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 |
7501 | 2023.05.09 21:35 | buy | 3751 | 0.10 | 135.138 | 134.338 | 136.738 | |
7502 | 2023.05.10 02:45 | close | 3751 | 0.10 | 135.309 | 134.338 | 136.738 | 1890.00 | 2755850.00 |
7503 | 2023.05.15 03:55 | sell | 3752 | 0.10 | 135.993 | 136.793 | 134.793 | |
7504 | 2023.05.15 04:16 | close | 3752 | 0.10 | 135.755 | 136.793 | 134.793 | 2380.00 | 2758230.00 |
7505 | 2023.05.15 21:27 | buy | 3753 | 0.10 | 136.014 | 135.214 | 137.614 | |
7506 | 2023.05.15 21:44 | close | 3753 | 0.10 | 136.084 | 135.214 | 137.614 | 700.00 | 2758930.00 |
7507 | 2023.05.16 21:00 | buy | 3754 | 0.10 | 136.388 | 135.588 | 137.988 | |
7508 | 2023.05.17 01:45 | close | 3754 | 0.10 | 136.389 | 135.588 | 137.988 | 190.00 | 2759120.00 |
7509 | 2023.05.23 20:35 | buy | 3755 | 0.10 | 138.485 | 137.685 | 140.085 | |
7510 | 2023.05.23 20:44 | close | 3755 | 0.10 | 138.556 | 137.685 | 140.085 | 710.00 | 2759830.00 |
7511 | 2023.05.23 21:25 | buy | 3756 | 0.10 | 138.469 | 137.669 | 140.069 | |
7512 | 2023.05.23 22:07 | close | 3756 | 0.10 | 138.555 | 137.669 | 140.069 | 860.00 | 2760690.00 |
7513 | 2023.05.24 12:30 | buy | 3757 | 0.10 | 138.468 | 137.668 | 140.068 | |
7514 | 2023.05.24 12:44 | close | 3757 | 0.10 | 138.539 | 137.668 | 140.068 | 710.00 | 2761400.00 |
7515 | 2023.05.24 21:25 | buy | 3758 | 0.10 | 139.122 | 138.322 | 140.722 | |
7516 | 2023.05.24 22:55 | close | 3758 | 0.10 | 139.299 | 138.322 | 140.722 | 1770.00 | 2763170.00 |
7517 | 2023.05.25 01:45 | buy | 3759 | 0.10 | 139.281 | 138.481 | 140.881 | |
7518 | 2023.05.25 03:45 | close | 3759 | 0.10 | 139.449 | 138.481 | 140.881 | 1680.00 | 2764850.00 |
7519 | 2023.05.25 03:54 | sell | 3760 | 0.10 | 139.412 | 140.212 | 138.212 | |
7520 | 2023.05.25 07:40 | close | 3760 | 0.10 | 139.581 | 140.212 | 138.212 | -1690.00 | 2763160.00 |
7521 | 2023.05.29 09:05 | buy | 3761 | 0.10 | 140.304 | 139.504 | 141.904 | |
7522 | 2023.05.29 10:01 | close | 3761 | 0.10 | 140.346 | 139.504 | 141.904 | 420.00 | 2763580.00 |
7523 | 2023.05.29 12:23 | buy | 3762 | 0.10 | 140.261 | 139.461 | 141.861 | |
7524 | 2023.05.29 17:30 | close | 3762 | 0.10 | 140.258 | 139.461 | 141.861 | -30.00 | 2763550.00 |
7525 | 2023.05.29 19:00 | buy | 3763 | 0.10 | 140.294 | 139.494 | 141.894 | |
7526 | 2023.05.29 23:00 | close | 3763 | 0.10 | 140.449 | 139.494 | 141.894 | 1550.00 | 2765100.00 |
7527 | 2023.05.30 06:00 | buy | 3764 | 0.10 | 140.045 | 139.245 | 141.645 | |
7528 | 2023.05.30 06:10 | close | 3764 | 0.10 | 140.139 | 139.245 | 141.645 | 940.00 | 2766040.00 |
7529 | 2023.05.31 09:00 | buy | 3765 | 0.10 | 139.412 | 138.612 | 141.012 | |
7530 | 2023.05.31 09:27 | close | 3765 | 0.10 | 139.522 | 138.612 | 141.012 | 1100.00 | 2767140.00 |
7531 | 2023.06.01 02:30 | buy | 3766 | 0.10 | 139.007 | 138.207 | 140.607 | |
7532 | 2023.06.01 02:47 | close | 3766 | 0.10 | 139.073 | 138.207 | 140.607 | 660.00 | 2767800.00 |
7533 | 2023.06.01 12:59 | buy | 3767 | 0.10 | 139.745 | 138.945 | 141.345 | |
7534 | 2023.06.01 15:15 | close | 3767 | 0.10 | 139.570 | 138.945 | 141.345 | -1750.00 | 2766050.00 |
7535 | 2023.06.02 02:00 | buy | 3768 | 0.10 | 138.754 | 137.954 | 140.354 | |
7536 | 2023.06.02 02:19 | close | 3768 | 0.10 | 138.824 | 137.954 | 140.354 | 700.00 | 2766750.00 |
7537 | 2023.06.02 02:55 | buy | 3769 | 0.10 | 138.760 | 137.960 | 140.360 | |
7538 | 2023.06.02 03:17 | close | 3769 | 0.10 | 138.877 | 137.960 | 140.360 | 1170.00 | 2767920.00 |
7539 | 2023.06.05 22:35 | buy | 3770 | 0.10 | 139.519 | 138.719 | 141.119 | |
7540 | 2023.06.06 01:00 | close | 3770 | 0.10 | 139.539 | 138.719 | 141.119 | 380.00 | 2768300.00 |
7541 | 2023.06.06 12:15 | buy | 3771 | 0.10 | 139.197 | 138.397 | 140.797 | |
7542 | 2023.06.06 12:25 | close | 3771 | 0.10 | 139.270 | 138.397 | 140.797 | 730.00 | 2769030.00 |
7543 | 2023.06.07 06:00 | buy | 3772 | 0.10 | 139.194 | 138.394 | 140.794 | |
7544 | 2023.06.07 06:31 | close | 3772 | 0.10 | 139.263 | 138.394 | 140.794 | 690.00 | 2769720.00 |
7545 | 2023.06.08 23:10 | buy | 3773 | 0.10 | 138.913 | 138.113 | 140.513 | |
7546 | 2023.06.09 03:54 | close | 3773 | 0.10 | 139.048 | 138.113 | 140.513 | 1890.00 | 2771610.00 |
7547 | 2023.06.09 05:00 | sell | 3774 | 0.10 | 139.222 | 140.022 | 138.022 | |
7548 | 2023.06.09 11:43 | close | 3774 | 0.10 | 139.551 | 140.022 | 138.022 | -3290.00 | 2768320.00 |
7549 | 2023.06.19 21:00 | buy | 3775 | 0.10 | 141.949 | 141.149 | 143.549 | |
7550 | 2023.06.20 03:25 | close | 3775 | 0.10 | 142.146 | 141.149 | 143.549 | 2150.00 | 2770470.00 |
7551 | 2023.06.20 03:54 | sell | 3776 | 0.10 | 142.169 | 142.969 | 140.969 | |
7552 | 2023.06.20 04:05 | close | 3776 | 0.10 | 142.089 | 142.969 | 140.969 | 800.00 | 2771270.00 |
7553 | 2023.06.21 12:26 | buy | 3777 | 0.10 | 141.902 | 141.102 | 143.502 | |
7554 | 2023.06.21 14:42 | close | 3777 | 0.10 | 141.886 | 141.102 | 143.502 | -160.00 | 2771110.00 |
7555 | 2023.06.21 20:20 | buy | 3778 | 0.10 | 141.829 | 141.029 | 143.429 | |
7556 | 2023.06.21 23:35 | close | 3778 | 0.10 | 141.860 | 141.029 | 143.429 | 310.00 | 2771420.00 |
7557 | 2023.06.26 21:26 | buy | 3779 | 0.10 | 143.445 | 142.645 | 145.045 | |
7558 | 2023.06.26 22:20 | close | 3779 | 0.10 | 143.512 | 142.645 | 145.045 | 670.00 | 2772090.00 |
7559 | 2023.06.28 12:31 | buy | 3780 | 0.10 | 143.876 | 143.076 | 145.476 | |
7560 | 2023.06.28 12:44 | close | 3780 | 0.10 | 143.974 | 143.076 | 145.476 | 980.00 | 2773070.00 |
7561 | 2023.06.29 11:20 | buy | 3781 | 0.10 | 144.219 | 143.419 | 145.819 | |
7562 | 2023.06.29 11:23 | close | 3781 | 0.10 | 144.290 | 143.419 | 145.819 | 710.00 | 2773780.00 |
7563 | 2023.06.29 13:35 | buy | 3782 | 0.10 | 144.207 | 143.407 | 145.807 | |
7564 | 2023.06.29 14:57 | close | 3782 | 0.10 | 144.274 | 143.407 | 145.807 | 670.00 | 2774450.00 |
7565 | 2023.07.03 12:20 | buy | 3783 | 0.10 | 144.681 | 143.881 | 146.281 | |
7566 | 2023.07.03 13:25 | close | 3783 | 0.10 | 144.705 | 143.881 | 146.281 | 240.00 | 2774690.00 |
7567 | 2023.07.04 12:30 | buy | 3784 | 0.10 | 144.349 | 143.549 | 145.949 | |
7568 | 2023.07.04 12:56 | close | 3784 | 0.10 | 144.411 | 143.549 | 145.949 | 620.00 | 2775310.00 |
7569 | 2023.07.05 12:30 | buy | 3785 | 0.10 | 144.268 | 143.468 | 145.868 | |
7570 | 2023.07.05 12:49 | close | 3785 | 0.10 | 144.332 | 143.468 | 145.868 | 640.00 | 2775950.00 |
7571 | 2023.07.06 09:00 | buy | 3786 | 0.10 | 143.724 | 142.924 | 145.324 | |
7572 | 2023.07.06 09:02 | close | 3786 | 0.10 | 143.828 | 142.924 | 145.324 | 1040.00 | 2776990.00 |
7573 | 2023.07.06 09:13 | buy | 3787 | 0.10 | 143.714 | 142.914 | 145.314 | |
7574 | 2023.07.06 09:19 | close | 3787 | 0.10 | 143.780 | 142.914 | 145.314 | 660.00 | 2777650.00 |
7575 | 2023.07.06 09:30 | buy | 3788 | 0.10 | 143.743 | 142.943 | 145.343 | |
7576 | 2023.07.06 09:35 | close | 3788 | 0.10 | 143.821 | 142.943 | 145.343 | 780.00 | 2778430.00 |
7577 | 2023.07.10 05:15 | sell | 3789 | 0.10 | 142.662 | 143.462 | 141.462 | |
7578 | 2023.07.10 08:46 | close | 3789 | 0.10 | 142.817 | 143.462 | 141.462 | -1550.00 | 2776880.00 |
7579 | 2023.07.13 21:20 | buy | 3790 | 0.10 | 138.017 | 137.217 | 139.617 | |
7580 | 2023.07.14 03:54 | close | 3790 | 0.10 | 137.930 | 137.217 | 139.617 | -330.00 | 2776550.00 |
7581 | 2023.07.17 21:50 | buy | 3791 | 0.10 | 138.703 | 137.903 | 140.303 | |
7582 | 2023.07.18 02:00 | close | 3791 | 0.10 | 138.716 | 137.903 | 140.303 | 310.00 | 2776860.00 |
7583 | 2023.07.19 21:10 | buy | 3792 | 0.10 | 139.546 | 138.746 | 141.146 | |
7584 | 2023.07.20 03:54 | close | 3792 | 0.10 | 139.590 | 138.746 | 141.146 | 620.00 | 2777480.00 |
7585 | 2023.07.24 13:25 | buy | 3793 | 0.10 | 141.072 | 140.272 | 142.672 | |
7586 | 2023.07.24 13:31 | close | 3793 | 0.10 | 141.165 | 140.272 | 142.672 | 930.00 | 2778410.00 |
7587 | 2023.07.24 19:00 | buy | 3794 | 0.10 | 141.197 | 140.397 | 142.797 | |
7588 | 2023.07.24 19:20 | close | 3794 | 0.10 | 141.359 | 140.397 | 142.797 | 1620.00 | 2780030.00 |
7589 | 2023.07.24 20:05 | buy | 3795 | 0.10 | 141.303 | 140.503 | 142.903 | |
7590 | 2023.07.24 20:35 | close | 3795 | 0.10 | 141.473 | 140.503 | 142.903 | 1700.00 | 2781730.00 |
7591 | 2023.07.24 22:05 | buy | 3796 | 0.10 | 141.451 | 140.651 | 143.051 | |
7592 | 2023.07.25 02:15 | close | 3796 | 0.10 | 141.569 | 140.651 | 143.051 | 1360.00 | 2783090.00 |
7593 | 2023.07.25 23:10 | buy | 3797 | 0.10 | 140.922 | 140.122 | 142.522 | |
7594 | 2023.07.26 01:05 | close | 3797 | 0.10 | 140.925 | 140.122 | 142.522 | 210.00 | 2783300.00 |
7595 | 2023.08.01 21:22 | buy | 3798 | 0.10 | 143.341 | 142.541 | 144.941 | |
7596 | 2023.08.01 21:36 | close | 3798 | 0.10 | 143.409 | 142.541 | 144.941 | 680.00 | 2783980.00 |
7597 | 2023.08.02 01:05 | buy | 3799 | 0.10 | 142.860 | 142.060 | 144.460 | |
7598 | 2023.08.02 01:16 | close | 3799 | 0.10 | 142.990 | 142.060 | 144.460 | 1300.00 | 2785280.00 |
7599 | 2023.08.03 22:50 | buy | 3800 | 0.10 | 142.656 | 141.856 | 144.256 | |
7600 | 2023.08.04 03:15 | close | 3800 | 0.10 | 142.686 | 141.856 | 144.256 | 840.00 | 2786120.00 |
7601 | 2023.08.04 03:54 | sell | 3801 | 0.10 | 142.764 | 143.564 | 141.564 | |
7602 | 2023.08.04 04:03 | close | 3801 | 0.10 | 142.623 | 143.564 | 141.564 | 1410.00 | 2787530.00 |
7603 | 2023.08.14 09:00 | buy | 3802 | 0.10 | 144.840 | 144.040 | 146.440 | |
7604 | 2023.08.14 11:35 | close | 3802 | 0.10 | 144.889 | 144.040 | 146.440 | 490.00 | 2788020.00 |
7605 | 2023.08.14 22:40 | buy | 3803 | 0.10 | 145.450 | 144.650 | 147.050 | |
7606 | 2023.08.15 03:54 | close | 3803 | 0.10 | 145.532 | 144.650 | 147.050 | 1000.00 | 2789020.00 |
7607 | 2023.08.15 12:31 | buy | 3804 | 0.10 | 145.551 | 144.751 | 147.151 | |
7608 | 2023.08.15 13:27 | close | 3804 | 0.10 | 145.648 | 144.751 | 147.151 | 970.00 | 2789990.00 |
7609 | 2023.08.17 12:27 | buy | 3805 | 0.10 | 146.170 | 145.370 | 147.770 | |
7610 | 2023.08.17 12:33 | close | 3805 | 0.10 | 146.248 | 145.370 | 147.770 | 780.00 | 2790770.00 |
7611 | 2023.08.17 13:45 | buy | 3806 | 0.10 | 145.962 | 145.162 | 147.562 | |
7612 | 2023.08.17 14:23 | close | 3806 | 0.10 | 146.034 | 145.162 | 147.562 | 720.00 | 2791490.00 |
7613 | 2023.08.21 21:59 | buy | 3807 | 0.10 | 146.099 | 145.299 | 147.699 | |
7614 | 2023.08.21 22:15 | close | 3807 | 0.10 | 146.159 | 145.299 | 147.699 | 600.00 | 2792090.00 |
7615 | 2023.08.22 12:00 | buy | 3808 | 0.10 | 145.622 | 144.822 | 147.222 | |
7616 | 2023.08.22 12:02 | close | 3808 | 0.10 | 145.686 | 144.822 | 147.222 | 640.00 | 2792730.00 |
7617 | 2023.08.22 12:45 | buy | 3809 | 0.10 | 145.590 | 144.790 | 147.190 | |
7618 | 2023.08.22 13:47 | close | 3809 | 0.10 | 145.664 | 144.790 | 147.190 | 740.00 | 2793470.00 |
7619 | 2023.08.23 12:00 | buy | 3810 | 0.10 | 145.365 | 144.565 | 146.965 | |
7620 | 2023.08.23 12:32 | close | 3810 | 0.10 | 145.432 | 144.565 | 146.965 | 670.00 | 2794140.00 |
7621 | 2023.08.23 19:00 | buy | 3811 | 0.10 | 144.630 | 143.830 | 146.230 | |
7622 | 2023.08.23 19:26 | close | 3811 | 0.10 | 144.700 | 143.830 | 146.230 | 700.00 | 2794840.00 |
7623 | 2023.08.23 19:37 | buy | 3812 | 0.10 | 144.650 | 143.850 | 146.250 | |
7624 | 2023.08.23 20:46 | close | 3812 | 0.10 | 144.731 | 143.850 | 146.250 | 810.00 | 2795650.00 |
7625 | 2023.08.24 04:30 | sell | 3813 | 0.10 | 144.995 | 145.795 | 143.795 | |
7626 | 2023.08.24 09:07 | close | 3813 | 0.10 | 145.082 | 145.795 | 143.795 | -870.00 | 2794780.00 |
7627 | 2023.08.25 03:55 | sell | 3814 | 0.10 | 146.107 | 146.907 | 144.907 | |
7628 | 2023.08.25 05:32 | close | 3814 | 0.10 | 146.007 | 146.907 | 144.907 | 1000.00 | 2795780.00 |
7629 | 2023.08.28 21:02 | buy | 3815 | 0.10 | 146.443 | 145.643 | 148.043 | |
7630 | 2023.08.28 21:31 | close | 3815 | 0.10 | 146.512 | 145.643 | 148.043 | 690.00 | 2796470.00 |
7631 | 2023.08.29 01:20 | buy | 3816 | 0.10 | 146.446 | 145.646 | 148.046 | |
7632 | 2023.08.29 03:54 | close | 3816 | 0.10 | 146.480 | 145.646 | 148.046 | 340.00 | 2796810.00 |
7633 | 2023.08.29 22:10 | buy | 3817 | 0.10 | 145.861 | 145.061 | 147.461 | |
7634 | 2023.08.30 03:00 | close | 3817 | 0.10 | 146.012 | 145.061 | 147.461 | 1690.00 | 2798500.00 |
7635 | 2023.08.30 03:54 | sell | 3818 | 0.10 | 146.013 | 146.813 | 144.813 | |
7636 | 2023.08.30 03:57 | close | 3818 | 0.10 | 145.871 | 146.813 | 144.813 | 1420.00 | 2799920.00 |
7637 | 2023.08.30 12:20 | buy | 3819 | 0.10 | 146.334 | 145.534 | 147.934 | |
7638 | 2023.08.30 13:25 | close | 3819 | 0.10 | 146.404 | 145.534 | 147.934 | 700.00 | 2800620.00 |
7639 | 2023.08.31 06:00 | buy | 3820 | 0.10 | 145.798 | 144.998 | 147.398 | |
7640 | 2023.08.31 06:41 | close | 3820 | 0.10 | 145.869 | 144.998 | 147.398 | 710.00 | 2801330.00 |
7641 | 2023.08.31 21:30 | buy | 3821 | 0.10 | 145.376 | 144.576 | 146.976 | |
7642 | 2023.08.31 22:46 | close | 3821 | 0.10 | 145.452 | 144.576 | 146.976 | 760.00 | 2802090.00 |
7643 | 2023.09.04 23:45 | buy | 3822 | 0.10 | 146.497 | 145.697 | 148.097 | |
7644 | 2023.09.05 03:15 | close | 3822 | 0.10 | 146.571 | 145.697 | 148.097 | 920.00 | 2803010.00 |
7645 | 2023.09.06 09:05 | buy | 3823 | 0.10 | 147.102 | 146.302 | 148.702 | |
7646 | 2023.09.06 09:11 | close | 3823 | 0.10 | 147.177 | 146.302 | 148.702 | 750.00 | 2803760.00 |
7647 | 2023.09.06 09:22 | buy | 3824 | 0.10 | 147.113 | 146.313 | 148.713 | |
7648 | 2023.09.06 09:36 | close | 3824 | 0.10 | 147.185 | 146.313 | 148.713 | 720.00 | 2804480.00 |
7649 | 2023.09.07 21:35 | buy | 3825 | 0.10 | 147.166 | 146.366 | 148.766 | |
7650 | 2023.09.08 02:30 | close | 3825 | 0.10 | 147.341 | 146.366 | 148.766 | 2290.00 | 2806770.00 |