 | 102.677 | 103.601 | 101.601 | 1240.00 | 1150190.00 |
| 605 | 2005.01.10 02:55 | sell | 303 | 0.10 | 104.778 | 105.578 | 103.578 | ||
| 606 | 2005.01.10 03:54 | close | 303 | 0.10 | 104.648 | 105.578 | 103.578 | 1300.00 | 1151490.00 |
| 607 | 2005.01.12 01:20 | sell | 304 | 0.10 | 103.380 | 104.180 | 102.180 | ||
| 608 | 2005.01.12 02:09 | close | 304 | 0.10 | 103.308 | 104.180 | 102.180 | 720.00 | 1152210.00 |
| 609 | 2005.01.13 01:25 | sell | 305 | 0.10 | 102.470 | 103.270 | 101.270 | ||
| 610 | 2005.01.13 02:09 | close | 305 | 0.10 | 102.360 | 103.270 | 101.270 | 1100.00 | 1153310.00 |
| 611 | 2005.01.13 12:00 | sell | 306 | 0.10 | 102.460 | 103.260 | 101.260 | ||
| 612 | 2005.01.13 15:12 | close | 306 | 0.10 | 102.515 | 103.260 | 101.260 | -550.00 | 1152760.00 |
| 613 | 2005.01.13 22:05 | buy | 307 | 0.10 | 102.489 | 101.689 | 104.089 | ||
| 614 | 2005.01.14 02:55 | close | 307 | 0.10 | 102.496 | 101.689 | 104.089 | 610.00 | 1153370.00 |
| 615 | 2005.01.14 02:55 | sell | 308 | 0.10 | 102.496 | 103.296 | 101.296 | ||
| 616 | 2005.01.14 07:20 | close | 308 | 0.10 | 102.740 | 103.296 | 101.296 | -2440.00 | 1150930.00 |
| 617 | 2005.01.17 01:10 | sell | 309 | 0.10 | 102.048 | 102.848 | 100.848 | ||
| 618 | 2005.01.17 01:25 | close | 309 | 0.10 | 101.957 | 102.848 | 100.848 | 910.00 | 1151840.00 |
| 619 | 2005.01.17 12:59 | sell | 310 | 0.10 | 101.968 | 102.768 | 100.768 | ||
| 620 | 2005.01.17 13:12 | close | 310 | 0.10 | 101.894 | 102.768 | 100.768 | 740.00 | 1152580.00 |
| 621 | 2005.01.18 01:15 | sell | 311 | 0.10 | 102.308 | 103.108 | 101.108 | ||
| 622 | 2005.01.18 01:25 | close | 311 | 0.10 | 102.217 | 103.108 | 101.108 | 910.00 | 1153490.00 |
| 623 | 2005.01.19 20:00 | buy | 312 | 0.10 | 102.460 | 101.660 | 104.060 | ||
| 624 | 2005.01.19 21:10 | close | 312 | 0.10 | 102.941 | 101.660 | 104.060 | 4810.00 | 1158300.00 |
| 625 | 2005.01.19 23:00 | buy | 313 | 0.10 | 102.816 | 102.016 | 104.416 | ||
| 626 | 2005.01.20 02:55 | close | 313 | 0.10 | 102.899 | 102.016 | 104.416 | 1010.00 | 1159310.00 |
| 627 | 2005.01.20 02:55 | sell | 314 | 0.10 | 102.899 | 103.699 | 101.699 | ||
| 628 | 2005.01.20 03:05 | close | 314 | 0.10 | 102.822 | 103.699 | 101.699 | 770.00 | 1160080.00 |
| 629 | 2005.01.24 01:00 | sell | 315 | 0.10 | 102.810 | 103.610 | 101.610 | ||
| 630 | 2005.01.24 02:59 | close | 315 | 0.10 | 102.722 | 103.610 | 101.610 | 880.00 | 1160960.00 |
| 631 | 2005.01.24 19:10 | buy | 316 | 0.10 | 102.675 | 101.875 | 104.275 | ||
| 632 | 2005.01.25 02:55 | close | 316 | 0.10 | 102.661 | 101.875 | 104.275 | 40.00 | 1161000.00 |
| 633 | 2005.01.27 18:05 | buy | 317 | 0.10 | 103.297 | 102.497 | 104.897 | ||
| 634 | 2005.01.28 00:20 | s/l | 317 | 0.10 | 102.497 | 102.497 | 104.897 | -7460.00 | 1153540.00 |
| 635 | 2005.01.28 02:55 | sell | 318 | 0.10 | 103.049 | 103.849 | 101.849 | ||
| 636 | 2005.01.28 07:20 | close | 318 | 0.10 | 103.243 | 103.849 | 101.849 | -1940.00 | 1151600.00 |
| 637 | 2005.02.01 13:35 | buy | 319 | 0.10 | 103.634 | 102.834 | 105.234 | ||
| 638 | 2005.02.01 13:38 | close | 319 | 0.10 | 103.712 | 102.834 | 105.234 | 780.00 | 1152380.00 |
| 639 | 2005.02.02 22:55 | buy | 320 | 0.10 | 103.640 | 102.840 | 105.240 | ||
| 640 | 2005.02.03 00:15 | close | 320 | 0.10 | 103.645 | 102.840 | 105.240 | 230.00 | 1152610.00 |
| 641 | 2005.02.03 22:40 | buy | 321 | 0.10 | 104.445 | 103.645 | 106.045 | ||
| 642 | 2005.02.04 02:55 | close | 321 | 0.10 | 104.491 | 103.645 | 106.045 | 1000.00 | 1153610.00 |
| 643 | 2005.02.07 13:55 | buy | 322 | 0.10 | 104.232 | 103.432 | 105.832 | ||
| 644 | 2005.02.07 15:13 | close | 322 | 0.10 | 104.283 | 103.432 | 105.832 | 510.00 | 1154120.00 |
| 645 | 2005.02.09 09:50 | buy | 323 | 0.10 | 105.362 | 104.562 | 106.962 | ||
| 646 | 2005.02.09 10:09 | close | 323 | 0.10 | 105.433 | 104.562 | 106.962 | 710.00 | 1154830.00 |
| 647 | 2005.02.09 12:55 | buy | 324 | 0.10 | 105.435 | 104.635 | 107.035 | ||
| 648 | 2005.02.09 13:09 | close | 324 | 0.10 | 105.505 | 104.635 | 107.035 | 700.00 | 1155530.00 |
| 649 | 2005.02.09 20:25 | buy | 325 | 0.10 | 105.713 | 104.913 | 107.313 | ||
| 650 | 2005.02.10 02:55 | close | 325 | 0.10 | 105.618 | 104.913 | 107.313 | -770.00 | 1154760.00 |
| 651 | 2005.02.10 02:55 | sell | 326 | 0.10 | 105.618 | 106.418 | 104.418 | ||
| 652 | 2005.02.10 07:20 | close | 326 | 0.10 | 105.566 | 106.418 | 104.418 | 520.00 | 1155280.00 |
| 653 | 2005.02.14 20:40 | buy | 327 | 0.10 | 105.042 | 104.242 | 106.642 | ||
| 654 | 2005.02.15 02:55 | close | 327 | 0.10 | 105.185 | 104.242 | 106.642 | 1610.00 | 1156890.00 |
| 655 | 2005.02.15 03:00 | sell | 328 | 0.10 | 105.216 | 106.016 | 104.016 | ||
| 656 | 2005.02.15 07:20 | close | 328 | 0.10 | 105.252 | 106.016 | 104.016 | -360.00 | 1156530.00 |
| 657 | 2005.02.15 20:05 | buy | 329 | 0.10 | 104.327 | 103.527 | 105.927 | ||
| 658 | 2005.02.15 21:35 | close | 329 | 0.10 | 104.450 | 103.527 | 105.927 | 1230.00 | 1157760.00 |
| 659 | 2005.02.16 05:00 | sell | 330 | 0.10 | 104.761 | 105.561 | 103.561 | ||
| 660 | 2005.02.16 15:29 | close | 330 | 0.10 | 104.887 | 105.561 | 103.561 | -1260.00 | 1156500.00 |
| 661 | 2005.02.17 20:00 | buy | 331 | 0.10 | 105.393 | 104.593 | 106.993 | ||
| 662 | 2005.02.18 02:55 | close | 331 | 0.10 | 105.546 | 104.593 | 106.993 | 2070.00 | 1158570.00 |
| 663 | 2005.02.18 03:00 | sell | 332 | 0.10 | 105.564 | 106.364 | 104.364 | ||
| 664 | 2005.02.18 03:35 | close | 332 | 0.10 | 105.493 | 106.364 | 104.364 | 710.00 | 1159280.00 |
| 665 | 2005.02.21 09:00 | buy | 333 | 0.10 | 105.620 | 104.820 | 107.220 | ||
| 666 | 2005.02.21 09:25 | close | 333 | 0.10 | 105.708 | 104.820 | 107.220 | 880.00 | 1160160.00 |
| 667 | 2005.02.23 01:00 | sell | 334 | 0.10 | 104.145 | 104.945 | 102.945 | ||
| 668 | 2005.02.23 08:25 | close | 334 | 0.10 | 104.687 | 104.945 | 102.945 | -5420.00 | 1154740.00 |
| 669 | 2005.02.24 18:55 | buy | 335 | 0.10 | 105.385 | 104.585 | 106.985 | ||
| 670 | 2005.02.25 01:45 | close | 335 | 0.10 | 105.515 | 104.585 | 106.985 | 1840.00 | 1156580.00 |
| 671 | 2005.03.01 01:45 | sell | 336 | 0.10 | 104.618 | 105.418 | 103.418 | ||
| 672 | 2005.03.01 02:00 | close | 336 | 0.10 | 104.527 | 105.418 | 103.418 | 910.00 | 1157490.00 |
| 673 | 2005.03.02 01:30 | sell | 337 | 0.10 | 104.406 | 105.206 | 103.206 | ||
| 674 | 2005.03.02 08:25 | close | 337 | 0.10 | 104.643 | 105.206 | 103.206 | -2370.00 | 1155120.00 |
| 675 | 2005.03.09 20:25 | buy | 338 | 0.10 | 103.742 | 102.942 | 105.342 | ||
| 676 | 2005.03.09 22:25 | close | 338 | 0.10 | 103.912 | 102.942 | 105.342 | 1700.00 | 1156820.00 |
| 677 | 2005.03.10 02:55 | sell | 339 | 0.10 | 104.104 | 104.904 | 102.904 | ||
| 678 | 2005.03.10 03:05 | close | 339 | 0.10 | 103.953 | 104.904 | 102.904 | 1510.00 | 1158330.00 |
| 679 | 2005.03.14 21:45 | buy | 340 | 0.10 | 104.994 | 104.194 | 106.594 | ||
| 680 | 2005.03.15 03:54 | close | 340 | 0.10 | 104.682 | 104.194 | 106.594 | -2940.00 | 1155390.00 |
| 681 | 2005.03.17 01:05 | sell | 341 | 0.10 | 104.238 | 105.038 | 103.038 | ||
| 682 | 2005.03.17 07:20 | close | 341 | 0.10 | 104.308 | 105.038 | 103.038 | -700.00 | 1154690.00 |
| 683 | 2005.03.17 21:35 | buy | 342 | 0.10 | 104.631 | 103.831 | 106.231 | ||
| 684 | 2005.03.18 02:20 | close | 342 | 0.10 | 104.677 | 103.831 | 106.231 | 1000.00 | 1155690.00 |
| 685 | 2005.03.24 22:55 | buy | 343 | 0.10 | 106.296 | 105.496 | 107.896 | ||
| 686 | 2005.03.25 03:00 | close | 343 | 0.10 | 106.458 | 105.496 | 107.896 | 2160.00 | 1157850.00 |
| 687 | 2005.03.25 04:15 | sell | 344 | 0.10 | 106.406 | 107.206 | 105.206 | ||
| 688 | 2005.03.25 07:00 | close | 344 | 0.10 | 106.344 | 107.206 | 105.206 | 620.00 | 1158470.00 |
| 689 | 2005.03.28 21:29 | buy | 345 | 0.10 | 107.120 | 106.320 | 108.720 | ||
| 690 | 2005.03.28 22:26 | close | 345 | 0.10 | 107.163 | 106.320 | 108.720 | 430.00 | 1158900.00 |
| 691 | 2005.03.28 23:15 | buy | 346 | 0.10 | 107.086 | 106.286 | 108.686 | ||
| 692 | 2005.03.28 23:38 | close | 346 | 0.10 | 107.158 | 106.286 | 108.686 | 720.00 | 1159620.00 |
| 693 | 2005.03.31 12:00 | buy | 347 | 0.10 | 106.887 | 106.087 | 108.487 | ||
| 694 | 2005.03.31 14:53 | close | 347 | 0.10 | 106.865 | 106.087 | 108.487 | -220.00 | 1159400.00 |
| 695 | 2005.03.31 23:25 | buy | 348 | 0.10 | 107.087 | 106.287 | 108.687 | ||
| 696 | 2005.04.01 00:25 | close | 348 | 0.10 | 107.177 | 106.287 | 108.687 | 1440.00 | 1160840.00 |
| 697 | 2005.04.04 21:20 | buy | 349 | 0.10 | 108.211 | 107.411 | 109.811 | ||
| 698 | 2005.04.05 03:45 | close | 349 | 0.10 | 108.347 | 107.411 | 109.811 | 1540.00 | 1162380.00 |
| 699 | 2005.04.05 03:55 | sell | 350 | 0.10 | 108.397 | 109.197 | 107.197 | ||
| 700 | 2005.04.05 08:20 | close | 350 | 0.10 | 108.639 | 109.197 | 107.197 | -2420.00 | 1159960.00 |
| 701 | 2005.04.05 12:45 | buy | 351 | 0.10 | 108.618 | 107.818 | 110.218 | ||
| 702 | 2005.04.05 13:47 | close | 351 | 0.10 | 108.698 | 107.818 | 110.218 | 800.00 | 1160760.00 |
| 703 | 2005.04.05 21:41 | buy | 352 | 0.10 | 108.279 | 107.479 | 109.879 | ||
| 704 | 2005.04.06 00:30 | close | 352 | 0.10 | 108.219 | 107.479 | 109.879 | -420.00 | 1160340.00 |
| 705 | 2005.04.06 21:00 | buy | 353 | 0.10 | 108.519 | 107.719 | 110.119 | ||
| 706 | 2005.04.06 21:09 | close | 353 | 0.10 | 108.569 | 107.719 | 110.119 | 500.00 | 1160840.00 |
| 707 | 2005.04.07 23:35 | buy | 354 | 0.10 | 108.611 | 107.811 | 110.211 | ||
| 708 | 2005.04.08 03:55 | close | 354 | 0.10 | 108.626 | 107.811 | 110.211 | 690.00 | 1161530.00 |
| 709 | 2005.04.11 12:00 | buy | 355 | 0.10 | 107.883 | 107.083 | 109.483 | ||
| 710 | 2005.04.11 12:09 | close | 355 | 0.10 | 107.951 | 107.083 | 109.483 | 680.00 | 1162210.00 |
| 711 | 2005.04.11 12:25 | buy | 356 | 0.10 | 107.892 | 107.092 | 109.492 | ||
| 712 | 2005.04.11 15:24 | close | 356 | 0.10 | 107.836 | 107.092 | 109.492 | -560.00 | 1161650.00 |
| 713 | 2005.04.12 21:10 | buy | 357 | 0.10 | 108.062 | 107.262 | 109.662 | ||
| 714 | 2005.04.13 01:40 | close | 357 | 0.10 | 107.750 | 107.262 | 109.662 | -2940.00 | 1158710.00 |
| 715 | 2005.04.13 06:00 | buy | 358 | 0.10 | 107.410 | 106.610 | 109.010 | ||
| 716 | 2005.04.13 08:40 | close | 358 | 0.10 | 107.410 | 106.610 | 109.010 | 0.00 | 1158710.00 |
| 717 | 2005.04.14 04:45 | sell | 359 | 0.10 | 107.515 | 108.315 | 106.315 | ||
| 718 | 2005.04.14 16:48 | s/l | 359 | 0.10 | 108.315 | 108.315 | 106.315 | -8000.00 | 1150710.00 |
| 719 | 2005.04.14 21:05 | buy | 360 | 0.10 | 108.238 | 107.438 | 109.838 | ||
| 720 | 2005.04.15 03:55 | close | 360 | 0.10 | 108.248 | 107.438 | 109.838 | 640.00 | 1151350.00 |
| 721 | 2005.04.19 21:45 | buy | 361 | 0.10 | 106.930 | 106.130 | 108.530 | ||
| 722 | 2005.04.20 03:55 | close | 361 | 0.10 | 106.845 | 106.130 | 108.530 | -670.00 | 1150680.00 |
| 723 | 2005.04.25 01:00 | buy | 362 | 0.10 | 105.500 | 104.700 | 107.100 | ||
| 724 | 2005.04.25 02:20 | close | 362 | 0.10 | 105.698 | 104.700 | 107.100 | 1980.00 | 1152660.00 |
| 725 | 2005.04.25 12:01 | sell | 363 | 0.10 | 105.930 | 106.730 | 104.730 | ||
| 726 | 2005.04.25 12:38 | close | 363 | 0.10 | 105.841 | 106.730 | 104.730 | 890.00 | 1153550.00 |
| 727 | 2005.04.26 01:00 | sell | 364 | 0.10 | 105.752 | 106.552 | 104.552 | ||
| 728 | 2005.04.26 02:35 | close | 364 | 0.10 | 105.622 | 106.552 | 104.552 | 1300.00 | 1154850.00 |
| 729 | 2005.04.28 01:00 | sell | 365 | 0.10 | 105.861 | 106.661 | 104.661 | ||
| 730 | 2005.04.28 05:10 | close | 365 | 0.10 | 105.915 | 106.661 | 104.661 | -540.00 | 1154310.00 |
| 731 | 2005.04.28 19:15 | buy | 366 | 0.10 | 105.883 | 105.083 | 107.483 | ||
| 732 | 2005.04.28 21:40 | close | 366 | 0.10 | 106.034 | 105.083 | 107.483 | 1510.00 | 1155820.00 |
| 733 | 2005.05.02 01:00 | sell | 367 | 0.10 | 105.028 | 105.828 | 103.828 | ||
| 734 | 2005.05.02 08:25 | close | 367 | 0.10 | 105.272 | 105.828 | 103.828 | -2440.00 | 1153380.00 |
| 735 | 2005.05.03 01:00 | sell | 368 | 0.10 | 105.116 | 105.916 | 103.916 | ||
| 736 | 2005.05.03 02:25 | close | 368 | 0.10 | 105.016 | 105.916 | 103.916 | 1000.00 | 1154380.00 |
| 737 | 2005.05.04 21:15 | buy | 369 | 0.10 | 104.617 | 103.817 | 106.217 | ||
| 738 | 2005.05.05 03:55 | close | 369 | 0.10 | 104.453 | 103.817 | 106.217 | -1460.00 | 1152920.00 |
| 739 | 2005.05.05 04:20 | sell | 370 | 0.10 | 104.618 | 105.418 | 103.418 | ||
| 740 | 2005.05.05 07:05 | close | 370 | 0.10 | 104.523 | 105.418 | 103.418 | 950.00 | 1153870.00 |
| 741 | 2005.05.05 12:00 | sell | 371 | 0.10 | 104.434 | 105.234 | 103.234 | ||
| 742 | 2005.05.05 12:09 | close | 371 | 0.10 | 104.350 | 105.234 | 103.234 | 840.00 | 1154710.00 |
| 743 | 2005.05.09 01:10 | sell | 372 | 0.10 | 105.113 | 105.913 | 103.913 | ||
| 744 | 2005.05.09 08:25 | close | 372 | 0.10 | 105.272 | 105.913 | 103.913 | -1590.00 | 1153120.00 |
| 745 | 2005.05.12 23:35 | buy | 373 | 0.10 | 106.763 | 105.963 | 108.363 | ||
| 746 | 2005.05.13 03:55 | close | 373 | 0.10 | 106.796 | 105.963 | 108.363 | 870.00 | 1153990.00 |
| 747 | 2005.05.13 03:55 | sell | 374 | 0.10 | 106.796 | 107.596 | 105.596 | ||
| 748 | 2005.05.13 08:20 | close | 374 | 0.10 | 106.772 | 107.596 | 105.596 | 240.00 | 1154230.00 |
| 749 | 2005.05.16 12:20 | buy | 375 | 0.10 | 107.560 | 106.760 | 109.160 | ||
| 750 | 2005.05.16 12:46 | close | 375 | 0.10 | 107.625 | 106.760 | 109.160 | 650.00 | 1154880.00 |