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 |
| 7351 | 2022.11.01 12:45 | buy | 3676 | 0.10 | 147.553 | 146.753 | 149.153 | ||
| 7352 | 2022.11.01 16:26 | close | 3676 | 0.10 | 147.247 | 146.753 | 149.153 | -3060.00 | 2712350.00 |
| 7353 | 2022.11.08 01:05 | sell | 3677 | 0.10 | 146.665 | 147.465 | 145.465 | ||
| 7354 | 2022.11.08 02:15 | close | 3677 | 0.10 | 146.565 | 147.465 | 145.465 | 1000.00 | 2713350.00 |
| 7355 | 2022.11.09 23:40 | buy | 3678 | 0.10 | 146.366 | 145.566 | 147.966 | ||
| 7356 | 2022.11.10 02:54 | close | 3678 | 0.10 | 146.328 | 145.566 | 147.966 | -200.00 | 2713150.00 |
| 7357 | 2022.11.14 20:10 | buy | 3679 | 0.10 | 140.255 | 139.455 | 141.855 | ||
| 7358 | 2022.11.15 02:20 | close | 3679 | 0.10 | 140.372 | 139.455 | 141.855 | 1350.00 | 2714500.00 |
| 7359 | 2022.11.15 02:54 | sell | 3680 | 0.10 | 140.329 | 141.129 | 139.129 | ||
| 7360 | 2022.11.15 07:06 | close | 3680 | 0.10 | 140.223 | 141.129 | 139.129 | 1060.00 | 2715560.00 |
| 7361 | 2022.11.24 19:55 | buy | 3681 | 0.10 | 138.408 | 137.608 | 140.008 | ||
| 7362 | 2022.11.24 23:20 | close | 3681 | 0.10 | 138.570 | 137.608 | 140.008 | 1620.00 | 2717180.00 |
| 7363 | 2022.11.25 02:54 | sell | 3682 | 0.10 | 139.009 | 139.809 | 137.809 | ||
| 7364 | 2022.11.25 03:47 | close | 3682 | 0.10 | 138.712 | 139.809 | 137.809 | 2970.00 | 2720150.00 |
| 7365 | 2022.11.28 18:04 | sell | 3683 | 0.10 | 138.771 | 139.571 | 137.571 | ||
| 7366 | 2022.11.28 18:56 | close | 3683 | 0.10 | 138.683 | 139.571 | 137.571 | 880.00 | 2721030.00 |
| 7367 | 2022.11.29 18:05 | buy | 3684 | 0.10 | 138.418 | 137.618 | 140.018 | ||
| 7368 | 2022.11.29 21:30 | close | 3684 | 0.10 | 138.568 | 137.618 | 140.018 | 1500.00 | 2722530.00 |
| 7369 | 2022.11.29 23:25 | buy | 3685 | 0.10 | 138.696 | 137.896 | 140.296 | ||
| 7370 | 2022.11.30 02:30 | close | 3685 | 0.10 | 138.914 | 137.896 | 140.296 | 2360.00 | 2724890.00 |
| 7371 | 2022.11.30 02:54 | sell | 3686 | 0.10 | 138.839 | 139.639 | 137.639 | ||
| 7372 | 2022.11.30 03:40 | close | 3686 | 0.10 | 138.526 | 139.639 | 137.639 | 3130.00 | 2728020.00 |
| 7373 | 2022.12.19 01:50 | sell | 3687 | 0.10 | 136.530 | 137.330 | 135.330 | ||
| 7374 | 2022.12.19 02:05 | close | 3687 | 0.10 | 136.435 | 137.330 | 135.330 | 950.00 | 2728970.00 |
| 7375 | 2022.12.19 14:51 | sell | 3688 | 0.10 | 136.408 | 137.208 | 135.208 | ||
| 7376 | 2022.12.19 14:53 | close | 3688 | 0.10 | 136.321 | 137.208 | 135.208 | 870.00 | 2729840.00 |
| 7377 | 2022.12.21 12:39 | sell | 3689 | 0.10 | 131.807 | 132.607 | 130.607 | ||
| 7378 | 2022.12.21 16:52 | close | 3689 | 0.10 | 132.178 | 132.607 | 130.607 | -3710.00 | 2726130.00 |
| 7379 | 2022.12.22 12:51 | sell | 3690 | 0.10 | 132.068 | 132.868 | 130.868 | ||
| 7380 | 2022.12.22 13:40 | close | 3690 | 0.10 | 132.061 | 132.868 | 130.868 | 70.00 | 2726200.00 |
| 7381 | 2023.01.03 01:15 | sell | 3691 | 0.10 | 130.885 | 131.685 | 129.685 | ||
| 7382 | 2023.01.03 01:55 | close | 3691 | 0.10 | 130.793 | 131.685 | 129.685 | 920.00 | 2727120.00 |
| 7383 | 2023.01.03 12:21 | sell | 3692 | 0.10 | 130.627 | 131.427 | 129.427 | ||
| 7384 | 2023.01.03 12:26 | close | 3692 | 0.10 | 130.560 | 131.427 | 129.427 | 670.00 | 2727790.00 |
| 7385 | 2023.01.03 14:00 | sell | 3693 | 0.10 | 130.874 | 131.674 | 129.674 | ||
| 7386 | 2023.01.03 15:15 | close | 3693 | 0.10 | 130.802 | 131.674 | 129.674 | 720.00 | 2728510.00 |
| 7387 | 2023.01.04 01:15 | sell | 3694 | 0.10 | 131.138 | 131.938 | 129.938 | ||
| 7388 | 2023.01.04 02:09 | close | 3694 | 0.10 | 130.928 | 131.938 | 129.938 | 2100.00 | 2730610.00 |
| 7389 | 2023.01.04 12:03 | sell | 3695 | 0.10 | 130.529 | 131.329 | 129.329 | ||
| 7390 | 2023.01.04 12:17 | close | 3695 | 0.10 | 130.434 | 131.329 | 129.329 | 950.00 | 2731560.00 |
| 7391 | 2023.01.04 12:29 | sell | 3696 | 0.10 | 130.553 | 131.353 | 129.353 | ||
| 7392 | 2023.01.04 12:42 | close | 3696 | 0.10 | 130.484 | 131.353 | 129.353 | 690.00 | 2732250.00 |
| 7393 | 2023.01.06 01:05 | sell | 3697 | 0.10 | 133.501 | 134.301 | 132.301 | ||
| 7394 | 2023.01.06 01:10 | close | 3697 | 0.10 | 133.409 | 134.301 | 132.301 | 920.00 | 2733170.00 |
| 7395 | 2023.01.09 01:05 | sell | 3698 | 0.10 | 132.250 | 133.050 | 131.050 | ||
| 7396 | 2023.01.09 01:10 | close | 3698 | 0.10 | 132.159 | 133.050 | 131.050 | 910.00 | 2734080.00 |
| 7397 | 2023.01.09 22:00 | buy | 3699 | 0.10 | 131.571 | 130.771 | 133.171 | ||
| 7398 | 2023.01.09 22:20 | close | 3699 | 0.10 | 131.751 | 130.771 | 133.171 | 1800.00 | 2735880.00 |
| 7399 | 2023.01.10 02:54 | sell | 3700 | 0.10 | 131.790 | 132.590 | 130.590 | ||
| 7400 | 2023.01.10 02:59 | close | 3700 | 0.10 | 131.687 | 132.590 | 130.590 | 1030.00 | 2736910.00 |
| 7401 | 2023.01.10 12:28 | sell | 3701 | 0.10 | 131.984 | 132.784 | 130.784 | ||
| 7402 | 2023.01.10 16:01 | close | 3701 | 0.10 | 132.117 | 132.784 | 130.784 | -1330.00 | 2735580.00 |
| 7403 | 2023.01.16 01:05 | sell | 3702 | 0.10 | 127.867 | 128.667 | 126.667 | ||
| 7404 | 2023.01.16 03:15 | close | 3702 | 0.10 | 127.776 | 128.667 | 126.667 | 910.00 | 2736490.00 |
| 7405 | 2023.01.16 21:30 | buy | 3703 | 0.10 | 128.534 | 127.734 | 130.134 | ||
| 7406 | 2023.01.17 02:25 | close | 3703 | 0.10 | 128.526 | 127.734 | 130.134 | 100.00 | 2736590.00 |
| 7407 | 2023.01.19 12:02 | sell | 3704 | 0.10 | 128.417 | 129.217 | 127.217 | ||
| 7408 | 2023.01.19 14:33 | close | 3704 | 0.10 | 128.404 | 129.217 | 127.217 | 130.00 | 2736720.00 |
| 7409 | 2023.01.24 22:00 | buy | 3705 | 0.10 | 130.051 | 129.251 | 131.651 | ||
| 7410 | 2023.01.25 01:50 | close | 3705 | 0.10 | 130.214 | 129.251 | 131.651 | 1810.00 | 2738530.00 |
| 7411 | 2023.01.25 02:54 | sell | 3706 | 0.10 | 130.337 | 131.137 | 129.137 | ||
| 7412 | 2023.01.25 07:20 | close | 3706 | 0.10 | 130.484 | 131.137 | 129.137 | -1470.00 | 2737060.00 |
| 7413 | 2023.01.26 20:50 | buy | 3707 | 0.10 | 130.084 | 129.284 | 131.684 | ||
| 7414 | 2023.01.26 21:00 | close | 3707 | 0.10 | 130.176 | 129.284 | 131.684 | 920.00 | 2737980.00 |
| 7415 | 2023.01.30 02:54 | sell | 3708 | 0.10 | 130.028 | 130.828 | 128.828 | ||
| 7416 | 2023.01.30 05:59 | close | 3708 | 0.10 | 129.924 | 130.828 | 128.828 | 1040.00 | 2739020.00 |
| 7417 | 2023.01.31 01:50 | sell | 3709 | 0.10 | 130.499 | 131.299 | 129.299 | ||
| 7418 | 2023.01.31 02:05 | close | 3709 | 0.10 | 130.408 | 131.299 | 129.299 | 910.00 | 2739930.00 |
| 7419 | 2023.02.06 21:30 | buy | 3710 | 0.10 | 132.460 | 131.660 | 134.060 | ||
| 7420 | 2023.02.06 21:55 | close | 3710 | 0.10 | 132.550 | 131.660 | 134.060 | 900.00 | 2740830.00 |
| 7421 | 2023.02.07 09:10 | buy | 3711 | 0.10 | 132.044 | 131.244 | 133.644 | ||
| 7422 | 2023.02.07 09:13 | close | 3711 | 0.10 | 132.113 | 131.244 | 133.644 | 690.00 | 2741520.00 |
| 7423 | 2023.02.07 11:20 | buy | 3712 | 0.10 | 131.757 | 130.957 | 133.357 | ||
| 7424 | 2023.02.07 11:39 | close | 3712 | 0.10 | 131.827 | 130.957 | 133.357 | 700.00 | 2742220.00 |
| 7425 | 2023.02.15 21:16 | buy | 3713 | 0.10 | 134.180 | 133.380 | 135.780 | ||
| 7426 | 2023.02.16 02:48 | close | 3713 | 0.10 | 134.015 | 133.380 | 135.780 | -1470.00 | 2740750.00 |
| 7427 | 2023.02.16 09:50 | buy | 3714 | 0.10 | 133.731 | 132.931 | 135.331 | ||
| 7428 | 2023.02.16 10:01 | close | 3714 | 0.10 | 133.832 | 132.931 | 135.331 | 1010.00 | 2741760.00 |
| 7429 | 2023.02.16 21:06 | buy | 3715 | 0.10 | 133.732 | 132.932 | 135.332 | ||
| 7430 | 2023.02.16 21:43 | close | 3715 | 0.10 | 133.803 | 132.932 | 135.332 | 710.00 | 2742470.00 |
| 7431 | 2023.02.20 02:54 | sell | 3716 | 0.10 | 134.391 | 135.191 | 133.191 | ||
| 7432 | 2023.02.20 04:35 | close | 3716 | 0.10 | 134.315 | 135.191 | 133.191 | 760.00 | 2743230.00 |
| 7433 | 2023.03.01 01:35 | sell | 3717 | 0.10 | 136.293 | 137.093 | 135.093 | ||
| 7434 | 2023.03.01 08:25 | close | 3717 | 0.10 | 136.332 | 137.093 | 135.093 | -390.00 | 2742840.00 |
| 7435 | 2023.03.01 12:30 | buy | 3718 | 0.10 | 135.712 | 134.912 | 137.312 | ||
| 7436 | 2023.03.01 12:35 | close | 3718 | 0.10 | 135.780 | 134.912 | 137.312 | 680.00 | 2743520.00 |
| 7437 | 2023.03.01 14:00 | buy | 3719 | 0.10 | 135.345 | 134.545 | 136.945 | ||
| 7438 | 2023.03.01 14:16 | close | 3719 | 0.10 | 135.418 | 134.545 | 136.945 | 730.00 | 2744250.00 |
| 7439 | 2023.03.01 14:27 | buy | 3720 | 0.10 | 135.342 | 134.542 | 136.942 | ||
| 7440 | 2023.03.01 14:43 | close | 3720 | 0.10 | 135.407 | 134.542 | 136.942 | 650.00 | 2744900.00 |
| 7441 | 2023.03.02 11:00 | buy | 3721 | 0.10 | 136.293 | 135.493 | 137.893 | ||
| 7442 | 2023.03.02 11:19 | close | 3721 | 0.10 | 136.369 | 135.493 | 137.893 | 760.00 | 2745660.00 |
| 7443 | 2023.03.02 20:55 | buy | 3722 | 0.10 | 136.793 | 135.993 | 138.393 | ||
| 7444 | 2023.03.03 02:54 | close | 3722 | 0.10 | 136.597 | 135.993 | 138.393 | -1420.00 | 2744240.00 |
| 7445 | 2023.03.06 06:00 | buy | 3723 | 0.10 | 135.463 | 134.663 | 137.063 | ||
| 7446 | 2023.03.06 06:18 | close | 3723 | 0.10 | 135.524 | 134.663 | 137.063 | 610.00 | 2744850.00 |
| 7447 | 2023.03.08 12:52 | buy | 3724 | 0.10 | 137.472 | 136.672 | 139.072 | ||
| 7448 | 2023.03.08 17:01 | close | 3724 | 0.10 | 137.015 | 136.672 | 139.072 | -4570.00 | 2740280.00 |
| 7449 | 2023.03.09 09:00 | buy | 3725 | 0.10 | 136.647 | 135.847 | 138.247 | ||
| 7450 | 2023.03.09 09:03 | close | 3725 | 0.10 | 136.728 | 135.847 | 138.247 | 810.00 | 2741090.00 |
| 7451 | 2023.03.09 09:22 | buy | 3726 | 0.10 | 136.651 | 135.851 | 138.251 | ||
| 7452 | 2023.03.09 09:46 | close | 3726 | 0.10 | 136.737 | 135.851 | 138.251 | 860.00 | 2741950.00 |
| 7453 | 2023.03.09 12:00 | buy | 3727 | 0.10 | 136.199 | 135.399 | 137.799 | ||
| 7454 | 2023.03.09 12:05 | close | 3727 | 0.10 | 136.262 | 135.399 | 137.799 | 630.00 | 2742580.00 |
| 7455 | 2023.03.09 12:18 | buy | 3728 | 0.10 | 136.204 | 135.404 | 137.804 | ||
| 7456 | 2023.03.09 14:00 | close | 3728 | 0.10 | 136.281 | 135.404 | 137.804 | 770.00 | 2743350.00 |
| 7457 | 2023.03.20 01:00 | buy | 3729 | 0.10 | 131.759 | 130.959 | 133.359 | ||
| 7458 | 2023.03.20 01:35 | close | 3729 | 0.10 | 132.186 | 130.959 | 133.359 | 4270.00 | 2747620.00 |
| 7459 | 2023.03.20 04:00 | sell | 3730 | 0.10 | 132.610 | 133.410 | 131.410 | ||
| 7460 | 2023.03.20 04:05 | close | 3730 | 0.10 | 132.529 | 133.410 | 131.410 | 810.00 | 2748430.00 |
| 7461 | 2023.03.20 04:20 | sell | 3731 | 0.10 | 132.541 | 133.341 | 131.341 | ||
| 7462 | 2023.03.20 04:25 | close | 3731 | 0.10 | 132.467 | 133.341 | 131.341 | 740.00 | 2749170.00 |
| 7463 | 2023.03.21 01:20 | sell | 3732 | 0.10 | 131.435 | 132.235 | 130.235 | ||
| 7464 | 2023.03.21 02:25 | close | 3732 | 0.10 | 131.339 | 132.235 | 130.235 | 960.00 | 2750130.00 |
| 7465 | 2023.03.27 01:15 | sell | 3733 | 0.10 | 130.877 | 131.677 | 129.677 | ||
| 7466 | 2023.03.27 01:25 | close | 3733 | 0.10 | 130.781 | 131.677 | 129.677 | 960.00 | 2751090.00 |
| 7467 | 2023.03.31 01:55 | sell | 3734 | 0.10 | 132.791 | 133.591 | 131.591 | ||
| 7468 | 2023.03.31 07:00 | close | 3734 | 0.10 | 132.767 | 133.591 | 131.591 | 240.00 | 2751330.00 |
| 7469 | 2023.04.04 22:10 | buy | 3735 | 0.10 | 131.631 | 130.831 | 133.231 | ||
| 7470 | 2023.04.05 03:54 | close | 3735 | 0.10 | 131.489 | 130.831 | 133.231 | -1240.00 | 2750090.00 |
| 7471 | 2023.04.07 01:40 | sell | 3736 | 0.10 | 131.850 | 132.650 | 130.650 | ||
| 7472 | 2023.04.07 02:30 | close | 3736 | 0.10 | 131.759 | 132.650 | 130.650 | 910.00 | 2751000.00 |
| 7473 | 2023.04.10 01:30 | buy | 3737 | 0.10 | 131.858 | 131.058 | 133.458 | ||
| 7474 | 2023.04.10 02:20 | close | 3737 | 0.10 | 132.088 | 131.058 | 133.458 | 2300.00 | 2753300.00 |
| 7475 | 2023.04.10 03:54 | sell | 3738 | 0.10 | 132.563 | 133.363 | 131.363 | ||
| 7476 | 2023.04.10 08:20 | close | 3738 | 0.10 | 132.723 | 133.363 | 131.363 | -1600.00 | 2751700.00 |
| 7477 | 2023.04.13 23:15 | buy | 3739 | 0.10 | 132.715 | 131.915 | 134.315 | ||
| 7478 | 2023.04.14 03:54 | close | 3739 | 0.10 | 132.496 | 131.915 | 134.315 | -1650.00 | 2750050.00 |
| 7479 | 2023.04.14 03:54 | sell | 3740 | 0.10 | 132.496 | 133.296 | 131.296 | ||
| 7480 | 2023.04.14 05:07 | close | 3740 | 0.10 | 132.350 | 133.296 | 131.296 | 1460.00 | 2751510.00 |
| 7481 | 2023.04.18 11:05 | buy | 3741 | 0.10 | 134.162 | 133.362 | 135.762 | ||
| 7482 | 2023.04.18 11:22 | close | 3741 | 0.10 | 134.230 | 133.362 | 135.762 | 680.00 | 2752190.00 |
| 7483 | 2023.04.18 12:56 | buy | 3742 | 0.10 | 134.102 | 133.302 | 135.702 | ||
| 7484 | 2023.04.18 15:40 | close | 3742 | 0.10 | 134.067 | 133.302 | 135.702 | -350.00 | 2751840.00 |
| 7485 | 2023.04.19 21:10 | buy | 3743 | 0.10 | 134.769 | 133.969 | 136.369 | ||
| 7486 | 2023.04.20 03:54 | close | 3743 | 0.10 | 134.801 | 133.969 | 136.369 | 500.00 | 2752340.00 |
| 7487 | 2023.04.20 04:05 | sell | 3744 | 0.10 | 134.901 | 135.701 | 133.701 | ||
| 7488 | 2023.04.20 04:35 | close | 3744 | 0.10 | 134.830 | 135.701 | 133.701 | 710.00 | 2753050.00 |
| 7489 | 2023.04.20 09:05 | buy | 3745 | 0.10 | 134.628 | 133.828 | 136.228 | ||
| 7490 | 2023.04.20 11:50 | close | 3745 | 0.10 | 134.632 | 133.828 | 136.228 | 40.00 | 2753090.00 |
| 7491 | 2023.04.20 13:50 | buy | 3746 | 0.10 | 134.565 | 133.765 | 136.165 | ||
| 7492 | 2023.04.20 14:17 | close | 3746 | 0.10 | 134.633 | 133.765 | 136.165 | 680.00 | 2753770.00 |
| 7493 | 2023.04.24 19:00 | buy | 3747 | 0.10 | 134.411 | 133.611 | 136.011 | ||
| 7494 | 2023.04.25 03:54 | close | 3747 | 0.10 | 134.271 | 133.611 | 136.011 | -1220.00 | 2752550.00 |
| 7495 | 2023.04.25 03:55 | sell | 3748 | 0.10 | 134.283 | 135.083 | 133.083 | ||
| 7496 | 2023.04.25 08:20 | close | 3748 | 0.10 | 134.242 | 135.083 | 133.083 | 410.00 | 2752960.00 |
| 7497 | 2023.04.25 21:00 | buy | 3749 | 0.10 | 133.582 | 132.782 | 135.182 | ||
| 7498 | 2023.04.25 23:20 | close | 3749 | 0.10 | 133.676 | 132.782 | 135.182 | 940.00 | 2753900.00 |
| 7499 | 2023.05.01 12:20 | buy | 3750 | 0.10 | 136.749 | 135.949 | 138.349 | ||
| 7500 | 2023.05.01 14:13 | close | 3750 | 0.10 | 136.755 | 135.949 | 138.349 | 60.00 | 2753960.00 |